Strategy Tester Report
BItcoin H1 MN402 ver2.5.100
TitanFX-Demo01 (Build 1420)

通貨ペアBTCUSD (Bitcoin vs US Dollar)
期間1時間足(H1) 2017.05.17 01:00 - 2024.12.31 17:00 (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=402; BollingerBandsPrd1=50; StopLoss1=7.5; mmLots=0.01; slts=""; UseSQTickSize=false; MainChartTickSizeSQ=0.01;
テストバー数57716モデルティック数396999796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147498.87総利益424010.43総損失-276511.56
プロフィットファクタ1.53期待利得652.65
絶対ドローダウン72.47最大ドローダウン43772.81 (21.44%)相対ドローダウン21.44% (43772.81)
総取引数226売りポジション(勝率%)122 (38.52%)買いポジション(勝率%)104 (38.46%)
勝率(%)87 (38.50%)負率 (%)139 (61.50%)
最大勝トレード42821.78敗トレード-9538.87
平均勝トレード4873.68敗トレード-1989.29
最大連勝(金額)6 (12804.33)連敗(金額)10 (-30563.49)
最大連勝(トレード数)46733.99 (3)連敗(トレード数)-30563.49 (10)
平均連勝2連敗3
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
12017.05.19 05:00buy10.011898.430.000.00
22017.05.19 05:00modify10.011898.431756.020.00
32017.07.10 02:00close10.012509.071756.020.00816.59100816.59
42017.07.12 03:00sell20.012300.820.000.00
52017.07.12 03:00modify20.012300.822473.470.00
62017.07.18 08:00close20.012188.522473.470.00173.32100989.91
72017.07.18 10:00sell30.012235.300.000.00
82017.07.18 10:00modify30.012235.302403.060.00
92017.07.20 14:35s/l30.012404.492403.060.00-266.23100723.68
102017.07.20 15:00buy40.012462.310.000.00
112017.07.20 15:00modify40.012462.312277.630.00
122017.08.22 15:00close40.013924.972277.630.002173.90102897.58
132017.08.23 14:00sell50.014229.580.000.00
142017.08.23 14:00modify50.014229.584546.820.00
152017.08.29 09:00close50.014372.874546.820.00-230.24102667.34
162017.08.31 04:00buy60.014599.950.000.00
172017.08.31 04:00modify60.014599.954254.910.00
182017.09.04 18:16s/l60.014252.514254.910.00-564.92102102.42
192017.09.06 08:00sell70.014442.330.000.00
202017.09.06 08:00modify70.014442.334775.580.00
212017.09.18 14:00close70.013969.754775.580.00730.16102832.58
222017.09.20 04:00buy80.013909.980.000.00
232017.09.20 04:00modify80.013909.983616.670.00
242017.09.21 22:25s/l80.013616.513616.670.00-464.36102368.23
252017.09.25 18:00sell90.013928.930.000.00
262017.09.25 18:00modify90.013928.934223.680.00
272017.09.25 21:00close90.013893.534223.680.0055.49102423.72
282017.09.27 08:00buy100.013938.640.000.00
292017.09.27 08:00modify100.013938.643643.210.00
302017.11.13 06:00close100.015962.433643.210.002884.08105307.80
312017.11.14 05:00sell110.016659.850.000.00
322017.11.14 05:00modify110.016659.857159.390.00
332017.11.15 14:08s/l110.017168.297159.390.00-798.48104509.32
342017.11.16 19:00buy120.017466.730.000.00
352017.11.16 19:00modify120.017466.736906.700.00
362018.01.08 23:00close120.0114911.076906.700.0010908.98115418.30
372018.01.10 15:00sell130.0113840.260.000.00
382018.01.10 15:00modify130.0113840.2614878.320.00
392018.01.11 01:52s/l130.0114878.9314878.320.00-1631.30113787.01
402018.01.12 05:00sell140.0113399.920.000.00
412018.01.12 05:00modify140.0113399.9214405.000.00
422018.02.07 08:00close140.017497.5314405.000.009190.71122977.72
432018.02.07 09:00sell150.017441.220.000.00
442018.02.07 09:00modify150.017441.227999.400.00
