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 |
| 1651 | 2014.06.04 22:09 | modify | 413 | 0.16 | 102.722 | 102.482 | 102.892 | ||
| 1652 | 2014.06.05 04:33 | s/l | 413 | 0.16 | 102.483 | 102.482 | 102.892 | -3368.07 | 1224993.97 |
| 1653 | 2014.06.09 00:43 | buy | 414 | 0.26 | 102.575 | 0.000 | 0.000 | ||
| 1654 | 2014.06.09 00:43 | modify | 414 | 0.26 | 102.575 | 102.335 | 0.000 | ||
| 1655 | 2014.06.09 00:43 | modify | 414 | 0.26 | 102.575 | 102.335 | 102.745 | ||
| 1656 | 2014.06.09 13:23 | close | 414 | 0.26 | 102.511 | 102.335 | 102.745 | -1665.55 | 1223328.42 |
| 1657 | 2014.06.09 16:02 | buy | 415 | 0.42 | 102.513 | 0.000 | 0.000 | ||
| 1658 | 2014.06.09 16:02 | modify | 415 | 0.42 | 102.513 | 102.273 | 0.000 | ||
| 1659 | 2014.06.09 16:02 | modify | 415 | 0.42 | 102.513 | 102.273 | 102.683 | ||
| 1660 | 2014.06.10 05:33 | s/l | 415 | 0.42 | 102.264 | 102.273 | 102.683 | -10060.74 | 1213267.68 |
| 1661 | 2014.06.12 04:14 | buy | 416 | 0.67 | 102.075 | 0.000 | 0.000 | ||
| 1662 | 2014.06.12 04:14 | modify | 416 | 0.67 | 102.075 | 101.835 | 0.000 | ||
| 1663 | 2014.06.12 04:14 | modify | 416 | 0.67 | 102.075 | 101.835 | 102.245 | ||
| 1664 | 2014.06.12 14:47 | s/l | 416 | 0.67 | 101.827 | 101.835 | 102.245 | -16620.01 | 1196647.67 |
| 1665 | 2014.06.13 06:51 | buy | 417 | 0.70 | 101.946 | 0.000 | 0.000 | ||
| 1666 | 2014.06.13 06:51 | modify | 417 | 0.70 | 101.946 | 101.706 | 0.000 | ||
| 1667 | 2014.06.13 06:51 | modify | 417 | 0.70 | 101.946 | 101.706 | 102.116 | ||
| 1668 | 2014.06.13 11:00 | close | 417 | 0.70 | 102.037 | 101.706 | 102.116 | 6365.81 | 1203013.48 |
| 1669 | 2014.06.13 16:40 | buy | 418 | 0.10 | 102.024 | 0.000 | 0.000 | ||
| 1670 | 2014.06.13 16:40 | modify | 418 | 0.10 | 102.024 | 101.784 | 0.000 | ||
| 1671 | 2014.06.13 16:40 | modify | 418 | 0.10 | 102.024 | 101.784 | 102.194 | ||
| 1672 | 2014.06.16 03:52 | s/l | 418 | 0.10 | 101.782 | 101.784 | 102.194 | -2325.42 | 1200688.07 |
| 1673 | 2014.06.17 03:38 | buy | 419 | 0.16 | 101.964 | 0.000 | 0.000 | ||
| 1674 | 2014.06.17 03:38 | modify | 419 | 0.16 | 101.964 | 101.724 | 0.000 | ||
| 1675 | 2014.06.17 03:38 | modify | 419 | 0.16 | 101.964 | 101.724 | 102.134 | ||
| 1676 | 2014.06.17 07:46 | close | 419 | 0.16 | 102.027 | 101.724 | 102.134 | 1007.04 | 1201695.11 |
| 1677 | 2014.06.17 10:10 | buy | 420 | 0.10 | 101.988 | 0.000 | 0.000 | ||
| 1678 | 2014.06.17 10:10 | modify | 420 | 0.10 | 101.988 | 101.748 | 0.000 | ||
| 1679 | 2014.06.17 10:10 | modify | 420 | 0.10 | 101.988 | 101.748 | 102.158 | ||
