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 |
| 151 | 2014.06.13 16:00 | close | 78 | 0.01 | 1272.96 | 0.00 | 0.00 | 2296.27 | 1030011.10 |
| 152 | 2014.06.13 16:00 | close | 77 | 0.01 | 1272.96 | 0.00 | 0.00 | 3033.64 | 1033044.74 |
| 153 | 2014.06.13 16:00 | close | 76 | 0.01 | 1272.96 | 0.00 | 0.00 | 1990.76 | 1035035.49 |
| 154 | 2014.06.13 16:00 | close | 75 | 0.01 | 1272.96 | 0.00 | 0.00 | -2320.09 | 1032715.40 |
| 155 | 2014.06.13 16:00 | close | 73 | 0.01 | 1272.96 | 0.00 | 0.00 | -2381.26 | 1030334.14 |
| 156 | 2014.06.13 16:00 | close | 71 | 0.01 | 1272.96 | 0.00 | 0.00 | -2545.51 | 1027788.63 |
| 157 | 2014.06.17 03:00 | buy | 79 | 0.01 | 1272.43 | 0.00 | 0.00 | ||
| 158 | 2014.06.17 03:00 | sell | 80 | 0.01 | 1271.93 | 0.00 | 0.00 | ||
| 159 | 2014.06.17 16:00 | close | 80 | 0.01 | 1262.83 | 0.00 | 0.00 | 1031.83 | 1028820.46 |
| 160 | 2014.06.18 16:00 | buy | 81 | 0.01 | 1272.13 | 0.00 | 0.00 | ||
| 161 | 2014.06.18 16:00 | sell | 82 | 0.01 | 1271.63 | 0.00 | 0.00 | ||
| 162 | 2014.06.19 16:00 | close | 82 | 0.01 | 1289.38 | 0.00 | 0.00 | -2015.03 | 1026805.43 |
| 163 | 2014.06.19 16:00 | close | 81 | 0.01 | 1288.88 | 0.00 | 0.00 | 1894.77 | 1028700.20 |
| 164 | 2014.06.19 16:00 | close | 79 | 0.01 | 1288.88 | 0.00 | 0.00 | 1856.27 | 1030556.47 |
| 165 | 2014.06.24 03:00 | buy | 83 | 0.01 | 1314.63 | 0.00 | 0.00 | ||
| 166 | 2014.06.24 03:00 | sell | 84 | 0.01 | 1314.13 | 0.00 | 0.00 | ||
| 167 | 2014.06.24 16:00 | close | 84 | 0.01 | 1322.48 | 0.00 | 0.00 | -946.79 | 1029609.68 |
| 168 | 2014.06.24 16:00 | close | 83 | 0.01 | 1321.98 | 0.00 | 0.00 | 833.40 | 1030443.08 |
| 169 | 2014.06.25 03:00 | buy | 85 | 0.01 | 1318.76 | 0.00 | 0.00 | ||
| 170 | 2014.06.25 03:00 | sell | 86 | 0.01 | 1318.26 | 0.00 | 0.00 | ||
| 171 | 2014.06.25 16:00 | close | 86 | 0.01 | 1317.46 | 0.00 | 0.00 | 90.71 | 1030533.79 |
| 172 | 2014.06.27 03:00 | buy | 87 | 0.01 | 1316.29 | 0.00 | 0.00 | ||
| 173 | 2014.06.27 03:00 | sell | 88 | 0.01 | 1315.79 | 0.00 | 0.00 | ||
| 174 | 2014.06.27 16:00 | close | 88 | 0.01 | 1317.36 | 0.00 | 0.00 | -178.02 | 1030355.77 |
| 175 | 2014.06.27 16:00 | buy | 89 | 0.01 | 1317.36 | 0.00 | 0.00 | ||
| 176 | 2014.06.30 03:00 | buy | 90 | 0.01 | 1315.34 | 0.00 | 0.00 | ||
| 177 | 2014.06.30 16:00 | buy | 91 | 0.01 | 1314.25 | 0.00 | 0.00 | ||
| 178 | 2014.07.01 16:00 | close | 91 | 0.01 | 1326.15 | 0.00 | 0.00 | 1344.84 | 1031700.62 |
| 179 | 2014.07.01 16:00 | close | 90 | 0.01 | 1326.15 | 0.00 | 0.00 | 1221.24 | 1032921.86 |
