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=35; 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 | 3531346.89 | 総利益 | 10839598.96 | 総損失 | -7308252.08 |
| プロフィットファクタ | 1.48 | 期待利得 | 75.51 | ||
| 絶対ドローダウン | 54953.94 | 最大ドローダウン | 130448.00 (3.57%) | 相対ドローダウン | 58.81% (64318.83) |
| 総取引数 | 46768 | 売りポジション(勝率%） | 22984 (89.98%) | 買いポジション(勝率%） | 23784 (89.51%) |
| 勝率(%) | 41972 (89.75%) | 負率 (%) | 4796 (10.25%) | ||
| 最大 | 勝トレード | 263.09 | 敗トレード | -1778.94 | |
| 平均 | 勝トレード | 258.26 | 敗トレード | -1523.82 | |
| 最大 | 連勝(金額) | 866 (227292.06) | 連敗(金額) | 30 (-45286.87) | |
| 最大 | 連勝(トレード数) | 227292.06 (866) | 連敗(トレード数) | -45286.87 (30) | |
| 平均 | 連勝 | 45 | 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 | 0.95570 | ||
| 4 | 2005.04.15 07:45 | modify | 2 | 1.00 | 0.95220 | 0.93220 | 0.95570 | ||
| 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 | 0.95382 | ||
| 8 | 2005.04.15 09:20 | modify | 4 | 1.00 | 0.95032 | 0.93032 | 0.95382 | ||
| 9 | 2005.04.15 10:37 | t/p | 3 | 1.00 | 0.95382 | 0.93032 | 0.95382 | 263.08 | 100263.08 |
| 10 | 2005.04.15 10:37 | t/p | 4 | 1.00 | 0.95382 | 0.93032 | 0.95382 | 263.08 | 100526.16 |
| 11 | 2005.04.15 11:50 | sell | 5 | 1.00 | 0.95530 | 0.00000 | 0.00000 | ||
| 12 | 2005.04.15 11:50 | sell | 6 | 1.00 | 0.95530 | 0.00000 | 0.00000 | ||
| 13 | 2005.04.15 11:50 | modify | 5 | 1.00 | 0.95530 | 0.97530 | 0.95180 | ||
| 14 | 2005.04.15 11:50 | modify | 6 | 1.00 | 0.95530 | 0.97530 | 0.95180 | ||
| 15 | 2005.04.15 14:20 | t/p | 1 | 1.00 | 0.95570 | 0.93220 | 0.95570 | 263.08 | 100789.24 |
| 16 | 2005.04.15 14:20 | t/p | 2 | 1.00 | 0.95570 | 0.93220 | 0.95570 | 263.08 | 101052.32 |
| 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 | 0.95359 | ||
| 20 | 2005.04.15 15:15 | modify | 8 | 1.00 | 0.95709 | 0.97709 | 0.95359 | ||
| 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 | 0.95490 | ||
| 24 | 2005.04.15 21:25 | modify | 10 | 1.00 | 0.95840 | 0.97840 | 0.95490 | ||
| 25 | 2005.04.18 03:40 | buy | 11 | 1.00 | 0.95508 | 0.00000 | 0.00000 | ||
| 26 | 2005.04.18 03:40 | buy | 12 | 1.00 | 0.95508 | 0.00000 | 0.00000 | ||
| 27 | 2005.04.18 03:40 | modify | 11 | 1.00 | 0.95508 | 0.93508 | 0.95858 | ||
| 28 | 2005.04.18 03:40 | modify | 12 | 1.00 | 0.95508 | 0.93508 | 0.95858 | ||
| 140280 | 2019.09.26 15:20 | modify | 46768 | 1.00 | 0.89727 | 0.91727 | 0.89377 | ||
| 140281 | 2019.09.26 23:59 | close at stop | 46768 | 1.00 | 0.89497 | 0.91727 | 0.89377 | 172.83 | 3640554.45 |
| 140282 | 2019.09.26 23:59 | close at stop | 46767 | 1.00 | 0.89497 | 0.91727 | 0.89377 | 172.83 | 3640727.28 |
