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 |
| 2251 | 2014.12.03 19:42 | modify | 563 | 0.10 | 119.779 | 119.539 | 119.949 | ||
| 2252 | 2014.12.04 04:35 | t/p | 563 | 0.10 | 119.940 | 119.539 | 119.949 | 1894.95 | 1284608.40 |
| 2253 | 2014.12.04 05:45 | buy | 564 | 0.10 | 119.868 | 0.000 | 0.000 | ||
| 2254 | 2014.12.04 05:45 | modify | 564 | 0.10 | 119.868 | 119.628 | 0.000 | ||
| 2255 | 2014.12.04 05:45 | modify | 564 | 0.10 | 119.868 | 119.628 | 120.038 | ||
| 2256 | 2014.12.04 14:17 | t/p | 564 | 0.10 | 120.030 | 119.628 | 120.038 | 1619.40 | 1286227.80 |
| 2257 | 2014.12.05 16:48 | buy | 565 | 0.10 | 121.290 | 0.000 | 0.000 | ||
| 2258 | 2014.12.05 16:48 | modify | 565 | 0.10 | 121.290 | 121.050 | 0.000 | ||
| 2259 | 2014.12.05 16:48 | modify | 565 | 0.10 | 121.290 | 121.050 | 121.460 | ||
| 2260 | 2014.12.05 17:07 | t/p | 565 | 0.10 | 121.467 | 121.050 | 121.460 | 1769.40 | 1287997.20 |
| 2261 | 2014.12.05 19:09 | buy | 566 | 0.10 | 121.449 | 0.000 | 0.000 | ||
| 2262 | 2014.12.05 19:09 | modify | 566 | 0.10 | 121.449 | 121.209 | 0.000 | ||
| 2263 | 2014.12.05 19:09 | modify | 566 | 0.10 | 121.449 | 121.209 | 121.619 | ||
| 2264 | 2014.12.07 22:00 | close | 566 | 0.10 | 121.599 | 121.209 | 121.619 | 1499.40 | 1289496.60 |
| 2265 | 2014.12.08 00:02 | buy | 567 | 0.10 | 121.545 | 0.000 | 0.000 | ||
| 2266 | 2014.12.08 00:02 | modify | 567 | 0.10 | 121.545 | 121.305 | 0.000 | ||
| 2267 | 2014.12.08 00:02 | modify | 567 | 0.10 | 121.545 | 121.305 | 121.715 | ||
| 2268 | 2014.12.08 06:50 | s/l | 567 | 0.10 | 121.302 | 121.305 | 121.715 | -2430.60 | 1287066.00 |
| 2269 | 2014.12.11 11:49 | buy | 568 | 0.16 | 118.446 | 0.000 | 0.000 | ||
| 2270 | 2014.12.11 11:49 | modify | 568 | 0.16 | 118.446 | 118.206 | 0.000 | ||
| 2271 | 2014.12.11 11:49 | modify | 568 | 0.16 | 118.446 | 118.206 | 118.616 | ||
| 2272 | 2014.12.11 13:03 | t/p | 568 | 0.16 | 118.608 | 118.206 | 118.616 | 2591.04 | 1289657.04 |
| 2273 | 2014.12.11 19:28 | buy | 569 | 0.10 | 119.332 | 0.000 | 0.000 | ||
| 2274 | 2014.12.11 19:28 | modify | 569 | 0.10 | 119.332 | 119.092 | 0.000 | ||
| 2275 | 2014.12.11 19:28 | modify | 569 | 0.10 | 119.332 | 119.092 | 119.502 | ||
| 2276 | 2014.12.11 19:58 | s/l | 569 | 0.10 | 119.086 | 119.092 | 119.502 | -2460.60 | 1287196.44 |
| 2277 | 2014.12.11 19:59 | buy | 570 | 0.16 | 119.082 | 0.000 | 0.000 | ||
| 2278 | 2014.12.11 19:59 | modify | 570 | 0.16 | 119.082 | 118.842 | 0.000 | ||
| 2279 | 2014.12.11 19:59 | modify | 570 | 0.16 | 119.082 | 118.842 | 119.252 | ||
