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 |
| 5401 | 2017.10.16 22:06 | buy | 1351 | 0.16 | 112.151 | 0.000 | 0.000 | ||
| 5402 | 2017.10.16 22:06 | modify | 1351 | 0.16 | 112.151 | 111.911 | 0.000 | ||
| 5403 | 2017.10.16 22:06 | modify | 1351 | 0.16 | 112.151 | 111.911 | 112.321 | ||
| 5404 | 2017.10.17 00:40 | close | 1351 | 0.16 | 112.291 | 111.911 | 112.321 | 2391.34 | 1563880.98 |
| 5405 | 2017.10.18 16:22 | buy | 1352 | 0.10 | 112.925 | 0.000 | 0.000 | ||
| 5406 | 2017.10.18 16:22 | modify | 1352 | 0.10 | 112.925 | 112.685 | 0.000 | ||
| 5407 | 2017.10.18 16:22 | modify | 1352 | 0.10 | 112.925 | 112.685 | 113.095 | ||
| 5408 | 2017.10.18 22:19 | close | 1352 | 0.10 | 113.002 | 112.685 | 113.095 | 769.40 | 1564650.38 |
| 5409 | 2017.10.19 00:05 | buy | 1353 | 0.10 | 112.974 | 0.000 | 0.000 | ||
| 5410 | 2017.10.19 00:05 | modify | 1353 | 0.10 | 112.974 | 112.734 | 0.000 | ||
| 5411 | 2017.10.19 00:05 | modify | 1353 | 0.10 | 112.974 | 112.734 | 113.144 | ||
| 5412 | 2017.10.19 06:30 | t/p | 1353 | 0.10 | 113.150 | 112.734 | 113.144 | 1759.40 | 1566409.78 |
| 5413 | 2017.10.23 02:01 | buy | 1354 | 0.10 | 113.810 | 0.000 | 0.000 | ||
| 5414 | 2017.10.23 02:01 | modify | 1354 | 0.10 | 113.810 | 113.570 | 0.000 | ||
| 5415 | 2017.10.23 02:01 | modify | 1354 | 0.10 | 113.810 | 113.570 | 113.980 | ||
| 5416 | 2017.10.23 19:32 | s/l | 1354 | 0.10 | 113.568 | 113.570 | 113.980 | -2420.60 | 1563989.18 |
| 5417 | 2017.10.24 14:06 | buy | 1355 | 0.16 | 113.779 | 0.000 | 0.000 | ||
| 5418 | 2017.10.24 14:06 | modify | 1355 | 0.16 | 113.779 | 113.539 | 0.000 | ||
| 5419 | 2017.10.24 14:06 | modify | 1355 | 0.16 | 113.779 | 113.539 | 113.949 | ||
| 5420 | 2017.10.24 14:51 | t/p | 1355 | 0.16 | 113.958 | 113.539 | 113.949 | 2863.04 | 1566852.22 |
| 5421 | 2017.10.24 16:57 | buy | 1356 | 0.10 | 113.907 | 0.000 | 0.000 | ||
| 5422 | 2017.10.24 16:57 | modify | 1356 | 0.10 | 113.907 | 113.667 | 0.000 | ||
| 5423 | 2017.10.24 16:57 | modify | 1356 | 0.10 | 113.907 | 113.667 | 114.077 | ||
| 5424 | 2017.10.24 18:48 | s/l | 1356 | 0.10 | 113.660 | 113.667 | 114.077 | -2470.60 | 1564381.62 |
| 5425 | 2017.10.25 00:06 | buy | 1357 | 0.16 | 113.901 | 0.000 | 0.000 | ||
| 5426 | 2017.10.25 00:06 | modify | 1357 | 0.16 | 113.901 | 113.661 | 0.000 | ||
| 5427 | 2017.10.25 00:06 | modify | 1357 | 0.16 | 113.901 | 113.661 | 114.071 | ||
| 5428 | 2017.10.25 08:54 | t/p | 1357 | 0.16 | 114.078 | 113.661 | 114.071 | 2831.04 | 1567212.66 |
| 5429 | 2017.10.25 11:37 | buy | 1358 | 0.10 | 114.078 | 0.000 | 0.000 | ||
| 5430 | 2017.10.25 11:37 | modify | 1358 | 0.10 | 114.078 | 113.838 | 0.000 | ||
