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 |
| 1651 | 2018.12.12 16:00 | buy | 826 | 0.01 | 1245.46 | 0.00 | 0.00 | ||
| 1652 | 2018.12.12 16:00 | sell | 827 | 0.01 | 1244.96 | 0.00 | 0.00 | ||
| 1653 | 2018.12.13 16:00 | close | 827 | 0.01 | 1242.98 | 0.00 | 0.00 | 222.15 | 1271027.44 |
| 1654 | 2018.12.18 16:00 | close | 826 | 0.01 | 1247.76 | 0.00 | 0.00 | 233.96 | 1271261.39 |
| 1655 | 2019.01.04 16:00 | buy | 828 | 0.01 | 1288.20 | 0.00 | 0.00 | ||
| 1656 | 2019.01.04 16:00 | sell | 829 | 0.01 | 1287.70 | 0.00 | 0.00 | ||
| 1657 | 2019.01.07 03:00 | buy | 830 | 0.01 | 1285.38 | 0.00 | 0.00 | ||
| 1658 | 2019.01.07 03:00 | sell | 831 | 0.01 | 1284.88 | 0.00 | 0.00 | ||
| 1659 | 2019.01.07 16:00 | close | 831 | 0.01 | 1292.81 | 0.00 | 0.00 | -899.30 | 1270362.09 |
| 1660 | 2019.01.07 16:00 | close | 830 | 0.01 | 1292.31 | 0.00 | 0.00 | 785.90 | 1271147.99 |
| 1661 | 2019.01.07 16:00 | close | 829 | 0.01 | 1292.81 | 0.00 | 0.00 | -586.68 | 1270561.31 |
| 1662 | 2019.01.07 16:00 | close | 828 | 0.01 | 1292.31 | 0.00 | 0.00 | 452.65 | 1271013.97 |
| 1663 | 2019.01.08 03:00 | buy | 832 | 0.01 | 1289.49 | 0.00 | 0.00 | ||
| 1664 | 2019.01.08 03:00 | sell | 833 | 0.01 | 1288.99 | 0.00 | 0.00 | ||
| 1665 | 2019.01.08 16:00 | close | 833 | 0.01 | 1281.04 | 0.00 | 0.00 | 901.57 | 1271915.54 |
| 1666 | 2019.01.09 16:00 | buy | 834 | 0.01 | 1285.06 | 0.00 | 0.00 | ||
| 1667 | 2019.01.09 16:00 | sell | 835 | 0.01 | 1284.56 | 0.00 | 0.00 | ||
| 1668 | 2019.01.10 16:00 | close | 835 | 0.01 | 1290.31 | 0.00 | 0.00 | -654.47 | 1271261.07 |
| 1669 | 2019.01.10 16:00 | close | 834 | 0.01 | 1289.81 | 0.00 | 0.00 | 534.19 | 1271795.26 |
| 1670 | 2019.01.10 16:00 | close | 832 | 0.01 | 1289.81 | 0.00 | 0.00 | 27.33 | 1271822.59 |
| 1671 | 2019.01.11 03:00 | buy | 836 | 0.01 | 1288.37 | 0.00 | 0.00 | ||
| 1672 | 2019.01.11 03:00 | sell | 837 | 0.01 | 1287.87 | 0.00 | 0.00 | ||
| 1673 | 2019.01.11 16:00 | close | 837 | 0.01 | 1292.86 | 0.00 | 0.00 | -565.89 | 1271256.70 |
| 1674 | 2019.01.11 16:00 | close | 836 | 0.01 | 1292.36 | 0.00 | 0.00 | 452.49 | 1271709.19 |
| 1675 | 2019.01.14 03:00 | buy | 838 | 0.01 | 1289.52 | 0.00 | 0.00 | ||
| 1676 | 2019.01.14 03:00 | sell | 839 | 0.01 | 1289.02 | 0.00 | 0.00 | ||
| 1677 | 2019.01.14 16:00 | close | 839 | 0.01 | 1290.27 | 0.00 | 0.00 | -141.76 | 1271567.43 |
| 1678 | 2019.01.14 16:00 | close | 838 | 0.01 | 1289.77 | 0.00 | 0.00 | 28.35 | 1271595.78 |
| 1679 | 2019.01.14 16:00 | buy | 840 | 0.01 | 1290.27 | 0.00 | 0.00 | ||
| 1680 | 2019.01.14 16:00 | sell | 841 | 0.01 | 1289.77 | 0.00 | 0.00 | ||
