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 |
| 8251 | 2020.11.23 17:37 | modify | 2063 | 0.42 | 104.301 | 104.061 | 104.471 | ||
| 8252 | 2020.11.23 19:07 | t/p | 2063 | 0.42 | 104.462 | 104.061 | 104.471 | 6759.49 | 1704040.61 |
| 8253 | 2020.11.23 22:17 | buy | 2064 | 0.10 | 104.511 | 0.000 | 0.000 | ||
| 8254 | 2020.11.23 22:17 | modify | 2064 | 0.10 | 104.511 | 104.271 | 0.000 | ||
| 8255 | 2020.11.23 22:17 | modify | 2064 | 0.10 | 104.511 | 104.271 | 104.681 | ||
| 8256 | 2020.11.24 00:04 | close | 2064 | 0.10 | 104.596 | 104.271 | 104.681 | 944.58 | 1704985.20 |
| 8257 | 2020.11.24 04:52 | buy | 2065 | 0.10 | 104.525 | 0.000 | 0.000 | ||
| 8258 | 2020.11.24 04:52 | modify | 2065 | 0.10 | 104.525 | 104.285 | 0.000 | ||
| 8259 | 2020.11.24 04:52 | modify | 2065 | 0.10 | 104.525 | 104.285 | 104.695 | ||
| 8260 | 2020.11.24 08:18 | s/l | 2065 | 0.10 | 104.274 | 104.285 | 104.695 | -2510.60 | 1702474.60 |
| 8261 | 2020.11.24 16:35 | buy | 2066 | 0.16 | 104.599 | 0.000 | 0.000 | ||
| 8262 | 2020.11.24 16:35 | modify | 2066 | 0.16 | 104.599 | 104.359 | 0.000 | ||
| 8263 | 2020.11.24 16:35 | modify | 2066 | 0.16 | 104.599 | 104.359 | 104.769 | ||
| 8264 | 2020.11.24 23:24 | close | 2066 | 0.16 | 104.543 | 104.359 | 104.769 | -896.96 | 1701577.64 |
| 8265 | 2020.11.30 09:52 | buy | 2067 | 0.26 | 104.111 | 0.000 | 0.000 | ||
| 8266 | 2020.11.30 09:52 | modify | 2067 | 0.26 | 104.111 | 103.871 | 0.000 | ||
| 8267 | 2020.11.30 09:52 | modify | 2067 | 0.26 | 104.111 | 103.871 | 104.281 | ||
| 8268 | 2020.11.30 14:44 | t/p | 2067 | 0.26 | 104.293 | 103.871 | 104.281 | 4730.45 | 1706308.09 |
| 8269 | 2020.11.30 18:49 | buy | 2068 | 0.10 | 104.275 | 0.000 | 0.000 | ||
| 8270 | 2020.11.30 18:49 | modify | 2068 | 0.10 | 104.275 | 104.035 | 0.000 | ||
| 8271 | 2020.11.30 18:49 | modify | 2068 | 0.10 | 104.275 | 104.035 | 104.445 | ||
| 8272 | 2020.11.30 21:02 | close | 2068 | 0.10 | 104.410 | 104.035 | 104.445 | 1349.40 | 1707657.49 |
| 8273 | 2020.11.30 21:57 | buy | 2069 | 0.10 | 104.331 | 0.000 | 0.000 | ||
| 8274 | 2020.11.30 21:57 | modify | 2069 | 0.10 | 104.331 | 104.091 | 0.000 | ||
| 8275 | 2020.11.30 21:57 | modify | 2069 | 0.10 | 104.331 | 104.091 | 104.501 | ||
| 8276 | 2020.12.01 03:22 | close | 2069 | 0.10 | 104.426 | 104.091 | 104.501 | 1044.58 | 1708702.07 |
| 8277 | 2020.12.01 04:57 | buy | 2070 | 0.10 | 104.382 | 0.000 | 0.000 | ||
| 8278 | 2020.12.01 04:57 | modify | 2070 | 0.10 | 104.382 | 104.142 | 0.000 | ||
| 8279 | 2020.12.01 04:57 | modify | 2070 | 0.10 | 104.382 | 104.142 | 104.552 | ||
