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 |
4801 | 2017.04.21 19:00 | sell | 2403 | 0.10 | 1.07367 | 1.10302 | 1.06795 | |
4802 | 2017.04.21 23:00 | sell | 2404 | 0.07 | 1.07181 | 1.10302 | 1.06609 | |
4803 | 2017.04.24 00:01 | sell | 2405 | 0.20 | 1.07545 | 1.10302 | 1.06973 | |
4804 | 2017.04.26 05:00 | sell | 2406 | 1.07 | 1.08280 | 1.10302 | 1.07708 | |
4805 | 2017.05.04 03:54 | t/p | 2406 | 1.07 | 1.07708 | 1.10302 | 1.07708 | 47928.24 | 6743725.15 |
4806 | 2017.05.04 04:00 | sell | 2407 | 0.28 | 1.07696 | 1.10302 | 1.07124 | |
4807 | 2017.05.04 07:00 | sell | 2408 | 0.40 | 1.07812 | 1.10302 | 1.07240 | |
4808 | 2017.05.05 06:41 | t/p | 2408 | 0.40 | 1.07240 | 1.10302 | 1.07240 | 17917.10 | 6761642.25 |
4809 | 2017.05.05 15:30 | t/p | 2407 | 0.28 | 1.07124 | 1.10302 | 1.07124 | 12541.97 | 6774184.22 |
4810 | 2017.05.05 16:00 | sell | 2409 | 0.05 | 1.07058 | 1.10302 | 1.06486 | |
4811 | 2017.05.08 06:21 | t/p | 2405 | 0.20 | 1.06973 | 1.10302 | 1.06973 | 8958.55 | 6783142.77 |
4812 | 2017.05.08 07:00 | sell | 2410 | 0.03 | 1.06944 | 1.10302 | 1.06372 | |
4813 | 2017.05.08 10:00 | sell | 2411 | 0.02 | 1.06826 | 1.10302 | 1.06254 | |
4814 | 2017.05.08 10:12 | t/p | 2402 | 0.14 | 1.06800 | 1.10302 | 1.06800 | 6270.98 | 6789413.75 |
4815 | 2017.05.08 10:13 | t/p | 2403 | 0.10 | 1.06795 | 1.10302 | 1.06795 | 4479.27 | 6793893.02 |
4816 | 2017.05.09 04:31 | t/p | 2404 | 0.07 | 1.06609 | 1.10302 | 1.06609 | 3135.50 | 6797028.52 |
4817 | 2017.05.09 05:23 | t/p | 2409 | 0.05 | 1.06486 | 1.10302 | 1.06486 | 2239.64 | 6799268.16 |
4818 | 2017.05.10 11:34 | t/p | 2410 | 0.03 | 1.06372 | 1.10302 | 1.06372 | 1343.78 | 6800611.94 |
4819 | 2017.05.10 15:00 | close | 2400 | 0.01 | 1.06387 | 1.10302 | 1.05902 | 68.12 | 6800680.06 |
4820 | 2017.05.10 15:00 | close | 2401 | 0.01 | 1.06387 | 1.10302 | 1.06070 | 199.68 | 6800879.74 |
4821 | 2017.05.10 15:00 | close | 2411 | 0.02 | 1.06387 | 1.10302 | 1.06254 | 687.55 | 6801567.29 |
4822 | 2017.05.10 15:00 | sell | 2412 | 0.01 | 1.06359 | 1.10187 | 1.05787 | |
4823 | 2017.05.12 19:00 | sell | 2413 | 0.56 | 1.07801 | 1.10187 | 1.07229 | |
4824 | 2017.05.12 23:00 | sell | 2414 | 0.40 | 1.07731 | 1.10187 | 1.07159 | |
4825 | 2017.05.15 02:00 | sell | 2415 | 0.28 | 1.07535 | 1.10187 | 1.06963 | |
4826 | 2017.05.17 07:00 | sell | 2416 | 0.20 | 1.07502 | 1.10187 | 1.06930 | |
4827 | 2017.05.17 11:00 | sell | 2417 | 0.14 | 1.07362 | 1.10187 | 1.06790 | |
4828 | 2017.05.17 17:28 | t/p | 2413 | 0.56 | 1.07229 | 1.10187 | 1.07229 | 25083.94 | 6826651.23 |
4829 | 2017.05.17 17:49 | t/p | 2414 | 0.40 | 1.07159 | 1.10187 | 1.07159 | 17917.10 | 6844568.33 |
4830 | 2017.05.17 19:00 | sell | 2418 | 0.10 | 1.07199 | 1.10187 | 1.06627 | |
