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 |
| 1051 | 2017.02.03 16:00 | buy | 526 | 0.01 | 1215.80 | 0.00 | 0.00 | ||
| 1052 | 2017.02.03 16:00 | sell | 527 | 0.01 | 1215.30 | 0.00 | 0.00 | ||
| 1053 | 2017.02.06 16:00 | close | 527 | 0.01 | 1229.68 | 0.00 | 0.00 | -1637.89 | 1204999.45 |
| 1054 | 2017.02.06 16:00 | close | 526 | 0.01 | 1229.18 | 0.00 | 0.00 | 1503.87 | 1206503.32 |
| 1055 | 2017.02.13 03:00 | buy | 528 | 0.01 | 1230.99 | 0.00 | 0.00 | ||
| 1056 | 2017.02.13 03:00 | sell | 529 | 0.01 | 1230.49 | 0.00 | 0.00 | ||
| 1057 | 2017.02.13 16:00 | close | 529 | 0.01 | 1225.84 | 0.00 | 0.00 | 527.31 | 1207030.63 |
| 1058 | 2017.02.14 16:00 | close | 528 | 0.01 | 1232.81 | 0.00 | 0.00 | 201.91 | 1207232.54 |
| 1059 | 2017.02.14 16:00 | buy | 530 | 0.01 | 1233.31 | 0.00 | 0.00 | ||
| 1060 | 2017.02.14 16:00 | sell | 531 | 0.01 | 1232.81 | 0.00 | 0.00 | ||
| 1061 | 2017.02.15 03:00 | buy | 532 | 0.01 | 1226.23 | 0.00 | 0.00 | ||
| 1062 | 2017.02.15 03:00 | sell | 533 | 0.01 | 1225.73 | 0.00 | 0.00 | ||
| 1063 | 2017.02.15 16:00 | close | 533 | 0.01 | 1220.41 | 0.00 | 0.00 | 603.29 | 1207835.83 |
| 1064 | 2017.02.15 16:00 | close | 531 | 0.01 | 1220.41 | 0.00 | 0.00 | 1403.78 | 1209239.61 |
| 1065 | 2017.02.16 16:00 | close | 532 | 0.01 | 1236.47 | 0.00 | 0.00 | 1156.75 | 1210396.36 |
| 1066 | 2017.02.16 16:00 | close | 530 | 0.01 | 1236.47 | 0.00 | 0.00 | 349.39 | 1210745.75 |
| 1067 | 2017.02.20 03:00 | buy | 534 | 0.01 | 1236.25 | 0.00 | 0.00 | ||
| 1068 | 2017.02.20 03:00 | sell | 535 | 0.01 | 1235.75 | 0.00 | 0.00 | ||
| 1069 | 2017.02.20 16:00 | close | 535 | 0.01 | 1238.61 | 0.00 | 0.00 | -324.33 | 1210421.42 |
| 1070 | 2017.02.20 16:00 | close | 534 | 0.01 | 1238.11 | 0.00 | 0.00 | 210.93 | 1210632.35 |
| 1071 | 2017.02.20 16:00 | buy | 536 | 0.01 | 1238.61 | 0.00 | 0.00 | ||
| 1072 | 2017.02.20 16:00 | sell | 537 | 0.01 | 1238.11 | 0.00 | 0.00 | ||
| 1073 | 2017.02.21 03:00 | buy | 538 | 0.01 | 1235.54 | 0.00 | 0.00 | ||
| 1074 | 2017.02.21 03:00 | sell | 539 | 0.01 | 1235.04 | 0.00 | 0.00 | ||
| 1075 | 2017.02.21 16:00 | close | 539 | 0.01 | 1228.41 | 0.00 | 0.00 | 751.85 | 1211384.20 |
| 1076 | 2017.02.21 16:00 | close | 537 | 0.01 | 1228.41 | 0.00 | 0.00 | 1097.60 | 1212481.80 |
| 1077 | 2017.02.22 03:00 | buy | 540 | 0.01 | 1236.94 | 0.00 | 0.00 | ||
| 1078 | 2017.02.22 16:00 | close | 540 | 0.01 | 1238.65 | 0.00 | 0.00 | 193.92 | 1212675.72 |
| 1079 | 2017.02.22 16:00 | close | 538 | 0.01 | 1238.65 | 0.00 | 0.00 | 348.20 | 1213023.92 |
| 1080 | 2017.02.22 16:00 | close | 536 | 0.01 | 1238.65 | 0.00 | 0.00 | -4.42 | 1213019.51 |
