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 |
| 6151 | 2018.07.30 04:45 | modify | 1538 | 0.16 | 111.077 | 110.837 | 111.247 | ||
| 6152 | 2018.07.31 03:58 | s/l | 1538 | 0.16 | 110.822 | 110.837 | 111.247 | -3928.66 | 1597653.65 |
| 6153 | 2018.07.31 11:16 | buy | 1539 | 0.26 | 111.445 | 0.000 | 0.000 | ||
| 6154 | 2018.07.31 11:16 | modify | 1539 | 0.26 | 111.445 | 111.205 | 0.000 | ||
| 6155 | 2018.07.31 11:16 | modify | 1539 | 0.26 | 111.445 | 111.205 | 111.615 | ||
| 6156 | 2018.07.31 13:04 | t/p | 1539 | 0.26 | 111.617 | 111.205 | 111.615 | 4470.45 | 1602124.10 |
| 6157 | 2018.07.31 16:35 | buy | 1540 | 0.10 | 111.796 | 0.000 | 0.000 | ||
| 6158 | 2018.07.31 16:35 | modify | 1540 | 0.10 | 111.796 | 111.556 | 0.000 | ||
| 6159 | 2018.07.31 16:35 | modify | 1540 | 0.10 | 111.796 | 111.556 | 111.966 | ||
| 6160 | 2018.08.01 03:48 | t/p | 1540 | 0.10 | 111.958 | 111.556 | 111.966 | 1714.58 | 1603838.69 |
| 6161 | 2018.08.02 19:31 | buy | 1541 | 0.10 | 111.622 | 0.000 | 0.000 | ||
| 6162 | 2018.08.02 19:31 | modify | 1541 | 0.10 | 111.622 | 111.382 | 0.000 | ||
| 6163 | 2018.08.02 19:31 | modify | 1541 | 0.10 | 111.622 | 111.382 | 111.792 | ||
| 6164 | 2018.08.02 23:56 | close | 1541 | 0.10 | 111.697 | 111.382 | 111.792 | 749.40 | 1604588.09 |
| 6165 | 2018.08.06 13:09 | buy | 1542 | 0.10 | 111.443 | 0.000 | 0.000 | ||
| 6166 | 2018.08.06 13:09 | modify | 1542 | 0.10 | 111.443 | 111.203 | 0.000 | ||
| 6167 | 2018.08.06 13:09 | modify | 1542 | 0.10 | 111.443 | 111.203 | 111.613 | ||
| 6168 | 2018.08.07 09:53 | s/l | 1542 | 0.10 | 111.192 | 111.203 | 111.613 | -2415.42 | 1602172.67 |
| 6169 | 2018.08.07 20:27 | buy | 1543 | 0.16 | 111.382 | 0.000 | 0.000 | ||
| 6170 | 2018.08.07 20:27 | modify | 1543 | 0.16 | 111.382 | 111.142 | 0.000 | ||
| 6171 | 2018.08.07 20:27 | modify | 1543 | 0.16 | 111.382 | 111.142 | 111.552 | ||
| 6172 | 2018.08.08 06:43 | s/l | 1543 | 0.16 | 111.148 | 111.142 | 111.552 | -3592.66 | 1598580.01 |
| 6173 | 2018.08.09 12:27 | buy | 1544 | 0.26 | 111.072 | 0.000 | 0.000 | ||
| 6174 | 2018.08.09 12:27 | modify | 1544 | 0.26 | 111.072 | 110.832 | 0.000 | ||
| 6175 | 2018.08.09 12:27 | modify | 1544 | 0.26 | 111.072 | 110.832 | 111.242 | ||
| 6176 | 2018.08.09 19:10 | close | 1544 | 0.26 | 111.102 | 110.832 | 111.242 | 778.45 | 1599358.46 |
| 6177 | 2018.08.09 23:58 | buy | 1545 | 0.10 | 111.097 | 0.000 | 0.000 | ||
| 6178 | 2018.08.09 23:58 | modify | 1545 | 0.10 | 111.097 | 110.857 | 0.000 | ||
| 6179 | 2018.08.09 23:58 | modify | 1545 | 0.10 | 111.097 | 110.857 | 111.267 | ||
