ストラテジーテスターレポート |
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Bitterz-Demo (Build 2981) |
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設定 |
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| エキスパート: | BitcoinAddEA | |||||||||||
| 銘柄: | ETHJPY | |||||||||||
| 期間: | H1 (2021.07.20 - 2021.08.01) | |||||||||||
| パラメータ: | MAGIC=1 | |||||||||||
| SlippagePips=1 | ||||||||||||
| TimeFrame=16385 | ||||||||||||
| MaxPosCnt=3 | ||||||||||||
| BuySell=1 | ||||||||||||
| MarginPercent=1.7 | ||||||||||||
| EntryPricePercent=1.2 | ||||||||||||
| ClosePricePercent=5 | ||||||||||||
| IsUeHigeFilter=true | ||||||||||||
| UeHigePercent=1.0 | ||||||||||||
| UeHigeBarCnt=17 | ||||||||||||
| IsCloseCnt=false | ||||||||||||
| CloseBarCnt=2 | ||||||||||||
| ブローカー: | Bitterz LLC | |||||||||||
| 通貨: | JPY | |||||||||||
| 初期証拠金: | 10 000 | |||||||||||
| レバレッジ: | 1:888 | |||||||||||
結果 |
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| ヒストリー品質: | 100% | |||||||||||
| バー: | 288 | ティック: | 69070 | 銘柄: | 1 | |||||||
| 総損益: | 2 768 512 | 残高絶対ドローダウン: | 0 | 証拠金絶対ドローダウン: | 9 092 | |||||||
| 総利益: | 2 768 512 | 残高最大ドローダウン: | 0 (0%) | 証拠金最大ドローダウン: | 527 341 (20%) | |||||||
| 総損失: | 0 | 残高相対ドローダウン: | 0% (0) | 証拠金相対ドローダウン: | 91% (9 634) | |||||||
| プロフィットファクター: | 0 | 期待利得: | 197 751 | 証拠金維持率: | 260.17% | |||||||
| リカバリファクター: | 5 | シャープレシオ: | 3 | Z-Score: | 0.00 (0.00%) | |||||||
| AHPR: | 1.5027 (50.27%) | LR Correlation: | 0.84 | OnTester 結果: | 0 | |||||||
| GHPR: | 1.4947 (49.47%) | LR Standard Error: | 474 595 | |||||||||
| 取引数: | 14 | ショート (勝率 %): | 0 (0.00%) | ロング (勝率 %): | 14 (100.00%) | |||||||
| 約定数: | 28 | 勝ちトレード (勝率 %): | 14 (100.00%) | 負けトレード (負率 %): | 0 (0.00%) | |||||||
| 最大 勝ちトレード: | 831 933 | 最大 負けトレード: | 0 | |||||||||
| 平均 勝ちトレード: | 197 751 | 平均 負けトレード: | 0 | |||||||||
| 最大 連勝数 (金額): | 14 (2 768 512) | 最大 連敗数 (金額): | 0 (0) | |||||||||
| 最大 連勝利益額 (数): | 2 768 512 (14) | 最大 連敗損失額 (数): | 0 (0) | |||||||||
| 平均 連勝数: | 14 | 平均 連敗数: | 0 | |||||||||
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| Correlation (Profits,MFE): | 1.00 | Correlation (Profits,MAE): | -0.46 | Correlation (MFE,MAE): | -0.4320 | |||||||
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| ポジション最短保持時間: | 7:39:00 | ポジション最長保持時間: | 57:14:00 | ポジション平均保持時間: | 24:46:35 | |||||||
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注文 |
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| 約定時刻 | 注文 | 銘柄 | タイプ | 数量 | 価格 | 決済逆指値(S/L) | 決済指値(T/P) | 時間 | 状況 | コメント | ||
| 2021.07.20 04:13:40 | 2 | ETHJPY | buy | 0.8 / 0.8 | 0 | 2021.07.20 04:13:40 | filled | [in]BitcoinAddEA_1 | ||||
| 2021.07.20 05:23:40 | 3 | ETHJPY | buy | 0.6 / 0.6 | 0 | 2021.07.20 05:23:40 | filled | [in]BitcoinAddEA_2 | ||||
| 2021.07.20 06:17:40 | 4 | ETHJPY | buy | 0.2 / 0.2 | 0 | 2021.07.20 06:17:40 | filled | [in]BitcoinAddEA_3 | ||||
| 2021.07.20 18:29:40 | 5 | ETHJPY | sell | 0.2 / 0.2 | 0 | 2021.07.20 18:29:40 | filled | tp 198560 | ||||
| 2021.07.20 19:55:40 | 6 | ETHJPY | buy | 1.1 / 1.1 | 0 | 2021.07.20 19:55:40 | filled | [in]BitcoinAddEA_3 | ||||
