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 |
1801 | 2010.08.19 06:00 | buy | 901 | 0.01 | 1.25811 | 1.21983 | 1.26383 | |
1802 | 2010.08.19 12:36 | t/p | 901 | 0.01 | 1.26383 | 1.21983 | 1.26383 | 447.77 | 3218487.16 |
1803 | 2010.08.19 13:00 | buy | 902 | 0.01 | 1.26430 | 1.22602 | 1.27002 | |
1804 | 2010.08.19 18:00 | buy | 903 | 0.01 | 1.26251 | 1.22423 | 1.26823 | |
1805 | 2010.08.19 19:00 | buy | 904 | 0.02 | 1.26104 | 1.22276 | 1.26676 | |
1806 | 2010.08.23 00:00 | buy | 905 | 0.06 | 1.25665 | 1.21837 | 1.26237 | |
1807 | 2010.08.23 07:53 | t/p | 905 | 0.06 | 1.26237 | 1.21837 | 1.26237 | 2686.61 | 3221173.77 |
1808 | 2010.08.25 04:00 | buy | 906 | 0.04 | 1.25733 | 1.21905 | 1.26305 | |
1809 | 2010.08.25 07:00 | buy | 907 | 0.03 | 1.25934 | 1.22106 | 1.26506 | |
1810 | 2010.08.25 11:00 | buy | 908 | 0.02 | 1.25957 | 1.22129 | 1.26529 | |
1811 | 2010.08.25 13:05 | t/p | 906 | 0.04 | 1.26305 | 1.21905 | 1.26305 | 1791.07 | 3222964.84 |
1812 | 2010.08.25 13:16 | t/p | 907 | 0.03 | 1.26506 | 1.22106 | 1.26506 | 1343.31 | 3224308.15 |
1813 | 2010.08.30 00:15 | t/p | 908 | 0.02 | 1.26529 | 1.22129 | 1.26529 | 895.53 | 3225203.68 |
1814 | 2010.08.31 00:27 | t/p | 904 | 0.02 | 1.26676 | 1.22276 | 1.26676 | 895.54 | 3226099.22 |
1815 | 2010.08.31 02:07 | t/p | 903 | 0.01 | 1.26823 | 1.22423 | 1.26823 | 447.76 | 3226546.98 |
1816 | 2010.08.31 02:25 | t/p | 902 | 0.01 | 1.27002 | 1.22602 | 1.27002 | 447.77 | 3226994.75 |
1817 | 2010.08.31 03:00 | buy | 909 | 0.01 | 1.26914 | 1.23086 | 1.27486 | |
1818 | 2010.08.31 18:08 | t/p | 909 | 0.01 | 1.27486 | 1.23086 | 1.27486 | 447.77 | 3227442.52 |
1819 | 2010.09.03 00:00 | buy | 910 | 0.01 | 1.27346 | 1.23518 | 1.27918 | |
1820 | 2010.09.06 02:00 | buy | 911 | 0.01 | 1.27133 | 1.23305 | 1.27705 | |
1821 | 2010.09.07 05:00 | buy | 912 | 0.03 | 1.26787 | 1.22959 | 1.27359 | |
1822 | 2010.09.07 17:00 | buy | 913 | 0.04 | 1.26676 | 1.22848 | 1.27248 | |
1823 | 2010.09.08 03:00 | buy | 914 | 0.02 | 1.26866 | 1.23038 | 1.27438 | |
1824 | 2010.09.08 04:00 | buy | 915 | 0.02 | 1.27038 | 1.23210 | 1.27610 | |
1825 | 2010.09.08 07:32 | t/p | 913 | 0.04 | 1.27248 | 1.22848 | 1.27248 | 1791.07 | 3229233.59 |
1826 | 2010.09.08 08:58 | t/p | 912 | 0.03 | 1.27359 | 1.22959 | 1.27359 | 1343.31 | 3230576.90 |
1827 | 2010.09.08 12:15 | t/p | 914 | 0.02 | 1.27438 | 1.23038 | 1.27438 | 895.53 | 3231472.43 |
1828 | 2010.09.09 03:36 | t/p | 915 | 0.02 | 1.27610 | 1.23210 | 1.27610 | 895.54 | 3232367.97 |
1829 | 2010.09.09 04:08 | t/p | 911 | 0.01 | 1.27705 | 1.23305 | 1.27705 | 447.77 | 3232815.74 |
1830 | 2010.09.10 00:00 | sell | 916 | 0.01 | 1.27220 | 1.28092 | 1.26798 | |
