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 |
| 2851 | 2015.06.11 17:26 | modify | 713 | 0.10 | 123.578 | 123.338 | 123.748 | ||
| 2852 | 2015.06.11 20:01 | s/l | 713 | 0.10 | 123.342 | 123.338 | 123.748 | -2360.60 | 1311939.27 |
| 2853 | 2015.06.12 11:30 | buy | 714 | 0.16 | 123.685 | 0.000 | 0.000 | ||
| 2854 | 2015.06.12 11:30 | modify | 714 | 0.16 | 123.685 | 123.445 | 0.000 | ||
| 2855 | 2015.06.12 11:30 | modify | 714 | 0.16 | 123.685 | 123.445 | 123.855 | ||
| 2856 | 2015.06.12 14:30 | s/l | 714 | 0.16 | 123.435 | 123.445 | 123.855 | -4000.96 | 1307938.31 |
| 2857 | 2015.06.17 07:03 | buy | 715 | 0.26 | 123.513 | 0.000 | 0.000 | ||
| 2858 | 2015.06.17 07:03 | modify | 715 | 0.26 | 123.513 | 123.273 | 0.000 | ||
| 2859 | 2015.06.17 07:03 | modify | 715 | 0.26 | 123.513 | 123.273 | 123.683 | ||
| 2860 | 2015.06.17 07:31 | t/p | 715 | 0.26 | 123.691 | 123.273 | 123.683 | 4626.45 | 1312564.76 |
| 2861 | 2015.06.17 18:02 | buy | 716 | 0.10 | 124.064 | 0.000 | 0.000 | ||
| 2862 | 2015.06.17 18:02 | modify | 716 | 0.10 | 124.064 | 123.824 | 0.000 | ||
| 2863 | 2015.06.17 18:02 | modify | 716 | 0.10 | 124.064 | 123.824 | 124.234 | ||
| 2864 | 2015.06.17 18:04 | s/l | 716 | 0.10 | 123.828 | 123.824 | 124.234 | -2360.60 | 1310204.16 |
| 2865 | 2015.06.22 12:18 | buy | 717 | 0.16 | 123.188 | 0.000 | 0.000 | ||
| 2866 | 2015.06.22 12:18 | modify | 717 | 0.16 | 123.188 | 122.948 | 0.000 | ||
| 2867 | 2015.06.22 12:18 | modify | 717 | 0.16 | 123.188 | 122.948 | 123.358 | ||
| 2868 | 2015.06.22 16:06 | t/p | 717 | 0.16 | 123.365 | 122.948 | 123.358 | 2831.04 | 1313035.20 |
| 2869 | 2015.06.22 19:47 | buy | 718 | 0.10 | 123.347 | 0.000 | 0.000 | ||
| 2870 | 2015.06.22 19:47 | modify | 718 | 0.10 | 123.347 | 123.107 | 0.000 | ||
| 2871 | 2015.06.22 19:47 | modify | 718 | 0.10 | 123.347 | 123.107 | 123.517 | ||
| 2872 | 2015.06.23 01:23 | t/p | 718 | 0.10 | 123.519 | 123.107 | 123.517 | 1814.58 | 1314849.78 |
| 2873 | 2015.06.23 05:58 | buy | 719 | 0.10 | 123.664 | 0.000 | 0.000 | ||
| 2874 | 2015.06.23 05:58 | modify | 719 | 0.10 | 123.664 | 123.424 | 0.000 | ||
| 2875 | 2015.06.23 05:58 | modify | 719 | 0.10 | 123.664 | 123.424 | 123.834 | ||
| 2876 | 2015.06.23 11:50 | close | 719 | 0.10 | 123.788 | 123.424 | 123.834 | 1239.40 | 1316089.18 |
| 2877 | 2015.06.23 14:24 | buy | 720 | 0.10 | 123.892 | 0.000 | 0.000 | ||
| 2878 | 2015.06.23 14:24 | modify | 720 | 0.10 | 123.892 | 123.652 | 0.000 | ||
| 2879 | 2015.06.23 14:24 | modify | 720 | 0.10 | 123.892 | 123.652 | 124.062 | ||
