Strategy Tester Report
ツインドラゴン4
XMTrading-Real 31 (Build 1310)
通貨ペア | EURUSD (Euro vs US Dollar) |
期間 | 5分足(M5) 2020.03.18 00:05 - 2020.11.27 23:59 (2020.03.18 - 2020.11.29) |
モデル | 始値のみ (バーの始めにしか動かないEA向け) |
パラメーター | exp_basic=""; Magic=20171211; Slippage=3; exp11=""; Lots=0.1; buy_limit=20; sell_limit=20; buy_max_nanpin_count=15; sell_max_nanpin_count=15; nanpin_pips=18; nanpin_bairitsu=2; |
|
テストバー数 | 53595 | モデルティック数 | 106113 | モデリング品質 | n/a |
不整合チャートエラー | 0 | | | | |
|
初期証拠金 | 10000.00 | | | スプレッド | 15 |
純益 | -9804.90 | 総利益 | 693.30 | 総損失 | -10498.20 |
プロフィットファクタ | 0.07 | 期待利得 | -272.36 | | |
絶対ドローダウン | 9804.90 | 最大ドローダウン | 10058.90 (98.10%) | 相対ドローダウン | 98.10% (10058.90) |
|
総取引数 | 36 | 売りポジション(勝率%) | 17 (70.59%) | 買いポジション(勝率%) | 19 (31.58%) |
| 勝率(%) | 18 (50.00%) | 負率 (%) | 18 (50.00%) |
最大 | 勝トレード | 170.40 | 敗トレード | -2521.60 |
平均 | 勝トレード | 38.52 | 敗トレード | -583.23 |
最大 | 連勝(金額) | 7 (171.90) | 連敗(金額) | 8 (-10238.20) |
最大 | 連勝(トレード数) | 195.00 (2) | 連敗(トレード数) | -10238.20 (8) |
平均 | 連勝 | 3 | 連敗 | 3 |
# | 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 |
1 | 2020.03.18 00:05 | buy | 1 | 0.10 | 1.09983 | 0.00000 | 0.00000 | |
2 | 2020.03.18 00:05 | sell | 2 | 0.10 | 1.09968 | 0.00000 | 0.00000 | |
3 | 2020.03.18 01:15 | sell | 3 | 0.20 | 1.10174 | 0.00000 | 0.00000 | |
4 | 2020.03.18 02:15 | close | 1 | 0.10 | 1.10205 | 0.00000 | 0.00000 | 22.20 | 10022.20 |
5 | 2020.03.18 02:15 | buy | 4 | 0.10 | 1.10220 | 0.00000 | 0.00000 | |
6 | 2020.03.18 03:15 | close | 3 | 0.20 | 1.10032 | 0.00000 | 0.00000 | 28.40 | 10050.60 |
7 | 2020.03.18 03:15 | close | 2 | 0.10 | 1.10032 | 0.00000 | 0.00000 | -6.40 | 10044.20 |
8 | 2020.03.18 03:15 | buy | 5 | 0.20 | 1.10032 | 0.00000 | 0.00000 | |
9 | 2020.03.18 03:15 | sell | 6 | 0.10 | 1.10017 | 0.00000 | 0.00000 | |
10 | 2020.03.18 05:40 | close | 5 | 0.20 | 1.10174 | 0.00000 | 0.00000 | 28.40 | 10072.60 |
11 | 2020.03.18 05:40 | close | 4 | 0.10 | 1.10174 | 0.00000 | 0.00000 | -4.60 | 10068.00 |
12 | 2020.03.18 05:40 | buy | 7 | 0.10 | 1.10189 | 0.00000 | 0.00000 | |
13 | 2020.03.18 06:25 | sell | 8 | 0.20 | 1.10229 | 0.00000 | 0.00000 | |
14 | 2020.03.18 08:40 | close | 7 | 0.10 | 1.10407 | 0.00000 | 0.00000 | 21.80 | 10089.80 |
15 | 2020.03.18 08:40 | buy | 9 | 0.10 | 1.10422 | 0.00000 | 0.00000 | |
16 | 2020.03.18 09:10 | buy | 10 | 0.20 | 1.10182 | 0.00000 | 0.00000 | |
