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 |
