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 |
| 1501 | 2014.04.16 07:03 | buy | 376 | 0.10 | 102.175 | 0.000 | 0.000 | ||
| 1502 | 2014.04.16 07:03 | modify | 376 | 0.10 | 102.175 | 101.935 | 0.000 | ||
| 1503 | 2014.04.16 07:03 | modify | 376 | 0.10 | 102.175 | 101.935 | 102.345 | ||
| 1504 | 2014.04.16 08:57 | t/p | 376 | 0.10 | 102.354 | 101.935 | 102.345 | 1789.40 | 1219718.22 |
| 1505 | 2014.04.16 10:28 | buy | 377 | 0.10 | 102.245 | 0.000 | 0.000 | ||
| 1506 | 2014.04.16 10:28 | modify | 377 | 0.10 | 102.245 | 102.005 | 0.000 | ||
| 1507 | 2014.04.16 10:28 | modify | 377 | 0.10 | 102.245 | 102.005 | 102.415 | ||
| 1508 | 2014.04.17 01:39 | s/l | 377 | 0.10 | 102.014 | 102.005 | 102.415 | -2025.05 | 1217693.17 |
| 1509 | 2014.04.17 13:18 | buy | 378 | 0.16 | 102.144 | 0.000 | 0.000 | ||
| 1510 | 2014.04.17 13:18 | modify | 378 | 0.16 | 102.144 | 101.904 | 0.000 | ||
| 1511 | 2014.04.17 13:18 | modify | 378 | 0.16 | 102.144 | 101.904 | 102.314 | ||
| 1512 | 2014.04.17 16:25 | t/p | 378 | 0.16 | 102.308 | 101.904 | 102.314 | 2623.04 | 1220316.21 |
| 1513 | 2014.04.17 20:52 | buy | 379 | 0.10 | 102.411 | 0.000 | 0.000 | ||
| 1514 | 2014.04.17 20:52 | modify | 379 | 0.10 | 102.411 | 102.171 | 0.000 | ||
| 1515 | 2014.04.17 20:52 | modify | 379 | 0.10 | 102.411 | 102.171 | 102.581 | ||
| 1516 | 2014.04.18 00:57 | close | 379 | 0.10 | 102.559 | 102.171 | 102.581 | 1574.58 | 1221890.80 |
| 1517 | 2014.04.22 01:10 | buy | 380 | 0.10 | 102.640 | 0.000 | 0.000 | ||
| 1518 | 2014.04.22 01:10 | modify | 380 | 0.10 | 102.640 | 102.400 | 0.000 | ||
| 1519 | 2014.04.22 01:10 | modify | 380 | 0.10 | 102.640 | 102.400 | 102.810 | ||
| 1520 | 2014.04.23 00:06 | close | 380 | 0.10 | 102.681 | 102.400 | 102.810 | 504.58 | 1222395.38 |
| 1521 | 2014.04.23 23:29 | buy | 381 | 0.10 | 102.458 | 0.000 | 0.000 | ||
| 1522 | 2014.04.23 23:29 | modify | 381 | 0.10 | 102.458 | 102.218 | 0.000 | ||
| 1523 | 2014.04.23 23:29 | modify | 381 | 0.10 | 102.458 | 102.218 | 102.628 | ||
| 1524 | 2014.04.24 08:08 | close | 381 | 0.10 | 102.416 | 102.218 | 102.628 | -135.05 | 1222260.34 |
| 1525 | 2014.04.28 07:22 | buy | 382 | 0.16 | 102.188 | 0.000 | 0.000 | ||
| 1526 | 2014.04.28 07:22 | modify | 382 | 0.16 | 102.188 | 101.948 | 0.000 | ||
| 1527 | 2014.04.28 07:22 | modify | 382 | 0.16 | 102.188 | 101.948 | 102.358 | ||
| 1528 | 2014.04.28 09:04 | close | 382 | 0.16 | 102.310 | 101.948 | 102.358 | 1951.04 | 1224211.38 |
| 1529 | 2014.04.28 10:47 | buy | 383 | 0.10 | 102.309 | 0.000 | 0.000 | ||
| 1530 | 2014.04.28 10:47 | modify | 383 | 0.10 | 102.309 | 102.069 | 0.000 | ||
