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 |
| 1951 | 2019.09.10 16:00 | close | 976 | 0.01 | 1496.03 | 0.00 | 0.00 | 2041.17 | 1314864.68 |
| 1952 | 2019.09.11 16:00 | buy | 977 | 0.01 | 1491.97 | 0.00 | 0.00 | ||
| 1953 | 2019.09.11 16:00 | sell | 978 | 0.01 | 1491.47 | 0.00 | 0.00 | ||
| 1954 | 2019.09.12 16:00 | close | 978 | 0.01 | 1516.46 | 0.00 | 0.00 | -2836.38 | 1312028.30 |
| 1955 | 2019.09.12 16:00 | close | 977 | 0.01 | 1515.96 | 0.00 | 0.00 | 2716.11 | 1314744.41 |
| 1956 | 2019.09.12 16:00 | close | 975 | 0.01 | 1515.96 | 0.00 | 0.00 | 146.46 | 1314890.87 |
| 1957 | 2019.09.13 03:00 | buy | 979 | 0.01 | 1498.32 | 0.00 | 0.00 | ||
| 1958 | 2019.09.13 03:00 | sell | 980 | 0.01 | 1497.82 | 0.00 | 0.00 | ||
| 1959 | 2019.09.13 16:00 | close | 980 | 0.01 | 1500.86 | 0.00 | 0.00 | -344.75 | 1314546.12 |
| 1960 | 2019.09.13 16:00 | close | 979 | 0.01 | 1500.36 | 0.00 | 0.00 | 231.35 | 1314777.47 |
| 1961 | 2019.09.13 16:00 | buy | 981 | 0.01 | 1500.86 | 0.00 | 0.00 | ||
| 1962 | 2019.09.13 16:00 | sell | 982 | 0.01 | 1500.36 | 0.00 | 0.00 | ||
| 1963 | 2019.09.16 16:00 | close | 982 | 0.01 | 1501.94 | 0.00 | 0.00 | -186.36 | 1314591.12 |
| 1964 | 2019.09.16 16:00 | close | 981 | 0.01 | 1501.44 | 0.00 | 0.00 | 52.33 | 1314643.45 |
| 1965 | 2019.09.16 16:00 | buy | 983 | 0.01 | 1501.94 | 0.00 | 0.00 | ||
| 1966 | 2019.09.16 16:00 | sell | 984 | 0.01 | 1501.44 | 0.00 | 0.00 | ||
| 1967 | 2019.09.17 03:00 | buy | 985 | 0.01 | 1498.45 | 0.00 | 0.00 | ||
| 1968 | 2019.09.17 03:00 | sell | 986 | 0.01 | 1497.95 | 0.00 | 0.00 | ||
| 1969 | 2019.09.17 16:00 | close | 986 | 0.01 | 1503.49 | 0.00 | 0.00 | -628.26 | 1314015.19 |
| 1970 | 2019.09.17 16:00 | close | 985 | 0.01 | 1502.99 | 0.00 | 0.00 | 514.86 | 1314530.05 |
| 1971 | 2019.09.17 16:00 | close | 984 | 0.01 | 1503.49 | 0.00 | 0.00 | -234.87 | 1314295.18 |
| 1972 | 2019.09.17 16:00 | close | 983 | 0.01 | 1502.99 | 0.00 | 0.00 | 114.60 | 1314409.78 |
| 1973 | 2019.09.17 16:00 | buy | 987 | 0.01 | 1503.49 | 0.00 | 0.00 | ||
| 1974 | 2019.09.18 03:00 | buy | 988 | 0.01 | 1501.23 | 0.00 | 0.00 | ||
| 1975 | 2019.09.18 03:00 | sell | 989 | 0.01 | 1500.73 | 0.00 | 0.00 | ||
| 1976 | 2019.09.18 16:00 | close | 989 | 0.01 | 1505.05 | 0.00 | 0.00 | -489.91 | 1313919.87 |
| 1977 | 2019.09.18 16:00 | close | 988 | 0.01 | 1504.55 | 0.00 | 0.00 | 376.50 | 1314296.37 |
| 1978 | 2019.09.18 16:00 | close | 987 | 0.01 | 1504.55 | 0.00 | 0.00 | 115.73 | 1314412.10 |
| 1979 | 2019.09.18 16:00 | buy | 990 | 0.01 | 1505.05 | 0.00 | 0.00 | ||
| 1980 | 2019.09.20 16:00 | buy | 991 | 0.01 | 1501.95 | 0.00 | 0.00 | ||
