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 |
2401 | 2011.07.15 17:00 | sell | 1201 | 0.01 | 1.26226 | 1.30054 | 1.25654 | |
2402 | 2011.07.15 19:00 | close | 1201 | 0.01 | 1.26047 | 1.30054 | 1.25654 | 140.17 | 3589078.43 |
2403 | 2011.07.18 00:00 | sell | 1202 | 0.01 | 1.25790 | 1.29618 | 1.25218 | |
2404 | 2011.07.18 01:00 | close | 1202 | 0.01 | 1.25583 | 1.29618 | 1.25218 | 162.10 | 3589240.53 |
2405 | 2011.07.18 01:00 | sell | 1203 | 0.01 | 1.25555 | 1.29383 | 1.24983 | |
2406 | 2011.07.18 02:00 | close | 1203 | 0.01 | 1.25618 | 1.29383 | 1.24983 | -49.34 | 3589191.19 |
2407 | 2011.07.18 02:00 | sell | 1204 | 0.01 | 1.25590 | 1.29418 | 1.25018 | |
2408 | 2011.07.18 07:00 | sell | 1205 | 0.01 | 1.25771 | 1.29418 | 1.25199 | |
2409 | 2011.07.19 14:17 | t/p | 1205 | 0.01 | 1.25199 | 1.29418 | 1.25199 | 447.93 | 3589639.12 |
2410 | 2011.07.19 15:10 | t/p | 1204 | 0.01 | 1.25018 | 1.29418 | 1.25018 | 447.92 | 3590087.04 |
2411 | 2011.07.19 16:00 | sell | 1206 | 0.01 | 1.24886 | 1.28714 | 1.24314 | |
2412 | 2011.07.19 19:00 | sell | 1207 | 0.02 | 1.25162 | 1.28714 | 1.24590 | |
2413 | 2011.07.19 20:00 | sell | 1208 | 0.03 | 1.25312 | 1.28714 | 1.24740 | |
2414 | 2011.07.19 21:00 | sell | 1209 | 0.01 | 1.25107 | 1.28714 | 1.24535 | |
2415 | 2011.07.20 18:00 | sell | 1210 | 0.05 | 1.25425 | 1.28714 | 1.24853 | |
2416 | 2011.07.28 09:00 | sell | 1211 | 0.79 | 1.26466 | 1.28714 | 1.25894 | |
2417 | 2011.07.28 13:00 | sell | 1212 | 0.56 | 1.26417 | 1.28714 | 1.25845 | |
2418 | 2011.07.28 17:00 | sell | 1213 | 0.13 | 1.26195 | 1.28714 | 1.25623 | |
2419 | 2011.07.29 16:15 | t/p | 1211 | 0.79 | 1.25894 | 1.28714 | 1.25894 | 35386.28 | 3625473.32 |
2420 | 2011.07.29 16:16 | t/p | 1212 | 0.56 | 1.25845 | 1.28714 | 1.25845 | 25083.94 | 3650557.26 |
2421 | 2011.07.29 16:21 | t/p | 1213 | 0.13 | 1.25623 | 1.28714 | 1.25623 | 5823.05 | 3656380.31 |
2422 | 2011.07.29 17:00 | sell | 1214 | 0.10 | 1.25717 | 1.28714 | 1.25145 | |
2423 | 2011.07.29 21:18 | t/p | 1214 | 0.10 | 1.25145 | 1.28714 | 1.25145 | 4479.28 | 3660859.59 |
2424 | 2011.07.29 22:59 | t/p | 1210 | 0.05 | 1.24853 | 1.28714 | 1.24853 | 2239.64 | 3663099.23 |
2425 | 2011.08.02 06:40 | t/p | 1208 | 0.03 | 1.24740 | 1.28714 | 1.24740 | 1343.78 | 3664443.01 |
2426 | 2011.08.02 06:41 | t/p | 1207 | 0.02 | 1.24590 | 1.28714 | 1.24590 | 895.85 | 3665338.86 |
2427 | 2011.08.02 06:41 | t/p | 1209 | 0.01 | 1.24535 | 1.28714 | 1.24535 | 447.93 | 3665786.79 |
2428 | 2011.08.02 12:39 | t/p | 1206 | 0.01 | 1.24314 | 1.28714 | 1.24314 | 447.93 | 3666234.72 |
2429 | 2011.08.02 13:00 | sell | 1215 | 0.01 | 1.24321 | 1.28149 | 1.23749 | |
