ストラテジーテスターレポート
Exness-MT5Trial5 (Build 5836)
設定
エキスパート: GOLD_EMA_ATR_EA
銘柄: XAUUSDm
期間: H1 (2023.01.01 - 2024.12.31)
パラメータ: === Economic Event Filter ====
EconFilter_Enable=true
EconFilter_AvoidNFP=true
EconFilter_AvoidFOMC=true
EconFilter_AvoidCPI=true
EconFilter_AvoidWeekend=true
EconFilter_AvoidHoursBefore=2
EconFilter_AvoidHoursAfter=1
EconFilter_ServerGMTOffset=3
EconFilter_Verbose=false
=== EMA Settings ====
FastEMA_Period=37
SlowEMA_Period=80
=== ATR Settings ====
ATR_Period=14
SL_ATR_Multi=1.5
TP_ATR_Multi=1.5
=== ADX Trend Filter ====
UseADX=true
ADX_Period=14
ADX_MinValue=30.0
=== Risk Management ====
RiskPercent=1.0
MaxLots=5.0
=== Trailing Stop ====
UseTrailingStop=true
Trail_ATR_Multi=1.0
=== Time Filter (Server Time) ====
UseTimeFilter=true
StartHour=8
EndHour=21
=== License ====
LicenseServer=https://gold-ea-jp.vercel.app
=== General ====
MagicNumber=20260515
EAComment=GOLD_EMA_ATR
会社: Exness Technologies Ltd
通貨: USD
初期証拠金: 10 000.00
レバレッジ: 1:500
結果
ヒストリー品質: 98%
バー: 11800 ティック: 46676 銘柄: 1
総損益: 104.73 残高絶対ドローダウン: 132.65 証拠金絶対ドローダウン: 185.07
総利益: 1 379.69 残高最大ドローダウン: 455.59 (4.31%) 証拠金最大ドローダウン: 499.89 (4.72%)
総損失: -1 274.96 残高相対ドローダウン: 4.31% (455.59) 証拠金相対ドローダウン: 4.72% (499.89)
プロフィットファクター: 1.08 期待利得: 2.83 証拠金維持率: 7940.23%
リカバリファクター: 0.21 シャープレシオ: 0.81 Z-Score: -0.56 (42.45%)
AHPR: 1.0003 (0.03%) LR Correlation: 0.62 OnTester 結果: 0
GHPR: 1.0003 (0.03%) LR Standard Error: 163.61
取引数: 37 ショート (勝率 %): 21 (47.62%) ロング (勝率 %): 16 (37.50%)
約定数: 74 勝ちトレード (勝率 %): 16 (43.24%) 負けトレード (負率 %): 21 (56.76%)
最大 勝ちトレード: 102.83 最大 負けトレード: -104.79
平均 勝ちトレード: 86.23 平均 負けトレード: -60.71
最大 連勝数 (金額): 4 (299.54) 最大 連敗数 (金額): 4 (-304.94)
最大 連勝利益額 (数): 299.54 (4) 最大 連敗損失額 (数): -304.94 (4)
平均 連勝利益額 (数): 2 平均 連敗数: 2
Graph
Graph
Correlation (Profits,MFE): 0.86 Correlation (Profits,MAE): 0.71 Correlation (MFE,MAE): 0.6021
Graph
ポジション最短保持時間: 0:59:58 ポジション最長保持時間: 19:59:58 ポジション平均保持時間: 6:21:02
Graph
注文
約定時刻 注文 銘柄 タイプ 数量 価格 決済逆指値(S/L) 決済指値(T/P) 時間 状況 コメント
2023.03.07 19:00:002XAUUSDmbuy0.13 / 0.130.0001807.4881821.8182023.03.07 19:00:00filledGOLD_EMA_ATR
2023.03.08 13:59:583XAUUSDmsell0.13 / 0.130.0002023.03.08 13:59:58filledsl 1812.915
2023.03.10 13:00:004XAUUSDmsell0.19 / 0.190.0001841.8021831.4432023.03.10 13:00:00filledGOLD_EMA_ATR
2023.03.10 13:59:585XAUUSDmbuy0.19 / 0.190.0002023.03.10 13:59:58filledsl 1841.802
2023.03.27 16:00:006XAUUSDmbuy0.09 / 0.090.0001946.7881967.2742023.03.27 16:00:00filledGOLD_EMA_ATR
2023.03.28 05:59:577XAUUSDmsell0.09 / 0.090.0002023.03.28 05:59:57filledsl 1957.079
