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 |
| 7051 | 2019.07.09 10:10 | modify | 1763 | 0.10 | 108.853 | 108.613 | 109.023 | ||
| 7052 | 2019.07.09 19:01 | close | 1763 | 0.10 | 108.893 | 108.613 | 109.023 | 399.40 | 1665346.20 |
| 7053 | 2019.07.09 20:56 | buy | 1764 | 0.10 | 108.850 | 0.000 | 0.000 | ||
| 7054 | 2019.07.09 20:56 | modify | 1764 | 0.10 | 108.850 | 108.610 | 0.000 | ||
| 7055 | 2019.07.09 20:56 | modify | 1764 | 0.10 | 108.850 | 108.610 | 109.020 | ||
| 7056 | 2019.07.10 00:01 | close | 1764 | 0.10 | 108.949 | 108.610 | 109.020 | 1084.58 | 1666430.79 |
| 7057 | 2019.07.11 22:11 | buy | 1765 | 0.10 | 108.472 | 0.000 | 0.000 | ||
| 7058 | 2019.07.11 22:11 | modify | 1765 | 0.10 | 108.472 | 108.232 | 0.000 | ||
| 7059 | 2019.07.11 22:11 | modify | 1765 | 0.10 | 108.472 | 108.232 | 108.642 | ||
| 7060 | 2019.07.11 23:47 | close | 1765 | 0.10 | 108.514 | 108.232 | 108.642 | 419.40 | 1666850.19 |
| 7061 | 2019.07.12 00:43 | buy | 1766 | 0.10 | 108.483 | 0.000 | 0.000 | ||
| 7062 | 2019.07.12 00:43 | modify | 1766 | 0.10 | 108.483 | 108.243 | 0.000 | ||
| 7063 | 2019.07.12 00:43 | modify | 1766 | 0.10 | 108.483 | 108.243 | 108.653 | ||
| 7064 | 2019.07.12 09:30 | close | 1766 | 0.10 | 108.450 | 108.243 | 108.653 | -330.60 | 1666519.59 |
| 7065 | 2019.07.16 08:36 | buy | 1767 | 0.16 | 108.014 | 0.000 | 0.000 | ||
| 7066 | 2019.07.16 08:36 | modify | 1767 | 0.16 | 108.014 | 107.774 | 0.000 | ||
| 7067 | 2019.07.16 08:36 | modify | 1767 | 0.16 | 108.014 | 107.774 | 108.184 | ||
| 7068 | 2019.07.16 12:30 | t/p | 1767 | 0.16 | 108.187 | 107.774 | 108.184 | 2767.04 | 1669286.63 |
| 7069 | 2019.07.16 19:56 | buy | 1768 | 0.10 | 108.279 | 0.000 | 0.000 | ||
| 7070 | 2019.07.16 19:56 | modify | 1768 | 0.10 | 108.279 | 108.039 | 0.000 | ||
| 7071 | 2019.07.16 19:56 | modify | 1768 | 0.10 | 108.279 | 108.039 | 108.449 | ||
| 7072 | 2019.07.17 18:01 | s/l | 1768 | 0.10 | 108.027 | 108.039 | 108.449 | -2425.42 | 1666861.21 |
| 7073 | 2019.07.19 07:14 | buy | 1769 | 0.16 | 107.604 | 0.000 | 0.000 | ||
| 7074 | 2019.07.19 07:14 | modify | 1769 | 0.16 | 107.604 | 107.364 | 0.000 | ||
| 7075 | 2019.07.19 07:14 | modify | 1769 | 0.16 | 107.604 | 107.364 | 107.774 | ||
| 7076 | 2019.07.19 12:29 | t/p | 1769 | 0.16 | 107.764 | 107.364 | 107.774 | 2559.04 | 1669420.25 |
| 7077 | 2019.07.22 06:57 | buy | 1770 | 0.10 | 107.928 | 0.000 | 0.000 | ||
| 7078 | 2019.07.22 06:57 | modify | 1770 | 0.10 | 107.928 | 107.688 | 0.000 | ||
| 7079 | 2019.07.22 06:57 | modify | 1770 | 0.10 | 107.928 | 107.688 | 108.098 | ||
