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 |
3601 | 2014.08.25 04:00 | buy | 1801 | 0.01 | 1.11531 | 1.07703 | 1.12103 | |
3602 | 2014.08.25 12:00 | buy | 1802 | 0.01 | 1.11331 | 1.07503 | 1.11903 | |
3603 | 2014.08.29 04:05 | t/p | 1802 | 0.01 | 1.11903 | 1.07503 | 1.11903 | 447.77 | 4256982.71 |
3604 | 2014.09.03 12:02 | t/p | 1801 | 0.01 | 1.12103 | 1.07703 | 1.12103 | 447.77 | 4257430.48 |
3605 | 2014.09.03 12:02 | buy | 1803 | 0.01 | 1.12134 | 1.08273 | 1.12673 | |
3606 | 2014.09.04 17:53 | t/p | 1803 | 0.01 | 1.12673 | 1.08273 | 1.12673 | 421.93 | 4257852.41 |
3607 | 2014.09.04 18:00 | buy | 1804 | 0.01 | 1.12669 | 1.08841 | 1.13241 | |
3608 | 2014.09.04 23:00 | buy | 1805 | 0.01 | 1.12536 | 1.08708 | 1.13108 | |
3609 | 2014.09.09 10:00 | buy | 1806 | 0.02 | 1.12237 | 1.08409 | 1.12809 | |
3610 | 2014.09.10 21:00 | buy | 1807 | 0.23 | 1.11289 | 1.07461 | 1.11861 | |
3611 | 2014.09.11 00:00 | buy | 1808 | 0.08 | 1.11687 | 1.07859 | 1.12259 | |
3612 | 2014.09.11 03:00 | buy | 1809 | 0.10 | 1.11592 | 1.07764 | 1.12164 | |
3613 | 2014.09.11 03:30 | t/p | 1807 | 0.23 | 1.11861 | 1.07461 | 1.11861 | 10298.65 | 4268151.06 |
3614 | 2014.09.11 03:34 | t/p | 1809 | 0.10 | 1.12164 | 1.07764 | 1.12164 | 4477.67 | 4272628.73 |
3615 | 2014.09.11 03:38 | t/p | 1808 | 0.08 | 1.12259 | 1.07859 | 1.12259 | 3582.14 | 4276210.87 |
3616 | 2014.09.11 05:00 | buy | 1810 | 0.03 | 1.12098 | 1.08270 | 1.12670 | |
3617 | 2014.09.11 09:00 | buy | 1811 | 0.04 | 1.11989 | 1.08161 | 1.12561 | |
3618 | 2014.09.11 10:00 | buy | 1812 | 0.06 | 1.11911 | 1.08083 | 1.12483 | |
3619 | 2014.09.11 11:00 | buy | 1813 | 0.08 | 1.11765 | 1.07937 | 1.12337 | |
3620 | 2014.09.12 20:00 | buy | 1814 | 0.39 | 1.10990 | 1.07162 | 1.11562 | |
3621 | 2014.09.16 11:00 | buy | 1815 | 0.96 | 1.10492 | 1.06664 | 1.11064 | |
3622 | 2014.09.17 09:00 | sell | 1816 | 0.01 | 1.10743 | 1.14571 | 1.10171 | |
3623 | 2014.09.18 23:18 | t/p | 1816 | 0.01 | 1.10171 | 1.14571 | 1.10171 | 447.93 | 4276658.80 |
3624 | 2014.09.19 00:00 | sell | 1817 | 0.01 | 1.10059 | 1.13887 | 1.09487 | |
3625 | 2014.09.19 02:00 | sell | 1818 | 0.01 | 1.10201 | 1.13887 | 1.09629 | |
3626 | 2014.09.22 00:00 | t/p | 1818 | 0.01 | 1.09629 | 1.13887 | 1.09629 | 447.93 | 4277106.73 |
3627 | 2014.09.22 07:47 | t/p | 1817 | 0.01 | 1.09487 | 1.13887 | 1.09487 | 447.93 | 4277554.66 |
3628 | 2014.09.22 08:00 | sell | 1819 | 0.01 | 1.09416 | 1.13244 | 1.08844 | |
3629 | 2014.09.22 09:00 | sell | 1820 | 0.01 | 1.09573 | 1.13244 | 1.09001 | |
3630 | 2014.09.22 14:00 | close | 1819 | 0.01 | 1.09342 | 1.13244 | 1.08844 | 57.95 | 4277612.61 |
3631 | 2014.09.22 14:00 | close | 1820 | 0.01 | 1.09342 | 1.13244 | 1.09001 | 180.89 | 4277793.50 |
