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 |
3301 | 2013.11.25 17:00 | buy | 1651 | 0.01 | 1.11670 | 1.11046 | 1.12242 | |
3302 | 2013.11.25 22:00 | buy | 1652 | 0.01 | 1.11675 | 1.11046 | 1.12247 | |
3303 | 2013.11.26 00:00 | buy | 1653 | 0.03 | 1.11599 | 1.11046 | 1.12171 | |
3304 | 2013.11.26 01:00 | buy | 1654 | 0.02 | 1.11644 | 1.11046 | 1.12216 | |
3305 | 2013.11.26 04:00 | buy | 1655 | 0.02 | 1.11629 | 1.11046 | 1.12201 | |
3306 | 2013.11.27 02:00 | buy | 1656 | 0.51 | 1.11393 | 1.10967 | 1.11965 | |
3307 | 2013.11.27 03:00 | buy | 1657 | 0.30 | 1.11429 | 1.10967 | 1.12001 | |
3308 | 2013.11.27 08:00 | buy | 1658 | 0.39 | 1.11417 | 1.10967 | 1.11989 | |
3309 | 2013.11.27 20:00 | buy | 1659 | 0.04 | 1.11588 | 1.10944 | 1.12160 | |
3310 | 2013.11.27 21:00 | buy | 1660 | 0.17 | 1.11490 | 1.10944 | 1.12062 | |
3311 | 2013.11.28 00:00 | buy | 1661 | 0.08 | 1.11533 | 1.10944 | 1.12105 | |
3312 | 2013.11.28 01:42 | t/p | 1656 | 0.51 | 1.11965 | 1.10967 | 1.11965 | 22836.13 | 4118430.96 |
3313 | 2013.11.28 01:42 | t/p | 1658 | 0.39 | 1.11989 | 1.10967 | 1.11989 | 17462.92 | 4135893.88 |
3314 | 2013.11.28 01:43 | t/p | 1657 | 0.30 | 1.12001 | 1.10967 | 1.12001 | 13433.02 | 4149326.90 |
3315 | 2013.11.28 20:34 | t/p | 1660 | 0.17 | 1.12062 | 1.10944 | 1.12062 | 7612.04 | 4156938.94 |
3316 | 2013.11.28 22:40 | t/p | 1661 | 0.08 | 1.12105 | 1.10944 | 1.12105 | 3582.14 | 4160521.08 |
3317 | 2013.11.29 06:04 | t/p | 1659 | 0.04 | 1.12160 | 1.10944 | 1.12160 | 1791.07 | 4162312.15 |
3318 | 2013.11.29 06:06 | t/p | 1653 | 0.03 | 1.12171 | 1.11046 | 1.12171 | 1343.30 | 4163655.45 |
3319 | 2013.11.29 07:16 | t/p | 1655 | 0.02 | 1.12201 | 1.11046 | 1.12201 | 895.54 | 4164550.99 |
3320 | 2013.11.29 07:16 | t/p | 1654 | 0.02 | 1.12216 | 1.11046 | 1.12216 | 895.53 | 4165446.52 |
3321 | 2013.11.29 07:16 | t/p | 1651 | 0.01 | 1.12242 | 1.11046 | 1.12242 | 447.77 | 4165894.29 |
3322 | 2013.11.29 07:16 | t/p | 1652 | 0.01 | 1.12247 | 1.11046 | 1.12247 | 447.76 | 4166342.05 |
3323 | 2013.11.29 08:00 | buy | 1662 | 0.01 | 1.12227 | 1.10944 | 1.12799 | |
3324 | 2013.11.29 09:00 | buy | 1663 | 0.02 | 1.12104 | 1.10944 | 1.12676 | |
3325 | 2013.11.29 10:00 | buy | 1664 | 0.02 | 1.12163 | 1.10944 | 1.12735 | |
3326 | 2013.12.03 07:05 | s/l | 1662 | 0.01 | 1.10944 | 1.10944 | 1.12799 | -1004.35 | 4165337.70 |
3327 | 2013.12.03 07:05 | s/l | 1663 | 0.02 | 1.10944 | 1.10944 | 1.12676 | -1816.11 | 4163521.59 |
3328 | 2013.12.03 07:05 | s/l | 1664 | 0.02 | 1.10944 | 1.10944 | 1.12735 | -1908.49 | 4161613.10 |
3329 | 2013.12.05 09:00 | buy | 1665 | 0.01 | 1.10243 | 1.09727 | 1.10815 | |
3330 | 2013.12.05 14:00 | buy | 1666 | 0.03 | 1.10195 | 1.09727 | 1.10767 | |
