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 |
1501 | 2010.03.15 09:00 | sell | 754 | 0.14 | 1.29952 | 1.31153 | 1.29530 | |
1502 | 2010.03.15 10:00 | sell | 755 | 0.28 | 1.30022 | 1.31153 | 1.29600 | |
1503 | 2010.03.15 11:00 | sell | 756 | 0.40 | 1.30096 | 1.31153 | 1.29674 | |
1504 | 2010.03.15 12:00 | sell | 757 | 0.29 | 1.30223 | 1.31153 | 1.29801 | |
1505 | 2010.03.16 01:30 | t/p | 757 | 0.29 | 1.29801 | 1.31153 | 1.29801 | 9583.45 | 2696333.61 |
1506 | 2010.03.16 01:31 | t/p | 753 | 0.45 | 1.29784 | 1.31153 | 1.29784 | 14870.87 | 2711204.48 |
1507 | 2010.03.16 01:42 | t/p | 756 | 0.40 | 1.29674 | 1.31153 | 1.29674 | 13218.56 | 2724423.04 |
1508 | 2010.03.16 01:52 | t/p | 755 | 0.28 | 1.29600 | 1.31153 | 1.29600 | 9252.99 | 2733676.03 |
1509 | 2010.03.16 05:00 | sell | 758 | 0.05 | 1.29795 | 1.31153 | 1.29373 | |
1510 | 2010.03.16 06:00 | sell | 759 | 0.03 | 1.29696 | 1.31153 | 1.29274 | |
1511 | 2010.03.16 09:00 | sell | 760 | 0.07 | 1.29822 | 1.31153 | 1.29400 | |
1512 | 2010.03.16 14:33 | t/p | 754 | 0.14 | 1.29530 | 1.31153 | 1.29530 | 4626.49 | 2738302.52 |
1513 | 2010.03.16 14:40 | t/p | 760 | 0.07 | 1.29400 | 1.31153 | 1.29400 | 2313.25 | 2740615.77 |
1514 | 2010.03.16 14:41 | t/p | 758 | 0.05 | 1.29373 | 1.31153 | 1.29373 | 1652.32 | 2742268.09 |
1515 | 2010.03.16 15:17 | t/p | 759 | 0.03 | 1.29274 | 1.31153 | 1.29274 | 991.39 | 2743259.48 |
1516 | 2010.03.16 15:29 | t/p | 747 | 0.02 | 1.29214 | 1.31153 | 1.29214 | 660.93 | 2743920.41 |
1517 | 2010.03.16 15:40 | t/p | 749 | 0.01 | 1.29189 | 1.31153 | 1.29189 | 330.47 | 2744250.88 |
1518 | 2010.03.16 16:26 | t/p | 746 | 0.01 | 1.29103 | 1.31153 | 1.29103 | 330.46 | 2744581.34 |
1519 | 2010.03.16 17:00 | sell | 761 | 0.01 | 1.29276 | 1.30904 | 1.28854 | |
1520 | 2010.03.16 18:00 | sell | 762 | 0.01 | 1.29369 | 1.30904 | 1.28947 | |
1521 | 2010.03.16 22:57 | t/p | 762 | 0.01 | 1.28947 | 1.30904 | 1.28947 | 330.46 | 2744911.80 |
1522 | 2010.03.16 23:03 | t/p | 761 | 0.01 | 1.28854 | 1.30904 | 1.28854 | 330.46 | 2745242.26 |
1523 | 2010.03.23 05:00 | sell | 763 | 0.01 | 1.29617 | 1.30672 | 1.29195 | |
1524 | 2010.03.23 10:00 | sell | 764 | 0.01 | 1.29664 | 1.30672 | 1.29242 | |
1525 | 2010.03.23 22:00 | sell | 765 | 0.05 | 1.29768 | 1.30672 | 1.29346 | |
1526 | 2010.03.24 10:00 | sell | 766 | 0.28 | 1.29956 | 1.30672 | 1.29534 | |
1527 | 2010.03.24 11:00 | sell | 767 | 0.14 | 1.29894 | 1.30672 | 1.29472 | |
1528 | 2010.03.24 12:00 | sell | 768 | 0.56 | 1.30008 | 1.30672 | 1.29586 | |
1529 | 2010.03.24 13:00 | sell | 769 | 0.07 | 1.29803 | 1.30672 | 1.29381 | |
1530 | 2010.03.24 16:24 | t/p | 768 | 0.56 | 1.29586 | 1.30672 | 1.29586 | 18505.98 | 2763748.24 |
