Strategy Tester Report
LondonFIX
TitanFX-Demo01 (Build 1355)
| 通貨ペア | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| 期間 | 1分足(M1) 2017.01.02 00:04 - 2021.12.30 23:59 (2017.01.01 - 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=1; p_longTimeOption ="---------------------------------------------------"; p_buyEntryHour=11; p_buyEntryMinute=0; p_buyCloseHour=12; p_buyCloseMinute=0; p_shortTimeOption ="---------------------------------------------------"; p_sellEntryHour=11; p_sellEntryMinute=0; p_sellCloseHour=12; p_sellCloseMinute=0; p_entryOption ="---------------------------------------------------"; p_entryLot=1; p_slippage=2; p_stopLoss=0; p_otherOption ="---------------------------------------------------"; p_magicNumber=22635; | ||||
| テストバー数 | 1863890 | モデルティック数 | 112947015 | 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 | 2070.00 | 総利益 | 5312.00 | 総損失 | -3242.00 |
| プロフィットファクタ | 1.64 | 期待利得 | 35.08 | ||
| 絶対ドローダウン | 137.00 | 最大ドローダウン | 1441.00 (11.18%) | 相対ドローダウン | 11.18% (1441.00) |
| 総取引数 | 59 | 売りポジション(勝率%） | 59 (62.71%) | 買いポジション(勝率%） | 0 (0.00%) |
| 勝率(%) | 37 (62.71%) | 負率 (%) | 22 (37.29%) | ||
| 最大 | 勝トレード | 759.00 | 敗トレード | -515.00 | |
| 平均 | 勝トレード | 143.57 | 敗トレード | -147.36 | |
| 最大 | 連勝(金額) | 10 (2224.00) | 連敗(金額) | 3 (-655.00) | |
| 最大 | 連勝(トレード数) | 2224.00 (10) | 連敗(トレード数) | -655.00 (3) | |
| 平均 | 連勝 | 2 | 連敗 | 1 | |
| # | 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 |
| 1 | 2017.01.31 11:00 | sell | 1 | 1.00 | 1.24922 | 0.00000 | 0.00000 | ||
| 2 | 2017.01.31 12:00 | close | 1 | 1.00 | 1.24163 | 0.00000 | 0.00000 | 759.00 | 10759.00 |
| 3 | 2017.02.28 11:00 | sell | 2 | 1.00 | 1.24333 | 0.00000 | 0.00000 | ||
| 4 | 2017.02.28 12:00 | close | 2 | 1.00 | 1.24182 | 0.00000 | 0.00000 | 151.00 | 10910.00 |
| 5 | 2017.03.31 11:00 | sell | 3 | 1.00 | 1.24639 | 0.00000 | 0.00000 | ||
| 6 | 2017.03.31 12:00 | close | 3 | 1.00 | 1.24514 | 0.00000 | 0.00000 | 125.00 | 11035.00 |
| 7 | 2017.04.28 11:00 | sell | 4 | 1.00 | 1.29369 | 0.00000 | 0.00000 | ||
| 8 | 2017.04.28 12:00 | close | 4 | 1.00 | 1.29333 | 0.00000 | 0.00000 | 36.00 | 11071.00 |
| 9 | 2017.05.31 11:00 | sell | 5 | 1.00 | 1.28104 | 0.00000 | 0.00000 | ||
| 10 | 2017.05.31 12:00 | close | 5 | 1.00 | 1.27817 | 0.00000 | 0.00000 | 287.00 | 11358.00 |
| 11 | 2017.06.30 11:00 | sell | 6 | 1.00 | 1.30099 | 0.00000 | 0.00000 | ||
