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 |
3751 | 2015.01.08 03:00 | buy | 1876 | 0.01 | 1.04083 | 1.03313 | 1.04655 | |
3752 | 2015.01.08 07:00 | buy | 1877 | 0.02 | 1.04049 | 1.03313 | 1.04621 | |
3753 | 2015.01.08 13:00 | buy | 1878 | 0.02 | 1.04023 | 1.03313 | 1.04595 | |
3754 | 2015.01.09 08:00 | buy | 1879 | 0.08 | 1.03929 | 1.03313 | 1.04501 | |
3755 | 2015.01.09 13:00 | buy | 1880 | 0.01 | 1.04081 | 1.03313 | 1.04653 | |
3756 | 2015.01.09 16:18 | t/p | 1879 | 0.08 | 1.04501 | 1.03313 | 1.04501 | 3582.14 | 4622223.10 |
3757 | 2015.01.09 16:29 | t/p | 1878 | 0.02 | 1.04595 | 1.03313 | 1.04595 | 895.53 | 4623118.63 |
3758 | 2015.01.09 16:36 | t/p | 1877 | 0.02 | 1.04621 | 1.03313 | 1.04621 | 895.53 | 4624014.16 |
3759 | 2015.01.09 16:39 | t/p | 1880 | 0.01 | 1.04653 | 1.03313 | 1.04653 | 447.76 | 4624461.92 |
3760 | 2015.01.09 16:40 | t/p | 1876 | 0.01 | 1.04655 | 1.03313 | 1.04655 | 447.77 | 4624909.69 |
3761 | 2015.01.09 18:00 | buy | 1881 | 0.01 | 1.04670 | 1.03313 | 1.05242 | |
3762 | 2015.01.09 19:00 | buy | 1882 | 0.02 | 1.04602 | 1.03313 | 1.05174 | |
3763 | 2015.01.09 21:00 | buy | 1883 | 0.01 | 1.04641 | 1.03313 | 1.05213 | |
3764 | 2015.01.13 13:27 | t/p | 1882 | 0.02 | 1.05174 | 1.03313 | 1.05174 | 895.54 | 4625805.23 |
3765 | 2015.01.13 13:32 | t/p | 1883 | 0.01 | 1.05213 | 1.03313 | 1.05213 | 447.77 | 4626253.00 |
3766 | 2015.01.13 13:32 | t/p | 1881 | 0.01 | 1.05242 | 1.03313 | 1.05242 | 447.77 | 4626700.77 |
3767 | 2015.01.13 14:00 | buy | 1884 | 0.01 | 1.05278 | 1.03313 | 1.05850 | |
3768 | 2015.01.13 15:00 | buy | 1885 | 0.01 | 1.05226 | 1.03313 | 1.05798 | |
3769 | 2015.01.15 02:30 | t/p | 1885 | 0.01 | 1.05798 | 1.03313 | 1.05798 | 447.76 | 4627148.53 |
3770 | 2015.01.15 02:31 | t/p | 1884 | 0.01 | 1.05850 | 1.03313 | 1.05850 | 447.77 | 4627596.30 |
3771 | 2015.01.15 04:00 | buy | 1886 | 0.01 | 1.06170 | 1.03313 | 1.06742 | |
3772 | 2015.01.15 05:00 | buy | 1887 | 0.01 | 1.06083 | 1.03313 | 1.06655 | |
3773 | 2015.01.16 11:00 | buy | 1888 | 0.17 | 1.05176 | 1.03313 | 1.05748 | |
3774 | 2015.01.16 12:00 | buy | 1889 | 0.13 | 1.05339 | 1.03313 | 1.05911 | |
3775 | 2015.01.16 13:00 | buy | 1890 | 0.10 | 1.05362 | 1.03313 | 1.05934 | |
3776 | 2015.01.16 20:00 | buy | 1891 | 0.06 | 1.05564 | 1.03313 | 1.06136 | |
3777 | 2015.01.16 21:00 | buy | 1892 | 0.04 | 1.05665 | 1.03313 | 1.06237 | |
3778 | 2015.01.16 21:59 | t/p | 1888 | 0.17 | 1.05748 | 1.03313 | 1.05748 | 7612.04 | 4635208.34 |
3779 | 2015.01.16 22:00 | buy | 1893 | 0.03 | 1.05775 | 1.03313 | 1.06347 | |
3780 | 2015.01.19 04:00 | buy | 1894 | 0.08 | 1.05527 | 1.03313 | 1.06099 | |
3781 | 2015.01.20 07:00 | buy | 1895 | 0.02 | 1.05824 | 1.03313 | 1.06396 | |
