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=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 | 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 | 4160649.25 | 総利益 | 19928782.54 | 総損失 | -15768133.29 |
| プロフィットファクタ | 1.26 | 期待利得 | 47.71 | ||
| 絶対ドローダウン | 30577.64 | 最大ドローダウン | 377292.65 (11.56%) | 相対ドローダウン | 59.03% (113829.77) |
| 総取引数 | 87200 | 売りポジション(勝率%） | 43750 (88.29%) | 買いポジション(勝率%） | 43450 (87.85%) |
| 勝率(%) | 76796 (88.07%) | 負率 (%) | 10404 (11.93%) | ||
| 最大 | 勝トレード | 428.65 | 敗トレード | -2008.50 | |
| 平均 | 勝トレード | 259.50 | 敗トレード | -1515.58 | |
| 最大 | 連勝(金額) | 526 (138530.71) | 連敗(金額) | 38 (-57098.71) | |
| 最大 | 連勝(トレード数) | 138530.71 (526) | 連敗(トレード数) | -57098.71 (38) | |
| 平均 | 連勝 | 40 | 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 | 1.59642 | ||
| 4 | 2005.04.14 09:20 | modify | 2 | 1.00 | 1.59292 | 1.57292 | 1.59642 | ||
| 5 | 2005.04.14 12:20 | sell | 3 | 1.00 | 1.59630 | 0.00000 | 0.00000 | ||
| 6 | 2005.04.14 12:20 | sell | 4 | 1.00 | 1.59630 | 0.00000 | 0.00000 | ||
| 7 | 2005.04.14 12:20 | modify | 3 | 1.00 | 1.59630 | 1.61630 | 1.59280 | ||
| 8 | 2005.04.14 12:20 | modify | 4 | 1.00 | 1.59630 | 1.61630 | 1.59280 | ||
| 9 | 2005.04.14 12:50 | t/p | 3 | 1.00 | 1.59280 | 1.61630 | 1.59280 | 263.30 | 100263.30 |
| 10 | 2005.04.14 12:50 | t/p | 4 | 1.00 | 1.59280 | 1.61630 | 1.59280 | 263.30 | 100526.60 |
| 11 | 2005.04.14 13:45 | buy | 5 | 1.00 | 1.59120 | 0.00000 | 0.00000 | ||
| 12 | 2005.04.14 13:45 | buy | 6 | 1.00 | 1.59120 | 0.00000 | 0.00000 | ||
| 13 | 2005.04.14 13:45 | modify | 5 | 1.00 | 1.59120 | 1.57120 | 1.59470 | ||
| 14 | 2005.04.14 13:45 | modify | 6 | 1.00 | 1.59120 | 1.57120 | 1.59470 | ||
| 15 | 2005.04.14 14:50 | t/p | 5 | 1.00 | 1.59470 | 1.57120 | 1.59470 | 263.34 | 100789.94 |
| 16 | 2005.04.14 14:50 | t/p | 6 | 1.00 | 1.59470 | 1.57120 | 1.59470 | 263.34 | 101053.28 |
| 17 | 2005.04.14 15:02 | sell | 7 | 1.00 | 1.59627 | 0.00000 | 0.00000 | ||
| 18 | 2005.04.14 15:02 | sell | 8 | 1.00 | 1.59627 | 0.00000 | 0.00000 | ||
| 19 | 2005.04.14 15:02 | modify | 7 | 1.00 | 1.59627 | 1.61627 | 1.59277 | ||
| 20 | 2005.04.14 15:02 | modify | 8 | 1.00 | 1.59627 | 1.61627 | 1.59277 | ||
| 21 | 2005.04.14 15:07 | t/p | 1 | 1.00 | 1.59642 | 1.57292 | 1.59642 | 263.35 | 101316.63 |
| 22 | 2005.04.14 15:07 | t/p | 2 | 1.00 | 1.59642 | 1.57292 | 1.59642 | 263.35 | 101579.98 |
| 23 | 2005.04.14 15:50 | t/p | 7 | 1.00 | 1.59277 | 1.61627 | 1.59277 | 263.31 | 101843.29 |
| 24 | 2005.04.14 15:50 | t/p | 8 | 1.00 | 1.59277 | 1.61627 | 1.59277 | 263.31 | 102106.60 |
| 25 | 2005.04.14 15:50 | buy | 9 | 1.00 | 1.59222 | 0.00000 | 0.00000 | ||
| 26 | 2005.04.14 15:50 | buy | 10 | 1.00 | 1.59222 | 0.00000 | 0.00000 | ||
| 27 | 2005.04.14 15:50 | modify | 9 | 1.00 | 1.59222 | 1.57222 | 1.59572 | ||
| 28 | 2005.04.14 15:50 | modify | 10 | 1.00 | 1.59222 | 1.57222 | 1.59572 | ||