| 1680 | 2014.06.17 12:38 | close | 420 | 0.10 | 102.122 | 101.748 | 102.158 | 1339.40 | 1203034.51 |
| 1681 | 2014.06.17 17:02 | buy | 421 | 0.10 | 102.150 | 0.000 | 0.000 | ||
| 1682 | 2014.06.17 17:02 | modify | 421 | 0.10 | 102.150 | 101.910 | 0.000 | ||
| 1683 | 2014.06.17 17:02 | modify | 421 | 0.10 | 102.150 | 101.910 | 102.320 | ||
| 1684 | 2014.06.17 23:39 | close | 421 | 0.10 | 102.209 | 101.910 | 102.320 | 589.40 | 1203623.91 |
| 1685 | 2014.06.18 07:15 | buy | 422 | 0.10 | 102.232 | 0.000 | 0.000 | ||
| 1686 | 2014.06.18 07:15 | modify | 422 | 0.10 | 102.232 | 101.992 | 0.000 | ||
| 1687 | 2014.06.18 07:15 | modify | 422 | 0.10 | 102.232 | 101.992 | 102.402 | ||
| 1688 | 2014.06.18 18:00 | s/l | 422 | 0.10 | 101.989 | 101.992 | 102.402 | -2430.60 | 1201193.31 |
| 1689 | 2014.06.19 20:38 | buy | 423 | 0.16 | 101.938 | 0.000 | 0.000 | ||
| 1690 | 2014.06.19 20:38 | modify | 423 | 0.16 | 101.938 | 101.698 | 0.000 | ||
| 1691 | 2014.06.19 20:38 | modify | 423 | 0.16 | 101.938 | 101.698 | 102.108 | ||
| 1692 | 2014.06.20 07:17 | close | 423 | 0.16 | 101.955 | 101.698 | 102.108 | 423.34 | 1201616.64 |
| 1693 | 2014.06.20 18:59 | buy | 424 | 0.10 | 102.124 | 0.000 | 0.000 | ||
| 1694 | 2014.06.20 18:59 | modify | 424 | 0.10 | 102.124 | 101.884 | 0.000 | ||
| 1695 | 2014.06.20 18:59 | modify | 424 | 0.10 | 102.124 | 101.884 | 102.294 | ||
| 1696 | 2014.06.23 07:16 | s/l | 424 | 0.10 | 101.880 | 101.884 | 102.294 | -2345.42 | 1199271.23 |
| 1697 | 2014.06.24 08:14 | buy | 425 | 0.16 | 101.959 | 0.000 | 0.000 | ||
| 1698 | 2014.06.24 08:14 | modify | 425 | 0.16 | 101.959 | 101.719 | 0.000 | ||
| 1699 | 2014.06.24 08:14 | modify | 425 | 0.16 | 101.959 | 101.719 | 102.129 | ||
| 1700 | 2014.06.24 14:08 | close | 425 | 0.16 | 102.042 | 101.719 | 102.129 | 1327.04 | 1200598.27 |
| 1701 | 2014.06.24 16:59 | buy | 426 | 0.10 | 102.099 | 0.000 | 0.000 | ||
| 1702 | 2014.06.24 16:59 | modify | 426 | 0.10 | 102.099 | 101.859 | 0.000 | ||
| 1703 | 2014.06.24 16:59 | modify | 426 | 0.10 | 102.099 | 101.859 | 102.269 | ||
| 1704 | 2014.06.25 12:30 | s/l | 426 | 0.10 | 101.849 | 101.859 | 102.269 | -2405.42 | 1198192.85 |
| 1705 | 2014.07.01 04:11 | buy | 427 | 0.16 | 101.450 | 0.000 | 0.000 | ||
| 1706 | 2014.07.01 04:11 | modify | 427 | 0.16 | 101.450 | 101.210 | 0.000 | ||
| 1707 | 2014.07.01 04:11 | modify | 427 | 0.16 | 101.450 | 101.210 | 101.620 | ||
| 1708 | 2014.07.01 09:17 | close | 427 | 0.16 | 101.569 | 101.210 | 101.620 | 1903.04 | 1200095.89 |
| 1709 | 2014.07.01 11:51 | buy | 428 | 0.10 | 101.545 | 0.000 | 0.000 | ||
| 1710 | 2014.07.01 11:51 | modify | 428 | 0.10 | 101.545 | 101.305 | 0.000 | ||
