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 |
| 601 | 2015.10.19 03:00 | buy | 301 | 0.01 | 1177.80 | 0.00 | 0.00 | ||
| 602 | 2015.10.19 03:00 | sell | 302 | 0.01 | 1177.30 | 0.00 | 0.00 | ||
| 603 | 2015.10.19 16:00 | close | 302 | 0.01 | 1177.23 | 0.00 | 0.00 | 7.94 | 1084110.26 |
| 604 | 2015.10.20 16:00 | buy | 303 | 0.01 | 1173.79 | 0.00 | 0.00 | ||
| 605 | 2015.10.20 16:00 | sell | 304 | 0.01 | 1173.29 | 0.00 | 0.00 | ||
| 606 | 2015.10.21 03:00 | buy | 305 | 0.01 | 1177.73 | 0.00 | 0.00 | ||
| 607 | 2015.10.21 16:00 | close | 304 | 0.01 | 1176.73 | 0.00 | 0.00 | -392.46 | 1083717.80 |
| 608 | 2015.10.23 16:00 | close | 305 | 0.01 | 1176.99 | 0.00 | 0.00 | -92.87 | 1083624.93 |
| 609 | 2015.10.23 16:00 | close | 303 | 0.01 | 1176.99 | 0.00 | 0.00 | 349.42 | 1083974.35 |
| 610 | 2015.10.23 16:00 | close | 301 | 0.01 | 1176.99 | 0.00 | 0.00 | -109.77 | 1083864.59 |
| 611 | 2015.10.26 16:00 | buy | 306 | 0.01 | 1166.25 | 0.00 | 0.00 | ||
| 612 | 2015.10.26 16:00 | sell | 307 | 0.01 | 1165.75 | 0.00 | 0.00 | ||
| 613 | 2015.10.27 03:00 | buy | 308 | 0.01 | 1164.50 | 0.00 | 0.00 | ||
| 614 | 2015.10.27 03:00 | sell | 309 | 0.01 | 1164.00 | 0.00 | 0.00 | ||
| 615 | 2015.10.27 16:00 | close | 309 | 0.01 | 1165.84 | 0.00 | 0.00 | -208.64 | 1083655.95 |
| 616 | 2015.10.27 16:00 | close | 307 | 0.01 | 1165.84 | 0.00 | 0.00 | -12.60 | 1083643.34 |
| 617 | 2015.10.27 16:00 | buy | 310 | 0.01 | 1165.84 | 0.00 | 0.00 | ||
| 618 | 2015.10.28 03:00 | buy | 311 | 0.01 | 1166.56 | 0.00 | 0.00 | ||
| 619 | 2015.10.28 16:00 | close | 311 | 0.01 | 1180.71 | 0.00 | 0.00 | 1604.51 | 1085247.85 |
| 620 | 2015.10.28 16:00 | close | 310 | 0.01 | 1180.71 | 0.00 | 0.00 | 1681.67 | 1086929.52 |
| 621 | 2015.10.28 16:00 | close | 308 | 0.01 | 1180.71 | 0.00 | 0.00 | 1833.62 | 1088763.14 |
| 622 | 2015.10.28 16:00 | close | 306 | 0.01 | 1180.71 | 0.00 | 0.00 | 1630.70 | 1090393.85 |
| 623 | 2015.11.11 03:00 | buy | 312 | 0.01 | 1090.33 | 0.00 | 0.00 | ||
| 624 | 2015.11.11 03:00 | sell | 313 | 0.01 | 1089.83 | 0.00 | 0.00 | ||
| 625 | 2015.11.11 16:00 | close | 313 | 0.01 | 1087.93 | 0.00 | 0.00 | 215.45 | 1090609.30 |
| 626 | 2015.11.16 16:00 | buy | 314 | 0.01 | 1088.20 | 0.00 | 0.00 | ||
| 627 | 2015.11.16 16:00 | sell | 315 | 0.01 | 1087.70 | 0.00 | 0.00 | ||
| 628 | 2015.11.17 03:00 | buy | 316 | 0.01 | 1084.86 | 0.00 | 0.00 | ||
| 629 | 2015.11.17 16:00 | close | 315 | 0.01 | 1078.97 | 0.00 | 0.00 | 987.53 | 1091596.82 |
| 630 | 2015.11.20 16:00 | buy | 317 | 0.01 | 1082.63 | 0.00 | 0.00 | ||
