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 - 2019.09.27 00:00 (2005.04.14 - 2019.09.27) | ||||
| 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 | 88389 | モデルティック数 | 2138486 | モデリング品質 | n/a |
| 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 | 2367648.83 | 総利益 | 5471001.54 | 総損失 | -3103352.71 |
| プロフィットファクタ | 1.76 | 期待利得 | 59.63 | ||
| 絶対ドローダウン | 12316.28 | 最大ドローダウン | 47245.81 (6.05%) | 相対ドローダウン | 19.43% (21141.73) |
| 総取引数 | 39704 | 売りポジション(勝率%） | 19584 (92.61%) | 買いポジション(勝率%） | 20120 (92.66%) |
| 勝率(%) | 36780 (92.64%) | 負率 (%) | 2924 (7.36%) | ||
| 最大 | 勝トレード | 150.34 | 敗トレード | -1225.57 | |
| 平均 | 勝トレード | 148.75 | 敗トレード | -1061.34 | |
| 最大 | 連勝(金額) | 396 (59018.25) | 連敗(金額) | 12 (-14683.25) | |
| 最大 | 連勝(トレード数) | 59018.25 (396) | 連敗(トレード数) | -14683.25 (12) | |
| 平均 | 連勝 | 38 | 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 | 2005.04.15 07:50 | buy | 1 | 1.00 | 0.95162 | 0.00000 | 0.00000 | ||
| 2 | 2005.04.15 07:50 | buy | 2 | 1.00 | 0.95162 | 0.00000 | 0.00000 | ||
| 3 | 2005.04.15 07:50 | modify | 1 | 1.00 | 0.95162 | 0.93762 | 0.95362 | ||
| 4 | 2005.04.15 07:50 | modify | 2 | 1.00 | 0.95162 | 0.93762 | 0.95362 | ||
| 5 | 2005.04.15 10:32 | t/p | 1 | 1.00 | 0.95362 | 0.93762 | 0.95362 | 150.33 | 100150.33 |
| 6 | 2005.04.15 10:32 | t/p | 2 | 1.00 | 0.95362 | 0.93762 | 0.95362 | 150.33 | 100300.66 |
| 7 | 2005.04.15 10:50 | buy | 3 | 1.00 | 0.95182 | 0.00000 | 0.00000 | ||
| 8 | 2005.04.15 10:50 | buy | 4 | 1.00 | 0.95182 | 0.00000 | 0.00000 | ||
| 9 | 2005.04.15 10:50 | modify | 3 | 1.00 | 0.95182 | 0.93782 | 0.95382 | ||
| 10 | 2005.04.15 10:50 | modify | 4 | 1.00 | 0.95182 | 0.93782 | 0.95382 | ||
| 11 | 2005.04.15 11:16 | t/p | 3 | 1.00 | 0.95382 | 0.93782 | 0.95382 | 150.34 | 100451.00 |
| 12 | 2005.04.15 11:16 | t/p | 4 | 1.00 | 0.95382 | 0.93782 | 0.95382 | 150.34 | 100601.34 |
| 13 | 2005.04.15 14:20 | sell | 5 | 1.00 | 0.95600 | 0.00000 | 0.00000 | ||
| 14 | 2005.04.15 14:20 | sell | 6 | 1.00 | 0.95600 | 0.00000 | 0.00000 | ||
| 15 | 2005.04.15 14:20 | modify | 5 | 1.00 | 0.95600 | 0.97000 | 0.95400 | ||
| 16 | 2005.04.15 14:20 | modify | 6 | 1.00 | 0.95600 | 0.97000 | 0.95400 | ||
| 17 | 2005.04.15 17:16 | sell | 7 | 1.00 | 0.95810 | 0.00000 | 0.00000 | ||
| 18 | 2005.04.15 17:16 | sell | 8 | 1.00 | 0.95810 | 0.00000 | 0.00000 | ||
| 19 | 2005.04.15 17:16 | modify | 7 | 1.00 | 0.95810 | 0.97210 | 0.95610 | ||
| 20 | 2005.04.15 17:16 | modify | 8 | 1.00 | 0.95810 | 0.97210 | 0.95610 | ||
| 21 | 2005.04.18 03:20 | t/p | 7 | 1.00 | 0.95610 | 0.97210 | 0.95610 | 148.75 | 100750.08 |
| 22 | 2005.04.18 03:20 | t/p | 8 | 1.00 | 0.95610 | 0.97210 | 0.95610 | 148.75 | 100898.83 |
