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 |
3901 | 2015.03.31 08:00 | buy | 1952 | 0.06 | 1.01980 | 1.01353 | 1.02552 | |
3902 | 2015.03.31 09:00 | buy | 1953 | 0.03 | 1.02028 | 1.01353 | 1.02600 | |
3903 | 2015.03.31 21:00 | buy | 1954 | 0.13 | 1.01913 | 1.01353 | 1.02485 | |
3904 | 2015.04.01 02:00 | buy | 1955 | 0.01 | 1.02118 | 1.01353 | 1.02690 | |
3905 | 2015.04.01 06:00 | buy | 1956 | 0.02 | 1.02093 | 1.01353 | 1.02665 | |
3906 | 2015.04.01 11:48 | t/p | 1954 | 0.13 | 1.02485 | 1.01353 | 1.02485 | 5820.98 | 4391309.82 |
3907 | 2015.04.01 11:48 | t/p | 1952 | 0.06 | 1.02552 | 1.01353 | 1.02552 | 2686.61 | 4393996.43 |
3908 | 2015.04.02 09:40 | s/l | 1950 | 0.01 | 1.01353 | 1.01353 | 1.02698 | -605.11 | 4393391.32 |
3909 | 2015.04.02 09:40 | s/l | 1951 | 0.02 | 1.01353 | 1.01353 | 1.02647 | -1130.38 | 4392260.94 |
3910 | 2015.04.02 09:40 | s/l | 1953 | 0.03 | 1.01353 | 1.01353 | 1.02600 | -1585.19 | 4390675.75 |
3911 | 2015.04.02 09:40 | s/l | 1955 | 0.01 | 1.01353 | 1.01353 | 1.02690 | -598.85 | 4390076.90 |
3912 | 2015.04.02 09:40 | s/l | 1956 | 0.02 | 1.01353 | 1.01353 | 1.02665 | -1158.56 | 4388918.34 |
3913 | 2015.04.03 06:00 | buy | 1957 | 0.01 | 1.01155 | 1.00693 | 1.01727 | |
3914 | 2015.04.03 09:00 | buy | 1958 | 0.01 | 1.01167 | 1.00693 | 1.01739 | |
3915 | 2015.04.03 15:00 | buy | 1959 | 0.03 | 1.01118 | 1.00693 | 1.01690 | |
3916 | 2015.04.03 15:53 | s/l | 1957 | 0.01 | 1.00693 | 1.00693 | 1.01727 | -361.66 | 4388556.68 |
3917 | 2015.04.03 15:53 | s/l | 1958 | 0.01 | 1.00693 | 1.00693 | 1.01739 | -371.05 | 4388185.63 |
3918 | 2015.04.03 15:53 | s/l | 1959 | 0.03 | 1.00693 | 1.00693 | 1.01690 | -998.08 | 4387187.55 |
3919 | 2015.04.06 14:00 | buy | 1960 | 0.01 | 1.00474 | 0.99998 | 1.01046 | |
3920 | 2015.04.07 04:30 | t/p | 1960 | 0.01 | 1.01046 | 0.99998 | 1.01046 | 447.77 | 4387635.32 |
3921 | 2015.04.07 06:00 | buy | 1961 | 0.01 | 1.01086 | 0.99998 | 1.01658 | |
3922 | 2015.04.07 07:00 | buy | 1962 | 0.03 | 1.00963 | 0.99998 | 1.01535 | |
3923 | 2015.04.07 07:29 | t/p | 1962 | 0.03 | 1.01535 | 0.99998 | 1.01535 | 1343.30 | 4388978.62 |
3924 | 2015.04.07 07:30 | t/p | 1961 | 0.01 | 1.01658 | 0.99998 | 1.01658 | 447.77 | 4389426.39 |
3925 | 2015.04.07 09:00 | buy | 1963 | 0.01 | 1.02108 | 0.99998 | 1.02680 | |
3926 | 2015.04.07 10:00 | buy | 1964 | 0.01 | 1.02007 | 0.99998 | 1.02579 | |
3927 | 2015.04.07 11:00 | buy | 1965 | 0.02 | 1.01944 | 0.99998 | 1.02516 | |
3928 | 2015.04.07 12:00 | buy | 1966 | 0.02 | 1.01888 | 0.99998 | 1.02460 | |
3929 | 2015.04.07 13:00 | buy | 1967 | 0.03 | 1.01813 | 0.99998 | 1.02385 | |
3930 | 2015.04.07 15:00 | buy | 1968 | 0.04 | 1.01745 | 0.99998 | 1.02317 | |
