Strategy Tester Report
TowerOfBabel
TitanFX-Demo01 (Build 1355)

通貨ペアEURUSD (Euro vs US Dollar)
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=1; p_MACDOption="---------------------------------------------------"; p_fastEMAPeriod=12; p_slowEMAPeriod=26; p_signalPeriod=9; p_WPROption ="----------------------------------------------------"; p_WPRPeriod=14; p_WPRUpperLine=-20; p_WPRLowerLine=-80; 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=7097856;
テストバー数12532モデルティック数16643116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106.09総利益439.06総損失-332.97
プロフィットファクタ1.32期待利得0.91
絶対ドローダウン10.40最大ドローダウン75.36 (0.75%)相対ドローダウン0.75% (75.36)
総取引数116売りポジション(勝率%)116 (73.28%)買いポジション(勝率%)0 (0.00%)
勝率(%)85 (73.28%)負率 (%)31 (26.72%)
最大勝トレード23.05敗トレード-36.55
平均勝トレード5.17敗トレード-10.74
最大連勝(金額)19 (80.37)連敗(金額)2 (-34.77)
最大連勝(トレード数)80.37 (19)連敗(トレード数)-36.55 (1)
平均連勝3連敗1
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
12021.01.05 04:00sell10.051.225700.000000.00000
22021.01.05 10:00close10.051.225860.000000.00000-1.159998.85
32021.01.08 00:00sell20.061.227130.000000.00000
42021.01.08 03:00close20.061.225800.000000.000007.5610006.41
52021.01.08 17:00sell30.051.224980.000000.00000
62021.01.08 17:30close30.051.222520.000000.0000011.9510018.36
72021.01.14 03:00sell40.051.216420.000000.00000
82021.01.14 04:30close40.051.214940.000000.000007.0510025.41
92021.01.18 05:30sell50.051.207150.000000.00000
102021.01.18 10:00close50.051.206770.000000.000001.5510026.96
112021.01.21 02:00sell60.051.211450.000000.00000
122021.01.21 10:00close60.051.211980.000000.00000-3.0010023.96
132021.01.25 03:00sell70.061.216770.000000.00000
142021.01.25 03:30close70.061.216400.000000.000001.8010025.76
152021.01.26 01:30sell80.051.214310.000000.00000
162021.01.26 03:00close80.051.213460.000000.000003.9010029.66
172021.01.27 21:30sell90.051.210740.000000.00000
182021.01.28 02:30close90.051.208790.000000.0000010.1010039.76
192021.01.29 11:30sell100.051.210850.000000.00000
202021.01.29 21:00close100.051.212970.000000.00000-10.9510028.81
212021.02.02 06:30sell110.061.208130.000000.00000
222021.02.02 09:30close110.061.206550.000000.000009.0610037.87
232021.02.03 21:30sell120.051.202640.000000.00000
242021.02.04 05:30close120.051.202370.000000.000001.7010039.56
252021.02.05 03:00sell130.051.196860.000000.00000
262021.02.05 05:00close130.051.195450.000000.000006.7010046.26
272021.02.11 07:01sell140.051.212150.000000.00000
282021.02.11 19:00close140.051.212640.000000.00000-2.8010043.46
292021.02.12 08:30sell150.061.212670.000000.00000
302021.02.12 10:00close150.061.211560.000000.000006.2410049.70
312021.02.18 01:30sell160.051.204390.000000.00000
322021.02.19 04:30close160.051.208560.000000.00000-20.9710028.73
332021.02.23 18:00sell170.061.215920.000000.00000
342021.02.23 19:00close170.061.214150.000000.0000010.2010038.93
352021.02.26 05:00sell180.051.217240.000000.00000
362021.02.26 09:30close180.051.213890.000000.0000016.4010055.33
372021.03.03 21:00sell190.051.207270.000000.00000
382021.03.04 01:00close190.051.206320.000000.000005.1010060.43
392021.03.15 20:00sell200.051.192280.000000.00000
402021.03.16 04:00close200.051.192290.000000.00000-0.1710060.26
412021.03.17 07:00sell210.061.190110.000000.00000
422021.03.17 11:00close210.061.189120.000000.000005.5210065.78
432021.03.17 14:30sell220.051.189520.000000.00000
442021.03.18 05:30close220.051.196900.000000.00000-36.5510029.23
452021.03.19 08:30sell230.061.191220.000000.00000
462021.03.19 12:30close230.061.191030.000000.000000.7210029.95
472021.03.19 23:30sell240.051.190310.000000.00000
