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=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 | 2862507.08 | 総利益 | 6165544.87 | 総損失 | -3303037.79 |
| プロフィットファクタ | 1.87 | 期待利得 | 65.38 | ||
| 絶対ドローダウン | 10433.07 | 最大ドローダウン | 58745.12 (2.40%) | 相対ドローダウン | 25.08% (29979.79) |
| 総取引数 | 43782 | 売りポジション(勝率%） | 21148 (95.03%) | 買いポジション(勝率%） | 22634 (95.02%) |
| 勝率(%) | 41604 (95.03%) | 負率 (%) | 2178 (4.97%) | ||
| 最大 | 勝トレード | 150.34 | 敗トレード | -1700.19 | |
| 平均 | 勝トレード | 148.20 | 敗トレード | -1516.55 | |
| 最大 | 連勝(金額) | 1236 (185487.91) | 連敗(金額) | 14 (-23487.71) | |
| 最大 | 連勝(トレード数) | 185487.91 (1236) | 連敗(トレード数) | -23487.71 (14) | |
| 平均 | 連勝 | 57 | 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 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 | 0.95400 | ||
| 10 | 2005.04.15 14:20 | modify | 4 | 1.00 | 0.95600 | 0.97600 | 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 | 0.97780 | 0.95580 | ||
| 14 | 2005.04.15 17:10 | modify | 6 | 1.00 | 0.95780 | 0.97780 | 0.95580 | ||
| 15 | 2005.04.18 03:20 | t/p | 5 | 1.00 | 0.95580 | 0.97780 | 0.95580 | 148.75 | 100449.40 |
| 16 | 2005.04.18 03:20 | t/p | 6 | 1.00 | 0.95580 | 0.97780 | 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 | 0.93446 | 0.95646 | ||
| 20 | 2005.04.18 03:45 | modify | 8 | 1.00 | 0.95446 | 0.93446 | 0.95646 | ||
| 21 | 2005.04.18 03:50 | t/p | 3 | 1.00 | 0.95400 | 0.97600 | 0.95400 | 148.75 | 100746.89 |
| 22 | 2005.04.18 03:50 | t/p | 4 | 1.00 | 0.95400 | 0.97600 | 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 | 0.93252 | 0.95452 | ||
| 26 | 2005.04.18 04:20 | modify | 10 | 1.00 | 0.95252 | 0.93252 | 0.95452 | ||
| 27 | 2005.04.18 05:10 | t/p | 9 | 1.00 | 0.95452 | 0.93252 | 0.95452 | 150.33 | 101045.97 |
| 131322 | 2019.09.25 15:02 | buy | 43778 | 1.00 | 0.89740 | 0.00000 | 0.00000 | ||
| 131323 | 2019.09.25 15:02 | modify | 43777 | 1.00 | 0.89740 | 0.87740 | 0.89940 | ||
| 131324 | 2019.09.25 15:02 | modify | 43778 | 1.00 | 0.89740 | 0.87740 | 0.89940 | ||
| 131325 | 2019.09.25 16:50 | buy | 43779 | 1.00 | 0.89548 | 0.00000 | 0.00000 | ||
| 131326 | 2019.09.25 16:50 | buy | 43780 | 1.00 | 0.89548 | 0.00000 | 0.00000 | ||
| 131327 | 2019.09.25 16:50 | modify | 43779 | 1.00 | 0.89548 | 0.87548 | 0.89748 | ||
| 131328 | 2019.09.25 16:50 | modify | 43780 | 1.00 | 0.89548 | 0.87548 | 0.89748 | ||
| 131329 | 2019.09.25 17:07 | t/p | 43715 | 1.00 | 0.89521 | 0.91721 | 0.89521 | 116.29 | 2966854.42 |
| 131330 | 2019.09.25 17:07 | t/p | 43716 | 1.00 | 0.89521 | 0.91721 | 0.89521 | 116.29 | 2966970.71 |
| 131331 | 2019.09.26 15:50 | t/p | 43779 | 1.00 | 0.89748 | 0.87548 | 0.89748 | 138.52 | 2967109.22 |
| 131332 | 2019.09.26 15:50 | t/p | 43780 | 1.00 | 0.89748 | 0.87548 | 0.89748 | 138.52 | 2967247.74 |
| 131333 | 2019.09.26 15:50 | sell | 43781 | 1.00 | 0.89759 | 0.00000 | 0.00000 | ||
| 131334 | 2019.09.26 15:50 | sell | 43782 | 1.00 | 0.89759 | 0.00000 | 0.00000 | ||
| 131335 | 2019.09.26 15:50 | modify | 43781 | 1.00 | 0.89759 | 0.91759 | 0.89559 | ||
| 131336 | 2019.09.26 15:50 | modify | 43782 | 1.00 | 0.89759 | 0.91759 | 0.89559 | ||
| 131337 | 2019.09.26 19:50 | t/p | 43781 | 1.00 | 0.89559 | 0.91759 | 0.89559 | 150.29 | 2967398.03 |
| 131338 | 2019.09.26 19:50 | t/p | 43782 | 1.00 | 0.89559 | 0.91759 | 0.89559 | 150.29 | 2967548.32 |
| 131339 | 2019.09.26 23:59 | close at stop | 43778 | 1.00 | 0.89495 | 0.87740 | 0.89940 | -195.96 | 2967352.36 |
| 131340 | 2019.09.26 23:59 | close at stop | 43777 | 1.00 | 0.89495 | 0.87740 | 0.89940 | -195.96 | 2967156.40 |
| 131341 | 2019.09.26 23:59 | close at stop | 43762 | 1.00 | 0.89495 | 0.88269 | 0.90469 | -609.34 | 2966547.05 |
| 131342 | 2019.09.26 23:59 | close at stop | 43761 | 1.00 | 0.89495 | 0.88269 | 0.90469 | -609.34 | 2965937.71 |
| 131343 | 2019.09.26 23:59 | close at stop | 43760 | 1.00 | 0.89495 | 0.88486 | 0.90686 | -772.45 | 2965165.26 |
| 131344 | 2019.09.26 23:59 | close at stop | 43759 | 1.00 | 0.89495 | 0.88486 | 0.90686 | -772.45 | 2964392.81 |
| 131345 | 2019.09.26 23:59 | close at stop | 43758 | 1.00 | 0.89495 | 0.88697 | 0.90897 | -942.87 | 2963449.94 |
| 131346 | 2019.09.26 23:59 | close at stop | 43757 | 1.00 | 0.89495 | 0.88697 | 0.90897 | -942.87 | 2962507.08 |