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 |
| 1051 | 2013.10.25 17:20 | modify | 263 | 0.10 | 97.375 | 97.135 | 97.545 | ||
| 1052 | 2013.10.27 21:00 | t/p | 263 | 0.10 | 97.727 | 97.135 | 97.545 | 3519.40 | 1135287.57 |
| 1053 | 2013.10.27 22:56 | buy | 264 | 0.10 | 97.545 | 0.000 | 0.000 | ||
| 1054 | 2013.10.27 22:56 | modify | 264 | 0.10 | 97.545 | 97.305 | 0.000 | ||
| 1055 | 2013.10.27 22:56 | modify | 264 | 0.10 | 97.545 | 97.305 | 97.715 | ||
| 1056 | 2013.10.28 13:15 | t/p | 264 | 0.10 | 97.707 | 97.305 | 97.715 | 1714.58 | 1137002.15 |
| 1057 | 2013.10.28 14:42 | buy | 265 | 0.10 | 97.641 | 0.000 | 0.000 | ||
| 1058 | 2013.10.28 14:42 | modify | 265 | 0.10 | 97.641 | 97.401 | 0.000 | ||
| 1059 | 2013.10.28 14:42 | modify | 265 | 0.10 | 97.641 | 97.401 | 97.811 | ||
| 1060 | 2013.10.29 11:06 | close | 265 | 0.10 | 97.692 | 97.401 | 97.811 | 604.58 | 1137606.74 |
| 1061 | 2013.10.29 14:26 | buy | 266 | 0.10 | 97.864 | 0.000 | 0.000 | ||
| 1062 | 2013.10.29 14:26 | modify | 266 | 0.10 | 97.864 | 97.624 | 0.000 | ||
| 1063 | 2013.10.29 14:26 | modify | 266 | 0.10 | 97.864 | 97.624 | 98.034 | ||
| 1064 | 2013.10.29 15:51 | t/p | 266 | 0.10 | 98.031 | 97.624 | 98.034 | 1669.40 | 1139276.14 |
| 1065 | 2013.10.29 18:43 | buy | 267 | 0.10 | 98.131 | 0.000 | 0.000 | ||
| 1066 | 2013.10.29 18:43 | modify | 267 | 0.10 | 98.131 | 97.891 | 0.000 | ||
| 1067 | 2013.10.29 18:43 | modify | 267 | 0.10 | 98.131 | 97.891 | 98.301 | ||
| 1068 | 2013.10.30 06:20 | close | 267 | 0.10 | 98.213 | 97.891 | 98.301 | 914.58 | 1140190.72 |
| 1069 | 2013.10.30 21:32 | buy | 268 | 0.10 | 98.501 | 0.000 | 0.000 | ||
| 1070 | 2013.10.30 21:32 | modify | 268 | 0.10 | 98.501 | 98.261 | 0.000 | ||
| 1071 | 2013.10.30 21:32 | modify | 268 | 0.10 | 98.501 | 98.261 | 98.671 | ||
| 1072 | 2013.10.31 08:33 | s/l | 268 | 0.10 | 98.255 | 98.261 | 98.671 | -2175.05 | 1138015.67 |
| 1073 | 2013.11.01 18:31 | buy | 269 | 0.16 | 98.753 | 0.000 | 0.000 | ||
| 1074 | 2013.11.01 18:31 | modify | 269 | 0.16 | 98.753 | 98.513 | 0.000 | ||
| 1075 | 2013.11.01 18:31 | modify | 269 | 0.16 | 98.753 | 98.513 | 98.923 | ||
| 1076 | 2013.11.05 00:50 | s/l | 269 | 0.16 | 98.507 | 98.513 | 98.923 | -3632.37 | 1134383.30 |
| 1077 | 2013.11.05 21:48 | buy | 270 | 0.26 | 98.538 | 0.000 | 0.000 | ||
| 1078 | 2013.11.05 21:48 | modify | 270 | 0.26 | 98.538 | 98.298 | 0.000 | ||
| 1079 | 2013.11.05 21:48 | modify | 270 | 0.26 | 98.538 | 98.298 | 98.708 | ||
| 1080 | 2013.11.06 03:35 | close | 270 | 0.26 | 98.663 | 98.298 | 98.708 | 3495.93 | 1137879.23 |
