Strategy Tester Report
Just_a_Momentum
TitanFX-Demo01 (Build 1355)
通貨ペア | USDJPY (US Dollar vs Japanese Yen) |
期間 | 1時間足(H1) 2021.01.04 00:00 - 2021.12.30 23:00 (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_signOption ="---------------------------------------------------"; p_bandsPeriod=29; p_bandsDeviation_2=2; p_bandsDeviation_3=3; p_momentumOption ="---------------------------------------------------"; p_momentumPeriod=11; p_momentumLine=100; p_entryOption ="---------------------------------------------------"; p_entryLot=0.05; p_multiplierLots=1.2; p_slippage=2; p_stopLoss=0; p_takeProfit=0; p_otherOption ="---------------------------------------------------"; p_maxPosition=10; p_magicNumber=54118; |
|
テストバー数 | 6316 | 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 | 681.77 | 総利益 | 952.35 | 総損失 | -270.58 |
プロフィットファクタ | 3.52 | 期待利得 | 8.12 | | |
絶対ドローダウン | 11.84 | 最大ドローダウン | 121.41 (1.20%) | 相対ドローダウン | 1.20% (121.41) |
|
総取引数 | 84 | 売りポジション(勝率%) | 0 (0.00%) | 買いポジション(勝率%) | 84 (63.10%) |
| 勝率(%) | 53 (63.10%) | 負率 (%) | 31 (36.90%) |
最大 | 勝トレード | 127.01 | 敗トレード | -39.38 |
平均 | 勝トレード | 17.97 | 敗トレード | -8.73 |
最大 | 連勝(金額) | 7 (34.58) | 連敗(金額) | 3 (-24.80) |
最大 | 連勝(トレード数) | 437.63 (4) | 連敗(トレード数) | -39.38 (1) |
平均 | 連勝 | 3 | 連敗 | 2 |
# | 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 | 2021.01.06 16:00 | buy | 1 | 0.05 | 103.176 | 0.000 | 0.000 | |
2 | 2021.01.06 17:00 | close | 1 | 0.05 | 103.205 | 0.000 | 0.000 | 1.40 | 10001.40 |
3 | 2021.01.11 02:00 | buy | 2 | 0.05 | 104.089 | 0.000 | 0.000 | |
4 | 2021.01.12 19:00 | close | 2 | 0.05 | 104.092 | 0.000 | 0.000 | 0.37 | 10001.77 |
5 | 2021.01.18 02:00 | buy | 3 | 0.05 | 103.919 | 0.000 | 0.000 | |
6 | 2021.01.19 05:00 | close | 3 | 0.05 | 104.052 | 0.000 | 0.000 | 6.62 | 10008.38 |
7 | 2021.01.19 05:00 | buy | 4 | 0.05 | 104.054 | 0.000 | 0.000 | |
8 | 2021.01.19 06:00 | close | 4 | 0.05 | 104.004 | 0.000 | 0.000 | -2.40 | 10005.98 |
9 | 2021.01.22 10:00 | buy | 5 | 0.06 | 103.675 | 0.000 | 0.000 | |
10 | 2021.01.22 17:00 | close | 5 | 0.06 | 103.782 | 0.000 | 0.000 | 6.19 | 10012.17 |
11 | 2021.01.25 17:00 | buy | 6 | 0.05 | 103.907 | 0.000 | 0.000 | |
12 | 2021.01.25 18:00 | close | 6 | 0.05 | 103.772 | 0.000 | 0.000 | -6.50 | 10005.67 |
13 | 2021.01.27 15:00 | buy | 7 | 0.06 | 103.849 | 0.000 | 0.000 | |
14 | 2021.01.27 16:00 | close | 7 | 0.06 | 103.982 | 0.000 | 0.000 | 7.67 | 10013.34 |
15 | 2021.01.29 03:00 | buy | 8 | 0.05 | 104.463 | 0.000 | 0.000 | |
