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 |
| 8401 | 2021.02.04 22:00 | buy | 2101 | 0.10 | 105.514 | 0.000 | 0.000 | ||
| 8402 | 2021.02.04 22:00 | modify | 2101 | 0.10 | 105.514 | 105.274 | 0.000 | ||
| 8403 | 2021.02.04 22:00 | modify | 2101 | 0.10 | 105.514 | 105.274 | 105.684 | ||
| 8404 | 2021.02.05 00:14 | close | 2101 | 0.10 | 105.637 | 105.274 | 105.684 | 1324.58 | 1721018.00 |
| 8405 | 2021.02.05 00:30 | buy | 2102 | 0.10 | 105.538 | 0.000 | 0.000 | ||
| 8406 | 2021.02.05 00:30 | modify | 2102 | 0.10 | 105.538 | 105.298 | 0.000 | ||
| 8407 | 2021.02.05 00:30 | modify | 2102 | 0.10 | 105.538 | 105.298 | 105.708 | ||
| 8408 | 2021.02.05 10:26 | close | 2102 | 0.10 | 105.552 | 105.298 | 105.708 | 139.40 | 1721157.40 |
| 8409 | 2021.02.05 13:31 | buy | 2103 | 0.10 | 105.585 | 0.000 | 0.000 | ||
| 8410 | 2021.02.05 13:31 | modify | 2103 | 0.10 | 105.585 | 105.345 | 0.000 | ||
| 8411 | 2021.02.05 13:31 | modify | 2103 | 0.10 | 105.585 | 105.345 | 105.755 | ||
| 8412 | 2021.02.05 13:57 | t/p | 2103 | 0.10 | 105.746 | 105.345 | 105.755 | 1609.40 | 1722766.80 |
| 8413 | 2021.02.08 12:52 | buy | 2104 | 0.10 | 105.578 | 0.000 | 0.000 | ||
| 8414 | 2021.02.08 12:52 | modify | 2104 | 0.10 | 105.578 | 105.338 | 0.000 | ||
| 8415 | 2021.02.08 12:52 | modify | 2104 | 0.10 | 105.578 | 105.338 | 105.748 | ||
| 8416 | 2021.02.08 14:39 | s/l | 2104 | 0.10 | 105.337 | 105.338 | 105.748 | -2410.60 | 1720356.20 |
| 8417 | 2021.02.11 13:02 | buy | 2105 | 0.16 | 104.692 | 0.000 | 0.000 | ||
| 8418 | 2021.02.11 13:02 | modify | 2105 | 0.16 | 104.692 | 104.452 | 0.000 | ||
| 8419 | 2021.02.11 13:02 | modify | 2105 | 0.16 | 104.692 | 104.452 | 104.862 | ||
| 8420 | 2021.02.12 05:59 | t/p | 2105 | 0.16 | 104.870 | 104.452 | 104.862 | 2999.34 | 1723355.54 |
| 8421 | 2021.02.12 10:28 | buy | 2106 | 0.10 | 104.971 | 0.000 | 0.000 | ||
| 8422 | 2021.02.12 10:28 | modify | 2106 | 0.10 | 104.971 | 104.731 | 0.000 | ||
| 8423 | 2021.02.12 10:28 | modify | 2106 | 0.10 | 104.971 | 104.731 | 105.141 | ||
| 8424 | 2021.02.14 23:28 | close | 2106 | 0.10 | 105.052 | 104.731 | 105.141 | 809.40 | 1724164.94 |
| 8425 | 2021.02.15 01:42 | buy | 2107 | 0.10 | 105.015 | 0.000 | 0.000 | ||
| 8426 | 2021.02.15 01:42 | modify | 2107 | 0.10 | 105.015 | 104.775 | 0.000 | ||
| 8427 | 2021.02.15 01:42 | modify | 2107 | 0.10 | 105.015 | 104.775 | 105.185 | ||
| 8428 | 2021.02.15 06:46 | close | 2107 | 0.10 | 105.144 | 104.775 | 105.185 | 1289.40 | 1725454.34 |
| 8429 | 2021.02.15 11:59 | buy | 2108 | 0.10 | 105.278 | 0.000 | 0.000 | ||
| 8430 | 2021.02.15 11:59 | modify | 2108 | 0.10 | 105.278 | 105.038 | 0.000 | ||
