ストラテジーテスターレポート |
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Exness-MT5Trial5 (Build 5836) |
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設定 |
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| エキスパート: | BITCOIN_DAILY_TREND_EA | |||||||||||
| 銘柄: | BTCUSDm | |||||||||||
| 期間: | Daily (2018.01.01 - 2025.12.31) | |||||||||||
| パラメータ: | === エントリー(Donchianブレイク+確証) ==== | |||||||||||
| EntryChannel=15 | ||||||||||||
| ATRPeriod=14 | ||||||||||||
| ATRMult=4.0 | ||||||||||||
| BreakMargin=0.2 | ||||||||||||
| === トレンド強度フィルター ==== | ||||||||||||
| UseTrendFilter=true | ||||||||||||
| TrendSMA=200 | ||||||||||||
| TrendSlopeBars=14 | ||||||||||||
| === リスク管理 ==== | ||||||||||||
| RiskPercent=2.0 | ||||||||||||
| MaxLot=5.0 | ||||||||||||
| TradeLong=true | ||||||||||||
| TradeShort=true | ||||||||||||
| === 動作設定 ==== | ||||||||||||
| MagicNumber=202626 | ||||||||||||
| Slippage=50 | ||||||||||||
| 会社: | Exness Technologies Ltd | |||||||||||
| 通貨: | USD | |||||||||||
| 初期証拠金: | 10 000.00 | |||||||||||
| レバレッジ: | 1:100 | |||||||||||
結果 |
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| ヒストリー品質: | 98% | |||||||||||
| バー: | 2780 | ティック: | 16002470 | 銘柄: | 1 | |||||||
| 総損益: | 5 629.13 | 残高絶対ドローダウン: | 117.02 | 証拠金絶対ドローダウン: | 255.34 | |||||||
| 総利益: | 9 327.06 | 残高最大ドローダウン: | 688.44 (4.84%) | 証拠金最大ドローダウン: | 2 201.51 (14.06%) | |||||||
| 総損失: | -3 697.93 | 残高相対ドローダウン: | 4.84% (688.44) | 証拠金相対ドローダウン: | 14.06% (2 201.51) | |||||||
| プロフィットファクター: | 2.52 | 期待利得: | 127.93 | 証拠金維持率: | 106499.02% | |||||||
| リカバリファクター: | 2.56 | シャープレシオ: | 0.79 | Z-Score: | 0.93 (64.76%) | |||||||
| AHPR: | 1.0112 (1.12%) | LR Correlation: | 0.93 | OnTester 結果: | 0 | |||||||
| GHPR: | 1.0102 (1.02%) | LR Standard Error: | 685.70 | |||||||||
| 取引数: | 44 | ショート (勝率 %): | 14 (28.57%) | ロング (勝率 %): | 30 (36.67%) | |||||||
| 約定数: | 88 | 勝ちトレード (勝率 %): | 15 (34.09%) | 負けトレード (負率 %): | 29 (65.91%) | |||||||
| 最大 勝ちトレード: | 2 714.75 | 最大 負けトレード: | -284.81 | |||||||||
| 平均 勝ちトレード: | 621.80 | 平均 負けトレード: | -127.51 | |||||||||
| 最大 連勝数 (金額): | 2 (2 828.26) | 最大 連敗数 (金額): | 5 (-450.63) | |||||||||
| 最大 連勝利益額 (数): | 2 828.26 (2) | 最大 連敗損失額 (数): | -528.22 (3) | |||||||||
| 平均 連勝利益額 (数): | 1 | 平均 連敗数: | 2 | |||||||||
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| Correlation (Profits,MFE): | 0.99 | Correlation (Profits,MAE): | 0.21 | Correlation (MFE,MAE): | 0.1167 | |||||||
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| ポジション最短保持時間: | 0:20:40 | ポジション最長保持時間: | 2160:25:40 | ポジション平均保持時間: | 649:56:29 | |||||||
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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 | ||
| 2018.09.09 00:00:00 | 2 | BTCUSDm | sell | 0.18 / 0.18 | 0.00 | 2018.09.09 00:00:00 | filled | BTCTF_S | ||||
