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 - 2020.02.10 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=20; InputLots=1; InputSlippagePips=3.3; InputTakeProfitPips=20; InputStopLossPips=140; 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 | 90737 | モデルティック数 | 2212066 | 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 | 2963945.00 | 総利益 | 10530245.74 | 総損失 | -7566300.74 |
| プロフィットファクタ | 1.39 | 期待利得 | 38.12 | ||
| 絶対ドローダウン | 10094.07 | 最大ドローダウン | 129757.04 (6.32%) | 相対ドローダウン | 29.96% (45327.99) |
| 総取引数 | 77756 | 売りポジション(勝率%） | 39792 (90.39%) | 買いポジション(勝率%） | 37964 (91.22%) |
| 勝率(%) | 70600 (90.80%) | 負率 (%) | 7156 (9.20%) | ||
| 最大 | 勝トレード | 186.01 | 敗トレード | -1262.21 | |
| 平均 | 勝トレード | 149.15 | 敗トレード | -1057.34 | |
| 最大 | 連勝(金額) | 428 (64069.61) | 連敗(金額) | 14 (-14746.50) | |
| 最大 | 連勝(トレード数) | 64069.61 (428) | 連敗(トレード数) | -14746.50 (14) | |
| 平均 | 連勝 | 32 | 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 12:50 | buy | 1 | 1.00 | 1.59172 | 0.00000 | 0.00000 | ||
| 2 | 2005.04.14 12:50 | buy | 2 | 1.00 | 1.59172 | 0.00000 | 0.00000 | ||
| 3 | 2005.04.14 12:50 | modify | 1 | 1.00 | 1.59172 | 1.57772 | 1.59372 | ||
| 4 | 2005.04.14 12:50 | modify | 2 | 1.00 | 1.59172 | 1.57772 | 1.59372 | ||
| 5 | 2005.04.14 13:50 | buy | 3 | 1.00 | 1.59022 | 0.00000 | 0.00000 | ||
| 6 | 2005.04.14 13:50 | buy | 4 | 1.00 | 1.59022 | 0.00000 | 0.00000 | ||
| 7 | 2005.04.14 13:50 | modify | 3 | 1.00 | 1.59022 | 1.57622 | 1.59222 | ||
| 8 | 2005.04.14 13:50 | modify | 4 | 1.00 | 1.59022 | 1.57622 | 1.59222 | ||
| 9 | 2005.04.14 14:35 | t/p | 3 | 1.00 | 1.59222 | 1.57622 | 1.59222 | 150.50 | 100150.50 |
| 10 | 2005.04.14 14:35 | t/p | 4 | 1.00 | 1.59222 | 1.57622 | 1.59222 | 150.50 | 100301.00 |
| 11 | 2005.04.14 14:45 | t/p | 1 | 1.00 | 1.59372 | 1.57772 | 1.59372 | 150.51 | 100451.51 |
| 12 | 2005.04.14 14:45 | t/p | 2 | 1.00 | 1.59372 | 1.57772 | 1.59372 | 150.51 | 100602.02 |
| 13 | 2005.04.14 15:50 | buy | 5 | 1.00 | 1.59222 | 0.00000 | 0.00000 | ||
| 14 | 2005.04.14 15:50 | buy | 6 | 1.00 | 1.59222 | 0.00000 | 0.00000 | ||
| 15 | 2005.04.14 15:50 | modify | 5 | 1.00 | 1.59222 | 1.57822 | 1.59422 | ||
| 16 | 2005.04.14 15:50 | modify | 6 | 1.00 | 1.59222 | 1.57822 | 1.59422 | ||
| 17 | 2005.04.14 16:50 | buy | 7 | 1.00 | 1.58982 | 0.00000 | 0.00000 | ||
| 18 | 2005.04.14 16:50 | buy | 8 | 1.00 | 1.58982 | 0.00000 | 0.00000 | ||
| 19 | 2005.04.14 16:50 | modify | 7 | 1.00 | 1.58982 | 1.57582 | 1.59182 | ||
| 20 | 2005.04.14 16:50 | modify | 8 | 1.00 | 1.58982 | 1.57582 | 1.59182 | ||
| 21 | 2005.04.14 17:20 | buy | 9 | 1.00 | 1.58862 | 0.00000 | 0.00000 | ||
| 22 | 2005.04.14 17:20 | buy | 10 | 1.00 | 1.58862 | 0.00000 | 0.00000 | ||
| 23 | 2005.04.14 17:20 | modify | 9 | 1.00 | 1.58862 | 1.57462 | 1.59062 | ||
| 24 | 2005.04.14 17:20 | modify | 10 | 1.00 | 1.58862 | 1.57462 | 1.59062 | ||