2023.03.30 17:00:008XAUUSDmsell0.14 / 0.140.0001989.7991976.4812023.03.30 17:00:00filledGOLD_EMA_ATR
2023.03.31 01:59:589XAUUSDmbuy0.14 / 0.140.0002023.03.31 01:59:58filledsl 1982.996
2023.04.03 16:00:0010XAUUSDmsell0.1 / 0.10.0001997.3501978.5342023.04.03 16:00:00filledGOLD_EMA_ATR
2023.04.04 01:59:5811XAUUSDmbuy0.1 / 0.10.0002023.04.04 01:59:58filledtp 1978.534
2023.04.10 17:00:0012XAUUSDmbuy0.12 / 0.120.0001981.8201997.9802023.04.10 17:00:00filledGOLD_EMA_ATR
2023.04.11 03:59:5813XAUUSDmsell0.12 / 0.120.0002023.04.11 03:59:58filledtp 1997.980
2023.04.27 18:00:0014XAUUSDmbuy0.1 / 0.10.0001979.9331998.7412023.04.27 18:00:00filledGOLD_EMA_ATR
2023.04.28 05:59:5815XAUUSDmsell0.1 / 0.10.0002023.04.28 05:59:58filledsl 1984.740
2023.05.02 18:00:0016XAUUSDmsell0.11 / 0.110.0002021.0342003.4942023.05.02 18:00:00filledGOLD_EMA_ATR
2023.05.03 13:59:5817XAUUSDmbuy0.11 / 0.110.0002023.05.03 13:59:58filledsl 2016.418
2023.07.03 11:00:0018XAUUSDmbuy0.22 / 0.220.0001909.7081918.3702023.07.03 11:00:00filledGOLD_EMA_ATR
2023.07.03 12:59:5819XAUUSDmsell0.22 / 0.220.0002023.07.03 12:59:58filledtp 1918.370
2023.07.03 13:00:0020XAUUSDmbuy0.22 / 0.220.0001917.6611926.4272023.07.03 13:00:00filledGOLD_EMA_ATR
2023.07.03 13:59:5821XAUUSDmsell0.22 / 0.220.0002023.07.03 13:59:58filledtp 1926.427
2023.07.07 20:00:0022XAUUSDmsell0.12 / 0.120.0001932.4571916.8272023.07.07 20:00:00filledGOLD_EMA_ATR
2023.07.10 06:59:5823XAUUSDmbuy0.12 / 0.120.0002023.07.10 06:59:58filledsl 1923.868
2023.07.31 20:00:0024XAUUSDmsell0.15 / 0.150.0001971.0851957.9432023.07.31 20:00:00filledGOLD_EMA_ATR
2023.08.01 06:59:5825XAUUSDmbuy0.15 / 0.150.0002023.08.01 06:59:58filledtp 1957.943
2023.08.01 09:00:0026XAUUSDmbuy0.27 / 0.270.0001952.2351959.7692023.08.01 09:00:00filledGOLD_EMA_ATR
2023.08.01 11:59:5827XAUUSDmsell0.27 / 0.270.0002023.08.01 11:59:58filledsl 1954.249
2023.09.05 12:00:0028XAUUSDmbuy0.33 / 0.330.0001927.5621933.6342023.09.05 12:00:00filledGOLD_EMA_ATR
2023.09.05 12:59:5829XAUUSDmsell0.33 / 0.330.0002023.09.05 12:59:58filledtp 1933.634
2023.09.21 16:00:0030XAUUSDmbuy0.19 / 0.190.0001912.3351922.9212023.09.21 16:00:00filledGOLD_EMA_ATR
2023.09.22 00:59:5831XAUUSDmsell0.19 / 0.190.0002023.09.22 00:59:58filledtp 1922.921
2024.01.12 13:00:0032XAUUSDmsell0.18 / 0.180.0002053.3682042.1422024.01.12 13:00:00filledGOLD_EMA_ATR
2024.01.12 13:59:5833XAUUSDmbuy0.18 / 0.180.0002024.01.12 13:59:58filledsl 2053.368
2024.01.23 09:00:0034XAUUSDmsell0.18 / 0.180.0002034.3172023.3852024.01.23 09:00:00filledGOLD_EMA_ATR
