Strategy Tester Report
komicom ver2.0 23279097
XMTrading-Demo 3 (Build 1260)
| 通貨ペア | AUDCAD (AUSTRALIAN DOLLAR VS CANADIAN DOLLAR) | ||||
| 期間 | 1時間足(H1) 2005.04.15 05:00 - 2019.09.27 00:00 (2005.04.14 - 2019.09.27) | ||||
| 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 | 88389 | モデルティック数 | 2138486 | モデリング品質 | n/a |
| 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 | 3958987.10 | 総利益 | 9222555.38 | 総損失 | -5263568.28 |
| プロフィットファクタ | 1.75 | 期待利得 | 60.23 | ||
| 絶対ドローダウン | 6985.69 | 最大ドローダウン | 109656.06 (3.29%) | 相対ドローダウン | 27.34% (35212.52) |
| 総取引数 | 65728 | 売りポジション(勝率%） | 32078 (94.88%) | 買いポジション(勝率%） | 33650 (94.57%) |
| 勝率(%) | 62260 (94.72%) | 負率 (%) | 3468 (5.28%) | ||
| 最大 | 勝トレード | 150.34 | 敗トレード | -1700.19 | |
| 平均 | 勝トレード | 148.13 | 敗トレード | -1517.75 | |
| 最大 | 連勝(金額) | 1834 (275237.60) | 連敗(金額) | 20 (-30066.40) | |
| 最大 | 連勝(トレード数) | 275237.60 (1834) | 連敗(トレード数) | -30233.37 (18) | |
| 平均 | 連勝 | 65 | 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 07:45 | buy | 1 | 1.00 | 0.95220 | 0.00000 | 0.00000 | ||
| 2 | 2005.04.15 07:45 | buy | 2 | 1.00 | 0.95220 | 0.00000 | 0.00000 | ||
| 3 | 2005.04.15 07:45 | modify | 1 | 1.00 | 0.95220 | 0.93220 | 0.95420 | ||
| 4 | 2005.04.15 07:45 | modify | 2 | 1.00 | 0.95220 | 0.93220 | 0.95420 | ||
| 5 | 2005.04.15 09:20 | buy | 3 | 1.00 | 0.95032 | 0.00000 | 0.00000 | ||
| 6 | 2005.04.15 09:20 | buy | 4 | 1.00 | 0.95032 | 0.00000 | 0.00000 | ||
| 7 | 2005.04.15 09:20 | modify | 3 | 1.00 | 0.95032 | 0.93032 | 0.95232 | ||
| 8 | 2005.04.15 09:20 | modify | 4 | 1.00 | 0.95032 | 0.93032 | 0.95232 | ||
| 9 | 2005.04.15 09:32 | t/p | 3 | 1.00 | 0.95232 | 0.93032 | 0.95232 | 150.33 | 100150.33 |
| 10 | 2005.04.15 09:32 | t/p | 4 | 1.00 | 0.95232 | 0.93032 | 0.95232 | 150.33 | 100300.66 |
| 11 | 2005.04.15 09:50 | buy | 5 | 1.00 | 0.95062 | 0.00000 | 0.00000 | ||
| 12 | 2005.04.15 09:50 | buy | 6 | 1.00 | 0.95062 | 0.00000 | 0.00000 | ||
| 13 | 2005.04.15 09:50 | modify | 5 | 1.00 | 0.95062 | 0.93062 | 0.95262 | ||
| 14 | 2005.04.15 09:50 | modify | 6 | 1.00 | 0.95062 | 0.93062 | 0.95262 | ||
| 15 | 2005.04.15 10:15 | t/p | 5 | 1.00 | 0.95262 | 0.93062 | 0.95262 | 150.33 | 100450.99 |
| 16 | 2005.04.15 10:15 | t/p | 6 | 1.00 | 0.95262 | 0.93062 | 0.95262 | 150.33 | 100601.32 |
| 17 | 2005.04.15 11:45 | t/p | 1 | 1.00 | 0.95420 | 0.93220 | 0.95420 | 150.33 | 100751.65 |
| 18 | 2005.04.15 11:45 | t/p | 2 | 1.00 | 0.95420 | 0.93220 | 0.95420 | 150.33 | 100901.98 |
| 19 | 2005.04.15 11:50 | sell | 7 | 1.00 | 0.95530 | 0.00000 | 0.00000 | ||
| 20 | 2005.04.15 11:50 | sell | 8 | 1.00 | 0.95530 | 0.00000 | 0.00000 | ||
| 21 | 2005.04.15 11:50 | modify | 7 | 1.00 | 0.95530 | 0.97530 | 0.95330 | ||
| 22 | 2005.04.15 11:50 | modify | 8 | 1.00 | 0.95530 | 0.97530 | 0.95330 | ||
| 23 | 2005.04.15 12:16 | t/p | 7 | 1.00 | 0.95330 | 0.97530 | 0.95330 | 150.29 | 101052.27 |
