Strategy Tester Report
CCI_PerR
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_CCIOption ="---------------------------------------------------"; p_CCIPeriod=14; p_CCIUpperLine=100; p_CCILowerLine=-100; p_WPROption ="----------------------------------------------------"; p_WPRPeriod=14; p_WPRUpperLine=-20; p_WPRLowerLine=-80; 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452.52総利益2647.12総損失-2194.60
プロフィットファクタ1.21期待利得0.73
絶対ドローダウン45.69最大ドローダウン305.07 (2.97%)相対ドローダウン2.97% (305.07)
総取引数619売りポジション(勝率%)0 (0.00%)買いポジション(勝率%)619 (35.86%)
勝率(%)222 (35.86%)負率 (%)397 (64.14%)
最大勝トレード115.21敗トレード-44.95
平均勝トレード11.92敗トレード-5.53
最大連勝(金額)5 (34.32)連敗(金額)14 (-180.81)
最大連勝(トレード数)115.50 (2)連敗(トレード数)-180.81 (14)
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 01:30buy10.05103.2970.0000.000
22021.01.04 02:15close10.05103.1280.0000.000-8.199991.81
32021.01.04 08:15buy20.06103.0400.0000.000
42021.01.04 09:15close20.06102.9630.0000.000-4.499987.32
52021.01.04 14:00buy30.07102.8610.0000.000
62021.01.04 22:00close30.07103.1110.0000.00016.9710004.29
72021.01.05 02:15buy40.05103.1850.0000.000
82021.01.05 05:00close40.05103.1120.0000.000-3.5410000.75
92021.01.05 14:30buy50.06102.9050.0000.000
102021.01.05 17:00close50.06102.8170.0000.000-5.149995.61
112021.01.05 23:00buy60.07102.7000.0000.000
122021.01.06 01:45close60.07102.6600.0000.000-2.419993.20
132021.01.06 03:30buy70.08102.7910.0000.000
142021.01.06 07:30close70.08102.7590.0000.000-2.499990.71
152021.01.06 10:30buy80.10102.8080.0000.000
162021.01.06 13:45close80.10102.7720.0000.000-3.509987.21
172021.01.06 14:45buy90.12102.8790.0000.000
182021.01.06 20:30close90.12103.1690.0000.00033.7310020.94
192021.01.07 03:30buy100.05103.1360.0000.000
202021.01.07 15:15close100.05103.5560.0000.00020.2810041.22
212021.01.07 16:30buy110.05103.7440.0000.000
222021.01.08 00:00close110.05103.7960.0000.0002.7310043.94
232021.01.08 03:15buy120.05103.9690.0000.000
242021.01.08 11:30close120.05103.8510.0000.000-5.6810038.26
252021.01.08 15:15buy130.06103.8930.0000.000
262021.01.08 15:45close130.06103.6840.0000.000-12.0910026.17
272021.01.08 17:15buy140.07103.9310.0000.000
282021.01.11 00:00close140.07103.8820.0000.000-2.9810023.19
292021.01.11 01:45buy150.08104.0650.0000.000
302021.01.11 08:30close150.08104.1330.0000.0005.2210028.41
312021.01.11 14:15buy160.05104.2190.0000.000
322021.01.11 18:15close160.05104.2170.0000.000-0.1010028.31
332021.01.11 23:00buy170.06104.1800.0000.000
342021.01.12 01:45close170.06104.1410.0000.000-1.9810026.33
352021.01.12 03:15buy180.07104.2510.0000.000
362021.01.12 07:45close180.07104.2700.0000.0001.2810027.61
372021.01.12 13:00buy190.05104.2590.0000.000
382021.01.12 17:45close190.05104.1930.0000.000-3.1710024.44
392021.01.13 06:45buy200.06103.6220.0000.000
402021.01.13 15:45close200.06103.8700.0000.00014.3310038.77
412021.01.13 18:00buy210.05103.9220.0000.000
422021.01.13 20:15close210.05103.7930.0000.000-6.2110032.56
432021.01.14 02:45buy220.06103.8970.0000.000
442021.01.14 07:45close220.06103.9880.0000.0005.2510037.81
