USドル建ての口座でも
バックテストで
稼働することを確認しました。
確認した口座は
VantageのSTPのCENT口座です。
リアルでの確認できましたら
追って公開いたします。
バックテスト詳細条件
・初期1,000ドルでスタート
・複利運用OFFでロットサイズ固定2.5lot
・テスト期間2023年1月~2023年11月17日
注意
ドル建て口座なので損益は
ドルになっております。
Strategy Tester Report
AlbireoXAUUSD20231117
VantageInternational-Live 7 (Build 1400)
通貨ペア |
XAUUSD.sc (Gold US Dollar) |
期間 |
15分足(M15) 2023.01.03 01:00 - 2023.11.17 23:45 (2023.01.01 - 2023.11.18) |
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 |
Magic=20231117; MaxSpread=31; D_AllowedSpread=3; MaxBuyPosition=3; MaxSellPosition=3; Lots=2.5; MM=false; Risk=1; If_SonekiPips_0=450; If_SonekiPips_10=450; If_SonekiPips_20=120; If_SonekiPips_21=100; BuyOrder_Limit_0=94; SellOrder_Limit_0=330; SellOrder_Limit_1=410; day=""; Month0=1; Day0=1; Month1=1; Day1=1; Month2=1; Day2=1; Month3=1; Day3=1; Month4=1; Day4=1; Month5=1; Day5=1; Month6=1; Day6=1; Month7=1; Day7=1; Month8=1; Day8=1; Month9=1; Day9=1; Month10=1; Day10=1; Month11=1; Day11=1; Month12=1; Day12=1; Month13=1; Day13=1; Month14=1; Day14=1; Month15=1; Day15=1; Month16=1; Day16=1; |
テストバー数21836モデルティック数25463401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1000.00
スプレッド22純益210.86総利益255.94総損失-45.08プロフィットファクタ5.68期待利得3.15
絶対ドローダウン108.19最大ドローダウン175.59 (16.45%)相対ドローダウン16.45% (175.59) 総取引数67売りポジション(勝率%)11 (100.00%)買いポジション(勝率%)56 (96.43%) 勝率(%)65 (97.01%)負率 (%)2 (2.99%)最大勝トレード33.08敗トレード-40.14平均勝トレード3.94敗トレード-22.54最大連勝(金額)33 (122.71)連敗(金額)1 (-40.14)最大連勝(トレード数)122.71 (33)連敗(トレード数)-40.14 (1)平均連勝22連敗1 |
# |
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 |
2023.01.03 08:01 |
buy |
1 |
2.50 |
1841.54 |
0.00 |
1842.48 |
|
2 |
2023.01.03 08:15 |
t/p |
1 |
2.50 |
1842.48 |
0.00 |
1842.48 |
2.35 |
1002.35 |
3 |
2023.01.04 08:08 |
buy |
2 |
2.50 |
1847.20 |
0.00 |
1848.14 |
|
4 |
2023.01.04 08:18 |
t/p |
2 |
2.50 |
1848.14 |
0.00 |
1848.14 |
2.35 |
1004.70 |
5 |
2023.01.09 03:28 |
buy |
3 |
2.50 |
1870.91 |
0.00 |
1871.85 |
|
6 |
2023.01.09 03:37 |
t/p |
3 |
2.50 |
1871.85 |
0.00 |
1871.85 |
2.35 |
1007.05 |
7 |
2023.01.10 17:12 |
buy |
4 |
2.50 |
1880.56 |
0.00 |
1881.50 |
|
8 |
2023.01.11 07:35 |
t/p |
4 |
2.50 |
1881.50 |
0.00 |
1881.50 |
1.58 |
1008.63 |
9 |
2023.01.11 07:46 |
buy |
5 |
2.50 |
1884.01 |
0.00 |
1884.95 |
|
10 |
2023.01.11 10:49 |
t/p |
5 |
2.50 |
1884.95 |
0.00 |
1884.95 |
2.35 |
1010.98 |
11 |
2023.01.12 03:59 |
buy |
6 |
2.50 |
1880.97 |
0.00 |
1881.91 |
|
12 |
2023.01.12 04:26 |
t/p |
6 |
2.50 |
1881.91 |
0.00 |
