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=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 | 90739 | モデルティック数 | 2212131 | 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 | 3091724.09 | 総利益 | 15809950.27 | 総損失 | -12718226.18 |
| プロフィットファクタ | 1.24 | 期待利得 | 44.58 | ||
| 絶対ドローダウン | 34131.45 | 最大ドローダウン | 432189.65 (19.05%) | 相対ドローダウン | 63.35% (113836.28) |
| 総取引数 | 69348 | 売りポジション(勝率%） | 35644 (88.00%) | 買いポジション(勝率%） | 33704 (87.76%) |
| 勝率(%) | 60944 (87.88%) | 負率 (%) | 8404 (12.12%) | ||
| 最大 | 勝トレード | 428.54 | 敗トレード | -2007.86 | |
| 平均 | 勝トレード | 259.42 | 敗トレード | -1513.35 | |
| 最大 | 連勝(金額) | 402 (105128.26) | 連敗(金額) | 34 (-50977.50) | |
| 最大 | 連勝(トレード数) | 105128.26 (402) | 連敗(トレード数) | -50977.50 (34) | |
| 平均 | 連勝 | 41 | 連敗 | 6 | |
| # | 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 | 1.59642 | ||
| 4 | 2005.04.14 09:20 | modify | 2 | 1.00 | 1.59292 | 1.57292 | 1.59642 | ||
| 5 | 2005.04.14 12:20 | sell | 3 | 1.00 | 1.59630 | 0.00000 | 0.00000 | ||
| 6 | 2005.04.14 12:20 | sell | 4 | 1.00 | 1.59630 | 0.00000 | 0.00000 | ||
| 7 | 2005.04.14 12:20 | modify | 3 | 1.00 | 1.59630 | 1.61630 | 1.59280 | ||
| 8 | 2005.04.14 12:20 | modify | 4 | 1.00 | 1.59630 | 1.61630 | 1.59280 | ||
| 9 | 2005.04.14 12:50 | t/p | 3 | 1.00 | 1.59280 | 1.61630 | 1.59280 | 263.21 | 100263.21 |
| 10 | 2005.04.14 12:50 | t/p | 4 | 1.00 | 1.59280 | 1.61630 | 1.59280 | 263.21 | 100526.42 |
| 11 | 2005.04.14 13:45 | buy | 5 | 1.00 | 1.59120 | 0.00000 | 0.00000 | ||
| 12 | 2005.04.14 13:45 | buy | 6 | 1.00 | 1.59120 | 0.00000 | 0.00000 | ||
| 13 | 2005.04.14 13:45 | modify | 5 | 1.00 | 1.59120 | 1.57120 | 1.59470 | ||
| 14 | 2005.04.14 13:45 | modify | 6 | 1.00 | 1.59120 | 1.57120 | 1.59470 | ||
| 15 | 2005.04.14 14:50 | t/p | 5 | 1.00 | 1.59470 | 1.57120 | 1.59470 | 263.26 | 100789.68 |
| 16 | 2005.04.14 14:50 | t/p | 6 | 1.00 | 1.59470 | 1.57120 | 1.59470 | 263.26 | 101052.94 |
| 17 | 2005.04.14 15:02 | sell | 7 | 1.00 | 1.59627 | 0.00000 | 0.00000 | ||
| 18 | 2005.04.14 15:02 | sell | 8 | 1.00 | 1.59627 | 0.00000 | 0.00000 | ||
| 19 | 2005.04.14 15:02 | modify | 7 | 1.00 | 1.59627 | 1.61627 | 1.59277 | ||
| 20 | 2005.04.14 15:02 | modify | 8 | 1.00 | 1.59627 | 1.61627 | 1.59277 | ||
| 21 | 2005.04.14 15:07 | t/p | 1 | 1.00 | 1.59642 | 1.57292 | 1.59642 | 263.26 | 101316.20 |
| 22 | 2005.04.14 15:07 | t/p | 2 | 1.00 | 1.59642 | 1.57292 | 1.59642 | 263.26 | 101579.46 |
| 23 | 2005.04.14 15:50 | t/p | 7 | 1.00 | 1.59277 | 1.61627 | 1.59277 | 263.21 | 101842.67 |
| 24 | 2005.04.14 15:50 | t/p | 8 | 1.00 | 1.59277 | 1.61627 | 1.59277 | 263.21 | 102105.88 |
| 25 | 2005.04.14 15:50 | buy | 9 | 1.00 | 1.59222 | 0.00000 | 0.00000 | ||
| 26 | 2005.04.14 15:50 | buy | 10 | 1.00 | 1.59222 | 0.00000 | 0.00000 | ||
| 27 | 2005.04.14 15:50 | modify | 9 | 1.00 | 1.59222 | 1.57222 | 1.59572 | ||
| 28 | 2005.04.14 15:50 | modify | 10 | 1.00 | 1.59222 | 1.57222 | 1.59572 | ||
