ストラテジーテスターレポート
TitanFX-MT5-Demo (Build 3446)
設定
エキスパート: Fortune_MT5
銘柄: USDJPY
期間: M5 (2021.01.01 - 2021.12.31)
パラメータ: switchbuysell=0
p_SAROption =---------------------------------------------------
p_SARStep=0.02
p_SARMaximum=0.2
p_RSIOption =---------------------------------------------------
p_RSIPeriod=14
p_RSIupperlimit=70
p_RSIlowerlimit=30
p_entryOption =---------------------------------------------------
p_entryLot=0.05
p_slippage=2
p_stopLoss=0
p_otherOption =---------------------------------------------------
p_maxPosition=10
p_magicNumber=5416518
会社: Titan FX Limited
通貨: JPY
初期証拠金: 100 000
レバレッジ: 1:500
結果
ヒストリー品質: 100%
バー: 74524 ティック: 14785853 銘柄: 1
総損益: 7 700 残高絶対ドローダウン: 559 証拠金絶対ドローダウン: 3 199
総利益: 18 590 残高最大ドローダウン: 5 158 (5%) 証拠金最大ドローダウン: 10 800 (10%)
総損失: -10 890 残高相対ドローダウン: 5% (5 158) 証拠金相対ドローダウン: 10% (10 800)
プロフィットファクター: 1.71 期待利得: 197.44 証拠金維持率: 2936.92%
リカバリファクター: 0.71 シャープレシオ: 3.36 Z-Score: -0.31 (24.34%)
AHPR: 1.0019 (0.19%) LR Correlation: 0.63 OnTester 結果: 0
GHPR: 1.0019 (0.19%) LR Standard Error: 1 721
取引数: 39 ショート (勝率 %): 0 (0.00%) ロング (勝率 %): 39 (66.67%)
約定数: 78 勝ちトレード (勝率 %): 26 (66.67%) 負けトレード (負率 %): 13 (33.33%)
最大 勝ちトレード: 1 685 最大 負けトレード: -2 470
平均 勝ちトレード: 715 平均 負けトレード: -838
最大 連勝数 (金額): 8 (6 139) 最大 連敗数 (金額): 3 (-3 889)
最大 連勝利益額 (数): 6 139 (8) 最大 連敗損失額 (数): -3 889 (3)
平均 連勝数: 3 平均 連敗数: 1
Graph
Graph
Correlation (Profits,MFE): 0.58 Correlation (Profits,MAE): 0.87 Correlation (MFE,MAE): 0.5487
Graph
ポジション最短保持時間: 1:19:59 ポジション最長保持時間: 29:34:30 ポジション平均保持時間: 11:03:11
Graph
注文
約定時刻 注文 銘柄 タイプ 数量 価格 決済逆指値(S/L) 決済指値(T/P) 時間 状況 コメント
2021.01.12 20:55:002USDJPYbuy0.05 / 0.050.0002021.01.12 20:55:00filled
2021.01.13 11:10:003USDJPYsell0.05 / 0.050.0002021.01.13 11:10:00filled
2021.01.21 07:40:004USDJPYbuy0.05 / 0.050.0002021.01.21 07:40:00filled
2021.01.21 10:15:005USDJPYsell0.05 / 0.050.0002021.01.21 10:15:00filled
2021.02.03 00:20:306USDJPYbuy0.05 / 0.050.0002021.02.03 00:20:30filled
2021.02.04 05:55:007USDJPYsell0.05 / 0.050.0002021.02.04 05:55:00filled
2021.02.08 17:05:008USDJPYbuy0.05 / 0.050.0002021.02.08 17:05:00filled
2021.02.09 01:35:009USDJPYsell0.05 / 0.050.0002021.02.09 01:35:00filled
2021.02.09 05:30:0010USDJPYbuy0.05 / 0.050.0002021.02.09 05:30:00filled
2021.02.10 03:30:0011USDJPYsell0.05 / 0.050.0002021.02.10 03:30:00filled
2021.03.09 10:35:0012USDJPYbuy0.05 / 0.050.0002021.03.09 10:35:00filled
2021.03.09 15:20:0013USDJPYsell0.05 / 0.050.0002021.03.09 15:20:00filled
2021.03.23 13:45:0014USDJPYbuy0.05 / 0.050.0002021.03.23 13:45:00filled
2021.03.23 14:10:0015USDJPYbuy0.05 / 0.050.0002021.03.23 14:10:00filled
2021.03.24 10:30:0016USDJPYsell0.05 / 0.050.0002021.03.24 10:30:00filled
2021.03.24 10:30:0017USDJPYsell0.05 / 0.050.0002021.03.24 10:30:00filled
2021.04.05 17:45:0018USDJPYbuy0.05 / 0.050.0002021.04.05 17:45:00filled
2021.04.05 22:10:0019USDJPYsell0.05 / 0.050.0002021.04.05 22:10:00filled
2021.04.19 12:00:0020USDJPYbuy0.05 / 0.050.0002021.04.19 12:00:00filled
2021.04.20 09:20:0021USDJPYsell0.05 / 0.050.0002021.04.20 09:20:00filled
