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 |
| 3751 | 2016.04.27 21:11 | modify | 938 | 0.26 | 111.405 | 111.165 | 111.575 | ||
| 3752 | 2016.04.27 23:39 | t/p | 938 | 0.26 | 111.574 | 111.165 | 111.575 | 4392.45 | 1393686.59 |
| 3753 | 2016.04.28 02:26 | buy | 939 | 0.10 | 111.593 | 0.000 | 0.000 | ||
| 3754 | 2016.04.28 02:26 | modify | 939 | 0.10 | 111.593 | 111.353 | 0.000 | ||
| 3755 | 2016.04.28 02:26 | modify | 939 | 0.10 | 111.593 | 111.353 | 111.763 | ||
| 3756 | 2016.04.28 02:35 | t/p | 939 | 0.10 | 111.765 | 111.353 | 111.763 | 1719.40 | 1395405.99 |
| 3757 | 2016.05.03 17:24 | buy | 940 | 0.10 | 106.184 | 0.000 | 0.000 | ||
| 3758 | 2016.05.03 17:24 | modify | 940 | 0.10 | 106.184 | 105.944 | 0.000 | ||
| 3759 | 2016.05.03 17:24 | modify | 940 | 0.10 | 106.184 | 105.944 | 106.354 | ||
| 3760 | 2016.05.03 18:33 | t/p | 940 | 0.10 | 106.355 | 105.944 | 106.354 | 1709.40 | 1397115.39 |
| 3761 | 2016.05.03 23:35 | buy | 941 | 0.10 | 106.634 | 0.000 | 0.000 | ||
| 3762 | 2016.05.03 23:35 | modify | 941 | 0.10 | 106.634 | 106.394 | 0.000 | ||
| 3763 | 2016.05.03 23:35 | modify | 941 | 0.10 | 106.634 | 106.394 | 106.804 | ||
| 3764 | 2016.05.04 01:22 | t/p | 941 | 0.10 | 106.809 | 106.394 | 106.804 | 1844.58 | 1398959.97 |
| 3765 | 2016.05.05 05:12 | buy | 942 | 0.10 | 107.087 | 0.000 | 0.000 | ||
| 3766 | 2016.05.05 05:12 | modify | 942 | 0.10 | 107.087 | 106.847 | 0.000 | ||
| 3767 | 2016.05.05 05:12 | modify | 942 | 0.10 | 107.087 | 106.847 | 107.257 | ||
| 3768 | 2016.05.05 07:11 | close | 942 | 0.10 | 107.222 | 106.847 | 107.257 | 1349.40 | 1400309.37 |
| 3769 | 2016.05.05 10:25 | buy | 943 | 0.10 | 107.219 | 0.000 | 0.000 | ||
| 3770 | 2016.05.05 10:25 | modify | 943 | 0.10 | 107.219 | 106.979 | 0.000 | ||
| 3771 | 2016.05.05 10:25 | modify | 943 | 0.10 | 107.219 | 106.979 | 107.389 | ||
| 3772 | 2016.05.05 12:39 | s/l | 943 | 0.10 | 106.987 | 106.979 | 107.389 | -2320.60 | 1397988.77 |
| 3773 | 2016.05.10 06:29 | buy | 944 | 0.16 | 108.693 | 0.000 | 0.000 | ||
| 3774 | 2016.05.10 06:29 | modify | 944 | 0.16 | 108.693 | 108.453 | 0.000 | ||
| 3775 | 2016.05.10 06:29 | modify | 944 | 0.16 | 108.693 | 108.453 | 108.863 | ||
| 3776 | 2016.05.10 07:35 | t/p | 944 | 0.16 | 108.884 | 108.453 | 108.863 | 3055.04 | 1401043.81 |
| 3777 | 2016.05.10 11:12 | buy | 945 | 0.10 | 109.072 | 0.000 | 0.000 | ||
| 3778 | 2016.05.10 11:12 | modify | 945 | 0.10 | 109.072 | 108.832 | 0.000 | ||
| 3779 | 2016.05.10 11:12 | modify | 945 | 0.10 | 109.072 | 108.832 | 109.242 | ||
