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 |
| 1351 | 2014.02.17 21:52 | modify | 338 | 0.10 | 101.931 | 101.691 | 102.101 | ||
| 1352 | 2014.02.17 23:12 | close | 338 | 0.10 | 102.020 | 101.691 | 102.101 | 889.40 | 1193887.24 |
| 1353 | 2014.02.19 17:17 | buy | 339 | 0.10 | 102.204 | 0.000 | 0.000 | ||
| 1354 | 2014.02.19 17:17 | modify | 339 | 0.10 | 102.204 | 101.964 | 0.000 | ||
| 1355 | 2014.02.19 17:17 | modify | 339 | 0.10 | 102.204 | 101.964 | 102.374 | ||
| 1356 | 2014.02.19 19:00 | t/p | 339 | 0.10 | 102.379 | 101.964 | 102.374 | 1749.40 | 1195636.64 |
| 1357 | 2014.02.19 20:17 | buy | 340 | 0.10 | 102.289 | 0.000 | 0.000 | ||
| 1358 | 2014.02.19 20:17 | modify | 340 | 0.10 | 102.289 | 102.049 | 0.000 | ||
| 1359 | 2014.02.19 20:17 | modify | 340 | 0.10 | 102.289 | 102.049 | 102.459 | ||
| 1360 | 2014.02.20 01:16 | s/l | 340 | 0.10 | 102.049 | 102.049 | 102.459 | -2115.05 | 1193521.59 |
| 1361 | 2014.02.20 15:01 | buy | 341 | 0.16 | 102.074 | 0.000 | 0.000 | ||
| 1362 | 2014.02.20 15:01 | modify | 341 | 0.16 | 102.074 | 101.834 | 0.000 | ||
| 1363 | 2014.02.20 15:01 | modify | 341 | 0.16 | 102.074 | 101.834 | 102.244 | ||
| 1364 | 2014.02.20 15:14 | t/p | 341 | 0.16 | 102.242 | 101.834 | 102.244 | 2687.04 | 1196208.63 |
| 1365 | 2014.02.20 19:03 | buy | 342 | 0.10 | 102.327 | 0.000 | 0.000 | ||
| 1366 | 2014.02.20 19:03 | modify | 342 | 0.10 | 102.327 | 102.087 | 0.000 | ||
| 1367 | 2014.02.20 19:03 | modify | 342 | 0.10 | 102.327 | 102.087 | 102.497 | ||
| 1368 | 2014.02.21 00:07 | close | 342 | 0.10 | 102.428 | 102.087 | 102.497 | 1104.58 | 1197313.22 |
| 1369 | 2014.02.21 06:10 | buy | 343 | 0.10 | 102.504 | 0.000 | 0.000 | ||
| 1370 | 2014.02.21 06:10 | modify | 343 | 0.10 | 102.504 | 102.264 | 0.000 | ||
| 1371 | 2014.02.21 06:10 | modify | 343 | 0.10 | 102.504 | 102.264 | 102.674 | ||
| 1372 | 2014.02.21 12:48 | close | 343 | 0.10 | 102.570 | 102.264 | 102.674 | 659.40 | 1197972.62 |
| 1373 | 2014.02.21 17:35 | buy | 344 | 0.10 | 102.656 | 0.000 | 0.000 | ||
| 1374 | 2014.02.21 17:35 | modify | 344 | 0.10 | 102.656 | 102.416 | 0.000 | ||
| 1375 | 2014.02.21 17:35 | modify | 344 | 0.10 | 102.656 | 102.416 | 102.826 | ||
| 1376 | 2014.02.24 02:37 | s/l | 344 | 0.10 | 102.420 | 102.416 | 102.826 | -2265.42 | 1195707.20 |
| 1377 | 2014.02.24 14:14 | buy | 345 | 0.16 | 102.460 | 0.000 | 0.000 | ||
| 1378 | 2014.02.24 14:14 | modify | 345 | 0.16 | 102.460 | 102.220 | 0.000 | ||
| 1379 | 2014.02.24 14:14 | modify | 345 | 0.16 | 102.460 | 102.220 | 102.630 | ||
