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 |
| 1201 | 2017.08.02 16:00 | buy | 602 | 0.01 | 1265.08 | 0.00 | 0.00 | ||
| 1202 | 2017.08.08 16:00 | buy | 603 | 0.01 | 1262.68 | 0.00 | 0.00 | ||
| 1203 | 2017.08.09 03:00 | buy | 604 | 0.01 | 1262.36 | 0.00 | 0.00 | ||
| 1204 | 2017.08.09 16:00 | close | 604 | 0.01 | 1274.82 | 0.00 | 0.00 | 1412.94 | 1235235.36 |
| 1205 | 2017.08.09 16:00 | close | 603 | 0.01 | 1274.82 | 0.00 | 0.00 | 1372.17 | 1236607.53 |
| 1206 | 2017.08.09 16:00 | close | 602 | 0.01 | 1274.82 | 0.00 | 0.00 | 1073.15 | 1237680.68 |
| 1207 | 2017.08.09 16:00 | close | 600 | 0.01 | 1274.82 | 0.00 | 0.00 | 737.49 | 1238418.16 |
| 1208 | 2017.08.09 16:00 | close | 598 | 0.01 | 1274.82 | 0.00 | 0.00 | 755.69 | 1239173.85 |
| 1209 | 2017.08.14 16:00 | buy | 605 | 0.01 | 1281.98 | 0.00 | 0.00 | ||
| 1210 | 2017.08.14 16:00 | sell | 606 | 0.01 | 1281.48 | 0.00 | 0.00 | ||
| 1211 | 2017.08.15 03:00 | buy | 607 | 0.01 | 1279.58 | 0.00 | 0.00 | ||
| 1212 | 2017.08.15 03:00 | sell | 608 | 0.01 | 1279.08 | 0.00 | 0.00 | ||
| 1213 | 2017.08.15 16:00 | close | 608 | 0.01 | 1268.61 | 0.00 | 0.00 | 1187.28 | 1240361.13 |
| 1214 | 2017.08.15 16:00 | close | 606 | 0.01 | 1268.61 | 0.00 | 0.00 | 1457.04 | 1241818.17 |
| 1215 | 2017.08.17 16:00 | close | 607 | 0.01 | 1284.37 | 0.00 | 0.00 | 534.22 | 1242352.39 |
| 1216 | 2017.08.17 16:00 | close | 605 | 0.01 | 1284.37 | 0.00 | 0.00 | 257.58 | 1242609.98 |
| 1217 | 2017.08.21 03:00 | buy | 609 | 0.01 | 1284.02 | 0.00 | 0.00 | ||
| 1218 | 2017.08.21 03:00 | sell | 610 | 0.01 | 1283.52 | 0.00 | 0.00 | ||
| 1219 | 2017.08.21 16:00 | close | 610 | 0.01 | 1288.67 | 0.00 | 0.00 | -584.00 | 1242025.98 |
| 1220 | 2017.08.21 16:00 | close | 609 | 0.01 | 1288.17 | 0.00 | 0.00 | 470.60 | 1242496.58 |
| 1221 | 2017.08.21 16:00 | buy | 611 | 0.01 | 1288.67 | 0.00 | 0.00 | ||
| 1222 | 2017.08.21 16:00 | sell | 612 | 0.01 | 1288.17 | 0.00 | 0.00 | ||
| 1223 | 2017.08.22 16:00 | close | 612 | 0.01 | 1286.99 | 0.00 | 0.00 | 131.42 | 1242627.99 |
| 1224 | 2017.08.23 16:00 | close | 611 | 0.01 | 1289.21 | 0.00 | 0.00 | 52.27 | 1242680.27 |
| 1225 | 2017.08.23 16:00 | buy | 613 | 0.01 | 1289.71 | 0.00 | 0.00 | ||
| 1226 | 2017.08.23 16:00 | sell | 614 | 0.01 | 1289.21 | 0.00 | 0.00 | ||
| 1227 | 2017.08.24 16:00 | close | 614 | 0.01 | 1287.50 | 0.00 | 0.00 | 191.52 | 1242871.78 |
| 1228 | 2017.08.25 16:00 | buy | 615 | 0.01 | 1287.04 | 0.00 | 0.00 | ||
| 1229 | 2017.08.25 16:00 | sell | 616 | 0.01 | 1286.54 | 0.00 | 0.00 | ||
