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 - 2020.02.12 10:00 | ||||
| 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=30; InputLots=1; InputSlippagePips=3.3; InputTakeProfitPips=30; 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 | 90787 | モデルティック数 | 2213296 | 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 | 1916406.20 | 総利益 | 7575488.99 | 総損失 | -5659082.79 |
| プロフィットファクタ | 1.34 | 期待利得 | 50.90 | ||
| 絶対ドローダウン | 16467.65 | 最大ドローダウン | 156616.52 (10.50%) | 相対ドローダウン | 37.53% (50182.80) |
| 総取引数 | 37650 | 売りポジション(勝率%） | 19412 (90.32%) | 買いポジション(勝率%） | 18238 (89.86%) |
| 勝率(%) | 33920 (90.09%) | 負率 (%) | 3730 (9.91%) | ||
| 最大 | 勝トレード | 317.40 | 敗トレード | -2017.39 | |
| 平均 | 勝トレード | 223.33 | 敗トレード | -1517.18 | |
| 最大 | 連勝(金額) | 348 (78416.47) | 連敗(金額) | 16 (-24108.58) | |
| 最大 | 連勝(トレード数) | 78416.47 (348) | 連敗(トレード数) | -24108.58 (16) | |
| 平均 | 連勝 | 29 | 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 13:45 | buy | 1 | 1.00 | 1.59120 | 0.00000 | 0.00000 | ||
| 2 | 2005.04.14 13:45 | buy | 2 | 1.00 | 1.59120 | 0.00000 | 0.00000 | ||
| 3 | 2005.04.14 13:45 | modify | 1 | 1.00 | 1.59120 | 1.57120 | 1.59420 | ||
| 4 | 2005.04.14 13:45 | modify | 2 | 1.00 | 1.59120 | 1.57120 | 1.59420 | ||
| 5 | 2005.04.14 14:45 | t/p | 1 | 1.00 | 1.59420 | 1.57120 | 1.59420 | 226.05 | 100226.05 |
| 6 | 2005.04.14 14:45 | t/p | 2 | 1.00 | 1.59420 | 1.57120 | 1.59420 | 226.05 | 100452.10 |
| 7 | 2005.04.14 16:20 | buy | 3 | 1.00 | 1.59152 | 0.00000 | 0.00000 | ||
| 8 | 2005.04.14 16:20 | buy | 4 | 1.00 | 1.59152 | 0.00000 | 0.00000 | ||
| 9 | 2005.04.14 16:20 | modify | 3 | 1.00 | 1.59152 | 1.57152 | 1.59452 | ||
| 10 | 2005.04.14 16:20 | modify | 4 | 1.00 | 1.59152 | 1.57152 | 1.59452 | ||
| 11 | 2005.04.14 17:20 | buy | 5 | 1.00 | 1.58862 | 0.00000 | 0.00000 | ||
| 12 | 2005.04.14 17:20 | buy | 6 | 1.00 | 1.58862 | 0.00000 | 0.00000 | ||
| 13 | 2005.04.14 17:20 | modify | 5 | 1.00 | 1.58862 | 1.56862 | 1.59162 | ||
| 14 | 2005.04.14 17:20 | modify | 6 | 1.00 | 1.58862 | 1.56862 | 1.59162 | ||
| 15 | 2005.04.14 18:50 | t/p | 5 | 1.00 | 1.59162 | 1.56862 | 1.59162 | 226.04 | 100678.14 |
| 16 | 2005.04.14 18:50 | t/p | 6 | 1.00 | 1.59162 | 1.56862 | 1.59162 | 226.04 | 100904.18 |
| 17 | 2005.04.14 19:20 | buy | 7 | 1.00 | 1.58832 | 0.00000 | 0.00000 | ||
| 18 | 2005.04.14 19:20 | buy | 8 | 1.00 | 1.58832 | 0.00000 | 0.00000 | ||
| 19 | 2005.04.14 19:20 | modify | 7 | 1.00 | 1.58832 | 1.56832 | 1.59132 | ||
| 20 | 2005.04.14 19:20 | modify | 8 | 1.00 | 1.58832 | 1.56832 | 1.59132 | ||
| 21 | 2005.04.14 21:15 | t/p | 7 | 1.00 | 1.59132 | 1.56832 | 1.59132 | 226.05 | 101130.23 |
| 22 | 2005.04.14 21:15 | t/p | 8 | 1.00 | 1.59132 | 1.56832 | 1.59132 | 226.05 | 101356.28 |
| 23 | 2005.04.15 01:20 | buy | 9 | 1.00 | 1.58842 | 0.00000 | 0.00000 | ||
| 24 | 2005.04.15 01:20 | buy | 10 | 1.00 | 1.58842 | 0.00000 | 0.00000 | ||
