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=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 | 90735 | モデルティック数 | 2212031 | 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 | 3393934.25 | 総利益 | 14417493.59 | 総損失 | -11023559.34 |
| プロフィットファクタ | 1.31 | 期待利得 | 47.11 | ||
| 絶対ドローダウン | 24384.05 | 最大ドローダウン | 262307.46 (9.69%) | 相対ドローダウン | 52.12% (84508.32) |
| 総取引数 | 72042 | 売りポジション(勝率%） | 36116 (89.83%) | 買いポジション(勝率%） | 35926 (89.93%) |
| 勝率(%) | 64752 (89.88%) | 負率 (%) | 7290 (10.12%) | ||
| 最大 | 勝トレード | 325.85 | 敗トレード | -2008.12 | |
| 平均 | 勝トレード | 222.66 | 敗トレード | -1512.15 | |
| 最大 | 連勝(金額) | 452 (102005.03) | 連敗(金額) | 24 (-36102.70) | |
| 最大 | 連勝(トレード数) | 102005.03 (452) | 連敗(トレード数) | -36102.70 (24) | |
| 平均 | 連勝 | 36 | 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 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 | 1.59472 | ||
| 4 | 2005.04.14 12:50 | modify | 2 | 1.00 | 1.59172 | 1.57172 | 1.59472 | ||
| 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 | 1.59322 | ||
| 8 | 2005.04.14 13:50 | modify | 4 | 1.00 | 1.59022 | 1.57022 | 1.59322 | ||
| 9 | 2005.04.14 14:40 | t/p | 3 | 1.00 | 1.59322 | 1.57022 | 1.59322 | 225.68 | 100225.68 |
| 10 | 2005.04.14 14:40 | t/p | 4 | 1.00 | 1.59322 | 1.57022 | 1.59322 | 225.68 | 100451.36 |
| 11 | 2005.04.14 14:50 | t/p | 1 | 1.00 | 1.59472 | 1.57172 | 1.59472 | 225.68 | 100677.04 |
| 12 | 2005.04.14 14:50 | t/p | 2 | 1.00 | 1.59472 | 1.57172 | 1.59472 | 225.68 | 100902.72 |
| 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 | 1.59350 | ||
| 16 | 2005.04.14 15:07 | modify | 6 | 1.00 | 1.59650 | 1.61650 | 1.59350 | ||
| 17 | 2005.04.14 15:45 | t/p | 5 | 1.00 | 1.59350 | 1.61650 | 1.59350 | 225.65 | 101128.37 |
| 18 | 2005.04.14 15:45 | t/p | 6 | 1.00 | 1.59350 | 1.61650 | 1.59350 | 225.65 | 101354.02 |
| 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 | 1.59522 | ||
| 22 | 2005.04.14 15:50 | modify | 8 | 1.00 | 1.59222 | 1.57222 | 1.59522 | ||
| 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 | 1.59282 | ||
| 26 | 2005.04.14 16:50 | modify | 10 | 1.00 | 1.58982 | 1.56982 | 1.59282 | ||
| 27 | 2005.04.14 17:32 | buy | 11 | 1.00 | 1.58813 | 0.00000 | 0.00000 | ||
| 216102 | 2020.02.07 16:50 | modify | 72040 | 1.00 | 1.46086 | 1.48086 | 1.45786 | ||
| 216103 | 2020.02.07 17:07 | t/p | 72033 | 1.00 | 1.46120 | 1.43820 | 1.46120 | 214.25 | 3499366.56 |
| 216104 | 2020.02.07 17:07 | t/p | 72034 | 1.00 | 1.46120 | 1.43820 | 1.46120 | 214.25 | 3499580.80 |
| 216105 | 2020.02.07 17:50 | t/p | 72039 | 1.00 | 1.45786 | 1.48086 | 1.45786 | 225.65 | 3499806.45 |
| 216106 | 2020.02.07 17:50 | t/p | 72040 | 1.00 | 1.45786 | 1.48086 | 1.45786 | 225.65 | 3500032.10 |
| 216107 | 2020.02.07 19:20 | buy | 72041 | 1.00 | 1.45629 | 0.00000 | 0.00000 | ||
| 216108 | 2020.02.07 19:20 | buy | 72042 | 1.00 | 1.45629 | 0.00000 | 0.00000 | ||
| 216109 | 2020.02.07 19:20 | modify | 72041 | 1.00 | 1.45629 | 1.43629 | 1.45929 | ||
| 216110 | 2020.02.07 19:20 | modify | 72042 | 1.00 | 1.45629 | 1.43629 | 1.45929 | ||
| 216111 | 2020.02.10 06:36 | close at stop | 72042 | 1.00 | 1.45615 | 1.43629 | 1.45929 | -21.98 | 3500010.13 |
| 216112 | 2020.02.10 06:36 | close at stop | 72041 | 1.00 | 1.45615 | 1.43629 | 1.45929 | -21.98 | 3499988.15 |
| 216113 | 2020.02.10 06:36 | close at stop | 72032 | 1.00 | 1.45615 | 1.44178 | 1.46478 | -480.75 | 3499507.40 |
| 216114 | 2020.02.10 06:36 | close at stop | 72031 | 1.00 | 1.45615 | 1.44178 | 1.46478 | -480.75 | 3499026.64 |
| 216115 | 2020.02.10 06:36 | close at stop | 72030 | 1.00 | 1.45615 | 1.44370 | 1.46670 | -625.19 | 3498401.46 |
| 216116 | 2020.02.10 06:36 | close at stop | 72029 | 1.00 | 1.45615 | 1.44370 | 1.46670 | -625.19 | 3497776.27 |
| 216117 | 2020.02.10 06:36 | close at stop | 72024 | 1.00 | 1.45615 | 1.44566 | 1.46866 | -784.08 | 3496992.19 |
| 216118 | 2020.02.10 06:36 | close at stop | 72023 | 1.00 | 1.45615 | 1.44566 | 1.46866 | -784.08 | 3496208.11 |
| 216119 | 2020.02.10 06:36 | close at stop | 72022 | 1.00 | 1.45615 | 1.44724 | 1.47024 | -902.94 | 3495305.17 |
| 216120 | 2020.02.10 06:36 | close at stop | 72021 | 1.00 | 1.45615 | 1.44724 | 1.47024 | -902.94 | 3494402.23 |
| 216121 | 2020.02.10 06:36 | close at stop | 71998 | 1.00 | 1.45617 | 1.47679 | 1.45379 | 69.17 | 3494471.41 |
| 216122 | 2020.02.10 06:36 | close at stop | 71997 | 1.00 | 1.45617 | 1.47679 | 1.45379 | 69.17 | 3494540.58 |
| 216123 | 2020.02.10 06:36 | close at stop | 71996 | 1.00 | 1.45617 | 1.47509 | 1.45209 | -58.69 | 3494481.90 |
| 216124 | 2020.02.10 06:36 | close at stop | 71995 | 1.00 | 1.45617 | 1.47509 | 1.45209 | -58.69 | 3494423.21 |
| 216125 | 2020.02.10 06:36 | close at stop | 71994 | 1.00 | 1.45617 | 1.47252 | 1.44952 | -244.48 | 3494178.73 |
| 216126 | 2020.02.10 06:36 | close at stop | 71993 | 1.00 | 1.45617 | 1.47252 | 1.44952 | -244.48 | 3493934.25 |