| 1380 | 2014.02.25 01:13 | close | 345 | 0.16 | 102.620 | 102.220 | 102.630 | 2711.34 | 1198418.54 |
| 1381 | 2014.02.28 16:02 | buy | 346 | 0.10 | 102.037 | 0.000 | 0.000 | ||
| 1382 | 2014.02.28 16:02 | modify | 346 | 0.10 | 102.037 | 101.797 | 0.000 | ||
| 1383 | 2014.02.28 16:02 | modify | 346 | 0.10 | 102.037 | 101.797 | 102.207 | ||
| 1384 | 2014.02.28 19:59 | s/l | 346 | 0.10 | 101.799 | 101.797 | 102.207 | -2380.60 | 1196037.94 |
| 1385 | 2014.03.04 13:16 | buy | 347 | 0.16 | 101.826 | 0.000 | 0.000 | ||
| 1386 | 2014.03.04 13:16 | modify | 347 | 0.16 | 101.826 | 101.586 | 0.000 | ||
| 1387 | 2014.03.04 13:16 | modify | 347 | 0.16 | 101.826 | 101.586 | 101.996 | ||
| 1388 | 2014.03.04 14:50 | t/p | 347 | 0.16 | 102.003 | 101.586 | 101.996 | 2831.04 | 1198868.98 |
| 1389 | 2014.03.04 21:56 | buy | 348 | 0.10 | 102.219 | 0.000 | 0.000 | ||
| 1390 | 2014.03.04 21:56 | modify | 348 | 0.10 | 102.219 | 101.979 | 0.000 | ||
| 1391 | 2014.03.04 21:56 | modify | 348 | 0.10 | 102.219 | 101.979 | 102.389 | ||
| 1392 | 2014.03.05 03:08 | close | 348 | 0.10 | 102.271 | 101.979 | 102.389 | 614.58 | 1199483.56 |
| 1393 | 2014.03.05 11:40 | buy | 349 | 0.10 | 102.364 | 0.000 | 0.000 | ||
| 1394 | 2014.03.05 11:40 | modify | 349 | 0.10 | 102.364 | 102.124 | 0.000 | ||
| 1395 | 2014.03.05 11:40 | modify | 349 | 0.10 | 102.364 | 102.124 | 102.534 | ||
| 1396 | 2014.03.05 13:32 | t/p | 349 | 0.10 | 102.540 | 102.124 | 102.534 | 1759.40 | 1201242.96 |
| 1397 | 2014.03.05 15:02 | buy | 350 | 0.10 | 102.427 | 0.000 | 0.000 | ||
| 1398 | 2014.03.05 15:02 | modify | 350 | 0.10 | 102.427 | 102.187 | 0.000 | ||
| 1399 | 2014.03.05 15:02 | modify | 350 | 0.10 | 102.427 | 102.187 | 102.597 | ||
| 1400 | 2014.03.06 00:08 | close | 350 | 0.10 | 102.457 | 102.187 | 102.597 | 584.95 | 1201827.92 |
| 1401 | 2014.03.06 06:08 | buy | 351 | 0.10 | 102.631 | 0.000 | 0.000 | ||
| 1402 | 2014.03.06 06:08 | modify | 351 | 0.10 | 102.631 | 102.391 | 0.000 | ||
| 1403 | 2014.03.06 06:08 | modify | 351 | 0.10 | 102.631 | 102.391 | 102.801 | ||
| 1404 | 2014.03.06 08:06 | t/p | 351 | 0.10 | 102.809 | 102.391 | 102.801 | 1779.40 | 1203607.32 |
| 1405 | 2014.03.06 09:19 | buy | 352 | 0.10 | 102.680 | 0.000 | 0.000 | ||
| 1406 | 2014.03.06 09:19 | modify | 352 | 0.10 | 102.680 | 102.440 | 0.000 | ||
| 1407 | 2014.03.06 09:19 | modify | 352 | 0.10 | 102.680 | 102.440 | 102.850 | ||
| 1408 | 2014.03.06 13:29 | close | 352 | 0.10 | 102.825 | 102.440 | 102.850 | 1449.40 | 1205056.72 |
| 1409 | 2014.03.06 17:12 | buy | 353 | 0.10 | 103.012 | 0.000 | 0.000 | ||
| 1410 | 2014.03.06 17:12 | modify | 353 | 0.10 | 103.012 | 102.772 | 0.000 | ||
