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 |
3151 | 2013.07.15 02:00 | buy | 1576 | 0.01 | 1.16474 | 1.15646 | 1.17046 | |
3152 | 2013.07.15 09:00 | buy | 1577 | 0.02 | 1.16441 | 1.15646 | 1.17013 | |
3153 | 2013.07.16 03:41 | t/p | 1577 | 0.02 | 1.17013 | 1.15646 | 1.17013 | 895.53 | 3990279.46 |
3154 | 2013.07.16 03:41 | t/p | 1576 | 0.01 | 1.17046 | 1.15646 | 1.17046 | 447.77 | 3990727.23 |
3155 | 2013.07.16 05:00 | buy | 1578 | 0.01 | 1.17265 | 1.15646 | 1.17837 | |
3156 | 2013.07.16 06:00 | buy | 1579 | 0.02 | 1.17079 | 1.15646 | 1.17651 | |
3157 | 2013.07.16 11:00 | buy | 1580 | 0.01 | 1.17186 | 1.15646 | 1.17758 | |
3158 | 2013.07.16 12:00 | buy | 1581 | 0.02 | 1.17134 | 1.15646 | 1.17706 | |
3159 | 2013.07.16 13:00 | buy | 1582 | 0.03 | 1.17061 | 1.15646 | 1.17633 | |
3160 | 2013.07.19 09:59 | s/l | 1578 | 0.01 | 1.15646 | 1.15646 | 1.17837 | -1267.36 | 3989459.87 |
3161 | 2013.07.19 09:59 | s/l | 1579 | 0.02 | 1.15646 | 1.15646 | 1.17651 | -2243.53 | 3987216.34 |
3162 | 2013.07.19 09:59 | s/l | 1580 | 0.01 | 1.15646 | 1.15646 | 1.17758 | -1205.52 | 3986010.82 |
3163 | 2013.07.19 09:59 | s/l | 1581 | 0.02 | 1.15646 | 1.15646 | 1.17706 | -2329.64 | 3983681.18 |
3164 | 2013.07.19 09:59 | s/l | 1582 | 0.03 | 1.15646 | 1.15646 | 1.17633 | -3323.02 | 3980358.16 |
3165 | 2013.07.22 01:00 | buy | 1583 | 0.01 | 1.16168 | 1.15217 | 1.16740 | |
3166 | 2013.07.22 03:00 | buy | 1584 | 0.04 | 1.16026 | 1.15217 | 1.16598 | |
3167 | 2013.07.22 04:00 | buy | 1585 | 0.01 | 1.16164 | 1.15217 | 1.16736 | |
3168 | 2013.07.23 17:00 | buy | 1586 | 0.02 | 1.16088 | 1.15217 | 1.16660 | |
3169 | 2013.07.23 19:00 | buy | 1587 | 0.02 | 1.16116 | 1.15217 | 1.16688 | |
3170 | 2013.07.24 23:00 | s/l | 1583 | 0.01 | 1.15217 | 1.15217 | 1.16740 | -744.45 | 3979613.71 |
3171 | 2013.07.24 23:00 | s/l | 1584 | 0.04 | 1.15217 | 1.15217 | 1.16598 | -2533.17 | 3977080.54 |
3172 | 2013.07.24 23:00 | s/l | 1585 | 0.01 | 1.15217 | 1.15217 | 1.16736 | -741.32 | 3976339.22 |
3173 | 2013.07.24 23:00 | s/l | 1586 | 0.02 | 1.15217 | 1.15217 | 1.16660 | -1363.65 | 3974975.57 |
3174 | 2013.07.24 23:00 | s/l | 1587 | 0.02 | 1.15217 | 1.15217 | 1.16688 | -1407.49 | 3973568.08 |
3175 | 2013.07.26 00:00 | buy | 1588 | 0.01 | 1.14557 | 1.13753 | 1.15129 | |
3176 | 2013.07.30 05:09 | s/l | 1588 | 0.01 | 1.13753 | 1.13753 | 1.15129 | -629.38 | 3972938.70 |
3177 | 2013.08.01 08:00 | buy | 1589 | 0.01 | 1.12691 | 1.11790 | 1.13263 | |
3178 | 2013.08.01 15:44 | t/p | 1589 | 0.01 | 1.13263 | 1.11790 | 1.13263 | 447.77 | 3973386.47 |
3179 | 2013.08.01 16:00 | buy | 1590 | 0.01 | 1.13230 | 1.11790 | 1.13802 | |
3180 | 2013.08.01 23:00 | buy | 1591 | 0.02 | 1.13090 | 1.11790 | 1.13662 | |
