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 |
| 451 | 2013.04.29 17:08 | modify | 113 | 0.10 | 98.014 | 97.774 | 98.184 | ||
| 452 | 2013.04.29 20:06 | s/l | 113 | 0.10 | 97.766 | 97.774 | 98.184 | -2480.60 | 1071170.30 |
| 453 | 2013.05.01 11:08 | buy | 114 | 0.16 | 97.503 | 0.000 | 0.000 | ||
| 454 | 2013.05.01 11:08 | modify | 114 | 0.16 | 97.503 | 97.263 | 0.000 | ||
| 455 | 2013.05.01 11:08 | modify | 114 | 0.16 | 97.503 | 97.263 | 97.673 | ||
| 456 | 2013.05.01 12:14 | s/l | 114 | 0.16 | 97.243 | 97.263 | 97.673 | -4160.96 | 1067009.34 |
| 457 | 2013.05.02 18:53 | buy | 115 | 0.26 | 97.998 | 0.000 | 0.000 | ||
| 458 | 2013.05.02 18:53 | modify | 115 | 0.26 | 97.998 | 97.758 | 0.000 | ||
| 459 | 2013.05.02 18:53 | modify | 115 | 0.26 | 97.998 | 97.758 | 98.168 | ||
| 460 | 2013.05.03 06:11 | close | 115 | 0.26 | 98.093 | 97.758 | 98.168 | 2715.93 | 1069725.27 |
| 461 | 2013.05.03 09:07 | buy | 116 | 0.10 | 98.116 | 0.000 | 0.000 | ||
| 462 | 2013.05.03 09:07 | modify | 116 | 0.10 | 98.116 | 97.876 | 0.000 | ||
| 463 | 2013.05.03 09:07 | modify | 116 | 0.10 | 98.116 | 97.876 | 98.286 | ||
| 464 | 2013.05.03 12:29 | t/p | 116 | 0.10 | 98.301 | 97.876 | 98.286 | 1849.40 | 1071574.67 |
| 465 | 2013.05.03 18:56 | buy | 117 | 0.10 | 99.089 | 0.000 | 0.000 | ||
| 466 | 2013.05.03 18:56 | modify | 117 | 0.10 | 99.089 | 98.849 | 0.000 | ||
| 467 | 2013.05.03 18:56 | modify | 117 | 0.10 | 99.089 | 98.849 | 99.259 | ||
| 468 | 2013.05.06 06:09 | close | 117 | 0.10 | 99.147 | 98.849 | 99.259 | 674.58 | 1072249.26 |
| 469 | 2013.05.06 09:27 | buy | 118 | 0.10 | 99.326 | 0.000 | 0.000 | ||
| 470 | 2013.05.06 09:27 | modify | 118 | 0.10 | 99.326 | 99.086 | 0.000 | ||
| 471 | 2013.05.06 09:27 | modify | 118 | 0.10 | 99.326 | 99.086 | 99.496 | ||
| 472 | 2013.05.06 22:23 | close | 118 | 0.10 | 99.440 | 99.086 | 99.496 | 1139.40 | 1073388.66 |
| 473 | 2013.05.08 21:29 | buy | 119 | 0.10 | 98.937 | 0.000 | 0.000 | ||
| 474 | 2013.05.08 21:29 | modify | 119 | 0.10 | 98.937 | 98.697 | 0.000 | ||
| 475 | 2013.05.08 21:29 | modify | 119 | 0.10 | 98.937 | 98.697 | 99.107 | ||
| 476 | 2013.05.09 04:25 | s/l | 119 | 0.10 | 98.698 | 98.697 | 99.107 | -2105.05 | 1071283.61 |
| 477 | 2013.05.10 05:16 | buy | 120 | 0.16 | 100.932 | 0.000 | 0.000 | ||
| 478 | 2013.05.10 05:16 | modify | 120 | 0.16 | 100.932 | 100.692 | 0.000 | ||
| 479 | 2013.05.10 05:16 | modify | 120 | 0.16 | 100.932 | 100.692 | 101.102 | ||
| 480 | 2013.05.10 06:23 | t/p | 120 | 0.16 | 101.094 | 100.692 | 101.102 | 2591.04 | 1073874.65 |