| 2280 | 2014.12.11 20:15 | t/p | 570 | 0.16 | 119.262 | 118.842 | 119.252 | 2879.04 | 1290075.48 |
| 2281 | 2014.12.11 20:49 | buy | 571 | 0.10 | 119.163 | 0.000 | 0.000 | ||
| 2282 | 2014.12.11 20:49 | modify | 571 | 0.10 | 119.163 | 118.923 | 0.000 | ||
| 2283 | 2014.12.11 20:49 | modify | 571 | 0.10 | 119.163 | 118.923 | 119.333 | ||
| 2284 | 2014.12.11 21:04 | s/l | 571 | 0.10 | 118.922 | 118.923 | 119.333 | -2410.60 | 1287664.88 |
| 2285 | 2014.12.17 18:57 | buy | 572 | 0.16 | 117.379 | 0.000 | 0.000 | ||
| 2286 | 2014.12.17 18:57 | modify | 572 | 0.16 | 117.379 | 117.139 | 0.000 | ||
| 2287 | 2014.12.17 18:57 | modify | 572 | 0.16 | 117.379 | 117.139 | 117.549 | ||
| 2288 | 2014.12.17 18:58 | t/p | 572 | 0.16 | 117.568 | 117.139 | 117.549 | 3023.04 | 1290687.92 |
| 2289 | 2014.12.18 00:56 | buy | 573 | 0.10 | 118.648 | 0.000 | 0.000 | ||
| 2290 | 2014.12.18 00:56 | modify | 573 | 0.10 | 118.648 | 118.408 | 0.000 | ||
| 2291 | 2014.12.18 00:56 | modify | 573 | 0.10 | 118.648 | 118.408 | 118.818 | ||
| 2292 | 2014.12.18 03:17 | s/l | 573 | 0.10 | 118.398 | 118.408 | 118.818 | -2500.60 | 1288187.32 |
| 2293 | 2014.12.18 03:18 | buy | 574 | 0.16 | 118.405 | 0.000 | 0.000 | ||
| 2294 | 2014.12.18 03:18 | modify | 574 | 0.16 | 118.405 | 118.165 | 0.000 | ||
| 2295 | 2014.12.18 03:18 | modify | 574 | 0.16 | 118.405 | 118.165 | 118.575 | ||
| 2296 | 2014.12.18 03:59 | t/p | 574 | 0.16 | 118.581 | 118.165 | 118.575 | 2815.04 | 1291002.36 |
| 2297 | 2014.12.18 04:48 | buy | 575 | 0.10 | 118.467 | 0.000 | 0.000 | ||
| 2298 | 2014.12.18 04:48 | modify | 575 | 0.10 | 118.467 | 118.227 | 0.000 | ||
| 2299 | 2014.12.18 04:48 | modify | 575 | 0.10 | 118.467 | 118.227 | 118.637 | ||
| 2300 | 2014.12.18 06:10 | t/p | 575 | 0.10 | 118.645 | 118.227 | 118.637 | 1779.40 | 1292781.76 |
| 2301 | 2014.12.18 15:47 | buy | 576 | 0.10 | 118.917 | 0.000 | 0.000 | ||
| 2302 | 2014.12.18 15:47 | modify | 576 | 0.10 | 118.917 | 118.677 | 0.000 | ||
| 2303 | 2014.12.18 15:47 | modify | 576 | 0.10 | 118.917 | 118.677 | 119.087 | ||
| 2304 | 2014.12.18 16:08 | s/l | 576 | 0.10 | 118.666 | 118.677 | 119.087 | -2510.60 | 1290271.16 |
| 2305 | 2014.12.19 06:50 | buy | 577 | 0.16 | 119.190 | 0.000 | 0.000 | ||
| 2306 | 2014.12.19 06:50 | modify | 577 | 0.16 | 119.190 | 118.950 | 0.000 | ||
| 2307 | 2014.12.19 06:50 | modify | 577 | 0.16 | 119.190 | 118.950 | 119.360 | ||
| 2308 | 2014.12.19 07:30 | t/p | 577 | 0.16 | 119.353 | 118.950 | 119.360 | 2607.04 | 1292878.20 |
| 2309 | 2014.12.19 12:01 | buy | 578 | 0.10 | 119.317 | 0.000 | 0.000 | ||
| 2310 | 2014.12.19 12:01 | modify | 578 | 0.10 | 119.317 | 119.077 | 0.000 | ||
