Strategy Tester Report
Bitcoin H4 MN412 ver4.1.137
TitanFX-03 (Build 1422)

通貨ペアBTCUSD (Bitcoin vs US Dollar)
期間4時間足(H4) 2017.06.01 04:00 - 2024.12.31 16:00 (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=412; IchimokuTenkanPrd1=9; IchimokuKijunPeriod1=26; IchimokuSenkouPrd1=52; mmLots=0.01; slts=""; UseSQTickSize=false; MainChartTickSizeSQ=0.01;
テストバー数14558モデルティック数394534168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52479.64総利益328205.81総損失-275726.17
プロフィットファクタ1.19期待利得361.93
絶対ドローダウン2022.01最大ドローダウン60471.71 (32.55%)相対ドローダウン32.55% (60471.71)
総取引数145売りポジション(勝率%)72 (26.39%)買いポジション(勝率%)73 (43.84%)
勝率(%)51 (35.17%)負率 (%)94 (64.83%)
最大勝トレード33803.42敗トレード-18179.71
平均勝トレード6435.41敗トレード-2933.26
最大連勝(金額)4 (16955.21)連敗(金額)6 (-12553.78)
最大連勝(トレード数)35996.30 (2)連敗(トレード数)-29281.81 (4)
平均連勝1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
12017.06.06 20:00buy stop10.012879.170.000.00
22017.06.06 20:00modify10.012879.172328.200.00
32017.06.07 00:02buy10.012880.742328.200.00
42017.06.15 09:02s/l10.012327.812328.200.00-890.4999109.51
52017.06.19 04:00sell stop20.011905.570.000.00
62017.06.19 04:00modify20.011905.573091.830.00
72017.06.22 00:00buy stop30.012880.030.000.00
82017.06.22 00:00modify30.012880.032325.000.00
92017.06.23 08:00modify20.012458.700.000.00
102017.06.23 08:00modify20.012458.702978.600.00
112017.06.26 00:01sell20.012456.452978.600.00
122017.07.04 20:00close20.012567.972978.600.00-179.1498930.37
132017.07.07 12:00modify30.012639.370.000.00
142017.07.07 12:00modify30.012639.372500.030.00
152017.07.12 16:00sell stop40.012160.870.000.00
162017.07.12 16:00modify40.012160.872638.700.00
172017.07.14 00:00modify30.012517.130.000.00
182017.07.14 00:00modify30.012517.132000.930.00
192017.07.14 23:30sell40.012160.532638.700.00
202017.07.20 15:19buy30.012518.422000.930.00
212017.07.20 21:49s/l40.012639.332638.700.00-753.1098177.27
222017.09.15 08:00close30.013313.132000.930.001013.2099190.47
232017.09.15 20:00sell stop50.012751.870.000.00
242017.09.15 20:00modify50.012751.874963.600.00
252017.09.21 04:00buy stop60.014135.030.000.00
262017.09.21 04:00modify60.014135.033417.470.00
272017.09.25 20:00modify50.013397.700.000.00
282017.09.25 20:00modify50.013397.704131.130.00
292017.09.27 21:15buy60.014138.903417.470.00
302017.11.09 16:00delete50.013397.704131.130.00
312017.11.15 20:00close60.017186.903417.470.004474.77103665.24
322017.11.20 00:00buy stop70.018543.100.000.00
332017.11.20 00:00modify70.018543.106074.730.00
342017.11.20 04:00sell stop80.016789.700.000.00
352017.11.20 04:00modify80.016789.709191.930.00
362017.11.23 12:00modify70.018413.000.000.00
372017.11.23 12:00modify70.018413.007494.030.00
382017.11.24 12:00modify80.017632.530.000.00
392017.11.24 12:00modify80.017632.538555.930.00
402017.11.27 00:29buy70.019449.597494.030.00
412017.12.22 20:00close70.0112880.627494.030.004985.60108650.84
422017.12.25 12:00modify80.019297.170.000.00
432017.12.25 12:00modify80.019297.1723634.500.00
442017.12.28 08:00buy stop90.0117526.670.000.00
452017.12.28 08:00modify90.0117526.6710306.530.00
462018.01.03 00:01modify80.0112273.170.000.00
472018.01.03 00:01modify80.0112273.1716784.930.00
482018.01.08 12:00modify90.0117927.100.000.00
492018.01.08 12:00modify90.0117927.1011961.670.00
502018.01.11 04:00modify80.0112980.870.000.00
512018.01.11 04:00modify80.0112980.8717062.830.00
522018.01.11 06:18sell80.0112979.1017062.830.00
532018.02.13 04:00close80.018795.8317062.830.006481.63115132.47
