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 |
| 151 | 2008.04.28 00:01 | buy | 76 | 0.01 | 1.19288 | 1.15460 | 1.19860 | ||
| 152 | 2008.04.29 03:00 | close | 76 | 0.01 | 1.19740 | 1.15460 | 1.19860 | 353.83 | 1290550.91 |
| 153 | 2008.04.29 06:00 | buy | 77 | 0.01 | 1.19658 | 1.15830 | 1.20230 | ||
| 154 | 2008.04.29 13:19 | t/p | 77 | 0.01 | 1.20230 | 1.15830 | 1.20230 | 447.77 | 1290998.68 |
| 155 | 2008.05.02 21:00 | buy | 78 | 0.01 | 1.19818 | 1.15990 | 1.20390 | ||
| 156 | 2008.05.05 16:37 | t/p | 78 | 0.01 | 1.20390 | 1.15990 | 1.20390 | 447.77 | 1291446.45 |
| 157 | 2008.05.05 17:00 | buy | 79 | 0.01 | 1.20408 | 1.16580 | 1.20980 | ||
| 158 | 2008.05.05 18:00 | buy | 80 | 0.01 | 1.20308 | 1.16480 | 1.20880 | ||
| 159 | 2008.05.07 00:00 | buy | 81 | 0.02 | 1.20178 | 1.16350 | 1.20750 | ||
| 160 | 2008.05.08 00:45 | t/p | 81 | 0.02 | 1.20750 | 1.16350 | 1.20750 | 895.54 | 1292341.99 |
| 161 | 2008.05.08 00:45 | t/p | 80 | 0.01 | 1.20880 | 1.16480 | 1.20880 | 447.76 | 1292789.75 |
| 162 | 2008.05.08 00:45 | t/p | 79 | 0.01 | 1.20980 | 1.16580 | 1.20980 | 447.76 | 1293237.51 |
| 163 | 2008.05.19 20:00 | buy | 82 | 0.01 | 1.23348 | 1.19520 | 1.23920 | ||
| 164 | 2008.05.20 06:05 | t/p | 82 | 0.01 | 1.23920 | 1.19520 | 1.23920 | 447.77 | 1293685.28 |
| 165 | 2008.05.21 05:00 | buy | 83 | 0.01 | 1.23788 | 1.19960 | 1.24360 | ||
| 166 | 2008.05.23 08:00 | buy | 84 | 0.51 | 1.21968 | 1.18140 | 1.22540 | ||
| 167 | 2008.05.23 09:00 | buy | 85 | 0.30 | 1.22228 | 1.18400 | 1.22800 | ||
| 168 | 2008.05.23 10:00 | buy | 86 | 0.23 | 1.22338 | 1.18510 | 1.22910 | ||
| 169 | 2008.05.23 11:00 | buy | 87 | 0.17 | 1.22478 | 1.18650 | 1.23050 | ||
| 170 | 2008.05.23 15:00 | buy | 88 | 0.38 | 1.22078 | 1.18250 | 1.22650 | ||
| 171 | 2008.05.28 16:57 | t/p | 84 | 0.51 | 1.22540 | 1.18140 | 1.22540 | 22836.14 | 1316521.42 |
| 172 | 2008.05.28 16:59 | t/p | 88 | 0.38 | 1.22650 | 1.18250 | 1.22650 | 17015.16 | 1333536.58 |
| 173 | 2008.05.28 18:00 | buy | 89 | 0.13 | 1.22648 | 1.18820 | 1.23220 | ||
| 174 | 2008.05.29 10:42 | t/p | 85 | 0.30 | 1.22800 | 1.18400 | 1.22800 | 13433.02 | 1346969.60 |
| 175 | 2008.05.29 10:46 | t/p | 86 | 0.23 | 1.22910 | 1.18510 | 1.22910 | 10298.65 | 1357268.25 |
