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 |
| 2401 | 2015.01.19 00:55 | buy | 601 | 0.10 | 117.383 | 0.000 | 0.000 | ||
| 2402 | 2015.01.19 00:55 | modify | 601 | 0.10 | 117.383 | 117.143 | 0.000 | ||
| 2403 | 2015.01.19 00:55 | modify | 601 | 0.10 | 117.383 | 117.143 | 117.553 | ||
| 2404 | 2015.01.19 01:20 | s/l | 601 | 0.10 | 117.141 | 117.143 | 117.553 | -2420.60 | 1298152.26 |
| 2405 | 2015.01.19 13:05 | buy | 602 | 0.16 | 117.317 | 0.000 | 0.000 | ||
| 2406 | 2015.01.19 13:05 | modify | 602 | 0.16 | 117.317 | 117.077 | 0.000 | ||
| 2407 | 2015.01.19 13:05 | modify | 602 | 0.16 | 117.317 | 117.077 | 117.487 | ||
| 2408 | 2015.01.19 14:00 | t/p | 602 | 0.16 | 117.482 | 117.077 | 117.487 | 2639.04 | 1300791.30 |
| 2409 | 2015.01.19 17:13 | buy | 603 | 0.10 | 117.436 | 0.000 | 0.000 | ||
| 2410 | 2015.01.19 17:13 | modify | 603 | 0.10 | 117.436 | 117.196 | 0.000 | ||
| 2411 | 2015.01.19 17:13 | modify | 603 | 0.10 | 117.436 | 117.196 | 117.606 | ||
| 2412 | 2015.01.19 19:07 | t/p | 603 | 0.10 | 117.613 | 117.196 | 117.606 | 1769.40 | 1302560.70 |
| 2413 | 2015.01.19 20:47 | buy | 604 | 0.10 | 117.586 | 0.000 | 0.000 | ||
| 2414 | 2015.01.19 20:47 | modify | 604 | 0.10 | 117.586 | 117.346 | 0.000 | ||
| 2415 | 2015.01.19 20:47 | modify | 604 | 0.10 | 117.586 | 117.346 | 117.756 | ||
| 2416 | 2015.01.19 23:15 | t/p | 604 | 0.10 | 117.760 | 117.346 | 117.756 | 1739.40 | 1304300.10 |
| 2417 | 2015.01.22 04:45 | buy | 605 | 0.10 | 118.102 | 0.000 | 0.000 | ||
| 2418 | 2015.01.22 04:45 | modify | 605 | 0.10 | 118.102 | 117.862 | 0.000 | ||
| 2419 | 2015.01.22 04:45 | modify | 605 | 0.10 | 118.102 | 117.862 | 118.272 | ||
| 2420 | 2015.01.22 06:04 | t/p | 605 | 0.10 | 118.272 | 117.862 | 118.272 | 1699.40 | 1305999.50 |
| 2421 | 2015.01.22 07:08 | buy | 606 | 0.10 | 118.120 | 0.000 | 0.000 | ||
| 2422 | 2015.01.22 07:08 | modify | 606 | 0.10 | 118.120 | 117.880 | 0.000 | ||
| 2423 | 2015.01.22 07:08 | modify | 606 | 0.10 | 118.120 | 117.880 | 118.290 | ||
| 2424 | 2015.01.22 08:33 | s/l | 606 | 0.10 | 117.888 | 117.880 | 118.290 | -2320.60 | 1303678.90 |
| 2425 | 2015.01.22 21:40 | buy | 607 | 0.16 | 118.391 | 0.000 | 0.000 | ||
| 2426 | 2015.01.22 21:40 | modify | 607 | 0.16 | 118.391 | 118.151 | 0.000 | ||
| 2427 | 2015.01.22 21:40 | modify | 607 | 0.16 | 118.391 | 118.151 | 118.561 | ||
| 2428 | 2015.01.22 22:05 | t/p | 607 | 0.16 | 118.565 | 118.151 | 118.561 | 2783.04 | 1306461.94 |
| 2429 | 2015.01.27 01:09 | buy | 608 | 0.10 | 118.490 | 0.000 | 0.000 | ||
| 2430 | 2015.01.27 01:09 | modify | 608 | 0.10 | 118.490 | 118.250 | 0.000 | ||