| 1531 | 2014.04.28 10:47 | modify | 383 | 0.10 | 102.309 | 102.069 | 102.479 | ||
| 1532 | 2014.04.28 14:09 | t/p | 383 | 0.10 | 102.489 | 102.069 | 102.479 | 1799.40 | 1226010.78 |
| 1533 | 2014.04.28 17:08 | buy | 384 | 0.10 | 102.437 | 0.000 | 0.000 | ||
| 1534 | 2014.04.28 17:08 | modify | 384 | 0.10 | 102.437 | 102.197 | 0.000 | ||
| 1535 | 2014.04.28 17:08 | modify | 384 | 0.10 | 102.437 | 102.197 | 102.607 | ||
| 1536 | 2014.04.29 06:05 | close | 384 | 0.10 | 102.531 | 102.197 | 102.607 | 1034.58 | 1227045.36 |
| 1537 | 2014.04.29 12:21 | buy | 385 | 0.10 | 102.670 | 0.000 | 0.000 | ||
| 1538 | 2014.04.29 12:21 | modify | 385 | 0.10 | 102.670 | 102.430 | 0.000 | ||
| 1539 | 2014.04.29 12:21 | modify | 385 | 0.10 | 102.670 | 102.430 | 102.840 | ||
| 1540 | 2014.04.30 02:11 | s/l | 385 | 0.10 | 102.432 | 102.430 | 102.840 | -2285.42 | 1224759.95 |
| 1541 | 2014.04.30 11:20 | buy | 386 | 0.16 | 102.531 | 0.000 | 0.000 | ||
| 1542 | 2014.04.30 11:20 | modify | 386 | 0.16 | 102.531 | 102.291 | 0.000 | ||
| 1543 | 2014.04.30 11:20 | modify | 386 | 0.16 | 102.531 | 102.291 | 102.701 | ||
| 1544 | 2014.04.30 12:30 | s/l | 386 | 0.16 | 102.284 | 102.291 | 102.701 | -3952.96 | 1220806.99 |
| 1545 | 2014.05.02 04:46 | buy | 387 | 0.26 | 102.355 | 0.000 | 0.000 | ||
| 1546 | 2014.05.02 04:46 | modify | 387 | 0.26 | 102.355 | 102.115 | 0.000 | ||
| 1547 | 2014.05.02 04:46 | modify | 387 | 0.26 | 102.355 | 102.115 | 102.525 | ||
| 1548 | 2014.05.02 05:36 | close | 387 | 0.26 | 102.378 | 102.115 | 102.525 | 596.45 | 1221403.44 |
| 1549 | 2014.05.02 08:35 | buy | 388 | 0.10 | 102.441 | 0.000 | 0.000 | ||
| 1550 | 2014.05.02 08:35 | modify | 388 | 0.10 | 102.441 | 102.201 | 0.000 | ||
| 1551 | 2014.05.02 08:35 | modify | 388 | 0.10 | 102.441 | 102.201 | 102.611 | ||
| 1552 | 2014.05.02 10:09 | close | 388 | 0.10 | 102.564 | 102.201 | 102.611 | 1229.40 | 1222632.84 |
| 1553 | 2014.05.02 11:28 | buy | 389 | 0.10 | 102.479 | 0.000 | 0.000 | ||
| 1554 | 2014.05.02 11:28 | modify | 389 | 0.10 | 102.479 | 102.239 | 0.000 | ||
| 1555 | 2014.05.02 11:28 | modify | 389 | 0.10 | 102.479 | 102.239 | 102.649 | ||
| 1556 | 2014.05.02 12:30 | t/p | 389 | 0.10 | 102.805 | 102.239 | 102.649 | 3259.40 | 1225892.24 |
| 1557 | 2014.05.02 14:27 | buy | 390 | 0.10 | 102.686 | 0.000 | 0.000 | ||
| 1558 | 2014.05.02 14:27 | modify | 390 | 0.10 | 102.686 | 102.446 | 0.000 | ||
| 1559 | 2014.05.02 14:27 | modify | 390 | 0.10 | 102.686 | 102.446 | 102.856 | ||
| 1560 | 2014.05.02 14:43 | s/l | 390 | 0.10 | 102.439 | 102.446 | 102.856 | -2470.60 | 1223421.64 |
