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 06:00 | ||||
| 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=2; InputIntervalPips=20; InputLots=1; InputSlippagePips=3.3; InputTakeProfitPips=20; InputStopLossPips=140; 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 | 90735 | モデルティック数 | 2212017 | 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 | 3317314.03 | 総利益 | 11490987.47 | 総損失 | -8173673.44 |
| プロフィットファクタ | 1.41 | 期待利得 | 39.13 | ||
| 絶対ドローダウン | 14601.17 | 最大ドローダウン | 103672.36 (3.63%) | 相対ドローダウン | 31.61% (47068.97) |
| 総取引数 | 84786 | 売りポジション(勝率%） | 42474 (90.75%) | 買いポジション(勝率%） | 42312 (91.04%) |
| 勝率(%) | 77064 (90.89%) | 負率 (%) | 7722 (9.11%) | ||
| 最大 | 勝トレード | 185.48 | 敗トレード | -1545.20 | |
| 平均 | 勝トレード | 149.11 | 敗トレード | -1058.49 | |
| 最大 | 連勝(金額) | 350 (52264.72) | 連敗(金額) | 18 (-18951.38) | |
| 最大 | 連勝(トレード数) | 52264.72 (350) | 連敗(トレード数) | -18951.38 (18) | |
| 平均 | 連勝 | 32 | 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 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 | 1.57772 | 1.59372 | ||
| 4 | 2005.04.14 12:50 | modify | 2 | 1.00 | 1.59172 | 1.57772 | 1.59372 | ||
| 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 | 1.57622 | 1.59222 | ||
| 8 | 2005.04.14 13:50 | modify | 4 | 1.00 | 1.59022 | 1.57622 | 1.59222 | ||
| 9 | 2005.04.14 14:35 | t/p | 3 | 1.00 | 1.59222 | 1.57622 | 1.59222 | 150.43 | 100150.43 |
| 10 | 2005.04.14 14:35 | t/p | 4 | 1.00 | 1.59222 | 1.57622 | 1.59222 | 150.43 | 100300.86 |
| 11 | 2005.04.14 14:45 | t/p | 1 | 1.00 | 1.59372 | 1.57772 | 1.59372 | 150.44 | 100451.30 |
| 12 | 2005.04.14 14:45 | t/p | 2 | 1.00 | 1.59372 | 1.57772 | 1.59372 | 150.44 | 100601.74 |
| 13 | 2005.04.14 15:07 | sell | 5 | 1.00 | 1.59650 | 0.00000 | 0.00000 | ||
| 14 | 2005.04.14 15:07 | sell | 6 | 1.00 | 1.59650 | 0.00000 | 0.00000 | ||
| 15 | 2005.04.14 15:07 | modify | 5 | 1.00 | 1.59650 | 1.61050 | 1.59450 | ||
| 16 | 2005.04.14 15:07 | modify | 6 | 1.00 | 1.59650 | 1.61050 | 1.59450 | ||
| 17 | 2005.04.14 15:20 | t/p | 5 | 1.00 | 1.59450 | 1.61050 | 1.59450 | 150.41 | 100752.15 |
| 18 | 2005.04.14 15:20 | t/p | 6 | 1.00 | 1.59450 | 1.61050 | 1.59450 | 150.41 | 100902.56 |
| 19 | 2005.04.14 15:50 | buy | 7 | 1.00 | 1.59222 | 0.00000 | 0.00000 | ||
| 20 | 2005.04.14 15:50 | buy | 8 | 1.00 | 1.59222 | 0.00000 | 0.00000 | ||
| 21 | 2005.04.14 15:50 | modify | 7 | 1.00 | 1.59222 | 1.57822 | 1.59422 | ||
| 22 | 2005.04.14 15:50 | modify | 8 | 1.00 | 1.59222 | 1.57822 | 1.59422 | ||
| 23 | 2005.04.14 16:50 | buy | 9 | 1.00 | 1.58982 | 0.00000 | 0.00000 | ||
| 24 | 2005.04.14 16:50 | buy | 10 | 1.00 | 1.58982 | 0.00000 | 0.00000 | ||
| 25 | 2005.04.14 16:50 | modify | 9 | 1.00 | 1.58982 | 1.57582 | 1.59182 | ||
| 26 | 2005.04.14 16:50 | modify | 10 | 1.00 | 1.58982 | 1.57582 | 1.59182 | ||
