Strategy Tester Report
CrocodileDundee
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=2; p_alligatorOption ="---------------------------------------------------"; p_alliJawPeriod=19; p_alliJawShift=5; p_alliTeethPeriod=8; p_alliTeethShift=3; p_alliLipsPeriod=3; p_alliLipsShift=3; p_alliMethod=2; p_alliPrice=4; p_RSIOption ="---------------------------------------------------"; p_RSIPeriod=14; p_RSIPrice=1; p_RSIUpperLine=60; p_RSILowerLine=20; p_entryOption ="---------------------------------------------------"; p_entryLot=0.05; p_multiplierLots=1.2; p_slippage=2; p_stopLoss=150; p_takeProfit=150; p_otherOption ="---------------------------------------------------"; p_maxPosition=1; 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472.14総利益1334.19総損失-862.05
プロフィットファクタ1.55期待利得2.18
絶対ドローダウン12.72最大ドローダウン169.93 (1.67%)相対ドローダウン1.67% (169.93)
総取引数217売りポジション(勝率%)19 (47.37%)買いポジション(勝率%)198 (46.97%)
勝率(%)102 (47.00%)負率 (%)115 (53.00%)
最大勝トレード69.26敗トレード-30.00
平均勝トレード13.08敗トレード-7.50
最大連勝(金額)7 (41.50)連敗(金額)7 (-90.35)
最大連勝(トレード数)90.22 (6)連敗(トレード数)-90.35 (7)
平均連勝2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 19:30buy10.05103.140101.638104.640
22021.01.05 06:00close10.05103.032101.638104.640-5.069994.94
32021.01.06 15:30buy20.06102.919101.417104.419
42021.01.06 23:00close20.06103.035101.417104.4196.7510001.69
52021.01.07 08:30buy30.05103.190101.686104.690
62021.01.08 12:00close30.05103.809101.686104.69029.9910031.67
72021.01.11 02:30buy40.05104.079102.576105.579
82021.01.11 11:30close40.05104.080102.576105.5790.0510031.72
92021.01.11 16:00buy50.05104.277102.773105.777
102021.01.11 19:30close50.05104.130102.773105.777-7.0610024.66
112021.01.12 22:30sell60.06103.772105.274102.272
122021.01.13 11:30close60.06103.826105.274102.272-4.0110020.65
132021.01.13 17:00buy70.07103.876102.373105.376
142021.01.13 18:00close70.07103.921102.373105.3763.0310023.68
152021.01.14 06:00buy80.05104.054102.551105.554
162021.01.14 11:30close80.05104.023102.551105.554-1.4910022.19
172021.01.18 02:30buy90.06103.835102.333105.335
182021.01.18 03:30close90.06103.738102.333105.335-5.6110016.58
192021.01.19 06:00buy100.07104.007102.504105.507
202021.01.19 15:00close100.07103.989102.504105.507-1.2110015.37
212021.01.22 09:00buy110.08103.624102.121105.124
222021.01.25 04:00close110.08103.838102.121105.12416.7710032.14
232021.01.25 04:30buy120.05103.788102.285105.288
242021.01.25 05:30close120.05103.768102.285105.288-0.9610031.18
252021.01.27 12:30buy130.06103.757102.256105.257
262021.01.28 13:30close130.06104.298102.256105.25731.7610062.94
272021.01.28 15:30buy140.05104.380102.868105.880
282021.01.28 20:00close140.05104.274102.868105.880-5.0810057.86
292021.01.29 04:00buy150.06104.486102.985105.986
302021.01.29 21:00close150.06104.722102.985105.98613.5210071.38
312021.02.01 01:30buy160.05104.759103.257106.259
322021.02.01 03:00close160.05104.682103.257106.259-3.6810067.70
332021.02.01 11:30buy170.06104.877103.374106.377
342021.02.02 02:00close170.06104.883103.374106.3770.5510068.25
352021.02.02 08:00buy180.05104.971103.470106.471
362021.02.02 11:30close180.05104.884103.470106.471-4.1510064.10
