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 |
| 7351 | 2019.11.11 17:56 | modify | 1838 | 0.26 | 109.044 | 108.804 | 109.214 | ||
| 7352 | 2019.11.12 00:38 | close | 1838 | 0.26 | 109.109 | 108.804 | 109.214 | 1935.93 | 1692080.14 |
| 7353 | 2019.11.12 04:22 | buy | 1839 | 0.10 | 109.144 | 0.000 | 0.000 | ||
| 7354 | 2019.11.12 04:22 | modify | 1839 | 0.10 | 109.144 | 108.904 | 0.000 | ||
| 7355 | 2019.11.12 04:22 | modify | 1839 | 0.10 | 109.144 | 108.904 | 109.314 | ||
| 7356 | 2019.11.12 06:20 | close | 1839 | 0.10 | 109.231 | 108.904 | 109.314 | 869.40 | 1692949.54 |
| 7357 | 2019.11.12 09:05 | buy | 1840 | 0.10 | 109.207 | 0.000 | 0.000 | ||
| 7358 | 2019.11.12 09:05 | modify | 1840 | 0.10 | 109.207 | 108.967 | 0.000 | ||
| 7359 | 2019.11.12 09:05 | modify | 1840 | 0.10 | 109.207 | 108.967 | 109.377 | ||
| 7360 | 2019.11.12 15:42 | close | 1840 | 0.10 | 109.241 | 108.967 | 109.377 | 339.40 | 1693288.94 |
| 7361 | 2019.11.18 07:06 | buy | 1841 | 0.10 | 108.812 | 0.000 | 0.000 | ||
| 7362 | 2019.11.18 07:06 | modify | 1841 | 0.10 | 108.812 | 108.572 | 0.000 | ||
| 7363 | 2019.11.18 07:06 | modify | 1841 | 0.10 | 108.812 | 108.572 | 108.982 | ||
| 7364 | 2019.11.18 07:18 | close | 1841 | 0.10 | 108.919 | 108.572 | 108.982 | 1069.40 | 1694358.34 |
| 7365 | 2019.11.18 13:02 | buy | 1842 | 0.10 | 109.029 | 0.000 | 0.000 | ||
| 7366 | 2019.11.18 13:02 | modify | 1842 | 0.10 | 109.029 | 108.789 | 0.000 | ||
| 7367 | 2019.11.18 13:02 | modify | 1842 | 0.10 | 109.029 | 108.789 | 109.199 | ||
| 7368 | 2019.11.18 13:27 | s/l | 1842 | 0.10 | 108.791 | 108.789 | 109.199 | -2380.60 | 1691977.74 |
| 7369 | 2019.11.19 11:22 | buy | 1843 | 0.16 | 108.747 | 0.000 | 0.000 | ||
| 7370 | 2019.11.19 11:22 | modify | 1843 | 0.16 | 108.747 | 108.507 | 0.000 | ||
| 7371 | 2019.11.19 11:22 | modify | 1843 | 0.16 | 108.747 | 108.507 | 108.917 | ||
| 7372 | 2019.11.19 15:48 | s/l | 1843 | 0.16 | 108.517 | 108.507 | 108.917 | -3680.96 | 1688296.78 |
| 7373 | 2019.11.21 20:58 | buy | 1844 | 0.26 | 108.630 | 0.000 | 0.000 | ||
| 7374 | 2019.11.21 20:58 | modify | 1844 | 0.26 | 108.630 | 108.390 | 0.000 | ||
| 7375 | 2019.11.21 20:58 | modify | 1844 | 0.26 | 108.630 | 108.390 | 108.800 | ||
| 7376 | 2019.11.22 01:05 | close | 1844 | 0.26 | 108.680 | 108.390 | 108.800 | 1545.93 | 1689842.71 |
| 7377 | 2019.11.25 04:28 | buy | 1845 | 0.10 | 108.744 | 0.000 | 0.000 | ||
| 7378 | 2019.11.25 04:28 | modify | 1845 | 0.10 | 108.744 | 108.504 | 0.000 | ||
| 7379 | 2019.11.25 04:28 | modify | 1845 | 0.10 | 108.744 | 108.504 | 108.914 | ||
