Strategy Tester Report
ChillOut
TitanFX-Demo01 (Build 1355)
通貨ペア | EURJPY (Euro 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=2; p_MAOption ="---------------------------------------------------"; p_MACandle=4; p_MAShortPeriod=28; p_MAMiddlePeriod=76; p_MALongPeriod=150; p_MAMethod=0; p_MFIOption ="---------------------------------------------------"; p_MFIPeriod=14; p_MFIUpperLine=80; p_MFILowerLine=25; p_entryOption ="---------------------------------------------------"; p_entryLot=0.05; p_slippage=2; p_stopLoss=50; p_takeProfit=250; p_otherOption ="---------------------------------------------------"; p_maxPosition=1; p_magicNumber=7097853; |
|
テストバー数 | 12532 | モデルティック数 | 23378780 | 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 | 193.69 | 総利益 | 459.77 | 総損失 | -266.08 |
プロフィットファクタ | 1.73 | 期待利得 | 2.93 | | |
絶対ドローダウン | 14.93 | 最大ドローダウン | 108.06 (1.07%) | 相対ドローダウン | 1.07% (108.06) |
|
総取引数 | 66 | 売りポジション(勝率%) | 37 (43.24%) | 買いポジション(勝率%) | 29 (44.83%) |
| 勝率(%) | 29 (43.94%) | 負率 (%) | 37 (56.06%) |
最大 | 勝トレード | 86.09 | 敗トレード | -17.60 |
平均 | 勝トレード | 15.85 | 敗トレード | -7.19 |
最大 | 連勝(金額) | 4 (119.72) | 連敗(金額) | 4 (-26.81) |
最大 | 連勝(トレード数) | 119.72 (4) | 連敗(トレード数) | -29.13 (2) |
平均 | 連勝 | 2 | 連敗 | 2 |
# | 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 |
1 | 2021.01.12 02:00 | sell | 1 | 0.05 | 126.639 | 127.148 | 124.139 | |
2 | 2021.01.12 11:30 | close | 1 | 0.05 | 126.862 | 127.148 | 124.139 | -7.71 | 9992.29 |
3 | 2021.01.14 18:00 | sell | 2 | 0.05 | 126.015 | 126.521 | 123.515 | |
4 | 2021.01.19 03:00 | close | 2 | 0.05 | 125.364 | 126.521 | 123.515 | 21.99 | 10014.28 |
5 | 2021.01.29 11:30 | buy | 3 | 0.05 | 126.865 | 126.357 | 129.365 | |
6 | 2021.02.01 00:00 | close | 3 | 0.05 | 127.100 | 126.357 | 129.365 | 8.13 | 10022.40 |
7 | 2021.02.02 18:00 | sell | 4 | 0.05 | 126.413 | 126.915 | 123.913 | |
8 | 2021.02.03 23:30 | close | 4 | 0.05 | 126.412 | 126.915 | 123.913 | -0.14 | 10022.26 |
9 | 2021.02.12 23:30 | buy | 5 | 0.05 | 127.188 | 126.679 | 129.688 | |
10 | 2021.02.17 07:00 | close | 5 | 0.05 | 128.013 | 126.679 | 129.688 | 28.52 | 10050.77 |
11 | 2021.02.24 11:30 | buy | 6 | 0.05 | 128.730 | 128.226 | 131.230 | |
12 | 2021.02.26 02:30 | close | 6 | 0.05 | 128.983 | 128.226 | 131.230 | 8.72 | 10059.50 |
13 | 2021.03.01 12:00 | sell | 7 | 0.05 | 128.480 | 128.985 | 125.980 | |
14 | 2021.03.02 02:00 | close | 7 | 0.05 | 128.740 | 128.985 | 125.980 | -9.16 | 10050.33 |