| 1561 | 2014.05.05 23:09 | buy | 391 | 0.16 | 102.143 | 0.000 | 0.000 | ||
| 1562 | 2014.05.05 23:09 | modify | 391 | 0.16 | 102.143 | 101.903 | 0.000 | ||
| 1563 | 2014.05.05 23:09 | modify | 391 | 0.16 | 102.143 | 101.903 | 102.313 | ||
| 1564 | 2014.05.06 10:47 | s/l | 391 | 0.16 | 101.906 | 101.903 | 102.313 | -3640.66 | 1219780.97 |
| 1565 | 2014.05.07 21:53 | buy | 392 | 0.26 | 101.858 | 0.000 | 0.000 | ||
| 1566 | 2014.05.07 21:53 | modify | 392 | 0.26 | 101.858 | 101.618 | 0.000 | ||
| 1567 | 2014.05.07 21:53 | modify | 392 | 0.26 | 101.858 | 101.618 | 102.028 | ||
| 1568 | 2014.05.08 14:44 | s/l | 392 | 0.26 | 101.618 | 101.618 | 102.028 | -5499.11 | 1214281.86 |
| 1569 | 2014.05.12 04:19 | buy | 393 | 0.42 | 101.956 | 0.000 | 0.000 | ||
| 1570 | 2014.05.12 04:19 | modify | 393 | 0.42 | 101.956 | 101.716 | 0.000 | ||
| 1571 | 2014.05.12 04:19 | modify | 393 | 0.42 | 101.956 | 101.716 | 102.126 | ||
| 1572 | 2014.05.12 13:46 | close | 393 | 0.42 | 102.070 | 101.716 | 102.126 | 4785.49 | 1219067.35 |
| 1573 | 2014.05.12 20:25 | buy | 394 | 0.10 | 102.128 | 0.000 | 0.000 | ||
| 1574 | 2014.05.12 20:25 | modify | 394 | 0.10 | 102.128 | 101.888 | 0.000 | ||
| 1575 | 2014.05.12 20:25 | modify | 394 | 0.10 | 102.128 | 101.888 | 102.298 | ||
| 1576 | 2014.05.13 03:56 | close | 394 | 0.10 | 102.272 | 101.888 | 102.298 | 1534.58 | 1220601.93 |
| 1577 | 2014.05.13 09:15 | buy | 395 | 0.10 | 102.289 | 0.000 | 0.000 | ||
| 1578 | 2014.05.13 09:15 | modify | 395 | 0.10 | 102.289 | 102.049 | 0.000 | ||
| 1579 | 2014.05.13 09:15 | modify | 395 | 0.10 | 102.289 | 102.049 | 102.459 | ||
| 1580 | 2014.05.14 08:04 | s/l | 395 | 0.10 | 102.043 | 102.049 | 102.459 | -2365.42 | 1218236.52 |
| 1581 | 2014.05.15 08:06 | buy | 396 | 0.16 | 101.915 | 0.000 | 0.000 | ||
| 1582 | 2014.05.15 08:06 | modify | 396 | 0.16 | 101.915 | 101.675 | 0.000 | ||
| 1583 | 2014.05.15 08:06 | modify | 396 | 0.16 | 101.915 | 101.675 | 102.085 | ||
| 1584 | 2014.05.15 12:38 | close | 396 | 0.16 | 102.049 | 101.675 | 102.085 | 2143.04 | 1220379.56 |
| 1585 | 2014.05.20 00:19 | buy | 397 | 0.10 | 101.451 | 0.000 | 0.000 | ||
| 1586 | 2014.05.20 00:19 | modify | 397 | 0.10 | 101.451 | 101.211 | 0.000 | ||
| 1587 | 2014.05.20 00:19 | modify | 397 | 0.10 | 101.451 | 101.211 | 101.621 | ||
| 1588 | 2014.05.20 02:00 | close | 397 | 0.10 | 101.594 | 101.211 | 101.621 | 1429.40 | 1221808.96 |
| 1589 | 2014.05.20 06:00 | buy | 398 | 0.10 | 101.496 | 0.000 | 0.000 | ||
| 1590 | 2014.05.20 06:00 | modify | 398 | 0.10 | 101.496 | 101.256 | 0.000 | ||
