Strategy Tester Report
komicom ver2.0 23279097
XMTrading-Demo 3 (Build 1260)
| 通貨ペア | AUDCAD (AUSTRALIAN DOLLAR VS CANADIAN DOLLAR) | ||||
| 期間 | 1時間足(H1) 2005.04.15 05:00 - 2020.02.07 23:00 | ||||
| モデル | コントロールポイント(おおまかな方法。結果はあまり信頼性はない) | ||||
| パラメーター | SeparateOpen=""; InputMagicNumber=2222; InputMaxOrders=25; InputOrdersCount=2; InputMode=1; InputBaseTerm=2; InputIntervalPips=15; InputLots=1; InputSlippagePips=3.3; InputTakeProfitPips=20; InputStopLossPips=150; SeparateEAStop=""; InputUseEAStop=false; InputEAStopTargetDays=3; InputEAStopPips=1000; SeparateBaseLine=""; ShowBaseLine=true; BaseLineColor=Yellow; BaseLineWidth=1; BaseLineStyle=0; SeparateOrderLine=""; ShowOrderLine=true; OrderLineColorBuy=RoyalBlue; OrderLineColorSell=OrangeRed; OrderLineWidth=1; OrderineStyle=0; | ||||
| テストバー数 | 90679 | モデルティック数 | 2193433 | モデリング品質 | n/a |
| 不整合チャートエラー | 33 | ||||
| 初期証拠金 | 100000.00 | スプレッド | 2 | ||
| 純益 | 3733755.05 | 総利益 | 9173258.98 | 総損失 | -5439503.93 |
| プロフィットファクタ | 1.69 | 期待利得 | 56.11 | ||
| 絶対ドローダウン | 10824.94 | 最大ドローダウン | 62492.44 (1.69%) | 相対ドローダウン | 23.60% (28791.02) |
| 総取引数 | 66542 | 売りポジション(勝率%） | 32536 (92.72%) | 買いポジション(勝率%） | 34006 (92.91%) |
| 勝率(%) | 61762 (92.82%) | 負率 (%) | 4780 (7.18%) | ||
| 最大 | 勝トレード | 150.34 | 敗トレード | -1304.68 | |
| 平均 | 勝トレード | 148.53 | 敗トレード | -1137.97 | |
| 最大 | 連勝(金額) | 846 (126921.64) | 連敗(金額) | 20 (-22597.05) | |
| 最大 | 連勝(トレード数) | 126921.64 (846) | 連敗(トレード数) | -22597.05 (20) | |
| 平均 | 連勝 | 46 | 連敗 | 4 | |
| # | 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 |
| 1 | 2005.04.15 07:45 | buy | 1 | 1.00 | 0.95220 | 0.00000 | 0.00000 | ||
| 2 | 2005.04.15 07:45 | buy | 2 | 1.00 | 0.95220 | 0.00000 | 0.00000 | ||
| 3 | 2005.04.15 07:45 | modify | 1 | 1.00 | 0.95220 | 0.93720 | 0.95420 | ||
| 4 | 2005.04.15 07:45 | modify | 2 | 1.00 | 0.95220 | 0.93720 | 0.95420 | ||
| 5 | 2005.04.15 09:20 | buy | 3 | 1.00 | 0.95032 | 0.00000 | 0.00000 | ||
| 6 | 2005.04.15 09:20 | buy | 4 | 1.00 | 0.95032 | 0.00000 | 0.00000 | ||
| 7 | 2005.04.15 09:20 | modify | 3 | 1.00 | 0.95032 | 0.93532 | 0.95232 | ||
| 8 | 2005.04.15 09:20 | modify | 4 | 1.00 | 0.95032 | 0.93532 | 0.95232 | ||
| 9 | 2005.04.15 09:32 | t/p | 3 | 1.00 | 0.95232 | 0.93532 | 0.95232 | 150.33 | 100150.33 |
| 10 | 2005.04.15 09:32 | t/p | 4 | 1.00 | 0.95232 | 0.93532 | 0.95232 | 150.33 | 100300.66 |
| 11 | 2005.04.15 09:50 | buy | 5 | 1.00 | 0.95062 | 0.00000 | 0.00000 | ||
| 12 | 2005.04.15 09:50 | buy | 6 | 1.00 | 0.95062 | 0.00000 | 0.00000 | ||
| 13 | 2005.04.15 09:50 | modify | 5 | 1.00 | 0.95062 | 0.93562 | 0.95262 | ||
| 14 | 2005.04.15 09:50 | modify | 6 | 1.00 | 0.95062 | 0.93562 | 0.95262 | ||
| 15 | 2005.04.15 10:15 | t/p | 5 | 1.00 | 0.95262 | 0.93562 | 0.95262 | 150.33 | 100450.99 |
| 16 | 2005.04.15 10:15 | t/p | 6 | 1.00 | 0.95262 | 0.93562 | 0.95262 | 150.33 | 100601.32 |
| 17 | 2005.04.15 11:45 | t/p | 1 | 1.00 | 0.95420 | 0.93720 | 0.95420 | 150.33 | 100751.65 |
| 18 | 2005.04.15 11:45 | t/p | 2 | 1.00 | 0.95420 | 0.93720 | 0.95420 | 150.33 | 100901.98 |
| 19 | 2005.04.15 11:50 | sell | 7 | 1.00 | 0.95530 | 0.00000 | 0.00000 | ||
| 20 | 2005.04.15 11:50 | sell | 8 | 1.00 | 0.95530 | 0.00000 | 0.00000 | ||
