Strategy Tester Report
KINGDOM
TitanFX-Demo01 (Build 1355)

通貨ペアUSDJPY (US Dollar vs Japanese Yen)
期間1時間足(H1) 2021.01.04 00:00 - 2021.12.30 23:00 (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=0; p_bullBearOption ="---------------------------------------------------"; p_bullPeriod=15; p_bearPeriod=15; p_CCIOption ="---------------------------------------------------"; p_CCIPeriod=25; p_entryOption ="---------------------------------------------------"; p_entryLot=0.05; p_multiplierLots=1.1; p_slippage=2; p_stopLoss=250; p_takeProfit=250; p_otherOption ="---------------------------------------------------"; p_maxPosition=1; p_magicNumber=7097853;
テストバー数6316モデルティック数12777298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492.38総利益1402.93総損失-910.55
プロフィットファクタ1.54期待利得2.44
絶対ドローダウン10.55最大ドローダウン162.21 (1.58%)相対ドローダウン1.58% (162.21)
総取引数202売りポジション(勝率%)0 (0.00%)買いポジション(勝率%)202 (30.69%)
勝率(%)62 (30.69%)負率 (%)140 (69.31%)
最大勝トレード94.76敗トレード-25.16
平均勝トレード22.63敗トレード-6.50
最大連勝(金額)3 (99.03)連敗(金額)10 (-74.27)
最大連勝(トレード数)99.03 (3)連敗(トレード数)-75.42 (6)
平均連勝1連敗3
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 18:00buy10.05103.130100.629105.630
22021.01.05 07:00close10.05102.994100.629105.630-6.419993.59
32021.01.06 13:00buy20.05102.843100.341105.343
42021.01.08 12:00close20.05103.809100.341105.34347.2810040.87
52021.01.08 20:00buy30.05103.987101.484106.487
62021.01.12 02:00close30.05104.140101.484106.4877.7210048.59
72021.01.12 04:00buy40.05104.240101.738106.740
82021.01.12 09:00close40.05104.164101.738106.740-3.6510044.94
92021.01.13 13:00buy50.05103.929101.426106.429
102021.01.14 18:00close50.05103.842101.426106.429-3.6310041.31
112021.01.15 21:00buy60.06103.853101.351106.353
122021.01.18 00:00close60.06103.817101.351106.353-1.8610039.46
132021.01.18 01:00buy70.06103.855101.330106.355
142021.01.18 04:00close70.06103.723101.330106.355-7.6410031.82
152021.01.19 05:00buy80.07104.054101.552106.554
162021.01.19 19:00close80.07103.861101.552106.554-13.0110018.81
172021.01.21 17:00buy90.08103.576101.073106.076
182021.01.21 23:00close90.08103.494101.073106.076-6.3410012.47
192021.01.22 04:00buy100.08103.584101.082106.084
202021.01.25 08:00close100.08103.716101.082106.08410.4810022.95
212021.01.25 13:00buy110.05103.807101.306106.307
222021.01.25 15:00close110.05103.770101.306106.307-1.7810021.17
232021.01.26 12:00buy120.05103.792101.290106.292
242021.01.26 15:00close120.05103.737101.290106.292-2.6510018.52
252021.01.27 05:00buy130.06103.710101.207106.210
262021.01.27 08:00close130.06103.682101.207106.210-1.6210016.90
272021.01.27 12:00buy140.06103.790101.289106.290
282021.01.28 21:00close140.06104.237101.289106.29026.4010043.30
292021.01.29 04:00buy150.05104.486101.985106.986
302021.02.01 08:00close150.05104.658101.985106.9868.4110051.71
312021.02.01 12:00buy160.05104.878102.375107.378
322021.02.02 11:00close160.05104.865102.375107.378-0.4310051.27
332021.02.02 14:00buy170.05105.030102.528107.530
342021.02.03 00:00close170.05104.970102.528107.530-2.6710048.60
352021.02.03 10:00buy180.06105.054102.551107.554
362021.02.03 16:00close180.06105.037102.551107.554-0.9710047.63
