Strategy Tester Report
BItcoin H1 MN405 ver2.1.100
TitanFX-03 (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=405; StopLoss1=8.5; 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136835.35総利益462592.21総損失-325756.86
プロフィットファクタ1.42期待利得687.61
絶対ドローダウン30.43最大ドローダウン56713.11 (19.81%)相対ドローダウン26.40% (45242.48)
総取引数199売りポジション(勝率%)93 (40.86%)買いポジション(勝率%)106 (50.00%)
勝率(%)91 (45.73%)負率 (%)108 (54.27%)
最大勝トレード28113.39敗トレード-12095.17
平均勝トレード5083.43敗トレード-3016.27
最大連勝(金額)7 (57805.45)連敗(金額)7 (-3064.83)
最大連勝(トレード数)57805.45 (7)連敗(トレード数)-27479.24 (4)
平均連勝2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
12017.05.17 01:00buy10.011762.510.000.00
22017.05.17 01:00modify10.011762.511612.690.00
32017.08.03 14:00close10.012739.271612.690.001321.32101321.32
42017.08.04 00:00buy20.012782.540.000.00
52017.08.04 00:00modify20.012782.542545.990.00
62017.09.25 10:00close20.013771.172545.990.001320.62102641.94
72017.09.26 00:00buy30.013942.060.000.00
82017.09.26 00:00modify30.013942.063606.930.00
92017.10.12 22:00close30.015317.343606.930.002078.64104720.58
102017.10.13 00:00buy40.015318.460.000.00
112017.10.13 00:00modify40.015318.464866.340.00
122017.10.19 07:00close40.015627.914866.340.00448.79105169.37
132017.10.20 00:00buy50.015700.920.000.00
142017.10.20 00:00modify50.015700.925216.320.00
152017.11.08 13:00close50.017367.715216.320.002480.42107649.79
162017.11.09 00:00buy60.017262.960.000.00
172017.11.09 00:00modify60.017262.966645.550.00
182017.11.10 20:06s/l60.016645.206645.550.00-976.16106673.63
192017.11.10 21:00sell70.016469.160.000.00
202017.11.10 21:00modify70.016469.167019.080.00
212017.11.15 13:25s/l70.017038.357019.080.00-898.96105774.67
222017.11.15 14:00buy80.017106.580.000.00
232017.11.15 14:00modify80.017106.586502.450.00
242017.12.01 23:00close80.0110788.456502.450.005619.81111394.48
252017.12.04 00:00buy90.0110955.180.000.00
262017.12.04 00:00modify90.0110955.1810023.920.00
272017.12.11 14:00close90.0116481.8010023.920.008558.39119952.87
282017.12.12 00:00buy100.0117150.200.000.00
292017.12.12 00:00modify100.0117150.2015692.340.00
302017.12.21 00:17s/l100.0115691.7015692.340.00-2459.60117493.27
312017.12.21 01:00sell110.0116345.900.000.00
322017.12.21 01:00modify110.0116345.9017735.300.00
332018.01.02 09:00close110.0113426.4817735.300.004539.67122032.94
342018.01.03 00:01buy120.0114855.220.000.00
352018.01.03 00:01modify120.0114855.2213592.510.00
362018.01.05 22:00close120.0116428.5413592.510.002433.68124466.62
372018.01.08 00:01buy130.0116242.640.000.00
382018.01.08 00:01modify130.0116242.6414861.980.00
392018.01.08 15:31s/l130.0114855.8314861.980.00-2173.87122292.75
402018.01.08 16:00buy140.0114878.580.000.00
412018.01.08 16:00modify140.0114878.5813613.830.00
422018.01.10 10:18s/l140.0113613.7213613.830.00-2014.66120278.09
432018.01.10 11:00sell150.0113429.950.000.00
442018.01.10 11:00modify150.0113429.9514571.550.00
452018.01.10 18:03s/l150.0114571.8014571.550.00-1789.88118488.21
462018.01.10 19:00sell160.0114444.760.000.00
472018.01.10 19:00modify160.0114444.7615672.610.00
