Strategy Tester Report
RSIandRVI
TitanFX-Demo01 (Build 1355)

通貨ペアEURJPY (Euro vs Japanese Yen)
期間15分足(M15) 2021.01.04 00:00 - 2021.12.30 23:45 (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=1; p_RSIOption ="---------------------------------------------------"; p_RSIPeriod=10; p_RSIUpperLine=60; p_RSILowerLine=20; p_RVIOption ="---------------------------------------------------"; p_RVIPeriod=15; p_RVIUpperLine=0.2; p_RVILowerLine=-0.1; p_entryOption ="---------------------------------------------------"; p_entryLot=0.05; p_multiplierLots=2; p_slippage=2; p_stopLoss=0; p_takeProfit=100; p_otherOption ="---------------------------------------------------"; p_maxPosition=1; p_magicNumber=7097853;
テストバー数24963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337.97総利益1106.00総損失-768.02
プロフィットファクタ1.44期待利得2.79
絶対ドローダウン176.32最大ドローダウン210.72 (2.05%)相対ドローダウン2.05% (210.72)
総取引数121売りポジション(勝率%)121 (61.98%)買いポジション(勝率%)0 (0.00%)
勝率(%)75 (61.98%)負率 (%)46 (38.02%)
最大勝トレード115.01敗トレード-82.18
平均勝トレード14.75敗トレード-16.70
最大連勝(金額)10 (95.49)連敗(金額)4 (-129.45)
最大連勝(トレード数)143.73 (2)連敗(トレード数)-155.84 (3)
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
12021.01.04 15:45sell10.05126.6410.000125.641
22021.01.04 21:15close10.05126.3620.000125.6419.8910009.89
32021.01.05 05:30sell20.05126.5220.000125.522
42021.01.05 09:30close20.05126.2770.000125.5228.6410018.53
52021.01.06 10:30sell30.05126.7040.000125.704
62021.01.07 08:30close30.05127.1140.000125.704-16.3510002.18
72021.01.19 05:45sell40.10125.8040.000124.804
82021.01.19 19:45close40.10125.9540.000124.804-11.719990.47
92021.01.21 03:45sell50.20125.5510.000124.551
102021.01.21 08:00close50.20125.4380.000124.55115.2010005.67
112021.01.21 16:45sell60.05125.7610.000124.761
122021.01.25 02:00close60.05126.2890.000124.761-20.389985.30
132021.01.29 12:30sell70.10127.0760.000126.076
142021.01.29 21:00close70.10127.0290.000126.0762.759988.05
152021.02.02 05:30sell80.05126.7460.000125.746
162021.02.02 14:45close80.05126.3910.000125.74612.6910000.74
172021.02.05 14:00sell90.05126.5210.000125.521
182021.02.08 19:00close90.05126.7080.000125.521-7.539993.20
192021.02.09 22:15sell100.10126.7130.000125.713
202021.02.11 00:45close100.10126.8030.000125.713-9.819983.39
212021.02.11 08:30sell110.20126.8270.000125.827
222021.02.12 16:30close110.20127.0430.000125.827-34.389949.01
232021.02.15 09:15sell120.40127.5600.000126.560
242021.02.15 23:30close120.40127.8150.000126.560-77.739871.28
252021.02.16 05:30sell130.80128.2390.000127.239
262021.02.16 09:00close130.80128.0690.000127.23994.319965.59
272021.02.16 22:00sell140.05128.2920.000127.292
282021.02.17 05:30close140.05128.1270.000127.2925.409970.99
292021.02.19 01:15sell150.05127.8030.000126.803
302021.02.19 08:00close150.05127.7010.000126.8033.409974.39
312021.02.22 04:30sell160.05128.0620.000127.062
322021.02.22 18:30close160.05127.6340.000127.06215.379989.76
332021.02.24 04:15sell170.05128.1570.000127.157
342021.02.24 18:45close170.05128.6060.000127.157-16.849972.92
352021.02.24 22:45sell180.10128.7890.000127.789
362021.02.25 21:45close180.10129.3400.000127.789-43.059929.87
372021.03.02 21:45sell190.20128.9800.000127.980
382021.03.03 16:30close190.20128.9370.000127.9803.679933.54
392021.03.04 19:15sell200.05129.5650.000128.565
402021.03.04 23:00close200.05129.1480.000128.56514.979948.51
412021.03.05 09:00sell210.05129.4360.000128.436
422021.03.05 18:15close210.05128.9550.000128.43617.329965.83
432021.03.08 17:45sell220.05129.1620.000128.162
442021.03.08 21:45close220.05129.0860.000128.1622.449968.27
452021.03.09 05:30sell230.05129.4830.000128.483
462021.03.09 11:45close230.05129.3390.000128.4834.949973.21