| 1711 | 2014.07.01 11:51 | modify | 428 | 0.10 | 101.545 | 101.305 | 101.715 | ||
| 1712 | 2014.07.01 23:34 | close | 428 | 0.10 | 101.581 | 101.305 | 101.715 | 359.40 | 1200455.29 |
| 1713 | 2014.07.02 03:26 | buy | 429 | 0.10 | 101.603 | 0.000 | 0.000 | ||
| 1714 | 2014.07.02 03:26 | modify | 429 | 0.10 | 101.603 | 101.363 | 0.000 | ||
| 1715 | 2014.07.02 03:26 | modify | 429 | 0.10 | 101.603 | 101.363 | 101.773 | ||
| 1716 | 2014.07.02 12:16 | close | 429 | 0.10 | 101.639 | 101.363 | 101.773 | 359.40 | 1200814.69 |
| 1717 | 2014.07.02 19:48 | buy | 430 | 0.10 | 101.815 | 0.000 | 0.000 | ||
| 1718 | 2014.07.02 19:48 | modify | 430 | 0.10 | 101.815 | 101.575 | 0.000 | ||
| 1719 | 2014.07.02 19:48 | modify | 430 | 0.10 | 101.815 | 101.575 | 101.985 | ||
| 1720 | 2014.07.02 23:48 | close | 430 | 0.10 | 101.834 | 101.575 | 101.985 | 189.40 | 1201004.09 |
| 1721 | 2014.07.03 03:52 | buy | 431 | 0.10 | 101.860 | 0.000 | 0.000 | ||
| 1722 | 2014.07.03 03:52 | modify | 431 | 0.10 | 101.860 | 101.620 | 0.000 | ||
| 1723 | 2014.07.03 03:52 | modify | 431 | 0.10 | 101.860 | 101.620 | 102.030 | ||
| 1724 | 2014.07.03 12:30 | t/p | 431 | 0.10 | 102.027 | 101.620 | 102.030 | 1669.40 | 1202673.49 |
| 1725 | 2014.07.03 19:18 | buy | 432 | 0.10 | 102.194 | 0.000 | 0.000 | ||
| 1726 | 2014.07.03 19:18 | modify | 432 | 0.10 | 102.194 | 101.954 | 0.000 | ||
| 1727 | 2014.07.03 19:18 | modify | 432 | 0.10 | 102.194 | 101.954 | 102.364 | ||
| 1728 | 2014.07.07 00:39 | close | 432 | 0.10 | 102.173 | 101.954 | 102.364 | -20.23 | 1202653.26 |
| 1729 | 2014.07.07 03:11 | buy | 433 | 0.16 | 102.153 | 0.000 | 0.000 | ||
| 1730 | 2014.07.07 03:11 | modify | 433 | 0.16 | 102.153 | 101.913 | 0.000 | ||
| 1731 | 2014.07.07 03:11 | modify | 433 | 0.16 | 102.153 | 101.913 | 102.323 | ||
| 1732 | 2014.07.07 09:53 | s/l | 433 | 0.16 | 101.922 | 101.913 | 102.323 | -3696.96 | 1198956.30 |
| 1733 | 2014.07.09 09:07 | buy | 434 | 0.26 | 101.640 | 0.000 | 0.000 | ||
| 1734 | 2014.07.09 09:07 | modify | 434 | 0.26 | 101.640 | 101.400 | 0.000 | ||
| 1735 | 2014.07.09 09:07 | modify | 434 | 0.26 | 101.640 | 101.400 | 101.810 | ||
| 1736 | 2014.07.09 18:00 | t/p | 434 | 0.26 | 101.818 | 101.400 | 101.810 | 4626.45 | 1203582.75 |
| 1737 | 2014.07.14 11:54 | buy | 435 | 0.10 | 101.470 | 0.000 | 0.000 | ||
| 1738 | 2014.07.14 11:54 | modify | 435 | 0.10 | 101.470 | 101.230 | 0.000 | ||
| 1739 | 2014.07.14 11:54 | modify | 435 | 0.10 | 101.470 | 101.230 | 101.640 | ||
| 1740 | 2014.07.14 12:27 | close | 435 | 0.10 | 101.549 | 101.230 | 101.640 | 789.40 | 1204372.15 |