| 6180 | 2018.08.10 00:53 | s/l | 1545 | 0.10 | 110.848 | 110.857 | 111.267 | -2395.42 | 1596963.04 |
| 6181 | 2018.08.13 14:58 | buy | 1546 | 0.16 | 110.734 | 0.000 | 0.000 | ||
| 6182 | 2018.08.13 14:58 | modify | 1546 | 0.16 | 110.734 | 110.494 | 0.000 | ||
| 6183 | 2018.08.13 14:58 | modify | 1546 | 0.16 | 110.734 | 110.494 | 110.904 | ||
| 6184 | 2018.08.14 06:09 | t/p | 1546 | 0.16 | 110.908 | 110.494 | 110.904 | 2935.34 | 1599898.38 |
| 6185 | 2018.08.14 20:18 | buy | 1547 | 0.10 | 111.174 | 0.000 | 0.000 | ||
| 6186 | 2018.08.14 20:18 | modify | 1547 | 0.10 | 111.174 | 110.934 | 0.000 | ||
| 6187 | 2018.08.14 20:18 | modify | 1547 | 0.10 | 111.174 | 110.934 | 111.344 | ||
| 6188 | 2018.08.15 00:02 | close | 1547 | 0.10 | 111.298 | 110.934 | 111.344 | 1334.58 | 1601232.96 |
| 6189 | 2018.08.15 02:42 | buy | 1548 | 0.10 | 111.279 | 0.000 | 0.000 | ||
| 6190 | 2018.08.15 02:42 | modify | 1548 | 0.10 | 111.279 | 111.039 | 0.000 | ||
| 6191 | 2018.08.15 02:42 | modify | 1548 | 0.10 | 111.279 | 111.039 | 111.449 | ||
| 6192 | 2018.08.15 11:26 | s/l | 1548 | 0.10 | 111.044 | 111.039 | 111.449 | -2350.60 | 1598882.36 |
| 6193 | 2018.08.17 00:21 | buy | 1549 | 0.16 | 110.930 | 0.000 | 0.000 | ||
| 6194 | 2018.08.17 00:21 | modify | 1549 | 0.16 | 110.930 | 110.690 | 0.000 | ||
| 6195 | 2018.08.17 00:21 | modify | 1549 | 0.16 | 110.930 | 110.690 | 111.100 | ||
| 6196 | 2018.08.17 08:09 | s/l | 1549 | 0.16 | 110.687 | 110.690 | 111.100 | -3888.96 | 1594993.40 |
| 6197 | 2018.08.20 06:10 | buy | 1550 | 0.26 | 110.583 | 0.000 | 0.000 | ||
| 6198 | 2018.08.20 06:10 | modify | 1550 | 0.26 | 110.583 | 110.343 | 0.000 | ||
| 6199 | 2018.08.20 06:10 | modify | 1550 | 0.26 | 110.583 | 110.343 | 110.753 | ||
| 6200 | 2018.08.20 15:53 | s/l | 1550 | 0.26 | 110.335 | 110.343 | 110.753 | -6449.55 | 1588543.85 |
| 6201 | 2018.08.21 11:20 | buy | 1551 | 0.42 | 110.232 | 0.000 | 0.000 | ||
| 6202 | 2018.08.21 11:20 | modify | 1551 | 0.42 | 110.232 | 109.992 | 0.000 | ||
| 6203 | 2018.08.21 11:20 | modify | 1551 | 0.42 | 110.232 | 109.992 | 110.402 | ||
| 6204 | 2018.08.21 12:02 | close | 1551 | 0.42 | 110.345 | 109.992 | 110.402 | 4743.49 | 1593287.34 |
| 6205 | 2018.08.21 16:56 | buy | 1552 | 0.10 | 110.406 | 0.000 | 0.000 | ||
| 6206 | 2018.08.21 16:56 | modify | 1552 | 0.10 | 110.406 | 110.166 | 0.000 | ||
| 6207 | 2018.08.21 16:56 | modify | 1552 | 0.10 | 110.406 | 110.166 | 110.576 | ||
| 6208 | 2018.08.21 20:51 | s/l | 1552 | 0.10 | 110.162 | 110.166 | 110.576 | -2440.60 | 1590846.74 |
| 6209 | 2018.08.22 06:01 | buy | 1553 | 0.16 | 110.412 | 0.000 | 0.000 | ||
| 6210 | 2018.08.22 06:01 | modify | 1553 | 0.16 | 110.412 | 110.172 | 0.000 | ||
