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 |
| 2251 | 2020.05.25 16:00 | close | 1126 | 0.01 | 1728.53 | 0.00 | 0.00 | 689.11 | 1422125.13 |
| 2252 | 2020.05.29 03:00 | buy | 1128 | 0.01 | 1722.21 | 0.00 | 0.00 | ||
| 2253 | 2020.06.02 16:00 | close | 1128 | 0.01 | 1741.38 | 0.00 | 0.00 | 2156.00 | 1424281.14 |
| 2254 | 2020.06.02 16:00 | close | 1127 | 0.01 | 1741.38 | 0.00 | 0.00 | 1106.13 | 1425387.27 |
| 2255 | 2020.06.02 16:00 | close | 1125 | 0.01 | 1741.38 | 0.00 | 0.00 | 654.96 | 1426042.23 |
| 2256 | 2020.06.02 16:00 | close | 1124 | 0.01 | 1741.38 | 0.00 | 0.00 | -787.40 | 1425254.83 |
| 2257 | 2020.06.03 03:00 | buy | 1129 | 0.01 | 1727.14 | 0.00 | 0.00 | ||
| 2258 | 2020.06.03 03:00 | sell | 1130 | 0.01 | 1726.64 | 0.00 | 0.00 | ||
| 2259 | 2020.06.03 16:00 | close | 1130 | 0.01 | 1709.72 | 0.00 | 0.00 | 1918.76 | 1427173.59 |
| 2260 | 2020.06.05 03:00 | buy | 1131 | 0.01 | 1712.95 | 0.00 | 0.00 | ||
| 2261 | 2020.06.05 03:00 | sell | 1132 | 0.01 | 1712.45 | 0.00 | 0.00 | ||
| 2262 | 2020.06.05 16:00 | close | 1132 | 0.01 | 1687.73 | 0.00 | 0.00 | 2803.30 | 1429976.89 |
| 2263 | 2020.06.08 16:00 | buy | 1133 | 0.01 | 1691.95 | 0.00 | 0.00 | ||
| 2264 | 2020.06.09 03:00 | buy | 1134 | 0.01 | 1697.79 | 0.00 | 0.00 | ||
| 2265 | 2020.06.09 16:00 | close | 1134 | 0.01 | 1716.21 | 0.00 | 0.00 | 2088.86 | 1432065.75 |
| 2266 | 2020.06.09 16:00 | close | 1133 | 0.01 | 1716.21 | 0.00 | 0.00 | 2746.65 | 1434812.40 |
| 2267 | 2020.06.09 16:00 | close | 1131 | 0.01 | 1716.21 | 0.00 | 0.00 | 351.77 | 1435164.18 |
| 2268 | 2020.06.09 16:00 | close | 1129 | 0.01 | 1716.21 | 0.00 | 0.00 | -1266.35 | 1433897.82 |
| 2269 | 2020.06.12 03:00 | buy | 1135 | 0.01 | 1727.05 | 0.00 | 0.00 | ||
| 2270 | 2020.06.12 03:00 | sell | 1136 | 0.01 | 1726.55 | 0.00 | 0.00 | ||
| 2271 | 2020.06.12 16:00 | close | 1136 | 0.01 | 1737.89 | 0.00 | 0.00 | -1285.98 | 1432611.84 |
| 2272 | 2020.06.12 16:00 | close | 1135 | 0.01 | 1737.39 | 0.00 | 0.00 | 1172.58 | 1433784.42 |
| 2273 | 2020.06.15 03:00 | buy | 1137 | 0.01 | 1733.21 | 0.00 | 0.00 | ||
| 2274 | 2020.06.15 03:00 | sell | 1138 | 0.01 | 1732.71 | 0.00 | 0.00 | ||
| 2275 | 2020.06.15 16:00 | close | 1138 | 0.01 | 1707.91 | 0.00 | 0.00 | 2812.37 | 1436596.79 |
| 2276 | 2020.06.16 16:00 | buy | 1139 | 0.01 | 1726.67 | 0.00 | 0.00 | ||
| 2277 | 2020.06.16 16:00 | sell | 1140 | 0.01 | 1726.17 | 0.00 | 0.00 | ||
| 2278 | 2020.06.17 03:00 | buy | 1141 | 0.01 | 1726.97 | 0.00 | 0.00 | ||
| 2279 | 2020.06.17 16:00 | close | 1140 | 0.01 | 1721.47 | 0.00 | 0.00 | 530.60 | 1437127.39 |
