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 |
4051 | 2015.06.29 07:00 | buy | 2028 | 0.03 | 1.11944 | 1.08116 | 1.12516 | |
4052 | 2015.06.30 04:32 | t/p | 2028 | 0.03 | 1.12516 | 1.08116 | 1.12516 | 1343.30 | 4663337.92 |
4053 | 2015.06.30 05:18 | t/p | 2024 | 0.02 | 1.12654 | 1.08254 | 1.12654 | 895.54 | 4664233.46 |
4054 | 2015.06.30 05:25 | t/p | 2025 | 0.02 | 1.12719 | 1.08319 | 1.12719 | 895.53 | 4665128.99 |
4055 | 2015.06.30 08:58 | t/p | 2027 | 0.01 | 1.12849 | 1.08449 | 1.12849 | 447.77 | 4665576.76 |
4056 | 2015.06.30 11:40 | t/p | 2023 | 0.01 | 1.13060 | 1.08660 | 1.13060 | 447.77 | 4666024.53 |
4057 | 2015.06.30 13:00 | buy | 2029 | 0.01 | 1.13583 | 1.09755 | 1.14155 | |
4058 | 2015.07.02 08:00 | t/p | 2029 | 0.01 | 1.14155 | 1.09755 | 1.14155 | 447.77 | 4666472.30 |
4059 | 2015.07.02 10:00 | buy | 2030 | 0.01 | 1.14095 | 1.10267 | 1.14667 | |
4060 | 2015.07.02 11:00 | close | 2030 | 0.01 | 1.14046 | 1.10267 | 1.14667 | -38.36 | 4666433.94 |
4061 | 2015.07.02 11:00 | buy | 2031 | 0.01 | 1.14074 | 1.10246 | 1.14646 | |
4062 | 2015.07.02 12:00 | buy | 2032 | 0.02 | 1.13832 | 1.10004 | 1.14404 | |
4063 | 2015.07.02 14:00 | buy | 2033 | 0.01 | 1.13849 | 1.10021 | 1.14421 | |
4064 | 2015.07.06 18:00 | buy | 2034 | 0.51 | 1.12209 | 1.08381 | 1.12781 | |
4065 | 2015.07.06 21:00 | buy | 2035 | 0.66 | 1.12183 | 1.08355 | 1.12755 | |
4066 | 2015.07.07 00:00 | sell | 2036 | 0.01 | 1.12060 | 1.14509 | 1.11488 | |
4067 | 2015.07.07 19:17 | t/p | 2036 | 0.01 | 1.11488 | 1.14509 | 1.11488 | 447.93 | 4666881.87 |
4068 | 2015.07.07 20:00 | sell | 2037 | 0.01 | 1.11548 | 1.14509 | 1.10976 | |
4069 | 2015.07.07 21:00 | sell | 2038 | 0.01 | 1.11714 | 1.14509 | 1.11142 | |
4070 | 2015.07.08 01:00 | sell | 2039 | 0.02 | 1.11824 | 1.14509 | 1.11252 | |
4071 | 2015.07.08 03:00 | sell | 2040 | 0.03 | 1.11856 | 1.14509 | 1.11284 | |
4072 | 2015.07.08 09:28 | t/p | 2040 | 0.03 | 1.11284 | 1.14509 | 1.11284 | 1343.79 | 4668225.66 |
4073 | 2015.07.08 09:35 | t/p | 2039 | 0.02 | 1.11252 | 1.14509 | 1.11252 | 895.85 | 4669121.51 |
4074 | 2015.07.08 09:49 | t/p | 2038 | 0.01 | 1.11142 | 1.14509 | 1.11142 | 447.93 | 4669569.44 |
4075 | 2015.07.08 11:35 | t/p | 2037 | 0.01 | 1.10976 | 1.14509 | 1.10976 | 447.92 | 4670017.36 |
4076 | 2015.07.08 12:00 | sell | 2041 | 0.01 | 1.10874 | 1.14509 | 1.10302 | |
4077 | 2015.07.08 21:32 | t/p | 2041 | 0.01 | 1.10302 | 1.14509 | 1.10302 | 447.93 | 4670465.29 |
4078 | 2015.07.08 22:00 | sell | 2042 | 0.01 | 1.10309 | 1.14137 | 1.09737 | |
4079 | 2015.07.08 22:00 | s/l | 2031 | 0.01 | 1.10246 | 1.10246 | 1.14646 | -2996.60 | 4667468.69 |
4080 | 2015.07.09 02:00 | sell | 2043 | 0.01 | 1.10542 | 1.14137 | 1.09970 | |
