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 |
4501 | 2016.06.09 08:00 | sell | 2251 | 0.01 | 1.04571 | 1.08399 | 1.03999 | |
4502 | 2016.06.09 17:00 | close | 2251 | 0.01 | 1.04159 | 1.08399 | 1.03999 | 322.63 | 6123223.01 |
4503 | 2016.06.09 18:00 | sell | 2252 | 0.01 | 1.04164 | 1.07992 | 1.03592 | |
4504 | 2016.06.09 19:00 | close | 2252 | 0.01 | 1.04179 | 1.07992 | 1.03592 | -11.74 | 6123211.27 |
4505 | 2016.06.09 19:00 | sell | 2253 | 0.01 | 1.04151 | 1.07979 | 1.03579 | |
4506 | 2016.06.09 22:00 | sell | 2254 | 0.01 | 1.04301 | 1.07979 | 1.03729 | |
4507 | 2016.06.09 23:00 | sell | 2255 | 0.02 | 1.04428 | 1.07979 | 1.03856 | |
4508 | 2016.06.13 18:00 | sell | 2256 | 0.03 | 1.04630 | 1.07979 | 1.04058 | |
4509 | 2016.06.14 12:00 | sell | 2257 | 0.05 | 1.04679 | 1.07979 | 1.04107 | |
4510 | 2016.06.14 14:00 | sell | 2258 | 0.07 | 1.04791 | 1.07979 | 1.04219 | |
4511 | 2016.06.15 08:00 | sell | 2259 | 0.10 | 1.04955 | 1.07979 | 1.04383 | |
4512 | 2016.06.15 11:00 | sell | 2260 | 0.14 | 1.05053 | 1.07979 | 1.04481 | |
4513 | 2016.06.16 05:54 | t/p | 2260 | 0.14 | 1.04481 | 1.07979 | 1.04481 | 6270.98 | 6129482.25 |
4514 | 2016.06.16 08:09 | t/p | 2259 | 0.10 | 1.04383 | 1.07979 | 1.04383 | 4479.28 | 6133961.53 |
4515 | 2016.06.16 09:38 | t/p | 2258 | 0.07 | 1.04219 | 1.07979 | 1.04219 | 3135.49 | 6137097.02 |
4516 | 2016.06.20 00:01 | sell | 2261 | 0.10 | 1.05012 | 1.07979 | 1.04440 | |
4517 | 2016.06.21 12:00 | sell | 2262 | 0.07 | 1.04857 | 1.07979 | 1.04285 | |
4518 | 2016.06.22 07:58 | t/p | 2261 | 0.10 | 1.04440 | 1.07979 | 1.04440 | 4479.27 | 6141576.29 |
4519 | 2016.06.24 04:13 | t/p | 2262 | 0.07 | 1.04285 | 1.07979 | 1.04285 | 3135.50 | 6144711.79 |
4520 | 2016.06.27 01:00 | buy | 2263 | 0.01 | 1.04869 | 1.01041 | 1.05441 | |
4521 | 2016.06.28 21:00 | buy | 2264 | 0.01 | 1.04758 | 1.00930 | 1.05330 | |
4522 | 2016.06.30 00:02 | buy | 2265 | 0.02 | 1.04636 | 1.00808 | 1.05208 | |
4523 | 2016.07.01 18:00 | buy | 2266 | 0.02 | 1.04408 | 1.00580 | 1.04980 | |
4524 | 2016.07.01 20:00 | buy | 2267 | 0.03 | 1.04382 | 1.00554 | 1.04954 | |
4525 | 2016.07.04 00:01 | t/p | 2255 | 0.02 | 1.03856 | 1.07979 | 1.03856 | 895.86 | 6145607.65 |
4526 | 2016.07.04 00:01 | t/p | 2256 | 0.03 | 1.04058 | 1.07979 | 1.04058 | 1343.78 | 6146951.43 |
4527 | 2016.07.04 00:01 | t/p | 2257 | 0.05 | 1.04107 | 1.07979 | 1.04107 | 2239.64 | 6149191.07 |
4528 | 2016.07.04 00:01 | buy | 2268 | 0.10 | 1.03833 | 0.99998 | 1.04405 | |
4529 | 2016.07.04 05:13 | t/p | 2268 | 0.10 | 1.04405 | 0.99998 | 1.04405 | 4477.67 | 6153668.74 |
4530 | 2016.07.06 10:31 | t/p | 2267 | 0.03 | 1.04954 | 1.00554 | 1.04954 | 1343.30 | 6155012.04 |