1831 | 2010.09.10 06:00 | sell | 917 | 0.01 | 1.27258 | 1.28092 | 1.26836 | |
1832 | 2010.09.13 21:00 | sell | 918 | 0.05 | 1.27356 | 1.28092 | 1.26934 | |
1833 | 2010.09.13 22:00 | sell | 919 | 0.03 | 1.27310 | 1.28092 | 1.26888 | |
1834 | 2010.09.14 00:51 | t/p | 910 | 0.01 | 1.27918 | 1.23518 | 1.27918 | 447.77 | 3233263.51 |
1835 | 2010.09.14 08:04 | s/l | 916 | 0.01 | 1.28092 | 1.28092 | 1.26798 | -682.85 | 3232580.66 |
1836 | 2010.09.14 08:04 | s/l | 917 | 0.01 | 1.28092 | 1.28092 | 1.26836 | -653.09 | 3231927.57 |
1837 | 2010.09.14 08:04 | s/l | 918 | 0.05 | 1.28092 | 1.28092 | 1.26934 | -2881.77 | 3229045.80 |
1838 | 2010.09.14 08:04 | s/l | 919 | 0.03 | 1.28092 | 1.28092 | 1.26888 | -1837.13 | 3227208.67 |
1839 | 2010.09.14 17:00 | sell | 920 | 0.01 | 1.27620 | 1.28453 | 1.27198 | |
1840 | 2010.09.14 22:00 | sell | 921 | 0.10 | 1.27803 | 1.28453 | 1.27381 | |
1841 | 2010.09.14 23:00 | sell | 922 | 0.20 | 1.27861 | 1.28453 | 1.27439 | |
1842 | 2010.09.15 05:00 | sell | 923 | 0.79 | 1.27954 | 1.28453 | 1.27532 | |
1843 | 2010.09.15 06:00 | sell | 924 | 0.50 | 1.27942 | 1.28453 | 1.27520 | |
1844 | 2010.09.15 23:01 | s/l | 920 | 0.01 | 1.28453 | 1.28453 | 1.27198 | -652.31 | 3226556.36 |
1845 | 2010.09.15 23:01 | s/l | 921 | 0.10 | 1.28453 | 1.28453 | 1.27381 | -5090.09 | 3221466.27 |
1846 | 2010.09.15 23:01 | s/l | 922 | 0.20 | 1.28453 | 1.28453 | 1.27439 | -9271.79 | 3212194.48 |
1847 | 2010.09.15 23:01 | s/l | 923 | 0.79 | 1.28453 | 1.28453 | 1.27532 | -30870.19 | 3181324.29 |
1848 | 2010.09.15 23:01 | s/l | 924 | 0.50 | 1.28453 | 1.28453 | 1.27520 | -20007.95 | 3161316.34 |
1849 | 2010.10.01 00:00 | buy | 925 | 0.01 | 1.31547 | 1.27719 | 1.32119 | |
1850 | 2010.10.01 17:00 | sell | 926 | 0.01 | 1.30690 | 1.31962 | 1.30268 | |
1851 | 2010.10.01 18:00 | sell | 927 | 0.02 | 1.30787 | 1.31962 | 1.30365 | |
1852 | 2010.10.04 05:18 | t/p | 927 | 0.02 | 1.30365 | 1.31962 | 1.30365 | 660.92 | 3161977.26 |
1853 | 2010.10.04 20:00 | t/p | 926 | 0.01 | 1.30268 | 1.31962 | 1.30268 | 330.46 | 3162307.72 |
1854 | 2010.10.04 20:00 | sell | 928 | 0.01 | 1.30222 | 1.31962 | 1.29970 | |
1855 | 2010.10.04 21:00 | sell | 929 | 0.02 | 1.30354 | 1.31962 | 1.29932 | |
1856 | 2010.10.05 05:36 | t/p | 928 | 0.01 | 1.29970 | 1.31962 | 1.29970 | 197.34 | 3162505.06 |
1857 | 2010.10.05 05:38 | t/p | 929 | 0.02 | 1.29932 | 1.31962 | 1.29932 | 660.93 | 3163165.99 |
1858 | 2010.10.08 02:00 | sell | 930 | 0.01 | 1.30660 | 1.31962 | 1.30238 | |
1859 | 2010.10.12 13:43 | t/p | 930 | 0.01 | 1.30238 | 1.31962 | 1.30238 | 330.46 | 3163496.45 |
1860 | 2010.10.12 14:00 | sell | 931 | 0.01 | 1.30349 | 1.31424 | 1.29927 | |