| 1591 | 2014.05.20 06:00 | modify | 398 | 0.10 | 101.496 | 101.256 | 101.666 | ||
| 1592 | 2014.05.20 08:44 | s/l | 398 | 0.10 | 101.254 | 101.256 | 101.666 | -2420.60 | 1219388.36 |
| 1593 | 2014.05.21 18:37 | buy | 399 | 0.16 | 101.417 | 0.000 | 0.000 | ||
| 1594 | 2014.05.21 18:37 | modify | 399 | 0.16 | 101.417 | 101.177 | 0.000 | ||
| 1595 | 2014.05.21 18:37 | modify | 399 | 0.16 | 101.417 | 101.177 | 101.587 | ||
| 1596 | 2014.05.22 02:29 | close | 399 | 0.16 | 101.575 | 101.177 | 101.587 | 2983.93 | 1222372.28 |
| 1597 | 2014.05.22 06:09 | buy | 400 | 0.10 | 101.634 | 0.000 | 0.000 | ||
| 1598 | 2014.05.22 06:09 | modify | 400 | 0.10 | 101.634 | 101.394 | 0.000 | ||
| 1599 | 2014.05.22 06:09 | modify | 400 | 0.10 | 101.634 | 101.394 | 101.804 | ||
| 1600 | 2014.05.22 17:05 | t/p | 400 | 0.10 | 101.809 | 101.394 | 101.804 | 1749.40 | 1224121.68 |
| 1601 | 2014.05.22 19:51 | buy | 401 | 0.10 | 101.788 | 0.000 | 0.000 | ||
| 1602 | 2014.05.22 19:51 | modify | 401 | 0.10 | 101.788 | 101.548 | 0.000 | ||
| 1603 | 2014.05.22 19:51 | modify | 401 | 0.10 | 101.788 | 101.548 | 101.958 | ||
| 1604 | 2014.05.23 08:37 | close | 401 | 0.10 | 101.791 | 101.548 | 101.958 | 124.58 | 1224246.27 |
| 1605 | 2014.05.23 12:53 | buy | 402 | 0.10 | 101.892 | 0.000 | 0.000 | ||
| 1606 | 2014.05.23 12:53 | modify | 402 | 0.10 | 101.892 | 101.652 | 0.000 | ||
| 1607 | 2014.05.23 12:53 | modify | 402 | 0.10 | 101.892 | 101.652 | 102.062 | ||
| 1608 | 2014.05.27 10:08 | close | 402 | 0.10 | 101.933 | 101.652 | 102.062 | 599.77 | 1224846.04 |
| 1609 | 2014.05.27 18:19 | buy | 403 | 0.10 | 102.059 | 0.000 | 0.000 | ||
| 1610 | 2014.05.27 18:19 | modify | 403 | 0.10 | 102.059 | 101.819 | 0.000 | ||
| 1611 | 2014.05.27 18:19 | modify | 403 | 0.10 | 102.059 | 101.819 | 102.229 | ||
| 1612 | 2014.05.28 07:30 | s/l | 403 | 0.10 | 101.811 | 101.819 | 102.229 | -2385.42 | 1222460.62 |
| 1613 | 2014.05.30 00:01 | buy | 404 | 0.16 | 101.725 | 0.000 | 0.000 | ||
| 1614 | 2014.05.30 00:01 | modify | 404 | 0.16 | 101.725 | 101.485 | 0.000 | ||
| 1615 | 2014.05.30 00:01 | modify | 404 | 0.16 | 101.725 | 101.485 | 101.895 | ||
| 1616 | 2014.05.30 13:48 | close | 404 | 0.16 | 101.807 | 101.485 | 101.895 | 1311.04 | 1223771.66 |
| 1617 | 2014.05.30 18:33 | buy | 405 | 0.10 | 101.741 | 0.000 | 0.000 | ||
| 1618 | 2014.05.30 18:33 | modify | 405 | 0.10 | 101.741 | 101.501 | 0.000 | ||
| 1619 | 2014.05.30 18:33 | modify | 405 | 0.10 | 101.741 | 101.501 | 101.911 | ||
| 1620 | 2014.06.02 00:02 | t/p | 405 | 0.10 | 101.908 | 101.501 | 101.911 | 1764.58 | 1225536.24 |