2430 | 2011.08.03 03:30 | t/p | 1215 | 0.01 | 1.23749 | 1.28149 | 1.23749 | 447.93 | 3666682.65 |
2431 | 2011.08.03 05:00 | sell | 1216 | 0.01 | 1.24124 | 1.27952 | 1.23552 | |
2432 | 2011.08.03 11:00 | sell | 1217 | 0.01 | 1.24299 | 1.27952 | 1.23727 | |
2433 | 2011.08.04 00:00 | buy | 1218 | 0.01 | 1.24538 | 1.23521 | 1.25110 | |
2434 | 2011.08.04 03:00 | buy | 1219 | 0.01 | 1.24515 | 1.23521 | 1.25087 | |
2435 | 2011.08.04 04:24 | t/p | 1219 | 0.01 | 1.25087 | 1.23521 | 1.25087 | 447.76 | 3667130.41 |
2436 | 2011.08.04 04:24 | t/p | 1218 | 0.01 | 1.25110 | 1.23521 | 1.25110 | 447.77 | 3667578.18 |
2437 | 2011.08.04 06:00 | buy | 1220 | 0.01 | 1.25261 | 1.23521 | 1.25833 | |
2438 | 2011.08.04 10:00 | buy | 1221 | 0.02 | 1.25076 | 1.23521 | 1.25648 | |
2439 | 2011.08.04 11:00 | buy | 1222 | 0.08 | 1.24843 | 1.23521 | 1.25415 | |
2440 | 2011.08.04 23:48 | t/p | 1222 | 0.08 | 1.25415 | 1.23521 | 1.25415 | 3582.14 | 3671160.32 |
2441 | 2011.08.05 00:50 | t/p | 1221 | 0.02 | 1.25648 | 1.23521 | 1.25648 | 895.53 | 3672055.85 |
2442 | 2011.08.05 01:00 | t/p | 1220 | 0.01 | 1.25833 | 1.23521 | 1.25833 | 447.77 | 3672503.62 |
2443 | 2011.08.05 01:01 | buy | 1223 | 0.01 | 1.25914 | 1.23521 | 1.26260 | |
2444 | 2011.08.05 03:00 | buy | 1224 | 0.03 | 1.25585 | 1.23521 | 1.26157 | |
2445 | 2011.08.05 04:00 | buy | 1225 | 0.10 | 1.25242 | 1.23521 | 1.25814 | |
2446 | 2011.08.05 08:00 | buy | 1226 | 0.23 | 1.25046 | 1.23521 | 1.25618 | |
2447 | 2011.08.05 10:00 | buy | 1227 | 0.17 | 1.25103 | 1.23521 | 1.25675 | |
2448 | 2011.08.05 22:05 | t/p | 1217 | 0.01 | 1.23727 | 1.27952 | 1.23727 | 447.92 | 3672951.54 |
2449 | 2011.08.08 06:00 | buy | 1228 | 1.06 | 1.24561 | 1.23325 | 1.25133 | |
2450 | 2011.08.08 13:01 | t/p | 1228 | 1.06 | 1.25133 | 1.23325 | 1.25133 | 47463.34 | 3720414.88 |
2451 | 2011.08.08 14:00 | buy | 1229 | 0.51 | 1.24808 | 1.23325 | 1.25380 | |
2452 | 2011.08.08 15:00 | buy | 1230 | 0.55 | 1.24607 | 1.23325 | 1.25179 | |
2453 | 2011.08.09 02:20 | t/p | 1216 | 0.01 | 1.23552 | 1.27952 | 1.23552 | 447.92 | 3720862.80 |
2454 | 2011.08.09 02:20 | s/l | 1223 | 0.01 | 1.23521 | 1.23521 | 1.26260 | -1873.27 | 3718989.53 |
2455 | 2011.08.09 02:20 | s/l | 1224 | 0.03 | 1.23521 | 1.23521 | 1.26157 | -4847.16 | 3714142.37 |
2456 | 2011.08.09 02:20 | s/l | 1225 | 0.10 | 1.23521 | 1.23521 | 1.25814 | -13472.16 | 3700670.21 |
2457 | 2011.08.09 02:20 | s/l | 1226 | 0.23 | 1.23521 | 1.23521 | 1.25618 | -27457.06 | 3673213.15 |
2458 | 2011.08.09 02:20 | s/l | 1227 | 0.17 | 1.23521 | 1.23521 | 1.25675 | -21052.89 | 3652160.26 |
2459 | 2011.08.09 10:00 | buy | 1231 | 0.01 | 1.24304 | 1.23202 | 1.24876 | |
2460 | 2011.08.09 17:00 | buy | 1232 | 0.03 | 1.24170 | 1.23202 | 1.24742 | |
