Strategy Tester Report
FinalJudgment_verB_AUDNZD
TitanFX-Demo01 (Build 1335)
通貨ペア | AUDNZD (Australian Dollar vs New Zealand Dollar) |
期間 | 5分足(M5) 2020.05.01 00:00 - 2021.05.28 23:50 (2020.05.01 - 2021.05.29) |
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 | 81187 | モデルティック数 | 10573633 | 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 (32) |
純益 | 54.10 | 総利益 | 196.51 | 総損失 | -142.41 |
プロフィットファクタ | 1.38 | 期待利得 | 1.93 | | |
絶対ドローダウン | 305.58 | 最大ドローダウン | 328.10 (3.27%) | 相対ドローダウン | 3.27% (328.10) |
|
総取引数 | 28 | 売りポジション(勝率%) | 14 (100.00%) | 買いポジション(勝率%) | 14 (57.14%) |
| 勝率(%) | 22 (78.57%) | 負率 (%) | 6 (21.43%) |
最大 | 勝トレード | 114.16 | 敗トレード | -57.60 |
平均 | 勝トレード | 8.93 | 敗トレード | -23.74 |
最大 | 連勝(金額) | 12 (156.00) | 連敗(金額) | 4 (-126.13) |
最大 | 連勝(トレード数) | 156.00 (12) | 連敗(トレード数) | -126.13 (4) |
平均 | 連勝 | 7 | 連敗 | 2 |
# | 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 | 2020.05.12 03:47 | buy | 1 | 0.02 | 1.06432 | 0.00000 | 0.00000 | |
2 | 2020.05.12 03:47 | modify | 1 | 0.02 | 1.06432 | 0.76432 | 1.06632 | |
3 | 2020.05.12 11:47 | t/p | 1 | 0.02 | 1.06632 | 0.76432 | 1.06632 | 2.76 | 10002.76 |
4 | 2020.05.13 05:30 | sell | 2 | 0.02 | 1.07268 | 0.00000 | 0.00000 | |
5 | 2020.05.13 05:30 | modify | 2 | 0.02 | 1.07268 | 1.37268 | 1.07068 | |
6 | 2020.05.21 05:38 | t/p | 2 | 0.02 | 1.07068 | 1.37268 | 1.07068 | 2.38 | 10005.14 |
7 | 2020.05.28 16:40 | sell | 3 | 0.02 | 1.07127 | 0.00000 | 0.00000 | |
8 | 2020.05.28 16:40 | modify | 3 | 0.02 | 1.07127 | 1.37127 | 1.06927 | |
9 | 2020.05.28 22:40 | t/p | 3 | 0.02 | 1.06927 | 1.37127 | 1.06927 | 2.76 | 10007.90 |
10 | 2020.06.10 03:17 | buy | 4 | 0.02 | 1.06695 | 0.00000 | 0.00000 | |
11 | 2020.06.10 03:17 | modify | 4 | 0.02 | 1.06695 | 0.76695 | 1.06895 | |
12 | 2020.06.10 13:44 | t/p | 4 | 0.02 | 1.06895 | 0.76695 | 1.06895 | 2.76 | 10010.66 |
13 | 2020.07.23 17:30 | sell | 5 | 0.02 | 1.07155 | 0.00000 | 0.00000 | |
14 | 2020.07.23 17:30 | modify | 5 | 0.02 | 1.07155 | 1.37155 | 1.06955 | |
15 | 2020.07.24 00:11 | t/p | 5 | 0.02 | 1.06955 | 1.37155 | 1.06955 | 2.72 | 10013.38 |
16 | 2020.08.14 06:45 | sell | 6 | 0.02 | 1.09380 | 0.00000 | 0.00000 | |
17 | 2020.08.14 06:45 | modify | 6 | 0.02 | 1.09380 | 1.39380 | 1.09180 | |
18 | 2020.08.27 03:35 | t/p | 6 | 0.02 | 1.09180 | 1.39380 | 1.09180 | 2.26 | 10015.65 |
19 | 2020.09.10 17:01 | sell | 7 | 0.02 | 1.09298 | 0.00000 | 0.00000 | |
20 | 2020.09.10 17:01 | modify | 7 | 0.02 | 1.09298 | 1.39298 | 1.09098 | |
21 | 2020.09.11 00:10 | t/p | 7 | 0.02 | 1.09098 | 1.39298 | 1.09098 | 2.72 | 10018.37 |
