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 |
| 1951 | 2014.09.10 18:09 | modify | 488 | 0.10 | 106.737 | 106.497 | 106.907 | ||
| 1952 | 2014.09.11 04:41 | t/p | 488 | 0.10 | 106.901 | 106.497 | 106.907 | 1924.95 | 1234804.09 |
| 1953 | 2014.09.11 06:36 | buy | 489 | 0.10 | 106.883 | 0.000 | 0.000 | ||
| 1954 | 2014.09.11 06:36 | modify | 489 | 0.10 | 106.883 | 106.643 | 0.000 | ||
| 1955 | 2014.09.11 06:36 | modify | 489 | 0.10 | 106.883 | 106.643 | 107.053 | ||
| 1956 | 2014.09.11 10:25 | t/p | 489 | 0.10 | 107.043 | 106.643 | 107.053 | 1599.40 | 1236403.49 |
| 1957 | 2014.09.11 12:02 | buy | 490 | 0.10 | 107.029 | 0.000 | 0.000 | ||
| 1958 | 2014.09.11 12:02 | modify | 490 | 0.10 | 107.029 | 106.789 | 0.000 | ||
| 1959 | 2014.09.11 12:02 | modify | 490 | 0.10 | 107.029 | 106.789 | 107.199 | ||
| 1960 | 2014.09.11 12:53 | s/l | 490 | 0.10 | 106.782 | 106.789 | 107.199 | -2470.60 | 1233932.89 |
| 1961 | 2014.09.11 21:05 | buy | 491 | 0.16 | 107.035 | 0.000 | 0.000 | ||
| 1962 | 2014.09.11 21:05 | modify | 491 | 0.16 | 107.035 | 106.795 | 0.000 | ||
| 1963 | 2014.09.11 21:05 | modify | 491 | 0.16 | 107.035 | 106.795 | 107.205 | ||
| 1964 | 2014.09.12 00:33 | close | 491 | 0.16 | 107.182 | 106.795 | 107.205 | 2503.34 | 1236436.23 |
| 1965 | 2014.09.16 07:21 | buy | 492 | 0.10 | 107.208 | 0.000 | 0.000 | ||
| 1966 | 2014.09.16 07:21 | modify | 492 | 0.10 | 107.208 | 106.968 | 0.000 | ||
| 1967 | 2014.09.16 07:21 | modify | 492 | 0.10 | 107.208 | 106.968 | 107.378 | ||
| 1968 | 2014.09.16 15:56 | s/l | 492 | 0.10 | 106.953 | 106.968 | 107.378 | -2550.60 | 1233885.63 |
| 1969 | 2014.09.17 06:17 | buy | 493 | 0.16 | 107.230 | 0.000 | 0.000 | ||
| 1970 | 2014.09.17 06:17 | modify | 493 | 0.16 | 107.230 | 106.990 | 0.000 | ||
| 1971 | 2014.09.17 06:17 | modify | 493 | 0.16 | 107.230 | 106.990 | 107.400 | ||
| 1972 | 2014.09.17 14:54 | t/p | 493 | 0.16 | 107.410 | 106.990 | 107.400 | 2879.04 | 1236764.67 |
| 1973 | 2014.09.18 00:13 | buy | 494 | 0.10 | 108.452 | 0.000 | 0.000 | ||
| 1974 | 2014.09.18 00:13 | modify | 494 | 0.10 | 108.452 | 108.212 | 0.000 | ||
| 1975 | 2014.09.18 00:13 | modify | 494 | 0.10 | 108.452 | 108.212 | 108.622 | ||
| 1976 | 2014.09.18 02:16 | t/p | 494 | 0.10 | 108.623 | 108.212 | 108.622 | 1709.40 | 1238474.07 |
| 1977 | 2014.09.18 06:21 | buy | 495 | 0.10 | 108.685 | 0.000 | 0.000 | ||
| 1978 | 2014.09.18 06:21 | modify | 495 | 0.10 | 108.685 | 108.445 | 0.000 | ||
| 1979 | 2014.09.18 06:21 | modify | 495 | 0.10 | 108.685 | 108.445 | 108.855 | ||
