Strategy Tester Report
CCI_PerR
TitanFX-Demo01 (Build 1355)

通貨ペアEURUSD (Euro vs US Dollar)
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=1; p_CCIOption ="---------------------------------------------------"; p_CCIPeriod=12; p_CCIUpperLine=200; p_CCILowerLine=-150; p_WPROption ="----------------------------------------------------"; p_WPRPeriod=16; p_WPRUpperLine=-15; p_WPRLowerLine=-80; p_entryOption ="---------------------------------------------------"; p_entryLot=0.05; p_multiplierLots=1; p_slippage=2; p_stopLoss=50; p_takeProfit=0; p_otherOption ="---------------------------------------------------"; p_maxPosition=1; p_magicNumber=7097853;
テストバー数12532モデルティック数16643116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512.59総利益1360.69総損失-848.09
プロフィットファクタ1.60期待利得3.64
絶対ドローダウン51.96最大ドローダウン139.94 (1.36%)相対ドローダウン1.36% (139.94)
総取引数141売りポジション(勝率%)141 (40.43%)買いポジション(勝率%)0 (0.00%)
勝率(%)57 (40.43%)負率 (%)84 (59.57%)
最大勝トレード93.81敗トレード-25.25
平均勝トレード23.87敗トレード-10.10
最大連勝(金額)6 (130.24)連敗(金額)10 (-105.14)
最大連勝(トレード数)179.34 (4)連敗(トレード数)-105.14 (10)
平均連勝2連敗3
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 19:00sell10.051.225351.230390.00000
22021.01.05 03:30close10.051.226241.230390.00000-4.289995.72
32021.01.06 05:00sell20.051.227861.232900.00000
42021.01.06 09:09s/l20.051.232901.232900.00000-25.209970.52
52021.01.06 16:30sell30.051.229871.234900.00000
62021.01.08 16:00close30.051.227131.234900.0000014.399984.91
72021.01.08 17:30sell40.051.222481.227520.00000
82021.01.12 09:00close40.051.216101.227520.0000032.2410017.15
92021.01.13 10:00sell50.051.220321.225340.00000
102021.01.14 02:30close50.051.217061.225340.0000016.8110033.97
112021.01.14 05:30sell60.051.214111.219120.00000
122021.01.14 12:00close60.051.216641.219120.00000-12.6510021.32
132021.01.14 15:00sell70.051.212981.218000.00000
142021.01.19 03:00close70.051.208621.218000.0000022.3110043.63
152021.01.20 11:00sell80.051.213521.218540.00000
162021.01.21 01:30close80.051.211631.218540.000009.9610053.59
172021.01.22 09:30sell90.051.215621.220660.00000
182021.01.25 05:30close90.051.217731.220660.00000-10.3810043.22
192021.01.25 12:00sell100.051.214751.219780.00000
202021.01.28 16:00close100.051.212871.219780.0000010.2610053.47
212021.01.29 03:00sell110.051.210721.215770.00000
222021.01.29 11:00close110.051.211741.215770.00000-5.1010048.37
232021.02.01 02:00sell120.051.212251.217290.00000
242021.02.02 04:00close120.051.208421.217290.0000019.3210067.69
252021.02.02 09:30sell130.051.206511.211550.00000
262021.02.05 10:30close130.051.197651.211550.0000045.1610112.85
272021.02.08 03:00sell140.051.203251.208280.00000
282021.02.08 16:30close140.051.204611.208280.00000-6.8010106.05
292021.02.10 14:30sell150.051.211591.216620.00000
302021.02.11 15:30close150.051.214631.216620.00000-14.6910091.37
312021.02.12 04:30sell160.051.212341.217380.00000
322021.02.15 04:30close160.051.213021.217380.00000-3.2310088.14
332021.02.16 09:30sell170.051.213281.218300.00000
342021.02.18 11:00close170.051.206911.218300.0000032.5410120.67
352021.02.19 20:30sell180.051.211031.216050.00000
362021.02.22 03:30close180.051.213421.216050.00000-11.7810108.90
372021.02.22 09:30sell190.051.210801.215840.00000
382021.02.22 19:07s/l190.051.215841.215840.00000-25.2010083.70
392021.02.23 10:30sell200.051.216181.221220.00000
402021.02.24 11:00close200.051.216851.221220.00000-3.1810080.52
412021.02.24 15:30sell210.051.213891.218910.00000
422021.02.25 10:01s/l210.051.218911.218910.00000-24.5910055.93
