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 02:00 | ||||
| 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=15; InputLots=1; InputSlippagePips=3.3; InputTakeProfitPips=15; 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 | 90712 | モデルティック数 | 2206786 | 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 | -1309622.71 | 総利益 | 100105.98 | 総損失 | -1409728.69 |
| プロフィットファクタ | 0.07 | 期待利得 | -1064.73 | ||
| 絶対ドローダウン | 1309622.71 | 最大ドローダウン | 1368705.53 (860.37%) | 相対ドローダウン | 860.37% (1368705.53) |
| 総取引数 | 1230 | 売りポジション(勝率%） | 682 (91.50%) | 買いポジション(勝率%） | 548 (87.23%) |
| 勝率(%) | 1102 (89.59%) | 負率 (%) | 128 (10.41%) | ||
| 最大 | 勝トレード | 96.56 | 敗トレード | -52154.51 | |
| 平均 | 勝トレード | 90.84 | 敗トレード | -11013.51 | |
| 最大 | 連勝(金額) | 194 (17527.80) | 連敗(金額) | 30 (-1313211.58) | |
| 最大 | 連勝(トレード数) | 17527.80 (194) | 連敗(トレード数) | -1313211.58 (30) | |
| 平均 | 連勝 | 41 | 連敗 | 5 | |
| # | 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 06:02 | buy | 1 | 1.00 | 1.07254 | 0.00000 | 0.00000 | ||
| 2 | 2005.04.15 06:02 | buy | 2 | 1.00 | 1.07254 | 0.00000 | 0.00000 | ||
| 3 | 2005.04.15 09:20 | modify | 1 | 1.00 | 1.07254 | 1.05254 | 1.07404 | ||
| 4 | 2005.04.15 09:20 | modify | 2 | 1.00 | 1.07254 | 1.05254 | 1.07404 | ||
| 5 | 2005.04.15 09:32 | buy | 3 | 1.00 | 1.07137 | 0.00000 | 0.00000 | ||
| 6 | 2005.04.15 09:32 | buy | 4 | 1.00 | 1.07137 | 0.00000 | 0.00000 | ||
| 7 | 2005.04.15 10:10 | t/p | 1 | 1.00 | 1.07404 | 1.05254 | 1.07404 | 96.50 | 100096.50 |
| 8 | 2005.04.15 10:10 | t/p | 2 | 1.00 | 1.07404 | 1.05254 | 1.07404 | 96.50 | 100193.00 |
| 9 | 2005.04.15 10:20 | sell | 5 | 1.00 | 1.07600 | 0.00000 | 0.00000 | ||
| 10 | 2005.04.15 10:20 | sell | 6 | 1.00 | 1.07600 | 0.00000 | 0.00000 | ||
| 11 | 2005.04.15 10:50 | buy | 7 | 1.00 | 1.07122 | 0.00000 | 0.00000 | ||
| 12 | 2005.04.15 10:50 | buy | 8 | 1.00 | 1.07122 | 0.00000 | 0.00000 | ||
| 13 | 2005.04.18 02:50 | sell | 9 | 1.00 | 1.07380 | 0.00000 | 0.00000 | ||
| 14 | 2005.04.18 02:50 | sell | 10 | 1.00 | 1.07380 | 0.00000 | 0.00000 | ||
| 15 | 2005.04.18 07:16 | modify | 9 | 1.00 | 1.07380 | 1.09380 | 1.07230 | ||
| 16 | 2005.04.18 07:16 | modify | 10 | 1.00 | 1.07380 | 1.09380 | 1.07230 | ||
| 17 | 2005.04.18 09:50 | t/p | 9 | 1.00 | 1.07230 | 1.09380 | 1.07230 | 96.55 | 100289.55 |
| 18 | 2005.04.18 09:50 | t/p | 10 | 1.00 | 1.07230 | 1.09380 | 1.07230 | 96.55 | 100386.10 |
| 19 | 2005.04.18 13:20 | buy | 11 | 1.00 | 1.07062 | 0.00000 | 0.00000 | ||
| 20 | 2005.04.18 13:20 | buy | 12 | 1.00 | 1.07062 | 0.00000 | 0.00000 | ||
| 21 | 2005.04.18 13:20 | modify | 3 | 1.00 | 1.07137 | 1.05137 | 1.07287 | ||
| 22 | 2005.04.18 13:20 | modify | 4 | 1.00 | 1.07137 | 1.05137 | 1.07287 | ||
| 23 | 2005.04.18 13:20 | modify | 7 | 1.00 | 1.07122 | 1.05122 | 1.07272 | ||
| 24 | 2005.04.18 13:20 | modify | 8 | 1.00 | 1.07122 | 1.05122 | 1.07272 | ||
| 25 | 2005.04.18 15:50 | modify | 11 | 1.00 | 1.07062 | 1.05062 | 1.07212 | ||
| 3640 | 2005.11.21 22:02 | close at stop | 1229 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -52154.51 | -5874.67 |
| 3641 | 2005.11.21 22:02 | close at stop | 1196 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -52005.10 | -57879.77 |
| 3642 | 2005.11.21 22:02 | close at stop | 1195 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -52005.10 | -109884.87 |
| 3643 | 2005.11.21 22:02 | close at stop | 1152 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -51707.65 | -161592.52 |
| 3644 | 2005.11.21 22:02 | close at stop | 1151 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -51707.65 | -213300.18 |
| 3645 | 2005.11.21 22:02 | close at stop | 1144 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -51420.44 | -264720.62 |
| 3646 | 2005.11.21 22:02 | close at stop | 1143 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -51420.44 | -316141.06 |
| 3647 | 2005.11.21 22:02 | close at stop | 960 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -50068.29 | -366209.35 |
| 3648 | 2005.11.21 22:02 | close at stop | 959 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -50068.29 | -416277.65 |
| 3649 | 2005.11.21 22:02 | close at stop | 934 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -50020.43 | -466298.07 |
| 3650 | 2005.11.21 22:02 | close at stop | 933 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -50020.43 | -516318.50 |
| 3651 | 2005.11.21 22:02 | close at stop | 932 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -49860.44 | -566178.94 |
| 3652 | 2005.11.21 22:02 | close at stop | 931 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -49860.44 | -616039.38 |
| 3653 | 2005.11.21 22:02 | close at stop | 930 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -49776.76 | -665816.13 |
| 3654 | 2005.11.21 22:02 | close at stop | 929 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -49776.76 | -715592.89 |
| 3655 | 2005.11.21 22:02 | close at stop | 926 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -49673.77 | -765266.66 |
| 3656 | 2005.11.21 22:02 | close at stop | 925 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -49673.77 | -814940.43 |
| 3657 | 2005.11.21 22:02 | close at stop | 924 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -49577.21 | -864517.64 |
| 3658 | 2005.11.21 22:02 | close at stop | 923 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -49577.21 | -914094.84 |
| 3659 | 2005.11.21 22:02 | close at stop | 578 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -49276.15 | -963370.99 |
| 3660 | 2005.11.21 22:02 | close at stop | 577 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -49276.15 | -1012647.14 |
| 3661 | 2005.11.21 22:02 | close at stop | 496 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -49227.80 | -1061874.94 |
| 3662 | 2005.11.21 22:02 | close at stop | 495 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -49227.80 | -1111102.74 |
| 3663 | 2005.11.21 22:02 | close at stop | 494 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -49259.99 | -1160362.73 |
| 3664 | 2005.11.21 22:02 | close at stop | 493 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -49259.99 | -1209622.71 |