Strategy Tester Report
BItcoin H1 MN409 ver3.1.190
TitanFX-03 (Build 1440)
通貨ペア | GBPUSD (Great Britain Pound vs US Dollar) |
期間 | 1時間足(H1) 2003.05.09 04:00 - 2024.12.31 23:00 (2003.05.01 - 2025.01.01) |
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 | MagicNumber=409; ProfitTarget1=8.5; StopLoss1=4.5; mmLots=0.01; slts=""; UseSQTickSize=false;
MainChartTickSizeSQ=0.01; |
|
テストバー数 | 135275 | モデルティック数 | 377276675 | 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 | 100000.00 | | | スプレッド | 変動 |
純益 | 164545.41 | 総利益 | 412714.59 | 総損失 | -248169.18 |
プロフィットファクタ | 1.66 | 期待利得 | 3428.03 | | |
絶対ドローダウン | 15069.03 | 最大ドローダウン | 55913.07 (18.68%) | 相対ドローダウン | 21.79% (32576.72) |
|
総取引数 | 48 | 売りポジション(勝率%) | 26 (50.00%) | 買いポジション(勝率%) | 22 (45.45%) |
| 勝率(%) | 23 (47.92%) | 負率 (%) | 25 (52.08%) |
最大 | 勝トレード | 23330.52 | 敗トレード | -15751.88 |
平均 | 勝トレード | 17944.11 | 敗トレード | -9926.77 |
最大 | 連勝(金額) | 3 (60473.11) | 連敗(金額) | 5 (-45441.52) |
最大 | 連勝(トレード数) | 60473.11 (3) | 連敗(トレード数) | -45441.52 (5) |
平均 | 連勝 | 2 | 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 | 2003.05.14 19:00 | buy | 1 | 0.01 | 1.62026 | 0.00000 | 0.00000 | |
2 | 2003.05.14 19:00 | modify | 1 | 0.01 | 1.62026 | 1.54735 | 1.75798 | |
3 | 2003.05.14 20:00 | close | 1 | 0.01 | 1.61642 | 1.54735 | 1.75798 | -572.44 | 99427.56 |
4 | 2003.05.19 19:00 | buy | 2 | 0.01 | 1.63674 | 0.00000 | 0.00000 | |
5 | 2003.05.19 19:00 | modify | 2 | 0.01 | 1.63674 | 1.56309 | 1.77586 | |
6 | 2003.08.26 13:51 | s/l | 2 | 0.01 | 1.56304 | 1.56309 | 1.77586 | -11392.23 | 88035.33 |
7 | 2003.09.12 19:00 | buy | 3 | 0.01 | 1.60568 | 0.00000 | 0.00000 | |
8 | 2003.09.12 19:00 | modify | 3 | 0.01 | 1.60568 | 1.53342 | 1.74216 | |
9 | 2003.12.09 13:48 | t/p | 3 | 0.01 | 1.74235 | 1.53342 | 1.74216 | 20020.31 | 108055.64 |
10 | 2003.12.09 16:00 | buy | 4 | 0.01 | 1.74520 | 0.00000 | 0.00000 | |
11 | 2003.12.09 16:00 | modify | 4 | 0.01 | 1.74520 | 1.66667 | 1.89354 | |
12 | 2004.02.12 11:19 | t/p | 4 | 0.01 | 1.89363 | 1.66667 | 1.89354 | 21851.51 | 129907.14 |
13 | 2004.02.13 21:00 | sell | 5 | 0.01 | 1.88493 | 0.00000 | 0.00000 | |
14 | 2004.02.13 21:00 | modify | 5 | 0.01 | 1.88493 | 1.96975 | 1.72471 | |
15 | 2005.11.16 12:59 | t/p | 5 | 0.01 | 1.72471 | 1.96975 | 1.72471 | 18601.29 | 148508.44 |
16 | 2005.11.16 15:00 | sell | 6 | 0.01 | 1.72578 | 0.00000 | 0.00000 | |
17 | 2005.11.16 15:00 | modify | 6 | 0.01 | 1.72578 | 1.80344 | 1.57909 | |
18 | 2006.04.27 17:48 | s/l | 6 | 0.01 | 1.80366 | 1.80344 | 1.57909 | -12965.45 | 135542.99 |
19 | 2006.04.27 20:00 | buy | 7 | 0.01 | 1.80346 | 0.00000 | 0.00000 | |
