Strategy Tester Report
komicom ver2.0 23279097
XMTrading-Demo 3 (Build 1260)
| 通貨ペア | AUDNZD (Australian Dollar vs New Zealand Dollar) | ||||
| 期間 | 1時間足(H1) 2005.04.15 05:00 - 2020.02.14 02:00 | ||||
| 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=1; InputIntervalPips=15; InputLots=1; InputSlippagePips=3.3; InputTakeProfitPips=20; 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 | 90712 | モデルティック数 | 2206787 | 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 | -891067.12 | 総利益 | 2247175.88 | 総損失 | -3138243.00 |
| プロフィットファクタ | 0.72 | 期待利得 | -644.77 | ||
| 絶対ドローダウン | 891067.12 | 最大ドローダウン | 1046374.96 (409.85%) | 相対ドローダウン | 409.85% (1046374.96) |
| 総取引数 | 1382 | 売りポジション(勝率%） | 736 (91.85%) | 買いポジション(勝率%） | 646 (91.95%) |
| 勝率(%) | 1270 (91.90%) | 負率 (%) | 112 (8.10%) | ||
| 最大 | 勝トレード | 261602.43 | 敗トレード | -261367.00 | |
| 平均 | 勝トレード | 1769.43 | 敗トレード | -28020.03 | |
| 最大 | 連勝(金額) | 230 (27987.98) | 連敗(金額) | 14 (-16484.63) | |
| 最大 | 連勝(トレード数) | 1046210.02 (4) | 連敗(トレード数) | -1551909.31 (6) | |
| 平均 | 連勝 | 49 | 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 06:02 | buy | 1 | 1.00 | 1.07254 | 0.00000 | 0.00000 | ||
| 2 | 2005.04.15 06:02 | buy | 2 | 1.00 | 1.07254 | 0.00000 | 0.00000 | ||
| 3 | 2005.04.15 06:07 | modify | 1 | 1.00 | 1.07254 | 1.05254 | 1.07454 | ||
| 4 | 2005.04.15 06:07 | modify | 2 | 1.00 | 1.07254 | 1.05254 | 1.07454 | ||
| 5 | 2005.04.15 09:32 | buy | 3 | 1.00 | 1.07137 | 0.00000 | 0.00000 | ||
| 6 | 2005.04.15 09:32 | buy | 4 | 1.00 | 1.07137 | 0.00000 | 0.00000 | ||
| 7 | 2005.04.15 09:37 | modify | 3 | 1.00 | 1.07137 | 1.05137 | 1.07337 | ||
| 8 | 2005.04.15 09:37 | modify | 4 | 1.00 | 1.07137 | 1.05137 | 1.07337 | ||
| 9 | 2005.04.15 09:50 | t/p | 3 | 1.00 | 1.07337 | 1.05137 | 1.07337 | 128.69 | 100128.69 |
| 10 | 2005.04.15 09:50 | t/p | 4 | 1.00 | 1.07337 | 1.05137 | 1.07337 | 128.69 | 100257.38 |
| 11 | 2005.04.15 10:15 | t/p | 1 | 1.00 | 1.07454 | 1.05254 | 1.07454 | 128.70 | 100386.08 |
| 12 | 2005.04.15 10:15 | t/p | 2 | 1.00 | 1.07454 | 1.05254 | 1.07454 | 128.70 | 100514.78 |
| 13 | 2005.04.15 10:20 | sell | 5 | 1.00 | 1.07600 | 0.00000 | 0.00000 | ||
| 14 | 2005.04.15 10:20 | sell | 6 | 1.00 | 1.07600 | 0.00000 | 0.00000 | ||
| 15 | 2005.04.15 10:50 | buy | 7 | 1.00 | 1.07122 | 0.00000 | 0.00000 | ||
| 16 | 2005.04.15 10:50 | buy | 8 | 1.00 | 1.07122 | 0.00000 | 0.00000 | ||
| 17 | 2005.04.15 10:52 | buy | 9 | 1.00 | 1.07207 | 0.00000 | 0.00000 | ||
| 18 | 2005.04.15 10:52 | buy | 10 | 1.00 | 1.07207 | 0.00000 | 0.00000 | ||
| 19 | 2005.04.15 10:55 | modify | 9 | 1.00 | 1.07207 | 1.05207 | 1.07407 | ||
| 20 | 2005.04.15 10:55 | modify | 10 | 1.00 | 1.07207 | 1.05207 | 1.07407 | ||
| 21 | 2005.04.15 10:59 | t/p | 9 | 1.00 | 1.07407 | 1.05207 | 1.07407 | 128.69 | 100643.47 |
| 22 | 2005.04.15 10:59 | t/p | 10 | 1.00 | 1.07407 | 1.05207 | 1.07407 | 128.69 | 100772.16 |
| 23 | 2005.04.15 15:20 | modify | 5 | 1.00 | 1.07600 | 1.09600 | 1.07400 | ||
| 24 | 2005.04.15 15:20 | modify | 6 | 1.00 | 1.07600 | 1.09600 | 1.07400 | ||
| 25 | 2005.04.15 15:45 | t/p | 5 | 1.00 | 1.07400 | 1.09600 | 1.07400 | 128.76 | 100900.92 |
