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 |
3001 | 2013.03.15 13:55 | t/p | 1500 | 0.01 | 1.25953 | 1.27045 | 1.25953 | 330.47 | 4190664.59 |
3002 | 2013.03.15 13:58 | t/p | 1499 | 0.01 | 1.25924 | 1.27045 | 1.25924 | 330.46 | 4190995.05 |
3003 | 2013.03.20 21:00 | sell | 1502 | 0.01 | 1.26139 | 1.27045 | 1.25717 | |
3004 | 2013.03.20 22:00 | sell | 1503 | 0.01 | 1.26170 | 1.27045 | 1.25748 | |
3005 | 2013.03.20 22:45 | t/p | 1503 | 0.01 | 1.25748 | 1.27045 | 1.25748 | 330.47 | 4191325.52 |
3006 | 2013.03.20 22:45 | t/p | 1502 | 0.01 | 1.25717 | 1.27045 | 1.25717 | 330.46 | 4191655.98 |
3007 | 2013.04.25 18:00 | buy | 1504 | 0.01 | 1.21055 | 1.20481 | 1.21627 | |
3008 | 2013.04.25 23:00 | buy | 1505 | 0.01 | 1.21055 | 1.20481 | 1.21627 | |
3009 | 2013.04.26 01:00 | buy | 1506 | 0.04 | 1.20984 | 1.20481 | 1.21556 | |
3010 | 2013.04.26 03:00 | buy | 1507 | 0.02 | 1.21033 | 1.20481 | 1.21605 | |
3011 | 2013.04.26 08:00 | buy | 1508 | 0.02 | 1.21020 | 1.20481 | 1.21592 | |
3012 | 2013.04.30 07:00 | buy | 1509 | 0.06 | 1.20961 | 1.20308 | 1.21533 | |
3013 | 2013.05.02 23:05 | s/l | 1504 | 0.01 | 1.20481 | 1.20481 | 1.21627 | -449.33 | 4191206.65 |
3014 | 2013.05.02 23:05 | s/l | 1505 | 0.01 | 1.20481 | 1.20481 | 1.21627 | -449.33 | 4190757.32 |
3015 | 2013.05.02 23:05 | s/l | 1506 | 0.04 | 1.20481 | 1.20481 | 1.21556 | -1575.01 | 4189182.31 |
3016 | 2013.05.02 23:05 | s/l | 1507 | 0.02 | 1.20481 | 1.20481 | 1.21605 | -864.23 | 4188318.08 |
3017 | 2013.05.02 23:05 | s/l | 1508 | 0.02 | 1.20481 | 1.20481 | 1.21592 | -843.87 | 4187474.21 |
3018 | 2013.05.02 23:05 | s/l | 1509 | 0.06 | 1.20308 | 1.20308 | 1.21533 | -3067.05 | 4184407.16 |
3019 | 2013.05.06 23:00 | buy | 1510 | 0.01 | 1.20435 | 1.19911 | 1.21007 | |
3020 | 2013.05.07 01:00 | buy | 1511 | 0.03 | 1.20378 | 1.19911 | 1.20950 | |
3021 | 2013.05.07 02:00 | buy | 1512 | 0.04 | 1.20361 | 1.19911 | 1.20933 | |
3022 | 2013.05.07 06:30 | s/l | 1510 | 0.01 | 1.19911 | 1.19911 | 1.21007 | -410.19 | 4183996.97 |
3023 | 2013.05.07 06:30 | s/l | 1511 | 0.03 | 1.19911 | 1.19911 | 1.20950 | -1096.72 | 4182900.25 |
3024 | 2013.05.07 06:30 | s/l | 1512 | 0.04 | 1.19911 | 1.19911 | 1.20933 | -1409.06 | 4181491.19 |