| 1081 | 2013.11.06 06:12 | buy | 271 | 0.10 | 98.614 | 0.000 | 0.000 | ||
| 1082 | 2013.11.06 06:12 | modify | 271 | 0.10 | 98.614 | 98.374 | 0.000 | ||
| 1083 | 2013.11.06 06:12 | modify | 271 | 0.10 | 98.614 | 98.374 | 98.784 | ||
| 1084 | 2013.11.07 08:26 | close | 271 | 0.10 | 98.700 | 98.374 | 98.784 | 1144.95 | 1139024.19 |
| 1085 | 2013.11.11 00:31 | buy | 272 | 0.10 | 99.102 | 0.000 | 0.000 | ||
| 1086 | 2013.11.11 00:31 | modify | 272 | 0.10 | 99.102 | 98.862 | 0.000 | ||
| 1087 | 2013.11.11 00:31 | modify | 272 | 0.10 | 99.102 | 98.862 | 99.272 | ||
| 1088 | 2013.11.11 13:38 | close | 272 | 0.10 | 99.233 | 98.862 | 99.272 | 1309.40 | 1140333.59 |
| 1089 | 2013.11.11 15:38 | buy | 273 | 0.10 | 99.218 | 0.000 | 0.000 | ||
| 1090 | 2013.11.11 15:38 | modify | 273 | 0.10 | 99.218 | 98.978 | 0.000 | ||
| 1091 | 2013.11.11 15:38 | modify | 273 | 0.10 | 99.218 | 98.978 | 99.388 | ||
| 1092 | 2013.11.12 00:49 | close | 273 | 0.10 | 99.282 | 98.978 | 99.388 | 734.58 | 1141068.17 |
| 1093 | 2013.11.12 04:29 | buy | 274 | 0.10 | 99.482 | 0.000 | 0.000 | ||
| 1094 | 2013.11.12 04:29 | modify | 274 | 0.10 | 99.482 | 99.242 | 0.000 | ||
| 1095 | 2013.11.12 04:29 | modify | 274 | 0.10 | 99.482 | 99.242 | 99.652 | ||
| 1096 | 2013.11.12 07:03 | t/p | 274 | 0.10 | 99.658 | 99.242 | 99.652 | 1759.40 | 1142827.57 |
| 1097 | 2013.11.12 08:53 | buy | 275 | 0.10 | 99.629 | 0.000 | 0.000 | ||
| 1098 | 2013.11.12 08:53 | modify | 275 | 0.10 | 99.629 | 99.389 | 0.000 | ||
| 1099 | 2013.11.12 08:53 | modify | 275 | 0.10 | 99.629 | 99.389 | 99.799 | ||
| 1100 | 2013.11.13 06:54 | close | 275 | 0.10 | 99.602 | 99.389 | 99.799 | -175.42 | 1142652.15 |
| 1101 | 2013.11.14 05:41 | buy | 276 | 0.16 | 99.563 | 0.000 | 0.000 | ||
| 1102 | 2013.11.14 05:41 | modify | 276 | 0.16 | 99.563 | 99.323 | 0.000 | ||
| 1103 | 2013.11.14 05:41 | modify | 276 | 0.16 | 99.563 | 99.323 | 99.733 | ||
| 1104 | 2013.11.14 07:19 | t/p | 276 | 0.16 | 99.725 | 99.323 | 99.733 | 2591.04 | 1145243.19 |
| 1105 | 2013.11.14 12:20 | buy | 277 | 0.10 | 99.908 | 0.000 | 0.000 | ||
| 1106 | 2013.11.14 12:20 | modify | 277 | 0.10 | 99.908 | 99.668 | 0.000 | ||
| 1107 | 2013.11.14 12:20 | modify | 277 | 0.10 | 99.908 | 99.668 | 100.078 | ||
| 1108 | 2013.11.14 14:21 | t/p | 277 | 0.10 | 100.084 | 99.668 | 100.078 | 1759.40 | 1147002.59 |
| 1109 | 2013.11.14 20:30 | buy | 278 | 0.10 | 99.997 | 0.000 | 0.000 | ||
| 1110 | 2013.11.14 20:30 | modify | 278 | 0.10 | 99.997 | 99.757 | 0.000 | ||
| 1111 | 2013.11.14 20:30 | modify | 278 | 0.10 | 99.997 | 99.757 | 100.167 | ||
