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 |
2251 | 2011.05.12 03:30 | t/p | 1120 | 0.05 | 1.34648 | 1.37498 | 1.34648 | 2239.64 | 3090051.93 |
2252 | 2011.05.12 03:30 | t/p | 1122 | 0.03 | 1.34570 | 1.37498 | 1.34570 | 1343.79 | 3091395.72 |
2253 | 2011.05.12 03:30 | t/p | 1121 | 0.02 | 1.34503 | 1.37498 | 1.34503 | 895.85 | 3092291.57 |
2254 | 2011.05.12 03:39 | t/p | 1119 | 0.01 | 1.34256 | 1.37498 | 1.34256 | 447.93 | 3092739.50 |
2255 | 2011.05.12 11:00 | sell | 1128 | 0.01 | 1.34446 | 1.37498 | 1.33874 | |
2256 | 2011.05.12 12:00 | sell | 1129 | 0.01 | 1.34582 | 1.37498 | 1.34010 | |
2257 | 2011.05.12 13:00 | sell | 1130 | 0.02 | 1.34671 | 1.37498 | 1.34099 | |
2258 | 2011.05.12 17:09 | t/p | 1130 | 0.02 | 1.34099 | 1.37498 | 1.34099 | 895.86 | 3093635.36 |
2259 | 2011.05.12 17:21 | t/p | 1129 | 0.01 | 1.34010 | 1.37498 | 1.34010 | 447.93 | 3094083.29 |
2260 | 2011.05.12 17:22 | t/p | 1128 | 0.01 | 1.33874 | 1.37498 | 1.33874 | 447.93 | 3094531.22 |
2261 | 2011.05.12 19:00 | sell | 1131 | 0.01 | 1.33843 | 1.37498 | 1.33271 | |
2262 | 2011.05.12 21:00 | sell | 1132 | 0.01 | 1.33981 | 1.37498 | 1.33409 | |
2263 | 2011.05.12 23:00 | sell | 1133 | 0.02 | 1.34105 | 1.37498 | 1.33533 | |
2264 | 2011.05.13 19:00 | sell | 1134 | 0.03 | 1.34257 | 1.37498 | 1.33685 | |
2265 | 2011.05.16 02:00 | sell | 1135 | 0.05 | 1.34359 | 1.37498 | 1.33787 | |
2266 | 2011.05.17 05:00 | sell | 1136 | 0.56 | 1.35228 | 1.37498 | 1.34656 | |
2267 | 2011.05.17 18:00 | sell | 1137 | 0.79 | 1.35398 | 1.37498 | 1.34826 | |
2268 | 2011.05.18 00:00 | sell | 1138 | 0.13 | 1.35430 | 1.37498 | 1.34858 | |
2269 | 2011.05.18 04:25 | t/p | 1138 | 0.13 | 1.34858 | 1.37498 | 1.34858 | 5823.05 | 3100354.27 |
2270 | 2011.05.18 04:25 | t/p | 1137 | 0.79 | 1.34826 | 1.37498 | 1.34826 | 35386.28 | 3135740.55 |
2271 | 2011.05.18 05:00 | sell | 1139 | 0.20 | 1.34833 | 1.37498 | 1.34261 | |
2272 | 2011.05.18 07:00 | sell | 1140 | 0.28 | 1.34944 | 1.37498 | 1.34372 | |
2273 | 2011.05.18 08:00 | sell | 1141 | 0.14 | 1.34735 | 1.37498 | 1.34163 | |
2274 | 2011.05.18 10:55 | t/p | 1136 | 0.56 | 1.34656 | 1.37498 | 1.34656 | 25083.94 | 3160824.49 |
2275 | 2011.05.18 11:00 | sell | 1142 | 0.10 | 1.34595 | 1.37498 | 1.34023 | |
