Strategy Tester Report
Bitcoin H4 MN421 ver4.4.122
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=421; StopLoss1=8.5; 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96434.58総利益524843.95総損失-428409.37
プロフィットファクタ1.23期待利得385.74
絶対ドローダウン4871.96最大ドローダウン66888.16 (25.94%)相対ドローダウン30.60% (54764.33)
総取引数250売りポジション(勝率%)111 (42.34%)買いポジション(勝率%)139 (45.32%)
勝率(%)110 (44.00%)負率 (%)140 (56.00%)
最大勝トレード36503.34敗トレード-14094.55
平均勝トレード4771.31敗トレード-3060.07
最大連勝(金額)7 (19015.15)連敗(金額)6 (-4411.74)
最大連勝(トレード数)36503.34 (1)連敗(トレード数)-42492.35 (4)
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
12017.06.01 04:00sell10.012319.270.000.00
22017.06.01 04:00modify10.012319.272516.440.00
32017.06.05 00:05s/l10.012516.742516.440.00-311.6099688.40
42017.06.05 04:00buy20.012548.900.000.00
52017.06.05 04:00modify20.012548.902332.150.00
62017.06.15 09:01s/l20.012328.662332.150.00-375.0699313.34
72017.06.15 12:00buy30.012463.580.000.00
82017.06.15 12:00modify30.012463.582254.100.00
92017.06.15 14:30s/l30.012252.242254.100.00-331.1798982.17
102017.06.15 16:00buy40.012277.630.000.00
112017.06.15 16:00modify40.012277.632084.000.00
122017.06.15 17:02s/l40.012080.032084.000.00-309.6498672.53
132017.06.15 20:00buy50.012325.840.000.00
142017.06.15 20:00modify50.012325.842128.110.00
152017.07.13 04:00close50.012382.902128.110.0012.8998685.42
162017.07.14 00:00buy60.012338.460.000.00
172017.07.14 00:00modify60.012338.462139.640.00
182017.07.17 00:00s/l60.011865.172139.640.00-747.7497937.68
192017.07.17 00:00sell70.011865.120.000.00
202017.07.17 00:00modify70.011865.122023.740.00
212017.07.17 11:00s/l70.012060.912023.740.00-306.8197630.87
222017.07.17 11:00sell80.012060.390.000.00
232017.07.17 11:00modify80.012060.392235.530.00
242017.07.18 02:59s/l80.012236.242235.530.00-276.0397354.84
252017.07.18 04:00sell90.012191.790.000.00
262017.07.18 04:00modify90.012191.792378.100.00
272017.07.18 23:12s/l90.012378.212378.100.00-292.1297062.72
282017.07.19 00:00buy100.012350.110.000.00
292017.07.19 00:00modify100.012350.112150.340.00
302017.08.04 00:00close100.012780.362150.340.00627.3897690.10
312017.08.07 00:00buy110.013266.260.000.00
322017.08.07 00:00modify110.013266.262988.570.00
332017.08.29 08:00close110.014389.502988.570.001663.7399353.83
342017.08.29 12:00sell120.014368.520.000.00
352017.08.29 12:00modify120.014368.524739.930.00
362017.08.31 19:24s/l120.014740.074739.930.00-584.2398769.61
372017.08.31 20:00buy130.014730.310.000.00
382017.08.31 20:00modify130.014730.314328.230.00
392017.09.04 15:08s/l130.014326.434328.230.00-653.1598116.45
402017.09.04 16:00buy140.014430.290.000.00
412017.09.04 16:00modify140.014430.294053.630.00
422017.09.05 08:53s/l140.014044.944053.630.00-608.5997507.86
432017.09.05 12:00sell150.014340.900.000.00
442017.09.05 12:00modify150.014340.904709.990.00
452017.09.07 16:00close150.014650.044709.990.00-486.4097021.47
462017.09.07 20:00buy160.014630.100.000.00
472017.09.07 20:00modify160.014630.104236.460.00
482017.09.08 22:57s/l160.014232.664236.460.00-627.8096393.67