| 7380 | 2019.11.25 05:33 | close | 1845 | 0.10 | 108.807 | 108.504 | 108.914 | 629.40 | 1690472.11 |
| 7381 | 2019.11.25 07:30 | buy | 1846 | 0.10 | 108.818 | 0.000 | 0.000 | ||
| 7382 | 2019.11.25 07:30 | modify | 1846 | 0.10 | 108.818 | 108.578 | 0.000 | ||
| 7383 | 2019.11.25 07:30 | modify | 1846 | 0.10 | 108.818 | 108.578 | 108.988 | ||
| 7384 | 2019.11.25 12:08 | close | 1846 | 0.10 | 108.899 | 108.578 | 108.988 | 809.40 | 1691281.51 |
| 7385 | 2019.11.25 14:54 | buy | 1847 | 0.10 | 108.852 | 0.000 | 0.000 | ||
| 7386 | 2019.11.25 14:54 | modify | 1847 | 0.10 | 108.852 | 108.612 | 0.000 | ||
| 7387 | 2019.11.25 14:54 | modify | 1847 | 0.10 | 108.852 | 108.612 | 109.022 | ||
| 7388 | 2019.11.25 23:23 | close | 1847 | 0.10 | 109.006 | 108.612 | 109.022 | 1539.40 | 1692820.91 |
| 7389 | 2019.11.26 02:48 | buy | 1848 | 0.10 | 108.985 | 0.000 | 0.000 | ||
| 7390 | 2019.11.26 02:48 | modify | 1848 | 0.10 | 108.985 | 108.745 | 0.000 | ||
| 7391 | 2019.11.26 02:48 | modify | 1848 | 0.10 | 108.985 | 108.745 | 109.155 | ||
| 7392 | 2019.11.26 14:38 | close | 1848 | 0.10 | 109.062 | 108.745 | 109.155 | 769.40 | 1693590.31 |
| 7393 | 2019.11.27 08:48 | buy | 1849 | 0.10 | 109.165 | 0.000 | 0.000 | ||
| 7394 | 2019.11.27 08:48 | modify | 1849 | 0.10 | 109.165 | 108.925 | 0.000 | ||
| 7395 | 2019.11.27 08:48 | modify | 1849 | 0.10 | 109.165 | 108.925 | 109.335 | ||
| 7396 | 2019.11.27 13:32 | close | 1849 | 0.10 | 109.216 | 108.925 | 109.335 | 509.40 | 1694099.71 |
| 7397 | 2019.11.27 22:04 | buy | 1850 | 0.10 | 109.525 | 0.000 | 0.000 | ||
| 7398 | 2019.11.27 22:04 | modify | 1850 | 0.10 | 109.525 | 109.285 | 0.000 | ||
| 7399 | 2019.11.27 22:04 | modify | 1850 | 0.10 | 109.525 | 109.285 | 109.695 | ||
| 7400 | 2019.11.28 14:16 | close | 1850 | 0.10 | 109.537 | 109.285 | 109.695 | 404.95 | 1694504.66 |
| 7401 | 2019.11.28 18:16 | buy | 1851 | 0.10 | 109.509 | 0.000 | 0.000 | ||
| 7402 | 2019.11.28 18:16 | modify | 1851 | 0.10 | 109.509 | 109.269 | 0.000 | ||
| 7403 | 2019.11.28 18:16 | modify | 1851 | 0.10 | 109.509 | 109.269 | 109.679 | ||
| 7404 | 2019.11.29 00:19 | close | 1851 | 0.10 | 109.550 | 109.269 | 109.679 | 504.58 | 1695009.25 |
| 7405 | 2019.11.29 14:50 | buy | 1852 | 0.10 | 109.581 | 0.000 | 0.000 | ||
| 7406 | 2019.11.29 14:50 | modify | 1852 | 0.10 | 109.581 | 109.341 | 0.000 | ||
| 7407 | 2019.11.29 14:50 | modify | 1852 | 0.10 | 109.581 | 109.341 | 109.751 | ||
| 7408 | 2019.12.02 00:13 | close | 1852 | 0.10 | 109.616 | 109.341 | 109.751 | 444.58 | 1695453.83 |
| 7409 | 2019.12.02 04:20 | buy | 1853 | 0.10 | 109.663 | 0.000 | 0.000 | ||
| 7410 | 2019.12.02 04:20 | modify | 1853 | 0.10 | 109.663 | 109.423 | 0.000 | ||