| 481 | 2013.05.10 09:37 | buy | 121 | 0.10 | 101.229 | 0.000 | 0.000 | ||
| 482 | 2013.05.10 09:37 | modify | 121 | 0.10 | 101.229 | 100.989 | 0.000 | ||
| 483 | 2013.05.10 09:37 | modify | 121 | 0.10 | 101.229 | 100.989 | 101.399 | ||
| 484 | 2013.05.10 10:36 | t/p | 121 | 0.10 | 101.390 | 100.989 | 101.399 | 1609.40 | 1075484.05 |
| 485 | 2013.05.10 12:38 | buy | 122 | 0.10 | 101.389 | 0.000 | 0.000 | ||
| 486 | 2013.05.10 12:38 | modify | 122 | 0.10 | 101.389 | 101.149 | 0.000 | ||
| 487 | 2013.05.10 12:38 | modify | 122 | 0.10 | 101.389 | 101.149 | 101.559 | ||
| 488 | 2013.05.10 13:12 | t/p | 122 | 0.10 | 101.564 | 101.149 | 101.559 | 1749.40 | 1077233.45 |
| 489 | 2013.05.10 16:04 | buy | 123 | 0.10 | 101.622 | 0.000 | 0.000 | ||
| 490 | 2013.05.10 16:04 | modify | 123 | 0.10 | 101.622 | 101.382 | 0.000 | ||
| 491 | 2013.05.10 16:04 | modify | 123 | 0.10 | 101.622 | 101.382 | 101.792 | ||
| 492 | 2013.05.12 21:07 | t/p | 123 | 0.10 | 101.866 | 101.382 | 101.792 | 2439.40 | 1079672.85 |
| 493 | 2013.05.13 00:17 | buy | 124 | 0.10 | 101.818 | 0.000 | 0.000 | ||
| 494 | 2013.05.13 00:17 | modify | 124 | 0.10 | 101.818 | 101.578 | 0.000 | ||
| 495 | 2013.05.13 00:17 | modify | 124 | 0.10 | 101.818 | 101.578 | 101.988 | ||
| 496 | 2013.05.13 05:50 | s/l | 124 | 0.10 | 101.571 | 101.578 | 101.988 | -2470.60 | 1077202.25 |
| 497 | 2013.05.13 19:16 | buy | 125 | 0.16 | 101.877 | 0.000 | 0.000 | ||
| 498 | 2013.05.13 19:16 | modify | 125 | 0.16 | 101.877 | 101.637 | 0.000 | ||
| 499 | 2013.05.13 19:16 | modify | 125 | 0.16 | 101.877 | 101.637 | 102.047 | ||
| 500 | 2013.05.14 00:07 | s/l | 125 | 0.16 | 101.634 | 101.637 | 102.047 | -3736.66 | 1073465.59 |
| 501 | 2013.05.14 18:21 | buy | 126 | 0.26 | 102.184 | 0.000 | 0.000 | ||
| 502 | 2013.05.14 18:21 | modify | 126 | 0.26 | 102.184 | 101.944 | 0.000 | ||
| 503 | 2013.05.14 18:21 | modify | 126 | 0.26 | 102.184 | 101.944 | 102.354 | ||
| 504 | 2013.05.14 20:58 | t/p | 126 | 0.26 | 102.363 | 101.944 | 102.354 | 4652.45 | 1078118.04 |
| 505 | 2013.05.14 22:04 | buy | 127 | 0.10 | 102.236 | 0.000 | 0.000 | ||
| 506 | 2013.05.14 22:04 | modify | 127 | 0.10 | 102.236 | 101.996 | 0.000 | ||
| 507 | 2013.05.14 22:04 | modify | 127 | 0.10 | 102.236 | 101.996 | 102.406 | ||
| 508 | 2013.05.15 06:41 | close | 127 | 0.10 | 102.359 | 101.996 | 102.406 | 1324.58 | 1079442.62 |
| 509 | 2013.05.15 09:35 | buy | 128 | 0.10 | 102.374 | 0.000 | 0.000 | ||
| 510 | 2013.05.15 09:35 | modify | 128 | 0.10 | 102.374 | 102.134 | 0.000 | ||
