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 |
# | 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 |
1351 | 2009.10.05 10:00 | buy | 679 | 0.08 | 1.21388 | 1.19670 | 1.21960 | |
1352 | 2009.10.05 11:00 | buy | 680 | 0.04 | 1.21528 | 1.19670 | 1.22100 | |
1353 | 2009.10.06 03:10 | s/l | 671 | 0.01 | 1.19670 | 1.19670 | 1.22520 | -1783.24 | 2719648.52 |
1354 | 2009.10.06 03:10 | s/l | 674 | 0.01 | 1.19670 | 1.19670 | 1.22440 | -1720.62 | 2717927.90 |
1355 | 2009.10.06 03:10 | s/l | 675 | 0.06 | 1.19670 | 1.19670 | 1.22020 | -8351.01 | 2709576.89 |
1356 | 2009.10.06 03:10 | s/l | 676 | 0.13 | 1.19670 | 1.19670 | 1.21810 | -15956.79 | 2693620.10 |
1357 | 2009.10.06 03:10 | s/l | 677 | 0.17 | 1.19670 | 1.19670 | 1.21740 | -19935.04 | 2673685.06 |
1358 | 2009.10.06 03:10 | s/l | 678 | 0.10 | 1.19670 | 1.19670 | 1.21910 | -13057.27 | 2660627.79 |
1359 | 2009.10.06 03:10 | s/l | 679 | 0.08 | 1.19670 | 1.19670 | 1.21960 | -10758.94 | 2649868.85 |
1360 | 2009.10.06 03:10 | s/l | 680 | 0.04 | 1.19670 | 1.19670 | 1.22100 | -5817.84 | 2644051.01 |
1361 | 2009.10.06 08:00 | buy | 681 | 0.01 | 1.20648 | 1.19050 | 1.21220 | |
1362 | 2009.10.06 18:30 | t/p | 681 | 0.01 | 1.21220 | 1.19050 | 1.21220 | 447.77 | 2644498.78 |
1363 | 2009.10.06 19:00 | buy | 682 | 0.01 | 1.21318 | 1.19050 | 1.21890 | |
1364 | 2009.10.06 22:00 | buy | 683 | 0.01 | 1.21248 | 1.19050 | 1.21820 | |
1365 | 2009.10.07 00:00 | buy | 684 | 0.02 | 1.21158 | 1.19050 | 1.21730 | |
1366 | 2009.10.07 02:00 | buy | 685 | 0.03 | 1.21038 | 1.19050 | 1.21610 | |
1367 | 2009.10.07 04:00 | buy | 686 | 0.02 | 1.21078 | 1.19050 | 1.21650 | |
1368 | 2009.10.08 00:00 | sell | 687 | 0.01 | 1.20800 | 1.24628 | 1.20228 | |
1369 | 2009.10.08 02:52 | t/p | 685 | 0.03 | 1.21610 | 1.19050 | 1.21610 | 1343.30 | 2645842.08 |
1370 | 2009.10.08 03:07 | t/p | 686 | 0.02 | 1.21650 | 1.19050 | 1.21650 | 895.53 | 2646737.61 |
1371 | 2009.10.08 03:14 | t/p | 684 | 0.02 | 1.21730 | 1.19050 | 1.21730 | 895.53 | 2647633.14 |
1372 | 2009.10.08 03:38 | t/p | 683 | 0.01 | 1.21820 | 1.19050 | 1.21820 | 447.76 | 2648080.90 |
1373 | 2009.10.08 04:40 | t/p | 682 | 0.01 | 1.21890 | 1.19050 | 1.21890 | 447.77 | 2648528.67 |
1374 | 2009.10.08 23:00 | sell | 688 | 0.20 | 1.21920 | 1.24628 | 1.21348 | |
1375 | 2009.10.09 00:00 | buy | 689 | 0.01 | 1.22088 | 1.19050 | 1.22660 | |
1376 | 2009.10.09 11:10 | t/p | 689 | 0.01 | 1.22660 | 1.19050 | 1.22660 | 447.76 | 2648976.43 |
1377 | 2009.10.09 12:00 | buy | 690 | 0.01 | 1.22528 | 1.19050 | 1.23100 | |
1378 | 2009.10.09 15:19 | t/p | 690 | 0.01 | 1.23100 | 1.19050 | 1.23100 | 447.77 | 2649424.20 |
