Strategy Tester Report
komicom ver2.0 23279097
XMTrading-Demo 3 (Build 1260)
| 通貨ペア | AUDNZD (Australian Dollar vs New Zealand Dollar) | ||||
| 期間 | 1時間足(H1) 2005.04.15 05:00 - 2020.02.14 01:00 | ||||
| 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=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 | 90711 | モデルティック数 | 2206774 | モデリング品質 | n/a |
| 不整合チャートエラー | 1 | ||||
| 初期証拠金 | 100000.00 | スプレッド | 2 | ||
| 純益 | -463345.33 | 総利益 | 208379.52 | 総損失 | -671724.85 |
| プロフィットファクタ | 0.31 | 期待利得 | -501.46 | ||
| 絶対ドローダウン | 463345.33 | 最大ドローダウン | 526624.06 (322.53%) | 相対ドローダウン | 322.53% (526624.06) |
| 総取引数 | 924 | 売りポジション(勝率%） | 506 (89.33%) | 買いポジション(勝率%） | 418 (90.43%) |
| 勝率(%) | 830 (89.83%) | 負率 (%) | 94 (10.17%) | ||
| 最大 | 勝トレード | 52529.42 | 敗トレード | -52140.17 | |
| 平均 | 勝トレード | 251.06 | 敗トレード | -7146.01 | |
| 最大 | 連勝(金額) | 136 (16856.17) | 連敗(金額) | 10 (-497168.04) | |
| 最大 | 連勝(トレード数) | 105058.85 (2) | 連敗(トレード数) | -497168.04 (10) | |
| 平均 | 連勝 | 26 | 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 07:20 | buy | 1 | 1.00 | 1.07232 | 0.00000 | 0.00000 | ||
| 2 | 2005.04.15 07:20 | buy | 2 | 1.00 | 1.07232 | 0.00000 | 0.00000 | ||
| 3 | 2005.04.15 07:37 | modify | 1 | 1.00 | 1.07232 | 1.05832 | 1.07432 | ||
| 4 | 2005.04.15 07:37 | modify | 2 | 1.00 | 1.07232 | 1.05832 | 1.07432 | ||
| 5 | 2005.04.15 10:10 | t/p | 1 | 1.00 | 1.07432 | 1.05832 | 1.07432 | 128.73 | 100128.73 |
| 6 | 2005.04.15 10:10 | t/p | 2 | 1.00 | 1.07432 | 1.05832 | 1.07432 | 128.73 | 100257.46 |
| 7 | 2005.04.15 10:50 | buy | 3 | 1.00 | 1.07122 | 0.00000 | 0.00000 | ||
| 8 | 2005.04.15 10:50 | buy | 4 | 1.00 | 1.07122 | 0.00000 | 0.00000 | ||
| 9 | 2005.04.18 04:02 | modify | 3 | 1.00 | 1.07122 | 1.05722 | 1.07322 | ||
| 10 | 2005.04.18 04:02 | modify | 4 | 1.00 | 1.07122 | 1.05722 | 1.07322 | ||
| 11 | 2005.04.18 04:45 | t/p | 3 | 1.00 | 1.07322 | 1.05722 | 1.07322 | 125.62 | 100383.08 |
| 12 | 2005.04.18 04:45 | t/p | 4 | 1.00 | 1.07322 | 1.05722 | 1.07322 | 125.62 | 100508.71 |
| 13 | 2005.04.18 07:16 | sell | 5 | 1.00 | 1.07480 | 0.00000 | 0.00000 | ||
| 14 | 2005.04.18 07:16 | sell | 6 | 1.00 | 1.07480 | 0.00000 | 0.00000 | ||
| 15 | 2005.04.18 15:45 | buy | 7 | 1.00 | 1.07006 | 0.00000 | 0.00000 | ||
| 16 | 2005.04.18 15:45 | buy | 8 | 1.00 | 1.07006 | 0.00000 | 0.00000 | ||
| 17 | 2005.04.18 15:50 | modify | 7 | 1.00 | 1.07006 | 1.05606 | 1.07206 | ||
| 18 | 2005.04.18 15:50 | modify | 8 | 1.00 | 1.07006 | 1.05606 | 1.07206 | ||
| 19 | 2005.04.18 18:50 | buy | 9 | 1.00 | 1.06792 | 0.00000 | 0.00000 | ||
| 20 | 2005.04.18 18:50 | buy | 10 | 1.00 | 1.06792 | 0.00000 | 0.00000 | ||
| 21 | 2005.04.19 08:16 | modify | 9 | 1.00 | 1.06792 | 1.05392 | 1.06992 | ||
| 22 | 2005.04.19 08:16 | modify | 10 | 1.00 | 1.06792 | 1.05392 | 1.06992 | ||
| 23 | 2005.04.19 10:45 | buy | 11 | 1.00 | 1.06608 | 0.00000 | 0.00000 | ||
| 24 | 2005.04.19 10:45 | buy | 12 | 1.00 | 1.06608 | 0.00000 | 0.00000 | ||