| 176 | 2008.05.29 11:00 | buy | 90 | 0.08 | 1.22818 | 1.18990 | 1.23390 | ||
| 177 | 2008.05.29 22:00 | buy | 91 | 0.10 | 1.22668 | 1.18840 | 1.23240 | ||
| 178 | 2008.06.02 13:00 | buy | 92 | 0.66 | 1.21788 | 1.17960 | 1.22360 | ||
| 179 | 2008.06.02 14:00 | buy | 93 | 0.45 | 1.21768 | 1.17940 | 1.22340 | ||
| 180 | 2008.06.04 03:43 | t/p | 93 | 0.45 | 1.22340 | 1.17940 | 1.22340 | 20149.53 | 1377417.78 |
| 181 | 2008.06.04 03:48 | t/p | 92 | 0.66 | 1.22360 | 1.17960 | 1.22360 | 29552.65 | 1406970.43 |
| 182 | 2008.06.04 23:00 | t/p | 87 | 0.17 | 1.23050 | 1.18650 | 1.23050 | 7612.05 | 1414582.48 |
| 183 | 2008.06.04 23:00 | t/p | 89 | 0.13 | 1.23220 | 1.18820 | 1.23220 | 5820.98 | 1420403.46 |
| 184 | 2008.06.04 23:00 | t/p | 91 | 0.10 | 1.23240 | 1.18840 | 1.23240 | 4477.67 | 1424881.13 |
| 185 | 2008.06.04 23:00 | t/p | 90 | 0.08 | 1.23390 | 1.18990 | 1.23390 | 3582.14 | 1428463.27 |
| 186 | 2008.06.05 01:53 | t/p | 83 | 0.01 | 1.24360 | 1.19960 | 1.24360 | 447.77 | 1428911.04 |
| 187 | 2008.06.12 01:00 | buy | 94 | 0.01 | 1.25398 | 1.21570 | 1.25970 | ||
| 188 | 2008.06.12 23:00 | buy | 95 | 0.06 | 1.24588 | 1.20760 | 1.25160 | ||
| 189 | 2008.06.13 00:00 | buy | 96 | 0.04 | 1.24688 | 1.20860 | 1.25260 | ||
| 190 | 2008.06.13 01:00 | buy | 97 | 0.02 | 1.24958 | 1.21130 | 1.25530 | ||
| 191 | 2008.06.13 03:01 | buy | 98 | 0.02 | 1.25098 | 1.21270 | 1.25670 | ||
| 192 | 2008.06.13 04:20 | t/p | 95 | 0.06 | 1.25160 | 1.20760 | 1.25160 | 2686.61 | 1431597.65 |
| 193 | 2008.06.13 05:14 | t/p | 96 | 0.04 | 1.25260 | 1.20860 | 1.25260 | 1791.07 | 1433388.72 |
| 194 | 2008.06.13 07:00 | buy | 99 | 0.01 | 1.25218 | 1.21390 | 1.25790 | ||
| 195 | 2008.06.13 12:40 | t/p | 97 | 0.02 | 1.25530 | 1.21130 | 1.25530 | 895.54 | 1434284.26 |
| 196 | 2008.06.16 00:00 | buy | 100 | 0.02 | 1.25008 | 1.21180 | 1.25580 | ||
| 197 | 2008.06.17 00:02 | sell | 101 | 0.01 | 1.24870 | 1.26468 | 1.24298 | ||
| 198 | 2008.06.23 15:08 | t/p | 100 | 0.02 | 1.25580 | 1.21180 | 1.25580 | 895.54 | 1435179.80 |
| 199 | 2008.06.23 18:00 | t/p | 98 | 0.02 | 1.25670 | 1.21270 | 1.25670 | 895.54 | 1436075.34 |
| 200 | 2008.06.24 06:16 | t/p | 99 | 0.01 | 1.25790 | 1.21390 | 1.25790 | 447.77 | 1436523.11 |