| 2018.10.15 06:04:40 | 3 | BTCUSDm | buy | 0.18 / 0.18 | 0.00 | 2018.10.15 06:04:40 | filled | |||||
| 2018.11.01 00:00:00 | 4 | BTCUSDm | sell | 0.58 / 0.58 | 0.00 | 2018.11.01 00:00:00 | filled | BTCTF_S | ||||
| 2018.12.20 09:06:40 | 5 | BTCUSDm | buy | 0.58 / 0.58 | 0.00 | 2018.12.20 09:06:40 | filled | |||||
| 2019.01.14 00:00:00 | 6 | BTCUSDm | sell | 0.34 / 0.34 | 0.00 | 2019.01.14 00:00:00 | filled | BTCTF_S | ||||
| 2019.02.08 16:52:40 | 7 | BTCUSDm | buy | 0.34 / 0.34 | 0.00 | 2019.02.08 16:52:40 | filled | |||||
| 2019.05.15 00:00:00 | 8 | BTCUSDm | buy | 0.13 / 0.13 | 0.00 | 2019.05.15 00:00:00 | filled | BTCTF_L | ||||
| 2019.06.27 16:21:40 | 9 | BTCUSDm | sell | 0.13 / 0.13 | 0.00 | 2019.06.27 16:21:40 | filled | |||||
| 2019.06.27 16:21:59 | 10 | BTCUSDm | buy | 0.06 / 0.06 | 0.00 | 2019.06.27 16:21:59 | filled | BTCTF_L | ||||
| 2019.08.14 17:10:40 | 11 | BTCUSDm | sell | 0.06 / 0.06 | 0.00 | 2019.08.14 17:10:40 | filled | |||||
| 2019.09.07 00:00:00 | 12 | BTCUSDm | buy | 0.13 / 0.13 | 0.00 | 2019.09.07 00:00:00 | filled | BTCTF_L | ||||
| 2019.09.24 18:51:40 | 13 | BTCUSDm | sell | 0.13 / 0.13 | 0.00 | 2019.09.24 18:51:40 | filled | |||||
| 2019.10.12 00:00:00 | 14 | BTCUSDm | buy | 0.16 / 0.16 | 0.00 | 2019.10.12 00:00:00 | filled | BTCTF_L | ||||
| 2019.11.15 14:30:40 | 15 | BTCUSDm | sell | 0.16 / 0.16 | 0.00 | 2019.11.15 14:30:40 | filled | |||||
| 2019.12.15 00:00:00 | 16 | BTCUSDm | sell | 0.22 / 0.22 | 0.00 | 2019.12.15 00:00:00 | filled | BTCTF_S | ||||
| 2019.12.18 22:59:40 | 17 | BTCUSDm | buy | 0.22 / 0.22 | 0.00 | 2019.12.18 22:59:40 | filled | |||||
| 2019.12.18 22:59:59 | 18 | BTCUSDm | sell | 0.18 / 0.18 | 0.00 | 2019.12.18 22:59:59 | filled | BTCTF_S | ||||
| 2020.01.06 22:42:40 | 19 | BTCUSDm | buy | 0.18 / 0.18 | 0.00 | 2020.01.06 22:42:40 | filled | |||||
| 2020.02.27 00:00:00 | 20 | BTCUSDm | sell | 0.12 / 0.12 | 0.00 | 2020.02.27 00:00:00 | filled | BTCTF_S | ||||
| 2020.03.20 08:15:40 | 21 | BTCUSDm | buy | 0.12 / 0.12 | 0.00 | 2020.03.20 08:15:40 | filled | |||||
| 2020.05.08 00:00:00 | 22 | BTCUSDm | buy | 0.12 / 0.12 | 0.00 | 2020.05.08 00:00:00 | filled | BTCTF_L | ||||
| 2020.05.10 00:20:40 | 23 | BTCUSDm | sell | 0.12 / 0.12 | 0.00 | 2020.05.10 00:20:40 | filled | |||||
| 2020.06.02 00:00:00 | 24 | BTCUSDm | buy | 0.12 / 0.12 | 0.00 | 2020.06.02 00:00:00 | filled | BTCTF_L | ||||
| 2020.09.03 12:26:40 | 25 | BTCUSDm | sell | 0.12 / 0.12 | 0.00 | 2020.09.03 12:26:40 | filled | |||||
| 2020.09.20 00:00:00 | 26 | BTCUSDm | buy | 0.16 / 0.16 | 0.00 | 2020.09.20 00:00:00 | filled | BTCTF_L | ||||
| 2021.01.22 00:25:40 | 27 | BTCUSDm | sell | 0.16 / 0.16 | 0.00 | 2021.01.22 00:25:40 | filled | |||||
| 2021.02.07 00:00:00 | 28 | BTCUSDm | buy | 0.02 / 0.02 | 0.00 | 2021.02.07 00:00:00 | filled | BTCTF_L | ||||