| 1981 | 2019.09.20 16:00 | sell | 992 | 0.01 | 1501.45 | 0.00 | 0.00 | ||
| 1982 | 2019.09.23 16:00 | close | 992 | 0.01 | 1519.30 | 0.00 | 0.00 | -2031.46 | 1312380.64 |
| 1983 | 2019.09.23 16:00 | close | 991 | 0.01 | 1518.80 | 0.00 | 0.00 | 1897.43 | 1314278.08 |
| 1984 | 2019.09.23 16:00 | close | 990 | 0.01 | 1518.80 | 0.00 | 0.00 | 1536.93 | 1315815.00 |
| 1985 | 2019.10.02 03:00 | buy | 993 | 0.01 | 1481.98 | 0.00 | 0.00 | ||
| 1986 | 2019.10.02 03:00 | sell | 994 | 0.01 | 1481.48 | 0.00 | 0.00 | ||
| 1987 | 2019.10.02 16:00 | close | 994 | 0.01 | 1492.87 | 0.00 | 0.00 | -1291.68 | 1314523.32 |
| 1988 | 2019.10.02 16:00 | close | 993 | 0.01 | 1492.37 | 0.00 | 0.00 | 1178.28 | 1315701.60 |
| 1989 | 2019.10.02 16:00 | buy | 995 | 0.01 | 1492.87 | 0.00 | 0.00 | ||
| 1990 | 2019.10.02 16:00 | sell | 996 | 0.01 | 1492.37 | 0.00 | 0.00 | ||
| 1991 | 2019.10.03 16:00 | close | 996 | 0.01 | 1501.30 | 0.00 | 0.00 | -1015.10 | 1314686.50 |
| 1992 | 2019.10.03 16:00 | close | 995 | 0.01 | 1500.80 | 0.00 | 0.00 | 894.82 | 1315581.32 |
| 1993 | 2019.10.04 16:00 | buy | 997 | 0.01 | 1496.99 | 0.00 | 0.00 | ||
| 1994 | 2019.10.04 16:00 | sell | 998 | 0.01 | 1496.49 | 0.00 | 0.00 | ||
| 1995 | 2019.10.07 16:00 | close | 998 | 0.01 | 1498.74 | 0.00 | 0.00 | -262.34 | 1315318.98 |
| 1996 | 2019.10.07 16:00 | close | 997 | 0.01 | 1498.24 | 0.00 | 0.00 | 128.32 | 1315447.30 |
| 1997 | 2019.10.07 16:00 | buy | 999 | 0.01 | 1498.74 | 0.00 | 0.00 | ||
| 1998 | 2019.10.07 16:00 | sell | 1000 | 0.01 | 1498.24 | 0.00 | 0.00 | ||
| 1999 | 2019.10.08 03:00 | buy | 1001 | 0.01 | 1492.45 | 0.00 | 0.00 | ||
| 2000 | 2019.10.08 03:00 | sell | 1002 | 0.01 | 1491.95 | 0.00 | 0.00 | ||
| 2001 | 2019.10.08 16:00 | close | 1002 | 0.01 | 1504.13 | 0.00 | 0.00 | -1381.27 | 1314066.03 |
| 2002 | 2019.10.08 16:00 | close | 1001 | 0.01 | 1503.63 | 0.00 | 0.00 | 1267.87 | 1315333.90 |
| 2003 | 2019.10.08 16:00 | close | 1000 | 0.01 | 1504.13 | 0.00 | 0.00 | -670.35 | 1314663.55 |
| 2004 | 2019.10.08 16:00 | close | 999 | 0.01 | 1503.63 | 0.00 | 0.00 | 550.07 | 1315213.62 |
| 2005 | 2019.10.08 16:00 | buy | 1003 | 0.01 | 1504.13 | 0.00 | 0.00 | ||
| 2006 | 2019.10.09 16:00 | close | 1003 | 0.01 | 1504.70 | 0.00 | 0.00 | 60.16 | 1315273.78 |
| 2007 | 2019.10.09 16:00 | buy | 1004 | 0.01 | 1505.20 | 0.00 | 0.00 | ||
| 2008 | 2019.10.09 16:00 | sell | 1005 | 0.01 | 1504.70 | 0.00 | 0.00 | ||
| 2009 | 2019.10.10 16:00 | close | 1005 | 0.01 | 1503.12 | 0.00 | 0.00 | 176.79 | 1315450.57 |
| 2010 | 2019.10.15 16:00 | buy | 1006 | 0.01 | 1491.47 | 0.00 | 0.00 | ||