542018.02.13 12:00modify90.019297.530.000.00
552018.02.13 12:00modify90.019297.536768.170.00
562018.02.14 12:00sell stop100.018130.170.000.00
572018.02.14 12:00modify100.018130.179810.400.00
582018.02.14 15:12buy90.019300.246768.170.00
592018.03.09 20:00close90.018719.876768.170.00-1171.42113961.06
602018.03.12 04:00modify100.018242.830.000.00
612018.03.12 04:00modify100.018242.8311527.000.00
622018.03.13 16:00buy stop110.0110378.200.000.00
632018.03.13 16:00modify110.0110378.206970.330.00
642018.03.14 20:06sell100.018242.5211527.000.00
652018.03.26 16:00close100.018192.9611527.000.0055.27114016.32
662018.03.28 16:00sell stop120.017365.730.000.00
672018.03.28 16:00modify120.017365.738956.230.00
682018.03.29 08:00modify110.018293.930.000.00
692018.03.29 08:00modify110.018293.936889.430.00
702018.03.29 14:31sell120.017364.528956.230.00
712018.04.13 16:00close120.018269.688956.230.00-1441.75112574.58
722018.04.16 01:00buy110.018377.006889.430.00
732018.05.11 12:00close110.018723.886889.430.00299.35112873.92
742018.05.15 00:00sell stop130.018001.470.000.00
752018.05.15 00:00modify130.018001.4710080.170.00
762018.05.16 08:00buy stop140.019146.700.000.00
772018.05.16 08:00modify140.019146.707411.770.00
782018.05.18 01:05sell130.017999.9810080.170.00
792018.06.05 08:00close130.017446.8810080.170.00836.33113710.26
802018.06.07 04:00sell stop150.017174.770.000.00
812018.06.07 04:00modify150.017174.778092.970.00
822018.06.11 01:00sell150.016675.318092.970.00
832018.06.20 20:00close150.016817.418092.970.00-235.73113474.53
842018.06.22 08:00modify140.016894.400.000.00
852018.06.22 08:00modify140.016894.406138.300.00
862018.06.26 12:00sell stop160.015897.030.000.00
872018.06.26 12:00modify160.015897.036654.030.00
882018.06.29 00:48sell160.015896.686654.030.00
892018.07.02 16:30s/l160.016659.186654.030.00-1199.32112275.21
902018.07.06 00:01modify140.016897.500.000.00
912018.07.06 00:01modify140.016897.505827.500.00
922018.07.09 04:00sell stop170.016254.600.000.00
932018.07.09 04:00modify170.016254.606986.030.00
942018.07.10 16:00modify140.016813.670.000.00
952018.07.10 16:00modify140.016813.676464.200.00
962018.07.11 02:22sell170.016254.026986.030.00
972018.07.17 16:00close170.016761.226986.030.00-803.40111471.81
982018.07.17 18:36buy140.016817.826464.200.00
992018.08.01 04:00close140.017608.696464.200.001112.83112584.64
1002018.08.03 20:00sell stop180.017088.330.000.00
1012018.08.03 20:00modify180.017088.338022.100.00
1022018.08.06 00:01sell180.016993.758022.100.00
1032018.08.21 08:00close180.016353.278022.100.00982.65113567.29
1042018.08.22 08:00sell stop190.016006.000.000.00
1052018.08.22 08:00modify190.016006.006718.130.00
1062018.08.23 04:00buy stop200.016563.430.000.00
1072018.08.23 04:00modify200.016563.435834.370.00
1082018.08.24 01:07buy200.016565.235834.370.00
1092018.09.12 08:00close200.016207.005834.370.00-701.14112866.15
1102018.09.13 00:01modify190.015998.470.000.00
1112018.09.13 00:01modify190.015998.476667.200.00
1122018.09.17 16:00buy stop210.016630.400.000.00
1132018.09.17 16:00modify210.016630.406060.000.00
1142018.09.20 00:01modify190.016102.570.000.00
1152018.09.20 00:01modify190.016102.576580.770.00
1162018.09.21 05:46buy210.016631.756060.000.00
1172018.10.11 04:24sell190.016093.536580.770.00
1182018.10.15 08:44s/l190.016590.686580.770.00-784.74112081.41
1192018.10.22 12:01close210.016336.396060.000.00-680.37111401.04
