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 |
4201 | 2015.09.28 06:02 | t/p | 2100 | 0.05 | 1.09936 | 1.13753 | 1.09936 | 2239.64 | 5486146.86 |
4202 | 2015.09.28 08:37 | t/p | 2101 | 0.03 | 1.09808 | 1.13753 | 1.09808 | 1343.78 | 5487490.64 |
4203 | 2015.09.29 07:00 | sell | 2103 | 0.02 | 1.10203 | 1.13753 | 1.09631 | |
4204 | 2015.09.30 20:46 | t/p | 2103 | 0.02 | 1.09631 | 1.13753 | 1.09631 | 895.85 | 5488386.49 |
4205 | 2015.10.01 00:04 | t/p | 2102 | 0.01 | 1.09534 | 1.13753 | 1.09534 | 447.93 | 5488834.42 |
4206 | 2015.10.02 15:31 | t/p | 2078 | 0.01 | 1.09353 | 1.13753 | 1.09353 | 447.93 | 5489282.35 |
4207 | 2015.10.02 17:00 | sell | 2104 | 0.01 | 1.09243 | 1.13071 | 1.08671 | |
4208 | 2015.10.02 20:00 | sell | 2105 | 0.01 | 1.09398 | 1.13071 | 1.08826 | |
4209 | 2015.10.05 10:38 | t/p | 2105 | 0.01 | 1.08826 | 1.13071 | 1.08826 | 447.93 | 5489730.28 |
4210 | 2015.10.07 02:00 | sell | 2106 | 0.01 | 1.09404 | 1.13071 | 1.08832 | |
4211 | 2015.10.07 08:51 | t/p | 2106 | 0.01 | 1.08832 | 1.13071 | 1.08832 | 447.93 | 5490178.21 |
4212 | 2015.10.07 08:56 | t/p | 2104 | 0.01 | 1.08671 | 1.13071 | 1.08671 | 447.93 | 5490626.14 |
4213 | 2015.10.07 09:00 | sell | 2107 | 0.01 | 1.08720 | 1.12548 | 1.08148 | |
4214 | 2015.10.07 10:00 | sell | 2108 | 0.01 | 1.08905 | 1.12548 | 1.08333 | |
4215 | 2015.10.07 16:00 | sell | 2109 | 0.02 | 1.08985 | 1.12548 | 1.08413 | |
4216 | 2015.10.12 08:00 | sell | 2110 | 0.07 | 1.09359 | 1.12548 | 1.08787 | |
4217 | 2015.10.12 11:00 | sell | 2111 | 0.05 | 1.09268 | 1.12548 | 1.08696 | |
4218 | 2015.10.13 12:00 | sell | 2112 | 0.03 | 1.09194 | 1.12548 | 1.08622 | |
4219 | 2015.10.14 00:31 | t/p | 2110 | 0.07 | 1.08787 | 1.12548 | 1.08787 | 3135.50 | 5493761.64 |
4220 | 2015.10.14 00:32 | t/p | 2111 | 0.05 | 1.08696 | 1.12548 | 1.08696 | 2239.64 | 5496001.28 |
4221 | 2015.10.14 00:41 | t/p | 2112 | 0.03 | 1.08622 | 1.12548 | 1.08622 | 1343.78 | 5497345.06 |
4222 | 2015.10.14 04:01 | t/p | 2109 | 0.02 | 1.08413 | 1.12548 | 1.08413 | 895.86 | 5498240.92 |
4223 | 2015.10.14 04:01 | t/p | 2108 | 0.01 | 1.08333 | 1.12548 | 1.08333 | 447.93 | 5498688.85 |
4224 | 2015.10.14 08:21 | t/p | 2107 | 0.01 | 1.08148 | 1.12548 | 1.08148 | 447.92 | 5499136.77 |
4225 | 2015.10.14 09:00 | sell | 2113 | 0.01 | 1.08314 | 1.12142 | 1.07742 | |
4226 | 2015.10.14 10:36 | t/p | 2113 | 0.01 | 1.07742 | 1.12142 | 1.07742 | 447.93 | 5499584.70 |
4227 | 2015.10.14 11:00 | sell | 2114 | 0.01 | 1.07771 | 1.11599 | 1.07199 | |
4228 | 2015.10.14 15:00 | close | 2114 | 0.01 | 1.07689 | 1.11599 | 1.07199 | 64.21 | 5499648.91 |
4229 | 2015.10.14 15:00 | sell | 2115 | 0.01 | 1.07661 | 1.11489 | 1.07089 | |