| 8431 | 2021.02.15 11:59 | modify | 2108 | 0.10 | 105.278 | 105.038 | 105.448 | ||
| 8432 | 2021.02.15 21:58 | close | 2108 | 0.10 | 105.369 | 105.038 | 105.448 | 909.40 | 1726363.74 |
| 8433 | 2021.02.17 01:48 | buy | 2109 | 0.10 | 106.051 | 0.000 | 0.000 | ||
| 8434 | 2021.02.17 01:48 | modify | 2109 | 0.10 | 106.051 | 105.811 | 0.000 | ||
| 8435 | 2021.02.17 01:48 | modify | 2109 | 0.10 | 106.051 | 105.811 | 106.221 | ||
| 8436 | 2021.02.17 07:31 | close | 2109 | 0.10 | 106.079 | 105.811 | 106.221 | 279.40 | 1726643.14 |
| 8437 | 2021.02.22 09:38 | buy | 2110 | 0.10 | 105.718 | 0.000 | 0.000 | ||
| 8438 | 2021.02.22 09:38 | modify | 2110 | 0.10 | 105.718 | 105.478 | 0.000 | ||
| 8439 | 2021.02.22 09:38 | modify | 2110 | 0.10 | 105.718 | 105.478 | 105.888 | ||
| 8440 | 2021.02.22 11:39 | s/l | 2110 | 0.10 | 105.486 | 105.478 | 105.888 | -2320.60 | 1724322.54 |
| 8441 | 2021.02.23 11:56 | buy | 2111 | 0.16 | 105.244 | 0.000 | 0.000 | ||
| 8442 | 2021.02.23 11:56 | modify | 2111 | 0.16 | 105.244 | 105.004 | 0.000 | ||
| 8443 | 2021.02.23 11:56 | modify | 2111 | 0.16 | 105.244 | 105.004 | 105.414 | ||
| 8444 | 2021.02.23 13:09 | close | 2111 | 0.16 | 105.389 | 105.004 | 105.414 | 2319.04 | 1726641.58 |
| 8445 | 2021.02.23 14:50 | buy | 2112 | 0.10 | 105.248 | 0.000 | 0.000 | ||
| 8446 | 2021.02.23 14:50 | modify | 2112 | 0.10 | 105.248 | 105.008 | 0.000 | ||
| 8447 | 2021.02.23 14:50 | modify | 2112 | 0.10 | 105.248 | 105.008 | 105.418 | ||
| 8448 | 2021.02.23 19:58 | close | 2112 | 0.10 | 105.314 | 105.008 | 105.418 | 659.40 | 1727300.98 |
| 8449 | 2021.02.23 21:47 | buy | 2113 | 0.10 | 105.259 | 0.000 | 0.000 | ||
| 8450 | 2021.02.23 21:47 | modify | 2113 | 0.10 | 105.259 | 105.019 | 0.000 | ||
| 8451 | 2021.02.23 21:47 | modify | 2113 | 0.10 | 105.259 | 105.019 | 105.429 | ||
| 8452 | 2021.02.24 00:54 | close | 2113 | 0.10 | 105.401 | 105.019 | 105.429 | 1514.58 | 1728815.56 |
| 8453 | 2021.02.24 05:33 | buy | 2114 | 0.10 | 105.473 | 0.000 | 0.000 | ||
| 8454 | 2021.02.24 05:33 | modify | 2114 | 0.10 | 105.473 | 105.233 | 0.000 | ||
| 8455 | 2021.02.24 05:33 | modify | 2114 | 0.10 | 105.473 | 105.233 | 105.643 | ||
| 8456 | 2021.02.24 08:43 | t/p | 2114 | 0.10 | 105.645 | 105.233 | 105.643 | 1719.40 | 1730534.96 |
| 8457 | 2021.02.24 16:02 | buy | 2115 | 0.10 | 105.897 | 0.000 | 0.000 | ||
| 8458 | 2021.02.24 16:02 | modify | 2115 | 0.10 | 105.897 | 105.657 | 0.000 | ||
| 8459 | 2021.02.24 16:02 | modify | 2115 | 0.10 | 105.897 | 105.657 | 106.067 | ||
| 8460 | 2021.02.25 00:10 | close | 2115 | 0.10 | 105.986 | 105.657 | 106.067 | 1174.95 | 1731709.91 |