482018.02.26 06:00close160.019674.3415672.610.007370.60125858.81
492018.02.26 19:00buy170.0110239.150.000.00
502018.02.26 19:00modify170.0110239.159368.780.00
512018.03.01 22:00close170.0110846.319368.780.00917.45126776.27
522018.03.02 00:01buy180.0110985.840.000.00
532018.03.02 00:01modify180.0110985.8410052.010.00
542018.03.07 18:44s/l180.0110051.2410052.010.00-1526.39125249.88
552018.03.07 19:00sell190.019887.800.000.00
562018.03.07 19:00modify190.019887.8010728.370.00
572018.03.26 22:00close190.017977.3310728.370.002957.86128207.74
582018.03.27 00:01sell200.017816.810.000.00
592018.03.27 00:01modify200.017816.818481.340.00
602018.04.04 23:00close200.016936.178481.340.001367.76129575.50
612018.04.05 00:01sell210.016765.660.000.00
622018.04.05 00:01modify210.016765.667340.780.00
632018.04.12 14:14s/l210.017341.487340.780.00-913.24128662.26
642018.04.12 16:00buy220.017773.910.000.00
652018.04.12 16:00modify220.017773.917113.120.00
662018.05.09 23:00close220.019212.657113.120.001995.56130657.82
672018.05.10 00:01buy230.019325.440.000.00
682018.05.10 00:01modify230.019325.448532.740.00
692018.05.11 15:01s/l230.018531.708532.740.00-1254.10129403.72
702018.05.11 16:00sell240.018473.340.000.00
712018.05.11 16:00modify240.018473.349193.640.00
722018.07.10 15:00close240.016423.089193.640.003119.46132523.17
732018.07.11 00:01sell250.016333.360.000.00
742018.07.11 00:01modify250.016333.366871.740.00
752018.07.17 20:37s/l250.016871.896871.740.00-852.63131670.54
762018.07.17 21:00buy260.017240.720.000.00
772018.07.17 21:00modify260.017240.726625.240.00
782018.08.08 00:06s/l260.016624.856625.240.00-1146.14130524.40
792018.08.08 03:00sell270.016657.840.000.00
802018.08.08 03:00modify270.016657.847223.820.00
812018.08.22 22:00close270.016470.937223.820.00273.37130797.77
822018.08.22 23:00sell280.016372.160.000.00
832018.08.22 23:00modify280.016372.166913.840.00
842018.08.28 02:39s/l280.016917.816913.840.00-864.04129933.73
852018.08.28 03:00buy290.016968.680.000.00
862018.08.28 03:00modify290.016968.686376.270.00
872018.09.06 03:21s/l290.016375.566376.270.00-999.42128934.31
882018.09.06 04:00sell300.016374.640.000.00
892018.09.06 04:00modify300.016374.646916.550.00
902018.10.15 09:04s/l300.016921.326916.550.00-912.45128021.86
912018.10.15 11:00buy310.016643.710.000.00
922018.10.15 11:00modify310.016643.716078.990.00
932018.11.14 17:14s/l310.016078.006078.990.00-1093.31126928.54
942018.11.14 18:00sell320.015998.570.000.00
952018.11.14 18:00modify320.015998.576508.480.00
962018.11.22 18:00close320.014510.936508.480.002322.94129251.48
972018.11.22 19:00buy330.014490.350.000.00
982018.11.22 19:00modify330.014490.354108.620.00
992018.11.23 03:17s/l330.014101.604108.620.00-614.16128637.32
1002018.11.23 04:00sell340.014131.210.000.00
1012018.11.23 04:00modify340.014131.214482.460.00
1022018.12.13 12:00close340.013444.124482.460.001060.21129697.53
1032018.12.13 15:00buy350.013467.510.000.00
1042018.12.13 15:00modify350.013467.513172.760.00
1052018.12.13 22:40s/l350.013172.233172.760.00-462.88129234.65
