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 |
| 12001 | 2024.01.02 14:26 | buy | 3001 | 0.10 | 141.846 | 0.000 | 0.000 | ||
| 12002 | 2024.01.02 14:26 | modify | 3001 | 0.10 | 141.846 | 141.606 | 0.000 | ||
| 12003 | 2024.01.02 14:26 | modify | 3001 | 0.10 | 141.846 | 141.606 | 142.016 | ||
| 12004 | 2024.01.02 14:51 | s/l | 3001 | 0.10 | 141.601 | 141.606 | 142.016 | -2450.60 | 2004471.35 |
| 12005 | 2024.01.02 20:19 | buy | 3002 | 0.16 | 141.878 | 0.000 | 0.000 | ||
| 12006 | 2024.01.02 20:19 | modify | 3002 | 0.16 | 141.878 | 141.638 | 0.000 | ||
| 12007 | 2024.01.02 20:19 | modify | 3002 | 0.16 | 141.878 | 141.638 | 142.048 | ||
| 12008 | 2024.01.02 22:58 | t/p | 3002 | 0.16 | 142.057 | 141.638 | 142.048 | 2863.04 | 2007334.39 |
| 12009 | 2024.01.03 00:23 | buy | 3003 | 0.10 | 141.954 | 0.000 | 0.000 | ||
| 12010 | 2024.01.03 00:23 | modify | 3003 | 0.10 | 141.954 | 141.714 | 0.000 | ||
| 12011 | 2024.01.03 00:23 | modify | 3003 | 0.10 | 141.954 | 141.714 | 142.124 | ||
| 12012 | 2024.01.03 01:24 | t/p | 3003 | 0.10 | 142.115 | 141.714 | 142.124 | 1609.40 | 2008943.79 |
| 12013 | 2024.01.03 15:03 | buy | 3004 | 0.10 | 142.924 | 0.000 | 0.000 | ||
| 12014 | 2024.01.03 15:03 | modify | 3004 | 0.10 | 142.924 | 142.684 | 0.000 | ||
| 12015 | 2024.01.03 15:03 | modify | 3004 | 0.10 | 142.924 | 142.684 | 143.094 | ||
| 12016 | 2024.01.03 15:10 | t/p | 3004 | 0.10 | 143.089 | 142.684 | 143.094 | 1649.40 | 2010593.19 |
| 12017 | 2024.01.03 19:26 | buy | 3005 | 0.10 | 143.351 | 0.000 | 0.000 | ||
| 12018 | 2024.01.03 19:26 | modify | 3005 | 0.10 | 143.351 | 143.111 | 0.000 | ||
| 12019 | 2024.01.03 19:26 | modify | 3005 | 0.10 | 143.351 | 143.111 | 143.521 | ||
| 12020 | 2024.01.03 22:51 | s/l | 3005 | 0.10 | 143.120 | 143.111 | 143.521 | -2310.60 | 2008282.59 |
| 12021 | 2024.01.04 03:26 | buy | 3006 | 0.16 | 143.304 | 0.000 | 0.000 | ||
| 12022 | 2024.01.04 03:26 | modify | 3006 | 0.16 | 143.304 | 143.064 | 0.000 | ||
| 12023 | 2024.01.04 03:26 | modify | 3006 | 0.16 | 143.304 | 143.064 | 143.474 | ||
| 12024 | 2024.01.04 04:22 | t/p | 3006 | 0.16 | 143.467 | 143.064 | 143.474 | 2607.04 | 2010889.63 |
| 12025 | 2024.01.04 06:57 | buy | 3007 | 0.10 | 143.561 | 0.000 | 0.000 | ||
| 12026 | 2024.01.04 06:57 | modify | 3007 | 0.10 | 143.561 | 143.321 | 0.000 | ||
| 12027 | 2024.01.04 06:57 | modify | 3007 | 0.10 | 143.561 | 143.321 | 143.731 | ||
| 12028 | 2024.01.04 07:15 | s/l | 3007 | 0.10 | 143.311 | 143.321 | 143.731 | -2500.60 | 2008389.03 |
| 12029 | 2024.01.04 07:21 | buy | 3008 | 0.16 | 143.452 | 0.000 | 0.000 | ||
| 12030 | 2024.01.04 07:21 | modify | 3008 | 0.16 | 143.452 | 143.212 | 0.000 | ||
