Strategy Tester Report
EA_AveragingBBHL_H1_forAN_1.01
| 通貨ペア | AUDNZD (Australian Dollar vs New Zealand Dollar) | ||||
| 期間 | 1時間足(H1) 2008.01.02 09:00 - 2021.11.29 23:00 (2008.01.01 - 2021.11.30) | ||||
| 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 | MagicNumberB=45050100; MagicNumberS=45050200; Lots=0.01; 複利運用基準値=0; トレードモード=""; 最大ポジション数=30; 最大Lots=1.6; ナンピン係数（買）=1.3; ナンピン係数（売）=1.4; STOPマージン=200; Slippage=3; 許容スプレッド=50; | ||||
| テストバー数 | 84495 | モデルティック数 | 265831783 | モデリング品質 | 90.00% |
| 不整合チャートエラー | 4 | ||||
| 初期証拠金 | 1000000.00 | スプレッド | 28 | ||
| 純益 | 7834561.24 | 総利益 | 12624515.34 | 総損失 | -4789954.10 |
| プロフィットファクタ | 2.64 | 期待利得 | 2507.06 | ||
| 絶対ドローダウン | 113122.03 | 最大ドローダウン | 726010.91 (21.11%) | 相対ドローダウン | 21.79% (638549.47) |
| 総取引数 | 3125 | 売りポジション(勝率%） | 1636 (87.04%) | 買いポジション(勝率%） | 1489 (79.85%) |
| 勝率(%) | 2613 (83.62%) | 負率 (%) | 512 (16.38%) | ||
| 最大 | 勝トレード | 71220.47 | 敗トレード | -182190.58 | |
| 平均 | 勝トレード | 4831.43 | 敗トレード | -9355.38 | |
| 最大 | 連勝(金額) | 147 (569891.39) | 連敗(金額) | 22 (-283209.21) | |
| 最大 | 連勝(トレード数) | 624157.61 (95) | 連敗(トレード数) | -316936.30 (11) | |
| 平均 | 連勝 | 20 | 連敗 | 4 | |
1ページ目次へ
| # | 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 | 2008.01.03 03:00 | sell | 1 | 0.01 | 1.13850 | 1.17678 | 1.13278 | ||
| 2 | 2008.01.04 16:00 | sell | 2 | 0.01 | 1.14030 | 1.17678 | 1.13458 | ||
| 3 | 2008.01.07 19:45 | t/p | 2 | 0.01 | 1.13458 | 1.17678 | 1.13458 | 447.92 | 1000447.92 |
| 4 | 2008.01.08 00:32 | t/p | 1 | 0.01 | 1.13278 | 1.17678 | 1.13278 | 447.93 | 1000895.85 |
| 5 | 2008.01.08 01:00 | sell | 3 | 0.01 | 1.13470 | 1.17298 | 1.12898 | ||
| 6 | 2008.01.08 02:00 | sell | 4 | 0.01 | 1.13630 | 1.17298 | 1.13058 | ||
| 7 | 2008.01.09 13:00 | sell | 5 | 0.10 | 1.14310 | 1.17298 | 1.13738 | ||
| 8 | 2008.01.09 15:00 | sell | 6 | 0.07 | 1.14210 | 1.17298 | 1.13638 | ||
| 9 | 2008.01.09 18:00 | sell | 7 | 0.05 | 1.14090 | 1.17298 | 1.13518 | ||
| 10 | 2008.01.10 08:00 | sell | 8 | 0.03 | 1.13870 | 1.17298 | 1.13298 | ||
| 11 | 2008.01.10 12:00 | sell | 9 | 0.02 | 1.13820 | 1.17298 | 1.13248 | ||
| 12 | 2008.01.10 15:47 | t/p | 5 | 0.10 | 1.13738 | 1.17298 | 1.13738 | 4479.28 | 1005375.13 |
| 13 | 2008.01.10 16:54 | t/p | 6 | 0.07 | 1.13638 | 1.17298 | 1.13638 | 3135.49 | 1008510.62 |
| 14 | 2008.01.11 15:32 | t/p | 7 | 0.05 | 1.13518 | 1.17298 | 1.13518 | 2239.64 | 1010750.26 |
