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=2; 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 | -382740.21 | 総利益 | 1162390.27 | 総損失 | -1545130.47 |
| プロフィットファクタ | 0.75 | 期待利得 | -367.31 | ||
| 絶対ドローダウン | 382740.21 | 最大ドローダウン | 522918.18 (217.72%) | 相対ドローダウン | 217.72% (522918.18) |
| 総取引数 | 1042 | 売りポジション(勝率%） | 530 (92.08%) | 買いポジション(勝率%） | 512 (92.97%) |
| 勝率(%) | 964 (92.51%) | 負率 (%) | 78 (7.49%) | ||
| 最大 | 勝トレード | 261401.30 | 敗トレード | -260394.25 | |
| 平均 | 勝トレード | 1205.80 | 敗トレード | -19809.37 | |
| 最大 | 連勝(金額) | 172 (20700.82) | 連敗(金額) | 6 (-423151.10) | |
| 最大 | 連勝(トレード数) | 522802.61 (2) | 連敗(トレード数) | -1037096.16 (4) | |
| 平均 | 連勝 | 37 | 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 07:32 | buy | 1 | 1.00 | 1.07226 | 0.00000 | 0.00000 | ||
| 2 | 2005.04.15 07:32 | buy | 2 | 1.00 | 1.07226 | 0.00000 | 0.00000 | ||
| 3 | 2005.04.15 07:37 | modify | 1 | 1.00 | 1.07226 | 1.05226 | 1.07426 | ||
| 4 | 2005.04.15 07:37 | modify | 2 | 1.00 | 1.07226 | 1.05226 | 1.07426 | ||
| 5 | 2005.04.15 10:10 | t/p | 1 | 1.00 | 1.07426 | 1.05226 | 1.07426 | 128.63 | 100128.63 |
| 6 | 2005.04.15 10:10 | t/p | 2 | 1.00 | 1.07426 | 1.05226 | 1.07426 | 128.63 | 100257.26 |
| 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 15:20 | sell | 5 | 1.00 | 1.07630 | 0.00000 | 0.00000 | ||
| 10 | 2005.04.15 15:20 | sell | 6 | 1.00 | 1.07630 | 0.00000 | 0.00000 | ||
| 11 | 2005.04.18 04:02 | modify | 3 | 1.00 | 1.07122 | 1.05122 | 1.07322 | ||
| 12 | 2005.04.18 04:02 | modify | 4 | 1.00 | 1.07122 | 1.05122 | 1.07322 | ||
| 13 | 2005.04.18 04:45 | t/p | 3 | 1.00 | 1.07322 | 1.05122 | 1.07322 | 125.09 | 100382.35 |
| 14 | 2005.04.18 04:45 | t/p | 4 | 1.00 | 1.07322 | 1.05122 | 1.07322 | 125.09 | 100507.45 |
| 15 | 2005.04.18 07:16 | sell | 7 | 1.00 | 1.07480 | 0.00000 | 0.00000 | ||
| 16 | 2005.04.18 07:16 | sell | 8 | 1.00 | 1.07480 | 0.00000 | 0.00000 | ||
| 17 | 2005.04.18 15:45 | buy | 9 | 1.00 | 1.07006 | 0.00000 | 0.00000 | ||
| 18 | 2005.04.18 15:45 | buy | 10 | 1.00 | 1.07006 | 0.00000 | 0.00000 | ||
| 19 | 2005.04.18 15:50 | modify | 9 | 1.00 | 1.07006 | 1.05006 | 1.07206 | ||
| 20 | 2005.04.18 15:50 | modify | 10 | 1.00 | 1.07006 | 1.05006 | 1.07206 | ||
| 21 | 2005.04.18 18:50 | buy | 11 | 1.00 | 1.06792 | 0.00000 | 0.00000 | ||
| 22 | 2005.04.18 18:50 | buy | 12 | 1.00 | 1.06792 | 0.00000 | 0.00000 | ||
| 23 | 2005.04.19 08:16 | modify | 11 | 1.00 | 1.06792 | 1.04792 | 1.06992 | ||
| 24 | 2005.04.19 08:16 | modify | 12 | 1.00 | 1.06792 | 1.04792 | 1.06992 | ||
| 25 | 2005.04.19 08:45 | buy | 13 | 1.00 | 1.06737 | 0.00000 | 0.00000 | ||
| 26 | 2005.04.19 08:45 | buy | 14 | 1.00 | 1.06737 | 0.00000 | 0.00000 | ||
| 27 | 2005.04.19 08:50 | modify | 13 | 1.00 | 1.06737 | 1.04737 | 1.06937 | ||
| 28 | 2005.04.19 08:50 | modify | 14 | 1.00 | 1.06737 | 1.04737 | 1.06937 | ||