| 261575 | 2020.02.10 07:53 | close at stop | 87182 | 1.00 | 1.45596 | 1.43931 | 1.46281 | -274.96 | 4270202.63 |
| 261576 | 2020.02.10 07:53 | close at stop | 87181 | 1.00 | 1.45596 | 1.43931 | 1.46281 | -274.96 | 4269927.67 |
| 261577 | 2020.02.10 07:53 | close at stop | 87180 | 1.00 | 1.45596 | 1.44153 | 1.46503 | -476.34 | 4269451.33 |
| 261578 | 2020.02.10 07:53 | close at stop | 87179 | 1.00 | 1.45596 | 1.44153 | 1.46503 | -476.34 | 4268975.00 |
| 261579 | 2020.02.10 07:53 | close at stop | 87178 | 1.00 | 1.45596 | 1.44287 | 1.46637 | -577.17 | 4268397.83 |
| 261580 | 2020.02.10 07:53 | close at stop | 87177 | 1.00 | 1.45596 | 1.44287 | 1.46637 | -577.17 | 4267820.67 |
| 261581 | 2020.02.10 07:53 | close at stop | 87176 | 1.00 | 1.45596 | 1.44448 | 1.46798 | -698.32 | 4267122.35 |
| 261582 | 2020.02.10 07:53 | close at stop | 87175 | 1.00 | 1.45596 | 1.44448 | 1.46798 | -698.32 | 4266424.04 |
| 261583 | 2020.02.10 07:53 | close at stop | 87170 | 1.00 | 1.45596 | 1.44518 | 1.46868 | -762.43 | 4265661.61 |
| 261584 | 2020.02.10 07:53 | close at stop | 87169 | 1.00 | 1.45596 | 1.44518 | 1.46868 | -762.43 | 4264899.18 |
| 261585 | 2020.02.10 07:53 | close at stop | 87168 | 1.00 | 1.45596 | 1.44677 | 1.47027 | -882.07 | 4264017.11 |
| 261586 | 2020.02.10 07:53 | close at stop | 87167 | 1.00 | 1.45596 | 1.44677 | 1.47027 | -882.07 | 4263135.04 |
| 261587 | 2020.02.10 07:53 | close at stop | 87166 | 1.00 | 1.45596 | 1.44814 | 1.47164 | -985.16 | 4262149.88 |
| 261588 | 2020.02.10 07:53 | close at stop | 87165 | 1.00 | 1.45596 | 1.44814 | 1.47164 | -985.16 | 4261164.72 |
| 261589 | 2020.02.10 07:53 | close at stop | 87136 | 1.00 | 1.45598 | 1.47814 | 1.45464 | 182.54 | 4261347.26 |
| 261590 | 2020.02.10 07:53 | close at stop | 87135 | 1.00 | 1.45598 | 1.47814 | 1.45464 | 182.54 | 4261529.80 |
| 261591 | 2020.02.10 07:53 | close at stop | 87132 | 1.00 | 1.45598 | 1.47711 | 1.45361 | 107.56 | 4261637.35 |
| 261592 | 2020.02.10 07:53 | close at stop | 87131 | 1.00 | 1.45598 | 1.47711 | 1.45361 | 107.56 | 4261744.91 |
| 261593 | 2020.02.10 07:53 | close at stop | 87130 | 1.00 | 1.45598 | 1.47558 | 1.45208 | -7.56 | 4261737.35 |
| 261594 | 2020.02.10 07:53 | close at stop | 87129 | 1.00 | 1.45598 | 1.47558 | 1.45208 | -7.56 | 4261729.80 |
| 261595 | 2020.02.10 07:53 | close at stop | 87128 | 1.00 | 1.45598 | 1.47423 | 1.45073 | -109.11 | 4261620.68 |
| 261596 | 2020.02.10 07:53 | close at stop | 87127 | 1.00 | 1.45598 | 1.47423 | 1.45073 | -109.11 | 4261511.57 |
| 261597 | 2020.02.10 07:53 | close at stop | 87126 | 1.00 | 1.45598 | 1.47348 | 1.44998 | -158.03 | 4261353.54 |
| 261598 | 2020.02.10 07:53 | close at stop | 87125 | 1.00 | 1.45598 | 1.47348 | 1.44998 | -158.03 | 4261195.51 |
| 261599 | 2020.02.10 07:53 | close at stop | 87124 | 1.00 | 1.45598 | 1.47195 | 1.44845 | -273.13 | 4260922.38 |
| 261600 | 2020.02.10 07:53 | close at stop | 87123 | 1.00 | 1.45598 | 1.47195 | 1.44845 | -273.13 | 4260649.25 |