492017.09.12 00:00sell170.014196.160.000.00
502017.09.12 00:00modify170.014196.164552.880.00
512017.09.13 16:00close170.013879.074552.880.00495.9896889.65
522017.09.14 00:00sell180.013897.370.000.00
532017.09.14 00:00modify180.013897.374228.680.00
542017.09.28 02:27s/l180.014228.754228.680.00-530.8596358.79
552017.09.28 04:00buy190.014179.080.000.00
562017.09.28 04:00modify190.014179.083823.790.00
572017.10.19 16:00close190.015658.873823.790.002208.4298567.21
582017.10.19 20:00sell200.015662.110.000.00
592017.10.19 20:00modify200.015662.116143.490.00
602017.10.30 00:00s/l200.016177.086143.490.00-821.1097746.11
612017.10.30 00:00buy210.016177.080.000.00
622017.10.30 00:00modify210.016177.085651.960.00
632017.11.13 00:52s/l210.015650.085651.960.00-928.5796817.54
642017.11.13 04:00sell220.015844.900.000.00
652017.11.13 04:00modify220.015844.906341.720.00
662017.11.13 11:36s/l220.016347.036341.720.00-786.8596030.69
672017.11.13 12:00sell230.016394.620.000.00
682017.11.13 12:00modify230.016394.626938.250.00
692017.11.15 09:23s/l230.016938.916938.250.00-855.7695174.93
702017.11.15 12:00buy240.016924.620.000.00
712017.11.15 12:00modify240.016924.626336.010.00
722017.11.30 00:00close240.0110188.586336.010.004973.50100148.43
732017.12.01 00:00buy250.019661.480.000.00
742017.12.01 00:00modify250.019661.488840.180.00
752018.01.05 12:00close250.0115790.388840.180.009041.07109189.50
762018.01.05 16:00sell260.0115969.340.000.00
772018.01.05 16:00modify260.0115969.3417326.800.00
782018.01.08 20:00close260.0114863.1417326.800.001722.89110912.39
792018.01.09 00:01sell270.0114886.060.000.00
802018.01.09 00:01modify270.0114886.0616151.420.00
812018.02.09 16:00close270.018324.1516151.420.0010208.86121121.26
822018.02.09 20:00buy280.018669.280.000.00
832018.02.09 20:00modify280.018669.287932.320.00
842018.03.02 04:00close280.0111093.927932.320.003574.25124695.51
852018.03.05 00:01buy290.0111477.350.000.00
862018.03.05 00:01modify290.0111477.3510501.730.00
872018.03.07 08:13s/l290.0110501.6810501.730.00-1553.13123142.38
882018.03.07 12:00sell300.0110423.700.000.00
892018.03.07 12:00modify300.0110423.7011309.710.00
902018.04.26 04:00close300.018883.5811309.710.002323.76125466.14
912018.04.27 00:01sell310.019038.050.000.00
922018.04.27 00:01modify310.019038.059806.340.00
932018.05.03 21:05s/l310.019809.429806.340.00-1220.90124245.24
942018.05.04 00:01buy320.019726.630.000.00
952018.05.04 00:01modify320.019726.638899.840.00
962018.05.11 03:03s/l320.018899.068899.840.00-1367.64122877.60
972018.05.11 04:00buy330.018998.920.000.00
982018.05.11 04:00modify330.018998.928233.990.00
992018.05.14 08:10s/l330.018231.748233.990.00-1230.24121647.36
1002018.05.14 12:00sell340.018372.940.000.00
1012018.05.14 12:00modify340.018372.949084.710.00
1022018.06.05 04:00close340.017563.509084.710.001230.40122877.76
1032018.06.05 08:00buy350.017446.890.000.00
1042018.06.05 08:00modify350.017446.896813.820.00
1052018.06.11 01:00s/l350.016675.406813.820.00-1255.46121622.30
1062018.06.11 01:00sell360.016675.360.000.00
