Strategy Tester Report
CHAOS_GOLD_LISKOFF
| 通貨ペア | XAUUSD (GOLD) | ||||
| 期間 | 1時間足(H1) 2014.01.02 09:00 - 2021.11.26 20:00 (2014.01.01 - 2021.11.30) | ||||
| モデル | 全ティック (利用可能な最小時間枠による最も正確な方法) | ||||
| パラメーター | LOT=0.01; MAX_POSITION=30; MAGIC_NUMBER=20211204; COMMENT="CHAOS_GOLD_LISKOFF"; HOUR01=10; HOUR02=23; SELL_ENTRY=true; MM=false; LOT_MM=0.002; MAX_LOT_MM=1; | ||||
| テストバー数 | 47465 | モデルティック数 | 152699596 | モデリング品質 | 90.00% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 1000000.00 | スプレッド | 50 | ||
| 純益 | 647634.73 | 総利益 | 1354950.41 | 総損失 | -707315.68 |
| プロフィットファクタ | 1.92 | 期待利得 | 446.03 | ||
| 絶対ドローダウン | 63728.51 | 最大ドローダウン | 137611.68 (10.67%) | 相対ドローダウン | 10.94% (115630.49) |
| 総取引数 | 1452 | 売りポジション(勝率%） | 465 (50.75%) | 買いポジション(勝率%） | 987 (77.20%) |
| 勝率(%) | 998 (68.73%) | 負率 (%) | 454 (31.27%) | ||
| 最大 | 勝トレード | 12188.78 | 敗トレード | -19389.34 | |
| 平均 | 勝トレード | 1357.67 | 敗トレード | -1557.96 | |
| 最大 | 連勝(金額) | 22 (13820.21) | 連敗(金額) | 13 (-41840.91) | |
| 最大 | 連勝(トレード数) | 49889.09 (11) | 連敗(トレード数) | -41840.91 (13) | |
| 平均 | 連勝 | 3 | 連敗 | 2 | |
1ページ目次へ
| # | 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 | 2014.01.07 16:00 | buy | 1 | 0.01 | 1236.21 | 0.00 | 0.00 | ||
| 2 | 2014.01.07 16:00 | sell | 2 | 0.01 | 1235.71 | 0.00 | 0.00 | ||
| 3 | 2014.01.08 03:00 | buy | 3 | 0.01 | 1231.21 | 0.00 | 0.00 | ||
| 4 | 2014.01.08 03:00 | sell | 4 | 0.01 | 1230.71 | 0.00 | 0.00 | ||
| 5 | 2014.01.08 16:00 | close | 4 | 0.01 | 1223.01 | 0.00 | 0.00 | 873.08 | 1000873.08 |
| 6 | 2014.01.08 16:00 | close | 2 | 0.01 | 1223.01 | 0.00 | 0.00 | 1437.62 | 1002310.70 |
| 7 | 2014.01.10 03:00 | buy | 5 | 0.01 | 1228.66 | 0.00 | 0.00 | ||
| 8 | 2014.01.10 16:00 | close | 5 | 0.01 | 1240.41 | 0.00 | 0.00 | 1332.29 | 1003642.99 |
| 9 | 2014.01.10 16:00 | close | 3 | 0.01 | 1240.41 | 0.00 | 0.00 | 1034.19 | 1004677.18 |
| 10 | 2014.01.10 16:00 | close | 1 | 0.01 | 1240.41 | 0.00 | 0.00 | 462.78 | 1005139.96 |
| 11 | 2014.01.15 03:00 | buy | 6 | 0.01 | 1244.35 | 0.00 | 0.00 | ||
| 12 | 2014.01.15 03:00 | sell | 7 | 0.01 | 1243.85 | 0.00 | 0.00 | ||
| 13 | 2014.01.15 16:00 | close | 7 | 0.01 | 1237.39 | 0.00 | 0.00 | 732.47 | 1005872.43 |
| 14 | 2014.01.17 03:00 | buy | 8 | 0.01 | 1242.68 | 0.00 | 0.00 | ||
