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 |
| 6901 | 2019.05.17 02:39 | buy | 1726 | 0.10 | 109.897 | 0.000 | 0.000 | ||
| 6902 | 2019.05.17 02:39 | modify | 1726 | 0.10 | 109.897 | 109.657 | 0.000 | ||
| 6903 | 2019.05.17 02:39 | modify | 1726 | 0.10 | 109.897 | 109.657 | 110.067 | ||
| 6904 | 2019.05.17 05:24 | s/l | 1726 | 0.10 | 109.650 | 109.657 | 110.067 | -2470.60 | 1654130.34 |
| 6905 | 2019.05.17 19:05 | buy | 1727 | 0.16 | 109.977 | 0.000 | 0.000 | ||
| 6906 | 2019.05.17 19:05 | modify | 1727 | 0.16 | 109.977 | 109.737 | 0.000 | ||
| 6907 | 2019.05.17 19:05 | modify | 1727 | 0.16 | 109.977 | 109.737 | 110.147 | ||
| 6908 | 2019.05.19 21:01 | t/p | 1727 | 0.16 | 110.149 | 109.737 | 110.147 | 2751.04 | 1656881.38 |
| 6909 | 2019.05.20 05:21 | buy | 1728 | 0.10 | 110.187 | 0.000 | 0.000 | ||
| 6910 | 2019.05.20 05:21 | modify | 1728 | 0.10 | 110.187 | 109.947 | 0.000 | ||
| 6911 | 2019.05.20 05:21 | modify | 1728 | 0.10 | 110.187 | 109.947 | 110.357 | ||
| 6912 | 2019.05.20 10:14 | s/l | 1728 | 0.10 | 109.946 | 109.947 | 110.357 | -2410.60 | 1654470.78 |
| 6913 | 2019.05.20 22:50 | buy | 1729 | 0.16 | 110.041 | 0.000 | 0.000 | ||
| 6914 | 2019.05.20 22:50 | modify | 1729 | 0.16 | 110.041 | 109.801 | 0.000 | ||
| 6915 | 2019.05.20 22:50 | modify | 1729 | 0.16 | 110.041 | 109.801 | 110.211 | ||
| 6916 | 2019.05.21 00:36 | close | 1729 | 0.16 | 110.150 | 109.801 | 110.211 | 1895.34 | 1656366.12 |
| 6917 | 2019.05.21 04:30 | buy | 1730 | 0.10 | 110.174 | 0.000 | 0.000 | ||
| 6918 | 2019.05.21 04:30 | modify | 1730 | 0.10 | 110.174 | 109.934 | 0.000 | ||
| 6919 | 2019.05.21 04:30 | modify | 1730 | 0.10 | 110.174 | 109.934 | 110.344 | ||
| 6920 | 2019.05.21 10:48 | close | 1730 | 0.10 | 110.259 | 109.934 | 110.344 | 849.40 | 1657215.52 |
| 6921 | 2019.05.21 18:47 | buy | 1731 | 0.10 | 110.627 | 0.000 | 0.000 | ||
| 6922 | 2019.05.21 18:47 | modify | 1731 | 0.10 | 110.627 | 110.387 | 0.000 | ||
| 6923 | 2019.05.21 18:47 | modify | 1731 | 0.10 | 110.627 | 110.387 | 110.797 | ||
| 6924 | 2019.05.22 04:35 | s/l | 1731 | 0.10 | 110.385 | 110.387 | 110.797 | -2325.42 | 1654890.10 |
| 6925 | 2019.05.30 08:56 | buy | 1732 | 0.16 | 109.681 | 0.000 | 0.000 | ||
| 6926 | 2019.05.30 08:56 | modify | 1732 | 0.16 | 109.681 | 109.441 | 0.000 | ||
| 6927 | 2019.05.30 08:56 | modify | 1732 | 0.16 | 109.681 | 109.441 | 109.851 | ||
| 6928 | 2019.05.30 13:48 | t/p | 1732 | 0.16 | 109.856 | 109.441 | 109.851 | 2799.04 | 1657689.14 |
| 6929 | 2019.06.04 13:59 | buy | 1733 | 0.10 | 108.102 | 0.000 | 0.000 | ||
| 6930 | 2019.06.04 13:59 | modify | 1733 | 0.10 | 108.102 | 107.862 | 0.000 | ||
