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 |
| 2101 | 2020.01.29 03:00 | buy | 1052 | 0.01 | 1568.81 | 0.00 | 0.00 | ||
| 2102 | 2020.01.29 03:00 | sell | 1053 | 0.01 | 1568.31 | 0.00 | 0.00 | ||
| 2103 | 2020.01.29 16:00 | close | 1053 | 0.01 | 1570.24 | 0.00 | 0.00 | -218.87 | 1340246.41 |
| 2104 | 2020.01.29 16:00 | close | 1051 | 0.01 | 1570.24 | 0.00 | 0.00 | 529.47 | 1340775.88 |
| 2105 | 2020.01.29 16:00 | buy | 1054 | 0.01 | 1570.24 | 0.00 | 0.00 | ||
| 2106 | 2020.01.30 16:00 | close | 1054 | 0.01 | 1578.58 | 0.00 | 0.00 | 941.30 | 1341717.18 |
| 2107 | 2020.01.30 16:00 | close | 1052 | 0.01 | 1578.58 | 0.00 | 0.00 | 1103.47 | 1342820.65 |
| 2108 | 2020.01.30 16:00 | close | 1050 | 0.01 | 1578.58 | 0.00 | 0.00 | 348.26 | 1343168.91 |
| 2109 | 2020.01.31 03:00 | buy | 1055 | 0.01 | 1574.75 | 0.00 | 0.00 | ||
| 2110 | 2020.01.31 03:00 | sell | 1056 | 0.01 | 1574.25 | 0.00 | 0.00 | ||
| 2111 | 2020.01.31 16:00 | close | 1056 | 0.01 | 1579.81 | 0.00 | 0.00 | -630.52 | 1342538.39 |
| 2112 | 2020.01.31 16:00 | close | 1055 | 0.01 | 1579.31 | 0.00 | 0.00 | 517.12 | 1343055.51 |
| 2113 | 2020.01.31 16:00 | buy | 1057 | 0.01 | 1579.81 | 0.00 | 0.00 | ||
| 2114 | 2020.01.31 16:00 | sell | 1058 | 0.01 | 1579.31 | 0.00 | 0.00 | ||
| 2115 | 2020.02.03 16:00 | close | 1058 | 0.01 | 1578.92 | 0.00 | 0.00 | 37.05 | 1343092.57 |
| 2116 | 2020.02.07 03:00 | buy | 1059 | 0.01 | 1568.84 | 0.00 | 0.00 | ||
| 2117 | 2020.02.07 03:00 | sell | 1060 | 0.01 | 1568.34 | 0.00 | 0.00 | ||
| 2118 | 2020.02.07 16:00 | close | 1060 | 0.01 | 1569.51 | 0.00 | 0.00 | -132.68 | 1342959.89 |
| 2119 | 2020.02.07 16:00 | buy | 1061 | 0.01 | 1569.51 | 0.00 | 0.00 | ||
| 2120 | 2020.02.12 03:00 | buy | 1062 | 0.01 | 1568.50 | 0.00 | 0.00 | ||
| 2121 | 2020.02.12 16:00 | buy | 1063 | 0.01 | 1567.34 | 0.00 | 0.00 | ||
| 2122 | 2020.02.13 16:00 | close | 1063 | 0.01 | 1575.15 | 0.00 | 0.00 | 881.20 | 1343841.09 |
| 2123 | 2020.02.13 16:00 | close | 1062 | 0.01 | 1575.15 | 0.00 | 0.00 | 749.65 | 1344590.74 |
| 2124 | 2020.02.13 16:00 | close | 1061 | 0.01 | 1575.15 | 0.00 | 0.00 | 612.72 | 1345203.46 |
| 2125 | 2020.02.13 16:00 | close | 1059 | 0.01 | 1575.15 | 0.00 | 0.00 | 688.70 | 1345892.15 |
| 2126 | 2020.02.13 16:00 | close | 1057 | 0.01 | 1575.15 | 0.00 | 0.00 | -586.69 | 1345305.47 |
| 2127 | 2020.02.25 03:00 | buy | 1064 | 0.01 | 1647.70 | 0.00 | 0.00 | ||
| 2128 | 2020.02.25 03:00 | sell | 1065 | 0.01 | 1647.20 | 0.00 | 0.00 | ||
| 2129 | 2020.02.25 16:00 | close | 1065 | 0.01 | 1650.93 | 0.00 | 0.00 | -422.99 | 1344882.48 |