1861 | 2010.10.12 16:00 | sell | 932 | 0.05 | 1.30507 | 1.31424 | 1.30085 | |
1862 | 2010.10.12 22:00 | sell | 933 | 0.03 | 1.30464 | 1.31424 | 1.30042 | |
1863 | 2010.10.13 02:00 | sell | 934 | 0.02 | 1.30441 | 1.31424 | 1.30019 | |
1864 | 2010.10.13 04:00 | sell | 935 | 0.01 | 1.30396 | 1.31424 | 1.29974 | |
1865 | 2010.10.13 15:39 | t/p | 932 | 0.05 | 1.30085 | 1.31424 | 1.30085 | 1652.32 | 3165148.77 |
1866 | 2010.10.13 15:39 | t/p | 933 | 0.03 | 1.30042 | 1.31424 | 1.30042 | 991.39 | 3166140.16 |
1867 | 2010.10.13 15:41 | t/p | 934 | 0.02 | 1.30019 | 1.31424 | 1.30019 | 660.93 | 3166801.09 |
1868 | 2010.10.13 15:44 | t/p | 935 | 0.01 | 1.29974 | 1.31424 | 1.29974 | 330.46 | 3167131.55 |
1869 | 2010.10.13 15:54 | t/p | 931 | 0.01 | 1.29927 | 1.31424 | 1.29927 | 330.47 | 3167462.02 |
1870 | 2010.10.15 01:00 | sell | 936 | 0.01 | 1.30737 | 1.31424 | 1.30315 | |
1871 | 2010.10.15 19:00 | sell | 937 | 0.02 | 1.30788 | 1.31424 | 1.30366 | |
1872 | 2010.10.18 00:00 | sell | 938 | 1.55 | 1.31064 | 1.31424 | 1.30642 | |
1873 | 2010.10.18 03:00 | sell | 939 | 0.02 | 1.30990 | 1.31424 | 1.30568 | |
1874 | 2010.10.18 10:02 | t/p | 938 | 1.55 | 1.30642 | 1.31424 | 1.30642 | 51221.91 | 3218683.93 |
1875 | 2010.10.18 10:10 | t/p | 939 | 0.02 | 1.30568 | 1.31424 | 1.30568 | 660.93 | 3219344.86 |
1876 | 2010.10.18 11:00 | sell | 940 | 0.05 | 1.30830 | 1.31424 | 1.30408 | |
1877 | 2010.10.18 12:00 | sell | 941 | 0.03 | 1.30826 | 1.31424 | 1.30404 | |
1878 | 2010.10.18 14:00 | sell | 942 | 0.07 | 1.30863 | 1.31424 | 1.30441 | |
1879 | 2010.10.18 19:00 | sell | 943 | 0.10 | 1.30876 | 1.31424 | 1.30454 | |
1880 | 2010.10.18 22:00 | sell | 944 | 0.01 | 1.30772 | 1.31424 | 1.30350 | |
1881 | 2010.10.19 15:13 | t/p | 943 | 0.10 | 1.30454 | 1.31424 | 1.30454 | 3304.64 | 3222649.50 |
1882 | 2010.10.19 15:13 | t/p | 942 | 0.07 | 1.30441 | 1.31424 | 1.30441 | 2313.25 | 3224962.75 |
1883 | 2010.10.19 15:20 | t/p | 940 | 0.05 | 1.30408 | 1.31424 | 1.30408 | 1652.32 | 3226615.07 |
1884 | 2010.10.19 15:21 | t/p | 941 | 0.03 | 1.30404 | 1.31424 | 1.30404 | 991.39 | 3227606.46 |
1885 | 2010.10.19 15:25 | t/p | 937 | 0.02 | 1.30366 | 1.31424 | 1.30366 | 660.93 | 3228267.39 |
1886 | 2010.10.19 15:26 | t/p | 944 | 0.01 | 1.30350 | 1.31424 | 1.30350 | 330.47 | 3228597.86 |
1887 | 2010.10.19 15:52 | t/p | 936 | 0.01 | 1.30315 | 1.31424 | 1.30315 | 330.47 | 3228928.33 |
1888 | 2010.10.21 21:00 | sell | 945 | 0.01 | 1.30863 | 1.31597 | 1.30441 | |
1889 | 2010.10.21 22:00 | sell | 946 | 0.01 | 1.30910 | 1.31597 | 1.30488 | |
1890 | 2010.10.21 23:00 | sell | 947 | 0.02 | 1.30920 | 1.31597 | 1.30498 | |