472021.03.11 05:30sell240.05129.5020.000128.502
482021.03.12 08:15close240.05130.1300.000128.502-23.729949.49
492021.03.12 22:00sell250.10130.3220.000129.322
502021.03.15 11:45close250.10130.1920.000129.3228.229957.72
512021.03.18 00:15sell260.05130.4320.000129.432
522021.03.18 07:45close260.05130.3090.000129.4324.169961.88
532021.03.18 11:15sell270.05130.4800.000129.480
542021.03.18 15:00close270.05130.2420.000129.4808.399970.27
552021.03.19 22:15sell280.05129.6550.000128.655
562021.03.22 11:45close280.05129.3470.000128.65510.669980.92
572021.03.22 16:00sell290.05129.7510.000128.751
582021.03.23 06:15close290.05129.6740.000128.7512.179983.09
592021.03.25 05:00sell300.05128.6610.000127.661
602021.03.25 20:00close300.05128.4220.000127.6618.439991.52
612021.03.26 04:45sell310.05128.6870.000127.687
622021.03.29 05:00close310.05129.2020.000127.687-19.589971.94
632021.03.31 04:45sell320.10129.5830.000128.583
642021.04.01 00:30close320.10129.8580.000128.583-22.789949.16
652021.04.05 22:15sell330.20130.1880.000129.188
662021.04.06 08:45close330.20130.1720.000129.188-0.309948.86
672021.04.06 13:30sell340.05130.5140.000129.514
682021.04.06 17:15close340.05130.0700.000129.51415.969964.82
692021.04.06 22:45sell350.05130.3840.000129.384
702021.04.07 03:00close350.05130.3730.000129.384-0.259964.57
712021.04.08 21:15sell360.05130.1870.000129.187
722021.04.09 07:00close360.05130.1330.000129.1871.339965.90
732021.04.09 22:30sell370.05130.5160.000129.516
742021.04.12 06:30close370.05130.2250.000129.51610.039975.92
752021.04.14 09:00sell380.05130.3100.000129.310
762021.04.14 15:15close380.05130.3300.000129.310-1.089974.84
772021.04.16 11:45sell390.10130.4240.000129.424
782021.04.16 20:45close390.10130.3440.000129.4245.189980.02
792021.04.19 23:00sell400.05130.2190.000129.219
802021.04.20 14:45close400.05130.7050.000129.219-18.519961.51
812021.04.22 15:00sell410.10130.1720.000129.172
822021.04.22 18:15close410.10129.8650.000129.17221.859983.36
832021.04.23 12:15sell420.05130.1120.000129.112
842021.04.23 16:45close420.05129.9300.000129.1126.349989.70
852021.04.23 21:00sell430.05130.4580.000129.458
862021.04.26 03:15close430.05130.5150.000129.458-2.769986.94
872021.04.26 16:00sell440.10130.5570.000129.557
882021.04.27 10:00close440.10130.6890.000129.557-11.039975.91
892021.04.27 22:45sell450.20131.4250.000130.425
902021.04.28 09:15close450.20131.5420.000130.425-19.849956.07
912021.04.29 13:15sell460.40132.1430.000131.143
922021.04.29 19:45close460.40131.9340.000131.14358.6110014.68
932021.05.03 07:15sell470.05131.7370.000130.737
942021.05.03 17:00close470.05131.6260.000130.7373.7210018.40
952021.05.06 11:45sell480.05131.5640.000130.564
962021.05.06 21:00close480.05131.5490.000130.5640.2010018.60
972021.05.07 21:30sell490.05132.1280.000131.128
982021.05.10 01:30close490.05132.0420.000131.1282.5010021.10
992021.05.10 06:00sell500.05132.2970.000131.297
1002021.05.11 01:15close500.05132.0280.000131.2979.2210030.32
1012021.05.14 05:15sell510.05132.4420.000131.442
1022021.05.17 07:15close510.05132.6970.000131.442-10.0210020.29
1032021.05.18 23:15sell520.10133.1560.000132.156
1042021.05.19 17:15close520.10132.8620.000132.15620.2710040.57
1052021.05.24 14:30sell530.05133.0030.000132.003
1062021.05.24 19:15close530.05132.8790.000132.0034.2110044.78
1072021.05.25 11:45sell540.05133.2320.000132.232
1082021.05.25 21:00close540.05133.2300.000132.232-0.2710044.51
1092021.05.27 11:15sell550.05133.1900.000132.190
1102021.05.28 01:30close550.05133.9370.000132.190-28.1010016.41
1112021.06.02 05:00sell560.10133.9480.000132.948
1122021.06.02 14:00close560.10133.7330.000132.94815.0910031.50
1132021.06.07 02:30sell570.05133.3160.000132.316
