Strategy Tester Report
GC-TOREND-VR5-GOLD
XMTrading-Demo 3 (Build 1400)
| 通貨ペア | GOLD (GOLD) | ||||
| 期間 | 1時間足(H1) 2023.10.02 01:00 - 2024.01.12 23:00 (2023.10.01 - 2024.01.14) | ||||
| 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 | Lots=0.1; TakeProfit=0; StopLoss=0; Slippage=10; EA_Comment=""; MagicNumber=2024999; SL=15; TP=10; SL2=15; TP2=40; Buy=true; Sell=true; | ||||
| テストバー数 | 1771 | モデルティック数 | 9431595 | 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 | 10000.00 | スプレッド | 変動 | ||
| 純益 | 2926.42 | 総利益 | 4156.94 | 総損失 | -1230.51 |
| プロフィットファクタ | 3.38 | 期待利得 | 68.06 | ||
| 絶対ドローダウン | 414.50 | 最大ドローダウン | 629.00 (6.16%) | 相対ドローダウン | 6.16% (629.00) |
| 総取引数 | 43 | 売りポジション(勝率%） | 19 (68.42%) | 買いポジション(勝率%） | 24 (70.83%) |
| 勝率(%) | 30 (69.77%) | 負率 (%) | 13 (30.23%) | ||
| 最大 | 勝トレード | 409.70 | 敗トレード | -203.70 | |
| 平均 | 勝トレード | 138.56 | 敗トレード | -94.65 | |
| 最大 | 連勝(金額) | 11 (1900.81) | 連敗(金額) | 4 (-406.90) | |
| 最大 | 連勝(トレード数) | 1900.81 (11) | 連敗(トレード数) | -406.90 (4) | |
| 平均 | 連勝 | 4 | 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 |
| 1 | 2023.10.04 15:15 | sell | 1 | 0.10 | 1830.07 | 0.00 | 0.00 | ||
| 2 | 2023.10.04 16:48 | close | 1 | 0.10 | 1820.44 | 0.00 | 0.00 | 96.30 | 10096.30 |
| 3 | 2023.10.06 17:23 | sell | 2 | 0.10 | 1827.76 | 0.00 | 0.00 | ||
| 4 | 2023.10.06 17:30 | sell | 3 | 0.10 | 1829.84 | 0.00 | 0.00 | ||
| 5 | 2023.10.09 01:00 | close | 3 | 0.10 | 1848.34 | 0.00 | 0.00 | -183.10 | 9913.20 |
| 6 | 2023.10.09 01:00 | close | 2 | 0.10 | 1848.32 | 0.00 | 0.00 | -203.70 | 9709.50 |
| 7 | 2023.10.12 20:08 | buy | 4 | 0.10 | 1868.80 | 0.00 | 0.00 | ||
| 8 | 2023.10.13 10:14 | close | 4 | 0.10 | 1878.49 | 0.00 | 0.00 | 92.75 | 9802.25 |
| 9 | 2023.10.23 01:00 | buy | 5 | 0.10 | 1968.49 | 0.00 | 0.00 | ||
| 10 | 2023.10.23 01:00 | buy | 6 | 0.10 | 1968.51 | 0.00 | 0.00 | ||
| 11 | 2023.10.23 01:15 | close | 6 | 0.10 | 1977.24 | 0.00 | 0.00 | 87.30 | 9889.55 |
| 12 | 2023.10.24 12:18 | buy | 7 | 0.10 | 1968.30 | 0.00 | 0.00 | ||
| 13 | 2023.10.25 16:13 | close | 7 | 0.10 | 1978.16 | 0.00 | 0.00 | 94.45 | 9984.00 |
| 14 | 2023.10.25 18:03 | buy | 8 | 0.10 | 1966.74 | 0.00 | 0.00 | ||
| 15 | 2023.10.25 18:11 | close | 8 | 0.10 | 1976.56 | 0.00 | 0.00 | 98.20 | 10082.20 |
| 16 | 2023.10.26 15:47 | buy | 9 | 0.10 | 1977.26 | 0.00 | 0.00 | ||
| 17 | 2023.10.26 20:09 | close | 9 | 0.10 | 1987.02 | 0.00 | 0.00 | 97.60 | 10179.80 |
| 18 | 2023.10.27 15:57 | buy | 10 | 0.10 | 1977.79 | 0.00 | 0.00 | ||
| 19 | 2023.10.27 20:26 | close | 10 | 0.10 | 1987.51 | 0.00 | 0.00 | 97.20 | 10277.00 |
| 20 | 2023.10.27 21:26 | close | 5 | 0.10 | 2007.12 | 0.00 | 0.00 | 361.39 | 10638.38 |
