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=30; 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 | 2756650.03 | 総利益 | 12534147.04 | 総損失 | -9777497.01 |
| プロフィットファクタ | 1.28 | 期待利得 | 43.94 | ||
| 絶対ドローダウン | 23984.90 | 最大ドローダウン | 288267.06 (14.14%) | 相対ドローダウン | 51.74% (81511.98) |
| 総取引数 | 62740 | 売りポジション(勝率%） | 32090 (89.67%) | 買いポジション(勝率%） | 30650 (89.72%) |
| 勝率(%) | 56274 (89.69%) | 負率 (%) | 6466 (10.31%) | ||
| 最大 | 勝トレード | 325.88 | 敗トレード | -2008.23 | |
| 平均 | 勝トレード | 222.73 | 敗トレード | -1512.14 | |
| 最大 | 連勝(金額) | 412 (92496.70) | 連敗(金額) | 20 (-30088.30) | |
| 最大 | 連勝(トレード数) | 92496.70 (412) | 連敗(トレード数) | -30088.30 (20) | |
| 平均 | 連勝 | 37 | 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 | 2005.04.14 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 | 1.59472 | ||
| 4 | 2005.04.14 12:50 | modify | 2 | 1.00 | 1.59172 | 1.57172 | 1.59472 | ||
| 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 | 1.59322 | ||
| 8 | 2005.04.14 13:50 | modify | 4 | 1.00 | 1.59022 | 1.57022 | 1.59322 | ||
| 9 | 2005.04.14 14:40 | t/p | 3 | 1.00 | 1.59322 | 1.57022 | 1.59322 | 225.70 | 100225.70 |
| 10 | 2005.04.14 14:40 | t/p | 4 | 1.00 | 1.59322 | 1.57022 | 1.59322 | 225.70 | 100451.40 |
| 11 | 2005.04.14 14:50 | t/p | 1 | 1.00 | 1.59472 | 1.57172 | 1.59472 | 225.70 | 100677.10 |
| 12 | 2005.04.14 14:50 | t/p | 2 | 1.00 | 1.59472 | 1.57172 | 1.59472 | 225.70 | 100902.80 |
| 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 | 1.59522 | ||
| 16 | 2005.04.14 15:50 | modify | 6 | 1.00 | 1.59222 | 1.57222 | 1.59522 | ||
| 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 | 1.59282 | ||
| 20 | 2005.04.14 16:50 | modify | 8 | 1.00 | 1.58982 | 1.56982 | 1.59282 | ||
| 21 | 2005.04.14 17:20 | buy | 9 | 1.00 | 1.58862 | 0.00000 | 0.00000 | ||
| 22 | 2005.04.14 17:20 | buy | 10 | 1.00 | 1.58862 | 0.00000 | 0.00000 | ||
| 23 | 2005.04.14 17:20 | modify | 9 | 1.00 | 1.58862 | 1.56862 | 1.59162 | ||
| 24 | 2005.04.14 17:20 | modify | 10 | 1.00 | 1.58862 | 1.56862 | 1.59162 | ||
| 25 | 2005.04.14 18:50 | t/p | 9 | 1.00 | 1.59162 | 1.56862 | 1.59162 | 225.70 | 101128.50 |
| 26 | 2005.04.14 18:50 | t/p | 10 | 1.00 | 1.59162 | 1.56862 | 1.59162 | 225.70 | 101354.20 |
| 27 | 2005.04.14 19:20 | buy | 11 | 1.00 | 1.58832 | 0.00000 | 0.00000 | ||
| 28 | 2005.04.14 19:20 | buy | 12 | 1.00 | 1.58832 | 0.00000 | 0.00000 | ||
| 188195 | 2020.02.07 18:20 | modify | 62737 | 1.00 | 1.45680 | 1.43680 | 1.45980 | ||
| 188196 | 2020.02.07 18:20 | modify | 62738 | 1.00 | 1.45680 | 1.43680 | 1.45980 | ||
