Strategy Tester Report
Just_a_Momentum
TitanFX-Demo01 (Build 1355)

通貨ペアEURJPY (Euro vs Japanese Yen)
期間30分足(M30) 2021.01.04 00:00 - 2021.12.30 23:30 (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_signOption ="---------------------------------------------------"; p_bandsPeriod=29; p_bandsDeviation_2=2; p_bandsDeviation_3=3; p_momentumOption ="---------------------------------------------------"; p_momentumPeriod=7; p_momentumLine=100; p_entryOption ="---------------------------------------------------"; p_entryLot=0.05; p_multiplierLots=1; p_slippage=2; p_stopLoss=50; p_takeProfit=50; p_otherOption ="---------------------------------------------------"; p_maxPosition=10; p_magicNumber=54118;
テストバー数12532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171.88総利益593.66総損失-421.78
プロフィットファクタ1.41期待利得0.98
絶対ドローダウン15.88最大ドローダウン78.00 (0.78%)相対ドローダウン0.78% (78.00)
総取引数176売りポジション(勝率%)0 (0.00%)買いポジション(勝率%)176 (57.95%)
勝率(%)102 (57.95%)負率 (%)74 (42.05%)
最大勝トレード17.39敗トレード-17.31
平均勝トレード5.82敗トレード-5.70
最大連勝(金額)7 (66.05)連敗(金額)4 (-37.24)
最大連勝(トレード数)66.05 (7)連敗(トレード数)-37.24 (4)
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 13:30buy10.05126.456125.950126.956
22021.01.04 15:00close10.05126.613125.950126.9565.3910005.39
32021.01.06 03:00buy20.05126.385125.877126.885
42021.01.06 07:30close20.05126.445125.877126.8852.0610007.45
52021.01.07 16:30buy30.05127.283126.779127.783
62021.01.07 17:00close30.05127.245126.779127.783-1.3010006.15
72021.01.12 11:30buy40.05126.862126.356127.362
82021.01.12 12:00close40.05126.677126.356127.362-6.359999.80
92021.01.14 12:00buy50.05126.502125.996127.002
102021.01.14 15:00close50.05126.242125.996127.002-8.939990.87
112021.01.19 03:00buy60.05125.364124.855125.864
122021.01.19 03:30close60.05125.471124.855125.8643.679994.54
132021.01.21 15:30buy70.05125.835125.326126.335
142021.01.21 16:00close70.05125.860125.326126.3350.869995.40
152021.01.22 11:00buy80.05126.231125.723126.731
162021.01.22 11:30close80.05126.178125.723126.731-1.829993.58
172021.01.26 18:00buy90.05126.115125.613126.615
182021.01.27 10:30close90.05125.969125.613126.615-4.969988.62
192021.01.28 10:30buy100.05126.258125.752126.758
202021.01.28 16:00close100.05126.482125.752126.7587.699996.31
212021.01.29 10:30buy110.05126.671126.168127.171
222021.01.29 11:00close110.05126.791126.168127.1714.1210000.43
232021.02.05 12:30buy120.05126.406125.900126.906
242021.02.05 13:00close120.05126.440125.900126.9061.1710001.60
252021.02.10 12:00buy130.05127.011126.507127.511
262021.02.10 12:30close130.05127.011126.507127.5110.0010001.60
272021.02.11 11:00buy140.05126.994126.487127.494
282021.02.11 11:30close140.05127.041126.487127.4941.6110003.21
292021.02.12 08:00buy150.05127.222126.719127.722
302021.02.12 08:30close150.05127.127126.719127.722-3.279999.94
312021.02.12 11:30buy160.05127.257126.752127.757
322021.02.12 12:00close160.05127.183126.752127.757-2.549997.40
332021.02.12 19:00buy170.05127.258126.753127.758
342021.02.15 01:30buy180.05127.376126.866127.876
352021.02.15 10:32t/p170.05127.758126.753127.75817.2310014.64
362021.02.15 11:41t/p180.05127.876126.866127.87617.1710031.81
