Strategy Tester Report
Bitcoin H4 MN414 ver1.4.141
TitanFX-03 (Build 1420)

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=414; SMAPeriod1=20; StopLoss1=5.5; 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69776.33総利益292560.81総損失-222784.48
プロフィットファクタ1.31期待利得245.69
絶対ドローダウン422.49最大ドローダウン39269.43 (20.50%)相対ドローダウン23.32% (36020.09)
総取引数284売りポジション(勝率%)149 (38.26%)買いポジション(勝率%)135 (45.19%)
勝率(%)118 (41.55%)負率 (%)166 (58.45%)
最大勝トレード16180.74敗トレード-5978.79
平均勝トレード2479.33敗トレード-1342.08
最大連勝(金額)5 (9750.89)連敗(金額)9 (-20631.86)
最大連勝(トレード数)18428.38 (2)連敗(トレード数)-20631.86 (9)
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
12017.06.09 00:00buy10.012749.920.000.00
22017.06.09 00:00modify10.012749.922598.660.00
32017.06.12 00:00close10.012922.642598.660.00261.12100261.12
42017.06.23 00:00buy20.012672.040.000.00
52017.06.23 00:00modify20.012672.042525.040.00
62017.06.26 00:00s/l20.012472.462525.040.00-320.8399940.29
72017.07.13 00:00sell30.012375.310.000.00
82017.07.13 00:00modify30.012375.312506.050.00
92017.07.19 16:00close30.012324.262506.050.0077.29100017.57
102017.07.25 00:00buy40.012760.040.000.00
112017.07.25 00:00modify40.012760.042608.210.00
122017.07.25 13:35s/l40.012607.352608.210.00-239.2899778.29
132017.07.25 16:00buy50.012529.010.000.00
142017.07.25 16:00modify50.012529.012389.910.00
152017.07.27 00:00close50.012502.822389.910.00-46.4599731.85
162017.08.02 00:00buy60.012740.360.000.00
172017.08.02 00:00modify60.012740.362589.580.00
182017.08.04 04:00close60.012794.002589.580.0078.1199809.95
192017.08.10 00:00buy70.013371.620.000.00
202017.08.10 00:00modify70.013371.623186.160.00
212017.08.23 20:00close70.014225.913186.160.001281.46101091.42
222017.08.30 00:00buy80.014597.080.000.00
232017.08.30 00:00modify80.014597.084344.170.00
242017.09.04 12:21s/l80.014343.474344.170.00-422.67100668.75
252017.09.18 00:00sell90.013747.470.000.00
262017.09.18 00:00modify90.013747.473953.610.00
272017.09.18 10:21s/l90.013954.873953.610.00-325.01100343.74
282017.09.19 00:00sell100.014005.310.000.00
292017.09.19 00:00modify100.014005.314225.700.00
302017.09.20 00:00close100.013910.594225.700.00147.58100491.31
312017.09.26 00:00sell110.013940.040.000.00
322017.09.26 00:00modify110.013940.044156.810.00
332017.09.27 04:00close110.013902.384156.810.0058.17100549.48
342017.10.02 03:00buy120.014388.070.000.00
352017.10.02 03:00modify120.014388.074146.660.00
362017.10.04 20:00close120.014213.334146.660.00-283.27100266.22
372017.10.05 00:00buy130.014200.960.000.00
382017.10.05 00:00modify130.014200.963969.850.00
392017.10.06 00:00close130.014346.933969.850.00224.02100490.23
402017.10.12 00:00buy140.014827.500.000.00
412017.10.12 00:00modify140.014827.504561.900.00
422017.10.18 16:00close140.015284.404561.900.00679.94101170.18
432017.11.02 00:00buy150.016580.070.000.00
442017.11.02 00:00modify150.016580.076218.110.00
452017.11.08 00:00close150.017074.396218.110.00727.52101897.70
462017.11.20 00:00buy160.018021.780.000.00
472017.11.20 00:00modify160.018021.787580.510.00
482017.11.24 00:00close160.018163.747580.510.00186.84102084.54