4831 | 2017.05.17 20:00 | sell | 2419 | 0.07 | 1.07087 | 1.10187 | 1.06515 | |
4832 | 2017.05.17 22:00 | sell | 2420 | 0.05 | 1.06971 | 1.10187 | 1.06399 | |
4833 | 2017.05.18 00:01 | t/p | 2415 | 0.28 | 1.06963 | 1.10187 | 1.06963 | 12541.97 | 6857110.30 |
4834 | 2017.05.18 00:01 | t/p | 2416 | 0.20 | 1.06930 | 1.10187 | 1.06930 | 8958.55 | 6866068.85 |
4835 | 2017.05.19 18:00 | sell | 2421 | 0.40 | 1.07714 | 1.10187 | 1.07142 | |
4836 | 2017.05.19 21:00 | sell | 2422 | 0.28 | 1.07631 | 1.10187 | 1.07059 | |
4837 | 2017.05.19 22:00 | sell | 2423 | 0.20 | 1.07452 | 1.10187 | 1.06880 | |
4838 | 2017.05.22 13:02 | t/p | 2421 | 0.40 | 1.07142 | 1.10187 | 1.07142 | 17917.10 | 6883985.95 |
4839 | 2017.05.22 17:46 | t/p | 2422 | 0.28 | 1.07059 | 1.10187 | 1.07059 | 12541.97 | 6896527.92 |
4840 | 2017.05.22 19:04 | t/p | 2423 | 0.20 | 1.06880 | 1.10187 | 1.06880 | 8958.55 | 6905486.47 |
4841 | 2017.05.22 20:00 | sell | 2424 | 0.03 | 1.06816 | 1.10187 | 1.06244 | |
4842 | 2017.05.23 01:32 | t/p | 2417 | 0.14 | 1.06790 | 1.10187 | 1.06790 | 6270.98 | 6911757.45 |
4843 | 2017.05.23 02:00 | sell | 2425 | 0.02 | 1.06734 | 1.10187 | 1.06162 | |
4844 | 2017.05.23 08:46 | t/p | 2418 | 0.10 | 1.06627 | 1.10187 | 1.06627 | 4479.28 | 6916236.73 |
4845 | 2017.05.23 09:00 | sell | 2426 | 0.01 | 1.06585 | 1.10187 | 1.06013 | |
4846 | 2017.05.23 13:53 | t/p | 2419 | 0.07 | 1.06515 | 1.10187 | 1.06515 | 3135.49 | 6919372.22 |
4847 | 2017.05.24 04:43 | t/p | 2420 | 0.05 | 1.06399 | 1.10187 | 1.06399 | 2239.64 | 6921611.86 |
4848 | 2017.05.24 21:04 | t/p | 2424 | 0.03 | 1.06244 | 1.10187 | 1.06244 | 1343.78 | 6922955.64 |
4849 | 2017.05.25 15:13 | t/p | 2425 | 0.02 | 1.06162 | 1.10187 | 1.06162 | 895.86 | 6923851.50 |
4850 | 2017.05.25 17:42 | t/p | 2426 | 0.01 | 1.06013 | 1.10187 | 1.06013 | 447.93 | 6924299.43 |
4851 | 2017.05.26 05:13 | s/l | 2384 | 0.01 | 1.05848 | 1.05848 | 1.10248 | -2996.60 | 6921302.83 |
4852 | 2017.05.26 09:12 | t/p | 2412 | 0.01 | 1.05787 | 1.10187 | 1.05787 | 447.93 | 6921750.76 |
4853 | 2017.05.26 10:00 | sell | 2427 | 0.01 | 1.05606 | 1.09434 | 1.05034 | |
4854 | 2017.05.29 14:29 | t/p | 2427 | 0.01 | 1.05034 | 1.09434 | 1.05034 | 447.92 | 6922198.68 |
4855 | 2017.05.30 14:00 | sell | 2428 | 0.01 | 1.05330 | 1.09158 | 1.04758 | |
4856 | 2017.05.31 13:26 | t/p | 2428 | 0.01 | 1.04758 | 1.09158 | 1.04758 | 447.93 | 6922646.61 |
4857 | 2017.05.31 15:00 | sell | 2429 | 0.01 | 1.04890 | 1.08718 | 1.04318 | |
4858 | 2017.06.02 10:28 | t/p | 2429 | 0.01 | 1.04318 | 1.08718 | 1.04318 | 447.93 | 6923094.54 |
4859 | 2017.06.05 00:03 | sell | 2430 | 0.01 | 1.04031 | 1.07859 | 1.03459 | |
