Strategy Tester Report
just like-USDCAD
XMTrading-Demo 3 (Build 1370)

通貨ペアUSDCAD (US Dollar vs Canadian Dollar)
期間日足(D1) 2000.01.03 00:00 - 2023.01.13 00:00 (2000.01.01 - 2023.01.21)
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Hold=11; BarsNumber=3; PercentageDifference=0.003; ThirdOrHalf=0.5; Lots=0.1; Slippage=30; OrderCommentary=""; Magic=173923183;
テストバー数6991モデルティック数206640435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100000.00スプレッド15
純益778411.37総利益2726727.32総損失-1948315.94
プロフィットファクタ1.40期待利得2424.96
絶対ドローダウン83504.92最大ドローダウン295045.94 (30.07%)相対ドローダウン85.34% (95994.23)
総取引数321売りポジション(勝率%)171 (56.73%)買いポジション(勝率%)150 (59.33%)
勝率(%)186 (57.94%)負率 (%)135 (42.06%)
最大勝トレード71974.37敗トレード-70089.08
平均勝トレード14659.82敗トレード-14431.97
最大連勝(金額)13 (167278.05)連敗(金額)6 (-90306.11)
最大連勝(トレード数)167278.05 (13)連敗(トレード数)-90306.11 (6)
平均連勝2連敗2
Graph
#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
12000.02.11 00:02sell10.101.448700.000000.00000
22000.02.28 01:32close10.101.449020.000000.00000-992.3499007.66
32000.03.02 00:01buy20.101.449720.000000.00000
42000.03.09 00:02close20.101.455800.000000.000005682.21104689.88
52000.03.09 00:02sell30.101.455800.000000.00000
62000.03.24 00:02close30.101.467920.000000.00000-12469.3892220.50
72000.04.28 00:01sell40.101.476700.000000.00000
82000.06.05 00:04close40.101.477020.000000.00000-1945.8790274.63
92000.06.12 00:01buy50.101.474520.000000.00000
102000.06.27 00:01close50.101.482700.000000.000007461.9197736.54
112000.06.27 00:01sell60.101.482700.000000.00000
122000.07.12 00:01close60.101.479020.000000.000002898.18100634.73
132000.09.15 00:03sell70.101.486200.000000.00000
142000.10.10 00:05close70.101.502120.000000.00000-16528.7884105.95
152000.11.03 00:03sell80.101.531300.000000.00000
162000.11.20 00:01close80.101.556820.000000.00000-25502.8758603.08
172000.11.20 00:01sell90.101.556800.000000.00000
182000.11.29 00:01close90.101.537120.000000.0000018732.8977335.98
192000.11.29 00:01buy100.101.537120.000000.00000
202000.12.05 00:02close100.101.543300.000000.000005812.2183148.19
212000.12.05 00:02sell110.101.543300.000000.00000
222000.12.20 00:03close110.101.523520.000000.0000018557.72101705.91
232000.12.22 00:11buy120.101.521420.000000.00000
242001.01.08 00:01close120.101.498000.000000.00000-23262.7778443.14
252001.01.16 00:01sell130.101.501700.000000.00000
262001.01.31 00:02close130.101.503620.000000.00000-2548.5775894.58
272001.04.05 00:01buy140.101.575120.000000.00000
282001.04.19 00:02close140.101.565400.000000.00000-9909.4965985.09
292001.04.19 00:02sell150.101.565400.000000.00000
302001.04.26 00:01close150.101.548420.000000.0000016197.5982182.67
312001.04.26 00:01buy160.101.548420.000000.00000
322001.05.09 00:04close160.101.543200.000000.00000-5435.8476746.83
332001.05.09 00:04sell170.101.543200.000000.00000
342001.05.24 00:02close170.101.550820.000000.00000-8183.4268563.41
352001.06.04 00:01buy180.101.535320.000000.00000
362001.06.18 00:01close180.101.524200.000000.00000-11270.7157292.70
372001.06.18 00:01sell190.101.524200.000000.00000
382001.07.03 00:05close190.101.514520.000000.000008734.0666026.76
392001.07.04 00:04buy200.101.511420.000000.00000
402001.07.19 00:01close200.101.537600.000000.0000024897.7890924.54
412001.11.15 00:01buy210.101.592320.000000.00000
422001.11.30 00:01close210.101.579600.000000.00000-12859.1678065.39
432001.12.25 00:08sell220.101.595000.000000.00000
442002.01.09 00:01close220.101.595820.000000.00000-1478.6676586.73
452002.01.11 00:01sell230.101.597400.000000.00000