| 1980 | 2014.09.18 12:05 | close | 495 | 0.10 | 108.819 | 108.445 | 108.855 | 1339.40 | 1239813.47 |
| 1981 | 2014.09.19 04:50 | buy | 496 | 0.10 | 109.140 | 0.000 | 0.000 | ||
| 1982 | 2014.09.19 04:50 | modify | 496 | 0.10 | 109.140 | 108.900 | 0.000 | ||
| 1983 | 2014.09.19 04:50 | modify | 496 | 0.10 | 109.140 | 108.900 | 109.310 | ||
| 1984 | 2014.09.19 08:53 | s/l | 496 | 0.10 | 108.896 | 108.900 | 109.310 | -2440.60 | 1237372.87 |
| 1985 | 2014.09.23 20:05 | buy | 497 | 0.16 | 108.857 | 0.000 | 0.000 | ||
| 1986 | 2014.09.23 20:05 | modify | 497 | 0.16 | 108.857 | 108.617 | 0.000 | ||
| 1987 | 2014.09.23 20:05 | modify | 497 | 0.16 | 108.857 | 108.617 | 109.027 | ||
| 1988 | 2014.09.23 23:47 | s/l | 497 | 0.16 | 108.619 | 108.617 | 109.027 | -3808.96 | 1233563.91 |
| 1989 | 2014.09.25 01:00 | buy | 498 | 0.26 | 109.152 | 0.000 | 0.000 | ||
| 1990 | 2014.09.25 01:00 | modify | 498 | 0.26 | 109.152 | 108.912 | 0.000 | ||
| 1991 | 2014.09.25 01:00 | modify | 498 | 0.26 | 109.152 | 108.912 | 109.322 | ||
| 1992 | 2014.09.25 06:18 | close | 498 | 0.26 | 109.260 | 108.912 | 109.322 | 2806.45 | 1236370.36 |
| 1993 | 2014.09.26 07:15 | buy | 499 | 0.10 | 108.995 | 0.000 | 0.000 | ||
| 1994 | 2014.09.26 07:15 | modify | 499 | 0.10 | 108.995 | 108.755 | 0.000 | ||
| 1995 | 2014.09.26 07:15 | modify | 499 | 0.10 | 108.995 | 108.755 | 109.165 | ||
| 1996 | 2014.09.26 12:21 | t/p | 499 | 0.10 | 109.166 | 108.755 | 109.165 | 1709.40 | 1238079.76 |
| 1997 | 2014.09.26 19:20 | buy | 500 | 0.10 | 109.312 | 0.000 | 0.000 | ||
| 1998 | 2014.09.26 19:20 | modify | 500 | 0.10 | 109.312 | 109.072 | 0.000 | ||
| 1999 | 2014.09.26 19:20 | modify | 500 | 0.10 | 109.312 | 109.072 | 109.482 | ||
| 2000 | 2014.09.28 22:54 | t/p | 500 | 0.10 | 109.490 | 109.072 | 109.482 | 1779.40 | 1239859.16 |
| 2001 | 2014.09.29 00:09 | buy | 501 | 0.10 | 109.342 | 0.000 | 0.000 | ||
| 2002 | 2014.09.29 00:09 | modify | 501 | 0.10 | 109.342 | 109.102 | 0.000 | ||
| 2003 | 2014.09.29 00:09 | modify | 501 | 0.10 | 109.342 | 109.102 | 109.512 | ||
| 2004 | 2014.09.29 05:04 | t/p | 501 | 0.10 | 109.516 | 109.102 | 109.512 | 1739.40 | 1241598.56 |
| 2005 | 2014.09.29 06:42 | buy | 502 | 0.10 | 109.532 | 0.000 | 0.000 | ||
| 2006 | 2014.09.29 06:42 | modify | 502 | 0.10 | 109.532 | 109.292 | 0.000 | ||
| 2007 | 2014.09.29 06:42 | modify | 502 | 0.10 | 109.532 | 109.292 | 109.702 | ||
| 2008 | 2014.09.29 12:53 | s/l | 502 | 0.10 | 109.300 | 109.292 | 109.702 | -2320.60 | 1239277.96 |
| 2009 | 2014.09.30 13:09 | buy | 503 | 0.16 | 109.655 | 0.000 | 0.000 | ||
| 2010 | 2014.09.30 13:09 | modify | 503 | 0.16 | 109.655 | 109.415 | 0.000 | ||
