Strategy Tester Report
KINGDOM
TitanFX-Demo01 (Build 1355)

通貨ペアCADJPY (Canadian 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=0; p_bullBearOption ="---------------------------------------------------"; p_bullPeriod=25; p_bearPeriod=25; p_CCIOption ="---------------------------------------------------"; p_CCIPeriod=25; p_entryOption ="---------------------------------------------------"; p_entryLot=0.05; p_multiplierLots=1.2; p_slippage=2; p_stopLoss=0; p_takeProfit=0; p_otherOption ="---------------------------------------------------"; p_maxPosition=1; p_magicNumber=7097853;
テストバー数12532モデルティック数20588286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692.65総利益2427.86総損失-1735.21
プロフィットファクタ1.40期待利得1.65
絶対ドローダウン22.08最大ドローダウン235.80 (2.20%)相対ドローダウン2.20% (235.80)
総取引数419売りポジション(勝率%)0 (0.00%)買いポジション(勝率%)419 (28.16%)
勝率(%)118 (28.16%)負率 (%)301 (71.84%)
最大勝トレード301.77敗トレード-45.59
平均勝トレード20.58敗トレード-5.76
最大連勝(金額)4 (24.68)連敗(金額)11 (-136.82)
最大連勝(トレード数)301.77 (1)連敗(トレード数)-136.82 (11)
平均連勝1連敗4
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 04:00buy10.0581.1090.0000.000
22021.01.04 10:00close10.0581.0580.0000.000-1.779998.23
32021.01.04 13:30buy20.0681.0980.0000.000
42021.01.04 15:00close20.0681.0430.0000.000-2.309995.93
52021.01.04 16:30buy30.0781.1320.0000.000
62021.01.04 17:30close30.0781.0320.0000.000-4.879991.06
72021.01.05 05:00buy40.0880.8800.0000.000
82021.01.05 08:30close40.0880.7100.0000.000-9.469981.60
92021.01.05 19:30buy50.1080.9340.0000.000
102021.01.06 14:00close50.1081.0860.0000.00011.199992.79
112021.01.06 17:30buy60.0581.4780.0000.000
122021.01.06 22:00close60.0581.2400.0000.000-8.279984.52
132021.01.07 02:00buy70.0681.3510.0000.000
142021.01.07 02:30close70.0681.2570.0000.000-3.939980.59
152021.01.07 04:00buy80.0781.3820.0000.000
162021.01.08 10:30close80.0781.8620.0000.00023.7910004.38
172021.01.08 13:00buy90.0581.9440.0000.000
182021.01.08 14:00close90.0581.8750.0000.000-2.4010001.98
192021.01.08 23:30buy100.0681.8420.0000.000
202021.01.11 00:30close100.0681.6930.0000.000-5.869996.12
212021.01.11 20:00buy110.0781.6000.0000.000
222021.01.11 21:30close110.0781.4910.0000.000-5.319990.81
232021.01.12 03:30buy120.0881.5490.0000.000
242021.01.12 16:00close120.0881.6520.0000.0005.739996.54
252021.01.13 12:00buy130.0581.5700.0000.000
262021.01.13 16:30close130.0581.5550.0000.000-0.529996.02
272021.01.13 18:30buy140.0681.6880.0000.000
282021.01.14 16:00close140.0681.9140.0000.00010.5210006.54
292021.01.14 17:30buy150.0582.1440.0000.000
302021.01.14 18:30close150.0582.0010.0000.000-4.9810001.56
312021.01.14 19:30buy160.0682.0980.0000.000
322021.01.15 03:00close160.0682.0590.0000.000-1.2710000.29
332021.01.18 19:30buy170.0781.2720.0000.000
342021.01.19 15:30close170.0781.6370.0000.00018.1910018.49
352021.01.20 02:00buy180.0581.6760.0000.000
362021.01.20 03:30close180.0581.5820.0000.000-3.2710015.22
372021.01.20 05:00buy190.0681.6510.0000.000
382021.01.20 14:30close190.0681.6390.0000.000-0.5110014.71
392021.01.20 16:30buy200.0781.7380.0000.000
402021.01.21 07:00close200.0781.9380.0000.00011.0010025.71
412021.01.21 16:30buy210.0582.1220.0000.000