| 2311 | 2014.12.19 12:01 | modify | 578 | 0.10 | 119.317 | 119.077 | 119.487 | ||
| 2312 | 2014.12.19 13:33 | s/l | 578 | 0.10 | 119.079 | 119.077 | 119.487 | -2380.60 | 1290497.60 |
| 2313 | 2014.12.19 20:08 | buy | 579 | 0.16 | 119.457 | 0.000 | 0.000 | ||
| 2314 | 2014.12.19 20:08 | modify | 579 | 0.16 | 119.457 | 119.217 | 0.000 | ||
| 2315 | 2014.12.19 20:08 | modify | 579 | 0.16 | 119.457 | 119.217 | 119.627 | ||
| 2316 | 2014.12.22 08:00 | t/p | 579 | 0.16 | 119.636 | 119.217 | 119.627 | 3015.34 | 1293512.93 |
| 2317 | 2014.12.22 11:11 | buy | 580 | 0.10 | 119.786 | 0.000 | 0.000 | ||
| 2318 | 2014.12.22 11:11 | modify | 580 | 0.10 | 119.786 | 119.546 | 0.000 | ||
| 2319 | 2014.12.22 11:11 | modify | 580 | 0.10 | 119.786 | 119.546 | 119.956 | ||
| 2320 | 2014.12.22 13:14 | t/p | 580 | 0.10 | 119.954 | 119.546 | 119.956 | 1679.40 | 1295192.33 |
| 2321 | 2014.12.22 14:59 | buy | 581 | 0.10 | 119.864 | 0.000 | 0.000 | ||
| 2322 | 2014.12.22 14:59 | modify | 581 | 0.10 | 119.864 | 119.624 | 0.000 | ||
| 2323 | 2014.12.22 14:59 | modify | 581 | 0.10 | 119.864 | 119.624 | 120.034 | ||
| 2324 | 2014.12.22 20:56 | t/p | 581 | 0.10 | 120.047 | 119.624 | 120.034 | 1829.40 | 1297021.73 |
| 2325 | 2014.12.23 02:05 | buy | 582 | 0.10 | 120.082 | 0.000 | 0.000 | ||
| 2326 | 2014.12.23 02:05 | modify | 582 | 0.10 | 120.082 | 119.842 | 0.000 | ||
| 2327 | 2014.12.23 02:05 | modify | 582 | 0.10 | 120.082 | 119.842 | 120.252 | ||
| 2328 | 2014.12.23 13:17 | close | 582 | 0.10 | 120.205 | 119.842 | 120.252 | 1229.40 | 1298251.13 |
| 2329 | 2014.12.23 17:16 | buy | 583 | 0.10 | 120.563 | 0.000 | 0.000 | ||
| 2330 | 2014.12.23 17:16 | modify | 583 | 0.10 | 120.563 | 120.323 | 0.000 | ||
| 2331 | 2014.12.23 17:16 | modify | 583 | 0.10 | 120.563 | 120.323 | 120.733 | ||
| 2332 | 2014.12.23 18:22 | t/p | 583 | 0.10 | 120.731 | 120.323 | 120.733 | 1679.40 | 1299930.53 |
| 2333 | 2014.12.23 21:52 | buy | 584 | 0.10 | 120.680 | 0.000 | 0.000 | ||
| 2334 | 2014.12.23 21:52 | modify | 584 | 0.10 | 120.680 | 120.440 | 0.000 | ||
| 2335 | 2014.12.23 21:52 | modify | 584 | 0.10 | 120.680 | 120.440 | 120.850 | ||
| 2336 | 2014.12.24 02:04 | s/l | 584 | 0.10 | 120.428 | 120.440 | 120.850 | -2425.42 | 1297505.12 |
| 2337 | 2014.12.26 16:53 | buy | 585 | 0.16 | 120.374 | 0.000 | 0.000 | ||
| 2338 | 2014.12.26 16:53 | modify | 585 | 0.16 | 120.374 | 120.134 | 0.000 | ||
| 2339 | 2014.12.26 16:53 | modify | 585 | 0.16 | 120.374 | 120.134 | 120.544 | ||
| 2340 | 2014.12.29 00:55 | close | 585 | 0.16 | 120.474 | 120.134 | 120.544 | 1751.34 | 1299256.45 |