| 1411 | 2014.03.06 17:12 | modify | 353 | 0.10 | 103.012 | 102.772 | 103.182 | ||
| 1412 | 2014.03.07 13:30 | t/p | 353 | 0.10 | 103.178 | 102.772 | 103.182 | 1754.58 | 1206811.30 |
| 1413 | 2014.03.07 16:01 | buy | 354 | 0.10 | 103.325 | 0.000 | 0.000 | ||
| 1414 | 2014.03.07 16:01 | modify | 354 | 0.10 | 103.325 | 103.085 | 0.000 | ||
| 1415 | 2014.03.07 16:01 | modify | 354 | 0.10 | 103.325 | 103.085 | 103.495 | ||
| 1416 | 2014.03.09 21:00 | s/l | 354 | 0.10 | 103.032 | 103.085 | 103.495 | -2930.60 | 1203880.70 |
| 1417 | 2014.03.17 07:51 | buy | 355 | 0.16 | 101.560 | 0.000 | 0.000 | ||
| 1418 | 2014.03.17 07:51 | modify | 355 | 0.16 | 101.560 | 101.320 | 0.000 | ||
| 1419 | 2014.03.17 07:51 | modify | 355 | 0.16 | 101.560 | 101.320 | 101.730 | ||
| 1420 | 2014.03.17 08:27 | t/p | 355 | 0.16 | 101.732 | 101.320 | 101.730 | 2751.04 | 1206631.74 |
| 1421 | 2014.03.17 12:20 | buy | 356 | 0.10 | 101.742 | 0.000 | 0.000 | ||
| 1422 | 2014.03.17 12:20 | modify | 356 | 0.10 | 101.742 | 101.502 | 0.000 | ||
| 1423 | 2014.03.17 12:20 | modify | 356 | 0.10 | 101.742 | 101.502 | 101.912 | ||
| 1424 | 2014.03.17 21:57 | close | 356 | 0.10 | 101.824 | 101.502 | 101.912 | 819.40 | 1207451.14 |
| 1425 | 2014.03.19 10:54 | buy | 357 | 0.10 | 101.546 | 0.000 | 0.000 | ||
| 1426 | 2014.03.19 10:54 | modify | 357 | 0.10 | 101.546 | 101.306 | 0.000 | ||
| 1427 | 2014.03.19 10:54 | modify | 357 | 0.10 | 101.546 | 101.306 | 101.716 | ||
| 1428 | 2014.03.19 17:42 | close | 357 | 0.10 | 101.660 | 101.306 | 101.716 | 1139.40 | 1208590.54 |
| 1429 | 2014.03.19 20:47 | buy | 358 | 0.10 | 102.363 | 0.000 | 0.000 | ||
| 1430 | 2014.03.19 20:47 | modify | 358 | 0.10 | 102.363 | 102.123 | 0.000 | ||
| 1431 | 2014.03.19 20:47 | modify | 358 | 0.10 | 102.363 | 102.123 | 102.533 | ||
| 1432 | 2014.03.20 08:03 | close | 358 | 0.10 | 102.416 | 102.123 | 102.533 | 814.95 | 1209405.49 |
| 1433 | 2014.03.20 11:58 | buy | 359 | 0.10 | 102.419 | 0.000 | 0.000 | ||
| 1434 | 2014.03.20 11:58 | modify | 359 | 0.10 | 102.419 | 102.179 | 0.000 | ||
| 1435 | 2014.03.20 11:58 | modify | 359 | 0.10 | 102.419 | 102.179 | 102.589 | ||
| 1436 | 2014.03.21 07:44 | s/l | 359 | 0.10 | 102.170 | 102.179 | 102.589 | -2395.42 | 1207010.08 |
| 1437 | 2014.03.24 05:17 | buy | 360 | 0.16 | 102.441 | 0.000 | 0.000 | ||
| 1438 | 2014.03.24 05:17 | modify | 360 | 0.16 | 102.441 | 102.201 | 0.000 | ||
| 1439 | 2014.03.24 05:17 | modify | 360 | 0.16 | 102.441 | 102.201 | 102.611 | ||
| 1440 | 2014.03.24 07:43 | close | 360 | 0.16 | 102.564 | 102.201 | 102.611 | 1967.04 | 1208977.12 |