3025 | 2013.05.07 13:00 | buy | 1513 | 0.01 | 1.20325 | 1.19350 | 1.20897 | |
3026 | 2013.05.08 03:12 | t/p | 1513 | 0.01 | 1.20897 | 1.19350 | 1.20897 | 447.77 | 4181938.96 |
3027 | 2013.05.10 00:00 | sell | 1514 | 0.01 | 1.20116 | 1.23944 | 1.19544 | |
3028 | 2013.05.23 17:41 | t/p | 1514 | 0.01 | 1.19544 | 1.23944 | 1.19544 | 447.93 | 4182386.89 |
3029 | 2013.05.29 00:00 | sell | 1515 | 0.01 | 1.18750 | 1.22578 | 1.18178 | |
3030 | 2013.05.31 05:00 | sell | 1516 | 0.05 | 1.19316 | 1.22578 | 1.18744 | |
3031 | 2013.05.31 09:00 | sell | 1517 | 0.02 | 1.19131 | 1.22578 | 1.18559 | |
3032 | 2013.06.03 18:00 | sell | 1518 | 1.52 | 1.20637 | 1.22578 | 1.20065 | |
3033 | 2013.06.05 03:30 | t/p | 1518 | 1.52 | 1.20065 | 1.22578 | 1.20065 | 68084.98 | 4250471.87 |
3034 | 2013.06.05 04:00 | sell | 1519 | 0.20 | 1.19859 | 1.22578 | 1.19287 | |
3035 | 2013.06.05 08:00 | sell | 1520 | 0.14 | 1.19647 | 1.22578 | 1.19075 | |
3036 | 2013.06.05 13:00 | sell | 1521 | 0.10 | 1.19570 | 1.22578 | 1.18998 | |
3037 | 2013.06.05 16:00 | sell | 1522 | 0.07 | 1.19435 | 1.22578 | 1.18863 | |
3038 | 2013.06.06 03:22 | t/p | 1519 | 0.20 | 1.19287 | 1.22578 | 1.19287 | 8958.55 | 4259430.42 |
3039 | 2013.06.06 06:00 | sell | 1523 | 0.03 | 1.19220 | 1.22578 | 1.18648 | |
3040 | 2013.06.07 05:17 | t/p | 1520 | 0.14 | 1.19075 | 1.22578 | 1.19075 | 6270.99 | 4265701.41 |
3041 | 2013.06.07 06:39 | t/p | 1521 | 0.10 | 1.18998 | 1.22578 | 1.18998 | 4479.27 | 4270180.68 |
3042 | 2013.06.10 10:00 | sell | 1524 | 0.28 | 1.19943 | 1.22578 | 1.19371 | |
3043 | 2013.06.10 11:00 | sell | 1525 | 0.20 | 1.19851 | 1.22578 | 1.19279 | |
3044 | 2013.06.10 12:00 | sell | 1526 | 0.14 | 1.19672 | 1.22578 | 1.19100 | |
3045 | 2013.06.10 14:00 | sell | 1527 | 0.10 | 1.19619 | 1.22578 | 1.19047 | |
3046 | 2013.06.11 06:08 | t/p | 1524 | 0.28 | 1.19371 | 1.22578 | 1.19371 | 12541.97 | 4282722.65 |
3047 | 2013.06.11 13:00 | buy | 1528 | 0.01 | 1.19875 | 1.17976 | 1.20447 | |
3048 | 2013.06.11 22:00 | buy | 1529 | 0.02 | 1.19775 | 1.17976 | 1.20347 | |
3049 | 2013.06.12 14:30 | t/p | 1525 | 0.20 | 1.19279 | 1.22578 | 1.19279 | 8958.55 | 4291681.20 |
3050 | 2013.06.12 20:07 | t/p | 1526 | 0.14 | 1.19100 | 1.22578 | 1.19100 | 6270.98 | 4297952.18 |