15 | 2021.03.02 04:30 | sell | 8 | 0.05 | 128.546 | 129.051 | 126.046 | |
16 | 2021.03.02 13:30 | close | 8 | 0.05 | 128.607 | 129.051 | 126.046 | -2.11 | 10048.22 |
17 | 2021.03.11 09:00 | buy | 9 | 0.05 | 129.773 | 129.266 | 132.273 | |
18 | 2021.03.12 17:30 | close | 9 | 0.05 | 129.999 | 129.266 | 132.273 | 7.81 | 10056.03 |
19 | 2021.03.22 11:00 | sell | 10 | 0.05 | 129.167 | 129.672 | 126.667 | |
20 | 2021.03.22 14:30 | close | 10 | 0.05 | 129.578 | 129.672 | 126.667 | -14.21 | 10041.82 |
21 | 2021.03.24 00:30 | sell | 11 | 0.05 | 128.732 | 129.247 | 126.232 | |
22 | 2021.03.25 04:00 | close | 11 | 0.05 | 128.672 | 129.247 | 126.232 | 1.57 | 10043.38 |
23 | 2021.03.26 15:30 | buy | 12 | 0.05 | 129.256 | 128.750 | 131.756 | |
24 | 2021.03.29 08:30 | close | 12 | 0.05 | 128.901 | 128.750 | 131.756 | -12.27 | 10031.11 |
25 | 2021.03.30 06:30 | buy | 13 | 0.05 | 129.422 | 128.917 | 131.922 | |
26 | 2021.03.30 19:00 | close | 13 | 0.05 | 129.189 | 128.917 | 131.922 | -8.06 | 10023.05 |
27 | 2021.03.31 04:00 | buy | 14 | 0.05 | 129.758 | 129.251 | 132.258 | |
28 | 2021.04.01 03:30 | close | 14 | 0.05 | 129.809 | 129.251 | 132.258 | 1.75 | 10024.80 |
29 | 2021.04.02 00:30 | buy | 15 | 0.05 | 130.269 | 129.765 | 132.769 | |
30 | 2021.04.02 14:30 | close | 15 | 0.05 | 130.036 | 129.765 | 132.769 | -8.05 | 10016.75 |
31 | 2021.04.06 04:30 | buy | 16 | 0.05 | 130.231 | 129.727 | 132.731 | |
32 | 2021.04.06 15:30 | close | 16 | 0.05 | 130.145 | 129.727 | 132.731 | -2.97 | 10013.78 |
33 | 2021.04.14 06:00 | sell | 17 | 0.05 | 130.187 | 130.693 | 127.687 | |
34 | 2021.04.14 08:00 | close | 17 | 0.05 | 130.336 | 130.693 | 127.687 | -5.15 | 10008.63 |
35 | 2021.04.19 07:00 | sell | 18 | 0.05 | 129.893 | 130.398 | 127.393 | |
36 | 2021.04.19 14:00 | close | 18 | 0.05 | 130.201 | 130.398 | 127.393 | -10.64 | 9997.99 |
37 | 2021.04.26 00:06 | buy | 19 | 0.05 | 130.562 | 129.970 | 133.062 | |
38 | 2021.04.30 05:30 | close | 19 | 0.05 | 131.808 | 129.970 | 133.062 | 43.05 | 10041.04 |
39 | 2021.05.04 16:00 | sell | 20 | 0.05 | 131.194 | 131.699 | 128.694 | |
40 | 2021.05.06 04:30 | close | 20 | 0.05 | 131.289 | 131.699 | 128.694 | -3.97 | 10037.07 |
41 | 2021.05.07 23:30 | buy | 21 | 0.05 | 132.092 | 131.584 | 134.592 | |
42 | 2021.05.10 23:00 | close | 21 | 0.05 | 132.067 | 131.584 | 134.592 | -0.87 | 10036.20 |
43 | 2021.05.14 20:00 | buy | 22 | 0.05 | 132.791 | 132.288 | 135.291 | |
44 | 2021.05.17 09:30 | close | 22 | 0.05 | 132.547 | 132.288 | 135.291 | -8.44 | 10027.75 |
