Strategy Tester Report
LondonFIX
TitanFX-Demo01 (Build 1355)
| 通貨ペア | EURJPY (Euro vs Japanese Yen) | ||||
| 期間 | 1分足(M1) 2015.08.31 03:00 - 2021.12.30 23:59 (2015.08.31 - 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_longTimeOption ="---------------------------------------------------"; p_buyEntryHour=11; p_buyEntryMinute=0; p_buyCloseHour=12; p_buyCloseMinute=0; p_shortTimeOption ="---------------------------------------------------"; p_sellEntryHour=11; p_sellEntryMinute=0; p_sellCloseHour=12; p_sellCloseMinute=0; p_entryOption ="---------------------------------------------------"; p_entryLot=1; p_slippage=2; p_stopLoss=0; p_otherOption ="---------------------------------------------------"; p_magicNumber=22635; | ||||
| テストバー数 | 2365941 | モデルティック数 | 203670569 | 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 | 1638.88 | 総利益 | 4258.93 | 総損失 | -2620.05 |
| プロフィットファクタ | 1.63 | 期待利得 | 21.56 | ||
| 絶対ドローダウン | 92.09 | 最大ドローダウン | 596.25 (4.95%) | 相対ドローダウン | 4.95% (596.25) |
| 総取引数 | 76 | 売りポジション(勝率%） | 0 (0.00%) | 買いポジション(勝率%） | 76 (61.84%) |
| 勝率(%) | 47 (61.84%) | 負率 (%) | 29 (38.16%) | ||
| 最大 | 勝トレード | 378.23 | 敗トレード | -261.31 | |
| 平均 | 勝トレード | 90.62 | 敗トレード | -90.35 | |
| 最大 | 連勝(金額) | 6 (526.28) | 連敗(金額) | 4 (-543.15) | |
| 最大 | 連勝(トレード数) | 695.33 (3) | 連敗(トレード数) | -543.15 (4) | |
| 平均 | 連勝 | 2 | 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 | 2015.08.31 11:00 | buy | 1 | 1.00 | 135.940 | 0.000 | 0.000 | ||
| 2 | 2015.08.31 12:00 | close | 1 | 1.00 | 135.836 | 0.000 | 0.000 | -73.67 | 9926.33 |
| 3 | 2015.09.30 11:00 | buy | 2 | 1.00 | 134.787 | 0.000 | 0.000 | ||
| 4 | 2015.09.30 12:00 | close | 2 | 1.00 | 134.988 | 0.000 | 0.000 | 142.37 | 10068.70 |
| 5 | 2015.10.30 11:00 | buy | 3 | 1.00 | 132.683 | 0.000 | 0.000 | ||
| 6 | 2015.10.30 12:00 | close | 3 | 1.00 | 132.823 | 0.000 | 0.000 | 99.17 | 10167.87 |
| 7 | 2015.11.30 11:00 | buy | 4 | 1.00 | 130.037 | 0.000 | 0.000 | ||
| 8 | 2015.11.30 12:00 | close | 4 | 1.00 | 130.224 | 0.000 | 0.000 | 132.46 | 10300.33 |
| 9 | 2015.12.31 11:00 | buy | 5 | 1.00 | 131.491 | 0.000 | 0.000 | ||
| 10 | 2015.12.31 12:00 | close | 5 | 1.00 | 131.492 | 0.000 | 0.000 | 0.71 | 10301.04 |
| 11 | 2016.01.29 11:00 | buy | 6 | 1.00 | 131.650 | 0.000 | 0.000 | ||
| 12 | 2016.01.29 12:00 | close | 6 | 1.00 | 131.809 | 0.000 | 0.000 | 112.62 | 10413.66 |