| 6931 | 2019.06.04 13:59 | modify | 1733 | 0.10 | 108.102 | 107.862 | 108.272 | ||
| 6932 | 2019.06.04 14:32 | t/p | 1733 | 0.10 | 108.266 | 107.862 | 108.272 | 1639.40 | 1659328.54 |
| 6933 | 2019.06.04 16:18 | buy | 1734 | 0.10 | 108.219 | 0.000 | 0.000 | ||
| 6934 | 2019.06.04 16:18 | modify | 1734 | 0.10 | 108.219 | 107.979 | 0.000 | ||
| 6935 | 2019.06.04 16:18 | modify | 1734 | 0.10 | 108.219 | 107.979 | 108.389 | ||
| 6936 | 2019.06.04 22:27 | close | 1734 | 0.10 | 108.228 | 107.979 | 108.389 | 89.40 | 1659417.94 |
| 6937 | 2019.06.05 19:36 | buy | 1735 | 0.10 | 108.310 | 0.000 | 0.000 | ||
| 6938 | 2019.06.05 19:36 | modify | 1735 | 0.10 | 108.310 | 108.070 | 0.000 | ||
| 6939 | 2019.06.05 19:36 | modify | 1735 | 0.10 | 108.310 | 108.070 | 108.480 | ||
| 6940 | 2019.06.06 06:06 | s/l | 1735 | 0.10 | 108.062 | 108.070 | 108.480 | -2195.05 | 1657222.90 |
| 6941 | 2019.06.07 04:13 | buy | 1736 | 0.16 | 108.453 | 0.000 | 0.000 | ||
| 6942 | 2019.06.07 04:13 | modify | 1736 | 0.16 | 108.453 | 108.213 | 0.000 | ||
| 6943 | 2019.06.07 04:13 | modify | 1736 | 0.16 | 108.453 | 108.213 | 108.623 | ||
| 6944 | 2019.06.07 09:48 | close | 1736 | 0.16 | 108.545 | 108.213 | 108.623 | 1471.04 | 1658693.94 |
| 6945 | 2019.06.07 11:12 | buy | 1737 | 0.10 | 108.524 | 0.000 | 0.000 | ||
| 6946 | 2019.06.07 11:12 | modify | 1737 | 0.10 | 108.524 | 108.284 | 0.000 | ||
| 6947 | 2019.06.07 11:12 | modify | 1737 | 0.10 | 108.524 | 108.284 | 108.694 | ||
| 6948 | 2019.06.07 12:30 | s/l | 1737 | 0.10 | 108.266 | 108.284 | 108.694 | -2580.60 | 1656113.34 |
| 6949 | 2019.06.09 23:56 | buy | 1738 | 0.16 | 108.414 | 0.000 | 0.000 | ||
| 6950 | 2019.06.09 23:56 | modify | 1738 | 0.16 | 108.414 | 108.174 | 0.000 | ||
| 6951 | 2019.06.09 23:56 | modify | 1738 | 0.16 | 108.414 | 108.174 | 108.584 | ||
| 6952 | 2019.06.10 04:16 | t/p | 1738 | 0.16 | 108.591 | 108.174 | 108.584 | 2983.34 | 1659096.67 |
| 6953 | 2019.06.10 08:37 | buy | 1739 | 0.10 | 108.611 | 0.000 | 0.000 | ||
| 6954 | 2019.06.10 08:37 | modify | 1739 | 0.10 | 108.611 | 108.371 | 0.000 | ||
| 6955 | 2019.06.10 08:37 | modify | 1739 | 0.10 | 108.611 | 108.371 | 108.781 | ||
| 6956 | 2019.06.10 18:04 | s/l | 1739 | 0.10 | 108.354 | 108.371 | 108.781 | -2570.60 | 1656526.07 |
| 6957 | 2019.06.11 05:40 | buy | 1740 | 0.16 | 108.590 | 0.000 | 0.000 | ||
| 6958 | 2019.06.11 05:40 | modify | 1740 | 0.16 | 108.590 | 108.350 | 0.000 | ||
| 6959 | 2019.06.11 05:40 | modify | 1740 | 0.16 | 108.590 | 108.350 | 108.760 | ||
| 6960 | 2019.06.11 12:02 | t/p | 1740 | 0.16 | 108.753 | 108.350 | 108.760 | 2607.04 | 1659133.11 |