3181 | 2013.08.02 00:00 | buy | 1592 | 0.02 | 1.13159 | 1.11790 | 1.13731 | |
3182 | 2013.08.02 01:00 | buy | 1593 | 0.01 | 1.13178 | 1.11790 | 1.13750 | |
3183 | 2013.08.02 16:30 | t/p | 1591 | 0.02 | 1.13662 | 1.11790 | 1.13662 | 895.53 | 3974282.00 |
3184 | 2013.08.02 16:31 | t/p | 1592 | 0.02 | 1.13731 | 1.11790 | 1.13731 | 895.54 | 3975177.54 |
3185 | 2013.08.02 16:36 | t/p | 1593 | 0.01 | 1.13750 | 1.11790 | 1.13750 | 447.77 | 3975625.31 |
3186 | 2013.08.02 16:47 | t/p | 1590 | 0.01 | 1.13802 | 1.11790 | 1.13802 | 447.76 | 3976073.07 |
3187 | 2013.08.02 18:00 | buy | 1594 | 0.01 | 1.13817 | 1.11790 | 1.14389 | |
3188 | 2013.08.02 19:00 | buy | 1595 | 0.02 | 1.13588 | 1.11790 | 1.14160 | |
3189 | 2013.08.02 21:00 | buy | 1596 | 0.02 | 1.13659 | 1.11790 | 1.14231 | |
3190 | 2013.08.05 00:00 | t/p | 1594 | 0.01 | 1.14389 | 1.11790 | 1.14389 | 447.76 | 3976520.83 |
3191 | 2013.08.05 00:00 | t/p | 1595 | 0.02 | 1.14160 | 1.11790 | 1.14160 | 895.54 | 3977416.37 |
3192 | 2013.08.05 00:00 | t/p | 1596 | 0.02 | 1.14231 | 1.11790 | 1.14231 | 895.54 | 3978311.91 |
3193 | 2013.08.05 00:00 | buy | 1597 | 0.01 | 1.14678 | 1.11790 | 1.15250 | |
3194 | 2013.08.05 03:00 | buy | 1598 | 0.02 | 1.14489 | 1.11790 | 1.15061 | |
3195 | 2013.08.05 05:00 | buy | 1599 | 0.02 | 1.14408 | 1.11790 | 1.14980 | |
3196 | 2013.08.05 06:00 | buy | 1600 | 0.03 | 1.14293 | 1.11790 | 1.14865 | |
3197 | 2013.08.05 09:00 | buy | 1601 | 0.06 | 1.14115 | 1.11790 | 1.14687 | |
3198 | 2013.08.05 12:00 | buy | 1602 | 0.01 | 1.14602 | 1.11790 | 1.15174 | |
3199 | 2013.08.05 12:33 | t/p | 1601 | 0.06 | 1.14687 | 1.11790 | 1.14687 | 2686.60 | 3980998.51 |
3200 | 2013.08.06 12:00 | buy | 1603 | 0.04 | 1.14203 | 1.11790 | 1.14775 | |
3201 | 2013.08.08 02:00 | buy | 1604 | 0.86 | 1.13147 | 1.11790 | 1.13719 | |
3202 | 2013.08.08 03:00 | buy | 1605 | 0.39 | 1.13418 | 1.11790 | 1.13990 | |
3203 | 2013.08.08 04:00 | buy | 1606 | 0.22 | 1.13184 | 1.11790 | 1.13756 | |
3204 | 2013.08.08 05:06 | t/p | 1604 | 0.86 | 1.13719 | 1.11790 | 1.13719 | 38507.99 | 4019506.50 |
3205 | 2013.08.08 05:06 | t/p | 1606 | 0.22 | 1.13756 | 1.11790 | 1.13756 | 9850.89 | 4029357.39 |
3206 | 2013.08.08 07:00 | buy | 1607 | 0.08 | 1.13948 | 1.11790 | 1.14520 | |
3207 | 2013.08.08 07:38 | t/p | 1605 | 0.39 | 1.13990 | 1.11790 | 1.13990 | 17462.92 | 4046820.31 |
3208 | 2013.08.08 09:00 | buy | 1608 | 0.10 | 1.13868 | 1.11790 | 1.14440 | |
3209 | 2013.08.08 10:00 | buy | 1609 | 0.17 | 1.13689 | 1.11790 | 1.14261 | |
3210 | 2013.08.08 11:00 | buy | 1610 | 0.23 | 1.13639 | 1.11790 | 1.14211 | |
3211 | 2013.08.08 13:00 | buy | 1611 | 0.13 | 1.13774 | 1.11790 | 1.14346 | |
