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 |
| 7201 | 2019.09.09 16:34 | buy | 1801 | 0.10 | 107.057 | 0.000 | 0.000 | ||
| 7202 | 2019.09.09 16:34 | modify | 1801 | 0.10 | 107.057 | 106.817 | 0.000 | ||
| 7203 | 2019.09.09 16:34 | modify | 1801 | 0.10 | 107.057 | 106.817 | 107.227 | ||
| 7204 | 2019.09.09 19:20 | close | 1801 | 0.10 | 107.203 | 106.817 | 107.227 | 1459.40 | 1680138.26 |
| 7205 | 2019.09.09 22:16 | buy | 1802 | 0.10 | 107.192 | 0.000 | 0.000 | ||
| 7206 | 2019.09.09 22:16 | modify | 1802 | 0.10 | 107.192 | 106.952 | 0.000 | ||
| 7207 | 2019.09.09 22:16 | modify | 1802 | 0.10 | 107.192 | 106.952 | 107.362 | ||
| 7208 | 2019.09.09 23:57 | t/p | 1802 | 0.10 | 107.365 | 106.952 | 107.362 | 1729.40 | 1681867.66 |
| 7209 | 2019.09.10 05:16 | buy | 1803 | 0.10 | 107.388 | 0.000 | 0.000 | ||
| 7210 | 2019.09.10 05:16 | modify | 1803 | 0.10 | 107.388 | 107.148 | 0.000 | ||
| 7211 | 2019.09.10 05:16 | modify | 1803 | 0.10 | 107.388 | 107.148 | 107.558 | ||
| 7212 | 2019.09.10 11:09 | close | 1803 | 0.10 | 107.467 | 107.148 | 107.558 | 789.40 | 1682657.06 |
| 7213 | 2019.09.11 06:54 | buy | 1804 | 0.10 | 107.758 | 0.000 | 0.000 | ||
| 7214 | 2019.09.11 06:54 | modify | 1804 | 0.10 | 107.758 | 107.518 | 0.000 | ||
| 7215 | 2019.09.11 06:54 | modify | 1804 | 0.10 | 107.758 | 107.518 | 107.928 | ||
| 7216 | 2019.09.11 12:50 | close | 1804 | 0.10 | 107.805 | 107.518 | 107.928 | 469.40 | 1683126.46 |
| 7217 | 2019.09.11 21:05 | buy | 1805 | 0.10 | 107.793 | 0.000 | 0.000 | ||
| 7218 | 2019.09.11 21:05 | modify | 1805 | 0.10 | 107.793 | 107.553 | 0.000 | ||
| 7219 | 2019.09.11 21:05 | modify | 1805 | 0.10 | 107.793 | 107.553 | 107.963 | ||
| 7220 | 2019.09.11 23:25 | close | 1805 | 0.10 | 107.895 | 107.553 | 107.963 | 1019.40 | 1684145.86 |
| 7221 | 2019.09.13 00:06 | buy | 1806 | 0.10 | 108.148 | 0.000 | 0.000 | ||
| 7222 | 2019.09.13 00:06 | modify | 1806 | 0.10 | 108.148 | 107.908 | 0.000 | ||
| 7223 | 2019.09.13 00:06 | modify | 1806 | 0.10 | 108.148 | 107.908 | 108.318 | ||
| 7224 | 2019.09.13 07:07 | s/l | 1806 | 0.10 | 107.904 | 107.908 | 108.318 | -2440.60 | 1681705.26 |
| 7225 | 2019.09.16 19:22 | buy | 1807 | 0.16 | 107.971 | 0.000 | 0.000 | ||
| 7226 | 2019.09.16 19:22 | modify | 1807 | 0.16 | 107.971 | 107.731 | 0.000 | ||
| 7227 | 2019.09.16 19:22 | modify | 1807 | 0.16 | 107.971 | 107.731 | 108.141 | ||
| 7228 | 2019.09.16 20:16 | t/p | 1807 | 0.16 | 108.139 | 107.731 | 108.141 | 2687.04 | 1684392.30 |
| 7229 | 2019.09.17 00:03 | buy | 1808 | 0.10 | 108.064 | 0.000 | 0.000 | ||
| 7230 | 2019.09.17 00:03 | modify | 1808 | 0.10 | 108.064 | 107.824 | 0.000 | ||
