Strategy Tester Report
DoubleCCI
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=1; p_CCIOption ="---------------------------------------------------"; p_CCI1Period=6; p_CCI2Period=14; p_CCIUpperLine=150; p_CCILowerLine=-100; p_MAOption ="---------------------------------------------------"; p_MAPeriod=200; p_MAMethod=1; p_envelopesOption ="---------------------------------------------------"; p_envPeriod=25; p_envMethod=1; p_envDeviation=0.1; p_entryOption ="---------------------------------------------------"; p_entryLot=0.05; p_slippage=2; p_stopLoss=0; p_takeProfit=0; p_otherOption ="---------------------------------------------------"; p_maxPosition=10; 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121.01総利益562.05総損失-441.03
プロフィットファクタ1.27期待利得0.47
絶対ドローダウン155.70最大ドローダウン158.05 (1.58%)相対ドローダウン1.58% (158.05)
総取引数257売りポジション(勝率%)257 (51.36%)買いポジション(勝率%)0 (0.00%)
勝率(%)132 (51.36%)負率 (%)125 (48.64%)
最大勝トレード15.95敗トレード-74.37
平均勝トレード4.26敗トレード-3.53
最大連勝(金額)9 (36.30)連敗(金額)11 (-120.83)
最大連勝(トレード数)43.88 (6)連敗(トレード数)-120.83 (11)
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
12021.01.05 17:30sell10.051.358060.000000.00000
22021.01.06 03:39close10.051.360290.000000.00000-11.279988.73
32021.01.06 16:00sell20.051.356450.000000.00000
42021.01.06 16:00close20.051.356510.000000.00000-0.309988.43
52021.01.07 04:30sell30.051.357910.000000.00000
62021.01.07 04:30close30.051.357980.000000.00000-0.359988.08
72021.01.08 03:00sell40.051.356020.000000.00000
82021.01.08 03:07close40.051.355390.000000.000003.159991.23
92021.01.08 08:00sell50.051.355990.000000.00000
102021.01.08 17:00sell60.051.358390.000000.00000
112021.01.08 17:16close60.051.357360.000000.000005.159996.38
122021.01.08 17:16close50.051.357360.000000.00000-6.859989.53
132021.01.12 00:00sell70.051.350940.000000.00000
142021.01.13 13:22close70.051.365790.000000.00000-74.379915.17
152021.01.15 14:30sell80.051.362540.000000.00000
162021.01.15 14:30close80.051.362640.000000.00000-0.509914.67
172021.01.18 02:00sell90.051.357020.000000.00000
182021.01.18 02:00close90.051.357180.000000.00000-0.809913.87
192021.01.19 01:00sell100.051.358000.000000.00000
202021.01.20 16:52close100.051.365190.000000.00000-36.079877.80
212021.01.22 10:30sell110.051.366400.000000.00000
222021.01.22 10:30close110.051.366460.000000.00000-0.309877.50
232021.01.25 12:00sell120.051.367320.000000.00000
242021.01.25 12:00close120.051.367360.000000.00000-0.209877.30
252021.01.27 16:30sell130.051.369230.000000.00000
262021.01.27 16:30close130.051.369310.000000.00000-0.409876.90
272021.01.28 14:00sell140.051.364790.000000.00000
282021.01.28 14:00close140.051.364870.000000.00000-0.409876.50
292021.01.29 10:30sell150.051.367540.000000.00000
302021.01.29 10:30close150.051.367650.000000.00000-0.559875.95
312021.02.01 15:00sell160.051.370320.000000.00000
322021.02.01 15:00close160.051.370400.000000.00000-0.409875.55
332021.02.02 07:30sell170.051.368080.000000.00000
342021.02.02 13:37close170.051.366880.000000.000006.009881.55
352021.02.03 06:00sell180.051.366710.000000.00000
362021.02.03 08:09close180.051.365100.000000.000008.059889.60
372021.02.08 14:00sell190.051.368280.000000.00000
382021.02.08 14:00close190.051.368330.000000.00000-0.259889.35
392021.02.12 05:00sell200.051.378840.000000.00000
402021.02.12 05:00close200.051.378950.000000.00000-0.559888.80