| 13 | 2016.02.29 11:00 | buy | 7 | 1.00 | 123.184 | 0.000 | 0.000 | ||
| 14 | 2016.02.29 12:00 | close | 7 | 1.00 | 123.239 | 0.000 | 0.000 | 38.95 | 10452.61 |
| 15 | 2016.03.31 11:00 | buy | 8 | 1.00 | 127.552 | 0.000 | 0.000 | ||
| 16 | 2016.03.31 12:00 | close | 8 | 1.00 | 127.520 | 0.000 | 0.000 | -22.66 | 10429.95 |
| 17 | 2016.04.29 11:00 | buy | 9 | 1.00 | 121.908 | 0.000 | 0.000 | ||
| 18 | 2016.04.29 12:00 | close | 9 | 1.00 | 121.858 | 0.000 | 0.000 | -35.41 | 10394.54 |
| 19 | 2016.05.31 11:00 | buy | 10 | 1.00 | 123.661 | 0.000 | 0.000 | ||
| 20 | 2016.05.31 12:00 | close | 10 | 1.00 | 123.540 | 0.000 | 0.000 | -85.69 | 10308.85 |
| 21 | 2016.06.30 11:00 | buy | 11 | 1.00 | 114.160 | 0.000 | 0.000 | ||
| 22 | 2016.06.30 12:00 | close | 11 | 1.00 | 114.332 | 0.000 | 0.000 | 121.82 | 10430.67 |
| 23 | 2016.07.29 11:00 | buy | 12 | 1.00 | 114.901 | 0.000 | 0.000 | ||
| 24 | 2016.07.29 12:00 | close | 12 | 1.00 | 115.148 | 0.000 | 0.000 | 174.95 | 10605.62 |
| 25 | 2016.08.31 11:00 | buy | 13 | 1.00 | 114.968 | 0.000 | 0.000 | ||
| 26 | 2016.08.31 12:00 | close | 13 | 1.00 | 114.948 | 0.000 | 0.000 | -14.17 | 10591.45 |
| 27 | 2016.09.30 11:00 | buy | 14 | 1.00 | 112.865 | 0.000 | 0.000 | ||
| 28 | 2016.09.30 12:00 | close | 14 | 1.00 | 112.965 | 0.000 | 0.000 | 70.83 | 10662.28 |
| 29 | 2016.10.31 11:00 | buy | 15 | 1.00 | 115.004 | 0.000 | 0.000 | ||
| 30 | 2016.10.31 12:00 | close | 15 | 1.00 | 114.941 | 0.000 | 0.000 | -44.62 | 10617.66 |
| 31 | 2016.11.30 11:00 | buy | 16 | 1.00 | 120.334 | 0.000 | 0.000 | ||
| 32 | 2016.11.30 12:00 | close | 16 | 1.00 | 120.259 | 0.000 | 0.000 | -53.13 | 10564.53 |
| 33 | 2016.12.30 11:00 | buy | 17 | 1.00 | 123.215 | 0.000 | 0.000 | ||
| 34 | 2016.12.30 12:00 | close | 17 | 1.00 | 123.749 | 0.000 | 0.000 | 378.23 | 10942.76 |
| 35 | 2017.01.31 11:00 | buy | 18 | 1.00 | 121.897 | 0.000 | 0.000 | ||
| 36 | 2017.01.31 12:00 | close | 18 | 1.00 | 121.950 | 0.000 | 0.000 | 37.54 | 10980.30 |
| 37 | 2017.02.28 11:00 | buy | 19 | 1.00 | 118.978 | 0.000 | 0.000 | ||
| 38 | 2017.02.28 12:00 | close | 19 | 1.00 | 119.019 | 0.000 | 0.000 | 29.03 | 11009.33 |
| 39 | 2017.03.31 11:00 | buy | 20 | 1.00 | 119.528 | 0.000 | 0.000 | ||
| 40 | 2017.03.31 12:00 | close | 20 | 1.00 | 119.632 | 0.000 | 0.000 | 73.64 | 11082.97 |