| 201 | 2008.06.24 08:32 | t/p | 94 | 0.01 | 1.25970 | 1.21570 | 1.25970 | 447.77 | 1436970.88 |
| 202 | 2008.06.25 08:58 | s/l | 101 | 0.01 | 1.26468 | 1.26468 | 1.24298 | -1251.38 | 1435719.50 |
| 203 | 2008.06.25 17:00 | sell | 102 | 0.01 | 1.26160 | 1.26748 | 1.25588 | ||
| 204 | 2008.06.25 19:00 | sell | 103 | 0.01 | 1.26180 | 1.26748 | 1.25608 | ||
| 205 | 2008.06.25 23:00 | sell | 104 | 0.03 | 1.26220 | 1.26748 | 1.25648 | ||
| 206 | 2008.06.26 01:11 | s/l | 102 | 0.01 | 1.26748 | 1.26748 | 1.25588 | -460.46 | 1435259.04 |
| 207 | 2008.06.26 01:11 | s/l | 103 | 0.01 | 1.26748 | 1.26748 | 1.25608 | -444.79 | 1434814.25 |
| 208 | 2008.06.26 01:11 | s/l | 104 | 0.03 | 1.26748 | 1.26748 | 1.25648 | -1240.41 | 1433573.84 |
| 209 | 2008.06.26 15:00 | sell | 105 | 0.01 | 1.26480 | 1.27108 | 1.25908 | ||
| 210 | 2008.06.26 21:00 | sell | 106 | 0.01 | 1.26520 | 1.27108 | 1.25948 | ||
| 211 | 2008.06.27 06:29 | t/p | 106 | 0.01 | 1.25948 | 1.27108 | 1.25948 | 447.93 | 1434021.77 |
| 212 | 2008.06.30 14:19 | t/p | 105 | 0.01 | 1.25908 | 1.27108 | 1.25908 | 447.92 | 1434469.69 |
| 213 | 2008.06.30 15:00 | sell | 107 | 0.01 | 1.25780 | 1.27128 | 1.25208 | ||
| 214 | 2008.06.30 17:00 | sell | 108 | 0.05 | 1.25960 | 1.27128 | 1.25388 | ||
| 215 | 2008.07.01 15:27 | t/p | 108 | 0.05 | 1.25388 | 1.27128 | 1.25388 | 2239.64 | 1436709.33 |
| 216 | 2008.07.03 00:00 | sell | 109 | 1.59 | 1.26490 | 1.27128 | 1.25918 | ||
| 217 | 2008.07.04 01:50 | s/l | 107 | 0.01 | 1.27128 | 1.27128 | 1.25208 | -1055.61 | 1435653.72 |
| 218 | 2008.07.04 01:50 | s/l | 109 | 1.59 | 1.27128 | 1.27128 | 1.25918 | -79438.22 | 1356215.50 |
| 219 | 2008.07.04 16:00 | sell | 110 | 0.01 | 1.26820 | 1.27448 | 1.26248 | ||
| 220 | 2008.07.04 19:00 | sell | 111 | 0.01 | 1.26860 | 1.27448 | 1.26288 | ||
| 221 | 2008.07.04 20:00 | sell | 112 | 0.02 | 1.26870 | 1.27448 | 1.26298 | ||
| 222 | 2008.07.07 04:00 | sell | 113 | 0.03 | 1.26900 | 1.27448 | 1.26328 | ||
| 223 | 2008.07.09 03:13 | t/p | 113 | 0.03 | 1.26328 | 1.27448 | 1.26328 | 1343.78 | 1357559.28 |
| 224 | 2008.07.09 03:14 | t/p | 112 | 0.02 | 1.26298 | 1.27448 | 1.26298 | 895.86 | 1358455.14 |
| 225 | 2008.07.09 03:14 | t/p | 111 | 0.01 | 1.26288 | 1.27448 | 1.26288 | 447.93 | 1358903.07 |
