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=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 | 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 | 4514963.37 | 総利益 | 17259181.23 | 総損失 | -12744217.86 |
| プロフィットファクタ | 1.35 | 期待利得 | 36.24 | ||
| 絶対ドローダウン | 30785.50 | 最大ドローダウン | 243175.80 (7.13%) | 相対ドローダウン | 48.12% (90937.14) |
| 総取引数 | 124576 | 売りポジション(勝率%） | 62108 (93.16%) | 買いポジション(勝率%） | 62468 (93.23%) |
| 勝率(%) | 116104 (93.20%) | 負率 (%) | 8472 (6.80%) | ||
| 最大 | 勝トレード | 270.70 | 敗トレード | -2008.51 | |
| 平均 | 勝トレード | 148.65 | 敗トレード | -1504.28 | |
| 最大 | 連勝(金額) | 790 (118883.07) | 連敗(金額) | 32 (-48151.82) | |
| 最大 | 連勝(トレード数) | 118883.07 (790) | 連敗(トレード数) | -48151.82 (32) | |
| 平均 | 連勝 | 54 | 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 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 | 1.59492 | ||
| 4 | 2005.04.14 09:20 | modify | 2 | 1.00 | 1.59292 | 1.57292 | 1.59492 | ||
| 5 | 2005.04.14 10:20 | t/p | 1 | 1.00 | 1.59492 | 1.57292 | 1.59492 | 150.49 | 100150.49 |
| 6 | 2005.04.14 10:20 | t/p | 2 | 1.00 | 1.59492 | 1.57292 | 1.59492 | 150.49 | 100300.98 |
| 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 | 1.59492 | ||
| 10 | 2005.04.14 11:20 | modify | 4 | 1.00 | 1.59292 | 1.57292 | 1.59492 | ||
| 11 | 2005.04.14 11:40 | t/p | 3 | 1.00 | 1.59492 | 1.57292 | 1.59492 | 150.49 | 100451.47 |
| 12 | 2005.04.14 11:40 | t/p | 4 | 1.00 | 1.59492 | 1.57292 | 1.59492 | 150.49 | 100601.96 |
| 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 | 1.59430 | ||
| 16 | 2005.04.14 12:20 | modify | 6 | 1.00 | 1.59630 | 1.61630 | 1.59430 | ||
| 17 | 2005.04.14 12:45 | t/p | 5 | 1.00 | 1.59430 | 1.61630 | 1.59430 | 150.47 | 100752.43 |
| 18 | 2005.04.14 12:45 | t/p | 6 | 1.00 | 1.59430 | 1.61630 | 1.59430 | 150.47 | 100902.90 |
| 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 | 1.59372 | ||
| 22 | 2005.04.14 12:50 | modify | 8 | 1.00 | 1.59172 | 1.57172 | 1.59372 | ||
| 23 | 2005.04.14 13:45 | buy | 9 | 1.00 | 1.59120 | 0.00000 | 0.00000 | ||
| 24 | 2005.04.14 13:45 | buy | 10 | 1.00 | 1.59120 | 0.00000 | 0.00000 | ||
| 25 | 2005.04.14 13:45 | modify | 9 | 1.00 | 1.59120 | 1.57120 | 1.59320 | ||
| 26 | 2005.04.14 13:45 | modify | 10 | 1.00 | 1.59120 | 1.57120 | 1.59320 | ||
| 27 | 2005.04.14 14:40 | t/p | 9 | 1.00 | 1.59320 | 1.57120 | 1.59320 | 150.50 | 101053.40 |
| 28 | 2005.04.14 14:40 | t/p | 10 | 1.00 | 1.59320 | 1.57120 | 1.59320 | 150.50 | 101203.90 |
| 373703 | 2020.02.07 20:20 | modify | 124573 | 1.00 | 1.45537 | 1.43537 | 1.45737 | ||
| 373704 | 2020.02.07 20:20 | modify | 124574 | 1.00 | 1.45537 | 1.43537 | 1.45737 | ||