2461 | 2011.08.09 18:00 | buy | 1233 | 0.02 | 1.24253 | 1.23202 | 1.24825 | |
2462 | 2011.08.09 19:00 | buy | 1234 | 0.02 | 1.24213 | 1.23202 | 1.24785 | |
2463 | 2011.08.09 22:03 | s/l | 1229 | 0.51 | 1.23325 | 1.23325 | 1.25380 | -59206.26 | 3592954.00 |
2464 | 2011.08.09 22:03 | s/l | 1230 | 0.55 | 1.23325 | 1.23325 | 1.25179 | -55195.93 | 3537758.07 |
2465 | 2011.08.10 07:00 | buy | 1235 | 0.08 | 1.24061 | 1.23057 | 1.24633 | |
2466 | 2011.08.10 09:00 | buy | 1236 | 0.04 | 1.24145 | 1.23057 | 1.24717 | |
2467 | 2011.08.10 14:43 | s/l | 1231 | 0.01 | 1.23202 | 1.23202 | 1.24876 | -862.65 | 3536895.42 |
2468 | 2011.08.10 14:43 | s/l | 1232 | 0.03 | 1.23202 | 1.23202 | 1.24742 | -2273.28 | 3534622.14 |
2469 | 2011.08.10 14:43 | s/l | 1233 | 0.02 | 1.23202 | 1.23202 | 1.24825 | -1645.46 | 3532976.68 |
2470 | 2011.08.10 14:43 | s/l | 1234 | 0.02 | 1.23202 | 1.23202 | 1.24785 | -1582.84 | 3531393.84 |
2471 | 2011.08.10 16:55 | t/p | 1235 | 0.08 | 1.24633 | 1.23057 | 1.24633 | 3582.14 | 3534975.98 |
2472 | 2011.08.10 17:02 | t/p | 1236 | 0.04 | 1.24717 | 1.23057 | 1.24717 | 1791.07 | 3536767.05 |
2473 | 2011.08.11 16:00 | buy | 1237 | 0.01 | 1.25469 | 1.22898 | 1.26041 | |
2474 | 2011.08.11 17:00 | buy | 1238 | 0.01 | 1.25326 | 1.22898 | 1.25898 | |
2475 | 2011.08.12 03:00 | buy | 1239 | 0.06 | 1.24942 | 1.22898 | 1.25514 | |
2476 | 2011.08.12 05:00 | buy | 1240 | 0.04 | 1.25014 | 1.22898 | 1.25586 | |
2477 | 2011.08.12 07:00 | buy | 1241 | 0.03 | 1.25116 | 1.22898 | 1.25688 | |
2478 | 2011.08.12 09:00 | buy | 1242 | 0.02 | 1.25242 | 1.22898 | 1.25814 | |
2479 | 2011.08.12 10:00 | buy | 1243 | 0.02 | 1.25178 | 1.22898 | 1.25750 | |
2480 | 2011.08.12 13:00 | buy | 1244 | 0.08 | 1.24843 | 1.22898 | 1.25415 | |
2481 | 2011.08.15 11:00 | buy | 1245 | 0.23 | 1.24511 | 1.22898 | 1.25083 | |
2482 | 2011.08.15 12:42 | t/p | 1245 | 0.23 | 1.25083 | 1.22898 | 1.25083 | 10298.64 | 3547065.69 |
2483 | 2011.08.15 13:23 | t/p | 1244 | 0.08 | 1.25415 | 1.22898 | 1.25415 | 3582.14 | 3550647.83 |
2484 | 2011.08.15 14:12 | t/p | 1239 | 0.06 | 1.25514 | 1.22898 | 1.25514 | 2686.61 | 3553334.44 |
2485 | 2011.08.15 14:26 | t/p | 1240 | 0.04 | 1.25586 | 1.22898 | 1.25586 | 1791.07 | 3555125.51 |
2486 | 2011.08.15 14:59 | t/p | 1241 | 0.03 | 1.25688 | 1.22898 | 1.25688 | 1343.30 | 3556468.81 |
2487 | 2011.08.15 15:01 | t/p | 1243 | 0.02 | 1.25750 | 1.22898 | 1.25750 | 895.54 | 3557364.35 |
2488 | 2011.08.15 16:02 | t/p | 1242 | 0.02 | 1.25814 | 1.22898 | 1.25814 | 895.53 | 3558259.88 |
2489 | 2011.08.15 16:19 | t/p | 1238 | 0.01 | 1.25898 | 1.22898 | 1.25898 | 447.76 | 3558707.64 |