372021.02.02 14:30buy190.06105.019103.517106.519
382021.02.02 23:30close190.06105.038103.517106.5191.0910065.19
392021.02.04 06:00buy200.05105.118103.616106.618
402021.02.05 10:30close200.05105.447103.616106.61815.7810080.97
412021.02.05 14:30buy210.05105.673104.171107.173
422021.02.05 17:00close210.05105.502104.171107.173-8.1010072.87
432021.02.08 11:00buy220.06105.620104.118107.120
442021.02.08 16:30close220.06105.385104.118107.120-13.3810059.49
452021.02.09 06:00sell230.07104.929106.431103.429
462021.02.10 04:00close230.07104.649106.431103.42917.6910077.18
472021.02.10 15:00buy240.05104.778103.276106.278
482021.02.10 16:30close240.05104.582103.276106.278-9.3710067.81
492021.02.11 13:30buy250.06104.744103.242106.244
502021.02.12 00:30close250.06104.758103.242106.2441.0110068.82
512021.02.12 04:00buy260.05104.813103.310106.313
522021.02.12 19:00close260.05104.951103.310106.3136.5710075.39
532021.02.15 03:00buy270.05105.071103.569106.571
542021.02.16 11:30close270.05105.357103.569106.57113.7510089.13
552021.02.16 17:00buy280.05105.808104.307107.308
562021.02.17 07:30close280.05105.847104.307107.3082.0210091.15
572021.02.17 16:00buy290.05106.140104.639107.640
582021.02.17 17:00close290.05105.920104.639107.640-10.3910080.76
592021.02.22 10:00buy300.06105.818104.316107.318
602021.02.22 13:00close300.06105.650104.316107.318-9.5410071.22
612021.02.23 14:00buy310.07105.247103.746106.747
622021.02.23 18:00close310.07105.116103.746106.747-8.7210062.50
632021.02.24 03:30buy320.08105.415103.912106.915
642021.02.25 01:00close320.08105.873103.912106.91535.4610097.96
652021.02.25 03:30buy330.05106.087104.584107.587
662021.02.25 07:00close330.05105.885104.584107.587-9.5410088.42
672021.02.25 11:30buy340.06106.091104.588107.591
682021.02.25 21:00close340.06106.032104.588107.591-3.3410085.08
692021.02.26 02:00buy350.07106.391104.890107.891
702021.02.26 04:30close350.07105.972104.890107.891-27.6810057.40
712021.02.26 13:30buy360.08106.367104.865107.867
722021.03.01 03:00close360.08106.489104.865107.8679.4510066.85
732021.03.01 11:30buy370.05106.709105.207108.209
742021.03.01 17:00close370.05106.632105.207108.209-3.6110063.24
752021.03.01 21:30buy380.06106.874105.372108.374
762021.03.02 05:30close380.06106.769105.372108.374-5.6910057.55
772021.03.02 12:00buy390.07106.891105.389108.391
782021.03.02 17:00close390.07106.738105.389108.391-10.0310047.52
792021.03.03 07:00buy400.08106.859105.357108.359
802021.03.03 10:30close400.08106.881105.357108.3591.6510049.17
812021.03.03 11:00buy410.05106.906105.403108.406
822021.03.03 19:00close410.05106.930105.403108.4061.1210050.29
832021.03.04 02:00buy420.05107.072105.569108.572
842021.03.05 15:31t/p420.05108.572105.569108.57269.2610119.55
852021.03.05 16:30buy430.05108.248106.746109.748
862021.03.05 18:00close430.05108.258106.746109.7480.4610120.01
872021.03.08 02:00buy440.05108.405106.904109.905
882021.03.08 08:30close440.05108.408106.904109.9050.1410120.15
892021.03.08 10:30buy450.05108.427106.926109.927
902021.03.09 10:00close450.05108.806106.926109.92717.6010137.75