| 226 | 2008.07.09 03:30 | t/p | 110 | 0.01 | 1.26248 | 1.27448 | 1.26248 | 447.92 | 1359350.99 |
| 227 | 2008.07.09 04:00 | sell | 114 | 0.01 | 1.26170 | 1.27448 | 1.25598 | ||
| 228 | 2008.07.09 14:00 | sell | 115 | 0.02 | 1.26270 | 1.27448 | 1.25698 | ||
| 229 | 2008.07.10 23:00 | sell | 116 | 0.79 | 1.26720 | 1.27448 | 1.26148 | ||
| 230 | 2008.07.11 00:00 | sell | 117 | 0.56 | 1.26680 | 1.27448 | 1.26108 | ||
| 231 | 2008.07.11 03:00 | sell | 118 | 0.22 | 1.26610 | 1.27448 | 1.26038 | ||
| 232 | 2008.07.14 00:02 | s/l | 114 | 0.01 | 1.27448 | 1.27448 | 1.25598 | -1000.78 | 1358350.21 |
| 233 | 2008.07.14 00:02 | s/l | 115 | 0.02 | 1.27448 | 1.27448 | 1.25698 | -1844.96 | 1356505.25 |
| 234 | 2008.07.14 00:02 | s/l | 116 | 0.79 | 1.27448 | 1.27448 | 1.26148 | -45037.07 | 1311468.18 |
| 235 | 2008.07.14 00:02 | s/l | 117 | 0.56 | 1.27448 | 1.27448 | 1.26108 | -33679.13 | 1277789.05 |
| 236 | 2008.07.14 00:02 | s/l | 118 | 0.22 | 1.27448 | 1.27448 | 1.26038 | -14437.05 | 1263352.00 |
| 237 | 2008.07.14 19:00 | sell | 119 | 0.01 | 1.27130 | 1.27978 | 1.26558 | ||
| 238 | 2008.07.15 05:00 | sell | 120 | 0.02 | 1.27190 | 1.27978 | 1.26618 | ||
| 239 | 2008.07.15 21:00 | t/p | 120 | 0.02 | 1.26618 | 1.27978 | 1.26618 | 895.85 | 1264247.85 |
| 240 | 2008.07.16 07:20 | t/p | 119 | 0.01 | 1.26558 | 1.27978 | 1.26558 | 447.93 | 1264695.78 |
| 241 | 2008.07.16 08:00 | sell | 121 | 0.01 | 1.26620 | 1.27978 | 1.26048 | ||
| 242 | 2008.07.16 11:00 | sell | 122 | 0.01 | 1.26680 | 1.27978 | 1.26108 | ||
| 243 | 2008.07.16 20:51 | t/p | 122 | 0.01 | 1.26108 | 1.27978 | 1.26108 | 447.93 | 1265143.71 |
| 244 | 2008.07.18 10:00 | sell | 123 | 1.11 | 1.27250 | 1.27978 | 1.26678 | ||
| 245 | 2008.07.18 11:00 | sell | 124 | 0.48 | 1.27280 | 1.27978 | 1.26708 | ||
| 246 | 2008.07.21 01:41 | s/l | 121 | 0.01 | 1.27978 | 1.27978 | 1.26048 | -1063.43 | 1264080.28 |
| 247 | 2008.07.21 01:41 | s/l | 123 | 1.11 | 1.27978 | 1.27978 | 1.26678 | -63279.93 | 1200800.35 |
| 248 | 2008.07.21 01:41 | s/l | 124 | 0.48 | 1.27978 | 1.27978 | 1.26708 | -26236.65 | 1174563.70 |
| 249 | 2008.07.22 04:00 | sell | 125 | 0.01 | 1.28120 | 1.28688 | 1.27548 | ||
| 250 | 2008.07.22 10:00 | sell | 126 | 0.03 | 1.28180 | 1.28688 | 1.27608 | ||