| 2011 | 2014.09.30 13:09 | modify | 503 | 0.16 | 109.655 | 109.415 | 109.825 | ||
| 2012 | 2014.09.30 23:46 | close | 503 | 0.16 | 109.740 | 109.415 | 109.825 | 1359.04 | 1240637.00 |
| 2013 | 2014.10.01 04:16 | buy | 504 | 0.10 | 109.860 | 0.000 | 0.000 | ||
| 2014 | 2014.10.01 04:16 | modify | 504 | 0.10 | 109.860 | 109.620 | 0.000 | ||
| 2015 | 2014.10.01 04:16 | modify | 504 | 0.10 | 109.860 | 109.620 | 110.030 | ||
| 2016 | 2014.10.01 11:14 | close | 504 | 0.10 | 109.937 | 109.620 | 110.030 | 769.40 | 1241406.40 |
| 2017 | 2014.10.03 03:26 | buy | 505 | 0.10 | 108.778 | 0.000 | 0.000 | ||
| 2018 | 2014.10.03 03:26 | modify | 505 | 0.10 | 108.778 | 108.538 | 0.000 | ||
| 2019 | 2014.10.03 03:26 | modify | 505 | 0.10 | 108.778 | 108.538 | 108.948 | ||
| 2020 | 2014.10.03 05:54 | t/p | 505 | 0.10 | 108.942 | 108.538 | 108.948 | 1639.40 | 1243045.80 |
| 2021 | 2014.10.03 06:59 | buy | 506 | 0.10 | 108.836 | 0.000 | 0.000 | ||
| 2022 | 2014.10.03 06:59 | modify | 506 | 0.10 | 108.836 | 108.596 | 0.000 | ||
| 2023 | 2014.10.03 06:59 | modify | 506 | 0.10 | 108.836 | 108.596 | 109.006 | ||
| 2024 | 2014.10.03 11:53 | t/p | 506 | 0.10 | 109.010 | 108.596 | 109.006 | 1739.40 | 1244785.20 |
| 2025 | 2014.10.03 12:29 | buy | 507 | 0.10 | 108.890 | 0.000 | 0.000 | ||
| 2026 | 2014.10.03 12:29 | modify | 507 | 0.10 | 108.890 | 108.650 | 0.000 | ||
| 2027 | 2014.10.03 12:29 | modify | 507 | 0.10 | 108.890 | 108.650 | 109.060 | ||
| 2028 | 2014.10.03 12:30 | t/p | 507 | 0.10 | 109.069 | 108.650 | 109.060 | 1789.40 | 1246574.60 |
| 2029 | 2014.10.03 17:45 | buy | 508 | 0.10 | 109.696 | 0.000 | 0.000 | ||
| 2030 | 2014.10.03 17:45 | modify | 508 | 0.10 | 109.696 | 109.456 | 0.000 | ||
| 2031 | 2014.10.03 17:45 | modify | 508 | 0.10 | 109.696 | 109.456 | 109.866 | ||
| 2032 | 2014.10.07 00:00 | s/l | 508 | 0.10 | 108.867 | 109.456 | 109.866 | -8100.23 | 1238474.37 |
| 2033 | 2014.10.10 08:56 | buy | 509 | 0.16 | 107.971 | 0.000 | 0.000 | ||
| 2034 | 2014.10.10 08:56 | modify | 509 | 0.16 | 107.971 | 107.731 | 0.000 | ||
| 2035 | 2014.10.10 08:56 | modify | 509 | 0.16 | 107.971 | 107.731 | 108.141 | ||
| 2036 | 2014.10.10 10:01 | s/l | 509 | 0.16 | 107.725 | 107.731 | 108.141 | -3936.96 | 1234537.41 |
| 2037 | 2014.10.15 01:02 | buy | 510 | 0.26 | 107.189 | 0.000 | 0.000 | ||
| 2038 | 2014.10.15 01:02 | modify | 510 | 0.26 | 107.189 | 106.949 | 0.000 | ||
| 2039 | 2014.10.15 01:02 | modify | 510 | 0.26 | 107.189 | 106.949 | 107.359 | ||
| 2040 | 2014.10.15 06:15 | t/p | 510 | 0.26 | 107.366 | 106.949 | 107.359 | 4600.45 | 1239137.86 |
