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 |
| 3451 | 2016.01.22 03:40 | modify | 863 | 0.10 | 117.697 | 117.457 | 117.867 | ||
| 3452 | 2016.01.22 04:08 | t/p | 863 | 0.10 | 117.863 | 117.457 | 117.867 | 1659.40 | 1359070.40 |
| 3453 | 2016.01.22 13:53 | buy | 864 | 0.10 | 118.115 | 0.000 | 0.000 | ||
| 3454 | 2016.01.22 13:53 | modify | 864 | 0.10 | 118.115 | 117.875 | 0.000 | ||
| 3455 | 2016.01.22 13:53 | modify | 864 | 0.10 | 118.115 | 117.875 | 118.285 | ||
| 3456 | 2016.01.22 13:56 | s/l | 864 | 0.10 | 117.883 | 117.875 | 118.285 | -2320.60 | 1356749.80 |
| 3457 | 2016.01.24 22:06 | buy | 865 | 0.16 | 118.747 | 0.000 | 0.000 | ||
| 3458 | 2016.01.24 22:06 | modify | 865 | 0.16 | 118.747 | 118.507 | 0.000 | ||
| 3459 | 2016.01.24 22:06 | modify | 865 | 0.16 | 118.747 | 118.507 | 118.917 | ||
| 3460 | 2016.01.25 00:06 | s/l | 865 | 0.16 | 118.501 | 118.507 | 118.917 | -3784.66 | 1352965.14 |
| 3461 | 2016.01.25 03:52 | buy | 866 | 0.26 | 118.676 | 0.000 | 0.000 | ||
| 3462 | 2016.01.25 03:52 | modify | 866 | 0.26 | 118.676 | 118.436 | 0.000 | ||
| 3463 | 2016.01.25 03:52 | modify | 866 | 0.26 | 118.676 | 118.436 | 118.846 | ||
| 3464 | 2016.01.25 06:36 | t/p | 866 | 0.26 | 118.850 | 118.436 | 118.846 | 4522.45 | 1357487.59 |
| 3465 | 2016.01.27 19:03 | buy | 867 | 0.10 | 118.798 | 0.000 | 0.000 | ||
| 3466 | 2016.01.27 19:03 | modify | 867 | 0.10 | 118.798 | 118.558 | 0.000 | ||
| 3467 | 2016.01.27 19:03 | modify | 867 | 0.10 | 118.798 | 118.558 | 118.968 | ||
| 3468 | 2016.01.27 20:03 | s/l | 867 | 0.10 | 118.544 | 118.558 | 118.968 | -2540.60 | 1354946.99 |
| 3469 | 2016.02.01 00:31 | buy | 868 | 0.16 | 121.224 | 0.000 | 0.000 | ||
| 3470 | 2016.02.01 00:31 | modify | 868 | 0.16 | 121.224 | 120.984 | 0.000 | ||
| 3471 | 2016.02.01 00:31 | modify | 868 | 0.16 | 121.224 | 120.984 | 121.394 | ||
| 3472 | 2016.02.01 11:43 | t/p | 868 | 0.16 | 121.405 | 120.984 | 121.394 | 2895.04 | 1357842.03 |
| 3473 | 2016.02.08 03:36 | buy | 869 | 0.10 | 117.154 | 0.000 | 0.000 | ||
| 3474 | 2016.02.08 03:36 | modify | 869 | 0.10 | 117.154 | 116.914 | 0.000 | ||
| 3475 | 2016.02.08 03:36 | modify | 869 | 0.10 | 117.154 | 116.914 | 117.324 | ||
| 3476 | 2016.02.08 04:40 | t/p | 869 | 0.10 | 117.315 | 116.914 | 117.324 | 1609.40 | 1359451.43 |
| 3477 | 2016.02.08 07:41 | buy | 870 | 0.10 | 117.319 | 0.000 | 0.000 | ||
| 3478 | 2016.02.08 07:41 | modify | 870 | 0.10 | 117.319 | 117.079 | 0.000 | ||
| 3479 | 2016.02.08 07:41 | modify | 870 | 0.10 | 117.319 | 117.079 | 117.489 | ||
