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 |
2851 | 2012.05.23 21:00 | sell | 1428 | 0.79 | 1.29804 | 1.30671 | 1.29382 | |
2852 | 2012.05.23 22:00 | sell | 1429 | 0.37 | 1.29767 | 1.30671 | 1.29345 | |
2853 | 2012.05.24 23:11 | t/p | 1428 | 0.79 | 1.29382 | 1.30671 | 1.29382 | 26106.65 | 4143766.84 |
2854 | 2012.05.25 01:00 | sell | 1430 | 0.05 | 1.29442 | 1.30671 | 1.29020 | |
2855 | 2012.05.25 01:23 | t/p | 1429 | 0.37 | 1.29345 | 1.30671 | 1.29345 | 12227.17 | 4155994.01 |
2856 | 2012.05.25 01:24 | t/p | 1427 | 0.40 | 1.29322 | 1.30671 | 1.29322 | 13218.56 | 4169212.57 |
2857 | 2012.05.25 02:00 | sell | 1431 | 0.03 | 1.29387 | 1.30671 | 1.28965 | |
2858 | 2012.05.29 20:01 | t/p | 1430 | 0.05 | 1.29020 | 1.30671 | 1.29020 | 1652.32 | 4170864.89 |
2859 | 2012.05.29 22:24 | t/p | 1431 | 0.03 | 1.28965 | 1.30671 | 1.28965 | 991.39 | 4171856.28 |
2860 | 2012.05.30 02:58 | t/p | 1425 | 0.02 | 1.28900 | 1.30671 | 1.28900 | 660.93 | 4172517.21 |
2861 | 2012.05.30 02:58 | t/p | 1426 | 0.01 | 1.28890 | 1.30671 | 1.28890 | 330.46 | 4172847.67 |
2862 | 2012.05.30 03:30 | t/p | 1424 | 0.01 | 1.28803 | 1.30671 | 1.28803 | 330.47 | 4173178.14 |
2863 | 2012.07.18 23:00 | sell | 1432 | 0.01 | 1.29413 | 1.30110 | 1.28991 | |
2864 | 2012.07.19 00:00 | sell | 1433 | 0.01 | 1.29446 | 1.30110 | 1.29024 | |
2865 | 2012.07.19 02:00 | sell | 1434 | 0.02 | 1.29463 | 1.30110 | 1.29041 | |
2866 | 2012.07.20 00:00 | sell | 1435 | 0.40 | 1.29648 | 1.30110 | 1.29226 | |
2867 | 2012.07.20 05:00 | sell | 1436 | 0.20 | 1.29615 | 1.30110 | 1.29193 | |
2868 | 2012.07.20 06:00 | sell | 1437 | 0.10 | 1.29560 | 1.30110 | 1.29138 | |
2869 | 2012.07.23 00:00 | sell | 1438 | 0.86 | 1.29718 | 1.30110 | 1.29296 | |
2870 | 2012.07.23 09:58 | s/l | 1432 | 0.01 | 1.30110 | 1.30110 | 1.28991 | -545.81 | 4172632.33 |
2871 | 2012.07.23 09:58 | s/l | 1433 | 0.01 | 1.30110 | 1.30110 | 1.29024 | -519.97 | 4172112.36 |
2872 | 2012.07.23 09:58 | s/l | 1434 | 0.02 | 1.30110 | 1.30110 | 1.29041 | -1013.32 | 4171099.04 |
2873 | 2012.07.23 09:58 | s/l | 1435 | 0.40 | 1.30110 | 1.30110 | 1.29226 | -14471.51 | 4156627.53 |
2874 | 2012.07.23 09:58 | s/l | 1436 | 0.20 | 1.30110 | 1.30110 | 1.29193 | -7752.59 | 4148874.94 |
2875 | 2012.07.23 09:58 | s/l | 1437 | 0.10 | 1.30110 | 1.30110 | 1.29138 | -4307.00 | 4144567.94 |
2876 | 2012.07.23 09:58 | s/l | 1438 | 0.86 | 1.30110 | 1.30110 | 1.29296 | -26399.53 | 4118168.41 |
2877 | 2012.07.24 03:00 | sell | 1439 | 0.01 | 1.29996 | 1.30493 | 1.29424 | |
2878 | 2012.07.24 04:00 | sell | 1440 | 0.02 | 1.30036 | 1.30493 | 1.29464 | |
2879 | 2012.07.24 05:00 | sell | 1441 | 0.01 | 1.30019 | 1.30493 | 1.29447 | |