| 1681 | 2019.01.15 03:00 | buy | 842 | 0.01 | 1291.66 | 0.00 | 0.00 | ||
| 1682 | 2019.01.15 03:00 | sell | 843 | 0.01 | 1291.16 | 0.00 | 0.00 | ||
| 1683 | 2019.01.15 16:00 | close | 843 | 0.01 | 1293.48 | 0.00 | 0.00 | -263.10 | 1271332.68 |
| 1684 | 2019.01.15 16:00 | close | 842 | 0.01 | 1292.98 | 0.00 | 0.00 | 149.69 | 1271482.37 |
| 1685 | 2019.01.15 16:00 | close | 841 | 0.01 | 1293.48 | 0.00 | 0.00 | -423.12 | 1271059.25 |
| 1686 | 2019.01.15 16:00 | close | 840 | 0.01 | 1292.98 | 0.00 | 0.00 | 302.85 | 1271362.10 |
| 1687 | 2019.01.15 16:00 | buy | 844 | 0.01 | 1293.48 | 0.00 | 0.00 | ||
| 1688 | 2019.01.16 03:00 | buy | 845 | 0.01 | 1291.11 | 0.00 | 0.00 | ||
| 1689 | 2019.01.16 03:00 | sell | 846 | 0.01 | 1290.61 | 0.00 | 0.00 | ||
| 1690 | 2019.01.16 16:00 | close | 846 | 0.01 | 1290.61 | 0.00 | 0.00 | 0.00 | 1271362.10 |
| 1691 | 2019.01.16 16:00 | buy | 847 | 0.01 | 1290.61 | 0.00 | 0.00 | ||
| 1692 | 2019.01.22 16:00 | buy | 848 | 0.01 | 1283.33 | 0.00 | 0.00 | ||
| 1693 | 2019.01.23 03:00 | buy | 849 | 0.01 | 1284.92 | 0.00 | 0.00 | ||
| 1694 | 2019.01.25 03:00 | buy | 850 | 0.01 | 1281.29 | 0.00 | 0.00 | ||
| 1695 | 2019.01.25 16:00 | close | 850 | 0.01 | 1288.55 | 0.00 | 0.00 | 823.32 | 1272185.42 |
| 1696 | 2019.01.25 16:00 | close | 849 | 0.01 | 1288.55 | 0.00 | 0.00 | 402.70 | 1272588.12 |
| 1697 | 2019.01.25 16:00 | close | 848 | 0.01 | 1288.55 | 0.00 | 0.00 | 578.53 | 1273166.65 |
| 1698 | 2019.01.25 16:00 | close | 847 | 0.01 | 1288.55 | 0.00 | 0.00 | -273.92 | 1272892.73 |
| 1699 | 2019.01.25 16:00 | close | 845 | 0.01 | 1288.55 | 0.00 | 0.00 | -330.63 | 1272562.10 |
| 1700 | 2019.01.25 16:00 | close | 844 | 0.01 | 1288.55 | 0.00 | 0.00 | -603.88 | 1271958.22 |
| 1701 | 2019.02.04 03:00 | buy | 851 | 0.01 | 1316.06 | 0.00 | 0.00 | ||
| 1702 | 2019.02.04 03:00 | sell | 852 | 0.01 | 1315.56 | 0.00 | 0.00 | ||
| 1703 | 2019.02.04 16:00 | close | 852 | 0.01 | 1312.28 | 0.00 | 0.00 | 371.97 | 1272330.19 |
| 1704 | 2019.02.05 16:00 | buy | 853 | 0.01 | 1314.97 | 0.00 | 0.00 | ||
| 1705 | 2019.02.05 16:00 | sell | 854 | 0.01 | 1314.47 | 0.00 | 0.00 | ||
| 1706 | 2019.02.06 03:00 | buy | 855 | 0.01 | 1315.67 | 0.00 | 0.00 | ||
| 1707 | 2019.02.06 16:00 | close | 854 | 0.01 | 1314.04 | 0.00 | 0.00 | 46.37 | 1272376.56 |
| 1708 | 2019.02.08 03:00 | buy | 856 | 0.01 | 1310.96 | 0.00 | 0.00 | ||
| 1709 | 2019.02.08 16:00 | close | 856 | 0.01 | 1314.68 | 0.00 | 0.00 | 421.87 | 1272798.43 |
| 1710 | 2019.02.08 16:00 | close | 855 | 0.01 | 1314.68 | 0.00 | 0.00 | -121.23 | 1272677.20 |
