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 |
4951 | 2017.08.08 19:41 | t/p | 2474 | 0.04 | 1.07908 | 1.03508 | 1.07908 | 1791.07 | 7080951.65 |
4952 | 2017.08.10 08:16 | t/p | 2475 | 0.03 | 1.08043 | 1.03643 | 1.08043 | 1343.30 | 7082294.95 |
4953 | 2017.08.10 08:20 | t/p | 2476 | 0.02 | 1.08219 | 1.03819 | 1.08219 | 895.53 | 7083190.48 |
4954 | 2017.08.10 08:21 | t/p | 2477 | 0.02 | 1.08281 | 1.03881 | 1.08281 | 895.54 | 7084086.02 |
4955 | 2017.08.10 10:18 | t/p | 2478 | 0.01 | 1.08444 | 1.04044 | 1.08444 | 447.77 | 7084533.79 |
4956 | 2017.08.15 16:00 | buy | 2479 | 0.02 | 1.07820 | 1.03992 | 1.08392 | |
4957 | 2017.08.15 17:00 | buy | 2480 | 0.01 | 1.07891 | 1.04063 | 1.08463 | |
4958 | 2017.08.16 10:09 | t/p | 2479 | 0.02 | 1.08392 | 1.03992 | 1.08392 | 895.53 | 7085429.32 |
4959 | 2017.08.16 11:06 | t/p | 2480 | 0.01 | 1.08463 | 1.04063 | 1.08463 | 447.77 | 7085877.09 |
4960 | 2017.08.16 19:25 | t/p | 2463 | 0.01 | 1.08634 | 1.04234 | 1.08634 | 447.77 | 7086324.86 |
4961 | 2017.08.16 20:00 | buy | 2481 | 0.01 | 1.08484 | 1.04656 | 1.09056 | |
4962 | 2017.08.17 00:01 | buy | 2482 | 0.01 | 1.08298 | 1.04470 | 1.08870 | |
4963 | 2017.08.18 19:00 | buy | 2483 | 0.02 | 1.08253 | 1.04425 | 1.08825 | |
4964 | 2017.08.23 03:43 | t/p | 2483 | 0.02 | 1.08825 | 1.04425 | 1.08825 | 895.54 | 7087220.40 |
4965 | 2017.08.23 03:57 | t/p | 2482 | 0.01 | 1.08870 | 1.04470 | 1.08870 | 447.76 | 7087668.16 |
4966 | 2017.08.23 07:42 | t/p | 2481 | 0.01 | 1.09056 | 1.04656 | 1.09056 | 447.77 | 7088115.93 |
4967 | 2017.08.23 08:00 | buy | 2484 | 0.01 | 1.09092 | 1.05264 | 1.09664 | |
4968 | 2017.08.25 01:10 | t/p | 2484 | 0.01 | 1.09664 | 1.05264 | 1.09664 | 447.77 | 7088563.70 |
4969 | 2017.08.25 02:00 | buy | 2485 | 0.01 | 1.09697 | 1.05869 | 1.10269 | |
4970 | 2017.08.25 09:00 | buy | 2486 | 0.01 | 1.09587 | 1.05759 | 1.10159 | |
4971 | 2017.08.31 04:30 | t/p | 2486 | 0.01 | 1.10159 | 1.05759 | 1.10159 | 447.77 | 7089011.47 |
4972 | 2017.08.31 04:30 | t/p | 2485 | 0.01 | 1.10269 | 1.05869 | 1.10269 | 447.77 | 7089459.24 |
4973 | 2017.08.31 05:00 | buy | 2487 | 0.01 | 1.10040 | 1.06212 | 1.10612 | |
4974 | 2017.08.31 16:19 | t/p | 2487 | 0.01 | 1.10612 | 1.06212 | 1.10612 | 447.77 | 7089907.01 |
4975 | 2017.09.01 00:01 | buy | 2488 | 0.01 | 1.10687 | 1.06859 | 1.11259 | |
4976 | 2017.09.01 11:00 | close | 2488 | 0.01 | 1.10771 | 1.06859 | 1.11259 | 65.76 | 7089972.77 |
4977 | 2017.09.05 01:00 | buy | 2489 | 0.01 | 1.10937 | 1.07109 | 1.11509 | |
4978 | 2017.09.06 11:00 | buy | 2490 | 0.02 | 1.10547 | 1.06719 | 1.11119 | |
4979 | 2017.09.06 18:00 | buy | 2491 | 0.02 | 1.10686 | 1.06858 | 1.11258 | |