2024.01.23 11:59:5835XAUUSDmbuy0.18 / 0.180.0002024.01.23 11:59:58filledtp 2023.385
2024.01.29 09:00:0036XAUUSDmsell0.2 / 0.20.0002036.6682026.5222024.01.29 09:00:00filledGOLD_EMA_ATR
2024.01.29 10:59:5837XAUUSDmbuy0.2 / 0.20.0002024.01.29 10:59:58filledtp 2026.522
2024.02.05 09:00:0038XAUUSDmbuy0.18 / 0.180.0002017.9332029.2872024.02.05 09:00:00filledGOLD_EMA_ATR
2024.02.05 12:59:5839XAUUSDmsell0.18 / 0.180.0002024.02.05 12:59:58filledsl 2023.563
2024.04.22 10:00:0040XAUUSDmbuy0.09 / 0.090.0002349.9262372.7542024.04.22 10:00:00filledGOLD_EMA_ATR
2024.04.22 11:59:5741XAUUSDmsell0.09 / 0.090.0002024.04.22 11:59:57filledsl 2350.140
2024.04.26 13:00:0042XAUUSDmsell0.14 / 0.140.0002352.0652337.3752024.04.26 13:00:00filledGOLD_EMA_ATR
2024.04.26 13:59:5843XAUUSDmbuy0.14 / 0.140.0002024.04.26 13:59:58filledtp 2337.375
2024.05.06 14:00:0044XAUUSDmsell0.09 / 0.090.0002338.8762316.9282024.05.06 14:00:00filledGOLD_EMA_ATR
2024.05.07 00:59:5845XAUUSDmbuy0.09 / 0.090.0002024.05.07 00:59:58filledsl 2328.577
2024.06.05 19:00:0046XAUUSDmsell0.1 / 0.10.0002365.4962345.9822024.06.05 19:00:00filledGOLD_EMA_ATR
2024.06.06 01:59:5847XAUUSDmbuy0.1 / 0.10.0002024.06.06 01:59:58filledsl 2360.740
2024.06.07 18:00:0048XAUUSDmbuy0.05 / 0.050.0002286.1752325.2512024.06.07 18:00:00filledGOLD_EMA_ATR
2024.06.07 19:59:5849XAUUSDmsell0.05 / 0.050.0002024.06.07 19:59:58filledsl 2288.279
2024.06.14 17:00:0050XAUUSDmsell0.1 / 0.10.0002339.0462318.6322024.06.14 17:00:00filledGOLD_EMA_ATR
2024.06.17 05:59:5751XAUUSDmbuy0.1 / 0.10.0002024.06.17 05:59:57filledtp 2318.632
2024.06.18 13:00:0052XAUUSDmbuy0.16 / 0.160.0002307.7552320.5412024.06.18 13:00:00filledGOLD_EMA_ATR
2024.06.18 13:59:5853XAUUSDmsell0.16 / 0.160.0002024.06.18 13:59:58filledtp 2320.541
2024.06.18 16:00:0054XAUUSDmsell0.11 / 0.110.0002335.7342318.0962024.06.18 16:00:00filledGOLD_EMA_ATR
2024.06.19 07:59:5755XAUUSDmbuy0.11 / 0.110.0002024.06.19 07:59:57filledsl 2332.750
2024.06.28 10:00:0056XAUUSDmsell0.17 / 0.170.0002336.1542324.4582024.06.28 10:00:00filledGOLD_EMA_ATR
2024.06.28 10:59:5857XAUUSDmbuy0.17 / 0.170.0002024.06.28 10:59:58filledsl 2336.154
2024.07.19 11:00:0058XAUUSDmbuy0.09 / 0.090.0002401.6492423.7172024.07.19 11:00:00filledGOLD_EMA_ATR
2024.07.19 12:59:5859XAUUSDmsell0.09 / 0.090.0002024.07.19 12:59:58filledsl 2403.114
2024.08.23 18:00:0060XAUUSDmsell0.1 / 0.10.0002520.6512501.1652024.08.23 18:00:00filledGOLD_EMA_ATR
2024.08.25 23:59:5861XAUUSDmbuy0.1 / 0.10.0002024.08.25 23:59:58filledsl 2516.430
