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=15; 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 | 2838715.43 | 総利益 | 8443825.39 | 総損失 | -5605109.96 |
| プロフィットファクタ | 1.51 | 期待利得 | 78.09 | ||
| 絶対ドローダウン | 32412.50 | 最大ドローダウン | 115518.85 (13.41%) | 相対ドローダウン | 51.74% (72469.78) |
| 総取引数 | 36350 | 売りポジション(勝率%） | 17910 (90.09%) | 買いポジション(勝率%） | 18440 (89.69%) |
| 勝率(%) | 32674 (89.89%) | 負率 (%) | 3676 (10.11%) | ||
| 最大 | 勝トレード | 263.09 | 敗トレード | -1778.94 | |
| 平均 | 勝トレード | 258.43 | 敗トレード | -1524.79 | |
| 最大 | 連勝(金額) | 726 (190667.18) | 連敗(金額) | 28 (-42278.06) | |
| 最大 | 連勝(トレード数) | 190667.18 (726) | 連敗(トレード数) | -42278.06 (28) | |
| 平均 | 連勝 | 48 | 連敗 | 5 | |
| # | 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 07:45 | buy | 1 | 1.00 | 0.95220 | 0.00000 | 0.00000 | ||
| 2 | 2005.04.15 07:45 | buy | 2 | 1.00 | 0.95220 | 0.00000 | 0.00000 | ||
| 3 | 2005.04.15 07:45 | modify | 1 | 1.00 | 0.95220 | 0.93220 | 0.95570 | ||
| 4 | 2005.04.15 07:45 | modify | 2 | 1.00 | 0.95220 | 0.93220 | 0.95570 | ||
| 5 | 2005.04.15 09:20 | buy | 3 | 1.00 | 0.95032 | 0.00000 | 0.00000 | ||
| 6 | 2005.04.15 09:20 | buy | 4 | 1.00 | 0.95032 | 0.00000 | 0.00000 | ||
| 7 | 2005.04.15 09:20 | modify | 3 | 1.00 | 0.95032 | 0.93032 | 0.95382 | ||
| 8 | 2005.04.15 09:20 | modify | 4 | 1.00 | 0.95032 | 0.93032 | 0.95382 | ||
| 9 | 2005.04.15 10:37 | t/p | 3 | 1.00 | 0.95382 | 0.93032 | 0.95382 | 263.08 | 100263.08 |
| 10 | 2005.04.15 10:37 | t/p | 4 | 1.00 | 0.95382 | 0.93032 | 0.95382 | 263.08 | 100526.16 |
| 11 | 2005.04.15 13:50 | sell | 5 | 1.00 | 0.95560 | 0.00000 | 0.00000 | ||
| 12 | 2005.04.15 13:50 | sell | 6 | 1.00 | 0.95560 | 0.00000 | 0.00000 | ||
| 13 | 2005.04.15 13:50 | modify | 5 | 1.00 | 0.95560 | 0.97560 | 0.95210 | ||
| 14 | 2005.04.15 13:50 | modify | 6 | 1.00 | 0.95560 | 0.97560 | 0.95210 | ||
| 15 | 2005.04.15 14:20 | t/p | 1 | 1.00 | 0.95570 | 0.93220 | 0.95570 | 263.08 | 100789.24 |
| 16 | 2005.04.15 14:20 | t/p | 2 | 1.00 | 0.95570 | 0.93220 | 0.95570 | 263.08 | 101052.32 |
| 17 | 2005.04.15 15:15 | sell | 7 | 1.00 | 0.95709 | 0.00000 | 0.00000 | ||
| 18 | 2005.04.15 15:15 | sell | 8 | 1.00 | 0.95709 | 0.00000 | 0.00000 | ||
| 19 | 2005.04.15 15:15 | modify | 7 | 1.00 | 0.95709 | 0.97709 | 0.95359 | ||
| 20 | 2005.04.15 15:15 | modify | 8 | 1.00 | 0.95709 | 0.97709 | 0.95359 | ||
| 21 | 2005.04.15 21:25 | sell | 9 | 1.00 | 0.95840 | 0.00000 | 0.00000 | ||
| 22 | 2005.04.15 21:25 | sell | 10 | 1.00 | 0.95840 | 0.00000 | 0.00000 | ||
| 23 | 2005.04.15 21:25 | modify | 9 | 1.00 | 0.95840 | 0.97840 | 0.95490 | ||
| 24 | 2005.04.15 21:25 | modify | 10 | 1.00 | 0.95840 | 0.97840 | 0.95490 | ||
| 25 | 2005.04.18 03:40 | buy | 11 | 1.00 | 0.95508 | 0.00000 | 0.00000 | ||
| 26 | 2005.04.18 03:40 | buy | 12 | 1.00 | 0.95508 | 0.00000 | 0.00000 | ||