1881.91 |
2.35 |
1013.33 |
13 |
2023.01.13 04:00 |
buy |
7 |
2.50 |
1899.57 |
0.00 |
1900.51 |
|
14 |
2023.01.13 10:07 |
t/p |
7 |
2.50 |
1900.51 |
0.00 |
1900.51 |
2.35 |
1015.68 |
15 |
2023.01.17 16:10 |
buy |
8 |
2.50 |
1914.57 |
0.00 |
1915.51 |
|
16 |
2023.01.17 16:14 |
t/p |
8 |
2.50 |
1915.51 |
0.00 |
1915.51 |
2.35 |
1018.03 |
17 |
2023.01.18 13:04 |
buy |
9 |
2.50 |
1915.13 |
0.00 |
1916.07 |
|
18 |
2023.01.18 13:55 |
t/p |
9 |
2.50 |
1916.07 |
0.00 |
1916.07 |
2.35 |
1020.38 |
19 |
2023.01.19 16:00 |
buy |
10 |
2.50 |
1913.58 |
0.00 |
1914.52 |
|
20 |
2023.01.19 16:07 |
t/p |
10 |
2.50 |
1914.52 |
0.00 |
1914.52 |
2.35 |
1022.73 |
21 |
2023.01.23 22:36 |
buy |
11 |
2.50 |
1929.26 |
0.00 |
1930.20 |
|
22 |
2023.01.23 22:38 |
t/p |
11 |
2.50 |
1930.20 |
0.00 |
1930.20 |
2.35 |
1025.08 |
23 |
2023.01.24 04:36 |
buy |
12 |
2.50 |
1935.73 |
0.00 |
1936.67 |
|
24 |
2023.01.24 08:28 |
t/p |
12 |
2.50 |
1936.67 |
0.00 |
1936.67 |
2.35 |
1027.43 |
25 |
2023.01.25 21:57 |
buy |
13 |
2.50 |
1943.01 |
0.00 |
1943.95 |
|
26 |
2023.01.25 22:03 |
t/p |
13 |
2.50 |
1943.95 |
0.00 |
1943.95 |
2.35 |
1029.78 |
27 |
2023.01.26 06:39 |
buy |
14 |
2.50 |
1947.88 |
0.00 |
1948.82 |
|
28 |
2023.01.26 08:17 |
t/p |
14 |
2.50 |
1948.82 |
0.00 |
1948.82 |
2.35 |
1032.13 |
29 |
2023.02.01 15:28 |
buy |
15 |
2.50 |
1930.26 |
0.00 |
1931.20 |
|
30 |
2023.02.01 15:52 |
t/p |
15 |
2.50 |
1931.20 |
0.00 |
1931.20 |
2.35 |
1034.48 |
31 |
2023.02.02 03:11 |
buy |
16 |
2.50 |
1956.60 |
0.00 |
1957.54 |
|
32 |
2023.02.02 09:12 |
t/p |
16 |
2.50 |
1957.54 |
0.00 |
1957.54 |
2.35 |
1036.83 |
33 |
2023.02.20 13:19 |
buy |
17 |
2.50 |
1845.07 |
0.00 |
1846.01 |
|
34 |
2023.02.20 15:29 |
t/p |
17 |
2.50 |
1846.01 |
0.00 |
1846.01 |
2.35 |
1039.18 |
35 |
2023.03.09 23:10 |
buy |
18 |
2.50 |
1831.77 |
0.00 |
1832.71 |
|
36 |
2023.03.10 02:19 |
t/p |
18 |
2.50 |
1832.71 |
0.00 |
1832.71 |
1.58 |
1040.76 |
37 |
2023.03.10 07:47 |
buy |
19 |
2.50 |
1831.36 |
0.00 |
1832.30 |
|
38 |
2023.03.10 08:03 |
t/p |
19 |
2.50 |
1832.30 |
0.00 |
1832.30 |
2.35 |
1043.11 |
39 |
2023.03.15 18:03 |
buy |
20 |
2.50 |
1927.41 |
0.00 |
1928.35 |
|
40 |
2023.03.15 18:10 |
t/p |
20 |
2.50 |
1928.35 |
0.00 |
1928.35 |
2.35 |
1045.46 |
41 |
2023.03.16 12:14 |
buy |
21 |
2.50 |
1922.77 |
0.00 |
1923.71 |
|
42 |
2023.03.16 13:01 |
t/p |
21 |
2.50 |
1923.71 |
0.00 |
1923.71 |
2.35 |
1047.81 |
43 |
2023.03.17 06:53 |
buy |
22 |
2.50 |
1929.99 |
