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
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
12021.01.06 07:00buy10.051.360991.350880.00000
22021.01.06 10:00close10.051.365781.350880.0000023.6010023.60
32021.01.13 14:00buy20.051.367011.356940.00000
42021.01.14 04:00close20.051.364981.356940.00000-11.4210012.18
52021.01.14 17:00buy30.071.365151.355060.00000
62021.01.14 18:00close30.071.368011.355060.0000019.5310031.71
72021.01.20 19:00buy40.051.365961.355890.00000
82021.01.21 02:00close40.051.366631.355890.000002.0810033.79
92021.01.25 13:00buy50.051.369591.359530.00000
102021.01.26 04:00close50.051.367471.359530.00000-11.2610022.53
112021.01.27 08:00buy60.071.374331.364250.00000
122021.01.27 10:00close60.071.375331.364250.000006.5110029.04
132021.01.29 09:00buy70.051.371421.361310.00000
142021.01.29 14:00close70.051.370941.361310.00000-2.7510026.29
152021.02.01 03:00buy80.071.371671.361560.00000
162021.02.01 05:00close80.071.372601.361560.000006.0210032.31
172021.02.08 17:00buy90.051.372711.362640.00000
182021.02.08 18:00close90.051.373921.362640.000005.7010038.01
192021.02.16 01:00buy100.051.391001.380800.00000
202021.02.16 02:00close100.051.391351.380800.000001.4010039.41
212021.02.19 07:00buy110.051.396501.386420.00000
222021.02.19 08:00close110.051.397181.386420.000003.0510042.46
232021.02.25 15:00buy120.051.414251.404180.00000
242021.02.25 17:00close120.051.416561.404180.0000011.2010053.66
252021.03.03 09:00buy130.051.395431.385410.00000
262021.03.03 10:00close130.051.398091.385410.0000012.9510066.61
272021.03.10 09:00buy140.051.387021.376960.00000
282021.03.10 10:00close140.051.388331.376960.000006.2010072.81
292021.03.17 06:00buy150.051.388831.378740.00000
302021.03.17 10:00close150.051.391251.378740.0000011.7510084.56
312021.03.17 22:00buy160.051.394601.384530.00000
322021.03.17 23:00close160.051.396341.384530.000008.3510092.91
332021.03.29 05:00buy170.051.377871.367780.00000
342021.03.29 11:00close170.051.379611.367780.000008.3510101.26
352021.04.01 11:00buy180.051.378591.368510.00000
362021.04.01 15:00close180.051.378561.368510.00000-0.5010100.76
372021.04.13 02:00buy190.071.374751.364620.00000
382021.04.13 03:00close190.071.375321.364620.000003.5010104.26
392021.04.19 06:00buy200.051.383111.373040.00000
402021.04.19 08:00close200.051.385091.373040.000009.5510113.81
412021.04.26 17:00buy210.051.388761.378710.00000
422021.04.26 23:00close210.051.390631.378710.000009.0010122.81
432021.04.29 15:00buy220.051.394921.384840.00000
442021.04.29 16:00close220.051.396171.384840.000005.9010128.71
452021.05.04 10:00buy230.051.388571.378500.00000
462021.05.04 18:00close230.051.388271.378500.00000-1.8510126.86
472021.05.06 05:00buy240.071.390961.380920.00000
482021.05.06 09:00close240.071.390621.380920.00000-2.8710123.99
492021.05.07 16:00buy250.111.395421.385360.00000
502021.05.07 18:00close250.111.397891.385360.0000026.4010150.39
512021.05.17 06:00buy260.051.408711.398660.00000
522021.05.17 10:00close260.051.410691.398660.000009.5510159.94
532021.05.21 06:00buy270.051.418051.407970.00000
542021.05.21 12:00close270.051.420511.407970.0000011.9510171.89
552021.05.28 07:00buy280.051.419331.409300.00000
562021.05.28 12:00close280.051.419931.409300.000002.6510174.54
572021.05.31 18:00buy290.051.421391.411330.00000
582021.05.31 19:00close290.051.421221.411330.00000-1.2010173.34
592021.06.03 07:00buy300.071.416981.406920.00000
602021.06.03 12:00close300.071.417821.406920.000005.3910178.73
612021.06.07 03:00buy310.051.416461.406390.00000
622021.06.07 14:00close310.051.414911.406390.00000-8.1010170.63
632021.06.11 14:00buy320.071.415971.405910.00000
642021.06.14 06:00close320.071.411191.405910.00000-34.3810136.26
652021.06.22 06:00buy330.111.391571.381470.00000
662021.06.22 18:00close330.111.391501.381470.00000-1.5410134.72
672021.06.23 09:00buy340.161.394011.383930.00000
