Strategy Tester Report
ThreeLineThreeLine
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_MAOption ="---------------------------------------------------"; p_MACandle=3; p_MAShortPeriod=15; p_MAMiddlePeriod=20; p_MALongPeriod=50; p_MAMethod=1; p_stochasticOption ="---------------------------------------------------"; p_stochaPerK=30; p_stochaPerD=3; p_stochaPerSlow=3; p_stochaMethod=1; p_stochaAppliedField=0; p_stochaUpperLine=60; p_stochaLowerLine=45; p_entryOption ="---------------------------------------------------"; p_entryLot=0.05; p_multiplierLots=1.3; p_slippage=2; p_stopLoss=200; p_takeProfit=100; p_otherOption ="---------------------------------------------------"; p_maxPosition=10; p_magicNumber=5416154;
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245.26総利益902.13総損失-656.87
プロフィットファクタ1.37期待利得1.52
絶対ドローダウン22.66最大ドローダウン150.20 (1.48%)相対ドローダウン1.48% (150.20)
総取引数161売りポジション(勝率%)65 (35.38%)買いポジション(勝率%)96 (45.83%)
勝率(%)67 (41.61%)負率 (%)94 (58.39%)
最大勝トレード69.42敗トレード-30.41
平均勝トレード13.46敗トレード-6.99
最大連勝(金額)4 (16.99)連敗(金額)5 (-55.58)
最大連勝(トレード数)109.16 (3)連敗(トレード数)-55.58 (5)
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 20:00sell10.05139.963141.978138.963
22021.01.05 09:00close10.05140.047141.978138.963-3.699996.31
32021.01.06 20:00buy20.06140.420138.405141.420
42021.01.06 23:00close20.06140.216138.405141.420-8.769987.55
52021.01.11 13:00sell30.08140.505142.521139.505
62021.01.11 15:00close30.08140.451142.521139.5053.099990.64
72021.01.12 04:00buy40.05140.972138.953141.972
82021.01.12 10:00close40.05141.169138.953141.9727.059997.69
92021.01.14 23:00buy50.05142.015140.000143.015
102021.01.15 04:00close50.05141.944140.000143.015-2.199995.50
112021.01.15 15:00sell60.06141.285143.296140.285
122021.01.15 17:00close60.06141.281143.296140.2850.179995.67
132021.01.19 11:00buy70.05141.510139.492142.510
142021.01.20 00:00close70.05141.568139.492142.5102.439998.10
152021.01.21 12:00buy80.05142.044140.029143.044
162021.01.21 15:00close80.05141.838140.029143.044-7.379990.73
172021.01.22 22:00buy90.06142.072140.060143.072
182021.01.25 00:02close90.06142.001140.060143.072-2.639988.10
192021.01.26 04:00sell100.08141.808143.824140.808
202021.01.26 11:00close100.08141.563143.824140.80814.0210002.12
212021.01.26 19:00buy110.05142.346140.330143.346
222021.01.26 22:00close110.05142.323140.330143.346-0.8210001.30
232021.01.28 18:00buy120.06143.116141.104144.116
242021.01.29 00:00close120.06143.041141.104144.116-2.809998.50
252021.02.01 05:00buy130.08143.754141.742144.754
262021.02.01 13:00close130.08143.914141.742144.7549.1610007.66
272021.02.03 14:00sell140.05143.206145.218142.206
282021.02.03 17:00close140.05143.517145.218142.206-11.139996.53
292021.02.04 18:00buy150.06143.985141.973144.985
302021.02.05 01:00close150.06144.202141.973144.9859.7410006.27
312021.02.09 14:00sell160.05144.185146.199143.185
322021.02.10 06:00buy170.05144.532142.521145.532
332021.02.10 08:00close170.05144.510142.521145.532-0.7910005.48
342021.02.10 11:00close160.05144.680146.199143.185-18.399987.09
352021.02.11 09:00buy180.08144.848142.838145.848
362021.02.11 10:00close180.08144.739142.838145.848-6.249980.85