| 1711 | 2019.02.08 16:00 | close | 853 | 0.01 | 1314.68 | 0.00 | 0.00 | -46.33 | 1272630.88 |
| 1712 | 2019.02.08 16:00 | close | 851 | 0.01 | 1314.68 | 0.00 | 0.00 | -174.42 | 1272456.46 |
| 1713 | 2019.02.11 03:00 | buy | 857 | 0.01 | 1313.35 | 0.00 | 0.00 | ||
| 1714 | 2019.02.11 03:00 | sell | 858 | 0.01 | 1312.85 | 0.00 | 0.00 | ||
| 1715 | 2019.02.11 16:00 | close | 858 | 0.01 | 1305.34 | 0.00 | 0.00 | 851.67 | 1273308.13 |
| 1716 | 2019.02.12 16:00 | buy | 859 | 0.01 | 1312.27 | 0.00 | 0.00 | ||
| 1717 | 2019.02.12 16:00 | sell | 860 | 0.01 | 1311.77 | 0.00 | 0.00 | ||
| 1718 | 2019.02.13 03:00 | buy | 861 | 0.01 | 1310.28 | 0.00 | 0.00 | ||
| 1719 | 2019.02.13 16:00 | close | 860 | 0.01 | 1311.05 | 0.00 | 0.00 | 79.26 | 1273387.39 |
| 1720 | 2019.02.15 16:00 | close | 861 | 0.01 | 1317.41 | 0.00 | 0.00 | 799.62 | 1274187.01 |
| 1721 | 2019.02.15 16:00 | close | 859 | 0.01 | 1317.41 | 0.00 | 0.00 | 569.46 | 1274756.47 |
| 1722 | 2019.02.15 16:00 | close | 857 | 0.01 | 1317.41 | 0.00 | 0.00 | 442.50 | 1275198.98 |
| 1723 | 2019.02.22 03:00 | buy | 862 | 0.01 | 1325.74 | 0.00 | 0.00 | ||
| 1724 | 2019.02.22 03:00 | sell | 863 | 0.01 | 1325.24 | 0.00 | 0.00 | ||
| 1725 | 2019.02.22 16:00 | close | 863 | 0.01 | 1329.19 | 0.00 | 0.00 | -447.95 | 1274751.03 |
| 1726 | 2019.02.22 16:00 | close | 862 | 0.01 | 1328.69 | 0.00 | 0.00 | 334.54 | 1275085.57 |
| 1727 | 2019.02.22 16:00 | buy | 864 | 0.01 | 1329.19 | 0.00 | 0.00 | ||
| 1728 | 2019.02.22 16:00 | sell | 865 | 0.01 | 1328.69 | 0.00 | 0.00 | ||
| 1729 | 2019.02.25 03:00 | buy | 866 | 0.01 | 1330.05 | 0.00 | 0.00 | ||
| 1730 | 2019.02.25 03:00 | sell | 867 | 0.01 | 1329.55 | 0.00 | 0.00 | ||
| 1731 | 2019.02.25 16:00 | close | 867 | 0.01 | 1331.45 | 0.00 | 0.00 | -215.47 | 1274870.10 |
| 1732 | 2019.02.25 16:00 | close | 866 | 0.01 | 1330.95 | 0.00 | 0.00 | 102.06 | 1274972.16 |
| 1733 | 2019.02.25 16:00 | close | 865 | 0.01 | 1331.45 | 0.00 | 0.00 | -320.18 | 1274651.98 |
| 1734 | 2019.02.25 16:00 | close | 864 | 0.01 | 1330.95 | 0.00 | 0.00 | 186.15 | 1274838.13 |
| 1735 | 2019.02.25 16:00 | buy | 868 | 0.01 | 1331.45 | 0.00 | 0.00 | ||
| 1736 | 2019.02.26 03:00 | buy | 869 | 0.01 | 1327.73 | 0.00 | 0.00 | ||
| 1737 | 2019.02.26 03:00 | sell | 870 | 0.01 | 1327.23 | 0.00 | 0.00 | ||
| 1738 | 2019.02.26 16:00 | close | 870 | 0.01 | 1327.34 | 0.00 | 0.00 | -12.47 | 1274825.66 |
| 1739 | 2019.02.26 16:00 | buy | 871 | 0.01 | 1327.34 | 0.00 | 0.00 | ||
| 1740 | 2019.02.27 03:00 | buy | 872 | 0.01 | 1328.92 | 0.00 | 0.00 | ||