20 | 2006.04.27 20:00 | modify | 7 | 0.01 | 1.80346 | 1.72230 | 1.95675 | |
21 | 2006.11.30 11:24 | t/p | 7 | 0.01 | 1.95705 | 1.72230 | 1.95675 | 22006.85 | 157549.84 |
22 | 2006.11.30 19:00 | buy | 8 | 0.01 | 1.96921 | 0.00000 | 0.00000 | |
23 | 2006.11.30 19:00 | modify | 8 | 0.01 | 1.96921 | 1.88060 | 2.13659 | |
24 | 2008.08.13 13:03 | s/l | 8 | 0.01 | 1.88060 | 1.88060 | 2.13659 | -15751.88 | 141797.96 |
25 | 2008.08.13 15:00 | sell | 9 | 0.01 | 1.87605 | 0.00000 | 0.00000 | |
26 | 2008.08.13 15:00 | modify | 9 | 0.01 | 1.87605 | 1.96047 | 1.71659 | |
27 | 2008.10.09 19:10 | t/p | 9 | 0.01 | 1.71630 | 1.96047 | 1.71659 | 23330.52 | 165128.48 |
28 | 2008.10.16 03:00 | sell | 10 | 0.01 | 1.71920 | 0.00000 | 0.00000 | |
29 | 2008.10.16 03:00 | modify | 10 | 0.01 | 1.71920 | 1.79656 | 1.57307 | |
30 | 2008.10.24 11:18 | t/p | 10 | 0.01 | 1.57295 | 1.79656 | 1.57307 | 21738.92 | 186867.40 |
31 | 2008.10.24 12:00 | sell | 11 | 0.01 | 1.55160 | 0.00000 | 0.00000 | |
32 | 2008.10.24 12:00 | modify | 11 | 0.01 | 1.55160 | 1.62142 | 1.41971 | |
33 | 2008.10.29 09:51 | s/l | 11 | 0.01 | 1.62180 | 1.62142 | 1.41971 | -10491.25 | 176376.16 |
34 | 2008.11.04 03:00 | sell | 12 | 0.01 | 1.57560 | 0.00000 | 0.00000 | |
35 | 2008.11.04 03:00 | modify | 12 | 0.01 | 1.57560 | 1.64650 | 1.44167 | |
36 | 2008.12.29 23:53 | t/p | 12 | 0.01 | 1.44160 | 1.64650 | 1.44167 | 19524.38 | 195900.54 |
37 | 2008.12.30 02:00 | sell | 13 | 0.01 | 1.44550 | 0.00000 | 0.00000 | |
38 | 2008.12.30 02:00 | modify | 13 | 0.01 | 1.44550 | 1.51055 | 1.32263 | |
39 | 2009.01.07 15:28 | s/l | 13 | 0.01 | 1.51055 | 1.51055 | 1.32263 | -9764.63 | 186135.91 |
40 | 2009.01.12 20:00 | sell | 14 | 0.01 | 1.48750 | 0.00000 | 0.00000 | |
41 | 2009.01.12 20:00 | modify | 14 | 0.01 | 1.48750 | 1.55444 | 1.36106 | |
42 | 2009.01.23 11:29 | t/p | 14 | 0.01 | 1.36085 | 1.55444 | 1.36106 | 18775.40 | 204911.31 |
43 | 2009.01.27 03:00 | buy | 15 | 0.01 | 1.39640 | 0.00000 | 0.00000 | |
44 | 2009.01.27 03:00 | modify | 15 | 0.01 | 1.39640 | 1.33356 | 1.51509 | |
45 | 2009.05.05 15:49 | t/p | 15 | 0.01 | 1.51515 | 1.33356 | 1.51509 | 17301.87 | 222213.18 |
46 | 2009.05.12 17:00 | buy | 16 | 0.01 | 1.52600 | 0.00000 | 0.00000 | |
47 | 2009.05.12 17:00 | modify | 16 | 0.01 | 1.52600 | 1.45733 | 1.65571 | |
48 | 2009.06.02 17:46 | t/p | 16 | 0.01 | 1.65575 | 1.45733 | 1.65571 | 19257.43 | 241470.61 |
49 | 2009.06.10 00:00 | buy | 17 | 0.01 | 1.63075 | 0.00000 | 0.00000 | |
50 | 2009.06.10 00:00 | modify | 17 | 0.01 | 1.63075 | 1.55737 | 1.76936 | |
