Strategy Tester Report
Grace Serenity
| 通貨ペア | USDJPYp (United States Dollar vs. Japanese Yen) | ||||
| 期間 | 1分足(M1) 2013.01.01 22:00 - 2024.03.28 23:59 (2013.01.01 - 2024.03.30) | ||||
| モデル | 全ティック (利用可能な最小時間枠による最も正確な方法) | ||||
| パラメーター | com2=""; MagicNumber=752996; AutoLot=false; MM_Percent=1; Martingale_Start=0.1; MaxSlippage=3; | ||||
| テストバー数 | 4164836 | モデルティック数 | 285113234 | モデリング品質 | 99.90% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 1000000.00 | スプレッド | 変動 | ||
| 純益 | 1053915.99 | 総利益 | 4341044.98 | 総損失 | -3287128.99 |
| プロフィットファクタ | 1.32 | 期待利得 | 342.29 | ||
| 絶対ドローダウン | 10060.33 | 最大ドローダウン | 45063.73 (2.62%) | 相対ドローダウン | 3.54% (43578.56) |
| 総取引数 | 3079 | 売りポジション(勝率%） | 0 (0.00%) | 買いポジション(勝率%） | 3079 (65.54%) |
| 勝率(%) | 2018 (65.54%) | 負率 (%) | 1061 (34.46%) | ||
| 最大 | 勝トレード | 12525.81 | 敗トレード | -19248.96 | |
| 平均 | 勝トレード | 2151.16 | 敗トレード | -3098.14 | |
| 最大 | 連勝(金額) | 18 (25289.95) | 連敗(金額) | 5 (-37341.23) | |
| 最大 | 連勝(トレード数) | 25289.95 (18) | 連敗(トレード数) | -37341.23 (5) | |
| 平均 | 連勝 | 3 | 連敗 | 1 | |
| # | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | 決済逆指値(S/L) | 決済指値(T/P) | 損益 | 残高 |
| 11851 | 2023.11.16 08:51 | modify | 2963 | 0.10 | 151.320 | 151.080 | 151.490 | ||
| 11852 | 2023.11.16 13:20 | s/l | 2963 | 0.10 | 151.083 | 151.080 | 151.490 | -2370.60 | 2007310.27 |
| 11853 | 2023.11.21 22:24 | buy | 2964 | 0.16 | 148.298 | 0.000 | 0.000 | ||
| 11854 | 2023.11.21 22:24 | modify | 2964 | 0.16 | 148.298 | 148.058 | 0.000 | ||
| 11855 | 2023.11.21 22:24 | modify | 2964 | 0.16 | 148.298 | 148.058 | 148.468 | ||
| 11856 | 2023.11.21 23:07 | s/l | 2964 | 0.16 | 148.060 | 148.058 | 148.468 | -3808.96 | 2003501.31 |
| 11857 | 2023.11.21 23:32 | buy | 2965 | 0.26 | 148.134 | 0.000 | 0.000 | ||
| 11858 | 2023.11.21 23:32 | modify | 2965 | 0.26 | 148.134 | 147.894 | 0.000 | ||
| 11859 | 2023.11.21 23:32 | modify | 2965 | 0.26 | 148.134 | 147.894 | 148.304 | ||
| 11860 | 2023.11.22 01:27 | t/p | 2965 | 0.26 | 148.296 | 147.894 | 148.304 | 4457.93 | 2007959.24 |
| 11861 | 2023.11.22 09:43 | buy | 2966 | 0.10 | 149.020 | 0.000 | 0.000 | ||
| 11862 | 2023.11.22 09:43 | modify | 2966 | 0.10 | 149.020 | 148.780 | 0.000 | ||
| 11863 | 2023.11.22 09:43 | modify | 2966 | 0.10 | 149.020 | 148.780 | 149.190 | ||
| 11864 | 2023.11.22 11:03 | s/l | 2966 | 0.10 | 148.781 | 148.780 | 149.190 | -2390.60 | 2005568.64 |
