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 |
1651 | 2010.05.20 18:00 | sell | 826 | 0.01 | 1.23108 | 1.26936 | 1.22536 | |
1652 | 2010.05.20 23:03 | t/p | 826 | 0.01 | 1.22536 | 1.26936 | 1.22536 | 447.92 | 2994067.19 |
1653 | 2010.05.20 23:03 | sell | 827 | 0.01 | 1.22502 | 1.26404 | 1.22004 | |
1654 | 2010.05.20 23:35 | t/p | 827 | 0.01 | 1.22004 | 1.26404 | 1.22004 | 389.98 | 2994457.17 |
1655 | 2010.05.21 01:00 | sell | 828 | 0.01 | 1.21652 | 1.25480 | 1.21080 | |
1656 | 2010.05.21 02:00 | sell | 829 | 0.03 | 1.22128 | 1.25480 | 1.21556 | |
1657 | 2010.05.21 03:00 | sell | 830 | 0.14 | 1.22664 | 1.25480 | 1.22092 | |
1658 | 2010.05.21 16:52 | t/p | 830 | 0.14 | 1.22092 | 1.25480 | 1.22092 | 6270.98 | 3000728.15 |
1659 | 2010.05.21 18:00 | sell | 831 | 0.02 | 1.21988 | 1.25480 | 1.21416 | |
1660 | 2010.05.21 20:00 | sell | 832 | 0.07 | 1.22333 | 1.25480 | 1.21761 | |
1661 | 2010.05.21 21:00 | sell | 833 | 0.05 | 1.22219 | 1.25480 | 1.21647 | |
1662 | 2010.05.21 22:00 | sell | 834 | 0.10 | 1.22482 | 1.25480 | 1.21910 | |
1663 | 2010.05.24 00:00 | close | 828 | 0.01 | 1.22868 | 1.25480 | 1.21080 | -952.24 | 2999775.91 |
1664 | 2010.05.24 00:00 | close | 829 | 0.03 | 1.22868 | 1.25480 | 1.21556 | -1738.46 | 2998037.45 |
1665 | 2010.05.24 00:00 | close | 831 | 0.02 | 1.22868 | 1.25480 | 1.21416 | -1378.23 | 2996659.22 |
1666 | 2010.05.24 00:00 | close | 832 | 0.07 | 1.22868 | 1.25480 | 1.21761 | -2932.67 | 2993726.55 |
1667 | 2010.05.24 00:00 | close | 833 | 0.05 | 1.22868 | 1.25480 | 1.21647 | -2541.13 | 2991185.42 |
1668 | 2010.05.24 00:00 | close | 834 | 0.10 | 1.22868 | 1.25480 | 1.21910 | -3022.73 | 2988162.69 |
1669 | 2010.05.24 01:00 | sell | 835 | 0.01 | 1.22502 | 1.26330 | 1.21930 | |
1670 | 2010.05.24 03:09 | t/p | 835 | 0.01 | 1.21930 | 1.26330 | 1.21930 | 447.93 | 2988610.62 |
1671 | 2010.05.24 04:00 | sell | 836 | 0.01 | 1.22318 | 1.26146 | 1.21746 | |
1672 | 2010.05.25 01:00 | sell | 837 | 0.05 | 1.22863 | 1.26146 | 1.22291 | |
1673 | 2010.05.25 01:42 | t/p | 837 | 0.05 | 1.22291 | 1.26146 | 1.22291 | 2239.63 | 2990850.25 |
1674 | 2010.05.25 05:00 | sell | 838 | 0.03 | 1.22780 | 1.26146 | 1.22208 | |
1675 | 2010.05.25 06:00 | sell | 839 | 0.02 | 1.22660 | 1.26146 | 1.22088 | |
1676 | 2010.05.25 08:00 | sell | 840 | 0.05 | 1.22836 | 1.26146 | 1.22264 | |
1677 | 2010.05.25 19:00 | sell | 841 | 0.01 | 1.22566 | 1.26146 | 1.21994 | |
1678 | 2010.05.27 00:00 | sell | 842 | 0.40 | 1.23596 | 1.26146 | 1.23024 | |
1679 | 2010.05.27 01:00 | sell | 843 | 0.20 | 1.23430 | 1.26146 | 1.22858 | |
1680 | 2010.05.27 20:00 | sell | 844 | 0.88 | 1.24125 | 1.26146 | 1.23553 | |