912021.03.10 07:30buy460.05108.881107.378110.381
922021.03.10 10:30close460.05108.804107.378110.381-3.5410134.21
932021.03.11 09:30buy470.06108.648107.144110.148
942021.03.11 11:00close470.06108.433107.144110.148-11.9010122.31
952021.03.12 04:30buy480.07108.733107.229110.233
962021.03.12 19:30close480.07108.952107.229110.23314.0710136.38
972021.03.15 03:30buy490.05109.054107.551110.554
982021.03.15 05:00close490.05109.060107.551110.5540.2810136.66
992021.03.15 06:00buy500.05109.140107.637110.640
1002021.03.15 06:30close500.05109.141107.637110.6400.0510136.71
1012021.03.15 09:00buy510.05109.287107.784110.787
1022021.03.15 12:30close510.05109.017107.784110.787-12.3810124.33
1032021.03.16 04:30buy520.06109.190107.686110.690
1042021.03.16 07:00close520.06109.159107.686110.690-1.7010122.63
1052021.03.16 18:00sell530.07108.890110.393107.390
1062021.03.17 03:00close530.07109.033110.393107.390-10.2210112.41
1072021.03.17 09:00buy540.08109.176107.673110.676
1082021.03.17 13:30close540.08109.042107.673110.676-9.8310102.58
1092021.03.17 16:00buy550.10109.169107.667110.669
1102021.03.17 22:00close550.10108.848107.667110.669-29.4910073.09
1112021.03.18 17:00buy560.12109.179107.676110.679
1122021.03.18 19:00close560.12108.969107.676110.679-23.1310049.96
1132021.03.23 01:00buy570.14108.853107.336110.353
1142021.03.23 03:30close570.14108.825107.336110.353-3.6010046.36
1152021.03.24 14:30buy580.17108.679107.177110.179
1162021.03.24 22:30close580.17108.704107.177110.1793.9110050.27
1172021.03.25 04:30buy590.05108.933107.430110.433
1182021.03.29 05:30close590.05109.530107.430110.43327.6010077.87
1192021.03.29 17:30buy600.05109.720108.217111.220
1202021.03.30 19:30close600.05110.272108.217111.22025.2110103.07
1212021.03.30 22:00buy610.05110.353108.850111.853
1222021.03.31 12:30close610.05110.589108.850111.85310.8510113.92
1232021.03.31 17:00buy620.05110.732109.230112.232
1242021.03.31 18:00close620.05110.518109.230112.232-9.6810104.24
1252021.04.01 03:00buy630.06110.759109.258112.259
1262021.04.01 05:30close630.06110.670109.258112.259-4.8310099.41
1272021.04.05 18:00sell640.07110.128111.630108.628
1282021.04.06 04:30close640.07110.248111.630108.628-8.6610090.75
1292021.04.06 13:30buy650.08110.535109.033112.035
1302021.04.06 15:30close650.08110.122109.033112.035-30.0010060.75
1312021.04.08 16:30sell660.10109.117110.619107.617
1322021.04.09 01:00close660.10109.275110.619107.617-15.9510044.80
1332021.04.09 11:30buy670.12109.563108.061111.063
1342021.04.09 21:30close670.12109.655108.061111.06310.0710054.87
1352021.04.12 02:30buy680.05109.736108.233111.236
1362021.04.12 05:30close680.05109.538108.233111.236-9.0410045.83
1372021.04.13 06:00buy690.06109.630108.129111.130
1382021.04.13 11:00close690.06109.324108.129111.130-16.7910029.04
1392021.04.16 07:00buy700.07108.844107.341110.344
1402021.04.16 13:30close700.07108.788107.341110.344-3.6010025.44
1412021.04.19 11:30sell710.08108.106109.608106.606
1422021.04.20 01:00close710.08108.146109.608106.606-4.1510021.29
1432021.04.20 11:30buy720.10108.436106.935109.936
1442021.04.20 17:30close720.10108.216106.935109.936-20.3310000.96