| 1112 | 2013.11.14 22:42 | close | 278 | 0.10 | 100.108 | 99.757 | 100.167 | 1109.40 | 1148111.99 |
| 1113 | 2013.11.19 17:54 | buy | 279 | 0.10 | 100.087 | 0.000 | 0.000 | ||
| 1114 | 2013.11.19 17:54 | modify | 279 | 0.10 | 100.087 | 99.847 | 0.000 | ||
| 1115 | 2013.11.19 17:54 | modify | 279 | 0.10 | 100.087 | 99.847 | 100.257 | ||
| 1116 | 2013.11.20 11:05 | s/l | 279 | 0.10 | 99.850 | 99.847 | 100.257 | -2275.42 | 1145836.58 |
| 1117 | 2013.11.21 11:34 | buy | 280 | 0.16 | 100.822 | 0.000 | 0.000 | ||
| 1118 | 2013.11.21 11:34 | modify | 280 | 0.16 | 100.822 | 100.582 | 0.000 | ||
| 1119 | 2013.11.21 11:34 | modify | 280 | 0.16 | 100.822 | 100.582 | 100.992 | ||
| 1120 | 2013.11.21 13:44 | t/p | 280 | 0.16 | 100.983 | 100.582 | 100.992 | 2575.04 | 1148411.62 |
| 1121 | 2013.11.22 01:05 | buy | 281 | 0.10 | 101.135 | 0.000 | 0.000 | ||
| 1122 | 2013.11.22 01:05 | modify | 281 | 0.10 | 101.135 | 100.895 | 0.000 | ||
| 1123 | 2013.11.22 01:05 | modify | 281 | 0.10 | 101.135 | 100.895 | 101.305 | ||
| 1124 | 2013.11.22 03:38 | t/p | 281 | 0.10 | 101.316 | 100.895 | 101.305 | 1809.40 | 1150221.02 |
| 1125 | 2013.11.22 04:25 | buy | 282 | 0.10 | 101.160 | 0.000 | 0.000 | ||
| 1126 | 2013.11.22 04:25 | modify | 282 | 0.10 | 101.160 | 100.920 | 0.000 | ||
| 1127 | 2013.11.22 04:25 | modify | 282 | 0.10 | 101.160 | 100.920 | 101.330 | ||
| 1128 | 2013.11.22 09:43 | close | 282 | 0.10 | 101.170 | 100.920 | 101.330 | 99.40 | 1150320.42 |
| 1129 | 2013.11.22 18:48 | buy | 283 | 0.10 | 101.226 | 0.000 | 0.000 | ||
| 1130 | 2013.11.22 18:48 | modify | 283 | 0.10 | 101.226 | 100.986 | 0.000 | ||
| 1131 | 2013.11.22 18:48 | modify | 283 | 0.10 | 101.226 | 100.986 | 101.396 | ||
| 1132 | 2013.11.25 00:53 | t/p | 283 | 0.10 | 101.400 | 100.986 | 101.396 | 1834.58 | 1152155.00 |
| 1133 | 2013.11.25 07:54 | buy | 284 | 0.10 | 101.805 | 0.000 | 0.000 | ||
| 1134 | 2013.11.25 07:54 | modify | 284 | 0.10 | 101.805 | 101.565 | 0.000 | ||
| 1135 | 2013.11.25 07:54 | modify | 284 | 0.10 | 101.805 | 101.565 | 101.975 | ||
| 1136 | 2013.11.25 20:15 | s/l | 284 | 0.10 | 101.573 | 101.565 | 101.975 | -2320.60 | 1149834.40 |
| 1137 | 2013.11.27 05:46 | buy | 285 | 0.16 | 101.442 | 0.000 | 0.000 | ||
| 1138 | 2013.11.27 05:46 | modify | 285 | 0.16 | 101.442 | 101.202 | 0.000 | ||
| 1139 | 2013.11.27 05:46 | modify | 285 | 0.16 | 101.442 | 101.202 | 101.612 | ||
| 1140 | 2013.11.27 07:31 | t/p | 285 | 0.16 | 101.613 | 101.202 | 101.612 | 2735.04 | 1152569.44 |
