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 |
| 7501 | 2020.01.17 00:06 | buy | 1876 | 0.16 | 110.174 | 0.000 | 0.000 | ||
| 7502 | 2020.01.17 00:06 | modify | 1876 | 0.16 | 110.174 | 109.934 | 0.000 | ||
| 7503 | 2020.01.17 00:06 | modify | 1876 | 0.16 | 110.174 | 109.934 | 110.344 | ||
| 7504 | 2020.01.17 00:55 | close | 1876 | 0.16 | 110.275 | 109.934 | 110.344 | 1615.04 | 1701530.91 |
| 7505 | 2020.01.17 01:38 | buy | 1877 | 0.10 | 110.157 | 0.000 | 0.000 | ||
| 7506 | 2020.01.17 01:38 | modify | 1877 | 0.10 | 110.157 | 109.917 | 0.000 | ||
| 7507 | 2020.01.17 01:38 | modify | 1877 | 0.10 | 110.157 | 109.917 | 110.327 | ||
| 7508 | 2020.01.17 06:22 | close | 1877 | 0.10 | 110.251 | 109.917 | 110.327 | 939.40 | 1702470.31 |
| 7509 | 2020.01.17 07:44 | buy | 1878 | 0.10 | 110.198 | 0.000 | 0.000 | ||
| 7510 | 2020.01.17 07:44 | modify | 1878 | 0.10 | 110.198 | 109.958 | 0.000 | ||
| 7511 | 2020.01.17 07:44 | modify | 1878 | 0.10 | 110.198 | 109.958 | 110.368 | ||
| 7512 | 2020.01.21 01:33 | s/l | 1878 | 0.10 | 109.964 | 109.958 | 110.368 | -2150.23 | 1700320.07 |
| 7513 | 2020.01.22 04:56 | buy | 1879 | 0.16 | 109.996 | 0.000 | 0.000 | ||
| 7514 | 2020.01.22 04:56 | modify | 1879 | 0.16 | 109.996 | 109.756 | 0.000 | ||
| 7515 | 2020.01.22 04:56 | modify | 1879 | 0.16 | 109.996 | 109.756 | 110.166 | ||
| 7516 | 2020.01.22 23:32 | s/l | 1879 | 0.16 | 109.761 | 109.756 | 110.166 | -3760.96 | 1696559.11 |
| 7517 | 2020.01.24 09:52 | buy | 1880 | 0.26 | 109.567 | 0.000 | 0.000 | ||
| 7518 | 2020.01.24 09:52 | modify | 1880 | 0.26 | 109.567 | 109.327 | 0.000 | ||
| 7519 | 2020.01.24 09:52 | modify | 1880 | 0.26 | 109.567 | 109.327 | 109.737 | ||
| 7520 | 2020.01.24 15:29 | s/l | 1880 | 0.26 | 109.317 | 109.327 | 109.737 | -6501.55 | 1690057.56 |
| 7521 | 2020.01.30 23:20 | buy | 1881 | 0.42 | 108.881 | 0.000 | 0.000 | ||
| 7522 | 2020.01.30 23:20 | modify | 1881 | 0.42 | 108.881 | 108.641 | 0.000 | ||
| 7523 | 2020.01.30 23:20 | modify | 1881 | 0.42 | 108.881 | 108.641 | 109.051 | ||
| 7524 | 2020.01.31 00:58 | close | 1881 | 0.42 | 109.040 | 108.641 | 109.051 | 7075.26 | 1697132.83 |
| 7525 | 2020.01.31 06:01 | buy | 1882 | 0.10 | 109.047 | 0.000 | 0.000 | ||
| 7526 | 2020.01.31 06:01 | modify | 1882 | 0.10 | 109.047 | 108.807 | 0.000 | ||
| 7527 | 2020.01.31 06:01 | modify | 1882 | 0.10 | 109.047 | 108.807 | 109.217 | ||
| 7528 | 2020.01.31 14:32 | s/l | 1882 | 0.10 | 108.810 | 108.807 | 109.217 | -2370.60 | 1694762.23 |
| 7529 | 2020.02.03 22:38 | buy | 1883 | 0.16 | 108.663 | 0.000 | 0.000 | ||
| 7530 | 2020.02.03 22:38 | modify | 1883 | 0.16 | 108.663 | 108.423 | 0.000 | ||
