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 |
| 4951 | 2017.04.26 15:50 | modify | 1238 | 0.10 | 111.411 | 111.171 | 111.581 | ||
| 4952 | 2017.04.26 16:02 | t/p | 1238 | 0.10 | 111.578 | 111.171 | 111.581 | 1669.40 | 1536297.63 |
| 4953 | 2017.04.26 17:33 | buy | 1239 | 0.10 | 111.546 | 0.000 | 0.000 | ||
| 4954 | 2017.04.26 17:33 | modify | 1239 | 0.10 | 111.546 | 111.306 | 0.000 | ||
| 4955 | 2017.04.26 17:33 | modify | 1239 | 0.10 | 111.546 | 111.306 | 111.716 | ||
| 4956 | 2017.04.26 17:42 | t/p | 1239 | 0.10 | 111.714 | 111.306 | 111.716 | 1679.40 | 1537977.03 |
| 4957 | 2017.04.28 11:09 | buy | 1240 | 0.10 | 111.397 | 0.000 | 0.000 | ||
| 4958 | 2017.04.28 11:09 | modify | 1240 | 0.10 | 111.397 | 111.157 | 0.000 | ||
| 4959 | 2017.04.28 11:09 | modify | 1240 | 0.10 | 111.397 | 111.157 | 111.567 | ||
| 4960 | 2017.04.28 12:30 | t/p | 1240 | 0.10 | 111.564 | 111.157 | 111.567 | 1669.40 | 1539646.43 |
| 4961 | 2017.05.01 04:41 | buy | 1241 | 0.10 | 111.609 | 0.000 | 0.000 | ||
| 4962 | 2017.05.01 04:41 | modify | 1241 | 0.10 | 111.609 | 111.369 | 0.000 | ||
| 4963 | 2017.05.01 04:41 | modify | 1241 | 0.10 | 111.609 | 111.369 | 111.779 | ||
| 4964 | 2017.05.01 06:26 | t/p | 1241 | 0.10 | 111.782 | 111.369 | 111.779 | 1729.40 | 1541375.83 |
| 4965 | 2017.05.01 09:27 | buy | 1242 | 0.10 | 111.792 | 0.000 | 0.000 | ||
| 4966 | 2017.05.01 09:27 | modify | 1242 | 0.10 | 111.792 | 111.552 | 0.000 | ||
| 4967 | 2017.05.01 09:27 | modify | 1242 | 0.10 | 111.792 | 111.552 | 111.962 | ||
| 4968 | 2017.05.01 14:00 | s/l | 1242 | 0.10 | 111.503 | 111.552 | 111.962 | -2890.60 | 1538485.23 |
| 4969 | 2017.05.01 19:07 | buy | 1243 | 0.16 | 111.783 | 0.000 | 0.000 | ||
| 4970 | 2017.05.01 19:07 | modify | 1243 | 0.16 | 111.783 | 111.543 | 0.000 | ||
| 4971 | 2017.05.01 19:07 | modify | 1243 | 0.16 | 111.783 | 111.543 | 111.953 | ||
| 4972 | 2017.05.01 22:23 | close | 1243 | 0.16 | 111.889 | 111.543 | 111.953 | 1695.04 | 1540180.27 |
| 4973 | 2017.05.01 23:20 | buy | 1244 | 0.10 | 111.810 | 0.000 | 0.000 | ||
| 4974 | 2017.05.01 23:20 | modify | 1244 | 0.10 | 111.810 | 111.570 | 0.000 | ||
| 4975 | 2017.05.01 23:20 | modify | 1244 | 0.10 | 111.810 | 111.570 | 111.980 | ||
| 4976 | 2017.05.02 05:26 | t/p | 1244 | 0.10 | 111.973 | 111.570 | 111.980 | 1724.58 | 1541904.85 |
| 4977 | 2017.05.02 11:12 | buy | 1245 | 0.10 | 112.201 | 0.000 | 0.000 | ||
| 4978 | 2017.05.02 11:12 | modify | 1245 | 0.10 | 112.201 | 111.961 | 0.000 | ||
| 4979 | 2017.05.02 11:12 | modify | 1245 | 0.10 | 112.201 | 111.961 | 112.371 | ||