412021.02.12 11:00sell210.051.377830.000000.00000
422021.02.12 11:00close210.051.377880.000000.00000-0.259888.55
432021.02.17 03:00sell220.051.386750.000000.00000
442021.02.17 03:00close220.051.386820.000000.00000-0.359888.20
452021.02.18 04:00sell230.051.386310.000000.00000
462021.02.18 05:28close230.051.384920.000000.000006.959895.15
472021.02.25 19:30sell240.051.408430.000000.00000
482021.02.25 19:30close240.051.408490.000000.00000-0.309894.85
492021.02.26 02:00sell250.051.400350.000000.00000
502021.02.26 02:00close250.051.400380.000000.00000-0.159894.70
512021.03.01 06:30sell260.051.396910.000000.00000
522021.03.01 10:03close260.051.395760.000000.000005.759900.45
532021.03.01 14:00sell270.051.393960.000000.00000
542021.03.01 14:00close270.051.394020.000000.00000-0.309900.15
552021.03.02 00:30sell280.051.392160.000000.00000
562021.03.02 03:20close280.051.391590.000000.000002.859903.00
572021.03.02 03:30sell290.051.391510.000000.00000
582021.03.02 03:30close290.051.391430.000000.000000.409903.40
592021.03.02 23:30sell300.051.395520.000000.00000
602021.03.03 08:28close300.051.393840.000000.000008.289911.69
612021.03.03 14:00sell310.051.395260.000000.00000
622021.03.03 14:00close310.051.394990.000000.000001.359913.04
632021.03.04 10:30sell320.051.394630.000000.00000
642021.03.04 10:47close320.051.393570.000000.000005.309918.34
652021.03.05 17:00sell330.051.381590.000000.00000
662021.03.05 17:00close330.051.381680.000000.00000-0.459917.89
672021.03.08 04:30sell340.051.382890.000000.00000
682021.03.08 04:41close340.051.382680.000000.000001.059918.94
692021.03.09 15:00sell350.051.386790.000000.00000
702021.03.10 03:39close350.051.387060.000000.00000-1.479917.47
712021.03.10 04:00sell360.051.386990.000000.00000
722021.03.10 04:04close360.051.386980.000000.000000.059917.52
732021.03.12 12:00sell370.051.391210.000000.00000
742021.03.12 12:00close370.051.391310.000000.00000-0.509917.02
752021.03.15 00:00sell380.051.391430.000000.00000
762021.03.15 08:30sell390.051.391320.000000.00000
772021.03.15 08:35close390.051.390960.000000.000001.809918.82
782021.03.15 08:35close380.051.390960.000000.000002.359921.17
792021.03.15 15:00sell400.051.390850.000000.00000
802021.03.15 15:00close400.051.390910.000000.00000-0.309920.87
812021.03.16 03:30sell410.051.389530.000000.00000
822021.03.16 03:56close410.051.388480.000000.000005.259926.12
832021.03.17 00:00sell420.051.388870.000000.00000
842021.03.17 04:00sell430.051.389290.000000.00000
852021.03.17 14:30sell440.051.389870.000000.00000
862021.03.17 17:50close440.051.388470.000000.000007.009933.12
872021.03.17 17:50close430.051.388470.000000.000004.109937.22
882021.03.17 17:50close420.051.388470.000000.000002.009939.22
892021.03.18 17:00sell450.051.390180.000000.00000
902021.03.18 17:00close450.051.390220.000000.00000-0.209939.02
912021.03.19 08:30sell460.051.391290.000000.00000
922021.03.19 14:15close460.051.391370.000000.00000-0.409938.62
932021.03.19 14:30sell470.051.391770.000000.00000
942021.03.19 14:58close470.051.391330.000000.000002.209940.82
952021.03.19 23:00sell480.051.386380.000000.00000
962021.03.19 23:00close480.051.386440.000000.00000-0.309940.52
972021.03.22 13:30sell490.051.385260.000000.00000
982021.03.22 15:55close490.051.384120.000000.000005.709946.22
992021.03.23 01:00sell500.051.385900.000000.00000
