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 |
| 5251 | 2017.08.22 04:45 | modify | 1313 | 0.26 | 109.225 | 108.985 | 109.395 | ||
| 5252 | 2017.08.22 07:00 | t/p | 1313 | 0.26 | 109.394 | 108.985 | 109.395 | 4392.45 | 1537315.08 |
| 5253 | 2017.08.22 07:43 | buy | 1314 | 0.10 | 109.246 | 0.000 | 0.000 | ||
| 5254 | 2017.08.22 07:43 | modify | 1314 | 0.10 | 109.246 | 109.006 | 0.000 | ||
| 5255 | 2017.08.22 07:43 | modify | 1314 | 0.10 | 109.246 | 109.006 | 109.416 | ||
| 5256 | 2017.08.22 11:13 | t/p | 1314 | 0.10 | 109.407 | 109.006 | 109.416 | 1609.40 | 1538924.48 |
| 5257 | 2017.08.23 00:25 | buy | 1315 | 0.10 | 109.654 | 0.000 | 0.000 | ||
| 5258 | 2017.08.23 00:25 | modify | 1315 | 0.10 | 109.654 | 109.414 | 0.000 | ||
| 5259 | 2017.08.23 00:25 | modify | 1315 | 0.10 | 109.654 | 109.414 | 109.824 | ||
| 5260 | 2017.08.23 03:07 | s/l | 1315 | 0.10 | 109.419 | 109.414 | 109.824 | -2350.60 | 1536573.88 |
| 5261 | 2017.08.24 10:36 | buy | 1316 | 0.16 | 109.305 | 0.000 | 0.000 | ||
| 5262 | 2017.08.24 10:36 | modify | 1316 | 0.16 | 109.305 | 109.065 | 0.000 | ||
| 5263 | 2017.08.24 10:36 | modify | 1316 | 0.16 | 109.305 | 109.065 | 109.475 | ||
| 5264 | 2017.08.24 11:27 | close | 1316 | 0.16 | 109.439 | 109.065 | 109.475 | 2143.04 | 1538716.92 |
| 5265 | 2017.08.25 00:01 | buy | 1317 | 0.10 | 109.513 | 0.000 | 0.000 | ||
| 5266 | 2017.08.25 00:01 | modify | 1317 | 0.10 | 109.513 | 109.273 | 0.000 | ||
| 5267 | 2017.08.25 00:01 | modify | 1317 | 0.10 | 109.513 | 109.273 | 109.683 | ||
| 5268 | 2017.08.25 00:53 | t/p | 1317 | 0.10 | 109.689 | 109.273 | 109.683 | 1759.40 | 1540476.32 |
| 5269 | 2017.08.25 03:58 | buy | 1318 | 0.10 | 109.598 | 0.000 | 0.000 | ||
| 5270 | 2017.08.25 03:58 | modify | 1318 | 0.10 | 109.598 | 109.358 | 0.000 | ||
| 5271 | 2017.08.25 03:58 | modify | 1318 | 0.10 | 109.598 | 109.358 | 109.768 | ||
| 5272 | 2017.08.25 13:55 | t/p | 1318 | 0.10 | 109.758 | 109.358 | 109.768 | 1599.40 | 1542075.72 |
| 5273 | 2017.08.29 21:43 | buy | 1319 | 0.10 | 109.600 | 0.000 | 0.000 | ||
| 5274 | 2017.08.29 21:43 | modify | 1319 | 0.10 | 109.600 | 109.360 | 0.000 | ||
| 5275 | 2017.08.29 21:43 | modify | 1319 | 0.10 | 109.600 | 109.360 | 109.770 | ||
| 5276 | 2017.08.29 23:47 | t/p | 1319 | 0.10 | 109.776 | 109.360 | 109.770 | 1759.40 | 1543835.12 |
| 5277 | 2017.08.30 03:49 | buy | 1320 | 0.10 | 109.749 | 0.000 | 0.000 | ||
| 5278 | 2017.08.30 03:49 | modify | 1320 | 0.10 | 109.749 | 109.509 | 0.000 | ||
| 5279 | 2017.08.30 03:49 | modify | 1320 | 0.10 | 109.749 | 109.509 | 109.919 | ||