| 1141 | 2013.11.28 00:01 | buy | 286 | 0.10 | 102.192 | 0.000 | 0.000 | ||
| 1142 | 2013.11.28 00:01 | modify | 286 | 0.10 | 102.192 | 101.952 | 0.000 | ||
| 1143 | 2013.11.28 00:01 | modify | 286 | 0.10 | 102.192 | 101.952 | 102.362 | ||
| 1144 | 2013.11.28 00:54 | s/l | 286 | 0.10 | 101.956 | 101.952 | 102.362 | -2360.60 | 1150208.84 |
| 1145 | 2013.11.28 13:56 | buy | 287 | 0.16 | 102.251 | 0.000 | 0.000 | ||
| 1146 | 2013.11.28 13:56 | modify | 287 | 0.16 | 102.251 | 102.011 | 0.000 | ||
| 1147 | 2013.11.28 13:56 | modify | 287 | 0.16 | 102.251 | 102.011 | 102.421 | ||
| 1148 | 2013.11.29 01:11 | t/p | 287 | 0.16 | 102.413 | 102.011 | 102.421 | 2743.34 | 1152952.18 |
| 1149 | 2013.11.29 03:45 | buy | 288 | 0.10 | 102.470 | 0.000 | 0.000 | ||
| 1150 | 2013.11.29 03:45 | modify | 288 | 0.10 | 102.470 | 102.230 | 0.000 | ||
| 1151 | 2013.11.29 03:45 | modify | 288 | 0.10 | 102.470 | 102.230 | 102.640 | ||
| 1152 | 2013.11.29 05:03 | s/l | 288 | 0.10 | 102.224 | 102.230 | 102.640 | -2460.60 | 1150491.58 |
| 1153 | 2013.11.29 19:25 | buy | 289 | 0.16 | 102.402 | 0.000 | 0.000 | ||
| 1154 | 2013.11.29 19:25 | modify | 289 | 0.16 | 102.402 | 102.162 | 0.000 | ||
| 1155 | 2013.11.29 19:25 | modify | 289 | 0.16 | 102.402 | 102.162 | 102.572 | ||
| 1156 | 2013.12.01 23:04 | t/p | 289 | 0.16 | 102.567 | 102.162 | 102.572 | 2639.04 | 1153130.62 |
| 1157 | 2013.12.02 14:49 | buy | 290 | 0.10 | 102.801 | 0.000 | 0.000 | ||
| 1158 | 2013.12.02 14:49 | modify | 290 | 0.10 | 102.801 | 102.561 | 0.000 | ||
| 1159 | 2013.12.02 14:49 | modify | 290 | 0.10 | 102.801 | 102.561 | 102.971 | ||
| 1160 | 2013.12.02 15:00 | t/p | 290 | 0.10 | 103.001 | 102.561 | 102.971 | 1999.40 | 1155130.02 |
| 1161 | 2013.12.02 19:47 | buy | 291 | 0.10 | 103.037 | 0.000 | 0.000 | ||
| 1162 | 2013.12.02 19:47 | modify | 291 | 0.10 | 103.037 | 102.797 | 0.000 | ||
| 1163 | 2013.12.02 19:47 | modify | 291 | 0.10 | 103.037 | 102.797 | 103.207 | ||
| 1164 | 2013.12.03 01:17 | close | 291 | 0.10 | 103.090 | 102.797 | 103.207 | 624.58 | 1155754.60 |
| 1165 | 2013.12.03 06:06 | buy | 292 | 0.10 | 103.246 | 0.000 | 0.000 | ||
| 1166 | 2013.12.03 06:06 | modify | 292 | 0.10 | 103.246 | 103.006 | 0.000 | ||
| 1167 | 2013.12.03 06:06 | modify | 292 | 0.10 | 103.246 | 103.006 | 103.416 | ||
| 1168 | 2013.12.03 08:37 | s/l | 292 | 0.10 | 102.999 | 103.006 | 103.416 | -2470.60 | 1153284.00 |
| 1169 | 2013.12.04 08:39 | buy | 293 | 0.16 | 102.650 | 0.000 | 0.000 | ||
| 1170 | 2013.12.04 08:39 | modify | 293 | 0.16 | 102.650 | 102.410 | 0.000 | ||