372021.02.16 02:30buy190.05127.963127.457128.463
382021.02.16 03:00close190.05128.032127.457128.4632.3710034.18
392021.02.18 08:30buy200.05127.584127.079128.084
402021.02.19 09:30buy210.05127.866127.361128.366
412021.02.19 11:00close210.05127.796127.361128.366-2.4110031.77
422021.02.19 11:00close200.05127.796127.079128.0847.3310039.10
432021.02.19 17:30buy220.05128.156127.651128.656
442021.02.19 18:00close220.05128.105127.651128.656-1.7510037.35
452021.02.23 08:30buy230.05127.863127.361128.363
462021.02.23 09:30close230.05127.998127.361128.3634.6410041.99
472021.02.24 03:00buy240.05128.140127.635128.640
482021.02.24 03:30close240.05128.164127.635128.6400.8210042.81
492021.02.25 02:00buy250.05128.948128.440129.448
502021.02.25 10:26t/p250.05129.448128.440129.44817.1810059.99
512021.02.26 18:00buy260.05129.340128.836129.840
522021.02.26 19:36s/l260.05128.836128.836129.840-17.3110042.68
532021.03.02 18:00buy270.05128.739128.234129.239
542021.03.03 09:40t/p270.05129.239128.234129.23917.2210059.90
552021.03.04 08:30buy280.05129.205128.699129.705
562021.03.04 11:00close280.05129.180128.699129.705-0.8610059.04
572021.03.05 12:30buy290.05129.529129.027130.029
582021.03.05 17:00s/l290.05129.027129.027130.029-17.2410041.80
592021.03.09 04:30buy300.05129.417128.914129.917
602021.03.09 18:30close300.05129.091128.914129.917-11.1910030.61
612021.03.11 04:30buy310.05129.483128.979129.983
622021.03.11 05:00close310.05129.491128.979129.9830.2810030.89
632021.03.11 21:00buy320.05129.987129.483130.487
642021.03.12 14:00close320.05129.874129.483130.487-3.8310027.07
652021.03.12 20:30buy330.05130.337129.833130.837
662021.03.15 11:00close330.05130.152129.833130.837-6.3010020.77
672021.03.16 03:30buy340.05130.258129.753130.758
682021.03.16 13:30buy350.05130.373129.868130.873
692021.03.16 16:00close350.05129.969129.868130.873-13.8810006.89
702021.03.16 16:00close340.05129.969129.753130.758-9.939996.96
712021.03.17 12:30buy360.05129.967129.461130.467
722021.03.17 21:30close360.05130.320129.461130.46712.1310009.09
732021.03.22 15:00buy370.05129.660129.154130.160
742021.03.22 15:30close370.05129.799129.154130.1604.7710013.86
752021.03.24 17:00buy380.05128.732128.226129.232
762021.03.25 18:30close380.05128.663128.226129.232-2.2110011.65
772021.03.26 11:00buy390.05128.862128.358129.362
782021.03.26 16:09t/p390.05129.362128.358129.36217.1710028.82
792021.03.30 04:30buy400.05129.350128.846129.850
802021.03.30 06:30close400.05129.417128.846129.8502.3010031.12
812021.03.31 04:00buy410.05129.758129.251130.258
822021.03.31 04:30close410.05129.553129.251130.258-7.0510024.07
832021.04.01 13:00buy420.05130.117129.611130.617
842021.04.02 09:30close420.05130.097129.611130.617-0.6410023.44
852021.04.06 10:30buy430.05130.349129.842130.849
862021.04.06 11:00close430.05130.368129.842130.8490.6510024.09
872021.04.07 10:30buy440.05130.469129.966130.969
882021.04.07 12:00close440.05130.577129.966130.9693.7110027.80
892021.04.09 12:00buy450.05130.341129.837130.841
902021.04.12 05:00close450.05130.291129.837130.841-1.6710026.13
912021.04.13 04:00buy460.05130.412129.906130.912
922021.04.13 06:00close460.05130.439129.906130.9120.9310027.06
