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 | |
前へ20ページ目
| # | 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 |
| 2851 | 2021.10.27 03:00 | buy | 1427 | 0.01 | 1794.08 | 0.00 | 0.00 | ||
| 2852 | 2021.10.27 03:00 | sell | 1428 | 0.01 | 1793.58 | 0.00 | 0.00 | ||
| 2853 | 2021.10.27 16:00 | close | 1428 | 0.01 | 1794.60 | 0.00 | 0.00 | -115.67 | 1654010.68 |
| 2854 | 2021.10.27 16:00 | close | 1426 | 0.01 | 1794.60 | 0.00 | 0.00 | 540.79 | 1654551.47 |
| 2855 | 2021.10.27 16:00 | buy | 1429 | 0.01 | 1794.60 | 0.00 | 0.00 | ||
| 2856 | 2021.10.28 16:00 | close | 1429 | 0.01 | 1799.09 | 0.00 | 0.00 | 504.68 | 1655056.15 |
| 2857 | 2021.10.28 16:00 | close | 1427 | 0.01 | 1799.09 | 0.00 | 0.00 | 563.64 | 1655619.79 |
| 2858 | 2021.10.28 16:00 | close | 1425 | 0.01 | 1799.09 | 0.00 | 0.00 | -99.68 | 1655520.11 |
| 2859 | 2021.10.29 03:00 | buy | 1430 | 0.01 | 1800.11 | 0.00 | 0.00 | ||
| 2860 | 2021.10.29 03:00 | sell | 1431 | 0.01 | 1799.61 | 0.00 | 0.00 | ||
| 2861 | 2021.10.29 16:00 | close | 1431 | 0.01 | 1780.82 | 0.00 | 0.00 | 2130.75 | 1657650.86 |
| 2862 | 2021.11.01 16:00 | buy | 1432 | 0.01 | 1792.71 | 0.00 | 0.00 | ||
| 2863 | 2021.11.01 16:00 | sell | 1433 | 0.01 | 1792.21 | 0.00 | 0.00 | ||
| 2864 | 2021.11.02 03:00 | buy | 1434 | 0.01 | 1791.89 | 0.00 | 0.00 | ||
| 2865 | 2021.11.02 16:00 | close | 1433 | 0.01 | 1791.36 | 0.00 | 0.00 | 94.00 | 1657744.86 |
| 2866 | 2021.11.04 16:00 | close | 1434 | 0.01 | 1795.78 | 0.00 | 0.00 | 432.16 | 1658177.02 |
| 2867 | 2021.11.04 16:00 | close | 1432 | 0.01 | 1795.78 | 0.00 | 0.00 | 334.69 | 1658511.72 |
| 2868 | 2021.11.04 16:00 | close | 1430 | 0.01 | 1795.78 | 0.00 | 0.00 | -517.88 | 1657993.83 |
| 2869 | 2021.11.05 03:00 | buy | 1435 | 0.01 | 1791.86 | 0.00 | 0.00 | ||
| 2870 | 2021.11.05 03:00 | sell | 1436 | 0.01 | 1791.36 | 0.00 | 0.00 | ||
| 2871 | 2021.11.05 16:00 | close | 1436 | 0.01 | 1799.80 | 0.00 | 0.00 | -957.08 | 1657036.75 |
| 2872 | 2021.11.05 16:00 | close | 1435 | 0.01 | 1799.30 | 0.00 | 0.00 | 843.68 | 1657880.43 |
| 2873 | 2021.11.12 16:00 | buy | 1437 | 0.01 | 1854.93 | 0.00 | 0.00 | ||
| 2874 | 2021.11.12 16:00 | sell | 1438 | 0.01 | 1854.43 | 0.00 | 0.00 | ||
| 2875 | 2021.11.15 16:00 | close | 1438 | 0.01 | 1864.76 | 0.00 | 0.00 | -1178.58 | 1656701.86 |
| 2876 | 2021.11.15 16:00 | close | 1437 | 0.01 | 1864.26 | 0.00 | 0.00 | 1044.56 | 1657746.42 |
| 2877 | 2021.11.16 03:00 | buy | 1439 | 0.01 | 1864.74 | 0.00 | 0.00 | ||