| 5280 | 2017.08.30 06:12 | close | 1320 | 0.10 | 109.871 | 109.509 | 109.919 | 1219.40 | 1545054.52 |
| 5281 | 2017.08.30 07:58 | buy | 1321 | 0.10 | 109.934 | 0.000 | 0.000 | ||
| 5282 | 2017.08.30 07:58 | modify | 1321 | 0.10 | 109.934 | 109.694 | 0.000 | ||
| 5283 | 2017.08.30 07:58 | modify | 1321 | 0.10 | 109.934 | 109.694 | 110.104 | ||
| 5284 | 2017.08.30 11:50 | close | 1321 | 0.10 | 110.048 | 109.694 | 110.104 | 1139.40 | 1546193.92 |
| 5285 | 2017.08.30 19:15 | buy | 1322 | 0.10 | 110.310 | 0.000 | 0.000 | ||
| 5286 | 2017.08.30 19:15 | modify | 1322 | 0.10 | 110.310 | 110.070 | 0.000 | ||
| 5287 | 2017.08.30 19:15 | modify | 1322 | 0.10 | 110.310 | 110.070 | 110.480 | ||
| 5288 | 2017.08.30 23:32 | close | 1322 | 0.10 | 110.383 | 110.070 | 110.480 | 729.40 | 1546923.32 |
| 5289 | 2017.08.31 01:03 | buy | 1323 | 0.10 | 110.388 | 0.000 | 0.000 | ||
| 5290 | 2017.08.31 01:03 | modify | 1323 | 0.10 | 110.388 | 110.148 | 0.000 | ||
| 5291 | 2017.08.31 01:03 | modify | 1323 | 0.10 | 110.388 | 110.148 | 110.558 | ||
| 5292 | 2017.08.31 01:43 | t/p | 1323 | 0.10 | 110.556 | 110.148 | 110.558 | 1679.40 | 1548602.72 |
| 5293 | 2017.08.31 04:38 | buy | 1324 | 0.10 | 110.466 | 0.000 | 0.000 | ||
| 5294 | 2017.08.31 04:38 | modify | 1324 | 0.10 | 110.466 | 110.226 | 0.000 | ||
| 5295 | 2017.08.31 04:38 | modify | 1324 | 0.10 | 110.466 | 110.226 | 110.636 | ||
| 5296 | 2017.08.31 09:40 | t/p | 1324 | 0.10 | 110.646 | 110.226 | 110.636 | 1799.40 | 1550402.12 |
| 5297 | 2017.09.06 20:48 | buy | 1325 | 0.10 | 109.222 | 0.000 | 0.000 | ||
| 5298 | 2017.09.06 20:48 | modify | 1325 | 0.10 | 109.222 | 108.982 | 0.000 | ||
| 5299 | 2017.09.06 20:48 | modify | 1325 | 0.10 | 109.222 | 108.982 | 109.392 | ||
| 5300 | 2017.09.07 00:26 | s/l | 1325 | 0.10 | 108.953 | 108.982 | 109.392 | -2405.05 | 1547997.08 |
| 5301 | 2017.09.10 23:49 | buy | 1326 | 0.16 | 108.176 | 0.000 | 0.000 | ||
| 5302 | 2017.09.10 23:49 | modify | 1326 | 0.16 | 108.176 | 107.936 | 0.000 | ||
| 5303 | 2017.09.10 23:49 | modify | 1326 | 0.16 | 108.176 | 107.936 | 108.346 | ||
| 5304 | 2017.09.11 00:11 | t/p | 1326 | 0.16 | 108.338 | 107.936 | 108.346 | 2743.34 | 1550740.41 |
| 5305 | 2017.09.11 04:50 | buy | 1327 | 0.10 | 108.394 | 0.000 | 0.000 | ||
| 5306 | 2017.09.11 04:50 | modify | 1327 | 0.10 | 108.394 | 108.154 | 0.000 | ||
| 5307 | 2017.09.11 04:50 | modify | 1327 | 0.10 | 108.394 | 108.154 | 108.564 | ||
| 5308 | 2017.09.11 06:37 | t/p | 1327 | 0.10 | 108.557 | 108.154 | 108.564 | 1629.40 | 1552369.81 |
| 5309 | 2017.09.11 07:56 | buy | 1328 | 0.10 | 108.424 | 0.000 | 0.000 | ||
| 5310 | 2017.09.11 07:56 | modify | 1328 | 0.10 | 108.424 | 108.184 | 0.000 | ||