372021.02.04 06:00buy190.06105.118102.616107.618
382021.02.05 11:00close190.06105.342102.616107.61812.9810060.62
392021.02.05 14:00buy200.05105.614103.113108.114
402021.02.05 17:00close200.05105.502103.113108.114-5.3110055.31
412021.02.08 08:00buy210.05105.503103.001108.003
422021.02.08 16:00close210.05105.482103.001108.003-1.0010054.31
432021.02.10 13:00buy220.06104.727102.224107.227
442021.02.11 00:00close220.06104.588102.224107.227-7.3010047.01
452021.02.11 12:00buy230.06104.664102.162107.164
462021.02.16 12:00close230.06105.316102.162107.16437.8210084.83
472021.02.16 16:00buy240.05105.730103.228108.230
482021.02.17 17:00close240.05105.920103.228108.2309.1610093.99
492021.02.19 19:00buy250.05105.581103.080108.081
502021.02.19 20:00close250.05105.432103.080108.081-7.0710086.92
512021.02.22 05:00buy260.05105.618103.115108.118
522021.02.22 15:00close260.05105.549103.115108.118-3.2710083.65
532021.02.23 12:00buy270.06105.278102.776107.778
542021.02.25 21:00close270.06106.032102.776107.77843.5710127.22
552021.02.25 23:00buy280.05106.269103.766108.769
562021.02.26 05:00close280.05105.964103.766108.769-14.2010113.02
572021.02.26 13:00buy290.05106.430103.928108.930
582021.03.02 17:00close290.05106.738103.928108.93014.8010127.82
592021.03.03 05:00buy300.05106.847104.344109.347
602021.03.08 08:00close300.05108.350104.344109.34770.3010198.12
612021.03.08 10:00buy310.05108.507106.005111.007
622021.03.09 10:00close310.05108.806106.005111.00713.9310212.05
632021.03.10 05:00buy320.05108.819106.316111.319
642021.03.10 12:00close320.05108.674106.316111.319-6.6710205.38
652021.03.10 15:00buy330.05108.779106.276111.279
662021.03.10 16:00close330.05108.470106.276111.279-14.2410191.14
672021.03.11 08:00buy340.06108.699106.196111.199
682021.03.11 11:00close340.06108.433106.196111.199-14.7210176.42
692021.03.12 02:00buy350.06108.575106.072111.075
702021.03.15 12:00close350.06109.056106.072111.07526.6810203.10
712021.03.15 17:00buy360.05109.221106.718111.721
722021.03.15 23:00close360.05109.106106.718111.721-5.2710197.83
732021.03.16 05:00buy370.05109.204106.702111.704
742021.03.16 07:00close370.05109.159106.702111.704-2.0610195.77
752021.03.16 12:00buy380.06109.224106.722111.724
762021.03.16 14:00close380.06109.125106.722111.724-5.4410190.33
772021.03.17 05:00buy390.06109.139106.635111.639
782021.03.17 22:00close390.06108.848106.635111.639-16.0410174.29
792021.03.18 12:00buy400.07109.105106.603111.605
802021.03.18 14:00close400.07109.023106.603111.605-5.2610169.03
812021.03.18 16:00buy410.08109.109106.604111.609
822021.03.18 19:00close410.08108.969106.604111.609-10.2810158.75
832021.03.19 05:00buy420.08109.036106.531111.536
842021.03.19 06:00close420.08108.984106.531111.536-3.8210154.93
852021.03.22 03:00buy430.09108.878106.375111.378
862021.03.22 06:00close430.09108.776106.375111.378-8.4410146.49
872021.03.22 22:00buy440.10108.795106.293111.295
882021.03.23 06:00close440.10108.751106.293111.295-3.6810142.81
892021.03.23 21:00buy450.11108.720106.217111.220
902021.03.23 23:00close450.11108.582106.217111.220-13.9810128.83
912021.03.24 13:00buy460.12108.637106.135111.137
