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=20; 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 | 2206809 | 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 | -174324.59 | 総利益 | 396244.62 | 総損失 | -570569.20 |
| プロフィットファクタ | 0.69 | 期待利得 | -105.52 | ||
| 絶対ドローダウン | 174324.59 | 最大ドローダウン | 215126.24 (152.79%) | 相対ドローダウン | 152.79% (215126.24) |
| 総取引数 | 1652 | 売りポジション(勝率%） | 898 (91.54%) | 買いポジション(勝率%） | 754 (92.57%) |
| 勝率(%) | 1520 (92.01%) | 負率 (%) | 132 (7.99%) | ||
| 最大 | 勝トレード | 52509.83 | 敗トレード | -51152.63 | |
| 平均 | 勝トレード | 260.69 | 敗トレード | -4322.49 | |
| 最大 | 連勝(金額) | 254 (30904.58) | 連敗(金額) | 10 (-13504.39) | |
| 最大 | 連勝(トレード数) | 209942.59 (4) | 連敗(トレード数) | -408617.32 (8) | |
| 平均 | 連勝 | 41 | 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 06:07 | modify | 1 | 1.00 | 1.07254 | 1.05254 | 1.07454 | ||
| 4 | 2005.04.15 06:07 | modify | 2 | 1.00 | 1.07254 | 1.05254 | 1.07454 | ||
| 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 10:15 | t/p | 1 | 1.00 | 1.07454 | 1.05254 | 1.07454 | 128.69 | 100128.69 |
| 8 | 2005.04.15 10:15 | t/p | 2 | 1.00 | 1.07454 | 1.05254 | 1.07454 | 128.69 | 100257.38 |
| 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 | 2005.04.15 15:20 | modify | 5 | 1.00 | 1.07600 | 1.09600 | 1.07400 | ||
| 14 | 2005.04.15 15:20 | modify | 6 | 1.00 | 1.07600 | 1.09600 | 1.07400 | ||
| 15 | 2005.04.15 15:45 | t/p | 5 | 1.00 | 1.07400 | 1.09600 | 1.07400 | 128.74 | 100386.12 |
| 16 | 2005.04.15 15:45 | t/p | 6 | 1.00 | 1.07400 | 1.09600 | 1.07400 | 128.74 | 100514.86 |
| 17 | 2005.04.15 17:20 | sell | 9 | 1.00 | 1.07610 | 0.00000 | 0.00000 | ||
| 18 | 2005.04.15 17:20 | sell | 10 | 1.00 | 1.07610 | 0.00000 | 0.00000 | ||
| 19 | 2005.04.18 02:50 | sell | 11 | 1.00 | 1.07380 | 0.00000 | 0.00000 | ||
| 20 | 2005.04.18 02:50 | sell | 12 | 1.00 | 1.07380 | 0.00000 | 0.00000 | ||
| 21 | 2005.04.18 03:07 | modify | 11 | 1.00 | 1.07380 | 1.09380 | 1.07180 | ||
| 22 | 2005.04.18 03:07 | modify | 12 | 1.00 | 1.07380 | 1.09380 | 1.07180 | ||
| 23 | 2005.04.18 03:50 | t/p | 11 | 1.00 | 1.07180 | 1.09380 | 1.07180 | 128.74 | 100643.60 |
| 24 | 2005.04.18 03:50 | t/p | 12 | 1.00 | 1.07180 | 1.09380 | 1.07180 | 128.74 | 100772.34 |
| 25 | 2005.04.18 04:02 | modify | 7 | 1.00 | 1.07122 | 1.05122 | 1.07322 | ||
| 26 | 2005.04.18 04:02 | modify | 8 | 1.00 | 1.07122 | 1.05122 | 1.07322 | ||
| 27 | 2005.04.18 04:07 | modify | 3 | 1.00 | 1.07112 | 1.05112 | 1.07312 | ||
| 28 | 2005.04.18 04:07 | modify | 4 | 1.00 | 1.07112 | 1.05112 | 1.07312 | ||
| 4919 | 2005.11.21 22:02 | t/p | 1555 | 1.00 | 1.07762 | 1.05562 | 1.07762 | 88.30 | 134203.14 |
| 4920 | 2005.11.21 22:02 | t/p | 1556 | 1.00 | 1.07762 | 1.05562 | 1.07762 | 88.30 | 134291.44 |
