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 | |
1ページ目次へ
| # | 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 |
| 1 | 2013.01.02 00:00 | buy | 1 | 0.10 | 86.620 | 0.000 | 0.000 | ||
| 2 | 2013.01.02 00:00 | modify | 1 | 0.10 | 86.620 | 86.380 | 0.000 | ||
| 3 | 2013.01.02 00:00 | modify | 1 | 0.10 | 86.620 | 86.380 | 86.790 | ||
| 4 | 2013.01.02 01:01 | t/p | 1 | 0.10 | 86.788 | 86.380 | 86.790 | 1679.40 | 1001679.40 |
| 5 | 2013.01.02 04:44 | buy | 2 | 0.10 | 87.073 | 0.000 | 0.000 | ||
| 6 | 2013.01.02 04:44 | modify | 2 | 0.10 | 87.073 | 86.833 | 0.000 | ||
| 7 | 2013.01.02 04:44 | modify | 2 | 0.10 | 87.073 | 86.833 | 87.243 | ||
| 8 | 2013.01.02 06:17 | t/p | 2 | 0.10 | 87.245 | 86.833 | 87.243 | 1719.40 | 1003398.80 |
| 9 | 2013.01.02 08:31 | buy | 3 | 0.10 | 87.147 | 0.000 | 0.000 | ||
| 10 | 2013.01.02 08:31 | modify | 3 | 0.10 | 87.147 | 86.907 | 0.000 | ||
| 11 | 2013.01.02 08:31 | modify | 3 | 0.10 | 87.147 | 86.907 | 87.317 | ||
| 12 | 2013.01.02 20:22 | close | 3 | 0.10 | 87.193 | 86.907 | 87.317 | 459.40 | 1003858.20 |
| 13 | 2013.01.03 00:02 | buy | 4 | 0.10 | 87.254 | 0.000 | 0.000 | ||
| 14 | 2013.01.03 00:02 | modify | 4 | 0.10 | 87.254 | 87.014 | 0.000 | ||
| 15 | 2013.01.03 00:02 | modify | 4 | 0.10 | 87.254 | 87.014 | 87.424 | ||
| 16 | 2013.01.03 10:16 | s/l | 4 | 0.10 | 87.013 | 87.014 | 87.424 | -2410.60 | 1001447.60 |
| 17 | 2013.01.04 13:31 | buy | 5 | 0.16 | 88.160 | 0.000 | 0.000 | ||
| 18 | 2013.01.04 13:31 | modify | 5 | 0.16 | 88.160 | 87.920 | 0.000 | ||
| 19 | 2013.01.04 13:31 | modify | 5 | 0.16 | 88.160 | 87.920 | 88.330 | ||
| 20 | 2013.01.04 13:43 | s/l | 5 | 0.16 | 87.921 | 87.920 | 88.330 | -3824.96 | 997622.64 |
| 21 | 2013.01.04 18:41 | buy | 6 | 0.26 | 88.175 | 0.000 | 0.000 | ||
| 22 | 2013.01.04 18:41 | modify | 6 | 0.26 | 88.175 | 87.935 | 0.000 | ||
| 23 | 2013.01.04 18:41 | modify | 6 | 0.26 | 88.175 | 87.935 | 88.345 | ||
| 24 | 2013.01.06 22:16 | close | 6 | 0.26 | 88.291 | 87.935 | 88.345 | 3014.45 | 1000637.09 |
| 25 | 2013.01.09 06:19 | buy | 7 | 0.10 | 87.413 | 0.000 | 0.000 | ||
| 26 | 2013.01.09 06:19 | modify | 7 | 0.10 | 87.413 | 87.173 | 0.000 | ||
| 27 | 2013.01.09 06:19 | modify | 7 | 0.10 | 87.413 | 87.173 | 87.583 | ||
| 28 | 2013.01.09 08:13 | t/p | 7 | 0.10 | 87.583 | 87.173 | 87.583 | 1699.40 | 1002336.49 |
| 29 | 2013.01.09 09:35 | buy | 8 | 0.10 | 87.528 | 0.000 | 0.000 | ||