2276 | 2011.05.18 11:45 | t/p | 1140 | 0.28 | 1.34372 | 1.37498 | 1.34372 | 12541.96 | 3173366.45 |
2277 | 2011.05.18 15:00 | sell | 1143 | 0.07 | 1.34530 | 1.37498 | 1.33958 | |
2278 | 2011.05.20 11:04 | t/p | 1139 | 0.20 | 1.34261 | 1.37498 | 1.34261 | 8958.55 | 3182325.00 |
2279 | 2011.05.20 12:20 | t/p | 1141 | 0.14 | 1.34163 | 1.37498 | 1.34163 | 6270.99 | 3188595.99 |
2280 | 2011.05.20 13:51 | t/p | 1142 | 0.10 | 1.34023 | 1.37498 | 1.34023 | 4479.28 | 3193075.27 |
2281 | 2011.05.20 14:16 | t/p | 1143 | 0.07 | 1.33958 | 1.37498 | 1.33958 | 3135.49 | 3196210.76 |
2282 | 2011.05.20 20:36 | t/p | 1135 | 0.05 | 1.33787 | 1.37498 | 1.33787 | 2239.64 | 3198450.40 |
2283 | 2011.05.23 06:25 | t/p | 1134 | 0.03 | 1.33685 | 1.37498 | 1.33685 | 1343.78 | 3199794.18 |
2284 | 2011.05.23 07:42 | t/p | 1133 | 0.02 | 1.33533 | 1.37498 | 1.33533 | 895.86 | 3200690.04 |
2285 | 2011.05.23 11:48 | t/p | 1132 | 0.01 | 1.33409 | 1.37498 | 1.33409 | 447.93 | 3201137.97 |
2286 | 2011.05.23 12:42 | t/p | 1131 | 0.01 | 1.33271 | 1.37498 | 1.33271 | 447.92 | 3201585.89 |
2287 | 2011.05.23 13:00 | sell | 1144 | 0.01 | 1.33280 | 1.37233 | 1.32708 | |
2288 | 2011.05.23 22:20 | t/p | 1144 | 0.01 | 1.32708 | 1.37233 | 1.32708 | 447.93 | 3202033.82 |
2289 | 2011.05.23 23:00 | sell | 1145 | 0.01 | 1.32860 | 1.36688 | 1.32288 | |
2290 | 2011.05.24 10:59 | t/p | 1145 | 0.01 | 1.32288 | 1.36688 | 1.32288 | 447.93 | 3202481.75 |
2291 | 2011.05.24 11:00 | sell | 1146 | 0.01 | 1.32254 | 1.36082 | 1.31682 | |
2292 | 2011.05.24 12:00 | sell | 1147 | 0.01 | 1.32408 | 1.36082 | 1.31836 | |
2293 | 2011.05.24 13:48 | t/p | 1147 | 0.01 | 1.31836 | 1.36082 | 1.31836 | 447.93 | 3202929.68 |
2294 | 2011.05.24 16:00 | sell | 1148 | 0.02 | 1.32531 | 1.36082 | 1.31959 | |
2295 | 2011.05.24 17:00 | sell | 1149 | 0.01 | 1.32436 | 1.36082 | 1.31864 | |
2296 | 2011.05.25 10:58 | t/p | 1148 | 0.02 | 1.31959 | 1.36082 | 1.31959 | 895.85 | 3203825.53 |
2297 | 2011.05.25 11:08 | t/p | 1149 | 0.01 | 1.31864 | 1.36082 | 1.31864 | 447.93 | 3204273.46 |
2298 | 2011.05.25 16:28 | t/p | 1146 | 0.01 | 1.31682 | 1.36082 | 1.31682 | 447.92 | 3204721.38 |
2299 | 2011.05.25 17:00 | sell | 1150 | 0.01 | 1.31655 | 1.35483 | 1.31083 | |
2300 | 2011.05.26 02:00 | sell | 1151 | 0.01 | 1.31822 | 1.35483 | 1.31250 | |