| 2041 | 2014.10.15 07:51 | buy | 511 | 0.10 | 107.289 | 0.000 | 0.000 | ||
| 2042 | 2014.10.15 07:51 | modify | 511 | 0.10 | 107.289 | 107.049 | 0.000 | ||
| 2043 | 2014.10.15 07:51 | modify | 511 | 0.10 | 107.289 | 107.049 | 107.459 | ||
| 2044 | 2014.10.15 11:32 | s/l | 511 | 0.10 | 107.041 | 107.049 | 107.459 | -2480.60 | 1236657.26 |
| 2045 | 2014.10.20 00:03 | buy | 512 | 0.16 | 107.112 | 0.000 | 0.000 | ||
| 2046 | 2014.10.20 00:03 | modify | 512 | 0.16 | 107.112 | 106.872 | 0.000 | ||
| 2047 | 2014.10.20 00:03 | modify | 512 | 0.16 | 107.112 | 106.872 | 107.282 | ||
| 2048 | 2014.10.20 03:25 | t/p | 512 | 0.16 | 107.288 | 106.872 | 107.282 | 2815.04 | 1239472.30 |
| 2049 | 2014.10.20 05:19 | buy | 513 | 0.10 | 107.271 | 0.000 | 0.000 | ||
| 2050 | 2014.10.20 05:19 | modify | 513 | 0.10 | 107.271 | 107.031 | 0.000 | ||
| 2051 | 2014.10.20 05:19 | modify | 513 | 0.10 | 107.271 | 107.031 | 107.441 | ||
| 2052 | 2014.10.20 07:54 | s/l | 513 | 0.10 | 107.031 | 107.031 | 107.441 | -2400.60 | 1237071.70 |
| 2053 | 2014.10.21 23:29 | buy | 514 | 0.16 | 106.990 | 0.000 | 0.000 | ||
| 2054 | 2014.10.21 23:29 | modify | 514 | 0.16 | 106.990 | 106.750 | 0.000 | ||
| 2055 | 2014.10.21 23:29 | modify | 514 | 0.16 | 106.990 | 106.750 | 107.160 | ||
| 2056 | 2014.10.22 05:15 | close | 514 | 0.16 | 107.032 | 106.750 | 107.160 | 823.34 | 1237895.03 |
| 2057 | 2014.10.23 04:35 | buy | 515 | 0.10 | 107.266 | 0.000 | 0.000 | ||
| 2058 | 2014.10.23 04:35 | modify | 515 | 0.10 | 107.266 | 107.026 | 0.000 | ||
| 2059 | 2014.10.23 04:35 | modify | 515 | 0.10 | 107.266 | 107.026 | 107.436 | ||
| 2060 | 2014.10.23 08:04 | t/p | 515 | 0.10 | 107.437 | 107.026 | 107.436 | 1709.40 | 1239604.43 |
| 2061 | 2014.10.23 10:44 | buy | 516 | 0.10 | 107.437 | 0.000 | 0.000 | ||
| 2062 | 2014.10.23 10:44 | modify | 516 | 0.10 | 107.437 | 107.197 | 0.000 | ||
| 2063 | 2014.10.23 10:44 | modify | 516 | 0.10 | 107.437 | 107.197 | 107.607 | ||
| 2064 | 2014.10.23 11:57 | t/p | 516 | 0.10 | 107.599 | 107.197 | 107.607 | 1619.40 | 1241223.83 |
| 2065 | 2014.10.23 18:57 | buy | 517 | 0.10 | 108.213 | 0.000 | 0.000 | ||
| 2066 | 2014.10.23 18:57 | modify | 517 | 0.10 | 108.213 | 107.973 | 0.000 | ||
| 2067 | 2014.10.23 18:57 | modify | 517 | 0.10 | 108.213 | 107.973 | 108.383 | ||
| 2068 | 2014.10.24 00:35 | s/l | 517 | 0.10 | 107.965 | 107.973 | 108.383 | -2385.42 | 1238838.42 |
| 2069 | 2014.10.26 22:45 | buy | 518 | 0.16 | 108.190 | 0.000 | 0.000 | ||
| 2070 | 2014.10.26 22:45 | modify | 518 | 0.16 | 108.190 | 107.950 | 0.000 | ||