932021.04.14 19:30buy470.05130.577130.073131.077
942021.04.15 08:00close470.05130.316130.073131.077-8.8110018.25
952021.04.16 09:00buy480.05130.254129.750130.754
962021.04.16 11:00close480.05130.534129.750130.7549.6210027.87
972021.04.20 04:30buy490.05130.365129.860130.865
982021.04.20 05:00close490.05130.392129.860130.8650.9310028.80
992021.04.21 18:00buy500.05130.100129.596130.600
1002021.04.22 07:30close500.05129.936129.596130.600-5.4810023.32
1012021.04.22 13:30buy510.05130.202129.698130.702
1022021.04.22 15:30close510.05130.319129.698130.7024.0210027.34
1032021.04.23 10:30buy520.05130.096129.582130.596
1042021.04.23 11:00close520.05130.074129.582130.596-0.7510026.59
1052021.04.23 17:30buy530.05130.229129.727130.729
1062021.04.26 10:30close530.05130.318129.727130.7293.1110029.71
1072021.04.26 18:30buy540.05130.643130.140131.143
1082021.04.27 14:00close540.05130.846130.140131.1437.0310036.74
1092021.04.27 14:00buy550.05130.850130.346131.350
1102021.04.27 17:00close550.05131.018130.346131.3505.7810042.52
1112021.04.28 11:00buy560.05131.642131.136132.142
1122021.04.28 11:30close560.05131.489131.136132.142-5.2610037.26
1132021.04.28 18:00buy570.05131.652131.147132.152
1142021.04.28 18:30close570.05131.631131.147132.152-0.7210036.54
1152021.05.03 08:00buy580.05131.739131.233132.239
1162021.05.04 11:00close580.05131.458131.233132.239-9.6010026.94
1172021.05.06 04:30buy590.05131.289130.784131.789
1182021.05.06 05:30close590.05131.301130.784131.7890.4110027.35
1192021.05.07 10:30buy600.05131.768131.261132.268
1202021.05.07 11:00close600.05131.814131.261132.2681.5810028.93
1212021.05.07 19:00buy610.05132.016131.512132.516
1222021.05.10 09:48t/p610.05132.516131.512132.51617.2210046.16
1232021.05.11 12:00buy620.05132.362131.856132.862
1242021.05.11 12:30close620.05132.405131.856132.8621.4810047.64
1252021.05.12 16:00buy630.05132.223131.720132.723
1262021.05.12 16:30close630.05132.003131.720132.723-7.5610040.08
1272021.05.14 16:00buy640.05132.609132.106133.109
1282021.05.14 17:00close640.05132.683132.106133.1092.5410042.62
1292021.05.18 03:30buy650.05132.820132.313133.320
1302021.05.18 12:00close650.05133.003132.313133.3206.2910048.91
1312021.05.19 03:30buy660.05133.242132.736133.742
1322021.05.19 04:00close660.05133.273132.736133.7421.0710049.98
1332021.05.21 03:30buy670.05133.191132.684133.691
1342021.05.21 04:00close670.05133.140132.684133.691-1.7510048.23
1352021.05.24 12:00buy680.05132.845132.340133.345
1362021.05.24 12:30close680.05132.902132.340133.3451.9510050.18
1372021.05.25 07:30buy690.05132.986132.482133.486
1382021.05.25 09:30close690.05132.976132.482133.486-0.3410049.84
1392021.05.26 08:30buy700.05133.393132.890133.893
1402021.05.26 16:00close700.05133.087132.890133.893-10.5110039.33
1412021.05.27 10:30buy710.05133.181132.675133.681
1422021.05.27 11:30close710.05133.191132.675133.6810.3410039.67
1432021.05.27 13:30buy720.05133.200132.696133.700
1442021.05.27 15:30close720.05133.357132.696133.7005.3910045.06
1452021.05.31 19:00buy730.05133.889133.381134.389
1462021.06.01 11:00buy740.05134.032133.525134.532
1472021.06.02 00:00close740.05133.707133.525134.532-11.1110033.95