0.00 |
1930.93 |
|
44 |
2023.03.17 07:00 |
t/p |
22 |
2.50 |
1930.93 |
0.00 |
1930.93 |
2.35 |
1050.16 |
45 |
2023.03.20 07:49 |
buy |
23 |
2.50 |
1980.59 |
0.00 |
1981.53 |
|
46 |
2023.03.20 07:49 |
t/p |
23 |
2.50 |
1981.53 |
0.00 |
1981.53 |
2.35 |
1052.51 |
47 |
2023.03.23 02:31 |
buy |
24 |
2.50 |
1971.53 |
0.00 |
1972.47 |
|
48 |
2023.03.23 02:31 |
t/p |
24 |
2.50 |
1972.47 |
0.00 |
1972.47 |
2.35 |
1054.86 |
49 |
2023.03.29 15:01 |
buy |
25 |
2.50 |
1968.66 |
0.00 |
1969.60 |
|
50 |
2023.03.29 17:35 |
t/p |
25 |
2.50 |
1969.60 |
0.00 |
1969.60 |
2.35 |
1057.21 |
51 |
2023.03.30 14:17 |
buy |
26 |
2.50 |
1971.15 |
0.00 |
1972.09 |
|
52 |
2023.03.30 15:26 |
t/p |
26 |
2.50 |
1972.09 |
0.00 |
1972.09 |
2.35 |
1059.56 |
53 |
2023.04.03 16:43 |
sell |
27 |
2.50 |
1979.00 |
0.00 |
1974.90 |
|
54 |
2023.04.03 17:00 |
buy |
28 |
2.50 |
1980.88 |
0.00 |
1981.82 |
|
55 |
2023.04.03 17:01 |
t/p |
28 |
2.50 |
1981.82 |
0.00 |
1981.82 |
2.35 |
1061.91 |
56 |
2023.04.05 08:48 |
buy |
29 |
2.50 |
2023.92 |
0.00 |
2024.86 |
|
57 |
2023.04.05 09:12 |
t/p |
29 |
2.50 |
2024.86 |
0.00 |
2024.86 |
2.35 |
1064.26 |
58 |
2023.04.12 03:30 |
buy |
30 |
2.50 |
2004.77 |
0.00 |
2005.71 |
|
59 |
2023.04.12 04:17 |
t/p |
30 |
2.50 |
2005.71 |
0.00 |
2005.71 |
2.35 |
1066.61 |
60 |
2023.04.13 03:30 |
buy |
31 |
2.50 |
2018.32 |
0.00 |
2019.26 |
|
61 |
2023.04.13 03:38 |
t/p |
31 |
2.50 |
2019.26 |
0.00 |
2019.26 |
2.35 |
1068.96 |
62 |
2023.04.14 07:13 |
buy |
32 |
2.50 |
2046.15 |
0.00 |
2047.09 |
|
63 |
2023.04.19 12:37 |
t/p |
27 |
2.50 |
1974.90 |
0.00 |
1974.90 |
17.81 |
1086.77 |
64 |
2023.04.24 05:50 |
sell |
33 |
2.50 |
1980.42 |
0.00 |
0.00 |
|
65 |
2023.04.28 15:30 |
close |
33 |
2.50 |
1980.41 |
0.00 |
0.00 |
2.85 |
1089.62 |
66 |
2023.05.03 18:02 |
buy |
34 |
2.50 |
2022.10 |
0.00 |
0.00 |
|
67 |
2023.05.03 21:02 |
close |
34 |
2.50 |
2035.33 |
0.00 |
0.00 |
33.08 |
1122.70 |
68 |
2023.05.03 21:02 |
close |
32 |
2.50 |
2035.33 |
0.00 |
2047.09 |
-40.14 |
1082.56 |
69 |
2023.05.09 19:56 |
buy |
35 |
2.50 |
2030.44 |
0.00 |
2031.38 |
|
70 |
2023.05.09 20:02 |
t/p |
35 |
2.50 |
2031.38 |
0.00 |
2031.38 |
2.35 |
1084.91 |
71 |
2023.05.22 10:53 |
buy |
36 |
2.50 |
1977.32 |
0.00 |
1978.26 |
|
72 |
2023.05.22 11:42 |
t/p |
36 |
2.50 |
1978.26 |
0.00 |
1978.26 |
2.35 |
1087.26 |
73 |
2023.05.31 15:45 |
buy |
37 |
2.50 |
1961.86 |
0.00 |
1962.80 |
|
74 |
2023.05.31 15:50 |
t/p |
37 |
2.50 |