2301 | 2011.05.26 04:44 | t/p | 1151 | 0.01 | 1.31250 | 1.35483 | 1.31250 | 447.93 | 3205169.31 |
2302 | 2011.05.26 04:49 | t/p | 1150 | 0.01 | 1.31083 | 1.35483 | 1.31083 | 447.92 | 3205617.23 |
2303 | 2011.05.26 06:00 | sell | 1152 | 0.01 | 1.31093 | 1.34921 | 1.30521 | |
2304 | 2011.05.27 23:00 | t/p | 1152 | 0.01 | 1.30521 | 1.34921 | 1.30521 | 447.93 | 3206065.16 |
2305 | 2011.05.30 00:00 | sell | 1153 | 0.01 | 1.30787 | 1.34615 | 1.30215 | |
2306 | 2011.05.30 01:50 | t/p | 1153 | 0.01 | 1.30215 | 1.34615 | 1.30215 | 447.93 | 3206513.09 |
2307 | 2011.05.30 03:00 | sell | 1154 | 0.01 | 1.30310 | 1.34138 | 1.29738 | |
2308 | 2011.05.30 05:00 | sell | 1155 | 0.01 | 1.30553 | 1.34138 | 1.29981 | |
2309 | 2011.05.30 06:00 | sell | 1156 | 0.02 | 1.30608 | 1.34138 | 1.30036 | |
2310 | 2011.05.31 03:32 | t/p | 1156 | 0.02 | 1.30036 | 1.34138 | 1.30036 | 895.86 | 3207408.95 |
2311 | 2011.05.31 03:42 | t/p | 1155 | 0.01 | 1.29981 | 1.34138 | 1.29981 | 447.93 | 3207856.88 |
2312 | 2011.05.31 07:26 | t/p | 1154 | 0.01 | 1.29738 | 1.34138 | 1.29738 | 447.93 | 3208304.81 |
2313 | 2011.05.31 08:00 | sell | 1157 | 0.01 | 1.29879 | 1.33707 | 1.29307 | |
2314 | 2011.05.31 22:07 | t/p | 1157 | 0.01 | 1.29307 | 1.33707 | 1.29307 | 447.93 | 3208752.74 |
2315 | 2011.05.31 23:02 | sell | 1158 | 0.01 | 1.29403 | 1.33231 | 1.28831 | |
2316 | 2011.06.01 19:00 | sell | 1159 | 0.05 | 1.30031 | 1.33231 | 1.29459 | |
2317 | 2011.06.01 21:00 | sell | 1160 | 0.07 | 1.30078 | 1.33231 | 1.29506 | |
2318 | 2011.06.01 22:00 | sell | 1161 | 0.03 | 1.29907 | 1.33231 | 1.29335 | |
2319 | 2011.06.06 13:00 | sell | 1162 | 1.44 | 1.31327 | 1.33231 | 1.30755 | |
2320 | 2011.06.07 06:33 | t/p | 1162 | 1.44 | 1.30755 | 1.33231 | 1.30755 | 64501.56 | 3273254.30 |
2321 | 2011.06.07 08:00 | sell | 1163 | 0.20 | 1.30531 | 1.33231 | 1.29959 | |
2322 | 2011.06.07 09:00 | sell | 1164 | 0.28 | 1.30599 | 1.33231 | 1.30027 | |
2323 | 2011.06.07 12:00 | sell | 1165 | 0.10 | 1.30208 | 1.33231 | 1.29636 | |
2324 | 2011.06.07 15:00 | sell | 1166 | 0.14 | 1.30368 | 1.33231 | 1.29796 | |
2325 | 2011.06.08 12:38 | t/p | 1164 | 0.28 | 1.30027 | 1.33231 | 1.30027 | 12541.97 | 3285796.27 |