2490 | 2011.08.15 16:55 | t/p | 1237 | 0.01 | 1.26041 | 1.22898 | 1.26041 | 447.77 | 3559155.41 |
2491 | 2011.08.17 02:00 | buy | 1246 | 0.01 | 1.25564 | 1.22898 | 1.26136 | |
2492 | 2011.08.18 20:08 | t/p | 1246 | 0.01 | 1.26136 | 1.22898 | 1.26136 | 447.77 | 3559603.18 |
2493 | 2011.08.19 01:00 | buy | 1247 | 0.01 | 1.26045 | 1.22898 | 1.26617 | |
2494 | 2011.08.19 16:02 | t/p | 1247 | 0.01 | 1.26617 | 1.22898 | 1.26617 | 447.76 | 3560050.94 |
2495 | 2011.08.19 17:00 | buy | 1248 | 0.01 | 1.26315 | 1.22898 | 1.26887 | |
2496 | 2011.08.19 18:46 | t/p | 1248 | 0.01 | 1.26887 | 1.22898 | 1.26887 | 447.76 | 3560498.70 |
2497 | 2011.08.23 07:00 | buy | 1249 | 0.01 | 1.26463 | 1.22898 | 1.27035 | |
2498 | 2011.08.24 01:00 | buy | 1250 | 0.02 | 1.26097 | 1.22898 | 1.26669 | |
2499 | 2011.08.24 02:00 | buy | 1251 | 0.01 | 1.26262 | 1.22898 | 1.26834 | |
2500 | 2011.08.24 03:00 | buy | 1252 | 0.02 | 1.26228 | 1.22898 | 1.26800 | |
2501 | 2011.08.29 18:00 | buy | 1253 | 0.06 | 1.25766 | 1.22898 | 1.26338 | |
2502 | 2011.08.29 19:00 | buy | 1254 | 0.04 | 1.25830 | 1.22898 | 1.26402 | |
2503 | 2011.08.29 20:00 | buy | 1255 | 0.03 | 1.25942 | 1.22898 | 1.26514 | |
2504 | 2011.08.30 19:00 | buy | 1256 | 0.13 | 1.25357 | 1.22898 | 1.25929 | |
2505 | 2011.08.30 21:00 | buy | 1257 | 0.17 | 1.25297 | 1.22898 | 1.25869 | |
2506 | 2011.08.31 16:00 | buy | 1258 | 0.10 | 1.25424 | 1.22898 | 1.25996 | |
2507 | 2011.09.01 03:04 | t/p | 1257 | 0.17 | 1.25869 | 1.22898 | 1.25869 | 7612.04 | 3568110.74 |
2508 | 2011.09.01 04:23 | t/p | 1256 | 0.13 | 1.25929 | 1.22898 | 1.25929 | 5820.98 | 3573931.72 |
2509 | 2011.09.01 08:40 | t/p | 1258 | 0.10 | 1.25996 | 1.22898 | 1.25996 | 4477.68 | 3578409.40 |
2510 | 2011.09.01 15:21 | t/p | 1253 | 0.06 | 1.26338 | 1.22898 | 1.26338 | 2686.61 | 3581096.01 |
2511 | 2011.09.05 01:00 | buy | 1259 | 0.06 | 1.25748 | 1.22898 | 1.26320 | |
2512 | 2011.09.05 13:44 | t/p | 1259 | 0.06 | 1.26320 | 1.22898 | 1.26320 | 2686.61 | 3583782.62 |
2513 | 2011.09.05 14:31 | t/p | 1254 | 0.04 | 1.26402 | 1.22898 | 1.26402 | 1791.07 | 3585573.69 |
2514 | 2011.09.05 14:35 | t/p | 1255 | 0.03 | 1.26514 | 1.22898 | 1.26514 | 1343.30 | 3586916.99 |
2515 | 2011.09.05 15:04 | t/p | 1250 | 0.02 | 1.26669 | 1.22898 | 1.26669 | 895.53 | 3587812.52 |
2516 | 2011.09.05 15:06 | t/p | 1252 | 0.02 | 1.26800 | 1.22898 | 1.26800 | 895.54 | 3588708.06 |
2517 | 2011.09.05 15:59 | t/p | 1251 | 0.01 | 1.26834 | 1.22898 | 1.26834 | 447.76 | 3589155.82 |
2518 | 2011.09.06 01:06 | t/p | 1249 | 0.01 | 1.27035 | 1.22898 | 1.27035 | 447.77 | 3589603.59 |
2519 | 2011.09.06 02:00 | buy | 1260 | 0.01 | 1.26876 | 1.22898 | 1.27448 | |
