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 |
4351 | 2016.02.19 16:00 | buy | 2181 | 0.30 | 1.07568 | 1.03740 | 1.08140 | |
4352 | 2016.02.19 17:00 | buy | 2182 | 0.23 | 1.07708 | 1.03880 | 1.08280 | |
4353 | 2016.02.23 08:52 | t/p | 2181 | 0.30 | 1.08140 | 1.03740 | 1.08140 | 13433.02 | 5781226.67 |
4354 | 2016.02.23 10:42 | t/p | 2182 | 0.23 | 1.08280 | 1.03880 | 1.08280 | 10298.65 | 5791525.32 |
4355 | 2016.02.24 02:22 | t/p | 2180 | 0.17 | 1.08479 | 1.04079 | 1.08479 | 7612.04 | 5799137.36 |
4356 | 2016.02.24 02:29 | t/p | 2179 | 0.13 | 1.08576 | 1.04176 | 1.08576 | 5820.97 | 5804958.33 |
4357 | 2016.02.24 03:52 | t/p | 2177 | 0.10 | 1.08680 | 1.04280 | 1.08680 | 4477.68 | 5809436.01 |
4358 | 2016.02.26 17:00 | buy | 2183 | 0.66 | 1.07245 | 1.03417 | 1.07817 | |
4359 | 2016.02.26 20:00 | buy | 2184 | 0.51 | 1.07365 | 1.03537 | 1.07937 | |
4360 | 2016.02.26 22:00 | buy | 2185 | 0.17 | 1.07444 | 1.03616 | 1.08016 | |
4361 | 2016.02.29 00:00 | t/p | 2183 | 0.66 | 1.07817 | 1.03417 | 1.07817 | 29552.64 | 5838988.65 |
4362 | 2016.02.29 00:00 | t/p | 2184 | 0.51 | 1.07937 | 1.03537 | 1.07937 | 22836.13 | 5861824.78 |
4363 | 2016.02.29 00:00 | t/p | 2185 | 0.17 | 1.08016 | 1.03616 | 1.08016 | 7612.04 | 5869436.82 |
4364 | 2016.02.29 01:00 | buy | 2186 | 0.13 | 1.08045 | 1.04217 | 1.08617 | |
4365 | 2016.02.29 02:00 | buy | 2187 | 0.10 | 1.08133 | 1.04305 | 1.08705 | |
4366 | 2016.03.02 02:41 | t/p | 2186 | 0.13 | 1.08617 | 1.04217 | 1.08617 | 5820.98 | 5875257.80 |
4367 | 2016.03.02 02:47 | t/p | 2187 | 0.10 | 1.08705 | 1.04305 | 1.08705 | 4477.67 | 5879735.47 |
4368 | 2016.03.02 02:53 | t/p | 2178 | 0.08 | 1.08768 | 1.04368 | 1.08768 | 3582.13 | 5883317.60 |
4369 | 2016.03.02 03:07 | t/p | 2175 | 0.06 | 1.08969 | 1.04569 | 1.08969 | 2686.61 | 5886004.21 |
4370 | 2016.03.02 05:00 | buy | 2188 | 0.01 | 1.08965 | 1.05137 | 1.09537 | |
4371 | 2016.03.02 06:30 | t/p | 2176 | 0.04 | 1.09077 | 1.04677 | 1.09077 | 1791.07 | 5887795.28 |
4372 | 2016.03.02 06:47 | t/p | 2169 | 0.03 | 1.09227 | 1.04827 | 1.09227 | 1343.30 | 5889138.58 |
4373 | 2016.03.02 15:15 | t/p | 2167 | 0.02 | 1.09324 | 1.04924 | 1.09324 | 895.53 | 5890034.11 |
4374 | 2016.03.02 19:14 | t/p | 2168 | 0.02 | 1.09506 | 1.05106 | 1.09506 | 895.53 | 5890929.64 |
