Strategy Tester Report
DesertEagle
TitanFX-Demo01 (Build 1355)
通貨ペア | GBPUSD (Great Britain Pound 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=2; p_alligatorOption ="---------------------------------------------------"; p_alliJawPeriod=12; p_alliJawShift=4; p_alliTeethPeriod=7; p_alliTeethShift=6; p_alliLipsPeriod=5; p_alliLipsShift=4; p_alliMethod=3; p_alliPrice=4; p_stochaOption ="---------------------------------------------------"; p_perKPeriod=9; p_perDPeriod=1; p_slowingPeriod=3; p_stochaMethod=3; p_appliedField=0; p_stochaUpperLine=90; p_stochaLowerLine=30; p_entryOption ="---------------------------------------------------"; p_entryLot=0.05; p_multiplierLots=1.5; p_slippage=2; p_stopLoss=200; p_takeProfit=50; p_otherOption ="---------------------------------------------------"; p_maxPosition=1; p_magicNumber=7097853; |
|
テストバー数 | 12532 | モデルティック数 | 20187727 | 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 | 642.95 | 総利益 | 1739.72 | 総損失 | -1096.77 |
プロフィットファクタ | 1.59 | 期待利得 | 8.24 | | |
絶対ドローダウン | 188.27 | 最大ドローダウン | 389.60 (3.82%) | 相対ドローダウン | 3.82% (389.60) |
|
総取引数 | 78 | 売りポジション(勝率%) | 62 (82.26%) | 買いポジション(勝率%) | 16 (100.00%) |
| 勝率(%) | 67 (85.90%) | 負率 (%) | 11 (14.10%) |
最大 | 勝トレード | 54.01 | 敗トレード | -140.98 |
平均 | 勝トレード | 25.97 | 敗トレード | -99.71 |
最大 | 連勝(金額) | 15 (376.00) | 連敗(金額) | 2 (-242.59) |
最大 | 連勝(トレード数) | 376.00 (15) | 連敗(トレード数) | -242.59 (2) |
平均 | 連勝 | 7 | 連敗 | 1 |
# | 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 | 2021.01.04 21:00 | sell | 1 | 0.05 | 1.35629 | 1.37638 | 1.35129 | |
2 | 2021.01.11 01:55 | t/p | 1 | 0.05 | 1.35129 | 1.37638 | 1.35129 | 23.95 | 10023.95 |
3 | 2021.01.11 02:00 | sell | 2 | 0.05 | 1.35181 | 1.37190 | 1.34681 | |
4 | 2021.01.11 14:20 | t/p | 2 | 0.05 | 1.34681 | 1.37190 | 1.34681 | 25.00 | 10048.95 |
5 | 2021.01.12 08:30 | buy | 3 | 0.05 | 1.35441 | 1.33430 | 1.35941 | |
6 | 2021.01.12 11:26 | t/p | 3 | 0.05 | 1.35941 | 1.33430 | 1.35941 | 25.00 | 10073.95 |
7 | 2021.01.12 12:30 | buy | 4 | 0.05 | 1.35935 | 1.33929 | 1.36435 | |
8 | 2021.01.12 20:39 | t/p | 4 | 0.05 | 1.36435 | 1.33929 | 1.36435 | 25.00 | 10098.95 |
9 | 2021.01.12 22:30 | buy | 5 | 0.05 | 1.36684 | 1.34674 | 1.37184 | |
10 | 2021.01.20 12:45 | t/p | 5 | 0.05 | 1.37184 | 1.34674 | 1.37184 | 22.86 | 10121.81 |
11 | 2021.01.21 09:00 | buy | 6 | 0.05 | 1.37084 | 1.35072 | 1.37584 | |
12 | 2021.01.27 09:48 | t/p | 6 | 0.05 | 1.37584 | 1.35072 | 1.37584 | 23.93 | 10145.74 |
