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 |
| 4501 | 2016.12.09 05:28 | buy | 1126 | 0.10 | 114.364 | 0.000 | 0.000 | ||
| 4502 | 2016.12.09 05:28 | modify | 1126 | 0.10 | 114.364 | 114.124 | 0.000 | ||
| 4503 | 2016.12.09 05:28 | modify | 1126 | 0.10 | 114.364 | 114.124 | 114.534 | ||
| 4504 | 2016.12.09 08:11 | t/p | 1126 | 0.10 | 114.526 | 114.124 | 114.534 | 1619.40 | 1481251.47 |
| 4505 | 2016.12.09 09:02 | buy | 1127 | 0.10 | 114.375 | 0.000 | 0.000 | ||
| 4506 | 2016.12.09 09:02 | modify | 1127 | 0.10 | 114.375 | 114.135 | 0.000 | ||
| 4507 | 2016.12.09 09:02 | modify | 1127 | 0.10 | 114.375 | 114.135 | 114.545 | ||
| 4508 | 2016.12.09 10:30 | t/p | 1127 | 0.10 | 114.555 | 114.135 | 114.545 | 1799.40 | 1483050.87 |
| 4509 | 2016.12.09 13:27 | buy | 1128 | 0.10 | 114.767 | 0.000 | 0.000 | ||
| 4510 | 2016.12.09 13:27 | modify | 1128 | 0.10 | 114.767 | 114.527 | 0.000 | ||
| 4511 | 2016.12.09 13:27 | modify | 1128 | 0.10 | 114.767 | 114.527 | 114.937 | ||
| 4512 | 2016.12.09 13:49 | t/p | 1128 | 0.10 | 114.946 | 114.527 | 114.937 | 1789.40 | 1484840.27 |
| 4513 | 2016.12.09 21:57 | buy | 1129 | 0.10 | 115.228 | 0.000 | 0.000 | ||
| 4514 | 2016.12.09 21:57 | modify | 1129 | 0.10 | 115.228 | 114.988 | 0.000 | ||
| 4515 | 2016.12.09 21:57 | modify | 1129 | 0.10 | 115.228 | 114.988 | 115.398 | ||
| 4516 | 2016.12.11 22:00 | t/p | 1129 | 0.10 | 115.401 | 114.988 | 115.398 | 1729.40 | 1486569.67 |
| 4517 | 2016.12.12 00:13 | buy | 1130 | 0.10 | 115.375 | 0.000 | 0.000 | ||
| 4518 | 2016.12.12 00:13 | modify | 1130 | 0.10 | 115.375 | 115.135 | 0.000 | ||
| 4519 | 2016.12.12 00:13 | modify | 1130 | 0.10 | 115.375 | 115.135 | 115.545 | ||
| 4520 | 2016.12.12 00:26 | t/p | 1130 | 0.10 | 115.556 | 115.135 | 115.545 | 1809.40 | 1488379.07 |
| 4521 | 2016.12.12 01:39 | buy | 1131 | 0.10 | 115.340 | 0.000 | 0.000 | ||
| 4522 | 2016.12.12 01:39 | modify | 1131 | 0.10 | 115.340 | 115.100 | 0.000 | ||
| 4523 | 2016.12.12 01:39 | modify | 1131 | 0.10 | 115.340 | 115.100 | 115.510 | ||
| 4524 | 2016.12.12 04:29 | t/p | 1131 | 0.10 | 115.518 | 115.100 | 115.510 | 1779.40 | 1490158.47 |
| 4525 | 2016.12.12 09:24 | buy | 1132 | 0.10 | 115.741 | 0.000 | 0.000 | ||
| 4526 | 2016.12.12 09:24 | modify | 1132 | 0.10 | 115.741 | 115.501 | 0.000 | ||
| 4527 | 2016.12.12 09:24 | modify | 1132 | 0.10 | 115.741 | 115.501 | 115.911 | ||
| 4528 | 2016.12.12 10:06 | t/p | 1132 | 0.10 | 115.920 | 115.501 | 115.911 | 1789.40 | 1491947.87 |
| 4529 | 2016.12.12 11:32 | buy | 1133 | 0.10 | 115.731 | 0.000 | 0.000 | ||
| 4530 | 2016.12.12 11:32 | modify | 1133 | 0.10 | 115.731 | 115.491 | 0.000 | ||
