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 |
| 301 | 2008.08.12 05:00 | sell | 151 | 0.01 | 1.25800 | 1.29628 | 1.25228 | ||
| 302 | 2008.08.12 17:51 | t/p | 151 | 0.01 | 1.25228 | 1.29628 | 1.25228 | 447.93 | 1205422.15 |
| 303 | 2008.08.12 18:00 | sell | 152 | 0.01 | 1.25250 | 1.29078 | 1.24678 | ||
| 304 | 2008.08.12 23:00 | sell | 153 | 0.01 | 1.25460 | 1.29078 | 1.24888 | ||
| 305 | 2008.08.13 11:19 | t/p | 153 | 0.01 | 1.24888 | 1.29078 | 1.24888 | 447.93 | 1205870.08 |
| 306 | 2008.08.13 12:10 | t/p | 152 | 0.01 | 1.24678 | 1.29078 | 1.24678 | 447.92 | 1206318.00 |
| 307 | 2008.08.13 13:00 | sell | 154 | 0.01 | 1.24770 | 1.28598 | 1.24198 | ||
| 308 | 2008.08.13 18:06 | t/p | 154 | 0.01 | 1.24198 | 1.28598 | 1.24198 | 447.93 | 1206765.93 |
| 309 | 2008.08.13 19:00 | sell | 155 | 0.01 | 1.24490 | 1.28318 | 1.23918 | ||
| 310 | 2008.08.15 01:04 | t/p | 155 | 0.01 | 1.23918 | 1.28318 | 1.23918 | 447.92 | 1207213.85 |
| 311 | 2008.08.15 02:00 | sell | 156 | 0.01 | 1.23800 | 1.27628 | 1.23228 | ||
| 312 | 2008.08.15 16:03 | t/p | 156 | 0.01 | 1.23228 | 1.27628 | 1.23228 | 447.93 | 1207661.78 |
| 313 | 2008.08.15 16:03 | sell | 157 | 0.01 | 1.23227 | 1.27068 | 1.22668 | ||
| 314 | 2008.08.15 19:10 | t/p | 157 | 0.01 | 1.22668 | 1.27068 | 1.22668 | 437.75 | 1208099.53 |
| 315 | 2008.08.15 20:00 | sell | 158 | 0.01 | 1.22700 | 1.26528 | 1.22128 | ||
| 316 | 2008.08.18 00:00 | sell | 159 | 0.01 | 1.22930 | 1.26528 | 1.22358 | ||
| 317 | 2008.08.18 01:00 | sell | 160 | 0.02 | 1.22990 | 1.26528 | 1.22418 | ||
| 318 | 2008.08.18 05:00 | sell | 161 | 0.03 | 1.23090 | 1.26528 | 1.22518 | ||
| 319 | 2008.08.18 11:48 | t/p | 161 | 0.03 | 1.22518 | 1.26528 | 1.22518 | 1343.78 | 1209443.31 |
| 320 | 2008.08.18 11:54 | t/p | 160 | 0.02 | 1.22418 | 1.26528 | 1.22418 | 895.86 | 1210339.17 |
| 321 | 2008.08.18 14:04 | t/p | 159 | 0.01 | 1.22358 | 1.26528 | 1.22358 | 447.92 | 1210787.09 |
| 322 | 2008.08.18 15:22 | t/p | 158 | 0.01 | 1.22128 | 1.26528 | 1.22128 | 447.92 | 1211235.01 |
| 323 | 2008.08.18 16:00 | sell | 162 | 0.01 | 1.22080 | 1.25908 | 1.21508 | ||
| 324 | 2008.08.18 17:00 | sell | 163 | 0.01 | 1.22240 | 1.25908 | 1.21668 | ||
| 325 | 2008.08.19 16:01 | t/p | 163 | 0.01 | 1.21668 | 1.25908 | 1.21668 | 447.93 | 1211682.94 |
