Strategy Tester Report
TowerOfBabel
TitanFX-Demo01 (Build 1355)
通貨ペア | GBPUSD (Great Britain Pound vs US Dollar) |
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=0; p_MACDOption="---------------------------------------------------"; p_fastEMAPeriod=10; p_slowEMAPeriod=29; p_signalPeriod=9; p_WPROption ="----------------------------------------------------"; p_WPRPeriod=10; p_WPRUpperLine=-30; p_WPRLowerLine=-70; p_entryOption ="---------------------------------------------------"; p_entryLot=0.05; p_multiplierLots=1.5; p_slippage=2; p_stopLoss=100; p_takeProfit=100; p_otherOption ="---------------------------------------------------"; p_maxPosition=1; p_magicNumber=7097856; |
|
テストバー数 | 6316 | モデルティック数 | 20187727 | 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 | 161.31 | 総利益 | 375.22 | 総損失 | -213.91 |
プロフィットファクタ | 1.75 | 期待利得 | 2.41 | | |
絶対ドローダウン | 6.15 | 最大ドローダウン | 111.03 (1.09%) | 相対ドローダウン | 1.09% (111.03) |
|
総取引数 | 67 | 売りポジション(勝率%) | 0 (0.00%) | 買いポジション(勝率%) | 67 (71.64%) |
| 勝率(%) | 48 (71.64%) | 負率 (%) | 19 (28.36%) |
最大 | 勝トレード | 34.40 | 敗トレード | -50.80 |
平均 | 勝トレード | 7.82 | 敗トレード | -11.26 |
最大 | 連勝(金額) | 10 (74.97) | 連敗(金額) | 3 (-44.02) |
最大 | 連勝(トレード数) | 74.97 (10) | 連敗(トレード数) | -50.80 (1) |
平均 | 連勝 | 3 | 連敗 | 1 |
# | 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 | 2021.01.06 07:00 | buy | 1 | 0.05 | 1.36099 | 1.35088 | 0.00000 | |
2 | 2021.01.06 10:00 | close | 1 | 0.05 | 1.36578 | 1.35088 | 0.00000 | 23.60 | 10023.60 |
3 | 2021.01.13 14:00 | buy | 2 | 0.05 | 1.36701 | 1.35694 | 0.00000 | |
4 | 2021.01.14 04:00 | close | 2 | 0.05 | 1.36498 | 1.35694 | 0.00000 | -11.42 | 10012.18 |
5 | 2021.01.14 17:00 | buy | 3 | 0.07 | 1.36515 | 1.35506 | 0.00000 | |
6 | 2021.01.14 18:00 | close | 3 | 0.07 | 1.36801 | 1.35506 | 0.00000 | 19.53 | 10031.71 |
7 | 2021.01.20 19:00 | buy | 4 | 0.05 | 1.36596 | 1.35589 | 0.00000 | |
8 | 2021.01.21 02:00 | close | 4 | 0.05 | 1.36663 | 1.35589 | 0.00000 | 2.08 | 10033.79 |
9 | 2021.01.25 13:00 | buy | 5 | 0.05 | 1.36959 | 1.35953 | 0.00000 | |
10 | 2021.01.26 04:00 | close | 5 | 0.05 | 1.36747 | 1.35953 | 0.00000 | -11.26 | 10022.53 |
11 | 2021.01.27 08:00 | buy | 6 | 0.07 | 1.37433 | 1.36425 | 0.00000 | |
12 | 2021.01.27 10:00 | close | 6 | 0.07 | 1.37533 | 1.36425 | 0.00000 | 6.51 | 10029.04 |
13 | 2021.01.29 09:00 | buy | 7 | 0.05 | 1.37142 | 1.36131 | 0.00000 | |
14 | 2021.01.29 14:00 | close | 7 | 0.05 | 1.37094 | 1.36131 | 0.00000 | -2.75 | 10026.29 |