4081 | 2015.07.09 20:00 | sell | 2044 | 0.02 | 1.10617 | 1.14137 | 1.10045 | |
4082 | 2015.07.14 21:00 | sell | 2045 | 0.07 | 1.11001 | 1.14137 | 1.10429 | |
4083 | 2015.07.16 06:49 | t/p | 2035 | 0.66 | 1.12755 | 1.08355 | 1.12755 | 29552.64 | 4697021.33 |
4084 | 2015.07.16 06:50 | t/p | 2034 | 0.51 | 1.12781 | 1.08381 | 1.12781 | 22836.14 | 4719857.47 |
4085 | 2015.07.17 06:00 | sell | 2046 | 1.49 | 1.13426 | 1.14137 | 1.12854 | |
4086 | 2015.07.17 15:29 | t/p | 2046 | 1.49 | 1.12854 | 1.14137 | 1.12854 | 66741.19 | 4786598.66 |
4087 | 2015.07.17 16:00 | sell | 2047 | 1.49 | 1.12911 | 1.14137 | 1.12339 | |
4088 | 2015.07.20 07:20 | t/p | 2047 | 1.49 | 1.12339 | 1.14137 | 1.12339 | 66741.19 | 4853339.85 |
4089 | 2015.07.20 09:00 | sell | 2048 | 1.11 | 1.12052 | 1.14137 | 1.11480 | |
4090 | 2015.07.20 11:00 | sell | 2049 | 0.38 | 1.12212 | 1.14137 | 1.11640 | |
4091 | 2015.07.21 05:07 | t/p | 2049 | 0.38 | 1.11640 | 1.14137 | 1.11640 | 17021.24 | 4870361.09 |
4092 | 2015.07.21 06:00 | sell | 2050 | 0.38 | 1.11620 | 1.14137 | 1.11048 | |
4093 | 2015.07.21 07:15 | t/p | 2048 | 1.11 | 1.11480 | 1.14137 | 1.11480 | 49719.95 | 4920081.04 |
4094 | 2015.07.21 08:00 | sell | 2051 | 0.28 | 1.11522 | 1.14137 | 1.10950 | |
4095 | 2015.07.21 10:00 | sell | 2052 | 0.20 | 1.11363 | 1.14137 | 1.10791 | |
4096 | 2015.07.21 16:00 | sell | 2053 | 0.02 | 1.11678 | 1.14137 | 1.11106 | |
4097 | 2015.07.22 21:00 | sell | 2054 | 0.61 | 1.11934 | 1.14137 | 1.11362 | |
4098 | 2015.07.23 00:01 | t/p | 2054 | 0.61 | 1.11362 | 1.14137 | 1.11362 | 27323.58 | 4947404.62 |
4099 | 2015.07.23 00:28 | t/p | 2053 | 0.02 | 1.11106 | 1.14137 | 1.11106 | 895.85 | 4948300.47 |
4100 | 2015.07.23 01:00 | close | 2032 | 0.02 | 1.11200 | 1.10004 | 1.14404 | -4120.72 | 4944179.75 |
4101 | 2015.07.23 01:00 | close | 2033 | 0.01 | 1.11200 | 1.10021 | 1.14421 | -2073.67 | 4942106.08 |
4102 | 2015.07.23 01:17 | t/p | 2050 | 0.38 | 1.11048 | 1.14137 | 1.11048 | 17021.24 | 4959127.32 |
4103 | 2015.07.23 02:00 | sell | 2055 | 0.14 | 1.11206 | 1.14137 | 1.10634 | |
4104 | 2015.07.23 09:00 | sell | 2056 | 0.10 | 1.11078 | 1.14137 | 1.10506 | |
4105 | 2015.07.23 09:40 | t/p | 2051 | 0.28 | 1.10950 | 1.14137 | 1.10950 | 12541.97 | 4971669.29 |
4106 | 2015.07.23 10:03 | t/p | 2052 | 0.20 | 1.10791 | 1.14137 | 1.10791 | 8958.55 | 4980627.84 |
4107 | 2015.07.23 11:00 | sell | 2057 | 0.05 | 1.10824 | 1.14137 | 1.10252 | |
4108 | 2015.07.23 12:00 | sell | 2058 | 0.03 | 1.10741 | 1.14137 | 1.10169 | |
4109 | 2015.07.24 06:08 | t/p | 2055 | 0.14 | 1.10634 | 1.14137 | 1.10634 | 6270.98 | 4986898.82 |
4110 | 2015.07.24 18:58 | t/p | 2056 | 0.10 | 1.10506 | 1.14137 | 1.10506 | 4479.27 | 4991378.09 |