| 631 | 2015.11.23 03:00 | buy | 318 | 0.01 | 1075.94 | 0.00 | 0.00 | ||
| 632 | 2015.11.24 16:00 | buy | 319 | 0.01 | 1077.71 | 0.00 | 0.00 | ||
| 633 | 2015.11.25 03:00 | buy | 320 | 0.01 | 1077.27 | 0.00 | 0.00 | ||
| 634 | 2015.11.27 03:00 | buy | 321 | 0.01 | 1072.61 | 0.00 | 0.00 | ||
| 635 | 2015.12.01 03:00 | buy | 322 | 0.01 | 1065.43 | 0.00 | 0.00 | ||
| 636 | 2015.12.02 16:00 | close | 317 | 0.01 | 1058.20 | 0.00 | 0.00 | -2823.94 | 1088772.89 |
| 637 | 2015.12.07 16:00 | close | 322 | 0.01 | 1079.93 | 0.00 | 0.00 | 1617.33 | 1090390.21 |
| 638 | 2015.12.07 16:00 | close | 321 | 0.01 | 1079.93 | 0.00 | 0.00 | 785.25 | 1091175.47 |
| 639 | 2015.12.07 16:00 | close | 320 | 0.01 | 1079.93 | 0.00 | 0.00 | 247.88 | 1091423.35 |
| 640 | 2015.12.07 16:00 | close | 319 | 0.01 | 1079.93 | 0.00 | 0.00 | 193.50 | 1091616.85 |
| 641 | 2015.12.07 16:00 | close | 318 | 0.01 | 1079.93 | 0.00 | 0.00 | 389.74 | 1092006.59 |
| 642 | 2015.12.07 16:00 | close | 316 | 0.01 | 1079.93 | 0.00 | 0.00 | -648.61 | 1091357.98 |
| 643 | 2015.12.07 16:00 | close | 314 | 0.01 | 1079.93 | 0.00 | 0.00 | -1031.82 | 1090326.16 |
| 644 | 2015.12.07 16:00 | close | 312 | 0.01 | 1079.93 | 0.00 | 0.00 | -1295.74 | 1089030.42 |
| 645 | 2015.12.08 03:00 | buy | 323 | 0.01 | 1072.36 | 0.00 | 0.00 | ||
| 646 | 2015.12.08 03:00 | sell | 324 | 0.01 | 1071.86 | 0.00 | 0.00 | ||
| 647 | 2015.12.08 16:00 | close | 324 | 0.01 | 1069.93 | 0.00 | 0.00 | 218.85 | 1089249.27 |
| 648 | 2015.12.09 16:00 | close | 323 | 0.01 | 1082.27 | 0.00 | 0.00 | 1119.24 | 1090368.51 |
| 649 | 2015.12.14 03:00 | buy | 325 | 0.01 | 1075.09 | 0.00 | 0.00 | ||
| 650 | 2015.12.14 03:00 | sell | 326 | 0.01 | 1074.59 | 0.00 | 0.00 | ||
| 651 | 2015.12.14 16:00 | close | 326 | 0.01 | 1073.12 | 0.00 | 0.00 | 166.69 | 1090535.20 |
| 652 | 2015.12.22 16:00 | close | 325 | 0.01 | 1075.70 | 0.00 | 0.00 | 33.34 | 1090568.54 |
| 653 | 2015.12.22 16:00 | buy | 327 | 0.01 | 1076.20 | 0.00 | 0.00 | ||
| 654 | 2015.12.22 16:00 | sell | 328 | 0.01 | 1075.70 | 0.00 | 0.00 | ||
| 655 | 2015.12.23 03:00 | buy | 329 | 0.01 | 1074.26 | 0.00 | 0.00 | ||
| 656 | 2015.12.23 03:00 | sell | 330 | 0.01 | 1073.76 | 0.00 | 0.00 | ||
| 657 | 2015.12.23 16:00 | close | 330 | 0.01 | 1071.42 | 0.00 | 0.00 | 265.34 | 1090833.88 |
| 658 | 2015.12.23 16:00 | close | 328 | 0.01 | 1071.42 | 0.00 | 0.00 | 482.93 | 1091316.81 |
| 659 | 2015.12.23 16:00 | buy | 331 | 0.01 | 1071.42 | 0.00 | 0.00 | ||
| 660 | 2015.12.28 16:00 | buy | 332 | 0.01 | 1071.61 | 0.00 | 0.00 | ||
