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=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 | 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 | 0 | ||||
| 初期証拠金 | 100000.00 | スプレッド | 2 | ||
| 純益 | 3070972.07 | 総利益 | 8966741.46 | 総損失 | -5895769.39 |
| プロフィットファクタ | 1.52 | 期待利得 | 68.26 | ||
| 絶対ドローダウン | 9433.23 | 最大ドローダウン | 196465.97 (5.97%) | 相対ドローダウン | 47.03% (89059.04) |
| 総取引数 | 44992 | 売りポジション(勝率%） | 22734 (90.24%) | 買いポジション(勝率%） | 22258 (89.68%) |
| 勝率(%) | 40476 (89.96%) | 負率 (%) | 4516 (10.04%) | ||
| 最大 | 勝トレード | 225.41 | 敗トレード | -1486.01 | |
| 平均 | 勝トレード | 221.53 | 敗トレード | -1305.53 | |
| 最大 | 連勝(金額) | 1024 (230469.55) | 連敗(金額) | 32 (-41506.22) | |
| 最大 | 連勝(トレード数) | 230469.55 (1024) | 連敗(トレード数) | -41506.22 (32) | |
| 平均 | 連勝 | 47 | 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 | 1.07604 | ||
| 4 | 2005.04.15 06:02 | modify | 2 | 1.00 | 1.07254 | 1.05254 | 1.07604 | ||
| 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 | 1.07487 | ||
| 8 | 2005.04.15 09:32 | modify | 4 | 1.00 | 1.07137 | 1.05137 | 1.07487 | ||
| 9 | 2005.04.15 10:15 | t/p | 3 | 1.00 | 1.07487 | 1.05137 | 1.07487 | 225.30 | 100225.30 |
| 10 | 2005.04.15 10:15 | t/p | 4 | 1.00 | 1.07487 | 1.05137 | 1.07487 | 225.30 | 100450.60 |
| 11 | 2005.04.15 10:20 | sell | 5 | 1.00 | 1.07600 | 0.00000 | 0.00000 | ||
| 12 | 2005.04.15 10:20 | sell | 6 | 1.00 | 1.07600 | 0.00000 | 0.00000 | ||
| 13 | 2005.04.15 10:20 | modify | 5 | 1.00 | 1.07600 | 1.09600 | 1.07250 | ||
| 14 | 2005.04.15 10:20 | modify | 6 | 1.00 | 1.07600 | 1.09600 | 1.07250 | ||
| 15 | 2005.04.15 10:50 | t/p | 5 | 1.00 | 1.07250 | 1.09600 | 1.07250 | 225.41 | 100676.01 |
| 16 | 2005.04.15 10:50 | t/p | 6 | 1.00 | 1.07250 | 1.09600 | 1.07250 | 225.41 | 100901.42 |
| 17 | 2005.04.15 10:52 | buy | 7 | 1.00 | 1.07207 | 0.00000 | 0.00000 | ||
| 18 | 2005.04.15 10:52 | buy | 8 | 1.00 | 1.07207 | 0.00000 | 0.00000 | ||
| 19 | 2005.04.15 10:52 | modify | 7 | 1.00 | 1.07207 | 1.05207 | 1.07557 | ||
| 20 | 2005.04.15 10:52 | modify | 8 | 1.00 | 1.07207 | 1.05207 | 1.07557 | ||
| 21 | 2005.04.15 11:50 | t/p | 7 | 1.00 | 1.07557 | 1.05207 | 1.07557 | 225.30 | 101126.72 |
| 22 | 2005.04.15 11:50 | t/p | 8 | 1.00 | 1.07557 | 1.05207 | 1.07557 | 225.30 | 101352.02 |
| 23 | 2005.04.15 12:07 | sell | 9 | 1.00 | 1.07600 | 0.00000 | 0.00000 | ||
| 24 | 2005.04.15 12:07 | sell | 10 | 1.00 | 1.07600 | 0.00000 | 0.00000 | ||
| 25 | 2005.04.15 12:07 | modify | 9 | 1.00 | 1.07600 | 1.09600 | 1.07250 | ||
| 26 | 2005.04.15 12:07 | modify | 10 | 1.00 | 1.07600 | 1.09600 | 1.07250 | ||
| 27 | 2005.04.15 15:20 | t/p | 1 | 1.00 | 1.07604 | 1.05254 | 1.07604 | 225.31 | 101577.33 |
| 28 | 2005.04.15 15:20 | t/p | 2 | 1.00 | 1.07604 | 1.05254 | 1.07604 | 225.31 | 101802.64 |
