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 |
| 6001 | 2018.06.01 04:10 | buy | 1501 | 0.10 | 109.076 | 0.000 | 0.000 | ||
| 6002 | 2018.06.01 04:10 | modify | 1501 | 0.10 | 109.076 | 108.836 | 0.000 | ||
| 6003 | 2018.06.01 04:10 | modify | 1501 | 0.10 | 109.076 | 108.836 | 109.246 | ||
| 6004 | 2018.06.01 09:02 | t/p | 1501 | 0.10 | 109.254 | 108.836 | 109.246 | 1779.40 | 1591249.75 |
| 6005 | 2018.06.01 10:58 | buy | 1502 | 0.10 | 109.182 | 0.000 | 0.000 | ||
| 6006 | 2018.06.01 10:58 | modify | 1502 | 0.10 | 109.182 | 108.942 | 0.000 | ||
| 6007 | 2018.06.01 10:58 | modify | 1502 | 0.10 | 109.182 | 108.942 | 109.352 | ||
| 6008 | 2018.06.01 11:50 | t/p | 1502 | 0.10 | 109.356 | 108.942 | 109.352 | 1739.40 | 1592989.15 |
| 6009 | 2018.06.01 14:17 | buy | 1503 | 0.10 | 109.512 | 0.000 | 0.000 | ||
| 6010 | 2018.06.01 14:17 | modify | 1503 | 0.10 | 109.512 | 109.272 | 0.000 | ||
| 6011 | 2018.06.01 14:17 | modify | 1503 | 0.10 | 109.512 | 109.272 | 109.682 | ||
| 6012 | 2018.06.04 00:03 | close | 1503 | 0.10 | 109.656 | 109.272 | 109.682 | 1534.58 | 1594523.73 |
| 6013 | 2018.06.04 21:23 | buy | 1504 | 0.10 | 109.772 | 0.000 | 0.000 | ||
| 6014 | 2018.06.04 21:23 | modify | 1504 | 0.10 | 109.772 | 109.532 | 0.000 | ||
| 6015 | 2018.06.04 21:23 | modify | 1504 | 0.10 | 109.772 | 109.532 | 109.942 | ||
| 6016 | 2018.06.04 22:30 | close | 1504 | 0.10 | 109.845 | 109.532 | 109.942 | 729.40 | 1595253.13 |
| 6017 | 2018.06.05 00:20 | buy | 1505 | 0.10 | 109.854 | 0.000 | 0.000 | ||
| 6018 | 2018.06.05 00:20 | modify | 1505 | 0.10 | 109.854 | 109.614 | 0.000 | ||
| 6019 | 2018.06.05 00:20 | modify | 1505 | 0.10 | 109.854 | 109.614 | 110.024 | ||
| 6020 | 2018.06.05 13:02 | s/l | 1505 | 0.10 | 109.622 | 109.614 | 110.024 | -2320.60 | 1592932.53 |
| 6021 | 2018.06.11 11:54 | buy | 1506 | 0.16 | 109.969 | 0.000 | 0.000 | ||
| 6022 | 2018.06.11 11:54 | modify | 1506 | 0.16 | 109.969 | 109.729 | 0.000 | ||
| 6023 | 2018.06.11 11:54 | modify | 1506 | 0.16 | 109.969 | 109.729 | 110.139 | ||
| 6024 | 2018.06.11 16:29 | close | 1506 | 0.16 | 110.031 | 109.729 | 110.139 | 991.04 | 1593923.57 |
| 6025 | 2018.06.11 18:33 | buy | 1507 | 0.10 | 110.032 | 0.000 | 0.000 | ||
| 6026 | 2018.06.11 18:33 | modify | 1507 | 0.10 | 110.032 | 109.792 | 0.000 | ||
| 6027 | 2018.06.11 18:33 | modify | 1507 | 0.10 | 110.032 | 109.792 | 110.202 | ||
| 6028 | 2018.06.11 22:17 | close | 1507 | 0.10 | 110.108 | 109.792 | 110.202 | 759.40 | 1594682.97 |
| 6029 | 2018.06.12 01:01 | buy | 1508 | 0.10 | 110.286 | 0.000 | 0.000 | ||
| 6030 | 2018.06.12 01:01 | modify | 1508 | 0.10 | 110.286 | 110.046 | 0.000 | ||
