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 | |
| # | 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 |
| 1351 | 2018.02.15 16:00 | close | 677 | 0.01 | 1352.72 | 0.00 | 0.00 | 3727.49 | 1252057.31 |
| 1352 | 2018.02.15 16:00 | close | 676 | 0.01 | 1352.72 | 0.00 | 0.00 | 3621.08 | 1255678.39 |
| 1353 | 2018.02.15 16:00 | close | 675 | 0.01 | 1352.72 | 0.00 | 0.00 | 1357.86 | 1257036.25 |
| 1354 | 2018.02.15 16:00 | close | 674 | 0.01 | 1352.72 | 0.00 | 0.00 | 1704.91 | 1258741.16 |
| 1355 | 2018.02.15 16:00 | close | 673 | 0.01 | 1352.72 | 0.00 | 0.00 | 937.51 | 1259678.67 |
| 1356 | 2018.02.15 16:00 | close | 672 | 0.01 | 1352.72 | 0.00 | 0.00 | 791.34 | 1260470.01 |
| 1357 | 2018.02.15 16:00 | close | 670 | 0.01 | 1352.72 | 0.00 | 0.00 | 92.82 | 1260562.82 |
| 1358 | 2018.02.15 16:00 | close | 668 | 0.01 | 1352.72 | 0.00 | 0.00 | -21.54 | 1260541.29 |
| 1359 | 2018.02.19 03:00 | buy | 680 | 0.01 | 1350.40 | 0.00 | 0.00 | ||
| 1360 | 2018.02.19 03:00 | sell | 681 | 0.01 | 1349.90 | 0.00 | 0.00 | ||
| 1361 | 2018.02.19 16:00 | close | 681 | 0.01 | 1347.15 | 0.00 | 0.00 | 311.84 | 1260853.13 |
| 1362 | 2018.02.23 03:00 | buy | 682 | 0.01 | 1330.69 | 0.00 | 0.00 | ||
| 1363 | 2018.02.23 03:00 | sell | 683 | 0.01 | 1330.19 | 0.00 | 0.00 | ||
| 1364 | 2018.02.23 16:00 | close | 683 | 0.01 | 1329.66 | 0.00 | 0.00 | 60.10 | 1260913.23 |
| 1365 | 2018.02.23 16:00 | buy | 684 | 0.01 | 1329.66 | 0.00 | 0.00 | ||
| 1366 | 2018.02.26 03:00 | buy | 685 | 0.01 | 1328.90 | 0.00 | 0.00 | ||
| 1367 | 2018.02.26 16:00 | close | 685 | 0.01 | 1336.28 | 0.00 | 0.00 | 836.86 | 1261750.09 |
| 1368 | 2018.02.26 16:00 | close | 684 | 0.01 | 1336.28 | 0.00 | 0.00 | 737.24 | 1262487.33 |
| 1369 | 2018.02.26 16:00 | close | 682 | 0.01 | 1336.28 | 0.00 | 0.00 | 620.44 | 1263107.77 |
| 1370 | 2018.02.26 16:00 | close | 680 | 0.01 | 1336.28 | 0.00 | 0.00 | -1632.50 | 1261475.27 |
| 1371 | 2018.02.27 16:00 | buy | 686 | 0.01 | 1328.54 | 0.00 | 0.00 | ||
| 1372 | 2018.02.27 16:00 | sell | 687 | 0.01 | 1328.04 | 0.00 | 0.00 | ||
| 1373 | 2018.02.28 16:00 | close | 687 | 0.01 | 1318.09 | 0.00 | 0.00 | 1125.90 | 1262601.17 |
| 1374 | 2018.03.02 03:00 | buy | 688 | 0.01 | 1316.98 | 0.00 | 0.00 | ||
| 1375 | 2018.03.02 03:00 | sell | 689 | 0.01 | 1316.48 | 0.00 | 0.00 | ||
| 1376 | 2018.03.02 16:00 | close | 689 | 0.01 | 1325.49 | 0.00 | 0.00 | -1021.70 | 1261579.47 |
| 1377 | 2018.03.02 16:00 | close | 688 | 0.01 | 1324.99 | 0.00 | 0.00 | 908.30 | 1262487.77 |
| 1378 | 2018.03.02 16:00 | close | 686 | 0.01 | 1324.99 | 0.00 | 0.00 | -416.00 | 1262071.77 |