| 3780 | 2016.05.10 11:49 | t/p | 945 | 0.10 | 109.236 | 108.832 | 109.242 | 1639.40 | 1402683.21 |
| 3781 | 2016.05.10 13:31 | buy | 946 | 0.10 | 109.002 | 0.000 | 0.000 | ||
| 3782 | 2016.05.10 13:31 | modify | 946 | 0.10 | 109.002 | 108.762 | 0.000 | ||
| 3783 | 2016.05.10 13:31 | modify | 946 | 0.10 | 109.002 | 108.762 | 109.172 | ||
| 3784 | 2016.05.10 15:47 | t/p | 946 | 0.10 | 109.167 | 108.762 | 109.172 | 1649.40 | 1404332.61 |
| 3785 | 2016.05.10 23:34 | buy | 947 | 0.10 | 109.224 | 0.000 | 0.000 | ||
| 3786 | 2016.05.10 23:34 | modify | 947 | 0.10 | 109.224 | 108.984 | 0.000 | ||
| 3787 | 2016.05.10 23:34 | modify | 947 | 0.10 | 109.224 | 108.984 | 109.394 | ||
| 3788 | 2016.05.11 01:37 | s/l | 947 | 0.10 | 108.974 | 108.984 | 109.394 | -2405.42 | 1401927.20 |
| 3789 | 2016.05.12 07:23 | buy | 948 | 0.16 | 108.798 | 0.000 | 0.000 | ||
| 3790 | 2016.05.12 07:23 | modify | 948 | 0.16 | 108.798 | 108.558 | 0.000 | ||
| 3791 | 2016.05.12 07:23 | modify | 948 | 0.16 | 108.798 | 108.558 | 108.968 | ||
| 3792 | 2016.05.12 07:52 | t/p | 948 | 0.16 | 108.975 | 108.558 | 108.968 | 2831.04 | 1404758.24 |
| 3793 | 2016.05.12 12:43 | buy | 949 | 0.10 | 109.177 | 0.000 | 0.000 | ||
| 3794 | 2016.05.12 12:43 | modify | 949 | 0.10 | 109.177 | 108.937 | 0.000 | ||
| 3795 | 2016.05.12 12:43 | modify | 949 | 0.10 | 109.177 | 108.937 | 109.347 | ||
| 3796 | 2016.05.12 13:41 | s/l | 949 | 0.10 | 108.928 | 108.937 | 109.347 | -2490.60 | 1402267.64 |
| 3797 | 2016.05.12 20:49 | buy | 950 | 0.16 | 109.032 | 0.000 | 0.000 | ||
| 3798 | 2016.05.12 20:49 | modify | 950 | 0.16 | 109.032 | 108.792 | 0.000 | ||
| 3799 | 2016.05.12 20:49 | modify | 950 | 0.16 | 109.032 | 108.792 | 109.202 | ||
| 3800 | 2016.05.13 01:02 | s/l | 950 | 0.16 | 108.793 | 108.792 | 109.202 | -3672.66 | 1398594.97 |
| 3801 | 2016.05.13 16:05 | buy | 951 | 0.26 | 109.057 | 0.000 | 0.000 | ||
| 3802 | 2016.05.13 16:05 | modify | 951 | 0.26 | 109.057 | 108.817 | 0.000 | ||
| 3803 | 2016.05.13 16:05 | modify | 951 | 0.26 | 109.057 | 108.817 | 109.227 | ||
| 3804 | 2016.05.13 17:17 | s/l | 951 | 0.26 | 108.804 | 108.817 | 109.227 | -6579.55 | 1392015.42 |
| 3805 | 2016.05.16 18:54 | buy | 952 | 0.42 | 108.979 | 0.000 | 0.000 | ||
| 3806 | 2016.05.16 18:54 | modify | 952 | 0.42 | 108.979 | 108.739 | 0.000 | ||
| 3807 | 2016.05.16 18:54 | modify | 952 | 0.42 | 108.979 | 108.739 | 109.149 | ||
| 3808 | 2016.05.17 05:57 | t/p | 952 | 0.42 | 109.145 | 108.739 | 109.149 | 7369.26 | 1399384.69 |
| 3809 | 2016.05.17 10:46 | buy | 953 | 0.10 | 109.508 | 0.000 | 0.000 | ||
| 3810 | 2016.05.17 10:46 | modify | 953 | 0.10 | 109.508 | 109.268 | 0.000 | ||