4980 | 2017.09.06 20:11 | t/p | 2490 | 0.02 | 1.11119 | 1.06719 | 1.11119 | 895.54 | 7090868.31 |
4981 | 2017.09.07 10:30 | t/p | 2491 | 0.02 | 1.11258 | 1.06858 | 1.11258 | 895.53 | 7091763.84 |
4982 | 2017.09.12 07:00 | buy | 2492 | 0.01 | 1.10794 | 1.06966 | 1.11366 | |
4983 | 2017.09.13 00:00 | sell | 2493 | 0.01 | 1.09961 | 1.12922 | 1.09389 | |
4984 | 2017.09.13 01:00 | sell | 2494 | 0.01 | 1.10067 | 1.12922 | 1.09495 | |
4985 | 2017.09.15 05:00 | sell | 2495 | 0.14 | 1.10653 | 1.12922 | 1.10081 | |
4986 | 2017.09.15 06:00 | sell | 2496 | 0.10 | 1.10555 | 1.12922 | 1.09983 | |
4987 | 2017.09.15 07:00 | sell | 2497 | 0.05 | 1.10439 | 1.12922 | 1.09867 | |
4988 | 2017.09.15 08:00 | sell | 2498 | 0.07 | 1.10459 | 1.12922 | 1.09887 | |
4989 | 2017.09.15 09:00 | sell | 2499 | 0.03 | 1.10299 | 1.12922 | 1.09727 | |
4990 | 2017.09.15 14:00 | sell | 2500 | 0.02 | 1.10222 | 1.12922 | 1.09650 | |
4991 | 2017.09.15 14:38 | t/p | 2495 | 0.14 | 1.10081 | 1.12922 | 1.10081 | 6270.99 | 7098034.83 |
4992 | 2017.09.15 17:21 | t/p | 2496 | 0.10 | 1.09983 | 1.12922 | 1.09983 | 4479.28 | 7102514.11 |
4993 | 2017.09.15 17:33 | t/p | 2498 | 0.07 | 1.09887 | 1.12922 | 1.09887 | 3135.49 | 7105649.60 |
4994 | 2017.09.15 19:03 | t/p | 2497 | 0.05 | 1.09867 | 1.12922 | 1.09867 | 2239.63 | 7107889.23 |
4995 | 2017.09.15 19:18 | t/p | 2499 | 0.03 | 1.09727 | 1.12922 | 1.09727 | 1343.78 | 7109233.01 |
4996 | 2017.09.15 19:20 | t/p | 2500 | 0.02 | 1.09650 | 1.12922 | 1.09650 | 895.85 | 7110128.86 |
4997 | 2017.09.18 05:19 | t/p | 2494 | 0.01 | 1.09495 | 1.12922 | 1.09495 | 447.93 | 7110576.79 |
4998 | 2017.09.19 17:57 | t/p | 2493 | 0.01 | 1.09389 | 1.12922 | 1.09389 | 447.93 | 7111024.72 |
4999 | 2017.09.19 18:00 | sell | 2501 | 0.01 | 1.09355 | 1.12922 | 1.08783 | |
5000 | 2017.09.19 21:00 | sell | 2502 | 0.01 | 1.09486 | 1.12922 | 1.08914 | |
5001 | 2017.09.21 08:47 | t/p | 2502 | 0.01 | 1.08914 | 1.12922 | 1.08914 | 447.93 | 7111472.65 |
5002 | 2017.09.21 09:08 | t/p | 2501 | 0.01 | 1.08783 | 1.12922 | 1.08783 | 447.93 | 7111920.58 |
5003 | 2017.09.21 10:00 | sell | 2503 | 0.01 | 1.08841 | 1.12669 | 1.08269 | |
5004 | 2017.09.25 20:00 | sell | 2504 | 0.02 | 1.09191 | 1.12669 | 1.08619 | |
5005 | 2017.09.25 21:00 | sell | 2505 | 0.03 | 1.09274 | 1.12669 | 1.08702 | |
5006 | 2017.09.26 21:00 | sell | 2506 | 0.05 | 1.09454 | 1.12669 | 1.08882 | |
5007 | 2017.09.27 04:00 | sell | 2507 | 0.07 | 1.09490 | 1.12669 | 1.08918 | |
5008 | 2017.09.27 12:00 | sell | 2508 | 0.01 | 1.09055 | 1.12669 | 1.08483 | |
5009 | 2017.09.27 19:21 | t/p | 2507 | 0.07 | 1.08918 | 1.12669 | 1.08918 | 3135.49 | 7115056.07 |
5010 | 2017.09.27 19:22 | t/p | 2506 | 0.05 | 1.08882 | 1.12669 | 1.08882 | 2239.63 | 7117295.70 |
