Strategy Tester Report
BigCandle
TitanFX-Demo01 (Build 1355)

通貨ペアUSDJPY (US Dollar vs Japanese Yen)
期間30分足(M30) 2021.01.04 00:00 - 2021.12.30 23:30 (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=14; p_RSIUpperLine=70; p_RSILowerLine=30; p_ATROption ="---------------------------------------------------"; p_ATRPeriod=14; p_volatilityScale=1.2; p_entryOption ="---------------------------------------------------"; p_entryLot=0.05; p_multiplierLots=1.2; p_slippage=2; p_stopLoss=0; p_takeProfit=0; p_otherOption ="---------------------------------------------------"; p_maxPosition=10; p_magicNumber=7097853;
テストバー数12532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822.79総利益1568.71総損失-745.92
プロフィットファクタ2.10期待利得3.55
絶対ドローダウン128.75最大ドローダウン394.50 (3.75%)相対ドローダウン3.75% (394.50)
総取引数232売りポジション(勝率%)0 (0.00%)買いポジション(勝率%)232 (78.45%)
勝率(%)182 (78.45%)負率 (%)50 (21.55%)
最大勝トレード39.16敗トレード-82.00
平均勝トレード8.62敗トレード-14.92
最大連勝(金額)23 (148.43)連敗(金額)5 (-52.63)
最大連勝(トレード数)172.05 (15)連敗(トレード数)-110.52 (4)
平均連勝7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 17:30buy10.05103.1970.0000.000
22021.01.06 03:30buy20.05102.7910.0000.000
32021.01.06 15:00buy30.05102.9320.0000.000
42021.01.06 16:00close30.05103.1740.0000.00011.3810011.38
52021.01.06 16:00close20.05103.1740.0000.00018.2110029.59
62021.01.06 16:00close10.05103.1740.0000.000-0.8010028.79
72021.01.07 09:30buy40.06103.2990.0000.000
82021.01.07 10:30close40.06103.3790.0000.0004.2210033.01
92021.01.08 03:30buy50.05103.9990.0000.000
102021.01.11 02:00buy60.05104.0890.0000.000
112021.01.11 15:30buy70.05104.2810.0000.000
122021.01.11 17:00buy80.05104.3690.0000.000
132021.01.12 00:00buy90.05104.2690.0000.000
142021.01.13 12:30buy100.05103.9210.0000.000
152021.01.13 14:00close100.05103.9760.0000.0002.2910035.30
162021.01.13 14:00close90.05103.9760.0000.000-14.1110021.20
172021.01.13 14:00close80.05103.9760.0000.000-18.5910002.61
182021.01.13 14:00close70.05103.9760.0000.000-14.369988.25
192021.01.13 14:00close60.05103.9760.0000.000-5.129983.14
202021.01.13 14:00close50.05103.9760.0000.000-0.469982.67
212021.01.14 03:00buy110.12103.9270.0000.000
222021.01.14 04:30buy120.12104.0650.0000.000
232021.01.15 17:00buy130.12103.8770.0000.000
242021.01.19 03:00buy140.12103.7230.0000.000
252021.01.19 03:30buy150.12103.7710.0000.000
262021.01.19 04:00buy160.12103.8360.0000.000
272021.01.19 04:30close160.12103.8920.0000.0005.639988.30
282021.01.19 04:30close150.12103.8920.0000.00013.1410001.44
292021.01.19 04:30close140.12103.8920.0000.00018.6810020.12
302021.01.19 04:30close130.12103.8920.0000.0002.4810022.60
312021.01.19 04:30close120.12103.8920.0000.000-18.4310004.17
322021.01.19 04:30close110.12103.8920.0000.000-2.4910001.68
332021.01.21 02:30buy170.07103.6210.0000.000
342021.01.21 15:00buy180.07103.4500.0000.000
352021.01.21 16:00buy190.07103.5790.0000.000
362021.01.22 02:30buy200.07103.5640.0000.000
372021.01.22 15:00buy210.07103.7580.0000.000
382021.01.22 15:30close210.07103.8020.0000.0002.4810004.16
392021.01.22 15:30close200.07103.8020.0000.00015.5610019.72
402021.01.22 15:30close190.07103.8020.0000.00015.0110034.73