2024.09.05 13:00:0062XAUUSDmsell0.16 / 0.160.0002524.1732511.4192024.09.05 13:00:00filledGOLD_EMA_ATR
2024.09.05 14:59:5763XAUUSDmbuy0.16 / 0.160.0002024.09.05 14:59:57filledtp 2511.419
2024.09.30 17:00:0064XAUUSDmbuy0.09 / 0.090.0002628.3772650.1632024.09.30 17:00:00filledGOLD_EMA_ATR
2024.09.30 18:59:5865XAUUSDmsell0.09 / 0.090.0002024.09.30 18:59:58filledsl 2630.549
2024.10.01 19:00:0066XAUUSDmsell0.08 / 0.080.0002672.7722649.2082024.10.01 19:00:00filledGOLD_EMA_ATR
2024.10.02 05:59:5867XAUUSDmbuy0.08 / 0.080.0002024.10.02 05:59:58filledtp 2649.208
2024.10.11 10:00:0068XAUUSDmsell0.13 / 0.130.0002645.7752629.9652024.10.11 10:00:00filledGOLD_EMA_ATR
2024.10.11 12:59:5769XAUUSDmbuy0.13 / 0.130.0002024.10.11 12:59:57filledsl 2645.775
2024.11.29 08:00:0070XAUUSDmsell0.1 / 0.10.0002670.0062651.1082024.11.29 08:00:00filledGOLD_EMA_ATR
2024.11.29 09:59:5871XAUUSDmbuy0.1 / 0.10.0002024.11.29 09:59:58filledsl 2663.844
2024.12.13 17:00:0072XAUUSDmbuy0.09 / 0.090.0002651.3512673.5392024.12.13 17:00:00filledGOLD_EMA_ATR
2024.12.15 23:00:0073XAUUSDmsell0.09 / 0.090.0002024.12.15 23:00:00filledsl 2651.351
2024.12.26 11:00:0074XAUUSDmsell0.17 / 0.170.0002634.6552622.7812024.12.26 11:00:00filledGOLD_EMA_ATR
2024.12.26 13:59:5775XAUUSDmbuy0.17 / 0.170.0002024.12.26 13:59:57filledsl 2630.367
約定
時間 約定 銘柄 タイプ 新規・決済 数量 価格 注文 手数料 スワップ 損益 残高 コメント
2023.01.01 00:00:001balance0.000.0010 000.0010 000.00
2023.03.07 19:00:002XAUUSDmbuyin0.131814.65320.000.000.0010 000.00GOLD_EMA_ATR
2023.03.08 13:59:583XAUUSDmsellout0.131812.91530.00-7.13-22.599 970.28sl 1812.915
2023.03.10 13:00:004XAUUSDmsellin0.191836.62240.000.000.009 970.28GOLD_EMA_ATR
2023.03.10 13:59:585XAUUSDmbuyout0.191841.80250.000.00-98.429 871.86sl 1841.802
2023.03.27 16:00:006XAUUSDmbuyin0.091957.03160.000.000.009 871.86GOLD_EMA_ATR
2023.03.28 05:59:577XAUUSDmsellout0.091957.07970.00-4.940.439 867.35sl 1957.079
2023.03.30 17:00:008XAUUSDmsellin0.141983.14080.000.000.009 867.35GOLD_EMA_ATR
2023.03.31 01:59:589XAUUSDmbuyout0.141982.99690.000.002.029 869.37sl 1982.996
2023.04.03 16:00:0010XAUUSDmsellin0.11987.942100.000.000.009 869.37GOLD_EMA_ATR
2023.04.04 01:59:5811XAUUSDmbuyout0.11978.534110.000.0094.089 963.45tp 1978.534
2023.04.10 17:00:0012XAUUSDmbuyin0.121989.900120.000.000.009 963.45GOLD_EMA_ATR
2023.04.11 03:59:5813XAUUSDmsellout0.121997.980130.00-6.5896.9610 053.83tp 1997.980
2023.04.27 18:00:0014XAUUSDmbuyin0.11989.337140.000.000.0010 053.83GOLD_EMA_ATR
2023.04.28 05:59:5815XAUUSDmsellout0.11984.740150.00-5.49-45.9710 002.37sl 1984.740