462002.01.28 00:01close230.101.611820.000000.00000-14706.5661880.17
472002.01.30 00:01buy240.101.593520.000000.00000
482002.02.14 00:01close240.101.590100.000000.00000-3882.3357997.84
492002.04.02 00:00sell250.101.597300.000000.00000
502002.04.17 00:01close250.101.581820.000000.0000014375.3772373.22
512002.06.27 00:01buy260.101.518520.000000.00000
522002.07.18 00:05close260.101.539700.000000.0000019905.4392278.65
532002.07.18 00:05sell270.101.539700.000000.00000
542002.08.09 00:01close270.101.580320.000000.00000-40507.5751771.08
552002.08.09 00:01buy280.101.580320.000000.00000
562002.08.26 01:01close280.101.556700.000000.00000-23456.9928314.09
572002.08.28 00:03buy290.101.553920.000000.00000
582002.09.12 00:02close290.101.579300.000000.0000024119.6952433.78
592003.01.29 00:01sell300.101.528300.000000.00000
602003.02.13 00:01close300.101.531220.000000.00000-3612.0248821.76
612003.03.18 00:01buy310.101.480320.000000.00000
622003.04.02 00:01close310.101.472900.000000.00000-7705.8941115.87
632003.04.03 00:01sell320.101.469300.000000.00000
642003.04.23 00:01close320.101.447520.000000.0000020366.7861482.66
652003.04.25 00:01sell330.101.453300.000000.00000
662003.05.08 00:01close330.101.397620.000000.0000053566.31115048.96
672003.05.08 00:01buy340.101.397620.000000.00000
682003.05.26 00:01close340.101.379600.000000.00000-18044.9397004.03
692003.05.26 00:01sell350.101.379600.000000.00000
702003.06.05 00:01close350.101.361720.000000.0000016846.10113850.13
712003.06.05 00:01buy360.101.361720.000000.00000
722003.06.10 00:01close360.101.358000.000000.00000-3715.22110134.91
732003.06.10 00:01sell370.101.358000.000000.00000
742003.07.07 00:05close370.101.340220.000000.0000016067.75126202.66
752003.08.01 00:02sell380.101.405200.000000.00000
762003.08.18 00:01close380.101.386520.000000.0000017488.00143690.66
772003.08.20 00:02sell390.101.393300.000000.00000
782003.09.09 00:01close390.101.373520.000000.0000018330.89162021.56
792003.09.23 00:01buy400.101.354620.000000.00000
802003.09.30 00:01close400.101.350900.000000.00000-3846.29158175.27
812003.09.30 00:01sell410.101.350900.000000.00000
822003.10.01 00:02close410.101.352120.000000.00000-1232.04156943.23
832003.10.01 00:02buy420.101.352120.000000.00000
842003.10.16 00:02close420.101.328600.000000.00000-23425.05133518.18
852003.11.03 00:02sell430.101.320200.000000.00000
862003.11.20 00:01close430.101.304020.000000.0000014874.60148392.78
872003.12.12 00:01sell440.101.316600.000000.00000
882004.01.01 01:21close440.101.295720.000000.0000019400.59167793.37
892004.01.01 01:21buy450.101.295720.000000.00000
902004.01.16 00:01close450.101.293500.000000.00000-2649.96165143.42
912004.01.30 00:01sell460.101.329800.000000.00000
922004.02.16 00:01close460.101.317220.000000.0000011554.71176698.13
932004.02.16 00:01buy470.101.317220.000000.00000
942004.02.23 00:01close470.101.337000.000000.0000019002.53195700.66
952004.02.23 00:01sell480.101.337000.000000.00000
962004.03.19 00:01close480.101.327220.000000.000008286.45203987.11
972004.04.01 00:02buy490.101.309220.000000.00000
982004.04.16 00:01close490.101.343700.000000.0000033033.06237020.17
992004.05.05 00:01buy500.101.371220.000000.00000
1002004.06.02 00:01close500.101.367900.000000.00000-4145.46232874.71
1012004.06.14 00:01sell510.101.364400.000000.00000
1022004.07.01 00:02close510.101.333320.000000.0000029366.94262241.65
1032004.07.02 00:01buy520.101.331720.000000.00000
1042004.07.14 00:01close520.101.318600.000000.00000-13084.12249157.53