3051 | 2013.06.12 20:48 | t/p | 1527 | 0.10 | 1.19047 | 1.22578 | 1.19047 | 4479.28 | 4302431.46 |
3052 | 2013.06.12 22:48 | t/p | 1522 | 0.07 | 1.18863 | 1.22578 | 1.18863 | 3135.49 | 4305566.95 |
3053 | 2013.06.12 23:58 | t/p | 1516 | 0.05 | 1.18744 | 1.22578 | 1.18744 | 2239.64 | 4307806.59 |
3054 | 2013.06.12 23:59 | t/p | 1523 | 0.03 | 1.18648 | 1.22578 | 1.18648 | 1343.78 | 4309150.37 |
3055 | 2013.06.13 00:00 | t/p | 1517 | 0.02 | 1.18559 | 1.22578 | 1.18559 | 895.86 | 4310046.23 |
3056 | 2013.06.13 05:00 | buy | 1530 | 0.10 | 1.19369 | 1.17976 | 1.19941 | |
3057 | 2013.06.13 06:00 | buy | 1531 | 0.08 | 1.19407 | 1.17976 | 1.19979 | |
3058 | 2013.06.13 11:00 | buy | 1532 | 0.06 | 1.19473 | 1.17976 | 1.20045 | |
3059 | 2013.06.13 14:00 | buy | 1533 | 0.02 | 1.19671 | 1.17976 | 1.20243 | |
3060 | 2013.06.13 16:00 | buy | 1534 | 0.01 | 1.19785 | 1.17976 | 1.20357 | |
3061 | 2013.06.13 18:00 | buy | 1535 | 0.03 | 1.19633 | 1.17976 | 1.20205 | |
3062 | 2013.06.14 20:00 | buy | 1536 | 0.39 | 1.19052 | 1.17976 | 1.19624 | |
3063 | 2013.06.17 08:00 | buy | 1537 | 0.51 | 1.18999 | 1.17976 | 1.19571 | |
3064 | 2013.06.18 00:00 | buy | 1538 | 0.13 | 1.19322 | 1.17976 | 1.19894 | |
3065 | 2013.06.18 02:00 | buy | 1539 | 0.04 | 1.19528 | 1.17976 | 1.20100 | |
3066 | 2013.06.19 05:00 | buy | 1540 | 0.20 | 1.18722 | 1.17976 | 1.19294 | |
3067 | 2013.06.19 20:27 | t/p | 1515 | 0.01 | 1.18178 | 1.22578 | 1.18178 | 447.93 | 4310494.16 |
3068 | 2013.06.19 21:55 | s/l | 1528 | 0.01 | 1.17976 | 1.17976 | 1.20447 | -1486.56 | 4309007.60 |
3069 | 2013.06.19 21:55 | s/l | 1529 | 0.02 | 1.17976 | 1.17976 | 1.20347 | -2816.55 | 4306191.05 |
3070 | 2013.06.19 21:55 | s/l | 1530 | 0.10 | 1.17976 | 1.17976 | 1.19941 | -10904.54 | 4295286.51 |
3071 | 2013.06.19 21:55 | s/l | 1531 | 0.08 | 1.17976 | 1.17976 | 1.19979 | -8961.61 | 4286324.90 |
3072 | 2013.06.19 21:55 | s/l | 1532 | 0.06 | 1.17976 | 1.17976 | 1.20045 | -7031.19 | 4279293.71 |
3073 | 2013.06.19 21:55 | s/l | 1533 | 0.02 | 1.17976 | 1.17976 | 1.20243 | -2653.72 | 4276639.99 |
3074 | 2013.06.19 21:55 | s/l | 1534 | 0.01 | 1.17976 | 1.17976 | 1.20357 | -1416.11 | 4275223.88 |
3075 | 2013.06.19 21:55 | s/l | 1535 | 0.03 | 1.17976 | 1.17976 | 1.20205 | -3891.35 | 4271332.53 |
