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 |
5101 | 2017.12.01 13:00 | sell | 2553 | 0.20 | 1.10509 | 1.13126 | 1.09937 | |
5102 | 2017.12.04 23:00 | sell | 2554 | 0.40 | 1.10816 | 1.13126 | 1.10244 | |
5103 | 2017.12.06 02:30 | t/p | 2554 | 0.40 | 1.10244 | 1.13126 | 1.10244 | 17917.10 | 7123789.53 |
5104 | 2017.12.06 04:00 | sell | 2555 | 0.07 | 1.10156 | 1.13126 | 1.09584 | |
5105 | 2017.12.06 04:37 | t/p | 2552 | 0.28 | 1.10071 | 1.13126 | 1.10071 | 12541.97 | 7136331.50 |
5106 | 2017.12.06 04:46 | t/p | 2553 | 0.20 | 1.09937 | 1.13126 | 1.09937 | 8958.55 | 7145290.05 |
5107 | 2017.12.06 05:00 | sell | 2556 | 0.03 | 1.10025 | 1.13126 | 1.09453 | |
5108 | 2017.12.06 07:00 | sell | 2557 | 0.02 | 1.09847 | 1.13126 | 1.09275 | |
5109 | 2017.12.06 07:05 | t/p | 2551 | 0.14 | 1.09851 | 1.13126 | 1.09851 | 6270.99 | 7151561.04 |
5110 | 2017.12.06 12:00 | sell | 2558 | 0.05 | 1.10069 | 1.13126 | 1.09497 | |
5111 | 2017.12.08 15:30 | t/p | 2555 | 0.07 | 1.09584 | 1.13126 | 1.09584 | 3135.49 | 7154696.53 |
5112 | 2017.12.11 03:12 | t/p | 2558 | 0.05 | 1.09497 | 1.13126 | 1.09497 | 2239.64 | 7156936.17 |
5113 | 2017.12.11 05:08 | t/p | 2556 | 0.03 | 1.09453 | 1.13126 | 1.09453 | 1343.78 | 7158279.95 |
5114 | 2017.12.11 05:09 | t/p | 2557 | 0.02 | 1.09275 | 1.13126 | 1.09275 | 895.85 | 7159175.80 |
5115 | 2017.12.11 05:15 | t/p | 2550 | 0.01 | 1.09117 | 1.13126 | 1.09117 | 447.93 | 7159623.73 |
5116 | 2017.12.11 05:16 | t/p | 2549 | 0.01 | 1.08976 | 1.13126 | 1.08976 | 447.92 | 7160071.65 |
5117 | 2017.12.11 07:00 | sell | 2559 | 0.01 | 1.09186 | 1.13126 | 1.08614 | |
5118 | 2017.12.15 06:00 | sell | 2560 | 0.01 | 1.09423 | 1.13126 | 1.08851 | |
5119 | 2017.12.15 10:00 | sell | 2561 | 0.02 | 1.09458 | 1.13126 | 1.08886 | |
5120 | 2017.12.20 19:00 | sell | 2562 | 0.07 | 1.09871 | 1.13126 | 1.09299 | |
5121 | 2017.12.20 21:00 | sell | 2563 | 0.05 | 1.09811 | 1.13126 | 1.09239 | |
5122 | 2017.12.20 23:59 | t/p | 2562 | 0.07 | 1.09299 | 1.13126 | 1.09299 | 3135.49 | 7163207.14 |
5123 | 2017.12.22 20:00 | sell | 2564 | 0.07 | 1.09899 | 1.13126 | 1.09327 | |
5124 | 2017.12.29 10:00 | sell | 2565 | 0.03 | 1.09708 | 1.13126 | 1.09136 | |
5125 | 2018.01.02 15:00 | sell | 2566 | 0.10 | 1.09996 | 1.13126 | 1.09424 | |
5126 | 2018.01.04 06:00 | sell | 2567 | 0.20 | 1.10315 | 1.13126 | 1.09743 | |
5127 | 2018.01.04 09:00 | sell | 2568 | 0.14 | 1.10229 | 1.13126 | 1.09657 | |
5128 | 2018.01.05 02:33 | t/p | 2567 | 0.20 | 1.09743 | 1.13126 | 1.09743 | 8958.55 | 7172165.69 |
5129 | 2018.01.05 09:10 | t/p | 2568 | 0.14 | 1.09657 | 1.13126 | 1.09657 | 6270.99 | 7178436.68 |
5130 | 2018.01.05 15:29 | t/p | 2566 | 0.10 | 1.09424 | 1.13126 | 1.09424 | 4479.28 | 7182915.96 |