| 12031 | 2024.01.04 07:21 | modify | 3008 | 0.16 | 143.452 | 143.212 | 143.622 | ||
| 12032 | 2024.01.04 07:42 | s/l | 3008 | 0.16 | 143.216 | 143.212 | 143.622 | -3776.96 | 2004612.07 |
| 12033 | 2024.01.04 19:49 | buy | 3009 | 0.26 | 144.540 | 0.000 | 0.000 | ||
| 12034 | 2024.01.04 19:49 | modify | 3009 | 0.26 | 144.540 | 144.300 | 0.000 | ||
| 12035 | 2024.01.04 19:49 | modify | 3009 | 0.26 | 144.540 | 144.300 | 144.710 | ||
| 12036 | 2024.01.04 23:28 | t/p | 3009 | 0.26 | 144.721 | 144.300 | 144.710 | 4704.45 | 2009316.52 |
| 12037 | 2024.01.05 05:17 | buy | 3010 | 0.10 | 144.729 | 0.000 | 0.000 | ||
| 12038 | 2024.01.05 05:17 | modify | 3010 | 0.10 | 144.729 | 144.489 | 0.000 | ||
| 12039 | 2024.01.05 05:17 | modify | 3010 | 0.10 | 144.729 | 144.489 | 144.899 | ||
| 12040 | 2024.01.05 06:10 | t/p | 3010 | 0.10 | 144.897 | 144.489 | 144.899 | 1679.40 | 2010995.92 |
| 12041 | 2024.01.05 08:05 | buy | 3011 | 0.10 | 144.872 | 0.000 | 0.000 | ||
| 12042 | 2024.01.05 08:05 | modify | 3011 | 0.10 | 144.872 | 144.632 | 0.000 | ||
| 12043 | 2024.01.05 08:05 | modify | 3011 | 0.10 | 144.872 | 144.632 | 145.042 | ||
| 12044 | 2024.01.05 08:31 | t/p | 3011 | 0.10 | 145.037 | 144.632 | 145.042 | 1649.40 | 2012645.32 |
| 12045 | 2024.01.05 12:25 | buy | 3012 | 0.10 | 145.156 | 0.000 | 0.000 | ||
| 12046 | 2024.01.05 12:25 | modify | 3012 | 0.10 | 145.156 | 144.916 | 0.000 | ||
| 12047 | 2024.01.05 12:25 | modify | 3012 | 0.10 | 145.156 | 144.916 | 145.326 | ||
| 12048 | 2024.01.05 13:30 | t/p | 3012 | 0.10 | 145.337 | 144.916 | 145.326 | 1809.40 | 2014454.72 |
| 12049 | 2024.01.09 20:07 | buy | 3013 | 0.10 | 144.429 | 0.000 | 0.000 | ||
| 12050 | 2024.01.09 20:07 | modify | 3013 | 0.10 | 144.429 | 144.189 | 0.000 | ||
| 12051 | 2024.01.09 20:07 | modify | 3013 | 0.10 | 144.429 | 144.189 | 144.599 | ||
| 12052 | 2024.01.10 00:38 | t/p | 3013 | 0.10 | 144.593 | 144.189 | 144.599 | 1734.58 | 2016189.30 |
| 12053 | 2024.01.15 11:40 | buy | 3014 | 0.10 | 145.573 | 0.000 | 0.000 | ||
| 12054 | 2024.01.15 11:40 | modify | 3014 | 0.10 | 145.573 | 145.333 | 0.000 | ||
| 12055 | 2024.01.15 11:40 | modify | 3014 | 0.10 | 145.573 | 145.333 | 145.743 | ||
| 12056 | 2024.01.15 12:02 | t/p | 3014 | 0.10 | 145.740 | 145.333 | 145.743 | 1669.40 | 2017858.70 |
| 12057 | 2024.01.15 15:17 | buy | 3015 | 0.10 | 145.789 | 0.000 | 0.000 | ||
| 12058 | 2024.01.15 15:17 | modify | 3015 | 0.10 | 145.789 | 145.549 | 0.000 | ||
| 12059 | 2024.01.15 15:17 | modify | 3015 | 0.10 | 145.789 | 145.549 | 145.959 | ||
| 12060 | 2024.01.16 01:06 | t/p | 3015 | 0.10 | 145.958 | 145.549 | 145.959 | 1784.58 | 2019643.29 |
