Strategy Tester Report
ACAlligator
TitanFX-Demo01 (Build 1355)

通貨ペアUSDJPY (US Dollar vs Japanese Yen)
期間1時間足(H1) 2021.01.04 00:00 - 2021.12.30 23:00 (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_alligatorOption ="---------------------------------------------------"; p_alliJawPeriod=13; p_alliJawShift=5; p_alliTeethPeriod=8; p_alliTeethShift=5; p_alliLipsPeriod=5; p_alliLipsShift=3; p_alliMethod=2; p_alliPrice=4; 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6316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594.25総利益1059.31総損失-465.06
プロフィットファクタ2.28期待利得5.77
絶対ドローダウン10.54最大ドローダウン109.50 (1.05%)相対ドローダウン1.05% (109.50)
総取引数103売りポジション(勝率%)0 (0.00%)買いポジション(勝率%)103 (52.43%)
勝率(%)54 (52.43%)負率 (%)49 (47.57%)
最大勝トレード93.24敗トレード-31.91
平均勝トレード19.62敗トレード-9.49
最大連勝(金額)5 (58.15)連敗(金額)5 (-51.81)
最大連勝(トレード数)122.51 (2)連敗(トレード数)-58.77 (2)
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
12021.01.06 21:00buy10.05103.1600.0000.000
22021.01.08 20:00close10.05103.9840.0000.00040.9110040.91
32021.01.08 21:00buy20.05103.9930.0000.000
42021.01.12 13:00close20.05104.2580.0000.00013.3510054.26
52021.01.12 15:00buy30.05104.2280.0000.000
62021.01.12 22:00close30.05103.8270.0000.000-19.3110034.95
72021.01.14 10:00buy40.06104.0330.0000.000
82021.01.14 22:00close40.06103.7880.0000.000-14.1610020.79
92021.01.19 11:00buy50.07104.0190.0000.000
102021.01.19 23:00close50.07103.8760.0000.000-9.6410011.15
112021.01.22 14:00buy60.08103.6900.0000.000
122021.01.25 11:00close60.08103.7410.0000.0004.4510015.60
132021.01.25 16:00buy70.05103.7720.0000.000
142021.01.26 03:00close70.05103.7440.0000.000-1.0310014.57
152021.01.27 18:00buy80.06104.1000.0000.000
162021.01.29 01:00close80.06104.2230.0000.0008.6310023.20
172021.01.29 06:00buy90.05104.4850.0000.000
182021.02.03 04:00close90.05104.9540.0000.00023.3110046.50
192021.02.03 12:00buy100.05105.0740.0000.000
202021.02.04 03:00close100.05105.0520.0000.000-0.0810046.42
212021.02.04 08:00buy110.06105.1460.0000.000
222021.02.05 15:00close110.06105.6820.0000.00030.8210077.23
232021.02.05 16:00buy120.05105.6840.0000.000
242021.02.05 22:00close120.05105.4420.0000.000-11.4810065.75
252021.02.08 09:00buy130.06105.5000.0000.000
262021.02.08 20:00close130.06105.1880.0000.000-17.8010047.95
272021.02.11 20:00buy140.07104.7460.0000.000
282021.02.16 16:00close140.07105.7280.0000.00066.3710114.33
292021.02.16 19:00buy150.05105.8750.0000.000
302021.02.17 22:00close150.05105.9150.0000.0002.2110116.54
312021.02.24 05:00buy160.05105.4980.0000.000
322021.02.26 08:00close160.05106.1940.0000.00034.0610150.60
332021.02.26 12:00buy170.05106.4880.0000.000
342021.02.26 13:00close170.05106.4280.0000.000-2.8210147.78
352021.02.26 15:00buy180.06106.2500.0000.000
362021.03.02 22:00close180.06106.7570.0000.00029.2610177.04
372021.03.03 09:00buy190.05106.8710.0000.000
382021.03.09 15:00close190.05108.8590.0000.00093.2410270.28
392021.03.10 15:00buy200.05108.7790.0000.000
402021.03.10 19:00close200.05108.5790.0000.000-9.2110261.07