| 2880 | 2015.06.23 15:34 | s/l | 720 | 0.10 | 123.660 | 123.652 | 124.062 | -2320.60 | 1313768.58 |
| 2881 | 2015.06.23 20:50 | buy | 721 | 0.16 | 123.882 | 0.000 | 0.000 | ||
| 2882 | 2015.06.23 20:50 | modify | 721 | 0.16 | 123.882 | 123.642 | 0.000 | ||
| 2883 | 2015.06.23 20:50 | modify | 721 | 0.16 | 123.882 | 123.642 | 124.052 | ||
| 2884 | 2015.06.24 04:37 | close | 721 | 0.16 | 123.991 | 123.642 | 124.052 | 1895.34 | 1315663.92 |
| 2885 | 2015.06.24 16:28 | buy | 722 | 0.10 | 124.162 | 0.000 | 0.000 | ||
| 2886 | 2015.06.24 16:28 | modify | 722 | 0.10 | 124.162 | 123.922 | 0.000 | ||
| 2887 | 2015.06.24 16:28 | modify | 722 | 0.10 | 124.162 | 123.922 | 124.332 | ||
| 2888 | 2015.06.24 17:28 | s/l | 722 | 0.10 | 123.913 | 123.922 | 124.332 | -2490.60 | 1313173.32 |
| 2889 | 2015.06.26 16:48 | buy | 723 | 0.16 | 123.879 | 0.000 | 0.000 | ||
| 2890 | 2015.06.26 16:48 | modify | 723 | 0.16 | 123.879 | 123.639 | 0.000 | ||
| 2891 | 2015.06.26 16:48 | modify | 723 | 0.16 | 123.879 | 123.639 | 124.049 | ||
| 2892 | 2015.06.28 21:00 | s/l | 723 | 0.16 | 122.676 | 123.639 | 124.049 | -19248.96 | 1293924.36 |
| 2893 | 2015.07.01 02:59 | buy | 724 | 0.26 | 122.475 | 0.000 | 0.000 | ||
| 2894 | 2015.07.01 02:59 | modify | 724 | 0.26 | 122.475 | 122.235 | 0.000 | ||
| 2895 | 2015.07.01 02:59 | modify | 724 | 0.26 | 122.475 | 122.235 | 122.645 | ||
| 2896 | 2015.07.01 05:39 | t/p | 724 | 0.26 | 122.643 | 122.235 | 122.645 | 4366.45 | 1298290.81 |
| 2897 | 2015.07.01 08:01 | buy | 725 | 0.10 | 122.597 | 0.000 | 0.000 | ||
| 2898 | 2015.07.01 08:01 | modify | 725 | 0.10 | 122.597 | 122.357 | 0.000 | ||
| 2899 | 2015.07.01 08:01 | modify | 725 | 0.10 | 122.597 | 122.357 | 122.767 | ||
| 2900 | 2015.07.01 08:58 | t/p | 725 | 0.10 | 122.763 | 122.357 | 122.767 | 1659.40 | 1299950.21 |
| 2901 | 2015.07.01 14:32 | buy | 726 | 0.10 | 122.991 | 0.000 | 0.000 | ||
| 2902 | 2015.07.01 14:32 | modify | 726 | 0.10 | 122.991 | 122.751 | 0.000 | ||
| 2903 | 2015.07.01 14:32 | modify | 726 | 0.10 | 122.991 | 122.751 | 123.161 | ||
| 2904 | 2015.07.01 17:37 | t/p | 726 | 0.10 | 123.164 | 122.751 | 123.161 | 1729.40 | 1301679.61 |
| 2905 | 2015.07.01 20:25 | buy | 727 | 0.10 | 123.135 | 0.000 | 0.000 | ||
| 2906 | 2015.07.01 20:25 | modify | 727 | 0.10 | 123.135 | 122.895 | 0.000 | ||
| 2907 | 2015.07.01 20:25 | modify | 727 | 0.10 | 123.135 | 122.895 | 123.305 | ||
| 2908 | 2015.07.01 22:49 | close | 727 | 0.10 | 123.235 | 122.895 | 123.305 | 999.40 | 1302679.01 |
| 2909 | 2015.07.02 03:12 | buy | 728 | 0.10 | 123.323 | 0.000 | 0.000 | ||
| 2910 | 2015.07.02 03:12 | modify | 728 | 0.10 | 123.323 | 123.083 | 0.000 | ||