1681 | 2010.06.01 09:34 | t/p | 844 | 0.88 | 1.23553 | 1.26146 | 1.23553 | 39417.62 | 3030267.87 |
1682 | 2010.06.01 10:00 | sell | 845 | 0.28 | 1.23564 | 1.26146 | 1.22992 | |
1683 | 2010.06.01 18:00 | sell | 846 | 0.10 | 1.23197 | 1.26146 | 1.22625 | |
1684 | 2010.06.01 18:14 | t/p | 842 | 0.40 | 1.23024 | 1.26146 | 1.23024 | 17917.10 | 3048184.97 |
1685 | 2010.06.01 18:16 | t/p | 845 | 0.28 | 1.22992 | 1.26146 | 1.22992 | 12541.97 | 3060726.94 |
1686 | 2010.06.01 23:00 | sell | 847 | 0.07 | 1.23024 | 1.26146 | 1.22452 | |
1687 | 2010.06.02 02:16 | t/p | 843 | 0.20 | 1.22858 | 1.26146 | 1.22858 | 8958.55 | 3069685.49 |
1688 | 2010.06.03 18:00 | sell | 848 | 0.20 | 1.23352 | 1.26146 | 1.22780 | |
1689 | 2010.06.03 21:00 | sell | 849 | 0.14 | 1.23276 | 1.26146 | 1.22704 | |
1690 | 2010.06.04 20:50 | t/p | 848 | 0.20 | 1.22780 | 1.26146 | 1.22780 | 8958.55 | 3078644.04 |
1691 | 2010.06.04 21:02 | t/p | 849 | 0.14 | 1.22704 | 1.26146 | 1.22704 | 6270.98 | 3084915.02 |
1692 | 2010.06.04 21:54 | t/p | 846 | 0.10 | 1.22625 | 1.26146 | 1.22625 | 4479.28 | 3089394.30 |
1693 | 2010.06.07 00:01 | t/p | 847 | 0.07 | 1.22452 | 1.26146 | 1.22452 | 3135.49 | 3092529.79 |
1694 | 2010.06.07 01:22 | t/p | 840 | 0.05 | 1.22264 | 1.26146 | 1.22264 | 2239.64 | 3094769.43 |
1695 | 2010.06.07 02:25 | t/p | 838 | 0.03 | 1.22208 | 1.26146 | 1.22208 | 1343.78 | 3096113.21 |
1696 | 2010.06.07 02:30 | t/p | 839 | 0.02 | 1.22088 | 1.26146 | 1.22088 | 895.86 | 3097009.07 |
1697 | 2010.06.07 06:00 | sell | 850 | 0.02 | 1.22658 | 1.26146 | 1.22086 | |
1698 | 2010.06.09 13:00 | sell | 851 | 0.56 | 1.23778 | 1.26146 | 1.23206 | |
1699 | 2010.06.09 23:00 | sell | 852 | 0.79 | 1.23921 | 1.26146 | 1.23349 | |
1700 | 2010.06.09 23:08 | t/p | 852 | 0.79 | 1.23349 | 1.26146 | 1.23349 | 35386.28 | 3132395.35 |
1701 | 2010.06.09 23:19 | t/p | 851 | 0.56 | 1.23206 | 1.26146 | 1.23206 | 25083.94 | 3157479.29 |
1702 | 2010.06.10 01:00 | sell | 853 | 0.05 | 1.22933 | 1.26146 | 1.22361 | |
1703 | 2010.06.10 02:00 | sell | 854 | 0.14 | 1.23282 | 1.26146 | 1.22710 | |
1704 | 2010.06.10 04:00 | sell | 855 | 0.20 | 1.23408 | 1.26146 | 1.22836 | |
1705 | 2010.06.10 05:00 | sell | 856 | 0.28 | 1.23520 | 1.26146 | 1.22948 | |
1706 | 2010.06.11 10:00 | sell | 857 | 0.40 | 1.23655 | 1.26146 | 1.23083 | |
1707 | 2010.06.11 14:23 | t/p | 857 | 0.40 | 1.23083 | 1.26146 | 1.23083 | 17917.10 | 3175396.39 |
1708 | 2010.06.11 14:31 | t/p | 856 | 0.28 | 1.22948 | 1.26146 | 1.22948 | 12541.97 | 3187938.36 |
1709 | 2010.06.11 14:32 | t/p | 855 | 0.20 | 1.22836 | 1.26146 | 1.22836 | 8958.55 | 3196896.91 |
1710 | 2010.06.11 16:00 | sell | 858 | 0.10 | 1.23117 | 1.26146 | 1.22545 | |
