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 |
| 5701 | 2018.02.19 15:08 | buy | 1426 | 0.10 | 106.576 | 0.000 | 0.000 | ||
| 5702 | 2018.02.19 15:08 | modify | 1426 | 0.10 | 106.576 | 106.336 | 0.000 | ||
| 5703 | 2018.02.19 15:08 | modify | 1426 | 0.10 | 106.576 | 106.336 | 106.746 | ||
| 5704 | 2018.02.19 23:25 | close | 1426 | 0.10 | 106.660 | 106.336 | 106.746 | 839.40 | 1574575.18 |
| 5705 | 2018.02.20 11:28 | buy | 1427 | 0.10 | 107.099 | 0.000 | 0.000 | ||
| 5706 | 2018.02.20 11:28 | modify | 1427 | 0.10 | 107.099 | 106.859 | 0.000 | ||
| 5707 | 2018.02.20 11:28 | modify | 1427 | 0.10 | 107.099 | 106.859 | 107.269 | ||
| 5708 | 2018.02.20 13:55 | t/p | 1427 | 0.10 | 107.271 | 106.859 | 107.269 | 1719.40 | 1576294.58 |
| 5709 | 2018.02.20 14:25 | buy | 1428 | 0.10 | 107.092 | 0.000 | 0.000 | ||
| 5710 | 2018.02.20 14:25 | modify | 1428 | 0.10 | 107.092 | 106.852 | 0.000 | ||
| 5711 | 2018.02.20 14:25 | modify | 1428 | 0.10 | 107.092 | 106.852 | 107.262 | ||
| 5712 | 2018.02.20 16:18 | t/p | 1428 | 0.10 | 107.264 | 106.852 | 107.262 | 1719.40 | 1578013.98 |
| 5713 | 2018.02.21 04:16 | buy | 1429 | 0.10 | 107.647 | 0.000 | 0.000 | ||
| 5714 | 2018.02.21 04:16 | modify | 1429 | 0.10 | 107.647 | 107.407 | 0.000 | ||
| 5715 | 2018.02.21 04:16 | modify | 1429 | 0.10 | 107.647 | 107.407 | 107.817 | ||
| 5716 | 2018.02.21 05:01 | t/p | 1429 | 0.10 | 107.829 | 107.407 | 107.817 | 1819.40 | 1579833.38 |
| 5717 | 2018.02.21 06:59 | buy | 1430 | 0.10 | 107.681 | 0.000 | 0.000 | ||
| 5718 | 2018.02.21 06:59 | modify | 1430 | 0.10 | 107.681 | 107.441 | 0.000 | ||
| 5719 | 2018.02.21 06:59 | modify | 1430 | 0.10 | 107.681 | 107.441 | 107.851 | ||
| 5720 | 2018.02.21 07:33 | t/p | 1430 | 0.10 | 107.851 | 107.441 | 107.851 | 1699.40 | 1581532.78 |
| 5721 | 2018.02.21 08:08 | buy | 1431 | 0.10 | 107.681 | 0.000 | 0.000 | ||
| 5722 | 2018.02.21 08:08 | modify | 1431 | 0.10 | 107.681 | 107.441 | 0.000 | ||
| 5723 | 2018.02.21 08:08 | modify | 1431 | 0.10 | 107.681 | 107.441 | 107.851 | ||
| 5724 | 2018.02.21 10:51 | s/l | 1431 | 0.10 | 107.440 | 107.441 | 107.851 | -2410.60 | 1579122.18 |
| 5725 | 2018.02.23 08:02 | buy | 1432 | 0.16 | 106.979 | 0.000 | 0.000 | ||
| 5726 | 2018.02.23 08:02 | modify | 1432 | 0.16 | 106.979 | 106.739 | 0.000 | ||
| 5727 | 2018.02.23 08:02 | modify | 1432 | 0.16 | 106.979 | 106.739 | 107.149 | ||
| 5728 | 2018.02.23 12:29 | s/l | 1432 | 0.16 | 106.729 | 106.739 | 107.149 | -4000.96 | 1575121.22 |
| 5729 | 2018.02.27 00:10 | buy | 1433 | 0.26 | 106.964 | 0.000 | 0.000 | ||
| 5730 | 2018.02.27 00:10 | modify | 1433 | 0.26 | 106.964 | 106.724 | 0.000 | ||