412021.03.12 10:00buy210.06109.0420.0000.000
422021.03.16 18:00close210.06108.8900.0000.000-7.6110253.46
432021.03.17 16:00buy220.07109.1690.0000.000
442021.03.18 02:00close220.07108.8560.0000.000-18.7810234.69
452021.03.24 22:00buy230.08108.7010.0000.000
462021.03.29 10:00close230.08109.5700.0000.00066.0310300.71
472021.03.29 15:00buy240.05109.6330.0000.000
482021.03.31 23:00close240.05110.7270.0000.00050.0410350.76
492021.04.01 00:00buy250.05110.7410.0000.000
502021.04.01 10:00close250.05110.7660.0000.0001.1310351.89
512021.04.01 12:00buy260.05110.7720.0000.000
522021.04.01 20:00close260.05110.5850.0000.000-8.4610343.43
532021.04.05 03:00buy270.06110.6830.0000.000
542021.04.05 09:00close270.06110.6730.0000.000-0.5410342.89
552021.04.09 19:00buy280.07109.6480.0000.000
562021.04.12 09:00close280.07109.5390.0000.000-6.5210336.37
572021.04.26 23:00buy290.08108.1270.0000.000
582021.04.29 02:00close290.08108.5290.0000.00032.2110368.57
592021.04.29 17:00buy300.05109.1940.0000.000
602021.04.30 09:00close300.05108.8340.0000.000-16.2210352.36
612021.04.30 16:00buy310.06108.9750.0000.000
622021.05.03 20:00close310.06109.1310.0000.0008.9710361.32
632021.05.04 23:00buy320.05109.3050.0000.000
642021.05.05 10:00close320.05109.4290.0000.0005.9910367.32
652021.05.05 12:00buy330.05109.3630.0000.000
662021.05.05 19:00close330.05109.2710.0000.000-4.2110363.11
672021.05.12 16:00buy340.06109.0020.0000.000
682021.05.12 18:00close340.06109.3710.0000.00020.2410383.35
692021.05.12 19:00buy350.05109.5280.0000.000
702021.05.14 00:00close350.05109.4260.0000.000-3.3710379.97
712021.05.14 08:00buy360.06109.5330.0000.000
722021.05.14 13:00close360.06109.3530.0000.000-9.8810370.09
732021.05.24 05:00buy370.07108.9240.0000.000
742021.05.24 11:00close370.07108.7590.0000.000-10.6210359.47
752021.05.26 17:00buy380.08108.9500.0000.000
762021.05.31 00:00close380.08109.7980.0000.00064.3710423.84
772021.06.02 12:00buy390.05109.8560.0000.000
782021.06.02 22:00close390.05109.5660.0000.000-13.2310410.61
792021.06.03 11:00buy400.06109.8370.0000.000
802021.06.04 17:00close400.06109.5050.0000.000-17.8010392.81
812021.06.09 00:00buy410.07109.5100.0000.000
822021.06.09 08:00close410.07109.4770.0000.000-2.1110390.70
832021.06.10 00:00buy420.08109.6780.0000.000
842021.06.10 13:00close420.08109.5100.0000.000-12.2710378.43
852021.06.10 19:00buy430.10109.4960.0000.000
862021.06.10 22:00close430.10109.4260.0000.000-6.4010372.03
872021.06.11 21:00buy440.12109.7120.0000.000
882021.06.14 16:00close440.12109.7530.0000.0005.2510377.28
892021.06.14 18:00buy450.05109.9860.0000.000
902021.06.16 03:00close450.05110.0810.0000.0004.9610382.24
912021.06.16 07:00buy460.05110.1050.0000.000
922021.06.16 12:00close460.05109.9370.0000.000-7.6410374.60
932021.06.17 04:00buy470.06110.7530.0000.000
942021.06.17 20:00close470.06110.3110.0000.000-24.0410350.56
952021.06.22 02:00buy480.07110.3310.0000.000
962021.06.24 13:00close480.07110.8500.0000.00034.5710385.14
