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 |
2701 | 2012.01.26 03:00 | sell | 1354 | 0.10 | 1.29658 | 1.32713 | 1.29086 | |
2702 | 2012.01.27 05:03 | t/p | 1354 | 0.10 | 1.29086 | 1.32713 | 1.29086 | 4479.27 | 3925307.70 |
2703 | 2012.01.27 05:12 | t/p | 1352 | 0.07 | 1.29010 | 1.32713 | 1.29010 | 3135.49 | 3928443.19 |
2704 | 2012.01.30 01:47 | t/p | 1353 | 0.05 | 1.28888 | 1.32713 | 1.28888 | 2239.64 | 3930682.83 |
2705 | 2012.01.30 07:38 | t/p | 1349 | 0.03 | 1.28814 | 1.32713 | 1.28814 | 1343.78 | 3932026.61 |
2706 | 2012.01.31 10:57 | t/p | 1350 | 0.02 | 1.28676 | 1.32713 | 1.28676 | 895.85 | 3932922.46 |
2707 | 2012.01.31 15:14 | t/p | 1351 | 0.01 | 1.28551 | 1.32713 | 1.28551 | 447.93 | 3933370.39 |
2708 | 2012.01.31 20:02 | t/p | 1344 | 0.01 | 1.28313 | 1.32713 | 1.28313 | 447.92 | 3933818.31 |
2709 | 2012.01.31 20:02 | sell | 1355 | 0.01 | 1.28285 | 1.32187 | 1.27787 | |
2710 | 2012.01.31 21:00 | sell | 1356 | 0.02 | 1.28550 | 1.32187 | 1.27978 | |
2711 | 2012.01.31 22:00 | sell | 1357 | 0.01 | 1.28442 | 1.32187 | 1.27870 | |
2712 | 2012.02.06 15:00 | sell | 1358 | 0.03 | 1.28760 | 1.32187 | 1.28188 | |
2713 | 2012.02.08 00:00 | sell | 1359 | 0.10 | 1.29156 | 1.32187 | 1.28584 | |
2714 | 2012.02.08 03:00 | sell | 1360 | 0.07 | 1.29038 | 1.32187 | 1.28466 | |
2715 | 2012.02.10 03:00 | sell | 1361 | 0.05 | 1.28876 | 1.32187 | 1.28304 | |
2716 | 2012.02.13 09:22 | t/p | 1359 | 0.10 | 1.28584 | 1.32187 | 1.28584 | 4479.27 | 3938297.58 |
2717 | 2012.02.13 23:24 | t/p | 1360 | 0.07 | 1.28466 | 1.32187 | 1.28466 | 3135.49 | 3941433.07 |
2718 | 2012.02.14 20:00 | t/p | 1361 | 0.05 | 1.28304 | 1.32187 | 1.28304 | 2239.63 | 3943672.70 |
2719 | 2012.02.14 22:45 | t/p | 1358 | 0.03 | 1.28188 | 1.32187 | 1.28188 | 1343.79 | 3945016.49 |
2720 | 2012.02.14 23:48 | t/p | 1356 | 0.02 | 1.27978 | 1.32187 | 1.27978 | 895.86 | 3945912.35 |
2721 | 2012.02.15 11:05 | t/p | 1357 | 0.01 | 1.27870 | 1.32187 | 1.27870 | 447.93 | 3946360.28 |
2722 | 2012.02.16 22:00 | sell | 1362 | 0.07 | 1.28995 | 1.32187 | 1.28423 | |
2723 | 2012.02.17 00:00 | sell | 1363 | 0.05 | 1.28840 | 1.32187 | 1.28268 | |
2724 | 2012.02.17 01:00 | sell | 1364 | 0.01 | 1.28514 | 1.32187 | 1.27942 | |
2725 | 2012.02.17 03:00 | sell | 1365 | 0.03 | 1.28706 | 1.32187 | 1.28134 | |
2726 | 2012.02.17 05:00 | sell | 1366 | 0.02 | 1.28643 | 1.32187 | 1.28071 | |
2727 | 2012.02.17 16:50 | t/p | 1362 | 0.07 | 1.28423 | 1.32187 | 1.28423 | 3135.49 | 3949495.77 |
2728 | 2012.02.17 20:01 | t/p | 1363 | 0.05 | 1.28268 | 1.32187 | 1.28268 | 2239.64 | 3951735.41 |
2729 | 2012.02.20 00:25 | t/p | 1365 | 0.03 | 1.28134 | 1.32187 | 1.28134 | 1343.78 | 3953079.19 |
