Strategy Tester Report
ScalPlusGC
TitanFX-05(Build 1420)

通貨ペアGBPCAD (Great Britain Pound vs Canadian Dollar)
期間5分足(M5) 2015.01.02 00:00 - 2023.07.03 02:55 (2015.01.01 - 2024.01.01)
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=160465545; GMT_autocalc=true; GMT_offset=0; DST=0; lotsize=0.01;
テストバー数634824モデルティック数279923230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39382.00総利益83681.62総損失-44299.62
プロフィットファクタ1.89期待利得32.39
絶対ドローダウン133.96最大ドローダウン2853.92 (2.68%)相対ドローダウン2.68% (2853.92)
総取引数1216売りポジション(勝率%)629 (92.05%)買いポジション(勝率%)587 (85.01%)
勝率(%)1078 (88.65%)負率 (%)138 (11.35%)
最大勝トレード463.14敗トレード-830.54
平均勝トレード77.63敗トレード-321.01
最大連勝(金額)52 (5572.18)連敗(金額)3 (-849.62)
最大連勝(トレード数)5572.18 (52)連敗(トレード数)-1507.58 (2)
平均連勝9連敗1
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
12015.01.07 20:24sell10.011.789010.000000.00000
22015.01.07 20:24modify10.011.789011.795011.77701
32015.01.07 20:34close10.011.788251.795011.7770182.11100082.11
42015.01.07 20:40sell20.011.789120.000000.00000
52015.01.07 20:40modify20.011.789121.795121.77712
62015.01.07 21:10close20.011.788361.795121.7771282.11100164.22
72015.01.08 20:00sell30.011.786170.000000.00000
82015.01.08 20:00modify30.011.786171.792171.77417
92015.01.08 20:16close30.011.785151.792171.77417110.20100274.42
102015.01.08 20:46sell40.011.787130.000000.00000
112015.01.08 20:46modify40.011.787131.793131.77513
122015.01.08 21:31close40.011.786121.793131.77513109.12100383.54
132015.01.13 20:38sell50.011.813330.000000.00000
142015.01.13 20:38modify50.011.813331.819331.80133
152015.01.13 20:46close50.011.812031.819331.80133140.45100523.99
162015.01.13 21:02sell60.011.813390.000000.00000
172015.01.13 21:02modify60.011.813391.819391.80139
182015.01.13 21:29close60.011.812281.819391.80139119.92100643.91
192015.01.13 22:37buy70.011.810900.000000.00000
202015.01.13 22:37modify70.011.810901.804901.82290
212015.01.13 22:55close70.011.812081.804901.82290127.26100771.17
222015.01.19 21:34buy80.011.806350.000000.00000
232015.01.19 21:34modify80.011.806351.800351.81835
242015.01.19 21:53close80.011.807381.800351.81835111.08100882.25
252015.01.26 20:01sell90.011.875240.000000.00000
262015.01.26 20:01modify90.011.875241.881241.86324
272015.01.26 22:54s/l90.011.881241.881241.86324-648.24100234.01
282015.02.16 20:00buy100.011.914800.000000.00000
292015.02.16 20:00modify100.011.914801.908801.92680
302015.02.16 20:23close100.011.915281.908801.9268051.77100285.78
312015.02.16 20:55buy110.011.913530.000000.00000
322015.02.16 20:55modify110.011.913531.907531.92553
332015.02.16 21:26close110.011.914481.907531.92553102.46100388.24
342015.03.05 20:01sell120.011.902800.000000.00000
352015.03.05 20:01modify120.011.902801.908801.89080
362015.03.05 23:54close120.011.902781.908801.890802.16100390.40
372015.03.09 20:03sell130.011.904630.000000.00000
382015.03.09 20:03modify130.011.904631.910631.89263
392015.03.10 04:49close130.011.905991.910631.89263-163.85100226.55
402015.03.10 20:00sell140.011.910640.000000.00000
412015.03.10 20:00modify140.011.910641.916641.89864
422015.03.10 20:19close140.011.909601.916641.89864112.36100338.91
432015.03.11 20:44buy150.011.905180.000000.00000
442015.03.11 20:44modify150.011.905181.899181.91718
452015.03.11 20:56close150.011.906191.899181.91718108.93100447.84
462015.03.11 20:59buy160.011.904320.000000.00000
472015.03.11 20:59modify160.011.904321.898321.91632
