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 |
1951 | 2010.12.30 11:00 | sell | 976 | 0.01 | 1.32071 | 1.35314 | 1.31499 | |
1952 | 2010.12.30 13:53 | t/p | 976 | 0.01 | 1.31499 | 1.35314 | 1.31499 | 447.93 | 3233745.78 |
1953 | 2010.12.30 15:00 | sell | 977 | 0.01 | 1.31652 | 1.35314 | 1.31080 | |
1954 | 2010.12.30 17:00 | sell | 978 | 0.01 | 1.31801 | 1.35314 | 1.31229 | |
1955 | 2010.12.31 11:07 | t/p | 978 | 0.01 | 1.31229 | 1.35314 | 1.31229 | 447.93 | 3234193.71 |
1956 | 2010.12.31 11:11 | t/p | 977 | 0.01 | 1.31080 | 1.35314 | 1.31080 | 447.92 | 3234641.63 |
1957 | 2010.12.31 13:00 | sell | 979 | 0.01 | 1.30763 | 1.34591 | 1.30191 | |
1958 | 2010.12.31 14:00 | sell | 980 | 0.01 | 1.30934 | 1.34591 | 1.30362 | |
1959 | 2010.12.31 15:00 | close | 979 | 0.01 | 1.31081 | 1.34591 | 1.30191 | -249.02 | 3234392.61 |
1960 | 2010.12.31 15:00 | close | 980 | 0.01 | 1.31081 | 1.34591 | 1.30362 | -115.11 | 3234277.50 |
1961 | 2010.12.31 15:00 | sell | 981 | 0.01 | 1.31053 | 1.34881 | 1.30481 | |
1962 | 2010.12.31 19:00 | sell | 982 | 0.01 | 1.31217 | 1.34881 | 1.30645 | |
1963 | 2011.01.03 00:00 | sell | 983 | 0.02 | 1.31428 | 1.34881 | 1.30856 | |
1964 | 2011.01.04 07:16 | t/p | 983 | 0.02 | 1.30856 | 1.34881 | 1.30856 | 895.86 | 3235173.36 |
1965 | 2011.01.06 13:00 | sell | 984 | 0.03 | 1.31547 | 1.34881 | 1.30975 | |
1966 | 2011.01.06 15:00 | sell | 985 | 0.02 | 1.31382 | 1.34881 | 1.30810 | |
1967 | 2011.01.07 02:00 | t/p | 984 | 0.03 | 1.30975 | 1.34881 | 1.30975 | 1343.78 | 3236517.14 |
1968 | 2011.01.07 15:02 | t/p | 985 | 0.02 | 1.30810 | 1.34881 | 1.30810 | 895.85 | 3237412.99 |
1969 | 2011.01.10 08:49 | t/p | 982 | 0.01 | 1.30645 | 1.34881 | 1.30645 | 447.93 | 3237860.92 |
1970 | 2011.01.10 09:09 | t/p | 981 | 0.01 | 1.30481 | 1.34881 | 1.30481 | 447.92 | 3238308.84 |
1971 | 2011.01.10 10:00 | sell | 986 | 0.01 | 1.30548 | 1.34376 | 1.29976 | |
1972 | 2011.01.11 02:01 | t/p | 986 | 0.01 | 1.29976 | 1.34376 | 1.29976 | 447.92 | 3238756.76 |
1973 | 2011.01.11 02:01 | sell | 987 | 0.01 | 1.29937 | 1.33826 | 1.29426 | |
1974 | 2011.01.11 02:46 | t/p | 987 | 0.01 | 1.29426 | 1.33826 | 1.29426 | 400.16 | 3239156.92 |
1975 | 2011.01.11 04:00 | sell | 988 | 0.01 | 1.29589 | 1.33417 | 1.29017 | |
1976 | 2011.01.11 11:00 | sell | 989 | 0.02 | 1.29859 | 1.33417 | 1.29287 | |
1977 | 2011.01.11 15:00 | sell | 990 | 0.01 | 1.29809 | 1.33417 | 1.29237 | |
1978 | 2011.01.11 23:18 | t/p | 989 | 0.02 | 1.29287 | 1.33417 | 1.29287 | 895.86 | 3240052.78 |
1979 | 2011.01.11 23:22 | t/p | 990 | 0.01 | 1.29237 | 1.33417 | 1.29237 | 447.93 | 3240500.71 |
1980 | 2011.01.13 02:00 | sell | 991 | 0.07 | 1.30253 | 1.33417 | 1.29681 | |