422021.01.21 19:30close210.0581.9150.0000.000-7.2010018.51
432021.01.22 16:30buy220.0681.7600.0000.000
442021.01.22 18:00close220.0681.6250.0000.000-5.6310012.88
452021.01.25 04:00buy230.0781.6290.0000.000
462021.01.25 12:00close230.0781.6350.0000.0000.2910013.17
472021.01.25 13:00buy240.0581.7370.0000.000
482021.01.25 14:30close240.0581.6470.0000.000-3.1310010.04
492021.01.26 11:30buy250.0681.4170.0000.000
502021.01.27 04:00close250.0681.5960.0000.0007.8310017.87
512021.01.27 20:30buy260.0581.6090.0000.000
522021.01.27 22:00close260.0581.3880.0000.000-7.6810010.19
532021.01.28 16:30buy270.0681.3300.0000.000
542021.01.29 00:00close270.0681.2200.0000.000-4.2310005.96
552021.01.29 03:30buy280.0781.4630.0000.000
562021.01.29 04:00close280.0781.3550.0000.000-5.2610000.70
572021.01.29 11:00buy290.0881.4450.0000.000
582021.02.01 00:00close290.0881.9330.0000.00027.6310028.34
592021.02.01 00:30buy300.0581.9500.0000.000
602021.02.01 01:30close300.0581.7470.0000.000-7.0610021.28
612021.02.01 04:30buy310.0681.9230.0000.000
622021.02.01 14:00close310.0681.8920.0000.000-1.2910019.99
632021.02.02 05:00buy320.0781.7860.0000.000
642021.02.02 17:00close320.0781.7640.0000.000-1.0710018.92
652021.02.02 19:00buy330.0882.0120.0000.000
662021.02.03 11:30close330.0882.1610.0000.0008.7710027.69
672021.02.03 18:30buy340.0582.2100.0000.000
682021.02.03 23:00close340.0582.1530.0000.000-1.9810025.71
692021.02.04 05:00buy350.0682.1910.0000.000
702021.02.04 05:30close350.0682.1530.0000.000-1.5810024.13
712021.02.04 09:30buy360.0782.2430.0000.000
722021.02.04 14:00close360.0782.1340.0000.000-5.3110018.82
732021.02.04 21:30buy370.0882.2060.0000.000
742021.02.08 00:00close370.0882.5370.0000.00019.3910038.21
752021.02.08 01:30buy380.0582.6190.0000.000
762021.02.08 14:30close380.0582.6420.0000.0000.8010039.01
772021.02.09 02:00buy390.0582.5950.0000.000
782021.02.09 02:30close390.0582.5590.0000.000-1.2510037.76
792021.02.09 19:30buy400.0682.3510.0000.000
802021.02.10 06:30close400.0682.3360.0000.000-0.2710037.49
812021.02.10 07:30buy410.0782.3770.0000.000
822021.02.10 11:30close410.0782.3040.0000.000-3.5510033.94
832021.02.10 12:30buy420.0882.4700.0000.000
842021.02.10 21:00close420.0882.4470.0000.000-1.2810032.66
852021.02.11 07:00buy430.1082.4050.0000.000
862021.02.11 19:30close430.1082.4730.0000.0004.7310037.39
872021.02.12 15:00buy440.0582.5020.0000.000
882021.02.12 16:30close440.0582.3900.0000.000-3.9010033.49
892021.02.12 17:30buy450.0682.5350.0000.000
902021.02.16 10:00close450.0683.4240.0000.00037.8210071.31
912021.02.16 21:30buy460.0583.4650.0000.000
922021.02.17 03:30close460.0583.4490.0000.000-0.2510071.06
932021.02.17 15:00buy470.0683.5400.0000.000
942021.02.17 16:30close470.0683.1990.0000.000-14.2310056.83
952021.02.17 22:30buy480.0783.4160.0000.000
962021.02.17 23:30close480.0783.3570.0000.000-2.8810053.95
972021.02.18 08:30buy490.0883.3900.0000.000
982021.02.18 09:00close490.0883.3400.0000.000-2.7810051.17
992021.02.18 15:00buy500.1083.3780.0000.000
1002021.02.18 16:00close500.1083.2720.0000.000-7.3710043.80
1012021.02.18 22:30buy510.1283.3410.0000.000