1052004.07.14 00:01sell530.101.318600.000000.00000
1062004.07.29 00:02close530.101.329420.000000.00000-11295.88237861.66
1072004.08.02 00:02buy540.101.327420.000000.00000
1082004.08.17 00:01close540.101.306600.000000.00000-20734.58217127.08
1092004.08.26 00:01sell550.101.304300.000000.00000
1102004.09.16 00:01close550.101.296720.000000.000006419.08223546.15
1112004.09.20 00:02sell560.101.297800.000000.00000
1122004.10.05 00:01close560.101.272320.000000.0000024101.51247647.67
1132004.10.08 00:01buy570.101.260820.000000.00000
1142004.10.14 00:01close570.101.257000.000000.00000-3910.75243736.92
1152004.10.14 00:01sell580.101.257000.000000.00000
1162004.10.29 00:01close580.101.222720.000000.0000032660.66276397.58
1172004.10.29 00:01sell590.101.222700.000000.00000
1182004.11.09 00:01close590.101.193920.000000.0000027583.63303981.21
1192004.11.09 00:01buy600.101.193920.000000.00000
1202004.12.01 00:03close600.101.188200.000000.00000-6282.36297698.85
1212004.12.01 00:03sell610.101.188200.000000.00000
1222004.12.24 00:01close610.101.232620.000000.00000-44339.38253359.47
1232005.01.06 00:01sell620.101.226000.000000.00000
1242005.01.12 00:01close620.101.219020.000000.000006607.33259966.81
1252005.01.12 00:01buy630.101.219020.000000.00000
1262005.02.04 00:01close630.101.241100.000000.0000020649.00280615.80
1272005.02.04 00:01sell640.101.241100.000000.00000
1282005.03.04 00:01close640.101.244020.000000.00000-4111.46276504.34
1292005.03.16 00:01buy650.101.207120.000000.00000
1302005.03.29 00:01close650.101.218400.000000.0000010541.58287045.92
1312005.03.29 00:01sell660.101.218400.000000.00000
1322005.04.13 00:01close660.101.237720.000000.00000-19472.50267573.42
1332005.06.22 00:01sell670.101.233000.000000.00000
1342005.07.12 00:01close670.101.216620.000000.0000015023.71282597.13
1352005.07.12 00:01buy680.101.216620.000000.00000
1362005.07.27 00:01close680.101.230600.000000.0000013101.25295698.39
1372005.08.08 00:01sell690.101.216400.000000.00000
1382005.08.23 00:01close690.101.201920.000000.0000013402.73309101.12
1392005.09.12 00:01buy700.101.176220.000000.00000
1402005.09.27 00:01close700.101.172400.000000.00000-4205.69304895.43
1412005.09.27 00:01sell710.101.172400.000000.00000
1422005.10.03 00:02close710.101.162220.000000.000009629.04314524.47
1432005.10.03 00:02buy720.101.162220.000000.00000
1442005.10.18 00:01close720.101.179800.000000.0000016601.53331126.01
1452005.10.25 00:02sell730.101.186900.000000.00000
1462005.10.28 00:01close730.101.171720.000000.0000014537.65345663.65
1472005.10.28 00:01buy740.101.171720.000000.00000
1482005.11.09 00:01close740.101.186200.000000.0000013751.23359414.89
1492005.11.09 00:01sell750.101.186200.000000.00000
1502005.11.24 00:01close750.101.172420.000000.0000012630.94372045.83
1512005.12.02 00:01sell760.101.165900.000000.00000
1522005.12.15 00:01close760.101.151720.000000.0000013201.62385247.45
1532005.12.15 00:01buy770.101.151720.000000.00000
1542005.12.30 00:01close770.101.165200.000000.0000012615.24397862.69
1552006.01.09 00:01sell780.101.165800.000000.00000
1562006.02.06 00:01close780.101.142620.000000.0000021274.18419136.87
1572006.02.06 00:01sell790.101.142600.000000.00000
1582006.03.02 00:01close790.101.135420.000000.000005802.92424939.79
1592006.03.21 00:01sell800.101.159800.000000.00000
1602006.04.19 00:01close800.101.140820.000000.0000017143.72442083.52
1612006.05.04 00:01buy810.101.108620.000000.00000
1622006.05.19 00:01close810.101.120400.000000.0000010962.31453045.83