| 7531 | 2020.02.03 22:38 | modify | 1883 | 0.16 | 108.663 | 108.423 | 108.833 | ||
| 7532 | 2020.02.04 05:39 | t/p | 1883 | 0.16 | 108.830 | 108.423 | 108.833 | 2823.34 | 1697585.56 |
| 7533 | 2020.02.04 10:52 | buy | 1884 | 0.10 | 108.997 | 0.000 | 0.000 | ||
| 7534 | 2020.02.04 10:52 | modify | 1884 | 0.10 | 108.997 | 108.757 | 0.000 | ||
| 7535 | 2020.02.04 10:52 | modify | 1884 | 0.10 | 108.997 | 108.757 | 109.167 | ||
| 7536 | 2020.02.04 13:39 | t/p | 1884 | 0.10 | 109.173 | 108.757 | 109.167 | 1759.40 | 1699344.96 |
| 7537 | 2020.02.04 20:57 | buy | 1885 | 0.10 | 109.473 | 0.000 | 0.000 | ||
| 7538 | 2020.02.04 20:57 | modify | 1885 | 0.10 | 109.473 | 109.233 | 0.000 | ||
| 7539 | 2020.02.04 20:57 | modify | 1885 | 0.10 | 109.473 | 109.233 | 109.643 | ||
| 7540 | 2020.02.05 08:35 | close | 1885 | 0.10 | 109.529 | 109.233 | 109.643 | 654.58 | 1699999.55 |
| 7541 | 2020.02.05 11:38 | buy | 1886 | 0.10 | 109.563 | 0.000 | 0.000 | ||
| 7542 | 2020.02.05 11:38 | modify | 1886 | 0.10 | 109.563 | 109.323 | 0.000 | ||
| 7543 | 2020.02.05 11:38 | modify | 1886 | 0.10 | 109.563 | 109.323 | 109.733 | ||
| 7544 | 2020.02.05 13:09 | t/p | 1886 | 0.10 | 109.724 | 109.323 | 109.733 | 1609.40 | 1701608.95 |
| 7545 | 2020.02.05 15:28 | buy | 1887 | 0.10 | 109.667 | 0.000 | 0.000 | ||
| 7546 | 2020.02.05 15:28 | modify | 1887 | 0.10 | 109.667 | 109.427 | 0.000 | ||
| 7547 | 2020.02.05 15:28 | modify | 1887 | 0.10 | 109.667 | 109.427 | 109.837 | ||
| 7548 | 2020.02.05 20:00 | t/p | 1887 | 0.10 | 109.839 | 109.427 | 109.837 | 1719.40 | 1703328.35 |
| 7549 | 2020.02.05 22:25 | buy | 1888 | 0.10 | 109.789 | 0.000 | 0.000 | ||
| 7550 | 2020.02.05 22:25 | modify | 1888 | 0.10 | 109.789 | 109.549 | 0.000 | ||
| 7551 | 2020.02.05 22:25 | modify | 1888 | 0.10 | 109.789 | 109.549 | 109.959 | ||
| 7552 | 2020.02.06 00:32 | close | 1888 | 0.10 | 109.891 | 109.549 | 109.959 | 1304.95 | 1704633.30 |
| 7553 | 2020.02.06 05:59 | buy | 1889 | 0.10 | 109.914 | 0.000 | 0.000 | ||
| 7554 | 2020.02.06 05:59 | modify | 1889 | 0.10 | 109.914 | 109.674 | 0.000 | ||
| 7555 | 2020.02.06 05:59 | modify | 1889 | 0.10 | 109.914 | 109.674 | 110.084 | ||
| 7556 | 2020.02.07 06:29 | close | 1889 | 0.10 | 109.972 | 109.674 | 110.084 | 674.58 | 1705307.89 |
| 7557 | 2020.02.11 07:03 | buy | 1890 | 0.10 | 109.880 | 0.000 | 0.000 | ||
| 7558 | 2020.02.11 07:03 | modify | 1890 | 0.10 | 109.880 | 109.640 | 0.000 | ||
| 7559 | 2020.02.11 07:03 | modify | 1890 | 0.10 | 109.880 | 109.640 | 110.050 | ||
| 7560 | 2020.02.11 15:42 | close | 1890 | 0.10 | 109.945 | 109.640 | 110.050 | 649.40 | 1705957.29 |
