Strategy Tester Report
komicom ver2.0 23279097
XMTrading-Demo 3 (Build 1260)
| 通貨ペア | AUDNZD (Australian Dollar vs New Zealand Dollar) | ||||
| 期間 | 1時間足(H1) 2005.04.15 05:00 - 2020.02.17 07:00 | ||||
| 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=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 | 90741 | モデルティック数 | 2207498 | 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 | -490784.87 | 総利益 | 102461.28 | 総損失 | -593246.15 |
| プロフィットファクタ | 0.17 | 期待利得 | -538.14 | ||
| 絶対ドローダウン | 490784.87 | 最大ドローダウン | 526755.90 (387.40%) | 相対ドローダウン | 387.40% (526755.90) |
| 総取引数 | 912 | 売りポジション(勝率%） | 492 (91.06%) | 買いポジション(勝率%） | 420 (91.43%) |
| 勝率(%) | 832 (91.23%) | 負率 (%) | 80 (8.77%) | ||
| 最大 | 勝トレード | 128.62 | 敗トレード | -52084.17 | |
| 平均 | 勝トレード | 123.15 | 敗トレード | -7415.58 | |
| 最大 | 連勝(金額) | 146 (18069.81) | 連敗(金額) | 14 (-512736.22) | |
| 最大 | 連勝(トレード数) | 18069.81 (146) | 連敗(トレード数) | -512736.22 (14) | |
| 平均 | 連勝 | 44 | 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 07:20 | buy | 1 | 1.00 | 1.07232 | 0.00000 | 0.00000 | ||
| 2 | 2005.04.15 07:20 | buy | 2 | 1.00 | 1.07232 | 0.00000 | 0.00000 | ||
| 3 | 2005.04.15 07:37 | modify | 1 | 1.00 | 1.07232 | 1.05232 | 1.07432 | ||
| 4 | 2005.04.15 07:37 | modify | 2 | 1.00 | 1.07232 | 1.05232 | 1.07432 | ||
| 5 | 2005.04.15 10:10 | t/p | 1 | 1.00 | 1.07432 | 1.05232 | 1.07432 | 128.56 | 100128.56 |
| 6 | 2005.04.15 10:10 | t/p | 2 | 1.00 | 1.07432 | 1.05232 | 1.07432 | 128.56 | 100257.12 |
| 7 | 2005.04.15 10:50 | buy | 3 | 1.00 | 1.07122 | 0.00000 | 0.00000 | ||
| 8 | 2005.04.15 10:50 | buy | 4 | 1.00 | 1.07122 | 0.00000 | 0.00000 | ||
| 9 | 2005.04.18 04:02 | modify | 3 | 1.00 | 1.07122 | 1.05122 | 1.07322 | ||
| 10 | 2005.04.18 04:02 | modify | 4 | 1.00 | 1.07122 | 1.05122 | 1.07322 | ||
| 11 | 2005.04.18 04:45 | t/p | 3 | 1.00 | 1.07322 | 1.05122 | 1.07322 | 125.02 | 100382.14 |
| 12 | 2005.04.18 04:45 | t/p | 4 | 1.00 | 1.07322 | 1.05122 | 1.07322 | 125.02 | 100507.17 |
| 13 | 2005.04.18 07:16 | sell | 5 | 1.00 | 1.07480 | 0.00000 | 0.00000 | ||
| 14 | 2005.04.18 07:16 | sell | 6 | 1.00 | 1.07480 | 0.00000 | 0.00000 | ||
| 15 | 2005.04.18 15:45 | buy | 7 | 1.00 | 1.07006 | 0.00000 | 0.00000 | ||
| 16 | 2005.04.18 15:45 | buy | 8 | 1.00 | 1.07006 | 0.00000 | 0.00000 | ||
| 17 | 2005.04.18 15:50 | modify | 7 | 1.00 | 1.07006 | 1.05006 | 1.07206 | ||
| 18 | 2005.04.18 15:50 | modify | 8 | 1.00 | 1.07006 | 1.05006 | 1.07206 | ||
| 19 | 2005.04.18 18:50 | buy | 9 | 1.00 | 1.06792 | 0.00000 | 0.00000 | ||
| 20 | 2005.04.18 18:50 | buy | 10 | 1.00 | 1.06792 | 0.00000 | 0.00000 | ||
| 21 | 2005.04.19 08:16 | modify | 9 | 1.00 | 1.06792 | 1.04792 | 1.06992 | ||
| 22 | 2005.04.19 08:16 | modify | 10 | 1.00 | 1.06792 | 1.04792 | 1.06992 | ||
| 23 | 2005.04.19 10:45 | buy | 11 | 1.00 | 1.06608 | 0.00000 | 0.00000 | ||
| 24 | 2005.04.19 10:45 | buy | 12 | 1.00 | 1.06608 | 0.00000 | 0.00000 | ||
| 25 | 2005.04.19 10:50 | modify | 11 | 1.00 | 1.06608 | 1.04608 | 1.06808 | ||