2520 | 2011.09.06 03:00 | buy | 1261 | 0.02 | 1.26637 | 1.22898 | 1.27209 | |
2521 | 2011.09.06 06:00 | buy | 1262 | 0.01 | 1.26704 | 1.22898 | 1.27276 | |
2522 | 2011.09.06 13:26 | t/p | 1261 | 0.02 | 1.27209 | 1.22898 | 1.27209 | 895.53 | 3590499.12 |
2523 | 2011.09.06 13:26 | t/p | 1262 | 0.01 | 1.27276 | 1.22898 | 1.27276 | 447.77 | 3590946.89 |
2524 | 2011.09.06 14:48 | t/p | 1260 | 0.01 | 1.27448 | 1.22898 | 1.27448 | 447.77 | 3591394.66 |
2525 | 2011.09.08 22:02 | buy | 1263 | 0.01 | 1.27193 | 1.23365 | 1.27765 | |
2526 | 2011.09.12 00:00 | buy | 1264 | 0.02 | 1.26943 | 1.23115 | 1.27515 | |
2527 | 2011.09.13 07:00 | buy | 1265 | 0.17 | 1.25833 | 1.22898 | 1.26405 | |
2528 | 2011.09.14 03:00 | buy | 1266 | 0.39 | 1.25467 | 1.22898 | 1.26039 | |
2529 | 2011.09.14 04:00 | buy | 1267 | 0.51 | 1.25362 | 1.22898 | 1.25934 | |
2530 | 2011.09.14 21:00 | buy | 1268 | 0.50 | 1.25050 | 1.22898 | 1.25622 | |
2531 | 2011.09.21 21:25 | t/p | 1268 | 0.50 | 1.25622 | 1.22898 | 1.25622 | 22388.36 | 3613783.02 |
2532 | 2011.09.21 23:00 | buy | 1269 | 0.50 | 1.25204 | 1.22898 | 1.25776 | |
2533 | 2011.09.22 02:04 | t/p | 1269 | 0.50 | 1.25776 | 1.22898 | 1.25776 | 22388.37 | 3636171.39 |
2534 | 2011.09.22 02:05 | t/p | 1267 | 0.51 | 1.25934 | 1.22898 | 1.25934 | 22836.13 | 3659007.52 |
2535 | 2011.09.22 03:00 | buy | 1270 | 0.23 | 1.25750 | 1.22898 | 1.26322 | |
2536 | 2011.09.22 05:00 | buy | 1271 | 0.30 | 1.25677 | 1.22898 | 1.26249 | |
2537 | 2011.09.23 06:00 | buy | 1272 | 0.48 | 1.25255 | 1.22898 | 1.25827 | |
2538 | 2011.09.23 18:39 | t/p | 1272 | 0.48 | 1.25827 | 1.22898 | 1.25827 | 21492.84 | 3680500.36 |
2539 | 2011.09.23 20:00 | buy | 1273 | 0.13 | 1.26004 | 1.22898 | 1.26576 | |
2540 | 2011.09.23 22:53 | t/p | 1266 | 0.39 | 1.26039 | 1.22898 | 1.26039 | 17462.92 | 3697963.28 |
2541 | 2011.09.26 00:00 | t/p | 1265 | 0.17 | 1.26405 | 1.22898 | 1.26405 | 7612.05 | 3705575.33 |
2542 | 2011.09.26 00:00 | t/p | 1270 | 0.23 | 1.26322 | 1.22898 | 1.26322 | 10298.65 | 3715873.98 |
2543 | 2011.09.26 00:00 | t/p | 1271 | 0.30 | 1.26249 | 1.22898 | 1.26249 | 13433.02 | 3729307.00 |
2544 | 2011.09.26 00:00 | buy | 1274 | 0.04 | 1.26483 | 1.22898 | 1.27055 | |
2545 | 2011.09.26 00:24 | t/p | 1273 | 0.13 | 1.26576 | 1.22898 | 1.26576 | 5820.97 | 3735127.97 |
2546 | 2011.09.26 01:00 | buy | 1275 | 0.03 | 1.26657 | 1.22898 | 1.27229 | |
2547 | 2011.09.26 02:00 | buy | 1276 | 0.06 | 1.26425 | 1.22898 | 1.26997 | |
2548 | 2011.09.26 03:00 | buy | 1277 | 0.08 | 1.26215 | 1.22898 | 1.26787 | |
2549 | 2011.09.26 07:00 | buy | 1278 | 0.10 | 1.26115 | 1.22898 | 1.26687 | |
2550 | 2011.09.27 00:00 | buy | 1279 | 0.13 | 1.26071 | 1.22898 | 1.26643 | |