| 208019 | 2020.02.10 10:55 | close at stop | 69348 | 1.00 | 1.45617 | 1.43537 | 1.45887 | 48.73 | 3198395.92 |
| 208020 | 2020.02.10 10:55 | close at stop | 69347 | 1.00 | 1.45617 | 1.43537 | 1.45887 | 48.73 | 3198444.64 |
| 208021 | 2020.02.10 10:55 | close at stop | 69346 | 1.00 | 1.45617 | 1.43680 | 1.46030 | -58.83 | 3198385.82 |
| 208022 | 2020.02.10 10:55 | close at stop | 69345 | 1.00 | 1.45617 | 1.43680 | 1.46030 | -58.83 | 3198326.99 |
| 208023 | 2020.02.10 10:55 | close at stop | 69340 | 1.00 | 1.45617 | 1.43820 | 1.46170 | -175.57 | 3198151.42 |
| 208024 | 2020.02.10 10:55 | close at stop | 69339 | 1.00 | 1.45617 | 1.43820 | 1.46170 | -175.57 | 3197975.85 |
| 208025 | 2020.02.10 10:55 | close at stop | 69338 | 1.00 | 1.45617 | 1.43975 | 1.46325 | -292.15 | 3197683.70 |
| 208026 | 2020.02.10 10:55 | close at stop | 69337 | 1.00 | 1.45617 | 1.43975 | 1.46325 | -292.15 | 3197391.55 |
| 208027 | 2020.02.10 10:55 | close at stop | 69336 | 1.00 | 1.45617 | 1.44110 | 1.46460 | -428.03 | 3196963.53 |
| 208028 | 2020.02.10 10:55 | close at stop | 69335 | 1.00 | 1.45617 | 1.44110 | 1.46460 | -428.03 | 3196535.50 |
| 208029 | 2020.02.10 10:55 | close at stop | 69334 | 1.00 | 1.45617 | 1.44287 | 1.46637 | -561.15 | 3195974.35 |
| 208030 | 2020.02.10 10:55 | close at stop | 69333 | 1.00 | 1.45617 | 1.44287 | 1.46637 | -561.15 | 3195413.19 |
| 208031 | 2020.02.10 10:55 | close at stop | 69332 | 1.00 | 1.45617 | 1.44370 | 1.46720 | -623.59 | 3194789.61 |
| 208032 | 2020.02.10 10:55 | close at stop | 69331 | 1.00 | 1.45617 | 1.44370 | 1.46720 | -623.59 | 3194166.02 |
| 208033 | 2020.02.10 10:55 | close at stop | 69328 | 1.00 | 1.45617 | 1.44566 | 1.46916 | -782.45 | 3193383.57 |
| 208034 | 2020.02.10 10:55 | close at stop | 69327 | 1.00 | 1.45617 | 1.44566 | 1.46916 | -782.45 | 3192601.12 |
| 208035 | 2020.02.10 10:55 | close at stop | 69298 | 1.00 | 1.45619 | 1.47768 | 1.45418 | 134.59 | 3192735.72 |
| 208036 | 2020.02.10 10:55 | close at stop | 69297 | 1.00 | 1.45619 | 1.47768 | 1.45418 | 134.59 | 3192870.31 |
| 208037 | 2020.02.10 10:55 | close at stop | 69296 | 1.00 | 1.45619 | 1.47609 | 1.45259 | 15.02 | 3192885.34 |
| 208038 | 2020.02.10 10:55 | close at stop | 69295 | 1.00 | 1.45619 | 1.47609 | 1.45259 | 15.02 | 3192900.36 |
| 208039 | 2020.02.10 10:55 | close at stop | 69294 | 1.00 | 1.45619 | 1.47463 | 1.45113 | -94.77 | 3192805.59 |
| 208040 | 2020.02.10 10:55 | close at stop | 69293 | 1.00 | 1.45619 | 1.47463 | 1.45113 | -94.77 | 3192710.81 |
| 208041 | 2020.02.10 10:55 | close at stop | 69292 | 1.00 | 1.45619 | 1.47307 | 1.44957 | -204.57 | 3192506.24 |
| 208042 | 2020.02.10 10:55 | close at stop | 69291 | 1.00 | 1.45619 | 1.47307 | 1.44957 | -204.57 | 3192301.67 |
| 208043 | 2020.02.10 10:55 | close at stop | 69290 | 1.00 | 1.45619 | 1.47195 | 1.44845 | -288.79 | 3192012.88 |
| 208044 | 2020.02.10 10:55 | close at stop | 69289 | 1.00 | 1.45619 | 1.47195 | 1.44845 | -288.79 | 3191724.09 |