412021.01.22 15:30close180.07103.8020.0000.00023.7110058.45
422021.01.22 15:30close170.07103.8020.0000.00012.1810070.63
432021.01.25 17:00buy220.05103.9070.0000.000
442021.01.26 10:00buy230.05103.8150.0000.000
452021.01.27 13:30buy240.05103.8070.0000.000
462021.01.27 14:30close240.05103.8480.0000.0001.6210072.25
472021.01.27 14:30close230.05103.8480.0000.0001.5710073.83
482021.01.27 14:30close220.05103.8480.0000.000-2.5310071.30
492021.01.29 02:00buy250.06104.3030.0000.000
502021.01.29 02:30buy260.06104.4080.0000.000
512021.01.29 03:00close260.06104.4590.0000.0002.5110073.81
522021.01.29 03:00close250.06104.4590.0000.0008.5410082.35
532021.02.01 09:30buy270.05104.7280.0000.000
542021.02.01 11:00buy280.05104.8740.0000.000
552021.02.01 15:30close280.05104.9720.0000.0004.3210086.67
562021.02.01 15:30close270.05104.9720.0000.00011.2710097.94
572021.02.02 17:00buy290.05105.1590.0000.000
582021.02.04 03:00buy300.05105.0540.0000.000
592021.02.04 07:30close300.05105.1810.0000.0005.6910103.63
602021.02.04 07:30close290.05105.1810.0000.0002.0310105.66
612021.02.08 10:30buy310.05105.5740.0000.000
622021.02.10 03:30buy320.05104.6870.0000.000
632021.02.10 12:00buy330.05104.7940.0000.000
642021.02.11 10:30buy340.05104.6600.0000.000
652021.02.11 11:00buy350.05104.7510.0000.000
662021.02.12 08:00buy360.05104.8720.0000.000
672021.02.12 10:00buy370.05104.9270.0000.000
682021.02.12 10:30close370.05104.9740.0000.0001.8910107.55
692021.02.12 10:30close360.05104.9740.0000.0004.5110112.06
702021.02.12 10:30close350.05104.9740.0000.00010.6010122.66
712021.02.12 10:30close340.05104.9740.0000.00014.9410137.60
722021.02.12 10:30close330.05104.9740.0000.0009.5510147.15
732021.02.12 10:30close320.05104.9740.0000.00014.6510161.79
742021.02.12 10:30close310.05104.9740.0000.000-26.9410134.85
752021.02.15 01:30buy380.06105.0690.0000.000
762021.02.15 10:00close380.06105.1810.0000.0005.9710140.82
772021.02.17 09:30buy390.05106.0540.0000.000
782021.02.19 02:30buy400.05105.7140.0000.000
792021.02.19 17:30buy410.05105.6370.0000.000
802021.02.23 09:30buy420.05105.1710.0000.000
812021.02.23 11:30buy430.05105.3110.0000.000
822021.02.23 15:00buy440.05105.3210.0000.000
832021.02.24 03:00buy450.05105.4200.0000.000
842021.02.24 05:00close450.05105.4960.0000.0003.2510144.07
852021.02.24 05:00close440.05105.4960.0000.0008.2710152.35
862021.02.24 05:00close430.05105.4960.0000.0008.7510161.10
872021.02.24 05:00close420.05105.4960.0000.00015.3810176.48
882021.02.24 05:00close410.05105.4960.0000.000-6.0310170.44
892021.02.24 05:00close400.05105.4960.0000.000-9.6810160.76
902021.02.24 05:00close390.05105.4960.0000.000-24.4810136.28
912021.02.26 12:00buy460.08106.4880.0000.000
922021.03.01 03:30buy470.08106.6240.0000.000
932021.03.02 13:30buy480.08106.9510.0000.000
942021.03.03 01:30buy490.08106.7710.0000.000
952021.03.03 14:00close490.08106.9980.0000.00016.4110152.69
962021.03.03 14:00close480.08106.9980.0000.0003.4810156.17
972021.03.03 14:00close470.08106.9980.0000.00028.4610184.63
982021.03.03 14:00close460.08106.9980.0000.00039.1610223.80
992021.03.03 17:00buy500.05107.0620.0000.000
