Strategy Tester Report
RSIandRVI
TitanFX-Demo01 (Build 1355)
通貨ペア | USDJPY (US Dollar 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=0; p_RSIOption ="---------------------------------------------------"; p_RSIPeriod=10; p_RSIUpperLine=65; p_RSILowerLine=30; p_RVIOption ="---------------------------------------------------"; p_RVIPeriod=10; p_RVIUpperLine=0.2; p_RVILowerLine=-0.1; p_entryOption ="---------------------------------------------------"; p_entryLot=0.05; p_multiplierLots=1.3; p_slippage=2; p_stopLoss=0; p_takeProfit=0; p_otherOption ="---------------------------------------------------"; p_maxPosition=1; p_magicNumber=7097853; |
|
テストバー数 | 24964 | 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 | 113.10 | 総利益 | 435.68 | 総損失 | -322.57 |
プロフィットファクタ | 1.35 | 期待利得 | 1.64 | | |
絶対ドローダウン | 76.22 | 最大ドローダウン | 97.85 (0.97%) | 相対ドローダウン | 0.97% (97.85) |
|
総取引数 | 69 | 売りポジション(勝率%) | 0 (0.00%) | 買いポジション(勝率%) | 69 (62.32%) |
| 勝率(%) | 43 (62.32%) | 負率 (%) | 26 (37.68%) |
最大 | 勝トレード | 41.21 | 敗トレード | -51.46 |
平均 | 勝トレード | 10.13 | 敗トレード | -12.41 |
最大 | 連勝(金額) | 6 (65.69) | 連敗(金額) | 3 (-46.04) |
最大 | 連勝(トレード数) | 74.10 (4) | 連敗(トレード数) | -51.46 (1) |
平均 | 連勝 | 3 | 連敗 | 2 |
# | 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 | 2021.01.04 05:00 | buy | 1 | 0.05 | 102.983 | 0.000 | 0.000 | |
2 | 2021.01.04 16:00 | close | 1 | 0.05 | 103.027 | 0.000 | 0.000 | 1.79 | 10001.79 |
3 | 2021.01.05 08:00 | buy | 2 | 0.05 | 102.956 | 0.000 | 0.000 | |
4 | 2021.01.06 01:15 | close | 2 | 0.05 | 102.682 | 0.000 | 0.000 | -13.34 | 9988.45 |
5 | 2021.01.12 22:45 | buy | 3 | 0.06 | 103.790 | 0.000 | 0.000 | |
6 | 2021.01.13 09:00 | close | 3 | 0.06 | 103.681 | 0.000 | 0.000 | -6.31 | 9982.14 |
7 | 2021.01.20 06:15 | buy | 4 | 0.08 | 103.752 | 0.000 | 0.000 | |
8 | 2021.01.21 11:00 | close | 4 | 0.08 | 103.482 | 0.000 | 0.000 | -19.75 | 9962.39 |
9 | 2021.01.26 16:30 | buy | 5 | 0.10 | 103.650 | 0.000 | 0.000 | |
10 | 2021.01.26 20:30 | close | 5 | 0.10 | 103.660 | 0.000 | 0.000 | 0.26 | 9962.65 |
11 | 2021.02.08 17:30 | buy | 6 | 0.05 | 105.227 | 0.000 | 0.000 | |
12 | 2021.02.10 14:30 | close | 6 | 0.05 | 104.783 | 0.000 | 0.000 | -20.84 | 9941.81 |
13 | 2021.02.17 19:15 | buy | 7 | 0.06 | 105.815 | 0.000 | 0.000 | |
14 | 2021.02.18 06:30 | close | 7 | 0.06 | 105.845 | 0.000 | 0.000 | 2.54 | 9944.35 |
15 | 2021.02.22 18:00 | buy | 8 | 0.05 | 105.073 | 0.000 | 0.000 | |