16 | 2021.01.29 04:00 | close | 8 | 0.05 | 104.485 | 0.000 | 0.000 | 1.05 | 10014.39 |
17 | 2021.02.01 11:00 | buy | 9 | 0.05 | 104.874 | 0.000 | 0.000 | |
18 | 2021.02.02 15:00 | buy | 10 | 0.05 | 105.052 | 0.000 | 0.000 | |
19 | 2021.02.02 17:00 | close | 10 | 0.05 | 105.158 | 0.000 | 0.000 | 5.04 | 10019.43 |
20 | 2021.02.02 17:00 | close | 9 | 0.05 | 105.158 | 0.000 | 0.000 | 13.73 | 10033.16 |
21 | 2021.02.04 06:00 | buy | 11 | 0.05 | 105.118 | 0.000 | 0.000 | |
22 | 2021.02.04 08:00 | close | 11 | 0.05 | 105.143 | 0.000 | 0.000 | 1.19 | 10034.35 |
23 | 2021.02.12 10:00 | buy | 12 | 0.05 | 104.927 | 0.000 | 0.000 | |
24 | 2021.02.12 12:00 | close | 12 | 0.05 | 105.039 | 0.000 | 0.000 | 5.33 | 10039.68 |
25 | 2021.02.16 16:00 | buy | 13 | 0.05 | 105.730 | 0.000 | 0.000 | |
26 | 2021.02.18 03:00 | close | 13 | 0.05 | 105.723 | 0.000 | 0.000 | 0.57 | 10040.25 |
27 | 2021.02.22 10:00 | buy | 14 | 0.06 | 105.818 | 0.000 | 0.000 | |
28 | 2021.02.22 17:00 | close | 14 | 0.06 | 105.128 | 0.000 | 0.000 | -39.38 | 10000.87 |
29 | 2021.02.24 05:00 | buy | 15 | 0.07 | 105.498 | 0.000 | 0.000 | |
30 | 2021.02.25 21:00 | close | 15 | 0.07 | 106.032 | 0.000 | 0.000 | 36.20 | 10037.06 |
31 | 2021.02.26 12:00 | buy | 16 | 0.05 | 106.488 | 0.000 | 0.000 | |
32 | 2021.03.03 14:00 | buy | 17 | 0.05 | 107.000 | 0.000 | 0.000 | |
33 | 2021.03.03 18:00 | close | 17 | 0.05 | 106.972 | 0.000 | 0.000 | -1.31 | 10035.75 |
34 | 2021.03.03 18:00 | close | 16 | 0.05 | 106.972 | 0.000 | 0.000 | 23.30 | 10059.05 |
35 | 2021.03.12 05:00 | buy | 18 | 0.05 | 108.776 | 0.000 | 0.000 | |
36 | 2021.03.12 10:00 | close | 18 | 0.05 | 109.039 | 0.000 | 0.000 | 12.06 | 10071.11 |
37 | 2021.03.24 17:00 | buy | 19 | 0.05 | 108.881 | 0.000 | 0.000 | |
38 | 2021.03.24 18:00 | close | 19 | 0.05 | 108.905 | 0.000 | 0.000 | 1.10 | 10072.21 |
39 | 2021.03.30 06:00 | buy | 20 | 0.05 | 109.964 | 0.000 | 0.000 | |
40 | 2021.04.02 10:00 | close | 20 | 0.05 | 110.488 | 0.000 | 0.000 | 24.84 | 10097.04 |
41 | 2021.04.09 15:00 | buy | 21 | 0.05 | 109.717 | 0.000 | 0.000 | |
42 | 2021.04.09 16:00 | close | 21 | 0.05 | 109.876 | 0.000 | 0.000 | 7.24 | 10104.28 |
43 | 2021.04.22 20:00 | buy | 22 | 0.05 | 108.204 | 0.000 | 0.000 | |
44 | 2021.04.23 04:00 | close | 22 | 0.05 | 107.883 | 0.000 | 0.000 | -14.65 | 10089.63 |
45 | 2021.04.27 19:00 | buy | 23 | 0.06 | 108.568 | 0.000 | 0.000 | |
46 | 2021.04.29 02:00 | close | 23 | 0.06 | 108.529 | 0.000 | 0.000 | -1.08 | 10088.55 |