2023.05.02 18:00:0016XAUUSDmsellin0.112012.264160.000.000.0010 002.37GOLD_EMA_ATR
2023.05.03 13:59:5817XAUUSDmbuyout0.112016.418170.000.00-45.709 956.67sl 2016.418
2023.07.03 11:00:0018XAUUSDmbuyin0.221914.039180.000.000.009 956.67GOLD_EMA_ATR
2023.07.03 12:59:5819XAUUSDmsellout0.221918.370190.000.0095.2810 051.95tp 1918.370
2023.07.03 13:00:0020XAUUSDmbuyin0.221922.044200.000.000.0010 051.95GOLD_EMA_ATR
2023.07.03 13:59:5821XAUUSDmsellout0.221926.427210.000.0096.4210 148.37tp 1926.427
2023.07.07 20:00:0022XAUUSDmsellin0.121924.642220.000.000.0010 148.37GOLD_EMA_ATR
2023.07.10 06:59:5823XAUUSDmbuyout0.121923.868230.000.009.2810 157.65sl 1923.868
2023.07.31 20:00:0024XAUUSDmsellin0.151964.514240.000.000.0010 157.65GOLD_EMA_ATR
2023.08.01 06:59:5825XAUUSDmbuyout0.151957.943250.000.0098.5610 256.21tp 1957.943
2023.08.01 09:00:0026XAUUSDmbuyin0.271956.002260.000.000.0010 256.21GOLD_EMA_ATR
2023.08.01 11:59:5827XAUUSDmsellout0.271954.249270.000.00-47.3310 208.88sl 1954.249
2023.09.05 12:00:0028XAUUSDmbuyin0.331930.598280.000.000.0010 208.88GOLD_EMA_ATR
2023.09.05 12:59:5829XAUUSDmsellout0.331933.634290.000.00100.1910 309.07tp 1933.634
2023.09.21 16:00:0030XAUUSDmbuyin0.191917.628300.000.000.0010 309.07GOLD_EMA_ATR
2023.09.22 00:59:5831XAUUSDmsellout0.191922.921310.00-10.43100.5710 399.21tp 1922.921
2024.01.12 13:00:0032XAUUSDmsellin0.182047.755320.000.000.0010 399.21GOLD_EMA_ATR
2024.01.12 13:59:5833XAUUSDmbuyout0.182053.368330.000.00-101.0310 298.18sl 2053.368
2024.01.23 09:00:0034XAUUSDmsellin0.182028.851340.000.000.0010 298.18GOLD_EMA_ATR
2024.01.23 11:59:5835XAUUSDmbuyout0.182023.385350.000.0098.3910 396.57tp 2023.385
2024.01.29 09:00:0036XAUUSDmsellin0.22031.595360.000.000.0010 396.57GOLD_EMA_ATR
2024.01.29 10:59:5837XAUUSDmbuyout0.22026.522370.000.00101.4610 498.03tp 2026.522
2024.02.05 09:00:0038XAUUSDmbuyin0.182023.610380.000.000.0010 498.03GOLD_EMA_ATR
2024.02.05 12:59:5839XAUUSDmsellout0.182023.563390.000.00-0.8510 497.18sl 2023.563
2024.04.22 10:00:0040XAUUSDmbuyin0.092361.340400.000.000.0010 497.18GOLD_EMA_ATR
2024.04.22 11:59:5741XAUUSDmsellout0.092350.140410.000.00-100.8010 396.38sl 2350.140
2024.04.26 13:00:0042XAUUSDmsellin0.142344.720420.000.000.0010 396.38GOLD_EMA_ATR
2024.04.26 13:59:5843XAUUSDmbuyout0.142337.375430.000.00102.8310 499.21tp 2337.375
2024.05.06 14:00:0044XAUUSDmsellin0.092327.902440.000.000.0010 499.21GOLD_EMA_ATR
2024.05.07 00:59:5845XAUUSDmbuyout0.092328.577450.000.00-6.0710 493.14sl 2328.577
