Strategy Tester Report
ChillOut
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_MAOption ="---------------------------------------------------"; p_MACandle=5; p_MAShortPeriod=25; p_MAMiddlePeriod=75; p_MALongPeriod=200; p_MAMethod=1; p_MFIOption ="---------------------------------------------------"; p_MFIPeriod=14; p_MFIUpperLine=70; p_MFILowerLine=30; p_entryOption ="---------------------------------------------------"; p_entryLot=0.05; 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307.16総利益772.47総損失-465.31
プロフィットファクタ1.66期待利得1.75
絶対ドローダウン13.27最大ドローダウン59.20 (0.58%)相対ドローダウン0.58% (59.20)
総取引数176売りポジション(勝率%)0 (0.00%)買いポジション(勝率%)176 (40.34%)
勝率(%)71 (40.34%)負率 (%)105 (59.66%)
最大勝トレード48.54敗トレード-13.46
平均勝トレード10.88敗トレード-4.43
最大連勝(金額)5 (50.48)連敗(金額)8 (-39.10)
最大連勝(トレード数)72.38 (3)連敗(トレード数)-39.10 (8)
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
12021.01.07 09:15buy10.05103.2900.0000.000
22021.01.07 21:30close10.05103.8610.0000.00027.4910027.49
32021.01.08 08:45buy20.05103.8840.0000.000
42021.01.08 13:45close20.05103.8550.0000.000-1.4010026.09
52021.01.08 19:15buy30.05103.9020.0000.000
62021.01.11 00:00close30.05103.8820.0000.000-0.7810025.31
72021.01.11 02:00buy40.05104.0890.0000.000
82021.01.11 09:30close40.05104.1350.0000.0002.2110027.52
92021.01.11 14:30buy50.05104.1970.0000.000
102021.01.11 19:15close50.05104.1170.0000.000-3.8410023.68
112021.01.12 00:00buy60.05104.2690.0000.000
122021.01.12 01:45close60.05104.1410.0000.000-6.1510017.53
132021.01.12 07:30buy70.05104.3080.0000.000
142021.01.12 08:45close70.05104.1770.0000.000-6.2910011.24
152021.01.12 15:30buy80.05104.2470.0000.000
162021.01.12 17:45close80.05104.1930.0000.000-2.5910008.65
172021.01.14 15:15buy90.05104.0980.0000.000
182021.01.14 17:45close90.05103.8690.0000.000-11.029997.63
192021.01.19 06:45buy100.05104.0030.0000.000
202021.01.19 14:30close100.05103.9360.0000.000-3.229994.41
212021.01.22 15:45buy110.05103.8300.0000.000
222021.01.25 00:00close110.05103.7810.0000.000-2.189992.22
232021.01.25 12:15buy120.05103.8110.0000.000
242021.01.25 15:15close120.05103.7320.0000.000-3.819988.41
252021.01.27 15:45buy130.05103.9910.0000.000
262021.01.28 20:15close130.05104.2530.0000.00013.1010001.51
272021.01.29 02:45buy140.05104.4730.0000.000
282021.01.29 15:30close140.05104.7270.0000.00012.1310013.64
292021.02.01 11:30buy150.05104.8770.0000.000
302021.02.02 02:00close150.05104.8830.0000.0000.4710014.11
312021.02.02 06:15buy160.05104.9500.0000.000
322021.02.02 10:45close160.05104.8710.0000.000-3.7710010.34
332021.02.02 14:45buy170.05105.0400.0000.000
342021.02.02 23:45close170.05105.0170.0000.000-1.1010009.24
352021.02.03 09:45buy180.05105.0890.0000.000
362021.02.03 15:45close180.05105.0460.0000.000-2.0510007.19
372021.02.03 19:30buy190.05105.0720.0000.000
382021.02.03 20:00close190.05105.0060.0000.000-3.1410004.05
392021.02.04 06:00buy200.05105.1180.0000.000
402021.02.05 09:15close200.05105.5020.0000.00018.3810022.43
412021.02.05 14:30buy210.05105.6730.0000.000
422021.02.05 16:45close210.05105.5100.0000.000-7.7210014.71
