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 |
| 2701 | 2015.05.05 12:33 | buy | 676 | 0.16 | 120.340 | 0.000 | 0.000 | ||
| 2702 | 2015.05.05 12:33 | modify | 676 | 0.16 | 120.340 | 120.100 | 0.000 | ||
| 2703 | 2015.05.05 12:33 | modify | 676 | 0.16 | 120.340 | 120.100 | 120.510 | ||
| 2704 | 2015.05.05 12:52 | s/l | 676 | 0.16 | 120.106 | 120.100 | 120.510 | -3744.96 | 1289119.18 |
| 2705 | 2015.05.07 19:44 | buy | 677 | 0.26 | 119.759 | 0.000 | 0.000 | ||
| 2706 | 2015.05.07 19:44 | modify | 677 | 0.26 | 119.759 | 119.519 | 0.000 | ||
| 2707 | 2015.05.07 19:44 | modify | 677 | 0.26 | 119.759 | 119.519 | 119.929 | ||
| 2708 | 2015.05.08 00:51 | close | 677 | 0.26 | 119.834 | 119.519 | 119.929 | 2195.93 | 1291315.11 |
| 2709 | 2015.05.08 04:25 | buy | 678 | 0.10 | 119.868 | 0.000 | 0.000 | ||
| 2710 | 2015.05.08 04:25 | modify | 678 | 0.10 | 119.868 | 119.628 | 0.000 | ||
| 2711 | 2015.05.08 04:25 | modify | 678 | 0.10 | 119.868 | 119.628 | 120.038 | ||
| 2712 | 2015.05.08 07:43 | t/p | 678 | 0.10 | 120.028 | 119.628 | 120.038 | 1599.40 | 1292914.51 |
| 2713 | 2015.05.08 09:37 | buy | 679 | 0.10 | 119.999 | 0.000 | 0.000 | ||
| 2714 | 2015.05.08 09:37 | modify | 679 | 0.10 | 119.999 | 119.759 | 0.000 | ||
| 2715 | 2015.05.08 09:37 | modify | 679 | 0.10 | 119.999 | 119.759 | 120.169 | ||
| 2716 | 2015.05.08 11:34 | close | 679 | 0.10 | 120.124 | 119.759 | 120.169 | 1249.40 | 1294163.91 |
| 2717 | 2015.05.11 08:53 | buy | 680 | 0.10 | 119.922 | 0.000 | 0.000 | ||
| 2718 | 2015.05.11 08:53 | modify | 680 | 0.10 | 119.922 | 119.682 | 0.000 | ||
| 2719 | 2015.05.11 08:53 | modify | 680 | 0.10 | 119.922 | 119.682 | 120.092 | ||
| 2720 | 2015.05.11 15:43 | close | 680 | 0.10 | 120.032 | 119.682 | 120.092 | 1099.40 | 1295263.31 |
| 2721 | 2015.05.11 17:42 | buy | 681 | 0.10 | 120.021 | 0.000 | 0.000 | ||
| 2722 | 2015.05.11 17:42 | modify | 681 | 0.10 | 120.021 | 119.781 | 0.000 | ||
| 2723 | 2015.05.11 17:42 | modify | 681 | 0.10 | 120.021 | 119.781 | 120.191 | ||
| 2724 | 2015.05.12 02:49 | t/p | 681 | 0.10 | 120.181 | 119.781 | 120.191 | 1694.58 | 1296957.89 |
| 2725 | 2015.05.12 06:24 | buy | 682 | 0.10 | 120.168 | 0.000 | 0.000 | ||
| 2726 | 2015.05.12 06:24 | modify | 682 | 0.10 | 120.168 | 119.928 | 0.000 | ||
| 2727 | 2015.05.12 06:24 | modify | 682 | 0.10 | 120.168 | 119.928 | 120.338 | ||
| 2728 | 2015.05.12 10:08 | s/l | 682 | 0.10 | 119.928 | 119.928 | 120.338 | -2400.60 | 1294557.29 |
| 2729 | 2015.05.15 03:18 | buy | 683 | 0.16 | 119.326 | 0.000 | 0.000 | ||
| 2730 | 2015.05.15 03:18 | modify | 683 | 0.16 | 119.326 | 119.086 | 0.000 | ||