| 5311 | 2017.09.11 07:56 | modify | 1328 | 0.10 | 108.424 | 108.184 | 108.594 | ||
| 5312 | 2017.09.11 11:31 | t/p | 1328 | 0.10 | 108.602 | 108.184 | 108.594 | 1779.40 | 1554149.21 |
| 5313 | 2017.09.11 20:57 | buy | 1329 | 0.10 | 109.395 | 0.000 | 0.000 | ||
| 5314 | 2017.09.11 20:57 | modify | 1329 | 0.10 | 109.395 | 109.155 | 0.000 | ||
| 5315 | 2017.09.11 20:57 | modify | 1329 | 0.10 | 109.395 | 109.155 | 109.565 | ||
| 5316 | 2017.09.12 00:57 | t/p | 1329 | 0.10 | 109.570 | 109.155 | 109.565 | 1844.58 | 1555993.80 |
| 5317 | 2017.09.13 00:10 | buy | 1330 | 0.10 | 110.166 | 0.000 | 0.000 | ||
| 5318 | 2017.09.13 00:10 | modify | 1330 | 0.10 | 110.166 | 109.926 | 0.000 | ||
| 5319 | 2017.09.13 00:10 | modify | 1330 | 0.10 | 110.166 | 109.926 | 110.336 | ||
| 5320 | 2017.09.13 07:43 | s/l | 1330 | 0.10 | 109.920 | 109.926 | 110.336 | -2460.60 | 1553533.20 |
| 5321 | 2017.09.13 17:03 | buy | 1331 | 0.16 | 110.421 | 0.000 | 0.000 | ||
| 5322 | 2017.09.13 17:03 | modify | 1331 | 0.16 | 110.421 | 110.181 | 0.000 | ||
| 5323 | 2017.09.13 17:03 | modify | 1331 | 0.16 | 110.421 | 110.181 | 110.591 | ||
| 5324 | 2017.09.13 17:03 | t/p | 1331 | 0.16 | 110.626 | 110.181 | 110.591 | 3279.04 | 1556812.24 |
| 5325 | 2017.09.13 17:06 | buy | 1332 | 0.10 | 110.535 | 0.000 | 0.000 | ||
| 5326 | 2017.09.13 17:06 | modify | 1332 | 0.10 | 110.535 | 110.295 | 0.000 | ||
| 5327 | 2017.09.13 17:06 | modify | 1332 | 0.10 | 110.535 | 110.295 | 110.705 | ||
| 5328 | 2017.09.14 01:38 | t/p | 1332 | 0.10 | 110.705 | 110.295 | 110.705 | 1984.95 | 1558797.19 |
| 5329 | 2017.09.14 02:18 | buy | 1333 | 0.10 | 110.538 | 0.000 | 0.000 | ||
| 5330 | 2017.09.14 02:18 | modify | 1333 | 0.10 | 110.538 | 110.298 | 0.000 | ||
| 5331 | 2017.09.14 02:18 | modify | 1333 | 0.10 | 110.538 | 110.298 | 110.708 | ||
| 5332 | 2017.09.14 11:19 | close | 1333 | 0.10 | 110.571 | 110.298 | 110.708 | 329.40 | 1559126.59 |
| 5333 | 2017.09.14 12:27 | buy | 1334 | 0.10 | 110.522 | 0.000 | 0.000 | ||
| 5334 | 2017.09.14 12:27 | modify | 1334 | 0.10 | 110.522 | 110.282 | 0.000 | ||
| 5335 | 2017.09.14 12:27 | modify | 1334 | 0.10 | 110.522 | 110.282 | 110.692 | ||
| 5336 | 2017.09.14 12:30 | t/p | 1334 | 0.10 | 110.729 | 110.282 | 110.692 | 2069.40 | 1561195.99 |
| 5337 | 2017.09.14 17:43 | buy | 1335 | 0.10 | 110.646 | 0.000 | 0.000 | ||
| 5338 | 2017.09.14 17:43 | modify | 1335 | 0.10 | 110.646 | 110.406 | 0.000 | ||
| 5339 | 2017.09.14 17:43 | modify | 1335 | 0.10 | 110.646 | 110.406 | 110.816 | ||
| 5340 | 2017.09.14 20:27 | s/l | 1335 | 0.10 | 110.397 | 110.406 | 110.816 | -2490.60 | 1558705.39 |
