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 |
| 301 | 2013.03.25 04:05 | buy | 76 | 0.16 | 94.798 | 0.000 | 0.000 | ||
| 302 | 2013.03.25 04:05 | modify | 76 | 0.16 | 94.798 | 94.558 | 0.000 | ||
| 303 | 2013.03.25 04:05 | modify | 76 | 0.16 | 94.798 | 94.558 | 94.968 | ||
| 304 | 2013.03.25 12:08 | close | 76 | 0.16 | 94.874 | 94.558 | 94.968 | 1215.04 | 1059427.15 |
| 305 | 2013.03.27 00:31 | buy | 77 | 0.10 | 94.530 | 0.000 | 0.000 | ||
| 306 | 2013.03.27 00:31 | modify | 77 | 0.10 | 94.530 | 94.290 | 0.000 | ||
| 307 | 2013.03.27 00:31 | modify | 77 | 0.10 | 94.530 | 94.290 | 94.700 | ||
| 308 | 2013.03.27 02:39 | t/p | 77 | 0.10 | 94.704 | 94.290 | 94.700 | 1739.40 | 1061166.55 |
| 309 | 2013.03.27 05:27 | buy | 78 | 0.10 | 94.784 | 0.000 | 0.000 | ||
| 310 | 2013.03.27 05:27 | modify | 78 | 0.10 | 94.784 | 94.544 | 0.000 | ||
| 311 | 2013.03.27 05:27 | modify | 78 | 0.10 | 94.784 | 94.544 | 94.954 | ||
| 312 | 2013.03.27 08:23 | s/l | 78 | 0.10 | 94.533 | 94.544 | 94.954 | -2510.60 | 1058655.95 |
| 313 | 2013.03.29 17:43 | buy | 79 | 0.16 | 94.154 | 0.000 | 0.000 | ||
| 314 | 2013.03.29 17:43 | modify | 79 | 0.16 | 94.154 | 93.914 | 0.000 | ||
| 315 | 2013.03.29 17:43 | modify | 79 | 0.16 | 94.154 | 93.914 | 94.324 | ||
| 316 | 2013.03.31 22:57 | t/p | 79 | 0.16 | 94.320 | 93.914 | 94.324 | 2655.04 | 1061310.99 |
| 317 | 2013.03.31 23:56 | buy | 80 | 0.10 | 94.269 | 0.000 | 0.000 | ||
| 318 | 2013.03.31 23:56 | modify | 80 | 0.10 | 94.269 | 94.029 | 0.000 | ||
| 319 | 2013.03.31 23:56 | modify | 80 | 0.10 | 94.269 | 94.029 | 94.439 | ||
| 320 | 2013.04.01 01:06 | s/l | 80 | 0.10 | 94.026 | 94.029 | 94.439 | -2335.42 | 1058975.58 |
| 321 | 2013.04.02 12:22 | buy | 81 | 0.16 | 93.197 | 0.000 | 0.000 | ||
| 322 | 2013.04.02 12:22 | modify | 81 | 0.16 | 93.197 | 92.957 | 0.000 | ||
| 323 | 2013.04.02 12:22 | modify | 81 | 0.16 | 93.197 | 92.957 | 93.367 | ||
| 324 | 2013.04.02 13:43 | t/p | 81 | 0.16 | 93.372 | 92.957 | 93.367 | 2799.04 | 1061774.62 |
| 325 | 2013.04.02 17:21 | buy | 82 | 0.10 | 93.394 | 0.000 | 0.000 | ||
| 326 | 2013.04.02 17:21 | modify | 82 | 0.10 | 93.394 | 93.154 | 0.000 | ||
| 327 | 2013.04.02 17:21 | modify | 82 | 0.10 | 93.394 | 93.154 | 93.564 | ||
| 328 | 2013.04.03 00:36 | close | 82 | 0.10 | 93.512 | 93.154 | 93.564 | 1274.58 | 1063049.20 |
| 329 | 2013.04.03 02:35 | buy | 83 | 0.10 | 93.534 | 0.000 | 0.000 | ||
| 330 | 2013.04.03 02:35 | modify | 83 | 0.10 | 93.534 | 93.294 | 0.000 | ||