| 4980 | 2017.05.03 05:59 | close | 1245 | 0.10 | 112.120 | 111.961 | 112.371 | -715.42 | 1541189.44 |
| 4981 | 2017.05.03 11:48 | buy | 1246 | 0.16 | 112.175 | 0.000 | 0.000 | ||
| 4982 | 2017.05.03 11:48 | modify | 1246 | 0.16 | 112.175 | 111.935 | 0.000 | ||
| 4983 | 2017.05.03 11:48 | modify | 1246 | 0.16 | 112.175 | 111.935 | 112.345 | ||
| 4984 | 2017.05.03 12:30 | t/p | 1246 | 0.16 | 112.357 | 111.935 | 112.345 | 2911.04 | 1544100.48 |
| 4985 | 2017.05.03 14:53 | buy | 1247 | 0.10 | 112.292 | 0.000 | 0.000 | ||
| 4986 | 2017.05.03 14:53 | modify | 1247 | 0.10 | 112.292 | 112.052 | 0.000 | ||
| 4987 | 2017.05.03 14:53 | modify | 1247 | 0.10 | 112.292 | 112.052 | 112.462 | ||
| 4988 | 2017.05.03 18:00 | t/p | 1247 | 0.10 | 112.465 | 112.052 | 112.462 | 1729.40 | 1545829.88 |
| 4989 | 2017.05.05 19:16 | buy | 1248 | 0.10 | 112.606 | 0.000 | 0.000 | ||
| 4990 | 2017.05.05 19:16 | modify | 1248 | 0.10 | 112.606 | 112.366 | 0.000 | ||
| 4991 | 2017.05.05 19:16 | modify | 1248 | 0.10 | 112.606 | 112.366 | 112.776 | ||
| 4992 | 2017.05.05 20:48 | t/p | 1248 | 0.10 | 112.779 | 112.366 | 112.776 | 1729.40 | 1547559.28 |
| 4993 | 2017.05.07 23:33 | buy | 1249 | 0.10 | 112.736 | 0.000 | 0.000 | ||
| 4994 | 2017.05.07 23:33 | modify | 1249 | 0.10 | 112.736 | 112.496 | 0.000 | ||
| 4995 | 2017.05.07 23:33 | modify | 1249 | 0.10 | 112.736 | 112.496 | 112.906 | ||
| 4996 | 2017.05.08 09:47 | s/l | 1249 | 0.10 | 112.504 | 112.496 | 112.906 | -2225.42 | 1545333.86 |
| 4997 | 2017.05.08 23:16 | buy | 1250 | 0.16 | 113.214 | 0.000 | 0.000 | ||
| 4998 | 2017.05.08 23:16 | modify | 1250 | 0.16 | 113.214 | 112.974 | 0.000 | ||
| 4999 | 2017.05.08 23:16 | modify | 1250 | 0.16 | 113.214 | 112.974 | 113.384 | ||
| 5000 | 2017.05.09 06:02 | t/p | 1250 | 0.16 | 113.388 | 112.974 | 113.384 | 2935.34 | 1548269.19 |
| 5001 | 2017.05.11 00:47 | buy | 1251 | 0.10 | 114.245 | 0.000 | 0.000 | ||
| 5002 | 2017.05.11 00:47 | modify | 1251 | 0.10 | 114.245 | 114.005 | 0.000 | ||
| 5003 | 2017.05.11 00:47 | modify | 1251 | 0.10 | 114.245 | 114.005 | 114.415 | ||
| 5004 | 2017.05.11 10:32 | s/l | 1251 | 0.10 | 113.999 | 114.005 | 114.415 | -2460.60 | 1545808.59 |
| 5005 | 2017.05.15 09:11 | buy | 1252 | 0.16 | 113.535 | 0.000 | 0.000 | ||
| 5006 | 2017.05.15 09:11 | modify | 1252 | 0.16 | 113.535 | 113.295 | 0.000 | ||
| 5007 | 2017.05.15 09:11 | modify | 1252 | 0.16 | 113.535 | 113.295 | 113.705 | ||
| 5008 | 2017.05.15 12:36 | s/l | 1252 | 0.16 | 113.302 | 113.295 | 113.705 | -3728.96 | 1542079.63 |
| 5009 | 2017.05.15 21:09 | buy | 1253 | 0.26 | 113.718 | 0.000 | 0.000 | ||
| 5010 | 2017.05.15 21:09 | modify | 1253 | 0.26 | 113.718 | 113.478 | 0.000 | ||