| 12061 | 2024.01.17 01:46 | buy | 3016 | 0.10 | 147.180 | 0.000 | 0.000 | ||
| 12062 | 2024.01.17 01:46 | modify | 3016 | 0.10 | 147.180 | 146.940 | 0.000 | ||
| 12063 | 2024.01.17 01:46 | modify | 3016 | 0.10 | 147.180 | 146.940 | 147.350 | ||
| 12064 | 2024.01.17 03:15 | t/p | 3016 | 0.10 | 147.347 | 146.940 | 147.350 | 1669.40 | 2021312.69 |
| 12065 | 2024.01.17 09:31 | buy | 3017 | 0.10 | 147.714 | 0.000 | 0.000 | ||
| 12066 | 2024.01.17 09:31 | modify | 3017 | 0.10 | 147.714 | 147.474 | 0.000 | ||
| 12067 | 2024.01.17 09:31 | modify | 3017 | 0.10 | 147.714 | 147.474 | 147.884 | ||
| 12068 | 2024.01.17 13:30 | t/p | 3017 | 0.10 | 147.879 | 147.474 | 147.884 | 1649.40 | 2022962.09 |
| 12069 | 2024.01.17 17:49 | buy | 3018 | 0.10 | 148.194 | 0.000 | 0.000 | ||
| 12070 | 2024.01.17 17:49 | modify | 3018 | 0.10 | 148.194 | 147.954 | 0.000 | ||
| 12071 | 2024.01.17 17:49 | modify | 3018 | 0.10 | 148.194 | 147.954 | 148.364 | ||
| 12072 | 2024.01.17 18:16 | t/p | 3018 | 0.10 | 148.375 | 147.954 | 148.364 | 1809.40 | 2024771.49 |
| 12073 | 2024.01.17 19:25 | buy | 3019 | 0.10 | 148.232 | 0.000 | 0.000 | ||
| 12074 | 2024.01.17 19:25 | modify | 3019 | 0.10 | 148.232 | 147.992 | 0.000 | ||
| 12075 | 2024.01.17 19:25 | modify | 3019 | 0.10 | 148.232 | 147.992 | 148.402 | ||
| 12076 | 2024.01.18 01:00 | s/l | 3019 | 0.10 | 147.998 | 147.992 | 148.402 | -2055.05 | 2022716.44 |
| 12077 | 2024.01.18 18:29 | buy | 3020 | 0.16 | 148.108 | 0.000 | 0.000 | ||
| 12078 | 2024.01.18 18:29 | modify | 3020 | 0.16 | 148.108 | 147.868 | 0.000 | ||
| 12079 | 2024.01.18 18:29 | modify | 3020 | 0.16 | 148.108 | 147.868 | 148.278 | ||
| 12080 | 2024.01.19 01:26 | t/p | 3020 | 0.16 | 148.280 | 147.868 | 148.278 | 2903.34 | 2025619.77 |
| 12081 | 2024.01.19 07:05 | buy | 3021 | 0.10 | 148.539 | 0.000 | 0.000 | ||
| 12082 | 2024.01.19 07:05 | modify | 3021 | 0.10 | 148.539 | 148.299 | 0.000 | ||
| 12083 | 2024.01.19 07:05 | modify | 3021 | 0.10 | 148.539 | 148.299 | 148.709 | ||
| 12084 | 2024.01.19 07:28 | s/l | 3021 | 0.10 | 148.289 | 148.299 | 148.709 | -2500.60 | 2023119.17 |
| 12085 | 2024.01.22 19:39 | buy | 3022 | 0.16 | 148.015 | 0.000 | 0.000 | ||
| 12086 | 2024.01.22 19:39 | modify | 3022 | 0.16 | 148.015 | 147.775 | 0.000 | ||
| 12087 | 2024.01.22 19:39 | modify | 3022 | 0.16 | 148.015 | 147.775 | 148.185 | ||
| 12088 | 2024.01.23 00:00 | t/p | 3022 | 0.16 | 148.190 | 147.775 | 148.185 | 2951.34 | 2026070.51 |
| 12089 | 2024.01.24 21:55 | buy | 3023 | 0.10 | 147.509 | 0.000 | 0.000 | ||
| 12090 | 2024.01.24 21:55 | modify | 3023 | 0.10 | 147.509 | 147.269 | 0.000 | ||
