Strategy Tester Report
BItcoin H1 MN408 ver3.1.163
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=408; IchimokuTenkanPrd1=9; IchimokuKijunPeriod1=26; IchimokuSenkouPrd1=52; IchimokuSenkouPrd2=120; 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107612.85総利益268131.88総損失-160519.03
プロフィットファクタ1.67期待利得563.42
絶対ドローダウン3447.48最大ドローダウン35507.68 (16.53%)相対ドローダウン23.67% (33919.07)
総取引数191売りポジション(勝率%)83 (42.17%)買いポジション(勝率%)108 (50.00%)
勝率(%)89 (46.60%)負率 (%)102 (53.40%)
最大勝トレード15928.19敗トレード-10209.38
平均勝トレード3012.72敗トレード-1573.72
最大連勝(金額)7 (25354.52)連敗(金額)8 (-5512.29)
最大連勝(トレード数)25354.52 (7)連敗(トレード数)-19798.74 (5)
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
12017.05.25 10:00buy10.012666.070.000.00
22017.05.25 10:00modify10.012666.071993.900.00
32017.05.30 00:00close10.012307.451993.900.00-574.3199425.69
42017.06.12 08:00buy20.012968.860.000.00
52017.06.12 08:00modify20.012968.862733.500.00
62017.06.12 18:21s/l20.012733.282733.500.00-369.3199056.38
72017.07.24 02:00buy30.012726.400.000.00
82017.07.24 02:00modify30.012726.402216.000.00
92017.07.27 00:00close30.012502.882216.000.00-358.8398697.56
102017.08.08 20:00buy40.013371.790.000.00
112017.08.08 20:00modify40.013371.792648.900.00
122017.08.11 00:00close40.013424.432648.900.0071.3798768.93
132017.08.29 19:00buy50.014586.640.000.00
142017.08.29 19:00modify50.014586.644089.100.00
152017.09.05 08:52s/l50.014088.374089.100.00-816.1397952.80
162017.09.14 14:00sell60.013734.300.000.00
172017.09.14 14:00modify60.013734.304378.500.00
182017.09.20 00:00close60.013910.534378.500.00-281.1697671.64
192017.10.02 22:00buy70.014386.430.000.00
202017.10.02 22:00modify70.014386.433872.000.00
212017.10.06 00:00close70.014346.983872.000.00-80.5997591.05
222017.10.12 18:00buy80.015199.220.000.00
232017.10.12 18:00modify80.015199.224554.800.00
242017.10.19 12:00close80.015622.864554.800.00621.9698213.01
252017.11.01 22:00buy90.016594.910.000.00
262017.11.01 22:00modify90.016594.915689.600.00
272017.11.08 05:00close90.017318.115689.600.001079.2799292.28
282017.11.29 12:00buy100.0110728.320.000.00
292017.11.29 12:00modify100.0110728.327872.300.00
302017.12.15 06:00close100.0117147.957872.300.009826.33109118.61
312018.01.08 02:00buy110.0116216.630.000.00
322018.01.08 02:00modify110.0116216.6314555.700.00
332018.01.08 16:09s/l110.0114554.2214555.700.00-2605.66106512.95
342018.02.02 13:00sell120.018066.530.000.00
352018.02.02 13:00modify120.018066.5311205.600.00
362018.02.09 09:00close120.018011.7511205.600.0073.73106586.68
372018.02.14 23:00buy130.019343.970.000.00
382018.02.14 23:00modify130.019343.977705.500.00
392018.02.26 00:01close130.019534.917705.500.00165.85106752.53
402018.02.28 15:00buy140.0110461.940.000.00
412018.02.28 15:00modify140.0110461.949531.700.00
422018.03.07 19:18s/l140.019530.999531.700.00-1543.78105208.75
432018.03.15 15:00sell150.018208.730.000.00
442018.03.15 15:00modify150.018208.739855.100.00
452018.03.19 11:00close150.018410.119855.100.00-322.89104885.86
462018.03.29 23:00sell160.017260.630.000.00
472018.03.29 23:00modify160.017260.638569.500.00
482018.04.04 23:00close160.016936.188569.500.00499.32105385.18
492018.04.16 08:00buy170.018216.370.000.00
502018.04.16 08:00modify170.018216.376711.500.00
512018.04.18 00:00close170.017844.786711.500.00-599.58104785.61