| 1621 | 2014.06.02 05:20 | buy | 406 | 0.10 | 102.009 | 0.000 | 0.000 | ||
| 1622 | 2014.06.02 05:20 | modify | 406 | 0.10 | 102.009 | 101.769 | 0.000 | ||
| 1623 | 2014.06.02 05:20 | modify | 406 | 0.10 | 102.009 | 101.769 | 102.179 | ||
| 1624 | 2014.06.02 12:18 | close | 406 | 0.10 | 102.080 | 101.769 | 102.179 | 709.40 | 1226245.64 |
| 1625 | 2014.06.02 14:04 | buy | 407 | 0.10 | 102.144 | 0.000 | 0.000 | ||
| 1626 | 2014.06.02 14:04 | modify | 407 | 0.10 | 102.144 | 101.904 | 0.000 | ||
| 1627 | 2014.06.02 14:04 | modify | 407 | 0.10 | 102.144 | 101.904 | 102.314 | ||
| 1628 | 2014.06.02 15:28 | t/p | 407 | 0.10 | 102.312 | 101.904 | 102.314 | 1679.40 | 1227925.04 |
| 1629 | 2014.06.02 20:45 | buy | 408 | 0.10 | 102.402 | 0.000 | 0.000 | ||
| 1630 | 2014.06.02 20:45 | modify | 408 | 0.10 | 102.402 | 102.162 | 0.000 | ||
| 1631 | 2014.06.02 20:45 | modify | 408 | 0.10 | 102.402 | 102.162 | 102.572 | ||
| 1632 | 2014.06.02 23:57 | close | 408 | 0.10 | 102.430 | 102.162 | 102.572 | 279.40 | 1228204.44 |
| 1633 | 2014.06.03 00:24 | buy | 409 | 0.10 | 102.389 | 0.000 | 0.000 | ||
| 1634 | 2014.06.03 00:24 | modify | 409 | 0.10 | 102.389 | 102.149 | 0.000 | ||
| 1635 | 2014.06.03 00:24 | modify | 409 | 0.10 | 102.389 | 102.149 | 102.559 | ||
| 1636 | 2014.06.03 08:51 | close | 409 | 0.10 | 102.390 | 102.149 | 102.559 | 9.40 | 1228213.84 |
| 1637 | 2014.06.03 11:16 | buy | 410 | 0.10 | 102.396 | 0.000 | 0.000 | ||
| 1638 | 2014.06.03 11:16 | modify | 410 | 0.10 | 102.396 | 102.156 | 0.000 | ||
| 1639 | 2014.06.03 11:16 | modify | 410 | 0.10 | 102.396 | 102.156 | 102.566 | ||
| 1640 | 2014.06.03 14:06 | close | 410 | 0.10 | 102.486 | 102.156 | 102.566 | 899.40 | 1229113.24 |
| 1641 | 2014.06.03 15:56 | buy | 411 | 0.10 | 102.413 | 0.000 | 0.000 | ||
| 1642 | 2014.06.03 15:56 | modify | 411 | 0.10 | 102.413 | 102.173 | 0.000 | ||
| 1643 | 2014.06.03 15:56 | modify | 411 | 0.10 | 102.413 | 102.173 | 102.583 | ||
| 1644 | 2014.06.03 23:36 | t/p | 411 | 0.10 | 102.578 | 102.173 | 102.583 | 1649.40 | 1230762.64 |
| 1645 | 2014.06.04 04:49 | buy | 412 | 0.10 | 102.690 | 0.000 | 0.000 | ||
| 1646 | 2014.06.04 04:49 | modify | 412 | 0.10 | 102.690 | 102.450 | 0.000 | ||
| 1647 | 2014.06.04 04:49 | modify | 412 | 0.10 | 102.690 | 102.450 | 102.860 | ||
| 1648 | 2014.06.04 12:48 | s/l | 412 | 0.10 | 102.450 | 102.450 | 102.860 | -2400.60 | 1228362.04 |
| 1649 | 2014.06.04 22:09 | buy | 413 | 0.16 | 102.722 | 0.000 | 0.000 | ||
| 1650 | 2014.06.04 22:09 | modify | 413 | 0.16 | 102.722 | 102.482 | 0.000 | ||