5011 | 2017.09.28 03:50 | t/p | 2505 | 0.03 | 1.08702 | 1.12669 | 1.08702 | 1343.78 | 7118639.48 |
5012 | 2017.09.28 03:53 | t/p | 2504 | 0.02 | 1.08619 | 1.12669 | 1.08619 | 895.85 | 7119535.33 |
5013 | 2017.09.28 04:37 | t/p | 2508 | 0.01 | 1.08483 | 1.12669 | 1.08483 | 447.93 | 7119983.26 |
5014 | 2017.10.05 05:00 | sell | 2509 | 0.05 | 1.09405 | 1.12669 | 1.08833 | |
5015 | 2017.10.05 10:00 | sell | 2510 | 0.03 | 1.09319 | 1.12669 | 1.08747 | |
5016 | 2017.10.06 07:00 | sell | 2511 | 0.02 | 1.09212 | 1.12669 | 1.08640 | |
5017 | 2017.10.09 00:01 | sell | 2512 | 0.20 | 1.09962 | 1.12669 | 1.09390 | |
5018 | 2017.10.09 11:00 | sell | 2513 | 0.07 | 1.09596 | 1.12669 | 1.09024 | |
5019 | 2017.10.09 12:00 | sell | 2514 | 0.10 | 1.09639 | 1.12669 | 1.09067 | |
5020 | 2017.10.10 23:00 | sell | 2515 | 0.28 | 1.10001 | 1.12669 | 1.09429 | |
5021 | 2017.10.11 21:00 | sell | 2516 | 0.14 | 1.09825 | 1.12669 | 1.09253 | |
5022 | 2017.10.16 14:54 | t/p | 2515 | 0.28 | 1.09429 | 1.12669 | 1.09429 | 12541.97 | 7132525.23 |
5023 | 2017.10.16 15:34 | t/p | 2512 | 0.20 | 1.09390 | 1.12669 | 1.09390 | 8958.55 | 7141483.78 |
5024 | 2017.10.17 00:44 | t/p | 2516 | 0.14 | 1.09253 | 1.12669 | 1.09253 | 6270.99 | 7147754.77 |
5025 | 2017.10.17 00:45 | t/p | 2514 | 0.10 | 1.09067 | 1.12669 | 1.09067 | 4479.28 | 7152234.05 |
5026 | 2017.10.17 00:45 | t/p | 2513 | 0.07 | 1.09024 | 1.12669 | 1.09024 | 3135.49 | 7155369.54 |
5027 | 2017.10.17 00:45 | t/p | 2509 | 0.05 | 1.08833 | 1.12669 | 1.08833 | 2239.64 | 7157609.18 |
5028 | 2017.10.17 04:00 | sell | 2517 | 0.01 | 1.09074 | 1.12669 | 1.08502 | |
5029 | 2017.10.18 00:00 | sell | 2518 | 0.05 | 1.09374 | 1.12669 | 1.08802 | |
5030 | 2017.10.18 23:00 | sell | 2519 | 0.10 | 1.09697 | 1.12669 | 1.09125 | |
5031 | 2017.10.19 03:00 | sell | 2520 | 0.07 | 1.09595 | 1.12669 | 1.09023 | |
5032 | 2017.10.19 09:22 | t/p | 2492 | 0.01 | 1.11366 | 1.06966 | 1.11366 | 447.77 | 7158056.95 |
5033 | 2017.10.19 09:43 | t/p | 2489 | 0.01 | 1.11509 | 1.07109 | 1.11509 | 447.77 | 7158504.72 |
5034 | 2017.10.20 15:00 | sell | 2521 | 1.31 | 1.12156 | 1.12669 | 1.11584 | |
5035 | 2017.10.24 06:03 | s/l | 2503 | 0.01 | 1.12669 | 1.12669 | 1.08269 | -2997.67 | 7155507.05 |
5036 | 2017.10.24 06:03 | s/l | 2510 | 0.03 | 1.12669 | 1.12669 | 1.08747 | -7870.05 | 7147637.00 |
5037 | 2017.10.24 06:03 | s/l | 2511 | 0.02 | 1.12669 | 1.12669 | 1.08640 | -5414.28 | 7142222.72 |
5038 | 2017.10.24 06:03 | s/l | 2517 | 0.01 | 1.12669 | 1.12669 | 1.08502 | -2815.21 | 7139407.51 |
5039 | 2017.10.24 06:03 | s/l | 2518 | 0.05 | 1.12669 | 1.12669 | 1.08802 | -12901.41 | 7126506.10 |
5040 | 2017.10.24 06:03 | s/l | 2519 | 0.10 | 1.12669 | 1.12669 | 1.09125 | -23273.43 | 7103232.67 |