| 5341 | 2017.09.18 02:05 | buy | 1336 | 0.16 | 111.137 | 0.000 | 0.000 | ||
| 5342 | 2017.09.18 02:05 | modify | 1336 | 0.16 | 111.137 | 110.897 | 0.000 | ||
| 5343 | 2017.09.18 02:05 | modify | 1336 | 0.16 | 111.137 | 110.897 | 111.307 | ||
| 5344 | 2017.09.18 06:43 | t/p | 1336 | 0.16 | 111.313 | 110.897 | 111.307 | 2815.04 | 1561520.43 |
| 5345 | 2017.09.18 09:41 | buy | 1337 | 0.10 | 111.285 | 0.000 | 0.000 | ||
| 5346 | 2017.09.18 09:41 | modify | 1337 | 0.10 | 111.285 | 111.045 | 0.000 | ||
| 5347 | 2017.09.18 09:41 | modify | 1337 | 0.10 | 111.285 | 111.045 | 111.455 | ||
| 5348 | 2017.09.18 13:01 | t/p | 1337 | 0.10 | 111.466 | 111.045 | 111.455 | 1809.40 | 1563329.83 |
| 5349 | 2017.09.18 18:35 | buy | 1338 | 0.10 | 111.507 | 0.000 | 0.000 | ||
| 5350 | 2017.09.18 18:35 | modify | 1338 | 0.10 | 111.507 | 111.267 | 0.000 | ||
| 5351 | 2017.09.18 18:35 | modify | 1338 | 0.10 | 111.507 | 111.267 | 111.677 | ||
| 5352 | 2017.09.19 04:48 | close | 1338 | 0.10 | 111.664 | 111.267 | 111.677 | 1664.58 | 1564994.42 |
| 5353 | 2017.09.19 08:26 | buy | 1339 | 0.10 | 111.666 | 0.000 | 0.000 | ||
| 5354 | 2017.09.19 08:26 | modify | 1339 | 0.10 | 111.666 | 111.426 | 0.000 | ||
| 5355 | 2017.09.19 08:26 | modify | 1339 | 0.10 | 111.666 | 111.426 | 111.836 | ||
| 5356 | 2017.09.19 12:09 | s/l | 1339 | 0.10 | 111.433 | 111.426 | 111.836 | -2330.60 | 1562663.82 |
| 5357 | 2017.09.25 01:53 | buy | 1340 | 0.16 | 112.326 | 0.000 | 0.000 | ||
| 5358 | 2017.09.25 01:53 | modify | 1340 | 0.16 | 112.326 | 112.086 | 0.000 | ||
| 5359 | 2017.09.25 01:53 | modify | 1340 | 0.16 | 112.326 | 112.086 | 112.496 | ||
| 5360 | 2017.09.25 09:03 | s/l | 1340 | 0.16 | 112.095 | 112.086 | 112.496 | -3696.96 | 1558966.86 |
| 5361 | 2017.09.26 16:35 | buy | 1341 | 0.26 | 112.038 | 0.000 | 0.000 | ||
| 5362 | 2017.09.26 16:35 | modify | 1341 | 0.26 | 112.038 | 111.798 | 0.000 | ||
| 5363 | 2017.09.26 16:35 | modify | 1341 | 0.26 | 112.038 | 111.798 | 112.208 | ||
| 5364 | 2017.09.26 16:35 | t/p | 1341 | 0.26 | 112.212 | 111.798 | 112.208 | 4522.45 | 1563489.31 |
| 5365 | 2017.10.02 08:34 | buy | 1342 | 0.10 | 112.900 | 0.000 | 0.000 | ||
| 5366 | 2017.10.02 08:34 | modify | 1342 | 0.10 | 112.900 | 112.660 | 0.000 | ||
| 5367 | 2017.10.02 08:34 | modify | 1342 | 0.10 | 112.900 | 112.660 | 113.070 | ||
| 5368 | 2017.10.02 12:42 | s/l | 1342 | 0.10 | 112.664 | 112.660 | 113.070 | -2360.60 | 1561128.71 |
| 5369 | 2017.10.03 06:22 | buy | 1343 | 0.16 | 113.055 | 0.000 | 0.000 | ||
| 5370 | 2017.10.03 06:22 | modify | 1343 | 0.16 | 113.055 | 112.815 | 0.000 | ||
