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 |
| 151 | 2009.06.23 02:26 | sell | 23 | 0.10 | 95.707 | 0.000 | 0.000 | ||
| 152 | 2009.06.23 02:26 | modify | 23 | 0.10 | 95.707 | 95.957 | 0.000 | ||
| 153 | 2009.06.23 02:30 | close | 23 | 0.05 | 95.606 | 95.957 | 0.000 | 5.28 | 10042.14 |
| 154 | 2009.06.23 02:30 | sell | 24 | 0.05 | 95.707 | 95.957 | 0.000 | ||
| 155 | 2009.06.23 02:50 | modify | 24 | 0.05 | 95.707 | 95.657 | 0.000 | ||
| 156 | 2009.06.23 09:01 | modify | 24 | 0.05 | 95.707 | 95.555 | 0.000 | ||
| 157 | 2009.06.23 09:01 | modify | 24 | 0.05 | 95.707 | 95.544 | 0.000 | ||
| 158 | 2009.06.23 09:01 | modify | 24 | 0.05 | 95.707 | 95.532 | 0.000 | ||
| 159 | 2009.06.23 09:01 | modify | 24 | 0.05 | 95.707 | 95.520 | 0.000 | ||
| 160 | 2009.06.23 09:02 | modify | 24 | 0.05 | 95.707 | 95.509 | 0.000 | ||
| 161 | 2009.06.23 09:02 | modify | 24 | 0.05 | 95.707 | 95.498 | 0.000 | ||
| 162 | 2009.06.23 09:02 | modify | 24 | 0.05 | 95.707 | 95.487 | 0.000 | ||
| 163 | 2009.06.23 09:02 | modify | 24 | 0.05 | 95.707 | 95.475 | 0.000 | ||
| 164 | 2009.06.23 09:11 | modify | 24 | 0.05 | 95.707 | 95.464 | 0.000 | ||
| 165 | 2009.06.23 09:11 | modify | 24 | 0.05 | 95.707 | 95.452 | 0.000 | ||
| 166 | 2009.06.23 09:12 | modify | 24 | 0.05 | 95.707 | 95.440 | 0.000 | ||
| 167 | 2009.06.23 13:12 | s/l | 24 | 0.05 | 95.440 | 95.440 | 0.000 | 13.99 | 10056.13 |
| 168 | 2009.07.06 04:20 | sell | 25 | 0.10 | 95.648 | 0.000 | 0.000 | ||
| 169 | 2009.07.06 04:20 | modify | 25 | 0.10 | 95.648 | 95.898 | 0.000 | ||
| 170 | 2009.07.06 04:41 | close | 25 | 0.05 | 95.546 | 95.898 | 0.000 | 5.34 | 10061.47 |
| 171 | 2009.07.06 04:41 | sell | 26 | 0.05 | 95.648 | 95.898 | 0.000 | ||
| 172 | 2009.07.06 05:38 | modify | 26 | 0.05 | 95.648 | 95.598 | 0.000 | ||
| 173 | 2009.07.06 07:32 | s/l | 26 | 0.05 | 95.598 | 95.598 | 0.000 | 2.62 | 10064.09 |
| 174 | 2009.07.23 05:00 | buy | 27 | 0.10 | 94.041 | 0.000 | 0.000 | ||
| 175 | 2009.07.23 05:00 | modify | 27 | 0.10 | 94.041 | 93.791 | 0.000 | ||
| 176 | 2009.07.23 05:01 | close | 27 | 0.05 | 94.144 | 93.791 | 0.000 | 5.47 | 10069.56 |
| 177 | 2009.07.23 05:01 | buy | 28 | 0.05 | 94.041 | 93.791 | 0.000 | ||
| 178 | 2009.07.23 09:14 | modify | 28 | 0.05 | 94.041 | 94.091 | 0.000 | ||
| 179 | 2009.07.24 04:25 | close | 28 | 0.05 | 94.658 | 94.091 | 0.000 | 32.84 | 10102.40 |
