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 |
4651 | 2016.10.05 06:09 | t/p | 2310 | 0.30 | 1.06298 | 1.01898 | 1.06298 | 13433.02 | 6372944.29 |
4652 | 2016.10.10 15:05 | t/p | 2326 | 0.01 | 1.06470 | 1.02070 | 1.06470 | 447.77 | 6373392.06 |
4653 | 2016.10.10 15:05 | buy | 2327 | 0.01 | 1.06502 | 1.02585 | 1.06985 | |
4654 | 2016.10.12 04:20 | t/p | 2327 | 0.01 | 1.06985 | 1.02585 | 1.06985 | 378.10 | 6373770.16 |
4655 | 2016.10.12 05:00 | buy | 2328 | 0.01 | 1.07023 | 1.03195 | 1.07595 | |
4656 | 2016.10.12 06:00 | buy | 2329 | 0.01 | 1.06907 | 1.03079 | 1.07479 | |
4657 | 2016.10.12 07:00 | close | 2328 | 0.01 | 1.06972 | 1.03195 | 1.07595 | -39.92 | 6373730.24 |
4658 | 2016.10.12 07:00 | close | 2329 | 0.01 | 1.06972 | 1.03079 | 1.07479 | 50.88 | 6373781.12 |
4659 | 2016.10.12 07:00 | buy | 2330 | 0.01 | 1.07000 | 1.03172 | 1.07572 | |
4660 | 2016.10.12 11:00 | close | 2330 | 0.01 | 1.07064 | 1.03172 | 1.07572 | 50.10 | 6373831.22 |
4661 | 2016.10.12 11:00 | buy | 2331 | 0.01 | 1.07092 | 1.03264 | 1.07664 | |
4662 | 2016.10.13 15:00 | buy | 2332 | 0.01 | 1.06958 | 1.03130 | 1.07530 | |
4663 | 2016.10.14 10:00 | buy | 2333 | 0.02 | 1.06860 | 1.03032 | 1.07432 | |
4664 | 2016.10.14 12:53 | t/p | 2333 | 0.02 | 1.07432 | 1.03032 | 1.07432 | 895.54 | 6374726.76 |
4665 | 2016.10.14 12:53 | t/p | 2332 | 0.01 | 1.07530 | 1.03130 | 1.07530 | 447.77 | 6375174.53 |
4666 | 2016.10.17 22:00 | buy | 2334 | 0.01 | 1.06949 | 1.03121 | 1.07521 | |
4667 | 2016.10.18 10:00 | buy | 2335 | 0.02 | 1.06823 | 1.02995 | 1.07395 | |
4668 | 2016.10.19 10:00 | buy | 2336 | 0.03 | 1.06543 | 1.02715 | 1.07115 | |
4669 | 2016.10.19 13:00 | buy | 2337 | 0.02 | 1.06619 | 1.02791 | 1.07191 | |
4670 | 2016.10.21 03:00 | buy | 2338 | 0.08 | 1.06180 | 1.02352 | 1.06752 | |
4671 | 2016.10.21 06:00 | buy | 2339 | 0.04 | 1.06383 | 1.02555 | 1.06955 | |
4672 | 2016.10.25 01:02 | t/p | 2338 | 0.08 | 1.06752 | 1.02352 | 1.06752 | 3582.13 | 6378756.66 |
4673 | 2016.10.25 15:34 | t/p | 2339 | 0.04 | 1.06955 | 1.02555 | 1.06955 | 1791.07 | 6380547.73 |
4674 | 2016.10.26 03:30 | t/p | 2336 | 0.03 | 1.07115 | 1.02715 | 1.07115 | 1343.30 | 6381891.03 |
4675 | 2016.10.26 03:33 | t/p | 2337 | 0.02 | 1.07191 | 1.02791 | 1.07191 | 895.53 | 6382786.56 |
4676 | 2016.10.26 03:38 | t/p | 2335 | 0.02 | 1.07395 | 1.02995 | 1.07395 | 895.53 | 6383682.09 |
4677 | 2016.10.26 04:01 | t/p | 2334 | 0.01 | 1.07521 | 1.03121 | 1.07521 | 447.76 | 6384129.85 |
4678 | 2016.10.27 16:00 | buy | 2340 | 0.02 | 1.06820 | 1.02992 | 1.07392 | |
4679 | 2016.10.31 03:00 | buy | 2341 | 0.06 | 1.06257 | 1.02429 | 1.06829 | |
4680 | 2016.10.31 05:00 | buy | 2342 | 0.04 | 1.06358 | 1.02530 | 1.06930 | |
