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=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 | 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 | 2617200.06 | 総利益 | 7018833.92 | 総損失 | -4401633.86 |
| プロフィットファクタ | 1.59 | 期待利得 | 74.76 | ||
| 絶対ドローダウン | 14359.74 | 最大ドローダウン | 145962.36 (5.23%) | 相対ドローダウン | 45.28% (70878.53) |
| 総取引数 | 35008 | 売りポジション(勝率%） | 17598 (90.43%) | 買いポジション(勝率%） | 17410 (90.33%) |
| 勝率(%) | 31640 (90.38%) | 負率 (%) | 3368 (9.62%) | ||
| 最大 | 勝トレード | 225.54 | 敗トレード | -1487.01 | |
| 平均 | 勝トレード | 221.83 | 敗トレード | -1306.90 | |
| 最大 | 連勝(金額) | 830 (186826.07) | 連敗(金額) | 24 (-31138.56) | |
| 最大 | 連勝(トレード数) | 186826.07 (830) | 連敗(トレード数) | -31138.56 (24) | |
| 平均 | 連勝 | 39 | 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 | 1.07582 | ||
| 4 | 2005.04.15 07:20 | modify | 2 | 1.00 | 1.07232 | 1.05232 | 1.07582 | ||
| 5 | 2005.04.15 10:20 | t/p | 1 | 1.00 | 1.07582 | 1.05232 | 1.07582 | 225.35 | 100225.35 |
| 6 | 2005.04.15 10:20 | t/p | 2 | 1.00 | 1.07582 | 1.05232 | 1.07582 | 225.35 | 100450.70 |
| 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 | 1.07472 | ||
| 10 | 2005.04.15 10:50 | modify | 4 | 1.00 | 1.07122 | 1.05122 | 1.07472 | ||
| 11 | 2005.04.15 11:02 | t/p | 3 | 1.00 | 1.07472 | 1.05122 | 1.07472 | 225.35 | 100676.05 |
| 12 | 2005.04.15 11:02 | t/p | 4 | 1.00 | 1.07472 | 1.05122 | 1.07472 | 225.35 | 100901.40 |
| 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 | 1.07130 | ||
| 16 | 2005.04.18 07:16 | modify | 6 | 1.00 | 1.07480 | 1.09480 | 1.07130 | ||
| 17 | 2005.04.18 10:32 | t/p | 5 | 1.00 | 1.07130 | 1.09480 | 1.07130 | 225.44 | 101126.84 |
| 18 | 2005.04.18 10:32 | t/p | 6 | 1.00 | 1.07130 | 1.09480 | 1.07130 | 225.44 | 101352.28 |
| 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 | 1.07356 | ||
| 22 | 2005.04.18 15:45 | modify | 8 | 1.00 | 1.07006 | 1.05006 | 1.07356 | ||
| 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 | 1.07142 | ||
| 26 | 2005.04.18 18:50 | modify | 10 | 1.00 | 1.06792 | 1.04792 | 1.07142 | ||
| 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 | ||
| 105000 | 2020.02.12 18:15 | sell | 35006 | 1.00 | 1.04259 | 0.00000 | 0.00000 | ||
| 105001 | 2020.02.12 18:15 | modify | 35005 | 1.00 | 1.04259 | 1.06259 | 1.03909 | ||
| 105002 | 2020.02.12 18:15 | modify | 35006 | 1.00 | 1.04259 | 1.06259 | 1.03909 | ||
| 105003 | 2020.02.13 18:50 | sell | 35007 | 1.00 | 1.04448 | 0.00000 | 0.00000 | ||
| 105004 | 2020.02.13 18:50 | sell | 35008 | 1.00 | 1.04448 | 0.00000 | 0.00000 | ||
| 105005 | 2020.02.13 18:50 | modify | 35007 | 1.00 | 1.04448 | 1.06448 | 1.04098 | ||
| 105006 | 2020.02.13 18:50 | modify | 35008 | 1.00 | 1.04448 | 1.06448 | 1.04098 | ||
| 105007 | 2020.02.14 01:54 | close at stop | 35008 | 1.00 | 1.04298 | 1.06448 | 1.04098 | 94.19 | 2722512.46 |
| 105008 | 2020.02.14 01:54 | close at stop | 35007 | 1.00 | 1.04298 | 1.06448 | 1.04098 | 94.19 | 2722606.65 |
| 105009 | 2020.02.14 01:54 | close at stop | 35006 | 1.00 | 1.04298 | 1.06259 | 1.03909 | -34.96 | 2722571.69 |
| 105010 | 2020.02.14 01:54 | close at stop | 35005 | 1.00 | 1.04298 | 1.06259 | 1.03909 | -34.96 | 2722536.74 |
| 105011 | 2020.02.14 01:54 | close at stop | 35002 | 1.00 | 1.04298 | 1.06226 | 1.03876 | -73.42 | 2722463.32 |
| 105012 | 2020.02.14 01:54 | close at stop | 35001 | 1.00 | 1.04298 | 1.06226 | 1.03876 | -73.42 | 2722389.90 |
| 105013 | 2020.02.14 01:54 | close at stop | 35000 | 1.00 | 1.04298 | 1.06002 | 1.03652 | -217.75 | 2722172.15 |
| 105014 | 2020.02.14 01:54 | close at stop | 34999 | 1.00 | 1.04298 | 1.06002 | 1.03652 | -217.75 | 2721954.41 |
| 105015 | 2020.02.14 01:54 | close at stop | 34996 | 1.00 | 1.04298 | 1.05810 | 1.03460 | -343.91 | 2721610.49 |
| 105016 | 2020.02.14 01:54 | close at stop | 34995 | 1.00 | 1.04298 | 1.05810 | 1.03460 | -343.91 | 2721266.58 |
| 105017 | 2020.02.14 01:54 | close at stop | 34994 | 1.00 | 1.04298 | 1.05612 | 1.03262 | -473.95 | 2720792.63 |
| 105018 | 2020.02.14 01:54 | close at stop | 34993 | 1.00 | 1.04298 | 1.05612 | 1.03262 | -473.95 | 2720318.68 |
| 105019 | 2020.02.14 01:54 | close at stop | 34926 | 1.00 | 1.04296 | 1.02511 | 1.04861 | -359.06 | 2719959.62 |
| 105020 | 2020.02.14 01:54 | close at stop | 34925 | 1.00 | 1.04296 | 1.02511 | 1.04861 | -359.06 | 2719600.56 |
| 105021 | 2020.02.14 01:54 | close at stop | 34924 | 1.00 | 1.04296 | 1.02772 | 1.05122 | -536.48 | 2719064.09 |
| 105022 | 2020.02.14 01:54 | close at stop | 34923 | 1.00 | 1.04296 | 1.02772 | 1.05122 | -536.48 | 2718527.61 |
| 105023 | 2020.02.14 01:54 | close at stop | 34920 | 1.00 | 1.04296 | 1.02960 | 1.05310 | -663.77 | 2717863.84 |
| 105024 | 2020.02.14 01:54 | close at stop | 34919 | 1.00 | 1.04296 | 1.02960 | 1.05310 | -663.77 | 2717200.06 |