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=2; 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 | 2656028.85 | 総利益 | 6062993.33 | 総損失 | -3406964.47 |
| プロフィットファクタ | 1.78 | 期待利得 | 60.41 | ||
| 絶対ドローダウン | 8198.78 | 最大ドローダウン | 65110.46 (7.10%) | 相対ドローダウン | 17.42% (20227.02) |
| 総取引数 | 43964 | 売りポジション(勝率%） | 21174 (92.83%) | 買いポジション(勝率%） | 22790 (92.58%) |
| 勝率(%) | 40754 (92.70%) | 負率 (%) | 3210 (7.30%) | ||
| 最大 | 勝トレード | 150.34 | 敗トレード | -1229.52 | |
| 平均 | 勝トレード | 148.77 | 敗トレード | -1061.36 | |
| 最大 | 連勝(金額) | 530 (79530.03) | 連敗(金額) | 14 (-14836.25) | |
| 最大 | 連勝(トレード数) | 79530.03 (530) | 連敗(トレード数) | -14836.25 (14) | |
| 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 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 | 0.97000 | 0.95400 | ||
| 10 | 2005.04.15 14:20 | modify | 4 | 1.00 | 0.95600 | 0.97000 | 0.95400 | ||
| 11 | 2005.04.15 17:10 | sell | 5 | 1.00 | 0.95780 | 0.00000 | 0.00000 | ||
| 12 | 2005.04.15 17:10 | sell | 6 | 1.00 | 0.95780 | 0.00000 | 0.00000 | ||
| 13 | 2005.04.15 17:10 | modify | 5 | 1.00 | 0.95780 | 0.97180 | 0.95580 | ||
| 14 | 2005.04.15 17:10 | modify | 6 | 1.00 | 0.95780 | 0.97180 | 0.95580 | ||
| 15 | 2005.04.18 03:20 | t/p | 5 | 1.00 | 0.95580 | 0.97180 | 0.95580 | 148.75 | 100449.40 |
| 16 | 2005.04.18 03:20 | t/p | 6 | 1.00 | 0.95580 | 0.97180 | 0.95580 | 148.75 | 100598.15 |
| 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 | 0.94046 | 0.95646 | ||
| 20 | 2005.04.18 03:45 | modify | 8 | 1.00 | 0.95446 | 0.94046 | 0.95646 | ||
| 21 | 2005.04.18 03:50 | t/p | 3 | 1.00 | 0.95400 | 0.97000 | 0.95400 | 148.75 | 100746.89 |
| 22 | 2005.04.18 03:50 | t/p | 4 | 1.00 | 0.95400 | 0.97000 | 0.95400 | 148.75 | 100895.64 |
| 23 | 2005.04.18 04:20 | buy | 9 | 1.00 | 0.95252 | 0.00000 | 0.00000 | ||
| 24 | 2005.04.18 04:20 | buy | 10 | 1.00 | 0.95252 | 0.00000 | 0.00000 | ||
| 25 | 2005.04.18 04:20 | modify | 9 | 1.00 | 0.95252 | 0.93852 | 0.95452 | ||
| 26 | 2005.04.18 04:20 | modify | 10 | 1.00 | 0.95252 | 0.93852 | 0.95452 | ||
| 27 | 2005.04.18 05:10 | t/p | 9 | 1.00 | 0.95452 | 0.93852 | 0.95452 | 150.33 | 101045.97 |
| 131867 | 2019.09.25 07:20 | t/p | 43957 | 1.00 | 0.89890 | 0.91490 | 0.89890 | 148.75 | 2760898.48 |
| 131868 | 2019.09.25 07:20 | t/p | 43958 | 1.00 | 0.89890 | 0.91490 | 0.89890 | 148.75 | 2761047.22 |
| 131869 | 2019.09.25 14:45 | buy | 43959 | 1.00 | 0.89785 | 0.00000 | 0.00000 | ||
| 131870 | 2019.09.25 14:45 | buy | 43960 | 1.00 | 0.89785 | 0.00000 | 0.00000 | ||
| 131871 | 2019.09.25 14:45 | modify | 43959 | 1.00 | 0.89785 | 0.88385 | 0.89985 | ||
| 131872 | 2019.09.25 14:45 | modify | 43960 | 1.00 | 0.89785 | 0.88385 | 0.89985 | ||
| 131873 | 2019.09.25 16:40 | buy | 43961 | 1.00 | 0.89587 | 0.00000 | 0.00000 | ||
| 131874 | 2019.09.25 16:40 | buy | 43962 | 1.00 | 0.89587 | 0.00000 | 0.00000 | ||
| 131875 | 2019.09.25 16:40 | modify | 43961 | 1.00 | 0.89587 | 0.88187 | 0.89787 | ||
| 131876 | 2019.09.25 16:40 | modify | 43962 | 1.00 | 0.89587 | 0.88187 | 0.89787 | ||
| 131877 | 2019.09.26 15:45 | sell | 43963 | 1.00 | 0.89731 | 0.00000 | 0.00000 | ||
| 131878 | 2019.09.26 15:45 | sell | 43964 | 1.00 | 0.89731 | 0.00000 | 0.00000 | ||
| 131879 | 2019.09.26 15:45 | modify | 43963 | 1.00 | 0.89731 | 0.91131 | 0.89531 | ||
| 131880 | 2019.09.26 15:45 | modify | 43964 | 1.00 | 0.89731 | 0.91131 | 0.89531 | ||
| 131881 | 2019.09.26 21:20 | t/p | 43963 | 1.00 | 0.89531 | 0.91131 | 0.89531 | 150.29 | 2761197.51 |
| 131882 | 2019.09.26 21:20 | t/p | 43964 | 1.00 | 0.89531 | 0.91131 | 0.89531 | 150.29 | 2761347.80 |
| 131883 | 2019.09.26 23:59 | close at stop | 43962 | 1.00 | 0.89495 | 0.88187 | 0.89787 | -80.96 | 2761266.84 |
| 131884 | 2019.09.26 23:59 | close at stop | 43961 | 1.00 | 0.89495 | 0.88187 | 0.89787 | -80.96 | 2761185.88 |
| 131885 | 2019.09.26 23:59 | close at stop | 43960 | 1.00 | 0.89495 | 0.88385 | 0.89985 | -229.79 | 2760956.08 |
| 131886 | 2019.09.26 23:59 | close at stop | 43959 | 1.00 | 0.89495 | 0.88385 | 0.89985 | -229.79 | 2760726.29 |
| 131887 | 2019.09.26 23:59 | close at stop | 43946 | 1.00 | 0.89495 | 0.88901 | 0.90501 | -633.40 | 2760092.89 |
| 131888 | 2019.09.26 23:59 | close at stop | 43945 | 1.00 | 0.89495 | 0.88901 | 0.90501 | -633.40 | 2759459.49 |
| 131889 | 2019.09.26 23:59 | close at stop | 43944 | 1.00 | 0.89495 | 0.89086 | 0.90686 | -772.45 | 2758687.03 |
| 131890 | 2019.09.26 23:59 | close at stop | 43943 | 1.00 | 0.89495 | 0.89086 | 0.90686 | -772.45 | 2757914.58 |
| 131891 | 2019.09.26 23:59 | close at stop | 43942 | 1.00 | 0.89495 | 0.89297 | 0.90897 | -942.87 | 2756971.72 |
| 131892 | 2019.09.26 23:59 | close at stop | 43941 | 1.00 | 0.89495 | 0.89297 | 0.90897 | -942.87 | 2756028.85 |