22 | 2020.09.14 02:56 | buy | 8 | 0.02 | 1.08974 | 0.00000 | 0.00000 | |
23 | 2020.09.14 02:56 | modify | 8 | 0.02 | 1.08974 | 0.78974 | 1.09174 | |
24 | 2020.09.15 05:00 | sell | 9 | 0.02 | 1.09045 | 0.00000 | 0.00000 | |
25 | 2020.09.15 05:00 | modify | 9 | 0.02 | 1.09045 | 1.39045 | 1.08845 | |
26 | 2020.09.15 11:16 | t/p | 9 | 0.02 | 1.08845 | 1.39045 | 1.08845 | 2.76 | 10021.13 |
27 | 2020.09.21 22:40 | sell | 10 | 0.02 | 1.08332 | 0.00000 | 0.00000 | |
28 | 2020.09.21 22:40 | modify | 10 | 0.02 | 1.08332 | 1.38332 | 1.08132 | |
29 | 2020.09.22 04:17 | t/p | 10 | 0.02 | 1.08132 | 1.38332 | 1.08132 | 2.72 | 10023.85 |
30 | 2020.10.15 01:45 | buy | 11 | 0.02 | 1.07254 | 0.00000 | 0.00000 | |
31 | 2020.10.15 01:45 | modify | 11 | 0.02 | 1.07254 | 0.77254 | 1.08314 | |
32 | 2020.11.11 04:05 | buy | 12 | 0.03 | 1.06212 | 0.00000 | 0.00000 | |
33 | 2020.11.11 04:05 | modify | 12 | 0.03 | 1.06212 | 0.76212 | 1.07499 | |
34 | 2020.11.12 02:00 | buy | 13 | 0.04 | 1.05551 | 0.00000 | 0.00000 | |
35 | 2020.11.12 02:00 | modify | 13 | 0.04 | 1.05551 | 0.75551 | 1.06713 | |
36 | 2020.11.26 23:00 | buy | 14 | 0.07 | 1.05027 | 0.00000 | 0.00000 | |
37 | 2020.11.26 23:00 | modify | 14 | 0.07 | 1.05027 | 0.75027 | 1.06077 | |
38 | 2020.11.30 10:47 | buy | 15 | 0.11 | 1.04986 | 0.00000 | 0.00000 | |
39 | 2020.11.30 10:47 | modify | 15 | 0.11 | 1.04986 | 0.74986 | 1.05682 | |
40 | 2020.12.01 16:56 | buy | 16 | 0.18 | 1.04268 | 0.00000 | 0.00000 | |
41 | 2020.12.01 16:56 | modify | 16 | 0.18 | 1.04268 | 0.74268 | 1.05160 | |
42 | 2020.12.03 20:29 | t/p | 16 | 0.18 | 1.05160 | 0.74268 | 1.05160 | 114.16 | 10138.01 |
43 | 2020.12.03 20:29 | close | 15 | 0.11 | 1.05160 | 0.74986 | 1.05682 | 12.38 | 10150.39 |
44 | 2020.12.03 20:29 | close | 14 | 0.07 | 1.05160 | 0.75027 | 1.06077 | 5.61 | 10156.00 |
45 | 2020.12.03 20:29 | close | 13 | 0.04 | 1.05160 | 0.75551 | 1.06713 | -12.72 | 10143.28 |
46 | 2020.12.03 20:29 | close | 12 | 0.03 | 1.05160 | 0.76212 | 1.07499 | -24.03 | 10119.25 |
47 | 2020.12.03 20:29 | close | 11 | 0.02 | 1.05160 | 0.77254 | 1.08314 | -31.78 | 10087.47 |
48 | 2020.12.03 20:29 | close | 8 | 0.02 | 1.05160 | 0.78974 | 1.09174 | -57.60 | 10029.87 |
49 | 2020.12.30 16:55 | sell | 17 | 0.02 | 1.06732 | 0.00000 | 0.00000 | |
50 | 2020.12.30 16:55 | modify | 17 | 0.02 | 1.06732 | 1.36732 | 1.06532 | |
51 | 2020.12.30 20:00 | t/p | 17 | 0.02 | 1.06532 | 1.36732 | 1.06532 | 2.76 | 10032.63 |
52 | 2021.01.22 00:00 | buy | 18 | 0.02 | 1.07600 | 0.00000 | 0.00000 | |
53 | 2021.01.22 00:00 | modify | 18 | 0.02 | 1.07600 | 0.77600 | 1.07800 | |