| 29 | 2005.04.19 10:50 | buy | 15 | 1.00 | 1.06492 | 0.00000 | 0.00000 | ||
| 3091 | 2005.11.21 17:32 | t/p | 1019 | 1.00 | 1.06992 | 1.04792 | 1.06992 | 110.96 | 134566.40 |
| 3092 | 2005.11.21 17:32 | t/p | 1020 | 1.00 | 1.06992 | 1.04792 | 1.06992 | 110.96 | 134677.36 |
| 3093 | 2005.11.21 22:02 | t/p | 855 | 1.00 | 1.08322 | 1.06122 | 1.08322 | 1.34 | 134678.71 |
| 3094 | 2005.11.21 22:02 | t/p | 856 | 1.00 | 1.08322 | 1.06122 | 1.08322 | 1.34 | 134680.05 |
| 3095 | 2005.11.21 22:02 | t/p | 987 | 1.00 | 1.07382 | 1.05182 | 1.07382 | 86.21 | 134766.26 |
| 3096 | 2005.11.21 22:02 | t/p | 988 | 1.00 | 1.07382 | 1.05182 | 1.07382 | 86.21 | 134852.47 |
| 3097 | 2005.11.21 22:02 | s/l | 1001 | 1.00 | 1.08515 | 1.08515 | 1.06315 | -1303.25 | 133549.22 |
| 3098 | 2005.11.21 22:02 | s/l | 1002 | 1.00 | 1.08515 | 1.08515 | 1.06315 | -1303.25 | 132245.97 |
| 3099 | 2005.11.21 22:02 | t/p | 1013 | 1.00 | 1.07112 | 1.04912 | 1.07112 | 107.42 | 132353.40 |
| 3100 | 2005.11.21 22:02 | t/p | 1014 | 1.00 | 1.07112 | 1.04912 | 1.07112 | 107.42 | 132460.82 |
| 3101 | 2005.11.21 22:02 | s/l | 1035 | 1.00 | 1.08880 | 1.08880 | 1.06680 | -1288.96 | 131171.86 |
| 3102 | 2005.11.21 22:02 | s/l | 1036 | 1.00 | 1.08880 | 1.08880 | 1.06680 | -1288.96 | 129882.90 |
| 3103 | 2005.11.21 22:02 | s/l | 1039 | 1.00 | 1.08890 | 1.08890 | 1.06690 | -1286.92 | 128595.98 |
| 3104 | 2005.11.21 22:02 | s/l | 1040 | 1.00 | 1.08890 | 1.08890 | 1.06690 | -1286.92 | 127309.06 |
| 3105 | 2005.11.21 22:02 | sell | 1041 | 1.00 | 1.87981 | 0.00000 | 0.00000 | ||
| 3106 | 2005.11.21 22:02 | sell | 1042 | 1.00 | 1.87981 | 0.00000 | 0.00000 | ||
| 3107 | 2005.11.21 22:10 | close at stop | 1042 | 1.00 | 5.12787 | 0.00000 | 0.00000 | -208999.67 | -81690.61 |
| 3108 | 2005.11.21 22:10 | close at stop | 1041 | 1.00 | 5.12787 | 0.00000 | 0.00000 | -208999.67 | -290690.28 |
| 3109 | 2005.11.21 22:10 | close at stop | 1038 | 1.00 | 5.12785 | 0.00000 | 0.00000 | 261401.30 | -29288.98 |
| 3110 | 2005.11.21 22:10 | close at stop | 1037 | 1.00 | 5.12785 | 0.00000 | 0.00000 | 261401.30 | 232112.33 |
| 3111 | 2005.11.21 22:10 | close at stop | 972 | 1.00 | 5.12787 | 0.00000 | 0.00000 | -260394.25 | -28281.93 |
| 3112 | 2005.11.21 22:10 | close at stop | 971 | 1.00 | 5.12787 | 0.00000 | 0.00000 | -260394.25 | -288676.18 |
| 3113 | 2005.11.21 22:10 | close at stop | 480 | 1.00 | 5.12787 | 0.00000 | 0.00000 | -258153.83 | -546830.01 |
| 3114 | 2005.11.21 22:10 | close at stop | 479 | 1.00 | 5.12787 | 0.00000 | 0.00000 | -258153.83 | -804983.83 |
| 3115 | 2005.11.21 22:10 | close at stop | 94 | 1.00 | 5.12785 | 0.00000 | 0.00000 | 261121.81 | -543862.02 |
| 3116 | 2005.11.21 22:10 | close at stop | 93 | 1.00 | 5.12785 | 0.00000 | 0.00000 | 261121.81 | -282740.21 |