2730 | 2012.02.20 04:43 | t/p | 1366 | 0.02 | 1.28071 | 1.32187 | 1.28071 | 895.85 | 3953975.04 |
2731 | 2012.02.20 22:52 | t/p | 1364 | 0.01 | 1.27942 | 1.32187 | 1.27942 | 447.93 | 3954422.97 |
2732 | 2012.02.21 01:30 | t/p | 1355 | 0.01 | 1.27787 | 1.32187 | 1.27787 | 389.98 | 3954812.95 |
2733 | 2012.02.21 02:00 | sell | 1367 | 0.01 | 1.27802 | 1.31795 | 1.27230 | |
2734 | 2012.02.23 15:00 | sell | 1368 | 0.02 | 1.28181 | 1.31795 | 1.27609 | |
2735 | 2012.02.23 21:00 | sell | 1369 | 0.01 | 1.27980 | 1.31795 | 1.27408 | |
2736 | 2012.02.29 02:00 | sell | 1370 | 0.03 | 1.28222 | 1.31795 | 1.27650 | |
2737 | 2012.03.01 18:00 | sell | 1371 | 0.07 | 1.28541 | 1.31795 | 1.27969 | |
2738 | 2012.03.06 12:00 | sell | 1372 | 1.46 | 1.29935 | 1.31795 | 1.29363 | |
2739 | 2012.03.07 01:34 | t/p | 1372 | 1.46 | 1.29363 | 1.31795 | 1.29363 | 65397.42 | 4020210.37 |
2740 | 2012.03.07 03:00 | sell | 1373 | 0.40 | 1.29180 | 1.31795 | 1.28608 | |
2741 | 2012.03.07 05:00 | sell | 1374 | 0.28 | 1.29118 | 1.31795 | 1.28546 | |
2742 | 2012.03.07 21:00 | sell | 1375 | 0.20 | 1.28867 | 1.31795 | 1.28295 | |
2743 | 2012.03.08 12:00 | sell | 1376 | 0.14 | 1.28774 | 1.31795 | 1.28202 | |
2744 | 2012.03.09 04:00 | sell | 1377 | 0.10 | 1.28713 | 1.31795 | 1.28141 | |
2745 | 2012.03.09 19:30 | t/p | 1373 | 0.40 | 1.28608 | 1.31795 | 1.28608 | 17917.10 | 4038127.47 |
2746 | 2012.03.09 19:32 | t/p | 1374 | 0.28 | 1.28546 | 1.31795 | 1.28546 | 12541.97 | 4050669.44 |
2747 | 2012.03.12 17:02 | t/p | 1375 | 0.20 | 1.28295 | 1.31795 | 1.28295 | 8958.55 | 4059627.99 |
2748 | 2012.03.12 19:00 | sell | 1378 | 0.05 | 1.28408 | 1.31795 | 1.27836 | |
2749 | 2012.03.13 01:39 | t/p | 1376 | 0.14 | 1.28202 | 1.31795 | 1.28202 | 6270.98 | 4065898.97 |
2750 | 2012.03.13 02:22 | t/p | 1377 | 0.10 | 1.28141 | 1.31795 | 1.28141 | 4479.27 | 4070378.24 |
2751 | 2012.03.13 15:10 | t/p | 1371 | 0.07 | 1.27969 | 1.31795 | 1.27969 | 3135.49 | 4073513.73 |
2752 | 2012.03.15 05:00 | sell | 1379 | 0.20 | 1.28906 | 1.31795 | 1.28334 | |
2753 | 2012.03.15 13:00 | sell | 1380 | 0.14 | 1.28847 | 1.31795 | 1.28275 | |
2754 | 2012.03.15 14:00 | sell | 1381 | 0.10 | 1.28706 | 1.31795 | 1.28134 | |
2755 | 2012.03.15 16:00 | sell | 1382 | 0.07 | 1.28576 | 1.31795 | 1.28004 | |
2756 | 2012.03.15 20:00 | t/p | 1379 | 0.20 | 1.28334 | 1.31795 | 1.28334 | 8958.55 | 4082472.28 |
2757 | 2012.03.16 01:27 | t/p | 1380 | 0.14 | 1.28275 | 1.31795 | 1.28275 | 6270.98 | 4088743.26 |
2758 | 2012.03.16 02:34 | t/p | 1381 | 0.10 | 1.28134 | 1.31795 | 1.28134 | 4479.28 | 4093222.54 |
2759 | 2012.03.20 03:01 | t/p | 1382 | 0.07 | 1.28004 | 1.31795 | 1.28004 | 3135.49 | 4096358.03 |
