Strategy Tester Report
Just_a_Momentum
TitanFX-Demo01 (Build 1355)

通貨ペアUSDJPY (US Dollar vs Japanese Yen)
期間1時間足(H1) 2021.01.04 00:00 - 2021.12.30 23:00 (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=11; p_momentumLine=100; p_entryOption ="---------------------------------------------------"; p_entryLot=0.05; p_multiplierLots=1.2; p_slippage=2; p_stopLoss=0; p_takeProfit=0; p_otherOption ="---------------------------------------------------"; p_maxPosition=10; p_magicNumber=54118;
テストバー数6316モデルティック数12777298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681.77総利益952.35総損失-270.58
プロフィットファクタ3.52期待利得8.12
絶対ドローダウン11.84最大ドローダウン121.41 (1.20%)相対ドローダウン1.20% (121.41)
総取引数84売りポジション(勝率%)0 (0.00%)買いポジション(勝率%)84 (63.10%)
勝率(%)53 (63.10%)負率 (%)31 (36.90%)
最大勝トレード127.01敗トレード-39.38
平均勝トレード17.97敗トレード-8.73
最大連勝(金額)7 (34.58)連敗(金額)3 (-24.80)
最大連勝(トレード数)437.63 (4)連敗(トレード数)-39.38 (1)
平均連勝3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
12021.01.06 16:00buy10.05103.1760.0000.000
22021.01.06 17:00close10.05103.2050.0000.0001.4010001.40
32021.01.11 02:00buy20.05104.0890.0000.000
42021.01.12 19:00close20.05104.0920.0000.0000.3710001.77
52021.01.18 02:00buy30.05103.9190.0000.000
62021.01.19 05:00close30.05104.0520.0000.0006.6210008.38
72021.01.19 05:00buy40.05104.0540.0000.000
82021.01.19 06:00close40.05104.0040.0000.000-2.4010005.98
92021.01.22 10:00buy50.06103.6750.0000.000
102021.01.22 17:00close50.06103.7820.0000.0006.1910012.17
112021.01.25 17:00buy60.05103.9070.0000.000
122021.01.25 18:00close60.05103.7720.0000.000-6.5010005.67
132021.01.27 15:00buy70.06103.8490.0000.000
142021.01.27 16:00close70.06103.9820.0000.0007.6710013.34
152021.01.29 03:00buy80.05104.4630.0000.000
162021.01.29 04:00close80.05104.4850.0000.0001.0510014.39
172021.02.01 11:00buy90.05104.8740.0000.000
182021.02.02 15:00buy100.05105.0520.0000.000
192021.02.02 17:00close100.05105.1580.0000.0005.0410019.43
202021.02.02 17:00close90.05105.1580.0000.00013.7310033.16
212021.02.04 06:00buy110.05105.1180.0000.000
222021.02.04 08:00close110.05105.1430.0000.0001.1910034.35
232021.02.12 10:00buy120.05104.9270.0000.000
242021.02.12 12:00close120.05105.0390.0000.0005.3310039.68
252021.02.16 16:00buy130.05105.7300.0000.000
262021.02.18 03:00close130.05105.7230.0000.0000.5710040.25
272021.02.22 10:00buy140.06105.8180.0000.000
282021.02.22 17:00close140.06105.1280.0000.000-39.3810000.87
292021.02.24 05:00buy150.07105.4980.0000.000
302021.02.25 21:00close150.07106.0320.0000.00036.2010037.06
312021.02.26 12:00buy160.05106.4880.0000.000
322021.03.03 14:00buy170.05107.0000.0000.000
332021.03.03 18:00close170.05106.9720.0000.000-1.3110035.75
342021.03.03 18:00close160.05106.9720.0000.00023.3010059.05
352021.03.12 05:00buy180.05108.7760.0000.000
362021.03.12 10:00close180.05109.0390.0000.00012.0610071.11
372021.03.24 17:00buy190.05108.8810.0000.000
382021.03.24 18:00close190.05108.9050.0000.0001.1010072.21
392021.03.30 06:00buy200.05109.9640.0000.000
402021.04.02 10:00close200.05110.4880.0000.00024.8410097.04
412021.04.09 15:00buy210.05109.7170.0000.000
422021.04.09 16:00close210.05109.8760.0000.0007.2410104.28
432021.04.22 20:00buy220.05108.2040.0000.000
442021.04.23 04:00close220.05107.8830.0000.000-14.6510089.63
452021.04.27 19:00buy230.06108.5680.0000.000