1142021.06.07 09:00close570.05133.1620.000132.3165.3010036.80
1152021.06.07 20:45sell580.05133.2510.000132.251
1162021.06.08 00:30close580.05133.2200.000132.2510.4710037.26
1172021.06.11 05:30sell590.05133.2940.000132.294
1182021.06.11 15:45close590.05132.9840.000132.29411.0310048.29
1192021.06.14 18:45sell600.05133.3420.000132.342
1202021.06.15 15:45close600.05133.3160.000132.3420.3010048.59
1212021.06.21 12:15sell610.05130.8300.000129.830
1222021.06.22 04:15close610.05131.2710.000129.830-16.8610031.73
1232021.06.22 17:30sell620.10131.7850.000130.785
1242021.06.23 08:00close620.10132.0600.000130.785-21.5210010.21
1252021.06.23 12:00sell630.20132.3380.000131.338
1262021.06.23 23:45close630.20132.3460.000131.338-2.5810007.63
1272021.06.28 12:45sell640.40132.1900.000131.190
1282021.06.28 19:00close640.40131.9220.000131.19075.9410083.57
1292021.06.29 10:15sell650.05131.8430.000130.843
1302021.06.29 15:45close650.05131.5850.000130.8439.1310092.70
1312021.06.30 21:15sell660.05131.6600.000130.660
1322021.07.01 06:15close660.05131.6330.000130.660-0.3010092.40
1332021.07.01 11:00sell670.05131.8370.000130.837
1342021.07.01 22:30close670.05132.1690.000130.837-12.5510079.85
1352021.07.06 10:15sell680.10131.8070.000130.807
1362021.07.06 14:45close680.10130.9950.000130.80758.9410138.79
1372021.07.07 09:45sell690.05130.9070.000129.907
1382021.07.07 16:45close690.05130.7030.000129.9077.1410145.93
1392021.07.09 23:15sell700.05130.8440.000129.844
1402021.07.12 14:45close700.05130.6300.000129.8447.2010153.13
1412021.07.12 18:00sell710.05130.8750.000129.875
1422021.07.13 10:45close710.05130.8410.000129.8750.5910153.72
1432021.07.20 21:15sell720.05129.4230.000128.423
1442021.07.21 08:45close720.05129.3950.000128.4230.3710154.09
1452021.07.21 20:30sell730.05130.1120.000129.112
1462021.07.22 03:00close730.05130.0180.000129.1122.1610156.25
1472021.07.23 23:30sell740.05130.1460.000129.146
1482021.07.26 06:15close740.05129.9290.000129.1467.3110163.56
1492021.07.29 13:15sell750.05130.4370.000129.437
1502021.07.29 19:15close750.05130.2220.000129.4377.5410171.10
1512021.07.30 11:15sell760.05130.2650.000129.265
1522021.07.30 18:45close760.05130.1860.000129.2652.5510173.65
1532021.08.05 05:15sell770.05129.7900.000128.790
1542021.08.05 15:00close770.05129.7340.000128.7901.7010175.35
1552021.08.11 05:30sell780.05129.6750.000128.675
1562021.08.11 16:00close780.05129.6690.000128.675-0.1310175.22
1572021.08.13 15:45sell790.05129.6910.000128.691
1582021.08.13 20:30close790.05129.3720.000128.69111.3710186.59
1592021.08.20 20:15sell800.05128.4970.000127.497
1602021.08.23 01:00close800.05128.4220.000127.4972.0910188.67
1612021.08.23 05:30sell810.05128.6750.000127.675
1622021.08.23 17:15close810.05128.8390.000127.675-6.3710182.30
1632021.08.24 09:30sell820.10128.9310.000127.931
1642021.08.24 13:30close820.10128.8120.000127.9318.0410190.34
1652021.08.25 18:45sell830.05129.3400.000128.340
1662021.08.26 08:00close830.05129.3990.000128.340-3.4610186.89
1672021.08.26 11:15sell840.10129.6500.000128.650
1682021.08.26 17:30close840.10129.5430.000128.6507.1610194.05
1692021.08.27 10:45sell850.05129.4760.000128.476
1702021.08.27 22:15close850.05129.5340.000128.476-2.4810191.57
1712021.08.31 08:45sell860.10129.8560.000128.856
1722021.08.31 18:30close860.10129.8090.000128.8562.7610194.33
1732021.09.01 05:00sell870.05130.0820.000129.082
1742021.09.01 17:30close870.05130.3310.000129.082-9.4910184.84
1752021.09.10 09:00sell880.10129.9890.000128.989
1762021.09.10 17:00close880.10130.0400.000128.989-4.4510180.39
1772021.09.17 07:45sell890.20129.2800.000128.280
1782021.09.17 19:30close890.20129.0350.000128.28034.5910214.98