51 | 2010.02.05 20:41 | s/l | 17 | 0.01 | 1.55730 | 1.55737 | 1.76936 | -11942.06 | 229528.55 |
52 | 2010.02.05 23:00 | sell | 18 | 0.01 | 1.56295 | 0.00000 | 0.00000 | |
53 | 2010.02.05 23:00 | modify | 18 | 0.01 | 1.56295 | 1.63328 | 1.43010 | |
54 | 2010.05.17 05:26 | t/p | 18 | 0.01 | 1.43005 | 1.63328 | 1.43010 | 18996.48 | 248525.03 |
55 | 2010.05.17 08:00 | sell | 19 | 0.01 | 1.43530 | 0.00000 | 0.00000 | |
56 | 2010.05.17 08:00 | modify | 19 | 0.01 | 1.43530 | 1.49989 | 1.31330 | |
57 | 2010.06.24 05:55 | s/l | 19 | 0.01 | 1.49990 | 1.49989 | 1.31330 | -9961.55 | 238563.48 |
58 | 2010.06.28 01:00 | buy | 20 | 0.01 | 1.50540 | 0.00000 | 0.00000 | |
59 | 2010.06.28 01:00 | modify | 20 | 0.01 | 1.50540 | 1.43766 | 1.63336 | |
60 | 2011.03.02 17:04 | t/p | 20 | 0.01 | 1.63339 | 1.43766 | 1.63336 | 18070.24 | 256633.72 |
61 | 2011.03.07 23:00 | sell | 21 | 0.01 | 1.62009 | 0.00000 | 0.00000 | |
62 | 2011.03.07 23:00 | modify | 21 | 0.01 | 1.62009 | 1.69299 | 1.48238 | |
63 | 2013.07.09 17:27 | t/p | 21 | 0.01 | 1.48238 | 1.69299 | 1.48238 | 13475.83 | 270109.55 |
64 | 2013.07.11 03:00 | buy | 22 | 0.01 | 1.51304 | 0.00000 | 0.00000 | |
65 | 2013.07.11 03:00 | modify | 22 | 0.01 | 1.51304 | 1.44495 | 1.64165 | |
66 | 2013.12.02 02:39 | t/p | 22 | 0.01 | 1.64166 | 1.44495 | 1.64165 | 18595.76 | 288705.32 |
67 | 2013.12.11 15:00 | sell | 23 | 0.01 | 1.63767 | 0.00000 | 0.00000 | |
68 | 2013.12.11 15:00 | modify | 23 | 0.01 | 1.63767 | 1.71137 | 1.49847 | |
69 | 2014.06.30 18:14 | s/l | 23 | 0.01 | 1.71137 | 1.71137 | 1.49847 | -12651.42 | 276053.89 |
70 | 2014.06.30 20:00 | buy | 24 | 0.01 | 1.71046 | 0.00000 | 0.00000 | |
71 | 2014.06.30 20:00 | modify | 24 | 0.01 | 1.71046 | 1.63349 | 1.85585 | |
72 | 2014.09.04 21:39 | s/l | 24 | 0.01 | 1.63349 | 1.63349 | 1.85585 | -11756.14 | 264297.75 |
73 | 2014.09.08 02:00 | sell | 25 | 0.01 | 1.62177 | 0.00000 | 0.00000 | |
74 | 2014.09.08 02:00 | modify | 25 | 0.01 | 1.62177 | 1.69475 | 1.48392 | |
75 | 2015.03.13 13:01 | t/p | 25 | 0.01 | 1.48392 | 1.69475 | 1.48392 | 19005.12 | 283302.87 |
76 | 2015.03.13 19:00 | sell | 26 | 0.01 | 1.47542 | 0.00000 | 0.00000 | |
77 | 2015.03.13 19:00 | modify | 26 | 0.01 | 1.47542 | 1.54181 | 1.35001 | |
78 | 2015.04.29 16:33 | s/l | 26 | 0.01 | 1.54183 | 1.54181 | 1.35001 | -10275.55 | 273027.32 |
79 | 2015.04.29 20:00 | buy | 27 | 0.01 | 1.54594 | 0.00000 | 0.00000 | |
80 | 2015.04.29 20:00 | modify | 27 | 0.01 | 1.54594 | 1.47637 | 1.67734 | |
81 | 2015.12.31 17:39 | s/l | 27 | 0.01 | 1.47618 | 1.47637 | 1.67734 | -11419.41 | 261607.91 |
82 | 2015.12.31 20:00 | sell | 28 | 0.01 | 1.47333 | 0.00000 | 0.00000 | |