452018.02.07 11:29s/l150.017999.637999.400.00-875.31122102.41
462018.02.07 12:00sell160.017919.050.000.00
472018.02.07 12:00modify160.017919.058513.030.00
482018.02.07 15:18s/l160.018515.198513.030.00-934.46121167.95
492018.02.08 21:00buy170.018276.080.000.00
502018.02.08 21:00modify170.018276.087655.300.00
512018.02.26 16:00close170.0110061.427655.300.002610.53123778.48
522018.02.28 23:00buy180.0110708.130.000.00
532018.02.28 23:00modify180.0110708.139904.990.00
542018.03.06 22:00close180.0110650.089904.990.00-163.90123614.57
552018.03.08 20:00sell190.019255.220.000.00
562018.03.08 20:00modify190.019255.229949.450.00
572018.03.12 12:45s/l190.019951.689949.450.00-1100.06122514.51
582018.03.12 13:00sell200.019774.700.000.00
592018.03.12 13:00modify200.019774.7010507.910.00
602018.03.21 11:00close200.019001.6510507.910.001194.88123709.39
612018.03.22 02:00buy210.018907.390.000.00
622018.03.22 02:00modify210.018907.398239.250.00
632018.03.23 15:55s/l210.018238.488239.250.00-1057.80122651.59
642018.03.26 09:00sell220.018389.450.000.00
652018.03.26 09:00modify220.018389.459018.710.00
662018.04.03 22:00close220.017545.649018.710.001309.89123961.49
672018.04.04 18:00buy230.016939.210.000.00
682018.04.04 18:00modify230.016939.216418.760.00
692018.04.05 09:00close230.016775.546418.760.00-263.93123697.56
702018.04.06 08:00sell240.016717.630.000.00
712018.04.06 08:00modify240.016717.637221.530.00
722018.04.09 05:03s/l240.017221.627221.530.00-794.65122902.91
732018.04.11 11:00buy250.016914.260.000.00
742018.04.11 11:00modify250.016914.266395.640.00
752018.05.11 15:00close250.018553.726395.640.002282.90125185.81
762018.05.15 00:00sell260.018750.160.000.00
772018.05.15 00:00modify260.018750.169406.470.00
782018.05.30 07:00close260.017550.409406.470.001854.60127040.41
792018.05.31 09:00buy270.017557.700.000.00
802018.05.31 09:00modify270.017557.706990.870.00
812018.06.11 01:00s/l270.016675.336990.870.00-1470.90125569.51
822018.06.12 13:00sell280.016780.280.000.00
832018.06.12 13:00modify280.016780.287288.820.00
842018.07.02 15:00close280.016400.297288.820.00567.52126137.03
852018.07.04 01:00buy290.016666.030.000.00
862018.07.04 01:00modify290.016666.036166.050.00
872018.07.11 00:01close290.016333.336166.050.00-571.73125565.30
882018.07.12 02:00sell300.016304.760.000.00
892018.07.12 02:00modify300.016304.766777.660.00
902018.07.16 22:00close300.016722.676777.660.00-660.66124904.64
912018.07.17 22:00buy310.017401.280.000.00
922018.07.17 22:00modify310.017401.286846.110.00
932018.07.27 22:00close310.018203.426846.110.001174.33126078.97
942018.07.31 04:00sell320.018064.350.000.00
952018.07.31 04:00modify320.018064.358669.230.00
962018.08.15 19:00close320.016501.948669.230.002426.75128505.71
972018.08.17 01:00buy330.016338.560.000.00
982018.08.17 01:00modify330.016338.565863.110.00
992018.08.23 11:00close330.016376.945863.110.0018.29128524.00
1002018.08.24 23:00buy340.016679.850.000.00
1012018.08.24 23:00modify340.016679.856178.820.00
1022018.08.31 02:00close340.016875.186178.820.00254.61128778.61
1032018.08.31 22:00sell350.016987.940.000.00
