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=15; 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 | -370062.39 | 総利益 | 1753423.08 | 総損失 | -2123485.47 |
| プロフィットファクタ | 0.83 | 期待利得 | -224.83 | ||
| 絶対ドローダウン | 370062.39 | 最大ドローダウン | 523161.80 (206.70%) | 相対ドローダウン | 206.70% (523161.80) |
| 総取引数 | 1646 | 売りポジション(勝率%） | 864 (92.59%) | 買いポジション(勝率%） | 782 (91.30%) |
| 勝率(%) | 1514 (91.98%) | 負率 (%) | 132 (8.02%) | ||
| 最大 | 勝トレード | 261472.53 | 敗トレード | -260104.96 | |
| 平均 | 勝トレード | 1158.14 | 敗トレード | -16087.01 | |
| 最大 | 連勝(金額) | 246 (29763.04) | 連敗(金額) | 10 (-13251.96) | |
| 最大 | 連勝(トレード数) | 1045619.31 (4) | 連敗(トレード数) | -1557386.52 (6) | |
| 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 06:02 | buy | 1 | 1.00 | 1.07254 | 0.00000 | 0.00000 | ||
| 2 | 2005.04.15 06:02 | buy | 2 | 1.00 | 1.07254 | 0.00000 | 0.00000 | ||
| 3 | 2005.04.15 06:07 | modify | 1 | 1.00 | 1.07254 | 1.05254 | 1.07454 | ||
| 4 | 2005.04.15 06:07 | modify | 2 | 1.00 | 1.07254 | 1.05254 | 1.07454 | ||
| 5 | 2005.04.15 09:37 | buy | 3 | 1.00 | 1.07112 | 0.00000 | 0.00000 | ||
| 6 | 2005.04.15 09:37 | buy | 4 | 1.00 | 1.07112 | 0.00000 | 0.00000 | ||
| 7 | 2005.04.15 10:15 | t/p | 1 | 1.00 | 1.07454 | 1.05254 | 1.07454 | 128.63 | 100128.63 |
| 8 | 2005.04.15 10:15 | t/p | 2 | 1.00 | 1.07454 | 1.05254 | 1.07454 | 128.63 | 100257.26 |
| 9 | 2005.04.15 10:20 | sell | 5 | 1.00 | 1.07600 | 0.00000 | 0.00000 | ||
| 10 | 2005.04.15 10:20 | sell | 6 | 1.00 | 1.07600 | 0.00000 | 0.00000 | ||
| 11 | 2005.04.15 10:50 | buy | 7 | 1.00 | 1.07122 | 0.00000 | 0.00000 | ||
| 12 | 2005.04.15 10:50 | buy | 8 | 1.00 | 1.07122 | 0.00000 | 0.00000 | ||
| 13 | 2005.04.15 15:20 | modify | 5 | 1.00 | 1.07600 | 1.09600 | 1.07400 | ||
| 14 | 2005.04.15 15:20 | modify | 6 | 1.00 | 1.07600 | 1.09600 | 1.07400 | ||
| 15 | 2005.04.15 15:45 | t/p | 5 | 1.00 | 1.07400 | 1.09600 | 1.07400 | 128.69 | 100385.95 |
| 16 | 2005.04.15 15:45 | t/p | 6 | 1.00 | 1.07400 | 1.09600 | 1.07400 | 128.69 | 100514.64 |
| 17 | 2005.04.15 17:20 | sell | 9 | 1.00 | 1.07610 | 0.00000 | 0.00000 | ||
| 18 | 2005.04.15 17:20 | sell | 10 | 1.00 | 1.07610 | 0.00000 | 0.00000 | ||
| 19 | 2005.04.18 02:50 | sell | 11 | 1.00 | 1.07380 | 0.00000 | 0.00000 | ||
| 20 | 2005.04.18 02:50 | sell | 12 | 1.00 | 1.07380 | 0.00000 | 0.00000 | ||
| 21 | 2005.04.18 03:07 | modify | 11 | 1.00 | 1.07380 | 1.09380 | 1.07180 | ||
| 22 | 2005.04.18 03:07 | modify | 12 | 1.00 | 1.07380 | 1.09380 | 1.07180 | ||
| 23 | 2005.04.18 03:50 | t/p | 11 | 1.00 | 1.07180 | 1.09380 | 1.07180 | 128.68 | 100643.32 |
| 24 | 2005.04.18 03:50 | t/p | 12 | 1.00 | 1.07180 | 1.09380 | 1.07180 | 128.68 | 100772.00 |
| 25 | 2005.04.18 04:02 | modify | 7 | 1.00 | 1.07122 | 1.05122 | 1.07322 | ||
| 26 | 2005.04.18 04:02 | modify | 8 | 1.00 | 1.07122 | 1.05122 | 1.07322 | ||
| 27 | 2005.04.18 04:07 | modify | 3 | 1.00 | 1.07112 | 1.05112 | 1.07312 | ||
