Strategy Tester Report
PearApple
TitanFX-Demo01 (Build 1355)

通貨ペアUSDJPY (US Dollar vs Japanese Yen)
期間5分足(M5) 2021.01.04 00:00 - 2021.12.30 23:55 (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=2; p_MFIOption ="---------------------------------------------------"; p_MFIPeriod=13; p_MFIUpperLine=55; p_MFILowerLine=45; p_MFIKessaiUpperLine=75; p_MFIKessaiLowerLine=25; p_forceOption="---------------------------------------------------"; p_forcePeriod=18; p_forceMethod=0; p_enveOption ="---------------------------------------------------"; p_envePeriod=250; p_enveDeviation=0.1; p_enveMethod=2; p_entryOption ="---------------------------------------------------"; p_entryLot=0.05; p_multiplierLots=1.2; p_slippage=2; p_stopLoss=0; p_takeProfit=0; p_otherOption ="---------------------------------------------------"; p_maxPosition=1; p_magicNumber=7097853;
テストバー数74685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122.94総利益371.73総損失-248.79
プロフィットファクタ1.49期待利得0.99
絶対ドローダウン25.00最大ドローダウン58.92 (0.58%)相対ドローダウン0.58% (58.92)
総取引数124売りポジション(勝率%)75 (50.67%)買いポジション(勝率%)49 (61.22%)
勝率(%)68 (54.84%)負率 (%)56 (45.16%)
最大勝トレード37.28敗トレード-13.95
平均勝トレード5.47敗トレード-4.44
最大連勝(金額)8 (37.91)連敗(金額)5 (-17.68)
最大連勝(トレード数)65.96 (2)連敗(トレード数)-28.61 (4)
平均連勝2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
12021.01.05 10:10sell10.05102.9090.0000.000
22021.01.05 12:00close10.05102.8400.0000.0003.3510003.35
32021.01.12 06:00buy20.05104.2860.0000.000
42021.01.12 07:10close20.05104.3160.0000.0001.4410004.79
52021.01.12 23:50sell30.05103.7430.0000.000
62021.01.13 00:50close30.05103.7950.0000.000-3.1310001.66
72021.01.15 15:35sell40.06103.6430.0000.000
82021.01.15 15:45close40.06103.6970.0000.000-3.129998.54
92021.01.20 21:00sell50.07103.5870.0000.000
102021.01.20 22:00close50.07103.5400.0000.0003.1810001.72
112021.01.21 01:25sell60.05103.5360.0000.000
122021.01.21 02:35close60.05103.6470.0000.000-5.359996.37
132021.01.22 19:30buy70.06103.8060.0000.000
142021.01.22 20:05close70.06103.8320.0000.0001.509997.87
152021.02.02 19:00buy80.05105.0990.0000.000
162021.02.02 22:55close80.05105.0230.0000.000-3.629994.25
172021.02.04 12:45buy90.06105.2460.0000.000
182021.02.04 13:20close90.06105.2850.0000.0002.229996.47
192021.02.08 22:10sell100.05105.2040.0000.000
202021.02.09 00:50close100.05105.2470.0000.000-2.679993.80
212021.02.09 08:40sell110.06104.8570.0000.000
222021.02.09 09:20close110.06104.7620.0000.0005.449999.24
232021.02.09 16:35sell120.05104.6020.0000.000
242021.02.09 17:30close120.05104.5530.0000.0002.3410001.58
252021.02.09 21:35sell130.05104.5760.0000.000
262021.02.09 23:55close130.05104.5740.0000.0000.1010001.68
272021.02.10 08:05sell140.05104.5510.0000.000
282021.02.10 09:30close140.05104.5370.0000.0000.6710002.35
292021.02.15 18:15buy150.05105.3540.0000.000
302021.02.15 21:15close150.05105.3410.0000.000-0.6210001.73
312021.02.19 12:25sell160.06105.3540.0000.000