372021.02.12 15:00buy190.10144.931142.918145.931
382021.02.12 22:00close190.10145.371142.918145.93131.4810012.33
392021.02.18 14:00buy200.05147.370145.357148.370
402021.02.18 18:00close200.05147.514145.357148.3705.1610017.49
412021.02.22 03:00buy210.05147.988145.974148.988
422021.02.22 10:00close210.05148.053145.974148.9882.3210019.81
432021.02.23 12:00buy220.05148.331146.317149.331
442021.02.23 17:00close220.05148.073146.317149.331-9.2310010.58
452021.02.26 05:00sell230.06148.453150.462147.453
462021.02.26 10:03t/p230.06147.453150.462147.45342.9310053.51
472021.03.02 06:00sell240.05148.355150.368147.355
482021.03.02 10:00close240.05148.296150.368147.3552.1110055.62
492021.03.02 22:00buy250.05149.087147.075150.087
502021.03.03 00:00close250.05148.855147.075150.087-7.9510047.67
512021.03.04 09:00buy260.06149.560147.552150.560
522021.03.04 17:43t/p260.06150.560147.552150.56042.9310090.60
532021.03.05 09:00buy270.05150.355148.341151.355
542021.03.05 12:00close270.05149.876148.341151.355-17.1410073.46
552021.03.08 04:00buy280.06150.157148.143151.157
562021.03.08 06:00close280.06149.746148.143151.157-17.6410055.82
572021.03.08 13:00buy290.08150.221148.208151.221
582021.03.08 19:00close290.08150.400148.208151.22110.2410066.06
592021.03.10 13:00buy300.05151.049149.037152.049
602021.03.10 14:00close300.05150.919149.037152.049-4.6510061.41
612021.03.11 03:00buy310.06151.074149.059152.074
622021.03.11 10:00close310.06151.488149.059152.07417.7710079.18
632021.03.15 04:00buy320.05151.948149.932152.948
642021.03.15 14:00close320.05151.943149.932152.948-0.1810079.00
652021.03.16 07:00sell330.06151.413153.426150.413
662021.03.16 14:00close330.06151.111153.426150.41312.9610091.96
672021.03.17 12:00buy340.05151.689149.677152.689
682021.03.17 13:00close340.05151.637149.677152.689-1.8610090.10
692021.03.18 00:00buy350.06152.070149.976153.070
702021.03.18 06:00close350.06152.178149.976153.0704.6310094.73
712021.03.19 07:00sell360.05151.505153.517150.505
722021.03.19 11:00close360.05151.712153.517150.505-7.4010087.33
732021.03.23 08:00sell370.06150.418152.432149.418
742021.03.23 11:00close370.06150.585152.432149.418-7.1710080.16
752021.03.25 22:00buy380.08149.933147.924150.933
762021.03.25 23:00close380.08149.884147.924150.933-2.8110077.35
772021.03.29 13:00buy390.10151.579149.566152.579
782021.03.29 17:00close390.10151.494149.566152.579-6.0910071.26
792021.03.30 07:00buy400.14151.502149.489152.502
802021.03.30 15:00close400.14151.543149.489152.5024.1110075.37
812021.03.31 03:00buy410.05151.628149.611152.628
822021.03.31 12:00close410.05152.309149.611152.62824.3610099.73
832021.04.05 05:00buy420.05153.066151.055154.066
842021.04.05 06:00close420.05152.969151.055154.066-3.4710096.26
852021.04.06 17:00sell430.06152.063154.078151.063
862021.04.06 19:00close430.06152.109154.078151.063-1.9710094.29
872021.04.12 07:00sell440.08149.960151.974148.960
882021.04.12 10:00close440.08150.239151.974148.960-15.9710078.32
892021.04.13 09:00buy450.10150.742148.726151.742
902021.04.13 11:00close450.10150.317148.726151.742-30.4110047.91
912021.04.13 17:00sell460.14150.179152.191149.179
