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 |
| 1501 | 2018.06.08 16:00 | close | 751 | 0.01 | 1298.69 | 0.00 | 0.00 | -179.17 | 1288086.25 |
| 1502 | 2018.06.08 16:00 | close | 750 | 0.01 | 1298.19 | 0.00 | 0.00 | 65.77 | 1288152.02 |
| 1503 | 2018.06.12 03:00 | buy | 752 | 0.01 | 1298.63 | 0.00 | 0.00 | ||
| 1504 | 2018.06.12 03:00 | sell | 753 | 0.01 | 1298.13 | 0.00 | 0.00 | ||
| 1505 | 2018.06.12 16:00 | close | 753 | 0.01 | 1296.01 | 0.00 | 0.00 | 240.40 | 1288392.42 |
| 1506 | 2018.06.13 16:00 | buy | 754 | 0.01 | 1297.08 | 0.00 | 0.00 | ||
| 1507 | 2018.06.13 16:00 | sell | 755 | 0.01 | 1296.58 | 0.00 | 0.00 | ||
| 1508 | 2018.06.14 16:00 | close | 755 | 0.01 | 1307.85 | 0.00 | 0.00 | -1280.39 | 1287112.03 |
| 1509 | 2018.06.14 16:00 | close | 754 | 0.01 | 1307.35 | 0.00 | 0.00 | 1160.12 | 1288272.15 |
| 1510 | 2018.06.14 16:00 | close | 752 | 0.01 | 1307.35 | 0.00 | 0.00 | 979.87 | 1289252.02 |
| 1511 | 2018.06.20 16:00 | buy | 756 | 0.01 | 1275.70 | 0.00 | 0.00 | ||
| 1512 | 2018.06.20 16:00 | sell | 757 | 0.01 | 1275.20 | 0.00 | 0.00 | ||
| 1513 | 2018.06.21 16:00 | close | 757 | 0.01 | 1266.37 | 0.00 | 0.00 | 998.91 | 1290250.93 |
| 1514 | 2018.06.22 16:00 | buy | 758 | 0.01 | 1269.09 | 0.00 | 0.00 | ||
| 1515 | 2018.06.22 16:00 | sell | 759 | 0.01 | 1268.59 | 0.00 | 0.00 | ||
| 1516 | 2018.06.25 03:00 | buy | 760 | 0.01 | 1271.29 | 0.00 | 0.00 | ||
| 1517 | 2018.06.25 16:00 | close | 759 | 0.01 | 1267.81 | 0.00 | 0.00 | 81.27 | 1290332.20 |
| 1518 | 2018.07.06 16:00 | buy | 761 | 0.01 | 1255.53 | 0.00 | 0.00 | ||
| 1519 | 2018.07.09 03:00 | buy | 762 | 0.01 | 1256.70 | 0.00 | 0.00 | ||
| 1520 | 2018.07.10 16:00 | buy | 763 | 0.01 | 1254.61 | 0.00 | 0.00 | ||
| 1521 | 2018.07.11 03:00 | buy | 764 | 0.01 | 1256.38 | 0.00 | 0.00 | ||
| 1522 | 2018.07.16 16:00 | buy | 765 | 0.01 | 1242.48 | 0.00 | 0.00 | ||
| 1523 | 2018.07.17 16:00 | close | 765 | 0.01 | 1239.06 | 0.00 | 0.00 | -392.30 | 1289939.90 |
| 1524 | 2018.07.20 16:00 | buy | 766 | 0.01 | 1230.47 | 0.00 | 0.00 | ||
| 1525 | 2018.07.23 03:00 | buy | 767 | 0.01 | 1233.22 | 0.00 | 0.00 | ||
| 1526 | 2018.07.24 16:00 | buy | 768 | 0.01 | 1225.73 | 0.00 | 0.00 | ||
| 1527 | 2018.07.25 03:00 | buy | 769 | 0.01 | 1225.59 | 0.00 | 0.00 | ||
| 1528 | 2018.07.27 03:00 | buy | 770 | 0.01 | 1224.58 | 0.00 | 0.00 | ||
| 1529 | 2018.07.27 16:00 | close | 768 | 0.01 | 1223.28 | 0.00 | 0.00 | -291.27 | 1289648.64 |
| 1530 | 2018.07.30 16:00 | buy | 771 | 0.01 | 1223.54 | 0.00 | 0.00 | ||
| 1531 | 2018.07.31 03:00 | buy | 772 | 0.01 | 1222.95 | 0.00 | 0.00 | ||
