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
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 21:00sell10.051.356291.376381.35129
22021.01.11 01:55t/p10.051.351291.376381.3512923.9510023.95
32021.01.11 02:00sell20.051.351811.371901.34681
42021.01.11 14:20t/p20.051.346811.371901.3468125.0010048.95
52021.01.12 08:30buy30.051.354411.334301.35941
62021.01.12 11:26t/p30.051.359411.334301.3594125.0010073.95
72021.01.12 12:30buy40.051.359351.339291.36435
82021.01.12 20:39t/p40.051.364351.339291.3643525.0010098.95
92021.01.12 22:30buy50.051.366841.346741.37184
102021.01.20 12:45t/p50.051.371841.346741.3718422.8610121.81
112021.01.21 09:00buy60.051.370841.350721.37584
122021.01.27 09:48t/p60.051.375841.350721.3758423.9310145.74
132021.01.27 15:00sell70.051.370321.390351.36532
142021.01.28 02:30t/p70.051.365321.390351.3653224.5510170.29
152021.01.28 03:00sell80.051.366121.386211.36112
162021.02.04 05:57t/p80.051.361121.386211.3611223.9510194.24
172021.02.04 11:00sell90.051.358171.378271.35317
182021.02.09 04:55s/l90.051.378271.378271.35317-100.9510093.29
192021.02.09 21:00buy100.071.380171.360141.38517
202021.02.10 10:47t/p100.071.385171.360141.3851734.6310127.91
212021.02.11 03:30sell110.051.382461.402541.37746
222021.02.19 15:08s/l110.051.402541.402541.37746-101.6010026.31
232021.02.22 09:00sell120.071.401311.421391.39631
242021.02.24 03:22s/l120.071.421391.421391.39631-140.989885.33
252021.02.24 17:00sell130.111.411631.431741.40663
262021.02.25 19:36t/p130.111.406631.431741.4066354.019939.33
272021.02.26 00:00sell140.051.400811.421611.39581
282021.02.26 02:27t/p140.051.395811.421611.3958125.009964.33
292021.02.26 23:00sell150.051.392791.412891.38779
302021.03.02 04:52t/p150.051.387791.412891.3877924.709989.03
312021.03.02 19:00buy160.051.396161.376111.40116
322021.03.04 18:41t/p160.051.401161.376111.4011623.9310012.96
332021.03.05 01:00sell170.051.389541.409791.38454
342021.03.05 10:50t/p170.051.384541.409791.3845425.0010037.96
352021.03.10 05:30sell180.051.386601.406681.38160
362021.03.16 12:01t/p180.051.381601.406681.3816024.1010062.06
372021.03.17 18:30sell190.051.387231.407281.38223
382021.03.22 04:17t/p190.051.382231.407281.3822324.2510086.31
392021.03.22 04:30sell200.051.382021.402111.37702
402021.03.23 12:52t/p200.051.377021.402111.3770224.8510111.16
412021.03.23 13:30sell210.051.375671.395741.37067
422021.03.24 07:54t/p210.051.370671.395741.3706724.8510136.01
432021.03.24 08:30sell220.051.370321.390411.36532
442021.04.05 17:31s/l220.051.390411.390411.36532-102.2610033.75
452021.04.07 20:00sell230.071.374171.394221.36917
462021.04.09 09:31t/p230.071.369171.394221.3691734.1610067.91
472021.04.12 15:00buy240.051.376281.356231.38128
482021.04.16 15:08t/p240.051.381281.356231.3812823.4010091.31
492021.04.16 18:30buy250.051.382371.362291.38737
502021.04.19 10:50t/p250.051.387371.362291.3873724.7310116.04
512021.04.19 22:30buy260.051.398771.378731.40377
522021.05.10 02:49t/p260.051.403771.378731.4037719.3910135.43
532021.05.10 03:00buy270.051.404071.384001.40907
542021.05.10 11:39t/p270.051.409071.384001.4090725.0010160.43
552021.05.12 03:00sell280.051.413511.433591.40851
562021.05.12 15:31t/p280.051.408511.433591.4085125.0010185.43
572021.05.12 19:00sell290.051.408061.428111.40306
582021.05.13 11:49t/p290.051.403061.428111.4030624.5510209.98
592021.05.13 12:30sell300.051.403641.423721.39864
602021.06.01 04:12s/l300.051.423721.423721.39864-102.9610107.02
612021.06.01 16:30sell310.071.418501.438561.41350
622021.06.02 10:26t/p310.071.413501.438561.4135034.7910141.81
632021.06.03 21:00sell320.051.409141.429221.40414
642021.06.15 14:47t/p320.051.404141.429221.4041423.5010165.31
652021.06.16 21:30sell330.051.402691.422791.39769
662021.06.17 03:12t/p330.051.397691.422791.3976924.5510189.86
672021.06.17 19:30sell340.051.390081.410121.38508
682021.06.18 15:52t/p340.051.385081.410121.3850824.8510214.71
692021.06.21 17:00buy350.051.389921.369851.39492
702021.06.22 22:03t/p350.051.394921.369851.3949224.7310239.44
712021.06.23 08:30sell360.051.392511.412621.38751
722021.06.25 21:26t/p360.051.387511.412621.3875124.4010263.84
732021.06.28 01:00sell370.051.388031.408841.38303
742021.06.29 14:08t/p370.051.383031.408841.3830324.8510288.69
752021.06.29 15:00sell380.051.382681.402741.37768
762021.07.01 11:57t/p380.051.377681.402741.3776824.4010313.08
772021.07.01 23:00sell390.051.375741.395821.37074
782021.07.19 11:38t/p390.051.370741.395821.3707422.5910335.68