482021.03.22 00:30close240.051.187530.000000.0000013.7810043.73
492021.03.24 13:00sell250.051.183480.000000.00000
502021.03.24 16:30close250.051.181890.000000.000007.6010051.33
512021.03.26 11:30sell260.051.177810.000000.00000
522021.03.26 14:30close260.051.177320.000000.000002.1010053.43
532021.03.29 11:00sell270.051.178650.000000.00000
542021.03.29 12:00close270.051.176660.000000.000009.6010063.03
552021.04.05 04:00sell280.051.176480.000000.00000
562021.04.05 08:30close280.051.176070.000000.000001.7010064.73
572021.04.08 07:00sell290.051.187090.000000.00000
582021.04.08 13:00close290.051.186480.000000.000002.7010067.43
592021.04.13 11:30sell300.051.189720.000000.00000
602021.04.13 14:30close300.051.188760.000000.000004.4510071.88
612021.04.16 09:30sell310.051.195900.000000.00000
622021.04.16 21:00close310.051.197690.000000.00000-9.3010062.58
632021.04.21 04:00sell320.061.203450.000000.00000
642021.04.21 05:30close320.061.203250.000000.000000.7810063.36
652021.04.23 05:30sell330.051.201970.000000.00000
662021.04.23 18:00close330.051.204940.000000.00000-15.2010048.16
672021.04.26 23:30sell340.061.208680.000000.00000
682021.04.27 02:00close340.061.208280.000000.000002.2610050.42
692021.05.03 05:00sell350.051.202760.000000.00000
702021.05.03 06:00close350.051.201980.000000.000003.5510053.97
712021.05.04 18:30sell360.051.201670.000000.00000
722021.05.05 09:00close360.051.201230.000000.000002.0810056.05
732021.05.11 06:30sell370.051.214390.000000.00000
742021.05.11 10:00close370.051.213070.000000.000006.2510062.30
752021.05.13 05:30sell380.051.208410.000000.00000
762021.05.13 09:00close380.051.207340.000000.000005.0010067.30
772021.05.20 05:30sell390.051.217700.000000.00000
782021.05.21 15:00close390.051.218650.000000.00000-4.8710062.43
792021.05.24 09:30sell400.061.218740.000000.00000
802021.05.25 18:30close400.061.223700.000000.00000-29.9010032.53
812021.05.27 08:30sell410.071.219070.000000.00000
822021.05.27 12:00close410.071.218290.000000.000004.9710037.50
832021.05.27 12:00sell420.051.218270.000000.00000
842021.05.27 16:00close420.051.218630.000000.00000-2.1510035.35
852021.05.28 12:30sell430.061.218960.000000.00000
862021.05.28 14:30close430.061.217170.000000.0000010.3210045.67
872021.06.02 06:00sell440.051.222340.000000.00000
882021.06.02 09:00close440.051.221510.000000.000003.8010049.47
892021.06.04 15:00sell450.051.211290.000000.00000
902021.06.07 00:00close450.051.216530.000000.00000-26.3210023.15
912021.06.08 16:00sell460.061.217560.000000.00000
922021.06.08 20:30close460.061.217450.000000.000000.2410023.39
932021.06.09 05:30sell470.051.217870.000000.00000
942021.06.09 18:00close470.051.218590.000000.00000-3.9510019.44
952021.06.10 15:00sell480.061.217630.000000.00000
962021.06.10 16:30close480.061.214830.000000.0000016.3810035.82
972021.06.10 16:30sell490.051.214800.000000.00000
982021.06.11 10:30close490.051.217860.000000.00000-15.4210020.40
992021.06.14 03:30sell500.061.210520.000000.00000
1002021.06.14 04:00close500.061.210030.000000.000002.5210022.92
1012021.06.17 08:30sell510.051.199820.000000.00000
1022021.06.17 10:30close510.051.195140.000000.0000023.0510045.97
1032021.06.22 17:00sell520.051.190330.000000.00000
1042021.06.23 03:30close520.051.193530.000000.00000-16.1210029.86
1052021.06.24 11:00sell530.061.193200.000000.00000
1062021.06.24 18:00close530.061.192650.000000.000002.8810032.74
1072021.06.28 03:30sell540.051.193750.000000.00000
1082021.06.28 04:30close540.051.192570.000000.000005.5510038.29
1092021.06.28 19:30sell550.051.193090.000000.00000