| 11865 | 2023.11.22 11:04 | buy | 2967 | 0.16 | 148.794 | 0.000 | 0.000 | ||
| 11866 | 2023.11.22 11:04 | modify | 2967 | 0.16 | 148.794 | 148.554 | 0.000 | ||
| 11867 | 2023.11.22 11:04 | modify | 2967 | 0.16 | 148.794 | 148.554 | 148.964 | ||
| 11868 | 2023.11.22 13:30 | t/p | 2967 | 0.16 | 148.965 | 148.554 | 148.964 | 2735.04 | 2008303.68 |
| 11869 | 2023.11.22 19:57 | buy | 2968 | 0.10 | 149.574 | 0.000 | 0.000 | ||
| 11870 | 2023.11.22 19:57 | modify | 2968 | 0.10 | 149.574 | 149.334 | 0.000 | ||
| 11871 | 2023.11.22 19:57 | modify | 2968 | 0.10 | 149.574 | 149.334 | 149.744 | ||
| 11872 | 2023.11.23 00:24 | s/l | 2968 | 0.10 | 149.326 | 149.334 | 149.744 | -2195.05 | 2006108.63 |
| 11873 | 2023.11.23 19:11 | buy | 2969 | 0.16 | 149.570 | 0.000 | 0.000 | ||
| 11874 | 2023.11.23 19:11 | modify | 2969 | 0.16 | 149.570 | 149.330 | 0.000 | ||
| 11875 | 2023.11.23 19:11 | modify | 2969 | 0.16 | 149.570 | 149.330 | 149.740 | ||
| 11876 | 2023.11.24 05:00 | s/l | 2969 | 0.16 | 149.322 | 149.330 | 149.740 | -3816.66 | 2002291.97 |
| 11877 | 2023.11.29 13:13 | buy | 2970 | 0.26 | 147.528 | 0.000 | 0.000 | ||
| 11878 | 2023.11.29 13:13 | modify | 2970 | 0.26 | 147.528 | 147.288 | 0.000 | ||
| 11879 | 2023.11.29 13:13 | modify | 2970 | 0.26 | 147.528 | 147.288 | 147.698 | ||
| 11880 | 2023.11.29 13:30 | t/p | 2970 | 0.26 | 147.689 | 147.288 | 147.698 | 4184.45 | 2006476.42 |
| 11881 | 2023.11.30 12:46 | buy | 2971 | 0.10 | 147.534 | 0.000 | 0.000 | ||
| 11882 | 2023.11.30 12:46 | modify | 2971 | 0.10 | 147.534 | 147.294 | 0.000 | ||
| 11883 | 2023.11.30 12:46 | modify | 2971 | 0.10 | 147.534 | 147.294 | 147.704 | ||
| 11884 | 2023.11.30 13:30 | s/l | 2971 | 0.10 | 147.265 | 147.294 | 147.704 | -2690.60 | 2003785.82 |
| 11885 | 2023.11.30 15:58 | buy | 2972 | 0.16 | 147.898 | 0.000 | 0.000 | ||
| 11886 | 2023.11.30 15:58 | modify | 2972 | 0.16 | 147.898 | 147.658 | 0.000 | ||
| 11887 | 2023.11.30 15:58 | modify | 2972 | 0.16 | 147.898 | 147.658 | 148.068 | ||
| 11888 | 2023.11.30 17:35 | t/p | 2972 | 0.16 | 148.060 | 147.658 | 148.068 | 2591.04 | 2006376.86 |
| 11889 | 2023.11.30 23:01 | buy | 2973 | 0.10 | 148.150 | 0.000 | 0.000 | ||
| 11890 | 2023.11.30 23:01 | modify | 2973 | 0.10 | 148.150 | 147.910 | 0.000 | ||
| 11891 | 2023.11.30 23:01 | modify | 2973 | 0.10 | 148.150 | 147.910 | 148.320 | ||