482015.03.11 21:01close160.011.905341.898321.91632110.01100557.85
492015.03.11 21:03buy170.011.904140.000000.00000
502015.03.11 21:03modify170.011.904141.898141.91614
512015.03.11 21:58close170.011.905151.898141.91614108.93100666.78
522015.03.16 20:57sell180.011.893880.000000.00000
532015.03.16 20:57modify180.011.893881.899881.88188
542015.03.16 23:54close180.011.893871.899881.881881.08100667.86
552015.04.03 20:18sell190.011.860510.000000.00000
562015.04.03 20:18modify190.011.860511.866511.84851
572015.04.03 21:33close190.011.859861.866511.8485170.23100738.09
582015.04.06 20:26buy200.011.859780.000000.00000
592015.04.06 20:26modify200.011.859781.853781.87178
602015.04.06 20:57close200.011.860831.853781.87178113.25100851.34
612015.04.06 22:06buy210.011.857960.000000.00000
622015.04.06 22:06modify210.011.857961.851961.86996
632015.04.06 22:16close210.011.859731.851961.86996190.89101042.23
642015.04.06 22:36buy220.011.858330.000000.00000
652015.04.06 22:36modify220.011.858331.852331.87033
662015.04.07 03:39close220.011.858141.852331.87033-19.51101022.72
672015.04.07 21:29buy230.011.853020.000000.00000
682015.04.07 21:29modify230.011.853021.847021.86502
692015.04.07 21:54close230.011.854091.847021.86502115.40101138.12
702015.04.14 20:17sell240.011.847110.000000.00000
712015.04.14 20:17modify240.011.847111.853111.83511
722015.04.14 21:25close240.011.846051.853111.83511114.52101252.64
732015.04.29 20:09sell250.011.852740.000000.00000
742015.04.29 20:09modify250.011.852741.858741.84074
752015.04.29 20:20close250.011.851281.858741.84074157.74101410.38
762015.04.29 20:56sell260.011.853760.000000.00000
772015.04.29 20:56modify260.011.853761.859761.84176
782015.04.29 20:56close260.011.852731.859761.84176111.28101521.66
792015.04.29 21:00sell270.011.854560.000000.00000
802015.04.29 21:00modify270.011.854561.860561.84256
812015.04.29 21:00close270.011.852601.860561.84256211.76101733.42
822015.04.29 21:09sell280.011.853840.000000.00000
832015.04.29 21:09modify280.011.853841.859841.84184
842015.04.29 21:22close280.011.852811.859841.84184111.28101844.70
852015.05.05 20:01sell290.011.830780.000000.00000
862015.05.05 20:01modify290.011.830781.836781.81878
872015.05.05 20:38close290.011.829771.836781.81878109.12101953.82
882015.05.05 20:47sell300.011.831490.000000.00000
892015.05.05 20:47modify300.011.831491.837491.81949
902015.05.05 21:03close300.011.829941.837491.81949167.46102121.28
912015.05.06 20:28sell310.011.834490.000000.00000
922015.05.06 20:28modify310.011.834491.840491.82249
932015.05.06 23:37close310.011.834481.840491.822491.09102122.37
942015.05.15 21:04buy320.011.893220.000000.00000
952015.05.15 21:04modify320.011.893221.887221.90522
962015.05.15 21:09close320.011.894111.887221.9052295.98102218.35
972015.05.15 21:19buy330.011.893070.000000.00000
982015.05.15 21:19modify330.011.893071.887071.90507
992015.05.18 02:06close330.011.892221.887071.90507-90.69102127.66
1002015.05.20 20:03buy340.011.896720.000000.00000
1012015.05.20 20:03modify340.011.896721.890721.90872
1022015.05.21 01:01close340.011.896441.890721.90872-27.26102100.41
1032015.05.22 20:29sell350.011.905910.000000.00000
1042015.05.22 20:29modify350.011.905911.911911.89391
1052015.05.22 20:37close350.011.905651.911911.8939128.09102128.50
1062015.05.22 20:48sell360.011.906530.000000.00000
1072015.05.22 20:48modify360.011.906531.912531.89453
1082015.05.22 20:50close360.011.905641.912531.8945396.15102224.65