492017.12.04 00:00buy170.0110955.150.000.00
502017.12.04 00:00modify170.0110955.1510352.570.00
512017.12.21 00:00close170.0116206.4010352.570.007932.56110017.10
522017.12.25 00:00sell180.0113123.060.000.00
532017.12.25 00:00modify180.0113123.0613844.870.00
542017.12.25 01:06s/l180.0113876.8413844.870.00-1181.27108835.83
552017.12.25 04:00sell190.0113908.110.000.00
562017.12.25 04:00modify190.0113908.1114673.150.00
572017.12.26 05:57s/l190.0114678.5414673.150.00-1210.36107625.47
582017.12.27 00:00sell200.0115920.550.000.00
592017.12.27 00:00modify200.0115920.5516796.230.00
602017.12.28 00:00close200.0115201.2116796.230.001123.99108749.47
612018.01.11 20:00sell210.0113585.640.000.00
622018.01.11 20:00modify210.0113585.6414332.910.00
632018.01.15 16:04s/l210.0114334.1814332.910.00-1184.88107564.59
642018.01.15 20:00sell220.0113856.460.000.00
652018.01.15 20:00modify220.0113856.4614618.610.00
662018.01.22 00:01close220.0111424.3214618.610.003793.99111358.58
672018.02.05 00:01sell230.018017.460.000.00
682018.02.05 00:01modify230.018017.468458.460.00
692018.02.05 00:33s/l230.018463.328458.460.00-698.78110659.80
702018.02.06 00:01sell240.017097.430.000.00
712018.02.06 00:01modify240.017097.437487.860.00
722018.02.06 21:45s/l240.017489.187487.860.00-613.98110045.82
732018.02.07 00:00sell250.017714.800.000.00
742018.02.07 00:00modify250.017714.808139.110.00
752018.02.07 12:15s/l250.018140.788139.110.00-667.63109378.19
762018.02.07 16:00sell260.018230.520.000.00
772018.02.07 16:00modify260.018230.528683.280.00
782018.02.08 04:00close260.017926.198683.280.00475.20109853.39
792018.02.08 16:00sell270.018401.360.000.00
802018.02.08 16:00modify270.018401.368863.480.00
812018.02.09 00:01close270.018223.928863.480.00276.31110129.70
822018.02.15 12:00buy280.019679.890.000.00
832018.02.15 12:00modify280.019679.899147.410.00
842018.02.23 04:00close280.019669.609147.410.00-108.34110021.36
852018.03.13 12:00sell290.019133.210.000.00
862018.03.13 12:00modify290.019133.219635.630.00
872018.03.14 00:00close290.019166.899635.630.00-54.79109966.58
882018.03.19 01:01sell300.018159.360.000.00
892018.03.19 01:01modify300.018159.368608.170.00
902018.03.19 16:43s/l300.018608.598608.170.00-704.06109262.52
912018.03.19 20:00sell310.018340.630.000.00
922018.03.19 20:00modify310.018340.638799.440.00
932018.03.20 19:22s/l310.018801.108799.440.00-723.54108538.98
942018.03.28 00:01sell320.017918.890.000.00
952018.03.28 00:01modify320.017918.898354.440.00
962018.04.03 20:00close320.017474.658354.440.00686.92109225.90
972018.04.04 04:00sell330.017330.340.000.00
982018.04.04 04:00modify330.017330.347733.570.00
992018.04.10 12:00close330.016805.677733.570.00813.26110039.16
1002018.04.17 00:00buy340.018058.790.000.00
1012018.04.17 00:00modify340.018058.797615.470.00
1022018.04.30 01:00close340.019251.037615.470.001743.75111782.91
1032018.05.14 20:00sell350.018707.090.000.00
1042018.05.14 20:00modify350.018707.099185.990.00
1052018.05.31 00:00close350.017405.429185.990.002010.42113793.34