17 | 2020.03.18 09:55 | close | 8 | 0.20 | 1.10083 | 0.00000 | 0.00000 | 29.20 | 10119.00 |
18 | 2020.03.18 09:55 | close | 6 | 0.10 | 1.10083 | 0.00000 | 0.00000 | -6.60 | 10112.40 |
19 | 2020.03.18 09:55 | sell | 11 | 0.10 | 1.10068 | 0.00000 | 0.00000 | |
20 | 2020.03.18 10:45 | buy | 12 | 0.40 | 1.09975 | 0.00000 | 0.00000 | |
21 | 2020.03.18 10:50 | close | 11 | 0.10 | 1.09822 | 0.00000 | 0.00000 | 24.60 | 10137.00 |
22 | 2020.03.18 10:50 | sell | 13 | 0.10 | 1.09807 | 0.00000 | 0.00000 | |
23 | 2020.03.18 11:00 | buy | 14 | 0.80 | 1.09687 | 0.00000 | 0.00000 | |
24 | 2020.03.18 11:20 | close | 14 | 0.80 | 1.09900 | 0.00000 | 0.00000 | 170.40 | 10307.40 |
25 | 2020.03.18 11:20 | close | 12 | 0.40 | 1.09900 | 0.00000 | 0.00000 | -30.00 | 10277.40 |
26 | 2020.03.18 11:20 | close | 10 | 0.20 | 1.09900 | 0.00000 | 0.00000 | -56.40 | 10221.00 |
27 | 2020.03.18 11:20 | close | 9 | 0.10 | 1.09900 | 0.00000 | 0.00000 | -52.20 | 10168.80 |
28 | 2020.03.18 11:20 | buy | 15 | 0.10 | 1.09915 | 0.00000 | 0.00000 | |
29 | 2020.03.18 11:30 | buy | 16 | 0.20 | 1.09720 | 0.00000 | 0.00000 | |
30 | 2020.03.18 11:55 | close | 13 | 0.10 | 1.09588 | 0.00000 | 0.00000 | 21.90 | 10190.70 |
31 | 2020.03.18 11:55 | sell | 17 | 0.10 | 1.09573 | 0.00000 | 0.00000 | |
32 | 2020.03.18 12:05 | sell | 18 | 0.20 | 1.09775 | 0.00000 | 0.00000 | |
33 | 2020.03.18 12:25 | close | 16 | 0.20 | 1.09866 | 0.00000 | 0.00000 | 29.20 | 10219.90 |
34 | 2020.03.18 12:25 | close | 15 | 0.10 | 1.09866 | 0.00000 | 0.00000 | -4.90 | 10215.00 |
35 | 2020.03.18 12:25 | buy | 19 | 0.10 | 1.09881 | 0.00000 | 0.00000 | |
36 | 2020.03.18 12:35 | sell | 20 | 0.40 | 1.09979 | 0.00000 | 0.00000 | |
37 | 2020.03.18 13:15 | close | 19 | 0.10 | 1.10094 | 0.00000 | 0.00000 | 21.30 | 10236.30 |
38 | 2020.03.18 13:15 | buy | 21 | 0.10 | 1.10109 | 0.00000 | 0.00000 | |
39 | 2020.03.18 13:30 | sell | 22 | 0.80 | 1.10159 | 0.00000 | 0.00000 | |
40 | 2020.03.18 14:00 | close | 22 | 0.80 | 1.10004 | 0.00000 | 0.00000 | 124.00 | 10360.30 |
41 | 2020.03.18 14:00 | close | 20 | 0.40 | 1.10004 | 0.00000 | 0.00000 | -10.00 | 10350.30 |
42 | 2020.03.18 14:00 | close | 18 | 0.20 | 1.10004 | 0.00000 | 0.00000 | -45.80 | 10304.50 |
43 | 2020.03.18 14:00 | close | 17 | 0.10 | 1.10004 | 0.00000 | 0.00000 | -43.10 | 10261.40 |
44 | 2020.03.18 14:00 | sell | 23 | 0.10 | 1.09989 | 0.00000 | 0.00000 | |
45 | 2020.03.18 14:15 | buy | 24 | 0.20 | 1.09844 | 0.00000 | 0.00000 | |