1379 | 2009.10.20 06:00 | buy | 691 | 0.01 | 1.23128 | 1.19300 | 1.23700 | |
1380 | 2009.10.20 16:00 | buy | 692 | 0.01 | 1.23028 | 1.19050 | 1.23600 | |
1381 | 2009.10.22 07:00 | buy | 693 | 0.02 | 1.22688 | 1.19050 | 1.23260 | |
1382 | 2009.10.22 09:00 | buy | 694 | 0.04 | 1.22498 | 1.19050 | 1.23070 | |
1383 | 2009.10.23 05:00 | buy | 695 | 0.03 | 1.22618 | 1.19050 | 1.23190 | |
1384 | 2009.10.26 16:00 | buy | 696 | 0.02 | 1.22818 | 1.19050 | 1.23390 | |
1385 | 2009.10.27 15:02 | t/p | 694 | 0.04 | 1.23070 | 1.19050 | 1.23070 | 1791.07 | 2651215.27 |
1386 | 2009.10.27 15:07 | t/p | 695 | 0.03 | 1.23190 | 1.19050 | 1.23190 | 1343.30 | 2652558.57 |
1387 | 2009.10.28 00:42 | t/p | 693 | 0.02 | 1.23260 | 1.19050 | 1.23260 | 895.53 | 2653454.10 |
1388 | 2009.10.28 14:59 | t/p | 696 | 0.02 | 1.23390 | 1.19050 | 1.23390 | 895.53 | 2654349.63 |
1389 | 2009.10.28 21:00 | t/p | 692 | 0.01 | 1.23600 | 1.19050 | 1.23600 | 447.77 | 2654797.40 |
1390 | 2009.10.28 21:00 | t/p | 691 | 0.01 | 1.23700 | 1.19300 | 1.23700 | 447.77 | 2655245.17 |
1391 | 2009.10.28 21:00 | buy | 697 | 0.01 | 1.23798 | 1.19400 | 1.23800 | |
1392 | 2009.10.28 21:01 | t/p | 697 | 0.01 | 1.23800 | 1.19400 | 1.23800 | 1.57 | 2655246.74 |
1393 | 2009.10.28 22:31 | s/l | 687 | 0.01 | 1.24628 | 1.24628 | 1.20228 | -2997.67 | 2652249.07 |
1394 | 2009.10.28 22:31 | s/l | 688 | 0.20 | 1.24628 | 1.24628 | 1.21348 | -42412.15 | 2609836.92 |
1395 | 2009.11.04 19:00 | buy | 698 | 0.01 | 1.25308 | 1.21480 | 1.25880 | |
1396 | 2009.11.05 01:00 | t/p | 698 | 0.01 | 1.25880 | 1.21480 | 1.25880 | 447.76 | 2610284.68 |
1397 | 2009.11.09 00:00 | buy | 699 | 0.01 | 1.25288 | 1.21460 | 1.25860 | |
1398 | 2009.11.09 02:31 | t/p | 699 | 0.01 | 1.25860 | 1.21460 | 1.25860 | 447.77 | 2610732.45 |
1399 | 2009.11.10 08:00 | buy | 700 | 0.01 | 1.25371 | 1.21543 | 1.25943 | |
1400 | 2009.11.10 17:00 | buy | 701 | 0.01 | 1.25250 | 1.21422 | 1.25822 | |
1401 | 2009.11.12 01:34 | t/p | 701 | 0.01 | 1.25822 | 1.21422 | 1.25822 | 447.77 | 2611180.22 |
1402 | 2009.11.12 02:04 | t/p | 700 | 0.01 | 1.25943 | 1.21543 | 1.25943 | 447.77 | 2611627.99 |
1403 | 2009.11.12 02:04 | buy | 702 | 0.01 | 1.25977 | 1.22090 | 1.26490 | |
1404 | 2009.11.16 15:00 | buy | 703 | 0.02 | 1.25623 | 1.21795 | 1.26195 | |
1405 | 2009.11.16 16:00 | buy | 704 | 0.02 | 1.25575 | 1.21747 | 1.26147 | |
1406 | 2009.11.17 21:00 | buy | 705 | 0.13 | 1.24772 | 1.20944 | 1.25344 | |
1407 | 2009.11.18 07:00 | buy | 706 | 0.17 | 1.24685 | 1.20857 | 1.25257 | |
1408 | 2009.11.19 04:00 | buy | 707 | 0.06 | 1.25110 | 1.21282 | 1.25682 | |
1409 | 2009.11.19 06:05 | t/p | 706 | 0.17 | 1.25257 | 1.20857 | 1.25257 | 7612.05 | 2619240.04 |
