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 - 2020.02.17 08:00
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=1; InputIntervalPips=20; InputLots=1; InputSlippagePips=3.3; InputTakeProfitPips=25; 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90808モデルティック数2196690モデリング品質n/a
不整合チャートエラー33
初期証拠金100000.00スプレッド2
純益2541005.54総利益6320058.62総損失-3779053.08
プロフィットファクタ1.67期待利得69.72
絶対ドローダウン17790.44最大ドローダウン101710.38 (12.58%)相対ドローダウン36.69% (47643.42)
総取引数36448売りポジション(勝率%)17878 (93.38%)買いポジション(勝率%)18570 (93.04%)
勝率(%)33972 (93.21%)負率 (%)2476 (6.79%)
最大勝トレード188.91敗トレード-1716.55
平均勝トレード186.04敗トレード-1526.27
最大連勝(金額)1164 (219460.20)連敗(金額)24 (-36266.38)
最大連勝(トレード数)219460.20 (1164)連敗(トレード数)-36266.38 (24)
平均連勝50連敗4
Graph
#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
12005.04.15 07:50buy11.000.951620.000000.00000
22005.04.15 07:50buy21.000.951620.000000.00000
32005.04.15 07:50modify11.000.951620.931620.95412
42005.04.15 07:50modify21.000.951620.931620.95412
52005.04.15 11:40t/p11.000.954120.931620.95412188.90100188.90
62005.04.15 11:40t/p21.000.954120.931620.95412188.90100377.80
72005.04.15 14:20sell31.000.956000.000000.00000
82005.04.15 14:20sell41.000.956000.000000.00000
92005.04.15 14:20modify31.000.956000.976000.95350
102005.04.15 14:20modify41.000.956000.976000.95350
112005.04.15 17:16sell51.000.958100.000000.00000
122005.04.15 17:16sell61.000.958100.000000.00000
132005.04.15 17:16modify51.000.958100.978100.95560
142005.04.15 17:16modify61.000.958100.978100.95560
152005.04.18 03:35t/p51.000.955600.978100.95560187.49100565.29
162005.04.18 03:35t/p61.000.955600.978100.95560187.49100752.78
172005.04.18 03:45buy71.000.954460.000000.00000
182005.04.18 03:45buy81.000.954460.000000.00000
192005.04.18 03:45modify71.000.954460.934460.95696
202005.04.18 03:45modify81.000.954460.934460.95696
212005.04.18 04:15t/p31.000.953500.976000.95350187.50100940.28
222005.04.18 04:15t/p41.000.953500.976000.95350187.50101127.78
232005.04.18 04:20buy91.000.952520.000000.00000
242005.04.18 04:20buy101.000.952520.000000.00000
252005.04.18 04:20modify91.000.952520.932520.95502
262005.04.18 04:20modify101.000.952520.932520.95502
272005.04.18 05:33t/p91.000.955020.932520.95502188.90101316.68
1093192020.02.10 18:20t/p364411.000.888950.911450.88895188.852642688.49
1093202020.02.10 18:20t/p364421.000.888950.911450.88895188.852642877.34
1093212020.02.11 02:50sell364431.000.891390.000000.00000
1093222020.02.11 02:50sell364441.000.891390.000000.00000
1093232020.02.11 02:50modify364431.000.891390.911390.88889
1093242020.02.11 02:50modify364441.000.891390.911390.88889
1093252020.02.11 08:10sell364451.000.893150.000000.00000
1093262020.02.11 08:10sell364461.000.893150.000000.00000
1093272020.02.11 08:10modify364451.000.893150.913150.89065
1093282020.02.11 08:10modify364461.000.893150.913150.89065
1093292020.02.12 13:50sell364471.000.895210.000000.00000
1093302020.02.12 13:50sell364481.000.895210.000000.00000
1093312020.02.12 13:50modify364471.000.895210.915210.89271
1093322020.02.12 13:50modify364481.000.895210.915210.89271
1093332020.02.12 19:15t/p364471.000.892710.915210.89271188.852643066.19
1093342020.02.12 19:15t/p364481.000.892710.915210.89271188.852643255.04
1093352020.02.13 01:45t/p364451.000.890650.913150.89065183.332643438.37
1093362020.02.13 01:45t/p364461.000.890650.913150.89065183.332643621.70
1093372020.02.14 13:50t/p364431.000.888890.911390.88889181.952643803.65
1093382020.02.14 13:50t/p364441.000.888890.911390.88889181.952643985.60
1093392020.02.17 08:08close at stop364401.000.890750.909150.88665-130.522643855.08
1093402020.02.17 08:08close at stop364391.000.890750.909150.88665-130.522643724.56
1093412020.02.17 08:08close at stop364221.000.890750.907060.88456-298.062643426.50
1093422020.02.17 08:08close at stop364211.000.890750.907060.88456-298.062643128.44
1093432020.02.17 08:08close at stop363761.000.890730.882440.90494-1061.452642066.99
1093442020.02.17 08:08close at stop363751.000.890730.882440.90494-1061.452641005.54