Strategy Tester Report
FinalJudgment3_USDJPY
TitanFX-Demo01 (Build 1335)

通貨ペアUSDJPY (US Dollar vs Japanese Yen)
期間5分足(M5) 2020.05.01 00:00 - 2021.05.27 23:55 (2020.05.01 - 2021.05.28)
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Slippage=3; MagicNumber=7777; Lots=0.1; takeprofit_valu_sell=52; takeprofit_valu_buy=98; stoploss_valu_sell=96; stoploss_valu_buy=80; TrailingStopLoss1=80; TrailingStopLossStart1=32; TrailingStopLossWidth1=1; TrailingStopLoss2=55; TrailingStopLossStart2=63; TrailingStopLossWidth2=97; TrailingStopLoss3=26; TrailingStopLossStart3=65; TrailingStopLossWidth3=87; TrailingStopLoss4=16; TrailingStopLossStart4=95; TrailingStopLossWidth4=31; TrailingStopLoss5=33; TrailingStopLossStart5=44; TrailingStopLossWidth5=99; TrailingStopLoss6=16; TrailingStopLossStart6=51; TrailingStopLossWidth6=78; TrailingStopLoss7=81; TrailingStopLossStart7=7; TrailingStopLossWidth7=52; TrailingStopLoss8=23; TrailingStopLossStart8=28; TrailingStopLossWidth8=84; TrailingStopLoss9=71; TrailingStopLossStart9=11; TrailingStopLossWidth9=85; TrailingStopLoss10=95; TrailingStopLossStart10=68; TrailingStopLossWidth10=69; recalcalculate=6; waite_SELL=60; waite_BUY=60; time1=60; TimePeriod=60; Time_Difference=9; JapanTimeOK_0=9; JapanTimeOK_1=10; JapanTimeOK_2=11; JapanTimeOK_3=12; JapanTimeOK_4=13; JapanTimeOK_5=14; JapanTimeOK_6=15; JapanTimeOK_7=16; JapanTimeOK_8=17; JapanTimeOK_9=18; JapanTimeOK_10=19; JapanTimeOK_11=20; JapanTimeOK_12=21; JapanTimeOK_13=22; JapanTimeOK_14=23; JapanTimeOK_15=24; JapanTimeOK_16=1; JapanTimeOK_17=2; JapanTimeOK_18=3; JapanTimeOK_19=4;
テストバー数80904モデルティック数10489507モデリング品質90.00%
不整合チャートエラー0
初期証拠金10000.00スプレッド現在値 (5)
純益1418.27総利益2789.92総損失-1371.66
プロフィットファクタ2.03期待利得24.45
絶対ドローダウン324.97最大ドローダウン422.80 (4.19%)相対ドローダウン4.19% (422.80)
総取引数58売りポジション(勝率%)22 (86.36%)買いポジション(勝率%)36 (61.11%)
勝率(%)41 (70.69%)負率 (%)17 (29.31%)
最大勝トレード92.33敗トレード-93.92
平均勝トレード68.05敗トレード-80.69
最大連勝(金額)11 (771.98)連敗(金額)5 (-394.19)
最大連勝(トレード数)771.98 (11)連敗(トレード数)-394.19 (5)
平均連勝4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
12020.05.01 00:05buy10.10107.1000.0000.000
22020.05.01 00:05modify10.10107.100106.300108.080
32020.05.06 03:10s/l10.10106.300106.300108.080-76.639923.37
42020.05.06 03:15buy20.10106.3220.0000.000
52020.05.06 03:15modify20.10106.322105.522107.302
62020.05.11 11:41modify20.10106.322107.113107.302
72020.05.11 13:25t/p20.10107.302107.113107.30289.5210012.90
82020.05.11 13:30buy30.10107.2810.0000.000
92020.05.11 13:30modify30.10107.281106.481108.261
102020.06.02 15:16modify30.10107.281108.072108.261
112020.06.02 15:18t/p30.10108.261108.072108.26184.9410097.83
122020.06.02 15:20sell40.10108.2460.0000.000
132020.06.02 15:20modify40.10108.246109.206107.726
142020.06.05 03:14s/l40.10109.206109.206107.726-90.3910007.45
152020.06.05 03:15buy50.10109.2250.0000.000
162020.06.05 03:15modify50.10109.225108.425110.205
172020.06.08 18:58s/l50.10108.425108.425110.205-74.719932.74
182020.06.08 19:00buy60.10108.4650.0000.000
192020.06.08 19:00modify60.10108.465107.665109.445
202020.06.09 17:00s/l60.10107.665107.665109.445-75.239857.50
212020.06.09 17:05buy70.10107.8170.0000.000