| 1379 | 2018.03.02 16:00 | buy | 690 | 0.01 | 1325.49 | 0.00 | 0.00 | ||
| 1380 | 2018.03.05 03:00 | buy | 691 | 0.01 | 1324.56 | 0.00 | 0.00 | ||
| 1381 | 2018.03.05 03:00 | sell | 692 | 0.01 | 1324.06 | 0.00 | 0.00 | ||
| 1382 | 2018.03.05 16:00 | close | 692 | 0.01 | 1321.99 | 0.00 | 0.00 | 234.73 | 1262306.50 |
| 1383 | 2018.03.05 16:00 | buy | 693 | 0.01 | 1321.99 | 0.00 | 0.00 | ||
| 1384 | 2018.03.06 03:00 | buy | 694 | 0.01 | 1322.73 | 0.00 | 0.00 | ||
| 1385 | 2018.03.06 16:00 | close | 694 | 0.01 | 1332.11 | 0.00 | 0.00 | 1063.65 | 1263370.15 |
| 1386 | 2018.03.06 16:00 | close | 693 | 0.01 | 1332.11 | 0.00 | 0.00 | 1143.09 | 1264513.24 |
| 1387 | 2018.03.06 16:00 | close | 691 | 0.01 | 1332.11 | 0.00 | 0.00 | 851.66 | 1265364.90 |
| 1388 | 2018.03.06 16:00 | close | 690 | 0.01 | 1332.11 | 0.00 | 0.00 | 732.76 | 1266097.67 |
| 1389 | 2018.03.12 03:00 | buy | 695 | 0.01 | 1322.79 | 0.00 | 0.00 | ||
| 1390 | 2018.03.12 03:00 | sell | 696 | 0.01 | 1322.29 | 0.00 | 0.00 | ||
| 1391 | 2018.03.12 16:00 | close | 696 | 0.01 | 1317.92 | 0.00 | 0.00 | 495.54 | 1266593.21 |
| 1392 | 2018.03.13 16:00 | close | 695 | 0.01 | 1325.51 | 0.00 | 0.00 | 303.96 | 1266897.17 |
| 1393 | 2018.03.13 16:00 | buy | 697 | 0.01 | 1326.01 | 0.00 | 0.00 | ||
| 1394 | 2018.03.13 16:00 | sell | 698 | 0.01 | 1325.51 | 0.00 | 0.00 | ||
| 1395 | 2018.03.14 03:00 | buy | 699 | 0.01 | 1325.35 | 0.00 | 0.00 | ||
| 1396 | 2018.03.14 03:00 | sell | 700 | 0.01 | 1324.85 | 0.00 | 0.00 | ||
| 1397 | 2018.03.14 16:00 | close | 700 | 0.01 | 1324.17 | 0.00 | 0.00 | 77.11 | 1266974.28 |
| 1398 | 2018.03.14 16:00 | close | 698 | 0.01 | 1324.17 | 0.00 | 0.00 | 149.56 | 1267123.84 |
| 1399 | 2018.03.14 16:00 | buy | 701 | 0.01 | 1324.17 | 0.00 | 0.00 | ||
| 1400 | 2018.03.22 16:00 | close | 701 | 0.01 | 1330.00 | 0.00 | 0.00 | 625.27 | 1267749.10 |
| 1401 | 2018.03.22 16:00 | close | 699 | 0.01 | 1330.00 | 0.00 | 0.00 | 491.47 | 1268240.57 |
| 1402 | 2018.03.22 16:00 | close | 697 | 0.01 | 1330.00 | 0.00 | 0.00 | 412.14 | 1268652.71 |
| 1403 | 2018.03.27 16:00 | buy | 702 | 0.01 | 1342.97 | 0.00 | 0.00 | ||
| 1404 | 2018.03.27 16:00 | sell | 703 | 0.01 | 1342.47 | 0.00 | 0.00 | ||
| 1405 | 2018.03.28 03:00 | buy | 704 | 0.01 | 1345.91 | 0.00 | 0.00 | ||
| 1406 | 2018.03.28 03:00 | sell | 705 | 0.01 | 1345.41 | 0.00 | 0.00 | ||
| 1407 | 2018.03.28 16:00 | close | 705 | 0.01 | 1335.64 | 0.00 | 0.00 | 1107.89 | 1269760.60 |
| 1408 | 2018.03.28 16:00 | close | 703 | 0.01 | 1335.64 | 0.00 | 0.00 | 772.11 | 1270532.71 |
| 1409 | 2018.04.02 16:00 | buy | 706 | 0.01 | 1335.10 | 0.00 | 0.00 | ||
