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 |
| 301 | 2014.10.20 16:00 | close | 138 | 0.01 | 1244.70 | 0.00 | 0.00 | -2505.80 | 1054511.53 |
| 302 | 2014.10.20 16:00 | close | 137 | 0.01 | 1244.70 | 0.00 | 0.00 | -2743.92 | 1051767.60 |
| 303 | 2014.10.20 16:00 | close | 135 | 0.01 | 1244.70 | 0.00 | 0.00 | -4983.04 | 1046784.57 |
| 304 | 2014.10.20 16:00 | close | 134 | 0.01 | 1244.70 | 0.00 | 0.00 | -5040.81 | 1041743.76 |
| 305 | 2014.10.20 16:00 | close | 132 | 0.01 | 1244.70 | 0.00 | 0.00 | -5018.13 | 1036725.63 |
| 306 | 2014.10.20 16:00 | close | 130 | 0.01 | 1244.70 | 0.00 | 0.00 | -5065.58 | 1031660.05 |
| 307 | 2014.10.22 16:00 | buy | 154 | 0.01 | 1242.71 | 0.00 | 0.00 | ||
| 308 | 2014.10.22 16:00 | sell | 155 | 0.01 | 1242.21 | 0.00 | 0.00 | ||
| 309 | 2014.10.23 16:00 | close | 155 | 0.01 | 1235.02 | 0.00 | 0.00 | 812.88 | 1032472.93 |
| 310 | 2014.10.28 16:00 | buy | 156 | 0.01 | 1228.30 | 0.00 | 0.00 | ||
| 311 | 2014.10.28 16:00 | sell | 157 | 0.01 | 1227.80 | 0.00 | 0.00 | ||
| 312 | 2014.10.29 03:00 | buy | 158 | 0.01 | 1229.39 | 0.00 | 0.00 | ||
| 313 | 2014.10.29 16:00 | close | 157 | 0.01 | 1224.98 | 0.00 | 0.00 | 317.37 | 1032790.30 |
| 314 | 2014.11.07 16:00 | buy | 159 | 0.01 | 1148.97 | 0.00 | 0.00 | ||
| 315 | 2014.11.11 03:00 | buy | 160 | 0.01 | 1155.10 | 0.00 | 0.00 | ||
| 316 | 2014.11.12 16:00 | buy | 161 | 0.01 | 1166.98 | 0.00 | 0.00 | ||
| 317 | 2014.11.14 03:00 | buy | 162 | 0.01 | 1159.93 | 0.00 | 0.00 | ||
| 318 | 2014.11.18 16:00 | close | 162 | 0.01 | 1198.10 | 0.00 | 0.00 | 4310.18 | 1037100.48 |
| 319 | 2014.11.18 16:00 | close | 161 | 0.01 | 1198.10 | 0.00 | 0.00 | 3501.83 | 1040602.31 |
| 320 | 2014.11.18 16:00 | close | 160 | 0.01 | 1198.10 | 0.00 | 0.00 | 4844.42 | 1045446.72 |
| 321 | 2014.11.18 16:00 | close | 159 | 0.01 | 1198.10 | 0.00 | 0.00 | 5521.58 | 1050968.31 |
| 322 | 2014.11.18 16:00 | close | 158 | 0.01 | 1198.10 | 0.00 | 0.00 | -3637.55 | 1047330.76 |
| 323 | 2014.11.18 16:00 | close | 156 | 0.01 | 1198.10 | 0.00 | 0.00 | -3518.44 | 1043812.32 |
| 324 | 2014.11.18 16:00 | close | 154 | 0.01 | 1198.10 | 0.00 | 0.00 | -5179.26 | 1038633.06 |
| 325 | 2014.11.21 03:00 | buy | 163 | 0.01 | 1193.86 | 0.00 | 0.00 | ||
| 326 | 2014.11.21 03:00 | sell | 164 | 0.01 | 1193.36 | 0.00 | 0.00 | ||
| 327 | 2014.11.21 16:00 | close | 164 | 0.01 | 1203.32 | 0.00 | 0.00 | -1129.36 | 1037503.70 |
| 328 | 2014.11.21 16:00 | close | 163 | 0.01 | 1202.82 | 0.00 | 0.00 | 1015.97 | 1038519.67 |
| 329 | 2014.11.24 16:00 | buy | 165 | 0.01 | 1198.10 | 0.00 | 0.00 | ||