222020.06.09 17:05modify70.10107.817107.017108.797
232020.06.10 21:15s/l70.10107.017107.017108.797-75.679781.83
242020.06.11 00:00buy80.10107.0880.0000.000
252020.06.11 00:00modify80.10107.088106.288108.068
262020.06.23 16:20s/l80.10106.288106.288108.068-78.199703.64
272020.06.23 16:25buy90.10106.3670.0000.000
282020.06.23 16:25modify90.10106.367105.567107.347
292020.06.25 14:46modify90.10106.367107.158107.347
302020.06.25 14:47t/p90.10107.347107.158107.34789.709793.35
312020.06.25 14:50sell100.10107.3680.0000.000
322020.06.25 14:50modify100.10107.368108.328106.848
332020.06.26 14:02t/p100.10106.848108.328106.84847.619840.96
342020.06.26 14:05buy110.10106.8720.0000.000
352020.06.26 14:05modify110.10106.872106.072107.852
362020.06.29 17:34modify110.10106.872107.663107.852
372020.06.29 17:35t/p110.10107.852107.663107.85289.959930.91
382020.06.29 17:40sell120.10107.8550.0000.000
392020.06.29 17:40modify120.10107.855108.815107.335
402020.07.02 03:01t/p120.10107.335108.815107.33545.979976.88
412020.07.02 03:05buy130.10107.4190.0000.000
422020.07.02 03:05modify130.10107.419106.619108.399
432020.07.24 03:20s/l130.10106.619106.619108.399-80.619896.27
442020.07.24 03:25sell140.10106.5890.0000.000
452020.07.24 03:25modify140.10106.589107.549106.069
462020.07.24 16:07t/p140.10106.069107.549106.06948.339944.60
472020.07.24 16:10buy150.10106.0230.0000.000
482020.07.24 16:10modify150.10106.023105.223107.003
492020.07.27 16:52s/l150.10105.223105.223107.003-76.959867.65
502020.07.27 16:55sell160.10105.2160.0000.000
512020.07.27 16:55modify160.10105.216106.176104.696
522020.07.30 23:14t/p160.10104.696106.176104.69647.199914.84
532020.07.31 00:00buy170.10104.7090.0000.000
542020.07.31 00:00modify170.10104.709103.909105.689
552020.07.31 16:55modify170.10104.709105.500105.689
562020.07.31 16:55t/p170.10105.689105.500105.68992.0210006.86
572020.07.31 17:00sell180.10105.6790.0000.000
582020.07.31 17:00modify180.10105.679106.639105.159
592020.08.11 21:29s/l180.10106.639106.639105.159-93.929912.95
602020.08.12 00:00sell190.10106.4970.0000.000
612020.08.12 00:00modify190.10106.497107.457105.977
622020.08.17 18:37t/p190.10105.977107.457105.97746.599959.54
632020.08.17 18:40buy200.10105.9700.0000.000
642020.08.17 18:40modify200.10105.970105.170106.950
652020.08.19 03:01s/l200.10105.170105.170106.950-77.209882.34
662020.08.19 03:05buy210.10105.1390.0000.000
672020.08.19 03:05modify210.10105.139104.339106.119
682020.08.19 22:54modify210.10105.139105.929106.119
692020.08.19 23:31t/p210.10106.119105.929106.11991.659973.99
702020.08.20 00:00sell220.10106.1090.0000.000
712020.08.20 00:00modify220.10106.109107.069105.589
722020.08.21 08:16t/p220.10105.589107.069105.58948.1910022.18
732020.08.21 08:20buy230.10105.5680.0000.000
742020.08.21 08:20modify230.10105.568104.768106.548
752020.08.25 17:46modify230.10105.568106.358106.548
762020.08.25 17:59t/p230.10106.548106.358106.54890.8410113.02
772020.08.25 18:00sell240.10106.5290.0000.000
782020.08.25 18:00modify240.10106.529107.489106.009
792020.08.26 19:37t/p240.10106.009107.489106.00947.9910161.01
802020.08.26 19:40sell250.10106.0000.0000.000