2021.04.23 00:40:0022USDJPYbuy0.05 / 0.050.0002021.04.23 00:40:00filled
2021.04.23 17:20:0023USDJPYsell0.05 / 0.050.0002021.04.23 17:20:00filled
2021.04.29 03:50:0024USDJPYbuy0.05 / 0.050.0002021.04.29 03:50:00filled
2021.04.29 06:10:0025USDJPYsell0.05 / 0.050.0002021.04.29 06:10:00filled
2021.05.03 17:50:0026USDJPYbuy0.05 / 0.050.0002021.05.03 17:50:00filled
2021.05.04 03:15:0027USDJPYsell0.05 / 0.050.0002021.05.04 03:15:00filled
2021.05.19 16:40:0028USDJPYbuy0.05 / 0.050.0002021.05.19 16:40:00filled
2021.05.19 20:10:0029USDJPYsell0.05 / 0.050.0002021.05.19 20:10:00filled
2021.06.24 09:05:0030USDJPYbuy0.05 / 0.050.0002021.06.24 09:05:00filled
2021.06.25 02:55:0031USDJPYsell0.05 / 0.050.0002021.06.25 02:55:00filled
2021.06.28 19:10:0032USDJPYbuy0.05 / 0.050.0002021.06.28 19:10:00filled
2021.06.28 23:45:0033USDJPYsell0.05 / 0.050.0002021.06.28 23:45:00filled
2021.07.02 11:45:0034USDJPYbuy0.05 / 0.050.0002021.07.02 11:45:00filled
2021.07.02 11:55:0035USDJPYbuy0.05 / 0.050.0002021.07.02 11:55:00filled
2021.07.05 01:20:0036USDJPYsell0.05 / 0.050.0002021.07.05 01:20:00filled
2021.07.05 01:20:0037USDJPYsell0.05 / 0.050.0002021.07.05 01:20:00filled
2021.07.08 11:30:0038USDJPYbuy0.05 / 0.050.0002021.07.08 11:30:00filled
2021.07.08 18:30:0039USDJPYsell0.05 / 0.050.0002021.07.08 18:30:00filled
2021.07.15 22:25:0040USDJPYbuy0.05 / 0.050.0002021.07.15 22:25:00filled
2021.07.16 04:30:0041USDJPYsell0.05 / 0.050.0002021.07.16 04:30:00filled
2021.07.19 03:05:0042USDJPYbuy0.05 / 0.050.0002021.07.19 03:05:00filled
2021.07.19 09:55:0043USDJPYsell0.05 / 0.050.0002021.07.19 09:55:00filled
2021.07.27 03:40:0044USDJPYbuy0.05 / 0.050.0002021.07.27 03:40:00filled
2021.07.27 23:50:0045USDJPYsell0.05 / 0.050.0002021.07.27 23:50:00filled
2021.07.29 04:35:0046USDJPYbuy0.05 / 0.050.0002021.07.29 04:35:00filled
2021.07.29 10:05:0047USDJPYsell0.05 / 0.050.0002021.07.29 10:05:00filled
2021.08.03 03:25:0048USDJPYbuy0.05 / 0.050.0002021.08.03 03:25:00filled
2021.08.03 16:40:0049USDJPYbuy0.05 / 0.050.0002021.08.03 16:40:00filled
2021.08.03 20:55:0050USDJPYsell0.05 / 0.050.0002021.08.03 20:55:00filled
2021.08.03 20:55:0051USDJPYsell0.05 / 0.050.0002021.08.03 20:55:00filled
2021.08.04 00:05:0052USDJPYbuy0.05 / 0.050.0002021.08.04 00:05:00filled
2021.08.04 09:15:0053USDJPYsell0.05 / 0.050.0002021.08.04 09:15:00filled
2021.08.13 19:05:0054USDJPYbuy0.05 / 0.050.0002021.08.13 19:05:00filled
2021.08.16 01:30:0055USDJPYsell0.05 / 0.050.0002021.08.16 01:30:00filled
2021.08.19 10:25:0056USDJPYbuy0.05 / 0.050.0002021.08.19 10:25:00filled
2021.08.19 10:35:0057USDJPYbuy0.05 / 0.050.0002021.08.19 10:35:00filled
2021.08.19 10:45:0058USDJPYbuy0.05 / 0.050.0002021.08.19 10:45:00filled
2021.08.20 03:15:0059USDJPYsell0.05 / 0.050.0002021.08.20 03:15:00filled
2021.08.20 03:15:0060USDJPYsell0.05 / 0.050.0002021.08.20 03:15:00filled
2021.08.20 03:15:0061USDJPYsell0.05 / 0.050.0002021.08.20 03:15:00filled
2021.09.08 11:15:0062USDJPYbuy0.05 / 0.050.0002021.09.08 11:15:00filled