| 661 | 2016.01.04 03:00 | buy | 333 | 0.01 | 1064.93 | 0.00 | 0.00 | ||
| 662 | 2016.01.04 16:00 | close | 333 | 0.01 | 1078.48 | 0.00 | 0.00 | 1536.48 | 1092853.29 |
| 663 | 2016.01.04 16:00 | close | 332 | 0.01 | 1078.48 | 0.00 | 0.00 | 747.66 | 1093600.95 |
| 664 | 2016.01.04 16:00 | close | 331 | 0.01 | 1078.48 | 0.00 | 0.00 | 746.80 | 1094347.75 |
| 665 | 2016.01.04 16:00 | close | 329 | 0.01 | 1078.48 | 0.00 | 0.00 | 424.77 | 1094772.52 |
| 666 | 2016.01.04 16:00 | close | 327 | 0.01 | 1078.48 | 0.00 | 0.00 | 200.31 | 1094972.84 |
| 667 | 2016.01.08 16:00 | buy | 334 | 0.01 | 1099.70 | 0.00 | 0.00 | ||
| 668 | 2016.01.08 16:00 | sell | 335 | 0.01 | 1099.20 | 0.00 | 0.00 | ||
| 669 | 2016.01.11 16:00 | close | 335 | 0.01 | 1101.34 | 0.00 | 0.00 | -249.84 | 1094723.00 |
| 670 | 2016.01.11 16:00 | close | 334 | 0.01 | 1100.84 | 0.00 | 0.00 | 115.83 | 1094838.83 |
| 671 | 2016.01.11 16:00 | buy | 336 | 0.01 | 1101.34 | 0.00 | 0.00 | ||
| 672 | 2016.01.11 16:00 | sell | 337 | 0.01 | 1100.84 | 0.00 | 0.00 | ||
| 673 | 2016.01.12 03:00 | buy | 338 | 0.01 | 1095.40 | 0.00 | 0.00 | ||
| 674 | 2016.01.12 03:00 | sell | 339 | 0.01 | 1094.90 | 0.00 | 0.00 | ||
| 675 | 2016.01.12 16:00 | close | 339 | 0.01 | 1088.88 | 0.00 | 0.00 | 682.63 | 1095521.46 |
| 676 | 2016.01.12 16:00 | close | 337 | 0.01 | 1088.88 | 0.00 | 0.00 | 1353.79 | 1096875.25 |
| 677 | 2016.01.15 16:00 | buy | 340 | 0.01 | 1094.50 | 0.00 | 0.00 | ||
| 678 | 2016.01.18 03:00 | buy | 341 | 0.01 | 1091.08 | 0.00 | 0.00 | ||
| 679 | 2016.01.18 16:00 | buy | 342 | 0.01 | 1090.28 | 0.00 | 0.00 | ||
| 680 | 2016.01.19 03:00 | buy | 343 | 0.01 | 1088.82 | 0.00 | 0.00 | ||
| 681 | 2016.01.19 16:00 | buy | 344 | 0.01 | 1086.37 | 0.00 | 0.00 | ||
| 682 | 2016.01.20 03:00 | buy | 345 | 0.01 | 1089.83 | 0.00 | 0.00 | ||
| 683 | 2016.01.20 16:00 | close | 345 | 0.01 | 1099.49 | 0.00 | 0.00 | 1095.38 | 1097970.63 |
| 684 | 2016.01.20 16:00 | close | 344 | 0.01 | 1099.49 | 0.00 | 0.00 | 1483.24 | 1099453.87 |
| 685 | 2016.01.20 16:00 | close | 343 | 0.01 | 1099.49 | 0.00 | 0.00 | 1205.42 | 1100659.29 |
| 686 | 2016.01.20 16:00 | close | 342 | 0.01 | 1099.49 | 0.00 | 0.00 | 1035.39 | 1101694.68 |
| 687 | 2016.01.20 16:00 | close | 341 | 0.01 | 1099.49 | 0.00 | 0.00 | 944.68 | 1102639.37 |
| 688 | 2016.01.20 16:00 | close | 340 | 0.01 | 1099.49 | 0.00 | 0.00 | 543.44 | 1103182.80 |
| 689 | 2016.01.20 16:00 | close | 338 | 0.01 | 1099.49 | 0.00 | 0.00 | 427.95 | 1103610.75 |
| 690 | 2016.01.20 16:00 | close | 336 | 0.01 | 1099.49 | 0.00 | 0.00 | -250.09 | 1103360.66 |