| 21 | 2005.04.15 11:50 | modify | 7 | 1.00 | 0.95530 | 0.97030 | 0.95330 | ||
| 199344 | 2020.01.21 04:50 | modify | 66454 | 1.00 | 0.89495 | 0.87995 | 0.89695 | ||
| 199345 | 2020.01.21 13:50 | t/p | 66453 | 1.00 | 0.89695 | 0.87995 | 0.89695 | 150.33 | 3829581.05 |
| 199346 | 2020.01.21 13:50 | t/p | 66454 | 1.00 | 0.89695 | 0.87995 | 0.89695 | 150.33 | 3829731.38 |
| 199347 | 2020.01.21 19:20 | buy | 66455 | 1.00 | 0.89507 | 0.00000 | 0.00000 | ||
| 199348 | 2020.01.21 19:20 | buy | 66456 | 1.00 | 0.89507 | 0.00000 | 0.00000 | ||
| 199349 | 2020.01.21 19:20 | modify | 66455 | 1.00 | 0.89507 | 0.88007 | 0.89707 | ||
| 199602 | 2020.02.07 12:46 | buy | 66540 | 1.00 | 0.88802 | 0.00000 | 0.00000 | ||
| 199603 | 2020.02.07 12:46 | modify | 66539 | 1.00 | 0.88802 | 0.87302 | 0.89002 | ||
| 199604 | 2020.02.07 12:46 | modify | 66540 | 1.00 | 0.88802 | 0.87302 | 0.89002 | ||
| 199605 | 2020.02.07 15:50 | t/p | 66507 | 1.00 | 0.88728 | 0.90428 | 0.88728 | 141.02 | 3836444.64 |
| 199606 | 2020.02.07 15:50 | t/p | 66508 | 1.00 | 0.88728 | 0.90428 | 0.88728 | 141.02 | 3836585.66 |
| 199607 | 2020.02.07 15:50 | buy | 66541 | 1.00 | 0.88668 | 0.00000 | 0.00000 | ||
| 199608 | 2020.02.07 15:50 | buy | 66542 | 1.00 | 0.88668 | 0.00000 | 0.00000 | ||
| 199609 | 2020.02.07 15:50 | modify | 66541 | 1.00 | 0.88668 | 0.87168 | 0.88868 | ||
| 199610 | 2020.02.07 15:50 | modify | 66542 | 1.00 | 0.88668 | 0.87168 | 0.88868 | ||
| 199611 | 2020.02.07 17:15 | t/p | 66541 | 1.00 | 0.88868 | 0.87168 | 0.88868 | 150.33 | 3836735.99 |
| 199612 | 2020.02.07 17:15 | t/p | 66542 | 1.00 | 0.88868 | 0.87168 | 0.88868 | 150.33 | 3836886.32 |
| 199613 | 2020.02.07 23:56 | close at stop | 66540 | 1.00 | 0.88720 | 0.87302 | 0.89002 | -61.64 | 3836824.68 |
| 199614 | 2020.02.07 23:56 | close at stop | 66539 | 1.00 | 0.88720 | 0.87302 | 0.89002 | -61.64 | 3836763.04 |
| 199615 | 2020.02.07 23:56 | close at stop | 66538 | 1.00 | 0.88720 | 0.87483 | 0.89183 | -197.69 | 3836565.35 |
| 199616 | 2020.02.07 23:56 | close at stop | 66537 | 1.00 | 0.88720 | 0.87483 | 0.89183 | -197.69 | 3836367.66 |
| 199617 | 2020.02.07 23:56 | close at stop | 66536 | 1.00 | 0.88720 | 0.87629 | 0.89329 | -307.43 | 3836060.23 |
| 199618 | 2020.02.07 23:56 | close at stop | 66535 | 1.00 | 0.88720 | 0.87629 | 0.89329 | -307.43 | 3835752.80 |
| 199619 | 2020.02.07 23:56 | close at stop | 66534 | 1.00 | 0.88720 | 0.87786 | 0.89486 | -425.44 | 3835327.36 |
| 199620 | 2020.02.07 23:56 | close at stop | 66533 | 1.00 | 0.88720 | 0.87786 | 0.89486 | -425.44 | 3834901.92 |
| 199621 | 2020.02.07 23:56 | close at stop | 66532 | 1.00 | 0.88720 | 0.87910 | 0.89610 | -522.59 | 3834379.33 |
| 199622 | 2020.02.07 23:56 | close at stop | 66531 | 1.00 | 0.88720 | 0.87910 | 0.89610 | -522.59 | 3833856.75 |
| 199623 | 2020.02.07 23:56 | close at stop | 66506 | 1.00 | 0.88722 | 0.90263 | 0.88563 | 21.54 | 3833878.29 |
| 199624 | 2020.02.07 23:56 | close at stop | 66505 | 1.00 | 0.88722 | 0.90263 | 0.88563 | 21.54 | 3833899.83 |
| 199625 | 2020.02.07 23:56 | close at stop | 66500 | 1.00 | 0.88722 | 0.90138 | 0.88438 | -72.39 | 3833827.44 |
| 199626 | 2020.02.07 23:56 | close at stop | 66499 | 1.00 | 0.88722 | 0.90138 | 0.88438 | -72.39 | 3833755.05 |