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=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 | 2206819 | 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 | 4765740.81 | 総利益 | 11072529.60 | 総損失 | -6306788.79 |
| プロフィットファクタ | 1.76 | 期待利得 | 75.52 | ||
| 絶対ドローダウン | 14250.17 | 最大ドローダウン | 115215.45 (2.47%) | 相対ドローダウン | 37.68% (67877.48) |
| 総取引数 | 63108 | 売りポジション(勝率%） | 30760 (92.22%) | 買いポジション(勝率%） | 32348 (92.44%) |
| 勝率(%) | 58272 (92.34%) | 負率 (%) | 4836 (7.66%) | ||
| 最大 | 勝トレード | 193.16 | 敗トレード | -1504.53 | |
| 平均 | 勝トレード | 190.01 | 敗トレード | -1304.13 | |
| 最大 | 連勝(金額) | 732 (138823.77) | 連敗(金額) | 34 (-13357.06) | |
| 最大 | 連勝(トレード数) | 139709.32 (724) | 連敗(トレード数) | -31688.27 (24) | |
| 平均 | 連勝 | 51 | 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 06:02 | modify | 1 | 1.00 | 1.07254 | 1.05254 | 1.07554 | ||
| 4 | 2005.04.15 06:02 | modify | 2 | 1.00 | 1.07254 | 1.05254 | 1.07554 | ||
| 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 09:37 | modify | 3 | 1.00 | 1.07112 | 1.05112 | 1.07412 | ||
| 8 | 2005.04.15 09:37 | modify | 4 | 1.00 | 1.07112 | 1.05112 | 1.07412 | ||
| 9 | 2005.04.15 10:10 | t/p | 3 | 1.00 | 1.07412 | 1.05112 | 1.07412 | 193.03 | 100193.03 |
| 10 | 2005.04.15 10:10 | t/p | 4 | 1.00 | 1.07412 | 1.05112 | 1.07412 | 193.03 | 100386.06 |
| 11 | 2005.04.15 10:20 | t/p | 1 | 1.00 | 1.07554 | 1.05254 | 1.07554 | 193.03 | 100579.09 |
| 12 | 2005.04.15 10:20 | t/p | 2 | 1.00 | 1.07554 | 1.05254 | 1.07554 | 193.03 | 100772.12 |
| 13 | 2005.04.15 10:20 | sell | 5 | 1.00 | 1.07600 | 0.00000 | 0.00000 | ||
| 14 | 2005.04.15 10:20 | sell | 6 | 1.00 | 1.07600 | 0.00000 | 0.00000 | ||
| 15 | 2005.04.15 10:20 | modify | 5 | 1.00 | 1.07600 | 1.09600 | 1.07300 | ||
| 16 | 2005.04.15 10:20 | modify | 6 | 1.00 | 1.07600 | 1.09600 | 1.07300 | ||
| 17 | 2005.04.15 10:45 | t/p | 5 | 1.00 | 1.07300 | 1.09600 | 1.07300 | 193.12 | 100965.24 |
| 18 | 2005.04.15 10:45 | t/p | 6 | 1.00 | 1.07300 | 1.09600 | 1.07300 | 193.12 | 101158.36 |
| 19 | 2005.04.15 10:50 | buy | 7 | 1.00 | 1.07122 | 0.00000 | 0.00000 | ||
| 20 | 2005.04.15 10:50 | buy | 8 | 1.00 | 1.07122 | 0.00000 | 0.00000 | ||
| 21 | 2005.04.15 10:50 | modify | 7 | 1.00 | 1.07122 | 1.05122 | 1.07422 | ||
| 22 | 2005.04.15 10:50 | modify | 8 | 1.00 | 1.07122 | 1.05122 | 1.07422 | ||
| 23 | 2005.04.15 10:52 | buy | 9 | 1.00 | 1.07207 | 0.00000 | 0.00000 | ||
| 24 | 2005.04.15 10:52 | buy | 10 | 1.00 | 1.07207 | 0.00000 | 0.00000 | ||
| 25 | 2005.04.15 10:52 | modify | 9 | 1.00 | 1.07207 | 1.05207 | 1.07507 | ||
| 26 | 2005.04.15 10:52 | modify | 10 | 1.00 | 1.07207 | 1.05207 | 1.07507 | ||
| 27 | 2005.04.15 10:59 | t/p | 7 | 1.00 | 1.07422 | 1.05122 | 1.07422 | 193.04 | 101351.40 |
| 189299 | 2020.02.14 03:30 | close at stop | 63088 | 1.00 | 1.04444 | 1.05909 | 1.03609 | -371.48 | 4877266.11 |