| 6211 | 2018.08.22 06:01 | modify | 1553 | 0.16 | 110.412 | 110.172 | 110.582 | ||
| 6212 | 2018.08.22 15:23 | t/p | 1553 | 0.16 | 110.580 | 110.172 | 110.582 | 2687.04 | 1593533.78 |
| 6213 | 2018.08.22 17:52 | buy | 1554 | 0.10 | 110.516 | 0.000 | 0.000 | ||
| 6214 | 2018.08.22 17:52 | modify | 1554 | 0.10 | 110.516 | 110.276 | 0.000 | ||
| 6215 | 2018.08.22 17:52 | modify | 1554 | 0.10 | 110.516 | 110.276 | 110.686 | ||
| 6216 | 2018.08.22 23:32 | close | 1554 | 0.10 | 110.618 | 110.276 | 110.686 | 1019.40 | 1594553.18 |
| 6217 | 2018.08.23 06:46 | buy | 1555 | 0.10 | 110.809 | 0.000 | 0.000 | ||
| 6218 | 2018.08.23 06:46 | modify | 1555 | 0.10 | 110.809 | 110.569 | 0.000 | ||
| 6219 | 2018.08.23 06:46 | modify | 1555 | 0.10 | 110.809 | 110.569 | 110.979 | ||
| 6220 | 2018.08.23 13:04 | close | 1555 | 0.10 | 110.944 | 110.569 | 110.979 | 1349.40 | 1595902.58 |
| 6221 | 2018.08.23 20:30 | buy | 1556 | 0.10 | 111.218 | 0.000 | 0.000 | ||
| 6222 | 2018.08.23 20:30 | modify | 1556 | 0.10 | 111.218 | 110.978 | 0.000 | ||
| 6223 | 2018.08.23 20:30 | modify | 1556 | 0.10 | 111.218 | 110.978 | 111.388 | ||
| 6224 | 2018.08.23 22:14 | close | 1556 | 0.10 | 111.360 | 110.978 | 111.388 | 1419.40 | 1597321.98 |
| 6225 | 2018.08.24 05:00 | buy | 1557 | 0.10 | 111.406 | 0.000 | 0.000 | ||
| 6226 | 2018.08.24 05:00 | modify | 1557 | 0.10 | 111.406 | 111.166 | 0.000 | ||
| 6227 | 2018.08.24 05:00 | modify | 1557 | 0.10 | 111.406 | 111.166 | 111.576 | ||
| 6228 | 2018.08.24 14:06 | s/l | 1557 | 0.10 | 111.172 | 111.166 | 111.576 | -2340.60 | 1594981.38 |
| 6229 | 2018.08.28 04:26 | buy | 1558 | 0.16 | 111.270 | 0.000 | 0.000 | ||
| 6230 | 2018.08.28 04:26 | modify | 1558 | 0.16 | 111.270 | 111.030 | 0.000 | ||
| 6231 | 2018.08.28 04:26 | modify | 1558 | 0.16 | 111.270 | 111.030 | 111.440 | ||
| 6232 | 2018.08.28 09:57 | s/l | 1558 | 0.16 | 111.024 | 111.030 | 111.440 | -3936.96 | 1591044.42 |
| 6233 | 2018.08.29 04:09 | buy | 1559 | 0.26 | 111.229 | 0.000 | 0.000 | ||
| 6234 | 2018.08.29 04:09 | modify | 1559 | 0.26 | 111.229 | 110.989 | 0.000 | ||
| 6235 | 2018.08.29 04:09 | modify | 1559 | 0.26 | 111.229 | 110.989 | 111.399 | ||
| 6236 | 2018.08.29 11:52 | close | 1559 | 0.26 | 111.297 | 110.989 | 111.399 | 1766.45 | 1592810.87 |
| 6237 | 2018.08.29 17:30 | buy | 1560 | 0.10 | 111.698 | 0.000 | 0.000 | ||
| 6238 | 2018.08.29 17:30 | modify | 1560 | 0.10 | 111.698 | 111.458 | 0.000 | ||
| 6239 | 2018.08.29 17:30 | modify | 1560 | 0.10 | 111.698 | 111.458 | 111.868 | ||
| 6240 | 2018.08.30 11:44 | s/l | 1560 | 0.10 | 111.467 | 111.458 | 111.868 | -2025.05 | 1590785.82 |
