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 - 2020.02.17 08:00 | ||||
| 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 | 90808 | モデルティック数 | 2196692 | モデリング品質 | n/a |
| 不整合チャートエラー | 34 | ||||
| 初期証拠金 | 100000.00 | スプレッド | 2 | ||
| 純益 | 3646611.60 | 総利益 | 8503802.30 | 総損失 | -4857190.70 |
| プロフィットファクタ | 1.75 | 期待利得 | 60.48 | ||
| 絶対ドローダウン | 14842.66 | 最大ドローダウン | 91977.22 (7.90%) | 相対ドローダウン | 41.07% (59792.86) |
| 総取引数 | 60296 | 売りポジション(勝率%） | 29384 (94.83%) | 買いポジション(勝率%） | 30912 (94.59%) |
| 勝率(%) | 57106 (94.71%) | 負率 (%) | 3190 (5.29%) | ||
| 最大 | 勝トレード | 151.12 | 敗トレード | -1716.60 | |
| 平均 | 勝トレード | 148.91 | 敗トレード | -1522.63 | |
| 最大 | 連勝(金額) | 1066 (160796.58) | 連敗(金額) | 26 (-44094.26) | |
| 最大 | 連勝(トレード数) | 160796.58 (1066) | 連敗(トレード数) | -44094.26 (26) | |
| 平均 | 連勝 | 67 | 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 | 0.93220 | 0.95420 | ||
| 4 | 2005.04.15 07:45 | modify | 2 | 1.00 | 0.95220 | 0.93220 | 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 | 0.93032 | 0.95232 | ||
| 8 | 2005.04.15 09:20 | modify | 4 | 1.00 | 0.95032 | 0.93032 | 0.95232 | ||
| 9 | 2005.04.15 09:32 | t/p | 3 | 1.00 | 0.95232 | 0.93032 | 0.95232 | 151.10 | 100151.10 |
| 10 | 2005.04.15 09:32 | t/p | 4 | 1.00 | 0.95232 | 0.93032 | 0.95232 | 151.10 | 100302.20 |
| 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 | 0.93062 | 0.95262 | ||
| 14 | 2005.04.15 09:50 | modify | 6 | 1.00 | 0.95062 | 0.93062 | 0.95262 | ||
| 15 | 2005.04.15 10:15 | t/p | 5 | 1.00 | 0.95262 | 0.93062 | 0.95262 | 151.10 | 100453.30 |
| 16 | 2005.04.15 10:15 | t/p | 6 | 1.00 | 0.95262 | 0.93062 | 0.95262 | 151.10 | 100604.40 |
| 17 | 2005.04.15 11:45 | t/p | 1 | 1.00 | 0.95420 | 0.93220 | 0.95420 | 151.10 | 100755.50 |
| 18 | 2005.04.15 11:45 | t/p | 2 | 1.00 | 0.95420 | 0.93220 | 0.95420 | 151.10 | 100906.60 |
| 19 | 2005.04.15 13:50 | sell | 7 | 1.00 | 0.95560 | 0.00000 | 0.00000 | ||
| 20 | 2005.04.15 13:50 | sell | 8 | 1.00 | 0.95560 | 0.00000 | 0.00000 | ||
| 21 | 2005.04.15 13:50 | modify | 7 | 1.00 | 0.95560 | 0.97560 | 0.95360 | ||
| 22 | 2005.04.15 13:50 | modify | 8 | 1.00 | 0.95560 | 0.97560 | 0.95360 | ||
| 23 | 2005.04.15 15:15 | sell | 9 | 1.00 | 0.95709 | 0.00000 | 0.00000 | ||
| 24 | 2005.04.15 15:15 | sell | 10 | 1.00 | 0.95709 | 0.00000 | 0.00000 | ||
| 25 | 2005.04.15 15:15 | modify | 9 | 1.00 | 0.95709 | 0.97709 | 0.95509 | ||
| 26 | 2005.04.15 15:15 | modify | 10 | 1.00 | 0.95709 | 0.97709 | 0.95509 | ||
| 27 | 2005.04.15 21:25 | sell | 11 | 1.00 | 0.95840 | 0.00000 | 0.00000 | ||
| 180863 | 2020.02.13 01:40 | t/p | 60289 | 1.00 | 0.89160 | 0.91360 | 0.89160 | 146.94 | 3749221.92 |