| 1230 | 2017.08.28 16:00 | close | 616 | 0.01 | 1299.31 | 0.00 | 0.00 | -1455.27 | 1241416.52 |
| 1231 | 2017.08.28 16:00 | close | 615 | 0.01 | 1298.81 | 0.00 | 0.00 | 1321.25 | 1242737.77 |
| 1232 | 2017.08.28 16:00 | close | 613 | 0.01 | 1298.81 | 0.00 | 0.00 | 1009.53 | 1243747.29 |
| 1233 | 2017.08.30 03:00 | buy | 617 | 0.01 | 1309.31 | 0.00 | 0.00 | ||
| 1234 | 2017.08.30 03:00 | sell | 618 | 0.01 | 1308.81 | 0.00 | 0.00 | ||
| 1235 | 2017.08.30 16:00 | close | 618 | 0.01 | 1307.99 | 0.00 | 0.00 | 92.99 | 1243840.28 |
| 1236 | 2017.09.01 16:00 | close | 617 | 0.01 | 1321.56 | 0.00 | 0.00 | 1380.17 | 1245220.46 |
| 1237 | 2017.09.05 16:00 | buy | 619 | 0.01 | 1331.64 | 0.00 | 0.00 | ||
| 1238 | 2017.09.05 16:00 | sell | 620 | 0.01 | 1331.14 | 0.00 | 0.00 | ||
| 1239 | 2017.09.06 16:00 | close | 620 | 0.01 | 1339.79 | 0.00 | 0.00 | -983.28 | 1244237.17 |
| 1240 | 2017.09.06 16:00 | close | 619 | 0.01 | 1339.29 | 0.00 | 0.00 | 863.01 | 1245100.18 |
| 1241 | 2017.09.11 03:00 | buy | 621 | 0.01 | 1338.16 | 0.00 | 0.00 | ||
| 1242 | 2017.09.11 03:00 | sell | 622 | 0.01 | 1337.66 | 0.00 | 0.00 | ||
| 1243 | 2017.09.11 16:00 | close | 622 | 0.01 | 1333.11 | 0.00 | 0.00 | 515.96 | 1245616.14 |
| 1244 | 2017.09.13 03:00 | buy | 623 | 0.01 | 1331.43 | 0.00 | 0.00 | ||
| 1245 | 2017.09.13 03:00 | sell | 624 | 0.01 | 1330.93 | 0.00 | 0.00 | ||
| 1246 | 2017.09.13 16:00 | close | 624 | 0.01 | 1332.16 | 0.00 | 0.00 | -139.48 | 1245476.66 |
| 1247 | 2017.09.13 16:00 | buy | 625 | 0.01 | 1332.16 | 0.00 | 0.00 | ||
| 1248 | 2017.09.15 16:00 | buy | 626 | 0.01 | 1326.89 | 0.00 | 0.00 | ||
| 1249 | 2017.09.20 03:00 | buy | 627 | 0.01 | 1311.27 | 0.00 | 0.00 | ||
| 1250 | 2017.09.25 16:00 | buy | 628 | 0.01 | 1293.31 | 0.00 | 0.00 | ||
| 1251 | 2017.09.26 16:00 | buy | 629 | 0.01 | 1299.20 | 0.00 | 0.00 | ||
| 1252 | 2017.09.27 03:00 | buy | 630 | 0.01 | 1293.70 | 0.00 | 0.00 | ||
| 1253 | 2017.09.29 03:00 | buy | 631 | 0.01 | 1287.34 | 0.00 | 0.00 | ||
| 1254 | 2017.10.02 16:00 | close | 630 | 0.01 | 1275.13 | 0.00 | 0.00 | -2128.17 | 1243348.49 |
| 1255 | 2017.10.12 16:00 | close | 621 | 0.01 | 1292.08 | 0.00 | 0.00 | -5364.18 | 1237984.31 |
| 1256 | 2017.10.17 03:00 | buy | 632 | 0.01 | 1295.32 | 0.00 | 0.00 | ||
| 1257 | 2017.10.20 03:00 | buy | 633 | 0.01 | 1290.40 | 0.00 | 0.00 | ||
| 1258 | 2017.10.24 03:00 | buy | 634 | 0.01 | 1283.01 | 0.00 | 0.00 | ||
| 1259 | 2017.10.24 16:00 | buy | 635 | 0.01 | 1277.75 | 0.00 | 0.00 | ||
| 1260 | 2017.10.25 16:00 | close | 631 | 0.01 | 1272.25 | 0.00 | 0.00 | -1827.61 | 1236156.70 |