1092015.05.28 20:58buy370.011.903570.000000.00000
1102015.05.28 20:58modify370.011.903571.897571.91557
1112015.05.28 23:00close370.011.903601.897571.915573.24102227.89
1122015.06.01 20:15sell380.011.907530.000000.00000
1132015.06.01 20:15modify380.011.907531.913531.89553
1142015.06.01 20:24close380.011.906401.913531.89553122.08102349.97
1152015.06.01 21:17buy390.011.904480.000000.00000
1162015.06.01 21:17modify390.011.904481.898481.91648
1172015.06.01 21:18close390.011.904811.898481.9164835.59102385.56
1182015.06.01 21:20buy400.011.903970.000000.00000
1192015.06.01 21:20modify400.011.903971.897971.91597
1202015.06.01 21:24close400.011.904801.897971.9159789.52102475.08
1212015.06.01 21:39buy410.011.904050.000000.00000
1222015.06.01 21:39modify410.011.904051.898051.91605
1232015.06.01 22:03close410.011.904661.898051.9160565.79102540.87
1242015.06.08 20:11sell420.011.904200.000000.00000
1252015.06.08 20:11modify420.011.904201.910201.89220
1262015.06.08 21:24close420.011.903101.910201.89220118.84102659.71
1272015.06.15 21:27sell430.011.920230.000000.00000
1282015.06.15 21:27modify430.011.920231.926231.90823
1292015.06.15 23:28close430.011.920191.926231.908234.32102664.03
1302015.06.25 21:04buy440.011.941340.000000.00000
1312015.06.25 21:04modify440.011.941341.935341.95334
1322015.06.26 00:00close440.011.941381.935341.953345.29102669.32
1332015.06.26 20:13buy450.011.941480.000000.00000
1342015.06.26 20:13modify450.011.941481.935481.95348
1352015.06.29 00:05s/l450.011.935431.935481.95348-651.51102017.81
1362015.07.01 20:13sell460.011.963080.000000.00000
1372015.07.01 20:13modify460.011.963081.969081.95108
1382015.07.01 20:59close460.011.962841.969081.9510825.93102043.74
1392015.07.01 21:14sell470.011.964280.000000.00000
1402015.07.01 21:14modify470.011.964281.970281.95228
1412015.07.02 00:08close470.011.962821.970281.95228106.98102150.71
1422015.07.02 20:00buy480.011.958320.000000.00000
1432015.07.02 20:00modify480.011.958321.952321.97032
1442015.07.02 20:18close480.011.959511.952321.97032128.34102279.05
1452015.07.07 20:20buy490.011.965710.000000.00000
1462015.07.07 20:20modify490.011.965711.959711.97771
1472015.07.07 20:44close490.011.966831.959711.97771120.80102399.85
1482015.07.07 21:58buy500.011.965610.000000.00000
1492015.07.07 21:58modify500.011.965611.959611.97761
1502015.07.08 01:08close500.011.965631.959611.977613.14102402.99
1512015.07.16 21:04sell510.012.023830.000000.00000
1522015.07.16 21:04modify510.012.023832.029832.01183
1532015.07.16 21:39close510.012.021882.029832.01183210.68102613.67
1542015.07.20 22:41buy520.012.021790.000000.00000
1552015.07.20 22:41modify520.012.021792.015792.03379
1562015.07.20 22:52close520.012.022842.015792.03379113.24102726.91
1572015.08.04 20:06sell530.012.052210.000000.00000
1582015.08.04 20:06modify530.012.052212.058212.04021
1592015.08.04 20:22close530.012.051152.058212.04021114.53102841.44
1602015.08.04 21:06sell540.012.053290.000000.00000
1612015.08.04 21:06modify540.012.053292.059292.04129
1622015.08.04 21:49close540.012.052282.059292.04129109.12102950.56
1632015.08.10 21:18buy550.012.027710.000000.00000
1642015.08.10 21:18modify550.012.027712.021712.03971
1652015.08.10 21:20close550.012.028722.021712.03971108.93103059.49
1662015.08.14 22:17sell560.012.048400.000000.00000
1672015.08.14 22:17modify560.012.048402.054402.03640
1682015.08.14 23:59close560.012.046832.054402.03640169.62103229.11