| 330 | 2014.11.24 16:00 | sell | 166 | 0.01 | 1197.60 | 0.00 | 0.00 | ||
| 331 | 2014.11.25 03:00 | buy | 167 | 0.01 | 1197.81 | 0.00 | 0.00 | ||
| 332 | 2014.11.25 03:00 | sell | 168 | 0.01 | 1197.31 | 0.00 | 0.00 | ||
| 333 | 2014.11.25 16:00 | close | 168 | 0.01 | 1193.75 | 0.00 | 0.00 | 403.67 | 1038923.34 |
| 334 | 2014.11.25 16:00 | close | 166 | 0.01 | 1193.75 | 0.00 | 0.00 | 434.16 | 1039357.50 |
| 335 | 2014.11.25 16:00 | buy | 169 | 0.01 | 1193.75 | 0.00 | 0.00 | ||
| 336 | 2014.11.26 03:00 | buy | 170 | 0.01 | 1199.43 | 0.00 | 0.00 | ||
| 337 | 2014.11.26 16:00 | buy | 171 | 0.01 | 1197.51 | 0.00 | 0.00 | ||
| 338 | 2014.12.02 16:00 | close | 171 | 0.01 | 1201.22 | 0.00 | 0.00 | 393.81 | 1039751.31 |
| 339 | 2014.12.02 16:00 | close | 170 | 0.01 | 1201.22 | 0.00 | 0.00 | 176.10 | 1039927.40 |
| 340 | 2014.12.02 16:00 | close | 169 | 0.01 | 1201.22 | 0.00 | 0.00 | 815.67 | 1040743.07 |
| 341 | 2014.12.02 16:00 | close | 167 | 0.01 | 1201.22 | 0.00 | 0.00 | 355.31 | 1041098.38 |
| 342 | 2014.12.02 16:00 | close | 165 | 0.01 | 1201.22 | 0.00 | 0.00 | 317.95 | 1041416.33 |
| 343 | 2014.12.02 16:00 | buy | 172 | 0.01 | 1201.72 | 0.00 | 0.00 | ||
| 344 | 2014.12.03 03:00 | buy | 173 | 0.01 | 1196.03 | 0.00 | 0.00 | ||
| 345 | 2014.12.03 03:00 | sell | 174 | 0.01 | 1195.53 | 0.00 | 0.00 | ||
| 346 | 2014.12.03 16:00 | close | 174 | 0.01 | 1203.67 | 0.00 | 0.00 | -922.99 | 1040493.34 |
| 347 | 2014.12.03 16:00 | close | 173 | 0.01 | 1203.17 | 0.00 | 0.00 | 809.60 | 1041302.94 |
| 348 | 2014.12.03 16:00 | close | 172 | 0.01 | 1203.17 | 0.00 | 0.00 | 159.94 | 1041462.88 |
| 349 | 2014.12.03 16:00 | buy | 175 | 0.01 | 1203.67 | 0.00 | 0.00 | ||
| 350 | 2014.12.04 16:00 | close | 175 | 0.01 | 1210.22 | 0.00 | 0.00 | 738.22 | 1042201.10 |
| 351 | 2014.12.05 03:00 | buy | 176 | 0.01 | 1204.65 | 0.00 | 0.00 | ||
| 352 | 2014.12.05 03:00 | sell | 177 | 0.01 | 1204.15 | 0.00 | 0.00 | ||
| 353 | 2014.12.05 16:00 | close | 177 | 0.01 | 1193.62 | 0.00 | 0.00 | 1194.00 | 1043395.10 |
| 354 | 2014.12.09 03:00 | buy | 178 | 0.01 | 1200.77 | 0.00 | 0.00 | ||
| 355 | 2014.12.09 03:00 | sell | 179 | 0.01 | 1200.27 | 0.00 | 0.00 | ||
| 356 | 2014.12.09 16:00 | close | 179 | 0.01 | 1217.66 | 0.00 | 0.00 | -1971.85 | 1041423.25 |
| 357 | 2014.12.09 16:00 | close | 178 | 0.01 | 1217.16 | 0.00 | 0.00 | 1858.46 | 1043281.71 |
| 358 | 2014.12.09 16:00 | close | 176 | 0.01 | 1217.16 | 0.00 | 0.00 | 1400.59 | 1044682.30 |
| 359 | 2014.12.12 03:00 | buy | 180 | 0.01 | 1225.99 | 0.00 | 0.00 | ||