| 251 | 2008.07.22 14:00 | sell | 127 | 0.01 | 1.28140 | 1.28688 | 1.27568 | ||
| 252 | 2008.07.23 23:00 | sell | 128 | 0.05 | 1.28200 | 1.28688 | 1.27628 | ||
| 253 | 2008.07.23 23:00 | s/l | 125 | 0.01 | 1.28688 | 1.28688 | 1.27548 | -444.80 | 1174118.90 |
| 254 | 2008.07.23 23:00 | s/l | 126 | 0.03 | 1.28688 | 1.28688 | 1.27608 | -1193.43 | 1172925.47 |
| 255 | 2008.07.23 23:00 | s/l | 127 | 0.01 | 1.28688 | 1.28688 | 1.27568 | -429.14 | 1172496.33 |
| 256 | 2008.07.23 23:00 | s/l | 128 | 0.05 | 1.28688 | 1.28688 | 1.27628 | -1910.74 | 1170585.59 |
| 257 | 2008.07.24 18:00 | sell | 129 | 0.01 | 1.28980 | 1.29888 | 1.28408 | ||
| 258 | 2008.07.24 19:00 | sell | 130 | 0.01 | 1.29040 | 1.29888 | 1.28468 | ||
| 259 | 2008.07.24 21:00 | sell | 131 | 0.02 | 1.29050 | 1.29888 | 1.28478 | ||
| 260 | 2008.07.25 10:59 | t/p | 131 | 0.02 | 1.28478 | 1.29888 | 1.28478 | 895.86 | 1171481.45 |
| 261 | 2008.07.25 10:59 | t/p | 130 | 0.01 | 1.28468 | 1.29888 | 1.28468 | 447.92 | 1171929.37 |
| 262 | 2008.07.25 11:10 | t/p | 129 | 0.01 | 1.28408 | 1.29888 | 1.28408 | 447.93 | 1172377.30 |
| 263 | 2008.07.25 12:00 | sell | 132 | 0.01 | 1.28450 | 1.29888 | 1.27878 | ||
| 264 | 2008.07.25 13:00 | sell | 133 | 0.02 | 1.28560 | 1.29888 | 1.27988 | ||
| 265 | 2008.07.25 15:00 | sell | 134 | 0.01 | 1.28510 | 1.29888 | 1.27938 | ||
| 266 | 2008.07.25 16:00 | sell | 135 | 0.07 | 1.28690 | 1.29888 | 1.28118 | ||
| 267 | 2008.07.25 17:00 | sell | 136 | 0.10 | 1.28750 | 1.29888 | 1.28178 | ||
| 268 | 2008.07.25 22:01 | sell | 137 | 0.03 | 1.28600 | 1.29888 | 1.28028 | ||
| 269 | 2008.07.29 23:00 | sell | 138 | 0.05 | 1.28670 | 1.29888 | 1.28098 | ||
| 270 | 2008.07.30 02:00 | sell | 139 | 0.20 | 1.28870 | 1.29888 | 1.28298 | ||
| 271 | 2008.07.30 16:34 | t/p | 139 | 0.20 | 1.28298 | 1.29888 | 1.28298 | 8958.55 | 1181335.85 |
| 272 | 2008.07.31 17:30 | t/p | 136 | 0.10 | 1.28178 | 1.29888 | 1.28178 | 4479.28 | 1185815.13 |
| 273 | 2008.07.31 17:32 | t/p | 135 | 0.07 | 1.28118 | 1.29888 | 1.28118 | 3135.49 | 1188950.62 |
| 274 | 2008.07.31 17:32 | t/p | 138 | 0.05 | 1.28098 | 1.29888 | 1.28098 | 2239.64 | 1191190.26 |
| 275 | 2008.07.31 20:01 | t/p | 137 | 0.03 | 1.28028 | 1.29888 | 1.28028 | 1343.78 | 1192534.04 |