1410 | 2009.11.19 07:02 | buy | 708 | 0.04 | 1.25309 | 1.21481 | 1.25881 | |
1411 | 2009.11.19 07:56 | t/p | 705 | 0.13 | 1.25344 | 1.20944 | 1.25344 | 5820.98 | 2625061.02 |
1412 | 2009.11.19 08:45 | t/p | 707 | 0.06 | 1.25682 | 1.21282 | 1.25682 | 2686.61 | 2627747.63 |
1413 | 2009.11.20 02:00 | buy | 709 | 0.01 | 1.25817 | 1.21989 | 1.26389 | |
1414 | 2009.11.20 02:05 | t/p | 708 | 0.04 | 1.25881 | 1.21481 | 1.25881 | 1791.07 | 2629538.70 |
1415 | 2009.11.20 17:34 | t/p | 704 | 0.02 | 1.26147 | 1.21747 | 1.26147 | 895.54 | 2630434.24 |
1416 | 2009.11.20 17:54 | t/p | 703 | 0.02 | 1.26195 | 1.21795 | 1.26195 | 895.54 | 2631329.78 |
1417 | 2009.11.23 00:02 | t/p | 709 | 0.01 | 1.26389 | 1.21989 | 1.26389 | 447.76 | 2631777.54 |
1418 | 2009.11.23 02:17 | t/p | 702 | 0.01 | 1.26490 | 1.22090 | 1.26490 | 401.58 | 2632179.12 |
1419 | 2009.11.23 03:00 | buy | 710 | 0.01 | 1.26537 | 1.22709 | 1.27109 | |
1420 | 2009.11.23 06:00 | buy | 711 | 0.01 | 1.26370 | 1.22542 | 1.26942 | |
1421 | 2009.11.24 00:00 | buy | 712 | 0.02 | 1.26217 | 1.22389 | 1.26789 | |
1422 | 2009.11.24 01:00 | buy | 713 | 0.02 | 1.26134 | 1.22306 | 1.26706 | |
1423 | 2009.11.24 19:06 | t/p | 713 | 0.02 | 1.26706 | 1.22306 | 1.26706 | 895.54 | 2633074.66 |
1424 | 2009.11.25 00:31 | t/p | 712 | 0.02 | 1.26789 | 1.22389 | 1.26789 | 895.53 | 2633970.19 |
1425 | 2009.11.25 00:49 | t/p | 711 | 0.01 | 1.26942 | 1.22542 | 1.26942 | 447.77 | 2634417.96 |
1426 | 2009.11.25 02:40 | t/p | 710 | 0.01 | 1.27109 | 1.22709 | 1.27109 | 447.77 | 2634865.73 |
1427 | 2009.12.01 21:00 | buy | 714 | 0.01 | 1.27242 | 1.23414 | 1.27814 | |
1428 | 2009.12.02 17:15 | t/p | 714 | 0.01 | 1.27814 | 1.23414 | 1.27814 | 447.77 | 2635313.50 |
1429 | 2009.12.03 05:00 | buy | 715 | 0.01 | 1.27811 | 1.23983 | 1.28383 | |
1430 | 2009.12.11 03:00 | buy | 716 | 0.51 | 1.25938 | 1.22110 | 1.26510 | |
1431 | 2009.12.11 10:00 | buy | 717 | 0.39 | 1.26066 | 1.22238 | 1.26638 | |
1432 | 2009.12.14 13:00 | buy | 718 | 0.69 | 1.25668 | 1.21740 | 1.26240 | |
1433 | 2009.12.30 17:25 | s/l | 715 | 0.01 | 1.23983 | 1.23983 | 1.28383 | -2996.60 | 2632316.90 |
1434 | 2010.01.20 11:00 | t/p | 718 | 0.69 | 1.26240 | 1.21740 | 1.26240 | 30895.94 | 2663212.84 |
1435 | 2010.01.20 11:32 | t/p | 716 | 0.51 | 1.26510 | 1.22110 | 1.26510 | 22836.14 | 2686048.98 |
1436 | 2010.01.20 12:40 | t/p | 717 | 0.39 | 1.26638 | 1.22238 | 1.26638 | 17462.93 | 2703511.91 |
1437 | 2010.01.27 10:00 | sell | 719 | 0.01 | 1.27098 | 1.27787 | 1.26676 | |
1438 | 2010.01.27 21:00 | t/p | 719 | 0.01 | 1.26676 | 1.27787 | 1.26676 | 330.46 | 2703842.37 |
1439 | 2010.02.12 14:00 | sell | 720 | 0.01 | 1.27223 | 1.27841 | 1.26801 | |
