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 |
| 1801 | 2019.05.23 16:00 | close | 901 | 0.01 | 1283.23 | 0.00 | 0.00 | -866.54 | 1281416.52 |
| 1802 | 2019.05.23 16:00 | close | 900 | 0.01 | 1282.73 | 0.00 | 0.00 | 746.26 | 1282162.78 |
| 1803 | 2019.05.28 16:00 | buy | 902 | 0.01 | 1279.67 | 0.00 | 0.00 | ||
| 1804 | 2019.05.28 16:00 | sell | 903 | 0.01 | 1279.17 | 0.00 | 0.00 | ||
| 1805 | 2019.05.29 03:00 | buy | 904 | 0.01 | 1280.41 | 0.00 | 0.00 | ||
| 1806 | 2019.05.29 03:00 | sell | 905 | 0.01 | 1279.91 | 0.00 | 0.00 | ||
| 1807 | 2019.05.29 16:00 | close | 905 | 0.01 | 1283.20 | 0.00 | 0.00 | -373.10 | 1281789.68 |
| 1808 | 2019.05.29 16:00 | close | 904 | 0.01 | 1282.70 | 0.00 | 0.00 | 259.70 | 1282049.38 |
| 1809 | 2019.05.29 16:00 | close | 903 | 0.01 | 1283.20 | 0.00 | 0.00 | -459.41 | 1281589.97 |
| 1810 | 2019.05.29 16:00 | close | 902 | 0.01 | 1282.70 | 0.00 | 0.00 | 339.14 | 1281929.11 |
| 1811 | 2019.05.29 16:00 | buy | 906 | 0.01 | 1283.20 | 0.00 | 0.00 | ||
| 1812 | 2019.05.31 16:00 | close | 906 | 0.01 | 1297.20 | 0.00 | 0.00 | 1578.71 | 1283507.82 |
| 1813 | 2019.06.07 03:00 | buy | 907 | 0.01 | 1333.85 | 0.00 | 0.00 | ||
| 1814 | 2019.06.07 03:00 | sell | 908 | 0.01 | 1333.35 | 0.00 | 0.00 | ||
| 1815 | 2019.06.07 16:00 | close | 908 | 0.01 | 1341.54 | 0.00 | 0.00 | -928.79 | 1282579.03 |
| 1816 | 2019.06.07 16:00 | close | 907 | 0.01 | 1341.04 | 0.00 | 0.00 | 815.38 | 1283394.41 |
| 1817 | 2019.06.10 03:00 | buy | 909 | 0.01 | 1335.45 | 0.00 | 0.00 | ||
| 1818 | 2019.06.10 03:00 | sell | 910 | 0.01 | 1334.95 | 0.00 | 0.00 | ||
| 1819 | 2019.06.10 16:00 | close | 910 | 0.01 | 1329.65 | 0.00 | 0.00 | 601.05 | 1283995.46 |
| 1820 | 2019.06.12 03:00 | buy | 911 | 0.01 | 1328.22 | 0.00 | 0.00 | ||
| 1821 | 2019.06.12 03:00 | sell | 912 | 0.01 | 1327.72 | 0.00 | 0.00 | ||
| 1822 | 2019.06.12 16:00 | close | 912 | 0.01 | 1334.60 | 0.00 | 0.00 | -780.23 | 1283215.23 |
| 1823 | 2019.06.12 16:00 | close | 911 | 0.01 | 1334.10 | 0.00 | 0.00 | 666.82 | 1283882.05 |
| 1824 | 2019.06.12 16:00 | close | 909 | 0.01 | 1334.10 | 0.00 | 0.00 | -162.06 | 1283720.00 |
| 1825 | 2019.06.12 16:00 | buy | 913 | 0.01 | 1334.60 | 0.00 | 0.00 | ||
| 1826 | 2019.06.13 16:00 | close | 913 | 0.01 | 1335.43 | 0.00 | 0.00 | 89.65 | 1283809.65 |
| 1827 | 2019.06.17 03:00 | buy | 914 | 0.01 | 1339.04 | 0.00 | 0.00 | ||
| 1828 | 2019.06.17 03:00 | sell | 915 | 0.01 | 1338.54 | 0.00 | 0.00 | ||
| 1829 | 2019.06.17 16:00 | close | 915 | 0.01 | 1340.31 | 0.00 | 0.00 | -200.73 | 1283608.92 |