| 276 | 2008.07.31 20:02 | t/p | 133 | 0.02 | 1.27988 | 1.29888 | 1.27988 | 895.85 | 1193429.89 |
| 277 | 2008.08.01 21:02 | t/p | 134 | 0.01 | 1.27938 | 1.29888 | 1.27938 | 447.93 | 1193877.82 |
| 278 | 2008.08.01 21:02 | t/p | 132 | 0.01 | 1.27878 | 1.29888 | 1.27878 | 447.93 | 1194325.75 |
| 279 | 2008.08.01 21:02 | sell | 140 | 0.01 | 1.27840 | 1.29888 | 1.27398 | ||
| 280 | 2008.08.04 06:00 | sell | 141 | 0.01 | 1.27910 | 1.29888 | 1.27338 | ||
| 281 | 2008.08.04 16:15 | t/p | 140 | 0.01 | 1.27398 | 1.29888 | 1.27398 | 346.13 | 1194671.88 |
| 282 | 2008.08.04 16:17 | t/p | 141 | 0.01 | 1.27338 | 1.29888 | 1.27338 | 447.93 | 1195119.81 |
| 283 | 2008.08.04 17:00 | sell | 142 | 0.01 | 1.27310 | 1.29888 | 1.26738 | ||
| 284 | 2008.08.04 18:00 | sell | 143 | 0.01 | 1.27400 | 1.29888 | 1.26828 | ||
| 285 | 2008.08.05 01:01 | sell | 144 | 0.02 | 1.27510 | 1.29888 | 1.26938 | ||
| 286 | 2008.08.05 08:46 | t/p | 144 | 0.02 | 1.26938 | 1.29888 | 1.26938 | 895.85 | 1196015.66 |
| 287 | 2008.08.05 11:51 | t/p | 143 | 0.01 | 1.26828 | 1.29888 | 1.26828 | 447.93 | 1196463.59 |
| 288 | 2008.08.05 12:42 | t/p | 142 | 0.01 | 1.26738 | 1.29888 | 1.26738 | 447.93 | 1196911.52 |
| 289 | 2008.08.05 13:00 | sell | 145 | 0.01 | 1.26800 | 1.29888 | 1.26228 | ||
| 290 | 2008.08.05 16:52 | t/p | 145 | 0.01 | 1.26228 | 1.29888 | 1.26228 | 447.93 | 1197359.45 |
| 291 | 2008.08.05 17:00 | sell | 146 | 0.01 | 1.26300 | 1.29888 | 1.25728 | ||
| 292 | 2008.08.08 00:00 | sell | 147 | 0.03 | 1.26750 | 1.29888 | 1.26178 | ||
| 293 | 2008.08.08 01:00 | sell | 148 | 0.05 | 1.26850 | 1.29888 | 1.26278 | ||
| 294 | 2008.08.08 12:00 | sell | 149 | 0.07 | 1.27010 | 1.29888 | 1.26438 | ||
| 295 | 2008.08.08 16:59 | t/p | 149 | 0.07 | 1.26438 | 1.29888 | 1.26438 | 3135.50 | 1200494.95 |
| 296 | 2008.08.08 17:41 | t/p | 148 | 0.05 | 1.26278 | 1.29888 | 1.26278 | 2239.63 | 1202734.58 |
| 297 | 2008.08.08 18:00 | sell | 150 | 0.01 | 1.26420 | 1.29888 | 1.25848 | ||
| 298 | 2008.08.08 18:47 | t/p | 147 | 0.03 | 1.26178 | 1.29888 | 1.26178 | 1343.78 | 1204078.36 |
| 299 | 2008.08.12 03:33 | t/p | 150 | 0.01 | 1.25848 | 1.29888 | 1.25848 | 447.93 | 1204526.29 |
| 300 | 2008.08.12 04:26 | t/p | 146 | 0.01 | 1.25728 | 1.29888 | 1.25728 | 447.93 | 1204974.22 |