| 2431 | 2015.01.27 01:09 | modify | 608 | 0.10 | 118.490 | 118.250 | 118.660 | ||
| 2432 | 2015.01.27 02:17 | s/l | 608 | 0.10 | 118.256 | 118.250 | 118.660 | -2340.60 | 1304121.34 |
| 2433 | 2015.01.30 00:00 | buy | 609 | 0.16 | 118.278 | 0.000 | 0.000 | ||
| 2434 | 2015.01.30 00:00 | modify | 609 | 0.16 | 118.278 | 118.038 | 0.000 | ||
| 2435 | 2015.01.30 00:00 | modify | 609 | 0.16 | 118.278 | 118.038 | 118.448 | ||
| 2436 | 2015.01.30 01:46 | s/l | 609 | 0.16 | 118.047 | 118.038 | 118.448 | -3696.96 | 1300424.38 |
| 2437 | 2015.02.02 05:29 | buy | 610 | 0.26 | 117.611 | 0.000 | 0.000 | ||
| 2438 | 2015.02.02 05:29 | modify | 610 | 0.26 | 117.611 | 117.371 | 0.000 | ||
| 2439 | 2015.02.02 05:29 | modify | 610 | 0.26 | 117.611 | 117.371 | 117.781 | ||
| 2440 | 2015.02.02 08:45 | t/p | 610 | 0.26 | 117.782 | 117.371 | 117.781 | 4444.45 | 1304868.83 |
| 2441 | 2015.02.03 16:02 | buy | 611 | 0.10 | 117.516 | 0.000 | 0.000 | ||
| 2442 | 2015.02.03 16:02 | modify | 611 | 0.10 | 117.516 | 117.276 | 0.000 | ||
| 2443 | 2015.02.03 16:02 | modify | 611 | 0.10 | 117.516 | 117.276 | 117.686 | ||
| 2444 | 2015.02.03 17:46 | s/l | 611 | 0.10 | 117.273 | 117.276 | 117.686 | -2430.60 | 1302438.23 |
| 2445 | 2015.02.04 04:22 | buy | 612 | 0.16 | 117.831 | 0.000 | 0.000 | ||
| 2446 | 2015.02.04 04:22 | modify | 612 | 0.16 | 117.831 | 117.591 | 0.000 | ||
| 2447 | 2015.02.04 04:22 | modify | 612 | 0.16 | 117.831 | 117.591 | 118.001 | ||
| 2448 | 2015.02.04 07:15 | s/l | 612 | 0.16 | 117.600 | 117.591 | 118.001 | -3696.96 | 1298741.27 |
| 2449 | 2015.02.05 21:21 | buy | 613 | 0.26 | 117.502 | 0.000 | 0.000 | ||
| 2450 | 2015.02.05 21:21 | modify | 613 | 0.26 | 117.502 | 117.262 | 0.000 | ||
| 2451 | 2015.02.05 21:21 | modify | 613 | 0.26 | 117.502 | 117.262 | 117.672 | ||
| 2452 | 2015.02.06 06:24 | s/l | 613 | 0.26 | 117.263 | 117.262 | 117.672 | -5968.07 | 1292773.20 |
| 2453 | 2015.02.06 20:04 | buy | 614 | 0.42 | 119.104 | 0.000 | 0.000 | ||
| 2454 | 2015.02.06 20:04 | modify | 614 | 0.42 | 119.104 | 118.864 | 0.000 | ||
| 2455 | 2015.02.06 20:04 | modify | 614 | 0.42 | 119.104 | 118.864 | 119.274 | ||
| 2456 | 2015.02.06 20:45 | s/l | 614 | 0.42 | 118.864 | 118.864 | 119.274 | -10082.51 | 1282690.69 |
| 2457 | 2015.02.06 20:46 | buy | 615 | 0.67 | 118.841 | 0.000 | 0.000 | ||
| 2458 | 2015.02.06 20:46 | modify | 615 | 0.67 | 118.841 | 118.601 | 0.000 | ||
| 2459 | 2015.02.06 20:46 | modify | 615 | 0.67 | 118.841 | 118.601 | 119.011 | ||
| 2460 | 2015.02.06 21:48 | t/p | 615 | 0.67 | 119.011 | 118.601 | 119.011 | 11385.99 | 1294076.68 |