| 331 | 2013.04.03 02:35 | modify | 83 | 0.10 | 93.534 | 93.294 | 93.704 | ||
| 332 | 2013.04.03 12:15 | s/l | 83 | 0.10 | 93.259 | 93.294 | 93.704 | -2750.60 | 1060298.60 |
| 333 | 2013.04.04 11:06 | buy | 84 | 0.16 | 95.389 | 0.000 | 0.000 | ||
| 334 | 2013.04.04 11:06 | modify | 84 | 0.16 | 95.389 | 95.149 | 0.000 | ||
| 335 | 2013.04.04 11:06 | modify | 84 | 0.16 | 95.389 | 95.149 | 95.559 | ||
| 336 | 2013.04.04 13:19 | t/p | 84 | 0.16 | 95.570 | 95.149 | 95.559 | 2895.04 | 1063193.64 |
| 337 | 2013.04.04 17:53 | buy | 85 | 0.10 | 96.034 | 0.000 | 0.000 | ||
| 338 | 2013.04.04 17:53 | modify | 85 | 0.10 | 96.034 | 95.794 | 0.000 | ||
| 339 | 2013.04.04 17:53 | modify | 85 | 0.10 | 96.034 | 95.794 | 96.204 | ||
| 340 | 2013.04.04 18:23 | t/p | 85 | 0.10 | 96.202 | 95.794 | 96.204 | 1679.40 | 1064873.04 |
| 341 | 2013.04.04 22:25 | buy | 86 | 0.10 | 96.253 | 0.000 | 0.000 | ||
| 342 | 2013.04.04 22:25 | modify | 86 | 0.10 | 96.253 | 96.013 | 0.000 | ||
| 343 | 2013.04.04 22:25 | modify | 86 | 0.10 | 96.253 | 96.013 | 96.423 | ||
| 344 | 2013.04.04 23:58 | t/p | 86 | 0.10 | 96.421 | 96.013 | 96.423 | 1679.40 | 1066552.44 |
| 345 | 2013.04.05 03:44 | buy | 87 | 0.10 | 96.843 | 0.000 | 0.000 | ||
| 346 | 2013.04.05 03:44 | modify | 87 | 0.10 | 96.843 | 96.603 | 0.000 | ||
| 347 | 2013.04.05 03:44 | modify | 87 | 0.10 | 96.843 | 96.603 | 97.013 | ||
| 348 | 2013.04.05 04:14 | s/l | 87 | 0.10 | 96.603 | 96.603 | 97.013 | -2400.60 | 1064151.84 |
| 349 | 2013.04.05 04:15 | buy | 88 | 0.16 | 96.572 | 0.000 | 0.000 | ||
| 350 | 2013.04.05 04:15 | modify | 88 | 0.16 | 96.572 | 96.332 | 0.000 | ||
| 351 | 2013.04.05 04:15 | modify | 88 | 0.16 | 96.572 | 96.332 | 96.742 | ||
| 352 | 2013.04.05 04:21 | s/l | 88 | 0.16 | 96.334 | 96.332 | 96.742 | -3808.96 | 1060342.88 |
| 353 | 2013.04.05 04:26 | buy | 89 | 0.26 | 96.519 | 0.000 | 0.000 | ||
| 354 | 2013.04.05 04:26 | modify | 89 | 0.26 | 96.519 | 96.279 | 0.000 | ||
| 355 | 2013.04.05 04:26 | modify | 89 | 0.26 | 96.519 | 96.279 | 96.689 | ||
| 356 | 2013.04.05 04:31 | s/l | 89 | 0.26 | 96.287 | 96.279 | 96.689 | -6033.55 | 1054309.33 |
| 357 | 2013.04.05 15:52 | buy | 90 | 0.42 | 96.868 | 0.000 | 0.000 | ||
| 358 | 2013.04.05 15:52 | modify | 90 | 0.42 | 96.868 | 96.628 | 0.000 | ||
| 359 | 2013.04.05 15:52 | modify | 90 | 0.42 | 96.868 | 96.628 | 97.038 | ||
| 360 | 2013.04.05 16:14 | t/p | 90 | 0.42 | 97.049 | 96.628 | 97.038 | 7599.49 | 1061908.82 |