1022021.02.19 04:00close510.1283.2330.0000.000-8.2910035.51
1032021.02.19 12:00buy520.1483.2810.0000.000
1042021.02.19 23:30close520.1483.5390.0000.00025.1210060.63
1052021.02.22 01:30buy530.0583.7000.0000.000
1062021.02.22 09:30close530.0583.7100.0000.0000.3510060.98
1072021.02.23 07:00buy540.0583.4290.0000.000
1082021.02.23 17:00close540.0583.3150.0000.000-3.9610057.02
1092021.02.23 21:00buy550.0683.4970.0000.000
1102021.02.25 19:00close550.0684.7800.0000.00054.9810112.00
1112021.03.01 04:00buy560.0583.9500.0000.000
1122021.03.01 06:30close560.0583.8470.0000.000-3.5910108.41
1132021.03.01 09:00buy570.0683.9380.0000.000
1142021.03.02 04:30close570.0684.3060.0000.00015.7210124.13
1152021.03.02 12:30buy580.0584.4440.0000.000
1162021.03.02 23:30close580.0584.5020.0000.0002.0210126.15
1172021.03.03 04:00buy590.0584.5900.0000.000
1182021.03.03 15:00close590.0584.6320.0000.0001.4610127.61
1192021.03.03 19:00buy600.0584.7920.0000.000
1202021.03.03 21:00close600.0584.7050.0000.000-3.0210124.59
1212021.03.04 08:00buy610.0684.6260.0000.000
1222021.03.05 02:00close610.0685.1300.0000.00021.3910145.99
1232021.03.05 05:30buy620.0585.2070.0000.000
1242021.03.05 14:30close620.0585.2410.0000.0001.1910147.18
1252021.03.05 16:30buy630.0585.5460.0000.000
1262021.03.05 18:00close630.0585.3190.0000.000-7.8910139.29
1272021.03.05 19:30buy640.0685.4740.0000.000
1282021.03.08 07:00close640.0685.6380.0000.0007.2110146.50
1292021.03.08 08:30buy650.0585.7190.0000.000
1302021.03.08 09:00close650.0585.6310.0000.000-3.0610143.44
1312021.03.08 15:30buy660.0685.7910.0000.000
1322021.03.09 10:00close660.0686.0550.0000.00011.3810154.82
1332021.03.09 12:00buy670.0586.1790.0000.000
1342021.03.09 16:30close670.0586.1290.0000.000-1.7410153.08
1352021.03.10 13:00buy680.0685.9540.0000.000
1362021.03.10 15:30close680.0685.8480.0000.000-4.4210148.66
1372021.03.11 01:00buy690.0785.9440.0000.000
1382021.03.15 15:30close690.0787.5010.0000.00076.6410225.30
1392021.03.16 04:30buy700.0587.5200.0000.000
1402021.03.16 07:00close700.0587.4650.0000.000-1.9110223.39
1412021.03.16 08:30buy710.0687.5140.0000.000
1422021.03.16 09:30close710.0687.4430.0000.000-2.9710220.42
1432021.03.16 14:00buy720.0787.5350.0000.000
1442021.03.16 15:30close720.0787.4130.0000.000-5.9410214.48
1452021.03.16 19:00buy730.0887.5610.0000.000
1462021.03.17 06:30close730.0887.5810.0000.0001.5910216.07
1472021.03.17 08:00buy740.0587.6410.0000.000
1482021.03.17 11:30close740.0587.5870.0000.000-1.8810214.19
1492021.03.17 22:30buy750.0687.6890.0000.000
1502021.03.18 06:30close750.0687.7190.0000.0002.3410216.53
1512021.03.18 08:00buy760.0587.8490.0000.000
1522021.03.18 14:00close760.0587.8800.0000.0001.0810217.61
1532021.03.19 14:00buy770.0587.2350.0000.000
1542021.03.19 14:30close770.0587.1560.0000.000-2.7410214.87
1552021.03.19 20:30buy780.0687.1690.0000.000
1562021.03.19 23:00close780.0687.0590.0000.000-4.5910210.28
1572021.03.22 08:00buy790.0787.0280.0000.000
1582021.03.22 11:00close790.0786.8660.0000.000-7.8910202.39
1592021.03.22 14:00buy800.0887.0580.0000.000
1602021.03.22 17:00close800.0886.9520.0000.000-5.9010196.49
