ストラテジーテスターレポート |
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TitanFX-MT5-Demo (Build 3446) |
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設定 |
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| エキスパート: | MicroWave_MT5 | |||||||||||
| 銘柄: | USDJPY | |||||||||||
| 期間: | H4 (2021.01.01 - 2021.12.31) | |||||||||||
| パラメータ: | switchbuysell=2 | |||||||||||
| p_RSIOption =--------------------------------------------------- | ||||||||||||
| p_stochasticPerK=20 | ||||||||||||
| p_stochasticPerD=2 | ||||||||||||
| p_stochasticPerSlow=3 | ||||||||||||
| p_stochasticUpperlimit=75 | ||||||||||||
| p_stochasticLowerlimit=20 | ||||||||||||
| p_DMIOption=--------------------------------------------------- | ||||||||||||
| p_DMIPeriod=20 | ||||||||||||
| p_DMIUpperLimit=25 | ||||||||||||
| p_entryOption =--------------------------------------------------- | ||||||||||||
| p_entryLot=0.05 | ||||||||||||
| p_slippage=2 | ||||||||||||
| p_stopLoss=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 |
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| ヒストリー品質: | 100% | |||||||||||
| バー: | 1554 | ティック: | 14785853 | 銘柄: | 1 | |||||||
| 総損益: | 35 334 | 残高絶対ドローダウン: | 1 311 | 証拠金絶対ドローダウン: | 4 596 | |||||||
| 総利益: | 52 571 | 残高最大ドローダウン: | 6 373 (6%) | 証拠金最大ドローダウン: | 11 117 (10%) | |||||||
| 総損失: | -17 237 | 残高相対ドローダウン: | 6% (6 373) | 証拠金相対ドローダウン: | 10% (11 117) | |||||||
| プロフィットファクター: | 3.05 | 期待利得: | 1 177.80 | 証拠金維持率: | 8752.66% | |||||||
| リカバリファクター: | 3.18 | シャープレシオ: | 3.55 | Z-Score: | -0.57 (42.45%) | |||||||
| AHPR: | 1.0103 (1.03%) | LR Correlation: | 0.95 | OnTester 結果: | 0 | |||||||
| GHPR: | 1.0101 (1.01%) | LR Standard Error: | 4 134 | |||||||||
| 取引数: | 30 | ショート (勝率 %): | 13 (76.92%) | ロング (勝率 %): | 17 (88.24%) | |||||||
| 約定数: | 60 | 勝ちトレード (勝率 %): | 25 (83.33%) | 負けトレード (負率 %): | 5 (16.67%) | |||||||
| 最大 勝ちトレード: | 4 476 | 最大 負けトレード: | -3 949 | |||||||||
| 平均 勝ちトレード: | 2 103 | 平均 負けトレード: | -3 447 | |||||||||
| 最大 連勝数 (金額): | 15 (32 767) | 最大 連敗数 (金額): | 2 (-6 265) | |||||||||
| 最大 連勝利益額 (数): | 32 767 (15) | 最大 連敗損失額 (数): | -6 265 (2) | |||||||||
| 平均 連勝数: | 6 | 平均 連敗数: | 1 | |||||||||
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| Correlation (Profits,MFE): | 0.86 | Correlation (Profits,MAE): | 0.84 | Correlation (MFE,MAE): | 0.6766 | |||||||
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| ポジション最短保持時間: | 20:00:00 | ポジション最長保持時間: | 208:00:00 | ポジション平均保持時間: | 62:23:59 | |||||||