16 | 2021.02.23 10:15 | close | 8 | 0.05 | 105.142 | 0.000 | 0.000 | 3.28 | 9947.63 |
17 | 2021.02.26 05:15 | buy | 9 | 0.05 | 105.953 | 0.000 | 0.000 | |
18 | 2021.02.26 08:15 | close | 9 | 0.05 | 106.219 | 0.000 | 0.000 | 12.17 | 9959.80 |
19 | 2021.03.09 10:45 | buy | 10 | 0.05 | 108.719 | 0.000 | 0.000 | |
20 | 2021.03.10 02:15 | close | 10 | 0.05 | 108.592 | 0.000 | 0.000 | -5.85 | 9953.95 |
21 | 2021.03.17 22:45 | buy | 11 | 0.06 | 108.845 | 0.000 | 0.000 | |
22 | 2021.03.18 05:15 | close | 11 | 0.06 | 109.079 | 0.000 | 0.000 | 13.71 | 9967.66 |
23 | 2021.03.19 12:15 | buy | 12 | 0.05 | 108.669 | 0.000 | 0.000 | |
24 | 2021.03.19 15:00 | close | 12 | 0.05 | 108.823 | 0.000 | 0.000 | 6.73 | 9974.39 |
25 | 2021.03.24 22:00 | buy | 13 | 0.05 | 108.701 | 0.000 | 0.000 | |
26 | 2021.03.25 05:15 | close | 13 | 0.05 | 108.959 | 0.000 | 0.000 | 12.54 | 9986.93 |
27 | 2021.04.02 09:30 | buy | 14 | 0.05 | 110.434 | 0.000 | 0.000 | |
28 | 2021.04.02 17:30 | close | 14 | 0.05 | 110.721 | 0.000 | 0.000 | 12.61 | 9999.54 |
29 | 2021.04.05 15:45 | buy | 15 | 0.05 | 110.455 | 0.000 | 0.000 | |
30 | 2021.04.05 23:15 | close | 15 | 0.05 | 110.210 | 0.000 | 0.000 | -11.47 | 9988.07 |
31 | 2021.04.06 17:00 | buy | 16 | 0.06 | 109.848 | 0.000 | 0.000 | |
32 | 2021.04.07 23:00 | close | 16 | 0.06 | 109.785 | 0.000 | 0.000 | -3.44 | 9984.63 |
33 | 2021.04.08 08:45 | buy | 17 | 0.08 | 109.657 | 0.000 | 0.000 | |
34 | 2021.04.09 10:00 | close | 17 | 0.08 | 109.439 | 0.000 | 0.000 | -15.94 | 9968.69 |
35 | 2021.04.12 13:30 | buy | 18 | 0.10 | 109.328 | 0.000 | 0.000 | |
36 | 2021.04.13 04:45 | close | 18 | 0.10 | 109.567 | 0.000 | 0.000 | 21.81 | 9990.50 |
37 | 2021.04.13 11:45 | buy | 19 | 0.05 | 109.330 | 0.000 | 0.000 | |
38 | 2021.04.16 00:45 | close | 19 | 0.05 | 108.740 | 0.000 | 0.000 | -25.73 | 9964.78 |
39 | 2021.04.19 13:15 | buy | 20 | 0.06 | 108.106 | 0.000 | 0.000 | |
40 | 2021.04.20 10:45 | close | 20 | 0.06 | 108.311 | 0.000 | 0.000 | 11.36 | 9976.14 |
41 | 2021.04.20 19:30 | buy | 21 | 0.05 | 108.073 | 0.000 | 0.000 | |
42 | 2021.04.21 08:30 | close | 21 | 0.05 | 108.021 | 0.000 | 0.000 | -2.41 | 9973.73 |
43 | 2021.04.26 07:15 | buy | 22 | 0.06 | 107.689 | 0.000 | 0.000 | |
44 | 2021.04.26 15:45 | close | 22 | 0.06 | 108.013 | 0.000 | 0.000 | 17.58 | 9991.31 |
45 | 2021.05.07 18:15 | buy | 23 | 0.05 | 108.517 | 0.000 | 0.000 | |
46 | 2021.05.10 05:45 | close | 23 | 0.05 | 108.856 | 0.000 | 0.000 | 15.57 | 10006.88 |