| 3811 | 2016.05.17 10:46 | modify | 953 | 0.10 | 109.508 | 109.268 | 109.678 | ||
| 3812 | 2016.05.17 12:50 | s/l | 953 | 0.10 | 109.275 | 109.268 | 109.678 | -2330.60 | 1397054.09 |
| 3813 | 2016.05.18 11:07 | buy | 954 | 0.16 | 109.340 | 0.000 | 0.000 | ||
| 3814 | 2016.05.18 11:07 | modify | 954 | 0.16 | 109.340 | 109.100 | 0.000 | ||
| 3815 | 2016.05.18 11:07 | modify | 954 | 0.16 | 109.340 | 109.100 | 109.510 | ||
| 3816 | 2016.05.18 13:12 | t/p | 954 | 0.16 | 109.511 | 109.100 | 109.510 | 2735.04 | 1399789.13 |
| 3817 | 2016.05.18 18:00 | buy | 955 | 0.10 | 109.602 | 0.000 | 0.000 | ||
| 3818 | 2016.05.18 18:00 | modify | 955 | 0.10 | 109.602 | 109.362 | 0.000 | ||
| 3819 | 2016.05.18 18:00 | modify | 955 | 0.10 | 109.602 | 109.362 | 109.772 | ||
| 3820 | 2016.05.18 18:00 | t/p | 955 | 0.10 | 109.779 | 109.362 | 109.772 | 1769.40 | 1401558.53 |
| 3821 | 2016.05.18 22:22 | buy | 956 | 0.10 | 110.142 | 0.000 | 0.000 | ||
| 3822 | 2016.05.18 22:22 | modify | 956 | 0.10 | 110.142 | 109.902 | 0.000 | ||
| 3823 | 2016.05.18 22:22 | modify | 956 | 0.10 | 110.142 | 109.902 | 110.312 | ||
| 3824 | 2016.05.19 05:31 | close | 956 | 0.10 | 110.240 | 109.902 | 110.312 | 1264.95 | 1402823.48 |
| 3825 | 2016.05.20 12:41 | buy | 957 | 0.10 | 110.298 | 0.000 | 0.000 | ||
| 3826 | 2016.05.20 12:41 | modify | 957 | 0.10 | 110.298 | 110.058 | 0.000 | ||
| 3827 | 2016.05.20 12:41 | modify | 957 | 0.10 | 110.298 | 110.058 | 110.468 | ||
| 3828 | 2016.05.20 13:55 | t/p | 957 | 0.10 | 110.465 | 110.058 | 110.468 | 1669.40 | 1404492.88 |
| 3829 | 2016.05.20 16:11 | buy | 958 | 0.10 | 110.448 | 0.000 | 0.000 | ||
| 3830 | 2016.05.20 16:11 | modify | 958 | 0.10 | 110.448 | 110.208 | 0.000 | ||
| 3831 | 2016.05.20 16:11 | modify | 958 | 0.10 | 110.448 | 110.208 | 110.618 | ||
| 3832 | 2016.05.20 17:37 | s/l | 958 | 0.10 | 110.211 | 110.208 | 110.618 | -2370.60 | 1402122.28 |
| 3833 | 2016.05.25 03:09 | buy | 959 | 0.16 | 110.079 | 0.000 | 0.000 | ||
| 3834 | 2016.05.25 03:09 | modify | 959 | 0.16 | 110.079 | 109.839 | 0.000 | ||
| 3835 | 2016.05.25 03:09 | modify | 959 | 0.16 | 110.079 | 109.839 | 110.249 | ||
| 3836 | 2016.05.25 08:32 | close | 959 | 0.16 | 110.236 | 109.839 | 110.249 | 2511.04 | 1404633.32 |
| 3837 | 2016.05.25 11:52 | buy | 960 | 0.10 | 110.149 | 0.000 | 0.000 | ||
| 3838 | 2016.05.25 11:52 | modify | 960 | 0.10 | 110.149 | 109.909 | 0.000 | ||
| 3839 | 2016.05.25 11:52 | modify | 960 | 0.10 | 110.149 | 109.909 | 110.319 | ||
| 3840 | 2016.05.25 12:55 | t/p | 960 | 0.10 | 110.325 | 109.909 | 110.319 | 1759.40 | 1406392.72 |