4375 | 2016.03.02 19:15 | t/p | 2188 | 0.01 | 1.09537 | 1.05137 | 1.09537 | 447.77 | 5891377.41 |
4376 | 2016.03.07 14:12 | t/p | 2165 | 0.01 | 1.09748 | 1.05348 | 1.09748 | 447.77 | 5891825.18 |
4377 | 2016.03.18 01:00 | buy | 2189 | 0.01 | 1.11915 | 1.08087 | 1.12487 | |
4378 | 2016.03.18 09:00 | buy | 2190 | 0.01 | 1.11780 | 1.07952 | 1.12352 | |
4379 | 2016.03.21 11:08 | t/p | 2190 | 0.01 | 1.12352 | 1.07952 | 1.12352 | 447.77 | 5892272.95 |
4380 | 2016.03.22 07:26 | t/p | 2189 | 0.01 | 1.12487 | 1.08087 | 1.12487 | 447.77 | 5892720.72 |
4381 | 2016.03.22 09:00 | buy | 2191 | 0.01 | 1.12663 | 1.08835 | 1.13235 | |
4382 | 2016.03.22 11:00 | buy | 2192 | 0.02 | 1.12414 | 1.08586 | 1.12986 | |
4383 | 2016.03.22 12:00 | buy | 2193 | 0.01 | 1.12545 | 1.08717 | 1.13117 | |
4384 | 2016.03.23 03:12 | t/p | 2192 | 0.02 | 1.12986 | 1.08586 | 1.12986 | 895.53 | 5893616.25 |
4385 | 2016.03.23 03:30 | t/p | 2193 | 0.01 | 1.13117 | 1.08717 | 1.13117 | 447.77 | 5894064.02 |
4386 | 2016.03.23 04:34 | t/p | 2191 | 0.01 | 1.13235 | 1.08835 | 1.13235 | 447.77 | 5894511.79 |
4387 | 2016.03.24 13:00 | buy | 2194 | 0.01 | 1.12221 | 1.08393 | 1.12793 | |
4388 | 2016.03.30 09:00 | buy | 2195 | 0.08 | 1.11340 | 1.07512 | 1.11912 | |
4389 | 2016.03.31 02:00 | buy | 2196 | 0.13 | 1.10999 | 1.07171 | 1.11571 | |
4390 | 2016.03.31 03:00 | buy | 2197 | 0.17 | 1.10964 | 1.07136 | 1.11536 | |
4391 | 2016.04.01 10:00 | buy | 2198 | 0.10 | 1.11103 | 1.07275 | 1.11675 | |
4392 | 2016.04.05 01:10 | t/p | 2197 | 0.17 | 1.11536 | 1.07136 | 1.11536 | 7612.04 | 5902123.83 |
4393 | 2016.04.05 01:10 | t/p | 2196 | 0.13 | 1.11571 | 1.07171 | 1.11571 | 5820.98 | 5907944.81 |
4394 | 2016.04.05 01:11 | t/p | 2198 | 0.10 | 1.11675 | 1.07275 | 1.11675 | 4477.68 | 5912422.49 |
4395 | 2016.04.05 01:26 | t/p | 2195 | 0.08 | 1.11912 | 1.07512 | 1.11912 | 3582.14 | 5916004.63 |
4396 | 2016.04.05 05:00 | sell | 2199 | 0.01 | 1.11178 | 1.15006 | 1.10606 | |
4397 | 2016.04.05 14:00 | sell | 2200 | 0.01 | 1.11312 | 1.15006 | 1.10740 | |
4398 | 2016.04.05 18:56 | t/p | 2200 | 0.01 | 1.10740 | 1.15006 | 1.10740 | 447.92 | 5916452.55 |
4399 | 2016.04.11 10:09 | t/p | 2199 | 0.01 | 1.10606 | 1.15006 | 1.10606 | 447.93 | 5916900.48 |