1482021.06.02 00:00close730.05133.707133.381134.389-6.1410027.81
1492021.06.08 17:30buy750.05133.378132.872133.878
1502021.06.08 18:00close750.05133.359132.872133.878-0.6510027.16
1512021.06.09 11:30buy760.05133.402132.895133.902
1522021.06.09 12:30close760.05133.424132.895133.9020.7510027.91
1532021.06.10 16:00buy770.05133.625133.119134.125
1542021.06.10 16:30close770.05133.324133.119134.125-10.3410017.57
1552021.06.14 11:00buy780.05132.928132.422133.428
1562021.06.14 15:00buy790.05132.980132.476133.480
1572021.06.14 16:30close790.05133.164132.476133.4806.3210023.89
1582021.06.14 16:30close780.05133.164132.422133.4288.1010031.99
1592021.06.16 09:30buy800.05133.550133.042134.050
1602021.06.16 10:00close800.05133.483133.042134.050-2.3010029.69
1612021.06.22 16:00buy810.05131.653131.148132.153
1622021.06.22 16:30close810.05131.820131.148132.1535.7310035.42
1632021.06.23 09:30buy820.05132.218131.712132.718
1642021.06.23 10:00close820.05132.207131.712132.718-0.3810035.04
1652021.06.25 03:30buy830.05132.378131.870132.878
1662021.06.25 12:30close830.05132.188131.870132.878-6.5210028.52
1672021.06.30 20:30buy840.05131.680131.174132.180
1682021.07.01 10:00buy850.05131.830131.324132.330
1692021.07.01 10:30close850.05131.873131.324132.3301.4710029.99
1702021.07.01 10:30close840.05131.873131.174132.1806.7910036.78
1712021.07.06 09:30buy860.05131.789131.282132.289
1722021.07.06 10:00close860.05131.827131.282132.2891.3010038.08
1732021.07.09 03:30buy870.05130.166129.661130.666
1742021.07.09 08:30close870.05130.192129.661130.6660.8910038.97
1752021.07.09 08:30buy880.05130.196129.692130.696
1762021.07.09 11:00close880.05130.257129.692130.6962.0910041.06
1772021.07.12 17:00buy890.05130.921130.417131.421
1782021.07.13 12:30close890.05130.683130.417131.421-8.1210032.94
1792021.07.14 14:00buy900.05130.373129.868130.873
1802021.07.14 14:30close900.05130.387129.868130.8730.4810033.42
1812021.07.16 11:00buy910.05130.011129.505130.511
1822021.07.19 03:00close910.05129.792129.505130.511-7.4710025.96
1832021.07.20 11:30buy920.05129.382128.873129.882
1842021.07.20 12:00close920.05129.223128.873129.882-5.4710020.49
1852021.07.20 19:00buy930.05129.435128.933129.935
1862021.07.21 09:30close930.05129.185128.933129.935-8.5410011.95
1872021.07.21 11:30buy940.05129.598129.095130.098
1882021.07.21 12:00close940.05129.698129.095130.0983.4310015.38
1892021.07.22 16:30buy950.05130.251129.748130.751
1902021.07.22 17:00close950.05130.180129.748130.751-2.4410012.94
1912021.07.23 11:00buy960.05129.953129.441130.453
1922021.07.23 11:30close960.05130.103129.441130.4535.1510018.09
1932021.07.26 17:00buy970.05130.242129.732130.742
1942021.07.26 17:30close970.05130.225129.732130.742-0.5910017.50
1952021.07.28 12:00buy980.05130.027129.524130.527
1962021.07.28 12:30close980.05129.967129.524130.527-2.0610015.44
1972021.07.29 10:30buy990.05130.331129.827130.831
1982021.07.30 10:00close990.05130.274129.827130.831-1.9010013.55
1992021.07.30 10:00buy1000.05130.279129.774130.779
2002021.07.30 10:30close1000.05130.337129.774130.7791.9910015.54
2012021.08.02 10:00buy1010.05130.300129.796130.800