| 4531 | 2016.12.12 11:32 | modify | 1133 | 0.10 | 115.731 | 115.491 | 115.901 | ||
| 4532 | 2016.12.12 13:26 | s/l | 1133 | 0.10 | 115.481 | 115.491 | 115.901 | -2500.60 | 1489447.27 |
| 4533 | 2016.12.13 09:48 | buy | 1134 | 0.16 | 115.271 | 0.000 | 0.000 | ||
| 4534 | 2016.12.13 09:48 | modify | 1134 | 0.16 | 115.271 | 115.031 | 0.000 | ||
| 4535 | 2016.12.13 09:48 | modify | 1134 | 0.16 | 115.271 | 115.031 | 115.441 | ||
| 4536 | 2016.12.13 10:36 | t/p | 1134 | 0.16 | 115.445 | 115.031 | 115.441 | 2783.04 | 1492230.31 |
| 4537 | 2016.12.20 09:30 | buy | 1135 | 0.10 | 117.984 | 0.000 | 0.000 | ||
| 4538 | 2016.12.20 09:30 | modify | 1135 | 0.10 | 117.984 | 117.744 | 0.000 | ||
| 4539 | 2016.12.20 09:30 | modify | 1135 | 0.10 | 117.984 | 117.744 | 118.154 | ||
| 4540 | 2016.12.20 12:43 | t/p | 1135 | 0.10 | 118.146 | 117.744 | 118.154 | 1619.40 | 1493849.71 |
| 4541 | 2016.12.20 13:54 | buy | 1136 | 0.10 | 118.000 | 0.000 | 0.000 | ||
| 4542 | 2016.12.20 13:54 | modify | 1136 | 0.10 | 118.000 | 117.760 | 0.000 | ||
| 4543 | 2016.12.20 13:54 | modify | 1136 | 0.10 | 118.000 | 117.760 | 118.170 | ||
| 4544 | 2016.12.20 14:36 | t/p | 1136 | 0.10 | 118.160 | 117.760 | 118.170 | 1599.40 | 1495449.11 |
| 4545 | 2016.12.20 15:22 | buy | 1137 | 0.10 | 117.947 | 0.000 | 0.000 | ||
| 4546 | 2016.12.20 15:22 | modify | 1137 | 0.10 | 117.947 | 117.707 | 0.000 | ||
| 4547 | 2016.12.20 15:22 | modify | 1137 | 0.10 | 117.947 | 117.707 | 118.117 | ||
| 4548 | 2016.12.20 15:52 | t/p | 1137 | 0.10 | 118.122 | 117.707 | 118.117 | 1749.40 | 1497198.51 |
| 4549 | 2016.12.27 06:00 | buy | 1138 | 0.10 | 117.309 | 0.000 | 0.000 | ||
| 4550 | 2016.12.27 06:00 | modify | 1138 | 0.10 | 117.309 | 117.069 | 0.000 | ||
| 4551 | 2016.12.27 06:00 | modify | 1138 | 0.10 | 117.309 | 117.069 | 117.479 | ||
| 4552 | 2016.12.27 12:30 | close | 1138 | 0.10 | 117.402 | 117.069 | 117.479 | 929.40 | 1498127.91 |
| 4553 | 2016.12.27 17:24 | buy | 1139 | 0.10 | 117.490 | 0.000 | 0.000 | ||
| 4554 | 2016.12.27 17:24 | modify | 1139 | 0.10 | 117.490 | 117.250 | 0.000 | ||
| 4555 | 2016.12.27 17:24 | modify | 1139 | 0.10 | 117.490 | 117.250 | 117.660 | ||
| 4556 | 2016.12.27 23:38 | close | 1139 | 0.10 | 117.541 | 117.250 | 117.660 | 509.40 | 1498637.31 |
| 4557 | 2016.12.28 03:45 | buy | 1140 | 0.10 | 117.552 | 0.000 | 0.000 | ||
| 4558 | 2016.12.28 03:45 | modify | 1140 | 0.10 | 117.552 | 117.312 | 0.000 | ||
| 4559 | 2016.12.28 03:45 | modify | 1140 | 0.10 | 117.552 | 117.312 | 117.722 | ||
| 4560 | 2016.12.28 11:13 | t/p | 1140 | 0.10 | 117.713 | 117.312 | 117.722 | 1609.40 | 1500246.71 |
