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 |
| 2701 | 2021.06.22 03:00 | sell | 1352 | 0.01 | 1783.55 | 0.00 | 0.00 | ||
| 2702 | 2021.06.22 16:00 | close | 1352 | 0.01 | 1775.22 | 0.00 | 0.00 | 944.61 | 1581109.53 |
| 2703 | 2021.06.22 16:00 | buy | 1353 | 0.01 | 1775.22 | 0.00 | 0.00 | ||
| 2704 | 2021.06.23 03:00 | buy | 1354 | 0.01 | 1778.12 | 0.00 | 0.00 | ||
| 2705 | 2021.06.23 16:00 | buy | 1355 | 0.01 | 1782.94 | 0.00 | 0.00 | ||
| 2706 | 2021.06.28 03:00 | buy | 1356 | 0.01 | 1782.49 | 0.00 | 0.00 | ||
| 2707 | 2021.06.28 16:00 | buy | 1357 | 0.01 | 1778.03 | 0.00 | 0.00 | ||
| 2708 | 2021.06.29 03:00 | buy | 1358 | 0.01 | 1778.56 | 0.00 | 0.00 | ||
| 2709 | 2021.07.02 03:00 | buy | 1359 | 0.01 | 1776.07 | 0.00 | 0.00 | ||
| 2710 | 2021.07.05 16:00 | close | 1351 | 0.01 | 1791.82 | 0.00 | 0.00 | 822.87 | 1581932.40 |
| 2711 | 2021.07.06 16:00 | close | 1359 | 0.01 | 1809.29 | 0.00 | 0.00 | 3749.16 | 1585681.57 |
| 2712 | 2021.07.06 16:00 | close | 1358 | 0.01 | 1809.29 | 0.00 | 0.00 | 3453.37 | 1589134.94 |
| 2713 | 2021.07.06 16:00 | close | 1357 | 0.01 | 1809.29 | 0.00 | 0.00 | 3508.99 | 1592643.92 |
| 2714 | 2021.07.06 16:00 | close | 1356 | 0.01 | 1809.29 | 0.00 | 0.00 | 3003.24 | 1595647.16 |
| 2715 | 2021.07.06 16:00 | close | 1355 | 0.01 | 1809.29 | 0.00 | 0.00 | 2929.81 | 1598576.98 |
| 2716 | 2021.07.06 16:00 | close | 1354 | 0.01 | 1809.29 | 0.00 | 0.00 | 3476.39 | 1602053.37 |
| 2717 | 2021.07.06 16:00 | close | 1353 | 0.01 | 1809.29 | 0.00 | 0.00 | 3800.77 | 1605854.14 |
| 2718 | 2021.07.06 16:00 | close | 1350 | 0.01 | 1809.29 | 0.00 | 0.00 | -9755.22 | 1596098.92 |
| 2719 | 2021.07.07 03:00 | buy | 1360 | 0.01 | 1795.99 | 0.00 | 0.00 | ||
| 2720 | 2021.07.07 03:00 | sell | 1361 | 0.01 | 1795.49 | 0.00 | 0.00 | ||
| 2721 | 2021.07.07 16:00 | close | 1361 | 0.01 | 1805.02 | 0.00 | 0.00 | -1080.68 | 1595018.24 |
| 2722 | 2021.07.07 16:00 | close | 1360 | 0.01 | 1804.52 | 0.00 | 0.00 | 967.28 | 1595985.52 |
| 2723 | 2021.07.09 03:00 | buy | 1362 | 0.01 | 1804.30 | 0.00 | 0.00 | ||
| 2724 | 2021.07.09 03:00 | sell | 1363 | 0.01 | 1803.80 | 0.00 | 0.00 | ||
| 2725 | 2021.07.09 16:00 | close | 1363 | 0.01 | 1802.98 | 0.00 | 0.00 | 92.99 | 1596078.51 |
| 2726 | 2021.07.12 16:00 | buy | 1364 | 0.01 | 1803.27 | 0.00 | 0.00 | ||
| 2727 | 2021.07.12 16:00 | sell | 1365 | 0.01 | 1802.77 | 0.00 | 0.00 | ||
| 2728 | 2021.07.13 03:00 | buy | 1366 | 0.01 | 1807.63 | 0.00 | 0.00 | ||
| 2729 | 2021.07.13 16:00 | close | 1365 | 0.01 | 1800.86 | 0.00 | 0.00 | 214.20 | 1596292.70 |
| 2730 | 2021.07.14 16:00 | close | 1366 | 0.01 | 1828.61 | 0.00 | 0.00 | 2374.61 | 1598667.32 |
