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=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 | 90713 | モデルティック数 | 2206808 | 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 | 3401233.74 | 総利益 | 8349332.07 | 総損失 | -4948098.33 |
| プロフィットファクタ | 1.69 | 期待利得 | 81.97 | ||
| 絶対ドローダウン | 14591.58 | 最大ドローダウン | 99024.05 (2.95%) | 相対ドローダウン | 39.31% (57745.80) |
| 総取引数 | 41492 | 売りポジション(勝率%） | 20128 (90.80%) | 買いポジション(勝率%） | 21364 (90.92%) |
| 勝率(%) | 37700 (90.86%) | 負率 (%) | 3792 (9.14%) | ||
| 最大 | 勝トレード | 225.33 | 敗トレード | -1504.17 | |
| 平均 | 勝トレード | 221.47 | 敗トレード | -1304.88 | |
| 最大 | 連勝(金額) | 686 (154413.40) | 連敗(金額) | 24 (-8452.36) | |
| 最大 | 連勝(トレード数) | 154413.40 (686) | 連敗(トレード数) | -25848.68 (20) | |
| 平均 | 連勝 | 39 | 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 | 1.07576 | ||
| 4 | 2005.04.15 07:32 | modify | 2 | 1.00 | 1.07226 | 1.05226 | 1.07576 | ||
| 5 | 2005.04.15 10:20 | t/p | 1 | 1.00 | 1.07576 | 1.05226 | 1.07576 | 225.20 | 100225.20 |
| 6 | 2005.04.15 10:20 | t/p | 2 | 1.00 | 1.07576 | 1.05226 | 1.07576 | 225.20 | 100450.40 |
| 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 | 1.07472 | ||
| 10 | 2005.04.15 10:50 | modify | 4 | 1.00 | 1.07122 | 1.05122 | 1.07472 | ||
| 11 | 2005.04.15 11:02 | t/p | 3 | 1.00 | 1.07472 | 1.05122 | 1.07472 | 225.19 | 100675.59 |
| 12 | 2005.04.15 11:02 | t/p | 4 | 1.00 | 1.07472 | 1.05122 | 1.07472 | 225.19 | 100900.78 |
| 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 | 1.07280 | ||
| 16 | 2005.04.15 15:20 | modify | 6 | 1.00 | 1.07630 | 1.09630 | 1.07280 | ||
| 17 | 2005.04.15 15:50 | t/p | 5 | 1.00 | 1.07280 | 1.09630 | 1.07280 | 225.30 | 101126.08 |
| 18 | 2005.04.15 15:50 | t/p | 6 | 1.00 | 1.07280 | 1.09630 | 1.07280 | 225.30 | 101351.38 |
| 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 | 1.07130 | ||
| 22 | 2005.04.18 07:16 | modify | 8 | 1.00 | 1.07480 | 1.09480 | 1.07130 | ||
| 23 | 2005.04.18 10:32 | t/p | 7 | 1.00 | 1.07130 | 1.09480 | 1.07130 | 225.30 | 101576.68 |
| 24 | 2005.04.18 10:32 | t/p | 8 | 1.00 | 1.07130 | 1.09480 | 1.07130 | 225.30 | 101801.98 |
| 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 | 1.07356 | ||
| 124452 | 2020.02.13 14:07 | modify | 41492 | 1.00 | 1.04347 | 1.06347 | 1.03997 | ||
| 124453 | 2020.02.14 03:19 | close at stop | 41492 | 1.00 | 1.04415 | 1.06347 | 1.03997 | -46.22 | 3509639.89 |
| 124454 | 2020.02.14 03:19 | close at stop | 41491 | 1.00 | 1.04415 | 1.06347 | 1.03997 | -46.22 | 3509593.67 |
| 124455 | 2020.02.14 03:19 | close at stop | 41490 | 1.00 | 1.04415 | 1.06259 | 1.03909 | -110.23 | 3509483.44 |
| 124456 | 2020.02.14 03:19 | close at stop | 41489 | 1.00 | 1.04415 | 1.06259 | 1.03909 | -110.23 | 3509373.21 |
| 124457 | 2020.02.14 03:19 | close at stop | 41482 | 1.00 | 1.04415 | 1.06142 | 1.03792 | -202.73 | 3509170.49 |
| 124458 | 2020.02.14 03:19 | close at stop | 41481 | 1.00 | 1.04415 | 1.06142 | 1.03792 | -202.73 | 3508967.76 |
| 124459 | 2020.02.14 03:19 | close at stop | 41480 | 1.00 | 1.04415 | 1.05944 | 1.03594 | -330.16 | 3508637.60 |
| 124460 | 2020.02.14 03:19 | close at stop | 41479 | 1.00 | 1.04415 | 1.05944 | 1.03594 | -330.16 | 3508307.45 |
| 124461 | 2020.02.14 03:19 | close at stop | 41478 | 1.00 | 1.04415 | 1.05951 | 1.03601 | -328.11 | 3507979.33 |
| 124462 | 2020.02.14 03:19 | close at stop | 41477 | 1.00 | 1.04415 | 1.05951 | 1.03601 | -328.11 | 3507651.22 |
| 124463 | 2020.02.14 03:19 | close at stop | 41476 | 1.00 | 1.04415 | 1.05810 | 1.03460 | -418.85 | 3507232.36 |
| 124464 | 2020.02.14 03:19 | close at stop | 41475 | 1.00 | 1.04415 | 1.05810 | 1.03460 | -418.85 | 3506813.51 |
| 124465 | 2020.02.14 03:19 | close at stop | 41474 | 1.00 | 1.04415 | 1.05653 | 1.03303 | -522.36 | 3506291.15 |
| 124466 | 2020.02.14 03:19 | close at stop | 41473 | 1.00 | 1.04415 | 1.05653 | 1.03303 | -522.36 | 3505768.79 |
| 124467 | 2020.02.14 03:19 | close at stop | 41472 | 1.00 | 1.04415 | 1.05485 | 1.03135 | -642.77 | 3505126.02 |
| 124468 | 2020.02.14 03:19 | close at stop | 41471 | 1.00 | 1.04415 | 1.05485 | 1.03135 | -642.77 | 3504483.26 |
| 124469 | 2020.02.14 03:19 | close at stop | 41388 | 1.00 | 1.04413 | 1.02408 | 1.04758 | -192.52 | 3504290.73 |
| 124470 | 2020.02.14 03:19 | close at stop | 41387 | 1.00 | 1.04413 | 1.02408 | 1.04758 | -192.52 | 3504098.21 |
| 124471 | 2020.02.14 03:19 | close at stop | 41368 | 1.00 | 1.04413 | 1.02666 | 1.05016 | -383.35 | 3503714.87 |
| 124472 | 2020.02.14 03:19 | close at stop | 41367 | 1.00 | 1.04413 | 1.02666 | 1.05016 | -383.35 | 3503331.52 |
| 124473 | 2020.02.14 03:19 | close at stop | 41366 | 1.00 | 1.04413 | 1.02772 | 1.05122 | -460.87 | 3502870.65 |
| 124474 | 2020.02.14 03:19 | close at stop | 41365 | 1.00 | 1.04413 | 1.02772 | 1.05122 | -460.87 | 3502409.78 |
| 124475 | 2020.02.14 03:19 | close at stop | 41360 | 1.00 | 1.04413 | 1.02960 | 1.05310 | -588.02 | 3501821.76 |
| 124476 | 2020.02.14 03:19 | close at stop | 41359 | 1.00 | 1.04413 | 1.02960 | 1.05310 | -588.02 | 3501233.74 |