Strategy Tester Report
EURUSD H4 MN35 ver4.4.117
TitanFX-03 (Build 1420)

通貨ペアEURUSD (Euro vs US Dollar)
期間4時間足(H4) 2003.05.27 16:00 - 2024.12.31 20:00 (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=35; RSIPeriod1=30; ProfitTarget1=9.5; mmLots=0.01;
テストバー数33837モデルティック数420761969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227863.26総利益638804.73総損失-410941.47
プロフィットファクタ1.55期待利得627.72
絶対ドローダウン8344.38最大ドローダウン37037.23 (11.23%)相対ドローダウン19.45% (26428.12)
総取引数363売りポジション(勝率%)183 (59.02%)買いポジション(勝率%)180 (47.78%)
勝率(%)194 (53.44%)負率 (%)169 (46.56%)
最大勝トレード21030.80敗トレード-15533.59
平均勝トレード3292.81敗トレード-2431.61
最大連勝(金額)6 (39541.39)連敗(金額)7 (-26863.83)
最大連勝(トレード数)39541.39 (6)連敗(トレード数)-26863.83 (7)
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
12003.05.27 20:00buy10.011.185350.000000.00000
22003.05.27 20:00modify10.011.185351.168561.29787
32003.06.02 06:01s/l10.011.168421.168561.29787-2735.9597264.05
42003.06.04 00:00sell20.011.172950.000000.00000
52003.06.04 00:00modify20.011.172951.195261.06152
62003.06.10 00:00close20.011.171561.195261.06152232.8797496.92
72003.06.11 00:00sell30.011.166690.000000.00000
82003.06.11 00:00modify30.011.166691.197591.05592
92003.07.11 00:00close30.011.138811.197591.055924462.18101959.10
102003.07.11 04:00buy40.011.135110.000000.00000
112003.07.11 04:00modify40.011.135111.120951.24292
122003.07.15 20:00s/l40.011.120801.120951.24292-2275.4899683.62
132003.07.16 12:00sell50.011.112510.000000.00000
142003.07.16 12:00modify50.011.112511.161171.00684
152003.08.06 00:00close50.011.138731.161171.00684-4075.9095607.72
162003.08.06 08:00buy60.011.140810.000000.00000
172003.08.06 08:00modify60.011.140811.117881.24915
182003.08.18 14:23s/l60.011.117791.117881.24915-3766.4491841.28
192003.08.19 00:00sell70.011.114120.000000.00000
202003.08.19 00:00modify70.011.114121.135981.00831
212003.08.27 00:00close70.011.085461.135981.008314528.2496369.52
222003.09.01 04:00buy80.011.097580.000000.00000
232003.09.01 04:00modify80.011.097581.066271.20181
242003.12.01 01:55t/p80.011.201981.066271.2018115326.79111696.31
252003.12.01 08:00buy90.011.200560.000000.00000
262003.12.01 08:00modify90.011.200561.170311.31460
272003.12.22 00:00close90.011.240051.170311.314605959.41117655.73
282003.12.26 00:00buy100.011.245120.000000.00000
292003.12.26 00:00modify100.011.245121.228651.36331
302004.03.02 17:59s/l100.011.228561.228651.36331-3389.65114266.08
312004.03.03 04:00sell110.011.219620.000000.00000
322004.03.03 04:00modify110.011.219621.270211.10385
332004.07.28 00:00close110.011.205861.270211.103852511.87116777.95
342004.07.28 04:00sell120.011.205540.000000.00000
352004.07.28 04:00modify120.011.205541.226851.09105
362004.08.05 00:00close120.011.205421.226851.0910542.48116820.43
372004.08.09 00:00buy130.011.228820.000000.00000
382004.08.09 00:00modify130.011.228821.194091.34548
392004.09.15 00:00close130.011.224541.194091.34548-1119.82115700.61
402004.09.16 04:00sell140.011.215460.000000.00000
412004.09.16 04:00modify140.011.215461.239401.10000
422004.09.30 14:46s/l140.011.239421.239401.10000-3736.80111963.80
432004.10.01 00:00buy150.011.244080.000000.00000
442004.10.01 00:00modify150.011.244081.221791.36218
452004.10.05 00:00close150.011.228431.221791.36218-2486.31109477.49
