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=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 | 90713 | モデルティック数 | 2206813 | 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 | 3762946.58 | 総利益 | 8148298.07 | 総損失 | -4385351.48 |
| プロフィットファクタ | 1.86 | 期待利得 | 81.40 | ||
| 絶対ドローダウン | 304.29 | 最大ドローダウン | 76606.41 (2.07%) | 相対ドローダウン | 24.67% (44084.95) |
| 総取引数 | 46226 | 売りポジション(勝率%） | 22078 (92.54%) | 買いポジション(勝率%） | 24148 (92.87%) |
| 勝率(%) | 42858 (92.71%) | 負率 (%) | 3368 (7.29%) | ||
| 最大 | 勝トレード | 193.17 | 敗トレード | -1504.17 | |
| 平均 | 勝トレード | 190.12 | 敗トレード | -1302.06 | |
| 最大 | 連勝(金額) | 536 (103309.45) | 連敗(金額) | 26 (-9413.60) | |
| 最大 | 連勝(トレード数) | 103309.45 (536) | 連敗(トレード数) | -25915.19 (20) | |
| 平均 | 連勝 | 45 | 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 07:32 | 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 07:32 | modify | 1 | 1.00 | 1.07226 | 1.05226 | 1.07526 | ||
| 4 | 2005.04.15 07:32 | modify | 2 | 1.00 | 1.07226 | 1.05226 | 1.07526 | ||
| 5 | 2005.04.15 10:20 | t/p | 1 | 1.00 | 1.07526 | 1.05226 | 1.07526 | 193.08 | 100193.08 |
| 6 | 2005.04.15 10:20 | t/p | 2 | 1.00 | 1.07526 | 1.05226 | 1.07526 | 193.08 | 100386.16 |
| 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 | 1.07422 | ||
| 10 | 2005.04.15 10:50 | modify | 4 | 1.00 | 1.07122 | 1.05122 | 1.07422 | ||
| 11 | 2005.04.15 10:59 | t/p | 3 | 1.00 | 1.07422 | 1.05122 | 1.07422 | 193.08 | 100579.24 |
| 12 | 2005.04.15 10:59 | t/p | 4 | 1.00 | 1.07422 | 1.05122 | 1.07422 | 193.08 | 100772.32 |
| 13 | 2005.04.15 15:20 | sell | 5 | 1.00 | 1.07630 | 0.00000 | 0.00000 | ||
| 14 | 2005.04.15 15:20 | sell | 6 | 1.00 | 1.07630 | 0.00000 | 0.00000 | ||
| 15 | 2005.04.15 15:20 | modify | 5 | 1.00 | 1.07630 | 1.09630 | 1.07330 | ||
| 16 | 2005.04.15 15:20 | modify | 6 | 1.00 | 1.07630 | 1.09630 | 1.07330 | ||
| 17 | 2005.04.15 15:50 | t/p | 5 | 1.00 | 1.07330 | 1.09630 | 1.07330 | 193.16 | 100965.48 |
| 18 | 2005.04.15 15:50 | t/p | 6 | 1.00 | 1.07330 | 1.09630 | 1.07330 | 193.16 | 101158.64 |
| 19 | 2005.04.18 07:16 | sell | 7 | 1.00 | 1.07480 | 0.00000 | 0.00000 | ||
| 20 | 2005.04.18 07:16 | sell | 8 | 1.00 | 1.07480 | 0.00000 | 0.00000 | ||
| 21 | 2005.04.18 07:16 | modify | 7 | 1.00 | 1.07480 | 1.09480 | 1.07180 | ||
| 22 | 2005.04.18 07:16 | modify | 8 | 1.00 | 1.07480 | 1.09480 | 1.07180 | ||
| 23 | 2005.04.18 10:26 | t/p | 7 | 1.00 | 1.07180 | 1.09480 | 1.07180 | 193.16 | 101351.80 |
| 24 | 2005.04.18 10:26 | t/p | 8 | 1.00 | 1.07180 | 1.09480 | 1.07180 | 193.16 | 101544.96 |
| 25 | 2005.04.18 15:45 | buy | 9 | 1.00 | 1.07006 | 0.00000 | 0.00000 | ||
| 26 | 2005.04.18 15:45 | buy | 10 | 1.00 | 1.07006 | 0.00000 | 0.00000 | ||
| 27 | 2005.04.18 15:45 | modify | 9 | 1.00 | 1.07006 | 1.05006 | 1.07306 | ||
| 28 | 2005.04.18 15:45 | modify | 10 | 1.00 | 1.07006 | 1.05006 | 1.07306 | ||
| 138653 | 2020.02.14 03:13 | close at stop | 46226 | 1.00 | 1.04397 | 1.06362 | 1.04062 | -24.98 | 3872335.21 |