972021.06.30 23:00buy490.05111.0850.0000.000
982021.07.02 16:00close490.05111.2640.0000.0009.3310394.46
992021.07.09 23:00buy500.05110.1160.0000.000
1002021.07.12 15:00close500.05110.2090.0000.0004.5410399.01
1012021.07.12 18:00buy510.05110.2850.0000.000
1022021.07.13 17:00close510.05110.4150.0000.0006.2110405.22
1032021.07.13 20:00buy520.05110.4220.0000.000
1042021.07.14 13:00close520.05110.4920.0000.0003.4910408.71
1052021.07.16 17:00buy530.05110.2270.0000.000
1062021.07.19 04:00close530.05109.8660.0000.000-16.1110392.60
1072021.07.21 01:00buy540.06109.8760.0000.000
1082021.07.22 09:00close540.06110.1670.0000.00017.0110409.61
1092021.07.22 15:00buy550.05110.2700.0000.000
1102021.07.22 20:00close550.05110.1260.0000.000-6.5410403.07
1112021.07.23 11:00buy560.06110.3400.0000.000
1122021.07.26 09:00close560.06110.3170.0000.000-0.8610402.21
1132021.08.02 00:00buy570.07109.7840.0000.000
1142021.08.02 13:00close570.07109.5570.0000.000-14.5010387.71
1152021.08.05 00:00buy580.08109.4970.0000.000
1162021.08.05 18:00close580.08109.6990.0000.00014.7310402.44
1172021.08.05 20:00buy590.05109.7410.0000.000
1182021.08.09 17:00close590.05110.1060.0000.00017.2110419.65
1192021.08.09 22:00buy600.05110.2890.0000.000
1202021.08.11 20:00close600.05110.4160.0000.0006.3910426.05
1212021.08.18 00:00buy610.05109.6350.0000.000
1222021.08.19 15:00close610.05109.5710.0000.000-1.9510424.09
1232021.08.23 05:00buy620.06109.8530.0000.000
1242021.08.23 21:00close620.06109.7350.0000.000-6.4510417.64
1252021.08.25 14:00buy630.07109.8330.0000.000
1262021.08.27 02:00close630.07110.0470.0000.00015.4110433.06
1272021.08.27 17:00buy640.05110.1690.0000.000
1282021.08.27 22:00close640.05109.8280.0000.000-15.5210417.54
1292021.09.01 01:00buy650.06110.0020.0000.000
1302021.09.01 20:00close650.06110.0390.0000.0002.0210419.56
1312021.09.06 21:00buy660.05109.8610.0000.000
1322021.09.07 06:00close660.05109.7370.0000.000-5.3310414.23
1332021.09.07 16:00buy670.06110.0870.0000.000
1342021.09.08 17:00close670.06110.3160.0000.00012.8510427.08
1352021.09.08 19:00buy680.05110.3240.0000.000
1362021.09.09 01:00close680.05110.2740.0000.000-1.3010425.77
1372021.09.13 09:00buy690.06110.0360.0000.000
1382021.09.13 22:00close690.06110.0110.0000.000-1.3610424.41
1392021.09.14 00:00buy700.07110.0290.0000.000
1402021.09.14 15:00close700.07110.1130.0000.0005.3410429.75
1412021.09.14 16:00buy710.05109.8790.0000.000
1422021.09.14 20:00close710.05109.6310.0000.000-11.3110418.44
1432021.09.16 22:00buy720.06109.7010.0000.000
1442021.09.20 10:00close720.06109.8310.0000.0007.8710426.31
1452021.09.22 17:00buy730.05109.5590.0000.000
1462021.09.27 11:00close730.05110.7760.0000.00056.5410482.85
1472021.09.27 13:00buy740.05110.9500.0000.000
1482021.09.29 14:00close740.05111.3400.0000.00018.1510501.01
1492021.09.29 19:00buy750.05111.8320.0000.000
1502021.09.30 21:00close750.05111.4080.0000.000-18.0610482.94
1512021.10.05 16:00buy760.06111.2670.0000.000