| 23 | 2005.04.18 03:45 | buy | 9 | 1.00 | 0.95446 | 0.00000 | 0.00000 | ||
| 24 | 2005.04.18 03:45 | buy | 10 | 1.00 | 0.95446 | 0.00000 | 0.00000 | ||
| 25 | 2005.04.18 03:45 | modify | 9 | 1.00 | 0.95446 | 0.94046 | 0.95646 | ||
| 119088 | 2019.09.25 05:33 | sell | 39700 | 1.00 | 0.90148 | 0.00000 | 0.00000 | ||
| 119089 | 2019.09.25 05:33 | modify | 39699 | 1.00 | 0.90148 | 0.91548 | 0.89948 | ||
| 119090 | 2019.09.25 05:33 | modify | 39700 | 1.00 | 0.90148 | 0.91548 | 0.89948 | ||
| 119091 | 2019.09.25 06:45 | t/p | 39699 | 1.00 | 0.89948 | 0.91548 | 0.89948 | 150.28 | 2470817.60 |
| 119092 | 2019.09.25 06:45 | t/p | 39700 | 1.00 | 0.89948 | 0.91548 | 0.89948 | 150.28 | 2470967.88 |
| 119093 | 2019.09.25 12:50 | t/p | 39695 | 1.00 | 0.89813 | 0.91413 | 0.89813 | 148.75 | 2471116.62 |
| 119094 | 2019.09.25 12:50 | t/p | 39696 | 1.00 | 0.89813 | 0.91413 | 0.89813 | 148.75 | 2471265.37 |
| 119095 | 2019.09.25 17:02 | buy | 39701 | 1.00 | 0.89527 | 0.00000 | 0.00000 | ||
| 119096 | 2019.09.25 17:02 | buy | 39702 | 1.00 | 0.89527 | 0.00000 | 0.00000 | ||
| 119097 | 2019.09.25 17:02 | modify | 39701 | 1.00 | 0.89527 | 0.88127 | 0.89727 | ||
| 119098 | 2019.09.25 17:02 | modify | 39702 | 1.00 | 0.89527 | 0.88127 | 0.89727 | ||
| 119099 | 2019.09.26 15:20 | t/p | 39701 | 1.00 | 0.89727 | 0.88127 | 0.89727 | 138.52 | 2471403.88 |
| 119100 | 2019.09.26 15:20 | t/p | 39702 | 1.00 | 0.89727 | 0.88127 | 0.89727 | 138.52 | 2471542.40 |
| 119101 | 2019.09.26 21:20 | buy | 39703 | 1.00 | 0.89523 | 0.00000 | 0.00000 | ||
| 119102 | 2019.09.26 21:20 | buy | 39704 | 1.00 | 0.89523 | 0.00000 | 0.00000 | ||
| 119103 | 2019.09.26 21:20 | modify | 39703 | 1.00 | 0.89523 | 0.88123 | 0.89723 | ||
| 119104 | 2019.09.26 21:20 | modify | 39704 | 1.00 | 0.89523 | 0.88123 | 0.89723 | ||
| 119105 | 2019.09.26 23:59 | close at stop | 39704 | 1.00 | 0.89495 | 0.88123 | 0.89723 | -21.04 | 2471521.36 |
| 119106 | 2019.09.26 23:59 | close at stop | 39703 | 1.00 | 0.89495 | 0.88123 | 0.89723 | -21.04 | 2471500.32 |
| 119107 | 2019.09.26 23:59 | close at stop | 39686 | 1.00 | 0.89495 | 0.88732 | 0.90332 | -506.36 | 2470993.96 |
| 119108 | 2019.09.26 23:59 | close at stop | 39685 | 1.00 | 0.89495 | 0.88732 | 0.90332 | -506.36 | 2470487.60 |
| 119109 | 2019.09.26 23:59 | close at stop | 39684 | 1.00 | 0.89495 | 0.88919 | 0.90519 | -646.93 | 2469840.66 |
| 119110 | 2019.09.26 23:59 | close at stop | 39683 | 1.00 | 0.89495 | 0.88919 | 0.90519 | -646.93 | 2469193.73 |
| 119111 | 2019.09.26 23:59 | close at stop | 39682 | 1.00 | 0.89495 | 0.89086 | 0.90686 | -772.45 | 2468421.28 |
| 119112 | 2019.09.26 23:59 | close at stop | 39681 | 1.00 | 0.89495 | 0.89086 | 0.90686 | -772.45 | 2467648.83 |