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=15; 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 | 2196692 | モデリング品質 | n/a |
| 不整合チャートエラー | 34 | ||||
| 初期証拠金 | 100000.00 | スプレッド | 2 | ||
| 純益 | 3262602.14 | 総利益 | 8598766.22 | 総損失 | -5336164.08 |
| プロフィットファクタ | 1.61 | 期待利得 | 65.60 | ||
| 絶対ドローダウン | 23787.06 | 最大ドローダウン | 127782.20 (12.30%) | 相対ドローダウン | 46.62% (66549.30) |
| 総取引数 | 49738 | 売りポジション(勝率%） | 24260 (93.09%) | 買いポジション(勝率%） | 25478 (92.87%) |
| 勝率(%) | 46246 (92.98%) | 負率 (%) | 3492 (7.02%) | ||
| 最大 | 勝トレード | 188.90 | 敗トレード | -1720.64 | |
| 平均 | 勝トレード | 185.94 | 敗トレード | -1528.11 | |
| 最大 | 連勝(金額) | 940 (177229.66) | 連敗(金額) | 26 (-39288.00) | |
| 最大 | 連勝(トレード数) | 177229.66 (940) | 連敗(トレード数) | -40686.78 (24) | |
| 平均 | 連勝 | 57 | 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 | 0.95470 | ||
| 4 | 2005.04.15 07:45 | modify | 2 | 1.00 | 0.95220 | 0.93220 | 0.95470 | ||
| 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 | 0.95282 | ||
| 8 | 2005.04.15 09:20 | modify | 4 | 1.00 | 0.95032 | 0.93032 | 0.95282 | ||
| 9 | 2005.04.15 10:15 | t/p | 3 | 1.00 | 0.95282 | 0.93032 | 0.95282 | 188.89 | 100188.89 |
| 10 | 2005.04.15 10:15 | t/p | 4 | 1.00 | 0.95282 | 0.93032 | 0.95282 | 188.89 | 100377.78 |
| 11 | 2005.04.15 11:45 | t/p | 1 | 1.00 | 0.95470 | 0.93220 | 0.95470 | 188.89 | 100566.67 |
| 12 | 2005.04.15 11:45 | t/p | 2 | 1.00 | 0.95470 | 0.93220 | 0.95470 | 188.89 | 100755.56 |
| 13 | 2005.04.15 13:50 | sell | 5 | 1.00 | 0.95560 | 0.00000 | 0.00000 | ||
| 14 | 2005.04.15 13:50 | sell | 6 | 1.00 | 0.95560 | 0.00000 | 0.00000 | ||
| 15 | 2005.04.15 13:50 | modify | 5 | 1.00 | 0.95560 | 0.97560 | 0.95310 | ||
| 16 | 2005.04.15 13:50 | modify | 6 | 1.00 | 0.95560 | 0.97560 | 0.95310 | ||
| 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 | 0.95459 | ||
| 20 | 2005.04.15 15:15 | modify | 8 | 1.00 | 0.95709 | 0.97709 | 0.95459 | ||
| 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 | 0.95590 | ||
| 24 | 2005.04.15 21:25 | modify | 10 | 1.00 | 0.95840 | 0.97840 | 0.95590 | ||
| 25 | 2005.04.18 03:20 | t/p | 9 | 1.00 | 0.95590 | 0.97840 | 0.95590 | 187.47 | 100943.03 |
| 26 | 2005.04.18 03:20 | t/p | 10 | 1.00 | 0.95590 | 0.97840 | 0.95590 | 187.47 | 101130.50 |
| 27 | 2005.04.18 03:40 | buy | 11 | 1.00 | 0.95508 | 0.00000 | 0.00000 | ||
| 28 | 2005.04.18 03:40 | buy | 12 | 1.00 | 0.95508 | 0.00000 | 0.00000 | ||
| 149189 | 2020.02.12 14:07 | sell | 49735 | 1.00 | 0.89531 | 0.00000 | 0.00000 | ||
| 149190 | 2020.02.12 14:07 | sell | 49736 | 1.00 | 0.89531 | 0.00000 | 0.00000 | ||