| 15 | 2008.01.15 22:03 | t/p | 8 | 0.03 | 1.13298 | 1.17298 | 1.13298 | 1343.78 | 1012094.04 |
| 16 | 2008.01.17 09:00 | sell | 10 | 0.05 | 1.14100 | 1.17298 | 1.13528 | ||
| 17 | 2008.01.17 11:00 | sell | 11 | 0.07 | 1.14140 | 1.17298 | 1.13568 | ||
| 18 | 2008.01.17 23:00 | sell | 12 | 0.14 | 1.14390 | 1.17298 | 1.13818 | ||
| 19 | 2008.01.18 02:00 | sell | 13 | 0.10 | 1.14310 | 1.17298 | 1.13738 | ||
| 20 | 2008.01.21 08:00 | sell | 14 | 1.11 | 1.15230 | 1.17298 | 1.14658 | ||
| 21 | 2008.01.21 11:00 | sell | 15 | 0.09 | 1.15430 | 1.17298 | 1.14858 | ||
| 22 | 2008.01.22 09:35 | t/p | 15 | 0.09 | 1.14858 | 1.17298 | 1.14858 | 4031.35 | 1016125.39 |
| 23 | 2008.01.22 09:45 | t/p | 14 | 1.11 | 1.14658 | 1.17298 | 1.14658 | 49719.95 | 1065845.34 |
| 24 | 2008.01.22 11:00 | sell | 16 | 0.20 | 1.14600 | 1.17298 | 1.14028 | ||
| 25 | 2008.01.22 12:00 | sell | 17 | 0.28 | 1.14730 | 1.17298 | 1.14158 | ||
| 26 | 2008.01.22 14:20 | t/p | 17 | 0.28 | 1.14158 | 1.17298 | 1.14158 | 12541.97 | 1078387.31 |
| 27 | 2008.01.22 14:21 | t/p | 12 | 0.14 | 1.13818 | 1.17298 | 1.13818 | 6270.98 | 1084658.29 |
| 28 | 2008.01.22 14:21 | t/p | 16 | 0.20 | 1.14028 | 1.17298 | 1.14028 | 8958.55 | 1093616.84 |
| 29 | 2008.01.22 15:00 | sell | 18 | 0.14 | 1.14480 | 1.17298 | 1.13908 | ||
| 30 | 2008.01.22 16:12 | t/p | 18 | 0.14 | 1.13908 | 1.17298 | 1.13908 | 6270.98 | 1099887.82 |
| 31 | 2008.01.22 16:58 | t/p | 13 | 0.10 | 1.13738 | 1.17298 | 1.13738 | 4479.28 | 1104367.10 |
| 32 | 2008.01.22 18:16 | t/p | 11 | 0.07 | 1.13568 | 1.17298 | 1.13568 | 3135.49 | 1107502.59 |
| 33 | 2008.01.22 18:24 | t/p | 10 | 0.05 | 1.13528 | 1.17298 | 1.13528 | 2239.64 | 1109742.23 |
| 34 | 2008.01.24 09:00 | sell | 19 | 0.03 | 1.13960 | 1.17298 | 1.13388 | ||
| 35 | 2008.01.25 16:00 | sell | 20 | 0.07 | 1.14160 | 1.17298 | 1.13588 | ||
| 36 | 2008.01.25 22:00 | sell | 21 | 0.10 | 1.14250 | 1.17298 | 1.13678 | ||
| 37 | 2008.01.28 17:00 | sell | 22 | 0.05 | 1.14050 | 1.17298 | 1.13478 | ||
| 38 | 2008.01.30 01:00 | buy | 23 | 0.01 | 1.14198 | 1.11280 | 1.14770 | ||
| 39 | 2008.01.30 16:17 | t/p | 21 | 0.10 | 1.13678 | 1.17298 | 1.13678 | 4479.28 | 1114221.51 |
| 40 | 2008.01.31 00:24 | t/p | 20 | 0.07 | 1.13588 | 1.17298 | 1.13588 | 3135.49 | 1117357.00 |
| 41 | 2008.01.31 08:57 | t/p | 22 | 0.05 | 1.13478 | 1.17298 | 1.13478 | 2239.63 | 1119596.63 |
