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 |
| 2401 | 2020.09.21 03:00 | buy | 1202 | 0.01 | 1948.96 | 0.00 | 0.00 | ||
| 2402 | 2020.09.21 03:00 | sell | 1203 | 0.01 | 1948.46 | 0.00 | 0.00 | ||
| 2403 | 2020.09.21 16:00 | close | 1203 | 0.01 | 1922.56 | 0.00 | 0.00 | 2937.11 | 1488593.10 |
| 2404 | 2020.09.21 16:00 | close | 1201 | 0.01 | 1922.56 | 0.00 | 0.00 | 3261.07 | 1491854.17 |
| 2405 | 2020.09.25 03:00 | buy | 1204 | 0.01 | 1868.28 | 0.00 | 0.00 | ||
| 2406 | 2020.09.28 16:00 | buy | 1205 | 0.01 | 1868.47 | 0.00 | 0.00 | ||
| 2407 | 2020.09.29 03:00 | buy | 1206 | 0.01 | 1883.21 | 0.00 | 0.00 | ||
| 2408 | 2020.10.02 16:00 | close | 1206 | 0.01 | 1911.59 | 0.00 | 0.00 | 3204.91 | 1495059.09 |
| 2409 | 2020.10.02 16:00 | close | 1205 | 0.01 | 1911.59 | 0.00 | 0.00 | 4871.97 | 1499931.06 |
| 2410 | 2020.10.02 16:00 | close | 1204 | 0.01 | 1911.59 | 0.00 | 0.00 | 4880.09 | 1504811.15 |
| 2411 | 2020.10.02 16:00 | close | 1202 | 0.01 | 1911.59 | 0.00 | 0.00 | -4287.10 | 1500524.05 |
| 2412 | 2020.10.02 16:00 | close | 1200 | 0.01 | 1911.59 | 0.00 | 0.00 | -4631.67 | 1495892.38 |
| 2413 | 2020.10.09 03:00 | buy | 1207 | 0.01 | 1895.82 | 0.00 | 0.00 | ||
| 2414 | 2020.10.09 03:00 | sell | 1208 | 0.01 | 1895.32 | 0.00 | 0.00 | ||
| 2415 | 2020.10.09 16:00 | close | 1208 | 0.01 | 1921.34 | 0.00 | 0.00 | -2950.72 | 1492941.66 |
| 2416 | 2020.10.09 16:00 | close | 1207 | 0.01 | 1920.84 | 0.00 | 0.00 | 2837.32 | 1495778.98 |
| 2417 | 2020.10.13 16:00 | buy | 1209 | 0.01 | 1909.98 | 0.00 | 0.00 | ||
| 2418 | 2020.10.13 16:00 | sell | 1210 | 0.01 | 1909.48 | 0.00 | 0.00 | ||
| 2419 | 2020.10.14 03:00 | buy | 1211 | 0.01 | 1893.90 | 0.00 | 0.00 | ||
| 2420 | 2020.10.14 03:00 | sell | 1212 | 0.01 | 1893.40 | 0.00 | 0.00 | ||
| 2421 | 2020.10.14 16:00 | close | 1212 | 0.01 | 1908.29 | 0.00 | 0.00 | -1688.56 | 1494090.42 |
| 2422 | 2020.10.14 16:00 | close | 1211 | 0.01 | 1907.79 | 0.00 | 0.00 | 1575.15 | 1495665.57 |
| 2423 | 2020.10.14 16:00 | close | 1210 | 0.01 | 1908.29 | 0.00 | 0.00 | 132.56 | 1495798.12 |
| 2424 | 2020.10.14 16:00 | close | 1209 | 0.01 | 1907.79 | 0.00 | 0.00 | -252.83 | 1495545.30 |
| 2425 | 2020.10.14 16:00 | buy | 1213 | 0.01 | 1908.29 | 0.00 | 0.00 | ||
| 2426 | 2020.10.16 16:00 | buy | 1214 | 0.01 | 1907.29 | 0.00 | 0.00 | ||
| 2427 | 2020.10.16 16:00 | sell | 1215 | 0.01 | 1906.79 | 0.00 | 0.00 | ||
| 2428 | 2020.10.19 03:00 | buy | 1216 | 0.01 | 1901.31 | 0.00 | 0.00 | ||
| 2429 | 2020.10.19 16:00 | close | 1216 | 0.01 | 1911.81 | 0.00 | 0.00 | 1190.72 | 1496736.02 |