4681 | 2016.11.01 06:01 | t/p | 2341 | 0.06 | 1.06829 | 1.02429 | 1.06829 | 2686.61 | 6386816.46 |
4682 | 2016.11.01 07:00 | buy | 2343 | 0.01 | 1.06867 | 1.03039 | 1.07439 | |
4683 | 2016.11.01 09:01 | t/p | 2342 | 0.04 | 1.06930 | 1.02530 | 1.06930 | 1791.07 | 6388607.53 |
4684 | 2016.11.03 04:00 | buy | 2344 | 0.51 | 1.05261 | 1.02142 | 1.05833 | |
4685 | 2016.11.03 12:00 | buy | 2345 | 0.66 | 1.05088 | 1.02142 | 1.05660 | |
4686 | 2016.11.04 03:00 | buy | 2346 | 0.39 | 1.05062 | 1.02142 | 1.05634 | |
4687 | 2016.11.10 06:06 | t/p | 2346 | 0.39 | 1.05634 | 1.02142 | 1.05634 | 17462.93 | 6406070.46 |
4688 | 2016.11.10 06:09 | t/p | 2345 | 0.66 | 1.05660 | 1.02142 | 1.05660 | 29552.64 | 6435623.10 |
4689 | 2016.11.10 06:25 | t/p | 2344 | 0.51 | 1.05833 | 1.02142 | 1.05833 | 22836.14 | 6458459.24 |
4690 | 2016.11.10 07:00 | buy | 2347 | 0.23 | 1.05695 | 1.02142 | 1.06267 | |
4691 | 2016.11.10 09:00 | buy | 2348 | 0.17 | 1.05740 | 1.02142 | 1.06312 | |
4692 | 2016.11.10 11:00 | buy | 2349 | 0.13 | 1.05935 | 1.02142 | 1.06507 | |
4693 | 2016.11.10 12:00 | buy | 2350 | 0.10 | 1.05986 | 1.02142 | 1.06558 | |
4694 | 2016.11.10 12:29 | t/p | 2347 | 0.23 | 1.06267 | 1.02142 | 1.06267 | 10298.65 | 6468757.89 |
4695 | 2016.11.10 12:31 | t/p | 2348 | 0.17 | 1.06312 | 1.02142 | 1.06312 | 7612.04 | 6476369.93 |
4696 | 2016.11.10 14:00 | buy | 2351 | 0.08 | 1.06136 | 1.02142 | 1.06708 | |
4697 | 2016.11.10 17:00 | buy | 2352 | 0.23 | 1.05678 | 1.02142 | 1.06250 | |
4698 | 2016.11.11 11:00 | buy | 2353 | 0.30 | 1.05567 | 1.02142 | 1.06139 | |
4699 | 2016.11.11 15:00 | buy | 2354 | 0.17 | 1.05791 | 1.02142 | 1.06363 | |
4700 | 2016.11.14 01:14 | t/p | 2353 | 0.30 | 1.06139 | 1.02142 | 1.06139 | 13433.02 | 6489802.95 |
4701 | 2016.11.14 01:21 | t/p | 2352 | 0.23 | 1.06250 | 1.02142 | 1.06250 | 10298.65 | 6500101.60 |
4702 | 2016.11.14 02:58 | t/p | 2354 | 0.17 | 1.06363 | 1.02142 | 1.06363 | 7612.04 | 6507713.64 |
4703 | 2016.11.14 03:00 | buy | 2355 | 0.04 | 1.06390 | 1.02562 | 1.06962 | |
4704 | 2016.11.14 07:00 | buy | 2356 | 0.06 | 1.06339 | 1.02511 | 1.06911 | |
4705 | 2016.11.14 08:14 | t/p | 2349 | 0.13 | 1.06507 | 1.02142 | 1.06507 | 5820.97 | 6513534.61 |
4706 | 2016.11.14 09:49 | t/p | 2350 | 0.10 | 1.06558 | 1.02142 | 1.06558 | 4477.67 | 6518012.28 |
4707 | 2016.11.14 10:00 | buy | 2357 | 0.03 | 1.06529 | 1.02701 | 1.07101 | |
4708 | 2016.11.17 16:00 | buy | 2358 | 0.30 | 1.05559 | 1.02142 | 1.06131 | |
4709 | 2016.11.17 18:00 | buy | 2359 | 0.23 | 1.05676 | 1.02142 | 1.06248 | |
4710 | 2016.11.17 21:00 | buy | 2360 | 0.39 | 1.05444 | 1.02142 | 1.06016 | |
4711 | 2016.11.21 12:00 | buy | 2361 | 0.43 | 1.04681 | 1.02142 | 1.05253 | |
