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 |
| 751 | 2013.07.17 12:33 | modify | 188 | 0.10 | 99.588 | 99.348 | 99.758 | ||
| 752 | 2013.07.17 12:45 | s/l | 188 | 0.10 | 99.355 | 99.348 | 99.758 | -2330.60 | 1094030.15 |
| 753 | 2013.07.18 08:21 | buy | 189 | 0.16 | 100.112 | 0.000 | 0.000 | ||
| 754 | 2013.07.18 08:21 | modify | 189 | 0.16 | 100.112 | 99.872 | 0.000 | ||
| 755 | 2013.07.18 08:21 | modify | 189 | 0.16 | 100.112 | 99.872 | 100.282 | ||
| 756 | 2013.07.18 12:20 | t/p | 189 | 0.16 | 100.277 | 99.872 | 100.282 | 2639.04 | 1096669.19 |
| 757 | 2013.07.18 17:36 | buy | 190 | 0.10 | 100.476 | 0.000 | 0.000 | ||
| 758 | 2013.07.18 17:36 | modify | 190 | 0.10 | 100.476 | 100.236 | 0.000 | ||
| 759 | 2013.07.18 17:36 | modify | 190 | 0.10 | 100.476 | 100.236 | 100.646 | ||
| 760 | 2013.07.19 00:10 | t/p | 190 | 0.10 | 100.637 | 100.236 | 100.646 | 1704.58 | 1098373.77 |
| 761 | 2013.07.19 01:22 | buy | 191 | 0.10 | 100.594 | 0.000 | 0.000 | ||
| 762 | 2013.07.19 01:22 | modify | 191 | 0.10 | 100.594 | 100.354 | 0.000 | ||
| 763 | 2013.07.19 01:22 | modify | 191 | 0.10 | 100.594 | 100.354 | 100.764 | ||
| 764 | 2013.07.19 01:28 | s/l | 191 | 0.10 | 100.354 | 100.354 | 100.764 | -2400.60 | 1095973.17 |
| 765 | 2013.07.23 13:23 | buy | 192 | 0.16 | 99.946 | 0.000 | 0.000 | ||
| 766 | 2013.07.23 13:23 | modify | 192 | 0.16 | 99.946 | 99.706 | 0.000 | ||
| 767 | 2013.07.23 13:23 | modify | 192 | 0.16 | 99.946 | 99.706 | 100.116 | ||
| 768 | 2013.07.23 14:49 | s/l | 192 | 0.16 | 99.714 | 99.706 | 100.116 | -3712.96 | 1092260.21 |
| 769 | 2013.07.24 10:43 | buy | 193 | 0.26 | 99.961 | 0.000 | 0.000 | ||
| 770 | 2013.07.24 10:43 | modify | 193 | 0.26 | 99.961 | 99.721 | 0.000 | ||
| 771 | 2013.07.24 10:43 | modify | 193 | 0.26 | 99.961 | 99.721 | 100.131 | ||
| 772 | 2013.07.24 12:26 | t/p | 193 | 0.26 | 100.134 | 99.721 | 100.131 | 4496.45 | 1096756.66 |
| 773 | 2013.07.24 14:29 | buy | 194 | 0.10 | 100.130 | 0.000 | 0.000 | ||
| 774 | 2013.07.24 14:29 | modify | 194 | 0.10 | 100.130 | 99.890 | 0.000 | ||
| 775 | 2013.07.24 14:29 | modify | 194 | 0.10 | 100.130 | 99.890 | 100.300 | ||
| 776 | 2013.07.24 16:52 | t/p | 194 | 0.10 | 100.292 | 99.890 | 100.300 | 1619.40 | 1098376.06 |
| 777 | 2013.07.24 18:25 | buy | 195 | 0.10 | 100.228 | 0.000 | 0.000 | ||
| 778 | 2013.07.24 18:25 | modify | 195 | 0.10 | 100.228 | 99.988 | 0.000 | ||
| 779 | 2013.07.24 18:25 | modify | 195 | 0.10 | 100.228 | 99.988 | 100.398 | ||