| 11892 | 2023.12.01 00:03 | s/l | 2973 | 0.10 | 147.904 | 147.910 | 148.320 | -2365.42 | 2004011.44 |
| 11893 | 2023.12.04 20:56 | buy | 2974 | 0.16 | 147.253 | 0.000 | 0.000 | ||
| 11894 | 2023.12.04 20:56 | modify | 2974 | 0.16 | 147.253 | 147.013 | 0.000 | ||
| 11895 | 2023.12.04 20:56 | modify | 2974 | 0.16 | 147.253 | 147.013 | 147.423 | ||
| 11896 | 2023.12.05 00:37 | s/l | 2974 | 0.16 | 147.009 | 147.013 | 147.423 | -3752.66 | 2000258.78 |
| 11897 | 2023.12.05 20:13 | buy | 2975 | 0.26 | 147.224 | 0.000 | 0.000 | ||
| 11898 | 2023.12.05 20:13 | modify | 2975 | 0.26 | 147.224 | 146.984 | 0.000 | ||
| 11899 | 2023.12.05 20:13 | modify | 2975 | 0.26 | 147.224 | 146.984 | 147.394 | ||
| 11900 | 2023.12.06 02:38 | t/p | 2975 | 0.26 | 147.391 | 146.984 | 147.394 | 4587.93 | 2004846.71 |
| 11901 | 2023.12.06 12:12 | buy | 2976 | 0.10 | 147.293 | 0.000 | 0.000 | ||
| 11902 | 2023.12.06 12:12 | modify | 2976 | 0.10 | 147.293 | 147.053 | 0.000 | ||
| 11903 | 2023.12.06 12:12 | modify | 2976 | 0.10 | 147.293 | 147.053 | 147.463 | ||
| 11904 | 2023.12.06 13:15 | s/l | 2976 | 0.10 | 147.024 | 147.053 | 147.463 | -2690.60 | 2002156.11 |
| 11905 | 2023.12.06 21:51 | buy | 2977 | 0.16 | 147.344 | 0.000 | 0.000 | ||
| 11906 | 2023.12.06 21:51 | modify | 2977 | 0.16 | 147.344 | 147.104 | 0.000 | ||
| 11907 | 2023.12.06 21:51 | modify | 2977 | 0.16 | 147.344 | 147.104 | 147.514 | ||
| 11908 | 2023.12.07 00:04 | s/l | 2977 | 0.16 | 147.104 | 147.104 | 147.514 | -3384.07 | 1998772.03 |
| 11909 | 2023.12.08 12:29 | buy | 2978 | 0.26 | 144.303 | 0.000 | 0.000 | ||
| 11910 | 2023.12.08 12:29 | modify | 2978 | 0.26 | 144.303 | 144.063 | 0.000 | ||
| 11911 | 2023.12.08 12:29 | modify | 2978 | 0.26 | 144.303 | 144.063 | 144.473 | ||
| 11912 | 2023.12.08 13:30 | t/p | 2978 | 0.26 | 144.504 | 144.063 | 144.473 | 5224.45 | 2003996.48 |
| 11913 | 2023.12.10 23:07 | buy | 2979 | 0.10 | 144.873 | 0.000 | 0.000 | ||
| 11914 | 2023.12.10 23:07 | modify | 2979 | 0.10 | 144.873 | 144.633 | 0.000 | ||
| 11915 | 2023.12.10 23:07 | modify | 2979 | 0.10 | 144.873 | 144.633 | 145.043 | ||
| 11916 | 2023.12.10 23:32 | t/p | 2979 | 0.10 | 145.054 | 144.633 | 145.043 | 1809.40 | 2005805.88 |
| 11917 | 2023.12.11 03:10 | buy | 2980 | 0.10 | 145.323 | 0.000 | 0.000 | ||
| 11918 | 2023.12.11 03:10 | modify | 2980 | 0.10 | 145.323 | 145.083 | 0.000 | ||
| 11919 | 2023.12.11 03:10 | modify | 2980 | 0.10 | 145.323 | 145.083 | 145.493 | ||