1002021.03.03 17:30close500.05107.0860.0000.0000.7710224.57
1012021.03.04 01:30buy510.05107.0900.0000.000
1022021.03.04 10:30close510.05107.2380.0000.0006.5510231.12
1032021.03.08 01:30buy520.05108.4560.0000.000
1042021.03.08 11:00buy530.05108.5020.0000.000
1052021.03.08 17:00close530.05108.8130.0000.00013.9410245.06
1062021.03.08 17:00close520.05108.8130.0000.00016.0510261.11
1072021.03.11 07:00buy540.05108.6140.0000.000
1082021.03.12 03:30buy550.05108.6870.0000.000
1092021.03.12 04:30buy560.05108.7330.0000.000
1102021.03.12 08:30close560.05108.8580.0000.0005.3910266.50
1112021.03.12 08:30close550.05108.8580.0000.0007.5010274.00
1122021.03.12 08:30close540.05108.8580.0000.00011.1910285.19
1132021.03.15 05:30buy570.05109.1840.0000.000
1142021.03.16 03:30buy580.05109.2000.0000.000
1152021.03.17 04:00buy590.05109.1250.0000.000
1162021.03.19 16:30buy600.05109.0420.0000.000
1172021.03.22 15:30buy610.05108.8370.0000.000
1182021.03.24 10:30buy620.05108.6260.0000.000
1192021.03.24 13:30buy630.05108.7450.0000.000
1202021.03.24 16:30buy640.05108.8920.0000.000
1212021.03.24 18:00close640.05108.9050.0000.0000.2510285.44
1222021.03.24 18:00close630.05108.9050.0000.0007.0010292.44
1232021.03.24 18:00close620.05108.9050.0000.00012.4610304.90
1242021.03.24 18:00close610.05108.9050.0000.0003.4310308.33
1252021.03.24 18:00close600.05108.9050.0000.000-5.6410302.69
1262021.03.24 18:00close590.05108.9050.0000.000-8.1310294.56
1272021.03.24 18:00close580.05108.9050.0000.000-11.2410283.32
1282021.03.24 18:00close570.05108.9050.0000.000-10.1710273.15
1292021.03.25 03:00buy650.10108.7910.0000.000
1302021.03.25 03:30buy660.10108.8500.0000.000
1312021.03.25 11:00close660.10109.0750.0000.00019.9310293.08
1322021.03.25 11:00close650.10109.0750.0000.00025.3410318.42
1332021.03.26 11:00buy670.05109.3270.0000.000
1342021.03.26 11:30close670.05109.4290.0000.0004.3110322.73
1352021.03.29 02:00buy680.05109.7670.0000.000
1362021.03.29 11:00buy690.05109.6530.0000.000
1372021.03.30 04:30close690.05109.9200.0000.00012.1310334.86
1382021.03.30 04:30close680.05109.9200.0000.0006.9410341.80
1392021.03.31 03:30buy700.05110.4760.0000.000
1402021.03.31 04:00close700.05110.6930.0000.0009.4510351.25
1412021.04.02 16:30buy710.05110.7420.0000.000
1422021.04.06 05:30buy720.05110.3200.0000.000
1432021.04.09 01:30buy730.05109.3820.0000.000
1442021.04.09 12:00close730.05109.6580.0000.00012.2310363.48
1452021.04.09 12:00close720.05109.6580.0000.000-28.8710334.61
1462021.04.09 12:00close710.05109.6580.0000.000-47.4610287.15
1472021.04.12 01:00buy740.07109.7210.0000.000
1482021.04.12 04:00buy750.07109.7620.0000.000
1492021.04.13 03:30buy760.07109.4910.0000.000
1502021.04.13 04:00buy770.07109.5510.0000.000
1512021.04.13 06:00close770.07109.6290.0000.0004.4910291.64
1522021.04.13 06:00close760.07109.6290.0000.0008.3210299.96
1532021.04.13 06:00close750.07109.6290.0000.000-8.5210291.45
1542021.04.13 06:00close740.07109.6290.0000.000-5.9010285.55
1552021.04.16 04:30buy780.07108.8760.0000.000
1562021.04.19 16:30buy790.07108.2510.0000.000
1572021.04.20 04:00buy800.07108.1790.0000.000
1582021.04.20 04:30buy810.07108.2630.0000.000