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注文 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | ||
| 2021.01.21 12:00:00 | 2 | USDJPY | buy | 0.05 / 0.05 | 0.000 | 2021.01.21 12:00:00 | filled | |||||
| 2021.01.25 04:00:00 | 3 | USDJPY | sell | 0.05 / 0.05 | 0.000 | 2021.01.25 04:00:00 | filled | |||||
| 2021.02.11 12:00:00 | 4 | USDJPY | buy | 0.05 / 0.05 | 0.000 | 2021.02.11 12:00:00 | filled | |||||
| 2021.02.12 16:00:00 | 5 | USDJPY | sell | 0.05 / 0.05 | 0.000 | 2021.02.12 16:00:00 | filled | |||||
| 2021.02.22 04:00:00 | 6 | USDJPY | buy | 0.05 / 0.05 | 0.000 | 2021.02.22 04:00:00 | filled | |||||
| 2021.02.24 12:00:00 | 7 | USDJPY | sell | 0.05 / 0.05 | 0.000 | 2021.02.24 12:00:00 | filled | |||||
| 2021.04.06 08:00:00 | 8 | USDJPY | buy | 0.05 / 0.05 | 0.000 | 2021.04.06 08:00:00 | filled | |||||
| 2021.04.12 04:00:00 | 9 | USDJPY | sell | 0.05 / 0.05 | 0.000 | 2021.04.12 04:00:00 | filled | |||||
| 2021.04.14 12:00:00 | 10 | USDJPY | buy | 0.05 / 0.05 | 0.000 | 2021.04.14 12:00:00 | filled | |||||
| 2021.04.27 04:00:00 | 11 | USDJPY | sell | 0.05 / 0.05 | 0.000 | 2021.04.27 04:00:00 | filled | |||||
| 2021.05.10 04:00:00 | 12 | USDJPY | buy | 0.05 / 0.05 | 0.000 | 2021.05.10 04:00:00 | filled | |||||
| 2021.05.12 20:00:00 | 13 | USDJPY | sell | 0.05 / 0.05 | 0.000 | 2021.05.12 20:00:00 | filled | |||||
| 2021.05.13 12:00:00 | 14 | USDJPY | sell | 0.05 / 0.05 | 0.000 | 2021.05.13 12:00:00 | filled | |||||
| 2021.05.18 04:00:00 | 15 | USDJPY | buy | 0.05 / 0.05 | 0.000 | 2021.05.18 04:00:00 | filled | |||||
| 2021.06.08 04:00:00 | 16 | USDJPY | buy | 0.05 / 0.05 | 0.000 | 2021.06.08 04:00:00 | filled | |||||
| 2021.06.10 04:00:00 | 17 | USDJPY | sell | 0.05 / 0.05 | 0.000 | 2021.06.10 04:00:00 | filled | |||||
| 2021.06.10 12:00:00 | 18 | USDJPY | sell | 0.05 / 0.05 | 0.000 | 2021.06.10 12:00:00 | filled | |||||
| 2021.06.21 12:00:00 | 19 | USDJPY | buy | 0.05 / 0.05 | 0.000 | 2021.06.21 12:00:00 | filled | |||||
| 2021.06.30 08:00:00 | 20 | USDJPY | buy | 0.05 / 0.05 | 0.000 | 2021.06.30 08:00:00 | filled | |||||
| 2021.07.01 04:00:00 | 21 | USDJPY | sell | 0.05 / 0.05 | 0.000 | 2021.07.01 04:00:00 | filled | |||||
| 2021.07.14 08:00:00 | 22 | USDJPY | sell | 0.05 / 0.05 | 0.000 | 2021.07.14 08:00:00 | filled | |||||
| 2021.07.15 04:00:00 | 23 | USDJPY | buy | 0.05 / 0.05 | 0.000 | 2021.07.15 04:00:00 | filled | |||||
| 2021.07.22 08:00:00 | 24 | USDJPY | sell | 0.05 / 0.05 | 0.000 | 2021.07.22 08:00:00 | filled | |||||
| 2021.07.27 16:00:00 | 25 | USDJPY | buy | 0.05 / 0.05 | 0.000 | 2021.07.27 16:00:00 | filled | |||||