| 24 | 2005.04.15 12:16 | t/p | 8 | 1.00 | 0.95330 | 0.97530 | 0.95330 | 150.29 | 101202.56 |
| 25 | 2005.04.15 13:20 | sell | 9 | 1.00 | 0.95520 | 0.00000 | 0.00000 | ||
| 26 | 2005.04.15 13:20 | sell | 10 | 1.00 | 0.95520 | 0.00000 | 0.00000 | ||
| 27 | 2005.04.15 13:20 | modify | 9 | 1.00 | 0.95520 | 0.97520 | 0.95320 | ||
| 197160 | 2019.09.25 16:50 | buy | 65726 | 1.00 | 0.89548 | 0.00000 | 0.00000 | ||
| 197161 | 2019.09.25 16:50 | modify | 65725 | 1.00 | 0.89548 | 0.87548 | 0.89748 | ||
| 197162 | 2019.09.25 16:50 | modify | 65726 | 1.00 | 0.89548 | 0.87548 | 0.89748 | ||
| 197163 | 2019.09.26 15:15 | sell | 65727 | 1.00 | 0.89668 | 0.00000 | 0.00000 | ||
| 197164 | 2019.09.26 15:15 | sell | 65728 | 1.00 | 0.89668 | 0.00000 | 0.00000 | ||
| 197165 | 2019.09.26 15:15 | modify | 65727 | 1.00 | 0.89668 | 0.91668 | 0.89468 | ||
| 197166 | 2019.09.26 15:15 | modify | 65728 | 1.00 | 0.89668 | 0.91668 | 0.89468 | ||
| 197167 | 2019.09.26 15:50 | t/p | 65725 | 1.00 | 0.89748 | 0.87548 | 0.89748 | 138.52 | 4065242.61 |
| 197168 | 2019.09.26 15:50 | t/p | 65726 | 1.00 | 0.89748 | 0.87548 | 0.89748 | 138.52 | 4065381.13 |
| 197169 | 2019.09.26 23:59 | close at stop | 65728 | 1.00 | 0.89497 | 0.91668 | 0.89468 | 128.50 | 4065509.63 |
| 197170 | 2019.09.26 23:59 | close at stop | 65727 | 1.00 | 0.89497 | 0.91668 | 0.89468 | 128.50 | 4065638.13 |
| 197171 | 2019.09.26 23:59 | close at stop | 65724 | 1.00 | 0.89495 | 0.87701 | 0.89901 | -166.65 | 4065471.47 |
| 197172 | 2019.09.26 23:59 | close at stop | 65723 | 1.00 | 0.89495 | 0.87701 | 0.89901 | -166.65 | 4065304.82 |
| 197173 | 2019.09.26 23:59 | close at stop | 65722 | 1.00 | 0.89495 | 0.87839 | 0.90039 | -270.38 | 4065034.44 |
| 197174 | 2019.09.26 23:59 | close at stop | 65721 | 1.00 | 0.89495 | 0.87839 | 0.90039 | -270.38 | 4064764.06 |
| 197175 | 2019.09.26 23:59 | close at stop | 65698 | 1.00 | 0.89495 | 0.88219 | 0.90419 | -571.76 | 4064192.29 |
| 197176 | 2019.09.26 23:59 | close at stop | 65697 | 1.00 | 0.89495 | 0.88219 | 0.90419 | -571.76 | 4063620.53 |
| 197177 | 2019.09.26 23:59 | close at stop | 65696 | 1.00 | 0.89495 | 0.88319 | 0.90519 | -646.93 | 4062973.60 |
| 197178 | 2019.09.26 23:59 | close at stop | 65695 | 1.00 | 0.89495 | 0.88319 | 0.90519 | -646.93 | 4062326.67 |
| 197179 | 2019.09.26 23:59 | close at stop | 65694 | 1.00 | 0.89495 | 0.88486 | 0.90686 | -772.45 | 4061554.21 |
| 197180 | 2019.09.26 23:59 | close at stop | 65693 | 1.00 | 0.89495 | 0.88486 | 0.90686 | -772.45 | 4060781.76 |
| 197181 | 2019.09.26 23:59 | close at stop | 65692 | 1.00 | 0.89495 | 0.88697 | 0.90897 | -942.87 | 4059838.90 |
| 197182 | 2019.09.26 23:59 | close at stop | 65691 | 1.00 | 0.89495 | 0.88697 | 0.90897 | -942.87 | 4058896.03 |
| 197183 | 2019.09.26 23:59 | close at stop | 65618 | 1.00 | 0.89497 | 0.91609 | 0.89409 | 45.53 | 4058941.57 |
| 197184 | 2019.09.26 23:59 | close at stop | 65617 | 1.00 | 0.89497 | 0.91609 | 0.89409 | 45.53 | 4058987.10 |