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 |
| 901 | 2016.07.28 16:00 | close | 452 | 0.01 | 1342.94 | 0.00 | 0.00 | 2169.51 | 1188787.06 |
| 902 | 2016.07.28 16:00 | close | 451 | 0.01 | 1342.94 | 0.00 | 0.00 | 2030.21 | 1190817.27 |
| 903 | 2016.07.28 16:00 | close | 450 | 0.01 | 1342.94 | 0.00 | 0.00 | 1069.82 | 1191887.09 |
| 904 | 2016.07.28 16:00 | close | 449 | 0.01 | 1342.94 | 0.00 | 0.00 | 1359.05 | 1193246.14 |
| 905 | 2016.07.28 16:00 | close | 448 | 0.01 | 1342.94 | 0.00 | 0.00 | 1514.40 | 1194760.54 |
| 906 | 2016.07.28 16:00 | close | 447 | 0.01 | 1342.94 | 0.00 | 0.00 | 1470.23 | 1196230.77 |
| 907 | 2016.07.28 16:00 | close | 445 | 0.01 | 1342.94 | 0.00 | 0.00 | 1050.65 | 1197281.42 |
| 908 | 2016.07.28 16:00 | close | 443 | 0.01 | 1342.94 | 0.00 | 0.00 | -2172.74 | 1195108.68 |
| 909 | 2016.08.05 03:00 | buy | 455 | 0.01 | 1360.63 | 0.00 | 0.00 | ||
| 910 | 2016.08.05 03:00 | sell | 456 | 0.01 | 1360.13 | 0.00 | 0.00 | ||
| 911 | 2016.08.05 16:00 | close | 456 | 0.01 | 1347.83 | 0.00 | 0.00 | 1394.83 | 1196503.51 |
| 912 | 2016.08.15 03:00 | buy | 457 | 0.01 | 1339.42 | 0.00 | 0.00 | ||
| 913 | 2016.08.15 03:00 | sell | 458 | 0.01 | 1338.92 | 0.00 | 0.00 | ||
| 914 | 2016.08.15 16:00 | close | 458 | 0.01 | 1337.73 | 0.00 | 0.00 | 134.95 | 1196638.46 |
| 915 | 2016.08.15 16:00 | buy | 459 | 0.01 | 1337.73 | 0.00 | 0.00 | ||
| 916 | 2016.08.16 03:00 | buy | 460 | 0.01 | 1341.51 | 0.00 | 0.00 | ||
| 917 | 2016.08.16 16:00 | close | 460 | 0.01 | 1349.03 | 0.00 | 0.00 | 852.78 | 1197491.24 |
| 918 | 2016.08.16 16:00 | close | 459 | 0.01 | 1349.03 | 0.00 | 0.00 | 1276.95 | 1198768.19 |
| 919 | 2016.08.16 16:00 | close | 457 | 0.01 | 1349.03 | 0.00 | 0.00 | 1085.30 | 1199853.49 |
| 920 | 2016.08.16 16:00 | close | 455 | 0.01 | 1349.03 | 0.00 | 0.00 | -1364.72 | 1198488.78 |
| 921 | 2016.08.17 16:00 | buy | 461 | 0.01 | 1344.18 | 0.00 | 0.00 | ||
| 922 | 2016.08.17 16:00 | sell | 462 | 0.01 | 1343.68 | 0.00 | 0.00 | ||
| 923 | 2016.08.18 16:00 | close | 462 | 0.01 | 1350.73 | 0.00 | 0.00 | -801.87 | 1197686.90 |
| 924 | 2016.08.18 16:00 | close | 461 | 0.01 | 1350.23 | 0.00 | 0.00 | 681.60 | 1198368.51 |
| 925 | 2016.08.19 03:00 | buy | 463 | 0.01 | 1350.48 | 0.00 | 0.00 | ||
| 926 | 2016.08.19 03:00 | sell | 464 | 0.01 | 1349.98 | 0.00 | 0.00 | ||
| 927 | 2016.08.19 16:00 | close | 464 | 0.01 | 1338.72 | 0.00 | 0.00 | 1276.90 | 1199645.41 |
| 928 | 2016.08.26 16:00 | buy | 465 | 0.01 | 1331.47 | 0.00 | 0.00 | ||
| 929 | 2016.08.26 16:00 | sell | 466 | 0.01 | 1330.97 | 0.00 | 0.00 | ||