| 5431 | 2017.10.25 11:37 | modify | 1358 | 0.10 | 114.078 | 113.838 | 114.248 | ||
| 5432 | 2017.10.25 14:16 | s/l | 1358 | 0.10 | 113.838 | 113.838 | 114.248 | -2400.60 | 1564812.06 |
| 5433 | 2017.10.26 15:56 | buy | 1359 | 0.16 | 113.760 | 0.000 | 0.000 | ||
| 5434 | 2017.10.26 15:56 | modify | 1359 | 0.16 | 113.760 | 113.520 | 0.000 | ||
| 5435 | 2017.10.26 15:56 | modify | 1359 | 0.16 | 113.760 | 113.520 | 113.930 | ||
| 5436 | 2017.10.26 17:31 | t/p | 1359 | 0.16 | 113.924 | 113.520 | 113.930 | 2623.04 | 1567435.10 |
| 5437 | 2017.10.27 00:09 | buy | 1360 | 0.10 | 114.054 | 0.000 | 0.000 | ||
| 5438 | 2017.10.27 00:09 | modify | 1360 | 0.10 | 114.054 | 113.814 | 0.000 | ||
| 5439 | 2017.10.27 00:09 | modify | 1360 | 0.10 | 114.054 | 113.814 | 114.224 | ||
| 5440 | 2017.10.27 01:03 | t/p | 1360 | 0.10 | 114.219 | 113.814 | 114.224 | 1649.40 | 1569084.50 |
| 5441 | 2017.10.27 03:32 | buy | 1361 | 0.10 | 114.102 | 0.000 | 0.000 | ||
| 5442 | 2017.10.27 03:32 | modify | 1361 | 0.10 | 114.102 | 113.862 | 0.000 | ||
| 5443 | 2017.10.27 03:32 | modify | 1361 | 0.10 | 114.102 | 113.862 | 114.272 | ||
| 5444 | 2017.10.27 06:39 | t/p | 1361 | 0.10 | 114.279 | 113.862 | 114.272 | 1769.40 | 1570853.90 |
| 5445 | 2017.11.01 03:50 | buy | 1362 | 0.10 | 113.824 | 0.000 | 0.000 | ||
| 5446 | 2017.11.01 03:50 | modify | 1362 | 0.10 | 113.824 | 113.584 | 0.000 | ||
| 5447 | 2017.11.01 03:50 | modify | 1362 | 0.10 | 113.824 | 113.584 | 113.994 | ||
| 5448 | 2017.11.01 09:02 | t/p | 1362 | 0.10 | 113.999 | 113.584 | 113.994 | 1749.40 | 1572603.30 |
| 5449 | 2017.11.01 14:03 | buy | 1363 | 0.10 | 114.130 | 0.000 | 0.000 | ||
| 5450 | 2017.11.01 14:03 | modify | 1363 | 0.10 | 114.130 | 113.890 | 0.000 | ||
| 5451 | 2017.11.01 14:03 | modify | 1363 | 0.10 | 114.130 | 113.890 | 114.300 | ||
| 5452 | 2017.11.01 14:33 | s/l | 1363 | 0.10 | 113.884 | 113.890 | 114.300 | -2460.60 | 1570142.70 |
| 5453 | 2017.11.01 23:20 | buy | 1364 | 0.16 | 114.097 | 0.000 | 0.000 | ||
| 5454 | 2017.11.01 23:20 | modify | 1364 | 0.16 | 114.097 | 113.857 | 0.000 | ||
| 5455 | 2017.11.01 23:20 | modify | 1364 | 0.16 | 114.097 | 113.857 | 114.267 | ||
| 5456 | 2017.11.02 01:39 | s/l | 1364 | 0.16 | 113.853 | 113.857 | 114.267 | -3448.07 | 1566694.62 |
| 5457 | 2017.11.03 10:39 | buy | 1365 | 0.26 | 114.069 | 0.000 | 0.000 | ||
| 5458 | 2017.11.03 10:39 | modify | 1365 | 0.26 | 114.069 | 113.829 | 0.000 | ||
| 5459 | 2017.11.03 10:39 | modify | 1365 | 0.26 | 114.069 | 113.829 | 114.239 | ||
| 5460 | 2017.11.03 12:30 | s/l | 1365 | 0.26 | 113.720 | 113.829 | 114.239 | -9075.55 | 1557619.07 |