4400 | 2016.04.11 11:00 | sell | 2201 | 0.01 | 1.10633 | 1.14461 | 1.10061 | |
4401 | 2016.04.11 21:00 | sell | 2202 | 0.01 | 1.10761 | 1.14461 | 1.10189 | |
4402 | 2016.04.13 00:00 | sell | 2203 | 0.02 | 1.10918 | 1.14461 | 1.10346 | |
4403 | 2016.04.15 05:00 | sell | 2204 | 0.56 | 1.12103 | 1.14461 | 1.11531 | |
4404 | 2016.04.15 06:00 | sell | 2205 | 0.40 | 1.11990 | 1.14461 | 1.11418 | |
4405 | 2016.04.15 07:00 | sell | 2206 | 0.28 | 1.11853 | 1.14461 | 1.11281 | |
4406 | 2016.04.15 11:00 | sell | 2207 | 0.14 | 1.11614 | 1.14461 | 1.11042 | |
4407 | 2016.04.15 12:00 | sell | 2208 | 0.18 | 1.11703 | 1.14461 | 1.11131 | |
4408 | 2016.04.15 14:49 | t/p | 2204 | 0.56 | 1.11531 | 1.14461 | 1.11531 | 25083.94 | 5941984.42 |
4409 | 2016.04.15 15:00 | sell | 2209 | 0.10 | 1.11517 | 1.14461 | 1.10945 | |
4410 | 2016.04.15 15:57 | t/p | 2205 | 0.40 | 1.11418 | 1.14461 | 1.11418 | 17917.10 | 5959901.52 |
4411 | 2016.04.15 16:00 | sell | 2210 | 0.07 | 1.11387 | 1.14461 | 1.10815 | |
4412 | 2016.04.15 17:23 | t/p | 2206 | 0.28 | 1.11281 | 1.14461 | 1.11281 | 12541.97 | 5972443.49 |
4413 | 2016.04.18 00:00 | t/p | 2208 | 0.18 | 1.11131 | 1.14461 | 1.11131 | 8062.69 | 5980506.18 |
4414 | 2016.04.18 00:00 | sell | 2211 | 0.03 | 1.11054 | 1.14461 | 1.10482 | |
4415 | 2016.04.18 01:00 | sell | 2212 | 0.05 | 1.11207 | 1.14461 | 1.10635 | |
4416 | 2016.04.18 01:45 | t/p | 2207 | 0.14 | 1.11042 | 1.14461 | 1.11042 | 6270.98 | 5986777.16 |
4417 | 2016.04.18 01:45 | t/p | 2209 | 0.10 | 1.10945 | 1.14461 | 1.10945 | 4479.28 | 5991256.44 |
4418 | 2016.04.18 02:04 | t/p | 2210 | 0.07 | 1.10815 | 1.14461 | 1.10815 | 3135.49 | 5994391.93 |
4419 | 2016.04.21 21:00 | sell | 2213 | 0.40 | 1.11947 | 1.14461 | 1.11375 | |
4420 | 2016.04.22 00:00 | sell | 2214 | 0.28 | 1.11881 | 1.14461 | 1.11309 | |
4421 | 2016.04.25 02:00 | sell | 2215 | 0.79 | 1.12266 | 1.14461 | 1.11694 | |
4422 | 2016.04.25 04:00 | sell | 2216 | 0.01 | 1.12344 | 1.14461 | 1.11772 | |
4423 | 2016.04.27 04:31 | t/p | 2216 | 0.01 | 1.11772 | 1.14461 | 1.11772 | 447.92 | 5994839.85 |
4424 | 2016.04.27 04:32 | t/p | 2215 | 0.79 | 1.11694 | 1.14461 | 1.11694 | 35386.27 | 6030226.12 |
4425 | 2016.04.27 04:57 | t/p | 2213 | 0.40 | 1.11375 | 1.14461 | 1.11375 | 17917.10 | 6048143.22 |