| 326 | 2008.08.19 18:00 | close | 162 | 0.01 | 1.22248 | 1.25908 | 1.21508 | -131.56 | 1211551.38 |
| 327 | 2008.08.19 18:00 | sell | 164 | 0.01 | 1.22220 | 1.26048 | 1.21648 | ||
| 328 | 2008.08.21 11:50 | t/p | 164 | 0.01 | 1.21648 | 1.26048 | 1.21648 | 447.93 | 1211999.31 |
| 329 | 2008.08.21 12:00 | sell | 165 | 0.01 | 1.21810 | 1.25638 | 1.21238 | ||
| 330 | 2008.08.21 13:00 | sell | 166 | 0.02 | 1.22080 | 1.25638 | 1.21508 | ||
| 331 | 2008.08.21 16:00 | sell | 167 | 0.01 | 1.22030 | 1.25638 | 1.21458 | ||
| 332 | 2008.08.25 18:00 | sell | 168 | 0.05 | 1.22350 | 1.25638 | 1.21778 | ||
| 333 | 2008.08.26 17:00 | sell | 169 | 0.28 | 1.22970 | 1.25638 | 1.22398 | ||
| 334 | 2008.08.26 18:00 | sell | 170 | 0.14 | 1.22790 | 1.25638 | 1.22218 | ||
| 335 | 2008.08.26 19:00 | sell | 171 | 0.10 | 1.22680 | 1.25638 | 1.22108 | ||
| 336 | 2008.08.26 22:00 | sell | 172 | 0.07 | 1.22540 | 1.25638 | 1.21968 | ||
| 337 | 2008.08.27 01:00 | sell | 173 | 0.20 | 1.22850 | 1.25638 | 1.22278 | ||
| 338 | 2008.08.27 05:05 | t/p | 169 | 0.28 | 1.22398 | 1.25638 | 1.22398 | 12541.97 | 1224541.28 |
| 339 | 2008.08.27 05:10 | t/p | 173 | 0.20 | 1.22278 | 1.25638 | 1.22278 | 8958.55 | 1233499.83 |
| 340 | 2008.08.27 05:11 | t/p | 170 | 0.14 | 1.22218 | 1.25638 | 1.22218 | 6270.99 | 1239770.82 |
| 341 | 2008.08.27 07:00 | sell | 174 | 0.03 | 1.22280 | 1.25638 | 1.21708 | ||
| 342 | 2008.08.28 01:04 | t/p | 171 | 0.10 | 1.22108 | 1.25638 | 1.22108 | 4479.27 | 1244250.09 |
| 343 | 2008.08.28 22:00 | sell | 175 | 0.14 | 1.22730 | 1.25638 | 1.22158 | ||
| 344 | 2008.08.29 02:00 | sell | 176 | 0.10 | 1.22650 | 1.25638 | 1.22078 | ||
| 345 | 2008.09.01 15:23 | t/p | 175 | 0.14 | 1.22158 | 1.25638 | 1.22158 | 6270.98 | 1250521.07 |
| 346 | 2008.09.01 16:17 | t/p | 176 | 0.10 | 1.22078 | 1.25638 | 1.22078 | 4479.28 | 1255000.35 |
| 347 | 2008.09.01 17:27 | t/p | 172 | 0.07 | 1.21968 | 1.25638 | 1.21968 | 3135.49 | 1258135.84 |
| 348 | 2008.09.02 11:20 | t/p | 168 | 0.05 | 1.21778 | 1.25638 | 1.21778 | 2239.64 | 1260375.48 |
| 349 | 2008.09.02 11:28 | t/p | 174 | 0.03 | 1.21708 | 1.25638 | 1.21708 | 1343.79 | 1261719.27 |
| 350 | 2008.09.02 11:34 | t/p | 166 | 0.02 | 1.21508 | 1.25638 | 1.21508 | 895.85 | 1262615.12 |
