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 |
2551 | 2011.09.27 14:00 | buy | 1280 | 0.17 | 1.25891 | 1.22898 | 1.26463 | |
2552 | 2011.09.28 01:00 | buy | 1281 | 0.23 | 1.25710 | 1.22898 | 1.26282 | |
2553 | 2011.09.28 07:00 | buy | 1282 | 0.30 | 1.25640 | 1.22898 | 1.26212 | |
2554 | 2011.09.28 18:37 | t/p | 1282 | 0.30 | 1.26212 | 1.22898 | 1.26212 | 13433.02 | 3748560.99 |
2555 | 2011.09.29 17:21 | t/p | 1281 | 0.23 | 1.26282 | 1.22898 | 1.26282 | 10298.65 | 3758859.64 |
2556 | 2011.09.29 18:31 | t/p | 1280 | 0.17 | 1.26463 | 1.22898 | 1.26463 | 7612.05 | 3766471.69 |
2557 | 2011.09.29 18:31 | t/p | 1279 | 0.13 | 1.26643 | 1.22898 | 1.26643 | 5820.98 | 3772292.67 |
2558 | 2011.09.29 18:31 | t/p | 1278 | 0.10 | 1.26687 | 1.22898 | 1.26687 | 4477.67 | 3776770.34 |
2559 | 2011.09.29 18:31 | t/p | 1277 | 0.08 | 1.26787 | 1.22898 | 1.26787 | 3582.14 | 3780352.48 |
2560 | 2011.09.29 19:00 | t/p | 1276 | 0.06 | 1.26997 | 1.22898 | 1.26997 | 2686.60 | 3783039.08 |
2561 | 2011.09.29 21:00 | buy | 1283 | 0.02 | 1.26788 | 1.22898 | 1.27360 | |
2562 | 2011.09.30 02:12 | t/p | 1274 | 0.04 | 1.27055 | 1.22898 | 1.27055 | 1791.07 | 3784830.15 |
2563 | 2011.09.30 02:27 | t/p | 1275 | 0.03 | 1.27229 | 1.22898 | 1.27229 | 1343.30 | 3786173.45 |
2564 | 2011.09.30 02:27 | t/p | 1283 | 0.02 | 1.27360 | 1.22898 | 1.27360 | 895.53 | 3787068.98 |
2565 | 2011.09.30 02:27 | t/p | 1264 | 0.02 | 1.27515 | 1.23115 | 1.27515 | 895.53 | 3787964.51 |
2566 | 2011.10.03 20:00 | buy | 1284 | 0.03 | 1.26685 | 1.22898 | 1.27257 | |
2567 | 2011.10.05 01:00 | buy | 1285 | 0.23 | 1.25693 | 1.23331 | 1.26265 | |
2568 | 2011.10.05 11:00 | buy | 1286 | 0.30 | 1.25668 | 1.23331 | 1.26240 | |
2569 | 2011.10.05 12:00 | buy | 1287 | 0.13 | 1.25951 | 1.23331 | 1.26523 | |
2570 | 2011.10.05 14:00 | buy | 1288 | 0.17 | 1.25932 | 1.23331 | 1.26504 | |
2571 | 2011.10.05 15:00 | buy | 1289 | 0.10 | 1.26099 | 1.23331 | 1.26671 | |
2572 | 2011.10.05 16:16 | t/p | 1286 | 0.30 | 1.26240 | 1.23331 | 1.26240 | 13433.02 | 3801397.53 |
2573 | 2011.10.05 16:23 | t/p | 1285 | 0.23 | 1.26265 | 1.23331 | 1.26265 | 10298.65 | 3811696.18 |
2574 | 2011.10.05 17:00 | buy | 1290 | 0.08 | 1.26279 | 1.23331 | 1.26851 | |
2575 | 2011.10.06 19:00 | buy | 1291 | 0.06 | 1.26392 | 1.23331 | 1.26964 | |
2576 | 2011.10.06 19:49 | t/p | 1288 | 0.17 | 1.26504 | 1.23331 | 1.26504 | 7612.05 | 3819308.23 |
2577 | 2011.10.06 19:49 | t/p | 1287 | 0.13 | 1.26523 | 1.23331 | 1.26523 | 5820.98 | 3825129.21 |
2578 | 2011.10.06 20:00 | buy | 1292 | 0.04 | 1.26480 | 1.23331 | 1.27052 | |
2579 | 2011.10.07 09:31 | t/p | 1289 | 0.10 | 1.26671 | 1.23331 | 1.26671 | 4477.68 | 3829606.89 |