| 180 | 2014.07.01 16:00 | close | 89 | 0.01 | 1326.15 | 0.00 | 0.00 | 978.76 | 1033900.62 |
| 181 | 2014.07.01 16:00 | close | 87 | 0.01 | 1326.15 | 0.00 | 0.00 | 1100.09 | 1035000.72 |
| 182 | 2014.07.01 16:00 | close | 85 | 0.01 | 1326.15 | 0.00 | 0.00 | 811.07 | 1035811.78 |
| 183 | 2014.07.04 03:00 | buy | 92 | 0.01 | 1320.51 | 0.00 | 0.00 | ||
| 184 | 2014.07.04 03:00 | sell | 93 | 0.01 | 1320.01 | 0.00 | 0.00 | ||
| 185 | 2014.07.04 16:00 | close | 93 | 0.01 | 1322.24 | 0.00 | 0.00 | -252.86 | 1035558.92 |
| 186 | 2014.07.04 16:00 | close | 92 | 0.01 | 1321.74 | 0.00 | 0.00 | 139.47 | 1035698.39 |
| 187 | 2014.07.04 16:00 | buy | 94 | 0.01 | 1322.24 | 0.00 | 0.00 | ||
| 188 | 2014.07.04 16:00 | sell | 95 | 0.01 | 1321.74 | 0.00 | 0.00 | ||
| 189 | 2014.07.07 16:00 | close | 95 | 0.01 | 1316.08 | 0.00 | 0.00 | 634.60 | 1036332.99 |
| 190 | 2014.07.08 16:00 | buy | 96 | 0.01 | 1322.46 | 0.00 | 0.00 | ||
| 191 | 2014.07.08 16:00 | sell | 97 | 0.01 | 1321.96 | 0.00 | 0.00 | ||
| 192 | 2014.07.09 03:00 | buy | 98 | 0.01 | 1318.57 | 0.00 | 0.00 | ||
| 193 | 2014.07.09 16:00 | close | 98 | 0.01 | 1325.62 | 0.00 | 0.00 | 799.39 | 1037132.38 |
| 194 | 2014.07.09 16:00 | close | 97 | 0.01 | 1326.12 | 0.00 | 0.00 | -474.08 | 1036658.30 |
| 195 | 2014.07.09 16:00 | close | 96 | 0.01 | 1325.62 | 0.00 | 0.00 | 353.83 | 1037012.13 |
| 196 | 2014.07.09 16:00 | close | 94 | 0.01 | 1325.62 | 0.00 | 0.00 | 360.86 | 1037372.99 |
| 197 | 2014.07.18 03:00 | buy | 99 | 0.01 | 1320.12 | 0.00 | 0.00 | ||
| 198 | 2014.07.18 03:00 | sell | 100 | 0.01 | 1319.62 | 0.00 | 0.00 | ||
| 199 | 2014.07.18 16:00 | close | 100 | 0.01 | 1309.15 | 0.00 | 0.00 | 1187.17 | 1038560.16 |
| 200 | 2014.07.22 03:00 | buy | 101 | 0.01 | 1311.60 | 0.00 | 0.00 | ||
| 201 | 2014.07.22 03:00 | sell | 102 | 0.01 | 1311.10 | 0.00 | 0.00 | ||
| 202 | 2014.07.22 16:00 | close | 102 | 0.01 | 1312.31 | 0.00 | 0.00 | -137.20 | 1038422.96 |
| 203 | 2014.07.22 16:00 | buy | 103 | 0.01 | 1312.31 | 0.00 | 0.00 | ||
| 204 | 2014.07.23 03:00 | buy | 104 | 0.01 | 1308.17 | 0.00 | 0.00 | ||
| 205 | 2014.07.23 16:00 | buy | 105 | 0.01 | 1308.46 | 0.00 | 0.00 | ||
| 206 | 2014.07.28 03:00 | buy | 106 | 0.01 | 1306.19 | 0.00 | 0.00 | ||
| 207 | 2014.07.28 16:00 | buy | 107 | 0.01 | 1304.68 | 0.00 | 0.00 | ||
| 208 | 2014.07.29 03:00 | buy | 108 | 0.01 | 1304.71 | 0.00 | 0.00 | ||
| 209 | 2014.07.30 03:00 | buy | 109 | 0.01 | 1299.74 | 0.00 | 0.00 | ||
| 210 | 2014.08.04 16:00 | buy | 110 | 0.01 | 1292.79 | 0.00 | 0.00 | ||