| 2461 | 2015.02.08 23:20 | buy | 616 | 0.10 | 118.981 | 0.000 | 0.000 | ||
| 2462 | 2015.02.08 23:20 | modify | 616 | 0.10 | 118.981 | 118.741 | 0.000 | ||
| 2463 | 2015.02.08 23:20 | modify | 616 | 0.10 | 118.981 | 118.741 | 119.151 | ||
| 2464 | 2015.02.09 02:49 | s/l | 616 | 0.10 | 118.733 | 118.741 | 119.151 | -2385.42 | 1291691.27 |
| 2465 | 2015.02.10 15:46 | buy | 617 | 0.16 | 119.265 | 0.000 | 0.000 | ||
| 2466 | 2015.02.10 15:46 | modify | 617 | 0.16 | 119.265 | 119.025 | 0.000 | ||
| 2467 | 2015.02.10 15:46 | modify | 617 | 0.16 | 119.265 | 119.025 | 119.435 | ||
| 2468 | 2015.02.10 19:59 | t/p | 617 | 0.16 | 119.443 | 119.025 | 119.435 | 2847.04 | 1294538.31 |
| 2469 | 2015.02.10 23:13 | buy | 618 | 0.10 | 119.406 | 0.000 | 0.000 | ||
| 2470 | 2015.02.10 23:13 | modify | 618 | 0.10 | 119.406 | 119.166 | 0.000 | ||
| 2471 | 2015.02.10 23:13 | modify | 618 | 0.10 | 119.406 | 119.166 | 119.576 | ||
| 2472 | 2015.02.11 01:05 | close | 618 | 0.10 | 119.529 | 119.166 | 119.576 | 1324.58 | 1295862.89 |
| 2473 | 2015.02.11 05:33 | buy | 619 | 0.10 | 119.584 | 0.000 | 0.000 | ||
| 2474 | 2015.02.11 05:33 | modify | 619 | 0.10 | 119.584 | 119.344 | 0.000 | ||
| 2475 | 2015.02.11 05:33 | modify | 619 | 0.10 | 119.584 | 119.344 | 119.754 | ||
| 2476 | 2015.02.11 08:09 | t/p | 619 | 0.10 | 119.755 | 119.344 | 119.754 | 1709.40 | 1297572.29 |
| 2477 | 2015.02.11 11:55 | buy | 620 | 0.10 | 119.785 | 0.000 | 0.000 | ||
| 2478 | 2015.02.11 11:55 | modify | 620 | 0.10 | 119.785 | 119.545 | 0.000 | ||
| 2479 | 2015.02.11 11:55 | modify | 620 | 0.10 | 119.785 | 119.545 | 119.955 | ||
| 2480 | 2015.02.11 14:37 | t/p | 620 | 0.10 | 119.947 | 119.545 | 119.955 | 1619.40 | 1299191.69 |
| 2481 | 2015.02.11 18:05 | buy | 621 | 0.10 | 120.277 | 0.000 | 0.000 | ||
| 2482 | 2015.02.11 18:05 | modify | 621 | 0.10 | 120.277 | 120.037 | 0.000 | ||
| 2483 | 2015.02.11 18:05 | modify | 621 | 0.10 | 120.277 | 120.037 | 120.447 | ||
| 2484 | 2015.02.11 21:41 | t/p | 621 | 0.10 | 120.459 | 120.037 | 120.447 | 1819.40 | 1301011.09 |
| 2485 | 2015.02.11 23:06 | buy | 622 | 0.10 | 120.284 | 0.000 | 0.000 | ||
| 2486 | 2015.02.11 23:06 | modify | 622 | 0.10 | 120.284 | 120.044 | 0.000 | ||
| 2487 | 2015.02.11 23:06 | modify | 622 | 0.10 | 120.284 | 120.044 | 120.454 | ||
| 2488 | 2015.02.12 01:40 | s/l | 622 | 0.10 | 120.038 | 120.044 | 120.454 | -2175.05 | 1298836.04 |
| 2489 | 2015.02.17 11:49 | buy | 623 | 0.16 | 118.752 | 0.000 | 0.000 | ||
| 2490 | 2015.02.17 11:49 | modify | 623 | 0.16 | 118.752 | 118.512 | 0.000 | ||