| 15 | 2014.01.17 03:00 | sell | 9 | 0.01 | 1242.18 | 0.00 | 0.00 | ||
| 16 | 2014.01.17 16:00 | close | 9 | 0.01 | 1248.57 | 0.00 | 0.00 | -724.54 | 1005147.89 |
| 17 | 2014.01.17 16:00 | close | 8 | 0.01 | 1248.07 | 0.00 | 0.00 | 611.15 | 1005759.04 |
| 18 | 2014.01.17 16:00 | close | 6 | 0.01 | 1248.07 | 0.00 | 0.00 | 412.84 | 1006171.89 |
| 19 | 2014.01.17 16:00 | buy | 10 | 0.01 | 1248.57 | 0.00 | 0.00 | ||
| 20 | 2014.01.20 16:00 | close | 10 | 0.01 | 1256.55 | 0.00 | 0.00 | 891.38 | 1007063.27 |
| 21 | 2014.01.22 03:00 | buy | 11 | 0.01 | 1243.67 | 0.00 | 0.00 | ||
| 22 | 2014.01.22 03:00 | sell | 12 | 0.01 | 1243.17 | 0.00 | 0.00 | ||
| 23 | 2014.01.22 16:00 | close | 12 | 0.01 | 1241.13 | 0.00 | 0.00 | 231.31 | 1007294.58 |
| 24 | 2014.01.23 16:00 | close | 11 | 0.01 | 1256.00 | 0.00 | 0.00 | 1393.57 | 1008688.15 |
| 25 | 2014.01.27 16:00 | buy | 13 | 0.01 | 1261.78 | 0.00 | 0.00 | ||
| 26 | 2014.01.27 16:00 | sell | 14 | 0.01 | 1261.28 | 0.00 | 0.00 | ||
| 27 | 2014.01.28 03:00 | buy | 15 | 0.01 | 1256.43 | 0.00 | 0.00 | ||
| 28 | 2014.01.28 03:00 | sell | 16 | 0.01 | 1255.93 | 0.00 | 0.00 | ||
| 29 | 2014.01.28 16:00 | close | 16 | 0.01 | 1259.21 | 0.00 | 0.00 | -371.91 | 1008316.24 |
| 30 | 2014.01.28 16:00 | close | 14 | 0.01 | 1259.21 | 0.00 | 0.00 | 232.32 | 1008548.56 |
| 31 | 2014.01.28 16:00 | buy | 17 | 0.01 | 1259.21 | 0.00 | 0.00 | ||
| 32 | 2014.01.29 03:00 | buy | 18 | 0.01 | 1253.42 | 0.00 | 0.00 | ||
| 33 | 2014.01.29 16:00 | close | 18 | 0.01 | 1266.83 | 0.00 | 0.00 | 1520.51 | 1010069.07 |
| 34 | 2014.01.29 16:00 | close | 17 | 0.01 | 1266.83 | 0.00 | 0.00 | 859.52 | 1010928.59 |
| 35 | 2014.01.29 16:00 | close | 15 | 0.01 | 1266.83 | 0.00 | 0.00 | 1174.73 | 1012103.32 |
| 36 | 2014.01.29 16:00 | close | 13 | 0.01 | 1266.83 | 0.00 | 0.00 | 563.64 | 1012666.96 |
| 37 | 2014.01.31 16:00 | buy | 19 | 0.01 | 1251.98 | 0.00 | 0.00 | ||
| 38 | 2014.01.31 16:00 | sell | 20 | 0.01 | 1251.48 | 0.00 | 0.00 | ||
| 39 | 2014.02.03 16:00 | close | 20 | 0.01 | 1248.01 | 0.00 | 0.00 | 386.27 | 1013053.23 |
| 40 | 2014.02.04 16:00 | buy | 21 | 0.01 | 1249.34 | 0.00 | 0.00 | ||
| 41 | 2014.02.04 16:00 | sell | 22 | 0.01 | 1248.84 | 0.00 | 0.00 | ||
