Strategy Tester Report
komicom ver2.0 23279097
XMTrading-Demo 3 (Build 1260)
| 通貨ペア | EURCAD (Euro vs Canadian Dollar) | ||||
| 期間 | 1時間足(H1) 2005.04.14 06:00 - 2020.02.12 10:00 | ||||
| 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=30; InputLots=1; InputSlippagePips=3.3; InputTakeProfitPips=30; InputStopLossPips=200; 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 | 90787 | モデルティック数 | 2213300 | モデリング品質 | n/a |
| 不整合チャートエラー | 37 | ||||
| 初期証拠金 | 100000.00 | スプレッド | 2 | ||
| 純益 | 2167220.60 | 総利益 | 8335021.94 | 総損失 | -6167801.34 |
| プロフィットファクタ | 1.35 | 期待利得 | 52.30 | ||
| 絶対ドローダウン | 14210.20 | 最大ドローダウン | 162379.61 (9.11%) | 相対ドローダウン | 34.87% (48145.43) |
| 総取引数 | 41438 | 売りポジション(勝率%） | 20828 (90.32%) | 買いポジション(勝率%） | 20610 (90.03%) |
| 勝率(%) | 37368 (90.18%) | 負率 (%) | 4070 (9.82%) | ||
| 最大 | 勝トレード | 297.10 | 敗トレード | -2017.16 | |
| 平均 | 勝トレード | 223.05 | 敗トレード | -1515.43 | |
| 最大 | 連勝(金額) | 336 (75912.06) | 連敗(金額) | 14 (-20976.61) | |
| 最大 | 連勝(トレード数) | 75912.06 (336) | 連敗(トレード数) | -20976.61 (14) | |
| 平均 | 連勝 | 28 | 連敗 | 3 | |
| # | 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 | 2005.04.14 13:45 | buy | 1 | 1.00 | 1.59120 | 0.00000 | 0.00000 | ||
| 2 | 2005.04.14 13:45 | buy | 2 | 1.00 | 1.59120 | 0.00000 | 0.00000 | ||
| 3 | 2005.04.14 13:45 | modify | 1 | 1.00 | 1.59120 | 1.57120 | 1.59420 | ||
| 4 | 2005.04.14 13:45 | modify | 2 | 1.00 | 1.59120 | 1.57120 | 1.59420 | ||
| 5 | 2005.04.14 14:45 | t/p | 1 | 1.00 | 1.59420 | 1.57120 | 1.59420 | 226.03 | 100226.03 |
| 6 | 2005.04.14 14:45 | t/p | 2 | 1.00 | 1.59420 | 1.57120 | 1.59420 | 226.03 | 100452.06 |
| 7 | 2005.04.14 16:45 | buy | 3 | 1.00 | 1.59127 | 0.00000 | 0.00000 | ||
| 8 | 2005.04.14 16:45 | buy | 4 | 1.00 | 1.59127 | 0.00000 | 0.00000 | ||
| 9 | 2005.04.14 16:45 | modify | 3 | 1.00 | 1.59127 | 1.57127 | 1.59427 | ||
| 10 | 2005.04.14 16:45 | modify | 4 | 1.00 | 1.59127 | 1.57127 | 1.59427 | ||
| 11 | 2005.04.14 17:32 | buy | 5 | 1.00 | 1.58813 | 0.00000 | 0.00000 | ||
| 12 | 2005.04.14 17:32 | buy | 6 | 1.00 | 1.58813 | 0.00000 | 0.00000 | ||
| 13 | 2005.04.14 17:32 | modify | 5 | 1.00 | 1.58813 | 1.56813 | 1.59113 | ||
| 14 | 2005.04.14 17:32 | modify | 6 | 1.00 | 1.58813 | 1.56813 | 1.59113 | ||
| 15 | 2005.04.14 17:50 | t/p | 5 | 1.00 | 1.59113 | 1.56813 | 1.59113 | 226.02 | 100678.08 |
| 16 | 2005.04.14 17:50 | t/p | 6 | 1.00 | 1.59113 | 1.56813 | 1.59113 | 226.02 | 100904.10 |
| 17 | 2005.04.14 19:20 | buy | 7 | 1.00 | 1.58832 | 0.00000 | 0.00000 | ||
| 18 | 2005.04.14 19:20 | buy | 8 | 1.00 | 1.58832 | 0.00000 | 0.00000 | ||
| 19 | 2005.04.14 19:20 | modify | 7 | 1.00 | 1.58832 | 1.56832 | 1.59132 | ||
| 20 | 2005.04.14 19:20 | modify | 8 | 1.00 | 1.58832 | 1.56832 | 1.59132 | ||
| 21 | 2005.04.14 21:15 | t/p | 7 | 1.00 | 1.59132 | 1.56832 | 1.59132 | 226.03 | 101130.13 |