| 1261 | 2017.10.30 03:00 | buy | 636 | 0.01 | 1272.40 | 0.00 | 0.00 | ||
| 1262 | 2017.10.31 16:00 | buy | 637 | 0.01 | 1271.96 | 0.00 | 0.00 | ||
| 1263 | 2017.11.01 16:00 | buy | 638 | 0.01 | 1273.58 | 0.00 | 0.00 | ||
| 1264 | 2017.11.02 16:00 | close | 626 | 0.01 | 1277.07 | 0.00 | 0.00 | -5864.43 | 1230292.28 |
| 1265 | 2017.11.03 16:00 | buy | 639 | 0.01 | 1277.46 | 0.00 | 0.00 | ||
| 1266 | 2017.11.07 16:00 | buy | 640 | 0.01 | 1278.43 | 0.00 | 0.00 | ||
| 1267 | 2017.11.08 03:00 | buy | 641 | 0.01 | 1277.19 | 0.00 | 0.00 | ||
| 1268 | 2017.11.10 16:00 | close | 641 | 0.01 | 1284.51 | 0.00 | 0.00 | 821.11 | 1231113.39 |
| 1269 | 2017.11.13 16:00 | buy | 642 | 0.01 | 1277.83 | 0.00 | 0.00 | ||
| 1270 | 2017.11.14 03:00 | buy | 643 | 0.01 | 1277.96 | 0.00 | 0.00 | ||
| 1271 | 2017.11.15 03:00 | buy | 644 | 0.01 | 1281.24 | 0.00 | 0.00 | ||
| 1272 | 2017.11.16 16:00 | close | 634 | 0.01 | 1279.38 | 0.00 | 0.00 | -514.64 | 1230598.74 |
| 1273 | 2017.11.22 16:00 | close | 623 | 0.01 | 1285.23 | 0.00 | 0.00 | -5552.46 | 1225046.28 |
| 1274 | 2017.11.22 16:00 | buy | 645 | 0.01 | 1285.73 | 0.00 | 0.00 | ||
| 1275 | 2017.11.23 16:00 | close | 645 | 0.01 | 1291.79 | 0.00 | 0.00 | 682.71 | 1225728.99 |
| 1276 | 2017.11.23 16:00 | close | 644 | 0.01 | 1291.79 | 0.00 | 0.00 | 1160.51 | 1226889.50 |
| 1277 | 2017.11.23 16:00 | close | 643 | 0.01 | 1291.79 | 0.00 | 0.00 | 1527.97 | 1228417.47 |
| 1278 | 2017.11.23 16:00 | close | 642 | 0.01 | 1291.79 | 0.00 | 0.00 | 1538.23 | 1229955.70 |
| 1279 | 2017.11.23 16:00 | close | 640 | 0.01 | 1291.79 | 0.00 | 0.00 | 1443.32 | 1231399.02 |
| 1280 | 2017.11.23 16:00 | close | 639 | 0.01 | 1291.79 | 0.00 | 0.00 | 1535.40 | 1232934.42 |
| 1281 | 2017.11.23 16:00 | close | 638 | 0.01 | 1291.79 | 0.00 | 0.00 | 1966.42 | 1234900.84 |
| 1282 | 2017.11.23 16:00 | close | 637 | 0.01 | 1291.79 | 0.00 | 0.00 | 2145.65 | 1237046.49 |
| 1283 | 2017.11.23 16:00 | close | 636 | 0.01 | 1291.79 | 0.00 | 0.00 | 2091.28 | 1239137.77 |
| 1284 | 2017.11.23 16:00 | close | 635 | 0.01 | 1291.79 | 0.00 | 0.00 | 1457.72 | 1240595.49 |
| 1285 | 2017.11.23 16:00 | close | 633 | 0.01 | 1291.79 | 0.00 | 0.00 | 5.34 | 1240600.83 |
| 1286 | 2017.11.23 16:00 | close | 632 | 0.01 | 1291.79 | 0.00 | 0.00 | -566.01 | 1240034.82 |
| 1287 | 2017.11.23 16:00 | close | 629 | 0.01 | 1291.79 | 0.00 | 0.00 | -1100.05 | 1238934.77 |
| 1288 | 2017.11.23 16:00 | close | 628 | 0.01 | 1291.79 | 0.00 | 0.00 | -436.62 | 1238498.15 |
| 1289 | 2017.11.23 16:00 | close | 627 | 0.01 | 1291.79 | 0.00 | 0.00 | -2495.62 | 1236002.53 |
