Strategy Tester Report
COSMOS 2
XMTrading-Demo 5 (Build 1420)

通貨ペアGOLD (GOLD)
期間1時間足(H1) 2020.01.02 01:00 - 2023.12.29 23:00 (2020.01.01 - 2024.01.01)
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MAGIC1=53645; MAGIC2=253615; Lots=0.01; StopLossProfit=0; StartHour="00:00"; EndHour="00:00"; Spread=50; comment="COSMOS-02"; nanpin_count=18;
テストバー数23737モデルティック数198906411モデリング品質99.90%
不整合チャートエラー0
初期証拠金500000.00スプレッド変動
純益3781463.36総利益12573289.65総損失-8791826.29
プロフィットファクタ1.43期待利得159.02
絶対ドローダウン269125.77最大ドローダウン1708256.30 (43.43%)相対ドローダウン63.80% (921507.78)
総取引数23780売りポジション(勝率%)11696 (67.64%)買いポジション(勝率%)12084 (68.66%)
勝率(%)16208 (68.16%)負率 (%)7572 (31.84%)
最大勝トレード231270.88敗トレード-72291.11
平均勝トレード775.75敗トレード-1161.10
最大連勝(金額)26 (52677.90)連敗(金額)11 (-448248.85)
最大連勝(トレード数)491033.54 (7)連敗(トレード数)-448248.85 (11)
平均連勝4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
454412023.10.13 23:55sell227281.001930.800.000.00
454462023.10.16 08:54close227281.001914.800.000.00231270.884154295.14
393712023.03.17 23:58sell196931.001989.000.000.00
393722023.03.20 03:55close196931.001973.050.000.00230592.033560369.38
471152023.12.14 16:36sell235651.002045.960.000.00
471222023.12.14 20:29close235651.002029.950.000.00228605.194431474.12
210822021.08.09 01:58buy105460.541683.550.000.00
210832021.08.09 02:31close105460.541709.630.000.00201168.652108511.12
467062023.12.04 01:33sell233580.542143.430.000.00
467072023.12.04 01:40close233580.542120.780.000.00174630.554253955.88
181112021.05.07 15:52sell90621.001841.700.000.00
181122021.05.07 16:07close90621.001829.770.000.00170391.421885454.35
135232021.01.04 15:38sell67681.001941.800.000.00
135242021.01.04 17:18close67681.001929.910.000.00169694.081615240.63
393702023.03.17 21:50sell196921.001983.950.000.00
393732023.03.20 03:55close196921.001973.050.000.00158472.473718841.85
454402023.10.13 19:07sell227271.001925.690.000.00
454472023.10.16 08:54close227271.001914.800.000.00158305.704312600.84
471142023.12.14 16:32sell235641.002040.940.000.00
471232023.12.14 20:29close235641.002029.950.000.00156925.114588399.23
113232020.11.09 14:13buy56670.891904.470.000.00
113242020.11.09 14:18close56670.891914.310.000.00124998.101422075.17
412032023.05.05 16:46buy206070.892003.170.000.00
412042023.05.05 18:24close206070.892012.850.000.00123004.383650857.28
400832023.04.05 15:20sell200470.892029.100.000.00
401002023.04.05 17:11close200470.892019.680.000.00119698.873535833.20
450272023.09.28 18:12buy225190.891859.990.000.00
450332023.09.29 09:43close225190.891869.910.000.00119596.093994666.08
455052023.10.18 16:39sell227580.891958.820.000.00
455062023.10.18 17:45close227580.891949.630.000.00116787.734086598.73
103512020.10.09 21:32sell51810.891929.290.000.00
103662020.10.12 12:29close51810.891920.580.000.00113154.051349930.17
296712022.05.05 04:38sell148410.891902.610.000.00
296722022.05.05 10:07close148410.891893.760.000.00112539.432592608.55
18672020.03.06 06:56sell9390.891678.720.000.00
18722020.03.06 08:33close9390.891669.990.000.00110887.60730688.02
181102021.05.07 15:36sell90611.001836.630.000.00
181132021.05.07 16:07close90611.001829.770.000.0097978.641983432.99
135222021.01.04 15:19sell67671.001936.760.000.00
135252021.01.04 17:18close67671.001929.910.000.0097763.201713003.83
31942020.04.01 01:01buy16020.541570.870.000.00