322021.02.19 16:30close160.06105.5320.0000.000-10.129991.61
332021.02.23 00:10sell170.07105.0650.0000.000
342021.02.23 00:15close170.07105.0690.0000.000-0.279991.34
352021.02.23 06:45sell180.08105.0140.0000.000
362021.02.23 09:25close180.08105.1940.0000.000-13.699977.65
372021.02.24 08:45buy190.10105.4940.0000.000
382021.02.24 11:15close190.10105.6970.0000.00019.219996.86
392021.02.25 00:14buy200.05105.8780.0000.000
402021.02.25 01:40close200.05105.9260.0000.0002.279999.13
412021.03.03 23:10buy210.05106.9860.0000.000
422021.03.04 00:25close210.05106.9820.0000.0000.379999.50
432021.03.09 21:55sell220.06108.4500.0000.000
442021.03.10 01:05close220.06108.5420.0000.000-5.859993.65
452021.03.11 02:05sell230.07108.3700.0000.000
462021.03.11 02:45close230.07108.4800.0000.000-7.109986.55
472021.03.11 22:40sell240.08108.4270.0000.000
482021.03.11 23:00close240.08108.4460.0000.000-1.409985.15
492021.03.17 23:20sell250.10108.8690.0000.000
502021.03.18 00:00close250.10108.8400.0000.000-1.139984.03
512021.03.23 17:55sell260.05108.5980.0000.000
522021.03.23 18:00close260.05108.6460.0000.000-2.219981.82
532021.03.26 02:15buy270.06109.1750.0000.000
542021.03.26 03:45close270.06109.2710.0000.0005.279987.09
552021.03.29 19:10buy280.05109.7280.0000.000
562021.03.29 21:00close280.05109.8020.0000.0003.379990.46
572021.03.30 12:25buy290.05110.2500.0000.000
582021.03.30 14:00close290.05110.3850.0000.0006.119996.57
592021.03.30 17:50buy300.05110.3320.0000.000
602021.03.30 20:00close300.05110.2910.0000.000-1.869994.71
612021.04.06 23:00sell310.06109.8100.0000.000
622021.04.07 04:15close310.06109.5980.0000.00010.8510005.56
632021.04.07 09:35sell320.05109.7560.0000.000
642021.04.07 11:20close320.05109.9180.0000.000-7.379998.19
652021.04.09 06:05sell330.06109.2610.0000.000
662021.04.09 08:50close330.06109.4000.0000.000-7.629990.57
672021.04.13 22:15sell340.07109.0830.0000.000
682021.04.14 03:05close340.07108.8630.0000.00013.2710003.84
692021.04.14 13:30sell350.05108.9800.0000.000
702021.04.14 14:00close350.05108.9250.0000.0002.5210006.36
712021.04.14 15:25sell360.05108.9380.0000.000
722021.04.14 16:20close360.05109.0400.0000.000-4.6810001.68
732021.04.14 21:40sell370.06108.9490.0000.000
742021.04.14 23:00close370.06108.9000.0000.0002.7010004.38
752021.04.15 01:15sell380.05108.9220.0000.000
762021.04.15 02:00close380.05108.9610.0000.000-1.7910002.59
772021.04.20 00:15sell390.06108.1580.0000.000
782021.04.20 03:20close390.06107.9840.0000.0009.6710012.26
792021.04.30 20:45buy400.05109.3040.0000.000
802021.05.03 01:05close400.05109.3420.0000.0001.9310014.18
812021.05.06 14:15sell410.05109.1110.0000.000
822021.05.06 14:35close410.05109.1690.0000.000-2.6610011.52
832021.05.06 19:40sell420.06109.0880.0000.000
842021.05.06 21:40close420.06109.0180.0000.0003.8510015.37
852021.05.07 17:15sell430.05108.5880.0000.000
862021.05.07 19:00close430.05108.5230.0000.0002.9910018.36
