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=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 | 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 | 3168054.98 | 総利益 | 15904492.07 | 総損失 | -12736437.09 |
| プロフィットファクタ | 1.25 | 期待利得 | 39.66 | ||
| 絶対ドローダウン | 24326.58 | 最大ドローダウン | 436471.42 (18.53%) | 相対ドローダウン | 59.43% (110839.93) |
| 総取引数 | 79872 | 売りポジション(勝率%） | 40356 (89.26%) | 買いポジション(勝率%） | 39516 (89.67%) |
| 勝率(%) | 71454 (89.46%) | 負率 (%) | 8418 (10.54%) | ||
| 最大 | 勝トレード | 338.41 | 敗トレード | -2008.56 | |
| 平均 | 勝トレード | 222.58 | 敗トレード | -1513.00 | |
| 最大 | 連勝(金額) | 564 (126615.37) | 連敗(金額) | 28 (-41992.21) | |
| 最大 | 連勝(トレード数) | 126615.37 (564) | 連敗(トレード数) | -41992.21 (28) | |
| 平均 | 連勝 | 44 | 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 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 | 1.59592 | ||
| 4 | 2005.04.14 09:20 | modify | 2 | 1.00 | 1.59292 | 1.57292 | 1.59592 | ||
| 5 | 2005.04.14 12:20 | t/p | 1 | 1.00 | 1.59592 | 1.57292 | 1.59592 | 225.70 | 100225.70 |
| 6 | 2005.04.14 12:20 | t/p | 2 | 1.00 | 1.59592 | 1.57292 | 1.59592 | 225.70 | 100451.40 |
| 7 | 2005.04.14 12:20 | sell | 3 | 1.00 | 1.59630 | 0.00000 | 0.00000 | ||
| 8 | 2005.04.14 12:20 | sell | 4 | 1.00 | 1.59630 | 0.00000 | 0.00000 | ||
| 9 | 2005.04.14 12:20 | modify | 3 | 1.00 | 1.59630 | 1.61630 | 1.59330 | ||
| 10 | 2005.04.14 12:20 | modify | 4 | 1.00 | 1.59630 | 1.61630 | 1.59330 | ||
| 11 | 2005.04.14 12:50 | t/p | 3 | 1.00 | 1.59330 | 1.61630 | 1.59330 | 225.66 | 100677.06 |
| 12 | 2005.04.14 12:50 | t/p | 4 | 1.00 | 1.59330 | 1.61630 | 1.59330 | 225.66 | 100902.72 |
| 13 | 2005.04.14 12:50 | buy | 5 | 1.00 | 1.59172 | 0.00000 | 0.00000 | ||
| 14 | 2005.04.14 12:50 | buy | 6 | 1.00 | 1.59172 | 0.00000 | 0.00000 | ||
| 15 | 2005.04.14 12:50 | modify | 5 | 1.00 | 1.59172 | 1.57172 | 1.59472 | ||
| 16 | 2005.04.14 12:50 | modify | 6 | 1.00 | 1.59172 | 1.57172 | 1.59472 | ||
| 17 | 2005.04.14 13:45 | buy | 7 | 1.00 | 1.59120 | 0.00000 | 0.00000 | ||
| 18 | 2005.04.14 13:45 | buy | 8 | 1.00 | 1.59120 | 0.00000 | 0.00000 | ||
| 19 | 2005.04.14 13:45 | modify | 7 | 1.00 | 1.59120 | 1.57120 | 1.59420 | ||
| 20 | 2005.04.14 13:45 | modify | 8 | 1.00 | 1.59120 | 1.57120 | 1.59420 | ||
| 21 | 2005.04.14 14:45 | t/p | 7 | 1.00 | 1.59420 | 1.57120 | 1.59420 | 225.70 | 101128.42 |
| 22 | 2005.04.14 14:45 | t/p | 8 | 1.00 | 1.59420 | 1.57120 | 1.59420 | 225.70 | 101354.12 |
| 23 | 2005.04.14 14:50 | t/p | 5 | 1.00 | 1.59472 | 1.57172 | 1.59472 | 225.70 | 101579.82 |
| 24 | 2005.04.14 14:50 | t/p | 6 | 1.00 | 1.59472 | 1.57172 | 1.59472 | 225.70 | 101805.52 |
| 25 | 2005.04.14 15:02 | sell | 9 | 1.00 | 1.59627 | 0.00000 | 0.00000 | ||
| 26 | 2005.04.14 15:02 | sell | 10 | 1.00 | 1.59627 | 0.00000 | 0.00000 | ||
| 27 | 2005.04.14 15:02 | modify | 9 | 1.00 | 1.59627 | 1.61627 | 1.59327 | ||