1452021.04.26 17:00buy730.12108.017106.515109.517
1462021.04.27 15:30close730.12108.272106.515109.51728.6810029.65
1472021.04.27 18:00buy740.05108.466106.963109.966
1482021.04.28 18:00close740.05108.893106.963109.96619.7910049.43
1492021.04.29 12:30buy750.05109.049107.548110.549
1502021.04.29 20:00close750.05108.896107.548110.549-7.0310042.40
1512021.04.30 17:30buy760.06109.047107.544110.547
1522021.05.03 14:30close760.06109.484107.544110.54724.1610066.57
1532021.05.04 09:30buy770.05109.335107.833110.835
1542021.05.04 15:30close770.05109.150107.833110.835-8.4710058.10
1552021.05.05 10:00buy780.06109.432107.929110.932
1562021.05.05 12:00close780.06109.360107.929110.932-3.9510054.15
1572021.05.06 07:00buy790.07109.376107.872110.876
1582021.05.06 10:30close790.07109.316107.872110.876-3.8410050.31
1592021.05.07 16:00buy800.08108.582107.079110.082
1602021.05.07 16:30close800.08108.738107.079110.08211.4810061.79
1612021.05.10 10:30buy810.05108.994107.491110.494
1622021.05.10 12:30close810.05108.744107.491110.494-11.4910050.30
1632021.05.11 04:30buy820.06108.946107.444110.446
1642021.05.11 08:30close820.06108.834107.444110.446-6.1710044.13
1652021.05.12 06:00buy830.07108.899107.396110.399
1662021.05.12 12:00close830.07108.750107.396110.399-9.5910034.54
1672021.05.12 17:30buy840.08109.320107.817110.820
1682021.05.13 12:00close840.08109.569107.817110.82019.0310053.56
1692021.05.14 05:31buy850.05109.604108.101111.104
1702021.05.14 08:30close850.05109.529108.101111.104-3.4210050.14
1712021.05.19 12:30buy860.06109.158107.655110.658
1722021.05.19 16:30close860.06108.904107.655110.658-13.9910036.15
1732021.05.19 23:30buy870.07109.206107.703110.706
1742021.05.20 05:30close870.07109.160107.703110.706-2.2110033.94
1752021.05.21 19:30buy880.08108.940107.438110.440
1762021.05.24 06:30close880.08108.867107.438110.440-5.0810028.87
1772021.05.25 15:00buy890.10108.873107.370110.373
1782021.05.25 21:00close890.10108.775107.370110.373-9.0110019.86
1792021.05.26 13:00buy900.12108.894107.393110.394
1802021.05.27 06:00close900.12109.073107.393110.39420.9610040.82
1812021.05.27 13:30buy910.05109.137107.634110.637
1822021.05.28 13:30close910.05109.870107.634110.63733.5410074.35
1832021.05.28 15:30buy920.05110.075108.568111.575
1842021.05.28 19:00close920.05109.846108.568111.575-10.4210063.93
1852021.06.01 15:30buy930.06109.654108.150111.154
1862021.06.01 17:00close930.06109.543108.150111.154-6.0810057.85
1872021.06.02 05:30buy940.07109.617108.115111.117
1882021.06.02 16:00close940.07109.727108.115111.1177.0210064.87
1892021.06.03 08:00buy950.05109.717108.214111.217
1902021.06.03 14:00close950.05109.765108.214111.2172.1910067.06
1912021.06.03 15:00buy960.05109.799108.296111.299
1922021.06.04 05:00close960.05110.216108.296111.29919.1010086.16
1932021.06.04 17:00sell970.05109.505111.007108.005
1942021.06.07 04:30close970.05109.605111.007108.005-5.3010080.86
1952021.06.08 09:00buy980.06109.478107.975110.978
1962021.06.08 15:30close980.06109.318107.975110.978-8.7810072.08
1972021.06.09 20:00buy990.07109.651108.148111.151
1982021.06.10 05:00close990.07109.529108.148111.151-7.0610065.02
