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 |
| 4051 | 2016.08.12 02:59 | modify | 1013 | 0.10 | 102.023 | 101.783 | 102.193 | ||
| 4052 | 2016.08.12 10:00 | close | 1013 | 0.10 | 102.187 | 101.783 | 102.193 | 1639.40 | 1416053.77 |
| 4053 | 2016.08.12 10:53 | buy | 1014 | 0.10 | 102.078 | 0.000 | 0.000 | ||
| 4054 | 2016.08.12 10:53 | modify | 1014 | 0.10 | 102.078 | 101.838 | 0.000 | ||
| 4055 | 2016.08.12 10:53 | modify | 1014 | 0.10 | 102.078 | 101.838 | 102.248 | ||
| 4056 | 2016.08.12 12:30 | s/l | 1014 | 0.10 | 101.670 | 101.838 | 102.248 | -4080.60 | 1411973.17 |
| 4057 | 2016.08.15 22:31 | buy | 1015 | 0.16 | 101.236 | 0.000 | 0.000 | ||
| 4058 | 2016.08.15 22:31 | modify | 1015 | 0.16 | 101.236 | 100.996 | 0.000 | ||
| 4059 | 2016.08.15 22:31 | modify | 1015 | 0.16 | 101.236 | 100.996 | 101.406 | ||
| 4060 | 2016.08.16 01:05 | s/l | 1015 | 0.16 | 100.990 | 100.996 | 101.406 | -3784.66 | 1408188.50 |
| 4061 | 2016.08.17 04:22 | buy | 1016 | 0.26 | 100.520 | 0.000 | 0.000 | ||
| 4062 | 2016.08.17 04:22 | modify | 1016 | 0.26 | 100.520 | 100.280 | 0.000 | ||
| 4063 | 2016.08.17 04:22 | modify | 1016 | 0.26 | 100.520 | 100.280 | 100.690 | ||
| 4064 | 2016.08.17 04:52 | t/p | 1016 | 0.26 | 100.697 | 100.280 | 100.690 | 4600.45 | 1412788.95 |
| 4065 | 2016.08.17 07:37 | buy | 1017 | 0.10 | 100.772 | 0.000 | 0.000 | ||
| 4066 | 2016.08.17 07:37 | modify | 1017 | 0.10 | 100.772 | 100.532 | 0.000 | ||
| 4067 | 2016.08.17 07:37 | modify | 1017 | 0.10 | 100.772 | 100.532 | 100.942 | ||
| 4068 | 2016.08.17 13:39 | s/l | 1017 | 0.10 | 100.522 | 100.532 | 100.942 | -2500.60 | 1410288.35 |
| 4069 | 2016.08.18 13:44 | buy | 1018 | 0.16 | 100.276 | 0.000 | 0.000 | ||
| 4070 | 2016.08.18 13:44 | modify | 1018 | 0.16 | 100.276 | 100.036 | 0.000 | ||
| 4071 | 2016.08.18 13:44 | modify | 1018 | 0.16 | 100.276 | 100.036 | 100.446 | ||
| 4072 | 2016.08.18 16:03 | s/l | 1018 | 0.16 | 100.032 | 100.036 | 100.446 | -3904.96 | 1406383.39 |
| 4073 | 2016.08.19 02:04 | buy | 1019 | 0.26 | 100.177 | 0.000 | 0.000 | ||
| 4074 | 2016.08.19 02:04 | modify | 1019 | 0.26 | 100.177 | 99.937 | 0.000 | ||
| 4075 | 2016.08.19 02:04 | modify | 1019 | 0.26 | 100.177 | 99.937 | 100.347 | ||
| 4076 | 2016.08.19 03:41 | t/p | 1019 | 0.26 | 100.340 | 99.937 | 100.347 | 4236.45 | 1410619.84 |
| 4077 | 2016.08.22 06:56 | buy | 1020 | 0.10 | 100.754 | 0.000 | 0.000 | ||
| 4078 | 2016.08.22 06:56 | modify | 1020 | 0.10 | 100.754 | 100.514 | 0.000 | ||
| 4079 | 2016.08.22 06:56 | modify | 1020 | 0.10 | 100.754 | 100.514 | 100.924 | ||