| 2021.02.23 09:11:40 | 29 | BTCUSDm | sell | 0.02 / 0.02 | 0.00 | 2021.02.23 09:11:40 | filled | |||||
| 2021.03.11 00:00:00 | 30 | BTCUSDm | buy | 0.02 / 0.02 | 0.00 | 2021.03.11 00:00:00 | filled | BTCTF_L | ||||
| 2021.04.18 03:21:40 | 31 | BTCUSDm | sell | 0.02 / 0.02 | 0.00 | 2021.04.18 03:21:40 | filled | |||||
| 2021.06.15 00:00:00 | 32 | BTCUSDm | buy | 0.02 / 0.02 | 0.00 | 2021.06.15 00:00:00 | filled | BTCTF_L | ||||
| 2021.06.22 12:25:40 | 33 | BTCUSDm | sell | 0.02 / 0.02 | 0.00 | 2021.06.22 12:25:40 | filled | |||||
| 2021.07.26 00:00:00 | 34 | BTCUSDm | buy | 0.04 / 0.04 | 0.00 | 2021.07.26 00:00:00 | filled | BTCTF_L | ||||
| 2021.09.07 15:08:40 | 35 | BTCUSDm | sell | 0.04 / 0.04 | 0.00 | 2021.09.07 15:08:40 | filled | |||||
| 2021.09.07 15:08:59 | 36 | BTCUSDm | buy | 0.02 / 0.02 | 0.00 | 2021.09.07 15:08:59 | filled | BTCTF_L | ||||
| 2021.11.18 16:24:20 | 37 | BTCUSDm | sell | 0.02 / 0.02 | 0.00 | 2021.11.18 16:24:20 | filled | |||||
| 2022.02.07 00:00:00 | 38 | BTCUSDm | buy | 0.04 / 0.04 | 0.00 | 2022.02.07 00:00:00 | filled | BTCTF_L | ||||
| 2022.02.21 11:39:40 | 39 | BTCUSDm | sell | 0.04 / 0.04 | 0.00 | 2022.02.21 11:39:40 | filled | |||||
| 2022.02.25 00:00:00 | 40 | BTCUSDm | sell | 0.03 / 0.03 | 0.00 | 2022.02.25 00:00:00 | filled | BTCTF_S | ||||
| 2022.03.27 20:37:40 | 41 | BTCUSDm | buy | 0.03 / 0.03 | 0.00 | 2022.03.27 20:37:40 | filled | |||||
| 2022.04.09 00:00:00 | 42 | BTCUSDm | sell | 0.03 / 0.03 | 0.00 | 2022.04.09 00:00:00 | filled | BTCTF_S | ||||
| 2022.07.19 15:35:40 | 43 | BTCUSDm | buy | 0.03 / 0.03 | 0.00 | 2022.07.19 15:35:40 | filled | |||||
| 2022.08.20 00:00:00 | 44 | BTCUSDm | sell | 0.07 / 0.07 | 0.00 | 2022.08.20 00:00:00 | filled | BTCTF_S | ||||
| 2022.09.09 23:15:40 | 45 | BTCUSDm | buy | 0.07 / 0.07 | 0.00 | 2022.09.09 23:15:40 | filled | |||||
| 2022.09.20 00:00:00 | 46 | BTCUSDm | sell | 0.07 / 0.07 | 0.00 | 2022.09.20 00:00:00 | filled | BTCTF_S | ||||
| 2022.10.26 08:37:40 | 47 | BTCUSDm | buy | 0.07 / 0.07 | 0.00 | 2022.10.26 08:37:40 | filled | |||||
| 2022.11.09 00:00:00 | 48 | BTCUSDm | sell | 0.09 / 0.09 | 0.00 | 2022.11.09 00:00:00 | filled | BTCTF_S | ||||
| 2022.12.13 13:30:40 | 49 | BTCUSDm | buy | 0.09 / 0.09 | 0.00 | 2022.12.13 13:30:40 | filled | |||||
| 2022.12.17 00:00:00 | 50 | BTCUSDm | sell | 0.16 / 0.16 | 0.00 | 2022.12.17 00:00:00 | filled | BTCTF_S | ||||
| 2023.01.10 18:32:40 | 51 | BTCUSDm | buy | 0.16 / 0.16 | 0.00 | 2023.01.10 18:32:40 | filled | |||||
| 2023.01.22 00:00:00 | 52 | BTCUSDm | buy | 0.08 / 0.08 | 0.00 | 2023.01.22 00:00:00 | filled | BTCTF_L | ||||
| 2023.03.03 01:32:40 | 53 | BTCUSDm | sell | 0.08 / 0.08 | 0.00 | 2023.03.03 01:32:40 | filled | |||||
| 2023.03.04 00:00:00 | 54 | BTCUSDm | sell | 0.08 / 0.08 | 0.00 | 2023.03.04 00:00:00 | filled | BTCTF_S | ||||