1792021.09.21 04:45sell900.05128.4840.000127.484
1802021.09.21 16:00close900.05128.3050.000127.4846.2210221.20
1812021.09.23 07:30sell910.05128.5440.000127.544
1822021.09.24 14:15close910.05129.5580.000127.544-37.8910183.30
1832021.09.24 20:30sell920.10129.7700.000128.770
1842021.09.27 01:15close920.10129.8270.000128.770-5.5210177.79
1852021.09.28 09:15sell930.20130.0650.000129.065
1862021.09.29 07:00close930.20130.1990.000129.065-22.3410155.45
1872021.10.04 14:00sell940.40129.3250.000128.325
1882021.10.04 19:00close940.40128.9240.000128.325115.0110270.46
1892021.10.05 20:00sell950.05129.3450.000128.345
1902021.10.06 14:00close950.05128.5450.000128.34528.7210299.17
1912021.10.06 22:30sell960.05128.7710.000127.771
1922021.10.12 00:00close960.05130.9480.000127.771-82.1810217.00
1932021.10.14 05:00sell970.10131.5800.000130.580
1942021.10.15 18:45close970.10132.5300.000130.580-71.1010145.90
1952021.10.19 08:45sell980.20132.9860.000131.986
1962021.10.19 20:00close980.20132.9940.000131.986-2.5710143.33
1972021.10.20 04:30sell990.40133.3200.000132.320
1982021.10.20 12:15close990.40133.0290.000132.32082.6910226.02
1992021.10.21 02:45sell1000.05133.2690.000132.269
2002021.10.21 09:30close1000.05132.8750.000132.26914.1210240.14
2012021.10.25 02:45sell1010.05132.2440.000131.244
2022021.10.25 10:45close1010.05132.5730.000131.244-12.4310227.71
2032021.10.28 19:45sell1020.10132.4600.000131.460
2042021.10.29 10:45close1020.10132.5450.000131.460-7.5810220.14
2052021.11.01 03:00sell1030.20132.0160.000131.016
2062021.11.02 07:15close1030.20132.1650.000131.016-24.5410195.60
2072021.11.04 01:15sell1040.40132.3980.000131.398
2082021.11.04 09:30close1040.40132.2720.000131.39834.2210229.82
2092021.11.08 02:15sell1050.05131.3090.000130.309
2102021.11.08 13:00close1050.05131.2040.000130.3093.5010233.32
2112021.11.10 12:45sell1060.05131.0850.000130.085
2122021.11.10 22:45close1060.05130.7580.000130.08511.6610244.98
2132021.11.18 14:30sell1070.05129.5160.000128.516
2142021.11.19 12:06t/p1070.05128.5160.000128.51636.0710281.04
2152021.11.23 06:15sell1080.05129.3310.000128.331
2162021.11.23 10:45close1080.05129.1080.000128.3317.8410288.88
2172021.11.30 02:30sell1090.05128.4670.000127.467
2182021.11.30 08:30close1090.05128.0410.000127.46715.3010304.18
2192021.11.30 23:45sell1100.05128.3000.000127.300
2202021.12.01 16:15close1100.05128.1190.000127.3005.9910310.17
2212021.12.02 05:00sell1110.05128.1390.000127.139
2222021.12.02 15:45close1110.05127.8660.000127.1399.6710319.84
2232021.12.06 13:00sell1120.05127.9270.000126.927
2242021.12.07 12:15close1120.05128.1270.000126.927-8.0010311.84
2252021.12.08 07:00sell1130.10128.1750.000127.175
2262021.12.08 10:30close1130.10128.1320.000127.1752.4610314.30
2272021.12.08 17:00sell1140.05128.7130.000127.713
2282021.12.09 07:30close1140.05128.7790.000127.713-3.7110310.59
2292021.12.14 12:30sell1150.10128.4220.000127.422
2302021.12.14 19:30close1150.10128.1470.000127.42219.5010330.09
2312021.12.15 23:30sell1160.05128.7620.000127.762
2322021.12.16 20:30close1160.05128.6370.000127.7623.3110333.40
2332021.12.20 14:30sell1170.05128.0970.000127.097
2342021.12.21 02:00close1170.05128.1910.000127.097-4.1110329.29
2352021.12.22 14:15sell1180.10129.1440.000128.144
2362021.12.23 01:00close1180.10129.2430.000128.144-9.8610319.43
2372021.12.23 20:45sell1190.20129.7060.000128.706
2382021.12.24 00:45close1190.20129.6240.000128.7069.4010328.83
2392021.12.27 19:00sell1200.05130.1050.000129.105
2402021.12.28 18:30close1200.05129.8500.000129.1058.7010337.53
2412021.12.29 18:45sell1210.05130.4330.000129.433
2422021.12.30 08:00close1210.05130.3860.000129.4330.4410337.97