462021.04.29 02:00close230.06108.5290.0000.000-1.0810088.55
472021.04.29 17:00buy240.07109.1940.0000.000
482021.04.30 18:00close240.07109.2850.0000.0006.1510094.69
492021.04.30 18:00buy250.05109.2870.0000.000
502021.04.30 19:00close250.05109.3340.0000.0002.1510096.84
512021.05.12 16:00buy260.05109.0020.0000.000
522021.05.12 17:00close260.05109.2350.0000.00010.6710107.51
532021.05.19 13:00buy270.05109.1650.0000.000
542021.05.19 14:00close270.05109.2470.0000.0003.7510111.26
552021.05.21 20:00buy280.05108.9940.0000.000
562021.05.25 16:00close280.05108.9770.0000.000-0.3310110.93
572021.05.25 16:00buy290.06108.9800.0000.000
582021.05.25 17:00close290.06108.9160.0000.000-3.5310107.40
592021.05.26 18:00buy300.07109.0460.0000.000
602021.05.26 19:00close300.07109.1010.0000.0003.5310110.93
612021.06.02 08:00buy310.05109.6950.0000.000
622021.06.03 16:00buy320.05109.9630.0000.000
632021.06.03 17:00close320.05110.1020.0000.0006.3110117.24
642021.06.03 17:00close310.05110.1020.0000.00019.1610136.40
652021.06.09 18:00buy330.05109.5970.0000.000
662021.06.10 23:00close330.05109.3180.0000.000-12.0810124.31
672021.06.11 17:00buy340.06109.7220.0000.000
682021.06.11 18:00close340.06109.7620.0000.0002.1910126.50
692021.06.16 22:00buy350.05110.5060.0000.000
702021.06.16 23:00close350.05110.6350.0000.0005.8310132.33
712021.06.22 16:00buy360.05110.6960.0000.000
722021.06.25 12:00close360.05110.7280.0000.0002.5710134.90
732021.06.28 15:00buy370.05110.9370.0000.000
742021.06.28 19:00close370.05110.5140.0000.000-19.1410115.76
752021.06.30 16:00buy380.06110.6480.0000.000
762021.06.30 17:00close380.06110.6810.0000.0001.7910117.55
772021.07.12 17:00buy390.05110.3370.0000.000
782021.07.12 18:00close390.05110.2820.0000.000-2.4910115.06
792021.07.13 16:00buy400.06110.5140.0000.000
802021.07.13 21:00close400.06110.6160.0000.0005.5310120.59
812021.07.13 21:00buy410.05110.6180.0000.000
822021.07.13 22:00close410.05110.5960.0000.000-0.9910119.60
832021.07.16 11:00buy420.06110.1630.0000.000
842021.07.19 12:00close420.06109.7330.0000.000-23.2410096.36
852021.07.20 18:00buy430.07109.9250.0000.000
862021.07.20 19:00close430.07109.9160.0000.000-0.5710095.79
872021.07.23 11:00buy440.08110.3400.0000.000
882021.07.23 12:00close440.08110.4840.0000.00010.4310106.22
892021.07.28 17:00buy450.05110.2030.0000.000
902021.07.29 18:00close450.05109.6010.0000.000-26.7810079.43
912021.08.04 18:00buy460.06109.5660.0000.000
922021.08.04 19:00close460.06109.4280.0000.000-7.5710071.86
932021.08.06 16:00buy470.07110.1160.0000.000
942021.08.06 17:00close470.07110.2770.0000.00010.2210082.08
952021.08.09 23:00buy480.05110.3320.0000.000
962021.08.10 11:00buy490.05110.4450.0000.000
972021.08.13 11:00close490.05110.2920.0000.000-5.8110076.27
982021.08.13 11:00close480.05110.2920.0000.000-0.4610075.81
992021.08.17 16:00buy500.07109.5330.0000.000
1002021.08.17 17:00close500.07109.4360.0000.000-6.2010069.61
1012021.08.23 09:00buy510.08109.9500.0000.000
1022021.08.25 15:00buy520.08109.8910.0000.000
1032021.08.25 17:00close520.08109.9790.0000.0006.4010076.01
1042021.08.25 17:00close510.08109.9790.0000.0002.8310078.84
1052021.08.31 02:00buy530.05109.9810.0000.000
1062021.08.31 16:00close530.05109.7120.0000.000-12.2610066.58
1072021.08.31 19:00buy540.06110.0530.0000.000