2580 | 2011.10.07 14:33 | t/p | 1290 | 0.08 | 1.26851 | 1.23331 | 1.26851 | 3582.14 | 3833189.03 |
2581 | 2011.10.07 15:00 | buy | 1293 | 0.02 | 1.26776 | 1.23331 | 1.27348 | |
2582 | 2011.10.07 16:23 | t/p | 1291 | 0.06 | 1.26964 | 1.23331 | 1.26964 | 2686.60 | 3835875.63 |
2583 | 2011.10.07 21:00 | buy | 1294 | 0.02 | 1.26917 | 1.23331 | 1.27489 | |
2584 | 2011.10.07 21:19 | t/p | 1292 | 0.04 | 1.27052 | 1.23331 | 1.27052 | 1791.06 | 3837666.69 |
2585 | 2011.10.10 10:37 | t/p | 1284 | 0.03 | 1.27257 | 1.22898 | 1.27257 | 1343.31 | 3839010.00 |
2586 | 2011.10.10 10:56 | t/p | 1293 | 0.02 | 1.27348 | 1.23331 | 1.27348 | 895.54 | 3839905.54 |
2587 | 2011.10.11 03:16 | t/p | 1294 | 0.02 | 1.27489 | 1.23331 | 1.27489 | 895.54 | 3840801.08 |
2588 | 2011.10.13 02:30 | t/p | 1263 | 0.01 | 1.27765 | 1.23365 | 1.27765 | 447.77 | 3841248.85 |
2589 | 2011.10.21 00:00 | buy | 1295 | 0.01 | 1.28850 | 1.25022 | 1.29422 | |
2590 | 2011.10.24 00:00 | buy | 1296 | 0.01 | 1.28710 | 1.24882 | 1.29282 | |
2591 | 2011.10.24 15:08 | t/p | 1296 | 0.01 | 1.29282 | 1.24882 | 1.29282 | 447.76 | 3841696.61 |
2592 | 2011.10.24 18:54 | t/p | 1295 | 0.01 | 1.29422 | 1.25022 | 1.29422 | 447.77 | 3842144.38 |
2593 | 2011.10.28 10:00 | buy | 1297 | 0.01 | 1.30429 | 1.26601 | 1.31001 | |
2594 | 2011.10.31 12:00 | buy | 1298 | 0.02 | 1.30148 | 1.26320 | 1.30720 | |
2595 | 2011.10.31 13:00 | buy | 1299 | 0.01 | 1.30238 | 1.26410 | 1.30810 | |
2596 | 2011.11.01 20:00 | buy | 1300 | 0.02 | 1.30007 | 1.26179 | 1.30579 | |
2597 | 2011.11.01 22:00 | buy | 1301 | 0.03 | 1.29906 | 1.26078 | 1.30478 | |
2598 | 2011.11.02 06:30 | t/p | 1301 | 0.03 | 1.30478 | 1.26078 | 1.30478 | 1343.30 | 3843487.68 |
2599 | 2011.11.02 08:13 | t/p | 1300 | 0.02 | 1.30579 | 1.26179 | 1.30579 | 895.53 | 3844383.21 |
2600 | 2011.11.02 16:51 | t/p | 1298 | 0.02 | 1.30720 | 1.26320 | 1.30720 | 895.54 | 3845278.75 |
2601 | 2011.11.02 16:51 | t/p | 1299 | 0.01 | 1.30810 | 1.26410 | 1.30810 | 447.77 | 3845726.52 |
2602 | 2011.11.02 23:45 | t/p | 1297 | 0.01 | 1.31001 | 1.26601 | 1.31001 | 447.76 | 3846174.28 |
2603 | 2011.11.03 01:00 | buy | 1302 | 0.01 | 1.30968 | 1.27140 | 1.31540 | |
2604 | 2011.11.03 03:00 | buy | 1303 | 0.01 | 1.30851 | 1.27023 | 1.31423 | |
2605 | 2011.11.07 19:00 | buy | 1304 | 0.04 | 1.30273 | 1.26445 | 1.30845 | |
2606 | 2011.11.07 21:00 | buy | 1305 | 0.06 | 1.30120 | 1.26292 | 1.30692 | |
2607 | 2011.11.08 05:00 | buy | 1306 | 0.08 | 1.30082 | 1.26254 | 1.30654 | |
2608 | 2011.11.09 03:00 | buy | 1307 | 0.10 | 1.29968 | 1.26140 | 1.30540 | |
2609 | 2011.11.10 15:00 | buy | 1308 | 0.03 | 1.30429 | 1.26601 | 1.31001 | |
2610 | 2011.11.10 16:07 | t/p | 1307 | 0.10 | 1.30540 | 1.26140 | 1.30540 | 4477.67 | 3850651.95 |