| 25 | 2005.04.19 10:50 | modify | 11 | 1.00 | 1.06608 | 1.05208 | 1.06808 | ||
| 26 | 2005.04.19 10:50 | modify | 12 | 1.00 | 1.06608 | 1.05208 | 1.06808 | ||
| 27 | 2005.04.19 11:20 | buy | 13 | 1.00 | 1.06402 | 0.00000 | 0.00000 | ||
| 2733 | 2005.11.18 17:50 | t/p | 917 | 1.00 | 1.06610 | 1.08210 | 1.06610 | 128.80 | 134718.60 |
| 2734 | 2005.11.18 17:50 | t/p | 918 | 1.00 | 1.06610 | 1.08210 | 1.06610 | 128.80 | 134847.40 |
| 2735 | 2005.11.18 18:59 | buy | 919 | 1.00 | 1.06372 | 0.00000 | 0.00000 | ||
| 2736 | 2005.11.18 18:59 | buy | 920 | 1.00 | 1.06372 | 0.00000 | 0.00000 | ||
| 2737 | 2005.11.21 10:37 | sell | 921 | 1.00 | 1.06830 | 0.00000 | 0.00000 | ||
| 2738 | 2005.11.21 10:37 | sell | 922 | 1.00 | 1.06830 | 0.00000 | 0.00000 | ||
| 2739 | 2005.11.21 11:20 | modify | 921 | 1.00 | 1.06830 | 1.08230 | 1.06630 | ||
| 2740 | 2005.11.21 11:20 | modify | 922 | 1.00 | 1.06830 | 1.08230 | 1.06630 | ||
| 2741 | 2005.11.21 17:37 | sell | 923 | 1.00 | 1.07020 | 0.00000 | 0.00000 | ||
| 2742 | 2005.11.21 17:37 | sell | 924 | 1.00 | 1.07020 | 0.00000 | 0.00000 | ||
| 2743 | 2005.11.21 22:02 | s/l | 921 | 1.00 | 1.08230 | 1.08230 | 1.06630 | -901.60 | 133945.80 |
| 2744 | 2005.11.21 22:02 | s/l | 922 | 1.00 | 1.08230 | 1.08230 | 1.06630 | -901.60 | 133044.20 |
| 2745 | 2005.11.21 22:02 | close at stop | 924 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -52140.17 | 80904.03 |
| 2746 | 2005.11.21 22:02 | close at stop | 923 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -52140.17 | 28763.86 |
| 2747 | 2005.11.21 22:02 | close at stop | 920 | 1.00 | 1.87981 | 0.00000 | 0.00000 | 52529.42 | 81293.29 |
| 2748 | 2005.11.21 22:02 | close at stop | 919 | 1.00 | 1.87981 | 0.00000 | 0.00000 | 52529.42 | 133822.71 |
| 2749 | 2005.11.21 22:02 | close at stop | 710 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -50126.47 | 83696.24 |
| 2750 | 2005.11.21 22:02 | close at stop | 709 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -50126.47 | 33569.78 |
| 2751 | 2005.11.21 22:02 | close at stop | 692 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -50037.24 | -16467.46 |
| 2752 | 2005.11.21 22:02 | close at stop | 691 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -50037.24 | -66504.70 |
| 2753 | 2005.11.21 22:02 | close at stop | 690 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -49883.61 | -116388.30 |
| 2754 | 2005.11.21 22:02 | close at stop | 689 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -49883.61 | -166271.91 |
| 2755 | 2005.11.21 22:02 | close at stop | 450 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -49286.11 | -215558.02 |
| 2756 | 2005.11.21 22:02 | close at stop | 449 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -49286.11 | -264844.13 |
| 2757 | 2005.11.21 22:02 | close at stop | 358 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -49250.60 | -314094.73 |
| 2758 | 2005.11.21 22:02 | close at stop | 357 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -49250.60 | -363345.33 |