| 2430 | 2020.10.19 16:00 | close | 1215 | 0.01 | 1912.31 | 0.00 | 0.00 | -633.16 | 1496102.86 |
| 2431 | 2020.10.19 16:00 | close | 1214 | 0.01 | 1911.81 | 0.00 | 0.00 | 499.14 | 1496602.00 |
| 2432 | 2020.10.19 16:00 | close | 1213 | 0.01 | 1911.81 | 0.00 | 0.00 | 376.79 | 1496978.79 |
| 2433 | 2020.10.20 03:00 | buy | 1217 | 0.01 | 1903.49 | 0.00 | 0.00 | ||
| 2434 | 2020.10.20 03:00 | sell | 1218 | 0.01 | 1902.99 | 0.00 | 0.00 | ||
| 2435 | 2020.10.20 16:00 | close | 1218 | 0.01 | 1905.73 | 0.00 | 0.00 | -310.72 | 1496668.07 |
| 2436 | 2020.10.20 16:00 | close | 1217 | 0.01 | 1905.23 | 0.00 | 0.00 | 197.32 | 1496865.39 |
| 2437 | 2020.10.20 16:00 | buy | 1219 | 0.01 | 1905.73 | 0.00 | 0.00 | ||
| 2438 | 2020.10.20 16:00 | sell | 1220 | 0.01 | 1905.23 | 0.00 | 0.00 | ||
| 2439 | 2020.10.21 16:00 | close | 1220 | 0.01 | 1925.28 | 0.00 | 0.00 | -2276.10 | 1494589.28 |
| 2440 | 2020.10.21 16:00 | close | 1219 | 0.01 | 1924.78 | 0.00 | 0.00 | 2155.83 | 1496745.12 |
| 2441 | 2020.10.23 03:00 | buy | 1221 | 0.01 | 1905.45 | 0.00 | 0.00 | ||
| 2442 | 2020.10.23 03:00 | sell | 1222 | 0.01 | 1904.95 | 0.00 | 0.00 | ||
| 2443 | 2020.10.23 16:00 | close | 1222 | 0.01 | 1910.75 | 0.00 | 0.00 | -657.73 | 1496087.39 |
| 2444 | 2020.10.23 16:00 | close | 1221 | 0.01 | 1910.25 | 0.00 | 0.00 | 544.33 | 1496631.72 |
| 2445 | 2020.10.23 16:00 | buy | 1223 | 0.01 | 1910.75 | 0.00 | 0.00 | ||
| 2446 | 2020.10.23 16:00 | sell | 1224 | 0.01 | 1910.25 | 0.00 | 0.00 | ||
| 2447 | 2020.10.26 16:00 | close | 1224 | 0.01 | 1905.67 | 0.00 | 0.00 | 512.20 | 1497143.92 |
| 2448 | 2020.10.27 16:00 | buy | 1225 | 0.01 | 1907.20 | 0.00 | 0.00 | ||
| 2449 | 2020.10.27 16:00 | sell | 1226 | 0.01 | 1906.70 | 0.00 | 0.00 | ||
| 2450 | 2020.10.28 03:00 | buy | 1227 | 0.01 | 1907.11 | 0.00 | 0.00 | ||
| 2451 | 2020.10.28 16:00 | close | 1226 | 0.01 | 1876.77 | 0.00 | 0.00 | 3391.73 | 1500535.65 |
| 2452 | 2020.11.02 16:00 | buy | 1228 | 0.01 | 1890.03 | 0.00 | 0.00 | ||
| 2453 | 2020.11.03 03:00 | buy | 1229 | 0.01 | 1893.89 | 0.00 | 0.00 | ||
| 2454 | 2020.11.03 16:00 | close | 1229 | 0.01 | 1906.56 | 0.00 | 0.00 | 1436.80 | 1501972.45 |
| 2455 | 2020.11.03 16:00 | close | 1228 | 0.01 | 1906.56 | 0.00 | 0.00 | 1870.06 | 1503842.51 |
| 2456 | 2020.11.03 16:00 | close | 1227 | 0.01 | 1906.56 | 0.00 | 0.00 | -89.24 | 1503753.26 |
| 2457 | 2020.11.03 16:00 | close | 1225 | 0.01 | 1906.56 | 0.00 | 0.00 | -103.93 | 1503649.33 |
| 2458 | 2020.11.03 16:00 | close | 1223 | 0.01 | 1906.56 | 0.00 | 0.00 | -524.42 | 1503124.91 |
| 2459 | 2020.11.13 03:00 | buy | 1230 | 0.01 | 1878.18 | 0.00 | 0.00 | ||
| 2460 | 2020.11.13 03:00 | sell | 1231 | 0.01 | 1877.68 | 0.00 | 0.00 | ||