1202018.11.02 00:00sell stop220.016076.630.000.00
1212018.11.02 00:00modify220.016076.636528.300.00
1222018.11.08 08:00buy stop230.016576.230.000.00
1232018.11.08 08:00modify230.016576.236227.830.00
1242018.11.14 12:00modify220.016142.070.000.00
1252018.11.14 12:00modify220.016142.076367.130.00
1262018.11.14 12:25sell220.016141.646367.130.00
1272018.12.04 16:00close220.014014.206367.130.003314.69114715.73
1282018.12.10 00:00sell stop240.012915.070.000.00
1292018.12.10 00:00modify240.012915.074189.870.00
1302018.12.11 16:00modify230.013588.470.000.00
1312018.12.11 16:00modify230.013588.472919.670.00
1322018.12.17 16:00modify240.013000.670.000.00
1332018.12.17 16:00modify240.013000.673450.100.00
1342018.12.17 20:49buy230.013588.762919.670.00
1352019.01.02 12:00close230.013735.692919.670.00165.38114881.11
1362019.01.03 04:00modify240.013540.000.000.00
1372019.01.03 04:00modify240.013540.004075.500.00
1382019.01.10 12:00buy stop250.014023.370.000.00
1392019.01.10 12:00modify250.014023.373794.300.00
1402019.01.10 18:12sell240.013538.554075.500.00
1412019.02.15 08:00close240.013635.564075.500.00-180.09114701.02
1422019.02.18 04:00sell stop260.013454.000.000.00
1432019.02.18 04:00modify260.013454.003611.600.00
1442019.02.19 15:55buy250.014023.543794.300.00
1452019.02.25 00:00s/l250.013724.773794.300.00-492.99114208.03
1462019.02.27 16:00modify260.013669.830.000.00
1472019.02.27 16:00modify260.013669.833869.830.00
1482019.02.27 22:34sell260.013669.213869.830.00
1492019.02.28 03:01s/l260.013870.213869.830.00-315.87113892.16
1502019.02.28 12:00sell stop270.013542.170.000.00
1512019.02.28 12:00modify270.013542.174010.500.00
1522019.03.04 08:00buy stop280.013877.500.000.00
1532019.03.04 08:00modify280.013877.503460.870.00
1542019.03.05 15:54buy280.013877.823460.870.00
1552019.04.16 08:00delete270.013542.174010.500.00
1562019.04.18 00:00close280.015160.053460.870.001802.98115695.15
1572019.04.24 12:00sell stop290.015209.300.000.00
1582019.04.24 12:00modify290.015209.305990.430.00
1592019.04.24 16:00buy stop300.015698.900.000.00
1602019.04.24 16:00modify300.015698.904933.230.00
1612019.04.26 01:04sell290.015208.075990.430.00
1622019.05.03 11:50buy300.015700.624933.230.00
1632019.05.03 20:00close290.015750.395990.430.00-858.05114837.10
1642019.07.03 00:00close300.0110651.174933.230.007196.03122033.13
1652019.07.03 04:00sell stop310.019240.900.000.00
1662019.07.03 04:00modify310.019240.9013426.300.00
1672019.07.05 12:00buy stop320.0112310.370.000.00
1682019.07.05 12:00modify320.0112310.3710163.370.00
1692019.07.08 16:00modify310.0110403.130.000.00
1702019.07.08 16:00modify310.0110403.1313054.370.00
1712019.07.08 23:01buy320.0112310.6810163.370.00
1722019.07.15 02:00sell310.0110402.5313054.370.00
1732019.07.15 02:45s/l320.0110161.8310163.370.00-3454.16118578.97
1742019.08.05 20:00close310.0111941.3813054.370.00-2458.65116120.32
1752019.08.06 16:00buy stop330.0112323.870.000.00
1762019.08.06 16:00modify330.0112323.879150.130.00
1772019.08.07 20:00sell stop340.0110499.430.000.00
1782019.08.07 20:00modify340.0110499.4313303.830.00
1792019.08.12 04:00modify330.0112347.900.000.00
1802019.08.12 04:00modify330.0112347.9010471.100.00
1812019.08.14 04:40sell340.0110498.9213303.830.00
1822019.09.09 00:01close340.0110421.0313303.830.0064.04116184.36
1832019.09.12 16:00sell stop350.019679.230.000.00
1842019.09.12 16:00modify350.019679.2310791.470.00
1852019.09.16 16:00modify330.0110516.630.000.00