| 4080 | 2016.08.22 11:00 | s/l | 1020 | 0.10 | 100.522 | 100.514 | 100.924 | -2320.60 | 1408299.24 |
| 4081 | 2016.08.24 01:16 | buy | 1021 | 0.16 | 100.284 | 0.000 | 0.000 | ||
| 4082 | 2016.08.24 01:16 | modify | 1021 | 0.16 | 100.284 | 100.044 | 0.000 | ||
| 4083 | 2016.08.24 01:16 | modify | 1021 | 0.16 | 100.284 | 100.044 | 100.454 | ||
| 4084 | 2016.08.24 13:58 | t/p | 1021 | 0.16 | 100.466 | 100.044 | 100.454 | 2911.04 | 1411210.28 |
| 4085 | 2016.08.24 16:33 | buy | 1022 | 0.10 | 100.405 | 0.000 | 0.000 | ||
| 4086 | 2016.08.24 16:33 | modify | 1022 | 0.10 | 100.405 | 100.165 | 0.000 | ||
| 4087 | 2016.08.24 16:33 | modify | 1022 | 0.10 | 100.405 | 100.165 | 100.575 | ||
| 4088 | 2016.08.25 00:00 | t/p | 1022 | 0.10 | 100.581 | 100.165 | 100.575 | 2044.95 | 1413255.23 |
| 4089 | 2016.08.25 19:10 | buy | 1023 | 0.10 | 100.531 | 0.000 | 0.000 | ||
| 4090 | 2016.08.25 19:10 | modify | 1023 | 0.10 | 100.531 | 100.291 | 0.000 | ||
| 4091 | 2016.08.25 19:10 | modify | 1023 | 0.10 | 100.531 | 100.291 | 100.701 | ||
| 4092 | 2016.08.26 12:35 | s/l | 1023 | 0.10 | 100.297 | 100.291 | 100.701 | -2245.42 | 1411009.82 |
| 4093 | 2016.08.29 07:36 | buy | 1024 | 0.16 | 102.279 | 0.000 | 0.000 | ||
| 4094 | 2016.08.29 07:36 | modify | 1024 | 0.16 | 102.279 | 102.039 | 0.000 | ||
| 4095 | 2016.08.29 07:36 | modify | 1024 | 0.16 | 102.279 | 102.039 | 102.449 | ||
| 4096 | 2016.08.29 17:25 | s/l | 1024 | 0.16 | 102.038 | 102.039 | 102.449 | -3856.96 | 1407152.86 |
| 4097 | 2016.08.30 03:54 | buy | 1025 | 0.26 | 102.082 | 0.000 | 0.000 | ||
| 4098 | 2016.08.30 03:54 | modify | 1025 | 0.26 | 102.082 | 101.842 | 0.000 | ||
| 4099 | 2016.08.30 03:54 | modify | 1025 | 0.26 | 102.082 | 101.842 | 102.252 | ||
| 4100 | 2016.08.30 06:20 | t/p | 1025 | 0.26 | 102.252 | 101.842 | 102.252 | 4418.45 | 1411571.31 |
| 4101 | 2016.08.30 08:53 | buy | 1026 | 0.10 | 102.293 | 0.000 | 0.000 | ||
| 4102 | 2016.08.30 08:53 | modify | 1026 | 0.10 | 102.293 | 102.053 | 0.000 | ||
| 4103 | 2016.08.30 08:53 | modify | 1026 | 0.10 | 102.293 | 102.053 | 102.463 | ||
| 4104 | 2016.08.30 12:42 | t/p | 1026 | 0.10 | 102.454 | 102.053 | 102.463 | 1609.40 | 1413180.71 |
| 4105 | 2016.08.30 18:54 | buy | 1027 | 0.10 | 102.934 | 0.000 | 0.000 | ||
| 4106 | 2016.08.30 18:54 | modify | 1027 | 0.10 | 102.934 | 102.694 | 0.000 | ||
| 4107 | 2016.08.30 18:54 | modify | 1027 | 0.10 | 102.934 | 102.694 | 103.104 | ||
| 4108 | 2016.08.31 00:41 | t/p | 1027 | 0.10 | 103.097 | 102.694 | 103.104 | 1724.58 | 1414905.29 |
| 4109 | 2016.08.31 04:39 | buy | 1028 | 0.10 | 102.970 | 0.000 | 0.000 | ||
| 4110 | 2016.08.31 04:39 | modify | 1028 | 0.10 | 102.970 | 102.730 | 0.000 | ||
