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 |
2101 | 2011.03.07 19:00 | sell | 1051 | 0.01 | 1.37176 | 1.38146 | 1.36604 | |
2102 | 2011.03.07 21:00 | sell | 1052 | 0.01 | 1.37236 | 1.38146 | 1.36664 | |
2103 | 2011.03.08 06:52 | t/p | 1052 | 0.01 | 1.36664 | 1.38146 | 1.36664 | 447.93 | 2998203.10 |
2104 | 2011.03.08 06:55 | t/p | 1051 | 0.01 | 1.36604 | 1.38146 | 1.36604 | 447.92 | 2998651.02 |
2105 | 2011.03.08 07:00 | sell | 1053 | 0.01 | 1.36520 | 1.38146 | 1.35948 | |
2106 | 2011.03.08 09:00 | sell | 1054 | 0.01 | 1.36595 | 1.38146 | 1.36023 | |
2107 | 2011.03.08 10:00 | sell | 1055 | 0.02 | 1.36633 | 1.38146 | 1.36061 | |
2108 | 2011.03.09 02:31 | t/p | 1055 | 0.02 | 1.36061 | 1.38146 | 1.36061 | 895.85 | 2999546.87 |
2109 | 2011.03.09 02:31 | t/p | 1054 | 0.01 | 1.36023 | 1.38146 | 1.36023 | 447.93 | 2999994.80 |
2110 | 2011.03.09 02:45 | t/p | 1053 | 0.01 | 1.35948 | 1.38146 | 1.35948 | 447.93 | 3000442.73 |
2111 | 2011.03.09 03:00 | sell | 1056 | 0.01 | 1.35850 | 1.38146 | 1.35278 | |
2112 | 2011.03.09 04:00 | sell | 1057 | 0.02 | 1.36041 | 1.38146 | 1.35469 | |
2113 | 2011.03.09 05:00 | sell | 1058 | 0.05 | 1.36211 | 1.38146 | 1.35639 | |
2114 | 2011.03.10 05:00 | sell | 1059 | 0.20 | 1.36502 | 1.38146 | 1.35930 | |
2115 | 2011.03.10 06:00 | sell | 1060 | 0.28 | 1.36543 | 1.38146 | 1.35971 | |
2116 | 2011.03.10 11:00 | sell | 1061 | 0.14 | 1.36454 | 1.38146 | 1.35882 | |
2117 | 2011.03.10 14:00 | sell | 1062 | 0.10 | 1.36348 | 1.38146 | 1.35776 | |
2118 | 2011.03.10 18:00 | sell | 1063 | 0.03 | 1.36108 | 1.38146 | 1.35536 | |
2119 | 2011.03.10 21:58 | t/p | 1060 | 0.28 | 1.35971 | 1.38146 | 1.35971 | 12541.97 | 3012984.70 |
2120 | 2011.03.10 22:00 | sell | 1064 | 0.01 | 1.35927 | 1.38146 | 1.35355 | |
2121 | 2011.03.10 22:02 | t/p | 1059 | 0.20 | 1.35930 | 1.38146 | 1.35930 | 8958.55 | 3021943.25 |
2122 | 2011.03.11 01:00 | sell | 1065 | 0.07 | 1.36268 | 1.38146 | 1.35696 | |
2123 | 2011.03.11 10:55 | t/p | 1061 | 0.14 | 1.35882 | 1.38146 | 1.35882 | 6270.98 | 3028214.23 |
2124 | 2011.03.11 11:54 | t/p | 1062 | 0.10 | 1.35776 | 1.38146 | 1.35776 | 4479.27 | 3032693.50 |
2125 | 2011.03.11 13:45 | t/p | 1065 | 0.07 | 1.35696 | 1.38146 | 1.35696 | 3135.50 | 3035829.00 |
2126 | 2011.03.11 13:53 | t/p | 1058 | 0.05 | 1.35639 | 1.38146 | 1.35639 | 2239.64 | 3038068.64 |
2127 | 2011.03.11 15:27 | t/p | 1063 | 0.03 | 1.35536 | 1.38146 | 1.35536 | 1343.78 | 3039412.42 |
2128 | 2011.03.14 20:00 | sell | 1066 | 0.07 | 1.36271 | 1.38146 | 1.35699 | |
2129 | 2011.03.15 00:00 | buy | 1067 | 0.01 | 1.36633 | 1.32805 | 1.37205 | |
2130 | 2011.03.15 09:01 | t/p | 1066 | 0.07 | 1.35699 | 1.38146 | 1.35699 | 3135.49 | 3042547.91 |