| 3841 | 2016.05.25 14:59 | buy | 961 | 0.10 | 110.240 | 0.000 | 0.000 | ||
| 3842 | 2016.05.25 14:59 | modify | 961 | 0.10 | 110.240 | 110.000 | 0.000 | ||
| 3843 | 2016.05.25 14:59 | modify | 961 | 0.10 | 110.240 | 110.000 | 110.410 | ||
| 3844 | 2016.05.26 00:14 | s/l | 961 | 0.10 | 109.994 | 110.000 | 110.410 | -2175.05 | 1404217.67 |
| 3845 | 2016.05.27 04:44 | buy | 962 | 0.16 | 109.878 | 0.000 | 0.000 | ||
| 3846 | 2016.05.27 04:44 | modify | 962 | 0.16 | 109.878 | 109.638 | 0.000 | ||
| 3847 | 2016.05.27 04:44 | modify | 962 | 0.16 | 109.878 | 109.638 | 110.048 | ||
| 3848 | 2016.05.27 07:05 | s/l | 962 | 0.16 | 109.633 | 109.638 | 110.048 | -3920.96 | 1400296.71 |
| 3849 | 2016.05.27 20:47 | buy | 963 | 0.26 | 110.307 | 0.000 | 0.000 | ||
| 3850 | 2016.05.27 20:47 | modify | 963 | 0.26 | 110.307 | 110.067 | 0.000 | ||
| 3851 | 2016.05.27 20:47 | modify | 963 | 0.26 | 110.307 | 110.067 | 110.477 | ||
| 3852 | 2016.05.29 22:08 | t/p | 963 | 0.26 | 110.484 | 110.067 | 110.477 | 4600.45 | 1404897.16 |
| 3853 | 2016.05.30 08:27 | buy | 964 | 0.10 | 111.239 | 0.000 | 0.000 | ||
| 3854 | 2016.05.30 08:27 | modify | 964 | 0.10 | 111.239 | 110.999 | 0.000 | ||
| 3855 | 2016.05.30 08:27 | modify | 964 | 0.10 | 111.239 | 110.999 | 111.409 | ||
| 3856 | 2016.05.30 22:54 | s/l | 964 | 0.10 | 111.002 | 110.999 | 111.409 | -2370.60 | 1402526.56 |
| 3857 | 2016.05.31 04:44 | buy | 965 | 0.16 | 111.124 | 0.000 | 0.000 | ||
| 3858 | 2016.05.31 04:44 | modify | 965 | 0.16 | 111.124 | 110.884 | 0.000 | ||
| 3859 | 2016.05.31 04:44 | modify | 965 | 0.16 | 111.124 | 110.884 | 111.294 | ||
| 3860 | 2016.05.31 06:06 | t/p | 965 | 0.16 | 111.291 | 110.884 | 111.294 | 2671.04 | 1405197.60 |
| 3861 | 2016.06.07 00:00 | buy | 966 | 0.10 | 107.470 | 0.000 | 0.000 | ||
| 3862 | 2016.06.07 00:00 | modify | 966 | 0.10 | 107.470 | 107.230 | 0.000 | ||
| 3863 | 2016.06.07 00:00 | modify | 966 | 0.10 | 107.470 | 107.230 | 107.640 | ||
| 3864 | 2016.06.07 00:31 | s/l | 966 | 0.10 | 107.227 | 107.230 | 107.640 | -2430.60 | 1402767.00 |
| 3865 | 2016.06.07 05:01 | buy | 967 | 0.16 | 107.674 | 0.000 | 0.000 | ||
| 3866 | 2016.06.07 05:01 | modify | 967 | 0.16 | 107.674 | 107.434 | 0.000 | ||
| 3867 | 2016.06.07 05:01 | modify | 967 | 0.16 | 107.674 | 107.434 | 107.844 | ||
| 3868 | 2016.06.07 08:37 | t/p | 967 | 0.16 | 107.856 | 107.434 | 107.844 | 2911.04 | 1405678.04 |
| 3869 | 2016.06.09 21:47 | buy | 968 | 0.10 | 106.998 | 0.000 | 0.000 | ||
| 3870 | 2016.06.09 21:47 | modify | 968 | 0.10 | 106.998 | 106.758 | 0.000 | ||