| 4111 | 2016.08.31 04:39 | modify | 1028 | 0.10 | 102.970 | 102.730 | 103.140 | ||
| 4112 | 2016.08.31 06:00 | t/p | 1028 | 0.10 | 103.135 | 102.730 | 103.140 | 1649.40 | 1416554.69 |
| 4113 | 2016.08.31 08:15 | buy | 1029 | 0.10 | 103.155 | 0.000 | 0.000 | ||
| 4114 | 2016.08.31 08:15 | modify | 1029 | 0.10 | 103.155 | 102.915 | 0.000 | ||
| 4115 | 2016.08.31 08:15 | modify | 1029 | 0.10 | 103.155 | 102.915 | 103.325 | ||
| 4116 | 2016.08.31 11:19 | t/p | 1029 | 0.10 | 103.321 | 102.915 | 103.325 | 1659.40 | 1418214.09 |
| 4117 | 2016.08.31 13:55 | buy | 1030 | 0.10 | 103.280 | 0.000 | 0.000 | ||
| 4118 | 2016.08.31 13:55 | modify | 1030 | 0.10 | 103.280 | 103.040 | 0.000 | ||
| 4119 | 2016.08.31 13:55 | modify | 1030 | 0.10 | 103.280 | 103.040 | 103.450 | ||
| 4120 | 2016.08.31 14:53 | t/p | 1030 | 0.10 | 103.446 | 103.040 | 103.450 | 1659.40 | 1419873.49 |
| 4121 | 2016.08.31 16:06 | buy | 1031 | 0.10 | 103.333 | 0.000 | 0.000 | ||
| 4122 | 2016.08.31 16:06 | modify | 1031 | 0.10 | 103.333 | 103.093 | 0.000 | ||
| 4123 | 2016.08.31 16:06 | modify | 1031 | 0.10 | 103.333 | 103.093 | 103.503 | ||
| 4124 | 2016.09.01 01:45 | s/l | 1031 | 0.10 | 103.085 | 103.093 | 103.503 | -2195.05 | 1417678.45 |
| 4125 | 2016.09.04 23:44 | buy | 1032 | 0.16 | 103.995 | 0.000 | 0.000 | ||
| 4126 | 2016.09.04 23:44 | modify | 1032 | 0.16 | 103.995 | 103.755 | 0.000 | ||
| 4127 | 2016.09.04 23:44 | modify | 1032 | 0.16 | 103.995 | 103.755 | 104.165 | ||
| 4128 | 2016.09.05 00:15 | s/l | 1032 | 0.16 | 103.761 | 103.755 | 104.165 | -3592.66 | 1414085.78 |
| 4129 | 2016.09.06 02:33 | buy | 1033 | 0.26 | 103.541 | 0.000 | 0.000 | ||
| 4130 | 2016.09.06 02:33 | modify | 1033 | 0.26 | 103.541 | 103.301 | 0.000 | ||
| 4131 | 2016.09.06 02:33 | modify | 1033 | 0.26 | 103.541 | 103.301 | 103.711 | ||
| 4132 | 2016.09.06 04:45 | t/p | 1033 | 0.26 | 103.704 | 103.301 | 103.711 | 4236.45 | 1418322.23 |
| 4133 | 2016.09.07 19:48 | buy | 1034 | 0.10 | 101.722 | 0.000 | 0.000 | ||
| 4134 | 2016.09.07 19:48 | modify | 1034 | 0.10 | 101.722 | 101.482 | 0.000 | ||
| 4135 | 2016.09.07 19:48 | modify | 1034 | 0.10 | 101.722 | 101.482 | 101.892 | ||
| 4136 | 2016.09.08 00:01 | close | 1034 | 0.10 | 101.864 | 101.482 | 101.892 | 1704.95 | 1420027.18 |
| 4137 | 2016.09.08 21:18 | buy | 1035 | 0.10 | 102.437 | 0.000 | 0.000 | ||
| 4138 | 2016.09.08 21:18 | modify | 1035 | 0.10 | 102.437 | 102.197 | 0.000 | ||
| 4139 | 2016.09.08 21:18 | modify | 1035 | 0.10 | 102.437 | 102.197 | 102.607 | ||
| 4140 | 2016.09.09 00:20 | s/l | 1035 | 0.10 | 102.204 | 102.197 | 102.607 | -2235.42 | 1417791.77 |
