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 |
| 3601 | 2016.03.18 20:03 | buy | 901 | 0.10 | 111.577 | 0.000 | 0.000 | ||
| 3602 | 2016.03.18 20:03 | modify | 901 | 0.10 | 111.577 | 111.337 | 0.000 | ||
| 3603 | 2016.03.18 20:03 | modify | 901 | 0.10 | 111.577 | 111.337 | 111.747 | ||
| 3604 | 2016.03.20 22:10 | s/l | 901 | 0.10 | 111.338 | 111.337 | 111.747 | -2390.60 | 1375174.05 |
| 3605 | 2016.03.21 15:50 | buy | 902 | 0.16 | 111.662 | 0.000 | 0.000 | ||
| 3606 | 2016.03.21 15:50 | modify | 902 | 0.16 | 111.662 | 111.422 | 0.000 | ||
| 3607 | 2016.03.21 15:50 | modify | 902 | 0.16 | 111.662 | 111.422 | 111.832 | ||
| 3608 | 2016.03.21 17:19 | t/p | 902 | 0.16 | 111.838 | 111.422 | 111.832 | 2815.04 | 1377989.09 |
| 3609 | 2016.03.22 00:52 | buy | 903 | 0.10 | 111.992 | 0.000 | 0.000 | ||
| 3610 | 2016.03.22 00:52 | modify | 903 | 0.10 | 111.992 | 111.752 | 0.000 | ||
| 3611 | 2016.03.22 00:52 | modify | 903 | 0.10 | 111.992 | 111.752 | 112.162 | ||
| 3612 | 2016.03.22 02:13 | t/p | 903 | 0.10 | 112.156 | 111.752 | 112.162 | 1639.40 | 1379628.49 |
| 3613 | 2016.03.22 03:11 | buy | 904 | 0.10 | 111.969 | 0.000 | 0.000 | ||
| 3614 | 2016.03.22 03:11 | modify | 904 | 0.10 | 111.969 | 111.729 | 0.000 | ||
| 3615 | 2016.03.22 03:11 | modify | 904 | 0.10 | 111.969 | 111.729 | 112.139 | ||
| 3616 | 2016.03.22 06:07 | t/p | 904 | 0.10 | 112.150 | 111.729 | 112.139 | 1809.40 | 1381437.89 |
| 3617 | 2016.03.22 22:57 | buy | 905 | 0.10 | 112.321 | 0.000 | 0.000 | ||
| 3618 | 2016.03.22 22:57 | modify | 905 | 0.10 | 112.321 | 112.081 | 0.000 | ||
| 3619 | 2016.03.22 22:57 | modify | 905 | 0.10 | 112.321 | 112.081 | 112.491 | ||
| 3620 | 2016.03.23 04:36 | close | 905 | 0.10 | 112.466 | 112.081 | 112.491 | 1544.58 | 1382982.47 |
| 3621 | 2016.03.23 06:11 | buy | 906 | 0.10 | 112.332 | 0.000 | 0.000 | ||
| 3622 | 2016.03.23 06:11 | modify | 906 | 0.10 | 112.332 | 112.092 | 0.000 | ||
| 3623 | 2016.03.23 06:11 | modify | 906 | 0.10 | 112.332 | 112.092 | 112.502 | ||
| 3624 | 2016.03.23 08:07 | t/p | 906 | 0.10 | 112.497 | 112.092 | 112.502 | 1649.40 | 1384631.87 |
| 3625 | 2016.03.23 11:41 | buy | 907 | 0.10 | 112.596 | 0.000 | 0.000 | ||
| 3626 | 2016.03.23 11:41 | modify | 907 | 0.10 | 112.596 | 112.356 | 0.000 | ||
| 3627 | 2016.03.23 11:41 | modify | 907 | 0.10 | 112.596 | 112.356 | 112.766 | ||
| 3628 | 2016.03.23 12:27 | t/p | 907 | 0.10 | 112.765 | 112.356 | 112.766 | 1689.40 | 1386321.27 |
| 3629 | 2016.03.23 15:00 | buy | 908 | 0.10 | 112.656 | 0.000 | 0.000 | ||
| 3630 | 2016.03.23 15:00 | modify | 908 | 0.10 | 112.656 | 112.416 | 0.000 | ||
