Strategy Tester Report
BItcoin H1 MN409 ver3.1.190
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=409; ProfitTarget1=8.5; StopLoss1=4.5; 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92521.41総利益549829.21総損失-457307.80
プロフィットファクタ1.20期待利得219.77
絶対ドローダウン164.31最大ドローダウン54528.01 (22.14%)相対ドローダウン22.14% (54528.01)
総取引数421売りポジション(勝率%)201 (37.81%)買いポジション(勝率%)220 (42.27%)
勝率(%)169 (40.14%)負率 (%)252 (59.86%)
最大勝トレード10769.32敗トレード-7951.20
平均勝トレード3253.43敗トレード-1814.71
最大連勝(金額)6 (35977.61)連敗(金額)12 (-6344.77)
最大連勝(トレード数)35977.61 (6)連敗(トレード数)-47282.87 (7)
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
12017.05.17 11:00buy10.011821.910.000.00
22017.05.17 11:00modify10.011821.911739.911976.76
32017.05.17 12:00close10.011816.601739.911976.76-8.3299991.68
42017.05.17 15:00buy20.011830.460.000.00
52017.05.17 15:00modify20.011830.461748.031985.98
62017.05.17 16:00close20.011828.691748.031985.98-2.7799988.91
72017.05.17 19:00buy30.011834.670.000.00
82017.05.17 19:00modify30.011834.671752.041990.54
92017.05.17 20:00close30.011833.821752.041990.54-1.3399987.58
102017.05.22 02:00buy40.012034.960.000.00
112017.05.22 02:00modify40.012034.961943.342207.88
122017.05.22 03:00close40.012031.971943.342207.88-4.6999982.89
132017.05.22 21:00buy50.012232.410.000.00
142017.05.22 21:00modify50.012232.412131.942422.15
152017.05.22 22:00close50.012240.992131.942422.1513.4599996.34
162017.05.24 18:00buy60.012356.540.000.00
172017.05.24 18:00modify60.012356.542250.462556.80
182017.05.25 06:11t/p60.012558.452250.462556.80313.89100310.23
192017.05.25 09:00buy70.012614.000.000.00
202017.05.25 09:00modify70.012614.002496.372836.19
212017.05.25 19:45s/l70.012493.562496.372836.19-188.81100121.42
222017.06.01 20:00buy80.012356.160.000.00
232017.06.01 20:00modify80.012356.162250.082556.37
242017.06.05 04:05t/p80.012559.312250.082556.37307.66100429.09
252017.06.06 06:00buy90.012848.220.000.00
262017.06.06 06:00modify90.012848.222720.033090.30
272017.06.06 19:43s/l90.012709.252720.033090.30-217.86100211.23
282017.06.12 03:00buy100.012956.760.000.00
292017.06.12 03:00modify100.012956.762823.653208.02
302017.06.12 18:00s/l100.012787.682823.653208.02-265.0699946.17
312017.06.15 12:00sell110.012461.620.000.00
322017.06.15 12:00modify110.012461.622572.482252.46
332017.06.15 16:08t/p110.012249.212572.482252.46332.99100279.16
342017.06.20 20:00buy120.012660.070.000.00
352017.06.20 20:00modify120.012660.072540.302886.10
362017.06.26 00:00s/l120.012472.432540.302886.10-311.0399968.13
372017.06.26 02:00sell130.012476.520.000.00
382017.06.26 02:00modify130.012476.522588.052266.09
392017.06.26 23:15t/p130.012257.942588.052266.09342.67100310.80
402017.07.07 17:00sell140.012504.310.000.00
412017.07.07 17:00modify140.012504.312617.102291.53
422017.07.11 02:14t/p140.012291.382617.102291.53331.60100642.39
432017.07.14 22:00sell150.012213.060.000.00
442017.07.14 22:00modify150.012213.062312.692024.99
452017.07.17 00:00t/p150.011865.222312.692024.99544.04101186.44
