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=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 | 2206821 | 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 | 4244363.17 | 総利益 | 11324988.31 | 総損失 | -7080625.14 |
| プロフィットファクタ | 1.60 | 期待利得 | 75.02 | ||
| 絶対ドローダウン | 16054.50 | 最大ドローダウン | 145229.90 (3.47%) | 相対ドローダウン | 47.11% (80751.65) |
| 総取引数 | 56578 | 売りポジション(勝率%） | 27154 (90.34%) | 買いポジション(勝率%） | 29424 (90.47%) |
| 勝率(%) | 51150 (90.41%) | 負率 (%) | 5428 (9.59%) | ||
| 最大 | 勝トレード | 225.38 | 敗トレード | -1510.74 | |
| 平均 | 勝トレード | 221.41 | 敗トレード | -1304.46 | |
| 最大 | 連勝(金額) | 700 (156960.58) | 連敗(金額) | 44 (-17514.47) | |
| 最大 | 連勝(トレード数) | 156960.58 (700) | 連敗(トレード数) | -31827.19 (24) | |
| 平均 | 連勝 | 46 | 連敗 | 5 | |
| # | 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 | 1.07604 | ||
| 4 | 2005.04.15 06:02 | modify | 2 | 1.00 | 1.07254 | 1.05254 | 1.07604 | ||
| 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 | 1.07462 | ||
| 8 | 2005.04.15 09:37 | modify | 4 | 1.00 | 1.07112 | 1.05112 | 1.07462 | ||
| 9 | 2005.04.15 10:15 | t/p | 3 | 1.00 | 1.07462 | 1.05112 | 1.07462 | 225.26 | 100225.26 |
| 10 | 2005.04.15 10:15 | t/p | 4 | 1.00 | 1.07462 | 1.05112 | 1.07462 | 225.26 | 100450.52 |
| 11 | 2005.04.15 10:20 | sell | 5 | 1.00 | 1.07600 | 0.00000 | 0.00000 | ||
| 12 | 2005.04.15 10:20 | sell | 6 | 1.00 | 1.07600 | 0.00000 | 0.00000 | ||
| 13 | 2005.04.15 10:20 | modify | 5 | 1.00 | 1.07600 | 1.09600 | 1.07250 | ||
| 14 | 2005.04.15 10:20 | modify | 6 | 1.00 | 1.07600 | 1.09600 | 1.07250 | ||
| 15 | 2005.04.15 10:50 | t/p | 5 | 1.00 | 1.07250 | 1.09600 | 1.07250 | 225.35 | 100675.87 |
| 16 | 2005.04.15 10:50 | t/p | 6 | 1.00 | 1.07250 | 1.09600 | 1.07250 | 225.35 | 100901.22 |
| 17 | 2005.04.15 10:52 | buy | 7 | 1.00 | 1.07207 | 0.00000 | 0.00000 | ||
| 18 | 2005.04.15 10:52 | buy | 8 | 1.00 | 1.07207 | 0.00000 | 0.00000 | ||
| 19 | 2005.04.15 10:52 | modify | 7 | 1.00 | 1.07207 | 1.05207 | 1.07557 | ||
| 20 | 2005.04.15 10:52 | modify | 8 | 1.00 | 1.07207 | 1.05207 | 1.07557 | ||
| 21 | 2005.04.15 11:50 | t/p | 7 | 1.00 | 1.07557 | 1.05207 | 1.07557 | 225.26 | 101126.48 |
| 22 | 2005.04.15 11:50 | t/p | 8 | 1.00 | 1.07557 | 1.05207 | 1.07557 | 225.26 | 101351.74 |
| 23 | 2005.04.15 11:50 | sell | 9 | 1.00 | 1.07580 | 0.00000 | 0.00000 | ||
| 24 | 2005.04.15 11:50 | sell | 10 | 1.00 | 1.07580 | 0.00000 | 0.00000 | ||
| 25 | 2005.04.15 11:50 | modify | 9 | 1.00 | 1.07580 | 1.09580 | 1.07230 | ||
| 26 | 2005.04.15 11:50 | modify | 10 | 1.00 | 1.07580 | 1.09580 | 1.07230 | ||
| 27 | 2005.04.15 15:20 | t/p | 1 | 1.00 | 1.07604 | 1.05254 | 1.07604 | 225.26 | 101577.00 |
| 28 | 2005.04.15 15:20 | t/p | 2 | 1.00 | 1.07604 | 1.05254 | 1.07604 | 225.26 | 101802.26 |
| 29 | 2005.04.15 15:50 | buy | 11 | 1.00 | 1.07272 | 0.00000 | 0.00000 | ||
| 169709 | 2020.02.14 03:37 | close at stop | 56546 | 1.00 | 1.04441 | 1.05546 | 1.03196 | -613.05 | 4355357.18 |
