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 |
| 1201 | 2013.12.19 00:04 | buy | 301 | 0.10 | 104.166 | 0.000 | 0.000 | ||
| 1202 | 2013.12.19 00:04 | modify | 301 | 0.10 | 104.166 | 103.926 | 0.000 | ||
| 1203 | 2013.12.19 00:04 | modify | 301 | 0.10 | 104.166 | 103.926 | 104.336 | ||
| 1204 | 2013.12.19 02:12 | s/l | 301 | 0.10 | 103.917 | 103.926 | 104.336 | -2490.60 | 1156496.12 |
| 1205 | 2013.12.19 02:13 | buy | 302 | 0.16 | 103.884 | 0.000 | 0.000 | ||
| 1206 | 2013.12.19 02:13 | modify | 302 | 0.16 | 103.884 | 103.644 | 0.000 | ||
| 1207 | 2013.12.19 02:13 | modify | 302 | 0.16 | 103.884 | 103.644 | 104.054 | ||
| 1208 | 2013.12.19 05:00 | t/p | 302 | 0.16 | 104.051 | 103.644 | 104.054 | 2671.04 | 1159167.16 |
| 1209 | 2013.12.19 06:15 | buy | 303 | 0.10 | 103.967 | 0.000 | 0.000 | ||
| 1210 | 2013.12.19 06:15 | modify | 303 | 0.10 | 103.967 | 103.727 | 0.000 | ||
| 1211 | 2013.12.19 06:15 | modify | 303 | 0.10 | 103.967 | 103.727 | 104.137 | ||
| 1212 | 2013.12.19 11:28 | close | 303 | 0.10 | 104.120 | 103.727 | 104.137 | 1529.40 | 1160696.56 |
| 1213 | 2013.12.19 14:06 | buy | 304 | 0.10 | 104.080 | 0.000 | 0.000 | ||
| 1214 | 2013.12.19 14:06 | modify | 304 | 0.10 | 104.080 | 103.840 | 0.000 | ||
| 1215 | 2013.12.19 14:06 | modify | 304 | 0.10 | 104.080 | 103.840 | 104.250 | ||
| 1216 | 2013.12.19 14:36 | t/p | 304 | 0.10 | 104.258 | 103.840 | 104.250 | 1779.40 | 1162475.96 |
| 1217 | 2013.12.19 15:15 | buy | 305 | 0.10 | 104.095 | 0.000 | 0.000 | ||
| 1218 | 2013.12.19 15:15 | modify | 305 | 0.10 | 104.095 | 103.855 | 0.000 | ||
| 1219 | 2013.12.19 15:15 | modify | 305 | 0.10 | 104.095 | 103.855 | 104.265 | ||
| 1220 | 2013.12.19 22:02 | t/p | 305 | 0.10 | 104.270 | 103.855 | 104.265 | 1749.40 | 1164225.36 |
| 1221 | 2013.12.20 02:06 | buy | 306 | 0.10 | 104.289 | 0.000 | 0.000 | ||
| 1222 | 2013.12.20 02:06 | modify | 306 | 0.10 | 104.289 | 104.049 | 0.000 | ||
| 1223 | 2013.12.20 02:06 | modify | 306 | 0.10 | 104.289 | 104.049 | 104.459 | ||
| 1224 | 2013.12.20 04:54 | t/p | 306 | 0.10 | 104.464 | 104.049 | 104.459 | 1749.40 | 1165974.76 |
| 1225 | 2013.12.20 05:53 | buy | 307 | 0.10 | 104.414 | 0.000 | 0.000 | ||
| 1226 | 2013.12.20 05:53 | modify | 307 | 0.10 | 104.414 | 104.174 | 0.000 | ||
| 1227 | 2013.12.20 05:53 | modify | 307 | 0.10 | 104.414 | 104.174 | 104.584 | ||
| 1228 | 2013.12.20 06:01 | t/p | 307 | 0.10 | 104.589 | 104.174 | 104.584 | 1749.40 | 1167724.16 |
| 1229 | 2013.12.20 06:33 | buy | 308 | 0.10 | 104.373 | 0.000 | 0.000 | ||
| 1230 | 2013.12.20 06:33 | modify | 308 | 0.10 | 104.373 | 104.133 | 0.000 | ||