1531 | 2010.03.24 16:35 | t/p | 766 | 0.28 | 1.29534 | 1.30672 | 1.29534 | 9252.99 | 2773001.23 |
1532 | 2010.03.24 16:50 | t/p | 767 | 0.14 | 1.29472 | 1.30672 | 1.29472 | 4626.49 | 2777627.72 |
1533 | 2010.03.24 17:20 | t/p | 769 | 0.07 | 1.29381 | 1.30672 | 1.29381 | 2313.25 | 2779940.97 |
1534 | 2010.03.24 17:21 | t/p | 765 | 0.05 | 1.29346 | 1.30672 | 1.29346 | 1652.32 | 2781593.29 |
1535 | 2010.03.24 19:19 | t/p | 764 | 0.01 | 1.29242 | 1.30672 | 1.29242 | 330.46 | 2781923.75 |
1536 | 2010.03.24 19:58 | t/p | 763 | 0.01 | 1.29195 | 1.30672 | 1.29195 | 330.47 | 2782254.22 |
1537 | 2010.04.02 06:00 | sell | 770 | 0.01 | 1.30022 | 1.30532 | 1.29600 | |
1538 | 2010.04.05 06:16 | s/l | 770 | 0.01 | 1.30532 | 1.30532 | 1.29600 | -399.37 | 2781854.85 |
1539 | 2010.04.05 15:27 | t/p | 751 | 0.01 | 1.31078 | 1.26678 | 1.31078 | 447.77 | 2782302.62 |
1540 | 2010.04.06 02:00 | sell | 771 | 0.01 | 1.30546 | 1.31332 | 1.30124 | |
1541 | 2010.04.06 06:00 | sell | 772 | 0.02 | 1.30624 | 1.31332 | 1.30202 | |
1542 | 2010.04.06 06:49 | t/p | 750 | 0.01 | 1.31178 | 1.26778 | 1.31178 | 447.77 | 2782750.39 |
1543 | 2010.04.06 07:07 | s/l | 771 | 0.01 | 1.31332 | 1.31332 | 1.30124 | -615.51 | 2782134.88 |
1544 | 2010.04.06 07:07 | s/l | 772 | 0.02 | 1.31332 | 1.31332 | 1.30202 | -1108.85 | 2781026.03 |
1545 | 2010.04.06 21:00 | sell | 773 | 0.01 | 1.31246 | 1.32520 | 1.30824 | |
1546 | 2010.04.07 00:00 | sell | 774 | 0.02 | 1.31343 | 1.32520 | 1.30771 | |
1547 | 2010.04.07 03:00 | sell | 775 | 0.01 | 1.31323 | 1.32520 | 1.30751 | |
1548 | 2010.04.07 04:00 | sell | 776 | 0.03 | 1.31384 | 1.32520 | 1.30812 | |
1549 | 2010.04.07 05:00 | sell | 777 | 0.05 | 1.31426 | 1.32520 | 1.30854 | |
1550 | 2010.04.07 06:00 | sell | 778 | 0.07 | 1.31466 | 1.32520 | 1.30894 | |
1551 | 2010.04.07 15:38 | t/p | 778 | 0.07 | 1.30894 | 1.32520 | 1.30894 | 3135.49 | 2784161.52 |
1552 | 2010.04.07 21:05 | t/p | 777 | 0.05 | 1.30854 | 1.32520 | 1.30854 | 2239.64 | 2786401.16 |
1553 | 2010.04.07 21:06 | t/p | 773 | 0.01 | 1.30824 | 1.32520 | 1.30824 | 330.46 | 2786731.62 |
1554 | 2010.04.07 21:07 | t/p | 776 | 0.03 | 1.30812 | 1.32520 | 1.30812 | 1343.78 | 2788075.40 |
1555 | 2010.04.07 21:08 | t/p | 774 | 0.02 | 1.30771 | 1.32520 | 1.30771 | 895.86 | 2788971.26 |
1556 | 2010.04.07 21:08 | t/p | 775 | 0.01 | 1.30751 | 1.32520 | 1.30751 | 447.93 | 2789419.19 |
1557 | 2010.04.07 22:00 | sell | 779 | 0.01 | 1.31025 | 1.32520 | 1.30453 | |
1558 | 2010.04.08 20:00 | sell | 780 | 0.07 | 1.31289 | 1.32520 | 1.30717 | |
1559 | 2010.04.08 21:00 | sell | 781 | 0.10 | 1.31324 | 1.32520 | 1.30752 | |
1560 | 2010.04.08 23:00 | sell | 782 | 0.03 | 1.31219 | 1.32520 | 1.30647 | |