| 180 | 2009.07.27 10:47 | buy | 29 | 0.10 | 95.021 | 0.000 | 0.000 | ||
| 181 | 2009.07.27 10:47 | modify | 29 | 0.10 | 95.021 | 94.771 | 0.000 | ||
| 182 | 2009.07.27 11:15 | close | 29 | 0.05 | 95.122 | 94.771 | 0.000 | 5.31 | 10107.71 |
| 183 | 2009.07.27 11:15 | buy | 30 | 0.05 | 95.021 | 94.771 | 0.000 | ||
| 184 | 2009.07.28 01:47 | close | 30 | 0.03 | 95.110 | 94.771 | 0.000 | 2.96 | 10110.67 |
| 185 | 2009.07.28 01:47 | buy | 31 | 0.02 | 95.021 | 94.771 | 0.000 | ||
| 186 | 2009.07.28 03:12 | close | 31 | 0.02 | 95.061 | 94.771 | 0.000 | 0.94 | 10111.61 |
| 187 | 2009.07.28 12:58 | sell | 32 | 0.10 | 94.709 | 0.000 | 0.000 | ||
| 188 | 2009.07.28 12:58 | modify | 32 | 0.10 | 94.709 | 94.959 | 0.000 | ||
| 189 | 2009.07.28 14:00 | close | 32 | 0.05 | 94.750 | 94.959 | 0.000 | -2.16 | 10109.45 |
| 190 | 2009.07.28 14:00 | sell | 33 | 0.05 | 94.709 | 94.959 | 0.000 | ||
| 191 | 2009.07.28 18:20 | modify | 33 | 0.05 | 94.709 | 94.659 | 0.000 | ||
| 192 | 2009.07.28 18:32 | modify | 33 | 0.05 | 94.709 | 94.558 | 0.000 | ||
| 193 | 2009.07.28 18:32 | modify | 33 | 0.05 | 94.709 | 94.548 | 0.000 | ||
| 194 | 2009.07.28 18:32 | modify | 33 | 0.05 | 94.709 | 94.537 | 0.000 | ||
| 195 | 2009.07.28 18:32 | modify | 33 | 0.05 | 94.709 | 94.527 | 0.000 | ||
| 196 | 2009.07.28 18:32 | modify | 33 | 0.05 | 94.709 | 94.516 | 0.000 | ||
| 197 | 2009.07.28 18:36 | modify | 33 | 0.05 | 94.709 | 94.505 | 0.000 | ||
| 198 | 2009.07.28 18:37 | modify | 33 | 0.05 | 94.709 | 94.494 | 0.000 | ||
| 199 | 2009.07.28 20:55 | s/l | 33 | 0.05 | 94.494 | 94.494 | 0.000 | 11.38 | 10120.83 |
| 200 | 2009.08.04 04:40 | buy | 34 | 0.10 | 95.421 | 0.000 | 0.000 | ||
| 201 | 2009.08.04 04:40 | modify | 34 | 0.10 | 95.421 | 95.171 | 0.000 | ||
| 202 | 2009.08.04 06:00 | close | 34 | 0.05 | 95.370 | 95.171 | 0.000 | -2.67 | 10118.16 |
| 203 | 2009.08.04 06:00 | buy | 35 | 0.05 | 95.421 | 95.171 | 0.000 | ||
| 204 | 2009.08.04 07:39 | close | 35 | 0.03 | 95.210 | 95.171 | 0.000 | -6.65 | 10111.51 |
| 205 | 2009.08.04 07:39 | buy | 36 | 0.02 | 95.421 | 95.171 | 0.000 | ||
| 206 | 2009.08.04 07:52 | s/l | 36 | 0.02 | 95.171 | 95.171 | 0.000 | -5.25 | 10106.26 |
| 207 | 2009.08.06 11:26 | buy | 37 | 0.10 | 95.398 | 0.000 | 0.000 | ||
| 208 | 2009.08.06 11:26 | modify | 37 | 0.10 | 95.398 | 95.148 | 0.000 | ||
