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 - 2019.09.27 00:00 (2005.04.14 - 2019.09.27) | ||||
| 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=1; InputIntervalPips=15; 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 | 88389 | モデルティック数 | 2138486 | モデリング品質 | n/a |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 100000.00 | スプレッド | 2 | ||
| 純益 | 3060000.70 | 総利益 | 8491963.12 | 総損失 | -5431962.42 |
| プロフィットファクタ | 1.56 | 期待利得 | 73.08 | ||
| 絶対ドローダウン | 43717.03 | 最大ドローダウン | 112264.54 (12.50%) | 相対ドローダウン | 56.00% (71620.32) |
| 総取引数 | 41870 | 売りポジション(勝率%） | 20614 (91.60%) | 買いポジション(勝率%） | 21256 (91.37%) |
| 勝率(%) | 38304 (91.48%) | 負率 (%) | 3566 (8.52%) | ||
| 最大 | 勝トレード | 225.50 | 敗トレード | -1704.13 | |
| 平均 | 勝トレード | 221.70 | 敗トレード | -1523.26 | |
| 最大 | 連勝(金額) | 1316 (296016.35) | 連敗(金額) | 28 (-42140.15) | |
| 最大 | 連勝(トレード数) | 296016.35 (1316) | 連敗(トレード数) | -42140.15 (28) | |
| 平均 | 連勝 | 51 | 連敗 | 5 | |
| # | 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 | 0.93220 | 0.95520 | ||
| 4 | 2005.04.15 07:45 | modify | 2 | 1.00 | 0.95220 | 0.93220 | 0.95520 | ||
| 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 | 0.93032 | 0.95332 | ||
| 8 | 2005.04.15 09:20 | modify | 4 | 1.00 | 0.95032 | 0.93032 | 0.95332 | ||
| 9 | 2005.04.15 10:20 | t/p | 3 | 1.00 | 0.95332 | 0.93032 | 0.95332 | 225.49 | 100225.49 |
| 10 | 2005.04.15 10:20 | t/p | 4 | 1.00 | 0.95332 | 0.93032 | 0.95332 | 225.49 | 100450.98 |
| 11 | 2005.04.15 11:50 | t/p | 1 | 1.00 | 0.95520 | 0.93220 | 0.95520 | 225.50 | 100676.48 |
| 12 | 2005.04.15 11:50 | t/p | 2 | 1.00 | 0.95520 | 0.93220 | 0.95520 | 225.50 | 100901.98 |
| 13 | 2005.04.15 13:50 | sell | 5 | 1.00 | 0.95560 | 0.00000 | 0.00000 | ||
| 14 | 2005.04.15 13:50 | sell | 6 | 1.00 | 0.95560 | 0.00000 | 0.00000 | ||
| 15 | 2005.04.15 13:50 | modify | 5 | 1.00 | 0.95560 | 0.97560 | 0.95260 | ||
| 16 | 2005.04.15 13:50 | modify | 6 | 1.00 | 0.95560 | 0.97560 | 0.95260 | ||
| 17 | 2005.04.15 15:15 | sell | 7 | 1.00 | 0.95709 | 0.00000 | 0.00000 | ||
| 18 | 2005.04.15 15:15 | sell | 8 | 1.00 | 0.95709 | 0.00000 | 0.00000 | ||
| 19 | 2005.04.15 15:15 | modify | 7 | 1.00 | 0.95709 | 0.97709 | 0.95409 | ||
| 20 | 2005.04.15 15:15 | modify | 8 | 1.00 | 0.95709 | 0.97709 | 0.95409 | ||
| 21 | 2005.04.15 21:25 | sell | 9 | 1.00 | 0.95840 | 0.00000 | 0.00000 | ||
| 22 | 2005.04.15 21:25 | sell | 10 | 1.00 | 0.95840 | 0.00000 | 0.00000 | ||
| 23 | 2005.04.15 21:25 | modify | 9 | 1.00 | 0.95840 | 0.97840 | 0.95540 | ||
| 24 | 2005.04.15 21:25 | modify | 10 | 1.00 | 0.95840 | 0.97840 | 0.95540 | ||
| 25 | 2005.04.18 03:40 | t/p | 9 | 1.00 | 0.95540 | 0.97840 | 0.95540 | 223.89 | 101125.87 |
| 26 | 2005.04.18 03:40 | t/p | 10 | 1.00 | 0.95540 | 0.97840 | 0.95540 | 223.89 | 101349.75 |