| 5731 | 2018.02.27 00:10 | modify | 1433 | 0.26 | 106.964 | 106.724 | 107.134 | ||
| 5732 | 2018.02.27 08:00 | close | 1433 | 0.26 | 107.014 | 106.724 | 107.134 | 1298.45 | 1576419.67 |
| 5733 | 2018.02.27 18:25 | buy | 1434 | 0.10 | 107.298 | 0.000 | 0.000 | ||
| 5734 | 2018.02.27 18:25 | modify | 1434 | 0.10 | 107.298 | 107.058 | 0.000 | ||
| 5735 | 2018.02.27 18:25 | modify | 1434 | 0.10 | 107.298 | 107.058 | 107.468 | ||
| 5736 | 2018.02.28 00:00 | t/p | 1434 | 0.10 | 107.470 | 107.058 | 107.468 | 1814.58 | 1578234.25 |
| 5737 | 2018.02.28 00:54 | buy | 1435 | 0.10 | 107.353 | 0.000 | 0.000 | ||
| 5738 | 2018.02.28 00:54 | modify | 1435 | 0.10 | 107.353 | 107.113 | 0.000 | ||
| 5739 | 2018.02.28 00:54 | modify | 1435 | 0.10 | 107.353 | 107.113 | 107.523 | ||
| 5740 | 2018.02.28 01:46 | s/l | 1435 | 0.10 | 107.110 | 107.113 | 107.523 | -2430.60 | 1575803.65 |
| 5741 | 2018.03.01 16:31 | buy | 1436 | 0.16 | 106.908 | 0.000 | 0.000 | ||
| 5742 | 2018.03.01 16:31 | modify | 1436 | 0.16 | 106.908 | 106.668 | 0.000 | ||
| 5743 | 2018.03.01 16:31 | modify | 1436 | 0.16 | 106.908 | 106.668 | 107.078 | ||
| 5744 | 2018.03.01 18:09 | s/l | 1436 | 0.16 | 106.660 | 106.668 | 107.078 | -3968.96 | 1571834.69 |
| 5745 | 2018.03.06 04:01 | buy | 1437 | 0.26 | 106.355 | 0.000 | 0.000 | ||
| 5746 | 2018.03.06 04:01 | modify | 1437 | 0.26 | 106.355 | 106.115 | 0.000 | ||
| 5747 | 2018.03.06 04:01 | modify | 1437 | 0.26 | 106.355 | 106.115 | 106.525 | ||
| 5748 | 2018.03.06 07:33 | s/l | 1437 | 0.26 | 106.117 | 106.115 | 106.525 | -6189.55 | 1565645.14 |
| 5749 | 2018.03.07 17:08 | buy | 1438 | 0.42 | 105.890 | 0.000 | 0.000 | ||
| 5750 | 2018.03.07 17:08 | modify | 1438 | 0.42 | 105.890 | 105.650 | 0.000 | ||
| 5751 | 2018.03.07 17:08 | modify | 1438 | 0.42 | 105.890 | 105.650 | 106.060 | ||
| 5752 | 2018.03.07 19:43 | t/p | 1438 | 0.42 | 106.054 | 105.650 | 106.060 | 6885.49 | 1572530.63 |
| 5753 | 2018.03.07 22:23 | buy | 1439 | 0.10 | 106.035 | 0.000 | 0.000 | ||
| 5754 | 2018.03.07 22:23 | modify | 1439 | 0.10 | 106.035 | 105.795 | 0.000 | ||
| 5755 | 2018.03.07 22:23 | modify | 1439 | 0.10 | 106.035 | 105.795 | 106.205 | ||
| 5756 | 2018.03.07 23:57 | t/p | 1439 | 0.10 | 106.215 | 105.795 | 106.205 | 1799.40 | 1574330.03 |
| 5757 | 2018.03.08 00:32 | buy | 1440 | 0.10 | 106.060 | 0.000 | 0.000 | ||
| 5758 | 2018.03.08 00:32 | modify | 1440 | 0.10 | 106.060 | 105.820 | 0.000 | ||
| 5759 | 2018.03.08 00:32 | modify | 1440 | 0.10 | 106.060 | 105.820 | 106.230 | ||
| 5760 | 2018.03.08 08:51 | close | 1440 | 0.10 | 106.084 | 105.820 | 106.230 | 239.40 | 1574569.43 |