2880 | 2012.07.25 00:50 | s/l | 1439 | 0.01 | 1.30493 | 1.30493 | 1.29424 | -389.19 | 4117779.22 |
2881 | 2012.07.25 00:50 | s/l | 1440 | 0.02 | 1.30493 | 1.30493 | 1.29464 | -715.75 | 4117063.47 |
2882 | 2012.07.25 00:50 | s/l | 1441 | 0.01 | 1.30493 | 1.30493 | 1.29447 | -371.18 | 4116692.29 |
2883 | 2012.07.25 21:00 | sell | 1442 | 0.01 | 1.30561 | 1.30990 | 1.29989 | |
2884 | 2012.07.26 14:38 | t/p | 1442 | 0.01 | 1.29989 | 1.30990 | 1.29989 | 447.92 | 4117140.21 |
2885 | 2012.07.26 15:00 | sell | 1443 | 0.01 | 1.29986 | 1.30990 | 1.29564 | |
2886 | 2012.07.26 20:00 | t/p | 1443 | 0.01 | 1.29564 | 1.30990 | 1.29564 | 330.47 | 4117470.68 |
2887 | 2012.07.26 20:00 | sell | 1444 | 0.01 | 1.29513 | 1.30990 | 1.29164 | |
2888 | 2012.07.27 00:00 | sell | 1445 | 0.05 | 1.29736 | 1.30990 | 1.29314 | |
2889 | 2012.07.27 01:00 | sell | 1446 | 0.10 | 1.29841 | 1.30990 | 1.29419 | |
2890 | 2012.07.27 05:00 | sell | 1447 | 0.07 | 1.29800 | 1.30990 | 1.29378 | |
2891 | 2012.07.27 12:00 | sell | 1448 | 0.02 | 1.29650 | 1.30990 | 1.29228 | |
2892 | 2012.07.27 13:00 | sell | 1449 | 0.01 | 1.29581 | 1.30990 | 1.29159 | |
2893 | 2012.07.27 14:10 | t/p | 1446 | 0.10 | 1.29419 | 1.30990 | 1.29419 | 3304.64 | 4120775.32 |
2894 | 2012.07.27 14:25 | t/p | 1447 | 0.07 | 1.29378 | 1.30990 | 1.29378 | 2313.24 | 4123088.56 |
2895 | 2012.07.27 14:34 | t/p | 1445 | 0.05 | 1.29314 | 1.30990 | 1.29314 | 1652.32 | 4124740.88 |
2896 | 2012.07.27 17:00 | t/p | 1448 | 0.02 | 1.29228 | 1.30990 | 1.29228 | 660.93 | 4125401.81 |
2897 | 2012.07.27 17:27 | t/p | 1444 | 0.01 | 1.29164 | 1.30990 | 1.29164 | 273.30 | 4125675.11 |
2898 | 2012.07.27 17:27 | t/p | 1449 | 0.01 | 1.29159 | 1.30990 | 1.29159 | 330.47 | 4126005.58 |
2899 | 2012.07.31 18:00 | sell | 1450 | 0.01 | 1.29636 | 1.30990 | 1.29214 | |
2900 | 2012.07.31 20:00 | sell | 1451 | 0.02 | 1.29740 | 1.30990 | 1.29318 | |
2901 | 2012.08.01 02:49 | t/p | 1451 | 0.02 | 1.29318 | 1.30990 | 1.29318 | 660.92 | 4126666.50 |
2902 | 2012.08.01 20:16 | t/p | 1450 | 0.01 | 1.29214 | 1.30990 | 1.29214 | 330.47 | 4126996.97 |
2903 | 2012.08.10 00:00 | sell | 1452 | 0.01 | 1.30146 | 1.30639 | 1.29724 | |
2904 | 2012.08.14 00:45 | t/p | 1452 | 0.01 | 1.29724 | 1.30639 | 1.29724 | 330.46 | 4127327.43 |
2905 | 2012.08.14 02:00 | sell | 1453 | 0.01 | 1.29791 | 1.30639 | 1.29369 | |
2906 | 2012.08.15 04:00 | sell | 1454 | 0.28 | 1.30046 | 1.30639 | 1.29624 | |
2907 | 2012.08.15 06:00 | sell | 1455 | 0.20 | 1.30041 | 1.30639 | 1.29619 | |
2908 | 2012.08.15 11:00 | sell | 1456 | 0.14 | 1.30014 | 1.30639 | 1.29592 | |
2909 | 2012.08.15 13:00 | sell | 1457 | 0.07 | 1.29960 | 1.30639 | 1.29538 | |
2910 | 2012.08.15 15:00 | sell | 1458 | 0.40 | 1.30074 | 1.30639 | 1.29652 | |