| 361 | 2013.04.05 20:16 | buy | 91 | 0.10 | 97.526 | 0.000 | 0.000 | ||
| 362 | 2013.04.05 20:16 | modify | 91 | 0.10 | 97.526 | 97.286 | 0.000 | ||
| 363 | 2013.04.05 20:16 | modify | 91 | 0.10 | 97.526 | 97.286 | 97.696 | ||
| 364 | 2013.04.07 21:00 | t/p | 91 | 0.10 | 98.186 | 97.286 | 97.696 | 6599.40 | 1068508.22 |
| 365 | 2013.04.08 00:44 | buy | 92 | 0.10 | 98.377 | 0.000 | 0.000 | ||
| 366 | 2013.04.08 00:44 | modify | 92 | 0.10 | 98.377 | 98.137 | 0.000 | ||
| 367 | 2013.04.08 00:44 | modify | 92 | 0.10 | 98.377 | 98.137 | 98.547 | ||
| 368 | 2013.04.08 01:06 | t/p | 92 | 0.10 | 98.557 | 98.137 | 98.547 | 1799.40 | 1070307.62 |
| 369 | 2013.04.08 02:03 | buy | 93 | 0.10 | 98.331 | 0.000 | 0.000 | ||
| 370 | 2013.04.08 02:03 | modify | 93 | 0.10 | 98.331 | 98.091 | 0.000 | ||
| 371 | 2013.04.08 02:03 | modify | 93 | 0.10 | 98.331 | 98.091 | 98.501 | ||
| 372 | 2013.04.08 03:31 | t/p | 93 | 0.10 | 98.504 | 98.091 | 98.501 | 1729.40 | 1072037.02 |
| 373 | 2013.04.08 05:34 | buy | 94 | 0.10 | 98.485 | 0.000 | 0.000 | ||
| 374 | 2013.04.08 05:34 | modify | 94 | 0.10 | 98.485 | 98.245 | 0.000 | ||
| 375 | 2013.04.08 05:34 | modify | 94 | 0.10 | 98.485 | 98.245 | 98.655 | ||
| 376 | 2013.04.08 07:15 | t/p | 94 | 0.10 | 98.663 | 98.245 | 98.655 | 1779.40 | 1073816.42 |
| 377 | 2013.04.08 09:11 | buy | 95 | 0.10 | 98.611 | 0.000 | 0.000 | ||
| 378 | 2013.04.08 09:11 | modify | 95 | 0.10 | 98.611 | 98.371 | 0.000 | ||
| 379 | 2013.04.08 09:11 | modify | 95 | 0.10 | 98.611 | 98.371 | 98.781 | ||
| 380 | 2013.04.08 09:20 | t/p | 95 | 0.10 | 98.784 | 98.371 | 98.781 | 1729.40 | 1075545.82 |
| 381 | 2013.04.08 09:30 | buy | 96 | 0.10 | 98.664 | 0.000 | 0.000 | ||
| 382 | 2013.04.08 09:30 | modify | 96 | 0.10 | 98.664 | 98.424 | 0.000 | ||
| 383 | 2013.04.08 09:30 | modify | 96 | 0.10 | 98.664 | 98.424 | 98.834 | ||
| 384 | 2013.04.08 13:30 | s/l | 96 | 0.10 | 98.433 | 98.424 | 98.834 | -2310.60 | 1073235.22 |
| 385 | 2013.04.08 16:46 | buy | 97 | 0.16 | 98.784 | 0.000 | 0.000 | ||
| 386 | 2013.04.08 16:46 | modify | 97 | 0.16 | 98.784 | 98.544 | 0.000 | ||
| 387 | 2013.04.08 16:46 | modify | 97 | 0.16 | 98.784 | 98.544 | 98.954 | ||
| 388 | 2013.04.08 17:11 | t/p | 97 | 0.16 | 98.946 | 98.544 | 98.954 | 2591.04 | 1075826.26 |
| 389 | 2013.04.08 23:45 | buy | 98 | 0.10 | 99.457 | 0.000 | 0.000 | ||
| 390 | 2013.04.08 23:45 | modify | 98 | 0.10 | 99.457 | 99.217 | 0.000 | ||