| 189300 | 2020.02.14 03:30 | close at stop | 63087 | 1.00 | 1.04444 | 1.05909 | 1.03609 | -371.48 | 4876894.64 |
| 189301 | 2020.02.14 03:30 | close at stop | 63084 | 1.00 | 1.04444 | 1.05927 | 1.03627 | -362.34 | 4876532.29 |
| 189302 | 2020.02.14 03:30 | close at stop | 63083 | 1.00 | 1.04444 | 1.05927 | 1.03627 | -362.34 | 4876169.95 |
| 189303 | 2020.02.14 03:30 | close at stop | 63082 | 1.00 | 1.04444 | 1.05692 | 1.03392 | -513.64 | 4875656.31 |
| 189304 | 2020.02.14 03:30 | close at stop | 63081 | 1.00 | 1.04444 | 1.05692 | 1.03392 | -513.64 | 4875142.66 |
| 189305 | 2020.02.14 03:30 | close at stop | 63080 | 1.00 | 1.04444 | 1.05653 | 1.03353 | -541.21 | 4874601.45 |
| 189306 | 2020.02.14 03:30 | close at stop | 63079 | 1.00 | 1.04444 | 1.05653 | 1.03353 | -541.21 | 4874060.24 |
| 189307 | 2020.02.14 03:30 | close at stop | 63076 | 1.00 | 1.04444 | 1.05529 | 1.03229 | -625.96 | 4873434.28 |
| 189308 | 2020.02.14 03:30 | close at stop | 63075 | 1.00 | 1.04444 | 1.05529 | 1.03229 | -625.96 | 4872808.33 |
| 189309 | 2020.02.14 03:30 | close at stop | 63072 | 1.00 | 1.04444 | 1.05485 | 1.03185 | -661.66 | 4872146.67 |
| 189310 | 2020.02.14 03:30 | close at stop | 63071 | 1.00 | 1.04444 | 1.05485 | 1.03185 | -661.66 | 4871485.02 |
| 189311 | 2020.02.14 03:30 | close at stop | 63070 | 1.00 | 1.04444 | 1.05457 | 1.03157 | -682.13 | 4870802.88 |
| 189312 | 2020.02.14 03:30 | close at stop | 63069 | 1.00 | 1.04444 | 1.05457 | 1.03157 | -682.13 | 4870120.75 |
| 189313 | 2020.02.14 03:30 | close at stop | 62980 | 1.00 | 1.04442 | 1.02303 | 1.04603 | -81.43 | 4870039.32 |
| 189314 | 2020.02.14 03:30 | close at stop | 62979 | 1.00 | 1.04442 | 1.02303 | 1.04603 | -81.43 | 4869957.88 |
| 189315 | 2020.02.14 03:30 | close at stop | 62946 | 1.00 | 1.04442 | 1.02485 | 1.04785 | -223.42 | 4869734.46 |
| 189316 | 2020.02.14 03:30 | close at stop | 62945 | 1.00 | 1.04442 | 1.02485 | 1.04785 | -223.42 | 4869511.04 |
| 189317 | 2020.02.14 03:30 | close at stop | 62916 | 1.00 | 1.04442 | 1.02666 | 1.04966 | -364.76 | 4869146.28 |
| 189318 | 2020.02.14 03:30 | close at stop | 62915 | 1.00 | 1.04442 | 1.02666 | 1.04966 | -364.76 | 4868781.53 |
| 189319 | 2020.02.14 03:30 | close at stop | 62914 | 1.00 | 1.04442 | 1.02702 | 1.05002 | -397.25 | 4868384.28 |
| 189320 | 2020.02.14 03:30 | close at stop | 62913 | 1.00 | 1.04442 | 1.02702 | 1.05002 | -397.25 | 4867987.03 |
| 189321 | 2020.02.14 03:30 | close at stop | 62912 | 1.00 | 1.04442 | 1.02877 | 1.05177 | -509.86 | 4867477.17 |
| 189322 | 2020.02.14 03:30 | close at stop | 62911 | 1.00 | 1.04442 | 1.02877 | 1.05177 | -509.86 | 4866967.31 |
| 189323 | 2020.02.14 03:30 | close at stop | 62902 | 1.00 | 1.04442 | 1.03028 | 1.05328 | -613.25 | 4866354.06 |
| 189324 | 2020.02.14 03:30 | close at stop | 62901 | 1.00 | 1.04442 | 1.03028 | 1.05328 | -613.25 | 4865740.81 |