| 6031 | 2018.06.12 01:01 | modify | 1508 | 0.10 | 110.286 | 110.046 | 110.456 | ||
| 6032 | 2018.06.12 04:41 | close | 1508 | 0.10 | 110.405 | 110.046 | 110.456 | 1189.40 | 1595872.37 |
| 6033 | 2018.06.12 05:11 | buy | 1509 | 0.10 | 110.258 | 0.000 | 0.000 | ||
| 6034 | 2018.06.12 05:11 | modify | 1509 | 0.10 | 110.258 | 110.018 | 0.000 | ||
| 6035 | 2018.06.12 05:11 | modify | 1509 | 0.10 | 110.258 | 110.018 | 110.428 | ||
| 6036 | 2018.06.12 12:06 | close | 1509 | 0.10 | 110.324 | 110.018 | 110.428 | 659.40 | 1596531.77 |
| 6037 | 2018.06.13 00:06 | buy | 1510 | 0.10 | 110.399 | 0.000 | 0.000 | ||
| 6038 | 2018.06.13 00:06 | modify | 1510 | 0.10 | 110.399 | 110.159 | 0.000 | ||
| 6039 | 2018.06.13 00:06 | modify | 1510 | 0.10 | 110.399 | 110.159 | 110.569 | ||
| 6040 | 2018.06.13 01:15 | t/p | 1510 | 0.10 | 110.567 | 110.159 | 110.569 | 1679.40 | 1598211.17 |
| 6041 | 2018.06.13 04:55 | buy | 1511 | 0.10 | 110.623 | 0.000 | 0.000 | ||
| 6042 | 2018.06.13 04:55 | modify | 1511 | 0.10 | 110.623 | 110.383 | 0.000 | ||
| 6043 | 2018.06.13 04:55 | modify | 1511 | 0.10 | 110.623 | 110.383 | 110.793 | ||
| 6044 | 2018.06.13 08:23 | close | 1511 | 0.10 | 110.680 | 110.383 | 110.793 | 569.40 | 1598780.57 |
| 6045 | 2018.06.13 09:57 | buy | 1512 | 0.10 | 110.604 | 0.000 | 0.000 | ||
| 6046 | 2018.06.13 09:57 | modify | 1512 | 0.10 | 110.604 | 110.364 | 0.000 | ||
| 6047 | 2018.06.13 09:57 | modify | 1512 | 0.10 | 110.604 | 110.364 | 110.774 | ||
| 6048 | 2018.06.13 13:55 | s/l | 1512 | 0.10 | 110.358 | 110.364 | 110.774 | -2460.60 | 1596319.97 |
| 6049 | 2018.06.14 22:19 | buy | 1513 | 0.16 | 110.603 | 0.000 | 0.000 | ||
| 6050 | 2018.06.14 22:19 | modify | 1513 | 0.16 | 110.603 | 110.363 | 0.000 | ||
| 6051 | 2018.06.14 22:19 | modify | 1513 | 0.16 | 110.603 | 110.363 | 110.773 | ||
| 6052 | 2018.06.15 02:45 | close | 1513 | 0.16 | 110.756 | 110.363 | 110.773 | 2599.34 | 1598919.31 |
| 6053 | 2018.06.15 07:21 | buy | 1514 | 0.10 | 110.737 | 0.000 | 0.000 | ||
| 6054 | 2018.06.15 07:21 | modify | 1514 | 0.10 | 110.737 | 110.497 | 0.000 | ||
| 6055 | 2018.06.15 07:21 | modify | 1514 | 0.10 | 110.737 | 110.497 | 110.907 | ||
| 6056 | 2018.06.15 07:51 | s/l | 1514 | 0.10 | 110.488 | 110.497 | 110.907 | -2490.60 | 1596428.71 |
| 6057 | 2018.06.19 21:59 | buy | 1515 | 0.16 | 110.040 | 0.000 | 0.000 | ||
| 6058 | 2018.06.19 21:59 | modify | 1515 | 0.16 | 110.040 | 109.800 | 0.000 | ||
| 6059 | 2018.06.19 21:59 | modify | 1515 | 0.16 | 110.040 | 109.800 | 110.210 | ||
| 6060 | 2018.06.20 05:12 | t/p | 1515 | 0.16 | 110.207 | 109.800 | 110.210 | 2823.34 | 1599252.04 |