| 780 | 2013.07.24 23:48 | t/p | 195 | 0.10 | 100.391 | 99.988 | 100.398 | 1629.40 | 1100005.46 |
| 781 | 2013.07.30 07:07 | buy | 196 | 0.10 | 98.282 | 0.000 | 0.000 | ||
| 782 | 2013.07.30 07:07 | modify | 196 | 0.10 | 98.282 | 98.042 | 0.000 | ||
| 783 | 2013.07.30 07:07 | modify | 196 | 0.10 | 98.282 | 98.042 | 98.452 | ||
| 784 | 2013.07.30 08:51 | s/l | 196 | 0.10 | 98.048 | 98.042 | 98.452 | -2340.60 | 1097664.86 |
| 785 | 2013.07.31 18:05 | buy | 197 | 0.16 | 98.192 | 0.000 | 0.000 | ||
| 786 | 2013.07.31 18:05 | modify | 197 | 0.16 | 98.192 | 97.952 | 0.000 | ||
| 787 | 2013.07.31 18:05 | modify | 197 | 0.16 | 98.192 | 97.952 | 98.362 | ||
| 788 | 2013.07.31 18:13 | t/p | 197 | 0.16 | 98.372 | 97.952 | 98.362 | 2879.04 | 1100543.90 |
| 789 | 2013.08.02 00:05 | buy | 198 | 0.10 | 99.396 | 0.000 | 0.000 | ||
| 790 | 2013.08.02 00:05 | modify | 198 | 0.10 | 99.396 | 99.156 | 0.000 | ||
| 791 | 2013.08.02 00:05 | modify | 198 | 0.10 | 99.396 | 99.156 | 99.566 | ||
| 792 | 2013.08.02 01:01 | t/p | 198 | 0.10 | 99.572 | 99.156 | 99.566 | 1759.40 | 1102303.30 |
| 793 | 2013.08.02 02:16 | buy | 199 | 0.10 | 99.431 | 0.000 | 0.000 | ||
| 794 | 2013.08.02 02:16 | modify | 199 | 0.10 | 99.431 | 99.191 | 0.000 | ||
| 795 | 2013.08.02 02:16 | modify | 199 | 0.10 | 99.431 | 99.191 | 99.601 | ||
| 796 | 2013.08.02 05:49 | t/p | 199 | 0.10 | 99.611 | 99.191 | 99.601 | 1799.40 | 1104102.70 |
| 797 | 2013.08.06 07:42 | buy | 200 | 0.10 | 98.389 | 0.000 | 0.000 | ||
| 798 | 2013.08.06 07:42 | modify | 200 | 0.10 | 98.389 | 98.149 | 0.000 | ||
| 799 | 2013.08.06 07:42 | modify | 200 | 0.10 | 98.389 | 98.149 | 98.559 | ||
| 800 | 2013.08.06 09:39 | s/l | 200 | 0.10 | 98.156 | 98.149 | 98.559 | -2330.60 | 1101772.10 |
| 801 | 2013.08.08 21:56 | buy | 201 | 0.16 | 96.595 | 0.000 | 0.000 | ||
| 802 | 2013.08.08 21:56 | modify | 201 | 0.16 | 96.595 | 96.355 | 0.000 | ||
| 803 | 2013.08.08 21:56 | modify | 201 | 0.16 | 96.595 | 96.355 | 96.765 | ||
| 804 | 2013.08.08 23:12 | t/p | 201 | 0.16 | 96.762 | 96.355 | 96.765 | 2671.04 | 1104443.14 |
| 805 | 2013.08.09 01:08 | buy | 202 | 0.10 | 96.652 | 0.000 | 0.000 | ||
| 806 | 2013.08.09 01:08 | modify | 202 | 0.10 | 96.652 | 96.412 | 0.000 | ||
| 807 | 2013.08.09 01:08 | modify | 202 | 0.10 | 96.652 | 96.412 | 96.822 | ||
| 808 | 2013.08.09 03:27 | s/l | 202 | 0.10 | 96.407 | 96.412 | 96.822 | -2450.60 | 1101992.54 |
| 809 | 2013.08.12 13:09 | buy | 203 | 0.16 | 96.686 | 0.000 | 0.000 | ||
