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 |
| 7951 | 2020.07.01 01:08 | modify | 1988 | 0.10 | 107.986 | 107.746 | 108.156 | ||
| 7952 | 2020.07.01 02:07 | s/l | 1988 | 0.10 | 107.756 | 107.746 | 108.156 | -2300.60 | 1715380.85 |
| 7953 | 2020.07.06 03:03 | buy | 1989 | 0.16 | 107.680 | 0.000 | 0.000 | ||
| 7954 | 2020.07.06 03:03 | modify | 1989 | 0.16 | 107.680 | 107.440 | 0.000 | ||
| 7955 | 2020.07.06 03:03 | modify | 1989 | 0.16 | 107.680 | 107.440 | 107.850 | ||
| 7956 | 2020.07.06 13:35 | s/l | 1989 | 0.16 | 107.447 | 107.440 | 107.850 | -3728.96 | 1711651.89 |
| 7957 | 2020.07.07 10:17 | buy | 1990 | 0.26 | 107.681 | 0.000 | 0.000 | ||
| 7958 | 2020.07.07 10:17 | modify | 1990 | 0.26 | 107.681 | 107.441 | 0.000 | ||
| 7959 | 2020.07.07 10:17 | modify | 1990 | 0.26 | 107.681 | 107.441 | 107.851 | ||
| 7960 | 2020.07.08 00:05 | close | 1990 | 0.26 | 107.636 | 107.441 | 107.851 | -924.07 | 1710727.82 |
| 7961 | 2020.07.08 03:33 | buy | 1991 | 0.42 | 107.607 | 0.000 | 0.000 | ||
| 7962 | 2020.07.08 03:33 | modify | 1991 | 0.42 | 107.607 | 107.367 | 0.000 | ||
| 7963 | 2020.07.08 03:33 | modify | 1991 | 0.42 | 107.607 | 107.367 | 107.777 | ||
| 7964 | 2020.07.08 16:11 | s/l | 1991 | 0.42 | 107.371 | 107.367 | 107.777 | -9914.51 | 1700813.31 |
| 7965 | 2020.07.14 00:51 | buy | 1992 | 0.67 | 107.262 | 0.000 | 0.000 | ||
| 7966 | 2020.07.14 00:51 | modify | 1992 | 0.67 | 107.262 | 107.022 | 0.000 | ||
| 7967 | 2020.07.14 00:51 | modify | 1992 | 0.67 | 107.262 | 107.022 | 107.432 | ||
| 7968 | 2020.07.14 05:06 | close | 1992 | 0.67 | 107.264 | 107.022 | 107.432 | 129.99 | 1700943.30 |
| 7969 | 2020.07.14 08:53 | buy | 1993 | 0.10 | 107.270 | 0.000 | 0.000 | ||
| 7970 | 2020.07.14 08:53 | modify | 1993 | 0.10 | 107.270 | 107.030 | 0.000 | ||
| 7971 | 2020.07.14 08:53 | modify | 1993 | 0.10 | 107.270 | 107.030 | 107.440 | ||
| 7972 | 2020.07.14 20:07 | close | 1993 | 0.10 | 107.279 | 107.030 | 107.440 | 89.40 | 1701032.70 |
| 7973 | 2020.07.16 11:40 | buy | 1994 | 0.10 | 107.098 | 0.000 | 0.000 | ||
| 7974 | 2020.07.16 11:40 | modify | 1994 | 0.10 | 107.098 | 106.858 | 0.000 | ||
| 7975 | 2020.07.16 11:40 | modify | 1994 | 0.10 | 107.098 | 106.858 | 107.268 | ||
| 7976 | 2020.07.16 17:06 | close | 1994 | 0.10 | 107.218 | 106.858 | 107.268 | 1199.40 | 1702232.10 |
| 7977 | 2020.07.16 20:09 | buy | 1995 | 0.10 | 107.317 | 0.000 | 0.000 | ||
| 7978 | 2020.07.16 20:09 | modify | 1995 | 0.10 | 107.317 | 107.077 | 0.000 | ||
| 7979 | 2020.07.16 20:09 | modify | 1995 | 0.10 | 107.317 | 107.077 | 107.487 | ||