| 5011 | 2017.05.15 21:09 | modify | 1253 | 0.26 | 113.718 | 113.478 | 113.888 | ||
| 5012 | 2017.05.16 02:27 | s/l | 1253 | 0.26 | 113.476 | 113.478 | 113.888 | -6046.07 | 1536033.56 |
| 5013 | 2017.05.18 22:36 | buy | 1254 | 0.42 | 111.471 | 0.000 | 0.000 | ||
| 5014 | 2017.05.18 22:36 | modify | 1254 | 0.42 | 111.471 | 111.231 | 0.000 | ||
| 5015 | 2017.05.18 22:36 | modify | 1254 | 0.42 | 111.471 | 111.231 | 111.641 | ||
| 5016 | 2017.05.19 01:00 | s/l | 1254 | 0.42 | 111.238 | 111.231 | 111.641 | -9388.74 | 1526644.83 |
| 5017 | 2017.05.22 05:15 | buy | 1255 | 0.67 | 111.493 | 0.000 | 0.000 | ||
| 5018 | 2017.05.22 05:15 | modify | 1255 | 0.67 | 111.493 | 111.253 | 0.000 | ||
| 5019 | 2017.05.22 05:15 | modify | 1255 | 0.67 | 111.493 | 111.253 | 111.663 | ||
| 5020 | 2017.05.22 07:30 | s/l | 1255 | 0.67 | 111.261 | 111.253 | 111.663 | -15548.01 | 1511096.82 |
| 5021 | 2017.05.23 17:42 | buy | 1256 | 0.70 | 111.481 | 0.000 | 0.000 | ||
| 5022 | 2017.05.23 17:42 | modify | 1256 | 0.70 | 111.481 | 111.241 | 0.000 | ||
| 5023 | 2017.05.23 17:42 | modify | 1256 | 0.70 | 111.481 | 111.241 | 111.651 | ||
| 5024 | 2017.05.23 18:37 | t/p | 1256 | 0.70 | 111.660 | 111.241 | 111.651 | 12525.81 | 1523622.63 |
| 5025 | 2017.05.25 11:18 | buy | 1257 | 0.10 | 111.801 | 0.000 | 0.000 | ||
| 5026 | 2017.05.25 11:18 | modify | 1257 | 0.10 | 111.801 | 111.561 | 0.000 | ||
| 5027 | 2017.05.25 11:18 | modify | 1257 | 0.10 | 111.801 | 111.561 | 111.971 | ||
| 5028 | 2017.05.26 02:36 | s/l | 1257 | 0.10 | 111.554 | 111.561 | 111.971 | -2375.42 | 1521247.21 |
| 5029 | 2017.05.31 04:13 | buy | 1258 | 0.16 | 111.029 | 0.000 | 0.000 | ||
| 5030 | 2017.05.31 04:13 | modify | 1258 | 0.16 | 111.029 | 110.789 | 0.000 | ||
| 5031 | 2017.05.31 04:13 | modify | 1258 | 0.16 | 111.029 | 110.789 | 111.199 | ||
| 5032 | 2017.05.31 08:38 | s/l | 1258 | 0.16 | 110.797 | 110.789 | 111.199 | -3712.96 | 1517534.25 |
| 5033 | 2017.06.01 02:03 | buy | 1259 | 0.26 | 110.879 | 0.000 | 0.000 | ||
| 5034 | 2017.06.01 02:03 | modify | 1259 | 0.26 | 110.879 | 110.639 | 0.000 | ||
| 5035 | 2017.06.01 02:03 | modify | 1259 | 0.26 | 110.879 | 110.639 | 111.049 | ||
| 5036 | 2017.06.01 05:02 | t/p | 1259 | 0.26 | 111.050 | 110.639 | 111.049 | 4444.45 | 1521978.70 |
| 5037 | 2017.06.01 07:13 | buy | 1260 | 0.10 | 110.931 | 0.000 | 0.000 | ||
| 5038 | 2017.06.01 07:13 | modify | 1260 | 0.10 | 110.931 | 110.691 | 0.000 | ||
| 5039 | 2017.06.01 07:13 | modify | 1260 | 0.10 | 110.931 | 110.691 | 111.101 | ||
| 5040 | 2017.06.01 08:18 | t/p | 1260 | 0.10 | 111.108 | 110.691 | 111.101 | 1769.40 | 1523748.10 |