| 188197 | 2020.02.07 20:37 | buy | 62739 | 1.00 | 1.45528 | 0.00000 | 0.00000 | ||
| 188198 | 2020.02.07 20:37 | buy | 62740 | 1.00 | 1.45528 | 0.00000 | 0.00000 | ||
| 188199 | 2020.02.07 20:37 | modify | 62739 | 1.00 | 1.45528 | 1.43528 | 1.45828 | ||
| 188200 | 2020.02.07 20:37 | modify | 62740 | 1.00 | 1.45528 | 1.43528 | 1.45828 | ||
| 188201 | 2020.02.10 00:02 | t/p | 62701 | 1.00 | 1.45514 | 1.47814 | 1.45514 | 245.72 | 2861212.26 |
| 188202 | 2020.02.10 00:02 | t/p | 62702 | 1.00 | 1.45514 | 1.47814 | 1.45514 | 245.72 | 2861457.98 |
| 188203 | 2020.02.10 08:14 | close at stop | 62740 | 1.00 | 1.45588 | 1.43528 | 1.45828 | 33.70 | 2861491.67 |
| 188204 | 2020.02.10 08:14 | close at stop | 62739 | 1.00 | 1.45588 | 1.43528 | 1.45828 | 33.70 | 2861525.37 |
| 188205 | 2020.02.10 08:14 | close at stop | 62738 | 1.00 | 1.45588 | 1.43680 | 1.45980 | -80.66 | 2861444.70 |
| 188206 | 2020.02.10 08:14 | close at stop | 62737 | 1.00 | 1.45588 | 1.43680 | 1.45980 | -80.66 | 2861364.04 |
| 188207 | 2020.02.10 08:14 | close at stop | 62732 | 1.00 | 1.45588 | 1.43907 | 1.46207 | -262.91 | 2861101.13 |
| 188208 | 2020.02.10 08:14 | close at stop | 62731 | 1.00 | 1.45588 | 1.43907 | 1.46207 | -262.91 | 2860838.22 |
| 188209 | 2020.02.10 08:14 | close at stop | 62730 | 1.00 | 1.45588 | 1.44110 | 1.46410 | -449.99 | 2860388.23 |
| 188210 | 2020.02.10 08:14 | close at stop | 62729 | 1.00 | 1.45588 | 1.44110 | 1.46410 | -449.99 | 2859938.25 |
| 188211 | 2020.02.10 08:14 | close at stop | 62728 | 1.00 | 1.45588 | 1.44287 | 1.46587 | -583.15 | 2859355.09 |
| 188212 | 2020.02.10 08:14 | close at stop | 62727 | 1.00 | 1.45588 | 1.44287 | 1.46587 | -583.15 | 2858771.94 |
| 188213 | 2020.02.10 08:14 | close at stop | 62726 | 1.00 | 1.45588 | 1.44507 | 1.46807 | -748.69 | 2858023.25 |
| 188214 | 2020.02.10 08:14 | close at stop | 62725 | 1.00 | 1.45588 | 1.44507 | 1.46807 | -748.69 | 2857274.57 |
| 188215 | 2020.02.10 08:14 | close at stop | 62698 | 1.00 | 1.45590 | 1.47603 | 1.45303 | 32.32 | 2857306.89 |
| 188216 | 2020.02.10 08:14 | close at stop | 62697 | 1.00 | 1.45590 | 1.47603 | 1.45303 | 32.32 | 2857339.22 |
| 188217 | 2020.02.10 08:14 | close at stop | 62696 | 1.00 | 1.45590 | 1.47400 | 1.45100 | -120.39 | 2857218.83 |
| 188218 | 2020.02.10 08:14 | close at stop | 62695 | 1.00 | 1.45590 | 1.47400 | 1.45100 | -120.39 | 2857098.45 |
| 188219 | 2020.02.10 08:14 | close at stop | 62694 | 1.00 | 1.45590 | 1.47252 | 1.44952 | -224.21 | 2856874.24 |
| 188220 | 2020.02.10 08:14 | close at stop | 62693 | 1.00 | 1.45590 | 1.47252 | 1.44952 | -224.21 | 2856650.03 |