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 |
| 451 | 2015.05.05 03:00 | buy | 227 | 0.01 | 1188.83 | 0.00 | 0.00 | ||
| 452 | 2015.05.05 03:00 | sell | 228 | 0.01 | 1188.33 | 0.00 | 0.00 | ||
| 453 | 2015.05.05 16:00 | close | 228 | 0.01 | 1198.09 | 0.00 | 0.00 | -1106.69 | 1044278.89 |
| 454 | 2015.05.05 16:00 | close | 227 | 0.01 | 1197.59 | 0.00 | 0.00 | 993.30 | 1045272.19 |
| 455 | 2015.05.05 16:00 | close | 226 | 0.01 | 1198.09 | 0.00 | 0.00 | -1273.49 | 1043998.70 |
| 456 | 2015.05.05 16:00 | close | 225 | 0.01 | 1197.59 | 0.00 | 0.00 | 1153.23 | 1045151.93 |
| 457 | 2015.05.05 16:00 | buy | 229 | 0.01 | 1198.09 | 0.00 | 0.00 | ||
| 458 | 2015.05.06 03:00 | buy | 230 | 0.01 | 1195.69 | 0.00 | 0.00 | ||
| 459 | 2015.05.06 03:00 | sell | 231 | 0.01 | 1195.19 | 0.00 | 0.00 | ||
| 460 | 2015.05.06 16:00 | close | 231 | 0.01 | 1195.80 | 0.00 | 0.00 | -69.17 | 1045082.76 |
| 461 | 2015.05.08 03:00 | buy | 232 | 0.01 | 1184.69 | 0.00 | 0.00 | ||
| 462 | 2015.05.11 16:00 | buy | 233 | 0.01 | 1189.36 | 0.00 | 0.00 | ||
| 463 | 2015.05.12 16:00 | close | 233 | 0.01 | 1195.10 | 0.00 | 0.00 | 646.38 | 1045729.14 |
| 464 | 2015.05.12 16:00 | close | 232 | 0.01 | 1195.10 | 0.00 | 0.00 | 1162.47 | 1046891.62 |
| 465 | 2015.05.12 16:00 | close | 230 | 0.01 | 1195.10 | 0.00 | 0.00 | -93.77 | 1046797.85 |
| 466 | 2015.05.12 16:00 | close | 229 | 0.01 | 1195.10 | 0.00 | 0.00 | -370.39 | 1046427.45 |
| 467 | 2015.05.15 16:00 | buy | 234 | 0.01 | 1217.04 | 0.00 | 0.00 | ||
| 468 | 2015.05.15 16:00 | sell | 235 | 0.01 | 1216.54 | 0.00 | 0.00 | ||
| 469 | 2015.05.18 16:00 | close | 235 | 0.01 | 1227.72 | 0.00 | 0.00 | -1274.88 | 1045152.58 |
| 470 | 2015.05.18 16:00 | close | 234 | 0.01 | 1227.22 | 0.00 | 0.00 | 1140.87 | 1046293.45 |
| 471 | 2015.05.19 03:00 | buy | 236 | 0.01 | 1224.63 | 0.00 | 0.00 | ||
| 472 | 2015.05.19 03:00 | sell | 237 | 0.01 | 1224.13 | 0.00 | 0.00 | ||
| 473 | 2015.05.19 16:00 | close | 237 | 0.01 | 1214.31 | 0.00 | 0.00 | 1113.49 | 1047406.94 |
| 474 | 2015.05.22 16:00 | buy | 238 | 0.01 | 1206.36 | 0.00 | 0.00 | ||
| 475 | 2015.05.22 16:00 | sell | 239 | 0.01 | 1205.86 | 0.00 | 0.00 | ||
| 476 | 2015.05.25 16:00 | close | 239 | 0.01 | 1204.93 | 0.00 | 0.00 | 98.27 | 1047505.21 |
| 477 | 2015.05.25 16:00 | buy | 240 | 0.01 | 1204.93 | 0.00 | 0.00 | ||
| 478 | 2015.05.26 03:00 | buy | 241 | 0.01 | 1207.27 | 0.00 | 0.00 | ||
| 479 | 2015.05.29 03:00 | buy | 242 | 0.01 | 1189.34 | 0.00 | 0.00 | ||
| 480 | 2015.06.01 16:00 | buy | 243 | 0.01 | 1188.65 | 0.00 | 0.00 | ||