3782 | 2015.01.20 07:41 | t/p | 1889 | 0.13 | 1.05911 | 1.03313 | 1.05911 | 5820.98 | 4641029.32 |
3783 | 2015.01.20 08:43 | t/p | 1890 | 0.10 | 1.05934 | 1.03313 | 1.05934 | 4477.68 | 4645507.00 |
3784 | 2015.01.20 09:00 | buy | 1896 | 0.02 | 1.05954 | 1.03313 | 1.06526 | |
3785 | 2015.01.20 11:34 | t/p | 1894 | 0.08 | 1.06099 | 1.03313 | 1.06099 | 3582.14 | 4649089.14 |
3786 | 2015.01.20 13:04 | t/p | 1891 | 0.06 | 1.06136 | 1.03313 | 1.06136 | 2686.60 | 4651775.74 |
3787 | 2015.01.20 14:02 | t/p | 1892 | 0.04 | 1.06237 | 1.03313 | 1.06237 | 1791.07 | 4653566.81 |
3788 | 2015.01.20 17:21 | t/p | 1893 | 0.03 | 1.06347 | 1.03313 | 1.06347 | 1343.31 | 4654910.12 |
3789 | 2015.01.20 20:58 | t/p | 1895 | 0.02 | 1.06396 | 1.03313 | 1.06396 | 895.54 | 4655805.66 |
3790 | 2015.01.20 21:17 | t/p | 1896 | 0.02 | 1.06526 | 1.03313 | 1.06526 | 895.54 | 4656701.20 |
3791 | 2015.01.20 23:45 | t/p | 1887 | 0.01 | 1.06655 | 1.03313 | 1.06655 | 447.77 | 4657148.97 |
3792 | 2015.01.20 23:45 | t/p | 1886 | 0.01 | 1.06742 | 1.03313 | 1.06742 | 447.77 | 4657596.74 |
3793 | 2015.01.21 01:00 | buy | 1897 | 0.01 | 1.06844 | 1.03313 | 1.07416 | |
3794 | 2015.01.22 15:55 | t/p | 1897 | 0.01 | 1.07416 | 1.03313 | 1.07416 | 447.77 | 4658044.51 |
3795 | 2015.01.22 16:00 | buy | 1898 | 0.01 | 1.07527 | 1.03699 | 1.08099 | |
3796 | 2015.01.22 18:00 | buy | 1899 | 0.01 | 1.07364 | 1.03536 | 1.07936 | |
3797 | 2015.01.22 19:00 | buy | 1900 | 0.02 | 1.07230 | 1.03313 | 1.07802 | |
3798 | 2015.01.26 08:00 | buy | 1901 | 0.17 | 1.06260 | 1.03313 | 1.06832 | |
3799 | 2015.01.26 14:00 | buy | 1902 | 0.13 | 1.06288 | 1.03313 | 1.06860 | |
3800 | 2015.01.26 16:00 | buy | 1903 | 0.08 | 1.06560 | 1.03313 | 1.07132 | |
3801 | 2015.01.26 18:00 | buy | 1904 | 0.04 | 1.06843 | 1.03313 | 1.07415 | |
3802 | 2015.01.26 19:11 | t/p | 1901 | 0.17 | 1.06832 | 1.03313 | 1.06832 | 7612.04 | 4665656.55 |
3803 | 2015.01.26 19:13 | t/p | 1902 | 0.13 | 1.06860 | 1.03313 | 1.06860 | 5820.98 | 4671477.53 |
3804 | 2015.01.26 20:00 | buy | 1905 | 0.03 | 1.06974 | 1.03313 | 1.07546 | |
3805 | 2015.01.26 22:00 | buy | 1906 | 0.06 | 1.06772 | 1.03313 | 1.07344 | |
3806 | 2015.01.28 02:30 | t/p | 1903 | 0.08 | 1.07132 | 1.03313 | 1.07132 | 3582.14 | 4675059.67 |
3807 | 2015.01.28 02:40 | t/p | 1906 | 0.06 | 1.07344 | 1.03313 | 1.07344 | 2686.60 | 4677746.27 |
3808 | 2015.01.28 03:00 | t/p | 1904 | 0.04 | 1.07415 | 1.03313 | 1.07415 | 1791.06 | 4679537.33 |
3809 | 2015.01.28 11:00 | buy | 1907 | 0.02 | 1.07076 | 1.03313 | 1.07648 | |
3810 | 2015.01.28 22:05 | t/p | 1905 | 0.03 | 1.07546 | 1.03313 | 1.07546 | 1343.30 | 4680880.63 |
