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=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 | 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 | 4484528.03 | 総利益 | 19315296.94 | 総損失 | -14830768.91 |
| プロフィットファクタ | 1.30 | 期待利得 | 46.44 | ||
| 絶対ドローダウン | 29358.16 | 最大ドローダウン | 333367.89 (9.64%) | 相対ドローダウン | 55.50% (110598.86) |
| 総取引数 | 96562 | 売りポジション(勝率%） | 48204 (89.83%) | 買いポジション(勝率%） | 48358 (89.86%) |
| 勝率(%) | 86758 (89.85%) | 負率 (%) | 9804 (10.15%) | ||
| 最大 | 勝トレード | 345.95 | 敗トレード | -2008.61 | |
| 平均 | 勝トレード | 222.63 | 敗トレード | -1512.73 | |
| 最大 | 連勝(金額) | 550 (124158.60) | 連敗(金額) | 30 (-45113.28) | |
| 最大 | 連勝(トレード数) | 124158.60 (550) | 連敗(トレード数) | -45113.28 (30) | |
| 平均 | 連勝 | 43 | 連敗 | 5 | |
| # | 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 | 1.59592 | ||
| 4 | 2005.04.14 09:20 | modify | 2 | 1.00 | 1.59292 | 1.57292 | 1.59592 | ||
| 5 | 2005.04.14 12:20 | t/p | 1 | 1.00 | 1.59592 | 1.57292 | 1.59592 | 225.74 | 100225.74 |
| 6 | 2005.04.14 12:20 | t/p | 2 | 1.00 | 1.59592 | 1.57292 | 1.59592 | 225.74 | 100451.48 |
| 7 | 2005.04.14 12:20 | sell | 3 | 1.00 | 1.59630 | 0.00000 | 0.00000 | ||
| 8 | 2005.04.14 12:20 | sell | 4 | 1.00 | 1.59630 | 0.00000 | 0.00000 | ||
| 9 | 2005.04.14 12:20 | modify | 3 | 1.00 | 1.59630 | 1.61630 | 1.59330 | ||
| 10 | 2005.04.14 12:20 | modify | 4 | 1.00 | 1.59630 | 1.61630 | 1.59330 | ||
| 11 | 2005.04.14 12:50 | t/p | 3 | 1.00 | 1.59330 | 1.61630 | 1.59330 | 225.71 | 100677.19 |
| 12 | 2005.04.14 12:50 | t/p | 4 | 1.00 | 1.59330 | 1.61630 | 1.59330 | 225.71 | 100902.90 |
| 13 | 2005.04.14 12:50 | buy | 5 | 1.00 | 1.59172 | 0.00000 | 0.00000 | ||
| 14 | 2005.04.14 12:50 | buy | 6 | 1.00 | 1.59172 | 0.00000 | 0.00000 | ||
| 15 | 2005.04.14 12:50 | modify | 5 | 1.00 | 1.59172 | 1.57172 | 1.59472 | ||
| 16 | 2005.04.14 12:50 | modify | 6 | 1.00 | 1.59172 | 1.57172 | 1.59472 | ||
| 17 | 2005.04.14 13:45 | buy | 7 | 1.00 | 1.59120 | 0.00000 | 0.00000 | ||
| 18 | 2005.04.14 13:45 | buy | 8 | 1.00 | 1.59120 | 0.00000 | 0.00000 | ||
| 19 | 2005.04.14 13:45 | modify | 7 | 1.00 | 1.59120 | 1.57120 | 1.59420 | ||
| 20 | 2005.04.14 13:45 | modify | 8 | 1.00 | 1.59120 | 1.57120 | 1.59420 | ||
| 21 | 2005.04.14 14:45 | t/p | 7 | 1.00 | 1.59420 | 1.57120 | 1.59420 | 225.75 | 101128.65 |
| 22 | 2005.04.14 14:45 | t/p | 8 | 1.00 | 1.59420 | 1.57120 | 1.59420 | 225.75 | 101354.40 |
| 23 | 2005.04.14 14:50 | t/p | 5 | 1.00 | 1.59472 | 1.57172 | 1.59472 | 225.75 | 101580.15 |
| 24 | 2005.04.14 14:50 | t/p | 6 | 1.00 | 1.59472 | 1.57172 | 1.59472 | 225.75 | 101805.90 |
| 25 | 2005.04.14 15:02 | sell | 9 | 1.00 | 1.59627 | 0.00000 | 0.00000 | ||
| 26 | 2005.04.14 15:02 | sell | 10 | 1.00 | 1.59627 | 0.00000 | 0.00000 | ||
| 27 | 2005.04.14 15:02 | modify | 9 | 1.00 | 1.59627 | 1.61627 | 1.59327 | ||
| 28 | 2005.04.14 15:02 | modify | 10 | 1.00 | 1.59627 | 1.61627 | 1.59327 | ||