| 7980 | 2020.07.17 11:59 | close | 1995 | 0.10 | 107.220 | 107.077 | 107.487 | -875.42 | 1701356.68 |
| 7981 | 2020.07.22 10:11 | buy | 1996 | 0.16 | 106.939 | 0.000 | 0.000 | ||
| 7982 | 2020.07.22 10:11 | modify | 1996 | 0.16 | 106.939 | 106.699 | 0.000 | ||
| 7983 | 2020.07.22 10:11 | modify | 1996 | 0.16 | 106.939 | 106.699 | 107.109 | ||
| 7984 | 2020.07.22 13:16 | t/p | 1996 | 0.16 | 107.109 | 106.699 | 107.109 | 2719.04 | 1704075.72 |
| 7985 | 2020.07.22 19:51 | buy | 1997 | 0.10 | 107.189 | 0.000 | 0.000 | ||
| 7986 | 2020.07.22 19:51 | modify | 1997 | 0.10 | 107.189 | 106.949 | 0.000 | ||
| 7987 | 2020.07.22 19:51 | modify | 1997 | 0.10 | 107.189 | 106.949 | 107.359 | ||
| 7988 | 2020.07.23 15:32 | s/l | 1997 | 0.10 | 106.946 | 106.949 | 107.359 | -2145.05 | 1701930.67 |
| 7989 | 2020.07.28 05:59 | buy | 1998 | 0.16 | 105.554 | 0.000 | 0.000 | ||
| 7990 | 2020.07.28 05:59 | modify | 1998 | 0.16 | 105.554 | 105.314 | 0.000 | ||
| 7991 | 2020.07.28 05:59 | modify | 1998 | 0.16 | 105.554 | 105.314 | 105.724 | ||
| 7992 | 2020.07.28 09:30 | s/l | 1998 | 0.16 | 105.311 | 105.314 | 105.724 | -3888.96 | 1698041.71 |
| 7993 | 2020.07.30 07:06 | buy | 1999 | 0.26 | 105.168 | 0.000 | 0.000 | ||
| 7994 | 2020.07.30 07:06 | modify | 1999 | 0.26 | 105.168 | 104.928 | 0.000 | ||
| 7995 | 2020.07.30 07:06 | modify | 1999 | 0.26 | 105.168 | 104.928 | 105.338 | ||
| 7996 | 2020.07.30 13:03 | s/l | 1999 | 0.26 | 104.931 | 104.928 | 105.338 | -6163.55 | 1691878.16 |
| 7997 | 2020.07.31 10:17 | buy | 2000 | 0.42 | 104.586 | 0.000 | 0.000 | ||
| 7998 | 2020.07.31 10:17 | modify | 2000 | 0.42 | 104.586 | 104.346 | 0.000 | ||
| 7999 | 2020.07.31 10:17 | modify | 2000 | 0.42 | 104.586 | 104.346 | 104.756 | ||
| 8000 | 2020.07.31 11:10 | t/p | 2000 | 0.42 | 104.763 | 104.346 | 104.756 | 7431.49 | 1699309.65 |
| 8001 | 2020.08.02 21:04 | buy | 2001 | 0.10 | 105.789 | 0.000 | 0.000 | ||
| 8002 | 2020.08.02 21:04 | modify | 2001 | 0.10 | 105.789 | 105.549 | 0.000 | ||
| 8003 | 2020.08.02 21:04 | modify | 2001 | 0.10 | 105.789 | 105.549 | 105.959 | ||
| 8004 | 2020.08.03 00:16 | t/p | 2001 | 0.10 | 105.961 | 105.549 | 105.959 | 1814.58 | 1701124.24 |
| 8005 | 2020.08.04 02:41 | buy | 2002 | 0.10 | 106.107 | 0.000 | 0.000 | ||
| 8006 | 2020.08.04 02:41 | modify | 2002 | 0.10 | 106.107 | 105.867 | 0.000 | ||
| 8007 | 2020.08.04 02:41 | modify | 2002 | 0.10 | 106.107 | 105.867 | 106.277 | ||
| 8008 | 2020.08.04 07:21 | s/l | 2002 | 0.10 | 105.872 | 105.867 | 106.277 | -2350.60 | 1698773.64 |
| 8009 | 2020.08.10 12:12 | buy | 2003 | 0.16 | 106.049 | 0.000 | 0.000 | ||
| 8010 | 2020.08.10 12:12 | modify | 2003 | 0.16 | 106.049 | 105.809 | 0.000 | ||
