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=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 | 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 | 3120653.78 | 総利益 | 7051055.99 | 総損失 | -3930402.20 |
| プロフィットファクタ | 1.79 | 期待利得 | 65.70 | ||
| 絶対ドローダウン | 317.36 | 最大ドローダウン | 114511.08 (3.56%) | 相対ドローダウン | 23.74% (48596.66) |
| 総取引数 | 47496 | 売りポジション(勝率%） | 23838 (93.65%) | 買いポジション(勝率%） | 23658 (93.64%) |
| 勝率(%) | 44478 (93.65%) | 負率 (%) | 3018 (6.35%) | ||
| 最大 | 勝トレード | 160.79 | 敗トレード | -1511.94 | |
| 平均 | 勝トレード | 158.53 | 敗トレード | -1302.32 | |
| 最大 | 連勝(金額) | 994 (159610.54) | 連敗(金額) | 20 (-25797.88) | |
| 最大 | 連勝(トレード数) | 159610.54 (994) | 連敗(トレード数) | -25797.88 (20) | |
| 平均 | 連勝 | 49 | 連敗 | 3 | |
| # | 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 07:20 | modify | 1 | 1.00 | 1.07232 | 1.05232 | 1.07482 | ||
| 4 | 2005.04.15 07:20 | modify | 2 | 1.00 | 1.07232 | 1.05232 | 1.07482 | ||
| 5 | 2005.04.15 10:15 | t/p | 1 | 1.00 | 1.07482 | 1.05232 | 1.07482 | 160.71 | 100160.71 |
| 6 | 2005.04.15 10:15 | t/p | 2 | 1.00 | 1.07482 | 1.05232 | 1.07482 | 160.71 | 100321.42 |
| 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 | 2005.04.15 10:50 | modify | 3 | 1.00 | 1.07122 | 1.05122 | 1.07372 | ||
| 10 | 2005.04.15 10:50 | modify | 4 | 1.00 | 1.07122 | 1.05122 | 1.07372 | ||
| 11 | 2005.04.15 10:59 | t/p | 3 | 1.00 | 1.07372 | 1.05122 | 1.07372 | 160.71 | 100482.13 |
| 12 | 2005.04.15 10:59 | t/p | 4 | 1.00 | 1.07372 | 1.05122 | 1.07372 | 160.71 | 100642.84 |
| 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 07:16 | modify | 5 | 1.00 | 1.07480 | 1.09480 | 1.07230 | ||
| 16 | 2005.04.18 07:16 | modify | 6 | 1.00 | 1.07480 | 1.09480 | 1.07230 | ||
| 17 | 2005.04.18 09:50 | t/p | 5 | 1.00 | 1.07230 | 1.09480 | 1.07230 | 160.78 | 100803.62 |
| 18 | 2005.04.18 09:50 | t/p | 6 | 1.00 | 1.07230 | 1.09480 | 1.07230 | 160.78 | 100964.40 |
| 19 | 2005.04.18 15:45 | buy | 7 | 1.00 | 1.07006 | 0.00000 | 0.00000 | ||
| 20 | 2005.04.18 15:45 | buy | 8 | 1.00 | 1.07006 | 0.00000 | 0.00000 | ||
| 21 | 2005.04.18 15:45 | modify | 7 | 1.00 | 1.07006 | 1.05006 | 1.07256 | ||
| 22 | 2005.04.18 15:45 | modify | 8 | 1.00 | 1.07006 | 1.05006 | 1.07256 | ||
| 23 | 2005.04.18 18:50 | buy | 9 | 1.00 | 1.06792 | 0.00000 | 0.00000 | ||
| 24 | 2005.04.18 18:50 | buy | 10 | 1.00 | 1.06792 | 0.00000 | 0.00000 | ||
| 25 | 2005.04.18 18:50 | modify | 9 | 1.00 | 1.06792 | 1.04792 | 1.07042 | ||
| 26 | 2005.04.18 18:50 | modify | 10 | 1.00 | 1.06792 | 1.04792 | 1.07042 | ||
| 27 | 2005.04.19 01:32 | t/p | 9 | 1.00 | 1.07042 | 1.04792 | 1.07042 | 157.17 | 101121.57 |