| 42 | 2008.01.31 08:57 | t/p | 19 | 0.03 | 1.13388 | 1.17298 | 1.13388 | 1343.78 | 1120940.41 |
| 43 | 2008.01.31 13:00 | buy | 24 | 0.03 | 1.13808 | 1.11280 | 1.14380 | ||
| 44 | 2008.01.31 20:00 | buy | 25 | 0.02 | 1.13838 | 1.11280 | 1.14410 | ||
| 45 | 2008.02.01 01:00 | buy | 26 | 0.04 | 1.13738 | 1.11280 | 1.14310 | ||
| 46 | 2008.02.01 15:00 | buy | 27 | 0.02 | 1.13958 | 1.11280 | 1.14530 | ||
| 47 | 2008.02.04 02:01 | buy | 28 | 0.01 | 1.14108 | 1.11280 | 1.14680 | ||
| 48 | 2008.02.04 03:15 | t/p | 26 | 0.04 | 1.14310 | 1.11280 | 1.14310 | 1791.06 | 1122731.47 |
| 49 | 2008.02.04 17:14 | t/p | 24 | 0.03 | 1.14380 | 1.11280 | 1.14380 | 1343.30 | 1124074.77 |
| 50 | 2008.02.04 18:21 | t/p | 25 | 0.02 | 1.14410 | 1.11280 | 1.14410 | 895.53 | 1124970.30 |
| 51 | 2008.02.04 19:40 | t/p | 27 | 0.02 | 1.14530 | 1.11280 | 1.14530 | 895.54 | 1125865.84 |
| 52 | 2008.02.04 21:00 | t/p | 28 | 0.01 | 1.14680 | 1.11280 | 1.14680 | 447.77 | 1126313.61 |
| 53 | 2008.02.05 20:58 | t/p | 23 | 0.01 | 1.14770 | 1.11280 | 1.14770 | 447.76 | 1126761.37 |
| 54 | 2008.02.05 21:00 | buy | 29 | 0.01 | 1.14728 | 1.11280 | 1.15300 | ||
| 55 | 2008.02.06 01:00 | buy | 30 | 0.01 | 1.14588 | 1.11280 | 1.15160 | ||
| 56 | 2008.02.07 07:16 | t/p | 9 | 0.02 | 1.13248 | 1.17298 | 1.13248 | 895.86 | 1127657.23 |
| 57 | 2008.02.07 07:26 | t/p | 4 | 0.01 | 1.13058 | 1.17298 | 1.13058 | 447.93 | 1128105.16 |
| 58 | 2008.02.07 07:31 | t/p | 3 | 0.01 | 1.12898 | 1.17298 | 1.12898 | 447.93 | 1128553.09 |
| 59 | 2008.02.07 19:00 | buy | 31 | 0.23 | 1.13408 | 1.11280 | 1.13980 | ||
| 60 | 2008.02.07 23:00 | buy | 32 | 0.30 | 1.13348 | 1.11280 | 1.13920 | ||
| 61 | 2008.02.08 00:00 | buy | 33 | 0.13 | 1.13638 | 1.11280 | 1.14210 | ||
| 62 | 2008.02.08 01:00 | buy | 34 | 0.10 | 1.13748 | 1.11280 | 1.14320 | ||
| 63 | 2008.02.08 05:00 | buy | 35 | 0.17 | 1.13508 | 1.11280 | 1.14080 | ||
| 64 | 2008.02.08 11:34 | t/p | 32 | 0.30 | 1.13920 | 1.11280 | 1.13920 | 13433.02 | 1141986.11 |
| 65 | 2008.02.08 13:00 | buy | 36 | 0.08 | 1.13848 | 1.11280 | 1.14420 | ||
| 66 | 2008.02.11 01:26 | t/p | 31 | 0.23 | 1.13980 | 1.11280 | 1.13980 | 10298.65 | 1152284.76 |
| 67 | 2008.02.11 01:32 | t/p | 35 | 0.17 | 1.14080 | 1.11280 | 1.14080 | 7612.04 | 1159896.80 |
| 68 | 2008.02.11 01:40 | t/p | 33 | 0.13 | 1.14210 | 1.11280 | 1.14210 | 5820.97 | 1165717.77 |
| 69 | 2008.02.11 02:07 | t/p | 34 | 0.10 | 1.14320 | 1.11280 | 1.14320 | 4477.67 | 1170195.44 |