452021.01.14 14:45buy230.05104.0490.0000.000
462021.01.14 17:45close230.05103.8690.0000.000-8.6610029.15
472021.01.15 01:45buy240.06103.8440.0000.000
482021.01.15 02:30close240.06103.7490.0000.000-5.4910023.66
492021.01.15 08:00buy250.07103.8070.0000.000
502021.01.15 08:30close250.07103.7620.0000.000-3.0410020.62
512021.01.15 16:00buy260.08103.7590.0000.000
522021.01.18 00:00close260.08103.8170.0000.0004.8310025.45
532021.01.18 01:45buy270.05103.8870.0000.000
542021.01.18 03:15close270.05103.7660.0000.000-5.8310019.62
552021.01.18 10:00buy280.06103.7590.0000.000
562021.01.18 13:15close280.06103.7520.0000.000-0.4010019.22
572021.01.19 00:30buy290.07103.7180.0000.000
582021.01.19 10:30close290.07103.9860.0000.00018.0410037.26
592021.01.19 17:15buy300.05104.0350.0000.000
602021.01.19 18:15close300.05103.8650.0000.000-8.1810029.08
612021.01.20 01:00buy310.06103.9300.0000.000
622021.01.20 02:15close310.06103.8700.0000.000-3.4710025.61
632021.01.20 09:15buy320.07103.7980.0000.000
642021.01.20 09:45close320.07103.7220.0000.000-5.1310020.48
652021.01.20 10:45buy330.08103.8190.0000.000
662021.01.20 16:00close330.08103.7450.0000.000-5.7110014.77
672021.01.21 02:15buy340.10103.5820.0000.000
682021.01.21 05:00close340.10103.5290.0000.000-5.1210009.65
692021.01.21 09:45buy350.12103.4840.0000.000
702021.01.21 12:15close350.12103.4000.0000.000-9.759999.90
712021.01.21 15:00buy360.14103.4500.0000.000
722021.01.21 21:15close360.14103.5190.0000.0009.3310009.23
732021.01.22 02:30buy370.05103.5640.0000.000
742021.01.22 05:30close370.05103.5160.0000.000-2.3210006.91
752021.01.22 07:45buy380.06103.5830.0000.000
762021.01.22 23:15close380.06103.7720.0000.00010.9310017.84
772021.01.25 03:30buy390.05103.8560.0000.000
782021.01.25 05:45close390.05103.7530.0000.000-4.9610012.88
792021.01.25 11:15buy400.06103.7790.0000.000
802021.01.25 15:00close400.06103.7700.0000.000-0.5210012.36
812021.01.25 17:00buy410.07103.9070.0000.000
822021.01.25 21:00close410.07103.7600.0000.000-9.9210002.44
832021.01.25 22:00buy420.08103.8000.0000.000
842021.01.26 00:00close420.08103.7330.0000.000-4.819997.63
852021.01.26 02:15buy430.10103.7900.0000.000
862021.01.26 03:00close430.10103.7440.0000.000-4.439993.20
872021.01.26 06:45buy440.12103.7560.0000.000
882021.01.26 13:45close440.12103.7510.0000.000-0.589992.62
892021.01.26 19:00buy450.14103.6920.0000.000
902021.01.26 21:45close450.14103.6510.0000.000-5.549987.08
912021.01.27 03:15buy460.17103.7010.0000.000
922021.01.27 07:45close460.17103.6900.0000.000-1.809985.28
932021.01.27 10:45buy470.21103.7180.0000.000
942021.01.28 07:30close470.21104.2760.0000.000115.2110100.48
952021.01.28 09:30buy480.05104.3550.0000.000
962021.01.28 12:45close480.05104.2590.0000.000-4.6010095.88
972021.01.28 14:45buy490.06104.3460.0000.000
982021.01.28 17:30close490.06104.2870.0000.000-3.3910092.49
992021.01.28 23:45buy500.07104.2660.0000.000
1002021.01.29 08:00close500.07104.4770.0000.00014.4610106.95
1012021.01.29 09:30buy510.05104.5350.0000.000