| 2731 | 2021.07.14 16:00 | close | 1364 | 0.01 | 1828.61 | 0.00 | 0.00 | 2864.55 | 1601531.87 |
| 2732 | 2021.07.14 16:00 | close | 1362 | 0.01 | 1828.61 | 0.00 | 0.00 | 2734.32 | 1604266.18 |
| 2733 | 2021.07.16 16:00 | buy | 1367 | 0.01 | 1823.29 | 0.00 | 0.00 | ||
| 2734 | 2021.07.16 16:00 | sell | 1368 | 0.01 | 1822.79 | 0.00 | 0.00 | ||
| 2735 | 2021.07.19 03:00 | buy | 1369 | 0.01 | 1816.16 | 0.00 | 0.00 | ||
| 2736 | 2021.07.19 03:00 | sell | 1370 | 0.01 | 1815.66 | 0.00 | 0.00 | ||
| 2737 | 2021.07.19 16:00 | close | 1370 | 0.01 | 1809.59 | 0.00 | 0.00 | 688.33 | 1604954.51 |
| 2738 | 2021.07.19 16:00 | close | 1368 | 0.01 | 1809.59 | 0.00 | 0.00 | 1489.67 | 1606444.19 |
| 2739 | 2021.07.20 03:00 | buy | 1371 | 0.01 | 1811.98 | 0.00 | 0.00 | ||
| 2740 | 2021.07.20 16:00 | close | 1371 | 0.01 | 1822.73 | 0.00 | 0.00 | 1219.03 | 1607663.22 |
| 2741 | 2021.07.20 16:00 | close | 1369 | 0.01 | 1822.73 | 0.00 | 0.00 | 740.54 | 1608403.76 |
| 2742 | 2021.07.20 16:00 | close | 1367 | 0.01 | 1822.73 | 0.00 | 0.00 | -81.42 | 1608322.34 |
| 2743 | 2021.07.20 16:00 | buy | 1372 | 0.01 | 1823.23 | 0.00 | 0.00 | ||
| 2744 | 2021.07.23 03:00 | buy | 1373 | 0.01 | 1807.62 | 0.00 | 0.00 | ||
| 2745 | 2021.07.23 03:00 | sell | 1374 | 0.01 | 1807.12 | 0.00 | 0.00 | ||
| 2746 | 2021.07.23 16:00 | close | 1374 | 0.01 | 1803.36 | 0.00 | 0.00 | 426.38 | 1608748.72 |
| 2747 | 2021.07.23 16:00 | buy | 1375 | 0.01 | 1803.36 | 0.00 | 0.00 | ||
| 2748 | 2021.07.26 03:00 | buy | 1376 | 0.01 | 1800.77 | 0.00 | 0.00 | ||
| 2749 | 2021.07.26 16:00 | buy | 1377 | 0.01 | 1803.73 | 0.00 | 0.00 | ||
| 2750 | 2021.07.28 16:00 | buy | 1378 | 0.01 | 1799.42 | 0.00 | 0.00 | ||
| 2751 | 2021.07.29 16:00 | close | 1378 | 0.01 | 1825.76 | 0.00 | 0.00 | 2982.42 | 1611731.14 |
| 2752 | 2021.07.29 16:00 | close | 1377 | 0.01 | 1825.76 | 0.00 | 0.00 | 2484.72 | 1614215.87 |
| 2753 | 2021.07.29 16:00 | close | 1376 | 0.01 | 1825.76 | 0.00 | 0.00 | 2820.38 | 1617036.25 |
| 2754 | 2021.07.29 16:00 | close | 1375 | 0.01 | 1825.76 | 0.00 | 0.00 | 2513.25 | 1619549.50 |
| 2755 | 2021.07.29 16:00 | close | 1373 | 0.01 | 1825.76 | 0.00 | 0.00 | 2030.17 | 1621579.66 |
| 2756 | 2021.07.29 16:00 | close | 1372 | 0.01 | 1825.76 | 0.00 | 0.00 | 246.59 | 1621826.25 |
| 2757 | 2021.08.02 03:00 | buy | 1379 | 0.01 | 1814.32 | 0.00 | 0.00 | ||
| 2758 | 2021.08.02 03:00 | sell | 1380 | 0.01 | 1813.82 | 0.00 | 0.00 | ||
| 2759 | 2021.08.02 16:00 | close | 1380 | 0.01 | 1807.17 | 0.00 | 0.00 | 754.10 | 1622580.35 |
| 2760 | 2021.08.03 16:00 | buy | 1381 | 0.01 | 1813.26 | 0.00 | 0.00 | ||