432021.02.25 20:00sell220.051.221261.226290.00000
442021.03.02 18:00close220.051.206251.226290.0000075.5610131.50
452021.03.03 08:30sell230.051.207941.212970.00000
462021.03.08 01:30close230.051.192951.212970.0000075.8110207.30
472021.03.08 05:00sell240.051.190561.195580.00000
482021.03.09 09:30close240.051.187141.195580.0000017.2710224.58
492021.03.10 04:00sell250.051.188511.193530.00000
502021.03.10 11:00close250.051.189641.193530.00000-5.6510218.93
512021.03.11 17:30sell260.051.193041.198060.00000
522021.03.11 20:02s/l260.051.198061.198060.00000-25.1010193.83
532021.03.12 04:30sell270.051.197311.202340.00000
542021.03.15 04:30close270.051.196511.202340.000004.1710198.00
552021.03.15 08:30sell280.051.193521.198540.00000
562021.03.16 06:30close280.051.193601.198540.00000-0.2310197.77
572021.03.16 10:30sell290.051.191851.196870.00000
582021.03.17 21:30close290.051.195801.196870.00000-19.5810178.19
592021.03.18 07:00sell300.051.195901.200940.00000
602021.03.22 06:30close300.051.189731.200940.0000031.1910209.38
612021.03.23 05:30sell310.051.192461.197500.00000
622021.03.25 05:30close310.051.182231.197500.0000051.8410261.22
632021.03.25 11:00sell320.051.180581.185600.00000
642021.03.31 10:00close320.051.172731.185600.0000039.9410301.15
652021.04.01 05:30sell330.051.172231.177260.00000
662021.04.01 10:30close330.051.174201.177260.00000-9.8510291.30
672021.04.02 15:30sell340.051.176741.181880.00000
682021.04.05 16:00close340.051.177921.181880.00000-5.7310285.58
692021.04.06 05:30sell350.051.180341.185360.00000
702021.04.06 11:00close350.051.182021.185360.00000-8.4010277.18
712021.04.07 06:00sell360.051.186681.191710.00000
722021.04.07 11:00close360.051.187891.191710.00000-6.0510271.13
732021.04.07 22:00sell370.051.186571.191590.00000
742021.04.08 10:00close370.051.188161.191590.00000-7.4410263.69
752021.04.09 05:30sell380.051.190521.195540.00000
762021.04.13 16:00close380.051.192451.195540.00000-9.3110254.38
772021.04.15 14:00sell390.051.196231.201250.00000
782021.04.16 11:00close390.051.198771.201250.00000-12.5310241.86
792021.04.19 01:30sell400.051.197011.202060.00000
802021.04.19 10:59s/l400.051.202061.202060.00000-25.2510216.61
812021.04.20 16:00sell410.051.203441.208470.00000
822021.04.21 03:30close410.051.203791.208470.00000-1.5810215.03
832021.04.21 07:30sell420.051.202681.207720.00000
842021.04.21 18:00close420.051.202821.207720.00000-0.7010214.33
852021.04.22 12:00sell430.051.202591.207610.00000
862021.04.23 04:00close430.051.202071.207610.000002.7710217.10
872021.04.26 10:00sell440.051.209231.214250.00000
882021.04.27 14:00close440.051.208381.214250.000004.4210221.52
892021.04.28 04:30sell450.051.207841.212860.00000
902021.04.28 17:30close450.051.209461.212860.00000-8.1010213.42
912021.04.29 17:00sell460.051.210621.215650.00000
922021.05.03 10:00close460.051.203801.215650.0000034.4410247.86
932021.05.04 03:30sell470.051.205401.210440.00000
942021.05.07 15:30s/l470.051.210441.210440.00000-24.3410223.52
952021.05.10 04:30sell480.051.215671.220710.00000
962021.05.10 12:00close480.051.217101.220710.00000-7.1510216.37
972021.05.10 22:00sell490.051.214521.219540.00000
982021.05.11 12:00close490.051.216261.219540.00000-8.5310207.84
992021.05.11 21:30sell500.051.215031.220060.00000
1002021.05.14 09:30close500.051.210591.220060.0000023.0610230.90
1012021.05.17 03:30sell510.051.213561.218600.00000
1022021.05.18 04:30close510.051.216581.218600.00000-14.9310215.97
1032021.05.19 11:30sell520.051.221461.226500.00000