2022021.08.02 10:30close1010.05130.389129.796130.8003.0610018.60
2032021.08.04 09:30buy1020.05129.551129.047130.051
2042021.08.04 15:30close1020.05129.228129.047130.051-11.1010007.50
2052021.08.04 17:30buy1030.05129.702129.199130.202
2062021.08.04 18:00close1030.05129.757129.199130.2021.8910009.39
2072021.08.05 17:30buy1040.05129.926129.423130.426
2082021.08.05 18:00close1040.05129.879129.423130.426-1.6110007.78
2092021.08.10 09:30buy1050.05129.578129.072130.078
2102021.08.10 10:30close1050.05129.589129.072130.0780.3810008.16
2112021.08.11 04:30buy1060.05129.696129.192130.196
2122021.08.11 17:30close1060.05129.617129.192130.196-2.7110005.45
2132021.08.12 16:00buy1070.05129.684129.178130.184
2142021.08.12 17:30close1070.05129.533129.178130.184-5.1910000.26
2152021.08.17 11:30buy1080.05128.817128.311129.317
2162021.08.17 16:30close1080.05128.478128.311129.317-11.659988.61
2172021.08.18 07:30buy1090.05128.503127.999129.003
2182021.08.18 21:30close1090.05128.772127.999129.0039.249997.85
2192021.08.20 19:30buy1100.05128.424127.921128.924
2202021.08.23 11:12t/p1100.05128.924127.921128.92417.2210015.07
2212021.08.24 08:30buy1110.05128.960128.456129.460
2222021.08.24 09:00close1110.05128.946128.456129.460-0.4810014.59
2232021.08.24 18:00buy1120.05129.000128.497129.500
2242021.08.25 11:30close1120.05129.084128.497129.5002.9410017.53
2252021.08.25 11:30buy1130.05129.089128.584129.589
2262021.08.25 12:00close1130.05128.961128.584129.589-4.4010013.13
2272021.08.26 10:30buy1140.05129.676129.173130.176
2282021.08.26 11:00close1140.05129.659129.173130.176-0.5910012.54
2292021.08.27 10:00buy1150.05129.468128.961129.968
2302021.08.30 09:00close1150.05129.499128.961129.9681.1210013.67
2312021.08.30 11:30buy1160.05129.643129.135130.143
2322021.08.30 15:00buy1170.05129.651129.145130.151
2332021.08.30 18:00buy1180.05129.674129.171130.174
2342021.08.31 07:00close1180.05129.853129.171130.1746.2010019.87
2352021.08.31 07:00close1170.05129.853129.145130.1516.9910026.86
2362021.08.31 07:00close1160.05129.853129.135130.1437.2710034.14
2372021.09.01 11:00buy1190.05130.338129.831130.838
2382021.09.02 10:00buy1200.05130.381129.875130.881
2392021.09.02 17:00buy1210.05130.447129.943130.947
2402021.09.03 06:30close1210.05130.685129.943130.9478.2310042.37
2412021.09.03 06:30close1200.05130.685129.875130.88110.5010052.88
2422021.09.03 06:30close1190.05130.685129.831130.83812.1310065.01
2432021.09.06 20:00buy1220.05130.424129.914130.924
2442021.09.07 05:00buy1230.05130.463129.957130.963
2452021.09.07 05:30close1230.05130.439129.957130.963-0.8210064.19
2462021.09.07 05:30close1220.05130.439129.914130.9240.5710064.76
2472021.09.07 10:00buy1240.05130.489129.984130.989
2482021.09.07 10:30close1240.05130.558129.984130.9892.3710067.13
2492021.09.10 06:30buy1250.05129.905129.398130.405
2502021.09.10 07:00close1250.05129.975129.398130.4052.4110069.54
2512021.09.13 18:30buy1260.05129.891129.388130.391
2522021.09.13 19:00close1260.05129.842129.388130.391-1.6810067.86
2532021.09.16 03:30buy1270.05129.330128.825129.830
2542021.09.16 04:00close1270.05129.286128.825129.830-1.5110066.35
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