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 10:00 | ||||
| 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=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 | 90739 | モデルティック数 | 2212118 | 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 | 3544828.38 | 総利益 | 15208996.58 | 総損失 | -11664168.20 |
| プロフィットファクタ | 1.30 | 期待利得 | 32.19 | ||
| 絶対ドローダウン | 17536.92 | 最大ドローダウン | 282495.66 (11.64%) | 相対ドローダウン | 53.23% (98202.37) |
| 総取引数 | 110116 | 売りポジション(勝率%） | 55618 (92.78%) | 買いポジション(勝率%） | 54498 (93.13%) |
| 勝率(%) | 102352 (92.95%) | 負率 (%) | 7764 (7.05%) | ||
| 最大 | 勝トレード | 248.13 | 敗トレード | -2008.30 | |
| 平均 | 勝トレード | 148.60 | 敗トレード | -1502.34 | |
| 最大 | 連勝(金額) | 746 (111738.96) | 連敗(金額) | 24 (-36097.84) | |
| 最大 | 連勝(トレード数) | 111738.96 (746) | 連敗(トレード数) | -36097.84 (24) | |
| 平均 | 連勝 | 56 | 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 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 | 1.59492 | ||
| 4 | 2005.04.14 09:20 | modify | 2 | 1.00 | 1.59292 | 1.57292 | 1.59492 | ||
| 5 | 2005.04.14 10:20 | t/p | 1 | 1.00 | 1.59492 | 1.57292 | 1.59492 | 150.44 | 100150.44 |
| 6 | 2005.04.14 10:20 | t/p | 2 | 1.00 | 1.59492 | 1.57292 | 1.59492 | 150.44 | 100300.88 |
| 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 | 1.59492 | ||
| 10 | 2005.04.14 11:20 | modify | 4 | 1.00 | 1.59292 | 1.57292 | 1.59492 | ||
| 11 | 2005.04.14 11:40 | t/p | 3 | 1.00 | 1.59492 | 1.57292 | 1.59492 | 150.44 | 100451.32 |
| 12 | 2005.04.14 11:40 | t/p | 4 | 1.00 | 1.59492 | 1.57292 | 1.59492 | 150.44 | 100601.76 |
| 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 | 1.59430 | ||
| 16 | 2005.04.14 12:20 | modify | 6 | 1.00 | 1.59630 | 1.61630 | 1.59430 | ||
| 17 | 2005.04.14 12:45 | t/p | 5 | 1.00 | 1.59430 | 1.61630 | 1.59430 | 150.41 | 100752.17 |
| 18 | 2005.04.14 12:45 | t/p | 6 | 1.00 | 1.59430 | 1.61630 | 1.59430 | 150.41 | 100902.58 |
| 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 | 1.59372 | ||
| 22 | 2005.04.14 12:50 | modify | 8 | 1.00 | 1.59172 | 1.57172 | 1.59372 | ||
| 23 | 2005.04.14 13:45 | buy | 9 | 1.00 | 1.59120 | 0.00000 | 0.00000 | ||
| 24 | 2005.04.14 13:45 | buy | 10 | 1.00 | 1.59120 | 0.00000 | 0.00000 | ||
| 25 | 2005.04.14 13:45 | modify | 9 | 1.00 | 1.59120 | 1.57120 | 1.59320 | ||
| 26 | 2005.04.14 13:45 | modify | 10 | 1.00 | 1.59120 | 1.57120 | 1.59320 | ||
| 27 | 2005.04.14 14:40 | t/p | 9 | 1.00 | 1.59320 | 1.57120 | 1.59320 | 150.43 | 101053.01 |
| 28 | 2005.04.14 14:40 | t/p | 10 | 1.00 | 1.59320 | 1.57120 | 1.59320 | 150.43 | 101203.44 |
| 29 | 2005.04.14 14:40 | buy | 11 | 1.00 | 1.59339 | 0.00000 | 0.00000 | ||
| 330323 | 2020.02.10 01:59 | t/p | 110113 | 1.00 | 1.45737 | 1.43537 | 1.45737 | 139.02 | 3651648.52 |
| 330324 | 2020.02.10 01:59 | t/p | 110114 | 1.00 | 1.45737 | 1.43537 | 1.45737 | 139.02 | 3651787.53 |