| 3480 | 2016.02.08 08:32 | s/l | 870 | 0.10 | 117.083 | 117.079 | 117.489 | -2360.60 | 1357090.83 |
| 3481 | 2016.02.12 15:02 | buy | 871 | 0.16 | 112.685 | 0.000 | 0.000 | ||
| 3482 | 2016.02.12 15:02 | modify | 871 | 0.16 | 112.685 | 112.445 | 0.000 | ||
| 3483 | 2016.02.12 15:02 | modify | 871 | 0.16 | 112.685 | 112.445 | 112.855 | ||
| 3484 | 2016.02.12 15:15 | t/p | 871 | 0.16 | 112.860 | 112.445 | 112.855 | 2799.04 | 1359889.87 |
| 3485 | 2016.02.12 19:55 | buy | 872 | 0.10 | 113.301 | 0.000 | 0.000 | ||
| 3486 | 2016.02.12 19:55 | modify | 872 | 0.10 | 113.301 | 113.061 | 0.000 | ||
| 3487 | 2016.02.12 19:55 | modify | 872 | 0.10 | 113.301 | 113.061 | 113.471 | ||
| 3488 | 2016.02.14 22:40 | t/p | 872 | 0.10 | 113.472 | 113.061 | 113.471 | 1709.40 | 1361599.27 |
| 3489 | 2016.02.15 00:21 | buy | 873 | 0.10 | 113.384 | 0.000 | 0.000 | ||
| 3490 | 2016.02.15 00:21 | modify | 873 | 0.10 | 113.384 | 113.144 | 0.000 | ||
| 3491 | 2016.02.15 00:21 | modify | 873 | 0.10 | 113.384 | 113.144 | 113.554 | ||
| 3492 | 2016.02.15 00:40 | t/p | 873 | 0.10 | 113.561 | 113.144 | 113.554 | 1769.40 | 1363368.67 |
| 3493 | 2016.02.15 00:55 | buy | 874 | 0.10 | 113.350 | 0.000 | 0.000 | ||
| 3494 | 2016.02.15 00:55 | modify | 874 | 0.10 | 113.350 | 113.110 | 0.000 | ||
| 3495 | 2016.02.15 00:55 | modify | 874 | 0.10 | 113.350 | 113.110 | 113.520 | ||
| 3496 | 2016.02.15 01:16 | t/p | 874 | 0.10 | 113.526 | 113.110 | 113.520 | 1759.40 | 1365128.07 |
| 3497 | 2016.02.15 07:40 | buy | 875 | 0.10 | 113.821 | 0.000 | 0.000 | ||
| 3498 | 2016.02.15 07:40 | modify | 875 | 0.10 | 113.821 | 113.581 | 0.000 | ||
| 3499 | 2016.02.15 07:40 | modify | 875 | 0.10 | 113.821 | 113.581 | 113.991 | ||
| 3500 | 2016.02.15 10:09 | t/p | 875 | 0.10 | 113.989 | 113.581 | 113.991 | 1679.40 | 1366807.47 |
| 3501 | 2016.02.15 18:14 | buy | 876 | 0.10 | 114.554 | 0.000 | 0.000 | ||
| 3502 | 2016.02.15 18:14 | modify | 876 | 0.10 | 114.554 | 114.314 | 0.000 | ||
| 3503 | 2016.02.15 18:14 | modify | 876 | 0.10 | 114.554 | 114.314 | 114.724 | ||
| 3504 | 2016.02.15 20:00 | t/p | 876 | 0.10 | 114.734 | 114.314 | 114.724 | 1799.40 | 1368606.87 |
| 3505 | 2016.02.15 20:48 | buy | 877 | 0.10 | 114.639 | 0.000 | 0.000 | ||
| 3506 | 2016.02.15 20:48 | modify | 877 | 0.10 | 114.639 | 114.399 | 0.000 | ||
| 3507 | 2016.02.15 20:48 | modify | 877 | 0.10 | 114.639 | 114.399 | 114.809 | ||
| 3508 | 2016.02.15 23:53 | s/l | 877 | 0.10 | 114.394 | 114.399 | 114.809 | -2450.60 | 1366156.27 |
| 3509 | 2016.02.17 01:18 | buy | 878 | 0.16 | 114.114 | 0.000 | 0.000 | ||
| 3510 | 2016.02.17 01:18 | modify | 878 | 0.16 | 114.114 | 113.874 | 0.000 | ||