3212 | 2013.08.09 09:00 | buy | 1612 | 0.06 | 1.14079 | 1.11790 | 1.14651 | |
3213 | 2013.08.09 09:56 | t/p | 1610 | 0.23 | 1.14211 | 1.11790 | 1.14211 | 10298.65 | 4057118.96 |
3214 | 2013.08.09 12:18 | t/p | 1609 | 0.17 | 1.14261 | 1.11790 | 1.14261 | 7612.05 | 4064731.01 |
3215 | 2013.08.09 14:15 | t/p | 1611 | 0.13 | 1.14346 | 1.11790 | 1.14346 | 5820.98 | 4070551.99 |
3216 | 2013.08.09 20:39 | t/p | 1608 | 0.10 | 1.14440 | 1.11790 | 1.14440 | 4477.67 | 4075029.66 |
3217 | 2013.08.12 03:05 | t/p | 1607 | 0.08 | 1.14520 | 1.11790 | 1.14520 | 3582.14 | 4078611.80 |
3218 | 2013.08.15 05:00 | buy | 1613 | 0.13 | 1.13790 | 1.11790 | 1.14362 | |
3219 | 2013.08.15 07:00 | buy | 1614 | 0.10 | 1.13863 | 1.11790 | 1.14435 | |
3220 | 2013.08.16 06:00 | buy | 1615 | 0.23 | 1.13557 | 1.11790 | 1.14129 | |
3221 | 2013.08.16 08:00 | buy | 1616 | 0.30 | 1.13458 | 1.11790 | 1.14030 | |
3222 | 2013.08.16 10:00 | buy | 1617 | 0.39 | 1.13426 | 1.11790 | 1.13998 | |
3223 | 2013.08.16 15:00 | buy | 1618 | 0.17 | 1.13675 | 1.11790 | 1.14247 | |
3224 | 2013.08.20 01:00 | buy | 1619 | 0.09 | 1.13123 | 1.11790 | 1.13695 | |
3225 | 2013.08.20 04:08 | t/p | 1619 | 0.09 | 1.13695 | 1.11790 | 1.13695 | 4029.91 | 4082641.71 |
3226 | 2013.08.20 11:00 | buy | 1620 | 0.09 | 1.13327 | 1.11790 | 1.13899 | |
3227 | 2013.08.20 20:59 | t/p | 1620 | 0.09 | 1.13899 | 1.11790 | 1.13899 | 4029.91 | 4086671.62 |
3228 | 2013.08.21 00:11 | t/p | 1617 | 0.39 | 1.13998 | 1.11790 | 1.13998 | 17462.92 | 4104134.54 |
3229 | 2013.08.21 00:11 | t/p | 1616 | 0.30 | 1.14030 | 1.11790 | 1.14030 | 13433.02 | 4117567.56 |
3230 | 2013.08.21 09:28 | t/p | 1615 | 0.23 | 1.14129 | 1.11790 | 1.14129 | 10298.65 | 4127866.21 |
3231 | 2013.08.21 14:11 | t/p | 1618 | 0.17 | 1.14247 | 1.11790 | 1.14247 | 7612.05 | 4135478.26 |
3232 | 2013.08.21 15:24 | t/p | 1613 | 0.13 | 1.14362 | 1.11790 | 1.14362 | 5820.97 | 4141299.23 |
3233 | 2013.08.21 15:28 | t/p | 1614 | 0.10 | 1.14435 | 1.11790 | 1.14435 | 4477.67 | 4145776.90 |
3234 | 2013.08.22 04:23 | t/p | 1612 | 0.06 | 1.14651 | 1.11790 | 1.14651 | 2686.61 | 4148463.51 |
3235 | 2013.08.22 04:58 | t/p | 1603 | 0.04 | 1.14775 | 1.11790 | 1.14775 | 1791.07 | 4150254.58 |
3236 | 2013.08.22 09:45 | t/p | 1600 | 0.03 | 1.14865 | 1.11790 | 1.14865 | 1343.30 | 4151597.88 |
3237 | 2013.08.22 11:01 | t/p | 1599 | 0.02 | 1.14980 | 1.11790 | 1.14980 | 895.54 | 4152493.42 |
3238 | 2013.08.22 12:34 | t/p | 1598 | 0.02 | 1.15061 | 1.11790 | 1.15061 | 895.53 | 4153388.95 |
3239 | 2013.08.22 14:58 | t/p | 1602 | 0.01 | 1.15174 | 1.11790 | 1.15174 | 447.77 | 4153836.72 |
3240 | 2013.08.22 15:24 | t/p | 1597 | 0.01 | 1.15250 | 1.11790 | 1.15250 | 447.76 | 4154284.48 |