| 70 | 2008.02.11 03:00 | buy | 37 | 0.03 | 1.14188 | 1.11280 | 1.14760 | ||
| 71 | 2008.02.11 05:00 | buy | 38 | 0.02 | 1.14298 | 1.11280 | 1.14870 | ||
| 72 | 2008.02.11 05:47 | t/p | 36 | 0.08 | 1.14420 | 1.11280 | 1.14420 | 3582.14 | 1173777.58 |
| 73 | 2008.02.11 10:00 | buy | 39 | 0.02 | 1.14418 | 1.11280 | 1.14990 | ||
| 74 | 2008.02.12 01:16 | t/p | 37 | 0.03 | 1.14760 | 1.11280 | 1.14760 | 1343.31 | 1175120.89 |
| 75 | 2008.02.15 04:11 | t/p | 38 | 0.02 | 1.14870 | 1.11280 | 1.14870 | 895.54 | 1176016.43 |
| 76 | 2008.02.15 04:49 | t/p | 39 | 0.02 | 1.14990 | 1.11280 | 1.14990 | 895.53 | 1176911.96 |
| 77 | 2008.02.15 05:59 | t/p | 30 | 0.01 | 1.15160 | 1.11280 | 1.15160 | 447.77 | 1177359.73 |
| 78 | 2008.02.19 01:54 | t/p | 29 | 0.01 | 1.15300 | 1.11280 | 1.15300 | 447.76 | 1177807.49 |
| 79 | 2008.02.20 21:00 | buy | 40 | 0.01 | 1.15008 | 1.12510 | 1.15580 | ||
| 80 | 2008.02.21 21:00 | buy | 41 | 0.01 | 1.14938 | 1.12510 | 1.15510 | ||
| 81 | 2008.02.25 09:00 | buy | 42 | 0.08 | 1.14378 | 1.12510 | 1.14950 | ||
| 82 | 2008.02.25 14:00 | buy | 43 | 0.10 | 1.14298 | 1.12510 | 1.14870 | ||
| 83 | 2008.02.26 04:00 | buy | 44 | 0.06 | 1.14498 | 1.12510 | 1.15070 | ||
| 84 | 2008.02.26 07:00 | buy | 45 | 0.03 | 1.14648 | 1.12510 | 1.15220 | ||
| 85 | 2008.02.26 12:00 | buy | 46 | 0.04 | 1.14548 | 1.12510 | 1.15120 | ||
| 86 | 2008.02.27 09:00 | buy | 47 | 0.02 | 1.14708 | 1.12510 | 1.15280 | ||
| 87 | 2008.02.27 16:00 | buy | 48 | 0.02 | 1.14868 | 1.12510 | 1.15440 | ||
| 88 | 2008.02.27 16:02 | t/p | 43 | 0.10 | 1.14870 | 1.12510 | 1.14870 | 4477.68 | 1182285.17 |
| 89 | 2008.02.27 16:35 | t/p | 42 | 0.08 | 1.14950 | 1.12510 | 1.14950 | 3582.14 | 1185867.31 |
| 90 | 2008.02.27 17:33 | t/p | 44 | 0.06 | 1.15070 | 1.12510 | 1.15070 | 2686.60 | 1188553.91 |
| 91 | 2008.02.27 17:47 | t/p | 46 | 0.04 | 1.15120 | 1.12510 | 1.15120 | 1791.07 | 1190344.98 |
| 92 | 2008.02.27 18:19 | t/p | 45 | 0.03 | 1.15220 | 1.12510 | 1.15220 | 1343.30 | 1191688.28 |
| 93 | 2008.02.27 18:32 | t/p | 47 | 0.02 | 1.15280 | 1.12510 | 1.15280 | 895.53 | 1192583.81 |
| 94 | 2008.02.28 00:38 | t/p | 48 | 0.02 | 1.15440 | 1.12510 | 1.15440 | 895.53 | 1193479.34 |
| 95 | 2008.02.28 00:41 | t/p | 41 | 0.01 | 1.15510 | 1.12510 | 1.15510 | 447.76 | 1193927.10 |
| 96 | 2008.02.28 03:58 | t/p | 40 | 0.01 | 1.15580 | 1.12510 | 1.15580 | 447.77 | 1194374.87 |