| 3511 | 2016.02.17 01:18 | modify | 878 | 0.16 | 114.114 | 113.874 | 114.284 | ||
| 3512 | 2016.02.17 01:38 | s/l | 878 | 0.16 | 113.870 | 113.874 | 114.284 | -3904.96 | 1362251.31 |
| 3513 | 2016.02.17 16:57 | buy | 879 | 0.26 | 114.175 | 0.000 | 0.000 | ||
| 3514 | 2016.02.17 16:57 | modify | 879 | 0.26 | 114.175 | 113.935 | 0.000 | ||
| 3515 | 2016.02.17 16:57 | modify | 879 | 0.26 | 114.175 | 113.935 | 114.345 | ||
| 3516 | 2016.02.17 19:00 | s/l | 879 | 0.26 | 113.939 | 113.935 | 114.345 | -6137.55 | 1356113.76 |
| 3517 | 2016.02.22 04:04 | buy | 880 | 0.42 | 112.854 | 0.000 | 0.000 | ||
| 3518 | 2016.02.22 04:04 | modify | 880 | 0.42 | 112.854 | 112.614 | 0.000 | ||
| 3519 | 2016.02.22 04:04 | modify | 880 | 0.42 | 112.854 | 112.614 | 113.024 | ||
| 3520 | 2016.02.22 08:25 | t/p | 880 | 0.42 | 113.025 | 112.614 | 113.024 | 7179.49 | 1363293.25 |
| 3521 | 2016.02.24 23:01 | buy | 881 | 0.10 | 112.031 | 0.000 | 0.000 | ||
| 3522 | 2016.02.24 23:01 | modify | 881 | 0.10 | 112.031 | 111.791 | 0.000 | ||
| 3523 | 2016.02.24 23:01 | modify | 881 | 0.10 | 112.031 | 111.791 | 112.201 | ||
| 3524 | 2016.02.25 00:06 | t/p | 881 | 0.10 | 112.207 | 111.791 | 112.201 | 2044.95 | 1365338.20 |
| 3525 | 2016.02.25 06:20 | buy | 882 | 0.10 | 112.371 | 0.000 | 0.000 | ||
| 3526 | 2016.02.25 06:20 | modify | 882 | 0.10 | 112.371 | 112.131 | 0.000 | ||
| 3527 | 2016.02.25 06:20 | modify | 882 | 0.10 | 112.371 | 112.131 | 112.541 | ||
| 3528 | 2016.02.25 07:00 | s/l | 882 | 0.10 | 112.140 | 112.131 | 112.541 | -2310.60 | 1363027.60 |
| 3529 | 2016.02.25 17:48 | buy | 883 | 0.16 | 112.562 | 0.000 | 0.000 | ||
| 3530 | 2016.02.25 17:48 | modify | 883 | 0.16 | 112.562 | 112.322 | 0.000 | ||
| 3531 | 2016.02.25 17:48 | modify | 883 | 0.16 | 112.562 | 112.322 | 112.732 | ||
| 3532 | 2016.02.25 18:05 | t/p | 883 | 0.16 | 112.743 | 112.322 | 112.732 | 2895.04 | 1365922.64 |
| 3533 | 2016.02.28 22:34 | buy | 884 | 0.10 | 113.902 | 0.000 | 0.000 | ||
| 3534 | 2016.02.28 22:34 | modify | 884 | 0.10 | 113.902 | 113.662 | 0.000 | ||
| 3535 | 2016.02.28 22:34 | modify | 884 | 0.10 | 113.902 | 113.662 | 114.072 | ||
| 3536 | 2016.02.28 23:17 | s/l | 884 | 0.10 | 113.661 | 113.662 | 114.072 | -2410.60 | 1363512.04 |
| 3537 | 2016.03.01 11:43 | buy | 885 | 0.16 | 113.125 | 0.000 | 0.000 | ||
| 3538 | 2016.03.01 11:43 | modify | 885 | 0.16 | 113.125 | 112.885 | 0.000 | ||
| 3539 | 2016.03.01 11:43 | modify | 885 | 0.16 | 113.125 | 112.885 | 113.295 | ||
| 3540 | 2016.03.01 15:00 | t/p | 885 | 0.16 | 113.304 | 112.885 | 113.295 | 2863.04 | 1366375.08 |