2024.06.05 19:00:0046XAUUSDmsellin0.12355.739460.000.000.0010 493.14GOLD_EMA_ATR
2024.06.06 01:59:5847XAUUSDmbuyout0.12360.740470.000.00-50.0110 443.13sl 2360.740
2024.06.07 18:00:0048XAUUSDmbuyin0.052305.713480.000.000.0010 443.13GOLD_EMA_ATR
2024.06.07 19:59:5849XAUUSDmsellout0.052288.279490.000.00-87.1710 355.96sl 2288.279
2024.06.14 17:00:0050XAUUSDmsellin0.12328.839500.000.000.0010 355.96GOLD_EMA_ATR
2024.06.17 05:59:5751XAUUSDmbuyout0.12318.632510.000.00102.0710 458.03tp 2318.632
2024.06.18 13:00:0052XAUUSDmbuyin0.162314.148520.000.000.0010 458.03GOLD_EMA_ATR
2024.06.18 13:59:5853XAUUSDmsellout0.162320.541530.000.00102.2910 560.32tp 2320.541
2024.06.18 16:00:0054XAUUSDmsellin0.112326.915540.000.000.0010 560.32GOLD_EMA_ATR
2024.06.19 07:59:5755XAUUSDmbuyout0.112332.750550.000.00-64.1810 496.14sl 2332.750
2024.06.28 10:00:0056XAUUSDmsellin0.172330.306560.000.000.0010 496.14GOLD_EMA_ATR
2024.06.28 10:59:5857XAUUSDmbuyout0.172336.154570.000.00-99.4210 396.72sl 2336.154
2024.07.19 11:00:0058XAUUSDmbuyin0.092412.683580.000.000.0010 396.72GOLD_EMA_ATR
2024.07.19 12:59:5859XAUUSDmsellout0.092403.114590.000.00-86.1210 310.60sl 2403.114
2024.08.23 18:00:0060XAUUSDmsellin0.12510.908600.000.000.0010 310.60GOLD_EMA_ATR
2024.08.25 23:59:5861XAUUSDmbuyout0.12516.430610.000.00-55.2210 255.38sl 2516.430
2024.09.05 13:00:0062XAUUSDmsellin0.162517.796620.000.000.0010 255.38GOLD_EMA_ATR
2024.09.05 14:59:5763XAUUSDmbuyout0.162511.419630.000.00102.0410 357.42tp 2511.419
2024.09.30 17:00:0064XAUUSDmbuyin0.092639.270640.000.000.0010 357.42GOLD_EMA_ATR
2024.09.30 18:59:5865XAUUSDmsellout0.092630.549650.000.00-78.4910 278.93sl 2630.549
2024.10.01 19:00:0066XAUUSDmsellin0.082660.990660.000.000.0010 278.93GOLD_EMA_ATR
2024.10.02 05:59:5867XAUUSDmbuyout0.082649.208670.000.0094.2610 373.19tp 2649.208
2024.10.11 10:00:0068XAUUSDmsellin0.132637.870680.000.000.0010 373.19GOLD_EMA_ATR
2024.10.11 12:59:5769XAUUSDmbuyout0.132645.775690.000.00-102.7710 270.42sl 2645.775
2024.11.29 08:00:0070XAUUSDmsellin0.12660.557700.000.000.0010 270.42GOLD_EMA_ATR
2024.11.29 09:59:5871XAUUSDmbuyout0.12663.844710.000.00-32.8710 237.55sl 2663.844
2024.12.13 17:00:0072XAUUSDmbuyin0.092662.445720.000.000.0010 237.55GOLD_EMA_ATR
2024.12.15 23:00:0073XAUUSDmsellout0.092651.351730.00-4.94-99.8510 132.76sl 2651.351
2024.12.26 11:00:0074XAUUSDmsellin0.172628.718740.000.000.0010 132.76GOLD_EMA_ATR
2024.12.26 13:59:5775XAUUSDmbuyout0.172630.367750.000.00-28.0310 104.73sl 2630.367
0.00 -39.51 144.24 10 104.73