1612021.03.22 22:00buy810.1086.9750.0000.000
1622021.03.22 22:30close810.1086.9110.0000.000-4.4510192.04
1632021.03.24 12:00buy820.1286.3640.0000.000
1642021.03.24 22:30close820.1286.4650.0000.0008.4310200.47
1652021.03.25 04:00buy830.0586.6360.0000.000
1662021.03.25 15:30close830.0586.6750.0000.0001.3510201.82
1672021.03.26 02:30buy840.0586.6570.0000.000
1682021.03.26 21:00close840.0587.0440.0000.00013.4510215.27
1692021.03.26 23:00buy850.0587.1840.0000.000
1702021.03.29 00:00close850.0587.2170.0000.0001.4510216.73
1712021.03.29 00:30buy860.0587.2600.0000.000
1722021.03.29 03:30close860.0587.0810.0000.000-6.2210210.51
1732021.03.29 13:00buy870.0687.0160.0000.000
1742021.03.30 16:00close870.0687.3670.0000.00015.0110225.52
1752021.03.31 01:30buy880.0587.4000.0000.000
1762021.04.01 05:00close880.0587.9570.0000.00020.2810245.80
1772021.04.01 11:30buy890.0588.0420.0000.000
1782021.04.01 12:00close890.0587.9960.0000.000-1.6010244.20
1792021.04.01 12:30buy900.0688.0370.0000.000
1802021.04.01 14:00close900.0687.9910.0000.000-1.9210242.28
1812021.04.01 21:00buy910.0788.1360.0000.000
1822021.04.02 09:00close910.0788.1780.0000.0002.4610244.74
1832021.04.02 16:30buy920.0588.2240.0000.000
1842021.04.02 17:30close920.0588.0710.0000.000-5.3210239.42
1852021.04.05 02:30buy930.0688.1010.0000.000
1862021.04.05 04:00close930.0688.0380.0000.000-2.6310236.79
1872021.04.05 12:00buy940.0788.0620.0000.000
1882021.04.05 17:30close940.0787.9120.0000.000-7.3010229.49
1892021.04.06 02:00buy950.0888.0490.0000.000
1902021.04.06 07:30close950.0887.9650.0000.000-4.6810224.81
1912021.04.06 12:30buy960.1088.0130.0000.000
1922021.04.06 14:00close960.1087.9840.0000.000-2.0210222.79
1932021.04.08 01:00buy970.1287.1100.0000.000
1942021.04.08 04:00close970.1286.9880.0000.000-10.1810212.61
1952021.04.08 19:30buy980.1486.8700.0000.000
1962021.04.09 05:00close980.1486.9010.0000.0003.8710216.48
1972021.04.09 12:00buy990.0587.0870.0000.000
1982021.04.12 00:30close990.0587.2930.0000.0007.4610223.94
1992021.04.12 01:30buy1000.0587.5490.0000.000
2002021.04.12 04:30close1000.0587.4580.0000.000-3.1610220.78
2012021.04.13 06:00buy1010.0687.2010.0000.000
2022021.04.13 10:30close1010.0687.0800.0000.000-5.0510215.73
2032021.04.13 18:30buy1020.0787.0930.0000.000
2042021.04.14 03:00close1020.0786.8740.0000.000-10.2410205.49
2052021.04.14 17:30buy1030.0886.8350.0000.000
2062021.04.15 04:30close1030.0886.9660.0000.0008.7410214.24
2072021.04.15 10:30buy1040.0587.0900.0000.000
2082021.04.15 15:30close1040.0586.9870.0000.000-3.5810210.66
2092021.04.16 06:30buy1050.0686.8070.0000.000
2102021.04.16 20:30close1050.0686.9850.0000.0007.4210218.08
2112021.04.20 05:00buy1060.0586.5550.0000.000
2122021.04.20 13:30close1060.0586.5620.0000.0000.2410218.32
2132021.04.21 10:30buy1070.0585.8410.0000.000
2142021.04.21 15:30close1070.0585.6870.0000.000-5.3510212.97
2152021.04.21 18:00buy1080.0686.6320.0000.000
2162021.04.22 05:00close1080.0686.3810.0000.000-9.3910203.58
2172021.04.22 10:00buy1090.0786.4690.0000.000
2182021.04.22 10:30close1090.0786.3280.0000.000-6.8610196.72
2192021.04.22 13:00buy1100.0886.5040.0000.000
