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=15; InputLots=1; InputSlippagePips=3.3; InputTakeProfitPips=15; 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 | 2212053 | 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 | 4433729.02 | 総利益 | 14507571.56 | 総損失 | -10073842.54 |
| プロフィットファクタ | 1.44 | 期待利得 | 32.43 | ||
| 絶対ドローダウン | 24269.19 | 最大ドローダウン | 174479.25 (5.42%) | 相対ドローダウン | 48.38% (84020.89) |
| 総取引数 | 136696 | 売りポジション(勝率%） | 68084 (95.00%) | 買いポジション(勝率%） | 68612 (95.05%) |
| 勝率(%) | 129896 (95.03%) | 負率 (%) | 6800 (4.97%) | ||
| 最大 | 勝トレード | 182.98 | 敗トレード | -2008.33 | |
| 平均 | 勝トレード | 111.69 | 敗トレード | -1481.45 | |
| 最大 | 連勝(金額) | 854 (95771.91) | 連敗(金額) | 22 (-33106.60) | |
| 最大 | 連勝(トレード数) | 95771.91 (854) | 連敗(トレード数) | -33106.60 (22) | |
| 平均 | 連勝 | 63 | 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 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 | 1.59442 | ||
| 4 | 2005.04.14 09:20 | modify | 2 | 1.00 | 1.59292 | 1.57292 | 1.59442 | ||
| 5 | 2005.04.14 09:50 | t/p | 1 | 1.00 | 1.59442 | 1.57292 | 1.59442 | 112.86 | 100112.86 |
| 6 | 2005.04.14 09:50 | t/p | 2 | 1.00 | 1.59442 | 1.57292 | 1.59442 | 112.86 | 100225.72 |
| 7 | 2005.04.14 11:20 | buy | 3 | 1.00 | 1.59292 | 0.00000 | 0.00000 | ||
| 8 | 2005.04.14 11:20 | buy | 4 | 1.00 | 1.59292 | 0.00000 | 0.00000 | ||
| 9 | 2005.04.14 11:20 | modify | 3 | 1.00 | 1.59292 | 1.57292 | 1.59442 | ||
| 10 | 2005.04.14 11:20 | modify | 4 | 1.00 | 1.59292 | 1.57292 | 1.59442 | ||
| 11 | 2005.04.14 11:33 | t/p | 3 | 1.00 | 1.59442 | 1.57292 | 1.59442 | 112.86 | 100338.58 |
| 12 | 2005.04.14 11:33 | t/p | 4 | 1.00 | 1.59442 | 1.57292 | 1.59442 | 112.86 | 100451.44 |
| 13 | 2005.04.14 12:20 | sell | 5 | 1.00 | 1.59630 | 0.00000 | 0.00000 | ||
| 14 | 2005.04.14 12:20 | sell | 6 | 1.00 | 1.59630 | 0.00000 | 0.00000 | ||
| 15 | 2005.04.14 12:20 | modify | 5 | 1.00 | 1.59630 | 1.61630 | 1.59480 | ||
| 16 | 2005.04.14 12:20 | modify | 6 | 1.00 | 1.59630 | 1.61630 | 1.59480 | ||
| 17 | 2005.04.14 12:40 | t/p | 5 | 1.00 | 1.59480 | 1.61630 | 1.59480 | 112.84 | 100564.28 |
| 18 | 2005.04.14 12:40 | t/p | 6 | 1.00 | 1.59480 | 1.61630 | 1.59480 | 112.84 | 100677.12 |
| 19 | 2005.04.14 12:50 | buy | 7 | 1.00 | 1.59172 | 0.00000 | 0.00000 | ||
| 20 | 2005.04.14 12:50 | buy | 8 | 1.00 | 1.59172 | 0.00000 | 0.00000 | ||
| 21 | 2005.04.14 12:50 | modify | 7 | 1.00 | 1.59172 | 1.57172 | 1.59322 | ||
| 22 | 2005.04.14 12:50 | modify | 8 | 1.00 | 1.59172 | 1.57172 | 1.59322 | ||
| 23 | 2005.04.14 12:57 | t/p | 7 | 1.00 | 1.59322 | 1.57172 | 1.59322 | 112.85 | 100789.97 |
| 24 | 2005.04.14 12:57 | t/p | 8 | 1.00 | 1.59322 | 1.57172 | 1.59322 | 112.85 | 100902.82 |
| 25 | 2005.04.14 13:45 | buy | 9 | 1.00 | 1.59120 | 0.00000 | 0.00000 | ||
| 26 | 2005.04.14 13:45 | buy | 10 | 1.00 | 1.59120 | 0.00000 | 0.00000 | ||
