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 - 2020.02.10 03:00
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=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90683モデルティック数2193522モデリング品質n/a
不整合チャートエラー34
初期証拠金100000.00スプレッド2
純益3573918.34総利益8448281.37総損失-4874363.03
プロフィットファクタ1.73期待利得59.32
絶対ドローダウン16172.32最大ドローダウン108219.20 (9.67%)相対ドローダウン42.27% (61387.82)
総取引数60250売りポジション(勝率%)29578 (94.79%)買いポジション(勝率%)30672 (94.55%)
勝率(%)57038 (94.67%)負率 (%)3212 (5.33%)
最大勝トレード150.33敗トレード-1700.07
平均勝トレード148.12敗トレード-1517.55
最大連勝(金額)1368 (205316.56)連敗(金額)24 (-36095.75)
最大連勝(トレード数)205316.56 (1368)連敗(トレード数)-36951.17 (22)
平均連勝67連敗4
Graph
#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
12005.04.15 07:45buy11.000.952200.000000.00000
22005.04.15 07:45buy21.000.952200.000000.00000
32005.04.15 07:45modify11.000.952200.932200.95420
42005.04.15 07:45modify21.000.952200.932200.95420
52005.04.15 09:20buy31.000.950320.000000.00000
62005.04.15 09:20buy41.000.950320.000000.00000
72005.04.15 09:20modify31.000.950320.930320.95232
82005.04.15 09:20modify41.000.950320.930320.95232
92005.04.15 09:32t/p31.000.952320.930320.95232150.29100150.29
102005.04.15 09:32t/p41.000.952320.930320.95232150.29100300.58
112005.04.15 09:50buy51.000.950620.000000.00000
122005.04.15 09:50buy61.000.950620.000000.00000
132005.04.15 09:50modify51.000.950620.930620.95262
142005.04.15 09:50modify61.000.950620.930620.95262
152005.04.15 10:15t/p51.000.952620.930620.95262150.29100450.87
162005.04.15 10:15t/p61.000.952620.930620.95262150.29100601.16
172005.04.15 11:45t/p11.000.954200.932200.95420150.29100751.45
182005.04.15 11:45t/p21.000.954200.932200.95420150.29100901.74
192005.04.15 13:50sell71.000.955600.000000.00000
202005.04.15 13:50sell81.000.955600.000000.00000
212005.04.15 13:50modify71.000.955600.975600.95360
222005.04.15 13:50modify81.000.955600.975600.95360
232005.04.15 15:15sell91.000.957090.000000.00000
242005.04.15 15:15sell101.000.957090.000000.00000
252005.04.15 15:15modify91.000.957090.977090.95509
262005.04.15 15:15modify101.000.957090.977090.95509
272005.04.15 21:25sell111.000.958400.000000.00000
1807262020.02.06 09:45t/p602481.000.896380.918380.89638150.303674918.17
1807272020.02.06 20:50t/p602431.000.894850.916850.89485145.663675063.82
1807282020.02.06 20:50t/p602441.000.894850.916850.89485145.663675209.48
1807292020.02.06 23:20t/p602411.000.893700.915700.89370145.663675355.13
1807302020.02.06 23:20t/p602421.000.893700.915700.89370145.663675500.79
1807312020.02.07 04:50t/p602391.000.891900.913900.89190142.583675643.36
1807322020.02.07 04:50t/p602401.000.891900.913900.89190142.583675785.94
1807332020.02.07 11:20t/p602371.000.890230.912230.89023142.583675928.51
1807342020.02.07 11:20t/p602381.000.890230.912230.89023142.583676071.09
1807352020.02.07 12:20t/p602331.000.888910.910910.88891142.563676213.65
1807362020.02.07 12:20t/p602341.000.888910.910910.88891142.563676356.22
1807372020.02.07 15:50t/p602311.000.887280.909280.88728141.023676497.24
1807382020.02.07 15:50t/p602321.000.887280.909280.88728141.023676638.26
1807392020.02.07 17:59sell602491.000.889380.000000.00000
1807402020.02.07 17:59sell602501.000.889380.000000.00000
1807412020.02.07 17:59modify602491.000.889380.909380.88738
1807422020.02.07 17:59modify602501.000.889380.909380.88738
1807432020.02.07 23:59t/p602491.000.887380.909380.88738150.303676788.56
1807442020.02.07 23:59t/p602501.000.887380.909380.88738150.303676938.86
1807452020.02.10 03:28close at stop602301.000.888710.907940.88594-68.693676870.17
1807462020.02.10 03:28close at stop602291.000.888710.907940.88594-68.693676801.49
1807472020.02.10 03:28close at stop602241.000.888710.906380.88438-185.913676615.57
1807482020.02.10 03:28close at stop602231.000.888710.906380.88438-185.913676429.66
1807492020.02.10 03:28close at stop601441.000.888690.883510.90551-1255.663675174.00
1807502020.02.10 03:28close at stop601431.000.888690.883510.90551-1255.663673918.34