3241 | 2013.08.27 18:00 | buy | 1621 | 0.01 | 1.15040 | 1.11790 | 1.15612 | |
3242 | 2013.08.29 10:00 | buy | 1622 | 0.01 | 1.14863 | 1.11790 | 1.15435 | |
3243 | 2013.08.29 11:00 | buy | 1623 | 0.02 | 1.14694 | 1.11790 | 1.15266 | |
3244 | 2013.08.29 12:00 | buy | 1624 | 0.02 | 1.14799 | 1.11790 | 1.15371 | |
3245 | 2013.08.30 22:54 | t/p | 1623 | 0.02 | 1.15266 | 1.11790 | 1.15266 | 895.53 | 4155180.01 |
3246 | 2013.09.02 03:32 | t/p | 1624 | 0.02 | 1.15371 | 1.11790 | 1.15371 | 895.54 | 4156075.55 |
3247 | 2013.09.02 04:06 | t/p | 1622 | 0.01 | 1.15435 | 1.11790 | 1.15435 | 447.76 | 4156523.31 |
3248 | 2013.09.03 10:40 | t/p | 1621 | 0.01 | 1.15612 | 1.11790 | 1.15612 | 447.77 | 4156971.08 |
3249 | 2013.09.09 02:00 | buy | 1625 | 0.01 | 1.15205 | 1.11790 | 1.15777 | |
3250 | 2013.09.12 23:00 | buy | 1626 | 0.23 | 1.13924 | 1.11790 | 1.14496 | |
3251 | 2013.09.13 00:00 | buy | 1627 | 0.30 | 1.13861 | 1.11790 | 1.14433 | |
3252 | 2013.09.16 10:00 | buy | 1628 | 0.17 | 1.13993 | 1.11790 | 1.14565 | |
3253 | 2013.09.16 11:00 | buy | 1629 | 0.13 | 1.14111 | 1.11790 | 1.14683 | |
3254 | 2013.09.16 13:00 | buy | 1630 | 0.10 | 1.14306 | 1.11790 | 1.14878 | |
3255 | 2013.09.18 08:00 | buy | 1631 | 0.39 | 1.13709 | 1.11790 | 1.14281 | |
3256 | 2013.09.23 04:00 | buy | 1632 | 0.27 | 1.12643 | 1.11790 | 1.13215 | |
3257 | 2013.09.24 10:13 | t/p | 1632 | 0.27 | 1.13215 | 1.11790 | 1.13215 | 12089.72 | 4169060.80 |
3258 | 2013.09.24 11:00 | buy | 1633 | 0.27 | 1.13365 | 1.11790 | 1.13937 | |
3259 | 2013.09.25 04:13 | t/p | 1633 | 0.27 | 1.13937 | 1.11790 | 1.13937 | 12089.72 | 4181150.52 |
3260 | 2013.09.30 11:00 | buy | 1634 | 0.27 | 1.12712 | 1.11790 | 1.13284 | |
3261 | 2013.10.01 10:06 | t/p | 1634 | 0.27 | 1.13284 | 1.11790 | 1.13284 | 12089.72 | 4193240.24 |
3262 | 2013.10.01 11:00 | buy | 1635 | 0.27 | 1.13473 | 1.11790 | 1.14045 | |
3263 | 2013.10.02 04:29 | t/p | 1635 | 0.27 | 1.14045 | 1.11790 | 1.14045 | 12089.71 | 4205329.95 |
3264 | 2013.10.03 12:00 | buy | 1636 | 0.27 | 1.13239 | 1.11854 | 1.13811 | |
3265 | 2013.10.08 02:33 | t/p | 1636 | 0.27 | 1.13811 | 1.11854 | 1.13811 | 12089.72 | 4217419.67 |
3266 | 2013.10.08 06:00 | buy | 1637 | 0.27 | 1.13605 | 1.11854 | 1.14177 | |
3267 | 2013.10.10 08:48 | t/p | 1637 | 0.27 | 1.14177 | 1.11854 | 1.14177 | 12089.72 | 4229509.39 |
3268 | 2013.10.10 09:32 | t/p | 1631 | 0.39 | 1.14281 | 1.11790 | 1.14281 | 17462.92 | 4246972.31 |
3269 | 2013.10.14 21:00 | buy | 1638 | 0.66 | 1.13416 | 1.11854 | 1.13988 | |
3270 | 2013.10.21 09:02 | t/p | 1638 | 0.66 | 1.13988 | 1.11854 | 1.13988 | 29552.64 | 4276524.95 |
3271 | 2013.10.22 10:31 | t/p | 1627 | 0.30 | 1.14433 | 1.11790 | 1.14433 | 13433.02 | 4289957.97 |