| 2878 | 2021.11.16 03:00 | sell | 1440 | 0.01 | 1864.24 | 0.00 | 0.00 | ||
| 2879 | 2021.11.16 16:00 | close | 1440 | 0.01 | 1867.58 | 0.00 | 0.00 | -378.75 | 1657367.67 |
| 2880 | 2021.11.16 16:00 | close | 1439 | 0.01 | 1867.08 | 0.00 | 0.00 | 265.35 | 1657633.02 |
| 2881 | 2021.11.16 16:00 | buy | 1441 | 0.01 | 1867.58 | 0.00 | 0.00 | ||
| 2882 | 2021.11.16 16:00 | sell | 1442 | 0.01 | 1867.08 | 0.00 | 0.00 | ||
| 2883 | 2021.11.17 03:00 | buy | 1443 | 0.01 | 1854.94 | 0.00 | 0.00 | ||
| 2884 | 2021.11.17 03:00 | sell | 1444 | 0.01 | 1854.44 | 0.00 | 0.00 | ||
| 2885 | 2021.11.17 16:00 | close | 1444 | 0.01 | 1862.63 | 0.00 | 0.00 | -928.73 | 1656704.29 |
| 2886 | 2021.11.17 16:00 | close | 1443 | 0.01 | 1862.13 | 0.00 | 0.00 | 815.33 | 1657519.62 |
| 2887 | 2021.11.17 16:00 | close | 1442 | 0.01 | 1862.63 | 0.00 | 0.00 | 502.23 | 1658021.85 |
| 2888 | 2021.11.17 16:00 | close | 1441 | 0.01 | 1862.13 | 0.00 | 0.00 | -622.50 | 1657399.35 |
| 2889 | 2021.11.17 16:00 | buy | 1445 | 0.01 | 1862.63 | 0.00 | 0.00 | ||
| 2890 | 2021.11.18 16:00 | close | 1445 | 0.01 | 1864.29 | 0.00 | 0.00 | 183.76 | 1657583.11 |
| 2891 | 2021.11.19 03:00 | buy | 1446 | 0.01 | 1859.58 | 0.00 | 0.00 | ||
| 2892 | 2021.11.19 03:00 | sell | 1447 | 0.01 | 1859.08 | 0.00 | 0.00 | ||
| 2893 | 2021.11.19 16:00 | close | 1447 | 0.01 | 1860.67 | 0.00 | 0.00 | -180.30 | 1657402.81 |
| 2894 | 2021.11.19 16:00 | close | 1446 | 0.01 | 1860.17 | 0.00 | 0.00 | 66.90 | 1657469.71 |
| 2895 | 2021.11.19 16:00 | buy | 1448 | 0.01 | 1860.67 | 0.00 | 0.00 | ||
| 2896 | 2021.11.19 16:00 | sell | 1449 | 0.01 | 1860.17 | 0.00 | 0.00 | ||
| 2897 | 2021.11.22 16:00 | close | 1449 | 0.01 | 1838.46 | 0.00 | 0.00 | 2454.69 | 1659924.40 |
| 2898 | 2021.11.26 03:00 | buy | 1450 | 0.01 | 1792.45 | 0.00 | 0.00 | ||
| 2899 | 2021.11.26 03:00 | sell | 1451 | 0.01 | 1791.95 | 0.00 | 0.00 | ||
| 2900 | 2021.11.26 16:00 | close | 1451 | 0.01 | 1806.14 | 0.00 | 0.00 | -1609.12 | 1658315.28 |
| 2901 | 2021.11.26 16:00 | buy | 1452 | 0.01 | 1806.14 | 0.00 | 0.00 | ||
| 2902 | 2021.11.26 20:33 | close at stop | 1452 | 0.01 | 1788.45 | 0.00 | 0.00 | -2006.01 | 1656309.27 |
| 2903 | 2021.11.26 20:33 | close at stop | 1450 | 0.01 | 1788.45 | 0.00 | 0.00 | -453.59 | 1655855.68 |
| 2904 | 2021.11.26 20:33 | close at stop | 1448 | 0.01 | 1788.45 | 0.00 | 0.00 | -8220.95 | 1647634.73 |
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