1072018.06.11 01:00modify360.016675.367242.810.00
1082018.06.20 16:00close360.016681.887242.810.00-23.21121599.09
1092018.06.20 20:00buy370.016817.420.000.00
1102018.06.20 20:00modify370.016817.426237.920.00
1112018.06.22 12:59s/l370.016235.616237.920.00-926.22120672.86
1122018.06.22 16:00buy380.016391.540.000.00
1132018.06.22 16:00modify380.016391.545848.220.00
1142018.06.22 22:13s/l380.015847.145848.220.00-853.09119819.77
1152018.06.25 00:01sell390.016121.210.000.00
1162018.06.25 00:01modify390.016121.216641.610.00
1172018.07.02 16:29s/l390.016643.086641.610.00-827.37118992.41
1182018.07.02 20:00sell400.016550.020.000.00
1192018.07.02 20:00modify400.016550.027106.860.00
1202018.07.10 12:00close400.016652.987106.860.00-173.06118819.34
1212018.07.10 16:00buy410.016430.900.000.00
1222018.07.10 16:00modify410.016430.905884.180.00
1232018.07.23 16:00close410.017640.705884.180.001799.38120618.72
1242018.07.24 00:00buy420.017765.020.000.00
1252018.07.24 00:00modify420.017765.027104.980.00
1262018.08.06 00:01s/l420.016993.757104.980.00-1317.88119300.84
1272018.08.06 00:01sell430.016993.780.000.00
1282018.08.06 00:01modify430.016993.787588.270.00
1292018.08.23 08:00close430.016454.407588.270.00821.17120122.01
1302018.08.23 12:00buy440.016492.470.000.00
1312018.08.23 12:00modify440.016492.475940.550.00
1322018.08.31 16:00close440.016841.365940.550.00488.22120610.24
1332018.08.31 20:00sell450.016926.740.000.00
1342018.08.31 20:00modify450.016926.747515.580.00
1352018.09.17 20:00close450.016322.977515.580.00921.09121531.33
1362018.09.18 00:00sell460.016156.350.000.00
1372018.09.18 00:00modify460.016156.356679.690.00
1382018.09.21 10:39s/l460.016683.376679.690.00-830.05120701.28
1392018.09.21 12:00buy470.016764.430.000.00
1402018.09.21 12:00modify470.016764.436189.430.00
1412018.10.11 04:14s/l470.016164.636189.430.00-1081.78119619.49
1422018.10.12 00:01sell480.016187.710.000.00
1432018.10.12 00:01modify480.016187.716713.760.00
1442018.10.15 09:02s/l480.016733.226713.760.00-858.95118760.54
1452018.10.15 12:00buy490.016570.310.000.00
1462018.10.15 12:00modify490.016570.316011.820.00
1472018.10.22 16:00close490.016339.996011.820.00-409.41118351.13
1482018.10.22 20:01sell500.016346.210.000.00
1492018.10.22 20:01modify500.016346.216885.740.00
1502018.11.08 16:00close500.016539.086885.740.00-326.08118025.05
1512018.11.08 20:00buy510.016483.590.000.00
1522018.11.08 20:00modify510.016483.595932.400.00
1532018.11.14 18:16s/l510.015931.885932.400.00-905.46117119.59
1542018.11.14 20:00sell520.015630.980.000.00
1552018.11.14 20:00modify520.015630.986109.640.00
1562019.01.08 16:00close520.014122.346109.640.002315.61119435.20
1572019.01.08 20:00buy530.014062.750.000.00
1582019.01.08 20:00modify530.014062.753717.370.00
1592019.01.10 08:49s/l530.013705.823717.370.00-567.89118867.31
1602019.01.10 12:00buy540.013837.690.000.00
1612019.01.10 12:00modify540.013837.693511.400.00
1622019.01.14 00:00s/l540.013455.403511.400.00-614.22118253.10
1632019.01.14 00:00buy550.013575.550.000.00
