Strategy Tester Report
FinalJudgment_verB_AUDNZD
TitanFX-Demo01 (Build 950)

通貨ペアAUDNZD (Australian Dollar vs New Zealand Dollar)
期間5分足(M5) 2015.01.02 00:00 - 2016.01.29 23:55 (2015.01.01 - 2016.01.31)
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BuyMagic=2014; SellMagic=2015; takeprofit_valu=20; takeprofit_mainas_valu=15; takeprofit_mainas_valu2=14; stoploss_valu=3000; Slippage=3; tradeLots=0.01; tradeLots_add=0.01; zz_time1=48; zz_time4=96; CCI_Const_Sell=300; CCI_Const_Buy=-300; Const_Sell=60; Const_Buy=30; CCI_period=24; StdDev_period1=15; StdDev_period2=24; StdDev_period3=39; period_MA_time3=15; WPR_period=15; StdDev_A1_period=15; StdDev_B1_period=15; StdDev_C1_period=15; StdDev_D1_period=15; WPR_Const_sell=-5; WPR_Const_buy=-95; sigma_up=3.25; sigma_down=3.25; sell_lot_limit=2; buy_lot_limit=2; AA=31; time1=15; time2=1; time3=15; time4=30; time5=5; time6=15; time7=30; time8=60; time9=240;
テストバー数81156モデルティック数22890059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 (4)
純益106.65総利益650.01総損失-543.36
プロフィットファクタ1.20期待利得2.54
絶対ドローダウン1733.85最大ドローダウン1759.11 (17.55%)相対ドローダウン17.55% (1759.11)
総取引数42売りポジション(勝率%)30 (66.67%)買いポジション(勝率%)12 (91.67%)
勝率(%)31 (73.81%)負率 (%)11 (26.19%)
最大勝トレード208.30敗トレード-119.03
平均勝トレード20.97敗トレード-49.40
最大連勝(金額)9 (542.66)連敗(金額)5 (-491.25)
最大連勝(トレード数)542.66 (9)連敗(トレード数)-491.25 (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
12015.01.28 03:00sell10.021.073500.000000.00000
22015.01.28 03:00modify10.021.073501.373501.07150
32015.01.28 04:02t/p10.021.071501.373501.071502.5210002.52
42015.02.10 10:00buy20.021.050260.000000.00000
52015.02.10 10:00modify20.021.050260.750261.05226
62015.02.10 13:52t/p20.021.052260.750261.052262.5210005.04
72015.02.24 04:20sell30.021.039600.000000.00000
82015.02.24 04:20modify30.021.039601.339601.03760
92015.02.26 06:37t/p30.021.037601.339601.037602.5310007.57
102015.03.04 12:00buy40.021.032620.000000.00000
112015.03.04 12:00modify40.021.032620.732621.03462
122015.03.05 04:06t/p40.021.034620.732621.034622.4910010.06
132015.03.05 04:15sell50.021.035880.000000.00000
142015.03.05 04:15modify50.021.035881.335881.03388
152015.03.11 05:00sell60.021.051060.000000.00000
162015.03.11 05:00modify60.021.051061.351061.04147
172015.03.11 22:28t/p60.021.041471.351061.0414712.6210022.68
182015.03.11 22:28close50.021.041471.335881.03388-7.5610015.12
192015.03.27 10:01sell70.021.031040.000000.00000
202015.03.27 10:01modify70.021.031041.331041.02904
212015.03.27 12:30t/p70.021.029041.331041.029042.5210017.64
222015.04.06 17:45sell80.021.006070.000000.00000
232015.04.06 17:45modify80.021.006071.306071.00407
242015.04.16 05:01sell90.021.021840.000000.00000
252015.04.16 05:01modify90.021.021841.321841.01196
262015.04.17 17:07t/p90.021.011961.321841.0119613.0210030.66
272015.04.17 17:07close80.021.011951.306071.00407-7.9210022.74
282015.04.20 00:15sell100.021.015110.000000.00000
292015.04.20 00:15modify100.021.015111.315111.01311
302015.04.20 00:36t/p100.021.013111.315111.013112.5210025.26
312015.04.28 02:25sell110.021.028880.000000.00000
322015.04.28 02:25modify110.021.028881.328881.02688
332015.05.05 08:00sell120.021.046910.000000.00000
342015.05.05 08:00modify120.021.046911.346911.03590
352015.05.06 02:00sell130.031.057310.000000.00000
362015.05.06 02:00modify130.031.057311.357311.04422
372015.05.13 01:00buy140.021.077980.000000.00000
382015.05.13 01:00modify140.021.077980.777981.07998
392015.05.13 01:05t/p140.021.079980.777981.079982.5210027.78
402015.05.28 00:00buy150.021.062910.000000.00000
412015.05.28 00:00modify150.021.062910.762911.06491
422015.05.28 01:22t/p150.021.064910.762911.064912.5210030.30
432015.05.29 04:15sell160.041.070560.000000.00000
442015.05.29 04:15modify160.041.070561.370561.05457
452015.06.09 04:15sell170.071.080500.000000.00000
462015.06.09 04:15modify170.071.080501.380501.06446
472015.06.17 16:45sell180.111.110160.000000.00000
482015.06.17 16:45modify180.111.110161.410161.08160
492015.06.18 02:05sell190.181.118230.000000.00000
502015.06.18 02:05modify190.181.118231.418231.09544
512015.07.15 05:39sell200.291.113880.000000.00000
522015.07.15 05:39modify200.291.113881.413881.10229
