Strategy Tester Report
CrocodileDundee
TitanFX-Demo01 (Build 1355)

通貨ペアEURJPY (Euro vs Japanese Yen)
期間15分足(M15) 2021.01.04 00:00 - 2021.12.30 23:45 (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_alligatorOption ="---------------------------------------------------"; p_alliJawPeriod=16; p_alliJawShift=5; p_alliTeethPeriod=8; p_alliTeethShift=5; p_alliLipsPeriod=3; p_alliLipsShift=3; p_alliMethod=3; p_alliPrice=4; p_RSIOption ="---------------------------------------------------"; p_RSIPeriod=18; p_RSIPrice=0; p_RSIUpperLine=70; p_RSILowerLine=30; p_entryOption ="---------------------------------------------------"; p_entryLot=0.05; p_multiplierLots=1.5; p_slippage=2; p_stopLoss=0; p_takeProfit=0; p_otherOption ="---------------------------------------------------"; p_maxPosition=1; p_magicNumber=7097853;
テストバー数24963モデルティック数23378780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149.30総利益452.70総損失-303.41
プロフィットファクタ1.49期待利得1.27
絶対ドローダウン7.04最大ドローダウン88.72 (0.87%)相対ドローダウン0.87% (88.72)
総取引数118売りポジション(勝率%)0 (0.00%)買いポジション(勝率%)118 (54.24%)
勝率(%)64 (54.24%)負率 (%)54 (45.76%)
最大勝トレード60.95敗トレード-31.77
平均勝トレード7.07敗トレード-5.62
最大連勝(金額)8 (50.22)連敗(金額)5 (-64.10)
最大連勝(トレード数)65.88 (3)連敗(トレード数)-64.10 (5)
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 15:00buy10.05126.6220.0000.000
22021.01.04 18:00close10.05126.5540.0000.000-2.359997.65
32021.01.06 09:15buy20.07126.6480.0000.000
42021.01.06 14:45close20.07126.9280.0000.00013.5310011.18
52021.01.06 15:30buy30.05127.0170.0000.000
62021.01.06 17:15close30.05127.1400.0000.0004.2510015.43
72021.01.19 03:15buy40.05125.4290.0000.000
82021.01.19 07:15close40.05125.7880.0000.00012.4010027.83
92021.01.19 08:30buy50.05125.8130.0000.000
102021.01.19 08:45close50.05125.8220.0000.0000.3110028.14
112021.01.19 10:15buy60.05125.9630.0000.000
122021.01.19 15:00close60.05126.1000.0000.0004.7310032.87
132021.01.21 15:45buy70.05125.8710.0000.000
142021.01.21 17:45close70.05125.8910.0000.0000.7010033.57
152021.01.22 02:15buy80.05126.0320.0000.000
162021.01.22 06:15close80.05126.0650.0000.0001.1410034.71
172021.01.29 10:45buy90.05126.7420.0000.000
182021.01.29 15:30close90.05127.1230.0000.00013.1610047.87
192021.01.29 17:00buy100.05127.2590.0000.000
202021.01.29 18:15close100.05127.0680.0000.000-6.6010041.27
212021.02.05 14:15buy110.07126.6050.0000.000
222021.02.05 18:15close110.07126.8290.0000.00010.8310052.10
232021.02.05 18:45buy120.05126.9270.0000.000
242021.02.05 21:00close120.05126.9140.0000.000-0.4510051.65
252021.02.11 11:15buy130.07127.0350.0000.000
262021.02.11 13:00close130.07126.9580.0000.000-3.7310047.92
272021.02.11 15:15buy140.11127.1250.0000.000
282021.02.11 18:00close140.11127.0300.0000.000-7.2210040.70
292021.02.15 02:30buy150.16127.4040.0000.000
302021.02.15 04:15close150.16127.3720.0000.000-3.5410037.16
312021.02.15 06:00buy160.25127.4940.0000.000
322021.02.15 07:45close160.25127.5270.0000.0005.7010042.86
332021.02.15 08:30buy170.05127.5840.0000.000
342021.02.15 13:30close170.05127.8090.0000.0007.7710050.63
352021.02.16 03:00buy180.05128.0360.0000.000
362021.02.16 07:30close180.05128.1390.0000.0003.5510054.18
372021.02.23 09:15buy190.05128.0210.0000.000
382021.02.23 11:15close190.05127.8840.0000.000-4.7310049.45
392021.02.24 03:15buy200.07128.1510.0000.000
402021.02.24 07:30close200.07128.1310.0000.000-0.9710048.48
412021.02.24 10:45buy210.11128.5100.0000.000
422021.02.24 13:15close210.11128.7230.0000.00016.1810064.66