462004.10.05 04:00sell160.011.227250.000000.00000
472004.10.05 04:00modify160.011.227251.252481.11074
482004.10.18 16:07s/l160.011.252531.252481.11074-3946.85105530.64
492004.10.19 00:00buy170.011.249400.000000.00000
502004.10.19 00:00modify170.011.249401.221391.36809
512004.10.25 04:00close170.011.276651.221391.368094214.82109745.46
522004.10.25 08:00buy180.011.276060.000000.00000
532004.10.25 08:00modify180.011.276061.236101.39727
542004.10.28 00:00close180.011.270511.236101.39727-933.50108811.96
552004.11.05 00:00buy190.011.287110.000000.00000
562004.11.05 00:00modify190.011.287111.242431.40935
572004.11.30 00:00close190.011.327621.242431.409356095.87114907.83
582004.12.02 00:00buy200.011.334350.000000.00000
592004.12.02 00:00modify200.011.334351.308481.46100
602004.12.31 00:00close200.011.363251.308481.461004196.88119104.71
612005.01.03 12:00sell210.011.353310.000000.00000
622005.01.03 12:00modify210.011.353311.387621.22483
632005.01.12 00:00close210.011.310601.387621.224836741.19125845.90
642005.01.13 04:00buy220.011.325190.000000.00000
652005.01.13 04:00modify220.011.325191.295811.45098
662005.01.20 12:26s/l220.011.295701.295811.45098-4724.10121121.81
672005.01.20 20:00sell230.011.294690.000000.00000
682005.01.20 20:00modify230.011.294691.333301.17172
692005.01.24 00:00close230.011.304021.333301.17172-1463.25119658.56
702005.01.25 00:00buy240.011.306080.000000.00000
712005.01.25 00:00modify240.011.306081.271571.43008
722005.02.23 00:00close240.011.325601.271571.430082721.13122379.69
732005.02.23 04:00buy250.011.324200.000000.00000
742005.02.23 04:00modify250.011.324201.296561.44994
752005.02.24 00:00close250.011.321271.296561.44994-497.17121882.52
762005.02.24 04:00buy260.011.322060.000000.00000
772005.02.24 04:00modify260.011.322061.278321.44757
782005.02.24 08:00close260.011.323771.278321.44757269.03122151.55
792005.02.24 16:00buy270.011.323780.000000.00000
802005.02.24 16:00modify270.011.323781.304821.44943
812005.03.17 00:00close270.011.341451.304821.449432526.61124678.16
822005.03.22 00:00sell280.011.315560.000000.00000
832005.03.22 00:00modify280.011.315561.354301.19058
842005.05.04 00:00close280.011.287181.354301.190584566.75129244.92
852005.05.05 00:00buy290.011.294830.000000.00000
862005.05.05 00:00modify290.011.294831.270481.41781
872005.05.12 15:30s/l290.011.269701.270481.41781-4038.15125206.77
882005.05.13 00:00sell300.011.268690.000000.00000
892005.05.13 00:00modify300.011.268691.309351.14823
902005.06.17 00:00close300.011.211281.309351.148239115.43134322.20
912005.06.20 04:00buy310.011.222390.000000.00000
922005.06.20 04:00modify310.011.222391.188701.33852
932005.07.04 14:57s/l310.011.188641.188701.33852-5478.79128843.41
942005.07.04 16:00sell320.011.189930.000000.00000
952005.07.04 16:00modify320.011.189931.237661.07696
962005.08.04 04:24s/l320.011.237821.237661.07696-7457.09121386.33
972005.08.04 12:00buy330.011.231430.000000.00000
982005.08.04 12:00modify330.011.231431.187641.34840
992005.08.10 00:00close330.011.236481.187641.34840746.23122132.56
1002005.08.12 00:00buy340.011.247360.000000.00000
1012005.08.12 00:00modify340.011.247361.220031.36583
1022005.08.18 15:45s/l340.011.219921.220031.36583-4389.46117743.10