| 6961 | 2019.06.11 12:56 | buy | 1741 | 0.10 | 108.690 | 0.000 | 0.000 | ||
| 6962 | 2019.06.11 12:56 | modify | 1741 | 0.10 | 108.690 | 108.450 | 0.000 | ||
| 6963 | 2019.06.11 12:56 | modify | 1741 | 0.10 | 108.690 | 108.450 | 108.860 | ||
| 6964 | 2019.06.11 16:59 | s/l | 1741 | 0.10 | 108.449 | 108.450 | 108.860 | -2410.60 | 1656722.51 |
| 6965 | 2019.06.13 11:58 | buy | 1742 | 0.16 | 108.429 | 0.000 | 0.000 | ||
| 6966 | 2019.06.13 11:58 | modify | 1742 | 0.16 | 108.429 | 108.189 | 0.000 | ||
| 6967 | 2019.06.13 11:58 | modify | 1742 | 0.16 | 108.429 | 108.189 | 108.599 | ||
| 6968 | 2019.06.14 07:01 | s/l | 1742 | 0.16 | 108.192 | 108.189 | 108.599 | -3640.66 | 1653081.85 |
| 6969 | 2019.06.16 21:04 | buy | 1743 | 0.26 | 108.509 | 0.000 | 0.000 | ||
| 6970 | 2019.06.16 21:04 | modify | 1743 | 0.26 | 108.509 | 108.269 | 0.000 | ||
| 6971 | 2019.06.16 21:04 | modify | 1743 | 0.26 | 108.509 | 108.269 | 108.679 | ||
| 6972 | 2019.06.17 00:42 | close | 1743 | 0.26 | 108.614 | 108.269 | 108.679 | 2975.93 | 1656057.78 |
| 6973 | 2019.06.17 02:21 | buy | 1744 | 0.10 | 108.573 | 0.000 | 0.000 | ||
| 6974 | 2019.06.17 02:21 | modify | 1744 | 0.10 | 108.573 | 108.333 | 0.000 | ||
| 6975 | 2019.06.17 02:21 | modify | 1744 | 0.10 | 108.573 | 108.333 | 108.743 | ||
| 6976 | 2019.06.17 10:42 | close | 1744 | 0.10 | 108.674 | 108.333 | 108.743 | 1009.40 | 1657067.18 |
| 6977 | 2019.06.17 12:17 | buy | 1745 | 0.10 | 108.643 | 0.000 | 0.000 | ||
| 6978 | 2019.06.17 12:17 | modify | 1745 | 0.10 | 108.643 | 108.403 | 0.000 | ||
| 6979 | 2019.06.17 12:17 | modify | 1745 | 0.10 | 108.643 | 108.403 | 108.813 | ||
| 6980 | 2019.06.18 01:38 | s/l | 1745 | 0.10 | 108.411 | 108.403 | 108.813 | -2225.42 | 1654841.76 |
| 6981 | 2019.06.18 15:14 | buy | 1746 | 0.16 | 108.423 | 0.000 | 0.000 | ||
| 6982 | 2019.06.18 15:14 | modify | 1746 | 0.16 | 108.423 | 108.183 | 0.000 | ||
| 6983 | 2019.06.18 15:14 | modify | 1746 | 0.16 | 108.423 | 108.183 | 108.593 | ||
| 6984 | 2019.06.18 22:46 | close | 1746 | 0.16 | 108.531 | 108.183 | 108.593 | 1727.04 | 1656568.80 |
| 6985 | 2019.06.19 02:06 | buy | 1747 | 0.10 | 108.506 | 0.000 | 0.000 | ||
| 6986 | 2019.06.19 02:06 | modify | 1747 | 0.10 | 108.506 | 108.266 | 0.000 | ||
| 6987 | 2019.06.19 02:06 | modify | 1747 | 0.10 | 108.506 | 108.266 | 108.676 | ||
| 6988 | 2019.06.19 06:33 | s/l | 1747 | 0.10 | 108.266 | 108.266 | 108.676 | -2400.60 | 1654168.20 |
| 6989 | 2019.06.26 06:03 | buy | 1748 | 0.16 | 107.406 | 0.000 | 0.000 | ||
| 6990 | 2019.06.26 06:03 | modify | 1748 | 0.16 | 107.406 | 107.166 | 0.000 | ||