47 | 2021.04.29 17:00 | buy | 24 | 0.07 | 109.194 | 0.000 | 0.000 | |
48 | 2021.04.30 18:00 | close | 24 | 0.07 | 109.285 | 0.000 | 0.000 | 6.15 | 10094.69 |
49 | 2021.04.30 18:00 | buy | 25 | 0.05 | 109.287 | 0.000 | 0.000 | |
50 | 2021.04.30 19:00 | close | 25 | 0.05 | 109.334 | 0.000 | 0.000 | 2.15 | 10096.84 |
51 | 2021.05.12 16:00 | buy | 26 | 0.05 | 109.002 | 0.000 | 0.000 | |
52 | 2021.05.12 17:00 | close | 26 | 0.05 | 109.235 | 0.000 | 0.000 | 10.67 | 10107.51 |
53 | 2021.05.19 13:00 | buy | 27 | 0.05 | 109.165 | 0.000 | 0.000 | |
54 | 2021.05.19 14:00 | close | 27 | 0.05 | 109.247 | 0.000 | 0.000 | 3.75 | 10111.26 |
55 | 2021.05.21 20:00 | buy | 28 | 0.05 | 108.994 | 0.000 | 0.000 | |
56 | 2021.05.25 16:00 | close | 28 | 0.05 | 108.977 | 0.000 | 0.000 | -0.33 | 10110.93 |
57 | 2021.05.25 16:00 | buy | 29 | 0.06 | 108.980 | 0.000 | 0.000 | |
58 | 2021.05.25 17:00 | close | 29 | 0.06 | 108.916 | 0.000 | 0.000 | -3.53 | 10107.40 |
59 | 2021.05.26 18:00 | buy | 30 | 0.07 | 109.046 | 0.000 | 0.000 | |
60 | 2021.05.26 19:00 | close | 30 | 0.07 | 109.101 | 0.000 | 0.000 | 3.53 | 10110.93 |
61 | 2021.06.02 08:00 | buy | 31 | 0.05 | 109.695 | 0.000 | 0.000 | |
62 | 2021.06.03 16:00 | buy | 32 | 0.05 | 109.963 | 0.000 | 0.000 | |
63 | 2021.06.03 17:00 | close | 32 | 0.05 | 110.102 | 0.000 | 0.000 | 6.31 | 10117.24 |
64 | 2021.06.03 17:00 | close | 31 | 0.05 | 110.102 | 0.000 | 0.000 | 19.16 | 10136.40 |
65 | 2021.06.09 18:00 | buy | 33 | 0.05 | 109.597 | 0.000 | 0.000 | |
66 | 2021.06.10 23:00 | close | 33 | 0.05 | 109.318 | 0.000 | 0.000 | -12.08 | 10124.31 |
67 | 2021.06.11 17:00 | buy | 34 | 0.06 | 109.722 | 0.000 | 0.000 | |
68 | 2021.06.11 18:00 | close | 34 | 0.06 | 109.762 | 0.000 | 0.000 | 2.19 | 10126.50 |
69 | 2021.06.16 22:00 | buy | 35 | 0.05 | 110.506 | 0.000 | 0.000 | |
70 | 2021.06.16 23:00 | close | 35 | 0.05 | 110.635 | 0.000 | 0.000 | 5.83 | 10132.33 |
71 | 2021.06.22 16:00 | buy | 36 | 0.05 | 110.696 | 0.000 | 0.000 | |
72 | 2021.06.25 12:00 | close | 36 | 0.05 | 110.728 | 0.000 | 0.000 | 2.57 | 10134.90 |
73 | 2021.06.28 15:00 | buy | 37 | 0.05 | 110.937 | 0.000 | 0.000 | |
74 | 2021.06.28 19:00 | close | 37 | 0.05 | 110.514 | 0.000 | 0.000 | -19.14 | 10115.76 |
75 | 2021.06.30 16:00 | buy | 38 | 0.06 | 110.648 | 0.000 | 0.000 | |
76 | 2021.06.30 17:00 | close | 38 | 0.06 | 110.681 | 0.000 | 0.000 | 1.79 | 10117.55 |