5041 | 2017.10.24 06:03 | s/l | 2520 | 0.07 | 1.12669 | 1.12669 | 1.09023 | -16850.53 | 7086382.14 |
5042 | 2017.10.24 06:03 | s/l | 2521 | 1.31 | 1.12669 | 1.12669 | 1.11584 | -52625.99 | 7033756.15 |
5043 | 2017.10.25 05:00 | sell | 2522 | 0.01 | 1.12047 | 1.13126 | 1.11475 | |
5044 | 2017.10.25 06:00 | sell | 2523 | 0.01 | 1.12114 | 1.13126 | 1.11542 | |
5045 | 2017.10.25 07:00 | sell | 2524 | 0.02 | 1.12120 | 1.13126 | 1.11548 | |
5046 | 2017.10.25 16:00 | sell | 2525 | 0.03 | 1.12162 | 1.13126 | 1.11590 | |
5047 | 2017.10.27 06:38 | t/p | 2525 | 0.03 | 1.11590 | 1.13126 | 1.11590 | 1343.78 | 7035099.93 |
5048 | 2017.10.27 16:45 | t/p | 2524 | 0.02 | 1.11548 | 1.13126 | 1.11548 | 895.85 | 7035995.78 |
5049 | 2017.10.27 16:45 | t/p | 2523 | 0.01 | 1.11542 | 1.13126 | 1.11542 | 447.93 | 7036443.71 |
5050 | 2017.10.27 17:24 | t/p | 2522 | 0.01 | 1.11475 | 1.13126 | 1.11475 | 447.93 | 7036891.64 |
5051 | 2017.10.27 18:00 | sell | 2526 | 0.01 | 1.11498 | 1.13126 | 1.10926 | |
5052 | 2017.10.27 21:00 | sell | 2527 | 0.01 | 1.11582 | 1.13126 | 1.11010 | |
5053 | 2017.10.27 23:00 | sell | 2528 | 0.02 | 1.11633 | 1.13126 | 1.11061 | |
5054 | 2017.10.30 17:00 | sell | 2529 | 0.10 | 1.11835 | 1.13126 | 1.11263 | |
5055 | 2017.10.30 18:00 | sell | 2530 | 0.03 | 1.11713 | 1.13126 | 1.11141 | |
5056 | 2017.10.30 19:00 | sell | 2531 | 0.05 | 1.11766 | 1.13126 | 1.11194 | |
5057 | 2017.10.30 21:00 | sell | 2532 | 0.07 | 1.11784 | 1.13126 | 1.11212 | |
5058 | 2017.10.31 15:00 | sell | 2533 | 0.14 | 1.11899 | 1.13126 | 1.11327 | |
5059 | 2017.11.01 00:45 | t/p | 2533 | 0.14 | 1.11327 | 1.13126 | 1.11327 | 6270.98 | 7043162.62 |
5060 | 2017.11.01 00:46 | t/p | 2529 | 0.10 | 1.11263 | 1.13126 | 1.11263 | 4479.27 | 7047641.89 |
5061 | 2017.11.01 00:48 | t/p | 2532 | 0.07 | 1.11212 | 1.13126 | 1.11212 | 3135.49 | 7050777.38 |
5062 | 2017.11.01 00:48 | t/p | 2531 | 0.05 | 1.11194 | 1.13126 | 1.11194 | 2239.63 | 7053017.01 |
5063 | 2017.11.01 00:52 | t/p | 2530 | 0.03 | 1.11141 | 1.13126 | 1.11141 | 1343.78 | 7054360.79 |
5064 | 2017.11.01 01:14 | t/p | 2528 | 0.02 | 1.11061 | 1.13126 | 1.11061 | 895.85 | 7055256.64 |
5065 | 2017.11.01 01:16 | t/p | 2527 | 0.01 | 1.11010 | 1.13126 | 1.11010 | 447.93 | 7055704.57 |
5066 | 2017.11.01 01:38 | t/p | 2526 | 0.01 | 1.10926 | 1.13126 | 1.10926 | 447.93 | 7056152.50 |
5067 | 2017.11.01 02:00 | sell | 2534 | 0.01 | 1.10970 | 1.13126 | 1.10398 | |
5068 | 2017.11.01 04:00 | sell | 2535 | 0.02 | 1.11142 | 1.13126 | 1.10570 | |
5069 | 2017.11.01 05:00 | sell | 2536 | 0.01 | 1.11059 | 1.13126 | 1.10487 | |
5070 | 2017.11.03 08:11 | t/p | 2535 | 0.02 | 1.10570 | 1.13126 | 1.10570 | 895.86 | 7057048.36 |