45 | 2021.05.18 11:30 | buy | 23 | 0.05 | 133.000 | 132.495 | 135.500 | |
46 | 2021.05.19 16:30 | close | 23 | 0.05 | 133.032 | 132.495 | 135.500 | 1.11 | 10028.86 |
47 | 2021.05.25 15:30 | buy | 24 | 0.05 | 133.556 | 133.053 | 136.056 | |
48 | 2021.05.25 21:30 | close | 24 | 0.05 | 133.176 | 133.053 | 136.056 | -13.14 | 10015.72 |
49 | 2021.05.27 19:00 | buy | 25 | 0.05 | 133.913 | 133.409 | 136.413 | |
50 | 2021.05.31 04:00 | close | 25 | 0.05 | 133.822 | 133.409 | 136.413 | -3.16 | 10012.56 |
51 | 2021.06.04 05:30 | sell | 26 | 0.05 | 133.579 | 134.085 | 131.079 | |
52 | 2021.06.07 19:00 | close | 26 | 0.05 | 133.283 | 134.085 | 131.079 | 10.06 | 10022.62 |
53 | 2021.06.09 18:00 | buy | 27 | 0.05 | 133.553 | 133.050 | 136.053 | |
54 | 2021.06.10 04:30 | close | 27 | 0.05 | 133.336 | 133.050 | 136.053 | -7.52 | 10015.09 |
55 | 2021.06.11 15:30 | sell | 28 | 0.05 | 132.903 | 133.407 | 130.403 | |
56 | 2021.06.14 16:00 | close | 28 | 0.05 | 133.019 | 133.407 | 130.403 | -4.18 | 10010.91 |
57 | 2021.06.17 10:00 | sell | 29 | 0.05 | 132.638 | 133.142 | 130.138 | |
58 | 2021.06.21 06:36 | t/p | 29 | 0.05 | 130.138 | 133.142 | 130.138 | 86.09 | 10097.00 |
59 | 2021.06.22 20:00 | buy | 30 | 0.05 | 132.122 | 131.620 | 134.622 | |
60 | 2021.06.24 08:30 | close | 30 | 0.05 | 132.201 | 131.620 | 134.622 | 2.71 | 10099.71 |
61 | 2021.06.28 08:00 | sell | 31 | 0.05 | 131.924 | 132.430 | 129.424 | |
62 | 2021.06.30 18:00 | close | 31 | 0.05 | 131.612 | 132.430 | 129.424 | 10.45 | 10110.15 |
63 | 2021.07.06 23:30 | sell | 32 | 0.05 | 130.813 | 131.316 | 128.313 | |
64 | 2021.07.09 08:30 | close | 32 | 0.05 | 130.196 | 131.316 | 128.313 | 20.47 | 10130.63 |
65 | 2021.07.13 03:30 | buy | 33 | 0.05 | 130.913 | 130.408 | 133.413 | |
66 | 2021.07.13 11:00 | close | 33 | 0.05 | 130.806 | 130.408 | 133.413 | -3.70 | 10126.93 |
67 | 2021.07.14 18:00 | sell | 34 | 0.05 | 130.116 | 130.620 | 127.616 | |
68 | 2021.07.16 04:30 | close | 34 | 0.05 | 129.845 | 130.620 | 127.616 | 8.68 | 10135.61 |
69 | 2021.07.19 13:30 | sell | 35 | 0.05 | 129.191 | 129.695 | 126.691 | |
70 | 2021.07.19 22:30 | close | 35 | 0.05 | 129.102 | 129.695 | 126.691 | 3.08 | 10138.69 |
71 | 2021.07.21 23:00 | buy | 36 | 0.05 | 130.127 | 129.621 | 132.627 | |
72 | 2021.07.22 18:30 | close | 36 | 0.05 | 129.675 | 129.621 | 132.627 | -15.64 | 10123.05 |
73 | 2021.08.03 18:00 | sell | 37 | 0.05 | 129.198 | 129.702 | 126.698 | |
