Strategy Tester Report
Bitcoin H4 MN416 ver3.1.150
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=416; EMAPeriod1=50; StopLoss1=9.5; 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103843.89総利益390960.15総損失-287116.27
プロフィットファクタ1.36期待利得583.39
絶対ドローダウン592.73最大ドローダウン52781.01 (27.80%)相対ドローダウン27.80% (52781.01)
総取引数178売りポジション(勝率%)91 (34.07%)買いポジション(勝率%)87 (40.23%)
勝率(%)66 (37.08%)負率 (%)112 (62.92%)
最大勝トレード34659.56敗トレード-10756.21
平均勝トレード5923.64敗トレード-2563.54
最大連勝(金額)5 (4901.00)連敗(金額)15 (-11302.58)
最大連勝(トレード数)46411.04 (3)連敗(トレード数)-30114.21 (5)
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
12017.06.01 20:00buy10.012356.200.000.00
22017.06.01 20:00modify10.012356.202132.270.00
32017.06.15 16:27s/l10.012127.032132.270.00-399.8799600.13
42017.06.15 20:00buy20.012325.870.000.00
52017.06.15 20:00modify20.012325.872104.850.00
62017.07.10 08:00close20.012506.182104.850.00213.7699813.88
72017.07.11 00:00sell30.012383.870.000.00
82017.07.11 00:00modify30.012383.872610.370.00
92017.07.19 16:00close30.012324.302610.370.0089.6199903.49
102017.07.20 08:00buy40.012326.440.000.00
112017.07.20 08:00modify40.012326.442105.390.00
122017.10.06 04:00close40.014322.992105.390.002804.79102708.28
132017.10.09 00:00buy50.014583.070.000.00
142017.10.09 00:00modify50.014583.074147.620.00
152017.10.25 20:00close50.015526.034147.620.001381.94104090.22
162017.10.27 08:00buy60.015880.430.000.00
172017.10.27 08:00modify60.015880.435321.760.00
182017.11.13 08:00close60.016221.075321.760.00410.91104501.13
192017.11.14 00:00sell70.016505.320.000.00
202017.11.14 00:00modify70.016505.327123.410.00
212017.11.15 14:00s/l70.017124.897123.410.00-972.45103528.68
222017.11.15 16:00sell80.017164.500.000.00
232017.11.15 16:00modify80.017164.507845.130.00
242017.11.16 00:00close80.017294.797845.130.00-205.79103322.89
252017.11.16 16:00buy90.017407.720.000.00
262017.11.16 16:00modify90.017407.726703.970.00
272018.01.09 08:00close90.0114985.766703.970.0011100.69114423.59
282018.01.10 20:00sell100.0114511.990.000.00
292018.01.10 20:00modify100.0114511.9915890.640.00
302018.07.02 20:00close100.016670.1115890.640.0011958.38126381.97
312018.07.03 12:00buy110.016690.590.000.00
322018.07.03 12:00modify110.016690.596054.900.00
332018.07.13 02:17s/l110.016054.556054.900.00-1067.66125314.31
342018.07.13 04:00sell120.016180.430.000.00
352018.07.13 04:00modify120.016180.436767.650.00
362018.07.16 20:37s/l120.016768.276767.650.00-925.50124388.81
372018.07.17 00:01sell130.016600.080.000.00
382018.07.17 00:01modify130.016600.087227.110.00
392018.07.17 08:00close130.016767.527227.110.00-262.42124126.39
402018.07.18 00:01buy140.017374.890.000.00
412018.07.18 00:01modify140.017374.896674.190.00
422018.08.08 00:04s/l140.016673.296674.190.00-1272.36122854.03
432018.08.08 04:00sell150.016540.150.000.00
442018.08.08 04:00modify150.016540.157161.520.00
452018.08.28 22:12s/l150.017161.607161.520.00-1002.29121851.74
462018.08.29 00:00buy160.017142.860.000.00
472018.08.29 00:00modify160.017142.866464.230.00
482018.09.06 03:18s/l160.016463.596464.230.00-1126.59120725.15
