Strategy Tester Report
Voyager_MCxJPY_v2_10
| 通貨ペア | USDJPY (United States Dollar vs. Japanese Yen) | ||||
| 期間 | 1時間足(H1) 2009.01.02 06:00 - 2018.12.30 23:00 (2009.01.01 - 2018.12.31) | ||||
| 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 | Lots=0.1; MGC_KB=30240; MGC_BB=30241; SL_depth_max=500; ServerTime=2; | ||||
| テストバー数 | 62352 | モデルティック数 | 165092004 | モデリング品質 | 90.00% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 10000.00 | スプレッド | 10 | ||
| 純益 | 4018.68 | 総利益 | 12529.45 | 総損失 | -8510.78 |
| プロフィットファクタ | 1.47 | 期待利得 | 1.56 | ||
| 絶対ドローダウン | 13.51 | 最大ドローダウン | 263.66 (2.40%) | 相対ドローダウン | 2.40% (263.66) |
| 総取引数 | 2578 | 売りポジション(勝率%） | 1216 (50.66%) | 買いポジション(勝率%） | 1362 (56.02%) |
| 勝率(%) | 1379 (53.49%) | 負率 (%) | 1199 (46.51%) | ||
| 最大 | 勝トレード | 114.51 | 敗トレード | -31.24 | |
| 平均 | 勝トレード | 9.09 | 敗トレード | -7.10 | |
| 最大 | 連勝(金額) | 18 (195.51) | 連敗(金額) | 13 (-62.14) | |
| 最大 | 連勝(トレード数) | 258.94 (12) | 連敗(トレード数) | -89.62 (8) | |
| 平均 | 連勝 | 3 | 連敗 | 2 | |
| # | 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 |
| 1351 | 2010.06.24 13:49 | modify | 206 | 0.05 | 90.440 | 89.810 | 0.000 | ||
| 1352 | 2010.06.24 13:51 | modify | 206 | 0.05 | 90.440 | 89.799 | 0.000 | ||
| 1353 | 2010.06.24 13:52 | modify | 206 | 0.05 | 90.440 | 89.788 | 0.000 | ||
| 1354 | 2010.06.24 13:57 | modify | 206 | 0.05 | 90.440 | 89.771 | 0.000 | ||
| 1355 | 2010.06.24 13:57 | modify | 206 | 0.05 | 90.440 | 89.759 | 0.000 | ||
| 1356 | 2010.06.24 13:57 | modify | 206 | 0.05 | 90.440 | 89.744 | 0.000 | ||
| 1357 | 2010.06.24 13:57 | modify | 206 | 0.05 | 90.440 | 89.732 | 0.000 | ||
| 1358 | 2010.06.24 13:57 | modify | 206 | 0.05 | 90.440 | 89.720 | 0.000 | ||
| 1359 | 2010.06.24 13:59 | modify | 206 | 0.05 | 90.440 | 89.706 | 0.000 | ||
| 1360 | 2010.06.24 17:55 | modify | 206 | 0.05 | 90.440 | 89.690 | 0.000 | ||
| 1361 | 2010.06.24 17:55 | modify | 206 | 0.05 | 90.440 | 89.675 | 0.000 | ||
| 1362 | 2010.06.24 20:57 | s/l | 206 | 0.05 | 89.675 | 89.675 | 0.000 | 40.66 | 10420.72 |
| 1363 | 2010.06.28 16:33 | sell | 207 | 0.10 | 89.194 | 0.000 | 0.000 | ||
| 1364 | 2010.06.28 16:33 | modify | 207 | 0.10 | 89.194 | 89.444 | 0.000 | ||
| 1365 | 2010.06.28 16:46 | close | 207 | 0.05 | 89.090 | 89.444 | 0.000 | 5.84 | 10426.56 |
| 1366 | 2010.06.28 16:46 | sell | 208 | 0.05 | 89.194 | 89.444 | 0.000 | ||
| 1367 | 2010.06.28 19:56 | close | 208 | 0.03 | 89.409 | 89.444 | 0.000 | -7.21 | 10419.35 |
| 1368 | 2010.06.28 19:56 | sell | 209 | 0.02 | 89.194 | 89.444 | 0.000 | ||
| 1369 | 2010.06.28 19:59 | s/l | 209 | 0.02 | 89.444 | 89.444 | 0.000 | -5.59 | 10413.76 |