31952020.04.01 05:31close16020.541582.720.000.0091348.92832380.49
454392023.10.13 17:59sell227261.001920.660.000.00
454482023.10.16 08:54close227261.001914.800.000.0086482.834399083.67
393692023.03.17 21:15sell196911.001978.890.000.00
393742023.03.20 03:55close196911.001973.050.000.0086210.103805051.95
470992023.12.14 02:30sell235561.002035.930.000.00
471242023.12.14 20:29close235561.002029.950.000.0085387.824673787.05
389802023.03.08 05:18buy194950.541810.080.000.00
389872023.03.08 16:48close194950.541819.250.000.0070721.613363908.63
68962020.07.28 04:21sell34530.541980.660.000.00
68972020.07.28 04:24close34530.541971.750.000.0068666.381084400.65
86122020.08.28 11:52sell43110.541957.530.000.00
86132020.08.28 13:10close43110.541948.730.000.0067827.201193252.50
467052023.12.04 01:27sell233570.362133.770.000.00
467082023.12.04 01:40close233570.362120.780.000.0066768.244320724.12
233042021.10.15 15:55buy116570.541765.610.000.00
233052021.10.15 17:03close116570.541774.170.000.0066030.522133939.17
368662023.01.09 04:57sell184380.541879.300.000.00
368692023.01.09 13:36close184380.541870.740.000.0066026.823193631.87
125222020.12.08 05:57sell62660.541870.100.000.00
125252020.12.08 10:16close62660.541861.540.000.0065976.901448856.26
11642020.02.19 22:57sell5870.541612.730.000.00
11712020.02.20 09:19close5870.541604.770.000.0065906.39632243.28
234462021.10.22 17:15sell117280.541811.990.000.00
234472021.10.22 18:17close117280.541803.450.000.0065879.932149008.76
68562020.07.27 06:14sell34330.541939.830.000.00
68572020.07.27 06:21close34330.541931.300.000.0065738.301072527.08
343152022.10.11 05:11buy171620.361665.200.000.00
343322022.10.11 18:30close171620.361675.690.000.0053956.832893775.20
210812021.08.09 01:57buy105450.361700.020.000.00
210842021.08.09 02:31close105450.361709.630.000.0049417.962157929.08
446332023.09.06 17:36buy223210.361917.420.000.00
446622023.09.08 16:58close223210.361928.480.000.0046389.323874003.55
352292022.11.08 17:48sell176190.361713.010.000.00
352382022.11.09 12:15close176190.361704.680.000.0043857.903022038.36
194092021.06.16 23:42buy97090.361810.160.000.00
194102021.06.17 04:30close97090.361819.930.000.0042390.921850811.28
312932022.07.01 15:19buy156510.361785.240.000.00
312942022.07.01 16:03close156510.361793.250.000.0041202.032643296.53
437832023.07.27 16:40buy218960.361945.270.000.00
437882023.07.28 06:14close218960.361953.710.000.0040763.453790272.30
367632023.01.04 10:31sell183860.361864.890.000.00
367642023.01.04 14:21close183860.361856.980.000.0040674.833156405.80
152312021.02.12 10:22buy76200.361813.260.000.00
152372021.02.12 12:43close76200.361821.170.000.0040644.081594536.49
378772023.02.02 17:09buy189430.361919.360.000.00
378782023.02.02 17:37close189430.361927.250.000.0040569.723246518.99
15912020.02.28 20:28buy8000.361566.540.000.00
15922020.02.28 20:44close8000.361574.400.000.0040388.01640547.57
339672022.09.28 20:04sell169880.361660.880.000.00
339702022.09.29 03:44close169880.361653.650.000.0040223.272848547.13
444252023.08.23 19:23sell222170.361919.370.000.00
444332023.08.24 15:40close222170.361912.140.000.0040196.203841330.94
333092022.09.08 14:38sell166590.361726.250.000.00
333102022.09.08 15:31close166590.361718.510.000.0039814.592785330.95
425752023.06.16 13:52sell212920.361965.020.000.00