| 5761 | 2018.03.08 21:49 | buy | 1441 | 0.10 | 106.190 | 0.000 | 0.000 | ||
| 5762 | 2018.03.08 21:49 | modify | 1441 | 0.10 | 106.190 | 105.950 | 0.000 | ||
| 5763 | 2018.03.08 21:49 | modify | 1441 | 0.10 | 106.190 | 105.950 | 106.360 | ||
| 5764 | 2018.03.08 23:18 | close | 1441 | 0.10 | 106.338 | 105.950 | 106.360 | 1479.40 | 1576048.83 |
| 5765 | 2018.03.09 02:45 | buy | 1442 | 0.10 | 106.658 | 0.000 | 0.000 | ||
| 5766 | 2018.03.09 02:45 | modify | 1442 | 0.10 | 106.658 | 106.418 | 0.000 | ||
| 5767 | 2018.03.09 02:45 | modify | 1442 | 0.10 | 106.658 | 106.418 | 106.828 | ||
| 5768 | 2018.03.09 12:09 | t/p | 1442 | 0.10 | 106.830 | 106.418 | 106.828 | 1719.40 | 1577768.23 |
| 5769 | 2018.03.09 16:49 | buy | 1443 | 0.10 | 106.858 | 0.000 | 0.000 | ||
| 5770 | 2018.03.09 16:49 | modify | 1443 | 0.10 | 106.858 | 106.618 | 0.000 | ||
| 5771 | 2018.03.09 16:49 | modify | 1443 | 0.10 | 106.858 | 106.618 | 107.028 | ||
| 5772 | 2018.03.11 21:00 | s/l | 1443 | 0.10 | 106.621 | 106.618 | 107.028 | -2370.60 | 1575397.63 |
| 5773 | 2018.03.13 12:32 | buy | 1444 | 0.16 | 107.141 | 0.000 | 0.000 | ||
| 5774 | 2018.03.13 12:32 | modify | 1444 | 0.16 | 107.141 | 106.901 | 0.000 | ||
| 5775 | 2018.03.13 12:32 | modify | 1444 | 0.16 | 107.141 | 106.901 | 107.311 | ||
| 5776 | 2018.03.13 12:42 | s/l | 1444 | 0.16 | 106.877 | 106.901 | 107.311 | -4224.96 | 1571172.67 |
| 5777 | 2018.03.13 12:57 | buy | 1445 | 0.26 | 106.931 | 0.000 | 0.000 | ||
| 5778 | 2018.03.13 12:57 | modify | 1445 | 0.26 | 106.931 | 106.691 | 0.000 | ||
| 5779 | 2018.03.13 12:57 | modify | 1445 | 0.26 | 106.931 | 106.691 | 107.101 | ||
| 5780 | 2018.03.13 14:19 | t/p | 1445 | 0.26 | 107.096 | 106.691 | 107.101 | 4288.45 | 1575461.12 |
| 5781 | 2018.03.15 23:02 | buy | 1446 | 0.10 | 106.286 | 0.000 | 0.000 | ||
| 5782 | 2018.03.15 23:02 | modify | 1446 | 0.10 | 106.286 | 106.046 | 0.000 | ||
| 5783 | 2018.03.15 23:02 | modify | 1446 | 0.10 | 106.286 | 106.046 | 106.456 | ||
| 5784 | 2018.03.16 01:04 | s/l | 1446 | 0.10 | 106.056 | 106.046 | 106.456 | -2205.42 | 1573255.71 |
| 5785 | 2018.03.16 19:19 | buy | 1447 | 0.16 | 106.041 | 0.000 | 0.000 | ||
| 5786 | 2018.03.16 19:19 | modify | 1447 | 0.16 | 106.041 | 105.801 | 0.000 | ||
| 5787 | 2018.03.16 19:19 | modify | 1447 | 0.16 | 106.041 | 105.801 | 106.211 | ||
| 5788 | 2018.03.19 01:15 | s/l | 1447 | 0.16 | 105.809 | 105.801 | 106.211 | -3560.66 | 1569695.04 |
| 5789 | 2018.03.19 13:10 | buy | 1448 | 0.26 | 106.134 | 0.000 | 0.000 | ||
| 5790 | 2018.03.19 13:10 | modify | 1448 | 0.26 | 106.134 | 105.894 | 0.000 | ||