| 810 | 2013.08.12 13:09 | modify | 203 | 0.16 | 96.686 | 96.446 | 0.000 | ||
| 811 | 2013.08.12 13:09 | modify | 203 | 0.16 | 96.686 | 96.446 | 96.856 | ||
| 812 | 2013.08.12 15:43 | s/l | 203 | 0.16 | 96.454 | 96.446 | 96.856 | -3712.96 | 1098279.58 |
| 813 | 2013.08.13 01:38 | buy | 204 | 0.26 | 97.221 | 0.000 | 0.000 | ||
| 814 | 2013.08.13 01:38 | modify | 204 | 0.26 | 97.221 | 96.981 | 0.000 | ||
| 815 | 2013.08.13 01:38 | modify | 204 | 0.26 | 97.221 | 96.981 | 97.391 | ||
| 816 | 2013.08.13 05:05 | t/p | 204 | 0.26 | 97.394 | 96.981 | 97.391 | 4496.45 | 1102776.03 |
| 817 | 2013.08.13 06:37 | buy | 205 | 0.10 | 97.363 | 0.000 | 0.000 | ||
| 818 | 2013.08.13 06:37 | modify | 205 | 0.10 | 97.363 | 97.123 | 0.000 | ||
| 819 | 2013.08.13 06:37 | modify | 205 | 0.10 | 97.363 | 97.123 | 97.533 | ||
| 820 | 2013.08.13 07:11 | t/p | 205 | 0.10 | 97.541 | 97.123 | 97.533 | 1779.40 | 1104555.43 |
| 821 | 2013.08.13 14:09 | buy | 206 | 0.10 | 98.043 | 0.000 | 0.000 | ||
| 822 | 2013.08.13 14:09 | modify | 206 | 0.10 | 98.043 | 97.803 | 0.000 | ||
| 823 | 2013.08.13 14:09 | modify | 206 | 0.10 | 98.043 | 97.803 | 98.213 | ||
| 824 | 2013.08.13 14:41 | t/p | 206 | 0.10 | 98.212 | 97.803 | 98.213 | 1689.40 | 1106244.83 |
| 825 | 2013.08.13 15:37 | buy | 207 | 0.10 | 98.000 | 0.000 | 0.000 | ||
| 826 | 2013.08.13 15:37 | modify | 207 | 0.10 | 98.000 | 97.760 | 0.000 | ||
| 827 | 2013.08.13 15:37 | modify | 207 | 0.10 | 98.000 | 97.760 | 98.170 | ||
| 828 | 2013.08.13 17:04 | t/p | 207 | 0.10 | 98.175 | 97.760 | 98.170 | 1749.40 | 1107994.23 |
| 829 | 2013.08.13 19:08 | buy | 208 | 0.10 | 98.182 | 0.000 | 0.000 | ||
| 830 | 2013.08.13 19:08 | modify | 208 | 0.10 | 98.182 | 97.942 | 0.000 | ||
| 831 | 2013.08.13 19:08 | modify | 208 | 0.10 | 98.182 | 97.942 | 98.352 | ||
| 832 | 2013.08.14 03:42 | s/l | 208 | 0.10 | 97.934 | 97.942 | 98.352 | -2385.42 | 1105608.81 |
| 833 | 2013.08.14 07:19 | buy | 209 | 0.16 | 98.217 | 0.000 | 0.000 | ||
| 834 | 2013.08.14 07:19 | modify | 209 | 0.16 | 98.217 | 97.977 | 0.000 | ||
| 835 | 2013.08.14 07:19 | modify | 209 | 0.16 | 98.217 | 97.977 | 98.387 | ||
| 836 | 2013.08.14 14:51 | s/l | 209 | 0.16 | 97.969 | 97.977 | 98.387 | -3968.96 | 1101639.85 |
| 837 | 2013.08.15 14:01 | buy | 210 | 0.26 | 98.138 | 0.000 | 0.000 | ||
| 838 | 2013.08.15 14:01 | modify | 210 | 0.26 | 98.138 | 97.898 | 0.000 | ||
| 839 | 2013.08.15 14:01 | modify | 210 | 0.26 | 98.138 | 97.898 | 98.308 | ||
| 840 | 2013.08.15 14:28 | s/l | 210 | 0.26 | 97.892 | 97.898 | 98.308 | -6397.55 | 1095242.30 |