1592021.04.20 10:00buy820.07108.4210.0000.000
1602021.04.20 10:30close820.07108.4640.0000.0002.2910287.84
1612021.04.20 10:30close810.07108.4640.0000.00012.4810300.32
1622021.04.20 10:30close800.07108.4640.0000.00017.9010318.22
1632021.04.20 10:30close790.07108.4640.0000.00013.7210331.95
1642021.04.20 10:30close780.07108.4640.0000.000-26.1510305.79
1652021.04.21 11:00buy830.06108.2270.0000.000
1662021.04.22 03:30buy840.06108.1080.0000.000
1672021.04.23 17:30buy850.06107.9870.0000.000
1682021.04.26 15:00buy860.06108.0130.0000.000
1692021.04.26 15:30close860.06108.0540.0000.0001.8610307.65
1702021.04.26 15:30close850.06108.0540.0000.0003.7010311.35
1712021.04.26 15:30close840.06108.0540.0000.000-2.6210308.73
1722021.04.26 15:30close830.06108.0540.0000.000-8.0410300.69
1732021.04.27 01:30buy870.07108.1460.0000.000
1742021.04.27 04:30buy880.07108.2820.0000.000
1752021.04.27 05:00close880.07108.3150.0000.0001.6410302.33
1762021.04.27 05:00close870.07108.3150.0000.00010.4310312.76
1772021.04.29 06:00buy890.05108.5980.0000.000
1782021.04.29 09:30buy900.05108.7280.0000.000
1792021.04.29 11:00close900.05108.8880.0000.0007.0010319.76
1802021.04.29 11:00close890.05108.8880.0000.00012.9710332.73
1812021.04.29 16:30buy910.05109.1540.0000.000
1822021.04.30 18:00close910.05109.2850.0000.0005.9710338.70
1832021.05.03 03:30buy920.05109.3730.0000.000
1842021.05.03 05:00close920.05109.4300.0000.0002.2510340.95
1852021.05.04 05:00buy930.05109.2270.0000.000
1862021.05.04 10:30close930.05109.4590.0000.00010.2510351.20
1872021.05.05 09:30buy940.05109.4400.0000.000
1882021.05.06 04:00buy950.05109.3050.0000.000
1892021.05.10 03:30buy960.05108.7770.0000.000
1902021.05.10 10:00buy970.05108.9730.0000.000
1912021.05.12 06:00close970.05108.8960.0000.000-3.2310347.97
1922021.05.12 06:00close960.05108.8960.0000.0005.7710353.75
1932021.05.12 06:00close950.05108.8960.0000.000-17.8010335.95
1942021.05.12 06:00close940.05108.8960.0000.000-23.0110312.94
1952021.05.14 03:30buy980.07109.6000.0000.000
1962021.05.19 03:30buy990.07108.9820.0000.000
1972021.05.19 12:30buy1000.07109.1580.0000.000
1982021.05.19 13:30close1000.07109.1960.0000.0001.9510314.89
1992021.05.19 13:30close990.07109.1960.0000.00013.2310328.12
2002021.05.19 13:30close980.07109.1960.0000.000-25.0010303.12
2012021.05.21 02:00buy1010.06108.8510.0000.000
2022021.05.21 03:00buy1020.06108.8640.0000.000
2032021.05.21 15:00buy1030.06108.8280.0000.000
2042021.05.21 17:00buy1040.06108.8820.0000.000
2052021.05.24 01:30buy1050.06108.9800.0000.000
2062021.05.25 13:30buy1060.06108.9330.0000.000
2072021.05.26 16:30close1060.06109.0220.0000.0004.8810308.00
2082021.05.26 16:30close1050.06109.0220.0000.0002.6910310.69
2092021.05.26 16:30close1040.06109.0220.0000.0008.4710319.16
2102021.05.26 16:30close1030.06109.0220.0000.00011.4510330.61
2112021.05.26 16:30close1020.06109.0220.0000.0009.4710340.09
2122021.05.26 16:30close1010.06109.0220.0000.00010.1810350.27
2132021.05.27 12:00buy1070.05109.1760.0000.000
2142021.05.27 15:30buy1080.05109.3410.0000.000
2152021.05.27 16:00close1080.05109.3540.0000.0000.2410350.51
2162021.05.27 16:00close1070.05109.3540.0000.0007.7910358.30