| 2021.07.21 07:16:40 | 7 | ETHJPY | sell | 0.6 / 0.6 | 0 | 2021.07.21 07:16:40 | filled | tp 202108 | ||||
| 2021.07.21 07:49:40 | 8 | ETHJPY | sell | 0.8 / 0.8 | 0 | 2021.07.21 07:49:40 | filled | tp 205361 | ||||
| 2021.07.21 09:47:40 | 9 | ETHJPY | sell | 1.1 / 1.1 | 0 | 2021.07.21 09:47:40 | filled | tp 205790 | ||||
| 2021.07.23 19:12:40 | 10 | ETHJPY | buy | 2.4 / 2.4 | 0 | 2021.07.23 19:12:40 | filled | [in]BitcoinAddEA_1 | ||||
| 2021.07.24 02:51:40 | 11 | ETHJPY | sell | 2.4 / 2.4 | 0 | 2021.07.24 02:51:40 | filled | tp 234533 | ||||
| 2021.07.24 22:47:40 | 12 | ETHJPY | buy | 3.9 / 3.9 | 0 | 2021.07.24 22:47:40 | filled | [in]BitcoinAddEA_1 | ||||
| 2021.07.25 03:44:40 | 13 | ETHJPY | buy | 4.1 / 4.1 | 0 | 2021.07.25 03:44:40 | filled | [in]BitcoinAddEA_2 | ||||
| 2021.07.26 03:58:40 | 14 | ETHJPY | sell | 3.9 / 3.9 | 0 | 2021.07.26 03:58:40 | filled | tp 249337 | ||||
| 2021.07.26 04:00:40 | 15 | ETHJPY | sell | 4.1 / 4.1 | 0 | 2021.07.26 04:00:40 | filled | tp 250379 | ||||
| 2021.07.27 04:18:40 | 16 | ETHJPY | buy | 9.8 / 9.8 | 0 | 2021.07.27 04:18:40 | filled | [in]BitcoinAddEA_1 | ||||
| 2021.07.27 15:48:40 | 17 | ETHJPY | sell | 9.8 / 9.8 | 0 | 2021.07.27 15:48:40 | filled | tp 253506 | ||||
| 2021.07.27 17:04:40 | 18 | ETHJPY | buy | 16.7 / 16.7 | 0 | 2021.07.27 17:04:40 | filled | [in]BitcoinAddEA_1 | ||||
| 2021.07.27 19:19:40 | 19 | ETHJPY | buy | 13.4 / 13.4 | 0 | 2021.07.27 19:19:40 | filled | [in]BitcoinAddEA_2 | ||||
| 2021.07.28 09:40:40 | 20 | ETHJPY | buy | 17.6 / 17.6 | 0 | 2021.07.28 09:40:40 | filled | [in]BitcoinAddEA_3 | ||||
| 2021.07.30 02:05:40 | 21 | ETHJPY | sell | 13.4 / 13.4 | 0 | 2021.07.30 02:05:40 | filled | tp 258792 | ||||
| 2021.07.30 02:18:40 | 22 | ETHJPY | sell | 16.7 / 16.7 | 0 | 2021.07.30 02:18:40 | filled | tp 261857 | ||||
| 2021.07.30 02:18:40 | 23 | ETHJPY | sell | 17.6 / 17.6 | 0 | 2021.07.30 02:18:40 | filled | tp 261662 | ||||
| 2021.07.30 11:41:40 | 24 | ETHJPY | buy | 49.2 / 49.2 | 0 | 2021.07.30 11:41:40 | filled | [in]BitcoinAddEA_1 | ||||
| 2021.07.30 12:27:40 | 25 | ETHJPY | buy | 37.9 / 37.9 | 0 | 2021.07.30 12:27:40 | filled | [in]BitcoinAddEA_2 | ||||
| 2021.07.30 23:51:40 | 26 | ETHJPY | sell | 37.9 / 37.9 | 0 | 2021.07.30 23:51:40 | filled | tp 266901 | ||||
| 2021.07.31 02:54:40 | 27 | ETHJPY | sell | 49.2 / 49.2 | 0 | 2021.07.31 02:54:40 | filled | tp 270789 | ||||
| 2021.07.31 08:31:40 | 28 | ETHJPY | buy | 110.6 / 110.6 | 0 | 2021.07.31 08:31:40 | filled | [in]BitcoinAddEA_1 | ||||
| 2021.07.31 23:59:59 | 29 | ETHJPY | sell | 110.6 / 110.6 | 0 | 2021.07.31 23:59:59 | filled | end of test | ||||
約定 |
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| 時間 | 約定 | 銘柄 | タイプ | 新規・決済 | 数量 | 価格 | 注文 | 手数料 | スワップ | 損益 | 残高 | コメント |
| 2021.07.20 00:00:00 | 1 | balance | 0 | 0 | 10 000 | 10 000 | ||||||
| 2021.07.20 04:13:40 | 2 | ETHJPY | buy | in | 0.8 | 195582 | 2 | 0 | 0 | 0 | 10 000 | [in]BitcoinAddEA_1 |
| 2021.07.20 05:23:40 | 3 | ETHJPY | buy | in | 0.6 | 192484 | 3 | 0 | 0 | 0 | 10 000 | [in]BitcoinAddEA_2 |
