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 |
| 751 | 2016.03.09 16:00 | close | 376 | 0.01 | 1253.95 | 0.00 | 0.00 | 961.56 | 1115299.79 |
| 752 | 2016.03.11 16:00 | close | 375 | 0.01 | 1268.41 | 0.00 | 0.00 | 612.43 | 1115912.22 |
| 753 | 2016.03.11 16:00 | buy | 377 | 0.01 | 1268.91 | 0.00 | 0.00 | ||
| 754 | 2016.03.11 16:00 | sell | 378 | 0.01 | 1268.41 | 0.00 | 0.00 | ||
| 755 | 2016.03.14 03:00 | buy | 379 | 0.01 | 1254.86 | 0.00 | 0.00 | ||
| 756 | 2016.03.14 03:00 | sell | 380 | 0.01 | 1254.36 | 0.00 | 0.00 | ||
| 757 | 2016.03.14 16:00 | close | 380 | 0.01 | 1247.07 | 0.00 | 0.00 | 826.63 | 1116738.85 |
| 758 | 2016.03.14 16:00 | close | 378 | 0.01 | 1247.07 | 0.00 | 0.00 | 2412.61 | 1119151.46 |
| 759 | 2016.03.17 16:00 | close | 379 | 0.01 | 1264.96 | 0.00 | 0.00 | 1131.82 | 1120283.29 |
| 760 | 2016.03.17 16:00 | close | 377 | 0.01 | 1264.96 | 0.00 | 0.00 | -474.77 | 1119808.51 |
| 761 | 2016.03.18 16:00 | buy | 381 | 0.01 | 1253.01 | 0.00 | 0.00 | ||
| 762 | 2016.03.18 16:00 | sell | 382 | 0.01 | 1252.51 | 0.00 | 0.00 | ||
| 763 | 2016.03.21 03:00 | buy | 383 | 0.01 | 1254.48 | 0.00 | 0.00 | ||
| 764 | 2016.03.21 03:00 | sell | 384 | 0.01 | 1253.98 | 0.00 | 0.00 | ||
| 765 | 2016.03.21 16:00 | close | 384 | 0.01 | 1245.74 | 0.00 | 0.00 | 934.35 | 1120742.86 |
| 766 | 2016.03.21 16:00 | close | 382 | 0.01 | 1245.74 | 0.00 | 0.00 | 760.48 | 1121503.35 |
| 767 | 2016.03.21 16:00 | buy | 385 | 0.01 | 1245.74 | 0.00 | 0.00 | ||
| 768 | 2016.03.22 03:00 | buy | 386 | 0.01 | 1245.41 | 0.00 | 0.00 | ||
| 769 | 2016.03.22 16:00 | close | 386 | 0.01 | 1254.94 | 0.00 | 0.00 | 1080.63 | 1122583.98 |
| 770 | 2016.03.22 16:00 | close | 385 | 0.01 | 1254.94 | 0.00 | 0.00 | 1038.73 | 1123622.71 |
| 771 | 2016.03.22 16:00 | close | 383 | 0.01 | 1254.94 | 0.00 | 0.00 | 47.68 | 1123670.39 |
| 772 | 2016.03.22 16:00 | close | 381 | 0.01 | 1254.94 | 0.00 | 0.00 | 200.93 | 1123871.32 |
| 773 | 2016.03.22 16:00 | buy | 387 | 0.01 | 1255.44 | 0.00 | 0.00 | ||
| 774 | 2016.03.23 03:00 | buy | 388 | 0.01 | 1247.95 | 0.00 | 0.00 | ||
| 775 | 2016.03.23 03:00 | sell | 389 | 0.01 | 1247.45 | 0.00 | 0.00 | ||
| 776 | 2016.03.23 16:00 | close | 389 | 0.01 | 1217.35 | 0.00 | 0.00 | 3413.10 | 1127284.42 |
| 777 | 2016.03.28 16:00 | buy | 390 | 0.01 | 1219.37 | 0.00 | 0.00 | ||
| 778 | 2016.03.29 03:00 | buy | 391 | 0.01 | 1223.08 | 0.00 | 0.00 | ||
| 779 | 2016.03.29 16:00 | buy | 392 | 0.01 | 1221.04 | 0.00 | 0.00 | ||
| 780 | 2016.03.30 16:00 | close | 392 | 0.01 | 1233.56 | 0.00 | 0.00 | 1415.19 | 1128699.61 |