| 2023.03.13 00:42:40 | 55 | BTCUSDm | buy | 0.08 / 0.08 | 0.00 | 2023.03.13 00:42:40 | filled | |||||
| 2023.03.15 00:00:00 | 56 | BTCUSDm | buy | 0.06 / 0.06 | 0.00 | 2023.03.15 00:00:00 | filled | BTCTF_L | ||||
| 2023.04.21 06:51:40 | 57 | BTCUSDm | sell | 0.06 / 0.06 | 0.00 | 2023.04.21 06:51:40 | filled | |||||
| 2023.05.29 00:00:00 | 58 | BTCUSDm | buy | 0.1 / 0.1 | 0.00 | 2023.05.29 00:00:00 | filled | BTCTF_L | ||||
| 2023.06.05 16:02:40 | 59 | BTCUSDm | sell | 0.1 / 0.1 | 0.00 | 2023.06.05 16:02:40 | filled | |||||
| 2023.06.21 00:00:00 | 60 | BTCUSDm | buy | 0.08 / 0.08 | 0.00 | 2023.06.21 00:00:00 | filled | BTCTF_L | ||||
| 2023.08.01 15:30:40 | 61 | BTCUSDm | sell | 0.08 / 0.08 | 0.00 | 2023.08.01 15:30:40 | filled | |||||
| 2023.08.09 00:00:00 | 62 | BTCUSDm | buy | 0.13 / 0.13 | 0.00 | 2023.08.09 00:00:00 | filled | BTCTF_L | ||||
| 2023.08.17 15:44:20 | 63 | BTCUSDm | sell | 0.13 / 0.13 | 0.00 | 2023.08.17 15:44:20 | filled | |||||
| 2023.09.19 00:00:00 | 64 | BTCUSDm | buy | 0.1 / 0.1 | 0.00 | 2023.09.19 00:00:00 | filled | BTCTF_L | ||||
| 2024.01.22 18:49:40 | 65 | BTCUSDm | sell | 0.1 / 0.1 | 0.00 | 2024.01.22 18:49:40 | filled | |||||
| 2024.01.31 00:00:00 | 66 | BTCUSDm | buy | 0.05 / 0.05 | 0.00 | 2024.01.31 00:00:00 | filled | BTCTF_L | ||||
| 2024.04.13 20:23:40 | 67 | BTCUSDm | sell | 0.05 / 0.05 | 0.00 | 2024.04.13 20:23:40 | filled | |||||
| 2024.05.16 00:00:00 | 68 | BTCUSDm | buy | 0.03 / 0.03 | 0.00 | 2024.05.16 00:00:00 | filled | BTCTF_L | ||||
| 2024.06.18 01:45:40 | 69 | BTCUSDm | sell | 0.03 / 0.03 | 0.00 | 2024.06.18 01:45:40 | filled | |||||
| 2024.07.16 00:00:00 | 70 | BTCUSDm | buy | 0.02 / 0.02 | 0.00 | 2024.07.16 00:00:00 | filled | BTCTF_L | ||||
| 2024.08.03 01:11:40 | 71 | BTCUSDm | sell | 0.02 / 0.02 | 0.00 | 2024.08.03 01:11:40 | filled | |||||
| 2024.08.24 00:00:00 | 72 | BTCUSDm | buy | 0.02 / 0.02 | 0.00 | 2024.08.24 00:00:00 | filled | BTCTF_L | ||||
| 2024.09.06 14:13:40 | 73 | BTCUSDm | sell | 0.02 / 0.02 | 0.00 | 2024.09.06 14:13:40 | filled | |||||
| 2024.09.18 00:00:00 | 74 | BTCUSDm | buy | 0.03 / 0.03 | 0.00 | 2024.09.18 00:00:00 | filled | BTCTF_L | ||||
| 2025.01.09 20:21:40 | 75 | BTCUSDm | sell | 0.03 / 0.03 | 0.00 | 2025.01.09 20:21:40 | filled | |||||
| 2025.01.18 00:00:00 | 76 | BTCUSDm | buy | 0.02 / 0.02 | 0.00 | 2025.01.18 00:00:00 | filled | BTCTF_L | ||||
| 2025.02.25 07:10:40 | 77 | BTCUSDm | sell | 0.02 / 0.02 | 0.00 | 2025.02.25 07:10:40 | filled | |||||
| 2025.03.25 00:00:00 | 78 | BTCUSDm | buy | 0.02 / 0.02 | 0.00 | 2025.03.25 00:00:00 | filled | BTCTF_L | ||||
| 2025.04.06 22:51:40 | 79 | BTCUSDm | sell | 0.02 / 0.02 | 0.00 | 2025.04.06 22:51:40 | filled | |||||
| 2025.04.22 00:00:00 | 80 | BTCUSDm | buy | 0.02 / 0.02 | 0.00 | 2025.04.22 00:00:00 | filled | BTCTF_L | ||||
