ストラテジーテスターレポート |
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Cryptoaltum-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=3 | ||||||||||||
| EntryPricePercent=1.2 | ||||||||||||
| ClosePricePercent=5 | ||||||||||||
| IsUeHigeFilter=true | ||||||||||||
| UeHigePercent=1.0 | ||||||||||||
| UeHigeBarCnt=17 | ||||||||||||
| IsCloseCnt=false | ||||||||||||
| CloseBarCnt=2 | ||||||||||||
| ブローカー: | Techcraft Ltd | |||||||||||
| 通貨: | JPY | |||||||||||
| 初期証拠金: | 10 000 | |||||||||||
| レバレッジ: | 1:500 | |||||||||||
結果 |
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| ヒストリー品質: | 100% | |||||||||||
| バー: | 288 | ティック: | 69120 | 銘柄: | 1 | |||||||
| 総損益: | 2 751 406 | 残高絶対ドローダウン: | 0 | 証拠金絶対ドローダウン: | 8 715 | |||||||
| 総利益: | 2 751 406 | 残高最大ドローダウン: | 0 (0%) | 証拠金最大ドローダウン: | 534 696 (21%) | |||||||
| 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: | 88% (9 142) | |||||||
| プロフィットファクター: | 0 | 期待利得: | 196 529 | 証拠金維持率: | 216.69% | |||||||
| 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: | 1.5025 (50.25%) | LR Correlation: | 0.85 | OnTester 結果: | 0 | |||||||
| GHPR: | 1.4941 (49.41%) | LR Standard Error: | 471 984 | |||||||||
| 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: | 803 369 | 最大 負けトレード: | 0 | |||||||||
| 平均 勝ちトレード: | 196 529 | 平均 負けトレード: | 0 | |||||||||
| 最大 連勝数 (金額): | 14 (2 751 406) | 最大 連敗数 (金額): | 0 (0) | |||||||||
| 最大 連勝利益額 (数): | 2 751 406 (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): | -0.51 | Correlation (MFE,MAE): | -0.4920 | |||||||
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| ポジション最短保持時間: | 7:40:00 | ポジション最長保持時間: | 57:13:00 | ポジション平均保持時間: | 24:59:22 | |||||||
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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 | 0.77 / 0.77 | 0 | 2021.07.20 04:13:40 | filled | [in]BitcoinAddEA_1 | ||||
| 2021.07.20 05:23:40 | 3 | ETHJPY | buy | 0.56 / 0.56 | 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 19:02:20 | 5 | ETHJPY | sell | 0.2 / 0.2 | 0 | 2021.07.20 19:02:20 | filled | tp 198873 | ||||
| 2021.07.20 19:55:40 | 6 | ETHJPY | buy | 1.02 / 1.02 | 0 | 2021.07.20 19:55:40 | filled | [in]BitcoinAddEA_3 | ||||
| 2021.07.21 07:16:40 | 7 | ETHJPY | sell | 0.56 / 0.56 | 0 | 2021.07.21 07:16:40 | filled | tp 202235 | ||||
| 2021.07.21 07:50:20 | 8 | ETHJPY | sell | 0.77 / 0.77 | 0 | 2021.07.21 07:50:20 | filled | tp 205574 | ||||
| 2021.07.21 09:47:40 | 9 | ETHJPY | sell | 1.02 / 1.02 | 0 | 2021.07.21 09:47:40 | filled | tp 205857 | ||||
| 2021.07.23 19:12:40 | 10 | ETHJPY | buy | 2.34 / 2.34 | 0 | 2021.07.23 19:12:40 | filled | [in]BitcoinAddEA_1 | ||||