| 8461 | 2021.02.25 02:31 | buy | 2116 | 0.10 | 106.012 | 0.000 | 0.000 | ||
| 8462 | 2021.02.25 02:31 | modify | 2116 | 0.10 | 106.012 | 105.772 | 0.000 | ||
| 8463 | 2021.02.25 02:31 | modify | 2116 | 0.10 | 106.012 | 105.772 | 106.182 | ||
| 8464 | 2021.02.25 07:39 | close | 2116 | 0.10 | 106.050 | 105.772 | 106.182 | 379.40 | 1732089.31 |
| 8465 | 2021.02.25 13:07 | buy | 2117 | 0.10 | 106.085 | 0.000 | 0.000 | ||
| 8466 | 2021.02.25 13:07 | modify | 2117 | 0.10 | 106.085 | 105.845 | 0.000 | ||
| 8467 | 2021.02.25 13:07 | modify | 2117 | 0.10 | 106.085 | 105.845 | 106.255 | ||
| 8468 | 2021.02.25 15:58 | t/p | 2117 | 0.10 | 106.256 | 105.845 | 106.255 | 1709.40 | 1733798.71 |
| 8469 | 2021.02.25 18:22 | buy | 2118 | 0.10 | 106.159 | 0.000 | 0.000 | ||
| 8470 | 2021.02.25 18:22 | modify | 2118 | 0.10 | 106.159 | 105.919 | 0.000 | ||
| 8471 | 2021.02.25 18:22 | modify | 2118 | 0.10 | 106.159 | 105.919 | 106.329 | ||
| 8472 | 2021.02.25 23:26 | t/p | 2118 | 0.10 | 106.332 | 105.919 | 106.329 | 1729.40 | 1735528.11 |
| 8473 | 2021.03.01 03:47 | buy | 2119 | 0.10 | 106.570 | 0.000 | 0.000 | ||
| 8474 | 2021.03.01 03:47 | modify | 2119 | 0.10 | 106.570 | 106.330 | 0.000 | ||
| 8475 | 2021.03.01 03:47 | modify | 2119 | 0.10 | 106.570 | 106.330 | 106.740 | ||
| 8476 | 2021.03.01 09:01 | close | 2119 | 0.10 | 106.719 | 106.330 | 106.740 | 1489.40 | 1737017.51 |
| 8477 | 2021.03.01 13:57 | buy | 2120 | 0.10 | 106.680 | 0.000 | 0.000 | ||
| 8478 | 2021.03.01 13:57 | modify | 2120 | 0.10 | 106.680 | 106.440 | 0.000 | ||
| 8479 | 2021.03.01 13:57 | modify | 2120 | 0.10 | 106.680 | 106.440 | 106.850 | ||
| 8480 | 2021.03.01 17:58 | close | 2120 | 0.10 | 106.806 | 106.440 | 106.850 | 1259.40 | 1738276.91 |
| 8481 | 2021.03.01 19:56 | buy | 2121 | 0.10 | 106.785 | 0.000 | 0.000 | ||
| 8482 | 2021.03.01 19:56 | modify | 2121 | 0.10 | 106.785 | 106.545 | 0.000 | ||
| 8483 | 2021.03.01 19:56 | modify | 2121 | 0.10 | 106.785 | 106.545 | 106.955 | ||
| 8484 | 2021.03.02 11:27 | t/p | 2121 | 0.10 | 106.957 | 106.545 | 106.955 | 1814.58 | 1740091.50 |
| 8485 | 2021.03.03 07:29 | buy | 2122 | 0.10 | 106.833 | 0.000 | 0.000 | ||
| 8486 | 2021.03.03 07:29 | modify | 2122 | 0.10 | 106.833 | 106.593 | 0.000 | ||
| 8487 | 2021.03.03 07:29 | modify | 2122 | 0.10 | 106.833 | 106.593 | 107.003 | ||
| 8488 | 2021.03.03 10:32 | close | 2122 | 0.10 | 106.943 | 106.593 | 107.003 | 1099.40 | 1741190.90 |
| 8489 | 2021.03.03 12:40 | buy | 2123 | 0.10 | 106.916 | 0.000 | 0.000 | ||
| 8490 | 2021.03.03 12:40 | modify | 2123 | 0.10 | 106.916 | 106.676 | 0.000 | ||
