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=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 | 5071568.49 | 総利益 | 10877246.28 | 総損失 | -5805677.79 |
| プロフィットファクタ | 1.87 | 期待利得 | 69.41 | ||
| 絶対ドローダウン | 185.24 | 最大ドローダウン | 122380.37 (2.45%) | 相対ドローダウン | 29.33% (65700.75) |
| 総取引数 | 73068 | 売りポジション(勝率%） | 34934 (93.76%) | 買いポジション(勝率%） | 38134 (94.03%) |
| 勝率(%) | 68612 (93.90%) | 負率 (%) | 4456 (6.10%) | ||
| 最大 | 勝トレード | 160.91 | 敗トレード | -1534.10 | |
| 平均 | 勝トレード | 158.53 | 敗トレード | -1302.89 | |
| 最大 | 連勝(金額) | 986 (158486.28) | 連敗(金額) | 26 (-10551.27) | |
| 最大 | 連勝(トレード数) | 158486.28 (986) | 連敗(トレード数) | -26297.36 (20) | |
| 平均 | 連勝 | 59 | 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 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 06:02 | modify | 1 | 1.00 | 1.07254 | 1.05254 | 1.07504 | ||
| 4 | 2005.04.15 06:02 | modify | 2 | 1.00 | 1.07254 | 1.05254 | 1.07504 | ||
| 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 09:37 | modify | 3 | 1.00 | 1.07112 | 1.05112 | 1.07362 | ||
| 8 | 2005.04.15 09:37 | modify | 4 | 1.00 | 1.07112 | 1.05112 | 1.07362 | ||
| 9 | 2005.04.15 09:50 | t/p | 3 | 1.00 | 1.07362 | 1.05112 | 1.07362 | 160.81 | 100160.81 |
| 10 | 2005.04.15 09:50 | t/p | 4 | 1.00 | 1.07362 | 1.05112 | 1.07362 | 160.81 | 100321.62 |
| 11 | 2005.04.15 10:15 | t/p | 1 | 1.00 | 1.07504 | 1.05254 | 1.07504 | 160.81 | 100482.43 |
| 12 | 2005.04.15 10:15 | t/p | 2 | 1.00 | 1.07504 | 1.05254 | 1.07504 | 160.81 | 100643.24 |
| 13 | 2005.04.15 10:20 | sell | 5 | 1.00 | 1.07600 | 0.00000 | 0.00000 | ||
| 14 | 2005.04.15 10:20 | sell | 6 | 1.00 | 1.07600 | 0.00000 | 0.00000 | ||
| 15 | 2005.04.15 10:20 | modify | 5 | 1.00 | 1.07600 | 1.09600 | 1.07350 | ||
| 16 | 2005.04.15 10:20 | modify | 6 | 1.00 | 1.07600 | 1.09600 | 1.07350 | ||
| 17 | 2005.04.15 10:45 | t/p | 5 | 1.00 | 1.07350 | 1.09600 | 1.07350 | 160.88 | 100804.12 |
| 18 | 2005.04.15 10:45 | t/p | 6 | 1.00 | 1.07350 | 1.09600 | 1.07350 | 160.88 | 100965.00 |
| 19 | 2005.04.15 10:50 | buy | 7 | 1.00 | 1.07122 | 0.00000 | 0.00000 | ||
| 20 | 2005.04.15 10:50 | buy | 8 | 1.00 | 1.07122 | 0.00000 | 0.00000 | ||
| 21 | 2005.04.15 10:50 | modify | 7 | 1.00 | 1.07122 | 1.05122 | 1.07372 | ||
| 22 | 2005.04.15 10:50 | modify | 8 | 1.00 | 1.07122 | 1.05122 | 1.07372 | ||
| 23 | 2005.04.15 10:52 | buy | 9 | 1.00 | 1.07207 | 0.00000 | 0.00000 | ||
| 24 | 2005.04.15 10:52 | buy | 10 | 1.00 | 1.07207 | 0.00000 | 0.00000 | ||
| 25 | 2005.04.15 10:52 | modify | 9 | 1.00 | 1.07207 | 1.05207 | 1.07457 | ||
| 26 | 2005.04.15 10:52 | modify | 10 | 1.00 | 1.07207 | 1.05207 | 1.07457 | ||
| 27 | 2005.04.15 10:59 | t/p | 7 | 1.00 | 1.07372 | 1.05122 | 1.07372 | 160.81 | 101125.81 |
| 28 | 2005.04.15 10:59 | t/p | 8 | 1.00 | 1.07372 | 1.05122 | 1.07372 | 160.81 | 101286.62 |
| 219179 | 2020.02.17 07:28 | close at stop | 73066 | 1.00 | 1.04563 | 1.06433 | 1.04183 | -83.67 | 5182036.09 |