| 21 | 2023.10.31 19:10 | buy | 11 | 0.10 | 1989.52 | 0.00 | 0.00 | ||
| 22 | 2023.10.31 19:10 | buy | 12 | 0.10 | 1987.19 | 0.00 | 0.00 | ||
| 23 | 2023.11.01 04:00 | close | 12 | 0.10 | 1979.93 | 0.00 | 0.00 | -76.75 | 10561.63 |
| 24 | 2023.11.01 04:00 | close | 11 | 0.10 | 1979.86 | 0.00 | 0.00 | -100.75 | 10460.88 |
| 25 | 2023.11.01 17:00 | sell | 13 | 0.10 | 1991.64 | 0.00 | 0.00 | ||
| 26 | 2023.11.01 18:36 | close | 13 | 0.10 | 1981.95 | 0.00 | 0.00 | 96.90 | 10557.78 |
| 27 | 2023.11.06 05:42 | buy | 14 | 0.10 | 1983.13 | 0.00 | 0.00 | ||
| 28 | 2023.11.06 14:00 | close | 14 | 0.10 | 1987.57 | 0.00 | 0.00 | 44.40 | 10602.18 |
| 29 | 2023.11.09 16:58 | sell | 15 | 0.10 | 1958.36 | 0.00 | 0.00 | ||
| 30 | 2023.11.09 17:39 | sell | 16 | 0.10 | 1961.54 | 0.00 | 0.00 | ||
| 31 | 2023.11.10 13:29 | close | 15 | 0.10 | 1948.55 | 0.00 | 0.00 | 100.00 | 10702.18 |
| 32 | 2023.11.13 18:51 | sell | 17 | 0.10 | 1945.95 | 0.00 | 0.00 | ||
| 33 | 2023.11.14 16:24 | close | 17 | 0.10 | 1961.52 | 0.00 | 0.00 | -153.80 | 10548.38 |
| 34 | 2023.11.14 18:00 | close | 16 | 0.10 | 1964.60 | 0.00 | 0.00 | -24.90 | 10523.48 |
| 35 | 2023.11.15 16:51 | buy | 18 | 0.10 | 1958.84 | 0.00 | 0.00 | ||
| 36 | 2023.11.15 16:52 | buy | 19 | 0.10 | 1956.42 | 0.00 | 0.00 | ||
| 37 | 2023.11.16 15:30 | close | 18 | 0.10 | 1969.19 | 0.00 | 0.00 | 91.04 | 10614.52 |
| 38 | 2023.11.20 01:58 | buy | 20 | 0.10 | 1975.23 | 0.00 | 0.00 | ||
| 39 | 2023.11.20 04:33 | close | 20 | 0.10 | 1984.74 | 0.00 | 0.00 | 95.10 | 10709.62 |
| 40 | 2023.11.20 13:42 | buy | 21 | 0.10 | 1972.64 | 0.00 | 0.00 | ||
| 41 | 2023.11.21 02:27 | close | 21 | 0.10 | 1982.48 | 0.00 | 0.00 | 94.25 | 10803.87 |
| 42 | 2023.11.21 15:30 | close | 19 | 0.10 | 1996.20 | 0.00 | 0.00 | 372.89 | 11176.76 |
| 43 | 2023.11.22 17:23 | buy | 22 | 0.10 | 1991.83 | 0.00 | 0.00 | ||
| 44 | 2023.11.22 20:49 | buy | 23 | 0.10 | 1987.56 | 0.00 | 0.00 | ||
| 45 | 2023.11.24 15:37 | close | 22 | 0.10 | 2001.45 | 0.00 | 0.00 | 79.59 | 11256.35 |
| 46 | 2023.11.28 16:24 | close | 23 | 0.10 | 2027.54 | 0.00 | 0.00 | 374.89 | 11631.24 |
| 47 | 2023.11.30 15:54 | buy | 24 | 0.10 | 2034.43 | 0.00 | 0.00 | ||
| 48 | 2023.12.01 10:52 | close | 24 | 0.10 | 2043.88 | 0.00 | 0.00 | 90.35 | 11721.59 |
| 49 | 2023.12.06 09:43 | sell | 25 | 0.10 | 2031.37 | 0.00 | 0.00 | ||
| 50 | 2023.12.06 09:51 | sell | 26 | 0.10 | 2033.90 | 0.00 | 0.00 | ||
| 51 | 2023.12.06 11:56 | close | 25 | 0.10 | 2021.59 | 0.00 | 0.00 | 97.80 | 11819.39 |
| 52 | 2023.12.06 16:26 | sell | 27 | 0.10 | 2032.46 | 0.00 | 0.00 | ||
| 53 | 2023.12.07 19:04 | close | 27 | 0.10 | 2022.87 | 0.00 | 0.00 | 101.60 | 11920.99 |