| 12091 | 2024.01.24 21:55 | modify | 3023 | 0.10 | 147.509 | 147.269 | 147.679 | ||
| 12092 | 2024.01.25 00:06 | t/p | 3023 | 0.10 | 147.675 | 147.269 | 147.679 | 1944.95 | 2028015.46 |
| 12093 | 2024.01.25 04:19 | buy | 3024 | 0.10 | 147.625 | 0.000 | 0.000 | ||
| 12094 | 2024.01.25 04:19 | modify | 3024 | 0.10 | 147.625 | 147.385 | 0.000 | ||
| 12095 | 2024.01.25 04:19 | modify | 3024 | 0.10 | 147.625 | 147.385 | 147.795 | ||
| 12096 | 2024.01.25 05:51 | t/p | 3024 | 0.10 | 147.792 | 147.385 | 147.795 | 1669.40 | 2029684.86 |
| 12097 | 2024.01.25 06:45 | buy | 3025 | 0.10 | 147.686 | 0.000 | 0.000 | ||
| 12098 | 2024.01.25 06:45 | modify | 3025 | 0.10 | 147.686 | 147.446 | 0.000 | ||
| 12099 | 2024.01.25 06:45 | modify | 3025 | 0.10 | 147.686 | 147.446 | 147.856 | ||
| 12100 | 2024.01.25 13:30 | t/p | 3025 | 0.10 | 147.867 | 147.446 | 147.856 | 1809.40 | 2031494.26 |
| 12101 | 2024.01.25 20:47 | buy | 3026 | 0.10 | 147.725 | 0.000 | 0.000 | ||
| 12102 | 2024.01.25 20:47 | modify | 3026 | 0.10 | 147.725 | 147.485 | 0.000 | ||
| 12103 | 2024.01.25 20:47 | modify | 3026 | 0.10 | 147.725 | 147.485 | 147.895 | ||
| 12104 | 2024.01.26 01:51 | s/l | 3026 | 0.10 | 147.478 | 147.485 | 147.895 | -2375.42 | 2029118.85 |
| 12105 | 2024.01.30 19:12 | buy | 3027 | 0.16 | 147.707 | 0.000 | 0.000 | ||
| 12106 | 2024.01.30 19:12 | modify | 3027 | 0.16 | 147.707 | 147.467 | 0.000 | ||
| 12107 | 2024.01.30 19:12 | modify | 3027 | 0.16 | 147.707 | 147.467 | 147.877 | ||
| 12108 | 2024.01.30 23:50 | s/l | 3027 | 0.16 | 147.465 | 147.467 | 147.877 | -3872.96 | 2025245.89 |
| 12109 | 2024.01.31 04:48 | buy | 3028 | 0.26 | 147.629 | 0.000 | 0.000 | ||
| 12110 | 2024.01.31 04:48 | modify | 3028 | 0.26 | 147.629 | 147.389 | 0.000 | ||
| 12111 | 2024.01.31 04:48 | modify | 3028 | 0.26 | 147.629 | 147.389 | 147.799 | ||
| 12112 | 2024.01.31 06:07 | t/p | 3028 | 0.26 | 147.790 | 147.389 | 147.799 | 4184.45 | 2029430.34 |
| 12113 | 2024.01.31 07:27 | buy | 3029 | 0.10 | 147.733 | 0.000 | 0.000 | ||
| 12114 | 2024.01.31 07:27 | modify | 3029 | 0.10 | 147.733 | 147.493 | 0.000 | ||
| 12115 | 2024.01.31 07:27 | modify | 3029 | 0.10 | 147.733 | 147.493 | 147.903 | ||
| 12116 | 2024.01.31 08:32 | s/l | 3029 | 0.10 | 147.493 | 147.493 | 147.903 | -2400.60 | 2027029.74 |
| 12117 | 2024.01.31 13:16 | buy | 3030 | 0.16 | 147.747 | 0.000 | 0.000 | ||
| 12118 | 2024.01.31 13:16 | modify | 3030 | 0.16 | 147.747 | 147.507 | 0.000 | ||
| 12119 | 2024.01.31 13:16 | modify | 3030 | 0.16 | 147.747 | 147.507 | 147.917 | ||
| 12120 | 2024.01.31 13:41 | s/l | 3030 | 0.16 | 147.513 | 147.507 | 147.917 | -3744.96 | 2023284.78 |