1042021.05.19 17:00close520.051.222891.226500.00000-7.1510208.82
1052021.05.19 22:00sell530.051.217081.222110.00000
1062021.05.20 04:00close530.051.218521.222110.00000-6.6910202.14
1072021.05.21 15:00sell540.051.218641.223650.00000
1082021.05.24 08:30close540.051.218761.223650.00000-0.4310201.71
1092021.05.25 18:30sell550.051.223681.228700.00000
1102021.05.27 10:30close550.051.220791.228700.0000015.1410216.84
1112021.05.28 03:30sell560.051.218771.223790.00000
1122021.05.28 11:30close560.051.219761.223790.00000-4.9510211.89
1132021.05.28 15:00sell570.051.215671.220700.00000
1142021.05.31 17:42s/l570.051.220701.220700.00000-24.9810186.91
1152021.06.01 07:30sell580.051.222621.227640.00000
1162021.06.04 16:00close580.051.216781.227640.0000030.0610216.97
1172021.06.07 09:00sell590.051.215801.220840.00000
1182021.06.07 17:00close590.051.218131.220840.00000-11.6510205.32
1192021.06.08 04:00sell600.051.218551.223570.00000
1202021.06.08 15:30close600.051.218411.223570.000000.7010206.02
1212021.06.10 04:00sell610.051.217281.222310.00000
1222021.06.10 14:30close610.051.217821.222310.00000-2.7010203.32
1232021.06.10 16:30sell620.051.214801.219830.00000
1242021.06.11 04:30close620.051.218411.219830.00000-17.8810185.44
1252021.06.11 11:30sell630.051.217021.222060.00000
1262021.06.14 11:00close630.051.211831.222060.0000026.1210211.56
1272021.06.15 14:30sell640.051.211081.216110.00000
1282021.06.18 06:30close640.051.192491.216110.0000093.8110305.37
1292021.06.18 08:30sell650.051.189691.194730.00000
1302021.06.21 17:00close650.051.191131.194730.00000-7.0310298.34
1312021.06.22 04:00sell660.051.190791.195830.00000
1322021.06.22 16:30close660.051.190921.195830.00000-0.6510297.69
1332021.06.23 04:00sell670.051.193201.198230.00000
1342021.06.23 11:00close670.051.193861.198230.00000-3.3010294.39
1352021.06.24 18:00sell680.051.192621.197650.00000
1362021.06.25 04:30close680.051.194231.197650.00000-7.8810286.52
1372021.06.28 04:30sell690.051.192561.197570.00000
1382021.06.28 10:30close690.051.193781.197570.00000-6.1010280.42
1392021.06.28 15:00sell700.051.190701.195730.00000
1402021.06.29 03:00close700.051.192911.195730.00000-10.8810269.54
1412021.06.29 03:30sell710.051.192071.197100.00000
1422021.06.30 03:30close710.051.190631.197100.000007.3710276.91
1432021.06.30 09:00sell720.051.189591.194620.00000
1442021.07.02 16:00close720.051.184741.194620.0000024.9410301.84
1452021.07.06 11:30sell730.051.184851.189880.00000
1462021.07.08 09:00close730.051.180581.189880.0000022.0410323.88
1472021.07.09 05:30sell740.051.183561.188600.00000
1482021.07.09 13:00close740.051.185541.188600.00000-9.9010313.98
1492021.07.12 13:00sell750.051.185281.190310.00000
1502021.07.13 03:30close750.051.186781.190310.00000-7.3310306.65
1512021.07.13 09:00sell760.051.185691.190730.00000
1522021.07.14 09:30close760.051.179331.190730.0000031.9710338.62
1532021.07.15 05:00sell770.051.182561.187620.00000
1542021.07.16 12:00close770.051.181831.187620.000003.8210342.44
1552021.07.16 15:00sell780.051.179421.184450.00000
1562021.07.19 16:30close780.051.181471.184450.00000-10.0810332.37
1572021.07.20 08:30sell790.051.178231.183270.00000
1582021.07.22 16:30close790.051.182861.183270.00000-22.4610309.90
1592021.07.22 19:00sell800.051.176721.181740.00000
1602021.07.23 03:30close800.051.177911.181740.00000-5.7810304.12
1612021.07.27 09:30sell810.051.179451.184500.00000
1622021.07.27 15:30close810.051.181191.184500.00000-8.7010295.42
1632021.07.28 10:00sell820.051.180381.185410.00000