| 511 | 2013.05.15 09:35 | modify | 128 | 0.10 | 102.374 | 102.134 | 102.544 | ||
| 512 | 2013.05.15 10:12 | t/p | 128 | 0.10 | 102.539 | 102.134 | 102.544 | 1649.40 | 1081092.02 |
| 513 | 2013.05.15 12:28 | buy | 129 | 0.10 | 102.533 | 0.000 | 0.000 | ||
| 514 | 2013.05.15 12:28 | modify | 129 | 0.10 | 102.533 | 102.293 | 0.000 | ||
| 515 | 2013.05.15 12:28 | modify | 129 | 0.10 | 102.533 | 102.293 | 102.703 | ||
| 516 | 2013.05.15 13:03 | s/l | 129 | 0.10 | 102.291 | 102.293 | 102.703 | -2420.60 | 1078671.42 |
| 517 | 2013.05.16 11:20 | buy | 130 | 0.16 | 102.526 | 0.000 | 0.000 | ||
| 518 | 2013.05.16 11:20 | modify | 130 | 0.16 | 102.526 | 102.286 | 0.000 | ||
| 519 | 2013.05.16 11:20 | modify | 130 | 0.16 | 102.526 | 102.286 | 102.696 | ||
| 520 | 2013.05.16 12:30 | s/l | 130 | 0.16 | 102.279 | 102.286 | 102.696 | -3952.96 | 1074718.46 |
| 521 | 2013.05.17 09:35 | buy | 131 | 0.26 | 102.485 | 0.000 | 0.000 | ||
| 522 | 2013.05.17 09:35 | modify | 131 | 0.26 | 102.485 | 102.245 | 0.000 | ||
| 523 | 2013.05.17 09:35 | modify | 131 | 0.26 | 102.485 | 102.245 | 102.655 | ||
| 524 | 2013.05.17 13:19 | t/p | 131 | 0.26 | 102.646 | 102.245 | 102.655 | 4184.45 | 1078902.91 |
| 525 | 2013.05.21 03:16 | buy | 132 | 0.10 | 102.493 | 0.000 | 0.000 | ||
| 526 | 2013.05.21 03:16 | modify | 132 | 0.10 | 102.493 | 102.253 | 0.000 | ||
| 527 | 2013.05.21 03:16 | modify | 132 | 0.10 | 102.493 | 102.253 | 102.663 | ||
| 528 | 2013.05.21 07:37 | t/p | 132 | 0.10 | 102.653 | 102.253 | 102.663 | 1599.40 | 1080502.31 |
| 529 | 2013.05.21 09:53 | buy | 133 | 0.10 | 102.642 | 0.000 | 0.000 | ||
| 530 | 2013.05.21 09:53 | modify | 133 | 0.10 | 102.642 | 102.402 | 0.000 | ||
| 531 | 2013.05.21 09:53 | modify | 133 | 0.10 | 102.642 | 102.402 | 102.812 | ||
| 532 | 2013.05.21 11:15 | t/p | 133 | 0.10 | 102.816 | 102.402 | 102.812 | 1739.40 | 1082241.71 |
| 533 | 2013.05.22 13:06 | buy | 134 | 0.10 | 102.941 | 0.000 | 0.000 | ||
| 534 | 2013.05.22 13:06 | modify | 134 | 0.10 | 102.941 | 102.701 | 0.000 | ||
| 535 | 2013.05.22 13:06 | modify | 134 | 0.10 | 102.941 | 102.701 | 103.111 | ||
| 536 | 2013.05.22 14:00 | s/l | 134 | 0.10 | 102.707 | 102.701 | 103.111 | -2340.60 | 1079901.11 |
| 537 | 2013.05.22 14:01 | buy | 135 | 0.16 | 102.849 | 0.000 | 0.000 | ||
| 538 | 2013.05.22 14:01 | modify | 135 | 0.16 | 102.849 | 102.609 | 0.000 | ||
| 539 | 2013.05.22 14:01 | modify | 135 | 0.16 | 102.849 | 102.609 | 103.019 | ||
| 540 | 2013.05.22 14:24 | t/p | 135 | 0.16 | 103.027 | 102.609 | 103.019 | 2847.04 | 1082748.15 |