| 1081 | 2017.02.28 03:00 | buy | 541 | 0.01 | 1252.88 | 0.00 | 0.00 | ||
| 1082 | 2017.02.28 03:00 | sell | 542 | 0.01 | 1252.38 | 0.00 | 0.00 | ||
| 1083 | 2017.02.28 16:00 | close | 542 | 0.01 | 1256.18 | 0.00 | 0.00 | -430.92 | 1212588.59 |
| 1084 | 2017.02.28 16:00 | close | 541 | 0.01 | 1255.68 | 0.00 | 0.00 | 317.52 | 1212906.11 |
| 1085 | 2017.02.28 16:00 | buy | 543 | 0.01 | 1256.18 | 0.00 | 0.00 | ||
| 1086 | 2017.02.28 16:00 | sell | 544 | 0.01 | 1255.68 | 0.00 | 0.00 | ||
| 1087 | 2017.03.01 03:00 | buy | 545 | 0.01 | 1245.60 | 0.00 | 0.00 | ||
| 1088 | 2017.03.01 03:00 | sell | 546 | 0.01 | 1245.10 | 0.00 | 0.00 | ||
| 1089 | 2017.03.01 16:00 | close | 546 | 0.01 | 1238.30 | 0.00 | 0.00 | 771.13 | 1213677.24 |
| 1090 | 2017.03.01 16:00 | close | 544 | 0.01 | 1238.30 | 0.00 | 0.00 | 1968.52 | 1215645.75 |
| 1091 | 2017.03.06 03:00 | buy | 547 | 0.01 | 1235.77 | 0.00 | 0.00 | ||
| 1092 | 2017.03.13 16:00 | buy | 548 | 0.01 | 1204.83 | 0.00 | 0.00 | ||
| 1093 | 2017.03.14 03:00 | buy | 549 | 0.01 | 1203.25 | 0.00 | 0.00 | ||
| 1094 | 2017.03.15 16:00 | buy | 550 | 0.01 | 1200.41 | 0.00 | 0.00 | ||
| 1095 | 2017.03.16 16:00 | close | 550 | 0.01 | 1228.06 | 0.00 | 0.00 | 3131.06 | 1218776.81 |
| 1096 | 2017.03.16 16:00 | close | 549 | 0.01 | 1228.06 | 0.00 | 0.00 | 2804.52 | 1221581.34 |
| 1097 | 2017.03.16 16:00 | close | 548 | 0.01 | 1228.06 | 0.00 | 0.00 | 2620.87 | 1224202.21 |
| 1098 | 2017.03.16 16:00 | close | 547 | 0.01 | 1228.06 | 0.00 | 0.00 | -919.11 | 1223283.10 |
| 1099 | 2017.03.16 16:00 | close | 545 | 0.01 | 1228.06 | 0.00 | 0.00 | -2056.23 | 1221226.87 |
| 1100 | 2017.03.16 16:00 | close | 543 | 0.01 | 1228.06 | 0.00 | 0.00 | -3260.50 | 1217966.36 |
| 1101 | 2017.03.24 03:00 | buy | 551 | 0.01 | 1244.29 | 0.00 | 0.00 | ||
| 1102 | 2017.03.24 03:00 | sell | 552 | 0.01 | 1243.79 | 0.00 | 0.00 | ||
| 1103 | 2017.03.24 16:00 | close | 552 | 0.01 | 1246.93 | 0.00 | 0.00 | -356.08 | 1217610.28 |
| 1104 | 2017.03.24 16:00 | close | 551 | 0.01 | 1246.43 | 0.00 | 0.00 | 242.68 | 1217852.96 |
| 1105 | 2017.03.24 16:00 | buy | 553 | 0.01 | 1246.93 | 0.00 | 0.00 | ||
| 1106 | 2017.03.24 16:00 | sell | 554 | 0.01 | 1246.43 | 0.00 | 0.00 | ||
| 1107 | 2017.03.27 16:00 | close | 554 | 0.01 | 1258.81 | 0.00 | 0.00 | -1411.08 | 1216441.89 |
| 1108 | 2017.03.27 16:00 | close | 553 | 0.01 | 1258.31 | 0.00 | 0.00 | 1277.06 | 1217718.95 |
| 1109 | 2017.03.29 03:00 | buy | 555 | 0.01 | 1250.54 | 0.00 | 0.00 | ||
| 1110 | 2017.03.29 03:00 | sell | 556 | 0.01 | 1250.04 | 0.00 | 0.00 | ||