4111 | 2015.07.27 04:32 | t/p | 2045 | 0.07 | 1.10429 | 1.14137 | 1.10429 | 3135.49 | 4994513.58 |
4112 | 2015.07.27 09:54 | t/p | 2057 | 0.05 | 1.10252 | 1.14137 | 1.10252 | 2239.64 | 4996753.22 |
4113 | 2015.07.27 10:24 | t/p | 2058 | 0.03 | 1.10169 | 1.14137 | 1.10169 | 1343.78 | 4998097.00 |
4114 | 2015.07.27 17:58 | t/p | 2044 | 0.02 | 1.10045 | 1.14137 | 1.10045 | 895.85 | 4998992.85 |
4115 | 2015.07.28 02:46 | t/p | 2043 | 0.01 | 1.09970 | 1.14137 | 1.09970 | 447.92 | 4999440.77 |
4116 | 2015.07.28 03:25 | t/p | 2042 | 0.01 | 1.09737 | 1.14137 | 1.09737 | 447.92 | 4999888.69 |
4117 | 2015.07.28 04:00 | sell | 2059 | 0.01 | 1.09641 | 1.13469 | 1.09069 | |
4118 | 2015.07.28 06:00 | sell | 2060 | 0.01 | 1.09879 | 1.13469 | 1.09307 | |
4119 | 2015.07.29 00:12 | t/p | 2060 | 0.01 | 1.09307 | 1.13469 | 1.09307 | 447.93 | 5000336.62 |
4120 | 2015.07.29 00:13 | t/p | 2059 | 0.01 | 1.09069 | 1.13469 | 1.09069 | 447.93 | 5000784.55 |
4121 | 2015.07.29 02:00 | sell | 2061 | 0.01 | 1.09254 | 1.13082 | 1.08682 | |
4122 | 2015.07.29 03:00 | close | 2061 | 0.01 | 1.09452 | 1.13082 | 1.08682 | -155.06 | 5000629.49 |
4123 | 2015.07.29 03:00 | sell | 2062 | 0.01 | 1.09424 | 1.13252 | 1.08852 | |
4124 | 2015.07.31 17:00 | sell | 2063 | 0.20 | 1.10486 | 1.13252 | 1.09914 | |
4125 | 2015.07.31 20:00 | sell | 2064 | 0.28 | 1.10628 | 1.13252 | 1.10056 | |
4126 | 2015.08.03 14:00 | sell | 2065 | 0.14 | 1.10363 | 1.13252 | 1.09791 | |
4127 | 2015.08.03 15:00 | sell | 2066 | 0.10 | 1.10195 | 1.13252 | 1.09623 | |
4128 | 2015.08.03 17:00 | sell | 2067 | 0.07 | 1.10139 | 1.13252 | 1.09567 | |
4129 | 2015.08.05 10:00 | sell | 2068 | 0.80 | 1.12548 | 1.13252 | 1.11976 | |
4130 | 2015.08.06 08:14 | t/p | 2068 | 0.80 | 1.11976 | 1.13252 | 1.11976 | 35834.20 | 5036463.69 |
4131 | 2015.08.06 09:00 | sell | 2069 | 0.80 | 1.12020 | 1.13252 | 1.11448 | |
4132 | 2015.08.11 17:01 | t/p | 2069 | 0.80 | 1.11448 | 1.13252 | 1.11448 | 35834.19 | 5072297.88 |
4133 | 2015.08.11 18:00 | sell | 2070 | 0.80 | 1.11667 | 1.13252 | 1.11095 | |
4134 | 2015.08.12 11:22 | t/p | 2070 | 0.80 | 1.11095 | 1.13252 | 1.11095 | 35834.20 | 5108132.08 |
4135 | 2015.08.12 12:00 | sell | 2071 | 0.80 | 1.11134 | 1.13252 | 1.10562 | |
4136 | 2015.08.20 10:06 | t/p | 2071 | 0.80 | 1.10562 | 1.13252 | 1.10562 | 35834.19 | 5143966.27 |
4137 | 2015.08.20 13:00 | sell | 2072 | 0.40 | 1.10778 | 1.13252 | 1.10206 | |
4138 | 2015.08.20 19:00 | sell | 2073 | 0.40 | 1.10874 | 1.13252 | 1.10302 | |
4139 | 2015.08.21 04:45 | t/p | 2073 | 0.40 | 1.10302 | 1.13252 | 1.10302 | 17917.10 | 5161883.37 |
4140 | 2015.08.21 05:43 | t/p | 2072 | 0.40 | 1.10206 | 1.13252 | 1.10206 | 17917.10 | 5179800.47 |