| 330325 | 2020.02.10 09:50 | t/p | 110115 | 1.00 | 1.45519 | 1.47719 | 1.45519 | 150.44 | 3651937.97 |
| 330326 | 2020.02.10 09:50 | t/p | 110116 | 1.00 | 1.45519 | 1.47719 | 1.45519 | 150.44 | 3652088.41 |
| 330327 | 2020.02.10 10:03 | close at stop | 110112 | 1.00 | 1.45547 | 1.43680 | 1.45880 | -111.50 | 3651976.91 |
| 330328 | 2020.02.10 10:03 | close at stop | 110111 | 1.00 | 1.45547 | 1.43680 | 1.45880 | -111.50 | 3651865.40 |
| 330329 | 2020.02.10 10:03 | close at stop | 110110 | 1.00 | 1.45547 | 1.43818 | 1.46018 | -215.31 | 3651650.09 |
| 330330 | 2020.02.10 10:03 | close at stop | 110109 | 1.00 | 1.45547 | 1.43818 | 1.46018 | -215.31 | 3651434.77 |
| 330331 | 2020.02.10 10:03 | close at stop | 110098 | 1.00 | 1.45547 | 1.43972 | 1.46172 | -342.62 | 3651092.15 |
| 330332 | 2020.02.10 10:03 | close at stop | 110097 | 1.00 | 1.45547 | 1.43972 | 1.46172 | -342.62 | 3650749.53 |
| 330333 | 2020.02.10 10:03 | close at stop | 110092 | 1.00 | 1.45547 | 1.44153 | 1.46353 | -513.13 | 3650236.41 |
| 330334 | 2020.02.10 10:03 | close at stop | 110091 | 1.00 | 1.45547 | 1.44153 | 1.46353 | -513.13 | 3649723.28 |
| 330335 | 2020.02.10 10:03 | close at stop | 110090 | 1.00 | 1.45547 | 1.44287 | 1.46487 | -613.94 | 3649109.35 |
| 330336 | 2020.02.10 10:03 | close at stop | 110089 | 1.00 | 1.45547 | 1.44287 | 1.46487 | -613.94 | 3648495.41 |
| 330337 | 2020.02.10 10:03 | close at stop | 110088 | 1.00 | 1.45547 | 1.44448 | 1.46648 | -735.06 | 3647760.36 |
| 330338 | 2020.02.10 10:03 | close at stop | 110087 | 1.00 | 1.45547 | 1.44448 | 1.46648 | -735.06 | 3647025.30 |
| 330339 | 2020.02.10 10:03 | close at stop | 110086 | 1.00 | 1.45547 | 1.44536 | 1.46736 | -801.25 | 3646224.05 |
| 330340 | 2020.02.10 10:03 | close at stop | 110085 | 1.00 | 1.45547 | 1.44536 | 1.46736 | -801.25 | 3645422.79 |
| 330341 | 2020.02.10 10:03 | close at stop | 110040 | 1.00 | 1.45549 | 1.47632 | 1.45432 | 84.97 | 3645507.77 |
| 330342 | 2020.02.10 10:03 | close at stop | 110039 | 1.00 | 1.45549 | 1.47632 | 1.45432 | 84.97 | 3645592.74 |
| 330343 | 2020.02.10 10:03 | close at stop | 110038 | 1.00 | 1.45549 | 1.47509 | 1.45309 | -7.55 | 3645585.20 |
| 330344 | 2020.02.10 10:03 | close at stop | 110037 | 1.00 | 1.45549 | 1.47509 | 1.45309 | -7.55 | 3645577.65 |
| 330345 | 2020.02.10 10:03 | close at stop | 110036 | 1.00 | 1.45549 | 1.47335 | 1.45135 | -138.43 | 3645439.23 |
| 330346 | 2020.02.10 10:03 | close at stop | 110035 | 1.00 | 1.45549 | 1.47335 | 1.45135 | -138.43 | 3645300.80 |
| 330347 | 2020.02.10 10:03 | close at stop | 110032 | 1.00 | 1.45549 | 1.47195 | 1.44995 | -236.21 | 3645064.59 |
| 330348 | 2020.02.10 10:03 | close at stop | 110031 | 1.00 | 1.45549 | 1.47195 | 1.44995 | -236.21 | 3644828.38 |