425802023.06.16 16:31close212920.361957.320.000.0039571.693699934.51
113222020.11.09 14:12buy56660.541909.500.000.00
113252020.11.09 14:18close56660.541914.310.000.0037072.951459148.12
412022023.05.05 16:12buy206060.542008.180.000.00
412052023.05.05 18:24close206060.542012.850.000.0036005.253686862.53
400702023.04.04 17:22sell200400.542024.100.000.00
401012023.04.05 17:11close200400.542019.680.000.0035593.883571427.08
450262023.09.28 18:00buy225180.541865.010.000.00
450342023.09.29 09:43close225180.541869.910.000.0033857.504028523.58
455042023.10.18 16:35sell227570.541953.800.000.00
455072023.10.18 17:45close227570.541949.630.000.0032153.004118751.73
351602022.11.04 14:21sell175840.241652.860.000.00
351612022.11.04 15:30close175840.241643.960.000.0030520.242975589.58
18622020.03.05 22:16sell9360.541673.720.000.00
18732020.03.06 08:33close9360.541669.990.000.0030262.84760950.86
103502020.10.09 16:58sell51800.541924.270.000.00
103672020.10.12 12:29close51800.541920.580.000.0029959.951379890.12
296702022.05.05 04:00sell148400.541897.610.000.00
296732022.05.05 10:07close148400.541893.760.000.0029704.752622313.30
26202020.03.17 17:50sell13140.241535.370.000.00
26212020.03.17 17:52close13140.241527.060.000.0028469.26720932.37
61202020.07.01 10:34sell30640.241788.350.000.00
61212020.07.01 13:32close30640.241780.170.000.0028021.93964130.02
270902022.02.24 21:37buy135490.241878.660.000.00
270912022.02.24 21:40close135490.241886.280.000.0026127.882337648.40
335022022.09.15 16:38buy167550.241682.030.000.00
335032022.09.15 16:58close167550.241689.350.000.0025103.272793343.44
21462020.03.12 16:45buy10770.241587.200.000.00
21472020.03.12 16:50close10770.241594.430.000.0024767.20674235.87
353342022.11.10 17:24sell176710.241751.880.000.00
353352022.11.10 18:18close176710.241744.850.000.0024104.523021373.99
414182023.05.11 16:52buy207130.242014.400.000.00
414192023.05.11 17:42close207130.242021.240.000.0023436.143587237.03
135212021.01.04 10:23sell67660.891931.750.000.00
135262021.01.04 17:18close67660.891929.910.000.0023371.831736375.66
365922022.12.27 17:36sell183000.241832.640.000.00
365932022.12.27 17:47close183000.241825.840.000.0023313.453124867.44
238402021.11.03 17:16buy119240.241762.110.000.00
238412021.11.03 21:00close119240.241768.860.000.0023145.432137086.36
113882020.11.09 15:20buy56980.241888.800.000.00
113892020.11.09 15:25close56980.241895.550.000.0023122.751336339.86
365342022.12.22 20:42buy182710.241785.600.000.00
365352022.12.22 22:26close182710.241792.340.000.0023107.743118550.07
231102021.10.08 16:13sell115590.241778.920.000.00
231112021.10.08 16:45close115590.241772.210.000.0023005.052073776.37
114802020.11.09 17:00buy57440.241860.590.000.00
114812020.11.09 17:02close57440.241867.280.000.0022916.891344528.11
298342022.05.09 13:25buy149210.241857.500.000.00
298352022.05.09 15:07close149210.241864.130.000.0022736.982528957.23
256542022.01.06 10:53buy128310.241796.400.000.00
256552022.01.06 12:34close128310.241803.010.000.0022665.212246839.97
467562023.12.04 16:21buy233820.242045.650.000.00
467572023.12.04 17:04close233820.242052.250.000.0022615.884194971.85
463582023.11.16 18:04sell231830.241987.070.000.00
463592023.11.16 18:49close231830.241980.490.000.0022547.344071389.45
376782023.01.31 13:33buy188430.241901.680.000.00
