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=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 | 90711 | モデルティック数 | 2206773 | 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 | 2920773.30 | 総利益 | 7126159.08 | 総損失 | -4205385.78 |
| プロフィットファクタ | 1.69 | 期待利得 | 71.81 | ||
| 絶対ドローダウン | 3052.04 | 最大ドローダウン | 142482.29 (4.66%) | 相対ドローダウン | 30.21% (55267.82) |
| 総取引数 | 40674 | 売りポジション(勝率%） | 20184 (92.12%) | 買いポジション(勝率%） | 20490 (92.04%) |
| 勝率(%) | 37452 (92.08%) | 負率 (%) | 3222 (7.92%) | ||
| 最大 | 勝トレード | 193.27 | 敗トレード | -1486.65 | |
| 平均 | 勝トレード | 190.27 | 敗トレード | -1305.21 | |
| 最大 | 連勝(金額) | 858 (165535.91) | 連敗(金額) | 24 (-31123.70) | |
| 最大 | 連勝(トレード数) | 165535.91 (858) | 連敗(トレード数) | -31123.70 (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 07:20 | 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 07:20 | modify | 1 | 1.00 | 1.07232 | 1.05232 | 1.07532 | ||
| 4 | 2005.04.15 07:20 | modify | 2 | 1.00 | 1.07232 | 1.05232 | 1.07532 | ||
| 5 | 2005.04.15 10:20 | t/p | 1 | 1.00 | 1.07532 | 1.05232 | 1.07532 | 193.11 | 100193.11 |
| 6 | 2005.04.15 10:20 | t/p | 2 | 1.00 | 1.07532 | 1.05232 | 1.07532 | 193.11 | 100386.22 |
| 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 | 2005.04.15 10:50 | modify | 3 | 1.00 | 1.07122 | 1.05122 | 1.07422 | ||
| 10 | 2005.04.15 10:50 | modify | 4 | 1.00 | 1.07122 | 1.05122 | 1.07422 | ||
| 11 | 2005.04.15 10:59 | t/p | 3 | 1.00 | 1.07422 | 1.05122 | 1.07422 | 193.12 | 100579.34 |
| 12 | 2005.04.15 10:59 | t/p | 4 | 1.00 | 1.07422 | 1.05122 | 1.07422 | 193.12 | 100772.46 |
| 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 07:16 | modify | 5 | 1.00 | 1.07480 | 1.09480 | 1.07180 | ||
| 16 | 2005.04.18 07:16 | modify | 6 | 1.00 | 1.07480 | 1.09480 | 1.07180 | ||
| 17 | 2005.04.18 10:26 | t/p | 5 | 1.00 | 1.07180 | 1.09480 | 1.07180 | 193.20 | 100965.66 |
| 18 | 2005.04.18 10:26 | t/p | 6 | 1.00 | 1.07180 | 1.09480 | 1.07180 | 193.20 | 101158.86 |
| 19 | 2005.04.18 15:45 | buy | 7 | 1.00 | 1.07006 | 0.00000 | 0.00000 | ||
| 20 | 2005.04.18 15:45 | buy | 8 | 1.00 | 1.07006 | 0.00000 | 0.00000 | ||
| 21 | 2005.04.18 15:45 | modify | 7 | 1.00 | 1.07006 | 1.05006 | 1.07306 | ||
| 22 | 2005.04.18 15:45 | modify | 8 | 1.00 | 1.07006 | 1.05006 | 1.07306 | ||
| 23 | 2005.04.18 18:50 | buy | 9 | 1.00 | 1.06792 | 0.00000 | 0.00000 | ||
| 24 | 2005.04.18 18:50 | buy | 10 | 1.00 | 1.06792 | 0.00000 | 0.00000 | ||
| 25 | 2005.04.18 18:50 | modify | 9 | 1.00 | 1.06792 | 1.04792 | 1.07092 | ||
| 26 | 2005.04.18 18:50 | modify | 10 | 1.00 | 1.06792 | 1.04792 | 1.07092 | ||
| 27 | 2005.04.19 10:45 | buy | 11 | 1.00 | 1.06608 | 0.00000 | 0.00000 | ||
| 28 | 2005.04.19 10:45 | buy | 12 | 1.00 | 1.06608 | 0.00000 | 0.00000 | ||