| 2280 | 2020.06.19 03:00 | buy | 1142 | 0.01 | 1723.85 | 0.00 | 0.00 | ||
| 2281 | 2020.06.19 16:00 | close | 1142 | 0.01 | 1734.91 | 0.00 | 0.00 | 1254.23 | 1438381.62 |
| 2282 | 2020.06.19 16:00 | close | 1141 | 0.01 | 1734.91 | 0.00 | 0.00 | 891.45 | 1439273.07 |
| 2283 | 2020.06.19 16:00 | close | 1139 | 0.01 | 1734.91 | 0.00 | 0.00 | 920.99 | 1440194.07 |
| 2284 | 2020.06.19 16:00 | close | 1137 | 0.01 | 1734.91 | 0.00 | 0.00 | 174.86 | 1440368.93 |
| 2285 | 2020.06.26 03:00 | buy | 1143 | 0.01 | 1766.38 | 0.00 | 0.00 | ||
| 2286 | 2020.06.26 03:00 | sell | 1144 | 0.01 | 1765.88 | 0.00 | 0.00 | ||
| 2287 | 2020.06.26 16:00 | close | 1144 | 0.01 | 1761.71 | 0.00 | 0.00 | 472.89 | 1440841.82 |
| 2288 | 2020.06.29 16:00 | close | 1143 | 0.01 | 1769.14 | 0.00 | 0.00 | 299.55 | 1441141.37 |
| 2289 | 2020.06.29 16:00 | buy | 1145 | 0.01 | 1769.64 | 0.00 | 0.00 | ||
| 2290 | 2020.06.29 16:00 | sell | 1146 | 0.01 | 1769.14 | 0.00 | 0.00 | ||
| 2291 | 2020.06.30 16:00 | close | 1146 | 0.01 | 1769.55 | 0.00 | 0.00 | -48.88 | 1441092.49 |
| 2292 | 2020.07.01 16:00 | close | 1145 | 0.01 | 1779.39 | 0.00 | 0.00 | 1096.71 | 1442189.20 |
| 2293 | 2020.07.03 03:00 | buy | 1147 | 0.01 | 1776.17 | 0.00 | 0.00 | ||
| 2294 | 2020.07.03 03:00 | sell | 1148 | 0.01 | 1775.67 | 0.00 | 0.00 | ||
| 2295 | 2020.07.03 16:00 | close | 1148 | 0.01 | 1775.98 | 0.00 | 0.00 | -35.15 | 1442154.05 |
| 2296 | 2020.07.06 16:00 | close | 1147 | 0.01 | 1783.21 | 0.00 | 0.00 | 784.91 | 1442938.97 |
| 2297 | 2020.07.07 16:00 | buy | 1149 | 0.01 | 1779.06 | 0.00 | 0.00 | ||
| 2298 | 2020.07.07 16:00 | sell | 1150 | 0.01 | 1778.56 | 0.00 | 0.00 | ||
| 2299 | 2020.07.08 16:00 | close | 1150 | 0.01 | 1804.12 | 0.00 | 0.00 | -2900.95 | 1440038.01 |
| 2300 | 2020.07.08 16:00 | close | 1149 | 0.01 | 1803.62 | 0.00 | 0.00 | 2780.67 | 1442818.69 |
| 2301 | 2020.07.10 03:00 | buy | 1151 | 0.01 | 1804.24 | 0.00 | 0.00 | ||
| 2302 | 2020.07.10 03:00 | sell | 1152 | 0.01 | 1803.74 | 0.00 | 0.00 | ||
| 2303 | 2020.07.10 16:00 | close | 1152 | 0.01 | 1807.74 | 0.00 | 0.00 | -453.61 | 1442365.08 |
| 2304 | 2020.07.10 16:00 | close | 1151 | 0.01 | 1807.24 | 0.00 | 0.00 | 340.21 | 1442705.29 |
| 2305 | 2020.07.10 16:00 | buy | 1153 | 0.01 | 1807.74 | 0.00 | 0.00 | ||
| 2306 | 2020.07.10 16:00 | sell | 1154 | 0.01 | 1807.24 | 0.00 | 0.00 | ||
| 2307 | 2020.07.13 03:00 | buy | 1155 | 0.01 | 1800.52 | 0.00 | 0.00 | ||
| 2308 | 2020.07.13 03:00 | sell | 1156 | 0.01 | 1800.02 | 0.00 | 0.00 | ||
| 2309 | 2020.07.13 16:00 | close | 1156 | 0.01 | 1808.01 | 0.00 | 0.00 | -906.08 | 1441799.21 |
| 2310 | 2020.07.13 16:00 | close | 1155 | 0.01 | 1807.51 | 0.00 | 0.00 | 792.68 | 1442591.89 |