3931 | 2015.04.07 16:00 | buy | 1969 | 0.08 | 1.01586 | 0.99998 | 1.02158 | |
3932 | 2015.04.15 13:00 | buy | 1970 | 0.23 | 1.01355 | 0.99998 | 1.01927 | |
3933 | 2015.04.15 21:00 | buy | 1971 | 0.39 | 1.01195 | 0.99998 | 1.01767 | |
3934 | 2015.04.16 00:01 | buy | 1972 | 0.51 | 1.01121 | 0.99998 | 1.01693 | |
3935 | 2015.04.16 04:30 | t/p | 1972 | 0.51 | 1.01693 | 0.99998 | 1.01693 | 22836.13 | 4412262.52 |
3936 | 2015.04.16 04:30 | t/p | 1971 | 0.39 | 1.01767 | 0.99998 | 1.01767 | 17462.93 | 4429725.45 |
3937 | 2015.04.16 04:44 | t/p | 1970 | 0.23 | 1.01927 | 0.99998 | 1.01927 | 10298.65 | 4440024.10 |
3938 | 2015.04.16 05:00 | t/p | 1969 | 0.08 | 1.02158 | 0.99998 | 1.02158 | 3582.14 | 4443606.24 |
3939 | 2015.04.20 02:00 | buy | 1973 | 0.13 | 1.01442 | 0.99998 | 1.02014 | |
3940 | 2015.04.20 04:00 | buy | 1974 | 0.17 | 1.01375 | 0.99998 | 1.01947 | |
3941 | 2015.04.21 19:00 | buy | 1975 | 1.17 | 1.00679 | 0.99998 | 1.01251 | |
3942 | 2015.04.22 06:23 | t/p | 1975 | 1.17 | 1.01251 | 0.99998 | 1.01251 | 52388.78 | 4495995.02 |
3943 | 2015.04.22 08:00 | buy | 1976 | 0.39 | 1.01174 | 0.99998 | 1.01746 | |
3944 | 2015.04.22 11:00 | buy | 1977 | 0.78 | 1.00933 | 0.99998 | 1.01505 | |
3945 | 2015.04.23 03:38 | t/p | 1977 | 0.78 | 1.01505 | 0.99998 | 1.01505 | 34925.86 | 4530920.88 |
3946 | 2015.04.23 03:41 | t/p | 1976 | 0.39 | 1.01746 | 0.99998 | 1.01746 | 17462.92 | 4548383.80 |
3947 | 2015.04.23 04:19 | t/p | 1974 | 0.17 | 1.01947 | 0.99998 | 1.01947 | 7612.05 | 4555995.85 |
3948 | 2015.04.23 06:06 | t/p | 1973 | 0.13 | 1.02014 | 0.99998 | 1.02014 | 5820.97 | 4561816.82 |
3949 | 2015.04.23 08:53 | t/p | 1968 | 0.04 | 1.02317 | 0.99998 | 1.02317 | 1791.07 | 4563607.89 |
3950 | 2015.04.23 09:04 | t/p | 1967 | 0.03 | 1.02385 | 0.99998 | 1.02385 | 1343.31 | 4564951.20 |
3951 | 2015.04.23 17:31 | t/p | 1966 | 0.02 | 1.02460 | 0.99998 | 1.02460 | 895.54 | 4565846.74 |
3952 | 2015.04.23 17:39 | t/p | 1965 | 0.02 | 1.02516 | 0.99998 | 1.02516 | 895.53 | 4566742.27 |
3953 | 2015.04.23 18:59 | t/p | 1964 | 0.01 | 1.02579 | 0.99998 | 1.02579 | 447.77 | 4567190.04 |
3954 | 2015.04.24 04:11 | t/p | 1963 | 0.01 | 1.02680 | 0.99998 | 1.02680 | 447.77 | 4567637.81 |
3955 | 2015.04.24 05:00 | buy | 1978 | 0.01 | 1.02805 | 0.99998 | 1.03377 | |
3956 | 2015.04.28 14:36 | t/p | 1978 | 0.01 | 1.03377 | 0.99998 | 1.03377 | 447.77 | 4568085.58 |
3957 | 2015.04.28 15:00 | buy | 1979 | 0.01 | 1.03405 | 0.99998 | 1.03977 | |
3958 | 2015.04.29 13:10 | t/p | 1979 | 0.01 | 1.03977 | 0.99998 | 1.03977 | 447.77 | 4568533.35 |
3959 | 2015.04.29 14:00 | buy | 1980 | 0.01 | 1.03894 | 0.99998 | 1.04466 | |