| 391 | 2013.04.08 23:45 | modify | 98 | 0.10 | 99.457 | 99.217 | 99.627 | ||
| 392 | 2013.04.09 00:56 | s/l | 98 | 0.10 | 99.209 | 99.217 | 99.627 | -2385.42 | 1073440.84 |
| 393 | 2013.04.09 00:58 | buy | 99 | 0.16 | 99.238 | 0.000 | 0.000 | ||
| 394 | 2013.04.09 00:58 | modify | 99 | 0.16 | 99.238 | 98.998 | 0.000 | ||
| 395 | 2013.04.09 00:58 | modify | 99 | 0.16 | 99.238 | 98.998 | 99.408 | ||
| 396 | 2013.04.09 02:02 | t/p | 99 | 0.16 | 99.407 | 98.998 | 99.408 | 2703.04 | 1076143.88 |
| 397 | 2013.04.11 20:39 | buy | 100 | 0.10 | 99.724 | 0.000 | 0.000 | ||
| 398 | 2013.04.11 20:39 | modify | 100 | 0.10 | 99.724 | 99.484 | 0.000 | ||
| 399 | 2013.04.11 20:39 | modify | 100 | 0.10 | 99.724 | 99.484 | 99.894 | ||
| 400 | 2013.04.12 02:00 | s/l | 100 | 0.10 | 99.483 | 99.484 | 99.894 | -2315.42 | 1073828.47 |
| 401 | 2013.04.16 05:31 | buy | 101 | 0.16 | 97.350 | 0.000 | 0.000 | ||
| 402 | 2013.04.16 05:31 | modify | 101 | 0.16 | 97.350 | 97.110 | 0.000 | ||
| 403 | 2013.04.16 05:31 | modify | 101 | 0.16 | 97.350 | 97.110 | 97.520 | ||
| 404 | 2013.04.16 06:16 | t/p | 101 | 0.16 | 97.522 | 97.110 | 97.520 | 2751.04 | 1076579.51 |
| 405 | 2013.04.16 08:18 | buy | 102 | 0.10 | 97.498 | 0.000 | 0.000 | ||
| 406 | 2013.04.16 08:18 | modify | 102 | 0.10 | 97.498 | 97.258 | 0.000 | ||
| 407 | 2013.04.16 08:18 | modify | 102 | 0.10 | 97.498 | 97.258 | 97.668 | ||
| 408 | 2013.04.16 08:54 | t/p | 102 | 0.10 | 97.665 | 97.258 | 97.668 | 1669.40 | 1078248.91 |
| 409 | 2013.04.16 14:10 | buy | 103 | 0.10 | 97.921 | 0.000 | 0.000 | ||
| 410 | 2013.04.16 14:10 | modify | 103 | 0.10 | 97.921 | 97.681 | 0.000 | ||
| 411 | 2013.04.16 14:10 | modify | 103 | 0.10 | 97.921 | 97.681 | 98.091 | ||
| 412 | 2013.04.16 16:15 | s/l | 103 | 0.10 | 97.684 | 97.681 | 98.091 | -2370.60 | 1075878.31 |
| 413 | 2013.04.17 04:20 | buy | 104 | 0.16 | 98.106 | 0.000 | 0.000 | ||
| 414 | 2013.04.17 04:20 | modify | 104 | 0.16 | 98.106 | 97.866 | 0.000 | ||
| 415 | 2013.04.17 04:20 | modify | 104 | 0.16 | 98.106 | 97.866 | 98.276 | ||
| 416 | 2013.04.17 04:46 | t/p | 104 | 0.16 | 98.285 | 97.866 | 98.276 | 2863.04 | 1078741.35 |
| 417 | 2013.04.17 07:45 | buy | 105 | 0.10 | 98.183 | 0.000 | 0.000 | ||
| 418 | 2013.04.17 07:45 | modify | 105 | 0.10 | 98.183 | 97.943 | 0.000 | ||
| 419 | 2013.04.17 07:45 | modify | 105 | 0.10 | 98.183 | 97.943 | 98.353 | ||
| 420 | 2013.04.17 10:22 | s/l | 105 | 0.10 | 97.931 | 97.943 | 98.353 | -2520.60 | 1076220.75 |
