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 |
| 5551 | 2017.12.08 03:57 | modify | 1388 | 0.16 | 113.316 | 113.076 | 113.486 | ||
| 5552 | 2017.12.08 06:31 | close | 1388 | 0.16 | 113.441 | 113.076 | 113.486 | 1999.04 | 1566955.01 |
| 5553 | 2017.12.08 11:40 | buy | 1389 | 0.10 | 113.498 | 0.000 | 0.000 | ||
| 5554 | 2017.12.08 11:40 | modify | 1389 | 0.10 | 113.498 | 113.258 | 0.000 | ||
| 5555 | 2017.12.08 11:40 | modify | 1389 | 0.10 | 113.498 | 113.258 | 113.668 | ||
| 5556 | 2017.12.08 13:30 | s/l | 1389 | 0.10 | 113.246 | 113.258 | 113.668 | -2520.60 | 1564434.41 |
| 5557 | 2017.12.08 13:34 | buy | 1390 | 0.16 | 113.476 | 0.000 | 0.000 | ||
| 5558 | 2017.12.08 13:34 | modify | 1390 | 0.16 | 113.476 | 113.236 | 0.000 | ||
| 5559 | 2017.12.08 13:34 | modify | 1390 | 0.16 | 113.476 | 113.236 | 113.646 | ||
| 5560 | 2017.12.08 14:04 | s/l | 1390 | 0.16 | 113.234 | 113.236 | 113.646 | -3872.96 | 1560561.45 |
| 5561 | 2017.12.08 20:06 | buy | 1391 | 0.26 | 113.503 | 0.000 | 0.000 | ||
| 5562 | 2017.12.08 20:06 | modify | 1391 | 0.26 | 113.503 | 113.263 | 0.000 | ||
| 5563 | 2017.12.08 20:06 | modify | 1391 | 0.26 | 113.503 | 113.263 | 113.673 | ||
| 5564 | 2017.12.10 23:04 | close | 1391 | 0.26 | 113.608 | 113.263 | 113.673 | 2728.45 | 1563289.90 |
| 5565 | 2017.12.11 03:10 | buy | 1392 | 0.10 | 113.564 | 0.000 | 0.000 | ||
| 5566 | 2017.12.11 03:10 | modify | 1392 | 0.10 | 113.564 | 113.324 | 0.000 | ||
| 5567 | 2017.12.11 03:10 | modify | 1392 | 0.10 | 113.564 | 113.324 | 113.734 | ||
| 5568 | 2017.12.11 09:49 | s/l | 1392 | 0.10 | 113.330 | 113.324 | 113.734 | -2340.60 | 1560949.30 |
| 5569 | 2017.12.12 00:10 | buy | 1393 | 0.16 | 113.502 | 0.000 | 0.000 | ||
| 5570 | 2017.12.12 00:10 | modify | 1393 | 0.16 | 113.502 | 113.262 | 0.000 | ||
| 5571 | 2017.12.12 00:10 | modify | 1393 | 0.16 | 113.502 | 113.262 | 113.672 | ||
| 5572 | 2017.12.12 14:26 | close | 1393 | 0.16 | 113.620 | 113.262 | 113.672 | 1887.04 | 1562836.34 |
| 5573 | 2017.12.18 01:25 | buy | 1394 | 0.10 | 112.659 | 0.000 | 0.000 | ||
| 5574 | 2017.12.18 01:25 | modify | 1394 | 0.10 | 112.659 | 112.419 | 0.000 | ||
| 5575 | 2017.12.18 01:25 | modify | 1394 | 0.10 | 112.659 | 112.419 | 112.829 | ||
| 5576 | 2017.12.18 15:03 | s/l | 1394 | 0.10 | 112.408 | 112.419 | 112.829 | -2510.60 | 1560325.74 |
| 5577 | 2017.12.19 05:14 | buy | 1395 | 0.16 | 112.604 | 0.000 | 0.000 | ||
| 5578 | 2017.12.19 05:14 | modify | 1395 | 0.16 | 112.604 | 112.364 | 0.000 | ||
| 5579 | 2017.12.19 05:14 | modify | 1395 | 0.16 | 112.604 | 112.364 | 112.774 | ||