| 5461 | 2017.11.03 18:17 | buy | 1366 | 0.42 | 114.236 | 0.000 | 0.000 | ||
| 5462 | 2017.11.03 18:17 | modify | 1366 | 0.42 | 114.236 | 113.996 | 0.000 | ||
| 5463 | 2017.11.03 18:17 | modify | 1366 | 0.42 | 114.236 | 113.996 | 114.406 | ||
| 5464 | 2017.11.06 00:51 | close | 1366 | 0.42 | 114.353 | 113.996 | 114.406 | 5311.26 | 1562930.34 |
| 5465 | 2017.11.06 02:28 | buy | 1367 | 0.10 | 114.433 | 0.000 | 0.000 | ||
| 5466 | 2017.11.06 02:28 | modify | 1367 | 0.10 | 114.433 | 114.193 | 0.000 | ||
| 5467 | 2017.11.06 02:28 | modify | 1367 | 0.10 | 114.433 | 114.193 | 114.603 | ||
| 5468 | 2017.11.06 08:54 | s/l | 1367 | 0.10 | 114.185 | 114.193 | 114.603 | -2480.60 | 1560449.74 |
| 5469 | 2017.11.09 04:35 | buy | 1368 | 0.16 | 113.958 | 0.000 | 0.000 | ||
| 5470 | 2017.11.09 04:35 | modify | 1368 | 0.16 | 113.958 | 113.718 | 0.000 | ||
| 5471 | 2017.11.09 04:35 | modify | 1368 | 0.16 | 113.958 | 113.718 | 114.128 | ||
| 5472 | 2017.11.09 05:08 | s/l | 1368 | 0.16 | 113.708 | 113.718 | 114.128 | -4000.96 | 1556448.78 |
| 5473 | 2017.11.10 21:36 | buy | 1369 | 0.26 | 113.529 | 0.000 | 0.000 | ||
| 5474 | 2017.11.10 21:36 | modify | 1369 | 0.26 | 113.529 | 113.289 | 0.000 | ||
| 5475 | 2017.11.10 21:36 | modify | 1369 | 0.26 | 113.529 | 113.289 | 113.699 | ||
| 5476 | 2017.11.12 23:10 | close | 1369 | 0.26 | 113.645 | 113.289 | 113.699 | 3014.45 | 1559463.23 |
| 5477 | 2017.11.13 18:11 | buy | 1370 | 0.10 | 113.540 | 0.000 | 0.000 | ||
| 5478 | 2017.11.13 18:11 | modify | 1370 | 0.10 | 113.540 | 113.300 | 0.000 | ||
| 5479 | 2017.11.13 18:11 | modify | 1370 | 0.10 | 113.540 | 113.300 | 113.710 | ||
| 5480 | 2017.11.14 00:07 | t/p | 1370 | 0.10 | 113.709 | 113.300 | 113.710 | 1784.58 | 1561247.81 |
| 5481 | 2017.11.14 09:37 | buy | 1371 | 0.10 | 113.795 | 0.000 | 0.000 | ||
| 5482 | 2017.11.14 09:37 | modify | 1371 | 0.10 | 113.795 | 113.555 | 0.000 | ||
| 5483 | 2017.11.14 09:37 | modify | 1371 | 0.10 | 113.795 | 113.555 | 113.965 | ||
| 5484 | 2017.11.14 12:49 | s/l | 1371 | 0.10 | 113.549 | 113.555 | 113.965 | -2460.60 | 1558787.21 |
| 5485 | 2017.11.16 11:25 | buy | 1372 | 0.16 | 113.166 | 0.000 | 0.000 | ||
| 5486 | 2017.11.16 11:25 | modify | 1372 | 0.16 | 113.166 | 112.926 | 0.000 | ||
| 5487 | 2017.11.16 11:25 | modify | 1372 | 0.16 | 113.166 | 112.926 | 113.336 | ||
| 5488 | 2017.11.16 14:36 | s/l | 1372 | 0.16 | 112.915 | 112.926 | 113.336 | -4016.96 | 1554770.25 |
| 5489 | 2017.11.20 20:37 | buy | 1373 | 0.26 | 112.612 | 0.000 | 0.000 | ||
| 5490 | 2017.11.20 20:37 | modify | 1373 | 0.26 | 112.612 | 112.372 | 0.000 | ||