| 30 | 2013.01.09 09:35 | modify | 8 | 0.10 | 87.528 | 87.288 | 0.000 | ||
| 31 | 2013.01.09 09:35 | modify | 8 | 0.10 | 87.528 | 87.288 | 87.698 | ||
| 32 | 2013.01.09 14:28 | t/p | 8 | 0.10 | 87.697 | 87.288 | 87.698 | 1689.40 | 1004025.89 |
| 33 | 2013.01.09 18:31 | buy | 9 | 0.10 | 87.863 | 0.000 | 0.000 | ||
| 34 | 2013.01.09 18:31 | modify | 9 | 0.10 | 87.863 | 87.623 | 0.000 | ||
| 35 | 2013.01.09 18:31 | modify | 9 | 0.10 | 87.863 | 87.623 | 88.033 | ||
| 36 | 2013.01.09 22:28 | close | 9 | 0.10 | 87.933 | 87.623 | 88.033 | 699.40 | 1004725.29 |
| 37 | 2013.01.14 07:03 | buy | 10 | 0.10 | 89.546 | 0.000 | 0.000 | ||
| 38 | 2013.01.14 07:03 | modify | 10 | 0.10 | 89.546 | 89.306 | 0.000 | ||
| 39 | 2013.01.14 07:03 | modify | 10 | 0.10 | 89.546 | 89.306 | 89.716 | ||
| 40 | 2013.01.14 10:28 | s/l | 10 | 0.10 | 89.296 | 89.306 | 89.716 | -2500.60 | 1002224.69 |
| 41 | 2013.01.15 02:30 | buy | 11 | 0.16 | 89.521 | 0.000 | 0.000 | ||
| 42 | 2013.01.15 02:30 | modify | 11 | 0.16 | 89.521 | 89.281 | 0.000 | ||
| 43 | 2013.01.15 02:30 | modify | 11 | 0.16 | 89.521 | 89.281 | 89.691 | ||
| 44 | 2013.01.15 02:38 | s/l | 11 | 0.16 | 89.284 | 89.281 | 89.691 | -3792.96 | 998431.73 |
| 45 | 2013.01.17 02:12 | buy | 12 | 0.26 | 88.573 | 0.000 | 0.000 | ||
| 46 | 2013.01.17 02:12 | modify | 12 | 0.26 | 88.573 | 88.333 | 0.000 | ||
| 47 | 2013.01.17 02:12 | modify | 12 | 0.26 | 88.573 | 88.333 | 88.743 | ||
| 48 | 2013.01.17 03:17 | s/l | 12 | 0.26 | 88.337 | 88.333 | 88.743 | -6137.55 | 992294.18 |
| 49 | 2013.01.17 14:42 | buy | 13 | 0.42 | 89.276 | 0.000 | 0.000 | ||
| 50 | 2013.01.17 14:42 | modify | 13 | 0.42 | 89.276 | 89.036 | 0.000 | ||
| 51 | 2013.01.17 14:42 | modify | 13 | 0.42 | 89.276 | 89.036 | 89.446 | ||
| 52 | 2013.01.17 16:01 | t/p | 13 | 0.42 | 89.439 | 89.036 | 89.446 | 6843.49 | 999137.67 |
| 53 | 2013.01.17 20:52 | buy | 14 | 0.10 | 89.838 | 0.000 | 0.000 | ||
| 54 | 2013.01.17 20:52 | modify | 14 | 0.10 | 89.838 | 89.598 | 0.000 | ||
| 55 | 2013.01.17 20:52 | modify | 14 | 0.10 | 89.838 | 89.598 | 90.008 | ||
| 56 | 2013.01.17 23:07 | t/p | 14 | 0.10 | 90.020 | 89.598 | 90.008 | 1819.40 | 1000957.07 |
| 57 | 2013.01.17 23:40 | buy | 15 | 0.10 | 89.847 | 0.000 | 0.000 | ||
| 58 | 2013.01.17 23:40 | modify | 15 | 0.10 | 89.847 | 89.607 | 0.000 | ||
| 59 | 2013.01.17 23:40 | modify | 15 | 0.10 | 89.847 | 89.607 | 90.017 | ||
| 60 | 2013.01.18 04:26 | t/p | 15 | 0.10 | 90.007 | 89.607 | 90.017 | 1694.58 | 1002651.65 |
