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 03:00 | ||||
| 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=2; InputIntervalPips=20; InputLots=1; InputSlippagePips=3.3; InputTakeProfitPips=20; InputStopLossPips=140; 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 | 90713 | モデルティック数 | 2206812 | 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 | -169720.93 | 総利益 | 1792030.30 | 総損失 | -1961751.23 |
| プロフィットファクタ | 0.91 | 期待利得 | -160.42 | ||
| 絶対ドローダウン | 169720.93 | 最大ドローダウン | 418703.52 (119.98%) | 相対ドローダウン | 119.98% (418703.52) |
| 総取引数 | 1058 | 売りポジション(勝率%） | 558 (91.40%) | 買いポジション(勝率%） | 500 (90.80%) |
| 勝率(%) | 964 (91.12%) | 負率 (%) | 94 (8.88%) | ||
| 最大 | 勝トレード | 418369.66 | 敗トレード | -417219.45 | |
| 平均 | 勝トレード | 1858.95 | 敗トレード | -20869.69 | |
| 最大 | 連勝(金額) | 102 (12789.88) | 連敗(金額) | 10 (-9330.36) | |
| 最大 | 連勝(トレード数) | 836739.32 (2) | 連敗(トレード数) | -1047658.40 (6) | |
| 平均 | 連勝 | 30 | 連敗 | 3 | |
| # | 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 07:32 | buy | 1 | 1.00 | 1.07226 | 0.00000 | 0.00000 | ||
| 2 | 2005.04.15 07:32 | buy | 2 | 1.00 | 1.07226 | 0.00000 | 0.00000 | ||
| 3 | 2005.04.15 07:37 | modify | 1 | 1.00 | 1.07226 | 1.05826 | 1.07426 | ||
| 4 | 2005.04.15 07:37 | modify | 2 | 1.00 | 1.07226 | 1.05826 | 1.07426 | ||
| 5 | 2005.04.15 10:10 | t/p | 1 | 1.00 | 1.07426 | 1.05826 | 1.07426 | 128.74 | 100128.74 |
| 6 | 2005.04.15 10:10 | t/p | 2 | 1.00 | 1.07426 | 1.05826 | 1.07426 | 128.74 | 100257.48 |
| 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 15:20 | sell | 5 | 1.00 | 1.07630 | 0.00000 | 0.00000 | ||
| 10 | 2005.04.15 15:20 | sell | 6 | 1.00 | 1.07630 | 0.00000 | 0.00000 | ||
| 11 | 2005.04.18 04:02 | modify | 3 | 1.00 | 1.07122 | 1.05722 | 1.07322 | ||
| 12 | 2005.04.18 04:02 | modify | 4 | 1.00 | 1.07122 | 1.05722 | 1.07322 | ||
| 13 | 2005.04.18 04:45 | t/p | 3 | 1.00 | 1.07322 | 1.05722 | 1.07322 | 125.64 | 100383.12 |
| 14 | 2005.04.18 04:45 | t/p | 4 | 1.00 | 1.07322 | 1.05722 | 1.07322 | 125.64 | 100508.77 |
| 15 | 2005.04.18 07:16 | sell | 7 | 1.00 | 1.07480 | 0.00000 | 0.00000 | ||
| 16 | 2005.04.18 07:16 | sell | 8 | 1.00 | 1.07480 | 0.00000 | 0.00000 | ||
| 17 | 2005.04.18 15:45 | buy | 9 | 1.00 | 1.07006 | 0.00000 | 0.00000 | ||
| 18 | 2005.04.18 15:45 | buy | 10 | 1.00 | 1.07006 | 0.00000 | 0.00000 | ||
| 19 | 2005.04.18 15:50 | modify | 9 | 1.00 | 1.07006 | 1.05606 | 1.07206 | ||
| 20 | 2005.04.18 15:50 | modify | 10 | 1.00 | 1.07006 | 1.05606 | 1.07206 | ||
| 21 | 2005.04.18 18:50 | buy | 11 | 1.00 | 1.06792 | 0.00000 | 0.00000 | ||
| 22 | 2005.04.18 18:50 | buy | 12 | 1.00 | 1.06792 | 0.00000 | 0.00000 | ||
| 23 | 2005.04.19 08:16 | buy | 13 | 1.00 | 1.06772 | 0.00000 | 0.00000 | ||
| 24 | 2005.04.19 08:16 | buy | 14 | 1.00 | 1.06772 | 0.00000 | 0.00000 | ||