| 351 | 2008.09.02 11:36 | t/p | 167 | 0.01 | 1.21458 | 1.25638 | 1.21458 | 447.92 | 1263063.04 |
| 352 | 2008.09.02 16:02 | t/p | 165 | 0.01 | 1.21238 | 1.25638 | 1.21238 | 447.92 | 1263510.96 |
| 353 | 2008.09.02 16:02 | sell | 177 | 0.01 | 1.21274 | 1.25228 | 1.20828 | ||
| 354 | 2008.09.02 17:00 | sell | 178 | 0.05 | 1.21880 | 1.25228 | 1.21308 | ||
| 355 | 2008.09.02 18:00 | sell | 179 | 0.03 | 1.21780 | 1.25228 | 1.21208 | ||
| 356 | 2008.09.03 14:00 | sell | 180 | 0.07 | 1.21970 | 1.25228 | 1.21398 | ||
| 357 | 2008.09.04 04:00 | sell | 181 | 0.02 | 1.21650 | 1.25228 | 1.21078 | ||
| 358 | 2008.09.05 14:30 | t/p | 180 | 0.07 | 1.21398 | 1.25228 | 1.21398 | 3135.49 | 1266646.45 |
| 359 | 2008.09.05 14:35 | t/p | 178 | 0.05 | 1.21308 | 1.25228 | 1.21308 | 2239.64 | 1268886.09 |
| 360 | 2008.09.05 14:35 | t/p | 179 | 0.03 | 1.21208 | 1.25228 | 1.21208 | 1343.78 | 1270229.87 |
| 361 | 2008.09.05 14:35 | t/p | 181 | 0.02 | 1.21078 | 1.25228 | 1.21078 | 895.86 | 1271125.73 |
| 362 | 2008.09.05 16:00 | sell | 182 | 0.02 | 1.21610 | 1.25228 | 1.21038 | ||
| 363 | 2008.09.05 19:00 | sell | 183 | 0.05 | 1.21900 | 1.25228 | 1.21328 | ||
| 364 | 2008.09.05 20:00 | sell | 184 | 0.03 | 1.21680 | 1.25228 | 1.21108 | ||
| 365 | 2008.09.08 14:00 | sell | 185 | 0.01 | 1.21480 | 1.25228 | 1.20908 | ||
| 366 | 2008.09.08 18:52 | t/p | 183 | 0.05 | 1.21328 | 1.25228 | 1.21328 | 2239.64 | 1273365.37 |
| 367 | 2008.09.09 08:15 | t/p | 184 | 0.03 | 1.21108 | 1.25228 | 1.21108 | 1343.78 | 1274709.15 |
| 368 | 2008.09.09 08:16 | t/p | 182 | 0.02 | 1.21038 | 1.25228 | 1.21038 | 895.86 | 1275605.01 |
| 369 | 2008.09.09 08:18 | t/p | 185 | 0.01 | 1.20908 | 1.25228 | 1.20908 | 447.92 | 1276052.93 |
| 370 | 2008.09.09 08:19 | t/p | 177 | 0.01 | 1.20828 | 1.25228 | 1.20828 | 349.26 | 1276402.19 |
| 371 | 2008.09.09 10:00 | sell | 186 | 0.01 | 1.20530 | 1.24358 | 1.19958 | ||
| 372 | 2008.09.09 11:00 | sell | 187 | 0.01 | 1.20720 | 1.24358 | 1.20148 | ||
| 373 | 2008.09.09 11:54 | t/p | 187 | 0.01 | 1.20148 | 1.24358 | 1.20148 | 447.92 | 1276850.11 |
| 374 | 2008.09.09 20:12 | t/p | 186 | 0.01 | 1.19958 | 1.24358 | 1.19958 | 447.93 | 1277298.04 |
| 375 | 2008.09.09 21:00 | sell | 188 | 0.01 | 1.20010 | 1.23838 | 1.19438 | ||
