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=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 | 90712 | モデルティック数 | 2206798 | 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 | 3601089.75 | 総利益 | 9115936.70 | 総損失 | -5514846.95 |
| プロフィットファクタ | 1.65 | 期待利得 | 69.01 | ||
| 絶対ドローダウン | 220.12 | 最大ドローダウン | 145539.22 (3.93%) | 相対ドローダウン | 36.65% (76275.21) |
| 総取引数 | 52182 | 売りポジション(勝率%） | 26074 (92.11%) | 買いポジション(勝率%） | 26108 (91.70%) |
| 勝率(%) | 47958 (91.91%) | 負率 (%) | 4224 (8.09%) | ||
| 最大 | 勝トレード | 193.19 | 敗トレード | -1485.99 | |
| 平均 | 勝トレード | 190.08 | 敗トレード | -1305.60 | |
| 最大 | 連勝(金額) | 1172 (225967.00) | 連敗(金額) | 32 (-41485.47) | |
| 最大 | 連勝(トレード数) | 225967.00 (1172) | 連敗(トレード数) | -41485.47 (32) | |
| 平均 | 連勝 | 54 | 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 06:02 | modify | 1 | 1.00 | 1.07254 | 1.05254 | 1.07554 | ||
| 4 | 2005.04.15 06:02 | modify | 2 | 1.00 | 1.07254 | 1.05254 | 1.07554 | ||
| 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 09:32 | modify | 3 | 1.00 | 1.07137 | 1.05137 | 1.07437 | ||
| 8 | 2005.04.15 09:32 | modify | 4 | 1.00 | 1.07137 | 1.05137 | 1.07437 | ||
| 9 | 2005.04.15 10:10 | t/p | 3 | 1.00 | 1.07437 | 1.05137 | 1.07437 | 193.07 | 100193.07 |
| 10 | 2005.04.15 10:10 | t/p | 4 | 1.00 | 1.07437 | 1.05137 | 1.07437 | 193.07 | 100386.14 |
| 11 | 2005.04.15 10:20 | t/p | 1 | 1.00 | 1.07554 | 1.05254 | 1.07554 | 193.07 | 100579.21 |
| 12 | 2005.04.15 10:20 | t/p | 2 | 1.00 | 1.07554 | 1.05254 | 1.07554 | 193.07 | 100772.28 |
| 13 | 2005.04.15 10:20 | sell | 5 | 1.00 | 1.07600 | 0.00000 | 0.00000 | ||
| 14 | 2005.04.15 10:20 | sell | 6 | 1.00 | 1.07600 | 0.00000 | 0.00000 | ||
| 15 | 2005.04.15 10:20 | modify | 5 | 1.00 | 1.07600 | 1.09600 | 1.07300 | ||
| 16 | 2005.04.15 10:20 | modify | 6 | 1.00 | 1.07600 | 1.09600 | 1.07300 | ||
| 17 | 2005.04.15 10:45 | t/p | 5 | 1.00 | 1.07300 | 1.09600 | 1.07300 | 193.15 | 100965.43 |
| 18 | 2005.04.15 10:45 | t/p | 6 | 1.00 | 1.07300 | 1.09600 | 1.07300 | 193.15 | 101158.58 |
| 19 | 2005.04.15 10:50 | buy | 7 | 1.00 | 1.07122 | 0.00000 | 0.00000 | ||
| 20 | 2005.04.15 10:50 | buy | 8 | 1.00 | 1.07122 | 0.00000 | 0.00000 | ||
| 21 | 2005.04.15 10:50 | modify | 7 | 1.00 | 1.07122 | 1.05122 | 1.07422 | ||
| 22 | 2005.04.15 10:50 | modify | 8 | 1.00 | 1.07122 | 1.05122 | 1.07422 | ||
| 23 | 2005.04.15 10:52 | buy | 9 | 1.00 | 1.07207 | 0.00000 | 0.00000 | ||
| 24 | 2005.04.15 10:52 | buy | 10 | 1.00 | 1.07207 | 0.00000 | 0.00000 | ||
| 25 | 2005.04.15 10:52 | modify | 9 | 1.00 | 1.07207 | 1.05207 | 1.07507 | ||
| 26 | 2005.04.15 10:52 | modify | 10 | 1.00 | 1.07207 | 1.05207 | 1.07507 | ||
| 27 | 2005.04.15 10:59 | t/p | 7 | 1.00 | 1.07422 | 1.05122 | 1.07422 | 193.07 | 101351.65 |
| 28 | 2005.04.15 10:59 | t/p | 8 | 1.00 | 1.07422 | 1.05122 | 1.07422 | 193.07 | 101544.72 |