| 209 | 2009.08.06 13:00 | close | 37 | 0.05 | 95.290 | 95.148 | 0.000 | -5.67 | 10100.59 |
| 210 | 2009.08.06 13:00 | buy | 38 | 0.05 | 95.398 | 95.148 | 0.000 | ||
| 211 | 2009.08.06 15:38 | modify | 38 | 0.05 | 95.398 | 95.448 | 0.000 | ||
| 212 | 2009.08.06 17:01 | s/l | 38 | 0.05 | 95.448 | 95.448 | 0.000 | 2.62 | 10103.21 |
| 213 | 2009.08.11 02:17 | sell | 39 | 0.10 | 96.890 | 0.000 | 0.000 | ||
| 214 | 2009.08.11 02:17 | modify | 39 | 0.10 | 96.890 | 97.140 | 0.000 | ||
| 215 | 2009.08.11 03:00 | close | 39 | 0.05 | 97.020 | 97.140 | 0.000 | -6.70 | 10096.51 |
| 216 | 2009.08.11 03:00 | sell | 40 | 0.05 | 96.890 | 97.140 | 0.000 | ||
| 217 | 2009.08.11 13:14 | modify | 40 | 0.05 | 96.890 | 96.840 | 0.000 | ||
| 218 | 2009.08.11 16:14 | modify | 40 | 0.05 | 96.890 | 96.738 | 0.000 | ||
| 219 | 2009.08.11 16:16 | modify | 40 | 0.05 | 96.890 | 96.727 | 0.000 | ||
| 220 | 2009.08.11 16:16 | modify | 40 | 0.05 | 96.890 | 96.716 | 0.000 | ||
| 221 | 2009.08.11 16:24 | modify | 40 | 0.05 | 96.890 | 96.705 | 0.000 | ||
| 222 | 2009.08.11 16:24 | modify | 40 | 0.05 | 96.890 | 96.694 | 0.000 | ||
| 223 | 2009.08.11 16:25 | modify | 40 | 0.05 | 96.890 | 96.683 | 0.000 | ||
| 224 | 2009.08.11 16:25 | modify | 40 | 0.05 | 96.890 | 96.673 | 0.000 | ||
| 225 | 2009.08.11 17:02 | modify | 40 | 0.05 | 96.890 | 96.662 | 0.000 | ||
| 226 | 2009.08.11 17:02 | modify | 40 | 0.05 | 96.890 | 96.652 | 0.000 | ||
| 227 | 2009.08.11 17:02 | modify | 40 | 0.05 | 96.890 | 96.641 | 0.000 | ||
| 228 | 2009.08.11 17:03 | modify | 40 | 0.05 | 96.890 | 96.629 | 0.000 | ||
| 229 | 2009.08.11 17:04 | modify | 40 | 0.05 | 96.890 | 96.618 | 0.000 | ||
| 230 | 2009.08.11 17:04 | modify | 40 | 0.05 | 96.890 | 96.607 | 0.000 | ||
| 231 | 2009.08.11 17:04 | modify | 40 | 0.05 | 96.890 | 96.596 | 0.000 | ||
| 232 | 2009.08.11 17:04 | modify | 40 | 0.05 | 96.890 | 96.585 | 0.000 | ||
| 233 | 2009.08.11 17:04 | modify | 40 | 0.05 | 96.890 | 96.574 | 0.000 | ||
| 234 | 2009.08.11 17:04 | modify | 40 | 0.05 | 96.890 | 96.563 | 0.000 | ||
| 235 | 2009.08.11 17:23 | modify | 40 | 0.05 | 96.890 | 96.552 | 0.000 | ||
| 236 | 2009.08.11 17:23 | modify | 40 | 0.05 | 96.890 | 96.542 | 0.000 | ||
| 237 | 2009.08.11 17:23 | modify | 40 | 0.05 | 96.890 | 96.530 | 0.000 | ||
| 238 | 2009.08.11 17:23 | modify | 40 | 0.05 | 96.890 | 96.519 | 0.000 | ||
| 239 | 2009.08.11 17:23 | modify | 40 | 0.05 | 96.890 | 96.507 | 0.000 | ||