| 12 | 2017.06.30 12:00 | close | 6 | 1.00 | 1.29867 | 0.00000 | 0.00000 | 232.00 | 11590.00 |
| 13 | 2017.07.31 11:00 | sell | 7 | 1.00 | 1.31176 | 0.00000 | 0.00000 | ||
| 14 | 2017.07.31 12:00 | close | 7 | 1.00 | 1.31033 | 0.00000 | 0.00000 | 143.00 | 11733.00 |
| 15 | 2017.08.31 11:00 | sell | 8 | 1.00 | 1.29023 | 0.00000 | 0.00000 | ||
| 16 | 2017.08.31 12:00 | close | 8 | 1.00 | 1.28933 | 0.00000 | 0.00000 | 90.00 | 11823.00 |
| 17 | 2017.09.29 11:00 | sell | 9 | 1.00 | 1.34033 | 0.00000 | 0.00000 | ||
| 18 | 2017.09.29 12:00 | close | 9 | 1.00 | 1.33740 | 0.00000 | 0.00000 | 293.00 | 12116.00 |
| 19 | 2017.10.31 11:00 | sell | 10 | 1.00 | 1.32156 | 0.00000 | 0.00000 | ||
| 20 | 2017.10.31 12:00 | close | 10 | 1.00 | 1.32048 | 0.00000 | 0.00000 | 108.00 | 12224.00 |
| 21 | 2017.11.30 11:00 | sell | 11 | 1.00 | 1.34563 | 0.00000 | 0.00000 | ||
| 22 | 2017.11.30 12:00 | close | 11 | 1.00 | 1.34590 | 0.00000 | 0.00000 | -27.00 | 12197.00 |
| 23 | 2017.12.29 11:00 | sell | 12 | 1.00 | 1.35060 | 0.00000 | 0.00000 | ||
| 24 | 2017.12.29 12:00 | close | 12 | 1.00 | 1.35026 | 0.00000 | 0.00000 | 34.00 | 12231.00 |
| 25 | 2018.01.31 11:00 | sell | 13 | 1.00 | 1.41783 | 0.00000 | 0.00000 | ||
| 26 | 2018.01.31 12:00 | close | 13 | 1.00 | 1.41301 | 0.00000 | 0.00000 | 482.00 | 12713.00 |
| 27 | 2018.02.28 11:00 | sell | 14 | 1.00 | 1.38952 | 0.00000 | 0.00000 | ||
| 28 | 2018.02.28 12:00 | close | 14 | 1.00 | 1.38926 | 0.00000 | 0.00000 | 26.00 | 12739.00 |
| 29 | 2018.03.30 11:00 | sell | 15 | 1.00 | 1.40452 | 0.00000 | 0.00000 | ||
| 30 | 2018.03.30 12:00 | close | 15 | 1.00 | 1.40548 | 0.00000 | 0.00000 | -96.00 | 12643.00 |
| 31 | 2018.04.30 11:00 | sell | 16 | 1.00 | 1.37531 | 0.00000 | 0.00000 | ||
| 32 | 2018.04.30 12:00 | close | 16 | 1.00 | 1.37341 | 0.00000 | 0.00000 | 190.00 | 12833.00 |
| 33 | 2018.05.31 11:00 | sell | 17 | 1.00 | 1.33311 | 0.00000 | 0.00000 | ||
| 34 | 2018.05.31 12:00 | close | 17 | 1.00 | 1.33353 | 0.00000 | 0.00000 | -42.00 | 12791.00 |
| 35 | 2018.06.29 11:00 | sell | 18 | 1.00 | 1.31131 | 0.00000 | 0.00000 | ||
| 36 | 2018.06.29 12:00 | close | 18 | 1.00 | 1.31646 | 0.00000 | 0.00000 | -515.00 | 12276.00 |
| 37 | 2018.07.31 11:00 | sell | 19 | 1.00 | 1.31396 | 0.00000 | 0.00000 | ||
| 38 | 2018.07.31 12:00 | close | 19 | 1.00 | 1.31494 | 0.00000 | 0.00000 | -98.00 | 12178.00 |
