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=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 | 2729487.92 | 総利益 | 7888082.55 | 総損失 | -5158594.64 |
| プロフィットファクタ | 1.53 | 期待利得 | 80.49 | ||
| 絶対ドローダウン | 29822.78 | 最大ドローダウン | 101691.86 (4.48%) | 相対ドローダウン | 38.66% (44231.68) |
| 総取引数 | 33910 | 売りポジション(勝率%） | 16610 (90.10%) | 買いポジション(勝率%） | 17300 (89.93%) |
| 勝率(%) | 30524 (90.01%) | 負率 (%) | 3386 (9.99%) | ||
| 最大 | 勝トレード | 263.09 | 敗トレード | -1778.94 | |
| 平均 | 勝トレード | 258.42 | 敗トレード | -1523.51 | |
| 最大 | 連勝(金額) | 568 (149103.68) | 連敗(金額) | 26 (-39086.30) | |
| 最大 | 連勝(トレード数) | 149103.68 (568) | 連敗(トレード数) | -39086.30 (26) | |
| 平均 | 連勝 | 40 | 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 | 0.95512 | ||
| 4 | 2005.04.15 07:50 | modify | 2 | 1.00 | 0.95162 | 0.93162 | 0.95512 | ||
| 5 | 2005.04.15 11:50 | t/p | 1 | 1.00 | 0.95512 | 0.93162 | 0.95512 | 263.08 | 100263.08 |
| 6 | 2005.04.15 11:50 | t/p | 2 | 1.00 | 0.95512 | 0.93162 | 0.95512 | 263.08 | 100526.16 |
| 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 | 0.95250 | ||
| 10 | 2005.04.15 14:20 | modify | 4 | 1.00 | 0.95600 | 0.97600 | 0.95250 | ||
| 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 | 0.95430 | ||
| 14 | 2005.04.15 17:10 | modify | 6 | 1.00 | 0.95780 | 0.97780 | 0.95430 | ||
| 15 | 2005.04.18 03:45 | buy | 7 | 1.00 | 0.95446 | 0.00000 | 0.00000 | ||
| 16 | 2005.04.18 03:45 | buy | 8 | 1.00 | 0.95446 | 0.00000 | 0.00000 | ||
| 17 | 2005.04.18 03:45 | modify | 7 | 1.00 | 0.95446 | 0.93446 | 0.95796 | ||
| 18 | 2005.04.18 03:45 | modify | 8 | 1.00 | 0.95446 | 0.93446 | 0.95796 | ||
| 19 | 2005.04.18 03:50 | t/p | 5 | 1.00 | 0.95430 | 0.97780 | 0.95430 | 261.45 | 100787.62 |
| 20 | 2005.04.18 03:50 | t/p | 6 | 1.00 | 0.95430 | 0.97780 | 0.95430 | 261.45 | 101049.07 |
| 21 | 2005.04.18 04:20 | buy | 9 | 1.00 | 0.95252 | 0.00000 | 0.00000 | ||
| 22 | 2005.04.18 04:20 | buy | 10 | 1.00 | 0.95252 | 0.00000 | 0.00000 | ||
| 23 | 2005.04.18 04:20 | modify | 9 | 1.00 | 0.95252 | 0.93252 | 0.95602 | ||
| 24 | 2005.04.18 04:20 | modify | 10 | 1.00 | 0.95252 | 0.93252 | 0.95602 | ||
| 25 | 2005.04.18 09:03 | t/p | 3 | 1.00 | 0.95250 | 0.97600 | 0.95250 | 261.45 | 101310.53 |
| 26 | 2005.04.18 09:03 | t/p | 4 | 1.00 | 0.95250 | 0.97600 | 0.95250 | 261.45 | 101571.98 |
| 27 | 2005.04.18 12:32 | t/p | 9 | 1.00 | 0.95602 | 0.93252 | 0.95602 | 263.08 | 101835.06 |
| 28 | 2005.04.18 12:32 | t/p | 10 | 1.00 | 0.95602 | 0.93252 | 0.95602 | 263.08 | 102098.14 |
| 101706 | 2019.09.25 16:45 | buy | 33908 | 1.00 | 0.89571 | 0.00000 | 0.00000 | ||