3076 | 2013.06.19 21:55 | s/l | 1536 | 0.39 | 1.17976 | 1.17976 | 1.19624 | -32849.84 | 4238482.69 |
3077 | 2013.06.19 21:55 | s/l | 1537 | 0.51 | 1.17976 | 1.17976 | 1.19571 | -40841.55 | 4197641.14 |
3078 | 2013.06.19 21:55 | s/l | 1538 | 0.13 | 1.17976 | 1.17976 | 1.19894 | -13697.61 | 4183943.53 |
3079 | 2013.06.19 21:55 | s/l | 1539 | 0.04 | 1.17976 | 1.17976 | 1.20100 | -4859.68 | 4179083.85 |
3080 | 2013.06.19 21:55 | s/l | 1540 | 0.20 | 1.17976 | 1.17976 | 1.19294 | -11679.53 | 4167404.32 |
3081 | 2013.06.20 12:00 | buy | 1541 | 0.01 | 1.18222 | 1.17270 | 1.18794 | |
3082 | 2013.06.20 16:57 | t/p | 1541 | 0.01 | 1.18794 | 1.17270 | 1.18794 | 447.77 | 4167852.09 |
3083 | 2013.06.20 18:00 | buy | 1542 | 0.01 | 1.18926 | 1.17270 | 1.19498 | |
3084 | 2013.06.20 19:00 | buy | 1543 | 0.02 | 1.18775 | 1.17270 | 1.19347 | |
3085 | 2013.06.20 20:00 | buy | 1544 | 0.01 | 1.18892 | 1.17270 | 1.19464 | |
3086 | 2013.06.20 21:00 | buy | 1545 | 0.02 | 1.18841 | 1.17270 | 1.19413 | |
3087 | 2013.06.20 22:00 | buy | 1546 | 0.04 | 1.18667 | 1.17270 | 1.19239 | |
3088 | 2013.06.20 23:00 | buy | 1547 | 0.08 | 1.18550 | 1.17270 | 1.19122 | |
3089 | 2013.06.21 06:00 | buy | 1548 | 0.06 | 1.18585 | 1.17270 | 1.19157 | |
3090 | 2013.06.21 09:00 | buy | 1549 | 0.03 | 1.18732 | 1.17270 | 1.19304 | |
3091 | 2013.06.21 16:26 | t/p | 1547 | 0.08 | 1.19122 | 1.17270 | 1.19122 | 3582.14 | 4171434.23 |
3092 | 2013.06.21 16:29 | t/p | 1548 | 0.06 | 1.19157 | 1.17270 | 1.19157 | 2686.61 | 4174120.84 |
3093 | 2013.06.21 17:25 | t/p | 1546 | 0.04 | 1.19239 | 1.17270 | 1.19239 | 1791.07 | 4175911.91 |
3094 | 2013.06.21 17:40 | t/p | 1549 | 0.03 | 1.19304 | 1.17270 | 1.19304 | 1343.30 | 4177255.21 |
3095 | 2013.06.24 16:43 | t/p | 1543 | 0.02 | 1.19347 | 1.17270 | 1.19347 | 895.53 | 4178150.74 |
3096 | 2013.06.24 16:48 | t/p | 1545 | 0.02 | 1.19413 | 1.17270 | 1.19413 | 895.53 | 4179046.27 |
3097 | 2013.06.24 16:48 | t/p | 1544 | 0.01 | 1.19464 | 1.17270 | 1.19464 | 447.76 | 4179494.03 |
3098 | 2013.06.24 16:49 | t/p | 1542 | 0.01 | 1.19498 | 1.17270 | 1.19498 | 447.77 | 4179941.80 |
3099 | 2013.06.24 18:00 | buy | 1550 | 0.01 | 1.19532 | 1.17270 | 1.20104 | |
3100 | 2013.06.24 21:00 | buy | 1551 | 0.02 | 1.19394 | 1.17270 | 1.19966 | |
