Strategy Tester Report
Meerkat
TitanFX-Demo01 (Build 1355)

通貨ペアGBPJPY (Great Britain Pound 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=2; p_IchimokuOption ="---------------------------------------------------"; p_ichimokuTenkanPeriod=10; p_ichimokuKijunPeriod=26; p_ichimokuSenkouBPeriod=56; p_MAOption="---------------------------------------------------"; p_MAPeriod=25; p_entryOption ="---------------------------------------------------"; p_entryLot=0.05; p_multiplierLots=1.5; p_slippage=2; p_stopLoss=200; p_takeProfit=0; p_otherOption ="---------------------------------------------------"; p_magicNumber=8435909;
テストバー数6316モデルティック数26797152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2265.70総利益3525.25総損失-1259.55
プロフィットファクタ2.80期待利得23.60
絶対ドローダウン33.76最大ドローダウン702.34 (5.82%)相対ドローダウン5.82% (702.34)
総取引数96売りポジション(勝率%)48 (33.33%)買いポジション(勝率%)48 (52.08%)
勝率(%)41 (42.71%)負率 (%)55 (57.29%)
最大勝トレード1151.78敗トレード-145.81
平均勝トレード85.98敗トレード-22.90
最大連勝(金額)5 (267.85)連敗(金額)8 (-377.99)
最大連勝(トレード数)1151.78 (1)連敗(トレード数)-377.99 (8)
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
12021.01.04 20:00sell10.05139.963141.9780.000
22021.01.06 12:00close10.05140.361141.9780.000-15.669984.34
32021.01.06 19:00buy20.07140.346138.3320.000
42021.01.11 04:00close20.07140.721138.3320.00021.3210005.65
52021.01.11 13:00sell30.05140.505142.5210.000
62021.01.11 21:00close30.05140.884142.5210.000-13.609992.05
72021.01.12 05:00buy40.07141.071139.0550.000
82021.01.15 11:00close40.07141.605139.0550.00029.3210021.37
92021.01.15 15:00sell50.05141.285143.2960.000
102021.01.19 06:00close50.05141.518143.2960.000-9.7310011.64
112021.01.19 11:00buy60.07141.510139.4920.000
122021.01.20 19:00close60.07141.448139.4920.000-2.6110009.03
132021.01.26 04:00sell70.11141.808143.8240.000
142021.01.26 16:00close70.11142.104143.8240.000-23.379985.66
152021.01.26 20:00buy80.16142.374140.3590.000
162021.02.02 01:00close80.16143.417140.3590.000127.7110113.36
172021.02.04 19:00buy90.05144.066142.0500.000
182021.02.09 11:00close90.05144.323142.0500.00010.2810123.64
192021.02.09 14:00sell100.05144.185146.1990.000
202021.02.10 01:00close100.05144.477146.1990.000-11.1710112.48
212021.02.12 07:00sell110.07144.544146.5580.000
222021.02.12 12:00close110.07144.840146.5580.000-14.8810097.60
232021.02.12 15:00buy120.11144.931142.9180.000
242021.02.17 19:00close120.11146.531142.9180.000128.6710226.26
252021.02.18 06:00sell130.05146.645148.6540.000
262021.02.18 13:00close130.05147.245148.6540.000-21.5310204.73
272021.02.18 13:00buy140.07147.245145.2370.000
282021.02.25 22:00close140.07149.048145.2370.00094.0710298.80
292021.02.26 05:00sell150.05148.453150.4620.000
302021.03.01 04:00close150.05149.137150.4620.000-25.2410273.56
312021.03.02 23:00buy160.07149.095147.0790.000
322021.03.05 19:00close160.07149.559147.0790.00025.7910299.35
332021.03.16 06:00sell170.05151.461153.4760.000
342021.03.17 04:00close170.05151.619153.4760.000-6.3610293.00
352021.03.17 12:00buy180.07151.689149.6770.000
362021.03.19 00:00close180.07151.704149.6770.0002.7310295.73
372021.03.19 07:00sell190.05151.505153.5170.000
382021.03.25 15:00close190.05149.456153.5170.00069.4110365.14
392021.03.25 22:00buy200.05149.933147.9240.000
402021.04.06 14:00close200.05152.886147.9240.000109.5210474.66
412021.04.06 17:00sell210.05152.063154.0780.000
422021.04.12 16:00close210.05150.520154.0780.00051.2610525.92
432021.04.13 07:00buy220.05150.659148.6450.000
442021.04.13 16:00close220.05150.042148.6450.000-22.1510503.77
452021.04.13 17:00sell230.07150.179152.1910.000
462021.04.14 12:00close230.07150.348152.1910.000-9.4510494.32
472021.04.16 21:00buy240.11150.482148.4690.000
482021.04.20 20:00close240.11150.727148.4690.00020.9010515.22
492021.04.21 06:00sell250.05150.353152.3650.000
502021.04.26 17:00close250.05150.011152.3650.0008.8410524.06
512021.04.26 19:00buy260.05150.193148.1820.000
522021.04.30 13:00close260.05151.483148.1820.00048.4210572.48