| 28 | 2005.04.14 15:02 | modify | 10 | 1.00 | 1.59627 | 1.61627 | 1.59327 | ||
| 239592 | 2020.02.10 02:07 | modify | 79872 | 1.00 | 1.45748 | 1.47748 | 1.45448 | ||
| 239593 | 2020.02.10 10:08 | close at stop | 79872 | 1.00 | 1.45508 | 1.47748 | 1.45448 | 180.55 | 3274437.87 |
| 239594 | 2020.02.10 10:08 | close at stop | 79871 | 1.00 | 1.45508 | 1.47748 | 1.45448 | 180.55 | 3274618.42 |
| 239595 | 2020.02.10 10:08 | close at stop | 79870 | 1.00 | 1.45506 | 1.43656 | 1.45956 | -124.31 | 3274494.12 |
| 239596 | 2020.02.10 10:08 | close at stop | 79869 | 1.00 | 1.45506 | 1.43656 | 1.45956 | -124.31 | 3274369.81 |
| 239597 | 2020.02.10 10:08 | close at stop | 79868 | 1.00 | 1.45506 | 1.43818 | 1.46118 | -246.20 | 3274123.61 |
| 239598 | 2020.02.10 10:08 | close at stop | 79867 | 1.00 | 1.45506 | 1.43818 | 1.46118 | -246.20 | 3273877.40 |
| 239599 | 2020.02.10 10:08 | close at stop | 79862 | 1.00 | 1.45506 | 1.43965 | 1.46265 | -368.26 | 3273509.14 |
| 239600 | 2020.02.10 10:08 | close at stop | 79861 | 1.00 | 1.45506 | 1.43965 | 1.46265 | -368.26 | 3273140.88 |
| 239601 | 2020.02.10 10:08 | close at stop | 79860 | 1.00 | 1.45506 | 1.44110 | 1.46410 | -511.70 | 3272629.19 |
| 239602 | 2020.02.10 10:08 | close at stop | 79859 | 1.00 | 1.45506 | 1.44110 | 1.46410 | -511.70 | 3272117.49 |
| 239603 | 2020.02.10 10:08 | close at stop | 79858 | 1.00 | 1.45506 | 1.44221 | 1.46521 | -595.23 | 3271522.27 |
| 239604 | 2020.02.10 10:08 | close at stop | 79857 | 1.00 | 1.45506 | 1.44221 | 1.46521 | -595.23 | 3270927.04 |
| 239605 | 2020.02.10 10:08 | close at stop | 79856 | 1.00 | 1.45506 | 1.44370 | 1.46670 | -707.34 | 3270219.71 |
| 239606 | 2020.02.10 10:08 | close at stop | 79855 | 1.00 | 1.45506 | 1.44370 | 1.46670 | -707.34 | 3269512.37 |
| 239607 | 2020.02.10 10:08 | close at stop | 79852 | 1.00 | 1.45506 | 1.44566 | 1.46866 | -866.26 | 3268646.11 |
| 239608 | 2020.02.10 10:08 | close at stop | 79851 | 1.00 | 1.45506 | 1.44566 | 1.46866 | -866.26 | 3267779.85 |
| 239609 | 2020.02.10 10:08 | close at stop | 79818 | 1.00 | 1.45508 | 1.47755 | 1.45455 | 208.36 | 3267988.22 |
| 239610 | 2020.02.10 10:08 | close at stop | 79817 | 1.00 | 1.45508 | 1.47755 | 1.45455 | 208.36 | 3268196.58 |
| 239611 | 2020.02.10 10:08 | close at stop | 79816 | 1.00 | 1.45508 | 1.47603 | 1.45303 | 94.02 | 3268290.60 |
| 239612 | 2020.02.10 10:08 | close at stop | 79815 | 1.00 | 1.45508 | 1.47603 | 1.45303 | 94.02 | 3268384.61 |
| 239613 | 2020.02.10 10:08 | close at stop | 79814 | 1.00 | 1.45508 | 1.47440 | 1.45140 | -28.61 | 3268356.00 |
| 239614 | 2020.02.10 10:08 | close at stop | 79813 | 1.00 | 1.45508 | 1.47440 | 1.45140 | -28.61 | 3268327.38 |
| 239615 | 2020.02.10 10:08 | close at stop | 79812 | 1.00 | 1.45508 | 1.47287 | 1.44987 | -136.20 | 3268191.18 |
| 239616 | 2020.02.10 10:08 | close at stop | 79811 | 1.00 | 1.45508 | 1.47287 | 1.44987 | -136.20 | 3268054.98 |