792021.07.19 15:00sell400.051.371501.391581.36650
802021.07.19 17:55t/p400.051.366501.391581.3665025.0010360.68
812021.07.19 19:00sell410.051.368931.388971.36393
822021.07.20 09:52t/p410.051.363931.388971.3639324.8510385.53
832021.07.20 23:30buy420.051.363031.342931.36803
842021.07.21 17:13t/p420.051.368031.342931.3680324.7310410.26
852021.07.22 04:30sell430.051.369361.389481.36436
862021.07.28 10:21s/l430.051.389481.389481.36436-101.2010309.06
872021.07.28 23:00buy440.071.390851.370771.39585
882021.07.29 11:16t/p440.071.395851.370771.3958533.8810342.94
892021.07.30 08:00sell450.051.394821.414891.38982
902021.07.30 18:01t/p450.051.389821.414891.3898225.0010367.94
912021.07.30 22:00sell460.051.389071.409161.38407
922021.08.10 04:46t/p460.051.384071.409161.3840723.6510391.58
932021.08.10 06:00sell470.051.384191.404271.37919
942021.08.13 11:38t/p470.051.379191.404271.3791924.2510415.83
952021.08.16 08:30sell480.051.384801.404901.37980
962021.08.17 10:00t/p480.051.379801.404901.3798024.8510440.68
972021.08.17 10:30sell490.051.380881.400961.37588
982021.08.17 16:18t/p490.051.375881.400961.3758825.0010465.68
992021.08.17 21:30sell500.051.373361.393411.36836
1002021.08.19 11:41t/p500.051.368361.393411.3683624.4010490.08
1012021.08.19 19:30sell510.051.365881.385931.36088
1022021.08.20 14:36t/p510.051.360881.385931.3608824.8510514.93
1032021.08.20 16:00sell520.051.360481.380531.35548
1042021.08.31 17:48s/l520.051.380531.380531.35548-101.6010413.32
1052021.08.31 23:00sell530.071.374821.394881.36982
1062021.09.20 09:38t/p530.071.369821.394881.3698230.7910444.11
1072021.09.20 10:00sell540.051.368981.389041.36398
1082021.09.22 10:58t/p540.051.363981.389041.3639824.7010468.81
1092021.09.22 11:00sell550.051.363581.383661.35858
1102021.09.28 15:01t/p550.051.358581.383661.3585824.1010492.90
1112021.09.28 20:00sell560.051.352911.373001.34791
1122021.09.29 14:16t/p560.051.347911.373001.3479124.8510517.75
1132021.09.29 15:00sell570.051.348921.368971.34392
1142021.09.29 17:08t/p570.051.343921.368971.3439225.0010542.75
1152021.09.29 23:30sell580.051.342011.362101.33701
1162021.10.04 16:54s/l580.051.362101.362101.33701-101.2010441.55
1172021.10.05 03:30sell590.071.360341.380391.35534
1182021.10.06 11:58t/p590.071.355341.380391.3553434.7910476.34
1192021.10.06 12:00sell600.051.355051.375141.35005
1202021.10.15 14:05s/l600.051.375141.375141.35005-102.1110374.23
1212021.10.15 15:00buy610.071.375131.355051.38013
1222021.10.19 12:50t/p610.071.380131.355051.3801334.2510408.49
1232021.10.20 14:00sell620.051.376111.396181.37111
1242021.10.27 14:10t/p620.051.371111.396181.3711123.9510432.43
1252021.10.28 02:30sell630.051.373371.393461.36837
1262021.10.29 18:27t/p630.051.368371.393461.3683724.8510457.28
1272021.10.29 22:30sell640.051.367931.388011.36293
1282021.11.02 12:01t/p640.051.362931.388011.3629324.7010481.98
1292021.11.02 12:30sell650.051.364401.384481.35940
1302021.11.04 15:00t/p650.051.359401.384481.3594024.4010506.38
1312021.11.04 16:30sell660.051.353611.373671.34861
1322021.11.04 18:28t/p660.051.348611.373671.3486125.0010531.38
1332021.11.10 04:00sell670.051.355031.375131.35003
1342021.11.10 14:29t/p670.051.350031.375131.3500325.0010556.38
1352021.11.10 15:00sell680.051.350881.370961.34588
1362021.11.10 19:23t/p680.051.345881.370961.3458825.0010581.38
1372021.11.11 01:30sell690.051.340671.360781.33567
1382021.11.12 03:14t/p690.051.335671.360781.3356724.8510606.23
1392021.11.15 23:30sell700.051.341401.361481.33640
1402021.11.23 12:58t/p700.051.336401.361481.3364023.8010630.02
1412021.11.24 16:00sell710.051.335291.355381.33029
1422021.11.26 03:54t/p710.051.330291.355381.3302924.4010654.42
1432021.11.29 20:30sell720.051.330001.350061.32500
1442021.11.30 17:57t/p720.051.325001.350061.3250024.8510679.27
1452021.12.02 05:00buy730.051.330381.310291.33538
1462021.12.16 14:07t/p730.051.335381.310291.3353821.2610700.53
1472021.12.16 22:30sell740.051.331231.351311.32623
1482021.12.17 18:07t/p740.051.326231.351311.3262324.8510725.38
1492021.12.17 19:00sell750.051.326841.346921.32184
1502021.12.20 08:27t/p750.051.321841.346921.3218424.8510750.23
1512021.12.20 23:00sell760.051.320811.340901.31581
1522021.12.23 12:12s/l760.051.340901.340901.31581-101.2010649.03
1532021.12.27 05:30buy770.071.341081.320981.34608
1542021.12.28 15:58t/p770.071.346081.320981.3460834.6310683.66
1552021.12.28 21:30sell780.051.342261.362361.33726
1562021.12.30 23:59close at stop780.051.350281.362361.33726-40.7010642.95