532021.04.30 20:00sell270.05151.156153.1690.000
542021.05.03 09:00close270.05151.421153.1690.000-10.2010562.29
552021.05.03 16:00buy280.07151.803149.7920.000
562021.05.04 17:00close280.07151.172149.7920.000-31.2110531.07
572021.05.06 19:00sell290.11151.520153.5300.000
582021.05.07 12:00close290.11151.972153.5300.000-37.1910493.88
592021.05.07 21:00buy300.16152.046150.0340.000
602021.05.13 14:00close300.16153.753150.0340.000202.8310696.72
612021.05.14 03:00sell310.05153.824155.8380.000
622021.05.14 05:00close310.05153.956155.8380.000-4.7410691.98
632021.05.14 16:00buy320.07154.046152.0350.000
642021.05.17 16:00close320.07153.943152.0350.000-4.6710687.30
652021.05.19 20:00sell330.11154.054156.0670.000
662021.05.20 21:00close330.11154.269156.0670.000-21.5010665.80
672021.05.21 07:00buy340.16154.342152.3310.000
682021.05.21 21:00close340.16154.182152.3310.000-18.3810647.42
692021.05.24 02:00sell350.25154.062156.0810.000
702021.05.25 08:00close350.25154.166156.0810.000-22.1010625.32
712021.05.25 13:00buy360.37154.295152.2820.000
722021.05.25 18:00close360.37153.943152.2820.000-93.4910531.83
732021.05.26 21:00buy370.56154.092152.0790.000
742021.05.27 06:00close370.56153.895152.0790.000-67.3010464.53
752021.05.27 08:00sell380.85153.964155.9760.000
762021.05.27 13:00close380.85154.203155.9760.000-145.8110318.72
772021.05.27 14:00buy391.28154.178152.1680.000
782021.06.01 14:00close391.28155.402152.1680.0001151.7811470.50
792021.06.01 19:00sell400.05155.029157.0400.000
802021.06.03 05:00close400.05155.392157.0400.000-15.7711454.73
812021.06.03 07:00buy410.07155.414153.4020.000
822021.06.04 07:00close410.07155.399153.4020.000-0.2511454.47
832021.06.04 20:00sell420.11155.076157.0880.000
842021.06.08 23:00close420.11154.988157.0880.0003.9311458.40
852021.06.09 12:00buy430.05155.310153.2970.000
862021.06.09 18:00close430.05154.821153.2970.000-17.5511440.85
872021.06.11 02:00buy440.07155.039153.0210.000
882021.06.11 21:00close440.07154.728153.0210.000-15.6311425.22
892021.06.14 04:00sell450.11154.926156.9430.000
902021.06.14 08:00close450.11154.910156.9430.0001.2611426.48
912021.06.14 20:00buy460.05155.269153.2600.000
922021.06.15 15:00close460.05154.630153.2600.000-22.5911403.90
932021.06.16 03:00sell470.07154.997157.0160.000
942021.06.16 09:00close470.07155.096157.0160.000-4.9711398.93
952021.06.16 23:00sell480.11154.848156.8600.000
962021.06.21 19:00close480.11153.359156.8600.000110.0111508.94
972021.06.22 02:00buy490.05153.697151.6770.000
982021.06.24 17:00close490.05154.201151.6770.00019.5111528.44
992021.06.25 02:00sell500.05154.329156.3520.000
1002021.06.28 12:00close500.05154.185156.3520.0004.4811532.93
1012021.07.01 03:00buy510.05153.684151.6740.000
1022021.07.02 01:00close510.05153.497151.6740.000-6.3611526.57
1032021.07.02 15:00sell520.07153.134155.1470.000
1042021.07.02 21:00close520.07153.574155.1470.000-22.1011504.47
1052021.07.05 03:00buy530.11153.733151.7160.000
1062021.07.06 14:00close530.11153.291151.7160.000-34.1111470.36
1072021.07.06 18:00sell540.16152.681154.6900.000
1082021.07.09 16:00close540.16152.223154.6900.00041.6111511.97
1092021.07.09 22:00buy550.05153.009150.9980.000
1102021.07.13 15:00close550.05152.640150.9980.000-12.5411499.43
1112021.07.14 04:00sell560.07152.731154.7470.000
1122021.07.14 12:00close560.07153.020154.7470.000-14.5211484.91
1132021.07.14 15:00buy570.11153.103151.0900.000
1142021.07.14 19:00close570.11152.428151.0900.000-53.3011431.61
1152021.07.14 19:00sell580.16152.428154.4370.000
1162021.07.21 18:00close580.16150.856154.4370.000165.1511596.76
1172021.07.21 20:00buy590.05151.105149.0960.000
1182021.07.27 13:00close590.05151.737149.0960.00024.8011621.56
1192021.07.30 23:00sell600.05152.467154.4830.000
1202021.08.04 12:00close600.05152.136154.4830.0009.8211631.38
1212021.08.04 21:00buy610.05152.237150.2240.000
1222021.08.09 19:00close610.05152.710150.2240.00018.7511650.13