1962.80 |
0.00 |
1962.80 |
2.35 |
1089.61 |
75 |
2023.06.01 04:04 |
buy |
38 |
2.50 |
1967.55 |
0.00 |
1968.49 |
|
76 |
2023.06.01 16:00 |
t/p |
38 |
2.50 |
1968.49 |
0.00 |
1968.49 |
2.35 |
1091.96 |
77 |
2023.06.13 09:49 |
buy |
39 |
2.50 |
1962.25 |
0.00 |
1963.19 |
|
78 |
2023.06.13 10:05 |
t/p |
39 |
2.50 |
1963.19 |
0.00 |
1963.19 |
2.35 |
1094.31 |
79 |
2023.06.20 04:10 |
sell |
40 |
2.50 |
1950.37 |
0.00 |
1947.07 |
|
80 |
2023.06.20 04:51 |
t/p |
40 |
2.50 |
1947.07 |
0.00 |
1947.07 |
8.25 |
1102.56 |
81 |
2023.06.21 04:32 |
sell |
41 |
2.50 |
1936.69 |
0.00 |
1933.39 |
|
82 |
2023.06.21 09:01 |
t/p |
41 |
2.50 |
1933.39 |
0.00 |
1933.39 |
8.25 |
1110.81 |
83 |
2023.06.28 05:28 |
sell |
42 |
2.50 |
1913.34 |
0.00 |
1910.04 |
|
84 |
2023.06.28 09:43 |
t/p |
42 |
2.50 |
1910.04 |
0.00 |
1910.04 |
8.25 |
1119.06 |
85 |
2023.07.12 08:05 |
buy |
43 |
2.50 |
1938.92 |
0.00 |
1939.86 |
|
86 |
2023.07.12 08:19 |
t/p |
43 |
2.50 |
1939.86 |
0.00 |
1939.86 |
2.35 |
1121.41 |
87 |
2023.07.17 15:03 |
buy |
44 |
2.50 |
1958.20 |
0.00 |
1959.14 |
|
88 |
2023.07.17 15:06 |
t/p |
44 |
2.50 |
1959.14 |
0.00 |
1959.14 |
2.35 |
1123.76 |
89 |
2023.07.18 04:14 |
buy |
45 |
2.50 |
1956.73 |
0.00 |
1957.67 |
|
90 |
2023.07.18 04:23 |
t/p |
45 |
2.50 |
1957.67 |
0.00 |
1957.67 |
2.35 |
1126.11 |
91 |
2023.07.26 03:03 |
buy |
46 |
2.50 |
1966.04 |
0.00 |
1966.98 |
|
92 |
2023.07.26 09:13 |
t/p |
46 |
2.50 |
1966.98 |
0.00 |
1966.98 |
2.35 |
1128.46 |
93 |
2023.08.02 06:25 |
sell |
47 |
2.50 |
1947.58 |
0.00 |
1944.28 |
|
94 |
2023.08.02 15:43 |
t/p |
47 |
2.50 |
1944.28 |
0.00 |
1944.28 |
8.25 |
1136.71 |
95 |
2023.08.10 09:11 |
sell |
48 |
2.50 |
1915.61 |
0.00 |
1912.31 |
|
96 |
2023.08.10 23:50 |
t/p |
48 |
2.50 |
1912.31 |
0.00 |
1912.31 |
8.25 |
1144.96 |
97 |
2023.08.14 04:30 |
sell |
49 |
2.50 |
1910.47 |
0.00 |
1907.17 |
|
98 |
2023.08.14 15:24 |
t/p |
49 |
2.50 |
1907.17 |
0.00 |
1907.17 |
8.25 |
1153.21 |
99 |
2023.08.15 08:01 |
sell |
50 |
2.50 |
1905.72 |
0.00 |
1902.42 |
|
100 |
2023.08.15 14:12 |
t/p |
50 |
2.50 |
1902.42 |
0.00 |
1902.42 |
8.25 |
1161.46 |
101 |
2023.08.23 02:34 |
buy |
51 |
2.50 |
1898.36 |
0.00 |
1899.30 |
|
102 |
2023.08.23 03:11 |
t/p |
51 |
2.50 |
1899.30 |
0.00 |
1899.30 |
2.35 |
1163.81 |
103 |
2023.08.28 03:27 |
buy |
52 |
2.50 |
1916.08 |
0.00 |
1917.02 |
|
104 |
2023.08.28 04:26 |
t/p |
52 |
2.50 |
1917.02 |
0.00 |
1917.02 |
2.35 |
1166.16 |
105 |
