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=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 | 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 | 3689061.73 | 総利益 | 10393910.84 | 総損失 | -6704849.12 |
| プロフィットファクタ | 1.55 | 期待利得 | 71.89 | ||
| 絶対ドローダウン | 23450.90 | 最大ドローダウン | 115121.90 (3.80%) | 相対ドローダウン | 36.79% (44560.31) |
| 総取引数 | 51312 | 売りポジション(勝率%） | 25138 (91.63%) | 買いポジション(勝率%） | 26174 (91.21%) |
| 勝率(%) | 46908 (91.42%) | 負率 (%) | 4404 (8.58%) | ||
| 最大 | 勝トレード | 225.50 | 敗トレード | -1700.19 | |
| 平均 | 勝トレード | 221.58 | 敗トレード | -1522.45 | |
| 最大 | 連勝(金額) | 1370 (308205.88) | 連敗(金額) | 30 (-45707.11) | |
| 最大 | 連勝(トレード数) | 308205.88 (1370) | 連敗(トレード数) | -45707.11 (30) | |
| 平均 | 連勝 | 50 | 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 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 | 0.95520 | ||
| 4 | 2005.04.15 07:45 | modify | 2 | 1.00 | 0.95220 | 0.93220 | 0.95520 | ||
| 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 | 0.95332 | ||
| 8 | 2005.04.15 09:20 | modify | 4 | 1.00 | 0.95032 | 0.93032 | 0.95332 | ||
| 9 | 2005.04.15 10:20 | t/p | 3 | 1.00 | 0.95332 | 0.93032 | 0.95332 | 225.49 | 100225.49 |
| 10 | 2005.04.15 10:20 | t/p | 4 | 1.00 | 0.95332 | 0.93032 | 0.95332 | 225.49 | 100450.98 |
| 11 | 2005.04.15 11:50 | t/p | 1 | 1.00 | 0.95520 | 0.93220 | 0.95520 | 225.50 | 100676.48 |
| 12 | 2005.04.15 11:50 | t/p | 2 | 1.00 | 0.95520 | 0.93220 | 0.95520 | 225.50 | 100901.98 |
| 13 | 2005.04.15 11:50 | sell | 5 | 1.00 | 0.95530 | 0.00000 | 0.00000 | ||
| 14 | 2005.04.15 11:50 | sell | 6 | 1.00 | 0.95530 | 0.00000 | 0.00000 | ||
| 15 | 2005.04.15 11:50 | modify | 5 | 1.00 | 0.95530 | 0.97530 | 0.95230 | ||
| 16 | 2005.04.15 11:50 | modify | 6 | 1.00 | 0.95530 | 0.97530 | 0.95230 | ||
| 17 | 2005.04.15 15:15 | sell | 7 | 1.00 | 0.95709 | 0.00000 | 0.00000 | ||
| 18 | 2005.04.15 15:15 | sell | 8 | 1.00 | 0.95709 | 0.00000 | 0.00000 | ||
| 19 | 2005.04.15 15:15 | modify | 7 | 1.00 | 0.95709 | 0.97709 | 0.95409 | ||
| 20 | 2005.04.15 15:15 | modify | 8 | 1.00 | 0.95709 | 0.97709 | 0.95409 | ||
| 21 | 2005.04.15 21:25 | sell | 9 | 1.00 | 0.95840 | 0.00000 | 0.00000 | ||
| 22 | 2005.04.15 21:25 | sell | 10 | 1.00 | 0.95840 | 0.00000 | 0.00000 | ||
| 23 | 2005.04.15 21:25 | modify | 9 | 1.00 | 0.95840 | 0.97840 | 0.95540 | ||
| 24 | 2005.04.15 21:25 | modify | 10 | 1.00 | 0.95840 | 0.97840 | 0.95540 | ||
| 25 | 2005.04.18 03:40 | t/p | 9 | 1.00 | 0.95540 | 0.97840 | 0.95540 | 223.89 | 101125.87 |
| 153911 | 2019.09.25 20:02 | t/p | 51225 | 1.00 | 0.89511 | 0.91811 | 0.89511 | 191.44 | 3796368.36 |
| 153912 | 2019.09.25 20:02 | t/p | 51226 | 1.00 | 0.89511 | 0.91811 | 0.89511 | 191.44 | 3796559.80 |