| 211 | 2014.08.05 03:00 | buy | 111 | 0.01 | 1288.92 | 0.00 | 0.00 | ||
| 212 | 2014.08.05 16:00 | close | 109 | 0.01 | 1288.71 | 0.00 | 0.00 | -1277.54 | 1037145.41 |
| 213 | 2014.08.05 16:00 | buy | 112 | 0.01 | 1289.21 | 0.00 | 0.00 | ||
| 214 | 2014.08.06 03:00 | buy | 113 | 0.01 | 1288.89 | 0.00 | 0.00 | ||
| 215 | 2014.08.07 16:00 | close | 113 | 0.01 | 1304.53 | 0.00 | 0.00 | 1768.94 | 1038914.36 |
| 216 | 2014.08.07 16:00 | close | 112 | 0.01 | 1304.53 | 0.00 | 0.00 | 1728.17 | 1040642.53 |
| 217 | 2014.08.07 16:00 | close | 111 | 0.01 | 1304.53 | 0.00 | 0.00 | 1761.06 | 1042403.59 |
| 218 | 2014.08.07 16:00 | close | 110 | 0.01 | 1304.53 | 0.00 | 0.00 | 1317.76 | 1043721.35 |
| 219 | 2014.08.07 16:00 | close | 108 | 0.01 | 1304.53 | 0.00 | 0.00 | -60.72 | 1043660.63 |
| 220 | 2014.08.07 16:00 | close | 107 | 0.01 | 1304.53 | 0.00 | 0.00 | -61.80 | 1043598.83 |
| 221 | 2014.08.07 16:00 | close | 106 | 0.01 | 1304.53 | 0.00 | 0.00 | -233.02 | 1043365.82 |
| 222 | 2014.08.07 16:00 | close | 105 | 0.01 | 1304.53 | 0.00 | 0.00 | -512.80 | 1042853.01 |
| 223 | 2014.08.07 16:00 | close | 104 | 0.01 | 1304.53 | 0.00 | 0.00 | -479.92 | 1042373.09 |
| 224 | 2014.08.07 16:00 | close | 103 | 0.01 | 1304.53 | 0.00 | 0.00 | -953.83 | 1041419.26 |
| 225 | 2014.08.07 16:00 | close | 101 | 0.01 | 1304.53 | 0.00 | 0.00 | -873.33 | 1040545.92 |
| 226 | 2014.08.07 16:00 | close | 99 | 0.01 | 1304.53 | 0.00 | 0.00 | -1857.33 | 1038688.60 |
| 227 | 2014.08.08 16:00 | buy | 114 | 0.01 | 1309.67 | 0.00 | 0.00 | ||
| 228 | 2014.08.08 16:00 | sell | 115 | 0.01 | 1309.17 | 0.00 | 0.00 | ||
| 229 | 2014.08.11 03:00 | buy | 116 | 0.01 | 1309.98 | 0.00 | 0.00 | ||
| 230 | 2014.08.11 03:00 | sell | 117 | 0.01 | 1309.48 | 0.00 | 0.00 | ||
| 231 | 2014.08.11 16:00 | close | 117 | 0.01 | 1308.95 | 0.00 | 0.00 | 60.10 | 1038748.70 |
| 232 | 2014.08.11 16:00 | close | 115 | 0.01 | 1308.95 | 0.00 | 0.00 | 17.77 | 1038766.47 |
| 233 | 2014.08.11 16:00 | buy | 118 | 0.01 | 1308.95 | 0.00 | 0.00 | ||
| 234 | 2014.08.12 03:00 | buy | 119 | 0.01 | 1308.15 | 0.00 | 0.00 | ||
| 235 | 2014.08.12 16:00 | close | 119 | 0.01 | 1314.68 | 0.00 | 0.00 | 740.44 | 1039506.91 |
| 236 | 2014.08.12 16:00 | close | 118 | 0.01 | 1314.68 | 0.00 | 0.00 | 645.24 | 1040152.15 |
| 237 | 2014.08.12 16:00 | close | 116 | 0.01 | 1314.68 | 0.00 | 0.00 | 528.45 | 1040680.60 |
| 238 | 2014.08.12 16:00 | close | 114 | 0.01 | 1314.68 | 0.00 | 0.00 | 550.16 | 1041230.76 |
| 239 | 2014.08.13 03:00 | buy | 120 | 0.01 | 1309.03 | 0.00 | 0.00 | ||