| 481 | 2015.06.02 03:00 | buy | 244 | 0.01 | 1189.44 | 0.00 | 0.00 | ||
| 482 | 2015.06.03 16:00 | buy | 245 | 0.01 | 1189.63 | 0.00 | 0.00 | ||
| 483 | 2015.06.09 03:00 | buy | 246 | 0.01 | 1174.13 | 0.00 | 0.00 | ||
| 484 | 2015.06.09 16:00 | close | 242 | 0.01 | 1180.03 | 0.00 | 0.00 | -1104.93 | 1046400.28 |
| 485 | 2015.06.09 16:00 | buy | 247 | 0.01 | 1180.53 | 0.00 | 0.00 | ||
| 486 | 2015.06.10 03:00 | buy | 248 | 0.01 | 1177.73 | 0.00 | 0.00 | ||
| 487 | 2015.06.12 03:00 | buy | 249 | 0.01 | 1182.09 | 0.00 | 0.00 | ||
| 488 | 2015.06.15 16:00 | buy | 250 | 0.01 | 1179.37 | 0.00 | 0.00 | ||
| 489 | 2015.06.16 16:00 | buy | 251 | 0.01 | 1183.49 | 0.00 | 0.00 | ||
| 490 | 2015.06.17 03:00 | buy | 252 | 0.01 | 1182.64 | 0.00 | 0.00 | ||
| 491 | 2015.06.17 16:00 | close | 238 | 0.01 | 1179.43 | 0.00 | 0.00 | -3170.04 | 1043230.24 |
| 492 | 2015.06.18 16:00 | close | 252 | 0.01 | 1200.38 | 0.00 | 0.00 | 2007.06 | 1045237.30 |
| 493 | 2015.06.18 16:00 | close | 251 | 0.01 | 1200.38 | 0.00 | 0.00 | 1906.20 | 1047143.51 |
| 494 | 2015.06.18 16:00 | close | 250 | 0.01 | 1200.38 | 0.00 | 0.00 | 2368.88 | 1049512.39 |
| 495 | 2015.06.18 16:00 | close | 249 | 0.01 | 1200.38 | 0.00 | 0.00 | 2047.03 | 1051559.41 |
| 496 | 2015.06.18 16:00 | close | 248 | 0.01 | 1200.38 | 0.00 | 0.00 | 2532.45 | 1054091.86 |
| 497 | 2015.06.18 16:00 | close | 247 | 0.01 | 1200.38 | 0.00 | 0.00 | 2210.48 | 1056302.34 |
| 498 | 2015.06.18 16:00 | close | 246 | 0.01 | 1200.38 | 0.00 | 0.00 | 2936.18 | 1059238.52 |
| 499 | 2015.06.18 16:00 | close | 245 | 0.01 | 1200.38 | 0.00 | 0.00 | 1151.76 | 1060390.28 |
| 500 | 2015.06.18 16:00 | close | 244 | 0.01 | 1200.38 | 0.00 | 0.00 | 1168.83 | 1061559.11 |
| 501 | 2015.06.18 16:00 | close | 243 | 0.01 | 1200.38 | 0.00 | 0.00 | 1253.92 | 1062813.03 |
| 502 | 2015.06.18 16:00 | close | 241 | 0.01 | 1200.38 | 0.00 | 0.00 | -884.27 | 1061928.75 |
| 503 | 2015.06.18 16:00 | close | 240 | 0.01 | 1200.38 | 0.00 | 0.00 | -623.41 | 1061305.34 |
| 504 | 2015.06.18 16:00 | close | 236 | 0.01 | 1200.38 | 0.00 | 0.00 | -2884.08 | 1058421.26 |
| 505 | 2015.06.22 16:00 | buy | 253 | 0.01 | 1192.01 | 0.00 | 0.00 | ||
| 506 | 2015.06.22 16:00 | sell | 254 | 0.01 | 1191.51 | 0.00 | 0.00 | ||
| 507 | 2015.06.23 03:00 | buy | 255 | 0.01 | 1186.25 | 0.00 | 0.00 | ||
| 508 | 2015.06.23 03:00 | sell | 256 | 0.01 | 1185.75 | 0.00 | 0.00 | ||
| 509 | 2015.06.23 16:00 | close | 256 | 0.01 | 1178.02 | 0.00 | 0.00 | 876.50 | 1059297.76 |
| 510 | 2015.06.23 16:00 | close | 254 | 0.01 | 1178.02 | 0.00 | 0.00 | 1527.24 | 1060825.00 |