| 2021.07.30 08:00:00 | 26 | USDJPY | buy | 0.05 / 0.05 | 0.000 | 2021.07.30 08:00:00 | filled | |||||
| 2021.08.05 04:00:00 | 27 | USDJPY | sell | 0.05 / 0.05 | 0.000 | 2021.08.05 04:00:00 | filled | |||||
| 2021.08.06 12:00:00 | 28 | USDJPY | sell | 0.05 / 0.05 | 0.000 | 2021.08.06 12:00:00 | filled | |||||
| 2021.08.13 12:00:00 | 29 | USDJPY | buy | 0.05 / 0.05 | 0.000 | 2021.08.13 12:00:00 | filled | |||||
| 2021.08.26 08:00:00 | 30 | USDJPY | sell | 0.05 / 0.05 | 0.000 | 2021.08.26 08:00:00 | filled | |||||
| 2021.08.30 12:00:00 | 31 | USDJPY | buy | 0.05 / 0.05 | 0.000 | 2021.08.30 12:00:00 | filled | |||||
| 2021.09.01 16:00:00 | 32 | USDJPY | sell | 0.05 / 0.05 | 0.000 | 2021.09.01 16:00:00 | filled | |||||
| 2021.09.03 20:00:00 | 33 | USDJPY | buy | 0.05 / 0.05 | 0.000 | 2021.09.03 20:00:00 | filled | |||||
| 2021.09.06 08:00:00 | 34 | USDJPY | buy | 0.05 / 0.05 | 0.000 | 2021.09.06 08:00:00 | filled | |||||
| 2021.09.07 20:00:00 | 35 | USDJPY | sell | 0.05 / 0.05 | 0.000 | 2021.09.07 20:00:00 | filled | |||||
| 2021.09.15 16:00:00 | 36 | USDJPY | buy | 0.05 / 0.05 | 0.000 | 2021.09.15 16:00:00 | filled | |||||
| 2021.09.17 12:00:00 | 37 | USDJPY | sell | 0.05 / 0.05 | 0.000 | 2021.09.17 12:00:00 | filled | |||||
| 2021.09.20 08:00:00 | 38 | USDJPY | sell | 0.05 / 0.05 | 0.000 | 2021.09.20 08:00:00 | filled | |||||
| 2021.09.21 20:00:00 | 39 | USDJPY | buy | 0.05 / 0.05 | 0.000 | 2021.09.21 20:00:00 | filled | |||||
| 2021.09.22 08:00:00 | 40 | USDJPY | buy | 0.05 / 0.05 | 0.000 | 2021.09.22 08:00:00 | filled | |||||
| 2021.09.23 12:00:00 | 41 | USDJPY | sell | 0.05 / 0.05 | 0.000 | 2021.09.23 12:00:00 | filled | |||||
| 2021.10.05 08:00:00 | 42 | USDJPY | buy | 0.05 / 0.05 | 0.000 | 2021.10.05 08:00:00 | filled | |||||
| 2021.10.06 04:00:00 | 43 | USDJPY | sell | 0.05 / 0.05 | 0.000 | 2021.10.06 04:00:00 | filled | |||||
| 2021.10.20 12:00:00 | 44 | USDJPY | sell | 0.05 / 0.05 | 0.000 | 2021.10.20 12:00:00 | filled | |||||
| 2021.10.21 16:00:00 | 45 | USDJPY | buy | 0.05 / 0.05 | 0.000 | 2021.10.21 16:00:00 | filled | |||||
| 2021.10.25 08:00:00 | 46 | USDJPY | buy | 0.05 / 0.05 | 0.000 | 2021.10.25 08:00:00 | filled | |||||
| 2021.10.26 16:00:00 | 47 | USDJPY | sell | 0.05 / 0.05 | 0.000 | 2021.10.26 16:00:00 | filled | |||||
| 2021.10.29 08:00:00 | 48 | USDJPY | buy | 0.05 / 0.05 | 0.000 | 2021.10.29 08:00:00 | filled | |||||
| 2021.11.01 04:00:00 | 49 | USDJPY | sell | 0.05 / 0.05 | 0.000 | 2021.11.01 04:00:00 | filled | |||||