| 7561 | 2020.02.12 10:37 | buy | 1891 | 0.10 | 109.953 | 0.000 | 0.000 | ||
| 7562 | 2020.02.12 10:37 | modify | 1891 | 0.10 | 109.953 | 109.713 | 0.000 | ||
| 7563 | 2020.02.12 10:37 | modify | 1891 | 0.10 | 109.953 | 109.713 | 110.123 | ||
| 7564 | 2020.02.12 19:27 | close | 1891 | 0.10 | 110.081 | 109.713 | 110.123 | 1279.40 | 1707236.69 |
| 7565 | 2020.02.17 08:40 | buy | 1892 | 0.10 | 109.848 | 0.000 | 0.000 | ||
| 7566 | 2020.02.17 08:40 | modify | 1892 | 0.10 | 109.848 | 109.608 | 0.000 | ||
| 7567 | 2020.02.17 08:40 | modify | 1892 | 0.10 | 109.848 | 109.608 | 110.018 | ||
| 7568 | 2020.02.17 14:55 | close | 1892 | 0.10 | 109.906 | 109.608 | 110.018 | 579.40 | 1707816.09 |
| 7569 | 2020.02.17 21:06 | buy | 1893 | 0.10 | 109.928 | 0.000 | 0.000 | ||
| 7570 | 2020.02.17 21:06 | modify | 1893 | 0.10 | 109.928 | 109.688 | 0.000 | ||
| 7571 | 2020.02.17 21:06 | modify | 1893 | 0.10 | 109.928 | 109.688 | 110.098 | ||
| 7572 | 2020.02.18 02:40 | s/l | 1893 | 0.10 | 109.681 | 109.688 | 110.098 | -2375.42 | 1705440.67 |
| 7573 | 2020.02.19 01:10 | buy | 1894 | 0.16 | 109.882 | 0.000 | 0.000 | ||
| 7574 | 2020.02.19 01:10 | modify | 1894 | 0.16 | 109.882 | 109.642 | 0.000 | ||
| 7575 | 2020.02.19 01:10 | modify | 1894 | 0.16 | 109.882 | 109.642 | 110.052 | ||
| 7576 | 2020.02.19 02:13 | close | 1894 | 0.16 | 110.001 | 109.642 | 110.052 | 1903.04 | 1707343.71 |
| 7577 | 2020.02.19 04:50 | buy | 1895 | 0.10 | 110.019 | 0.000 | 0.000 | ||
| 7578 | 2020.02.19 04:50 | modify | 1895 | 0.10 | 110.019 | 109.779 | 0.000 | ||
| 7579 | 2020.02.19 04:50 | modify | 1895 | 0.10 | 110.019 | 109.779 | 110.189 | ||
| 7580 | 2020.02.19 07:25 | close | 1895 | 0.10 | 110.102 | 109.779 | 110.189 | 829.40 | 1708173.11 |
| 7581 | 2020.02.19 20:38 | buy | 1896 | 0.10 | 111.324 | 0.000 | 0.000 | ||
| 7582 | 2020.02.19 20:38 | modify | 1896 | 0.10 | 111.324 | 111.084 | 0.000 | ||
| 7583 | 2020.02.19 20:38 | modify | 1896 | 0.10 | 111.324 | 111.084 | 111.494 | ||
| 7584 | 2020.02.20 03:07 | close | 1896 | 0.10 | 111.409 | 111.084 | 111.494 | 1134.95 | 1709308.06 |
| 7585 | 2020.02.20 11:55 | buy | 1897 | 0.10 | 111.983 | 0.000 | 0.000 | ||
| 7586 | 2020.02.20 11:55 | modify | 1897 | 0.10 | 111.983 | 111.743 | 0.000 | ||
| 7587 | 2020.02.20 11:55 | modify | 1897 | 0.10 | 111.983 | 111.743 | 112.153 | ||
| 7588 | 2020.02.20 14:50 | t/p | 1897 | 0.10 | 112.156 | 111.743 | 112.153 | 1729.40 | 1711037.46 |
| 7589 | 2020.02.20 15:25 | buy | 1898 | 0.10 | 111.958 | 0.000 | 0.000 | ||
| 7590 | 2020.02.20 15:25 | modify | 1898 | 0.10 | 111.958 | 111.718 | 0.000 | ||