| 5580 | 2017.12.19 13:19 | close | 1395 | 0.16 | 112.708 | 112.364 | 112.774 | 1663.04 | 1561988.78 |
| 5581 | 2017.12.19 18:48 | buy | 1396 | 0.10 | 112.967 | 0.000 | 0.000 | ||
| 5582 | 2017.12.19 18:48 | modify | 1396 | 0.10 | 112.967 | 112.727 | 0.000 | ||
| 5583 | 2017.12.19 18:48 | modify | 1396 | 0.10 | 112.967 | 112.727 | 113.137 | ||
| 5584 | 2017.12.19 23:56 | close | 1396 | 0.10 | 112.969 | 112.727 | 113.137 | 19.40 | 1562008.18 |
| 5585 | 2017.12.20 01:29 | buy | 1397 | 0.10 | 112.895 | 0.000 | 0.000 | ||
| 5586 | 2017.12.20 01:29 | modify | 1397 | 0.10 | 112.895 | 112.655 | 0.000 | ||
| 5587 | 2017.12.20 01:29 | modify | 1397 | 0.10 | 112.895 | 112.655 | 113.065 | ||
| 5588 | 2017.12.20 05:47 | close | 1397 | 0.10 | 113.037 | 112.655 | 113.065 | 1419.40 | 1563427.58 |
| 5589 | 2017.12.20 11:25 | buy | 1398 | 0.10 | 113.108 | 0.000 | 0.000 | ||
| 5590 | 2017.12.20 11:25 | modify | 1398 | 0.10 | 113.108 | 112.868 | 0.000 | ||
| 5591 | 2017.12.20 11:25 | modify | 1398 | 0.10 | 113.108 | 112.868 | 113.278 | ||
| 5592 | 2017.12.20 13:12 | close | 1398 | 0.10 | 113.241 | 112.868 | 113.278 | 1329.40 | 1564756.98 |
| 5593 | 2017.12.20 14:42 | buy | 1399 | 0.10 | 113.190 | 0.000 | 0.000 | ||
| 5594 | 2017.12.20 14:42 | modify | 1399 | 0.10 | 113.190 | 112.950 | 0.000 | ||
| 5595 | 2017.12.20 14:42 | modify | 1399 | 0.10 | 113.190 | 112.950 | 113.360 | ||
| 5596 | 2017.12.20 19:08 | t/p | 1399 | 0.10 | 113.355 | 112.950 | 113.360 | 1649.40 | 1566406.38 |
| 5597 | 2017.12.20 21:57 | buy | 1400 | 0.10 | 113.379 | 0.000 | 0.000 | ||
| 5598 | 2017.12.20 21:57 | modify | 1400 | 0.10 | 113.379 | 113.139 | 0.000 | ||
| 5599 | 2017.12.20 21:57 | modify | 1400 | 0.10 | 113.379 | 113.139 | 113.549 | ||
| 5600 | 2017.12.21 02:59 | close | 1400 | 0.10 | 113.442 | 113.139 | 113.549 | 914.95 | 1567321.34 |
| 5601 | 2017.12.21 04:35 | buy | 1401 | 0.10 | 113.359 | 0.000 | 0.000 | ||
| 5602 | 2017.12.21 04:35 | modify | 1401 | 0.10 | 113.359 | 113.119 | 0.000 | ||
| 5603 | 2017.12.21 04:35 | modify | 1401 | 0.10 | 113.359 | 113.119 | 113.529 | ||
| 5604 | 2017.12.21 07:16 | close | 1401 | 0.10 | 113.498 | 113.119 | 113.529 | 1389.40 | 1568710.74 |
| 5605 | 2017.12.21 09:27 | buy | 1402 | 0.10 | 113.467 | 0.000 | 0.000 | ||
| 5606 | 2017.12.21 09:27 | modify | 1402 | 0.10 | 113.467 | 113.227 | 0.000 | ||
| 5607 | 2017.12.21 09:27 | modify | 1402 | 0.10 | 113.467 | 113.227 | 113.637 | ||
| 5608 | 2017.12.22 06:35 | close | 1402 | 0.10 | 113.374 | 113.227 | 113.637 | -835.42 | 1567875.32 |
| 5609 | 2018.01.04 02:36 | buy | 1403 | 0.16 | 112.676 | 0.000 | 0.000 | ||
| 5610 | 2018.01.04 02:36 | modify | 1403 | 0.16 | 112.676 | 112.436 | 0.000 | ||