15 | 2021.02.01 03:00 | buy | 8 | 0.07 | 1.37167 | 1.36156 | 0.00000 | |
16 | 2021.02.01 05:00 | close | 8 | 0.07 | 1.37260 | 1.36156 | 0.00000 | 6.02 | 10032.31 |
17 | 2021.02.08 17:00 | buy | 9 | 0.05 | 1.37271 | 1.36264 | 0.00000 | |
18 | 2021.02.08 18:00 | close | 9 | 0.05 | 1.37392 | 1.36264 | 0.00000 | 5.70 | 10038.01 |
19 | 2021.02.16 01:00 | buy | 10 | 0.05 | 1.39100 | 1.38080 | 0.00000 | |
20 | 2021.02.16 02:00 | close | 10 | 0.05 | 1.39135 | 1.38080 | 0.00000 | 1.40 | 10039.41 |
21 | 2021.02.19 07:00 | buy | 11 | 0.05 | 1.39650 | 1.38642 | 0.00000 | |
22 | 2021.02.19 08:00 | close | 11 | 0.05 | 1.39718 | 1.38642 | 0.00000 | 3.05 | 10042.46 |
23 | 2021.02.25 15:00 | buy | 12 | 0.05 | 1.41425 | 1.40418 | 0.00000 | |
24 | 2021.02.25 17:00 | close | 12 | 0.05 | 1.41656 | 1.40418 | 0.00000 | 11.20 | 10053.66 |
25 | 2021.03.03 09:00 | buy | 13 | 0.05 | 1.39543 | 1.38541 | 0.00000 | |
26 | 2021.03.03 10:00 | close | 13 | 0.05 | 1.39809 | 1.38541 | 0.00000 | 12.95 | 10066.61 |
27 | 2021.03.10 09:00 | buy | 14 | 0.05 | 1.38702 | 1.37696 | 0.00000 | |
28 | 2021.03.10 10:00 | close | 14 | 0.05 | 1.38833 | 1.37696 | 0.00000 | 6.20 | 10072.81 |
29 | 2021.03.17 06:00 | buy | 15 | 0.05 | 1.38883 | 1.37874 | 0.00000 | |
30 | 2021.03.17 10:00 | close | 15 | 0.05 | 1.39125 | 1.37874 | 0.00000 | 11.75 | 10084.56 |
31 | 2021.03.17 22:00 | buy | 16 | 0.05 | 1.39460 | 1.38453 | 0.00000 | |
32 | 2021.03.17 23:00 | close | 16 | 0.05 | 1.39634 | 1.38453 | 0.00000 | 8.35 | 10092.91 |
33 | 2021.03.29 05:00 | buy | 17 | 0.05 | 1.37787 | 1.36778 | 0.00000 | |
34 | 2021.03.29 11:00 | close | 17 | 0.05 | 1.37961 | 1.36778 | 0.00000 | 8.35 | 10101.26 |
35 | 2021.04.01 11:00 | buy | 18 | 0.05 | 1.37859 | 1.36851 | 0.00000 | |
36 | 2021.04.01 15:00 | close | 18 | 0.05 | 1.37856 | 1.36851 | 0.00000 | -0.50 | 10100.76 |
37 | 2021.04.13 02:00 | buy | 19 | 0.07 | 1.37475 | 1.36462 | 0.00000 | |
38 | 2021.04.13 03:00 | close | 19 | 0.07 | 1.37532 | 1.36462 | 0.00000 | 3.50 | 10104.26 |
39 | 2021.04.19 06:00 | buy | 20 | 0.05 | 1.38311 | 1.37304 | 0.00000 | |
40 | 2021.04.19 08:00 | close | 20 | 0.05 | 1.38509 | 1.37304 | 0.00000 | 9.55 | 10113.81 |
41 | 2021.04.26 17:00 | buy | 21 | 0.05 | 1.38876 | 1.37871 | 0.00000 | |
42 | 2021.04.26 23:00 | close | 21 | 0.05 | 1.39063 | 1.37871 | 0.00000 | 9.00 | 10122.81 |
43 | 2021.04.29 15:00 | buy | 22 | 0.05 | 1.39492 | 1.38484 | 0.00000 | |
44 | 2021.04.29 16:00 | close | 22 | 0.05 | 1.39617 | 1.38484 | 0.00000 | 5.90 | 10128.71 |
45 | 2021.05.04 10:00 | buy | 23 | 0.05 | 1.38857 | 1.37850 | 0.00000 | |
