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 |
3451 | 2014.01.30 07:00 | buy | 1726 | 0.01 | 1.06856 | 1.04713 | 1.07428 | |
3452 | 2014.01.30 13:30 | t/p | 1726 | 0.01 | 1.07428 | 1.04713 | 1.07428 | 447.76 | 3930639.56 |
3453 | 2014.01.30 14:00 | buy | 1727 | 0.01 | 1.07417 | 1.04713 | 1.07989 | |
3454 | 2014.01.31 01:32 | t/p | 1727 | 0.01 | 1.07989 | 1.04713 | 1.07989 | 447.77 | 3931087.33 |
3455 | 2014.01.31 03:00 | buy | 1728 | 0.01 | 1.07889 | 1.04713 | 1.08461 | |
3456 | 2014.01.31 05:00 | buy | 1729 | 0.01 | 1.07793 | 1.04713 | 1.08365 | |
3457 | 2014.02.03 11:00 | t/p | 1729 | 0.01 | 1.08365 | 1.04713 | 1.08365 | 447.77 | 3931535.10 |
3458 | 2014.02.03 11:23 | t/p | 1728 | 0.01 | 1.08461 | 1.04713 | 1.08461 | 447.77 | 3931982.87 |
3459 | 2014.02.03 12:00 | buy | 1730 | 0.01 | 1.08521 | 1.04713 | 1.09093 | |
3460 | 2014.02.03 17:00 | buy | 1731 | 0.01 | 1.08384 | 1.04713 | 1.08956 | |
3461 | 2014.02.03 18:00 | buy | 1732 | 0.02 | 1.08286 | 1.04713 | 1.08858 | |
3462 | 2014.02.04 04:32 | t/p | 1732 | 0.02 | 1.08858 | 1.04713 | 1.08858 | 895.53 | 3932878.40 |
3463 | 2014.02.04 04:34 | t/p | 1731 | 0.01 | 1.08956 | 1.04713 | 1.08956 | 447.77 | 3933326.17 |
3464 | 2014.02.04 04:35 | t/p | 1730 | 0.01 | 1.09093 | 1.04713 | 1.09093 | 447.77 | 3933773.94 |
3465 | 2014.02.04 06:00 | buy | 1733 | 0.01 | 1.09388 | 1.05560 | 1.09960 | |
3466 | 2014.02.04 08:00 | buy | 1734 | 0.01 | 1.09242 | 1.05414 | 1.09814 | |
3467 | 2014.02.04 12:00 | buy | 1735 | 0.03 | 1.08840 | 1.05012 | 1.09412 | |
3468 | 2014.02.04 13:00 | buy | 1736 | 0.02 | 1.09094 | 1.05266 | 1.09666 | |
3469 | 2014.02.04 16:00 | buy | 1737 | 0.02 | 1.08952 | 1.05124 | 1.09524 | |
3470 | 2014.02.05 11:00 | buy | 1738 | 0.06 | 1.08617 | 1.04713 | 1.09189 | |
3471 | 2014.02.05 12:00 | buy | 1739 | 0.04 | 1.08686 | 1.04713 | 1.09258 | |
3472 | 2014.02.05 20:00 | buy | 1740 | 0.08 | 1.08510 | 1.04713 | 1.09082 | |
3473 | 2014.02.10 15:00 | buy | 1741 | 0.17 | 1.08104 | 1.04713 | 1.08676 | |
3474 | 2014.02.10 16:00 | buy | 1742 | 0.13 | 1.08150 | 1.04713 | 1.08722 | |
3475 | 2014.02.12 00:16 | t/p | 1741 | 0.17 | 1.08676 | 1.04713 | 1.08676 | 7612.04 | 3941385.98 |
3476 | 2014.02.12 00:27 | t/p | 1742 | 0.13 | 1.08722 | 1.04713 | 1.08722 | 5820.97 | 3947206.95 |
3477 | 2014.02.13 21:00 | buy | 1743 | 0.51 | 1.07622 | 1.04713 | 1.08194 | |
3478 | 2014.02.13 22:00 | buy | 1744 | 0.39 | 1.07658 | 1.04713 | 1.08230 | |
3479 | 2014.02.14 02:00 | buy | 1745 | 0.30 | 1.07771 | 1.04713 | 1.08343 | |
3480 | 2014.02.14 04:00 | buy | 1746 | 0.13 | 1.07958 | 1.04713 | 1.08530 | |
3481 | 2014.02.17 00:07 | t/p | 1743 | 0.51 | 1.08194 | 1.04713 | 1.08194 | 22836.13 | 3970043.08 |