1561 | 2010.04.09 02:00 | sell | 783 | 0.02 | 1.31156 | 1.32520 | 1.30584 | |
1562 | 2010.04.09 07:00 | sell | 784 | 0.01 | 1.31105 | 1.32520 | 1.30533 | |
1563 | 2010.04.09 10:04 | t/p | 781 | 0.10 | 1.30752 | 1.32520 | 1.30752 | 4479.27 | 2793898.46 |
1564 | 2010.04.09 10:05 | t/p | 780 | 0.07 | 1.30717 | 1.32520 | 1.30717 | 3135.49 | 2797033.95 |
1565 | 2010.04.09 10:19 | t/p | 782 | 0.03 | 1.30647 | 1.32520 | 1.30647 | 1343.78 | 2798377.73 |
1566 | 2010.04.09 15:08 | t/p | 783 | 0.02 | 1.30584 | 1.32520 | 1.30584 | 895.85 | 2799273.58 |
1567 | 2010.04.09 15:15 | t/p | 784 | 0.01 | 1.30533 | 1.32520 | 1.30533 | 447.92 | 2799721.50 |
1568 | 2010.04.09 15:38 | t/p | 779 | 0.01 | 1.30453 | 1.32520 | 1.30453 | 447.93 | 2800169.43 |
1569 | 2010.04.09 16:00 | sell | 785 | 0.01 | 1.30296 | 1.32520 | 1.29724 | |
1570 | 2010.04.13 03:19 | t/p | 785 | 0.01 | 1.29724 | 1.32520 | 1.29724 | 447.92 | 2800617.35 |
1571 | 2010.04.13 04:00 | sell | 786 | 0.01 | 1.29625 | 1.32520 | 1.29053 | |
1572 | 2010.04.13 12:00 | sell | 787 | 0.01 | 1.29763 | 1.32520 | 1.29191 | |
1573 | 2010.04.14 19:00 | sell | 788 | 0.56 | 1.30748 | 1.32520 | 1.30176 | |
1574 | 2010.04.14 21:00 | sell | 789 | 0.79 | 1.30826 | 1.32520 | 1.30254 | |
1575 | 2010.04.15 03:00 | sell | 790 | 0.23 | 1.30600 | 1.32520 | 1.30028 | |
1576 | 2010.04.16 22:31 | t/p | 789 | 0.79 | 1.30254 | 1.32520 | 1.30254 | 35386.27 | 2836003.62 |
1577 | 2010.04.19 00:00 | t/p | 788 | 0.56 | 1.30176 | 1.32520 | 1.30176 | 25083.93 | 2861087.55 |
1578 | 2010.04.19 00:00 | sell | 791 | 0.05 | 1.30033 | 1.32520 | 1.29461 | |
1579 | 2010.04.19 00:00 | t/p | 790 | 0.23 | 1.30028 | 1.32520 | 1.30028 | 10302.33 | 2871389.88 |
1580 | 2010.04.19 01:00 | sell | 792 | 0.07 | 1.30190 | 1.32520 | 1.29618 | |
1581 | 2010.04.19 03:00 | sell | 793 | 0.03 | 1.29960 | 1.32520 | 1.29388 | |
1582 | 2010.04.19 05:35 | t/p | 792 | 0.07 | 1.29618 | 1.32520 | 1.29618 | 3135.49 | 2874525.37 |
1583 | 2010.04.19 08:41 | t/p | 791 | 0.05 | 1.29461 | 1.32520 | 1.29461 | 2239.64 | 2876765.01 |
1584 | 2010.04.21 01:00 | sell | 794 | 0.56 | 1.30728 | 1.32520 | 1.30156 | |
1585 | 2010.04.21 09:00 | sell | 795 | 0.79 | 1.30871 | 1.32520 | 1.30299 | |
1586 | 2010.04.21 19:00 | sell | 796 | 0.20 | 1.30679 | 1.32520 | 1.30107 | |
1587 | 2010.04.22 03:32 | t/p | 795 | 0.79 | 1.30299 | 1.32520 | 1.30299 | 35386.27 | 2912151.28 |
1588 | 2010.04.22 04:00 | sell | 797 | 0.10 | 1.30274 | 1.32520 | 1.29702 | |
1589 | 2010.04.22 05:00 | sell | 798 | 0.07 | 1.30200 | 1.32520 | 1.29628 | |
1590 | 2010.04.22 05:29 | t/p | 794 | 0.56 | 1.30156 | 1.32520 | 1.30156 | 25083.94 | 2937235.22 |