| 134952 | 2020.02.14 02:36 | close at stop | 44989 | 1.00 | 1.04308 | 1.06213 | 1.03863 | -71.00 | 3179457.01 |
| 134953 | 2020.02.14 02:36 | close at stop | 44988 | 1.00 | 1.04308 | 1.06332 | 1.03982 | -1.75 | 3179455.26 |
| 134954 | 2020.02.14 02:36 | close at stop | 44987 | 1.00 | 1.04308 | 1.06332 | 1.03982 | -1.75 | 3179453.51 |
| 134955 | 2020.02.14 02:36 | close at stop | 44984 | 1.00 | 1.04308 | 1.06194 | 1.03844 | -100.43 | 3179353.08 |
| 134956 | 2020.02.14 02:36 | close at stop | 44983 | 1.00 | 1.04308 | 1.06194 | 1.03844 | -100.43 | 3179252.66 |
| 134957 | 2020.02.14 02:36 | close at stop | 44982 | 1.00 | 1.04308 | 1.06039 | 1.03689 | -200.23 | 3179052.43 |
| 134958 | 2020.02.14 02:36 | close at stop | 44981 | 1.00 | 1.04308 | 1.06039 | 1.03689 | -200.23 | 3178852.20 |
| 134959 | 2020.02.14 02:36 | close at stop | 44978 | 1.00 | 1.04308 | 1.05927 | 1.03577 | -274.79 | 3178577.41 |
| 134960 | 2020.02.14 02:36 | close at stop | 44977 | 1.00 | 1.04308 | 1.05927 | 1.03577 | -274.79 | 3178302.62 |
| 134961 | 2020.02.14 02:36 | close at stop | 44976 | 1.00 | 1.04308 | 1.05810 | 1.03460 | -350.12 | 3177952.49 |
| 134962 | 2020.02.14 02:36 | close at stop | 44975 | 1.00 | 1.04308 | 1.05810 | 1.03460 | -350.12 | 3177602.37 |
| 134963 | 2020.02.14 02:36 | close at stop | 44974 | 1.00 | 1.04308 | 1.05612 | 1.03262 | -480.06 | 3177122.31 |
| 134964 | 2020.02.14 02:36 | close at stop | 44973 | 1.00 | 1.04308 | 1.05612 | 1.03262 | -480.06 | 3176642.25 |
| 134965 | 2020.02.14 02:36 | close at stop | 44968 | 1.00 | 1.04308 | 1.05485 | 1.03135 | -576.57 | 3176065.67 |
| 134966 | 2020.02.14 02:36 | close at stop | 44967 | 1.00 | 1.04308 | 1.05485 | 1.03135 | -576.57 | 3175489.10 |
| 134967 | 2020.02.14 02:36 | close at stop | 44910 | 1.00 | 1.04306 | 1.02277 | 1.04627 | -152.21 | 3175336.88 |
| 134968 | 2020.02.14 02:36 | close at stop | 44909 | 1.00 | 1.04306 | 1.02277 | 1.04627 | -152.21 | 3175184.67 |
| 134969 | 2020.02.14 02:36 | close at stop | 44870 | 1.00 | 1.04306 | 1.02511 | 1.04861 | -352.53 | 3174832.14 |
| 134970 | 2020.02.14 02:36 | close at stop | 44869 | 1.00 | 1.04306 | 1.02511 | 1.04861 | -352.53 | 3174479.62 |
| 134971 | 2020.02.14 02:36 | close at stop | 44868 | 1.00 | 1.04306 | 1.02702 | 1.05052 | -484.77 | 3173994.85 |
| 134972 | 2020.02.14 02:36 | close at stop | 44867 | 1.00 | 1.04306 | 1.02702 | 1.05052 | -484.77 | 3173510.08 |
| 134973 | 2020.02.14 02:36 | close at stop | 44864 | 1.00 | 1.04306 | 1.02855 | 1.05205 | -589.45 | 3172920.63 |
| 134974 | 2020.02.14 02:36 | close at stop | 44863 | 1.00 | 1.04306 | 1.02855 | 1.05205 | -589.45 | 3172331.18 |
| 134975 | 2020.02.14 02:36 | close at stop | 44862 | 1.00 | 1.04306 | 1.02995 | 1.05345 | -679.55 | 3171651.62 |
| 134976 | 2020.02.14 02:36 | close at stop | 44861 | 1.00 | 1.04306 | 1.02995 | 1.05345 | -679.55 | 3170972.07 |