4860 | 2017.06.06 06:00 | sell | 2431 | 0.03 | 1.04436 | 1.07859 | 1.03864 | |
4861 | 2017.06.06 07:00 | sell | 2432 | 0.02 | 1.04409 | 1.07859 | 1.03837 | |
4862 | 2017.06.06 08:00 | sell | 2433 | 0.05 | 1.04609 | 1.07859 | 1.04037 | |
4863 | 2017.06.06 14:00 | sell | 2434 | 0.01 | 1.04266 | 1.07859 | 1.03694 | |
4864 | 2017.06.07 23:00 | sell | 2435 | 0.10 | 1.04878 | 1.07859 | 1.04306 | |
4865 | 2017.06.08 04:00 | sell | 2436 | 0.07 | 1.04736 | 1.07859 | 1.04164 | |
4866 | 2017.06.09 23:59 | t/p | 2435 | 0.10 | 1.04306 | 1.07859 | 1.04306 | 4479.27 | 6927573.81 |
4867 | 2017.06.14 17:57 | t/p | 2436 | 0.07 | 1.04164 | 1.07859 | 1.04164 | 3135.49 | 6930709.30 |
4868 | 2017.06.15 22:00 | sell | 2437 | 0.20 | 1.05123 | 1.07859 | 1.04551 | |
4869 | 2017.06.16 02:00 | sell | 2438 | 0.28 | 1.05189 | 1.07859 | 1.04617 | |
4870 | 2017.06.16 18:00 | sell | 2439 | 0.14 | 1.05020 | 1.07859 | 1.04448 | |
4871 | 2017.06.19 03:00 | sell | 2440 | 0.10 | 1.04872 | 1.07859 | 1.04300 | |
4872 | 2017.06.19 04:53 | t/p | 2438 | 0.28 | 1.04617 | 1.07859 | 1.04617 | 12541.97 | 6943251.27 |
4873 | 2017.06.19 04:53 | t/p | 2437 | 0.20 | 1.04551 | 1.07859 | 1.04551 | 8958.55 | 6952209.82 |
4874 | 2017.06.19 10:00 | sell | 2441 | 0.07 | 1.04740 | 1.07859 | 1.04168 | |
4875 | 2017.06.21 11:49 | t/p | 2439 | 0.14 | 1.04448 | 1.07859 | 1.04448 | 6270.99 | 6958480.81 |
4876 | 2017.06.22 00:01 | t/p | 2440 | 0.10 | 1.04300 | 1.07859 | 1.04300 | 4479.27 | 6962960.08 |
4877 | 2017.06.22 00:01 | t/p | 2441 | 0.07 | 1.04168 | 1.07859 | 1.04168 | 3135.50 | 6966095.58 |
4878 | 2017.06.22 00:01 | t/p | 2433 | 0.05 | 1.04037 | 1.07859 | 1.04037 | 2239.64 | 6968335.22 |
4879 | 2017.06.22 00:05 | t/p | 2431 | 0.03 | 1.03864 | 1.07859 | 1.03864 | 1343.78 | 6969679.00 |
4880 | 2017.06.22 00:05 | t/p | 2432 | 0.02 | 1.03837 | 1.07859 | 1.03837 | 895.86 | 6970574.86 |
4881 | 2017.06.22 02:00 | sell | 2442 | 0.02 | 1.04307 | 1.07859 | 1.03735 | |
4882 | 2017.06.22 19:00 | close | 2430 | 0.01 | 1.03809 | 1.07859 | 1.03459 | 173.85 | 6970748.71 |
4883 | 2017.06.22 19:00 | close | 2434 | 0.01 | 1.03809 | 1.07859 | 1.03694 | 357.87 | 6971106.58 |
4884 | 2017.06.22 19:00 | close | 2442 | 0.02 | 1.03809 | 1.07859 | 1.03735 | 779.96 | 6971886.54 |
4885 | 2017.06.22 19:00 | sell | 2443 | 0.01 | 1.03781 | 1.07609 | 1.03209 | |
4886 | 2017.06.26 16:00 | sell | 2444 | 0.01 | 1.03969 | 1.07609 | 1.03397 | |
4887 | 2017.06.28 16:00 | sell | 2445 | 0.05 | 1.04359 | 1.07609 | 1.03787 | |
4888 | 2017.06.30 06:00 | sell | 2446 | 0.40 | 1.05081 | 1.07609 | 1.04509 | |
4889 | 2017.06.30 07:00 | sell | 2447 | 0.28 | 1.04987 | 1.07609 | 1.04415 | |
4890 | 2017.06.30 11:00 | sell | 2448 | 0.14 | 1.04750 | 1.07609 | 1.04178 | |