1642019.01.14 00:00modify550.013575.553271.580.00
1652019.02.07 20:00close550.013300.453271.580.00-520.91117732.19
1662019.02.08 00:00buy560.013419.110.000.00
1672019.02.08 00:00modify560.013419.113128.480.00
1682019.02.11 04:00close560.013543.563128.480.00183.43117915.62
1692019.02.12 00:00buy570.013652.160.000.00
1702019.02.12 00:00modify570.013652.163341.670.00
1712019.03.15 16:00close570.013821.373341.670.00139.56118055.19
1722019.03.18 00:00buy580.014035.580.000.00
1732019.03.18 00:00modify580.014035.583692.480.00
1742019.05.09 12:00close580.015992.423692.480.002791.05120846.24
1752019.05.09 16:00sell590.015940.470.000.00
1762019.05.09 16:00modify590.015940.476445.440.00
1772019.05.10 19:45s/l590.016445.796445.440.00-793.17120053.07
1782019.05.10 20:00buy600.016433.540.000.00
1792019.05.10 20:00modify600.016433.545886.650.00
1802019.05.31 00:00close600.018402.715886.650.002902.42122955.49
1812019.06.03 01:00sell610.018655.890.000.00
1822019.06.03 01:00modify610.018655.899391.650.00
1832019.06.17 14:05s/l610.019392.069391.650.00-1178.37121777.12
1842019.06.17 16:00buy620.019355.410.000.00
1852019.06.17 16:00modify620.019355.418560.190.00
1862019.07.03 16:00close620.0111337.068560.190.002919.76124696.88
1872019.07.03 20:00sell630.0111140.400.000.00
1882019.07.03 20:00modify630.0111140.4012087.440.00
1892019.07.04 03:02s/l630.0112087.9712087.440.00-1487.25123209.63
1902019.07.04 04:00buy640.0111904.110.000.00
1912019.07.04 04:00modify640.0111904.1110892.250.00
1922019.07.05 09:51s/l640.0110890.2610892.250.00-1601.31121608.33
1932019.07.05 12:00buy650.0110952.120.000.00
1942019.07.05 12:00modify650.0110952.1210021.170.00
1952019.07.08 20:00close650.0111821.0610021.170.001324.16122932.49
1962019.07.09 00:00buy660.0112266.040.000.00
1972019.07.09 00:00modify660.0112266.0411223.390.00
1982019.07.11 07:27s/l660.0111222.6511223.390.00-1661.10121271.39
1992019.07.12 00:00sell670.0111093.860.000.00
2002019.07.12 00:00modify670.0111093.8612036.880.00
2012019.07.17 12:00close670.019580.5512036.880.002359.78123631.18
2022019.07.18 00:00sell680.019631.880.000.00
2032019.07.18 00:00modify680.019631.8810450.610.00
2042019.07.18 18:11s/l680.0110450.8910450.610.00-1283.32122347.86
2052019.07.18 20:00sell690.0110456.940.000.00
2062019.07.18 20:00modify690.0110456.9411345.850.00
2072019.08.05 04:28s/l690.0111346.3011345.850.00-1433.60120914.26
2082019.08.05 08:00buy700.0111634.030.000.00
2092019.08.05 08:00modify700.0111634.0310645.110.00
2102019.08.14 04:18s/l700.0110645.0210645.110.00-1661.62119252.64
2112019.08.14 08:00sell710.0110468.350.000.00
2122019.08.14 08:00modify710.0110468.3511358.210.00
2132019.08.21 20:00close710.0110176.0611358.210.00442.03119694.67
2142019.08.22 00:00sell720.0110094.060.000.00
2152019.08.22 00:00modify720.0110094.0610952.100.00
2162019.09.06 14:28s/l720.0110953.2110952.100.00-1379.23118315.43
2172019.09.06 16:00buy730.0110923.970.000.00
2182019.09.06 16:00modify730.0110923.979995.370.00
2192019.09.09 00:01close730.0110305.979995.370.00-1001.99117313.45