376792023.01.31 14:46close188430.241908.200.000.0022350.193212742.22
322020.01.03 11:46sell200.241549.570.000.00
332020.01.03 15:04close200.241543.050.000.0022341.43523991.92
445322023.08.30 16:31sell222700.241946.980.000.00
445452023.08.31 16:42close222700.241941.060.000.0022309.143837628.15
255422022.01.03 17:16buy127750.241800.070.000.00
255432022.01.03 17:22close127750.241806.560.000.0022253.902237199.06
73922020.08.05 09:53sell37000.242035.540.000.00
73932020.08.05 10:01close37000.242029.110.000.0022024.241071662.54
181092021.05.07 15:32sell90600.891831.500.000.00
181142021.05.07 16:07close90600.891829.770.000.0021990.922005423.91
67882020.07.23 18:28sell33980.241893.400.000.00
67892020.07.23 20:48close33980.241886.980.000.0021989.531022230.53
182522021.05.11 16:25buy91300.241818.400.000.00
182532021.05.11 16:46close91300.241824.800.000.0021938.381765316.76
66862020.07.22 04:14sell33470.241864.800.000.00
66872020.07.22 04:17close33470.241858.400.000.0021922.411009962.10
465702023.11.29 02:59sell232890.242049.380.000.00
465732023.11.29 09:36close232890.242043.020.000.0021792.414089743.48
87062020.09.01 06:32sell43570.241989.390.000.00
87072020.09.01 09:31close43570.241983.030.000.0021787.071161103.42
272202022.03.01 12:49sell136140.241924.750.000.00
272212022.03.01 14:55close136140.241918.410.000.0021737.732343964.88
92222020.09.09 21:56sell46150.241949.070.000.00
92312020.09.10 09:41close46150.241943.330.000.0021684.321195634.55
67462020.07.23 11:41sell33770.241887.070.000.00
67472020.07.23 12:00close33770.241880.780.000.0021544.861017245.98
68952020.07.28 04:10sell34520.361975.620.000.00
68982020.07.28 04:24close34520.361971.750.000.0019883.191104283.84
86112020.08.28 11:27sell43100.361952.430.000.00
86142020.08.28 13:10close43100.361948.730.000.0019012.171212264.67
125072020.12.07 17:50sell62580.361865.030.000.00
125262020.12.08 10:16close62580.361861.540.000.0018944.021467800.29
389792023.03.07 20:11buy194940.361815.080.000.00
389882023.03.08 16:48close194940.361819.250.000.0018824.353382732.99
233032021.10.15 15:30buy116560.361770.620.000.00
233062021.10.15 17:03close116560.361774.170.000.0018256.102152195.27
11442020.02.19 10:29sell5770.361607.730.000.00
11722020.02.20 09:19close5770.361604.770.000.0018243.85650487.13
234452021.10.22 16:05sell117270.361806.980.000.00
234482021.10.22 18:17close117270.361803.450.000.0018154.272167163.03
368592023.01.09 03:45sell184340.361874.270.000.00
368702023.01.09 13:36close184340.361870.740.000.0018152.233211784.10
68552020.07.27 06:13sell34320.361934.790.000.00
68582020.07.27 06:21close34320.361931.300.000.0017930.961090458.04
343082022.10.10 17:38buy171580.241670.240.000.00
343332022.10.11 18:30close171580.241675.690.000.0016944.712910719.92
130442020.12.21 12:06buy65250.121864.170.000.00
130452020.12.21 12:08close65250.121873.040.000.0015191.761435845.31
31932020.03.31 22:34buy16010.361579.290.000.00
31962020.04.01 05:31close16010.361582.720.000.0015011.60847392.09
454382023.10.13 15:34sell227251.001915.620.000.00
454492023.10.16 08:54close227251.001914.800.000.0014517.184413600.85
393682023.03.17 20:54sell196901.001973.850.000.00
393752023.03.20 03:55close196901.001973.050.000.0014233.363819285.31
24692020.03.16 14:48buy12380.181460.370.000.00
24702020.03.16 15:02close12380.181465.770.000.0013875.11689042.83