| 1441 | 2014.03.24 09:10 | buy | 361 | 0.10 | 102.484 | 0.000 | 0.000 | ||
| 1442 | 2014.03.24 09:10 | modify | 361 | 0.10 | 102.484 | 102.244 | 0.000 | ||
| 1443 | 2014.03.24 09:10 | modify | 361 | 0.10 | 102.484 | 102.244 | 102.654 | ||
| 1444 | 2014.03.24 14:03 | s/l | 361 | 0.10 | 102.234 | 102.244 | 102.654 | -2500.60 | 1206476.52 |
| 1445 | 2014.03.25 14:08 | buy | 362 | 0.16 | 102.334 | 0.000 | 0.000 | ||
| 1446 | 2014.03.25 14:08 | modify | 362 | 0.16 | 102.334 | 102.094 | 0.000 | ||
| 1447 | 2014.03.25 14:08 | modify | 362 | 0.16 | 102.334 | 102.094 | 102.504 | ||
| 1448 | 2014.03.26 00:03 | close | 362 | 0.16 | 102.353 | 102.094 | 102.504 | 455.34 | 1206931.85 |
| 1449 | 2014.03.26 14:01 | buy | 363 | 0.10 | 102.356 | 0.000 | 0.000 | ||
| 1450 | 2014.03.26 14:01 | modify | 363 | 0.10 | 102.356 | 102.116 | 0.000 | ||
| 1451 | 2014.03.26 14:01 | modify | 363 | 0.10 | 102.356 | 102.116 | 102.526 | ||
| 1452 | 2014.03.26 17:46 | s/l | 363 | 0.10 | 102.108 | 102.116 | 102.526 | -2480.60 | 1204451.25 |
| 1453 | 2014.03.27 07:27 | buy | 364 | 0.16 | 102.152 | 0.000 | 0.000 | ||
| 1454 | 2014.03.27 07:27 | modify | 364 | 0.16 | 102.152 | 101.912 | 0.000 | ||
| 1455 | 2014.03.27 07:27 | modify | 364 | 0.16 | 102.152 | 101.912 | 102.322 | ||
| 1456 | 2014.03.27 11:50 | t/p | 364 | 0.16 | 102.330 | 101.912 | 102.322 | 2847.04 | 1207298.29 |
| 1457 | 2014.03.28 17:21 | buy | 365 | 0.10 | 102.811 | 0.000 | 0.000 | ||
| 1458 | 2014.03.28 17:21 | modify | 365 | 0.10 | 102.811 | 102.571 | 0.000 | ||
| 1459 | 2014.03.28 17:21 | modify | 365 | 0.10 | 102.811 | 102.571 | 102.981 | ||
| 1460 | 2014.03.31 07:21 | t/p | 365 | 0.10 | 102.982 | 102.571 | 102.981 | 1804.58 | 1209102.88 |
| 1461 | 2014.03.31 13:54 | buy | 366 | 0.10 | 103.244 | 0.000 | 0.000 | ||
| 1462 | 2014.03.31 13:54 | modify | 366 | 0.10 | 103.244 | 103.004 | 0.000 | ||
| 1463 | 2014.03.31 13:54 | modify | 366 | 0.10 | 103.244 | 103.004 | 103.414 | ||
| 1464 | 2014.03.31 14:59 | s/l | 366 | 0.10 | 103.001 | 103.004 | 103.414 | -2430.60 | 1206672.28 |
| 1465 | 2014.03.31 23:29 | buy | 367 | 0.16 | 103.177 | 0.000 | 0.000 | ||
| 1466 | 2014.03.31 23:29 | modify | 367 | 0.16 | 103.177 | 102.937 | 0.000 | ||
| 1467 | 2014.03.31 23:29 | modify | 367 | 0.16 | 103.177 | 102.937 | 103.347 | ||
| 1468 | 2014.04.01 08:02 | t/p | 367 | 0.16 | 103.341 | 102.937 | 103.347 | 2775.34 | 1209447.61 |
| 1469 | 2014.04.01 12:22 | buy | 368 | 0.10 | 103.338 | 0.000 | 0.000 | ||
| 1470 | 2014.04.01 12:22 | modify | 368 | 0.10 | 103.338 | 103.098 | 0.000 | ||