| 841 | 2013.08.19 12:33 | buy | 211 | 0.42 | 97.901 | 0.000 | 0.000 | ||
| 842 | 2013.08.19 12:33 | modify | 211 | 0.42 | 97.901 | 97.661 | 0.000 | ||
| 843 | 2013.08.19 12:33 | modify | 211 | 0.42 | 97.901 | 97.661 | 98.071 | ||
| 844 | 2013.08.19 13:59 | t/p | 211 | 0.42 | 98.074 | 97.661 | 98.071 | 7263.49 | 1102505.79 |
| 845 | 2013.08.19 15:05 | buy | 212 | 0.10 | 97.912 | 0.000 | 0.000 | ||
| 846 | 2013.08.19 15:05 | modify | 212 | 0.10 | 97.912 | 97.672 | 0.000 | ||
| 847 | 2013.08.19 15:05 | modify | 212 | 0.10 | 97.912 | 97.672 | 98.082 | ||
| 848 | 2013.08.19 17:46 | s/l | 212 | 0.10 | 97.674 | 97.672 | 98.082 | -2380.60 | 1100125.19 |
| 849 | 2013.08.21 07:26 | buy | 213 | 0.16 | 97.437 | 0.000 | 0.000 | ||
| 850 | 2013.08.21 07:26 | modify | 213 | 0.16 | 97.437 | 97.197 | 0.000 | ||
| 851 | 2013.08.21 07:26 | modify | 213 | 0.16 | 97.437 | 97.197 | 97.607 | ||
| 852 | 2013.08.21 07:52 | t/p | 213 | 0.16 | 97.606 | 97.197 | 97.607 | 2703.04 | 1102828.23 |
| 853 | 2013.08.21 20:55 | buy | 214 | 0.10 | 97.694 | 0.000 | 0.000 | ||
| 854 | 2013.08.21 20:55 | modify | 214 | 0.10 | 97.694 | 97.454 | 0.000 | ||
| 855 | 2013.08.21 20:55 | modify | 214 | 0.10 | 97.694 | 97.454 | 97.864 | ||
| 856 | 2013.08.22 00:25 | t/p | 214 | 0.10 | 97.874 | 97.454 | 97.864 | 2084.95 | 1104913.19 |
| 857 | 2013.08.22 12:31 | buy | 215 | 0.10 | 98.582 | 0.000 | 0.000 | ||
| 858 | 2013.08.22 12:31 | modify | 215 | 0.10 | 98.582 | 98.342 | 0.000 | ||
| 859 | 2013.08.22 12:31 | modify | 215 | 0.10 | 98.582 | 98.342 | 98.752 | ||
| 860 | 2013.08.22 14:40 | t/p | 215 | 0.10 | 98.765 | 98.342 | 98.752 | 1829.40 | 1106742.59 |
| 861 | 2013.08.22 15:07 | buy | 216 | 0.10 | 98.515 | 0.000 | 0.000 | ||
| 862 | 2013.08.22 15:07 | modify | 216 | 0.10 | 98.515 | 98.275 | 0.000 | ||
| 863 | 2013.08.22 15:07 | modify | 216 | 0.10 | 98.515 | 98.275 | 98.685 | ||
| 864 | 2013.08.22 17:37 | t/p | 216 | 0.10 | 98.687 | 98.275 | 98.685 | 1719.40 | 1108461.99 |
| 865 | 2013.08.23 05:30 | buy | 217 | 0.10 | 98.941 | 0.000 | 0.000 | ||
| 866 | 2013.08.23 05:30 | modify | 217 | 0.10 | 98.941 | 98.701 | 0.000 | ||
| 867 | 2013.08.23 05:30 | modify | 217 | 0.10 | 98.941 | 98.701 | 99.111 | ||
| 868 | 2013.08.23 06:18 | t/p | 217 | 0.10 | 99.123 | 98.701 | 99.111 | 1819.40 | 1110281.39 |
| 869 | 2013.08.28 09:23 | buy | 218 | 0.10 | 97.355 | 0.000 | 0.000 | ||
| 870 | 2013.08.28 09:23 | modify | 218 | 0.10 | 97.355 | 97.115 | 0.000 | ||