1981 | 2011.01.13 05:00 | sell | 992 | 0.10 | 1.30451 | 1.33417 | 1.29879 | |
1982 | 2011.01.13 09:00 | sell | 993 | 0.05 | 1.30146 | 1.33417 | 1.29574 | |
1983 | 2011.01.13 10:22 | t/p | 992 | 0.10 | 1.29879 | 1.33417 | 1.29879 | 4479.28 | 3244979.99 |
1984 | 2011.01.13 11:00 | sell | 994 | 0.02 | 1.29937 | 1.33417 | 1.29365 | |
1985 | 2011.01.13 12:00 | sell | 995 | 0.01 | 1.29824 | 1.33417 | 1.29252 | |
1986 | 2011.01.13 15:00 | sell | 996 | 0.03 | 1.30051 | 1.33417 | 1.29479 | |
1987 | 2011.01.13 21:24 | t/p | 991 | 0.07 | 1.29681 | 1.33417 | 1.29681 | 3135.49 | 3248115.48 |
1988 | 2011.01.13 21:40 | t/p | 993 | 0.05 | 1.29574 | 1.33417 | 1.29574 | 2239.64 | 3250355.12 |
1989 | 2011.01.13 21:46 | t/p | 996 | 0.03 | 1.29479 | 1.33417 | 1.29479 | 1343.78 | 3251698.90 |
1990 | 2011.01.13 21:59 | t/p | 994 | 0.02 | 1.29365 | 1.33417 | 1.29365 | 895.85 | 3252594.75 |
1991 | 2011.01.13 22:14 | t/p | 995 | 0.01 | 1.29252 | 1.33417 | 1.29252 | 447.93 | 3253042.68 |
1992 | 2011.01.14 13:18 | t/p | 988 | 0.01 | 1.29017 | 1.33417 | 1.29017 | 447.93 | 3253490.61 |
1993 | 2011.01.14 15:00 | sell | 997 | 0.01 | 1.28695 | 1.32523 | 1.28123 | |
1994 | 2011.01.14 17:00 | sell | 998 | 0.01 | 1.28925 | 1.32523 | 1.28353 | |
1995 | 2011.01.17 04:48 | t/p | 998 | 0.01 | 1.28353 | 1.32523 | 1.28353 | 447.93 | 3253938.54 |
1996 | 2011.01.19 02:00 | sell | 999 | 0.03 | 1.29084 | 1.32523 | 1.28512 | |
1997 | 2011.01.19 15:00 | sell | 1000 | 0.07 | 1.29357 | 1.32523 | 1.28785 | |
1998 | 2011.01.20 00:00 | buy | 1001 | 0.01 | 1.30260 | 1.27787 | 1.30832 | |
1999 | 2011.01.20 02:00 | buy | 1002 | 0.02 | 1.30045 | 1.27787 | 1.30617 | |
2000 | 2011.01.20 05:00 | buy | 1003 | 0.01 | 1.30189 | 1.27787 | 1.30761 | |
2001 | 2011.01.20 09:00 | buy | 1004 | 0.02 | 1.30028 | 1.27787 | 1.30600 | |
2002 | 2011.01.20 23:45 | t/p | 1004 | 0.02 | 1.30600 | 1.27787 | 1.30600 | 895.53 | 3254834.07 |
2003 | 2011.01.20 23:45 | t/p | 1002 | 0.02 | 1.30617 | 1.27787 | 1.30617 | 895.54 | 3255729.61 |
2004 | 2011.01.24 01:00 | sell | 1005 | 0.79 | 1.30313 | 1.32523 | 1.29741 | |
2005 | 2011.01.24 02:00 | sell | 1006 | 0.56 | 1.30200 | 1.32523 | 1.29628 | |
2006 | 2011.01.24 03:00 | sell | 1007 | 0.14 | 1.30036 | 1.32523 | 1.29464 | |
2007 | 2011.01.24 17:01 | t/p | 1003 | 0.01 | 1.30761 | 1.27787 | 1.30761 | 447.77 | 3256177.38 |
2008 | 2011.01.24 17:32 | t/p | 1001 | 0.01 | 1.30832 | 1.27787 | 1.30832 | 447.77 | 3256625.15 |
2009 | 2011.01.25 01:40 | t/p | 1005 | 0.79 | 1.29741 | 1.32523 | 1.29741 | 35386.27 | 3292011.42 |
2010 | 2011.01.25 01:41 | t/p | 1006 | 0.56 | 1.29628 | 1.32523 | 1.29628 | 25083.94 | 3317095.36 |
2011 | 2011.01.25 03:00 | sell | 1008 | 0.20 | 1.29787 | 1.32523 | 1.29215 | |