1022021.01.29 14:30close510.05104.6530.0000.0005.6410112.59
1032021.01.29 16:30buy520.05104.7590.0000.000
1042021.01.29 18:45close520.05104.6610.0000.000-4.6810107.91
1052021.01.29 22:00buy530.06104.7500.0000.000
1062021.02.01 00:00close530.06104.7760.0000.0001.7610109.67
1072021.02.01 00:15buy540.05104.7890.0000.000
1082021.02.01 01:45close540.05104.6970.0000.000-4.3910105.28
1092021.02.01 09:30buy550.06104.7280.0000.000
1102021.02.01 14:15close550.06104.8480.0000.0006.8710112.15
1112021.02.01 15:30buy560.05104.9730.0000.000
1122021.02.01 21:30close560.05104.9240.0000.000-2.3410109.81
1132021.02.02 04:45buy570.06104.9280.0000.000
1142021.02.02 10:30close570.06104.9520.0000.0001.3710111.18
1152021.02.02 14:00buy580.05105.0300.0000.000
1162021.02.02 22:45close580.05105.0610.0000.0001.4810112.66
1172021.02.03 06:45buy590.05105.0250.0000.000
1182021.02.03 15:15close590.05105.0430.0000.0000.8610113.52
1192021.02.03 17:30buy600.05105.0710.0000.000
1202021.02.03 20:00close600.05105.0060.0000.000-3.1010110.42
1212021.02.04 03:00buy610.06105.0540.0000.000
1222021.02.05 02:45close610.06105.4950.0000.00025.3510135.77
1232021.02.05 06:45buy620.05105.5680.0000.000
1242021.02.05 07:45close620.05105.5310.0000.000-1.7510134.02
1252021.02.05 12:15buy630.06105.5330.0000.000
1262021.02.05 15:45close630.06105.5380.0000.0000.2810134.30
1272021.02.08 02:15buy640.05105.4200.0000.000
1282021.02.08 09:45close640.05105.4720.0000.0002.4710136.77
1292021.02.08 10:30buy650.05105.5740.0000.000
1302021.02.08 15:00close650.05105.5540.0000.000-0.9510135.82
1312021.02.08 23:15buy660.06105.2460.0000.000
1322021.02.09 02:15close660.06105.1830.0000.000-3.3210132.50
1332021.02.10 02:45buy670.07104.6230.0000.000
1342021.02.10 05:15close670.07104.5470.0000.000-5.0910127.41
1352021.02.10 08:45buy680.08104.5860.0000.000
1362021.02.10 09:30close680.08104.5340.0000.000-3.9810123.43
1372021.02.10 11:45buy690.10104.6890.0000.000
1382021.02.10 15:45close690.10104.6030.0000.000-8.2210115.21
1392021.02.10 19:15buy700.12104.6940.0000.000
1402021.02.10 21:15close700.12104.6450.0000.000-5.6210109.59
1412021.02.11 02:15buy710.14104.6430.0000.000
1422021.02.11 03:15close710.14104.5910.0000.000-6.9610102.63
1432021.02.11 10:15buy720.17104.6600.0000.000
1442021.02.11 15:15close720.17104.6510.0000.000-1.4610101.17
1452021.02.11 19:30buy730.21104.7960.0000.000
1462021.02.11 22:15close730.21104.7360.0000.000-12.0310089.14
1472021.02.12 01:30buy740.25104.7710.0000.000
1482021.02.12 06:45close740.25104.7920.0000.0005.0110094.15
1492021.02.12 08:00buy750.05104.8720.0000.000
1502021.02.12 18:00close750.05104.9610.0000.0004.2410098.39
1512021.02.12 21:45buy760.05104.9740.0000.000
1522021.02.12 23:45close760.05104.9360.0000.000-1.8110096.58
1532021.02.15 00:30buy770.06104.9930.0000.000
1542021.02.15 04:30close770.06104.9990.0000.0000.3410096.92
1552021.02.15 08:30buy780.05105.0970.0000.000
1562021.02.15 19:30close780.05105.3280.0000.00010.9710107.89
1572021.02.15 23:30buy790.05105.3600.0000.000
1582021.02.16 00:15close790.05105.3340.0000.000-1.0010106.88
