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 23:00 | ||||
| モデル | 全ティック (利用可能な最小時間枠による最も正確な方法) | ||||
| 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 | 90733 | モデルティック数 | 216228509 | モデリング品質 | 89.90% |
| 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 | 5711319.26 | 総利益 | 12780414.28 | 総損失 | -7069095.03 |
| プロフィットファクタ | 1.81 | 期待利得 | 78.64 | ||
| 絶対ドローダウン | 11425.84 | 最大ドローダウン | 291737.26 (4.87%) | 相対ドローダウン | 46.18% (75990.04) |
| 総取引数 | 72624 | 売りポジション(勝率%） | 33808 (92.16%) | 買いポジション(勝率%） | 38816 (92.86%) |
| 勝率(%) | 67200 (92.53%) | 負率 (%) | 5424 (7.47%) | ||
| 最大 | 勝トレード | 193.09 | 敗トレード | -1523.11 | |
| 平均 | 勝トレード | 190.18 | 敗トレード | -1303.30 | |
| 最大 | 連勝(金額) | 1438 (277157.73) | 連敗(金額) | 40 (-16449.28) | |
| 最大 | 連勝(トレード数) | 277157.73 (1438) | 連敗(トレード数) | -38586.00 (30) | |
| 平均 | 連勝 | 57 | 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 06:06 | buy | 1 | 1.00 | 1.07271 | 0.00000 | 0.00000 | ||
| 2 | 2005.04.15 06:06 | buy | 2 | 1.00 | 1.07271 | 0.00000 | 0.00000 | ||
| 3 | 2005.04.15 06:06 | modify | 1 | 1.00 | 1.07271 | 1.05271 | 1.07571 | ||
| 4 | 2005.04.15 06:06 | modify | 2 | 1.00 | 1.07271 | 1.05271 | 1.07571 | ||
| 5 | 2005.04.15 09:32 | buy | 3 | 1.00 | 1.07112 | 0.00000 | 0.00000 | ||
| 6 | 2005.04.15 09:32 | buy | 4 | 1.00 | 1.07112 | 0.00000 | 0.00000 | ||
| 7 | 2005.04.15 09:32 | modify | 3 | 1.00 | 1.07112 | 1.05112 | 1.07412 | ||
| 8 | 2005.04.15 09:32 | modify | 4 | 1.00 | 1.07112 | 1.05112 | 1.07412 | ||
| 9 | 2005.04.15 10:00 | t/p | 3 | 1.00 | 1.07412 | 1.05112 | 1.07412 | 192.93 | 100192.93 |
| 10 | 2005.04.15 10:00 | t/p | 4 | 1.00 | 1.07412 | 1.05112 | 1.07412 | 192.93 | 100385.86 |
| 11 | 2005.04.15 10:29 | t/p | 1 | 1.00 | 1.07571 | 1.05271 | 1.07571 | 192.93 | 100578.79 |
| 12 | 2005.04.15 10:29 | t/p | 2 | 1.00 | 1.07571 | 1.05271 | 1.07571 | 192.93 | 100771.72 |
| 13 | 2005.04.15 10:29 | sell | 5 | 1.00 | 1.07600 | 0.00000 | 0.00000 | ||
| 14 | 2005.04.15 10:29 | sell | 6 | 1.00 | 1.07600 | 0.00000 | 0.00000 | ||
| 15 | 2005.04.15 10:29 | modify | 5 | 1.00 | 1.07600 | 1.09600 | 1.07300 | ||
| 16 | 2005.04.15 10:29 | modify | 6 | 1.00 | 1.07600 | 1.09600 | 1.07300 | ||
| 17 | 2005.04.15 10:53 | t/p | 5 | 1.00 | 1.07300 | 1.09600 | 1.07300 | 193.08 | 100964.80 |
| 18 | 2005.04.15 10:53 | t/p | 6 | 1.00 | 1.07300 | 1.09600 | 1.07300 | 193.08 | 101157.88 |
| 19 | 2005.04.15 10:53 | buy | 7 | 1.00 | 1.07264 | 0.00000 | 0.00000 | ||
| 20 | 2005.04.15 10:53 | buy | 8 | 1.00 | 1.07264 | 0.00000 | 0.00000 | ||
| 21 | 2005.04.15 10:53 | modify | 7 | 1.00 | 1.07264 | 1.05264 | 1.07564 | ||
| 22 | 2005.04.15 10:53 | modify | 8 | 1.00 | 1.07264 | 1.05264 | 1.07564 | ||
| 23 | 2005.04.15 10:53 | buy | 9 | 1.00 | 1.07122 | 0.00000 | 0.00000 | ||
| 24 | 2005.04.15 10:53 | buy | 10 | 1.00 | 1.07122 | 0.00000 | 0.00000 | ||
| 25 | 2005.04.15 10:53 | modify | 9 | 1.00 | 1.07122 | 1.05122 | 1.07422 | ||
| 26 | 2005.04.15 10:53 | modify | 10 | 1.00 | 1.07122 | 1.05122 | 1.07422 | ||
| 27 | 2005.04.15 10:54 | t/p | 9 | 1.00 | 1.07422 | 1.05122 | 1.07422 | 192.93 | 101350.81 |