| 5041 | 2017.06.01 15:02 | buy | 1261 | 0.10 | 111.241 | 0.000 | 0.000 | ||
| 5042 | 2017.06.01 15:02 | modify | 1261 | 0.10 | 111.241 | 111.001 | 0.000 | ||
| 5043 | 2017.06.01 15:02 | modify | 1261 | 0.10 | 111.241 | 111.001 | 111.411 | ||
| 5044 | 2017.06.01 17:37 | t/p | 1261 | 0.10 | 111.421 | 111.001 | 111.411 | 1799.40 | 1525547.50 |
| 5045 | 2017.06.01 18:54 | buy | 1262 | 0.10 | 111.322 | 0.000 | 0.000 | ||
| 5046 | 2017.06.01 18:54 | modify | 1262 | 0.10 | 111.322 | 111.082 | 0.000 | ||
| 5047 | 2017.06.01 18:54 | modify | 1262 | 0.10 | 111.322 | 111.082 | 111.492 | ||
| 5048 | 2017.06.04 21:00 | s/l | 1262 | 0.10 | 110.336 | 111.082 | 111.492 | -9765.42 | 1515782.09 |
| 5049 | 2017.06.07 21:36 | buy | 1263 | 0.16 | 109.795 | 0.000 | 0.000 | ||
| 5050 | 2017.06.07 21:36 | modify | 1263 | 0.16 | 109.795 | 109.555 | 0.000 | ||
| 5051 | 2017.06.07 21:36 | modify | 1263 | 0.16 | 109.795 | 109.555 | 109.965 | ||
| 5052 | 2017.06.08 00:02 | t/p | 1263 | 0.16 | 109.972 | 109.555 | 109.965 | 3287.93 | 1519070.01 |
| 5053 | 2017.06.09 04:42 | buy | 1264 | 0.10 | 110.203 | 0.000 | 0.000 | ||
| 5054 | 2017.06.09 04:42 | modify | 1264 | 0.10 | 110.203 | 109.963 | 0.000 | ||
| 5055 | 2017.06.09 04:42 | modify | 1264 | 0.10 | 110.203 | 109.963 | 110.373 | ||
| 5056 | 2017.06.09 06:39 | t/p | 1264 | 0.10 | 110.366 | 109.963 | 110.373 | 1629.40 | 1520699.41 |
| 5057 | 2017.06.09 15:24 | buy | 1265 | 0.10 | 110.631 | 0.000 | 0.000 | ||
| 5058 | 2017.06.09 15:24 | modify | 1265 | 0.10 | 110.631 | 110.391 | 0.000 | ||
| 5059 | 2017.06.09 15:24 | modify | 1265 | 0.10 | 110.631 | 110.391 | 110.801 | ||
| 5060 | 2017.06.09 17:38 | s/l | 1265 | 0.10 | 110.384 | 110.391 | 110.801 | -2470.60 | 1518228.81 |
| 5061 | 2017.06.13 09:16 | buy | 1266 | 0.16 | 110.117 | 0.000 | 0.000 | ||
| 5062 | 2017.06.13 09:16 | modify | 1266 | 0.16 | 110.117 | 109.877 | 0.000 | ||
| 5063 | 2017.06.13 09:16 | modify | 1266 | 0.16 | 110.117 | 109.877 | 110.287 | ||
| 5064 | 2017.06.14 07:55 | close | 1266 | 0.16 | 110.187 | 109.877 | 110.287 | 1271.34 | 1519500.15 |
| 5065 | 2017.06.15 19:19 | buy | 1267 | 0.10 | 110.826 | 0.000 | 0.000 | ||
| 5066 | 2017.06.15 19:19 | modify | 1267 | 0.10 | 110.826 | 110.586 | 0.000 | ||
| 5067 | 2017.06.15 19:19 | modify | 1267 | 0.10 | 110.826 | 110.586 | 110.996 | ||
| 5068 | 2017.06.15 23:59 | close | 1267 | 0.10 | 110.980 | 110.586 | 110.996 | 1539.40 | 1521039.55 |
| 5069 | 2017.06.16 05:34 | buy | 1268 | 0.10 | 111.158 | 0.000 | 0.000 | ||
| 5070 | 2017.06.16 05:34 | modify | 1268 | 0.10 | 111.158 | 110.918 | 0.000 | ||
