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: MicroWave_MT5
銘柄: EURUSD
期間: H1 (2021.01.01 - 2021.12.31)
パラメータ: switchbuysell=0
p_RSIOption =---------------------------------------------------
p_stochasticPerK=14
p_stochasticPerD=3
p_stochasticPerSlow=3
p_stochasticUpperlimit=85
p_stochasticLowerlimit=20
p_DMIOption=---------------------------------------------------
p_DMIPeriod=9
p_DMIUpperLimit=32
p_entryOption =---------------------------------------------------
p_entryLot=0.05
p_slippage=2
p_stopLoss=0.0
p_otherOption =---------------------------------------------------
p_maxPosition=10
p_magicNumber=22635
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: 6216 ティック: 16624873 銘柄: 1
総損益: 27 015 残高絶対ドローダウン: 36 証拠金絶対ドローダウン: 1 790
総利益: 33 800 残高最大ドローダウン: 2 347 (2%) 証拠金最大ドローダウン: 5 288 (5%)
総損失: -6 785 残高相対ドローダウン: 2% (2 347) 証拠金相対ドローダウン: 5% (5 288)
プロフィットファクター: 4.98 期待利得: 600.33 証拠金維持率: 7683.75%
リカバリファクター: 5.11 シャープレシオ: 7.25 Z-Score: 0.71 (52.23%)
AHPR: 1.0054 (0.54%) LR Correlation: 0.98 OnTester 結果: 0
GHPR: 1.0053 (0.53%) LR Standard Error: 1 501
取引数: 45 ショート (勝率 %): 0 (0.00%) ロング (勝率 %): 45 (82.22%)
約定数: 90 勝ちトレード (勝率 %): 37 (82.22%) 負けトレード (負率 %): 8 (17.78%)
最大 勝ちトレード: 3 945 最大 負けトレード: -1 293
平均 勝ちトレード: 914 平均 負けトレード: -848
最大 連勝数 (金額): 10 (9 086) 最大 連敗数 (金額): 2 (-2 239)
最大 連勝利益額 (数): 9 086 (10) 最大 連敗損失額 (数): -2 239 (2)
平均 連勝数: 5 平均 連敗数: 1
Graph
Graph
Correlation (Profits,MFE): 0.91 Correlation (Profits,MAE): 0.52 Correlation (MFE,MAE): 0.2486
Graph
ポジション最短保持時間: 2:00:00 ポジション最長保持時間: 97:00:00 ポジション平均保持時間: 14:38:40
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
2021.01.11 15:00:002EURUSDbuy0.05 / 0.050.000002021.01.11 15:00:00filled
2021.01.12 20:00:003EURUSDsell0.05 / 0.050.000002021.01.12 20:00:00filled
2021.01.18 16:00:004EURUSDbuy0.05 / 0.050.000002021.01.18 16:00:00filled
2021.01.19 01:00:005EURUSDsell0.05 / 0.050.000002021.01.19 01:00:00filled
2021.02.02 16:00:006EURUSDbuy0.05 / 0.050.000002021.02.02 16:00:00filled
2021.02.03 05:00:007EURUSDsell0.05 / 0.050.000002021.02.03 05:00:00filled
2021.02.24 19:00:008EURUSDbuy0.05 / 0.050.000002021.02.24 19:00:00filled
2021.02.25 01:00:009EURUSDsell0.05 / 0.050.000002021.02.25 01:00:00filled
2021.03.01 23:00:0010EURUSDbuy0.05 / 0.050.000002021.03.01 23:00:00filled
2021.03.02 18:00:0011EURUSDsell0.05 / 0.050.000002021.03.02 18:00:00filled
2021.03.09 02:00:0012EURUSDbuy0.05 / 0.050.000002021.03.09 02:00:00filled
2021.03.09 11:00:0013EURUSDsell0.05 / 0.050.000002021.03.09 11:00:00filled
2021.03.16 22:00:0014EURUSDbuy0.05 / 0.050.000002021.03.16 22:00:00filled
2021.03.17 22:00:0015EURUSDsell0.05 / 0.050.000002021.03.17 22:00:00filled
2021.03.18 19:00:0016EURUSDbuy0.05 / 0.050.000002021.03.18 19:00:00filled
2021.03.22 14:00:0017EURUSDsell0.05 / 0.050.000002021.03.22 14:00:00filled