4141 | 2015.08.21 13:53 | t/p | 2064 | 0.28 | 1.10056 | 1.13252 | 1.10056 | 12541.96 | 5192342.43 |
4142 | 2015.08.21 13:53 | t/p | 2063 | 0.20 | 1.09914 | 1.13252 | 1.09914 | 8958.54 | 5201300.97 |
4143 | 2015.08.21 15:00 | sell | 2074 | 0.05 | 1.10041 | 1.13252 | 1.09469 | |
4144 | 2015.08.21 16:00 | sell | 2075 | 0.03 | 1.09884 | 1.13252 | 1.09312 | |
4145 | 2015.08.21 17:57 | t/p | 2065 | 0.14 | 1.09791 | 1.13252 | 1.09791 | 6270.98 | 5207571.95 |
4146 | 2015.08.21 18:00 | t/p | 2066 | 0.10 | 1.09623 | 1.13252 | 1.09623 | 4479.28 | 5212051.23 |
4147 | 2015.08.21 18:00 | t/p | 2067 | 0.07 | 1.09567 | 1.13252 | 1.09567 | 3135.50 | 5215186.73 |
4148 | 2015.08.21 18:11 | t/p | 2074 | 0.05 | 1.09469 | 1.13252 | 1.09469 | 2239.63 | 5217426.36 |
4149 | 2015.08.21 21:00 | sell | 2076 | 0.01 | 1.09598 | 1.13252 | 1.09026 | |
4150 | 2015.08.21 23:52 | t/p | 2075 | 0.03 | 1.09312 | 1.13252 | 1.09312 | 1343.78 | 5218770.14 |
4151 | 2015.08.24 16:11 | s/l | 2062 | 0.01 | 1.13252 | 1.13252 | 1.08852 | -2997.67 | 5215772.47 |
4152 | 2015.08.24 16:11 | s/l | 2076 | 0.01 | 1.13252 | 1.13252 | 1.09026 | -2861.41 | 5212911.06 |
4153 | 2015.08.25 11:00 | sell | 2077 | 0.01 | 1.10447 | 1.14275 | 1.09875 | |
4154 | 2015.08.26 01:44 | t/p | 2077 | 0.01 | 1.09875 | 1.14275 | 1.09875 | 447.93 | 5213358.99 |
4155 | 2015.08.26 02:00 | sell | 2078 | 0.01 | 1.09925 | 1.13753 | 1.09353 | |
4156 | 2015.08.27 09:00 | sell | 2079 | 0.02 | 1.10255 | 1.13753 | 1.09683 | |
4157 | 2015.08.27 10:00 | sell | 2080 | 0.03 | 1.10321 | 1.13753 | 1.09749 | |
4158 | 2015.08.28 12:00 | sell | 2081 | 0.07 | 1.10688 | 1.13753 | 1.10116 | |
4159 | 2015.08.28 14:00 | sell | 2082 | 0.05 | 1.10525 | 1.13753 | 1.09953 | |
4160 | 2015.09.01 06:00 | sell | 2083 | 1.11 | 1.11608 | 1.13753 | 1.11036 | |
4161 | 2015.09.01 11:00 | sell | 2084 | 0.31 | 1.11564 | 1.13753 | 1.10992 | |
4162 | 2015.09.01 17:13 | t/p | 2083 | 1.11 | 1.11036 | 1.13753 | 1.11036 | 49719.95 | 5263078.94 |
4163 | 2015.09.01 17:13 | t/p | 2084 | 0.31 | 1.10992 | 1.13753 | 1.10992 | 13885.76 | 5276964.70 |
4164 | 2015.09.01 18:00 | sell | 2085 | 0.14 | 1.10935 | 1.13753 | 1.10363 | |
4165 | 2015.09.01 21:00 | sell | 2086 | 0.20 | 1.10959 | 1.13753 | 1.10387 | |
4166 | 2015.09.02 00:00 | sell | 2087 | 0.10 | 1.10810 | 1.13753 | 1.10238 | |
4167 | 2015.09.02 04:30 | t/p | 2086 | 0.20 | 1.10387 | 1.13753 | 1.10387 | 8958.55 | 5285923.25 |
4168 | 2015.09.02 04:30 | t/p | 2085 | 0.14 | 1.10363 | 1.13753 | 1.10363 | 6270.99 | 5292194.24 |
4169 | 2015.09.02 04:30 | t/p | 2087 | 0.10 | 1.10238 | 1.13753 | 1.10238 | 4479.28 | 5296673.52 |
4170 | 2015.09.03 16:11 | t/p | 2081 | 0.07 | 1.10116 | 1.13753 | 1.10116 | 3135.49 | 5299809.01 |