| 11920 | 2023.12.11 04:02 | t/p | 2980 | 0.10 | 145.488 | 145.083 | 145.493 | 1649.40 | 2007455.28 |
| 11921 | 2023.12.11 05:40 | buy | 2981 | 0.10 | 145.476 | 0.000 | 0.000 | ||
| 11922 | 2023.12.11 05:40 | modify | 2981 | 0.10 | 145.476 | 145.236 | 0.000 | ||
| 11923 | 2023.12.11 05:40 | modify | 2981 | 0.10 | 145.476 | 145.236 | 145.646 | ||
| 11924 | 2023.12.11 06:06 | t/p | 2981 | 0.10 | 145.651 | 145.236 | 145.646 | 1749.40 | 2009204.68 |
| 11925 | 2023.12.11 06:58 | buy | 2982 | 0.10 | 145.454 | 0.000 | 0.000 | ||
| 11926 | 2023.12.11 06:58 | modify | 2982 | 0.10 | 145.454 | 145.214 | 0.000 | ||
| 11927 | 2023.12.11 06:58 | modify | 2982 | 0.10 | 145.454 | 145.214 | 145.624 | ||
| 11928 | 2023.12.11 07:40 | t/p | 2982 | 0.10 | 145.634 | 145.214 | 145.624 | 1799.40 | 2011004.08 |
| 11929 | 2023.12.11 14:03 | buy | 2983 | 0.10 | 146.203 | 0.000 | 0.000 | ||
| 11930 | 2023.12.11 14:03 | modify | 2983 | 0.10 | 146.203 | 145.963 | 0.000 | ||
| 11931 | 2023.12.11 14:03 | modify | 2983 | 0.10 | 146.203 | 145.963 | 146.373 | ||
| 11932 | 2023.12.11 15:18 | t/p | 2983 | 0.10 | 146.371 | 145.963 | 146.373 | 1679.40 | 2012683.48 |
| 11933 | 2023.12.11 18:34 | buy | 2984 | 0.10 | 146.282 | 0.000 | 0.000 | ||
| 11934 | 2023.12.11 18:34 | modify | 2984 | 0.10 | 146.282 | 146.042 | 0.000 | ||
| 11935 | 2023.12.11 18:34 | modify | 2984 | 0.10 | 146.282 | 146.042 | 146.452 | ||
| 11936 | 2023.12.12 00:00 | s/l | 2984 | 0.10 | 146.039 | 146.042 | 146.452 | -2335.42 | 2010348.06 |
| 11937 | 2023.12.13 09:42 | buy | 2985 | 0.16 | 145.773 | 0.000 | 0.000 | ||
| 11938 | 2023.12.13 09:42 | modify | 2985 | 0.16 | 145.773 | 145.533 | 0.000 | ||
| 11939 | 2023.12.13 09:42 | modify | 2985 | 0.16 | 145.773 | 145.533 | 145.943 | ||
| 11940 | 2023.12.13 13:30 | s/l | 2985 | 0.16 | 145.515 | 145.533 | 145.943 | -4128.96 | 2006219.10 |
| 11941 | 2023.12.18 00:47 | buy | 2986 | 0.26 | 142.207 | 0.000 | 0.000 | ||
| 11942 | 2023.12.18 00:47 | modify | 2986 | 0.26 | 142.207 | 141.967 | 0.000 | ||
| 11943 | 2023.12.18 00:47 | modify | 2986 | 0.26 | 142.207 | 141.967 | 142.377 | ||
| 11944 | 2023.12.18 01:30 | t/p | 2986 | 0.26 | 142.386 | 141.967 | 142.377 | 4652.45 | 2010871.55 |
| 11945 | 2023.12.18 17:23 | buy | 2987 | 0.10 | 142.935 | 0.000 | 0.000 | ||
| 11946 | 2023.12.18 17:23 | modify | 2987 | 0.10 | 142.935 | 142.695 | 0.000 | ||