| 2021.07.24 02:52:40 | 11 | ETHJPY | sell | 2.34 / 2.34 | 0 | 2021.07.24 02:52:40 | filled | tp 234701 | ||||
| 2021.07.24 22:47:40 | 12 | ETHJPY | buy | 3.86 / 3.86 | 0 | 2021.07.24 22:47:40 | filled | [in]BitcoinAddEA_1 | ||||
| 2021.07.25 03:44:40 | 13 | ETHJPY | buy | 3.9 / 3.9 | 0 | 2021.07.25 03:44:40 | filled | [in]BitcoinAddEA_2 | ||||
| 2021.07.26 03:58:40 | 14 | ETHJPY | sell | 3.86 / 3.86 | 0 | 2021.07.26 03:58:40 | filled | tp 249108 | ||||
| 2021.07.26 03:58:40 | 15 | ETHJPY | sell | 3.9 / 3.9 | 0 | 2021.07.26 03:58:40 | filled | tp 250075 | ||||
| 2021.07.27 04:18:40 | 16 | ETHJPY | buy | 9.51 / 9.51 | 0 | 2021.07.27 04:18:40 | filled | [in]BitcoinAddEA_1 | ||||
| 2021.07.27 15:49:40 | 17 | ETHJPY | sell | 9.51 / 9.51 | 0 | 2021.07.27 15:49:40 | filled | tp 253596 | ||||
| 2021.07.27 17:05:40 | 18 | ETHJPY | buy | 16.17 / 16.17 | 0 | 2021.07.27 17:05:40 | filled | [in]BitcoinAddEA_1 | ||||
| 2021.07.27 19:19:40 | 19 | ETHJPY | buy | 13.54 / 13.54 | 0 | 2021.07.27 19:19:40 | filled | [in]BitcoinAddEA_2 | ||||
| 2021.07.28 09:40:40 | 20 | ETHJPY | buy | 17.39 / 17.39 | 0 | 2021.07.28 09:40:40 | filled | [in]BitcoinAddEA_3 | ||||
| 2021.07.30 02:06:20 | 21 | ETHJPY | sell | 13.54 / 13.54 | 0 | 2021.07.30 02:06:20 | filled | tp 258904 | ||||
| 2021.07.30 02:18:40 | 22 | ETHJPY | sell | 16.17 / 16.17 | 0 | 2021.07.30 02:18:40 | filled | tp 261111 | ||||
| 2021.07.30 02:18:40 | 23 | ETHJPY | sell | 17.39 / 17.39 | 0 | 2021.07.30 02:18:40 | filled | tp 261559 | ||||
| 2021.07.30 11:41:40 | 24 | ETHJPY | buy | 49.54 / 49.54 | 0 | 2021.07.30 11:41:40 | filled | [in]BitcoinAddEA_1 | ||||
| 2021.07.30 12:27:40 | 25 | ETHJPY | buy | 36.65 / 36.65 | 0 | 2021.07.30 12:27:40 | filled | [in]BitcoinAddEA_2 | ||||
| 2021.07.30 23:51:40 | 26 | ETHJPY | sell | 36.65 / 36.65 | 0 | 2021.07.30 23:51:40 | filled | tp 266953 | ||||
| 2021.07.31 05:20:40 | 27 | ETHJPY | sell | 49.54 / 49.54 | 0 | 2021.07.31 05:20:40 | filled | tp 271091 | ||||
| 2021.07.31 08:31:40 | 28 | ETHJPY | buy | 110.52 / 110.52 | 0 | 2021.07.31 08:31:40 | filled | [in]BitcoinAddEA_1 | ||||
| 2021.07.31 23:59:59 | 29 | ETHJPY | sell | 110.52 / 110.52 | 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 | 0.77 | 195785 | 2 | 0 | 0 | 0 | 10 000 | [in]BitcoinAddEA_1 |
| 2021.07.20 05:23:40 | 3 | ETHJPY | buy | in | 0.56 | 192605 | 3 | 0 | 0 | 0 | 10 000 | [in]BitcoinAddEA_2 |
| 2021.07.20 06:17:40 | 4 | ETHJPY | buy | in | 0.2 | 189403 | 4 | 0 | 0 | 0 | 10 000 | [in]BitcoinAddEA_3 |
| 2021.07.20 19:02:20 | 5 | ETHJPY | sell | out | 0.2 | 198873 | 5 | 0 | 0 | 1 894 | 11 894 | tp 198873 |
| 2021.07.20 19:55:40 | 6 | ETHJPY | buy | in | 1.02 | 196054 | 6 | 0 | 0 | 0 | 11 894 | [in]BitcoinAddEA_3 |