1102021.06.29 00:00close550.051.192970.000000.000000.4810038.77
1112021.07.01 11:00sell560.051.184790.000000.00000
1122021.07.01 19:30close560.051.185310.000000.00000-2.9510035.82
1132021.07.02 09:00sell570.061.184170.000000.00000
1142021.07.02 10:30close570.061.182810.000000.000007.7410043.56
1152021.07.07 08:00sell580.051.182360.000000.00000
1162021.07.07 16:00close580.051.181590.000000.000003.5010047.06
1172021.07.09 11:30sell590.051.183890.000000.00000
1182021.07.12 08:30close590.051.186740.000000.00000-14.3710032.69
1192021.07.13 02:30sell600.061.186030.000000.00000
1202021.07.13 09:00close600.061.185730.000000.000001.3810034.07
1212021.07.14 07:30sell610.051.178240.000000.00000
1222021.07.15 05:00close610.051.182620.000000.00000-21.5510012.52
1232021.07.16 03:30sell620.061.181210.000000.00000
1242021.07.16 05:00close620.061.180230.000000.000005.4610017.98
1252021.07.20 13:30sell630.051.178870.000000.00000
1262021.07.20 14:30close630.051.177770.000000.000005.1510023.13
1272021.07.21 13:00sell640.051.177320.000000.00000
1282021.07.22 03:00close640.051.179280.000000.00000-9.4510013.67
1292021.07.23 03:00sell650.061.177220.000000.00000
1302021.07.23 08:00close650.061.176820.000000.000001.9810015.65
1312021.07.28 12:30sell660.051.182220.000000.00000
1322021.07.28 14:00close660.051.180440.000000.000008.5510024.20
1332021.08.02 08:00sell670.051.187030.000000.00000
1342021.08.02 19:00close670.051.187300.000000.00000-1.7010022.50
1352021.08.03 02:30sell680.061.187290.000000.00000
1362021.08.03 16:30close680.061.187560.000000.00000-2.0410020.46
1372021.08.04 03:30sell690.071.186490.000000.00000
1382021.08.04 04:00close690.071.186190.000000.000001.6110022.07
1392021.08.04 11:30sell700.051.185190.000000.00000
1402021.08.04 17:30close700.051.184040.000000.000005.4010027.47
1412021.08.05 11:30sell710.051.183650.000000.00000
1422021.08.05 13:00close710.051.183250.000000.000001.6510029.12
1432021.08.09 06:30sell720.051.175790.000000.00000
1442021.08.09 18:00close720.051.174440.000000.000006.4010035.52
1452021.08.16 18:30sell730.051.177970.000000.00000
1462021.08.17 00:00close730.051.177770.000000.000000.8810036.40
1472021.08.20 05:00sell740.051.167970.000000.00000
1482021.08.20 11:30close740.051.167640.000000.000001.3010037.70
1492021.08.25 12:00sell750.051.175100.000000.00000
1502021.08.25 14:30close750.051.173650.000000.000006.9010044.60
1512021.08.27 06:00sell760.051.175230.000000.00000
1522021.08.27 12:00close760.051.175110.000000.000000.2510044.85
1532021.09.01 10:30sell770.051.180190.000000.00000
1542021.09.02 00:30close770.051.184060.000000.00000-19.0010025.85
1552021.09.06 22:30sell780.061.186870.000000.00000
1562021.09.07 08:30close780.061.187330.000000.00000-2.9010022.95
1572021.09.08 20:00sell790.071.181870.000000.00000
1582021.09.09 04:00close790.071.181440.000000.000003.4910026.44
1592021.09.13 17:30sell800.051.179680.000000.00000
1602021.09.14 13:30close800.051.180620.000000.00000-4.8210021.63
1612021.09.17 00:00sell810.061.176790.000000.00000
1622021.09.17 16:30close810.061.175660.000000.000006.3610027.99
1632021.09.20 14:00sell820.051.171260.000000.00000
1642021.09.21 17:30close820.051.172370.000000.00000-5.6710022.32
1652021.09.22 10:30sell830.061.172920.000000.00000
1662021.09.22 22:00close830.061.169380.000000.0000020.8210043.14
1672021.09.22 22:00sell840.051.169360.000000.00000
1682021.09.22 23:00close840.051.169510.000000.00000-1.1010042.04
1692021.09.27 05:30sell850.061.171920.000000.00000
1702021.09.27 09:30close850.061.171450.000000.000002.4010044.44
1712021.09.27 22:00sell860.051.169900.000000.00000