1711 | 2010.06.11 17:00 | sell | 859 | 0.20 | 1.23363 | 1.26146 | 1.22791 | |
1712 | 2010.06.11 22:00 | sell | 860 | 0.07 | 1.22977 | 1.26146 | 1.22405 | |
1713 | 2010.06.16 14:00 | sell | 861 | 0.56 | 1.23739 | 1.26146 | 1.23167 | |
1714 | 2010.06.16 15:00 | sell | 862 | 0.40 | 1.23715 | 1.26146 | 1.23143 | |
1715 | 2010.06.16 22:00 | sell | 863 | 0.04 | 1.23592 | 1.26146 | 1.23020 | |
1716 | 2010.06.17 16:12 | t/p | 861 | 0.56 | 1.23167 | 1.26146 | 1.23167 | 25083.94 | 3221980.85 |
1717 | 2010.06.17 16:12 | t/p | 862 | 0.40 | 1.23143 | 1.26146 | 1.23143 | 17917.10 | 3239897.95 |
1718 | 2010.06.17 16:16 | t/p | 863 | 0.04 | 1.23020 | 1.26146 | 1.23020 | 1791.71 | 3241689.66 |
1719 | 2010.06.21 22:00 | sell | 864 | 0.40 | 1.23697 | 1.26146 | 1.23125 | |
1720 | 2010.06.22 20:00 | sell | 865 | 0.56 | 1.23792 | 1.26146 | 1.23220 | |
1721 | 2010.06.23 02:00 | sell | 866 | 0.04 | 1.23540 | 1.26146 | 1.22968 | |
1722 | 2010.06.23 09:28 | t/p | 865 | 0.56 | 1.23220 | 1.26146 | 1.23220 | 25083.94 | 3266773.60 |
1723 | 2010.06.23 09:30 | t/p | 864 | 0.40 | 1.23125 | 1.26146 | 1.23125 | 17917.10 | 3284690.70 |
1724 | 2010.06.23 11:51 | t/p | 866 | 0.04 | 1.22968 | 1.26146 | 1.22968 | 1791.71 | 3286482.41 |
1725 | 2010.06.23 12:48 | t/p | 859 | 0.20 | 1.22791 | 1.26146 | 1.22791 | 8958.55 | 3295440.96 |
1726 | 2010.06.23 13:42 | t/p | 854 | 0.14 | 1.22710 | 1.26146 | 1.22710 | 6270.99 | 3301711.95 |
1727 | 2010.06.23 15:27 | t/p | 858 | 0.10 | 1.22545 | 1.26146 | 1.22545 | 4479.28 | 3306191.23 |
1728 | 2010.06.23 16:27 | t/p | 860 | 0.07 | 1.22405 | 1.26146 | 1.22405 | 3135.49 | 3309326.72 |
1729 | 2010.06.23 16:29 | t/p | 853 | 0.05 | 1.22361 | 1.26146 | 1.22361 | 2239.63 | 3311566.35 |
1730 | 2010.06.24 20:58 | t/p | 850 | 0.02 | 1.22086 | 1.26146 | 1.22086 | 895.86 | 3312462.21 |
1731 | 2010.06.24 23:00 | close | 836 | 0.01 | 1.22255 | 1.26146 | 1.21746 | 49.33 | 3312511.54 |
1732 | 2010.06.24 23:00 | close | 841 | 0.01 | 1.22255 | 1.26146 | 1.21994 | 243.54 | 3312755.08 |
1733 | 2010.06.24 23:00 | sell | 867 | 0.01 | 1.22227 | 1.26055 | 1.21655 | |
1734 | 2010.06.25 02:00 | sell | 868 | 0.01 | 1.22472 | 1.26055 | 1.21900 | |
1735 | 2010.06.25 03:00 | sell | 869 | 0.02 | 1.22500 | 1.26055 | 1.21928 | |
1736 | 2010.06.28 21:00 | sell | 870 | 0.10 | 1.23030 | 1.26055 | 1.22458 | |
1737 | 2010.06.28 22:00 | sell | 871 | 0.07 | 1.22911 | 1.26055 | 1.22339 | |
1738 | 2010.06.29 11:00 | sell | 872 | 0.05 | 1.22740 | 1.26055 | 1.22168 | |
1739 | 2010.06.29 21:47 | t/p | 870 | 0.10 | 1.22458 | 1.26055 | 1.22458 | 4479.28 | 3317234.36 |
1740 | 2010.06.29 23:07 | t/p | 871 | 0.07 | 1.22339 | 1.26055 | 1.22339 | 3135.49 | 3320369.85 |