| 42 | 2014.02.05 03:00 | buy | 23 | 0.01 | 1254.45 | 0.00 | 0.00 | ||
| 43 | 2014.02.05 16:00 | close | 23 | 0.01 | 1265.43 | 0.00 | 0.00 | 1244.98 | 1014298.21 |
| 44 | 2014.02.05 16:00 | close | 22 | 0.01 | 1265.93 | 0.00 | 0.00 | -1940.16 | 1012358.05 |
| 45 | 2014.02.05 16:00 | close | 21 | 0.01 | 1265.43 | 0.00 | 0.00 | 1819.90 | 1014177.95 |
| 46 | 2014.02.05 16:00 | close | 19 | 0.01 | 1265.43 | 0.00 | 0.00 | 1502.65 | 1015680.60 |
| 47 | 2014.02.07 03:00 | buy | 24 | 0.01 | 1258.86 | 0.00 | 0.00 | ||
| 48 | 2014.02.07 03:00 | sell | 25 | 0.01 | 1258.36 | 0.00 | 0.00 | ||
| 49 | 2014.02.07 16:00 | close | 25 | 0.01 | 1260.17 | 0.00 | 0.00 | -205.23 | 1015475.37 |
| 50 | 2014.02.07 16:00 | close | 24 | 0.01 | 1259.67 | 0.00 | 0.00 | 91.84 | 1015567.21 |
| 51 | 2014.02.07 16:00 | buy | 26 | 0.01 | 1260.17 | 0.00 | 0.00 | ||
| 52 | 2014.02.07 16:00 | sell | 27 | 0.01 | 1259.67 | 0.00 | 0.00 | ||
| 53 | 2014.02.10 16:00 | close | 27 | 0.01 | 1274.72 | 0.00 | 0.00 | -1713.64 | 1013853.57 |
| 54 | 2014.02.10 16:00 | close | 26 | 0.01 | 1274.22 | 0.00 | 0.00 | 1579.63 | 1015433.20 |
| 55 | 2014.02.18 16:00 | buy | 28 | 0.01 | 1319.94 | 0.00 | 0.00 | ||
| 56 | 2014.02.18 16:00 | sell | 29 | 0.01 | 1319.44 | 0.00 | 0.00 | ||
| 57 | 2014.02.19 03:00 | buy | 30 | 0.01 | 1322.32 | 0.00 | 0.00 | ||
| 58 | 2014.02.19 03:00 | sell | 31 | 0.01 | 1321.82 | 0.00 | 0.00 | ||
| 59 | 2014.02.19 16:00 | close | 31 | 0.01 | 1320.08 | 0.00 | 0.00 | 197.29 | 1015630.49 |
| 60 | 2014.02.19 16:00 | close | 29 | 0.01 | 1320.08 | 0.00 | 0.00 | -74.96 | 1015555.53 |
| 61 | 2014.02.19 16:00 | buy | 32 | 0.01 | 1320.08 | 0.00 | 0.00 | ||
| 62 | 2014.02.21 16:00 | close | 32 | 0.01 | 1321.88 | 0.00 | 0.00 | 195.13 | 1015750.66 |
| 63 | 2014.02.21 16:00 | close | 30 | 0.01 | 1321.88 | 0.00 | 0.00 | -58.85 | 1015691.82 |
| 64 | 2014.02.21 16:00 | close | 28 | 0.01 | 1321.88 | 0.00 | 0.00 | 206.53 | 1015898.35 |
| 65 | 2014.02.21 16:00 | buy | 33 | 0.01 | 1322.38 | 0.00 | 0.00 | ||
| 66 | 2014.02.24 16:00 | close | 33 | 0.01 | 1330.93 | 0.00 | 0.00 | 956.01 | 1016854.36 |
| 67 | 2014.02.26 16:00 | buy | 34 | 0.01 | 1333.71 | 0.00 | 0.00 | ||
| 68 | 2014.02.26 16:00 | sell | 35 | 0.01 | 1333.21 | 0.00 | 0.00 | ||