| 4141 | 2016.09.09 14:14 | buy | 1036 | 0.16 | 102.682 | 0.000 | 0.000 | ||
| 4142 | 2016.09.09 14:14 | modify | 1036 | 0.16 | 102.682 | 102.442 | 0.000 | ||
| 4143 | 2016.09.09 14:14 | modify | 1036 | 0.16 | 102.682 | 102.442 | 102.852 | ||
| 4144 | 2016.09.09 15:15 | t/p | 1036 | 0.16 | 102.854 | 102.442 | 102.852 | 2751.04 | 1420542.81 |
| 4145 | 2016.09.09 17:11 | buy | 1037 | 0.10 | 102.729 | 0.000 | 0.000 | ||
| 4146 | 2016.09.09 17:11 | modify | 1037 | 0.10 | 102.729 | 102.489 | 0.000 | ||
| 4147 | 2016.09.09 17:11 | modify | 1037 | 0.10 | 102.729 | 102.489 | 102.899 | ||
| 4148 | 2016.09.11 22:44 | s/l | 1037 | 0.10 | 102.481 | 102.489 | 102.899 | -2480.60 | 1418062.21 |
| 4149 | 2016.09.13 14:00 | buy | 1038 | 0.16 | 102.218 | 0.000 | 0.000 | ||
| 4150 | 2016.09.13 14:00 | modify | 1038 | 0.16 | 102.218 | 101.978 | 0.000 | ||
| 4151 | 2016.09.13 14:00 | modify | 1038 | 0.16 | 102.218 | 101.978 | 102.388 | ||
| 4152 | 2016.09.13 17:02 | t/p | 1038 | 0.16 | 102.397 | 101.978 | 102.388 | 2863.04 | 1420925.25 |
| 4153 | 2016.09.13 20:17 | buy | 1039 | 0.10 | 102.573 | 0.000 | 0.000 | ||
| 4154 | 2016.09.13 20:17 | modify | 1039 | 0.10 | 102.573 | 102.333 | 0.000 | ||
| 4155 | 2016.09.13 20:17 | modify | 1039 | 0.10 | 102.573 | 102.333 | 102.743 | ||
| 4156 | 2016.09.14 00:19 | close | 1039 | 0.10 | 102.706 | 102.333 | 102.743 | 1424.58 | 1422349.83 |
| 4157 | 2016.09.14 03:45 | buy | 1040 | 0.10 | 102.890 | 0.000 | 0.000 | ||
| 4158 | 2016.09.14 03:45 | modify | 1040 | 0.10 | 102.890 | 102.650 | 0.000 | ||
| 4159 | 2016.09.14 03:45 | modify | 1040 | 0.10 | 102.890 | 102.650 | 103.060 | ||
| 4160 | 2016.09.14 06:15 | t/p | 1040 | 0.10 | 103.063 | 102.650 | 103.060 | 1729.40 | 1424079.23 |
| 4161 | 2016.09.14 08:47 | buy | 1041 | 0.10 | 103.032 | 0.000 | 0.000 | ||
| 4162 | 2016.09.14 08:47 | modify | 1041 | 0.10 | 103.032 | 102.792 | 0.000 | ||
| 4163 | 2016.09.14 08:47 | modify | 1041 | 0.10 | 103.032 | 102.792 | 103.202 | ||
| 4164 | 2016.09.14 09:04 | s/l | 1041 | 0.10 | 102.794 | 102.792 | 103.202 | -2380.60 | 1421698.63 |
| 4165 | 2016.09.16 19:51 | buy | 1042 | 0.16 | 102.339 | 0.000 | 0.000 | ||
| 4166 | 2016.09.16 19:51 | modify | 1042 | 0.16 | 102.339 | 102.099 | 0.000 | ||
| 4167 | 2016.09.16 19:51 | modify | 1042 | 0.16 | 102.339 | 102.099 | 102.509 | ||
| 4168 | 2016.09.18 23:36 | close | 1042 | 0.16 | 102.419 | 102.099 | 102.509 | 1279.04 | 1422977.67 |
| 4169 | 2016.09.22 11:28 | buy | 1043 | 0.10 | 100.677 | 0.000 | 0.000 | ||
| 4170 | 2016.09.22 11:28 | modify | 1043 | 0.10 | 100.677 | 100.437 | 0.000 | ||