2021.09.08 17:35:0063USDJPYsell0.05 / 0.050.0002021.09.08 17:35:00filled
2021.09.21 15:00:0064USDJPYbuy0.05 / 0.050.0002021.09.21 15:00:00filled
2021.09.22 04:25:0065USDJPYsell0.05 / 0.050.0002021.09.22 04:25:00filled
2021.09.30 23:45:0066USDJPYbuy0.05 / 0.050.0002021.09.30 23:45:00filled
2021.10.01 01:25:0067USDJPYsell0.05 / 0.050.0002021.10.01 01:25:00filled
2021.10.20 16:05:0068USDJPYbuy0.05 / 0.050.0002021.10.20 16:05:00filled
2021.10.20 23:35:0069USDJPYsell0.05 / 0.050.0002021.10.20 23:35:00filled
2021.10.21 07:30:0070USDJPYbuy0.05 / 0.050.0002021.10.21 07:30:00filled
2021.10.21 15:00:0071USDJPYsell0.05 / 0.050.0002021.10.21 15:00:00filled
2021.11.23 10:25:0072USDJPYbuy0.05 / 0.050.0002021.11.23 10:25:00filled
2021.11.23 13:45:0073USDJPYsell0.05 / 0.050.0002021.11.23 13:45:00filled
2021.12.24 13:35:0074USDJPYbuy0.05 / 0.050.0002021.12.24 13:35:00filled
2021.12.27 10:10:0075USDJPYsell0.05 / 0.050.0002021.12.27 10:10:00filled
2021.12.29 01:25:0076USDJPYbuy0.05 / 0.050.0002021.12.29 01:25:00filled
2021.12.29 08:05:0077USDJPYsell0.05 / 0.050.0002021.12.29 08:05:00filled
2021.12.30 22:40:0078USDJPYbuy0.05 / 0.050.0002021.12.30 22:40:00filled
2021.12.30 23:59:5979USDJPYsell0.05 / 0.050.0002021.12.30 23:59:59filledend of test
約定
時間 約定 銘柄 タイプ 新規・決済 数量 価格 注文 手数料 スワップ 損益 残高 コメント
2021.01.01 00:00:001balance00100 000100 000
2021.01.12 20:55:002USDJPYbuyin0.05103.9292-360099 964
2021.01.13 11:10:003USDJPYsellout0.05103.8273023-51099 477
2021.01.21 07:40:004USDJPYbuyin0.05103.3624-360099 441
2021.01.21 10:15:005USDJPYsellout0.05103.544500910100 351
2021.02.03 00:20:306USDJPYbuyin0.05104.9876-3600100 315
2021.02.04 05:55:007USDJPYsellout0.05105.1197070660101 045
2021.02.08 17:05:008USDJPYbuyin0.05105.3178-3600101 009
2021.02.09 01:35:009USDJPYsellout0.05105.2589023-295100 737
2021.02.09 05:30:0010USDJPYbuyin0.05104.92610-3600100 701
2021.02.10 03:30:0011USDJPYsellout0.05104.68611023-1 20099 524
2021.03.09 10:35:0012USDJPYbuyin0.05108.77812-360099 488
2021.03.09 15:20:0013USDJPYsellout0.05108.9441300830100 318
2021.03.23 13:45:0014USDJPYbuyin0.05108.47214-3600100 282
2021.03.24 10:30:0017USDJPYsellout0.05108.62517023765101 070
2021.03.23 14:10:0015USDJPYbuyin0.05108.46815-3600101 034
2021.03.24 10:30:0016USDJPYsellout0.05108.62516023785101 842
2021.04.05 17:45:0018USDJPYbuyin0.05110.06718-3600101 806
2021.04.05 22:10:0019USDJPYsellout0.05110.2181900755102 561
2021.04.19 12:00:0020USDJPYbuyin0.05108.08120-3600102 525
2021.04.20 09:20:0021USDJPYsellout0.05108.27921023990103 538
2021.04.23 00:40:0022USDJPYbuyin0.05107.97422-3600103 502
2021.04.23 17:20:0023USDJPYsellout0.05107.9542300-100103 402
2021.04.29 03:50:0024USDJPYbuyin0.05108.44324-3600103 366
2021.04.29 06:10:0025USDJPYsellout0.05108.6112500840104 206
2021.05.03 17:50:0026USDJPYbuyin0.05108.93826-3600104 170
2021.05.04 03:15:0027USDJPYsellout0.05109.156270231 090105 283
2021.05.19 16:40:0028USDJPYbuyin0.05108.82628-3600105 247
2021.05.19 20:10:0029USDJPYsellout0.05108.8482900110105 357