| 1171 | 2013.12.04 08:39 | modify | 293 | 0.16 | 102.650 | 102.410 | 102.820 | ||
| 1172 | 2013.12.04 12:15 | s/l | 293 | 0.16 | 102.405 | 102.410 | 102.820 | -3920.96 | 1149363.04 |
| 1173 | 2013.12.06 10:41 | buy | 294 | 0.26 | 102.109 | 0.000 | 0.000 | ||
| 1174 | 2013.12.06 10:41 | modify | 294 | 0.26 | 102.109 | 101.869 | 0.000 | ||
| 1175 | 2013.12.06 10:41 | modify | 294 | 0.26 | 102.109 | 101.869 | 102.279 | ||
| 1176 | 2013.12.06 12:42 | close | 294 | 0.26 | 102.248 | 101.869 | 102.279 | 3612.45 | 1152975.49 |
| 1177 | 2013.12.06 20:16 | buy | 295 | 0.10 | 102.853 | 0.000 | 0.000 | ||
| 1178 | 2013.12.06 20:16 | modify | 295 | 0.10 | 102.853 | 102.613 | 0.000 | ||
| 1179 | 2013.12.06 20:16 | modify | 295 | 0.10 | 102.853 | 102.613 | 103.023 | ||
| 1180 | 2013.12.08 22:19 | t/p | 295 | 0.10 | 103.023 | 102.613 | 103.023 | 1699.40 | 1154674.89 |
| 1181 | 2013.12.09 00:18 | buy | 296 | 0.10 | 103.025 | 0.000 | 0.000 | ||
| 1182 | 2013.12.09 00:18 | modify | 296 | 0.10 | 103.025 | 102.785 | 0.000 | ||
| 1183 | 2013.12.09 00:18 | modify | 296 | 0.10 | 103.025 | 102.785 | 103.195 | ||
| 1184 | 2013.12.09 05:34 | close | 296 | 0.10 | 103.094 | 102.785 | 103.195 | 689.40 | 1155364.29 |
| 1185 | 2013.12.09 19:56 | buy | 297 | 0.10 | 103.189 | 0.000 | 0.000 | ||
| 1186 | 2013.12.09 19:56 | modify | 297 | 0.10 | 103.189 | 102.949 | 0.000 | ||
| 1187 | 2013.12.09 19:56 | modify | 297 | 0.10 | 103.189 | 102.949 | 103.359 | ||
| 1188 | 2013.12.10 00:28 | t/p | 297 | 0.10 | 103.352 | 102.949 | 103.359 | 1724.58 | 1157088.88 |
| 1189 | 2013.12.12 10:23 | buy | 298 | 0.10 | 102.783 | 0.000 | 0.000 | ||
| 1190 | 2013.12.12 10:23 | modify | 298 | 0.10 | 102.783 | 102.543 | 0.000 | ||
| 1191 | 2013.12.12 10:23 | modify | 298 | 0.10 | 102.783 | 102.543 | 102.953 | ||
| 1192 | 2013.12.12 13:32 | t/p | 298 | 0.10 | 102.943 | 102.543 | 102.953 | 1599.40 | 1158688.28 |
| 1193 | 2013.12.13 06:01 | buy | 299 | 0.10 | 103.741 | 0.000 | 0.000 | ||
| 1194 | 2013.12.13 06:01 | modify | 299 | 0.10 | 103.741 | 103.501 | 0.000 | ||
| 1195 | 2013.12.13 06:01 | modify | 299 | 0.10 | 103.741 | 103.501 | 103.911 | ||
| 1196 | 2013.12.13 09:15 | s/l | 299 | 0.10 | 103.491 | 103.501 | 103.911 | -2500.60 | 1156187.68 |
| 1197 | 2013.12.18 06:21 | buy | 300 | 0.16 | 102.908 | 0.000 | 0.000 | ||
| 1198 | 2013.12.18 06:21 | modify | 300 | 0.16 | 102.908 | 102.668 | 0.000 | ||
| 1199 | 2013.12.18 06:21 | modify | 300 | 0.16 | 102.908 | 102.668 | 103.078 | ||
| 1200 | 2013.12.18 13:28 | t/p | 300 | 0.16 | 103.083 | 102.668 | 103.078 | 2799.04 | 1158986.72 |