432021.02.08 11:00buy220.05105.6200.0000.000
442021.02.08 15:45close220.05105.5270.0000.000-4.4110010.30
452021.02.12 06:30buy230.05104.8150.0000.000
462021.02.12 18:00close230.05104.9610.0000.0006.9510017.25
472021.02.15 08:45buy240.05105.1270.0000.000
482021.02.16 11:30close240.05105.3570.0000.00011.1010028.34
492021.02.16 15:30buy250.05105.5980.0000.000
502021.02.17 04:45close250.05105.9070.0000.00014.7710043.11
512021.02.17 15:45buy260.05106.1370.0000.000
522021.02.17 16:45close260.05105.9070.0000.000-10.8610032.25
532021.02.24 10:45buy270.05105.6590.0000.000
542021.02.25 07:00close270.05105.8850.0000.00011.2010043.45
552021.02.25 10:00buy280.05106.0090.0000.000
562021.02.25 20:45close280.05106.0530.0000.0002.0710045.52
572021.02.26 00:30buy290.05106.2630.0000.000
582021.02.26 04:00close290.05106.1460.0000.000-5.5110040.01
592021.02.26 07:45buy300.05106.2190.0000.000
602021.02.26 09:30close300.05106.0560.0000.000-7.6810032.33
612021.02.26 18:00buy310.05106.5520.0000.000
622021.02.26 22:45close310.05106.5550.0000.0000.1410032.47
632021.03.01 10:45buy320.05106.6670.0000.000
642021.03.01 16:15close320.05106.5830.0000.000-3.9410028.53
652021.03.01 21:00buy330.05106.8360.0000.000
662021.03.02 00:15close330.05106.7810.0000.000-2.4010026.13
672021.03.02 03:45buy340.05106.8750.0000.000
682021.03.02 05:00close340.05106.7430.0000.000-6.1810019.95
692021.03.03 05:45buy350.05106.8730.0000.000
702021.03.03 09:45close350.05106.7870.0000.000-4.0310015.92
712021.03.03 13:15buy360.05106.9610.0000.000
722021.03.03 18:15close360.05106.8910.0000.000-3.2710012.65
732021.03.03 22:00buy370.05106.9710.0000.000
742021.03.05 03:00close370.05107.8800.0000.00042.8410055.48
752021.03.05 06:30buy380.05108.0920.0000.000
762021.03.05 17:30close380.05108.1360.0000.0002.0310057.51
772021.03.05 21:00buy390.05108.2880.0000.000
782021.03.08 07:15close390.05108.3460.0000.0002.8610060.37
792021.03.08 10:00buy400.05108.5070.0000.000
802021.03.09 09:45close400.05108.8540.0000.00016.1210076.48
812021.03.10 06:30buy410.05108.8310.0000.000
822021.03.10 10:00close410.05108.7280.0000.000-4.7410071.74
832021.03.12 07:30buy420.05108.7620.0000.000
842021.03.12 19:00close420.05108.8680.0000.0004.8710076.61
852021.03.12 22:30buy430.05109.0490.0000.000
862021.03.15 00:46close430.05108.9910.0000.000-2.4810074.13
872021.03.15 02:00buy440.05109.0880.0000.000
882021.03.15 04:30close440.05108.9370.0000.000-6.9310067.20
892021.03.15 08:15buy450.05109.1770.0000.000
902021.03.15 11:45close450.05109.0790.0000.000-4.4910062.71
912021.03.16 04:15buy460.05109.2260.0000.000
922021.03.16 07:15close460.05109.1450.0000.000-3.7110059.00
932021.03.16 11:00buy470.05109.2600.0000.000
942021.03.16 13:45close470.05109.1480.0000.000-5.1310053.87
952021.03.17 05:00buy480.05109.1390.0000.000
962021.03.17 12:45close480.05109.0730.0000.000-3.0310050.84
972021.03.17 17:15buy490.05109.1830.0000.000
982021.03.17 21:15close490.05109.0130.0000.000-7.8010043.04
992021.03.25 01:30buy500.05108.7490.0000.000
1002021.03.29 05:15close500.05109.5580.0000.00037.2710080.31