2131 | 2011.03.15 10:24 | t/p | 1057 | 0.02 | 1.35469 | 1.38146 | 1.35469 | 895.85 | 3043443.76 |
2132 | 2011.03.15 10:30 | t/p | 1064 | 0.01 | 1.35355 | 1.38146 | 1.35355 | 447.92 | 3043891.68 |
2133 | 2011.03.15 10:37 | t/p | 1056 | 0.01 | 1.35278 | 1.38146 | 1.35278 | 447.93 | 3044339.61 |
2134 | 2011.03.16 01:00 | buy | 1068 | 0.08 | 1.35654 | 1.31826 | 1.36226 | |
2135 | 2011.03.16 04:00 | buy | 1069 | 0.13 | 1.35495 | 1.31667 | 1.36067 | |
2136 | 2011.03.16 08:00 | buy | 1070 | 0.10 | 1.35610 | 1.31782 | 1.36182 | |
2137 | 2011.03.16 22:26 | t/p | 1069 | 0.13 | 1.36067 | 1.31667 | 1.36067 | 5820.98 | 3050160.59 |
2138 | 2011.03.16 22:27 | t/p | 1070 | 0.10 | 1.36182 | 1.31782 | 1.36182 | 4477.67 | 3054638.26 |
2139 | 2011.03.16 22:27 | t/p | 1068 | 0.08 | 1.36226 | 1.31826 | 1.36226 | 3582.14 | 3058220.40 |
2140 | 2011.03.17 00:00 | buy | 1071 | 0.04 | 1.35903 | 1.32075 | 1.36475 | |
2141 | 2011.03.17 01:00 | buy | 1072 | 0.10 | 1.35625 | 1.31797 | 1.36197 | |
2142 | 2011.03.17 02:00 | buy | 1073 | 0.08 | 1.35695 | 1.31867 | 1.36267 | |
2143 | 2011.03.17 07:00 | buy | 1074 | 0.06 | 1.35795 | 1.31967 | 1.36367 | |
2144 | 2011.03.17 10:00 | buy | 1075 | 0.03 | 1.36093 | 1.32265 | 1.36665 | |
2145 | 2011.03.17 10:05 | t/p | 1072 | 0.10 | 1.36197 | 1.31797 | 1.36197 | 4477.68 | 3062698.08 |
2146 | 2011.03.17 10:16 | t/p | 1073 | 0.08 | 1.36267 | 1.31867 | 1.36267 | 3582.14 | 3066280.22 |
2147 | 2011.03.17 10:26 | t/p | 1074 | 0.06 | 1.36367 | 1.31967 | 1.36367 | 2686.61 | 3068966.83 |
2148 | 2011.03.17 11:00 | buy | 1076 | 0.02 | 1.36386 | 1.32558 | 1.36958 | |
2149 | 2011.03.17 11:06 | t/p | 1071 | 0.04 | 1.36475 | 1.32075 | 1.36475 | 1791.07 | 3070757.90 |
2150 | 2011.03.17 12:00 | buy | 1077 | 0.02 | 1.36266 | 1.32438 | 1.36838 | |
2151 | 2011.03.17 15:48 | t/p | 1075 | 0.03 | 1.36665 | 1.32265 | 1.36665 | 1343.31 | 3072101.21 |
2152 | 2011.03.17 16:09 | t/p | 1077 | 0.02 | 1.36838 | 1.32438 | 1.36838 | 895.54 | 3072996.75 |
2153 | 2011.03.17 16:12 | t/p | 1076 | 0.02 | 1.36958 | 1.32558 | 1.36958 | 895.53 | 3073892.28 |
2154 | 2011.03.17 21:00 | buy | 1078 | 0.02 | 1.36399 | 1.32571 | 1.36971 | |
2155 | 2011.03.17 22:00 | buy | 1079 | 0.01 | 1.36473 | 1.32645 | 1.37045 | |
2156 | 2011.03.21 16:55 | t/p | 1078 | 0.02 | 1.36971 | 1.32571 | 1.36971 | 895.54 | 3074787.82 |
2157 | 2011.03.21 17:00 | t/p | 1079 | 0.01 | 1.37045 | 1.32645 | 1.37045 | 447.77 | 3075235.59 |
2158 | 2011.03.22 17:00 | buy | 1080 | 0.01 | 1.36501 | 1.32673 | 1.37073 | |
2159 | 2011.03.23 01:00 | buy | 1081 | 0.02 | 1.36368 | 1.32540 | 1.36940 | |
2160 | 2011.03.24 18:00 | buy | 1082 | 0.03 | 1.36091 | 1.32263 | 1.36663 | |