2021.03.30 03:00:0018EURUSDbuy0.05 / 0.050.000002021.03.30 03:00:00filled
2021.03.31 12:00:0019EURUSDsell0.05 / 0.050.000002021.03.31 12:00:00filled
2021.04.05 02:00:0020EURUSDbuy0.05 / 0.050.000002021.04.05 02:00:00filled
2021.04.05 07:00:0021EURUSDsell0.05 / 0.050.000002021.04.05 07:00:00filled
2021.04.08 03:00:0022EURUSDbuy0.05 / 0.050.000002021.04.08 03:00:00filled
2021.04.08 12:00:0023EURUSDsell0.05 / 0.050.000002021.04.08 12:00:00filled
2021.05.05 13:00:0024EURUSDbuy0.05 / 0.050.000002021.05.05 13:00:00filled
2021.05.06 11:00:0025EURUSDsell0.05 / 0.050.000002021.05.06 11:00:00filled
2021.05.13 03:00:0026EURUSDbuy0.05 / 0.050.000002021.05.13 03:00:00filled
2021.05.14 09:00:0027EURUSDsell0.05 / 0.050.000002021.05.14 09:00:00filled
2021.05.17 10:00:0028EURUSDbuy0.05 / 0.050.000002021.05.17 10:00:00filled
2021.05.17 14:00:0029EURUSDsell0.05 / 0.050.000002021.05.17 14:00:00filled
2021.05.27 07:00:0030EURUSDbuy0.05 / 0.050.000002021.05.27 07:00:00filled
2021.05.27 11:00:0031EURUSDsell0.05 / 0.050.000002021.05.27 11:00:00filled
2021.06.09 04:00:0032EURUSDbuy0.05 / 0.050.000002021.06.09 04:00:00filled
2021.06.09 12:00:0033EURUSDsell0.05 / 0.050.000002021.06.09 12:00:00filled
2021.06.22 15:00:0034EURUSDbuy0.05 / 0.050.000002021.06.22 15:00:00filled
2021.06.22 20:00:0035EURUSDsell0.05 / 0.050.000002021.06.22 20:00:00filled
2021.06.24 03:00:0036EURUSDbuy0.05 / 0.050.000002021.06.24 03:00:00filled
2021.06.24 15:00:0037EURUSDsell0.05 / 0.050.000002021.06.24 15:00:00filled
2021.06.28 09:00:0038EURUSDbuy0.05 / 0.050.000002021.06.28 09:00:00filled
2021.06.28 13:00:0039EURUSDsell0.05 / 0.050.000002021.06.28 13:00:00filled
2021.07.02 01:00:0040EURUSDbuy0.05 / 0.050.000002021.07.02 01:00:00filled
2021.07.02 18:00:0041EURUSDsell0.05 / 0.050.000002021.07.02 18:00:00filled
2021.07.06 03:00:0042EURUSDbuy0.05 / 0.050.000002021.07.06 03:00:00filled
2021.07.06 07:00:0043EURUSDsell0.05 / 0.050.000002021.07.06 07:00:00filled
2021.07.08 02:00:0044EURUSDbuy0.05 / 0.050.000002021.07.08 02:00:00filled
2021.07.08 11:00:0045EURUSDsell0.05 / 0.050.000002021.07.08 11:00:00filled
2021.07.15 18:00:0046EURUSDbuy0.05 / 0.050.000002021.07.15 18:00:00filled
2021.07.21 19:00:0047EURUSDsell0.05 / 0.050.000002021.07.21 19:00:00filled
2021.07.22 23:00:0048EURUSDbuy0.05 / 0.050.000002021.07.22 23:00:00filled
2021.07.26 08:00:0049EURUSDsell0.05 / 0.050.000002021.07.26 08:00:00filled
2021.07.30 10:00:0050EURUSDbuy0.05 / 0.050.000002021.07.30 10:00:00filled
2021.07.30 12:00:0051EURUSDsell0.05 / 0.050.000002021.07.30 12:00:00filled
2021.08.03 02:00:0052EURUSDbuy0.05 / 0.050.000002021.08.03 02:00:00filled
2021.08.03 13:00:0053EURUSDsell0.05 / 0.050.000002021.08.03 13:00:00filled
