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) 2006.01.03 08:00 - 2019.12.30 23:00 (2006.01.01 - 2019.12.31) | ||||
| 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 | 86548 | モデルティック数 | 267961880 | モデリング品質 | 90.00% |
| 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 | 3429009.69 | 総利益 | 18009400.76 | 総損失 | -14580391.07 |
| プロフィットファクタ | 1.24 | 期待利得 | 26.16 | ||
| 絶対ドローダウン | 34059.74 | 最大ドローダウン | 706331.92 (18.41%) | 相対ドローダウン | 40.44% (44763.59) |
| 総取引数 | 131066 | 売りポジション(勝率%） | 66728 (92.70%) | 買いポジション(勝率%） | 64338 (92.47%) |
| 勝率(%) | 121356 (92.59%) | 負率 (%) | 9710 (7.41%) | ||
| 最大 | 勝トレード | 270.41 | 敗トレード | -2005.24 | |
| 平均 | 勝トレード | 148.40 | 敗トレード | -1501.59 | |
| 最大 | 連勝(金額) | 1216 (182970.31) | 連敗(金額) | 32 (-48127.40) | |
| 最大 | 連勝(トレード数) | 182970.31 (1216) | 連敗(トレード数) | -48127.40 (32) | |
| 平均 | 連勝 | 51 | 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 | 2006.01.03 08:44 | buy | 1 | 1.00 | 1.37959 | 0.00000 | 0.00000 | ||
| 2 | 2006.01.03 08:44 | buy | 2 | 1.00 | 1.37959 | 0.00000 | 0.00000 | ||
| 3 | 2006.01.03 08:44 | modify | 1 | 1.00 | 1.37959 | 1.35959 | 1.38159 | ||
| 4 | 2006.01.03 08:44 | modify | 2 | 1.00 | 1.37959 | 1.35959 | 1.38159 | ||
| 5 | 2006.01.03 09:59 | t/p | 1 | 1.00 | 1.38159 | 1.35959 | 1.38159 | 150.47 | 100150.47 |
| 6 | 2006.01.03 09:59 | t/p | 2 | 1.00 | 1.38159 | 1.35959 | 1.38159 | 150.47 | 100300.94 |
| 7 | 2006.01.03 10:02 | sell | 3 | 1.00 | 1.38264 | 0.00000 | 0.00000 | ||
| 8 | 2006.01.03 10:02 | sell | 4 | 1.00 | 1.38264 | 0.00000 | 0.00000 | ||
| 9 | 2006.01.03 10:02 | modify | 3 | 1.00 | 1.38264 | 1.40264 | 1.38064 | ||
| 10 | 2006.01.03 10:02 | modify | 4 | 1.00 | 1.38264 | 1.40264 | 1.38064 | ||
| 11 | 2006.01.03 10:14 | t/p | 3 | 1.00 | 1.38064 | 1.40264 | 1.38064 | 150.45 | 100451.39 |
| 12 | 2006.01.03 10:14 | t/p | 4 | 1.00 | 1.38064 | 1.40264 | 1.38064 | 150.45 | 100601.84 |
| 13 | 2006.01.03 10:23 | buy | 5 | 1.00 | 1.37959 | 0.00000 | 0.00000 | ||
| 14 | 2006.01.03 10:23 | buy | 6 | 1.00 | 1.37959 | 0.00000 | 0.00000 | ||
| 15 | 2006.01.03 10:23 | modify | 5 | 1.00 | 1.37959 | 1.35959 | 1.38159 | ||
| 16 | 2006.01.03 10:23 | modify | 6 | 1.00 | 1.37959 | 1.35959 | 1.38159 | ||
| 17 | 2006.01.03 10:46 | buy | 7 | 1.00 | 1.37809 | 0.00000 | 0.00000 | ||
| 18 | 2006.01.03 10:46 | buy | 8 | 1.00 | 1.37809 | 0.00000 | 0.00000 | ||
| 19 | 2006.01.03 10:46 | modify | 7 | 1.00 | 1.37809 | 1.35809 | 1.38009 | ||
| 20 | 2006.01.03 10:46 | modify | 8 | 1.00 | 1.37809 | 1.35809 | 1.38009 | ||
| 21 | 2006.01.03 10:54 | buy | 9 | 1.00 | 1.37660 | 0.00000 | 0.00000 | ||
| 22 | 2006.01.03 10:54 | buy | 10 | 1.00 | 1.37660 | 0.00000 | 0.00000 | ||
| 23 | 2006.01.03 10:54 | modify | 9 | 1.00 | 1.37660 | 1.35660 | 1.37860 | ||
| 24 | 2006.01.03 10:54 | modify | 10 | 1.00 | 1.37660 | 1.35660 | 1.37860 | ||
| 25 | 2006.01.03 12:02 | t/p | 9 | 1.00 | 1.37860 | 1.35660 | 1.37860 | 150.47 | 100752.31 |
| 26 | 2006.01.03 12:02 | t/p | 10 | 1.00 | 1.37860 | 1.35660 | 1.37860 | 150.47 | 100902.78 |
| 27 | 2006.01.03 12:52 | t/p | 7 | 1.00 | 1.38009 | 1.35809 | 1.38009 | 150.47 | 101053.25 |