4230 | 2015.10.15 03:30 | t/p | 2115 | 0.01 | 1.07089 | 1.11489 | 1.07089 | 447.92 | 5500096.83 |
4231 | 2015.10.15 04:00 | sell | 2116 | 0.01 | 1.07249 | 1.11077 | 1.06677 | |
4232 | 2015.10.15 15:40 | t/p | 2116 | 0.01 | 1.06677 | 1.11077 | 1.06677 | 447.93 | 5500544.76 |
4233 | 2015.10.19 00:02 | sell | 2117 | 0.01 | 1.06595 | 1.10423 | 1.06023 | |
4234 | 2015.10.19 16:00 | sell | 2118 | 0.01 | 1.06770 | 1.10423 | 1.06198 | |
4235 | 2015.10.21 12:00 | sell | 2119 | 0.07 | 1.07330 | 1.10423 | 1.06758 | |
4236 | 2015.10.21 16:00 | sell | 2120 | 0.10 | 1.07410 | 1.10423 | 1.06838 | |
4237 | 2015.10.21 18:00 | sell | 2121 | 0.05 | 1.07149 | 1.10423 | 1.06577 | |
4238 | 2015.10.22 05:28 | t/p | 2120 | 0.10 | 1.06838 | 1.10423 | 1.06838 | 4479.28 | 5505024.04 |
4239 | 2015.10.22 05:28 | t/p | 2119 | 0.07 | 1.06758 | 1.10423 | 1.06758 | 3135.49 | 5508159.53 |
4240 | 2015.10.22 06:00 | sell | 2122 | 0.02 | 1.06953 | 1.10423 | 1.06381 | |
4241 | 2015.10.22 07:34 | t/p | 2121 | 0.05 | 1.06577 | 1.10423 | 1.06577 | 2239.64 | 5510399.17 |
4242 | 2015.10.22 07:34 | t/p | 2122 | 0.02 | 1.06381 | 1.10423 | 1.06381 | 895.86 | 5511295.03 |
4243 | 2015.10.22 16:35 | t/p | 2118 | 0.01 | 1.06198 | 1.10423 | 1.06198 | 447.93 | 5511742.96 |
4244 | 2015.10.22 16:35 | t/p | 2117 | 0.01 | 1.06023 | 1.10423 | 1.06023 | 447.93 | 5512190.89 |
4245 | 2015.10.22 17:00 | sell | 2123 | 0.01 | 1.06291 | 1.10119 | 1.05719 | |
4246 | 2015.10.26 08:00 | sell | 2124 | 0.05 | 1.06862 | 1.10119 | 1.06290 | |
4247 | 2015.10.26 16:00 | sell | 2125 | 0.07 | 1.06929 | 1.10119 | 1.06357 | |
4248 | 2015.10.26 21:00 | sell | 2126 | 0.03 | 1.06764 | 1.10119 | 1.06192 | |
4249 | 2015.10.27 14:59 | t/p | 2125 | 0.07 | 1.06357 | 1.10119 | 1.06357 | 3135.49 | 5515326.38 |
4250 | 2015.10.27 15:16 | t/p | 2124 | 0.05 | 1.06290 | 1.10119 | 1.06290 | 2239.64 | 5517566.02 |
4251 | 2015.10.27 18:35 | t/p | 2126 | 0.03 | 1.06192 | 1.10119 | 1.06192 | 1343.78 | 5518909.80 |
4252 | 2015.10.28 02:30 | t/p | 2123 | 0.01 | 1.05719 | 1.10119 | 1.05719 | 447.93 | 5519357.73 |
4253 | 2015.10.28 04:00 | sell | 2127 | 0.01 | 1.05627 | 1.09455 | 1.05055 | |
4254 | 2015.10.28 06:00 | sell | 2128 | 0.01 | 1.05837 | 1.09455 | 1.05265 | |
4255 | 2015.10.28 11:00 | sell | 2129 | 0.02 | 1.05895 | 1.09455 | 1.05323 | |
4256 | 2015.10.29 12:00 | sell | 2130 | 0.05 | 1.06168 | 1.09455 | 1.05596 | |
4257 | 2015.10.29 16:00 | sell | 2131 | 0.03 | 1.06016 | 1.09455 | 1.05444 | |
4258 | 2015.10.29 23:01 | t/p | 2130 | 0.05 | 1.05596 | 1.09455 | 1.05596 | 2239.64 | 5521597.37 |
4259 | 2015.10.30 02:26 | t/p | 2131 | 0.03 | 1.05444 | 1.09455 | 1.05444 | 1343.78 | 5522941.15 |
