Strategy Tester Report
ChocolateVanilla
TitanFX-Demo01 (Build 1355)

通貨ペアEURUSD (Euro vs US Dollar)
期間30分足(M30) 2021.01.04 00:00 - 2021.12.30 23:30 (2021.01.01 - 2021.12.31)
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switchbuysell=2; p_RSIOption ="---------------------------------------------------"; p_RSIPeriod=14; p_IchimokuOption ="---------------------------------------------------"; p_ichimokuTenkanPeriod=9; p_ichimokuKijunPeriod=26; p_ichimokuSenkouBPeriod=52; p_DMIOption="---------------------------------------------------"; p_DMIPeriod=14; p_DMIUpperLine=30; p_entryOption ="---------------------------------------------------"; p_entryLot=0.05; p_multiplierLots=1; p_slippage=2; p_stopLoss=0; p_takeProfit=0; p_otherOption ="---------------------------------------------------"; p_magicNumber=8435909;
テストバー数12532モデルティック数16643116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10000.00スプレッド変動
純益165.88総利益532.48総損失-366.61
プロフィットファクタ1.45期待利得1.86
絶対ドローダウン38.01最大ドローダウン95.22 (0.94%)相対ドローダウン0.94% (95.22)
総取引数89売りポジション(勝率%)54 (46.30%)買いポジション(勝率%)35 (37.14%)
勝率(%)38 (42.70%)負率 (%)51 (57.30%)
最大勝トレード51.64敗トレード-28.09
平均勝トレード14.01敗トレード-7.19
最大連勝(金額)4 (97.25)連敗(金額)12 (-64.83)
最大連勝(トレード数)97.25 (4)連敗(トレード数)-64.83 (12)
平均連勝2連敗2
Graph
#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
12021.01.04 19:00sell10.051.225350.000000.00000
22021.01.05 03:00close10.051.225600.000000.00000-1.099998.91
32021.01.05 07:30buy20.051.227100.000000.00000
42021.01.05 15:00close20.051.227230.000000.000000.659999.56
52021.01.06 18:30sell30.051.227900.000000.00000
62021.01.07 19:00close30.051.226390.000000.000008.0410007.60
72021.01.14 18:30buy40.051.214860.000000.00000
82021.01.15 02:00close40.051.215050.000000.000000.5610008.16
92021.01.20 12:30sell50.051.212050.000000.00000
102021.01.21 03:00close50.051.211770.000000.000001.8910010.04
112021.01.22 10:30sell60.051.215650.000000.00000
122021.01.22 14:00close60.051.217660.000000.00000-10.059999.99
132021.01.26 07:30sell70.051.212970.000000.00000
142021.01.26 14:30close70.051.214220.000000.00000-6.259993.74
152021.01.28 07:30sell80.051.209230.000000.00000
162021.01.28 10:30close80.051.210390.000000.00000-5.809987.94
172021.01.29 05:00sell90.051.210430.000000.00000
182021.01.29 23:00close90.051.213520.000000.00000-15.459972.49
192021.02.03 12:00sell100.051.202310.000000.00000
202021.02.03 19:00close100.051.202410.000000.00000-0.509971.99
212021.02.04 07:30sell110.051.201430.000000.00000
222021.02.05 08:00close110.051.196320.000000.0000025.719997.70
232021.02.11 11:30buy120.051.213450.000000.00000
242021.02.11 19:00close120.051.212610.000000.00000-4.209993.50
252021.02.16 08:00sell130.051.213640.000000.00000
262021.02.16 11:00close130.051.215540.000000.00000-9.509984.00
272021.02.25 01:00buy140.051.216600.000000.00000
282021.02.25 20:30close140.051.219240.000000.0000013.209997.20
292021.02.25 23:00sell150.051.216310.000000.00000
302021.02.26 17:00close150.051.212510.000000.0000019.1610016.37
312021.03.02 16:30buy160.051.204480.000000.00000
322021.03.03 05:00close160.051.208340.000000.0000018.9110035.27
332021.03.10 12:30buy170.051.189980.000000.00000
342021.03.10 13:30close170.051.189040.000000.00000-4.7010030.57
352021.03.12 08:00sell180.051.196320.000000.00000
362021.03.12 18:00close180.051.193710.000000.0000013.0510043.62
372021.03.30 07:30sell190.051.176290.000000.00000
382021.03.31 01:30close190.051.171870.000000.0000022.2610065.89
392021.04.01 05:30sell200.051.172230.000000.00000
402021.04.01 10:00close200.051.173250.000000.00000-5.1010060.79
412021.04.05 09:00sell210.051.174940.000000.00000
422021.04.06 08:00close210.051.180590.000000.00000-28.0910032.70
432021.04.07 23:30sell220.051.187100.000000.00000
442021.04.08 03:30close220.051.187120.000000.000000.3910033.08
452021.04.08 10:30buy230.051.188210.000000.00000