1062018.12.14 00:00sell360.013195.410.000.00
1072018.12.14 00:00modify360.013195.413467.120.00
1082018.12.17 15:01s/l360.013468.153467.120.00-429.67128804.98
1092018.12.17 16:00sell370.013327.960.000.00
1102018.12.17 16:00modify370.013327.963610.880.00
1112018.12.17 21:00s/l370.013611.133610.880.00-443.89128361.09
1122018.12.18 00:00buy380.013552.410.000.00
1132018.12.18 00:00modify380.013552.413250.450.00
1142018.12.24 12:00close380.014139.033250.450.00894.89129255.98
1152018.12.25 00:00buy390.014125.770.000.00
1162018.12.25 00:00modify390.014125.773775.020.00
1172018.12.26 00:01s/l390.013731.523775.020.00-622.09128633.89
1182018.12.26 02:00buy400.013839.520.000.00
1192018.12.26 02:00modify400.013839.523513.140.00
1202018.12.27 22:46s/l400.013513.053513.140.00-515.81128118.08
1212018.12.27 23:00sell410.013522.380.000.00
1222018.12.27 23:00modify410.013522.383821.800.00
1232018.12.28 17:36s/l410.013822.473821.800.00-471.21127646.86
1242018.12.28 18:00sell420.013766.070.000.00
1252018.12.28 18:00modify420.013766.074086.220.00
1262018.12.31 12:00close420.013858.314086.220.00-147.13127499.73
1272018.12.31 13:00buy430.013856.890.000.00
1282018.12.31 13:00modify430.013856.893528.970.00
1292019.01.10 18:14s/l430.013528.833528.970.00-556.27126943.46
1302019.01.11 00:00sell440.013570.770.000.00
1312019.01.11 00:00modify440.013570.773874.320.00
1322019.01.15 17:00close440.013717.543874.320.00-233.23126710.23
1332019.01.15 18:00buy450.013690.660.000.00
1342019.01.15 18:00modify450.013690.663376.900.00
1352019.01.22 13:39s/l450.013376.563376.900.00-519.07126191.16
1362019.01.22 14:00sell460.013482.060.000.00
1372019.01.22 14:00modify460.013482.063778.080.00
1382019.01.31 18:00close460.013474.793778.080.004.41126195.57
1392019.01.31 19:00buy470.013463.950.000.00
1402019.01.31 19:00modify470.013463.953169.470.00
1412019.02.05 18:00close470.013360.393169.470.00-180.54126015.02
1422019.02.06 01:00buy480.013483.630.000.00
1432019.02.06 01:00modify480.013483.633187.490.00
1442019.02.08 23:00close480.013563.813187.490.00118.50126133.52
1452019.02.11 00:00buy490.013665.620.000.00
1462019.02.11 00:00modify490.013665.623354.020.00
1472019.02.28 13:00close490.013757.523354.020.0076.23126209.76
1482019.03.01 00:00buy500.013860.810.000.00
1492019.03.01 00:00modify500.013860.813532.630.00
1502019.04.16 13:00close500.015024.783532.630.001612.89127822.65
1512019.04.16 14:00sell510.014999.850.000.00
1522019.04.16 14:00modify510.014999.855424.890.00
1532019.04.22 18:40s/l510.015425.415424.890.00-674.03127148.62
1542019.04.23 00:00buy520.015429.190.000.00
1552019.04.23 00:00modify520.015429.194967.630.00
1562019.04.26 01:11s/l520.014938.604967.630.00-786.84126361.79
1572019.04.26 02:00buy530.015189.960.000.00
1582019.04.26 02:00modify530.015189.964748.760.00
1592019.04.29 11:00close530.015104.484748.760.00-150.56126211.23
1602019.04.29 12:00sell540.015109.360.000.00
1612019.04.29 12:00modify540.015109.365543.700.00
1622019.05.03 07:37s/l540.015543.725543.700.00-685.55125525.68