1082021.09.03 04:00close540.06109.8870.0000.000-7.7110058.87
1092021.09.07 10:00buy550.07109.9220.0000.000
1102021.09.07 11:00close550.07109.9010.0000.000-1.3410057.53
1112021.09.13 09:00buy560.08110.0360.0000.000
1122021.09.13 10:00close560.08110.1080.0000.0005.2310062.76
1132021.09.16 16:00buy570.05109.6940.0000.000
1142021.09.16 17:00close570.05109.6680.0000.000-1.1910061.57
1152021.09.22 22:00buy580.06109.8590.0000.000
1162021.09.27 12:00buy590.06110.9130.0000.000
1172021.09.29 18:00close590.06111.9120.0000.00054.1010115.67
1182021.09.29 18:00close580.06111.9120.0000.000111.9610227.63
1192021.09.29 18:00buy600.05111.9160.0000.000
1202021.09.29 19:00close600.05111.8290.0000.000-3.8910223.74
1212021.10.04 14:00buy610.06111.2950.0000.000
1222021.10.05 17:00buy620.06111.3720.0000.000
1232021.10.07 20:00buy630.06111.6290.0000.000
1242021.10.08 19:00buy640.06112.1560.0000.000
1252021.10.12 16:00close640.06113.6600.0000.00079.9310303.67
1262021.10.12 16:00close630.06113.6600.0000.000108.0210411.69
1272021.10.12 16:00close620.06113.6600.0000.000122.6710534.36
1282021.10.12 16:00close610.06113.6600.0000.000127.0110661.37
1292021.10.12 16:00buy650.05113.6650.0000.000
1302021.10.13 23:00close650.05113.2630.0000.000-17.5210643.84
1312021.10.14 18:00buy660.06113.7000.0000.000
1322021.10.19 04:00close660.06114.1200.0000.00022.8910666.73
1332021.10.20 03:00buy670.05114.5480.0000.000
1342021.10.20 04:00close670.05114.6230.0000.0003.2710670.00
1352021.10.26 04:00buy680.05113.8480.0000.000
1362021.10.27 11:00close680.05113.7400.0000.000-4.5210665.48
1372021.10.29 15:00buy690.06113.8700.0000.000
1382021.11.02 08:00close690.06113.6490.0000.000-11.1310654.35
1392021.11.03 18:00buy700.07114.0750.0000.000
1402021.11.03 22:00close700.07113.9200.0000.000-9.5210644.83
1412021.11.10 10:00buy710.08113.1010.0000.000
1422021.11.10 11:00close710.08113.1420.0000.0002.9010647.73
1432021.11.15 20:00buy720.05114.0720.0000.000
1442021.11.15 23:00close720.05114.1660.0000.0004.1210651.85
1452021.11.22 17:00buy730.05114.6110.0000.000
1462021.11.22 18:00close730.05114.7350.0000.0005.4010657.25
1472021.11.24 17:00buy740.05115.3240.0000.000
1482021.11.24 18:00close740.05115.4390.0000.0004.9810662.23
1492021.12.03 09:00buy750.05113.3500.0000.000
1502021.12.03 20:00close750.05112.8310.0000.000-23.0010639.23
1512021.12.08 16:00buy760.06113.8770.0000.000
1522021.12.08 17:00close760.06113.8670.0000.000-0.5310638.70
1532021.12.10 11:00buy770.07113.6810.0000.000
1542021.12.14 18:00buy780.07113.7270.0000.000
1552021.12.15 15:00buy790.07113.8850.0000.000
1562021.12.15 21:00close790.07113.8960.0000.0000.6810639.38
1572021.12.15 21:00close780.07113.8960.0000.00010.7110650.08
1582021.12.15 21:00close770.07113.8960.0000.00014.1610664.24
1592021.12.21 17:00buy800.05113.8650.0000.000
1602021.12.21 18:00close800.05114.0800.0000.0009.4210673.66
1612021.12.23 11:00buy810.05114.3280.0000.000
1622021.12.27 00:00close810.05114.3200.0000.0000.1010673.76
1632021.12.27 07:00buy820.06114.4590.0000.000
1642021.12.27 11:00close820.06114.6270.0000.0008.7910682.55
1652021.12.29 09:00buy830.05114.9250.0000.000
1662021.12.29 11:00close830.05114.9860.0000.0002.6510685.20
1672021.12.30 08:00buy840.05115.1170.0000.000
1682021.12.30 23:59close at stop840.05115.0380.0000.000-3.4310681.77