682021.06.23 10:00close340.161.396231.383930.0000034.4010169.12
692021.07.05 08:00buy350.051.382431.372350.00000
702021.07.05 10:00close350.051.384411.372350.000009.5510178.67
712021.07.12 08:00buy360.051.389221.379150.00000
722021.07.12 17:00close360.051.387911.379150.00000-6.9010171.77
732021.07.22 07:00buy370.071.370971.360880.00000
742021.07.22 08:00close370.071.371551.360880.000003.5710175.34
752021.08.03 19:00buy380.051.390571.380500.00000
762021.08.04 02:00close380.051.391561.380500.000004.2910179.63
772021.08.06 08:00buy390.051.392121.382020.00000
782021.08.06 10:00close390.051.392811.382020.000003.1010182.73
792021.08.12 07:00buy400.051.387481.377420.00000
802021.08.12 11:00close400.051.387741.377420.000000.9510183.68
812021.08.16 05:00buy410.051.386361.376260.00000
822021.08.16 12:00close410.051.386031.376260.00000-2.0010181.68
832021.08.24 06:00buy420.071.372161.362060.00000
842021.08.24 08:00close420.071.372561.362060.000002.3110183.99
852021.08.26 08:00buy430.051.375651.365550.00000
862021.08.27 07:00close430.051.369691.365550.00000-30.4610153.53
872021.08.30 15:00buy440.071.376031.365950.00000
882021.08.30 22:00close440.071.376671.365950.000003.9910157.52
892021.09.02 06:00buy450.051.377451.367360.00000
902021.09.02 09:00close450.051.377961.367360.000002.2010159.72
912021.09.10 04:00buy460.051.384241.374150.00000
922021.09.10 07:00close460.051.385061.374150.000003.7510163.47
932021.09.14 10:00buy470.051.385301.375210.00000
942021.09.14 11:00close470.051.387591.375210.0000011.1010174.57
952021.09.24 04:00buy480.051.373581.363540.00000
962021.09.27 08:00close480.051.367621.363540.00000-30.4610144.12
972021.09.28 06:00buy490.071.370481.360380.00000
982021.09.28 08:00close490.071.371401.360380.000005.9510150.07
992021.10.04 08:00buy500.051.354871.344780.00000
1002021.10.04 13:00close500.051.358521.344780.0000017.9010167.97
1012021.10.08 06:00buy510.051.361601.351510.00000
1022021.10.08 13:00close510.051.362351.351510.000003.4010171.37
1032021.10.11 04:00buy520.051.363941.353900.00000
1042021.10.11 05:00close520.051.364291.353900.000001.4010172.77
1052021.10.13 17:00buy530.051.363901.353820.00000
1062021.10.13 18:00close530.051.363221.353820.00000-3.7510169.02
1072021.10.20 04:00buy540.071.379951.369840.00000
1082021.10.20 05:00close540.071.380671.369840.000004.5510173.57
1092021.10.21 11:00buy550.051.381631.371550.00000
1102021.10.21 18:00close550.051.382021.371550.000001.6010175.17
1112021.10.29 11:00buy560.051.379021.368930.00000
1122021.10.29 18:27s/l560.051.368931.368930.00000-50.8010124.37
1132021.11.09 04:00buy570.071.355551.345430.00000
1142021.11.09 07:00close570.071.356621.345430.000007.0010131.37
1152021.11.15 13:00buy580.051.342251.332200.00000
1162021.11.15 14:00close580.051.344011.332200.000008.4510139.82
1172021.11.16 21:00buy590.051.343901.333820.00000
1182021.11.17 09:00close590.051.343991.333820.00000-0.2110139.61
1192021.11.18 19:00buy600.051.348841.338780.00000
1202021.11.18 21:00close600.051.350281.338780.000006.8510146.46
1212021.11.29 08:00buy610.051.333881.323780.00000
1222021.11.29 11:00close610.051.333861.323780.00000-0.4510146.01
1232021.12.07 12:00buy620.071.326221.316120.00000
1242021.12.08 02:00close620.071.324491.316120.00000-13.0310132.98
1252021.12.13 07:00buy630.111.324951.314870.00000
1262021.12.13 13:00close630.111.325051.314870.000000.3310133.31
1272021.12.15 02:00buy640.051.323041.312930.00000
1282021.12.15 03:00close640.051.323361.312930.000001.2510134.56
1292021.12.17 02:00buy650.051.332361.322250.00000
1302021.12.17 04:00close650.051.332491.322250.000000.3010134.86
1312021.12.22 09:00buy660.051.325191.315120.00000
1322021.12.22 10:00close660.051.327261.315120.0000010.0010144.86
1332021.12.30 13:00buy670.051.348251.338170.00000
1342021.12.30 15:00close670.051.351611.338170.0000016.4510161.31