| 541 | 2013.05.22 17:46 | buy | 136 | 0.10 | 103.385 | 0.000 | 0.000 | ||
| 542 | 2013.05.22 17:46 | modify | 136 | 0.10 | 103.385 | 103.145 | 0.000 | ||
| 543 | 2013.05.22 17:46 | modify | 136 | 0.10 | 103.385 | 103.145 | 103.555 | ||
| 544 | 2013.05.22 18:00 | t/p | 136 | 0.10 | 103.549 | 103.145 | 103.555 | 1639.40 | 1084387.55 |
| 545 | 2013.05.22 18:09 | buy | 137 | 0.10 | 103.318 | 0.000 | 0.000 | ||
| 546 | 2013.05.22 18:09 | modify | 137 | 0.10 | 103.318 | 103.078 | 0.000 | ||
| 547 | 2013.05.22 18:09 | modify | 137 | 0.10 | 103.318 | 103.078 | 103.488 | ||
| 548 | 2013.05.22 18:15 | s/l | 137 | 0.10 | 103.082 | 103.078 | 103.488 | -2360.60 | 1082026.95 |
| 549 | 2013.05.22 18:17 | buy | 138 | 0.16 | 103.213 | 0.000 | 0.000 | ||
| 550 | 2013.05.22 18:17 | modify | 138 | 0.16 | 103.213 | 102.973 | 0.000 | ||
| 551 | 2013.05.22 18:17 | modify | 138 | 0.16 | 103.213 | 102.973 | 103.383 | ||
| 552 | 2013.05.22 18:37 | s/l | 138 | 0.16 | 102.941 | 102.973 | 103.383 | -4352.96 | 1077673.99 |
| 553 | 2013.05.23 01:40 | buy | 139 | 0.26 | 103.271 | 0.000 | 0.000 | ||
| 554 | 2013.05.23 01:40 | modify | 139 | 0.26 | 103.271 | 103.031 | 0.000 | ||
| 555 | 2013.05.23 01:40 | modify | 139 | 0.26 | 103.271 | 103.031 | 103.441 | ||
| 556 | 2013.05.23 03:33 | s/l | 139 | 0.26 | 103.032 | 103.031 | 103.441 | -6215.55 | 1071458.44 |
| 557 | 2013.05.28 08:52 | buy | 140 | 0.42 | 102.073 | 0.000 | 0.000 | ||
| 558 | 2013.05.28 08:52 | modify | 140 | 0.42 | 102.073 | 101.833 | 0.000 | ||
| 559 | 2013.05.28 08:52 | modify | 140 | 0.42 | 102.073 | 101.833 | 102.243 | ||
| 560 | 2013.05.28 13:56 | t/p | 140 | 0.42 | 102.237 | 101.833 | 102.243 | 6885.49 | 1078343.93 |
| 561 | 2013.05.28 15:08 | buy | 141 | 0.10 | 102.143 | 0.000 | 0.000 | ||
| 562 | 2013.05.28 15:08 | modify | 141 | 0.10 | 102.143 | 101.903 | 0.000 | ||
| 563 | 2013.05.28 15:08 | modify | 141 | 0.10 | 102.143 | 101.903 | 102.313 | ||
| 564 | 2013.05.28 15:18 | t/p | 141 | 0.10 | 102.303 | 101.903 | 102.313 | 1599.40 | 1079943.33 |
| 565 | 2013.05.28 15:36 | buy | 142 | 0.10 | 102.140 | 0.000 | 0.000 | ||
| 566 | 2013.05.28 15:36 | modify | 142 | 0.10 | 102.140 | 101.900 | 0.000 | ||
| 567 | 2013.05.28 15:36 | modify | 142 | 0.10 | 102.140 | 101.900 | 102.310 | ||
| 568 | 2013.05.28 17:13 | t/p | 142 | 0.10 | 102.301 | 101.900 | 102.310 | 1609.40 | 1081552.73 |
| 569 | 2013.05.30 12:48 | buy | 143 | 0.10 | 101.361 | 0.000 | 0.000 | ||
| 570 | 2013.05.30 12:48 | modify | 143 | 0.10 | 101.361 | 101.121 | 0.000 | ||