1012021.03.29 12:00buy510.05109.6370.0000.000
1022021.03.29 12:45close510.05109.5510.0000.000-3.9310076.38
1032021.03.29 17:15buy520.05109.7390.0000.000
1042021.03.30 02:00close520.05109.8110.0000.0003.4610079.84
1052021.03.30 05:15buy530.05109.9100.0000.000
1062021.03.30 20:45close530.05110.2890.0000.00017.1810097.02
1072021.03.30 22:00buy540.05110.3530.0000.000
1082021.03.31 12:00close540.05110.5140.0000.0007.4610104.48
1092021.03.31 21:45buy550.05110.7490.0000.000
1102021.04.01 04:45close550.05110.6830.0000.000-2.4510102.03
1112021.04.01 09:15buy560.05110.7530.0000.000
1122021.04.01 10:15close560.05110.6780.0000.000-3.3910098.64
1132021.04.01 13:45buy570.05110.8050.0000.000
1142021.04.01 15:15close570.05110.6980.0000.000-4.8310093.81
1152021.04.02 17:30buy580.05110.7220.0000.000
1162021.04.05 04:00close580.05110.6210.0000.000-4.3910089.41
1172021.04.05 10:00buy590.05110.6300.0000.000
1182021.04.05 10:30close590.05110.6230.0000.000-0.3210089.09
1192021.04.12 01:45buy600.05109.7390.0000.000
1202021.04.12 04:45close600.05109.5950.0000.000-6.5710082.52
1212021.04.26 20:45buy610.05108.1450.0000.000
1222021.04.27 00:15close610.05108.0820.0000.000-2.7310079.79
1232021.04.27 12:15buy620.05108.4140.0000.000
1242021.04.27 14:45close620.05108.2560.0000.000-7.3010072.49
1252021.04.27 18:30buy630.05108.5400.0000.000
1262021.04.28 17:15close630.05108.7670.0000.00010.6210083.11
1272021.04.28 21:15buy640.05108.9040.0000.000
1282021.04.28 21:45close640.05108.6390.0000.000-12.2010070.91
1292021.04.29 11:00buy650.05108.8900.0000.000
1302021.04.29 19:15close650.05108.8340.0000.000-2.5710068.34
1312021.04.30 17:00buy660.05109.0080.0000.000
1322021.05.03 12:45close660.05109.5040.0000.00022.8310091.16
1332021.05.04 09:30buy670.05109.3350.0000.000
1342021.05.04 14:45close670.05109.2660.0000.000-3.1610088.00
1352021.05.04 19:30buy680.05109.3300.0000.000
1362021.05.04 20:15close680.05109.2490.0000.000-3.7110084.29
1372021.05.05 00:45buy690.05109.3270.0000.000
1382021.05.05 05:30close690.05109.2740.0000.000-2.4310081.86
1392021.05.05 09:15buy700.05109.3930.0000.000
1402021.05.05 13:15close700.05109.3500.0000.000-1.9710079.89
1412021.05.06 06:00buy710.05109.3390.0000.000
1422021.05.06 09:45close710.05109.2650.0000.000-3.3910076.50
1432021.05.12 17:15buy720.05109.3900.0000.000
1442021.05.13 10:15close720.05109.5040.0000.0005.7410082.24
1452021.05.13 13:45buy730.05109.6480.0000.000
1462021.05.13 15:45close730.05109.5360.0000.000-5.1110077.13
1472021.05.20 03:00buy740.05109.2660.0000.000
1482021.05.20 04:45close740.05109.1230.0000.000-6.5510070.58
1492021.05.26 21:00buy750.05109.1510.0000.000
1502021.05.27 00:00close750.05109.1360.0000.000-0.1610070.42
1512021.05.27 15:15buy760.05109.3860.0000.000
1522021.05.28 18:30close760.05109.9060.0000.00023.8410094.26
1532021.05.31 03:15buy770.05109.9220.0000.000
1542021.05.31 04:00close770.05109.7670.0000.000-7.0610087.20
1552021.06.03 08:00buy780.05109.7170.0000.000
1562021.06.03 13:15close780.05109.6760.0000.000-1.8710085.33
1572021.06.03 15:30buy790.05109.9310.0000.000
