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=35; 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 | 2212067 | モデリング品質 | n/a |
| 不整合チャートエラー | 38 | ||||
| 初期証拠金 | 100000.00 | スプレッド | 2 | ||
| 純益 | 2576767.21 | 総利益 | 12561610.62 | 総損失 | -9984843.41 |
| プロフィットファクタ | 1.26 | 期待利得 | 46.88 | ||
| 絶対ドローダウン | 26910.68 | 最大ドローダウン | 326465.88 (16.80%) | 相対ドローダウン | 53.64% (84581.90) |
| 総取引数 | 54962 | 売りポジション(勝率%） | 28542 (88.08%) | 買いポジション(勝率%） | 26420 (87.91%) |
| 勝率(%) | 48366 (88.00%) | 負率 (%) | 6596 (12.00%) | ||
| 最大 | 勝トレード | 428.64 | 敗トレード | -2008.42 | |
| 平均 | 勝トレード | 259.72 | 敗トレード | -1513.77 | |
| 最大 | 連勝(金額) | 342 (89622.92) | 連敗(金額) | 26 (-38999.58) | |
| 最大 | 連勝(トレード数) | 89622.92 (342) | 連敗(トレード数) | -38999.58 (26) | |
| 平均 | 連勝 | 34 | 連敗 | 5 | |
| # | 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 | 1.59522 | ||
| 4 | 2005.04.14 12:50 | modify | 2 | 1.00 | 1.59172 | 1.57172 | 1.59522 | ||
| 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 | 1.59372 | ||
| 8 | 2005.04.14 13:50 | modify | 4 | 1.00 | 1.59022 | 1.57022 | 1.59372 | ||
| 9 | 2005.04.14 14:45 | t/p | 3 | 1.00 | 1.59372 | 1.57022 | 1.59372 | 263.32 | 100263.32 |
| 10 | 2005.04.14 14:45 | t/p | 4 | 1.00 | 1.59372 | 1.57022 | 1.59372 | 263.32 | 100526.64 |
| 11 | 2005.04.14 14:50 | t/p | 1 | 1.00 | 1.59522 | 1.57172 | 1.59522 | 263.32 | 100789.96 |
| 12 | 2005.04.14 14:50 | t/p | 2 | 1.00 | 1.59522 | 1.57172 | 1.59522 | 263.32 | 101053.28 |
| 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 | 1.59572 | ||
| 16 | 2005.04.14 15:50 | modify | 6 | 1.00 | 1.59222 | 1.57222 | 1.59572 | ||
| 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 | 1.59332 | ||
| 20 | 2005.04.14 16:50 | modify | 8 | 1.00 | 1.58982 | 1.56982 | 1.59332 | ||
| 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 | 1.59212 | ||
| 24 | 2005.04.14 17:20 | modify | 10 | 1.00 | 1.58862 | 1.56862 | 1.59212 | ||
| 25 | 2005.04.14 21:50 | t/p | 9 | 1.00 | 1.59212 | 1.56862 | 1.59212 | 263.32 | 101316.60 |
| 26 | 2005.04.14 21:50 | t/p | 10 | 1.00 | 1.59212 | 1.56862 | 1.59212 | 263.32 | 101579.92 |
| 164861 | 2020.02.07 18:20 | modify | 54959 | 1.00 | 1.45680 | 1.43680 | 1.46030 | ||
| 164862 | 2020.02.07 18:20 | modify | 54960 | 1.00 | 1.45680 | 1.43680 | 1.46030 | ||
| 164863 | 2020.02.10 02:50 | sell | 54961 | 1.00 | 1.45760 | 0.00000 | 0.00000 | ||
| 164864 | 2020.02.10 02:50 | sell | 54962 | 1.00 | 1.45760 | 0.00000 | 0.00000 | ||
| 164865 | 2020.02.10 02:50 | modify | 54961 | 1.00 | 1.45760 | 1.47760 | 1.45410 | ||
| 164866 | 2020.02.10 02:50 | modify | 54962 | 1.00 | 1.45760 | 1.47760 | 1.45410 | ||
| 164867 | 2020.02.10 08:19 | close at stop | 54962 | 1.00 | 1.45601 | 1.47760 | 1.45410 | 119.62 | 2681078.15 |
| 164868 | 2020.02.10 08:19 | close at stop | 54961 | 1.00 | 1.45601 | 1.47760 | 1.45410 | 119.62 | 2681197.77 |
| 164869 | 2020.02.10 08:19 | close at stop | 54960 | 1.00 | 1.45599 | 1.43680 | 1.46030 | -72.40 | 2681125.38 |
| 164870 | 2020.02.10 08:19 | close at stop | 54959 | 1.00 | 1.45599 | 1.43680 | 1.46030 | -72.40 | 2681052.98 |
| 164871 | 2020.02.10 08:19 | close at stop | 54956 | 1.00 | 1.45599 | 1.43907 | 1.46257 | -254.64 | 2680798.34 |
| 164872 | 2020.02.10 08:19 | close at stop | 54955 | 1.00 | 1.45599 | 1.43907 | 1.46257 | -254.64 | 2680543.70 |
| 164873 | 2020.02.10 08:19 | close at stop | 54954 | 1.00 | 1.45599 | 1.44110 | 1.46460 | -441.73 | 2680101.98 |
| 164874 | 2020.02.10 08:19 | close at stop | 54953 | 1.00 | 1.45599 | 1.44110 | 1.46460 | -441.73 | 2679660.25 |
| 164875 | 2020.02.10 08:19 | close at stop | 54952 | 1.00 | 1.45599 | 1.44287 | 1.46637 | -574.90 | 2679085.35 |
| 164876 | 2020.02.10 08:19 | close at stop | 54951 | 1.00 | 1.45599 | 1.44287 | 1.46637 | -574.90 | 2678510.44 |
| 164877 | 2020.02.10 08:19 | close at stop | 54950 | 1.00 | 1.45599 | 1.44518 | 1.46868 | -760.16 | 2677750.28 |
| 164878 | 2020.02.10 08:19 | close at stop | 54949 | 1.00 | 1.45599 | 1.44518 | 1.46868 | -760.16 | 2676990.12 |
| 164879 | 2020.02.10 08:19 | close at stop | 54928 | 1.00 | 1.45601 | 1.47819 | 1.45469 | 186.54 | 2677176.67 |
| 164880 | 2020.02.10 08:19 | close at stop | 54927 | 1.00 | 1.45601 | 1.47819 | 1.45469 | 186.54 | 2677363.21 |
| 164881 | 2020.02.10 08:19 | close at stop | 54926 | 1.00 | 1.45601 | 1.47632 | 1.45282 | 45.86 | 2677409.08 |
| 164882 | 2020.02.10 08:19 | close at stop | 54925 | 1.00 | 1.45601 | 1.47632 | 1.45282 | 45.86 | 2677454.94 |
| 164883 | 2020.02.10 08:19 | close at stop | 54924 | 1.00 | 1.45601 | 1.47423 | 1.45073 | -111.36 | 2677343.58 |
| 164884 | 2020.02.10 08:19 | close at stop | 54923 | 1.00 | 1.45601 | 1.47423 | 1.45073 | -111.36 | 2677232.21 |
| 164885 | 2020.02.10 08:19 | close at stop | 54922 | 1.00 | 1.45601 | 1.47252 | 1.44902 | -232.50 | 2676999.71 |
| 164886 | 2020.02.10 08:19 | close at stop | 54921 | 1.00 | 1.45601 | 1.47252 | 1.44902 | -232.50 | 2676767.21 |