| 54 | 2023.12.11 09:56 | close | 26 | 0.10 | 1994.16 | 0.00 | 0.00 | 406.90 | 12327.89 |
| 55 | 2023.12.12 15:30 | sell | 28 | 0.10 | 1994.70 | 0.00 | 0.00 | ||
| 56 | 2023.12.12 15:40 | close | 28 | 0.10 | 1985.06 | 0.00 | 0.00 | 96.40 | 12424.29 |
| 57 | 2023.12.13 21:00 | sell | 29 | 0.10 | 1988.94 | 0.00 | 0.00 | ||
| 58 | 2023.12.13 21:00 | sell | 30 | 0.10 | 1991.48 | 0.00 | 0.00 | ||
| 59 | 2023.12.13 21:14 | close | 29 | 0.10 | 2004.32 | 0.00 | 0.00 | -153.80 | 12270.49 |
| 60 | 2023.12.13 21:18 | close | 30 | 0.10 | 2006.89 | 0.00 | 0.00 | -154.10 | 12116.39 |
| 61 | 2023.12.15 15:41 | buy | 31 | 0.10 | 2029.49 | 0.00 | 0.00 | ||
| 62 | 2023.12.15 20:19 | buy | 32 | 0.10 | 2025.32 | 0.00 | 0.00 | ||
| 63 | 2023.12.18 12:00 | close | 32 | 0.10 | 2022.95 | 0.00 | 0.00 | -27.85 | 12088.54 |
| 64 | 2023.12.18 12:00 | close | 31 | 0.10 | 2022.79 | 0.00 | 0.00 | -71.15 | 12017.38 |
| 65 | 2023.12.20 15:40 | buy | 33 | 0.10 | 2029.93 | 0.00 | 0.00 | ||
| 66 | 2023.12.20 16:13 | close | 33 | 0.10 | 2039.69 | 0.00 | 0.00 | 97.60 | 12114.98 |
| 67 | 2023.12.20 23:33 | buy | 34 | 0.10 | 2027.75 | 0.00 | 0.00 | ||
| 68 | 2023.12.21 05:42 | close | 34 | 0.10 | 2037.44 | 0.00 | 0.00 | 84.44 | 12199.43 |
| 69 | 2023.12.28 21:22 | buy | 35 | 0.10 | 2069.47 | 0.00 | 0.00 | ||
| 70 | 2023.12.28 21:40 | buy | 36 | 0.10 | 2066.92 | 0.00 | 0.00 | ||
| 71 | 2023.12.29 15:00 | close | 36 | 0.10 | 2065.29 | 0.00 | 0.00 | -20.45 | 12178.98 |
| 72 | 2023.12.29 15:00 | close | 35 | 0.10 | 2065.42 | 0.00 | 0.00 | -44.65 | 12134.32 |
| 73 | 2024.01.02 07:47 | sell | 37 | 0.10 | 2074.58 | 0.00 | 0.00 | ||
| 74 | 2024.01.02 10:00 | close | 37 | 0.10 | 2073.40 | 0.00 | 0.00 | 11.80 | 12146.12 |
| 75 | 2024.01.02 17:37 | buy | 38 | 0.10 | 2059.71 | 0.00 | 0.00 | ||
| 76 | 2024.01.02 23:00 | close | 38 | 0.10 | 2058.16 | 0.00 | 0.00 | -15.50 | 12130.62 |
| 77 | 2024.01.05 17:00 | sell | 39 | 0.10 | 2051.34 | 0.00 | 0.00 | ||
| 78 | 2024.01.05 17:00 | sell | 40 | 0.10 | 2053.75 | 0.00 | 0.00 | ||
| 79 | 2024.01.05 19:10 | close | 39 | 0.10 | 2041.71 | 0.00 | 0.00 | 96.30 | 12226.92 |
| 80 | 2024.01.09 15:38 | sell | 41 | 0.10 | 2041.01 | 0.00 | 0.00 | ||
| 81 | 2024.01.09 17:56 | close | 41 | 0.10 | 2031.34 | 0.00 | 0.00 | 96.70 | 12323.62 |
| 82 | 2024.01.10 12:04 | sell | 42 | 0.10 | 2039.40 | 0.00 | 0.00 | ||
| 83 | 2024.01.10 16:12 | close | 42 | 0.10 | 2029.65 | 0.00 | 0.00 | 97.50 | 12421.12 |
| 84 | 2024.01.11 15:24 | sell | 43 | 0.10 | 2038.61 | 0.00 | 0.00 | ||
| 85 | 2024.01.11 15:30 | close | 43 | 0.10 | 2029.05 | 0.00 | 0.00 | 95.60 | 12516.72 |
| 86 | 2024.01.11 18:37 | close | 40 | 0.10 | 2013.92 | 0.00 | 0.00 | 409.70 | 12926.42 |