| 8491 | 2021.03.03 12:40 | modify | 2123 | 0.10 | 106.916 | 106.676 | 107.086 | ||
| 8492 | 2021.03.03 14:45 | close | 2123 | 0.10 | 107.077 | 106.676 | 107.086 | 1609.40 | 1742800.30 |
| 8493 | 2021.03.04 04:12 | buy | 2124 | 0.10 | 107.052 | 0.000 | 0.000 | ||
| 8494 | 2021.03.04 04:12 | modify | 2124 | 0.10 | 107.052 | 106.812 | 0.000 | ||
| 8495 | 2021.03.04 04:12 | modify | 2124 | 0.10 | 107.052 | 106.812 | 107.222 | ||
| 8496 | 2021.03.04 06:23 | close | 2124 | 0.10 | 107.116 | 106.812 | 107.222 | 639.40 | 1743439.70 |
| 8497 | 2021.03.04 14:37 | buy | 2125 | 0.10 | 107.380 | 0.000 | 0.000 | ||
| 8498 | 2021.03.04 14:37 | modify | 2125 | 0.10 | 107.380 | 107.140 | 0.000 | ||
| 8499 | 2021.03.04 14:37 | modify | 2125 | 0.10 | 107.380 | 107.140 | 107.550 | ||
| 8500 | 2021.03.04 15:19 | t/p | 2125 | 0.10 | 107.554 | 107.140 | 107.550 | 1739.40 | 1745179.10 |
| 8501 | 2021.03.05 00:09 | buy | 2126 | 0.10 | 107.940 | 0.000 | 0.000 | ||
| 8502 | 2021.03.05 00:09 | modify | 2126 | 0.10 | 107.940 | 107.700 | 0.000 | ||
| 8503 | 2021.03.05 00:09 | modify | 2126 | 0.10 | 107.940 | 107.700 | 108.110 | ||
| 8504 | 2021.03.05 04:17 | close | 2126 | 0.10 | 108.029 | 107.700 | 108.110 | 889.40 | 1746068.50 |
| 8505 | 2021.03.05 11:33 | buy | 2127 | 0.10 | 108.428 | 0.000 | 0.000 | ||
| 8506 | 2021.03.05 11:33 | modify | 2127 | 0.10 | 108.428 | 108.188 | 0.000 | ||
| 8507 | 2021.03.05 11:33 | modify | 2127 | 0.10 | 108.428 | 108.188 | 108.598 | ||
| 8508 | 2021.03.05 13:32 | t/p | 2127 | 0.10 | 108.595 | 108.188 | 108.598 | 1669.40 | 1747737.90 |
| 8509 | 2021.03.08 18:09 | buy | 2128 | 0.10 | 108.827 | 0.000 | 0.000 | ||
| 8510 | 2021.03.08 18:09 | modify | 2128 | 0.10 | 108.827 | 108.587 | 0.000 | ||
| 8511 | 2021.03.08 18:09 | modify | 2128 | 0.10 | 108.827 | 108.587 | 108.997 | ||
| 8512 | 2021.03.09 00:19 | t/p | 2128 | 0.10 | 109.005 | 108.587 | 108.997 | 1874.58 | 1749612.48 |
| 8513 | 2021.03.09 03:54 | buy | 2129 | 0.10 | 109.105 | 0.000 | 0.000 | ||
| 8514 | 2021.03.09 03:54 | modify | 2129 | 0.10 | 109.105 | 108.865 | 0.000 | ||
| 8515 | 2021.03.09 03:54 | modify | 2129 | 0.10 | 109.105 | 108.865 | 109.275 | ||
| 8516 | 2021.03.09 07:32 | s/l | 2129 | 0.10 | 108.855 | 108.865 | 109.275 | -2500.60 | 1747111.88 |
| 8517 | 2021.03.11 07:24 | buy | 2130 | 0.16 | 108.670 | 0.000 | 0.000 | ||
| 8518 | 2021.03.11 07:24 | modify | 2130 | 0.16 | 108.670 | 108.430 | 0.000 | ||
| 8519 | 2021.03.11 07:24 | modify | 2130 | 0.16 | 108.670 | 108.430 | 108.840 | ||
| 8520 | 2021.03.11 08:45 | s/l | 2130 | 0.16 | 108.436 | 108.430 | 108.840 | -3744.96 | 1743366.92 |