| 2021.11.01 20:00:00 | 50 | USDJPY | sell | 0.05 / 0.05 | 0.000 | 2021.11.01 20:00:00 | filled | |||||
| 2021.11.08 04:00:00 | 51 | USDJPY | buy | 0.05 / 0.05 | 0.000 | 2021.11.08 04:00:00 | filled | |||||
| 2021.11.08 08:00:00 | 52 | USDJPY | buy | 0.05 / 0.05 | 0.000 | 2021.11.08 08:00:00 | filled | |||||
| 2021.11.11 04:00:00 | 53 | USDJPY | sell | 0.05 / 0.05 | 0.000 | 2021.11.11 04:00:00 | filled | |||||
| 2021.12.07 20:00:00 | 54 | USDJPY | sell | 0.05 / 0.05 | 0.000 | 2021.12.07 20:00:00 | filled | |||||
| 2021.12.10 08:00:00 | 55 | USDJPY | buy | 0.05 / 0.05 | 0.000 | 2021.12.10 08:00:00 | filled | |||||
| 2021.12.16 12:00:00 | 56 | USDJPY | sell | 0.05 / 0.05 | 0.000 | 2021.12.16 12:00:00 | filled | |||||
| 2021.12.17 08:00:00 | 57 | USDJPY | buy | 0.05 / 0.05 | 0.000 | 2021.12.17 08:00:00 | filled | |||||
| 2021.12.17 20:00:00 | 58 | USDJPY | buy | 0.05 / 0.05 | 0.000 | 2021.12.17 20:00:00 | filled | |||||
| 2021.12.22 04:00:00 | 59 | USDJPY | sell | 0.05 / 0.05 | 0.000 | 2021.12.22 04:00:00 | filled | |||||
| 2021.12.24 04:00:00 | 60 | USDJPY | sell | 0.05 / 0.05 | 0.000 | 2021.12.24 04:00:00 | filled | |||||
| 2021.12.30 23:59:59 | 61 | USDJPY | buy | 0.05 / 0.05 | 0.000 | 2021.12.30 23:59:59 | filled | end of test | ||||
約定 |
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| 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 00:00:00 | 1 | balance | 0 | 0 | 100 000 | 100 000 | ||||||
| 2021.01.21 12:00:00 | 2 | USDJPY | buy | in | 0.05 | 103.423 | 2 | -36 | 0 | 0 | 99 964 | |
| 2021.01.25 04:00:00 | 3 | USDJPY | sell | out | 0.05 | 103.838 | 3 | 0 | 46 | 2 075 | 102 085 | |
| 2021.02.11 12:00:00 | 4 | USDJPY | buy | in | 0.05 | 104.664 | 4 | -36 | 0 | 0 | 102 049 | |
| 2021.02.12 16:00:00 | 5 | USDJPY | sell | out | 0.05 | 105.071 | 5 | 0 | 23 | 2 035 | 104 107 | |
| 2021.02.22 04:00:00 | 6 | USDJPY | buy | in | 0.05 | 105.585 | 6 | -36 | 0 | 0 | 104 071 | |
| 2021.02.24 12:00:00 | 7 | USDJPY | sell | out | 0.05 | 105.774 | 7 | 0 | 46 | 945 | 105 062 | |
| 2021.04.06 08:00:00 | 8 | USDJPY | buy | in | 0.05 | 110.251 | 8 | -36 | 0 | 0 | 105 026 | |
| 2021.04.12 04:00:00 | 9 | USDJPY | sell | out | 0.05 | 109.760 | 9 | 0 | 139 | -2 455 | 102 710 | |
| 2021.04.14 12:00:00 | 10 | USDJPY | buy | in | 0.05 | 108.981 | 10 | -36 | 0 | 0 | 102 674 | |
| 2021.04.27 04:00:00 | 11 | USDJPY | sell | out | 0.05 | 108.131 | 11 | 0 | 301 | -4 250 | 98 725 | |
| 2021.05.10 04:00:00 | 12 | USDJPY | buy | in | 0.05 | 108.744 | 12 | -36 | 0 | 0 | 98 689 | |