| 781 | 2016.03.30 16:00 | close | 391 | 0.01 | 1233.56 | 0.00 | 0.00 | 1183.87 | 1129883.48 |
| 782 | 2016.03.30 16:00 | close | 390 | 0.01 | 1233.56 | 0.00 | 0.00 | 1600.07 | 1131483.56 |
| 783 | 2016.03.30 16:00 | close | 388 | 0.01 | 1233.56 | 0.00 | 0.00 | -1663.06 | 1129820.49 |
| 784 | 2016.03.30 16:00 | close | 387 | 0.01 | 1233.56 | 0.00 | 0.00 | -2516.85 | 1127303.64 |
| 785 | 2016.04.01 03:00 | buy | 393 | 0.01 | 1232.13 | 0.00 | 0.00 | ||
| 786 | 2016.04.01 03:00 | sell | 394 | 0.01 | 1231.63 | 0.00 | 0.00 | ||
| 787 | 2016.04.01 16:00 | close | 394 | 0.01 | 1219.03 | 0.00 | 0.00 | 1428.74 | 1128732.38 |
| 788 | 2016.04.04 16:00 | buy | 395 | 0.01 | 1222.52 | 0.00 | 0.00 | ||
| 789 | 2016.04.04 16:00 | sell | 396 | 0.01 | 1222.02 | 0.00 | 0.00 | ||
| 790 | 2016.04.05 16:00 | close | 396 | 0.01 | 1235.04 | 0.00 | 0.00 | -1478.75 | 1127253.63 |
| 791 | 2016.04.05 16:00 | close | 395 | 0.01 | 1234.54 | 0.00 | 0.00 | 1358.49 | 1128612.12 |
| 792 | 2016.04.05 16:00 | close | 393 | 0.01 | 1234.54 | 0.00 | 0.00 | 255.35 | 1128867.48 |
| 793 | 2016.04.06 03:00 | buy | 397 | 0.01 | 1231.24 | 0.00 | 0.00 | ||
| 794 | 2016.04.06 03:00 | sell | 398 | 0.01 | 1230.74 | 0.00 | 0.00 | ||
| 795 | 2016.04.06 16:00 | close | 398 | 0.01 | 1219.34 | 0.00 | 0.00 | 1292.67 | 1130160.15 |
| 796 | 2016.04.07 16:00 | close | 397 | 0.01 | 1239.30 | 0.00 | 0.00 | 909.46 | 1131069.61 |
| 797 | 2016.04.08 16:00 | buy | 399 | 0.01 | 1234.15 | 0.00 | 0.00 | ||
| 798 | 2016.04.08 16:00 | sell | 400 | 0.01 | 1233.65 | 0.00 | 0.00 | ||
| 799 | 2016.04.11 16:00 | close | 400 | 0.01 | 1251.61 | 0.00 | 0.00 | -2043.70 | 1129025.91 |
| 800 | 2016.04.11 16:00 | close | 399 | 0.01 | 1251.11 | 0.00 | 0.00 | 1909.69 | 1130935.60 |
| 801 | 2016.04.13 03:00 | buy | 401 | 0.01 | 1254.64 | 0.00 | 0.00 | ||
| 802 | 2016.04.13 03:00 | sell | 402 | 0.01 | 1254.14 | 0.00 | 0.00 | ||
| 803 | 2016.04.13 16:00 | close | 402 | 0.01 | 1246.77 | 0.00 | 0.00 | 835.70 | 1131771.30 |
| 804 | 2016.04.18 16:00 | buy | 403 | 0.01 | 1239.95 | 0.00 | 0.00 | ||
| 805 | 2016.04.18 16:00 | sell | 404 | 0.01 | 1239.45 | 0.00 | 0.00 | ||
| 806 | 2016.04.19 03:00 | buy | 405 | 0.01 | 1229.81 | 0.00 | 0.00 | ||
| 807 | 2016.04.19 16:00 | close | 405 | 0.01 | 1249.87 | 0.00 | 0.00 | 2274.64 | 1134045.94 |
| 808 | 2016.04.19 16:00 | close | 404 | 0.01 | 1250.37 | 0.00 | 0.00 | -1240.63 | 1132805.31 |
| 809 | 2016.04.19 16:00 | close | 403 | 0.01 | 1249.87 | 0.00 | 0.00 | 1120.37 | 1133925.68 |