462021.04.08 13:00close230.051.186460.000000.00000-8.7510024.33
472021.04.09 08:30sell240.051.189870.000000.00000
482021.04.09 19:00close240.051.189650.000000.000001.1010025.43
492021.04.09 20:30buy250.051.190760.000000.00000
502021.04.12 00:00close250.051.189030.000000.00000-9.0410016.39
512021.04.16 11:00buy260.051.198770.000000.00000
522021.04.16 21:31close260.051.197510.000000.00000-6.3010010.09
532021.04.19 10:30buy270.051.198180.000000.00000
542021.04.20 00:30close270.051.203430.000000.0000025.8610035.95
552021.04.20 16:00sell280.051.203440.000000.00000
562021.04.20 23:00close280.051.203360.000000.000000.4010036.35
572021.04.28 04:00sell290.051.207820.000000.00000
582021.04.28 19:00close290.051.209790.000000.00000-9.8510026.50
592021.05.04 04:30sell300.051.204740.000000.00000
602021.05.04 21:30close300.051.202150.000000.0000012.9510039.45
612021.05.05 05:30buy310.051.202200.000000.00000
622021.05.05 19:30close310.051.199610.000000.00000-12.9510026.50
632021.05.06 04:30buy320.051.200830.000000.00000
642021.05.06 06:00close320.051.200000.000000.00000-4.1510022.35
652021.05.12 01:00sell330.051.214940.000000.00000
662021.05.13 04:00close330.051.208210.000000.0000034.1410056.49
672021.05.28 18:30buy340.051.219100.000000.00000
682021.05.28 23:00close340.051.219260.000000.000000.8010057.29
692021.06.01 22:30sell350.051.222070.000000.00000
702021.06.02 21:30close350.051.221360.000000.000003.7110061.00
712021.06.08 06:30sell360.051.218030.000000.00000
722021.06.08 13:30close360.051.217530.000000.000002.5010063.50
732021.06.09 02:00sell370.051.217160.000000.00000
742021.06.09 04:00close370.051.217540.000000.00000-1.9010061.60
752021.06.18 09:30sell380.051.190340.000000.00000
762021.06.18 11:30close380.051.192360.000000.00000-10.1010051.50
772021.06.21 08:00sell390.051.186560.000000.00000
782021.06.21 09:30close390.051.187620.000000.00000-5.3010046.20
792021.06.23 08:30sell400.051.191680.000000.00000
802021.06.23 11:30close400.051.194080.000000.00000-12.0010034.20
812021.06.23 22:30sell410.051.192440.000000.00000
822021.06.24 10:00close410.051.193430.000000.00000-4.4610029.73
832021.07.01 08:30sell420.051.183930.000000.00000
842021.07.01 14:00close420.051.186690.000000.00000-13.8010015.93
852021.07.06 11:30sell430.051.184850.000000.00000
862021.07.07 03:00close430.051.182260.000000.0000013.1110029.05
872021.07.08 09:00buy440.051.180580.000000.00000
882021.07.09 02:30close440.051.184300.000000.0000018.2110047.25
892021.07.13 02:00buy450.051.186320.000000.00000
902021.07.13 07:30close450.051.186810.000000.000002.4510049.70
912021.07.13 09:00sell460.051.185690.000000.00000
922021.07.14 08:30close460.051.178510.000000.0000036.0610085.77
932021.07.20 22:30buy470.051.178470.000000.00000
942021.07.21 00:30close470.051.177900.000000.00000-3.2410082.52
952021.07.21 06:30sell480.051.177610.000000.00000
962021.07.21 22:00close480.051.180020.000000.00000-12.0510070.47
972021.07.23 10:30sell490.051.176730.000000.00000
982021.07.23 11:30close490.051.178000.000000.00000-6.3510064.12
992021.07.27 15:30buy500.051.181190.000000.00000
1002021.07.28 04:00close500.051.181400.000000.000000.6610064.78
1012021.07.28 13:00sell510.051.181510.000000.00000
1022021.07.28 23:00close510.051.184750.000000.00000-16.2010048.58
1032021.08.04 06:00buy520.051.187360.000000.00000
1042021.08.04 22:00close520.051.183880.000000.00000-17.4010031.18
1052021.08.09 08:00buy530.051.176340.000000.00000
1062021.08.09 11:30close530.051.176060.000000.00000-1.4010029.78
1072021.08.12 19:30buy540.051.174200.000000.00000
1082021.08.12 20:30close540.051.173680.000000.00000-2.6010027.18
1092021.08.18 10:30buy550.051.172850.000000.00000
1102021.08.18 12:30close550.051.172020.000000.00000-4.1510023.03
1112021.08.18 21:30buy560.051.172230.000000.00000
1122021.08.18 23:30close560.051.171060.000000.00000-5.8510017.18