| 41 | 2017.04.28 11:00 | buy | 21 | 1.00 | 121.142 | 0.000 | 0.000 | ||
| 42 | 2017.04.28 12:00 | close | 21 | 1.00 | 121.284 | 0.000 | 0.000 | 100.55 | 11183.52 |
| 43 | 2017.05.31 11:00 | buy | 22 | 1.00 | 124.097 | 0.000 | 0.000 | ||
| 44 | 2017.05.31 12:00 | close | 22 | 1.00 | 123.851 | 0.000 | 0.000 | -174.18 | 11009.34 |
| 45 | 2017.06.30 11:00 | buy | 23 | 1.00 | 127.884 | 0.000 | 0.000 | ||
| 46 | 2017.06.30 12:00 | close | 23 | 1.00 | 127.576 | 0.000 | 0.000 | -218.06 | 10791.28 |
| 47 | 2017.07.31 11:00 | buy | 24 | 1.00 | 129.713 | 0.000 | 0.000 | ||
| 48 | 2017.07.31 12:00 | close | 24 | 1.00 | 129.811 | 0.000 | 0.000 | 69.38 | 10860.66 |
| 49 | 2017.08.31 11:00 | buy | 25 | 1.00 | 131.388 | 0.000 | 0.000 | ||
| 50 | 2017.08.31 12:00 | close | 25 | 1.00 | 131.470 | 0.000 | 0.000 | 58.06 | 10918.72 |
| 51 | 2017.09.29 11:00 | buy | 26 | 1.00 | 132.626 | 0.000 | 0.000 | ||
| 52 | 2017.09.29 12:00 | close | 26 | 1.00 | 132.803 | 0.000 | 0.000 | 125.32 | 11044.04 |
| 53 | 2017.10.31 11:00 | buy | 27 | 1.00 | 131.682 | 0.000 | 0.000 | ||
| 54 | 2017.10.31 12:00 | close | 27 | 1.00 | 131.767 | 0.000 | 0.000 | 60.18 | 11104.22 |
| 55 | 2017.11.30 11:00 | buy | 28 | 1.00 | 133.168 | 0.000 | 0.000 | ||
| 56 | 2017.11.30 12:00 | close | 28 | 1.00 | 132.921 | 0.000 | 0.000 | -174.89 | 10929.33 |
| 57 | 2017.12.29 11:00 | buy | 29 | 1.00 | 134.740 | 0.000 | 0.000 | ||
| 58 | 2017.12.29 12:00 | close | 29 | 1.00 | 134.928 | 0.000 | 0.000 | 133.14 | 11062.47 |
| 59 | 2018.01.31 11:00 | buy | 30 | 1.00 | 135.280 | 0.000 | 0.000 | ||
| 60 | 2018.01.31 12:00 | close | 30 | 1.00 | 135.384 | 0.000 | 0.000 | 73.64 | 11136.11 |
| 61 | 2018.02.28 11:00 | buy | 31 | 1.00 | 130.887 | 0.000 | 0.000 | ||
| 62 | 2018.02.28 12:00 | close | 31 | 1.00 | 130.854 | 0.000 | 0.000 | -23.36 | 11112.75 |
| 63 | 2018.03.30 11:00 | buy | 32 | 1.00 | 130.856 | 0.000 | 0.000 | ||
| 64 | 2018.03.30 12:00 | close | 32 | 1.00 | 130.883 | 0.000 | 0.000 | 19.12 | 11131.87 |
| 65 | 2018.04.30 11:00 | buy | 33 | 1.00 | 132.391 | 0.000 | 0.000 | ||
| 66 | 2018.04.30 12:00 | close | 33 | 1.00 | 132.303 | 0.000 | 0.000 | -62.31 | 11069.56 |
| 67 | 2018.05.31 11:00 | buy | 34 | 1.00 | 127.385 | 0.000 | 0.000 | ||
| 68 | 2018.05.31 12:00 | close | 34 | 1.00 | 127.681 | 0.000 | 0.000 | 209.59 | 11279.15 |