| 810 | 2016.04.19 16:00 | close | 401 | 0.01 | 1249.87 | 0.00 | 0.00 | -567.75 | 1133357.93 |
| 811 | 2016.04.22 03:00 | buy | 406 | 0.01 | 1249.62 | 0.00 | 0.00 | ||
| 812 | 2016.04.22 03:00 | sell | 407 | 0.01 | 1249.12 | 0.00 | 0.00 | ||
| 813 | 2016.04.22 16:00 | close | 407 | 0.01 | 1246.89 | 0.00 | 0.00 | 252.86 | 1133610.79 |
| 814 | 2016.04.26 03:00 | buy | 408 | 0.01 | 1238.42 | 0.00 | 0.00 | ||
| 815 | 2016.04.26 03:00 | sell | 409 | 0.01 | 1237.92 | 0.00 | 0.00 | ||
| 816 | 2016.04.26 16:00 | close | 409 | 0.01 | 1234.16 | 0.00 | 0.00 | 426.35 | 1134037.14 |
| 817 | 2016.04.27 03:00 | buy | 410 | 0.01 | 1243.23 | 0.00 | 0.00 | ||
| 818 | 2016.04.27 16:00 | close | 410 | 0.01 | 1250.39 | 0.00 | 0.00 | 811.89 | 1134849.03 |
| 819 | 2016.04.27 16:00 | close | 408 | 0.01 | 1250.39 | 0.00 | 0.00 | 1352.82 | 1136201.85 |
| 820 | 2016.04.27 16:00 | close | 406 | 0.01 | 1250.39 | 0.00 | 0.00 | 64.92 | 1136266.76 |
| 821 | 2016.05.04 03:00 | buy | 411 | 0.01 | 1287.33 | 0.00 | 0.00 | ||
| 822 | 2016.05.04 03:00 | sell | 412 | 0.01 | 1286.83 | 0.00 | 0.00 | ||
| 823 | 2016.05.04 16:00 | close | 412 | 0.01 | 1286.70 | 0.00 | 0.00 | 14.74 | 1136281.50 |
| 824 | 2016.05.06 16:00 | close | 411 | 0.01 | 1291.91 | 0.00 | 0.00 | 510.38 | 1136791.89 |
| 825 | 2016.05.09 03:00 | buy | 413 | 0.01 | 1286.07 | 0.00 | 0.00 | ||
| 826 | 2016.05.09 03:00 | sell | 414 | 0.01 | 1285.57 | 0.00 | 0.00 | ||
| 827 | 2016.05.09 16:00 | close | 414 | 0.01 | 1273.50 | 0.00 | 0.00 | 1368.64 | 1138160.53 |
| 828 | 2016.05.13 03:00 | buy | 415 | 0.01 | 1267.24 | 0.00 | 0.00 | ||
| 829 | 2016.05.13 03:00 | sell | 416 | 0.01 | 1266.74 | 0.00 | 0.00 | ||
| 830 | 2016.05.13 16:00 | close | 416 | 0.01 | 1266.87 | 0.00 | 0.00 | -14.74 | 1138145.79 |
| 831 | 2016.05.13 16:00 | buy | 417 | 0.01 | 1266.87 | 0.00 | 0.00 | ||
| 832 | 2016.05.16 03:00 | buy | 418 | 0.01 | 1274.24 | 0.00 | 0.00 | ||
| 833 | 2016.05.16 16:00 | close | 418 | 0.01 | 1286.55 | 0.00 | 0.00 | 1395.86 | 1139541.65 |
| 834 | 2016.05.16 16:00 | close | 417 | 0.01 | 1286.55 | 0.00 | 0.00 | 2218.11 | 1141759.76 |
| 835 | 2016.05.16 16:00 | close | 415 | 0.01 | 1286.55 | 0.00 | 0.00 | 2176.16 | 1143935.92 |
| 836 | 2016.05.16 16:00 | close | 413 | 0.01 | 1286.55 | 0.00 | 0.00 | 23.08 | 1143959.00 |
| 837 | 2016.05.17 03:00 | buy | 419 | 0.01 | 1275.59 | 0.00 | 0.00 | ||
| 838 | 2016.05.17 03:00 | sell | 420 | 0.01 | 1275.09 | 0.00 | 0.00 | ||
| 839 | 2016.05.17 16:00 | close | 420 | 0.01 | 1273.63 | 0.00 | 0.00 | 165.55 | 1144124.55 |