| 26 | 2005.04.15 15:45 | t/p | 6 | 1.00 | 1.07400 | 1.09600 | 1.07400 | 128.76 | 101029.68 |
| 27 | 2005.04.15 17:20 | sell | 11 | 1.00 | 1.07610 | 0.00000 | 0.00000 | ||
| 28 | 2005.04.15 17:20 | sell | 12 | 1.00 | 1.07610 | 0.00000 | 0.00000 | ||
| 4101 | 2005.11.21 22:02 | s/l | 1377 | 1.00 | 1.08960 | 1.08960 | 1.06760 | -1287.50 | 133076.40 |
| 4102 | 2005.11.21 22:02 | s/l | 1378 | 1.00 | 1.08960 | 1.08960 | 1.06760 | -1287.50 | 131788.90 |
| 4103 | 2005.11.21 22:02 | sell | 1379 | 1.00 | 1.87981 | 0.00000 | 0.00000 | ||
| 4104 | 2005.11.21 22:02 | sell | 1380 | 1.00 | 1.87981 | 0.00000 | 0.00000 | ||
| 4105 | 2005.11.21 22:07 | sell | 1381 | 1.00 | 1.06780 | 0.00000 | 0.00000 | ||
| 4106 | 2005.11.21 22:07 | sell | 1382 | 1.00 | 1.06780 | 0.00000 | 0.00000 | ||
| 4107 | 2005.11.21 22:10 | close at stop | 1382 | 1.00 | 5.12787 | 0.00000 | 0.00000 | -261367.00 | -129578.10 |
| 4108 | 2005.11.21 22:10 | close at stop | 1381 | 1.00 | 5.12787 | 0.00000 | 0.00000 | -261367.00 | -390945.10 |
| 4109 | 2005.11.21 22:10 | close at stop | 1380 | 1.00 | 5.12787 | 0.00000 | 0.00000 | -209093.86 | -600038.96 |
| 4110 | 2005.11.21 22:10 | close at stop | 1379 | 1.00 | 5.12787 | 0.00000 | 0.00000 | -209093.86 | -809132.82 |
| 4111 | 2005.11.21 22:10 | close at stop | 1370 | 1.00 | 5.12785 | 0.00000 | 0.00000 | 261463.09 | -547669.73 |
| 4112 | 2005.11.21 22:10 | close at stop | 1369 | 1.00 | 5.12785 | 0.00000 | 0.00000 | 261463.09 | -286206.64 |
| 4113 | 2005.11.21 22:10 | close at stop | 1366 | 1.00 | 5.12785 | 0.00000 | 0.00000 | 261511.46 | -24695.17 |
| 4114 | 2005.11.21 22:10 | close at stop | 1365 | 1.00 | 5.12785 | 0.00000 | 0.00000 | 261511.46 | 236816.29 |
| 4115 | 2005.11.21 22:10 | close at stop | 1334 | 1.00 | 5.12787 | 0.00000 | 0.00000 | -261092.06 | -24275.77 |
| 4116 | 2005.11.21 22:10 | close at stop | 1333 | 1.00 | 5.12787 | 0.00000 | 0.00000 | -261092.06 | -285367.84 |
| 4117 | 2005.11.21 22:10 | close at stop | 1314 | 1.00 | 5.12785 | 0.00000 | 0.00000 | 261502.58 | -23865.25 |
| 4118 | 2005.11.21 22:10 | close at stop | 1313 | 1.00 | 5.12785 | 0.00000 | 0.00000 | 261502.58 | 237637.33 |
| 4119 | 2005.11.21 22:10 | close at stop | 1310 | 1.00 | 5.12785 | 0.00000 | 0.00000 | 261602.43 | 499239.76 |
| 4120 | 2005.11.21 22:10 | close at stop | 1309 | 1.00 | 5.12785 | 0.00000 | 0.00000 | 261602.43 | 760842.19 |
| 4121 | 2005.11.21 22:10 | close at stop | 1028 | 1.00 | 5.12787 | 0.00000 | 0.00000 | -258956.87 | 501885.32 |
| 4122 | 2005.11.21 22:10 | close at stop | 1027 | 1.00 | 5.12787 | 0.00000 | 0.00000 | -258956.87 | 242928.45 |
| 4123 | 2005.11.21 22:10 | close at stop | 1024 | 1.00 | 5.12787 | 0.00000 | 0.00000 | -258673.62 | -15745.17 |
| 4124 | 2005.11.21 22:10 | close at stop | 1023 | 1.00 | 5.12787 | 0.00000 | 0.00000 | -258673.62 | -274418.79 |
| 4125 | 2005.11.21 22:10 | close at stop | 536 | 1.00 | 5.12787 | 0.00000 | 0.00000 | -258324.17 | -532742.95 |
| 4126 | 2005.11.21 22:10 | close at stop | 535 | 1.00 | 5.12787 | 0.00000 | 0.00000 | -258324.17 | -791067.12 |