359592022.12.02 15:45buy179830.181778.710.000.00
359602022.12.02 15:52close179830.181784.080.000.0013808.943056845.70
319212022.07.21 10:09buy159640.181688.120.000.00
319222022.07.21 10:31close159640.181693.450.000.0013709.152661802.02
470982023.12.14 01:48sell235551.002030.910.000.00
471252023.12.14 20:29close235551.002029.950.000.0013707.744687494.79
446222023.09.06 16:00buy223150.241922.610.000.00
446632023.09.08 16:58close223150.241928.480.000.0013140.543887144.09
379232023.02.03 15:36buy189650.181892.480.000.00
379242023.02.03 15:38close189650.181897.540.000.0013008.593228023.31
206952021.07.23 14:32buy103510.181791.090.000.00
206962021.07.23 14:47close103510.181796.100.000.0012881.761896110.17
351272022.11.03 14:23buy175670.181619.060.000.00
351282022.11.03 15:05close175670.181623.910.000.0012473.862952950.89
121492020.11.30 04:58buy60780.181770.000.000.00
121502020.11.30 08:48close60780.181774.850.000.0012460.241375303.69
361982022.12.09 15:30sell181020.121805.020.000.00
361992022.12.09 15:30close181020.121797.770.000.0012428.993074530.23
13172020.02.25 08:29buy6620.181635.880.000.00
13182020.02.25 09:28close6620.181640.660.000.0012281.52594919.70
281232022.03.21 17:33sell140650.181936.500.000.00
281242022.03.21 19:31close140650.181931.760.000.0012188.902392813.07
352282022.11.08 17:20sell176180.241707.950.000.00
352392022.11.09 12:15close176180.241704.680.000.0011887.263033925.61
360312022.12.05 17:14buy180190.181774.530.000.00
360322022.12.05 18:12close180190.181779.150.000.0011880.573061142.78
384632023.02.15 10:01buy192350.181833.360.000.00
384642023.02.15 15:52close192350.181837.980.000.0011876.163265035.15
392772023.03.15 15:07sell196420.181924.220.000.00
392782023.03.15 15:28close196420.181919.600.000.0011875.913333755.96
307192022.06.10 15:32buy153630.181826.390.000.00
307202022.06.10 15:35close153630.181831.000.000.0011855.442572343.85
240712021.11.10 16:40sell120390.181868.190.000.00
240722021.11.10 16:42close120390.181863.590.000.0011829.722145814.08
322092022.07.27 22:10sell161080.181739.440.000.00
322102022.07.27 22:36close161080.181734.860.000.0011781.092683822.13
36942020.04.21 12:36buy18500.121675.360.000.00
36952020.04.21 13:54close18500.121682.210.000.0011734.63809625.12
320532022.07.25 17:44buy160300.181716.660.000.00
320542022.07.25 20:30close160300.181721.220.000.0011729.482672274.17
448872023.09.20 20:08sell224470.181946.820.000.00
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362192022.12.12 09:50sell181100.011790.910.000.00
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399352023.03.29 22:21sell199690.011964.370.000.00
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387612023.02.27 02:00buy193810.011811.910.000.00
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387642023.02.27 02:30sell193830.011813.360.000.00
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412562023.05.08 22:00sell206290.012021.470.000.00
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414542023.05.12 17:00buy207280.012018.740.000.00
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414952023.05.15 09:04sell207480.012015.080.000.00
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415292023.05.16 08:38buy207650.012013.340.000.00
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