1032005.08.19 00:00sell350.011.216850.000000.00000
1042005.08.19 00:00modify350.011.216851.249411.10131
1052005.08.23 00:00close350.011.222891.249411.10131-945.59116797.51
1062005.08.24 04:00buy360.011.220950.000000.00000
1072005.08.24 04:00modify360.011.220951.204291.33686
1082005.08.31 00:00close360.011.221231.204291.33686-40.42116757.10
1092005.08.31 04:00sell370.011.221720.000000.00000
1102005.08.31 04:00modify370.011.221721.252071.10567
1112005.09.01 21:44s/l370.011.252181.252071.10567-4785.40111971.70
1122005.09.02 04:00buy380.011.247540.000000.00000
1132005.09.02 04:00modify380.011.247541.194671.36605
1142005.09.09 00:00close380.011.239321.194671.36605-1377.70110594.00
1152005.09.09 04:00sell390.011.238520.000000.00000
1162005.09.09 04:00modify390.011.238521.271791.12093
1172005.11.14 00:00close390.011.172251.271791.1209310577.82121171.82
1182005.11.18 04:00buy400.011.174540.000000.00000
1192005.11.18 04:00modify400.011.174541.151531.28608
1202006.03.21 00:00close400.011.215981.151531.286085059.63126231.45
1212006.03.22 04:00sell410.011.208840.000000.00000
1222006.03.22 04:00modify410.011.208841.228951.09406
1232006.03.29 00:00close410.011.200051.228951.094061399.52127630.97
1242006.03.31 04:00buy420.011.216430.000000.00000
1252006.03.31 04:00modify420.011.216431.188781.33196
1262006.05.02 12:00close420.011.261831.188781.331966780.70134411.66
1272006.05.02 20:00buy430.011.261110.000000.00000
1282006.05.02 20:00modify430.011.261111.233861.38085
1292006.05.03 00:00close430.011.260491.233861.38085-109.61134302.06
1302006.05.05 04:00buy440.011.268950.000000.00000
1312006.05.05 04:00modify440.011.268951.247871.38948
1322006.05.11 00:00close440.011.277371.247871.389481252.30135554.36
1332006.05.12 04:00buy450.011.285540.000000.00000
1342006.05.12 04:00modify450.011.285541.261551.40758
1352006.05.18 00:00close450.011.273321.261551.40758-1994.95133559.41
1362006.05.18 04:00sell460.011.274450.000000.00000
1372006.05.18 04:00modify460.011.274451.301821.15338
1382006.06.14 16:00close460.011.254051.301821.153383268.68136828.10
1392006.06.14 20:00sell470.011.262330.000000.00000
1402006.06.14 20:00modify470.011.262331.273901.14244
1412006.06.15 00:00close470.011.259711.273901.14244419.31137247.40
1422006.06.16 00:00buy480.011.263850.000000.00000
1432006.06.16 00:00modify480.011.263851.228531.38383
1442007.01.05 00:00close480.011.307931.228531.383834485.57141732.98
1452007.01.05 04:00sell490.011.308270.000000.00000
1462007.01.05 04:00modify490.011.308271.348941.18401
1472007.04.12 17:17s/l490.011.349051.348941.18401-6187.39135545.59
1482007.04.13 00:00buy500.011.348270.000000.00000
1492007.04.13 00:00modify500.011.348271.335771.47626
1502007.04.23 00:00close500.011.359661.335771.476261695.45137241.04
1512007.04.25 04:00buy510.011.362830.000000.00000
1522007.04.25 04:00modify510.011.362831.345751.49221
1532007.05.21 13:35s/l510.011.345631.345751.49221-3019.79134221.25
1542007.05.22 00:00sell520.011.346720.000000.00000
1552007.05.22 00:00modify520.011.346721.363121.21878
1562007.06.15 00:00close520.011.331261.363121.218782493.81136715.06
1572007.06.18 04:00buy530.011.338590.000000.00000
1582007.06.18 04:00modify530.011.338591.321781.46573
1592007.06.22 00:00close530.011.338751.321781.46573-47.23136667.83
