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 | 全ティック (利用可能な最小時間枠による最も正確な方法) | ||||
| 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=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 | 90679 | モデルティック数 | 218169813 | モデリング品質 | n/a |
| 不整合チャートエラー | 1380 | ||||
| 初期証拠金 | 100000.00 | スプレッド | 2 | ||
| 純益 | 3283405.04 | 総利益 | 9509755.59 | 総損失 | -6226350.55 |
| プロフィットファクタ | 1.53 | 期待利得 | 47.99 | ||
| 絶対ドローダウン | 25201.85 | 最大ドローダウン | 142343.73 (14.67%) | 相対ドローダウン | 37.87% (45586.88) |
| 総取引数 | 68412 | 売りポジション(勝率%） | 33068 (94.24%) | 買いポジション(勝率%） | 35344 (93.75%) |
| 勝率(%) | 64300 (93.99%) | 負率 (%) | 4112 (6.01%) | ||
| 最大 | 勝トレード | 150.40 | 敗トレード | -1699.69 | |
| 平均 | 勝トレード | 147.90 | 敗トレード | -1514.19 | |
| 最大 | 連勝(金額) | 2150 (322659.32) | 連敗(金額) | 20 (-33499.88) | |
| 最大 | 連勝(トレード数) | 322659.32 (2150) | 連敗(トレード数) | -33499.88 (20) | |
| 平均 | 連勝 | 61 | 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 07:39 | buy | 1 | 1.00 | 0.95249 | 0.00000 | 0.00000 | ||
| 2 | 2005.04.15 07:39 | buy | 2 | 1.00 | 0.95249 | 0.00000 | 0.00000 | ||
| 3 | 2005.04.15 07:39 | modify | 1 | 1.00 | 0.95249 | 0.93249 | 0.95449 | ||
| 4 | 2005.04.15 07:39 | modify | 2 | 1.00 | 0.95249 | 0.93249 | 0.95449 | ||
| 5 | 2005.04.15 09:15 | buy | 3 | 1.00 | 0.95097 | 0.00000 | 0.00000 | ||
| 6 | 2005.04.15 09:15 | buy | 4 | 1.00 | 0.95097 | 0.00000 | 0.00000 | ||
| 7 | 2005.04.15 09:15 | modify | 3 | 1.00 | 0.95097 | 0.93097 | 0.95297 | ||
| 8 | 2005.04.15 09:15 | modify | 4 | 1.00 | 0.95097 | 0.93097 | 0.95297 | ||
| 9 | 2005.04.15 10:19 | t/p | 3 | 1.00 | 0.95297 | 0.93097 | 0.95297 | 150.34 | 100150.34 |
| 10 | 2005.04.15 10:19 | t/p | 4 | 1.00 | 0.95297 | 0.93097 | 0.95297 | 150.34 | 100300.68 |
| 11 | 2005.04.15 11:42 | t/p | 1 | 1.00 | 0.95449 | 0.93249 | 0.95449 | 150.33 | 100451.01 |
| 12 | 2005.04.15 11:42 | t/p | 2 | 1.00 | 0.95449 | 0.93249 | 0.95449 | 150.33 | 100601.34 |
| 13 | 2005.04.15 13:43 | sell | 5 | 1.00 | 0.95553 | 0.00000 | 0.00000 | ||
| 14 | 2005.04.15 13:43 | sell | 6 | 1.00 | 0.95553 | 0.00000 | 0.00000 | ||
| 15 | 2005.04.15 13:43 | modify | 5 | 1.00 | 0.95553 | 0.97553 | 0.95353 | ||
| 16 | 2005.04.15 13:43 | modify | 6 | 1.00 | 0.95553 | 0.97553 | 0.95353 | ||
| 17 | 2005.04.15 15:17 | sell | 7 | 1.00 | 0.95700 | 0.00000 | 0.00000 | ||
| 18 | 2005.04.15 15:17 | sell | 8 | 1.00 | 0.95700 | 0.00000 | 0.00000 | ||
| 19 | 2005.04.15 15:17 | modify | 7 | 1.00 | 0.95700 | 0.97700 | 0.95500 | ||
| 20 | 2005.04.15 15:17 | modify | 8 | 1.00 | 0.95700 | 0.97700 | 0.95500 | ||
| 21 | 2005.04.15 21:30 | sell | 9 | 1.00 | 0.95850 | 0.00000 | 0.00000 | ||
| 22 | 2005.04.15 21:30 | sell | 10 | 1.00 | 0.95850 | 0.00000 | 0.00000 | ||
| 23 | 2005.04.15 21:30 | modify | 9 | 1.00 | 0.95850 | 0.97850 | 0.95650 | ||
| 24 | 2005.04.15 21:30 | modify | 10 | 1.00 | 0.95850 | 0.97850 | 0.95650 | ||