| 125586 | 2019.09.25 13:37 | t/p | 41866 | 1.00 | 0.89790 | 0.92090 | 0.89790 | 223.89 | 3166726.73 |
| 125587 | 2019.09.25 16:45 | t/p | 41861 | 1.00 | 0.89579 | 0.91879 | 0.89579 | 222.34 | 3166949.07 |
| 125588 | 2019.09.25 16:45 | t/p | 41862 | 1.00 | 0.89579 | 0.91879 | 0.89579 | 222.34 | 3167171.41 |
| 125589 | 2019.09.25 16:45 | buy | 41869 | 1.00 | 0.89571 | 0.00000 | 0.00000 | ||
| 125590 | 2019.09.25 16:45 | buy | 41870 | 1.00 | 0.89571 | 0.00000 | 0.00000 | ||
| 125591 | 2019.09.25 16:45 | modify | 41869 | 1.00 | 0.89571 | 0.87571 | 0.89871 | ||
| 125592 | 2019.09.25 16:45 | modify | 41870 | 1.00 | 0.89571 | 0.87571 | 0.89871 | ||
| 125593 | 2019.09.25 17:02 | t/p | 41795 | 1.00 | 0.89545 | 0.91845 | 0.89545 | 191.44 | 3167362.85 |
| 125594 | 2019.09.25 17:02 | t/p | 41796 | 1.00 | 0.89545 | 0.91845 | 0.89545 | 191.44 | 3167554.29 |
| 125595 | 2019.09.26 23:59 | close at stop | 41870 | 1.00 | 0.89495 | 0.87571 | 0.89871 | -68.93 | 3167485.36 |
| 125596 | 2019.09.26 23:59 | close at stop | 41869 | 1.00 | 0.89495 | 0.87571 | 0.89871 | -68.93 | 3167416.43 |
| 125597 | 2019.09.26 23:59 | close at stop | 41856 | 1.00 | 0.89495 | 0.87914 | 0.90214 | -338.56 | 3167077.86 |
| 125598 | 2019.09.26 23:59 | close at stop | 41855 | 1.00 | 0.89495 | 0.87914 | 0.90214 | -338.56 | 3166739.30 |
| 125599 | 2019.09.26 23:59 | close at stop | 41852 | 1.00 | 0.89495 | 0.88106 | 0.90406 | -486.82 | 3166252.47 |
| 125600 | 2019.09.26 23:59 | close at stop | 41851 | 1.00 | 0.89495 | 0.88106 | 0.90406 | -486.82 | 3165765.65 |
| 125601 | 2019.09.26 23:59 | close at stop | 41850 | 1.00 | 0.89495 | 0.88219 | 0.90519 | -571.76 | 3165193.89 |
| 125602 | 2019.09.26 23:59 | close at stop | 41849 | 1.00 | 0.89495 | 0.88219 | 0.90519 | -571.76 | 3164622.13 |
| 125603 | 2019.09.26 23:59 | close at stop | 41848 | 1.00 | 0.89495 | 0.88319 | 0.90619 | -646.93 | 3163975.19 |
| 125604 | 2019.09.26 23:59 | close at stop | 41847 | 1.00 | 0.89495 | 0.88319 | 0.90619 | -646.93 | 3163328.26 |
| 125605 | 2019.09.26 23:59 | close at stop | 41846 | 1.00 | 0.89495 | 0.88558 | 0.90858 | -826.57 | 3162501.69 |
| 125606 | 2019.09.26 23:59 | close at stop | 41845 | 1.00 | 0.89495 | 0.88558 | 0.90858 | -826.57 | 3161675.12 |
| 125607 | 2019.09.26 23:59 | close at stop | 41844 | 1.00 | 0.89495 | 0.88697 | 0.90997 | -942.87 | 3160732.25 |
| 125608 | 2019.09.26 23:59 | close at stop | 41843 | 1.00 | 0.89495 | 0.88697 | 0.90997 | -942.87 | 3159789.39 |
| 125609 | 2019.09.26 23:59 | close at stop | 41794 | 1.00 | 0.89497 | 0.91689 | 0.89389 | 105.66 | 3159895.04 |
| 125610 | 2019.09.26 23:59 | close at stop | 41793 | 1.00 | 0.89497 | 0.91689 | 0.89389 | 105.66 | 3160000.70 |