2202019.09.10 00:00sell740.0110178.890.000.00
2212019.09.10 00:00modify740.0110178.8911044.110.00
2222019.12.10 16:00close740.017379.5411044.110.004216.02121529.46
2232019.12.11 00:00sell750.017163.280.000.00
2242019.12.11 00:00modify750.017163.287772.180.00
2252019.12.24 04:00close750.017362.057772.180.00-331.88121197.59
2262019.12.25 00:00sell760.017188.570.000.00
2272019.12.25 00:00modify760.017188.577799.630.00
2282020.01.07 00:42s/l760.017799.767799.630.00-978.50120219.09
2292020.01.08 00:00buy770.018078.940.000.00
2302020.01.08 00:00modify770.018078.947392.190.00
2312020.01.14 16:00close770.018530.197392.190.00654.88120873.96
2322020.01.15 00:00buy780.018799.030.000.00
2332020.01.15 00:00modify780.018799.038051.090.00
2342020.01.28 12:00close780.018906.448051.090.0046.61120920.58
2352020.01.29 00:00buy790.019100.200.000.00
2362020.01.29 00:00modify790.019100.208326.590.00
2372020.03.09 00:00s/l790.018215.268326.590.00-1793.39119127.19
2382020.03.09 00:00buy800.018330.320.000.00
2392020.03.09 00:00modify800.018330.327622.220.00
2402020.03.09 18:08s/l800.017621.997622.220.00-1109.68118017.51
2412020.03.09 20:00buy810.017842.260.000.00
2422020.03.09 20:00modify810.017842.267175.610.00
2432020.03.12 13:20s/l810.017175.377175.610.00-1070.38116947.13
2442020.03.12 16:00sell820.015961.670.000.00
2452020.03.12 16:00modify820.015961.676468.440.00
2462020.03.20 01:51s/l820.016469.676468.440.00-805.36116141.77
2472020.03.20 04:00buy830.016290.480.000.00
2482020.03.20 04:00modify830.016290.485755.720.00
2492020.03.20 23:31s/l830.015755.365755.720.00-838.34115303.43
2502020.03.23 00:00buy840.015996.200.000.00
2512020.03.23 00:00modify840.015996.205486.430.00
2522020.03.24 12:00close840.016690.925486.430.001081.45116384.88
2532020.03.24 16:00sell850.016630.330.000.00
2542020.03.24 16:00modify850.016630.337193.980.00
2552020.04.02 20:04s/l850.017194.887193.980.00-897.02115487.87
2562020.04.03 00:00buy860.016805.210.000.00
2572020.04.03 00:00modify860.016805.216226.760.00
2582020.04.14 16:00close860.016801.026226.760.00-90.19115397.67
2592020.04.14 20:00sell870.016907.740.000.00
2602020.04.14 20:00modify870.016907.747494.960.00
2612020.04.23 17:20s/l870.017495.077494.960.00-933.96114463.72
2622020.04.23 20:00buy880.017571.090.000.00
2632020.04.23 20:00modify880.017571.096927.470.00
2642020.05.05 08:00close880.019001.756927.470.002134.17116597.89
2652020.05.05 12:00sell890.018983.300.000.00
2662020.05.05 12:00modify890.018983.309746.990.00
2672020.05.07 20:04s/l890.019747.209746.990.00-1200.75115397.14
2682020.05.08 00:00buy900.019861.030.000.00
2692020.05.08 00:00modify900.019861.039022.820.00
2702020.05.11 00:01s/l900.018674.919022.820.00-1886.54113510.60
2712020.05.11 00:01buy910.018790.060.000.00
2722020.05.11 00:01modify910.018790.068042.850.00
2732020.07.07 04:00close910.019276.708042.850.00184.91113695.51
2742020.07.08 00:00buy920.019314.190.000.00
2752020.07.08 00:00modify920.019314.198522.400.00
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