522018.04.24 12:00buy180.019333.470.000.00
532018.04.24 12:00modify180.019333.478027.300.00
542018.04.27 09:00close180.019110.658027.300.00-379.07104406.54
552018.05.04 01:00buy190.019729.030.000.00
562018.05.04 01:00modify190.019729.038763.100.00
572018.05.10 00:01close190.019180.228763.100.00-921.15103485.39
582018.05.23 20:00sell200.017550.670.000.00
592018.05.23 20:00modify200.017550.678208.200.00
602018.05.31 00:00close200.017405.488208.200.00214.56103699.95
612018.06.13 22:00sell210.016256.950.000.00
622018.06.13 22:00modify210.016256.957628.800.00
632018.06.18 01:00close210.016560.977628.800.00-483.61103216.34
642018.06.25 20:00sell220.016214.190.000.00
652018.06.25 20:00modify220.016214.196744.400.00
662018.06.27 00:00close220.016243.886744.400.00-49.26103167.08
672018.07.11 12:00sell230.016310.270.000.00
682018.07.11 12:00modify230.016310.276569.600.00
692018.07.16 12:41s/l230.016574.036569.600.00-420.34102746.74
702018.07.19 03:00buy240.017436.870.000.00
712018.07.19 03:00modify240.017436.876272.100.00
722018.07.30 05:00close240.018152.196272.100.001027.24103773.98
732018.08.09 07:00sell250.016260.880.000.00
742018.08.09 07:00modify250.016260.887096.600.00
752018.08.13 00:01close250.016399.327096.600.00-222.58103551.40
762018.08.28 05:00buy260.016971.260.000.00
772018.08.28 05:00modify260.016971.266192.100.00
782018.09.03 00:01close260.017223.636192.100.00349.22103900.62
792018.10.30 17:00sell270.016199.360.000.00
802018.10.30 17:00modify270.016199.366369.400.00
812018.10.31 18:51s/l270.016370.426369.400.00-269.48103631.14
822018.11.05 07:00buy280.016467.260.000.00
832018.11.05 07:00modify280.016467.266142.600.00
842018.11.13 00:01close280.016249.376142.600.00-396.50103234.64
852018.11.16 02:00sell290.015519.430.000.00
862018.11.16 02:00modify290.015519.436268.300.00
872018.11.23 00:00close290.014489.786268.300.001606.09104840.73
882018.11.26 23:00sell300.013571.490.000.00
892018.11.26 23:00modify300.013571.494570.600.00
902018.11.30 06:00close300.014312.644570.600.00-1165.08103675.65
912018.12.17 03:00sell310.013155.240.000.00
922018.12.17 03:00modify310.013155.243427.600.00
932018.12.17 14:14s/l310.013428.543427.600.00-428.33103247.32
942018.12.20 08:00buy320.013754.200.000.00
952018.12.20 08:00modify320.013754.203123.000.00
962018.12.28 23:00close320.013845.203123.000.00109.33103356.65
972019.01.28 13:00sell330.013362.830.000.00
982019.01.28 13:00modify330.013362.833554.800.00
992019.02.01 00:00close330.013477.343554.800.00-182.50103174.15
1002019.02.11 21:00buy340.013655.750.000.00
1012019.02.11 21:00modify340.013655.753277.600.00
1022019.02.13 10:00close340.013529.713277.600.00-205.21102968.94
1032019.03.19 00:00buy350.014031.120.000.00
1042019.03.19 00:00modify350.014031.123725.200.00
1052019.03.25 00:00close350.013902.723725.200.00-226.83102742.10
1062019.03.28 12:01buy360.014062.610.000.00
1072019.03.28 12:01modify360.014062.613804.400.00
1082019.04.08 00:01close360.015084.183804.400.001546.47104288.57
1092019.04.12 14:00sell370.015019.210.000.00
1102019.04.12 14:00modify370.015019.215254.700.00
1112019.04.16 00:00close370.015082.775254.700.00-104.09104184.49
1122019.05.06 16:00buy380.015673.690.000.00
1132019.05.06 16:00modify380.015673.695175.700.00
1142019.05.20 09:00close380.017963.715175.700.003480.56107665.05