| 7411 | 2019.12.02 04:20 | modify | 1853 | 0.10 | 109.663 | 109.423 | 109.833 | ||
| 7412 | 2019.12.02 08:42 | close | 1853 | 0.10 | 109.710 | 109.423 | 109.833 | 469.40 | 1695923.23 |
| 7413 | 2019.12.04 20:22 | buy | 1854 | 0.10 | 108.889 | 0.000 | 0.000 | ||
| 7414 | 2019.12.04 20:22 | modify | 1854 | 0.10 | 108.889 | 108.649 | 0.000 | ||
| 7415 | 2019.12.04 20:22 | modify | 1854 | 0.10 | 108.889 | 108.649 | 109.059 | ||
| 7416 | 2019.12.05 08:05 | close | 1854 | 0.10 | 108.898 | 108.649 | 109.059 | 374.95 | 1696298.18 |
| 7417 | 2019.12.05 11:41 | buy | 1855 | 0.10 | 108.914 | 0.000 | 0.000 | ||
| 7418 | 2019.12.05 11:41 | modify | 1855 | 0.10 | 108.914 | 108.674 | 0.000 | ||
| 7419 | 2019.12.05 11:41 | modify | 1855 | 0.10 | 108.914 | 108.674 | 109.084 | ||
| 7420 | 2019.12.05 16:46 | s/l | 1855 | 0.10 | 108.669 | 108.674 | 109.084 | -2450.60 | 1693847.58 |
| 7421 | 2019.12.09 19:08 | buy | 1856 | 0.16 | 108.604 | 0.000 | 0.000 | ||
| 7422 | 2019.12.09 19:08 | modify | 1856 | 0.16 | 108.604 | 108.364 | 0.000 | ||
| 7423 | 2019.12.09 19:08 | modify | 1856 | 0.16 | 108.604 | 108.364 | 108.774 | ||
| 7424 | 2019.12.10 13:33 | close | 1856 | 0.16 | 108.728 | 108.364 | 108.774 | 2135.34 | 1695982.92 |
| 7425 | 2019.12.10 19:07 | buy | 1857 | 0.10 | 108.701 | 0.000 | 0.000 | ||
| 7426 | 2019.12.10 19:07 | modify | 1857 | 0.10 | 108.701 | 108.461 | 0.000 | ||
| 7427 | 2019.12.10 19:07 | modify | 1857 | 0.10 | 108.701 | 108.461 | 108.871 | ||
| 7428 | 2019.12.12 00:34 | s/l | 1857 | 0.10 | 108.469 | 108.461 | 108.871 | -1939.86 | 1694043.06 |
| 7429 | 2019.12.12 21:41 | buy | 1858 | 0.16 | 109.235 | 0.000 | 0.000 | ||
| 7430 | 2019.12.12 21:41 | modify | 1858 | 0.16 | 109.235 | 108.995 | 0.000 | ||
| 7431 | 2019.12.12 21:41 | modify | 1858 | 0.16 | 109.235 | 108.995 | 109.405 | ||
| 7432 | 2019.12.12 22:00 | s/l | 1858 | 0.16 | 108.944 | 108.995 | 109.405 | -4656.96 | 1689386.10 |
| 7433 | 2019.12.13 05:45 | buy | 1859 | 0.26 | 109.561 | 0.000 | 0.000 | ||
| 7434 | 2019.12.13 05:45 | modify | 1859 | 0.26 | 109.561 | 109.321 | 0.000 | ||
| 7435 | 2019.12.13 05:45 | modify | 1859 | 0.26 | 109.561 | 109.321 | 109.731 | ||
| 7436 | 2019.12.13 07:02 | close | 1859 | 0.26 | 109.647 | 109.321 | 109.731 | 2234.45 | 1691620.55 |
| 7437 | 2019.12.13 11:15 | buy | 1860 | 0.10 | 109.636 | 0.000 | 0.000 | ||
| 7438 | 2019.12.13 11:15 | modify | 1860 | 0.10 | 109.636 | 109.396 | 0.000 | ||
| 7439 | 2019.12.13 11:15 | modify | 1860 | 0.10 | 109.636 | 109.396 | 109.806 | ||
| 7440 | 2019.12.13 14:07 | s/l | 1860 | 0.10 | 109.386 | 109.396 | 109.806 | -2500.60 | 1689119.95 |