| 2911 | 2015.07.02 03:12 | modify | 728 | 0.10 | 123.323 | 123.083 | 123.493 | ||
| 2912 | 2015.07.02 07:36 | t/p | 728 | 0.10 | 123.492 | 123.083 | 123.493 | 1689.40 | 1304368.41 |
| 2913 | 2015.07.02 09:36 | buy | 729 | 0.10 | 123.470 | 0.000 | 0.000 | ||
| 2914 | 2015.07.02 09:36 | modify | 729 | 0.10 | 123.470 | 123.230 | 0.000 | ||
| 2915 | 2015.07.02 09:36 | modify | 729 | 0.10 | 123.470 | 123.230 | 123.640 | ||
| 2916 | 2015.07.02 12:04 | close | 729 | 0.10 | 123.605 | 123.230 | 123.640 | 1349.40 | 1305717.81 |
| 2917 | 2015.07.06 12:32 | buy | 730 | 0.10 | 122.682 | 0.000 | 0.000 | ||
| 2918 | 2015.07.06 12:32 | modify | 730 | 0.10 | 122.682 | 122.442 | 0.000 | ||
| 2919 | 2015.07.06 12:32 | modify | 730 | 0.10 | 122.682 | 122.442 | 122.852 | ||
| 2920 | 2015.07.06 14:31 | t/p | 730 | 0.10 | 122.855 | 122.442 | 122.852 | 1729.40 | 1307447.21 |
| 2921 | 2015.07.07 02:16 | buy | 731 | 0.10 | 122.658 | 0.000 | 0.000 | ||
| 2922 | 2015.07.07 02:16 | modify | 731 | 0.10 | 122.658 | 122.418 | 0.000 | ||
| 2923 | 2015.07.07 02:16 | modify | 731 | 0.10 | 122.658 | 122.418 | 122.828 | ||
| 2924 | 2015.07.07 08:18 | t/p | 731 | 0.10 | 122.839 | 122.418 | 122.828 | 1809.40 | 1309256.61 |
| 2925 | 2015.07.09 06:40 | buy | 732 | 0.10 | 121.339 | 0.000 | 0.000 | ||
| 2926 | 2015.07.09 06:40 | modify | 732 | 0.10 | 121.339 | 121.099 | 0.000 | ||
| 2927 | 2015.07.09 06:40 | modify | 732 | 0.10 | 121.339 | 121.099 | 121.509 | ||
| 2928 | 2015.07.09 11:05 | t/p | 732 | 0.10 | 121.502 | 121.099 | 121.509 | 1629.40 | 1310886.01 |
| 2929 | 2015.07.09 12:31 | buy | 733 | 0.10 | 121.382 | 0.000 | 0.000 | ||
| 2930 | 2015.07.09 12:31 | modify | 733 | 0.10 | 121.382 | 121.142 | 0.000 | ||
| 2931 | 2015.07.09 12:31 | modify | 733 | 0.10 | 121.382 | 121.142 | 121.552 | ||
| 2932 | 2015.07.09 22:00 | close | 733 | 0.10 | 121.518 | 121.142 | 121.552 | 1359.40 | 1312245.41 |
| 2933 | 2015.07.14 01:32 | buy | 734 | 0.10 | 123.582 | 0.000 | 0.000 | ||
| 2934 | 2015.07.14 01:32 | modify | 734 | 0.10 | 123.582 | 123.342 | 0.000 | ||
| 2935 | 2015.07.14 01:32 | modify | 734 | 0.10 | 123.582 | 123.342 | 123.752 | ||
| 2936 | 2015.07.14 05:24 | s/l | 734 | 0.10 | 123.325 | 123.342 | 123.752 | -2570.60 | 1309674.81 |
| 2937 | 2015.07.15 11:03 | buy | 735 | 0.16 | 123.537 | 0.000 | 0.000 | ||
| 2938 | 2015.07.15 11:03 | modify | 735 | 0.16 | 123.537 | 123.297 | 0.000 | ||
| 2939 | 2015.07.15 11:03 | modify | 735 | 0.16 | 123.537 | 123.297 | 123.707 | ||
| 2940 | 2015.07.15 12:32 | t/p | 735 | 0.16 | 123.714 | 123.297 | 123.707 | 2831.04 | 1312505.85 |