77 | 2021.07.12 17:00 | buy | 39 | 0.05 | 110.337 | 0.000 | 0.000 | |
78 | 2021.07.12 18:00 | close | 39 | 0.05 | 110.282 | 0.000 | 0.000 | -2.49 | 10115.06 |
79 | 2021.07.13 16:00 | buy | 40 | 0.06 | 110.514 | 0.000 | 0.000 | |
80 | 2021.07.13 21:00 | close | 40 | 0.06 | 110.616 | 0.000 | 0.000 | 5.53 | 10120.59 |
81 | 2021.07.13 21:00 | buy | 41 | 0.05 | 110.618 | 0.000 | 0.000 | |
82 | 2021.07.13 22:00 | close | 41 | 0.05 | 110.596 | 0.000 | 0.000 | -0.99 | 10119.60 |
83 | 2021.07.16 11:00 | buy | 42 | 0.06 | 110.163 | 0.000 | 0.000 | |
84 | 2021.07.19 12:00 | close | 42 | 0.06 | 109.733 | 0.000 | 0.000 | -23.24 | 10096.36 |
85 | 2021.07.20 18:00 | buy | 43 | 0.07 | 109.925 | 0.000 | 0.000 | |
86 | 2021.07.20 19:00 | close | 43 | 0.07 | 109.916 | 0.000 | 0.000 | -0.57 | 10095.79 |
87 | 2021.07.23 11:00 | buy | 44 | 0.08 | 110.340 | 0.000 | 0.000 | |
88 | 2021.07.23 12:00 | close | 44 | 0.08 | 110.484 | 0.000 | 0.000 | 10.43 | 10106.22 |
89 | 2021.07.28 17:00 | buy | 45 | 0.05 | 110.203 | 0.000 | 0.000 | |
90 | 2021.07.29 18:00 | close | 45 | 0.05 | 109.601 | 0.000 | 0.000 | -26.78 | 10079.43 |
91 | 2021.08.04 18:00 | buy | 46 | 0.06 | 109.566 | 0.000 | 0.000 | |
92 | 2021.08.04 19:00 | close | 46 | 0.06 | 109.428 | 0.000 | 0.000 | -7.57 | 10071.86 |
93 | 2021.08.06 16:00 | buy | 47 | 0.07 | 110.116 | 0.000 | 0.000 | |
94 | 2021.08.06 17:00 | close | 47 | 0.07 | 110.277 | 0.000 | 0.000 | 10.22 | 10082.08 |
95 | 2021.08.09 23:00 | buy | 48 | 0.05 | 110.332 | 0.000 | 0.000 | |
96 | 2021.08.10 11:00 | buy | 49 | 0.05 | 110.445 | 0.000 | 0.000 | |
97 | 2021.08.13 11:00 | close | 49 | 0.05 | 110.292 | 0.000 | 0.000 | -5.81 | 10076.27 |
98 | 2021.08.13 11:00 | close | 48 | 0.05 | 110.292 | 0.000 | 0.000 | -0.46 | 10075.81 |
99 | 2021.08.17 16:00 | buy | 50 | 0.07 | 109.533 | 0.000 | 0.000 | |
100 | 2021.08.17 17:00 | close | 50 | 0.07 | 109.436 | 0.000 | 0.000 | -6.20 | 10069.61 |
101 | 2021.08.23 09:00 | buy | 51 | 0.08 | 109.950 | 0.000 | 0.000 | |
102 | 2021.08.25 15:00 | buy | 52 | 0.08 | 109.891 | 0.000 | 0.000 | |
103 | 2021.08.25 17:00 | close | 52 | 0.08 | 109.979 | 0.000 | 0.000 | 6.40 | 10076.01 |
104 | 2021.08.25 17:00 | close | 51 | 0.08 | 109.979 | 0.000 | 0.000 | 2.83 | 10078.84 |
105 | 2021.08.31 02:00 | buy | 53 | 0.05 | 109.981 | 0.000 | 0.000 | |
106 | 2021.08.31 16:00 | close | 53 | 0.05 | 109.712 | 0.000 | 0.000 | -12.26 | 10066.58 |
107 | 2021.08.31 19:00 | buy | 54 | 0.06 | 110.053 | 0.000 | 0.000 | |