| 29 | 2005.04.15 11:07 | t/p | 9 | 1.00 | 1.07507 | 1.05207 | 1.07507 | 193.08 | 101737.80 |
| 156522 | 2020.02.13 14:07 | sell | 52182 | 1.00 | 1.04347 | 0.00000 | 0.00000 | ||
| 156523 | 2020.02.13 14:07 | modify | 52181 | 1.00 | 1.04347 | 1.06347 | 1.04047 | ||
| 156524 | 2020.02.13 14:07 | modify | 52182 | 1.00 | 1.04347 | 1.06347 | 1.04047 | ||
| 156525 | 2020.02.14 02:30 | close at stop | 52182 | 1.00 | 1.04320 | 1.06347 | 1.04047 | 14.92 | 3708026.56 |
| 156526 | 2020.02.14 02:30 | close at stop | 52181 | 1.00 | 1.04320 | 1.06347 | 1.04047 | 14.92 | 3708041.48 |
| 156527 | 2020.02.14 02:30 | close at stop | 52180 | 1.00 | 1.04320 | 1.06213 | 1.03913 | -78.73 | 3707962.75 |
| 156528 | 2020.02.14 02:30 | close at stop | 52179 | 1.00 | 1.04320 | 1.06213 | 1.03913 | -78.73 | 3707884.02 |
| 156529 | 2020.02.14 02:30 | close at stop | 52172 | 1.00 | 1.04320 | 1.06159 | 1.03859 | -130.71 | 3707753.32 |
| 156530 | 2020.02.14 02:30 | close at stop | 52171 | 1.00 | 1.04320 | 1.06159 | 1.03859 | -130.71 | 3707622.61 |
| 156531 | 2020.02.14 02:30 | close at stop | 52170 | 1.00 | 1.04320 | 1.06002 | 1.03702 | -231.80 | 3707390.81 |
| 156532 | 2020.02.14 02:30 | close at stop | 52169 | 1.00 | 1.04320 | 1.06002 | 1.03702 | -231.80 | 3707159.01 |
| 156533 | 2020.02.14 02:30 | close at stop | 52166 | 1.00 | 1.04320 | 1.05927 | 1.03627 | -282.55 | 3706876.46 |
| 156534 | 2020.02.14 02:30 | close at stop | 52165 | 1.00 | 1.04320 | 1.05927 | 1.03627 | -282.55 | 3706593.91 |
| 156535 | 2020.02.14 02:30 | close at stop | 52164 | 1.00 | 1.04320 | 1.05810 | 1.03510 | -357.89 | 3706236.01 |
| 156536 | 2020.02.14 02:30 | close at stop | 52163 | 1.00 | 1.04320 | 1.05810 | 1.03510 | -357.89 | 3705878.12 |
| 156537 | 2020.02.14 02:30 | close at stop | 52160 | 1.00 | 1.04320 | 1.05562 | 1.03262 | -520.04 | 3705358.08 |
| 156538 | 2020.02.14 02:30 | close at stop | 52159 | 1.00 | 1.04320 | 1.05562 | 1.03262 | -520.04 | 3704838.04 |
| 156539 | 2020.02.14 02:30 | close at stop | 52096 | 1.00 | 1.04318 | 1.02277 | 1.04577 | -144.50 | 3704693.54 |
| 156540 | 2020.02.14 02:30 | close at stop | 52095 | 1.00 | 1.04318 | 1.02277 | 1.04577 | -144.50 | 3704549.05 |
| 156541 | 2020.02.14 02:30 | close at stop | 52052 | 1.00 | 1.04318 | 1.02702 | 1.05002 | -477.08 | 3704071.97 |
| 156542 | 2020.02.14 02:30 | close at stop | 52051 | 1.00 | 1.04318 | 1.02702 | 1.05002 | -477.08 | 3703594.89 |
| 156543 | 2020.02.14 02:30 | close at stop | 52050 | 1.00 | 1.04318 | 1.02863 | 1.05163 | -580.70 | 3703014.19 |
| 156544 | 2020.02.14 02:30 | close at stop | 52049 | 1.00 | 1.04318 | 1.02863 | 1.05163 | -580.70 | 3702433.49 |
| 156545 | 2020.02.14 02:30 | close at stop | 52044 | 1.00 | 1.04318 | 1.02995 | 1.05295 | -671.87 | 3701761.62 |
| 156546 | 2020.02.14 02:30 | close at stop | 52043 | 1.00 | 1.04318 | 1.02995 | 1.05295 | -671.87 | 3701089.75 |