3482 | 2014.02.17 01:00 | buy | 1747 | 0.17 | 1.08138 | 1.04713 | 1.08710 | |
3483 | 2014.02.17 05:00 | buy | 1748 | 0.13 | 1.08148 | 1.04713 | 1.08720 | |
3484 | 2014.02.18 01:32 | t/p | 1744 | 0.39 | 1.08230 | 1.04713 | 1.08230 | 17462.93 | 3987506.01 |
3485 | 2014.02.18 02:00 | buy | 1749 | 0.10 | 1.08285 | 1.04713 | 1.08857 | |
3486 | 2014.02.18 02:01 | t/p | 1745 | 0.30 | 1.08343 | 1.04713 | 1.08343 | 13433.01 | 4000939.02 |
3487 | 2014.02.18 03:13 | t/p | 1746 | 0.13 | 1.08530 | 1.04713 | 1.08530 | 5820.97 | 4006759.99 |
3488 | 2014.02.18 14:59 | t/p | 1747 | 0.17 | 1.08710 | 1.04713 | 1.08710 | 7612.05 | 4014372.04 |
3489 | 2014.02.18 15:25 | t/p | 1748 | 0.13 | 1.08720 | 1.04713 | 1.08720 | 5820.97 | 4020193.01 |
3490 | 2014.02.19 23:07 | t/p | 1749 | 0.10 | 1.08857 | 1.04713 | 1.08857 | 4477.67 | 4024670.68 |
3491 | 2014.02.24 09:00 | buy | 1750 | 0.10 | 1.08338 | 1.04713 | 1.08910 | |
3492 | 2014.02.27 23:00 | buy | 1751 | 1.12 | 1.07132 | 1.04713 | 1.07704 | |
3493 | 2014.03.03 02:00 | buy | 1752 | 0.11 | 1.06533 | 1.04713 | 1.07105 | |
3494 | 2014.03.04 04:30 | t/p | 1752 | 0.11 | 1.07105 | 1.04713 | 1.07105 | 4925.44 | 4029596.12 |
3495 | 2014.03.04 09:00 | buy | 1753 | 0.11 | 1.06814 | 1.04713 | 1.07386 | |
3496 | 2014.03.07 00:43 | t/p | 1753 | 0.11 | 1.07386 | 1.04713 | 1.07386 | 4925.44 | 4034521.56 |
3497 | 2014.03.07 11:00 | buy | 1754 | 0.11 | 1.07277 | 1.04713 | 1.07849 | |
3498 | 2014.03.12 06:37 | s/l | 1733 | 0.01 | 1.05560 | 1.05560 | 1.09960 | -2996.60 | 4031524.96 |
3499 | 2014.03.12 15:00 | buy | 1755 | 0.01 | 1.05916 | 1.04713 | 1.06488 | |
3500 | 2014.03.12 21:29 | s/l | 1734 | 0.01 | 1.05414 | 1.05414 | 1.09814 | -2996.60 | 4028528.36 |
3501 | 2014.03.24 00:00 | t/p | 1755 | 0.01 | 1.06488 | 1.04713 | 1.06488 | 447.77 | 4028976.13 |
3502 | 2014.03.24 00:00 | buy | 1756 | 0.01 | 1.06566 | 1.04713 | 1.07138 | |
3503 | 2014.03.25 14:19 | t/p | 1756 | 0.01 | 1.07138 | 1.04713 | 1.07138 | 447.77 | 4029423.90 |
3504 | 2014.03.25 15:00 | buy | 1757 | 0.01 | 1.07100 | 1.04713 | 1.07672 | |
3505 | 2014.04.02 10:20 | t/p | 1757 | 0.01 | 1.07672 | 1.04713 | 1.07672 | 447.77 | 4029871.67 |
3506 | 2014.04.02 10:25 | t/p | 1751 | 1.12 | 1.07704 | 1.04713 | 1.07704 | 50149.94 | 4080021.61 |
3507 | 2014.04.02 10:44 | t/p | 1754 | 0.11 | 1.07849 | 1.04713 | 1.07849 | 4925.44 | 4084947.05 |
3508 | 2014.04.02 12:00 | buy | 1758 | 0.01 | 1.07912 | 1.04713 | 1.08484 | |
3509 | 2014.04.08 15:00 | buy | 1759 | 0.01 | 1.07739 | 1.04713 | 1.08311 | |
3510 | 2014.04.10 10:33 | t/p | 1759 | 0.01 | 1.08311 | 1.04713 | 1.08311 | 447.76 | 4085394.81 |