3632 | 2014.09.22 14:00 | sell | 1821 | 0.01 | 1.09314 | 1.13142 | 1.08742 | |
3633 | 2014.09.24 02:00 | sell | 1822 | 0.02 | 1.09599 | 1.13142 | 1.09027 | |
3634 | 2014.09.25 02:00 | sell | 1823 | 0.05 | 1.09898 | 1.13142 | 1.09326 | |
3635 | 2014.09.25 04:00 | sell | 1824 | 0.03 | 1.09813 | 1.13142 | 1.09241 | |
3636 | 2014.09.26 03:00 | sell | 1825 | 0.56 | 1.10728 | 1.13142 | 1.10156 | |
3637 | 2014.09.26 06:00 | sell | 1826 | 0.40 | 1.10709 | 1.13142 | 1.10137 | |
3638 | 2014.09.26 12:18 | t/p | 1815 | 0.96 | 1.11064 | 1.06664 | 1.11064 | 42985.66 | 4320779.16 |
3639 | 2014.09.29 02:00 | sell | 1827 | 0.53 | 1.11104 | 1.13142 | 1.10532 | |
3640 | 2014.09.29 03:36 | t/p | 1814 | 0.39 | 1.11562 | 1.07162 | 1.11562 | 17462.93 | 4338242.09 |
3641 | 2014.09.29 04:00 | t/p | 1813 | 0.08 | 1.12337 | 1.07937 | 1.12337 | 3582.14 | 4341824.23 |
3642 | 2014.09.29 04:54 | t/p | 1812 | 0.06 | 1.12483 | 1.08083 | 1.12483 | 2686.60 | 4344510.83 |
3643 | 2014.09.29 04:54 | t/p | 1811 | 0.04 | 1.12561 | 1.08161 | 1.12561 | 1791.07 | 4346301.90 |
3644 | 2014.09.29 04:56 | t/p | 1810 | 0.03 | 1.12670 | 1.08270 | 1.12670 | 1343.30 | 4347645.20 |
3645 | 2014.09.29 04:59 | t/p | 1806 | 0.02 | 1.12809 | 1.08409 | 1.12809 | 895.54 | 4348540.74 |
3646 | 2014.10.15 18:43 | t/p | 1827 | 0.53 | 1.10532 | 1.13142 | 1.10532 | 23740.15 | 4372280.89 |
3647 | 2014.10.15 19:20 | t/p | 1825 | 0.56 | 1.10156 | 1.13142 | 1.10156 | 25083.94 | 4397364.83 |
3648 | 2014.10.15 19:20 | t/p | 1826 | 0.40 | 1.10137 | 1.13142 | 1.10137 | 17917.10 | 4415281.93 |
3649 | 2014.10.15 21:00 | sell | 1828 | 0.14 | 1.10208 | 1.13142 | 1.09636 | |
3650 | 2014.10.15 22:00 | sell | 1829 | 0.20 | 1.10339 | 1.13142 | 1.09767 | |
3651 | 2014.10.15 23:00 | sell | 1830 | 0.28 | 1.10505 | 1.13142 | 1.09933 | |
3652 | 2014.10.16 05:00 | sell | 1831 | 0.07 | 1.10059 | 1.13142 | 1.09487 | |
3653 | 2014.10.16 06:00 | sell | 1832 | 0.10 | 1.10173 | 1.13142 | 1.09601 | |
3654 | 2014.10.21 06:34 | t/p | 1830 | 0.28 | 1.09933 | 1.13142 | 1.09933 | 12541.97 | 4427823.90 |
3655 | 2014.10.22 02:30 | t/p | 1829 | 0.20 | 1.09767 | 1.13142 | 1.09767 | 8958.55 | 4436782.45 |
3656 | 2014.10.24 03:00 | sell | 1833 | 1.18 | 1.11705 | 1.13142 | 1.11133 | |
3657 | 2014.10.31 19:00 | close | 1804 | 0.01 | 1.12959 | 1.08841 | 1.13241 | 227.01 | 4437009.46 |
3658 | 2014.10.31 19:00 | close | 1805 | 0.01 | 1.12959 | 1.08708 | 1.13108 | 331.12 | 4437340.58 |
3659 | 2014.11.05 17:45 | t/p | 1833 | 1.18 | 1.11133 | 1.13142 | 1.11133 | 52855.45 | 4490196.03 |
3660 | 2014.11.05 18:00 | sell | 1834 | 1.18 | 1.11155 | 1.13142 | 1.10583 | |