| 1741 | 2014.07.14 15:36 | buy | 436 | 0.10 | 101.558 | 0.000 | 0.000 | ||
| 1742 | 2014.07.14 15:36 | modify | 436 | 0.10 | 101.558 | 101.318 | 0.000 | ||
| 1743 | 2014.07.14 15:36 | modify | 436 | 0.10 | 101.558 | 101.318 | 101.728 | ||
| 1744 | 2014.07.15 00:51 | close | 436 | 0.10 | 101.638 | 101.318 | 101.728 | 894.58 | 1205266.74 |
| 1745 | 2014.07.15 03:33 | buy | 437 | 0.10 | 101.586 | 0.000 | 0.000 | ||
| 1746 | 2014.07.15 03:33 | modify | 437 | 0.10 | 101.586 | 101.346 | 0.000 | ||
| 1747 | 2014.07.15 03:33 | modify | 437 | 0.10 | 101.586 | 101.346 | 101.756 | ||
| 1748 | 2014.07.15 12:45 | close | 437 | 0.10 | 101.657 | 101.346 | 101.756 | 709.40 | 1205976.14 |
| 1749 | 2014.07.15 21:05 | buy | 438 | 0.10 | 101.671 | 0.000 | 0.000 | ||
| 1750 | 2014.07.15 21:05 | modify | 438 | 0.10 | 101.671 | 101.431 | 0.000 | ||
| 1751 | 2014.07.15 21:05 | modify | 438 | 0.10 | 101.671 | 101.431 | 101.841 | ||
| 1752 | 2014.07.16 00:10 | close | 438 | 0.10 | 101.733 | 101.431 | 101.841 | 714.58 | 1206690.72 |
| 1753 | 2014.07.16 05:46 | buy | 439 | 0.10 | 101.744 | 0.000 | 0.000 | ||
| 1754 | 2014.07.16 05:46 | modify | 439 | 0.10 | 101.744 | 101.504 | 0.000 | ||
| 1755 | 2014.07.16 05:46 | modify | 439 | 0.10 | 101.744 | 101.504 | 101.914 | ||
| 1756 | 2014.07.16 11:43 | close | 439 | 0.10 | 101.784 | 101.504 | 101.914 | 399.40 | 1207090.12 |
| 1757 | 2014.07.16 12:52 | buy | 440 | 0.10 | 101.744 | 0.000 | 0.000 | ||
| 1758 | 2014.07.16 12:52 | modify | 440 | 0.10 | 101.744 | 101.504 | 0.000 | ||
| 1759 | 2014.07.16 12:52 | modify | 440 | 0.10 | 101.744 | 101.504 | 101.914 | ||
| 1760 | 2014.07.17 04:17 | s/l | 440 | 0.10 | 101.510 | 101.504 | 101.914 | -2055.05 | 1205035.07 |
| 1761 | 2014.07.22 03:07 | buy | 441 | 0.16 | 101.463 | 0.000 | 0.000 | ||
| 1762 | 2014.07.22 03:07 | modify | 441 | 0.16 | 101.463 | 101.223 | 0.000 | ||
| 1763 | 2014.07.22 03:07 | modify | 441 | 0.16 | 101.463 | 101.223 | 101.633 | ||
| 1764 | 2014.07.22 05:34 | close | 441 | 0.16 | 101.526 | 101.223 | 101.633 | 1007.04 | 1206042.11 |
| 1765 | 2014.07.22 07:04 | buy | 442 | 0.10 | 101.484 | 0.000 | 0.000 | ||
| 1766 | 2014.07.22 07:04 | modify | 442 | 0.10 | 101.484 | 101.244 | 0.000 | ||
| 1767 | 2014.07.22 07:04 | modify | 442 | 0.10 | 101.484 | 101.244 | 101.654 | ||
| 1768 | 2014.07.23 00:25 | close | 442 | 0.10 | 101.521 | 101.244 | 101.654 | 464.58 | 1206506.70 |
| 1769 | 2014.07.23 17:08 | buy | 443 | 0.10 | 101.473 | 0.000 | 0.000 | ||
| 1770 | 2014.07.23 17:08 | modify | 443 | 0.10 | 101.473 | 101.233 | 0.000 | ||