| 39 | 2018.08.31 11:00 | sell | 20 | 1.00 | 1.30213 | 0.00000 | 0.00000 | ||
| 40 | 2018.08.31 12:00 | close | 20 | 1.00 | 1.30175 | 0.00000 | 0.00000 | 38.00 | 12216.00 |
| 41 | 2018.09.28 11:00 | sell | 21 | 1.00 | 1.30602 | 0.00000 | 0.00000 | ||
| 42 | 2018.09.28 12:00 | close | 21 | 1.00 | 1.30717 | 0.00000 | 0.00000 | -115.00 | 12101.00 |
| 43 | 2018.10.31 11:00 | sell | 22 | 1.00 | 1.27242 | 0.00000 | 0.00000 | ||
| 44 | 2018.10.31 12:00 | close | 22 | 1.00 | 1.27474 | 0.00000 | 0.00000 | -232.00 | 11869.00 |
| 45 | 2018.11.30 11:00 | sell | 23 | 1.00 | 1.28025 | 0.00000 | 0.00000 | ||
| 46 | 2018.11.30 12:00 | close | 23 | 1.00 | 1.27644 | 0.00000 | 0.00000 | 381.00 | 12250.00 |
| 47 | 2018.12.31 11:00 | sell | 24 | 1.00 | 1.27338 | 0.00000 | 0.00000 | ||
| 48 | 2018.12.31 12:00 | close | 24 | 1.00 | 1.27389 | 0.00000 | 0.00000 | -51.00 | 12199.00 |
| 49 | 2019.01.31 11:00 | sell | 25 | 1.00 | 1.31256 | 0.00000 | 0.00000 | ||
| 50 | 2019.01.31 12:00 | close | 25 | 1.00 | 1.31183 | 0.00000 | 0.00000 | 73.00 | 12272.00 |
| 51 | 2019.02.28 11:00 | sell | 26 | 1.00 | 1.33037 | 0.00000 | 0.00000 | ||
| 52 | 2019.02.28 12:00 | close | 26 | 1.00 | 1.33017 | 0.00000 | 0.00000 | 20.00 | 12292.00 |
| 53 | 2019.03.29 11:00 | sell | 27 | 1.00 | 1.30254 | 0.00000 | 0.00000 | ||
| 54 | 2019.03.29 12:00 | close | 27 | 1.00 | 1.30243 | 0.00000 | 0.00000 | 11.00 | 12303.00 |
| 55 | 2019.04.30 11:00 | sell | 28 | 1.00 | 1.29523 | 0.00000 | 0.00000 | ||
| 56 | 2019.04.30 12:00 | close | 28 | 1.00 | 1.29739 | 0.00000 | 0.00000 | -216.00 | 12087.00 |
| 57 | 2019.05.31 11:00 | sell | 29 | 1.00 | 1.26207 | 0.00000 | 0.00000 | ||
| 58 | 2019.05.31 12:00 | close | 29 | 1.00 | 1.26155 | 0.00000 | 0.00000 | 52.00 | 12139.00 |
| 59 | 2019.06.28 11:00 | sell | 30 | 1.00 | 1.26758 | 0.00000 | 0.00000 | ||
| 60 | 2019.06.28 12:00 | close | 30 | 1.00 | 1.26786 | 0.00000 | 0.00000 | -28.00 | 12111.00 |
| 61 | 2019.07.31 11:00 | sell | 31 | 1.00 | 1.21643 | 0.00000 | 0.00000 | ||
| 62 | 2019.07.31 12:00 | close | 31 | 1.00 | 1.21595 | 0.00000 | 0.00000 | 48.00 | 12159.00 |
| 63 | 2019.08.30 11:00 | sell | 32 | 1.00 | 1.21758 | 0.00000 | 0.00000 | ||
| 64 | 2019.08.30 12:00 | close | 32 | 1.00 | 1.21708 | 0.00000 | 0.00000 | 50.00 | 12209.00 |