| 4561 | 2016.12.28 12:44 | buy | 1141 | 0.10 | 117.696 | 0.000 | 0.000 | ||
| 4562 | 2016.12.28 12:44 | modify | 1141 | 0.10 | 117.696 | 117.456 | 0.000 | ||
| 4563 | 2016.12.28 12:44 | modify | 1141 | 0.10 | 117.696 | 117.456 | 117.866 | ||
| 4564 | 2016.12.28 18:06 | s/l | 1141 | 0.10 | 117.459 | 117.456 | 117.866 | -2370.60 | 1497876.11 |
| 4565 | 2017.01.02 11:09 | buy | 1142 | 0.16 | 117.342 | 0.000 | 0.000 | ||
| 4566 | 2017.01.02 11:09 | modify | 1142 | 0.16 | 117.342 | 117.102 | 0.000 | ||
| 4567 | 2017.01.02 11:09 | modify | 1142 | 0.16 | 117.342 | 117.102 | 117.512 | ||
| 4568 | 2017.01.02 12:53 | close | 1142 | 0.16 | 117.457 | 117.102 | 117.512 | 1839.04 | 1499715.15 |
| 4569 | 2017.01.02 13:25 | buy | 1143 | 0.10 | 117.348 | 0.000 | 0.000 | ||
| 4570 | 2017.01.02 13:25 | modify | 1143 | 0.10 | 117.348 | 117.108 | 0.000 | ||
| 4571 | 2017.01.02 13:25 | modify | 1143 | 0.10 | 117.348 | 117.108 | 117.518 | ||
| 4572 | 2017.01.02 19:46 | t/p | 1143 | 0.10 | 117.511 | 117.108 | 117.518 | 1629.40 | 1501344.55 |
| 4573 | 2017.01.02 22:22 | buy | 1144 | 0.10 | 117.484 | 0.000 | 0.000 | ||
| 4574 | 2017.01.02 22:22 | modify | 1144 | 0.10 | 117.484 | 117.244 | 0.000 | ||
| 4575 | 2017.01.02 22:22 | modify | 1144 | 0.10 | 117.484 | 117.244 | 117.654 | ||
| 4576 | 2017.01.02 23:01 | s/l | 1144 | 0.10 | 117.245 | 117.244 | 117.654 | -2390.60 | 1498953.95 |
| 4577 | 2017.01.03 12:52 | buy | 1145 | 0.16 | 118.161 | 0.000 | 0.000 | ||
| 4578 | 2017.01.03 12:52 | modify | 1145 | 0.16 | 118.161 | 117.921 | 0.000 | ||
| 4579 | 2017.01.03 12:52 | modify | 1145 | 0.16 | 118.161 | 117.921 | 118.331 | ||
| 4580 | 2017.01.03 15:00 | t/p | 1145 | 0.16 | 118.359 | 117.921 | 118.331 | 3167.04 | 1502120.99 |
| 4581 | 2017.01.03 15:51 | buy | 1146 | 0.10 | 118.132 | 0.000 | 0.000 | ||
| 4582 | 2017.01.03 15:51 | modify | 1146 | 0.10 | 118.132 | 117.892 | 0.000 | ||
| 4583 | 2017.01.03 15:51 | modify | 1146 | 0.10 | 118.132 | 117.892 | 118.302 | ||
| 4584 | 2017.01.03 16:12 | s/l | 1146 | 0.10 | 117.896 | 117.892 | 118.302 | -2360.60 | 1499760.39 |
| 4585 | 2017.01.04 03:32 | buy | 1147 | 0.16 | 117.894 | 0.000 | 0.000 | ||
| 4586 | 2017.01.04 03:32 | modify | 1147 | 0.16 | 117.894 | 117.654 | 0.000 | ||
| 4587 | 2017.01.04 03:32 | modify | 1147 | 0.16 | 117.894 | 117.654 | 118.064 | ||
| 4588 | 2017.01.04 05:16 | t/p | 1147 | 0.16 | 118.064 | 117.654 | 118.064 | 2719.04 | 1502479.43 |
| 4589 | 2017.01.04 06:31 | buy | 1148 | 0.10 | 118.006 | 0.000 | 0.000 | ||
| 4590 | 2017.01.04 06:31 | modify | 1148 | 0.10 | 118.006 | 117.766 | 0.000 | ||