| 240 | 2014.08.13 03:00 | sell | 121 | 0.01 | 1308.53 | 0.00 | 0.00 | ||
| 241 | 2014.08.13 16:00 | close | 121 | 0.01 | 1313.22 | 0.00 | 0.00 | -531.80 | 1040698.96 |
| 242 | 2014.08.13 16:00 | close | 120 | 0.01 | 1312.72 | 0.00 | 0.00 | 418.41 | 1041117.37 |
| 243 | 2014.08.13 16:00 | buy | 122 | 0.01 | 1313.22 | 0.00 | 0.00 | ||
| 244 | 2014.08.13 16:00 | sell | 123 | 0.01 | 1312.72 | 0.00 | 0.00 | ||
| 245 | 2014.08.14 16:00 | close | 123 | 0.01 | 1314.97 | 0.00 | 0.00 | -257.52 | 1040859.85 |
| 246 | 2014.08.14 16:00 | close | 122 | 0.01 | 1314.47 | 0.00 | 0.00 | 137.26 | 1040997.11 |
| 247 | 2014.08.25 16:00 | buy | 124 | 0.01 | 1278.31 | 0.00 | 0.00 | ||
| 248 | 2014.08.25 16:00 | sell | 125 | 0.01 | 1277.81 | 0.00 | 0.00 | ||
| 249 | 2014.08.26 03:00 | buy | 126 | 0.01 | 1276.54 | 0.00 | 0.00 | ||
| 250 | 2014.08.26 03:00 | sell | 127 | 0.01 | 1276.04 | 0.00 | 0.00 | ||
| 251 | 2014.08.26 16:00 | close | 127 | 0.01 | 1288.94 | 0.00 | 0.00 | -1462.73 | 1039534.38 |
| 252 | 2014.08.26 16:00 | close | 126 | 0.01 | 1288.44 | 0.00 | 0.00 | 1349.34 | 1040883.72 |
| 253 | 2014.08.26 16:00 | close | 125 | 0.01 | 1288.94 | 0.00 | 0.00 | -1264.42 | 1039619.30 |
| 254 | 2014.08.26 16:00 | close | 124 | 0.01 | 1288.44 | 0.00 | 0.00 | 1144.16 | 1040763.46 |
| 255 | 2014.08.27 03:00 | buy | 128 | 0.01 | 1281.38 | 0.00 | 0.00 | ||
| 256 | 2014.08.27 03:00 | sell | 129 | 0.01 | 1280.88 | 0.00 | 0.00 | ||
| 257 | 2014.08.27 16:00 | close | 129 | 0.01 | 1285.70 | 0.00 | 0.00 | -546.54 | 1040216.92 |
| 258 | 2014.08.27 16:00 | close | 128 | 0.01 | 1285.20 | 0.00 | 0.00 | 433.15 | 1040650.07 |
| 259 | 2014.08.29 16:00 | buy | 130 | 0.01 | 1287.32 | 0.00 | 0.00 | ||
| 260 | 2014.08.29 16:00 | sell | 131 | 0.01 | 1286.82 | 0.00 | 0.00 | ||
| 261 | 2014.09.01 03:00 | buy | 132 | 0.01 | 1287.02 | 0.00 | 0.00 | ||
| 262 | 2014.09.01 03:00 | sell | 133 | 0.01 | 1286.52 | 0.00 | 0.00 | ||
| 263 | 2014.09.01 16:00 | close | 133 | 0.01 | 1287.22 | 0.00 | 0.00 | -79.37 | 1040570.70 |
| 264 | 2014.09.01 16:00 | close | 131 | 0.01 | 1287.22 | 0.00 | 0.00 | -52.54 | 1040518.16 |
| 265 | 2014.09.01 16:00 | buy | 134 | 0.01 | 1287.22 | 0.00 | 0.00 | ||
| 266 | 2014.09.02 03:00 | buy | 135 | 0.01 | 1286.75 | 0.00 | 0.00 | ||
| 267 | 2014.09.05 16:00 | buy | 136 | 0.01 | 1268.84 | 0.00 | 0.00 | ||
| 268 | 2014.09.08 03:00 | buy | 137 | 0.01 | 1267.24 | 0.00 | 0.00 | ||
| 269 | 2014.09.08 16:00 | buy | 138 | 0.01 | 1265.14 | 0.00 | 0.00 | ||
| 270 | 2014.09.16 16:00 | buy | 139 | 0.01 | 1235.63 | 0.00 | 0.00 | ||