| 25 | 2005.04.15 01:20 | modify | 9 | 1.00 | 1.58842 | 1.56842 | 1.59142 | ||
| 26 | 2005.04.15 01:20 | modify | 10 | 1.00 | 1.58842 | 1.56842 | 1.59142 | ||
| 27 | 2005.04.15 02:40 | t/p | 9 | 1.00 | 1.59142 | 1.56842 | 1.59142 | 226.04 | 101582.32 |
| 28 | 2005.04.15 02:40 | t/p | 10 | 1.00 | 1.59142 | 1.56842 | 1.59142 | 226.04 | 101808.36 |
| 29 | 2005.04.15 07:45 | buy | 11 | 1.00 | 1.58857 | 0.00000 | 0.00000 | ||
| 112926 | 2020.02.07 20:20 | buy | 37646 | 1.00 | 1.45537 | 0.00000 | 0.00000 | ||
| 112927 | 2020.02.07 20:20 | modify | 37645 | 1.00 | 1.45537 | 1.43537 | 1.45837 | ||
| 112928 | 2020.02.07 20:20 | modify | 37646 | 1.00 | 1.45537 | 1.43537 | 1.45837 | ||
| 112929 | 2020.02.10 22:30 | t/p | 37617 | 1.00 | 1.45303 | 1.47603 | 1.45303 | 248.87 | 2021872.08 |
| 112930 | 2020.02.10 22:30 | t/p | 37618 | 1.00 | 1.45303 | 1.47603 | 1.45303 | 248.87 | 2022120.95 |
| 112931 | 2020.02.10 22:30 | buy | 37647 | 1.00 | 1.45281 | 0.00000 | 0.00000 | ||
| 112932 | 2020.02.10 22:30 | buy | 37648 | 1.00 | 1.45281 | 0.00000 | 0.00000 | ||
| 112933 | 2020.02.10 22:30 | modify | 37647 | 1.00 | 1.45281 | 1.43281 | 1.45581 | ||
| 112934 | 2020.02.10 22:30 | modify | 37648 | 1.00 | 1.45281 | 1.43281 | 1.45581 | ||
| 112935 | 2020.02.11 09:20 | t/p | 37615 | 1.00 | 1.44998 | 1.47298 | 1.44998 | 259.02 | 2022379.97 |
| 112936 | 2020.02.11 09:20 | t/p | 37616 | 1.00 | 1.44998 | 1.47298 | 1.44998 | 259.02 | 2022638.99 |
| 112937 | 2020.02.11 09:20 | buy | 37649 | 1.00 | 1.44972 | 0.00000 | 0.00000 | ||
| 112938 | 2020.02.11 09:20 | buy | 37650 | 1.00 | 1.44972 | 0.00000 | 0.00000 | ||
| 112939 | 2020.02.11 09:20 | modify | 37649 | 1.00 | 1.44972 | 1.42972 | 1.45272 | ||
| 112940 | 2020.02.11 09:20 | modify | 37650 | 1.00 | 1.44972 | 1.42972 | 1.45272 | ||
| 112941 | 2020.02.12 10:16 | close at stop | 37650 | 1.00 | 1.44904 | 1.42972 | 1.45272 | -62.84 | 2022576.15 |
| 112942 | 2020.02.12 10:16 | close at stop | 37649 | 1.00 | 1.44904 | 1.42972 | 1.45272 | -62.84 | 2022513.31 |
| 112943 | 2020.02.12 10:16 | close at stop | 37648 | 1.00 | 1.44904 | 1.43281 | 1.45581 | -307.27 | 2022206.04 |
| 112944 | 2020.02.12 10:16 | close at stop | 37647 | 1.00 | 1.44904 | 1.43281 | 1.45581 | -307.27 | 2021898.78 |
| 112945 | 2020.02.12 10:16 | close at stop | 37646 | 1.00 | 1.44904 | 1.43537 | 1.45837 | -511.76 | 2021387.02 |
| 112946 | 2020.02.12 10:16 | close at stop | 37645 | 1.00 | 1.44904 | 1.43537 | 1.45837 | -511.76 | 2020875.25 |
| 112947 | 2020.02.12 10:16 | close at stop | 37640 | 1.00 | 1.44904 | 1.44110 | 1.46410 | -989.92 | 2019885.33 |
| 112948 | 2020.02.12 10:16 | close at stop | 37639 | 1.00 | 1.44904 | 1.44110 | 1.46410 | -989.92 | 2018895.41 |
| 112949 | 2020.02.12 10:16 | close at stop | 37638 | 1.00 | 1.44904 | 1.44448 | 1.46748 | -1244.60 | 2017650.80 |
| 112950 | 2020.02.12 10:16 | close at stop | 37637 | 1.00 | 1.44904 | 1.44448 | 1.46748 | -1244.60 | 2016406.20 |