922021.04.14 07:00close460.14149.912152.191149.17924.8510072.76
932021.04.14 16:00sell470.05149.846151.858148.846
942021.04.14 17:00close470.05150.290151.858148.846-15.8810056.88
952021.04.15 14:00sell480.06149.798151.808148.798
962021.04.15 17:00close480.06149.877151.808148.798-3.3910053.49
972021.04.16 20:00buy490.08150.404148.392151.404
982021.04.19 01:00close490.08150.380148.392151.404-0.8110052.67
992021.04.21 07:00sell500.10150.402152.415149.402
1002021.04.21 09:00close500.10150.471152.415149.402-4.9310047.74
1012021.04.22 11:00sell510.14150.249152.261149.249
1022021.04.22 19:00close510.14149.800152.261149.24944.9710092.71
1032021.04.26 20:00buy520.05150.164148.151151.164
1042021.04.27 00:00close520.05150.211148.151151.1642.0310094.74
1052021.04.30 21:00sell530.05150.901152.915149.901
1062021.05.03 01:00close530.05151.120152.915149.901-8.5210086.23
1072021.05.03 14:00buy540.06151.790149.780152.790
1082021.05.03 18:00close540.06151.716149.780152.790-3.1810083.05
1092021.05.04 22:00buy550.08151.851149.838152.851
1102021.05.05 11:00close550.08151.979149.838152.8517.8910090.93
1112021.05.06 20:00sell560.05151.505153.517150.505
1122021.05.07 01:00close560.05151.549153.517150.505-2.2510088.69
1132021.05.07 21:00buy570.06152.046150.034153.046
1142021.05.10 00:00close570.06152.018150.034153.046-0.7810087.91
1152021.05.11 22:00buy580.08153.823151.810154.823
1162021.05.12 00:00close580.08153.548151.810154.823-15.1810072.72
1172021.05.14 17:00buy590.10154.172152.153155.172
1182021.05.14 23:00close590.10154.119152.153155.172-3.7910068.93
1192021.05.17 20:00buy600.14154.287152.276155.287
1202021.05.18 00:01close600.14154.283152.276155.2870.5810069.51
1212021.05.19 20:00sell610.18154.054156.067153.054
1222021.05.20 04:00close610.18154.210156.067153.054-27.4010042.11
1232021.05.21 06:00buy620.24154.370152.356155.370
1242021.05.21 16:00close620.24154.394152.356155.3704.1210046.23
1252021.05.24 00:12sell630.05154.085156.336153.085
1262021.05.24 09:00close630.05154.031156.336153.0851.9310048.16
1272021.05.25 13:00buy640.05154.295152.282155.295
1282021.05.25 20:00sell650.05153.968155.980152.968
1292021.05.26 02:00close650.05153.936155.980152.9680.4710048.64
1302021.05.26 05:00close640.05153.830152.282155.295-16.2810032.36
1312021.05.27 06:00sell660.06153.895155.909152.895
1322021.05.27 09:00close660.06154.033155.909152.895-5.9310026.43
1332021.05.27 15:00buy670.08154.814152.801155.814
1342021.05.27 19:18t/p670.08155.814152.801155.81457.2310083.66
1352021.06.01 05:00buy680.05155.814153.801156.814
1362021.06.01 11:00close680.05155.716153.801156.814-3.5110080.15
1372021.06.01 19:00sell690.06155.029157.040154.029
1382021.06.01 23:00close690.06154.936157.040154.0293.9910084.14
1392021.06.03 10:00buy700.05155.386153.372156.386
1402021.06.03 16:00close700.05155.666153.372156.38610.0110094.15
1412021.06.04 03:00buy710.05155.604153.592156.604
1422021.06.04 04:00close710.05155.467153.592156.604-4.9010089.25
1432021.06.04 20:00sell720.06155.076157.088154.076
1442021.06.07 01:00close720.06155.137157.088154.076-3.4310085.81
1452021.06.08 17:00sell730.08154.571156.585153.571