| 219180 | 2020.02.17 07:28 | close at stop | 73065 | 1.00 | 1.04563 | 1.06433 | 1.04183 | -83.67 | 5181952.42 |
| 219181 | 2020.02.17 07:28 | close at stop | 73062 | 1.00 | 1.04563 | 1.06337 | 1.04087 | -149.53 | 5181802.89 |
| 219182 | 2020.02.17 07:28 | close at stop | 73061 | 1.00 | 1.04563 | 1.06337 | 1.04087 | -149.53 | 5181653.36 |
| 219183 | 2020.02.17 07:28 | close at stop | 73060 | 1.00 | 1.04563 | 1.06213 | 1.03963 | -235.47 | 5181417.89 |
| 219184 | 2020.02.17 07:28 | close at stop | 73059 | 1.00 | 1.04563 | 1.06213 | 1.03963 | -235.47 | 5181182.43 |
| 219185 | 2020.02.17 07:28 | close at stop | 73050 | 1.00 | 1.04563 | 1.06142 | 1.03892 | -295.44 | 5180886.98 |
| 219186 | 2020.02.17 07:28 | close at stop | 73049 | 1.00 | 1.04563 | 1.06142 | 1.03892 | -295.44 | 5180591.54 |
| 219187 | 2020.02.17 07:28 | close at stop | 73048 | 1.00 | 1.04563 | 1.05989 | 1.03739 | -393.91 | 5180197.63 |
| 219188 | 2020.02.17 07:28 | close at stop | 73047 | 1.00 | 1.04563 | 1.05989 | 1.03739 | -393.91 | 5179803.72 |
| 219189 | 2020.02.17 07:28 | close at stop | 73046 | 1.00 | 1.04563 | 1.05860 | 1.03610 | -476.93 | 5179326.79 |
| 219190 | 2020.02.17 07:28 | close at stop | 73045 | 1.00 | 1.04563 | 1.05860 | 1.03610 | -476.93 | 5178849.85 |
| 219191 | 2020.02.17 07:28 | close at stop | 73040 | 1.00 | 1.04563 | 1.05692 | 1.03442 | -587.09 | 5178262.76 |
| 219192 | 2020.02.17 07:28 | close at stop | 73039 | 1.00 | 1.04563 | 1.05692 | 1.03442 | -587.09 | 5177675.67 |
| 219193 | 2020.02.17 07:28 | close at stop | 73030 | 1.00 | 1.04563 | 1.05449 | 1.03199 | -755.73 | 5176919.94 |
| 219194 | 2020.02.17 07:28 | close at stop | 73029 | 1.00 | 1.04563 | 1.05449 | 1.03199 | -755.73 | 5176164.21 |
| 219195 | 2020.02.17 07:28 | close at stop | 73028 | 1.00 | 1.04563 | 1.05422 | 1.03172 | -775.15 | 5175389.06 |
| 219196 | 2020.02.17 07:28 | close at stop | 73027 | 1.00 | 1.04563 | 1.05422 | 1.03172 | -775.15 | 5174613.91 |
| 219197 | 2020.02.17 07:28 | close at stop | 72908 | 1.00 | 1.04561 | 1.02471 | 1.04721 | -168.40 | 5174445.51 |
| 219198 | 2020.02.17 07:28 | close at stop | 72907 | 1.00 | 1.04561 | 1.02471 | 1.04721 | -168.40 | 5174277.10 |
| 219199 | 2020.02.17 07:28 | close at stop | 72876 | 1.00 | 1.04561 | 1.02666 | 1.04916 | -322.13 | 5173954.97 |
| 219200 | 2020.02.17 07:28 | close at stop | 72875 | 1.00 | 1.04561 | 1.02666 | 1.04916 | -322.13 | 5173632.84 |
| 219201 | 2020.02.17 07:28 | close at stop | 72872 | 1.00 | 1.04561 | 1.02863 | 1.05113 | -459.48 | 5173173.36 |
| 219202 | 2020.02.17 07:28 | close at stop | 72871 | 1.00 | 1.04561 | 1.02863 | 1.05113 | -459.48 | 5172713.88 |
| 219203 | 2020.02.17 07:28 | close at stop | 72862 | 1.00 | 1.04561 | 1.03028 | 1.05278 | -572.69 | 5172141.19 |
| 219204 | 2020.02.17 07:28 | close at stop | 72861 | 1.00 | 1.04561 | 1.03028 | 1.05278 | -572.69 | 5171568.49 |