| 1741 | 2019.02.27 16:00 | buy | 873 | 0.01 | 1326.70 | 0.00 | 0.00 | ||
| 1742 | 2019.03.06 03:00 | buy | 874 | 0.01 | 1288.64 | 0.00 | 0.00 | ||
| 1743 | 2019.03.06 16:00 | buy | 875 | 0.01 | 1285.12 | 0.00 | 0.00 | ||
| 1744 | 2019.03.14 16:00 | close | 872 | 0.01 | 1294.65 | 0.00 | 0.00 | -3953.57 | 1270872.09 |
| 1745 | 2019.03.25 16:00 | close | 875 | 0.01 | 1319.93 | 0.00 | 0.00 | 3862.53 | 1274734.62 |
| 1746 | 2019.03.25 16:00 | close | 874 | 0.01 | 1319.93 | 0.00 | 0.00 | 3463.34 | 1278197.96 |
| 1747 | 2019.03.25 16:00 | close | 873 | 0.01 | 1319.93 | 0.00 | 0.00 | -884.20 | 1277313.76 |
| 1748 | 2019.03.25 16:00 | close | 871 | 0.01 | 1319.93 | 0.00 | 0.00 | -961.26 | 1276352.50 |
| 1749 | 2019.03.25 16:00 | close | 869 | 0.01 | 1319.93 | 0.00 | 0.00 | -1005.49 | 1275347.01 |
| 1750 | 2019.03.25 16:00 | close | 868 | 0.01 | 1319.93 | 0.00 | 0.00 | -1431.84 | 1273915.17 |
| 1751 | 2019.03.26 16:00 | buy | 876 | 0.01 | 1314.63 | 0.00 | 0.00 | ||
| 1752 | 2019.03.26 16:00 | sell | 877 | 0.01 | 1314.13 | 0.00 | 0.00 | ||
| 1753 | 2019.03.27 03:00 | buy | 878 | 0.01 | 1317.84 | 0.00 | 0.00 | ||
| 1754 | 2019.03.27 03:00 | sell | 879 | 0.01 | 1317.34 | 0.00 | 0.00 | ||
| 1755 | 2019.03.27 16:00 | close | 879 | 0.01 | 1312.84 | 0.00 | 0.00 | 510.32 | 1274425.49 |
| 1756 | 2019.03.27 16:00 | close | 877 | 0.01 | 1312.84 | 0.00 | 0.00 | 143.90 | 1274569.39 |
| 1757 | 2019.03.27 16:00 | buy | 880 | 0.01 | 1312.84 | 0.00 | 0.00 | ||
| 1758 | 2019.03.29 16:00 | buy | 881 | 0.01 | 1299.75 | 0.00 | 0.00 | ||
| 1759 | 2019.04.01 16:00 | buy | 882 | 0.01 | 1295.23 | 0.00 | 0.00 | ||
| 1760 | 2019.04.03 16:00 | buy | 883 | 0.01 | 1292.06 | 0.00 | 0.00 | ||
| 1761 | 2019.04.05 03:00 | buy | 884 | 0.01 | 1292.60 | 0.00 | 0.00 | ||
| 1762 | 2019.04.09 16:00 | close | 884 | 0.01 | 1304.71 | 0.00 | 0.00 | 1355.41 | 1275924.80 |
| 1763 | 2019.04.09 16:00 | close | 883 | 0.01 | 1304.71 | 0.00 | 0.00 | 1407.70 | 1277332.50 |
| 1764 | 2019.04.09 16:00 | close | 882 | 0.01 | 1304.71 | 0.00 | 0.00 | 1039.25 | 1278371.75 |
| 1765 | 2019.04.09 16:00 | close | 881 | 0.01 | 1304.71 | 0.00 | 0.00 | 513.22 | 1278884.97 |
| 1766 | 2019.04.09 16:00 | close | 880 | 0.01 | 1304.71 | 0.00 | 0.00 | -980.21 | 1277904.76 |
| 1767 | 2019.04.09 16:00 | close | 878 | 0.01 | 1304.71 | 0.00 | 0.00 | -1547.24 | 1276357.53 |
| 1768 | 2019.04.09 16:00 | close | 876 | 0.01 | 1304.71 | 0.00 | 0.00 | -1187.68 | 1275169.84 |
| 1769 | 2019.04.22 03:00 | buy | 885 | 0.01 | 1277.23 | 0.00 | 0.00 | ||
| 1770 | 2019.04.22 03:00 | sell | 886 | 0.01 | 1276.73 | 0.00 | 0.00 | ||