| 8521 | 2021.03.12 04:18 | buy | 2131 | 0.26 | 108.679 | 0.000 | 0.000 | ||
| 8522 | 2021.03.12 04:18 | modify | 2131 | 0.26 | 108.679 | 108.439 | 0.000 | ||
| 8523 | 2021.03.12 04:18 | modify | 2131 | 0.26 | 108.679 | 108.439 | 108.849 | ||
| 8524 | 2021.03.12 06:05 | close | 2131 | 0.26 | 108.835 | 108.439 | 108.849 | 4054.45 | 1747421.37 |
| 8525 | 2021.03.12 10:36 | buy | 2132 | 0.10 | 109.038 | 0.000 | 0.000 | ||
| 8526 | 2021.03.12 10:36 | modify | 2132 | 0.10 | 109.038 | 108.798 | 0.000 | ||
| 8527 | 2021.03.12 10:36 | modify | 2132 | 0.10 | 109.038 | 108.798 | 109.208 | ||
| 8528 | 2021.03.14 23:06 | close | 2132 | 0.10 | 109.132 | 108.798 | 109.208 | 939.40 | 1748360.77 |
| 8529 | 2021.03.15 00:18 | buy | 2133 | 0.10 | 109.062 | 0.000 | 0.000 | ||
| 8530 | 2021.03.15 00:18 | modify | 2133 | 0.10 | 109.062 | 108.822 | 0.000 | ||
| 8531 | 2021.03.15 00:18 | modify | 2133 | 0.10 | 109.062 | 108.822 | 109.232 | ||
| 8532 | 2021.03.15 05:24 | t/p | 2133 | 0.10 | 109.233 | 108.822 | 109.232 | 1709.40 | 1750070.17 |
| 8533 | 2021.03.15 07:34 | buy | 2134 | 0.10 | 109.186 | 0.000 | 0.000 | ||
| 8534 | 2021.03.15 07:34 | modify | 2134 | 0.10 | 109.186 | 108.946 | 0.000 | ||
| 8535 | 2021.03.15 07:34 | modify | 2134 | 0.10 | 109.186 | 108.946 | 109.356 | ||
| 8536 | 2021.03.16 07:50 | close | 2134 | 0.10 | 109.270 | 108.946 | 109.356 | 934.58 | 1751004.76 |
| 8537 | 2021.03.17 02:53 | buy | 2135 | 0.10 | 109.090 | 0.000 | 0.000 | ||
| 8538 | 2021.03.17 02:53 | modify | 2135 | 0.10 | 109.090 | 108.850 | 0.000 | ||
| 8539 | 2021.03.17 02:53 | modify | 2135 | 0.10 | 109.090 | 108.850 | 109.260 | ||
| 8540 | 2021.03.17 11:19 | close | 2135 | 0.10 | 109.192 | 108.850 | 109.260 | 1019.40 | 1752024.16 |
| 8541 | 2021.03.18 09:22 | buy | 2136 | 0.10 | 109.044 | 0.000 | 0.000 | ||
| 8542 | 2021.03.18 09:22 | modify | 2136 | 0.10 | 109.044 | 108.804 | 0.000 | ||
| 8543 | 2021.03.18 09:22 | modify | 2136 | 0.10 | 109.044 | 108.804 | 109.214 | ||
| 8544 | 2021.03.18 13:28 | t/p | 2136 | 0.10 | 109.216 | 108.804 | 109.214 | 1719.40 | 1753743.56 |
| 8545 | 2021.03.22 22:21 | buy | 2137 | 0.10 | 108.819 | 0.000 | 0.000 | ||
| 8546 | 2021.03.22 22:21 | modify | 2137 | 0.10 | 108.819 | 108.579 | 0.000 | ||
| 8547 | 2021.03.22 22:21 | modify | 2137 | 0.10 | 108.819 | 108.579 | 108.989 | ||
| 8548 | 2021.03.23 10:02 | s/l | 2137 | 0.10 | 108.580 | 108.579 | 108.989 | -2295.42 | 1751448.14 |
| 8549 | 2021.03.24 12:01 | buy | 2138 | 0.16 | 108.641 | 0.000 | 0.000 | ||
| 8550 | 2021.03.24 12:01 | modify | 2138 | 0.16 | 108.641 | 108.401 | 0.000 | ||