| 7231 | 2019.09.17 00:03 | modify | 1808 | 0.10 | 108.064 | 107.824 | 108.234 | ||
| 7232 | 2019.09.17 01:09 | t/p | 1808 | 0.10 | 108.240 | 107.824 | 108.234 | 1759.40 | 1686151.70 |
| 7233 | 2019.09.17 05:35 | buy | 1809 | 0.10 | 108.153 | 0.000 | 0.000 | ||
| 7234 | 2019.09.17 05:35 | modify | 1809 | 0.10 | 108.153 | 107.913 | 0.000 | ||
| 7235 | 2019.09.17 05:35 | modify | 1809 | 0.10 | 108.153 | 107.913 | 108.323 | ||
| 7236 | 2019.09.17 13:35 | close | 1809 | 0.10 | 108.302 | 107.913 | 108.323 | 1489.40 | 1687641.10 |
| 7237 | 2019.09.18 21:51 | buy | 1810 | 0.10 | 108.412 | 0.000 | 0.000 | ||
| 7238 | 2019.09.18 21:51 | modify | 1810 | 0.10 | 108.412 | 108.172 | 0.000 | ||
| 7239 | 2019.09.18 21:51 | modify | 1810 | 0.10 | 108.412 | 108.172 | 108.582 | ||
| 7240 | 2019.09.19 01:22 | s/l | 1810 | 0.10 | 108.163 | 108.172 | 108.582 | -2205.05 | 1685436.06 |
| 7241 | 2019.09.25 19:52 | buy | 1811 | 0.16 | 107.751 | 0.000 | 0.000 | ||
| 7242 | 2019.09.25 19:52 | modify | 1811 | 0.16 | 107.751 | 107.511 | 0.000 | ||
| 7243 | 2019.09.25 19:52 | modify | 1811 | 0.16 | 107.751 | 107.511 | 107.921 | ||
| 7244 | 2019.09.26 13:10 | s/l | 1811 | 0.16 | 107.518 | 107.511 | 107.921 | -3272.07 | 1682163.98 |
| 7245 | 2019.09.26 23:30 | buy | 1812 | 0.26 | 107.803 | 0.000 | 0.000 | ||
| 7246 | 2019.09.26 23:30 | modify | 1812 | 0.26 | 107.803 | 107.563 | 0.000 | ||
| 7247 | 2019.09.26 23:30 | modify | 1812 | 0.26 | 107.803 | 107.563 | 107.973 | ||
| 7248 | 2019.09.27 06:52 | close | 1812 | 0.26 | 107.817 | 107.563 | 107.973 | 609.93 | 1682773.91 |
| 7249 | 2019.09.30 18:31 | buy | 1813 | 0.10 | 108.097 | 0.000 | 0.000 | ||
| 7250 | 2019.09.30 18:31 | modify | 1813 | 0.10 | 108.097 | 107.857 | 0.000 | ||
| 7251 | 2019.09.30 18:31 | modify | 1813 | 0.10 | 108.097 | 107.857 | 108.267 | ||
| 7252 | 2019.10.01 00:52 | close | 1813 | 0.10 | 108.121 | 107.857 | 108.267 | 334.58 | 1683108.50 |
| 7253 | 2019.10.01 05:04 | buy | 1814 | 0.10 | 108.213 | 0.000 | 0.000 | ||
| 7254 | 2019.10.01 05:04 | modify | 1814 | 0.10 | 108.213 | 107.973 | 0.000 | ||
| 7255 | 2019.10.01 05:04 | modify | 1814 | 0.10 | 108.213 | 107.973 | 108.383 | ||
| 7256 | 2019.10.01 07:29 | close | 1814 | 0.10 | 108.342 | 107.973 | 108.383 | 1289.40 | 1684397.90 |
| 7257 | 2019.10.01 10:23 | buy | 1815 | 0.10 | 108.331 | 0.000 | 0.000 | ||
| 7258 | 2019.10.01 10:23 | modify | 1815 | 0.10 | 108.331 | 108.091 | 0.000 | ||
| 7259 | 2019.10.01 10:23 | modify | 1815 | 0.10 | 108.331 | 108.091 | 108.501 | ||
| 7260 | 2019.10.01 14:01 | s/l | 1815 | 0.10 | 108.098 | 108.091 | 108.501 | -2330.60 | 1682067.30 |