1522021.10.06 17:00close760.06111.3090.0000.0002.6510485.59
1532021.10.07 23:00buy770.05111.6000.0000.000
1542021.10.08 20:00close770.05112.1950.0000.00026.8410512.43
1552021.10.08 21:00buy780.05112.1780.0000.000
1562021.10.13 08:00close780.05113.4650.0000.00057.6810570.11
1572021.10.13 14:00buy790.05113.5460.0000.000
1582021.10.13 21:00close790.05113.3720.0000.000-7.6710562.44
1592021.10.14 22:00buy800.06113.6610.0000.000
1602021.10.18 09:00close800.06114.3230.0000.00035.5110597.95
1612021.10.18 11:00buy810.05114.2970.0000.000
1622021.10.18 20:00close810.05114.2200.0000.000-3.3710594.58
1632021.10.19 03:00buy820.06114.2900.0000.000
1642021.10.19 07:00close820.06114.1460.0000.000-7.5710587.01
1652021.10.20 02:00buy830.07114.3920.0000.000
1662021.10.20 19:00close830.07114.2430.0000.000-9.1310577.88
1672021.10.26 09:00buy840.08113.9810.0000.000
1682021.10.27 10:00close840.08114.0240.0000.0003.5410581.42
1692021.10.29 18:00buy850.05114.0330.0000.000
1702021.11.02 00:00close850.05113.9890.0000.000-1.2910580.13
1712021.11.03 23:00buy860.06114.0020.0000.000
1722021.11.04 17:00close860.06113.8120.0000.000-8.8610571.27
1732021.11.10 18:00buy870.07113.8990.0000.000
1742021.11.12 15:00close870.07113.9980.0000.0007.8810579.15
1752021.11.16 02:00buy880.05114.1350.0000.000
1762021.11.17 19:00close880.05114.3440.0000.0009.4610588.62
1772021.11.22 17:00buy890.05114.6110.0000.000
1782021.11.23 15:00close890.05115.0080.0000.00017.5810606.20
1792021.11.23 17:00buy900.05115.0380.0000.000
1802021.11.24 11:00close900.05115.0660.0000.0001.5410607.74
1812021.11.24 17:00buy910.05115.3240.0000.000
1822021.11.25 18:00close910.05115.3650.0000.0002.7510610.49
1832021.12.01 13:00buy920.05113.4300.0000.000
1842021.12.01 19:00close920.05112.8240.0000.000-26.8610583.63
1852021.12.03 08:00buy930.06113.2170.0000.000
1862021.12.03 22:00close930.06112.6180.0000.000-31.9110551.72
1872021.12.06 18:00buy940.07113.4500.0000.000
1882021.12.08 03:00close940.07113.5410.0000.0006.5110558.23
1892021.12.08 20:00buy950.05113.6640.0000.000
1902021.12.09 10:00close950.05113.4880.0000.000-6.7810551.44
1912021.12.13 15:00buy960.06113.6080.0000.000
1922021.12.13 22:00close960.06113.5260.0000.000-4.3310547.11
1932021.12.14 05:00buy970.07113.6470.0000.000
1942021.12.14 17:00close970.07113.6510.0000.0000.2510547.36
1952021.12.14 21:00buy980.05113.7250.0000.000
1962021.12.16 20:00close980.05113.6330.0000.000-2.7610544.60
1972021.12.21 07:00buy990.06113.6840.0000.000
1982021.12.23 03:00close990.06114.1790.0000.00027.5610572.16
1992021.12.23 12:00buy1000.05114.3110.0000.000
2002021.12.24 10:00close1000.05114.3620.0000.0002.5510574.71
2012021.12.27 07:00buy1010.05114.4590.0000.000
2022021.12.28 16:00close1010.05114.7210.0000.00011.7410586.45
2032021.12.29 10:00buy1020.05114.8890.0000.000
2042021.12.29 21:00close1020.05114.9630.0000.0003.2210589.67
2052021.12.29 22:00buy1030.05114.9550.0000.000
2062021.12.30 23:59close at stop1030.05115.0380.0000.0004.5810594.25