| 2311 | 2020.07.13 16:00 | close | 1154 | 0.01 | 1808.01 | 0.00 | 0.00 | -94.50 | 1442497.39 |
| 2312 | 2020.07.13 16:00 | close | 1153 | 0.01 | 1807.51 | 0.00 | 0.00 | -39.52 | 1442457.87 |
| 2313 | 2020.07.13 16:00 | buy | 1157 | 0.01 | 1808.01 | 0.00 | 0.00 | ||
| 2314 | 2020.07.14 03:00 | buy | 1158 | 0.01 | 1802.80 | 0.00 | 0.00 | ||
| 2315 | 2020.07.14 03:00 | sell | 1159 | 0.01 | 1802.30 | 0.00 | 0.00 | ||
| 2316 | 2020.07.14 16:00 | close | 1159 | 0.01 | 1801.95 | 0.00 | 0.00 | 39.69 | 1442497.56 |
| 2317 | 2020.07.14 16:00 | buy | 1160 | 0.01 | 1801.95 | 0.00 | 0.00 | ||
| 2318 | 2020.07.15 16:00 | close | 1160 | 0.01 | 1807.06 | 0.00 | 0.00 | 575.00 | 1443072.56 |
| 2319 | 2020.07.15 16:00 | close | 1158 | 0.01 | 1807.06 | 0.00 | 0.00 | 478.61 | 1443551.17 |
| 2320 | 2020.07.15 16:00 | close | 1157 | 0.01 | 1807.06 | 0.00 | 0.00 | -116.69 | 1443434.49 |
| 2321 | 2020.07.15 16:00 | buy | 1161 | 0.01 | 1807.56 | 0.00 | 0.00 | ||
| 2322 | 2020.07.17 16:00 | buy | 1162 | 0.01 | 1805.93 | 0.00 | 0.00 | ||
| 2323 | 2020.07.17 16:00 | sell | 1163 | 0.01 | 1805.43 | 0.00 | 0.00 | ||
| 2324 | 2020.07.20 03:00 | buy | 1164 | 0.01 | 1809.46 | 0.00 | 0.00 | ||
| 2325 | 2020.07.20 16:00 | close | 1164 | 0.01 | 1814.01 | 0.00 | 0.00 | 515.98 | 1443950.47 |
| 2326 | 2020.07.20 16:00 | close | 1163 | 0.01 | 1814.51 | 0.00 | 0.00 | -1036.87 | 1442913.60 |
| 2327 | 2020.07.20 16:00 | close | 1162 | 0.01 | 1814.01 | 0.00 | 0.00 | 902.85 | 1443816.45 |
| 2328 | 2020.07.20 16:00 | close | 1161 | 0.01 | 1814.01 | 0.00 | 0.00 | 709.05 | 1444525.50 |
| 2329 | 2020.07.31 03:00 | buy | 1165 | 0.01 | 1957.42 | 0.00 | 0.00 | ||
| 2330 | 2020.07.31 03:00 | sell | 1166 | 0.01 | 1956.92 | 0.00 | 0.00 | ||
| 2331 | 2020.07.31 16:00 | close | 1166 | 0.01 | 1973.79 | 0.00 | 0.00 | -1913.09 | 1442612.41 |
| 2332 | 2020.07.31 16:00 | close | 1165 | 0.01 | 1973.29 | 0.00 | 0.00 | 1799.69 | 1444412.10 |
| 2333 | 2020.08.03 16:00 | buy | 1167 | 0.01 | 1968.13 | 0.00 | 0.00 | ||
| 2334 | 2020.08.03 16:00 | sell | 1168 | 0.01 | 1967.63 | 0.00 | 0.00 | ||
| 2335 | 2020.08.04 16:00 | close | 1168 | 0.01 | 1972.77 | 0.00 | 0.00 | -585.28 | 1443826.81 |
| 2336 | 2020.08.04 16:00 | close | 1167 | 0.01 | 1972.27 | 0.00 | 0.00 | 465.00 | 1444291.82 |
| 2337 | 2020.08.04 16:00 | buy | 1169 | 0.01 | 1972.77 | 0.00 | 0.00 | ||
| 2338 | 2020.08.04 16:00 | sell | 1170 | 0.01 | 1972.27 | 0.00 | 0.00 | ||
| 2339 | 2020.08.05 16:00 | close | 1170 | 0.01 | 2035.62 | 0.00 | 0.00 | -7186.41 | 1437105.40 |
| 2340 | 2020.08.05 16:00 | close | 1169 | 0.01 | 2035.12 | 0.00 | 0.00 | 7066.13 | 1444171.53 |