| 376 | 2008.09.10 01:00 | sell | 189 | 0.02 | 1.20280 | 1.23838 | 1.19708 | ||
| 377 | 2008.09.10 03:00 | sell | 190 | 0.01 | 1.20260 | 1.23838 | 1.19688 | ||
| 378 | 2008.09.12 12:00 | sell | 191 | 1.56 | 1.22740 | 1.23838 | 1.22168 | ||
| 379 | 2008.09.15 14:29 | t/p | 191 | 1.56 | 1.22168 | 1.23838 | 1.22168 | 69876.69 | 1347174.73 |
| 380 | 2008.09.15 15:00 | sell | 192 | 1.56 | 1.22270 | 1.23838 | 1.21698 | ||
| 381 | 2008.09.16 00:46 | t/p | 192 | 1.56 | 1.21698 | 1.23838 | 1.21698 | 69876.69 | 1417051.42 |
| 382 | 2008.09.16 02:00 | sell | 193 | 1.11 | 1.21700 | 1.23838 | 1.21128 | ||
| 383 | 2008.09.16 03:00 | sell | 194 | 0.45 | 1.21660 | 1.23838 | 1.21088 | ||
| 384 | 2008.09.16 04:10 | t/p | 193 | 1.11 | 1.21128 | 1.23838 | 1.21128 | 49719.95 | 1466771.37 |
| 385 | 2008.09.16 05:00 | sell | 195 | 0.28 | 1.21210 | 1.23838 | 1.20638 | ||
| 386 | 2008.09.16 05:25 | t/p | 194 | 0.45 | 1.21088 | 1.23838 | 1.21088 | 20156.73 | 1486928.10 |
| 387 | 2008.09.16 06:00 | sell | 196 | 0.20 | 1.21130 | 1.23838 | 1.20558 | ||
| 388 | 2008.09.16 07:00 | sell | 197 | 0.40 | 1.21370 | 1.23838 | 1.20798 | ||
| 389 | 2008.09.16 10:12 | t/p | 197 | 0.40 | 1.20798 | 1.23838 | 1.20798 | 17917.10 | 1504845.20 |
| 390 | 2008.09.16 14:00 | sell | 198 | 0.14 | 1.20990 | 1.23838 | 1.20418 | ||
| 391 | 2008.09.16 15:34 | t/p | 195 | 0.28 | 1.20638 | 1.23838 | 1.20638 | 12541.97 | 1517387.17 |
| 392 | 2008.09.16 15:47 | t/p | 196 | 0.20 | 1.20558 | 1.23838 | 1.20558 | 8958.55 | 1526345.72 |
| 393 | 2008.09.16 16:21 | t/p | 198 | 0.14 | 1.20418 | 1.23838 | 1.20418 | 6270.99 | 1532616.71 |
| 394 | 2008.09.16 18:00 | sell | 199 | 0.05 | 1.20530 | 1.23838 | 1.19958 | ||
| 395 | 2008.09.16 19:00 | sell | 200 | 0.03 | 1.20430 | 1.23838 | 1.19858 | ||
| 396 | 2008.09.16 21:00 | sell | 201 | 0.10 | 1.20780 | 1.23838 | 1.20208 | ||
| 397 | 2008.09.17 08:59 | t/p | 201 | 0.10 | 1.20208 | 1.23838 | 1.20208 | 4479.27 | 1537095.98 |
| 398 | 2008.09.17 16:32 | t/p | 199 | 0.05 | 1.19958 | 1.23838 | 1.19958 | 2239.64 | 1539335.62 |
| 399 | 2008.09.17 16:44 | t/p | 200 | 0.03 | 1.19858 | 1.23838 | 1.19858 | 1343.79 | 1540679.41 |
| 400 | 2008.09.17 16:44 | t/p | 189 | 0.02 | 1.19708 | 1.23838 | 1.19708 | 895.85 | 1541575.26 |