| 5491 | 2017.11.20 20:37 | modify | 1373 | 0.26 | 112.612 | 112.372 | 112.782 | ||
| 5492 | 2017.11.21 14:10 | s/l | 1373 | 0.26 | 112.366 | 112.372 | 112.782 | -6150.07 | 1548620.18 |
| 5493 | 2017.11.24 08:00 | buy | 1374 | 0.42 | 111.424 | 0.000 | 0.000 | ||
| 5494 | 2017.11.24 08:00 | modify | 1374 | 0.42 | 111.424 | 111.184 | 0.000 | ||
| 5495 | 2017.11.24 08:00 | modify | 1374 | 0.42 | 111.424 | 111.184 | 111.594 | ||
| 5496 | 2017.11.24 17:57 | t/p | 1374 | 0.42 | 111.601 | 111.184 | 111.594 | 7431.49 | 1556051.67 |
| 5497 | 2017.11.24 20:58 | buy | 1375 | 0.10 | 111.551 | 0.000 | 0.000 | ||
| 5498 | 2017.11.24 20:58 | modify | 1375 | 0.10 | 111.551 | 111.311 | 0.000 | ||
| 5499 | 2017.11.24 20:58 | modify | 1375 | 0.10 | 111.551 | 111.311 | 111.721 | ||
| 5500 | 2017.11.27 08:02 | s/l | 1375 | 0.10 | 111.310 | 111.311 | 111.721 | -2315.42 | 1553736.25 |
| 5501 | 2017.11.28 03:41 | buy | 1376 | 0.16 | 111.167 | 0.000 | 0.000 | ||
| 5502 | 2017.11.28 03:41 | modify | 1376 | 0.16 | 111.167 | 110.927 | 0.000 | ||
| 5503 | 2017.11.28 03:41 | modify | 1376 | 0.16 | 111.167 | 110.927 | 111.337 | ||
| 5504 | 2017.11.28 10:15 | t/p | 1376 | 0.16 | 111.346 | 110.927 | 111.337 | 2863.04 | 1556599.29 |
| 5505 | 2017.11.28 13:01 | buy | 1377 | 0.10 | 111.290 | 0.000 | 0.000 | ||
| 5506 | 2017.11.28 13:01 | modify | 1377 | 0.10 | 111.290 | 111.050 | 0.000 | ||
| 5507 | 2017.11.28 13:01 | modify | 1377 | 0.10 | 111.290 | 111.050 | 111.460 | ||
| 5508 | 2017.11.28 15:05 | t/p | 1377 | 0.10 | 111.452 | 111.050 | 111.460 | 1619.40 | 1558218.69 |
| 5509 | 2017.11.28 21:04 | buy | 1378 | 0.10 | 111.365 | 0.000 | 0.000 | ||
| 5510 | 2017.11.28 21:04 | modify | 1378 | 0.10 | 111.365 | 111.125 | 0.000 | ||
| 5511 | 2017.11.28 21:04 | modify | 1378 | 0.10 | 111.365 | 111.125 | 111.535 | ||
| 5512 | 2017.11.28 23:22 | t/p | 1378 | 0.10 | 111.543 | 111.125 | 111.535 | 1779.40 | 1559998.09 |
| 5513 | 2017.11.29 02:41 | buy | 1379 | 0.10 | 111.539 | 0.000 | 0.000 | ||
| 5514 | 2017.11.29 02:41 | modify | 1379 | 0.10 | 111.539 | 111.299 | 0.000 | ||
| 5515 | 2017.11.29 02:41 | modify | 1379 | 0.10 | 111.539 | 111.299 | 111.709 | ||
| 5516 | 2017.11.29 13:00 | t/p | 1379 | 0.10 | 111.710 | 111.299 | 111.709 | 1709.40 | 1561707.49 |
| 5517 | 2017.11.29 16:44 | buy | 1380 | 0.10 | 111.762 | 0.000 | 0.000 | ||
| 5518 | 2017.11.29 16:44 | modify | 1380 | 0.10 | 111.762 | 111.522 | 0.000 | ||
| 5519 | 2017.11.29 16:44 | modify | 1380 | 0.10 | 111.762 | 111.522 | 111.932 | ||
| 5520 | 2017.11.29 18:00 | t/p | 1380 | 0.10 | 111.935 | 111.522 | 111.932 | 1729.40 | 1563436.89 |
