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=35; 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 | 2206129.68 | 総利益 | 6430597.73 | 総損失 | -4224468.05 |
| プロフィットファクタ | 1.52 | 期待利得 | 79.83 | ||
| 絶対ドローダウン | 42694.48 | 最大ドローダウン | 151480.44 (22.60%) | 相対ドローダウン | 51.76% (61481.81) |
| 総取引数 | 27634 | 売りポジション(勝率%） | 13396 (90.33%) | 買いポジション(勝率%） | 14238 (89.63%) |
| 勝率(%) | 24862 (89.97%) | 負率 (%) | 2772 (10.03%) | ||
| 最大 | 勝トレード | 263.09 | 敗トレード | -1778.94 | |
| 平均 | 勝トレード | 258.65 | 敗トレード | -1523.98 | |
| 最大 | 連勝(金額) | 684 (179574.45) | 連敗(金額) | 26 (-39117.76) | |
| 最大 | 連勝(トレード数) | 179574.45 (684) | 連敗(トレード数) | -39117.76 (26) | |
| 平均 | 連勝 | 40 | 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 | 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 | 0.95512 | ||
| 4 | 2005.04.15 07:50 | modify | 2 | 1.00 | 0.95162 | 0.93162 | 0.95512 | ||
| 5 | 2005.04.15 11:50 | t/p | 1 | 1.00 | 0.95512 | 0.93162 | 0.95512 | 263.08 | 100263.08 |
| 6 | 2005.04.15 11:50 | t/p | 2 | 1.00 | 0.95512 | 0.93162 | 0.95512 | 263.08 | 100526.16 |
| 7 | 2005.04.15 14:20 | sell | 3 | 1.00 | 0.95600 | 0.00000 | 0.00000 | ||
| 8 | 2005.04.15 14:20 | sell | 4 | 1.00 | 0.95600 | 0.00000 | 0.00000 | ||
| 9 | 2005.04.15 14:20 | modify | 3 | 1.00 | 0.95600 | 0.97600 | 0.95250 | ||
| 10 | 2005.04.15 14:20 | modify | 4 | 1.00 | 0.95600 | 0.97600 | 0.95250 | ||
| 11 | 2005.04.15 17:16 | sell | 5 | 1.00 | 0.95810 | 0.00000 | 0.00000 | ||
| 12 | 2005.04.15 17:16 | sell | 6 | 1.00 | 0.95810 | 0.00000 | 0.00000 | ||
| 13 | 2005.04.15 17:16 | modify | 5 | 1.00 | 0.95810 | 0.97810 | 0.95460 | ||
| 14 | 2005.04.15 17:16 | modify | 6 | 1.00 | 0.95810 | 0.97810 | 0.95460 | ||
| 15 | 2005.04.18 03:45 | t/p | 5 | 1.00 | 0.95460 | 0.97810 | 0.95460 | 261.45 | 100787.62 |
| 16 | 2005.04.18 03:45 | t/p | 6 | 1.00 | 0.95460 | 0.97810 | 0.95460 | 261.45 | 101049.07 |
| 17 | 2005.04.18 03:45 | buy | 7 | 1.00 | 0.95446 | 0.00000 | 0.00000 | ||
| 18 | 2005.04.18 03:45 | buy | 8 | 1.00 | 0.95446 | 0.00000 | 0.00000 | ||
| 19 | 2005.04.18 03:45 | modify | 7 | 1.00 | 0.95446 | 0.93446 | 0.95796 | ||
| 20 | 2005.04.18 03:45 | modify | 8 | 1.00 | 0.95446 | 0.93446 | 0.95796 | ||
| 21 | 2005.04.18 04:20 | buy | 9 | 1.00 | 0.95252 | 0.00000 | 0.00000 | ||
| 22 | 2005.04.18 04:20 | buy | 10 | 1.00 | 0.95252 | 0.00000 | 0.00000 | ||
| 23 | 2005.04.18 04:20 | modify | 9 | 1.00 | 0.95252 | 0.93252 | 0.95602 | ||
| 24 | 2005.04.18 04:20 | modify | 10 | 1.00 | 0.95252 | 0.93252 | 0.95602 | ||
| 25 | 2005.04.18 09:03 | t/p | 3 | 1.00 | 0.95250 | 0.97600 | 0.95250 | 261.45 | 101310.53 |
| 26 | 2005.04.18 09:03 | t/p | 4 | 1.00 | 0.95250 | 0.97600 | 0.95250 | 261.45 | 101571.98 |
| 27 | 2005.04.18 12:32 | t/p | 9 | 1.00 | 0.95602 | 0.93252 | 0.95602 | 263.08 | 101835.06 |