| 2731 | 2015.05.15 03:18 | modify | 683 | 0.16 | 119.326 | 119.086 | 119.496 | ||
| 2732 | 2015.05.15 05:39 | close | 683 | 0.16 | 119.491 | 119.086 | 119.496 | 2639.04 | 1297196.33 |
| 2733 | 2015.05.15 07:00 | buy | 684 | 0.10 | 119.403 | 0.000 | 0.000 | ||
| 2734 | 2015.05.15 07:00 | modify | 684 | 0.10 | 119.403 | 119.163 | 0.000 | ||
| 2735 | 2015.05.15 07:00 | modify | 684 | 0.10 | 119.403 | 119.163 | 119.573 | ||
| 2736 | 2015.05.15 09:25 | t/p | 684 | 0.10 | 119.574 | 119.163 | 119.573 | 1709.40 | 1298905.73 |
| 2737 | 2015.05.15 12:31 | buy | 685 | 0.10 | 119.748 | 0.000 | 0.000 | ||
| 2738 | 2015.05.15 12:31 | modify | 685 | 0.10 | 119.748 | 119.508 | 0.000 | ||
| 2739 | 2015.05.15 12:31 | modify | 685 | 0.10 | 119.748 | 119.508 | 119.918 | ||
| 2740 | 2015.05.15 14:01 | s/l | 685 | 0.10 | 119.509 | 119.508 | 119.918 | -2390.60 | 1296515.13 |
| 2741 | 2015.05.18 04:28 | buy | 686 | 0.16 | 119.609 | 0.000 | 0.000 | ||
| 2742 | 2015.05.18 04:28 | modify | 686 | 0.16 | 119.609 | 119.369 | 0.000 | ||
| 2743 | 2015.05.18 04:28 | modify | 686 | 0.16 | 119.609 | 119.369 | 119.779 | ||
| 2744 | 2015.05.18 05:34 | close | 686 | 0.16 | 119.721 | 119.369 | 119.779 | 1791.04 | 1298306.17 |
| 2745 | 2015.05.18 06:58 | buy | 687 | 0.10 | 119.612 | 0.000 | 0.000 | ||
| 2746 | 2015.05.18 06:58 | modify | 687 | 0.10 | 119.612 | 119.372 | 0.000 | ||
| 2747 | 2015.05.18 06:58 | modify | 687 | 0.10 | 119.612 | 119.372 | 119.782 | ||
| 2748 | 2015.05.18 13:36 | t/p | 687 | 0.10 | 119.773 | 119.372 | 119.782 | 1609.40 | 1299915.57 |
| 2749 | 2015.05.18 23:04 | buy | 688 | 0.10 | 119.976 | 0.000 | 0.000 | ||
| 2750 | 2015.05.18 23:04 | modify | 688 | 0.10 | 119.976 | 119.736 | 0.000 | ||
| 2751 | 2015.05.18 23:04 | modify | 688 | 0.10 | 119.976 | 119.736 | 120.146 | ||
| 2752 | 2015.05.19 11:58 | t/p | 688 | 0.10 | 120.143 | 119.736 | 120.146 | 1764.58 | 1301680.16 |
| 2753 | 2015.05.19 16:03 | buy | 689 | 0.10 | 120.510 | 0.000 | 0.000 | ||
| 2754 | 2015.05.19 16:03 | modify | 689 | 0.10 | 120.510 | 120.270 | 0.000 | ||
| 2755 | 2015.05.19 16:03 | modify | 689 | 0.10 | 120.510 | 120.270 | 120.680 | ||
| 2756 | 2015.05.19 17:13 | t/p | 689 | 0.10 | 120.682 | 120.270 | 120.680 | 1719.40 | 1303399.56 |
| 2757 | 2015.05.19 20:41 | buy | 690 | 0.10 | 120.684 | 0.000 | 0.000 | ||
| 2758 | 2015.05.19 20:41 | modify | 690 | 0.10 | 120.684 | 120.444 | 0.000 | ||
| 2759 | 2015.05.19 20:41 | modify | 690 | 0.10 | 120.684 | 120.444 | 120.854 | ||
| 2760 | 2015.05.20 00:28 | close | 690 | 0.10 | 120.778 | 120.444 | 120.854 | 1034.58 | 1304434.14 |