13 | 2021.01.27 15:00 | sell | 7 | 0.05 | 1.37032 | 1.39035 | 1.36532 | |
14 | 2021.01.28 02:30 | t/p | 7 | 0.05 | 1.36532 | 1.39035 | 1.36532 | 24.55 | 10170.29 |
15 | 2021.01.28 03:00 | sell | 8 | 0.05 | 1.36612 | 1.38621 | 1.36112 | |
16 | 2021.02.04 05:57 | t/p | 8 | 0.05 | 1.36112 | 1.38621 | 1.36112 | 23.95 | 10194.24 |
17 | 2021.02.04 11:00 | sell | 9 | 0.05 | 1.35817 | 1.37827 | 1.35317 | |
18 | 2021.02.09 04:55 | s/l | 9 | 0.05 | 1.37827 | 1.37827 | 1.35317 | -100.95 | 10093.29 |
19 | 2021.02.09 21:00 | buy | 10 | 0.07 | 1.38017 | 1.36014 | 1.38517 | |
20 | 2021.02.10 10:47 | t/p | 10 | 0.07 | 1.38517 | 1.36014 | 1.38517 | 34.63 | 10127.91 |
21 | 2021.02.11 03:30 | sell | 11 | 0.05 | 1.38246 | 1.40254 | 1.37746 | |
22 | 2021.02.19 15:08 | s/l | 11 | 0.05 | 1.40254 | 1.40254 | 1.37746 | -101.60 | 10026.31 |
23 | 2021.02.22 09:00 | sell | 12 | 0.07 | 1.40131 | 1.42139 | 1.39631 | |
24 | 2021.02.24 03:22 | s/l | 12 | 0.07 | 1.42139 | 1.42139 | 1.39631 | -140.98 | 9885.33 |
25 | 2021.02.24 17:00 | sell | 13 | 0.11 | 1.41163 | 1.43174 | 1.40663 | |
26 | 2021.02.25 19:36 | t/p | 13 | 0.11 | 1.40663 | 1.43174 | 1.40663 | 54.01 | 9939.33 |
27 | 2021.02.26 00:00 | sell | 14 | 0.05 | 1.40081 | 1.42161 | 1.39581 | |
28 | 2021.02.26 02:27 | t/p | 14 | 0.05 | 1.39581 | 1.42161 | 1.39581 | 25.00 | 9964.33 |
29 | 2021.02.26 23:00 | sell | 15 | 0.05 | 1.39279 | 1.41289 | 1.38779 | |
30 | 2021.03.02 04:52 | t/p | 15 | 0.05 | 1.38779 | 1.41289 | 1.38779 | 24.70 | 9989.03 |
31 | 2021.03.02 19:00 | buy | 16 | 0.05 | 1.39616 | 1.37611 | 1.40116 | |
32 | 2021.03.04 18:41 | t/p | 16 | 0.05 | 1.40116 | 1.37611 | 1.40116 | 23.93 | 10012.96 |
33 | 2021.03.05 01:00 | sell | 17 | 0.05 | 1.38954 | 1.40979 | 1.38454 | |
34 | 2021.03.05 10:50 | t/p | 17 | 0.05 | 1.38454 | 1.40979 | 1.38454 | 25.00 | 10037.96 |
35 | 2021.03.10 05:30 | sell | 18 | 0.05 | 1.38660 | 1.40668 | 1.38160 | |
36 | 2021.03.16 12:01 | t/p | 18 | 0.05 | 1.38160 | 1.40668 | 1.38160 | 24.10 | 10062.06 |
37 | 2021.03.17 18:30 | sell | 19 | 0.05 | 1.38723 | 1.40728 | 1.38223 | |
38 | 2021.03.22 04:17 | t/p | 19 | 0.05 | 1.38223 | 1.40728 | 1.38223 | 24.25 | 10086.31 |
39 | 2021.03.22 04:30 | sell | 20 | 0.05 | 1.38202 | 1.40211 | 1.37702 | |
40 | 2021.03.23 12:52 | t/p | 20 | 0.05 | 1.37702 | 1.40211 | 1.37702 | 24.85 | 10111.16 |
41 | 2021.03.23 13:30 | sell | 21 | 0.05 | 1.37567 | 1.39574 | 1.37067 | |