2021.06.24 09:05:0030USDJPYbuyin0.05110.82430-3600105 321
2021.06.25 02:55:0031USDJPYsellout0.05110.92231023490105 834
2021.06.28 19:10:0032USDJPYbuyin0.05110.53932-3600105 798
2021.06.28 23:45:0033USDJPYsellout0.05110.6233300420106 218
2021.07.02 11:45:0034USDJPYbuyin0.05111.46334-3600106 182
2021.07.05 01:20:0037USDJPYsellout0.05111.07737023-1 930104 275
2021.07.02 11:55:0035USDJPYbuyin0.05111.45435-3600104 239
2021.07.05 01:20:0036USDJPYsellout0.05111.07736023-1 885102 377
2021.07.08 11:30:0038USDJPYbuyin0.05109.83938-3600102 341
2021.07.08 18:30:0039USDJPYsellout0.05109.8153900-120102 221
2021.07.15 22:25:0040USDJPYbuyin0.05109.80140-3600102 185
2021.07.16 04:30:0041USDJPYsellout0.05109.94341023710102 918
2021.07.19 03:05:0042USDJPYbuyin0.05109.87042-3600102 882
2021.07.19 09:55:0043USDJPYsellout0.05110.0144300720103 602
2021.07.27 03:40:0044USDJPYbuyin0.05110.28344-3600103 566
2021.07.27 23:50:0045USDJPYsellout0.05109.7894500-2 470101 096
2021.07.29 04:35:0046USDJPYbuyin0.05109.72246-3600101 060
2021.07.29 10:05:0047USDJPYsellout0.05109.8754700765101 825
2021.08.03 03:25:0048USDJPYbuyin0.05109.24348-3600101 789
2021.08.03 20:55:0051USDJPYsellout0.05109.1425100-505101 284
2021.08.03 16:40:0049USDJPYbuyin0.05108.93449-3600101 248
2021.08.03 20:55:0050USDJPYsellout0.05109.14250001 040102 288
2021.08.04 00:05:0052USDJPYbuyin0.05109.05852-3600102 252
2021.08.04 09:15:0053USDJPYsellout0.05109.1205300310102 562
2021.08.13 19:05:0054USDJPYbuyin0.05109.75654-3600102 526
2021.08.16 01:30:0055USDJPYsellout0.05109.73455023-110102 439
2021.08.19 10:25:0056USDJPYbuyin0.05109.88156-3600102 403
2021.08.20 03:15:0061USDJPYsellout0.05109.83061023-255102 171
2021.08.19 10:35:0057USDJPYbuyin0.05109.85657-3600102 135
2021.08.20 03:15:0060USDJPYsellout0.05109.83060023-130102 028
2021.08.19 10:45:0058USDJPYbuyin0.05109.82458-3600101 992
2021.08.20 03:15:0059USDJPYsellout0.05109.8305902330102 045
2021.09.08 11:15:0062USDJPYbuyin0.05110.19562-3600102 009
2021.09.08 17:35:0063USDJPYsellout0.05110.3816300930102 939
2021.09.21 15:00:0064USDJPYbuyin0.05109.39964-3600102 903
2021.09.22 04:25:0065USDJPYsellout0.05109.43265023165103 091
2021.09.30 23:45:0066USDJPYbuyin0.05111.26366-3600103 055
2021.10.01 01:25:0067USDJPYsellout0.05111.37267023545103 623
2021.10.20 16:05:0068USDJPYbuyin0.05114.18768-3600103 587
2021.10.20 23:35:0069USDJPYsellout0.05114.3516900820104 407
2021.10.21 07:30:0070USDJPYbuyin0.05114.08570-3600104 371
2021.10.21 15:00:0071USDJPYsellout0.05114.1677100410104 781
2021.11.23 10:25:0072USDJPYbuyin0.05114.58772-3600104 745
2021.11.23 13:45:0073USDJPYsellout0.05114.92473001 685106 430
2021.12.24 13:35:0074USDJPYbuyin0.05114.35374-3600106 394
2021.12.27 10:10:0075USDJPYsellout0.05114.53775023920107 337
2021.12.29 01:25:0076USDJPYbuyin0.05114.76176-3600107 301
2021.12.29 08:05:0077USDJPYsellout0.05114.8807700595107 896
2021.12.30 22:40:0078USDJPYbuyin0.05115.05978-3600107 860
2021.12.30 23:59:5979USDJPYsellout0.05115.0277900-160107 700end of test
-1 404 484 8 620 107 700