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 07:00 | ||||
| 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=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 | 90736 | モデルティック数 | 2212043 | 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 | 3499721.38 | 総利益 | 15041964.72 | 総損失 | -11542243.34 |
| プロフィットファクタ | 1.30 | 期待利得 | 53.39 | ||
| 絶対ドローダウン | 21301.93 | 最大ドローダウン | 307341.44 (10.86%) | 相対ドローダウン | 52.34% (88040.83) |
| 総取引数 | 65552 | 売りポジション(勝率%） | 32928 (88.40%) | 買いポジション(勝率%） | 32624 (88.35%) |
| 勝率(%) | 57932 (88.38%) | 負率 (%) | 7620 (11.62%) | ||
| 最大 | 勝トレード | 428.62 | 敗トレード | -2008.40 | |
| 平均 | 勝トレード | 259.65 | 敗トレード | -1514.73 | |
| 最大 | 連勝(金額) | 408 (107404.75) | 連敗(金額) | 24 (-35805.90) | |
| 最大 | 連勝(トレード数) | 107404.75 (408) | 連敗(トレード数) | -35805.90 (24) | |
| 平均 | 連勝 | 34 | 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 | 1.59522 | ||
| 4 | 2005.04.14 12:50 | modify | 2 | 1.00 | 1.59172 | 1.57172 | 1.59522 | ||
| 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 | 1.59372 | ||
| 8 | 2005.04.14 13:50 | modify | 4 | 1.00 | 1.59022 | 1.57022 | 1.59372 | ||
| 9 | 2005.04.14 14:45 | t/p | 3 | 1.00 | 1.59372 | 1.57022 | 1.59372 | 263.31 | 100263.31 |
| 10 | 2005.04.14 14:45 | t/p | 4 | 1.00 | 1.59372 | 1.57022 | 1.59372 | 263.31 | 100526.62 |
| 11 | 2005.04.14 14:50 | t/p | 1 | 1.00 | 1.59522 | 1.57172 | 1.59522 | 263.31 | 100789.93 |
| 12 | 2005.04.14 14:50 | t/p | 2 | 1.00 | 1.59522 | 1.57172 | 1.59522 | 263.31 | 101053.24 |
| 13 | 2005.04.14 15:50 | buy | 5 | 1.00 | 1.59222 | 0.00000 | 0.00000 | ||
| 14 | 2005.04.14 15:50 | buy | 6 | 1.00 | 1.59222 | 0.00000 | 0.00000 | ||
| 15 | 2005.04.14 15:50 | modify | 5 | 1.00 | 1.59222 | 1.57222 | 1.59572 | ||
| 16 | 2005.04.14 15:50 | modify | 6 | 1.00 | 1.59222 | 1.57222 | 1.59572 | ||
| 17 | 2005.04.14 16:50 | buy | 7 | 1.00 | 1.58982 | 0.00000 | 0.00000 | ||
| 18 | 2005.04.14 16:50 | buy | 8 | 1.00 | 1.58982 | 0.00000 | 0.00000 | ||
| 19 | 2005.04.14 16:50 | modify | 7 | 1.00 | 1.58982 | 1.56982 | 1.59332 | ||
| 20 | 2005.04.14 16:50 | modify | 8 | 1.00 | 1.58982 | 1.56982 | 1.59332 | ||
| 21 | 2005.04.14 17:20 | buy | 9 | 1.00 | 1.58862 | 0.00000 | 0.00000 | ||
| 22 | 2005.04.14 17:20 | buy | 10 | 1.00 | 1.58862 | 0.00000 | 0.00000 | ||
| 23 | 2005.04.14 17:20 | modify | 9 | 1.00 | 1.58862 | 1.56862 | 1.59212 | ||
| 24 | 2005.04.14 17:20 | modify | 10 | 1.00 | 1.58862 | 1.56862 | 1.59212 | ||
| 25 | 2005.04.14 21:50 | t/p | 9 | 1.00 | 1.59212 | 1.56862 | 1.59212 | 263.32 | 101316.56 |
| 26 | 2005.04.14 21:50 | t/p | 10 | 1.00 | 1.59212 | 1.56862 | 1.59212 | 263.32 | 101579.88 |
| 27 | 2005.04.15 01:20 | buy | 11 | 1.00 | 1.58842 | 0.00000 | 0.00000 | ||
| 196631 | 2020.02.07 18:20 | t/p | 65549 | 1.00 | 1.45736 | 1.48086 | 1.45736 | 263.29 | 3605653.95 |