| 2461 | 2020.11.13 16:00 | close | 1231 | 0.01 | 1895.29 | 0.00 | 0.00 | -1997.01 | 1501127.90 |
| 2462 | 2020.11.13 16:00 | close | 1230 | 0.01 | 1894.79 | 0.00 | 0.00 | 1883.61 | 1503011.51 |
| 2463 | 2020.11.13 16:00 | buy | 1232 | 0.01 | 1895.29 | 0.00 | 0.00 | ||
| 2464 | 2020.11.13 16:00 | sell | 1233 | 0.01 | 1894.79 | 0.00 | 0.00 | ||
| 2465 | 2020.11.16 16:00 | close | 1233 | 0.01 | 1886.55 | 0.00 | 0.00 | 927.25 | 1503938.76 |
| 2466 | 2020.11.18 03:00 | buy | 1234 | 0.01 | 1881.59 | 0.00 | 0.00 | ||
| 2467 | 2020.11.18 03:00 | sell | 1235 | 0.01 | 1881.09 | 0.00 | 0.00 | ||
| 2468 | 2020.11.18 16:00 | close | 1235 | 0.01 | 1876.42 | 0.00 | 0.00 | 529.59 | 1504468.35 |
| 2469 | 2020.11.20 16:00 | buy | 1236 | 0.01 | 1867.84 | 0.00 | 0.00 | ||
| 2470 | 2020.11.23 03:00 | buy | 1237 | 0.01 | 1873.75 | 0.00 | 0.00 | ||
| 2471 | 2020.11.23 16:00 | buy | 1238 | 0.01 | 1867.49 | 0.00 | 0.00 | ||
| 2472 | 2020.12.07 16:00 | buy | 1239 | 0.01 | 1839.80 | 0.00 | 0.00 | ||
| 2473 | 2020.12.09 16:00 | close | 1237 | 0.01 | 1859.10 | 0.00 | 0.00 | -1733.00 | 1502735.35 |
| 2474 | 2020.12.11 03:00 | buy | 1240 | 0.01 | 1837.62 | 0.00 | 0.00 | ||
| 2475 | 2020.12.11 16:00 | buy | 1241 | 0.01 | 1840.29 | 0.00 | 0.00 | ||
| 2476 | 2020.12.14 03:00 | buy | 1242 | 0.01 | 1836.06 | 0.00 | 0.00 | ||
| 2477 | 2020.12.14 16:00 | buy | 1243 | 0.01 | 1833.06 | 0.00 | 0.00 | ||
| 2478 | 2020.12.17 16:00 | close | 1243 | 0.01 | 1887.79 | 0.00 | 0.00 | 6193.05 | 1508928.41 |
| 2479 | 2020.12.17 16:00 | close | 1242 | 0.01 | 1887.79 | 0.00 | 0.00 | 5852.85 | 1514781.26 |
| 2480 | 2020.12.17 16:00 | close | 1241 | 0.01 | 1887.79 | 0.00 | 0.00 | 5359.73 | 1520140.99 |
| 2481 | 2020.12.17 16:00 | close | 1240 | 0.01 | 1887.79 | 0.00 | 0.00 | 5662.51 | 1525803.49 |
| 2482 | 2020.12.17 16:00 | close | 1239 | 0.01 | 1887.79 | 0.00 | 0.00 | 5397.37 | 1531200.86 |
| 2483 | 2020.12.17 16:00 | close | 1238 | 0.01 | 1887.79 | 0.00 | 0.00 | 2194.57 | 1533395.43 |
| 2484 | 2020.12.17 16:00 | close | 1236 | 0.01 | 1887.79 | 0.00 | 0.00 | 2141.44 | 1535536.87 |
| 2485 | 2020.12.17 16:00 | close | 1234 | 0.01 | 1887.79 | 0.00 | 0.00 | 573.20 | 1536110.07 |
| 2486 | 2020.12.17 16:00 | close | 1232 | 0.01 | 1887.79 | 0.00 | 0.00 | -1002.80 | 1535107.27 |
| 2487 | 2020.12.21 16:00 | buy | 1244 | 0.01 | 1882.65 | 0.00 | 0.00 | ||
| 2488 | 2020.12.21 16:00 | sell | 1245 | 0.01 | 1882.15 | 0.00 | 0.00 | ||
| 2489 | 2020.12.22 03:00 | buy | 1246 | 0.01 | 1879.81 | 0.00 | 0.00 | ||
| 2490 | 2020.12.22 03:00 | sell | 1247 | 0.01 | 1879.31 | 0.00 | 0.00 | ||