| 2021.05.12 20:00:00 | 13 | USDJPY | sell | out | 0.05 | 109.630 | 13 | 0 | 46 | 4 430 | 103 165 | |
| 2021.05.13 12:00:00 | 14 | USDJPY | sell | in | 0.05 | 109.570 | 14 | -36 | 0 | 0 | 103 129 | |
| 2021.05.18 04:00:00 | 15 | USDJPY | buy | out | 0.05 | 109.211 | 15 | 0 | -243 | 1 795 | 104 681 | |
| 2021.06.08 04:00:00 | 16 | USDJPY | buy | in | 0.05 | 109.383 | 16 | -36 | 0 | 0 | 104 645 | |
| 2021.06.10 04:00:00 | 17 | USDJPY | sell | out | 0.05 | 109.619 | 17 | 0 | 93 | 1 180 | 105 918 | |
| 2021.06.10 12:00:00 | 18 | USDJPY | sell | in | 0.05 | 109.484 | 18 | -36 | 0 | 0 | 105 882 | |
| 2021.06.21 12:00:00 | 19 | USDJPY | buy | out | 0.05 | 109.932 | 19 | 0 | -729 | -2 240 | 102 913 | |
| 2021.06.30 08:00:00 | 20 | USDJPY | buy | in | 0.05 | 110.504 | 20 | -36 | 0 | 0 | 102 877 | |
| 2021.07.01 04:00:00 | 21 | USDJPY | sell | out | 0.05 | 111.082 | 21 | 0 | 70 | 2 890 | 105 837 | |
| 2021.07.14 08:00:00 | 22 | USDJPY | sell | in | 0.05 | 110.500 | 22 | -36 | 0 | 0 | 105 801 | |
| 2021.07.15 04:00:00 | 23 | USDJPY | buy | out | 0.05 | 109.905 | 23 | 0 | -243 | 2 975 | 108 533 | |
| 2021.07.22 08:00:00 | 24 | USDJPY | sell | in | 0.05 | 110.145 | 24 | -36 | 0 | 0 | 108 497 | |
| 2021.07.27 16:00:00 | 25 | USDJPY | buy | out | 0.05 | 109.954 | 25 | 0 | -243 | 955 | 109 209 | |
| 2021.07.30 08:00:00 | 26 | USDJPY | buy | in | 0.05 | 109.528 | 26 | -36 | 0 | 0 | 109 173 | |
| 2021.08.05 04:00:00 | 27 | USDJPY | sell | out | 0.05 | 109.686 | 27 | 0 | 139 | 790 | 110 102 | |
| 2021.08.06 12:00:00 | 28 | USDJPY | sell | in | 0.05 | 109.783 | 28 | -36 | 0 | 0 | 110 066 | |
| 2021.08.13 12:00:00 | 29 | USDJPY | buy | out | 0.05 | 110.272 | 29 | 0 | -567 | -2 445 | 107 054 | |
| 2021.08.26 08:00:00 | 30 | USDJPY | sell | in | 0.05 | 109.988 | 30 | -36 | 0 | 0 | 107 018 | |
| 2021.08.30 12:00:00 | 31 | USDJPY | buy | out | 0.05 | 109.846 | 31 | 0 | -162 | 710 | 107 566 | |
| 2021.09.01 16:00:00 | 32 | USDJPY | sell | in | 0.05 | 110.025 | 32 | -36 | 0 | 0 | 107 530 | |
| 2021.09.03 20:00:00 | 33 | USDJPY | buy | out | 0.05 | 109.638 | 33 | 0 | -324 | 1 935 | 109 141 | |
| 2021.09.06 08:00:00 | 34 | USDJPY | buy | in | 0.05 | 109.806 | 34 | -36 | 0 | 0 | 109 105 | |
| 2021.09.07 20:00:00 | 35 | USDJPY | sell | out | 0.05 | 110.216 | 35 | 0 | 23 | 2 050 | 111 178 | |
| 2021.09.15 16:00:00 | 36 | USDJPY | buy | in | 0.05 | 109.379 | 36 | -36 | 0 | 0 | 111 142 | |
| 2021.09.17 12:00:00 | 37 | USDJPY | sell | out | 0.05 | 109.975 | 37 | 0 | 93 | 2 980 | 114 215 | |