46 | 2021.05.04 18:00 | close | 23 | 0.05 | 1.38827 | 1.37850 | 0.00000 | -1.85 | 10126.86 |
47 | 2021.05.06 05:00 | buy | 24 | 0.07 | 1.39096 | 1.38092 | 0.00000 | |
48 | 2021.05.06 09:00 | close | 24 | 0.07 | 1.39062 | 1.38092 | 0.00000 | -2.87 | 10123.99 |
49 | 2021.05.07 16:00 | buy | 25 | 0.11 | 1.39542 | 1.38536 | 0.00000 | |
50 | 2021.05.07 18:00 | close | 25 | 0.11 | 1.39789 | 1.38536 | 0.00000 | 26.40 | 10150.39 |
51 | 2021.05.17 06:00 | buy | 26 | 0.05 | 1.40871 | 1.39866 | 0.00000 | |
52 | 2021.05.17 10:00 | close | 26 | 0.05 | 1.41069 | 1.39866 | 0.00000 | 9.55 | 10159.94 |
53 | 2021.05.21 06:00 | buy | 27 | 0.05 | 1.41805 | 1.40797 | 0.00000 | |
54 | 2021.05.21 12:00 | close | 27 | 0.05 | 1.42051 | 1.40797 | 0.00000 | 11.95 | 10171.89 |
55 | 2021.05.28 07:00 | buy | 28 | 0.05 | 1.41933 | 1.40930 | 0.00000 | |
56 | 2021.05.28 12:00 | close | 28 | 0.05 | 1.41993 | 1.40930 | 0.00000 | 2.65 | 10174.54 |
57 | 2021.05.31 18:00 | buy | 29 | 0.05 | 1.42139 | 1.41133 | 0.00000 | |
58 | 2021.05.31 19:00 | close | 29 | 0.05 | 1.42122 | 1.41133 | 0.00000 | -1.20 | 10173.34 |
59 | 2021.06.03 07:00 | buy | 30 | 0.07 | 1.41698 | 1.40692 | 0.00000 | |
60 | 2021.06.03 12:00 | close | 30 | 0.07 | 1.41782 | 1.40692 | 0.00000 | 5.39 | 10178.73 |
61 | 2021.06.07 03:00 | buy | 31 | 0.05 | 1.41646 | 1.40639 | 0.00000 | |
62 | 2021.06.07 14:00 | close | 31 | 0.05 | 1.41491 | 1.40639 | 0.00000 | -8.10 | 10170.63 |
63 | 2021.06.11 14:00 | buy | 32 | 0.07 | 1.41597 | 1.40591 | 0.00000 | |
64 | 2021.06.14 06:00 | close | 32 | 0.07 | 1.41119 | 1.40591 | 0.00000 | -34.38 | 10136.26 |
65 | 2021.06.22 06:00 | buy | 33 | 0.11 | 1.39157 | 1.38147 | 0.00000 | |
66 | 2021.06.22 18:00 | close | 33 | 0.11 | 1.39150 | 1.38147 | 0.00000 | -1.54 | 10134.72 |
67 | 2021.06.23 09:00 | buy | 34 | 0.16 | 1.39401 | 1.38393 | 0.00000 | |
68 | 2021.06.23 10:00 | close | 34 | 0.16 | 1.39623 | 1.38393 | 0.00000 | 34.40 | 10169.12 |
69 | 2021.07.05 08:00 | buy | 35 | 0.05 | 1.38243 | 1.37235 | 0.00000 | |
70 | 2021.07.05 10:00 | close | 35 | 0.05 | 1.38441 | 1.37235 | 0.00000 | 9.55 | 10178.67 |
71 | 2021.07.12 08:00 | buy | 36 | 0.05 | 1.38922 | 1.37915 | 0.00000 | |
72 | 2021.07.12 17:00 | close | 36 | 0.05 | 1.38791 | 1.37915 | 0.00000 | -6.90 | 10171.77 |
73 | 2021.07.22 07:00 | buy | 37 | 0.07 | 1.37097 | 1.36088 | 0.00000 | |
74 | 2021.07.22 08:00 | close | 37 | 0.07 | 1.37155 | 1.36088 | 0.00000 | 3.57 | 10175.34 |
