Strategy Tester Report
komicom ver2.0 23279097
XMTrading-Demo 3 (Build 1260)
| 通貨ペア | EURCAD (Euro vs Canadian Dollar) | ||||
| 期間 | 1時間足(H1) 2005.04.14 06:00 - 2020.02.10 08:00 | ||||
| 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=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 | 90737 | モデルティック数 | 2212066 | モデリング品質 | n/a |
| 不整合チャートエラー | 37 | ||||
| 初期証拠金 | 100000.00 | スプレッド | 2 | ||
| 純益 | 2844849.60 | 総利益 | 10873666.74 | 総損失 | -8028817.14 |
| プロフィットファクタ | 1.35 | 期待利得 | 36.29 | ||
| 絶対ドローダウン | 13573.17 | 最大ドローダウン | 162297.92 (8.06%) | 相対ドローダウン | 42.27% (64600.90) |
| 総取引数 | 78398 | 売りポジション(勝率%） | 40132 (93.05%) | 買いポジション(勝率%） | 38266 (93.33%) |
| 勝率(%) | 73054 (93.18%) | 負率 (%) | 5344 (6.82%) | ||
| 最大 | 勝トレード | 230.61 | 敗トレード | -2008.37 | |
| 平均 | 勝トレード | 148.84 | 敗トレード | -1502.40 | |
| 最大 | 連勝(金額) | 518 (77770.22) | 連敗(金額) | 24 (-36107.58) | |
| 最大 | 連勝(トレード数) | 77770.22 (518) | 連敗(トレード数) | -36107.58 (24) | |
| 平均 | 連勝 | 46 | 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 | 2005.04.14 12:50 | buy | 1 | 1.00 | 1.59172 | 0.00000 | 0.00000 | ||
| 2 | 2005.04.14 12:50 | buy | 2 | 1.00 | 1.59172 | 0.00000 | 0.00000 | ||
| 3 | 2005.04.14 12:50 | modify | 1 | 1.00 | 1.59172 | 1.57172 | 1.59372 | ||
| 4 | 2005.04.14 12:50 | modify | 2 | 1.00 | 1.59172 | 1.57172 | 1.59372 | ||
| 5 | 2005.04.14 13:50 | buy | 3 | 1.00 | 1.59022 | 0.00000 | 0.00000 | ||
| 6 | 2005.04.14 13:50 | buy | 4 | 1.00 | 1.59022 | 0.00000 | 0.00000 | ||
| 7 | 2005.04.14 13:50 | modify | 3 | 1.00 | 1.59022 | 1.57022 | 1.59222 | ||
| 8 | 2005.04.14 13:50 | modify | 4 | 1.00 | 1.59022 | 1.57022 | 1.59222 | ||
| 9 | 2005.04.14 14:35 | t/p | 3 | 1.00 | 1.59222 | 1.57022 | 1.59222 | 150.47 | 100150.47 |
| 10 | 2005.04.14 14:35 | t/p | 4 | 1.00 | 1.59222 | 1.57022 | 1.59222 | 150.47 | 100300.94 |
| 11 | 2005.04.14 14:45 | t/p | 1 | 1.00 | 1.59372 | 1.57172 | 1.59372 | 150.47 | 100451.41 |
| 12 | 2005.04.14 14:45 | t/p | 2 | 1.00 | 1.59372 | 1.57172 | 1.59372 | 150.47 | 100601.88 |
| 13 | 2005.04.14 15:50 | buy | 5 | 1.00 | 1.59222 | 0.00000 | 0.00000 | ||
| 14 | 2005.04.14 15:50 | buy | 6 | 1.00 | 1.59222 | 0.00000 | 0.00000 | ||
| 15 | 2005.04.14 15:50 | modify | 5 | 1.00 | 1.59222 | 1.57222 | 1.59422 | ||
| 16 | 2005.04.14 15:50 | modify | 6 | 1.00 | 1.59222 | 1.57222 | 1.59422 | ||
| 17 | 2005.04.14 16:50 | buy | 7 | 1.00 | 1.58982 | 0.00000 | 0.00000 | ||
| 18 | 2005.04.14 16:50 | buy | 8 | 1.00 | 1.58982 | 0.00000 | 0.00000 | ||
| 19 | 2005.04.14 16:50 | modify | 7 | 1.00 | 1.58982 | 1.56982 | 1.59182 | ||
| 20 | 2005.04.14 16:50 | modify | 8 | 1.00 | 1.58982 | 1.56982 | 1.59182 | ||
| 21 | 2005.04.14 17:20 | buy | 9 | 1.00 | 1.58862 | 0.00000 | 0.00000 | ||
| 235152 | 2020.02.07 12:20 | modify | 78390 | 1.00 | 1.45713 | 1.43713 | 1.45913 | ||
| 235153 | 2020.02.07 14:40 | t/p | 78389 | 1.00 | 1.45913 | 1.43713 | 1.45913 | 150.48 | 2947745.61 |
| 235154 | 2020.02.07 14:40 | t/p | 78390 | 1.00 | 1.45913 | 1.43713 | 1.45913 | 150.48 | 2947896.09 |