3331 | 2013.12.06 18:38 | s/l | 1665 | 0.01 | 1.09727 | 1.09727 | 1.10815 | -403.93 | 4161209.17 |
3332 | 2013.12.06 18:38 | s/l | 1666 | 0.03 | 1.09727 | 1.09727 | 1.10767 | -1099.06 | 4160110.11 |
3333 | 2013.12.09 14:00 | buy | 1667 | 0.01 | 1.09811 | 1.09299 | 1.10383 | |
3334 | 2013.12.11 07:05 | t/p | 1667 | 0.01 | 1.10383 | 1.09299 | 1.10383 | 447.77 | 4160557.88 |
3335 | 2013.12.11 07:05 | buy | 1668 | 0.01 | 1.10422 | 1.09299 | 1.10936 | |
3336 | 2013.12.11 09:00 | buy | 1669 | 0.02 | 1.10310 | 1.09299 | 1.10882 | |
3337 | 2013.12.11 11:00 | buy | 1670 | 0.04 | 1.10250 | 1.09299 | 1.10822 | |
3338 | 2013.12.11 12:00 | buy | 1671 | 0.02 | 1.10369 | 1.09299 | 1.10941 | |
3339 | 2013.12.12 00:33 | s/l | 1668 | 0.01 | 1.09299 | 1.09299 | 1.10936 | -879.10 | 4159678.78 |
3340 | 2013.12.12 00:33 | s/l | 1669 | 0.02 | 1.09299 | 1.09299 | 1.10882 | -1582.84 | 4158095.94 |
3341 | 2013.12.12 00:33 | s/l | 1670 | 0.04 | 1.09299 | 1.09299 | 1.10822 | -2977.81 | 4155118.13 |
3342 | 2013.12.12 00:33 | s/l | 1671 | 0.02 | 1.09299 | 1.09299 | 1.10941 | -1675.21 | 4153442.92 |
3343 | 2013.12.13 05:00 | buy | 1672 | 0.01 | 1.08685 | 1.07961 | 1.09257 | |
3344 | 2013.12.13 06:00 | buy | 1673 | 0.01 | 1.08681 | 1.07961 | 1.09253 | |
3345 | 2013.12.13 11:00 | buy | 1674 | 0.06 | 1.08562 | 1.07961 | 1.09134 | |
3346 | 2013.12.13 12:00 | buy | 1675 | 0.03 | 1.08602 | 1.07961 | 1.09174 | |
3347 | 2013.12.13 14:00 | buy | 1676 | 0.02 | 1.08628 | 1.07961 | 1.09200 | |
3348 | 2013.12.13 15:00 | buy | 1677 | 0.04 | 1.08573 | 1.07961 | 1.09145 | |
3349 | 2013.12.16 18:00 | buy | 1678 | 0.10 | 1.08515 | 1.07798 | 1.09087 | |
3350 | 2013.12.16 19:00 | buy | 1679 | 0.08 | 1.08542 | 1.07798 | 1.09114 | |
3351 | 2013.12.16 21:00 | buy | 1680 | 0.39 | 1.08382 | 1.07798 | 1.08954 | |
3352 | 2013.12.16 23:00 | buy | 1681 | 0.66 | 1.08349 | 1.07798 | 1.08921 | |
3353 | 2013.12.17 00:00 | buy | 1682 | 0.20 | 1.08323 | 1.07798 | 1.08895 | |
3354 | 2013.12.17 01:26 | s/l | 1672 | 0.01 | 1.07961 | 1.07961 | 1.09257 | -566.75 | 4152876.17 |
3355 | 2013.12.17 01:26 | s/l | 1673 | 0.01 | 1.07961 | 1.07961 | 1.09253 | -563.62 | 4152312.55 |
3356 | 2013.12.17 01:26 | s/l | 1674 | 0.06 | 1.07961 | 1.07961 | 1.09134 | -2822.82 | 4149489.73 |
3357 | 2013.12.17 01:26 | s/l | 1675 | 0.03 | 1.07961 | 1.07961 | 1.09174 | -1505.34 | 4147984.39 |
3358 | 2013.12.17 01:26 | s/l | 1676 | 0.02 | 1.07961 | 1.07961 | 1.09200 | -1044.27 | 4146940.12 |
3359 | 2013.12.17 01:26 | s/l | 1677 | 0.04 | 1.07961 | 1.07961 | 1.09145 | -1916.32 | 4145023.80 |
3360 | 2013.12.17 13:14 | s/l | 1678 | 0.10 | 1.07798 | 1.07798 | 1.09087 | -5612.75 | 4139411.05 |