| 2021.09.20 08:00:00 | 38 | USDJPY | sell | in | 0.05 | 109.914 | 38 | -36 | 0 | 0 | 114 179 | |
| 2021.09.21 20:00:00 | 39 | USDJPY | buy | out | 0.05 | 109.255 | 39 | 0 | -81 | 3 295 | 117 393 | |
| 2021.09.22 08:00:00 | 40 | USDJPY | buy | in | 0.05 | 109.519 | 40 | -36 | 0 | 0 | 117 357 | |
| 2021.09.23 12:00:00 | 41 | USDJPY | sell | out | 0.05 | 109.942 | 41 | 0 | 70 | 2 115 | 119 542 | |
| 2021.10.05 08:00:00 | 42 | USDJPY | buy | in | 0.05 | 111.190 | 42 | -36 | 0 | 0 | 119 506 | |
| 2021.10.06 04:00:00 | 43 | USDJPY | sell | out | 0.05 | 111.636 | 43 | 0 | 23 | 2 230 | 121 759 | |
| 2021.10.20 12:00:00 | 44 | USDJPY | sell | in | 0.05 | 114.428 | 44 | -36 | 0 | 0 | 121 723 | |
| 2021.10.21 16:00:00 | 45 | USDJPY | buy | out | 0.05 | 113.955 | 45 | 0 | -243 | 2 365 | 123 845 | |
| 2021.10.25 08:00:00 | 46 | USDJPY | buy | in | 0.05 | 113.655 | 46 | -36 | 0 | 0 | 123 809 | |
| 2021.10.26 16:00:00 | 47 | USDJPY | sell | out | 0.05 | 114.138 | 47 | 0 | 23 | 2 415 | 126 247 | |
| 2021.10.29 08:00:00 | 48 | USDJPY | buy | in | 0.05 | 113.626 | 48 | -36 | 0 | 0 | 126 211 | |
| 2021.11.01 04:00:00 | 49 | USDJPY | sell | out | 0.05 | 114.071 | 49 | 0 | 23 | 2 225 | 128 459 | |
| 2021.11.01 20:00:00 | 50 | USDJPY | sell | in | 0.05 | 114.177 | 50 | -36 | 0 | 0 | 128 423 | |
| 2021.11.08 04:00:00 | 51 | USDJPY | buy | out | 0.05 | 113.596 | 51 | 0 | -567 | 2 905 | 130 761 | |
| 2021.11.08 08:00:00 | 52 | USDJPY | buy | in | 0.05 | 113.572 | 52 | -36 | 0 | 0 | 130 725 | |
| 2021.11.11 04:00:00 | 53 | USDJPY | sell | out | 0.05 | 114.063 | 53 | 0 | 116 | 2 455 | 133 296 | |
| 2021.12.07 20:00:00 | 54 | USDJPY | sell | in | 0.05 | 113.728 | 54 | -36 | 0 | 0 | 133 260 | |
| 2021.12.10 08:00:00 | 55 | USDJPY | buy | out | 0.05 | 113.462 | 55 | 0 | -405 | 1 330 | 134 185 | |
| 2021.12.16 12:00:00 | 56 | USDJPY | sell | in | 0.05 | 114.145 | 56 | -36 | 0 | 0 | 134 149 | |
| 2021.12.17 08:00:00 | 57 | USDJPY | buy | out | 0.05 | 113.576 | 57 | 0 | -81 | 2 845 | 136 913 | |
| 2021.12.17 20:00:00 | 58 | USDJPY | buy | in | 0.05 | 113.641 | 58 | -36 | 0 | 0 | 136 877 | |
| 2021.12.22 04:00:00 | 59 | USDJPY | sell | out | 0.05 | 114.108 | 59 | 0 | 69 | 2 335 | 139 281 | |
| 2021.12.24 04:00:00 | 60 | USDJPY | sell | in | 0.05 | 114.350 | 60 | -36 | 0 | 0 | 139 245 | |
| 2021.12.30 23:59:59 | 61 | USDJPY | buy | out | 0.05 | 115.035 | 61 | 0 | -486 | -3 425 | 135 334 | end of test |
| -1 080 | -3 031 | 39 445 | 135 334 | |||||||||