| 25 | 2005.04.18 03:15 | t/p | 9 | 1.00 | 0.95650 | 0.97850 | 0.95650 | 148.75 | 100750.08 |
| 26 | 2005.04.18 03:15 | t/p | 10 | 1.00 | 0.95650 | 0.97850 | 0.95650 | 148.75 | 100898.83 |
| 27 | 2005.04.18 03:36 | buy | 11 | 1.00 | 0.95506 | 0.00000 | 0.00000 | ||
| 205212 | 2020.02.07 12:41 | modify | 68410 | 1.00 | 0.88827 | 0.86827 | 0.89027 | ||
| 205213 | 2020.02.07 15:30 | t/p | 68379 | 1.00 | 0.88713 | 0.90913 | 0.88713 | 141.04 | 3388823.96 |
| 205214 | 2020.02.07 15:30 | t/p | 68380 | 1.00 | 0.88713 | 0.90913 | 0.88713 | 141.04 | 3388965.00 |
| 205215 | 2020.02.07 15:31 | buy | 68411 | 1.00 | 0.88676 | 0.00000 | 0.00000 | ||
| 205216 | 2020.02.07 15:31 | buy | 68412 | 1.00 | 0.88676 | 0.00000 | 0.00000 | ||
| 205217 | 2020.02.07 15:31 | modify | 68411 | 1.00 | 0.88676 | 0.86676 | 0.88876 | ||
| 205218 | 2020.02.07 15:31 | modify | 68412 | 1.00 | 0.88676 | 0.86676 | 0.88876 | ||
| 205219 | 2020.02.07 17:06 | t/p | 68411 | 1.00 | 0.88876 | 0.86676 | 0.88876 | 150.34 | 3389115.34 |
| 205220 | 2020.02.07 17:06 | t/p | 68412 | 1.00 | 0.88876 | 0.86676 | 0.88876 | 150.34 | 3389265.68 |
| 205221 | 2020.02.07 23:08 | close at stop | 68410 | 1.00 | 0.88720 | 0.86827 | 0.89027 | -80.43 | 3389185.25 |
| 205222 | 2020.02.07 23:08 | close at stop | 68409 | 1.00 | 0.88720 | 0.86827 | 0.89027 | -80.43 | 3389104.82 |
| 205223 | 2020.02.07 23:08 | close at stop | 68408 | 1.00 | 0.88720 | 0.86976 | 0.89176 | -192.44 | 3388912.38 |
| 205224 | 2020.02.07 23:08 | close at stop | 68407 | 1.00 | 0.88720 | 0.86976 | 0.89176 | -192.44 | 3388719.94 |
| 205225 | 2020.02.07 23:08 | close at stop | 68406 | 1.00 | 0.88720 | 0.87127 | 0.89327 | -305.95 | 3388413.99 |
| 205226 | 2020.02.07 23:08 | close at stop | 68405 | 1.00 | 0.88720 | 0.87127 | 0.89327 | -305.95 | 3388108.04 |
| 205227 | 2020.02.07 23:08 | close at stop | 68404 | 1.00 | 0.88720 | 0.87275 | 0.89475 | -417.20 | 3387690.84 |
| 205228 | 2020.02.07 23:08 | close at stop | 68403 | 1.00 | 0.88720 | 0.87275 | 0.89475 | -417.20 | 3387273.64 |
| 205229 | 2020.02.07 23:08 | close at stop | 68402 | 1.00 | 0.88720 | 0.87448 | 0.89648 | -551.18 | 3386722.46 |
| 205230 | 2020.02.07 23:08 | close at stop | 68401 | 1.00 | 0.88720 | 0.87448 | 0.89648 | -551.18 | 3386171.28 |
| 205231 | 2020.02.07 23:08 | close at stop | 68378 | 1.00 | 0.88722 | 0.90764 | 0.88564 | 22.30 | 3386193.58 |
| 205232 | 2020.02.07 23:08 | close at stop | 68377 | 1.00 | 0.88722 | 0.90764 | 0.88564 | 22.30 | 3386215.88 |
| 205233 | 2020.02.07 23:08 | close at stop | 68374 | 1.00 | 0.88722 | 0.90613 | 0.88413 | -91.19 | 3386124.69 |
| 205234 | 2020.02.07 23:08 | close at stop | 68373 | 1.00 | 0.88722 | 0.90613 | 0.88413 | -91.19 | 3386033.50 |
| 205235 | 2020.02.07 23:08 | close at stop | 68264 | 1.00 | 0.88720 | 0.88285 | 0.90485 | -1314.23 | 3384719.27 |
| 205236 | 2020.02.07 23:08 | close at stop | 68263 | 1.00 | 0.88720 | 0.88285 | 0.90485 | -1314.23 | 3383405.04 |