| 360 | 2014.12.12 03:00 | sell | 181 | 0.01 | 1225.49 | 0.00 | 0.00 | ||
| 361 | 2014.12.12 16:00 | close | 181 | 0.01 | 1222.83 | 0.00 | 0.00 | 301.62 | 1044983.92 |
| 362 | 2014.12.19 16:00 | buy | 182 | 0.01 | 1198.50 | 0.00 | 0.00 | ||
| 363 | 2014.12.19 16:00 | sell | 183 | 0.01 | 1198.00 | 0.00 | 0.00 | ||
| 364 | 2014.12.22 03:00 | buy | 184 | 0.01 | 1196.21 | 0.00 | 0.00 | ||
| 365 | 2014.12.22 16:00 | close | 183 | 0.01 | 1196.75 | 0.00 | 0.00 | 134.56 | 1045118.48 |
| 366 | 2014.12.26 16:00 | buy | 185 | 0.01 | 1195.46 | 0.00 | 0.00 | ||
| 367 | 2014.12.29 03:00 | buy | 186 | 0.01 | 1193.48 | 0.00 | 0.00 | ||
| 368 | 2015.01.05 03:00 | buy | 187 | 0.01 | 1190.16 | 0.00 | 0.00 | ||
| 369 | 2015.01.05 16:00 | buy | 188 | 0.01 | 1194.84 | 0.00 | 0.00 | ||
| 370 | 2015.01.06 16:00 | close | 188 | 0.01 | 1210.49 | 0.00 | 0.00 | 1770.07 | 1046888.56 |
| 371 | 2015.01.06 16:00 | close | 187 | 0.01 | 1210.49 | 0.00 | 0.00 | 2300.74 | 1049189.30 |
| 372 | 2015.01.06 16:00 | close | 186 | 0.01 | 1210.49 | 0.00 | 0.00 | 1892.93 | 1051082.23 |
| 373 | 2015.01.06 16:00 | close | 185 | 0.01 | 1210.49 | 0.00 | 0.00 | 1654.98 | 1052737.21 |
| 374 | 2015.01.06 16:00 | close | 184 | 0.01 | 1210.49 | 0.00 | 0.00 | 1552.03 | 1054289.23 |
| 375 | 2015.01.06 16:00 | close | 182 | 0.01 | 1210.49 | 0.00 | 0.00 | 1278.93 | 1055568.16 |
| 376 | 2015.01.06 16:00 | close | 180 | 0.01 | 1210.49 | 0.00 | 0.00 | -1869.52 | 1053698.64 |
| 377 | 2015.01.09 03:00 | buy | 189 | 0.01 | 1210.10 | 0.00 | 0.00 | ||
| 378 | 2015.01.09 03:00 | sell | 190 | 0.01 | 1209.60 | 0.00 | 0.00 | ||
| 379 | 2015.01.09 16:00 | close | 190 | 0.01 | 1214.67 | 0.00 | 0.00 | -574.89 | 1053123.75 |
| 380 | 2015.01.09 16:00 | close | 189 | 0.01 | 1214.17 | 0.00 | 0.00 | 461.50 | 1053585.25 |
| 381 | 2015.01.09 16:00 | buy | 191 | 0.01 | 1214.67 | 0.00 | 0.00 | ||
| 382 | 2015.01.09 16:00 | sell | 192 | 0.01 | 1214.17 | 0.00 | 0.00 | ||
| 383 | 2015.01.12 16:00 | close | 192 | 0.01 | 1224.37 | 0.00 | 0.00 | -1163.76 | 1052421.49 |
| 384 | 2015.01.12 16:00 | close | 191 | 0.01 | 1223.87 | 0.00 | 0.00 | 1029.75 | 1053451.25 |
| 385 | 2015.01.23 16:00 | buy | 193 | 0.01 | 1298.23 | 0.00 | 0.00 | ||
| 386 | 2015.01.23 16:00 | sell | 194 | 0.01 | 1297.73 | 0.00 | 0.00 | ||
| 387 | 2015.01.26 03:00 | buy | 195 | 0.01 | 1297.22 | 0.00 | 0.00 | ||
| 388 | 2015.01.26 03:00 | sell | 196 | 0.01 | 1296.72 | 0.00 | 0.00 | ||
| 389 | 2015.01.26 16:00 | close | 196 | 0.01 | 1286.26 | 0.00 | 0.00 | 1186.06 | 1054637.31 |
| 390 | 2015.01.26 16:00 | close | 194 | 0.01 | 1286.26 | 0.00 | 0.00 | 1293.40 | 1055930.71 |