| 3631 | 2016.03.23 15:00 | modify | 908 | 0.10 | 112.656 | 112.416 | 112.826 | ||
| 3632 | 2016.03.23 18:41 | s/l | 908 | 0.10 | 112.421 | 112.416 | 112.826 | -2350.60 | 1383970.67 |
| 3633 | 2016.03.24 03:51 | buy | 909 | 0.16 | 112.677 | 0.000 | 0.000 | ||
| 3634 | 2016.03.24 03:51 | modify | 909 | 0.16 | 112.677 | 112.437 | 0.000 | ||
| 3635 | 2016.03.24 03:51 | modify | 909 | 0.16 | 112.677 | 112.437 | 112.847 | ||
| 3636 | 2016.03.24 05:03 | t/p | 909 | 0.16 | 112.850 | 112.437 | 112.847 | 2767.04 | 1386737.71 |
| 3637 | 2016.03.24 09:39 | buy | 910 | 0.10 | 112.811 | 0.000 | 0.000 | ||
| 3638 | 2016.03.24 09:39 | modify | 910 | 0.10 | 112.811 | 112.571 | 0.000 | ||
| 3639 | 2016.03.24 09:39 | modify | 910 | 0.10 | 112.811 | 112.571 | 112.981 | ||
| 3640 | 2016.03.24 10:36 | s/l | 910 | 0.10 | 112.566 | 112.571 | 112.981 | -2450.60 | 1384287.11 |
| 3641 | 2016.03.24 21:42 | buy | 911 | 0.16 | 112.822 | 0.000 | 0.000 | ||
| 3642 | 2016.03.24 21:42 | modify | 911 | 0.16 | 112.822 | 112.582 | 0.000 | ||
| 3643 | 2016.03.24 21:42 | modify | 911 | 0.16 | 112.822 | 112.582 | 112.992 | ||
| 3644 | 2016.03.25 00:35 | close | 911 | 0.16 | 112.954 | 112.582 | 112.992 | 2263.34 | 1386550.45 |
| 3645 | 2016.03.25 02:25 | buy | 912 | 0.10 | 113.062 | 0.000 | 0.000 | ||
| 3646 | 2016.03.25 02:25 | modify | 912 | 0.10 | 113.062 | 112.822 | 0.000 | ||
| 3647 | 2016.03.25 02:25 | modify | 912 | 0.10 | 113.062 | 112.822 | 113.232 | ||
| 3648 | 2016.03.25 12:31 | close | 912 | 0.10 | 113.096 | 112.822 | 113.232 | 339.40 | 1386889.85 |
| 3649 | 2016.03.25 15:58 | buy | 913 | 0.10 | 113.085 | 0.000 | 0.000 | ||
| 3650 | 2016.03.25 15:58 | modify | 913 | 0.10 | 113.085 | 112.845 | 0.000 | ||
| 3651 | 2016.03.25 15:58 | modify | 913 | 0.10 | 113.085 | 112.845 | 113.255 | ||
| 3652 | 2016.03.27 21:38 | t/p | 913 | 0.10 | 113.273 | 112.845 | 113.255 | 1879.40 | 1388769.25 |
| 3653 | 2016.03.28 04:23 | buy | 914 | 0.10 | 113.583 | 0.000 | 0.000 | ||
| 3654 | 2016.03.28 04:23 | modify | 914 | 0.10 | 113.583 | 113.343 | 0.000 | ||
| 3655 | 2016.03.28 04:23 | modify | 914 | 0.10 | 113.583 | 113.343 | 113.753 | ||
| 3656 | 2016.03.28 12:38 | s/l | 914 | 0.10 | 113.338 | 113.343 | 113.753 | -2450.60 | 1386318.65 |
| 3657 | 2016.03.29 08:06 | buy | 915 | 0.16 | 113.585 | 0.000 | 0.000 | ||
| 3658 | 2016.03.29 08:06 | modify | 915 | 0.16 | 113.585 | 113.345 | 0.000 | ||
| 3659 | 2016.03.29 08:06 | modify | 915 | 0.16 | 113.585 | 113.345 | 113.755 | ||
| 3660 | 2016.03.29 09:15 | t/p | 915 | 0.16 | 113.773 | 113.345 | 113.755 | 3007.04 | 1389325.69 |