| 2761 | 2021.08.03 16:00 | sell | 1382 | 0.01 | 1812.76 | 0.00 | 0.00 | ||
| 2762 | 2021.08.04 03:00 | buy | 1383 | 0.01 | 1811.65 | 0.00 | 0.00 | ||
| 2763 | 2021.08.04 16:00 | close | 1383 | 0.01 | 1827.15 | 0.00 | 0.00 | 1757.67 | 1624338.02 |
| 2764 | 2021.08.04 16:00 | close | 1382 | 0.01 | 1827.65 | 0.00 | 0.00 | -1690.89 | 1622647.13 |
| 2765 | 2021.08.04 16:00 | close | 1381 | 0.01 | 1827.15 | 0.00 | 0.00 | 1570.62 | 1624217.75 |
| 2766 | 2021.08.04 16:00 | close | 1379 | 0.01 | 1827.15 | 0.00 | 0.00 | 1445.94 | 1625663.69 |
| 2767 | 2021.08.11 16:00 | buy | 1384 | 0.01 | 1745.17 | 0.00 | 0.00 | ||
| 2768 | 2021.08.11 16:00 | sell | 1385 | 0.01 | 1744.67 | 0.00 | 0.00 | ||
| 2769 | 2021.08.12 16:00 | close | 1385 | 0.01 | 1749.83 | 0.00 | 0.00 | -587.52 | 1625076.17 |
| 2770 | 2021.08.12 16:00 | close | 1384 | 0.01 | 1749.33 | 0.00 | 0.00 | 467.26 | 1625543.43 |
| 2771 | 2021.08.18 16:00 | buy | 1386 | 0.01 | 1788.70 | 0.00 | 0.00 | ||
| 2772 | 2021.08.18 16:00 | sell | 1387 | 0.01 | 1788.20 | 0.00 | 0.00 | ||
| 2773 | 2021.08.19 16:00 | close | 1387 | 0.01 | 1789.32 | 0.00 | 0.00 | -129.40 | 1625414.03 |
| 2774 | 2021.08.19 16:00 | close | 1386 | 0.01 | 1788.82 | 0.00 | 0.00 | 9.13 | 1625423.16 |
| 2775 | 2021.08.20 16:00 | buy | 1388 | 0.01 | 1782.62 | 0.00 | 0.00 | ||
| 2776 | 2021.08.20 16:00 | sell | 1389 | 0.01 | 1782.12 | 0.00 | 0.00 | ||
| 2777 | 2021.08.23 16:00 | close | 1389 | 0.01 | 1800.41 | 0.00 | 0.00 | -2081.23 | 1623341.93 |
| 2778 | 2021.08.23 16:00 | close | 1388 | 0.01 | 1799.91 | 0.00 | 0.00 | 1947.21 | 1625289.15 |
| 2779 | 2021.08.25 16:00 | buy | 1390 | 0.01 | 1796.19 | 0.00 | 0.00 | ||
| 2780 | 2021.08.25 16:00 | sell | 1391 | 0.01 | 1795.69 | 0.00 | 0.00 | ||
| 2781 | 2021.08.26 16:00 | close | 1391 | 0.01 | 1784.64 | 0.00 | 0.00 | 1250.66 | 1626539.80 |
| 2782 | 2021.08.27 16:00 | close | 1390 | 0.01 | 1798.57 | 0.00 | 0.00 | 260.93 | 1626800.74 |
| 2783 | 2021.08.27 16:00 | buy | 1392 | 0.01 | 1799.07 | 0.00 | 0.00 | ||
| 2784 | 2021.08.27 16:00 | sell | 1393 | 0.01 | 1798.57 | 0.00 | 0.00 | ||
| 2785 | 2021.08.30 16:00 | close | 1393 | 0.01 | 1815.09 | 0.00 | 0.00 | -1880.51 | 1624920.23 |
| 2786 | 2021.08.30 16:00 | close | 1392 | 0.01 | 1814.59 | 0.00 | 0.00 | 1746.50 | 1626666.73 |
| 2787 | 2021.08.31 03:00 | buy | 1394 | 0.01 | 1810.95 | 0.00 | 0.00 | ||
| 2788 | 2021.08.31 03:00 | sell | 1395 | 0.01 | 1810.45 | 0.00 | 0.00 | ||
| 2789 | 2021.08.31 16:00 | close | 1395 | 0.01 | 1810.01 | 0.00 | 0.00 | 49.90 | 1626716.63 |
| 2790 | 2021.09.01 16:00 | close | 1394 | 0.01 | 1819.28 | 0.00 | 0.00 | 940.13 | 1627656.76 |