| 1370 | 2010.06.29 06:16 | sell | 210 | 0.10 | 89.017 | 0.000 | 0.000 | ||
| 1371 | 2010.06.29 06:16 | modify | 210 | 0.10 | 89.017 | 89.267 | 0.000 | ||
| 1372 | 2010.06.29 06:43 | close | 210 | 0.05 | 88.913 | 89.267 | 0.000 | 5.85 | 10419.61 |
| 1373 | 2010.06.29 06:43 | sell | 211 | 0.05 | 89.017 | 89.267 | 0.000 | ||
| 1374 | 2010.06.29 08:10 | modify | 211 | 0.05 | 89.017 | 88.967 | 0.000 | ||
| 1375 | 2010.06.29 17:25 | modify | 211 | 0.05 | 89.017 | 88.865 | 0.000 | ||
| 1376 | 2010.06.29 17:25 | modify | 211 | 0.05 | 89.017 | 88.848 | 0.000 | ||
| 1377 | 2010.06.29 17:25 | modify | 211 | 0.05 | 89.017 | 88.835 | 0.000 | ||
| 1378 | 2010.06.29 17:25 | modify | 211 | 0.05 | 89.017 | 88.818 | 0.000 | ||
| 1379 | 2010.06.29 17:25 | modify | 211 | 0.05 | 89.017 | 88.801 | 0.000 | ||
| 1380 | 2010.06.29 17:25 | modify | 211 | 0.05 | 89.017 | 88.782 | 0.000 | ||
| 1381 | 2010.06.29 17:25 | modify | 211 | 0.05 | 89.017 | 88.771 | 0.000 | ||
| 1382 | 2010.06.29 17:25 | modify | 211 | 0.05 | 89.017 | 88.750 | 0.000 | ||
| 1383 | 2010.06.30 05:14 | close | 211 | 0.03 | 88.602 | 88.750 | 0.000 | 13.75 | 10433.36 |
| 1384 | 2010.06.30 05:14 | sell | 212 | 0.02 | 89.017 | 88.750 | 0.000 | ||
| 1385 | 2010.06.30 05:22 | close | 212 | 0.02 | 88.647 | 88.750 | 0.000 | 8.15 | 10441.52 |
| 1386 | 2010.07.01 04:23 | sell | 213 | 0.10 | 88.315 | 0.000 | 0.000 | ||
| 1387 | 2010.07.01 04:23 | modify | 213 | 0.10 | 88.315 | 88.565 | 0.000 | ||
| 1388 | 2010.07.01 04:52 | close | 213 | 0.05 | 88.208 | 88.565 | 0.000 | 6.07 | 10447.59 |
| 1389 | 2010.07.01 04:52 | sell | 214 | 0.05 | 88.315 | 88.565 | 0.000 | ||
| 1390 | 2010.07.01 14:26 | modify | 214 | 0.05 | 88.315 | 88.265 | 0.000 | ||
| 1391 | 2010.07.01 14:55 | modify | 214 | 0.05 | 88.315 | 88.163 | 0.000 | ||
| 1392 | 2010.07.01 14:55 | modify | 214 | 0.05 | 88.315 | 88.145 | 0.000 | ||
| 1393 | 2010.07.01 14:55 | modify | 214 | 0.05 | 88.315 | 88.126 | 0.000 | ||
| 1394 | 2010.07.01 14:55 | modify | 214 | 0.05 | 88.315 | 88.108 | 0.000 | ||
| 1395 | 2010.07.01 14:55 | modify | 214 | 0.05 | 88.315 | 88.090 | 0.000 | ||
| 1396 | 2010.07.01 15:29 | modify | 214 | 0.05 | 88.315 | 88.072 | 0.000 | ||
| 1397 | 2010.07.01 15:29 | modify | 214 | 0.05 | 88.315 | 88.055 | 0.000 | ||
| 1398 | 2010.07.01 15:30 | modify | 214 | 0.05 | 88.315 | 88.043 | 0.000 | ||
| 1399 | 2010.07.01 15:30 | modify | 214 | 0.05 | 88.315 | 88.032 | 0.000 | ||
| 1400 | 2010.07.01 15:30 | modify | 214 | 0.05 | 88.315 | 88.020 | 0.000 | ||
| 1401 | 2010.07.01 15:30 | modify | 214 | 0.05 | 88.315 | 88.009 | 0.000 | ||
| 1402 | 2010.07.01 15:30 | modify | 214 | 0.05 | 88.315 | 87.994 | 0.000 | ||