46 | 2020.03.18 14:20 | close | 23 | 0.10 | 1.09757 | 0.00000 | 0.00000 | 23.20 | 10284.60 |
47 | 2020.03.18 14:20 | sell | 25 | 0.10 | 1.09742 | 0.00000 | 0.00000 | |
48 | 2020.03.18 15:25 | buy | 26 | 0.40 | 1.09663 | 0.00000 | 0.00000 | |
49 | 2020.03.18 16:00 | close | 25 | 0.10 | 1.09309 | 0.00000 | 0.00000 | 43.30 | 10327.90 |
50 | 2020.03.18 16:00 | buy | 27 | 0.80 | 1.09309 | 0.00000 | 0.00000 | |
51 | 2020.03.18 16:00 | sell | 28 | 0.10 | 1.09294 | 0.00000 | 0.00000 | |
52 | 2020.03.18 16:45 | close | 28 | 0.10 | 1.09060 | 0.00000 | 0.00000 | 23.40 | 10351.30 |
53 | 2020.03.18 16:45 | buy | 29 | 1.60 | 1.09060 | 0.00000 | 0.00000 | |
54 | 2020.03.18 16:45 | sell | 30 | 0.10 | 1.09045 | 0.00000 | 0.00000 | |
55 | 2020.03.18 17:40 | close | 30 | 0.10 | 1.08822 | 0.00000 | 0.00000 | 22.30 | 10373.60 |
56 | 2020.03.18 17:40 | buy | 31 | 3.20 | 1.08822 | 0.00000 | 0.00000 | |
57 | 2020.03.18 17:40 | sell | 32 | 0.10 | 1.08807 | 0.00000 | 0.00000 | |
58 | 2020.03.18 18:05 | close | 32 | 0.10 | 1.08559 | 0.00000 | 0.00000 | 24.80 | 10398.40 |
59 | 2020.03.18 18:05 | buy | 33 | 6.40 | 1.08559 | 0.00000 | 0.00000 | |
60 | 2020.03.18 18:05 | sell | 34 | 0.10 | 1.08544 | 0.00000 | 0.00000 | |
61 | 2020.03.18 19:00 | close | 34 | 0.10 | 1.08332 | 0.00000 | 0.00000 | 21.20 | 10419.60 |
62 | 2020.03.18 19:00 | buy | 35 | 12.80 | 1.08332 | 0.00000 | 0.00000 | |
63 | 2020.03.18 19:00 | sell | 36 | 0.10 | 1.08317 | 0.00000 | 0.00000 | |
64 | 2020.03.18 19:55 | close at stop | 36 | 0.10 | 1.08180 | 0.00000 | 0.00000 | 13.70 | 10433.30 |
65 | 2020.03.18 19:55 | close at stop | 35 | 12.80 | 1.08165 | 0.00000 | 0.00000 | -2137.60 | 8295.70 |
66 | 2020.03.18 19:55 | close at stop | 33 | 6.40 | 1.08165 | 0.00000 | 0.00000 | -2521.60 | 5774.10 |
67 | 2020.03.18 19:55 | close at stop | 31 | 3.20 | 1.08165 | 0.00000 | 0.00000 | -2102.40 | 3671.70 |
68 | 2020.03.18 19:55 | close at stop | 29 | 1.60 | 1.08165 | 0.00000 | 0.00000 | -1432.00 | 2239.70 |
69 | 2020.03.18 19:55 | close at stop | 27 | 0.80 | 1.08165 | 0.00000 | 0.00000 | -915.20 | 1324.50 |
70 | 2020.03.18 19:55 | close at stop | 26 | 0.40 | 1.08165 | 0.00000 | 0.00000 | -599.20 | 725.30 |
71 | 2020.03.18 19:55 | close at stop | 24 | 0.20 | 1.08165 | 0.00000 | 0.00000 | -335.80 | 389.50 |
72 | 2020.03.18 19:55 | close at stop | 21 | 0.10 | 1.08165 | 0.00000 | 0.00000 | -194.40 | 195.10 |