812020.08.26 19:40modify250.10106.000106.960105.480
822020.08.28 13:42t/p250.10105.480106.960105.48047.1810208.19
832020.08.28 13:45buy260.10105.4790.0000.000
842020.08.28 13:45modify260.10105.479104.679106.459
852020.09.03 13:30modify260.10105.479106.271106.459
862020.09.03 13:45t/p260.10106.459106.271106.45990.0210298.21
872020.09.03 13:50sell270.10106.4690.0000.000
882020.09.03 13:50modify270.10106.469107.429105.949
892020.09.08 15:43t/p270.10105.949107.429105.94947.3110345.52
902020.09.08 15:45buy280.10105.9310.0000.000
912020.09.08 15:45modify280.10105.931105.131106.911
922020.09.16 13:28s/l280.10105.131105.131106.911-78.5710266.95
932020.09.16 13:30sell290.10105.1120.0000.000
942020.09.16 13:30modify290.10105.112106.072104.592
952020.09.17 14:43t/p290.10104.592106.072104.59247.9510314.90
962020.09.17 14:45buy300.10104.5890.0000.000
972020.09.17 14:45modify300.10104.589103.789105.569
982020.09.25 03:52modify300.10104.589105.380105.569
992020.09.25 08:19s/l300.10105.380105.380105.56972.5910387.49
1002020.09.25 08:20buy310.10105.3730.0000.000
1012020.09.25 08:20modify310.10105.373104.573106.353
1022020.10.21 16:40s/l310.10104.573104.573106.353-82.5210304.96
1032020.10.21 16:45buy320.10104.5960.0000.000
1042020.10.21 16:45modify320.10104.596103.796105.576
1052020.11.05 14:50s/l320.10103.796103.796105.576-81.5410223.42
1062020.11.05 14:55buy330.10103.8670.0000.000
1072020.11.05 14:55modify330.10103.867103.067104.847
1082020.11.09 14:51modify330.10103.867104.659104.847
1092020.11.09 14:55t/p330.10104.847104.659104.84792.3310315.75
1102020.11.09 15:00sell340.10104.9640.0000.000
1112020.11.09 15:00modify340.10104.964105.924104.444
1122020.11.16 10:00t/p340.10104.444105.924104.44446.6010362.35
1132020.11.16 10:05buy350.10104.4240.0000.000
1142020.11.16 10:05modify350.10104.424103.624105.404
1152020.12.14 14:39s/l350.10103.624103.624105.404-84.1110278.24
1162020.12.14 14:40sell360.10103.6280.0000.000
1172020.12.14 14:40modify360.10103.628104.588103.108
1182020.12.17 11:57t/p360.10103.108104.588103.10847.9510326.19
1192020.12.17 12:00buy370.10103.0790.0000.000
1202020.12.17 12:00modify370.10103.079102.279104.059
1212021.01.08 10:05modify370.10103.079103.869104.059
1222021.01.08 10:09t/p370.10104.059103.869104.05988.6010414.79
1232021.01.08 10:10sell380.10104.0740.0000.000
1242021.01.08 10:10modify380.10104.074105.034103.554
1252021.01.13 03:43t/p380.10103.554105.034103.55448.4510463.25
1262021.01.13 03:45buy390.10103.5490.0000.000
1272021.01.13 03:45modify390.10103.549102.749104.529
1282021.01.29 02:41modify390.10103.549104.339104.529
1292021.01.29 03:04t/p390.10104.529104.339104.52989.0610552.30
1302021.01.29 03:05sell400.10104.5380.0000.000
1312021.01.29 03:05modify400.10104.538105.498104.018
1322021.02.04 17:32s/l400.10105.498105.498104.018-93.8310458.47
1332021.02.04 17:35sell410.10105.4760.0000.000
1342021.02.04 17:35modify410.10105.476106.436104.956
1352021.02.09 04:50t/p410.10104.956106.436104.95647.7710506.25
1362021.02.09 04:55buy420.10104.9370.0000.000
1372021.02.09 04:55modify420.10104.937104.137105.917
1382021.02.16 19:04modify420.10104.937105.727105.917