| 7080 | 2019.07.22 11:43 | close | 1770 | 0.10 | 107.971 | 107.688 | 108.098 | 429.40 | 1669849.65 |
| 7081 | 2019.07.23 06:25 | buy | 1771 | 0.10 | 108.107 | 0.000 | 0.000 | ||
| 7082 | 2019.07.23 06:25 | modify | 1771 | 0.10 | 108.107 | 107.867 | 0.000 | ||
| 7083 | 2019.07.23 06:25 | modify | 1771 | 0.10 | 108.107 | 107.867 | 108.277 | ||
| 7084 | 2019.07.23 13:42 | close | 1771 | 0.10 | 108.257 | 107.867 | 108.277 | 1499.40 | 1671349.05 |
| 7085 | 2019.07.23 20:08 | buy | 1772 | 0.10 | 108.226 | 0.000 | 0.000 | ||
| 7086 | 2019.07.23 20:08 | modify | 1772 | 0.10 | 108.226 | 107.986 | 0.000 | ||
| 7087 | 2019.07.23 20:08 | modify | 1772 | 0.10 | 108.226 | 107.986 | 108.396 | ||
| 7088 | 2019.07.24 07:46 | s/l | 1772 | 0.10 | 107.994 | 107.986 | 108.396 | -2225.42 | 1669123.64 |
| 7089 | 2019.07.24 20:57 | buy | 1773 | 0.16 | 108.193 | 0.000 | 0.000 | ||
| 7090 | 2019.07.24 20:57 | modify | 1773 | 0.16 | 108.193 | 107.953 | 0.000 | ||
| 7091 | 2019.07.24 20:57 | modify | 1773 | 0.16 | 108.193 | 107.953 | 108.363 | ||
| 7092 | 2019.07.25 12:37 | close | 1773 | 0.16 | 108.192 | 107.953 | 108.363 | 439.93 | 1669563.56 |
| 7093 | 2019.07.25 20:09 | buy | 1774 | 0.26 | 108.673 | 0.000 | 0.000 | ||
| 7094 | 2019.07.25 20:09 | modify | 1774 | 0.26 | 108.673 | 108.433 | 0.000 | ||
| 7095 | 2019.07.25 20:09 | modify | 1774 | 0.26 | 108.673 | 108.433 | 108.843 | ||
| 7096 | 2019.07.26 00:05 | close | 1774 | 0.26 | 108.741 | 108.433 | 108.843 | 2013.93 | 1671577.49 |
| 7097 | 2019.07.26 02:10 | buy | 1775 | 0.10 | 108.620 | 0.000 | 0.000 | ||
| 7098 | 2019.07.26 02:10 | modify | 1775 | 0.10 | 108.620 | 108.380 | 0.000 | ||
| 7099 | 2019.07.26 02:10 | modify | 1775 | 0.10 | 108.620 | 108.380 | 108.790 | ||
| 7100 | 2019.07.26 12:30 | t/p | 1775 | 0.10 | 108.785 | 108.380 | 108.790 | 1649.40 | 1673226.89 |
| 7101 | 2019.07.29 17:49 | buy | 1776 | 0.10 | 108.797 | 0.000 | 0.000 | ||
| 7102 | 2019.07.29 17:49 | modify | 1776 | 0.10 | 108.797 | 108.557 | 0.000 | ||
| 7103 | 2019.07.29 17:49 | modify | 1776 | 0.10 | 108.797 | 108.557 | 108.967 | ||
| 7104 | 2019.07.29 23:13 | close | 1776 | 0.10 | 108.855 | 108.557 | 108.967 | 579.40 | 1673806.29 |
| 7105 | 2019.08.06 06:09 | buy | 1777 | 0.10 | 106.536 | 0.000 | 0.000 | ||
| 7106 | 2019.08.06 06:09 | modify | 1777 | 0.10 | 106.536 | 106.296 | 0.000 | ||
| 7107 | 2019.08.06 06:09 | modify | 1777 | 0.10 | 106.536 | 106.296 | 106.706 | ||
| 7108 | 2019.08.06 11:45 | close | 1777 | 0.10 | 106.607 | 106.296 | 106.706 | 709.40 | 1674515.69 |
| 7109 | 2019.08.07 22:06 | buy | 1778 | 0.10 | 106.178 | 0.000 | 0.000 | ||
| 7110 | 2019.08.07 22:06 | modify | 1778 | 0.10 | 106.178 | 105.938 | 0.000 | ||