| 871 | 2013.08.28 09:23 | modify | 218 | 0.10 | 97.355 | 97.115 | 97.525 | ||
| 872 | 2013.08.28 12:41 | t/p | 218 | 0.10 | 97.538 | 97.115 | 97.525 | 1829.40 | 1112110.79 |
| 873 | 2013.08.28 16:19 | buy | 219 | 0.10 | 97.594 | 0.000 | 0.000 | ||
| 874 | 2013.08.28 16:19 | modify | 219 | 0.10 | 97.594 | 97.354 | 0.000 | ||
| 875 | 2013.08.28 16:19 | modify | 219 | 0.10 | 97.594 | 97.354 | 97.764 | ||
| 876 | 2013.08.28 17:43 | t/p | 219 | 0.10 | 97.760 | 97.354 | 97.764 | 1659.40 | 1113770.19 |
| 877 | 2013.08.28 20:08 | buy | 220 | 0.10 | 97.685 | 0.000 | 0.000 | ||
| 878 | 2013.08.28 20:08 | modify | 220 | 0.10 | 97.685 | 97.445 | 0.000 | ||
| 879 | 2013.08.28 20:08 | modify | 220 | 0.10 | 97.685 | 97.445 | 97.855 | ||
| 880 | 2013.08.29 00:08 | t/p | 220 | 0.10 | 97.848 | 97.445 | 97.855 | 1914.95 | 1115685.14 |
| 881 | 2013.08.29 13:25 | buy | 221 | 0.10 | 98.178 | 0.000 | 0.000 | ||
| 882 | 2013.08.29 13:25 | modify | 221 | 0.10 | 98.178 | 97.938 | 0.000 | ||
| 883 | 2013.08.29 13:25 | modify | 221 | 0.10 | 98.178 | 97.938 | 98.348 | ||
| 884 | 2013.08.29 14:23 | t/p | 221 | 0.10 | 98.346 | 97.938 | 98.348 | 1679.40 | 1117364.54 |
| 885 | 2013.08.29 16:40 | buy | 222 | 0.10 | 98.347 | 0.000 | 0.000 | ||
| 886 | 2013.08.29 16:40 | modify | 222 | 0.10 | 98.347 | 98.107 | 0.000 | ||
| 887 | 2013.08.29 16:40 | modify | 222 | 0.10 | 98.347 | 98.107 | 98.517 | ||
| 888 | 2013.08.30 02:16 | s/l | 222 | 0.10 | 98.103 | 98.107 | 98.517 | -2345.42 | 1115019.13 |
| 889 | 2013.09.03 01:15 | buy | 223 | 0.16 | 99.501 | 0.000 | 0.000 | ||
| 890 | 2013.09.03 01:15 | modify | 223 | 0.16 | 99.501 | 99.261 | 0.000 | ||
| 891 | 2013.09.03 01:15 | modify | 223 | 0.16 | 99.501 | 99.261 | 99.671 | ||
| 892 | 2013.09.03 07:30 | t/p | 223 | 0.16 | 99.665 | 99.261 | 99.671 | 2623.04 | 1117642.17 |
| 893 | 2013.09.03 08:46 | buy | 224 | 0.10 | 99.554 | 0.000 | 0.000 | ||
| 894 | 2013.09.03 08:46 | modify | 224 | 0.10 | 99.554 | 99.314 | 0.000 | ||
| 895 | 2013.09.03 08:46 | modify | 224 | 0.10 | 99.554 | 99.314 | 99.724 | ||
| 896 | 2013.09.03 08:54 | s/l | 224 | 0.10 | 99.304 | 99.314 | 99.724 | -2500.60 | 1115141.57 |
| 897 | 2013.09.03 15:28 | buy | 225 | 0.16 | 99.609 | 0.000 | 0.000 | ||
| 898 | 2013.09.03 15:28 | modify | 225 | 0.16 | 99.609 | 99.369 | 0.000 | ||
| 899 | 2013.09.03 15:28 | modify | 225 | 0.16 | 99.609 | 99.369 | 99.779 | ||
| 900 | 2013.09.03 16:49 | s/l | 225 | 0.16 | 99.371 | 99.369 | 99.779 | -3808.96 | 1111332.61 |