| 373705 | 2020.02.10 01:59 | t/p | 124573 | 1.00 | 1.45737 | 1.43537 | 1.45737 | 139.05 | 4620736.77 |
| 373706 | 2020.02.10 01:59 | t/p | 124574 | 1.00 | 1.45737 | 1.43537 | 1.45737 | 139.05 | 4620875.81 |
| 373707 | 2020.02.10 01:59 | sell | 124575 | 1.00 | 1.45743 | 0.00000 | 0.00000 | ||
| 373708 | 2020.02.10 01:59 | sell | 124576 | 1.00 | 1.45743 | 0.00000 | 0.00000 | ||
| 373709 | 2020.02.10 01:59 | modify | 124575 | 1.00 | 1.45743 | 1.47743 | 1.45543 | ||
| 373710 | 2020.02.10 01:59 | modify | 124576 | 1.00 | 1.45743 | 1.47743 | 1.45543 | ||
| 373711 | 2020.02.10 07:38 | close at stop | 124576 | 1.00 | 1.45590 | 1.47743 | 1.45543 | 115.10 | 4620990.91 |
| 373712 | 2020.02.10 07:38 | close at stop | 124575 | 1.00 | 1.45590 | 1.47743 | 1.45543 | 115.10 | 4621106.01 |
| 373713 | 2020.02.10 07:38 | close at stop | 124572 | 1.00 | 1.45588 | 1.43680 | 1.45880 | -80.68 | 4621025.34 |
| 373714 | 2020.02.10 07:38 | close at stop | 124571 | 1.00 | 1.45588 | 1.43680 | 1.45880 | -80.68 | 4620944.66 |
| 373715 | 2020.02.10 07:38 | close at stop | 124554 | 1.00 | 1.45588 | 1.44110 | 1.46310 | -450.02 | 4620494.65 |
| 373716 | 2020.02.10 07:38 | close at stop | 124553 | 1.00 | 1.45588 | 1.44110 | 1.46310 | -450.02 | 4620044.63 |
| 373717 | 2020.02.10 07:38 | close at stop | 124552 | 1.00 | 1.45588 | 1.44264 | 1.46464 | -565.89 | 4619478.74 |
| 373718 | 2020.02.10 07:38 | close at stop | 124551 | 1.00 | 1.45588 | 1.44264 | 1.46464 | -565.89 | 4618912.84 |
| 373719 | 2020.02.10 07:38 | close at stop | 124548 | 1.00 | 1.45588 | 1.44370 | 1.46570 | -645.65 | 4618267.19 |
| 373720 | 2020.02.10 07:38 | close at stop | 124547 | 1.00 | 1.45588 | 1.44370 | 1.46570 | -645.65 | 4617621.53 |
| 373721 | 2020.02.10 07:38 | close at stop | 124538 | 1.00 | 1.45588 | 1.44792 | 1.46992 | -974.64 | 4616646.89 |
| 373722 | 2020.02.10 07:38 | close at stop | 124537 | 1.00 | 1.45588 | 1.44792 | 1.46992 | -974.64 | 4615672.25 |
| 373723 | 2020.02.10 07:38 | close at stop | 124494 | 1.00 | 1.45590 | 1.47581 | 1.45381 | 15.76 | 4615688.02 |
| 373724 | 2020.02.10 07:38 | close at stop | 124493 | 1.00 | 1.45590 | 1.47581 | 1.45381 | 15.76 | 4615703.78 |
| 373725 | 2020.02.10 07:38 | close at stop | 124492 | 1.00 | 1.45590 | 1.47423 | 1.45223 | -103.09 | 4615600.69 |
| 373726 | 2020.02.10 07:38 | close at stop | 124491 | 1.00 | 1.45590 | 1.47423 | 1.45223 | -103.09 | 4615497.59 |
| 373727 | 2020.02.10 07:38 | close at stop | 124488 | 1.00 | 1.45590 | 1.47195 | 1.44995 | -267.11 | 4615230.48 |
| 373728 | 2020.02.10 07:38 | close at stop | 124487 | 1.00 | 1.45590 | 1.47195 | 1.44995 | -267.11 | 4614963.37 |