462017.07.20 22:00buy160.012652.450.000.00
472017.07.20 22:00modify160.012652.452533.042877.85
482017.07.25 15:53s/l160.012532.442533.042877.85-203.20100983.23
492017.07.28 17:00buy170.012756.450.000.00
502017.07.28 17:00modify170.012756.452632.362990.69
512017.08.07 00:00t/p170.013264.582632.362990.69764.74101747.98
522017.08.07 02:00buy180.013258.220.000.00
532017.08.07 02:00modify180.013258.223111.583535.15
542017.08.11 15:45t/p180.013540.153111.583535.15427.14102175.12
552017.08.14 02:00buy190.014109.990.000.00
562017.08.14 02:00modify190.014109.993924.954459.24
572017.08.15 13:20s/l190.013922.943924.954459.24-297.84101877.28
582017.08.22 11:00sell200.013819.900.000.00
592017.08.22 11:00modify200.013819.903991.903495.30
602017.08.22 15:45s/l200.013992.823991.903495.30-271.05101606.23
612017.08.29 19:00buy210.014586.670.000.00
622017.08.29 19:00modify210.014586.674380.214976.47
632017.09.04 11:24s/l210.014379.124380.214976.47-355.58101250.65
642017.09.04 13:00sell220.014422.900.000.00
652017.09.04 13:00modify220.014422.904622.044047.05
662017.09.06 11:42s/l220.014625.584622.044047.05-319.60100931.05
672017.09.08 20:00sell230.014416.080.000.00
682017.09.08 20:00modify230.014416.084614.824040.73
692017.09.13 05:48t/p230.014038.804614.824040.73586.75101517.80
702017.09.13 16:00sell240.013875.930.000.00
712017.09.13 16:00modify240.013875.934050.423546.54
722017.09.14 15:44t/p240.013546.424050.423546.54515.65102033.45
732017.09.14 22:00sell250.013409.020.000.00
742017.09.14 22:00modify250.013409.023562.513119.33
752017.09.15 10:16t/p250.013109.733562.513119.33468.39102501.85
762017.09.21 22:00sell260.013689.950.000.00
772017.09.21 22:00modify260.013689.953856.053376.35
782017.09.25 17:26s/l260.013856.903856.053376.35-264.88102236.96
792017.09.25 20:00buy270.013910.550.000.00
802017.09.25 20:00modify270.013910.553734.534242.89
812017.09.28 07:47t/p270.014247.023734.534242.89514.33102751.30
822017.09.29 11:00sell280.014097.470.000.00
832017.09.29 11:00modify280.014097.474281.893749.21
842017.10.02 03:00s/l280.014388.044281.893749.21-458.33102292.97
852017.10.02 05:00buy290.014401.310.000.00
862017.10.02 05:00modify290.014401.314203.244775.41
872017.10.04 15:46s/l290.014199.984203.244775.41-325.02101967.95
882017.10.09 02:00buy300.014603.730.000.00
892017.10.09 02:00modify300.014603.734396.544995.03
902017.10.12 11:03t/p300.014996.174396.544995.03599.30102567.25
912017.10.12 13:00buy310.015151.800.000.00
922017.10.12 13:00modify310.015151.804919.975589.70
932017.10.13 05:09t/p310.015590.404919.975589.70681.69103248.94
942017.10.18 12:00sell320.015347.920.000.00
952017.10.18 12:00modify320.015347.925588.664893.42
962017.10.19 01:44s/l320.015590.955588.664893.42-382.13102866.81
972017.10.20 20:00buy330.015985.050.000.00
982017.10.20 20:00modify330.015985.055715.686493.73
992017.10.23 16:24s/l330.015711.475715.686493.73-448.03102418.78
1002017.10.30 02:00buy340.016167.230.000.00
1012017.10.30 02:00modify340.016167.235889.696691.42