| 69 | 2018.06.29 11:00 | buy | 35 | 1.00 | 128.597 | 0.000 | 0.000 | ||
| 70 | 2018.06.29 12:00 | close | 35 | 1.00 | 129.005 | 0.000 | 0.000 | 288.89 | 11568.04 |
| 71 | 2018.07.31 11:00 | buy | 36 | 1.00 | 130.518 | 0.000 | 0.000 | ||
| 72 | 2018.07.31 12:00 | close | 36 | 1.00 | 130.796 | 0.000 | 0.000 | 196.85 | 11764.89 |
| 73 | 2018.08.31 11:00 | buy | 37 | 1.00 | 129.463 | 0.000 | 0.000 | ||
| 74 | 2018.08.31 12:00 | close | 37 | 1.00 | 129.270 | 0.000 | 0.000 | -136.66 | 11628.23 |
| 75 | 2018.09.28 11:00 | buy | 38 | 1.00 | 131.797 | 0.000 | 0.000 | ||
| 76 | 2018.09.28 12:00 | close | 38 | 1.00 | 131.813 | 0.000 | 0.000 | 11.32 | 11639.55 |
| 77 | 2018.10.31 11:00 | buy | 39 | 1.00 | 128.446 | 0.000 | 0.000 | ||
| 78 | 2018.10.31 12:00 | close | 39 | 1.00 | 128.428 | 0.000 | 0.000 | -12.74 | 11626.81 |
| 79 | 2018.11.30 11:00 | buy | 40 | 1.00 | 129.157 | 0.000 | 0.000 | ||
| 80 | 2018.11.30 12:00 | close | 40 | 1.00 | 129.045 | 0.000 | 0.000 | -79.31 | 11547.50 |
| 81 | 2018.12.31 11:00 | buy | 41 | 1.00 | 125.906 | 0.000 | 0.000 | ||
| 82 | 2018.12.31 12:00 | close | 41 | 1.00 | 126.008 | 0.000 | 0.000 | 72.23 | 11619.73 |
| 83 | 2019.01.31 11:00 | buy | 42 | 1.00 | 124.957 | 0.000 | 0.000 | ||
| 84 | 2019.01.31 12:00 | close | 42 | 1.00 | 124.675 | 0.000 | 0.000 | -199.69 | 11420.04 |
| 85 | 2019.02.28 11:00 | buy | 43 | 1.00 | 126.125 | 0.000 | 0.000 | ||
| 86 | 2019.02.28 12:00 | close | 43 | 1.00 | 126.199 | 0.000 | 0.000 | 52.40 | 11472.44 |
| 87 | 2019.03.29 11:00 | buy | 44 | 1.00 | 124.370 | 0.000 | 0.000 | ||
| 88 | 2019.03.29 12:00 | close | 44 | 1.00 | 124.383 | 0.000 | 0.000 | 9.21 | 11481.65 |
| 89 | 2019.04.30 11:00 | buy | 45 | 1.00 | 124.592 | 0.000 | 0.000 | ||
| 90 | 2019.04.30 12:00 | close | 45 | 1.00 | 124.862 | 0.000 | 0.000 | 191.19 | 11672.84 |
| 91 | 2019.05.31 11:00 | buy | 46 | 1.00 | 121.213 | 0.000 | 0.000 | ||
| 92 | 2019.05.31 12:00 | close | 46 | 1.00 | 121.273 | 0.000 | 0.000 | 42.49 | 11715.33 |
| 93 | 2019.06.28 11:00 | buy | 47 | 1.00 | 122.576 | 0.000 | 0.000 | ||
| 94 | 2019.06.28 12:00 | close | 47 | 1.00 | 122.616 | 0.000 | 0.000 | 28.32 | 11743.65 |
| 95 | 2019.07.31 11:00 | buy | 48 | 1.00 | 121.072 | 0.000 | 0.000 | ||
| 96 | 2019.07.31 12:00 | close | 48 | 1.00 | 120.991 | 0.000 | 0.000 | -57.35 | 11686.30 |