| 2941 | 2015.07.15 16:31 | buy | 736 | 0.10 | 123.831 | 0.000 | 0.000 | ||
| 2942 | 2015.07.15 16:31 | modify | 736 | 0.10 | 123.831 | 123.591 | 0.000 | ||
| 2943 | 2015.07.15 16:31 | modify | 736 | 0.10 | 123.831 | 123.591 | 124.001 | ||
| 2944 | 2015.07.15 22:52 | close | 736 | 0.10 | 123.901 | 123.591 | 124.001 | 699.40 | 1313205.25 |
| 2945 | 2015.07.16 00:29 | buy | 737 | 0.10 | 123.841 | 0.000 | 0.000 | ||
| 2946 | 2015.07.16 00:29 | modify | 737 | 0.10 | 123.841 | 123.601 | 0.000 | ||
| 2947 | 2015.07.16 00:29 | modify | 737 | 0.10 | 123.841 | 123.601 | 124.011 | ||
| 2948 | 2015.07.16 10:17 | t/p | 737 | 0.10 | 124.019 | 123.601 | 124.011 | 1779.40 | 1314984.65 |
| 2949 | 2015.07.16 13:12 | buy | 738 | 0.10 | 124.040 | 0.000 | 0.000 | ||
| 2950 | 2015.07.16 13:12 | modify | 738 | 0.10 | 124.040 | 123.800 | 0.000 | ||
| 2951 | 2015.07.16 13:12 | modify | 738 | 0.10 | 124.040 | 123.800 | 124.210 | ||
| 2952 | 2015.07.17 00:45 | t/p | 738 | 0.10 | 124.205 | 123.800 | 124.210 | 1744.58 | 1316729.23 |
| 2953 | 2015.07.17 01:47 | buy | 739 | 0.10 | 124.154 | 0.000 | 0.000 | ||
| 2954 | 2015.07.17 01:47 | modify | 739 | 0.10 | 124.154 | 123.914 | 0.000 | ||
| 2955 | 2015.07.17 01:47 | modify | 739 | 0.10 | 124.154 | 123.914 | 124.324 | ||
| 2956 | 2015.07.19 22:00 | close | 739 | 0.10 | 124.140 | 123.914 | 124.324 | -140.60 | 1316588.63 |
| 2957 | 2015.07.22 17:15 | buy | 740 | 0.16 | 124.031 | 0.000 | 0.000 | ||
| 2958 | 2015.07.22 17:15 | modify | 740 | 0.16 | 124.031 | 123.791 | 0.000 | ||
| 2959 | 2015.07.22 17:15 | modify | 740 | 0.16 | 124.031 | 123.791 | 124.201 | ||
| 2960 | 2015.07.22 23:30 | close | 740 | 0.16 | 124.027 | 123.791 | 124.201 | -64.96 | 1316523.67 |
| 2961 | 2015.07.23 01:18 | buy | 741 | 0.26 | 124.009 | 0.000 | 0.000 | ||
| 2962 | 2015.07.23 01:18 | modify | 741 | 0.26 | 124.009 | 123.769 | 0.000 | ||
| 2963 | 2015.07.23 01:18 | modify | 741 | 0.26 | 124.009 | 123.769 | 124.179 | ||
| 2964 | 2015.07.23 07:30 | s/l | 741 | 0.26 | 123.768 | 123.769 | 124.179 | -6267.55 | 1310256.12 |
| 2965 | 2015.07.28 06:33 | buy | 742 | 0.42 | 123.493 | 0.000 | 0.000 | ||
| 2966 | 2015.07.28 06:33 | modify | 742 | 0.42 | 123.493 | 123.253 | 0.000 | ||
| 2967 | 2015.07.28 06:33 | modify | 742 | 0.42 | 123.493 | 123.253 | 123.663 | ||
| 2968 | 2015.07.28 07:02 | t/p | 742 | 0.42 | 123.663 | 123.253 | 123.663 | 7137.49 | 1317393.61 |
| 2969 | 2015.07.28 13:15 | buy | 743 | 0.10 | 123.703 | 0.000 | 0.000 | ||
| 2970 | 2015.07.28 13:15 | modify | 743 | 0.10 | 123.703 | 123.463 | 0.000 | ||