| 2341 | 2014.12.29 02:54 | buy | 586 | 0.10 | 120.481 | 0.000 | 0.000 | ||
| 2342 | 2014.12.29 02:54 | modify | 586 | 0.10 | 120.481 | 120.241 | 0.000 | ||
| 2343 | 2014.12.29 02:54 | modify | 586 | 0.10 | 120.481 | 120.241 | 120.651 | ||
| 2344 | 2014.12.29 04:53 | s/l | 586 | 0.10 | 120.235 | 120.241 | 120.651 | -2460.60 | 1296795.85 |
| 2345 | 2014.12.29 16:57 | buy | 587 | 0.16 | 120.550 | 0.000 | 0.000 | ||
| 2346 | 2014.12.29 16:57 | modify | 587 | 0.16 | 120.550 | 120.310 | 0.000 | ||
| 2347 | 2014.12.29 16:57 | modify | 587 | 0.16 | 120.550 | 120.310 | 120.720 | ||
| 2348 | 2014.12.29 19:18 | t/p | 587 | 0.16 | 120.729 | 120.310 | 120.720 | 2863.04 | 1299658.89 |
| 2349 | 2014.12.29 21:52 | buy | 588 | 0.10 | 120.637 | 0.000 | 0.000 | ||
| 2350 | 2014.12.29 21:52 | modify | 588 | 0.10 | 120.637 | 120.397 | 0.000 | ||
| 2351 | 2014.12.29 21:52 | modify | 588 | 0.10 | 120.637 | 120.397 | 120.807 | ||
| 2352 | 2014.12.30 04:35 | s/l | 588 | 0.10 | 120.403 | 120.397 | 120.807 | -2245.42 | 1297413.48 |
| 2353 | 2014.12.31 20:46 | buy | 589 | 0.16 | 119.799 | 0.000 | 0.000 | ||
| 2354 | 2014.12.31 20:46 | modify | 589 | 0.16 | 119.799 | 119.559 | 0.000 | ||
| 2355 | 2014.12.31 20:46 | modify | 589 | 0.16 | 119.799 | 119.559 | 119.969 | ||
| 2356 | 2015.01.01 23:37 | close | 589 | 0.16 | 119.944 | 119.559 | 119.969 | 2775.93 | 1300189.40 |
| 2357 | 2015.01.02 06:25 | buy | 590 | 0.10 | 120.383 | 0.000 | 0.000 | ||
| 2358 | 2015.01.02 06:25 | modify | 590 | 0.10 | 120.383 | 120.143 | 0.000 | ||
| 2359 | 2015.01.02 06:25 | modify | 590 | 0.10 | 120.383 | 120.143 | 120.553 | ||
| 2360 | 2015.01.02 12:04 | t/p | 590 | 0.10 | 120.563 | 120.143 | 120.553 | 1799.40 | 1301988.80 |
| 2361 | 2015.01.02 15:01 | buy | 591 | 0.10 | 120.560 | 0.000 | 0.000 | ||
| 2362 | 2015.01.02 15:01 | modify | 591 | 0.10 | 120.560 | 120.320 | 0.000 | ||
| 2363 | 2015.01.02 15:01 | modify | 591 | 0.10 | 120.560 | 120.320 | 120.730 | ||
| 2364 | 2015.01.02 15:23 | s/l | 591 | 0.10 | 120.321 | 120.320 | 120.730 | -2390.60 | 1299598.20 |
| 2365 | 2015.01.07 03:43 | buy | 592 | 0.16 | 118.928 | 0.000 | 0.000 | ||
| 2366 | 2015.01.07 03:43 | modify | 592 | 0.16 | 118.928 | 118.688 | 0.000 | ||
| 2367 | 2015.01.07 03:43 | modify | 592 | 0.16 | 118.928 | 118.688 | 119.098 | ||
| 2368 | 2015.01.07 04:17 | t/p | 592 | 0.16 | 119.098 | 118.688 | 119.098 | 2719.04 | 1302317.24 |
| 2369 | 2015.01.07 16:11 | buy | 593 | 0.10 | 119.345 | 0.000 | 0.000 | ||
| 2370 | 2015.01.07 16:11 | modify | 593 | 0.10 | 119.345 | 119.105 | 0.000 | ||