| 97 | 2019.08.30 11:00 | buy | 49 | 1.00 | 117.571 | 0.000 | 0.000 | ||
| 98 | 2019.08.30 12:00 | close | 49 | 1.00 | 117.457 | 0.000 | 0.000 | -80.72 | 11605.58 |
| 99 | 2019.09.30 11:00 | buy | 50 | 1.00 | 117.949 | 0.000 | 0.000 | ||
| 100 | 2019.09.30 12:00 | close | 50 | 1.00 | 117.973 | 0.000 | 0.000 | 16.99 | 11622.57 |
| 101 | 2019.10.31 11:00 | buy | 51 | 1.00 | 121.243 | 0.000 | 0.000 | ||
| 102 | 2019.10.31 12:00 | close | 51 | 1.00 | 121.362 | 0.000 | 0.000 | 84.26 | 11706.83 |
| 103 | 2019.11.29 11:00 | buy | 52 | 1.00 | 120.568 | 0.000 | 0.000 | ||
| 104 | 2019.11.29 12:00 | close | 52 | 1.00 | 120.570 | 0.000 | 0.000 | 1.42 | 11708.25 |
| 105 | 2019.12.31 11:00 | buy | 53 | 1.00 | 121.835 | 0.000 | 0.000 | ||
| 106 | 2019.12.31 12:00 | close | 53 | 1.00 | 121.811 | 0.000 | 0.000 | -16.99 | 11691.26 |
| 107 | 2020.01.31 11:00 | buy | 54 | 1.00 | 120.163 | 0.000 | 0.000 | ||
| 108 | 2020.01.31 12:00 | close | 54 | 1.00 | 120.169 | 0.000 | 0.000 | 4.25 | 11695.51 |
| 109 | 2020.02.28 11:00 | buy | 55 | 1.00 | 119.922 | 0.000 | 0.000 | ||
| 110 | 2020.02.28 12:00 | close | 55 | 1.00 | 120.033 | 0.000 | 0.000 | 78.60 | 11774.11 |
| 111 | 2020.03.31 11:00 | buy | 56 | 1.00 | 119.226 | 0.000 | 0.000 | ||
| 112 | 2020.03.31 12:00 | close | 56 | 1.00 | 119.135 | 0.000 | 0.000 | -64.44 | 11709.67 |
| 113 | 2020.04.30 11:00 | buy | 57 | 1.00 | 116.024 | 0.000 | 0.000 | ||
| 114 | 2020.04.30 12:00 | close | 57 | 1.00 | 116.113 | 0.000 | 0.000 | 63.02 | 11772.69 |
| 115 | 2020.05.29 11:00 | buy | 58 | 1.00 | 119.054 | 0.000 | 0.000 | ||
| 116 | 2020.05.29 12:00 | close | 58 | 1.00 | 119.201 | 0.000 | 0.000 | 104.10 | 11876.79 |
| 117 | 2020.06.30 11:00 | buy | 59 | 1.00 | 120.900 | 0.000 | 0.000 | ||
| 118 | 2020.06.30 12:00 | close | 59 | 1.00 | 120.808 | 0.000 | 0.000 | -65.14 | 11811.65 |
| 119 | 2020.07.31 11:00 | buy | 60 | 1.00 | 124.042 | 0.000 | 0.000 | ||
| 120 | 2020.07.31 12:00 | close | 60 | 1.00 | 124.133 | 0.000 | 0.000 | 64.44 | 11876.09 |
| 121 | 2020.08.31 11:00 | buy | 61 | 1.00 | 125.856 | 0.000 | 0.000 | ||
| 122 | 2020.08.31 12:00 | close | 61 | 1.00 | 126.086 | 0.000 | 0.000 | 162.87 | 12038.96 |
| 123 | 2020.09.30 11:00 | buy | 62 | 1.00 | 123.915 | 0.000 | 0.000 | ||
| 124 | 2020.09.30 12:00 | close | 62 | 1.00 | 123.724 | 0.000 | 0.000 | -135.26 | 11903.70 |