| 28 | 2005.04.18 12:32 | t/p | 10 | 1.00 | 0.95602 | 0.93252 | 0.95602 | 263.08 | 102098.14 |
| 82877 | 2019.09.24 13:20 | sell | 27631 | 1.00 | 0.90168 | 0.00000 | 0.00000 | ||
| 82878 | 2019.09.24 13:20 | sell | 27632 | 1.00 | 0.90168 | 0.00000 | 0.00000 | ||
| 82879 | 2019.09.24 13:20 | modify | 27631 | 1.00 | 0.90168 | 0.92168 | 0.89818 | ||
| 82880 | 2019.09.24 13:20 | modify | 27632 | 1.00 | 0.90168 | 0.92168 | 0.89818 | ||
| 82881 | 2019.09.25 12:50 | t/p | 27631 | 1.00 | 0.89818 | 0.92168 | 0.89818 | 261.45 | 2309172.71 |
| 82882 | 2019.09.25 12:50 | t/p | 27632 | 1.00 | 0.89818 | 0.92168 | 0.89818 | 261.45 | 2309434.16 |
| 82883 | 2019.09.25 16:20 | t/p | 27585 | 1.00 | 0.89605 | 0.91955 | 0.89605 | 229.01 | 2309663.17 |
| 82884 | 2019.09.25 16:20 | t/p | 27586 | 1.00 | 0.89605 | 0.91955 | 0.89605 | 229.01 | 2309892.18 |
| 82885 | 2019.09.25 16:45 | t/p | 27629 | 1.00 | 0.89583 | 0.91933 | 0.89583 | 259.92 | 2310152.10 |
| 82886 | 2019.09.25 16:45 | t/p | 27630 | 1.00 | 0.89583 | 0.91933 | 0.89583 | 259.92 | 2310412.02 |
| 82887 | 2019.09.25 17:02 | buy | 27633 | 1.00 | 0.89527 | 0.00000 | 0.00000 | ||
| 82888 | 2019.09.25 17:02 | buy | 27634 | 1.00 | 0.89527 | 0.00000 | 0.00000 | ||
| 82889 | 2019.09.25 17:02 | modify | 27633 | 1.00 | 0.89527 | 0.87527 | 0.89877 | ||
| 82890 | 2019.09.25 17:02 | modify | 27634 | 1.00 | 0.89527 | 0.87527 | 0.89877 | ||
| 82891 | 2019.09.26 23:59 | close at stop | 27634 | 1.00 | 0.89495 | 0.87527 | 0.89877 | -35.86 | 2310376.16 |
| 82892 | 2019.09.26 23:59 | close at stop | 27633 | 1.00 | 0.89495 | 0.87527 | 0.89877 | -35.86 | 2310340.30 |
| 82893 | 2019.09.26 23:59 | close at stop | 27626 | 1.00 | 0.89495 | 0.87914 | 0.90264 | -338.56 | 2310001.73 |
| 82894 | 2019.09.26 23:59 | close at stop | 27625 | 1.00 | 0.89495 | 0.87914 | 0.90264 | -338.56 | 2309663.17 |
| 82895 | 2019.09.26 23:59 | close at stop | 27622 | 1.00 | 0.89495 | 0.88132 | 0.90482 | -506.36 | 2309156.80 |
| 82896 | 2019.09.26 23:59 | close at stop | 27621 | 1.00 | 0.89495 | 0.88132 | 0.90482 | -506.36 | 2308650.44 |
| 82897 | 2019.09.26 23:59 | close at stop | 27620 | 1.00 | 0.89495 | 0.88319 | 0.90669 | -646.93 | 2308003.51 |
| 82898 | 2019.09.26 23:59 | close at stop | 27619 | 1.00 | 0.89495 | 0.88319 | 0.90669 | -646.93 | 2307356.58 |
| 82899 | 2019.09.26 23:59 | close at stop | 27618 | 1.00 | 0.89495 | 0.88486 | 0.90836 | -772.45 | 2306584.12 |
| 82900 | 2019.09.26 23:59 | close at stop | 27617 | 1.00 | 0.89495 | 0.88486 | 0.90836 | -772.45 | 2305811.67 |
| 82901 | 2019.09.26 23:59 | close at stop | 27584 | 1.00 | 0.89497 | 0.91760 | 0.89410 | 159.00 | 2305970.68 |
| 82902 | 2019.09.26 23:59 | close at stop | 27583 | 1.00 | 0.89497 | 0.91760 | 0.89410 | 159.00 | 2306129.68 |