3661 | 2014.11.12 14:37 | t/p | 1834 | 1.18 | 1.10583 | 1.13142 | 1.10583 | 52855.45 | 4543051.48 |
3662 | 2014.11.12 15:00 | sell | 1835 | 0.40 | 1.10635 | 1.13142 | 1.10063 | |
3663 | 2014.11.12 18:00 | sell | 1836 | 0.28 | 1.10586 | 1.13142 | 1.10014 | |
3664 | 2014.11.12 21:00 | sell | 1837 | 0.50 | 1.10724 | 1.13142 | 1.10152 | |
3665 | 2014.11.17 14:46 | t/p | 1837 | 0.50 | 1.10152 | 1.13142 | 1.10152 | 22396.38 | 4565447.86 |
3666 | 2014.11.17 15:15 | t/p | 1835 | 0.40 | 1.10063 | 1.13142 | 1.10063 | 17917.10 | 4583364.96 |
3667 | 2014.11.17 16:10 | t/p | 1836 | 0.28 | 1.10014 | 1.13142 | 1.10014 | 12541.97 | 4595906.93 |
3668 | 2014.11.18 10:22 | t/p | 1828 | 0.14 | 1.09636 | 1.13142 | 1.09636 | 6270.99 | 4602177.92 |
3669 | 2014.11.18 10:23 | t/p | 1832 | 0.10 | 1.09601 | 1.13142 | 1.09601 | 4479.28 | 4606657.20 |
3670 | 2014.11.18 10:51 | t/p | 1831 | 0.07 | 1.09487 | 1.13142 | 1.09487 | 3135.50 | 4609792.70 |
3671 | 2014.11.18 17:00 | buy | 1838 | 0.01 | 1.10009 | 1.09481 | 1.10331 | |
3672 | 2014.11.18 18:00 | buy | 1839 | 0.08 | 1.09901 | 1.09373 | 1.10223 | |
3673 | 2014.11.18 19:00 | buy | 1840 | 0.02 | 1.09969 | 1.09441 | 1.10291 | |
3674 | 2014.11.18 20:00 | buy | 1841 | 0.06 | 1.09927 | 1.09399 | 1.10249 | |
3675 | 2014.11.19 02:20 | t/p | 1839 | 0.08 | 1.10223 | 1.09373 | 1.10223 | 2016.52 | 4611809.22 |
3676 | 2014.11.19 20:00 | s/l | 1838 | 0.01 | 1.09481 | 1.09481 | 1.10331 | -413.33 | 4611395.89 |
3677 | 2014.11.19 20:00 | s/l | 1840 | 0.02 | 1.09441 | 1.09441 | 1.10291 | -826.65 | 4610569.24 |
3678 | 2014.11.20 09:02 | s/l | 1841 | 0.06 | 1.09399 | 1.09399 | 1.10249 | -2479.94 | 4608089.30 |
3679 | 2014.11.20 12:00 | buy | 1842 | 0.01 | 1.09718 | 1.09163 | 1.10040 | |
3680 | 2014.11.21 01:00 | buy | 1843 | 0.02 | 1.09697 | 1.09163 | 1.10019 | |
3681 | 2014.11.21 10:00 | buy | 1844 | 0.04 | 1.09646 | 1.09163 | 1.09968 | |
3682 | 2014.11.21 11:33 | t/p | 1844 | 0.04 | 1.09968 | 1.09163 | 1.09968 | 1008.26 | 4609097.56 |
3683 | 2014.11.21 12:07 | t/p | 1843 | 0.02 | 1.10019 | 1.09163 | 1.10019 | 504.13 | 4609601.69 |
3684 | 2014.11.21 13:33 | t/p | 1842 | 0.01 | 1.10040 | 1.09163 | 1.10040 | 252.06 | 4609853.75 |
3685 | 2014.11.21 15:00 | buy | 1845 | 0.01 | 1.09984 | 1.09456 | 1.10306 | |
3686 | 2014.11.21 20:00 | buy | 1846 | 0.02 | 1.09962 | 1.09434 | 1.10284 | |
3687 | 2014.11.21 21:00 | buy | 1847 | 0.02 | 1.09954 | 1.09426 | 1.10276 | |
3688 | 2014.11.24 00:00 | buy | 1848 | 0.06 | 1.09898 | 1.09233 | 1.10220 | |
3689 | 2014.11.24 01:00 | buy | 1849 | 0.01 | 1.09992 | 1.09464 | 1.10314 | |
3690 | 2014.11.25 01:38 | s/l | 1849 | 0.01 | 1.09464 | 1.09464 | 1.10314 | -413.33 | 4609440.42 |
3691 | 2014.11.25 01:39 | s/l | 1845 | 0.01 | 1.09456 | 1.09456 | 1.10306 | -413.33 | 4609027.09 |