4531 | 2016.07.06 10:32 | t/p | 2266 | 0.02 | 1.04980 | 1.00580 | 1.04980 | 895.54 | 6155907.58 |
4532 | 2016.07.06 16:32 | t/p | 2265 | 0.02 | 1.05208 | 1.00808 | 1.05208 | 895.54 | 6156803.12 |
4533 | 2016.07.06 17:04 | t/p | 2264 | 0.01 | 1.05330 | 1.00930 | 1.05330 | 447.77 | 6157250.89 |
4534 | 2016.07.06 20:55 | t/p | 2263 | 0.01 | 1.05441 | 1.01041 | 1.05441 | 447.77 | 6157698.66 |
4535 | 2016.07.06 21:00 | buy | 2269 | 0.01 | 1.05405 | 1.01577 | 1.05977 | |
4536 | 2016.07.07 04:00 | buy | 2270 | 0.01 | 1.05303 | 1.01475 | 1.05875 | |
4537 | 2016.07.07 19:10 | t/p | 2254 | 0.01 | 1.03729 | 1.07979 | 1.03729 | 447.93 | 6158146.59 |
4538 | 2016.07.07 19:46 | t/p | 2253 | 0.01 | 1.03579 | 1.07979 | 1.03579 | 447.93 | 6158594.52 |
4539 | 2016.07.08 16:00 | buy | 2271 | 0.51 | 1.03552 | 0.99998 | 1.04124 | |
4540 | 2016.07.08 19:00 | buy | 2272 | 0.39 | 1.03667 | 0.99998 | 1.04239 | |
4541 | 2016.07.11 07:00 | buy | 2273 | 0.30 | 1.03775 | 0.99998 | 1.04347 | |
4542 | 2016.07.11 08:00 | buy | 2274 | 0.23 | 1.03945 | 0.99998 | 1.04517 | |
4543 | 2016.07.11 10:00 | buy | 2275 | 0.15 | 1.04032 | 1.00204 | 1.04604 | |
4544 | 2016.07.11 11:34 | t/p | 2271 | 0.51 | 1.04124 | 0.99998 | 1.04124 | 22836.13 | 6181430.65 |
4545 | 2016.07.11 12:00 | buy | 2276 | 0.13 | 1.04217 | 1.00389 | 1.04789 | |
4546 | 2016.07.11 14:01 | t/p | 2272 | 0.39 | 1.04239 | 0.99998 | 1.04239 | 17462.92 | 6198893.57 |
4547 | 2016.07.11 16:00 | buy | 2277 | 0.10 | 1.04309 | 1.00481 | 1.04881 | |
4548 | 2016.07.11 20:30 | t/p | 2273 | 0.30 | 1.04347 | 0.99998 | 1.04347 | 13433.02 | 6212326.59 |
4549 | 2016.07.12 04:30 | t/p | 2274 | 0.23 | 1.04517 | 0.99998 | 1.04517 | 10298.64 | 6222625.23 |
4550 | 2016.07.12 05:00 | buy | 2278 | 0.08 | 1.04458 | 1.00630 | 1.05030 | |
4551 | 2016.07.12 16:43 | t/p | 2275 | 0.15 | 1.04604 | 1.00204 | 1.04604 | 6716.51 | 6229341.74 |
4552 | 2016.07.12 17:00 | buy | 2279 | 0.04 | 1.04680 | 1.00852 | 1.05252 | |
4553 | 2016.07.12 18:00 | buy | 2280 | 0.06 | 1.04664 | 1.00836 | 1.05236 | |
4554 | 2016.07.13 08:48 | t/p | 2276 | 0.13 | 1.04789 | 1.00389 | 1.04789 | 5820.97 | 6235162.71 |
4555 | 2016.07.13 09:00 | buy | 2281 | 0.03 | 1.04835 | 1.01007 | 1.05407 | |
4556 | 2016.07.14 05:56 | t/p | 2277 | 0.10 | 1.04881 | 1.00481 | 1.04881 | 4477.68 | 6239640.39 |
4557 | 2016.07.14 06:07 | t/p | 2278 | 0.08 | 1.05030 | 1.00630 | 1.05030 | 3582.13 | 6243222.52 |
4558 | 2016.07.14 06:11 | t/p | 2280 | 0.06 | 1.05236 | 1.00836 | 1.05236 | 2686.60 | 6245909.12 |
4559 | 2016.07.14 06:11 | t/p | 2279 | 0.04 | 1.05252 | 1.00852 | 1.05252 | 1791.07 | 6247700.19 |
4560 | 2016.07.14 07:17 | t/p | 2281 | 0.03 | 1.05407 | 1.01007 | 1.05407 | 1343.30 | 6249043.49 |