| 5371 | 2017.10.03 06:22 | modify | 1343 | 0.16 | 113.055 | 112.815 | 113.225 | ||
| 5372 | 2017.10.03 13:49 | s/l | 1343 | 0.16 | 112.808 | 112.815 | 113.225 | -3952.96 | 1557175.75 |
| 5373 | 2017.10.04 17:36 | buy | 1344 | 0.26 | 112.782 | 0.000 | 0.000 | ||
| 5374 | 2017.10.04 17:36 | modify | 1344 | 0.26 | 112.782 | 112.542 | 0.000 | ||
| 5375 | 2017.10.04 17:36 | modify | 1344 | 0.26 | 112.782 | 112.542 | 112.952 | ||
| 5376 | 2017.10.05 00:26 | close | 1344 | 0.26 | 112.909 | 112.542 | 112.952 | 4042.89 | 1561218.63 |
| 5377 | 2017.10.05 00:57 | buy | 1345 | 0.10 | 112.782 | 0.000 | 0.000 | ||
| 5378 | 2017.10.05 00:57 | modify | 1345 | 0.10 | 112.782 | 112.542 | 0.000 | ||
| 5379 | 2017.10.05 00:57 | modify | 1345 | 0.10 | 112.782 | 112.542 | 112.952 | ||
| 5380 | 2017.10.05 11:01 | s/l | 1345 | 0.10 | 112.545 | 112.542 | 112.952 | -2370.60 | 1558848.03 |
| 5381 | 2017.10.05 21:47 | buy | 1346 | 0.16 | 112.796 | 0.000 | 0.000 | ||
| 5382 | 2017.10.05 21:47 | modify | 1346 | 0.16 | 112.796 | 112.556 | 0.000 | ||
| 5383 | 2017.10.05 21:47 | modify | 1346 | 0.16 | 112.796 | 112.556 | 112.966 | ||
| 5384 | 2017.10.06 04:06 | close | 1346 | 0.16 | 112.952 | 112.556 | 112.966 | 2647.34 | 1561495.37 |
| 5385 | 2017.10.06 09:49 | buy | 1347 | 0.10 | 112.948 | 0.000 | 0.000 | ||
| 5386 | 2017.10.06 09:49 | modify | 1347 | 0.10 | 112.948 | 112.708 | 0.000 | ||
| 5387 | 2017.10.06 09:49 | modify | 1347 | 0.10 | 112.948 | 112.708 | 113.118 | ||
| 5388 | 2017.10.06 12:30 | t/p | 1347 | 0.10 | 113.115 | 112.708 | 113.118 | 1669.40 | 1563164.77 |
| 5389 | 2017.10.06 14:32 | buy | 1348 | 0.10 | 113.169 | 0.000 | 0.000 | ||
| 5390 | 2017.10.06 14:32 | modify | 1348 | 0.10 | 113.169 | 112.929 | 0.000 | ||
| 5391 | 2017.10.06 14:32 | modify | 1348 | 0.10 | 113.169 | 112.929 | 113.339 | ||
| 5392 | 2017.10.06 14:51 | s/l | 1348 | 0.10 | 112.925 | 112.929 | 113.339 | -2440.60 | 1560724.17 |
| 5393 | 2017.10.10 21:45 | buy | 1349 | 0.16 | 112.385 | 0.000 | 0.000 | ||
| 5394 | 2017.10.10 21:45 | modify | 1349 | 0.16 | 112.385 | 112.145 | 0.000 | ||
| 5395 | 2017.10.10 21:45 | modify | 1349 | 0.16 | 112.385 | 112.145 | 112.555 | ||
| 5396 | 2017.10.11 02:05 | t/p | 1349 | 0.16 | 112.554 | 112.145 | 112.555 | 2855.34 | 1563579.50 |
| 5397 | 2017.10.11 23:40 | buy | 1350 | 0.10 | 112.440 | 0.000 | 0.000 | ||
| 5398 | 2017.10.11 23:40 | modify | 1350 | 0.10 | 112.440 | 112.200 | 0.000 | ||
| 5399 | 2017.10.11 23:40 | modify | 1350 | 0.10 | 112.440 | 112.200 | 112.610 | ||
| 5400 | 2017.10.13 00:14 | s/l | 1350 | 0.10 | 112.193 | 112.200 | 112.610 | -2089.86 | 1561489.64 |