1632019.05.03 08:00buy550.015538.750.000.00
1642019.05.03 08:00modify550.015538.755067.910.00
1652019.05.07 01:00close550.015631.735067.910.00121.05125646.73
1662019.05.07 02:00sell560.015648.980.000.00
1672019.05.07 02:00modify560.015648.986129.170.00
1682019.05.09 04:10s/l560.016130.076129.170.00-756.74124889.98
1692019.05.09 05:00buy570.016107.820.000.00
1702019.05.09 05:00modify570.016107.825588.640.00
1712019.06.07 11:00close570.017890.935588.640.002543.01127433.00
1722019.06.10 01:00buy580.017691.150.000.00
1732019.06.10 01:00modify580.017691.157037.360.00
1742019.07.22 08:00close580.0110510.477037.360.003943.53131376.53
1752019.07.22 11:00sell590.0110540.980.000.00
1762019.07.22 11:00modify590.0110540.9811436.990.00
1772019.08.05 04:35s/l590.0111438.0611436.990.00-1437.08129939.45
1782019.08.06 00:00buy600.0111780.650.000.00
1792019.08.06 00:00modify600.0111780.6510779.250.00
1802019.08.13 19:42s/l600.0110778.5410779.250.00-1658.37128281.08
1812019.08.13 20:00sell610.0110746.580.000.00
1822019.08.13 20:00modify610.0110746.5811660.060.00
1832019.08.21 16:00close610.0110005.8911660.060.001142.72129423.80
1842019.08.22 00:00sell620.0110094.000.000.00
1852019.08.22 00:00modify620.0110094.0010952.100.00
1862019.09.06 14:28s/l620.0110953.2510952.100.00-1379.95128043.85
1872019.09.09 00:01sell630.0110305.960.000.00
1882019.09.09 00:01modify630.0110305.9611182.010.00
1892019.11.11 18:00close630.018761.2611182.010.002297.99130341.85
1902019.11.12 00:00sell640.018674.690.000.00
1912019.11.12 00:00modify640.018674.699412.050.00
1922020.01.29 01:36s/l640.019412.779412.050.00-1289.66129052.18
1932020.01.29 02:00buy650.019452.080.000.00
1942020.01.29 02:00modify650.019452.088648.580.00
1952020.02.11 23:00close650.0110215.388648.580.001061.12130113.30
1962020.02.12 00:00buy660.0110301.800.000.00
1972020.02.12 00:00modify660.0110301.809426.150.00
1982020.02.17 16:22s/l660.019424.829426.150.00-1428.76128684.54
1992020.02.17 17:00sell670.019545.570.000.00
2002020.02.17 17:00modify670.019545.5710356.980.00
2012020.02.19 19:30s/l670.0110357.1510356.980.00-1276.56127407.98
2022020.02.19 20:00buy680.0110239.010.000.00
2032020.02.19 20:00modify680.0110239.019368.690.00
2042020.02.19 23:48s/l680.019367.529368.690.00-1366.13126041.85
2052020.02.20 03:00sell690.019571.700.000.00
2062020.02.20 03:00modify690.019571.7010385.290.00
2072020.03.09 13:00close690.017950.7810385.290.002505.54128547.39
2082020.03.10 00:00sell700.017799.230.000.00
2092020.03.10 00:00modify700.017799.238462.240.00
2102020.04.29 19:05s/l700.018463.078462.240.00-1113.92127433.48
2112020.04.29 20:00buy710.018659.150.000.00
2122020.04.29 20:00modify710.018659.157923.080.00
2132020.05.27 23:00close710.019100.297923.080.00414.86127848.34
2142020.05.28 00:00buy720.019226.390.000.00
2152020.05.28 00:00modify720.019226.398442.060.00
2162020.06.12 17:00close720.019482.918442.060.00245.93128094.27
2172020.06.12 18:00sell730.019359.210.000.00
2182020.06.12 18:00modify730.019359.2110154.840.00
2192020.06.15 13:00close730.019190.7110154.840.00258.01128352.28