42 | 2021.03.24 07:54 | t/p | 21 | 0.05 | 1.37067 | 1.39574 | 1.37067 | 24.85 | 10136.01 |
43 | 2021.03.24 08:30 | sell | 22 | 0.05 | 1.37032 | 1.39041 | 1.36532 | |
44 | 2021.04.05 17:31 | s/l | 22 | 0.05 | 1.39041 | 1.39041 | 1.36532 | -102.26 | 10033.75 |
45 | 2021.04.07 20:00 | sell | 23 | 0.07 | 1.37417 | 1.39422 | 1.36917 | |
46 | 2021.04.09 09:31 | t/p | 23 | 0.07 | 1.36917 | 1.39422 | 1.36917 | 34.16 | 10067.91 |
47 | 2021.04.12 15:00 | buy | 24 | 0.05 | 1.37628 | 1.35623 | 1.38128 | |
48 | 2021.04.16 15:08 | t/p | 24 | 0.05 | 1.38128 | 1.35623 | 1.38128 | 23.40 | 10091.31 |
49 | 2021.04.16 18:30 | buy | 25 | 0.05 | 1.38237 | 1.36229 | 1.38737 | |
50 | 2021.04.19 10:50 | t/p | 25 | 0.05 | 1.38737 | 1.36229 | 1.38737 | 24.73 | 10116.04 |
51 | 2021.04.19 22:30 | buy | 26 | 0.05 | 1.39877 | 1.37873 | 1.40377 | |
52 | 2021.05.10 02:49 | t/p | 26 | 0.05 | 1.40377 | 1.37873 | 1.40377 | 19.39 | 10135.43 |
53 | 2021.05.10 03:00 | buy | 27 | 0.05 | 1.40407 | 1.38400 | 1.40907 | |
54 | 2021.05.10 11:39 | t/p | 27 | 0.05 | 1.40907 | 1.38400 | 1.40907 | 25.00 | 10160.43 |
55 | 2021.05.12 03:00 | sell | 28 | 0.05 | 1.41351 | 1.43359 | 1.40851 | |
56 | 2021.05.12 15:31 | t/p | 28 | 0.05 | 1.40851 | 1.43359 | 1.40851 | 25.00 | 10185.43 |
57 | 2021.05.12 19:00 | sell | 29 | 0.05 | 1.40806 | 1.42811 | 1.40306 | |
58 | 2021.05.13 11:49 | t/p | 29 | 0.05 | 1.40306 | 1.42811 | 1.40306 | 24.55 | 10209.98 |
59 | 2021.05.13 12:30 | sell | 30 | 0.05 | 1.40364 | 1.42372 | 1.39864 | |
60 | 2021.06.01 04:12 | s/l | 30 | 0.05 | 1.42372 | 1.42372 | 1.39864 | -102.96 | 10107.02 |
61 | 2021.06.01 16:30 | sell | 31 | 0.07 | 1.41850 | 1.43856 | 1.41350 | |
62 | 2021.06.02 10:26 | t/p | 31 | 0.07 | 1.41350 | 1.43856 | 1.41350 | 34.79 | 10141.81 |
63 | 2021.06.03 21:00 | sell | 32 | 0.05 | 1.40914 | 1.42922 | 1.40414 | |
64 | 2021.06.15 14:47 | t/p | 32 | 0.05 | 1.40414 | 1.42922 | 1.40414 | 23.50 | 10165.31 |
65 | 2021.06.16 21:30 | sell | 33 | 0.05 | 1.40269 | 1.42279 | 1.39769 | |
66 | 2021.06.17 03:12 | t/p | 33 | 0.05 | 1.39769 | 1.42279 | 1.39769 | 24.55 | 10189.86 |
67 | 2021.06.17 19:30 | sell | 34 | 0.05 | 1.39008 | 1.41012 | 1.38508 | |
68 | 2021.06.18 15:52 | t/p | 34 | 0.05 | 1.38508 | 1.41012 | 1.38508 | 24.85 | 10214.71 |
69 | 2021.06.21 17:00 | buy | 35 | 0.05 | 1.38992 | 1.36985 | 1.39492 | |
70 | 2021.06.22 22:03 | t/p | 35 | 0.05 | 1.39492 | 1.36985 | 1.39492 | 24.73 | 10239.44 |