74 | 2021.08.04 11:00 | close | 37 | 0.05 | 129.583 | 129.702 | 126.698 | -13.48 | 10109.56 |
75 | 2021.08.13 22:00 | sell | 38 | 0.05 | 129.265 | 129.770 | 126.765 | |
76 | 2021.08.18 07:30 | close | 38 | 0.05 | 128.503 | 129.770 | 126.765 | 25.83 | 10135.39 |
77 | 2021.08.19 13:30 | sell | 39 | 0.05 | 128.230 | 128.735 | 125.730 | |
78 | 2021.08.20 17:00 | close | 39 | 0.05 | 128.276 | 128.735 | 125.730 | -1.76 | 10133.63 |
79 | 2021.08.25 18:00 | buy | 40 | 0.05 | 129.357 | 128.854 | 131.857 | |
80 | 2021.08.26 22:00 | close | 40 | 0.05 | 129.306 | 128.854 | 131.857 | -1.78 | 10131.84 |
81 | 2021.09.01 05:30 | buy | 41 | 0.05 | 130.094 | 129.587 | 132.594 | |
82 | 2021.09.03 13:30 | close | 41 | 0.05 | 130.509 | 129.587 | 132.594 | 14.33 | 10146.18 |
83 | 2021.09.09 16:30 | sell | 42 | 0.05 | 129.919 | 130.422 | 127.419 | |
84 | 2021.09.10 10:00 | close | 42 | 0.05 | 130.039 | 130.422 | 127.419 | -4.31 | 10141.86 |
85 | 2021.09.14 23:30 | sell | 43 | 0.05 | 129.480 | 129.989 | 126.980 | |
86 | 2021.09.16 23:00 | close | 43 | 0.05 | 129.115 | 129.989 | 126.980 | 11.93 | 10153.80 |
87 | 2021.09.20 10:00 | sell | 44 | 0.05 | 128.662 | 129.167 | 126.162 | |
88 | 2021.09.21 05:00 | close | 44 | 0.05 | 128.565 | 129.167 | 126.162 | 3.18 | 10156.98 |
89 | 2021.09.21 21:00 | sell | 45 | 0.05 | 128.116 | 128.619 | 125.616 | |
90 | 2021.09.22 04:30 | close | 45 | 0.05 | 128.397 | 128.619 | 125.616 | -9.88 | 10147.09 |
91 | 2021.09.23 11:30 | buy | 46 | 0.05 | 128.916 | 128.411 | 131.416 | |
92 | 2021.09.27 06:30 | close | 46 | 0.05 | 129.612 | 128.411 | 131.416 | 24.06 | 10171.16 |
93 | 2021.09.28 07:30 | buy | 47 | 0.05 | 130.021 | 129.514 | 132.521 | |
94 | 2021.09.29 10:30 | close | 47 | 0.05 | 129.871 | 129.514 | 132.521 | -5.19 | 10165.96 |
95 | 2021.09.30 17:30 | sell | 48 | 0.05 | 129.464 | 129.968 | 126.964 | |
96 | 2021.10.04 09:00 | close | 48 | 0.05 | 128.812 | 129.968 | 126.964 | 22.20 | 10188.16 |
97 | 2021.10.08 23:00 | buy | 49 | 0.05 | 129.847 | 129.343 | 132.347 | |
98 | 2021.10.13 02:30 | close | 49 | 0.05 | 130.908 | 129.343 | 132.347 | 36.68 | 10224.83 |
99 | 2021.10.14 06:00 | buy | 50 | 0.05 | 131.592 | 131.085 | 134.092 | |
100 | 2021.10.18 05:30 | close | 50 | 0.05 | 132.246 | 131.085 | 134.092 | 22.60 | 10247.43 |
101 | 2021.10.22 17:30 | sell | 51 | 0.05 | 132.388 | 132.893 | 129.888 | |
102 | 2021.10.25 03:00 | close | 51 | 0.05 | 132.305 | 132.893 | 129.888 | 2.70 | 10250.13 |
103 | 2021.10.28 04:30 | sell | 52 | 0.05 | 131.938 | 132.442 | 129.438 | |