922021.03.29 06:00close460.12109.481106.135111.13794.7610223.59
932021.03.29 12:00buy470.05109.637107.136112.137
942021.03.29 13:00close470.05109.585107.136112.137-2.3710221.22
952021.03.29 17:00buy480.05109.737107.236112.237
962021.03.31 18:00close480.05110.518107.236112.23735.7010256.93
972021.03.31 22:00buy490.05110.739108.237113.239
982021.04.01 05:00close490.05110.662108.237113.239-2.9210254.01
992021.04.01 09:00buy500.05110.754108.250113.254
1002021.04.01 16:00close500.05110.696108.250113.254-2.6210251.39
1012021.04.02 17:00buy510.06110.673108.171113.173
1022021.04.05 05:00close510.06110.593108.171113.173-4.1210247.27
1032021.04.06 07:00buy520.06110.363107.860112.863
1042021.04.06 08:00close520.06110.251107.860112.863-6.1010241.17
1052021.04.06 11:00buy530.07110.298107.796112.798
1062021.04.06 16:00close530.07109.903107.796112.798-25.1610216.01
1072021.04.07 16:00buy540.08109.875107.373112.375
1082021.04.07 18:00close540.08109.623107.373112.375-18.3910197.62
1092021.04.07 23:00buy550.08109.788107.285112.288
1102021.04.08 04:00close550.08109.776107.285112.2880.0310197.65
1112021.04.09 10:00buy560.09109.443106.939111.943
1122021.04.12 05:00close560.09109.586106.939111.94312.0810209.73
1132021.04.13 05:00buy570.05109.575107.074112.075
1142021.04.13 11:00close570.05109.324107.074112.075-11.4810198.25
1152021.04.16 05:00buy580.05108.848106.345111.348
1162021.04.16 15:00close580.05108.770106.345111.348-3.5910194.66
1172021.04.20 11:00buy590.06108.401105.898110.901
1182021.04.20 18:00close590.06108.126105.898110.901-15.2610179.40
1192021.04.21 12:00buy600.06108.212105.710110.712
1202021.04.21 13:00close600.06108.079105.710110.712-7.3810172.02
1212021.04.22 16:00buy610.07108.124105.623110.624
1222021.04.22 18:00close610.07107.995105.623110.624-8.3610163.66
1232021.04.22 20:00buy620.08108.204105.702110.704
1242021.04.22 23:00close620.08108.028105.702110.704-13.0310150.63
1252021.04.23 19:00buy630.08107.950105.447110.450
1262021.04.23 23:00close630.08107.893105.447110.450-4.2310146.40
1272021.04.26 16:00buy640.09108.074105.573110.574
1282021.04.28 19:00close640.09108.808105.573110.57461.3810207.78
1292021.04.29 11:00buy650.05108.890106.388111.390
1302021.04.30 05:00close650.05108.801106.388111.390-3.9010203.88
1312021.04.30 13:00buy660.05108.926106.424111.426
1322021.04.30 14:00close660.05108.870106.424111.426-2.5710201.31
1332021.04.30 18:00buy670.06109.287106.785111.787
1342021.05.03 16:00close670.06109.377106.785111.7875.1610206.47
1352021.05.04 08:00buy680.05109.286106.782111.786
1362021.05.04 16:00close680.05109.092106.782111.786-8.8910197.58
1372021.05.04 23:00buy690.05109.305106.804111.805
1382021.05.05 06:00close690.05109.244106.804111.805-2.6010194.98
1392021.05.05 10:00buy700.06109.432106.929111.932
1402021.05.05 17:00close700.06109.255106.929111.932-9.7210185.26
1412021.05.06 05:00buy710.06109.331106.826111.831
1422021.05.06 10:00close710.06109.258106.826111.831-4.0110181.25
1432021.05.10 06:00buy720.07108.873106.371111.373
1442021.05.10 13:00close720.07108.754106.371111.373-7.6610173.59
1452021.05.10 21:00buy730.08108.847106.346111.347