3960 | 2015.04.30 00:07 | t/p | 1980 | 0.01 | 1.04466 | 0.99998 | 1.04466 | 447.77 | 4568981.12 |
3961 | 2015.04.30 02:00 | buy | 1981 | 0.01 | 1.05053 | 1.01225 | 1.05625 | |
3962 | 2015.04.30 05:00 | buy | 1982 | 0.01 | 1.04939 | 1.01111 | 1.05511 | |
3963 | 2015.05.01 06:00 | buy | 1983 | 0.08 | 1.04093 | 1.00265 | 1.04665 | |
3964 | 2015.05.01 08:00 | buy | 1984 | 0.10 | 1.03984 | 0.99998 | 1.04556 | |
3965 | 2015.05.01 14:00 | buy | 1985 | 0.13 | 1.03930 | 0.99998 | 1.04502 | |
3966 | 2015.05.04 20:00 | buy | 1986 | 0.06 | 1.04221 | 1.00393 | 1.04793 | |
3967 | 2015.05.05 07:34 | t/p | 1984 | 0.10 | 1.04556 | 0.99998 | 1.04556 | 4477.67 | 4573458.79 |
3968 | 2015.05.05 07:34 | t/p | 1985 | 0.13 | 1.04502 | 0.99998 | 1.04502 | 5820.98 | 4579279.77 |
3969 | 2015.05.05 07:34 | t/p | 1983 | 0.08 | 1.04665 | 1.00265 | 1.04665 | 3582.14 | 4582861.91 |
3970 | 2015.05.05 08:25 | t/p | 1986 | 0.06 | 1.04793 | 1.00393 | 1.04793 | 2686.60 | 4585548.51 |
3971 | 2015.05.05 10:00 | buy | 1987 | 0.02 | 1.04697 | 1.00869 | 1.05269 | |
3972 | 2015.05.05 11:00 | buy | 1988 | 0.02 | 1.04745 | 1.00917 | 1.05317 | |
3973 | 2015.05.05 17:20 | t/p | 1987 | 0.02 | 1.05269 | 1.00869 | 1.05269 | 895.53 | 4586444.04 |
3974 | 2015.05.06 01:45 | t/p | 1988 | 0.02 | 1.05317 | 1.00917 | 1.05317 | 895.53 | 4587339.57 |
3975 | 2015.05.06 01:45 | t/p | 1982 | 0.01 | 1.05511 | 1.01111 | 1.05511 | 447.77 | 4587787.34 |
3976 | 2015.05.06 01:46 | t/p | 1981 | 0.01 | 1.05625 | 1.01225 | 1.05625 | 447.77 | 4588235.11 |
3977 | 2015.05.06 03:00 | buy | 1989 | 0.01 | 1.05788 | 1.01960 | 1.06360 | |
3978 | 2015.05.06 04:33 | t/p | 1989 | 0.01 | 1.06360 | 1.01960 | 1.06360 | 447.77 | 4588682.88 |
3979 | 2015.05.18 04:00 | buy | 1990 | 0.01 | 1.07730 | 1.03902 | 1.08302 | |
3980 | 2015.05.18 20:28 | t/p | 1990 | 0.01 | 1.08302 | 1.03902 | 1.08302 | 447.77 | 4589130.65 |
3981 | 2015.05.19 00:00 | buy | 1991 | 0.01 | 1.08114 | 1.04286 | 1.08686 | |
3982 | 2015.05.19 23:00 | buy | 1992 | 0.02 | 1.07810 | 1.03982 | 1.08382 | |
3983 | 2015.05.20 02:00 | buy | 1993 | 0.02 | 1.07748 | 1.03920 | 1.08320 | |
3984 | 2015.05.20 19:00 | buy | 1994 | 0.01 | 1.07963 | 1.04135 | 1.08535 | |
3985 | 2015.05.25 06:00 | buy | 1995 | 0.10 | 1.07077 | 1.03249 | 1.07649 | |
3986 | 2015.05.25 07:00 | buy | 1996 | 0.08 | 1.07146 | 1.03318 | 1.07718 | |
3987 | 2015.05.27 07:00 | buy | 1997 | 0.13 | 1.06959 | 1.03131 | 1.07531 | |
3988 | 2015.05.28 04:00 | buy | 1998 | 0.17 | 1.06750 | 1.02922 | 1.07322 | |
3989 | 2015.05.28 16:00 | buy | 1999 | 0.23 | 1.06736 | 1.02908 | 1.07308 | |
3990 | 2015.05.28 22:00 | buy | 2000 | 0.30 | 1.06496 | 1.02668 | 1.07068 | |