4426 | 2016.04.27 05:01 | t/p | 2214 | 0.28 | 1.11309 | 1.14461 | 1.11309 | 12541.97 | 6060685.19 |
4427 | 2016.04.27 06:00 | sell | 2217 | 0.07 | 1.11284 | 1.14461 | 1.10712 | |
4428 | 2016.04.27 09:36 | t/p | 2217 | 0.07 | 1.10712 | 1.14461 | 1.10712 | 3135.49 | 6063820.68 |
4429 | 2016.04.27 09:37 | t/p | 2212 | 0.05 | 1.10635 | 1.14461 | 1.10635 | 2239.64 | 6066060.32 |
4430 | 2016.04.28 00:00 | t/p | 2201 | 0.01 | 1.10061 | 1.14461 | 1.10061 | 447.93 | 6066508.25 |
4431 | 2016.04.28 00:00 | t/p | 2202 | 0.01 | 1.10189 | 1.14461 | 1.10189 | 447.93 | 6066956.18 |
4432 | 2016.04.28 00:00 | t/p | 2203 | 0.02 | 1.10346 | 1.14461 | 1.10346 | 895.85 | 6067852.03 |
4433 | 2016.04.28 00:00 | t/p | 2211 | 0.03 | 1.10482 | 1.14461 | 1.10482 | 1343.78 | 6069195.81 |
4434 | 2016.04.28 00:00 | sell | 2218 | 0.01 | 1.09973 | 1.13801 | 1.09401 | |
4435 | 2016.04.28 14:04 | t/p | 2218 | 0.01 | 1.09401 | 1.13801 | 1.09401 | 447.93 | 6069643.74 |
4436 | 2016.04.28 14:04 | sell | 2219 | 0.01 | 1.09373 | 1.13285 | 1.08885 | |
4437 | 2016.04.28 17:00 | sell | 2220 | 0.01 | 1.09538 | 1.13285 | 1.08966 | |
4438 | 2016.04.29 05:00 | close | 2219 | 0.01 | 1.09424 | 1.13285 | 1.08885 | -39.94 | 6069603.80 |
4439 | 2016.04.29 05:00 | close | 2220 | 0.01 | 1.09424 | 1.13285 | 1.08966 | 89.27 | 6069693.07 |
4440 | 2016.04.29 05:00 | sell | 2221 | 0.01 | 1.09396 | 1.13224 | 1.08824 | |
4441 | 2016.04.29 20:28 | t/p | 2221 | 0.01 | 1.08824 | 1.13224 | 1.08824 | 447.92 | 6070140.99 |
4442 | 2016.04.29 21:00 | sell | 2222 | 0.01 | 1.08922 | 1.12750 | 1.08350 | |
4443 | 2016.05.03 07:30 | s/l | 2194 | 0.01 | 1.08393 | 1.08393 | 1.12793 | -2996.60 | 6067144.39 |
4444 | 2016.05.03 07:30 | t/p | 2222 | 0.01 | 1.08350 | 1.12750 | 1.08350 | 447.93 | 6067592.32 |
4445 | 2016.05.03 09:00 | sell | 2223 | 0.01 | 1.08311 | 1.12139 | 1.07739 | |
4446 | 2016.05.06 07:10 | t/p | 2223 | 0.01 | 1.07739 | 1.12139 | 1.07739 | 447.93 | 6068040.25 |
4447 | 2016.05.06 08:00 | sell | 2224 | 0.01 | 1.07770 | 1.11598 | 1.07198 | |
4448 | 2016.05.11 02:00 | sell | 2225 | 0.10 | 1.08597 | 1.11598 | 1.08025 | |
4449 | 2016.05.11 03:00 | sell | 2226 | 0.05 | 1.08375 | 1.11598 | 1.07803 | |
4450 | 2016.05.11 05:03 | t/p | 2225 | 0.10 | 1.08025 | 1.11598 | 1.08025 | 4479.28 | 6072519.53 |