4561 | 2016.07.14 12:23 | t/p | 2270 | 0.01 | 1.05875 | 1.01475 | 1.05875 | 447.77 | 6249491.26 |
4562 | 2016.07.14 14:13 | t/p | 2269 | 0.01 | 1.05977 | 1.01577 | 1.05977 | 447.77 | 6249939.03 |
4563 | 2016.07.14 15:00 | buy | 2282 | 0.01 | 1.05996 | 1.02168 | 1.06568 | |
4564 | 2016.07.14 22:00 | buy | 2283 | 0.01 | 1.05869 | 1.02041 | 1.06441 | |
4565 | 2016.07.15 03:39 | t/p | 2283 | 0.01 | 1.06441 | 1.02041 | 1.06441 | 447.77 | 6250386.80 |
4566 | 2016.07.15 05:00 | t/p | 2282 | 0.01 | 1.06568 | 1.02168 | 1.06568 | 447.77 | 6250834.57 |
4567 | 2016.07.15 05:00 | buy | 2284 | 0.01 | 1.06612 | 1.02744 | 1.07144 | |
4568 | 2016.07.15 10:00 | buy | 2285 | 0.01 | 1.06468 | 1.02640 | 1.07040 | |
4569 | 2016.07.18 01:46 | t/p | 2285 | 0.01 | 1.07040 | 1.02640 | 1.07040 | 447.76 | 6251282.33 |
4570 | 2016.07.18 01:47 | t/p | 2284 | 0.01 | 1.07144 | 1.02744 | 1.07144 | 416.45 | 6251698.78 |
4571 | 2016.07.18 03:00 | buy | 2286 | 0.01 | 1.07286 | 1.03458 | 1.07858 | |
4572 | 2016.07.18 04:00 | buy | 2287 | 0.01 | 1.07181 | 1.03353 | 1.07753 | |
4573 | 2016.07.18 05:00 | buy | 2288 | 0.02 | 1.07043 | 1.03215 | 1.07615 | |
4574 | 2016.07.18 11:00 | buy | 2289 | 0.02 | 1.06838 | 1.03010 | 1.07410 | |
4575 | 2016.07.19 00:30 | t/p | 2289 | 0.02 | 1.07410 | 1.03010 | 1.07410 | 895.53 | 6252594.31 |
4576 | 2016.07.19 02:25 | t/p | 2288 | 0.02 | 1.07615 | 1.03215 | 1.07615 | 895.54 | 6253489.85 |
4577 | 2016.07.19 06:00 | buy | 2290 | 0.02 | 1.07009 | 1.03181 | 1.07581 | |
4578 | 2016.07.20 04:00 | buy | 2291 | 0.03 | 1.06728 | 1.02900 | 1.07300 | |
4579 | 2016.07.20 14:00 | buy | 2292 | 0.06 | 1.06484 | 1.02656 | 1.07056 | |
4580 | 2016.07.21 00:23 | t/p | 2292 | 0.06 | 1.07056 | 1.02656 | 1.07056 | 2686.60 | 6256176.45 |
4581 | 2016.07.21 09:57 | t/p | 2291 | 0.03 | 1.07300 | 1.02900 | 1.07300 | 1343.30 | 6257519.75 |
4582 | 2016.07.26 19:00 | buy | 2293 | 0.03 | 1.06793 | 1.02965 | 1.07365 | |
4583 | 2016.07.27 06:00 | buy | 2294 | 0.04 | 1.06643 | 1.02815 | 1.07215 | |
4584 | 2016.07.28 10:00 | buy | 2295 | 0.17 | 1.06000 | 1.02172 | 1.06572 | |
4585 | 2016.07.28 11:00 | buy | 2296 | 0.13 | 1.06073 | 1.02245 | 1.06645 | |
4586 | 2016.07.28 12:00 | buy | 2297 | 0.10 | 1.06192 | 1.02364 | 1.06764 | |
4587 | 2016.07.28 18:00 | buy | 2298 | 0.08 | 1.06304 | 1.02476 | 1.06876 | |
4588 | 2016.08.01 10:00 | buy | 2299 | 0.51 | 1.05492 | 1.01664 | 1.06064 | |
4589 | 2016.08.02 14:00 | buy | 2300 | 0.50 | 1.05214 | 1.01386 | 1.05786 | |
4590 | 2016.08.03 17:15 | t/p | 2300 | 0.50 | 1.05786 | 1.01386 | 1.05786 | 22388.36 | 6279908.11 |
4591 | 2016.08.03 18:00 | buy | 2301 | 0.23 | 1.05859 | 1.02031 | 1.06431 | |