| 1231 | 2013.12.20 06:33 | modify | 308 | 0.10 | 104.373 | 104.133 | 104.543 | ||
| 1232 | 2013.12.20 13:24 | t/p | 308 | 0.10 | 104.546 | 104.133 | 104.543 | 1729.40 | 1169453.56 |
| 1233 | 2013.12.24 05:24 | buy | 309 | 0.10 | 104.324 | 0.000 | 0.000 | ||
| 1234 | 2013.12.24 05:24 | modify | 309 | 0.10 | 104.324 | 104.084 | 0.000 | ||
| 1235 | 2013.12.24 05:24 | modify | 309 | 0.10 | 104.324 | 104.084 | 104.494 | ||
| 1236 | 2013.12.25 06:43 | close | 309 | 0.10 | 104.435 | 104.084 | 104.494 | 1204.58 | 1170658.14 |
| 1237 | 2013.12.26 09:02 | buy | 310 | 0.10 | 104.752 | 0.000 | 0.000 | ||
| 1238 | 2013.12.26 09:02 | modify | 310 | 0.10 | 104.752 | 104.512 | 0.000 | ||
| 1239 | 2013.12.26 09:02 | modify | 310 | 0.10 | 104.752 | 104.512 | 104.922 | ||
| 1240 | 2013.12.26 21:53 | close | 310 | 0.10 | 104.809 | 104.512 | 104.922 | 569.40 | 1171227.54 |
| 1241 | 2013.12.27 15:21 | buy | 311 | 0.10 | 104.910 | 0.000 | 0.000 | ||
| 1242 | 2013.12.27 15:21 | modify | 311 | 0.10 | 104.910 | 104.670 | 0.000 | ||
| 1243 | 2013.12.27 15:21 | modify | 311 | 0.10 | 104.910 | 104.670 | 105.080 | ||
| 1244 | 2013.12.27 18:01 | t/p | 311 | 0.10 | 105.088 | 104.670 | 105.080 | 1779.40 | 1173006.94 |
| 1245 | 2014.01.02 00:07 | buy | 312 | 0.10 | 105.290 | 0.000 | 0.000 | ||
| 1246 | 2014.01.02 00:07 | modify | 312 | 0.10 | 105.290 | 105.050 | 0.000 | ||
| 1247 | 2014.01.02 00:07 | modify | 312 | 0.10 | 105.290 | 105.050 | 105.460 | ||
| 1248 | 2014.01.02 08:08 | close | 312 | 0.10 | 105.383 | 105.050 | 105.460 | 929.40 | 1173936.34 |
| 1249 | 2014.01.02 13:04 | buy | 313 | 0.10 | 105.364 | 0.000 | 0.000 | ||
| 1250 | 2014.01.02 13:04 | modify | 313 | 0.10 | 105.364 | 105.124 | 0.000 | ||
| 1251 | 2014.01.02 13:04 | modify | 313 | 0.10 | 105.364 | 105.124 | 105.534 | ||
| 1252 | 2014.01.02 13:57 | s/l | 313 | 0.10 | 105.106 | 105.124 | 105.534 | -2580.60 | 1171355.74 |
| 1253 | 2014.01.07 16:38 | buy | 314 | 0.16 | 104.547 | 0.000 | 0.000 | ||
| 1254 | 2014.01.07 16:38 | modify | 314 | 0.16 | 104.547 | 104.307 | 0.000 | ||
| 1255 | 2014.01.07 16:38 | modify | 314 | 0.16 | 104.547 | 104.307 | 104.717 | ||
| 1256 | 2014.01.07 22:02 | close | 314 | 0.16 | 104.637 | 104.307 | 104.717 | 1439.04 | 1172794.78 |
| 1257 | 2014.01.08 06:17 | buy | 315 | 0.10 | 104.861 | 0.000 | 0.000 | ||
| 1258 | 2014.01.08 06:17 | modify | 315 | 0.10 | 104.861 | 104.621 | 0.000 | ||
| 1259 | 2014.01.08 06:17 | modify | 315 | 0.10 | 104.861 | 104.621 | 105.031 | ||
| 1260 | 2014.01.08 07:16 | t/p | 315 | 0.10 | 105.021 | 104.621 | 105.031 | 1599.40 | 1174394.18 |