4712 | 2016.11.23 09:41 | t/p | 2361 | 0.43 | 1.05253 | 1.02142 | 1.05253 | 19253.99 | 6537266.27 |
4713 | 2016.11.23 10:00 | buy | 2362 | 0.43 | 1.05332 | 1.02142 | 1.05904 | |
4714 | 2016.11.24 15:37 | t/p | 2362 | 0.43 | 1.05904 | 1.02142 | 1.05904 | 19253.99 | 6556520.26 |
4715 | 2016.11.24 16:00 | buy | 2363 | 0.13 | 1.05863 | 1.02142 | 1.06435 | |
4716 | 2016.11.24 18:00 | buy | 2364 | 0.17 | 1.05767 | 1.02142 | 1.06339 | |
4717 | 2016.11.25 03:50 | t/p | 2360 | 0.39 | 1.06016 | 1.02142 | 1.06016 | 17462.92 | 6573983.18 |
4718 | 2016.11.25 04:00 | buy | 2365 | 0.10 | 1.06039 | 1.02142 | 1.06611 | |
4719 | 2016.12.01 04:00 | buy | 2366 | 0.42 | 1.04405 | 1.02142 | 1.04977 | |
4720 | 2016.12.05 01:51 | t/p | 2366 | 0.42 | 1.04977 | 1.02142 | 1.04977 | 18806.23 | 6592789.41 |
4721 | 2016.12.05 03:00 | buy | 2367 | 0.42 | 1.04877 | 1.02142 | 1.05449 | |
4722 | 2016.12.26 11:03 | s/l | 2331 | 0.01 | 1.03264 | 1.03264 | 1.07664 | -2996.60 | 6589792.81 |
4723 | 2016.12.26 11:18 | s/l | 2340 | 0.02 | 1.02992 | 1.02992 | 1.07392 | -5993.19 | 6583799.62 |
4724 | 2016.12.26 11:18 | s/l | 2343 | 0.01 | 1.03039 | 1.03039 | 1.07439 | -2996.60 | 6580803.02 |
4725 | 2016.12.27 02:00 | buy | 2368 | 0.01 | 1.04307 | 1.02142 | 1.04879 | |
4726 | 2016.12.27 03:00 | buy | 2369 | 0.01 | 1.04234 | 1.02142 | 1.04806 | |
4727 | 2017.01.03 13:00 | buy | 2370 | 0.02 | 1.04077 | 1.02142 | 1.04649 | |
4728 | 2017.01.04 02:31 | t/p | 2370 | 0.02 | 1.04649 | 1.02142 | 1.04649 | 895.54 | 6581698.56 |
4729 | 2017.01.04 02:49 | t/p | 2369 | 0.01 | 1.04806 | 1.02142 | 1.04806 | 447.76 | 6582146.32 |
4730 | 2017.01.06 23:58 | t/p | 2368 | 0.01 | 1.04879 | 1.02142 | 1.04879 | 447.77 | 6582594.09 |
4731 | 2017.01.09 01:00 | buy | 2371 | 0.01 | 1.04754 | 1.02142 | 1.05326 | |
4732 | 2017.01.10 13:58 | t/p | 2371 | 0.01 | 1.05326 | 1.02142 | 1.05326 | 447.77 | 6583041.86 |
4733 | 2017.01.10 15:00 | buy | 2372 | 0.01 | 1.05324 | 1.02142 | 1.05896 | |
4734 | 2017.01.10 17:38 | t/p | 2367 | 0.42 | 1.05449 | 1.02142 | 1.05449 | 18806.23 | 6601848.09 |
4735 | 2017.01.18 14:00 | buy | 2373 | 0.02 | 1.04967 | 1.02142 | 1.05539 | |
4736 | 2017.01.18 18:00 | buy | 2374 | 0.02 | 1.05056 | 1.02142 | 1.05628 | |
4737 | 2017.01.18 19:00 | buy | 2375 | 0.01 | 1.05218 | 1.02142 | 1.05790 | |
4738 | 2017.01.27 16:00 | buy | 2376 | 0.39 | 1.03970 | 1.02142 | 1.04542 | |
4739 | 2017.02.02 01:32 | t/p | 2376 | 0.39 | 1.04542 | 1.02142 | 1.04542 | 17462.93 | 6619311.02 |
4740 | 2017.02.09 03:15 | t/p | 2373 | 0.02 | 1.05539 | 1.02142 | 1.05539 | 895.54 | 6620206.56 |
4741 | 2017.02.09 04:42 | t/p | 2374 | 0.02 | 1.05628 | 1.02142 | 1.05628 | 895.54 | 6621102.10 |