| 8280 | 2020.12.01 15:06 | t/p | 2070 | 0.10 | 104.551 | 104.142 | 104.552 | 1689.40 | 1710391.47 |
| 8281 | 2020.12.02 12:58 | buy | 2071 | 0.10 | 104.670 | 0.000 | 0.000 | ||
| 8282 | 2020.12.02 12:58 | modify | 2071 | 0.10 | 104.670 | 104.430 | 0.000 | ||
| 8283 | 2020.12.02 12:58 | modify | 2071 | 0.10 | 104.670 | 104.430 | 104.840 | ||
| 8284 | 2020.12.02 15:33 | s/l | 2071 | 0.10 | 104.438 | 104.430 | 104.840 | -2320.60 | 1708070.87 |
| 8285 | 2020.12.04 17:35 | buy | 2072 | 0.16 | 104.099 | 0.000 | 0.000 | ||
| 8286 | 2020.12.04 17:35 | modify | 2072 | 0.16 | 104.099 | 103.859 | 0.000 | ||
| 8287 | 2020.12.04 17:35 | modify | 2072 | 0.16 | 104.099 | 103.859 | 104.269 | ||
| 8288 | 2020.12.07 05:47 | close | 2072 | 0.16 | 104.095 | 103.859 | 104.269 | 87.34 | 1708158.21 |
| 8289 | 2020.12.09 08:54 | buy | 2073 | 0.26 | 104.199 | 0.000 | 0.000 | ||
| 8290 | 2020.12.09 08:54 | modify | 2073 | 0.26 | 104.199 | 103.959 | 0.000 | ||
| 8291 | 2020.12.09 08:54 | modify | 2073 | 0.26 | 104.199 | 103.959 | 104.369 | ||
| 8292 | 2020.12.09 15:01 | close | 2073 | 0.26 | 104.246 | 103.959 | 104.369 | 1220.45 | 1709378.66 |
| 8293 | 2020.12.09 18:26 | buy | 2074 | 0.10 | 104.295 | 0.000 | 0.000 | ||
| 8294 | 2020.12.09 18:26 | modify | 2074 | 0.10 | 104.295 | 104.055 | 0.000 | ||
| 8295 | 2020.12.09 18:26 | modify | 2074 | 0.10 | 104.295 | 104.055 | 104.465 | ||
| 8296 | 2020.12.10 02:07 | close | 2074 | 0.10 | 104.334 | 104.055 | 104.465 | 674.95 | 1710053.61 |
| 8297 | 2020.12.10 09:44 | buy | 2075 | 0.10 | 104.490 | 0.000 | 0.000 | ||
| 8298 | 2020.12.10 09:44 | modify | 2075 | 0.10 | 104.490 | 104.250 | 0.000 | ||
| 8299 | 2020.12.10 09:44 | modify | 2075 | 0.10 | 104.490 | 104.250 | 104.660 | ||
| 8300 | 2020.12.10 14:58 | s/l | 2075 | 0.10 | 104.251 | 104.250 | 104.660 | -2390.60 | 1707663.01 |
| 8301 | 2020.12.18 06:12 | buy | 2076 | 0.16 | 103.392 | 0.000 | 0.000 | ||
| 8302 | 2020.12.18 06:12 | modify | 2076 | 0.16 | 103.392 | 103.152 | 0.000 | ||
| 8303 | 2020.12.18 06:12 | modify | 2076 | 0.16 | 103.392 | 103.152 | 103.562 | ||
| 8304 | 2020.12.18 08:05 | close | 2076 | 0.16 | 103.545 | 103.152 | 103.562 | 2447.04 | 1710110.05 |
| 8305 | 2020.12.18 10:50 | buy | 2077 | 0.10 | 103.473 | 0.000 | 0.000 | ||
| 8306 | 2020.12.18 10:50 | modify | 2077 | 0.10 | 103.473 | 103.233 | 0.000 | ||
| 8307 | 2020.12.18 10:50 | modify | 2077 | 0.10 | 103.473 | 103.233 | 103.643 | ||
| 8308 | 2020.12.18 12:37 | s/l | 2077 | 0.10 | 103.236 | 103.233 | 103.643 | -2370.60 | 1707739.45 |
| 8309 | 2020.12.21 11:41 | buy | 2078 | 0.16 | 103.696 | 0.000 | 0.000 | ||
| 8310 | 2020.12.21 11:41 | modify | 2078 | 0.16 | 103.696 | 103.456 | 0.000 | ||