1042018.08.31 22:00modify350.016987.947512.100.00
1052018.09.03 15:00close350.017286.597512.100.00-472.94128305.67
1062018.09.04 12:00buy360.017350.600.000.00
1072018.09.04 12:00modify360.017350.606799.310.00
1082018.09.06 02:44s/l360.016797.736799.310.00-882.10127423.57
1092018.09.07 13:00sell370.016393.570.000.00
1102018.09.07 13:00modify370.016393.576873.120.00
1112018.09.13 12:00close370.016475.596873.120.00-136.93127286.64
1122018.09.17 02:00buy380.016552.380.000.00
1132018.09.17 02:00modify380.016552.386060.880.00
1142018.09.18 11:00close380.016220.956060.880.00-526.23126760.41
1152018.09.19 13:00sell390.016258.780.000.00
1162018.09.19 13:00modify390.016258.786728.210.00
1172018.09.21 11:03s/l390.016728.786728.210.00-739.55126020.86
1182018.09.24 15:00buy400.016641.040.000.00
1192018.09.24 15:00modify400.016641.046142.930.00
1202018.09.25 22:00close400.016294.966142.930.00-549.64125471.21
1212018.09.26 14:00sell410.016404.570.000.00
1222018.09.26 14:00modify410.016404.576884.950.00
1232018.09.28 11:00close410.016830.646884.950.00-670.78124800.43
1242018.10.01 10:00buy420.016668.950.000.00
1252018.10.01 10:00modify420.016668.956168.730.00
1262018.10.11 04:14s/l420.016164.616168.730.00-861.38123939.05
1272018.10.12 18:00sell430.016207.210.000.00
1282018.10.12 18:00modify430.016207.216672.850.00
1292018.10.15 08:47s/l430.016679.366672.850.00-744.25123194.80
1302018.10.15 09:00sell440.016447.490.000.00
1312018.10.15 09:00modify440.016447.496931.060.00
1322018.10.15 09:45s/l440.016943.336931.060.00-777.25122417.55
1332018.10.15 10:00sell450.016963.840.000.00
1342018.10.15 10:00modify450.016963.847486.190.00
1352018.10.24 13:00close450.016491.377486.190.00727.92123145.47
1362018.10.29 07:00sell460.016351.650.000.00
1372018.10.29 07:00modify460.016351.656828.080.00
1382018.11.07 14:00close460.016562.596828.080.00-343.24122802.23
1392018.11.08 11:00buy470.016509.970.000.00
1402018.11.08 11:00modify470.016509.976021.660.00
1412018.11.14 17:57s/l470.016021.046021.660.00-807.35121994.88
1422018.11.16 06:00sell480.015510.640.000.00
1432018.11.16 06:00modify480.015510.645924.000.00
1442018.11.28 12:00close480.014033.145924.000.002304.10124298.98
1452018.11.29 23:00buy490.014250.290.000.00
1462018.11.29 23:00modify490.014250.293931.440.00
1472018.11.30 13:05s/l490.013930.333931.440.00-506.04123792.94
1482018.11.30 14:00buy500.014001.150.000.00
1492018.11.30 14:00modify500.014001.153701.020.00
1502018.12.03 18:24s/l500.013690.203701.020.00-500.78123292.16
1512018.12.04 08:00sell510.013715.620.000.00
1522018.12.04 08:00modify510.013715.623994.380.00
1532018.12.04 08:52s/l510.013994.563994.380.00-437.25122854.91
1542018.12.04 09:00sell520.013878.170.000.00
1552018.12.04 09:00modify520.013878.174169.070.00
1562018.12.17 23:00close520.013608.814169.070.00412.30123267.22
1572018.12.19 08:00buy530.013799.670.000.00
1582018.12.19 08:00modify530.013799.673514.630.00
1592018.12.26 15:00close530.013703.063514.630.00-180.78123086.44
1602018.12.28 00:00sell540.013524.580.000.00
1612018.12.28 00:00modify540.013524.583788.950.00
1622018.12.28 17:36s/l540.013789.223788.950.00-414.84122671.60
