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=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 | 3972012.23 | 総利益 | 7820995.57 | 総損失 | -3848983.35 |
| プロフィットファクタ | 2.03 | 期待利得 | 75.99 | ||
| 絶対ドローダウン | 149.20 | 最大ドローダウン | 59022.00 (1.51%) | 相対ドローダウン | 19.99% (37301.58) |
| 総取引数 | 52268 | 売りポジション(勝率%） | 25136 (94.17%) | 買いポジション(勝率%） | 27132 (94.49%) |
| 勝率(%) | 49308 (94.34%) | 負率 (%) | 2960 (5.66%) | ||
| 最大 | 勝トレード | 160.88 | 敗トレード | -1533.94 | |
| 平均 | 勝トレード | 158.62 | 敗トレード | -1300.33 | |
| 最大 | 連勝(金額) | 754 (121198.00) | 連敗(金額) | 22 (-7603.77) | |
| 最大 | 連勝(トレード数) | 121198.00 (754) | 連敗(トレード数) | -18256.88 (14) | |
| 平均 | 連勝 | 54 | 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 07:32 | modify | 1 | 1.00 | 1.07226 | 1.05226 | 1.07476 | ||
| 4 | 2005.04.15 07:32 | modify | 2 | 1.00 | 1.07226 | 1.05226 | 1.07476 | ||
| 5 | 2005.04.15 10:15 | t/p | 1 | 1.00 | 1.07476 | 1.05226 | 1.07476 | 160.78 | 100160.78 |
| 6 | 2005.04.15 10:15 | t/p | 2 | 1.00 | 1.07476 | 1.05226 | 1.07476 | 160.78 | 100321.56 |
| 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 | 160.79 | 100482.35 |
| 12 | 2005.04.15 10:59 | t/p | 4 | 1.00 | 1.07372 | 1.05122 | 1.07372 | 160.79 | 100643.14 |
| 13 | 2005.04.15 15:20 | sell | 5 | 1.00 | 1.07630 | 0.00000 | 0.00000 | ||
| 14 | 2005.04.15 15:20 | sell | 6 | 1.00 | 1.07630 | 0.00000 | 0.00000 | ||
| 15 | 2005.04.15 15:20 | modify | 5 | 1.00 | 1.07630 | 1.09630 | 1.07380 | ||
| 16 | 2005.04.15 15:20 | modify | 6 | 1.00 | 1.07630 | 1.09630 | 1.07380 | ||
| 17 | 2005.04.15 15:45 | t/p | 5 | 1.00 | 1.07380 | 1.09630 | 1.07380 | 160.85 | 100803.99 |
| 18 | 2005.04.15 15:45 | t/p | 6 | 1.00 | 1.07380 | 1.09630 | 1.07380 | 160.85 | 100964.84 |
| 19 | 2005.04.18 07:16 | sell | 7 | 1.00 | 1.07480 | 0.00000 | 0.00000 | ||
| 20 | 2005.04.18 07:16 | sell | 8 | 1.00 | 1.07480 | 0.00000 | 0.00000 | ||
| 21 | 2005.04.18 07:16 | modify | 7 | 1.00 | 1.07480 | 1.09480 | 1.07230 | ||
| 22 | 2005.04.18 07:16 | modify | 8 | 1.00 | 1.07480 | 1.09480 | 1.07230 | ||
| 23 | 2005.04.18 09:50 | t/p | 7 | 1.00 | 1.07230 | 1.09480 | 1.07230 | 160.86 | 101125.70 |
| 24 | 2005.04.18 09:50 | t/p | 8 | 1.00 | 1.07230 | 1.09480 | 1.07230 | 160.86 | 101286.56 |
| 25 | 2005.04.18 15:45 | buy | 9 | 1.00 | 1.07006 | 0.00000 | 0.00000 | ||
| 26 | 2005.04.18 15:45 | buy | 10 | 1.00 | 1.07006 | 0.00000 | 0.00000 | ||
| 27 | 2005.04.18 15:45 | modify | 9 | 1.00 | 1.07006 | 1.05006 | 1.07256 | ||
| 28 | 2005.04.18 15:45 | modify | 10 | 1.00 | 1.07006 | 1.05006 | 1.07256 | ||
| 29 | 2005.04.18 18:50 | buy | 11 | 1.00 | 1.06792 | 0.00000 | 0.00000 | ||
| 30 | 2005.04.18 18:50 | buy | 12 | 1.00 | 1.06792 | 0.00000 | 0.00000 | ||
| 31 | 2005.04.18 18:50 | modify | 11 | 1.00 | 1.06792 | 1.04792 | 1.07042 | ||