| 1410 | 2018.04.03 03:00 | buy | 707 | 0.01 | 1342.06 | 0.00 | 0.00 | ||
| 1411 | 2018.04.03 16:00 | buy | 708 | 0.01 | 1338.94 | 0.00 | 0.00 | ||
| 1412 | 2018.04.04 03:00 | buy | 709 | 0.01 | 1333.67 | 0.00 | 0.00 | ||
| 1413 | 2018.04.04 16:00 | close | 709 | 0.01 | 1347.09 | 0.00 | 0.00 | 1521.79 | 1272054.50 |
| 1414 | 2018.04.04 16:00 | close | 708 | 0.01 | 1347.09 | 0.00 | 0.00 | 919.71 | 1272974.21 |
| 1415 | 2018.04.04 16:00 | close | 707 | 0.01 | 1347.09 | 0.00 | 0.00 | 565.91 | 1273540.12 |
| 1416 | 2018.04.04 16:00 | close | 706 | 0.01 | 1347.09 | 0.00 | 0.00 | 1350.67 | 1274890.79 |
| 1417 | 2018.04.04 16:00 | close | 704 | 0.01 | 1347.09 | 0.00 | 0.00 | 102.46 | 1274993.25 |
| 1418 | 2018.04.04 16:00 | close | 702 | 0.01 | 1347.09 | 0.00 | 0.00 | 431.37 | 1275424.62 |
| 1419 | 2018.04.06 03:00 | buy | 710 | 0.01 | 1331.42 | 0.00 | 0.00 | ||
| 1420 | 2018.04.06 03:00 | sell | 711 | 0.01 | 1330.92 | 0.00 | 0.00 | ||
| 1421 | 2018.04.06 16:00 | close | 711 | 0.01 | 1328.85 | 0.00 | 0.00 | 234.73 | 1275659.35 |
| 1422 | 2018.04.09 16:00 | close | 710 | 0.01 | 1333.59 | 0.00 | 0.00 | 232.63 | 1275891.98 |
| 1423 | 2018.04.09 16:00 | buy | 712 | 0.01 | 1334.09 | 0.00 | 0.00 | ||
| 1424 | 2018.04.09 16:00 | sell | 713 | 0.01 | 1333.59 | 0.00 | 0.00 | ||
| 1425 | 2018.04.10 16:00 | close | 713 | 0.01 | 1337.87 | 0.00 | 0.00 | -487.73 | 1275404.25 |
| 1426 | 2018.04.10 16:00 | close | 712 | 0.01 | 1337.37 | 0.00 | 0.00 | 367.46 | 1275771.71 |
| 1427 | 2018.04.13 03:00 | buy | 714 | 0.01 | 1338.26 | 0.00 | 0.00 | ||
| 1428 | 2018.04.13 03:00 | sell | 715 | 0.01 | 1337.76 | 0.00 | 0.00 | ||
| 1429 | 2018.04.13 16:00 | close | 715 | 0.01 | 1339.21 | 0.00 | 0.00 | -164.43 | 1275607.28 |
| 1430 | 2018.04.13 16:00 | close | 714 | 0.01 | 1338.71 | 0.00 | 0.00 | 51.03 | 1275658.31 |
| 1431 | 2018.04.13 16:00 | buy | 716 | 0.01 | 1339.21 | 0.00 | 0.00 | ||
| 1432 | 2018.04.13 16:00 | sell | 717 | 0.01 | 1338.71 | 0.00 | 0.00 | ||
| 1433 | 2018.04.16 03:00 | buy | 718 | 0.01 | 1344.30 | 0.00 | 0.00 | ||
| 1434 | 2018.04.16 03:00 | sell | 719 | 0.01 | 1343.80 | 0.00 | 0.00 | ||
| 1435 | 2018.04.16 16:00 | close | 719 | 0.01 | 1346.08 | 0.00 | 0.00 | -258.55 | 1275399.76 |
| 1436 | 2018.04.16 16:00 | close | 718 | 0.01 | 1345.58 | 0.00 | 0.00 | 145.15 | 1275544.91 |
| 1437 | 2018.04.16 16:00 | close | 717 | 0.01 | 1346.08 | 0.00 | 0.00 | -842.92 | 1274702.00 |
| 1438 | 2018.04.16 16:00 | close | 716 | 0.01 | 1345.58 | 0.00 | 0.00 | 708.91 | 1275410.91 |
| 1439 | 2018.04.16 16:00 | buy | 720 | 0.01 | 1346.08 | 0.00 | 0.00 | ||