| 6241 | 2018.09.03 00:03 | buy | 1561 | 0.16 | 111.090 | 0.000 | 0.000 | ||
| 6242 | 2018.09.03 00:03 | modify | 1561 | 0.16 | 111.090 | 110.850 | 0.000 | ||
| 6243 | 2018.09.03 00:03 | modify | 1561 | 0.16 | 111.090 | 110.850 | 111.260 | ||
| 6244 | 2018.09.03 03:48 | s/l | 1561 | 0.16 | 110.849 | 110.850 | 111.260 | -3856.96 | 1586928.86 |
| 6245 | 2018.09.03 14:49 | buy | 1562 | 0.26 | 111.085 | 0.000 | 0.000 | ||
| 6246 | 2018.09.03 14:49 | modify | 1562 | 0.26 | 111.085 | 110.845 | 0.000 | ||
| 6247 | 2018.09.03 14:49 | modify | 1562 | 0.26 | 111.085 | 110.845 | 111.255 | ||
| 6248 | 2018.09.04 06:02 | close | 1562 | 0.26 | 111.238 | 110.845 | 111.255 | 4223.93 | 1591152.79 |
| 6249 | 2018.09.04 09:09 | buy | 1563 | 0.10 | 111.395 | 0.000 | 0.000 | ||
| 6250 | 2018.09.04 09:09 | modify | 1563 | 0.10 | 111.395 | 111.155 | 0.000 | ||
| 6251 | 2018.09.04 09:09 | modify | 1563 | 0.10 | 111.395 | 111.155 | 111.565 | ||
| 6252 | 2018.09.04 13:49 | s/l | 1563 | 0.10 | 111.159 | 111.155 | 111.565 | -2360.60 | 1588792.19 |
| 6253 | 2018.09.05 02:59 | buy | 1564 | 0.16 | 111.500 | 0.000 | 0.000 | ||
| 6254 | 2018.09.05 02:59 | modify | 1564 | 0.16 | 111.500 | 111.260 | 0.000 | ||
| 6255 | 2018.09.05 02:59 | modify | 1564 | 0.16 | 111.500 | 111.260 | 111.670 | ||
| 6256 | 2018.09.05 13:16 | t/p | 1564 | 0.16 | 111.682 | 111.260 | 111.670 | 2911.04 | 1591703.23 |
| 6257 | 2018.09.07 16:09 | buy | 1565 | 0.10 | 111.051 | 0.000 | 0.000 | ||
| 6258 | 2018.09.07 16:09 | modify | 1565 | 0.10 | 111.051 | 110.811 | 0.000 | ||
| 6259 | 2018.09.07 16:09 | modify | 1565 | 0.10 | 111.051 | 110.811 | 111.221 | ||
| 6260 | 2018.09.07 16:18 | s/l | 1565 | 0.10 | 110.806 | 110.811 | 111.221 | -2450.60 | 1589252.63 |
| 6261 | 2018.09.07 19:36 | buy | 1566 | 0.16 | 111.035 | 0.000 | 0.000 | ||
| 6262 | 2018.09.07 19:36 | modify | 1566 | 0.16 | 111.035 | 110.795 | 0.000 | ||
| 6263 | 2018.09.07 19:36 | modify | 1566 | 0.16 | 111.035 | 110.795 | 111.205 | ||
| 6264 | 2018.09.11 00:01 | close | 1566 | 0.16 | 111.158 | 110.795 | 111.205 | 2271.63 | 1591524.26 |
| 6265 | 2018.09.11 08:48 | buy | 1567 | 0.10 | 111.396 | 0.000 | 0.000 | ||
| 6266 | 2018.09.11 08:48 | modify | 1567 | 0.10 | 111.396 | 111.156 | 0.000 | ||
| 6267 | 2018.09.11 08:48 | modify | 1567 | 0.10 | 111.396 | 111.156 | 111.566 | ||
| 6268 | 2018.09.11 13:56 | close | 1567 | 0.10 | 111.499 | 111.156 | 111.566 | 1029.40 | 1592553.66 |
| 6269 | 2018.09.11 23:42 | buy | 1568 | 0.10 | 111.575 | 0.000 | 0.000 | ||
| 6270 | 2018.09.11 23:42 | modify | 1568 | 0.10 | 111.575 | 111.335 | 0.000 | ||