| 140283 | 2019.09.26 23:59 | close at stop | 46766 | 1.00 | 0.89495 | 0.87518 | 0.89868 | -29.10 | 3640698.17 |
| 140284 | 2019.09.26 23:59 | close at stop | 46765 | 1.00 | 0.89495 | 0.87518 | 0.89868 | -29.10 | 3640669.07 |
| 140285 | 2019.09.26 23:59 | close at stop | 46764 | 1.00 | 0.89495 | 0.87645 | 0.89995 | -124.56 | 3640544.51 |
| 140286 | 2019.09.26 23:59 | close at stop | 46763 | 1.00 | 0.89495 | 0.87645 | 0.89995 | -124.56 | 3640419.95 |
| 140287 | 2019.09.26 23:59 | close at stop | 46762 | 1.00 | 0.89495 | 0.87807 | 0.90157 | -246.33 | 3640173.61 |
| 140288 | 2019.09.26 23:59 | close at stop | 46761 | 1.00 | 0.89495 | 0.87807 | 0.90157 | -246.33 | 3639927.28 |
| 140289 | 2019.09.26 23:59 | close at stop | 46744 | 1.00 | 0.89495 | 0.88081 | 0.90431 | -468.03 | 3639459.25 |
| 140290 | 2019.09.26 23:59 | close at stop | 46743 | 1.00 | 0.89495 | 0.88081 | 0.90431 | -468.03 | 3638991.22 |
| 140291 | 2019.09.26 23:59 | close at stop | 46742 | 1.00 | 0.89495 | 0.88219 | 0.90569 | -571.76 | 3638419.45 |
| 140292 | 2019.09.26 23:59 | close at stop | 46741 | 1.00 | 0.89495 | 0.88219 | 0.90569 | -571.76 | 3637847.69 |
| 140293 | 2019.09.26 23:59 | close at stop | 46740 | 1.00 | 0.89495 | 0.88319 | 0.90669 | -646.93 | 3637200.76 |
| 140294 | 2019.09.26 23:59 | close at stop | 46739 | 1.00 | 0.89495 | 0.88319 | 0.90669 | -646.93 | 3636553.83 |
| 140295 | 2019.09.26 23:59 | close at stop | 46738 | 1.00 | 0.89495 | 0.88486 | 0.90836 | -772.45 | 3635781.37 |
| 140296 | 2019.09.26 23:59 | close at stop | 46737 | 1.00 | 0.89495 | 0.88486 | 0.90836 | -772.45 | 3635008.92 |
| 140297 | 2019.09.26 23:59 | close at stop | 46734 | 1.00 | 0.89495 | 0.88765 | 0.91115 | -993.99 | 3634014.94 |
| 140298 | 2019.09.26 23:59 | close at stop | 46733 | 1.00 | 0.89495 | 0.88765 | 0.91115 | -993.99 | 3633020.95 |
| 140299 | 2019.09.26 23:59 | close at stop | 46728 | 1.00 | 0.89495 | 0.88682 | 0.91032 | -935.53 | 3632085.42 |
| 140300 | 2019.09.26 23:59 | close at stop | 46727 | 1.00 | 0.89495 | 0.88682 | 0.91032 | -935.53 | 3631149.89 |
| 140301 | 2019.09.26 23:59 | close at stop | 46674 | 1.00 | 0.89497 | 0.91660 | 0.89310 | 83.85 | 3631233.74 |
| 140302 | 2019.09.26 23:59 | close at stop | 46673 | 1.00 | 0.89497 | 0.91660 | 0.89310 | 83.85 | 3631317.60 |
| 140303 | 2019.09.26 23:59 | close at stop | 46668 | 1.00 | 0.89497 | 0.91572 | 0.89222 | 14.64 | 3631332.24 |
| 140304 | 2019.09.26 23:59 | close at stop | 46667 | 1.00 | 0.89497 | 0.91572 | 0.89222 | 14.64 | 3631346.89 |