2760 | 2012.03.23 09:44 | t/p | 1378 | 0.05 | 1.27836 | 1.31795 | 1.27836 | 2239.63 | 4098597.66 |
2761 | 2012.03.26 01:00 | buy | 1383 | 0.01 | 1.28042 | 1.27329 | 1.28614 | |
2762 | 2012.03.26 04:00 | buy | 1384 | 0.04 | 1.27929 | 1.27329 | 1.28501 | |
2763 | 2012.03.26 05:00 | buy | 1385 | 0.03 | 1.27970 | 1.27329 | 1.28542 | |
2764 | 2012.03.26 09:00 | buy | 1386 | 0.02 | 1.28017 | 1.27329 | 1.28589 | |
2765 | 2012.03.26 11:00 | buy | 1387 | 0.01 | 1.28028 | 1.27329 | 1.28600 | |
2766 | 2012.03.27 10:39 | t/p | 1370 | 0.03 | 1.27650 | 1.31795 | 1.27650 | 1343.78 | 4099941.44 |
2767 | 2012.03.27 17:07 | t/p | 1368 | 0.02 | 1.27609 | 1.31795 | 1.27609 | 895.86 | 4100837.30 |
2768 | 2012.03.27 20:00 | t/p | 1369 | 0.01 | 1.27408 | 1.31795 | 1.27408 | 447.93 | 4101285.23 |
2769 | 2012.03.27 20:15 | s/l | 1383 | 0.01 | 1.27329 | 1.27329 | 1.28614 | -558.15 | 4100727.08 |
2770 | 2012.03.27 20:15 | s/l | 1384 | 0.04 | 1.27329 | 1.27329 | 1.28501 | -1878.74 | 4098848.34 |
2771 | 2012.03.27 20:15 | s/l | 1385 | 0.03 | 1.27329 | 1.27329 | 1.28542 | -1505.35 | 4097342.99 |
2772 | 2012.03.27 20:15 | s/l | 1386 | 0.02 | 1.27329 | 1.27329 | 1.28589 | -1077.15 | 4096265.84 |
2773 | 2012.03.27 20:15 | s/l | 1387 | 0.01 | 1.27329 | 1.27329 | 1.28600 | -547.19 | 4095718.65 |
2774 | 2012.03.28 02:19 | t/p | 1367 | 0.01 | 1.27230 | 1.31795 | 1.27230 | 447.93 | 4096166.58 |
2775 | 2012.03.29 14:00 | buy | 1388 | 0.01 | 1.26900 | 1.26389 | 1.27472 | |
2776 | 2012.03.29 18:00 | buy | 1389 | 0.01 | 1.26894 | 1.26389 | 1.27466 | |
2777 | 2012.03.30 14:37 | s/l | 1388 | 0.01 | 1.26389 | 1.26389 | 1.27472 | -400.02 | 4095766.56 |
2778 | 2012.03.30 14:37 | s/l | 1389 | 0.01 | 1.26389 | 1.26389 | 1.27466 | -395.32 | 4095371.24 |
2779 | 2012.04.02 01:00 | buy | 1390 | 0.01 | 1.26781 | 1.25679 | 1.27353 | |
2780 | 2012.04.02 06:00 | buy | 1391 | 0.01 | 1.26738 | 1.25679 | 1.27310 | |
2781 | 2012.04.02 11:00 | buy | 1392 | 0.02 | 1.26680 | 1.25679 | 1.27252 | |
2782 | 2012.04.03 05:00 | buy | 1393 | 0.04 | 1.26607 | 1.25679 | 1.27179 | |
2783 | 2012.04.04 02:00 | buy | 1394 | 1.46 | 1.26116 | 1.25533 | 1.26688 | |
2784 | 2012.04.04 09:00 | buy | 1395 | 0.06 | 1.25981 | 1.25481 | 1.26553 | |
2785 | 2012.04.06 14:56 | s/l | 1390 | 0.01 | 1.25679 | 1.25679 | 1.27353 | -862.65 | 4094508.59 |
2786 | 2012.04.06 14:56 | s/l | 1391 | 0.01 | 1.25679 | 1.25679 | 1.27310 | -828.99 | 4093679.60 |
2787 | 2012.04.06 14:56 | s/l | 1392 | 0.02 | 1.25679 | 1.25679 | 1.27252 | -1567.18 | 4092112.42 |
2788 | 2012.04.06 14:56 | s/l | 1393 | 0.04 | 1.25679 | 1.25679 | 1.27179 | -2905.79 | 4089206.63 |
2789 | 2012.04.06 22:55 | s/l | 1394 | 1.46 | 1.25533 | 1.25533 | 1.26688 | -66631.22 | 4022575.41 |