1022017.11.02 02:30t/p340.016691.935889.696691.42801.66103220.44
1032017.11.02 16:00buy350.016995.670.000.00
1042017.11.02 16:00modify350.016995.676680.807590.23
1052017.11.08 19:15t/p350.017591.246680.807590.23886.32104106.77
1062017.11.09 03:00buy360.017366.230.000.00
1072017.11.09 03:00modify360.017366.237034.727992.33
1082017.11.10 13:18s/l360.017025.967034.727992.33-541.09103565.67
1092017.11.10 17:00sell370.016766.300.000.00
1102017.11.10 17:00modify370.016766.307070.896191.26
1112017.11.13 00:00t/p370.015894.477070.896191.261362.66104928.33
1122017.11.15 15:00buy380.017239.390.000.00
1132017.11.15 15:00modify380.017239.396913.537854.64
1142017.11.16 23:37t/p380.017855.016913.537854.64956.98105885.32
1152017.11.27 02:00buy390.019321.730.000.00
1162017.11.27 02:00modify390.019321.738902.2210114.04
1172017.11.29 04:54t/p390.0110115.518902.2210114.041222.86107108.18
1182017.11.29 08:00buy400.0110114.020.000.00
1192017.11.29 08:00modify400.0110114.029658.8710973.69
1202017.11.29 15:53t/p400.0110974.719658.8710973.691349.05108457.23
1212017.11.30 01:00sell410.0110003.700.000.00
1222017.11.30 01:00modify410.0110003.7010453.879153.39
1232017.11.30 03:52s/l410.0110467.9610453.879153.39-727.68107729.55
1242017.12.06 07:00buy420.0112230.090.000.00
1252017.12.06 07:00modify420.0112230.0911679.6513269.55
1262017.12.06 22:03t/p420.0113270.0111679.6513269.551629.97109359.52
1272017.12.08 02:00buy430.0116349.000.000.00
1282017.12.08 02:00modify430.0116349.0015613.3017738.67
1292017.12.08 07:00s/l430.0115597.4515613.3017738.67-1177.98108181.54
1302017.12.15 15:00buy440.0117772.780.000.00
1312017.12.15 15:00modify440.0117772.7816972.9319283.38
1322017.12.18 00:41t/p440.0119294.1216972.9319283.382322.56110504.10
1332017.12.18 02:00buy450.0119035.560.000.00
1342017.12.18 02:00modify450.0119035.5618178.9020653.52
1352017.12.18 03:05s/l450.0118132.7918178.9020653.52-1415.00109089.10
1362017.12.20 02:00sell460.0117585.760.000.00
1372017.12.20 02:00modify460.0117585.7618377.1616091.01
1382017.12.20 02:38t/p460.0116069.8918377.1616091.012375.97111465.07
1392017.12.22 11:00sell470.0113154.320.000.00
1402017.12.22 11:00modify470.0113154.3213746.3512036.28
1412017.12.22 11:33s/l470.0113747.5613746.3512036.28-929.84110535.23
1422017.12.22 18:00sell480.0113002.880.000.00
1432017.12.22 18:00modify480.0113002.8813588.0311897.65
1442017.12.22 21:08s/l480.0113589.5413588.0311897.65-919.53109615.70
1452017.12.25 02:00sell490.0113984.940.000.00
1462017.12.25 02:00modify490.0113984.9414614.3312796.28
1472017.12.25 14:55s/l490.0114629.0514614.3312796.28-1009.58108606.12
1482017.12.26 11:00buy500.0115069.050.000.00
1492017.12.26 11:00modify500.0115069.0514390.9016349.87
1502017.12.27 06:35t/p500.0116350.6414390.9016349.871991.43110597.54
1512018.01.05 21:00buy510.0116467.920.000.00
1522018.01.05 21:00modify510.0116467.9215726.8417867.67
1532018.01.08 03:09s/l510.0115726.3115726.8417867.67-1215.12109382.43
1542018.01.16 13:00sell520.0111768.780.000.00