| 65 | 2019.09.30 11:00 | sell | 33 | 1.00 | 1.23017 | 0.00000 | 0.00000 | ||
| 66 | 2019.09.30 12:00 | close | 33 | 1.00 | 1.23285 | 0.00000 | 0.00000 | -268.00 | 11941.00 |
| 67 | 2019.10.31 11:00 | sell | 34 | 1.00 | 1.29402 | 0.00000 | 0.00000 | ||
| 68 | 2019.10.31 12:00 | close | 34 | 1.00 | 1.29506 | 0.00000 | 0.00000 | -104.00 | 11837.00 |
| 69 | 2019.11.29 11:00 | sell | 35 | 1.00 | 1.29060 | 0.00000 | 0.00000 | ||
| 70 | 2019.11.29 12:00 | close | 35 | 1.00 | 1.28899 | 0.00000 | 0.00000 | 161.00 | 11998.00 |
| 71 | 2019.12.31 11:00 | sell | 36 | 1.00 | 1.31368 | 0.00000 | 0.00000 | ||
| 72 | 2019.12.31 12:00 | close | 36 | 1.00 | 1.31593 | 0.00000 | 0.00000 | -225.00 | 11773.00 |
| 73 | 2020.01.31 11:00 | sell | 37 | 1.00 | 1.31391 | 0.00000 | 0.00000 | ||
| 74 | 2020.01.31 12:00 | close | 37 | 1.00 | 1.31184 | 0.00000 | 0.00000 | 207.00 | 11980.00 |
| 75 | 2020.02.28 11:00 | sell | 38 | 1.00 | 1.28789 | 0.00000 | 0.00000 | ||
| 76 | 2020.02.28 12:00 | close | 38 | 1.00 | 1.29051 | 0.00000 | 0.00000 | -262.00 | 11718.00 |
| 77 | 2020.03.31 11:00 | sell | 39 | 1.00 | 1.23167 | 0.00000 | 0.00000 | ||
| 78 | 2020.03.31 12:00 | close | 39 | 1.00 | 1.23121 | 0.00000 | 0.00000 | 46.00 | 11764.00 |
| 79 | 2020.04.30 11:00 | sell | 40 | 1.00 | 1.24666 | 0.00000 | 0.00000 | ||
| 80 | 2020.04.30 12:00 | close | 40 | 1.00 | 1.24733 | 0.00000 | 0.00000 | -67.00 | 11697.00 |
| 81 | 2020.05.29 11:00 | sell | 41 | 1.00 | 1.23199 | 0.00000 | 0.00000 | ||
| 82 | 2020.05.29 12:00 | close | 41 | 1.00 | 1.22954 | 0.00000 | 0.00000 | 245.00 | 11942.00 |
| 83 | 2020.06.30 11:00 | sell | 42 | 1.00 | 1.22825 | 0.00000 | 0.00000 | ||
| 84 | 2020.06.30 12:00 | close | 42 | 1.00 | 1.22735 | 0.00000 | 0.00000 | 90.00 | 12032.00 |
| 85 | 2020.07.31 11:00 | sell | 43 | 1.00 | 1.31370 | 0.00000 | 0.00000 | ||
| 86 | 2020.07.31 12:00 | close | 43 | 1.00 | 1.31277 | 0.00000 | 0.00000 | 93.00 | 12125.00 |
| 87 | 2020.08.31 11:00 | sell | 44 | 1.00 | 1.33129 | 0.00000 | 0.00000 | ||
| 88 | 2020.08.31 12:00 | close | 44 | 1.00 | 1.33148 | 0.00000 | 0.00000 | -19.00 | 12106.00 |
| 89 | 2020.09.30 11:00 | sell | 45 | 1.00 | 1.28170 | 0.00000 | 0.00000 | ||
| 90 | 2020.09.30 12:00 | close | 45 | 1.00 | 1.28207 | 0.00000 | 0.00000 | -37.00 | 12069.00 |
| 91 | 2020.10.30 11:00 | sell | 46 | 1.00 | 1.29151 | 0.00000 | 0.00000 | ||