| 391 | 2015.01.26 16:00 | buy | 197 | 0.01 | 1286.26 | 0.00 | 0.00 | ||
| 392 | 2015.01.28 16:00 | buy | 198 | 0.01 | 1287.14 | 0.00 | 0.00 | ||
| 393 | 2015.02.02 03:00 | buy | 199 | 0.01 | 1281.14 | 0.00 | 0.00 | ||
| 394 | 2015.02.06 03:00 | buy | 200 | 0.01 | 1265.11 | 0.00 | 0.00 | ||
| 395 | 2015.02.11 16:00 | buy | 201 | 0.01 | 1234.79 | 0.00 | 0.00 | ||
| 396 | 2015.02.13 16:00 | close | 198 | 0.01 | 1228.15 | 0.00 | 0.00 | -6760.54 | 1049170.17 |
| 397 | 2015.03.03 16:00 | close | 200 | 0.01 | 1206.12 | 0.00 | 0.00 | -6800.85 | 1042369.31 |
| 398 | 2015.03.03 16:00 | buy | 202 | 0.01 | 1206.62 | 0.00 | 0.00 | ||
| 399 | 2015.03.04 16:00 | buy | 203 | 0.01 | 1205.77 | 0.00 | 0.00 | ||
| 400 | 2015.03.13 03:00 | buy | 204 | 0.01 | 1157.62 | 0.00 | 0.00 | ||
| 401 | 2015.03.13 16:00 | buy | 205 | 0.01 | 1156.56 | 0.00 | 0.00 | ||
| 402 | 2015.03.16 03:00 | buy | 206 | 0.01 | 1155.87 | 0.00 | 0.00 | ||
| 403 | 2015.03.16 16:00 | buy | 207 | 0.01 | 1156.07 | 0.00 | 0.00 | ||
| 404 | 2015.03.17 03:00 | buy | 208 | 0.01 | 1155.55 | 0.00 | 0.00 | ||
| 405 | 2015.03.17 16:00 | close | 208 | 0.01 | 1158.24 | 0.00 | 0.00 | 305.02 | 1042674.33 |
| 406 | 2015.03.25 16:00 | close | 203 | 0.01 | 1197.02 | 0.00 | 0.00 | -1086.22 | 1041588.12 |
| 407 | 2015.03.27 16:00 | buy | 209 | 0.01 | 1195.98 | 0.00 | 0.00 | ||
| 408 | 2015.03.30 03:00 | buy | 210 | 0.01 | 1197.54 | 0.00 | 0.00 | ||
| 409 | 2015.03.31 16:00 | buy | 211 | 0.01 | 1189.16 | 0.00 | 0.00 | ||
| 410 | 2015.04.02 16:00 | close | 202 | 0.01 | 1202.60 | 0.00 | 0.00 | -590.20 | 1040997.92 |
| 411 | 2015.04.06 16:00 | close | 211 | 0.01 | 1222.28 | 0.00 | 0.00 | 3728.61 | 1044726.53 |
| 412 | 2015.04.06 16:00 | close | 210 | 0.01 | 1222.28 | 0.00 | 0.00 | 2773.92 | 1047500.44 |
| 413 | 2015.04.06 16:00 | close | 209 | 0.01 | 1222.28 | 0.00 | 0.00 | 2937.37 | 1050437.82 |
| 414 | 2015.04.06 16:00 | close | 207 | 0.01 | 1222.28 | 0.00 | 0.00 | 7413.49 | 1057851.31 |
| 415 | 2015.04.06 16:00 | close | 206 | 0.01 | 1222.28 | 0.00 | 0.00 | 7436.17 | 1065287.48 |
| 416 | 2015.04.06 16:00 | close | 205 | 0.01 | 1222.28 | 0.00 | 0.00 | 7344.50 | 1072631.98 |
| 417 | 2015.04.06 16:00 | close | 204 | 0.01 | 1222.28 | 0.00 | 0.00 | 7224.31 | 1079856.28 |
| 418 | 2015.04.06 16:00 | close | 201 | 0.01 | 1222.28 | 0.00 | 0.00 | -1660.37 | 1078195.91 |
| 419 | 2015.04.06 16:00 | close | 199 | 0.01 | 1222.28 | 0.00 | 0.00 | -6956.31 | 1071239.60 |
| 420 | 2015.04.06 16:00 | close | 197 | 0.01 | 1222.28 | 0.00 | 0.00 | -7568.21 | 1063671.39 |