1862019.09.16 16:00modify330.0110516.639638.300.00
1872019.09.19 06:05sell350.019678.6810791.470.00
1882019.10.07 08:00close350.017899.5810791.470.002754.61118938.98
1892019.10.07 20:00sell stop360.017420.500.000.00
1902019.10.07 20:00modify360.017420.508640.630.00
1912019.10.11 12:00modify330.018698.770.000.00
1922019.10.11 12:00modify330.018698.778098.900.00
1932019.10.17 16:00modify360.017699.070.000.00
1942019.10.17 16:00modify360.017699.078492.400.00
1952019.10.18 12:00modify330.018180.600.000.00
1962019.10.18 12:00modify330.018180.607607.670.00
1972019.10.21 00:01buy330.018282.447607.670.00
1982019.10.23 15:41sell360.017698.668492.400.00
1992019.10.23 15:42s/l330.017599.517607.670.00-1088.17117850.81
2002019.10.25 18:51s/l360.018492.508492.400.00-1247.66116603.15
2012019.10.30 00:00buy stop370.0110149.330.000.00
2022019.10.30 00:00modify370.0110149.338171.570.00
2032019.11.04 16:00sell stop380.018939.000.000.00
2042019.11.04 16:00modify380.018939.009381.100.00
2052019.11.06 20:00modify370.019564.570.000.00
2062019.11.06 20:00modify370.019564.578700.770.00
2072019.11.08 11:11sell380.018938.059381.100.00
2082019.12.02 04:00close380.017466.189381.100.002265.06118868.21
2092019.12.02 08:00modify370.018056.670.000.00
2102019.12.02 08:00modify370.018056.676627.600.00
2112019.12.04 16:00sell stop390.016901.300.000.00
2122019.12.04 16:00modify390.016901.307604.970.00
2132019.12.10 00:00modify370.017538.870.000.00
2142019.12.10 00:00modify370.017538.877163.430.00
2152019.12.13 12:00modify390.016978.000.000.00
2162019.12.13 12:00modify390.016978.007541.170.00
2172019.12.16 04:00modify370.017297.500.000.00
2182019.12.16 04:00modify370.017297.506723.970.00
2192019.12.16 06:22sell390.016976.577541.170.00
2202019.12.19 00:48buy370.017298.856723.970.00
2212019.12.23 01:41s/l390.017541.307541.170.00-896.21117972.00
2222020.01.24 00:00close370.018324.246723.970.001302.77119274.77
2232020.01.24 20:00sell stop400.018037.000.000.00
2242020.01.24 20:00modify400.018037.009158.770.00
2252020.01.30 04:00buy stop410.019700.800.000.00
2262020.01.30 04:00modify410.019700.808365.070.00
2272020.01.30 20:00modify400.018996.070.000.00
2282020.01.30 20:00modify400.018996.0710006.270.00
2292020.01.31 16:00modify410.019715.800.000.00
2302020.01.31 16:00modify410.019715.808627.570.00
2312020.02.03 04:00modify400.018997.330.000.00
2322020.02.03 04:00modify400.018997.3310129.970.00
2332020.02.03 20:00modify410.019730.300.000.00
2342020.02.03 20:00modify410.019730.308961.070.00
2352020.02.05 16:00modify400.018900.300.000.00
2362020.02.05 16:00modify400.018900.309656.570.00
2372020.02.05 20:16buy410.019730.388961.070.00
2382020.02.26 12:00close410.019052.378961.070.00-1287.14117987.63
2392020.02.26 18:01sell400.018899.789656.570.00
2402020.03.06 04:00close400.019086.929656.570.00-310.55117677.08
2412020.03.09 04:00buy stop420.019269.300.000.00
2422020.03.09 04:00modify420.019269.308065.530.00
2432020.03.13 16:00sell stop430.012195.570.000.00
2442020.03.13 16:00modify430.012195.5711165.030.00
2452020.03.23 00:00modify420.017079.500.000.00
2462020.03.23 00:00modify420.017079.503667.630.00
2472020.03.24 04:00modify430.014872.000.000.00
2482020.03.24 04:00modify430.014872.008635.230.00
2492020.03.30 04:00modify420.017024.230.000.00
2502020.03.30 04:00modify420.017024.236111.630.00
2512020.04.02 04:00modify430.016047.700.000.00
2522020.04.02 04:00modify430.016047.706996.570.00
2532020.04.02 20:02buy420.017024.766111.630.00