1741 | 2010.06.30 01:00 | sell | 873 | 0.03 | 1.22718 | 1.26055 | 1.22146 | |
1742 | 2010.07.01 16:15 | t/p | 872 | 0.05 | 1.22168 | 1.26055 | 1.22168 | 2239.63 | 3322609.48 |
1743 | 2010.07.01 16:45 | t/p | 873 | 0.03 | 1.22146 | 1.26055 | 1.22146 | 1343.79 | 3323953.27 |
1744 | 2010.07.01 17:07 | t/p | 869 | 0.02 | 1.21928 | 1.26055 | 1.21928 | 895.85 | 3324849.12 |
1745 | 2010.07.01 18:11 | t/p | 868 | 0.01 | 1.21900 | 1.26055 | 1.21900 | 447.93 | 3325297.05 |
1746 | 2010.07.01 19:00 | close | 867 | 0.01 | 1.22088 | 1.26055 | 1.21655 | 108.85 | 3325405.90 |
1747 | 2010.07.01 19:00 | sell | 874 | 0.01 | 1.22060 | 1.25888 | 1.21488 | |
1748 | 2010.07.02 04:00 | sell | 875 | 0.01 | 1.22209 | 1.25888 | 1.21637 | |
1749 | 2010.07.02 13:01 | t/p | 875 | 0.01 | 1.21637 | 1.25888 | 1.21637 | 447.93 | 3325853.83 |
1750 | 2010.07.02 13:18 | t/p | 874 | 0.01 | 1.21488 | 1.25888 | 1.21488 | 447.93 | 3326301.76 |
1751 | 2010.07.02 14:00 | sell | 876 | 0.01 | 1.21532 | 1.25360 | 1.20960 | |
1752 | 2010.07.02 16:00 | sell | 877 | 0.02 | 1.21788 | 1.25360 | 1.21216 | |
1753 | 2010.07.05 09:00 | sell | 878 | 0.03 | 1.21955 | 1.25360 | 1.21383 | |
1754 | 2010.07.05 13:00 | sell | 879 | 0.01 | 1.21731 | 1.25360 | 1.21159 | |
1755 | 2010.07.07 05:00 | sell | 880 | 0.14 | 1.22529 | 1.25360 | 1.21957 | |
1756 | 2010.07.07 06:00 | sell | 881 | 0.10 | 1.22409 | 1.25360 | 1.21837 | |
1757 | 2010.07.08 00:00 | buy | 882 | 0.01 | 1.22684 | 1.21014 | 1.23256 | |
1758 | 2010.07.08 03:32 | t/p | 882 | 0.01 | 1.23256 | 1.21014 | 1.23256 | 447.77 | 3326749.53 |
1759 | 2010.07.08 05:00 | buy | 883 | 0.01 | 1.23542 | 1.21014 | 1.24114 | |
1760 | 2010.07.12 15:00 | buy | 884 | 0.02 | 1.23348 | 1.21014 | 1.23920 | |
1761 | 2010.07.13 14:00 | buy | 885 | 0.06 | 1.23028 | 1.21014 | 1.23600 | |
1762 | 2010.07.13 15:00 | buy | 886 | 0.08 | 1.22947 | 1.21014 | 1.23519 | |
1763 | 2010.07.14 02:00 | buy | 887 | 0.10 | 1.22871 | 1.21014 | 1.23443 | |
1764 | 2010.07.14 20:00 | t/p | 880 | 0.14 | 1.21957 | 1.25360 | 1.21957 | 6270.98 | 3333020.51 |
1765 | 2010.07.15 03:19 | t/p | 881 | 0.10 | 1.21837 | 1.25360 | 1.21837 | 4479.28 | 3337499.79 |
1766 | 2010.07.15 13:00 | buy | 888 | 1.12 | 1.22126 | 1.21122 | 1.22698 | |
1767 | 2010.07.15 18:32 | t/p | 878 | 0.03 | 1.21383 | 1.25360 | 1.21383 | 1343.78 | 3338843.57 |
1768 | 2010.07.15 20:27 | t/p | 877 | 0.02 | 1.21216 | 1.25360 | 1.21216 | 895.86 | 3339739.43 |
1769 | 2010.07.15 21:18 | t/p | 879 | 0.01 | 1.21159 | 1.25360 | 1.21159 | 447.93 | 3340187.36 |
1770 | 2010.07.15 21:19 | s/l | 888 | 1.12 | 1.21122 | 1.21122 | 1.22698 | -88025.41 | 3252161.95 |