2326 | 2011.06.08 12:42 | t/p | 1163 | 0.20 | 1.29959 | 1.33231 | 1.29959 | 8958.55 | 3294754.82 |
2327 | 2011.06.08 12:46 | t/p | 1166 | 0.14 | 1.29796 | 1.33231 | 1.29796 | 6270.99 | 3301025.81 |
2328 | 2011.06.08 23:05 | t/p | 1165 | 0.10 | 1.29636 | 1.33231 | 1.29636 | 4479.28 | 3305505.09 |
2329 | 2011.06.08 23:05 | t/p | 1160 | 0.07 | 1.29506 | 1.33231 | 1.29506 | 3135.50 | 3308640.59 |
2330 | 2011.06.08 23:05 | t/p | 1159 | 0.05 | 1.29459 | 1.33231 | 1.29459 | 2239.64 | 3310880.23 |
2331 | 2011.06.08 23:18 | t/p | 1161 | 0.03 | 1.29335 | 1.33231 | 1.29335 | 1343.78 | 3312224.01 |
2332 | 2011.06.09 03:32 | t/p | 1158 | 0.01 | 1.28831 | 1.33231 | 1.28831 | 447.93 | 3312671.94 |
2333 | 2011.06.09 05:00 | sell | 1167 | 0.01 | 1.28800 | 1.32628 | 1.28228 | |
2334 | 2011.06.09 07:00 | sell | 1168 | 0.02 | 1.29086 | 1.32628 | 1.28514 | |
2335 | 2011.06.09 11:04 | t/p | 1168 | 0.02 | 1.28514 | 1.32628 | 1.28514 | 895.85 | 3313567.79 |
2336 | 2011.06.09 12:00 | close | 1167 | 0.01 | 1.28362 | 1.32628 | 1.28228 | 342.99 | 3313910.78 |
2337 | 2011.06.09 16:00 | sell | 1169 | 0.01 | 1.28466 | 1.32294 | 1.27894 | |
2338 | 2011.06.14 01:00 | sell | 1170 | 0.40 | 1.29744 | 1.32294 | 1.29172 | |
2339 | 2011.06.14 03:00 | sell | 1171 | 0.28 | 1.29716 | 1.32294 | 1.29144 | |
2340 | 2011.06.15 20:00 | sell | 1172 | 0.91 | 1.30943 | 1.32294 | 1.30371 | |
2341 | 2011.06.20 08:36 | t/p | 1172 | 0.91 | 1.30371 | 1.32294 | 1.30371 | 40761.40 | 3354672.18 |
2342 | 2011.06.20 09:00 | sell | 1173 | 0.91 | 1.30330 | 1.32294 | 1.29758 | |
2343 | 2011.06.22 13:57 | t/p | 1173 | 0.91 | 1.29758 | 1.32294 | 1.29758 | 40761.40 | 3395433.58 |
2344 | 2011.06.22 16:00 | sell | 1174 | 0.56 | 1.29968 | 1.32294 | 1.29396 | |
2345 | 2011.06.22 17:00 | sell | 1175 | 0.35 | 1.29999 | 1.32294 | 1.29427 | |
2346 | 2011.06.23 01:27 | t/p | 1175 | 0.35 | 1.29427 | 1.32294 | 1.29427 | 15677.46 | 3411111.04 |
2347 | 2011.06.23 02:00 | sell | 1176 | 0.14 | 1.29451 | 1.32294 | 1.28879 | |
2348 | 2011.06.23 03:00 | sell | 1177 | 0.20 | 1.29492 | 1.32294 | 1.28920 | |
2349 | 2011.06.23 04:03 | t/p | 1174 | 0.56 | 1.29396 | 1.32294 | 1.29396 | 25083.94 | 3436194.98 |
2350 | 2011.06.23 04:30 | t/p | 1170 | 0.40 | 1.29172 | 1.32294 | 1.29172 | 17917.10 | 3454112.08 |