| 4591 | 2017.01.04 06:31 | modify | 1148 | 0.10 | 118.006 | 117.766 | 118.176 | ||
| 4592 | 2017.01.04 08:07 | s/l | 1148 | 0.10 | 117.758 | 117.766 | 118.176 | -2480.60 | 1499998.83 |
| 4593 | 2017.01.09 06:49 | buy | 1149 | 0.16 | 117.379 | 0.000 | 0.000 | ||
| 4594 | 2017.01.09 06:49 | modify | 1149 | 0.16 | 117.379 | 117.139 | 0.000 | ||
| 4595 | 2017.01.09 06:49 | modify | 1149 | 0.16 | 117.379 | 117.139 | 117.549 | ||
| 4596 | 2017.01.09 08:51 | s/l | 1149 | 0.16 | 117.133 | 117.139 | 117.549 | -3936.96 | 1496061.87 |
| 4597 | 2017.01.18 08:17 | buy | 1150 | 0.26 | 113.166 | 0.000 | 0.000 | ||
| 4598 | 2017.01.18 08:17 | modify | 1150 | 0.26 | 113.166 | 112.926 | 0.000 | ||
| 4599 | 2017.01.18 08:17 | modify | 1150 | 0.26 | 113.166 | 112.926 | 113.336 | ||
| 4600 | 2017.01.18 08:59 | t/p | 1150 | 0.26 | 113.340 | 112.926 | 113.336 | 4522.45 | 1500584.32 |
| 4601 | 2017.01.19 02:28 | buy | 1151 | 0.10 | 114.649 | 0.000 | 0.000 | ||
| 4602 | 2017.01.19 02:28 | modify | 1151 | 0.10 | 114.649 | 114.409 | 0.000 | ||
| 4603 | 2017.01.19 02:28 | modify | 1151 | 0.10 | 114.649 | 114.409 | 114.819 | ||
| 4604 | 2017.01.19 07:25 | t/p | 1151 | 0.10 | 114.818 | 114.409 | 114.819 | 1689.40 | 1502273.72 |
| 4605 | 2017.01.19 08:48 | buy | 1152 | 0.10 | 114.670 | 0.000 | 0.000 | ||
| 4606 | 2017.01.19 08:48 | modify | 1152 | 0.10 | 114.670 | 114.430 | 0.000 | ||
| 4607 | 2017.01.19 08:48 | modify | 1152 | 0.10 | 114.670 | 114.430 | 114.840 | ||
| 4608 | 2017.01.19 09:24 | s/l | 1152 | 0.10 | 114.434 | 114.430 | 114.840 | -2360.60 | 1499913.12 |
| 4609 | 2017.01.19 18:28 | buy | 1153 | 0.16 | 115.218 | 0.000 | 0.000 | ||
| 4610 | 2017.01.19 18:28 | modify | 1153 | 0.16 | 115.218 | 114.978 | 0.000 | ||
| 4611 | 2017.01.19 18:28 | modify | 1153 | 0.16 | 115.218 | 114.978 | 115.388 | ||
| 4612 | 2017.01.19 19:20 | s/l | 1153 | 0.16 | 114.985 | 114.978 | 115.388 | -3728.96 | 1496184.16 |
| 4613 | 2017.01.19 19:25 | buy | 1154 | 0.26 | 115.076 | 0.000 | 0.000 | ||
| 4614 | 2017.01.19 19:25 | modify | 1154 | 0.26 | 115.076 | 114.836 | 0.000 | ||
| 4615 | 2017.01.19 19:25 | modify | 1154 | 0.26 | 115.076 | 114.836 | 115.246 | ||
| 4616 | 2017.01.19 19:50 | s/l | 1154 | 0.26 | 114.840 | 114.836 | 115.246 | -6137.55 | 1490046.61 |
| 4617 | 2017.01.25 00:33 | buy | 1155 | 0.42 | 113.758 | 0.000 | 0.000 | ||
| 4618 | 2017.01.25 00:33 | modify | 1155 | 0.42 | 113.758 | 113.518 | 0.000 | ||
| 4619 | 2017.01.25 00:33 | modify | 1155 | 0.42 | 113.758 | 113.518 | 113.928 | ||
| 4620 | 2017.01.25 01:37 | s/l | 1155 | 0.42 | 113.516 | 113.518 | 113.928 | -10166.51 | 1479880.10 |