| 1440 | 2018.04.17 03:00 | buy | 721 | 0.01 | 1348.51 | 0.00 | 0.00 | ||
| 1441 | 2018.04.17 03:00 | sell | 722 | 0.01 | 1348.01 | 0.00 | 0.00 | ||
| 1442 | 2018.04.17 16:00 | close | 722 | 0.01 | 1339.25 | 0.00 | 0.00 | 993.37 | 1276404.28 |
| 1443 | 2018.04.18 03:00 | buy | 723 | 0.01 | 1346.77 | 0.00 | 0.00 | ||
| 1444 | 2018.04.18 16:00 | close | 723 | 0.01 | 1353.14 | 0.00 | 0.00 | 722.35 | 1277126.63 |
| 1445 | 2018.04.18 16:00 | close | 721 | 0.01 | 1353.14 | 0.00 | 0.00 | 520.55 | 1277647.18 |
| 1446 | 2018.04.18 16:00 | close | 720 | 0.01 | 1353.14 | 0.00 | 0.00 | 791.63 | 1278438.81 |
| 1447 | 2018.04.20 03:00 | buy | 724 | 0.01 | 1344.91 | 0.00 | 0.00 | ||
| 1448 | 2018.04.20 03:00 | sell | 725 | 0.01 | 1344.41 | 0.00 | 0.00 | ||
| 1449 | 2018.04.20 16:00 | close | 725 | 0.01 | 1339.82 | 0.00 | 0.00 | 520.50 | 1278959.31 |
| 1450 | 2018.04.27 16:00 | buy | 726 | 0.01 | 1321.61 | 0.00 | 0.00 | ||
| 1451 | 2018.04.27 16:00 | sell | 727 | 0.01 | 1321.11 | 0.00 | 0.00 | ||
| 1452 | 2018.04.30 03:00 | buy | 728 | 0.01 | 1323.74 | 0.00 | 0.00 | ||
| 1453 | 2018.04.30 16:00 | close | 727 | 0.01 | 1314.43 | 0.00 | 0.00 | 750.32 | 1279709.63 |
| 1454 | 2018.05.04 03:00 | buy | 729 | 0.01 | 1313.29 | 0.00 | 0.00 | ||
| 1455 | 2018.05.04 16:00 | buy | 730 | 0.01 | 1313.75 | 0.00 | 0.00 | ||
| 1456 | 2018.05.08 16:00 | buy | 731 | 0.01 | 1310.42 | 0.00 | 0.00 | ||
| 1457 | 2018.05.09 16:00 | buy | 732 | 0.01 | 1314.10 | 0.00 | 0.00 | ||
| 1458 | 2018.05.10 16:00 | close | 732 | 0.01 | 1321.93 | 0.00 | 0.00 | 883.43 | 1280593.07 |
| 1459 | 2018.05.10 16:00 | close | 731 | 0.01 | 1321.93 | 0.00 | 0.00 | 1296.25 | 1281889.32 |
| 1460 | 2018.05.10 16:00 | close | 730 | 0.01 | 1321.93 | 0.00 | 0.00 | 900.73 | 1282790.04 |
| 1461 | 2018.05.10 16:00 | close | 729 | 0.01 | 1321.93 | 0.00 | 0.00 | 952.89 | 1283742.93 |
| 1462 | 2018.05.10 16:00 | close | 728 | 0.01 | 1321.93 | 0.00 | 0.00 | -250.04 | 1283492.89 |
| 1463 | 2018.05.10 16:00 | close | 726 | 0.01 | 1321.93 | 0.00 | 0.00 | -21.94 | 1283470.96 |
| 1464 | 2018.05.10 16:00 | close | 724 | 0.01 | 1321.93 | 0.00 | 0.00 | -2695.47 | 1280775.49 |
| 1465 | 2018.05.14 16:00 | buy | 733 | 0.01 | 1319.32 | 0.00 | 0.00 | ||
| 1466 | 2018.05.14 16:00 | sell | 734 | 0.01 | 1318.82 | 0.00 | 0.00 | ||
| 1467 | 2018.05.15 03:00 | buy | 735 | 0.01 | 1314.23 | 0.00 | 0.00 | ||
| 1468 | 2018.05.15 03:00 | sell | 736 | 0.01 | 1313.73 | 0.00 | 0.00 | ||
| 1469 | 2018.05.15 16:00 | close | 736 | 0.01 | 1298.06 | 0.00 | 0.00 | 1776.95 | 1282552.44 |
| 1470 | 2018.05.15 16:00 | close | 734 | 0.01 | 1298.06 | 0.00 | 0.00 | 2351.75 | 1284904.19 |