2351 | 2011.06.23 04:32 | t/p | 1171 | 0.28 | 1.29144 | 1.32294 | 1.29144 | 12541.97 | 3466654.05 |
2352 | 2011.06.23 06:00 | sell | 1178 | 0.05 | 1.29069 | 1.32294 | 1.28497 | |
2353 | 2011.06.23 07:00 | sell | 1179 | 0.07 | 1.29173 | 1.32294 | 1.28601 | |
2354 | 2011.06.23 10:00 | sell | 1180 | 0.10 | 1.29278 | 1.32294 | 1.28706 | |
2355 | 2011.06.24 22:58 | t/p | 1177 | 0.20 | 1.28920 | 1.32294 | 1.28920 | 8958.55 | 3475612.60 |
2356 | 2011.06.24 22:58 | t/p | 1176 | 0.14 | 1.28879 | 1.32294 | 1.28879 | 6270.98 | 3481883.58 |
2357 | 2011.06.27 16:00 | sell | 1181 | 0.28 | 1.29699 | 1.32294 | 1.29127 | |
2358 | 2011.06.27 18:00 | sell | 1182 | 0.20 | 1.29537 | 1.32294 | 1.28965 | |
2359 | 2011.06.27 21:00 | sell | 1183 | 0.14 | 1.29367 | 1.32294 | 1.28795 | |
2360 | 2011.06.28 18:00 | sell | 1184 | 0.40 | 1.29848 | 1.32294 | 1.29276 | |
2361 | 2011.06.29 10:05 | t/p | 1184 | 0.40 | 1.29276 | 1.32294 | 1.29276 | 17917.10 | 3499800.68 |
2362 | 2011.06.29 10:44 | t/p | 1181 | 0.28 | 1.29127 | 1.32294 | 1.29127 | 12541.97 | 3512342.65 |
2363 | 2011.06.30 01:16 | t/p | 1182 | 0.20 | 1.28965 | 1.32294 | 1.28965 | 8958.55 | 3521301.20 |
2364 | 2011.07.04 11:00 | sell | 1185 | 0.20 | 1.29521 | 1.32294 | 1.28949 | |
2365 | 2011.07.04 23:38 | t/p | 1185 | 0.20 | 1.28949 | 1.32294 | 1.28949 | 8958.55 | 3530259.75 |
2366 | 2011.07.05 00:00 | sell | 1186 | 0.03 | 1.28949 | 1.32294 | 1.28377 | |
2367 | 2011.07.05 06:26 | t/p | 1183 | 0.14 | 1.28795 | 1.32294 | 1.28795 | 6270.99 | 3536530.74 |
2368 | 2011.07.05 06:26 | t/p | 1180 | 0.10 | 1.28706 | 1.32294 | 1.28706 | 4479.27 | 3541010.01 |
2369 | 2011.07.05 07:00 | sell | 1187 | 0.02 | 1.28824 | 1.32294 | 1.28252 | |
2370 | 2011.07.07 20:00 | sell | 1188 | 0.20 | 1.29549 | 1.32294 | 1.28977 | |
2371 | 2011.07.07 21:00 | sell | 1189 | 0.14 | 1.29480 | 1.32294 | 1.28908 | |
2372 | 2011.07.08 00:00 | sell | 1190 | 0.10 | 1.29267 | 1.32294 | 1.28695 | |
2373 | 2011.07.08 14:41 | t/p | 1188 | 0.20 | 1.28977 | 1.32294 | 1.28977 | 8958.55 | 3549968.56 |
2374 | 2011.07.08 14:41 | t/p | 1189 | 0.14 | 1.28908 | 1.32294 | 1.28908 | 6270.98 | 3556239.54 |
2375 | 2011.07.08 16:09 | t/p | 1190 | 0.10 | 1.28695 | 1.32294 | 1.28695 | 4479.27 | 3560718.81 |