| 511 | 2015.06.26 03:00 | buy | 257 | 0.01 | 1174.85 | 0.00 | 0.00 | ||
| 512 | 2015.07.03 16:00 | buy | 258 | 0.01 | 1169.99 | 0.00 | 0.00 | ||
| 513 | 2015.07.06 03:00 | buy | 259 | 0.01 | 1173.51 | 0.00 | 0.00 | ||
| 514 | 2015.07.10 03:00 | buy | 260 | 0.01 | 1158.47 | 0.00 | 0.00 | ||
| 515 | 2015.07.10 16:00 | buy | 261 | 0.01 | 1160.91 | 0.00 | 0.00 | ||
| 516 | 2015.07.13 03:00 | buy | 262 | 0.01 | 1162.90 | 0.00 | 0.00 | ||
| 517 | 2015.07.14 03:00 | buy | 263 | 0.01 | 1156.98 | 0.00 | 0.00 | ||
| 518 | 2015.07.15 16:00 | close | 260 | 0.01 | 1151.67 | 0.00 | 0.00 | -793.44 | 1060031.55 |
| 519 | 2015.07.28 16:00 | close | 262 | 0.01 | 1094.38 | 0.00 | 0.00 | -7836.66 | 1052194.89 |
| 520 | 2015.07.28 16:00 | buy | 264 | 0.01 | 1094.88 | 0.00 | 0.00 | ||
| 521 | 2015.07.29 03:00 | buy | 265 | 0.01 | 1096.28 | 0.00 | 0.00 | ||
| 522 | 2015.08.03 16:00 | buy | 266 | 0.01 | 1090.19 | 0.00 | 0.00 | ||
| 523 | 2015.08.04 16:00 | buy | 267 | 0.01 | 1092.09 | 0.00 | 0.00 | ||
| 524 | 2015.08.05 03:00 | buy | 268 | 0.01 | 1086.30 | 0.00 | 0.00 | ||
| 525 | 2015.08.05 16:00 | buy | 269 | 0.01 | 1090.40 | 0.00 | 0.00 | ||
| 526 | 2015.08.06 16:00 | close | 263 | 0.01 | 1085.57 | 0.00 | 0.00 | -8200.19 | 1043994.69 |
| 527 | 2015.08.07 03:00 | buy | 270 | 0.01 | 1089.71 | 0.00 | 0.00 | ||
| 528 | 2015.08.13 16:00 | close | 253 | 0.01 | 1115.50 | 0.00 | 0.00 | -8908.60 | 1035086.09 |
| 529 | 2015.08.14 03:00 | buy | 271 | 0.01 | 1114.79 | 0.00 | 0.00 | ||
| 530 | 2015.08.18 03:00 | buy | 272 | 0.01 | 1117.46 | 0.00 | 0.00 | ||
| 531 | 2015.08.18 16:00 | buy | 273 | 0.01 | 1117.65 | 0.00 | 0.00 | ||
| 532 | 2015.08.19 03:00 | buy | 274 | 0.01 | 1118.05 | 0.00 | 0.00 | ||
| 533 | 2015.08.20 16:00 | close | 274 | 0.01 | 1141.18 | 0.00 | 0.00 | 2618.30 | 1037704.39 |
| 534 | 2015.08.20 16:00 | close | 273 | 0.01 | 1141.18 | 0.00 | 0.00 | 2659.18 | 1040363.58 |
| 535 | 2015.08.20 16:00 | close | 272 | 0.01 | 1141.18 | 0.00 | 0.00 | 2680.72 | 1043044.30 |
| 536 | 2015.08.20 16:00 | close | 271 | 0.01 | 1141.18 | 0.00 | 0.00 | 2965.57 | 1046009.86 |
| 537 | 2015.08.20 16:00 | close | 270 | 0.01 | 1141.18 | 0.00 | 0.00 | 5778.11 | 1051787.98 |
| 538 | 2015.08.20 16:00 | close | 269 | 0.01 | 1141.18 | 0.00 | 0.00 | 5690.92 | 1057478.89 |
| 539 | 2015.08.20 16:00 | close | 268 | 0.01 | 1141.18 | 0.00 | 0.00 | 6155.83 | 1063634.72 |
| 540 | 2015.08.20 16:00 | close | 267 | 0.01 | 1141.18 | 0.00 | 0.00 | 5494.80 | 1069129.52 |
| 541 | 2015.08.20 16:00 | close | 266 | 0.01 | 1141.18 | 0.00 | 0.00 | 5705.77 | 1074835.29 |