4742 | 2017.02.09 05:41 | t/p | 2375 | 0.01 | 1.05790 | 1.02142 | 1.05790 | 447.77 | 6621549.87 |
4743 | 2017.02.09 05:56 | t/p | 2372 | 0.01 | 1.05896 | 1.02142 | 1.05896 | 447.77 | 6621997.64 |
4744 | 2017.02.09 08:00 | buy | 2377 | 0.01 | 1.05879 | 1.02142 | 1.06451 | |
4745 | 2017.02.09 16:56 | t/p | 2358 | 0.30 | 1.06131 | 1.02142 | 1.06131 | 13433.02 | 6635430.66 |
4746 | 2017.02.09 17:01 | t/p | 2359 | 0.23 | 1.06248 | 1.02142 | 1.06248 | 10298.65 | 6645729.31 |
4747 | 2017.02.10 05:53 | t/p | 2364 | 0.17 | 1.06339 | 1.02142 | 1.06339 | 7612.04 | 6653341.35 |
4748 | 2017.02.10 15:19 | t/p | 2363 | 0.13 | 1.06435 | 1.02142 | 1.06435 | 5820.97 | 6659162.32 |
4749 | 2017.02.10 15:23 | t/p | 2377 | 0.01 | 1.06451 | 1.02142 | 1.06451 | 447.77 | 6659610.09 |
4750 | 2017.02.10 18:51 | t/p | 2365 | 0.10 | 1.06611 | 1.02142 | 1.06611 | 4477.67 | 6664087.76 |
4751 | 2017.02.10 19:27 | t/p | 2351 | 0.08 | 1.06708 | 1.02142 | 1.06708 | 3582.14 | 6667669.90 |
4752 | 2017.02.14 03:34 | t/p | 2356 | 0.06 | 1.06911 | 1.02511 | 1.06911 | 2686.60 | 6670356.50 |
4753 | 2017.02.14 13:27 | t/p | 2355 | 0.04 | 1.06962 | 1.02562 | 1.06962 | 1791.07 | 6672147.57 |
4754 | 2017.02.21 01:56 | t/p | 2357 | 0.03 | 1.07101 | 1.02701 | 1.07101 | 1343.30 | 6673490.87 |
4755 | 2017.02.24 06:00 | buy | 2378 | 0.01 | 1.06847 | 1.03019 | 1.07419 | |
4756 | 2017.02.24 20:00 | buy | 2379 | 0.01 | 1.06706 | 1.02878 | 1.07278 | |
4757 | 2017.03.01 07:26 | t/p | 2379 | 0.01 | 1.07278 | 1.02878 | 1.07278 | 447.77 | 6673938.64 |
4758 | 2017.03.01 09:03 | t/p | 2378 | 0.01 | 1.07419 | 1.03019 | 1.07419 | 447.77 | 6674386.41 |
4759 | 2017.03.01 09:03 | buy | 2380 | 0.01 | 1.07459 | 1.03518 | 1.07918 | |
4760 | 2017.03.03 01:00 | buy | 2381 | 0.01 | 1.07245 | 1.03417 | 1.07817 | |
4761 | 2017.03.03 16:26 | t/p | 2381 | 0.01 | 1.07817 | 1.03417 | 1.07817 | 447.77 | 6674834.18 |
4762 | 2017.03.03 17:55 | t/p | 2380 | 0.01 | 1.07918 | 1.03518 | 1.07918 | 359.31 | 6675193.49 |
4763 | 2017.03.13 00:05 | buy | 2382 | 0.01 | 1.08833 | 1.05005 | 1.09405 | |
4764 | 2017.03.13 16:30 | t/p | 2382 | 0.01 | 1.09405 | 1.05005 | 1.09405 | 447.77 | 6675641.26 |
4765 | 2017.03.15 10:00 | buy | 2383 | 0.01 | 1.09306 | 1.05478 | 1.09878 | |
4766 | 2017.03.15 23:46 | t/p | 2383 | 0.01 | 1.09878 | 1.05478 | 1.09878 | 447.77 | 6676089.03 |
4767 | 2017.03.16 02:00 | buy | 2384 | 0.01 | 1.09676 | 1.05848 | 1.10248 | |
4768 | 2017.03.16 03:00 | buy | 2385 | 0.02 | 1.09426 | 1.05598 | 1.09998 | |
4769 | 2017.03.16 14:27 | t/p | 2385 | 0.02 | 1.09998 | 1.05598 | 1.09998 | 895.54 | 6676984.57 |
4770 | 2017.03.22 23:00 | buy | 2386 | 0.04 | 1.08983 | 1.05155 | 1.09555 | |