| 1532 | 2018.08.01 16:00 | buy | 773 | 0.01 | 1222.00 | 0.00 | 0.00 | ||
| 1533 | 2018.08.03 16:00 | close | 761 | 0.01 | 1214.24 | 0.00 | 0.00 | -4807.61 | 1284841.03 |
| 1534 | 2018.08.10 16:00 | buy | 774 | 0.01 | 1213.06 | 0.00 | 0.00 | ||
| 1535 | 2018.08.13 03:00 | buy | 775 | 0.01 | 1212.87 | 0.00 | 0.00 | ||
| 1536 | 2018.08.13 16:00 | close | 773 | 0.01 | 1201.42 | 0.00 | 0.00 | -2387.46 | 1282453.57 |
| 1537 | 2018.08.17 16:00 | buy | 776 | 0.01 | 1178.47 | 0.00 | 0.00 | ||
| 1538 | 2018.08.20 03:00 | buy | 777 | 0.01 | 1183.88 | 0.00 | 0.00 | ||
| 1539 | 2018.08.20 16:00 | close | 775 | 0.01 | 1185.77 | 0.00 | 0.00 | -3104.41 | 1279349.16 |
| 1540 | 2018.08.24 16:00 | close | 760 | 0.01 | 1193.80 | 0.00 | 0.00 | -9055.86 | 1270293.29 |
| 1541 | 2018.08.24 16:00 | buy | 778 | 0.01 | 1194.30 | 0.00 | 0.00 | ||
| 1542 | 2018.08.29 03:00 | buy | 779 | 0.01 | 1203.13 | 0.00 | 0.00 | ||
| 1543 | 2018.08.29 16:00 | buy | 780 | 0.01 | 1204.53 | 0.00 | 0.00 | ||
| 1544 | 2018.08.31 16:00 | close | 774 | 0.01 | 1202.64 | 0.00 | 0.00 | -1275.66 | 1269017.64 |
| 1545 | 2018.09.06 16:00 | close | 764 | 0.01 | 1203.76 | 0.00 | 0.00 | -6222.41 | 1262795.23 |
| 1546 | 2018.09.07 03:00 | buy | 781 | 0.01 | 1201.59 | 0.00 | 0.00 | ||
| 1547 | 2018.09.07 16:00 | buy | 782 | 0.01 | 1195.02 | 0.00 | 0.00 | ||
| 1548 | 2018.09.10 03:00 | buy | 783 | 0.01 | 1196.61 | 0.00 | 0.00 | ||
| 1549 | 2018.09.10 16:00 | buy | 784 | 0.01 | 1196.24 | 0.00 | 0.00 | ||
| 1550 | 2018.09.11 03:00 | buy | 785 | 0.01 | 1195.48 | 0.00 | 0.00 | ||
| 1551 | 2018.09.12 03:00 | buy | 786 | 0.01 | 1197.48 | 0.00 | 0.00 | ||
| 1552 | 2018.09.12 16:00 | close | 771 | 0.01 | 1194.36 | 0.00 | 0.00 | -3506.08 | 1259289.15 |
| 1553 | 2018.09.12 16:00 | buy | 787 | 0.01 | 1194.86 | 0.00 | 0.00 | ||
| 1554 | 2018.09.14 16:00 | buy | 788 | 0.01 | 1202.41 | 0.00 | 0.00 | ||
| 1555 | 2018.09.17 16:00 | close | 758 | 0.01 | 1199.35 | 0.00 | 0.00 | -8298.18 | 1250990.96 |
| 1556 | 2018.09.18 16:00 | buy | 789 | 0.01 | 1201.51 | 0.00 | 0.00 | ||
| 1557 | 2018.09.19 03:00 | buy | 790 | 0.01 | 1199.94 | 0.00 | 0.00 | ||
| 1558 | 2018.09.21 16:00 | close | 788 | 0.01 | 1195.82 | 0.00 | 0.00 | -778.66 | 1250212.30 |
| 1559 | 2018.09.25 03:00 | buy | 791 | 0.01 | 1199.77 | 0.00 | 0.00 | ||
| 1560 | 2018.09.26 16:00 | close | 785 | 0.01 | 1195.72 | 0.00 | 0.00 | -39.96 | 1250172.34 |
| 1561 | 2018.10.01 16:00 | close | 780 | 0.01 | 1191.01 | 0.00 | 0.00 | -1681.04 | 1248491.29 |
| 1562 | 2018.10.01 16:00 | buy | 792 | 0.01 | 1191.51 | 0.00 | 0.00 | ||