| 421 | 2013.04.17 22:46 | buy | 106 | 0.16 | 98.040 | 0.000 | 0.000 | ||
| 422 | 2013.04.17 22:46 | modify | 106 | 0.16 | 98.040 | 97.800 | 0.000 | ||
| 423 | 2013.04.17 22:46 | modify | 106 | 0.16 | 98.040 | 97.800 | 98.210 | ||
| 424 | 2013.04.18 00:14 | s/l | 106 | 0.16 | 97.793 | 97.800 | 98.210 | -3496.07 | 1072724.67 |
| 425 | 2013.04.19 12:26 | buy | 107 | 0.26 | 99.198 | 0.000 | 0.000 | ||
| 426 | 2013.04.19 12:26 | modify | 107 | 0.26 | 99.198 | 98.958 | 0.000 | ||
| 427 | 2013.04.19 12:26 | modify | 107 | 0.26 | 99.198 | 98.958 | 99.368 | ||
| 428 | 2013.04.19 13:47 | s/l | 107 | 0.26 | 98.950 | 98.958 | 99.368 | -6449.55 | 1066275.12 |
| 429 | 2013.04.19 13:48 | buy | 108 | 0.42 | 99.000 | 0.000 | 0.000 | ||
| 430 | 2013.04.19 13:48 | modify | 108 | 0.42 | 99.000 | 98.760 | 0.000 | ||
| 431 | 2013.04.19 13:48 | modify | 108 | 0.42 | 99.000 | 98.760 | 99.170 | ||
| 432 | 2013.04.19 14:06 | t/p | 108 | 0.42 | 99.182 | 98.760 | 99.170 | 7641.49 | 1073916.61 |
| 433 | 2013.04.19 16:05 | buy | 109 | 0.10 | 99.193 | 0.000 | 0.000 | ||
| 434 | 2013.04.19 16:05 | modify | 109 | 0.10 | 99.193 | 98.953 | 0.000 | ||
| 435 | 2013.04.19 16:05 | modify | 109 | 0.10 | 99.193 | 98.953 | 99.363 | ||
| 436 | 2013.04.19 18:08 | close | 109 | 0.10 | 99.356 | 98.953 | 99.363 | 1629.40 | 1075546.01 |
| 437 | 2013.04.22 00:04 | buy | 110 | 0.10 | 99.775 | 0.000 | 0.000 | ||
| 438 | 2013.04.22 00:04 | modify | 110 | 0.10 | 99.775 | 99.535 | 0.000 | ||
| 439 | 2013.04.22 00:04 | modify | 110 | 0.10 | 99.775 | 99.535 | 99.945 | ||
| 440 | 2013.04.22 13:04 | s/l | 110 | 0.10 | 99.527 | 99.535 | 99.945 | -2480.60 | 1073065.41 |
| 441 | 2013.04.23 16:53 | buy | 111 | 0.16 | 99.282 | 0.000 | 0.000 | ||
| 442 | 2013.04.23 16:53 | modify | 111 | 0.16 | 99.282 | 99.042 | 0.000 | ||
| 443 | 2013.04.23 16:53 | modify | 111 | 0.16 | 99.282 | 99.042 | 99.452 | ||
| 444 | 2013.04.23 17:09 | s/l | 111 | 0.16 | 99.036 | 99.042 | 99.452 | -3936.96 | 1069128.45 |
| 445 | 2013.04.23 20:24 | buy | 112 | 0.26 | 99.358 | 0.000 | 0.000 | ||
| 446 | 2013.04.23 20:24 | modify | 112 | 0.26 | 99.358 | 99.118 | 0.000 | ||
| 447 | 2013.04.23 20:24 | modify | 112 | 0.26 | 99.358 | 99.118 | 99.528 | ||
| 448 | 2013.04.23 23:47 | t/p | 112 | 0.26 | 99.532 | 99.118 | 99.528 | 4522.45 | 1073650.90 |
| 449 | 2013.04.29 17:08 | buy | 113 | 0.10 | 98.014 | 0.000 | 0.000 | ||
| 450 | 2013.04.29 17:08 | modify | 113 | 0.10 | 98.014 | 97.774 | 0.000 | ||