4592 | 2016.08.03 19:51 | t/p | 2299 | 0.51 | 1.06064 | 1.01664 | 1.06064 | 22836.13 | 6302744.24 |
4593 | 2016.08.05 03:25 | t/p | 2301 | 0.23 | 1.06431 | 1.02031 | 1.06431 | 10298.65 | 6313042.89 |
4594 | 2016.08.05 05:00 | buy | 2302 | 0.06 | 1.06460 | 1.02632 | 1.07032 | |
4595 | 2016.08.05 15:30 | t/p | 2295 | 0.17 | 1.06572 | 1.02172 | 1.06572 | 7612.04 | 6320654.93 |
4596 | 2016.08.05 15:34 | t/p | 2296 | 0.13 | 1.06645 | 1.02245 | 1.06645 | 5820.97 | 6326475.90 |
4597 | 2016.08.05 22:45 | t/p | 2297 | 0.10 | 1.06764 | 1.02364 | 1.06764 | 4477.67 | 6330953.57 |
4598 | 2016.08.08 01:00 | buy | 2303 | 0.02 | 1.06828 | 1.03000 | 1.07400 | |
4599 | 2016.08.08 02:25 | t/p | 2298 | 0.08 | 1.06876 | 1.02476 | 1.06876 | 3582.14 | 6334535.71 |
4600 | 2016.08.08 04:38 | t/p | 2302 | 0.06 | 1.07032 | 1.02632 | 1.07032 | 2686.60 | 6337222.31 |
4601 | 2016.08.08 16:24 | t/p | 2294 | 0.04 | 1.07215 | 1.02815 | 1.07215 | 1791.07 | 6339013.38 |
4602 | 2016.08.08 17:02 | t/p | 2293 | 0.03 | 1.07365 | 1.02965 | 1.07365 | 1343.31 | 6340356.69 |
4603 | 2016.08.08 17:02 | t/p | 2303 | 0.02 | 1.07400 | 1.03000 | 1.07400 | 895.54 | 6341252.23 |
4604 | 2016.08.10 19:00 | buy | 2304 | 0.02 | 1.06888 | 1.03060 | 1.07460 | |
4605 | 2016.08.11 12:00 | buy | 2305 | 0.04 | 1.06572 | 1.02744 | 1.07144 | |
4606 | 2016.08.11 13:00 | buy | 2306 | 0.06 | 1.06529 | 1.02701 | 1.07101 | |
4607 | 2016.08.11 16:00 | buy | 2307 | 0.08 | 1.06402 | 1.02574 | 1.06974 | |
4608 | 2016.08.11 21:00 | buy | 2308 | 0.03 | 1.06734 | 1.02906 | 1.07306 | |
4609 | 2016.08.12 01:44 | t/p | 2307 | 0.08 | 1.06974 | 1.02574 | 1.06974 | 3582.14 | 6344834.37 |
4610 | 2016.08.18 05:00 | buy | 2309 | 0.39 | 1.05596 | 1.01768 | 1.06168 | |
4611 | 2016.08.18 06:00 | buy | 2310 | 0.30 | 1.05726 | 1.01898 | 1.06298 | |
4612 | 2016.08.22 03:00 | buy | 2311 | 0.72 | 1.04928 | 1.01100 | 1.05500 | |
4613 | 2016.09.01 17:26 | s/l | 2286 | 0.01 | 1.03458 | 1.03458 | 1.07858 | -2996.59 | 6341837.78 |
4614 | 2016.09.02 08:00 | buy | 2312 | 0.01 | 1.03715 | 0.99998 | 1.04287 | |
4615 | 2016.09.02 15:30 | s/l | 2287 | 0.01 | 1.03353 | 1.03353 | 1.07753 | -2996.60 | 6338841.18 |
4616 | 2016.09.06 06:54 | t/p | 2312 | 0.01 | 1.04287 | 0.99998 | 1.04287 | 447.77 | 6339288.95 |
4617 | 2016.09.06 07:00 | buy | 2313 | 0.01 | 1.04320 | 1.00492 | 1.04892 | |
4618 | 2016.09.06 08:00 | buy | 2314 | 0.01 | 1.04173 | 1.00345 | 1.04745 | |
4619 | 2016.09.07 06:16 | s/l | 2290 | 0.02 | 1.03181 | 1.03181 | 1.07581 | -5993.19 | 6333295.76 |
4620 | 2016.09.07 10:23 | s/l | 2304 | 0.02 | 1.03060 | 1.03060 | 1.07460 | -5993.19 | 6327302.57 |
4621 | 2016.09.07 10:24 | s/l | 2308 | 0.03 | 1.02906 | 1.02906 | 1.07306 | -8989.79 | 6318312.78 |