| 5611 | 2018.01.04 02:36 | modify | 1403 | 0.16 | 112.676 | 112.436 | 112.846 | ||
| 5612 | 2018.01.04 13:16 | close | 1403 | 0.16 | 112.722 | 112.436 | 112.846 | 735.04 | 1568610.36 |
| 5613 | 2018.01.04 17:59 | buy | 1404 | 0.10 | 112.763 | 0.000 | 0.000 | ||
| 5614 | 2018.01.04 17:59 | modify | 1404 | 0.10 | 112.763 | 112.523 | 0.000 | ||
| 5615 | 2018.01.04 17:59 | modify | 1404 | 0.10 | 112.763 | 112.523 | 112.933 | ||
| 5616 | 2018.01.05 05:01 | close | 1404 | 0.10 | 112.917 | 112.523 | 112.933 | 1634.58 | 1570244.95 |
| 5617 | 2018.01.05 13:33 | buy | 1405 | 0.10 | 113.129 | 0.000 | 0.000 | ||
| 5618 | 2018.01.05 13:33 | modify | 1405 | 0.10 | 113.129 | 112.889 | 0.000 | ||
| 5619 | 2018.01.05 13:33 | modify | 1405 | 0.10 | 113.129 | 112.889 | 113.299 | ||
| 5620 | 2018.01.08 05:35 | close | 1405 | 0.10 | 113.235 | 112.889 | 113.299 | 1154.58 | 1571399.53 |
| 5621 | 2018.01.08 08:57 | buy | 1406 | 0.10 | 113.258 | 0.000 | 0.000 | ||
| 5622 | 2018.01.08 08:57 | modify | 1406 | 0.10 | 113.258 | 113.018 | 0.000 | ||
| 5623 | 2018.01.08 08:57 | modify | 1406 | 0.10 | 113.258 | 113.018 | 113.428 | ||
| 5624 | 2018.01.08 12:36 | s/l | 1406 | 0.10 | 113.027 | 113.018 | 113.428 | -2310.60 | 1569088.93 |
| 5625 | 2018.01.17 07:34 | buy | 1407 | 0.16 | 110.759 | 0.000 | 0.000 | ||
| 5626 | 2018.01.17 07:34 | modify | 1407 | 0.16 | 110.759 | 110.519 | 0.000 | ||
| 5627 | 2018.01.17 07:34 | modify | 1407 | 0.16 | 110.759 | 110.519 | 110.929 | ||
| 5628 | 2018.01.17 19:50 | close | 1407 | 0.16 | 110.884 | 110.519 | 110.929 | 1999.04 | 1571087.97 |
| 5629 | 2018.01.18 00:13 | buy | 1408 | 0.10 | 111.203 | 0.000 | 0.000 | ||
| 5630 | 2018.01.18 00:13 | modify | 1408 | 0.10 | 111.203 | 110.963 | 0.000 | ||
| 5631 | 2018.01.18 00:13 | modify | 1408 | 0.10 | 111.203 | 110.963 | 111.373 | ||
| 5632 | 2018.01.18 01:05 | t/p | 1408 | 0.10 | 111.371 | 110.963 | 111.373 | 1679.40 | 1572767.37 |
| 5633 | 2018.01.18 04:52 | buy | 1409 | 0.10 | 111.340 | 0.000 | 0.000 | ||
| 5634 | 2018.01.18 04:52 | modify | 1409 | 0.10 | 111.340 | 111.100 | 0.000 | ||
| 5635 | 2018.01.18 04:52 | modify | 1409 | 0.10 | 111.340 | 111.100 | 111.510 | ||
| 5636 | 2018.01.18 06:21 | s/l | 1409 | 0.10 | 111.101 | 111.100 | 111.510 | -2390.60 | 1570376.77 |
| 5637 | 2018.01.22 19:43 | buy | 1410 | 0.16 | 110.985 | 0.000 | 0.000 | ||
| 5638 | 2018.01.22 19:43 | modify | 1410 | 0.16 | 110.985 | 110.745 | 0.000 | ||
| 5639 | 2018.01.22 19:43 | modify | 1410 | 0.16 | 110.985 | 110.745 | 111.155 | ||
| 5640 | 2018.01.23 03:15 | s/l | 1410 | 0.16 | 110.736 | 110.745 | 111.155 | -3832.66 | 1566544.11 |