| 6061 | 2018.06.20 06:35 | buy | 1516 | 0.10 | 110.118 | 0.000 | 0.000 | ||
| 6062 | 2018.06.20 06:35 | modify | 1516 | 0.10 | 110.118 | 109.878 | 0.000 | ||
| 6063 | 2018.06.20 06:35 | modify | 1516 | 0.10 | 110.118 | 109.878 | 110.288 | ||
| 6064 | 2018.06.20 18:06 | t/p | 1516 | 0.10 | 110.285 | 109.878 | 110.288 | 1669.40 | 1600921.44 |
| 6065 | 2018.06.22 10:05 | buy | 1517 | 0.10 | 110.107 | 0.000 | 0.000 | ||
| 6066 | 2018.06.22 10:05 | modify | 1517 | 0.10 | 110.107 | 109.867 | 0.000 | ||
| 6067 | 2018.06.22 10:05 | modify | 1517 | 0.10 | 110.107 | 109.867 | 110.277 | ||
| 6068 | 2018.06.22 14:42 | s/l | 1517 | 0.10 | 109.861 | 109.867 | 110.277 | -2460.60 | 1598460.84 |
| 6069 | 2018.06.25 22:37 | buy | 1518 | 0.16 | 109.711 | 0.000 | 0.000 | ||
| 6070 | 2018.06.25 22:37 | modify | 1518 | 0.16 | 109.711 | 109.471 | 0.000 | ||
| 6071 | 2018.06.25 22:37 | modify | 1518 | 0.16 | 109.711 | 109.471 | 109.881 | ||
| 6072 | 2018.06.26 01:49 | s/l | 1518 | 0.16 | 109.463 | 109.471 | 109.881 | -3816.66 | 1594644.18 |
| 6073 | 2018.06.26 20:21 | buy | 1519 | 0.26 | 110.059 | 0.000 | 0.000 | ||
| 6074 | 2018.06.26 20:21 | modify | 1519 | 0.26 | 110.059 | 109.819 | 0.000 | ||
| 6075 | 2018.06.26 20:21 | modify | 1519 | 0.26 | 110.059 | 109.819 | 110.229 | ||
| 6076 | 2018.06.26 23:33 | close | 1519 | 0.26 | 110.115 | 109.819 | 110.229 | 1454.45 | 1596098.63 |
| 6077 | 2018.06.27 00:34 | buy | 1520 | 0.10 | 110.048 | 0.000 | 0.000 | ||
| 6078 | 2018.06.27 00:34 | modify | 1520 | 0.10 | 110.048 | 109.808 | 0.000 | ||
| 6079 | 2018.06.27 00:34 | modify | 1520 | 0.10 | 110.048 | 109.808 | 110.218 | ||
| 6080 | 2018.06.27 01:45 | s/l | 1520 | 0.10 | 109.813 | 109.808 | 110.218 | -2350.60 | 1593748.03 |
| 6081 | 2018.06.27 17:07 | buy | 1521 | 0.16 | 110.291 | 0.000 | 0.000 | ||
| 6082 | 2018.06.27 17:07 | modify | 1521 | 0.16 | 110.291 | 110.051 | 0.000 | ||
| 6083 | 2018.06.27 17:07 | modify | 1521 | 0.16 | 110.291 | 110.051 | 110.461 | ||
| 6084 | 2018.06.28 00:17 | s/l | 1521 | 0.16 | 110.049 | 110.051 | 110.461 | -3416.07 | 1590331.95 |
| 6085 | 2018.06.28 05:46 | buy | 1522 | 0.26 | 110.232 | 0.000 | 0.000 | ||
| 6086 | 2018.06.28 05:46 | modify | 1522 | 0.26 | 110.232 | 109.992 | 0.000 | ||
| 6087 | 2018.06.28 05:46 | modify | 1522 | 0.26 | 110.232 | 109.992 | 110.402 | ||
| 6088 | 2018.06.28 07:16 | t/p | 1522 | 0.26 | 110.415 | 109.992 | 110.402 | 4756.45 | 1595088.40 |
| 6089 | 2018.06.28 20:01 | buy | 1523 | 0.10 | 110.488 | 0.000 | 0.000 | ||
| 6090 | 2018.06.28 20:01 | modify | 1523 | 0.10 | 110.488 | 110.248 | 0.000 | ||