71 | 2021.06.23 08:30 | sell | 36 | 0.05 | 1.39251 | 1.41262 | 1.38751 | |
72 | 2021.06.25 21:26 | t/p | 36 | 0.05 | 1.38751 | 1.41262 | 1.38751 | 24.40 | 10263.84 |
73 | 2021.06.28 01:00 | sell | 37 | 0.05 | 1.38803 | 1.40884 | 1.38303 | |
74 | 2021.06.29 14:08 | t/p | 37 | 0.05 | 1.38303 | 1.40884 | 1.38303 | 24.85 | 10288.69 |
75 | 2021.06.29 15:00 | sell | 38 | 0.05 | 1.38268 | 1.40274 | 1.37768 | |
76 | 2021.07.01 11:57 | t/p | 38 | 0.05 | 1.37768 | 1.40274 | 1.37768 | 24.40 | 10313.08 |
77 | 2021.07.01 23:00 | sell | 39 | 0.05 | 1.37574 | 1.39582 | 1.37074 | |
78 | 2021.07.19 11:38 | t/p | 39 | 0.05 | 1.37074 | 1.39582 | 1.37074 | 22.59 | 10335.68 |
79 | 2021.07.19 15:00 | sell | 40 | 0.05 | 1.37150 | 1.39158 | 1.36650 | |
80 | 2021.07.19 17:55 | t/p | 40 | 0.05 | 1.36650 | 1.39158 | 1.36650 | 25.00 | 10360.68 |
81 | 2021.07.19 19:00 | sell | 41 | 0.05 | 1.36893 | 1.38897 | 1.36393 | |
82 | 2021.07.20 09:52 | t/p | 41 | 0.05 | 1.36393 | 1.38897 | 1.36393 | 24.85 | 10385.53 |
83 | 2021.07.20 23:30 | buy | 42 | 0.05 | 1.36303 | 1.34293 | 1.36803 | |
84 | 2021.07.21 17:13 | t/p | 42 | 0.05 | 1.36803 | 1.34293 | 1.36803 | 24.73 | 10410.26 |
85 | 2021.07.22 04:30 | sell | 43 | 0.05 | 1.36936 | 1.38948 | 1.36436 | |
86 | 2021.07.28 10:21 | s/l | 43 | 0.05 | 1.38948 | 1.38948 | 1.36436 | -101.20 | 10309.06 |
87 | 2021.07.28 23:00 | buy | 44 | 0.07 | 1.39085 | 1.37077 | 1.39585 | |
88 | 2021.07.29 11:16 | t/p | 44 | 0.07 | 1.39585 | 1.37077 | 1.39585 | 33.88 | 10342.94 |
89 | 2021.07.30 08:00 | sell | 45 | 0.05 | 1.39482 | 1.41489 | 1.38982 | |
90 | 2021.07.30 18:01 | t/p | 45 | 0.05 | 1.38982 | 1.41489 | 1.38982 | 25.00 | 10367.94 |
91 | 2021.07.30 22:00 | sell | 46 | 0.05 | 1.38907 | 1.40916 | 1.38407 | |
92 | 2021.08.10 04:46 | t/p | 46 | 0.05 | 1.38407 | 1.40916 | 1.38407 | 23.65 | 10391.58 |
93 | 2021.08.10 06:00 | sell | 47 | 0.05 | 1.38419 | 1.40427 | 1.37919 | |
94 | 2021.08.13 11:38 | t/p | 47 | 0.05 | 1.37919 | 1.40427 | 1.37919 | 24.25 | 10415.83 |
95 | 2021.08.16 08:30 | sell | 48 | 0.05 | 1.38480 | 1.40490 | 1.37980 | |
96 | 2021.08.17 10:00 | t/p | 48 | 0.05 | 1.37980 | 1.40490 | 1.37980 | 24.85 | 10440.68 |
97 | 2021.08.17 10:30 | sell | 49 | 0.05 | 1.38088 | 1.40096 | 1.37588 | |
98 | 2021.08.17 16:18 | t/p | 49 | 0.05 | 1.37588 | 1.40096 | 1.37588 | 25.00 | 10465.68 |
99 | 2021.08.17 21:30 | sell | 50 | 0.05 | 1.37336 | 1.39341 | 1.36836 | |