2790 | 2012.04.09 12:00 | buy | 1396 | 0.01 | 1.25784 | 1.25295 | 1.26356 | |
2791 | 2012.04.09 16:24 | s/l | 1395 | 0.06 | 1.25481 | 1.25481 | 1.26553 | -2348.43 | 4020226.98 |
2792 | 2012.04.09 20:42 | s/l | 1396 | 0.01 | 1.25295 | 1.25295 | 1.26356 | -382.79 | 4019844.19 |
2793 | 2012.04.10 03:00 | buy | 1397 | 0.01 | 1.25628 | 1.25073 | 1.26200 | |
2794 | 2012.04.10 17:54 | t/p | 1397 | 0.01 | 1.26200 | 1.25073 | 1.26200 | 447.77 | 4020291.96 |
2795 | 2012.04.10 18:00 | buy | 1398 | 0.01 | 1.26185 | 1.25073 | 1.26757 | |
2796 | 2012.04.10 20:00 | buy | 1399 | 0.03 | 1.26046 | 1.25073 | 1.26618 | |
2797 | 2012.04.10 21:00 | buy | 1400 | 0.04 | 1.26009 | 1.25073 | 1.26581 | |
2798 | 2012.04.11 10:00 | buy | 1401 | 0.08 | 1.25950 | 1.25073 | 1.26522 | |
2799 | 2012.04.11 17:00 | buy | 1402 | 0.17 | 1.25821 | 1.25073 | 1.26393 | |
2800 | 2012.04.11 18:00 | buy | 1403 | 0.13 | 1.25877 | 1.25073 | 1.26449 | |
2801 | 2012.04.11 21:00 | buy | 1404 | 0.10 | 1.25914 | 1.25073 | 1.26486 | |
2802 | 2012.04.12 03:58 | t/p | 1402 | 0.17 | 1.26393 | 1.25073 | 1.26393 | 7612.04 | 4027904.00 |
2803 | 2012.04.12 06:00 | t/p | 1403 | 0.13 | 1.26449 | 1.25073 | 1.26449 | 5820.97 | 4033724.97 |
2804 | 2012.04.12 06:00 | t/p | 1404 | 0.10 | 1.26486 | 1.25073 | 1.26486 | 4477.68 | 4038202.65 |
2805 | 2012.04.12 06:33 | t/p | 1401 | 0.08 | 1.26522 | 1.25073 | 1.26522 | 3582.13 | 4041784.78 |
2806 | 2012.04.12 07:21 | t/p | 1400 | 0.04 | 1.26581 | 1.25073 | 1.26581 | 1791.07 | 4043575.85 |
2807 | 2012.04.12 13:34 | t/p | 1399 | 0.03 | 1.26618 | 1.25073 | 1.26618 | 1343.30 | 4044919.15 |
2808 | 2012.04.13 17:00 | buy | 1405 | 0.39 | 1.25715 | 1.24910 | 1.26287 | |
2809 | 2012.04.13 18:00 | buy | 1406 | 0.17 | 1.25826 | 1.24910 | 1.26398 | |
2810 | 2012.04.13 19:00 | buy | 1407 | 0.23 | 1.25805 | 1.24910 | 1.26377 | |
2811 | 2012.04.13 20:00 | buy | 1408 | 0.13 | 1.25852 | 1.24910 | 1.26424 | |
2812 | 2012.04.13 23:00 | buy | 1409 | 0.08 | 1.25944 | 1.24910 | 1.26516 | |
2813 | 2012.04.16 05:00 | buy | 1410 | 0.30 | 1.25765 | 1.24910 | 1.26337 | |
2814 | 2012.04.16 08:00 | buy | 1411 | 0.10 | 1.25914 | 1.24910 | 1.26486 | |
2815 | 2012.04.16 09:00 | buy | 1412 | 0.03 | 1.26045 | 1.24910 | 1.26617 | |
2816 | 2012.04.16 11:00 | buy | 1413 | 0.02 | 1.26081 | 1.24910 | 1.26653 | |
2817 | 2012.04.16 11:19 | t/p | 1405 | 0.39 | 1.26287 | 1.24910 | 1.26287 | 17462.92 | 4062382.07 |
2818 | 2012.04.16 11:20 | t/p | 1410 | 0.30 | 1.26337 | 1.24910 | 1.26337 | 13433.02 | 4075815.09 |
2819 | 2012.04.16 11:20 | t/p | 1407 | 0.23 | 1.26377 | 1.24910 | 1.26377 | 10298.65 | 4086113.74 |
2820 | 2012.04.16 11:20 | t/p | 1406 | 0.17 | 1.26398 | 1.24910 | 1.26398 | 7612.04 | 4093725.78 |