3101 | 2013.06.24 22:00 | buy | 1552 | 0.01 | 1.19448 | 1.17270 | 1.20020 | |
3102 | 2013.06.25 00:00 | buy | 1553 | 0.02 | 1.19282 | 1.17270 | 1.19854 | |
3103 | 2013.06.27 08:00 | buy | 1554 | 0.03 | 1.19185 | 1.17270 | 1.19757 | |
3104 | 2013.06.27 18:00 | buy | 1555 | 0.04 | 1.19150 | 1.17270 | 1.19722 | |
3105 | 2013.07.01 08:00 | buy | 1556 | 0.86 | 1.18312 | 1.17270 | 1.18884 | |
3106 | 2013.07.01 14:00 | buy | 1557 | 0.61 | 1.18233 | 1.17270 | 1.18805 | |
3107 | 2013.07.03 10:04 | s/l | 1550 | 0.01 | 1.17270 | 1.17270 | 1.20104 | -1770.71 | 4178171.09 |
3108 | 2013.07.03 10:04 | s/l | 1551 | 0.02 | 1.17270 | 1.17270 | 1.19966 | -3325.37 | 4174845.72 |
3109 | 2013.07.03 10:04 | s/l | 1552 | 0.01 | 1.17270 | 1.17270 | 1.20020 | -1704.96 | 4173140.76 |
3110 | 2013.07.03 10:04 | s/l | 1553 | 0.02 | 1.17270 | 1.17270 | 1.19854 | -3150.02 | 4169990.74 |
3111 | 2013.07.03 10:04 | s/l | 1554 | 0.03 | 1.17270 | 1.17270 | 1.19757 | -4497.24 | 4165493.50 |
3112 | 2013.07.03 10:04 | s/l | 1555 | 0.04 | 1.17270 | 1.17270 | 1.19722 | -5886.74 | 4159606.76 |
3113 | 2013.07.03 10:04 | s/l | 1556 | 0.86 | 1.17270 | 1.17270 | 1.18884 | -70149.17 | 4089457.59 |
3114 | 2013.07.03 10:04 | s/l | 1557 | 0.61 | 1.17270 | 1.17270 | 1.18805 | -45984.61 | 4043472.98 |
3115 | 2013.07.04 06:00 | buy | 1558 | 0.01 | 1.17082 | 1.16310 | 1.17654 | |
3116 | 2013.07.04 09:00 | buy | 1559 | 0.02 | 1.17021 | 1.16310 | 1.17593 | |
3117 | 2013.07.04 11:00 | buy | 1560 | 0.02 | 1.17036 | 1.16310 | 1.17608 | |
3118 | 2013.07.05 07:00 | buy | 1561 | 0.06 | 1.16953 | 1.16310 | 1.17525 | |
3119 | 2013.07.05 09:00 | buy | 1562 | 0.04 | 1.16964 | 1.16310 | 1.17536 | |
3120 | 2013.07.05 16:24 | t/p | 1561 | 0.06 | 1.17525 | 1.16310 | 1.17525 | 2686.60 | 4046159.58 |
3121 | 2013.07.05 16:25 | t/p | 1562 | 0.04 | 1.17536 | 1.16310 | 1.17536 | 1791.06 | 4047950.64 |
3122 | 2013.07.05 16:28 | t/p | 1559 | 0.02 | 1.17593 | 1.16310 | 1.17593 | 895.53 | 4048846.17 |
3123 | 2013.07.05 16:28 | t/p | 1560 | 0.02 | 1.17608 | 1.16310 | 1.17608 | 895.54 | 4049741.71 |
3124 | 2013.07.05 16:29 | t/p | 1558 | 0.01 | 1.17654 | 1.16310 | 1.17654 | 447.77 | 4050189.48 |
3125 | 2013.07.05 18:00 | buy | 1563 | 0.01 | 1.17661 | 1.16310 | 1.18233 | |