1632006.05.22 00:01sell820.101.120500.000000.00000
1642006.06.01 00:02close820.101.101420.000000.0000018013.09471058.92
1652006.06.01 00:02buy830.101.101420.000000.00000
1662006.06.02 00:01close830.101.102600.000000.000001114.56472173.49
1672006.06.02 00:01sell840.101.102600.000000.00000
1682006.06.19 00:01close840.101.122120.000000.00000-19667.04452506.45
1692006.06.26 00:01sell850.101.120500.000000.00000
1702006.07.11 00:01close850.101.123220.000000.00000-3326.68449179.77
1712006.07.13 00:01sell860.101.133800.000000.00000
1722006.07.28 00:01close860.101.134920.000000.00000-1770.46447409.32
1732006.07.28 00:01buy870.101.134920.000000.00000
1742006.08.16 00:01close870.101.122200.000000.00000-12924.82434484.50
1752006.08.16 00:01sell880.101.122200.000000.00000
1762006.08.17 00:01close880.101.119820.000000.000002178.67436663.17
1772006.08.17 00:01buy890.101.119820.000000.00000
1782006.09.08 00:01close890.101.110200.000000.00000-10074.48426588.68
1792006.09.15 00:00buy900.101.118120.000000.00000
1802006.10.10 00:00close900.101.122800.000000.000003796.83430385.51
1812006.10.23 00:04buy910.101.124920.000000.00000
1822006.11.07 00:00close910.101.129000.000000.000003475.57433861.09
1832006.11.23 00:00sell920.101.142100.000000.00000
1842006.12.08 00:01close920.101.149620.000000.00000-7995.28425865.81
1852006.12.21 00:00buy930.101.148520.000000.00000
1862007.01.08 00:00close930.101.173000.000000.0000023278.13449143.94
1872007.01.12 00:00buy940.101.177820.000000.00000
1882007.01.29 00:00close940.101.179300.000000.00000947.54450091.48
1892007.05.14 00:00sell950.101.110800.000000.00000
1902007.05.29 00:03close950.101.079520.000000.0000029742.76479834.24
1912007.06.11 00:00sell960.101.060900.000000.00000
1922007.06.29 00:10close960.101.059620.000000.00000336.84480171.09
1932007.07.02 00:03buy970.101.062520.000000.00000
1942007.07.12 00:00close970.101.054700.000000.00000-7996.75472174.34
1952007.07.12 00:00sell980.101.054700.000000.00000
1962007.07.27 00:01close980.101.055920.000000.00000-1867.71470306.63
1972007.07.31 00:00sell990.101.065700.000000.00000
1982007.08.15 00:01close990.101.067220.000000.00000-2159.50468147.13
1992007.08.17 00:00sell1000.101.075700.000000.00000
2002007.09.03 00:04close1000.101.055520.000000.0000018946.57487093.71
2012007.09.03 00:04buy1010.101.055520.000000.00000
2022007.10.09 00:00close1010.100.986400.000000.00000-68386.35418707.35
2032007.10.26 00:01buy1020.100.965320.000000.00000
2042007.11.23 00:03close1020.100.984100.000000.0000017342.71436050.06
2052007.12.06 00:00sell1030.101.010300.000000.00000
2062007.12.21 00:00close1030.100.999820.000000.000009512.06445562.13
2072008.01.31 00:02buy1040.100.994820.000000.00000
2082008.02.15 00:05close1040.100.999800.000000.000004350.66449912.79
2092008.03.10 00:00buy1050.100.990220.000000.00000
2102008.03.25 00:00close1050.101.019000.000000.0000027491.87477404.66
2112008.03.25 00:00sell1060.101.019000.000000.00000
2122008.03.27 00:00close1060.101.017920.000000.00000868.81478273.47
2132008.03.27 00:00buy1070.101.017920.000000.00000
2142008.04.02 00:03close1070.101.023000.000000.000004808.32483081.80
2152008.04.02 00:03sell1080.101.023000.000000.00000
2162008.04.17 00:00close1080.101.000320.000000.0000021287.34504369.14
2172008.04.23 00:02sell1090.101.007300.000000.00000
2182008.05.08 00:03close1090.101.009320.000000.00000-2736.62501632.52
2192008.05.19 00:13buy1100.100.999520.000000.00000
2202008.06.11 00:05close1100.101.021700.000000.0000020812.42522444.94