1642021.07.28 22:00close820.051.183881.185410.00000-17.5010277.92
1652021.07.30 04:00sell830.051.188131.193180.00000
1662021.07.30 10:30close830.051.189471.193180.00000-6.7010271.22
1672021.07.30 16:00sell840.051.187911.192940.00000
1682021.08.02 10:00close840.051.188281.192940.00000-1.6810269.55
1692021.08.03 17:30sell850.051.186611.191620.00000
1702021.08.05 10:30close850.051.184721.191620.0000010.1410279.68
1712021.08.06 03:30sell860.051.182761.187790.00000
1722021.08.11 16:00close860.051.173691.187790.0000045.8610325.55
1732021.08.12 17:30sell870.051.172801.177820.00000
1742021.08.13 13:00close870.051.174951.177820.00000-10.5810314.97
1752021.08.16 07:00sell880.051.178991.184030.00000
1762021.08.17 11:30close880.051.178361.184030.000003.3210318.29
1772021.08.17 16:00sell890.051.174391.179420.00000
1782021.08.18 10:30close890.051.172851.179420.000007.8710326.16
1792021.08.18 14:30sell900.051.171011.176040.00000
1802021.08.19 11:00close900.051.168301.176040.0000014.0610340.22
1812021.08.20 11:30sell910.051.167621.172640.00000
1822021.08.20 19:30close910.051.169921.172640.00000-11.5010328.72
1832021.08.24 04:00sell920.051.173921.178940.00000
1842021.08.24 16:00close920.051.175081.178940.00000-5.8010322.92
1852021.08.25 04:00sell930.051.174161.179190.00000
1862021.08.25 11:30close930.051.175631.179190.00000-7.3510315.57
1872021.08.26 05:30sell940.051.176241.181290.00000
1882021.08.26 10:30close940.051.177101.181290.00000-4.3010311.27
1892021.08.27 03:30sell950.051.174771.179810.00000
1902021.08.27 17:12s/l950.051.179811.179810.00000-25.2010286.07
1912021.08.30 10:30sell960.051.179551.184590.00000
1922021.08.31 04:30close960.051.180481.184590.00000-4.4810281.60
1932021.08.31 18:00sell970.051.180371.185400.00000
1942021.09.01 16:00close970.051.183831.185400.00000-17.1310264.47
1952021.09.02 08:00sell980.051.183461.188490.00000
1962021.09.02 18:00close980.051.186811.188490.00000-16.7510247.72
1972021.09.03 09:30sell990.051.187521.192540.00000
1982021.09.03 16:00close990.051.189161.192540.00000-8.2010239.52
1992021.09.06 06:30sell1000.051.186891.191920.00000
2002021.09.07 03:30close1000.051.187811.191920.00000-4.4310235.09
2012021.09.07 09:00sell1010.051.187151.192180.00000
2022021.09.10 06:00close1010.051.183271.192180.0000020.2610255.35
2032021.09.10 19:00sell1020.051.182151.187170.00000
2042021.09.14 05:30close1020.051.181611.187170.000003.0410258.39
2052021.09.14 22:00sell1030.051.180771.185790.00000
2062021.09.15 10:30close1030.051.181441.185790.00000-3.1810255.21
2072021.09.15 20:00sell1040.051.180371.185380.00000
2082021.09.17 10:30close1040.051.178221.185380.0000011.4410266.65
2092021.09.17 16:30sell1050.051.175631.180660.00000
2102021.09.20 18:30close1050.051.173491.180660.0000010.8710277.52
2112021.09.21 17:30sell1060.051.172341.177370.00000
2122021.09.23 06:30close1060.051.170491.177370.000009.9410287.45
2132021.09.24 08:00sell1070.051.173691.178730.00000
2142021.09.28 17:30close1070.051.169261.178730.0000022.4910309.95
2152021.09.29 10:00sell1080.051.167761.172780.00000
2162021.10.01 10:00close1080.051.158781.172780.0000045.5910355.53
2172021.10.05 04:00sell1090.051.161131.166160.00000
2182021.10.06 21:00close1090.051.155181.166160.0000029.9210385.45
2192021.10.07 08:30sell1100.051.155291.160320.00000
2202021.10.07 10:00close1100.051.156841.160320.00000-7.7510377.70
2212021.10.07 16:30sell1110.051.155151.160180.00000
2222021.10.08 03:00close1110.051.155941.160180.00000-3.7810373.93
2232021.10.08 06:30sell1120.051.155051.160070.00000