| 2491 | 2020.12.22 16:00 | close | 1247 | 0.01 | 1879.23 | 0.00 | 0.00 | 9.07 | 1535116.34 |
| 2492 | 2020.12.22 16:00 | close | 1245 | 0.01 | 1879.23 | 0.00 | 0.00 | 328.74 | 1535445.08 |
| 2493 | 2020.12.22 16:00 | buy | 1248 | 0.01 | 1879.23 | 0.00 | 0.00 | ||
| 2494 | 2020.12.28 16:00 | close | 1248 | 0.01 | 1887.68 | 0.00 | 0.00 | 931.38 | 1536376.45 |
| 2495 | 2020.12.28 16:00 | close | 1246 | 0.01 | 1887.68 | 0.00 | 0.00 | 865.60 | 1537242.05 |
| 2496 | 2020.12.28 16:00 | close | 1244 | 0.01 | 1887.68 | 0.00 | 0.00 | 539.06 | 1537781.11 |
| 2497 | 2020.12.29 03:00 | buy | 1249 | 0.01 | 1879.08 | 0.00 | 0.00 | ||
| 2498 | 2020.12.29 03:00 | sell | 1250 | 0.01 | 1878.58 | 0.00 | 0.00 | ||
| 2499 | 2020.12.29 16:00 | close | 1250 | 0.01 | 1880.29 | 0.00 | 0.00 | -193.92 | 1537587.19 |
| 2500 | 2020.12.29 16:00 | close | 1249 | 0.01 | 1879.79 | 0.00 | 0.00 | 80.52 | 1537667.71 |
| 2501 | 2020.12.29 16:00 | buy | 1251 | 0.01 | 1880.29 | 0.00 | 0.00 | ||
| 2502 | 2020.12.29 16:00 | sell | 1252 | 0.01 | 1879.79 | 0.00 | 0.00 | ||
| 2503 | 2020.12.30 03:00 | buy | 1253 | 0.01 | 1880.30 | 0.00 | 0.00 | ||
| 2504 | 2020.12.30 03:00 | sell | 1254 | 0.01 | 1879.80 | 0.00 | 0.00 | ||
| 2505 | 2020.12.30 16:00 | close | 1254 | 0.01 | 1883.92 | 0.00 | 0.00 | -467.22 | 1537200.49 |
| 2506 | 2020.12.30 16:00 | close | 1253 | 0.01 | 1883.42 | 0.00 | 0.00 | 353.81 | 1537554.30 |
| 2507 | 2020.12.30 16:00 | close | 1252 | 0.01 | 1883.92 | 0.00 | 0.00 | -470.74 | 1537083.55 |
| 2508 | 2020.12.30 16:00 | close | 1251 | 0.01 | 1883.42 | 0.00 | 0.00 | 350.47 | 1537434.02 |
| 2509 | 2020.12.30 16:00 | buy | 1255 | 0.01 | 1883.92 | 0.00 | 0.00 | ||
| 2510 | 2020.12.31 16:00 | close | 1255 | 0.01 | 1898.04 | 0.00 | 0.00 | 1596.76 | 1539030.79 |
| 2511 | 2021.01.06 16:00 | buy | 1256 | 0.01 | 1933.41 | 0.00 | 0.00 | ||
| 2512 | 2021.01.06 16:00 | sell | 1257 | 0.01 | 1932.91 | 0.00 | 0.00 | ||
| 2513 | 2021.01.07 16:00 | close | 1257 | 0.01 | 1913.89 | 0.00 | 0.00 | 2154.52 | 1541185.30 |
| 2514 | 2021.01.13 03:00 | buy | 1258 | 0.01 | 1857.43 | 0.00 | 0.00 | ||
| 2515 | 2021.01.13 03:00 | sell | 1259 | 0.01 | 1856.93 | 0.00 | 0.00 | ||
| 2516 | 2021.01.13 16:00 | close | 1259 | 0.01 | 1858.49 | 0.00 | 0.00 | -176.91 | 1541008.39 |
| 2517 | 2021.01.13 16:00 | buy | 1260 | 0.01 | 1858.49 | 0.00 | 0.00 | ||
| 2518 | 2021.01.19 16:00 | buy | 1261 | 0.01 | 1840.48 | 0.00 | 0.00 | ||
| 2519 | 2021.01.20 03:00 | buy | 1262 | 0.01 | 1844.08 | 0.00 | 0.00 | ||
| 2520 | 2021.01.25 16:00 | buy | 1263 | 0.01 | 1865.44 | 0.00 | 0.00 | ||