1440 | 2010.02.12 22:00 | sell | 721 | 0.02 | 1.27270 | 1.27841 | 1.26848 | |
1441 | 2010.02.15 00:00 | sell | 722 | 0.56 | 1.27451 | 1.27841 | 1.27029 | |
1442 | 2010.02.15 20:00 | sell | 723 | 0.03 | 1.27296 | 1.27841 | 1.26874 | |
1443 | 2010.02.16 02:00 | sell | 724 | 0.05 | 1.27311 | 1.27841 | 1.26889 | |
1444 | 2010.02.16 06:40 | t/p | 722 | 0.56 | 1.27029 | 1.27841 | 1.27029 | 18505.98 | 2722348.35 |
1445 | 2010.02.16 06:40 | t/p | 724 | 0.05 | 1.26889 | 1.27841 | 1.26889 | 1652.31 | 2724000.66 |
1446 | 2010.02.16 06:40 | t/p | 723 | 0.03 | 1.26874 | 1.27841 | 1.26874 | 991.39 | 2724992.05 |
1447 | 2010.02.16 06:40 | t/p | 721 | 0.02 | 1.26848 | 1.27841 | 1.26848 | 660.93 | 2725652.98 |
1448 | 2010.02.17 09:00 | sell | 725 | 0.40 | 1.27445 | 1.27841 | 1.27023 | |
1449 | 2010.02.17 23:13 | s/l | 720 | 0.01 | 1.27841 | 1.27841 | 1.26801 | -483.95 | 2725169.03 |
1450 | 2010.02.17 23:13 | s/l | 725 | 0.40 | 1.27841 | 1.27841 | 1.27023 | -12404.15 | 2712764.88 |
1451 | 2010.02.18 17:00 | sell | 726 | 0.01 | 1.27768 | 1.28340 | 1.27346 | |
1452 | 2010.02.18 18:00 | sell | 727 | 0.02 | 1.27821 | 1.28340 | 1.27399 | |
1453 | 2010.02.19 01:00 | sell | 728 | 0.03 | 1.27828 | 1.28340 | 1.27406 | |
1454 | 2010.02.19 13:40 | s/l | 726 | 0.01 | 1.28340 | 1.28340 | 1.27346 | -447.93 | 2712316.95 |
1455 | 2010.02.19 13:40 | s/l | 727 | 0.02 | 1.28340 | 1.28340 | 1.27399 | -812.85 | 2711504.10 |
1456 | 2010.02.19 13:40 | s/l | 728 | 0.03 | 1.28340 | 1.28340 | 1.27406 | -1202.82 | 2710301.28 |
1457 | 2010.02.22 03:00 | sell | 729 | 0.01 | 1.28273 | 1.28936 | 1.27701 | |
1458 | 2010.02.24 01:00 | sell | 730 | 0.07 | 1.28393 | 1.28936 | 1.27821 | |
1459 | 2010.02.24 03:00 | sell | 731 | 0.28 | 1.28487 | 1.28936 | 1.27915 | |
1460 | 2010.02.24 13:40 | s/l | 729 | 0.01 | 1.28936 | 1.28936 | 1.27701 | -519.19 | 2709782.09 |
1461 | 2010.02.24 13:40 | s/l | 730 | 0.07 | 1.28936 | 1.28936 | 1.27821 | -2976.53 | 2706805.56 |
1462 | 2010.02.24 13:40 | s/l | 731 | 0.28 | 1.28936 | 1.28936 | 1.27915 | -9845.00 | 2696960.56 |
1463 | 2010.02.24 21:00 | sell | 732 | 0.01 | 1.28688 | 1.29324 | 1.28116 | |
1464 | 2010.02.25 09:00 | sell | 733 | 0.05 | 1.28780 | 1.29324 | 1.28208 | |
1465 | 2010.02.25 10:00 | sell | 734 | 0.01 | 1.28726 | 1.29324 | 1.28154 | |
1466 | 2010.02.25 12:00 | sell | 735 | 0.07 | 1.28809 | 1.29324 | 1.28237 | |
1467 | 2010.02.25 16:38 | t/p | 735 | 0.07 | 1.28237 | 1.29324 | 1.28237 | 3135.49 | 2700096.05 |
1468 | 2010.02.25 16:38 | t/p | 733 | 0.05 | 1.28208 | 1.29324 | 1.28208 | 2239.64 | 2702335.69 |
1469 | 2010.02.26 01:14 | t/p | 734 | 0.01 | 1.28154 | 1.29324 | 1.28154 | 447.92 | 2702783.61 |