1591 | 2010.04.22 07:00 | sell | 799 | 0.14 | 1.30362 | 1.32520 | 1.29790 | |
1592 | 2010.04.23 03:43 | t/p | 796 | 0.20 | 1.30107 | 1.32520 | 1.30107 | 8958.55 | 2946193.77 |
1593 | 2010.04.23 05:11 | t/p | 799 | 0.14 | 1.29790 | 1.32520 | 1.29790 | 6270.98 | 2952464.75 |
1594 | 2010.04.23 05:11 | t/p | 797 | 0.10 | 1.29702 | 1.32520 | 1.29702 | 4479.28 | 2956944.03 |
1595 | 2010.04.23 05:36 | t/p | 798 | 0.07 | 1.29628 | 1.32520 | 1.29628 | 3135.50 | 2960079.53 |
1596 | 2010.04.23 07:22 | t/p | 793 | 0.03 | 1.29388 | 1.32520 | 1.29388 | 1343.78 | 2961423.31 |
1597 | 2010.04.23 16:40 | t/p | 787 | 0.01 | 1.29191 | 1.32520 | 1.29191 | 447.93 | 2961871.24 |
1598 | 2010.04.23 19:00 | close | 786 | 0.01 | 1.29428 | 1.32520 | 1.29053 | 154.27 | 2962025.51 |
1599 | 2010.04.23 19:00 | sell | 800 | 0.01 | 1.29400 | 1.32520 | 1.28828 | |
1600 | 2010.04.26 02:00 | close | 800 | 0.01 | 1.29166 | 1.32520 | 1.28828 | 183.25 | 2962208.76 |
1601 | 2010.04.26 02:00 | sell | 801 | 0.01 | 1.29138 | 1.32520 | 1.28566 | |
1602 | 2010.04.26 13:17 | t/p | 801 | 0.01 | 1.28566 | 1.32520 | 1.28566 | 447.93 | 2962656.69 |
1603 | 2010.04.26 14:00 | sell | 802 | 0.01 | 1.28495 | 1.32520 | 1.27923 | |
1604 | 2010.04.28 18:00 | sell | 803 | 0.01 | 1.28632 | 1.32520 | 1.28060 | |
1605 | 2010.04.28 23:00 | t/p | 803 | 0.01 | 1.28060 | 1.32520 | 1.28060 | 447.92 | 2963104.61 |
1606 | 2010.04.30 10:59 | t/p | 802 | 0.01 | 1.27923 | 1.32520 | 1.27923 | 447.93 | 2963552.54 |
1607 | 2010.04.30 11:00 | sell | 804 | 0.01 | 1.27893 | 1.31721 | 1.27321 | |
1608 | 2010.04.30 15:42 | t/p | 804 | 0.01 | 1.27321 | 1.31721 | 1.27321 | 447.93 | 2964000.47 |
1609 | 2010.04.30 16:00 | sell | 805 | 0.01 | 1.27312 | 1.31140 | 1.26740 | |
1610 | 2010.05.03 00:00 | t/p | 805 | 0.01 | 1.26740 | 1.31140 | 1.26740 | 447.92 | 2964448.39 |
1611 | 2010.05.03 00:00 | sell | 806 | 0.01 | 1.26515 | 1.30343 | 1.25943 | |
1612 | 2010.05.03 01:00 | sell | 807 | 0.02 | 1.26806 | 1.30343 | 1.26234 | |
1613 | 2010.05.03 02:00 | close | 806 | 0.01 | 1.26992 | 1.30343 | 1.25943 | -373.54 | 2964074.85 |
1614 | 2010.05.03 02:00 | close | 807 | 0.02 | 1.26992 | 1.30343 | 1.26234 | -291.31 | 2963783.54 |
1615 | 2010.05.03 02:00 | sell | 808 | 0.01 | 1.26964 | 1.30792 | 1.26392 | |
1616 | 2010.05.03 03:00 | close | 808 | 0.01 | 1.27049 | 1.30792 | 1.26392 | -66.56 | 2963716.98 |
1617 | 2010.05.03 03:00 | sell | 809 | 0.01 | 1.27021 | 1.30849 | 1.26449 | |
1618 | 2010.05.03 20:49 | t/p | 809 | 0.01 | 1.26449 | 1.30849 | 1.26449 | 447.92 | 2964164.90 |
1619 | 2010.05.03 21:00 | sell | 810 | 0.01 | 1.26470 | 1.30298 | 1.25898 | |
1620 | 2010.05.03 23:00 | sell | 811 | 0.01 | 1.26621 | 1.30298 | 1.26049 | |