492018.09.06 04:00buy170.016492.720.000.00
502018.09.06 04:00modify170.016492.725875.890.00
512018.09.06 12:00close170.016369.615875.890.00-192.95120532.20
522018.09.07 04:00sell180.016425.770.000.00
532018.09.07 04:00modify180.016425.777036.250.00
542018.10.15 09:46s/l180.017053.397036.250.00-1037.55119494.65
552018.10.15 12:00sell190.016450.210.000.00
562018.10.15 12:00modify190.016450.217063.080.00
572018.10.16 04:00close190.016492.807063.080.00-68.14119426.50
582018.10.17 08:01sell200.016389.830.000.00
592018.10.17 08:01modify200.016389.836996.940.00
602018.10.17 20:01close200.016507.356996.940.00-184.16119242.34
612018.10.18 16:02sell210.016374.520.000.00
622018.10.18 16:02modify210.016374.526980.190.00
632018.11.02 20:00close210.016411.006980.190.00-78.19119164.15
642018.11.06 04:00buy220.016466.650.000.00
652018.11.06 04:00modify220.016466.655852.270.00
662018.11.12 00:01close220.016257.775852.270.00-368.61118795.55
672018.11.12 16:00sell230.016305.520.000.00
682018.11.12 16:00modify230.016305.526904.630.00
692019.02.11 12:00close230.013654.236904.630.004076.90122872.45
702019.02.12 04:00buy240.013627.460.000.00
712019.02.12 04:00modify240.013627.463282.800.00
722019.02.25 20:00close240.013761.753282.800.00158.63123031.08
732019.02.28 00:00buy250.013808.630.000.00
742019.02.28 00:00modify250.013808.633446.780.00
752019.03.13 00:00close250.013805.423446.780.00-58.41122972.67
762019.03.13 20:00buy260.013905.140.000.00
772019.03.13 20:00modify260.013905.143534.120.00
782019.04.26 20:00close260.015045.863534.120.001567.80124540.47
792019.04.29 12:00sell270.015109.310.000.00
802019.04.29 12:00modify270.015109.315594.790.00
812019.05.01 20:00close270.015346.915594.790.00-374.61124165.86
822019.05.02 12:00buy280.015431.990.000.00
832019.05.02 12:00modify280.015431.994915.870.00
842019.05.21 04:00close280.017882.024915.870.003697.87127863.73
852019.05.21 12:00buy290.018008.400.000.00
862019.05.21 12:00modify290.018008.407247.600.00
872019.05.31 20:00close290.018327.017247.600.00407.87128271.60
882019.06.04 04:00buy300.018006.930.000.00
892019.06.04 04:00modify300.018006.937246.240.00
902019.06.28 16:00close300.0111581.617246.240.005362.90133634.50
912019.07.01 12:00buy310.0111145.950.000.00
922019.07.01 12:00modify310.0111145.9510087.040.00
932019.07.01 18:01s/l310.0110086.8310087.040.00-1659.66131974.84
942019.07.01 20:00buy320.0110335.270.000.00
952019.07.01 20:00modify320.0110335.279353.360.00
962019.07.12 00:00close320.0111093.869353.360.001051.94133026.78
972019.07.12 16:00sell330.0111620.170.000.00
982019.07.12 16:00modify330.0111620.1712724.120.00
992019.07.19 20:00close330.0110437.5512724.120.001837.38134864.16
1002019.07.22 16:00sell340.0110473.890.000.00
1012019.07.22 16:00modify340.0110473.8911468.920.00
1022019.08.05 04:45s/l340.0111469.4711468.920.00-1591.00133273.16
1032019.08.05 08:00buy350.0111634.100.000.00
1042019.08.05 08:00modify350.0111634.1010528.770.00
1052019.08.14 04:36s/l350.0110525.4510528.770.00-1849.26131423.89