4451 | 2016.05.11 06:00 | sell | 2227 | 0.02 | 1.08133 | 1.11598 | 1.07561 | |
4452 | 2016.05.11 08:00 | sell | 2228 | 0.03 | 1.08176 | 1.11598 | 1.07604 | |
4453 | 2016.05.11 20:00 | sell | 2229 | 0.01 | 1.07988 | 1.11598 | 1.07416 | |
4454 | 2016.05.12 04:03 | t/p | 2226 | 0.05 | 1.07803 | 1.11598 | 1.07803 | 2239.63 | 6074759.16 |
4455 | 2016.05.12 04:11 | t/p | 2228 | 0.03 | 1.07604 | 1.11598 | 1.07604 | 1343.78 | 6076102.94 |
4456 | 2016.05.12 04:38 | t/p | 2227 | 0.02 | 1.07561 | 1.11598 | 1.07561 | 895.85 | 6076998.79 |
4457 | 2016.05.12 07:15 | t/p | 2229 | 0.01 | 1.07416 | 1.11598 | 1.07416 | 447.92 | 6077446.71 |
4458 | 2016.05.13 02:01 | t/p | 2224 | 0.01 | 1.07198 | 1.11598 | 1.07198 | 447.93 | 6077894.64 |
4459 | 2016.05.13 02:02 | sell | 2230 | 0.01 | 1.07166 | 1.11032 | 1.06632 | |
4460 | 2016.05.13 07:00 | sell | 2231 | 0.01 | 1.07347 | 1.11032 | 1.06775 | |
4461 | 2016.05.17 19:00 | sell | 2232 | 0.02 | 1.07450 | 1.11032 | 1.06878 | |
4462 | 2016.05.17 21:00 | sell | 2233 | 0.03 | 1.07554 | 1.11032 | 1.06982 | |
4463 | 2016.05.19 02:39 | t/p | 2233 | 0.03 | 1.06982 | 1.11032 | 1.06982 | 1343.79 | 6079238.43 |
4464 | 2016.05.19 02:39 | t/p | 2232 | 0.02 | 1.06878 | 1.11032 | 1.06878 | 895.85 | 6080134.28 |
4465 | 2016.05.19 10:19 | t/p | 2231 | 0.01 | 1.06775 | 1.11032 | 1.06775 | 447.93 | 6080582.21 |
4466 | 2016.05.19 12:42 | t/p | 2230 | 0.01 | 1.06632 | 1.11032 | 1.06632 | 418.17 | 6081000.38 |
4467 | 2016.05.19 13:00 | sell | 2234 | 0.01 | 1.06579 | 1.10407 | 1.06007 | |
4468 | 2016.05.19 15:00 | close | 2234 | 0.01 | 1.06821 | 1.10407 | 1.06007 | -189.51 | 6080810.87 |
4469 | 2016.05.19 15:00 | sell | 2235 | 0.01 | 1.06793 | 1.10621 | 1.06221 | |
4470 | 2016.05.23 02:00 | close | 2235 | 0.01 | 1.06710 | 1.10621 | 1.06221 | 65.00 | 6080875.87 |
4471 | 2016.05.23 02:00 | sell | 2236 | 0.01 | 1.06682 | 1.10510 | 1.06110 | |
4472 | 2016.05.26 17:00 | sell | 2237 | 0.02 | 1.06967 | 1.10510 | 1.06395 | |
4473 | 2016.05.26 23:00 | sell | 2238 | 0.01 | 1.06901 | 1.10510 | 1.06329 | |
4474 | 2016.05.30 05:00 | sell | 2239 | 0.03 | 1.07077 | 1.10510 | 1.06505 | |
4475 | 2016.05.31 17:00 | sell | 2240 | 0.05 | 1.07265 | 1.10510 | 1.06693 | |