1692015.09.11 21:21buy570.012.043830.000000.00000
1702015.09.11 21:21modify570.012.043832.037832.05583
1712015.09.11 21:28close570.012.045882.037832.05583221.09103450.20
1722015.09.14 22:52buy580.012.044940.000000.00000
1732015.09.14 22:52modify580.012.044942.038942.05694
1742015.09.14 22:52close580.012.044992.038942.056945.39103455.59
1752015.09.14 22:55buy590.012.044980.000000.00000
1762015.09.14 22:55modify590.012.044982.038982.05698
1772015.09.14 22:55close590.012.045032.038982.056985.40103460.99
1782015.09.15 20:05buy600.012.034350.000000.00000
1792015.09.15 20:05modify600.012.034352.028352.04635
1802015.09.15 20:50close600.012.035362.028352.04635108.93103569.92
1812015.09.17 20:37sell610.012.050700.000000.00000
1822015.09.17 20:37modify610.012.050702.056702.03870
1832015.09.17 20:44close610.012.049682.056702.03870110.20103680.12
1842015.09.17 21:01sell620.012.050720.000000.00000
1852015.09.17 21:01modify620.012.050722.056722.03872
1862015.09.17 21:01close620.012.049692.056722.03872111.28103791.40
1872015.09.21 20:00sell630.012.055220.000000.00000
1882015.09.21 20:00modify630.012.055222.061222.04322
1892015.09.21 20:08close630.012.054182.061222.04322112.36103903.76
1902015.09.21 20:56sell640.012.055330.000000.00000
1912015.09.21 20:56modify640.012.055332.061332.04333
1922015.09.21 21:05close640.012.054102.061332.04333132.89104036.65
1932015.09.21 21:36buy650.012.051750.000000.00000
1942015.09.21 21:36modify650.012.051752.045752.06375
1952015.09.21 22:13close650.012.052452.045752.0637575.49104112.14
1962015.09.28 21:57sell660.012.031680.000000.00000
1972015.09.28 21:57modify660.012.031682.037682.01968
1982015.09.28 21:59close660.012.030682.037682.01968108.04104220.18
1992015.09.28 22:11sell670.012.031700.000000.00000
2002015.09.28 22:11modify670.012.031702.037702.01970
2012015.09.28 22:29close670.012.030092.037702.01970173.95104394.13
2022015.09.29 20:00sell680.012.039410.000000.00000
2032015.09.29 20:00modify680.012.039412.045412.02741
2042015.09.29 20:00close680.012.038382.045412.02741111.28104505.41
2052015.10.01 20:01sell690.012.009720.000000.00000
2062015.10.01 20:01modify690.012.009722.015721.99772
2072015.10.01 20:10close690.012.008332.015721.99772150.18104655.59
2082015.10.02 20:02buy700.012.005580.000000.00000
2092015.10.02 20:02modify700.012.005581.999582.01758
2102015.10.02 22:41s/l700.011.999581.999582.01758-647.10104008.49
2112015.10.06 21:40buy710.011.984790.000000.00000
2122015.10.06 21:40modify710.011.984791.978791.99679
2132015.10.06 21:52close710.011.985681.978791.9967995.99104104.48
2142015.10.08 21:57sell720.011.997140.000000.00000
2152015.10.08 21:57modify720.011.997142.003141.98514
2162015.10.08 23:57close720.011.996822.003141.9851434.57104139.05
2172015.10.12 20:01sell730.011.991790.000000.00000
2182015.10.12 20:01modify730.011.991791.997791.97979
2192015.10.13 00:05close730.011.993381.997791.97979-188.70103950.35
2202015.10.15 20:30buy740.011.989840.000000.00000
2212015.10.15 20:30modify740.011.989841.983842.00184
2222015.10.15 23:12close740.011.989881.983842.001844.32103954.67
2232015.10.16 21:45buy750.011.994580.000000.00000
2242015.10.16 21:45modify750.011.994581.988582.00658
2252015.10.16 21:47close750.011.995061.988582.0065851.77104006.44
2262015.10.16 22:32buy760.011.994630.000000.00000
2272015.10.16 22:32modify760.011.994631.988632.00663