| 2791 | 2021.09.10 03:00 | buy | 1396 | 0.01 | 1795.19 | 0.00 | 0.00 | ||
| 2792 | 2021.09.10 03:00 | sell | 1397 | 0.01 | 1794.69 | 0.00 | 0.00 | ||
| 2793 | 2021.09.10 16:00 | close | 1397 | 0.01 | 1794.02 | 0.00 | 0.00 | 75.98 | 1627732.74 |
| 2794 | 2021.09.14 03:00 | buy | 1398 | 0.01 | 1793.53 | 0.00 | 0.00 | ||
| 2795 | 2021.09.14 03:00 | sell | 1399 | 0.01 | 1793.03 | 0.00 | 0.00 | ||
| 2796 | 2021.09.14 16:00 | close | 1399 | 0.01 | 1797.67 | 0.00 | 0.00 | -526.17 | 1627206.57 |
| 2797 | 2021.09.14 16:00 | close | 1398 | 0.01 | 1797.17 | 0.00 | 0.00 | 412.77 | 1627619.34 |
| 2798 | 2021.09.14 16:00 | close | 1396 | 0.01 | 1797.17 | 0.00 | 0.00 | 206.61 | 1627825.96 |
| 2799 | 2021.09.15 16:00 | buy | 1400 | 0.01 | 1797.17 | 0.00 | 0.00 | ||
| 2800 | 2021.09.15 16:00 | sell | 1401 | 0.01 | 1796.67 | 0.00 | 0.00 | ||
| 2801 | 2021.09.16 16:00 | close | 1401 | 0.01 | 1763.16 | 0.00 | 0.00 | 3797.58 | 1631623.53 |
| 2802 | 2021.09.21 16:00 | buy | 1402 | 0.01 | 1772.37 | 0.00 | 0.00 | ||
| 2803 | 2021.09.21 16:00 | sell | 1403 | 0.01 | 1771.87 | 0.00 | 0.00 | ||
| 2804 | 2021.09.22 03:00 | buy | 1404 | 0.01 | 1775.54 | 0.00 | 0.00 | ||
| 2805 | 2021.09.22 16:00 | close | 1403 | 0.01 | 1773.34 | 0.00 | 0.00 | -169.09 | 1631454.44 |
| 2806 | 2021.09.27 16:00 | buy | 1405 | 0.01 | 1754.37 | 0.00 | 0.00 | ||
| 2807 | 2021.09.28 03:00 | buy | 1406 | 0.01 | 1751.80 | 0.00 | 0.00 | ||
| 2808 | 2021.10.05 16:00 | buy | 1407 | 0.01 | 1757.03 | 0.00 | 0.00 | ||
| 2809 | 2021.10.06 03:00 | buy | 1408 | 0.01 | 1759.81 | 0.00 | 0.00 | ||
| 2810 | 2021.10.08 03:00 | buy | 1409 | 0.01 | 1755.67 | 0.00 | 0.00 | ||
| 2811 | 2021.10.08 16:00 | close | 1409 | 0.01 | 1775.80 | 0.00 | 0.00 | 2282.70 | 1633737.14 |
| 2812 | 2021.10.08 16:00 | close | 1408 | 0.01 | 1775.80 | 0.00 | 0.00 | 1804.27 | 1635541.41 |
| 2813 | 2021.10.08 16:00 | close | 1407 | 0.01 | 1775.80 | 0.00 | 0.00 | 2115.04 | 1637656.46 |
| 2814 | 2021.10.08 16:00 | close | 1406 | 0.01 | 1775.80 | 0.00 | 0.00 | 2676.76 | 1640333.22 |
| 2815 | 2021.10.08 16:00 | close | 1405 | 0.01 | 1775.80 | 0.00 | 0.00 | 2380.85 | 1642714.07 |
| 2816 | 2021.10.08 16:00 | close | 1404 | 0.01 | 1775.80 | 0.00 | 0.00 | -42.18 | 1642671.89 |
| 2817 | 2021.10.08 16:00 | close | 1402 | 0.01 | 1775.80 | 0.00 | 0.00 | 312.82 | 1642984.71 |
| 2818 | 2021.10.08 16:00 | close | 1400 | 0.01 | 1775.80 | 0.00 | 0.00 | -2526.33 | 1640458.37 |
| 2819 | 2021.10.12 16:00 | buy | 1410 | 0.01 | 1758.12 | 0.00 | 0.00 | ||
| 2820 | 2021.10.12 16:00 | sell | 1411 | 0.01 | 1757.62 | 0.00 | 0.00 | ||