| 542 | 2015.08.20 16:00 | close | 265 | 0.01 | 1141.18 | 0.00 | 0.00 | 4992.81 | 1079828.10 |
| 543 | 2015.08.20 16:00 | close | 264 | 0.01 | 1141.18 | 0.00 | 0.00 | 5147.09 | 1084975.19 |
| 544 | 2015.08.20 16:00 | close | 261 | 0.01 | 1141.18 | 0.00 | 0.00 | -2420.88 | 1082554.31 |
| 545 | 2015.08.20 16:00 | close | 259 | 0.01 | 1141.18 | 0.00 | 0.00 | -3867.55 | 1078686.76 |
| 546 | 2015.08.20 16:00 | close | 258 | 0.01 | 1141.18 | 0.00 | 0.00 | -3481.84 | 1075204.92 |
| 547 | 2015.08.20 16:00 | close | 257 | 0.01 | 1141.18 | 0.00 | 0.00 | -4064.28 | 1071140.64 |
| 548 | 2015.08.20 16:00 | close | 255 | 0.01 | 1141.18 | 0.00 | 0.00 | -5370.40 | 1065770.25 |
| 549 | 2015.08.25 03:00 | buy | 275 | 0.01 | 1154.08 | 0.00 | 0.00 | ||
| 550 | 2015.08.25 03:00 | sell | 276 | 0.01 | 1153.58 | 0.00 | 0.00 | ||
| 551 | 2015.08.25 16:00 | close | 276 | 0.01 | 1152.12 | 0.00 | 0.00 | 165.55 | 1065935.80 |
| 552 | 2015.08.28 16:00 | buy | 277 | 0.01 | 1129.47 | 0.00 | 0.00 | ||
| 553 | 2015.08.28 16:00 | sell | 278 | 0.01 | 1128.97 | 0.00 | 0.00 | ||
| 554 | 2015.08.31 03:00 | buy | 279 | 0.01 | 1132.87 | 0.00 | 0.00 | ||
| 555 | 2015.08.31 16:00 | close | 278 | 0.01 | 1128.36 | 0.00 | 0.00 | 61.99 | 1065997.79 |
| 556 | 2015.09.01 16:00 | close | 279 | 0.01 | 1145.70 | 0.00 | 0.00 | 1450.35 | 1067448.14 |
| 557 | 2015.09.01 16:00 | close | 277 | 0.01 | 1145.70 | 0.00 | 0.00 | 1822.45 | 1069270.59 |
| 558 | 2015.09.01 16:00 | close | 275 | 0.01 | 1145.70 | 0.00 | 0.00 | -981.58 | 1068289.01 |
| 559 | 2015.09.02 16:00 | buy | 280 | 0.01 | 1137.49 | 0.00 | 0.00 | ||
| 560 | 2015.09.02 16:00 | sell | 281 | 0.01 | 1136.99 | 0.00 | 0.00 | ||
| 561 | 2015.09.03 16:00 | close | 281 | 0.01 | 1123.55 | 0.00 | 0.00 | 1521.61 | 1069810.62 |
| 562 | 2015.09.08 16:00 | buy | 282 | 0.01 | 1122.63 | 0.00 | 0.00 | ||
| 563 | 2015.09.08 16:00 | sell | 283 | 0.01 | 1122.13 | 0.00 | 0.00 | ||
| 564 | 2015.09.09 03:00 | buy | 284 | 0.01 | 1123.18 | 0.00 | 0.00 | ||
| 565 | 2015.09.09 16:00 | close | 283 | 0.01 | 1117.46 | 0.00 | 0.00 | 527.16 | 1070337.78 |
| 566 | 2015.09.11 03:00 | buy | 285 | 0.01 | 1112.10 | 0.00 | 0.00 | ||
| 567 | 2015.09.15 03:00 | buy | 286 | 0.01 | 1109.60 | 0.00 | 0.00 | ||
| 568 | 2015.09.18 16:00 | close | 286 | 0.01 | 1140.03 | 0.00 | 0.00 | 3437.11 | 1073774.89 |
| 569 | 2015.09.18 16:00 | close | 285 | 0.01 | 1140.03 | 0.00 | 0.00 | 3135.72 | 1076910.61 |
| 570 | 2015.09.18 16:00 | close | 284 | 0.01 | 1140.03 | 0.00 | 0.00 | 1870.36 | 1078780.97 |