2161 | 2011.03.24 20:00 | buy | 1083 | 0.02 | 1.36247 | 1.32419 | 1.36819 | |
2162 | 2011.03.28 06:01 | t/p | 1082 | 0.03 | 1.36663 | 1.32263 | 1.36663 | 1343.30 | 3076578.89 |
2163 | 2011.03.28 09:43 | t/p | 1083 | 0.02 | 1.36819 | 1.32419 | 1.36819 | 895.53 | 3077474.42 |
2164 | 2011.03.28 10:44 | t/p | 1081 | 0.02 | 1.36940 | 1.32540 | 1.36940 | 895.53 | 3078369.95 |
2165 | 2011.03.28 10:56 | t/p | 1080 | 0.01 | 1.37073 | 1.32673 | 1.37073 | 447.77 | 3078817.72 |
2166 | 2011.03.28 10:58 | t/p | 1067 | 0.01 | 1.37205 | 1.32805 | 1.37205 | 447.77 | 3079265.49 |
2167 | 2011.03.28 12:00 | buy | 1084 | 0.01 | 1.36992 | 1.33164 | 1.37564 | |
2168 | 2011.03.28 14:00 | buy | 1085 | 0.01 | 1.36874 | 1.33046 | 1.37446 | |
2169 | 2011.03.28 15:00 | buy | 1086 | 0.02 | 1.36758 | 1.32930 | 1.37330 | |
2170 | 2011.03.30 05:00 | buy | 1087 | 0.08 | 1.36030 | 1.32202 | 1.36602 | |
2171 | 2011.03.30 07:00 | buy | 1088 | 0.10 | 1.35997 | 1.32169 | 1.36569 | |
2172 | 2011.03.31 03:00 | buy | 1089 | 0.17 | 1.35625 | 1.31797 | 1.36197 | |
2173 | 2011.03.31 11:00 | buy | 1090 | 0.13 | 1.35776 | 1.31948 | 1.36348 | |
2174 | 2011.04.05 20:00 | buy | 1091 | 1.08 | 1.34458 | 1.30630 | 1.35030 | |
2175 | 2011.04.08 11:47 | t/p | 1091 | 1.08 | 1.35030 | 1.30630 | 1.35030 | 48358.87 | 3127624.36 |
2176 | 2011.04.08 12:00 | buy | 1092 | 0.66 | 1.35100 | 1.31630 | 1.35672 | |
2177 | 2011.04.08 14:00 | buy | 1093 | 0.42 | 1.34892 | 1.31630 | 1.35464 | |
2178 | 2011.04.12 00:00 | sell | 1094 | 0.01 | 1.34313 | 1.38146 | 1.33741 | |
2179 | 2011.04.12 02:36 | t/p | 1094 | 0.01 | 1.33741 | 1.38146 | 1.33741 | 447.93 | 3128072.29 |
2180 | 2011.04.12 03:00 | sell | 1095 | 0.01 | 1.33734 | 1.37562 | 1.33162 | |
2181 | 2011.04.12 04:00 | sell | 1096 | 0.01 | 1.33902 | 1.37562 | 1.33330 | |
2182 | 2011.04.12 06:00 | sell | 1097 | 0.02 | 1.34027 | 1.37562 | 1.33455 | |
2183 | 2011.04.12 13:57 | t/p | 1097 | 0.02 | 1.33455 | 1.37562 | 1.33455 | 895.86 | 3128968.15 |
2184 | 2011.04.12 15:06 | t/p | 1096 | 0.01 | 1.33330 | 1.37562 | 1.33330 | 447.93 | 3129416.08 |
2185 | 2011.04.12 16:45 | s/l | 1084 | 0.01 | 1.33164 | 1.33164 | 1.37564 | -2996.60 | 3126419.48 |
2186 | 2011.04.12 16:46 | t/p | 1095 | 0.01 | 1.33162 | 1.37562 | 1.33162 | 447.93 | 3126867.41 |
2187 | 2011.04.12 17:00 | sell | 1098 | 0.01 | 1.33350 | 1.37178 | 1.32778 | |
2188 | 2011.04.13 01:10 | s/l | 1085 | 0.01 | 1.33046 | 1.33046 | 1.37446 | -2996.60 | 3123870.81 |
2189 | 2011.04.13 03:00 | close | 1098 | 0.01 | 1.33226 | 1.37178 | 1.32778 | 97.10 | 3123967.91 |
2190 | 2011.04.13 03:00 | sell | 1099 | 0.01 | 1.33198 | 1.37026 | 1.32626 | |
2191 | 2011.04.13 04:11 | s/l | 1086 | 0.02 | 1.32930 | 1.32930 | 1.37330 | -5993.19 | 3117974.72 |