| 2025.06.05 20:56:20 | 81 | BTCUSDm | sell | 0.02 / 0.02 | 0.00 | 2025.06.05 20:56:20 | filled | |||||
| 2025.07.03 00:00:00 | 82 | BTCUSDm | buy | 0.02 / 0.02 | 0.00 | 2025.07.03 00:00:00 | filled | BTCTF_L | ||||
| 2025.08.19 14:45:40 | 83 | BTCUSDm | sell | 0.02 / 0.02 | 0.00 | 2025.08.19 14:45:40 | filled | |||||
| 2025.09.11 00:00:00 | 84 | BTCUSDm | buy | 0.03 / 0.03 | 0.00 | 2025.09.11 00:00:00 | filled | BTCTF_L | ||||
| 2025.09.25 17:33:40 | 85 | BTCUSDm | sell | 0.03 / 0.03 | 0.00 | 2025.09.25 17:33:40 | filled | |||||
| 2025.10.02 00:00:00 | 86 | BTCUSDm | buy | 0.03 / 0.03 | 0.00 | 2025.10.02 00:00:00 | filled | BTCTF_L | ||||
| 2025.10.10 20:56:40 | 87 | BTCUSDm | sell | 0.03 / 0.03 | 0.00 | 2025.10.10 20:56:40 | filled | |||||
| 2025.12.19 00:00:00 | 88 | BTCUSDm | sell | 0.02 / 0.02 | 0.00 | 2025.12.19 00:00:00 | filled | BTCTF_S | ||||
| 2025.12.30 23:59:59 | 89 | BTCUSDm | buy | 0.02 / 0.02 | 0.00 | 2025.12.30 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 |
| 2018.01.01 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
| 2018.09.09 00:00:00 | 2 | BTCUSDm | sell | in | 0.18 | 6181.77 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | BTCTF_S |
| 2018.10.15 06:04:40 | 3 | BTCUSDm | buy | out | 0.18 | 6831.88 | 3 | 0.00 | 0.00 | -117.02 | 9 882.98 | |
| 2018.11.01 00:00:00 | 4 | BTCUSDm | sell | in | 0.58 | 6309.74 | 4 | 0.00 | 0.00 | 0.00 | 9 882.98 | BTCTF_S |
| 2018.12.20 09:06:40 | 5 | BTCUSDm | buy | out | 0.58 | 4117.19 | 5 | 0.00 | 0.00 | 1 271.68 | 11 154.66 | |
| 2019.01.14 00:00:00 | 6 | BTCUSDm | sell | in | 0.34 | 3541.79 | 6 | 0.00 | 0.00 | 0.00 | 11 154.66 | BTCTF_S |
| 2019.02.08 16:52:40 | 7 | BTCUSDm | buy | out | 0.34 | 3721.32 | 7 | 0.00 | 0.00 | -61.04 | 11 093.62 | |
| 2019.05.15 00:00:00 | 8 | BTCUSDm | buy | in | 0.13 | 7971.61 | 8 | 0.00 | 0.00 | 0.00 | 11 093.62 | BTCTF_L |
| 2019.06.27 16:21:40 | 9 | BTCUSDm | sell | out | 0.13 | 10992.92 | 9 | 0.00 | -65.85 | 392.77 | 11 420.54 | |
| 2019.06.27 16:21:59 | 10 | BTCUSDm | buy | in | 0.06 | 11059.11 | 10 | 0.00 | 0.00 | 0.00 | 11 420.54 | BTCTF_L |
| 2019.08.14 17:10:40 | 11 | BTCUSDm | sell | out | 0.06 | 10191.31 | 11 | 0.00 | -34.01 | -52.07 | 11 334.46 | |
| 2019.09.07 00:00:00 | 12 | BTCUSDm | buy | in | 0.13 | 10299.04 | 12 | 0.00 | 0.00 | 0.00 | 11 334.46 | BTCTF_L |
| 2019.09.24 18:51:40 | 13 | BTCUSDm | sell | out | 0.13 | 8967.77 | 13 | 0.00 | -22.97 | -173.07 | 11 138.42 | |
| 2019.10.12 00:00:00 | 14 | BTCUSDm | buy | in | 0.16 | 8261.43 | 14 | 0.00 | 0.00 | 0.00 | 11 138.42 | BTCTF_L |
| 2019.11.15 14:30:40 | 15 | BTCUSDm | sell | out | 0.16 | 8451.93 | 15 | 0.00 | -60.44 | 30.48 | 11 108.46 | |
| 2019.12.15 00:00:00 | 16 | BTCUSDm | sell | in | 0.22 | 7067.62 | 16 | 0.00 | 0.00 | 0.00 | 11 108.46 | BTCTF_S |