2611 | 2011.11.10 17:32 | t/p | 1306 | 0.08 | 1.30654 | 1.26254 | 1.30654 | 3582.14 | 3854234.09 |
2612 | 2011.11.10 18:00 | buy | 1309 | 0.02 | 1.30593 | 1.26765 | 1.31165 | |
2613 | 2011.11.11 15:25 | t/p | 1305 | 0.06 | 1.30692 | 1.26292 | 1.30692 | 2686.61 | 3856920.70 |
2614 | 2011.11.11 15:29 | t/p | 1304 | 0.04 | 1.30845 | 1.26445 | 1.30845 | 1791.07 | 3858711.77 |
2615 | 2011.11.11 16:02 | t/p | 1308 | 0.03 | 1.31001 | 1.26601 | 1.31001 | 1343.30 | 3860055.07 |
2616 | 2011.11.11 18:00 | buy | 1310 | 0.02 | 1.30734 | 1.26906 | 1.31306 | |
2617 | 2011.11.15 00:46 | t/p | 1309 | 0.02 | 1.31165 | 1.26765 | 1.31165 | 895.54 | 3860950.61 |
2618 | 2011.11.15 01:31 | t/p | 1310 | 0.02 | 1.31306 | 1.26906 | 1.31306 | 895.53 | 3861846.14 |
2619 | 2011.11.15 01:32 | t/p | 1303 | 0.01 | 1.31423 | 1.27023 | 1.31423 | 447.77 | 3862293.91 |
2620 | 2011.11.15 01:49 | t/p | 1302 | 0.01 | 1.31540 | 1.27140 | 1.31540 | 447.77 | 3862741.68 |
2621 | 2011.11.22 08:00 | buy | 1311 | 0.01 | 1.31690 | 1.27862 | 1.32262 | |
2622 | 2011.11.24 01:00 | buy | 1312 | 0.03 | 1.31100 | 1.27272 | 1.31672 | |
2623 | 2011.11.24 03:00 | buy | 1313 | 0.04 | 1.31002 | 1.27174 | 1.31574 | |
2624 | 2011.11.24 16:00 | buy | 1314 | 0.02 | 1.31211 | 1.27383 | 1.31783 | |
2625 | 2011.11.28 11:00 | buy | 1315 | 0.02 | 1.31360 | 1.27532 | 1.31932 | |
2626 | 2011.11.28 12:00 | buy | 1316 | 0.01 | 1.31473 | 1.27645 | 1.32045 | |
2627 | 2011.11.28 13:47 | t/p | 1313 | 0.04 | 1.31574 | 1.27174 | 1.31574 | 1791.07 | 3864532.75 |
2628 | 2011.11.28 14:15 | t/p | 1312 | 0.03 | 1.31672 | 1.27272 | 1.31672 | 1343.30 | 3865876.05 |
2629 | 2011.11.28 15:26 | t/p | 1314 | 0.02 | 1.31783 | 1.27383 | 1.31783 | 895.53 | 3866771.58 |
2630 | 2011.11.29 02:00 | buy | 1317 | 0.02 | 1.31316 | 1.27488 | 1.31888 | |
2631 | 2011.11.30 14:03 | t/p | 1317 | 0.02 | 1.31888 | 1.27488 | 1.31888 | 895.53 | 3867667.11 |
2632 | 2011.11.30 14:03 | t/p | 1315 | 0.02 | 1.31932 | 1.27532 | 1.31932 | 895.54 | 3868562.65 |
2633 | 2011.11.30 14:03 | t/p | 1316 | 0.01 | 1.32045 | 1.27645 | 1.32045 | 447.77 | 3869010.42 |
2634 | 2011.11.30 14:04 | t/p | 1311 | 0.01 | 1.32262 | 1.27862 | 1.32262 | 447.77 | 3869458.19 |
2635 | 2011.11.30 16:00 | buy | 1318 | 0.01 | 1.31704 | 1.27876 | 1.32276 | |
2636 | 2011.11.30 22:00 | buy | 1319 | 0.01 | 1.31532 | 1.27704 | 1.32104 | |
2637 | 2011.12.01 18:00 | buy | 1320 | 0.02 | 1.31463 | 1.27635 | 1.32035 | |
2638 | 2011.12.02 10:00 | buy | 1321 | 0.02 | 1.31321 | 1.27493 | 1.31893 | |
2639 | 2011.12.07 14:59 | t/p | 1321 | 0.02 | 1.31893 | 1.27493 | 1.31893 | 895.54 | 3870353.73 |