1552018.01.16 13:00modify520.0111768.7812298.4010768.45
1562018.01.16 13:44s/l520.0112300.3212298.4010768.45-833.14108549.29
1572018.01.16 17:00sell530.0111903.100.000.00
1582018.01.16 17:00modify530.0111903.1012438.7410891.34
1592018.01.16 23:18t/p530.0110866.8812438.7410891.341624.17110173.46
1602018.01.22 20:00sell540.0110524.140.000.00
1612018.01.22 20:00modify540.0110524.1410997.799629.64
1622018.01.23 03:09s/l540.0110999.3010997.799629.64-747.03109426.43
1632018.01.26 14:00sell550.0110460.940.000.00
1642018.01.26 14:00modify550.0110460.9410931.759571.82
1652018.01.26 17:14s/l550.0110935.7910931.759571.82-744.28108682.15
1662018.01.30 18:00sell560.0110256.360.000.00
1672018.01.30 18:00modify560.0110256.3610717.949384.61
1682018.02.01 14:26t/p560.019382.4110717.949384.611365.42110047.57
1692018.02.01 18:00sell570.019213.300.000.00
1702018.02.01 18:00modify570.019213.309628.008430.26
1712018.02.02 10:29t/p570.018428.679628.008430.261227.83111275.40
1722018.02.06 00:01sell580.017097.440.000.00
1732018.02.06 00:01modify580.017097.447416.896494.21
1742018.02.06 04:14t/p580.016494.087416.896494.21945.71112221.11
1752018.02.14 18:00buy590.019370.340.000.00
1762018.02.14 18:00modify590.019370.348948.6410166.78
1772018.02.16 02:54t/p590.0110167.788948.6410166.781229.14113450.25
1782018.02.16 03:00buy600.0110290.070.000.00
1792018.02.16 03:00modify600.0110290.079826.9511164.65
1802018.02.16 08:58s/l600.019826.519826.9511164.65-726.58112723.67
1812018.02.22 02:00sell610.0110396.130.000.00
1822018.02.22 02:00modify610.0110396.1310864.039512.52
1832018.02.22 07:06s/l610.0110864.5510864.039512.52-734.20111989.47
1842018.03.06 15:00sell620.0110868.400.000.00
1852018.03.06 15:00modify620.0110868.4011357.589944.68
1862018.03.07 19:10t/p620.019944.5911357.589944.681445.61113435.08
1872018.03.07 21:00sell630.019636.690.000.00
1882018.03.07 21:00modify630.019636.6910070.358817.58
1892018.03.07 23:32s/l630.0110071.7310070.358817.58-681.88112753.20
1902018.03.14 22:00sell640.018213.780.000.00
1912018.03.14 22:00modify640.018213.788583.427515.63
1922018.03.16 16:28s/l640.018585.658583.427515.63-586.52112166.67
1932018.03.22 20:00sell650.018538.790.000.00
1942018.03.22 20:00modify650.018538.798923.057813.00
1952018.03.28 03:23t/p650.017812.878923.057813.001126.75113293.42
1962018.03.29 11:00sell660.017455.890.000.00
1972018.03.29 11:00modify660.017455.897791.426822.15
1982018.03.30 04:08t/p660.016821.907791.426822.15992.16114285.58
1992018.04.03 10:00buy670.017412.070.000.00
2002018.04.03 10:00modify670.017412.077078.468042.02
2012018.04.04 12:28s/l670.017078.057078.468042.02-531.52113754.06
2022018.04.04 21:00sell680.016766.280.000.00
2032018.04.04 21:00modify680.016766.287070.786191.16
2042018.04.09 01:00s/l680.017071.667070.786191.16-486.25113267.82
2052018.04.12 17:00buy690.017760.610.000.00
2062018.04.12 17:00modify690.017760.617411.378420.25
2072018.04.20 13:41t/p690.018420.757411.378420.25964.55114232.37
2082018.04.20 16:00buy700.018592.580.000.00