100 | 2021.08.19 11:41 | t/p | 50 | 0.05 | 1.36836 | 1.39341 | 1.36836 | 24.40 | 10490.08 |
101 | 2021.08.19 19:30 | sell | 51 | 0.05 | 1.36588 | 1.38593 | 1.36088 | |
102 | 2021.08.20 14:36 | t/p | 51 | 0.05 | 1.36088 | 1.38593 | 1.36088 | 24.85 | 10514.93 |
103 | 2021.08.20 16:00 | sell | 52 | 0.05 | 1.36048 | 1.38053 | 1.35548 | |
104 | 2021.08.31 17:48 | s/l | 52 | 0.05 | 1.38053 | 1.38053 | 1.35548 | -101.60 | 10413.32 |
105 | 2021.08.31 23:00 | sell | 53 | 0.07 | 1.37482 | 1.39488 | 1.36982 | |
106 | 2021.09.20 09:38 | t/p | 53 | 0.07 | 1.36982 | 1.39488 | 1.36982 | 30.79 | 10444.11 |
107 | 2021.09.20 10:00 | sell | 54 | 0.05 | 1.36898 | 1.38904 | 1.36398 | |
108 | 2021.09.22 10:58 | t/p | 54 | 0.05 | 1.36398 | 1.38904 | 1.36398 | 24.70 | 10468.81 |
109 | 2021.09.22 11:00 | sell | 55 | 0.05 | 1.36358 | 1.38366 | 1.35858 | |
110 | 2021.09.28 15:01 | t/p | 55 | 0.05 | 1.35858 | 1.38366 | 1.35858 | 24.10 | 10492.90 |
111 | 2021.09.28 20:00 | sell | 56 | 0.05 | 1.35291 | 1.37300 | 1.34791 | |
112 | 2021.09.29 14:16 | t/p | 56 | 0.05 | 1.34791 | 1.37300 | 1.34791 | 24.85 | 10517.75 |
113 | 2021.09.29 15:00 | sell | 57 | 0.05 | 1.34892 | 1.36897 | 1.34392 | |
114 | 2021.09.29 17:08 | t/p | 57 | 0.05 | 1.34392 | 1.36897 | 1.34392 | 25.00 | 10542.75 |
115 | 2021.09.29 23:30 | sell | 58 | 0.05 | 1.34201 | 1.36210 | 1.33701 | |
116 | 2021.10.04 16:54 | s/l | 58 | 0.05 | 1.36210 | 1.36210 | 1.33701 | -101.20 | 10441.55 |
117 | 2021.10.05 03:30 | sell | 59 | 0.07 | 1.36034 | 1.38039 | 1.35534 | |
118 | 2021.10.06 11:58 | t/p | 59 | 0.07 | 1.35534 | 1.38039 | 1.35534 | 34.79 | 10476.34 |
119 | 2021.10.06 12:00 | sell | 60 | 0.05 | 1.35505 | 1.37514 | 1.35005 | |
120 | 2021.10.15 14:05 | s/l | 60 | 0.05 | 1.37514 | 1.37514 | 1.35005 | -102.11 | 10374.23 |
121 | 2021.10.15 15:00 | buy | 61 | 0.07 | 1.37513 | 1.35505 | 1.38013 | |
122 | 2021.10.19 12:50 | t/p | 61 | 0.07 | 1.38013 | 1.35505 | 1.38013 | 34.25 | 10408.49 |
123 | 2021.10.20 14:00 | sell | 62 | 0.05 | 1.37611 | 1.39618 | 1.37111 | |
124 | 2021.10.27 14:10 | t/p | 62 | 0.05 | 1.37111 | 1.39618 | 1.37111 | 23.95 | 10432.43 |
125 | 2021.10.28 02:30 | sell | 63 | 0.05 | 1.37337 | 1.39346 | 1.36837 | |
126 | 2021.10.29 18:27 | t/p | 63 | 0.05 | 1.36837 | 1.39346 | 1.36837 | 24.85 | 10457.28 |
127 | 2021.10.29 22:30 | sell | 64 | 0.05 | 1.36793 | 1.38801 | 1.36293 | |