| 138654 | 2020.02.14 03:13 | close at stop | 46225 | 1.00 | 1.04397 | 1.06362 | 1.04062 | -24.98 | 3872310.23 |
| 138655 | 2020.02.14 03:13 | close at stop | 46224 | 1.00 | 1.04397 | 1.06259 | 1.03959 | -98.64 | 3872211.59 |
| 138656 | 2020.02.14 03:13 | close at stop | 46223 | 1.00 | 1.04397 | 1.06259 | 1.03959 | -98.64 | 3872112.95 |
| 138657 | 2020.02.14 03:13 | close at stop | 46216 | 1.00 | 1.04397 | 1.06159 | 1.03859 | -180.20 | 3871932.76 |
| 138658 | 2020.02.14 03:13 | close at stop | 46215 | 1.00 | 1.04397 | 1.06159 | 1.03859 | -180.20 | 3871752.56 |
| 138659 | 2020.02.14 03:13 | close at stop | 46214 | 1.00 | 1.04397 | 1.05965 | 1.03665 | -305.06 | 3871447.50 |
| 138660 | 2020.02.14 03:13 | close at stop | 46213 | 1.00 | 1.04397 | 1.05965 | 1.03665 | -305.06 | 3871142.44 |
| 138661 | 2020.02.14 03:13 | close at stop | 46212 | 1.00 | 1.04397 | 1.05927 | 1.03627 | -331.96 | 3870810.48 |
| 138662 | 2020.02.14 03:13 | close at stop | 46211 | 1.00 | 1.04397 | 1.05927 | 1.03627 | -331.96 | 3870478.52 |
| 138663 | 2020.02.14 03:13 | close at stop | 46210 | 1.00 | 1.04397 | 1.05810 | 1.03510 | -407.26 | 3870071.25 |
| 138664 | 2020.02.14 03:13 | close at stop | 46209 | 1.00 | 1.04397 | 1.05810 | 1.03510 | -407.26 | 3869663.99 |
| 138665 | 2020.02.14 03:13 | close at stop | 46208 | 1.00 | 1.04397 | 1.05672 | 1.03372 | -498.53 | 3869165.46 |
| 138666 | 2020.02.14 03:13 | close at stop | 46207 | 1.00 | 1.04397 | 1.05672 | 1.03372 | -498.53 | 3868666.93 |
| 138667 | 2020.02.14 03:13 | close at stop | 46204 | 1.00 | 1.04397 | 1.05485 | 1.03185 | -631.17 | 3868035.76 |
| 138668 | 2020.02.14 03:13 | close at stop | 46203 | 1.00 | 1.04397 | 1.05485 | 1.03185 | -631.17 | 3867404.59 |
| 138669 | 2020.02.14 03:13 | close at stop | 46202 | 1.00 | 1.04397 | 1.05485 | 1.03185 | -633.62 | 3866770.97 |
| 138670 | 2020.02.14 03:13 | close at stop | 46201 | 1.00 | 1.04397 | 1.05485 | 1.03185 | -633.62 | 3866137.35 |
| 138671 | 2020.02.14 03:13 | close at stop | 46142 | 1.00 | 1.04395 | 1.02277 | 1.04577 | -94.97 | 3866042.37 |
| 138672 | 2020.02.14 03:13 | close at stop | 46141 | 1.00 | 1.04395 | 1.02277 | 1.04577 | -94.97 | 3865947.40 |
| 138673 | 2020.02.14 03:13 | close at stop | 46104 | 1.00 | 1.04395 | 1.02666 | 1.04966 | -394.93 | 3865552.47 |
| 138674 | 2020.02.14 03:13 | close at stop | 46103 | 1.00 | 1.04395 | 1.02666 | 1.04966 | -394.93 | 3865157.54 |
| 138675 | 2020.02.14 03:13 | close at stop | 46102 | 1.00 | 1.04395 | 1.02824 | 1.05124 | -505.89 | 3864651.66 |
| 138676 | 2020.02.14 03:13 | close at stop | 46101 | 1.00 | 1.04395 | 1.02824 | 1.05124 | -505.89 | 3864145.77 |
| 138677 | 2020.02.14 03:13 | close at stop | 46096 | 1.00 | 1.04395 | 1.02960 | 1.05260 | -599.59 | 3863546.18 |
| 138678 | 2020.02.14 03:13 | close at stop | 46095 | 1.00 | 1.04395 | 1.02960 | 1.05260 | -599.59 | 3862946.58 |