| 271 | 2014.09.17 03:00 | buy | 140 | 0.01 | 1235.44 | 0.00 | 0.00 | ||
| 272 | 2014.09.17 16:00 | close | 136 | 0.01 | 1236.59 | 0.00 | 0.00 | -3710.58 | 1036807.59 |
| 273 | 2014.09.17 16:00 | buy | 141 | 0.01 | 1237.09 | 0.00 | 0.00 | ||
| 274 | 2014.09.19 16:00 | buy | 142 | 0.01 | 1224.99 | 0.00 | 0.00 | ||
| 275 | 2014.09.23 16:00 | buy | 143 | 0.01 | 1226.17 | 0.00 | 0.00 | ||
| 276 | 2014.09.24 03:00 | buy | 144 | 0.01 | 1222.29 | 0.00 | 0.00 | ||
| 277 | 2014.09.24 16:00 | buy | 145 | 0.01 | 1221.15 | 0.00 | 0.00 | ||
| 278 | 2014.09.26 16:00 | close | 142 | 0.01 | 1215.42 | 0.00 | 0.00 | -1116.49 | 1035691.09 |
| 279 | 2014.10.06 16:00 | close | 144 | 0.01 | 1196.88 | 0.00 | 0.00 | -2934.99 | 1032756.11 |
| 280 | 2014.10.07 03:00 | buy | 146 | 0.01 | 1207.02 | 0.00 | 0.00 | ||
| 281 | 2014.10.07 16:00 | buy | 147 | 0.01 | 1206.27 | 0.00 | 0.00 | ||
| 282 | 2014.10.08 03:00 | buy | 148 | 0.01 | 1210.39 | 0.00 | 0.00 | ||
| 283 | 2014.10.10 16:00 | buy | 149 | 0.01 | 1221.75 | 0.00 | 0.00 | ||
| 284 | 2014.10.13 16:00 | close | 141 | 0.01 | 1228.34 | 0.00 | 0.00 | -1108.61 | 1031647.50 |
| 285 | 2014.10.15 03:00 | buy | 150 | 0.01 | 1229.58 | 0.00 | 0.00 | ||
| 286 | 2014.10.17 03:00 | buy | 151 | 0.01 | 1238.76 | 0.00 | 0.00 | ||
| 287 | 2014.10.17 16:00 | buy | 152 | 0.01 | 1238.39 | 0.00 | 0.00 | ||
| 288 | 2014.10.20 03:00 | buy | 153 | 0.01 | 1235.04 | 0.00 | 0.00 | ||
| 289 | 2014.10.20 16:00 | close | 153 | 0.01 | 1244.70 | 0.00 | 0.00 | 1095.35 | 1032742.85 |
| 290 | 2014.10.20 16:00 | close | 152 | 0.01 | 1244.70 | 0.00 | 0.00 | 702.05 | 1033444.90 |
| 291 | 2014.10.20 16:00 | close | 151 | 0.01 | 1244.70 | 0.00 | 0.00 | 660.10 | 1034105.00 |
| 292 | 2014.10.20 16:00 | close | 150 | 0.01 | 1244.70 | 0.00 | 0.00 | 1692.07 | 1035797.07 |
| 293 | 2014.10.20 16:00 | close | 149 | 0.01 | 1244.70 | 0.00 | 0.00 | 2557.51 | 1038354.58 |
| 294 | 2014.10.20 16:00 | close | 148 | 0.01 | 1244.70 | 0.00 | 0.00 | 3836.66 | 1042191.24 |
| 295 | 2014.10.20 16:00 | close | 147 | 0.01 | 1244.70 | 0.00 | 0.00 | 4299.35 | 1046490.60 |
| 296 | 2014.10.20 16:00 | close | 146 | 0.01 | 1244.70 | 0.00 | 0.00 | 4214.31 | 1050704.91 |
| 297 | 2014.10.20 16:00 | close | 145 | 0.01 | 1244.70 | 0.00 | 0.00 | 2553.88 | 1053258.79 |
| 298 | 2014.10.20 16:00 | close | 143 | 0.01 | 1244.70 | 0.00 | 0.00 | 1980.19 | 1055238.98 |
| 299 | 2014.10.20 16:00 | close | 140 | 0.01 | 1244.70 | 0.00 | 0.00 | 902.19 | 1056141.16 |
| 300 | 2014.10.20 16:00 | close | 139 | 0.01 | 1244.70 | 0.00 | 0.00 | 876.17 | 1057017.33 |