| 6271 | 2018.09.11 23:42 | modify | 1568 | 0.10 | 111.575 | 111.335 | 111.745 | ||
| 6272 | 2018.09.12 12:44 | s/l | 1568 | 0.10 | 111.321 | 111.335 | 111.745 | -2445.42 | 1590108.25 |
| 6273 | 2018.09.13 09:37 | buy | 1569 | 0.16 | 111.450 | 0.000 | 0.000 | ||
| 6274 | 2018.09.13 09:37 | modify | 1569 | 0.16 | 111.450 | 111.210 | 0.000 | ||
| 6275 | 2018.09.13 09:37 | modify | 1569 | 0.16 | 111.450 | 111.210 | 111.620 | ||
| 6276 | 2018.09.13 11:03 | close | 1569 | 0.16 | 111.601 | 111.210 | 111.620 | 2415.04 | 1592523.29 |
| 6277 | 2018.09.13 12:31 | buy | 1570 | 0.10 | 111.491 | 0.000 | 0.000 | ||
| 6278 | 2018.09.13 12:31 | modify | 1570 | 0.10 | 111.491 | 111.251 | 0.000 | ||
| 6279 | 2018.09.13 12:31 | modify | 1570 | 0.10 | 111.491 | 111.251 | 111.661 | ||
| 6280 | 2018.09.13 14:02 | t/p | 1570 | 0.10 | 111.656 | 111.251 | 111.661 | 1649.40 | 1594172.69 |
| 6281 | 2018.09.13 17:11 | buy | 1571 | 0.10 | 111.827 | 0.000 | 0.000 | ||
| 6282 | 2018.09.13 17:11 | modify | 1571 | 0.10 | 111.827 | 111.587 | 0.000 | ||
| 6283 | 2018.09.13 17:11 | modify | 1571 | 0.10 | 111.827 | 111.587 | 111.997 | ||
| 6284 | 2018.09.13 19:52 | t/p | 1571 | 0.10 | 111.993 | 111.587 | 111.997 | 1659.40 | 1595832.09 |
| 6285 | 2018.09.13 20:59 | buy | 1572 | 0.10 | 111.923 | 0.000 | 0.000 | ||
| 6286 | 2018.09.13 20:59 | modify | 1572 | 0.10 | 111.923 | 111.683 | 0.000 | ||
| 6287 | 2018.09.13 20:59 | modify | 1572 | 0.10 | 111.923 | 111.683 | 112.093 | ||
| 6288 | 2018.09.13 22:56 | close | 1572 | 0.10 | 112.016 | 111.683 | 112.093 | 929.40 | 1596761.49 |
| 6289 | 2018.09.14 01:33 | buy | 1573 | 0.10 | 111.960 | 0.000 | 0.000 | ||
| 6290 | 2018.09.14 01:33 | modify | 1573 | 0.10 | 111.960 | 111.720 | 0.000 | ||
| 6291 | 2018.09.14 01:33 | modify | 1573 | 0.10 | 111.960 | 111.720 | 112.130 | ||
| 6292 | 2018.09.14 11:40 | close | 1573 | 0.10 | 111.906 | 111.720 | 112.130 | -540.60 | 1596220.89 |
| 6293 | 2018.09.14 16:04 | buy | 1574 | 0.16 | 111.991 | 0.000 | 0.000 | ||
| 6294 | 2018.09.14 16:04 | modify | 1574 | 0.16 | 111.991 | 111.751 | 0.000 | ||
| 6295 | 2018.09.14 16:04 | modify | 1574 | 0.16 | 111.991 | 111.751 | 112.161 | ||
| 6296 | 2018.09.17 00:49 | close | 1574 | 0.16 | 112.083 | 111.751 | 112.161 | 1623.34 | 1597844.22 |
| 6297 | 2018.09.18 06:05 | buy | 1575 | 0.10 | 111.950 | 0.000 | 0.000 | ||
| 6298 | 2018.09.18 06:05 | modify | 1575 | 0.10 | 111.950 | 111.710 | 0.000 | ||
| 6299 | 2018.09.18 06:05 | modify | 1575 | 0.10 | 111.950 | 111.710 | 112.120 | ||
| 6300 | 2018.09.18 06:17 | t/p | 1575 | 0.10 | 112.128 | 111.710 | 112.120 | 1779.40 | 1599623.62 |