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=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 | 90735 | モデルティック数 | 2212025 | 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 | 3533316.32 | 総利益 | 11820042.40 | 総損失 | -8286726.08 |
| プロフィットファクタ | 1.43 | 期待利得 | 41.56 | ||
| 絶対ドローダウン | 19887.75 | 最大ドローダウン | 120426.89 (4.60%) | 相対ドローダウン | 46.97% (75465.78) |
| 総取引数 | 85012 | 売りポジション(勝率%） | 42314 (93.50%) | 買いポジション(勝率%） | 42698 (93.52%) |
| 勝率(%) | 79496 (93.51%) | 負率 (%) | 5516 (6.49%) | ||
| 最大 | 勝トレード | 238.10 | 敗トレード | -2008.08 | |
| 平均 | 勝トレード | 148.69 | 敗トレード | -1502.31 | |
| 最大 | 連勝(金額) | 534 (80348.36) | 連敗(金額) | 20 (-30083.08) | |
| 最大 | 連勝(トレード数) | 80348.36 (534) | 連敗(トレード数) | -30083.08 (20) | |
| 平均 | 連勝 | 45 | 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 | 1.57172 | 1.59372 | ||
| 4 | 2005.04.14 12:50 | modify | 2 | 1.00 | 1.59172 | 1.57172 | 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 | 1.57022 | 1.59222 | ||
| 8 | 2005.04.14 13:50 | modify | 4 | 1.00 | 1.59022 | 1.57022 | 1.59222 | ||
| 9 | 2005.04.14 14:35 | t/p | 3 | 1.00 | 1.59222 | 1.57022 | 1.59222 | 150.44 | 100150.44 |
| 10 | 2005.04.14 14:35 | t/p | 4 | 1.00 | 1.59222 | 1.57022 | 1.59222 | 150.44 | 100300.88 |
| 11 | 2005.04.14 14:45 | t/p | 1 | 1.00 | 1.59372 | 1.57172 | 1.59372 | 150.44 | 100451.32 |
| 12 | 2005.04.14 14:45 | t/p | 2 | 1.00 | 1.59372 | 1.57172 | 1.59372 | 150.44 | 100601.76 |
| 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 | 1.61650 | 1.59450 | ||
| 16 | 2005.04.14 15:07 | modify | 6 | 1.00 | 1.59650 | 1.61650 | 1.59450 | ||
| 17 | 2005.04.14 15:20 | t/p | 5 | 1.00 | 1.59450 | 1.61650 | 1.59450 | 150.41 | 100752.17 |
| 18 | 2005.04.14 15:20 | t/p | 6 | 1.00 | 1.59450 | 1.61650 | 1.59450 | 150.41 | 100902.58 |
| 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 | 1.57222 | 1.59422 | ||
| 22 | 2005.04.14 15:50 | modify | 8 | 1.00 | 1.59222 | 1.57222 | 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 | 1.56982 | 1.59182 | ||
| 26 | 2005.04.14 16:50 | modify | 10 | 1.00 | 1.58982 | 1.56982 | 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 | ||
| 255012 | 2020.02.07 15:32 | modify | 85008 | 1.00 | 1.45563 | 1.43563 | 1.45763 | ||
| 255013 | 2020.02.07 15:45 | t/p | 85007 | 1.00 | 1.45763 | 1.43563 | 1.45763 | 150.45 | 3637584.05 |
| 255014 | 2020.02.07 15:45 | t/p | 85008 | 1.00 | 1.45763 | 1.43563 | 1.45763 | 150.45 | 3637734.50 |
| 255015 | 2020.02.07 16:50 | sell | 85009 | 1.00 | 1.46086 | 0.00000 | 0.00000 | ||
| 255016 | 2020.02.07 16:50 | sell | 85010 | 1.00 | 1.46086 | 0.00000 | 0.00000 | ||
| 255017 | 2020.02.07 16:50 | modify | 85009 | 1.00 | 1.46086 | 1.48086 | 1.45886 | ||
| 255018 | 2020.02.07 16:50 | modify | 85010 | 1.00 | 1.46086 | 1.48086 | 1.45886 | ||
| 255019 | 2020.02.07 17:20 | t/p | 85009 | 1.00 | 1.45886 | 1.48086 | 1.45886 | 150.43 | 3637884.93 |
| 255020 | 2020.02.07 17:20 | t/p | 85010 | 1.00 | 1.45886 | 1.48086 | 1.45886 | 150.43 | 3638035.36 |
| 255021 | 2020.02.07 18:50 | buy | 85011 | 1.00 | 1.45656 | 0.00000 | 0.00000 | ||
| 255022 | 2020.02.07 18:50 | buy | 85012 | 1.00 | 1.45656 | 0.00000 | 0.00000 | ||
| 255023 | 2020.02.07 18:50 | modify | 85011 | 1.00 | 1.45656 | 1.43656 | 1.45856 | ||
| 255024 | 2020.02.07 18:50 | modify | 85012 | 1.00 | 1.45656 | 1.43656 | 1.45856 | ||
| 255025 | 2020.02.10 06:30 | close at stop | 85012 | 1.00 | 1.45613 | 1.43656 | 1.45856 | -43.79 | 3637991.58 |
| 255026 | 2020.02.10 06:30 | close at stop | 85011 | 1.00 | 1.45613 | 1.43656 | 1.45856 | -43.79 | 3637947.79 |
| 255027 | 2020.02.10 06:30 | close at stop | 85002 | 1.00 | 1.45613 | 1.44181 | 1.46381 | -484.50 | 3637463.29 |
| 255028 | 2020.02.10 06:30 | close at stop | 85001 | 1.00 | 1.45613 | 1.44181 | 1.46381 | -484.50 | 3636978.78 |
| 255029 | 2020.02.10 06:30 | close at stop | 84998 | 1.00 | 1.45613 | 1.44370 | 1.46570 | -626.68 | 3636352.11 |
| 255030 | 2020.02.10 06:30 | close at stop | 84997 | 1.00 | 1.45613 | 1.44370 | 1.46570 | -626.68 | 3635725.43 |
| 255031 | 2020.02.10 06:30 | close at stop | 84988 | 1.00 | 1.45613 | 1.44724 | 1.46924 | -904.42 | 3634821.01 |
| 255032 | 2020.02.10 06:30 | close at stop | 84987 | 1.00 | 1.45613 | 1.44724 | 1.46924 | -904.42 | 3633916.59 |
| 255033 | 2020.02.10 06:30 | close at stop | 84958 | 1.00 | 1.45615 | 1.47509 | 1.45309 | -57.17 | 3633859.42 |
| 255034 | 2020.02.10 06:30 | close at stop | 84957 | 1.00 | 1.45615 | 1.47509 | 1.45309 | -57.17 | 3633802.24 |
| 255035 | 2020.02.10 06:30 | close at stop | 84956 | 1.00 | 1.45615 | 1.47252 | 1.45052 | -242.96 | 3633559.28 |
| 255036 | 2020.02.10 06:30 | close at stop | 84955 | 1.00 | 1.45615 | 1.47252 | 1.45052 | -242.96 | 3633316.32 |