| 2011 | 2019.10.15 16:00 | sell | 1007 | 0.01 | 1490.97 | 0.00 | 0.00 | ||
| 2012 | 2019.10.16 16:00 | close | 1007 | 0.01 | 1491.11 | 0.00 | 0.00 | -18.27 | 1315432.30 |
| 2013 | 2019.10.16 16:00 | buy | 1008 | 0.01 | 1491.11 | 0.00 | 0.00 | ||
| 2014 | 2019.10.18 16:00 | buy | 1009 | 0.01 | 1491.20 | 0.00 | 0.00 | ||
| 2015 | 2019.10.21 03:00 | buy | 1010 | 0.01 | 1492.01 | 0.00 | 0.00 | ||
| 2016 | 2019.10.22 16:00 | buy | 1011 | 0.01 | 1487.33 | 0.00 | 0.00 | ||
| 2017 | 2019.10.23 03:00 | buy | 1012 | 0.01 | 1489.33 | 0.00 | 0.00 | ||
| 2018 | 2019.10.23 16:00 | close | 1012 | 0.01 | 1492.92 | 0.00 | 0.00 | 407.12 | 1315839.42 |
| 2019 | 2019.10.23 16:00 | close | 1011 | 0.01 | 1492.92 | 0.00 | 0.00 | 629.45 | 1316468.87 |
| 2020 | 2019.10.23 16:00 | close | 1010 | 0.01 | 1492.92 | 0.00 | 0.00 | 94.24 | 1316563.11 |
| 2021 | 2019.10.23 16:00 | close | 1009 | 0.01 | 1492.92 | 0.00 | 0.00 | 172.67 | 1316735.78 |
| 2022 | 2019.10.23 16:00 | close | 1008 | 0.01 | 1492.92 | 0.00 | 0.00 | 173.91 | 1316909.69 |
| 2023 | 2019.10.23 16:00 | close | 1006 | 0.01 | 1492.92 | 0.00 | 0.00 | 128.61 | 1317038.29 |
| 2024 | 2019.10.23 16:00 | close | 1004 | 0.01 | 1492.92 | 0.00 | 0.00 | -1455.31 | 1315582.98 |
| 2025 | 2019.10.28 16:00 | buy | 1013 | 0.01 | 1492.73 | 0.00 | 0.00 | ||
| 2026 | 2019.10.28 16:00 | sell | 1014 | 0.01 | 1492.23 | 0.00 | 0.00 | ||
| 2027 | 2019.10.29 03:00 | buy | 1015 | 0.01 | 1492.35 | 0.00 | 0.00 | ||
| 2028 | 2019.10.29 03:00 | sell | 1016 | 0.01 | 1491.85 | 0.00 | 0.00 | ||
| 2029 | 2019.10.29 16:00 | close | 1016 | 0.01 | 1486.25 | 0.00 | 0.00 | 635.07 | 1316218.05 |
| 2030 | 2019.10.29 16:00 | close | 1014 | 0.01 | 1486.25 | 0.00 | 0.00 | 675.77 | 1316893.82 |
| 2031 | 2019.10.30 16:00 | buy | 1017 | 0.01 | 1492.63 | 0.00 | 0.00 | ||
| 2032 | 2019.10.31 16:00 | close | 1017 | 0.01 | 1511.77 | 0.00 | 0.00 | 2166.09 | 1319059.91 |
| 2033 | 2019.10.31 16:00 | close | 1015 | 0.01 | 1511.77 | 0.00 | 0.00 | 2193.37 | 1321253.28 |
| 2034 | 2019.10.31 16:00 | close | 1013 | 0.01 | 1511.77 | 0.00 | 0.00 | 2145.79 | 1323399.07 |
| 2035 | 2019.11.04 16:00 | buy | 1018 | 0.01 | 1510.84 | 0.00 | 0.00 | ||
| 2036 | 2019.11.04 16:00 | sell | 1019 | 0.01 | 1510.34 | 0.00 | 0.00 | ||
| 2037 | 2019.11.05 03:00 | buy | 1020 | 0.01 | 1507.64 | 0.00 | 0.00 | ||
| 2038 | 2019.11.05 03:00 | sell | 1021 | 0.01 | 1507.14 | 0.00 | 0.00 | ||
| 2039 | 2019.11.05 16:00 | close | 1021 | 0.01 | 1492.02 | 0.00 | 0.00 | 1714.68 | 1325113.75 |
| 2040 | 2019.11.05 16:00 | close | 1019 | 0.01 | 1492.02 | 0.00 | 0.00 | 2075.19 | 1327188.94 |