| 401 | 2008.09.17 16:44 | t/p | 190 | 0.01 | 1.19688 | 1.23838 | 1.19688 | 447.92 | 1542023.18 |
| 402 | 2008.09.17 16:47 | t/p | 188 | 0.01 | 1.19438 | 1.23838 | 1.19438 | 447.93 | 1542471.11 |
| 403 | 2008.09.17 18:00 | sell | 202 | 0.01 | 1.19700 | 1.23528 | 1.19128 | ||
| 404 | 2008.09.17 19:00 | close | 202 | 0.01 | 1.19388 | 1.23528 | 1.19128 | 244.32 | 1542715.43 |
| 405 | 2008.09.17 20:00 | sell | 203 | 0.01 | 1.19570 | 1.23398 | 1.18998 | ||
| 406 | 2008.09.17 21:00 | sell | 204 | 0.03 | 1.19980 | 1.23398 | 1.19408 | ||
| 407 | 2008.09.17 22:45 | t/p | 204 | 0.03 | 1.19408 | 1.23398 | 1.19408 | 1343.78 | 1544059.21 |
| 408 | 2008.09.18 00:00 | close | 203 | 0.01 | 1.19378 | 1.23398 | 1.18998 | 150.35 | 1544209.56 |
| 409 | 2008.09.18 00:00 | sell | 205 | 0.01 | 1.19350 | 1.23178 | 1.18778 | ||
| 410 | 2008.09.18 01:00 | sell | 206 | 0.02 | 1.19630 | 1.23178 | 1.19058 | ||
| 411 | 2008.09.18 02:00 | sell | 207 | 0.01 | 1.19600 | 1.23178 | 1.19028 | ||
| 412 | 2008.09.18 04:00 | close | 205 | 0.01 | 1.19208 | 1.23178 | 1.18778 | 111.20 | 1544320.76 |
| 413 | 2008.09.18 04:00 | close | 206 | 0.02 | 1.19208 | 1.23178 | 1.19058 | 660.92 | 1544981.68 |
| 414 | 2008.09.18 04:00 | close | 207 | 0.01 | 1.19208 | 1.23178 | 1.19028 | 306.97 | 1545288.65 |
| 415 | 2008.09.18 06:00 | sell | 208 | 0.01 | 1.19010 | 1.22838 | 1.18438 | ||
| 416 | 2008.09.18 07:00 | close | 208 | 0.01 | 1.19048 | 1.22838 | 1.18438 | -29.76 | 1545258.89 |
| 417 | 2008.09.18 07:00 | sell | 209 | 0.01 | 1.19020 | 1.22848 | 1.18448 | ||
| 418 | 2008.09.18 08:00 | close | 209 | 0.01 | 1.19098 | 1.22848 | 1.18448 | -61.08 | 1545197.81 |
| 419 | 2008.09.18 08:00 | sell | 210 | 0.01 | 1.19070 | 1.22898 | 1.18498 | ||
| 420 | 2008.09.18 09:00 | sell | 211 | 0.02 | 1.19350 | 1.22898 | 1.18778 | ||
| 421 | 2008.09.18 10:00 | sell | 212 | 0.01 | 1.19260 | 1.22898 | 1.18688 | ||
| 422 | 2008.09.18 11:48 | t/p | 211 | 0.02 | 1.18778 | 1.22898 | 1.18778 | 895.85 | 1546093.66 |
| 423 | 2008.09.18 12:05 | t/p | 212 | 0.01 | 1.18688 | 1.22898 | 1.18688 | 447.92 | 1546541.58 |
| 424 | 2008.09.18 14:00 | sell | 213 | 0.01 | 1.19210 | 1.22898 | 1.18638 | ||
| 425 | 2008.09.18 18:28 | t/p | 213 | 0.01 | 1.18638 | 1.22898 | 1.18638 | 447.93 | 1546989.51 |