| 5641 | 2018.01.31 18:58 | buy | 1411 | 0.26 | 109.197 | 0.000 | 0.000 | ||
| 5642 | 2018.01.31 18:58 | modify | 1411 | 0.26 | 109.197 | 108.957 | 0.000 | ||
| 5643 | 2018.01.31 18:58 | modify | 1411 | 0.26 | 109.197 | 108.957 | 109.367 | ||
| 5644 | 2018.01.31 19:00 | t/p | 1411 | 0.26 | 109.386 | 108.957 | 109.367 | 4912.45 | 1571456.56 |
| 5645 | 2018.01.31 19:01 | buy | 1412 | 0.10 | 109.103 | 0.000 | 0.000 | ||
| 5646 | 2018.01.31 19:01 | modify | 1412 | 0.10 | 109.103 | 108.863 | 0.000 | ||
| 5647 | 2018.01.31 19:01 | modify | 1412 | 0.10 | 109.103 | 108.863 | 109.273 | ||
| 5648 | 2018.01.31 19:03 | t/p | 1412 | 0.10 | 109.280 | 108.863 | 109.273 | 1769.40 | 1573225.96 |
| 5649 | 2018.01.31 19:57 | buy | 1413 | 0.10 | 109.163 | 0.000 | 0.000 | ||
| 5650 | 2018.01.31 19:57 | modify | 1413 | 0.10 | 109.163 | 108.923 | 0.000 | ||
| 5651 | 2018.01.31 19:57 | modify | 1413 | 0.10 | 109.163 | 108.923 | 109.333 | ||
| 5652 | 2018.02.01 01:09 | t/p | 1413 | 0.10 | 109.340 | 108.923 | 109.333 | 2054.95 | 1575280.91 |
| 5653 | 2018.02.01 04:13 | buy | 1414 | 0.10 | 109.304 | 0.000 | 0.000 | ||
| 5654 | 2018.02.01 04:13 | modify | 1414 | 0.10 | 109.304 | 109.064 | 0.000 | ||
| 5655 | 2018.02.01 04:13 | modify | 1414 | 0.10 | 109.304 | 109.064 | 109.474 | ||
| 5656 | 2018.02.01 06:12 | t/p | 1414 | 0.10 | 109.475 | 109.064 | 109.474 | 1709.40 | 1576990.31 |
| 5657 | 2018.02.01 08:15 | buy | 1415 | 0.10 | 109.466 | 0.000 | 0.000 | ||
| 5658 | 2018.02.01 08:15 | modify | 1415 | 0.10 | 109.466 | 109.226 | 0.000 | ||
| 5659 | 2018.02.01 08:15 | modify | 1415 | 0.10 | 109.466 | 109.226 | 109.636 | ||
| 5660 | 2018.02.01 09:28 | t/p | 1415 | 0.10 | 109.631 | 109.226 | 109.636 | 1649.40 | 1578639.71 |
| 5661 | 2018.02.01 12:05 | buy | 1416 | 0.10 | 109.646 | 0.000 | 0.000 | ||
| 5662 | 2018.02.01 12:05 | modify | 1416 | 0.10 | 109.646 | 109.406 | 0.000 | ||
| 5663 | 2018.02.01 12:05 | modify | 1416 | 0.10 | 109.646 | 109.406 | 109.816 | ||
| 5664 | 2018.02.01 13:50 | s/l | 1416 | 0.10 | 109.398 | 109.406 | 109.816 | -2480.60 | 1576159.11 |
| 5665 | 2018.02.02 17:22 | buy | 1417 | 0.16 | 110.327 | 0.000 | 0.000 | ||
| 5666 | 2018.02.02 17:22 | modify | 1417 | 0.16 | 110.327 | 110.087 | 0.000 | ||
| 5667 | 2018.02.02 17:22 | modify | 1417 | 0.16 | 110.327 | 110.087 | 110.497 | ||
| 5668 | 2018.02.02 18:07 | s/l | 1417 | 0.16 | 110.080 | 110.087 | 110.497 | -3952.96 | 1572206.15 |
| 5669 | 2018.02.02 18:08 | buy | 1418 | 0.26 | 110.093 | 0.000 | 0.000 | ||
| 5670 | 2018.02.02 18:08 | modify | 1418 | 0.26 | 110.093 | 109.853 | 0.000 | ||