872021.05.10 15:20sell440.05108.7060.0000.000
882021.05.10 15:55close440.05108.6620.0000.0002.0210020.38
892021.05.17 16:20sell450.05109.1670.0000.000
902021.05.17 17:05close450.05109.2320.0000.000-2.9810017.40
912021.05.19 22:55buy460.06109.2140.0000.000
922021.05.20 01:10close460.06109.1990.0000.000-0.1510017.26
932021.05.20 21:30sell470.07108.7900.0000.000
942021.05.20 23:00close470.07108.7830.0000.0000.4510017.71
952021.05.28 11:00buy480.05109.8940.0000.000
962021.05.28 12:50close480.05109.8830.0000.000-0.5010017.21
972021.06.04 02:10buy490.06110.2960.0000.000
982021.06.04 07:10close490.06110.2330.0000.000-3.4310013.78
992021.06.07 03:05sell500.07109.5540.0000.000
1002021.06.07 03:10close500.07109.5140.0000.0002.5610016.34
1012021.06.07 05:55sell510.05109.5740.0000.000
1022021.06.07 14:35close510.05109.2550.0000.00014.6010030.94
1032021.06.18 10:35sell520.05110.0090.0000.000
1042021.06.18 11:45close520.05110.1510.0000.000-6.4510024.49
1052021.06.22 13:05buy530.06110.4440.0000.000
1062021.06.22 13:35close530.06110.3950.0000.000-2.6610021.83
1072021.06.24 01:40buy540.07110.9630.0000.000
1082021.06.24 02:40close540.07111.0290.0000.0004.1610025.99
1092021.06.28 19:50sell550.05110.5540.0000.000
1102021.06.28 22:50close550.05110.6060.0000.000-2.3510023.64
1112021.07.02 10:35buy560.06111.5940.0000.000
1122021.07.02 11:20close560.06111.4560.0000.000-7.4310016.21
1132021.07.05 14:20sell570.07110.8130.0000.000
1142021.07.05 18:45close570.07110.9160.0000.000-6.5010009.71
1152021.07.06 17:10sell580.08110.5850.0000.000
1162021.07.06 20:00close580.08110.6350.0000.000-3.6210006.09
1172021.07.14 21:30sell590.10109.9800.0000.000
1182021.07.15 00:00close590.10109.9720.0000.000-3.0610003.03
1192021.07.15 00:55sell600.05109.9340.0000.000
1202021.07.15 03:25close600.05109.9130.0000.0000.9610003.99
1212021.07.21 22:05buy610.05110.2830.0000.000
1222021.07.22 00:00close610.05110.2800.0000.0000.4210004.41
1232021.07.23 20:30buy620.06110.5210.0000.000
1242021.07.23 23:25close620.06110.5430.0000.0001.1910005.60
1252021.07.27 15:05sell630.05110.1090.0000.000
1262021.07.27 15:20close630.05110.0550.0000.0002.4510008.05
1272021.07.29 07:45sell640.05109.7780.0000.000
1282021.07.29 08:35close640.05109.6980.0000.0003.6510011.70
1292021.07.30 08:05sell650.05109.5150.0000.000
1302021.07.30 09:10close650.05109.5640.0000.000-2.2410009.46
1312021.08.02 15:35sell660.06109.4980.0000.000
1322021.08.02 17:10close660.06109.3880.0000.0006.0310015.49
1332021.08.03 00:55sell670.05109.3010.0000.000
1342021.08.03 03:05close670.05109.2630.0000.0001.7410017.23
1352021.08.03 07:15sell680.05109.2000.0000.000
1362021.08.03 07:25close680.05109.1520.0000.0002.2010019.43
1372021.08.05 18:40buy690.05109.7590.0000.000
1382021.08.05 20:50close690.05109.7840.0000.0001.1410020.57
1392021.08.06 06:15buy700.05109.8630.0000.000
1402021.08.06 09:50close700.05109.7730.0000.000-4.1010016.47
1412021.08.10 15:20buy710.06110.4750.0000.000