| 2041 | 2019.11.13 03:00 | buy | 1022 | 0.01 | 1459.32 | 0.00 | 0.00 | ||
| 2042 | 2019.11.18 16:00 | buy | 1023 | 0.01 | 1464.92 | 0.00 | 0.00 | ||
| 2043 | 2019.11.19 16:00 | buy | 1024 | 0.01 | 1469.23 | 0.00 | 0.00 | ||
| 2044 | 2019.12.02 16:00 | close | 1022 | 0.01 | 1458.64 | 0.00 | 0.00 | -162.21 | 1327026.73 |
| 2045 | 2019.12.02 16:00 | buy | 1025 | 0.01 | 1459.14 | 0.00 | 0.00 | ||
| 2046 | 2019.12.06 16:00 | buy | 1026 | 0.01 | 1468.38 | 0.00 | 0.00 | ||
| 2047 | 2019.12.10 16:00 | buy | 1027 | 0.01 | 1467.50 | 0.00 | 0.00 | ||
| 2048 | 2019.12.11 03:00 | buy | 1028 | 0.01 | 1464.66 | 0.00 | 0.00 | ||
| 2049 | 2019.12.11 16:00 | buy | 1029 | 0.01 | 1467.55 | 0.00 | 0.00 | ||
| 2050 | 2019.12.12 16:00 | close | 1029 | 0.01 | 1482.86 | 0.00 | 0.00 | 1731.72 | 1328758.45 |
| 2051 | 2019.12.12 16:00 | close | 1028 | 0.01 | 1482.86 | 0.00 | 0.00 | 2059.45 | 1330817.90 |
| 2052 | 2019.12.12 16:00 | close | 1027 | 0.01 | 1482.86 | 0.00 | 0.00 | 1732.91 | 1332550.82 |
| 2053 | 2019.12.12 16:00 | close | 1026 | 0.01 | 1482.86 | 0.00 | 0.00 | 1615.21 | 1334166.02 |
| 2054 | 2019.12.12 16:00 | close | 1025 | 0.01 | 1482.86 | 0.00 | 0.00 | 2645.13 | 1336811.15 |
| 2055 | 2019.12.12 16:00 | close | 1024 | 0.01 | 1482.86 | 0.00 | 0.00 | 1442.67 | 1338253.82 |
| 2056 | 2019.12.12 16:00 | close | 1023 | 0.01 | 1482.86 | 0.00 | 0.00 | 1926.96 | 1340180.78 |
| 2057 | 2019.12.12 16:00 | close | 1020 | 0.01 | 1482.86 | 0.00 | 0.00 | -2975.85 | 1337204.93 |
| 2058 | 2019.12.12 16:00 | close | 1018 | 0.01 | 1482.86 | 0.00 | 0.00 | -3343.22 | 1333861.71 |
| 2059 | 2019.12.13 03:00 | buy | 1030 | 0.01 | 1466.34 | 0.00 | 0.00 | ||
| 2060 | 2019.12.13 03:00 | sell | 1031 | 0.01 | 1465.84 | 0.00 | 0.00 | ||
| 2061 | 2019.12.13 16:00 | close | 1031 | 0.01 | 1468.79 | 0.00 | 0.00 | -334.54 | 1333527.17 |
| 2062 | 2019.12.13 16:00 | close | 1030 | 0.01 | 1468.29 | 0.00 | 0.00 | 221.14 | 1333748.31 |
| 2063 | 2019.12.13 16:00 | buy | 1032 | 0.01 | 1468.79 | 0.00 | 0.00 | ||
| 2064 | 2019.12.13 16:00 | sell | 1033 | 0.01 | 1468.29 | 0.00 | 0.00 | ||
| 2065 | 2019.12.16 16:00 | close | 1033 | 0.01 | 1478.38 | 0.00 | 0.00 | -1151.42 | 1332596.89 |
| 2066 | 2019.12.16 16:00 | close | 1032 | 0.01 | 1477.88 | 0.00 | 0.00 | 1017.39 | 1333614.28 |
| 2067 | 2019.12.17 03:00 | buy | 1034 | 0.01 | 1475.85 | 0.00 | 0.00 | ||
| 2068 | 2019.12.17 03:00 | sell | 1035 | 0.01 | 1475.35 | 0.00 | 0.00 | ||
| 2069 | 2019.12.17 16:00 | close | 1035 | 0.01 | 1476.66 | 0.00 | 0.00 | -148.56 | 1333465.72 |
| 2070 | 2019.12.17 16:00 | close | 1034 | 0.01 | 1476.16 | 0.00 | 0.00 | 35.15 | 1333500.87 |