| 7591 | 2020.02.20 15:25 | modify | 1898 | 0.10 | 111.958 | 111.718 | 112.128 | ||
| 7592 | 2020.02.20 15:51 | t/p | 1898 | 0.10 | 112.134 | 111.718 | 112.128 | 1759.40 | 1712796.86 |
| 7593 | 2020.02.20 16:15 | buy | 1899 | 0.10 | 111.967 | 0.000 | 0.000 | ||
| 7594 | 2020.02.20 16:15 | modify | 1899 | 0.10 | 111.967 | 111.727 | 0.000 | ||
| 7595 | 2020.02.20 16:15 | modify | 1899 | 0.10 | 111.967 | 111.727 | 112.137 | ||
| 7596 | 2020.02.20 16:32 | s/l | 1899 | 0.10 | 111.717 | 111.727 | 112.137 | -2500.60 | 1710296.26 |
| 7597 | 2020.02.20 22:28 | buy | 1900 | 0.16 | 112.039 | 0.000 | 0.000 | ||
| 7598 | 2020.02.20 22:28 | modify | 1900 | 0.16 | 112.039 | 111.799 | 0.000 | ||
| 7599 | 2020.02.20 22:28 | modify | 1900 | 0.16 | 112.039 | 111.799 | 112.209 | ||
| 7600 | 2020.02.21 00:38 | close | 1900 | 0.16 | 112.189 | 111.799 | 112.209 | 2551.34 | 1712847.60 |
| 7601 | 2020.03.02 08:29 | buy | 1901 | 0.10 | 108.242 | 0.000 | 0.000 | ||
| 7602 | 2020.03.02 08:29 | modify | 1901 | 0.10 | 108.242 | 108.002 | 0.000 | ||
| 7603 | 2020.03.02 08:29 | modify | 1901 | 0.10 | 108.242 | 108.002 | 108.412 | ||
| 7604 | 2020.03.02 09:13 | s/l | 1901 | 0.10 | 108.009 | 108.002 | 108.412 | -2330.60 | 1710517.00 |
| 7605 | 2020.03.02 23:23 | buy | 1902 | 0.16 | 108.230 | 0.000 | 0.000 | ||
| 7606 | 2020.03.02 23:23 | modify | 1902 | 0.16 | 108.230 | 107.990 | 0.000 | ||
| 7607 | 2020.03.02 23:23 | modify | 1902 | 0.16 | 108.230 | 107.990 | 108.400 | ||
| 7608 | 2020.03.02 23:52 | t/p | 1902 | 0.16 | 108.406 | 107.990 | 108.400 | 2815.04 | 1713332.04 |
| 7609 | 2020.03.12 16:51 | buy | 1903 | 0.10 | 104.957 | 0.000 | 0.000 | ||
| 7610 | 2020.03.12 16:51 | modify | 1903 | 0.10 | 104.957 | 104.717 | 0.000 | ||
| 7611 | 2020.03.12 16:51 | modify | 1903 | 0.10 | 104.957 | 104.717 | 105.127 | ||
| 7612 | 2020.03.12 16:53 | t/p | 1903 | 0.10 | 105.137 | 104.717 | 105.127 | 1799.40 | 1715131.44 |
| 7613 | 2020.03.12 16:57 | buy | 1904 | 0.10 | 105.099 | 0.000 | 0.000 | ||
| 7614 | 2020.03.12 16:57 | modify | 1904 | 0.10 | 105.099 | 104.859 | 0.000 | ||
| 7615 | 2020.03.12 16:57 | modify | 1904 | 0.10 | 105.099 | 104.859 | 105.269 | ||
| 7616 | 2020.03.12 16:59 | t/p | 1904 | 0.10 | 105.260 | 104.859 | 105.269 | 1609.40 | 1716740.84 |
| 7617 | 2020.03.12 20:06 | buy | 1905 | 0.10 | 105.124 | 0.000 | 0.000 | ||
| 7618 | 2020.03.12 20:06 | modify | 1905 | 0.10 | 105.124 | 104.884 | 0.000 | ||
| 7619 | 2020.03.12 20:06 | modify | 1905 | 0.10 | 105.124 | 104.884 | 105.294 | ||
| 7620 | 2020.03.12 20:13 | s/l | 1905 | 0.10 | 104.886 | 104.884 | 105.294 | -2380.60 | 1714360.24 |