| 7111 | 2019.08.07 22:06 | modify | 1778 | 0.10 | 106.178 | 105.938 | 106.348 | ||
| 7112 | 2019.08.08 11:11 | s/l | 1778 | 0.10 | 105.945 | 105.938 | 106.348 | -2045.05 | 1672470.64 |
| 7113 | 2019.08.13 04:59 | buy | 1779 | 0.16 | 105.423 | 0.000 | 0.000 | ||
| 7114 | 2019.08.13 04:59 | modify | 1779 | 0.16 | 105.423 | 105.183 | 0.000 | ||
| 7115 | 2019.08.13 04:59 | modify | 1779 | 0.16 | 105.423 | 105.183 | 105.593 | ||
| 7116 | 2019.08.13 07:48 | s/l | 1779 | 0.16 | 105.190 | 105.183 | 105.593 | -3728.96 | 1668741.68 |
| 7117 | 2019.08.13 17:18 | buy | 1780 | 0.26 | 106.448 | 0.000 | 0.000 | ||
| 7118 | 2019.08.13 17:18 | modify | 1780 | 0.26 | 106.448 | 106.208 | 0.000 | ||
| 7119 | 2019.08.13 17:18 | modify | 1780 | 0.26 | 106.448 | 106.208 | 106.618 | ||
| 7120 | 2019.08.13 17:56 | t/p | 1780 | 0.26 | 106.621 | 106.208 | 106.618 | 4496.45 | 1673238.13 |
| 7121 | 2019.08.13 22:11 | buy | 1781 | 0.10 | 106.676 | 0.000 | 0.000 | ||
| 7122 | 2019.08.13 22:11 | modify | 1781 | 0.10 | 106.676 | 106.436 | 0.000 | ||
| 7123 | 2019.08.13 22:11 | modify | 1781 | 0.10 | 106.676 | 106.436 | 106.846 | ||
| 7124 | 2019.08.14 00:19 | s/l | 1781 | 0.10 | 106.429 | 106.436 | 106.846 | -2375.42 | 1670862.72 |
| 7125 | 2019.08.14 00:20 | buy | 1782 | 0.16 | 106.453 | 0.000 | 0.000 | ||
| 7126 | 2019.08.14 00:20 | modify | 1782 | 0.16 | 106.453 | 106.213 | 0.000 | ||
| 7127 | 2019.08.14 00:20 | modify | 1782 | 0.16 | 106.453 | 106.213 | 106.623 | ||
| 7128 | 2019.08.14 04:49 | close | 1782 | 0.16 | 106.556 | 106.213 | 106.623 | 1647.04 | 1672509.76 |
| 7129 | 2019.08.15 08:58 | buy | 1783 | 0.10 | 106.098 | 0.000 | 0.000 | ||
| 7130 | 2019.08.15 08:58 | modify | 1783 | 0.10 | 106.098 | 105.858 | 0.000 | ||
| 7131 | 2019.08.15 08:58 | modify | 1783 | 0.10 | 106.098 | 105.858 | 106.268 | ||
| 7132 | 2019.08.15 09:08 | s/l | 1783 | 0.10 | 105.856 | 105.858 | 106.268 | -2420.60 | 1670089.16 |
| 7133 | 2019.08.16 11:34 | buy | 1784 | 0.16 | 106.317 | 0.000 | 0.000 | ||
| 7134 | 2019.08.16 11:34 | modify | 1784 | 0.16 | 106.317 | 106.077 | 0.000 | ||
| 7135 | 2019.08.16 11:34 | modify | 1784 | 0.16 | 106.317 | 106.077 | 106.487 | ||
| 7136 | 2019.08.19 08:09 | t/p | 1784 | 0.16 | 106.489 | 106.077 | 106.487 | 2903.34 | 1672992.49 |
| 7137 | 2019.08.19 12:21 | buy | 1785 | 0.10 | 106.556 | 0.000 | 0.000 | ||
| 7138 | 2019.08.19 12:21 | modify | 1785 | 0.10 | 106.556 | 106.316 | 0.000 | ||
| 7139 | 2019.08.19 12:21 | modify | 1785 | 0.10 | 106.556 | 106.316 | 106.726 | ||
| 7140 | 2019.08.19 19:48 | close | 1785 | 0.10 | 106.655 | 106.316 | 106.726 | 989.40 | 1673981.89 |