| 3661 | 2016.03.29 09:47 | buy | 916 | 0.10 | 113.612 | 0.000 | 0.000 | ||
| 3662 | 2016.03.29 09:47 | modify | 916 | 0.10 | 113.612 | 113.372 | 0.000 | ||
| 3663 | 2016.03.29 09:47 | modify | 916 | 0.10 | 113.612 | 113.372 | 113.782 | ||
| 3664 | 2016.03.29 13:37 | s/l | 916 | 0.10 | 113.375 | 113.372 | 113.782 | -2370.60 | 1386955.09 |
| 3665 | 2016.03.31 22:12 | buy | 917 | 0.16 | 112.525 | 0.000 | 0.000 | ||
| 3666 | 2016.03.31 22:12 | modify | 917 | 0.16 | 112.525 | 112.285 | 0.000 | ||
| 3667 | 2016.03.31 22:12 | modify | 917 | 0.16 | 112.525 | 112.285 | 112.695 | ||
| 3668 | 2016.04.01 00:54 | s/l | 917 | 0.16 | 112.279 | 112.285 | 112.695 | -3784.66 | 1383170.42 |
| 3669 | 2016.04.08 02:53 | buy | 918 | 0.26 | 108.592 | 0.000 | 0.000 | ||
| 3670 | 2016.04.08 02:53 | modify | 918 | 0.26 | 108.592 | 108.352 | 0.000 | ||
| 3671 | 2016.04.08 02:53 | modify | 918 | 0.26 | 108.592 | 108.352 | 108.762 | ||
| 3672 | 2016.04.08 04:17 | t/p | 918 | 0.26 | 108.774 | 108.352 | 108.762 | 4730.45 | 1387900.87 |
| 3673 | 2016.04.08 06:07 | buy | 919 | 0.10 | 108.688 | 0.000 | 0.000 | ||
| 3674 | 2016.04.08 06:07 | modify | 919 | 0.10 | 108.688 | 108.448 | 0.000 | ||
| 3675 | 2016.04.08 06:07 | modify | 919 | 0.10 | 108.688 | 108.448 | 108.858 | ||
| 3676 | 2016.04.08 07:21 | t/p | 919 | 0.10 | 108.858 | 108.448 | 108.858 | 1699.40 | 1389600.27 |
| 3677 | 2016.04.08 09:13 | buy | 920 | 0.10 | 108.774 | 0.000 | 0.000 | ||
| 3678 | 2016.04.08 09:13 | modify | 920 | 0.10 | 108.774 | 108.534 | 0.000 | ||
| 3679 | 2016.04.08 09:13 | modify | 920 | 0.10 | 108.774 | 108.534 | 108.944 | ||
| 3680 | 2016.04.08 12:15 | s/l | 920 | 0.10 | 108.529 | 108.534 | 108.944 | -2450.60 | 1387149.67 |
| 3681 | 2016.04.12 07:13 | buy | 921 | 0.16 | 108.223 | 0.000 | 0.000 | ||
| 3682 | 2016.04.12 07:13 | modify | 921 | 0.16 | 108.223 | 107.983 | 0.000 | ||
| 3683 | 2016.04.12 07:13 | modify | 921 | 0.16 | 108.223 | 107.983 | 108.393 | ||
| 3684 | 2016.04.12 10:16 | t/p | 921 | 0.16 | 108.402 | 107.983 | 108.393 | 2863.04 | 1390012.71 |
| 3685 | 2016.04.12 18:03 | buy | 922 | 0.10 | 108.582 | 0.000 | 0.000 | ||
| 3686 | 2016.04.12 18:03 | modify | 922 | 0.10 | 108.582 | 108.342 | 0.000 | ||
| 3687 | 2016.04.12 18:03 | modify | 922 | 0.10 | 108.582 | 108.342 | 108.752 | ||
| 3688 | 2016.04.13 01:21 | t/p | 922 | 0.10 | 108.749 | 108.342 | 108.752 | 1764.58 | 1391777.30 |
| 3689 | 2016.04.13 05:52 | buy | 923 | 0.10 | 108.872 | 0.000 | 0.000 | ||
| 3690 | 2016.04.13 05:52 | modify | 923 | 0.10 | 108.872 | 108.632 | 0.000 | ||