| 7621 | 2020.03.13 13:47 | buy | 1906 | 0.16 | 106.851 | 0.000 | 0.000 | ||
| 7622 | 2020.03.13 13:47 | modify | 1906 | 0.16 | 106.851 | 106.611 | 0.000 | ||
| 7623 | 2020.03.13 13:47 | modify | 1906 | 0.16 | 106.851 | 106.611 | 107.021 | ||
| 7624 | 2020.03.13 14:22 | t/p | 1906 | 0.16 | 107.026 | 106.611 | 107.021 | 2799.04 | 1717159.28 |
| 7625 | 2020.03.13 15:34 | buy | 1907 | 0.10 | 106.755 | 0.000 | 0.000 | ||
| 7626 | 2020.03.13 15:34 | modify | 1907 | 0.10 | 106.755 | 106.515 | 0.000 | ||
| 7627 | 2020.03.13 15:34 | modify | 1907 | 0.10 | 106.755 | 106.515 | 106.925 | ||
| 7628 | 2020.03.13 15:36 | t/p | 1907 | 0.10 | 106.925 | 106.515 | 106.925 | 1699.40 | 1718858.68 |
| 7629 | 2020.03.13 18:09 | buy | 1908 | 0.10 | 107.437 | 0.000 | 0.000 | ||
| 7630 | 2020.03.13 18:09 | modify | 1908 | 0.10 | 107.437 | 107.197 | 0.000 | ||
| 7631 | 2020.03.13 18:09 | modify | 1908 | 0.10 | 107.437 | 107.197 | 107.607 | ||
| 7632 | 2020.03.13 18:18 | t/p | 1908 | 0.10 | 107.604 | 107.197 | 107.607 | 1669.40 | 1720528.08 |
| 7633 | 2020.03.17 02:20 | buy | 1909 | 0.10 | 106.442 | 0.000 | 0.000 | ||
| 7634 | 2020.03.17 02:20 | modify | 1909 | 0.10 | 106.442 | 106.202 | 0.000 | ||
| 7635 | 2020.03.17 02:20 | modify | 1909 | 0.10 | 106.442 | 106.202 | 106.612 | ||
| 7636 | 2020.03.17 03:12 | s/l | 1909 | 0.10 | 106.202 | 106.202 | 106.612 | -2400.60 | 1718127.48 |
| 7637 | 2020.03.17 13:38 | buy | 1910 | 0.16 | 106.849 | 0.000 | 0.000 | ||
| 7638 | 2020.03.17 13:38 | modify | 1910 | 0.16 | 106.849 | 106.609 | 0.000 | ||
| 7639 | 2020.03.17 13:38 | modify | 1910 | 0.16 | 106.849 | 106.609 | 107.019 | ||
| 7640 | 2020.03.17 14:09 | t/p | 1910 | 0.16 | 107.013 | 106.609 | 107.019 | 2623.04 | 1720750.52 |
| 7641 | 2020.03.17 20:26 | buy | 1911 | 0.10 | 107.579 | 0.000 | 0.000 | ||
| 7642 | 2020.03.17 20:26 | modify | 1911 | 0.10 | 107.579 | 107.339 | 0.000 | ||
| 7643 | 2020.03.17 20:26 | modify | 1911 | 0.10 | 107.579 | 107.339 | 107.749 | ||
| 7644 | 2020.03.17 22:33 | s/l | 1911 | 0.10 | 107.344 | 107.339 | 107.749 | -2350.60 | 1718399.92 |
| 7645 | 2020.03.18 18:25 | buy | 1912 | 0.16 | 108.155 | 0.000 | 0.000 | ||
| 7646 | 2020.03.18 18:25 | modify | 1912 | 0.16 | 108.155 | 107.915 | 0.000 | ||
| 7647 | 2020.03.18 18:25 | modify | 1912 | 0.16 | 108.155 | 107.915 | 108.325 | ||
| 7648 | 2020.03.18 18:48 | s/l | 1912 | 0.16 | 107.925 | 107.915 | 108.325 | -3680.96 | 1714718.96 |
| 7649 | 2020.03.18 18:59 | buy | 1913 | 0.26 | 107.952 | 0.000 | 0.000 | ||
| 7650 | 2020.03.18 18:59 | modify | 1913 | 0.26 | 107.952 | 107.712 | 0.000 | ||