75 | 2021.08.03 19:00 | buy | 38 | 0.05 | 1.39057 | 1.38050 | 0.00000 | |
76 | 2021.08.04 02:00 | close | 38 | 0.05 | 1.39156 | 1.38050 | 0.00000 | 4.29 | 10179.63 |
77 | 2021.08.06 08:00 | buy | 39 | 0.05 | 1.39212 | 1.38202 | 0.00000 | |
78 | 2021.08.06 10:00 | close | 39 | 0.05 | 1.39281 | 1.38202 | 0.00000 | 3.10 | 10182.73 |
79 | 2021.08.12 07:00 | buy | 40 | 0.05 | 1.38748 | 1.37742 | 0.00000 | |
80 | 2021.08.12 11:00 | close | 40 | 0.05 | 1.38774 | 1.37742 | 0.00000 | 0.95 | 10183.68 |
81 | 2021.08.16 05:00 | buy | 41 | 0.05 | 1.38636 | 1.37626 | 0.00000 | |
82 | 2021.08.16 12:00 | close | 41 | 0.05 | 1.38603 | 1.37626 | 0.00000 | -2.00 | 10181.68 |
83 | 2021.08.24 06:00 | buy | 42 | 0.07 | 1.37216 | 1.36206 | 0.00000 | |
84 | 2021.08.24 08:00 | close | 42 | 0.07 | 1.37256 | 1.36206 | 0.00000 | 2.31 | 10183.99 |
85 | 2021.08.26 08:00 | buy | 43 | 0.05 | 1.37565 | 1.36555 | 0.00000 | |
86 | 2021.08.27 07:00 | close | 43 | 0.05 | 1.36969 | 1.36555 | 0.00000 | -30.46 | 10153.53 |
87 | 2021.08.30 15:00 | buy | 44 | 0.07 | 1.37603 | 1.36595 | 0.00000 | |
88 | 2021.08.30 22:00 | close | 44 | 0.07 | 1.37667 | 1.36595 | 0.00000 | 3.99 | 10157.52 |
89 | 2021.09.02 06:00 | buy | 45 | 0.05 | 1.37745 | 1.36736 | 0.00000 | |
90 | 2021.09.02 09:00 | close | 45 | 0.05 | 1.37796 | 1.36736 | 0.00000 | 2.20 | 10159.72 |
91 | 2021.09.10 04:00 | buy | 46 | 0.05 | 1.38424 | 1.37415 | 0.00000 | |
92 | 2021.09.10 07:00 | close | 46 | 0.05 | 1.38506 | 1.37415 | 0.00000 | 3.75 | 10163.47 |
93 | 2021.09.14 10:00 | buy | 47 | 0.05 | 1.38530 | 1.37521 | 0.00000 | |
94 | 2021.09.14 11:00 | close | 47 | 0.05 | 1.38759 | 1.37521 | 0.00000 | 11.10 | 10174.57 |
95 | 2021.09.24 04:00 | buy | 48 | 0.05 | 1.37358 | 1.36354 | 0.00000 | |
96 | 2021.09.27 08:00 | close | 48 | 0.05 | 1.36762 | 1.36354 | 0.00000 | -30.46 | 10144.12 |
97 | 2021.09.28 06:00 | buy | 49 | 0.07 | 1.37048 | 1.36038 | 0.00000 | |
98 | 2021.09.28 08:00 | close | 49 | 0.07 | 1.37140 | 1.36038 | 0.00000 | 5.95 | 10150.07 |
99 | 2021.10.04 08:00 | buy | 50 | 0.05 | 1.35487 | 1.34478 | 0.00000 | |
100 | 2021.10.04 13:00 | close | 50 | 0.05 | 1.35852 | 1.34478 | 0.00000 | 17.90 | 10167.97 |
101 | 2021.10.08 06:00 | buy | 51 | 0.05 | 1.36160 | 1.35151 | 0.00000 | |
102 | 2021.10.08 13:00 | close | 51 | 0.05 | 1.36235 | 1.35151 | 0.00000 | 3.40 | 10171.37 |
103 | 2021.10.11 04:00 | buy | 52 | 0.05 | 1.36394 | 1.35390 | 0.00000 | |
104 | 2021.10.11 05:00 | close | 52 | 0.05 | 1.36429 | 1.35390 | 0.00000 | 1.40 | 10172.77 |