1392021.02.16 19:13t/p420.10105.917105.727105.91790.2810596.52
1402021.02.16 19:15sell430.10105.9240.0000.000
1412021.02.16 19:15modify430.10105.924106.884105.404
1422021.02.19 10:40t/p430.10105.404106.884105.40446.8610643.39
1432021.02.19 10:45buy440.10105.3910.0000.000
1442021.02.19 10:45modify440.10105.391104.591106.371
1452021.02.25 20:01modify440.10105.391106.181106.371
1462021.02.25 20:02t/p440.10106.371106.181106.37190.1010733.49
1472021.02.26 00:00buy450.10106.2040.0000.000
1482021.02.26 00:01modify450.10106.204105.404107.184
1492021.03.03 17:44modify450.10106.204106.994107.184
1502021.03.03 17:57s/l450.10106.994106.994107.18472.4710805.96
1512021.03.03 18:00buy460.10106.9780.0000.000
1522021.03.03 18:00modify460.10106.978106.178107.958
1532021.03.04 22:00modify460.10106.978107.768107.958
1542021.03.04 23:35t/p460.10107.958107.768107.95889.4110895.37
1552021.03.05 00:00buy470.10107.9370.0000.000
1562021.03.05 00:00modify470.10107.937107.137108.917
1572021.03.08 18:39modify470.10107.937108.727108.917
1582021.03.08 18:46t/p470.10108.917108.727108.91789.0610984.43
1592021.03.08 18:50sell480.10108.9280.0000.000
1602021.03.08 18:50modify480.10108.928109.888108.408
1612021.03.10 16:03t/p480.10108.408109.888108.40846.5611030.99
1622021.03.10 16:05buy490.10108.4170.0000.000
1632021.03.10 16:05modify490.10108.417107.617109.397
1642021.03.15 08:09modify490.10108.417109.208109.397
1652021.03.15 09:33s/l490.10109.208109.208109.39770.6211101.61
1662021.03.15 09:35buy500.10109.1680.0000.000
1672021.03.15 09:35modify500.10109.168108.368110.148
1682021.03.30 09:40modify500.10109.168109.962110.148
1692021.03.30 09:40t/p500.10110.148109.962110.14884.9411186.56
1702021.03.30 09:45sell510.10110.1300.0000.000
1712021.03.30 09:45modify510.10110.130111.090109.610
1722021.04.07 04:07t/p510.10109.610111.090109.61043.9011230.45
1732021.04.07 04:10buy520.10109.6520.0000.000
1742021.04.07 04:10modify520.10109.652108.852110.632
1752021.04.14 03:05s/l520.10108.852108.852110.632-75.7411154.71
1762021.04.14 03:10buy530.10108.8850.0000.000
1772021.04.14 03:10modify530.10108.885108.085109.865
1782021.04.19 11:15s/l530.10108.085108.085109.865-75.8311078.88
1792021.04.19 11:20buy540.10108.0470.0000.000
1802021.04.19 11:20modify540.10108.047107.247109.027
1812021.04.28 09:40modify540.10108.047108.839109.027
1822021.04.28 09:50t/p540.10109.027108.839109.02787.1911166.07
1832021.04.28 09:55sell550.10108.9990.0000.000
1842021.04.28 09:55modify550.10108.999109.959108.479
1852021.04.29 03:09t/p550.10108.479109.959108.47946.1711212.25
1862021.04.29 03:10buy560.10108.4620.0000.000
1872021.04.29 03:10modify560.10108.462107.662109.442
1882021.05.03 03:37modify560.10108.462109.253109.442
1892021.05.03 05:02t/p560.10109.442109.253109.44288.4111300.65
1902021.05.03 05:05sell570.10109.4420.0000.000
1912021.05.03 05:05modify570.10109.442110.402108.922
1922021.05.03 17:21t/p570.10108.922110.402108.92247.0411347.69
1932021.05.03 17:25buy580.10108.9620.0000.000
1942021.05.03 17:25modify580.10108.962108.162109.942
1952021.05.27 19:24modify580.10108.962109.752109.942
1962021.05.27 23:59close at stop580.10109.808109.752109.94270.5711418.27