| 7441 | 2019.12.16 09:58 | buy | 1861 | 0.16 | 109.436 | 0.000 | 0.000 | ||
| 7442 | 2019.12.16 09:58 | modify | 1861 | 0.16 | 109.436 | 109.196 | 0.000 | ||
| 7443 | 2019.12.16 09:58 | modify | 1861 | 0.16 | 109.436 | 109.196 | 109.606 | ||
| 7444 | 2019.12.16 15:28 | close | 1861 | 0.16 | 109.538 | 109.196 | 109.606 | 1631.04 | 1690750.99 |
| 7445 | 2019.12.16 18:27 | buy | 1862 | 0.10 | 109.592 | 0.000 | 0.000 | ||
| 7446 | 2019.12.16 18:27 | modify | 1862 | 0.10 | 109.592 | 109.352 | 0.000 | ||
| 7447 | 2019.12.16 18:27 | modify | 1862 | 0.10 | 109.592 | 109.352 | 109.762 | ||
| 7448 | 2019.12.18 11:36 | close | 1862 | 0.10 | 109.498 | 109.352 | 109.762 | -750.23 | 1690000.75 |
| 7449 | 2019.12.18 17:24 | buy | 1863 | 0.16 | 109.556 | 0.000 | 0.000 | ||
| 7450 | 2019.12.18 17:24 | modify | 1863 | 0.16 | 109.556 | 109.316 | 0.000 | ||
| 7451 | 2019.12.18 17:24 | modify | 1863 | 0.16 | 109.556 | 109.316 | 109.726 | ||
| 7452 | 2019.12.19 00:47 | close | 1863 | 0.16 | 109.632 | 109.316 | 109.726 | 1671.93 | 1691672.68 |
| 7453 | 2019.12.20 19:37 | buy | 1864 | 0.10 | 109.485 | 0.000 | 0.000 | ||
| 7454 | 2019.12.20 19:37 | modify | 1864 | 0.10 | 109.485 | 109.245 | 0.000 | ||
| 7455 | 2019.12.20 19:37 | modify | 1864 | 0.10 | 109.485 | 109.245 | 109.655 | ||
| 7456 | 2019.12.22 23:27 | close | 1864 | 0.10 | 109.518 | 109.245 | 109.655 | 329.40 | 1692002.08 |
| 7457 | 2019.12.26 05:27 | buy | 1865 | 0.10 | 109.550 | 0.000 | 0.000 | ||
| 7458 | 2019.12.26 05:27 | modify | 1865 | 0.10 | 109.550 | 109.310 | 0.000 | ||
| 7459 | 2019.12.26 05:27 | modify | 1865 | 0.10 | 109.550 | 109.310 | 109.720 | ||
| 7460 | 2019.12.26 11:43 | close | 1865 | 0.10 | 109.582 | 109.310 | 109.720 | 319.40 | 1692321.48 |
| 7461 | 2019.12.26 18:02 | buy | 1866 | 0.10 | 109.613 | 0.000 | 0.000 | ||
| 7462 | 2019.12.26 18:02 | modify | 1866 | 0.10 | 109.613 | 109.373 | 0.000 | ||
| 7463 | 2019.12.26 18:02 | modify | 1866 | 0.10 | 109.613 | 109.373 | 109.783 | ||
| 7464 | 2019.12.27 13:20 | close | 1866 | 0.10 | 109.546 | 109.373 | 109.783 | -575.42 | 1691746.06 |
| 7465 | 2020.01.02 07:00 | buy | 1867 | 0.16 | 108.717 | 0.000 | 0.000 | ||
| 7466 | 2020.01.02 07:00 | modify | 1867 | 0.16 | 108.717 | 108.477 | 0.000 | ||
| 7467 | 2020.01.02 07:00 | modify | 1867 | 0.16 | 108.717 | 108.477 | 108.887 | ||
| 7468 | 2020.01.02 07:50 | close | 1867 | 0.16 | 108.802 | 108.477 | 108.887 | 1359.04 | 1693105.10 |
| 7469 | 2020.01.02 11:19 | buy | 1868 | 0.10 | 108.792 | 0.000 | 0.000 | ||
| 7470 | 2020.01.02 11:19 | modify | 1868 | 0.10 | 108.792 | 108.552 | 0.000 | ||