2172021.06.01 11:30buy1090.05109.6200.0000.000
2182021.06.02 04:00buy1100.05109.6280.0000.000
2192021.06.02 08:00close1100.05109.6940.0000.0002.6610360.96
2202021.06.02 08:00close1090.05109.6940.0000.0003.3510364.31
2212021.06.03 11:00buy1110.05109.8370.0000.000
2222021.06.03 15:30buy1120.05109.9310.0000.000
2232021.06.03 16:00close1120.05109.9620.0000.0001.0610365.37
2242021.06.03 16:00close1110.05109.9620.0000.0005.3310370.70
2252021.06.08 03:30buy1130.05109.3460.0000.000
2262021.06.08 09:00close1130.05109.4750.0000.0005.5410376.24
2272021.06.09 18:00buy1140.05109.5970.0000.000
2282021.06.10 16:30close1140.05109.7470.0000.0007.4810383.72
2292021.06.11 11:30buy1150.05109.5640.0000.000
2302021.06.11 17:00close1150.05109.7190.0000.0006.7110390.43
2312021.06.18 17:00buy1160.05110.4320.0000.000
2322021.06.22 05:30buy1170.05110.4280.0000.000
2332021.06.22 16:00close1170.05110.6940.0000.00011.6710402.10
2342021.06.22 16:00close1160.05110.6940.0000.00012.1410414.24
2352021.06.23 03:30buy1180.05110.7290.0000.000
2362021.06.23 05:00close1180.05110.8280.0000.0004.1210418.36
2372021.06.23 09:30buy1190.05110.8570.0000.000
2382021.06.23 13:00close1190.05110.9600.0000.0004.2910422.65
2392021.06.28 14:30buy1200.05110.8250.0000.000
2402021.06.28 15:00close1200.05110.9340.0000.0004.5610427.21
2412021.06.29 10:30buy1210.05110.6900.0000.000
2422021.06.30 15:30buy1220.05110.6490.0000.000
2432021.06.30 17:30close1220.05110.8420.0000.0008.3610435.57
2442021.06.30 17:30close1210.05110.8420.0000.0006.8410442.41
2452021.07.02 04:00buy1230.05111.6480.0000.000
2462021.07.05 01:30buy1240.05111.0930.0000.000
2472021.07.09 03:30buy1250.05109.8880.0000.000
2482021.07.09 17:00buy1260.05110.1470.0000.000
2492021.07.12 01:30buy1270.05110.2140.0000.000
2502021.07.12 17:00buy1280.05110.3370.0000.000
2512021.07.13 04:00buy1290.05110.3870.0000.000
2522021.07.13 16:00buy1300.05110.5140.0000.000
2532021.07.14 03:30buy1310.05110.6840.0000.000
2542021.07.16 04:30buy1320.05109.9490.0000.000
2552021.07.16 11:00close1320.05110.1580.0000.0009.1410451.55
2562021.07.16 11:00close1310.05110.1580.0000.000-22.8910428.66
2572021.07.16 11:00close1300.05110.1580.0000.000-14.8510413.81
2582021.07.16 11:00close1290.05110.1580.0000.000-9.0810404.73
2592021.07.16 11:00close1280.05110.1580.0000.000-6.4810398.25
2602021.07.16 11:00close1270.05110.1580.0000.000-0.9010397.35
2612021.07.16 11:00close1260.05110.1580.0000.0002.4710399.82
2622021.07.16 11:00close1250.05110.1580.0000.00014.2310414.05
2632021.07.16 11:00close1240.05110.1580.0000.000-38.4810375.58
2642021.07.16 11:00close1230.05110.1580.0000.000-63.3410312.24
2652021.07.19 10:00buy1330.07110.0280.0000.000
2662021.07.20 18:00buy1340.07109.9250.0000.000
2672021.07.21 04:00buy1350.07109.9630.0000.000
2682021.07.21 10:00buy1360.07109.9290.0000.000
2692021.07.21 11:00buy1370.07110.0920.0000.000
2702021.07.21 11:30close1370.07110.1620.0000.0003.9610316.20
2712021.07.21 11:30close1360.07110.1620.0000.00014.3210330.52
2722021.07.21 11:30close1350.07110.1620.0000.00012.1610342.68
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