| 2371 | 2015.01.07 16:11 | modify | 593 | 0.10 | 119.345 | 119.105 | 119.515 | ||
| 2372 | 2015.01.07 16:51 | t/p | 593 | 0.10 | 119.513 | 119.105 | 119.515 | 1679.40 | 1303996.64 |
| 2373 | 2015.01.07 18:25 | buy | 594 | 0.10 | 119.364 | 0.000 | 0.000 | ||
| 2374 | 2015.01.07 18:25 | modify | 594 | 0.10 | 119.364 | 119.124 | 0.000 | ||
| 2375 | 2015.01.07 18:25 | modify | 594 | 0.10 | 119.364 | 119.124 | 119.534 | ||
| 2376 | 2015.01.07 19:00 | s/l | 594 | 0.10 | 119.111 | 119.124 | 119.534 | -2530.60 | 1301466.04 |
| 2377 | 2015.01.08 08:01 | buy | 595 | 0.16 | 119.798 | 0.000 | 0.000 | ||
| 2378 | 2015.01.08 08:01 | modify | 595 | 0.16 | 119.798 | 119.558 | 0.000 | ||
| 2379 | 2015.01.08 08:01 | modify | 595 | 0.16 | 119.798 | 119.558 | 119.968 | ||
| 2380 | 2015.01.08 13:41 | s/l | 595 | 0.16 | 119.555 | 119.558 | 119.968 | -3888.96 | 1297577.08 |
| 2381 | 2015.01.13 07:21 | buy | 596 | 0.26 | 118.453 | 0.000 | 0.000 | ||
| 2382 | 2015.01.13 07:21 | modify | 596 | 0.26 | 118.453 | 118.213 | 0.000 | ||
| 2383 | 2015.01.13 07:21 | modify | 596 | 0.26 | 118.453 | 118.213 | 118.623 | ||
| 2384 | 2015.01.13 08:00 | s/l | 596 | 0.26 | 118.219 | 118.213 | 118.623 | -6085.55 | 1291491.53 |
| 2385 | 2015.01.14 22:21 | buy | 597 | 0.42 | 117.244 | 0.000 | 0.000 | ||
| 2386 | 2015.01.14 22:21 | modify | 597 | 0.42 | 117.244 | 117.004 | 0.000 | ||
| 2387 | 2015.01.14 22:21 | modify | 597 | 0.42 | 117.244 | 117.004 | 117.414 | ||
| 2388 | 2015.01.14 23:51 | t/p | 597 | 0.42 | 117.410 | 117.004 | 117.414 | 6969.49 | 1298461.02 |
| 2389 | 2015.01.15 03:41 | buy | 598 | 0.10 | 117.612 | 0.000 | 0.000 | ||
| 2390 | 2015.01.15 03:41 | modify | 598 | 0.10 | 117.612 | 117.372 | 0.000 | ||
| 2391 | 2015.01.15 03:41 | modify | 598 | 0.10 | 117.612 | 117.372 | 117.782 | ||
| 2392 | 2015.01.15 05:05 | t/p | 598 | 0.10 | 117.777 | 117.372 | 117.782 | 1649.40 | 1300110.42 |
| 2393 | 2015.01.15 06:57 | buy | 599 | 0.10 | 117.723 | 0.000 | 0.000 | ||
| 2394 | 2015.01.15 06:57 | modify | 599 | 0.10 | 117.723 | 117.483 | 0.000 | ||
| 2395 | 2015.01.15 06:57 | modify | 599 | 0.10 | 117.723 | 117.483 | 117.893 | ||
| 2396 | 2015.01.15 09:06 | s/l | 599 | 0.10 | 117.483 | 117.483 | 117.893 | -2400.60 | 1297709.82 |
| 2397 | 2015.01.18 22:23 | buy | 600 | 0.16 | 117.420 | 0.000 | 0.000 | ||
| 2398 | 2015.01.18 22:23 | modify | 600 | 0.16 | 117.420 | 117.180 | 0.000 | ||
| 2399 | 2015.01.18 22:23 | modify | 600 | 0.16 | 117.420 | 117.180 | 117.590 | ||
| 2400 | 2015.01.18 23:54 | t/p | 600 | 0.16 | 117.599 | 117.180 | 117.590 | 2863.04 | 1300572.86 |