| 5671 | 2018.02.02 18:08 | modify | 1418 | 0.26 | 110.093 | 109.853 | 110.263 | ||
| 5672 | 2018.02.02 19:22 | t/p | 1418 | 0.26 | 110.273 | 109.853 | 110.263 | 4678.45 | 1576884.60 |
| 5673 | 2018.02.06 15:18 | buy | 1419 | 0.10 | 109.285 | 0.000 | 0.000 | ||
| 5674 | 2018.02.06 15:18 | modify | 1419 | 0.10 | 109.285 | 109.045 | 0.000 | ||
| 5675 | 2018.02.06 15:18 | modify | 1419 | 0.10 | 109.285 | 109.045 | 109.455 | ||
| 5676 | 2018.02.06 20:21 | t/p | 1419 | 0.10 | 109.461 | 109.045 | 109.455 | 1759.40 | 1578644.00 |
| 5677 | 2018.02.07 00:08 | buy | 1420 | 0.10 | 109.504 | 0.000 | 0.000 | ||
| 5678 | 2018.02.07 00:08 | modify | 1420 | 0.10 | 109.504 | 109.264 | 0.000 | ||
| 5679 | 2018.02.07 00:08 | modify | 1420 | 0.10 | 109.504 | 109.264 | 109.674 | ||
| 5680 | 2018.02.07 03:22 | s/l | 1420 | 0.10 | 109.263 | 109.264 | 109.674 | -2410.60 | 1576233.40 |
| 5681 | 2018.02.07 21:24 | buy | 1421 | 0.16 | 109.439 | 0.000 | 0.000 | ||
| 5682 | 2018.02.07 21:24 | modify | 1421 | 0.16 | 109.439 | 109.199 | 0.000 | ||
| 5683 | 2018.02.07 21:24 | modify | 1421 | 0.16 | 109.439 | 109.199 | 109.609 | ||
| 5684 | 2018.02.07 23:37 | s/l | 1421 | 0.16 | 109.196 | 109.199 | 109.609 | -3888.96 | 1572344.44 |
| 5685 | 2018.02.08 07:34 | buy | 1422 | 0.26 | 109.514 | 0.000 | 0.000 | ||
| 5686 | 2018.02.08 07:34 | modify | 1422 | 0.26 | 109.514 | 109.274 | 0.000 | ||
| 5687 | 2018.02.08 07:34 | modify | 1422 | 0.26 | 109.514 | 109.274 | 109.684 | ||
| 5688 | 2018.02.08 08:28 | t/p | 1422 | 0.26 | 109.675 | 109.274 | 109.684 | 4184.45 | 1576528.89 |
| 5689 | 2018.02.08 10:46 | buy | 1423 | 0.10 | 109.612 | 0.000 | 0.000 | ||
| 5690 | 2018.02.08 10:46 | modify | 1423 | 0.10 | 109.612 | 109.372 | 0.000 | ||
| 5691 | 2018.02.08 10:46 | modify | 1423 | 0.10 | 109.612 | 109.372 | 109.782 | ||
| 5692 | 2018.02.08 14:48 | s/l | 1423 | 0.10 | 109.377 | 109.372 | 109.782 | -2350.60 | 1574178.29 |
| 5693 | 2018.02.09 09:31 | buy | 1424 | 0.16 | 109.133 | 0.000 | 0.000 | ||
| 5694 | 2018.02.09 09:31 | modify | 1424 | 0.16 | 109.133 | 108.893 | 0.000 | ||
| 5695 | 2018.02.09 09:31 | modify | 1424 | 0.16 | 109.133 | 108.893 | 109.303 | ||
| 5696 | 2018.02.09 12:16 | s/l | 1424 | 0.16 | 108.891 | 108.893 | 109.303 | -3872.96 | 1570305.33 |
| 5697 | 2018.02.19 10:50 | buy | 1425 | 0.26 | 106.556 | 0.000 | 0.000 | ||
| 5698 | 2018.02.19 10:50 | modify | 1425 | 0.26 | 106.556 | 106.316 | 0.000 | ||
| 5699 | 2018.02.19 10:50 | modify | 1425 | 0.26 | 106.556 | 106.316 | 106.726 | ||
| 5700 | 2018.02.19 13:54 | close | 1425 | 0.26 | 106.688 | 106.316 | 106.726 | 3430.45 | 1573735.78 |