4260 | 2015.10.30 05:27 | t/p | 2129 | 0.02 | 1.05323 | 1.09455 | 1.05323 | 895.85 | 5523837.00 |
4261 | 2015.10.30 05:44 | t/p | 2128 | 0.01 | 1.05265 | 1.09455 | 1.05265 | 447.93 | 5524284.93 |
4262 | 2015.10.30 10:26 | t/p | 2127 | 0.01 | 1.05055 | 1.09455 | 1.05055 | 447.93 | 5524732.86 |
4263 | 2015.10.30 11:00 | sell | 2132 | 0.01 | 1.04987 | 1.08815 | 1.04415 | |
4264 | 2015.10.30 12:00 | sell | 2133 | 0.01 | 1.05128 | 1.08815 | 1.04556 | |
4265 | 2015.10.30 15:00 | sell | 2134 | 0.02 | 1.05333 | 1.08815 | 1.04761 | |
4266 | 2015.11.02 00:01 | sell | 2135 | 0.07 | 1.05683 | 1.08815 | 1.05111 | |
4267 | 2015.11.04 16:22 | s/l | 2132 | 0.01 | 1.08815 | 1.08815 | 1.04415 | -2997.67 | 5521735.19 |
4268 | 2015.11.04 16:22 | s/l | 2133 | 0.01 | 1.08815 | 1.08815 | 1.04556 | -2887.25 | 5518847.94 |
4269 | 2015.11.04 16:22 | s/l | 2134 | 0.02 | 1.08815 | 1.08815 | 1.04761 | -5453.44 | 5513394.50 |
4270 | 2015.11.04 16:22 | s/l | 2135 | 0.07 | 1.08815 | 1.08815 | 1.05111 | -17168.47 | 5496226.03 |
4271 | 2015.11.05 00:01 | sell | 2136 | 0.01 | 1.08332 | 1.12160 | 1.07760 | |
4272 | 2015.11.09 00:02 | t/p | 2136 | 0.01 | 1.07760 | 1.12160 | 1.07760 | 447.93 | 5496673.96 |
4273 | 2015.11.09 00:02 | sell | 2137 | 0.01 | 1.07695 | 1.11523 | 1.07123 | |
4274 | 2015.11.10 15:00 | sell | 2138 | 0.01 | 1.07823 | 1.11523 | 1.07251 | |
4275 | 2015.11.12 22:00 | sell | 2139 | 0.28 | 1.08890 | 1.11523 | 1.08318 | |
4276 | 2015.11.13 00:01 | sell | 2140 | 0.20 | 1.08817 | 1.11523 | 1.08245 | |
4277 | 2015.11.13 18:00 | sell | 2141 | 0.40 | 1.09034 | 1.11523 | 1.08462 | |
4278 | 2015.11.16 00:00 | sell | 2142 | 0.14 | 1.08632 | 1.11523 | 1.08060 | |
4279 | 2015.11.18 01:00 | sell | 2143 | 0.56 | 1.09719 | 1.11523 | 1.09147 | |
4280 | 2015.11.20 04:37 | t/p | 2143 | 0.56 | 1.09147 | 1.11523 | 1.09147 | 25083.94 | 5521757.90 |
4281 | 2015.11.20 05:00 | sell | 2144 | 0.56 | 1.09252 | 1.11523 | 1.08680 | |
4282 | 2015.12.04 23:58 | t/p | 2144 | 0.56 | 1.08680 | 1.11523 | 1.08680 | 25083.94 | 5546841.84 |
4283 | 2015.12.07 21:00 | sell | 2145 | 0.56 | 1.09282 | 1.11523 | 1.08710 | |
4284 | 2015.12.08 03:00 | buy | 2146 | 0.01 | 1.09425 | 1.05597 | 1.09997 | |
4285 | 2015.12.08 10:26 | t/p | 2145 | 0.56 | 1.08710 | 1.11523 | 1.08710 | 25083.94 | 5571925.78 |
4286 | 2015.12.08 16:33 | t/p | 2141 | 0.40 | 1.08462 | 1.11523 | 1.08462 | 17917.10 | 5589842.88 |
4287 | 2015.12.09 03:00 | buy | 2147 | 0.02 | 1.08961 | 1.05133 | 1.09533 | |
4288 | 2015.12.09 04:00 | buy | 2148 | 0.03 | 1.08916 | 1.05088 | 1.09488 | |
4289 | 2015.12.09 10:00 | buy | 2149 | 0.04 | 1.08812 | 1.04984 | 1.09384 | |
4290 | 2015.12.09 21:57 | t/p | 2139 | 0.28 | 1.08318 | 1.11523 | 1.08318 | 12541.97 | 5602384.85 |