| 1830 | 2019.06.17 16:00 | close | 914 | 0.01 | 1339.81 | 0.00 | 0.00 | 87.32 | 1283696.24 |
| 1831 | 2019.06.17 16:00 | buy | 916 | 0.01 | 1340.31 | 0.00 | 0.00 | ||
| 1832 | 2019.06.17 16:00 | sell | 917 | 0.01 | 1339.81 | 0.00 | 0.00 | ||
| 1833 | 2019.06.18 03:00 | buy | 918 | 0.01 | 1340.25 | 0.00 | 0.00 | ||
| 1834 | 2019.06.18 03:00 | sell | 919 | 0.01 | 1339.75 | 0.00 | 0.00 | ||
| 1835 | 2019.06.18 16:00 | close | 919 | 0.01 | 1352.15 | 0.00 | 0.00 | -1406.22 | 1282290.02 |
| 1836 | 2019.06.18 16:00 | close | 918 | 0.01 | 1351.65 | 0.00 | 0.00 | 1292.82 | 1283582.84 |
| 1837 | 2019.06.18 16:00 | close | 917 | 0.01 | 1352.15 | 0.00 | 0.00 | -1401.81 | 1282181.03 |
| 1838 | 2019.06.18 16:00 | close | 916 | 0.01 | 1351.65 | 0.00 | 0.00 | 1281.53 | 1283462.56 |
| 1839 | 2019.06.19 03:00 | buy | 920 | 0.01 | 1345.94 | 0.00 | 0.00 | ||
| 1840 | 2019.06.19 03:00 | sell | 921 | 0.01 | 1345.44 | 0.00 | 0.00 | ||
| 1841 | 2019.06.19 16:00 | close | 921 | 0.01 | 1343.64 | 0.00 | 0.00 | 204.13 | 1283666.69 |
| 1842 | 2019.06.20 16:00 | close | 920 | 0.01 | 1383.12 | 0.00 | 0.00 | 4211.92 | 1287878.61 |
| 1843 | 2019.06.26 03:00 | buy | 922 | 0.01 | 1418.90 | 0.00 | 0.00 | ||
| 1844 | 2019.06.26 03:00 | sell | 923 | 0.01 | 1418.40 | 0.00 | 0.00 | ||
| 1845 | 2019.06.26 16:00 | close | 923 | 0.01 | 1409.89 | 0.00 | 0.00 | 965.08 | 1288843.69 |
| 1846 | 2019.06.28 03:00 | buy | 924 | 0.01 | 1411.54 | 0.00 | 0.00 | ||
| 1847 | 2019.06.28 03:00 | sell | 925 | 0.01 | 1411.04 | 0.00 | 0.00 | ||
| 1848 | 2019.06.28 16:00 | close | 925 | 0.01 | 1413.42 | 0.00 | 0.00 | -269.90 | 1288573.79 |
| 1849 | 2019.06.28 16:00 | buy | 926 | 0.01 | 1413.42 | 0.00 | 0.00 | ||
| 1850 | 2019.07.03 16:00 | close | 926 | 0.01 | 1417.89 | 0.00 | 0.00 | 484.53 | 1289058.31 |
| 1851 | 2019.07.03 16:00 | close | 924 | 0.01 | 1417.89 | 0.00 | 0.00 | 697.73 | 1289756.04 |
| 1852 | 2019.07.03 16:00 | close | 922 | 0.01 | 1417.89 | 0.00 | 0.00 | -145.89 | 1289610.15 |
| 1853 | 2019.07.05 16:00 | buy | 927 | 0.01 | 1401.34 | 0.00 | 0.00 | ||
| 1854 | 2019.07.05 16:00 | sell | 928 | 0.01 | 1400.84 | 0.00 | 0.00 | ||
| 1855 | 2019.07.08 03:00 | buy | 929 | 0.01 | 1396.13 | 0.00 | 0.00 | ||
| 1856 | 2019.07.08 03:00 | sell | 930 | 0.01 | 1395.63 | 0.00 | 0.00 | ||
| 1857 | 2019.07.08 16:00 | close | 930 | 0.01 | 1404.16 | 0.00 | 0.00 | -967.34 | 1288642.81 |
| 1858 | 2019.07.08 16:00 | close | 929 | 0.01 | 1403.66 | 0.00 | 0.00 | 853.94 | 1289496.75 |
| 1859 | 2019.07.08 16:00 | close | 928 | 0.01 | 1404.16 | 0.00 | 0.00 | -383.68 | 1289113.07 |