1582021.06.04 11:00close790.05110.1810.0000.00011.5210096.85
1592021.06.09 20:30buy800.05109.6240.0000.000
1602021.06.09 23:00close800.05109.6220.0000.000-0.0910096.76
1612021.06.10 16:30buy810.05109.7490.0000.000
1622021.06.10 17:15close810.05109.5330.0000.000-9.8610086.90
1632021.06.11 17:00buy820.05109.7220.0000.000
1642021.06.14 00:15close820.05109.6300.0000.000-4.0210082.87
1652021.06.14 03:30buy830.05109.7620.0000.000
1662021.06.14 07:45close830.05109.7540.0000.000-0.3610082.51
1672021.06.14 16:15buy840.05109.7780.0000.000
1682021.06.15 03:00close840.05110.0430.0000.00012.2210094.73
1692021.06.15 14:30buy850.05110.1100.0000.000
1702021.06.15 21:15close850.05110.0750.0000.000-1.5910093.14
1712021.06.16 04:00buy860.05110.1370.0000.000
1722021.06.16 07:30close860.05110.0800.0000.000-2.5910090.55
1732021.06.16 22:15buy870.05110.5030.0000.000
1742021.06.17 15:45close870.05110.5720.0000.0003.6510094.20
1752021.06.22 00:45buy880.05110.3260.0000.000
1762021.06.22 22:00close880.05110.6240.0000.00013.4710107.67
1772021.06.23 02:30buy890.05110.6580.0000.000
1782021.06.23 15:30close890.05110.7790.0000.0005.4610113.13
1792021.06.23 20:45buy900.05110.9290.0000.000
1802021.06.24 00:45close900.05110.9630.0000.0002.0610115.19
1812021.06.25 03:00buy910.05110.9230.0000.000
1822021.06.25 05:15close910.05110.8620.0000.000-2.7510112.44
1832021.06.30 19:00buy920.05111.0440.0000.000
1842021.07.02 11:15close920.05111.4740.0000.00020.0010132.43
1852021.07.12 17:00buy930.05110.3370.0000.000
1862021.07.12 23:00close930.05110.3390.0000.0000.0910132.52
1872021.07.13 00:30buy940.05110.3840.0000.000
1882021.07.13 10:15close940.05110.3250.0000.000-2.6710129.85
1892021.07.13 21:00buy950.05110.6180.0000.000
1902021.07.14 00:45close950.05110.6110.0000.000-0.1410129.71
1912021.07.16 16:30buy960.05110.2980.0000.000
1922021.07.16 19:15close960.05110.1070.0000.000-8.6710121.04
1932021.07.21 10:45buy970.05110.0920.0000.000
1942021.07.22 04:00close970.05110.1860.0000.0004.8010125.84
1952021.07.22 11:15buy980.05110.3410.0000.000
1962021.07.22 15:45close980.05110.0790.0000.000-11.9010113.94
1972021.07.23 06:00buy990.05110.2460.0000.000
1982021.07.23 21:30close990.05110.5420.0000.00013.3910127.33
1992021.07.26 01:45buy1000.05110.5660.0000.000
2002021.07.26 04:00close1000.05110.4530.0000.000-5.1210122.21
2012021.07.27 00:30buy1010.05110.3990.0000.000
2022021.07.27 02:45close1010.05110.3230.0000.000-3.4410118.77
2032021.08.05 03:45buy1020.05109.6040.0000.000
2042021.08.05 13:30close1020.05109.5370.0000.000-3.0610115.71
2052021.08.05 17:45buy1030.05109.7410.0000.000
2062021.08.06 00:15close1030.05109.7550.0000.0000.8210116.53
2072021.08.06 04:00buy1040.05109.8660.0000.000
2082021.08.06 10:15close1040.05109.7630.0000.000-4.6910111.84
2092021.08.06 14:30buy1050.05109.8380.0000.000
2102021.08.09 00:30close1050.05110.2120.0000.00017.1510128.98
2112021.08.09 19:15buy1060.05110.2900.0000.000
2122021.08.11 00:30close1060.05110.5520.0000.00012.2010141.19
2132021.08.11 01:15buy1070.05110.5810.0000.000