| 1403 | 2010.07.01 15:30 | modify | 214 | 0.05 | 88.315 | 87.982 | 0.000 | ||
| 1404 | 2010.07.01 15:30 | modify | 214 | 0.05 | 88.315 | 87.971 | 0.000 | ||
| 1405 | 2010.07.01 15:30 | modify | 214 | 0.05 | 88.315 | 87.956 | 0.000 | ||
| 1406 | 2010.07.01 15:30 | modify | 214 | 0.05 | 88.315 | 87.941 | 0.000 | ||
| 1407 | 2010.07.01 15:30 | modify | 214 | 0.05 | 88.315 | 87.927 | 0.000 | ||
| 1408 | 2010.07.01 15:31 | modify | 214 | 0.05 | 88.315 | 87.914 | 0.000 | ||
| 1409 | 2010.07.01 16:55 | modify | 214 | 0.05 | 88.315 | 87.900 | 0.000 | ||
| 1410 | 2010.07.01 16:56 | modify | 214 | 0.05 | 88.315 | 87.884 | 0.000 | ||
| 1411 | 2010.07.01 16:56 | modify | 214 | 0.05 | 88.315 | 87.871 | 0.000 | ||
| 1412 | 2010.07.01 16:56 | modify | 214 | 0.05 | 88.315 | 87.850 | 0.000 | ||
| 1413 | 2010.07.01 16:57 | modify | 214 | 0.05 | 88.315 | 87.838 | 0.000 | ||
| 1414 | 2010.07.01 16:57 | modify | 214 | 0.05 | 88.315 | 87.826 | 0.000 | ||
| 1415 | 2010.07.01 16:57 | modify | 214 | 0.05 | 88.315 | 87.815 | 0.000 | ||
| 1416 | 2010.07.01 16:57 | modify | 214 | 0.05 | 88.315 | 87.802 | 0.000 | ||
| 1417 | 2010.07.01 16:57 | modify | 214 | 0.05 | 88.315 | 87.787 | 0.000 | ||
| 1418 | 2010.07.01 16:58 | modify | 214 | 0.05 | 88.315 | 87.775 | 0.000 | ||
| 1419 | 2010.07.01 16:58 | modify | 214 | 0.05 | 88.315 | 87.764 | 0.000 | ||
| 1420 | 2010.07.01 17:00 | modify | 214 | 0.05 | 88.315 | 87.750 | 0.000 | ||
| 1421 | 2010.07.01 17:00 | modify | 214 | 0.05 | 88.315 | 87.738 | 0.000 | ||
| 1422 | 2010.07.01 17:00 | modify | 214 | 0.05 | 88.315 | 87.726 | 0.000 | ||
| 1423 | 2010.07.01 17:00 | modify | 214 | 0.05 | 88.315 | 87.715 | 0.000 | ||
| 1424 | 2010.07.01 17:00 | modify | 214 | 0.05 | 88.315 | 87.703 | 0.000 | ||
| 1425 | 2010.07.01 17:00 | modify | 214 | 0.05 | 88.315 | 87.691 | 0.000 | ||
| 1426 | 2010.07.01 17:00 | modify | 214 | 0.05 | 88.315 | 87.679 | 0.000 | ||
| 1427 | 2010.07.01 17:00 | modify | 214 | 0.05 | 88.315 | 87.668 | 0.000 | ||
| 1428 | 2010.07.01 17:00 | modify | 214 | 0.05 | 88.315 | 87.657 | 0.000 | ||
| 1429 | 2010.07.01 17:00 | modify | 214 | 0.05 | 88.315 | 87.646 | 0.000 | ||
| 1430 | 2010.07.01 17:00 | modify | 214 | 0.05 | 88.315 | 87.635 | 0.000 | ||
| 1431 | 2010.07.01 17:00 | modify | 214 | 0.05 | 88.315 | 87.618 | 0.000 | ||
| 1432 | 2010.07.01 17:00 | modify | 214 | 0.05 | 88.315 | 87.604 | 0.000 | ||
| 1433 | 2010.07.01 17:00 | modify | 214 | 0.05 | 88.315 | 87.591 | 0.000 | ||
| 1434 | 2010.07.01 17:00 | modify | 214 | 0.05 | 88.315 | 87.577 | 0.000 | ||
| 1435 | 2010.07.01 17:35 | modify | 214 | 0.05 | 88.315 | 87.566 | 0.000 | ||
| 1436 | 2010.07.01 17:35 | modify | 214 | 0.05 | 88.315 | 87.555 | 0.000 | ||