1422021.08.10 16:45close710.06110.5540.0000.0004.2910020.76
1432021.08.11 05:00buy720.05110.6480.0000.000
1442021.08.11 07:50close720.05110.6720.0000.0001.0810021.84
1452021.08.13 13:10sell730.05110.2640.0000.000
1462021.08.13 14:40close730.05110.2120.0000.0002.3610024.20
1472021.08.16 13:00sell740.05109.3380.0000.000
1482021.08.16 16:25close740.05109.1670.0000.0007.8310032.03
1492021.08.30 07:00sell750.05109.7630.0000.000
1502021.08.30 07:50close750.05109.7370.0000.0001.1810033.21
1512021.09.01 09:50buy760.05110.2480.0000.000
1522021.09.01 11:00close760.05110.3980.0000.0006.7910040.00
1532021.09.06 00:11sell770.05109.6550.0000.000
1542021.09.06 00:35close770.05109.7670.0000.000-5.1010034.90
1552021.09.09 14:50sell780.06109.8930.0000.000
1562021.09.09 19:55close780.06109.7070.0000.00010.1710045.07
1572021.09.10 00:00sell790.05109.7010.0000.000
1582021.09.10 03:05close790.05109.7540.0000.000-2.4110042.66
1592021.09.13 12:55buy800.06110.1220.0000.000
1602021.09.13 15:10close800.06110.0230.0000.000-5.4010037.26
1612021.09.15 13:40sell810.07109.2910.0000.000
1622021.09.15 15:25close810.07109.1390.0000.0009.7510047.01
1632021.09.21 02:20sell820.05109.3710.0000.000
1642021.09.21 02:40close820.05109.3520.0000.0000.8710047.88
1652021.09.21 19:55sell830.05109.2520.0000.000
1662021.09.22 02:45close830.05109.1510.0000.0004.0010051.88
1672021.09.24 02:35buy840.05110.2880.0000.000
1682021.09.24 03:10close840.05110.3260.0000.0001.7210053.60
1692021.09.27 19:35buy850.05110.9450.0000.000
1702021.09.27 23:50close850.05111.0120.0000.0003.0210056.62
1712021.09.28 02:40buy860.05110.9940.0000.000
1722021.09.28 04:30close860.05111.1030.0000.0004.9110061.53
1732021.09.28 12:00buy870.05111.2900.0000.000
1742021.09.28 13:45close870.05111.3900.0000.0004.4910066.02
1752021.10.01 15:20sell880.05111.1700.0000.000
1762021.10.01 16:55close880.05110.9670.0000.0009.1510075.17
1772021.10.04 19:15sell890.05110.9000.0000.000
1782021.10.04 23:20close890.05110.9320.0000.000-1.4410073.73
1792021.10.05 00:15sell900.06110.9180.0000.000
1802021.10.05 01:40close900.06110.9880.0000.000-3.7810069.95
1812021.10.06 01:05buy910.07111.4880.0000.000
1822021.10.06 03:15close910.07111.5700.0000.0005.1410075.09
1832021.10.06 09:20buy920.05111.7410.0000.000
1842021.10.06 11:50close920.05111.5060.0000.000-10.5410064.55
1852021.10.07 22:50buy930.06111.6290.0000.000
1862021.10.08 00:10close930.06111.6080.0000.000-0.9110063.65
1872021.10.11 13:35buy940.07112.9600.0000.000
1882021.10.11 15:35close940.07113.1890.0000.00014.1610077.81
1892021.10.13 01:25buy950.05113.6110.0000.000
1902021.10.13 01:50close950.05113.5860.0000.000-1.1010076.71
1912021.10.13 15:15buy960.06113.5610.0000.000
1922021.10.13 15:45close960.06113.7370.0000.0009.2810085.99
1932021.10.15 21:50buy970.05114.2830.0000.000
1942021.10.18 01:05close970.05114.3180.0000.0001.7210087.70
1952021.10.18 11:25buy980.05114.3490.0000.000