1891 | 2010.10.22 02:00 | sell | 948 | 0.05 | 1.30964 | 1.31597 | 1.30542 | |
1892 | 2010.10.22 21:00 | sell | 949 | 0.20 | 1.31062 | 1.31597 | 1.30640 | |
1893 | 2010.10.25 00:00 | s/l | 945 | 0.01 | 1.31597 | 1.31597 | 1.30441 | -574.78 | 3228353.55 |
1894 | 2010.10.25 00:00 | s/l | 946 | 0.01 | 1.31597 | 1.31597 | 1.30488 | -537.98 | 3227815.57 |
1895 | 2010.10.25 00:00 | s/l | 947 | 0.02 | 1.31597 | 1.31597 | 1.30498 | -1060.30 | 3226755.27 |
1896 | 2010.10.25 00:00 | s/l | 948 | 0.05 | 1.31597 | 1.31597 | 1.30542 | -2478.48 | 3224276.79 |
1897 | 2010.10.25 00:00 | s/l | 949 | 0.20 | 1.31597 | 1.31597 | 1.30640 | -8379.06 | 3215897.73 |
1898 | 2010.10.25 10:28 | t/p | 925 | 0.01 | 1.32119 | 1.27719 | 1.32119 | 447.76 | 3216345.49 |
1899 | 2010.10.25 19:00 | sell | 950 | 0.01 | 1.31753 | 1.32372 | 1.31331 | |
1900 | 2010.10.26 15:11 | t/p | 950 | 0.01 | 1.31331 | 1.32372 | 1.31331 | 330.47 | 3216675.96 |
1901 | 2010.10.26 16:00 | sell | 951 | 0.01 | 1.31369 | 1.32372 | 1.30947 | |
1902 | 2010.10.26 17:00 | sell | 952 | 0.02 | 1.31443 | 1.32372 | 1.31021 | |
1903 | 2010.10.26 18:00 | sell | 953 | 0.05 | 1.31503 | 1.32372 | 1.31081 | |
1904 | 2010.10.26 20:00 | sell | 954 | 0.01 | 1.31408 | 1.32372 | 1.30986 | |
1905 | 2010.10.27 02:30 | t/p | 953 | 0.05 | 1.31081 | 1.32372 | 1.31081 | 1652.32 | 3218328.28 |
1906 | 2010.10.27 02:31 | t/p | 952 | 0.02 | 1.31021 | 1.32372 | 1.31021 | 660.93 | 3218989.21 |
1907 | 2010.10.27 02:31 | t/p | 954 | 0.01 | 1.30986 | 1.32372 | 1.30986 | 330.46 | 3219319.67 |
1908 | 2010.10.27 02:31 | t/p | 951 | 0.01 | 1.30947 | 1.32372 | 1.30947 | 330.46 | 3219650.13 |
1909 | 2010.12.09 19:00 | sell | 955 | 0.01 | 1.31508 | 1.32308 | 1.31086 | |
1910 | 2010.12.09 20:00 | sell | 956 | 0.01 | 1.31540 | 1.32308 | 1.31118 | |
1911 | 2010.12.13 22:46 | s/l | 955 | 0.01 | 1.32308 | 1.32308 | 1.31086 | -626.47 | 3219023.66 |
1912 | 2010.12.13 22:46 | s/l | 956 | 0.01 | 1.32308 | 1.32308 | 1.31118 | -601.41 | 3218422.25 |
1913 | 2010.12.15 10:00 | sell | 957 | 0.01 | 1.32617 | 1.33182 | 1.32045 | |
1914 | 2010.12.15 15:22 | s/l | 957 | 0.01 | 1.33182 | 1.33182 | 1.32045 | -442.44 | 3217979.81 |
1915 | 2010.12.16 21:00 | sell | 958 | 0.01 | 1.33626 | 1.34494 | 1.33054 | |
1916 | 2010.12.17 06:00 | sell | 959 | 0.02 | 1.33684 | 1.34494 | 1.33112 | |
1917 | 2010.12.20 06:00 | sell | 960 | 0.07 | 1.33793 | 1.34494 | 1.33221 | |
1918 | 2010.12.20 09:00 | sell | 961 | 0.05 | 1.33751 | 1.34494 | 1.33179 | |
1919 | 2010.12.20 12:00 | sell | 962 | 0.14 | 1.33847 | 1.34494 | 1.33275 | |
1920 | 2010.12.20 19:00 | sell | 963 | 0.03 | 1.33726 | 1.34494 | 1.33154 | |
1921 | 2010.12.20 20:00 | sell | 964 | 0.01 | 1.33679 | 1.34494 | 1.33107 | |