| 97 | 2008.03.05 02:00 | buy | 49 | 0.01 | 1.15918 | 1.12510 | 1.16490 | ||
| 98 | 2008.03.05 16:49 | t/p | 49 | 0.01 | 1.16490 | 1.12510 | 1.16490 | 447.77 | 1194822.64 |
| 99 | 2008.03.06 02:00 | buy | 50 | 0.01 | 1.16388 | 1.12510 | 1.16960 | ||
| 100 | 2008.03.07 12:21 | t/p | 50 | 0.01 | 1.16960 | 1.12510 | 1.16960 | 447.77 | 1195270.41 |
| 101 | 2008.03.12 00:00 | buy | 51 | 0.01 | 1.15728 | 1.12510 | 1.16300 | ||
| 102 | 2008.03.13 01:40 | t/p | 51 | 0.01 | 1.16300 | 1.12510 | 1.16300 | 447.76 | 1195718.17 |
| 103 | 2008.03.13 03:00 | buy | 52 | 0.01 | 1.16458 | 1.12510 | 1.17030 | ||
| 104 | 2008.03.13 08:00 | buy | 53 | 0.01 | 1.16248 | 1.12510 | 1.16820 | ||
| 105 | 2008.03.13 09:00 | buy | 54 | 0.02 | 1.16168 | 1.12510 | 1.16740 | ||
| 106 | 2008.03.14 22:00 | buy | 55 | 0.13 | 1.15248 | 1.12510 | 1.15820 | ||
| 107 | 2008.03.17 01:00 | buy | 56 | 0.08 | 1.15528 | 1.12510 | 1.16100 | ||
| 108 | 2008.03.17 18:00 | buy | 57 | 0.23 | 1.14968 | 1.12510 | 1.15540 | ||
| 109 | 2008.03.17 20:00 | buy | 58 | 0.17 | 1.15168 | 1.12510 | 1.15740 | ||
| 110 | 2008.03.18 20:00 | buy | 59 | 0.39 | 1.14768 | 1.12510 | 1.15340 | ||
| 111 | 2008.03.18 22:00 | buy | 60 | 0.30 | 1.14798 | 1.12510 | 1.15370 | ||
| 112 | 2008.03.20 02:00 | buy | 61 | 0.26 | 1.14428 | 1.12510 | 1.15000 | ||
| 113 | 2008.03.28 16:15 | t/p | 61 | 0.26 | 1.15000 | 1.12510 | 1.15000 | 11641.95 | 1207360.12 |
| 114 | 2008.03.28 19:00 | buy | 62 | 0.10 | 1.15308 | 1.12510 | 1.15880 | ||
| 115 | 2008.03.31 00:06 | t/p | 59 | 0.39 | 1.15340 | 1.12510 | 1.15340 | 17462.92 | 1224823.04 |
| 116 | 2008.03.31 00:07 | t/p | 60 | 0.30 | 1.15370 | 1.12510 | 1.15370 | 13433.02 | 1238256.06 |
| 117 | 2008.03.31 00:40 | t/p | 57 | 0.23 | 1.15540 | 1.12510 | 1.15540 | 10298.65 | 1248554.71 |
| 118 | 2008.03.31 01:03 | t/p | 58 | 0.17 | 1.15740 | 1.12510 | 1.15740 | 7612.04 | 1256166.75 |
| 119 | 2008.03.31 01:30 | t/p | 55 | 0.13 | 1.15820 | 1.12510 | 1.15820 | 5820.97 | 1261987.72 |
| 120 | 2008.03.31 02:00 | buy | 63 | 0.06 | 1.15638 | 1.12510 | 1.16210 | ||
| 121 | 2008.03.31 09:00 | buy | 64 | 0.04 | 1.15708 | 1.12510 | 1.16280 | ||
| 122 | 2008.03.31 14:17 | t/p | 62 | 0.10 | 1.15880 | 1.12510 | 1.15880 | 4477.68 | 1266465.40 |
| 123 | 2008.03.31 16:00 | buy | 65 | 0.03 | 1.15888 | 1.12510 | 1.16460 | ||
| 124 | 2008.03.31 17:00 | buy | 66 | 0.02 | 1.16068 | 1.12510 | 1.16640 | ||