2202020.06.16 01:00buy740.019495.570.000.00
2212020.06.16 01:00modify740.019495.578688.380.00
2222020.08.05 18:00close740.0111575.608688.380.002739.71131092.00
2232020.08.06 00:00buy750.0111756.540.000.00
2242020.08.06 00:00modify750.0111756.5410757.200.00
2252020.08.10 12:00close750.0111932.7210757.200.00225.42131317.42
2262020.08.10 17:00sell760.0111884.610.000.00
2272020.08.10 17:00modify760.0111884.6112894.900.00
2282020.09.17 17:00close760.0110842.7712894.900.001540.37132857.79
2292020.09.18 00:00sell770.0110920.000.000.00
2302020.09.18 00:00modify770.0110920.0011848.310.00
2312020.10.19 19:00s/l770.0111849.6511848.310.00-1531.23131326.56
2322020.10.19 20:00buy780.0111793.900.000.00
2332020.10.19 20:00modify780.0111793.9010791.330.00
2342020.10.27 11:00close780.0113132.6010791.330.001988.47133315.03
2352020.10.28 00:00buy790.0113641.320.000.00
2362020.10.28 00:00modify790.0113641.3212481.790.00
2372020.11.03 05:00close790.0113591.6012481.790.00-166.53133148.50
2382020.11.03 06:00sell800.0113427.800.000.00
2392020.11.03 06:00modify800.0113427.8014569.270.00
2402020.11.05 11:04s/l800.0114569.8814569.270.00-1796.69131351.81
2412020.11.05 12:00buy810.0114477.440.000.00
2422020.11.05 12:00modify810.0114477.4413246.820.00
2432020.11.16 15:00close810.0116215.5013246.820.002537.66133889.47
2442020.11.17 00:00buy820.0116859.780.000.00
2452020.11.17 00:00modify820.0116859.7815426.630.00
2462020.11.23 04:00close820.0118126.9215426.630.001867.94135757.41
2472020.11.23 05:00sell830.0118204.930.000.00
2482020.11.23 05:00modify830.0118204.9319752.430.00
2492020.11.30 17:50s/l830.0119757.2219752.430.00-2461.39133296.02
2502020.11.30 18:00buy840.0119527.890.000.00
2512020.11.30 18:00modify840.0119527.8917867.940.00
2522020.12.05 17:00close840.0118973.1017867.940.00-994.85132301.17
2532020.12.05 18:00sell850.0119065.940.000.00
2542020.12.05 18:00modify850.0119065.9420686.610.00
2552020.12.16 17:12s/l850.0120690.3820686.610.00-2587.94129713.23
2562020.12.16 18:00buy860.0120742.730.000.00
2572020.12.16 18:00modify860.0120742.7318979.570.00
2582021.01.02 06:00close860.0129386.9018979.570.0013062.31142775.54
2592021.01.03 00:00buy870.0130720.990.000.00
2602021.01.03 00:00modify870.0130720.9928109.620.00
2612021.01.04 13:16s/l870.0128051.6428109.620.00-4222.19138553.35
2622021.01.04 14:00buy880.0130318.950.000.00
2632021.01.04 14:00modify880.0130318.9527741.790.00
2642021.01.18 03:00close880.0135798.5227741.790.008040.37146593.71
2652021.01.18 04:00sell890.0135927.730.000.00
2662021.01.18 04:00modify890.0135927.7338981.660.00
2672021.02.06 04:14s/l890.0138992.3838981.660.00-4955.66141638.05
2682021.02.06 05:00buy900.0138884.510.000.00
2692021.02.06 05:00modify900.0138884.5135579.320.00
2702021.03.01 10:00close900.0145855.5235579.320.009762.55151400.60
2712021.03.01 11:00sell910.0146282.360.000.00
2722021.03.01 11:00modify910.0146282.3650216.400.00
2732021.03.02 03:24s/l910.0150216.6850216.400.00-6179.56145221.04
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