1621 | 2010.05.04 10:34 | t/p | 811 | 0.01 | 1.26049 | 1.30298 | 1.26049 | 447.93 | 2964612.83 |
1622 | 2010.05.06 00:01 | t/p | 810 | 0.01 | 1.25898 | 1.30298 | 1.25898 | 447.93 | 2965060.76 |
1623 | 2010.05.06 00:01 | sell | 812 | 0.01 | 1.25862 | 1.29829 | 1.25429 | |
1624 | 2010.05.06 00:02 | t/p | 812 | 0.01 | 1.25429 | 1.29829 | 1.25429 | 339.07 | 2965399.83 |
1625 | 2010.05.06 02:00 | sell | 813 | 0.01 | 1.24799 | 1.28627 | 1.24227 | |
1626 | 2010.05.06 20:46 | t/p | 813 | 0.01 | 1.24227 | 1.28627 | 1.24227 | 447.93 | 2965847.76 |
1627 | 2010.05.06 22:00 | sell | 814 | 0.01 | 1.24494 | 1.28322 | 1.23922 | |
1628 | 2010.05.10 00:00 | sell | 815 | 0.01 | 1.24654 | 1.28322 | 1.24082 | |
1629 | 2010.05.11 09:00 | sell | 816 | 0.02 | 1.24751 | 1.28322 | 1.24179 | |
1630 | 2010.05.13 14:00 | sell | 817 | 0.07 | 1.25185 | 1.28322 | 1.24613 | |
1631 | 2010.05.14 11:00 | sell | 818 | 0.10 | 1.25300 | 1.28322 | 1.24728 | |
1632 | 2010.05.14 15:00 | sell | 819 | 0.05 | 1.25130 | 1.28322 | 1.24558 | |
1633 | 2010.05.14 16:00 | sell | 820 | 0.03 | 1.24897 | 1.28322 | 1.24325 | |
1634 | 2010.05.14 16:16 | t/p | 818 | 0.10 | 1.24728 | 1.28322 | 1.24728 | 4479.27 | 2970327.03 |
1635 | 2010.05.14 21:01 | sell | 821 | 0.10 | 1.25268 | 1.28322 | 1.24696 | |
1636 | 2010.05.14 22:45 | t/p | 821 | 0.10 | 1.24696 | 1.28322 | 1.24696 | 4479.27 | 2974806.30 |
1637 | 2010.05.17 03:58 | t/p | 817 | 0.07 | 1.24613 | 1.28322 | 1.24613 | 3135.49 | 2977941.79 |
1638 | 2010.05.17 04:02 | t/p | 819 | 0.05 | 1.24558 | 1.28322 | 1.24558 | 2239.64 | 2980181.43 |
1639 | 2010.05.18 05:00 | sell | 822 | 0.07 | 1.25209 | 1.28322 | 1.24637 | |
1640 | 2010.05.18 06:00 | sell | 823 | 0.10 | 1.25318 | 1.28322 | 1.24746 | |
1641 | 2010.05.18 10:00 | sell | 824 | 0.05 | 1.25034 | 1.28322 | 1.24462 | |
1642 | 2010.05.18 19:54 | t/p | 823 | 0.10 | 1.24746 | 1.28322 | 1.24746 | 4479.28 | 2984660.71 |
1643 | 2010.05.18 19:59 | t/p | 822 | 0.07 | 1.24637 | 1.28322 | 1.24637 | 3135.49 | 2987796.20 |
1644 | 2010.05.18 21:02 | t/p | 824 | 0.05 | 1.24462 | 1.28322 | 1.24462 | 2239.64 | 2990035.84 |
1645 | 2010.05.20 00:30 | t/p | 820 | 0.03 | 1.24325 | 1.28322 | 1.24325 | 1343.79 | 2991379.63 |
1646 | 2010.05.20 01:06 | t/p | 816 | 0.02 | 1.24179 | 1.28322 | 1.24179 | 895.85 | 2992275.48 |
1647 | 2010.05.20 03:21 | t/p | 815 | 0.01 | 1.24082 | 1.28322 | 1.24082 | 447.93 | 2992723.41 |
1648 | 2010.05.20 03:37 | t/p | 814 | 0.01 | 1.23922 | 1.28322 | 1.23922 | 447.93 | 2993171.34 |
1649 | 2010.05.20 06:00 | sell | 825 | 0.01 | 1.23172 | 1.27000 | 1.22600 | |
1650 | 2010.05.20 09:20 | t/p | 825 | 0.01 | 1.22600 | 1.27000 | 1.22600 | 447.93 | 2993619.27 |