2542020.05.12 04:00close420.018562.406111.630.002076.18119753.26
2552020.05.13 08:00modify430.017638.030.000.00
2562020.05.13 08:00modify430.017638.0310553.470.00
2572020.05.15 08:00buy stop440.019707.700.000.00
2582020.05.15 08:00modify440.019707.707888.700.00
2592020.05.15 10:37buy440.019708.467888.700.00
2602020.05.27 12:00close440.018873.247888.700.00-1430.38118322.88
2612020.06.02 20:00buy stop450.0110896.470.000.00
2622020.06.02 20:00modify450.0110896.478924.230.00
2632020.06.11 00:00modify430.019494.630.000.00
2642020.06.11 00:00modify430.019494.6310298.730.00
2652020.06.11 18:11sell430.019493.5810298.730.00
2662020.06.23 12:00close430.019661.1210298.730.00-287.32118035.56
2672020.06.24 16:00modify450.019691.800.000.00
2682020.06.24 16:00modify450.019691.809197.000.00
2692020.07.01 12:00sell stop460.018932.430.000.00
2702020.07.01 12:00modify460.018932.439435.130.00
2712020.07.02 19:38sell460.018931.959435.130.00
2722020.07.07 03:13s/l460.019435.279435.130.00-798.91117236.65
2732020.07.09 20:00modify450.019554.800.000.00
2742020.07.09 20:00modify450.019554.808834.100.00
2752020.07.17 16:00sell stop470.018885.300.000.00
2762020.07.17 16:00modify470.018885.309456.400.00
2772020.07.23 01:30buy450.019554.908834.100.00
2782020.08.17 08:00close450.0111757.238834.100.003148.91120385.56
2792020.08.18 20:00buy stop480.0112844.730.000.00
2802020.08.18 20:00modify480.0112844.7310735.830.00
2812020.08.24 12:00modify470.0111406.730.000.00
2822020.08.24 12:00modify470.0111406.7312008.770.00
2832020.08.25 12:00modify480.0111886.530.000.00
2842020.08.25 12:00modify480.0111886.5311204.130.00
2852020.08.25 15:28sell470.0111404.7112008.770.00
2862020.09.01 09:25buy480.0111888.3711204.130.00
2872020.09.01 12:35s/l470.0112009.0412008.770.00-964.87119420.69
2882020.09.02 14:22s/l480.0111198.3711204.130.00-1094.62118326.07
2892020.09.08 04:00sell stop490.0110088.800.000.00
2902020.09.08 04:00modify490.0110088.8010965.200.00
2912020.09.08 12:46sell490.0110088.3210965.200.00
2922020.09.14 00:00close490.0110340.5210965.200.00-408.76117917.31
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3002020.09.20 16:00modify510.0111309.1710438.200.00
3012020.09.21 14:24sell500.0110596.4411478.700.00
3022020.09.28 20:00close500.0110915.6311478.700.00-516.49117400.82
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3162020.12.05 04:00modify530.0120038.1317810.100.00
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3202020.12.08 16:00modify530.0119649.6718069.230.00
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3332021.01.20 08:00modify560.0138923.070.000.00
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4612021.12.23 20:55buy780.0150182.7644744.870.00
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8702024.12.16 02:05s/l1470.01103679.96103650.870.00-18179.71151554.72
8712024.12.19 16:00close1480.01101908.8589166.530.00924.92152479.64
8722024.12.21 00:00sell stop1490.0191241.700.000.00
8732024.12.21 00:00modify1490.0191241.70112588.230.00
8742024.12.22 20:00buy stop1500.01100877.870.000.00
8752024.12.22 20:00modify1500.01100877.8788944.930.00
8762024.12.24 20:00modify1490.0190326.000.000.00
8772024.12.24 20:00modify1490.0190326.00102046.330.00
8782024.12.27 12:00modify1500.01100670.330.000.00
8792024.12.27 12:00modify1500.01100670.3387246.900.00
8802024.12.31 00:00modify1490.0191506.500.000.00
8812024.12.31 00:00modify1490.0191506.5098769.970.00