2021.08.03 22:00:0054EURUSDbuy0.05 / 0.050.000002021.08.03 22:00:00filled
2021.08.04 08:00:0055EURUSDsell0.05 / 0.050.000002021.08.04 08:00:00filled
2021.08.05 02:00:0056EURUSDbuy0.05 / 0.050.000002021.08.05 02:00:00filled
2021.08.05 11:00:0057EURUSDsell0.05 / 0.050.000002021.08.05 11:00:00filled
2021.08.24 14:00:0058EURUSDbuy0.05 / 0.050.000002021.08.24 14:00:00filled
2021.08.24 18:00:0059EURUSDsell0.05 / 0.050.000002021.08.24 18:00:00filled
2021.08.27 01:00:0060EURUSDbuy0.05 / 0.050.000002021.08.27 01:00:00filled
2021.08.27 09:00:0061EURUSDsell0.05 / 0.050.000002021.08.27 09:00:00filled
2021.09.01 07:00:0062EURUSDbuy0.05 / 0.050.000002021.09.01 07:00:00filled
2021.09.01 14:00:0063EURUSDsell0.05 / 0.050.000002021.09.01 14:00:00filled
2021.09.02 09:00:0064EURUSDbuy0.05 / 0.050.000002021.09.02 09:00:00filled
2021.09.02 12:00:0065EURUSDsell0.05 / 0.050.000002021.09.02 12:00:00filled
2021.09.06 10:00:0066EURUSDbuy0.05 / 0.050.000002021.09.06 10:00:00filled
2021.09.07 02:00:0067EURUSDsell0.05 / 0.050.000002021.09.07 02:00:00filled
2021.09.08 20:00:0068EURUSDbuy0.05 / 0.050.000002021.09.08 20:00:00filled
2021.09.09 13:00:0069EURUSDsell0.05 / 0.050.000002021.09.09 13:00:00filled
2021.09.21 23:00:0070EURUSDbuy0.05 / 0.050.000002021.09.21 23:00:00filled
2021.09.22 12:00:0071EURUSDsell0.05 / 0.050.000002021.09.22 12:00:00filled
2021.09.28 20:00:0072EURUSDbuy0.05 / 0.050.000002021.09.28 20:00:00filled
2021.09.29 07:00:0073EURUSDsell0.05 / 0.050.000002021.09.29 07:00:00filled
2021.10.12 23:00:0074EURUSDbuy0.05 / 0.050.000002021.10.12 23:00:00filled
2021.10.13 07:00:0075EURUSDsell0.05 / 0.050.000002021.10.13 07:00:00filled
2021.10.14 22:00:0076EURUSDbuy0.05 / 0.050.000002021.10.14 22:00:00filled
2021.10.15 07:00:0077EURUSDsell0.05 / 0.050.000002021.10.15 07:00:00filled
2021.10.20 04:00:0078EURUSDbuy0.05 / 0.050.000002021.10.20 04:00:00filled
2021.10.20 09:00:0079EURUSDsell0.05 / 0.050.000002021.10.20 09:00:00filled
2021.10.21 16:00:0080EURUSDbuy0.05 / 0.050.000002021.10.21 16:00:00filled
2021.10.22 12:00:0081EURUSDsell0.05 / 0.050.000002021.10.22 12:00:00filled
2021.10.26 22:00:0082EURUSDbuy0.05 / 0.050.000002021.10.26 22:00:00filled
2021.10.27 17:00:0083EURUSDsell0.05 / 0.050.000002021.10.27 17:00:00filled
2021.11.11 17:00:0084EURUSDbuy0.05 / 0.050.000002021.11.11 17:00:00filled
2021.11.12 11:00:0085EURUSDsell0.05 / 0.050.000002021.11.12 11:00:00filled
2021.11.23 07:00:0086EURUSDbuy0.05 / 0.050.000002021.11.23 07:00:00filled
2021.11.23 11:00:0087EURUSDsell0.05 / 0.050.000002021.11.23 11:00:00filled
2021.12.03 01:00:0088EURUSDbuy0.05 / 0.050.000002021.12.03 01:00:00filled
2021.12.03 14:00:0089EURUSDsell0.05 / 0.050.000002021.12.03 14:00:00filled
2021.12.23 18:00:0090EURUSDbuy0.05 / 0.050.000002021.12.23 18:00:00filled