2640 | 2011.12.07 15:29 | t/p | 1320 | 0.02 | 1.32035 | 1.27635 | 1.32035 | 895.54 | 3871249.27 |
2641 | 2011.12.07 16:51 | t/p | 1319 | 0.01 | 1.32104 | 1.27704 | 1.32104 | 447.77 | 3871697.04 |
2642 | 2011.12.09 12:00 | buy | 1322 | 0.01 | 1.31592 | 1.27822 | 1.32164 | |
2643 | 2011.12.13 10:39 | t/p | 1322 | 0.01 | 1.32164 | 1.27822 | 1.32164 | 447.77 | 3872144.81 |
2644 | 2011.12.13 12:07 | t/p | 1318 | 0.01 | 1.32276 | 1.27876 | 1.32276 | 447.77 | 3872592.58 |
2645 | 2011.12.19 14:00 | buy | 1323 | 0.01 | 1.30834 | 1.29087 | 1.31406 | |
2646 | 2011.12.20 04:00 | sell | 1324 | 0.01 | 1.30798 | 1.32969 | 1.30226 | |
2647 | 2011.12.21 02:04 | t/p | 1323 | 0.01 | 1.31406 | 1.29087 | 1.31406 | 447.77 | 3873040.35 |
2648 | 2011.12.21 11:00 | sell | 1325 | 0.03 | 1.31032 | 1.32969 | 1.30460 | |
2649 | 2011.12.21 18:00 | sell | 1326 | 0.05 | 1.31150 | 1.32969 | 1.30578 | |
2650 | 2011.12.21 19:00 | sell | 1327 | 0.02 | 1.30977 | 1.32969 | 1.30405 | |
2651 | 2011.12.21 22:45 | t/p | 1326 | 0.05 | 1.30578 | 1.32969 | 1.30578 | 2239.64 | 3875279.99 |
2652 | 2011.12.21 23:00 | sell | 1328 | 0.01 | 1.30899 | 1.32969 | 1.30327 | |
2653 | 2011.12.26 08:00 | sell | 1329 | 0.10 | 1.31277 | 1.32969 | 1.30705 | |
2654 | 2011.12.27 00:00 | sell | 1330 | 0.05 | 1.31112 | 1.32969 | 1.30540 | |
2655 | 2011.12.28 00:00 | sell | 1331 | 0.07 | 1.31227 | 1.32969 | 1.30655 | |
2656 | 2012.01.02 07:00 | sell | 1332 | 0.14 | 1.31337 | 1.32969 | 1.30765 | |
2657 | 2012.01.09 00:00 | t/p | 1332 | 0.14 | 1.30765 | 1.32969 | 1.30765 | 6270.99 | 3881550.98 |
2658 | 2012.01.09 00:00 | t/p | 1329 | 0.10 | 1.30705 | 1.32969 | 1.30705 | 4479.28 | 3886030.26 |
2659 | 2012.01.09 00:36 | t/p | 1331 | 0.07 | 1.30655 | 1.32969 | 1.30655 | 3135.49 | 3889165.75 |
2660 | 2012.01.09 01:30 | t/p | 1330 | 0.05 | 1.30540 | 1.32969 | 1.30540 | 2239.64 | 3891405.39 |
2661 | 2012.01.09 01:30 | t/p | 1325 | 0.03 | 1.30460 | 1.32969 | 1.30460 | 1343.79 | 3892749.18 |
2662 | 2012.01.09 01:36 | t/p | 1327 | 0.02 | 1.30405 | 1.32969 | 1.30405 | 895.86 | 3893645.04 |
2663 | 2012.01.09 01:54 | t/p | 1328 | 0.01 | 1.30327 | 1.32969 | 1.30327 | 447.93 | 3894092.97 |
2664 | 2012.01.09 03:03 | t/p | 1324 | 0.01 | 1.30226 | 1.32969 | 1.30226 | 447.93 | 3894540.90 |
2665 | 2012.01.09 03:03 | sell | 1333 | 0.01 | 1.30195 | 1.32969 | 1.29668 | |
2666 | 2012.01.09 07:00 | sell | 1334 | 0.01 | 1.30292 | 1.32969 | 1.29720 | |
2667 | 2012.01.10 02:39 | t/p | 1334 | 0.01 | 1.29720 | 1.32969 | 1.29720 | 447.93 | 3894988.83 |
2668 | 2012.01.10 02:55 | t/p | 1333 | 0.01 | 1.29668 | 1.32969 | 1.29668 | 412.69 | 3895401.52 |
2669 | 2012.01.10 04:00 | sell | 1335 | 0.01 | 1.29580 | 1.32969 | 1.29008 | |