2202021.04.22 14:00close1100.0886.3880.0000.000-6.4610190.26
2212021.04.22 16:00buy1110.1086.5430.0000.000
2222021.04.22 16:30close1110.1086.3800.0000.000-11.3410178.92
2232021.04.22 19:00buy1120.1286.5950.0000.000
2242021.04.22 21:00close1120.1286.4360.0000.000-13.2710165.65
2252021.04.23 06:00buy1130.1486.4780.0000.000
2262021.04.23 10:00close1130.1486.3880.0000.000-8.7610156.89
2272021.04.23 11:00buy1140.1786.5340.0000.000
2282021.04.23 12:30close1140.1786.3480.0000.000-21.9910134.90
2292021.04.23 18:00buy1150.2186.4590.0000.000
2302021.04.23 19:00close1150.2186.3820.0000.000-11.2510123.65
2312021.04.23 21:00buy1160.2586.4310.0000.000
2322021.04.26 03:00close1160.2586.3720.0000.000-8.7510114.90
2332021.04.26 04:00buy1170.3086.5350.0000.000
2342021.04.26 07:30close1170.3086.4620.0000.000-15.2310099.67
2352021.04.26 14:00buy1180.3786.6240.0000.000
2362021.04.27 09:30close1180.3787.2380.0000.000160.2410259.91
2372021.04.27 10:00buy1190.0587.3140.0000.000
2382021.04.27 12:00close1190.0587.2600.0000.000-1.8710258.04
2392021.04.27 12:30buy1200.0687.3390.0000.000
2402021.04.27 13:00close1200.0687.2490.0000.000-3.7610254.28
2412021.04.27 14:00buy1210.0787.3530.0000.000
2422021.04.27 15:00close1210.0787.2430.0000.000-5.3610248.92
2432021.04.27 17:30buy1220.0887.4200.0000.000
2442021.04.29 08:00close1220.0888.1970.0000.00045.1710294.08
2452021.04.29 08:30buy1230.0588.2280.0000.000
2462021.04.29 19:30close1230.0588.4910.0000.0009.1410303.22
2472021.04.29 20:30buy1240.0588.5730.0000.000
2482021.04.30 04:30close1240.0588.6370.0000.0002.5310305.76
2492021.04.30 07:00buy1250.0588.6820.0000.000
2502021.04.30 08:00close1250.0588.6300.0000.000-1.8010303.96
2512021.04.30 12:00buy1260.0688.7270.0000.000
2522021.04.30 14:00close1260.0688.5930.0000.000-5.5910298.37
2532021.04.30 15:30buy1270.0788.7310.0000.000
2542021.05.03 09:30close1270.0789.0310.0000.00015.0310313.40
2552021.05.03 11:00buy1280.0589.1430.0000.000
2562021.05.03 12:30close1280.0588.9710.0000.000-5.9810307.42
2572021.05.04 08:00buy1290.0688.9230.0000.000
2582021.05.04 11:30close1290.0688.8190.0000.000-4.3410303.08
2592021.05.04 22:30buy1300.0788.8330.0000.000
2602021.05.05 17:00close1300.0788.9810.0000.0007.6210310.70
2612021.05.05 18:00buy1310.0589.1080.0000.000
2622021.05.05 21:00close1310.0589.0230.0000.000-2.9510307.75
2632021.05.06 04:00buy1320.0689.0440.0000.000
2642021.05.06 06:00close1320.0689.0280.0000.000-0.6710307.08
2652021.05.06 07:30buy1330.0789.1340.0000.000
2662021.05.06 12:30close1330.0789.0930.0000.000-2.0010305.08
2672021.05.06 15:30buy1340.0889.2350.0000.000
2682021.05.07 08:00close1340.0889.6520.0000.00023.6810328.77
2692021.05.10 01:30buy1350.0589.5410.0000.000
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8322021.12.29 14:00close4160.0789.5660.0000.000-1.4610678.47
8332021.12.29 16:00buy4170.0889.7000.0000.000
8342021.12.29 16:30close4170.0889.5610.0000.000-7.7310670.74
8352021.12.29 18:30buy4180.1089.7320.0000.000
8362021.12.30 10:00close4180.1089.9170.0000.00014.6910685.42
8372021.12.30 13:00buy4190.0590.0220.0000.000
8382021.12.30 23:59close at stop4190.0590.2300.0000.0007.2310692.65