1002021.03.23 04:22close500.051.384240.000000.000008.309954.52
1012021.03.23 11:30sell510.051.380860.000000.00000
1022021.03.23 11:30close510.051.380990.000000.00000-0.659953.87
1032021.03.23 17:00sell520.051.377610.000000.00000
1042021.03.23 17:00close520.051.377680.000000.00000-0.359953.52
1052021.03.25 05:00sell530.051.368270.000000.00000
1062021.03.25 09:22close530.051.368450.000000.00000-0.909952.62
1072021.03.26 00:30sell540.051.373160.000000.00000
1082021.03.26 10:00sell550.051.375580.000000.00000
1092021.03.26 15:30sell560.051.375190.000000.00000
1102021.03.29 04:16close560.051.376870.000000.00000-8.529944.10
1112021.03.29 04:16close550.051.376870.000000.00000-6.579937.54
1122021.03.29 04:16close540.051.376870.000000.00000-18.679918.87
1132021.03.29 18:00sell570.051.377170.000000.00000
1142021.03.29 18:00close570.051.377240.000000.00000-0.359918.52
1152021.03.30 13:00sell580.051.376190.000000.00000
1162021.03.30 13:45close580.051.375320.000000.000004.359922.87
1172021.03.31 05:30sell590.051.372760.000000.00000
1182021.03.31 06:05close590.051.372040.000000.000003.609926.47
1192021.04.01 08:00sell600.051.376670.000000.00000
1202021.04.01 08:00close600.051.376590.000000.000000.409926.87
1212021.04.06 12:30sell610.051.383110.000000.00000
1222021.04.06 12:30close610.051.383190.000000.00000-0.409926.47
1232021.04.06 19:30sell620.051.383860.000000.00000
1242021.04.06 19:30close620.051.383920.000000.00000-0.309926.17
1252021.04.07 05:30sell630.051.382070.000000.00000
1262021.04.07 08:46close630.051.381500.000000.000002.859929.02
1272021.04.08 11:30sell640.051.373890.000000.00000
1282021.04.08 11:30close640.051.374000.000000.00000-0.559928.47
1292021.04.08 18:00sell650.051.373080.000000.00000
1302021.04.08 18:00close650.051.373140.000000.00000-0.309928.17
1312021.04.09 06:00sell660.051.373530.000000.00000
1322021.04.09 08:39close660.051.372290.000000.000006.209934.37
1332021.04.09 21:00sell670.051.372430.000000.00000
1342021.04.09 23:42close670.051.370570.000000.000009.309943.67
1352021.04.12 08:00sell680.051.368140.000000.00000
1362021.04.12 08:00close680.051.368190.000000.00000-0.259943.42
1372021.04.13 04:00sell690.051.374230.000000.00000
1382021.04.13 13:31close690.051.373110.000000.000005.609949.02
1392021.04.13 18:00sell700.051.372930.000000.00000
1402021.04.14 13:38close700.051.375800.000000.00000-14.479934.56
1412021.04.16 04:30sell710.051.375900.000000.00000
1422021.04.16 04:30close710.051.375960.000000.00000-0.309934.26
1432021.04.16 09:30sell720.051.373840.000000.00000
1442021.04.16 09:30close720.051.373920.000000.00000-0.409933.86
1452021.04.21 16:30sell730.051.389160.000000.00000
1462021.04.21 16:30close730.051.389220.000000.00000-0.309933.56
1472021.04.22 12:00sell740.051.389860.000000.00000
1482021.04.22 12:00close740.051.389950.000000.00000-0.459933.11
1492021.04.23 01:30sell750.051.383810.000000.00000
1502021.04.23 01:30close750.051.383930.000000.00000-0.609932.51
1512021.04.23 16:30sell760.051.385090.000000.00000
1522021.04.23 16:30close760.051.385160.000000.00000-0.359932.16
1532021.04.26 15:30sell770.051.388150.000000.00000
1542021.04.26 15:30close770.051.388200.000000.00000-0.259931.91
1552021.04.28 09:30sell780.051.387770.000000.00000
1562021.04.28 09:35close780.051.387360.000000.000002.059933.96