1470 | 2010.02.26 02:06 | t/p | 732 | 0.01 | 1.28116 | 1.29324 | 1.28116 | 447.93 | 2703231.54 |
1471 | 2010.02.26 03:00 | sell | 736 | 0.01 | 1.28020 | 1.29422 | 1.27598 | |
1472 | 2010.02.26 04:00 | sell | 737 | 0.02 | 1.28140 | 1.29422 | 1.27718 | |
1473 | 2010.02.26 06:00 | sell | 738 | 0.05 | 1.28228 | 1.29422 | 1.27806 | |
1474 | 2010.02.26 07:00 | sell | 739 | 0.03 | 1.28168 | 1.29422 | 1.27746 | |
1475 | 2010.02.26 18:06 | t/p | 738 | 0.05 | 1.27806 | 1.29422 | 1.27806 | 1652.32 | 2704883.86 |
1476 | 2010.02.26 18:07 | t/p | 739 | 0.03 | 1.27746 | 1.29422 | 1.27746 | 991.39 | 2705875.25 |
1477 | 2010.02.26 18:07 | t/p | 737 | 0.02 | 1.27718 | 1.29422 | 1.27718 | 660.93 | 2706536.18 |
1478 | 2010.02.26 18:09 | t/p | 736 | 0.01 | 1.27598 | 1.29422 | 1.27598 | 330.46 | 2706866.64 |
1479 | 2010.02.26 19:00 | sell | 740 | 0.01 | 1.27881 | 1.29422 | 1.27459 | |
1480 | 2010.02.26 20:00 | sell | 741 | 0.03 | 1.28070 | 1.29422 | 1.27648 | |
1481 | 2010.03.01 09:00 | buy | 742 | 0.01 | 1.28656 | 1.24828 | 1.29228 | |
1482 | 2010.03.02 01:00 | sell | 743 | 0.79 | 1.28537 | 1.29422 | 1.28115 | |
1483 | 2010.03.02 04:30 | t/p | 742 | 0.01 | 1.29228 | 1.24828 | 1.29228 | 447.77 | 2707314.41 |
1484 | 2010.03.02 05:00 | buy | 744 | 0.01 | 1.28872 | 1.25044 | 1.29444 | |
1485 | 2010.03.02 08:56 | s/l | 740 | 0.01 | 1.29422 | 1.29422 | 1.27459 | -1206.74 | 2706107.67 |
1486 | 2010.03.02 08:56 | s/l | 741 | 0.03 | 1.29422 | 1.29422 | 1.27648 | -3176.21 | 2702931.46 |
1487 | 2010.03.02 08:56 | s/l | 743 | 0.79 | 1.29422 | 1.29422 | 1.28115 | -54749.73 | 2648181.73 |
1488 | 2010.03.02 09:39 | t/p | 744 | 0.01 | 1.29444 | 1.25044 | 1.29444 | 447.77 | 2648629.50 |
1489 | 2010.03.09 02:00 | buy | 745 | 0.01 | 1.30001 | 1.26173 | 1.30573 | |
1490 | 2010.03.10 04:00 | sell | 746 | 0.01 | 1.29525 | 1.31153 | 1.29103 | |
1491 | 2010.03.10 07:00 | sell | 747 | 0.02 | 1.29636 | 1.31153 | 1.29214 | |
1492 | 2010.03.10 11:00 | sell | 748 | 0.03 | 1.29707 | 1.31153 | 1.29285 | |
1493 | 2010.03.10 15:00 | sell | 749 | 0.01 | 1.29611 | 1.31153 | 1.29189 | |
1494 | 2010.03.10 18:32 | t/p | 748 | 0.03 | 1.29285 | 1.31153 | 1.29285 | 991.39 | 2649620.89 |
1495 | 2010.03.11 01:55 | t/p | 745 | 0.01 | 1.30573 | 1.26173 | 1.30573 | 447.77 | 2650068.66 |
1496 | 2010.03.11 02:00 | buy | 750 | 0.01 | 1.30606 | 1.26778 | 1.31178 | |
1497 | 2010.03.11 05:00 | buy | 751 | 0.01 | 1.30506 | 1.26678 | 1.31078 | |
1498 | 2010.03.15 03:00 | sell | 752 | 1.11 | 1.30252 | 1.31153 | 1.29830 | |
1499 | 2010.03.15 04:00 | sell | 753 | 0.45 | 1.30206 | 1.31153 | 1.29784 | |
1500 | 2010.03.15 08:18 | t/p | 752 | 1.11 | 1.29830 | 1.31153 | 1.29830 | 36681.50 | 2686750.16 |