| 22 | 2005.04.14 21:15 | t/p | 8 | 1.00 | 1.59132 | 1.56832 | 1.59132 | 226.03 | 101356.16 |
| 23 | 2005.04.15 03:20 | sell | 9 | 1.00 | 1.59290 | 0.00000 | 0.00000 | ||
| 24 | 2005.04.15 03:20 | sell | 10 | 1.00 | 1.59290 | 0.00000 | 0.00000 | ||
| 25 | 2005.04.15 03:20 | modify | 9 | 1.00 | 1.59290 | 1.61290 | 1.58990 | ||
| 124290 | 2020.02.07 20:00 | buy | 41434 | 1.00 | 1.45567 | 0.00000 | 0.00000 | ||
| 124291 | 2020.02.07 20:00 | modify | 41433 | 1.00 | 1.45567 | 1.43567 | 1.45867 | ||
| 124292 | 2020.02.07 20:00 | modify | 41434 | 1.00 | 1.45567 | 1.43567 | 1.45867 | ||
| 124293 | 2020.02.10 22:13 | t/p | 41409 | 1.00 | 1.45332 | 1.47632 | 1.45332 | 248.84 | 2273328.41 |
| 124294 | 2020.02.10 22:13 | t/p | 41410 | 1.00 | 1.45332 | 1.47632 | 1.45332 | 248.84 | 2273577.24 |
| 124295 | 2020.02.10 22:30 | buy | 41435 | 1.00 | 1.45281 | 0.00000 | 0.00000 | ||
| 124296 | 2020.02.10 22:30 | buy | 41436 | 1.00 | 1.45281 | 0.00000 | 0.00000 | ||
| 124297 | 2020.02.10 22:30 | modify | 41435 | 1.00 | 1.45281 | 1.43281 | 1.45581 | ||
| 124298 | 2020.02.10 22:30 | modify | 41436 | 1.00 | 1.45281 | 1.43281 | 1.45581 | ||
| 124299 | 2020.02.11 08:20 | t/p | 41407 | 1.00 | 1.45048 | 1.47348 | 1.45048 | 258.99 | 2273836.23 |
| 124300 | 2020.02.11 08:20 | t/p | 41408 | 1.00 | 1.45048 | 1.47348 | 1.45048 | 258.99 | 2274095.22 |
| 124301 | 2020.02.11 09:20 | buy | 41437 | 1.00 | 1.44972 | 0.00000 | 0.00000 | ||
| 124302 | 2020.02.11 09:20 | buy | 41438 | 1.00 | 1.44972 | 0.00000 | 0.00000 | ||
| 124303 | 2020.02.11 09:20 | modify | 41437 | 1.00 | 1.44972 | 1.42972 | 1.45272 | ||
| 124304 | 2020.02.11 09:20 | modify | 41438 | 1.00 | 1.44972 | 1.42972 | 1.45272 | ||
| 124305 | 2020.02.12 10:09 | close at stop | 41438 | 1.00 | 1.44883 | 1.42972 | 1.45272 | -78.65 | 2274016.57 |
| 124306 | 2020.02.12 10:09 | close at stop | 41437 | 1.00 | 1.44883 | 1.42972 | 1.45272 | -78.65 | 2273937.92 |
| 124307 | 2020.02.12 10:09 | close at stop | 41436 | 1.00 | 1.44883 | 1.43281 | 1.45581 | -323.06 | 2273614.87 |
| 124308 | 2020.02.12 10:09 | close at stop | 41435 | 1.00 | 1.44883 | 1.43281 | 1.45581 | -323.06 | 2273291.81 |
| 124309 | 2020.02.12 10:09 | close at stop | 41434 | 1.00 | 1.44883 | 1.43567 | 1.45867 | -550.13 | 2272741.68 |
| 124310 | 2020.02.12 10:09 | close at stop | 41433 | 1.00 | 1.44883 | 1.43567 | 1.45867 | -550.13 | 2272191.55 |
| 124311 | 2020.02.12 10:09 | close at stop | 41428 | 1.00 | 1.44883 | 1.44221 | 1.46521 | -1089.26 | 2271102.29 |
| 124312 | 2020.02.12 10:09 | close at stop | 41427 | 1.00 | 1.44883 | 1.44221 | 1.46521 | -1089.26 | 2270013.02 |
| 124313 | 2020.02.12 10:09 | close at stop | 41426 | 1.00 | 1.44883 | 1.44613 | 1.46913 | -1396.21 | 2268616.81 |
| 124314 | 2020.02.12 10:09 | close at stop | 41425 | 1.00 | 1.44883 | 1.44613 | 1.46913 | -1396.21 | 2267220.60 |