1602007.06.25 08:00buy540.011.346750.000000.00000
1612007.06.25 08:00modify540.011.346751.325131.47467
1622007.06.25 16:00close540.011.346221.325131.47467-83.38136584.45
1632007.06.26 04:00buy550.011.346040.000000.00000
1642007.06.26 04:00modify550.011.346041.325131.47380
1652007.07.26 00:00close550.011.371931.325131.473803687.11140271.57
1662007.07.26 04:00sell560.011.370740.000000.00000
1672007.07.26 04:00modify560.011.370741.392311.24052
1682007.08.22 00:00close560.011.346711.392311.240523839.86144111.42
1692007.08.23 08:00buy570.011.354690.000000.00000
1702007.08.23 08:00modify570.011.354691.329391.48332
1712007.09.17 00:00close570.011.386721.329391.483324761.72148873.14
1722007.09.19 08:00buy580.011.397870.000000.00000
1732007.09.19 08:00modify580.011.397871.360291.53065
1742007.11.01 00:00close580.011.448511.360291.530657424.15156297.29
1752007.11.01 04:00buy590.011.447240.000000.00000
1762007.11.01 04:00modify590.011.447241.427321.58464
1772007.11.01 20:00close590.011.445921.427321.58464-207.67156089.62
1782007.11.07 00:00buy600.011.455640.000000.00000
1792007.11.07 00:00modify600.011.455641.433871.59385
1802007.11.27 00:00close600.011.486851.433871.593854668.90160758.53
1812007.11.30 00:00sell610.011.474260.000000.00000
1822007.11.30 00:00modify610.011.474261.509721.33421
1832008.01.24 00:00close610.011.463011.509721.334211899.84162658.36
1842008.01.24 08:00buy620.011.462090.000000.00000
1852008.01.24 08:00modify620.011.462091.431111.60092
1862008.03.04 00:00close620.011.519761.431111.600928614.41171272.77
1872008.03.07 00:00buy630.011.538180.000000.00000
1882008.03.07 00:00modify630.011.538181.492291.68429
1892008.03.12 00:00close630.011.533671.492291.68429-745.74170527.03
1902008.03.13 00:00buy640.011.554960.000000.00000
1912008.03.13 00:00modify640.011.554961.494801.70258
1922008.03.21 00:00close640.011.542481.494801.70258-2059.96168467.07
1932008.03.21 08:00sell650.011.542170.000000.00000
1942008.03.21 08:00modify650.011.542171.589961.39567
1952008.04.10 12:13s/l650.011.590131.589961.39567-7498.68160968.38
1962008.04.10 20:00buy660.011.574910.000000.00000
1972008.04.10 20:00modify660.011.574911.543421.72445
1982008.05.01 20:17s/l660.011.543261.543421.72445-5232.77155735.62
1992008.05.02 00:00sell670.011.547130.000000.00000
2002008.05.02 00:00modify670.011.547131.584631.40016
2012008.07.02 10:03s/l670.011.584721.584631.40016-5774.96149960.66
2022008.07.03 00:00buy680.011.588290.000000.00000
2032008.07.03 00:00modify680.011.588291.557521.73914
2042008.07.29 19:04s/l680.011.557421.557521.73914-5145.84144814.81
2052008.07.29 20:00buy690.011.558490.000000.00000
2062008.07.29 20:00modify690.011.558491.556031.70645
2072008.07.29 20:34s/l690.011.555911.556031.70645-405.87144408.94
2082008.07.30 04:00sell700.011.557590.000000.00000
2092008.07.30 04:00modify700.011.557591.590151.40970
2102008.08.14 00:00close700.011.491941.590151.4097010368.57154777.51
2112008.08.18 00:00sell710.011.469860.000000.00000
2122008.08.18 00:00modify710.011.469861.522291.33024
2132008.09.08 12:00close710.011.424241.522291.330247226.77162004.28
2142008.09.09 04:00sell720.011.410450.000000.00000
2152008.09.09 04:00modify720.011.410451.472111.27651
2162008.09.09 20:00close720.011.419711.472111.27651-1456.84160547.44