| 289661 | 2020.02.10 07:45 | close at stop | 96560 | 1.00 | 1.45579 | 1.43568 | 1.45868 | -3.17 | 4593012.02 |
| 289662 | 2020.02.10 07:45 | close at stop | 96559 | 1.00 | 1.45579 | 1.43568 | 1.45868 | -3.17 | 4593008.86 |
| 289663 | 2020.02.10 07:45 | close at stop | 96558 | 1.00 | 1.45579 | 1.43680 | 1.45980 | -87.44 | 4592921.41 |
| 289664 | 2020.02.10 07:45 | close at stop | 96557 | 1.00 | 1.45579 | 1.43680 | 1.45980 | -87.44 | 4592833.97 |
| 289665 | 2020.02.10 07:45 | close at stop | 96544 | 1.00 | 1.45579 | 1.43907 | 1.46207 | -269.70 | 4592564.27 |
| 289666 | 2020.02.10 07:45 | close at stop | 96543 | 1.00 | 1.45579 | 1.43907 | 1.46207 | -269.70 | 4592294.57 |
| 289667 | 2020.02.10 07:45 | close at stop | 96540 | 1.00 | 1.45579 | 1.44153 | 1.46453 | -489.14 | 4591805.43 |
| 289668 | 2020.02.10 07:45 | close at stop | 96539 | 1.00 | 1.45579 | 1.44153 | 1.46453 | -489.14 | 4591316.30 |
| 289669 | 2020.02.10 07:45 | close at stop | 96538 | 1.00 | 1.45579 | 1.44287 | 1.46587 | -589.97 | 4590726.33 |
| 289670 | 2020.02.10 07:45 | close at stop | 96537 | 1.00 | 1.45579 | 1.44287 | 1.46587 | -589.97 | 4590136.37 |
| 289671 | 2020.02.10 07:45 | close at stop | 96536 | 1.00 | 1.45579 | 1.44448 | 1.46748 | -711.12 | 4589425.25 |
| 289672 | 2020.02.10 07:45 | close at stop | 96535 | 1.00 | 1.45579 | 1.44448 | 1.46748 | -711.12 | 4588714.14 |
| 289673 | 2020.02.10 07:45 | close at stop | 96530 | 1.00 | 1.45579 | 1.44613 | 1.46913 | -846.71 | 4587867.43 |
| 289674 | 2020.02.10 07:45 | close at stop | 96529 | 1.00 | 1.45579 | 1.44613 | 1.46913 | -846.71 | 4587020.72 |
| 289675 | 2020.02.10 07:45 | close at stop | 96528 | 1.00 | 1.45579 | 1.44792 | 1.47092 | -981.41 | 4586039.31 |
| 289676 | 2020.02.10 07:45 | close at stop | 96527 | 1.00 | 1.45579 | 1.44792 | 1.47092 | -981.41 | 4585057.90 |
| 289677 | 2020.02.10 07:45 | close at stop | 96496 | 1.00 | 1.45581 | 1.47768 | 1.45468 | 163.23 | 4585221.13 |
| 289678 | 2020.02.10 07:45 | close at stop | 96495 | 1.00 | 1.45581 | 1.47768 | 1.45468 | 163.23 | 4585384.37 |
| 289679 | 2020.02.10 07:45 | close at stop | 96494 | 1.00 | 1.45581 | 1.47609 | 1.45309 | 43.61 | 4585427.98 |
| 289680 | 2020.02.10 07:45 | close at stop | 96493 | 1.00 | 1.45581 | 1.47609 | 1.45309 | 43.61 | 4585471.60 |
| 289681 | 2020.02.10 07:45 | close at stop | 96492 | 1.00 | 1.45581 | 1.47463 | 1.45163 | -66.22 | 4585405.37 |
| 289682 | 2020.02.10 07:45 | close at stop | 96491 | 1.00 | 1.45581 | 1.47463 | 1.45163 | -66.22 | 4585339.15 |
| 289683 | 2020.02.10 07:45 | close at stop | 96490 | 1.00 | 1.45581 | 1.47348 | 1.45048 | -145.23 | 4585193.92 |
| 289684 | 2020.02.10 07:45 | close at stop | 96489 | 1.00 | 1.45581 | 1.47348 | 1.45048 | -145.23 | 4585048.69 |
| 289685 | 2020.02.10 07:45 | close at stop | 96488 | 1.00 | 1.45581 | 1.47195 | 1.44895 | -260.33 | 4584788.36 |
| 289686 | 2020.02.10 07:45 | close at stop | 96487 | 1.00 | 1.45581 | 1.47195 | 1.44895 | -260.33 | 4584528.03 |