| 6091 | 2018.06.28 20:01 | modify | 1523 | 0.10 | 110.488 | 110.248 | 110.658 | ||
| 6092 | 2018.06.29 02:52 | t/p | 1523 | 0.10 | 110.668 | 110.248 | 110.658 | 1894.58 | 1596982.99 |
| 6093 | 2018.06.29 06:34 | buy | 1524 | 0.10 | 110.625 | 0.000 | 0.000 | ||
| 6094 | 2018.06.29 06:34 | modify | 1524 | 0.10 | 110.625 | 110.385 | 0.000 | ||
| 6095 | 2018.06.29 06:34 | modify | 1524 | 0.10 | 110.625 | 110.385 | 110.795 | ||
| 6096 | 2018.06.29 08:41 | close | 1524 | 0.10 | 110.738 | 110.385 | 110.795 | 1129.40 | 1598112.39 |
| 6097 | 2018.06.29 09:50 | buy | 1525 | 0.10 | 110.665 | 0.000 | 0.000 | ||
| 6098 | 2018.06.29 09:50 | modify | 1525 | 0.10 | 110.665 | 110.425 | 0.000 | ||
| 6099 | 2018.06.29 09:50 | modify | 1525 | 0.10 | 110.665 | 110.425 | 110.835 | ||
| 6100 | 2018.06.29 15:11 | t/p | 1525 | 0.10 | 110.841 | 110.425 | 110.835 | 1759.40 | 1599871.79 |
| 6101 | 2018.06.29 19:40 | buy | 1526 | 0.10 | 110.788 | 0.000 | 0.000 | ||
| 6102 | 2018.06.29 19:40 | modify | 1526 | 0.10 | 110.788 | 110.548 | 0.000 | ||
| 6103 | 2018.06.29 19:40 | modify | 1526 | 0.10 | 110.788 | 110.548 | 110.958 | ||
| 6104 | 2018.07.02 01:11 | close | 1526 | 0.10 | 110.901 | 110.548 | 110.958 | 1224.58 | 1601096.37 |
| 6105 | 2018.07.02 03:31 | buy | 1527 | 0.10 | 110.945 | 0.000 | 0.000 | ||
| 6106 | 2018.07.02 03:31 | modify | 1527 | 0.10 | 110.945 | 110.705 | 0.000 | ||
| 6107 | 2018.07.02 03:31 | modify | 1527 | 0.10 | 110.945 | 110.705 | 111.115 | ||
| 6108 | 2018.07.02 05:08 | s/l | 1527 | 0.10 | 110.702 | 110.705 | 111.115 | -2430.60 | 1598665.77 |
| 6109 | 2018.07.03 07:39 | buy | 1528 | 0.16 | 110.954 | 0.000 | 0.000 | ||
| 6110 | 2018.07.03 07:39 | modify | 1528 | 0.16 | 110.954 | 110.714 | 0.000 | ||
| 6111 | 2018.07.03 07:39 | modify | 1528 | 0.16 | 110.954 | 110.714 | 111.124 | ||
| 6112 | 2018.07.03 12:09 | s/l | 1528 | 0.16 | 110.693 | 110.714 | 111.124 | -4176.96 | 1594488.81 |
| 6113 | 2018.07.05 09:04 | buy | 1529 | 0.26 | 110.605 | 0.000 | 0.000 | ||
| 6114 | 2018.07.05 09:04 | modify | 1529 | 0.26 | 110.605 | 110.365 | 0.000 | ||
| 6115 | 2018.07.05 09:04 | modify | 1529 | 0.26 | 110.605 | 110.365 | 110.775 | ||
| 6116 | 2018.07.06 04:31 | t/p | 1529 | 0.26 | 110.778 | 110.365 | 110.775 | 4743.93 | 1599232.74 |
| 6117 | 2018.07.11 21:37 | buy | 1530 | 0.10 | 111.943 | 0.000 | 0.000 | ||
| 6118 | 2018.07.11 21:37 | modify | 1530 | 0.10 | 111.943 | 111.703 | 0.000 | ||
| 6119 | 2018.07.11 21:37 | modify | 1530 | 0.10 | 111.943 | 111.703 | 112.113 | ||
| 6120 | 2018.07.12 00:03 | close | 1530 | 0.10 | 112.040 | 111.703 | 112.113 | 1254.95 | 1600487.69 |