2021.12.23 22:00:0091EURUSDsell0.05 / 0.050.000002021.12.23 22:00:00filled
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
2021.01.11 15:00:002EURUSDbuyin0.051.216582-360099 964
2021.01.12 20:00:003EURUSDsellout0.051.2174630-42458100 380
2021.01.18 16:00:004EURUSDbuyin0.051.206604-3600100 344
2021.01.19 01:00:005EURUSDsellout0.051.2076450-41539100 842
2021.02.02 16:00:006EURUSDbuyin0.051.204816-3600100 806
2021.02.03 05:00:007EURUSDsellout0.051.2046470-42-89100 675
2021.02.24 19:00:008EURUSDbuyin0.051.214188-3600100 639
2021.02.25 01:00:009EURUSDsellout0.051.2164690-1271 207101 719
2021.03.01 23:00:0010EURUSDbuyin0.051.2044610-3600101 683
2021.03.02 18:00:0011EURUSDsellout0.051.20623110-43944102 584
2021.03.09 02:00:0012EURUSDbuyin0.051.1850912-3600102 548
2021.03.09 11:00:0013EURUSDsellout0.051.1896113002 454105 002
2021.03.16 22:00:0014EURUSDbuyin0.051.1903914-3600104 966
2021.03.17 22:00:0015EURUSDsellout0.051.19772150-443 989108 911
2021.03.18 19:00:0016EURUSDbuyin0.051.1926316-3600108 875
2021.03.22 14:00:0017EURUSDsellout0.051.19105170-87-859107 929
2021.03.30 03:00:0018EURUSDbuyin0.051.1768818-3600107 893
2021.03.31 12:00:0019EURUSDsellout0.051.17462190-44-1 249106 600
2021.04.05 02:00:0020EURUSDbuyin0.051.1762520-3600106 564
2021.04.05 07:00:0021EURUSDsellout0.051.177002100415106 979
2021.04.08 03:00:0022EURUSDbuyin0.051.1872622-3600106 943
2021.04.08 12:00:0023EURUSDsellout0.051.188122300471107 414
2021.05.05 13:00:0024EURUSDbuyin0.051.2003824-3600107 378
2021.05.06 11:00:0025EURUSDsellout0.051.20252250-1311 170108 417
2021.05.13 03:00:0026EURUSDbuyin0.051.2077826-3600108 381
2021.05.14 09:00:0027EURUSDsellout0.051.20962270-441 007109 344
2021.05.17 10:00:0028EURUSDbuyin0.051.2137728-3600109 308
2021.05.17 14:00:0029EURUSDsellout0.051.2166829001 588110 896
2021.05.27 07:00:0030EURUSDbuyin0.051.2193630-3600110 860
2021.05.27 11:00:0031EURUSDsellout0.051.220573100660111 520
2021.06.09 04:00:0032EURUSDbuyin0.051.2174932-3600111 484
2021.06.09 12:00:0033EURUSDsellout0.051.218843300739112 223
2021.06.22 15:00:0034EURUSDbuyin0.051.1894134-3600112 187
2021.06.22 20:00:0035EURUSDsellout0.051.1934635002 242114 429
2021.06.24 03:00:0036EURUSDbuyin0.051.1929836-3600114 393
2021.06.24 15:00:0037EURUSDsellout0.051.193633700360114 753
2021.06.28 09:00:0038EURUSDbuyin0.051.1926238-3600114 717
2021.06.28 13:00:0039EURUSDsellout0.051.193723900609115 326
2021.07.02 01:00:0040EURUSDbuyin0.051.1849640-3600115 290
2021.07.02 18:00:0041EURUSDsellout0.051.184254100-395114 895
2021.07.06 03:00:0042EURUSDbuyin0.051.1862542-3600114 859
2021.07.06 07:00:0043EURUSDsellout0.051.187364300615115 474
2021.07.08 02:00:0044EURUSDbuyin0.051.1797844-3600115 438
2021.07.08 11:00:0045EURUSDsellout0.051.1820345001 235116 673
2021.07.15 18:00:0046EURUSDbuyin0.051.1817746-3600116 637