128 | 2021.11.02 12:01 | t/p | 64 | 0.05 | 1.36293 | 1.38801 | 1.36293 | 24.70 | 10481.98 |
129 | 2021.11.02 12:30 | sell | 65 | 0.05 | 1.36440 | 1.38448 | 1.35940 | |
130 | 2021.11.04 15:00 | t/p | 65 | 0.05 | 1.35940 | 1.38448 | 1.35940 | 24.40 | 10506.38 |
131 | 2021.11.04 16:30 | sell | 66 | 0.05 | 1.35361 | 1.37367 | 1.34861 | |
132 | 2021.11.04 18:28 | t/p | 66 | 0.05 | 1.34861 | 1.37367 | 1.34861 | 25.00 | 10531.38 |
133 | 2021.11.10 04:00 | sell | 67 | 0.05 | 1.35503 | 1.37513 | 1.35003 | |
134 | 2021.11.10 14:29 | t/p | 67 | 0.05 | 1.35003 | 1.37513 | 1.35003 | 25.00 | 10556.38 |
135 | 2021.11.10 15:00 | sell | 68 | 0.05 | 1.35088 | 1.37096 | 1.34588 | |
136 | 2021.11.10 19:23 | t/p | 68 | 0.05 | 1.34588 | 1.37096 | 1.34588 | 25.00 | 10581.38 |
137 | 2021.11.11 01:30 | sell | 69 | 0.05 | 1.34067 | 1.36078 | 1.33567 | |
138 | 2021.11.12 03:14 | t/p | 69 | 0.05 | 1.33567 | 1.36078 | 1.33567 | 24.85 | 10606.23 |
139 | 2021.11.15 23:30 | sell | 70 | 0.05 | 1.34140 | 1.36148 | 1.33640 | |
140 | 2021.11.23 12:58 | t/p | 70 | 0.05 | 1.33640 | 1.36148 | 1.33640 | 23.80 | 10630.02 |
141 | 2021.11.24 16:00 | sell | 71 | 0.05 | 1.33529 | 1.35538 | 1.33029 | |
142 | 2021.11.26 03:54 | t/p | 71 | 0.05 | 1.33029 | 1.35538 | 1.33029 | 24.40 | 10654.42 |
143 | 2021.11.29 20:30 | sell | 72 | 0.05 | 1.33000 | 1.35006 | 1.32500 | |
144 | 2021.11.30 17:57 | t/p | 72 | 0.05 | 1.32500 | 1.35006 | 1.32500 | 24.85 | 10679.27 |
145 | 2021.12.02 05:00 | buy | 73 | 0.05 | 1.33038 | 1.31029 | 1.33538 | |
146 | 2021.12.16 14:07 | t/p | 73 | 0.05 | 1.33538 | 1.31029 | 1.33538 | 21.26 | 10700.53 |
147 | 2021.12.16 22:30 | sell | 74 | 0.05 | 1.33123 | 1.35131 | 1.32623 | |
148 | 2021.12.17 18:07 | t/p | 74 | 0.05 | 1.32623 | 1.35131 | 1.32623 | 24.85 | 10725.38 |
149 | 2021.12.17 19:00 | sell | 75 | 0.05 | 1.32684 | 1.34692 | 1.32184 | |
150 | 2021.12.20 08:27 | t/p | 75 | 0.05 | 1.32184 | 1.34692 | 1.32184 | 24.85 | 10750.23 |
151 | 2021.12.20 23:00 | sell | 76 | 0.05 | 1.32081 | 1.34090 | 1.31581 | |
152 | 2021.12.23 12:12 | s/l | 76 | 0.05 | 1.34090 | 1.34090 | 1.31581 | -101.20 | 10649.03 |
153 | 2021.12.27 05:30 | buy | 77 | 0.07 | 1.34108 | 1.32098 | 1.34608 | |
154 | 2021.12.28 15:58 | t/p | 77 | 0.07 | 1.34608 | 1.32098 | 1.34608 | 34.63 | 10683.66 |
155 | 2021.12.28 21:30 | sell | 78 | 0.05 | 1.34226 | 1.36236 | 1.33726 | |
156 | 2021.12.30 23:59 | close at stop | 78 | 0.05 | 1.35028 | 1.36236 | 1.33726 | -40.70 | 10642.95 |