| 7261 | 2019.10.04 14:42 | buy | 1816 | 0.16 | 106.888 | 0.000 | 0.000 | ||
| 7262 | 2019.10.04 14:42 | modify | 1816 | 0.16 | 106.888 | 106.648 | 0.000 | ||
| 7263 | 2019.10.04 14:42 | modify | 1816 | 0.16 | 106.888 | 106.648 | 107.058 | ||
| 7264 | 2019.10.07 06:16 | close | 1816 | 0.16 | 106.890 | 106.648 | 107.058 | 183.34 | 1682250.63 |
| 7265 | 2019.10.08 01:17 | buy | 1817 | 0.10 | 107.286 | 0.000 | 0.000 | ||
| 7266 | 2019.10.08 01:17 | modify | 1817 | 0.10 | 107.286 | 107.046 | 0.000 | ||
| 7267 | 2019.10.08 01:17 | modify | 1817 | 0.10 | 107.286 | 107.046 | 107.456 | ||
| 7268 | 2019.10.08 05:15 | close | 1817 | 0.10 | 107.445 | 107.046 | 107.456 | 1589.40 | 1683840.03 |
| 7269 | 2019.10.08 06:46 | buy | 1818 | 0.10 | 107.357 | 0.000 | 0.000 | ||
| 7270 | 2019.10.08 06:46 | modify | 1818 | 0.10 | 107.357 | 107.117 | 0.000 | ||
| 7271 | 2019.10.08 06:46 | modify | 1818 | 0.10 | 107.357 | 107.117 | 107.527 | ||
| 7272 | 2019.10.08 08:52 | s/l | 1818 | 0.10 | 107.116 | 107.117 | 107.527 | -2410.60 | 1681429.43 |
| 7273 | 2019.10.09 04:47 | buy | 1819 | 0.16 | 107.135 | 0.000 | 0.000 | ||
| 7274 | 2019.10.09 04:47 | modify | 1819 | 0.16 | 107.135 | 106.895 | 0.000 | ||
| 7275 | 2019.10.09 04:47 | modify | 1819 | 0.16 | 107.135 | 106.895 | 107.305 | ||
| 7276 | 2019.10.09 09:11 | t/p | 1819 | 0.16 | 107.307 | 106.895 | 107.305 | 2751.04 | 1684180.47 |
| 7277 | 2019.10.09 12:43 | buy | 1820 | 0.10 | 107.336 | 0.000 | 0.000 | ||
| 7278 | 2019.10.09 12:43 | modify | 1820 | 0.10 | 107.336 | 107.096 | 0.000 | ||
| 7279 | 2019.10.09 12:43 | modify | 1820 | 0.10 | 107.336 | 107.096 | 107.506 | ||
| 7280 | 2019.10.09 16:49 | t/p | 1820 | 0.10 | 107.506 | 107.096 | 107.506 | 1699.40 | 1685879.87 |
| 7281 | 2019.10.10 06:10 | buy | 1821 | 0.10 | 107.478 | 0.000 | 0.000 | ||
| 7282 | 2019.10.10 06:10 | modify | 1821 | 0.10 | 107.478 | 107.238 | 0.000 | ||
| 7283 | 2019.10.10 06:10 | modify | 1821 | 0.10 | 107.478 | 107.238 | 107.648 | ||
| 7284 | 2019.10.10 12:36 | close | 1821 | 0.10 | 107.530 | 107.238 | 107.648 | 519.40 | 1686399.27 |
| 7285 | 2019.10.10 16:20 | buy | 1822 | 0.10 | 107.851 | 0.000 | 0.000 | ||
| 7286 | 2019.10.10 16:20 | modify | 1822 | 0.10 | 107.851 | 107.611 | 0.000 | ||
| 7287 | 2019.10.10 16:20 | modify | 1822 | 0.10 | 107.851 | 107.611 | 108.021 | ||
| 7288 | 2019.10.11 00:53 | t/p | 1822 | 0.10 | 108.021 | 107.611 | 108.021 | 1794.58 | 1688193.85 |
| 7289 | 2019.10.11 06:34 | buy | 1823 | 0.10 | 107.958 | 0.000 | 0.000 | ||
| 7290 | 2019.10.11 06:34 | modify | 1823 | 0.10 | 107.958 | 107.718 | 0.000 | ||