| 61 | 2013.01.18 08:04 | buy | 16 | 0.10 | 89.974 | 0.000 | 0.000 | ||
| 62 | 2013.01.18 08:04 | modify | 16 | 0.10 | 89.974 | 89.734 | 0.000 | ||
| 63 | 2013.01.18 08:04 | modify | 16 | 0.10 | 89.974 | 89.734 | 90.144 | ||
| 64 | 2013.01.18 09:22 | s/l | 16 | 0.10 | 89.742 | 89.734 | 90.144 | -2320.60 | 1000331.05 |
| 65 | 2013.01.18 21:40 | buy | 17 | 0.16 | 90.013 | 0.000 | 0.000 | ||
| 66 | 2013.01.18 21:40 | modify | 17 | 0.16 | 90.013 | 89.773 | 0.000 | ||
| 67 | 2013.01.18 21:40 | modify | 17 | 0.16 | 90.013 | 89.773 | 90.183 | ||
| 68 | 2013.01.20 22:13 | t/p | 17 | 0.16 | 90.186 | 89.773 | 90.183 | 2767.04 | 1003098.09 |
| 69 | 2013.01.24 07:59 | buy | 18 | 0.10 | 89.241 | 0.000 | 0.000 | ||
| 70 | 2013.01.24 07:59 | modify | 18 | 0.10 | 89.241 | 89.001 | 0.000 | ||
| 71 | 2013.01.24 07:59 | modify | 18 | 0.10 | 89.241 | 89.001 | 89.411 | ||
| 72 | 2013.01.24 09:01 | t/p | 18 | 0.10 | 89.414 | 89.001 | 89.411 | 1729.40 | 1004827.49 |
| 73 | 2013.01.24 12:06 | buy | 19 | 0.10 | 89.507 | 0.000 | 0.000 | ||
| 74 | 2013.01.24 12:06 | modify | 19 | 0.10 | 89.507 | 89.267 | 0.000 | ||
| 75 | 2013.01.24 12:06 | modify | 19 | 0.10 | 89.507 | 89.267 | 89.677 | ||
| 76 | 2013.01.24 13:08 | t/p | 19 | 0.10 | 89.685 | 89.267 | 89.677 | 1779.40 | 1006606.89 |
| 77 | 2013.01.24 18:06 | buy | 20 | 0.10 | 89.953 | 0.000 | 0.000 | ||
| 78 | 2013.01.24 18:06 | modify | 20 | 0.10 | 89.953 | 89.713 | 0.000 | ||
| 79 | 2013.01.24 18:06 | modify | 20 | 0.10 | 89.953 | 89.713 | 90.123 | ||
| 80 | 2013.01.24 20:20 | t/p | 20 | 0.10 | 90.126 | 89.713 | 90.123 | 1729.40 | 1008336.29 |
| 81 | 2013.01.25 01:04 | buy | 21 | 0.10 | 90.354 | 0.000 | 0.000 | ||
| 82 | 2013.01.25 01:04 | modify | 21 | 0.10 | 90.354 | 90.114 | 0.000 | ||
| 83 | 2013.01.25 01:04 | modify | 21 | 0.10 | 90.354 | 90.114 | 90.524 | ||
| 84 | 2013.01.25 02:54 | t/p | 21 | 0.10 | 90.529 | 90.114 | 90.524 | 1749.40 | 1010085.69 |
| 85 | 2013.01.25 07:19 | buy | 22 | 0.10 | 90.455 | 0.000 | 0.000 | ||
| 86 | 2013.01.25 07:19 | modify | 22 | 0.10 | 90.455 | 90.215 | 0.000 | ||
| 87 | 2013.01.25 07:19 | modify | 22 | 0.10 | 90.455 | 90.215 | 90.625 | ||
| 88 | 2013.01.25 08:27 | t/p | 22 | 0.10 | 90.627 | 90.215 | 90.625 | 1719.40 | 1011805.09 |
| 89 | 2013.01.25 11:01 | buy | 23 | 0.10 | 90.697 | 0.000 | 0.000 | ||
| 90 | 2013.01.25 11:01 | modify | 23 | 0.10 | 90.697 | 90.457 | 0.000 | ||