| 2491 | 2015.02.17 11:49 | modify | 623 | 0.16 | 118.752 | 118.512 | 118.922 | ||
| 2492 | 2015.02.17 14:22 | t/p | 623 | 0.16 | 118.917 | 118.512 | 118.922 | 2639.04 | 1301475.08 |
| 2493 | 2015.02.17 21:54 | buy | 624 | 0.10 | 119.239 | 0.000 | 0.000 | ||
| 2494 | 2015.02.17 21:54 | modify | 624 | 0.10 | 119.239 | 118.999 | 0.000 | ||
| 2495 | 2015.02.17 21:54 | modify | 624 | 0.10 | 119.239 | 118.999 | 119.409 | ||
| 2496 | 2015.02.18 02:49 | s/l | 624 | 0.10 | 118.989 | 118.999 | 119.409 | -2405.42 | 1299069.67 |
| 2497 | 2015.02.19 14:58 | buy | 625 | 0.16 | 118.941 | 0.000 | 0.000 | ||
| 2498 | 2015.02.19 14:58 | modify | 625 | 0.16 | 118.941 | 118.701 | 0.000 | ||
| 2499 | 2015.02.19 14:58 | modify | 625 | 0.16 | 118.941 | 118.701 | 119.111 | ||
| 2500 | 2015.02.20 08:26 | s/l | 625 | 0.16 | 118.692 | 118.701 | 119.111 | -3832.66 | 1295237.00 |
| 2501 | 2015.02.23 00:56 | buy | 626 | 0.26 | 119.038 | 0.000 | 0.000 | ||
| 2502 | 2015.02.23 00:56 | modify | 626 | 0.26 | 119.038 | 118.798 | 0.000 | ||
| 2503 | 2015.02.23 00:56 | modify | 626 | 0.26 | 119.038 | 118.798 | 119.208 | ||
| 2504 | 2015.02.23 07:35 | close | 626 | 0.26 | 119.136 | 118.798 | 119.208 | 2546.45 | 1297783.45 |
| 2505 | 2015.02.23 10:28 | buy | 627 | 0.10 | 119.146 | 0.000 | 0.000 | ||
| 2506 | 2015.02.23 10:28 | modify | 627 | 0.10 | 119.146 | 118.906 | 0.000 | ||
| 2507 | 2015.02.23 10:28 | modify | 627 | 0.10 | 119.146 | 118.906 | 119.316 | ||
| 2508 | 2015.02.23 13:52 | s/l | 627 | 0.10 | 118.914 | 118.906 | 119.316 | -2320.60 | 1295462.85 |
| 2509 | 2015.02.24 05:14 | buy | 628 | 0.16 | 119.009 | 0.000 | 0.000 | ||
| 2510 | 2015.02.24 05:14 | modify | 628 | 0.16 | 119.009 | 118.769 | 0.000 | ||
| 2511 | 2015.02.24 05:14 | modify | 628 | 0.16 | 119.009 | 118.769 | 119.179 | ||
| 2512 | 2015.02.24 06:37 | t/p | 628 | 0.16 | 119.170 | 118.769 | 119.179 | 2575.04 | 1298037.89 |
| 2513 | 2015.02.24 12:47 | buy | 629 | 0.10 | 119.441 | 0.000 | 0.000 | ||
| 2514 | 2015.02.24 12:47 | modify | 629 | 0.10 | 119.441 | 119.201 | 0.000 | ||
| 2515 | 2015.02.24 12:47 | modify | 629 | 0.10 | 119.441 | 119.201 | 119.611 | ||
| 2516 | 2015.02.24 14:59 | t/p | 629 | 0.10 | 119.646 | 119.201 | 119.611 | 2049.40 | 1300087.29 |
| 2517 | 2015.02.25 15:26 | buy | 630 | 0.10 | 118.906 | 0.000 | 0.000 | ||
| 2518 | 2015.02.25 15:26 | modify | 630 | 0.10 | 118.906 | 118.666 | 0.000 | ||
| 2519 | 2015.02.25 15:26 | modify | 630 | 0.10 | 118.906 | 118.666 | 119.076 | ||
| 2520 | 2015.02.26 00:39 | close | 630 | 0.10 | 118.938 | 118.666 | 119.076 | 604.95 | 1300692.25 |