3991 | 2015.05.29 04:15 | t/p | 2000 | 0.30 | 1.07068 | 1.02668 | 1.07068 | 13433.02 | 4602563.67 |
3992 | 2015.05.29 07:00 | buy | 2001 | 0.06 | 1.07309 | 1.03481 | 1.07881 | |
3993 | 2015.05.29 07:09 | t/p | 1999 | 0.23 | 1.07308 | 1.02908 | 1.07308 | 10298.65 | 4612862.32 |
3994 | 2015.05.29 07:10 | t/p | 1998 | 0.17 | 1.07322 | 1.02922 | 1.07322 | 7612.04 | 4620474.36 |
3995 | 2015.05.29 10:00 | buy | 2002 | 0.04 | 1.07431 | 1.03603 | 1.08003 | |
3996 | 2015.05.29 11:43 | t/p | 1997 | 0.13 | 1.07531 | 1.03131 | 1.07531 | 5820.98 | 4626295.34 |
3997 | 2015.05.29 12:00 | buy | 2003 | 0.03 | 1.07533 | 1.03705 | 1.08105 | |
3998 | 2015.05.29 18:24 | t/p | 1995 | 0.10 | 1.07649 | 1.03249 | 1.07649 | 4477.68 | 4630773.02 |
3999 | 2015.05.29 18:24 | t/p | 1996 | 0.08 | 1.07718 | 1.03318 | 1.07718 | 3582.14 | 4634355.16 |
4000 | 2015.06.01 04:21 | t/p | 2001 | 0.06 | 1.07881 | 1.03481 | 1.07881 | 2686.60 | 4637041.76 |
4001 | 2015.06.02 05:00 | buy | 2004 | 0.06 | 1.07307 | 1.03479 | 1.07879 | |
4002 | 2015.06.02 07:47 | t/p | 2004 | 0.06 | 1.07879 | 1.03479 | 1.07879 | 2686.60 | 4639728.36 |
4003 | 2015.06.02 07:48 | t/p | 2002 | 0.04 | 1.08003 | 1.03603 | 1.08003 | 1791.07 | 4641519.43 |
4004 | 2015.06.02 10:33 | t/p | 2003 | 0.03 | 1.08105 | 1.03705 | 1.08105 | 1343.31 | 4642862.74 |
4005 | 2015.06.02 18:07 | t/p | 1993 | 0.02 | 1.08320 | 1.03920 | 1.08320 | 895.54 | 4643758.28 |
4006 | 2015.06.03 02:32 | t/p | 1992 | 0.02 | 1.08382 | 1.03982 | 1.08382 | 895.54 | 4644653.82 |
4007 | 2015.06.03 04:18 | t/p | 1994 | 0.01 | 1.08535 | 1.04135 | 1.08535 | 447.76 | 4645101.58 |
4008 | 2015.06.03 04:30 | t/p | 1991 | 0.01 | 1.08686 | 1.04286 | 1.08686 | 447.77 | 4645549.35 |
4009 | 2015.06.03 06:00 | buy | 2005 | 0.01 | 1.08623 | 1.04795 | 1.09195 | |
4010 | 2015.06.05 11:00 | buy | 2006 | 0.04 | 1.07892 | 1.04064 | 1.08464 | |
4011 | 2015.06.05 14:00 | buy | 2007 | 0.02 | 1.08148 | 1.04320 | 1.08720 | |
4012 | 2015.06.05 15:00 | buy | 2008 | 0.03 | 1.08133 | 1.04305 | 1.08705 | |
4013 | 2015.06.05 15:38 | t/p | 2006 | 0.04 | 1.08464 | 1.04064 | 1.08464 | 1791.07 | 4647340.42 |
4014 | 2015.06.05 18:00 | buy | 2009 | 0.02 | 1.08290 | 1.04462 | 1.08862 | |
4015 | 2015.06.09 04:00 | buy | 2010 | 0.04 | 1.07969 | 1.04141 | 1.08541 | |
4016 | 2015.06.10 10:00 | buy | 2011 | 0.08 | 1.07757 | 1.03929 | 1.08329 | |
4017 | 2015.06.10 11:00 | buy | 2012 | 0.06 | 1.07758 | 1.03930 | 1.08330 | |
4018 | 2015.06.11 00:00 | t/p | 2011 | 0.08 | 1.08329 | 1.03929 | 1.08329 | 3582.14 | 4650922.56 |
4019 | 2015.06.11 00:00 | t/p | 2012 | 0.06 | 1.08330 | 1.03930 | 1.08330 | 2686.60 | 4653609.16 |
4020 | 2015.06.11 00:00 | t/p | 2007 | 0.02 | 1.08720 | 1.04320 | 1.08720 | 895.54 | 4654504.70 |