3361 | 2013.12.17 13:14 | s/l | 1679 | 0.08 | 1.07798 | 1.07798 | 1.09114 | -4659.28 | 4134751.77 |
3362 | 2013.12.17 13:14 | s/l | 1680 | 0.39 | 1.07798 | 1.07798 | 1.08954 | -17829.28 | 4116922.49 |
3363 | 2013.12.17 13:14 | s/l | 1681 | 0.66 | 1.07798 | 1.07798 | 1.08921 | -28467.67 | 4088454.82 |
3364 | 2013.12.17 13:14 | s/l | 1682 | 0.20 | 1.07798 | 1.07798 | 1.08895 | -8219.50 | 4080235.32 |
3365 | 2013.12.18 05:00 | buy | 1683 | 0.01 | 1.07922 | 1.07266 | 1.08494 | |
3366 | 2013.12.18 14:00 | buy | 1684 | 0.01 | 1.07921 | 1.07266 | 1.08493 | |
3367 | 2013.12.20 10:36 | t/p | 1684 | 0.01 | 1.08493 | 1.07266 | 1.08493 | 447.77 | 4080683.09 |
3368 | 2013.12.20 10:36 | t/p | 1683 | 0.01 | 1.08494 | 1.07266 | 1.08494 | 447.77 | 4081130.86 |
3369 | 2013.12.20 12:00 | buy | 1685 | 0.01 | 1.08517 | 1.07090 | 1.09089 | |
3370 | 2013.12.23 13:48 | t/p | 1685 | 0.01 | 1.09089 | 1.07090 | 1.09089 | 447.77 | 4081578.63 |
3371 | 2013.12.23 14:00 | buy | 1686 | 0.01 | 1.09066 | 1.07090 | 1.09638 | |
3372 | 2013.12.23 15:00 | buy | 1687 | 0.02 | 1.08952 | 1.07090 | 1.09524 | |
3373 | 2013.12.23 16:00 | buy | 1688 | 0.01 | 1.09007 | 1.07090 | 1.09579 | |
3374 | 2013.12.30 05:00 | buy | 1689 | 0.02 | 1.08860 | 1.07090 | 1.09432 | |
3375 | 2013.12.30 15:00 | buy | 1690 | 0.04 | 1.08723 | 1.07090 | 1.09295 | |
3376 | 2013.12.30 16:00 | buy | 1691 | 0.03 | 1.08802 | 1.07090 | 1.09374 | |
3377 | 2013.12.31 05:00 | buy | 1692 | 0.06 | 1.08657 | 1.07090 | 1.09229 | |
3378 | 2014.01.02 09:00 | buy | 1693 | 0.08 | 1.08604 | 1.07090 | 1.09176 | |
3379 | 2014.01.06 02:00 | buy | 1694 | 0.10 | 1.08556 | 1.07090 | 1.09128 | |
3380 | 2014.01.06 09:00 | buy | 1695 | 0.17 | 1.08385 | 1.07090 | 1.08957 | |
3381 | 2014.01.08 02:00 | buy | 1696 | 1.06 | 1.07776 | 1.07090 | 1.08348 | |
3382 | 2014.01.10 14:30 | t/p | 1696 | 1.06 | 1.08348 | 1.07090 | 1.08348 | 47463.34 | 4129041.97 |
3383 | 2014.01.10 15:00 | buy | 1697 | 0.30 | 1.08253 | 1.07090 | 1.08825 | |
3384 | 2014.01.10 17:00 | buy | 1698 | 0.39 | 1.08200 | 1.07090 | 1.08772 | |
3385 | 2014.01.10 18:00 | buy | 1699 | 0.23 | 1.08349 | 1.07090 | 1.08921 | |
3386 | 2014.01.13 02:00 | buy | 1700 | 0.13 | 1.08497 | 1.07090 | 1.09069 | |
3387 | 2014.01.14 11:39 | s/l | 1686 | 0.01 | 1.07090 | 1.07090 | 1.09638 | -1546.84 | 4127495.13 |
3388 | 2014.01.14 11:39 | s/l | 1687 | 0.02 | 1.07090 | 1.07090 | 1.09524 | -2915.18 | 4124579.95 |
3389 | 2014.01.14 11:39 | s/l | 1688 | 0.01 | 1.07090 | 1.07090 | 1.09579 | -1500.65 | 4123079.30 |
3390 | 2014.01.14 11:39 | s/l | 1689 | 0.02 | 1.07090 | 1.07090 | 1.09432 | -2771.14 | 4120308.16 |
3391 | 2014.01.14 11:39 | s/l | 1690 | 0.04 | 1.07090 | 1.07090 | 1.09295 | -5113.32 | 4115194.84 |
