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
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 05:00buy10.05102.9830.0000.000
22021.01.04 16:00close10.05103.0270.0000.0001.7910001.79
32021.01.05 08:00buy20.05102.9560.0000.000
42021.01.06 01:15close20.05102.6820.0000.000-13.349988.45
52021.01.12 22:45buy30.06103.7900.0000.000
62021.01.13 09:00close30.06103.6810.0000.000-6.319982.14
72021.01.20 06:15buy40.08103.7520.0000.000
82021.01.21 11:00close40.08103.4820.0000.000-19.759962.39
92021.01.26 16:30buy50.10103.6500.0000.000
102021.01.26 20:30close50.10103.6600.0000.0000.269962.65
112021.02.08 17:30buy60.05105.2270.0000.000
122021.02.10 14:30close60.05104.7830.0000.000-20.849941.81
132021.02.17 19:15buy70.06105.8150.0000.000
142021.02.18 06:30close70.06105.8450.0000.0002.549944.35
152021.02.22 18:00buy80.05105.0730.0000.000
162021.02.23 10:15close80.05105.1420.0000.0003.289947.63
172021.02.26 05:15buy90.05105.9530.0000.000
182021.02.26 08:15close90.05106.2190.0000.00012.179959.80
192021.03.09 10:45buy100.05108.7190.0000.000
202021.03.10 02:15close100.05108.5920.0000.000-5.859953.95
212021.03.17 22:45buy110.06108.8450.0000.000
222021.03.18 05:15close110.06109.0790.0000.00013.719967.66
232021.03.19 12:15buy120.05108.6690.0000.000
242021.03.19 15:00close120.05108.8230.0000.0006.739974.39
252021.03.24 22:00buy130.05108.7010.0000.000
262021.03.25 05:15close130.05108.9590.0000.00012.549986.93
272021.04.02 09:30buy140.05110.4340.0000.000
282021.04.02 17:30close140.05110.7210.0000.00012.619999.54
292021.04.05 15:45buy150.05110.4550.0000.000
302021.04.05 23:15close150.05110.2100.0000.000-11.479988.07
312021.04.06 17:00buy160.06109.8480.0000.000
322021.04.07 23:00close160.06109.7850.0000.000-3.449984.63
332021.04.08 08:45buy170.08109.6570.0000.000
342021.04.09 10:00close170.08109.4390.0000.000-15.949968.69
352021.04.12 13:30buy180.10109.3280.0000.000
362021.04.13 04:45close180.10109.5670.0000.00021.819990.50
372021.04.13 11:45buy190.05109.3300.0000.000
382021.04.16 00:45close190.05108.7400.0000.000-25.739964.78
392021.04.19 13:15buy200.06108.1060.0000.000
402021.04.20 10:45close200.06108.3110.0000.00011.369976.14
412021.04.20 19:30buy210.05108.0730.0000.000
422021.04.21 08:30close210.05108.0210.0000.000-2.419973.73
432021.04.26 07:15buy220.06107.6890.0000.000
442021.04.26 15:45close220.06108.0130.0000.00017.589991.31
452021.05.07 18:15buy230.05108.5170.0000.000
462021.05.10 05:45close230.05108.8560.0000.00015.5710006.88
472021.05.11 14:30buy240.05108.6320.0000.000
482021.05.11 22:00close240.05108.6440.0000.0000.2010007.08
492021.05.14 10:15buy250.05109.3960.0000.000
502021.05.17 04:00close250.05109.4320.0000.0001.6410008.72
512021.05.18 11:45buy260.05108.9300.0000.000
522021.05.19 12:00close260.05109.0520.0000.0005.5910014.31
532021.05.19 17:45buy270.05108.6550.0000.000
542021.05.19 22:00close270.05109.2110.0000.00025.1110039.42
552021.05.20 12:00buy280.05108.9220.0000.000
562021.05.21 15:45close280.05108.6990.0000.000-10.2610029.16
572021.05.24 10:15buy290.06108.7370.0000.000
582021.05.24 13:15close290.06108.8770.0000.0007.3010036.46
592021.05.25 22:30buy300.05108.7220.0000.000
602021.05.26 01:30close300.05108.8040.0000.0003.7710040.23
612021.05.28 19:45buy310.05109.7950.0000.000
622021.05.31 04:00close310.05109.7670.0000.000-1.2810038.95
632021.06.01 04:15buy320.06109.3870.0000.000
642021.06.01 08:30close320.06109.4900.0000.0005.2210044.17
652021.06.04 18:00buy330.05109.5130.0000.000
662021.06.08 04:30close330.05109.3840.0000.000-5.5510038.62
672021.06.16 16:15buy340.06109.8550.0000.000
682021.06.16 22:30close340.06110.5640.0000.00038.0610076.68
692021.06.21 07:30buy350.05109.7890.0000.000