| 8311 | 2020.12.21 11:41 | modify | 2078 | 0.16 | 103.696 | 103.456 | 103.866 | ||
| 8312 | 2020.12.21 13:41 | s/l | 2078 | 0.16 | 103.459 | 103.456 | 103.866 | -3792.96 | 1703946.49 |
| 8313 | 2020.12.22 21:02 | buy | 2079 | 0.26 | 103.674 | 0.000 | 0.000 | ||
| 8314 | 2020.12.22 21:02 | modify | 2079 | 0.26 | 103.674 | 103.434 | 0.000 | ||
| 8315 | 2020.12.22 21:02 | modify | 2079 | 0.26 | 103.674 | 103.434 | 103.844 | ||
| 8316 | 2020.12.23 05:40 | s/l | 2079 | 0.26 | 103.440 | 103.434 | 103.844 | -5838.07 | 1698108.42 |
| 8317 | 2020.12.23 20:42 | buy | 2080 | 0.42 | 103.586 | 0.000 | 0.000 | ||
| 8318 | 2020.12.23 20:42 | modify | 2080 | 0.42 | 103.586 | 103.346 | 0.000 | ||
| 8319 | 2020.12.23 20:42 | modify | 2080 | 0.42 | 103.586 | 103.346 | 103.756 | ||
| 8320 | 2020.12.24 09:37 | close | 2080 | 0.42 | 103.651 | 103.346 | 103.756 | 3926.81 | 1702035.23 |
| 8321 | 2020.12.24 11:04 | buy | 2081 | 0.10 | 103.617 | 0.000 | 0.000 | ||
| 8322 | 2020.12.24 11:04 | modify | 2081 | 0.10 | 103.617 | 103.377 | 0.000 | ||
| 8323 | 2020.12.24 11:04 | modify | 2081 | 0.10 | 103.617 | 103.377 | 103.787 | ||
| 8324 | 2020.12.24 15:04 | close | 2081 | 0.10 | 103.756 | 103.377 | 103.787 | 1389.40 | 1703424.63 |
| 8325 | 2020.12.28 13:02 | buy | 2082 | 0.10 | 103.585 | 0.000 | 0.000 | ||
| 8326 | 2020.12.28 13:02 | modify | 2082 | 0.10 | 103.585 | 103.345 | 0.000 | ||
| 8327 | 2020.12.28 13:02 | modify | 2082 | 0.10 | 103.585 | 103.345 | 103.755 | ||
| 8328 | 2020.12.28 15:34 | close | 2082 | 0.10 | 103.714 | 103.345 | 103.755 | 1289.40 | 1704714.03 |
| 8329 | 2020.12.28 18:30 | buy | 2083 | 0.10 | 103.806 | 0.000 | 0.000 | ||
| 8330 | 2020.12.28 18:30 | modify | 2083 | 0.10 | 103.806 | 103.566 | 0.000 | ||
| 8331 | 2020.12.28 18:30 | modify | 2083 | 0.10 | 103.806 | 103.566 | 103.976 | ||
| 8332 | 2020.12.29 13:05 | close | 2083 | 0.10 | 103.730 | 103.566 | 103.976 | -665.42 | 1704048.62 |
| 8333 | 2021.01.04 22:03 | buy | 2084 | 0.16 | 103.127 | 0.000 | 0.000 | ||
| 8334 | 2021.01.04 22:03 | modify | 2084 | 0.16 | 103.127 | 102.887 | 0.000 | ||
| 8335 | 2021.01.04 22:03 | modify | 2084 | 0.16 | 103.127 | 102.887 | 103.297 | ||
| 8336 | 2021.01.05 06:51 | s/l | 2084 | 0.16 | 102.886 | 102.887 | 103.297 | -3704.66 | 1700343.95 |
| 8337 | 2021.01.07 12:46 | buy | 2085 | 0.26 | 103.578 | 0.000 | 0.000 | ||
| 8338 | 2021.01.07 12:46 | modify | 2085 | 0.26 | 103.578 | 103.338 | 0.000 | ||
| 8339 | 2021.01.07 12:46 | modify | 2085 | 0.26 | 103.578 | 103.338 | 103.748 | ||
| 8340 | 2021.01.07 14:29 | t/p | 2085 | 0.26 | 103.745 | 103.338 | 103.748 | 4340.45 | 1704684.40 |