3392 | 2014.01.14 11:39 | s/l | 1691 | 0.03 | 1.07090 | 1.07090 | 1.09374 | -4020.51 | 4111174.33 |
3393 | 2014.01.14 11:39 | s/l | 1692 | 0.06 | 1.07090 | 1.07090 | 1.09229 | -7359.98 | 4103814.35 |
3394 | 2014.01.14 11:39 | s/l | 1693 | 0.08 | 1.07090 | 1.07090 | 1.09176 | -9481.40 | 4094332.95 |
3395 | 2014.01.14 11:39 | s/l | 1694 | 0.10 | 1.07090 | 1.07090 | 1.09128 | -11475.99 | 4082856.96 |
3396 | 2014.01.14 11:39 | s/l | 1695 | 0.17 | 1.07090 | 1.07090 | 1.08957 | -17233.56 | 4065623.40 |
3397 | 2014.01.14 11:39 | s/l | 1697 | 0.30 | 1.07090 | 1.07090 | 1.08825 | -27312.24 | 4038311.16 |
3398 | 2014.01.14 11:39 | s/l | 1698 | 0.39 | 1.07090 | 1.07090 | 1.08772 | -33887.85 | 4004423.31 |
3399 | 2014.01.14 11:39 | s/l | 1699 | 0.23 | 1.07090 | 1.07090 | 1.08921 | -22667.83 | 3981755.48 |
3400 | 2014.01.14 11:39 | s/l | 1700 | 0.13 | 1.07090 | 1.07090 | 1.09069 | -14318.38 | 3967437.10 |
3401 | 2014.01.15 17:00 | buy | 1701 | 0.01 | 1.06905 | 1.06205 | 1.07477 | |
3402 | 2014.01.15 20:00 | buy | 1702 | 0.01 | 1.06899 | 1.06205 | 1.07471 | |
3403 | 2014.01.15 22:00 | buy | 1703 | 0.02 | 1.06876 | 1.06205 | 1.07448 | |
3404 | 2014.01.16 01:30 | s/l | 1701 | 0.01 | 1.06205 | 1.06205 | 1.07477 | -547.96 | 3966889.14 |
3405 | 2014.01.16 01:30 | s/l | 1702 | 0.01 | 1.06205 | 1.06205 | 1.07471 | -543.27 | 3966345.87 |
3406 | 2014.01.16 01:30 | s/l | 1703 | 0.02 | 1.06205 | 1.06205 | 1.07448 | -1050.53 | 3965295.34 |
3407 | 2014.01.17 04:00 | buy | 1704 | 0.01 | 1.06192 | 1.05216 | 1.06764 | |
3408 | 2014.01.17 08:00 | buy | 1705 | 0.03 | 1.06081 | 1.05216 | 1.06653 | |
3409 | 2014.01.20 03:55 | t/p | 1705 | 0.03 | 1.06653 | 1.05216 | 1.06653 | 1343.30 | 3966638.64 |
3410 | 2014.01.20 09:32 | t/p | 1704 | 0.01 | 1.06764 | 1.05216 | 1.06764 | 447.77 | 3967086.41 |
3411 | 2014.01.20 10:00 | buy | 1706 | 0.01 | 1.06963 | 1.05216 | 1.07535 | |
3412 | 2014.01.20 11:00 | buy | 1707 | 0.03 | 1.06749 | 1.05216 | 1.07321 | |
3413 | 2014.01.20 12:00 | buy | 1708 | 0.02 | 1.06838 | 1.05216 | 1.07410 | |
3414 | 2014.01.20 13:00 | buy | 1709 | 0.02 | 1.06778 | 1.05216 | 1.07350 | |
3415 | 2014.01.21 18:00 | buy | 1710 | 1.52 | 1.05871 | 1.05216 | 1.06443 | |
3416 | 2014.01.22 01:39 | t/p | 1710 | 1.52 | 1.06443 | 1.05216 | 1.06443 | 68060.63 | 4035147.04 |
3417 | 2014.01.22 03:00 | buy | 1711 | 0.06 | 1.06599 | 1.05216 | 1.07171 | |
3418 | 2014.01.22 04:00 | buy | 1712 | 0.10 | 1.06506 | 1.05216 | 1.07078 | |
3419 | 2014.01.22 06:00 | buy | 1713 | 0.08 | 1.06562 | 1.05216 | 1.07134 | |
3420 | 2014.01.22 10:00 | buy | 1714 | 0.04 | 1.06670 | 1.05216 | 1.07242 | |
3421 | 2014.01.22 14:00 | buy | 1715 | 0.13 | 1.06429 | 1.05216 | 1.07001 | |