| 2761 | 2015.05.20 08:05 | buy | 691 | 0.10 | 120.877 | 0.000 | 0.000 | ||
| 2762 | 2015.05.20 08:05 | modify | 691 | 0.10 | 120.877 | 120.637 | 0.000 | ||
| 2763 | 2015.05.20 08:05 | modify | 691 | 0.10 | 120.877 | 120.637 | 121.047 | ||
| 2764 | 2015.05.20 13:28 | t/p | 691 | 0.10 | 121.046 | 120.637 | 121.047 | 1689.40 | 1306123.54 |
| 2765 | 2015.05.20 17:10 | buy | 692 | 0.10 | 121.173 | 0.000 | 0.000 | ||
| 2766 | 2015.05.20 17:10 | modify | 692 | 0.10 | 121.173 | 120.933 | 0.000 | ||
| 2767 | 2015.05.20 17:10 | modify | 692 | 0.10 | 121.173 | 120.933 | 121.343 | ||
| 2768 | 2015.05.20 18:01 | t/p | 692 | 0.10 | 121.351 | 120.933 | 121.343 | 1779.40 | 1307902.94 |
| 2769 | 2015.05.20 22:21 | buy | 693 | 0.10 | 121.244 | 0.000 | 0.000 | ||
| 2770 | 2015.05.20 22:21 | modify | 693 | 0.10 | 121.244 | 121.004 | 0.000 | ||
| 2771 | 2015.05.20 22:21 | modify | 693 | 0.10 | 121.244 | 121.004 | 121.414 | ||
| 2772 | 2015.05.21 07:09 | s/l | 693 | 0.10 | 120.996 | 121.004 | 121.414 | -2195.05 | 1305707.89 |
| 2773 | 2015.05.22 20:17 | buy | 694 | 0.16 | 121.522 | 0.000 | 0.000 | ||
| 2774 | 2015.05.22 20:17 | modify | 694 | 0.16 | 121.522 | 121.282 | 0.000 | ||
| 2775 | 2015.05.22 20:17 | modify | 694 | 0.16 | 121.522 | 121.282 | 121.692 | ||
| 2776 | 2015.05.25 00:15 | close | 694 | 0.16 | 121.650 | 121.282 | 121.692 | 2199.34 | 1307907.23 |
| 2777 | 2015.05.25 03:08 | buy | 695 | 0.10 | 121.662 | 0.000 | 0.000 | ||
| 2778 | 2015.05.25 03:08 | modify | 695 | 0.10 | 121.662 | 121.422 | 0.000 | ||
| 2779 | 2015.05.25 03:08 | modify | 695 | 0.10 | 121.662 | 121.422 | 121.832 | ||
| 2780 | 2015.05.25 20:32 | close | 695 | 0.10 | 121.546 | 121.422 | 121.832 | -1160.60 | 1306746.63 |
| 2781 | 2015.05.26 11:04 | buy | 696 | 0.16 | 122.547 | 0.000 | 0.000 | ||
| 2782 | 2015.05.26 11:04 | modify | 696 | 0.16 | 122.547 | 122.307 | 0.000 | ||
| 2783 | 2015.05.26 11:04 | modify | 696 | 0.16 | 122.547 | 122.307 | 122.717 | ||
| 2784 | 2015.05.26 12:14 | t/p | 696 | 0.16 | 122.722 | 122.307 | 122.717 | 2799.04 | 1309545.67 |
| 2785 | 2015.05.26 15:07 | buy | 697 | 0.10 | 122.988 | 0.000 | 0.000 | ||
| 2786 | 2015.05.26 15:07 | modify | 697 | 0.10 | 122.988 | 122.748 | 0.000 | ||
| 2787 | 2015.05.26 15:07 | modify | 697 | 0.10 | 122.988 | 122.748 | 123.158 | ||
| 2788 | 2015.05.27 01:06 | t/p | 697 | 0.10 | 123.166 | 122.748 | 123.158 | 1874.58 | 1311420.25 |
| 2789 | 2015.05.27 02:52 | buy | 698 | 0.10 | 123.056 | 0.000 | 0.000 | ||
| 2790 | 2015.05.27 02:52 | modify | 698 | 0.10 | 123.056 | 122.816 | 0.000 | ||