| 8011 | 2020.08.10 12:12 | modify | 2003 | 0.16 | 106.049 | 105.809 | 106.219 | ||
| 8012 | 2020.08.10 13:49 | s/l | 2003 | 0.16 | 105.819 | 105.809 | 106.219 | -3680.96 | 1695092.68 |
| 8013 | 2020.08.11 01:37 | buy | 2004 | 0.26 | 106.061 | 0.000 | 0.000 | ||
| 8014 | 2020.08.11 01:37 | modify | 2004 | 0.26 | 106.061 | 105.821 | 0.000 | ||
| 8015 | 2020.08.11 01:37 | modify | 2004 | 0.26 | 106.061 | 105.821 | 106.231 | ||
| 8016 | 2020.08.11 07:02 | t/p | 2004 | 0.26 | 106.224 | 105.821 | 106.231 | 4236.45 | 1699329.13 |
| 8017 | 2020.08.11 08:01 | buy | 2005 | 0.10 | 106.121 | 0.000 | 0.000 | ||
| 8018 | 2020.08.11 08:01 | modify | 2005 | 0.10 | 106.121 | 105.881 | 0.000 | ||
| 8019 | 2020.08.11 08:01 | modify | 2005 | 0.10 | 106.121 | 105.881 | 106.291 | ||
| 8020 | 2020.08.11 13:34 | t/p | 2005 | 0.10 | 106.298 | 105.881 | 106.291 | 1769.40 | 1701098.53 |
| 8021 | 2020.08.11 19:19 | buy | 2006 | 0.10 | 106.556 | 0.000 | 0.000 | ||
| 8022 | 2020.08.11 19:19 | modify | 2006 | 0.10 | 106.556 | 106.316 | 0.000 | ||
| 8023 | 2020.08.11 19:19 | modify | 2006 | 0.10 | 106.556 | 106.316 | 106.726 | ||
| 8024 | 2020.08.12 00:31 | close | 2006 | 0.10 | 106.645 | 106.316 | 106.726 | 984.58 | 1702083.11 |
| 8025 | 2020.08.12 05:49 | buy | 2007 | 0.10 | 106.708 | 0.000 | 0.000 | ||
| 8026 | 2020.08.12 05:49 | modify | 2007 | 0.10 | 106.708 | 106.468 | 0.000 | ||
| 8027 | 2020.08.12 05:49 | modify | 2007 | 0.10 | 106.708 | 106.468 | 106.878 | ||
| 8028 | 2020.08.12 10:21 | t/p | 2007 | 0.10 | 106.882 | 106.468 | 106.878 | 1739.40 | 1703822.51 |
| 8029 | 2020.08.12 13:00 | buy | 2008 | 0.10 | 106.781 | 0.000 | 0.000 | ||
| 8030 | 2020.08.12 13:00 | modify | 2008 | 0.10 | 106.781 | 106.541 | 0.000 | ||
| 8031 | 2020.08.12 13:00 | modify | 2008 | 0.10 | 106.781 | 106.541 | 106.951 | ||
| 8032 | 2020.08.12 14:48 | t/p | 2008 | 0.10 | 106.955 | 106.541 | 106.951 | 1739.40 | 1705561.91 |
| 8033 | 2020.08.13 12:57 | buy | 2009 | 0.10 | 106.886 | 0.000 | 0.000 | ||
| 8034 | 2020.08.13 12:57 | modify | 2009 | 0.10 | 106.886 | 106.646 | 0.000 | ||
| 8035 | 2020.08.13 12:57 | modify | 2009 | 0.10 | 106.886 | 106.646 | 107.056 | ||
| 8036 | 2020.08.13 18:27 | close | 2009 | 0.10 | 107.023 | 106.646 | 107.056 | 1369.40 | 1706931.31 |
| 8037 | 2020.08.13 18:55 | buy | 2010 | 0.10 | 106.912 | 0.000 | 0.000 | ||
| 8038 | 2020.08.13 18:55 | modify | 2010 | 0.10 | 106.912 | 106.672 | 0.000 | ||
| 8039 | 2020.08.13 18:55 | modify | 2010 | 0.10 | 106.912 | 106.672 | 107.082 | ||
| 8040 | 2020.08.14 08:53 | s/l | 2010 | 0.10 | 106.668 | 106.672 | 107.082 | -2345.42 | 1704585.90 |