3422 | 2014.01.24 02:00 | buy | 1716 | 1.11 | 1.05782 | 1.05094 | 1.06354 | |
3423 | 2014.01.24 08:39 | s/l | 1706 | 0.01 | 1.05216 | 1.05216 | 1.07535 | -1367.57 | 4033779.47 |
3424 | 2014.01.24 08:39 | s/l | 1707 | 0.03 | 1.05216 | 1.05216 | 1.07321 | -3600.14 | 4030179.33 |
3425 | 2014.01.24 08:39 | s/l | 1708 | 0.02 | 1.05216 | 1.05216 | 1.07410 | -2539.44 | 4027639.89 |
3426 | 2014.01.24 08:39 | s/l | 1709 | 0.02 | 1.05216 | 1.05216 | 1.07350 | -2445.50 | 4025194.39 |
3427 | 2014.01.24 08:39 | s/l | 1711 | 0.06 | 1.05216 | 1.05216 | 1.07171 | -6495.76 | 4018698.63 |
3428 | 2014.01.24 08:39 | s/l | 1712 | 0.10 | 1.05216 | 1.05216 | 1.07078 | -10098.25 | 4008600.38 |
3429 | 2014.01.24 08:39 | s/l | 1713 | 0.08 | 1.05216 | 1.05216 | 1.07134 | -8429.29 | 4000171.09 |
3430 | 2014.01.24 08:39 | s/l | 1714 | 0.04 | 1.05216 | 1.05216 | 1.07242 | -4552.82 | 3995618.27 |
3431 | 2014.01.24 08:39 | s/l | 1715 | 0.13 | 1.05216 | 1.05216 | 1.07001 | -12344.13 | 3983274.14 |
3432 | 2014.01.24 09:54 | s/l | 1716 | 1.11 | 1.05094 | 1.05094 | 1.06354 | -59781.63 | 3923492.51 |
3433 | 2014.01.24 17:00 | buy | 1717 | 0.01 | 1.05680 | 1.04713 | 1.06252 | |
3434 | 2014.01.24 18:00 | buy | 1718 | 0.02 | 1.05604 | 1.04713 | 1.06176 | |
3435 | 2014.01.24 19:00 | buy | 1719 | 0.01 | 1.05650 | 1.04713 | 1.06222 | |
3436 | 2014.01.24 21:00 | buy | 1720 | 0.02 | 1.05641 | 1.04713 | 1.06213 | |
3437 | 2014.01.27 00:00 | buy | 1721 | 0.03 | 1.05547 | 1.04713 | 1.06119 | |
3438 | 2014.01.27 12:05 | t/p | 1721 | 0.03 | 1.06119 | 1.04713 | 1.06119 | 1343.30 | 3924835.81 |
3439 | 2014.01.27 18:23 | t/p | 1718 | 0.02 | 1.06176 | 1.04713 | 1.06176 | 895.54 | 3925731.35 |
3440 | 2014.01.27 19:53 | t/p | 1720 | 0.02 | 1.06213 | 1.04713 | 1.06213 | 895.54 | 3926626.89 |
3441 | 2014.01.27 19:53 | t/p | 1719 | 0.01 | 1.06222 | 1.04713 | 1.06222 | 447.76 | 3927074.65 |
3442 | 2014.01.27 20:00 | t/p | 1717 | 0.01 | 1.06252 | 1.04713 | 1.06252 | 447.77 | 3927522.42 |
3443 | 2014.01.27 20:00 | buy | 1722 | 0.01 | 1.06284 | 1.04713 | 1.06834 | |
3444 | 2014.01.27 21:00 | buy | 1723 | 0.02 | 1.06175 | 1.04713 | 1.06747 | |
3445 | 2014.01.27 23:00 | buy | 1724 | 0.02 | 1.06119 | 1.04713 | 1.06691 | |
3446 | 2014.01.28 05:00 | buy | 1725 | 0.01 | 1.06259 | 1.04713 | 1.06831 | |
3447 | 2014.01.29 21:15 | t/p | 1724 | 0.02 | 1.06691 | 1.04713 | 1.06691 | 895.53 | 3928417.95 |
3448 | 2014.01.30 04:28 | t/p | 1723 | 0.02 | 1.06747 | 1.04713 | 1.06747 | 895.54 | 3929313.49 |
3449 | 2014.01.30 05:20 | t/p | 1725 | 0.01 | 1.06831 | 1.04713 | 1.06831 | 447.77 | 3929761.26 |
3450 | 2014.01.30 06:53 | t/p | 1722 | 0.01 | 1.06834 | 1.04713 | 1.06834 | 430.54 | 3930191.80 |