| 4621 | 2017.01.27 08:26 | buy | 1156 | 0.67 | 115.068 | 0.000 | 0.000 | ||
| 4622 | 2017.01.27 08:26 | modify | 1156 | 0.67 | 115.068 | 114.828 | 0.000 | ||
| 4623 | 2017.01.27 08:26 | modify | 1156 | 0.67 | 115.068 | 114.828 | 115.238 | ||
| 4624 | 2017.01.27 08:45 | t/p | 1156 | 0.67 | 115.248 | 114.828 | 115.238 | 12055.99 | 1491936.09 |
| 4625 | 2017.01.27 09:19 | buy | 1157 | 0.10 | 115.063 | 0.000 | 0.000 | ||
| 4626 | 2017.01.27 09:19 | modify | 1157 | 0.10 | 115.063 | 114.823 | 0.000 | ||
| 4627 | 2017.01.27 09:19 | modify | 1157 | 0.10 | 115.063 | 114.823 | 115.233 | ||
| 4628 | 2017.01.27 12:54 | t/p | 1157 | 0.10 | 115.230 | 114.823 | 115.233 | 1669.40 | 1493605.49 |
| 4629 | 2017.02.01 05:49 | buy | 1158 | 0.10 | 113.121 | 0.000 | 0.000 | ||
| 4630 | 2017.02.01 05:49 | modify | 1158 | 0.10 | 113.121 | 112.881 | 0.000 | ||
| 4631 | 2017.02.01 05:49 | modify | 1158 | 0.10 | 113.121 | 112.881 | 113.291 | ||
| 4632 | 2017.02.01 06:15 | t/p | 1158 | 0.10 | 113.300 | 112.881 | 113.291 | 1789.40 | 1495394.89 |
| 4633 | 2017.02.01 09:40 | buy | 1159 | 0.10 | 113.246 | 0.000 | 0.000 | ||
| 4634 | 2017.02.01 09:40 | modify | 1159 | 0.10 | 113.246 | 113.006 | 0.000 | ||
| 4635 | 2017.02.01 09:40 | modify | 1159 | 0.10 | 113.246 | 113.006 | 113.416 | ||
| 4636 | 2017.02.01 10:14 | t/p | 1159 | 0.10 | 113.426 | 113.006 | 113.416 | 1799.40 | 1497194.29 |
| 4637 | 2017.02.01 15:59 | buy | 1160 | 0.10 | 113.489 | 0.000 | 0.000 | ||
| 4638 | 2017.02.01 15:59 | modify | 1160 | 0.10 | 113.489 | 113.249 | 0.000 | ||
| 4639 | 2017.02.01 15:59 | modify | 1160 | 0.10 | 113.489 | 113.249 | 113.659 | ||
| 4640 | 2017.02.01 19:00 | s/l | 1160 | 0.10 | 113.258 | 113.249 | 113.659 | -2310.60 | 1494883.69 |
| 4641 | 2017.02.03 00:03 | buy | 1161 | 0.16 | 112.765 | 0.000 | 0.000 | ||
| 4642 | 2017.02.03 00:03 | modify | 1161 | 0.16 | 112.765 | 112.525 | 0.000 | ||
| 4643 | 2017.02.03 00:03 | modify | 1161 | 0.16 | 112.765 | 112.525 | 112.935 | ||
| 4644 | 2017.02.03 00:24 | t/p | 1161 | 0.16 | 112.937 | 112.525 | 112.935 | 2751.04 | 1497634.73 |
| 4645 | 2017.02.03 09:26 | buy | 1162 | 0.10 | 113.060 | 0.000 | 0.000 | ||
| 4646 | 2017.02.03 09:26 | modify | 1162 | 0.10 | 113.060 | 112.820 | 0.000 | ||
| 4647 | 2017.02.03 09:26 | modify | 1162 | 0.10 | 113.060 | 112.820 | 113.230 | ||
| 4648 | 2017.02.03 13:22 | t/p | 1162 | 0.10 | 113.238 | 112.820 | 113.230 | 1779.40 | 1499414.13 |
| 4649 | 2017.02.07 12:20 | buy | 1163 | 0.10 | 112.308 | 0.000 | 0.000 | ||
| 4650 | 2017.02.07 12:20 | modify | 1163 | 0.10 | 112.308 | 112.068 | 0.000 | ||