| 5791 | 2018.03.19 13:10 | modify | 1448 | 0.26 | 106.134 | 105.894 | 106.304 | ||
| 5792 | 2018.03.19 15:41 | s/l | 1448 | 0.26 | 105.891 | 105.894 | 106.304 | -6319.55 | 1563375.49 |
| 5793 | 2018.03.20 07:01 | buy | 1449 | 0.42 | 106.231 | 0.000 | 0.000 | ||
| 5794 | 2018.03.20 07:01 | modify | 1449 | 0.42 | 106.231 | 105.991 | 0.000 | ||
| 5795 | 2018.03.20 07:01 | modify | 1449 | 0.42 | 106.231 | 105.991 | 106.401 | ||
| 5796 | 2018.03.20 07:16 | t/p | 1449 | 0.42 | 106.413 | 105.991 | 106.401 | 7641.49 | 1571016.98 |
| 5797 | 2018.03.20 13:20 | buy | 1450 | 0.10 | 106.383 | 0.000 | 0.000 | ||
| 5798 | 2018.03.20 13:20 | modify | 1450 | 0.10 | 106.383 | 106.143 | 0.000 | ||
| 5799 | 2018.03.20 13:20 | modify | 1450 | 0.10 | 106.383 | 106.143 | 106.553 | ||
| 5800 | 2018.03.21 11:43 | s/l | 1450 | 0.10 | 106.136 | 106.143 | 106.553 | -2375.42 | 1568641.57 |
| 5801 | 2018.03.26 08:48 | buy | 1451 | 0.16 | 105.001 | 0.000 | 0.000 | ||
| 5802 | 2018.03.26 08:48 | modify | 1451 | 0.16 | 105.001 | 104.761 | 0.000 | ||
| 5803 | 2018.03.26 08:48 | modify | 1451 | 0.16 | 105.001 | 104.761 | 105.171 | ||
| 5804 | 2018.03.26 12:18 | t/p | 1451 | 0.16 | 105.172 | 104.761 | 105.171 | 2735.04 | 1571376.61 |
| 5805 | 2018.03.26 14:31 | buy | 1452 | 0.10 | 105.098 | 0.000 | 0.000 | ||
| 5806 | 2018.03.26 14:31 | modify | 1452 | 0.10 | 105.098 | 104.858 | 0.000 | ||
| 5807 | 2018.03.26 14:31 | modify | 1452 | 0.10 | 105.098 | 104.858 | 105.268 | ||
| 5808 | 2018.03.26 18:32 | close | 1452 | 0.10 | 105.246 | 104.858 | 105.268 | 1479.40 | 1572856.01 |
| 5809 | 2018.03.26 23:03 | buy | 1453 | 0.10 | 105.429 | 0.000 | 0.000 | ||
| 5810 | 2018.03.26 23:03 | modify | 1453 | 0.10 | 105.429 | 105.189 | 0.000 | ||
| 5811 | 2018.03.26 23:03 | modify | 1453 | 0.10 | 105.429 | 105.189 | 105.599 | ||
| 5812 | 2018.03.27 00:47 | t/p | 1453 | 0.10 | 105.594 | 105.189 | 105.599 | 1744.58 | 1574600.59 |
| 5813 | 2018.03.27 03:23 | buy | 1454 | 0.10 | 105.561 | 0.000 | 0.000 | ||
| 5814 | 2018.03.27 03:23 | modify | 1454 | 0.10 | 105.561 | 105.321 | 0.000 | ||
| 5815 | 2018.03.27 03:23 | modify | 1454 | 0.10 | 105.561 | 105.321 | 105.731 | ||
| 5816 | 2018.03.27 11:08 | t/p | 1454 | 0.10 | 105.730 | 105.321 | 105.731 | 1689.40 | 1576289.99 |
| 5817 | 2018.03.27 13:05 | buy | 1455 | 0.10 | 105.711 | 0.000 | 0.000 | ||
| 5818 | 2018.03.27 13:05 | modify | 1455 | 0.10 | 105.711 | 105.471 | 0.000 | ||
| 5819 | 2018.03.27 13:05 | modify | 1455 | 0.10 | 105.711 | 105.471 | 105.881 | ||
| 5820 | 2018.03.27 19:06 | s/l | 1455 | 0.10 | 105.462 | 105.471 | 105.881 | -2490.60 | 1573799.39 |