| 2021.07.21 07:16:40 | 7 | ETHJPY | sell | out | 0.56 | 202235 | 7 | 0 | 0 | 5 393 | 17 287 | tp 202235 |
| 2021.07.21 07:50:20 | 8 | ETHJPY | sell | out | 0.77 | 205574 | 8 | 0 | 0 | 7 538 | 24 825 | tp 205574 |
| 2021.07.21 09:47:40 | 9 | ETHJPY | sell | out | 1.02 | 205857 | 9 | 0 | 0 | 9 999 | 34 824 | tp 205857 |
| 2021.07.23 19:12:40 | 10 | ETHJPY | buy | in | 2.34 | 223525 | 10 | 0 | 0 | 0 | 34 824 | [in]BitcoinAddEA_1 |
| 2021.07.24 02:52:40 | 11 | ETHJPY | sell | out | 2.34 | 234701 | 11 | 0 | 0 | 26 151 | 60 975 | tp 234701 |
| 2021.07.24 22:47:40 | 12 | ETHJPY | buy | in | 3.86 | 237246 | 12 | 0 | 0 | 0 | 60 975 | [in]BitcoinAddEA_1 |
| 2021.07.25 03:44:40 | 13 | ETHJPY | buy | in | 3.9 | 238167 | 13 | 0 | 0 | 0 | 60 975 | [in]BitcoinAddEA_2 |
| 2021.07.26 03:58:40 | 14 | ETHJPY | sell | out | 3.86 | 249108 | 14 | 0 | 0 | 45 787 | 106 762 | tp 249108 |
| 2021.07.26 03:58:40 | 15 | ETHJPY | sell | out | 3.9 | 250075 | 15 | 0 | 0 | 46 442 | 153 204 | tp 250075 |
| 2021.07.27 04:18:40 | 16 | ETHJPY | buy | in | 9.51 | 241520 | 16 | 0 | 0 | 0 | 153 204 | [in]BitcoinAddEA_1 |
| 2021.07.27 15:49:40 | 17 | ETHJPY | sell | out | 9.51 | 253596 | 17 | 0 | 0 | 114 843 | 268 047 | tp 253596 |
| 2021.07.27 17:05:40 | 18 | ETHJPY | buy | in | 16.17 | 248677 | 18 | 0 | 0 | 0 | 268 047 | [in]BitcoinAddEA_1 |
| 2021.07.27 19:19:40 | 19 | ETHJPY | buy | in | 13.54 | 246575 | 19 | 0 | 0 | 0 | 268 047 | [in]BitcoinAddEA_2 |
| 2021.07.28 09:40:40 | 20 | ETHJPY | buy | in | 17.39 | 249104 | 20 | 0 | 0 | 0 | 268 047 | [in]BitcoinAddEA_3 |
| 2021.07.30 02:06:20 | 21 | ETHJPY | sell | out | 13.54 | 258904 | 21 | 0 | 0 | 166 934 | 434 981 | tp 258904 |
| 2021.07.30 02:18:40 | 22 | ETHJPY | sell | out | 16.17 | 261111 | 22 | 0 | 0 | 201 058 | 636 039 | tp 261111 |
| 2021.07.30 02:18:40 | 23 | ETHJPY | sell | out | 17.39 | 261559 | 23 | 0 | 0 | 216 592 | 852 631 | tp 261559 |
| 2021.07.30 11:41:40 | 24 | ETHJPY | buy | in | 49.54 | 258182 | 24 | 0 | 0 | 0 | 852 631 | [in]BitcoinAddEA_1 |
| 2021.07.30 12:27:40 | 25 | ETHJPY | buy | in | 36.65 | 254241 | 25 | 0 | 0 | 0 | 852 631 | [in]BitcoinAddEA_2 |
| 2021.07.30 23:51:40 | 26 | ETHJPY | sell | out | 36.65 | 266953 | 26 | 0 | 0 | 465 894 | 1 318 525 | tp 266953 |
| 2021.07.31 05:20:40 | 27 | ETHJPY | sell | out | 49.54 | 271091 | 27 | 0 | 0 | 639 512 | 1 958 037 | tp 271091 |
| 2021.07.31 08:31:40 | 28 | ETHJPY | buy | in | 110.52 | 265753 | 28 | 0 | 0 | 0 | 1 958 037 | [in]BitcoinAddEA_1 |
| 2021.07.31 23:59:59 | 29 | ETHJPY | sell | out | 110.52 | 273022 | 29 | 0 | 0 | 803 369 | 2 761 406 | end of test |
| 0 | 0 | 2 751 406 | 2 761 406 | |||||||||