47 | 2021.05.11 14:30 | buy | 24 | 0.05 | 108.632 | 0.000 | 0.000 | |
48 | 2021.05.11 22:00 | close | 24 | 0.05 | 108.644 | 0.000 | 0.000 | 0.20 | 10007.08 |
49 | 2021.05.14 10:15 | buy | 25 | 0.05 | 109.396 | 0.000 | 0.000 | |
50 | 2021.05.17 04:00 | close | 25 | 0.05 | 109.432 | 0.000 | 0.000 | 1.64 | 10008.72 |
51 | 2021.05.18 11:45 | buy | 26 | 0.05 | 108.930 | 0.000 | 0.000 | |
52 | 2021.05.19 12:00 | close | 26 | 0.05 | 109.052 | 0.000 | 0.000 | 5.59 | 10014.31 |
53 | 2021.05.19 17:45 | buy | 27 | 0.05 | 108.655 | 0.000 | 0.000 | |
54 | 2021.05.19 22:00 | close | 27 | 0.05 | 109.211 | 0.000 | 0.000 | 25.11 | 10039.42 |
55 | 2021.05.20 12:00 | buy | 28 | 0.05 | 108.922 | 0.000 | 0.000 | |
56 | 2021.05.21 15:45 | close | 28 | 0.05 | 108.699 | 0.000 | 0.000 | -10.26 | 10029.16 |
57 | 2021.05.24 10:15 | buy | 29 | 0.06 | 108.737 | 0.000 | 0.000 | |
58 | 2021.05.24 13:15 | close | 29 | 0.06 | 108.877 | 0.000 | 0.000 | 7.30 | 10036.46 |
59 | 2021.05.25 22:30 | buy | 30 | 0.05 | 108.722 | 0.000 | 0.000 | |
60 | 2021.05.26 01:30 | close | 30 | 0.05 | 108.804 | 0.000 | 0.000 | 3.77 | 10040.23 |
61 | 2021.05.28 19:45 | buy | 31 | 0.05 | 109.795 | 0.000 | 0.000 | |
62 | 2021.05.31 04:00 | close | 31 | 0.05 | 109.767 | 0.000 | 0.000 | -1.28 | 10038.95 |
63 | 2021.06.01 04:15 | buy | 32 | 0.06 | 109.387 | 0.000 | 0.000 | |
64 | 2021.06.01 08:30 | close | 32 | 0.06 | 109.490 | 0.000 | 0.000 | 5.22 | 10044.17 |
65 | 2021.06.04 18:00 | buy | 33 | 0.05 | 109.513 | 0.000 | 0.000 | |
66 | 2021.06.08 04:30 | close | 33 | 0.05 | 109.384 | 0.000 | 0.000 | -5.55 | 10038.62 |
67 | 2021.06.16 16:15 | buy | 34 | 0.06 | 109.855 | 0.000 | 0.000 | |
68 | 2021.06.16 22:30 | close | 34 | 0.06 | 110.564 | 0.000 | 0.000 | 38.06 | 10076.68 |
69 | 2021.06.21 07:30 | buy | 35 | 0.05 | 109.789 | 0.000 | 0.000 | |
70 | 2021.06.21 23:15 | close | 35 | 0.05 | 110.311 | 0.000 | 0.000 | 23.31 | 10099.99 |
71 | 2021.06.25 12:30 | buy | 36 | 0.05 | 110.706 | 0.000 | 0.000 | |
72 | 2021.06.25 20:30 | close | 36 | 0.05 | 110.847 | 0.000 | 0.000 | 6.01 | 10106.00 |
73 | 2021.07.05 13:45 | buy | 37 | 0.05 | 110.806 | 0.000 | 0.000 | |
74 | 2021.07.05 17:15 | close | 37 | 0.05 | 110.963 | 0.000 | 0.000 | 6.72 | 10112.72 |
75 | 2021.07.08 09:45 | buy | 38 | 0.05 | 110.223 | 0.000 | 0.000 | |
76 | 2021.07.08 21:00 | close | 38 | 0.05 | 109.842 | 0.000 | 0.000 | -17.69 | 10095.03 |
77 | 2021.07.14 17:15 | buy | 39 | 0.06 | 110.093 | 0.000 | 0.000 | |