| 691 | 2016.01.22 16:00 | buy | 346 | 0.01 | 1095.46 | 0.00 | 0.00 | ||
| 692 | 2016.01.22 16:00 | sell | 347 | 0.01 | 1094.96 | 0.00 | 0.00 | ||
| 693 | 2016.01.25 03:00 | buy | 348 | 0.01 | 1098.45 | 0.00 | 0.00 | ||
| 694 | 2016.01.25 03:00 | sell | 349 | 0.01 | 1097.95 | 0.00 | 0.00 | ||
| 695 | 2016.01.25 16:00 | close | 349 | 0.01 | 1106.91 | 0.00 | 0.00 | -1016.00 | 1102344.66 |
| 696 | 2016.01.25 16:00 | close | 348 | 0.01 | 1106.41 | 0.00 | 0.00 | 902.61 | 1103247.27 |
| 697 | 2016.01.25 16:00 | close | 347 | 0.01 | 1106.91 | 0.00 | 0.00 | -1362.23 | 1101885.04 |
| 698 | 2016.01.25 16:00 | close | 346 | 0.01 | 1106.41 | 0.00 | 0.00 | 1228.21 | 1103113.26 |
| 699 | 2016.01.29 03:00 | buy | 350 | 0.01 | 1115.06 | 0.00 | 0.00 | ||
| 700 | 2016.01.29 03:00 | sell | 351 | 0.01 | 1114.56 | 0.00 | 0.00 | ||
| 701 | 2016.01.29 16:00 | close | 351 | 0.01 | 1113.83 | 0.00 | 0.00 | 82.78 | 1103196.04 |
| 702 | 2016.02.01 16:00 | close | 350 | 0.01 | 1122.65 | 0.00 | 0.00 | 847.21 | 1104043.25 |
| 703 | 2016.02.03 16:00 | buy | 352 | 0.01 | 1126.82 | 0.00 | 0.00 | ||
| 704 | 2016.02.03 16:00 | sell | 353 | 0.01 | 1126.32 | 0.00 | 0.00 | ||
| 705 | 2016.02.04 16:00 | close | 353 | 0.01 | 1153.27 | 0.00 | 0.00 | -3058.33 | 1100984.92 |
| 706 | 2016.02.04 16:00 | close | 352 | 0.01 | 1152.77 | 0.00 | 0.00 | 2938.07 | 1103922.99 |
| 707 | 2016.02.10 16:00 | buy | 354 | 0.01 | 1187.95 | 0.00 | 0.00 | ||
| 708 | 2016.02.10 16:00 | sell | 355 | 0.01 | 1187.45 | 0.00 | 0.00 | ||
| 709 | 2016.02.11 16:00 | close | 355 | 0.01 | 1235.67 | 0.00 | 0.00 | -5470.20 | 1098452.79 |
| 710 | 2016.02.11 16:00 | close | 354 | 0.01 | 1235.17 | 0.00 | 0.00 | 5349.94 | 1103802.73 |
| 711 | 2016.02.15 03:00 | buy | 356 | 0.01 | 1228.03 | 0.00 | 0.00 | ||
| 712 | 2016.02.15 03:00 | sell | 357 | 0.01 | 1227.53 | 0.00 | 0.00 | ||
| 713 | 2016.02.15 16:00 | close | 357 | 0.01 | 1211.61 | 0.00 | 0.00 | 1805.22 | 1105607.95 |
| 714 | 2016.02.16 16:00 | buy | 358 | 0.01 | 1215.12 | 0.00 | 0.00 | ||
| 715 | 2016.02.16 16:00 | sell | 359 | 0.01 | 1214.62 | 0.00 | 0.00 | ||
| 716 | 2016.02.17 16:00 | close | 359 | 0.01 | 1209.26 | 0.00 | 0.00 | 605.40 | 1106213.34 |
| 717 | 2016.02.17 16:00 | buy | 360 | 0.01 | 1209.26 | 0.00 | 0.00 | ||
| 718 | 2016.02.19 16:00 | close | 360 | 0.01 | 1229.96 | 0.00 | 0.00 | 2338.28 | 1108551.63 |
| 719 | 2016.02.19 16:00 | close | 358 | 0.01 | 1229.96 | 0.00 | 0.00 | 1669.31 | 1110220.94 |
| 720 | 2016.02.19 16:00 | close | 356 | 0.01 | 1229.96 | 0.00 | 0.00 | 200.93 | 1110421.87 |