| 2341 | 2020.08.10 03:00 | buy | 1171 | 0.01 | 2027.57 | 0.00 | 0.00 | ||
| 2342 | 2020.08.10 03:00 | sell | 1172 | 0.01 | 2027.07 | 0.00 | 0.00 | ||
| 2343 | 2020.08.10 16:00 | close | 1172 | 0.01 | 2033.32 | 0.00 | 0.00 | -708.76 | 1443462.77 |
| 2344 | 2020.08.10 16:00 | close | 1171 | 0.01 | 2032.82 | 0.00 | 0.00 | 595.36 | 1444058.13 |
| 2345 | 2020.08.10 16:00 | buy | 1173 | 0.01 | 2033.32 | 0.00 | 0.00 | ||
| 2346 | 2020.08.10 16:00 | sell | 1174 | 0.01 | 2032.82 | 0.00 | 0.00 | ||
| 2347 | 2020.08.11 03:00 | buy | 1175 | 0.01 | 2028.58 | 0.00 | 0.00 | ||
| 2348 | 2020.08.11 03:00 | sell | 1176 | 0.01 | 2028.08 | 0.00 | 0.00 | ||
| 2349 | 2020.08.11 16:00 | close | 1176 | 0.01 | 1963.97 | 0.00 | 0.00 | 7270.20 | 1451328.33 |
| 2350 | 2020.08.11 16:00 | close | 1174 | 0.01 | 1963.97 | 0.00 | 0.00 | 7805.34 | 1459133.67 |
| 2351 | 2020.08.14 03:00 | buy | 1177 | 0.01 | 1957.97 | 0.00 | 0.00 | ||
| 2352 | 2020.08.17 16:00 | buy | 1178 | 0.01 | 1958.56 | 0.00 | 0.00 | ||
| 2353 | 2020.08.18 16:00 | close | 1178 | 0.01 | 2013.28 | 0.00 | 0.00 | 6200.88 | 1465334.55 |
| 2354 | 2020.08.18 16:00 | close | 1177 | 0.01 | 2013.28 | 0.00 | 0.00 | 6254.34 | 1471588.90 |
| 2355 | 2020.08.18 16:00 | close | 1175 | 0.01 | 2013.28 | 0.00 | 0.00 | -1766.40 | 1469822.50 |
| 2356 | 2020.08.18 16:00 | close | 1173 | 0.01 | 2013.28 | 0.00 | 0.00 | -2308.41 | 1467514.08 |
| 2357 | 2020.08.19 16:00 | buy | 1179 | 0.01 | 1992.35 | 0.00 | 0.00 | ||
| 2358 | 2020.08.19 16:00 | sell | 1180 | 0.01 | 1991.85 | 0.00 | 0.00 | ||
| 2359 | 2020.08.20 16:00 | close | 1180 | 0.01 | 1934.56 | 0.00 | 0.00 | 6494.41 | 1474008.49 |
| 2360 | 2020.08.26 03:00 | buy | 1181 | 0.01 | 1930.08 | 0.00 | 0.00 | ||
| 2361 | 2020.08.26 03:00 | sell | 1182 | 0.01 | 1929.58 | 0.00 | 0.00 | ||
| 2362 | 2020.08.26 16:00 | close | 1182 | 0.01 | 1911.97 | 0.00 | 0.00 | 1997.01 | 1476005.50 |
| 2363 | 2020.08.28 03:00 | buy | 1183 | 0.01 | 1928.32 | 0.00 | 0.00 | ||
| 2364 | 2020.08.28 16:00 | close | 1183 | 0.01 | 1955.25 | 0.00 | 0.00 | 3053.92 | 1479059.42 |
| 2365 | 2020.08.28 16:00 | close | 1181 | 0.01 | 1955.25 | 0.00 | 0.00 | 2845.37 | 1481904.79 |
| 2366 | 2020.08.28 16:00 | close | 1179 | 0.01 | 1955.25 | 0.00 | 0.00 | -4247.52 | 1477657.27 |
| 2367 | 2020.09.02 03:00 | buy | 1184 | 0.01 | 1973.11 | 0.00 | 0.00 | ||
| 2368 | 2020.09.02 03:00 | sell | 1185 | 0.01 | 1972.61 | 0.00 | 0.00 | ||
| 2369 | 2020.09.02 16:00 | close | 1185 | 0.01 | 1965.27 | 0.00 | 0.00 | 832.37 | 1478489.64 |
| 2370 | 2020.09.07 16:00 | buy | 1186 | 0.01 | 1929.95 | 0.00 | 0.00 | ||