| 1261 | 2014.01.08 09:46 | buy | 316 | 0.10 | 104.949 | 0.000 | 0.000 | ||
| 1262 | 2014.01.08 09:46 | modify | 316 | 0.10 | 104.949 | 104.709 | 0.000 | ||
| 1263 | 2014.01.08 09:46 | modify | 316 | 0.10 | 104.949 | 104.709 | 105.119 | ||
| 1264 | 2014.01.08 10:46 | s/l | 316 | 0.10 | 104.707 | 104.709 | 105.119 | -2420.60 | 1171973.58 |
| 1265 | 2014.01.14 04:36 | buy | 317 | 0.16 | 103.387 | 0.000 | 0.000 | ||
| 1266 | 2014.01.14 04:36 | modify | 317 | 0.16 | 103.387 | 103.147 | 0.000 | ||
| 1267 | 2014.01.14 04:36 | modify | 317 | 0.16 | 103.387 | 103.147 | 103.557 | ||
| 1268 | 2014.01.14 09:01 | t/p | 317 | 0.16 | 103.552 | 103.147 | 103.557 | 2639.04 | 1174612.62 |
| 1269 | 2014.01.14 13:27 | buy | 318 | 0.10 | 103.567 | 0.000 | 0.000 | ||
| 1270 | 2014.01.14 13:27 | modify | 318 | 0.10 | 103.567 | 103.327 | 0.000 | ||
| 1271 | 2014.01.14 13:27 | modify | 318 | 0.10 | 103.567 | 103.327 | 103.737 | ||
| 1272 | 2014.01.14 13:30 | t/p | 318 | 0.10 | 103.748 | 103.327 | 103.737 | 1809.40 | 1176422.02 |
| 1273 | 2014.01.14 23:54 | buy | 319 | 0.10 | 104.204 | 0.000 | 0.000 | ||
| 1274 | 2014.01.14 23:54 | modify | 319 | 0.10 | 104.204 | 103.964 | 0.000 | ||
| 1275 | 2014.01.14 23:54 | modify | 319 | 0.10 | 104.204 | 103.964 | 104.374 | ||
| 1276 | 2014.01.15 01:16 | close | 319 | 0.10 | 104.333 | 103.964 | 104.374 | 1384.58 | 1177806.61 |
| 1277 | 2014.01.15 05:32 | buy | 320 | 0.10 | 104.392 | 0.000 | 0.000 | ||
| 1278 | 2014.01.15 05:32 | modify | 320 | 0.10 | 104.392 | 104.152 | 0.000 | ||
| 1279 | 2014.01.15 05:32 | modify | 320 | 0.10 | 104.392 | 104.152 | 104.562 | ||
| 1280 | 2014.01.15 13:33 | close | 320 | 0.10 | 104.424 | 104.152 | 104.562 | 319.40 | 1178126.01 |
| 1281 | 2014.01.15 16:29 | buy | 321 | 0.10 | 104.419 | 0.000 | 0.000 | ||
| 1282 | 2014.01.15 16:29 | modify | 321 | 0.10 | 104.419 | 104.179 | 0.000 | ||
| 1283 | 2014.01.15 16:29 | modify | 321 | 0.10 | 104.419 | 104.179 | 104.589 | ||
| 1284 | 2014.01.15 17:15 | t/p | 321 | 0.10 | 104.580 | 104.179 | 104.589 | 1609.40 | 1179735.41 |
| 1285 | 2014.01.15 19:37 | buy | 322 | 0.10 | 104.560 | 0.000 | 0.000 | ||
| 1286 | 2014.01.15 19:37 | modify | 322 | 0.10 | 104.560 | 104.320 | 0.000 | ||
| 1287 | 2014.01.15 19:37 | modify | 322 | 0.10 | 104.560 | 104.320 | 104.730 | ||
| 1288 | 2014.01.16 00:30 | t/p | 322 | 0.10 | 104.723 | 104.320 | 104.730 | 1914.95 | 1181650.36 |
| 1289 | 2014.01.27 08:18 | buy | 323 | 0.10 | 102.495 | 0.000 | 0.000 | ||
| 1290 | 2014.01.27 08:18 | modify | 323 | 0.10 | 102.495 | 102.255 | 0.000 | ||