| 2019.12.18 22:59:40 | 17 | BTCUSDm | buy | out | 0.22 | 7438.27 | 17 | 0.00 | 0.00 | -81.54 | 11 026.92 | |
| 2019.12.18 22:59:59 | 18 | BTCUSDm | sell | in | 0.18 | 7429.34 | 18 | 0.00 | 0.00 | 0.00 | 11 026.92 | BTCTF_S |
| 2020.01.06 22:42:40 | 19 | BTCUSDm | buy | out | 0.18 | 7746.06 | 19 | 0.00 | 0.00 | -57.01 | 10 969.91 | |
| 2020.02.27 00:00:00 | 20 | BTCUSDm | sell | in | 0.12 | 8776.68 | 20 | 0.00 | 0.00 | 0.00 | 10 969.91 | BTCTF_S |
| 2020.03.20 08:15:40 | 21 | BTCUSDm | buy | out | 0.12 | 6569.02 | 21 | 0.00 | 0.00 | 264.92 | 11 234.83 | |
| 2020.05.08 00:00:00 | 22 | BTCUSDm | buy | in | 0.12 | 9986.46 | 22 | 0.00 | 0.00 | 0.00 | 11 234.83 | BTCTF_L |
| 2020.05.10 00:20:40 | 23 | BTCUSDm | sell | out | 0.12 | 8080.05 | 23 | 0.00 | -4.25 | -228.77 | 11 001.81 | |
| 2020.06.02 00:00:00 | 24 | BTCUSDm | buy | in | 0.12 | 10203.37 | 24 | 0.00 | 0.00 | 0.00 | 11 001.81 | BTCTF_L |
| 2020.09.03 12:26:40 | 25 | BTCUSDm | sell | out | 0.12 | 10681.81 | 25 | 0.00 | -131.93 | 57.42 | 10 927.30 | |
| 2020.09.20 00:00:00 | 26 | BTCUSDm | buy | in | 0.16 | 11076.57 | 26 | 0.00 | 0.00 | 0.00 | 10 927.30 | BTCTF_L |
| 2021.01.22 00:25:40 | 27 | BTCUSDm | sell | out | 0.16 | 29495.61 | 27 | 0.00 | -232.30 | 2 947.05 | 13 642.05 | |
| 2021.02.07 00:00:00 | 28 | BTCUSDm | buy | in | 0.02 | 39195.86 | 28 | 0.00 | 0.00 | 0.00 | 13 642.05 | BTCTF_L |
| 2021.02.23 09:11:40 | 29 | BTCUSDm | sell | out | 0.02 | 45050.58 | 29 | 0.00 | -3.58 | 117.09 | 13 755.56 | |
| 2021.03.11 00:00:00 | 30 | BTCUSDm | buy | in | 0.02 | 55849.77 | 30 | 0.00 | 0.00 | 0.00 | 13 755.56 | BTCTF_L |
| 2021.04.18 03:21:40 | 31 | BTCUSDm | sell | out | 0.02 | 54514.03 | 31 | 0.00 | -9.30 | -26.72 | 13 719.54 | |
| 2021.06.15 00:00:00 | 32 | BTCUSDm | buy | in | 0.02 | 40482.85 | 32 | 0.00 | 0.00 | 0.00 | 13 719.54 | BTCTF_L |
| 2021.06.22 12:25:40 | 33 | BTCUSDm | sell | out | 0.02 | 29662.98 | 33 | 0.00 | -1.67 | -216.40 | 13 501.47 | |
| 2021.07.26 00:00:00 | 34 | BTCUSDm | buy | in | 0.04 | 35435.95 | 34 | 0.00 | 0.00 | 0.00 | 13 501.47 | BTCTF_L |
| 2021.09.07 15:08:40 | 35 | BTCUSDm | sell | out | 0.04 | 44103.98 | 35 | 0.00 | -20.27 | 346.72 | 13 827.92 | |
| 2021.09.07 15:08:59 | 36 | BTCUSDm | buy | in | 0.02 | 44235.99 | 36 | 0.00 | 0.00 | 0.00 | 13 827.92 | BTCTF_L |
| 2021.11.18 16:24:20 | 37 | BTCUSDm | sell | out | 0.02 | 57501.93 | 37 | 0.00 | -17.18 | 265.32 | 14 076.06 | |
| 2022.02.07 00:00:00 | 38 | BTCUSDm | buy | in | 0.04 | 42430.12 | 38 | 0.00 | 0.00 | 0.00 | 14 076.06 | BTCTF_L |
| 2022.02.21 11:39:40 | 39 | BTCUSDm | sell | out | 0.04 | 37758.29 | 39 | 0.00 | -6.60 | -186.87 | 13 882.59 | |
| 2022.02.25 00:00:00 | 40 | BTCUSDm | sell | in | 0.03 | 38342.05 | 40 | 0.00 | 0.00 | 0.00 | 13 882.59 | BTCTF_S |
| 2022.03.27 20:37:40 | 41 | BTCUSDm | buy | out | 0.03 | 45967.06 | 41 | 0.00 | 0.00 | -228.75 | 13 653.84 | |