| 6991 | 2019.06.26 06:03 | modify | 1748 | 0.16 | 107.406 | 107.166 | 107.576 | ||
| 6992 | 2019.06.26 09:06 | t/p | 1748 | 0.16 | 107.585 | 107.166 | 107.576 | 2863.04 | 1657031.24 |
| 6993 | 2019.06.26 12:35 | buy | 1749 | 0.10 | 107.654 | 0.000 | 0.000 | ||
| 6994 | 2019.06.26 12:35 | modify | 1749 | 0.10 | 107.654 | 107.414 | 0.000 | ||
| 6995 | 2019.06.26 12:35 | modify | 1749 | 0.10 | 107.654 | 107.414 | 107.824 | ||
| 6996 | 2019.06.26 18:03 | close | 1749 | 0.10 | 107.782 | 107.414 | 107.824 | 1279.40 | 1658310.64 |
| 6997 | 2019.06.26 20:46 | buy | 1750 | 0.10 | 107.776 | 0.000 | 0.000 | ||
| 6998 | 2019.06.26 20:46 | modify | 1750 | 0.10 | 107.776 | 107.536 | 0.000 | ||
| 6999 | 2019.06.26 20:46 | modify | 1750 | 0.10 | 107.776 | 107.536 | 107.946 | ||
| 7000 | 2019.06.27 02:07 | close | 1750 | 0.10 | 107.868 | 107.536 | 107.946 | 1204.95 | 1659515.59 |
| 7001 | 2019.06.27 06:07 | buy | 1751 | 0.10 | 108.020 | 0.000 | 0.000 | ||
| 7002 | 2019.06.27 06:07 | modify | 1751 | 0.10 | 108.020 | 107.780 | 0.000 | ||
| 7003 | 2019.06.27 06:07 | modify | 1751 | 0.10 | 108.020 | 107.780 | 108.190 | ||
| 7004 | 2019.06.27 10:04 | s/l | 1751 | 0.10 | 107.777 | 107.780 | 108.190 | -2430.60 | 1657084.99 |
| 7005 | 2019.06.28 18:47 | buy | 1752 | 0.16 | 107.815 | 0.000 | 0.000 | ||
| 7006 | 2019.06.28 18:47 | modify | 1752 | 0.16 | 107.815 | 107.575 | 0.000 | ||
| 7007 | 2019.06.28 18:47 | modify | 1752 | 0.16 | 107.815 | 107.575 | 107.985 | ||
| 7008 | 2019.06.28 20:55 | close | 1752 | 0.16 | 107.929 | 107.575 | 107.985 | 1823.04 | 1658908.03 |
| 7009 | 2019.07.01 00:11 | buy | 1753 | 0.10 | 108.288 | 0.000 | 0.000 | ||
| 7010 | 2019.07.01 00:11 | modify | 1753 | 0.10 | 108.288 | 108.048 | 0.000 | ||
| 7011 | 2019.07.01 00:11 | modify | 1753 | 0.10 | 108.288 | 108.048 | 108.458 | ||
| 7012 | 2019.07.01 06:17 | close | 1753 | 0.10 | 108.374 | 108.048 | 108.458 | 859.40 | 1659767.43 |
| 7013 | 2019.07.01 08:02 | buy | 1754 | 0.10 | 108.324 | 0.000 | 0.000 | ||
| 7014 | 2019.07.01 08:02 | modify | 1754 | 0.10 | 108.324 | 108.084 | 0.000 | ||
| 7015 | 2019.07.01 08:02 | modify | 1754 | 0.10 | 108.324 | 108.084 | 108.494 | ||
| 7016 | 2019.07.02 14:46 | s/l | 1754 | 0.10 | 108.092 | 108.084 | 108.494 | -2225.42 | 1657542.02 |
| 7017 | 2019.07.03 20:39 | buy | 1755 | 0.16 | 107.838 | 0.000 | 0.000 | ||
| 7018 | 2019.07.03 20:39 | modify | 1755 | 0.16 | 107.838 | 107.598 | 0.000 | ||
| 7019 | 2019.07.03 20:39 | modify | 1755 | 0.16 | 107.838 | 107.598 | 108.008 | ||
| 7020 | 2019.07.04 04:42 | close | 1755 | 0.16 | 107.828 | 107.598 | 108.008 | 295.93 | 1657837.94 |