2242021.10.08 13:00close1120.051.156751.160070.00000-8.5010365.43
2252021.10.11 11:30sell1130.051.156621.161650.00000
2262021.10.13 03:30close1130.051.153631.161650.0000015.2910380.72
2272021.10.14 08:30sell1140.051.158771.163810.00000
2282021.10.14 10:30close1140.051.161041.163810.00000-11.3510369.37
2292021.10.15 15:30sell1150.051.159341.164360.00000
2302021.10.19 03:30close1150.051.162181.164360.00000-13.8610355.51
2312021.10.19 19:00sell1160.051.163181.168200.00000
2322021.10.20 04:30close1160.051.164491.168200.00000-6.3810349.13
2332021.10.20 10:30sell1170.051.162501.167520.00000
2342021.10.22 09:30close1170.051.163241.167520.00000-3.0110346.12
2352021.10.25 12:30sell1180.051.163071.168080.00000
2362021.10.28 16:00close1180.051.163041.168080.000001.0110347.13
2372021.10.29 05:00sell1190.051.167731.172760.00000
2382021.11.01 18:00close1190.051.158391.172760.0000046.8710394.00
2392021.11.02 12:00sell1200.051.158861.163890.00000
2402021.11.03 11:30close1200.051.158831.163890.000000.3210394.32
2412021.11.03 16:30sell1210.051.157181.162200.00000
2422021.11.03 22:00close1210.051.161041.162200.00000-19.3010375.02
2432021.11.04 06:30sell1220.051.159591.164620.00000
2442021.11.08 11:00close1220.051.157061.164620.0000012.9910388.01
2452021.11.09 03:00sell1230.051.158101.163120.00000
2462021.11.09 06:30close1230.051.159341.163120.00000-6.2010381.81
2472021.11.09 14:00sell1240.051.157981.163000.00000
2482021.11.15 04:00close1240.051.146001.163000.0000060.9310442.74
2492021.11.15 15:00sell1250.051.144081.149110.00000
2502021.11.18 04:30close1250.051.133521.149110.0000053.6610496.40
2512021.11.19 03:30sell1260.051.135901.140940.00000
2522021.11.23 09:30close1260.051.125541.140940.0000052.1410548.54
2532021.11.24 02:00sell1270.051.124441.129490.00000
2542021.11.25 10:30close1270.051.122021.129490.0000012.6110561.16
2552021.11.25 17:30sell1280.051.121001.126050.00000
2562021.11.26 02:30close1280.051.121311.126050.00000-1.3810559.78
2572021.11.29 01:30sell1290.051.128911.133950.00000
2582021.11.29 22:30close1290.051.128071.133950.000004.2010563.98
2592021.11.30 18:00sell1300.051.125911.130940.00000
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2612021.12.01 11:00sell1310.051.130831.135850.00000
2622021.12.02 03:30close1310.051.132361.135850.00000-7.1410531.69
2632021.12.02 10:00sell1320.051.130991.136020.00000
2642021.12.06 12:30close1320.051.130931.136020.000000.6410532.34
2652021.12.06 18:00sell1330.051.127221.132250.00000
2662021.12.07 05:00close1330.051.129171.132250.00000-9.5810522.76
2672021.12.07 11:00sell1340.051.127511.132540.00000
2682021.12.08 15:30close1340.051.130301.132540.00000-13.7810508.98
2692021.12.09 03:30sell1350.051.133361.138390.00000
2702021.12.14 11:30close1350.051.129251.138390.0000021.0610530.04
2712021.12.14 18:00sell1360.051.127271.132300.00000
2722021.12.15 22:30close1360.051.129171.132300.00000-9.3310520.72
2732021.12.17 16:00sell1370.051.130731.135750.00000
2742021.12.20 11:00close1370.051.126791.135750.0000019.8710540.59
2752021.12.21 17:00sell1380.051.127331.132360.00000
2762021.12.22 12:00close1380.051.128321.132360.00000-4.7810535.81
2772021.12.23 10:00sell1390.051.132801.137820.00000
2782021.12.24 07:00close1390.051.133481.137820.00000-3.2310532.58
2792021.12.24 15:30sell1400.051.131681.136750.00000
2802021.12.29 17:47s/l1400.051.136751.136750.00000-24.8410507.74
2812021.12.30 06:00sell1410.051.133771.138800.00000
2822021.12.30 23:59close at stop1410.051.132801.138800.000004.8510512.59