1771 | 2010.07.15 21:20 | s/l | 883 | 0.01 | 1.21014 | 1.21014 | 1.24114 | -1978.94 | 3250183.01 |
1772 | 2010.07.15 21:20 | s/l | 884 | 0.02 | 1.21014 | 1.21014 | 1.23920 | -3654.16 | 3246528.85 |
1773 | 2010.07.15 21:20 | s/l | 885 | 0.06 | 1.21014 | 1.21014 | 1.23600 | -9459.47 | 3237069.38 |
1774 | 2010.07.15 21:20 | s/l | 886 | 0.08 | 1.21014 | 1.21014 | 1.23519 | -12105.38 | 3224964.00 |
1775 | 2010.07.15 21:20 | s/l | 887 | 0.10 | 1.21014 | 1.21014 | 1.23443 | -14536.79 | 3210427.21 |
1776 | 2010.07.15 21:27 | t/p | 876 | 0.01 | 1.20960 | 1.25360 | 1.20960 | 447.92 | 3210875.13 |
1777 | 2010.07.16 02:00 | buy | 889 | 0.01 | 1.21824 | 1.20702 | 1.22396 | |
1778 | 2010.07.16 03:00 | buy | 890 | 0.01 | 1.21789 | 1.20702 | 1.22361 | |
1779 | 2010.07.16 08:00 | buy | 891 | 0.02 | 1.21737 | 1.20702 | 1.22309 | |
1780 | 2010.07.16 10:03 | t/p | 891 | 0.02 | 1.22309 | 1.20702 | 1.22309 | 895.54 | 3211770.67 |
1781 | 2010.07.16 10:10 | t/p | 890 | 0.01 | 1.22361 | 1.20702 | 1.22361 | 447.76 | 3212218.43 |
1782 | 2010.07.16 10:56 | t/p | 889 | 0.01 | 1.22396 | 1.20702 | 1.22396 | 447.76 | 3212666.19 |
1783 | 2010.07.16 11:00 | buy | 892 | 0.01 | 1.22407 | 1.20702 | 1.22979 | |
1784 | 2010.07.16 16:00 | buy | 893 | 0.02 | 1.22296 | 1.20702 | 1.22868 | |
1785 | 2010.07.19 03:39 | t/p | 893 | 0.02 | 1.22868 | 1.20702 | 1.22868 | 895.54 | 3213561.73 |
1786 | 2010.07.19 15:47 | t/p | 892 | 0.01 | 1.22979 | 1.20702 | 1.22979 | 447.77 | 3214009.50 |
1787 | 2010.07.19 16:00 | buy | 894 | 0.01 | 1.22940 | 1.20702 | 1.23512 | |
1788 | 2010.07.28 17:00 | buy | 895 | 0.01 | 1.22876 | 1.20702 | 1.23448 | |
1789 | 2010.07.28 23:00 | buy | 896 | 0.03 | 1.22629 | 1.20702 | 1.23201 | |
1790 | 2010.07.28 23:01 | t/p | 896 | 0.03 | 1.23201 | 1.20702 | 1.23201 | 1343.30 | 3215352.80 |
1791 | 2010.07.28 23:11 | t/p | 895 | 0.01 | 1.23448 | 1.20702 | 1.23448 | 447.77 | 3215800.57 |
1792 | 2010.07.28 23:12 | t/p | 894 | 0.01 | 1.23512 | 1.20702 | 1.23512 | 447.77 | 3216248.34 |
1793 | 2010.07.29 01:00 | buy | 897 | 0.01 | 1.23444 | 1.20702 | 1.24016 | |
1794 | 2010.07.29 09:30 | t/p | 897 | 0.01 | 1.24016 | 1.20702 | 1.24016 | 447.76 | 3216696.10 |
1795 | 2010.08.04 00:00 | buy | 898 | 0.01 | 1.24387 | 1.20702 | 1.24959 | |
1796 | 2010.08.04 13:17 | t/p | 898 | 0.01 | 1.24959 | 1.20702 | 1.24959 | 447.76 | 3217143.86 |
1797 | 2010.08.12 02:00 | buy | 899 | 0.01 | 1.25773 | 1.21945 | 1.26345 | |
1798 | 2010.08.12 16:02 | t/p | 899 | 0.01 | 1.26345 | 1.21945 | 1.26345 | 447.77 | 3217591.63 |
1799 | 2010.08.16 00:00 | buy | 900 | 0.01 | 1.25988 | 1.22160 | 1.26560 | |
1800 | 2010.08.16 00:43 | t/p | 900 | 0.01 | 1.26560 | 1.22160 | 1.26560 | 447.76 | 3218039.39 |