3811 | 2015.01.28 22:08 | t/p | 1907 | 0.02 | 1.07648 | 1.03313 | 1.07648 | 895.53 | 4681776.16 |
3812 | 2015.01.28 22:33 | t/p | 1900 | 0.02 | 1.07802 | 1.03313 | 1.07802 | 895.54 | 4682671.70 |
3813 | 2015.01.28 23:06 | t/p | 1899 | 0.01 | 1.07936 | 1.03536 | 1.07936 | 447.77 | 4683119.47 |
3814 | 2015.01.29 07:00 | buy | 1908 | 0.01 | 1.07391 | 1.03563 | 1.07963 | |
3815 | 2015.01.30 12:00 | buy | 1909 | 0.04 | 1.06871 | 1.03313 | 1.07443 | |
3816 | 2015.01.30 15:00 | buy | 1910 | 0.02 | 1.07169 | 1.03313 | 1.07741 | |
3817 | 2015.01.30 16:00 | buy | 1911 | 0.02 | 1.07204 | 1.03313 | 1.07776 | |
3818 | 2015.02.04 23:00 | buy | 1912 | 0.86 | 1.05405 | 1.03313 | 1.05977 | |
3819 | 2015.02.05 09:00 | buy | 1913 | 0.64 | 1.05355 | 1.03313 | 1.05927 | |
3820 | 2015.02.06 15:30 | t/p | 1913 | 0.64 | 1.05927 | 1.03313 | 1.05927 | 28657.11 | 4711776.58 |
3821 | 2015.02.06 15:31 | t/p | 1912 | 0.86 | 1.05977 | 1.03313 | 1.05977 | 38507.99 | 4750284.57 |
3822 | 2015.02.06 16:00 | buy | 1914 | 0.39 | 1.05840 | 1.03313 | 1.06412 | |
3823 | 2015.02.06 17:00 | buy | 1915 | 0.30 | 1.06005 | 1.03313 | 1.06577 | |
3824 | 2015.02.06 19:00 | buy | 1916 | 0.23 | 1.06090 | 1.03313 | 1.06662 | |
3825 | 2015.02.09 00:00 | buy | 1917 | 0.58 | 1.05438 | 1.03313 | 1.06010 | |
3826 | 2015.02.13 23:51 | s/l | 1898 | 0.01 | 1.03699 | 1.03699 | 1.08099 | -2996.60 | 4747287.97 |
3827 | 2015.02.13 23:51 | s/l | 1908 | 0.01 | 1.03563 | 1.03563 | 1.07963 | -2996.60 | 4744291.37 |
3828 | 2015.02.17 01:00 | buy | 1918 | 0.01 | 1.03647 | 1.03120 | 1.04219 | |
3829 | 2015.02.17 09:00 | buy | 1919 | 0.01 | 1.03647 | 1.03120 | 1.04219 | |
3830 | 2015.02.18 20:59 | s/l | 1909 | 0.04 | 1.03313 | 1.03313 | 1.07443 | -11140.95 | 4733150.42 |
3831 | 2015.02.18 20:59 | s/l | 1910 | 0.02 | 1.03313 | 1.03313 | 1.07741 | -6037.03 | 4727113.39 |
3832 | 2015.02.18 20:59 | s/l | 1911 | 0.02 | 1.03313 | 1.03313 | 1.07776 | -6091.83 | 4721021.56 |
3833 | 2015.02.18 20:59 | s/l | 1914 | 0.39 | 1.03313 | 1.03313 | 1.06412 | -77148.28 | 4643873.28 |
3834 | 2015.02.18 20:59 | s/l | 1915 | 0.30 | 1.03313 | 1.03313 | 1.06577 | -63219.73 | 4580653.55 |
3835 | 2015.02.18 20:59 | s/l | 1916 | 0.23 | 1.03313 | 1.03313 | 1.06662 | -49998.86 | 4530654.69 |
3836 | 2015.02.18 20:59 | s/l | 1917 | 0.58 | 1.03313 | 1.03313 | 1.06010 | -96481.34 | 4434173.35 |
3837 | 2015.02.19 06:41 | s/l | 1918 | 0.01 | 1.03120 | 1.03120 | 1.04219 | -412.54 | 4433760.81 |
3838 | 2015.02.19 06:41 | s/l | 1919 | 0.01 | 1.03120 | 1.03120 | 1.04219 | -412.54 | 4433348.27 |
3839 | 2015.02.19 14:00 | buy | 1920 | 0.01 | 1.03527 | 1.02794 | 1.04099 | |
3840 | 2015.02.19 18:00 | buy | 1921 | 0.02 | 1.03498 | 1.02794 | 1.04070 | |