| 2022.04.09 00:00:00 | 42 | BTCUSDm | sell | in | 0.03 | 42233.99 | 42 | 0.00 | 0.00 | 0.00 | 13 653.84 | BTCTF_S |
| 2022.07.19 15:35:40 | 43 | BTCUSDm | buy | out | 0.03 | 23042.42 | 43 | 0.00 | 0.00 | 575.75 | 14 229.59 | |
| 2022.08.20 00:00:00 | 44 | BTCUSDm | sell | in | 0.07 | 20829.68 | 44 | 0.00 | 0.00 | 0.00 | 14 229.59 | BTCTF_S |
| 2022.09.09 23:15:40 | 45 | BTCUSDm | buy | out | 0.07 | 21554.21 | 45 | 0.00 | 0.00 | -50.71 | 14 178.88 | |
| 2022.09.20 00:00:00 | 46 | BTCUSDm | sell | in | 0.07 | 19540.97 | 46 | 0.00 | 0.00 | 0.00 | 14 178.88 | BTCTF_S |
| 2022.10.26 08:37:40 | 47 | BTCUSDm | buy | out | 0.07 | 20639.71 | 47 | 0.00 | 0.00 | -76.91 | 14 101.97 | |
| 2022.11.09 00:00:00 | 48 | BTCUSDm | sell | in | 0.09 | 18544.51 | 48 | 0.00 | 0.00 | 0.00 | 14 101.97 | BTCTF_S |
| 2022.12.13 13:30:40 | 49 | BTCUSDm | buy | out | 0.09 | 17949.27 | 49 | 0.00 | 0.00 | 53.58 | 14 155.55 | |
| 2022.12.17 00:00:00 | 50 | BTCUSDm | sell | in | 0.16 | 16624.28 | 50 | 0.00 | 0.00 | 0.00 | 14 155.55 | BTCTF_S |
| 2023.01.10 18:32:40 | 51 | BTCUSDm | buy | out | 0.16 | 17438.68 | 51 | 0.00 | 0.00 | -130.31 | 14 025.24 | |
| 2023.01.22 00:00:00 | 52 | BTCUSDm | buy | in | 0.08 | 22797.05 | 52 | 0.00 | 0.00 | 0.00 | 14 025.24 | BTCTF_L |
| 2023.03.03 01:32:40 | 53 | BTCUSDm | sell | out | 0.08 | 22070.86 | 53 | 0.00 | -36.71 | -58.09 | 13 930.44 | |
| 2023.03.04 00:00:00 | 54 | BTCUSDm | sell | in | 0.08 | 22344.46 | 54 | 0.00 | 0.00 | 0.00 | 13 930.44 | BTCTF_S |
| 2023.03.13 00:42:40 | 55 | BTCUSDm | buy | out | 0.08 | 22583.29 | 55 | 0.00 | 0.00 | -19.10 | 13 911.34 | |
| 2023.03.15 00:00:00 | 56 | BTCUSDm | buy | in | 0.06 | 24729.06 | 56 | 0.00 | 0.00 | 0.00 | 13 911.34 | BTCTF_L |
| 2023.04.21 06:51:40 | 57 | BTCUSDm | sell | out | 0.06 | 27799.89 | 57 | 0.00 | -26.22 | 184.25 | 14 069.37 | |
| 2023.05.29 00:00:00 | 58 | BTCUSDm | buy | in | 0.1 | 28092.45 | 58 | 0.00 | 0.00 | 0.00 | 14 069.37 | BTCTF_L |
| 2023.06.05 16:02:40 | 59 | BTCUSDm | sell | out | 0.1 | 25593.37 | 59 | 0.00 | -8.26 | -249.91 | 13 811.20 | |
| 2023.06.21 00:00:00 | 60 | BTCUSDm | buy | in | 0.08 | 28339.47 | 60 | 0.00 | 0.00 | 0.00 | 13 811.20 | BTCTF_L |
| 2023.08.01 15:30:40 | 61 | BTCUSDm | sell | out | 0.08 | 28559.34 | 61 | 0.00 | -38.60 | 17.59 | 13 790.19 | |
| 2023.08.09 00:00:00 | 62 | BTCUSDm | buy | in | 0.13 | 29758.00 | 62 | 0.00 | 0.00 | 0.00 | 13 790.19 | BTCTF_L |
| 2023.08.17 15:44:20 | 63 | BTCUSDm | sell | out | 0.13 | 27936.52 | 63 | 0.00 | -12.25 | -236.79 | 13 541.15 | |
| 2023.09.19 00:00:00 | 64 | BTCUSDm | buy | in | 0.1 | 26772.94 | 64 | 0.00 | 0.00 | 0.00 | 13 541.15 | BTCTF_L |
| 2024.01.22 18:49:40 | 65 | BTCUSDm | sell | out | 0.1 | 39987.63 | 65 | 0.00 | -147.50 | 1 321.47 | 14 715.12 | |