| 930 | 2016.08.29 16:00 | close | 466 | 0.01 | 1321.02 | 0.00 | 0.00 | 1121.16 | 1200766.57 |
| 931 | 2016.08.29 16:00 | buy | 467 | 0.01 | 1321.02 | 0.00 | 0.00 | ||
| 932 | 2016.08.30 03:00 | buy | 468 | 0.01 | 1324.20 | 0.00 | 0.00 | ||
| 933 | 2016.09.02 03:00 | buy | 469 | 0.01 | 1314.76 | 0.00 | 0.00 | ||
| 934 | 2016.09.06 16:00 | close | 469 | 0.01 | 1334.26 | 0.00 | 0.00 | 2193.40 | 1202959.97 |
| 935 | 2016.09.06 16:00 | close | 468 | 0.01 | 1334.26 | 0.00 | 0.00 | 1109.46 | 1204069.43 |
| 936 | 2016.09.06 16:00 | close | 467 | 0.01 | 1334.26 | 0.00 | 0.00 | 1465.60 | 1205535.03 |
| 937 | 2016.09.06 16:00 | close | 465 | 0.01 | 1334.26 | 0.00 | 0.00 | 267.12 | 1205802.15 |
| 938 | 2016.09.06 16:00 | close | 463 | 0.01 | 1334.26 | 0.00 | 0.00 | -1919.98 | 1203882.17 |
| 939 | 2016.09.09 03:00 | buy | 470 | 0.01 | 1337.69 | 0.00 | 0.00 | ||
| 940 | 2016.09.09 03:00 | sell | 471 | 0.01 | 1337.19 | 0.00 | 0.00 | ||
| 941 | 2016.09.09 16:00 | close | 471 | 0.01 | 1334.95 | 0.00 | 0.00 | 254.02 | 1204136.19 |
| 942 | 2016.09.20 16:00 | buy | 472 | 0.01 | 1314.27 | 0.00 | 0.00 | ||
| 943 | 2016.09.20 16:00 | sell | 473 | 0.01 | 1313.77 | 0.00 | 0.00 | ||
| 944 | 2016.09.21 03:00 | buy | 474 | 0.01 | 1316.39 | 0.00 | 0.00 | ||
| 945 | 2016.09.21 16:00 | close | 474 | 0.01 | 1328.15 | 0.00 | 0.00 | 1333.58 | 1205469.77 |
| 946 | 2016.09.21 16:00 | close | 473 | 0.01 | 1328.65 | 0.00 | 0.00 | -1689.78 | 1203779.99 |
| 947 | 2016.09.21 16:00 | close | 472 | 0.01 | 1328.15 | 0.00 | 0.00 | 1569.51 | 1205349.50 |
| 948 | 2016.09.21 16:00 | close | 470 | 0.01 | 1328.15 | 0.00 | 0.00 | -1135.59 | 1204213.91 |
| 949 | 2016.09.27 03:00 | buy | 475 | 0.01 | 1337.79 | 0.00 | 0.00 | ||
| 950 | 2016.09.27 03:00 | sell | 476 | 0.01 | 1337.29 | 0.00 | 0.00 | ||
| 951 | 2016.09.27 16:00 | close | 476 | 0.01 | 1333.58 | 0.00 | 0.00 | 420.71 | 1204634.62 |
| 952 | 2016.09.30 16:00 | buy | 477 | 0.01 | 1327.75 | 0.00 | 0.00 | ||
| 953 | 2016.09.30 16:00 | sell | 478 | 0.01 | 1327.25 | 0.00 | 0.00 | ||
| 954 | 2016.10.03 16:00 | close | 478 | 0.01 | 1313.81 | 0.00 | 0.00 | 1516.92 | 1206151.54 |
| 955 | 2016.10.07 16:00 | buy | 479 | 0.01 | 1262.74 | 0.00 | 0.00 | ||
| 956 | 2016.10.10 03:00 | buy | 480 | 0.01 | 1260.30 | 0.00 | 0.00 | ||
| 957 | 2016.10.10 16:00 | buy | 481 | 0.01 | 1259.69 | 0.00 | 0.00 | ||
| 958 | 2016.10.11 03:00 | buy | 482 | 0.01 | 1258.93 | 0.00 | 0.00 | ||
| 959 | 2016.10.11 16:00 | buy | 483 | 0.01 | 1255.90 | 0.00 | 0.00 | ||
| 960 | 2016.10.12 03:00 | buy | 484 | 0.01 | 1254.89 | 0.00 | 0.00 | ||