| 169710 | 2020.02.14 03:37 | close at stop | 56545 | 1.00 | 1.04441 | 1.05546 | 1.03196 | -613.05 | 4354744.13 |
| 169711 | 2020.02.14 03:37 | close at stop | 56542 | 1.00 | 1.04441 | 1.05485 | 1.03135 | -659.69 | 4354084.44 |
| 169712 | 2020.02.14 03:37 | close at stop | 56541 | 1.00 | 1.04441 | 1.05485 | 1.03135 | -659.69 | 4353424.76 |
| 169713 | 2020.02.14 03:37 | close at stop | 56540 | 1.00 | 1.04441 | 1.05457 | 1.03107 | -680.16 | 4352744.60 |
| 169714 | 2020.02.14 03:37 | close at stop | 56539 | 1.00 | 1.04441 | 1.05457 | 1.03107 | -680.16 | 4352064.43 |
| 169715 | 2020.02.14 03:37 | close at stop | 56488 | 1.00 | 1.04441 | 1.05385 | 1.03035 | -768.28 | 4351296.15 |
| 169716 | 2020.02.14 03:37 | close at stop | 56487 | 1.00 | 1.04441 | 1.05385 | 1.03035 | -768.28 | 4350527.87 |
| 169717 | 2020.02.14 03:37 | close at stop | 56452 | 1.00 | 1.04439 | 1.02334 | 1.04684 | -103.31 | 4350424.55 |
| 169718 | 2020.02.14 03:37 | close at stop | 56451 | 1.00 | 1.04439 | 1.02334 | 1.04684 | -103.31 | 4350321.24 |
| 169719 | 2020.02.14 03:37 | close at stop | 56424 | 1.00 | 1.04439 | 1.02297 | 1.04647 | -104.36 | 4350216.88 |
| 169720 | 2020.02.14 03:37 | close at stop | 56423 | 1.00 | 1.04439 | 1.02297 | 1.04647 | -104.36 | 4350112.52 |
| 169721 | 2020.02.14 03:37 | close at stop | 56422 | 1.00 | 1.04439 | 1.02471 | 1.04821 | -216.33 | 4349896.19 |
| 169722 | 2020.02.14 03:37 | close at stop | 56421 | 1.00 | 1.04439 | 1.02471 | 1.04821 | -216.33 | 4349679.85 |
| 169723 | 2020.02.14 03:37 | close at stop | 56394 | 1.00 | 1.04439 | 1.02511 | 1.04861 | -266.93 | 4349412.93 |
| 169724 | 2020.02.14 03:37 | close at stop | 56393 | 1.00 | 1.04439 | 1.02511 | 1.04861 | -266.93 | 4349146.00 |
| 169725 | 2020.02.14 03:37 | close at stop | 56392 | 1.00 | 1.04439 | 1.02666 | 1.05016 | -366.67 | 4348779.33 |
| 169726 | 2020.02.14 03:37 | close at stop | 56391 | 1.00 | 1.04439 | 1.02666 | 1.05016 | -366.67 | 4348412.67 |
| 169727 | 2020.02.14 03:37 | close at stop | 56390 | 1.00 | 1.04439 | 1.02702 | 1.05052 | -399.16 | 4348013.51 |
| 169728 | 2020.02.14 03:37 | close at stop | 56389 | 1.00 | 1.04439 | 1.02702 | 1.05052 | -399.16 | 4347614.35 |
| 169729 | 2020.02.14 03:37 | close at stop | 56388 | 1.00 | 1.04439 | 1.02877 | 1.05227 | -511.77 | 4347102.58 |
| 169730 | 2020.02.14 03:37 | close at stop | 56387 | 1.00 | 1.04439 | 1.02877 | 1.05227 | -511.77 | 4346590.81 |
| 169731 | 2020.02.14 03:37 | close at stop | 56380 | 1.00 | 1.04439 | 1.02855 | 1.05205 | -503.82 | 4346086.99 |
| 169732 | 2020.02.14 03:37 | close at stop | 56379 | 1.00 | 1.04439 | 1.02855 | 1.05205 | -503.82 | 4345583.17 |
| 169733 | 2020.02.14 03:37 | close at stop | 56378 | 1.00 | 1.04439 | 1.03020 | 1.05370 | -610.00 | 4344973.17 |
| 169734 | 2020.02.14 03:37 | close at stop | 56377 | 1.00 | 1.04439 | 1.03020 | 1.05370 | -610.00 | 4344363.17 |