| 2821 | 2021.10.13 03:00 | buy | 1412 | 0.01 | 1760.92 | 0.00 | 0.00 | ||
| 2822 | 2021.10.13 03:00 | sell | 1413 | 0.01 | 1760.42 | 0.00 | 0.00 | ||
| 2823 | 2021.10.13 16:00 | close | 1413 | 0.01 | 1762.18 | 0.00 | 0.00 | -199.58 | 1640258.79 |
| 2824 | 2021.10.13 16:00 | close | 1412 | 0.01 | 1761.68 | 0.00 | 0.00 | 86.18 | 1640344.97 |
| 2825 | 2021.10.13 16:00 | close | 1411 | 0.01 | 1762.18 | 0.00 | 0.00 | -519.48 | 1639825.49 |
| 2826 | 2021.10.13 16:00 | close | 1410 | 0.01 | 1761.68 | 0.00 | 0.00 | 399.22 | 1640224.71 |
| 2827 | 2021.10.13 16:00 | buy | 1414 | 0.01 | 1762.18 | 0.00 | 0.00 | ||
| 2828 | 2021.10.14 16:00 | close | 1414 | 0.01 | 1799.05 | 0.00 | 0.00 | 4176.50 | 1644401.21 |
| 2829 | 2021.10.15 16:00 | buy | 1415 | 0.01 | 1768.09 | 0.00 | 0.00 | ||
| 2830 | 2021.10.15 16:00 | sell | 1416 | 0.01 | 1767.59 | 0.00 | 0.00 | ||
| 2831 | 2021.10.18 03:00 | buy | 1417 | 0.01 | 1771.53 | 0.00 | 0.00 | ||
| 2832 | 2021.10.18 03:00 | sell | 1418 | 0.01 | 1771.03 | 0.00 | 0.00 | ||
| 2833 | 2021.10.18 16:00 | close | 1418 | 0.01 | 1765.66 | 0.00 | 0.00 | 608.95 | 1645010.16 |
| 2834 | 2021.10.18 16:00 | close | 1416 | 0.01 | 1765.66 | 0.00 | 0.00 | 211.68 | 1645221.84 |
| 2835 | 2021.10.18 16:00 | buy | 1419 | 0.01 | 1765.66 | 0.00 | 0.00 | ||
| 2836 | 2021.10.19 03:00 | buy | 1420 | 0.01 | 1764.55 | 0.00 | 0.00 | ||
| 2837 | 2021.10.19 16:00 | close | 1420 | 0.01 | 1781.64 | 0.00 | 0.00 | 1937.97 | 1647159.81 |
| 2838 | 2021.10.19 16:00 | close | 1419 | 0.01 | 1781.64 | 0.00 | 0.00 | 1807.62 | 1648967.43 |
| 2839 | 2021.10.19 16:00 | close | 1417 | 0.01 | 1781.64 | 0.00 | 0.00 | 1141.97 | 1650109.41 |
| 2840 | 2021.10.19 16:00 | close | 1415 | 0.01 | 1781.64 | 0.00 | 0.00 | 1518.62 | 1651628.03 |
| 2841 | 2021.10.19 16:00 | buy | 1421 | 0.01 | 1782.14 | 0.00 | 0.00 | ||
| 2842 | 2021.10.20 03:00 | buy | 1422 | 0.01 | 1769.22 | 0.00 | 0.00 | ||
| 2843 | 2021.10.20 03:00 | sell | 1423 | 0.01 | 1768.72 | 0.00 | 0.00 | ||
| 2844 | 2021.10.20 16:00 | close | 1423 | 0.01 | 1787.11 | 0.00 | 0.00 | -2085.39 | 1649542.64 |
| 2845 | 2021.10.20 16:00 | close | 1422 | 0.01 | 1786.61 | 0.00 | 0.00 | 1971.99 | 1651514.63 |
| 2846 | 2021.10.20 16:00 | close | 1421 | 0.01 | 1786.61 | 0.00 | 0.00 | 502.41 | 1652017.04 |
| 2847 | 2021.10.20 16:00 | buy | 1424 | 0.01 | 1787.11 | 0.00 | 0.00 | ||
| 2848 | 2021.10.22 16:00 | close | 1424 | 0.01 | 1805.79 | 0.00 | 0.00 | 2109.31 | 1654126.35 |
| 2849 | 2021.10.26 16:00 | buy | 1425 | 0.01 | 1799.89 | 0.00 | 0.00 | ||
| 2850 | 2021.10.26 16:00 | sell | 1426 | 0.01 | 1799.39 | 0.00 | 0.00 | ||