| 5071 | 2017.06.16 05:34 | modify | 1268 | 0.10 | 111.158 | 110.918 | 111.328 | ||
| 5072 | 2017.06.16 06:42 | t/p | 1268 | 0.10 | 111.325 | 110.918 | 111.328 | 1669.40 | 1522708.95 |
| 5073 | 2017.06.16 10:47 | buy | 1269 | 0.10 | 111.235 | 0.000 | 0.000 | ||
| 5074 | 2017.06.16 10:47 | modify | 1269 | 0.10 | 111.235 | 110.995 | 0.000 | ||
| 5075 | 2017.06.16 10:47 | modify | 1269 | 0.10 | 111.235 | 110.995 | 111.405 | ||
| 5076 | 2017.06.16 11:21 | t/p | 1269 | 0.10 | 111.409 | 110.995 | 111.405 | 1739.40 | 1524448.35 |
| 5077 | 2017.06.16 12:31 | buy | 1270 | 0.10 | 111.272 | 0.000 | 0.000 | ||
| 5078 | 2017.06.16 12:31 | modify | 1270 | 0.10 | 111.272 | 111.032 | 0.000 | ||
| 5079 | 2017.06.16 12:31 | modify | 1270 | 0.10 | 111.272 | 111.032 | 111.442 | ||
| 5080 | 2017.06.16 13:31 | s/l | 1270 | 0.10 | 111.025 | 111.032 | 111.442 | -2470.60 | 1521977.75 |
| 5081 | 2017.06.19 08:22 | buy | 1271 | 0.16 | 111.066 | 0.000 | 0.000 | ||
| 5082 | 2017.06.19 08:22 | modify | 1271 | 0.16 | 111.066 | 110.826 | 0.000 | ||
| 5083 | 2017.06.19 08:22 | modify | 1271 | 0.16 | 111.066 | 110.826 | 111.236 | ||
| 5084 | 2017.06.19 12:28 | t/p | 1271 | 0.16 | 111.240 | 110.826 | 111.236 | 2783.04 | 1524760.79 |
| 5085 | 2017.06.19 20:46 | buy | 1272 | 0.10 | 111.528 | 0.000 | 0.000 | ||
| 5086 | 2017.06.19 20:46 | modify | 1272 | 0.10 | 111.528 | 111.288 | 0.000 | ||
| 5087 | 2017.06.19 20:46 | modify | 1272 | 0.10 | 111.528 | 111.288 | 111.698 | ||
| 5088 | 2017.06.19 22:45 | close | 1272 | 0.10 | 111.663 | 111.288 | 111.698 | 1349.40 | 1526110.19 |
| 5089 | 2017.06.20 01:22 | buy | 1273 | 0.10 | 111.643 | 0.000 | 0.000 | ||
| 5090 | 2017.06.20 01:22 | modify | 1273 | 0.10 | 111.643 | 111.403 | 0.000 | ||
| 5091 | 2017.06.20 01:22 | modify | 1273 | 0.10 | 111.643 | 111.403 | 111.813 | ||
| 5092 | 2017.06.20 07:13 | close | 1273 | 0.10 | 111.735 | 111.403 | 111.813 | 919.40 | 1527029.59 |
| 5093 | 2017.06.22 12:22 | buy | 1274 | 0.10 | 111.217 | 0.000 | 0.000 | ||
| 5094 | 2017.06.22 12:22 | modify | 1274 | 0.10 | 111.217 | 110.977 | 0.000 | ||
| 5095 | 2017.06.22 12:22 | modify | 1274 | 0.10 | 111.217 | 110.977 | 111.387 | ||
| 5096 | 2017.06.22 14:48 | t/p | 1274 | 0.10 | 111.392 | 110.977 | 111.387 | 1749.40 | 1528778.99 |
| 5097 | 2017.06.26 10:25 | buy | 1275 | 0.10 | 111.595 | 0.000 | 0.000 | ||
| 5098 | 2017.06.26 10:25 | modify | 1275 | 0.10 | 111.595 | 111.355 | 0.000 | ||
| 5099 | 2017.06.26 10:25 | modify | 1275 | 0.10 | 111.595 | 111.355 | 111.765 | ||
| 5100 | 2017.06.26 16:52 | close | 1275 | 0.10 | 111.662 | 111.355 | 111.765 | 669.40 | 1529448.39 |