| 1437 | 2010.07.01 17:36 | modify | 214 | 0.05 | 88.315 | 87.542 | 0.000 | ||
| 1438 | 2010.07.01 17:36 | modify | 214 | 0.05 | 88.315 | 87.528 | 0.000 | ||
| 1439 | 2010.07.01 17:36 | modify | 214 | 0.05 | 88.315 | 87.515 | 0.000 | ||
| 1440 | 2010.07.01 17:37 | modify | 214 | 0.05 | 88.315 | 87.503 | 0.000 | ||
| 1441 | 2010.07.01 17:37 | modify | 214 | 0.05 | 88.315 | 87.491 | 0.000 | ||
| 1442 | 2010.07.01 17:37 | modify | 214 | 0.05 | 88.315 | 87.480 | 0.000 | ||
| 1443 | 2010.07.01 17:40 | modify | 214 | 0.05 | 88.315 | 87.465 | 0.000 | ||
| 1444 | 2010.07.01 17:41 | modify | 214 | 0.05 | 88.315 | 87.451 | 0.000 | ||
| 1445 | 2010.07.01 17:41 | modify | 214 | 0.05 | 88.315 | 87.438 | 0.000 | ||
| 1446 | 2010.07.01 18:01 | modify | 214 | 0.05 | 88.315 | 87.419 | 0.000 | ||
| 1447 | 2010.07.01 18:38 | s/l | 214 | 0.05 | 87.419 | 87.419 | 0.000 | 51.25 | 10498.84 |
| 1448 | 2010.07.06 02:10 | sell | 215 | 0.10 | 87.589 | 0.000 | 0.000 | ||
| 1449 | 2010.07.06 02:10 | modify | 215 | 0.10 | 87.589 | 87.839 | 0.000 | ||
| 1450 | 2010.07.06 02:58 | close | 215 | 0.05 | 87.485 | 87.839 | 0.000 | 5.94 | 10504.78 |
| 1451 | 2010.07.06 02:58 | sell | 216 | 0.05 | 87.589 | 87.839 | 0.000 | ||
| 1452 | 2010.07.06 09:08 | s/l | 216 | 0.05 | 87.839 | 87.839 | 0.000 | -14.23 | 10490.55 |
| 1453 | 2010.07.07 09:21 | sell | 217 | 0.10 | 87.328 | 0.000 | 0.000 | ||
| 1454 | 2010.07.07 09:21 | modify | 217 | 0.10 | 87.328 | 87.578 | 0.000 | ||
| 1455 | 2010.07.07 10:05 | close | 217 | 0.05 | 87.227 | 87.578 | 0.000 | 5.79 | 10496.34 |
| 1456 | 2010.07.07 10:05 | sell | 218 | 0.05 | 87.328 | 87.578 | 0.000 | ||
| 1457 | 2010.07.07 21:04 | close | 218 | 0.05 | 87.381 | 87.578 | 0.000 | -3.03 | 10493.31 |
| 1458 | 2010.07.12 03:14 | buy | 219 | 0.10 | 88.848 | 0.000 | 0.000 | ||
| 1459 | 2010.07.12 03:14 | modify | 219 | 0.10 | 88.848 | 88.598 | 0.000 | ||
| 1460 | 2010.07.12 03:42 | close | 219 | 0.05 | 88.968 | 88.598 | 0.000 | 6.74 | 10500.05 |
| 1461 | 2010.07.12 03:42 | buy | 220 | 0.05 | 88.848 | 88.598 | 0.000 | ||
| 1462 | 2010.07.12 13:08 | s/l | 220 | 0.05 | 88.598 | 88.598 | 0.000 | -14.11 | 10485.94 |
| 1463 | 2010.07.13 11:00 | sell | 221 | 0.10 | 88.376 | 0.000 | 0.000 | ||
| 1464 | 2010.07.13 11:00 | modify | 221 | 0.10 | 88.376 | 88.626 | 0.000 | ||
| 1465 | 2010.07.13 12:00 | close | 221 | 0.05 | 88.410 | 88.626 | 0.000 | -1.92 | 10484.02 |
| 1466 | 2010.07.13 12:00 | sell | 222 | 0.05 | 88.376 | 88.626 | 0.000 | ||
| 1467 | 2010.07.13 17:54 | modify | 222 | 0.05 | 88.376 | 88.326 | 0.000 | ||
| 1468 | 2010.07.13 19:10 | s/l | 222 | 0.05 | 88.326 | 88.326 | 0.000 | 2.83 | 10486.85 |