| 1291 | 2014.01.27 08:18 | modify | 323 | 0.10 | 102.495 | 102.255 | 102.665 | ||
| 1292 | 2014.01.27 10:54 | t/p | 323 | 0.10 | 102.672 | 102.255 | 102.665 | 1769.40 | 1183419.76 |
| 1293 | 2014.01.27 14:13 | buy | 324 | 0.10 | 102.686 | 0.000 | 0.000 | ||
| 1294 | 2014.01.27 14:13 | modify | 324 | 0.10 | 102.686 | 102.446 | 0.000 | ||
| 1295 | 2014.01.27 14:13 | modify | 324 | 0.10 | 102.686 | 102.446 | 102.856 | ||
| 1296 | 2014.01.27 15:20 | s/l | 324 | 0.10 | 102.438 | 102.446 | 102.856 | -2480.60 | 1180939.16 |
| 1297 | 2014.01.30 15:02 | buy | 325 | 0.16 | 102.552 | 0.000 | 0.000 | ||
| 1298 | 2014.01.30 15:02 | modify | 325 | 0.16 | 102.552 | 102.312 | 0.000 | ||
| 1299 | 2014.01.30 15:02 | modify | 325 | 0.16 | 102.552 | 102.312 | 102.722 | ||
| 1300 | 2014.01.30 15:42 | t/p | 325 | 0.16 | 102.719 | 102.312 | 102.722 | 2671.04 | 1183610.20 |
| 1301 | 2014.01.30 18:35 | buy | 326 | 0.10 | 102.704 | 0.000 | 0.000 | ||
| 1302 | 2014.01.30 18:35 | modify | 326 | 0.10 | 102.704 | 102.464 | 0.000 | ||
| 1303 | 2014.01.30 18:35 | modify | 326 | 0.10 | 102.704 | 102.464 | 102.874 | ||
| 1304 | 2014.01.31 01:01 | t/p | 326 | 0.10 | 102.866 | 102.464 | 102.874 | 1714.58 | 1185324.78 |
| 1305 | 2014.02.04 22:51 | buy | 327 | 0.10 | 101.613 | 0.000 | 0.000 | ||
| 1306 | 2014.02.04 22:51 | modify | 327 | 0.10 | 101.613 | 101.373 | 0.000 | ||
| 1307 | 2014.02.04 22:51 | modify | 327 | 0.10 | 101.613 | 101.373 | 101.783 | ||
| 1308 | 2014.02.05 02:17 | s/l | 327 | 0.10 | 101.382 | 101.373 | 101.783 | -2215.42 | 1183109.37 |
| 1309 | 2014.02.06 01:17 | buy | 328 | 0.16 | 101.468 | 0.000 | 0.000 | ||
| 1310 | 2014.02.06 01:17 | modify | 328 | 0.16 | 101.468 | 101.228 | 0.000 | ||
| 1311 | 2014.02.06 01:17 | modify | 328 | 0.16 | 101.468 | 101.228 | 101.638 | ||
| 1312 | 2014.02.06 04:30 | t/p | 328 | 0.16 | 101.635 | 101.228 | 101.638 | 2671.04 | 1185780.41 |
| 1313 | 2014.02.06 22:41 | buy | 329 | 0.10 | 102.059 | 0.000 | 0.000 | ||
| 1314 | 2014.02.06 22:41 | modify | 329 | 0.10 | 102.059 | 101.819 | 0.000 | ||
| 1315 | 2014.02.06 22:41 | modify | 329 | 0.10 | 102.059 | 101.819 | 102.229 | ||
| 1316 | 2014.02.07 06:27 | close | 329 | 0.10 | 102.166 | 101.819 | 102.229 | 1164.58 | 1186944.99 |
| 1317 | 2014.02.07 08:01 | buy | 330 | 0.10 | 102.100 | 0.000 | 0.000 | ||
| 1318 | 2014.02.07 08:01 | modify | 330 | 0.10 | 102.100 | 101.860 | 0.000 | ||
| 1319 | 2014.02.07 08:01 | modify | 330 | 0.10 | 102.100 | 101.860 | 102.270 | ||
| 1320 | 2014.02.07 12:30 | close | 330 | 0.10 | 102.219 | 101.860 | 102.270 | 1189.40 | 1188134.39 |