4891 | 2017.06.30 13:00 | sell | 2449 | 0.20 | 1.04831 | 1.07609 | 1.04259 | |
4892 | 2017.07.04 09:00 | sell | 2450 | 0.10 | 1.04629 | 1.07609 | 1.04057 | |
4893 | 2017.07.04 10:00 | sell | 2451 | 0.07 | 1.04503 | 1.07609 | 1.03931 | |
4894 | 2017.07.04 10:16 | t/p | 2446 | 0.40 | 1.04509 | 1.07609 | 1.04509 | 17917.10 | 6989803.64 |
4895 | 2017.07.04 11:49 | t/p | 2447 | 0.28 | 1.04415 | 1.07609 | 1.04415 | 12541.97 | 7002345.61 |
4896 | 2017.07.04 18:00 | sell | 2452 | 0.03 | 1.04267 | 1.07609 | 1.03695 | |
4897 | 2017.07.04 18:06 | t/p | 2449 | 0.20 | 1.04259 | 1.07609 | 1.04259 | 8958.55 | 7011304.16 |
4898 | 2017.07.04 21:34 | t/p | 2448 | 0.14 | 1.04178 | 1.07609 | 1.04178 | 6270.99 | 7017575.15 |
4899 | 2017.07.07 00:03 | t/p | 2450 | 0.10 | 1.04057 | 1.07609 | 1.04057 | 4479.28 | 7022054.43 |
4900 | 2017.07.07 11:00 | buy | 2453 | 0.01 | 1.04294 | 1.02142 | 1.04866 | |
4901 | 2017.07.11 02:11 | t/p | 2453 | 0.01 | 1.04866 | 1.02142 | 1.04866 | 447.76 | 7022502.19 |
4902 | 2017.07.11 03:00 | buy | 2454 | 0.01 | 1.04872 | 1.02142 | 1.05444 | |
4903 | 2017.07.11 10:08 | t/p | 2454 | 0.01 | 1.05444 | 1.02142 | 1.05444 | 447.77 | 7022949.96 |
4904 | 2017.07.11 11:00 | buy | 2455 | 0.01 | 1.05370 | 1.02142 | 1.05942 | |
4905 | 2017.07.14 11:08 | t/p | 2455 | 0.01 | 1.05942 | 1.02142 | 1.05942 | 447.77 | 7023397.73 |
4906 | 2017.07.14 12:00 | buy | 2456 | 0.01 | 1.06015 | 1.02142 | 1.06587 | |
4907 | 2017.07.14 19:48 | t/p | 2456 | 0.01 | 1.06587 | 1.02142 | 1.06587 | 447.77 | 7023845.50 |
4908 | 2017.07.14 20:00 | buy | 2457 | 0.01 | 1.06602 | 1.02774 | 1.07174 | |
4909 | 2017.07.17 01:00 | buy | 2458 | 0.01 | 1.06457 | 1.02629 | 1.07029 | |
4910 | 2017.07.17 03:00 | buy | 2459 | 0.02 | 1.06360 | 1.02532 | 1.06932 | |
4911 | 2017.07.18 01:45 | t/p | 2459 | 0.02 | 1.06932 | 1.02532 | 1.06932 | 895.54 | 7024741.04 |
4912 | 2017.07.18 01:45 | t/p | 2458 | 0.01 | 1.07029 | 1.02629 | 1.07029 | 447.77 | 7025188.81 |
4913 | 2017.07.18 01:46 | t/p | 2457 | 0.01 | 1.07174 | 1.02774 | 1.07174 | 447.77 | 7025636.58 |
4914 | 2017.07.18 03:00 | buy | 2460 | 0.01 | 1.07025 | 1.03197 | 1.07597 | |
4915 | 2017.07.18 05:01 | s/l | 2443 | 0.01 | 1.07609 | 1.07609 | 1.03209 | -2997.67 | 7022638.91 |
4916 | 2017.07.18 05:01 | s/l | 2444 | 0.01 | 1.07609 | 1.07609 | 1.03397 | -2850.45 | 7019788.46 |
4917 | 2017.07.18 05:01 | s/l | 2445 | 0.05 | 1.07609 | 1.07609 | 1.03787 | -12725.21 | 7007063.25 |
4918 | 2017.07.18 05:01 | s/l | 2451 | 0.07 | 1.07609 | 1.07609 | 1.03931 | -17025.94 | 6990037.31 |
4919 | 2017.07.18 05:01 | s/l | 2452 | 0.03 | 1.07609 | 1.07609 | 1.03695 | -7851.26 | 6982186.05 |