| 1469 | 2010.07.20 18:08 | buy | 223 | 0.10 | 87.215 | 0.000 | 0.000 | ||
| 1470 | 2010.07.20 18:08 | modify | 223 | 0.10 | 87.215 | 86.965 | 0.000 | ||
| 1471 | 2010.07.20 20:00 | close | 223 | 0.05 | 87.220 | 86.965 | 0.000 | 0.29 | 10487.14 |
| 1472 | 2010.07.20 20:00 | buy | 224 | 0.05 | 87.215 | 86.965 | 0.000 | ||
| 1473 | 2010.07.21 06:31 | close | 224 | 0.05 | 87.080 | 86.965 | 0.000 | -7.50 | 10479.64 |
| 1474 | 2010.07.29 11:38 | sell | 225 | 0.10 | 87.081 | 0.000 | 0.000 | ||
| 1475 | 2010.07.29 11:38 | modify | 225 | 0.10 | 87.081 | 87.331 | 0.000 | ||
| 1476 | 2010.07.29 13:52 | close | 225 | 0.05 | 86.843 | 87.331 | 0.000 | 13.70 | 10493.34 |
| 1477 | 2010.07.29 13:52 | sell | 226 | 0.05 | 87.081 | 87.331 | 0.000 | ||
| 1478 | 2010.07.29 13:56 | modify | 226 | 0.05 | 87.081 | 87.031 | 0.000 | ||
| 1479 | 2010.07.29 15:38 | s/l | 226 | 0.05 | 87.031 | 87.031 | 0.000 | 2.87 | 10496.21 |
| 1480 | 2010.08.02 10:40 | buy | 227 | 0.10 | 86.720 | 0.000 | 0.000 | ||
| 1481 | 2010.08.02 10:40 | modify | 227 | 0.10 | 86.720 | 86.470 | 0.000 | ||
| 1482 | 2010.08.02 12:00 | close | 227 | 0.05 | 86.710 | 86.470 | 0.000 | -0.58 | 10495.63 |
| 1483 | 2010.08.02 12:00 | buy | 228 | 0.05 | 86.720 | 86.470 | 0.000 | ||
| 1484 | 2010.08.02 15:49 | close | 228 | 0.03 | 86.513 | 86.470 | 0.000 | -7.18 | 10488.45 |
| 1485 | 2010.08.02 15:49 | buy | 229 | 0.02 | 86.720 | 86.470 | 0.000 | ||
| 1486 | 2010.08.02 15:51 | s/l | 229 | 0.02 | 86.470 | 86.470 | 0.000 | -5.78 | 10482.67 |
| 1487 | 2010.08.03 05:34 | sell | 230 | 0.10 | 86.289 | 0.000 | 0.000 | ||
| 1488 | 2010.08.03 05:34 | modify | 230 | 0.10 | 86.289 | 86.539 | 0.000 | ||
| 1489 | 2010.08.03 10:11 | close | 230 | 0.05 | 86.184 | 86.539 | 0.000 | 6.09 | 10488.76 |
| 1490 | 2010.08.03 10:11 | sell | 231 | 0.05 | 86.289 | 86.539 | 0.000 | ||
| 1491 | 2010.08.03 10:42 | modify | 231 | 0.05 | 86.289 | 86.239 | 0.000 | ||
| 1492 | 2010.08.03 17:42 | modify | 231 | 0.05 | 86.289 | 86.137 | 0.000 | ||
| 1493 | 2010.08.03 17:42 | modify | 231 | 0.05 | 86.289 | 86.125 | 0.000 | ||
| 1494 | 2010.08.03 17:42 | modify | 231 | 0.05 | 86.289 | 86.114 | 0.000 | ||
| 1495 | 2010.08.03 17:42 | modify | 231 | 0.05 | 86.289 | 86.100 | 0.000 | ||
| 1496 | 2010.08.04 03:23 | modify | 231 | 0.05 | 86.289 | 86.083 | 0.000 | ||
| 1497 | 2010.08.04 03:23 | modify | 231 | 0.05 | 86.289 | 86.072 | 0.000 | ||
| 1498 | 2010.08.04 03:26 | modify | 231 | 0.05 | 86.289 | 86.056 | 0.000 | ||
| 1499 | 2010.08.04 03:32 | modify | 231 | 0.05 | 86.289 | 86.040 | 0.000 | ||
| 1500 | 2010.08.04 03:43 | modify | 231 | 0.05 | 86.289 | 86.029 | 0.000 | ||