1152019.06.04 12:00sell390.017873.500.000.00
1162019.06.04 12:00modify390.017873.509026.300.00
1172019.06.07 00:00close390.017747.869026.300.00191.85107856.90
1182019.06.17 01:00buy400.019089.860.000.00
1192019.06.17 01:00modify400.019089.867765.700.00
1202019.06.20 02:00close400.019199.997765.700.00142.79107999.69
1212019.06.21 03:00buy410.019589.980.000.00
1222019.06.21 03:00modify410.019589.988876.400.00
1232019.07.01 00:01close410.0111331.348876.400.002606.91110606.59
1242019.08.05 01:00buy420.0111026.130.000.00
1252019.08.05 01:00modify420.0111026.139464.400.00
1262019.08.08 23:00close420.0111501.939464.400.00707.53111314.13
1272019.08.14 19:00sell430.0110414.840.000.00
1282019.08.14 19:00modify430.0110414.8411995.500.00
1292019.08.19 00:27close430.0110410.2511995.500.00-4.11111310.02
1302019.08.22 14:00sell440.019960.000.000.00
1312019.08.22 14:00modify440.019960.0010773.800.00
1322019.08.28 00:00close440.0110199.4410773.800.00-388.53110921.49
1332019.09.03 06:00buy450.0110448.670.000.00
1342019.09.03 06:00modify450.0110448.679269.800.00
1352019.09.06 10:00close450.0110680.869269.800.00329.41111250.90
1362019.09.25 00:00sell460.018522.530.000.00
1372019.09.25 00:00modify460.018522.5310253.800.00
1382019.10.03 00:00close460.018290.5310253.800.00349.25111600.15
1392019.10.17 05:00sell470.017905.480.000.00
1402019.10.17 05:00modify470.017905.488346.900.00
1412019.10.21 18:20s/l470.018347.408346.900.00-699.78110900.37
1422019.10.24 07:00sell480.017363.100.000.00
1432019.10.24 07:00modify480.017363.108287.200.00
1442019.10.25 18:48s/l480.018288.918287.200.00-1452.64109447.73
1452019.10.29 00:00buy490.019515.120.000.00
1462019.10.29 00:00modify490.019515.127301.800.00
1472019.11.01 00:00close490.019155.127301.800.00-594.34108853.39
1482019.11.08 15:00sell500.018939.170.000.00
1492019.11.08 15:00modify500.018939.179425.400.00
1502019.11.14 00:00close500.018809.969425.400.00190.82109044.20
1512019.11.22 20:00sell510.017091.990.000.00
1522019.11.22 20:00modify510.017091.998162.600.00
1532019.11.27 00:00close510.017168.848162.600.00-128.24108915.97
1542020.01.07 09:00buy520.017930.220.000.00
1552020.01.07 09:00modify520.017930.226802.800.00
1562020.01.12 23:00close520.018078.716802.800.00189.41109105.38
1572020.01.15 08:00buy530.018661.260.000.00
1582020.01.15 08:00modify530.018661.268038.900.00
1592020.01.20 11:00close530.018571.198038.900.00-188.22108917.16
1602020.01.27 23:00buy540.019024.740.000.00
1612020.01.27 23:00modify540.019024.748222.900.00
1622020.02.03 07:00close540.019318.568222.900.00389.97109307.13
1632020.02.04 19:00sell550.019146.550.000.00
1642020.02.04 19:00modify550.019146.559507.800.00
1652020.02.05 14:07s/l550.019508.179507.800.00-568.80108738.33
1662020.02.06 22:00buy560.019790.380.000.00
1672020.02.06 22:00modify560.019790.389164.600.00
1682020.02.16 23:00close560.019724.249164.600.00-212.11108526.21
1692020.02.19 03:00buy570.0110183.400.000.00
1702020.02.19 03:00modify570.0110183.409705.600.00
1712020.02.19 23:47s/l570.019702.899705.600.00-753.15107773.06
1722020.02.24 06:00buy580.019829.520.000.00
1732020.02.24 06:00modify580.019829.529359.500.00
1742020.02.25 16:35s/l580.019356.219359.500.00-752.26107020.81
1752020.03.06 10:00buy590.019168.720.000.00