1462021.06.08 19:00close730.08154.860156.585153.571-16.5310069.28
1472021.06.09 13:00buy740.10155.160153.150156.160
1482021.06.09 14:00close740.10155.132153.150156.160-2.0010067.28
1492021.06.09 18:00sell750.14154.821156.833153.821
1502021.06.09 20:00close750.14154.760156.833153.8216.1110073.39
1512021.06.10 23:00buy760.05154.890152.875155.890
1522021.06.11 10:00close760.05155.055152.875155.8906.2510079.64
1532021.06.14 01:00sell770.05154.694156.827153.694
1542021.06.14 02:00close770.05154.884156.827153.694-6.8010072.84
1552021.06.14 20:00buy780.06155.269153.260156.269
1562021.06.15 00:03close780.06155.251153.260156.269-0.3510072.49
1572021.06.16 11:00buy790.08155.217153.202156.217
1582021.06.16 13:00close790.08155.176153.202156.217-2.3410070.15
1592021.06.16 23:00sell800.10154.848156.860153.848
1602021.06.17 03:00close800.10154.970156.860153.848-12.7910057.36
1612021.06.22 02:00buy810.14153.697151.677154.697
1622021.06.22 04:00close810.14153.403151.677154.697-29.4410027.92
1632021.06.25 10:00sell820.18154.233156.247153.233
1642021.06.25 17:00close820.18153.955156.247153.23335.8010063.72
1652021.06.28 20:00sell830.05153.491155.499152.491
1662021.06.29 00:00close830.05153.674155.499152.491-7.2210056.51
1672021.07.01 03:00buy840.06153.684151.674154.684
1682021.07.01 12:00close840.06153.515151.674154.684-7.2610049.25
1692021.07.02 16:00sell850.08153.320155.334152.320
1702021.07.05 00:10buy860.08153.639151.407154.639
1712021.07.05 05:00close860.08153.568151.407154.639-4.0610045.19
1722021.07.05 08:00close850.08153.645155.334152.320-19.6810025.50
1732021.07.06 18:00sell870.14152.681154.690151.681
1742021.07.06 21:00close870.14152.678154.690151.6810.3010025.80
1752021.07.09 22:00buy880.05153.009150.998154.009
1762021.07.12 01:00close880.05152.991150.998154.009-0.3010025.50
1772021.07.14 08:00sell890.06152.714154.725151.714
1782021.07.14 09:00close890.06152.782154.725151.714-2.9210022.58
1792021.07.14 15:00buy900.08153.103151.090154.103
1802021.07.14 17:00close900.08152.791151.090154.103-17.8610004.72
1812021.07.14 21:00sell910.10152.402154.417151.402
1822021.07.15 01:00close910.10152.491154.417151.402-10.439994.29
1832021.07.16 19:00sell920.14151.793153.806150.793
1842021.07.19 04:00close920.14151.081153.806150.79369.4210063.71
1852021.07.21 20:00buy930.05151.105149.096152.105
1862021.07.21 23:00close930.05151.261149.096152.1055.5810069.29
1872021.07.26 15:00buy940.05152.143150.128153.143
1882021.07.26 22:00close940.05152.472150.128153.14311.7710081.06
1892021.07.27 23:00buy950.05152.345150.329153.345
1902021.07.28 07:00close950.05152.334150.329153.345-0.0410081.02
1912021.08.02 00:10sell960.06152.419154.729151.419
1922021.08.02 01:00close960.06152.467154.729151.419-2.0610078.96
1932021.08.04 22:00buy970.08152.048150.033153.048
1942021.08.05 14:00close970.08152.384150.033153.04820.9110099.86
1952021.08.10 12:00buy980.05153.191151.182154.191
1962021.08.10 16:00close980.05153.049151.182154.191-5.0810094.78
1972021.08.12 19:00sell990.06152.656154.666151.656
1982021.08.12 23:00close990.06152.439154.666151.6569.3110104.09
1992021.08.19 12:00sell1000.05149.897151.910148.897