3511 | 2014.04.10 23:35 | t/p | 1758 | 0.01 | 1.08484 | 1.04713 | 1.08484 | 447.77 | 4085842.58 |
3512 | 2014.04.11 00:00 | buy | 1760 | 0.01 | 1.08543 | 1.04713 | 1.09115 | |
3513 | 2014.04.11 02:00 | buy | 1761 | 0.01 | 1.08410 | 1.04713 | 1.08982 | |
3514 | 2014.04.16 03:59 | t/p | 1750 | 0.10 | 1.08910 | 1.04713 | 1.08910 | 4477.67 | 4090320.25 |
3515 | 2014.04.16 04:03 | t/p | 1761 | 0.01 | 1.08982 | 1.04713 | 1.08982 | 447.77 | 4090768.02 |
3516 | 2014.04.16 06:58 | t/p | 1740 | 0.08 | 1.09082 | 1.04713 | 1.09082 | 3582.14 | 4094350.16 |
3517 | 2014.04.28 08:00 | buy | 1762 | 0.01 | 1.08337 | 1.04713 | 1.08909 | |
3518 | 2014.05.02 04:00 | buy | 1763 | 0.08 | 1.07608 | 1.04713 | 1.08180 | |
3519 | 2014.05.02 09:00 | buy | 1764 | 0.10 | 1.07527 | 1.04713 | 1.08099 | |
3520 | 2014.05.05 08:00 | buy | 1765 | 0.17 | 1.07184 | 1.04713 | 1.07756 | |
3521 | 2014.05.05 10:00 | buy | 1766 | 0.23 | 1.07141 | 1.04713 | 1.07713 | |
3522 | 2014.05.06 17:00 | buy | 1767 | 0.39 | 1.06819 | 1.04713 | 1.07391 | |
3523 | 2014.05.06 22:00 | buy | 1768 | 0.30 | 1.06929 | 1.04713 | 1.07501 | |
3524 | 2014.05.07 00:45 | t/p | 1767 | 0.39 | 1.07391 | 1.04713 | 1.07391 | 17462.93 | 4111813.09 |
3525 | 2014.05.07 01:07 | t/p | 1768 | 0.30 | 1.07501 | 1.04713 | 1.07501 | 13433.02 | 4125246.11 |
3526 | 2014.05.07 02:00 | buy | 1769 | 0.13 | 1.07359 | 1.04713 | 1.07931 | |
3527 | 2014.05.07 12:05 | t/p | 1766 | 0.23 | 1.07713 | 1.04713 | 1.07713 | 10298.65 | 4135544.76 |
3528 | 2014.05.07 12:06 | t/p | 1765 | 0.17 | 1.07756 | 1.04713 | 1.07756 | 7612.04 | 4143156.80 |
3529 | 2014.05.08 03:20 | t/p | 1769 | 0.13 | 1.07931 | 1.04713 | 1.07931 | 5820.98 | 4148977.78 |
3530 | 2014.05.08 03:30 | t/p | 1764 | 0.10 | 1.08099 | 1.04713 | 1.08099 | 4477.67 | 4153455.45 |
3531 | 2014.05.08 03:32 | t/p | 1763 | 0.08 | 1.08180 | 1.04713 | 1.08180 | 3582.14 | 4157037.59 |
3532 | 2014.05.28 00:00 | sell | 1770 | 0.01 | 1.08094 | 1.08615 | 1.07772 | |
3533 | 2014.05.28 08:43 | s/l | 1770 | 0.01 | 1.08615 | 1.08615 | 1.07772 | -407.99 | 4156629.60 |
3534 | 2014.05.29 03:31 | t/p | 1762 | 0.01 | 1.08909 | 1.04713 | 1.08909 | 447.76 | 4157077.36 |
3535 | 2014.05.29 03:35 | t/p | 1760 | 0.01 | 1.09115 | 1.04713 | 1.09115 | 447.76 | 4157525.12 |
3536 | 2014.05.29 04:25 | t/p | 1738 | 0.06 | 1.09189 | 1.04713 | 1.09189 | 2686.61 | 4160211.73 |
3537 | 2014.05.29 05:32 | t/p | 1739 | 0.04 | 1.09258 | 1.04713 | 1.09258 | 1791.07 | 4162002.80 |
3538 | 2014.05.29 08:09 | t/p | 1735 | 0.03 | 1.09412 | 1.05012 | 1.09412 | 1343.30 | 4163346.10 |
3539 | 2014.05.29 09:42 | t/p | 1737 | 0.02 | 1.09524 | 1.05124 | 1.09524 | 895.53 | 4164241.63 |
3540 | 2014.05.29 11:00 | close | 1736 | 0.02 | 1.09326 | 1.05266 | 1.09666 | 363.22 | 4164604.85 |