1722021.09.28 00:00close860.051.169690.000000.000000.9310045.37
1732021.09.30 07:00sell870.051.160390.000000.00000
1742021.09.30 09:00close870.051.159530.000000.000003.9510049.32
1752021.10.05 13:30sell880.051.159670.000000.00000
1762021.10.06 01:00close880.051.159640.000000.000000.0310049.35
1772021.10.07 02:00sell890.051.155430.000000.00000
1782021.10.07 08:30close890.051.155320.000000.000000.2010049.55
1792021.10.08 04:30sell900.051.155560.000000.00000
1802021.10.08 05:30close900.051.155220.000000.000001.3510050.90
1812021.10.12 07:30sell910.051.155800.000000.00000
1822021.10.12 13:00close910.051.155820.000000.00000-0.4510050.45
1832021.10.18 11:30sell920.061.158690.000000.00000
1842021.10.19 02:00close920.061.161040.000000.00000-14.2410036.21
1852021.10.20 05:00sell930.071.164220.000000.00000
1862021.10.20 10:30close930.071.162520.000000.0000011.4110047.62
1872021.10.22 05:00sell940.051.162900.000000.00000
1882021.10.22 20:30close940.051.162600.000000.000001.1510048.77
1892021.10.25 22:30sell950.051.160990.000000.00000
1902021.10.26 02:30close950.051.160700.000000.000001.3310050.10
1912021.10.27 05:00sell960.051.159880.000000.00000
1922021.10.27 09:00close960.051.159640.000000.000000.8510050.95
1932021.10.28 06:30sell970.051.160450.000000.00000
1942021.10.28 12:30close970.051.158800.000000.000007.9010058.85
1952021.11.01 03:00sell980.051.155620.000000.00000
1962021.11.01 06:30close980.051.155350.000000.000001.0010059.85
1972021.11.03 05:30sell990.051.158070.000000.00000
1982021.11.03 16:30close990.051.157200.000000.000004.0010063.85
1992021.11.05 02:00sell1000.051.155280.000000.00000
2002021.11.05 05:30close1000.051.154700.000000.000002.5510066.40
2012021.11.12 10:00sell1010.051.145070.000000.00000
2022021.11.12 17:00close1010.051.143730.000000.000006.3510072.75
2032021.11.16 07:30sell1020.051.137800.000000.00000
2042021.11.16 09:30close1020.051.136990.000000.000003.7010076.45
2052021.11.19 20:00sell1030.051.129830.000000.00000
2062021.11.19 22:30close1030.051.128920.000000.000004.2010080.65
2072021.11.24 10:30sell1040.051.124050.000000.00000
2082021.11.24 11:00close1040.051.122220.000000.000008.8010089.45
2092021.11.29 13:00sell1050.051.128490.000000.00000
2102021.11.29 16:00close1050.051.126250.000000.0000010.8510100.30
2112021.12.06 13:00sell1060.051.129820.000000.00000
2122021.12.06 17:30close1060.051.128880.000000.000004.3510104.65
2132021.12.07 02:00sell1070.051.128330.000000.00000
2142021.12.07 11:00close1070.051.127540.000000.000003.6010108.25
2152021.12.10 02:00sell1080.051.129350.000000.00000
2162021.12.10 10:30close1080.051.128850.000000.000002.1510110.40
2172021.12.13 17:00sell1090.051.128710.000000.00000
2182021.12.14 01:30close1090.051.128180.000000.000002.5310112.93
2192021.12.15 04:30sell1100.051.126600.000000.00000
2202021.12.15 13:30close1100.051.126420.000000.000000.5510113.48
2212021.12.15 16:30sell1110.051.125900.000000.00000
2222021.12.15 18:00close1110.051.125210.000000.000003.1010116.58
2232021.12.20 08:30sell1120.051.125070.000000.00000
2242021.12.20 22:00close1120.051.127430.000000.00000-12.1510104.43
2252021.12.22 00:00sell1130.061.128240.000000.00000
2262021.12.22 05:00close1130.061.127750.000000.000002.5210106.95
2272021.12.27 02:30sell1140.051.132100.000000.00000
2282021.12.27 08:30close1140.051.131500.000000.000002.6510109.60
2292021.12.29 14:30sell1150.051.129820.000000.00000
2302021.12.30 05:30close1150.051.134240.000000.00000-21.7510087.85
2312021.12.30 15:30sell1160.061.133510.000000.00000
2322021.12.30 16:00close1160.061.130400.000000.0000018.2410106.09