| 2971 | 2015.07.28 13:15 | modify | 743 | 0.10 | 123.703 | 123.463 | 123.873 | ||
| 2972 | 2015.07.29 01:30 | s/l | 743 | 0.10 | 123.464 | 123.463 | 123.873 | -2295.42 | 1315098.19 |
| 2973 | 2015.07.29 09:03 | buy | 744 | 0.16 | 123.603 | 0.000 | 0.000 | ||
| 2974 | 2015.07.29 09:03 | modify | 744 | 0.16 | 123.603 | 123.363 | 0.000 | ||
| 2975 | 2015.07.29 09:03 | modify | 744 | 0.16 | 123.603 | 123.363 | 123.773 | ||
| 2976 | 2015.07.29 14:38 | t/p | 744 | 0.16 | 123.764 | 123.363 | 123.773 | 2575.04 | 1317673.23 |
| 2977 | 2015.07.29 17:01 | buy | 745 | 0.10 | 123.805 | 0.000 | 0.000 | ||
| 2978 | 2015.07.29 17:01 | modify | 745 | 0.10 | 123.805 | 123.565 | 0.000 | ||
| 2979 | 2015.07.29 17:01 | modify | 745 | 0.10 | 123.805 | 123.565 | 123.975 | ||
| 2980 | 2015.07.29 18:00 | s/l | 745 | 0.10 | 123.573 | 123.565 | 123.975 | -2320.60 | 1315352.63 |
| 2981 | 2015.07.29 22:45 | buy | 746 | 0.16 | 123.918 | 0.000 | 0.000 | ||
| 2982 | 2015.07.29 22:45 | modify | 746 | 0.16 | 123.918 | 123.678 | 0.000 | ||
| 2983 | 2015.07.29 22:45 | modify | 746 | 0.16 | 123.918 | 123.678 | 124.088 | ||
| 2984 | 2015.07.30 00:09 | close | 746 | 0.16 | 124.042 | 123.678 | 124.088 | 2439.93 | 1317792.56 |
| 2985 | 2015.07.30 04:46 | buy | 747 | 0.10 | 124.094 | 0.000 | 0.000 | ||
| 2986 | 2015.07.30 04:46 | modify | 747 | 0.10 | 124.094 | 123.854 | 0.000 | ||
| 2987 | 2015.07.30 04:46 | modify | 747 | 0.10 | 124.094 | 123.854 | 124.264 | ||
| 2988 | 2015.07.30 06:25 | close | 747 | 0.10 | 124.222 | 123.854 | 124.264 | 1279.40 | 1319071.96 |
| 2989 | 2015.07.30 12:45 | buy | 748 | 0.10 | 124.297 | 0.000 | 0.000 | ||
| 2990 | 2015.07.30 12:45 | modify | 748 | 0.10 | 124.297 | 124.057 | 0.000 | ||
| 2991 | 2015.07.30 12:45 | modify | 748 | 0.10 | 124.297 | 124.057 | 124.467 | ||
| 2992 | 2015.07.30 13:30 | t/p | 748 | 0.10 | 124.465 | 124.057 | 124.467 | 1679.40 | 1320751.36 |
| 2993 | 2015.08.04 23:07 | buy | 749 | 0.10 | 124.317 | 0.000 | 0.000 | ||
| 2994 | 2015.08.04 23:07 | modify | 749 | 0.10 | 124.317 | 124.077 | 0.000 | ||
| 2995 | 2015.08.04 23:07 | modify | 749 | 0.10 | 124.317 | 124.077 | 124.487 | ||
| 2996 | 2015.08.05 01:53 | close | 749 | 0.10 | 124.449 | 124.077 | 124.487 | 1414.58 | 1322165.94 |
| 2997 | 2015.08.05 04:37 | buy | 750 | 0.10 | 124.384 | 0.000 | 0.000 | ||
| 2998 | 2015.08.05 04:37 | modify | 750 | 0.10 | 124.384 | 124.144 | 0.000 | ||
| 2999 | 2015.08.05 04:37 | modify | 750 | 0.10 | 124.384 | 124.144 | 124.554 | ||
| 3000 | 2015.08.05 12:15 | s/l | 750 | 0.10 | 124.075 | 124.144 | 124.554 | -3090.60 | 1319075.34 |