3541 | 2014.05.30 00:00 | buy | 1771 | 0.01 | 1.09584 | 1.05756 | 1.10156 | |
3542 | 2014.06.02 20:00 | buy | 1772 | 0.01 | 1.09426 | 1.05598 | 1.09998 | |
3543 | 2014.06.03 03:00 | buy | 1773 | 0.02 | 1.09347 | 1.05519 | 1.09919 | |
3544 | 2014.06.03 22:28 | t/p | 1773 | 0.02 | 1.09919 | 1.05519 | 1.09919 | 895.53 | 4165500.38 |
3545 | 2014.06.04 03:30 | t/p | 1772 | 0.01 | 1.09998 | 1.05598 | 1.09998 | 447.76 | 4165948.14 |
3546 | 2014.06.04 03:30 | t/p | 1771 | 0.01 | 1.10156 | 1.05756 | 1.10156 | 447.77 | 4166395.91 |
3547 | 2014.06.05 16:00 | buy | 1774 | 0.01 | 1.10108 | 1.06280 | 1.10680 | |
3548 | 2014.06.06 20:00 | buy | 1775 | 0.02 | 1.09852 | 1.06024 | 1.10424 | |
3549 | 2014.06.06 22:00 | buy | 1776 | 0.01 | 1.09882 | 1.06054 | 1.10454 | |
3550 | 2014.06.12 19:00 | buy | 1777 | 0.23 | 1.08645 | 1.04713 | 1.09217 | |
3551 | 2014.06.12 20:00 | buy | 1778 | 0.30 | 1.08574 | 1.04713 | 1.09146 | |
3552 | 2014.06.16 19:00 | buy | 1779 | 0.51 | 1.08321 | 1.04713 | 1.08893 | |
3553 | 2014.06.16 20:00 | buy | 1780 | 0.39 | 1.08365 | 1.04713 | 1.08937 | |
3554 | 2014.06.19 01:00 | buy | 1781 | 0.13 | 1.07789 | 1.04713 | 1.08361 | |
3555 | 2014.07.10 09:21 | s/l | 1774 | 0.01 | 1.06280 | 1.06280 | 1.10680 | -2996.59 | 4163399.32 |
3556 | 2014.07.11 00:00 | buy | 1782 | 0.01 | 1.06521 | 1.04713 | 1.07093 | |
3557 | 2014.07.16 00:45 | t/p | 1782 | 0.01 | 1.07093 | 1.04713 | 1.07093 | 447.77 | 4163847.09 |
3558 | 2014.07.16 02:00 | buy | 1783 | 0.01 | 1.07290 | 1.04713 | 1.07862 | |
3559 | 2014.07.17 08:40 | t/p | 1783 | 0.01 | 1.07862 | 1.04713 | 1.07862 | 447.77 | 4164294.86 |
3560 | 2014.07.17 09:00 | buy | 1784 | 0.01 | 1.07835 | 1.04713 | 1.08407 | |
3561 | 2014.07.22 14:22 | t/p | 1781 | 0.13 | 1.08361 | 1.04713 | 1.08361 | 5820.98 | 4170115.84 |
3562 | 2014.07.22 15:13 | t/p | 1784 | 0.01 | 1.08407 | 1.04713 | 1.08407 | 447.76 | 4170563.60 |
3563 | 2014.07.22 16:00 | buy | 1785 | 0.01 | 1.08521 | 1.04713 | 1.09093 | |
3564 | 2014.07.23 23:00 | t/p | 1779 | 0.51 | 1.08893 | 1.04713 | 1.08893 | 22836.14 | 4193399.74 |
3565 | 2014.07.23 23:00 | t/p | 1780 | 0.39 | 1.08937 | 1.04713 | 1.08937 | 17462.93 | 4210862.67 |
3566 | 2014.07.23 23:00 | t/p | 1785 | 0.01 | 1.09093 | 1.04713 | 1.09093 | 447.77 | 4211310.44 |
3567 | 2014.07.23 23:00 | t/p | 1778 | 0.30 | 1.09146 | 1.04713 | 1.09146 | 13433.02 | 4224743.46 |
3568 | 2014.07.23 23:01 | t/p | 1777 | 0.23 | 1.09217 | 1.04713 | 1.09217 | 10298.64 | 4235042.10 |
3569 | 2014.07.24 01:00 | buy | 1786 | 0.01 | 1.09698 | 1.05870 | 1.10270 | |
3570 | 2014.07.29 06:32 | t/p | 1786 | 0.01 | 1.10270 | 1.05870 | 1.10270 | 447.77 | 4235489.87 |