| 69 | 2014.02.27 16:00 | close | 35 | 0.01 | 1332.37 | 0.00 | 0.00 | 92.85 | 1016947.21 |
| 70 | 2014.02.28 16:00 | buy | 36 | 0.01 | 1330.45 | 0.00 | 0.00 | ||
| 71 | 2014.02.28 16:00 | sell | 37 | 0.01 | 1329.95 | 0.00 | 0.00 | ||
| 72 | 2014.03.03 16:00 | close | 37 | 0.01 | 1347.71 | 0.00 | 0.00 | -2020.92 | 1014926.29 |
| 73 | 2014.03.03 16:00 | close | 36 | 0.01 | 1347.21 | 0.00 | 0.00 | 1886.91 | 1016813.21 |
| 74 | 2014.03.03 16:00 | close | 34 | 0.01 | 1347.21 | 0.00 | 0.00 | 1508.32 | 1018321.52 |
| 75 | 2014.03.04 16:00 | buy | 38 | 0.01 | 1334.68 | 0.00 | 0.00 | ||
| 76 | 2014.03.04 16:00 | sell | 39 | 0.01 | 1334.18 | 0.00 | 0.00 | ||
| 77 | 2014.03.05 03:00 | buy | 40 | 0.01 | 1336.16 | 0.00 | 0.00 | ||
| 78 | 2014.03.05 03:00 | sell | 41 | 0.01 | 1335.66 | 0.00 | 0.00 | ||
| 79 | 2014.03.05 16:00 | close | 41 | 0.01 | 1337.66 | 0.00 | 0.00 | -226.77 | 1018094.75 |
| 80 | 2014.03.05 16:00 | close | 40 | 0.01 | 1337.16 | 0.00 | 0.00 | 113.39 | 1018208.14 |
| 81 | 2014.03.05 16:00 | close | 39 | 0.01 | 1337.66 | 0.00 | 0.00 | -396.97 | 1017811.17 |
| 82 | 2014.03.05 16:00 | close | 38 | 0.01 | 1337.16 | 0.00 | 0.00 | 276.72 | 1018087.89 |
| 83 | 2014.03.05 16:00 | buy | 42 | 0.01 | 1337.66 | 0.00 | 0.00 | ||
| 84 | 2014.03.10 03:00 | buy | 43 | 0.01 | 1337.18 | 0.00 | 0.00 | ||
| 85 | 2014.03.10 03:00 | sell | 44 | 0.01 | 1336.68 | 0.00 | 0.00 | ||
| 86 | 2014.03.10 16:00 | close | 44 | 0.01 | 1338.95 | 0.00 | 0.00 | -257.39 | 1017830.50 |
| 87 | 2014.03.10 16:00 | close | 43 | 0.01 | 1338.45 | 0.00 | 0.00 | 144.00 | 1017974.50 |
| 88 | 2014.03.10 16:00 | close | 42 | 0.01 | 1338.45 | 0.00 | 0.00 | 67.18 | 1018041.67 |
| 89 | 2014.03.10 16:00 | buy | 45 | 0.01 | 1338.95 | 0.00 | 0.00 | ||
| 90 | 2014.03.11 03:00 | buy | 46 | 0.01 | 1338.68 | 0.00 | 0.00 | ||
| 91 | 2014.03.11 03:00 | sell | 47 | 0.01 | 1338.18 | 0.00 | 0.00 | ||
| 92 | 2014.03.11 16:00 | close | 47 | 0.01 | 1349.99 | 0.00 | 0.00 | -1339.09 | 1016702.58 |
| 93 | 2014.03.11 16:00 | close | 46 | 0.01 | 1349.49 | 0.00 | 0.00 | 1225.70 | 1017928.28 |
| 94 | 2014.03.11 16:00 | close | 45 | 0.01 | 1349.49 | 0.00 | 0.00 | 1190.61 | 1019118.90 |
| 95 | 2014.03.17 16:00 | buy | 48 | 0.01 | 1378.45 | 0.00 | 0.00 | ||
| 96 | 2014.03.17 16:00 | sell | 49 | 0.01 | 1377.95 | 0.00 | 0.00 | ||