4622 | 2016.09.07 10:29 | s/l | 2305 | 0.04 | 1.02744 | 1.02744 | 1.07144 | -11986.39 | 6306326.39 |
4623 | 2016.09.07 10:29 | s/l | 2306 | 0.06 | 1.02701 | 1.02701 | 1.07101 | -17979.58 | 6288346.81 |
4624 | 2016.09.08 07:00 | buy | 2315 | 0.17 | 1.02938 | 0.99998 | 1.03510 | |
4625 | 2016.09.08 14:28 | t/p | 2315 | 0.17 | 1.03510 | 0.99998 | 1.03510 | 7612.04 | 6295958.85 |
4626 | 2016.09.08 15:00 | buy | 2316 | 0.06 | 1.03509 | 0.99998 | 1.04081 | |
4627 | 2016.09.08 16:00 | buy | 2317 | 0.04 | 1.03635 | 0.99998 | 1.04207 | |
4628 | 2016.09.08 18:00 | buy | 2318 | 0.07 | 1.03387 | 0.99998 | 1.03959 | |
4629 | 2016.09.22 00:07 | t/p | 2318 | 0.07 | 1.03959 | 0.99998 | 1.03959 | 3134.37 | 6299093.22 |
4630 | 2016.09.22 02:00 | buy | 2319 | 0.02 | 1.03925 | 1.00169 | 1.04497 | |
4631 | 2016.09.22 04:00 | buy | 2320 | 0.03 | 1.03741 | 1.00169 | 1.04313 | |
4632 | 2016.09.22 06:00 | buy | 2321 | 0.02 | 1.04017 | 1.00169 | 1.04589 | |
4633 | 2016.09.22 07:05 | t/p | 2316 | 0.06 | 1.04081 | 0.99998 | 1.04081 | 2686.61 | 6301779.83 |
4634 | 2016.09.22 07:18 | t/p | 2317 | 0.04 | 1.04207 | 0.99998 | 1.04207 | 1791.07 | 6303570.90 |
4635 | 2016.09.22 09:12 | t/p | 2320 | 0.03 | 1.04313 | 1.00169 | 1.04313 | 1343.30 | 6304914.20 |
4636 | 2016.09.22 11:52 | t/p | 2319 | 0.02 | 1.04497 | 1.00169 | 1.04497 | 895.53 | 6305809.73 |
4637 | 2016.09.22 13:27 | t/p | 2321 | 0.02 | 1.04589 | 1.00169 | 1.04589 | 895.53 | 6306705.26 |
4638 | 2016.09.23 03:21 | t/p | 2314 | 0.01 | 1.04745 | 1.00345 | 1.04745 | 447.76 | 6307153.02 |
4639 | 2016.09.23 07:00 | t/p | 2313 | 0.01 | 1.04892 | 1.00492 | 1.04892 | 447.77 | 6307600.79 |
4640 | 2016.09.23 07:00 | buy | 2322 | 0.01 | 1.04934 | 1.01067 | 1.05467 | |
4641 | 2016.09.28 05:40 | t/p | 2322 | 0.01 | 1.05467 | 1.01067 | 1.05467 | 417.24 | 6308018.03 |
4642 | 2016.09.28 05:45 | t/p | 2311 | 0.72 | 1.05500 | 1.01100 | 1.05500 | 32239.25 | 6340257.28 |
4643 | 2016.09.28 06:00 | buy | 2323 | 0.01 | 1.05378 | 1.01550 | 1.05950 | |
4644 | 2016.09.30 17:00 | buy | 2324 | 0.01 | 1.05176 | 1.01348 | 1.05748 | |
4645 | 2016.09.30 23:00 | buy | 2325 | 0.02 | 1.05106 | 1.01278 | 1.05678 | |
4646 | 2016.10.04 20:08 | t/p | 2325 | 0.02 | 1.05678 | 1.01278 | 1.05678 | 895.53 | 6341152.81 |
4647 | 2016.10.04 23:21 | t/p | 2324 | 0.01 | 1.05748 | 1.01348 | 1.05748 | 447.77 | 6341600.58 |
4648 | 2016.10.05 02:20 | t/p | 2323 | 0.01 | 1.05950 | 1.01550 | 1.05950 | 447.77 | 6342048.35 |
4649 | 2016.10.05 03:00 | buy | 2326 | 0.01 | 1.05898 | 1.02070 | 1.06470 | |
4650 | 2016.10.05 04:20 | t/p | 2309 | 0.39 | 1.06168 | 1.01768 | 1.06168 | 17462.92 | 6359511.27 |