| 2024.01.31 00:00:00 | 66 | BTCUSDm | buy | in | 0.05 | 42977.36 | 66 | 0.00 | 0.00 | 0.00 | 14 715.12 | BTCTF_L |
| 2024.04.13 20:23:40 | 67 | BTCUSDm | sell | out | 0.05 | 61552.43 | 67 | 0.00 | -44.25 | 928.75 | 15 599.62 | |
| 2024.05.16 00:00:00 | 68 | BTCUSDm | buy | in | 0.03 | 66241.24 | 68 | 0.00 | 0.00 | 0.00 | 15 599.62 | BTCTF_L |
| 2024.06.18 01:45:40 | 69 | BTCUSDm | sell | out | 0.03 | 64576.79 | 69 | 0.00 | -11.60 | -49.94 | 15 538.08 | |
| 2024.07.16 00:00:00 | 70 | BTCUSDm | buy | in | 0.02 | 64787.37 | 70 | 0.00 | 0.00 | 0.00 | 15 538.08 | BTCTF_L |
| 2024.08.03 01:11:40 | 71 | BTCUSDm | sell | out | 0.02 | 60633.20 | 71 | 0.00 | -4.77 | -83.09 | 15 450.22 | |
| 2024.08.24 00:00:00 | 72 | BTCUSDm | buy | in | 0.02 | 64116.90 | 72 | 0.00 | 0.00 | 0.00 | 15 450.22 | BTCTF_L |
| 2024.09.06 14:13:40 | 73 | BTCUSDm | sell | out | 0.02 | 55046.57 | 73 | 0.00 | -2.63 | -181.41 | 15 266.18 | |
| 2024.09.18 00:00:00 | 74 | BTCUSDm | buy | in | 0.03 | 60355.92 | 74 | 0.00 | 0.00 | 0.00 | 15 266.18 | BTCTF_L |
| 2025.01.09 20:21:40 | 75 | BTCUSDm | sell | out | 0.03 | 91120.14 | 75 | 0.00 | -39.71 | 922.92 | 16 149.39 | |
| 2025.01.18 00:00:00 | 76 | BTCUSDm | buy | in | 0.02 | 104123.76 | 76 | 0.00 | 0.00 | 0.00 | 16 149.39 | BTCTF_L |
| 2025.02.25 07:10:40 | 77 | BTCUSDm | sell | out | 0.02 | 90313.01 | 77 | 0.00 | -8.59 | -276.22 | 15 864.58 | |
| 2025.03.25 00:00:00 | 78 | BTCUSDm | buy | in | 0.02 | 87527.60 | 78 | 0.00 | 0.00 | 0.00 | 15 864.58 | BTCTF_L |
| 2025.04.06 22:51:40 | 79 | BTCUSDm | sell | out | 0.02 | 77775.56 | 79 | 0.00 | -3.10 | -195.04 | 15 666.44 | |
| 2025.04.22 00:00:00 | 80 | BTCUSDm | buy | in | 0.02 | 87554.59 | 80 | 0.00 | 0.00 | 0.00 | 15 666.44 | BTCTF_L |
| 2025.06.05 20:56:20 | 81 | BTCUSDm | sell | out | 0.02 | 100367.83 | 81 | 0.00 | -10.50 | 256.27 | 15 912.21 | |
| 2025.07.03 00:00:00 | 82 | BTCUSDm | buy | in | 0.02 | 108907.42 | 82 | 0.00 | 0.00 | 0.00 | 15 912.21 | BTCTF_L |
| 2025.08.19 14:45:40 | 83 | BTCUSDm | sell | out | 0.02 | 113761.75 | 83 | 0.00 | -11.21 | 97.09 | 15 998.09 | |
| 2025.09.11 00:00:00 | 84 | BTCUSDm | buy | in | 0.03 | 113990.55 | 84 | 0.00 | 0.00 | 0.00 | 15 998.09 | BTCTF_L |
| 2025.09.25 17:33:40 | 85 | BTCUSDm | sell | out | 0.03 | 109716.35 | 85 | 0.00 | -4.92 | -128.23 | 15 864.94 | |
| 2025.10.02 00:00:00 | 86 | BTCUSDm | buy | in | 0.03 | 118672.06 | 86 | 0.00 | 0.00 | 0.00 | 15 864.94 | BTCTF_L |
| 2025.10.10 20:56:40 | 87 | BTCUSDm | sell | out | 0.03 | 112895.10 | 87 | 0.00 | -2.81 | -173.31 | 15 688.82 | |
| 2025.12.19 00:00:00 | 88 | BTCUSDm | sell | in | 0.02 | 85442.62 | 88 | 0.00 | 0.00 | 0.00 | 15 688.82 | BTCTF_S |
| 2025.12.30 23:59:59 | 89 | BTCUSDm | buy | out | 0.02 | 88426.99 | 89 | 0.00 | 0.00 | -59.69 | 15 629.13 | end of test |
| 0.00 | -1 023.98 | 6 653.11 | 15 629.13 | |||||||||