1962021.10.18 13:15close980.05114.4150.0000.0002.8810090.58
1972021.10.22 18:25sell990.05113.7670.0000.000
1982021.10.25 01:10close990.05113.4880.0000.00011.6610102.24
1992021.10.26 07:45buy1000.05113.9430.0000.000
2002021.10.26 09:15close1000.05113.8740.0000.000-3.0310099.21
2012021.10.28 07:25sell1010.06113.5340.0000.000
2022021.10.28 09:55close1010.06113.6890.0000.000-8.1810091.03
2032021.10.28 15:20sell1020.07113.5800.0000.000
2042021.10.28 15:35close1020.07113.6360.0000.000-3.4510087.58
2052021.10.28 19:30sell1030.08113.3670.0000.000
2062021.10.28 22:15close1030.08113.5650.0000.000-13.9510073.63
2072021.11.01 16:10buy1040.10114.2390.0000.000
2082021.11.01 16:40close1040.10114.2420.0000.0000.2610073.89
2092021.11.01 18:45buy1050.05114.2000.0000.000
2102021.11.01 19:30close1050.05114.1320.0000.000-2.9810070.91
2112021.11.02 17:05sell1060.06113.7270.0000.000
2122021.11.02 17:10close1060.06113.8230.0000.000-5.0610065.85
2132021.11.05 00:50sell1070.07113.7430.0000.000
2142021.11.05 01:25close1070.07113.7990.0000.000-3.4410062.41
2152021.11.05 22:30sell1080.08113.3720.0000.000
2162021.11.08 02:15close1080.08113.5470.0000.000-13.3410049.07
2172021.11.08 14:25sell1090.10113.4180.0000.000
2182021.11.08 15:25close1090.10113.3430.0000.0006.6210055.69
2192021.11.09 02:05sell1100.05113.2270.0000.000
2202021.11.09 05:20close1100.05112.8770.0000.00015.5010071.19
2212021.11.10 00:20sell1110.05112.8660.0000.000
2222021.11.10 08:40close1110.05112.9370.0000.000-3.1410068.05
2232021.11.11 11:35buy1120.06114.0470.0000.000
2242021.11.11 16:45close1120.06113.9100.0000.000-7.2210060.83
2252021.11.18 13:20sell1130.07114.1560.0000.000
2262021.11.18 13:55close1130.07114.1910.0000.000-2.1510058.68
2272021.11.25 05:00buy1140.08115.3760.0000.000
2282021.11.25 10:35close1140.08115.3190.0000.000-3.9510054.73
2292021.11.25 13:15buy1150.10115.3560.0000.000
2302021.11.25 14:05close1150.10115.3300.0000.000-2.2510052.48
2312021.11.26 03:45sell1160.12114.9100.0000.000
2322021.11.26 08:05close1160.12114.6360.0000.00028.6810081.16
2332021.11.26 11:45sell1170.05114.0280.0000.000
2342021.11.26 18:00close1170.05113.1840.0000.00037.2810118.44
2352021.12.01 23:35sell1180.05112.7810.0000.000
2362021.12.02 03:40close1180.05113.0370.0000.000-13.2110105.23
2372021.12.07 09:35buy1190.06113.6790.0000.000
2382021.12.07 11:50close1190.06113.6960.0000.0000.9010106.13
2392021.12.14 23:40buy1200.05113.7480.0000.000
2402021.12.15 00:05close1200.05113.7200.0000.000-1.0410105.09
2412021.12.15 19:15buy1210.06113.8600.0000.000
2422021.12.15 20:10close1210.06113.9480.0000.0004.6310109.72
2432021.12.16 20:35sell1220.05113.6490.0000.000
2442021.12.16 21:55close1220.05113.5910.0000.0002.5510112.27
2452021.12.17 12:35sell1230.05113.5640.0000.000
2462021.12.17 14:35close1230.05113.3330.0000.00010.1910122.46
2472021.12.22 05:10buy1240.05114.0960.0000.000
2482021.12.22 05:55close1240.05114.1070.0000.0000.4810122.94