| 1471 | 2018.05.18 03:00 | buy | 737 | 0.01 | 1290.00 | 0.00 | 0.00 | ||
| 1472 | 2018.05.21 16:00 | buy | 738 | 0.01 | 1287.55 | 0.00 | 0.00 | ||
| 1473 | 2018.05.23 16:00 | buy | 739 | 0.01 | 1292.61 | 0.00 | 0.00 | ||
| 1474 | 2018.05.25 16:00 | close | 739 | 0.01 | 1307.44 | 0.00 | 0.00 | 1672.73 | 1286576.92 |
| 1475 | 2018.05.25 16:00 | close | 738 | 0.01 | 1307.44 | 0.00 | 0.00 | 2237.57 | 1288814.49 |
| 1476 | 2018.05.25 16:00 | close | 737 | 0.01 | 1307.44 | 0.00 | 0.00 | 1946.31 | 1290760.80 |
| 1477 | 2018.05.25 16:00 | close | 735 | 0.01 | 1307.44 | 0.00 | 0.00 | -814.76 | 1289946.04 |
| 1478 | 2018.05.25 16:00 | close | 733 | 0.01 | 1307.44 | 0.00 | 0.00 | -1396.44 | 1288549.60 |
| 1479 | 2018.05.28 03:00 | buy | 740 | 0.01 | 1299.28 | 0.00 | 0.00 | ||
| 1480 | 2018.05.28 03:00 | sell | 741 | 0.01 | 1298.78 | 0.00 | 0.00 | ||
| 1481 | 2018.05.28 16:00 | close | 741 | 0.01 | 1298.44 | 0.00 | 0.00 | 38.56 | 1288588.16 |
| 1482 | 2018.05.29 16:00 | buy | 742 | 0.01 | 1298.20 | 0.00 | 0.00 | ||
| 1483 | 2018.05.29 16:00 | sell | 743 | 0.01 | 1297.70 | 0.00 | 0.00 | ||
| 1484 | 2018.05.30 03:00 | buy | 744 | 0.01 | 1302.55 | 0.00 | 0.00 | ||
| 1485 | 2018.05.30 16:00 | close | 744 | 0.01 | 1300.43 | 0.00 | 0.00 | -240.40 | 1288347.76 |
| 1486 | 2018.05.30 16:00 | close | 743 | 0.01 | 1300.93 | 0.00 | 0.00 | -368.67 | 1287979.09 |
| 1487 | 2018.05.30 16:00 | close | 742 | 0.01 | 1300.43 | 0.00 | 0.00 | 248.40 | 1288227.49 |
| 1488 | 2018.05.30 16:00 | close | 740 | 0.01 | 1300.43 | 0.00 | 0.00 | 121.45 | 1288348.94 |
| 1489 | 2018.05.30 16:00 | buy | 745 | 0.01 | 1300.93 | 0.00 | 0.00 | ||
| 1490 | 2018.06.05 16:00 | buy | 746 | 0.01 | 1293.71 | 0.00 | 0.00 | ||
| 1491 | 2018.06.05 16:00 | sell | 747 | 0.01 | 1293.21 | 0.00 | 0.00 | ||
| 1492 | 2018.06.06 03:00 | buy | 748 | 0.01 | 1297.41 | 0.00 | 0.00 | ||
| 1493 | 2018.06.06 16:00 | close | 748 | 0.01 | 1298.08 | 0.00 | 0.00 | 75.98 | 1288424.92 |
| 1494 | 2018.06.06 16:00 | close | 747 | 0.01 | 1298.58 | 0.00 | 0.00 | -611.34 | 1287813.58 |
| 1495 | 2018.06.06 16:00 | close | 746 | 0.01 | 1298.08 | 0.00 | 0.00 | 491.07 | 1288304.65 |
| 1496 | 2018.06.06 16:00 | close | 745 | 0.01 | 1298.08 | 0.00 | 0.00 | -354.53 | 1287950.12 |
| 1497 | 2018.06.06 16:00 | buy | 749 | 0.01 | 1298.58 | 0.00 | 0.00 | ||
| 1498 | 2018.06.07 16:00 | close | 749 | 0.01 | 1301.40 | 0.00 | 0.00 | 315.30 | 1288265.42 |
| 1499 | 2018.06.08 03:00 | buy | 750 | 0.01 | 1297.61 | 0.00 | 0.00 | ||
| 1500 | 2018.06.08 03:00 | sell | 751 | 0.01 | 1297.11 | 0.00 | 0.00 | ||