1762020.03.06 10:00modify590.019168.728604.600.00
1772020.03.09 00:00s/l590.018215.298604.600.00-1521.23105499.57
1782020.03.13 12:00sell600.015301.290.000.00
1792020.03.13 12:00modify600.015301.298096.400.00
1802020.03.19 00:00close600.015397.198096.400.00-157.19105342.39
1812020.03.20 18:00buy610.016684.550.000.00
1822020.03.20 18:00modify610.016684.554810.800.00
1832020.03.24 00:00close610.016356.884810.800.00-539.72104802.67
1842020.04.07 17:00buy620.017420.410.000.00
1852020.04.07 17:00modify620.017420.416293.500.00
1862020.04.15 00:00close620.016816.586293.500.00-1007.83103794.84
1872020.04.29 18:00buy630.018425.630.000.00
1882020.04.29 18:00modify630.018425.637340.700.00
1892020.05.04 00:01close630.018777.797340.700.00504.10104298.94
1902020.05.14 18:00buy640.019766.020.000.00
1912020.05.14 18:00modify640.019766.028145.700.00
1922020.05.20 00:00close640.019638.218145.700.00-263.36104035.58
1932020.05.28 21:00buy650.019527.510.000.00
1942020.05.28 21:00modify650.019527.518581.400.00
1952020.06.04 00:00close650.019527.808581.400.00-71.79103963.79
1962020.06.12 16:00sell660.019401.810.000.00
1972020.06.12 16:00modify660.019401.819834.600.00
1982020.06.16 04:00close660.019451.759834.600.00-86.52103877.27
1992020.07.28 02:00buy670.0111299.570.000.00
2002020.07.28 02:00modify670.0111299.579313.100.00
2012020.08.04 17:00close670.0111079.589313.100.00-429.68103447.59
2022020.08.05 22:00buy680.0111719.780.000.00
2032020.08.05 22:00modify680.0111719.7811196.400.00
2042020.08.11 00:00close680.0111801.5511196.400.0051.85103499.44
2052020.08.26 01:00sell690.0111249.420.000.00
2062020.08.26 01:00modify690.0111249.4211496.500.00
2072020.08.26 13:25s/l690.0111496.8011496.500.00-387.74103111.70
2082020.09.05 12:00sell700.0110315.080.000.00
2092020.09.05 12:00modify700.0110315.0812005.100.00
2102020.09.12 00:00close700.0110354.6212005.100.00-77.60103034.09
2112020.09.15 23:00buy710.0110809.000.000.00
2122020.09.15 23:00modify710.0110809.0010256.900.00
2132020.09.19 15:00close710.0111122.9610256.900.00432.80103466.89
2142020.09.22 21:00sell720.0110470.070.000.00
2152020.09.22 21:00modify720.0110470.0711157.000.00
2162020.09.24 22:00close720.0110635.0811157.000.00-263.17103203.72
2172020.10.09 23:00buy730.0111068.640.000.00
2182020.10.09 23:00modify730.0111068.6410513.600.00
2192020.10.16 00:00close730.0111521.7610513.600.00624.00103827.72
2202020.10.20 19:00buy740.0111958.260.000.00
2212020.10.20 19:00modify740.0111958.2611248.500.00
2222020.10.25 00:00close740.0113089.5411248.500.001703.85105531.58
2232020.10.28 04:00buy750.0113743.240.000.00
2242020.10.28 04:00modify750.0113743.2412884.800.00
2252020.10.28 17:17s/l750.0112883.8812884.800.00-1346.94104184.64
2262020.11.05 19:00buy760.0115126.730.000.00
2272020.11.05 19:00modify760.0115126.7313198.300.00
2282020.11.09 00:00close760.0115362.8813198.300.00303.29104487.93
2292020.12.14 15:00buy770.0119125.610.000.00
2302020.12.14 15:00modify770.0119125.6117565.500.00
2312020.12.23 00:00close770.0123413.6417565.500.006505.32110993.25
2322020.12.26 10:00buy780.0124871.950.000.00
2332020.12.26 10:00modify780.0124871.9522789.800.00
2342020.12.29 15:00close780.0126812.4222789.800.002983.87113977.11
2352020.12.31 07:00buy790.0129062.590.000.00
2362020.12.31 07:00modify790.0129062.5925778.600.00