| 5821 | 2018.03.28 21:26 | buy | 1456 | 0.16 | 106.813 | 0.000 | 0.000 | ||
| 5822 | 2018.03.28 21:26 | modify | 1456 | 0.16 | 106.813 | 106.573 | 0.000 | ||
| 5823 | 2018.03.28 21:26 | modify | 1456 | 0.16 | 106.813 | 106.573 | 106.983 | ||
| 5824 | 2018.03.29 02:13 | s/l | 1456 | 0.16 | 106.582 | 106.573 | 106.983 | -3240.07 | 1570559.32 |
| 5825 | 2018.04.02 04:36 | buy | 1457 | 0.26 | 106.312 | 0.000 | 0.000 | ||
| 5826 | 2018.04.02 04:36 | modify | 1457 | 0.26 | 106.312 | 106.072 | 0.000 | ||
| 5827 | 2018.04.02 04:36 | modify | 1457 | 0.26 | 106.312 | 106.072 | 106.482 | ||
| 5828 | 2018.04.02 12:55 | close | 1457 | 0.26 | 106.423 | 106.072 | 106.482 | 2884.45 | 1573443.77 |
| 5829 | 2018.04.03 16:23 | buy | 1458 | 0.10 | 106.403 | 0.000 | 0.000 | ||
| 5830 | 2018.04.03 16:23 | modify | 1458 | 0.10 | 106.403 | 106.163 | 0.000 | ||
| 5831 | 2018.04.03 16:23 | modify | 1458 | 0.10 | 106.403 | 106.163 | 106.573 | ||
| 5832 | 2018.04.03 17:59 | t/p | 1458 | 0.10 | 106.581 | 106.163 | 106.573 | 1779.40 | 1575223.17 |
| 5833 | 2018.04.03 18:45 | buy | 1459 | 0.10 | 106.423 | 0.000 | 0.000 | ||
| 5834 | 2018.04.03 18:45 | modify | 1459 | 0.10 | 106.423 | 106.183 | 0.000 | ||
| 5835 | 2018.04.03 18:45 | modify | 1459 | 0.10 | 106.423 | 106.183 | 106.593 | ||
| 5836 | 2018.04.03 19:01 | t/p | 1459 | 0.10 | 106.587 | 106.183 | 106.593 | 1639.40 | 1576862.57 |
| 5837 | 2018.04.03 22:03 | buy | 1460 | 0.10 | 106.583 | 0.000 | 0.000 | ||
| 5838 | 2018.04.03 22:03 | modify | 1460 | 0.10 | 106.583 | 106.343 | 0.000 | ||
| 5839 | 2018.04.03 22:03 | modify | 1460 | 0.10 | 106.583 | 106.343 | 106.753 | ||
| 5840 | 2018.04.04 07:43 | s/l | 1460 | 0.10 | 106.341 | 106.343 | 106.753 | -2325.42 | 1574537.15 |
| 5841 | 2018.04.04 17:21 | buy | 1461 | 0.16 | 106.521 | 0.000 | 0.000 | ||
| 5842 | 2018.04.04 17:21 | modify | 1461 | 0.16 | 106.521 | 106.281 | 0.000 | ||
| 5843 | 2018.04.04 17:21 | modify | 1461 | 0.16 | 106.521 | 106.281 | 106.691 | ||
| 5844 | 2018.04.04 18:19 | t/p | 1461 | 0.16 | 106.690 | 106.281 | 106.691 | 2703.04 | 1577240.19 |
| 5845 | 2018.04.04 21:37 | buy | 1462 | 0.10 | 106.743 | 0.000 | 0.000 | ||
| 5846 | 2018.04.04 21:37 | modify | 1462 | 0.10 | 106.743 | 106.503 | 0.000 | ||
| 5847 | 2018.04.04 21:37 | modify | 1462 | 0.10 | 106.743 | 106.503 | 106.913 | ||
| 5848 | 2018.04.05 01:37 | t/p | 1462 | 0.10 | 106.913 | 106.503 | 106.913 | 1984.95 | 1579225.14 |
| 5849 | 2018.04.05 05:11 | buy | 1463 | 0.10 | 106.911 | 0.000 | 0.000 | ||
| 5850 | 2018.04.05 05:11 | modify | 1463 | 0.10 | 106.911 | 106.671 | 0.000 | ||