| 142464 | 2020.02.12 18:15 | sell | 47492 | 1.00 | 1.04259 | 0.00000 | 0.00000 | ||
| 142465 | 2020.02.12 18:15 | modify | 47491 | 1.00 | 1.04259 | 1.06259 | 1.04009 | ||
| 142466 | 2020.02.12 18:15 | modify | 47492 | 1.00 | 1.04259 | 1.06259 | 1.04009 | ||
| 142467 | 2020.02.13 18:50 | sell | 47493 | 1.00 | 1.04448 | 0.00000 | 0.00000 | ||
| 142468 | 2020.02.13 18:50 | sell | 47494 | 1.00 | 1.04448 | 0.00000 | 0.00000 | ||
| 142469 | 2020.02.13 18:50 | modify | 47493 | 1.00 | 1.04448 | 1.06448 | 1.04198 | ||
| 142470 | 2020.02.13 18:50 | modify | 47494 | 1.00 | 1.04448 | 1.06448 | 1.04198 | ||
| 142471 | 2020.02.17 00:02 | t/p | 47493 | 1.00 | 1.04198 | 1.06448 | 1.04198 | 156.69 | 3224618.46 |
| 142472 | 2020.02.17 00:02 | t/p | 47494 | 1.00 | 1.04198 | 1.06448 | 1.04198 | 156.69 | 3224775.15 |
| 142473 | 2020.02.17 04:07 | sell | 47495 | 1.00 | 1.04474 | 0.00000 | 0.00000 | ||
| 142474 | 2020.02.17 04:07 | sell | 47496 | 1.00 | 1.04474 | 0.00000 | 0.00000 | ||
| 142475 | 2020.02.17 04:07 | modify | 47495 | 1.00 | 1.04474 | 1.06474 | 1.04224 | ||
| 142476 | 2020.02.17 04:07 | modify | 47496 | 1.00 | 1.04474 | 1.06474 | 1.04224 | ||
| 142477 | 2020.02.17 07:03 | close at stop | 47496 | 1.00 | 1.04562 | 1.06474 | 1.04224 | -56.60 | 3224718.55 |
| 142478 | 2020.02.17 07:03 | close at stop | 47495 | 1.00 | 1.04562 | 1.06474 | 1.04224 | -56.60 | 3224661.95 |
| 142479 | 2020.02.17 07:03 | close at stop | 47492 | 1.00 | 1.04562 | 1.06259 | 1.04009 | -205.07 | 3224456.89 |
| 142480 | 2020.02.17 07:03 | close at stop | 47491 | 1.00 | 1.04562 | 1.06259 | 1.04009 | -205.07 | 3224251.82 |
| 142481 | 2020.02.17 07:03 | close at stop | 47484 | 1.00 | 1.04562 | 1.06039 | 1.03789 | -360.84 | 3223890.98 |
| 142482 | 2020.02.17 07:03 | close at stop | 47483 | 1.00 | 1.04562 | 1.06039 | 1.03789 | -360.84 | 3223530.14 |
| 142483 | 2020.02.17 07:03 | close at stop | 47478 | 1.00 | 1.04562 | 1.05692 | 1.03442 | -586.04 | 3222944.09 |
| 142484 | 2020.02.17 07:03 | close at stop | 47477 | 1.00 | 1.04562 | 1.05692 | 1.03442 | -586.04 | 3222358.05 |
| 142485 | 2020.02.17 07:03 | close at stop | 47402 | 1.00 | 1.04560 | 1.02666 | 1.04916 | -322.73 | 3222035.32 |
| 142486 | 2020.02.17 07:03 | close at stop | 47401 | 1.00 | 1.04560 | 1.02666 | 1.04916 | -322.73 | 3221712.59 |
| 142487 | 2020.02.17 07:03 | close at stop | 47396 | 1.00 | 1.04560 | 1.02960 | 1.05210 | -529.40 | 3221183.19 |
| 142488 | 2020.02.17 07:03 | close at stop | 47395 | 1.00 | 1.04560 | 1.02960 | 1.05210 | -529.40 | 3220653.78 |