2282015.10.19 02:31close760.011.994281.988632.00663-36.77103969.67
2292015.10.26 21:34sell770.012.020860.000000.00000
2302015.10.26 21:34modify770.012.020862.026862.00886
2312015.10.26 23:34close770.012.020182.026862.0088673.46104043.13
2322015.10.27 20:00sell780.012.030010.000000.00000
2332015.10.27 20:00modify780.012.030012.036012.01801
2342015.10.27 20:40close780.012.028992.036012.01801110.20104153.33
2352015.10.29 20:00sell790.012.017050.000000.00000
2362015.10.29 20:00modify790.012.017052.023052.00505
2372015.10.29 20:07close790.012.015752.023052.00505140.45104293.78
2382015.10.29 21:37sell800.012.016530.000000.00000
2392015.10.29 21:37modify800.012.016532.022532.00453
2402015.10.29 21:54close800.012.014872.022532.00453179.34104473.12
2412015.10.29 22:09sell810.012.016540.000000.00000
2422015.10.29 22:09modify810.012.016542.022542.00454
2432015.10.29 23:05close810.012.015142.022542.00454151.26104624.38
2442015.10.30 20:25buy820.012.017820.000000.00000
2452015.10.30 20:25modify820.012.017822.011822.02982
2462015.10.30 20:35close820.012.019052.011822.02982132.65104757.03
2472015.10.30 22:00buy830.012.016330.000000.00000
2482015.10.30 22:00modify830.012.016332.010332.02833
2492015.10.30 22:00close830.012.017342.010332.02833108.93104865.96
2502015.10.30 22:15buy840.012.015790.000000.00000
2512015.10.30 22:15modify840.012.015792.009792.02779
2522015.10.30 23:46close840.012.016982.009792.02779128.34104994.30
2532015.11.03 20:01buy850.012.014490.000000.00000
2542015.11.03 20:01modify850.012.014492.008492.02649
2552015.11.03 23:33close850.012.014512.008492.026492.15104996.45
2562015.11.09 22:14sell860.012.008190.000000.00000
2572015.11.09 22:14modify860.012.008192.014191.99619
2582015.11.09 22:15close860.012.007182.014191.99619109.12105105.57
2592015.11.10 21:48sell870.012.005120.000000.00000
2602015.11.10 21:48modify870.012.005122.011121.99312
2612015.11.10 22:58close870.012.004952.011121.9931218.37105123.94
2622015.11.13 21:16buy880.012.026170.000000.00000
2632015.11.13 21:16modify880.012.026172.020172.03817
2642015.11.13 21:16close880.012.026352.020172.0381719.42105143.36
2652015.11.13 21:43sell890.012.028860.000000.00000
2662015.11.13 21:43modify890.012.028862.034862.01686
2672015.11.13 21:53close890.012.026522.034862.01686252.82105396.18
2682015.11.13 21:57buy900.012.026310.000000.00000
2692015.11.13 21:57modify900.012.026312.020312.03831
2702015.11.13 21:58close900.012.026572.020312.0383128.04105424.22
2712015.11.16 20:24buy910.012.027390.000000.00000
2722015.11.16 20:24modify910.012.027392.021392.03939
2732015.11.16 20:26close910.012.027612.021392.0393923.73105447.95
2742015.11.16 20:31buy920.012.027350.000000.00000
2752015.11.16 20:31modify920.012.027352.021352.03935
2762015.11.16 20:33close920.012.027652.021352.0393532.35105480.30
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19632019.12.24 20:03sell6550.011.706120.000000.00000
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20012020.01.28 00:34close6670.011.721091.727251.709250.37118426.98
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35852023.05.08 20:25close11950.011.688311.695071.6770782.11138399.91
35862023.05.10 20:18sell11960.011.689880.000000.00000
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35882023.05.10 22:18close11960.011.689431.695881.6778848.62138448.53
35892023.05.16 20:34sell11970.011.681850.000000.00000