4171 | 2015.09.03 16:38 | t/p | 2082 | 0.05 | 1.09953 | 1.13753 | 1.09953 | 2239.64 | 5302048.65 |
4172 | 2015.09.03 16:52 | t/p | 2080 | 0.03 | 1.09749 | 1.13753 | 1.09749 | 1343.79 | 5303392.44 |
4173 | 2015.09.03 20:07 | t/p | 2079 | 0.02 | 1.09683 | 1.13753 | 1.09683 | 895.86 | 5304288.30 |
4174 | 2015.09.07 23:00 | sell | 2088 | 0.05 | 1.10550 | 1.13753 | 1.09978 | |
4175 | 2015.09.08 00:00 | sell | 2089 | 0.03 | 1.10352 | 1.13753 | 1.09780 | |
4176 | 2015.09.08 09:00 | sell | 2090 | 0.07 | 1.10612 | 1.13753 | 1.10040 | |
4177 | 2015.09.08 18:00 | sell | 2091 | 0.10 | 1.10731 | 1.13753 | 1.10159 | |
4178 | 2015.09.09 04:00 | sell | 2092 | 0.02 | 1.10296 | 1.13753 | 1.09724 | |
4179 | 2015.09.09 14:59 | t/p | 2091 | 0.10 | 1.10159 | 1.13753 | 1.10159 | 4479.28 | 5308767.58 |
4180 | 2015.09.09 15:00 | sell | 2093 | 0.01 | 1.10111 | 1.13753 | 1.09539 | |
4181 | 2015.09.09 15:41 | t/p | 2090 | 0.07 | 1.10040 | 1.13753 | 1.10040 | 3135.49 | 5311903.07 |
4182 | 2015.09.09 15:50 | t/p | 2088 | 0.05 | 1.09978 | 1.13753 | 1.09978 | 2239.64 | 5314142.71 |
4183 | 2015.09.09 18:02 | t/p | 2089 | 0.03 | 1.09780 | 1.13753 | 1.09780 | 1343.78 | 5315486.49 |
4184 | 2015.09.09 18:11 | t/p | 2092 | 0.02 | 1.09724 | 1.13753 | 1.09724 | 895.86 | 5316382.35 |
4185 | 2015.09.09 23:34 | t/p | 2093 | 0.01 | 1.09539 | 1.13753 | 1.09539 | 447.92 | 5316830.27 |
4186 | 2015.09.11 03:00 | sell | 2094 | 1.59 | 1.12024 | 1.13753 | 1.11452 | |
4187 | 2015.09.24 00:01 | t/p | 2094 | 1.59 | 1.11452 | 1.13753 | 1.11452 | 71220.47 | 5388050.74 |
4188 | 2015.09.24 01:00 | sell | 2095 | 1.11 | 1.11650 | 1.13753 | 1.11078 | |
4189 | 2015.09.24 02:00 | sell | 2096 | 0.48 | 1.11538 | 1.13753 | 1.10966 | |
4190 | 2015.09.24 08:36 | t/p | 2095 | 1.11 | 1.11078 | 1.13753 | 1.11078 | 49719.95 | 5437770.69 |
4191 | 2015.09.24 09:00 | sell | 2097 | 0.28 | 1.11146 | 1.13753 | 1.10574 | |
4192 | 2015.09.24 10:00 | sell | 2098 | 0.20 | 1.11067 | 1.13753 | 1.10495 | |
4193 | 2015.09.24 10:13 | t/p | 2096 | 0.48 | 1.10966 | 1.13753 | 1.10966 | 21500.52 | 5459271.21 |
4194 | 2015.09.24 11:46 | t/p | 2097 | 0.28 | 1.10574 | 1.13753 | 1.10574 | 12541.97 | 5471813.18 |
4195 | 2015.09.24 12:00 | sell | 2099 | 0.07 | 1.10653 | 1.13753 | 1.10081 | |
4196 | 2015.09.24 13:00 | sell | 2100 | 0.05 | 1.10508 | 1.13753 | 1.09936 | |
4197 | 2015.09.24 15:30 | t/p | 2098 | 0.20 | 1.10495 | 1.13753 | 1.10495 | 8958.55 | 5480771.73 |
4198 | 2015.09.24 19:00 | sell | 2101 | 0.03 | 1.10380 | 1.13753 | 1.09808 | |
4199 | 2015.09.25 19:00 | sell | 2102 | 0.01 | 1.10106 | 1.13753 | 1.09534 | |
4200 | 2015.09.25 19:07 | t/p | 2099 | 0.07 | 1.10081 | 1.13753 | 1.10081 | 3135.49 | 5483907.22 |