| 1860 | 2019.07.08 16:00 | close | 927 | 0.01 | 1403.66 | 0.00 | 0.00 | 249.66 | 1289362.73 |
| 1861 | 2019.07.08 16:00 | buy | 931 | 0.01 | 1404.16 | 0.00 | 0.00 | ||
| 1862 | 2019.07.10 16:00 | close | 931 | 0.01 | 1410.01 | 0.00 | 0.00 | 654.46 | 1290017.19 |
| 1863 | 2019.07.10 16:00 | buy | 932 | 0.01 | 1410.51 | 0.00 | 0.00 | ||
| 1864 | 2019.07.10 16:00 | sell | 933 | 0.01 | 1410.01 | 0.00 | 0.00 | ||
| 1865 | 2019.07.11 16:00 | close | 933 | 0.01 | 1415.86 | 0.00 | 0.00 | -665.81 | 1289351.38 |
| 1866 | 2019.07.11 16:00 | close | 932 | 0.01 | 1415.36 | 0.00 | 0.00 | 545.53 | 1289896.91 |
| 1867 | 2019.07.12 03:00 | buy | 934 | 0.01 | 1404.45 | 0.00 | 0.00 | ||
| 1868 | 2019.07.12 03:00 | sell | 935 | 0.01 | 1403.95 | 0.00 | 0.00 | ||
| 1869 | 2019.07.12 16:00 | close | 935 | 0.01 | 1406.43 | 0.00 | 0.00 | -281.24 | 1289615.67 |
| 1870 | 2019.07.12 16:00 | close | 934 | 0.01 | 1405.93 | 0.00 | 0.00 | 167.84 | 1289783.51 |
| 1871 | 2019.07.12 16:00 | buy | 936 | 0.01 | 1406.43 | 0.00 | 0.00 | ||
| 1872 | 2019.07.12 16:00 | sell | 937 | 0.01 | 1405.93 | 0.00 | 0.00 | ||
| 1873 | 2019.07.15 16:00 | close | 937 | 0.01 | 1412.59 | 0.00 | 0.00 | -762.46 | 1289021.06 |
| 1874 | 2019.07.15 16:00 | close | 936 | 0.01 | 1412.09 | 0.00 | 0.00 | 628.43 | 1289649.49 |
| 1875 | 2019.07.15 16:00 | buy | 938 | 0.01 | 1412.59 | 0.00 | 0.00 | ||
| 1876 | 2019.07.15 16:00 | sell | 939 | 0.01 | 1412.09 | 0.00 | 0.00 | ||
| 1877 | 2019.07.16 03:00 | buy | 940 | 0.01 | 1415.92 | 0.00 | 0.00 | ||
| 1878 | 2019.07.16 03:00 | sell | 941 | 0.01 | 1415.42 | 0.00 | 0.00 | ||
| 1879 | 2019.07.16 16:00 | close | 941 | 0.01 | 1411.29 | 0.00 | 0.00 | 468.36 | 1290117.85 |
| 1880 | 2019.07.16 16:00 | close | 939 | 0.01 | 1411.29 | 0.00 | 0.00 | 88.33 | 1290206.18 |
| 1881 | 2019.07.16 16:00 | buy | 942 | 0.01 | 1411.29 | 0.00 | 0.00 | ||
| 1882 | 2019.07.18 16:00 | close | 942 | 0.01 | 1417.37 | 0.00 | 0.00 | 680.54 | 1290886.72 |
| 1883 | 2019.07.18 16:00 | close | 940 | 0.01 | 1417.37 | 0.00 | 0.00 | 155.48 | 1291042.20 |
| 1884 | 2019.07.18 16:00 | close | 938 | 0.01 | 1417.37 | 0.00 | 0.00 | 528.64 | 1291570.84 |
| 1885 | 2019.07.22 03:00 | buy | 943 | 0.01 | 1425.49 | 0.00 | 0.00 | ||
| 1886 | 2019.07.22 03:00 | sell | 944 | 0.01 | 1424.99 | 0.00 | 0.00 | ||
| 1887 | 2019.07.22 16:00 | close | 944 | 0.01 | 1426.75 | 0.00 | 0.00 | -199.59 | 1291371.25 |
| 1888 | 2019.07.22 16:00 | close | 943 | 0.01 | 1426.25 | 0.00 | 0.00 | 86.19 | 1291457.44 |
| 1889 | 2019.07.22 16:00 | buy | 945 | 0.01 | 1426.75 | 0.00 | 0.00 | ||
| 1890 | 2019.07.22 16:00 | sell | 946 | 0.01 | 1426.25 | 0.00 | 0.00 | ||