| 1111 | 2017.03.29 16:00 | close | 556 | 0.01 | 1253.43 | 0.00 | 0.00 | -384.43 | 1217334.52 |
| 1112 | 2017.03.29 16:00 | close | 555 | 0.01 | 1252.93 | 0.00 | 0.00 | 271.03 | 1217605.55 |
| 1113 | 2017.03.29 16:00 | buy | 557 | 0.01 | 1253.43 | 0.00 | 0.00 | ||
| 1114 | 2017.03.29 16:00 | sell | 558 | 0.01 | 1252.93 | 0.00 | 0.00 | ||
| 1115 | 2017.03.30 16:00 | close | 558 | 0.01 | 1248.26 | 0.00 | 0.00 | 527.19 | 1218132.74 |
| 1116 | 2017.04.03 03:00 | buy | 559 | 0.01 | 1248.63 | 0.00 | 0.00 | ||
| 1117 | 2017.04.03 03:00 | sell | 560 | 0.01 | 1248.13 | 0.00 | 0.00 | ||
| 1118 | 2017.04.03 16:00 | close | 560 | 0.01 | 1247.01 | 0.00 | 0.00 | 127.01 | 1218259.75 |
| 1119 | 2017.04.03 16:00 | buy | 561 | 0.01 | 1247.01 | 0.00 | 0.00 | ||
| 1120 | 2017.04.04 16:00 | close | 561 | 0.01 | 1257.87 | 0.00 | 0.00 | 1227.05 | 1219486.80 |
| 1121 | 2017.04.04 16:00 | close | 559 | 0.01 | 1257.87 | 0.00 | 0.00 | 1043.35 | 1220530.15 |
| 1122 | 2017.04.04 16:00 | close | 557 | 0.01 | 1257.87 | 0.00 | 0.00 | 476.63 | 1221006.78 |
| 1123 | 2017.04.05 16:00 | buy | 562 | 0.01 | 1249.58 | 0.00 | 0.00 | ||
| 1124 | 2017.04.05 16:00 | sell | 563 | 0.01 | 1249.08 | 0.00 | 0.00 | ||
| 1125 | 2017.04.06 16:00 | close | 563 | 0.01 | 1253.67 | 0.00 | 0.00 | -522.90 | 1220483.87 |
| 1126 | 2017.04.06 16:00 | close | 562 | 0.01 | 1253.17 | 0.00 | 0.00 | 402.63 | 1220886.51 |
| 1127 | 2017.04.07 03:00 | buy | 564 | 0.01 | 1251.88 | 0.00 | 0.00 | ||
| 1128 | 2017.04.07 03:00 | sell | 565 | 0.01 | 1251.38 | 0.00 | 0.00 | ||
| 1129 | 2017.04.07 16:00 | close | 565 | 0.01 | 1266.61 | 0.00 | 0.00 | -1727.10 | 1219159.41 |
| 1130 | 2017.04.07 16:00 | close | 564 | 0.01 | 1266.11 | 0.00 | 0.00 | 1613.70 | 1220773.11 |
| 1131 | 2017.04.10 03:00 | buy | 566 | 0.01 | 1255.52 | 0.00 | 0.00 | ||
| 1132 | 2017.04.10 03:00 | sell | 567 | 0.01 | 1255.02 | 0.00 | 0.00 | ||
| 1133 | 2017.04.10 16:00 | close | 567 | 0.01 | 1249.48 | 0.00 | 0.00 | 628.24 | 1221401.35 |
| 1134 | 2017.04.11 16:00 | close | 566 | 0.01 | 1260.41 | 0.00 | 0.00 | 550.05 | 1221951.40 |
| 1135 | 2017.04.17 16:00 | buy | 568 | 0.01 | 1287.10 | 0.00 | 0.00 | ||
| 1136 | 2017.04.17 16:00 | sell | 569 | 0.01 | 1286.60 | 0.00 | 0.00 | ||
| 1137 | 2017.04.18 03:00 | buy | 570 | 0.01 | 1283.38 | 0.00 | 0.00 | ||
| 1138 | 2017.04.18 03:00 | sell | 571 | 0.01 | 1282.88 | 0.00 | 0.00 | ||
| 1139 | 2017.04.18 16:00 | close | 571 | 0.01 | 1285.53 | 0.00 | 0.00 | -300.51 | 1221650.89 |
| 1140 | 2017.04.18 16:00 | close | 569 | 0.01 | 1285.53 | 0.00 | 0.00 | 118.95 | 1221769.83 |