2002021.08.19 15:00close1000.05149.921151.910148.897-0.8610103.23
2012021.08.23 16:00buy1010.06150.725148.712151.725
2022021.08.23 17:00close1010.06150.455148.712151.725-11.5910091.64
2032021.08.25 14:00buy1020.08150.714148.700151.714
2042021.08.26 00:07close1020.08151.297148.700151.71435.0510126.69
2052021.08.27 06:00sell1030.05150.611152.625149.611
2062021.08.27 07:00close1030.05150.647152.625149.611-1.2910125.40
2072021.08.27 18:00buy1040.06151.190149.177152.190
2082021.08.27 23:00close1040.06151.146149.177152.190-1.8910123.51
2092021.08.31 02:00buy1050.08151.317149.298152.317
2102021.08.31 05:00close1050.08151.246149.298152.317-4.0610119.45
2112021.09.01 08:00buy1060.10151.422149.404152.422
2122021.09.01 13:00close1060.10151.705149.404152.42220.2510139.70
2132021.09.02 17:00buy1070.05151.994149.979152.994
2142021.09.02 23:00close1070.05152.107149.979152.9944.0410143.74
2152021.09.06 04:00buy1080.05152.157150.140153.157
2162021.09.06 08:00close1080.05152.009150.140153.157-5.2910138.45
2172021.09.07 14:00sell1090.06151.633153.649150.633
2182021.09.07 17:00close1090.06151.958153.649150.633-13.9510124.50
2192021.09.08 05:00buy1100.08152.038150.024153.038
2202021.09.08 07:00close1100.08151.969150.024153.038-3.9510120.55
2212021.09.08 13:00sell1110.10151.627153.643150.627
2222021.09.08 15:00close1110.10151.874153.643150.627-17.6710102.88
2232021.09.09 05:00sell1120.14151.630153.647150.630
2242021.09.09 12:00close1120.14151.777153.647150.630-14.7210088.16
2252021.09.09 20:00buy1130.18152.017150.004153.017
2262021.09.10 07:00buy1140.18152.190150.184153.190
2272021.09.10 12:00close1140.18152.509150.184153.19041.0810129.24
2282021.09.10 12:00close1130.18152.509150.004153.01764.6110193.84
2292021.09.14 03:00buy1150.05152.215150.201153.215
2302021.09.14 08:00close1150.05152.312150.201153.2153.4710197.31
2312021.09.14 23:00sell1160.05151.396153.408150.396
2322021.09.15 01:00close1160.05151.535153.408150.396-5.6610191.66
2332021.09.16 10:00sell1170.06151.065153.079150.065
2342021.09.16 12:00close1170.06151.204153.079150.065-5.9710185.69
2352021.09.17 12:00buy1180.08151.727149.714152.727
2362021.09.17 17:00close1180.08151.522149.714152.727-11.7410173.95
2372021.09.17 22:00sell1190.10151.005153.015150.005
2382021.09.20 03:00close1190.10151.000153.015150.005-1.0010172.94
2392021.09.23 11:00buy1200.05150.159148.141151.159
2402021.09.23 14:00close1200.05150.290148.141151.1594.6810177.62
2412021.09.27 12:00buy1210.05151.981149.966152.981
2422021.09.27 23:00close1210.05152.115149.966152.9814.7910182.41
2432021.09.28 21:00sell1220.05150.858152.871149.858
2442021.09.28 22:00close1220.05151.023152.871149.858-5.9010176.51
2452021.09.30 20:00sell1230.06149.998152.011148.998
2462021.10.01 02:00close1230.06150.114152.011148.998-5.7910170.72
2472021.10.04 04:00buy1240.08150.434148.417151.434
2482021.10.04 05:00close1240.08150.272148.417151.434-9.2810161.44
2492021.10.07 18:00buy1250.10151.928149.915152.928
2502021.10.07 23:00close1250.10151.950149.915152.9281.5710163.01
2512021.10.13 08:00buy1260.05154.532152.517155.532
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