2012 | 2011.01.25 05:00 | sell | 1009 | 0.28 | 1.29917 | 1.32523 | 1.29345 | |
2013 | 2011.01.25 06:00 | sell | 1010 | 0.26 | 1.29990 | 1.32523 | 1.29418 | |
2014 | 2011.01.25 09:00 | sell | 1011 | 0.61 | 1.30301 | 1.32523 | 1.29729 | |
2015 | 2011.01.25 14:44 | t/p | 1011 | 0.61 | 1.29729 | 1.32523 | 1.29729 | 27323.58 | 3344418.94 |
2016 | 2011.01.25 16:00 | sell | 1012 | 0.14 | 1.29685 | 1.32523 | 1.29113 | |
2017 | 2011.01.25 23:00 | sell | 1013 | 0.10 | 1.29555 | 1.32523 | 1.28983 | |
2018 | 2011.01.26 21:09 | t/p | 1007 | 0.14 | 1.29464 | 1.32523 | 1.29464 | 6270.99 | 3350689.93 |
2019 | 2011.01.26 21:09 | t/p | 1010 | 0.26 | 1.29418 | 1.32523 | 1.29418 | 11646.12 | 3362336.05 |
2020 | 2011.01.26 21:16 | t/p | 1009 | 0.28 | 1.29345 | 1.32523 | 1.29345 | 12541.97 | 3374878.02 |
2021 | 2011.01.26 21:18 | t/p | 1008 | 0.20 | 1.29215 | 1.32523 | 1.29215 | 8958.55 | 3383836.57 |
2022 | 2011.01.26 21:18 | t/p | 1012 | 0.14 | 1.29113 | 1.32523 | 1.29113 | 6270.98 | 3390107.55 |
2023 | 2011.01.27 02:41 | t/p | 1013 | 0.10 | 1.28983 | 1.32523 | 1.28983 | 4479.28 | 3394586.83 |
2024 | 2011.01.27 03:00 | sell | 1014 | 0.01 | 1.28947 | 1.32523 | 1.28375 | |
2025 | 2011.01.27 04:55 | t/p | 1000 | 0.07 | 1.28785 | 1.32523 | 1.28785 | 3135.49 | 3397722.32 |
2026 | 2011.01.27 11:30 | t/p | 999 | 0.03 | 1.28512 | 1.32523 | 1.28512 | 1343.78 | 3399066.10 |
2027 | 2011.01.27 13:39 | t/p | 1014 | 0.01 | 1.28375 | 1.32523 | 1.28375 | 447.93 | 3399514.03 |
2028 | 2011.01.27 14:09 | t/p | 997 | 0.01 | 1.28123 | 1.32523 | 1.28123 | 447.93 | 3399961.96 |
2029 | 2011.01.27 15:00 | sell | 1015 | 0.01 | 1.28178 | 1.32006 | 1.27606 | |
2030 | 2011.01.27 16:00 | sell | 1016 | 0.01 | 1.28356 | 1.32006 | 1.27784 | |
2031 | 2011.01.27 17:00 | sell | 1017 | 0.02 | 1.28525 | 1.32006 | 1.27953 | |
2032 | 2011.01.28 03:58 | t/p | 1017 | 0.02 | 1.27953 | 1.32006 | 1.27953 | 895.85 | 3400857.81 |
2033 | 2011.01.28 05:23 | t/p | 1016 | 0.01 | 1.27784 | 1.32006 | 1.27784 | 447.93 | 3401305.74 |
2034 | 2011.01.28 07:00 | close | 1015 | 0.01 | 1.28171 | 1.32006 | 1.27606 | 5.48 | 3401311.22 |
2035 | 2011.01.28 07:00 | sell | 1018 | 0.01 | 1.28143 | 1.31971 | 1.27571 | |
2036 | 2011.01.31 02:00 | sell | 1019 | 0.01 | 1.28309 | 1.31971 | 1.27737 | |
2037 | 2011.02.01 22:00 | sell | 1020 | 0.40 | 1.29467 | 1.31971 | 1.28895 | |
2038 | 2011.02.01 23:00 | sell | 1021 | 0.20 | 1.29281 | 1.31971 | 1.28709 | |
2039 | 2011.02.02 00:00 | sell | 1022 | 0.28 | 1.29342 | 1.31971 | 1.28770 | |
2040 | 2011.02.02 01:00 | sell | 1023 | 0.14 | 1.29157 | 1.31971 | 1.28585 | |
2041 | 2011.02.02 16:00 | sell | 1024 | 0.10 | 1.28999 | 1.31971 | 1.28427 | |