| 7141 | 2019.08.19 21:14 | buy | 1786 | 0.10 | 106.608 | 0.000 | 0.000 | ||
| 7142 | 2019.08.19 21:14 | modify | 1786 | 0.10 | 106.608 | 106.368 | 0.000 | ||
| 7143 | 2019.08.19 21:14 | modify | 1786 | 0.10 | 106.608 | 106.368 | 106.778 | ||
| 7144 | 2019.08.20 09:09 | s/l | 1786 | 0.10 | 106.370 | 106.368 | 106.778 | -2285.42 | 1671696.48 |
| 7145 | 2019.08.21 09:22 | buy | 1787 | 0.16 | 106.486 | 0.000 | 0.000 | ||
| 7146 | 2019.08.21 09:22 | modify | 1787 | 0.16 | 106.486 | 106.246 | 0.000 | ||
| 7147 | 2019.08.21 09:22 | modify | 1787 | 0.16 | 106.486 | 106.246 | 106.656 | ||
| 7148 | 2019.08.22 11:35 | close | 1787 | 0.16 | 106.510 | 106.246 | 106.656 | 839.93 | 1672536.40 |
| 7149 | 2019.08.23 02:21 | buy | 1788 | 0.10 | 106.510 | 0.000 | 0.000 | ||
| 7150 | 2019.08.23 02:21 | modify | 1788 | 0.10 | 106.510 | 106.270 | 0.000 | ||
| 7151 | 2019.08.23 02:21 | modify | 1788 | 0.10 | 106.510 | 106.270 | 106.680 | ||
| 7152 | 2019.08.23 05:45 | close | 1788 | 0.10 | 106.641 | 106.270 | 106.680 | 1309.40 | 1673845.80 |
| 7153 | 2019.08.23 07:06 | buy | 1789 | 0.10 | 106.585 | 0.000 | 0.000 | ||
| 7154 | 2019.08.23 07:06 | modify | 1789 | 0.10 | 106.585 | 106.345 | 0.000 | ||
| 7155 | 2019.08.23 07:06 | modify | 1789 | 0.10 | 106.585 | 106.345 | 106.755 | ||
| 7156 | 2019.08.23 12:00 | close | 1789 | 0.10 | 106.741 | 106.345 | 106.755 | 1559.40 | 1675405.20 |
| 7157 | 2019.08.28 05:58 | buy | 1790 | 0.10 | 105.828 | 0.000 | 0.000 | ||
| 7158 | 2019.08.28 05:58 | modify | 1790 | 0.10 | 105.828 | 105.588 | 0.000 | ||
| 7159 | 2019.08.28 05:58 | modify | 1790 | 0.10 | 105.828 | 105.588 | 105.998 | ||
| 7160 | 2019.08.28 13:59 | close | 1790 | 0.10 | 105.874 | 105.588 | 105.998 | 459.40 | 1675864.60 |
| 7161 | 2019.08.28 20:51 | buy | 1791 | 0.10 | 106.077 | 0.000 | 0.000 | ||
| 7162 | 2019.08.28 20:51 | modify | 1791 | 0.10 | 106.077 | 105.837 | 0.000 | ||
| 7163 | 2019.08.28 20:51 | modify | 1791 | 0.10 | 106.077 | 105.837 | 106.247 | ||
| 7164 | 2019.08.29 02:47 | s/l | 1791 | 0.10 | 105.841 | 105.837 | 106.247 | -2075.05 | 1673789.56 |
| 7165 | 2019.08.29 12:47 | buy | 1792 | 0.16 | 106.223 | 0.000 | 0.000 | ||
| 7166 | 2019.08.29 12:47 | modify | 1792 | 0.16 | 106.223 | 105.983 | 0.000 | ||
| 7167 | 2019.08.29 12:47 | modify | 1792 | 0.16 | 106.223 | 105.983 | 106.393 | ||
| 7168 | 2019.08.29 13:41 | t/p | 1792 | 0.16 | 106.386 | 105.983 | 106.393 | 2607.04 | 1676396.60 |
| 7169 | 2019.08.29 19:40 | buy | 1793 | 0.10 | 106.577 | 0.000 | 0.000 | ||
| 7170 | 2019.08.29 19:40 | modify | 1793 | 0.10 | 106.577 | 106.337 | 0.000 | ||