432021.02.25 03:30buy220.05129.0150.0000.000
442021.02.25 05:15close220.05128.9470.0000.000-2.3410062.32
452021.02.25 10:30buy230.07129.4020.0000.000
462021.02.25 16:00close230.07129.6350.0000.00011.2610073.58
472021.03.02 20:30buy240.05129.0350.0000.000
482021.03.02 22:30close240.05129.0620.0000.0000.9310074.51
492021.03.04 18:00buy250.05129.5490.0000.000
502021.03.04 20:00close250.05129.2790.0000.000-9.3310065.18
512021.03.09 05:00buy260.07129.4620.0000.000
522021.03.09 07:15close260.07129.4820.0000.0000.9710066.15
532021.03.11 05:30buy270.05129.5080.0000.000
542021.03.11 07:15close270.05129.6070.0000.0003.4210069.57
552021.03.11 08:00buy280.05129.6520.0000.000
562021.03.11 12:00close280.05129.7720.0000.0004.1510073.72
572021.03.12 03:30buy290.05130.2750.0000.000
582021.03.12 05:30close290.05130.0880.0000.000-6.4610067.26
592021.03.17 22:00buy300.07130.3770.0000.000
602021.03.18 02:00close300.07130.3900.0000.0000.6110067.87
612021.03.18 04:30buy310.05130.6250.0000.000
622021.03.18 06:00close310.05130.5660.0000.000-2.0410065.83
632021.03.22 15:00buy320.07129.6600.0000.000
642021.03.22 17:30close320.07129.6250.0000.000-1.6910064.14
652021.03.22 20:45buy330.11129.9220.0000.000
662021.03.22 23:15close330.11129.9000.0000.000-1.6710062.47
672021.03.25 05:45buy340.16128.8240.0000.000
682021.03.25 08:45close340.16128.8170.0000.000-0.7710061.70
692021.03.26 12:00buy350.25129.0450.0000.000
702021.03.26 18:45close350.25129.3980.0000.00060.9510122.65
712021.03.31 03:45buy360.05129.6270.0000.000
722021.03.31 06:00close360.05129.7490.0000.0004.2110126.86
732021.04.09 13:30buy370.05130.4850.0000.000
742021.04.09 15:00close370.05130.5060.0000.0000.7210127.58
752021.04.16 10:45buy380.05130.4050.0000.000
762021.04.16 13:00close380.05130.3490.0000.000-1.9310125.65
772021.04.20 05:15buy390.07130.4020.0000.000
782021.04.20 08:15close390.07130.4830.0000.0003.9110129.56
792021.04.20 09:45buy400.05130.7970.0000.000
802021.04.20 13:30close400.05130.6490.0000.000-5.1110124.45
812021.04.22 16:00buy410.07130.4520.0000.000
822021.04.22 16:30close410.07130.0710.0000.000-18.4210106.03
832021.04.23 11:00buy420.11130.0840.0000.000
842021.04.23 14:00close420.11130.0380.0000.000-3.5010102.53
852021.04.23 20:00buy430.16130.4000.0000.000
862021.04.26 00:17close430.16130.4760.0000.0008.3710110.90
872021.04.27 19:00buy440.05131.1390.0000.000
882021.04.28 01:00close440.05131.4150.0000.0009.5310120.43
892021.04.28 03:45buy450.05131.5670.0000.000
902021.04.28 06:00close450.05131.5200.0000.000-1.6210118.81
912021.04.29 10:45buy460.07131.9710.0000.000
922021.04.29 14:45close460.07132.1750.0000.0009.8610128.67
932021.05.03 09:00buy470.05131.7970.0000.000
942021.05.03 10:15close470.05131.9030.0000.0003.6610132.33
952021.05.03 10:45buy480.05131.9610.0000.000
962021.05.03 13:45close480.05131.9220.0000.000-1.3510130.98
972021.05.06 11:30buy490.07131.5230.0000.000
982021.05.06 13:15close490.07131.4890.0000.000-1.6410129.34
992021.05.06 16:30buy500.11131.7930.0000.000
1002021.05.06 18:00close500.11131.5450.0000.000-18.8410110.50
1012021.05.07 12:00buy510.16131.9130.0000.000
1022021.05.07 13:30close510.16131.8180.0000.000-10.5010100.00
1032021.05.19 09:30buy520.25133.4150.0000.000
1042021.05.19 11:30close520.25133.2310.0000.000-31.7710068.23
1052021.05.24 12:15buy530.37132.8950.0000.000
1062021.05.24 16:00close530.37132.9690.0000.00018.9110087.14
1072021.05.25 11:00buy540.05133.2590.0000.000
1082021.05.25 17:45close540.05133.4200.0000.0005.5610092.70