| 149191 | 2020.02.12 14:07 | modify | 49735 | 1.00 | 0.89531 | 0.91531 | 0.89281 | ||
| 149192 | 2020.02.12 14:07 | modify | 49736 | 1.00 | 0.89531 | 0.91531 | 0.89281 | ||
| 149193 | 2020.02.12 17:20 | t/p | 49735 | 1.00 | 0.89281 | 0.91531 | 0.89281 | 188.85 | 3364921.73 |
| 149194 | 2020.02.12 17:20 | t/p | 49736 | 1.00 | 0.89281 | 0.91531 | 0.89281 | 188.85 | 3365110.58 |
| 149195 | 2020.02.13 01:45 | t/p | 49733 | 1.00 | 0.89131 | 0.91381 | 0.89131 | 183.34 | 3365293.92 |
| 149196 | 2020.02.13 01:45 | t/p | 49734 | 1.00 | 0.89131 | 0.91381 | 0.89131 | 183.34 | 3365477.26 |
| 149197 | 2020.02.13 01:50 | t/p | 49731 | 1.00 | 0.88995 | 0.91245 | 0.88995 | 183.34 | 3365660.60 |
| 149198 | 2020.02.13 01:50 | t/p | 49732 | 1.00 | 0.88995 | 0.91245 | 0.88995 | 183.34 | 3365843.94 |
| 149199 | 2020.02.13 10:46 | sell | 49737 | 1.00 | 0.89236 | 0.00000 | 0.00000 | ||
| 149200 | 2020.02.13 10:46 | sell | 49738 | 1.00 | 0.89236 | 0.00000 | 0.00000 | ||
| 149201 | 2020.02.13 10:46 | modify | 49737 | 1.00 | 0.89236 | 0.91236 | 0.88986 | ||
| 149202 | 2020.02.13 10:46 | modify | 49738 | 1.00 | 0.89236 | 0.91236 | 0.88986 | ||
| 149203 | 2020.02.14 12:20 | t/p | 49737 | 1.00 | 0.88986 | 0.91236 | 0.88986 | 187.47 | 3366031.41 |
| 149204 | 2020.02.14 12:20 | t/p | 49738 | 1.00 | 0.88986 | 0.91236 | 0.88986 | 187.47 | 3366218.88 |
| 149205 | 2020.02.17 08:19 | close at stop | 49730 | 1.00 | 0.89063 | 0.91098 | 0.88848 | 16.78 | 3366235.66 |
| 149206 | 2020.02.17 08:19 | close at stop | 49729 | 1.00 | 0.89063 | 0.91098 | 0.88848 | 16.78 | 3366252.44 |
| 149207 | 2020.02.17 08:19 | close at stop | 49728 | 1.00 | 0.89063 | 0.90929 | 0.88679 | -110.88 | 3366141.56 |
| 149208 | 2020.02.17 08:19 | close at stop | 49727 | 1.00 | 0.89063 | 0.90929 | 0.88679 | -110.88 | 3366030.68 |
| 149209 | 2020.02.17 08:19 | close at stop | 49706 | 1.00 | 0.89063 | 0.90794 | 0.88544 | -222.53 | 3365808.15 |
| 149210 | 2020.02.17 08:19 | close at stop | 49705 | 1.00 | 0.89063 | 0.90794 | 0.88544 | -222.53 | 3365585.62 |
| 149211 | 2020.02.17 08:19 | close at stop | 49704 | 1.00 | 0.89063 | 0.90638 | 0.88388 | -340.37 | 3365245.25 |
| 149212 | 2020.02.17 08:19 | close at stop | 49703 | 1.00 | 0.89063 | 0.90638 | 0.88388 | -340.37 | 3364904.88 |
| 149213 | 2020.02.17 08:19 | close at stop | 49630 | 1.00 | 0.89061 | 0.88351 | 0.90601 | -1151.37 | 3363753.51 |
| 149214 | 2020.02.17 08:19 | close at stop | 49629 | 1.00 | 0.89061 | 0.88351 | 0.90601 | -1151.37 | 3362602.14 |