| 91 | 2013.01.25 11:01 | modify | 23 | 0.10 | 90.697 | 90.457 | 90.867 | ||
| 92 | 2013.01.25 11:11 | t/p | 23 | 0.10 | 90.866 | 90.457 | 90.867 | 1689.40 | 1013494.49 |
| 93 | 2013.01.25 13:56 | buy | 24 | 0.10 | 90.887 | 0.000 | 0.000 | ||
| 94 | 2013.01.25 13:56 | modify | 24 | 0.10 | 90.887 | 90.647 | 0.000 | ||
| 95 | 2013.01.25 13:56 | modify | 24 | 0.10 | 90.887 | 90.647 | 91.057 | ||
| 96 | 2013.01.25 14:36 | t/p | 24 | 0.10 | 91.047 | 90.647 | 91.057 | 1599.40 | 1015093.89 |
| 97 | 2013.01.25 15:01 | buy | 25 | 0.10 | 90.887 | 0.000 | 0.000 | ||
| 98 | 2013.01.25 15:01 | modify | 25 | 0.10 | 90.887 | 90.647 | 0.000 | ||
| 99 | 2013.01.25 15:01 | modify | 25 | 0.10 | 90.887 | 90.647 | 91.057 | ||
| 100 | 2013.01.25 17:11 | t/p | 25 | 0.10 | 91.059 | 90.647 | 91.057 | 1719.40 | 1016813.29 |
| 101 | 2013.01.25 19:57 | buy | 26 | 0.10 | 91.011 | 0.000 | 0.000 | ||
| 102 | 2013.01.25 19:57 | modify | 26 | 0.10 | 91.011 | 90.771 | 0.000 | ||
| 103 | 2013.01.25 19:57 | modify | 26 | 0.10 | 91.011 | 90.771 | 91.181 | ||
| 104 | 2013.01.27 23:27 | t/p | 26 | 0.10 | 91.190 | 90.771 | 91.181 | 1789.40 | 1018602.69 |
| 105 | 2013.01.30 03:51 | buy | 27 | 0.10 | 90.882 | 0.000 | 0.000 | ||
| 106 | 2013.01.30 03:51 | modify | 27 | 0.10 | 90.882 | 90.642 | 0.000 | ||
| 107 | 2013.01.30 03:51 | modify | 27 | 0.10 | 90.882 | 90.642 | 91.052 | ||
| 108 | 2013.01.30 07:53 | t/p | 27 | 0.10 | 91.051 | 90.642 | 91.052 | 1689.40 | 1020292.09 |
| 109 | 2013.01.30 12:52 | buy | 28 | 0.10 | 91.242 | 0.000 | 0.000 | ||
| 110 | 2013.01.30 12:52 | modify | 28 | 0.10 | 91.242 | 91.002 | 0.000 | ||
| 111 | 2013.01.30 12:52 | modify | 28 | 0.10 | 91.242 | 91.002 | 91.412 | ||
| 112 | 2013.01.30 13:30 | s/l | 28 | 0.10 | 90.999 | 91.002 | 91.412 | -2430.60 | 1017861.49 |
| 113 | 2013.02.01 00:31 | buy | 29 | 0.16 | 91.625 | 0.000 | 0.000 | ||
| 114 | 2013.02.01 00:31 | modify | 29 | 0.16 | 91.625 | 91.385 | 0.000 | ||
| 115 | 2013.02.01 00:31 | modify | 29 | 0.16 | 91.625 | 91.385 | 91.795 | ||
| 116 | 2013.02.01 01:07 | t/p | 29 | 0.16 | 91.795 | 91.385 | 91.795 | 2719.04 | 1020580.53 |
| 117 | 2013.02.01 07:55 | buy | 30 | 0.10 | 92.109 | 0.000 | 0.000 | ||
| 118 | 2013.02.01 07:55 | modify | 30 | 0.10 | 92.109 | 91.869 | 0.000 | ||
| 119 | 2013.02.01 07:55 | modify | 30 | 0.10 | 92.109 | 91.869 | 92.279 | ||
| 120 | 2013.02.01 13:33 | s/l | 30 | 0.10 | 91.873 | 91.869 | 92.279 | -2360.60 | 1018219.93 |