| 1563 | 2018.10.02 03:00 | buy | 793 | 0.01 | 1189.49 | 0.00 | 0.00 | ||
| 1564 | 2018.10.04 16:00 | close | 778 | 0.01 | 1203.40 | 0.00 | 0.00 | 848.35 | 1249339.65 |
| 1565 | 2018.10.05 03:00 | buy | 794 | 0.01 | 1199.51 | 0.00 | 0.00 | ||
| 1566 | 2018.10.09 16:00 | close | 776 | 0.01 | 1186.46 | 0.00 | 0.00 | 668.73 | 1250008.38 |
| 1567 | 2018.10.10 03:00 | buy | 795 | 0.01 | 1190.33 | 0.00 | 0.00 | ||
| 1568 | 2018.10.12 16:00 | close | 795 | 0.01 | 1218.89 | 0.00 | 0.00 | 3229.89 | 1253238.27 |
| 1569 | 2018.10.12 16:00 | close | 794 | 0.01 | 1218.89 | 0.00 | 0.00 | 2166.44 | 1255404.70 |
| 1570 | 2018.10.12 16:00 | close | 793 | 0.01 | 1218.89 | 0.00 | 0.00 | 3289.32 | 1258694.03 |
| 1571 | 2018.10.12 16:00 | close | 792 | 0.01 | 1218.89 | 0.00 | 0.00 | 3055.76 | 1261749.79 |
| 1572 | 2018.10.12 16:00 | close | 791 | 0.01 | 1218.89 | 0.00 | 0.00 | 2092.16 | 1263841.95 |
| 1573 | 2018.10.12 16:00 | close | 790 | 0.01 | 1218.89 | 0.00 | 0.00 | 2046.01 | 1265887.95 |
| 1574 | 2018.10.12 16:00 | close | 789 | 0.01 | 1218.89 | 0.00 | 0.00 | 1863.49 | 1267751.44 |
| 1575 | 2018.10.12 16:00 | close | 787 | 0.01 | 1218.89 | 0.00 | 0.00 | 2590.75 | 1270342.19 |
| 1576 | 2018.10.12 16:00 | close | 786 | 0.01 | 1218.89 | 0.00 | 0.00 | 2293.63 | 1272635.82 |
| 1577 | 2018.10.12 16:00 | close | 784 | 0.01 | 1218.89 | 0.00 | 0.00 | 2425.30 | 1275061.12 |
| 1578 | 2018.10.12 16:00 | close | 783 | 0.01 | 1218.89 | 0.00 | 0.00 | 2383.34 | 1277444.45 |
| 1579 | 2018.10.12 16:00 | close | 782 | 0.01 | 1218.89 | 0.00 | 0.00 | 2550.22 | 1279994.67 |
| 1580 | 2018.10.12 16:00 | close | 781 | 0.01 | 1218.89 | 0.00 | 0.00 | 1805.15 | 1281799.82 |
| 1581 | 2018.10.12 16:00 | close | 779 | 0.01 | 1218.89 | 0.00 | 0.00 | 1590.19 | 1283390.01 |
| 1582 | 2018.10.12 16:00 | close | 777 | 0.01 | 1218.89 | 0.00 | 0.00 | 3732.93 | 1287122.94 |
| 1583 | 2018.10.12 16:00 | close | 772 | 0.01 | 1218.89 | 0.00 | 0.00 | -787.38 | 1286335.56 |
| 1584 | 2018.10.12 16:00 | close | 770 | 0.01 | 1218.89 | 0.00 | 0.00 | -990.15 | 1285345.41 |
| 1585 | 2018.10.12 16:00 | close | 769 | 0.01 | 1218.89 | 0.00 | 0.00 | -1113.64 | 1284231.77 |
| 1586 | 2018.10.12 16:00 | close | 767 | 0.01 | 1218.89 | 0.00 | 0.00 | -1987.88 | 1282243.89 |
| 1587 | 2018.10.12 16:00 | close | 766 | 0.01 | 1218.89 | 0.00 | 0.00 | -1689.46 | 1280554.43 |
| 1588 | 2018.10.12 16:00 | close | 763 | 0.01 | 1218.89 | 0.00 | 0.00 | -4471.85 | 1276082.58 |
| 1589 | 2018.10.12 16:00 | close | 762 | 0.01 | 1218.89 | 0.00 | 0.00 | -4713.34 | 1271369.24 |
| 1590 | 2018.10.12 16:00 | close | 756 | 0.01 | 1218.89 | 0.00 | 0.00 | -6953.14 | 1264416.11 |