| 571 | 2015.09.18 16:00 | close | 282 | 0.01 | 1140.03 | 0.00 | 0.00 | 1928.25 | 1080709.22 |
| 572 | 2015.09.18 16:00 | close | 280 | 0.01 | 1140.03 | 0.00 | 0.00 | 216.36 | 1080925.58 |
| 573 | 2015.09.21 16:00 | buy | 287 | 0.01 | 1133.63 | 0.00 | 0.00 | ||
| 574 | 2015.09.21 16:00 | sell | 288 | 0.01 | 1133.13 | 0.00 | 0.00 | ||
| 575 | 2015.09.22 03:00 | buy | 289 | 0.01 | 1132.67 | 0.00 | 0.00 | ||
| 576 | 2015.09.22 03:00 | sell | 290 | 0.01 | 1132.17 | 0.00 | 0.00 | ||
| 577 | 2015.09.22 16:00 | close | 290 | 0.01 | 1124.68 | 0.00 | 0.00 | 849.31 | 1081774.89 |
| 578 | 2015.09.22 16:00 | close | 288 | 0.01 | 1124.68 | 0.00 | 0.00 | 955.78 | 1082730.66 |
| 579 | 2015.09.22 16:00 | buy | 291 | 0.01 | 1124.68 | 0.00 | 0.00 | ||
| 580 | 2015.09.23 03:00 | buy | 292 | 0.01 | 1124.83 | 0.00 | 0.00 | ||
| 581 | 2015.09.23 16:00 | close | 292 | 0.01 | 1129.76 | 0.00 | 0.00 | 559.03 | 1083289.69 |
| 582 | 2015.09.23 16:00 | close | 291 | 0.01 | 1129.76 | 0.00 | 0.00 | 571.56 | 1083861.26 |
| 583 | 2015.09.23 16:00 | close | 289 | 0.01 | 1129.76 | 0.00 | 0.00 | -334.45 | 1083526.81 |
| 584 | 2015.09.23 16:00 | close | 287 | 0.01 | 1129.76 | 0.00 | 0.00 | -447.79 | 1083079.02 |
| 585 | 2015.09.23 16:00 | buy | 293 | 0.01 | 1130.26 | 0.00 | 0.00 | ||
| 586 | 2015.09.24 16:00 | close | 293 | 0.01 | 1138.65 | 0.00 | 0.00 | 946.89 | 1084025.91 |
| 587 | 2015.09.28 16:00 | buy | 294 | 0.01 | 1129.79 | 0.00 | 0.00 | ||
| 588 | 2015.09.28 16:00 | sell | 295 | 0.01 | 1129.29 | 0.00 | 0.00 | ||
| 589 | 2015.09.29 03:00 | buy | 296 | 0.01 | 1132.74 | 0.00 | 0.00 | ||
| 590 | 2015.09.29 03:00 | sell | 297 | 0.01 | 1132.24 | 0.00 | 0.00 | ||
| 591 | 2015.09.29 16:00 | close | 297 | 0.01 | 1130.80 | 0.00 | 0.00 | 163.29 | 1084189.20 |
| 592 | 2015.09.29 16:00 | close | 295 | 0.01 | 1130.80 | 0.00 | 0.00 | -173.61 | 1084015.59 |
| 593 | 2015.09.29 16:00 | buy | 298 | 0.01 | 1130.80 | 0.00 | 0.00 | ||
| 594 | 2015.10.02 16:00 | close | 298 | 0.01 | 1131.83 | 0.00 | 0.00 | 103.35 | 1084118.94 |
| 595 | 2015.10.02 16:00 | close | 296 | 0.01 | 1131.83 | 0.00 | 0.00 | -116.63 | 1084002.31 |
| 596 | 2015.10.02 16:00 | close | 294 | 0.01 | 1131.83 | 0.00 | 0.00 | 213.40 | 1084215.72 |
| 597 | 2015.10.09 03:00 | buy | 299 | 0.01 | 1141.30 | 0.00 | 0.00 | ||
| 598 | 2015.10.09 03:00 | sell | 300 | 0.01 | 1140.80 | 0.00 | 0.00 | ||
| 599 | 2015.10.09 16:00 | close | 300 | 0.01 | 1156.59 | 0.00 | 0.00 | -1790.48 | 1082425.24 |
| 600 | 2015.10.09 16:00 | close | 299 | 0.01 | 1156.09 | 0.00 | 0.00 | 1677.08 | 1084102.32 |