| 2130 | 2020.02.25 16:00 | close | 1064 | 0.01 | 1650.43 | 0.00 | 0.00 | 309.59 | 1345192.07 |
| 2131 | 2020.02.25 16:00 | buy | 1066 | 0.01 | 1650.93 | 0.00 | 0.00 | ||
| 2132 | 2020.02.25 16:00 | sell | 1067 | 0.01 | 1650.43 | 0.00 | 0.00 | ||
| 2133 | 2020.02.26 03:00 | buy | 1068 | 0.01 | 1641.95 | 0.00 | 0.00 | ||
| 2134 | 2020.02.26 03:00 | sell | 1069 | 0.01 | 1641.45 | 0.00 | 0.00 | ||
| 2135 | 2020.02.26 16:00 | close | 1069 | 0.01 | 1632.59 | 0.00 | 0.00 | 1004.75 | 1346196.82 |
| 2136 | 2020.02.26 16:00 | close | 1067 | 0.01 | 1632.59 | 0.00 | 0.00 | 2020.72 | 1348217.53 |
| 2137 | 2020.02.26 16:00 | buy | 1070 | 0.01 | 1632.59 | 0.00 | 0.00 | ||
| 2138 | 2020.02.27 16:00 | close | 1070 | 0.01 | 1651.76 | 0.00 | 0.00 | 2169.46 | 1350387.00 |
| 2139 | 2020.02.27 16:00 | close | 1068 | 0.01 | 1651.76 | 0.00 | 0.00 | 1108.00 | 1351495.00 |
| 2140 | 2020.02.27 16:00 | close | 1066 | 0.01 | 1651.76 | 0.00 | 0.00 | 85.16 | 1351580.16 |
| 2141 | 2020.02.28 03:00 | buy | 1071 | 0.01 | 1646.14 | 0.00 | 0.00 | ||
| 2142 | 2020.02.28 03:00 | sell | 1072 | 0.01 | 1645.64 | 0.00 | 0.00 | ||
| 2143 | 2020.02.28 16:00 | close | 1072 | 0.01 | 1629.23 | 0.00 | 0.00 | 1860.94 | 1353441.10 |
| 2144 | 2020.03.04 16:00 | buy | 1073 | 0.01 | 1640.90 | 0.00 | 0.00 | ||
| 2145 | 2020.03.04 16:00 | sell | 1074 | 0.01 | 1640.40 | 0.00 | 0.00 | ||
| 2146 | 2020.03.05 16:00 | close | 1074 | 0.01 | 1655.54 | 0.00 | 0.00 | -1719.31 | 1351721.79 |
| 2147 | 2020.03.05 16:00 | close | 1073 | 0.01 | 1655.04 | 0.00 | 0.00 | 1599.04 | 1353320.83 |
| 2148 | 2020.03.05 16:00 | close | 1071 | 0.01 | 1655.04 | 0.00 | 0.00 | 982.42 | 1354303.24 |
| 2149 | 2020.03.09 16:00 | buy | 1075 | 0.01 | 1672.15 | 0.00 | 0.00 | ||
| 2150 | 2020.03.09 16:00 | sell | 1076 | 0.01 | 1671.65 | 0.00 | 0.00 | ||
| 2151 | 2020.03.10 03:00 | buy | 1077 | 0.01 | 1664.36 | 0.00 | 0.00 | ||
| 2152 | 2020.03.10 03:00 | sell | 1078 | 0.01 | 1663.86 | 0.00 | 0.00 | ||
| 2153 | 2020.03.10 16:00 | close | 1078 | 0.01 | 1654.11 | 0.00 | 0.00 | 1105.68 | 1355408.92 |
| 2154 | 2020.03.10 16:00 | close | 1076 | 0.01 | 1654.11 | 0.00 | 0.00 | 1986.70 | 1357395.62 |
| 2155 | 2020.03.10 16:00 | buy | 1079 | 0.01 | 1654.11 | 0.00 | 0.00 | ||
| 2156 | 2020.03.11 03:00 | buy | 1080 | 0.01 | 1657.59 | 0.00 | 0.00 | ||
| 2157 | 2020.03.11 16:00 | close | 1080 | 0.01 | 1662.73 | 0.00 | 0.00 | 582.89 | 1357978.51 |
| 2158 | 2020.03.11 16:00 | close | 1079 | 0.01 | 1662.73 | 0.00 | 0.00 | 973.05 | 1358951.56 |
| 2159 | 2020.03.11 16:00 | close | 1077 | 0.01 | 1662.73 | 0.00 | 0.00 | -189.33 | 1358762.23 |