| 7021 | 2019.07.05 01:56 | buy | 1756 | 0.26 | 107.847 | 0.000 | 0.000 | ||
| 7022 | 2019.07.05 01:56 | modify | 1756 | 0.26 | 107.847 | 107.607 | 0.000 | ||
| 7023 | 2019.07.05 01:56 | modify | 1756 | 0.26 | 107.847 | 107.607 | 108.017 | ||
| 7024 | 2019.07.05 06:13 | close | 1756 | 0.26 | 107.928 | 107.607 | 108.017 | 2104.45 | 1659942.39 |
| 7025 | 2019.07.05 14:58 | buy | 1757 | 0.10 | 108.442 | 0.000 | 0.000 | ||
| 7026 | 2019.07.05 14:58 | modify | 1757 | 0.10 | 108.442 | 108.202 | 0.000 | ||
| 7027 | 2019.07.05 14:58 | modify | 1757 | 0.10 | 108.442 | 108.202 | 108.612 | ||
| 7028 | 2019.07.05 18:38 | t/p | 1757 | 0.10 | 108.607 | 108.202 | 108.612 | 1649.40 | 1661591.79 |
| 7029 | 2019.07.05 19:21 | buy | 1758 | 0.10 | 108.538 | 0.000 | 0.000 | ||
| 7030 | 2019.07.05 19:21 | modify | 1758 | 0.10 | 108.538 | 108.298 | 0.000 | ||
| 7031 | 2019.07.05 19:21 | modify | 1758 | 0.10 | 108.538 | 108.298 | 108.708 | ||
| 7032 | 2019.07.07 22:21 | close | 1758 | 0.10 | 108.562 | 108.298 | 108.708 | 239.40 | 1661831.19 |
| 7033 | 2019.07.07 23:55 | buy | 1759 | 0.10 | 108.481 | 0.000 | 0.000 | ||
| 7034 | 2019.07.07 23:55 | modify | 1759 | 0.10 | 108.481 | 108.241 | 0.000 | ||
| 7035 | 2019.07.07 23:55 | modify | 1759 | 0.10 | 108.481 | 108.241 | 108.651 | ||
| 7036 | 2019.07.08 09:23 | close | 1759 | 0.10 | 108.430 | 108.241 | 108.651 | -415.42 | 1661415.78 |
| 7037 | 2019.07.08 17:48 | buy | 1760 | 0.16 | 108.658 | 0.000 | 0.000 | ||
| 7038 | 2019.07.08 17:48 | modify | 1760 | 0.16 | 108.658 | 108.418 | 0.000 | ||
| 7039 | 2019.07.08 17:48 | modify | 1760 | 0.16 | 108.658 | 108.418 | 108.828 | ||
| 7040 | 2019.07.08 19:06 | close | 1760 | 0.16 | 108.756 | 108.418 | 108.828 | 1567.04 | 1662982.82 |
| 7041 | 2019.07.08 20:46 | buy | 1761 | 0.10 | 108.733 | 0.000 | 0.000 | ||
| 7042 | 2019.07.08 20:46 | modify | 1761 | 0.10 | 108.733 | 108.493 | 0.000 | ||
| 7043 | 2019.07.08 20:46 | modify | 1761 | 0.10 | 108.733 | 108.493 | 108.903 | ||
| 7044 | 2019.07.09 00:40 | close | 1761 | 0.10 | 108.852 | 108.493 | 108.903 | 1284.58 | 1664267.40 |
| 7045 | 2019.07.09 03:23 | buy | 1762 | 0.10 | 108.796 | 0.000 | 0.000 | ||
| 7046 | 2019.07.09 03:23 | modify | 1762 | 0.10 | 108.796 | 108.556 | 0.000 | ||
| 7047 | 2019.07.09 03:23 | modify | 1762 | 0.10 | 108.796 | 108.556 | 108.966 | ||
| 7048 | 2019.07.09 07:17 | close | 1762 | 0.10 | 108.864 | 108.556 | 108.966 | 679.40 | 1664946.80 |
| 7049 | 2019.07.09 10:10 | buy | 1763 | 0.10 | 108.853 | 0.000 | 0.000 | ||
| 7050 | 2019.07.09 10:10 | modify | 1763 | 0.10 | 108.853 | 108.613 | 0.000 | ||