| 8341 | 2021.01.07 18:33 | buy | 2086 | 0.10 | 103.830 | 0.000 | 0.000 | ||
| 8342 | 2021.01.07 18:33 | modify | 2086 | 0.10 | 103.830 | 103.590 | 0.000 | ||
| 8343 | 2021.01.07 18:33 | modify | 2086 | 0.10 | 103.830 | 103.590 | 104.000 | ||
| 8344 | 2021.01.08 01:15 | close | 2086 | 0.10 | 103.960 | 103.590 | 104.000 | 1394.58 | 1706078.99 |
| 8345 | 2021.01.08 02:48 | buy | 2087 | 0.10 | 103.840 | 0.000 | 0.000 | ||
| 8346 | 2021.01.08 02:48 | modify | 2087 | 0.10 | 103.840 | 103.600 | 0.000 | ||
| 8347 | 2021.01.08 02:48 | modify | 2087 | 0.10 | 103.840 | 103.600 | 104.010 | ||
| 8348 | 2021.01.08 08:05 | t/p | 2087 | 0.10 | 104.007 | 103.600 | 104.010 | 1669.40 | 1707748.39 |
| 8349 | 2021.01.13 12:34 | buy | 2088 | 0.10 | 103.887 | 0.000 | 0.000 | ||
| 8350 | 2021.01.13 12:34 | modify | 2088 | 0.10 | 103.887 | 103.647 | 0.000 | ||
| 8351 | 2021.01.13 12:34 | modify | 2088 | 0.10 | 103.887 | 103.647 | 104.057 | ||
| 8352 | 2021.01.14 02:29 | close | 2088 | 0.10 | 104.025 | 103.647 | 104.057 | 1664.95 | 1709413.34 |
| 8353 | 2021.01.14 05:15 | buy | 2089 | 0.10 | 104.007 | 0.000 | 0.000 | ||
| 8354 | 2021.01.14 05:15 | modify | 2089 | 0.10 | 104.007 | 103.767 | 0.000 | ||
| 8355 | 2021.01.14 05:15 | modify | 2089 | 0.10 | 104.007 | 103.767 | 104.177 | ||
| 8356 | 2021.01.14 13:01 | close | 2089 | 0.10 | 104.076 | 103.767 | 104.177 | 689.40 | 1710102.74 |
| 8357 | 2021.01.15 19:44 | buy | 2090 | 0.10 | 103.826 | 0.000 | 0.000 | ||
| 8358 | 2021.01.15 19:44 | modify | 2090 | 0.10 | 103.826 | 103.586 | 0.000 | ||
| 8359 | 2021.01.15 19:44 | modify | 2090 | 0.10 | 103.826 | 103.586 | 103.996 | ||
| 8360 | 2021.01.19 01:57 | close | 2090 | 0.10 | 103.800 | 103.586 | 103.996 | -70.23 | 1710032.51 |
| 8361 | 2021.01.19 07:57 | buy | 2091 | 0.16 | 103.999 | 0.000 | 0.000 | ||
| 8362 | 2021.01.19 07:57 | modify | 2091 | 0.16 | 103.999 | 103.759 | 0.000 | ||
| 8363 | 2021.01.19 07:57 | modify | 2091 | 0.16 | 103.999 | 103.759 | 104.169 | ||
| 8364 | 2021.01.20 02:03 | s/l | 2091 | 0.16 | 103.755 | 103.759 | 104.169 | -3752.66 | 1706279.85 |
| 8365 | 2021.01.22 08:28 | buy | 2092 | 0.26 | 103.634 | 0.000 | 0.000 | ||
| 8366 | 2021.01.22 08:28 | modify | 2092 | 0.26 | 103.634 | 103.394 | 0.000 | ||
| 8367 | 2021.01.22 08:28 | modify | 2092 | 0.26 | 103.634 | 103.394 | 103.804 | ||
| 8368 | 2021.01.22 12:57 | close | 2092 | 0.26 | 103.763 | 103.394 | 103.804 | 3352.45 | 1709632.30 |
| 8369 | 2021.01.22 15:05 | buy | 2093 | 0.10 | 103.778 | 0.000 | 0.000 | ||
| 8370 | 2021.01.22 15:05 | modify | 2093 | 0.10 | 103.778 | 103.538 | 0.000 | ||