| 25 | 2005.04.14 17:50 | t/p | 9 | 1.00 | 1.59062 | 1.57462 | 1.59062 | 150.51 | 100752.53 |
| 26 | 2005.04.14 17:50 | t/p | 10 | 1.00 | 1.59062 | 1.57462 | 1.59062 | 150.51 | 100903.04 |
| 27 | 2005.04.14 18:20 | buy | 11 | 1.00 | 1.58862 | 0.00000 | 0.00000 | ||
| 233243 | 2020.02.07 15:35 | modify | 77751 | 1.00 | 1.45596 | 1.44196 | 1.45796 | ||
| 233244 | 2020.02.07 15:35 | modify | 77752 | 1.00 | 1.45596 | 1.44196 | 1.45796 | ||
| 233245 | 2020.02.07 15:45 | t/p | 77749 | 1.00 | 1.45763 | 1.44163 | 1.45763 | 150.49 | 3066931.42 |
| 233246 | 2020.02.07 15:45 | t/p | 77750 | 1.00 | 1.45763 | 1.44163 | 1.45763 | 150.49 | 3067081.91 |
| 233247 | 2020.02.07 15:50 | t/p | 77751 | 1.00 | 1.45796 | 1.44196 | 1.45796 | 150.49 | 3067232.40 |
| 233248 | 2020.02.07 15:50 | t/p | 77752 | 1.00 | 1.45796 | 1.44196 | 1.45796 | 150.49 | 3067382.89 |
| 233249 | 2020.02.07 17:07 | t/p | 77743 | 1.00 | 1.46107 | 1.44507 | 1.46107 | 138.89 | 3067521.79 |
| 233250 | 2020.02.07 17:07 | t/p | 77744 | 1.00 | 1.46107 | 1.44507 | 1.46107 | 138.89 | 3067660.68 |
| 233251 | 2020.02.07 18:15 | buy | 77753 | 1.00 | 1.45757 | 0.00000 | 0.00000 | ||
| 233252 | 2020.02.07 18:15 | buy | 77754 | 1.00 | 1.45757 | 0.00000 | 0.00000 | ||
| 233253 | 2020.02.07 18:15 | modify | 77753 | 1.00 | 1.45757 | 1.44357 | 1.45957 | ||
| 233254 | 2020.02.07 18:15 | modify | 77754 | 1.00 | 1.45757 | 1.44357 | 1.45957 | ||
| 233255 | 2020.02.07 20:20 | buy | 77755 | 1.00 | 1.45537 | 0.00000 | 0.00000 | ||
| 233256 | 2020.02.07 20:20 | buy | 77756 | 1.00 | 1.45537 | 0.00000 | 0.00000 | ||
| 233257 | 2020.02.07 20:20 | modify | 77755 | 1.00 | 1.45537 | 1.44137 | 1.45737 | ||
| 233258 | 2020.02.07 20:20 | modify | 77756 | 1.00 | 1.45537 | 1.44137 | 1.45737 | ||
| 233259 | 2020.02.10 01:59 | t/p | 77755 | 1.00 | 1.45737 | 1.44137 | 1.45737 | 138.89 | 3067799.57 |
| 233260 | 2020.02.10 01:59 | t/p | 77756 | 1.00 | 1.45737 | 1.44137 | 1.45737 | 138.89 | 3067938.46 |
| 233261 | 2020.02.10 08:02 | close at stop | 77754 | 1.00 | 1.45594 | 1.44357 | 1.45957 | -134.25 | 3067804.21 |
| 233262 | 2020.02.10 08:02 | close at stop | 77753 | 1.00 | 1.45594 | 1.44357 | 1.45957 | -134.25 | 3067669.97 |
| 233263 | 2020.02.10 08:02 | close at stop | 77740 | 1.00 | 1.45594 | 1.44753 | 1.46353 | -478.61 | 3067191.36 |
| 233264 | 2020.02.10 08:02 | close at stop | 77739 | 1.00 | 1.45594 | 1.44753 | 1.46353 | -478.61 | 3066712.75 |
| 233265 | 2020.02.10 08:02 | close at stop | 77738 | 1.00 | 1.45594 | 1.44937 | 1.46537 | -617.07 | 3066095.68 |
| 233266 | 2020.02.10 08:02 | close at stop | 77737 | 1.00 | 1.45594 | 1.44937 | 1.46537 | -617.07 | 3065478.62 |
| 233267 | 2020.02.10 08:02 | close at stop | 77736 | 1.00 | 1.45594 | 1.45136 | 1.46736 | -766.81 | 3064711.81 |
| 233268 | 2020.02.10 08:02 | close at stop | 77735 | 1.00 | 1.45594 | 1.45136 | 1.46736 | -766.81 | 3063945.00 |