| 7291 | 2019.10.11 06:34 | modify | 1823 | 0.10 | 107.958 | 107.718 | 108.128 | ||
| 7292 | 2019.10.11 09:32 | close | 1823 | 0.10 | 108.064 | 107.718 | 108.128 | 1059.40 | 1689253.25 |
| 7293 | 2019.10.11 16:07 | buy | 1824 | 0.10 | 108.441 | 0.000 | 0.000 | ||
| 7294 | 2019.10.11 16:07 | modify | 1824 | 0.10 | 108.441 | 108.201 | 0.000 | ||
| 7295 | 2019.10.11 16:07 | modify | 1824 | 0.10 | 108.441 | 108.201 | 108.611 | ||
| 7296 | 2019.10.14 01:42 | s/l | 1824 | 0.10 | 108.202 | 108.201 | 108.611 | -2295.42 | 1686957.84 |
| 7297 | 2019.10.14 16:52 | buy | 1825 | 0.16 | 108.366 | 0.000 | 0.000 | ||
| 7298 | 2019.10.14 16:52 | modify | 1825 | 0.16 | 108.366 | 108.126 | 0.000 | ||
| 7299 | 2019.10.14 16:52 | modify | 1825 | 0.16 | 108.366 | 108.126 | 108.536 | ||
| 7300 | 2019.10.15 13:11 | close | 1825 | 0.16 | 108.417 | 108.126 | 108.536 | 967.34 | 1687925.17 |
| 7301 | 2019.10.15 21:28 | buy | 1826 | 0.10 | 108.845 | 0.000 | 0.000 | ||
| 7302 | 2019.10.15 21:28 | modify | 1826 | 0.10 | 108.845 | 108.605 | 0.000 | ||
| 7303 | 2019.10.15 21:28 | modify | 1826 | 0.10 | 108.845 | 108.605 | 109.015 | ||
| 7304 | 2019.10.16 00:41 | s/l | 1826 | 0.10 | 108.605 | 108.605 | 109.015 | -2305.42 | 1685619.76 |
| 7305 | 2019.10.21 09:24 | buy | 1827 | 0.16 | 108.539 | 0.000 | 0.000 | ||
| 7306 | 2019.10.21 09:24 | modify | 1827 | 0.16 | 108.539 | 108.299 | 0.000 | ||
| 7307 | 2019.10.21 09:24 | modify | 1827 | 0.16 | 108.539 | 108.299 | 108.709 | ||
| 7308 | 2019.10.22 00:18 | close | 1827 | 0.16 | 108.651 | 108.299 | 108.709 | 1943.34 | 1687563.09 |
| 7309 | 2019.10.23 18:13 | buy | 1828 | 0.10 | 108.642 | 0.000 | 0.000 | ||
| 7310 | 2019.10.23 18:13 | modify | 1828 | 0.10 | 108.642 | 108.402 | 0.000 | ||
| 7311 | 2019.10.23 18:13 | modify | 1828 | 0.10 | 108.642 | 108.402 | 108.812 | ||
| 7312 | 2019.10.24 07:02 | close | 1828 | 0.10 | 108.676 | 108.402 | 108.812 | 624.95 | 1688188.05 |
| 7313 | 2019.10.25 18:10 | buy | 1829 | 0.10 | 108.692 | 0.000 | 0.000 | ||
| 7314 | 2019.10.25 18:10 | modify | 1829 | 0.10 | 108.692 | 108.452 | 0.000 | ||
| 7315 | 2019.10.25 18:10 | modify | 1829 | 0.10 | 108.692 | 108.452 | 108.862 | ||
| 7316 | 2019.10.28 12:49 | close | 1829 | 0.10 | 108.817 | 108.452 | 108.862 | 1344.58 | 1689532.63 |
| 7317 | 2019.10.28 19:25 | buy | 1830 | 0.10 | 108.938 | 0.000 | 0.000 | ||
| 7318 | 2019.10.28 19:25 | modify | 1830 | 0.10 | 108.938 | 108.698 | 0.000 | ||
| 7319 | 2019.10.28 19:25 | modify | 1830 | 0.10 | 108.938 | 108.698 | 109.108 | ||
| 7320 | 2019.10.30 12:34 | close | 1830 | 0.10 | 108.938 | 108.698 | 109.108 | 189.77 | 1689722.40 |