108 | 2021.09.03 04:00 | close | 54 | 0.06 | 109.887 | 0.000 | 0.000 | -7.71 | 10058.87 |
109 | 2021.09.07 10:00 | buy | 55 | 0.07 | 109.922 | 0.000 | 0.000 | |
110 | 2021.09.07 11:00 | close | 55 | 0.07 | 109.901 | 0.000 | 0.000 | -1.34 | 10057.53 |
111 | 2021.09.13 09:00 | buy | 56 | 0.08 | 110.036 | 0.000 | 0.000 | |
112 | 2021.09.13 10:00 | close | 56 | 0.08 | 110.108 | 0.000 | 0.000 | 5.23 | 10062.76 |
113 | 2021.09.16 16:00 | buy | 57 | 0.05 | 109.694 | 0.000 | 0.000 | |
114 | 2021.09.16 17:00 | close | 57 | 0.05 | 109.668 | 0.000 | 0.000 | -1.19 | 10061.57 |
115 | 2021.09.22 22:00 | buy | 58 | 0.06 | 109.859 | 0.000 | 0.000 | |
116 | 2021.09.27 12:00 | buy | 59 | 0.06 | 110.913 | 0.000 | 0.000 | |
117 | 2021.09.29 18:00 | close | 59 | 0.06 | 111.912 | 0.000 | 0.000 | 54.10 | 10115.67 |
118 | 2021.09.29 18:00 | close | 58 | 0.06 | 111.912 | 0.000 | 0.000 | 111.96 | 10227.63 |
119 | 2021.09.29 18:00 | buy | 60 | 0.05 | 111.916 | 0.000 | 0.000 | |
120 | 2021.09.29 19:00 | close | 60 | 0.05 | 111.829 | 0.000 | 0.000 | -3.89 | 10223.74 |
121 | 2021.10.04 14:00 | buy | 61 | 0.06 | 111.295 | 0.000 | 0.000 | |
122 | 2021.10.05 17:00 | buy | 62 | 0.06 | 111.372 | 0.000 | 0.000 | |
123 | 2021.10.07 20:00 | buy | 63 | 0.06 | 111.629 | 0.000 | 0.000 | |
124 | 2021.10.08 19:00 | buy | 64 | 0.06 | 112.156 | 0.000 | 0.000 | |
125 | 2021.10.12 16:00 | close | 64 | 0.06 | 113.660 | 0.000 | 0.000 | 79.93 | 10303.67 |
126 | 2021.10.12 16:00 | close | 63 | 0.06 | 113.660 | 0.000 | 0.000 | 108.02 | 10411.69 |
127 | 2021.10.12 16:00 | close | 62 | 0.06 | 113.660 | 0.000 | 0.000 | 122.67 | 10534.36 |
128 | 2021.10.12 16:00 | close | 61 | 0.06 | 113.660 | 0.000 | 0.000 | 127.01 | 10661.37 |
129 | 2021.10.12 16:00 | buy | 65 | 0.05 | 113.665 | 0.000 | 0.000 | |
130 | 2021.10.13 23:00 | close | 65 | 0.05 | 113.263 | 0.000 | 0.000 | -17.52 | 10643.84 |
131 | 2021.10.14 18:00 | buy | 66 | 0.06 | 113.700 | 0.000 | 0.000 | |
132 | 2021.10.19 04:00 | close | 66 | 0.06 | 114.120 | 0.000 | 0.000 | 22.89 | 10666.73 |
133 | 2021.10.20 03:00 | buy | 67 | 0.05 | 114.548 | 0.000 | 0.000 | |
134 | 2021.10.20 04:00 | close | 67 | 0.05 | 114.623 | 0.000 | 0.000 | 3.27 | 10670.00 |
135 | 2021.10.26 04:00 | buy | 68 | 0.05 | 113.848 | 0.000 | 0.000 | |
136 | 2021.10.27 11:00 | close | 68 | 0.05 | 113.740 | 0.000 | 0.000 | -4.52 | 10665.48 |
137 | 2021.10.29 15:00 | buy | 69 | 0.06 | 113.870 | 0.000 | 0.000 | |
138 | 2021.11.02 08:00 | close | 69 | 0.06 | 113.649 | 0.000 | 0.000 | -11.13 | 10654.35 |