1632019.01.02 21:00buy550.013907.780.000.00
1642019.01.02 21:00modify550.013907.783614.620.00
1652019.01.04 07:00close550.013733.633614.620.00-281.22122390.38
1662019.01.08 17:00buy560.014111.860.000.00
1672019.01.08 17:00modify560.014111.863803.420.00
1682019.01.10 08:34s/l560.013791.823803.420.00-510.27121880.11
1692019.01.14 04:00sell570.013460.510.000.00
1702019.01.14 04:00modify570.013460.513720.150.00
1712019.01.14 17:35s/l570.013722.333720.150.00-410.42121469.69
1722019.01.14 18:00sell580.013608.140.000.00
1732019.01.14 18:00modify580.013608.143878.820.00
1742019.01.31 01:00close580.013499.783878.820.00156.54121626.23
1752019.02.07 20:00sell590.013300.460.000.00
1762019.02.07 20:00modify590.013300.463548.040.00
1772019.02.08 18:46s/l590.013548.163548.040.00-389.03121237.19
1782019.02.12 05:00buy600.013626.790.000.00
1792019.02.12 05:00modify600.013626.793354.700.00
1802019.03.04 21:00close600.013647.993354.700.00-47.00121190.19
1812019.03.07 08:00buy610.013925.900.000.00
1822019.03.07 08:00modify610.013925.903631.370.00
1832019.04.11 20:00close610.014996.673631.370.001518.43122708.62
1842019.04.15 05:00sell620.015109.600.000.00
1852019.04.15 05:00modify620.015109.605492.820.00
1862019.04.23 06:48s/l620.015493.485492.820.00-610.97122097.66
1872019.04.24 17:00buy630.015499.060.000.00
1882019.04.24 17:00modify630.015499.065086.580.00
1892019.04.26 01:06s/l630.015085.825086.580.00-659.55121438.10
1902019.04.29 21:00sell640.015091.940.000.00
1912019.04.29 21:00modify640.015091.945473.900.00
1922019.05.02 18:11s/l640.015474.835473.900.00-603.67120834.43
1932019.05.02 19:00buy650.015463.620.000.00
1942019.05.02 19:00modify650.015463.625053.830.00
1952019.06.28 06:00close650.0110890.765053.830.007998.15128832.58
1962019.07.01 08:00sell660.0111015.900.000.00
1972019.07.01 08:00modify660.0111015.9011842.200.00
1982019.07.03 14:00close660.0111411.4711842.200.00-624.73128207.85
1992019.07.05 04:00buy670.0111219.790.000.00
2002019.07.05 04:00modify670.0111219.7910378.220.00
2012019.07.11 15:00close670.0111549.3210378.220.00439.74128647.59
2022019.07.15 01:00sell680.0110595.530.000.00
2032019.07.15 01:00modify680.0110595.5311390.270.00
2042019.08.01 00:00close680.0110083.2911390.270.00765.78129413.37
2052019.08.02 02:00buy690.0110456.200.000.00
2062019.08.02 02:00modify690.0110456.209671.990.00
2072019.08.12 21:00close690.0111340.629671.990.001263.01130676.38
2082019.08.15 13:00sell700.019899.330.000.00
2092019.08.15 13:00modify700.019899.3310641.860.00
2102019.08.19 10:01s/l700.0110642.6310641.860.00-1174.27129502.11
2112019.08.21 05:00buy710.0110737.750.000.00
2122019.08.21 05:00modify710.0110737.759932.370.00
2132019.08.21 15:36s/l710.019931.339932.370.00-1264.14128237.97
2142019.08.22 21:00sell720.0110105.700.000.00
2152019.08.22 21:00modify720.0110105.7010863.740.00
2162019.09.02 21:00close720.0110149.7610863.740.00-92.87128145.10
2172019.09.04 04:00buy730.0110645.740.000.00
2182019.09.04 04:00modify730.0110645.749847.270.00
2192019.09.09 17:00close730.0110280.819847.270.00-628.62127516.48
2202019.09.10 23:00sell740.019952.660.000.00