| 3541 | 2016.03.01 20:17 | buy | 886 | 0.10 | 113.995 | 0.000 | 0.000 | ||
| 3542 | 2016.03.01 20:17 | modify | 886 | 0.10 | 113.995 | 113.755 | 0.000 | ||
| 3543 | 2016.03.01 20:17 | modify | 886 | 0.10 | 113.995 | 113.755 | 114.165 | ||
| 3544 | 2016.03.02 00:14 | s/l | 886 | 0.10 | 113.757 | 113.755 | 114.165 | -2285.42 | 1364089.67 |
| 3545 | 2016.03.02 00:16 | buy | 887 | 0.16 | 113.800 | 0.000 | 0.000 | ||
| 3546 | 2016.03.02 00:16 | modify | 887 | 0.16 | 113.800 | 113.560 | 0.000 | ||
| 3547 | 2016.03.02 00:16 | modify | 887 | 0.16 | 113.800 | 113.560 | 113.970 | ||
| 3548 | 2016.03.02 00:40 | t/p | 887 | 0.16 | 113.963 | 113.560 | 113.970 | 2607.04 | 1366696.71 |
| 3549 | 2016.03.02 03:09 | buy | 888 | 0.10 | 113.919 | 0.000 | 0.000 | ||
| 3550 | 2016.03.02 03:09 | modify | 888 | 0.10 | 113.919 | 113.679 | 0.000 | ||
| 3551 | 2016.03.02 03:09 | modify | 888 | 0.10 | 113.919 | 113.679 | 114.089 | ||
| 3552 | 2016.03.02 06:35 | t/p | 888 | 0.10 | 114.099 | 113.679 | 114.089 | 1799.40 | 1368496.11 |
| 3553 | 2016.03.02 11:20 | buy | 889 | 0.10 | 114.280 | 0.000 | 0.000 | ||
| 3554 | 2016.03.02 11:20 | modify | 889 | 0.10 | 114.280 | 114.040 | 0.000 | ||
| 3555 | 2016.03.02 11:20 | modify | 889 | 0.10 | 114.280 | 114.040 | 114.450 | ||
| 3556 | 2016.03.02 13:15 | t/p | 889 | 0.10 | 114.448 | 114.040 | 114.450 | 1679.40 | 1370175.51 |
| 3557 | 2016.03.03 07:25 | buy | 890 | 0.10 | 114.043 | 0.000 | 0.000 | ||
| 3558 | 2016.03.03 07:25 | modify | 890 | 0.10 | 114.043 | 113.803 | 0.000 | ||
| 3559 | 2016.03.03 07:25 | modify | 890 | 0.10 | 114.043 | 113.803 | 114.213 | ||
| 3560 | 2016.03.03 13:32 | s/l | 890 | 0.10 | 113.793 | 113.803 | 114.213 | -2500.60 | 1367674.91 |
| 3561 | 2016.03.04 08:50 | buy | 891 | 0.16 | 113.786 | 0.000 | 0.000 | ||
| 3562 | 2016.03.04 08:50 | modify | 891 | 0.16 | 113.786 | 113.546 | 0.000 | ||
| 3563 | 2016.03.04 08:50 | modify | 891 | 0.16 | 113.786 | 113.546 | 113.956 | ||
| 3564 | 2016.03.04 13:30 | t/p | 891 | 0.16 | 114.028 | 113.546 | 113.956 | 3871.04 | 1371545.95 |
| 3565 | 2016.03.04 19:56 | buy | 892 | 0.10 | 113.991 | 0.000 | 0.000 | ||
| 3566 | 2016.03.04 19:56 | modify | 892 | 0.10 | 113.991 | 113.751 | 0.000 | ||
| 3567 | 2016.03.04 19:56 | modify | 892 | 0.10 | 113.991 | 113.751 | 114.161 | ||
| 3568 | 2016.03.04 21:59 | s/l | 892 | 0.10 | 113.717 | 113.751 | 114.161 | -2740.60 | 1368805.35 |
| 3569 | 2016.03.09 22:36 | buy | 893 | 0.16 | 113.300 | 0.000 | 0.000 | ||
| 3570 | 2016.03.09 22:36 | modify | 893 | 0.16 | 113.300 | 113.060 | 0.000 | ||