| 1591 | 2018.10.17 03:00 | buy | 796 | 0.01 | 1225.38 | 0.00 | 0.00 | ||
| 1592 | 2018.10.17 03:00 | sell | 797 | 0.01 | 1224.88 | 0.00 | 0.00 | ||
| 1593 | 2018.10.17 16:00 | close | 797 | 0.01 | 1227.55 | 0.00 | 0.00 | -302.79 | 1264113.32 |
| 1594 | 2018.10.17 16:00 | close | 796 | 0.01 | 1227.05 | 0.00 | 0.00 | 189.39 | 1264302.71 |
| 1595 | 2018.10.17 16:00 | buy | 798 | 0.01 | 1227.55 | 0.00 | 0.00 | ||
| 1596 | 2018.10.17 16:00 | sell | 799 | 0.01 | 1227.05 | 0.00 | 0.00 | ||
| 1597 | 2018.10.18 16:00 | close | 799 | 0.01 | 1223.88 | 0.00 | 0.00 | 357.10 | 1264659.81 |
| 1598 | 2018.10.19 16:00 | close | 798 | 0.01 | 1228.21 | 0.00 | 0.00 | 65.89 | 1264725.70 |
| 1599 | 2018.10.22 03:00 | buy | 800 | 0.01 | 1227.77 | 0.00 | 0.00 | ||
| 1600 | 2018.10.22 03:00 | sell | 801 | 0.01 | 1227.27 | 0.00 | 0.00 | ||
| 1601 | 2018.10.22 16:00 | close | 801 | 0.01 | 1223.40 | 0.00 | 0.00 | 438.88 | 1265164.58 |
| 1602 | 2018.10.23 16:00 | close | 800 | 0.01 | 1237.85 | 0.00 | 0.00 | 1138.64 | 1266303.22 |
| 1603 | 2018.10.24 16:00 | buy | 802 | 0.01 | 1229.78 | 0.00 | 0.00 | ||
| 1604 | 2018.10.24 16:00 | sell | 803 | 0.01 | 1229.28 | 0.00 | 0.00 | ||
| 1605 | 2018.10.25 16:00 | close | 803 | 0.01 | 1233.59 | 0.00 | 0.00 | -491.17 | 1265812.05 |
| 1606 | 2018.10.25 16:00 | close | 802 | 0.01 | 1233.09 | 0.00 | 0.00 | 370.89 | 1266182.94 |
| 1607 | 2018.10.26 03:00 | buy | 804 | 0.01 | 1232.19 | 0.00 | 0.00 | ||
| 1608 | 2018.10.26 03:00 | sell | 805 | 0.01 | 1231.69 | 0.00 | 0.00 | ||
| 1609 | 2018.10.26 16:00 | close | 805 | 0.01 | 1233.76 | 0.00 | 0.00 | -234.75 | 1265948.19 |
| 1610 | 2018.10.26 16:00 | close | 804 | 0.01 | 1233.26 | 0.00 | 0.00 | 121.34 | 1266069.53 |
| 1611 | 2018.10.26 16:00 | buy | 806 | 0.01 | 1233.76 | 0.00 | 0.00 | ||
| 1612 | 2018.10.26 16:00 | sell | 807 | 0.01 | 1233.26 | 0.00 | 0.00 | ||
| 1613 | 2018.10.29 03:00 | buy | 808 | 0.01 | 1233.07 | 0.00 | 0.00 | ||
| 1614 | 2018.10.29 03:00 | sell | 809 | 0.01 | 1232.57 | 0.00 | 0.00 | ||
| 1615 | 2018.10.29 16:00 | close | 809 | 0.01 | 1230.31 | 0.00 | 0.00 | 256.30 | 1266325.83 |
| 1616 | 2018.10.29 16:00 | close | 807 | 0.01 | 1230.31 | 0.00 | 0.00 | 327.36 | 1266653.19 |
| 1617 | 2018.11.05 16:00 | buy | 810 | 0.01 | 1229.15 | 0.00 | 0.00 | ||
| 1618 | 2018.11.06 03:00 | buy | 811 | 0.01 | 1230.92 | 0.00 | 0.00 | ||
| 1619 | 2018.11.06 16:00 | close | 811 | 0.01 | 1233.45 | 0.00 | 0.00 | 286.91 | 1266940.10 |
| 1620 | 2018.11.06 16:00 | close | 810 | 0.01 | 1233.45 | 0.00 | 0.00 | 483.16 | 1267423.26 |