| 1771 | 2014.07.23 17:08 | modify | 443 | 0.10 | 101.473 | 101.233 | 101.643 | ||
| 1772 | 2014.07.23 19:00 | close | 443 | 0.10 | 101.550 | 101.233 | 101.643 | 769.40 | 1207276.10 |
| 1773 | 2014.07.23 19:58 | buy | 444 | 0.10 | 101.518 | 0.000 | 0.000 | ||
| 1774 | 2014.07.23 19:58 | modify | 444 | 0.10 | 101.518 | 101.278 | 0.000 | ||
| 1775 | 2014.07.23 19:58 | modify | 444 | 0.10 | 101.518 | 101.278 | 101.688 | ||
| 1776 | 2014.07.24 01:48 | close | 444 | 0.10 | 101.581 | 101.278 | 101.688 | 914.95 | 1208191.05 |
| 1777 | 2014.07.24 03:37 | buy | 445 | 0.10 | 101.538 | 0.000 | 0.000 | ||
| 1778 | 2014.07.24 03:37 | modify | 445 | 0.10 | 101.538 | 101.298 | 0.000 | ||
| 1779 | 2014.07.24 03:37 | modify | 445 | 0.10 | 101.538 | 101.298 | 101.708 | ||
| 1780 | 2014.07.24 08:38 | close | 445 | 0.10 | 101.537 | 101.298 | 101.708 | -10.60 | 1208180.45 |
| 1781 | 2014.07.24 18:45 | buy | 446 | 0.16 | 101.812 | 0.000 | 0.000 | ||
| 1782 | 2014.07.24 18:45 | modify | 446 | 0.16 | 101.812 | 101.572 | 0.000 | ||
| 1783 | 2014.07.24 18:45 | modify | 446 | 0.16 | 101.812 | 101.572 | 101.982 | ||
| 1784 | 2014.07.25 07:39 | close | 446 | 0.16 | 101.829 | 101.572 | 101.982 | 423.34 | 1208603.79 |
| 1785 | 2014.07.25 10:16 | buy | 447 | 0.10 | 101.884 | 0.000 | 0.000 | ||
| 1786 | 2014.07.25 10:16 | modify | 447 | 0.10 | 101.884 | 101.644 | 0.000 | ||
| 1787 | 2014.07.25 10:16 | modify | 447 | 0.10 | 101.884 | 101.644 | 102.054 | ||
| 1788 | 2014.07.29 03:42 | close | 447 | 0.10 | 101.928 | 101.644 | 102.054 | 629.77 | 1209233.56 |
| 1789 | 2014.07.29 07:21 | buy | 448 | 0.10 | 101.952 | 0.000 | 0.000 | ||
| 1790 | 2014.07.29 07:21 | modify | 448 | 0.10 | 101.952 | 101.712 | 0.000 | ||
| 1791 | 2014.07.29 07:21 | modify | 448 | 0.10 | 101.952 | 101.712 | 102.122 | ||
| 1792 | 2014.07.29 12:12 | close | 448 | 0.10 | 102.035 | 101.712 | 102.122 | 829.40 | 1210062.96 |
| 1793 | 2014.07.29 17:21 | buy | 449 | 0.10 | 102.109 | 0.000 | 0.000 | ||
| 1794 | 2014.07.29 17:21 | modify | 449 | 0.10 | 102.109 | 101.869 | 0.000 | ||
| 1795 | 2014.07.29 17:21 | modify | 449 | 0.10 | 102.109 | 101.869 | 102.279 | ||
| 1796 | 2014.07.30 06:18 | close | 449 | 0.10 | 102.148 | 101.869 | 102.279 | 484.58 | 1210547.54 |
| 1797 | 2014.07.30 11:56 | buy | 450 | 0.10 | 102.237 | 0.000 | 0.000 | ||
| 1798 | 2014.07.30 11:56 | modify | 450 | 0.10 | 102.237 | 101.997 | 0.000 | ||
| 1799 | 2014.07.30 11:56 | modify | 450 | 0.10 | 102.237 | 101.997 | 102.407 | ||
| 1800 | 2014.07.30 12:30 | t/p | 450 | 0.10 | 102.410 | 101.997 | 102.407 | 1729.40 | 1212276.94 |