1062018.05.31 16:00sell360.017476.500.000.00
1072018.05.31 16:00modify360.017476.507887.810.00
1082018.05.31 20:00close360.017612.977887.810.00-213.88113579.46
1092018.06.15 00:01sell370.016591.640.000.00
1102018.06.15 00:01modify370.016591.646954.240.00
1112018.06.20 04:00close370.016732.176954.240.00-227.48113351.97
1122018.07.16 04:00sell380.016291.970.000.00
1132018.07.16 04:00modify380.016291.976638.060.00
1142018.07.16 14:24s/l380.016638.516638.060.00-543.12112808.85
1152018.07.16 16:00sell390.016543.120.000.00
1162018.07.16 16:00modify390.016543.126903.080.00
1172018.07.17 20:38s/l390.016910.836903.080.00-577.76112231.09
1182018.07.20 00:01buy400.017482.890.000.00
1192018.07.20 00:01modify400.017482.897071.250.00
1202018.07.30 00:01close400.018137.557071.250.00940.23113171.32
1212018.08.01 00:01sell410.017643.030.000.00
1222018.08.01 00:01modify410.017643.038063.470.00
1232018.08.17 04:00close410.016401.468063.470.001922.43115093.75
1242018.08.31 00:00buy420.016974.180.000.00
1252018.08.31 00:00modify420.016974.186590.520.00
1262018.09.06 03:17s/l420.016589.816590.520.00-649.32114444.43
1272018.09.13 00:01sell430.016251.900.000.00
1282018.09.13 00:01modify430.016251.906595.750.00
1292018.09.14 05:44s/l430.016595.936595.750.00-540.60113903.83
1302018.09.26 00:00buy440.016448.920.000.00
1312018.09.26 00:00modify440.016448.926094.210.00
1322018.09.27 00:01close440.016441.626094.210.00-18.45113885.38
1332018.10.16 00:01sell450.016333.820.000.00
1342018.10.16 00:01modify450.016333.826682.260.00
1352018.10.17 00:01close450.016516.756682.260.00-288.12113597.26
1362018.10.30 12:00sell460.016195.830.000.00
1372018.10.30 12:00modify460.016195.836536.670.00
1382018.11.06 12:00close460.016495.346536.670.00-479.20113118.06
1392018.11.07 00:01buy470.016481.560.000.00
1402018.11.07 00:01modify470.016481.566125.020.00
1412018.11.12 20:04close470.016273.246125.020.00-360.85112757.21
1422018.11.19 00:01sell480.015484.630.000.00
1432018.11.19 00:01modify480.015484.635786.360.00
1442018.11.30 00:00close480.014243.845786.360.001934.52114691.73
1452018.12.10 00:00sell490.013464.340.000.00
1462018.12.10 00:00modify490.013464.343654.940.00
1472018.12.13 20:00close490.013424.743654.940.0059.80114751.53
1482018.12.18 00:00sell500.013432.360.000.00
1492018.12.18 00:00modify500.013432.363621.180.00
1502018.12.18 16:29s/l500.013622.303621.180.00-297.65114453.88
1512018.12.18 20:00sell510.013452.810.000.00
1522018.12.18 20:00modify510.013452.813642.810.00
1532018.12.19 00:00close510.013594.143642.810.00-222.25114231.63
1542018.12.24 00:00buy520.014009.170.000.00
1552018.12.24 00:00modify520.014009.173788.600.00
1562018.12.26 00:01s/l520.013731.573788.600.00-443.43113788.20
1572019.01.15 00:00sell530.013603.730.000.00
1582019.01.15 00:00modify530.013603.733802.010.00
1592019.01.25 04:00close530.013636.753802.010.00-59.62113728.57
1602019.02.28 00:00sell540.013689.320.000.00
1612019.02.28 00:00modify540.013689.323892.320.00
1622019.02.28 17:26s/l540.013892.463892.320.00-318.33113410.24
1632019.02.28 20:00sell550.013737.620.000.00