| 2071 | 2014.10.26 22:45 | modify | 518 | 0.16 | 108.190 | 107.950 | 108.360 | ||
| 2072 | 2014.10.27 00:55 | s/l | 518 | 0.16 | 107.948 | 107.950 | 108.360 | -3720.66 | 1235117.75 |
| 2073 | 2014.10.28 22:07 | buy | 519 | 0.26 | 108.124 | 0.000 | 0.000 | ||
| 2074 | 2014.10.28 22:07 | modify | 519 | 0.26 | 108.124 | 107.884 | 0.000 | ||
| 2075 | 2014.10.28 22:07 | modify | 519 | 0.26 | 108.124 | 107.884 | 108.294 | ||
| 2076 | 2014.10.29 10:48 | close | 519 | 0.26 | 108.150 | 107.884 | 108.294 | 921.93 | 1236039.68 |
| 2077 | 2014.10.29 22:03 | buy | 520 | 0.10 | 108.835 | 0.000 | 0.000 | ||
| 2078 | 2014.10.29 22:03 | modify | 520 | 0.10 | 108.835 | 108.595 | 0.000 | ||
| 2079 | 2014.10.29 22:03 | modify | 520 | 0.10 | 108.835 | 108.595 | 109.005 | ||
| 2080 | 2014.10.30 00:07 | close | 520 | 0.10 | 108.969 | 108.595 | 109.005 | 1624.95 | 1237664.63 |
| 2081 | 2014.10.30 08:53 | buy | 521 | 0.10 | 109.157 | 0.000 | 0.000 | ||
| 2082 | 2014.10.30 08:53 | modify | 521 | 0.10 | 109.157 | 108.917 | 0.000 | ||
| 2083 | 2014.10.30 08:53 | modify | 521 | 0.10 | 109.157 | 108.917 | 109.327 | ||
| 2084 | 2014.10.30 12:30 | t/p | 521 | 0.10 | 109.336 | 108.917 | 109.327 | 1789.40 | 1239454.03 |
| 2085 | 2014.10.30 19:24 | buy | 522 | 0.10 | 109.246 | 0.000 | 0.000 | ||
| 2086 | 2014.10.30 19:24 | modify | 522 | 0.10 | 109.246 | 109.006 | 0.000 | ||
| 2087 | 2014.10.30 19:24 | modify | 522 | 0.10 | 109.246 | 109.006 | 109.416 | ||
| 2088 | 2014.10.31 02:08 | t/p | 522 | 0.10 | 109.411 | 109.006 | 109.416 | 1744.58 | 1241198.62 |
| 2089 | 2014.11.03 00:07 | buy | 523 | 0.10 | 112.689 | 0.000 | 0.000 | ||
| 2090 | 2014.11.03 00:07 | modify | 523 | 0.10 | 112.689 | 112.449 | 0.000 | ||
| 2091 | 2014.11.03 00:07 | modify | 523 | 0.10 | 112.689 | 112.449 | 112.859 | ||
| 2092 | 2014.11.03 00:41 | t/p | 523 | 0.10 | 112.856 | 112.449 | 112.859 | 1669.40 | 1242868.02 |
| 2093 | 2014.11.03 02:05 | buy | 524 | 0.10 | 112.670 | 0.000 | 0.000 | ||
| 2094 | 2014.11.03 02:05 | modify | 524 | 0.10 | 112.670 | 112.430 | 0.000 | ||
| 2095 | 2014.11.03 02:05 | modify | 524 | 0.10 | 112.670 | 112.430 | 112.840 | ||
| 2096 | 2014.11.03 08:38 | t/p | 524 | 0.10 | 112.833 | 112.430 | 112.840 | 1629.40 | 1244497.42 |
| 2097 | 2014.11.03 15:23 | buy | 525 | 0.10 | 113.688 | 0.000 | 0.000 | ||
| 2098 | 2014.11.03 15:23 | modify | 525 | 0.10 | 113.688 | 113.448 | 0.000 | ||
| 2099 | 2014.11.03 15:23 | modify | 525 | 0.10 | 113.688 | 113.448 | 113.858 | ||
| 2100 | 2014.11.03 15:31 | t/p | 525 | 0.10 | 113.851 | 113.448 | 113.858 | 1629.40 | 1246126.82 |