| 3871 | 2016.06.09 21:47 | modify | 968 | 0.10 | 106.998 | 106.758 | 107.168 | ||
| 3872 | 2016.06.10 00:59 | t/p | 968 | 0.10 | 107.166 | 106.758 | 107.168 | 1774.58 | 1407452.63 |
| 3873 | 2016.06.10 03:41 | buy | 969 | 0.10 | 107.072 | 0.000 | 0.000 | ||
| 3874 | 2016.06.10 03:41 | modify | 969 | 0.10 | 107.072 | 106.832 | 0.000 | ||
| 3875 | 2016.06.10 03:41 | modify | 969 | 0.10 | 107.072 | 106.832 | 107.242 | ||
| 3876 | 2016.06.10 07:02 | s/l | 969 | 0.10 | 106.828 | 106.832 | 107.242 | -2440.60 | 1405012.03 |
| 3877 | 2016.06.15 11:16 | buy | 970 | 0.16 | 106.261 | 0.000 | 0.000 | ||
| 3878 | 2016.06.15 11:16 | modify | 970 | 0.16 | 106.261 | 106.021 | 0.000 | ||
| 3879 | 2016.06.15 11:16 | modify | 970 | 0.16 | 106.261 | 106.021 | 106.431 | ||
| 3880 | 2016.06.15 13:38 | s/l | 970 | 0.16 | 106.027 | 106.021 | 106.431 | -3744.96 | 1401267.07 |
| 3881 | 2016.06.17 01:26 | buy | 971 | 0.26 | 104.556 | 0.000 | 0.000 | ||
| 3882 | 2016.06.17 01:26 | modify | 971 | 0.26 | 104.556 | 104.316 | 0.000 | ||
| 3883 | 2016.06.17 01:26 | modify | 971 | 0.26 | 104.556 | 104.316 | 104.726 | ||
| 3884 | 2016.06.17 04:04 | s/l | 971 | 0.26 | 104.323 | 104.316 | 104.726 | -6059.55 | 1395207.52 |
| 3885 | 2016.06.19 23:18 | buy | 972 | 0.42 | 104.491 | 0.000 | 0.000 | ||
| 3886 | 2016.06.19 23:18 | modify | 972 | 0.42 | 104.491 | 104.251 | 0.000 | ||
| 3887 | 2016.06.19 23:18 | modify | 972 | 0.42 | 104.491 | 104.251 | 104.661 | ||
| 3888 | 2016.06.19 23:35 | t/p | 972 | 0.42 | 104.669 | 104.251 | 104.661 | 7473.49 | 1402681.01 |
| 3889 | 2016.06.20 01:58 | buy | 973 | 0.10 | 104.611 | 0.000 | 0.000 | ||
| 3890 | 2016.06.20 01:58 | modify | 973 | 0.10 | 104.611 | 104.371 | 0.000 | ||
| 3891 | 2016.06.20 01:58 | modify | 973 | 0.10 | 104.611 | 104.371 | 104.781 | ||
| 3892 | 2016.06.20 06:32 | t/p | 973 | 0.10 | 104.772 | 104.371 | 104.781 | 1609.40 | 1404290.41 |
| 3893 | 2016.06.22 23:56 | buy | 974 | 0.10 | 104.641 | 0.000 | 0.000 | ||
| 3894 | 2016.06.22 23:56 | modify | 974 | 0.10 | 104.641 | 104.401 | 0.000 | ||
| 3895 | 2016.06.22 23:56 | modify | 974 | 0.10 | 104.641 | 104.401 | 104.811 | ||
| 3896 | 2016.06.23 00:55 | t/p | 974 | 0.10 | 104.812 | 104.401 | 104.811 | 1994.95 | 1406285.36 |
| 3897 | 2016.06.23 13:48 | buy | 975 | 0.10 | 105.653 | 0.000 | 0.000 | ||
| 3898 | 2016.06.23 13:48 | modify | 975 | 0.10 | 105.653 | 105.413 | 0.000 | ||
| 3899 | 2016.06.23 13:48 | modify | 975 | 0.10 | 105.653 | 105.413 | 105.823 | ||
| 3900 | 2016.06.23 14:02 | t/p | 975 | 0.10 | 105.835 | 105.413 | 105.823 | 1819.40 | 1408104.76 |