83 | 2015.12.31 20:00 | modify | 28 | 0.01 | 1.47333 | 1.53963 | 1.34810 | |
84 | 2016.06.24 06:02 | t/p | 28 | 0.01 | 1.34810 | 1.53963 | 1.34810 | 17222.06 | 278829.97 |
85 | 2016.06.24 08:00 | sell | 29 | 0.01 | 1.33782 | 0.00000 | 0.00000 | |
86 | 2016.06.24 08:00 | modify | 29 | 0.01 | 1.33782 | 1.39802 | 1.22411 | |
87 | 2016.06.24 11:50 | s/l | 29 | 0.01 | 1.39811 | 1.39802 | 1.22411 | -8991.04 | 269838.93 |
88 | 2016.06.24 16:00 | sell | 30 | 0.01 | 1.36731 | 0.00000 | 0.00000 | |
89 | 2016.06.24 16:00 | modify | 30 | 0.01 | 1.36731 | 1.42884 | 1.25109 | |
90 | 2016.10.07 02:07 | t/p | 30 | 0.01 | 1.25081 | 1.42884 | 1.25109 | 16505.34 | 286344.27 |
91 | 2016.10.11 16:00 | sell | 31 | 0.01 | 1.23069 | 0.00000 | 0.00000 | |
92 | 2016.10.11 16:00 | modify | 31 | 0.01 | 1.23069 | 1.28607 | 1.12608 | |
93 | 2017.04.18 20:41 | s/l | 31 | 0.01 | 1.28658 | 1.28607 | 1.12608 | -9893.99 | 276450.27 |
94 | 2017.04.27 15:00 | buy | 32 | 0.01 | 1.28893 | 0.00000 | 0.00000 | |
95 | 2017.04.27 15:00 | modify | 32 | 0.01 | 1.28893 | 1.23093 | 1.39849 | |
96 | 2018.01.22 21:44 | t/p | 32 | 0.01 | 1.39856 | 1.23093 | 1.39849 | 15244.66 | 291694.94 |
97 | 2018.01.24 15:00 | buy | 33 | 0.01 | 1.41522 | 0.00000 | 0.00000 | |
98 | 2018.01.24 15:00 | modify | 33 | 0.01 | 1.41522 | 1.35154 | 1.53551 | |
99 | 2018.05.04 16:17 | s/l | 33 | 0.01 | 1.35154 | 1.35154 | 1.53551 | -9911.43 | 281783.51 |
100 | 2018.05.15 18:00 | sell | 34 | 0.01 | 1.34941 | 0.00000 | 0.00000 | |
101 | 2018.05.15 18:00 | modify | 34 | 0.01 | 1.34941 | 1.41013 | 1.23471 | |
102 | 2019.07.29 10:15 | t/p | 34 | 0.01 | 1.23470 | 1.41013 | 1.23471 | 13467.58 | 295251.09 |
103 | 2019.07.29 17:00 | sell | 35 | 0.01 | 1.22515 | 0.00000 | 0.00000 | |
104 | 2019.07.29 17:00 | modify | 35 | 0.01 | 1.22515 | 1.28028 | 1.12101 | |
105 | 2019.10.16 15:22 | s/l | 35 | 0.01 | 1.28031 | 1.28028 | 1.12101 | -8876.12 | 286374.97 |
106 | 2019.10.24 21:00 | sell | 36 | 0.01 | 1.28446 | 0.00000 | 0.00000 | |
107 | 2019.10.24 21:00 | modify | 36 | 0.01 | 1.28446 | 1.34226 | 1.17528 | |
108 | 2019.12.13 00:02 | s/l | 36 | 0.01 | 1.34226 | 1.34226 | 1.17528 | -9029.92 | 277345.04 |
109 | 2019.12.13 03:00 | buy | 37 | 0.01 | 1.34578 | 0.00000 | 0.00000 | |
110 | 2019.12.13 03:00 | modify | 37 | 0.01 | 1.34578 | 1.28522 | 1.46017 | |
111 | 2020.02.20 13:17 | s/l | 37 | 0.01 | 1.28521 | 1.28522 | 1.46017 | -9311.55 | 268033.49 |
112 | 2020.02.21 22:00 | buy | 38 | 0.01 | 1.29759 | 0.00000 | 0.00000 | |
113 | 2020.02.21 22:00 | modify | 38 | 0.01 | 1.29759 | 1.23920 | 1.40789 | |