| 961 | 2016.10.14 03:00 | buy | 485 | 0.01 | 1257.45 | 0.00 | 0.00 | ||
| 962 | 2016.10.17 16:00 | buy | 486 | 0.01 | 1255.39 | 0.00 | 0.00 | ||
| 963 | 2016.10.18 03:00 | buy | 487 | 0.01 | 1256.24 | 0.00 | 0.00 | ||
| 964 | 2016.10.19 16:00 | close | 486 | 0.01 | 1270.22 | 0.00 | 0.00 | 1672.76 | 1207824.31 |
| 965 | 2016.10.28 16:00 | close | 485 | 0.01 | 1265.67 | 0.00 | 0.00 | 869.45 | 1208693.75 |
| 966 | 2016.10.28 16:00 | buy | 488 | 0.01 | 1266.17 | 0.00 | 0.00 | ||
| 967 | 2016.11.01 16:00 | close | 488 | 0.01 | 1287.95 | 0.00 | 0.00 | 2451.93 | 1211145.69 |
| 968 | 2016.11.01 16:00 | close | 487 | 0.01 | 1287.95 | 0.00 | 0.00 | 3533.21 | 1214678.89 |
| 969 | 2016.11.01 16:00 | close | 484 | 0.01 | 1287.95 | 0.00 | 0.00 | 3659.42 | 1218338.31 |
| 970 | 2016.11.01 16:00 | close | 483 | 0.01 | 1287.95 | 0.00 | 0.00 | 3540.41 | 1221878.73 |
| 971 | 2016.11.01 16:00 | close | 482 | 0.01 | 1287.95 | 0.00 | 0.00 | 3196.81 | 1225075.54 |
| 972 | 2016.11.01 16:00 | close | 481 | 0.01 | 1287.95 | 0.00 | 0.00 | 3106.14 | 1228181.68 |
| 973 | 2016.11.01 16:00 | close | 480 | 0.01 | 1287.95 | 0.00 | 0.00 | 3036.97 | 1231218.66 |
| 974 | 2016.11.01 16:00 | close | 479 | 0.01 | 1287.95 | 0.00 | 0.00 | 2746.84 | 1233965.49 |
| 975 | 2016.11.01 16:00 | close | 477 | 0.01 | 1287.95 | 0.00 | 0.00 | -4656.64 | 1229308.85 |
| 976 | 2016.11.01 16:00 | close | 475 | 0.01 | 1287.95 | 0.00 | 0.00 | -5808.62 | 1223500.23 |
| 977 | 2016.11.07 03:00 | buy | 489 | 0.01 | 1293.30 | 0.00 | 0.00 | ||
| 978 | 2016.11.07 03:00 | sell | 490 | 0.01 | 1292.80 | 0.00 | 0.00 | ||
| 979 | 2016.11.07 16:00 | close | 490 | 0.01 | 1286.82 | 0.00 | 0.00 | 678.13 | 1224178.36 |
| 980 | 2016.11.09 16:00 | close | 489 | 0.01 | 1300.90 | 0.00 | 0.00 | 852.88 | 1225031.24 |
| 981 | 2016.11.09 16:00 | buy | 491 | 0.01 | 1301.40 | 0.00 | 0.00 | ||
| 982 | 2016.11.09 16:00 | sell | 492 | 0.01 | 1300.90 | 0.00 | 0.00 | ||
| 983 | 2016.11.10 16:00 | close | 492 | 0.01 | 1276.62 | 0.00 | 0.00 | 2750.96 | 1227782.20 |
| 984 | 2016.11.16 03:00 | buy | 493 | 0.01 | 1228.62 | 0.00 | 0.00 | ||
| 985 | 2016.11.16 03:00 | sell | 494 | 0.01 | 1228.12 | 0.00 | 0.00 | ||
| 986 | 2016.11.16 16:00 | close | 494 | 0.01 | 1227.98 | 0.00 | 0.00 | 15.88 | 1227798.08 |
| 987 | 2016.11.16 16:00 | buy | 495 | 0.01 | 1227.98 | 0.00 | 0.00 | ||
| 988 | 2016.11.22 16:00 | buy | 496 | 0.01 | 1214.71 | 0.00 | 0.00 | ||
| 989 | 2016.11.23 03:00 | buy | 497 | 0.01 | 1213.11 | 0.00 | 0.00 | ||
| 990 | 2016.11.28 16:00 | buy | 498 | 0.01 | 1187.55 | 0.00 | 0.00 | ||
| 991 | 2016.11.29 03:00 | buy | 499 | 0.01 | 1192.92 | 0.00 | 0.00 | ||