5131 | 2018.01.08 06:07 | t/p | 2564 | 0.07 | 1.09327 | 1.13126 | 1.09327 | 3135.50 | 7186051.46 |
5132 | 2018.01.08 13:17 | t/p | 2563 | 0.05 | 1.09239 | 1.13126 | 1.09239 | 2239.64 | 7188291.10 |
5133 | 2018.01.09 10:24 | t/p | 2565 | 0.03 | 1.09136 | 1.13126 | 1.09136 | 1343.78 | 7189634.88 |
5134 | 2018.01.10 10:40 | t/p | 2561 | 0.02 | 1.08886 | 1.13126 | 1.08886 | 895.85 | 7190530.73 |
5135 | 2018.01.10 10:41 | t/p | 2560 | 0.01 | 1.08851 | 1.13126 | 1.08851 | 447.93 | 7190978.66 |
5136 | 2018.01.12 00:30 | t/p | 2559 | 0.01 | 1.08614 | 1.13126 | 1.08614 | 447.92 | 7191426.58 |
5137 | 2018.01.12 01:00 | sell | 2569 | 0.01 | 1.08600 | 1.12428 | 1.08028 | |
5138 | 2018.01.15 14:00 | sell | 2570 | 0.03 | 1.09052 | 1.12428 | 1.08480 | |
5139 | 2018.01.17 17:00 | sell | 2571 | 0.14 | 1.09540 | 1.12428 | 1.08968 | |
5140 | 2018.01.17 19:00 | sell | 2572 | 0.10 | 1.09461 | 1.12428 | 1.08889 | |
5141 | 2018.01.17 22:00 | sell | 2573 | 0.20 | 1.09658 | 1.12428 | 1.09086 | |
5142 | 2018.01.18 08:00 | sell | 2574 | 0.07 | 1.09261 | 1.12428 | 1.08689 | |
5143 | 2018.01.22 00:01 | sell | 2575 | 0.28 | 1.09782 | 1.12428 | 1.09210 | |
5144 | 2018.01.23 03:30 | t/p | 2575 | 0.28 | 1.09210 | 1.12428 | 1.09210 | 12541.97 | 7203968.55 |
5145 | 2018.01.23 04:00 | sell | 2576 | 0.05 | 1.09215 | 1.12428 | 1.08643 | |
5146 | 2018.01.23 05:45 | t/p | 2573 | 0.20 | 1.09086 | 1.12428 | 1.09086 | 8958.55 | 7212927.10 |
5147 | 2018.01.23 08:21 | t/p | 2571 | 0.14 | 1.08968 | 1.12428 | 1.08968 | 6270.98 | 7219198.08 |
5148 | 2018.01.23 09:52 | t/p | 2572 | 0.10 | 1.08889 | 1.12428 | 1.08889 | 4479.27 | 7223677.35 |
5149 | 2018.01.23 10:00 | sell | 2577 | 0.01 | 1.08839 | 1.12428 | 1.08267 | |
5150 | 2018.01.23 16:33 | t/p | 2574 | 0.07 | 1.08689 | 1.12428 | 1.08689 | 3135.50 | 7226812.85 |
5151 | 2018.01.23 16:54 | t/p | 2576 | 0.05 | 1.08643 | 1.12428 | 1.08643 | 2239.64 | 7229052.49 |
5152 | 2018.01.25 21:00 | sell | 2578 | 0.20 | 1.09671 | 1.12428 | 1.09099 | |
5153 | 2018.01.25 23:00 | sell | 2579 | 0.14 | 1.09571 | 1.12428 | 1.08999 | |
5154 | 2018.01.26 00:00 | sell | 2580 | 0.10 | 1.09428 | 1.12428 | 1.08856 | |
5155 | 2018.01.29 11:00 | sell | 2581 | 0.79 | 1.10246 | 1.12428 | 1.09674 | |
5156 | 2018.01.29 15:00 | sell | 2582 | 0.32 | 1.10294 | 1.12428 | 1.09722 | |
5157 | 2018.01.31 02:30 | t/p | 2582 | 0.32 | 1.09722 | 1.12428 | 1.09722 | 14333.68 | 7243386.17 |
5158 | 2018.01.31 03:03 | t/p | 2581 | 0.79 | 1.09674 | 1.12428 | 1.09674 | 35386.27 | 7278772.44 |
5159 | 2018.01.31 16:00 | sell | 2583 | 0.05 | 1.09225 | 1.12428 | 1.08653 | |
5160 | 2018.01.31 20:00 | sell | 2584 | 0.07 | 1.09317 | 1.12428 | 1.08745 | |
5161 | 2018.02.01 08:15 | t/p | 2578 | 0.20 | 1.09099 | 1.12428 | 1.09099 | 8958.55 | 7287730.99 |