| 27 | 2005.04.14 13:45 | modify | 9 | 1.00 | 1.59120 | 1.57120 | 1.59270 | ||
| 28 | 2005.04.14 13:45 | modify | 10 | 1.00 | 1.59120 | 1.57120 | 1.59270 | ||
| 410063 | 2020.02.07 20:20 | buy | 136693 | 1.00 | 1.45537 | 0.00000 | 0.00000 | ||
| 410064 | 2020.02.07 20:20 | buy | 136694 | 1.00 | 1.45537 | 0.00000 | 0.00000 | ||
| 410065 | 2020.02.07 20:20 | modify | 136693 | 1.00 | 1.45537 | 1.43537 | 1.45687 | ||
| 410066 | 2020.02.07 20:20 | modify | 136694 | 1.00 | 1.45537 | 1.43537 | 1.45687 | ||
| 410067 | 2020.02.10 01:43 | t/p | 136693 | 1.00 | 1.45687 | 1.43537 | 1.45687 | 101.43 | 4538403.46 |
| 410068 | 2020.02.10 01:43 | t/p | 136694 | 1.00 | 1.45687 | 1.43537 | 1.45687 | 101.43 | 4538504.89 |
| 410069 | 2020.02.10 01:59 | sell | 136695 | 1.00 | 1.45743 | 0.00000 | 0.00000 | ||
| 410070 | 2020.02.10 01:59 | sell | 136696 | 1.00 | 1.45743 | 0.00000 | 0.00000 | ||
| 410071 | 2020.02.10 01:59 | modify | 136695 | 1.00 | 1.45743 | 1.47743 | 1.45593 | ||
| 410072 | 2020.02.10 01:59 | modify | 136696 | 1.00 | 1.45743 | 1.47743 | 1.45593 | ||
| 410073 | 2020.02.10 04:45 | t/p | 136695 | 1.00 | 1.45593 | 1.47743 | 1.45593 | 112.85 | 4538617.74 |
| 410074 | 2020.02.10 04:45 | t/p | 136696 | 1.00 | 1.45593 | 1.47743 | 1.45593 | 112.85 | 4538730.59 |
| 410075 | 2020.02.10 07:32 | close at stop | 136692 | 1.00 | 1.45604 | 1.43680 | 1.45830 | -68.63 | 4538661.95 |
| 410076 | 2020.02.10 07:32 | close at stop | 136691 | 1.00 | 1.45604 | 1.43680 | 1.45830 | -68.63 | 4538593.32 |
| 410077 | 2020.02.10 07:32 | close at stop | 136672 | 1.00 | 1.45604 | 1.44110 | 1.46260 | -437.96 | 4538155.36 |
| 410078 | 2020.02.10 07:32 | close at stop | 136671 | 1.00 | 1.45604 | 1.44110 | 1.46260 | -437.96 | 4537717.41 |
| 410079 | 2020.02.10 07:32 | close at stop | 136664 | 1.00 | 1.45604 | 1.44448 | 1.46598 | -692.27 | 4537025.13 |
| 410080 | 2020.02.10 07:32 | close at stop | 136663 | 1.00 | 1.45604 | 1.44448 | 1.46598 | -692.27 | 4536332.86 |
| 410081 | 2020.02.10 07:32 | close at stop | 136654 | 1.00 | 1.45604 | 1.44792 | 1.46942 | -962.56 | 4535370.30 |
| 410082 | 2020.02.10 07:32 | close at stop | 136653 | 1.00 | 1.45604 | 1.44792 | 1.46942 | -962.56 | 4534407.74 |
| 410083 | 2020.02.10 07:32 | close at stop | 136606 | 1.00 | 1.45606 | 1.47609 | 1.45459 | 24.80 | 4534432.54 |
| 410084 | 2020.02.10 07:32 | close at stop | 136605 | 1.00 | 1.45606 | 1.47609 | 1.45459 | 24.80 | 4534457.35 |
| 410085 | 2020.02.10 07:32 | close at stop | 136604 | 1.00 | 1.45606 | 1.47463 | 1.45313 | -85.03 | 4534372.31 |
| 410086 | 2020.02.10 07:32 | close at stop | 136603 | 1.00 | 1.45606 | 1.47463 | 1.45313 | -85.03 | 4534287.28 |
| 410087 | 2020.02.10 07:32 | close at stop | 136600 | 1.00 | 1.45606 | 1.47195 | 1.45045 | -279.13 | 4534008.15 |
| 410088 | 2020.02.10 07:32 | close at stop | 136599 | 1.00 | 1.45606 | 1.47195 | 1.45045 | -279.13 | 4533729.02 |