3841 | 2015.02.20 21:59 | t/p | 1921 | 0.02 | 1.04070 | 1.02794 | 1.04070 | 895.53 | 4434243.80 |
3842 | 2015.02.20 22:02 | t/p | 1920 | 0.01 | 1.04099 | 1.02794 | 1.04099 | 447.77 | 4434691.57 |
3843 | 2015.02.20 22:02 | buy | 1922 | 0.01 | 1.04132 | 1.02794 | 1.04678 | |
3844 | 2015.02.24 06:00 | buy | 1923 | 0.04 | 1.03919 | 1.02794 | 1.04491 | |
3845 | 2015.02.24 07:00 | buy | 1924 | 0.02 | 1.04010 | 1.02794 | 1.04582 | |
3846 | 2015.02.24 08:00 | buy | 1925 | 0.02 | 1.04043 | 1.02794 | 1.04615 | |
3847 | 2015.02.24 13:00 | buy | 1926 | 0.01 | 1.04090 | 1.02794 | 1.04662 | |
3848 | 2015.02.24 18:19 | t/p | 1923 | 0.04 | 1.04491 | 1.02794 | 1.04491 | 1791.07 | 4436482.64 |
3849 | 2015.02.24 18:22 | t/p | 1924 | 0.02 | 1.04582 | 1.02794 | 1.04582 | 895.53 | 4437378.17 |
3850 | 2015.02.24 18:26 | t/p | 1925 | 0.02 | 1.04615 | 1.02794 | 1.04615 | 895.54 | 4438273.71 |
3851 | 2015.02.24 18:57 | t/p | 1926 | 0.01 | 1.04662 | 1.02794 | 1.04662 | 447.77 | 4438721.48 |
3852 | 2015.02.24 18:57 | t/p | 1922 | 0.01 | 1.04678 | 1.02794 | 1.04678 | 427.42 | 4439148.90 |
3853 | 2015.02.24 20:00 | buy | 1927 | 0.01 | 1.04633 | 1.02794 | 1.05205 | |
3854 | 2015.02.24 21:00 | buy | 1928 | 0.01 | 1.04581 | 1.02794 | 1.05153 | |
3855 | 2015.02.25 00:00 | buy | 1929 | 0.02 | 1.04531 | 1.02794 | 1.05103 | |
3856 | 2015.02.27 11:00 | buy | 1930 | 1.12 | 1.03605 | 1.02794 | 1.04177 | |
3857 | 2015.03.02 11:00 | buy | 1931 | 0.44 | 1.03323 | 1.02794 | 1.03895 | |
3858 | 2015.03.03 05:30 | t/p | 1931 | 0.44 | 1.03895 | 1.02794 | 1.03895 | 19701.76 | 4458850.66 |
3859 | 2015.03.03 07:00 | buy | 1932 | 0.44 | 1.03749 | 1.02794 | 1.04321 | |
3860 | 2015.03.06 06:12 | t/p | 1930 | 1.12 | 1.04177 | 1.02794 | 1.04177 | 50149.94 | 4509000.60 |
3861 | 2015.03.06 07:00 | buy | 1933 | 0.08 | 1.04177 | 1.02618 | 1.04749 | |
3862 | 2015.03.06 07:44 | t/p | 1932 | 0.44 | 1.04321 | 1.02794 | 1.04321 | 19701.76 | 4528702.36 |
3863 | 2015.03.06 08:00 | buy | 1934 | 0.03 | 1.04370 | 1.02618 | 1.04942 | |
3864 | 2015.03.06 10:00 | buy | 1935 | 0.02 | 1.04425 | 1.02618 | 1.04997 | |
3865 | 2015.03.06 15:56 | t/p | 1933 | 0.08 | 1.04749 | 1.02618 | 1.04749 | 3582.14 | 4532284.50 |
3866 | 2015.03.06 16:12 | t/p | 1934 | 0.03 | 1.04942 | 1.02618 | 1.04942 | 1343.30 | 4533627.80 |
3867 | 2015.03.06 16:20 | t/p | 1935 | 0.02 | 1.04997 | 1.02618 | 1.04997 | 895.53 | 4534523.33 |
3868 | 2015.03.10 04:33 | t/p | 1929 | 0.02 | 1.05103 | 1.02794 | 1.05103 | 895.54 | 4535418.87 |
3869 | 2015.03.10 04:33 | t/p | 1928 | 0.01 | 1.05153 | 1.02794 | 1.05153 | 447.77 | 4535866.64 |
3870 | 2015.03.11 13:23 | t/p | 1927 | 0.01 | 1.05205 | 1.02794 | 1.05205 | 447.77 | 4536314.41 |
