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=30; 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 | 2784263.62 | 総利益 | 7478326.50 | 総損失 | -4694062.88 |
| プロフィットファクタ | 1.59 | 期待利得 | 75.62 | ||
| 絶対ドローダウン | 25479.63 | 最大ドローダウン | 80674.40 (9.41%) | 相対ドローダウン | 32.80% (36368.48) |
| 総取引数 | 36818 | 売りポジション(勝率%） | 18004 (91.84%) | 買いポジション(勝率%） | 18814 (91.42%) |
| 勝率(%) | 33734 (91.62%) | 負率 (%) | 3084 (8.38%) | ||
| 最大 | 勝トレード | 225.50 | 敗トレード | -1700.19 | |
| 平均 | 勝トレード | 221.69 | 敗トレード | -1522.07 | |
| 最大 | 連勝(金額) | 886 (199403.69) | 連敗(金額) | 24 (-36079.68) | |
| 最大 | 連勝(トレード数) | 199403.69 (886) | 連敗(トレード数) | -36079.68 (24) | |
| 平均 | 連勝 | 43 | 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 | 0.95462 | ||
| 4 | 2005.04.15 07:50 | modify | 2 | 1.00 | 0.95162 | 0.93162 | 0.95462 | ||
| 5 | 2005.04.15 11:45 | t/p | 1 | 1.00 | 0.95462 | 0.93162 | 0.95462 | 225.50 | 100225.50 |
| 6 | 2005.04.15 11:45 | t/p | 2 | 1.00 | 0.95462 | 0.93162 | 0.95462 | 225.50 | 100451.00 |
| 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 | 0.95300 | ||
| 10 | 2005.04.15 14:20 | modify | 4 | 1.00 | 0.95600 | 0.97600 | 0.95300 | ||
| 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 | 0.95480 | ||
| 14 | 2005.04.15 17:10 | modify | 6 | 1.00 | 0.95780 | 0.97780 | 0.95480 | ||
| 15 | 2005.04.18 03:45 | t/p | 5 | 1.00 | 0.95480 | 0.97780 | 0.95480 | 223.89 | 100674.88 |
| 16 | 2005.04.18 03:45 | t/p | 6 | 1.00 | 0.95480 | 0.97780 | 0.95480 | 223.89 | 100898.77 |
| 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 | 0.95746 | ||
| 20 | 2005.04.18 03:45 | modify | 8 | 1.00 | 0.95446 | 0.93446 | 0.95746 | ||
| 21 | 2005.04.18 04:20 | t/p | 3 | 1.00 | 0.95300 | 0.97600 | 0.95300 | 223.89 | 101122.65 |
| 22 | 2005.04.18 04:20 | t/p | 4 | 1.00 | 0.95300 | 0.97600 | 0.95300 | 223.89 | 101346.54 |
| 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 | 0.95552 | ||
| 26 | 2005.04.18 04:20 | modify | 10 | 1.00 | 0.95252 | 0.93252 | 0.95552 | ||
| 110430 | 2019.09.25 16:40 | buy | 36816 | 1.00 | 0.89587 | 0.00000 | 0.00000 | ||
| 110431 | 2019.09.25 16:40 | modify | 36815 | 1.00 | 0.89587 | 0.87587 | 0.89887 | ||
| 110432 | 2019.09.25 16:40 | modify | 36816 | 1.00 | 0.89587 | 0.87587 | 0.89887 | ||
| 110433 | 2019.09.25 16:50 | t/p | 36755 | 1.00 | 0.89566 | 0.91866 | 0.89566 | 191.44 | 2889732.62 |
| 110434 | 2019.09.25 16:50 | t/p | 36756 | 1.00 | 0.89566 | 0.91866 | 0.89566 | 191.44 | 2889924.06 |
| 110435 | 2019.09.26 15:20 | sell | 36817 | 1.00 | 0.89727 | 0.00000 | 0.00000 | ||
| 110436 | 2019.09.26 15:20 | sell | 36818 | 1.00 | 0.89727 | 0.00000 | 0.00000 | ||
| 110437 | 2019.09.26 15:20 | modify | 36817 | 1.00 | 0.89727 | 0.91727 | 0.89427 | ||
| 110438 | 2019.09.26 15:20 | modify | 36818 | 1.00 | 0.89727 | 0.91727 | 0.89427 | ||
| 110439 | 2019.09.26 23:59 | close at stop | 36818 | 1.00 | 0.89497 | 0.91727 | 0.89427 | 172.83 | 2890096.89 |
| 110440 | 2019.09.26 23:59 | close at stop | 36817 | 1.00 | 0.89497 | 0.91727 | 0.89427 | 172.83 | 2890269.72 |
| 110441 | 2019.09.26 23:59 | close at stop | 36816 | 1.00 | 0.89495 | 0.87587 | 0.89887 | -80.96 | 2890188.76 |
| 110442 | 2019.09.26 23:59 | close at stop | 36815 | 1.00 | 0.89495 | 0.87587 | 0.89887 | -80.96 | 2890107.80 |
| 110443 | 2019.09.26 23:59 | close at stop | 36814 | 1.00 | 0.89495 | 0.87792 | 0.90092 | -235.05 | 2889872.74 |
| 110444 | 2019.09.26 23:59 | close at stop | 36813 | 1.00 | 0.89495 | 0.87792 | 0.90092 | -235.05 | 2889637.69 |
| 110445 | 2019.09.26 23:59 | close at stop | 36802 | 1.00 | 0.89495 | 0.88081 | 0.90381 | -468.03 | 2889169.66 |
| 110446 | 2019.09.26 23:59 | close at stop | 36801 | 1.00 | 0.89495 | 0.88081 | 0.90381 | -468.03 | 2888701.63 |
| 110447 | 2019.09.26 23:59 | close at stop | 36800 | 1.00 | 0.89495 | 0.88269 | 0.90569 | -609.34 | 2888092.28 |
| 110448 | 2019.09.26 23:59 | close at stop | 36799 | 1.00 | 0.89495 | 0.88269 | 0.90569 | -609.34 | 2887482.94 |
| 110449 | 2019.09.26 23:59 | close at stop | 36798 | 1.00 | 0.89495 | 0.88486 | 0.90786 | -772.45 | 2886710.49 |
| 110450 | 2019.09.26 23:59 | close at stop | 36797 | 1.00 | 0.89495 | 0.88486 | 0.90786 | -772.45 | 2885938.04 |
| 110451 | 2019.09.26 23:59 | close at stop | 36796 | 1.00 | 0.89495 | 0.88697 | 0.90997 | -942.87 | 2884995.17 |
| 110452 | 2019.09.26 23:59 | close at stop | 36795 | 1.00 | 0.89495 | 0.88697 | 0.90997 | -942.87 | 2884052.31 |
| 110453 | 2019.09.26 23:59 | close at stop | 36754 | 1.00 | 0.89497 | 0.91689 | 0.89389 | 105.66 | 2884157.96 |
| 110454 | 2019.09.26 23:59 | close at stop | 36753 | 1.00 | 0.89497 | 0.91689 | 0.89389 | 105.66 | 2884263.62 |