1642019.02.28 20:00modify550.013737.623943.270.00
1652019.03.06 12:45s/l550.013943.483943.270.00-327.61113082.63
1662019.03.19 00:00buy560.014031.160.000.00
1672019.03.19 00:00modify560.014031.163809.390.00
1682019.03.25 04:00close560.013907.823809.390.00-218.86112863.77
1692019.03.28 00:00sell570.013953.860.000.00
1702019.03.28 00:00modify570.013953.864171.360.00
1712019.03.29 00:00close570.014065.614171.360.00-176.00112687.76
1722019.04.05 00:00buy580.014908.770.000.00
1732019.04.05 00:00modify580.014908.774638.720.00
1742019.04.08 08:00close580.015256.664638.720.00528.56113216.32
1752019.04.16 00:00sell590.014962.680.000.00
1762019.04.16 00:00modify590.014962.685235.650.00
1772019.04.16 20:29s/l590.015235.985235.650.00-428.28112788.04
1782019.04.19 20:00buy600.015337.990.000.00
1792019.04.19 20:00modify600.015337.995044.320.00
1802019.04.26 01:09s/l600.015042.085044.320.00-504.18112283.86
1812019.05.01 00:00sell610.015176.160.000.00
1822019.05.01 00:00modify610.015176.165460.890.00
1832019.05.02 18:08s/l610.015461.255460.890.00-447.92111835.94
1842019.05.06 01:00buy620.015808.060.000.00
1852019.05.06 01:00modify620.015808.065488.560.00
1862019.06.03 12:00close620.018403.225488.560.003830.03115665.98
1872019.06.05 04:00sell630.017694.370.000.00
1882019.06.05 04:00modify630.017694.378117.590.00
1892019.06.07 19:20s/l630.018119.238117.590.00-669.16114996.82
1902019.06.12 20:00buy640.018235.610.000.00
1912019.06.12 20:00modify640.018235.617782.640.00
1922019.06.28 12:00close640.0111598.167782.640.005097.21120094.03
1932019.07.09 16:00buy650.0112448.210.000.00
1942019.07.09 16:00modify650.0112448.2111763.550.00
1952019.07.10 23:14s/l650.0111755.9811763.550.00-1098.19118995.84
1962019.07.11 00:00buy660.0111835.370.000.00
1972019.07.11 00:00modify660.0111835.3711184.360.00
1982019.07.11 07:29s/l660.0111181.6411184.360.00-1024.41117971.43
1992019.07.11 08:00buy670.0111444.240.000.00
2002019.07.11 08:00modify670.0111444.2410814.770.00
2012019.07.12 04:00close670.0111411.0310814.770.00-64.11117907.32
2022019.07.18 00:00sell680.019631.870.000.00
2032019.07.18 00:00modify680.019631.8710161.650.00
2042019.07.18 17:36s/l680.0110165.7510161.650.00-836.64117070.68
2052019.07.18 20:00sell690.0110456.940.000.00
2062019.07.18 20:00modify690.0110456.9411032.140.00
2072019.07.19 20:00close690.0110437.5611032.140.0028.05117098.72
2082019.07.26 00:00sell700.019814.800.000.00
2092019.07.26 00:00modify700.019814.8010354.610.00
2102019.08.01 04:00close700.0110105.9610354.610.00-468.89116629.83
2112019.08.05 00:01buy710.0111012.720.000.00
2122019.08.05 00:01modify710.0111012.7210407.000.00
2132019.08.09 00:00close710.0111539.7410407.000.00775.17117405.00
2142019.08.15 00:00sell720.0110105.960.000.00
2152019.08.15 00:00modify720.0110105.9610661.830.00
2162019.08.19 10:02s/l720.0110662.0410661.830.00-880.49116524.51
2172019.09.06 08:00buy730.0110774.650.000.00
2182019.09.06 08:00modify730.0110774.6510182.000.00
2192019.09.06 23:12s/l730.0110175.6310182.000.00-938.71115585.80
2202019.09.11 04:00sell740.0110081.200.000.00