1092021.05.27 17:15buy550.05133.6020.0000.000
1102021.05.27 22:30close550.05133.9230.0000.00011.0810103.78
1112021.06.02 04:15buy560.05134.0120.0000.000
1122021.06.02 08:00close560.05134.0100.0000.000-0.0710103.71
1132021.06.10 15:45buy570.07133.5940.0000.000
1142021.06.10 16:30close570.07133.3240.0000.000-13.0510090.66
1152021.06.14 16:15buy580.11133.1470.0000.000
1162021.06.14 20:30close580.11133.3580.0000.00016.0310106.69
1172021.06.14 23:30buy590.05133.4220.0000.000
1182021.06.15 00:00close590.05133.3690.0000.000-1.8310104.85
1192021.06.15 11:15buy600.07133.6730.0000.000
1202021.06.15 12:15close600.07133.4820.0000.000-9.2310095.62
1212021.06.21 21:00buy610.11131.3870.0000.000
1222021.06.22 01:00close610.11131.4400.0000.0004.0110099.63
1232021.06.22 19:30buy620.05132.0660.0000.000
1242021.06.22 22:45close620.05132.1480.0000.0002.8410102.47
1252021.06.23 11:30buy630.05132.4040.0000.000
1262021.06.23 15:30close630.05132.4050.0000.0000.0310102.50
1272021.07.01 12:30buy640.05132.1160.0000.000
1282021.07.01 16:45close640.05132.2790.0000.0005.6310108.13
1292021.07.06 09:15buy650.05131.7760.0000.000
1302021.07.06 10:45close650.05131.5780.0000.000-6.8410101.29
1312021.07.09 13:00buy660.07130.4330.0000.000
1322021.07.09 19:15close660.07130.7180.0000.00013.7810115.07
1332021.07.09 21:30buy670.05130.8520.0000.000
1342021.07.09 23:45close670.05130.8090.0000.000-1.4810113.59
1352021.07.21 17:15buy680.07130.0330.0000.000
1362021.07.21 19:45close680.07130.0580.0000.0001.2110114.80
1372021.07.23 11:30buy690.05130.1110.0000.000
1382021.07.23 13:30close690.05129.9200.0000.000-6.5910108.21
1392021.07.30 10:30buy700.07130.3420.0000.000
1402021.07.30 14:00close700.07130.4290.0000.0004.2010112.41
1412021.08.11 06:00buy710.05129.7350.0000.000
1422021.08.11 07:45close710.05129.6920.0000.000-1.4910110.92
1432021.08.18 15:15buy720.07128.6630.0000.000
1442021.08.18 17:30close720.07128.6580.0000.000-0.2410110.68
1452021.08.20 20:00buy730.11128.5200.0000.000
1462021.08.20 22:00close730.11128.4350.0000.000-6.4610104.22
1472021.08.23 06:30buy740.16128.7590.0000.000
1482021.08.23 08:45close740.16128.8070.0000.0005.3010109.52
1492021.08.23 09:00buy750.05128.8280.0000.000
1502021.08.23 10:45close750.05128.7520.0000.000-2.6310106.89
1512021.08.23 12:30buy760.07129.0420.0000.000
1522021.08.23 14:15close760.07129.0650.0000.0001.1110108.00
1532021.08.24 08:45buy770.05129.0050.0000.000
1542021.08.24 10:15close770.05128.8730.0000.000-4.5610103.44
1552021.08.25 17:45buy780.07129.3160.0000.000
1562021.08.25 23:00close780.07129.4680.0000.0007.3510110.79
1572021.08.26 10:30buy790.05129.6760.0000.000
1582021.08.26 12:30close790.05129.5280.0000.000-5.1110105.68
1592021.08.31 07:30buy800.07129.9000.0000.000
1602021.08.31 09:30close800.07129.9120.0000.0000.5810106.26
1612021.08.31 10:00buy810.05129.9330.0000.000
1622021.08.31 11:15close810.05129.9230.0000.000-0.3510105.91
1632021.08.31 14:15buy820.07130.1530.0000.000
1642021.08.31 15:30close820.07129.9010.0000.000-12.1910093.72
1652021.09.01 11:45buy830.11130.3880.0000.000
1662021.09.01 13:45close830.11130.3890.0000.0000.0810093.80
1672021.09.02 17:45buy840.05130.5500.0000.000
1682021.09.02 19:30close840.05130.5160.0000.000-1.1710092.63
1692021.09.10 10:15buy850.07130.1210.0000.000
1702021.09.10 10:30close850.07130.1950.0000.0003.5810096.21
1712021.09.17 05:30buy860.05129.2700.0000.000
1722021.09.17 15:15close860.05129.6010.0000.00011.4310107.64