2092018.04.20 16:00modify700.018592.588205.849322.86
2102018.04.24 16:35t/p700.019323.228205.849322.861106.61115338.98
2112018.05.01 11:00sell710.018912.970.000.00
2122018.05.01 11:00modify710.018912.979314.098155.40
2132018.05.03 00:36s/l710.019314.169314.098155.40-632.77114706.20
2142018.05.03 22:00buy720.019734.030.000.00
2152018.05.03 22:00modify720.019734.039295.9710561.39
2162018.05.07 04:18s/l720.019295.439295.9710561.39-728.75113977.45
2172018.05.07 07:00sell730.019261.650.000.00
2182018.05.07 07:00modify730.019261.659678.488474.46
2192018.05.11 23:43t/p730.018474.269678.488474.461225.93115203.38
2202018.05.16 08:00sell740.018150.270.000.00
2212018.05.16 08:00modify740.018150.278517.067457.52
2222018.05.17 06:08s/l740.018521.878517.067457.52-584.21114619.17
2232018.05.23 02:00sell750.017905.290.000.00
2242018.05.23 02:00modify750.017905.298261.047233.35
2252018.05.28 08:52t/p750.017233.278261.047233.351045.08115664.26
2262018.06.08 16:00sell760.017493.310.000.00
2272018.06.08 16:00modify760.017493.317830.606856.46
2282018.06.11 01:00t/p760.016805.527830.606856.461073.49116737.75
2292018.06.11 03:00sell770.016702.810.000.00
2302018.06.11 03:00modify770.016702.817004.536133.15
2312018.06.22 22:13t/p770.016127.227004.536133.15886.14117623.89
2322018.06.29 03:00sell780.015794.540.000.00
2332018.06.29 03:00modify780.015794.546055.365302.06
2342018.07.02 00:01s/l780.016399.876055.365302.06-952.88116671.01
2352018.07.02 02:00buy790.016420.590.000.00
2362018.07.02 02:00modify790.016420.596131.586966.24
2372018.07.12 10:19s/l790.016131.316131.586966.24-524.71116146.30
2382018.07.12 12:00sell800.016137.350.000.00
2392018.07.12 12:00modify800.016137.356413.585615.72
2402018.07.16 00:01s/l800.016438.846413.585615.72-478.07115668.22
2412018.07.16 16:00buy810.016663.370.000.00
2422018.07.16 16:00modify810.016663.376363.457229.68
2432018.07.17 21:03t/p810.017230.636363.457229.68881.85116550.08
2442018.07.17 23:00buy820.017361.790.000.00
2452018.07.17 23:00modify820.017361.797030.427987.44
2462018.07.24 13:32t/p820.017987.697030.427987.44924.41117474.49
2472018.07.24 16:00buy830.018277.440.000.00
2482018.07.24 16:00modify830.018277.447904.928980.98
2492018.07.27 00:39s/l830.017904.887904.928980.98-610.44116864.05
2502018.08.03 09:00sell840.017265.510.000.00
2512018.08.03 09:00modify840.017265.517592.556648.02
2522018.08.08 03:12t/p840.016646.647592.556648.02962.26117826.31
2532018.08.08 22:00sell850.016200.370.000.00
2542018.08.08 22:00modify850.016200.376479.425673.37
2552018.08.09 16:47s/l850.016479.846479.425673.37-439.39117386.92
2562018.08.14 08:00sell860.015934.010.000.00
2572018.08.14 08:00modify860.015934.016201.135429.70
2582018.08.14 15:50s/l860.016202.796201.135429.70-421.25116965.67
2592018.08.15 22:00buy870.016591.860.000.00
2602018.08.15 22:00modify870.016591.866295.177152.10
2612018.08.15 22:55s/l870.016294.696295.177152.10-465.75116499.92
2622018.08.22 07:00buy880.016786.450.000.00
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