78 | 2021.07.15 15:45 | close | 39 | 0.06 | 110.054 | 0.000 | 0.000 | -1.29 | 10093.74 |
79 | 2021.07.15 23:00 | buy | 40 | 0.08 | 109.793 | 0.000 | 0.000 | |
80 | 2021.07.16 02:00 | close | 40 | 0.08 | 109.818 | 0.000 | 0.000 | 1.82 | 10095.56 |
81 | 2021.07.19 03:45 | buy | 41 | 0.05 | 109.884 | 0.000 | 0.000 | |
82 | 2021.07.19 07:30 | close | 41 | 0.05 | 109.930 | 0.000 | 0.000 | 1.74 | 10097.30 |
83 | 2021.07.19 17:30 | buy | 42 | 0.05 | 109.244 | 0.000 | 0.000 | |
84 | 2021.07.20 11:15 | close | 42 | 0.05 | 109.655 | 0.000 | 0.000 | 18.74 | 10116.04 |
85 | 2021.07.22 05:00 | buy | 43 | 0.05 | 110.133 | 0.000 | 0.000 | |
86 | 2021.07.22 22:00 | close | 43 | 0.05 | 110.146 | 0.000 | 0.000 | 0.24 | 10116.28 |
87 | 2021.07.26 05:15 | buy | 44 | 0.05 | 110.362 | 0.000 | 0.000 | |
88 | 2021.07.26 23:00 | close | 44 | 0.05 | 110.377 | 0.000 | 0.000 | 0.33 | 10116.61 |
89 | 2021.07.27 04:30 | buy | 45 | 0.05 | 110.258 | 0.000 | 0.000 | |
90 | 2021.07.27 23:15 | close | 45 | 0.05 | 109.722 | 0.000 | 0.000 | -24.78 | 10091.83 |
91 | 2021.08.02 19:00 | buy | 46 | 0.06 | 109.237 | 0.000 | 0.000 | |
92 | 2021.08.02 23:15 | close | 46 | 0.06 | 109.302 | 0.000 | 0.000 | 3.15 | 10094.98 |
93 | 2021.08.04 15:30 | buy | 47 | 0.05 | 108.862 | 0.000 | 0.000 | |
94 | 2021.08.04 19:15 | close | 47 | 0.05 | 109.528 | 0.000 | 0.000 | 30.05 | 10125.03 |
95 | 2021.08.11 16:30 | buy | 48 | 0.05 | 110.453 | 0.000 | 0.000 | |
96 | 2021.08.12 22:30 | close | 48 | 0.05 | 110.431 | 0.000 | 0.000 | -0.30 | 10124.73 |
97 | 2021.08.13 11:15 | buy | 49 | 0.06 | 110.277 | 0.000 | 0.000 | |
98 | 2021.08.17 17:00 | close | 49 | 0.06 | 109.436 | 0.000 | 0.000 | -45.69 | 10079.04 |
99 | 2021.08.19 11:00 | buy | 50 | 0.08 | 109.794 | 0.000 | 0.000 | |
100 | 2021.08.19 21:30 | close | 50 | 0.08 | 109.801 | 0.000 | 0.000 | -0.05 | 10078.99 |
101 | 2021.08.23 23:00 | buy | 51 | 0.05 | 109.671 | 0.000 | 0.000 | |
102 | 2021.08.24 09:15 | close | 51 | 0.05 | 109.803 | 0.000 | 0.000 | 6.01 | 10085.00 |
103 | 2021.08.27 20:00 | buy | 52 | 0.05 | 109.805 | 0.000 | 0.000 | |
104 | 2021.08.30 11:30 | close | 52 | 0.05 | 109.825 | 0.000 | 0.000 | 0.91 | 10085.91 |
105 | 2021.09.09 11:30 | buy | 53 | 0.05 | 109.918 | 0.000 | 0.000 | |
106 | 2021.09.10 03:15 | close | 53 | 0.05 | 109.740 | 0.000 | 0.000 | -8.11 | 10077.80 |
107 | 2021.09.14 17:15 | buy | 54 | 0.06 | 109.775 | 0.000 | 0.000 | |
108 | 2021.09.15 02:15 | close | 54 | 0.06 | 109.710 | 0.000 | 0.000 | -3.55 | 10074.25 |