2172008.09.10 00:00sell730.011.412990.000000.00000
2182008.09.10 00:00modify730.011.412991.494761.27882
2192008.09.10 20:00close730.011.406001.494761.278821099.70161647.14
2202008.09.11 08:00sell740.011.396110.000000.00000
2212008.09.11 08:00modify740.011.396111.451551.26354
2222008.09.18 13:08s/l740.011.451591.451551.26354-8711.93152935.20
2232008.09.19 00:00buy750.011.434780.000000.00000
2242008.09.19 00:00modify750.011.434781.369771.57107
2252008.09.26 00:00close750.011.460811.369771.571074010.33156945.54
2262008.09.26 04:00sell760.011.466380.000000.00000
2272008.09.26 04:00modify760.011.466381.495831.32716
2282008.10.08 00:00close760.011.359061.495831.3271616907.83173853.37
2292008.10.08 08:00sell770.011.361800.000000.00000
2302008.10.08 08:00modify770.011.361801.412921.23250
2312008.10.08 12:00close770.011.363611.412921.23250-284.76173568.61
2322008.10.08 16:00sell780.011.363880.000000.00000
2332008.10.08 16:00modify780.011.363881.412921.23440
2342008.10.08 20:00close780.011.366461.412921.23440-405.91173162.70
2352008.10.13 04:00sell790.011.356550.000000.00000
2362008.10.13 04:00modify790.011.356551.408921.22770
2372008.10.24 08:00close790.011.281891.408921.2277011776.64184939.33
2382008.10.24 20:00sell800.011.267850.000000.00000
2392008.10.24 20:00modify800.011.267851.339971.14743
2402008.10.27 12:00close800.011.237871.339971.147434718.99189658.32
2412008.10.27 16:00sell810.011.246170.000000.00000
2422008.10.27 16:00modify810.011.246171.345601.12779
2432008.12.15 01:25s/l810.011.345641.345601.12779-15533.59174124.73
2442008.12.15 04:00buy820.011.344210.000000.00000
2452008.12.15 04:00modify820.011.344211.250831.47184
2462008.12.22 00:00close820.011.393091.250831.471847605.08181729.82
2472008.12.22 04:00sell830.011.399110.000000.00000
2482008.12.22 04:00modify830.011.399111.539781.26623
2492009.02.17 03:48t/p830.011.266281.539781.2662321030.80202760.62
2502009.02.18 00:00sell840.011.258150.000000.00000
2512009.02.18 00:00modify840.011.258151.305071.13863
2522009.03.16 15:12s/l840.011.305181.305071.13863-7337.22195423.40
2532009.03.16 20:00buy850.011.302240.000000.00000
2542009.03.16 20:00modify850.011.302241.265021.42585
2552009.03.19 00:00close850.011.347431.265021.425857048.14202471.54
2562009.03.19 08:00buy860.011.345760.000000.00000
2572009.03.19 08:00modify860.011.345761.222681.47351
2582009.03.19 16:00close860.011.363931.222681.473512858.18205329.72
2592009.03.20 00:00buy870.011.366620.000000.00000
2602009.03.20 00:00modify870.011.366621.222681.49643
2612009.03.24 00:00close870.011.363151.222681.49643-569.97204759.75
2622009.03.25 16:00sell880.011.349980.000000.00000
2632009.03.25 16:00modify880.011.349981.401971.22175
2642009.04.23 00:00close880.011.300791.401971.221757811.52212571.27
2652009.04.24 08:00buy890.011.314530.000000.00000
2662009.04.24 08:00modify890.011.314531.272771.43932
2672009.04.30 00:00close890.011.326911.272771.439321875.00214446.27
2682009.04.30 04:00buy900.011.329740.000000.00000
2692009.04.30 04:00modify900.011.329741.268931.45602
2702009.04.30 08:00close900.011.328271.268931.45602-231.23214215.04
2712009.04.30 16:00buy910.011.323440.000000.00000
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