| 101707 | 2019.09.25 16:45 | modify | 33907 | 1.00 | 0.89571 | 0.87571 | 0.89921 | ||
| 101708 | 2019.09.25 16:45 | modify | 33908 | 1.00 | 0.89571 | 0.87571 | 0.89921 | ||
| 101709 | 2019.09.25 21:50 | t/p | 33853 | 1.00 | 0.89495 | 0.91845 | 0.89495 | 229.01 | 2834980.97 |
| 101710 | 2019.09.25 21:50 | t/p | 33854 | 1.00 | 0.89495 | 0.91845 | 0.89495 | 229.01 | 2835209.98 |
| 101711 | 2019.09.26 15:45 | sell | 33909 | 1.00 | 0.89731 | 0.00000 | 0.00000 | ||
| 101712 | 2019.09.26 15:45 | sell | 33910 | 1.00 | 0.89731 | 0.00000 | 0.00000 | ||
| 101713 | 2019.09.26 15:45 | modify | 33909 | 1.00 | 0.89731 | 0.91731 | 0.89381 | ||
| 101714 | 2019.09.26 15:45 | modify | 33910 | 1.00 | 0.89731 | 0.91731 | 0.89381 | ||
| 101715 | 2019.09.26 23:59 | close at stop | 33910 | 1.00 | 0.89497 | 0.91731 | 0.89381 | 175.84 | 2835385.82 |
| 101716 | 2019.09.26 23:59 | close at stop | 33909 | 1.00 | 0.89497 | 0.91731 | 0.89381 | 175.84 | 2835561.66 |
| 101717 | 2019.09.26 23:59 | close at stop | 33908 | 1.00 | 0.89495 | 0.87571 | 0.89921 | -68.93 | 2835492.73 |
| 101718 | 2019.09.26 23:59 | close at stop | 33907 | 1.00 | 0.89495 | 0.87571 | 0.89921 | -68.93 | 2835423.80 |
| 101719 | 2019.09.26 23:59 | close at stop | 33906 | 1.00 | 0.89495 | 0.87764 | 0.90114 | -214.00 | 2835209.79 |
| 101720 | 2019.09.26 23:59 | close at stop | 33905 | 1.00 | 0.89495 | 0.87764 | 0.90114 | -214.00 | 2834995.79 |
| 101721 | 2019.09.26 23:59 | close at stop | 33894 | 1.00 | 0.89495 | 0.88081 | 0.90431 | -468.03 | 2834527.76 |
| 101722 | 2019.09.26 23:59 | close at stop | 33893 | 1.00 | 0.89495 | 0.88081 | 0.90431 | -468.03 | 2834059.73 |
| 101723 | 2019.09.26 23:59 | close at stop | 33892 | 1.00 | 0.89495 | 0.88301 | 0.90651 | -633.40 | 2833426.32 |
| 101724 | 2019.09.26 23:59 | close at stop | 33891 | 1.00 | 0.89495 | 0.88301 | 0.90651 | -633.40 | 2832792.92 |
| 101725 | 2019.09.26 23:59 | close at stop | 33890 | 1.00 | 0.89495 | 0.88486 | 0.90836 | -772.45 | 2832020.47 |
| 101726 | 2019.09.26 23:59 | close at stop | 33889 | 1.00 | 0.89495 | 0.88486 | 0.90836 | -772.45 | 2831248.02 |
| 101727 | 2019.09.26 23:59 | close at stop | 33888 | 1.00 | 0.89495 | 0.88710 | 0.91060 | -952.63 | 2830295.38 |
| 101728 | 2019.09.26 23:59 | close at stop | 33887 | 1.00 | 0.89495 | 0.88710 | 0.91060 | -952.63 | 2829342.75 |
| 101729 | 2019.09.26 23:59 | close at stop | 33852 | 1.00 | 0.89497 | 0.91645 | 0.89295 | 72.58 | 2829415.33 |
| 101730 | 2019.09.26 23:59 | close at stop | 33851 | 1.00 | 0.89497 | 0.91645 | 0.89295 | 72.58 | 2829487.92 |