| 3691 | 2016.04.13 05:52 | modify | 923 | 0.10 | 108.872 | 108.632 | 109.042 | ||
| 3692 | 2016.04.13 06:38 | t/p | 923 | 0.10 | 109.043 | 108.632 | 109.042 | 1709.40 | 1393486.70 |
| 3693 | 2016.04.13 07:01 | buy | 924 | 0.10 | 108.844 | 0.000 | 0.000 | ||
| 3694 | 2016.04.13 07:01 | modify | 924 | 0.10 | 108.844 | 108.604 | 0.000 | ||
| 3695 | 2016.04.13 07:01 | modify | 924 | 0.10 | 108.844 | 108.604 | 109.014 | ||
| 3696 | 2016.04.13 08:16 | t/p | 924 | 0.10 | 109.018 | 108.604 | 109.014 | 1739.40 | 1395226.10 |
| 3697 | 2016.04.13 12:31 | buy | 925 | 0.10 | 109.152 | 0.000 | 0.000 | ||
| 3698 | 2016.04.13 12:31 | modify | 925 | 0.10 | 109.152 | 108.912 | 0.000 | ||
| 3699 | 2016.04.13 12:31 | modify | 925 | 0.10 | 109.152 | 108.912 | 109.322 | ||
| 3700 | 2016.04.13 14:57 | t/p | 925 | 0.10 | 109.318 | 108.912 | 109.322 | 1659.40 | 1396885.50 |
| 3701 | 2016.04.13 22:09 | buy | 926 | 0.10 | 109.265 | 0.000 | 0.000 | ||
| 3702 | 2016.04.13 22:09 | modify | 926 | 0.10 | 109.265 | 109.025 | 0.000 | ||
| 3703 | 2016.04.13 22:09 | modify | 926 | 0.10 | 109.265 | 109.025 | 109.435 | ||
| 3704 | 2016.04.13 23:10 | close | 926 | 0.10 | 109.409 | 109.025 | 109.435 | 1439.40 | 1398324.90 |
| 3705 | 2016.04.14 02:03 | buy | 927 | 0.10 | 109.360 | 0.000 | 0.000 | ||
| 3706 | 2016.04.14 02:03 | modify | 927 | 0.10 | 109.360 | 109.120 | 0.000 | ||
| 3707 | 2016.04.14 02:03 | modify | 927 | 0.10 | 109.360 | 109.120 | 109.530 | ||
| 3708 | 2016.04.14 08:41 | s/l | 927 | 0.10 | 109.108 | 109.120 | 109.530 | -2520.60 | 1395804.30 |
| 3709 | 2016.04.14 22:45 | buy | 928 | 0.16 | 109.355 | 0.000 | 0.000 | ||
| 3710 | 2016.04.14 22:45 | modify | 928 | 0.16 | 109.355 | 109.115 | 0.000 | ||
| 3711 | 2016.04.14 22:45 | modify | 928 | 0.16 | 109.355 | 109.115 | 109.525 | ||
| 3712 | 2016.04.15 00:16 | t/p | 928 | 0.16 | 109.531 | 109.115 | 109.525 | 2967.34 | 1398771.63 |
| 3713 | 2016.04.15 03:58 | buy | 929 | 0.10 | 109.620 | 0.000 | 0.000 | ||
| 3714 | 2016.04.15 03:58 | modify | 929 | 0.10 | 109.620 | 109.380 | 0.000 | ||
| 3715 | 2016.04.15 03:58 | modify | 929 | 0.10 | 109.620 | 109.380 | 109.790 | ||
| 3716 | 2016.04.15 06:33 | s/l | 929 | 0.10 | 109.376 | 109.380 | 109.790 | -2440.60 | 1396331.03 |
| 3717 | 2016.04.19 01:53 | buy | 930 | 0.16 | 109.030 | 0.000 | 0.000 | ||
| 3718 | 2016.04.19 01:53 | modify | 930 | 0.16 | 109.030 | 108.790 | 0.000 | ||
| 3719 | 2016.04.19 01:53 | modify | 930 | 0.16 | 109.030 | 108.790 | 109.200 | ||
| 3720 | 2016.04.19 07:09 | s/l | 930 | 0.16 | 108.784 | 108.790 | 109.200 | -3936.96 | 1392394.07 |