| 6121 | 2018.07.12 04:30 | buy | 1531 | 0.10 | 112.214 | 0.000 | 0.000 | ||
| 6122 | 2018.07.12 04:30 | modify | 1531 | 0.10 | 112.214 | 111.974 | 0.000 | ||
| 6123 | 2018.07.12 04:30 | modify | 1531 | 0.10 | 112.214 | 111.974 | 112.384 | ||
| 6124 | 2018.07.12 07:11 | t/p | 1531 | 0.10 | 112.393 | 111.974 | 112.384 | 1789.40 | 1602277.09 |
| 6125 | 2018.07.12 12:04 | buy | 1532 | 0.10 | 112.503 | 0.000 | 0.000 | ||
| 6126 | 2018.07.12 12:04 | modify | 1532 | 0.10 | 112.503 | 112.263 | 0.000 | ||
| 6127 | 2018.07.12 12:04 | modify | 1532 | 0.10 | 112.503 | 112.263 | 112.673 | ||
| 6128 | 2018.07.12 22:46 | close | 1532 | 0.10 | 112.596 | 112.263 | 112.673 | 929.40 | 1603206.49 |
| 6129 | 2018.07.17 02:09 | buy | 1533 | 0.10 | 112.398 | 0.000 | 0.000 | ||
| 6130 | 2018.07.17 02:09 | modify | 1533 | 0.10 | 112.398 | 112.158 | 0.000 | ||
| 6131 | 2018.07.17 02:09 | modify | 1533 | 0.10 | 112.398 | 112.158 | 112.568 | ||
| 6132 | 2018.07.17 10:36 | close | 1533 | 0.10 | 112.463 | 112.158 | 112.568 | 649.40 | 1603855.89 |
| 6133 | 2018.07.18 01:20 | buy | 1534 | 0.10 | 112.948 | 0.000 | 0.000 | ||
| 6134 | 2018.07.18 01:20 | modify | 1534 | 0.10 | 112.948 | 112.708 | 0.000 | ||
| 6135 | 2018.07.18 01:20 | modify | 1534 | 0.10 | 112.948 | 112.708 | 113.118 | ||
| 6136 | 2018.07.18 06:36 | t/p | 1534 | 0.10 | 113.122 | 112.708 | 113.118 | 1739.40 | 1605595.29 |
| 6137 | 2018.07.18 09:07 | buy | 1535 | 0.10 | 112.994 | 0.000 | 0.000 | ||
| 6138 | 2018.07.18 09:07 | modify | 1535 | 0.10 | 112.994 | 112.754 | 0.000 | ||
| 6139 | 2018.07.18 09:07 | modify | 1535 | 0.10 | 112.994 | 112.754 | 113.164 | ||
| 6140 | 2018.07.18 12:13 | s/l | 1535 | 0.10 | 112.746 | 112.754 | 113.164 | -2480.60 | 1603114.69 |
| 6141 | 2018.07.23 20:20 | buy | 1536 | 0.16 | 111.383 | 0.000 | 0.000 | ||
| 6142 | 2018.07.23 20:20 | modify | 1536 | 0.16 | 111.383 | 111.143 | 0.000 | ||
| 6143 | 2018.07.23 20:20 | modify | 1536 | 0.16 | 111.383 | 111.143 | 111.553 | ||
| 6144 | 2018.07.23 23:06 | close | 1536 | 0.16 | 111.432 | 111.143 | 111.553 | 783.04 | 1603897.73 |
| 6145 | 2018.07.26 22:07 | buy | 1537 | 0.10 | 111.198 | 0.000 | 0.000 | ||
| 6146 | 2018.07.26 22:07 | modify | 1537 | 0.10 | 111.198 | 110.958 | 0.000 | ||
| 6147 | 2018.07.26 22:07 | modify | 1537 | 0.10 | 111.198 | 110.958 | 111.368 | ||
| 6148 | 2018.07.27 02:02 | s/l | 1537 | 0.10 | 110.957 | 110.958 | 111.368 | -2315.42 | 1601582.32 |
| 6149 | 2018.07.30 04:45 | buy | 1538 | 0.16 | 111.077 | 0.000 | 0.000 | ||
| 6150 | 2018.07.30 04:45 | modify | 1538 | 0.16 | 111.077 | 110.837 | 0.000 | ||