5162 | 2018.02.01 10:05 | t/p | 2579 | 0.14 | 1.08999 | 1.12428 | 1.08999 | 6270.98 | 7294001.97 |
5163 | 2018.02.01 11:00 | sell | 2585 | 0.02 | 1.08919 | 1.12428 | 1.08347 | |
5164 | 2018.02.01 13:46 | t/p | 2580 | 0.10 | 1.08856 | 1.12428 | 1.08856 | 4479.28 | 7298481.25 |
5165 | 2018.02.01 15:39 | t/p | 2584 | 0.07 | 1.08745 | 1.12428 | 1.08745 | 3135.50 | 7301616.75 |
5166 | 2018.02.01 17:32 | t/p | 2583 | 0.05 | 1.08653 | 1.12428 | 1.08653 | 2239.64 | 7303856.39 |
5167 | 2018.02.02 15:29 | t/p | 2570 | 0.03 | 1.08480 | 1.12428 | 1.08480 | 1343.78 | 7305200.17 |
5168 | 2018.02.06 00:15 | t/p | 2585 | 0.02 | 1.08347 | 1.12428 | 1.08347 | 895.86 | 7306096.03 |
5169 | 2018.02.06 00:58 | t/p | 2577 | 0.01 | 1.08267 | 1.12428 | 1.08267 | 447.92 | 7306543.95 |
5170 | 2018.02.06 05:34 | t/p | 2569 | 0.01 | 1.08028 | 1.12428 | 1.08028 | 447.92 | 7306991.87 |
5171 | 2018.02.07 08:00 | sell | 2586 | 0.01 | 1.07728 | 1.11556 | 1.07156 | |
5172 | 2018.02.08 14:00 | sell | 2587 | 0.03 | 1.08194 | 1.11556 | 1.07622 | |
5173 | 2018.02.08 15:00 | sell | 2588 | 0.02 | 1.08086 | 1.11556 | 1.07514 | |
5174 | 2018.02.08 20:00 | sell | 2589 | 0.01 | 1.07903 | 1.11556 | 1.07331 | |
5175 | 2018.02.08 22:30 | t/p | 2587 | 0.03 | 1.07622 | 1.11556 | 1.07622 | 1343.78 | 7308335.65 |
5176 | 2018.02.09 20:15 | t/p | 2588 | 0.02 | 1.07514 | 1.11556 | 1.07514 | 895.85 | 7309231.50 |
5177 | 2018.02.13 09:00 | sell | 2590 | 0.03 | 1.08126 | 1.11556 | 1.07554 | |
5178 | 2018.02.14 04:54 | t/p | 2590 | 0.03 | 1.07554 | 1.11556 | 1.07554 | 1343.78 | 7310575.28 |
5179 | 2018.02.14 15:19 | t/p | 2589 | 0.01 | 1.07331 | 1.11556 | 1.07331 | 447.93 | 7311023.21 |
5180 | 2018.02.15 17:53 | t/p | 2586 | 0.01 | 1.07156 | 1.11556 | 1.07156 | 447.93 | 7311471.14 |
5181 | 2018.02.15 19:00 | sell | 2591 | 0.01 | 1.07166 | 1.10994 | 1.06594 | |
5182 | 2018.02.20 12:00 | sell | 2592 | 0.01 | 1.07327 | 1.10994 | 1.06755 | |
5183 | 2018.02.21 18:22 | t/p | 2592 | 0.01 | 1.06755 | 1.10994 | 1.06755 | 447.93 | 7311919.07 |
5184 | 2018.02.22 02:03 | t/p | 2591 | 0.01 | 1.06594 | 1.10994 | 1.06594 | 447.92 | 7312366.99 |
5185 | 2018.02.22 02:03 | sell | 2593 | 0.01 | 1.06557 | 1.10413 | 1.06013 | |
5186 | 2018.02.26 11:00 | sell | 2594 | 0.07 | 1.07318 | 1.10413 | 1.06746 | |
5187 | 2018.02.26 16:00 | sell | 2595 | 0.05 | 1.07166 | 1.10413 | 1.06594 | |
5188 | 2018.02.27 21:00 | sell | 2596 | 0.20 | 1.07701 | 1.10413 | 1.07129 | |
5189 | 2018.02.28 22:00 | sell | 2597 | 0.28 | 1.07815 | 1.10413 | 1.07243 | |
5190 | 2018.03.01 00:00 | sell | 2598 | 0.14 | 1.07533 | 1.10413 | 1.06961 | |
5191 | 2018.03.01 04:00 | sell | 2599 | 0.10 | 1.07431 | 1.10413 | 1.06859 | |
5192 | 2018.03.01 08:46 | t/p | 2597 | 0.28 | 1.07243 | 1.10413 | 1.07243 | 12541.97 | 7324908.96 |