| 97 | 2014.03.18 03:00 | buy | 50 | 0.01 | 1366.82 | 0.00 | 0.00 | ||
| 98 | 2014.03.18 03:00 | sell | 51 | 0.01 | 1366.32 | 0.00 | 0.00 | ||
| 99 | 2014.03.18 16:00 | close | 51 | 0.01 | 1354.20 | 0.00 | 0.00 | 1374.24 | 1020493.14 |
| 100 | 2014.03.18 16:00 | close | 49 | 0.01 | 1354.20 | 0.00 | 0.00 | 2690.53 | 1023183.66 |
| 101 | 2014.03.21 16:00 | buy | 52 | 0.01 | 1337.31 | 0.00 | 0.00 | ||
| 102 | 2014.03.24 03:00 | buy | 53 | 0.01 | 1333.69 | 0.00 | 0.00 | ||
| 103 | 2014.03.31 03:00 | buy | 54 | 0.01 | 1296.49 | 0.00 | 0.00 | ||
| 104 | 2014.04.04 03:00 | buy | 55 | 0.01 | 1285.44 | 0.00 | 0.00 | ||
| 105 | 2014.04.09 16:00 | close | 50 | 0.01 | 1302.87 | 0.00 | 0.00 | -7349.57 | 1015834.10 |
| 106 | 2014.04.23 16:00 | buy | 56 | 0.01 | 1286.28 | 0.00 | 0.00 | ||
| 107 | 2014.04.29 03:00 | buy | 57 | 0.01 | 1296.96 | 0.00 | 0.00 | ||
| 108 | 2014.04.29 16:00 | close | 48 | 0.01 | 1295.66 | 0.00 | 0.00 | -9579.82 | 1006254.27 |
| 109 | 2014.04.29 16:00 | buy | 58 | 0.01 | 1296.16 | 0.00 | 0.00 | ||
| 110 | 2014.04.30 03:00 | buy | 59 | 0.01 | 1296.49 | 0.00 | 0.00 | ||
| 111 | 2014.04.30 16:00 | buy | 60 | 0.01 | 1293.91 | 0.00 | 0.00 | ||
| 112 | 2014.05.02 16:00 | buy | 61 | 0.01 | 1286.08 | 0.00 | 0.00 | ||
| 113 | 2014.05.05 16:00 | close | 61 | 0.01 | 1314.47 | 0.00 | 0.00 | 3205.59 | 1009459.87 |
| 114 | 2014.05.05 16:00 | close | 60 | 0.01 | 1314.47 | 0.00 | 0.00 | 2308.83 | 1011768.69 |
| 115 | 2014.05.05 16:00 | close | 59 | 0.01 | 1314.47 | 0.00 | 0.00 | 2016.29 | 1013784.98 |
| 116 | 2014.05.05 16:00 | close | 58 | 0.01 | 1314.47 | 0.00 | 0.00 | 2049.23 | 1015834.21 |
| 117 | 2014.05.05 16:00 | close | 57 | 0.01 | 1314.47 | 0.00 | 0.00 | 1958.52 | 1017792.72 |
| 118 | 2014.05.05 16:00 | close | 56 | 0.01 | 1314.47 | 0.00 | 0.00 | 3142.60 | 1020935.32 |
| 119 | 2014.05.05 16:00 | close | 55 | 0.01 | 1314.47 | 0.00 | 0.00 | 3152.75 | 1024088.08 |
| 120 | 2014.05.05 16:00 | close | 54 | 0.01 | 1314.47 | 0.00 | 0.00 | 1881.92 | 1025970.00 |
| 121 | 2014.05.05 16:00 | close | 53 | 0.01 | 1314.47 | 0.00 | 0.00 | -2367.39 | 1023602.60 |
| 122 | 2014.05.05 16:00 | close | 52 | 0.01 | 1314.47 | 0.00 | 0.00 | -2791.29 | 1020811.31 |