2021.07.21 19:00:0047EURUSDsellout0.051.17981470-176-1 080115 381
2021.07.22 23:00:0048EURUSDbuyin0.051.1770248-3600115 345
2021.07.26 08:00:0049EURUSDsellout0.051.17786490-88463115 720
2021.07.30 10:00:0050EURUSDbuyin0.051.1885750-3600115 684
2021.07.30 12:00:0051EURUSDsellout0.051.1906751001 150116 834
2021.08.03 02:00:0052EURUSDbuyin0.051.1873952-3600116 798
2021.08.03 13:00:0053EURUSDsellout0.051.188465300584117 382
2021.08.03 22:00:0054EURUSDbuyin0.051.1862854-3600117 346
2021.08.04 08:00:0055EURUSDsellout0.051.18714550-44469117 771
2021.08.05 02:00:0056EURUSDbuyin0.051.1838556-3600117 735
2021.08.05 11:00:0057EURUSDsellout0.051.184895700570118 305
2021.08.24 14:00:0058EURUSDbuyin0.051.1735958-3600118 269
2021.08.24 18:00:0059EURUSDsellout0.051.1760759001 360119 629
2021.08.27 01:00:0060EURUSDbuyin0.051.1755160-3600119 593
2021.08.27 09:00:0061EURUSDsellout0.051.176156100352119 945
2021.09.01 07:00:0062EURUSDbuyin0.051.1804562-3600119 909
2021.09.01 14:00:0063EURUSDsellout0.051.182026300866120 775
2021.09.02 09:00:0064EURUSDbuyin0.051.1843364-3600120 739
2021.09.02 12:00:0065EURUSDsellout0.051.184556500121120 860
2021.09.06 10:00:0066EURUSDbuyin0.051.1872166-3600120 824
2021.09.07 02:00:0067EURUSDsellout0.051.18716670-44-27120 753
2021.09.08 20:00:0068EURUSDbuyin0.051.1818868-3600120 717
2021.09.09 13:00:0069EURUSDsellout0.051.18324690-132747121 332
2021.09.21 23:00:0070EURUSDbuyin0.051.1729370-3600121 296
2021.09.22 12:00:0071EURUSDsellout0.051.17342710-44268121 520
2021.09.28 20:00:0072EURUSDbuyin0.051.1682172-3600121 484
2021.09.29 07:00:0073EURUSDsellout0.051.16849730-45156121 595
2021.10.12 23:00:0074EURUSDbuyin0.051.1532774-3600121 559
2021.10.13 07:00:0075EURUSDsellout0.051.15513750-451 055122 569
2021.10.14 22:00:0076EURUSDbuyin0.051.1599376-3600122 533
2021.10.15 07:00:0077EURUSDsellout0.051.16080770-45496122 984
2021.10.20 04:00:0078EURUSDbuyin0.051.1634878-3600122 948
2021.10.20 09:00:0079EURUSDsellout0.051.164487900573123 521
2021.10.21 16:00:0080EURUSDbuyin0.051.1643380-3600123 485
2021.10.22 12:00:0081EURUSDsellout0.051.16412810-46-120123 319
2021.10.26 22:00:0082EURUSDbuyin0.051.1597082-3600123 283
2021.10.27 17:00:0083EURUSDsellout0.051.16181830-461 197124 434
2021.11.11 17:00:0084EURUSDbuyin0.051.1469384-3600124 398
2021.11.12 11:00:0085EURUSDsellout0.051.14542850-46-861123 491
2021.11.23 07:00:0086EURUSDbuyin0.051.1236186-3600123 455
2021.11.23 11:00:0087EURUSDsellout0.051.1267387001 788125 243
2021.12.03 01:00:0088EURUSDbuyin0.051.1301688-3600125 207
2021.12.03 14:00:0089EURUSDsellout0.051.130848900385125 592
2021.12.23 18:00:0090EURUSDbuyin0.051.1308790-3600125 556
2021.12.23 22:00:0091EURUSDsellout0.051.1334291001 459127 015
-1 620 -1 446 30 081 127 015