| 2071 | 2019.12.17 16:00 | buy | 1036 | 0.01 | 1476.66 | 0.00 | 0.00 | ||
| 2072 | 2019.12.17 16:00 | sell | 1037 | 0.01 | 1476.16 | 0.00 | 0.00 | ||
| 2073 | 2019.12.18 03:00 | buy | 1038 | 0.01 | 1476.06 | 0.00 | 0.00 | ||
| 2074 | 2019.12.18 03:00 | sell | 1039 | 0.01 | 1475.56 | 0.00 | 0.00 | ||
| 2075 | 2019.12.18 16:00 | close | 1039 | 0.01 | 1472.80 | 0.00 | 0.00 | 312.99 | 1333813.86 |
| 2076 | 2019.12.18 16:00 | close | 1037 | 0.01 | 1472.80 | 0.00 | 0.00 | 378.64 | 1334192.50 |
| 2077 | 2019.12.18 16:00 | buy | 1040 | 0.01 | 1472.80 | 0.00 | 0.00 | ||
| 2078 | 2019.12.19 16:00 | close | 1040 | 0.01 | 1476.30 | 0.00 | 0.00 | 392.43 | 1334584.93 |
| 2079 | 2019.12.19 16:00 | close | 1038 | 0.01 | 1476.30 | 0.00 | 0.00 | 22.74 | 1334607.67 |
| 2080 | 2019.12.19 16:00 | close | 1036 | 0.01 | 1476.30 | 0.00 | 0.00 | -49.79 | 1334557.89 |
| 2081 | 2020.01.08 16:00 | buy | 1041 | 0.01 | 1577.26 | 0.00 | 0.00 | ||
| 2082 | 2020.01.08 16:00 | sell | 1042 | 0.01 | 1576.76 | 0.00 | 0.00 | ||
| 2083 | 2020.01.09 16:00 | close | 1042 | 0.01 | 1550.27 | 0.00 | 0.00 | 3001.66 | 1337559.54 |
| 2084 | 2020.01.13 03:00 | buy | 1043 | 0.01 | 1559.07 | 0.00 | 0.00 | ||
| 2085 | 2020.01.13 03:00 | sell | 1044 | 0.01 | 1558.57 | 0.00 | 0.00 | ||
| 2086 | 2020.01.13 16:00 | close | 1044 | 0.01 | 1555.19 | 0.00 | 0.00 | 383.30 | 1337942.84 |
| 2087 | 2020.01.13 16:00 | buy | 1045 | 0.01 | 1555.19 | 0.00 | 0.00 | ||
| 2088 | 2020.01.21 16:00 | buy | 1046 | 0.01 | 1553.79 | 0.00 | 0.00 | ||
| 2089 | 2020.01.22 03:00 | buy | 1047 | 0.01 | 1557.12 | 0.00 | 0.00 | ||
| 2090 | 2020.01.24 03:00 | buy | 1048 | 0.01 | 1561.59 | 0.00 | 0.00 | ||
| 2091 | 2020.01.24 16:00 | close | 1048 | 0.01 | 1561.44 | 0.00 | 0.00 | -17.01 | 1337925.83 |
| 2092 | 2020.01.24 16:00 | close | 1047 | 0.01 | 1561.44 | 0.00 | 0.00 | 480.94 | 1338406.77 |
| 2093 | 2020.01.24 16:00 | close | 1046 | 0.01 | 1561.44 | 0.00 | 0.00 | 854.09 | 1339260.87 |
| 2094 | 2020.01.24 16:00 | close | 1045 | 0.01 | 1561.44 | 0.00 | 0.00 | 659.50 | 1339920.37 |
| 2095 | 2020.01.24 16:00 | close | 1043 | 0.01 | 1561.44 | 0.00 | 0.00 | 219.50 | 1340139.87 |
| 2096 | 2020.01.24 16:00 | close | 1041 | 0.01 | 1561.44 | 0.00 | 0.00 | -1865.70 | 1338274.17 |
| 2097 | 2020.01.24 16:00 | buy | 1049 | 0.01 | 1561.94 | 0.00 | 0.00 | ||
| 2098 | 2020.01.27 16:00 | close | 1049 | 0.01 | 1581.38 | 0.00 | 0.00 | 2191.11 | 1340465.28 |
| 2099 | 2020.01.28 16:00 | buy | 1050 | 0.01 | 1575.43 | 0.00 | 0.00 | ||
| 2100 | 2020.01.28 16:00 | sell | 1051 | 0.01 | 1574.93 | 0.00 | 0.00 | ||