| 1141 | 2017.04.18 16:00 | buy | 572 | 0.01 | 1285.53 | 0.00 | 0.00 | ||
| 1142 | 2017.04.19 03:00 | buy | 573 | 0.01 | 1289.65 | 0.00 | 0.00 | ||
| 1143 | 2017.04.19 16:00 | buy | 574 | 0.01 | 1285.70 | 0.00 | 0.00 | ||
| 1144 | 2017.04.21 16:00 | buy | 575 | 0.01 | 1282.84 | 0.00 | 0.00 | ||
| 1145 | 2017.04.25 03:00 | buy | 576 | 0.01 | 1277.95 | 0.00 | 0.00 | ||
| 1146 | 2017.04.28 16:00 | buy | 577 | 0.01 | 1267.05 | 0.00 | 0.00 | ||
| 1147 | 2017.05.01 03:00 | buy | 578 | 0.01 | 1270.78 | 0.00 | 0.00 | ||
| 1148 | 2017.05.03 16:00 | close | 576 | 0.01 | 1252.83 | 0.00 | 0.00 | -2884.46 | 1218885.37 |
| 1149 | 2017.05.08 03:00 | buy | 579 | 0.01 | 1235.06 | 0.00 | 0.00 | ||
| 1150 | 2017.05.12 03:00 | buy | 580 | 0.01 | 1225.39 | 0.00 | 0.00 | ||
| 1151 | 2017.05.15 16:00 | close | 578 | 0.01 | 1236.16 | 0.00 | 0.00 | -3988.64 | 1214896.73 |
| 1152 | 2017.05.19 03:00 | buy | 581 | 0.01 | 1249.00 | 0.00 | 0.00 | ||
| 1153 | 2017.05.19 16:00 | buy | 582 | 0.01 | 1253.46 | 0.00 | 0.00 | ||
| 1154 | 2017.05.24 16:00 | close | 577 | 0.01 | 1252.88 | 0.00 | 0.00 | -1723.34 | 1213173.39 |
| 1155 | 2017.05.24 16:00 | buy | 583 | 0.01 | 1253.38 | 0.00 | 0.00 | ||
| 1156 | 2017.05.30 16:00 | buy | 584 | 0.01 | 1262.18 | 0.00 | 0.00 | ||
| 1157 | 2017.05.31 03:00 | buy | 585 | 0.01 | 1262.78 | 0.00 | 0.00 | ||
| 1158 | 2017.06.01 16:00 | close | 575 | 0.01 | 1264.12 | 0.00 | 0.00 | -2306.51 | 1210866.88 |
| 1159 | 2017.06.02 16:00 | close | 585 | 0.01 | 1273.64 | 0.00 | 0.00 | 1222.57 | 1212089.45 |
| 1160 | 2017.06.02 16:00 | close | 584 | 0.01 | 1273.64 | 0.00 | 0.00 | 1286.14 | 1213375.60 |
| 1161 | 2017.06.02 16:00 | close | 583 | 0.01 | 1273.64 | 0.00 | 0.00 | 2257.19 | 1215632.79 |
| 1162 | 2017.06.02 16:00 | close | 582 | 0.01 | 1273.64 | 0.00 | 0.00 | 2225.73 | 1217858.51 |
| 1163 | 2017.06.02 16:00 | close | 581 | 0.01 | 1273.64 | 0.00 | 0.00 | 2731.50 | 1220590.01 |
| 1164 | 2017.06.02 16:00 | close | 580 | 0.01 | 1273.64 | 0.00 | 0.00 | 5377.54 | 1225967.55 |
| 1165 | 2017.06.02 16:00 | close | 579 | 0.01 | 1273.64 | 0.00 | 0.00 | 4263.04 | 1230230.59 |
| 1166 | 2017.06.02 16:00 | close | 574 | 0.01 | 1273.64 | 0.00 | 0.00 | -1564.69 | 1228665.90 |
| 1167 | 2017.06.02 16:00 | close | 573 | 0.01 | 1273.64 | 0.00 | 0.00 | -2012.62 | 1226653.27 |
| 1168 | 2017.06.02 16:00 | close | 572 | 0.01 | 1273.64 | 0.00 | 0.00 | -1549.89 | 1225103.38 |
| 1169 | 2017.06.02 16:00 | close | 570 | 0.01 | 1273.64 | 0.00 | 0.00 | -1306.08 | 1223797.30 |
| 1170 | 2017.06.02 16:00 | close | 568 | 0.01 | 1273.64 | 0.00 | 0.00 | -1732.41 | 1222064.89 |