| 27 | 2005.04.14 17:32 | buy | 11 | 1.00 | 1.58813 | 0.00000 | 0.00000 | ||
| 28 | 2005.04.14 17:32 | buy | 12 | 1.00 | 1.58813 | 0.00000 | 0.00000 | ||
| 254333 | 2020.02.07 15:45 | t/p | 84779 | 1.00 | 1.45763 | 1.44163 | 1.45763 | 150.44 | 3420767.60 |
| 254334 | 2020.02.07 15:45 | t/p | 84780 | 1.00 | 1.45763 | 1.44163 | 1.45763 | 150.44 | 3420918.04 |
| 254335 | 2020.02.07 16:50 | sell | 84781 | 1.00 | 1.46086 | 0.00000 | 0.00000 | ||
| 254336 | 2020.02.07 16:50 | sell | 84782 | 1.00 | 1.46086 | 0.00000 | 0.00000 | ||
| 254337 | 2020.02.07 16:50 | modify | 84781 | 1.00 | 1.46086 | 1.47486 | 1.45886 | ||
| 254338 | 2020.02.07 16:50 | modify | 84782 | 1.00 | 1.46086 | 1.47486 | 1.45886 | ||
| 254339 | 2020.02.07 17:20 | t/p | 84781 | 1.00 | 1.45886 | 1.47486 | 1.45886 | 150.41 | 3421068.45 |
| 254340 | 2020.02.07 17:20 | t/p | 84782 | 1.00 | 1.45886 | 1.47486 | 1.45886 | 150.41 | 3421218.86 |
| 254341 | 2020.02.07 18:50 | buy | 84783 | 1.00 | 1.45656 | 0.00000 | 0.00000 | ||
| 254342 | 2020.02.07 18:50 | buy | 84784 | 1.00 | 1.45656 | 0.00000 | 0.00000 | ||
| 254343 | 2020.02.07 18:50 | modify | 84783 | 1.00 | 1.45656 | 1.44256 | 1.45856 | ||
| 254344 | 2020.02.07 18:50 | modify | 84784 | 1.00 | 1.45656 | 1.44256 | 1.45856 | ||
| 254345 | 2020.02.10 02:50 | sell | 84785 | 1.00 | 1.45760 | 0.00000 | 0.00000 | ||
| 254346 | 2020.02.10 02:50 | sell | 84786 | 1.00 | 1.45760 | 0.00000 | 0.00000 | ||
| 254347 | 2020.02.10 02:50 | modify | 84785 | 1.00 | 1.45760 | 1.47160 | 1.45560 | ||
| 254348 | 2020.02.10 02:50 | modify | 84786 | 1.00 | 1.45760 | 1.47160 | 1.45560 | ||
| 254349 | 2020.02.10 06:25 | close at stop | 84786 | 1.00 | 1.45614 | 1.47160 | 1.45560 | 109.80 | 3421328.66 |
| 254350 | 2020.02.10 06:25 | close at stop | 84785 | 1.00 | 1.45614 | 1.47160 | 1.45560 | 109.80 | 3421438.46 |
| 254351 | 2020.02.10 06:25 | close at stop | 84784 | 1.00 | 1.45612 | 1.44256 | 1.45856 | -44.54 | 3421393.93 |
| 254352 | 2020.02.10 06:25 | close at stop | 84783 | 1.00 | 1.45612 | 1.44256 | 1.45856 | -44.54 | 3421349.39 |
| 254353 | 2020.02.10 06:25 | close at stop | 84776 | 1.00 | 1.45612 | 1.44781 | 1.46381 | -485.22 | 3420864.18 |
| 254354 | 2020.02.10 06:25 | close at stop | 84775 | 1.00 | 1.45612 | 1.44781 | 1.46381 | -485.22 | 3420378.96 |
| 254355 | 2020.02.10 06:25 | close at stop | 84772 | 1.00 | 1.45612 | 1.44970 | 1.46570 | -627.38 | 3419751.59 |
| 254356 | 2020.02.10 06:25 | close at stop | 84771 | 1.00 | 1.45612 | 1.44970 | 1.46570 | -627.38 | 3419124.21 |
| 254357 | 2020.02.10 06:25 | close at stop | 84766 | 1.00 | 1.45612 | 1.45324 | 1.46924 | -905.09 | 3418219.12 |
| 254358 | 2020.02.10 06:25 | close at stop | 84765 | 1.00 | 1.45612 | 1.45324 | 1.46924 | -905.09 | 3417314.03 |