| 235155 | 2020.02.07 15:32 | t/p | 78353 | 1.00 | 1.45614 | 1.47814 | 1.45614 | 167.98 | 2948064.08 |
| 235156 | 2020.02.07 15:32 | t/p | 78354 | 1.00 | 1.45614 | 1.47814 | 1.45614 | 167.98 | 2948232.06 |
| 235157 | 2020.02.07 15:32 | buy | 78391 | 1.00 | 1.45563 | 0.00000 | 0.00000 | ||
| 235158 | 2020.02.07 15:32 | buy | 78392 | 1.00 | 1.45563 | 0.00000 | 0.00000 | ||
| 235169 | 2020.02.07 17:07 | t/p | 78387 | 1.00 | 1.46107 | 1.43907 | 1.46107 | 139.03 | 2948972.98 |
| 235170 | 2020.02.07 17:07 | t/p | 78388 | 1.00 | 1.46107 | 1.43907 | 1.46107 | 139.03 | 2949112.01 |
| 235171 | 2020.02.07 18:20 | buy | 78395 | 1.00 | 1.45680 | 0.00000 | 0.00000 | ||
| 235172 | 2020.02.07 18:20 | buy | 78396 | 1.00 | 1.45680 | 0.00000 | 0.00000 | ||
| 235173 | 2020.02.07 18:20 | modify | 78395 | 1.00 | 1.45680 | 1.43680 | 1.45880 | ||
| 235174 | 2020.02.07 18:20 | modify | 78396 | 1.00 | 1.45680 | 1.43680 | 1.45880 | ||
| 235175 | 2020.02.07 20:20 | buy | 78397 | 1.00 | 1.45537 | 0.00000 | 0.00000 | ||
| 235176 | 2020.02.07 20:20 | buy | 78398 | 1.00 | 1.45537 | 0.00000 | 0.00000 | ||
| 235177 | 2020.02.07 20:20 | modify | 78397 | 1.00 | 1.45537 | 1.43537 | 1.45737 | ||
| 235178 | 2020.02.07 20:20 | modify | 78398 | 1.00 | 1.45537 | 1.43537 | 1.45737 | ||
| 235179 | 2020.02.10 01:59 | t/p | 78397 | 1.00 | 1.45737 | 1.43537 | 1.45737 | 139.03 | 2949251.05 |
| 235180 | 2020.02.10 01:59 | t/p | 78398 | 1.00 | 1.45737 | 1.43537 | 1.45737 | 139.03 | 2949390.08 |
| 235181 | 2020.02.10 08:09 | close at stop | 78396 | 1.00 | 1.45597 | 1.43680 | 1.45880 | -73.90 | 2949316.19 |
| 235182 | 2020.02.10 08:09 | close at stop | 78395 | 1.00 | 1.45597 | 1.43680 | 1.45880 | -73.90 | 2949242.29 |
| 235183 | 2020.02.10 08:09 | close at stop | 78384 | 1.00 | 1.45597 | 1.44110 | 1.46310 | -443.20 | 2948799.10 |
| 235184 | 2020.02.10 08:09 | close at stop | 78383 | 1.00 | 1.45597 | 1.44110 | 1.46310 | -443.20 | 2948355.90 |
| 235185 | 2020.02.10 08:09 | close at stop | 78382 | 1.00 | 1.45597 | 1.44337 | 1.46537 | -613.99 | 2947741.92 |
| 235186 | 2020.02.10 08:09 | close at stop | 78381 | 1.00 | 1.45597 | 1.44337 | 1.46537 | -613.99 | 2947127.93 |
| 235187 | 2020.02.10 08:09 | close at stop | 78380 | 1.00 | 1.45597 | 1.44536 | 1.46736 | -763.72 | 2946364.22 |
| 235188 | 2020.02.10 08:09 | close at stop | 78379 | 1.00 | 1.45597 | 1.44536 | 1.46736 | -763.72 | 2945600.50 |
| 235189 | 2020.02.10 08:09 | close at stop | 78348 | 1.00 | 1.45599 | 1.47603 | 1.45403 | 25.55 | 2945626.06 |
| 235190 | 2020.02.10 08:09 | close at stop | 78347 | 1.00 | 1.45599 | 1.47603 | 1.45403 | 25.55 | 2945651.61 |
| 235191 | 2020.02.10 08:09 | close at stop | 78346 | 1.00 | 1.45599 | 1.47400 | 1.45200 | -127.15 | 2945524.46 |
| 235192 | 2020.02.10 08:09 | close at stop | 78345 | 1.00 | 1.45599 | 1.47400 | 1.45200 | -127.15 | 2945397.30 |
| 235193 | 2020.02.10 08:09 | close at stop | 78342 | 1.00 | 1.45599 | 1.47195 | 1.44995 | -273.85 | 2945123.45 |
| 235194 | 2020.02.10 08:09 | close at stop | 78341 | 1.00 | 1.45599 | 1.47195 | 1.44995 | -273.85 | 2944849.60 |