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=15; InputLots=1; InputSlippagePips=3.3; InputTakeProfitPips=15; 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 | 3371958.21 | 総利益 | 13070747.45 | 総損失 | -9698789.24 |
| プロフィットファクタ | 1.35 | 期待利得 | 27.29 | ||
| 絶対ドローダウン | 17777.86 | 最大ドローダウン | 231442.34 (10.44%) | 相対ドローダウン | 48.60% (85727.12) |
| 総取引数 | 123576 | 売りポジション(勝率%） | 62006 (94.46%) | 買いポジション(勝率%） | 61570 (94.98%) |
| 勝率(%) | 117054 (94.72%) | 負率 (%) | 6522 (5.28%) | ||
| 最大 | 勝トレード | 200.51 | 敗トレード | -2008.43 | |
| 平均 | 勝トレード | 111.66 | 敗トレード | -1487.09 | |
| 最大 | 連勝(金額) | 858 (96339.61) | 連敗(金額) | 22 (-33497.23) | |
| 最大 | 連勝(トレード数) | 96339.61 (858) | 連敗(トレード数) | -33497.23 (22) | |
| 平均 | 連勝 | 63 | 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 09:20 | buy | 1 | 1.00 | 1.59292 | 0.00000 | 0.00000 | ||
| 2 | 2005.04.14 09:20 | buy | 2 | 1.00 | 1.59292 | 0.00000 | 0.00000 | ||
| 3 | 2005.04.14 09:20 | modify | 1 | 1.00 | 1.59292 | 1.57292 | 1.59442 | ||
| 4 | 2005.04.14 09:20 | modify | 2 | 1.00 | 1.59292 | 1.57292 | 1.59442 | ||
| 5 | 2005.04.14 09:50 | t/p | 1 | 1.00 | 1.59442 | 1.57292 | 1.59442 | 112.87 | 100112.87 |
| 6 | 2005.04.14 09:50 | t/p | 2 | 1.00 | 1.59442 | 1.57292 | 1.59442 | 112.87 | 100225.74 |
| 7 | 2005.04.14 11:20 | buy | 3 | 1.00 | 1.59292 | 0.00000 | 0.00000 | ||
| 8 | 2005.04.14 11:20 | buy | 4 | 1.00 | 1.59292 | 0.00000 | 0.00000 | ||
| 9 | 2005.04.14 11:20 | modify | 3 | 1.00 | 1.59292 | 1.57292 | 1.59442 | ||
| 10 | 2005.04.14 11:20 | modify | 4 | 1.00 | 1.59292 | 1.57292 | 1.59442 | ||
| 11 | 2005.04.14 11:33 | t/p | 3 | 1.00 | 1.59442 | 1.57292 | 1.59442 | 112.87 | 100338.61 |
| 12 | 2005.04.14 11:33 | t/p | 4 | 1.00 | 1.59442 | 1.57292 | 1.59442 | 112.87 | 100451.48 |
| 13 | 2005.04.14 12:20 | sell | 5 | 1.00 | 1.59630 | 0.00000 | 0.00000 | ||
| 14 | 2005.04.14 12:20 | sell | 6 | 1.00 | 1.59630 | 0.00000 | 0.00000 | ||
| 15 | 2005.04.14 12:20 | modify | 5 | 1.00 | 1.59630 | 1.61630 | 1.59480 | ||
| 16 | 2005.04.14 12:20 | modify | 6 | 1.00 | 1.59630 | 1.61630 | 1.59480 | ||
| 17 | 2005.04.14 12:40 | t/p | 5 | 1.00 | 1.59480 | 1.61630 | 1.59480 | 112.85 | 100564.33 |
| 18 | 2005.04.14 12:40 | t/p | 6 | 1.00 | 1.59480 | 1.61630 | 1.59480 | 112.85 | 100677.18 |
| 19 | 2005.04.14 12:50 | buy | 7 | 1.00 | 1.59172 | 0.00000 | 0.00000 | ||
| 20 | 2005.04.14 12:50 | buy | 8 | 1.00 | 1.59172 | 0.00000 | 0.00000 | ||
| 21 | 2005.04.14 12:50 | modify | 7 | 1.00 | 1.59172 | 1.57172 | 1.59322 | ||
| 22 | 2005.04.14 12:50 | modify | 8 | 1.00 | 1.59172 | 1.57172 | 1.59322 | ||
| 23 | 2005.04.14 12:57 | t/p | 7 | 1.00 | 1.59322 | 1.57172 | 1.59322 | 112.86 | 100790.04 |
| 24 | 2005.04.14 12:57 | t/p | 8 | 1.00 | 1.59322 | 1.57172 | 1.59322 | 112.86 | 100902.90 |
| 25 | 2005.04.14 13:45 | buy | 9 | 1.00 | 1.59120 | 0.00000 | 0.00000 | ||
| 26 | 2005.04.14 13:45 | buy | 10 | 1.00 | 1.59120 | 0.00000 | 0.00000 | ||