4021 | 2015.06.11 00:00 | t/p | 2008 | 0.03 | 1.08705 | 1.04305 | 1.08705 | 1343.30 | 4655848.00 |
4022 | 2015.06.11 00:00 | t/p | 2010 | 0.04 | 1.08541 | 1.04141 | 1.08541 | 1791.07 | 4657639.07 |
4023 | 2015.06.11 00:00 | t/p | 2009 | 0.02 | 1.08862 | 1.04462 | 1.08862 | 895.53 | 4658534.60 |
4024 | 2015.06.11 00:00 | t/p | 2005 | 0.01 | 1.09195 | 1.04795 | 1.09195 | 447.77 | 4658982.37 |
4025 | 2015.06.11 02:00 | buy | 2013 | 0.01 | 1.09604 | 1.05776 | 1.10176 | |
4026 | 2015.06.11 04:30 | t/p | 2013 | 0.01 | 1.10176 | 1.05776 | 1.10176 | 447.76 | 4659430.13 |
4027 | 2015.06.11 18:00 | buy | 2014 | 0.01 | 1.10571 | 1.06743 | 1.11143 | |
4028 | 2015.06.12 14:00 | close | 2014 | 0.01 | 1.10407 | 1.06743 | 1.11143 | -128.38 | 4659301.75 |
4029 | 2015.06.12 16:00 | buy | 2015 | 0.01 | 1.10498 | 1.06670 | 1.11070 | |
4030 | 2015.06.12 18:00 | close | 2015 | 0.01 | 1.10771 | 1.06670 | 1.11070 | 213.71 | 4659515.46 |
4031 | 2015.06.12 18:00 | buy | 2016 | 0.01 | 1.10799 | 1.06971 | 1.11371 | |
4032 | 2015.06.12 19:00 | close | 2016 | 0.01 | 1.10824 | 1.06971 | 1.11371 | 19.57 | 4659535.03 |
4033 | 2015.06.12 19:00 | buy | 2017 | 0.01 | 1.10852 | 1.07024 | 1.11424 | |
4034 | 2015.06.12 20:00 | buy | 2018 | 0.01 | 1.10745 | 1.06917 | 1.11317 | |
4035 | 2015.06.12 22:00 | close | 2017 | 0.01 | 1.10643 | 1.07024 | 1.11424 | -163.60 | 4659371.43 |
4036 | 2015.06.12 22:00 | close | 2018 | 0.01 | 1.10643 | 1.06917 | 1.11317 | -79.84 | 4659291.59 |
4037 | 2015.06.12 22:00 | buy | 2019 | 0.01 | 1.10671 | 1.06843 | 1.11243 | |
4038 | 2015.06.15 01:00 | close | 2019 | 0.01 | 1.10692 | 1.06843 | 1.11243 | 16.43 | 4659308.02 |
4039 | 2015.06.15 01:00 | buy | 2020 | 0.01 | 1.10720 | 1.06892 | 1.11292 | |
4040 | 2015.06.18 01:45 | t/p | 2020 | 0.01 | 1.11292 | 1.06892 | 1.11292 | 447.77 | 4659755.79 |
4041 | 2015.06.18 04:00 | buy | 2021 | 0.01 | 1.12072 | 1.08244 | 1.12644 | |
4042 | 2015.06.18 07:00 | buy | 2022 | 0.01 | 1.11906 | 1.08078 | 1.12478 | |
4043 | 2015.06.18 12:20 | t/p | 2022 | 0.01 | 1.12478 | 1.08078 | 1.12478 | 447.76 | 4660203.55 |
4044 | 2015.06.18 12:42 | t/p | 2021 | 0.01 | 1.12644 | 1.08244 | 1.12644 | 447.77 | 4660651.32 |
4045 | 2015.06.18 23:00 | buy | 2023 | 0.01 | 1.12488 | 1.08660 | 1.13060 | |
4046 | 2015.06.25 10:00 | buy | 2024 | 0.02 | 1.12082 | 1.08254 | 1.12654 | |
4047 | 2015.06.25 11:00 | buy | 2025 | 0.02 | 1.12147 | 1.08319 | 1.12719 | |
4048 | 2015.06.26 00:00 | buy | 2026 | 0.03 | 1.11970 | 1.08142 | 1.12542 | |
4049 | 2015.06.26 00:55 | t/p | 2026 | 0.03 | 1.12542 | 1.08142 | 1.12542 | 1343.30 | 4661994.62 |
4050 | 2015.06.26 02:00 | buy | 2027 | 0.01 | 1.12277 | 1.08449 | 1.12849 | |