2042 | 2011.02.02 16:32 | t/p | 1020 | 0.40 | 1.28895 | 1.31971 | 1.28895 | 17917.10 | 3419228.32 |
2043 | 2011.02.04 14:46 | s/l | 1018 | 0.01 | 1.31971 | 1.31971 | 1.27571 | -2997.67 | 3416230.65 |
2044 | 2011.02.04 14:46 | s/l | 1019 | 0.01 | 1.31971 | 1.31971 | 1.27737 | -2867.68 | 3413362.97 |
2045 | 2011.02.04 14:46 | s/l | 1021 | 0.20 | 1.31971 | 1.31971 | 1.28709 | -42130.24 | 3371232.73 |
2046 | 2011.02.04 14:46 | s/l | 1022 | 0.28 | 1.31971 | 1.31971 | 1.28770 | -57644.82 | 3313587.91 |
2047 | 2011.02.04 14:46 | s/l | 1023 | 0.14 | 1.31971 | 1.31971 | 1.28585 | -30850.62 | 3282737.29 |
2048 | 2011.02.04 14:46 | s/l | 1024 | 0.10 | 1.31971 | 1.31971 | 1.28427 | -23273.43 | 3259463.86 |
2049 | 2011.02.07 00:00 | sell | 1025 | 0.01 | 1.31612 | 1.35314 | 1.31040 | |
2050 | 2011.02.08 00:56 | t/p | 1025 | 0.01 | 1.31040 | 1.35314 | 1.31040 | 447.93 | 3259911.79 |
2051 | 2011.02.08 02:00 | sell | 1026 | 0.01 | 1.31173 | 1.35001 | 1.30601 | |
2052 | 2011.02.08 03:00 | sell | 1027 | 0.01 | 1.31375 | 1.35001 | 1.30803 | |
2053 | 2011.02.08 12:16 | t/p | 1027 | 0.01 | 1.30803 | 1.35001 | 1.30803 | 447.93 | 3260359.72 |
2054 | 2011.02.08 12:24 | t/p | 1026 | 0.01 | 1.30601 | 1.35001 | 1.30601 | 447.92 | 3260807.64 |
2055 | 2011.02.08 13:00 | sell | 1028 | 0.01 | 1.30685 | 1.34513 | 1.30113 | |
2056 | 2011.02.08 17:00 | sell | 1029 | 0.01 | 1.30869 | 1.34513 | 1.30297 | |
2057 | 2011.02.09 19:00 | sell | 1030 | 0.02 | 1.30991 | 1.34513 | 1.30419 | |
2058 | 2011.02.14 20:00 | sell | 1031 | 1.11 | 1.32417 | 1.34513 | 1.31845 | |
2059 | 2011.02.16 01:00 | sell | 1032 | 0.45 | 1.32495 | 1.34513 | 1.31923 | |
2060 | 2011.02.22 00:28 | t/p | 1032 | 0.45 | 1.31923 | 1.34513 | 1.31923 | 20156.74 | 3280964.38 |
2061 | 2011.02.22 20:00 | sell | 1033 | 0.45 | 1.33275 | 1.34513 | 1.32703 | |
2062 | 2011.02.23 20:25 | s/l | 1028 | 0.01 | 1.34513 | 1.34513 | 1.30113 | -2997.67 | 3277966.71 |
2063 | 2011.02.23 20:25 | s/l | 1029 | 0.01 | 1.34513 | 1.34513 | 1.30297 | -2853.58 | 3275113.13 |
2064 | 2011.02.23 20:25 | s/l | 1030 | 0.02 | 1.34513 | 1.34513 | 1.30419 | -5516.09 | 3269597.04 |
2065 | 2011.02.23 20:25 | s/l | 1031 | 1.11 | 1.34513 | 1.34513 | 1.31845 | -182190.58 | 3087406.46 |
2066 | 2011.02.23 20:25 | s/l | 1033 | 0.45 | 1.34513 | 1.34513 | 1.32703 | -43625.94 | 3043780.52 |
2067 | 2011.02.25 05:00 | sell | 1034 | 0.01 | 1.34695 | 1.35265 | 1.34123 | |
2068 | 2011.02.25 15:02 | s/l | 1034 | 0.01 | 1.35265 | 1.35265 | 1.34123 | -446.36 | 3043334.16 |
2069 | 2011.02.28 01:00 | sell | 1035 | 0.01 | 1.34819 | 1.35725 | 1.34247 | |
2070 | 2011.02.28 04:00 | sell | 1036 | 0.07 | 1.34978 | 1.35725 | 1.34406 | |