| 7471 | 2020.01.02 11:19 | modify | 1868 | 0.10 | 108.792 | 108.552 | 108.962 | ||
| 7472 | 2020.01.02 15:15 | s/l | 1868 | 0.10 | 108.546 | 108.552 | 108.962 | -2460.60 | 1690644.50 |
| 7473 | 2020.01.07 05:58 | buy | 1869 | 0.16 | 108.461 | 0.000 | 0.000 | ||
| 7474 | 2020.01.07 05:58 | modify | 1869 | 0.16 | 108.461 | 108.221 | 0.000 | ||
| 7475 | 2020.01.07 05:58 | modify | 1869 | 0.16 | 108.461 | 108.221 | 108.631 | ||
| 7476 | 2020.01.07 15:39 | close | 1869 | 0.16 | 108.576 | 108.221 | 108.631 | 1839.04 | 1692483.54 |
| 7477 | 2020.01.08 14:31 | buy | 1870 | 0.10 | 108.633 | 0.000 | 0.000 | ||
| 7478 | 2020.01.08 14:31 | modify | 1870 | 0.10 | 108.633 | 108.393 | 0.000 | ||
| 7479 | 2020.01.08 14:31 | modify | 1870 | 0.10 | 108.633 | 108.393 | 108.803 | ||
| 7480 | 2020.01.08 16:28 | t/p | 1870 | 0.10 | 108.802 | 108.393 | 108.803 | 1689.40 | 1694172.94 |
| 7481 | 2020.01.08 20:47 | buy | 1871 | 0.10 | 109.103 | 0.000 | 0.000 | ||
| 7482 | 2020.01.08 20:47 | modify | 1871 | 0.10 | 109.103 | 108.863 | 0.000 | ||
| 7483 | 2020.01.08 20:47 | modify | 1871 | 0.10 | 109.103 | 108.863 | 109.273 | ||
| 7484 | 2020.01.09 05:51 | t/p | 1871 | 0.10 | 109.280 | 108.863 | 109.273 | 2054.95 | 1696227.90 |
| 7485 | 2020.01.09 12:26 | buy | 1872 | 0.10 | 109.378 | 0.000 | 0.000 | ||
| 7486 | 2020.01.09 12:26 | modify | 1872 | 0.10 | 109.378 | 109.138 | 0.000 | ||
| 7487 | 2020.01.09 12:26 | modify | 1872 | 0.10 | 109.378 | 109.138 | 109.548 | ||
| 7488 | 2020.01.09 15:17 | t/p | 1872 | 0.10 | 109.541 | 109.138 | 109.548 | 1629.40 | 1697857.30 |
| 7489 | 2020.01.09 17:13 | buy | 1873 | 0.10 | 109.458 | 0.000 | 0.000 | ||
| 7490 | 2020.01.09 17:13 | modify | 1873 | 0.10 | 109.458 | 109.218 | 0.000 | ||
| 7491 | 2020.01.09 17:13 | modify | 1873 | 0.10 | 109.458 | 109.218 | 109.628 | ||
| 7492 | 2020.01.10 05:34 | close | 1873 | 0.10 | 109.571 | 109.218 | 109.628 | 1224.58 | 1699081.88 |
| 7493 | 2020.01.13 11:59 | buy | 1874 | 0.10 | 109.842 | 0.000 | 0.000 | ||
| 7494 | 2020.01.13 11:59 | modify | 1874 | 0.10 | 109.842 | 109.602 | 0.000 | ||
| 7495 | 2020.01.13 11:59 | modify | 1874 | 0.10 | 109.842 | 109.602 | 110.012 | ||
| 7496 | 2020.01.13 23:50 | close | 1874 | 0.10 | 109.984 | 109.602 | 110.012 | 1419.40 | 1700501.28 |
| 7497 | 2020.01.14 01:51 | buy | 1875 | 0.10 | 110.004 | 0.000 | 0.000 | ||
| 7498 | 2020.01.14 01:51 | modify | 1875 | 0.10 | 110.004 | 109.764 | 0.000 | ||
| 7499 | 2020.01.14 01:51 | modify | 1875 | 0.10 | 110.004 | 109.764 | 110.174 | ||
| 7500 | 2020.01.15 14:52 | close | 1875 | 0.10 | 109.936 | 109.764 | 110.174 | -585.42 | 1699915.87 |