| 125 | 2020.10.30 11:00 | buy | 63 | 1.00 | 121.862 | 0.000 | 0.000 | ||
| 126 | 2020.10.30 12:00 | close | 63 | 1.00 | 121.810 | 0.000 | 0.000 | -36.82 | 11866.88 |
| 127 | 2020.11.30 11:00 | buy | 64 | 1.00 | 124.833 | 0.000 | 0.000 | ||
| 128 | 2020.11.30 12:00 | close | 64 | 1.00 | 124.678 | 0.000 | 0.000 | -109.76 | 11757.12 |
| 129 | 2020.12.31 11:00 | buy | 65 | 1.00 | 126.860 | 0.000 | 0.000 | ||
| 130 | 2020.12.31 12:00 | close | 65 | 1.00 | 126.491 | 0.000 | 0.000 | -261.31 | 11495.81 |
| 131 | 2021.01.29 11:00 | buy | 66 | 1.00 | 126.796 | 0.000 | 0.000 | ||
| 132 | 2021.01.29 12:00 | close | 66 | 1.00 | 127.059 | 0.000 | 0.000 | 186.25 | 11682.06 |
| 133 | 2021.02.26 11:00 | buy | 67 | 1.00 | 128.942 | 0.000 | 0.000 | ||
| 134 | 2021.02.26 12:00 | close | 67 | 1.00 | 129.113 | 0.000 | 0.000 | 121.10 | 11803.16 |
| 135 | 2021.03.31 11:00 | buy | 68 | 1.00 | 129.910 | 0.000 | 0.000 | ||
| 136 | 2021.03.31 12:00 | close | 68 | 1.00 | 129.801 | 0.000 | 0.000 | -77.19 | 11725.97 |
| 137 | 2021.04.30 11:00 | buy | 69 | 1.00 | 131.788 | 0.000 | 0.000 | ||
| 138 | 2021.04.30 12:00 | close | 69 | 1.00 | 131.728 | 0.000 | 0.000 | -42.49 | 11683.48 |
| 139 | 2021.05.31 11:00 | buy | 70 | 1.00 | 133.758 | 0.000 | 0.000 | ||
| 140 | 2021.05.31 12:00 | close | 70 | 1.00 | 133.783 | 0.000 | 0.000 | 17.71 | 11701.19 |
| 141 | 2021.06.30 11:00 | buy | 71 | 1.00 | 131.559 | 0.000 | 0.000 | ||
| 142 | 2021.06.30 12:00 | close | 71 | 1.00 | 131.297 | 0.000 | 0.000 | -185.54 | 11515.65 |
| 143 | 2021.07.30 11:00 | buy | 72 | 1.00 | 130.292 | 0.000 | 0.000 | ||
| 144 | 2021.07.30 12:00 | close | 72 | 1.00 | 130.370 | 0.000 | 0.000 | 55.24 | 11570.89 |
| 145 | 2021.08.31 11:00 | buy | 73 | 1.00 | 129.891 | 0.000 | 0.000 | ||
| 146 | 2021.08.31 12:00 | close | 73 | 1.00 | 129.905 | 0.000 | 0.000 | 9.91 | 11580.80 |
| 147 | 2021.09.30 11:00 | buy | 74 | 1.00 | 129.826 | 0.000 | 0.000 | ||
| 148 | 2021.09.30 12:00 | close | 74 | 1.00 | 129.905 | 0.000 | 0.000 | 55.95 | 11636.75 |
| 149 | 2021.10.29 11:00 | buy | 75 | 1.00 | 132.590 | 0.000 | 0.000 | ||
| 150 | 2021.10.29 12:00 | close | 75 | 1.00 | 132.482 | 0.000 | 0.000 | -76.49 | 11560.26 |
| 151 | 2021.11.30 11:00 | buy | 76 | 1.00 | 128.126 | 0.000 | 0.000 | ||
| 152 | 2021.11.30 12:00 | close | 76 | 1.00 | 128.237 | 0.000 | 0.000 | 78.62 | 11638.88 |