| 992 | 2016.11.30 16:00 | buy | 500 | 0.01 | 1184.76 | 0.00 | 0.00 | ||
| 993 | 2016.12.02 03:00 | buy | 501 | 0.01 | 1174.82 | 0.00 | 0.00 | ||
| 994 | 2016.12.05 16:00 | close | 500 | 0.01 | 1165.96 | 0.00 | 0.00 | -2154.31 | 1225643.76 |
| 995 | 2016.12.15 16:00 | close | 491 | 0.01 | 1131.84 | 0.00 | 0.00 | -19389.34 | 1206254.42 |
| 996 | 2016.12.19 16:00 | buy | 502 | 0.01 | 1139.72 | 0.00 | 0.00 | ||
| 997 | 2016.12.20 03:00 | buy | 503 | 0.01 | 1137.69 | 0.00 | 0.00 | ||
| 998 | 2016.12.21 16:00 | buy | 504 | 0.01 | 1136.34 | 0.00 | 0.00 | ||
| 999 | 2016.12.23 16:00 | buy | 505 | 0.01 | 1130.68 | 0.00 | 0.00 | ||
| 1000 | 2016.12.27 03:00 | buy | 506 | 0.01 | 1132.14 | 0.00 | 0.00 | ||
| 1001 | 2016.12.28 16:00 | close | 499 | 0.01 | 1138.99 | 0.00 | 0.00 | -6245.61 | 1200008.81 |
| 1002 | 2017.01.03 16:00 | buy | 507 | 0.01 | 1151.12 | 0.00 | 0.00 | ||
| 1003 | 2017.01.04 03:00 | buy | 508 | 0.01 | 1157.55 | 0.00 | 0.00 | ||
| 1004 | 2017.01.05 16:00 | close | 508 | 0.01 | 1175.57 | 0.00 | 0.00 | 2039.01 | 1202047.83 |
| 1005 | 2017.01.05 16:00 | close | 507 | 0.01 | 1175.57 | 0.00 | 0.00 | 2763.69 | 1204811.52 |
| 1006 | 2017.01.05 16:00 | close | 506 | 0.01 | 1175.57 | 0.00 | 0.00 | 4884.70 | 1209696.22 |
| 1007 | 2017.01.05 16:00 | close | 505 | 0.01 | 1175.57 | 0.00 | 0.00 | 5032.34 | 1214728.56 |
| 1008 | 2017.01.05 16:00 | close | 504 | 0.01 | 1175.57 | 0.00 | 0.00 | 4381.54 | 1219110.10 |
| 1009 | 2017.01.05 16:00 | close | 503 | 0.01 | 1175.57 | 0.00 | 0.00 | 4223.97 | 1223334.07 |
| 1010 | 2017.01.05 16:00 | close | 502 | 0.01 | 1175.57 | 0.00 | 0.00 | 3989.29 | 1227323.35 |
| 1011 | 2017.01.05 16:00 | close | 501 | 0.01 | 1175.57 | 0.00 | 0.00 | -67.23 | 1227256.12 |
| 1012 | 2017.01.05 16:00 | close | 498 | 0.01 | 1175.57 | 0.00 | 0.00 | -1528.74 | 1225727.38 |
| 1013 | 2017.01.05 16:00 | close | 497 | 0.01 | 1175.57 | 0.00 | 0.00 | -4449.66 | 1221277.72 |
| 1014 | 2017.01.05 16:00 | close | 496 | 0.01 | 1175.57 | 0.00 | 0.00 | -4635.59 | 1216642.13 |
| 1015 | 2017.01.05 16:00 | close | 495 | 0.01 | 1175.57 | 0.00 | 0.00 | -6167.30 | 1210474.83 |
| 1016 | 2017.01.05 16:00 | close | 493 | 0.01 | 1175.57 | 0.00 | 0.00 | -6239.87 | 1204234.97 |
| 1017 | 2017.01.06 16:00 | buy | 509 | 0.01 | 1174.11 | 0.00 | 0.00 | ||
| 1018 | 2017.01.06 16:00 | sell | 510 | 0.01 | 1173.61 | 0.00 | 0.00 | ||
| 1019 | 2017.01.09 03:00 | buy | 511 | 0.01 | 1174.61 | 0.00 | 0.00 | ||
| 1020 | 2017.01.09 03:00 | sell | 512 | 0.01 | 1174.11 | 0.00 | 0.00 | ||