3571 | 2014.07.29 08:00 | buy | 1787 | 0.01 | 1.10348 | 1.06520 | 1.10920 | |
3572 | 2014.07.29 08:28 | t/p | 1775 | 0.02 | 1.10424 | 1.06024 | 1.10424 | 895.53 | 4236385.40 |
3573 | 2014.07.29 08:30 | t/p | 1776 | 0.01 | 1.10454 | 1.06054 | 1.10454 | 447.77 | 4236833.17 |
3574 | 2014.08.01 12:00 | buy | 1788 | 0.06 | 1.09534 | 1.05706 | 1.10106 | |
3575 | 2014.08.01 20:00 | buy | 1789 | 0.08 | 1.09450 | 1.05622 | 1.10022 | |
3576 | 2014.08.05 16:00 | buy | 1790 | 0.04 | 1.09638 | 1.05810 | 1.10210 | |
3577 | 2014.08.05 17:00 | buy | 1791 | 0.03 | 1.09862 | 1.06034 | 1.10434 | |
3578 | 2014.08.05 18:00 | buy | 1792 | 0.02 | 1.09951 | 1.06123 | 1.10523 | |
3579 | 2014.08.06 00:21 | t/p | 1789 | 0.08 | 1.10022 | 1.05622 | 1.10022 | 3582.13 | 4240415.30 |
3580 | 2014.08.06 00:22 | t/p | 1788 | 0.06 | 1.10106 | 1.05706 | 1.10106 | 2686.61 | 4243101.91 |
3581 | 2014.08.06 00:45 | t/p | 1790 | 0.04 | 1.10210 | 1.05810 | 1.10210 | 1791.07 | 4244892.98 |
3582 | 2014.08.06 02:00 | buy | 1793 | 0.01 | 1.10221 | 1.06393 | 1.10793 | |
3583 | 2014.08.06 18:16 | t/p | 1791 | 0.03 | 1.10434 | 1.06034 | 1.10434 | 1343.30 | 4246236.28 |
3584 | 2014.08.06 18:17 | t/p | 1792 | 0.02 | 1.10523 | 1.06123 | 1.10523 | 895.54 | 4247131.82 |
3585 | 2014.08.08 01:00 | buy | 1794 | 0.06 | 1.09589 | 1.05761 | 1.10161 | |
3586 | 2014.08.08 21:00 | buy | 1795 | 0.04 | 1.09650 | 1.05822 | 1.10222 | |
3587 | 2014.08.12 05:00 | buy | 1796 | 0.02 | 1.09897 | 1.06069 | 1.10469 | |
3588 | 2014.08.12 06:00 | buy | 1797 | 0.02 | 1.10053 | 1.06225 | 1.10625 | |
3589 | 2014.08.12 16:00 | buy | 1798 | 0.03 | 1.09849 | 1.06021 | 1.10421 | |
3590 | 2014.08.13 02:55 | t/p | 1794 | 0.06 | 1.10161 | 1.05761 | 1.10161 | 2686.60 | 4249818.42 |
3591 | 2014.08.13 02:59 | t/p | 1795 | 0.04 | 1.10222 | 1.05822 | 1.10222 | 1791.07 | 4251609.49 |
3592 | 2014.08.19 02:08 | t/p | 1798 | 0.03 | 1.10421 | 1.06021 | 1.10421 | 1343.30 | 4252952.79 |
3593 | 2014.08.19 02:40 | t/p | 1796 | 0.02 | 1.10469 | 1.06069 | 1.10469 | 895.54 | 4253848.33 |
3594 | 2014.08.19 02:49 | t/p | 1797 | 0.02 | 1.10625 | 1.06225 | 1.10625 | 895.53 | 4254743.86 |
3595 | 2014.08.20 05:05 | t/p | 1793 | 0.01 | 1.10793 | 1.06393 | 1.10793 | 447.77 | 4255191.63 |
3596 | 2014.08.20 21:47 | t/p | 1787 | 0.01 | 1.10920 | 1.06520 | 1.10920 | 447.77 | 4255639.40 |
3597 | 2014.08.20 22:00 | buy | 1799 | 0.01 | 1.10933 | 1.07105 | 1.11505 | |
3598 | 2014.08.22 01:00 | buy | 1800 | 0.01 | 1.10788 | 1.06960 | 1.11360 | |
3599 | 2014.08.25 00:27 | t/p | 1800 | 0.01 | 1.11360 | 1.06960 | 1.11360 | 447.77 | 4256087.17 |
3600 | 2014.08.25 03:31 | t/p | 1799 | 0.01 | 1.11505 | 1.07105 | 1.11505 | 447.77 | 4256534.94 |