| 4171 | 2016.09.22 11:28 | modify | 1043 | 0.10 | 100.677 | 100.437 | 100.847 | ||
| 4172 | 2016.09.22 13:59 | t/p | 1043 | 0.10 | 100.847 | 100.437 | 100.847 | 1699.40 | 1424677.07 |
| 4173 | 2016.09.22 16:19 | buy | 1044 | 0.10 | 100.719 | 0.000 | 0.000 | ||
| 4174 | 2016.09.22 16:19 | modify | 1044 | 0.10 | 100.719 | 100.479 | 0.000 | ||
| 4175 | 2016.09.22 16:19 | modify | 1044 | 0.10 | 100.719 | 100.479 | 100.889 | ||
| 4176 | 2016.09.22 18:26 | t/p | 1044 | 0.10 | 100.895 | 100.479 | 100.889 | 1759.40 | 1426436.47 |
| 4177 | 2016.09.22 19:45 | buy | 1045 | 0.10 | 100.786 | 0.000 | 0.000 | ||
| 4178 | 2016.09.22 19:45 | modify | 1045 | 0.10 | 100.786 | 100.546 | 0.000 | ||
| 4179 | 2016.09.22 19:45 | modify | 1045 | 0.10 | 100.786 | 100.546 | 100.956 | ||
| 4180 | 2016.09.23 00:23 | t/p | 1045 | 0.10 | 100.964 | 100.546 | 100.956 | 1874.58 | 1428311.06 |
| 4181 | 2016.09.23 04:37 | buy | 1046 | 0.10 | 101.114 | 0.000 | 0.000 | ||
| 4182 | 2016.09.23 04:37 | modify | 1046 | 0.10 | 101.114 | 100.874 | 0.000 | ||
| 4183 | 2016.09.23 04:37 | modify | 1046 | 0.10 | 101.114 | 100.874 | 101.284 | ||
| 4184 | 2016.09.23 06:13 | s/l | 1046 | 0.10 | 100.884 | 100.874 | 101.284 | -2300.60 | 1426010.46 |
| 4185 | 2016.09.29 08:16 | buy | 1047 | 0.16 | 101.469 | 0.000 | 0.000 | ||
| 4186 | 2016.09.29 08:16 | modify | 1047 | 0.16 | 101.469 | 101.229 | 0.000 | ||
| 4187 | 2016.09.29 08:16 | modify | 1047 | 0.16 | 101.469 | 101.229 | 101.639 | ||
| 4188 | 2016.09.29 12:33 | t/p | 1047 | 0.16 | 101.647 | 101.229 | 101.639 | 2847.04 | 1428857.50 |
| 4189 | 2016.09.29 14:08 | buy | 1048 | 0.10 | 101.514 | 0.000 | 0.000 | ||
| 4190 | 2016.09.29 14:08 | modify | 1048 | 0.10 | 101.514 | 101.274 | 0.000 | ||
| 4191 | 2016.09.29 14:08 | modify | 1048 | 0.10 | 101.514 | 101.274 | 101.684 | ||
| 4192 | 2016.09.29 16:44 | s/l | 1048 | 0.10 | 101.262 | 101.274 | 101.684 | -2520.60 | 1426336.90 |
| 4193 | 2016.09.30 20:32 | buy | 1049 | 0.16 | 101.336 | 0.000 | 0.000 | ||
| 4194 | 2016.09.30 20:32 | modify | 1049 | 0.16 | 101.336 | 101.096 | 0.000 | ||
| 4195 | 2016.09.30 20:32 | modify | 1049 | 0.16 | 101.336 | 101.096 | 101.506 | ||
| 4196 | 2016.10.02 23:52 | t/p | 1049 | 0.16 | 101.515 | 101.096 | 101.506 | 2863.04 | 1429199.94 |
| 4197 | 2016.10.04 03:52 | buy | 1050 | 0.10 | 102.146 | 0.000 | 0.000 | ||
| 4198 | 2016.10.04 03:52 | modify | 1050 | 0.10 | 102.146 | 101.906 | 0.000 | ||
| 4199 | 2016.10.04 03:52 | modify | 1050 | 0.10 | 102.146 | 101.906 | 102.316 | ||
| 4200 | 2016.10.04 06:18 | t/p | 1050 | 0.10 | 102.323 | 101.906 | 102.316 | 1769.40 | 1430969.34 |