1922 | 2010.12.21 06:49 | t/p | 962 | 0.14 | 1.33275 | 1.34494 | 1.33275 | 6270.98 | 3224250.79 |
1923 | 2010.12.21 06:50 | t/p | 960 | 0.07 | 1.33221 | 1.34494 | 1.33221 | 3135.49 | 3227386.28 |
1924 | 2010.12.21 07:22 | t/p | 961 | 0.05 | 1.33179 | 1.34494 | 1.33179 | 2239.63 | 3229625.91 |
1925 | 2010.12.22 16:00 | s/l | 958 | 0.01 | 1.34494 | 1.34494 | 1.33054 | -679.73 | 3228946.18 |
1926 | 2010.12.22 16:00 | s/l | 959 | 0.02 | 1.34494 | 1.34494 | 1.33112 | -1268.60 | 3227677.58 |
1927 | 2010.12.22 16:00 | s/l | 963 | 0.03 | 1.34494 | 1.34494 | 1.33154 | -1804.24 | 3225873.34 |
1928 | 2010.12.22 16:00 | s/l | 964 | 0.01 | 1.34494 | 1.34494 | 1.33107 | -638.22 | 3225235.12 |
1929 | 2010.12.23 07:00 | sell | 965 | 0.01 | 1.34333 | 1.35314 | 1.33761 | |
1930 | 2010.12.23 08:00 | sell | 966 | 0.01 | 1.34375 | 1.35314 | 1.33803 | |
1931 | 2010.12.23 14:00 | sell | 967 | 0.07 | 1.34507 | 1.35314 | 1.33935 | |
1932 | 2010.12.24 01:08 | t/p | 967 | 0.07 | 1.33935 | 1.35314 | 1.33935 | 3135.50 | 3228370.62 |
1933 | 2010.12.27 01:16 | t/p | 966 | 0.01 | 1.33803 | 1.35314 | 1.33803 | 447.93 | 3228818.55 |
1934 | 2010.12.27 01:16 | t/p | 965 | 0.01 | 1.33761 | 1.35314 | 1.33761 | 447.93 | 3229266.48 |
1935 | 2010.12.27 03:00 | sell | 968 | 0.01 | 1.33950 | 1.35314 | 1.33378 | |
1936 | 2010.12.27 05:00 | sell | 969 | 0.01 | 1.34039 | 1.35314 | 1.33467 | |
1937 | 2010.12.28 21:25 | t/p | 969 | 0.01 | 1.33467 | 1.35314 | 1.33467 | 447.93 | 3229714.41 |
1938 | 2010.12.28 21:41 | t/p | 968 | 0.01 | 1.33378 | 1.35314 | 1.33378 | 447.93 | 3230162.34 |
1939 | 2010.12.28 23:00 | sell | 970 | 0.01 | 1.33576 | 1.35314 | 1.33004 | |
1940 | 2010.12.29 00:00 | sell | 971 | 0.01 | 1.33663 | 1.35314 | 1.33091 | |
1941 | 2010.12.29 02:15 | t/p | 971 | 0.01 | 1.33091 | 1.35314 | 1.33091 | 447.93 | 3230610.27 |
1942 | 2010.12.29 02:15 | t/p | 970 | 0.01 | 1.33004 | 1.35314 | 1.33004 | 447.93 | 3231058.20 |
1943 | 2010.12.29 03:00 | sell | 972 | 0.01 | 1.33165 | 1.35314 | 1.32593 | |
1944 | 2010.12.29 07:00 | sell | 973 | 0.01 | 1.33253 | 1.35314 | 1.32681 | |
1945 | 2010.12.29 16:17 | t/p | 973 | 0.01 | 1.32681 | 1.35314 | 1.32681 | 447.93 | 3231506.13 |
1946 | 2010.12.29 16:19 | t/p | 972 | 0.01 | 1.32593 | 1.35314 | 1.32593 | 447.93 | 3231954.06 |
1947 | 2010.12.29 17:00 | sell | 974 | 0.01 | 1.32678 | 1.35314 | 1.32106 | |
1948 | 2010.12.29 19:00 | sell | 975 | 0.02 | 1.32864 | 1.35314 | 1.32292 | |
1949 | 2010.12.29 23:00 | t/p | 975 | 0.02 | 1.32292 | 1.35314 | 1.32292 | 895.86 | 3232849.92 |
1950 | 2010.12.30 10:58 | t/p | 974 | 0.01 | 1.32106 | 1.35314 | 1.32106 | 447.93 | 3233297.85 |