3871 | 2015.03.11 14:00 | buy | 1936 | 0.01 | 1.05250 | 1.02618 | 1.05822 | |
3872 | 2015.03.11 16:00 | buy | 1937 | 0.01 | 1.05114 | 1.02618 | 1.05686 | |
3873 | 2015.03.11 17:00 | buy | 1938 | 0.02 | 1.05055 | 1.02618 | 1.05627 | |
3874 | 2015.03.12 18:00 | buy | 1939 | 0.39 | 1.04100 | 1.02618 | 1.04672 | |
3875 | 2015.03.12 19:00 | buy | 1940 | 0.30 | 1.04176 | 1.02618 | 1.04748 | |
3876 | 2015.03.12 20:00 | buy | 1941 | 0.23 | 1.04310 | 1.02618 | 1.04882 | |
3877 | 2015.03.12 21:00 | buy | 1942 | 0.17 | 1.04313 | 1.02618 | 1.04885 | |
3878 | 2015.03.13 11:00 | buy | 1943 | 0.13 | 1.04458 | 1.02618 | 1.05030 | |
3879 | 2015.03.17 11:00 | buy | 1944 | 0.34 | 1.03718 | 1.02618 | 1.04290 | |
3880 | 2015.03.18 04:43 | t/p | 1944 | 0.34 | 1.04290 | 1.02618 | 1.04290 | 15224.09 | 4551538.50 |
3881 | 2015.03.20 17:54 | s/l | 1936 | 0.01 | 1.02618 | 1.02618 | 1.05822 | -2060.35 | 4549478.15 |
3882 | 2015.03.20 17:54 | s/l | 1937 | 0.01 | 1.02618 | 1.02618 | 1.05686 | -1953.89 | 4547524.26 |
3883 | 2015.03.20 17:54 | s/l | 1938 | 0.02 | 1.02618 | 1.02618 | 1.05627 | -3815.42 | 4543708.84 |
3884 | 2015.03.20 17:54 | s/l | 1939 | 0.39 | 1.02618 | 1.02618 | 1.04672 | -45244.85 | 4498463.99 |
3885 | 2015.03.20 17:54 | s/l | 1940 | 0.30 | 1.02618 | 1.02618 | 1.04748 | -36588.54 | 4461875.45 |
3886 | 2015.03.20 17:54 | s/l | 1941 | 0.23 | 1.02618 | 1.02618 | 1.04882 | -30463.84 | 4431411.61 |
3887 | 2015.03.20 17:54 | s/l | 1942 | 0.17 | 1.02618 | 1.02618 | 1.04885 | -22556.67 | 4408854.94 |
3888 | 2015.03.20 17:54 | s/l | 1943 | 0.13 | 1.02618 | 1.02618 | 1.05030 | -18724.81 | 4390130.13 |
3889 | 2015.03.23 05:00 | buy | 1945 | 0.01 | 1.03036 | 1.02358 | 1.03608 | |
3890 | 2015.03.23 06:02 | s/l | 1945 | 0.01 | 1.02358 | 1.02358 | 1.03608 | -530.74 | 4389599.39 |
3891 | 2015.03.23 17:00 | buy | 1946 | 0.01 | 1.02901 | 1.01983 | 1.03473 | |
3892 | 2015.03.23 20:00 | buy | 1947 | 0.02 | 1.02853 | 1.01983 | 1.03425 | |
3893 | 2015.03.24 01:00 | buy | 1948 | 0.01 | 1.02874 | 1.01983 | 1.03446 | |
3894 | 2015.03.24 05:00 | buy | 1949 | 0.02 | 1.02834 | 1.01983 | 1.03406 | |
3895 | 2015.03.30 13:45 | s/l | 1946 | 0.01 | 1.01983 | 1.01983 | 1.03473 | -718.62 | 4388880.77 |
3896 | 2015.03.30 13:45 | s/l | 1947 | 0.02 | 1.01983 | 1.01983 | 1.03425 | -1362.09 | 4387518.68 |
3897 | 2015.03.30 13:45 | s/l | 1948 | 0.01 | 1.01983 | 1.01983 | 1.03446 | -697.49 | 4386821.19 |
3898 | 2015.03.30 13:45 | s/l | 1949 | 0.02 | 1.01983 | 1.01983 | 1.03406 | -1332.35 | 4385488.84 |
3899 | 2015.03.31 02:00 | buy | 1950 | 0.01 | 1.02126 | 1.01353 | 1.02698 | |
3900 | 2015.03.31 03:00 | buy | 1951 | 0.02 | 1.02075 | 1.01353 | 1.02647 | |