54 | 2021.02.03 00:10 | buy | 19 | 0.02 | 1.05741 | 0.00000 | 0.00000 | |
55 | 2021.02.03 00:10 | modify | 19 | 0.02 | 1.05741 | 0.75741 | 1.06871 | |
56 | 2021.02.09 22:29 | t/p | 19 | 0.02 | 1.06871 | 0.75741 | 1.06871 | 16.08 | 10048.71 |
57 | 2021.02.09 22:29 | close | 18 | 0.02 | 1.06871 | 0.77600 | 1.07800 | -11.13 | 10037.58 |
58 | 2021.02.17 09:11 | sell | 20 | 0.02 | 1.07772 | 0.00000 | 0.00000 | |
59 | 2021.02.17 09:11 | modify | 20 | 0.02 | 1.07772 | 1.37772 | 1.07572 | |
60 | 2021.02.18 17:30 | buy | 21 | 0.02 | 1.07674 | 0.00000 | 0.00000 | |
61 | 2021.02.18 17:30 | modify | 21 | 0.02 | 1.07674 | 0.77674 | 1.07874 | |
62 | 2021.02.18 23:49 | t/p | 20 | 0.02 | 1.07572 | 1.37772 | 1.07572 | 2.65 | 10040.23 |
63 | 2021.02.19 11:53 | t/p | 21 | 0.02 | 1.07874 | 0.77674 | 1.07874 | 2.73 | 10042.96 |
64 | 2021.03.11 17:15 | sell | 22 | 0.02 | 1.07669 | 0.00000 | 0.00000 | |
65 | 2021.03.11 17:15 | modify | 22 | 0.02 | 1.07669 | 1.37669 | 1.07469 | |
66 | 2021.03.15 08:41 | t/p | 22 | 0.02 | 1.07469 | 1.37669 | 1.07469 | 2.68 | 10045.64 |
67 | 2021.03.19 03:31 | buy | 23 | 0.02 | 1.07973 | 0.00000 | 0.00000 | |
68 | 2021.03.19 03:31 | modify | 23 | 0.02 | 1.07973 | 0.77973 | 1.08173 | |
69 | 2021.03.19 11:01 | t/p | 23 | 0.02 | 1.08173 | 0.77973 | 1.08173 | 2.76 | 10048.40 |
70 | 2021.03.29 10:15 | sell | 24 | 0.02 | 1.09413 | 0.00000 | 0.00000 | |
71 | 2021.03.29 10:15 | modify | 24 | 0.02 | 1.09413 | 1.39413 | 1.09213 | |
72 | 2021.03.29 15:12 | t/p | 24 | 0.02 | 1.09213 | 1.39413 | 1.09213 | 2.76 | 10051.16 |
73 | 2021.04.06 10:16 | sell | 25 | 0.02 | 1.08515 | 0.00000 | 0.00000 | |
74 | 2021.04.06 10:16 | modify | 25 | 0.02 | 1.08515 | 1.38515 | 1.08315 | |
75 | 2021.04.08 00:03 | t/p | 25 | 0.02 | 1.08315 | 1.38515 | 1.08315 | 2.61 | 10053.77 |
76 | 2021.04.20 05:20 | sell | 26 | 0.02 | 1.08190 | 0.00000 | 0.00000 | |
77 | 2021.04.20 05:20 | modify | 26 | 0.02 | 1.08190 | 1.38190 | 1.07990 | |
78 | 2021.04.20 12:26 | t/p | 26 | 0.02 | 1.07990 | 1.38190 | 1.07990 | 2.76 | 10056.53 |
79 | 2021.05.04 08:03 | sell | 27 | 0.02 | 1.07889 | 0.00000 | 0.00000 | |
80 | 2021.05.04 08:03 | modify | 27 | 0.02 | 1.07889 | 1.37889 | 1.07689 | |
81 | 2021.05.05 01:45 | t/p | 27 | 0.02 | 1.07689 | 1.37889 | 1.07689 | 2.71 | 10059.24 |
82 | 2021.05.26 05:20 | buy | 28 | 0.02 | 1.06665 | 0.00000 | 0.00000 | |
83 | 2021.05.26 05:20 | modify | 28 | 0.02 | 1.06665 | 0.76665 | 1.06865 | |
84 | 2021.05.28 23:53 | close at stop | 28 | 0.02 | 1.06327 | 0.76665 | 1.06865 | -5.15 | 10054.10 |