2023.08.29 02:30 |
buy |
53 |
2.50 |
1921.29 |
0.00 |
1922.23 |
|
106 |
2023.08.29 04:23 |
t/p |
53 |
2.50 |
1922.23 |
0.00 |
1922.23 |
2.35 |
1168.51 |
107 |
2023.08.30 07:03 |
buy |
54 |
2.50 |
1937.10 |
0.00 |
1938.04 |
|
108 |
2023.08.30 12:27 |
t/p |
54 |
2.50 |
1938.04 |
0.00 |
1938.04 |
2.35 |
1170.86 |
109 |
2023.09.19 15:26 |
buy |
55 |
2.50 |
1935.85 |
0.00 |
1936.79 |
|
110 |
2023.09.20 16:42 |
t/p |
55 |
2.50 |
1936.79 |
0.00 |
1936.79 |
1.58 |
1172.44 |
111 |
2023.10.02 07:00 |
sell |
56 |
2.50 |
1843.20 |
0.00 |
1839.90 |
|
112 |
2023.10.02 08:52 |
t/p |
56 |
2.50 |
1839.90 |
0.00 |
1839.90 |
8.25 |
1180.69 |
113 |
2023.10.03 02:32 |
sell |
57 |
2.50 |
1822.36 |
0.00 |
1819.06 |
|
114 |
2023.10.03 05:17 |
t/p |
57 |
2.50 |
1819.06 |
0.00 |
1819.06 |
8.25 |
1188.94 |
115 |
2023.10.11 18:30 |
buy |
58 |
2.50 |
1872.54 |
0.00 |
1873.48 |
|
116 |
2023.10.11 18:40 |
t/p |
58 |
2.50 |
1873.48 |
0.00 |
1873.48 |
2.35 |
1191.29 |
117 |
2023.10.12 03:54 |
buy |
59 |
2.50 |
1875.71 |
0.00 |
1876.65 |
|
118 |
2023.10.12 04:22 |
t/p |
59 |
2.50 |
1876.65 |
0.00 |
1876.65 |
2.35 |
1193.64 |
119 |
2023.10.19 19:50 |
buy |
60 |
2.50 |
1958.68 |
0.00 |
1959.62 |
|
120 |
2023.10.19 19:52 |
t/p |
60 |
2.50 |
1959.62 |
0.00 |
1959.62 |
2.35 |
1195.99 |
121 |
2023.10.23 12:01 |
buy |
61 |
2.50 |
1982.11 |
0.00 |
1983.05 |
|
122 |
2023.10.24 20:46 |
buy |
62 |
2.50 |
1976.91 |
0.00 |
0.00 |
|
123 |
2023.10.25 16:48 |
close |
62 |
2.50 |
1980.75 |
0.00 |
0.00 |
8.83 |
1204.82 |
124 |
2023.10.25 16:48 |
close |
61 |
2.50 |
1980.75 |
0.00 |
1983.05 |
-4.94 |
1199.88 |
125 |
2023.10.26 04:20 |
buy |
63 |
2.50 |
1984.82 |
0.00 |
1985.76 |
|
126 |
2023.10.26 04:22 |
t/p |
63 |
2.50 |
1985.76 |
0.00 |
1985.76 |
2.35 |
1202.23 |
127 |
2023.10.27 07:00 |
buy |
64 |
2.50 |
1988.32 |
0.00 |
1989.26 |
|
128 |
2023.10.27 07:05 |
t/p |
64 |
2.50 |
1989.26 |
0.00 |
1989.26 |
2.35 |
1204.58 |
129 |
2023.10.31 13:41 |
buy |
65 |
2.50 |
1999.60 |
0.00 |
2000.54 |
|
130 |
2023.10.31 14:09 |
t/p |
65 |
2.50 |
2000.54 |
0.00 |
2000.54 |
2.35 |
1206.93 |
131 |
2023.11.03 08:16 |
buy |
66 |
2.50 |
1987.35 |
0.00 |
1988.29 |
|
132 |
2023.11.03 09:12 |
t/p |
66 |
2.50 |
1988.29 |
0.00 |
1988.29 |
2.35 |
1209.28 |
133 |
2023.11.16 20:02 |
buy |
67 |
2.50 |
1984.69 |
0.00 |
1985.63 |
|
134 |
2023.11.17 03:00 |
t/p |
67 |
2.50 |
1985.63 |
0.00 |
1985.63 |
1.58 |
1210.86 |
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