| 1621 | 2018.11.06 16:00 | close | 808 | 0.01 | 1233.45 | 0.00 | 0.00 | 7.26 | 1267430.52 |
| 1622 | 2018.11.06 16:00 | close | 806 | 0.01 | 1233.45 | 0.00 | 0.00 | -84.43 | 1267346.09 |
| 1623 | 2018.11.06 16:00 | buy | 812 | 0.01 | 1233.95 | 0.00 | 0.00 | ||
| 1624 | 2018.11.07 03:00 | buy | 813 | 0.01 | 1230.93 | 0.00 | 0.00 | ||
| 1625 | 2018.11.07 03:00 | sell | 814 | 0.01 | 1230.43 | 0.00 | 0.00 | ||
| 1626 | 2018.11.07 16:00 | close | 814 | 0.01 | 1229.06 | 0.00 | 0.00 | 155.36 | 1267501.45 |
| 1627 | 2018.11.07 16:00 | buy | 815 | 0.01 | 1229.06 | 0.00 | 0.00 | ||
| 1628 | 2018.11.23 16:00 | buy | 816 | 0.01 | 1223.22 | 0.00 | 0.00 | ||
| 1629 | 2018.11.26 03:00 | buy | 817 | 0.01 | 1223.36 | 0.00 | 0.00 | ||
| 1630 | 2018.11.27 16:00 | buy | 818 | 0.01 | 1222.56 | 0.00 | 0.00 | ||
| 1631 | 2018.11.30 03:00 | buy | 819 | 0.01 | 1224.71 | 0.00 | 0.00 | ||
| 1632 | 2018.12.03 16:00 | close | 819 | 0.01 | 1232.01 | 0.00 | 0.00 | 814.42 | 1268315.88 |
| 1633 | 2018.12.03 16:00 | close | 818 | 0.01 | 1232.01 | 0.00 | 0.00 | 1044.81 | 1269360.68 |
| 1634 | 2018.12.03 16:00 | close | 817 | 0.01 | 1232.01 | 0.00 | 0.00 | 949.60 | 1270310.28 |
| 1635 | 2018.12.03 16:00 | close | 816 | 0.01 | 1232.01 | 0.00 | 0.00 | 952.04 | 1271262.32 |
| 1636 | 2018.12.03 16:00 | close | 815 | 0.01 | 1232.01 | 0.00 | 0.00 | 218.09 | 1271480.41 |
| 1637 | 2018.12.03 16:00 | close | 813 | 0.01 | 1232.01 | 0.00 | 0.00 | 6.03 | 1271486.44 |
| 1638 | 2018.12.03 16:00 | close | 812 | 0.01 | 1232.01 | 0.00 | 0.00 | -340.94 | 1271145.50 |
| 1639 | 2018.12.07 03:00 | buy | 820 | 0.01 | 1238.87 | 0.00 | 0.00 | ||
| 1640 | 2018.12.07 03:00 | sell | 821 | 0.01 | 1238.37 | 0.00 | 0.00 | ||
| 1641 | 2018.12.07 16:00 | close | 821 | 0.01 | 1244.46 | 0.00 | 0.00 | -690.64 | 1270454.86 |
| 1642 | 2018.12.07 16:00 | close | 820 | 0.01 | 1243.96 | 0.00 | 0.00 | 577.23 | 1271032.09 |
| 1643 | 2018.12.11 03:00 | buy | 822 | 0.01 | 1244.94 | 0.00 | 0.00 | ||
| 1644 | 2018.12.11 03:00 | sell | 823 | 0.01 | 1244.44 | 0.00 | 0.00 | ||
| 1645 | 2018.12.11 16:00 | close | 823 | 0.01 | 1247.16 | 0.00 | 0.00 | -308.46 | 1270723.63 |
| 1646 | 2018.12.11 16:00 | close | 822 | 0.01 | 1246.66 | 0.00 | 0.00 | 195.06 | 1270918.69 |
| 1647 | 2018.12.12 03:00 | buy | 824 | 0.01 | 1244.47 | 0.00 | 0.00 | ||
| 1648 | 2018.12.12 03:00 | sell | 825 | 0.01 | 1243.97 | 0.00 | 0.00 | ||
| 1649 | 2018.12.12 16:00 | close | 825 | 0.01 | 1245.46 | 0.00 | 0.00 | -168.97 | 1270749.72 |
| 1650 | 2018.12.12 16:00 | close | 824 | 0.01 | 1244.96 | 0.00 | 0.00 | 55.57 | 1270805.29 |