1462021.05.11 08:00close730.08108.810106.346111.347-2.4210171.17
1472021.05.12 04:00buy740.08108.778106.275111.278
1482021.05.12 14:00close740.08108.678106.275111.278-7.3610163.81
1492021.05.12 17:00buy750.09109.239106.735111.739
1502021.05.13 17:00close750.09109.529106.735111.73924.8410188.65
1512021.05.14 05:00buy760.05109.618107.115112.118
1522021.05.14 07:00close760.05109.565107.115112.118-2.4210186.23
1532021.05.17 04:00buy770.05109.434106.932111.934
1542021.05.17 05:00close770.05109.341106.932111.934-4.2510181.98
1552021.05.19 05:00buy780.06109.052106.550111.552
1562021.05.19 06:00close780.06108.952106.550111.552-5.5110176.47
1572021.05.19 12:00buy790.06109.055106.552111.555
1582021.05.19 17:00close790.06108.772106.552111.555-15.6110160.86
1592021.05.19 23:00buy800.07109.210106.708111.710
1602021.05.20 11:00close800.07108.977106.708111.710-14.1810146.68
1612021.05.21 18:00buy810.08108.959106.457111.459
1622021.05.24 08:00close810.08108.842106.457111.459-8.3010138.38
1632021.05.24 13:00buy820.08108.883106.382111.383
1642021.05.24 17:00close820.08108.782106.382111.383-7.4310130.95
1652021.05.25 14:00buy830.09108.929106.426111.429
1662021.05.25 21:00close830.09108.775106.426111.429-12.7410118.21
1672021.05.26 11:00buy840.10108.835106.331111.335
1682021.05.28 19:00close840.10109.846106.331111.33593.5410211.74
1692021.06.01 13:00buy850.05109.603107.100112.103
1702021.06.01 18:00close850.05109.395107.100112.103-9.5110202.23
1712021.06.02 05:00buy860.05109.607107.104112.107
1722021.06.02 19:00close860.05109.601107.104112.107-0.2710201.96
1732021.06.03 06:00buy870.06109.682107.180112.182
1742021.06.04 12:00close870.06110.142107.180112.18225.2810227.25
1752021.06.08 05:00buy880.05109.398106.895111.898
1762021.06.09 04:00close880.05109.447106.895111.8982.4310229.68
1772021.06.09 19:00buy890.05109.620107.117112.120
1782021.06.10 10:00close890.05109.481107.117112.120-5.7910223.89
1792021.06.11 13:00buy900.05109.533107.030112.033
1802021.06.14 12:00close900.05109.652107.030112.0335.6210229.50
1812021.06.14 16:00buy910.05109.756107.253112.256
1822021.06.15 23:00close910.05110.038107.253112.25613.0010242.50
1832021.06.16 05:00buy920.05110.102107.600112.602
1842021.06.16 08:00close920.05110.062107.600112.602-1.8210240.68
1852021.06.16 23:00buy930.05110.637108.135113.137
1862021.06.17 17:00close930.05110.438108.135113.137-8.4510232.23
1872021.06.18 17:00buy940.06110.432107.929112.932
1882021.06.18 21:00close940.06110.157107.929112.932-14.9810217.25
1892021.06.21 14:00buy950.06110.126107.623112.626
1902021.06.21 15:00close950.06110.094107.623112.626-1.7410215.51
1912021.06.21 16:00buy960.07110.134107.631112.634
1922021.06.23 17:00close960.07110.708107.631112.63436.8110252.33
1932021.06.23 20:00buy970.05110.963108.461113.463
1942021.06.24 09:00close970.05110.857108.461113.463-4.2210248.11
1952021.06.25 04:00buy980.05110.934108.431113.434
1962021.06.25 06:00close980.05110.870108.431113.434-2.8910245.22
1972021.06.25 20:00buy990.06110.828108.325113.328
1982021.06.25 23:00close990.06110.755108.325113.328-3.9510241.27
1992021.06.28 03:00buy1000.06110.814108.310113.314