532015.07.23 00:35buy210.021.110700.000000.00000
542015.07.23 00:35modify210.021.110700.810701.11270
552015.07.23 00:37t/p210.021.112700.810701.112702.5110032.81
562015.07.23 00:37buy220.021.112760.000000.00000
572015.07.23 00:37modify220.021.112760.812761.11476
582015.07.23 03:28t/p220.021.114760.812761.114762.5210035.33
592015.07.23 21:50sell230.471.112930.000000.00000
602015.07.23 21:50modify230.471.112931.412931.10616
612015.07.24 06:08t/p230.471.106161.412931.10616208.3010243.64
622015.07.24 06:08close200.291.106141.413881.10229147.6710391.31
632015.07.24 06:08close190.181.106141.418231.09544144.6310535.94
642015.07.24 06:08close180.111.106141.410161.0816029.4610565.41
652015.07.24 06:08close170.071.106141.380501.06446-119.0310446.38
662015.07.24 06:08close160.041.106141.370561.05457-94.3510352.03
672015.07.24 06:08close130.031.106141.357311.04422-97.0010255.03
682015.07.24 06:08close120.021.106141.346911.03590-78.4810176.55
692015.07.24 06:08close110.021.106141.328881.02688-102.3910074.15
702015.07.27 09:52buy240.021.102540.000000.00000
712015.07.27 09:52modify240.021.102540.802541.10454
722015.07.30 17:24t/p240.021.104540.802541.104542.4210076.58
732015.08.03 22:58sell250.021.105430.000000.00000
742015.08.03 22:58modify250.021.105431.405431.10343
752015.08.14 02:00sell260.021.123570.000000.00000
762015.08.14 02:00modify260.021.123571.423571.11250
772015.08.18 00:00buy270.021.120420.000000.00000
782015.08.18 00:00modify270.021.120420.820421.12242
792015.08.18 18:00t/p260.021.112501.423571.1125014.5710091.15
802015.08.18 18:00close250.021.112501.405431.10343-9.4710081.68
812015.08.19 00:00buy280.021.111180.000000.00000
822015.08.19 00:00modify280.021.111180.811181.11780
832015.08.24 16:11t/p280.021.117800.811181.117808.4910090.17
842015.08.24 16:11close270.021.118210.820421.12242-3.2610086.91
852015.09.10 00:35sell290.021.111450.000000.00000
862015.09.10 00:35modify290.021.111451.411451.10945
872015.09.10 00:49t/p290.021.109451.411451.109452.5110089.42
882015.10.06 07:44sell300.021.096640.000000.00000
892015.10.06 07:44modify300.021.096641.396641.09464
902015.10.06 09:48t/p300.021.094641.396641.094642.5210091.94
912015.11.03 06:00sell310.021.066280.000000.00000
922015.11.03 06:00modify310.021.066281.366281.06428
932015.11.04 15:35sell320.021.086360.000000.00000
942015.11.04 15:35modify320.021.086361.386361.07432
952015.11.09 06:15t/p320.021.074321.386361.0743215.8910107.83
962015.11.09 06:15close310.021.074301.366281.06428-10.7810097.05
972015.11.13 10:50sell330.021.093850.000000.00000
982015.11.13 10:50modify330.021.093851.393851.09185
992015.11.13 15:34t/p330.021.091851.393851.091852.5210099.57
1002015.11.19 10:16sell340.021.098230.000000.00000
1012015.11.19 10:16modify340.021.098231.398231.09623
1022015.11.19 10:44sell350.021.099060.000000.00000
1032015.11.19 10:44modify350.021.099061.399061.09665
1042015.11.19 16:10t/p350.021.096651.399061.096653.0710102.64
1052015.11.19 16:10close340.021.096651.398231.096231.9610104.60
1062015.11.26 03:00buy360.021.098160.000000.00000
1072015.11.26 03:00modify360.021.098160.798161.10016
1082015.11.26 19:23t/p360.021.100160.798161.100162.5210107.12
1092015.12.23 12:33sell370.021.062770.000000.00000
1102015.12.23 12:33modify370.021.062771.362771.06077
1112015.12.28 17:02t/p370.021.060771.362771.060772.5410109.66
1122015.12.29 12:20sell380.021.058880.000000.00000
1132015.12.29 12:20modify380.021.058881.358881.05688
1142015.12.31 18:00buy390.021.062370.000000.00000
1152015.12.31 18:00modify390.021.062370.762371.06437
1162015.12.31 18:44t/p390.021.064370.762371.064372.5210112.18
1172016.01.07 12:14t/p380.021.056881.358881.056882.5610114.74
1182016.01.20 00:20sell400.021.078240.000000.00000
1192016.01.20 00:20modify400.021.078241.378241.07624
1202016.01.20 05:26t/p400.021.076241.378241.076242.5210117.26
1212016.01.21 23:15buy410.021.068610.000000.00000
1222016.01.21 23:15modify410.021.068610.768611.07061
1232016.01.21 23:23t/p410.021.070610.768611.070612.5210119.78
1242016.01.27 03:00sell420.021.082070.000000.00000
1252016.01.27 03:00modify420.021.082071.382071.08007
1262016.01.29 23:59close at stop420.021.091841.382071.08007-13.1210106.65