| 240 | 2009.08.11 17:23 | modify | 40 | 0.05 | 96.890 | 96.496 | 0.000 | ||
| 241 | 2009.08.11 17:23 | modify | 40 | 0.05 | 96.890 | 96.485 | 0.000 | ||
| 242 | 2009.08.11 17:23 | modify | 40 | 0.05 | 96.890 | 96.474 | 0.000 | ||
| 243 | 2009.08.11 17:25 | modify | 40 | 0.05 | 96.890 | 96.462 | 0.000 | ||
| 244 | 2009.08.11 17:25 | modify | 40 | 0.05 | 96.890 | 96.451 | 0.000 | ||
| 245 | 2009.08.11 17:25 | modify | 40 | 0.05 | 96.890 | 96.440 | 0.000 | ||
| 246 | 2009.08.11 17:25 | modify | 40 | 0.05 | 96.890 | 96.429 | 0.000 | ||
| 247 | 2009.08.11 17:25 | modify | 40 | 0.05 | 96.890 | 96.418 | 0.000 | ||
| 248 | 2009.08.11 17:25 | modify | 40 | 0.05 | 96.890 | 96.408 | 0.000 | ||
| 249 | 2009.08.11 17:25 | modify | 40 | 0.05 | 96.890 | 96.396 | 0.000 | ||
| 250 | 2009.08.11 17:25 | modify | 40 | 0.05 | 96.890 | 96.384 | 0.000 | ||
| 251 | 2009.08.11 17:25 | modify | 40 | 0.05 | 96.890 | 96.372 | 0.000 | ||
| 252 | 2009.08.11 17:25 | modify | 40 | 0.05 | 96.890 | 96.360 | 0.000 | ||
| 253 | 2009.08.11 17:29 | modify | 40 | 0.05 | 96.890 | 96.348 | 0.000 | ||
| 254 | 2009.08.11 17:29 | modify | 40 | 0.05 | 96.890 | 96.337 | 0.000 | ||
| 255 | 2009.08.11 17:29 | modify | 40 | 0.05 | 96.890 | 96.326 | 0.000 | ||
| 256 | 2009.08.11 17:29 | modify | 40 | 0.05 | 96.890 | 96.315 | 0.000 | ||
| 257 | 2009.08.11 17:29 | modify | 40 | 0.05 | 96.890 | 96.304 | 0.000 | ||
| 258 | 2009.08.11 17:29 | modify | 40 | 0.05 | 96.890 | 96.292 | 0.000 | ||
| 259 | 2009.08.11 17:31 | modify | 40 | 0.05 | 96.890 | 96.281 | 0.000 | ||
| 260 | 2009.08.11 17:31 | modify | 40 | 0.05 | 96.890 | 96.269 | 0.000 | ||
| 261 | 2009.08.11 18:06 | modify | 40 | 0.05 | 96.890 | 96.258 | 0.000 | ||
| 262 | 2009.08.11 18:06 | modify | 40 | 0.05 | 96.890 | 96.247 | 0.000 | ||
| 263 | 2009.08.11 18:06 | modify | 40 | 0.05 | 96.890 | 96.236 | 0.000 | ||
| 264 | 2009.08.11 18:06 | modify | 40 | 0.05 | 96.890 | 96.225 | 0.000 | ||
| 265 | 2009.08.11 18:06 | modify | 40 | 0.05 | 96.890 | 96.214 | 0.000 | ||
| 266 | 2009.08.12 04:15 | modify | 40 | 0.05 | 96.890 | 96.203 | 0.000 | ||
| 267 | 2009.08.12 04:15 | modify | 40 | 0.05 | 96.890 | 96.192 | 0.000 | ||
| 268 | 2009.08.12 04:15 | modify | 40 | 0.05 | 96.890 | 96.181 | 0.000 | ||
| 269 | 2009.08.12 04:15 | modify | 40 | 0.05 | 96.890 | 96.169 | 0.000 | ||