105 | 2021.10.13 17:00 | buy | 53 | 0.05 | 1.36390 | 1.35382 | 0.00000 | |
106 | 2021.10.13 18:00 | close | 53 | 0.05 | 1.36322 | 1.35382 | 0.00000 | -3.75 | 10169.02 |
107 | 2021.10.20 04:00 | buy | 54 | 0.07 | 1.37995 | 1.36984 | 0.00000 | |
108 | 2021.10.20 05:00 | close | 54 | 0.07 | 1.38067 | 1.36984 | 0.00000 | 4.55 | 10173.57 |
109 | 2021.10.21 11:00 | buy | 55 | 0.05 | 1.38163 | 1.37155 | 0.00000 | |
110 | 2021.10.21 18:00 | close | 55 | 0.05 | 1.38202 | 1.37155 | 0.00000 | 1.60 | 10175.17 |
111 | 2021.10.29 11:00 | buy | 56 | 0.05 | 1.37902 | 1.36893 | 0.00000 | |
112 | 2021.10.29 18:27 | s/l | 56 | 0.05 | 1.36893 | 1.36893 | 0.00000 | -50.80 | 10124.37 |
113 | 2021.11.09 04:00 | buy | 57 | 0.07 | 1.35555 | 1.34543 | 0.00000 | |
114 | 2021.11.09 07:00 | close | 57 | 0.07 | 1.35662 | 1.34543 | 0.00000 | 7.00 | 10131.37 |
115 | 2021.11.15 13:00 | buy | 58 | 0.05 | 1.34225 | 1.33220 | 0.00000 | |
116 | 2021.11.15 14:00 | close | 58 | 0.05 | 1.34401 | 1.33220 | 0.00000 | 8.45 | 10139.82 |
117 | 2021.11.16 21:00 | buy | 59 | 0.05 | 1.34390 | 1.33382 | 0.00000 | |
118 | 2021.11.17 09:00 | close | 59 | 0.05 | 1.34399 | 1.33382 | 0.00000 | -0.21 | 10139.61 |
119 | 2021.11.18 19:00 | buy | 60 | 0.05 | 1.34884 | 1.33878 | 0.00000 | |
120 | 2021.11.18 21:00 | close | 60 | 0.05 | 1.35028 | 1.33878 | 0.00000 | 6.85 | 10146.46 |
121 | 2021.11.29 08:00 | buy | 61 | 0.05 | 1.33388 | 1.32378 | 0.00000 | |
122 | 2021.11.29 11:00 | close | 61 | 0.05 | 1.33386 | 1.32378 | 0.00000 | -0.45 | 10146.01 |
123 | 2021.12.07 12:00 | buy | 62 | 0.07 | 1.32622 | 1.31612 | 0.00000 | |
124 | 2021.12.08 02:00 | close | 62 | 0.07 | 1.32449 | 1.31612 | 0.00000 | -13.03 | 10132.98 |
125 | 2021.12.13 07:00 | buy | 63 | 0.11 | 1.32495 | 1.31487 | 0.00000 | |
126 | 2021.12.13 13:00 | close | 63 | 0.11 | 1.32505 | 1.31487 | 0.00000 | 0.33 | 10133.31 |
127 | 2021.12.15 02:00 | buy | 64 | 0.05 | 1.32304 | 1.31293 | 0.00000 | |
128 | 2021.12.15 03:00 | close | 64 | 0.05 | 1.32336 | 1.31293 | 0.00000 | 1.25 | 10134.56 |
129 | 2021.12.17 02:00 | buy | 65 | 0.05 | 1.33236 | 1.32225 | 0.00000 | |
130 | 2021.12.17 04:00 | close | 65 | 0.05 | 1.33249 | 1.32225 | 0.00000 | 0.30 | 10134.86 |
131 | 2021.12.22 09:00 | buy | 66 | 0.05 | 1.32519 | 1.31512 | 0.00000 | |
132 | 2021.12.22 10:00 | close | 66 | 0.05 | 1.32726 | 1.31512 | 0.00000 | 10.00 | 10144.86 |
133 | 2021.12.30 13:00 | buy | 67 | 0.05 | 1.34825 | 1.33817 | 0.00000 | |
134 | 2021.12.30 15:00 | close | 67 | 0.05 | 1.35161 | 1.33817 | 0.00000 | 16.45 | 10161.31 |