| 26 | 2005.04.19 10:50 | modify | 12 | 1.00 | 1.06608 | 1.04608 | 1.06808 | ||
| 27 | 2005.04.19 11:20 | buy | 13 | 1.00 | 1.06402 | 0.00000 | 0.00000 | ||
| 28 | 2005.04.19 11:20 | buy | 14 | 1.00 | 1.06402 | 0.00000 | 0.00000 | ||
| 29 | 2005.04.19 13:32 | t/p | 11 | 1.00 | 1.06808 | 1.04608 | 1.06808 | 128.56 | 100635.73 |
| 2702 | 2005.11.21 11:20 | modify | 906 | 1.00 | 1.06880 | 1.08880 | 1.06680 | ||
| 2703 | 2005.11.21 17:32 | sell | 909 | 1.00 | 1.06995 | 0.00000 | 0.00000 | ||
| 2704 | 2005.11.21 17:32 | sell | 910 | 1.00 | 1.06995 | 0.00000 | 0.00000 | ||
| 2705 | 2005.11.21 17:37 | modify | 909 | 1.00 | 1.06995 | 1.08995 | 1.06795 | ||
| 2706 | 2005.11.21 17:37 | modify | 910 | 1.00 | 1.06995 | 1.08995 | 1.06795 | ||
| 2707 | 2005.11.21 17:50 | t/p | 909 | 1.00 | 1.06795 | 1.08995 | 1.06795 | 128.61 | 121820.23 |
| 2708 | 2005.11.21 17:50 | t/p | 910 | 1.00 | 1.06795 | 1.08995 | 1.06795 | 128.61 | 121948.84 |
| 2709 | 2005.11.21 21:07 | sell | 911 | 1.00 | 1.06990 | 0.00000 | 0.00000 | ||
| 2710 | 2005.11.21 21:07 | sell | 912 | 1.00 | 1.06990 | 0.00000 | 0.00000 | ||
| 2711 | 2005.11.21 22:02 | t/p | 767 | 1.00 | 1.08322 | 1.06122 | 1.08322 | 1.25 | 121950.10 |
| 2712 | 2005.11.21 22:02 | t/p | 768 | 1.00 | 1.08322 | 1.06122 | 1.08322 | 1.25 | 121951.35 |
| 2713 | 2005.11.21 22:02 | s/l | 905 | 1.00 | 1.08880 | 1.08880 | 1.06680 | -1288.18 | 120663.17 |
| 2714 | 2005.11.21 22:02 | s/l | 906 | 1.00 | 1.08880 | 1.08880 | 1.06680 | -1288.18 | 119374.99 |
| 2715 | 2005.11.21 22:02 | s/l | 907 | 1.00 | 1.08810 | 1.08810 | 1.06610 | -1286.14 | 118088.85 |
| 2716 | 2005.11.21 22:02 | s/l | 908 | 1.00 | 1.08810 | 1.08810 | 1.06610 | -1286.14 | 116802.71 |
| 2717 | 2005.11.21 22:02 | close at stop | 912 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -52084.17 | 64718.54 |
| 2718 | 2005.11.21 22:02 | close at stop | 911 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -52084.17 | 12634.37 |
| 2719 | 2005.11.21 22:02 | close at stop | 888 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -51942.08 | -39307.71 |
| 2720 | 2005.11.21 22:02 | close at stop | 887 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -51942.08 | -91249.78 |
| 2721 | 2005.11.21 22:02 | close at stop | 706 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -50034.29 | -141284.07 |
| 2722 | 2005.11.21 22:02 | close at stop | 705 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -50034.29 | -191318.36 |
| 2723 | 2005.11.21 22:02 | close at stop | 688 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -49943.95 | -241262.31 |
| 2724 | 2005.11.21 22:02 | close at stop | 687 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -49943.95 | -291206.26 |
| 2725 | 2005.11.21 22:02 | close at stop | 686 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -49789.30 | -340995.57 |
| 2726 | 2005.11.21 22:02 | close at stop | 685 | 1.00 | 1.87983 | 0.00000 | 0.00000 | -49789.30 | -390784.87 |