| 5521 | 2017.11.30 02:40 | buy | 1381 | 0.10 | 111.968 | 0.000 | 0.000 | ||
| 5522 | 2017.11.30 02:40 | modify | 1381 | 0.10 | 111.968 | 111.728 | 0.000 | ||
| 5523 | 2017.11.30 02:40 | modify | 1381 | 0.10 | 111.968 | 111.728 | 112.138 | ||
| 5524 | 2017.11.30 05:43 | close | 1381 | 0.10 | 112.120 | 111.728 | 112.138 | 1519.40 | 1564956.29 |
| 5525 | 2017.11.30 10:01 | buy | 1382 | 0.10 | 112.326 | 0.000 | 0.000 | ||
| 5526 | 2017.11.30 10:01 | modify | 1382 | 0.10 | 112.326 | 112.086 | 0.000 | ||
| 5527 | 2017.11.30 10:01 | modify | 1382 | 0.10 | 112.326 | 112.086 | 112.496 | ||
| 5528 | 2017.11.30 14:34 | s/l | 1382 | 0.10 | 112.088 | 112.086 | 112.496 | -2380.60 | 1562575.69 |
| 5529 | 2017.11.30 20:04 | buy | 1383 | 0.16 | 112.483 | 0.000 | 0.000 | ||
| 5530 | 2017.11.30 20:04 | modify | 1383 | 0.16 | 112.483 | 112.243 | 0.000 | ||
| 5531 | 2017.11.30 20:04 | modify | 1383 | 0.16 | 112.483 | 112.243 | 112.653 | ||
| 5532 | 2017.11.30 22:41 | t/p | 1383 | 0.16 | 112.645 | 112.243 | 112.653 | 2591.04 | 1565166.73 |
| 5533 | 2017.12.01 00:07 | buy | 1384 | 0.10 | 112.546 | 0.000 | 0.000 | ||
| 5534 | 2017.12.01 00:07 | modify | 1384 | 0.10 | 112.546 | 112.306 | 0.000 | ||
| 5535 | 2017.12.01 00:07 | modify | 1384 | 0.10 | 112.546 | 112.306 | 112.716 | ||
| 5536 | 2017.12.01 10:52 | s/l | 1384 | 0.10 | 112.312 | 112.306 | 112.716 | -2340.60 | 1562826.13 |
| 5537 | 2017.12.04 01:32 | buy | 1385 | 0.16 | 112.660 | 0.000 | 0.000 | ||
| 5538 | 2017.12.04 01:32 | modify | 1385 | 0.16 | 112.660 | 112.420 | 0.000 | ||
| 5539 | 2017.12.04 01:32 | modify | 1385 | 0.16 | 112.660 | 112.420 | 112.830 | ||
| 5540 | 2017.12.04 05:01 | close | 1385 | 0.16 | 112.827 | 112.420 | 112.830 | 2671.04 | 1565497.17 |
| 5541 | 2017.12.04 08:33 | buy | 1386 | 0.10 | 112.893 | 0.000 | 0.000 | ||
| 5542 | 2017.12.04 08:33 | modify | 1386 | 0.10 | 112.893 | 112.653 | 0.000 | ||
| 5543 | 2017.12.04 08:33 | modify | 1386 | 0.10 | 112.893 | 112.653 | 113.063 | ||
| 5544 | 2017.12.04 14:38 | t/p | 1386 | 0.10 | 113.070 | 112.653 | 113.063 | 1769.40 | 1567266.57 |
| 5545 | 2017.12.04 15:10 | buy | 1387 | 0.10 | 112.897 | 0.000 | 0.000 | ||
| 5546 | 2017.12.04 15:10 | modify | 1387 | 0.10 | 112.897 | 112.657 | 0.000 | ||
| 5547 | 2017.12.04 15:10 | modify | 1387 | 0.10 | 112.897 | 112.657 | 113.067 | ||
| 5548 | 2017.12.04 19:15 | s/l | 1387 | 0.10 | 112.666 | 112.657 | 113.067 | -2310.60 | 1564955.97 |
| 5549 | 2017.12.08 03:57 | buy | 1388 | 0.16 | 113.316 | 0.000 | 0.000 | ||
| 5550 | 2017.12.08 03:57 | modify | 1388 | 0.16 | 113.316 | 113.076 | 0.000 | ||