1062019.08.15 00:00sell360.0110105.940.000.00
1072019.08.15 00:00modify360.0110105.9411066.070.00
1082019.08.20 08:00close360.0110873.7011066.070.00-1214.53130209.36
1092019.08.21 00:00buy370.0110763.330.000.00
1102019.08.21 00:00modify370.0110763.339740.790.00
1112019.08.22 04:50s/l370.019739.449740.790.00-1615.50128593.86
1122019.08.22 16:00sell380.019987.980.000.00
1132019.08.22 16:00modify380.019987.9810936.860.00
1142019.09.03 16:00close380.0110638.0110936.860.00-1044.71127549.15
1152019.09.04 08:00buy390.0110650.100.000.00
1162019.09.04 08:00modify390.0110650.109638.340.00
1172019.09.19 06:06s/l390.019630.849638.340.00-1764.39125784.76
1182019.09.19 08:00sell400.019749.680.000.00
1192019.09.19 08:00modify400.019749.6810675.920.00
1202019.09.20 20:00close400.0110142.7910675.920.00-618.28125166.49
1212019.09.23 20:00sell410.019741.590.000.00
1222019.09.23 20:00modify410.019741.5910667.050.00
1232019.10.21 20:00close410.018239.8610667.050.002302.58127469.07
1242019.10.22 12:00buy420.018325.070.000.00
1252019.10.22 12:00modify420.018325.077534.130.00
1262019.10.23 15:43s/l420.017533.807534.130.00-1248.72126220.35
1272019.10.24 08:00sell430.017368.750.000.00
1282019.10.24 08:00modify430.017368.758068.840.00
1292019.10.25 18:47s/l430.018068.968068.840.00-1098.88125121.48
1302019.10.25 20:00sell440.018349.640.000.00
1312019.10.25 20:00modify440.018349.649142.920.00
1322019.10.28 00:00s/l440.019679.859142.920.00-2090.79123030.68
1332019.10.28 00:00sell450.019564.630.000.00
1342019.10.28 00:00modify450.019564.6310473.350.00
1352019.10.28 12:00close450.019430.8810473.350.00209.59123240.27
1362019.10.29 04:00buy460.019340.890.000.00
1372019.10.29 04:00modify460.019340.898453.420.00
1382019.11.15 04:02s/l460.018452.728453.420.00-1559.03121681.25
1392019.11.15 08:00sell470.018489.160.000.00
1402019.11.15 08:00modify470.018489.169295.670.00
1412019.12.19 20:00close470.017182.159295.670.001992.60123673.85
1422019.12.20 12:00buy480.017187.240.000.00
1432019.12.20 12:00modify480.017187.246504.420.00
1442019.12.26 08:00close480.017118.576504.420.00-155.14123518.71
1452019.12.30 08:00sell490.017308.720.000.00
1462019.12.30 08:00modify490.017308.728003.140.00
1472020.01.06 00:00close490.017417.798003.140.00-182.05123336.65
1482020.01.06 16:00buy500.017580.570.000.00
1492020.01.06 16:00modify500.017580.576860.350.00
1502020.02.17 16:00close500.019491.876860.350.002584.65125921.30
1512020.02.18 08:00sell510.019741.940.000.00
1522020.02.18 08:00modify510.019741.9410667.490.00
1532020.02.19 16:00close510.0110190.1010667.490.00-704.50125216.80
1542020.02.20 08:00buy520.019621.210.000.00
1552020.02.20 08:00modify520.019621.218707.190.00
1562020.02.26 18:44s/l520.018706.698707.190.00-1496.10123720.70
1572020.02.26 20:00sell530.018658.640.000.00
1582020.02.26 20:00modify530.018658.649481.280.00
1592020.04.30 09:05s/l530.019482.729481.280.00-1390.95122329.75
1602020.04.30 12:00buy540.019180.980.000.00
1612020.04.30 12:00modify540.019180.988308.710.00
1622020.05.11 20:00close540.018552.358308.710.00-1091.55121238.20