| 2160 | 2020.03.11 16:00 | close | 1075 | 0.01 | 1662.73 | 0.00 | 0.00 | -1077.22 | 1357685.02 |
| 2161 | 2020.03.11 16:00 | buy | 1081 | 0.01 | 1663.23 | 0.00 | 0.00 | ||
| 2162 | 2020.03.18 03:00 | buy | 1082 | 0.01 | 1536.91 | 0.00 | 0.00 | ||
| 2163 | 2020.03.18 03:00 | sell | 1083 | 0.01 | 1536.41 | 0.00 | 0.00 | ||
| 2164 | 2020.03.18 16:00 | close | 1083 | 0.01 | 1508.99 | 0.00 | 0.00 | 3109.51 | 1360794.53 |
| 2165 | 2020.03.18 16:00 | buy | 1084 | 0.01 | 1508.99 | 0.00 | 0.00 | ||
| 2166 | 2020.03.20 16:00 | buy | 1085 | 0.01 | 1490.20 | 0.00 | 0.00 | ||
| 2167 | 2020.03.23 03:00 | buy | 1086 | 0.01 | 1495.49 | 0.00 | 0.00 | ||
| 2168 | 2020.03.24 16:00 | close | 1086 | 0.01 | 1597.84 | 0.00 | 0.00 | 11602.32 | 1372396.85 |
| 2169 | 2020.03.24 16:00 | close | 1085 | 0.01 | 1597.84 | 0.00 | 0.00 | 12188.78 | 1384585.63 |
| 2170 | 2020.03.24 16:00 | close | 1084 | 0.01 | 1597.84 | 0.00 | 0.00 | 10048.99 | 1394634.62 |
| 2171 | 2020.03.24 16:00 | close | 1082 | 0.01 | 1597.84 | 0.00 | 0.00 | 6882.77 | 1401517.38 |
| 2172 | 2020.03.24 16:00 | close | 1081 | 0.01 | 1597.84 | 0.00 | 0.00 | -7473.65 | 1394043.74 |
| 2173 | 2020.03.27 03:00 | buy | 1087 | 0.01 | 1622.56 | 0.00 | 0.00 | ||
| 2174 | 2020.03.27 03:00 | sell | 1088 | 0.01 | 1622.06 | 0.00 | 0.00 | ||
| 2175 | 2020.03.27 16:00 | close | 1088 | 0.01 | 1622.95 | 0.00 | 0.00 | -100.93 | 1393942.81 |
| 2176 | 2020.03.30 16:00 | buy | 1089 | 0.01 | 1619.96 | 0.00 | 0.00 | ||
| 2177 | 2020.03.30 16:00 | sell | 1090 | 0.01 | 1619.46 | 0.00 | 0.00 | ||
| 2178 | 2020.03.31 03:00 | buy | 1091 | 0.01 | 1616.51 | 0.00 | 0.00 | ||
| 2179 | 2020.03.31 16:00 | close | 1090 | 0.01 | 1604.81 | 0.00 | 0.00 | 1658.96 | 1395601.77 |
| 2180 | 2020.04.03 16:00 | buy | 1092 | 0.01 | 1609.94 | 0.00 | 0.00 | ||
| 2181 | 2020.04.06 16:00 | close | 1092 | 0.01 | 1642.30 | 0.00 | 0.00 | 3656.28 | 1399258.05 |
| 2182 | 2020.04.06 16:00 | close | 1091 | 0.01 | 1642.30 | 0.00 | 0.00 | 2897.79 | 1402155.84 |
| 2183 | 2020.04.06 16:00 | close | 1089 | 0.01 | 1642.30 | 0.00 | 0.00 | 2502.07 | 1404657.90 |
| 2184 | 2020.04.06 16:00 | close | 1087 | 0.01 | 1642.30 | 0.00 | 0.00 | 2193.79 | 1406851.69 |
| 2185 | 2020.04.08 03:00 | buy | 1093 | 0.01 | 1648.87 | 0.00 | 0.00 | ||
| 2186 | 2020.04.08 03:00 | sell | 1094 | 0.01 | 1648.37 | 0.00 | 0.00 | ||
| 2187 | 2020.04.08 16:00 | close | 1094 | 0.01 | 1651.40 | 0.00 | 0.00 | -343.61 | 1406508.08 |
| 2188 | 2020.04.08 16:00 | close | 1093 | 0.01 | 1650.90 | 0.00 | 0.00 | 230.21 | 1406738.29 |
| 2189 | 2020.04.08 16:00 | buy | 1095 | 0.01 | 1651.40 | 0.00 | 0.00 | ||
| 2190 | 2020.04.08 16:00 | sell | 1096 | 0.01 | 1650.90 | 0.00 | 0.00 | ||