2192 | 2011.04.13 11:00 | t/p | 1099 | 0.01 | 1.32626 | 1.37026 | 1.32626 | 447.93 | 3118422.65 |
2193 | 2011.04.13 11:00 | sell | 1100 | 0.01 | 1.32571 | 1.36476 | 1.32076 | |
2194 | 2011.04.13 12:00 | sell | 1101 | 0.02 | 1.32862 | 1.36476 | 1.32290 | |
2195 | 2011.04.13 15:00 | sell | 1102 | 0.01 | 1.32784 | 1.36476 | 1.32212 | |
2196 | 2011.04.15 07:56 | t/p | 1101 | 0.02 | 1.32290 | 1.36476 | 1.32290 | 895.86 | 3119318.51 |
2197 | 2011.04.15 10:11 | s/l | 1087 | 0.08 | 1.32202 | 1.32202 | 1.36602 | -23972.77 | 3095345.74 |
2198 | 2011.04.15 10:11 | t/p | 1102 | 0.01 | 1.32212 | 1.36476 | 1.32212 | 447.92 | 3095793.66 |
2199 | 2011.04.15 10:11 | s/l | 1088 | 0.10 | 1.32169 | 1.32169 | 1.36569 | -29965.97 | 3065827.69 |
2200 | 2011.04.15 21:46 | t/p | 1100 | 0.01 | 1.32076 | 1.36476 | 1.32076 | 387.63 | 3066215.32 |
2201 | 2011.04.15 22:00 | sell | 1103 | 0.01 | 1.32004 | 1.35832 | 1.31432 | |
2202 | 2011.04.18 00:06 | s/l | 1090 | 0.13 | 1.31948 | 1.31948 | 1.36348 | -38955.76 | 3027259.56 |
2203 | 2011.04.18 22:00 | sell | 1104 | 0.07 | 1.32767 | 1.35832 | 1.32195 | |
2204 | 2011.04.19 00:00 | sell | 1105 | 0.14 | 1.32991 | 1.35832 | 1.32419 | |
2205 | 2011.04.19 05:00 | sell | 1106 | 0.20 | 1.33061 | 1.35832 | 1.32489 | |
2206 | 2011.04.19 23:00 | sell | 1107 | 0.28 | 1.33255 | 1.35832 | 1.32683 | |
2207 | 2011.04.21 08:00 | sell | 1108 | 0.90 | 1.33942 | 1.35832 | 1.33370 | |
2208 | 2011.04.27 03:26 | t/p | 1108 | 0.90 | 1.33370 | 1.35832 | 1.33370 | 40313.47 | 3067573.03 |
2209 | 2011.04.27 23:16 | t/p | 1093 | 0.42 | 1.35464 | 1.31630 | 1.35464 | 18806.23 | 3086379.26 |
2210 | 2011.04.28 08:45 | t/p | 1092 | 0.66 | 1.35672 | 1.31630 | 1.35672 | 29552.64 | 3115931.90 |
2211 | 2011.04.28 10:05 | s/l | 1103 | 0.01 | 1.35832 | 1.35832 | 1.31432 | -2997.67 | 3112934.23 |
2212 | 2011.04.28 10:05 | s/l | 1104 | 0.07 | 1.35832 | 1.35832 | 1.32195 | -16801.20 | 3096133.03 |
2213 | 2011.04.28 10:05 | s/l | 1105 | 0.14 | 1.35832 | 1.35832 | 1.32419 | -31146.62 | 3064986.41 |
2214 | 2011.04.28 10:05 | s/l | 1106 | 0.20 | 1.35832 | 1.35832 | 1.32489 | -43398.85 | 3021587.56 |
2215 | 2011.04.28 10:05 | s/l | 1107 | 0.28 | 1.35832 | 1.35832 | 1.32683 | -56504.64 | 2965082.92 |
2216 | 2011.04.28 16:28 | t/p | 1089 | 0.17 | 1.36197 | 1.31797 | 1.36197 | 7612.04 | 2972694.96 |
2217 | 2011.04.29 03:00 | sell | 1109 | 0.01 | 1.35875 | 1.38146 | 1.35303 | |
2218 | 2011.04.29 21:15 | t/p | 1109 | 0.01 | 1.35303 | 1.38146 | 1.35303 | 447.92 | 2973142.88 |
2219 | 2011.04.29 22:00 | sell | 1110 | 0.01 | 1.35348 | 1.38146 | 1.34776 | |
2220 | 2011.05.02 01:00 | sell | 1111 | 0.01 | 1.35519 | 1.38146 | 1.34947 | |