2911 | 2012.08.16 01:00 | sell | 1459 | 0.10 | 1.29968 | 1.30639 | 1.29546 | |
2912 | 2012.08.16 04:00 | sell | 1460 | 0.02 | 1.29860 | 1.30639 | 1.29438 | |
2913 | 2012.08.16 06:00 | sell | 1461 | 0.03 | 1.29891 | 1.30639 | 1.29469 | |
2914 | 2012.08.16 11:00 | sell | 1462 | 0.05 | 1.29932 | 1.30639 | 1.29510 | |
2915 | 2012.08.16 13:00 | sell | 1463 | 0.01 | 1.29841 | 1.30639 | 1.29419 | |
2916 | 2012.08.16 15:10 | t/p | 1458 | 0.40 | 1.29652 | 1.30639 | 1.29652 | 13218.56 | 4140545.99 |
2917 | 2012.08.16 16:59 | t/p | 1454 | 0.28 | 1.29624 | 1.30639 | 1.29624 | 9252.99 | 4149798.98 |
2918 | 2012.08.16 16:59 | t/p | 1455 | 0.20 | 1.29619 | 1.30639 | 1.29619 | 6609.28 | 4156408.26 |
2919 | 2012.08.16 17:04 | t/p | 1456 | 0.14 | 1.29592 | 1.30639 | 1.29592 | 4626.50 | 4161034.76 |
2920 | 2012.08.16 23:09 | t/p | 1459 | 0.10 | 1.29546 | 1.30639 | 1.29546 | 3304.64 | 4164339.40 |
2921 | 2012.08.16 23:10 | t/p | 1457 | 0.07 | 1.29538 | 1.30639 | 1.29538 | 2313.24 | 4166652.64 |
2922 | 2012.08.16 23:10 | t/p | 1462 | 0.05 | 1.29510 | 1.30639 | 1.29510 | 1652.32 | 4168304.96 |
2923 | 2012.08.17 03:01 | t/p | 1461 | 0.03 | 1.29469 | 1.30639 | 1.29469 | 991.39 | 4169296.35 |
2924 | 2012.08.17 04:00 | t/p | 1460 | 0.02 | 1.29438 | 1.30639 | 1.29438 | 660.92 | 4169957.27 |
2925 | 2012.08.17 04:25 | t/p | 1463 | 0.01 | 1.29419 | 1.30639 | 1.29419 | 330.47 | 4170287.74 |
2926 | 2012.08.17 06:42 | t/p | 1453 | 0.01 | 1.29369 | 1.30639 | 1.29369 | 330.46 | 4170618.20 |
2927 | 2012.09.13 14:00 | sell | 1464 | 0.01 | 1.26866 | 1.30694 | 1.26294 | |
2928 | 2012.09.13 20:00 | sell | 1465 | 0.01 | 1.26997 | 1.30694 | 1.26425 | |
2929 | 2012.09.18 06:24 | t/p | 1465 | 0.01 | 1.26425 | 1.30694 | 1.26425 | 447.93 | 4171066.13 |
2930 | 2012.09.18 09:05 | t/p | 1464 | 0.01 | 1.26294 | 1.30694 | 1.26294 | 447.93 | 4171514.06 |
2931 | 2012.09.18 09:05 | sell | 1466 | 0.01 | 1.26261 | 1.30168 | 1.25768 | |
2932 | 2012.09.20 18:39 | t/p | 1466 | 0.01 | 1.25768 | 1.30168 | 1.25768 | 386.07 | 4171900.13 |
2933 | 2012.09.20 19:00 | sell | 1467 | 0.01 | 1.25809 | 1.29637 | 1.25237 | |
2934 | 2012.09.20 21:00 | sell | 1468 | 0.01 | 1.25946 | 1.29637 | 1.25374 | |
2935 | 2012.09.25 10:00 | sell | 1469 | 0.05 | 1.26364 | 1.29637 | 1.25792 | |
2936 | 2012.09.25 14:00 | sell | 1470 | 0.07 | 1.26495 | 1.29637 | 1.25923 | |
2937 | 2012.09.25 17:00 | sell | 1471 | 0.03 | 1.26211 | 1.29637 | 1.25639 | |
2938 | 2012.09.25 19:00 | sell | 1472 | 0.02 | 1.26183 | 1.29637 | 1.25611 | |
2939 | 2012.09.26 17:39 | t/p | 1470 | 0.07 | 1.25923 | 1.29637 | 1.25923 | 3135.50 | 4175035.63 |
2940 | 2012.09.26 18:23 | t/p | 1469 | 0.05 | 1.25792 | 1.29637 | 1.25792 | 2239.63 | 4177275.26 |