| 2791 | 2015.05.27 02:52 | modify | 698 | 0.10 | 123.056 | 122.816 | 123.226 | ||
| 2792 | 2015.05.27 05:44 | s/l | 698 | 0.10 | 122.814 | 122.816 | 123.226 | -2420.60 | 1308999.65 |
| 2793 | 2015.05.27 13:33 | buy | 699 | 0.16 | 123.533 | 0.000 | 0.000 | ||
| 2794 | 2015.05.27 13:33 | modify | 699 | 0.16 | 123.533 | 123.293 | 0.000 | ||
| 2795 | 2015.05.27 13:33 | modify | 699 | 0.16 | 123.533 | 123.293 | 123.703 | ||
| 2796 | 2015.05.27 14:11 | t/p | 699 | 0.16 | 123.695 | 123.293 | 123.703 | 2591.04 | 1311590.69 |
| 2797 | 2015.05.27 19:42 | buy | 700 | 0.10 | 123.811 | 0.000 | 0.000 | ||
| 2798 | 2015.05.27 19:42 | modify | 700 | 0.10 | 123.811 | 123.571 | 0.000 | ||
| 2799 | 2015.05.27 19:42 | modify | 700 | 0.10 | 123.811 | 123.571 | 123.981 | ||
| 2800 | 2015.05.28 01:23 | s/l | 700 | 0.10 | 123.569 | 123.571 | 123.981 | -2135.05 | 1309455.65 |
| 2801 | 2015.05.28 04:59 | buy | 701 | 0.16 | 123.914 | 0.000 | 0.000 | ||
| 2802 | 2015.05.28 04:59 | modify | 701 | 0.16 | 123.914 | 123.674 | 0.000 | ||
| 2803 | 2015.05.28 04:59 | modify | 701 | 0.16 | 123.914 | 123.674 | 124.084 | ||
| 2804 | 2015.05.28 05:32 | s/l | 701 | 0.16 | 123.678 | 123.674 | 124.084 | -3776.96 | 1305678.69 |
| 2805 | 2015.05.28 14:34 | buy | 702 | 0.26 | 124.114 | 0.000 | 0.000 | ||
| 2806 | 2015.05.28 14:34 | modify | 702 | 0.26 | 124.114 | 123.874 | 0.000 | ||
| 2807 | 2015.05.28 14:34 | modify | 702 | 0.26 | 124.114 | 123.874 | 124.284 | ||
| 2808 | 2015.05.28 15:19 | t/p | 702 | 0.26 | 124.285 | 123.874 | 124.284 | 4444.45 | 1310123.14 |
| 2809 | 2015.06.01 01:55 | buy | 703 | 0.10 | 124.166 | 0.000 | 0.000 | ||
| 2810 | 2015.06.01 01:55 | modify | 703 | 0.10 | 124.166 | 123.926 | 0.000 | ||
| 2811 | 2015.06.01 01:55 | modify | 703 | 0.10 | 124.166 | 123.926 | 124.336 | ||
| 2812 | 2015.06.01 12:44 | s/l | 703 | 0.10 | 123.912 | 123.926 | 124.336 | -2540.60 | 1307582.54 |
| 2813 | 2015.06.01 21:01 | buy | 704 | 0.16 | 124.765 | 0.000 | 0.000 | ||
| 2814 | 2015.06.01 21:01 | modify | 704 | 0.16 | 124.765 | 124.525 | 0.000 | ||
| 2815 | 2015.06.01 21:01 | modify | 704 | 0.16 | 124.765 | 124.525 | 124.935 | ||
| 2816 | 2015.06.01 23:38 | close | 704 | 0.16 | 124.918 | 124.525 | 124.935 | 2447.04 | 1310029.58 |
| 2817 | 2015.06.02 02:39 | buy | 705 | 0.10 | 124.737 | 0.000 | 0.000 | ||
| 2818 | 2015.06.02 02:39 | modify | 705 | 0.10 | 124.737 | 124.497 | 0.000 | ||
| 2819 | 2015.06.02 02:39 | modify | 705 | 0.10 | 124.737 | 124.497 | 124.907 | ||
| 2820 | 2015.06.02 06:54 | s/l | 705 | 0.10 | 124.504 | 124.497 | 124.907 | -2330.60 | 1307698.98 |