1592021.02.16 01:30buy800.06105.3650.0000.000
1602021.02.16 07:45close800.06105.4210.0000.0003.1910110.07
1612021.02.16 14:30buy810.05105.4380.0000.000
1622021.02.17 04:00close810.05106.0330.0000.00028.2910138.36
1632021.02.17 09:15buy820.05106.0000.0000.000
1642021.02.17 11:15close820.05105.8690.0000.000-6.1910132.17
1652021.02.17 14:30buy830.06106.0490.0000.000
1662021.02.17 16:30close830.06105.9520.0000.000-5.4910126.68
1672021.02.17 21:30buy840.07105.9140.0000.000
1682021.02.18 00:00close840.07105.8640.0000.000-2.3610124.31
1692021.02.18 05:45buy850.08105.8860.0000.000
1702021.02.18 09:45close850.08105.8200.0000.000-4.9910119.32
1712021.02.18 16:15buy860.10105.7450.0000.000
1722021.02.18 20:00close860.10105.6510.0000.000-8.9010110.42
1732021.02.19 00:00buy870.12105.7050.0000.000
1742021.02.19 04:45close870.12105.6410.0000.000-7.2710103.15
1752021.02.19 15:45buy880.14105.4450.0000.000
1762021.02.19 20:00close880.14105.4320.0000.000-1.7310101.42
1772021.02.22 01:15buy890.17105.5580.0000.000
1782021.02.22 12:00close890.17105.6510.0000.00014.9610116.38
1792021.02.22 22:15buy900.05105.0810.0000.000
1802021.02.23 01:15close900.05105.0240.0000.000-2.4810113.90
1812021.02.23 05:15buy910.06105.0230.0000.000
1822021.02.23 14:15close910.06105.1900.0000.0009.5310123.43
1832021.02.23 15:00buy920.05105.3210.0000.000
1842021.02.23 17:15close920.05105.1840.0000.000-6.5110116.92
1852021.02.23 20:45buy930.06105.2570.0000.000
1862021.02.24 00:30close930.06105.2440.0000.000-0.4710116.45
1872021.02.24 02:00buy940.07105.2980.0000.000
1882021.02.24 09:00close940.07105.4760.0000.00011.8110128.26
1892021.02.24 09:45buy950.05105.5600.0000.000
1902021.02.24 19:00close950.05105.9160.0000.00016.8110145.07
1912021.02.25 01:45buy960.05105.9200.0000.000
1922021.02.25 06:00close960.05105.9680.0000.0002.2610147.33
1932021.02.25 09:30buy970.05105.9760.0000.000
1942021.02.25 16:45close970.05106.0800.0000.0004.9010152.23
1952021.02.25 17:45buy980.05106.1960.0000.000
1962021.02.25 20:30close980.05106.0910.0000.000-4.9510147.28
1972021.02.26 01:30buy990.06106.3490.0000.000
1982021.02.26 04:00close990.06106.1460.0000.000-11.4710135.81
1992021.02.26 07:15buy1000.07106.2050.0000.000
2002021.02.26 09:30close1000.07106.0560.0000.000-9.8310125.98
2012021.02.26 12:00buy1010.08106.4880.0000.000
2022021.02.26 21:15close1010.08106.5550.0000.0005.0310131.01
2032021.03.01 03:30buy1020.05106.6240.0000.000
2042021.03.01 06:45close1020.05106.5230.0000.000-4.7410126.27
2052021.03.01 09:15buy1030.06106.5750.0000.000
2062021.03.01 16:00close1030.06106.6470.0000.0004.0510130.32
2072021.03.01 19:30buy1040.05106.7180.0000.000
2082021.03.01 23:00close1040.05106.7660.0000.0002.2510132.57
2092021.03.02 01:30buy1050.05106.8250.0000.000
2102021.03.02 05:00close1050.05106.7430.0000.000-3.8410128.73
2112021.03.02 07:45buy1060.06106.8490.0000.000
2122021.03.02 16:30close1060.06106.8110.0000.000-2.1310126.60
2132021.03.02 23:15buy1070.07106.7560.0000.000
2142021.03.02 23:45close1070.07106.7170.0000.000-2.5610124.04