2002021.06.28 04:00close1000.06110.702108.310113.314-6.0710235.20
2012021.06.28 16:00buy1010.07110.854108.351113.354
2022021.06.28 18:00close1010.07110.629108.351113.354-14.2410220.96
2032021.06.30 17:00buy1020.08110.683108.181113.183
2042021.07.02 12:00close1020.08111.471108.181113.18357.7510278.71
2052021.07.07 12:00buy1030.05110.751108.248113.251
2062021.07.07 16:00close1030.05110.584108.248113.251-7.5510271.16
2072021.07.09 07:00buy1040.05109.888107.387112.388
2082021.07.12 11:00close1040.05110.048107.387112.3887.4610278.61
2092021.07.12 15:00buy1050.05110.211107.709112.711
2102021.07.13 13:00close1050.05110.243107.709112.7111.6410280.25
2112021.07.13 17:00buy1060.05110.416107.915112.916
2122021.07.13 18:00close1060.05110.318107.915112.916-4.4410275.81
2132021.07.13 20:00buy1070.05110.422107.921112.922
2142021.07.14 10:00close1070.05110.460107.921112.9221.9110277.72
2152021.07.15 15:00buy1080.05109.995107.493112.495
2162021.07.15 17:00close1080.05109.899107.493112.495-4.3710273.35
2172021.07.15 19:00buy1090.05110.061107.555112.561
2182021.07.15 21:00close1090.05109.877107.555112.561-8.3710264.98
2192021.07.16 06:00buy1100.06109.989107.484112.489
2202021.07.19 01:00close1100.06110.012107.484112.4891.4710266.45
2212021.07.20 11:00buy1110.05109.629107.126112.129
2222021.07.20 13:00close1110.05109.435107.126112.129-8.8610257.59
2232021.07.20 19:00buy1120.05109.918107.416112.418
2242021.07.22 05:00close1120.05110.130107.416112.41810.3710267.96
2252021.07.22 12:00buy1130.05110.255107.750112.755
2262021.07.22 16:00close1130.05110.067107.750112.755-8.5410259.42
2272021.07.23 06:00buy1140.05110.246107.744112.746
2282021.07.26 05:00close1140.05110.408107.744112.7467.5310266.95
2292021.07.26 23:00buy1150.05110.380107.877112.880
2302021.07.27 03:00close1150.05110.307107.877112.880-3.1210263.83
2312021.07.28 12:00buy1160.05109.926107.423112.426
2322021.07.28 23:00close1160.05109.864107.423112.426-2.8210261.01
2332021.07.30 14:00buy1170.06109.599107.095112.099
2342021.08.02 04:00close1170.06109.632107.095112.0992.0310263.04
2352021.08.04 11:00buy1180.05109.104106.602111.604
2362021.08.04 15:00close1180.05109.038106.602111.604-3.0310260.01
2372021.08.04 19:00buy1190.05109.431106.928111.931
2382021.08.05 14:00close1190.05109.462106.928111.9311.9810261.99
2392021.08.05 18:00buy1200.05109.704107.199112.204
2402021.08.09 13:00close1200.05110.135107.199112.20419.9410281.94
2412021.08.09 19:00buy1210.05110.260107.758112.760
2422021.08.11 16:00close1210.05110.477107.758112.76010.1910292.13
2432021.08.12 15:00buy1220.05110.442107.939112.942
2442021.08.12 18:00close1220.05110.354107.939112.942-3.9910288.14
2452021.08.17 08:00buy1230.05109.346106.842111.846
2462021.08.19 11:00close1230.05109.790106.842111.84620.9710309.11
2472021.08.20 17:00buy1240.05109.829107.326112.329
2482021.08.23 00:03close1240.05109.730107.326112.329-4.3210304.79
2492021.08.23 03:00buy1250.05109.844107.341112.344
2502021.08.23 17:00close1250.05109.846107.341112.3440.0910304.88
2512021.08.24 09:00buy1260.05109.831107.325112.331
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