| 1471 | 2014.04.01 12:22 | modify | 368 | 0.10 | 103.338 | 103.098 | 103.508 | ||
| 1472 | 2014.04.01 13:56 | close | 368 | 0.10 | 103.493 | 103.098 | 103.508 | 1549.40 | 1210997.01 |
| 1473 | 2014.04.01 20:55 | buy | 369 | 0.10 | 103.652 | 0.000 | 0.000 | ||
| 1474 | 2014.04.01 20:55 | modify | 369 | 0.10 | 103.652 | 103.412 | 0.000 | ||
| 1475 | 2014.04.01 20:55 | modify | 369 | 0.10 | 103.652 | 103.412 | 103.822 | ||
| 1476 | 2014.04.02 00:59 | close | 369 | 0.10 | 103.782 | 103.412 | 103.822 | 1394.58 | 1212391.60 |
| 1477 | 2014.04.02 04:55 | buy | 370 | 0.10 | 103.830 | 0.000 | 0.000 | ||
| 1478 | 2014.04.02 04:55 | modify | 370 | 0.10 | 103.830 | 103.590 | 0.000 | ||
| 1479 | 2014.04.02 04:55 | modify | 370 | 0.10 | 103.830 | 103.590 | 104.000 | ||
| 1480 | 2014.04.02 12:38 | s/l | 370 | 0.10 | 103.580 | 103.590 | 104.000 | -2500.60 | 1209891.00 |
| 1481 | 2014.04.03 00:01 | buy | 371 | 0.16 | 103.836 | 0.000 | 0.000 | ||
| 1482 | 2014.04.03 00:01 | modify | 371 | 0.16 | 103.836 | 103.596 | 0.000 | ||
| 1483 | 2014.04.03 00:01 | modify | 371 | 0.16 | 103.836 | 103.596 | 104.006 | ||
| 1484 | 2014.04.03 01:27 | t/p | 371 | 0.16 | 104.017 | 103.596 | 104.006 | 2895.04 | 1212786.04 |
| 1485 | 2014.04.03 05:56 | buy | 372 | 0.10 | 103.915 | 0.000 | 0.000 | ||
| 1486 | 2014.04.03 05:56 | modify | 372 | 0.10 | 103.915 | 103.675 | 0.000 | ||
| 1487 | 2014.04.03 05:56 | modify | 372 | 0.10 | 103.915 | 103.675 | 104.085 | ||
| 1488 | 2014.04.03 13:18 | t/p | 372 | 0.10 | 104.088 | 103.675 | 104.085 | 1729.40 | 1214515.44 |
| 1489 | 2014.04.14 13:46 | buy | 373 | 0.10 | 101.778 | 0.000 | 0.000 | ||
| 1490 | 2014.04.14 13:46 | modify | 373 | 0.10 | 101.778 | 101.538 | 0.000 | ||
| 1491 | 2014.04.14 13:46 | modify | 373 | 0.10 | 101.778 | 101.538 | 101.948 | ||
| 1492 | 2014.04.14 21:15 | close | 373 | 0.10 | 101.882 | 101.538 | 101.948 | 1039.40 | 1215554.84 |
| 1493 | 2014.04.15 00:10 | buy | 374 | 0.10 | 101.861 | 0.000 | 0.000 | ||
| 1494 | 2014.04.15 00:10 | modify | 374 | 0.10 | 101.861 | 101.621 | 0.000 | ||
| 1495 | 2014.04.15 00:10 | modify | 374 | 0.10 | 101.861 | 101.621 | 102.031 | ||
| 1496 | 2014.04.15 03:36 | close | 374 | 0.10 | 101.981 | 101.621 | 102.031 | 1199.40 | 1216754.24 |
| 1497 | 2014.04.15 21:55 | buy | 375 | 0.10 | 101.851 | 0.000 | 0.000 | ||
| 1498 | 2014.04.15 21:55 | modify | 375 | 0.10 | 101.851 | 101.611 | 0.000 | ||
| 1499 | 2014.04.15 21:55 | modify | 375 | 0.10 | 101.851 | 101.611 | 102.021 | ||
| 1500 | 2014.04.16 00:11 | close | 375 | 0.10 | 101.959 | 101.611 | 102.021 | 1174.58 | 1217928.82 |