| 1891 | 2019.07.23 03:00 | buy | 947 | 0.01 | 1424.15 | 0.00 | 0.00 | ||
| 1892 | 2019.07.23 03:00 | sell | 948 | 0.01 | 1423.65 | 0.00 | 0.00 | ||
| 1893 | 2019.07.23 16:00 | close | 948 | 0.01 | 1427.06 | 0.00 | 0.00 | -386.71 | 1291070.73 |
| 1894 | 2019.07.23 16:00 | close | 947 | 0.01 | 1426.56 | 0.00 | 0.00 | 273.31 | 1291344.04 |
| 1895 | 2019.07.23 16:00 | close | 946 | 0.01 | 1427.06 | 0.00 | 0.00 | -94.25 | 1291249.79 |
| 1896 | 2019.07.23 16:00 | close | 945 | 0.01 | 1426.56 | 0.00 | 0.00 | -26.03 | 1291223.76 |
| 1897 | 2019.07.23 16:00 | buy | 949 | 0.01 | 1427.06 | 0.00 | 0.00 | ||
| 1898 | 2019.07.29 16:00 | buy | 950 | 0.01 | 1420.18 | 0.00 | 0.00 | ||
| 1899 | 2019.07.29 16:00 | sell | 951 | 0.01 | 1419.68 | 0.00 | 0.00 | ||
| 1900 | 2019.07.30 16:00 | close | 951 | 0.01 | 1427.78 | 0.00 | 0.00 | -920.97 | 1290302.79 |
| 1901 | 2019.07.30 16:00 | close | 950 | 0.01 | 1427.28 | 0.00 | 0.00 | 800.70 | 1291103.49 |
| 1902 | 2019.07.30 16:00 | close | 949 | 0.01 | 1427.28 | 0.00 | 0.00 | -6.40 | 1291097.09 |
| 1903 | 2019.08.09 16:00 | buy | 952 | 0.01 | 1500.03 | 0.00 | 0.00 | ||
| 1904 | 2019.08.09 16:00 | sell | 953 | 0.01 | 1499.53 | 0.00 | 0.00 | ||
| 1905 | 2019.08.12 03:00 | buy | 954 | 0.01 | 1501.23 | 0.00 | 0.00 | ||
| 1906 | 2019.08.12 03:00 | sell | 955 | 0.01 | 1500.73 | 0.00 | 0.00 | ||
| 1907 | 2019.08.12 16:00 | close | 955 | 0.01 | 1502.46 | 0.00 | 0.00 | -196.19 | 1290900.90 |
| 1908 | 2019.08.12 16:00 | close | 954 | 0.01 | 1501.96 | 0.00 | 0.00 | 82.79 | 1290983.69 |
| 1909 | 2019.08.12 16:00 | close | 953 | 0.01 | 1502.46 | 0.00 | 0.00 | -339.46 | 1290644.23 |
| 1910 | 2019.08.12 16:00 | close | 952 | 0.01 | 1501.96 | 0.00 | 0.00 | 205.43 | 1290849.66 |
| 1911 | 2019.08.12 16:00 | buy | 956 | 0.01 | 1502.46 | 0.00 | 0.00 | ||
| 1912 | 2019.08.13 16:00 | close | 956 | 0.01 | 1520.04 | 0.00 | 0.00 | 1989.18 | 1292838.85 |
| 1913 | 2019.08.14 03:00 | buy | 957 | 0.01 | 1501.29 | 0.00 | 0.00 | ||
| 1914 | 2019.08.14 03:00 | sell | 958 | 0.01 | 1500.79 | 0.00 | 0.00 | ||
| 1915 | 2019.08.14 16:00 | close | 958 | 0.01 | 1512.90 | 0.00 | 0.00 | -1373.33 | 1291465.52 |
| 1916 | 2019.08.14 16:00 | close | 957 | 0.01 | 1512.40 | 0.00 | 0.00 | 1259.93 | 1292725.45 |
| 1917 | 2019.08.16 16:00 | buy | 959 | 0.01 | 1510.41 | 0.00 | 0.00 | ||
| 1918 | 2019.08.16 16:00 | sell | 960 | 0.01 | 1509.91 | 0.00 | 0.00 | ||
| 1919 | 2019.08.19 03:00 | buy | 961 | 0.01 | 1509.83 | 0.00 | 0.00 | ||
| 1920 | 2019.08.19 03:00 | sell | 962 | 0.01 | 1509.33 | 0.00 | 0.00 | ||