3272 | 2013.10.23 02:36 | t/p | 1626 | 0.23 | 1.14496 | 1.11790 | 1.14496 | 10298.65 | 4300256.62 |
3273 | 2013.10.23 02:37 | t/p | 1628 | 0.17 | 1.14565 | 1.11790 | 1.14565 | 7612.04 | 4307868.66 |
3274 | 2013.10.23 03:18 | t/p | 1629 | 0.13 | 1.14683 | 1.11790 | 1.14683 | 5820.98 | 4313689.64 |
3275 | 2013.10.23 04:49 | t/p | 1630 | 0.10 | 1.14878 | 1.11790 | 1.14878 | 4477.67 | 4318167.31 |
3276 | 2013.10.23 07:00 | close | 1625 | 0.01 | 1.14716 | 1.11790 | 1.15777 | -382.80 | 4317784.51 |
3277 | 2013.10.30 14:00 | buy | 1639 | 0.01 | 1.14968 | 1.11854 | 1.15540 | |
3278 | 2013.11.01 03:00 | buy | 1640 | 0.02 | 1.14701 | 1.11854 | 1.15273 | |
3279 | 2013.11.01 08:00 | buy | 1641 | 0.02 | 1.14617 | 1.11854 | 1.15189 | |
3280 | 2013.11.04 05:00 | buy | 1642 | 0.01 | 1.14829 | 1.11854 | 1.15401 | |
3281 | 2013.11.06 18:00 | buy | 1643 | 0.39 | 1.13573 | 1.11854 | 1.14145 | |
3282 | 2013.11.06 22:00 | buy | 1644 | 0.30 | 1.13662 | 1.11854 | 1.14234 | |
3283 | 2013.11.07 01:00 | buy | 1645 | 0.23 | 1.13761 | 1.11854 | 1.14333 | |
3284 | 2013.11.07 17:00 | buy | 1646 | 0.51 | 1.13461 | 1.11854 | 1.14033 | |
3285 | 2013.11.13 12:00 | buy | 1647 | 0.11 | 1.13142 | 1.11854 | 1.13714 | |
3286 | 2013.11.22 04:35 | s/l | 1639 | 0.01 | 1.11854 | 1.11854 | 1.15540 | -2437.67 | 4315346.84 |
3287 | 2013.11.22 04:35 | s/l | 1640 | 0.02 | 1.11854 | 1.11854 | 1.15273 | -4457.32 | 4310889.52 |
3288 | 2013.11.22 04:35 | s/l | 1641 | 0.02 | 1.11854 | 1.11854 | 1.15189 | -4325.81 | 4306563.71 |
3289 | 2013.11.22 04:35 | s/l | 1642 | 0.01 | 1.11854 | 1.11854 | 1.15401 | -2328.86 | 4304234.85 |
3290 | 2013.11.22 04:35 | s/l | 1643 | 0.39 | 1.11854 | 1.11854 | 1.14145 | -52480.37 | 4251754.48 |
3291 | 2013.11.22 04:35 | s/l | 1644 | 0.30 | 1.11854 | 1.11854 | 1.14234 | -42459.62 | 4209294.86 |
3292 | 2013.11.22 04:35 | s/l | 1645 | 0.23 | 1.11854 | 1.11854 | 1.14333 | -34334.83 | 4174960.03 |
3293 | 2013.11.22 04:35 | s/l | 1646 | 0.51 | 1.11854 | 1.11854 | 1.14033 | -64156.76 | 4110803.27 |
3294 | 2013.11.22 04:35 | s/l | 1647 | 0.11 | 1.11854 | 1.11854 | 1.13714 | -11090.85 | 4099712.42 |
3295 | 2013.11.22 13:00 | buy | 1648 | 0.01 | 1.12442 | 1.11495 | 1.13014 | |
3296 | 2013.11.22 14:00 | buy | 1649 | 0.02 | 1.12393 | 1.11495 | 1.12965 | |
3297 | 2013.11.22 17:00 | buy | 1650 | 0.03 | 1.12334 | 1.11495 | 1.12906 | |
3298 | 2013.11.25 03:35 | s/l | 1648 | 0.01 | 1.11495 | 1.11495 | 1.13014 | -741.32 | 4098971.10 |
3299 | 2013.11.25 03:35 | s/l | 1649 | 0.02 | 1.11495 | 1.11495 | 1.12965 | -1405.93 | 4097565.17 |
3300 | 2013.11.25 03:35 | s/l | 1650 | 0.03 | 1.11495 | 1.11495 | 1.12906 | -1970.34 | 4095594.83 |