2941 | 2012.09.26 20:21 | t/p | 1471 | 0.03 | 1.25639 | 1.29637 | 1.25639 | 1343.79 | 4178619.05 |
2942 | 2012.09.26 20:45 | t/p | 1472 | 0.02 | 1.25611 | 1.29637 | 1.25611 | 895.85 | 4179514.90 |
2943 | 2012.09.28 03:44 | t/p | 1468 | 0.01 | 1.25374 | 1.29637 | 1.25374 | 447.92 | 4179962.82 |
2944 | 2012.09.28 04:02 | t/p | 1467 | 0.01 | 1.25237 | 1.29637 | 1.25237 | 447.93 | 4180410.75 |
2945 | 2012.09.28 04:02 | sell | 1473 | 0.01 | 1.25198 | 1.29071 | 1.24671 | |
2946 | 2012.09.28 09:00 | sell | 1474 | 0.01 | 1.25395 | 1.29071 | 1.24823 | |
2947 | 2012.10.01 03:28 | t/p | 1474 | 0.01 | 1.24823 | 1.29071 | 1.24823 | 447.93 | 4180858.68 |
2948 | 2012.10.02 06:30 | t/p | 1473 | 0.01 | 1.24671 | 1.29071 | 1.24671 | 412.69 | 4181271.37 |
2949 | 2012.10.02 08:00 | sell | 1475 | 0.01 | 1.24259 | 1.28087 | 1.23687 | |
2950 | 2012.10.04 06:00 | sell | 1476 | 0.01 | 1.24411 | 1.28087 | 1.23839 | |
2951 | 2012.10.04 23:00 | sell | 1477 | 0.02 | 1.24516 | 1.28087 | 1.23944 | |
2952 | 2012.11.02 14:00 | close | 1475 | 0.01 | 1.25541 | 1.28087 | 1.23687 | -1003.92 | 4180267.45 |
2953 | 2012.11.02 14:00 | close | 1476 | 0.01 | 1.25541 | 1.28087 | 1.23839 | -884.89 | 4179382.56 |
2954 | 2012.11.02 14:00 | close | 1477 | 0.02 | 1.25541 | 1.28087 | 1.23944 | -1605.33 | 4177777.23 |
2955 | 2013.01.24 14:00 | sell | 1478 | 0.01 | 1.24666 | 1.27506 | 1.24094 | |
2956 | 2013.01.31 16:57 | t/p | 1478 | 0.01 | 1.24094 | 1.27506 | 1.24094 | 447.93 | 4178225.16 |
2957 | 2013.01.31 17:00 | sell | 1479 | 0.01 | 1.24070 | 1.27198 | 1.23498 | |
2958 | 2013.01.31 18:00 | sell | 1480 | 0.01 | 1.24224 | 1.27198 | 1.23652 | |
2959 | 2013.01.31 19:00 | close | 1479 | 0.01 | 1.24234 | 1.27198 | 1.23498 | -128.42 | 4178096.74 |
2960 | 2013.01.31 19:00 | close | 1480 | 0.01 | 1.24234 | 1.27198 | 1.23652 | -7.83 | 4178088.91 |
2961 | 2013.01.31 19:00 | sell | 1481 | 0.01 | 1.24206 | 1.27198 | 1.23634 | |
2962 | 2013.02.01 02:00 | t/p | 1481 | 0.01 | 1.23634 | 1.27198 | 1.23634 | 447.93 | 4178536.84 |
2963 | 2013.02.01 03:00 | sell | 1482 | 0.01 | 1.23685 | 1.27198 | 1.23113 | |
2964 | 2013.02.01 14:45 | t/p | 1482 | 0.01 | 1.23113 | 1.27198 | 1.23113 | 447.93 | 4178984.77 |
2965 | 2013.02.04 00:00 | sell | 1483 | 0.01 | 1.23007 | 1.26835 | 1.22435 | |
2966 | 2013.02.04 01:00 | sell | 1484 | 0.01 | 1.23158 | 1.26835 | 1.22586 | |
2967 | 2013.02.05 10:00 | sell | 1485 | 0.02 | 1.23329 | 1.26835 | 1.22757 | |
2968 | 2013.02.06 01:00 | t/p | 1485 | 0.02 | 1.22757 | 1.26835 | 1.22757 | 895.85 | 4179880.62 |
2969 | 2013.02.06 01:42 | t/p | 1484 | 0.01 | 1.22586 | 1.26835 | 1.22586 | 447.93 | 4180328.55 |
2970 | 2013.02.06 03:00 | t/p | 1483 | 0.01 | 1.22435 | 1.26835 | 1.22435 | 447.93 | 4180776.48 |