4291 | 2015.12.09 21:57 | t/p | 2140 | 0.20 | 1.08245 | 1.11523 | 1.08245 | 8958.55 | 5611343.40 |
4292 | 2015.12.09 22:00 | t/p | 2142 | 0.14 | 1.08060 | 1.11523 | 1.08060 | 6270.98 | 5617614.38 |
4293 | 2015.12.09 22:01 | t/p | 2138 | 0.01 | 1.07251 | 1.11523 | 1.07251 | 447.92 | 5618062.30 |
4294 | 2015.12.09 22:24 | t/p | 2137 | 0.01 | 1.07123 | 1.11523 | 1.07123 | 447.93 | 5618510.23 |
4295 | 2015.12.10 12:00 | buy | 2150 | 0.10 | 1.08378 | 1.04550 | 1.08950 | |
4296 | 2015.12.10 13:00 | buy | 2151 | 0.13 | 1.08275 | 1.04447 | 1.08847 | |
4297 | 2015.12.14 05:00 | buy | 2152 | 1.12 | 1.07204 | 1.03376 | 1.07776 | |
4298 | 2015.12.14 07:00 | buy | 2153 | 0.15 | 1.07332 | 1.03504 | 1.07904 | |
4299 | 2016.01.07 12:20 | s/l | 2146 | 0.01 | 1.05597 | 1.05597 | 1.09997 | -2996.59 | 5615513.64 |
4300 | 2016.01.08 01:00 | buy | 2154 | 0.01 | 1.05895 | 1.02067 | 1.06467 | |
4301 | 2016.01.08 16:53 | t/p | 2154 | 0.01 | 1.06467 | 1.02067 | 1.06467 | 447.77 | 5615961.41 |
4302 | 2016.01.08 17:00 | buy | 2155 | 0.01 | 1.06513 | 1.02685 | 1.07085 | |
4303 | 2016.01.12 16:48 | t/p | 2155 | 0.01 | 1.07085 | 1.02685 | 1.07085 | 447.77 | 5616409.18 |
4304 | 2016.01.12 17:00 | buy | 2156 | 0.01 | 1.07120 | 1.03292 | 1.07692 | |
4305 | 2016.01.14 14:59 | t/p | 2156 | 0.01 | 1.07692 | 1.03292 | 1.07692 | 447.76 | 5616856.94 |
4306 | 2016.01.14 15:00 | buy | 2157 | 0.01 | 1.07732 | 1.03904 | 1.08304 | |
4307 | 2016.01.14 16:09 | t/p | 2152 | 1.12 | 1.07776 | 1.03376 | 1.07776 | 50149.94 | 5667006.88 |
4308 | 2016.01.14 16:36 | t/p | 2153 | 0.15 | 1.07904 | 1.03504 | 1.07904 | 6716.51 | 5673723.39 |
4309 | 2016.01.19 08:00 | buy | 2158 | 0.06 | 1.06930 | 1.03102 | 1.07502 | |
4310 | 2016.01.19 13:00 | buy | 2159 | 0.08 | 1.06781 | 1.02953 | 1.07353 | |
4311 | 2016.01.19 23:45 | t/p | 2159 | 0.08 | 1.07353 | 1.02953 | 1.07353 | 3582.14 | 5677305.53 |
4312 | 2016.01.19 23:45 | t/p | 2158 | 0.06 | 1.07502 | 1.03102 | 1.07502 | 2686.60 | 5679992.13 |
4313 | 2016.01.20 02:56 | t/p | 2157 | 0.01 | 1.08304 | 1.03904 | 1.08304 | 447.76 | 5680439.89 |
4314 | 2016.01.20 04:00 | buy | 2160 | 0.01 | 1.08169 | 1.04341 | 1.08741 | |
4315 | 2016.01.20 05:00 | buy | 2161 | 0.02 | 1.07861 | 1.04033 | 1.08433 | |
4316 | 2016.01.22 10:00 | buy | 2162 | 0.06 | 1.07397 | 1.03569 | 1.07969 | |
4317 | 2016.01.22 11:14 | t/p | 2162 | 0.06 | 1.07969 | 1.03569 | 1.07969 | 2686.61 | 5683126.50 |
4318 | 2016.01.22 15:00 | buy | 2163 | 0.01 | 1.07951 | 1.04123 | 1.08523 | |
4319 | 2016.01.27 04:15 | t/p | 2161 | 0.02 | 1.08433 | 1.04033 | 1.08433 | 895.53 | 5684022.03 |
4320 | 2016.01.27 08:02 | t/p | 2163 | 0.01 | 1.08523 | 1.04123 | 1.08523 | 447.77 | 5684469.80 |