1632020.05.12 12:00sell550.018693.270.000.00
1642020.05.12 12:00modify550.018693.279519.160.00
1652020.05.13 16:00close550.019150.849519.160.00-718.95120519.24
1662020.05.14 16:00buy560.019646.080.000.00
1672020.05.14 16:00modify560.019646.088729.630.00
1682020.05.25 02:34s/l560.018715.578729.630.00-1570.51118948.74
1692020.05.25 04:00sell570.018750.730.000.00
1702020.05.25 04:00modify570.018750.739582.130.00
1712020.05.28 12:00close570.019242.719582.130.00-776.84118171.89
1722020.05.29 04:00buy580.019568.360.000.00
1732020.05.29 04:00modify580.019568.368659.310.00
1742020.06.12 12:00close580.019414.428659.310.00-387.22117784.68
1752020.06.15 04:00sell590.019273.870.000.00
1762020.06.15 04:00modify590.019273.8710154.920.00
1772020.06.17 08:00close590.019515.5510154.920.00-382.88117401.80
1782020.06.18 04:00sell600.019371.910.000.00
1792020.06.18 04:00modify600.019371.9110262.340.00
1802020.06.23 08:00close600.019683.3110262.340.00-498.24116903.55
1812020.06.24 00:00buy610.019689.580.000.00
1822020.06.24 00:00modify610.019689.588769.000.00
1832020.06.25 08:00close610.019052.748769.000.00-1007.99115895.57
1842020.06.26 00:00sell620.019219.200.000.00
1852020.06.26 00:00modify620.019219.2010095.130.00
1862020.07.02 16:00close620.019300.1710095.130.00-138.90115756.66
1872020.07.03 12:00sell630.019044.550.000.00
1882020.07.03 12:00modify630.019044.559903.840.00
1892020.07.07 08:00close630.019341.339903.840.00-473.01115283.65
1902020.07.08 00:00buy640.019314.190.000.00
1912020.07.08 00:00modify640.019314.198429.260.00
1922020.07.10 16:00close640.019127.318429.260.00-313.04114970.61
1932020.07.13 08:00sell650.019210.750.000.00
1942020.07.13 08:00modify650.019210.7510085.830.00
1952020.07.22 04:00close650.019423.7210085.830.00-351.89114618.72
1962020.07.22 20:00buy660.019398.130.000.00
1972020.07.22 20:00modify660.019398.138505.280.00
1982020.08.20 04:00close660.0111735.588505.280.003310.32117929.05
1992020.08.23 14:00buy670.0111591.920.000.00
2002020.08.23 14:00modify670.0111591.9210490.670.00
2012020.09.03 08:00close670.0111258.6210490.670.00-659.93117269.12
2022020.09.04 00:00sell680.0110757.160.000.00
2032020.09.04 00:00modify680.0110757.1611779.130.00
2042020.09.25 16:00close680.0110638.7311779.130.00137.46117406.57
2052020.09.26 08:00buy690.0110773.120.000.00
2062020.09.26 08:00modify690.0110773.129749.660.00
2072020.09.30 00:00close690.0110735.669749.660.00-93.84117312.73
2082020.10.02 04:00buy700.0110615.610.000.00
2092020.10.02 04:00modify700.0110615.619607.120.00
2102020.10.02 12:00close700.0110433.549607.120.00-285.30117027.43
2112020.10.03 04:00sell710.0110529.840.000.00
2122020.10.03 04:00modify710.0110529.8411530.240.00
2132020.10.05 16:00close710.0110720.0811530.240.00-300.43116727.00
2142020.10.06 08:00buy720.0110793.820.000.00
2152020.10.06 08:00modify720.0110793.829768.390.00
2162020.11.27 00:00close720.0117148.529768.390.009150.90125877.90
2172020.11.27 16:00sell730.0117051.540.000.00
2182020.11.27 16:00modify730.0117051.5418671.500.00
2192020.11.29 16:00close730.0118060.5618671.500.00-1588.48124289.41