3126 | 2013.07.05 20:00 | buy | 1564 | 0.01 | 1.17635 | 1.16310 | 1.18207 | |
3127 | 2013.07.05 22:00 | buy | 1565 | 0.04 | 1.17458 | 1.16310 | 1.18030 | |
3128 | 2013.07.08 00:00 | buy | 1566 | 0.06 | 1.17401 | 1.16310 | 1.17973 | |
3129 | 2013.07.09 02:00 | buy | 1567 | 0.30 | 1.17134 | 1.16310 | 1.17706 | |
3130 | 2013.07.09 22:00 | buy | 1568 | 1.12 | 1.16923 | 1.16291 | 1.17495 | |
3131 | 2013.07.09 23:00 | buy | 1569 | 0.06 | 1.16750 | 1.16291 | 1.17322 | |
3132 | 2013.07.10 11:03 | t/p | 1569 | 0.06 | 1.17322 | 1.16291 | 1.17322 | 2686.60 | 4052876.08 |
3133 | 2013.07.10 13:00 | buy | 1570 | 0.06 | 1.17198 | 1.16291 | 1.17770 | |
3134 | 2013.07.11 17:24 | t/p | 1568 | 1.12 | 1.17495 | 1.16291 | 1.17495 | 50149.94 | 4103026.02 |
3135 | 2013.07.11 18:00 | buy | 1571 | 0.10 | 1.17303 | 1.16186 | 1.17875 | |
3136 | 2013.07.11 19:00 | buy | 1572 | 0.08 | 1.17336 | 1.16186 | 1.17908 | |
3137 | 2013.07.11 20:00 | buy | 1573 | 0.13 | 1.17271 | 1.16186 | 1.17843 | |
3138 | 2013.07.11 21:00 | buy | 1574 | 0.51 | 1.17055 | 1.16186 | 1.17627 | |
3139 | 2013.07.11 22:00 | buy | 1575 | 0.23 | 1.17160 | 1.16186 | 1.17732 | |
3140 | 2013.07.12 12:09 | s/l | 1563 | 0.01 | 1.16310 | 1.16310 | 1.18233 | -1057.58 | 4101968.44 |
3141 | 2013.07.12 12:09 | s/l | 1564 | 0.01 | 1.16310 | 1.16310 | 1.18207 | -1037.22 | 4100931.22 |
3142 | 2013.07.12 12:09 | s/l | 1565 | 0.04 | 1.16310 | 1.16310 | 1.18030 | -3594.67 | 4097336.55 |
3143 | 2013.07.12 12:09 | s/l | 1566 | 0.06 | 1.16310 | 1.16310 | 1.17973 | -5124.27 | 4092212.28 |
3144 | 2013.07.12 12:09 | s/l | 1567 | 0.30 | 1.16310 | 1.16310 | 1.17706 | -19351.07 | 4072861.21 |
3145 | 2013.07.12 12:09 | s/l | 1570 | 0.06 | 1.16291 | 1.16291 | 1.17770 | -4260.05 | 4068601.16 |
3146 | 2013.07.12 12:34 | s/l | 1571 | 0.10 | 1.16186 | 1.16186 | 1.17875 | -8743.98 | 4059857.18 |
3147 | 2013.07.12 12:34 | s/l | 1572 | 0.08 | 1.16186 | 1.16186 | 1.17908 | -7201.85 | 4052655.33 |
3148 | 2013.07.12 12:34 | s/l | 1573 | 0.13 | 1.16186 | 1.16186 | 1.17843 | -11041.54 | 4041613.79 |
3149 | 2013.07.12 12:34 | s/l | 1574 | 0.51 | 1.16186 | 1.16186 | 1.17627 | -34693.35 | 4006920.44 |
3150 | 2013.07.12 12:34 | s/l | 1575 | 0.23 | 1.16186 | 1.16186 | 1.17732 | -17536.51 | 3989383.93 |