| 27 | 2005.04.18 03:40 | modify | 11 | 1.00 | 0.95508 | 0.93508 | 0.95858 | ||
| 109026 | 2019.09.25 16:15 | t/p | 36346 | 1.00 | 0.89678 | 0.92028 | 0.89678 | 259.91 | 2945082.62 |
| 109027 | 2019.09.25 16:45 | buy | 36349 | 1.00 | 0.89571 | 0.00000 | 0.00000 | ||
| 109028 | 2019.09.25 16:45 | buy | 36350 | 1.00 | 0.89571 | 0.00000 | 0.00000 | ||
| 109029 | 2019.09.25 16:45 | modify | 36349 | 1.00 | 0.89571 | 0.87571 | 0.89921 | ||
| 109030 | 2019.09.25 16:45 | modify | 36350 | 1.00 | 0.89571 | 0.87571 | 0.89921 | ||
| 109031 | 2019.09.25 17:02 | t/p | 36343 | 1.00 | 0.89529 | 0.91879 | 0.89529 | 259.91 | 2945342.53 |
| 109032 | 2019.09.25 17:02 | t/p | 36344 | 1.00 | 0.89529 | 0.91879 | 0.89529 | 259.91 | 2945602.44 |
| 109033 | 2019.09.25 20:02 | t/p | 36283 | 1.00 | 0.89516 | 0.91866 | 0.89516 | 229.01 | 2945831.45 |
| 109034 | 2019.09.25 20:02 | t/p | 36284 | 1.00 | 0.89516 | 0.91866 | 0.89516 | 229.01 | 2946060.46 |
| 109035 | 2019.09.26 23:59 | close at stop | 36350 | 1.00 | 0.89495 | 0.87571 | 0.89921 | -68.93 | 2945991.53 |
| 109036 | 2019.09.26 23:59 | close at stop | 36349 | 1.00 | 0.89495 | 0.87571 | 0.89921 | -68.93 | 2945922.60 |
| 109037 | 2019.09.26 23:59 | close at stop | 36338 | 1.00 | 0.89495 | 0.87914 | 0.90264 | -338.56 | 2945584.03 |
| 109038 | 2019.09.26 23:59 | close at stop | 36337 | 1.00 | 0.89495 | 0.87914 | 0.90264 | -338.56 | 2945245.47 |
| 109039 | 2019.09.26 23:59 | close at stop | 36334 | 1.00 | 0.89495 | 0.88081 | 0.90431 | -468.03 | 2944777.43 |
| 109040 | 2019.09.26 23:59 | close at stop | 36333 | 1.00 | 0.89495 | 0.88081 | 0.90431 | -468.03 | 2944309.40 |
| 109041 | 2019.09.26 23:59 | close at stop | 36332 | 1.00 | 0.89495 | 0.88219 | 0.90569 | -571.76 | 2943737.64 |
| 109042 | 2019.09.26 23:59 | close at stop | 36331 | 1.00 | 0.89495 | 0.88219 | 0.90569 | -571.76 | 2943165.88 |
| 109043 | 2019.09.26 23:59 | close at stop | 36330 | 1.00 | 0.89495 | 0.88319 | 0.90669 | -646.93 | 2942518.94 |
| 109044 | 2019.09.26 23:59 | close at stop | 36329 | 1.00 | 0.89495 | 0.88319 | 0.90669 | -646.93 | 2941872.01 |
| 109045 | 2019.09.26 23:59 | close at stop | 36328 | 1.00 | 0.89495 | 0.88486 | 0.90836 | -772.45 | 2941099.56 |
| 109046 | 2019.09.26 23:59 | close at stop | 36327 | 1.00 | 0.89495 | 0.88486 | 0.90836 | -772.45 | 2940327.11 |
| 109047 | 2019.09.26 23:59 | close at stop | 36320 | 1.00 | 0.89495 | 0.88682 | 0.91032 | -935.53 | 2939391.57 |
| 109048 | 2019.09.26 23:59 | close at stop | 36319 | 1.00 | 0.89495 | 0.88682 | 0.91032 | -935.53 | 2938456.04 |
| 109049 | 2019.09.26 23:59 | close at stop | 36282 | 1.00 | 0.89497 | 0.91721 | 0.89371 | 129.69 | 2938585.74 |
| 109050 | 2019.09.26 23:59 | close at stop | 36281 | 1.00 | 0.89497 | 0.91721 | 0.89371 | 129.69 | 2938715.43 |