| 1290 | 2017.11.23 16:00 | close | 625 | 0.01 | 1291.79 | 0.00 | 0.00 | -4895.84 | 1231106.69 |
| 1291 | 2017.11.24 03:00 | buy | 646 | 0.01 | 1290.50 | 0.00 | 0.00 | ||
| 1292 | 2017.11.24 03:00 | sell | 647 | 0.01 | 1290.00 | 0.00 | 0.00 | ||
| 1293 | 2017.11.24 16:00 | close | 647 | 0.01 | 1288.76 | 0.00 | 0.00 | 140.61 | 1231247.30 |
| 1294 | 2017.11.27 16:00 | close | 646 | 0.01 | 1298.21 | 0.00 | 0.00 | 860.85 | 1232108.15 |
| 1295 | 2017.11.29 03:00 | buy | 648 | 0.01 | 1294.26 | 0.00 | 0.00 | ||
| 1296 | 2017.11.29 03:00 | sell | 649 | 0.01 | 1293.76 | 0.00 | 0.00 | ||
| 1297 | 2017.11.29 16:00 | close | 649 | 0.01 | 1288.34 | 0.00 | 0.00 | 614.61 | 1232722.76 |
| 1298 | 2017.12.05 03:00 | buy | 650 | 0.01 | 1276.75 | 0.00 | 0.00 | ||
| 1299 | 2017.12.05 03:00 | sell | 651 | 0.01 | 1276.25 | 0.00 | 0.00 | ||
| 1300 | 2017.12.05 16:00 | close | 651 | 0.01 | 1274.25 | 0.00 | 0.00 | 226.79 | 1232949.55 |
| 1301 | 2017.12.05 16:00 | buy | 652 | 0.01 | 1274.25 | 0.00 | 0.00 | ||
| 1302 | 2017.12.13 16:00 | buy | 653 | 0.01 | 1245.02 | 0.00 | 0.00 | ||
| 1303 | 2017.12.18 03:00 | buy | 654 | 0.01 | 1254.49 | 0.00 | 0.00 | ||
| 1304 | 2017.12.26 16:00 | close | 654 | 0.01 | 1281.20 | 0.00 | 0.00 | 2992.95 | 1235942.50 |
| 1305 | 2017.12.26 16:00 | close | 653 | 0.01 | 1281.20 | 0.00 | 0.00 | 4044.40 | 1239986.91 |
| 1306 | 2017.12.26 16:00 | close | 652 | 0.01 | 1281.20 | 0.00 | 0.00 | 694.04 | 1240680.95 |
| 1307 | 2017.12.26 16:00 | close | 650 | 0.01 | 1281.20 | 0.00 | 0.00 | 410.55 | 1241091.50 |
| 1308 | 2017.12.26 16:00 | close | 648 | 0.01 | 1281.20 | 0.00 | 0.00 | -1601.87 | 1239489.63 |
| 1309 | 2018.01.09 03:00 | buy | 655 | 0.01 | 1318.33 | 0.00 | 0.00 | ||
| 1310 | 2018.01.09 03:00 | sell | 656 | 0.01 | 1317.83 | 0.00 | 0.00 | ||
| 1311 | 2018.01.09 16:00 | close | 656 | 0.01 | 1312.93 | 0.00 | 0.00 | 555.64 | 1240045.27 |
| 1312 | 2018.01.10 16:00 | close | 655 | 0.01 | 1319.58 | 0.00 | 0.00 | 137.26 | 1240182.53 |
| 1313 | 2018.01.10 16:00 | buy | 657 | 0.01 | 1320.08 | 0.00 | 0.00 | ||
| 1314 | 2018.01.10 16:00 | sell | 658 | 0.01 | 1319.58 | 0.00 | 0.00 | ||
| 1315 | 2018.01.11 16:00 | close | 658 | 0.01 | 1321.29 | 0.00 | 0.00 | -196.30 | 1239986.23 |
| 1316 | 2018.01.11 16:00 | close | 657 | 0.01 | 1320.79 | 0.00 | 0.00 | 76.03 | 1240062.26 |
| 1317 | 2018.01.16 16:00 | buy | 659 | 0.01 | 1333.83 | 0.00 | 0.00 | ||
| 1318 | 2018.01.16 16:00 | sell | 660 | 0.01 | 1333.33 | 0.00 | 0.00 | ||
| 1319 | 2018.01.17 16:00 | close | 660 | 0.01 | 1335.42 | 0.00 | 0.00 | -239.39 | 1239822.87 |