| 1021 | 2017.01.09 16:00 | close | 512 | 0.01 | 1181.08 | 0.00 | 0.00 | -790.40 | 1203444.57 |
| 1022 | 2017.01.09 16:00 | close | 511 | 0.01 | 1180.58 | 0.00 | 0.00 | 677.00 | 1204121.57 |
| 1023 | 2017.01.09 16:00 | close | 510 | 0.01 | 1181.08 | 0.00 | 0.00 | -854.29 | 1203267.28 |
| 1024 | 2017.01.09 16:00 | close | 509 | 0.01 | 1180.58 | 0.00 | 0.00 | 720.26 | 1203987.54 |
| 1025 | 2017.01.13 03:00 | buy | 513 | 0.01 | 1194.47 | 0.00 | 0.00 | ||
| 1026 | 2017.01.13 03:00 | sell | 514 | 0.01 | 1193.97 | 0.00 | 0.00 | ||
| 1027 | 2017.01.13 16:00 | close | 514 | 0.01 | 1196.87 | 0.00 | 0.00 | -328.86 | 1203658.68 |
| 1028 | 2017.01.13 16:00 | close | 513 | 0.01 | 1196.37 | 0.00 | 0.00 | 215.46 | 1203874.14 |
| 1029 | 2017.01.13 16:00 | buy | 515 | 0.01 | 1196.87 | 0.00 | 0.00 | ||
| 1030 | 2017.01.13 16:00 | sell | 516 | 0.01 | 1196.37 | 0.00 | 0.00 | ||
| 1031 | 2017.01.16 16:00 | close | 516 | 0.01 | 1203.32 | 0.00 | 0.00 | -795.32 | 1203078.83 |
| 1032 | 2017.01.16 16:00 | close | 515 | 0.01 | 1202.82 | 0.00 | 0.00 | 661.30 | 1203740.13 |
| 1033 | 2017.01.20 03:00 | buy | 517 | 0.01 | 1203.90 | 0.00 | 0.00 | ||
| 1034 | 2017.01.20 03:00 | sell | 518 | 0.01 | 1203.40 | 0.00 | 0.00 | ||
| 1035 | 2017.01.20 16:00 | close | 518 | 0.01 | 1204.30 | 0.00 | 0.00 | -102.06 | 1203638.07 |
| 1036 | 2017.01.23 16:00 | close | 517 | 0.01 | 1214.23 | 0.00 | 0.00 | 1157.99 | 1204796.06 |
| 1037 | 2017.01.23 16:00 | buy | 519 | 0.01 | 1214.73 | 0.00 | 0.00 | ||
| 1038 | 2017.01.23 16:00 | sell | 520 | 0.01 | 1214.23 | 0.00 | 0.00 | ||
| 1039 | 2017.01.24 16:00 | close | 520 | 0.01 | 1214.05 | 0.00 | 0.00 | 18.02 | 1204814.08 |
| 1040 | 2017.01.25 16:00 | buy | 521 | 0.01 | 1203.69 | 0.00 | 0.00 | ||
| 1041 | 2017.01.25 16:00 | sell | 522 | 0.01 | 1203.19 | 0.00 | 0.00 | ||
| 1042 | 2017.01.26 16:00 | close | 522 | 0.01 | 1190.19 | 0.00 | 0.00 | 1471.82 | 1206285.90 |
| 1043 | 2017.01.30 03:00 | buy | 523 | 0.01 | 1193.90 | 0.00 | 0.00 | ||
| 1044 | 2017.02.01 16:00 | close | 523 | 0.01 | 1205.71 | 0.00 | 0.00 | 1330.31 | 1207616.21 |
| 1045 | 2017.02.01 16:00 | close | 521 | 0.01 | 1205.71 | 0.00 | 0.00 | 197.72 | 1207813.93 |
| 1046 | 2017.02.01 16:00 | close | 519 | 0.01 | 1205.71 | 0.00 | 0.00 | -1063.19 | 1206750.74 |
| 1047 | 2017.02.03 03:00 | buy | 524 | 0.01 | 1213.65 | 0.00 | 0.00 | ||
| 1048 | 2017.02.03 03:00 | sell | 525 | 0.01 | 1213.15 | 0.00 | 0.00 | ||
| 1049 | 2017.02.03 16:00 | close | 525 | 0.01 | 1215.80 | 0.00 | 0.00 | -300.51 | 1206450.23 |
| 1050 | 2017.02.03 16:00 | close | 524 | 0.01 | 1215.30 | 0.00 | 0.00 | 187.11 | 1206637.34 |