| 196632 | 2020.02.07 18:20 | t/p | 65550 | 1.00 | 1.45736 | 1.48086 | 1.45736 | 263.29 | 3605917.24 |
| 196633 | 2020.02.07 19:20 | buy | 65551 | 1.00 | 1.45629 | 0.00000 | 0.00000 | ||
| 196634 | 2020.02.07 19:20 | buy | 65552 | 1.00 | 1.45629 | 0.00000 | 0.00000 | ||
| 196635 | 2020.02.07 19:20 | modify | 65551 | 1.00 | 1.45629 | 1.43629 | 1.45979 | ||
| 196636 | 2020.02.07 19:20 | modify | 65552 | 1.00 | 1.45629 | 1.43629 | 1.45979 | ||
| 196637 | 2020.02.10 07:26 | close at stop | 65552 | 1.00 | 1.45627 | 1.43629 | 1.45979 | -12.96 | 3605904.28 |
| 196638 | 2020.02.10 07:26 | close at stop | 65551 | 1.00 | 1.45627 | 1.43629 | 1.45979 | -12.96 | 3605891.33 |
| 196639 | 2020.02.10 07:26 | close at stop | 65544 | 1.00 | 1.45627 | 1.43820 | 1.46170 | -168.11 | 3605723.22 |
| 196640 | 2020.02.10 07:26 | close at stop | 65543 | 1.00 | 1.45627 | 1.43820 | 1.46170 | -168.11 | 3605555.11 |
| 196641 | 2020.02.10 07:26 | close at stop | 65542 | 1.00 | 1.45627 | 1.44178 | 1.46528 | -471.81 | 3605083.30 |
| 196642 | 2020.02.10 07:26 | close at stop | 65541 | 1.00 | 1.45627 | 1.44178 | 1.46528 | -471.81 | 3604611.50 |
| 196643 | 2020.02.10 07:26 | close at stop | 65540 | 1.00 | 1.45627 | 1.44370 | 1.46720 | -616.26 | 3603995.23 |
| 196644 | 2020.02.10 07:26 | close at stop | 65539 | 1.00 | 1.45627 | 1.44370 | 1.46720 | -616.26 | 3603378.97 |
| 196645 | 2020.02.10 07:26 | close at stop | 65536 | 1.00 | 1.45627 | 1.44518 | 1.46868 | -739.07 | 3602639.90 |
| 196646 | 2020.02.10 07:26 | close at stop | 65535 | 1.00 | 1.45627 | 1.44518 | 1.46868 | -739.07 | 3601900.83 |
| 196647 | 2020.02.10 07:26 | close at stop | 65534 | 1.00 | 1.45627 | 1.44724 | 1.47074 | -894.06 | 3601006.77 |
| 196648 | 2020.02.10 07:26 | close at stop | 65533 | 1.00 | 1.45627 | 1.44724 | 1.47074 | -894.06 | 3600112.71 |
| 196649 | 2020.02.10 07:26 | close at stop | 65512 | 1.00 | 1.45629 | 1.47819 | 1.45469 | 165.48 | 3600278.19 |
| 196650 | 2020.02.10 07:26 | close at stop | 65511 | 1.00 | 1.45629 | 1.47819 | 1.45469 | 165.48 | 3600443.68 |
| 196651 | 2020.02.10 07:26 | close at stop | 65510 | 1.00 | 1.45629 | 1.47632 | 1.45282 | 24.80 | 3600468.48 |
| 196652 | 2020.02.10 07:26 | close at stop | 65509 | 1.00 | 1.45629 | 1.47632 | 1.45282 | 24.80 | 3600493.29 |
| 196653 | 2020.02.10 07:26 | close at stop | 65508 | 1.00 | 1.45629 | 1.47423 | 1.45073 | -132.42 | 3600360.87 |
| 196654 | 2020.02.10 07:26 | close at stop | 65507 | 1.00 | 1.45629 | 1.47423 | 1.45073 | -132.42 | 3600228.46 |
| 196655 | 2020.02.10 07:26 | close at stop | 65506 | 1.00 | 1.45629 | 1.47252 | 1.44902 | -253.54 | 3599974.92 |
| 196656 | 2020.02.10 07:26 | close at stop | 65505 | 1.00 | 1.45629 | 1.47252 | 1.44902 | -253.54 | 3599721.38 |