| 11947 | 2023.12.18 17:23 | modify | 2987 | 0.10 | 142.935 | 142.695 | 143.105 | ||
| 11948 | 2023.12.18 23:15 | s/l | 2987 | 0.10 | 142.691 | 142.695 | 143.105 | -2440.60 | 2008430.95 |
| 11949 | 2023.12.19 06:40 | buy | 2988 | 0.16 | 143.294 | 0.000 | 0.000 | ||
| 11950 | 2023.12.19 06:40 | modify | 2988 | 0.16 | 143.294 | 143.054 | 0.000 | ||
| 11951 | 2023.12.19 06:40 | modify | 2988 | 0.16 | 143.294 | 143.054 | 143.464 | ||
| 11952 | 2023.12.19 06:43 | t/p | 2988 | 0.16 | 143.477 | 143.054 | 143.464 | 2927.04 | 2011357.99 |
| 11953 | 2023.12.19 12:07 | buy | 2989 | 0.10 | 144.632 | 0.000 | 0.000 | ||
| 11954 | 2023.12.19 12:07 | modify | 2989 | 0.10 | 144.632 | 144.392 | 0.000 | ||
| 11955 | 2023.12.19 12:07 | modify | 2989 | 0.10 | 144.632 | 144.392 | 144.802 | ||
| 11956 | 2023.12.19 12:53 | s/l | 2989 | 0.10 | 144.385 | 144.392 | 144.802 | -2470.60 | 2008887.39 |
| 11957 | 2023.12.19 12:54 | buy | 2990 | 0.16 | 144.383 | 0.000 | 0.000 | ||
| 11958 | 2023.12.19 12:54 | modify | 2990 | 0.16 | 144.383 | 144.143 | 0.000 | ||
| 11959 | 2023.12.19 12:54 | modify | 2990 | 0.16 | 144.383 | 144.143 | 144.553 | ||
| 11960 | 2023.12.19 14:51 | s/l | 2990 | 0.16 | 144.144 | 144.143 | 144.553 | -3824.96 | 2005062.43 |
| 11961 | 2023.12.20 20:13 | buy | 2991 | 0.26 | 143.754 | 0.000 | 0.000 | ||
| 11962 | 2023.12.20 20:13 | modify | 2991 | 0.26 | 143.754 | 143.514 | 0.000 | ||
| 11963 | 2023.12.20 20:13 | modify | 2991 | 0.26 | 143.754 | 143.514 | 143.924 | ||
| 11964 | 2023.12.20 22:01 | s/l | 2991 | 0.26 | 143.473 | 143.514 | 143.924 | -7307.55 | 1997754.88 |
| 11965 | 2023.12.22 20:04 | buy | 2992 | 0.42 | 142.480 | 0.000 | 0.000 | ||
| 11966 | 2023.12.22 20:04 | modify | 2992 | 0.42 | 142.480 | 142.240 | 0.000 | ||
| 11967 | 2023.12.22 20:04 | modify | 2992 | 0.42 | 142.480 | 142.240 | 142.650 | ||
| 11968 | 2023.12.25 00:27 | s/l | 2992 | 0.42 | 142.209 | 142.240 | 142.650 | -10984.74 | 1986770.15 |
| 11969 | 2023.12.26 10:46 | buy | 2993 | 0.67 | 142.382 | 0.000 | 0.000 | ||
| 11970 | 2023.12.26 10:46 | modify | 2993 | 0.67 | 142.382 | 142.142 | 0.000 | ||
| 11971 | 2023.12.26 10:46 | modify | 2993 | 0.67 | 142.382 | 142.142 | 142.552 | ||
| 11972 | 2023.12.26 15:47 | t/p | 2993 | 0.67 | 142.554 | 142.142 | 142.552 | 11519.99 | 1998290.14 |
| 11973 | 2023.12.26 17:18 | buy | 2994 | 0.10 | 142.431 | 0.000 | 0.000 | ||