2212019.09.10 23:00modify740.019952.6610699.150.00
2222019.09.13 09:00close740.0110379.0810699.150.00-675.13126841.35
2232019.09.16 06:00buy750.0110415.650.000.00
2242019.09.16 06:00modify750.0110415.659634.430.00
2252019.09.19 06:06s/l750.019630.839634.430.00-1263.47125577.88
2262019.09.23 16:00sell760.019856.110.000.00
2272019.09.23 16:00modify760.019856.1110595.420.00
2282019.10.08 08:00close760.018295.5510595.420.002419.19127997.07
2292019.10.11 10:00buy770.018493.950.000.00
2302019.10.11 10:00modify770.018493.957856.860.00
2312019.10.14 07:00close770.018236.217856.860.00-430.79127566.27
2322019.10.15 02:00sell780.018289.010.000.00
2332019.10.15 02:00modify780.018289.018910.780.00
2342019.10.21 22:00close780.018238.218910.780.0068.92127635.19
2352019.10.22 17:00buy790.018288.020.000.00
2362019.10.22 17:00modify790.018288.027666.400.00
2372019.10.23 14:00close790.017948.867666.400.00-540.45127094.74
2382019.10.25 01:00sell800.017388.960.000.00
2392019.10.25 01:00modify800.017388.967943.180.00
2402019.10.25 18:46s/l800.017943.347943.180.00-869.05126225.69
2412019.10.25 19:00sell810.018238.430.000.00
2422019.10.25 19:00modify810.018238.438856.390.00
2432019.10.28 00:00s/l810.019679.838856.390.00-2265.87123959.82
2442019.10.29 09:00buy820.019463.030.000.00
2452019.10.29 09:00modify820.019463.038753.280.00
2462019.11.08 15:28s/l820.018751.158753.280.00-1216.18122743.64
2472019.11.12 11:00sell830.018681.680.000.00
2482019.11.12 11:00modify830.018681.689332.830.00
2492019.12.23 19:00close830.017581.389332.830.001657.13124400.77
2502019.12.24 16:00buy840.017431.260.000.00
2512019.12.24 16:00modify840.017431.266873.860.00
2522019.12.31 07:00close840.017163.236873.860.00-475.31123925.47
2532020.01.07 12:00buy850.017913.950.000.00
2542020.01.07 12:00modify850.017913.957320.360.00
2552020.01.09 15:00close850.017838.937320.360.00-134.92123790.54
2562020.01.16 01:00buy860.018906.060.000.00
2572020.01.16 01:00modify860.018906.068238.050.00
2582020.01.23 16:08s/l860.018237.918238.050.00-1113.03122677.52
2592020.01.26 23:00sell870.018497.560.000.00
2602020.01.26 23:00modify870.018497.569134.920.00
2612020.01.27 11:00close870.018639.709134.920.00-224.69122452.83
2622020.01.30 01:00buy880.019383.670.000.00
2632020.01.30 01:00modify880.019383.678679.830.00
2642020.02.04 06:00close880.019213.848679.830.00-317.23122135.60
2652020.02.07 08:00buy890.019799.830.000.00
2662020.02.07 08:00modify890.019799.839064.820.00
2672020.02.17 20:00close890.019594.449064.820.00-430.43121705.17
2682020.02.18 17:00sell900.019661.010.000.00
2692020.02.18 17:00modify900.019661.0110385.680.00
2702020.03.03 01:00close900.018979.0210385.680.001040.57122745.73
2712020.03.04 11:00buy910.018882.330.000.00
2722020.03.04 11:00modify910.018882.338216.130.00
2732020.03.09 00:00s/l910.018215.218216.130.00-1091.87121653.87
2742020.03.09 00:00buy920.018330.340.000.00
2752020.03.09 00:00modify920.018330.347705.530.00
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2772020.03.10 17:00sell930.018011.300.000.00
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