104 | 2021.10.28 16:00 | close | 52 | 0.05 | 132.222 | 132.442 | 129.438 | -9.82 | 10240.31 |
105 | 2021.11.02 13:30 | sell | 53 | 0.05 | 131.635 | 132.139 | 129.135 | |
106 | 2021.11.03 02:00 | close | 53 | 0.05 | 131.968 | 132.139 | 129.135 | -11.68 | 10228.63 |
107 | 2021.11.05 05:30 | sell | 54 | 0.05 | 131.261 | 131.765 | 128.761 | |
108 | 2021.11.08 02:30 | close | 54 | 0.05 | 131.335 | 131.765 | 128.761 | -2.73 | 10225.90 |
109 | 2021.11.09 03:30 | sell | 55 | 0.05 | 131.013 | 131.519 | 128.513 | |
110 | 2021.11.10 11:30 | close | 55 | 0.05 | 130.895 | 131.519 | 128.513 | 3.91 | 10229.81 |
111 | 2021.11.12 02:00 | sell | 56 | 0.05 | 130.552 | 131.061 | 128.052 | |
112 | 2021.11.12 09:00 | close | 56 | 0.05 | 130.731 | 131.061 | 128.052 | -6.19 | 10223.62 |
113 | 2021.11.12 11:00 | sell | 57 | 0.05 | 130.583 | 131.089 | 128.083 | |
114 | 2021.11.15 09:00 | close | 57 | 0.05 | 130.567 | 131.089 | 128.083 | 0.38 | 10224.00 |
115 | 2021.11.15 21:30 | sell | 58 | 0.05 | 129.897 | 130.401 | 127.397 | |
116 | 2021.11.17 00:30 | close | 58 | 0.05 | 130.013 | 130.401 | 127.397 | -4.35 | 10219.64 |
117 | 2021.11.17 18:00 | sell | 59 | 0.05 | 129.505 | 130.009 | 127.005 | |
118 | 2021.11.18 15:30 | close | 59 | 0.05 | 129.614 | 130.009 | 127.005 | -4.27 | 10215.37 |
119 | 2021.11.19 15:30 | sell | 60 | 0.05 | 128.430 | 128.939 | 125.930 | |
120 | 2021.11.19 16:18 | s/l | 60 | 0.05 | 128.939 | 128.939 | 125.930 | -17.60 | 10197.77 |
121 | 2021.11.26 05:30 | sell | 61 | 0.05 | 128.728 | 129.235 | 126.228 | |
122 | 2021.11.29 16:30 | close | 61 | 0.05 | 128.305 | 129.235 | 126.228 | 14.46 | 10212.23 |
123 | 2021.12.03 23:00 | sell | 62 | 0.05 | 127.527 | 128.040 | 125.027 | |
124 | 2021.12.06 11:00 | close | 62 | 0.05 | 127.794 | 128.040 | 125.027 | -9.40 | 10202.83 |
125 | 2021.12.08 20:30 | buy | 63 | 0.05 | 128.916 | 128.413 | 131.416 | |
126 | 2021.12.09 08:00 | close | 63 | 0.05 | 128.711 | 128.413 | 131.416 | -7.10 | 10195.72 |
127 | 2021.12.15 23:30 | buy | 64 | 0.05 | 128.772 | 128.262 | 131.272 | |
128 | 2021.12.16 18:30 | close | 64 | 0.05 | 128.570 | 128.262 | 131.272 | -6.99 | 10188.73 |
129 | 2021.12.22 00:30 | buy | 65 | 0.05 | 128.762 | 128.219 | 131.262 | |
130 | 2021.12.23 16:00 | close | 65 | 0.05 | 129.149 | 128.219 | 131.262 | 13.37 | 10202.09 |
131 | 2021.12.27 20:30 | buy | 66 | 0.05 | 130.128 | 129.623 | 132.628 | |
132 | 2021.12.28 16:00 | close | 66 | 0.05 | 129.885 | 129.623 | 132.628 | -8.40 | 10193.69 |