| 4921 | 2005.11.21 22:02 | t/p | 1569 | 1.00 | 1.07382 | 1.05182 | 1.07382 | 91.42 | 134382.86 |
| 4922 | 2005.11.21 22:02 | t/p | 1570 | 1.00 | 1.07382 | 1.05182 | 1.07382 | 91.42 | 134474.28 |
| 4923 | 2005.11.21 22:02 | s/l | 1589 | 1.00 | 1.08500 | 1.08500 | 1.06300 | -1307.16 | 133167.12 |
| 4924 | 2005.11.21 22:02 | s/l | 1590 | 1.00 | 1.08500 | 1.08500 | 1.06300 | -1307.16 | 131859.96 |
| 4925 | 2005.11.21 22:02 | t/p | 1609 | 1.00 | 1.07142 | 1.04942 | 1.07142 | 110.05 | 131970.01 |
| 4926 | 2005.11.21 22:02 | t/p | 1610 | 1.00 | 1.07142 | 1.04942 | 1.07142 | 110.05 | 132080.06 |
| 4927 | 2005.11.21 22:02 | s/l | 1643 | 1.00 | 1.08780 | 1.08780 | 1.06580 | -1289.96 | 130790.10 |
| 4928 | 2005.11.21 22:02 | s/l | 1644 | 1.00 | 1.08780 | 1.08780 | 1.06580 | -1289.96 | 129500.15 |
| 4929 | 2005.11.21 22:02 | s/l | 1647 | 1.00 | 1.08810 | 1.08810 | 1.06610 | -1287.50 | 128212.65 |
| 4930 | 2005.11.21 22:02 | s/l | 1648 | 1.00 | 1.08810 | 1.08810 | 1.06610 | -1287.50 | 126925.15 |
| 4931 | 2005.11.21 22:02 | s/l | 1651 | 1.00 | 1.08960 | 1.08960 | 1.06760 | -1287.50 | 125637.65 |
| 4932 | 2005.11.21 22:02 | s/l | 1652 | 1.00 | 1.08960 | 1.08960 | 1.06760 | -1287.50 | 124350.15 |
| 4933 | 2005.11.21 22:02 | close at stop | 1646 | 1.00 | 1.87981 | 0.00000 | 0.00000 | 52461.46 | 176811.61 |
| 4934 | 2005.11.21 22:02 | close at stop | 1645 | 1.00 | 1.87981 | 0.00000 | 0.00000 | 52461.46 | 229273.07 |
| 4935 | 2005.11.21 22:02 | close at stop | 1642 | 1.00 | 1.87981 | 0.00000 | 0.00000 | 52509.83 | 281782.90 |
| 4936 | 2005.11.21 22:02 | close at stop | 1641 | 1.00 | 1.87981 | 0.00000 | 0.00000 | 52509.83 | 334292.73 |
| 4937 | 2005.11.21 22:02 | close at stop | 1364 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -51152.63 | 283140.10 |
| 4938 | 2005.11.21 22:02 | close at stop | 1363 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -51152.63 | 231987.47 |
| 4939 | 2005.11.21 22:02 | close at stop | 1338 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -51110.96 | 180876.51 |
| 4940 | 2005.11.21 22:02 | close at stop | 1337 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -51110.96 | 129765.55 |
| 4941 | 2005.11.21 22:02 | close at stop | 1326 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -51068.36 | 78697.19 |
| 4942 | 2005.11.21 22:02 | close at stop | 1325 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -51068.36 | 27628.83 |
| 4943 | 2005.11.21 22:02 | close at stop | 1312 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -50976.71 | -23347.88 |
| 4944 | 2005.11.21 22:02 | close at stop | 1311 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -50976.71 | -74324.59 |