2376 | 2011.07.08 16:40 | t/p | 1179 | 0.07 | 1.28601 | 1.32294 | 1.28601 | 3135.49 | 3563854.30 |
2377 | 2011.07.08 16:42 | t/p | 1178 | 0.05 | 1.28497 | 1.32294 | 1.28497 | 2239.64 | 3566093.94 |
2378 | 2011.07.08 16:49 | t/p | 1186 | 0.03 | 1.28377 | 1.32294 | 1.28377 | 1343.79 | 3567437.73 |
2379 | 2011.07.08 18:00 | sell | 1191 | 0.01 | 1.28662 | 1.32294 | 1.28090 | |
2380 | 2011.07.08 22:57 | t/p | 1187 | 0.02 | 1.28252 | 1.32294 | 1.28252 | 895.85 | 3568333.58 |
2381 | 2011.07.11 02:50 | t/p | 1191 | 0.01 | 1.28090 | 1.32294 | 1.28090 | 447.93 | 3568781.51 |
2382 | 2011.07.13 01:00 | sell | 1192 | 0.14 | 1.29411 | 1.32294 | 1.28839 | |
2383 | 2011.07.13 02:00 | sell | 1193 | 0.07 | 1.29222 | 1.32294 | 1.28650 | |
2384 | 2011.07.13 03:00 | sell | 1194 | 0.05 | 1.29027 | 1.32294 | 1.28455 | |
2385 | 2011.07.13 07:00 | sell | 1195 | 0.10 | 1.29276 | 1.32294 | 1.28704 | |
2386 | 2011.07.13 16:00 | sell | 1196 | 0.03 | 1.28891 | 1.32294 | 1.28319 | |
2387 | 2011.07.13 16:21 | t/p | 1192 | 0.14 | 1.28839 | 1.32294 | 1.28839 | 6270.98 | 3575052.49 |
2388 | 2011.07.13 17:00 | sell | 1197 | 0.01 | 1.28698 | 1.32294 | 1.28126 | |
2389 | 2011.07.13 17:00 | t/p | 1195 | 0.10 | 1.28704 | 1.32294 | 1.28704 | 4479.28 | 3579531.77 |
2390 | 2011.07.13 18:00 | sell | 1198 | 0.02 | 1.28723 | 1.32294 | 1.28151 | |
2391 | 2011.07.13 18:39 | t/p | 1193 | 0.07 | 1.28650 | 1.32294 | 1.28650 | 3135.49 | 3582667.26 |
2392 | 2011.07.13 19:01 | t/p | 1194 | 0.05 | 1.28455 | 1.32294 | 1.28455 | 2239.64 | 3584906.90 |
2393 | 2011.07.13 22:10 | t/p | 1196 | 0.03 | 1.28319 | 1.32294 | 1.28319 | 1343.78 | 3586250.68 |
2394 | 2011.07.13 23:24 | t/p | 1198 | 0.02 | 1.28151 | 1.32294 | 1.28151 | 895.86 | 3587146.54 |
2395 | 2011.07.13 23:24 | t/p | 1197 | 0.01 | 1.28126 | 1.32294 | 1.28126 | 447.93 | 3587594.47 |
2396 | 2011.07.13 23:25 | t/p | 1169 | 0.01 | 1.27894 | 1.32294 | 1.27894 | 447.93 | 3588042.40 |
2397 | 2011.07.14 15:00 | sell | 1199 | 0.01 | 1.27288 | 1.31116 | 1.26716 | |
2398 | 2011.07.15 08:33 | t/p | 1199 | 0.01 | 1.26716 | 1.31116 | 1.26716 | 447.93 | 3588490.33 |
2399 | 2011.07.15 09:00 | sell | 1200 | 0.01 | 1.26827 | 1.30655 | 1.26255 | |
2400 | 2011.07.15 16:56 | t/p | 1200 | 0.01 | 1.26255 | 1.30655 | 1.26255 | 447.93 | 3588938.26 |