| 3571 | 2016.03.09 22:36 | modify | 893 | 0.16 | 113.300 | 113.060 | 113.470 | ||
| 3572 | 2016.03.10 01:18 | t/p | 893 | 0.16 | 113.467 | 113.060 | 113.470 | 3127.93 | 1371933.27 |
| 3573 | 2016.03.11 05:45 | buy | 894 | 0.10 | 113.360 | 0.000 | 0.000 | ||
| 3574 | 2016.03.11 05:45 | modify | 894 | 0.10 | 113.360 | 113.120 | 0.000 | ||
| 3575 | 2016.03.11 05:45 | modify | 894 | 0.10 | 113.360 | 113.120 | 113.530 | ||
| 3576 | 2016.03.11 06:40 | t/p | 894 | 0.10 | 113.530 | 113.120 | 113.530 | 1699.40 | 1373632.67 |
| 3577 | 2016.03.11 10:56 | buy | 895 | 0.10 | 113.741 | 0.000 | 0.000 | ||
| 3578 | 2016.03.11 10:56 | modify | 895 | 0.10 | 113.741 | 113.501 | 0.000 | ||
| 3579 | 2016.03.11 10:56 | modify | 895 | 0.10 | 113.741 | 113.501 | 113.911 | ||
| 3580 | 2016.03.11 13:40 | s/l | 895 | 0.10 | 113.491 | 113.501 | 113.911 | -2500.60 | 1371132.07 |
| 3581 | 2016.03.13 22:26 | buy | 896 | 0.16 | 113.839 | 0.000 | 0.000 | ||
| 3582 | 2016.03.13 22:26 | modify | 896 | 0.16 | 113.839 | 113.599 | 0.000 | ||
| 3583 | 2016.03.13 22:26 | modify | 896 | 0.16 | 113.839 | 113.599 | 114.009 | ||
| 3584 | 2016.03.14 01:27 | close | 896 | 0.16 | 113.997 | 113.599 | 114.009 | 2679.34 | 1373811.41 |
| 3585 | 2016.03.14 03:02 | buy | 897 | 0.10 | 113.878 | 0.000 | 0.000 | ||
| 3586 | 2016.03.14 03:02 | modify | 897 | 0.10 | 113.878 | 113.638 | 0.000 | ||
| 3587 | 2016.03.14 03:02 | modify | 897 | 0.10 | 113.878 | 113.638 | 114.048 | ||
| 3588 | 2016.03.14 08:54 | s/l | 897 | 0.10 | 113.636 | 113.638 | 114.048 | -2420.60 | 1371390.81 |
| 3589 | 2016.03.16 06:21 | buy | 898 | 0.16 | 113.349 | 0.000 | 0.000 | ||
| 3590 | 2016.03.16 06:21 | modify | 898 | 0.16 | 113.349 | 113.109 | 0.000 | ||
| 3591 | 2016.03.16 06:21 | modify | 898 | 0.16 | 113.349 | 113.109 | 113.519 | ||
| 3592 | 2016.03.16 07:06 | t/p | 898 | 0.16 | 113.520 | 113.109 | 113.519 | 2735.04 | 1374125.85 |
| 3593 | 2016.03.16 11:30 | buy | 899 | 0.10 | 113.501 | 0.000 | 0.000 | ||
| 3594 | 2016.03.16 11:30 | modify | 899 | 0.10 | 113.501 | 113.261 | 0.000 | ||
| 3595 | 2016.03.16 11:30 | modify | 899 | 0.10 | 113.501 | 113.261 | 113.671 | ||
| 3596 | 2016.03.16 12:30 | t/p | 899 | 0.10 | 113.677 | 113.261 | 113.671 | 1759.40 | 1375885.25 |
| 3597 | 2016.03.16 15:51 | buy | 900 | 0.10 | 113.639 | 0.000 | 0.000 | ||
| 3598 | 2016.03.16 15:51 | modify | 900 | 0.10 | 113.639 | 113.399 | 0.000 | ||
| 3599 | 2016.03.16 15:51 | modify | 900 | 0.10 | 113.639 | 113.399 | 113.809 | ||
| 3600 | 2016.03.16 17:40 | t/p | 900 | 0.10 | 113.807 | 113.399 | 113.809 | 1679.40 | 1377564.65 |