| 571 | 2013.05.30 12:48 | modify | 143 | 0.10 | 101.361 | 101.121 | 101.531 | ||
| 572 | 2013.05.30 13:23 | s/l | 143 | 0.10 | 101.114 | 101.121 | 101.531 | -2470.60 | 1079082.13 |
| 573 | 2013.06.04 09:44 | buy | 144 | 0.16 | 100.170 | 0.000 | 0.000 | ||
| 574 | 2013.06.04 09:44 | modify | 144 | 0.16 | 100.170 | 99.930 | 0.000 | ||
| 575 | 2013.06.04 09:44 | modify | 144 | 0.16 | 100.170 | 99.930 | 100.340 | ||
| 576 | 2013.06.04 10:52 | s/l | 144 | 0.16 | 99.921 | 99.930 | 100.340 | -3984.96 | 1075097.17 |
| 577 | 2013.06.04 14:08 | buy | 145 | 0.26 | 100.126 | 0.000 | 0.000 | ||
| 578 | 2013.06.04 14:08 | modify | 145 | 0.26 | 100.126 | 99.886 | 0.000 | ||
| 579 | 2013.06.04 14:08 | modify | 145 | 0.26 | 100.126 | 99.886 | 100.296 | ||
| 580 | 2013.06.04 14:29 | t/p | 145 | 0.26 | 100.300 | 99.886 | 100.296 | 4522.45 | 1079619.62 |
| 581 | 2013.06.07 15:49 | buy | 146 | 0.10 | 97.027 | 0.000 | 0.000 | ||
| 582 | 2013.06.07 15:49 | modify | 146 | 0.10 | 97.027 | 96.787 | 0.000 | ||
| 583 | 2013.06.07 15:49 | modify | 146 | 0.10 | 97.027 | 96.787 | 97.197 | ||
| 584 | 2013.06.07 15:51 | t/p | 146 | 0.10 | 97.205 | 96.787 | 97.197 | 1779.40 | 1081399.02 |
| 585 | 2013.06.07 19:11 | buy | 147 | 0.10 | 97.298 | 0.000 | 0.000 | ||
| 586 | 2013.06.07 19:11 | modify | 147 | 0.10 | 97.298 | 97.058 | 0.000 | ||
| 587 | 2013.06.07 19:11 | modify | 147 | 0.10 | 97.298 | 97.058 | 97.468 | ||
| 588 | 2013.06.07 19:35 | t/p | 147 | 0.10 | 97.475 | 97.058 | 97.468 | 1769.40 | 1083168.42 |
| 589 | 2013.06.10 00:23 | buy | 148 | 0.10 | 98.051 | 0.000 | 0.000 | ||
| 590 | 2013.06.10 00:23 | modify | 148 | 0.10 | 98.051 | 97.811 | 0.000 | ||
| 591 | 2013.06.10 00:23 | modify | 148 | 0.10 | 98.051 | 97.811 | 98.221 | ||
| 592 | 2013.06.10 00:53 | s/l | 148 | 0.10 | 97.812 | 97.811 | 98.221 | -2390.60 | 1080777.82 |
| 593 | 2013.06.10 00:54 | buy | 149 | 0.16 | 97.797 | 0.000 | 0.000 | ||
| 594 | 2013.06.10 00:54 | modify | 149 | 0.16 | 97.797 | 97.557 | 0.000 | ||
| 595 | 2013.06.10 00:54 | modify | 149 | 0.16 | 97.797 | 97.557 | 97.967 | ||
| 596 | 2013.06.10 01:20 | t/p | 149 | 0.16 | 97.973 | 97.557 | 97.967 | 2815.04 | 1083592.86 |
| 597 | 2013.06.10 12:21 | buy | 150 | 0.10 | 98.672 | 0.000 | 0.000 | ||
| 598 | 2013.06.10 12:21 | modify | 150 | 0.10 | 98.672 | 98.432 | 0.000 | ||
| 599 | 2013.06.10 12:21 | modify | 150 | 0.10 | 98.672 | 98.432 | 98.842 | ||
| 600 | 2013.06.10 12:53 | t/p | 150 | 0.10 | 98.857 | 98.432 | 98.842 | 1849.40 | 1085442.26 |