| 3721 | 2016.04.19 12:33 | buy | 931 | 0.26 | 109.309 | 0.000 | 0.000 | ||
| 3722 | 2016.04.19 12:33 | modify | 931 | 0.26 | 109.309 | 109.069 | 0.000 | ||
| 3723 | 2016.04.19 12:33 | modify | 931 | 0.26 | 109.309 | 109.069 | 109.479 | ||
| 3724 | 2016.04.19 16:22 | s/l | 931 | 0.26 | 109.072 | 109.069 | 109.479 | -6163.55 | 1386230.52 |
| 3725 | 2016.04.20 12:20 | buy | 932 | 0.42 | 109.135 | 0.000 | 0.000 | ||
| 3726 | 2016.04.20 12:20 | modify | 932 | 0.42 | 109.135 | 108.895 | 0.000 | ||
| 3727 | 2016.04.20 12:20 | modify | 932 | 0.42 | 109.135 | 108.895 | 109.305 | ||
| 3728 | 2016.04.20 12:57 | t/p | 932 | 0.42 | 109.296 | 108.895 | 109.305 | 6759.49 | 1392990.01 |
| 3729 | 2016.04.20 21:52 | buy | 933 | 0.10 | 109.769 | 0.000 | 0.000 | ||
| 3730 | 2016.04.20 21:52 | modify | 933 | 0.10 | 109.769 | 109.529 | 0.000 | ||
| 3731 | 2016.04.20 21:52 | modify | 933 | 0.10 | 109.769 | 109.529 | 109.939 | ||
| 3732 | 2016.04.21 07:16 | s/l | 933 | 0.10 | 109.530 | 109.529 | 109.939 | -2105.05 | 1390884.96 |
| 3733 | 2016.04.22 08:46 | buy | 934 | 0.16 | 110.392 | 0.000 | 0.000 | ||
| 3734 | 2016.04.22 08:46 | modify | 934 | 0.16 | 110.392 | 110.152 | 0.000 | ||
| 3735 | 2016.04.22 08:46 | modify | 934 | 0.16 | 110.392 | 110.152 | 110.562 | ||
| 3736 | 2016.04.22 10:00 | t/p | 934 | 0.16 | 110.567 | 110.152 | 110.562 | 2799.04 | 1393684.00 |
| 3737 | 2016.04.22 19:12 | buy | 935 | 0.10 | 111.632 | 0.000 | 0.000 | ||
| 3738 | 2016.04.22 19:12 | modify | 935 | 0.10 | 111.632 | 111.392 | 0.000 | ||
| 3739 | 2016.04.22 19:12 | modify | 935 | 0.10 | 111.632 | 111.392 | 111.802 | ||
| 3740 | 2016.04.24 21:00 | t/p | 935 | 0.10 | 111.823 | 111.392 | 111.802 | 1909.40 | 1395593.40 |
| 3741 | 2016.04.25 00:00 | buy | 936 | 0.10 | 111.453 | 0.000 | 0.000 | ||
| 3742 | 2016.04.25 00:00 | modify | 936 | 0.10 | 111.453 | 111.213 | 0.000 | ||
| 3743 | 2016.04.25 00:00 | modify | 936 | 0.10 | 111.453 | 111.213 | 111.623 | ||
| 3744 | 2016.04.25 01:12 | s/l | 936 | 0.10 | 111.208 | 111.213 | 111.623 | -2450.60 | 1393142.80 |
| 3745 | 2016.04.26 18:33 | buy | 937 | 0.16 | 111.312 | 0.000 | 0.000 | ||
| 3746 | 2016.04.26 18:33 | modify | 937 | 0.16 | 111.312 | 111.072 | 0.000 | ||
| 3747 | 2016.04.26 18:33 | modify | 937 | 0.16 | 111.312 | 111.072 | 111.482 | ||
| 3748 | 2016.04.27 03:21 | s/l | 937 | 0.16 | 111.062 | 111.072 | 111.482 | -3848.66 | 1389294.14 |
| 3749 | 2016.04.27 21:11 | buy | 938 | 0.26 | 111.405 | 0.000 | 0.000 | ||
| 3750 | 2016.04.27 21:11 | modify | 938 | 0.26 | 111.405 | 111.165 | 0.000 | ||