| 27 | 2005.04.14 13:45 | modify | 9 | 1.00 | 1.59120 | 1.57120 | 1.59270 | ||
| 28 | 2005.04.14 13:45 | modify | 10 | 1.00 | 1.59120 | 1.57120 | 1.59270 | ||
| 370703 | 2020.02.10 00:02 | t/p | 123499 | 1.00 | 1.45514 | 1.47664 | 1.45514 | 135.39 | 3476915.45 |
| 370704 | 2020.02.10 00:02 | t/p | 123500 | 1.00 | 1.45514 | 1.47664 | 1.45514 | 135.39 | 3477050.84 |
| 370705 | 2020.02.10 01:43 | t/p | 123573 | 1.00 | 1.45687 | 1.43537 | 1.45687 | 101.43 | 3477152.27 |
| 370706 | 2020.02.10 01:43 | t/p | 123574 | 1.00 | 1.45687 | 1.43537 | 1.45687 | 101.43 | 3477253.69 |
| 370707 | 2020.02.10 01:59 | sell | 123575 | 1.00 | 1.45743 | 0.00000 | 0.00000 | ||
| 370708 | 2020.02.10 01:59 | sell | 123576 | 1.00 | 1.45743 | 0.00000 | 0.00000 | ||
| 370709 | 2020.02.10 01:59 | modify | 123575 | 1.00 | 1.45743 | 1.47743 | 1.45593 | ||
| 370710 | 2020.02.10 01:59 | modify | 123576 | 1.00 | 1.45743 | 1.47743 | 1.45593 | ||
| 370711 | 2020.02.10 04:45 | t/p | 123575 | 1.00 | 1.45593 | 1.47743 | 1.45593 | 112.84 | 3477366.53 |
| 370712 | 2020.02.10 04:45 | t/p | 123576 | 1.00 | 1.45593 | 1.47743 | 1.45593 | 112.84 | 3477479.37 |
| 370713 | 2020.02.10 08:28 | close at stop | 123572 | 1.00 | 1.45579 | 1.43680 | 1.45830 | -87.44 | 3477391.93 |
| 370714 | 2020.02.10 08:28 | close at stop | 123571 | 1.00 | 1.45579 | 1.43680 | 1.45830 | -87.44 | 3477304.48 |
| 370715 | 2020.02.10 08:28 | close at stop | 123558 | 1.00 | 1.45579 | 1.44016 | 1.46166 | -351.71 | 3476952.77 |
| 370716 | 2020.02.10 08:28 | close at stop | 123557 | 1.00 | 1.45579 | 1.44016 | 1.46166 | -351.71 | 3476601.06 |
| 370717 | 2020.02.10 08:28 | close at stop | 123552 | 1.00 | 1.45579 | 1.44110 | 1.46260 | -456.78 | 3476144.29 |
| 370718 | 2020.02.10 08:28 | close at stop | 123551 | 1.00 | 1.45579 | 1.44110 | 1.46260 | -456.78 | 3475687.51 |
| 370719 | 2020.02.10 08:28 | close at stop | 123544 | 1.00 | 1.45579 | 1.44448 | 1.46598 | -711.10 | 3474976.42 |
| 370720 | 2020.02.10 08:28 | close at stop | 123543 | 1.00 | 1.45579 | 1.44448 | 1.46598 | -711.10 | 3474265.32 |
| 370721 | 2020.02.10 08:28 | close at stop | 123542 | 1.00 | 1.45579 | 1.44536 | 1.46686 | -777.32 | 3473488.01 |
| 370722 | 2020.02.10 08:28 | close at stop | 123541 | 1.00 | 1.45579 | 1.44536 | 1.46686 | -777.32 | 3472710.69 |
| 370723 | 2020.02.10 08:28 | close at stop | 123494 | 1.00 | 1.45581 | 1.47509 | 1.45359 | -31.63 | 3472679.07 |
| 370724 | 2020.02.10 08:28 | close at stop | 123493 | 1.00 | 1.45581 | 1.47509 | 1.45359 | -31.63 | 3472647.44 |
| 370725 | 2020.02.10 08:28 | close at stop | 123492 | 1.00 | 1.45581 | 1.47382 | 1.45232 | -127.17 | 3472520.28 |
| 370726 | 2020.02.10 08:28 | close at stop | 123491 | 1.00 | 1.45581 | 1.47382 | 1.45232 | -127.17 | 3472393.11 |
| 370727 | 2020.02.10 08:28 | close at stop | 123488 | 1.00 | 1.45581 | 1.47252 | 1.45102 | -217.45 | 3472175.66 |
| 370728 | 2020.02.10 08:28 | close at stop | 123487 | 1.00 | 1.45581 | 1.47252 | 1.45102 | -217.45 | 3471958.21 |