2071 | 2011.02.28 07:00 | sell | 1037 | 0.03 | 1.34928 | 1.35725 | 1.34356 | |
2072 | 2011.02.28 08:00 | sell | 1038 | 0.05 | 1.34951 | 1.35725 | 1.34379 | |
2073 | 2011.02.28 10:00 | sell | 1039 | 0.01 | 1.34851 | 1.35725 | 1.34279 | |
2074 | 2011.03.01 05:00 | sell | 1040 | 0.40 | 1.35123 | 1.35725 | 1.34551 | |
2075 | 2011.03.01 06:00 | sell | 1041 | 0.10 | 1.35005 | 1.35725 | 1.34433 | |
2076 | 2011.03.01 11:00 | s/l | 1035 | 0.01 | 1.35725 | 1.35725 | 1.34247 | -709.48 | 3042624.68 |
2077 | 2011.03.01 11:00 | s/l | 1036 | 0.07 | 1.35725 | 1.35725 | 1.34406 | -4094.78 | 3038529.90 |
2078 | 2011.03.01 11:00 | s/l | 1037 | 0.03 | 1.35725 | 1.35725 | 1.34356 | -1872.37 | 3036657.53 |
2079 | 2011.03.01 11:00 | s/l | 1038 | 0.05 | 1.35725 | 1.35725 | 1.34379 | -3030.56 | 3033626.97 |
2080 | 2011.03.01 11:00 | s/l | 1039 | 0.01 | 1.35725 | 1.35725 | 1.34279 | -684.42 | 3032942.55 |
2081 | 2011.03.01 11:00 | s/l | 1040 | 0.40 | 1.35725 | 1.35725 | 1.34551 | -18856.81 | 3014085.74 |
2082 | 2011.03.01 11:00 | s/l | 1041 | 0.10 | 1.35725 | 1.35725 | 1.34433 | -5638.25 | 3008447.49 |
2083 | 2011.03.01 18:00 | sell | 1042 | 0.01 | 1.35297 | 1.35937 | 1.34725 | |
2084 | 2011.03.01 20:00 | sell | 1043 | 0.01 | 1.35323 | 1.35937 | 1.34751 | |
2085 | 2011.03.02 02:23 | s/l | 1042 | 0.01 | 1.35937 | 1.35937 | 1.34725 | -501.18 | 3007946.31 |
2086 | 2011.03.02 02:23 | s/l | 1043 | 0.01 | 1.35937 | 1.35937 | 1.34751 | -480.82 | 3007465.49 |
2087 | 2011.03.03 03:00 | sell | 1044 | 0.01 | 1.36456 | 1.37148 | 1.35884 | |
2088 | 2011.03.03 09:00 | sell | 1045 | 0.01 | 1.36501 | 1.37148 | 1.35929 | |
2089 | 2011.03.04 03:20 | s/l | 1044 | 0.01 | 1.37148 | 1.37148 | 1.35884 | -541.90 | 3006923.59 |
2090 | 2011.03.04 03:20 | s/l | 1045 | 0.01 | 1.37148 | 1.37148 | 1.35929 | -506.66 | 3006416.93 |
2091 | 2011.03.04 19:00 | sell | 1046 | 0.01 | 1.37112 | 1.37865 | 1.36540 | |
2092 | 2011.03.04 20:00 | sell | 1047 | 0.01 | 1.37144 | 1.37865 | 1.36572 | |
2093 | 2011.03.04 22:00 | sell | 1048 | 0.03 | 1.37202 | 1.37865 | 1.36630 | |
2094 | 2011.03.07 03:00 | sell | 1049 | 0.07 | 1.37241 | 1.37865 | 1.36669 | |
2095 | 2011.03.07 04:00 | sell | 1050 | 0.05 | 1.37219 | 1.37865 | 1.36647 | |
2096 | 2011.03.07 15:56 | s/l | 1046 | 0.01 | 1.37865 | 1.37865 | 1.36540 | -589.66 | 3005827.27 |
2097 | 2011.03.07 15:56 | s/l | 1047 | 0.01 | 1.37865 | 1.37865 | 1.36572 | -564.61 | 3005262.66 |
2098 | 2011.03.07 15:56 | s/l | 1048 | 0.03 | 1.37865 | 1.37865 | 1.36630 | -1557.57 | 3003705.09 |
2099 | 2011.03.07 15:56 | s/l | 1049 | 0.07 | 1.37865 | 1.37865 | 1.36669 | -3420.54 | 3000284.55 |
2100 | 2011.03.07 15:56 | s/l | 1050 | 0.05 | 1.37865 | 1.37865 | 1.36647 | -2529.38 | 2997755.17 |