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=15; InputLots=1; InputSlippagePips=3.3; InputTakeProfitPips=15; 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 | -1011171.10 | 総利益 | 224583.59 | 総損失 | -1235754.70 |
| プロフィットファクタ | 0.18 | 期待利得 | -688.81 | ||
| 絶対ドローダウン | 1011171.10 | 最大ドローダウン | 1081153.07 (636.04%) | 相対ドローダウン | 636.04% (1081153.07) |
| 総取引数 | 1468 | 売りポジション(勝率%） | 792 (91.41%) | 買いポジション(勝率%） | 676 (89.94%) |
| 勝率(%) | 1332 (90.74%) | 負率 (%) | 136 (9.26%) | ||
| 最大 | 勝トレード | 52126.41 | 敗トレード | -52152.08 | |
| 平均 | 勝トレード | 168.61 | 敗トレード | -9086.43 | |
| 最大 | 連勝(金額) | 224 (19940.20) | 連敗(金額) | 26 (-1122628.01) | |
| 最大 | 連勝(トレード数) | 104252.83 (2) | 連敗(トレード数) | -1122628.01 (26) | |
| 平均 | 連勝 | 37 | 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 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 09:20 | modify | 1 | 1.00 | 1.07254 | 1.05254 | 1.07404 | ||
| 4 | 2005.04.15 09:20 | modify | 2 | 1.00 | 1.07254 | 1.05254 | 1.07404 | ||
| 5 | 2005.04.15 09:37 | buy | 3 | 1.00 | 1.07112 | 0.00000 | 0.00000 | ||
| 6 | 2005.04.15 09:37 | buy | 4 | 1.00 | 1.07112 | 0.00000 | 0.00000 | ||
| 7 | 2005.04.15 10:10 | t/p | 1 | 1.00 | 1.07404 | 1.05254 | 1.07404 | 96.50 | 100096.50 |
| 8 | 2005.04.15 10:10 | t/p | 2 | 1.00 | 1.07404 | 1.05254 | 1.07404 | 96.50 | 100193.00 |
| 9 | 2005.04.15 10:20 | sell | 5 | 1.00 | 1.07600 | 0.00000 | 0.00000 | ||
| 10 | 2005.04.15 10:20 | sell | 6 | 1.00 | 1.07600 | 0.00000 | 0.00000 | ||
| 11 | 2005.04.15 10:50 | buy | 7 | 1.00 | 1.07122 | 0.00000 | 0.00000 | ||
| 12 | 2005.04.15 10:50 | buy | 8 | 1.00 | 1.07122 | 0.00000 | 0.00000 | ||
| 13 | 2005.04.18 02:50 | sell | 9 | 1.00 | 1.07380 | 0.00000 | 0.00000 | ||
| 14 | 2005.04.18 02:50 | sell | 10 | 1.00 | 1.07380 | 0.00000 | 0.00000 | ||
| 15 | 2005.04.18 07:16 | modify | 9 | 1.00 | 1.07380 | 1.09380 | 1.07230 | ||
| 16 | 2005.04.18 07:16 | modify | 10 | 1.00 | 1.07380 | 1.09380 | 1.07230 | ||
| 17 | 2005.04.18 09:50 | t/p | 9 | 1.00 | 1.07230 | 1.09380 | 1.07230 | 96.55 | 100289.55 |
| 18 | 2005.04.18 09:50 | t/p | 10 | 1.00 | 1.07230 | 1.09380 | 1.07230 | 96.55 | 100386.10 |
| 19 | 2005.04.18 13:20 | buy | 11 | 1.00 | 1.07062 | 0.00000 | 0.00000 | ||
| 20 | 2005.04.18 13:20 | buy | 12 | 1.00 | 1.07062 | 0.00000 | 0.00000 | ||
| 21 | 2005.04.18 13:20 | modify | 7 | 1.00 | 1.07122 | 1.05122 | 1.07272 | ||
| 22 | 2005.04.18 13:20 | modify | 8 | 1.00 | 1.07122 | 1.05122 | 1.07272 | ||
| 23 | 2005.04.18 15:20 | modify | 3 | 1.00 | 1.07112 | 1.05112 | 1.07262 | ||
| 24 | 2005.04.18 15:20 | modify | 4 | 1.00 | 1.07112 | 1.05112 | 1.07262 | ||
| 25 | 2005.04.18 15:50 | modify | 11 | 1.00 | 1.07062 | 1.05062 | 1.07212 | ||
| 26 | 2005.04.18 15:50 | modify | 12 | 1.00 | 1.07062 | 1.05062 | 1.07212 | ||
| 27 | 2005.04.18 16:20 | buy | 13 | 1.00 | 1.06882 | 0.00000 | 0.00000 | ||
| 4356 | 2005.11.21 22:02 | s/l | 1462 | 1.00 | 1.08750 | 1.08750 | 1.06600 | -1287.34 | 102049.81 |
| 4357 | 2005.11.21 22:02 | close at stop | 1468 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -52152.08 | 49897.73 |
| 4358 | 2005.11.21 22:02 | close at stop | 1467 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -52152.08 | -2254.35 |
| 4359 | 2005.11.21 22:02 | close at stop | 1388 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -51682.71 | -53937.06 |
| 4360 | 2005.11.21 22:02 | close at stop | 1387 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -51682.71 | -105619.78 |
| 4361 | 2005.11.21 22:02 | close at stop | 1382 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -51585.40 | -157205.18 |
| 4362 | 2005.11.21 22:02 | close at stop | 1381 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -51585.40 | -208790.58 |
| 4363 | 2005.11.21 22:02 | close at stop | 1378 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -51418.05 | -260208.63 |
| 4364 | 2005.11.21 22:02 | close at stop | 1377 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -51418.05 | -311626.68 |
| 4365 | 2005.11.21 22:02 | close at stop | 1208 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -51146.29 | -362772.97 |
| 4366 | 2005.11.21 22:02 | close at stop | 1207 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -51146.29 | -413919.27 |
| 4367 | 2005.11.21 22:02 | close at stop | 1174 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -51062.03 | -464981.29 |
| 4368 | 2005.11.21 22:02 | close at stop | 1173 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -51062.03 | -516043.32 |
| 4369 | 2005.11.21 22:02 | close at stop | 1160 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -50970.39 | -567013.71 |
| 4370 | 2005.11.21 22:02 | close at stop | 1159 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -50970.39 | -617984.10 |
| 4371 | 2005.11.21 22:02 | close at stop | 1120 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -50120.16 | -668104.26 |
| 4372 | 2005.11.21 22:02 | close at stop | 1119 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -50120.16 | -718224.41 |
| 4373 | 2005.11.21 22:02 | close at stop | 1118 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -50065.97 | -768290.39 |
| 4374 | 2005.11.21 22:02 | close at stop | 1117 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -50065.97 | -818356.36 |
| 4375 | 2005.11.21 22:02 | close at stop | 602 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -49276.08 | -867632.44 |
| 4376 | 2005.11.21 22:02 | close at stop | 601 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -49276.08 | -916908.51 |
| 4377 | 2005.11.21 22:02 | close at stop | 594 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -49257.71 | -966166.22 |
| 4378 | 2005.11.21 22:02 | close at stop | 593 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -49257.71 | -1015423.93 |
| 4379 | 2005.11.21 22:02 | close at stop | 132 | 1.00 | 1.87981 | 0.00000 | 0.00000 | 52126.41 | -963297.52 |
| 4380 | 2005.11.21 22:02 | close at stop | 131 | 1.00 | 1.87981 | 0.00000 | 0.00000 | 52126.41 | -911171.10 |