114 | 2020.03.13 19:01 | s/l | 38 | 0.01 | 1.23920 | 1.23920 | 1.40789 | -8789.71 | 259243.78 |
115 | 2020.03.16 02:00 | sell | 39 | 0.01 | 1.24015 | 0.00000 | 0.00000 | |
116 | 2020.03.16 02:00 | modify | 39 | 0.01 | 1.24015 | 1.29596 | 1.13474 | |
117 | 2020.07.29 10:42 | s/l | 39 | 0.01 | 1.29596 | 1.29596 | 1.13474 | -9434.21 | 249809.57 |
118 | 2020.07.30 23:00 | buy | 40 | 0.01 | 1.30918 | 0.00000 | 0.00000 | |
119 | 2020.07.30 23:00 | modify | 40 | 0.01 | 1.30918 | 1.25027 | 1.42046 | |
120 | 2021.02.24 03:22 | t/p | 40 | 0.01 | 1.42055 | 1.25027 | 1.42046 | 15748.89 | 265558.46 |
121 | 2021.02.24 11:00 | buy | 41 | 0.01 | 1.41757 | 0.00000 | 0.00000 | |
122 | 2021.02.24 11:00 | modify | 41 | 0.01 | 1.41757 | 1.35378 | 1.53806 | |
123 | 2021.09.28 15:40 | s/l | 41 | 0.01 | 1.35377 | 1.35378 | 1.53806 | -10394.36 | 255164.10 |
124 | 2021.09.28 16:00 | sell | 42 | 0.01 | 1.35451 | 0.00000 | 0.00000 | |
125 | 2021.09.28 16:00 | modify | 42 | 0.01 | 1.35451 | 1.41546 | 1.23938 | |
126 | 2022.05.05 14:54 | t/p | 42 | 0.01 | 1.23937 | 1.41546 | 1.23938 | 15338.11 | 270502.21 |
127 | 2022.05.05 20:00 | sell | 43 | 0.01 | 1.23374 | 0.00000 | 0.00000 | |
128 | 2022.05.05 20:00 | modify | 43 | 0.01 | 1.23374 | 1.28926 | 1.12887 | |
129 | 2022.09.21 21:00 | t/p | 43 | 0.01 | 1.12885 | 1.28926 | 1.12887 | 14505.17 | 285007.38 |
130 | 2022.09.22 01:00 | sell | 44 | 0.01 | 1.12724 | 0.00000 | 0.00000 | |
131 | 2022.09.22 01:00 | modify | 44 | 0.01 | 1.12724 | 1.17797 | 1.03142 | |
132 | 2022.11.11 14:54 | s/l | 44 | 0.01 | 1.17797 | 1.17797 | 1.03142 | -7975.08 | 277032.29 |
133 | 2022.11.15 17:00 | buy | 45 | 0.01 | 1.19253 | 0.00000 | 0.00000 | |
134 | 2022.11.15 17:00 | modify | 45 | 0.01 | 1.19253 | 1.13887 | 1.29390 | |
135 | 2023.07.12 02:24 | t/p | 45 | 0.01 | 1.29390 | 1.13887 | 1.29390 | 14130.86 | 291163.15 |
136 | 2023.07.12 20:00 | buy | 46 | 0.01 | 1.29985 | 0.00000 | 0.00000 | |
137 | 2023.07.12 20:00 | modify | 46 | 0.01 | 1.29985 | 1.24136 | 1.41034 | |
138 | 2023.09.14 17:04 | s/l | 46 | 0.01 | 1.24136 | 1.24136 | 1.41034 | -8989.25 | 282173.90 |
139 | 2023.09.21 01:00 | sell | 47 | 0.01 | 1.23442 | 0.00000 | 0.00000 | |
140 | 2023.09.21 01:00 | modify | 47 | 0.01 | 1.23442 | 1.28997 | 1.12949 | |
141 | 2024.07.11 15:30 | s/l | 47 | 0.01 | 1.29010 | 1.28997 | 1.12949 | -10727.38 | 271446.52 |
142 | 2024.07.11 18:00 | buy | 48 | 0.01 | 1.29267 | 0.00000 | 0.00000 | |
143 | 2024.07.11 18:00 | modify | 48 | 0.01 | 1.29267 | 1.23450 | 1.40255 | |
144 | 2024.12.31 23:59 | close at stop | 48 | 0.01 | 1.25107 | 1.23450 | 1.40255 | -6901.11 | 264545.41 |