3692 | 2014.11.25 01:40 | s/l | 1846 | 0.02 | 1.09434 | 1.09434 | 1.10284 | -826.65 | 4608200.44 |
3693 | 2014.11.25 01:40 | s/l | 1847 | 0.02 | 1.09426 | 1.09426 | 1.10276 | -826.65 | 4607373.79 |
3694 | 2014.11.25 05:00 | buy | 1850 | 0.01 | 1.09714 | 1.09184 | 1.10036 | |
3695 | 2014.11.25 10:00 | buy | 1851 | 0.01 | 1.09708 | 1.09184 | 1.10030 | |
3696 | 2014.11.25 17:57 | t/p | 1823 | 0.05 | 1.09326 | 1.13142 | 1.09326 | 2239.63 | 4609613.42 |
3697 | 2014.11.25 17:59 | s/l | 1848 | 0.06 | 1.09233 | 1.09233 | 1.10220 | -3123.41 | 4606490.01 |
3698 | 2014.11.25 17:59 | t/p | 1824 | 0.03 | 1.09241 | 1.13142 | 1.09241 | 1343.79 | 4607833.80 |
3699 | 2014.11.25 18:27 | s/l | 1850 | 0.01 | 1.09184 | 1.09184 | 1.10036 | -414.89 | 4607418.91 |
3700 | 2014.11.25 18:27 | s/l | 1851 | 0.01 | 1.09184 | 1.09184 | 1.10030 | -410.19 | 4607008.72 |
3701 | 2014.11.26 09:54 | t/p | 1822 | 0.02 | 1.09027 | 1.13142 | 1.09027 | 895.85 | 4607904.57 |
3702 | 2014.11.26 10:33 | t/p | 1821 | 0.01 | 1.08742 | 1.13142 | 1.08742 | 447.93 | 4608352.50 |
3703 | 2014.11.26 12:00 | sell | 1852 | 0.01 | 1.08687 | 1.12515 | 1.08115 | |
3704 | 2014.12.01 05:13 | t/p | 1852 | 0.01 | 1.08115 | 1.12515 | 1.08115 | 447.92 | 4608800.42 |
3705 | 2014.12.01 06:00 | sell | 1853 | 0.01 | 1.08100 | 1.11928 | 1.07528 | |
3706 | 2014.12.04 07:00 | sell | 1854 | 0.01 | 1.08250 | 1.11928 | 1.07678 | |
3707 | 2014.12.04 18:14 | t/p | 1854 | 0.01 | 1.07678 | 1.11928 | 1.07678 | 447.92 | 4609248.34 |
3708 | 2014.12.08 19:00 | sell | 1855 | 0.01 | 1.08272 | 1.11928 | 1.07700 | |
3709 | 2014.12.09 10:05 | t/p | 1855 | 0.01 | 1.07700 | 1.11928 | 1.07700 | 447.93 | 4609696.27 |
3710 | 2014.12.10 22:00 | t/p | 1853 | 0.01 | 1.07528 | 1.11928 | 1.07528 | 447.93 | 4610144.20 |
3711 | 2014.12.10 22:01 | sell | 1856 | 0.01 | 1.07457 | 1.11553 | 1.07153 | |
3712 | 2014.12.10 22:01 | t/p | 1856 | 0.01 | 1.07153 | 1.11553 | 1.07153 | 238.06 | 4610382.26 |
3713 | 2014.12.11 01:00 | sell | 1857 | 0.01 | 1.06628 | 1.10456 | 1.06056 | |
3714 | 2014.12.11 11:36 | t/p | 1857 | 0.01 | 1.06056 | 1.10456 | 1.06056 | 447.93 | 4610830.19 |
3715 | 2014.12.15 00:00 | sell | 1858 | 0.01 | 1.05646 | 1.09474 | 1.05074 | |
3716 | 2014.12.15 02:00 | sell | 1859 | 0.01 | 1.05851 | 1.09474 | 1.05279 | |
3717 | 2014.12.15 05:00 | sell | 1860 | 0.02 | 1.05905 | 1.09474 | 1.05333 | |
3718 | 2014.12.15 17:00 | sell | 1861 | 0.03 | 1.06032 | 1.09474 | 1.05460 | |
3719 | 2014.12.16 14:18 | t/p | 1861 | 0.03 | 1.05460 | 1.09474 | 1.05460 | 1343.79 | 4612173.98 |
3720 | 2014.12.16 14:22 | t/p | 1860 | 0.02 | 1.05333 | 1.09474 | 1.05333 | 895.85 | 4613069.83 |