| 2021.07.20 06:17:40 | 4 | ETHJPY | buy | in | 0.2 | 189105 | 4 | 0 | 0 | 0 | 10 000 | [in]BitcoinAddEA_3 |
| 2021.07.20 18:29:40 | 5 | ETHJPY | sell | out | 0.2 | 198560 | 5 | 0 | 0 | 1 891 | 11 891 | tp 198560 |
| 2021.07.20 19:55:40 | 6 | ETHJPY | buy | in | 1.1 | 195990 | 6 | 0 | 0 | 0 | 11 891 | [in]BitcoinAddEA_3 |
| 2021.07.21 07:16:40 | 7 | ETHJPY | sell | out | 0.6 | 202108 | 7 | 0 | -130 | 5 775 | 17 536 | tp 202108 |
| 2021.07.21 07:49:40 | 8 | ETHJPY | sell | out | 0.8 | 205361 | 8 | 0 | -173 | 7 823 | 25 186 | tp 205361 |
| 2021.07.21 09:47:40 | 9 | ETHJPY | sell | out | 1.1 | 205790 | 9 | 0 | -238 | 10 780 | 35 728 | tp 205790 |
| 2021.07.23 19:12:40 | 10 | ETHJPY | buy | in | 2.4 | 223365 | 10 | 0 | 0 | 0 | 35 728 | [in]BitcoinAddEA_1 |
| 2021.07.24 02:51:40 | 11 | ETHJPY | sell | out | 2.4 | 234533 | 11 | 0 | -518 | 26 803 | 62 013 | tp 234533 |
| 2021.07.24 22:47:40 | 12 | ETHJPY | buy | in | 3.9 | 237464 | 12 | 0 | 0 | 0 | 62 013 | [in]BitcoinAddEA_1 |
| 2021.07.25 03:44:40 | 13 | ETHJPY | buy | in | 4.1 | 238456 | 13 | 0 | 0 | 0 | 62 013 | [in]BitcoinAddEA_2 |
| 2021.07.26 03:58:40 | 14 | ETHJPY | sell | out | 3.9 | 249337 | 14 | 0 | 0 | 46 304 | 108 317 | tp 249337 |
| 2021.07.26 04:00:40 | 15 | ETHJPY | sell | out | 4.1 | 250379 | 15 | 0 | 0 | 48 884 | 157 201 | tp 250379 |
| 2021.07.27 04:18:40 | 16 | ETHJPY | buy | in | 9.8 | 241434 | 16 | 0 | 0 | 0 | 157 201 | [in]BitcoinAddEA_1 |
| 2021.07.27 15:48:40 | 17 | ETHJPY | sell | out | 9.8 | 253506 | 17 | 0 | 0 | 118 306 | 275 507 | tp 253506 |
| 2021.07.27 17:04:40 | 18 | ETHJPY | buy | in | 16.7 | 249388 | 18 | 0 | 0 | 0 | 275 507 | [in]BitcoinAddEA_1 |
| 2021.07.27 19:19:40 | 19 | ETHJPY | buy | in | 13.4 | 246469 | 19 | 0 | 0 | 0 | 275 507 | [in]BitcoinAddEA_2 |
| 2021.07.28 09:40:40 | 20 | ETHJPY | buy | in | 17.6 | 249202 | 20 | 0 | 0 | 0 | 275 507 | [in]BitcoinAddEA_3 |
| 2021.07.30 02:05:40 | 21 | ETHJPY | sell | out | 13.4 | 258792 | 21 | 0 | -8682 | 165 128 | 431 953 | tp 258792 |
| 2021.07.30 02:18:40 | 22 | ETHJPY | sell | out | 16.7 | 261857 | 22 | 0 | -10818 | 208 232 | 629 367 | tp 261857 |
| 2021.07.30 02:18:40 | 23 | ETHJPY | sell | out | 17.6 | 261662 | 23 | 0 | -7602 | 219 296 | 841 061 | tp 261662 |
| 2021.07.30 11:41:40 | 24 | ETHJPY | buy | in | 49.2 | 257894 | 24 | 0 | 0 | 0 | 841 061 | [in]BitcoinAddEA_1 |
| 2021.07.30 12:27:40 | 25 | ETHJPY | buy | in | 37.9 | 254191 | 25 | 0 | 0 | 0 | 841 061 | [in]BitcoinAddEA_2 |
| 2021.07.30 23:51:40 | 26 | ETHJPY | sell | out | 37.9 | 266901 | 26 | 0 | 0 | 481 709 | 1 322 770 | tp 266901 |
| 2021.07.31 02:54:40 | 27 | ETHJPY | sell | out | 49.2 | 270789 | 27 | 0 | -10625 | 634 434 | 1 946 579 | tp 270789 |
| 2021.07.31 08:31:40 | 28 | ETHJPY | buy | in | 110.6 | 265730 | 28 | 0 | 0 | 0 | 1 946 579 | [in]BitcoinAddEA_1 |
| 2021.07.31 23:59:59 | 29 | ETHJPY | sell | out | 110.6 | 273252 | 29 | 0 | 0 | 831 933 | 2 778 512 | end of test |
| 0 | -38 786 | 2 807 298 | 2 778 512 | |||||||||