1732021.09.23 10:15buy870.05128.8410.0000.000
1742021.09.23 13:15close870.05128.7100.0000.000-4.5310103.11
1752021.09.23 17:00buy880.07129.2030.0000.000
1762021.09.23 19:45close880.07129.3300.0000.0006.1410109.25
1772021.09.23 20:45buy890.05129.4360.0000.000
1782021.09.24 01:00close890.05129.4760.0000.0001.3810110.63
1792021.09.24 03:30buy900.05129.6510.0000.000
1802021.09.24 05:45close900.05129.5480.0000.000-3.5610107.07
1812021.09.28 06:45buy910.07130.0520.0000.000
1822021.09.28 10:30close910.07129.9290.0000.000-5.9410101.13
1832021.10.04 12:15buy920.11129.1900.0000.000
1842021.10.04 16:00close920.11129.1990.0000.0000.6810101.81
1852021.10.08 04:15buy930.05129.1820.0000.000
1862021.10.08 07:00close930.05129.1970.0000.0000.5210102.33
1872021.10.08 18:30buy940.05129.7410.0000.000
1882021.10.08 20:45close940.05129.7220.0000.000-0.6610101.67
1892021.10.08 22:00buy950.07129.8930.0000.000
1902021.10.11 01:00close950.07129.8660.0000.000-1.3210100.35
1912021.10.11 05:30buy960.11130.1130.0000.000
1922021.10.11 13:15close960.11130.5970.0000.00036.7710137.12
1932021.10.11 15:45buy970.05130.9260.0000.000
1942021.10.11 20:45close970.05131.0160.0000.0003.1010140.22
1952021.10.14 04:30buy980.05131.5730.0000.000
1962021.10.14 08:45close980.05131.6280.0000.0001.9010142.12
1972021.10.15 05:00buy990.05132.1550.0000.000
1982021.10.15 10:30close990.05132.5310.0000.00012.9810155.10
1992021.10.15 12:00buy1000.05132.6280.0000.000
2002021.10.15 15:30close1000.05132.5240.0000.000-3.5910151.51
2012021.10.20 03:15buy1010.07133.2900.0000.000
2022021.10.20 05:30close1010.07133.2940.0000.0000.1910151.70
2032021.10.25 04:15buy1020.05132.5360.0000.000
2042021.10.25 06:00close1020.05132.5170.0000.000-0.6510151.05
2052021.10.28 23:30buy1030.07132.6970.0000.000
2062021.10.29 01:00close1030.07132.6540.0000.000-2.0910148.97
2072021.10.29 03:15buy1040.11132.8910.0000.000
2082021.10.29 04:15close1040.11132.5530.0000.000-25.6810123.29
2092021.11.10 12:00buy1050.16131.0810.0000.000
2102021.11.10 13:15close1050.16130.8360.0000.000-27.0710096.22
2112021.11.18 16:30buy1060.25129.7160.0000.000
2122021.11.18 19:30close1060.25129.8640.0000.00025.5510121.77
2132021.11.18 19:45buy1070.05129.8830.0000.000
2142021.11.18 22:00close1070.05129.9210.0000.0001.3110123.08
2152021.11.22 18:15buy1080.05129.1830.0000.000
2162021.11.22 20:15close1080.05129.1650.0000.000-0.6310122.45
2172021.12.07 06:15buy1090.07128.2900.0000.000
2182021.12.07 10:30close1090.07128.3520.0000.0003.0010125.45
2192021.12.08 15:45buy1100.05128.7150.0000.000
2202021.12.08 21:00close1100.05128.9730.0000.0008.9110134.36
2212021.12.14 11:30buy1110.05128.4060.0000.000
2222021.12.14 15:45close1110.05128.3420.0000.000-2.2110132.15
2232021.12.15 22:30buy1120.07128.7270.0000.000
2242021.12.16 01:15close1120.07128.9210.0000.0009.3610141.51
2252021.12.16 09:45buy1130.05129.0390.0000.000
2262021.12.16 13:15close1130.05128.9340.0000.000-3.6210137.89
2272021.12.21 09:30buy1140.07128.4190.0000.000
2282021.12.21 11:15close1140.07128.4210.0000.0000.0910137.98
2292021.12.22 12:30buy1150.05129.1000.0000.000
2302021.12.22 15:45close1150.05129.1620.0000.0002.1410140.12
2312021.12.22 17:30buy1160.05129.3420.0000.000
2322021.12.22 20:00close1160.05129.3900.0000.0001.6510141.77
2332021.12.27 16:45buy1170.05129.9540.0000.000
2342021.12.27 22:00close1170.05130.1340.0000.0006.2210147.99
2352021.12.29 17:15buy1180.05130.3250.0000.000
2362021.12.29 20:00close1180.05130.3630.0000.0001.3110149.30