| 153913 | 2019.09.26 15:15 | sell | 51311 | 1.00 | 0.89668 | 0.00000 | 0.00000 | ||
| 153914 | 2019.09.26 15:15 | sell | 51312 | 1.00 | 0.89668 | 0.00000 | 0.00000 | ||
| 153915 | 2019.09.26 15:15 | modify | 51311 | 1.00 | 0.89668 | 0.91668 | 0.89368 | ||
| 153916 | 2019.09.26 15:15 | modify | 51312 | 1.00 | 0.89668 | 0.91668 | 0.89368 | ||
| 153917 | 2019.09.26 23:59 | close at stop | 51312 | 1.00 | 0.89497 | 0.91668 | 0.89368 | 128.50 | 3796688.30 |
| 153918 | 2019.09.26 23:59 | close at stop | 51311 | 1.00 | 0.89497 | 0.91668 | 0.89368 | 128.50 | 3796816.80 |
| 153919 | 2019.09.26 23:59 | close at stop | 51310 | 1.00 | 0.89495 | 0.87548 | 0.89848 | -51.65 | 3796765.15 |
| 153920 | 2019.09.26 23:59 | close at stop | 51309 | 1.00 | 0.89495 | 0.87548 | 0.89848 | -51.65 | 3796713.50 |
| 153921 | 2019.09.26 23:59 | close at stop | 51308 | 1.00 | 0.89495 | 0.87711 | 0.90011 | -174.17 | 3796539.32 |
| 153922 | 2019.09.26 23:59 | close at stop | 51307 | 1.00 | 0.89495 | 0.87711 | 0.90011 | -174.17 | 3796365.15 |
| 153923 | 2019.09.26 23:59 | close at stop | 51306 | 1.00 | 0.89495 | 0.87839 | 0.90139 | -270.38 | 3796094.77 |
| 153924 | 2019.09.26 23:59 | close at stop | 51305 | 1.00 | 0.89495 | 0.87839 | 0.90139 | -270.38 | 3795824.39 |
| 153925 | 2019.09.26 23:59 | close at stop | 51288 | 1.00 | 0.89495 | 0.88081 | 0.90381 | -468.03 | 3795356.35 |
| 153926 | 2019.09.26 23:59 | close at stop | 51287 | 1.00 | 0.89495 | 0.88081 | 0.90381 | -468.03 | 3794888.32 |
| 153927 | 2019.09.26 23:59 | close at stop | 51286 | 1.00 | 0.89495 | 0.88219 | 0.90519 | -571.76 | 3794316.56 |
| 153928 | 2019.09.26 23:59 | close at stop | 51285 | 1.00 | 0.89495 | 0.88219 | 0.90519 | -571.76 | 3793744.80 |
| 153929 | 2019.09.26 23:59 | close at stop | 51284 | 1.00 | 0.89495 | 0.88319 | 0.90619 | -646.93 | 3793097.86 |
| 153930 | 2019.09.26 23:59 | close at stop | 51283 | 1.00 | 0.89495 | 0.88319 | 0.90619 | -646.93 | 3792450.93 |
| 153931 | 2019.09.26 23:59 | close at stop | 51282 | 1.00 | 0.89495 | 0.88486 | 0.90786 | -772.45 | 3791678.48 |
| 153932 | 2019.09.26 23:59 | close at stop | 51281 | 1.00 | 0.89495 | 0.88486 | 0.90786 | -772.45 | 3790906.03 |
| 153933 | 2019.09.26 23:59 | close at stop | 51278 | 1.00 | 0.89495 | 0.88781 | 0.91081 | -1006.00 | 3789900.02 |
| 153934 | 2019.09.26 23:59 | close at stop | 51277 | 1.00 | 0.89495 | 0.88781 | 0.91081 | -1006.00 | 3788894.02 |
| 153935 | 2019.09.26 23:59 | close at stop | 51224 | 1.00 | 0.89497 | 0.91660 | 0.89360 | 83.85 | 3788977.87 |
| 153936 | 2019.09.26 23:59 | close at stop | 51223 | 1.00 | 0.89497 | 0.91660 | 0.89360 | 83.85 | 3789061.73 |