| 1320 | 2018.01.17 16:00 | close | 659 | 0.01 | 1334.92 | 0.00 | 0.00 | 119.12 | 1239941.99 |
| 1321 | 2018.01.17 16:00 | buy | 661 | 0.01 | 1335.42 | 0.00 | 0.00 | ||
| 1322 | 2018.01.17 16:00 | sell | 662 | 0.01 | 1334.92 | 0.00 | 0.00 | ||
| 1323 | 2018.01.18 16:00 | close | 662 | 0.01 | 1330.42 | 0.00 | 0.00 | 507.89 | 1240449.88 |
| 1324 | 2018.01.19 16:00 | buy | 663 | 0.01 | 1334.49 | 0.00 | 0.00 | ||
| 1325 | 2018.01.19 16:00 | sell | 664 | 0.01 | 1333.99 | 0.00 | 0.00 | ||
| 1326 | 2018.01.22 03:00 | buy | 665 | 0.01 | 1333.92 | 0.00 | 0.00 | ||
| 1327 | 2018.01.22 16:00 | close | 664 | 0.01 | 1334.35 | 0.00 | 0.00 | -48.00 | 1240401.88 |
| 1328 | 2018.01.23 16:00 | close | 665 | 0.01 | 1336.28 | 0.00 | 0.00 | 263.13 | 1240665.01 |
| 1329 | 2018.01.23 16:00 | close | 663 | 0.01 | 1336.28 | 0.00 | 0.00 | 185.06 | 1240850.08 |
| 1330 | 2018.01.23 16:00 | close | 661 | 0.01 | 1336.28 | 0.00 | 0.00 | 70.65 | 1240920.72 |
| 1331 | 2018.01.26 03:00 | buy | 666 | 0.01 | 1348.66 | 0.00 | 0.00 | ||
| 1332 | 2018.01.26 03:00 | sell | 667 | 0.01 | 1348.16 | 0.00 | 0.00 | ||
| 1333 | 2018.01.26 16:00 | close | 667 | 0.01 | 1352.12 | 0.00 | 0.00 | -449.04 | 1240471.68 |
| 1334 | 2018.01.26 16:00 | close | 666 | 0.01 | 1351.62 | 0.00 | 0.00 | 335.65 | 1240807.33 |
| 1335 | 2018.01.26 16:00 | buy | 668 | 0.01 | 1352.12 | 0.00 | 0.00 | ||
| 1336 | 2018.01.26 16:00 | sell | 669 | 0.01 | 1351.62 | 0.00 | 0.00 | ||
| 1337 | 2018.01.29 03:00 | buy | 670 | 0.01 | 1351.23 | 0.00 | 0.00 | ||
| 1338 | 2018.01.29 03:00 | sell | 671 | 0.01 | 1350.73 | 0.00 | 0.00 | ||
| 1339 | 2018.01.29 16:00 | close | 671 | 0.01 | 1345.07 | 0.00 | 0.00 | 641.82 | 1241449.15 |
| 1340 | 2018.01.29 16:00 | close | 669 | 0.01 | 1345.07 | 0.00 | 0.00 | 735.56 | 1242184.72 |
| 1341 | 2018.01.29 16:00 | buy | 672 | 0.01 | 1345.07 | 0.00 | 0.00 | ||
| 1342 | 2018.01.31 16:00 | buy | 673 | 0.01 | 1343.86 | 0.00 | 0.00 | ||
| 1343 | 2018.02.05 16:00 | buy | 674 | 0.01 | 1337.29 | 0.00 | 0.00 | ||
| 1344 | 2018.02.06 03:00 | buy | 675 | 0.01 | 1340.39 | 0.00 | 0.00 | ||
| 1345 | 2018.02.09 03:00 | buy | 676 | 0.01 | 1320.55 | 0.00 | 0.00 | ||
| 1346 | 2018.02.12 16:00 | buy | 677 | 0.01 | 1319.73 | 0.00 | 0.00 | ||
| 1347 | 2018.02.13 03:00 | buy | 678 | 0.01 | 1323.13 | 0.00 | 0.00 | ||
| 1348 | 2018.02.14 16:00 | buy | 679 | 0.01 | 1328.00 | 0.00 | 0.00 | ||
| 1349 | 2018.02.15 16:00 | close | 679 | 0.01 | 1352.72 | 0.00 | 0.00 | 2798.67 | 1244983.39 |
| 1350 | 2018.02.15 16:00 | close | 678 | 0.01 | 1352.72 | 0.00 | 0.00 | 3346.43 | 1248329.82 |