3721 | 2014.12.16 14:22 | t/p | 1859 | 0.01 | 1.05279 | 1.09474 | 1.05279 | 447.93 | 4613517.76 |
3722 | 2014.12.17 23:45 | t/p | 1858 | 0.01 | 1.05074 | 1.09474 | 1.05074 | 447.93 | 4613965.69 |
3723 | 2014.12.18 00:00 | sell | 1862 | 0.01 | 1.05274 | 1.09102 | 1.04702 | |
3724 | 2014.12.18 03:00 | sell | 1863 | 0.01 | 1.05468 | 1.09102 | 1.04896 | |
3725 | 2014.12.18 06:00 | sell | 1864 | 0.02 | 1.05533 | 1.09102 | 1.04961 | |
3726 | 2014.12.19 00:00 | t/p | 1864 | 0.02 | 1.04961 | 1.09102 | 1.04961 | 895.85 | 4614861.54 |
3727 | 2014.12.19 23:59 | t/p | 1863 | 0.01 | 1.04896 | 1.09102 | 1.04896 | 447.93 | 4615309.47 |
3728 | 2014.12.19 23:59 | t/p | 1862 | 0.01 | 1.04702 | 1.09102 | 1.04702 | 447.93 | 4615757.40 |
3729 | 2014.12.22 12:00 | sell | 1865 | 0.01 | 1.04909 | 1.08737 | 1.04337 | |
3730 | 2014.12.23 03:00 | sell | 1866 | 0.01 | 1.05059 | 1.08737 | 1.04487 | |
3731 | 2014.12.29 16:46 | t/p | 1866 | 0.01 | 1.04487 | 1.08737 | 1.04487 | 447.93 | 4616205.33 |
3732 | 2014.12.29 19:00 | close | 1865 | 0.01 | 1.04606 | 1.08737 | 1.04337 | 237.28 | 4616442.61 |
3733 | 2014.12.29 19:00 | sell | 1867 | 0.01 | 1.04578 | 1.08406 | 1.04006 | |
3734 | 2015.01.05 13:00 | sell | 1868 | 0.07 | 1.05283 | 1.08406 | 1.04711 | |
3735 | 2015.01.05 14:00 | sell | 1869 | 0.05 | 1.05112 | 1.08406 | 1.04540 | |
3736 | 2015.01.05 17:00 | sell | 1870 | 0.03 | 1.05078 | 1.08406 | 1.04506 | |
3737 | 2015.01.06 03:00 | buy | 1871 | 0.01 | 1.05309 | 1.04007 | 1.05881 | |
3738 | 2015.01.06 04:00 | buy | 1872 | 0.01 | 1.05282 | 1.04007 | 1.05854 | |
3739 | 2015.01.06 08:00 | buy | 1873 | 0.02 | 1.05233 | 1.04007 | 1.05805 | |
3740 | 2015.01.06 16:49 | t/p | 1868 | 0.07 | 1.04711 | 1.08406 | 1.04711 | 3135.49 | 4619578.10 |
3741 | 2015.01.06 16:49 | t/p | 1869 | 0.05 | 1.04540 | 1.08406 | 1.04540 | 2239.64 | 4621817.74 |
3742 | 2015.01.06 16:49 | t/p | 1870 | 0.03 | 1.04506 | 1.08406 | 1.04506 | 1343.78 | 4623161.52 |
3743 | 2015.01.06 18:55 | s/l | 1871 | 0.01 | 1.04007 | 1.04007 | 1.05881 | -1019.22 | 4622142.30 |
3744 | 2015.01.06 18:55 | s/l | 1872 | 0.01 | 1.04007 | 1.04007 | 1.05854 | -998.08 | 4621144.22 |
3745 | 2015.01.06 18:55 | s/l | 1873 | 0.02 | 1.04007 | 1.04007 | 1.05805 | -1919.45 | 4619224.77 |
3746 | 2015.01.06 18:55 | t/p | 1867 | 0.01 | 1.04006 | 1.08406 | 1.04006 | 447.93 | 4619672.70 |
3747 | 2015.01.07 13:00 | buy | 1874 | 0.01 | 1.04133 | 1.03689 | 1.04705 | |
3748 | 2015.01.07 18:00 | buy | 1875 | 0.02 | 1.04126 | 1.03689 | 1.04698 | |
3749 | 2015.01.07 20:59 | s/l | 1874 | 0.01 | 1.03689 | 1.03689 | 1.04705 | -347.56 | 4619325.14 |
3750 | 2015.01.07 20:59 | s/l | 1875 | 0.02 | 1.03689 | 1.03689 | 1.04698 | -684.18 | 4618640.96 |