2202020.11.30 16:00buy740.0118873.860.000.00
2212020.11.30 16:00modify740.0118873.8617080.790.00
2222021.02.01 12:00close740.0134462.2517080.790.0022506.17146795.59
2232021.02.02 20:00buy750.0135019.040.000.00
2242021.02.02 20:00modify750.0135019.0431692.200.00
2252021.02.23 12:00close750.0146576.4331692.200.0017044.54163840.12
2262021.02.24 16:00sell760.0150705.130.000.00
2272021.02.24 16:00modify760.0150705.1355522.190.00
2282021.02.27 00:00close760.0146299.5355522.190.006860.33170700.45
2292021.02.27 08:00sell770.0147602.130.000.00
2302021.02.27 08:00modify770.0147602.1352124.410.00
2312021.03.02 12:00close770.0148941.8752124.410.00-2119.24168581.21
2322021.03.03 04:00buy780.0148598.260.000.00
2332021.03.03 04:00modify780.0148598.2643981.370.00
2342021.03.05 16:00close780.0147622.7243981.370.00-1635.67166945.54
2352021.03.06 08:00sell790.0148414.540.000.00
2362021.03.06 08:00modify790.0148414.5453013.990.00
2372021.03.09 04:29s/l790.0153016.2653013.990.00-7231.37159714.17
2382021.03.09 08:00buy800.0153763.040.000.00
2392021.03.09 08:00modify800.0153763.0448655.520.00
2402021.04.17 08:00close800.0162180.0148655.520.0010667.88170382.04
2412021.04.18 04:00buy810.0159313.290.000.00
2422021.04.18 04:00modify810.0159313.2953678.450.00
2432021.04.18 05:35s/l810.0153675.4953678.450.00-8832.40161549.64
2442021.04.18 08:00buy820.0155759.760.000.00
2452021.04.18 08:00modify820.0155759.7650462.530.00
2462021.04.23 03:48s/l820.0150461.9350462.530.00-8600.10152949.54
2472021.04.23 04:00sell830.0151034.140.000.00
2482021.04.23 04:00modify830.0151034.1455882.450.00
2492021.04.28 22:03s/l830.0155885.7255882.450.00-7656.71145292.83
2502021.04.29 00:00buy840.0154903.430.000.00
2512021.04.29 00:00modify840.0154903.4349687.580.00
2522021.05.05 00:00close840.0154362.5149687.580.00-1212.58144080.25
2532021.05.06 04:00sell850.0156857.340.000.00
2542021.05.06 04:00modify850.0156857.3462258.850.00
2552021.06.10 12:00close850.0137470.4262258.850.0030047.99174128.24
2562021.06.11 04:00buy860.0136351.650.000.00
2572021.06.11 04:00modify860.0136351.6532898.200.00
2582021.06.21 08:31s/l860.0132896.9832898.200.00-5821.46168306.78
2592021.06.21 12:00sell870.0133140.370.000.00
2602021.06.21 12:00modify870.0133140.3736288.740.00
2612021.06.25 16:00close870.0133007.0036288.740.00180.15168486.93
2622021.06.26 20:00sell880.0131644.290.000.00
2632021.06.26 20:00modify880.0131644.2934650.510.00
2642021.06.28 01:39s/l880.0134657.1434650.510.00-4727.27163759.65
2652021.06.28 04:00sell890.0134257.880.000.00
2662021.06.28 04:00modify890.0134257.8837512.400.00
2672021.07.10 20:00close890.0133467.0937512.400.001141.99164901.65
2682021.07.11 16:00sell900.0133873.190.000.00
2692021.07.11 16:00modify900.0133873.1937091.150.00
2702021.07.12 16:00close900.0133614.1937091.150.00398.24165299.89
2712021.07.13 04:00buy910.0133203.650.000.00
2722021.07.13 04:00modify910.0133203.6530049.260.00
2732021.07.20 05:17s/l910.0130036.8230049.260.00-5203.85160096.04
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