| 121998 | 2020.02.12 18:15 | sell | 40672 | 1.00 | 1.04259 | 0.00000 | 0.00000 | ||
| 121999 | 2020.02.12 18:15 | modify | 40671 | 1.00 | 1.04259 | 1.06259 | 1.03959 | ||
| 122000 | 2020.02.12 18:15 | modify | 40672 | 1.00 | 1.04259 | 1.06259 | 1.03959 | ||
| 122001 | 2020.02.13 18:50 | sell | 40673 | 1.00 | 1.04448 | 0.00000 | 0.00000 | ||
| 122002 | 2020.02.13 18:50 | sell | 40674 | 1.00 | 1.04448 | 0.00000 | 0.00000 | ||
| 122003 | 2020.02.13 18:50 | modify | 40673 | 1.00 | 1.04448 | 1.06448 | 1.04148 | ||
| 122004 | 2020.02.13 18:50 | modify | 40674 | 1.00 | 1.04448 | 1.06448 | 1.04148 | ||
| 122005 | 2020.02.14 01:49 | close at stop | 40674 | 1.00 | 1.04288 | 1.06448 | 1.04148 | 100.61 | 3025763.76 |
| 122006 | 2020.02.14 01:49 | close at stop | 40673 | 1.00 | 1.04288 | 1.06448 | 1.04148 | 100.61 | 3025864.38 |
| 122007 | 2020.02.14 01:49 | close at stop | 40672 | 1.00 | 1.04288 | 1.06259 | 1.03959 | -28.51 | 3025835.87 |
| 122008 | 2020.02.14 01:49 | close at stop | 40671 | 1.00 | 1.04288 | 1.06259 | 1.03959 | -28.51 | 3025807.36 |
| 122009 | 2020.02.14 01:49 | close at stop | 40666 | 1.00 | 1.04288 | 1.06142 | 1.03842 | -121.08 | 3025686.28 |
| 122010 | 2020.02.14 01:49 | close at stop | 40665 | 1.00 | 1.04288 | 1.06142 | 1.03842 | -121.08 | 3025565.21 |
| 122011 | 2020.02.14 01:49 | close at stop | 40664 | 1.00 | 1.04288 | 1.05927 | 1.03627 | -262.03 | 3025303.17 |
| 122012 | 2020.02.14 01:49 | close at stop | 40663 | 1.00 | 1.04288 | 1.05927 | 1.03627 | -262.03 | 3025041.14 |
| 122013 | 2020.02.14 01:49 | close at stop | 40662 | 1.00 | 1.04288 | 1.05810 | 1.03510 | -337.39 | 3024703.75 |
| 122014 | 2020.02.14 01:49 | close at stop | 40661 | 1.00 | 1.04288 | 1.05810 | 1.03510 | -337.39 | 3024366.35 |
| 122015 | 2020.02.14 01:49 | close at stop | 40660 | 1.00 | 1.04288 | 1.05612 | 1.03312 | -467.40 | 3023898.95 |
| 122016 | 2020.02.14 01:49 | close at stop | 40659 | 1.00 | 1.04288 | 1.05612 | 1.03312 | -467.40 | 3023431.55 |
| 122017 | 2020.02.14 01:49 | close at stop | 40616 | 1.00 | 1.04286 | 1.02277 | 1.04577 | -165.09 | 3023266.45 |
| 122018 | 2020.02.14 01:49 | close at stop | 40615 | 1.00 | 1.04286 | 1.02277 | 1.04577 | -165.09 | 3023101.36 |
| 122019 | 2020.02.14 01:49 | close at stop | 40586 | 1.00 | 1.04286 | 1.02702 | 1.05002 | -497.78 | 3022603.58 |
| 122020 | 2020.02.14 01:49 | close at stop | 40585 | 1.00 | 1.04286 | 1.02702 | 1.05002 | -497.78 | 3022105.80 |
| 122021 | 2020.02.14 01:49 | close at stop | 40582 | 1.00 | 1.04286 | 1.02954 | 1.05254 | -666.25 | 3021439.55 |
| 122022 | 2020.02.14 01:49 | close at stop | 40581 | 1.00 | 1.04286 | 1.02954 | 1.05254 | -666.25 | 3020773.30 |