2670 | 2012.01.10 06:00 | sell | 1336 | 0.01 | 1.29720 | 1.32969 | 1.29148 | |
2671 | 2012.01.10 08:00 | sell | 1337 | 0.02 | 1.29833 | 1.32969 | 1.29261 | |
2672 | 2012.01.11 15:00 | close | 1335 | 0.01 | 1.29489 | 1.32969 | 1.29008 | 71.26 | 3895472.78 |
2673 | 2012.01.11 15:00 | close | 1336 | 0.01 | 1.29489 | 1.32969 | 1.29148 | 180.89 | 3895653.67 |
2674 | 2012.01.11 15:00 | close | 1337 | 0.02 | 1.29489 | 1.32969 | 1.29261 | 538.77 | 3896192.44 |
2675 | 2012.01.11 15:00 | sell | 1338 | 0.01 | 1.29461 | 1.32969 | 1.28889 | |
2676 | 2012.01.13 12:00 | sell | 1339 | 0.07 | 1.30068 | 1.32969 | 1.29496 | |
2677 | 2012.01.13 14:00 | sell | 1340 | 0.05 | 1.30021 | 1.32969 | 1.29449 | |
2678 | 2012.01.13 17:00 | sell | 1341 | 0.02 | 1.29807 | 1.32969 | 1.29235 | |
2679 | 2012.01.13 18:00 | sell | 1342 | 0.03 | 1.29816 | 1.32969 | 1.29244 | |
2680 | 2012.01.16 00:50 | t/p | 1339 | 0.07 | 1.29496 | 1.32969 | 1.29496 | 3135.49 | 3899327.93 |
2681 | 2012.01.16 01:07 | t/p | 1340 | 0.05 | 1.29449 | 1.32969 | 1.29449 | 2239.63 | 3901567.56 |
2682 | 2012.01.16 07:00 | sell | 1343 | 0.01 | 1.29591 | 1.32969 | 1.29019 | |
2683 | 2012.01.18 07:04 | t/p | 1342 | 0.03 | 1.29244 | 1.32969 | 1.29244 | 1343.78 | 3902911.34 |
2684 | 2012.01.18 07:12 | t/p | 1341 | 0.02 | 1.29235 | 1.32969 | 1.29235 | 895.86 | 3903807.20 |
2685 | 2012.01.18 12:38 | t/p | 1343 | 0.01 | 1.29019 | 1.32969 | 1.29019 | 447.93 | 3904255.13 |
2686 | 2012.01.18 14:09 | t/p | 1338 | 0.01 | 1.28889 | 1.32969 | 1.28889 | 447.92 | 3904703.05 |
2687 | 2012.01.18 15:00 | sell | 1344 | 0.01 | 1.28885 | 1.32713 | 1.28313 | |
2688 | 2012.01.19 20:00 | sell | 1345 | 0.05 | 1.29509 | 1.32713 | 1.28937 | |
2689 | 2012.01.20 03:00 | sell | 1346 | 0.07 | 1.29593 | 1.32713 | 1.29021 | |
2690 | 2012.01.23 10:00 | sell | 1347 | 0.14 | 1.29783 | 1.32713 | 1.29211 | |
2691 | 2012.01.24 00:00 | sell | 1348 | 0.10 | 1.29672 | 1.32713 | 1.29100 | |
2692 | 2012.01.24 12:00 | sell | 1349 | 0.03 | 1.29386 | 1.32713 | 1.28814 | |
2693 | 2012.01.24 19:00 | sell | 1350 | 0.02 | 1.29248 | 1.32713 | 1.28676 | |
2694 | 2012.01.24 19:22 | t/p | 1347 | 0.14 | 1.29211 | 1.32713 | 1.29211 | 6270.98 | 3910974.03 |
2695 | 2012.01.24 21:54 | t/p | 1348 | 0.10 | 1.29100 | 1.32713 | 1.29100 | 4479.27 | 3915453.30 |
2696 | 2012.01.24 23:00 | sell | 1351 | 0.01 | 1.29123 | 1.32713 | 1.28551 | |
2697 | 2012.01.25 00:35 | t/p | 1346 | 0.07 | 1.29021 | 1.32713 | 1.29021 | 3135.50 | 3918588.80 |
2698 | 2012.01.25 01:30 | t/p | 1345 | 0.05 | 1.28937 | 1.32713 | 1.28937 | 2239.63 | 3920828.43 |
2699 | 2012.01.25 23:00 | sell | 1352 | 0.07 | 1.29582 | 1.32713 | 1.29010 | |
2700 | 2012.01.26 01:00 | sell | 1353 | 0.05 | 1.29460 | 1.32713 | 1.28888 | |