| 270 | 2009.08.12 04:15 | modify | 40 | 0.05 | 96.890 | 96.158 | 0.000 | ||
| 271 | 2009.08.12 04:15 | modify | 40 | 0.05 | 96.890 | 96.146 | 0.000 | ||
| 272 | 2009.08.12 04:15 | modify | 40 | 0.05 | 96.890 | 96.135 | 0.000 | ||
| 273 | 2009.08.12 05:08 | modify | 40 | 0.05 | 96.890 | 96.124 | 0.000 | ||
| 274 | 2009.08.12 05:10 | modify | 40 | 0.05 | 96.890 | 96.113 | 0.000 | ||
| 275 | 2009.08.12 05:10 | modify | 40 | 0.05 | 96.890 | 96.102 | 0.000 | ||
| 276 | 2009.08.12 05:10 | modify | 40 | 0.05 | 96.890 | 96.090 | 0.000 | ||
| 277 | 2009.08.12 05:13 | modify | 40 | 0.05 | 96.890 | 96.078 | 0.000 | ||
| 278 | 2009.08.12 05:13 | modify | 40 | 0.05 | 96.890 | 96.066 | 0.000 | ||
| 279 | 2009.08.12 05:14 | modify | 40 | 0.05 | 96.890 | 96.055 | 0.000 | ||
| 280 | 2009.08.12 05:14 | modify | 40 | 0.05 | 96.890 | 96.045 | 0.000 | ||
| 281 | 2009.08.12 05:14 | modify | 40 | 0.05 | 96.890 | 96.034 | 0.000 | ||
| 282 | 2009.08.12 05:14 | modify | 40 | 0.05 | 96.890 | 96.024 | 0.000 | ||
| 283 | 2009.08.12 05:14 | modify | 40 | 0.05 | 96.890 | 96.013 | 0.000 | ||
| 284 | 2009.08.12 05:14 | modify | 40 | 0.05 | 96.890 | 96.002 | 0.000 | ||
| 285 | 2009.08.12 05:15 | modify | 40 | 0.05 | 96.890 | 95.991 | 0.000 | ||
| 286 | 2009.08.12 05:15 | modify | 40 | 0.05 | 96.890 | 95.980 | 0.000 | ||
| 287 | 2009.08.12 05:15 | modify | 40 | 0.05 | 96.890 | 95.969 | 0.000 | ||
| 288 | 2009.08.12 05:55 | modify | 40 | 0.05 | 96.890 | 95.957 | 0.000 | ||
| 289 | 2009.08.12 05:55 | modify | 40 | 0.05 | 96.890 | 95.945 | 0.000 | ||
| 290 | 2009.08.12 05:55 | modify | 40 | 0.05 | 96.890 | 95.934 | 0.000 | ||
| 291 | 2009.08.12 05:55 | modify | 40 | 0.05 | 96.890 | 95.923 | 0.000 | ||
| 292 | 2009.08.12 07:42 | modify | 40 | 0.05 | 96.890 | 95.912 | 0.000 | ||
| 293 | 2009.08.12 07:42 | modify | 40 | 0.05 | 96.890 | 95.902 | 0.000 | ||
| 294 | 2009.08.12 07:42 | modify | 40 | 0.05 | 96.890 | 95.891 | 0.000 | ||
| 295 | 2009.08.12 07:42 | modify | 40 | 0.05 | 96.890 | 95.879 | 0.000 | ||
| 296 | 2009.08.12 07:42 | modify | 40 | 0.05 | 96.890 | 95.868 | 0.000 | ||
| 297 | 2009.08.12 07:43 | modify | 40 | 0.05 | 96.890 | 95.857 | 0.000 | ||
| 298 | 2009.08.12 07:43 | modify | 40 | 0.05 | 96.890 | 95.846 | 0.000 | ||
| 299 | 2009.08.12 07:43 | modify | 40 | 0.05 | 96.890 | 95.835 | 0.000 | ||
| 300 | 2009.08.12 07:43 | modify | 40 | 0.05 | 96.890 | 95.823 | 0.000 | ||