| 2191 | 2020.04.09 16:00 | close | 1096 | 0.01 | 1674.14 | 0.00 | 0.00 | -2637.88 | 1404100.41 |
| 2192 | 2020.04.09 16:00 | close | 1095 | 0.01 | 1673.64 | 0.00 | 0.00 | 2517.60 | 1406618.01 |
| 2193 | 2020.04.15 16:00 | buy | 1097 | 0.01 | 1717.17 | 0.00 | 0.00 | ||
| 2194 | 2020.04.15 16:00 | sell | 1098 | 0.01 | 1716.67 | 0.00 | 0.00 | ||
| 2195 | 2020.04.16 16:00 | close | 1098 | 0.01 | 1725.58 | 0.00 | 0.00 | -1012.81 | 1405605.20 |
| 2196 | 2020.04.16 16:00 | close | 1097 | 0.01 | 1725.08 | 0.00 | 0.00 | 892.54 | 1406497.74 |
| 2197 | 2020.04.17 03:00 | buy | 1099 | 0.01 | 1715.87 | 0.00 | 0.00 | ||
| 2198 | 2020.04.17 03:00 | sell | 1100 | 0.01 | 1715.37 | 0.00 | 0.00 | ||
| 2199 | 2020.04.17 16:00 | close | 1100 | 0.01 | 1694.41 | 0.00 | 0.00 | 2376.93 | 1408874.67 |
| 2200 | 2020.04.21 03:00 | buy | 1101 | 0.01 | 1691.45 | 0.00 | 0.00 | ||
| 2201 | 2020.04.21 03:00 | sell | 1102 | 0.01 | 1690.95 | 0.00 | 0.00 | ||
| 2202 | 2020.04.21 16:00 | close | 1102 | 0.01 | 1665.95 | 0.00 | 0.00 | 2835.08 | 1411709.75 |
| 2203 | 2020.04.22 03:00 | buy | 1103 | 0.01 | 1687.61 | 0.00 | 0.00 | ||
| 2204 | 2020.04.22 16:00 | close | 1103 | 0.01 | 1705.88 | 0.00 | 0.00 | 2071.87 | 1413781.62 |
| 2205 | 2020.04.22 16:00 | close | 1101 | 0.01 | 1705.88 | 0.00 | 0.00 | 1631.93 | 1415413.55 |
| 2206 | 2020.04.22 16:00 | close | 1099 | 0.01 | 1705.88 | 0.00 | 0.00 | -1155.29 | 1414258.26 |
| 2207 | 2020.04.22 16:00 | buy | 1104 | 0.01 | 1706.38 | 0.00 | 0.00 | ||
| 2208 | 2020.04.23 16:00 | close | 1104 | 0.01 | 1724.16 | 0.00 | 0.00 | 2011.83 | 1416270.09 |
| 2209 | 2020.04.27 03:00 | buy | 1105 | 0.01 | 1725.71 | 0.00 | 0.00 | ||
| 2210 | 2020.04.27 03:00 | sell | 1106 | 0.01 | 1725.21 | 0.00 | 0.00 | ||
| 2211 | 2020.04.27 16:00 | close | 1106 | 0.01 | 1720.14 | 0.00 | 0.00 | 574.95 | 1416845.04 |
| 2212 | 2020.04.28 16:00 | buy | 1107 | 0.01 | 1711.06 | 0.00 | 0.00 | ||
| 2213 | 2020.04.28 16:00 | sell | 1108 | 0.01 | 1710.56 | 0.00 | 0.00 | ||
| 2214 | 2020.04.29 16:00 | close | 1108 | 0.01 | 1705.49 | 0.00 | 0.00 | 572.56 | 1417417.60 |
| 2215 | 2020.05.04 03:00 | buy | 1109 | 0.01 | 1699.74 | 0.00 | 0.00 | ||
| 2216 | 2020.05.05 16:00 | buy | 1110 | 0.01 | 1696.18 | 0.00 | 0.00 | ||
| 2217 | 2020.05.06 03:00 | buy | 1111 | 0.01 | 1704.59 | 0.00 | 0.00 | ||
| 2218 | 2020.05.08 16:00 | close | 1111 | 0.01 | 1711.86 | 0.00 | 0.00 | 815.47 | 1418233.07 |
| 2219 | 2020.05.08 16:00 | close | 1110 | 0.01 | 1711.86 | 0.00 | 0.00 | 1764.70 | 1419997.77 |
| 2220 | 2020.05.08 16:00 | close | 1109 | 0.01 | 1711.86 | 0.00 | 0.00 | 1356.51 | 1421354.29 |