| 2821 | 2015.06.03 18:57 | buy | 706 | 0.16 | 124.343 | 0.000 | 0.000 | ||
| 2822 | 2015.06.03 18:57 | modify | 706 | 0.16 | 124.343 | 124.103 | 0.000 | ||
| 2823 | 2015.06.03 18:57 | modify | 706 | 0.16 | 124.343 | 124.103 | 124.513 | ||
| 2824 | 2015.06.04 01:34 | close | 706 | 0.16 | 124.476 | 124.103 | 124.513 | 2583.93 | 1310282.90 |
| 2825 | 2015.06.04 05:09 | buy | 707 | 0.10 | 124.434 | 0.000 | 0.000 | ||
| 2826 | 2015.06.04 05:09 | modify | 707 | 0.10 | 124.434 | 124.194 | 0.000 | ||
| 2827 | 2015.06.04 05:09 | modify | 707 | 0.10 | 124.434 | 124.194 | 124.604 | ||
| 2828 | 2015.06.04 06:40 | s/l | 707 | 0.10 | 124.189 | 124.194 | 124.604 | -2450.60 | 1307832.30 |
| 2829 | 2015.06.04 16:41 | buy | 708 | 0.16 | 124.489 | 0.000 | 0.000 | ||
| 2830 | 2015.06.04 16:41 | modify | 708 | 0.16 | 124.489 | 124.249 | 0.000 | ||
| 2831 | 2015.06.04 16:41 | modify | 708 | 0.16 | 124.489 | 124.249 | 124.659 | ||
| 2832 | 2015.06.04 18:43 | s/l | 708 | 0.16 | 124.238 | 124.249 | 124.659 | -4016.96 | 1303815.34 |
| 2833 | 2015.06.05 11:32 | buy | 709 | 0.26 | 124.670 | 0.000 | 0.000 | ||
| 2834 | 2015.06.05 11:32 | modify | 709 | 0.26 | 124.670 | 124.430 | 0.000 | ||
| 2835 | 2015.06.05 11:32 | modify | 709 | 0.26 | 124.670 | 124.430 | 124.840 | ||
| 2836 | 2015.06.05 12:30 | t/p | 709 | 0.26 | 125.134 | 124.430 | 124.840 | 12062.45 | 1315877.79 |
| 2837 | 2015.06.05 20:27 | buy | 710 | 0.10 | 125.585 | 0.000 | 0.000 | ||
| 2838 | 2015.06.05 20:27 | modify | 710 | 0.10 | 125.585 | 125.345 | 0.000 | ||
| 2839 | 2015.06.05 20:27 | modify | 710 | 0.10 | 125.585 | 125.345 | 125.755 | ||
| 2840 | 2015.06.08 01:37 | s/l | 710 | 0.10 | 125.353 | 125.345 | 125.755 | -2225.42 | 1313652.38 |
| 2841 | 2015.06.11 12:37 | buy | 711 | 0.16 | 123.607 | 0.000 | 0.000 | ||
| 2842 | 2015.06.11 12:37 | modify | 711 | 0.16 | 123.607 | 123.367 | 0.000 | ||
| 2843 | 2015.06.11 12:37 | modify | 711 | 0.16 | 123.607 | 123.367 | 123.777 | ||
| 2844 | 2015.06.11 12:46 | s/l | 711 | 0.16 | 123.373 | 123.367 | 123.777 | -3744.96 | 1309907.42 |
| 2845 | 2015.06.11 12:50 | buy | 712 | 0.26 | 123.481 | 0.000 | 0.000 | ||
| 2846 | 2015.06.11 12:50 | modify | 712 | 0.26 | 123.481 | 123.241 | 0.000 | ||
| 2847 | 2015.06.11 12:50 | modify | 712 | 0.26 | 123.481 | 123.241 | 123.651 | ||
| 2848 | 2015.06.11 13:13 | t/p | 712 | 0.26 | 123.650 | 123.241 | 123.651 | 4392.45 | 1314299.87 |
| 2849 | 2015.06.11 17:26 | buy | 713 | 0.10 | 123.578 | 0.000 | 0.000 | ||
| 2850 | 2015.06.11 17:26 | modify | 713 | 0.10 | 123.578 | 123.338 | 0.000 | ||