702021.06.21 23:15close350.05110.3110.0000.00023.3110099.99
712021.06.25 12:30buy360.05110.7060.0000.000
722021.06.25 20:30close360.05110.8470.0000.0006.0110106.00
732021.07.05 13:45buy370.05110.8060.0000.000
742021.07.05 17:15close370.05110.9630.0000.0006.7210112.72
752021.07.08 09:45buy380.05110.2230.0000.000
762021.07.08 21:00close380.05109.8420.0000.000-17.6910095.03
772021.07.14 17:15buy390.06110.0930.0000.000
782021.07.15 15:45close390.06110.0540.0000.000-1.2910093.74
792021.07.15 23:00buy400.08109.7930.0000.000
802021.07.16 02:00close400.08109.8180.0000.0001.8210095.56
812021.07.19 03:45buy410.05109.8840.0000.000
822021.07.19 07:30close410.05109.9300.0000.0001.7410097.30
832021.07.19 17:30buy420.05109.2440.0000.000
842021.07.20 11:15close420.05109.6550.0000.00018.7410116.04
852021.07.22 05:00buy430.05110.1330.0000.000
862021.07.22 22:00close430.05110.1460.0000.0000.2410116.28
872021.07.26 05:15buy440.05110.3620.0000.000
882021.07.26 23:00close440.05110.3770.0000.0000.3310116.61
892021.07.27 04:30buy450.05110.2580.0000.000
902021.07.27 23:15close450.05109.7220.0000.000-24.7810091.83
912021.08.02 19:00buy460.06109.2370.0000.000
922021.08.02 23:15close460.06109.3020.0000.0003.1510094.98
932021.08.04 15:30buy470.05108.8620.0000.000
942021.08.04 19:15close470.05109.5280.0000.00030.0510125.03
952021.08.11 16:30buy480.05110.4530.0000.000
962021.08.12 22:30close480.05110.4310.0000.000-0.3010124.73
972021.08.13 11:15buy490.06110.2770.0000.000
982021.08.17 17:00close490.06109.4360.0000.000-45.6910079.04
992021.08.19 11:00buy500.08109.7940.0000.000
1002021.08.19 21:30close500.08109.8010.0000.000-0.0510078.99
1012021.08.23 23:00buy510.05109.6710.0000.000
1022021.08.24 09:15close510.05109.8030.0000.0006.0110085.00
1032021.08.27 20:00buy520.05109.8050.0000.000
1042021.08.30 11:30close520.05109.8250.0000.0000.9110085.91
1052021.09.09 11:30buy530.05109.9180.0000.000
1062021.09.10 03:15close530.05109.7400.0000.000-8.1110077.80
1072021.09.14 17:15buy540.06109.7750.0000.000
1082021.09.15 02:15close540.06109.7100.0000.000-3.5510074.25
1092021.09.15 13:30buy550.08109.3290.0000.000
1102021.09.15 21:00close550.08109.4150.0000.0005.7310079.98
1112021.09.20 11:00buy560.05109.7660.0000.000
1122021.09.21 04:45close560.05109.5420.0000.000-10.2210069.76
1132021.09.30 19:00buy570.06111.5100.0000.000
1142021.10.01 03:15close570.06111.3940.0000.000-6.2510063.51
1152021.10.06 12:30buy580.08111.5140.0000.000
1162021.10.06 21:15close580.08111.4570.0000.000-4.6510058.86
1172021.10.13 05:00buy590.10113.4000.0000.000
1182021.10.14 05:30close590.10113.4930.0000.0009.5910068.45
1192021.10.27 12:15buy600.05113.6140.0000.000
1202021.10.27 23:30close600.05113.8500.0000.00010.0110078.46
1212021.11.04 14:15buy610.05113.8210.0000.000
1222021.11.05 02:30close610.05113.8320.0000.0000.4810078.94
1232021.11.08 17:30buy620.05113.0940.0000.000
1242021.11.09 15:45close620.05112.9500.0000.000-6.3710072.57
1252021.11.17 21:15buy630.06114.0550.0000.000
1262021.11.18 08:15close630.06114.1740.0000.0007.0910079.66
1272021.11.19 14:15buy640.05113.7030.0000.000
1282021.11.22 17:30close640.05114.6480.0000.00041.2110120.87
1292021.11.26 03:00buy650.05114.9510.0000.000
1302021.11.29 16:00close650.05113.7800.0000.000-51.4610069.41
1312021.11.30 08:30buy660.06113.1910.0000.000
1322021.11.30 19:00close660.06113.2010.0000.0000.1110069.52
1332021.12.02 14:45buy670.05112.7770.0000.000
1342021.12.02 20:45close670.05113.1420.0000.00015.7810085.30
1352021.12.03 20:30buy680.05112.7910.0000.000
1362021.12.06 19:00close680.05113.3140.0000.00023.0810108.38
1372021.12.10 17:15buy690.05113.3030.0000.000
1382021.12.10 23:00close690.05113.4180.0000.0004.7210113.10