| 28 | 2006.01.03 12:52 | t/p | 8 | 1.00 | 1.38009 | 1.35809 | 1.38009 | 150.47 | 101203.72 |
| 393173 | 2019.12.30 16:58 | t/p | 131003 | 1.00 | 1.46495 | 1.44295 | 1.46495 | 12.86 | 3537463.42 |
| 393174 | 2019.12.30 16:58 | t/p | 131004 | 1.00 | 1.46495 | 1.44295 | 1.46495 | 12.86 | 3537476.28 |
| 393175 | 2019.12.30 17:21 | t/p | 131065 | 1.00 | 1.46272 | 1.48472 | 1.46272 | 150.17 | 3537626.45 |
| 393176 | 2019.12.30 17:21 | t/p | 131066 | 1.00 | 1.46272 | 1.48472 | 1.46272 | 150.17 | 3537776.62 |
| 393177 | 2019.12.30 23:59 | close at stop | 131064 | 1.00 | 1.46297 | 1.48322 | 1.46122 | 18.77 | 3537795.39 |
| 393178 | 2019.12.30 23:59 | close at stop | 131063 | 1.00 | 1.46297 | 1.48322 | 1.46122 | 18.77 | 3537814.16 |
| 393179 | 2019.12.30 23:59 | close at stop | 131060 | 1.00 | 1.46297 | 1.48172 | 1.45972 | -93.85 | 3537720.31 |
| 393180 | 2019.12.30 23:59 | close at stop | 131059 | 1.00 | 1.46297 | 1.48172 | 1.45972 | -93.85 | 3537626.46 |
| 393181 | 2019.12.30 23:59 | close at stop | 131056 | 1.00 | 1.46297 | 1.48065 | 1.45865 | -171.69 | 3537454.77 |
| 393182 | 2019.12.30 23:59 | close at stop | 131055 | 1.00 | 1.46297 | 1.48065 | 1.45865 | -171.69 | 3537283.09 |
| 393183 | 2019.12.30 23:59 | close at stop | 131054 | 1.00 | 1.46297 | 1.47915 | 1.45715 | -284.31 | 3536998.78 |
| 393184 | 2019.12.30 23:59 | close at stop | 131053 | 1.00 | 1.46297 | 1.47915 | 1.45715 | -284.31 | 3536714.48 |
| 393185 | 2019.12.30 23:59 | close at stop | 131052 | 1.00 | 1.46297 | 1.47765 | 1.45565 | -396.94 | 3536317.54 |
| 393186 | 2019.12.30 23:59 | close at stop | 131051 | 1.00 | 1.46297 | 1.47765 | 1.45565 | -396.94 | 3535920.61 |
| 393187 | 2019.12.30 23:59 | close at stop | 131050 | 1.00 | 1.46297 | 1.47615 | 1.45415 | -509.55 | 3535411.05 |
| 393188 | 2019.12.30 23:59 | close at stop | 131049 | 1.00 | 1.46297 | 1.47615 | 1.45415 | -509.55 | 3534901.50 |
| 393189 | 2019.12.30 23:59 | close at stop | 131002 | 1.00 | 1.46295 | 1.44445 | 1.46645 | -249.99 | 3534651.51 |
| 393190 | 2019.12.30 23:59 | close at stop | 131001 | 1.00 | 1.46295 | 1.44445 | 1.46645 | -249.99 | 3534401.52 |
| 393191 | 2019.12.30 23:59 | close at stop | 131000 | 1.00 | 1.46295 | 1.44595 | 1.46795 | -362.65 | 3534038.87 |
| 393192 | 2019.12.30 23:59 | close at stop | 130999 | 1.00 | 1.46295 | 1.44595 | 1.46795 | -362.65 | 3533676.22 |
| 393193 | 2019.12.30 23:59 | close at stop | 130974 | 1.00 | 1.46295 | 1.44953 | 1.47153 | -665.86 | 3533010.36 |
| 393194 | 2019.12.30 23:59 | close at stop | 130973 | 1.00 | 1.46295 | 1.44953 | 1.47153 | -665.86 | 3532344.51 |
| 393195 | 2019.12.30 23:59 | close at stop | 130970 | 1.00 | 1.46295 | 1.45103 | 1.47303 | -778.50 | 3531566.00 |
| 393196 | 2019.12.30 23:59 | close at stop | 130969 | 1.00 | 1.46295 | 1.45103 | 1.47303 | -778.50 | 3530787.50 |
| 393197 | 2019.12.30 23:59 | close at stop | 130968 | 1.00 | 1.46295 | 1.45250 | 1.47450 | -888.90 | 3529898.59 |
| 393198 | 2019.12.30 23:59 | close at stop | 130967 | 1.00 | 1.46295 | 1.45250 | 1.47450 | -888.90 | 3529009.69 |