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
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
12020.05.12 03:47buy10.021.064320.000000.00000
22020.05.12 03:47modify10.021.064320.764321.06632
32020.05.12 11:47t/p10.021.066320.764321.066322.7610002.76
42020.05.13 05:30sell20.021.072680.000000.00000
52020.05.13 05:30modify20.021.072681.372681.07068
62020.05.21 05:38t/p20.021.070681.372681.070682.3810005.14
72020.05.28 16:40sell30.021.071270.000000.00000
82020.05.28 16:40modify30.021.071271.371271.06927
92020.05.28 22:40t/p30.021.069271.371271.069272.7610007.90
102020.06.10 03:17buy40.021.066950.000000.00000
112020.06.10 03:17modify40.021.066950.766951.06895
122020.06.10 13:44t/p40.021.068950.766951.068952.7610010.66
132020.07.23 17:30sell50.021.071550.000000.00000
142020.07.23 17:30modify50.021.071551.371551.06955
152020.07.24 00:11t/p50.021.069551.371551.069552.7210013.38
162020.08.14 06:45sell60.021.093800.000000.00000
172020.08.14 06:45modify60.021.093801.393801.09180
182020.08.27 03:35t/p60.021.091801.393801.091802.2610015.65
192020.09.10 17:01sell70.021.092980.000000.00000
202020.09.10 17:01modify70.021.092981.392981.09098
212020.09.11 00:10t/p70.021.090981.392981.090982.7210018.37
222020.09.14 02:56buy80.021.089740.000000.00000
232020.09.14 02:56modify80.021.089740.789741.09174
242020.09.15 05:00sell90.021.090450.000000.00000
252020.09.15 05:00modify90.021.090451.390451.08845
262020.09.15 11:16t/p90.021.088451.390451.088452.7610021.13
272020.09.21 22:40sell100.021.083320.000000.00000
282020.09.21 22:40modify100.021.083321.383321.08132
292020.09.22 04:17t/p100.021.081321.383321.081322.7210023.85
302020.10.15 01:45buy110.021.072540.000000.00000
312020.10.15 01:45modify110.021.072540.772541.08314
322020.11.11 04:05buy120.031.062120.000000.00000
332020.11.11 04:05modify120.031.062120.762121.07499
342020.11.12 02:00buy130.041.055510.000000.00000
352020.11.12 02:00modify130.041.055510.755511.06713
362020.11.26 23:00buy140.071.050270.000000.00000
372020.11.26 23:00modify140.071.050270.750271.06077
382020.11.30 10:47buy150.111.049860.000000.00000
392020.11.30 10:47modify150.111.049860.749861.05682
402020.12.01 16:56buy160.181.042680.000000.00000
412020.12.01 16:56modify160.181.042680.742681.05160
422020.12.03 20:29t/p160.181.051600.742681.05160114.1610138.01
432020.12.03 20:29close150.111.051600.749861.0568212.3810150.39
442020.12.03 20:29close140.071.051600.750271.060775.6110156.00
452020.12.03 20:29close130.041.051600.755511.06713-12.7210143.28
462020.12.03 20:29close120.031.051600.762121.07499-24.0310119.25
472020.12.03 20:29close110.021.051600.772541.08314-31.7810087.47
482020.12.03 20:29close80.021.051600.789741.09174-57.6010029.87
492020.12.30 16:55sell170.021.067320.000000.00000
502020.12.30 16:55modify170.021.067321.367321.06532
512020.12.30 20:00t/p170.021.065321.367321.065322.7610032.63
522021.01.22 00:00buy180.021.076000.000000.00000
532021.01.22 00:00modify180.021.076000.776001.07800
542021.02.03 00:10buy190.021.057410.000000.00000
552021.02.03 00:10modify190.021.057410.757411.06871
562021.02.09 22:29t/p190.021.068710.757411.0687116.0810048.71
572021.02.09 22:29close180.021.068710.776001.07800-11.1310037.58
582021.02.17 09:11sell200.021.077720.000000.00000
592021.02.17 09:11modify200.021.077721.377721.07572
602021.02.18 17:30buy210.021.076740.000000.00000
612021.02.18 17:30modify210.021.076740.776741.07874
622021.02.18 23:49t/p200.021.075721.377721.075722.6510040.23
632021.02.19 11:53t/p210.021.078740.776741.078742.7310042.96
642021.03.11 17:15sell220.021.076690.000000.00000
652021.03.11 17:15modify220.021.076691.376691.07469
662021.03.15 08:41t/p220.021.074691.376691.074692.6810045.64
672021.03.19 03:31buy230.021.079730.000000.00000
682021.03.19 03:31modify230.021.079730.779731.08173
692021.03.19 11:01t/p230.021.081730.779731.081732.7610048.40
702021.03.29 10:15sell240.021.094130.000000.00000
712021.03.29 10:15modify240.021.094131.394131.09213
722021.03.29 15:12t/p240.021.092131.394131.092132.7610051.16
732021.04.06 10:16sell250.021.085150.000000.00000
742021.04.06 10:16modify250.021.085151.385151.08315
752021.04.08 00:03t/p250.021.083151.385151.083152.6110053.77
762021.04.20 05:20sell260.021.081900.000000.00000
772021.04.20 05:20modify260.021.081901.381901.07990
782021.04.20 12:26t/p260.021.079901.381901.079902.7610056.53
792021.05.04 08:03sell270.021.078890.000000.00000
802021.05.04 08:03modify270.021.078891.378891.07689
812021.05.05 01:45t/p270.021.076891.378891.076892.7110059.24
822021.05.26 05:20buy280.021.066650.000000.00000
832021.05.26 05:20modify280.021.066650.766651.06865
842021.05.28 23:53close at stop280.021.063270.766651.06865-5.1510054.10