| 2521 | 2015.02.27 00:06 | buy | 631 | 0.10 | 119.328 | 0.000 | 0.000 | ||
| 2522 | 2015.02.27 00:06 | modify | 631 | 0.10 | 119.328 | 119.088 | 0.000 | ||
| 2523 | 2015.02.27 00:06 | modify | 631 | 0.10 | 119.328 | 119.088 | 119.498 | ||
| 2524 | 2015.02.27 10:05 | close | 631 | 0.10 | 119.452 | 119.088 | 119.498 | 1239.40 | 1301931.65 |
| 2525 | 2015.02.27 19:42 | buy | 632 | 0.10 | 119.659 | 0.000 | 0.000 | ||
| 2526 | 2015.02.27 19:42 | modify | 632 | 0.10 | 119.659 | 119.419 | 0.000 | ||
| 2527 | 2015.02.27 19:42 | modify | 632 | 0.10 | 119.659 | 119.419 | 119.829 | ||
| 2528 | 2015.03.01 23:50 | t/p | 632 | 0.10 | 119.823 | 119.419 | 119.829 | 1639.40 | 1303571.05 |
| 2529 | 2015.03.02 05:31 | buy | 633 | 0.10 | 119.853 | 0.000 | 0.000 | ||
| 2530 | 2015.03.02 05:31 | modify | 633 | 0.10 | 119.853 | 119.613 | 0.000 | ||
| 2531 | 2015.03.02 05:31 | modify | 633 | 0.10 | 119.853 | 119.613 | 120.023 | ||
| 2532 | 2015.03.02 15:11 | close | 633 | 0.10 | 119.928 | 119.613 | 120.023 | 749.40 | 1304320.45 |
| 2533 | 2015.03.03 00:40 | buy | 634 | 0.10 | 120.126 | 0.000 | 0.000 | ||
| 2534 | 2015.03.03 00:40 | modify | 634 | 0.10 | 120.126 | 119.886 | 0.000 | ||
| 2535 | 2015.03.03 00:40 | modify | 634 | 0.10 | 120.126 | 119.886 | 120.296 | ||
| 2536 | 2015.03.03 02:36 | s/l | 634 | 0.10 | 119.879 | 119.886 | 120.296 | -2470.60 | 1301849.85 |
| 2537 | 2015.03.05 06:58 | buy | 635 | 0.16 | 119.806 | 0.000 | 0.000 | ||
| 2538 | 2015.03.05 06:58 | modify | 635 | 0.16 | 119.806 | 119.566 | 0.000 | ||
| 2539 | 2015.03.05 06:58 | modify | 635 | 0.16 | 119.806 | 119.566 | 119.976 | ||
| 2540 | 2015.03.05 09:50 | t/p | 635 | 0.16 | 119.987 | 119.566 | 119.976 | 2895.04 | 1304744.89 |
| 2541 | 2015.03.05 14:07 | buy | 636 | 0.10 | 120.137 | 0.000 | 0.000 | ||
| 2542 | 2015.03.05 14:07 | modify | 636 | 0.10 | 120.137 | 119.897 | 0.000 | ||
| 2543 | 2015.03.05 14:07 | modify | 636 | 0.10 | 120.137 | 119.897 | 120.307 | ||
| 2544 | 2015.03.06 13:29 | s/l | 636 | 0.10 | 119.890 | 119.897 | 120.307 | -2375.42 | 1302369.47 |
| 2545 | 2015.03.06 18:28 | buy | 637 | 0.16 | 120.867 | 0.000 | 0.000 | ||
| 2546 | 2015.03.06 18:28 | modify | 637 | 0.16 | 120.867 | 120.627 | 0.000 | ||
| 2547 | 2015.03.06 18:28 | modify | 637 | 0.16 | 120.867 | 120.627 | 121.037 | ||
| 2548 | 2015.03.06 19:30 | s/l | 637 | 0.16 | 120.626 | 120.627 | 121.037 | -3856.96 | 1298512.51 |
| 2549 | 2015.03.06 19:31 | buy | 638 | 0.26 | 120.635 | 0.000 | 0.000 | ||
| 2550 | 2015.03.06 19:31 | modify | 638 | 0.26 | 120.635 | 120.395 | 0.000 | ||