2212019.09.11 04:00modify740.0110081.2010635.770.00
2222019.09.16 12:00close740.0110361.1410635.770.00-449.91115135.89
2232019.09.23 16:00sell750.019856.150.000.00
2242019.09.23 16:00modify750.019856.1510398.290.00
2252019.10.02 16:00close750.018294.2610398.290.002431.03117566.92
2262019.10.14 00:01buy760.018306.700.000.00
2272019.10.14 00:01modify760.018306.707849.830.00
2282019.10.17 04:00close760.017909.997849.830.00-648.09116918.83
2292019.10.17 08:00sell770.017887.750.000.00
2302019.10.17 08:00modify770.017887.758321.630.00
2312019.10.21 05:39s/l770.018321.758321.630.00-687.25116231.57
2322019.10.28 00:00sell780.019564.660.000.00
2332019.10.28 00:00modify780.019564.6610090.760.00
2342019.10.29 04:00close780.019340.8010090.760.00348.72116580.29
2352019.11.11 00:00sell790.018983.060.000.00
2362019.11.11 00:00modify790.018983.069477.170.00
2372019.11.27 00:00close790.017168.889477.170.002814.80119395.10
2382019.12.01 23:00buy800.017412.560.000.00
2392019.12.01 23:00modify800.017412.567004.810.00
2402019.12.03 16:00close800.017235.557004.810.00-293.24119101.85
2412019.12.05 16:00sell810.017331.410.000.00
2422019.12.05 16:00modify810.017331.417734.730.00
2432019.12.06 00:00close810.017437.607734.730.00-168.02118933.83
2442019.12.19 00:00sell820.017074.820.000.00
2452019.12.19 00:00modify820.017074.827464.020.00
2462019.12.19 00:59s/l820.017464.397464.020.00-610.46118323.37
2472019.12.19 04:00sell830.017111.830.000.00
2482019.12.19 04:00modify830.017111.837503.050.00
2492019.12.20 04:00close830.017157.687503.050.00-73.42118249.95
2502019.12.25 00:00buy840.017303.610.000.00
2512019.12.25 00:00modify840.017303.616901.900.00
2522019.12.27 00:00close840.017130.126901.900.00-287.40117962.55
2532019.12.27 20:00sell850.017129.270.000.00
2542019.12.27 20:00modify850.017129.277521.410.00
2552020.01.06 04:05s/l850.017530.387521.410.00-644.56117318.00
2562020.01.07 00:00buy860.017633.020.000.00
2572020.01.07 00:00modify860.017633.027213.190.00
2582020.01.10 08:00close860.017679.897213.190.0047.72117365.72
2592020.01.30 00:00buy870.019413.220.000.00
2602020.01.30 00:00modify870.019413.228895.470.00
2612020.02.05 16:00close870.019380.388895.470.00-112.33117253.38
2622020.02.06 00:00sell880.019633.150.000.00
2632020.02.06 00:00modify880.019633.1510163.030.00
2642020.02.07 04:00close880.019848.3410163.030.00-339.34116914.04
2652020.02.12 12:00buy890.0110334.000.000.00
2662020.02.12 12:00modify890.0110334.009765.630.00
2672020.02.16 23:00s/l890.019724.219765.630.00-998.98115915.06
2682020.02.19 00:00sell900.0110105.110.000.00
2692020.02.19 00:00modify900.0110105.1110660.990.00
2702020.03.04 00:00close900.018794.5810660.990.002025.48117940.54
2712020.03.18 00:00sell910.015411.310.000.00
2722020.03.18 00:00modify910.015411.315709.030.00
2732020.03.19 00:00close910.015397.185709.030.0020.97117961.50
2742020.03.24 00:00buy920.016470.020.000.00
2752020.03.24 00:00modify920.016470.026114.150.00
2762020.03.25 00:00close920.016699.076114.150.00351.65118313.15
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