| 2371 | 2020.09.07 16:00 | sell | 1187 | 0.01 | 1929.45 | 0.00 | 0.00 | ||
| 2372 | 2020.09.08 03:00 | buy | 1188 | 0.01 | 1931.08 | 0.00 | 0.00 | ||
| 2373 | 2020.09.08 16:00 | close | 1187 | 0.01 | 1914.61 | 0.00 | 0.00 | 1680.50 | 1480170.14 |
| 2374 | 2020.09.09 16:00 | buy | 1189 | 0.01 | 1936.43 | 0.00 | 0.00 | ||
| 2375 | 2020.09.10 16:00 | close | 1189 | 0.01 | 1956.17 | 0.00 | 0.00 | 2234.08 | 1482404.22 |
| 2376 | 2020.09.10 16:00 | close | 1188 | 0.01 | 1956.17 | 0.00 | 0.00 | 2836.30 | 1485240.52 |
| 2377 | 2020.09.10 16:00 | close | 1186 | 0.01 | 1956.17 | 0.00 | 0.00 | 2959.96 | 1488200.49 |
| 2378 | 2020.09.10 16:00 | close | 1184 | 0.01 | 1956.17 | 0.00 | 0.00 | -1956.86 | 1486243.63 |
| 2379 | 2020.09.11 03:00 | buy | 1190 | 0.01 | 1944.50 | 0.00 | 0.00 | ||
| 2380 | 2020.09.11 03:00 | sell | 1191 | 0.01 | 1944.00 | 0.00 | 0.00 | ||
| 2381 | 2020.09.11 16:00 | close | 1191 | 0.01 | 1946.35 | 0.00 | 0.00 | -266.49 | 1485977.14 |
| 2382 | 2020.09.11 16:00 | close | 1190 | 0.01 | 1945.85 | 0.00 | 0.00 | 153.09 | 1486130.23 |
| 2383 | 2020.09.11 16:00 | buy | 1192 | 0.01 | 1946.35 | 0.00 | 0.00 | ||
| 2384 | 2020.09.11 16:00 | sell | 1193 | 0.01 | 1945.85 | 0.00 | 0.00 | ||
| 2385 | 2020.09.14 03:00 | buy | 1194 | 0.01 | 1943.36 | 0.00 | 0.00 | ||
| 2386 | 2020.09.14 03:00 | sell | 1195 | 0.01 | 1942.86 | 0.00 | 0.00 | ||
| 2387 | 2020.09.14 16:00 | close | 1195 | 0.01 | 1956.61 | 0.00 | 0.00 | -1559.28 | 1484570.95 |
| 2388 | 2020.09.14 16:00 | close | 1194 | 0.01 | 1956.11 | 0.00 | 0.00 | 1445.88 | 1486016.83 |
| 2389 | 2020.09.14 16:00 | close | 1193 | 0.01 | 1956.61 | 0.00 | 0.00 | -1227.39 | 1484789.44 |
| 2390 | 2020.09.14 16:00 | close | 1192 | 0.01 | 1956.11 | 0.00 | 0.00 | 1093.36 | 1485882.80 |
| 2391 | 2020.09.16 03:00 | buy | 1196 | 0.01 | 1954.36 | 0.00 | 0.00 | ||
| 2392 | 2020.09.16 03:00 | sell | 1197 | 0.01 | 1953.86 | 0.00 | 0.00 | ||
| 2393 | 2020.09.16 16:00 | close | 1197 | 0.01 | 1968.13 | 0.00 | 0.00 | -1618.25 | 1484264.55 |
| 2394 | 2020.09.16 16:00 | close | 1196 | 0.01 | 1967.63 | 0.00 | 0.00 | 1504.84 | 1485769.39 |
| 2395 | 2020.09.18 03:00 | buy | 1198 | 0.01 | 1947.66 | 0.00 | 0.00 | ||
| 2396 | 2020.09.18 03:00 | sell | 1199 | 0.01 | 1947.16 | 0.00 | 0.00 | ||
| 2397 | 2020.09.18 16:00 | close | 1199 | 0.01 | 1951.88 | 0.00 | 0.00 | -535.26 | 1485234.13 |
| 2398 | 2020.09.18 16:00 | close | 1198 | 0.01 | 1951.38 | 0.00 | 0.00 | 421.86 | 1485655.99 |
| 2399 | 2020.09.18 16:00 | buy | 1200 | 0.01 | 1951.88 | 0.00 | 0.00 | ||
| 2400 | 2020.09.18 16:00 | sell | 1201 | 0.01 | 1951.38 | 0.00 | 0.00 | ||