| 28 | 2005.04.15 10:54 | t/p | 10 | 1.00 | 1.07422 | 1.05122 | 1.07422 | 192.93 | 101543.74 |
| 29 | 2005.04.15 11:59 | t/p | 7 | 1.00 | 1.07564 | 1.05264 | 1.07564 | 192.93 | 101736.67 |
| 217848 | 2020.02.14 23:56 | close at stop | 72593 | 1.00 | 1.04290 | 1.05521 | 1.03221 | -525.55 | 5823288.26 |
| 217849 | 2020.02.14 23:56 | close at stop | 72590 | 1.00 | 1.04290 | 1.05410 | 1.03110 | -603.13 | 5822685.14 |
| 217850 | 2020.02.14 23:56 | close at stop | 72589 | 1.00 | 1.04290 | 1.05410 | 1.03110 | -603.13 | 5822082.01 |
| 217851 | 2020.02.14 23:56 | close at stop | 72588 | 1.00 | 1.04290 | 1.05447 | 1.03147 | -581.35 | 5821500.66 |
| 217852 | 2020.02.14 23:56 | close at stop | 72587 | 1.00 | 1.04290 | 1.05447 | 1.03147 | -581.35 | 5820919.31 |
| 217853 | 2020.02.14 23:56 | close at stop | 72498 | 1.00 | 1.04288 | 1.02317 | 1.04617 | -213.13 | 5820706.18 |
| 217854 | 2020.02.14 23:56 | close at stop | 72497 | 1.00 | 1.04288 | 1.02317 | 1.04617 | -213.13 | 5820493.05 |
| 217855 | 2020.02.14 23:56 | close at stop | 72470 | 1.00 | 1.04288 | 1.02352 | 1.04652 | -263.93 | 5820229.12 |
| 217856 | 2020.02.14 23:56 | close at stop | 72469 | 1.00 | 1.04288 | 1.02352 | 1.04652 | -263.93 | 5819965.19 |
| 217857 | 2020.02.14 23:56 | close at stop | 72468 | 1.00 | 1.04288 | 1.02501 | 1.04801 | -359.75 | 5819605.45 |
| 217858 | 2020.02.14 23:56 | close at stop | 72467 | 1.00 | 1.04288 | 1.02501 | 1.04801 | -359.75 | 5819245.70 |
| 217859 | 2020.02.14 23:56 | close at stop | 72466 | 1.00 | 1.04288 | 1.02652 | 1.04952 | -456.86 | 5818788.84 |
| 217860 | 2020.02.14 23:56 | close at stop | 72465 | 1.00 | 1.04288 | 1.02652 | 1.04952 | -456.86 | 5818331.98 |
| 217861 | 2020.02.14 23:56 | close at stop | 72438 | 1.00 | 1.04288 | 1.02591 | 1.04891 | -445.92 | 5817886.07 |
| 217862 | 2020.02.14 23:56 | close at stop | 72437 | 1.00 | 1.04288 | 1.02591 | 1.04891 | -445.92 | 5817440.15 |
| 217863 | 2020.02.14 23:56 | close at stop | 72436 | 1.00 | 1.04288 | 1.02740 | 1.05040 | -541.74 | 5816898.41 |
| 217864 | 2020.02.14 23:56 | close at stop | 72435 | 1.00 | 1.04288 | 1.02740 | 1.05040 | -541.74 | 5816356.68 |
| 217865 | 2020.02.14 23:56 | close at stop | 72434 | 1.00 | 1.04288 | 1.02681 | 1.04981 | -514.40 | 5815842.27 |
| 217866 | 2020.02.14 23:56 | close at stop | 72433 | 1.00 | 1.04288 | 1.02681 | 1.04981 | -514.40 | 5815327.87 |
| 217867 | 2020.02.14 23:56 | close at stop | 72432 | 1.00 | 1.04288 | 1.02829 | 1.05129 | -609.58 | 5814718.29 |
| 217868 | 2020.02.14 23:56 | close at stop | 72431 | 1.00 | 1.04288 | 1.02829 | 1.05129 | -609.58 | 5814108.70 |
| 217869 | 2020.02.14 23:56 | close at stop | 72424 | 1.00 | 1.04288 | 1.02879 | 1.05179 | -648.81 | 5813459.90 |
| 217870 | 2020.02.14 23:56 | close at stop | 72423 | 1.00 | 1.04288 | 1.02879 | 1.05179 | -648.81 | 5812811.09 |
| 217871 | 2020.02.14 23:56 | close at stop | 72422 | 1.00 | 1.04288 | 1.03030 | 1.05330 | -745.92 | 5812065.17 |
| 217872 | 2020.02.14 23:56 | close at stop | 72421 | 1.00 | 1.04288 | 1.03030 | 1.05330 | -745.92 | 5811319.26 |