| 2221 | 2020.05.08 16:00 | close | 1107 | 0.01 | 1711.86 | 0.00 | 0.00 | 45.93 | 1421400.22 |
| 2222 | 2020.05.08 16:00 | close | 1105 | 0.01 | 1711.86 | 0.00 | 0.00 | -1619.89 | 1419780.33 |
| 2223 | 2020.05.11 03:00 | buy | 1112 | 0.01 | 1706.61 | 0.00 | 0.00 | ||
| 2224 | 2020.05.11 03:00 | sell | 1113 | 0.01 | 1706.11 | 0.00 | 0.00 | ||
| 2225 | 2020.05.11 16:00 | close | 1113 | 0.01 | 1706.00 | 0.00 | 0.00 | 12.47 | 1419792.80 |
| 2226 | 2020.05.12 16:00 | buy | 1114 | 0.01 | 1701.60 | 0.00 | 0.00 | ||
| 2227 | 2020.05.12 16:00 | sell | 1115 | 0.01 | 1701.10 | 0.00 | 0.00 | ||
| 2228 | 2020.05.13 03:00 | buy | 1116 | 0.01 | 1702.91 | 0.00 | 0.00 | ||
| 2229 | 2020.05.13 16:00 | close | 1116 | 0.01 | 1711.97 | 0.00 | 0.00 | 1027.42 | 1420820.22 |
| 2230 | 2020.05.13 16:00 | close | 1115 | 0.01 | 1712.47 | 0.00 | 0.00 | -1291.77 | 1419528.45 |
| 2231 | 2020.05.13 16:00 | close | 1114 | 0.01 | 1711.97 | 0.00 | 0.00 | 1171.50 | 1420699.95 |
| 2232 | 2020.05.13 16:00 | close | 1112 | 0.01 | 1711.97 | 0.00 | 0.00 | 598.87 | 1421298.82 |
| 2233 | 2020.05.13 16:00 | buy | 1117 | 0.01 | 1712.47 | 0.00 | 0.00 | ||
| 2234 | 2020.05.14 16:00 | close | 1117 | 0.01 | 1716.78 | 0.00 | 0.00 | 484.28 | 1421783.10 |
| 2235 | 2020.05.19 03:00 | buy | 1118 | 0.01 | 1735.13 | 0.00 | 0.00 | ||
| 2236 | 2020.05.19 03:00 | sell | 1119 | 0.01 | 1734.63 | 0.00 | 0.00 | ||
| 2237 | 2020.05.19 16:00 | close | 1119 | 0.01 | 1735.74 | 0.00 | 0.00 | -125.88 | 1421657.22 |
| 2238 | 2020.05.19 16:00 | close | 1118 | 0.01 | 1735.24 | 0.00 | 0.00 | 12.47 | 1421669.69 |
| 2239 | 2020.05.19 16:00 | buy | 1120 | 0.01 | 1735.74 | 0.00 | 0.00 | ||
| 2240 | 2020.05.19 16:00 | sell | 1121 | 0.01 | 1735.24 | 0.00 | 0.00 | ||
| 2241 | 2020.05.20 03:00 | buy | 1122 | 0.01 | 1746.71 | 0.00 | 0.00 | ||
| 2242 | 2020.05.20 03:00 | sell | 1123 | 0.01 | 1746.21 | 0.00 | 0.00 | ||
| 2243 | 2020.05.20 16:00 | close | 1123 | 0.01 | 1747.81 | 0.00 | 0.00 | -181.44 | 1421488.25 |
| 2244 | 2020.05.20 16:00 | close | 1122 | 0.01 | 1747.31 | 0.00 | 0.00 | 68.04 | 1421556.29 |
| 2245 | 2020.05.20 16:00 | close | 1121 | 0.01 | 1747.81 | 0.00 | 0.00 | -1427.85 | 1420128.44 |
| 2246 | 2020.05.20 16:00 | close | 1120 | 0.01 | 1747.31 | 0.00 | 0.00 | 1307.58 | 1421436.02 |
| 2247 | 2020.05.20 16:00 | buy | 1124 | 0.01 | 1747.81 | 0.00 | 0.00 | ||
| 2248 | 2020.05.22 16:00 | buy | 1125 | 0.01 | 1735.17 | 0.00 | 0.00 | ||
| 2249 | 2020.05.22 16:00 | sell | 1126 | 0.01 | 1734.67 | 0.00 | 0.00 | ||
| 2250 | 2020.05.25 03:00 | buy | 1127 | 0.01 | 1731.31 | 0.00 | 0.00 | ||