| 1321 | 2014.02.10 00:03 | buy | 331 | 0.10 | 102.463 | 0.000 | 0.000 | ||
| 1322 | 2014.02.10 00:03 | modify | 331 | 0.10 | 102.463 | 102.223 | 0.000 | ||
| 1323 | 2014.02.10 00:03 | modify | 331 | 0.10 | 102.463 | 102.223 | 102.633 | ||
| 1324 | 2014.02.10 07:17 | s/l | 331 | 0.10 | 102.221 | 102.223 | 102.633 | -2420.60 | 1185713.79 |
| 1325 | 2014.02.11 07:16 | buy | 332 | 0.16 | 102.262 | 0.000 | 0.000 | ||
| 1326 | 2014.02.11 07:16 | modify | 332 | 0.16 | 102.262 | 102.022 | 0.000 | ||
| 1327 | 2014.02.11 07:16 | modify | 332 | 0.16 | 102.262 | 102.022 | 102.432 | ||
| 1328 | 2014.02.11 10:00 | t/p | 332 | 0.16 | 102.430 | 102.022 | 102.432 | 2687.04 | 1188400.83 |
| 1329 | 2014.02.11 11:39 | buy | 333 | 0.10 | 102.330 | 0.000 | 0.000 | ||
| 1330 | 2014.02.11 11:39 | modify | 333 | 0.10 | 102.330 | 102.090 | 0.000 | ||
| 1331 | 2014.02.11 11:39 | modify | 333 | 0.10 | 102.330 | 102.090 | 102.500 | ||
| 1332 | 2014.02.11 13:31 | t/p | 333 | 0.10 | 102.513 | 102.090 | 102.500 | 1829.40 | 1190230.23 |
| 1333 | 2014.02.11 20:58 | buy | 334 | 0.10 | 102.615 | 0.000 | 0.000 | ||
| 1334 | 2014.02.11 20:58 | modify | 334 | 0.10 | 102.615 | 102.375 | 0.000 | ||
| 1335 | 2014.02.11 20:58 | modify | 334 | 0.10 | 102.615 | 102.375 | 102.785 | ||
| 1336 | 2014.02.12 10:01 | s/l | 334 | 0.10 | 102.367 | 102.375 | 102.785 | -2385.42 | 1187844.82 |
| 1337 | 2014.02.13 18:36 | buy | 335 | 0.16 | 102.127 | 0.000 | 0.000 | ||
| 1338 | 2014.02.13 18:36 | modify | 335 | 0.16 | 102.127 | 101.887 | 0.000 | ||
| 1339 | 2014.02.13 18:36 | modify | 335 | 0.16 | 102.127 | 101.887 | 102.297 | ||
| 1340 | 2014.02.13 19:49 | t/p | 335 | 0.16 | 102.302 | 101.887 | 102.297 | 2799.04 | 1190643.86 |
| 1341 | 2014.02.13 21:01 | buy | 336 | 0.10 | 102.198 | 0.000 | 0.000 | ||
| 1342 | 2014.02.13 21:01 | modify | 336 | 0.10 | 102.198 | 101.958 | 0.000 | ||
| 1343 | 2014.02.13 21:01 | modify | 336 | 0.10 | 102.198 | 101.958 | 102.368 | ||
| 1344 | 2014.02.14 00:11 | t/p | 336 | 0.10 | 102.366 | 101.958 | 102.368 | 1774.58 | 1192418.44 |
| 1345 | 2014.02.17 13:57 | buy | 337 | 0.10 | 101.903 | 0.000 | 0.000 | ||
| 1346 | 2014.02.17 13:57 | modify | 337 | 0.10 | 101.903 | 101.663 | 0.000 | ||
| 1347 | 2014.02.17 13:57 | modify | 337 | 0.10 | 101.903 | 101.663 | 102.073 | ||
| 1348 | 2014.02.17 20:23 | close | 337 | 0.10 | 101.961 | 101.663 | 102.073 | 579.40 | 1192997.84 |
| 1349 | 2014.02.17 21:52 | buy | 338 | 0.10 | 101.931 | 0.000 | 0.000 | ||
| 1350 | 2014.02.17 21:52 | modify | 338 | 0.10 | 101.931 | 101.691 | 0.000 | ||