4920 | 2017.07.18 06:01 | t/p | 2460 | 0.01 | 1.07597 | 1.03197 | 1.07597 | 447.77 | 6982633.82 |
4921 | 2017.07.18 06:01 | buy | 2461 | 0.01 | 1.07636 | 1.03709 | 1.08109 | |
4922 | 2017.07.19 19:24 | t/p | 2461 | 0.01 | 1.08109 | 1.03709 | 1.08109 | 370.27 | 6983004.09 |
4923 | 2017.07.19 20:00 | buy | 2462 | 0.01 | 1.08102 | 1.04274 | 1.08674 | |
4924 | 2017.07.20 07:00 | close | 2462 | 0.01 | 1.07957 | 1.04274 | 1.08674 | -113.51 | 6982890.58 |
4925 | 2017.07.20 08:00 | buy | 2463 | 0.01 | 1.08062 | 1.04234 | 1.08634 | |
4926 | 2017.07.24 05:00 | buy | 2464 | 0.39 | 1.06414 | 1.02586 | 1.06986 | |
4927 | 2017.07.24 06:00 | buy | 2465 | 0.30 | 1.06470 | 1.02642 | 1.07042 | |
4928 | 2017.07.24 08:00 | buy | 2466 | 0.23 | 1.06661 | 1.02833 | 1.07233 | |
4929 | 2017.07.24 09:00 | buy | 2467 | 0.17 | 1.06704 | 1.02876 | 1.07276 | |
4930 | 2017.07.24 10:34 | t/p | 2464 | 0.39 | 1.06986 | 1.02586 | 1.06986 | 17462.93 | 7000353.51 |
4931 | 2017.07.24 11:00 | buy | 2468 | 0.13 | 1.06936 | 1.03108 | 1.07508 | |
4932 | 2017.07.24 12:00 | buy | 2469 | 0.10 | 1.06962 | 1.03134 | 1.07534 | |
4933 | 2017.07.25 17:09 | t/p | 2465 | 0.30 | 1.07042 | 1.02642 | 1.07042 | 13433.02 | 7013786.53 |
4934 | 2017.07.25 19:00 | buy | 2470 | 0.08 | 1.07072 | 1.03244 | 1.07644 | |
4935 | 2017.07.27 01:00 | buy | 2471 | 0.30 | 1.06503 | 1.02675 | 1.07075 | |
4936 | 2017.07.28 05:00 | buy | 2472 | 0.39 | 1.06428 | 1.02600 | 1.07000 | |
4937 | 2017.08.02 01:45 | t/p | 2472 | 0.39 | 1.07000 | 1.02600 | 1.07000 | 17462.93 | 7031249.46 |
4938 | 2017.08.02 01:45 | t/p | 2471 | 0.30 | 1.07075 | 1.02675 | 1.07075 | 13433.02 | 7044682.48 |
4939 | 2017.08.02 01:53 | t/p | 2466 | 0.23 | 1.07233 | 1.02833 | 1.07233 | 10298.65 | 7054981.13 |
4940 | 2017.08.02 12:00 | buy | 2473 | 0.06 | 1.07241 | 1.03413 | 1.07813 | |
4941 | 2017.08.02 12:31 | t/p | 2467 | 0.17 | 1.07276 | 1.02876 | 1.07276 | 7612.04 | 7062593.17 |
4942 | 2017.08.03 02:00 | buy | 2474 | 0.04 | 1.07336 | 1.03508 | 1.07908 | |
4943 | 2017.08.07 11:00 | buy | 2475 | 0.03 | 1.07471 | 1.03643 | 1.08043 | |
4944 | 2017.08.07 11:23 | t/p | 2468 | 0.13 | 1.07508 | 1.03108 | 1.07508 | 5820.98 | 7068414.15 |
4945 | 2017.08.07 12:35 | t/p | 2469 | 0.10 | 1.07534 | 1.03134 | 1.07534 | 4477.68 | 7072891.83 |
4946 | 2017.08.08 04:00 | buy | 2476 | 0.02 | 1.07647 | 1.03819 | 1.08219 | |
4947 | 2017.08.08 04:03 | t/p | 2470 | 0.08 | 1.07644 | 1.03244 | 1.07644 | 3582.14 | 7076473.97 |
4948 | 2017.08.08 05:00 | buy | 2477 | 0.02 | 1.07709 | 1.03881 | 1.08281 | |
4949 | 2017.08.08 16:34 | t/p | 2473 | 0.06 | 1.07813 | 1.03413 | 1.07813 | 2686.61 | 7079160.58 |
4950 | 2017.08.08 19:00 | buy | 2478 | 0.01 | 1.07872 | 1.04044 | 1.08444 | |