| 7321 | 2019.11.01 19:37 | buy | 1831 | 0.10 | 108.199 | 0.000 | 0.000 | ||
| 7322 | 2019.11.01 19:37 | modify | 1831 | 0.10 | 108.199 | 107.959 | 0.000 | ||
| 7323 | 2019.11.01 19:37 | modify | 1831 | 0.10 | 108.199 | 107.959 | 108.369 | ||
| 7324 | 2019.11.04 06:20 | close | 1831 | 0.10 | 108.248 | 107.959 | 108.369 | 584.58 | 1690306.98 |
| 7325 | 2019.11.04 12:40 | buy | 1832 | 0.10 | 108.409 | 0.000 | 0.000 | ||
| 7326 | 2019.11.04 12:40 | modify | 1832 | 0.10 | 108.409 | 108.169 | 0.000 | ||
| 7327 | 2019.11.04 12:40 | modify | 1832 | 0.10 | 108.409 | 108.169 | 108.579 | ||
| 7328 | 2019.11.04 16:14 | t/p | 1832 | 0.10 | 108.580 | 108.169 | 108.579 | 1709.40 | 1692016.38 |
| 7329 | 2019.11.04 20:42 | buy | 1833 | 0.10 | 108.611 | 0.000 | 0.000 | ||
| 7330 | 2019.11.04 20:42 | modify | 1833 | 0.10 | 108.611 | 108.371 | 0.000 | ||
| 7331 | 2019.11.04 20:42 | modify | 1833 | 0.10 | 108.611 | 108.371 | 108.781 | ||
| 7332 | 2019.11.04 23:35 | close | 1833 | 0.10 | 108.724 | 108.371 | 108.781 | 1129.40 | 1693145.78 |
| 7333 | 2019.11.05 05:14 | buy | 1834 | 0.10 | 108.783 | 0.000 | 0.000 | ||
| 7334 | 2019.11.05 05:14 | modify | 1834 | 0.10 | 108.783 | 108.543 | 0.000 | ||
| 7335 | 2019.11.05 05:14 | modify | 1834 | 0.10 | 108.783 | 108.543 | 108.953 | ||
| 7336 | 2019.11.05 13:58 | close | 1834 | 0.10 | 108.929 | 108.543 | 108.953 | 1459.40 | 1694605.18 |
| 7337 | 2019.11.05 14:47 | buy | 1835 | 0.10 | 108.841 | 0.000 | 0.000 | ||
| 7338 | 2019.11.05 14:47 | modify | 1835 | 0.10 | 108.841 | 108.601 | 0.000 | ||
| 7339 | 2019.11.05 14:47 | modify | 1835 | 0.10 | 108.841 | 108.601 | 109.011 | ||
| 7340 | 2019.11.05 15:01 | t/p | 1835 | 0.10 | 109.017 | 108.601 | 109.011 | 1759.40 | 1696364.58 |
| 7341 | 2019.11.05 21:15 | buy | 1836 | 0.10 | 109.145 | 0.000 | 0.000 | ||
| 7342 | 2019.11.05 21:15 | modify | 1836 | 0.10 | 109.145 | 108.905 | 0.000 | ||
| 7343 | 2019.11.05 21:15 | modify | 1836 | 0.10 | 109.145 | 108.905 | 109.315 | ||
| 7344 | 2019.11.06 16:51 | s/l | 1836 | 0.10 | 108.896 | 108.905 | 109.315 | -2395.42 | 1693969.17 |
| 7345 | 2019.11.08 12:55 | buy | 1837 | 0.16 | 109.357 | 0.000 | 0.000 | ||
| 7346 | 2019.11.08 12:55 | modify | 1837 | 0.16 | 109.357 | 109.117 | 0.000 | ||
| 7347 | 2019.11.08 12:55 | modify | 1837 | 0.16 | 109.357 | 109.117 | 109.527 | ||
| 7348 | 2019.11.08 15:01 | s/l | 1837 | 0.16 | 109.118 | 109.117 | 109.527 | -3824.96 | 1690144.21 |
| 7349 | 2019.11.11 17:56 | buy | 1838 | 0.26 | 109.044 | 0.000 | 0.000 | ||
| 7350 | 2019.11.11 17:56 | modify | 1838 | 0.26 | 109.044 | 108.804 | 0.000 | ||