2212008.06.11 00:05sell1110.101.021700.000000.00000
2222008.06.20 00:02close1110.101.015020.000000.000005997.63528442.57
2232008.06.20 00:02buy1120.101.015020.000000.00000
2242008.07.15 00:00close1120.101.006500.000000.00000-9037.63519404.94
2252008.08.15 00:04buy1130.101.065020.000000.00000
2262008.09.03 00:13close1130.101.067000.000000.000001368.12520773.06
2272008.09.03 00:13sell1140.101.067000.000000.00000
2282008.09.05 00:00close1140.101.071420.000000.00000-4480.61516292.45
2292008.09.05 00:00buy1150.101.071420.000000.00000
2302008.09.12 00:02close1150.101.073900.000000.000002181.93518474.39
2312008.09.12 00:02sell1160.101.073900.000000.00000
2322008.09.29 00:05close1160.101.035920.000000.0000036259.01554733.40
2332008.10.13 00:00sell1170.101.168400.000000.00000
2342008.11.10 00:00close1170.101.181720.000000.00000-14226.68540506.72
2352008.12.04 00:02sell1180.101.252400.000000.00000
2362008.12.19 00:01close1180.101.207020.000000.0000043456.40583963.13
2372008.12.19 00:01buy1190.101.207020.000000.00000
2382008.12.22 00:00close1190.101.217400.000000.0000010059.80594022.93
2392008.12.22 00:00sell1200.101.217400.000000.00000
2402009.02.24 00:01close1200.101.250620.000000.00000-35216.78558806.15
2412009.02.24 00:01buy1210.101.250620.000000.00000
2422009.03.11 00:03close1210.101.280900.000000.0000028949.74587755.89
2432009.03.20 00:00buy1220.101.241040.000000.00000
2442009.04.02 00:01close1220.101.259600.000000.0000017619.93605375.82
2452009.04.02 00:01sell1230.101.259600.000000.00000
2462009.04.07 00:00close1230.101.239500.000000.0000019413.84624789.66
2472009.04.07 00:00buy1240.101.239500.000000.00000
2482009.04.22 00:00close1240.101.236280.000000.00000-3622.41621167.25
2492009.04.22 00:00sell1250.101.236280.000000.00000
2502009.05.06 00:01close1250.101.176170.000000.0000057829.10678996.35
2512009.05.06 00:01buy1260.101.176170.000000.00000
2522009.05.21 00:01close1260.101.142080.000000.00000-33703.41645292.94
2532009.05.28 00:00buy1270.101.122040.000000.00000
2542009.06.09 00:00close1270.101.115950.000000.00000-6249.10639043.85
2552009.06.09 00:00sell1280.101.115950.000000.00000
2562009.06.11 00:00close1280.101.109340.000000.000006247.46645291.31
2572009.06.11 00:00buy1290.101.109340.000000.00000
2582009.06.18 00:01close1290.101.132230.000000.0000022027.03667318.34
2592009.06.18 00:01sell1300.101.132230.000000.00000
2602009.07.22 00:01close1300.101.104540.000000.0000025479.11692797.46
2612009.07.22 00:01buy1310.101.104540.000000.00000
2622009.08.11 00:00close1310.101.087650.000000.00000-17077.81675719.65
2632009.08.14 00:00buy1320.101.087430.000000.00000
2642009.08.31 00:00close1320.101.091670.000000.000003631.13679350.78
2652009.09.01 00:00sell1330.101.094400.000000.00000
2662009.09.09 00:00close1330.101.079120.000000.0000014498.84693849.62
2672009.09.09 00:00buy1340.101.079120.000000.00000
2682009.09.11 00:00close1340.101.077600.000000.00000-1609.03692240.59
2692009.09.11 00:00sell1350.101.077600.000000.00000
2702009.09.18 00:00close1350.101.065320.000000.0000011626.30703866.89
2712009.09.18 00:00buy1360.101.065320.000000.00000
2722009.09.28 00:00close1360.101.091400.000000.0000025096.50728963.39
2732009.09.28 00:00sell1370.101.091400.000000.00000
2742009.10.20 00:00close1370.101.027520.000000.0000061133.94790097.33
2752009.10.22 01:04sell1380.101.043300.000000.00000
2762009.11.05 00:00close1380.101.062120.000000.00000-18940.96771156.37
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