| 92 | 2020.10.30 12:00 | close | 46 | 1.00 | 1.29284 | 0.00000 | 0.00000 | -133.00 | 11936.00 |
| 93 | 2020.11.30 11:00 | sell | 47 | 1.00 | 1.33331 | 0.00000 | 0.00000 | ||
| 94 | 2020.11.30 12:00 | close | 47 | 1.00 | 1.33271 | 0.00000 | 0.00000 | 60.00 | 11996.00 |
| 95 | 2020.12.31 11:00 | sell | 48 | 1.00 | 1.36672 | 0.00000 | 0.00000 | ||
| 96 | 2020.12.31 12:00 | close | 48 | 1.00 | 1.36595 | 0.00000 | 0.00000 | 77.00 | 12073.00 |
| 97 | 2021.01.29 11:00 | sell | 49 | 1.00 | 1.36899 | 0.00000 | 0.00000 | ||
| 98 | 2021.01.29 12:00 | close | 49 | 1.00 | 1.36675 | 0.00000 | 0.00000 | 224.00 | 12297.00 |
| 99 | 2021.02.26 11:00 | sell | 50 | 1.00 | 1.39447 | 0.00000 | 0.00000 | ||
| 100 | 2021.02.26 12:00 | close | 50 | 1.00 | 1.39433 | 0.00000 | 0.00000 | 14.00 | 12311.00 |
| 101 | 2021.03.31 11:00 | sell | 51 | 1.00 | 1.37414 | 0.00000 | 0.00000 | ||
| 102 | 2021.03.31 12:00 | close | 51 | 1.00 | 1.37829 | 0.00000 | 0.00000 | -415.00 | 11896.00 |
| 103 | 2021.04.30 11:00 | sell | 52 | 1.00 | 1.39147 | 0.00000 | 0.00000 | ||
| 104 | 2021.04.30 12:00 | close | 52 | 1.00 | 1.39077 | 0.00000 | 0.00000 | 70.00 | 11966.00 |
| 105 | 2021.05.31 11:00 | sell | 53 | 1.00 | 1.41773 | 0.00000 | 0.00000 | ||
| 106 | 2021.05.31 12:00 | close | 53 | 1.00 | 1.41719 | 0.00000 | 0.00000 | 54.00 | 12020.00 |
| 107 | 2021.06.30 11:00 | sell | 54 | 1.00 | 1.38315 | 0.00000 | 0.00000 | ||
| 108 | 2021.06.30 12:00 | close | 54 | 1.00 | 1.38352 | 0.00000 | 0.00000 | -37.00 | 11983.00 |
| 109 | 2021.07.30 11:00 | sell | 55 | 1.00 | 1.39653 | 0.00000 | 0.00000 | ||
| 110 | 2021.07.30 12:00 | close | 55 | 1.00 | 1.39774 | 0.00000 | 0.00000 | -121.00 | 11862.00 |
| 111 | 2021.08.31 11:00 | sell | 56 | 1.00 | 1.37837 | 0.00000 | 0.00000 | ||
| 112 | 2021.08.31 12:00 | close | 56 | 1.00 | 1.37697 | 0.00000 | 0.00000 | 140.00 | 12002.00 |
| 113 | 2021.09.30 11:00 | sell | 57 | 1.00 | 1.34424 | 0.00000 | 0.00000 | ||
| 114 | 2021.09.30 12:00 | close | 57 | 1.00 | 1.34389 | 0.00000 | 0.00000 | 35.00 | 12037.00 |
| 115 | 2021.10.29 11:00 | sell | 58 | 1.00 | 1.37893 | 0.00000 | 0.00000 | ||
| 116 | 2021.10.29 12:00 | close | 58 | 1.00 | 1.37726 | 0.00000 | 0.00000 | 167.00 | 12204.00 |
| 117 | 2021.11.30 11:00 | sell | 59 | 1.00 | 1.33505 | 0.00000 | 0.00000 | ||
| 118 | 2021.11.30 12:00 | close | 59 | 1.00 | 1.33639 | 0.00000 | 0.00000 | -134.00 | 12070.00 |