| 180864 | 2020.02.13 01:40 | t/p | 60290 | 1.00 | 0.89160 | 0.91360 | 0.89160 | 146.94 | 3749368.86 |
| 180865 | 2020.02.13 01:50 | t/p | 60285 | 1.00 | 0.89006 | 0.91206 | 0.89006 | 145.57 | 3749514.43 |
| 180866 | 2020.02.13 01:50 | t/p | 60286 | 1.00 | 0.89006 | 0.91206 | 0.89006 | 145.57 | 3749660.00 |
| 180867 | 2020.02.13 10:20 | sell | 60293 | 1.00 | 0.89200 | 0.00000 | 0.00000 | ||
| 180868 | 2020.02.13 10:20 | sell | 60294 | 1.00 | 0.89200 | 0.00000 | 0.00000 | ||
| 180869 | 2020.02.13 10:20 | modify | 60293 | 1.00 | 0.89200 | 0.91200 | 0.89000 | ||
| 180870 | 2020.02.13 10:20 | modify | 60294 | 1.00 | 0.89200 | 0.91200 | 0.89000 | ||
| 180871 | 2020.02.14 00:50 | t/p | 60293 | 1.00 | 0.89000 | 0.91200 | 0.89000 | 149.71 | 3749809.71 |
| 180872 | 2020.02.14 00:50 | t/p | 60294 | 1.00 | 0.89000 | 0.91200 | 0.89000 | 149.71 | 3749959.42 |
| 180873 | 2020.02.14 04:50 | sell | 60295 | 1.00 | 0.89203 | 0.00000 | 0.00000 | ||
| 180874 | 2020.02.14 04:50 | sell | 60296 | 1.00 | 0.89203 | 0.00000 | 0.00000 | ||
| 180875 | 2020.02.14 04:50 | modify | 60295 | 1.00 | 0.89203 | 0.91203 | 0.89003 | ||
| 180876 | 2020.02.14 04:50 | modify | 60296 | 1.00 | 0.89203 | 0.91203 | 0.89003 | ||
| 180877 | 2020.02.14 12:20 | t/p | 60295 | 1.00 | 0.89003 | 0.91203 | 0.89003 | 151.08 | 3750110.50 |
| 180878 | 2020.02.14 12:20 | t/p | 60296 | 1.00 | 0.89003 | 0.91203 | 0.89003 | 151.08 | 3750261.58 |
| 180879 | 2020.02.17 08:13 | close at stop | 60284 | 1.00 | 0.89067 | 0.91051 | 0.88851 | -21.74 | 3750239.84 |
| 180880 | 2020.02.17 08:13 | close at stop | 60283 | 1.00 | 0.89067 | 0.91051 | 0.88851 | -21.74 | 3750218.10 |
| 180881 | 2020.02.17 08:13 | close at stop | 60282 | 1.00 | 0.89067 | 0.90915 | 0.88715 | -124.48 | 3750093.62 |
| 180882 | 2020.02.17 08:13 | close at stop | 60281 | 1.00 | 0.89067 | 0.90915 | 0.88715 | -124.48 | 3749969.14 |
| 180883 | 2020.02.17 08:13 | close at stop | 60260 | 1.00 | 0.89067 | 0.90794 | 0.88594 | -225.55 | 3749743.59 |
| 180884 | 2020.02.17 08:13 | close at stop | 60259 | 1.00 | 0.89067 | 0.90794 | 0.88594 | -225.55 | 3749518.04 |
| 180885 | 2020.02.17 08:13 | close at stop | 60254 | 1.00 | 0.89067 | 0.90638 | 0.88438 | -343.39 | 3749174.65 |
| 180886 | 2020.02.17 08:13 | close at stop | 60253 | 1.00 | 0.89067 | 0.90638 | 0.88438 | -343.39 | 3748831.26 |
| 180887 | 2020.02.17 08:13 | close at stop | 60176 | 1.00 | 0.89065 | 0.88300 | 0.90500 | -1109.83 | 3747721.43 |
| 180888 | 2020.02.17 08:13 | close at stop | 60175 | 1.00 | 0.89065 | 0.88300 | 0.90500 | -1109.83 | 3746611.60 |