2221 | 2011.05.02 02:00 | sell | 1112 | 0.02 | 1.35598 | 1.38146 | 1.35026 | |
2222 | 2011.05.03 18:00 | sell | 1113 | 0.03 | 1.35632 | 1.38146 | 1.35060 | |
2223 | 2011.05.04 19:00 | sell | 1114 | 0.40 | 1.36295 | 1.38146 | 1.35723 | |
2224 | 2011.05.04 20:03 | sell | 1115 | 0.14 | 1.36065 | 1.38146 | 1.35493 | |
2225 | 2011.05.04 21:00 | sell | 1116 | 0.10 | 1.35986 | 1.38146 | 1.35414 | |
2226 | 2011.05.04 21:30 | t/p | 1114 | 0.40 | 1.35723 | 1.38146 | 1.35723 | 17917.10 | 2991059.98 |
2227 | 2011.05.05 00:00 | sell | 1117 | 0.05 | 1.35755 | 1.38146 | 1.35183 | |
2228 | 2011.05.05 00:45 | t/p | 1115 | 0.14 | 1.35493 | 1.38146 | 1.35493 | 6270.98 | 2997330.96 |
2229 | 2011.05.05 00:47 | t/p | 1116 | 0.10 | 1.35414 | 1.38146 | 1.35414 | 4479.28 | 3001810.24 |
2230 | 2011.05.05 03:00 | sell | 1118 | 0.14 | 1.36004 | 1.38146 | 1.35432 | |
2231 | 2011.05.05 03:31 | t/p | 1118 | 0.14 | 1.35432 | 1.38146 | 1.35432 | 6270.98 | 3008081.22 |
2232 | 2011.05.05 03:41 | t/p | 1117 | 0.05 | 1.35183 | 1.38146 | 1.35183 | 2239.63 | 3010320.85 |
2233 | 2011.05.05 03:47 | t/p | 1113 | 0.03 | 1.35060 | 1.38146 | 1.35060 | 1343.78 | 3011664.63 |
2234 | 2011.05.05 20:47 | t/p | 1112 | 0.02 | 1.35026 | 1.38146 | 1.35026 | 895.86 | 3012560.49 |
2235 | 2011.05.05 20:52 | t/p | 1111 | 0.01 | 1.34947 | 1.38146 | 1.34947 | 447.92 | 3013008.41 |
2236 | 2011.05.05 21:23 | t/p | 1110 | 0.01 | 1.34776 | 1.38146 | 1.34776 | 447.93 | 3013456.34 |
2237 | 2011.05.05 22:00 | sell | 1119 | 0.01 | 1.34828 | 1.37498 | 1.34256 | |
2238 | 2011.05.06 19:00 | sell | 1120 | 0.05 | 1.35220 | 1.37498 | 1.34648 | |
2239 | 2011.05.06 20:00 | sell | 1121 | 0.02 | 1.35075 | 1.37498 | 1.34503 | |
2240 | 2011.05.06 22:00 | sell | 1122 | 0.03 | 1.35142 | 1.37498 | 1.34570 | |
2241 | 2011.05.09 00:00 | sell | 1123 | 0.14 | 1.35451 | 1.37498 | 1.34879 | |
2242 | 2011.05.09 20:00 | sell | 1124 | 0.28 | 1.35635 | 1.37498 | 1.35063 | |
2243 | 2011.05.11 16:00 | sell | 1125 | 1.07 | 1.36208 | 1.37498 | 1.35636 | |
2244 | 2011.05.11 18:22 | t/p | 1125 | 1.07 | 1.35636 | 1.37498 | 1.35636 | 47928.24 | 3061384.58 |
2245 | 2011.05.12 00:00 | sell | 1126 | 0.10 | 1.35424 | 1.37498 | 1.34852 | |
2246 | 2011.05.12 01:00 | sell | 1127 | 0.07 | 1.35303 | 1.37498 | 1.34731 | |
2247 | 2011.05.12 03:30 | t/p | 1124 | 0.28 | 1.35063 | 1.37498 | 1.35063 | 12541.97 | 3073926.55 |
2248 | 2011.05.12 03:30 | t/p | 1123 | 0.14 | 1.34879 | 1.37498 | 1.34879 | 6270.98 | 3080197.53 |
2249 | 2011.05.12 03:30 | t/p | 1126 | 0.10 | 1.34852 | 1.37498 | 1.34852 | 4479.27 | 3084676.80 |
2250 | 2011.05.12 03:30 | t/p | 1127 | 0.07 | 1.34731 | 1.37498 | 1.34731 | 3135.49 | 3087812.29 |