| 28 | 2005.04.18 04:07 | modify | 4 | 1.00 | 1.07112 | 1.05112 | 1.07312 | ||
| 4899 | 2005.11.21 22:02 | s/l | 1577 | 1.00 | 1.08490 | 1.08490 | 1.06290 | -1303.21 | 143432.36 |
| 4900 | 2005.11.21 22:02 | s/l | 1578 | 1.00 | 1.08490 | 1.08490 | 1.06290 | -1303.21 | 142129.15 |
| 4901 | 2005.11.21 22:02 | t/p | 1597 | 1.00 | 1.07142 | 1.04942 | 1.07142 | 107.41 | 142236.56 |
| 4902 | 2005.11.21 22:02 | t/p | 1598 | 1.00 | 1.07142 | 1.04942 | 1.07142 | 107.41 | 142343.98 |
| 4903 | 2005.11.21 22:02 | t/p | 1607 | 1.00 | 1.07036 | 1.04836 | 1.07036 | 110.95 | 142454.93 |
| 4904 | 2005.11.21 22:02 | t/p | 1608 | 1.00 | 1.07036 | 1.04836 | 1.07036 | 110.95 | 142565.88 |
| 4905 | 2005.11.21 22:02 | s/l | 1639 | 1.00 | 1.08810 | 1.08810 | 1.06610 | -1286.88 | 141279.00 |
| 4906 | 2005.11.21 22:02 | s/l | 1640 | 1.00 | 1.08810 | 1.08810 | 1.06610 | -1286.88 | 139992.12 |
| 4907 | 2005.11.21 22:02 | s/l | 1643 | 1.00 | 1.08960 | 1.08960 | 1.06760 | -1286.88 | 138705.24 |
| 4908 | 2005.11.21 22:02 | s/l | 1644 | 1.00 | 1.08960 | 1.08960 | 1.06760 | -1286.88 | 137418.36 |
| 4909 | 2005.11.21 22:02 | sell | 1645 | 1.00 | 1.87981 | 0.00000 | 0.00000 | ||
| 4910 | 2005.11.21 22:02 | sell | 1646 | 1.00 | 1.87981 | 0.00000 | 0.00000 | ||
| 4911 | 2005.11.21 22:10 | close at stop | 1646 | 1.00 | 5.12787 | 0.00000 | 0.00000 | -208993.18 | -71574.82 |
| 4912 | 2005.11.21 22:10 | close at stop | 1645 | 1.00 | 5.12787 | 0.00000 | 0.00000 | -208993.18 | -280568.00 |
| 4913 | 2005.11.21 22:10 | close at stop | 1638 | 1.00 | 5.12785 | 0.00000 | 0.00000 | 261337.13 | -19230.87 |
| 4914 | 2005.11.21 22:10 | close at stop | 1637 | 1.00 | 5.12785 | 0.00000 | 0.00000 | 261337.13 | 242106.26 |
| 4915 | 2005.11.21 22:10 | close at stop | 1572 | 1.00 | 5.12785 | 0.00000 | 0.00000 | 261472.53 | 503578.78 |
| 4916 | 2005.11.21 22:10 | close at stop | 1571 | 1.00 | 5.12785 | 0.00000 | 0.00000 | 261472.53 | 765051.31 |
| 4917 | 2005.11.21 22:10 | close at stop | 1332 | 1.00 | 5.12787 | 0.00000 | 0.00000 | -260104.96 | 504946.35 |
| 4918 | 2005.11.21 22:10 | close at stop | 1331 | 1.00 | 5.12787 | 0.00000 | 0.00000 | -260104.96 | 244841.40 |
| 4919 | 2005.11.21 22:10 | close at stop | 1306 | 1.00 | 5.12787 | 0.00000 | 0.00000 | -260061.64 | -15220.24 |
| 4920 | 2005.11.21 22:10 | close at stop | 1305 | 1.00 | 5.12787 | 0.00000 | 0.00000 | -260061.64 | -275281.88 |
| 4921 | 2005.11.21 22:10 | close at stop | 1202 | 1.00 | 5.12787 | 0.00000 | 0.00000 | -258526.66 | -533808.55 |
| 4922 | 2005.11.21 22:10 | close at stop | 1201 | 1.00 | 5.12787 | 0.00000 | 0.00000 | -258526.66 | -792335.21 |
| 4923 | 2005.11.21 22:10 | close at stop | 130 | 1.00 | 5.12785 | 0.00000 | 0.00000 | 261136.41 | -531198.80 |
| 4924 | 2005.11.21 22:10 | close at stop | 129 | 1.00 | 5.12785 | 0.00000 | 0.00000 | 261136.41 | -270062.39 |