| 12121 | 2024.02.02 10:58 | buy | 3031 | 0.26 | 146.605 | 0.000 | 0.000 | ||
| 12122 | 2024.02.02 10:58 | modify | 3031 | 0.26 | 146.605 | 146.365 | 0.000 | ||
| 12123 | 2024.02.02 10:58 | modify | 3031 | 0.26 | 146.605 | 146.365 | 146.775 | ||
| 12124 | 2024.02.02 13:30 | t/p | 3031 | 0.26 | 146.791 | 146.365 | 146.775 | 4834.45 | 2028119.23 |
| 12125 | 2024.02.02 18:32 | buy | 3032 | 0.10 | 148.376 | 0.000 | 0.000 | ||
| 12126 | 2024.02.02 18:32 | modify | 3032 | 0.10 | 148.376 | 148.136 | 0.000 | ||
| 12127 | 2024.02.02 18:32 | modify | 3032 | 0.10 | 148.376 | 148.136 | 148.546 | ||
| 12128 | 2024.02.04 23:10 | t/p | 3032 | 0.10 | 148.547 | 148.136 | 148.546 | 1709.40 | 2029828.63 |
| 12129 | 2024.02.05 00:09 | buy | 3033 | 0.10 | 148.393 | 0.000 | 0.000 | ||
| 12130 | 2024.02.05 00:09 | modify | 3033 | 0.10 | 148.393 | 148.153 | 0.000 | ||
| 12131 | 2024.02.05 00:09 | modify | 3033 | 0.10 | 148.393 | 148.153 | 148.563 | ||
| 12132 | 2024.02.05 00:15 | t/p | 3033 | 0.10 | 148.563 | 148.153 | 148.563 | 1699.40 | 2031528.03 |
| 12133 | 2024.02.05 01:40 | buy | 3034 | 0.10 | 148.493 | 0.000 | 0.000 | ||
| 12134 | 2024.02.05 01:40 | modify | 3034 | 0.10 | 148.493 | 148.253 | 0.000 | ||
| 12135 | 2024.02.05 01:40 | modify | 3034 | 0.10 | 148.493 | 148.253 | 148.663 | ||
| 12136 | 2024.02.05 08:31 | close | 3034 | 0.10 | 148.598 | 148.253 | 148.663 | 1049.40 | 2032577.43 |
| 12137 | 2024.02.05 09:08 | buy | 3035 | 0.10 | 148.395 | 0.000 | 0.000 | ||
| 12138 | 2024.02.05 09:08 | modify | 3035 | 0.10 | 148.395 | 148.155 | 0.000 | ||
| 12139 | 2024.02.05 09:08 | modify | 3035 | 0.10 | 148.395 | 148.155 | 148.565 | ||
| 12140 | 2024.02.05 12:47 | t/p | 3035 | 0.10 | 148.571 | 148.155 | 148.565 | 1759.40 | 2034336.83 |
| 12141 | 2024.02.05 17:35 | buy | 3036 | 0.10 | 148.644 | 0.000 | 0.000 | ||
| 12142 | 2024.02.05 17:35 | modify | 3036 | 0.10 | 148.644 | 148.404 | 0.000 | ||
| 12143 | 2024.02.05 17:35 | modify | 3036 | 0.10 | 148.644 | 148.404 | 148.814 | ||
| 12144 | 2024.02.06 05:04 | s/l | 3036 | 0.10 | 148.402 | 148.404 | 148.814 | -2325.42 | 2032011.41 |
| 12145 | 2024.02.06 11:54 | buy | 3037 | 0.16 | 148.669 | 0.000 | 0.000 | ||
| 12146 | 2024.02.06 11:54 | modify | 3037 | 0.16 | 148.669 | 148.429 | 0.000 | ||
| 12147 | 2024.02.06 11:54 | modify | 3037 | 0.16 | 148.669 | 148.429 | 148.839 | ||
| 12148 | 2024.02.06 14:47 | s/l | 3037 | 0.16 | 148.434 | 148.429 | 148.839 | -3760.96 | 2028250.45 |
| 12149 | 2024.02.08 09:03 | buy | 3038 | 0.26 | 148.694 | 0.000 | 0.000 | ||
| 12150 | 2024.02.08 09:03 | modify | 3038 | 0.26 | 148.694 | 148.454 | 0.000 | ||