| 1771 | 2019.04.22 16:00 | close | 886 | 0.01 | 1277.29 | 0.00 | 0.00 | -63.51 | 1275106.33 |
| 1772 | 2019.04.26 16:00 | close | 885 | 0.01 | 1282.49 | 0.00 | 0.00 | 578.59 | 1275684.93 |
| 1773 | 2019.04.29 16:00 | buy | 887 | 0.01 | 1282.05 | 0.00 | 0.00 | ||
| 1774 | 2019.04.29 16:00 | sell | 888 | 0.01 | 1281.55 | 0.00 | 0.00 | ||
| 1775 | 2019.04.30 03:00 | buy | 889 | 0.01 | 1280.85 | 0.00 | 0.00 | ||
| 1776 | 2019.04.30 03:00 | sell | 890 | 0.01 | 1280.35 | 0.00 | 0.00 | ||
| 1777 | 2019.04.30 16:00 | close | 890 | 0.01 | 1281.77 | 0.00 | 0.00 | -161.04 | 1275523.89 |
| 1778 | 2019.04.30 16:00 | close | 888 | 0.01 | 1281.77 | 0.00 | 0.00 | -27.34 | 1275496.55 |
| 1779 | 2019.04.30 16:00 | buy | 891 | 0.01 | 1281.77 | 0.00 | 0.00 | ||
| 1780 | 2019.05.01 03:00 | buy | 892 | 0.01 | 1283.62 | 0.00 | 0.00 | ||
| 1781 | 2019.05.01 16:00 | buy | 893 | 0.01 | 1281.06 | 0.00 | 0.00 | ||
| 1782 | 2019.05.03 16:00 | buy | 894 | 0.01 | 1276.38 | 0.00 | 0.00 | ||
| 1783 | 2019.05.06 16:00 | buy | 895 | 0.01 | 1278.23 | 0.00 | 0.00 | ||
| 1784 | 2019.05.08 16:00 | close | 895 | 0.01 | 1289.66 | 0.00 | 0.00 | 1287.26 | 1276783.81 |
| 1785 | 2019.05.08 16:00 | close | 894 | 0.01 | 1289.66 | 0.00 | 0.00 | 1483.63 | 1278267.43 |
| 1786 | 2019.05.08 16:00 | close | 893 | 0.01 | 1289.66 | 0.00 | 0.00 | 943.93 | 1279211.36 |
| 1787 | 2019.05.08 16:00 | close | 892 | 0.01 | 1289.66 | 0.00 | 0.00 | 653.62 | 1279864.98 |
| 1788 | 2019.05.08 16:00 | close | 891 | 0.01 | 1289.66 | 0.00 | 0.00 | 858.94 | 1280723.92 |
| 1789 | 2019.05.08 16:00 | close | 889 | 0.01 | 1289.66 | 0.00 | 0.00 | 963.27 | 1281687.19 |
| 1790 | 2019.05.08 16:00 | close | 887 | 0.01 | 1289.66 | 0.00 | 0.00 | 822.70 | 1282509.89 |
| 1791 | 2019.05.10 03:00 | buy | 896 | 0.01 | 1284.22 | 0.00 | 0.00 | ||
| 1792 | 2019.05.10 03:00 | sell | 897 | 0.01 | 1283.72 | 0.00 | 0.00 | ||
| 1793 | 2019.05.10 16:00 | close | 897 | 0.01 | 1288.78 | 0.00 | 0.00 | -573.83 | 1281936.06 |
| 1794 | 2019.05.10 16:00 | close | 896 | 0.01 | 1288.28 | 0.00 | 0.00 | 460.42 | 1282396.48 |
| 1795 | 2019.05.22 03:00 | buy | 898 | 0.01 | 1275.06 | 0.00 | 0.00 | ||
| 1796 | 2019.05.22 03:00 | sell | 899 | 0.01 | 1274.56 | 0.00 | 0.00 | ||
| 1797 | 2019.05.22 16:00 | close | 899 | 0.01 | 1276.11 | 0.00 | 0.00 | -175.78 | 1282220.70 |
| 1798 | 2019.05.22 16:00 | close | 898 | 0.01 | 1275.61 | 0.00 | 0.00 | 62.37 | 1282283.07 |
| 1799 | 2019.05.22 16:00 | buy | 900 | 0.01 | 1276.11 | 0.00 | 0.00 | ||
| 1800 | 2019.05.22 16:00 | sell | 901 | 0.01 | 1275.61 | 0.00 | 0.00 | ||