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=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 | 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 | 2505330.25 | 総利益 | 5600926.13 | 総損失 | -3095595.88 |
| プロフィットファクタ | 1.81 | 期待利得 | 62.92 | ||
| 絶対ドローダウン | 8958.97 | 最大ドローダウン | 70338.38 (3.19%) | 相対ドローダウン | 26.35% (34618.64) |
| 総取引数 | 39820 | 売りポジション(勝率%） | 19558 (94.98%) | 買いポジション(勝率%） | 20262 (94.77%) |
| 勝率(%) | 37778 (94.87%) | 負率 (%) | 2042 (5.13%) | ||
| 最大 | 勝トレード | 150.34 | 敗トレード | -1700.19 | |
| 平均 | 勝トレード | 148.26 | 敗トレード | -1515.96 | |
| 最大 | 連勝(金額) | 1224 (183722.91) | 連敗(金額) | 16 (-26880.22) | |
| 最大 | 連勝(トレード数) | 183722.91 (1224) | 連敗(トレード数) | -26880.22 (16) | |
| 平均 | 連勝 | 58 | 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 | 0.93162 | 0.95362 | ||
| 4 | 2005.04.15 07:50 | modify | 2 | 1.00 | 0.95162 | 0.93162 | 0.95362 | ||
| 5 | 2005.04.15 10:32 | t/p | 1 | 1.00 | 0.95362 | 0.93162 | 0.95362 | 150.33 | 100150.33 |
| 6 | 2005.04.15 10:32 | t/p | 2 | 1.00 | 0.95362 | 0.93162 | 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 | 0.93182 | 0.95382 | ||
| 10 | 2005.04.15 10:50 | modify | 4 | 1.00 | 0.95182 | 0.93182 | 0.95382 | ||
| 11 | 2005.04.15 11:16 | t/p | 3 | 1.00 | 0.95382 | 0.93182 | 0.95382 | 150.34 | 100451.00 |
| 12 | 2005.04.15 11:16 | t/p | 4 | 1.00 | 0.95382 | 0.93182 | 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 | 0.97600 | 0.95400 | ||
| 16 | 2005.04.15 14:20 | modify | 6 | 1.00 | 0.95600 | 0.97600 | 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 | 0.97810 | 0.95610 | ||
| 20 | 2005.04.15 17:16 | modify | 8 | 1.00 | 0.95810 | 0.97810 | 0.95610 | ||
| 21 | 2005.04.18 03:20 | t/p | 7 | 1.00 | 0.95610 | 0.97810 | 0.95610 | 148.75 | 100750.08 |
| 22 | 2005.04.18 03:20 | t/p | 8 | 1.00 | 0.95610 | 0.97810 | 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 | 0.93446 | 0.95646 | ||
| 26 | 2005.04.18 03:45 | modify | 10 | 1.00 | 0.95446 | 0.93446 | 0.95646 | ||
| 27 | 2005.04.18 03:50 | t/p | 5 | 1.00 | 0.95400 | 0.97600 | 0.95400 | 148.75 | 101047.57 |
| 119435 | 2019.09.25 06:45 | t/p | 39815 | 1.00 | 0.89948 | 0.92148 | 0.89948 | 150.28 | 2609685.78 |
| 119436 | 2019.09.25 06:45 | t/p | 39816 | 1.00 | 0.89948 | 0.92148 | 0.89948 | 150.28 | 2609836.06 |
| 119437 | 2019.09.25 15:07 | t/p | 39811 | 1.00 | 0.89737 | 0.91937 | 0.89737 | 148.74 | 2609984.79 |
| 119438 | 2019.09.25 15:07 | t/p | 39812 | 1.00 | 0.89737 | 0.91937 | 0.89737 | 148.74 | 2610133.53 |
| 119439 | 2019.09.25 16:40 | t/p | 39757 | 1.00 | 0.89588 | 0.91788 | 0.89588 | 116.30 | 2610249.83 |
| 119440 | 2019.09.25 16:40 | t/p | 39758 | 1.00 | 0.89588 | 0.91788 | 0.89588 | 116.30 | 2610366.13 |
| 119441 | 2019.09.25 17:02 | buy | 39817 | 1.00 | 0.89527 | 0.00000 | 0.00000 | ||
| 119442 | 2019.09.25 17:02 | buy | 39818 | 1.00 | 0.89527 | 0.00000 | 0.00000 | ||
| 119443 | 2019.09.25 17:02 | modify | 39817 | 1.00 | 0.89527 | 0.87527 | 0.89727 | ||
| 119444 | 2019.09.25 17:02 | modify | 39818 | 1.00 | 0.89527 | 0.87527 | 0.89727 | ||
| 119445 | 2019.09.26 15:20 | t/p | 39817 | 1.00 | 0.89727 | 0.87527 | 0.89727 | 138.52 | 2610504.64 |
| 119446 | 2019.09.26 15:20 | t/p | 39818 | 1.00 | 0.89727 | 0.87527 | 0.89727 | 138.52 | 2610643.16 |
| 119447 | 2019.09.26 21:20 | buy | 39819 | 1.00 | 0.89523 | 0.00000 | 0.00000 | ||
| 119448 | 2019.09.26 21:20 | buy | 39820 | 1.00 | 0.89523 | 0.00000 | 0.00000 | ||
| 119449 | 2019.09.26 21:20 | modify | 39819 | 1.00 | 0.89523 | 0.87523 | 0.89723 | ||
| 119450 | 2019.09.26 21:20 | modify | 39820 | 1.00 | 0.89523 | 0.87523 | 0.89723 | ||
| 119451 | 2019.09.26 23:59 | close at stop | 39820 | 1.00 | 0.89495 | 0.87523 | 0.89723 | -21.04 | 2610622.12 |
| 119452 | 2019.09.26 23:59 | close at stop | 39819 | 1.00 | 0.89495 | 0.87523 | 0.89723 | -21.04 | 2610601.08 |
| 119453 | 2019.09.26 23:59 | close at stop | 39804 | 1.00 | 0.89495 | 0.88052 | 0.90252 | -442.30 | 2610158.79 |
| 119454 | 2019.09.26 23:59 | close at stop | 39803 | 1.00 | 0.89495 | 0.88052 | 0.90252 | -442.30 | 2609716.49 |
| 119455 | 2019.09.26 23:59 | close at stop | 39798 | 1.00 | 0.89495 | 0.88219 | 0.90419 | -571.76 | 2609144.73 |
| 119456 | 2019.09.26 23:59 | close at stop | 39797 | 1.00 | 0.89495 | 0.88219 | 0.90419 | -571.76 | 2608572.97 |
| 119457 | 2019.09.26 23:59 | close at stop | 39796 | 1.00 | 0.89495 | 0.88414 | 0.90614 | -718.33 | 2607854.63 |
| 119458 | 2019.09.26 23:59 | close at stop | 39795 | 1.00 | 0.89495 | 0.88414 | 0.90614 | -718.33 | 2607136.30 |
| 119459 | 2019.09.26 23:59 | close at stop | 39794 | 1.00 | 0.89495 | 0.88644 | 0.90844 | -903.02 | 2606233.28 |
| 119460 | 2019.09.26 23:59 | close at stop | 39793 | 1.00 | 0.89495 | 0.88644 | 0.90844 | -903.02 | 2605330.25 |