| 421 | 2015.04.06 16:00 | close | 195 | 0.01 | 1222.28 | 0.00 | 0.00 | -8810.97 | 1054860.42 |
| 422 | 2015.04.06 16:00 | close | 193 | 0.01 | 1222.28 | 0.00 | 0.00 | -8938.93 | 1045921.49 |
| 423 | 2015.04.07 16:00 | buy | 212 | 0.01 | 1211.51 | 0.00 | 0.00 | ||
| 424 | 2015.04.07 16:00 | sell | 213 | 0.01 | 1211.01 | 0.00 | 0.00 | ||
| 425 | 2015.04.08 03:00 | buy | 214 | 0.01 | 1209.33 | 0.00 | 0.00 | ||
| 426 | 2015.04.08 03:00 | sell | 215 | 0.01 | 1208.83 | 0.00 | 0.00 | ||
| 427 | 2015.04.08 16:00 | close | 215 | 0.01 | 1207.46 | 0.00 | 0.00 | 155.34 | 1046076.83 |
| 428 | 2015.04.08 16:00 | close | 213 | 0.01 | 1207.46 | 0.00 | 0.00 | 400.14 | 1046476.96 |
| 429 | 2015.04.08 16:00 | buy | 216 | 0.01 | 1207.46 | 0.00 | 0.00 | ||
| 430 | 2015.04.10 16:00 | buy | 217 | 0.01 | 1205.35 | 0.00 | 0.00 | ||
| 431 | 2015.04.13 03:00 | buy | 218 | 0.01 | 1208.31 | 0.00 | 0.00 | ||
| 432 | 2015.04.17 03:00 | buy | 219 | 0.01 | 1199.46 | 0.00 | 0.00 | ||
| 433 | 2015.04.17 16:00 | buy | 220 | 0.01 | 1202.55 | 0.00 | 0.00 | ||
| 434 | 2015.04.21 16:00 | buy | 221 | 0.01 | 1200.37 | 0.00 | 0.00 | ||
| 435 | 2015.04.22 03:00 | buy | 222 | 0.01 | 1202.30 | 0.00 | 0.00 | ||
| 436 | 2015.04.24 03:00 | buy | 223 | 0.01 | 1194.20 | 0.00 | 0.00 | ||
| 437 | 2015.04.24 16:00 | close | 219 | 0.01 | 1186.72 | 0.00 | 0.00 | -1475.94 | 1045001.02 |
| 438 | 2015.04.27 16:00 | buy | 224 | 0.01 | 1187.37 | 0.00 | 0.00 | ||
| 439 | 2015.04.28 16:00 | close | 224 | 0.01 | 1203.70 | 0.00 | 0.00 | 1847.18 | 1046848.20 |
| 440 | 2015.04.28 16:00 | close | 223 | 0.01 | 1203.70 | 0.00 | 0.00 | 1059.29 | 1047907.50 |
| 441 | 2015.04.28 16:00 | close | 222 | 0.01 | 1203.70 | 0.00 | 0.00 | 131.88 | 1048039.37 |
| 442 | 2015.04.28 16:00 | close | 221 | 0.01 | 1203.70 | 0.00 | 0.00 | 346.24 | 1048385.61 |
| 443 | 2015.04.28 16:00 | close | 220 | 0.01 | 1203.70 | 0.00 | 0.00 | 81.13 | 1048466.74 |
| 444 | 2015.04.28 16:00 | close | 218 | 0.01 | 1203.70 | 0.00 | 0.00 | -589.91 | 1047876.83 |
| 445 | 2015.04.28 16:00 | close | 217 | 0.01 | 1203.70 | 0.00 | 0.00 | -267.71 | 1047609.12 |
| 446 | 2015.04.28 16:00 | close | 216 | 0.01 | 1203.70 | 0.00 | 0.00 | -515.93 | 1047093.19 |
| 447 | 2015.04.28 16:00 | close | 214 | 0.01 | 1203.70 | 0.00 | 0.00 | -727.97 | 1046365.22 |
| 448 | 2015.04.28 16:00 | close | 212 | 0.01 | 1203.70 | 0.00 | 0.00 | -979.64 | 1045385.58 |
| 449 | 2015.05.04 16:00 | buy | 225 | 0.01 | 1187.38 | 0.00 | 0.00 | ||
| 450 | 2015.05.04 16:00 | sell | 226 | 0.01 | 1186.88 | 0.00 | 0.00 | ||