2821 | 2012.04.16 11:20 | t/p | 1408 | 0.13 | 1.26424 | 1.24910 | 1.26424 | 5820.98 | 4099546.76 |
2822 | 2012.04.16 11:44 | t/p | 1411 | 0.10 | 1.26486 | 1.24910 | 1.26486 | 4477.68 | 4104024.44 |
2823 | 2012.04.16 11:44 | t/p | 1409 | 0.08 | 1.26516 | 1.24910 | 1.26516 | 3582.14 | 4107606.58 |
2824 | 2012.04.17 14:58 | t/p | 1412 | 0.03 | 1.26617 | 1.24910 | 1.26617 | 1343.30 | 4108949.88 |
2825 | 2012.04.17 15:15 | t/p | 1413 | 0.02 | 1.26653 | 1.24910 | 1.26653 | 895.53 | 4109845.41 |
2826 | 2012.04.17 16:23 | t/p | 1398 | 0.01 | 1.26757 | 1.25073 | 1.26757 | 447.77 | 4110293.18 |
2827 | 2012.04.17 17:00 | buy | 1414 | 0.01 | 1.26566 | 1.24910 | 1.27138 | |
2828 | 2012.04.17 18:00 | buy | 1415 | 0.01 | 1.26519 | 1.24910 | 1.27091 | |
2829 | 2012.04.20 08:19 | t/p | 1415 | 0.01 | 1.27091 | 1.24910 | 1.27091 | 447.77 | 4110740.95 |
2830 | 2012.04.20 08:41 | t/p | 1414 | 0.01 | 1.27138 | 1.24910 | 1.27138 | 447.77 | 4111188.72 |
2831 | 2012.05.17 03:00 | sell | 1416 | 0.01 | 1.29472 | 1.30079 | 1.29050 | |
2832 | 2012.05.17 18:00 | sell | 1417 | 0.10 | 1.29595 | 1.30079 | 1.29173 | |
2833 | 2012.05.17 19:00 | sell | 1418 | 0.07 | 1.29582 | 1.30079 | 1.29160 | |
2834 | 2012.05.17 20:00 | sell | 1419 | 0.05 | 1.29560 | 1.30079 | 1.29138 | |
2835 | 2012.05.17 21:00 | sell | 1420 | 0.02 | 1.29529 | 1.30079 | 1.29107 | |
2836 | 2012.05.18 02:30 | t/p | 1417 | 0.10 | 1.29173 | 1.30079 | 1.29173 | 3304.64 | 4114493.36 |
2837 | 2012.05.18 02:30 | t/p | 1418 | 0.07 | 1.29160 | 1.30079 | 1.29160 | 2313.25 | 4116806.61 |
2838 | 2012.05.18 02:31 | t/p | 1419 | 0.05 | 1.29138 | 1.30079 | 1.29138 | 1652.32 | 4118458.93 |
2839 | 2012.05.18 03:00 | sell | 1421 | 0.01 | 1.29500 | 1.30079 | 1.29078 | |
2840 | 2012.05.18 09:42 | s/l | 1416 | 0.01 | 1.30079 | 1.30079 | 1.29050 | -475.33 | 4117983.60 |
2841 | 2012.05.18 09:42 | s/l | 1420 | 0.02 | 1.30079 | 1.30079 | 1.29107 | -861.40 | 4117122.20 |
2842 | 2012.05.18 09:42 | s/l | 1421 | 0.01 | 1.30079 | 1.30079 | 1.29078 | -453.40 | 4116668.80 |
2843 | 2012.05.21 02:00 | sell | 1422 | 0.01 | 1.29703 | 1.30671 | 1.29281 | |
2844 | 2012.05.21 16:00 | sell | 1423 | 0.02 | 1.29772 | 1.30671 | 1.29350 | |
2845 | 2012.05.22 00:42 | t/p | 1423 | 0.02 | 1.29350 | 1.30671 | 1.29350 | 660.93 | 4117329.73 |
2846 | 2012.05.22 00:43 | t/p | 1422 | 0.01 | 1.29281 | 1.30671 | 1.29281 | 330.46 | 4117660.19 |
2847 | 2012.05.22 01:00 | sell | 1424 | 0.01 | 1.29225 | 1.30671 | 1.28803 | |
2848 | 2012.05.22 07:00 | sell | 1425 | 0.02 | 1.29322 | 1.30671 | 1.28900 | |
2849 | 2012.05.22 08:00 | sell | 1426 | 0.01 | 1.29312 | 1.30671 | 1.28890 | |
2850 | 2012.05.23 20:00 | sell | 1427 | 0.40 | 1.29744 | 1.30671 | 1.29322 | |