4476 | 2016.06.01 01:57 | t/p | 2240 | 0.05 | 1.06693 | 1.10510 | 1.06693 | 2239.63 | 6083115.50 |
4477 | 2016.06.01 02:04 | t/p | 2239 | 0.03 | 1.06505 | 1.10510 | 1.06505 | 1343.78 | 6084459.28 |
4478 | 2016.06.01 16:32 | t/p | 2237 | 0.02 | 1.06395 | 1.10510 | 1.06395 | 895.86 | 6085355.14 |
4479 | 2016.06.01 17:00 | t/p | 2238 | 0.01 | 1.06329 | 1.10510 | 1.06329 | 447.92 | 6085803.06 |
4480 | 2016.06.02 06:04 | t/p | 2236 | 0.01 | 1.06110 | 1.10510 | 1.06110 | 447.93 | 6086250.99 |
4481 | 2016.06.02 06:04 | sell | 2241 | 0.01 | 1.06075 | 1.09927 | 1.05527 | |
4482 | 2016.06.03 15:30 | t/p | 2241 | 0.01 | 1.05527 | 1.09927 | 1.05527 | 429.13 | 6086680.12 |
4483 | 2016.06.03 17:00 | sell | 2242 | 0.01 | 1.05606 | 1.09434 | 1.05034 | |
4484 | 2016.06.03 20:00 | sell | 2243 | 0.01 | 1.05771 | 1.09434 | 1.05199 | |
4485 | 2016.06.07 19:00 | sell | 2244 | 0.20 | 1.06730 | 1.09434 | 1.06158 | |
4486 | 2016.06.07 20:00 | sell | 2245 | 0.28 | 1.06792 | 1.09434 | 1.06220 | |
4487 | 2016.06.08 05:00 | sell | 2246 | 0.14 | 1.06601 | 1.09434 | 1.06029 | |
4488 | 2016.06.08 10:00 | sell | 2247 | 0.10 | 1.06476 | 1.09434 | 1.05904 | |
4489 | 2016.06.08 18:00 | sell | 2248 | 0.07 | 1.06365 | 1.09434 | 1.05793 | |
4490 | 2016.06.09 00:00 | t/p | 2244 | 0.20 | 1.06158 | 1.09434 | 1.06158 | 8958.55 | 6095638.67 |
4491 | 2016.06.09 00:00 | t/p | 2245 | 0.28 | 1.06220 | 1.09434 | 1.06220 | 12541.97 | 6108180.64 |
4492 | 2016.06.09 00:00 | t/p | 2246 | 0.14 | 1.06029 | 1.09434 | 1.06029 | 6270.99 | 6114451.63 |
4493 | 2016.06.09 00:00 | t/p | 2247 | 0.10 | 1.05904 | 1.09434 | 1.05904 | 4479.28 | 6118930.91 |
4494 | 2016.06.09 00:00 | t/p | 2248 | 0.07 | 1.05793 | 1.09434 | 1.05793 | 3135.49 | 6122066.40 |
4495 | 2016.06.09 02:00 | close | 2242 | 0.01 | 1.05728 | 1.09434 | 1.05034 | -95.54 | 6121970.86 |
4496 | 2016.06.09 02:00 | close | 2243 | 0.01 | 1.05728 | 1.09434 | 1.05199 | 33.67 | 6122004.53 |
4497 | 2016.06.09 02:00 | sell | 2249 | 0.01 | 1.05700 | 1.09528 | 1.05128 | |
4498 | 2016.06.09 02:35 | t/p | 2249 | 0.01 | 1.05128 | 1.09528 | 1.05128 | 447.92 | 6122452.45 |
4499 | 2016.06.09 04:00 | sell | 2250 | 0.01 | 1.05074 | 1.08902 | 1.04502 | |
4500 | 2016.06.09 07:07 | t/p | 2250 | 0.01 | 1.04502 | 1.08902 | 1.04502 | 447.93 | 6122900.38 |