| 721 | 2016.02.22 16:00 | buy | 361 | 0.01 | 1209.02 | 0.00 | 0.00 | ||
| 722 | 2016.02.22 16:00 | sell | 362 | 0.01 | 1208.52 | 0.00 | 0.00 | ||
| 723 | 2016.02.23 03:00 | buy | 363 | 0.01 | 1211.19 | 0.00 | 0.00 | ||
| 724 | 2016.02.23 03:00 | sell | 364 | 0.01 | 1210.69 | 0.00 | 0.00 | ||
| 725 | 2016.02.23 16:00 | close | 364 | 0.01 | 1218.38 | 0.00 | 0.00 | -871.99 | 1109549.88 |
| 726 | 2016.02.23 16:00 | close | 363 | 0.01 | 1217.88 | 0.00 | 0.00 | 758.60 | 1110308.48 |
| 727 | 2016.02.23 16:00 | close | 362 | 0.01 | 1218.38 | 0.00 | 0.00 | -1120.44 | 1109188.04 |
| 728 | 2016.02.23 16:00 | close | 361 | 0.01 | 1217.88 | 0.00 | 0.00 | 1000.18 | 1110188.22 |
| 729 | 2016.02.23 16:00 | buy | 365 | 0.01 | 1218.38 | 0.00 | 0.00 | ||
| 730 | 2016.02.24 16:00 | close | 365 | 0.01 | 1243.43 | 0.00 | 0.00 | 2836.01 | 1113024.23 |
| 731 | 2016.02.26 16:00 | buy | 366 | 0.01 | 1229.05 | 0.00 | 0.00 | ||
| 732 | 2016.02.26 16:00 | sell | 367 | 0.01 | 1228.55 | 0.00 | 0.00 | ||
| 733 | 2016.02.29 03:00 | buy | 368 | 0.01 | 1221.63 | 0.00 | 0.00 | ||
| 734 | 2016.02.29 03:00 | sell | 369 | 0.01 | 1221.13 | 0.00 | 0.00 | ||
| 735 | 2016.02.29 16:00 | close | 369 | 0.01 | 1228.83 | 0.00 | 0.00 | -873.13 | 1112151.10 |
| 736 | 2016.02.29 16:00 | close | 368 | 0.01 | 1228.33 | 0.00 | 0.00 | 759.73 | 1112910.83 |
| 737 | 2016.02.29 16:00 | close | 367 | 0.01 | 1228.83 | 0.00 | 0.00 | -38.93 | 1112871.91 |
| 738 | 2016.02.29 16:00 | close | 366 | 0.01 | 1228.33 | 0.00 | 0.00 | -95.08 | 1112776.83 |
| 739 | 2016.02.29 16:00 | buy | 370 | 0.01 | 1228.83 | 0.00 | 0.00 | ||
| 740 | 2016.03.01 16:00 | close | 370 | 0.01 | 1244.70 | 0.00 | 0.00 | 1795.05 | 1114571.88 |
| 741 | 2016.03.02 03:00 | buy | 371 | 0.01 | 1231.09 | 0.00 | 0.00 | ||
| 742 | 2016.03.02 03:00 | sell | 372 | 0.01 | 1230.59 | 0.00 | 0.00 | ||
| 743 | 2016.03.02 16:00 | close | 372 | 0.01 | 1232.51 | 0.00 | 0.00 | -217.71 | 1114354.17 |
| 744 | 2016.03.02 16:00 | close | 371 | 0.01 | 1232.01 | 0.00 | 0.00 | 104.32 | 1114458.49 |
| 745 | 2016.03.02 16:00 | buy | 373 | 0.01 | 1232.51 | 0.00 | 0.00 | ||
| 746 | 2016.03.02 16:00 | sell | 374 | 0.01 | 1232.01 | 0.00 | 0.00 | ||
| 747 | 2016.03.03 16:00 | close | 374 | 0.01 | 1242.15 | 0.00 | 0.00 | -1152.18 | 1113306.31 |
| 748 | 2016.03.03 16:00 | close | 373 | 0.01 | 1241.65 | 0.00 | 0.00 | 1031.92 | 1114338.23 |
| 749 | 2016.03.09 03:00 | buy | 375 | 0.01 | 1262.93 | 0.00 | 0.00 | ||
| 750 | 2016.03.09 03:00 | sell | 376 | 0.01 | 1262.43 | 0.00 | 0.00 | ||