2971 | 2013.02.06 03:00 | sell | 1486 | 0.01 | 1.22357 | 1.26185 | 1.21785 | |
2972 | 2013.02.06 05:00 | sell | 1487 | 0.01 | 1.22504 | 1.26185 | 1.21932 | |
2973 | 2013.02.06 07:00 | sell | 1488 | 0.02 | 1.22622 | 1.26185 | 1.22050 | |
2974 | 2013.02.07 23:00 | sell | 1489 | 0.14 | 1.23358 | 1.26185 | 1.22786 | |
2975 | 2013.02.08 02:00 | sell | 1490 | 0.10 | 1.23152 | 1.26185 | 1.22580 | |
2976 | 2013.02.08 03:00 | sell | 1491 | 0.07 | 1.23085 | 1.26185 | 1.22513 | |
2977 | 2013.02.11 10:00 | sell | 1492 | 0.20 | 1.23436 | 1.26185 | 1.22864 | |
2978 | 2013.02.11 17:00 | sell | 1493 | 0.05 | 1.22993 | 1.26185 | 1.22421 | |
2979 | 2013.02.11 17:30 | t/p | 1492 | 0.20 | 1.22864 | 1.26185 | 1.22864 | 8958.54 | 4189735.02 |
2980 | 2013.02.11 18:00 | sell | 1494 | 0.03 | 1.22826 | 1.26185 | 1.22254 | |
2981 | 2013.02.11 18:36 | t/p | 1489 | 0.14 | 1.22786 | 1.26185 | 1.22786 | 6270.99 | 4196006.01 |
2982 | 2013.02.12 04:00 | t/p | 1490 | 0.10 | 1.22580 | 1.26185 | 1.22580 | 4479.28 | 4200485.29 |
2983 | 2013.02.12 16:36 | t/p | 1491 | 0.07 | 1.22513 | 1.26185 | 1.22513 | 3135.49 | 4203620.78 |
2984 | 2013.02.12 17:18 | t/p | 1493 | 0.05 | 1.22421 | 1.26185 | 1.22421 | 2239.64 | 4205860.42 |
2985 | 2013.02.14 01:11 | t/p | 1494 | 0.03 | 1.22254 | 1.26185 | 1.22254 | 1343.79 | 4207204.21 |
2986 | 2013.02.14 01:18 | t/p | 1488 | 0.02 | 1.22050 | 1.26185 | 1.22050 | 895.85 | 4208100.06 |
2987 | 2013.02.14 09:25 | t/p | 1487 | 0.01 | 1.21932 | 1.26185 | 1.21932 | 447.93 | 4208547.99 |
2988 | 2013.02.14 09:28 | t/p | 1486 | 0.01 | 1.21785 | 1.26185 | 1.21785 | 447.92 | 4208995.91 |
2989 | 2013.02.14 10:00 | sell | 1495 | 0.01 | 1.21756 | 1.25584 | 1.21184 | |
2990 | 2013.02.14 12:00 | sell | 1496 | 0.01 | 1.21918 | 1.25584 | 1.21346 | |
2991 | 2013.02.19 19:00 | sell | 1497 | 0.02 | 1.22035 | 1.25584 | 1.21463 | |
2992 | 2013.02.19 22:00 | sell | 1498 | 0.03 | 1.22223 | 1.25584 | 1.21651 | |
2993 | 2013.03.13 21:06 | s/l | 1495 | 0.01 | 1.25584 | 1.25584 | 1.21184 | -2997.66 | 4205998.25 |
2994 | 2013.03.13 21:06 | s/l | 1496 | 0.01 | 1.25584 | 1.25584 | 1.21346 | -2870.80 | 4203127.45 |
2995 | 2013.03.13 21:06 | s/l | 1497 | 0.02 | 1.25584 | 1.25584 | 1.21463 | -5558.37 | 4197569.08 |
2996 | 2013.03.13 21:06 | s/l | 1498 | 0.03 | 1.25584 | 1.25584 | 1.21651 | -7895.89 | 4189673.19 |
2997 | 2013.03.14 18:00 | sell | 1499 | 0.01 | 1.26346 | 1.27045 | 1.25924 | |
2998 | 2013.03.14 23:00 | sell | 1500 | 0.01 | 1.26375 | 1.27045 | 1.25953 | |
2999 | 2013.03.15 03:00 | sell | 1501 | 0.02 | 1.26393 | 1.27045 | 1.25971 | |
3000 | 2013.03.15 13:54 | t/p | 1501 | 0.02 | 1.25971 | 1.27045 | 1.25971 | 660.93 | 4190334.12 |