| 1921 | 2019.08.19 16:00 | close | 962 | 0.01 | 1498.27 | 0.00 | 0.00 | 1254.26 | 1293979.71 |
| 1922 | 2019.08.19 16:00 | close | 960 | 0.01 | 1498.27 | 0.00 | 0.00 | 1312.85 | 1295292.56 |
| 1923 | 2019.08.20 16:00 | buy | 963 | 0.01 | 1504.61 | 0.00 | 0.00 | ||
| 1924 | 2019.08.21 03:00 | buy | 964 | 0.01 | 1506.61 | 0.00 | 0.00 | ||
| 1925 | 2019.08.21 16:00 | buy | 965 | 0.01 | 1500.93 | 0.00 | 0.00 | ||
| 1926 | 2019.08.23 16:00 | buy | 966 | 0.01 | 1502.84 | 0.00 | 0.00 | ||
| 1927 | 2019.08.26 16:00 | close | 966 | 0.01 | 1527.16 | 0.00 | 0.00 | 2744.57 | 1298037.13 |
| 1928 | 2019.08.26 16:00 | close | 965 | 0.01 | 1527.16 | 0.00 | 0.00 | 2952.22 | 1300989.35 |
| 1929 | 2019.08.26 16:00 | close | 964 | 0.01 | 1527.16 | 0.00 | 0.00 | 2308.08 | 1303297.42 |
| 1930 | 2019.08.26 16:00 | close | 963 | 0.01 | 1527.16 | 0.00 | 0.00 | 2530.41 | 1305827.83 |
| 1931 | 2019.08.26 16:00 | close | 961 | 0.01 | 1527.16 | 0.00 | 0.00 | 1933.96 | 1307761.79 |
| 1932 | 2019.08.26 16:00 | close | 959 | 0.01 | 1527.16 | 0.00 | 0.00 | 1854.74 | 1309616.53 |
| 1933 | 2019.08.27 16:00 | buy | 967 | 0.01 | 1530.03 | 0.00 | 0.00 | ||
| 1934 | 2019.08.27 16:00 | sell | 968 | 0.01 | 1529.53 | 0.00 | 0.00 | ||
| 1935 | 2019.08.28 16:00 | close | 968 | 0.01 | 1541.93 | 0.00 | 0.00 | -1408.61 | 1308207.91 |
| 1936 | 2019.08.28 16:00 | close | 967 | 0.01 | 1541.43 | 0.00 | 0.00 | 1288.34 | 1309496.26 |
| 1937 | 2019.08.30 16:00 | buy | 969 | 0.01 | 1528.70 | 0.00 | 0.00 | ||
| 1938 | 2019.08.30 16:00 | sell | 970 | 0.01 | 1528.20 | 0.00 | 0.00 | ||
| 1939 | 2019.09.02 03:00 | buy | 971 | 0.01 | 1529.59 | 0.00 | 0.00 | ||
| 1940 | 2019.09.02 03:00 | sell | 972 | 0.01 | 1529.09 | 0.00 | 0.00 | ||
| 1941 | 2019.09.02 16:00 | close | 972 | 0.01 | 1524.27 | 0.00 | 0.00 | 546.61 | 1310042.87 |
| 1942 | 2019.09.02 16:00 | close | 970 | 0.01 | 1524.27 | 0.00 | 0.00 | 438.50 | 1310481.37 |
| 1943 | 2019.09.03 03:00 | buy | 973 | 0.01 | 1526.70 | 0.00 | 0.00 | ||
| 1944 | 2019.09.03 16:00 | close | 973 | 0.01 | 1532.41 | 0.00 | 0.00 | 647.54 | 1311128.91 |
| 1945 | 2019.09.03 16:00 | close | 971 | 0.01 | 1532.41 | 0.00 | 0.00 | 315.32 | 1311444.23 |
| 1946 | 2019.09.03 16:00 | close | 969 | 0.01 | 1532.41 | 0.00 | 0.00 | 402.81 | 1311847.04 |
| 1947 | 2019.09.03 16:00 | buy | 974 | 0.01 | 1532.91 | 0.00 | 0.00 | ||
| 1948 | 2019.09.04 16:00 | close | 974 | 0.01 | 1541.56 | 0.00 | 0.00 | 976.47 | 1312823.51 |
| 1949 | 2019.09.09 16:00 | buy | 975 | 0.01 | 1514.55 | 0.00 | 0.00 | ||
| 1950 | 2019.09.09 16:00 | sell | 976 | 0.01 | 1514.05 | 0.00 | 0.00 | ||