1572021.04.30 10:30sell790.051.391720.000000.00000
1582021.04.30 10:30close790.051.391780.000000.00000-0.309933.66
1592021.05.03 06:00sell800.051.381770.000000.00000
1602021.05.03 06:00close800.051.381840.000000.00000-0.359933.31
1612021.05.04 04:30sell810.051.388730.000000.00000
1622021.05.04 05:47close810.051.388070.000000.000003.309936.61
1632021.05.04 10:30sell820.051.385790.000000.00000
1642021.05.04 10:30close820.051.385840.000000.00000-0.259936.36
1652021.05.05 00:30sell830.051.388450.000000.00000
1662021.05.05 12:11close830.051.388160.000000.000001.459937.81
1672021.05.06 06:30sell840.051.389390.000000.00000
1682021.05.06 14:00sell850.051.389450.000000.00000
1692021.05.06 14:00close850.051.389060.000000.000001.959939.76
1702021.05.06 14:00close840.051.389060.000000.000001.659941.41
1712021.05.07 09:30sell860.051.389520.000000.00000
1722021.05.07 15:07close860.051.389370.000000.000000.759942.16
1732021.05.12 20:00sell870.051.405690.000000.00000
1742021.05.12 20:00close870.051.405750.000000.00000-0.309941.86
1752021.05.13 18:30sell880.051.403170.000000.00000
1762021.05.13 18:41close880.051.402800.000000.000001.859943.71
1772021.05.19 21:30sell890.051.412540.000000.00000
1782021.05.19 21:30close890.051.412660.000000.00000-0.609943.11
1792021.05.20 04:30sell900.051.410640.000000.00000
1802021.05.20 04:30close900.051.410670.000000.00000-0.159942.96
1812021.05.20 12:00sell910.051.411120.000000.00000
1822021.05.20 12:03close910.051.410810.000000.000001.559944.51
1832021.05.21 20:00sell920.051.414520.000000.00000
1842021.05.21 20:00close920.051.414610.000000.00000-0.459944.06
1852021.05.24 12:00sell930.051.413800.000000.00000
1862021.05.24 12:00close930.051.413790.000000.000000.059944.11
1872021.05.25 16:00sell940.051.414090.000000.00000
1882021.05.25 16:00close940.051.414140.000000.00000-0.259943.86
1892021.05.26 02:30sell950.051.414520.000000.00000
1902021.05.26 10:09close950.051.413970.000000.000002.759946.61
1912021.05.28 15:30sell960.051.415720.000000.00000
1922021.05.28 15:30close960.051.415870.000000.00000-0.759945.86
1932021.06.01 13:00sell970.051.418230.000000.00000
1942021.06.01 13:00close970.051.418260.000000.00000-0.159945.71
1952021.06.02 07:30sell980.051.415410.000000.00000
1962021.06.02 09:04close980.051.414320.000000.000005.459951.16
1972021.06.03 05:00sell990.051.417060.000000.00000
1982021.06.03 08:41close990.051.415220.000000.000009.209960.36
1992021.06.07 05:00sell1000.051.414230.000000.00000
2002021.06.07 05:04close1000.051.414090.000000.000000.709961.06
2012021.06.08 09:00sell1010.051.415030.000000.00000
2022021.06.08 09:00close1010.051.415100.000000.00000-0.359960.71
2032021.06.09 00:30sell1020.051.414810.000000.00000
2042021.06.09 08:00sell1030.051.415170.000000.00000
2052021.06.09 15:38close1030.051.415240.000000.00000-0.359960.36
2062021.06.09 15:38close1020.051.415240.000000.00000-2.159958.21
2072021.06.09 16:00sell1040.051.413410.000000.00000
2082021.06.09 16:00close1040.051.413480.000000.00000-0.359957.86
2092021.06.10 07:30sell1050.051.410800.000000.00000
2102021.06.10 09:12close1050.051.410230.000000.000002.859960.71
2112021.06.11 15:30sell1060.051.414690.000000.00000
2122021.06.11 15:30close1060.051.414660.000000.000000.159960.86
2132021.06.14 00:00sell1070.051.409940.000000.00000
2142021.06.14 00:05close1070.051.411470.000000.00000-7.659953.21