139 | 2021.11.03 18:00 | buy | 70 | 0.07 | 114.075 | 0.000 | 0.000 | |
140 | 2021.11.03 22:00 | close | 70 | 0.07 | 113.920 | 0.000 | 0.000 | -9.52 | 10644.83 |
141 | 2021.11.10 10:00 | buy | 71 | 0.08 | 113.101 | 0.000 | 0.000 | |
142 | 2021.11.10 11:00 | close | 71 | 0.08 | 113.142 | 0.000 | 0.000 | 2.90 | 10647.73 |
143 | 2021.11.15 20:00 | buy | 72 | 0.05 | 114.072 | 0.000 | 0.000 | |
144 | 2021.11.15 23:00 | close | 72 | 0.05 | 114.166 | 0.000 | 0.000 | 4.12 | 10651.85 |
145 | 2021.11.22 17:00 | buy | 73 | 0.05 | 114.611 | 0.000 | 0.000 | |
146 | 2021.11.22 18:00 | close | 73 | 0.05 | 114.735 | 0.000 | 0.000 | 5.40 | 10657.25 |
147 | 2021.11.24 17:00 | buy | 74 | 0.05 | 115.324 | 0.000 | 0.000 | |
148 | 2021.11.24 18:00 | close | 74 | 0.05 | 115.439 | 0.000 | 0.000 | 4.98 | 10662.23 |
149 | 2021.12.03 09:00 | buy | 75 | 0.05 | 113.350 | 0.000 | 0.000 | |
150 | 2021.12.03 20:00 | close | 75 | 0.05 | 112.831 | 0.000 | 0.000 | -23.00 | 10639.23 |
151 | 2021.12.08 16:00 | buy | 76 | 0.06 | 113.877 | 0.000 | 0.000 | |
152 | 2021.12.08 17:00 | close | 76 | 0.06 | 113.867 | 0.000 | 0.000 | -0.53 | 10638.70 |
153 | 2021.12.10 11:00 | buy | 77 | 0.07 | 113.681 | 0.000 | 0.000 | |
154 | 2021.12.14 18:00 | buy | 78 | 0.07 | 113.727 | 0.000 | 0.000 | |
155 | 2021.12.15 15:00 | buy | 79 | 0.07 | 113.885 | 0.000 | 0.000 | |
156 | 2021.12.15 21:00 | close | 79 | 0.07 | 113.896 | 0.000 | 0.000 | 0.68 | 10639.38 |
157 | 2021.12.15 21:00 | close | 78 | 0.07 | 113.896 | 0.000 | 0.000 | 10.71 | 10650.08 |
158 | 2021.12.15 21:00 | close | 77 | 0.07 | 113.896 | 0.000 | 0.000 | 14.16 | 10664.24 |
159 | 2021.12.21 17:00 | buy | 80 | 0.05 | 113.865 | 0.000 | 0.000 | |
160 | 2021.12.21 18:00 | close | 80 | 0.05 | 114.080 | 0.000 | 0.000 | 9.42 | 10673.66 |
161 | 2021.12.23 11:00 | buy | 81 | 0.05 | 114.328 | 0.000 | 0.000 | |
162 | 2021.12.27 00:00 | close | 81 | 0.05 | 114.320 | 0.000 | 0.000 | 0.10 | 10673.76 |
163 | 2021.12.27 07:00 | buy | 82 | 0.06 | 114.459 | 0.000 | 0.000 | |
164 | 2021.12.27 11:00 | close | 82 | 0.06 | 114.627 | 0.000 | 0.000 | 8.79 | 10682.55 |
165 | 2021.12.29 09:00 | buy | 83 | 0.05 | 114.925 | 0.000 | 0.000 | |
166 | 2021.12.29 11:00 | close | 83 | 0.05 | 114.986 | 0.000 | 0.000 | 2.65 | 10685.20 |
167 | 2021.12.30 08:00 | buy | 84 | 0.05 | 115.117 | 0.000 | 0.000 | |
168 | 2021.12.30 23:59 | close at stop | 84 | 0.05 | 115.038 | 0.000 | 0.000 | -3.43 | 10681.77 |