| 840 | 2016.05.18 16:00 | buy | 421 | 0.01 | 1272.26 | 0.00 | 0.00 | ||
| 841 | 2016.05.18 16:00 | sell | 422 | 0.01 | 1271.76 | 0.00 | 0.00 | ||
| 842 | 2016.05.19 16:00 | close | 422 | 0.01 | 1245.68 | 0.00 | 0.00 | 2954.87 | 1147079.42 |
| 843 | 2016.05.20 16:00 | buy | 423 | 0.01 | 1258.39 | 0.00 | 0.00 | ||
| 844 | 2016.06.01 16:00 | buy | 424 | 0.01 | 1218.28 | 0.00 | 0.00 | ||
| 845 | 2016.06.07 16:00 | buy | 425 | 0.01 | 1239.25 | 0.00 | 0.00 | ||
| 846 | 2016.06.08 03:00 | buy | 426 | 0.01 | 1244.39 | 0.00 | 0.00 | ||
| 847 | 2016.06.08 16:00 | close | 426 | 0.01 | 1257.74 | 0.00 | 0.00 | 1513.78 | 1148593.20 |
| 848 | 2016.06.08 16:00 | close | 425 | 0.01 | 1257.74 | 0.00 | 0.00 | 2092.14 | 1150685.34 |
| 849 | 2016.06.08 16:00 | close | 424 | 0.01 | 1257.74 | 0.00 | 0.00 | 4443.10 | 1155128.44 |
| 850 | 2016.06.08 16:00 | close | 423 | 0.01 | 1257.74 | 0.00 | 0.00 | -158.80 | 1154969.64 |
| 851 | 2016.06.08 16:00 | close | 421 | 0.01 | 1257.74 | 0.00 | 0.00 | -1740.51 | 1153229.13 |
| 852 | 2016.06.08 16:00 | close | 419 | 0.01 | 1257.74 | 0.00 | 0.00 | -2122.59 | 1151106.55 |
| 853 | 2016.06.15 16:00 | buy | 427 | 0.01 | 1283.47 | 0.00 | 0.00 | ||
| 854 | 2016.06.15 16:00 | sell | 428 | 0.01 | 1282.97 | 0.00 | 0.00 | ||
| 855 | 2016.06.16 16:00 | close | 428 | 0.01 | 1310.92 | 0.00 | 0.00 | -3171.70 | 1147934.84 |
| 856 | 2016.06.16 16:00 | close | 427 | 0.01 | 1310.42 | 0.00 | 0.00 | 3051.43 | 1150986.27 |
| 857 | 2016.06.17 03:00 | buy | 429 | 0.01 | 1282.45 | 0.00 | 0.00 | ||
| 858 | 2016.06.17 03:00 | sell | 430 | 0.01 | 1281.95 | 0.00 | 0.00 | ||
| 859 | 2016.06.17 16:00 | close | 430 | 0.01 | 1288.09 | 0.00 | 0.00 | -696.23 | 1150290.04 |
| 860 | 2016.06.17 16:00 | close | 429 | 0.01 | 1287.59 | 0.00 | 0.00 | 582.83 | 1150872.87 |
| 861 | 2016.06.17 16:00 | buy | 431 | 0.01 | 1288.09 | 0.00 | 0.00 | ||
| 862 | 2016.06.17 16:00 | sell | 432 | 0.01 | 1287.59 | 0.00 | 0.00 | ||
| 863 | 2016.06.20 03:00 | buy | 433 | 0.01 | 1289.68 | 0.00 | 0.00 | ||
| 864 | 2016.06.20 03:00 | sell | 434 | 0.01 | 1289.18 | 0.00 | 0.00 | ||
| 865 | 2016.06.20 16:00 | close | 434 | 0.01 | 1283.41 | 0.00 | 0.00 | 654.27 | 1151527.14 |
| 866 | 2016.06.20 16:00 | close | 432 | 0.01 | 1283.41 | 0.00 | 0.00 | 466.80 | 1151993.95 |
| 867 | 2016.06.20 16:00 | buy | 435 | 0.01 | 1283.41 | 0.00 | 0.00 | ||
| 868 | 2016.06.21 03:00 | buy | 436 | 0.01 | 1288.42 | 0.00 | 0.00 | ||
| 869 | 2016.06.24 03:00 | buy | 437 | 0.01 | 1267.75 | 0.00 | 0.00 | ||
| 870 | 2016.06.24 16:00 | close | 437 | 0.01 | 1330.00 | 0.00 | 0.00 | 7058.65 | 1159052.60 |