2142021.08.11 15:15close1070.05110.6590.0000.0003.5210144.71
2152021.08.18 08:30buy1080.05109.6440.0000.000
2162021.08.18 22:00close1080.05109.8850.0000.00010.9710155.68
2172021.08.19 03:00buy1090.05109.8420.0000.000
2182021.08.19 09:45close1090.05109.9880.0000.0006.6410162.32
2192021.08.23 02:15buy1100.05109.8740.0000.000
2202021.08.23 16:15close1100.05109.8360.0000.000-1.7310160.59
2212021.08.25 14:30buy1110.05109.9170.0000.000
2222021.08.25 23:45close1110.05109.9910.0000.0003.3610163.95
2232021.08.26 10:00buy1120.05110.1460.0000.000
2242021.08.26 14:15close1120.05110.0480.0000.000-4.4510159.50
2252021.08.26 16:15buy1130.05110.1560.0000.000
2262021.08.26 18:00close1130.05110.0500.0000.000-4.8210154.68
2272021.08.27 12:00buy1140.05110.1160.0000.000
2282021.08.27 17:15close1140.05109.9310.0000.000-8.4110146.27
2292021.08.31 23:15buy1150.05110.0160.0000.000
2302021.09.01 01:46close1150.05109.9880.0000.000-1.0910145.17
2312021.09.01 04:30buy1160.05110.2160.0000.000
2322021.09.01 15:45close1160.05110.1020.0000.000-5.1810139.99
2332021.09.07 15:15buy1170.05110.0440.0000.000
2342021.09.08 00:30close1170.05110.2720.0000.00010.5210150.51
2352021.09.08 04:30buy1180.05110.2860.0000.000
2362021.09.08 10:30close1180.05110.2250.0000.000-2.7710147.74
2372021.09.08 15:00buy1190.05110.3010.0000.000
2382021.09.08 15:15close1190.05110.1740.0000.000-5.7610141.98
2392021.09.13 10:15buy1200.05110.1440.0000.000
2402021.09.13 16:45close1200.05109.9790.0000.000-7.5010134.48
2412021.09.14 02:15buy1210.05110.0090.0000.000
2422021.09.14 02:30close1210.05110.0010.0000.000-0.3610134.12
2432021.09.14 05:00buy1220.05110.0820.0000.000
2442021.09.14 09:45close1220.05110.0190.0000.000-2.8610131.26
2452021.09.14 14:00buy1230.05110.1360.0000.000
2462021.09.14 15:45close1230.05109.9990.0000.000-6.2310125.03
2472021.09.16 23:45buy1240.05109.7440.0000.000
2482021.09.17 20:00close1240.05109.9760.0000.00010.7310135.76
2492021.09.20 03:30buy1250.05110.0220.0000.000
2502021.09.20 05:00close1250.05109.9210.0000.000-4.5910131.17
2512021.09.22 21:45buy1260.05109.8070.0000.000
2522021.09.23 08:30close1260.05109.8010.0000.0000.2610131.43
2532021.09.23 10:15buy1270.05109.9500.0000.000
2542021.09.27 03:15close1270.05110.7160.0000.00034.9410166.37
2552021.09.27 10:15buy1280.05110.6740.0000.000
2562021.09.29 00:30close1280.05111.4950.0000.00037.1710203.54
2572021.09.29 03:45buy1290.05111.5830.0000.000
2582021.09.29 06:00close1290.05111.4140.0000.000-7.5810195.96
2592021.09.29 16:30buy1300.05111.5800.0000.000
2602021.09.30 00:15close1300.05111.9670.0000.00017.8110213.77
2612021.09.30 10:00buy1310.05111.9760.0000.000
2622021.09.30 11:15close1310.05111.8420.0000.000-5.9910207.78
2632021.09.30 14:15buy1320.05112.0570.0000.000
2642021.09.30 16:00close1320.05111.8740.0000.000-8.1810199.60
2652021.10.05 17:30buy1330.05111.4640.0000.000
2662021.10.06 00:45close1330.05111.4560.0000.000-0.1810199.42
2672021.10.06 04:15buy1340.05111.6020.0000.000
2682021.10.06 10:45close1340.05111.6380.0000.0001.6110201.03
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