4771 | 2017.03.23 05:00 | sell | 2387 | 0.01 | 1.08812 | 1.12640 | 1.08240 | |
4772 | 2017.03.23 10:11 | t/p | 2387 | 0.01 | 1.08240 | 1.12640 | 1.08240 | 447.93 | 6677432.50 |
4773 | 2017.03.23 11:00 | sell | 2388 | 0.01 | 1.08369 | 1.12197 | 1.07797 | |
4774 | 2017.03.23 21:00 | sell | 2389 | 0.01 | 1.08505 | 1.12197 | 1.07933 | |
4775 | 2017.03.27 16:38 | t/p | 2389 | 0.01 | 1.07933 | 1.12197 | 1.07933 | 447.93 | 6677880.43 |
4776 | 2017.03.29 15:00 | sell | 2390 | 0.05 | 1.08922 | 1.12197 | 1.08350 | |
4777 | 2017.03.30 17:00 | sell | 2391 | 0.07 | 1.09059 | 1.12197 | 1.08487 | |
4778 | 2017.03.31 10:01 | t/p | 2386 | 0.04 | 1.09555 | 1.05155 | 1.09555 | 1791.07 | 6679671.50 |
4779 | 2017.03.31 16:00 | sell | 2392 | 0.14 | 1.09322 | 1.12197 | 1.08750 | |
4780 | 2017.03.31 23:59 | t/p | 2392 | 0.14 | 1.08750 | 1.12197 | 1.08750 | 6270.98 | 6685942.48 |
4781 | 2017.04.03 05:00 | sell | 2393 | 0.02 | 1.08652 | 1.12197 | 1.08080 | |
4782 | 2017.04.03 06:00 | sell | 2394 | 0.01 | 1.08526 | 1.12197 | 1.07954 | |
4783 | 2017.04.03 23:14 | t/p | 2391 | 0.07 | 1.08487 | 1.12197 | 1.08487 | 3135.50 | 6689077.98 |
4784 | 2017.04.04 00:03 | t/p | 2390 | 0.05 | 1.08350 | 1.12197 | 1.08350 | 2239.63 | 6691317.61 |
4785 | 2017.04.07 04:14 | t/p | 2393 | 0.02 | 1.08080 | 1.12197 | 1.08080 | 895.86 | 6692213.47 |
4786 | 2017.04.07 08:09 | t/p | 2394 | 0.01 | 1.07954 | 1.12197 | 1.07954 | 447.93 | 6692661.40 |
4787 | 2017.04.07 15:30 | t/p | 2388 | 0.01 | 1.07797 | 1.12197 | 1.07797 | 447.93 | 6693109.33 |
4788 | 2017.04.07 16:00 | sell | 2395 | 0.01 | 1.07816 | 1.11644 | 1.07244 | |
4789 | 2017.04.10 00:02 | sell | 2396 | 0.01 | 1.07947 | 1.11644 | 1.07375 | |
4790 | 2017.04.13 23:00 | sell | 2397 | 0.02 | 1.08113 | 1.11644 | 1.07541 | |
4791 | 2017.04.18 10:25 | t/p | 2397 | 0.02 | 1.07541 | 1.11644 | 1.07541 | 895.86 | 6694005.19 |
4792 | 2017.04.18 12:40 | t/p | 2396 | 0.01 | 1.07375 | 1.11644 | 1.07375 | 447.93 | 6694453.12 |
4793 | 2017.04.18 13:58 | t/p | 2395 | 0.01 | 1.07244 | 1.11644 | 1.07244 | 447.93 | 6694901.05 |
4794 | 2017.04.18 14:00 | sell | 2398 | 0.01 | 1.07245 | 1.11073 | 1.06673 | |
4795 | 2017.04.18 20:00 | sell | 2399 | 0.01 | 1.07420 | 1.11073 | 1.06848 | |
4796 | 2017.04.19 06:33 | t/p | 2399 | 0.01 | 1.06848 | 1.11073 | 1.06848 | 447.93 | 6695348.98 |
4797 | 2017.04.20 01:45 | t/p | 2398 | 0.01 | 1.06673 | 1.11073 | 1.06673 | 447.93 | 6695796.91 |
4798 | 2017.04.20 03:00 | sell | 2400 | 0.01 | 1.06474 | 1.10302 | 1.05902 | |
4799 | 2017.04.20 05:00 | sell | 2401 | 0.01 | 1.06642 | 1.10302 | 1.06070 | |
4800 | 2017.04.21 11:00 | sell | 2402 | 0.14 | 1.07372 | 1.10302 | 1.06800 | |