| 426 | 2008.09.18 18:37 | t/p | 210 | 0.01 | 1.18498 | 1.22898 | 1.18498 | 447.93 | 1547437.44 |
| 427 | 2008.09.18 23:00 | sell | 214 | 0.01 | 1.18830 | 1.22658 | 1.18258 | ||
| 428 | 2008.09.22 20:10 | s/l | 214 | 0.01 | 1.22658 | 1.22658 | 1.18258 | -2997.67 | 1544439.77 |
| 429 | 2008.09.23 07:00 | sell | 215 | 0.01 | 1.21830 | 1.25658 | 1.21258 | ||
| 430 | 2008.09.23 14:00 | sell | 216 | 0.02 | 1.22170 | 1.25658 | 1.21598 | ||
| 431 | 2008.09.23 15:00 | sell | 217 | 0.01 | 1.22070 | 1.25658 | 1.21498 | ||
| 432 | 2008.09.24 12:00 | sell | 218 | 0.03 | 1.22300 | 1.25658 | 1.21728 | ||
| 433 | 2008.09.24 15:00 | sell | 219 | 0.05 | 1.22350 | 1.25658 | 1.21778 | ||
| 434 | 2008.09.24 18:14 | t/p | 219 | 0.05 | 1.21778 | 1.25658 | 1.21778 | 2239.64 | 1546679.41 |
| 435 | 2008.09.24 18:16 | t/p | 218 | 0.03 | 1.21728 | 1.25658 | 1.21728 | 1343.78 | 1548023.19 |
| 436 | 2008.09.25 10:06 | t/p | 216 | 0.02 | 1.21598 | 1.25658 | 1.21598 | 895.85 | 1548919.04 |
| 437 | 2008.09.26 05:38 | t/p | 217 | 0.01 | 1.21498 | 1.25658 | 1.21498 | 447.93 | 1549366.97 |
| 438 | 2008.09.26 06:32 | t/p | 215 | 0.01 | 1.21258 | 1.25658 | 1.21258 | 447.92 | 1549814.89 |
| 439 | 2008.09.26 07:00 | sell | 220 | 0.01 | 1.21240 | 1.25068 | 1.20668 | ||
| 440 | 2008.09.26 09:40 | t/p | 220 | 0.01 | 1.20668 | 1.25068 | 1.20668 | 447.93 | 1550262.82 |
| 441 | 2008.09.26 10:00 | sell | 221 | 0.01 | 1.20800 | 1.24628 | 1.20228 | ||
| 442 | 2008.09.26 11:00 | sell | 222 | 0.01 | 1.21000 | 1.24628 | 1.20428 | ||
| 443 | 2008.09.26 12:00 | sell | 223 | 0.02 | 1.21110 | 1.24628 | 1.20538 | ||
| 444 | 2008.09.26 19:00 | sell | 224 | 0.03 | 1.21200 | 1.24628 | 1.20628 | ||
| 445 | 2008.09.29 08:47 | t/p | 224 | 0.03 | 1.20628 | 1.24628 | 1.20628 | 1343.78 | 1551606.60 |
| 446 | 2008.09.29 08:50 | t/p | 223 | 0.02 | 1.20538 | 1.24628 | 1.20538 | 895.86 | 1552502.46 |
| 447 | 2008.09.29 12:20 | t/p | 222 | 0.01 | 1.20428 | 1.24628 | 1.20428 | 447.93 | 1552950.39 |
| 448 | 2008.09.29 14:37 | t/p | 221 | 0.01 | 1.20228 | 1.24628 | 1.20228 | 447.93 | 1553398.32 |
| 449 | 2008.09.29 15:00 | sell | 225 | 0.01 | 1.20100 | 1.23928 | 1.19528 | ||
| 450 | 2008.09.29 16:00 | sell | 226 | 0.02 | 1.20380 | 1.23928 | 1.19808 | ||