| 7171 | 2019.08.29 19:40 | modify | 1793 | 0.10 | 106.577 | 106.337 | 106.747 | ||
| 7172 | 2019.08.30 06:01 | s/l | 1793 | 0.10 | 106.327 | 106.337 | 106.747 | -2405.42 | 1673991.18 |
| 7173 | 2019.09.03 03:51 | buy | 1794 | 0.16 | 106.296 | 0.000 | 0.000 | ||
| 7174 | 2019.09.03 03:51 | modify | 1794 | 0.16 | 106.296 | 106.056 | 0.000 | ||
| 7175 | 2019.09.03 03:51 | modify | 1794 | 0.16 | 106.296 | 106.056 | 106.466 | ||
| 7176 | 2019.09.03 07:41 | s/l | 1794 | 0.16 | 106.051 | 106.056 | 106.466 | -3920.96 | 1670070.22 |
| 7177 | 2019.09.04 14:12 | buy | 1795 | 0.26 | 106.199 | 0.000 | 0.000 | ||
| 7178 | 2019.09.04 14:12 | modify | 1795 | 0.26 | 106.199 | 105.959 | 0.000 | ||
| 7179 | 2019.09.04 14:12 | modify | 1795 | 0.26 | 106.199 | 105.959 | 106.369 | ||
| 7180 | 2019.09.04 18:19 | t/p | 1795 | 0.26 | 106.366 | 105.959 | 106.369 | 4340.45 | 1674410.67 |
| 7181 | 2019.09.04 20:07 | buy | 1796 | 0.10 | 106.327 | 0.000 | 0.000 | ||
| 7182 | 2019.09.04 20:07 | modify | 1796 | 0.10 | 106.327 | 106.087 | 0.000 | ||
| 7183 | 2019.09.04 20:07 | modify | 1796 | 0.10 | 106.327 | 106.087 | 106.497 | ||
| 7184 | 2019.09.05 01:26 | t/p | 1796 | 0.10 | 106.493 | 106.087 | 106.497 | 1944.95 | 1676355.62 |
| 7185 | 2019.09.05 04:14 | buy | 1797 | 0.10 | 106.598 | 0.000 | 0.000 | ||
| 7186 | 2019.09.05 04:14 | modify | 1797 | 0.10 | 106.598 | 106.358 | 0.000 | ||
| 7187 | 2019.09.05 04:14 | modify | 1797 | 0.10 | 106.598 | 106.358 | 106.768 | ||
| 7188 | 2019.09.05 11:22 | close | 1797 | 0.10 | 106.692 | 106.358 | 106.768 | 939.40 | 1677295.02 |
| 7189 | 2019.09.05 16:22 | buy | 1798 | 0.10 | 106.942 | 0.000 | 0.000 | ||
| 7190 | 2019.09.05 16:22 | modify | 1798 | 0.10 | 106.942 | 106.702 | 0.000 | ||
| 7191 | 2019.09.05 16:22 | modify | 1798 | 0.10 | 106.942 | 106.702 | 107.112 | ||
| 7192 | 2019.09.05 23:50 | close | 1798 | 0.10 | 107.077 | 106.702 | 107.112 | 1349.40 | 1678644.42 |
| 7193 | 2019.09.06 00:15 | buy | 1799 | 0.10 | 106.965 | 0.000 | 0.000 | ||
| 7194 | 2019.09.06 00:15 | modify | 1799 | 0.10 | 106.965 | 106.725 | 0.000 | ||
| 7195 | 2019.09.06 00:15 | modify | 1799 | 0.10 | 106.965 | 106.725 | 107.135 | ||
| 7196 | 2019.09.06 12:30 | s/l | 1799 | 0.10 | 106.727 | 106.725 | 107.135 | -2380.60 | 1676263.82 |
| 7197 | 2019.09.09 10:59 | buy | 1800 | 0.16 | 106.988 | 0.000 | 0.000 | ||
| 7198 | 2019.09.09 10:59 | modify | 1800 | 0.16 | 106.988 | 106.748 | 0.000 | ||
| 7199 | 2019.09.09 10:59 | modify | 1800 | 0.16 | 106.988 | 106.748 | 107.158 | ||
| 7200 | 2019.09.09 14:50 | close | 1800 | 0.16 | 107.139 | 106.748 | 107.158 | 2415.04 | 1678678.86 |