| 8041 | 2020.08.19 06:08 | buy | 2011 | 0.16 | 105.507 | 0.000 | 0.000 | ||
| 8042 | 2020.08.19 06:08 | modify | 2011 | 0.16 | 105.507 | 105.267 | 0.000 | ||
| 8043 | 2020.08.19 06:08 | modify | 2011 | 0.16 | 105.507 | 105.267 | 105.677 | ||
| 8044 | 2020.08.19 10:22 | s/l | 2011 | 0.16 | 105.269 | 105.267 | 105.677 | -3808.96 | 1700776.94 |
| 8045 | 2020.08.19 18:04 | buy | 2012 | 0.26 | 105.649 | 0.000 | 0.000 | ||
| 8046 | 2020.08.19 18:04 | modify | 2012 | 0.26 | 105.649 | 105.409 | 0.000 | ||
| 8047 | 2020.08.19 18:04 | modify | 2012 | 0.26 | 105.649 | 105.409 | 105.819 | ||
| 8048 | 2020.08.19 18:07 | t/p | 2012 | 0.26 | 105.825 | 105.409 | 105.819 | 4574.45 | 1705351.39 |
| 8049 | 2020.08.19 21:57 | buy | 2013 | 0.10 | 105.981 | 0.000 | 0.000 | ||
| 8050 | 2020.08.19 21:57 | modify | 2013 | 0.10 | 105.981 | 105.741 | 0.000 | ||
| 8051 | 2020.08.19 21:57 | modify | 2013 | 0.10 | 105.981 | 105.741 | 106.151 | ||
| 8052 | 2020.08.20 00:03 | t/p | 2013 | 0.10 | 106.153 | 105.741 | 106.151 | 2004.95 | 1707356.34 |
| 8053 | 2020.08.20 00:48 | buy | 2014 | 0.10 | 106.028 | 0.000 | 0.000 | ||
| 8054 | 2020.08.20 00:48 | modify | 2014 | 0.10 | 106.028 | 105.788 | 0.000 | ||
| 8055 | 2020.08.20 00:48 | modify | 2014 | 0.10 | 106.028 | 105.788 | 106.198 | ||
| 8056 | 2020.08.20 01:20 | t/p | 2014 | 0.10 | 106.198 | 105.788 | 106.198 | 1699.40 | 1709055.74 |
| 8057 | 2020.08.20 04:02 | buy | 2015 | 0.10 | 106.024 | 0.000 | 0.000 | ||
| 8058 | 2020.08.20 04:02 | modify | 2015 | 0.10 | 106.024 | 105.784 | 0.000 | ||
| 8059 | 2020.08.20 04:02 | modify | 2015 | 0.10 | 106.024 | 105.784 | 106.194 | ||
| 8060 | 2020.08.20 12:36 | s/l | 2015 | 0.10 | 105.778 | 105.784 | 106.194 | -2460.60 | 1706595.14 |
| 8061 | 2020.08.21 17:42 | buy | 2016 | 0.16 | 105.845 | 0.000 | 0.000 | ||
| 8062 | 2020.08.21 17:42 | modify | 2016 | 0.16 | 105.845 | 105.605 | 0.000 | ||
| 8063 | 2020.08.21 17:42 | modify | 2016 | 0.16 | 105.845 | 105.605 | 106.015 | ||
| 8064 | 2020.08.23 22:38 | close | 2016 | 0.16 | 105.891 | 105.605 | 106.015 | 735.04 | 1707330.18 |
| 8065 | 2020.08.24 22:15 | buy | 2017 | 0.10 | 105.970 | 0.000 | 0.000 | ||
| 8066 | 2020.08.24 22:15 | modify | 2017 | 0.10 | 105.970 | 105.730 | 0.000 | ||
| 8067 | 2020.08.24 22:15 | modify | 2017 | 0.10 | 105.970 | 105.730 | 106.140 | ||
| 8068 | 2020.08.25 00:05 | close | 2017 | 0.10 | 106.045 | 105.730 | 106.140 | 844.58 | 1708174.77 |
| 8069 | 2020.08.25 12:02 | buy | 2018 | 0.10 | 106.339 | 0.000 | 0.000 | ||
| 8070 | 2020.08.25 12:02 | modify | 2018 | 0.10 | 106.339 | 106.099 | 0.000 | ||