109 | 2021.09.15 13:30 | buy | 55 | 0.08 | 109.329 | 0.000 | 0.000 | |
110 | 2021.09.15 21:00 | close | 55 | 0.08 | 109.415 | 0.000 | 0.000 | 5.73 | 10079.98 |
111 | 2021.09.20 11:00 | buy | 56 | 0.05 | 109.766 | 0.000 | 0.000 | |
112 | 2021.09.21 04:45 | close | 56 | 0.05 | 109.542 | 0.000 | 0.000 | -10.22 | 10069.76 |
113 | 2021.09.30 19:00 | buy | 57 | 0.06 | 111.510 | 0.000 | 0.000 | |
114 | 2021.10.01 03:15 | close | 57 | 0.06 | 111.394 | 0.000 | 0.000 | -6.25 | 10063.51 |
115 | 2021.10.06 12:30 | buy | 58 | 0.08 | 111.514 | 0.000 | 0.000 | |
116 | 2021.10.06 21:15 | close | 58 | 0.08 | 111.457 | 0.000 | 0.000 | -4.65 | 10058.86 |
117 | 2021.10.13 05:00 | buy | 59 | 0.10 | 113.400 | 0.000 | 0.000 | |
118 | 2021.10.14 05:30 | close | 59 | 0.10 | 113.493 | 0.000 | 0.000 | 9.59 | 10068.45 |
119 | 2021.10.27 12:15 | buy | 60 | 0.05 | 113.614 | 0.000 | 0.000 | |
120 | 2021.10.27 23:30 | close | 60 | 0.05 | 113.850 | 0.000 | 0.000 | 10.01 | 10078.46 |
121 | 2021.11.04 14:15 | buy | 61 | 0.05 | 113.821 | 0.000 | 0.000 | |
122 | 2021.11.05 02:30 | close | 61 | 0.05 | 113.832 | 0.000 | 0.000 | 0.48 | 10078.94 |
123 | 2021.11.08 17:30 | buy | 62 | 0.05 | 113.094 | 0.000 | 0.000 | |
124 | 2021.11.09 15:45 | close | 62 | 0.05 | 112.950 | 0.000 | 0.000 | -6.37 | 10072.57 |
125 | 2021.11.17 21:15 | buy | 63 | 0.06 | 114.055 | 0.000 | 0.000 | |
126 | 2021.11.18 08:15 | close | 63 | 0.06 | 114.174 | 0.000 | 0.000 | 7.09 | 10079.66 |
127 | 2021.11.19 14:15 | buy | 64 | 0.05 | 113.703 | 0.000 | 0.000 | |
128 | 2021.11.22 17:30 | close | 64 | 0.05 | 114.648 | 0.000 | 0.000 | 41.21 | 10120.87 |
129 | 2021.11.26 03:00 | buy | 65 | 0.05 | 114.951 | 0.000 | 0.000 | |
130 | 2021.11.29 16:00 | close | 65 | 0.05 | 113.780 | 0.000 | 0.000 | -51.46 | 10069.41 |
131 | 2021.11.30 08:30 | buy | 66 | 0.06 | 113.191 | 0.000 | 0.000 | |
132 | 2021.11.30 19:00 | close | 66 | 0.06 | 113.201 | 0.000 | 0.000 | 0.11 | 10069.52 |
133 | 2021.12.02 14:45 | buy | 67 | 0.05 | 112.777 | 0.000 | 0.000 | |
134 | 2021.12.02 20:45 | close | 67 | 0.05 | 113.142 | 0.000 | 0.000 | 15.78 | 10085.30 |
135 | 2021.12.03 20:30 | buy | 68 | 0.05 | 112.791 | 0.000 | 0.000 | |
136 | 2021.12.06 19:00 | close | 68 | 0.05 | 113.314 | 0.000 | 0.000 | 23.08 | 10108.38 |
137 | 2021.12.10 17:15 | buy | 69 | 0.05 | 113.303 | 0.000 | 0.000 | |
138 | 2021.12.10 23:00 | close | 69 | 0.05 | 113.418 | 0.000 | 0.000 | 4.72 | 10113.10 |