2152021.03.03 01:30buy1080.08106.7710.0000.000
2162021.03.03 09:30close1080.08106.8370.0000.0004.9410128.98
2172021.03.03 10:45buy1090.05106.9050.0000.000
2182021.03.03 15:15close1090.05106.8930.0000.000-0.5610128.42
2192021.03.03 16:45buy1100.06107.0720.0000.000
2202021.03.04 06:15close1100.06107.0120.0000.000-2.5510125.87
2212021.03.04 08:15buy1110.07107.0890.0000.000
2222021.03.05 02:30close1110.07107.8880.0000.00052.1610178.02
2232021.03.05 05:45buy1120.05107.9370.0000.000
2242021.03.05 13:45close1120.05108.3880.0000.00020.8010198.82
2252021.03.05 21:30buy1130.05108.3460.0000.000
2262021.03.08 06:45close1130.05108.3860.0000.0002.0810200.90
2272021.03.08 08:45buy1140.05108.4340.0000.000
2282021.03.09 09:30close1140.05109.0270.0000.00027.4310228.32
2292021.03.09 14:15buy1150.05108.8220.0000.000
2302021.03.09 16:30close1150.05108.6740.0000.000-6.8110221.51
2312021.03.09 23:45buy1160.06108.5220.0000.000
2322021.03.10 10:00close1160.06108.7280.0000.00011.6410233.15
2332021.03.10 13:30buy1170.05108.8150.0000.000
2342021.03.10 15:15close1170.05108.5710.0000.000-11.2410221.91
2352021.03.11 01:30buy1180.06108.4490.0000.000
2362021.03.11 10:30close1180.06108.5200.0000.0003.9310225.84
2372021.03.11 14:15buy1190.05108.5520.0000.000
2382021.03.11 18:30close1190.05108.4630.0000.000-4.1010221.74
2392021.03.11 23:45buy1200.06108.4850.0000.000
2402021.03.12 13:15close1200.06109.0300.0000.00030.2610252.00
2412021.03.12 16:00buy1210.05109.0820.0000.000
2422021.03.12 18:30close1210.05108.9970.0000.000-3.9010248.10
2432021.03.12 20:45buy1220.06109.0830.0000.000
2442021.03.12 23:00close1220.06109.0070.0000.000-4.1810243.92
2452021.03.15 01:45buy1230.07109.0710.0000.000
2462021.03.15 04:30close1230.07108.9370.0000.000-8.6110235.31
2472021.03.15 05:30buy1240.08109.1840.0000.000
2482021.03.15 10:45close1240.08109.1510.0000.000-2.4210232.89
2492021.03.15 15:00buy1250.10109.1780.0000.000
2502021.03.15 18:30close1250.10109.1490.0000.000-2.6610230.23
2512021.03.15 22:15buy1260.12109.1760.0000.000
2522021.03.15 23:00close1260.12109.1060.0000.000-7.7010222.53
2532021.03.16 03:30buy1270.14109.2000.0000.000
2542021.03.16 06:30close1270.14109.1580.0000.000-5.3910217.14
2552021.03.16 10:30buy1280.17109.2330.0000.000
2562021.03.16 13:45close1280.17109.1480.0000.000-13.2410203.90
2572021.03.16 18:45buy1290.21109.0710.0000.000
2582021.03.17 12:45close1290.21109.0730.0000.0001.3410205.24
2592021.03.17 14:15buy1300.05109.1660.0000.000
2602021.03.17 17:30close1300.05109.1450.0000.000-0.9610204.28
2612021.03.17 18:15buy1310.06109.2330.0000.000
2622021.03.17 21:15close1310.06109.0130.0000.000-12.1110192.17
2632021.03.18 03:00buy1320.07108.9010.0000.000
2642021.03.18 06:15close1320.07108.8120.0000.000-5.7310186.44
2652021.03.18 10:30buy1330.08109.1030.0000.000
2662021.03.18 14:15close1330.08108.9930.0000.000-8.0710178.37
2672021.03.18 15:45buy1340.10109.1030.0000.000
2682021.03.18 18:15close1340.10109.0430.0000.000-5.5010172.87
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