| 8371 | 2021.01.22 15:05 | modify | 2093 | 0.10 | 103.778 | 103.538 | 103.948 | ||
| 8372 | 2021.01.25 10:28 | close | 2093 | 0.10 | 103.835 | 103.538 | 103.948 | 664.58 | 1710296.88 |
| 8373 | 2021.01.25 12:47 | buy | 2094 | 0.10 | 103.809 | 0.000 | 0.000 | ||
| 8374 | 2021.01.25 12:47 | modify | 2094 | 0.10 | 103.809 | 103.569 | 0.000 | ||
| 8375 | 2021.01.25 12:47 | modify | 2094 | 0.10 | 103.809 | 103.569 | 103.979 | ||
| 8376 | 2021.01.25 14:49 | close | 2094 | 0.10 | 103.910 | 103.569 | 103.979 | 1009.40 | 1711306.28 |
| 8377 | 2021.01.27 21:15 | buy | 2095 | 0.10 | 104.121 | 0.000 | 0.000 | ||
| 8378 | 2021.01.27 21:15 | modify | 2095 | 0.10 | 104.121 | 103.881 | 0.000 | ||
| 8379 | 2021.01.27 21:15 | modify | 2095 | 0.10 | 104.121 | 103.881 | 104.291 | ||
| 8380 | 2021.01.28 00:13 | close | 2095 | 0.10 | 104.271 | 103.881 | 104.291 | 1784.95 | 1713091.23 |
| 8381 | 2021.02.01 12:11 | buy | 2096 | 0.10 | 104.860 | 0.000 | 0.000 | ||
| 8382 | 2021.02.01 12:11 | modify | 2096 | 0.10 | 104.860 | 104.620 | 0.000 | ||
| 8383 | 2021.02.01 12:11 | modify | 2096 | 0.10 | 104.860 | 104.620 | 105.030 | ||
| 8384 | 2021.02.01 18:03 | t/p | 2096 | 0.10 | 105.040 | 104.620 | 105.030 | 1799.40 | 1714890.63 |
| 8385 | 2021.02.01 18:19 | buy | 2097 | 0.10 | 104.937 | 0.000 | 0.000 | ||
| 8386 | 2021.02.01 18:19 | modify | 2097 | 0.10 | 104.937 | 104.697 | 0.000 | ||
| 8387 | 2021.02.01 18:19 | modify | 2097 | 0.10 | 104.937 | 104.697 | 105.107 | ||
| 8388 | 2021.02.02 05:28 | close | 2097 | 0.10 | 105.011 | 104.697 | 105.107 | 834.58 | 1715725.22 |
| 8389 | 2021.02.02 07:40 | buy | 2098 | 0.10 | 104.966 | 0.000 | 0.000 | ||
| 8390 | 2021.02.02 07:40 | modify | 2098 | 0.10 | 104.966 | 104.726 | 0.000 | ||
| 8391 | 2021.02.02 07:40 | modify | 2098 | 0.10 | 104.966 | 104.726 | 105.136 | ||
| 8392 | 2021.02.02 11:39 | close | 2098 | 0.10 | 105.049 | 104.726 | 105.136 | 829.40 | 1716554.62 |
| 8393 | 2021.02.04 08:14 | buy | 2099 | 0.10 | 105.154 | 0.000 | 0.000 | ||
| 8394 | 2021.02.04 08:14 | modify | 2099 | 0.10 | 105.154 | 104.914 | 0.000 | ||
| 8395 | 2021.02.04 08:14 | modify | 2099 | 0.10 | 105.154 | 104.914 | 105.324 | ||
| 8396 | 2021.02.04 11:59 | t/p | 2099 | 0.10 | 105.335 | 104.914 | 105.324 | 1809.40 | 1718364.02 |
| 8397 | 2021.02.04 12:57 | buy | 2100 | 0.10 | 105.247 | 0.000 | 0.000 | ||
| 8398 | 2021.02.04 12:57 | modify | 2100 | 0.10 | 105.247 | 105.007 | 0.000 | ||
| 8399 | 2021.02.04 12:57 | modify | 2100 | 0.10 | 105.247 | 105.007 | 105.417 | ||
| 8400 | 2021.02.04 14:40 | close | 2100 | 0.10 | 105.380 | 105.007 | 105.417 | 1329.40 | 1719693.42 |