1992021.06.11 13:30buy1000.08109.498107.995110.998
2002021.06.14 00:30close1000.08109.619107.995110.9989.1110074.13
2012021.06.14 04:00buy1010.05109.821108.318111.321
2022021.06.14 10:00close1010.05109.688108.318111.321-6.0610068.07
2032021.06.14 17:00buy1020.06109.914108.412111.414
2042021.06.15 09:30close1020.06110.066108.412111.4148.5010076.57
2052021.06.16 23:30buy1030.05110.657109.153112.157
2062021.06.17 13:00close1030.05110.689109.153112.1571.9810078.55
2072021.06.21 19:30buy1040.05110.185108.683111.685
2082021.06.23 16:00close1040.05110.833108.683111.68529.5810108.14
2092021.06.23 22:00buy1050.05110.967109.464112.467
2102021.06.24 09:00close1050.05110.857109.464112.467-4.4310103.71
2112021.06.28 16:30buy1060.06110.854109.351112.354
2122021.06.28 17:30close1060.06110.707109.351112.354-7.9710095.74
2132021.06.30 17:30buy1070.07110.844109.342112.344
2142021.07.02 12:00close1070.07111.471109.342112.34440.3610136.09
2152021.07.07 14:00buy1080.05110.755109.252112.255
2162021.07.07 15:00close1080.05110.682109.252112.255-3.3010132.79
2172021.07.08 11:00sell1090.06109.788111.292108.288
2182021.07.08 23:00close1090.06109.780111.292108.2880.4410133.23
2192021.07.09 10:30buy1100.05110.015108.514111.515
2202021.07.09 14:00close1100.05110.006108.514111.515-0.4110132.82
2212021.07.09 17:30buy1110.06110.188108.685111.688
2222021.07.09 18:00close1110.06110.141108.685111.688-2.5610130.26
2232021.07.09 19:00buy1120.07110.185108.682111.685
2242021.07.12 02:00close1120.07110.195108.682111.6850.8910131.15
2252021.07.12 03:30buy1130.05110.136108.632111.636
2262021.07.12 04:30close1130.05110.024108.632111.636-5.0910126.06
2272021.07.12 17:30buy1140.06110.289108.785111.789
2282021.07.13 12:30close1140.06110.336108.785111.7892.7710128.83
2292021.07.13 21:00buy1150.05110.618109.116112.118
2302021.07.14 05:00close1150.05110.510109.116112.118-4.7110124.12
2312021.07.14 17:00sell1160.06110.078111.580108.578
2322021.07.15 14:00close1160.06109.978111.580108.5782.7810126.90
2332021.07.16 08:30buy1170.05109.976108.474111.476
2342021.07.16 18:30close1170.05110.157108.474111.4768.2210135.12
2352021.07.19 17:00sell1180.05109.202110.705107.702
2362021.07.20 03:30close1180.05109.506110.705107.702-14.6210120.50
2372021.07.20 19:30buy1190.06109.888108.387111.388
2382021.07.21 10:00close1190.06109.926108.387111.3882.2810122.78
2392021.07.21 12:00buy1200.05110.099108.598111.599
2402021.07.22 04:00close1200.05110.186108.598111.5994.4810127.26
2412021.07.22 14:30buy1210.05110.249108.745111.749
2422021.07.22 16:30close1210.05110.113108.745111.749-6.1810121.08
2432021.07.23 07:30buy1220.06110.257108.753111.757
2442021.07.26 00:30close1220.06110.507108.753111.75713.7810134.86
2452021.07.28 13:30buy1230.05109.969108.465111.469
2462021.07.28 22:30close1230.05109.920108.465111.469-2.2310132.63
2472021.07.30 16:30buy1240.06109.717108.214111.217
2482021.08.02 00:30close1240.06109.674108.214111.217-2.1410130.50
2492021.08.02 19:00sell1250.07109.234110.737107.734
2502021.08.03 21:30close1250.07109.151110.737107.7344.2810134.77
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