| 2521 | 2021.01.26 03:00 | buy | 1264 | 0.01 | 1855.24 | 0.00 | 0.00 | ||
| 2522 | 2021.01.29 16:00 | close | 1264 | 0.01 | 1871.84 | 0.00 | 0.00 | 1869.03 | 1542877.43 |
| 2523 | 2021.01.29 16:00 | close | 1263 | 0.01 | 1871.84 | 0.00 | 0.00 | 707.85 | 1543585.28 |
| 2524 | 2021.01.29 16:00 | close | 1262 | 0.01 | 1871.84 | 0.00 | 0.00 | 3107.73 | 1546693.01 |
| 2525 | 2021.01.29 16:00 | close | 1261 | 0.01 | 1871.84 | 0.00 | 0.00 | 3511.50 | 1550204.51 |
| 2526 | 2021.01.29 16:00 | close | 1260 | 0.01 | 1871.84 | 0.00 | 0.00 | 1442.26 | 1551646.77 |
| 2527 | 2021.01.29 16:00 | close | 1258 | 0.01 | 1871.84 | 0.00 | 0.00 | 1562.46 | 1553209.23 |
| 2528 | 2021.01.29 16:00 | close | 1256 | 0.01 | 1871.84 | 0.00 | 0.00 | -7085.17 | 1546124.05 |
| 2529 | 2021.02.01 03:00 | buy | 1265 | 0.01 | 1854.83 | 0.00 | 0.00 | ||
| 2530 | 2021.02.01 03:00 | sell | 1266 | 0.01 | 1854.33 | 0.00 | 0.00 | ||
| 2531 | 2021.02.01 16:00 | close | 1266 | 0.01 | 1864.58 | 0.00 | 0.00 | -1162.37 | 1544961.68 |
| 2532 | 2021.02.01 16:00 | close | 1265 | 0.01 | 1864.08 | 0.00 | 0.00 | 1048.97 | 1546010.65 |
| 2533 | 2021.02.02 03:00 | buy | 1267 | 0.01 | 1857.56 | 0.00 | 0.00 | ||
| 2534 | 2021.02.02 03:00 | sell | 1268 | 0.01 | 1857.06 | 0.00 | 0.00 | ||
| 2535 | 2021.02.02 16:00 | close | 1268 | 0.01 | 1838.45 | 0.00 | 0.00 | 2110.41 | 1548121.06 |
| 2536 | 2021.02.08 03:00 | buy | 1269 | 0.01 | 1813.50 | 0.00 | 0.00 | ||
| 2537 | 2021.02.08 03:00 | sell | 1270 | 0.01 | 1813.00 | 0.00 | 0.00 | ||
| 2538 | 2021.02.08 16:00 | close | 1270 | 0.01 | 1830.33 | 0.00 | 0.00 | -1965.26 | 1546155.80 |
| 2539 | 2021.02.08 16:00 | buy | 1271 | 0.01 | 1830.33 | 0.00 | 0.00 | ||
| 2540 | 2021.02.09 03:00 | buy | 1272 | 0.01 | 1834.58 | 0.00 | 0.00 | ||
| 2541 | 2021.02.09 16:00 | close | 1272 | 0.01 | 1846.94 | 0.00 | 0.00 | 1401.65 | 1547557.45 |
| 2542 | 2021.02.09 16:00 | close | 1271 | 0.01 | 1846.94 | 0.00 | 0.00 | 1879.13 | 1549436.58 |
| 2543 | 2021.02.09 16:00 | close | 1269 | 0.01 | 1846.94 | 0.00 | 0.00 | 3787.68 | 1553224.26 |
| 2544 | 2021.02.09 16:00 | close | 1267 | 0.01 | 1846.94 | 0.00 | 0.00 | -1235.68 | 1551988.58 |
| 2545 | 2021.02.12 03:00 | buy | 1273 | 0.01 | 1824.58 | 0.00 | 0.00 | ||
| 2546 | 2021.02.12 03:00 | sell | 1274 | 0.01 | 1824.08 | 0.00 | 0.00 | ||
| 2547 | 2021.02.12 16:00 | close | 1274 | 0.01 | 1816.17 | 0.00 | 0.00 | 897.00 | 1552885.58 |
| 2548 | 2021.02.16 03:00 | buy | 1275 | 0.01 | 1822.16 | 0.00 | 0.00 | ||
| 2549 | 2021.02.16 03:00 | sell | 1276 | 0.01 | 1821.66 | 0.00 | 0.00 | ||
| 2550 | 2021.02.16 16:00 | close | 1276 | 0.01 | 1797.26 | 0.00 | 0.00 | 2766.98 | 1555652.56 |