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35912023.05.16 20:34close11970.011.681821.687851.669853.24138451.77
35922023.05.16 20:35sell11980.011.681850.000000.00000
35932023.05.16 20:35modify11980.011.681851.687851.66985
35942023.05.16 20:44close11980.011.681831.687851.669852.16138453.93
35952023.05.16 21:35sell11990.011.682110.000000.00000
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35972023.05.16 21:40close11990.011.682061.688111.670115.40138459.33
35982023.05.16 22:09sell12000.011.682290.000000.00000
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36002023.05.16 22:17close12000.011.682031.688291.6702928.09138487.42
36012023.05.17 20:53buy12010.011.679740.000000.00000
36022023.05.17 20:53modify12010.011.679741.673741.69174
36032023.05.17 23:01close12010.011.679771.673741.691743.23138490.65
36042023.05.18 22:20buy12020.011.674750.000000.00000
36052023.05.18 22:20modify12020.011.674751.668751.68675
36062023.05.18 23:54close12020.011.675011.668751.6867528.04138518.69
36072023.05.22 21:21sell12030.011.680260.000000.00000
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36092023.05.22 21:44close12030.011.679651.686261.6682665.90138584.59
36102023.05.22 21:57sell12040.011.680230.000000.00000
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36122023.05.22 22:55close12040.011.679591.686231.6682369.15138653.74
36132023.05.24 20:15sell12050.011.682500.000000.00000
36142023.05.24 20:15modify12050.011.682501.688501.67050
36152023.05.24 20:38close12050.011.681571.688501.67050100.48138754.22
36162023.05.25 20:21buy12060.011.678400.000000.00000
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36182023.05.25 20:46close12060.011.679461.672401.69040114.32138868.54
36192023.06.02 20:00buy12070.011.673210.000000.00000
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36212023.06.05 06:02close12070.011.670371.667211.68521-305.32138563.22
36222023.06.05 21:45sell12080.011.670510.000000.00000
36232023.06.05 21:45modify12080.011.670511.676511.65851
36242023.06.06 00:31close12080.011.670281.676511.658517.93138571.15
36252023.06.14 20:44sell12090.011.687170.000000.00000
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36272023.06.14 21:00close12090.011.685901.693171.67517137.21138708.36
36282023.06.14 21:00buy12100.011.682920.000000.00000
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36302023.06.14 21:00close12100.011.685661.676921.69492295.51139003.87
36312023.06.14 21:36sell12110.011.687270.000000.00000
36322023.06.14 21:36modify12110.011.687271.693271.67527
36332023.06.14 21:59close12110.011.686421.693271.6752791.83139095.70
36342023.06.14 22:51sell12120.011.687780.000000.00000
36352023.06.14 22:51modify12120.011.687781.693781.67578
36362023.06.14 23:34close12120.011.686581.693781.67578129.64139225.34
36372023.06.15 20:00sell12130.011.690220.000000.00000
36382023.06.15 20:00modify12130.011.690221.696221.67822
36392023.06.15 20:37close12130.011.689211.696221.67822109.12139334.46
36402023.06.23 22:51sell12140.011.677190.000000.00000
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36422023.06.23 22:52close12140.011.677011.683191.6651919.45139353.91
36432023.06.23 22:55sell12150.011.677280.000000.00000
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36452023.06.23 23:06close12150.011.677031.683281.6652827.01139380.92
36462023.06.28 20:20sell12160.011.676380.000000.00000
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