1132021.08.19 16:30buy570.051.169520.000000.00000
1142021.08.19 18:00close570.051.168220.000000.00000-6.5010010.68
1152021.08.19 23:00sell580.051.167630.000000.00000
1162021.08.20 04:00close580.051.168240.000000.00000-2.8910007.79
1172021.08.24 05:30sell590.051.173610.000000.00000
1182021.08.24 14:30close590.051.173960.000000.00000-1.7510006.04
1192021.08.30 14:30sell600.051.179620.000000.00000
1202021.08.30 18:30close600.051.179840.000000.00000-1.1010004.94
1212021.08.31 18:30sell610.051.180300.000000.00000
1222021.08.31 20:30close610.051.180560.000000.00000-1.3010003.64
1232021.09.06 21:30buy620.051.186990.000000.00000
1242021.09.07 11:30close620.051.186330.000000.00000-3.699999.95
1252021.09.08 06:00sell630.051.184480.000000.00000
1262021.09.08 19:00close630.051.181840.000000.0000013.2010013.15
1272021.09.13 18:00buy640.051.180980.000000.00000
1282021.09.13 21:00close640.051.180240.000000.00000-3.7010009.45
1292021.09.17 16:30sell650.051.175630.000000.00000
1302021.09.20 16:30close650.051.171430.000000.0000021.1610030.61
1312021.09.22 08:00sell660.051.172160.000000.00000
1322021.09.22 11:00close660.051.172870.000000.00000-3.5510027.06
1332021.09.23 11:00buy670.051.171550.000000.00000
1342021.09.24 05:00close670.051.173880.000000.0000011.2610038.32
1352021.10.05 23:00sell680.051.159620.000000.00000
1362021.10.06 19:30close680.051.154560.000000.0000025.4610063.78
1372021.10.19 19:00sell690.051.163180.000000.00000
1382021.10.20 04:30close690.051.164490.000000.00000-6.3910057.40
1392021.10.21 09:00sell700.051.165200.000000.00000
1402021.10.21 15:00close700.051.164230.000000.000004.8510062.25
1412021.10.25 01:30buy710.051.164110.000000.00000
1422021.10.25 03:00close710.051.163930.000000.00000-0.9010061.35
1432021.11.04 10:00sell720.051.157780.000000.00000
1442021.11.04 21:30close720.051.155500.000000.0000011.4010072.75
1452021.11.09 10:30sell730.051.158380.000000.00000
1462021.11.09 12:00close730.051.159360.000000.00000-4.9010067.85
1472021.11.10 07:00sell740.051.158410.000000.00000
1482021.11.11 08:30close740.051.148180.000000.0000051.6410119.48
1492021.11.12 10:00buy750.051.145100.000000.00000
1502021.11.12 19:30close750.051.144400.000000.00000-3.5010115.98
1512021.11.16 12:30sell760.051.135570.000000.00000
1522021.11.17 03:30close760.051.132660.000000.0000014.7110130.69
1532021.11.19 08:00sell770.051.135270.000000.00000
1542021.11.22 07:00close770.051.127850.000000.0000037.2610167.96
1552021.11.25 04:30buy780.051.121140.000000.00000
1562021.11.29 03:30close780.051.128750.000000.0000037.2710205.22
1572021.11.30 03:30buy790.051.129150.000000.00000
1582021.12.01 11:00close790.051.130830.000000.000008.0110213.23
1592021.12.06 07:30sell800.051.128620.000000.00000
1602021.12.06 16:30close800.051.129440.000000.00000-4.1010209.13
1612021.12.08 00:30buy810.051.127170.000000.00000
1622021.12.08 14:00close810.051.127620.000000.000002.2510211.38
1632021.12.09 08:00sell820.051.132680.000000.00000
1642021.12.09 23:00close820.051.129480.000000.0000016.0010227.38
1652021.12.10 16:00buy830.051.129370.000000.00000
1662021.12.10 17:00close830.051.128610.000000.00000-3.8010223.58
1672021.12.13 06:30sell840.051.129670.000000.00000
1682021.12.14 11:30close840.051.129250.000000.000002.2610225.84
1692021.12.15 09:00buy850.051.127550.000000.00000
1702021.12.15 15:30close850.051.125950.000000.00000-8.0010217.84
1712021.12.17 10:00sell860.051.131810.000000.00000
1722021.12.17 11:00close860.051.133600.000000.00000-8.9510208.89
1732021.12.22 02:30buy870.051.128610.000000.00000
1742021.12.22 05:00close870.051.127720.000000.00000-4.4510204.44
1752021.12.22 09:00sell880.051.126660.000000.00000
1762021.12.23 17:30close880.051.132000.000000.00000-26.2110178.23
1772021.12.24 10:00buy890.051.133180.000000.00000
1782021.12.24 18:00close890.051.130710.000000.00000-12.3510165.88