| 871 | 2016.06.24 16:00 | close | 436 | 0.01 | 1330.00 | 0.00 | 0.00 | 4701.40 | 1163754.00 |
| 872 | 2016.06.24 16:00 | close | 435 | 0.01 | 1330.00 | 0.00 | 0.00 | 5265.01 | 1169019.01 |
| 873 | 2016.06.24 16:00 | close | 433 | 0.01 | 1330.00 | 0.00 | 0.00 | 4554.05 | 1173573.07 |
| 874 | 2016.06.24 16:00 | close | 431 | 0.01 | 1330.00 | 0.00 | 0.00 | 4720.91 | 1178293.98 |
| 875 | 2016.06.28 16:00 | buy | 438 | 0.01 | 1313.72 | 0.00 | 0.00 | ||
| 876 | 2016.06.28 16:00 | sell | 439 | 0.01 | 1313.22 | 0.00 | 0.00 | ||
| 877 | 2016.06.29 03:00 | buy | 440 | 0.01 | 1314.39 | 0.00 | 0.00 | ||
| 878 | 2016.06.29 03:00 | sell | 441 | 0.01 | 1313.89 | 0.00 | 0.00 | ||
| 879 | 2016.06.29 16:00 | close | 441 | 0.01 | 1321.55 | 0.00 | 0.00 | -868.58 | 1177425.40 |
| 880 | 2016.06.29 16:00 | close | 440 | 0.01 | 1321.05 | 0.00 | 0.00 | 755.19 | 1178180.59 |
| 881 | 2016.06.29 16:00 | close | 439 | 0.01 | 1321.55 | 0.00 | 0.00 | -946.95 | 1177233.63 |
| 882 | 2016.06.29 16:00 | close | 438 | 0.01 | 1321.05 | 0.00 | 0.00 | 826.68 | 1178060.31 |
| 883 | 2016.06.29 16:00 | buy | 442 | 0.01 | 1321.55 | 0.00 | 0.00 | ||
| 884 | 2016.07.01 16:00 | close | 442 | 0.01 | 1334.90 | 0.00 | 0.00 | 1504.82 | 1179565.14 |
| 885 | 2016.07.08 03:00 | buy | 443 | 0.01 | 1361.31 | 0.00 | 0.00 | ||
| 886 | 2016.07.08 03:00 | sell | 444 | 0.01 | 1360.81 | 0.00 | 0.00 | ||
| 887 | 2016.07.08 16:00 | close | 444 | 0.01 | 1347.78 | 0.00 | 0.00 | 1477.50 | 1181042.64 |
| 888 | 2016.07.18 03:00 | buy | 445 | 0.01 | 1333.28 | 0.00 | 0.00 | ||
| 889 | 2016.07.18 03:00 | sell | 446 | 0.01 | 1332.78 | 0.00 | 0.00 | ||
| 890 | 2016.07.18 16:00 | close | 446 | 0.01 | 1329.58 | 0.00 | 0.00 | 362.88 | 1181405.52 |
| 891 | 2016.07.18 16:00 | buy | 447 | 0.01 | 1329.58 | 0.00 | 0.00 | ||
| 892 | 2016.07.19 03:00 | buy | 448 | 0.01 | 1329.23 | 0.00 | 0.00 | ||
| 893 | 2016.07.19 16:00 | buy | 449 | 0.01 | 1330.60 | 0.00 | 0.00 | ||
| 894 | 2016.07.20 03:00 | buy | 450 | 0.01 | 1333.19 | 0.00 | 0.00 | ||
| 895 | 2016.07.22 16:00 | buy | 451 | 0.01 | 1324.80 | 0.00 | 0.00 | ||
| 896 | 2016.07.25 03:00 | buy | 452 | 0.01 | 1323.69 | 0.00 | 0.00 | ||
| 897 | 2016.07.26 03:00 | buy | 453 | 0.01 | 1316.56 | 0.00 | 0.00 | ||
| 898 | 2016.07.27 16:00 | buy | 454 | 0.01 | 1323.24 | 0.00 | 0.00 | ||
| 899 | 2016.07.28 16:00 | close | 454 | 0.01 | 1342.94 | 0.00 | 0.00 | 2229.50 | 1183635.02 |
| 900 | 2016.07.28 16:00 | close | 453 | 0.01 | 1342.94 | 0.00 | 0.00 | 2982.53 | 1186617.55 |