1232021.08.12 19:00sell620.05152.656154.6660.000
1242021.08.18 17:00close620.05151.205154.6660.00049.3311699.46
1252021.08.19 04:00buy630.05151.055149.0420.000
1262021.08.19 11:00close630.05150.377149.0420.000-24.3311675.13
1272021.08.19 12:00sell640.07149.897151.9100.000
1282021.08.23 09:00close640.07150.127151.9100.000-13.4711661.66
1292021.08.23 15:00buy650.11150.694148.6800.000
1302021.08.26 20:00close650.11150.914148.6800.00021.2611682.92
1312021.08.27 05:00sell660.05150.552152.5700.000
1322021.08.27 13:00close660.05150.943152.5700.000-14.0411668.88
1332021.08.27 20:00buy670.07151.294149.2800.000
1342021.09.06 18:00close670.07151.879149.2800.00033.3511702.23
1352021.09.07 02:00sell680.05151.955153.9750.000
1362021.09.07 06:00close680.05152.028153.9750.000-2.6211699.61
1372021.09.08 11:00sell690.07151.746153.7610.000
1382021.09.09 17:00close690.07152.057153.7610.000-18.5111681.10
1392021.09.10 02:00buy700.11151.941149.9260.000
1402021.09.13 01:00close700.11152.001149.9260.0005.5211686.62
1412021.09.14 23:00sell710.05151.396153.4080.000
1422021.09.17 07:00close710.05151.556153.4080.000-9.1711677.45
1432021.09.17 11:00buy720.07151.640149.6260.000
1442021.09.17 20:00close720.07151.185149.6260.000-22.8611654.59
1452021.09.20 00:11sell730.11150.895153.3440.000
1462021.09.23 07:00close730.11149.816153.3440.00077.6311732.22
1472021.09.23 10:00buy740.05150.009147.9950.000
1482021.09.28 16:00close740.05151.107147.9950.00040.4611772.68
1492021.09.28 22:00sell750.05151.008153.0230.000
1502021.10.01 16:00close750.05150.318153.0230.00021.3211794.00
1512021.10.04 04:00buy760.05150.434148.4170.000
1522021.10.06 14:00close760.05151.220148.4170.00028.9211822.92
1532021.10.07 01:00sell770.05151.340153.3810.000
1542021.10.07 03:00close770.05151.434153.3810.000-3.3711819.55
1552021.10.07 16:00buy780.07151.532149.5180.000
1562021.10.21 10:00close780.07157.349149.5180.000299.1612118.71
1572021.10.21 19:00sell790.05157.080159.0940.000
1582021.10.26 07:00close790.05156.817159.0940.0007.3812126.09
1592021.10.26 13:00buy800.05157.273155.2590.000
1602021.10.27 13:00close800.05156.071155.2590.000-42.7812083.31
1612021.10.27 14:00sell810.07155.984158.0010.000
1622021.10.28 20:00close810.07156.481158.0010.000-27.8412055.47
1632021.10.29 06:00buy820.11156.746154.7310.000
1642021.10.29 20:00close820.11155.985154.7310.000-60.0811995.39
1652021.10.29 22:00sell830.16155.945157.9580.000
1662021.11.03 18:00close830.16155.836157.9580.0005.9212001.31
1672021.11.04 00:10buy840.05156.122153.9520.000
1682021.11.04 14:00close840.05155.333153.9520.000-28.3211972.99
1692021.11.04 18:00sell850.07153.408155.4220.000
1702021.11.09 01:00close850.07153.642155.4220.000-14.6311958.36
1712021.11.15 04:00buy860.11152.905150.8860.000
1722021.11.19 13:00close860.11153.058150.8860.00016.7511975.11
1732021.11.19 14:00sell870.05153.111155.1270.000
1742021.11.22 19:00close870.05153.836155.1270.000-26.7011948.42
1752021.11.23 01:00buy880.07153.871151.8240.000
1762021.11.23 12:00close880.07153.531151.8240.000-17.0811931.34
1772021.11.25 18:00sell890.11153.643155.6610.000
1782021.12.01 08:00close890.11151.190155.6610.000187.5812118.92
1792021.12.06 23:00buy900.05150.440148.4300.000
1802021.12.08 01:00close900.05150.371148.4300.000-1.7612117.16
1812021.12.08 12:00sell910.07150.306152.3230.000
1822021.12.08 20:00close910.07150.465152.3230.000-7.9812109.18
1832021.12.10 20:00buy920.11150.391148.3740.000
1842021.12.13 20:00close920.11149.922148.3740.000-36.2412072.93
1852021.12.14 03:00sell930.16150.056152.0690.000
1862021.12.14 13:00close930.16150.334152.0690.000-31.9212041.01
1872021.12.14 20:00buy940.25150.360148.3450.000
1882021.12.15 19:00close940.25150.379148.3450.0005.1812046.19
1892021.12.17 17:00sell950.05150.566152.5830.000
1902021.12.21 13:00close950.05150.634152.5830.000-3.8112042.38
1912021.12.21 18:00buy960.07150.971148.9560.000
1922021.12.30 23:59close at stop960.07155.308148.9560.000223.3212265.70