| 1171 | 2017.06.09 03:00 | buy | 586 | 0.01 | 1280.36 | 0.00 | 0.00 | ||
| 1172 | 2017.06.09 03:00 | sell | 587 | 0.01 | 1279.86 | 0.00 | 0.00 | ||
| 1173 | 2017.06.09 16:00 | close | 587 | 0.01 | 1267.95 | 0.00 | 0.00 | 1350.61 | 1223415.50 |
| 1174 | 2017.06.28 16:00 | buy | 588 | 0.01 | 1252.17 | 0.00 | 0.00 | ||
| 1175 | 2017.06.28 16:00 | sell | 589 | 0.01 | 1251.67 | 0.00 | 0.00 | ||
| 1176 | 2017.06.29 16:00 | close | 589 | 0.01 | 1241.70 | 0.00 | 0.00 | 1128.22 | 1224543.72 |
| 1177 | 2017.06.30 03:00 | buy | 590 | 0.01 | 1246.87 | 0.00 | 0.00 | ||
| 1178 | 2017.07.07 16:00 | buy | 591 | 0.01 | 1221.44 | 0.00 | 0.00 | ||
| 1179 | 2017.07.11 03:00 | buy | 592 | 0.01 | 1214.12 | 0.00 | 0.00 | ||
| 1180 | 2017.07.19 16:00 | close | 590 | 0.01 | 1243.12 | 0.00 | 0.00 | -510.34 | 1224033.38 |
| 1181 | 2017.07.21 16:00 | close | 592 | 0.01 | 1251.46 | 0.00 | 0.00 | 4189.49 | 1228222.87 |
| 1182 | 2017.07.21 16:00 | close | 591 | 0.01 | 1251.46 | 0.00 | 0.00 | 3341.51 | 1231564.38 |
| 1183 | 2017.07.21 16:00 | close | 588 | 0.01 | 1251.46 | 0.00 | 0.00 | -183.52 | 1231380.85 |
| 1184 | 2017.07.21 16:00 | close | 586 | 0.01 | 1251.46 | 0.00 | 0.00 | -3465.31 | 1227915.54 |
| 1185 | 2017.07.25 16:00 | buy | 593 | 0.01 | 1251.72 | 0.00 | 0.00 | ||
| 1186 | 2017.07.25 16:00 | sell | 594 | 0.01 | 1251.22 | 0.00 | 0.00 | ||
| 1187 | 2017.07.26 03:00 | buy | 595 | 0.01 | 1247.13 | 0.00 | 0.00 | ||
| 1188 | 2017.07.26 03:00 | sell | 596 | 0.01 | 1246.63 | 0.00 | 0.00 | ||
| 1189 | 2017.07.26 16:00 | close | 596 | 0.01 | 1247.18 | 0.00 | 0.00 | -62.37 | 1227853.17 |
| 1190 | 2017.07.26 16:00 | close | 594 | 0.01 | 1247.18 | 0.00 | 0.00 | 455.74 | 1228308.91 |
| 1191 | 2017.07.26 16:00 | buy | 597 | 0.01 | 1247.18 | 0.00 | 0.00 | ||
| 1192 | 2017.07.27 16:00 | close | 597 | 0.01 | 1263.37 | 0.00 | 0.00 | 1831.43 | 1230140.34 |
| 1193 | 2017.07.27 16:00 | close | 595 | 0.01 | 1263.37 | 0.00 | 0.00 | 1837.10 | 1231977.44 |
| 1194 | 2017.07.27 16:00 | close | 593 | 0.01 | 1263.37 | 0.00 | 0.00 | 1312.13 | 1233289.57 |
| 1195 | 2017.08.01 16:00 | buy | 598 | 0.01 | 1267.84 | 0.00 | 0.00 | ||
| 1196 | 2017.08.01 16:00 | sell | 599 | 0.01 | 1267.34 | 0.00 | 0.00 | ||
| 1197 | 2017.08.02 03:00 | buy | 600 | 0.01 | 1268.04 | 0.00 | 0.00 | ||
| 1198 | 2017.08.02 03:00 | sell | 601 | 0.01 | 1267.54 | 0.00 | 0.00 | ||
| 1199 | 2017.08.02 16:00 | close | 601 | 0.01 | 1265.08 | 0.00 | 0.00 | 278.96 | 1233568.53 |
| 1200 | 2017.08.02 16:00 | close | 599 | 0.01 | 1265.08 | 0.00 | 0.00 | 253.89 | 1233822.42 |