| 125 | 2008.03.31 17:06 | t/p | 56 | 0.08 | 1.16100 | 1.12510 | 1.16100 | 3582.14 | 1270047.54 |
| 126 | 2008.03.31 17:57 | t/p | 63 | 0.06 | 1.16210 | 1.12510 | 1.16210 | 2686.60 | 1272734.14 |
| 127 | 2008.03.31 23:52 | t/p | 64 | 0.04 | 1.16280 | 1.12510 | 1.16280 | 1791.07 | 1274525.21 |
| 128 | 2008.04.01 14:27 | t/p | 65 | 0.03 | 1.16460 | 1.12510 | 1.16460 | 1343.30 | 1275868.51 |
| 129 | 2008.04.02 12:00 | buy | 67 | 0.04 | 1.15768 | 1.12510 | 1.16340 | ||
| 130 | 2008.04.02 13:00 | buy | 68 | 0.06 | 1.15678 | 1.12510 | 1.16250 | ||
| 131 | 2008.04.02 18:00 | buy | 69 | 0.08 | 1.15558 | 1.12510 | 1.16130 | ||
| 132 | 2008.04.03 01:00 | buy | 70 | 0.03 | 1.15908 | 1.13080 | 1.16480 | ||
| 133 | 2008.04.03 02:47 | t/p | 69 | 0.08 | 1.16130 | 1.12510 | 1.16130 | 3582.14 | 1279450.65 |
| 134 | 2008.04.03 11:38 | t/p | 68 | 0.06 | 1.16250 | 1.12510 | 1.16250 | 2686.61 | 1282137.26 |
| 135 | 2008.04.03 15:09 | t/p | 67 | 0.04 | 1.16340 | 1.12510 | 1.16340 | 1791.07 | 1283928.33 |
| 136 | 2008.04.03 16:53 | t/p | 70 | 0.03 | 1.16480 | 1.13080 | 1.16480 | 1343.31 | 1285271.64 |
| 137 | 2008.04.03 22:36 | t/p | 66 | 0.02 | 1.16640 | 1.12510 | 1.16640 | 895.54 | 1286167.18 |
| 138 | 2008.04.03 23:16 | t/p | 54 | 0.02 | 1.16740 | 1.12510 | 1.16740 | 895.54 | 1287062.72 |
| 139 | 2008.04.04 14:29 | t/p | 53 | 0.01 | 1.16820 | 1.12510 | 1.16820 | 447.76 | 1287510.48 |
| 140 | 2008.04.04 14:30 | t/p | 52 | 0.01 | 1.17030 | 1.12510 | 1.17030 | 447.76 | 1287958.24 |
| 141 | 2008.04.08 04:00 | buy | 71 | 0.01 | 1.16388 | 1.13110 | 1.16960 | ||
| 142 | 2008.04.11 04:24 | t/p | 71 | 0.01 | 1.16960 | 1.13110 | 1.16960 | 447.77 | 1288406.01 |
| 143 | 2008.04.11 05:00 | buy | 72 | 0.01 | 1.16798 | 1.13110 | 1.17370 | ||
| 144 | 2008.04.14 00:45 | t/p | 72 | 0.01 | 1.17370 | 1.13110 | 1.17370 | 447.77 | 1288853.78 |
| 145 | 2008.04.14 05:00 | buy | 73 | 0.01 | 1.17118 | 1.13110 | 1.17690 | ||
| 146 | 2008.04.15 10:12 | t/p | 73 | 0.01 | 1.17690 | 1.13110 | 1.17690 | 447.77 | 1289301.55 |
| 147 | 2008.04.21 04:00 | buy | 74 | 0.01 | 1.18408 | 1.14580 | 1.18980 | ||
| 148 | 2008.04.23 03:30 | t/p | 74 | 0.01 | 1.18980 | 1.14580 | 1.18980 | 447.76 | 1289749.31 |
| 149 | 2008.04.23 14:00 | buy | 75 | 0.01 | 1.18818 | 1.14990 | 1.19390 | ||
| 150 | 2008.04.23 23:18 | t/p | 75 | 0.01 | 1.19390 | 1.14990 | 1.19390 | 447.77 | 1290197.08 |
1ページ目次へ