| 25 | 2005.04.19 08:16 | modify | 11 | 1.00 | 1.06792 | 1.05392 | 1.06992 | ||
| 26 | 2005.04.19 08:16 | modify | 12 | 1.00 | 1.06792 | 1.05392 | 1.06992 | ||
| 27 | 2005.04.19 08:45 | modify | 13 | 1.00 | 1.06772 | 1.05372 | 1.06972 | ||
| 28 | 2005.04.19 08:45 | modify | 14 | 1.00 | 1.06772 | 1.05372 | 1.06972 | ||
| 3140 | 2005.11.21 11:50 | modify | 1054 | 1.00 | 1.06890 | 1.08290 | 1.06690 | ||
| 3141 | 2005.11.21 16:37 | t/p | 1031 | 1.00 | 1.06972 | 1.05372 | 1.06972 | 113.22 | 140522.44 |
| 3142 | 2005.11.21 16:37 | t/p | 1032 | 1.00 | 1.06972 | 1.05372 | 1.06972 | 113.22 | 140635.65 |
| 3143 | 2005.11.21 22:02 | t/p | 997 | 1.00 | 1.07382 | 1.05782 | 1.07382 | 91.46 | 140727.11 |
| 3144 | 2005.11.21 22:02 | t/p | 998 | 1.00 | 1.07382 | 1.05782 | 1.07382 | 91.46 | 140818.57 |
| 3145 | 2005.11.21 22:02 | s/l | 1011 | 1.00 | 1.07915 | 1.07915 | 1.06315 | -921.25 | 139897.32 |
| 3146 | 2005.11.21 22:02 | s/l | 1012 | 1.00 | 1.07915 | 1.07915 | 1.06315 | -921.25 | 138976.07 |
| 3147 | 2005.11.21 22:02 | t/p | 1023 | 1.00 | 1.07112 | 1.05512 | 1.07112 | 110.11 | 139086.18 |
| 3148 | 2005.11.21 22:02 | t/p | 1024 | 1.00 | 1.07112 | 1.05512 | 1.07112 | 110.11 | 139196.29 |
| 3149 | 2005.11.21 22:02 | s/l | 1053 | 1.00 | 1.08290 | 1.08290 | 1.06690 | -901.59 | 138294.70 |
| 3150 | 2005.11.21 22:02 | s/l | 1054 | 1.00 | 1.08290 | 1.08290 | 1.06690 | -901.59 | 137393.11 |
| 3151 | 2005.11.21 22:02 | sell | 1055 | 1.00 | 1.87981 | 0.00000 | 0.00000 | ||
| 3152 | 2005.11.21 22:02 | sell | 1056 | 1.00 | 1.87981 | 0.00000 | 0.00000 | ||
| 3153 | 2005.11.21 22:10 | sell | 1057 | 1.00 | 5.12785 | 0.00000 | 0.00000 | ||
| 3154 | 2005.11.21 22:10 | sell | 1058 | 1.00 | 5.12785 | 0.00000 | 0.00000 | ||
| 3155 | 2005.11.21 22:15 | close at stop | 1058 | 1.00 | 7.56389 | 0.00000 | 0.00000 | -156878.54 | -19485.43 |
| 3156 | 2005.11.21 22:15 | close at stop | 1057 | 1.00 | 7.56389 | 0.00000 | 0.00000 | -156878.54 | -176363.97 |
| 3157 | 2005.11.21 22:15 | close at stop | 1056 | 1.00 | 7.56389 | 0.00000 | 0.00000 | -366049.07 | -542413.04 |
| 3158 | 2005.11.21 22:15 | close at stop | 1055 | 1.00 | 7.56389 | 0.00000 | 0.00000 | -366049.07 | -908462.11 |
| 3159 | 2005.11.21 22:15 | close at stop | 1052 | 1.00 | 7.56387 | 0.00000 | 0.00000 | 418369.66 | -490092.45 |
| 3160 | 2005.11.21 22:15 | close at stop | 1051 | 1.00 | 7.56387 | 0.00000 | 0.00000 | 418369.66 | -71722.79 |
| 3161 | 2005.11.21 22:15 | close at stop | 864 | 1.00 | 7.56389 | 0.00000 | 0.00000 | -417219.45 | -488942.24 |
| 3162 | 2005.11.21 22:15 | close at stop | 863 | 1.00 | 7.56389 | 0.00000 | 0.00000 | -417219.45 | -906161.69 |
| 3163 | 2005.11.21 22:15 | close at stop | 104 | 1.00 | 7.56387 | 0.00000 | 0.00000 | 418220.38 | -487941.31 |
| 3164 | 2005.11.21 22:15 | close at stop | 103 | 1.00 | 7.56387 | 0.00000 | 0.00000 | 418220.38 | -69720.93 |