| 156780 | 2020.02.17 03:45 | sell | 52268 | 1.00 | 1.04433 | 0.00000 | 0.00000 | ||
| 156781 | 2020.02.17 03:45 | modify | 52267 | 1.00 | 1.04433 | 1.06433 | 1.04183 | ||
| 156782 | 2020.02.17 03:45 | modify | 52268 | 1.00 | 1.04433 | 1.06433 | 1.04183 | ||
| 156783 | 2020.02.17 07:19 | close at stop | 52268 | 1.00 | 1.04580 | 1.06433 | 1.04183 | -94.59 | 4079521.41 |
| 156784 | 2020.02.17 07:19 | close at stop | 52267 | 1.00 | 1.04580 | 1.06433 | 1.04183 | -94.59 | 4079426.82 |
| 156785 | 2020.02.17 07:19 | close at stop | 52264 | 1.00 | 1.04580 | 1.06337 | 1.04087 | -160.45 | 4079266.37 |
| 156786 | 2020.02.17 07:19 | close at stop | 52263 | 1.00 | 1.04580 | 1.06337 | 1.04087 | -160.45 | 4079105.92 |
| 156787 | 2020.02.17 07:19 | close at stop | 52260 | 1.00 | 1.04580 | 1.06259 | 1.04009 | -216.77 | 4078889.15 |
| 156788 | 2020.02.17 07:19 | close at stop | 52259 | 1.00 | 1.04580 | 1.06259 | 1.04009 | -216.77 | 4078672.39 |
| 156789 | 2020.02.17 07:19 | close at stop | 52252 | 1.00 | 1.04580 | 1.06142 | 1.03892 | -306.34 | 4078366.04 |
| 156790 | 2020.02.17 07:19 | close at stop | 52251 | 1.00 | 1.04580 | 1.06142 | 1.03892 | -306.34 | 4078059.70 |
| 156791 | 2020.02.17 07:19 | close at stop | 52250 | 1.00 | 1.04580 | 1.05909 | 1.03659 | -456.27 | 4077603.43 |
| 156792 | 2020.02.17 07:19 | close at stop | 52249 | 1.00 | 1.04580 | 1.05909 | 1.03659 | -456.27 | 4077147.16 |
| 156793 | 2020.02.17 07:19 | close at stop | 52246 | 1.00 | 1.04580 | 1.05810 | 1.03560 | -522.01 | 4076625.14 |
| 156794 | 2020.02.17 07:19 | close at stop | 52245 | 1.00 | 1.04580 | 1.05810 | 1.03560 | -522.01 | 4076103.13 |
| 156795 | 2020.02.17 07:19 | close at stop | 52244 | 1.00 | 1.04580 | 1.05612 | 1.03362 | -651.46 | 4075451.67 |
| 156796 | 2020.02.17 07:19 | close at stop | 52243 | 1.00 | 1.04580 | 1.05612 | 1.03362 | -651.46 | 4074800.20 |
| 156797 | 2020.02.17 07:19 | close at stop | 52162 | 1.00 | 1.04578 | 1.02498 | 1.04748 | -174.84 | 4074625.36 |
| 156798 | 2020.02.17 07:19 | close at stop | 52161 | 1.00 | 1.04578 | 1.02498 | 1.04748 | -174.84 | 4074450.52 |
| 156799 | 2020.02.17 07:19 | close at stop | 52142 | 1.00 | 1.04578 | 1.02666 | 1.04916 | -311.19 | 4074139.32 |
| 156800 | 2020.02.17 07:19 | close at stop | 52141 | 1.00 | 1.04578 | 1.02666 | 1.04916 | -311.19 | 4073828.13 |
| 156801 | 2020.02.17 07:19 | close at stop | 52140 | 1.00 | 1.04578 | 1.02772 | 1.05022 | -389.98 | 4073438.15 |
| 156802 | 2020.02.17 07:19 | close at stop | 52139 | 1.00 | 1.04578 | 1.02772 | 1.05022 | -389.98 | 4073048.17 |
| 156803 | 2020.02.17 07:19 | close at stop | 52134 | 1.00 | 1.04578 | 1.02960 | 1.05210 | -517.97 | 4072530.20 |
| 156804 | 2020.02.17 07:19 | close at stop | 52133 | 1.00 | 1.04578 | 1.02960 | 1.05210 | -517.97 | 4072012.23 |