2372021.01.06 00:00close790.0134057.4025778.600.007626.32121603.44
2382021.01.08 00:00buy800.0139177.730.000.00
2392021.01.08 00:00modify800.0139177.7329924.100.00
2402021.01.13 00:00close800.0134244.2129924.100.00-7933.11113670.33
2412021.01.15 06:00buy810.0139265.940.000.00
2422021.01.15 06:00modify810.0139265.9432482.300.00
2432021.01.17 00:00close810.0136703.7032482.300.00-4093.88109576.45
2442021.01.29 07:00buy820.0133848.490.000.00
2452021.01.29 07:00modify820.0133848.4930813.100.00
2462021.02.02 00:00close820.0133813.1230813.100.00-203.28109373.16
2472021.02.04 04:00buy830.0138164.400.000.00
2482021.02.04 04:00modify830.0138164.4032311.500.00
2492021.02.12 00:00close830.0147057.8632311.500.0013576.42122949.59
2502021.02.18 07:00buy840.0152078.410.000.00
2512021.02.18 07:00modify840.0152078.4145891.000.00
2522021.02.23 12:09s/l840.0145881.2245891.000.00-10012.78112936.81
2532021.02.24 13:00sell850.0150862.650.000.00
2542021.02.24 13:00modify850.0150862.6558304.500.00
2552021.02.26 04:00close850.0146849.9058304.500.006268.64119205.45
2562021.02.27 04:00sell860.0147500.670.000.00
2572021.02.27 04:00modify860.0147500.6751374.000.00
2582021.03.01 15:00close860.0147875.0151374.000.00-596.59118608.86
2592021.03.02 09:00buy870.0148748.680.000.00
2602021.03.02 09:00modify870.0148748.6845037.000.00
2612021.03.06 06:00close870.0148645.3845037.000.00-428.08118180.78
2622021.03.08 07:00buy880.0150655.450.000.00
2632021.03.08 07:00modify880.0150655.4546276.400.00
2642021.03.18 01:00close880.0158283.7846276.400.0011342.75129523.53
2652021.03.19 02:00buy890.0157683.490.000.00
2662021.03.19 02:00modify890.0157683.4953226.500.00
2672021.03.20 10:00close890.0158390.3753226.500.00980.41130503.94
2682021.03.24 00:00sell900.0154610.050.000.00
2692021.03.24 00:00modify900.0154610.0558770.300.00
2702021.03.25 02:00close900.0152335.0758770.300.003554.39134058.33
2712021.03.26 03:00sell910.0152047.720.000.00
2722021.03.26 03:00modify910.0152047.7255796.900.00
2732021.03.27 18:15s/l910.0155819.8355796.900.00-5936.66128121.67
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5532024.09.27 15:00buy1850.0165777.260.000.00
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5552024.09.30 00:00close1850.0165814.0362696.300.00-157.24192595.17
5562024.10.01 10:00sell1860.0164008.520.000.00
5572024.10.01 10:00modify1860.0164008.5266204.400.00
5582024.10.06 00:00close1860.0161914.1766204.400.003214.88195810.05
5592024.10.12 06:00buy1870.0162608.620.000.00
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5612024.10.14 07:00close1870.0164103.2360271.500.002273.68198083.72
5622024.10.30 01:00buy1880.0172684.770.000.00
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5642024.11.03 00:00close1880.0169352.8466855.000.00-5526.98192556.75
5652024.11.06 15:00buy1890.0174310.030.000.00
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5672024.11.10 07:00close1890.0177199.3767435.900.004194.97196751.72
5682024.11.11 10:00buy1900.0180930.890.000.00
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5702024.11.16 00:00close1900.0191468.1475501.800.0015928.19212679.91
5712024.11.26 23:00sell1910.0191659.640.000.00
5722024.11.26 23:00modify1910.0191659.6499571.900.00
5732024.11.29 00:00close1910.0194853.7799571.900.00-5067.06207612.85