| 8071 | 2020.08.25 12:02 | modify | 2018 | 0.10 | 106.339 | 106.099 | 106.509 | ||
| 8072 | 2020.08.25 14:46 | t/p | 2018 | 0.10 | 106.512 | 106.099 | 106.509 | 1729.40 | 1709904.17 |
| 8073 | 2020.08.25 15:55 | buy | 2019 | 0.10 | 106.406 | 0.000 | 0.000 | ||
| 8074 | 2020.08.25 15:55 | modify | 2019 | 0.10 | 106.406 | 106.166 | 0.000 | ||
| 8075 | 2020.08.25 15:55 | modify | 2019 | 0.10 | 106.406 | 106.166 | 106.576 | ||
| 8076 | 2020.08.26 00:01 | close | 2019 | 0.10 | 106.451 | 106.166 | 106.576 | 544.58 | 1710448.75 |
| 8077 | 2020.08.27 21:28 | buy | 2020 | 0.10 | 106.547 | 0.000 | 0.000 | ||
| 8078 | 2020.08.27 21:28 | modify | 2020 | 0.10 | 106.547 | 106.307 | 0.000 | ||
| 8079 | 2020.08.27 21:28 | modify | 2020 | 0.10 | 106.547 | 106.307 | 106.717 | ||
| 8080 | 2020.08.27 23:27 | close | 2020 | 0.10 | 106.659 | 106.307 | 106.717 | 1119.40 | 1711568.15 |
| 8081 | 2020.08.28 04:30 | buy | 2021 | 0.10 | 106.800 | 0.000 | 0.000 | ||
| 8082 | 2020.08.28 04:30 | modify | 2021 | 0.10 | 106.800 | 106.560 | 0.000 | ||
| 8083 | 2020.08.28 04:30 | modify | 2021 | 0.10 | 106.800 | 106.560 | 106.970 | ||
| 8084 | 2020.08.28 05:07 | s/l | 2021 | 0.10 | 106.570 | 106.560 | 106.970 | -2300.60 | 1709267.55 |
| 8085 | 2020.08.31 15:14 | buy | 2022 | 0.16 | 105.922 | 0.000 | 0.000 | ||
| 8086 | 2020.08.31 15:14 | modify | 2022 | 0.16 | 105.922 | 105.682 | 0.000 | ||
| 8087 | 2020.08.31 15:14 | modify | 2022 | 0.16 | 105.922 | 105.682 | 106.092 | ||
| 8088 | 2020.08.31 23:54 | close | 2022 | 0.16 | 105.997 | 105.682 | 106.092 | 1199.04 | 1710466.59 |
| 8089 | 2020.09.03 12:59 | buy | 2023 | 0.10 | 106.399 | 0.000 | 0.000 | ||
| 8090 | 2020.09.03 12:59 | modify | 2023 | 0.10 | 106.399 | 106.159 | 0.000 | ||
| 8091 | 2020.09.03 12:59 | modify | 2023 | 0.10 | 106.399 | 106.159 | 106.569 | ||
| 8092 | 2020.09.03 14:49 | s/l | 2023 | 0.10 | 106.163 | 106.159 | 106.569 | -2360.60 | 1708105.99 |
| 8093 | 2020.09.04 14:37 | buy | 2024 | 0.16 | 106.335 | 0.000 | 0.000 | ||
| 8094 | 2020.09.04 14:37 | modify | 2024 | 0.16 | 106.335 | 106.095 | 0.000 | ||
| 8095 | 2020.09.04 14:37 | modify | 2024 | 0.16 | 106.335 | 106.095 | 106.505 | ||
| 8096 | 2020.09.07 00:53 | close | 2024 | 0.16 | 106.357 | 106.095 | 106.505 | 503.34 | 1708609.32 |
| 8097 | 2020.09.07 19:21 | buy | 2025 | 0.10 | 106.298 | 0.000 | 0.000 | ||
| 8098 | 2020.09.07 19:21 | modify | 2025 | 0.10 | 106.298 | 106.058 | 0.000 | ||
| 8099 | 2020.09.07 19:21 | modify | 2025 | 0.10 | 106.298 | 106.058 | 106.468 | ||
| 8100 | 2020.09.08 09:02 | close | 2025 | 0.10 | 106.334 | 106.058 | 106.468 | 454.58 | 1709063.91 |