| 123 | 2014.05.07 03:00 | buy | 62 | 0.01 | 1307.90 | 0.00 | 0.00 | ||
| 124 | 2014.05.07 03:00 | sell | 63 | 0.01 | 1307.40 | 0.00 | 0.00 | ||
| 125 | 2014.05.07 16:00 | close | 63 | 0.01 | 1304.10 | 0.00 | 0.00 | 374.17 | 1021185.48 |
| 126 | 2014.05.12 16:00 | buy | 64 | 0.01 | 1301.09 | 0.00 | 0.00 | ||
| 127 | 2014.05.12 16:00 | sell | 65 | 0.01 | 1300.59 | 0.00 | 0.00 | ||
| 128 | 2014.05.13 03:00 | buy | 66 | 0.01 | 1296.04 | 0.00 | 0.00 | ||
| 129 | 2014.05.13 16:00 | close | 65 | 0.01 | 1297.37 | 0.00 | 0.00 | 362.71 | 1021548.19 |
| 130 | 2014.05.14 16:00 | close | 66 | 0.01 | 1307.34 | 0.00 | 0.00 | 1276.78 | 1022824.97 |
| 131 | 2014.05.14 16:00 | close | 64 | 0.01 | 1307.34 | 0.00 | 0.00 | 699.70 | 1023524.67 |
| 132 | 2014.05.14 16:00 | close | 62 | 0.01 | 1307.34 | 0.00 | 0.00 | -94.85 | 1023429.82 |
| 133 | 2014.05.16 03:00 | buy | 67 | 0.01 | 1297.47 | 0.00 | 0.00 | ||
| 134 | 2014.05.16 03:00 | sell | 68 | 0.01 | 1296.97 | 0.00 | 0.00 | ||
| 135 | 2014.05.16 16:00 | close | 68 | 0.01 | 1291.19 | 0.00 | 0.00 | 655.37 | 1024085.19 |
| 136 | 2014.05.19 16:00 | close | 67 | 0.01 | 1302.99 | 0.00 | 0.00 | 612.45 | 1024697.64 |
| 137 | 2014.05.20 03:00 | buy | 69 | 0.01 | 1293.93 | 0.00 | 0.00 | ||
| 138 | 2014.05.20 03:00 | sell | 70 | 0.01 | 1293.43 | 0.00 | 0.00 | ||
| 139 | 2014.05.20 16:00 | close | 70 | 0.01 | 1288.78 | 0.00 | 0.00 | 527.24 | 1025224.88 |
| 140 | 2014.05.22 16:00 | close | 69 | 0.01 | 1300.33 | 0.00 | 0.00 | 716.71 | 1025941.60 |
| 141 | 2014.05.23 03:00 | buy | 71 | 0.01 | 1294.58 | 0.00 | 0.00 | ||
| 142 | 2014.05.23 03:00 | sell | 72 | 0.01 | 1294.08 | 0.00 | 0.00 | ||
| 143 | 2014.05.23 16:00 | close | 72 | 0.01 | 1293.40 | 0.00 | 0.00 | 77.10 | 1026018.70 |
| 144 | 2014.05.26 16:00 | buy | 73 | 0.01 | 1293.25 | 0.00 | 0.00 | ||
| 145 | 2014.05.26 16:00 | sell | 74 | 0.01 | 1292.75 | 0.00 | 0.00 | ||
| 146 | 2014.05.27 03:00 | buy | 75 | 0.01 | 1292.75 | 0.00 | 0.00 | ||
| 147 | 2014.05.27 16:00 | close | 74 | 0.01 | 1277.77 | 0.00 | 0.00 | 1696.13 | 1027714.82 |
| 148 | 2014.05.30 16:00 | buy | 76 | 0.01 | 1254.85 | 0.00 | 0.00 | ||
| 149 | 2014.06.04 03:00 | buy | 77 | 0.01 | 1245.85 | 0.00 | 0.00 | ||
| 150 | 2014.06.10 03:00 | buy | 78 | 0.01 | 1252.59 | 0.00 | 0.00 | ||
1ページ目次へ