2152021.06.14 21:00sell1080.051.411200.000000.00000
2162021.06.15 04:30sell1090.051.410620.000000.00000
2172021.06.15 10:00sell1100.051.411010.000000.00000
2182021.06.15 11:46close1100.051.409630.000000.000006.909960.11
2192021.06.15 11:46close1090.051.409630.000000.000004.959965.06
2202021.06.15 11:46close1080.051.409630.000000.000007.739972.79
2212021.06.16 16:30sell1110.051.410830.000000.00000
2222021.06.16 21:00close1110.051.409200.000000.000008.159980.94
2232021.06.21 05:00sell1120.051.381190.000000.00000
2242021.06.21 05:00close1120.051.381150.000000.000000.209981.14
2252021.06.21 10:30sell1130.051.380530.000000.00000
2262021.06.22 02:00sell1140.051.392960.000000.00000
2272021.06.22 08:30close1140.051.389770.000000.0000015.959997.09
2282021.06.22 08:30close1130.051.389770.000000.00000-46.329950.77
2292021.06.23 06:00sell1150.051.392930.000000.00000
2302021.06.24 14:00close1150.051.395030.000000.00000-10.859939.93
2312021.06.24 14:30sell1160.051.392170.000000.00000
2322021.06.24 14:30close1160.051.392260.000000.00000-0.459939.48
2332021.06.25 02:00sell1170.051.392070.000000.00000
2342021.06.25 08:00sell1180.051.392280.000000.00000
2352021.06.25 10:06close1180.051.391200.000000.000005.409944.88
2362021.06.25 10:06close1170.051.391200.000000.000004.359949.23
2372021.06.25 18:30sell1190.051.390840.000000.00000
2382021.06.25 18:44close1190.051.389950.000000.000004.459953.68
2392021.06.28 14:30sell1200.051.389830.000000.00000
2402021.06.28 14:32close1200.051.388880.000000.000004.759958.43
2412021.06.29 10:30sell1210.051.385910.000000.00000
2422021.06.29 10:30close1210.051.385810.000000.000000.509958.93
2432021.06.30 06:30sell1220.051.384520.000000.00000
2442021.06.30 10:00close1220.051.383290.000000.000006.159965.08
2452021.06.30 15:30sell1230.051.384430.000000.00000
2462021.06.30 16:08close1230.051.383410.000000.000005.109970.18
2472021.07.01 03:30sell1240.051.382080.000000.00000
2482021.07.01 11:07close1240.051.380500.000000.000007.909978.08
2492021.07.01 11:30sell1250.051.379810.000000.00000
2502021.07.01 11:30close1250.051.379840.000000.00000-0.159977.93
2512021.07.02 01:30sell1260.051.375400.000000.00000
2522021.07.02 01:30close1260.051.375540.000000.00000-0.709977.23
2532021.07.02 09:30sell1270.051.375640.000000.00000
2542021.07.02 09:48close1270.051.375330.000000.000001.559978.78
2552021.07.06 17:00sell1280.051.383570.000000.00000
2562021.07.06 17:00close1280.051.383780.000000.00000-1.059977.73
2572021.07.07 03:30sell1290.051.379830.000000.00000
2582021.07.07 10:08close1290.051.379200.000000.000003.159980.88
2592021.07.08 03:00sell1300.051.379960.000000.00000
2602021.07.08 04:17close1300.051.378570.000000.000006.959987.83
2612021.07.08 09:30sell1310.051.377920.000000.00000
2622021.07.08 09:32close1310.051.377620.000000.000001.509989.33
2632021.07.09 04:30sell1320.051.378060.000000.00000
2642021.07.09 09:31close1320.051.376320.000000.000008.709998.03
2652021.07.13 14:30sell1330.051.384420.000000.00000
2662021.07.13 14:30close1330.051.384490.000000.00000-0.359997.68
2672021.07.15 04:00sell1340.051.384110.000000.00000
2682021.07.15 04:00close1340.051.384060.000000.000000.259997.93
2692021.07.15 10:30sell1350.051.381910.000000.00000
2702021.07.15 10:30close1350.051.381960.000000.00000-0.259997.68
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