5071 | 2017.11.03 14:30 | t/p | 2536 | 0.01 | 1.10487 | 1.13126 | 1.10487 | 447.93 | 7057496.29 |
5072 | 2017.11.08 22:04 | t/p | 2534 | 0.01 | 1.10398 | 1.13126 | 1.10398 | 447.93 | 7057944.22 |
5073 | 2017.11.09 00:00 | sell | 2537 | 0.01 | 1.10150 | 1.13126 | 1.09578 | |
5074 | 2017.11.09 02:00 | sell | 2538 | 0.02 | 1.10382 | 1.13126 | 1.09810 | |
5075 | 2017.11.09 03:00 | sell | 2539 | 0.01 | 1.10334 | 1.13126 | 1.09762 | |
5076 | 2017.11.10 12:00 | sell | 2540 | 0.03 | 1.10481 | 1.13126 | 1.09909 | |
5077 | 2017.11.14 18:00 | sell | 2541 | 0.10 | 1.10818 | 1.13126 | 1.10246 | |
5078 | 2017.11.14 21:00 | sell | 2542 | 0.14 | 1.10863 | 1.13126 | 1.10291 | |
5079 | 2017.11.15 01:00 | sell | 2543 | 0.20 | 1.11020 | 1.13126 | 1.10448 | |
5080 | 2017.11.15 02:41 | t/p | 2543 | 0.20 | 1.10448 | 1.13126 | 1.10448 | 8958.55 | 7066902.77 |
5081 | 2017.11.15 02:56 | t/p | 2542 | 0.14 | 1.10291 | 1.13126 | 1.10291 | 6270.98 | 7073173.75 |
5082 | 2017.11.15 03:16 | t/p | 2541 | 0.10 | 1.10246 | 1.13126 | 1.10246 | 4479.28 | 7077653.03 |
5083 | 2017.11.16 19:00 | sell | 2544 | 0.05 | 1.10621 | 1.13126 | 1.10049 | |
5084 | 2017.11.16 21:00 | sell | 2545 | 0.07 | 1.10689 | 1.13126 | 1.10117 | |
5085 | 2017.11.20 04:00 | sell | 2546 | 0.20 | 1.10994 | 1.13126 | 1.10422 | |
5086 | 2017.11.20 06:00 | sell | 2547 | 0.14 | 1.10850 | 1.13126 | 1.10278 | |
5087 | 2017.11.20 07:00 | sell | 2548 | 0.10 | 1.10794 | 1.13126 | 1.10222 | |
5088 | 2017.11.27 15:40 | t/p | 2546 | 0.20 | 1.10422 | 1.13126 | 1.10422 | 8958.55 | 7086611.58 |
5089 | 2017.11.27 16:15 | t/p | 2547 | 0.14 | 1.10278 | 1.13126 | 1.10278 | 6270.98 | 7092882.56 |
5090 | 2017.11.27 16:47 | t/p | 2548 | 0.10 | 1.10222 | 1.13126 | 1.10222 | 4479.27 | 7097361.83 |
5091 | 2017.11.27 17:16 | t/p | 2545 | 0.07 | 1.10117 | 1.13126 | 1.10117 | 3135.49 | 7100497.32 |
5092 | 2017.11.27 17:36 | t/p | 2544 | 0.05 | 1.10049 | 1.13126 | 1.10049 | 2239.63 | 7102736.95 |
5093 | 2017.11.28 00:00 | t/p | 2540 | 0.03 | 1.09909 | 1.13126 | 1.09909 | 1343.78 | 7104080.73 |
5094 | 2017.11.28 00:00 | t/p | 2538 | 0.02 | 1.09810 | 1.13126 | 1.09810 | 895.85 | 7104976.58 |
5095 | 2017.11.28 06:10 | t/p | 2539 | 0.01 | 1.09762 | 1.13126 | 1.09762 | 447.93 | 7105424.51 |
5096 | 2017.11.29 11:36 | t/p | 2537 | 0.01 | 1.09578 | 1.13126 | 1.09578 | 447.92 | 7105872.43 |
5097 | 2017.11.29 12:00 | sell | 2549 | 0.01 | 1.09548 | 1.13126 | 1.08976 | |
5098 | 2017.11.29 15:00 | sell | 2550 | 0.01 | 1.09689 | 1.13126 | 1.09117 | |
5099 | 2017.11.30 17:00 | sell | 2551 | 0.14 | 1.10423 | 1.13126 | 1.09851 | |
5100 | 2017.11.30 23:00 | sell | 2552 | 0.28 | 1.10643 | 1.13126 | 1.10071 | |