4321 | 2016.01.27 22:00 | t/p | 2160 | 0.01 | 1.08741 | 1.04341 | 1.08741 | 447.77 | 5684917.57 |
4322 | 2016.01.27 22:00 | t/p | 2151 | 0.13 | 1.08847 | 1.04447 | 1.08847 | 5820.97 | 5690738.54 |
4323 | 2016.01.27 22:00 | buy | 2164 | 0.01 | 1.08917 | 1.04567 | 1.08967 | |
4324 | 2016.01.27 22:02 | t/p | 2150 | 0.10 | 1.08950 | 1.04550 | 1.08950 | 4477.68 | 5695216.22 |
4325 | 2016.01.27 22:02 | t/p | 2164 | 0.01 | 1.08967 | 1.04567 | 1.08967 | 39.14 | 5695255.36 |
4326 | 2016.01.28 00:00 | buy | 2165 | 0.01 | 1.09176 | 1.05348 | 1.09748 | |
4327 | 2016.01.28 09:00 | buy | 2166 | 0.01 | 1.09073 | 1.05245 | 1.09645 | |
4328 | 2016.01.28 09:29 | t/p | 2149 | 0.04 | 1.09384 | 1.04984 | 1.09384 | 1791.07 | 5697046.43 |
4329 | 2016.01.28 10:41 | t/p | 2148 | 0.03 | 1.09488 | 1.05088 | 1.09488 | 1343.30 | 5698389.73 |
4330 | 2016.01.28 10:43 | t/p | 2147 | 0.02 | 1.09533 | 1.05133 | 1.09533 | 895.54 | 5699285.27 |
4331 | 2016.01.28 17:26 | t/p | 2166 | 0.01 | 1.09645 | 1.05245 | 1.09645 | 447.76 | 5699733.03 |
4332 | 2016.02.02 14:00 | buy | 2167 | 0.02 | 1.08752 | 1.04924 | 1.09324 | |
4333 | 2016.02.02 16:00 | buy | 2168 | 0.02 | 1.08934 | 1.05106 | 1.09506 | |
4334 | 2016.02.02 19:00 | buy | 2169 | 0.03 | 1.08655 | 1.04827 | 1.09227 | |
4335 | 2016.02.03 20:00 | buy | 2170 | 0.51 | 1.07360 | 1.03532 | 1.07932 | |
4336 | 2016.02.03 22:00 | buy | 2171 | 0.39 | 1.07489 | 1.03661 | 1.08061 | |
4337 | 2016.02.03 23:00 | buy | 2172 | 0.30 | 1.07602 | 1.03774 | 1.08174 | |
4338 | 2016.02.04 06:00 | buy | 2173 | 0.23 | 1.07710 | 1.03882 | 1.08282 | |
4339 | 2016.02.05 17:00 | buy | 2174 | 0.09 | 1.07202 | 1.03374 | 1.07774 | |
4340 | 2016.02.16 04:00 | t/p | 2174 | 0.09 | 1.07774 | 1.03374 | 1.07774 | 4029.90 | 5703762.93 |
4341 | 2016.02.16 04:03 | t/p | 2170 | 0.51 | 1.07932 | 1.03532 | 1.07932 | 22836.13 | 5726599.06 |
4342 | 2016.02.16 04:06 | t/p | 2171 | 0.39 | 1.08061 | 1.03661 | 1.08061 | 17462.92 | 5744061.98 |
4343 | 2016.02.16 04:11 | t/p | 2172 | 0.30 | 1.08174 | 1.03774 | 1.08174 | 13433.02 | 5757495.00 |
4344 | 2016.02.16 04:17 | t/p | 2173 | 0.23 | 1.08282 | 1.03882 | 1.08282 | 10298.65 | 5767793.65 |
4345 | 2016.02.16 07:00 | buy | 2175 | 0.06 | 1.08397 | 1.04569 | 1.08969 | |
4346 | 2016.02.16 12:00 | buy | 2176 | 0.04 | 1.08505 | 1.04677 | 1.09077 | |
4347 | 2016.02.17 14:00 | buy | 2177 | 0.10 | 1.08108 | 1.04280 | 1.08680 | |
4348 | 2016.02.17 16:00 | buy | 2178 | 0.08 | 1.08196 | 1.04368 | 1.08768 | |
4349 | 2016.02.18 13:00 | buy | 2179 | 0.13 | 1.08004 | 1.04176 | 1.08576 | |
4350 | 2016.02.18 19:00 | buy | 2180 | 0.17 | 1.07907 | 1.04079 | 1.08479 | |