| 11974 | 2023.12.26 17:18 | modify | 2994 | 0.10 | 142.431 | 142.191 | 0.000 | ||
| 11975 | 2023.12.26 17:18 | modify | 2994 | 0.10 | 142.431 | 142.191 | 142.601 | ||
| 11976 | 2023.12.27 00:06 | close | 2994 | 0.10 | 142.556 | 142.191 | 142.601 | 1344.58 | 1999634.72 |
| 11977 | 2023.12.27 02:32 | buy | 2995 | 0.10 | 142.551 | 0.000 | 0.000 | ||
| 11978 | 2023.12.27 02:32 | modify | 2995 | 0.10 | 142.551 | 142.311 | 0.000 | ||
| 11979 | 2023.12.27 02:32 | modify | 2995 | 0.10 | 142.551 | 142.311 | 142.721 | ||
| 11980 | 2023.12.27 07:08 | t/p | 2995 | 0.10 | 142.730 | 142.311 | 142.721 | 1789.40 | 2001424.12 |
| 11981 | 2023.12.28 20:23 | buy | 2996 | 0.10 | 141.409 | 0.000 | 0.000 | ||
| 11982 | 2023.12.28 20:23 | modify | 2996 | 0.10 | 141.409 | 141.169 | 0.000 | ||
| 11983 | 2023.12.28 20:23 | modify | 2996 | 0.10 | 141.409 | 141.169 | 141.579 | ||
| 11984 | 2023.12.29 00:53 | t/p | 2996 | 0.10 | 141.581 | 141.169 | 141.579 | 1814.58 | 2003238.71 |
| 11985 | 2023.12.29 02:25 | buy | 2997 | 0.10 | 141.381 | 0.000 | 0.000 | ||
| 11986 | 2023.12.29 02:25 | modify | 2997 | 0.10 | 141.381 | 141.141 | 0.000 | ||
| 11987 | 2023.12.29 02:25 | modify | 2997 | 0.10 | 141.381 | 141.141 | 141.551 | ||
| 11988 | 2023.12.29 07:19 | s/l | 2997 | 0.10 | 141.148 | 141.141 | 141.551 | -2330.60 | 2000908.11 |
| 11989 | 2023.12.29 11:39 | buy | 2998 | 0.16 | 141.613 | 0.000 | 0.000 | ||
| 11990 | 2023.12.29 11:39 | modify | 2998 | 0.16 | 141.613 | 141.373 | 0.000 | ||
| 11991 | 2023.12.29 11:39 | modify | 2998 | 0.16 | 141.613 | 141.373 | 141.783 | ||
| 11992 | 2023.12.29 13:47 | t/p | 2998 | 0.16 | 141.774 | 141.373 | 141.783 | 2575.04 | 2003483.15 |
| 11993 | 2024.01.02 05:10 | buy | 2999 | 0.10 | 141.461 | 0.000 | 0.000 | ||
| 11994 | 2024.01.02 05:10 | modify | 2999 | 0.10 | 141.461 | 141.221 | 0.000 | ||
| 11995 | 2024.01.02 05:10 | modify | 2999 | 0.10 | 141.461 | 141.221 | 141.631 | ||
| 11996 | 2024.01.02 09:12 | t/p | 2999 | 0.10 | 141.639 | 141.221 | 141.631 | 1779.40 | 2005262.55 |
| 11997 | 2024.01.02 13:39 | buy | 3000 | 0.10 | 141.897 | 0.000 | 0.000 | ||
| 11998 | 2024.01.02 13:39 | modify | 3000 | 0.10 | 141.897 | 141.657 | 0.000 | ||
| 11999 | 2024.01.02 13:39 | modify | 3000 | 0.10 | 141.897 | 141.657 | 142.067 | ||
| 12000 | 2024.01.02 13:51 | t/p | 3000 | 0.10 | 142.063 | 141.657 | 142.067 | 1659.40 | 2006921.95 |