| 121 | 2013.02.01 21:38 | buy | 31 | 0.16 | 92.670 | 0.000 | 0.000 | ||
| 122 | 2013.02.01 21:38 | modify | 31 | 0.16 | 92.670 | 92.430 | 0.000 | ||
| 123 | 2013.02.01 21:38 | modify | 31 | 0.16 | 92.670 | 92.430 | 92.840 | ||
| 124 | 2013.02.01 21:58 | t/p | 31 | 0.16 | 92.833 | 92.430 | 92.840 | 2607.04 | 1020826.97 |
| 125 | 2013.02.04 00:01 | buy | 32 | 0.10 | 92.759 | 0.000 | 0.000 | ||
| 126 | 2013.02.04 00:01 | modify | 32 | 0.10 | 92.759 | 92.519 | 0.000 | ||
| 127 | 2013.02.04 00:01 | modify | 32 | 0.10 | 92.759 | 92.519 | 92.929 | ||
| 128 | 2013.02.04 01:09 | s/l | 32 | 0.10 | 92.517 | 92.519 | 92.929 | -2420.60 | 1018406.37 |
| 129 | 2013.02.04 04:27 | buy | 33 | 0.16 | 92.677 | 0.000 | 0.000 | ||
| 130 | 2013.02.04 04:27 | modify | 33 | 0.16 | 92.677 | 92.437 | 0.000 | ||
| 131 | 2013.02.04 04:27 | modify | 33 | 0.16 | 92.677 | 92.437 | 92.847 | ||
| 132 | 2013.02.04 08:39 | t/p | 33 | 0.16 | 92.845 | 92.437 | 92.847 | 2687.04 | 1021093.41 |
| 133 | 2013.02.04 10:44 | buy | 34 | 0.10 | 92.969 | 0.000 | 0.000 | ||
| 134 | 2013.02.04 10:44 | modify | 34 | 0.10 | 92.969 | 92.729 | 0.000 | ||
| 135 | 2013.02.04 10:44 | modify | 34 | 0.10 | 92.969 | 92.729 | 93.139 | ||
| 136 | 2013.02.04 13:02 | s/l | 34 | 0.10 | 92.715 | 92.729 | 93.139 | -2540.60 | 1018552.81 |
| 137 | 2013.02.05 13:46 | buy | 35 | 0.16 | 93.123 | 0.000 | 0.000 | ||
| 138 | 2013.02.05 13:46 | modify | 35 | 0.16 | 93.123 | 92.883 | 0.000 | ||
| 139 | 2013.02.05 13:46 | modify | 35 | 0.16 | 93.123 | 92.883 | 93.293 | ||
| 140 | 2013.02.05 14:58 | t/p | 35 | 0.16 | 93.297 | 92.883 | 93.293 | 2783.04 | 1021335.85 |
| 141 | 2013.02.05 17:30 | buy | 36 | 0.10 | 93.250 | 0.000 | 0.000 | ||
| 142 | 2013.02.05 17:30 | modify | 36 | 0.10 | 93.250 | 93.010 | 0.000 | ||
| 143 | 2013.02.05 17:30 | modify | 36 | 0.10 | 93.250 | 93.010 | 93.420 | ||
| 144 | 2013.02.05 20:20 | t/p | 36 | 0.10 | 93.418 | 93.010 | 93.420 | 1679.40 | 1023015.25 |
| 145 | 2013.02.06 00:02 | buy | 37 | 0.10 | 93.554 | 0.000 | 0.000 | ||
| 146 | 2013.02.06 00:02 | modify | 37 | 0.10 | 93.554 | 93.314 | 0.000 | ||
| 147 | 2013.02.06 00:02 | modify | 37 | 0.10 | 93.554 | 93.314 | 93.724 | ||
| 148 | 2013.02.06 01:15 | t/p | 37 | 0.10 | 93.727 | 93.314 | 93.724 | 1729.40 | 1024744.65 |
| 149 | 2013.02.06 05:56 | buy | 38 | 0.10 | 93.738 | 0.000 | 0.000 | ||
| 150 | 2013.02.06 05:56 | modify | 38 | 0.10 | 93.738 | 93.498 | 0.000 | ||
1ページ目次へ