5193 | 2018.03.01 11:14 | t/p | 2596 | 0.20 | 1.07129 | 1.10413 | 1.07129 | 8958.55 | 7333867.51 |
5194 | 2018.03.01 17:00 | sell | 2600 | 0.03 | 1.07035 | 1.10413 | 1.06463 | |
5195 | 2018.03.01 17:11 | t/p | 2598 | 0.14 | 1.06961 | 1.10413 | 1.06961 | 6270.99 | 7340138.50 |
5196 | 2018.03.01 21:00 | sell | 2601 | 0.02 | 1.06885 | 1.10413 | 1.06313 | |
5197 | 2018.03.02 00:52 | t/p | 2599 | 0.10 | 1.06859 | 1.10413 | 1.06859 | 4479.28 | 7344617.78 |
5198 | 2018.03.02 04:00 | sell | 2602 | 0.01 | 1.06725 | 1.10413 | 1.06153 | |
5199 | 2018.03.02 04:02 | t/p | 2594 | 0.07 | 1.06746 | 1.10413 | 1.06746 | 3135.49 | 7347753.27 |
5200 | 2018.03.05 00:03 | buy | 2603 | 0.01 | 1.07017 | 1.03189 | 1.07589 | |
5201 | 2018.03.06 02:21 | t/p | 2603 | 0.01 | 1.07589 | 1.03189 | 1.07589 | 447.77 | 7348201.04 |
5202 | 2018.03.06 03:00 | buy | 2604 | 0.01 | 1.07495 | 1.03667 | 1.08067 | |
5203 | 2018.03.07 00:00 | buy | 2605 | 0.01 | 1.07337 | 1.03509 | 1.07909 | |
5204 | 2018.03.07 07:00 | buy | 2606 | 0.02 | 1.07162 | 1.03334 | 1.07734 | |
5205 | 2018.03.09 23:59 | t/p | 2606 | 0.02 | 1.07734 | 1.03334 | 1.07734 | 895.54 | 7349096.58 |
5206 | 2018.03.12 18:08 | t/p | 2605 | 0.01 | 1.07909 | 1.03509 | 1.07909 | 447.76 | 7349544.34 |
5207 | 2018.03.14 07:00 | buy | 2607 | 0.01 | 1.07351 | 1.03523 | 1.07923 | |
5208 | 2018.03.19 15:41 | t/p | 2595 | 0.05 | 1.06594 | 1.10413 | 1.06594 | 2239.63 | 7351783.97 |
5209 | 2018.03.19 19:33 | t/p | 2600 | 0.03 | 1.06463 | 1.10413 | 1.06463 | 1343.78 | 7353127.75 |
5210 | 2018.03.19 23:00 | close | 2593 | 0.01 | 1.06561 | 1.10413 | 1.06013 | -3.13 | 7353124.62 |
5211 | 2018.03.19 23:00 | close | 2601 | 0.02 | 1.06561 | 1.10413 | 1.06313 | 507.44 | 7353632.06 |
5212 | 2018.03.19 23:00 | close | 2602 | 0.01 | 1.06561 | 1.10413 | 1.06153 | 128.43 | 7353760.49 |
5213 | 2018.03.20 06:00 | buy | 2608 | 0.06 | 1.06703 | 1.02875 | 1.07275 | |
5214 | 2018.03.20 11:00 | buy | 2609 | 0.04 | 1.06762 | 1.02934 | 1.07334 | |
5215 | 2018.03.20 15:00 | buy | 2610 | 0.03 | 1.06945 | 1.03117 | 1.07517 | |
5216 | 2018.03.21 00:00 | buy | 2611 | 0.02 | 1.07098 | 1.03270 | 1.07670 | |
5217 | 2018.03.21 03:00 | buy | 2612 | 0.02 | 1.07151 | 1.03323 | 1.07723 | |
5218 | 2018.03.21 03:59 | t/p | 2608 | 0.06 | 1.07275 | 1.02875 | 1.07275 | 2686.61 | 7356447.10 |
5219 | 2018.03.21 14:30 | t/p | 2609 | 0.04 | 1.07334 | 1.02934 | 1.07334 | 1791.07 | 7358238.17 |
5220 | 2018.03.21 21:06 | t/p | 2610 | 0.03 | 1.07517 | 1.03117 | 1.07517 | 1343.30 | 7359581.47 |
5221 | 2018.03.23 04:00 | buy | 2613 | 0.04 | 1.06846 | 1.03018 | 1.07418 | |
5222 | 2018.03.23 05:00 | buy | 2614 | 0.03 | 1.06906 | 1.03078 | 1.07478 | |
5223 | 2018.03.27 01:00 | buy | 2615 | 0.17 | 1.06196 | 1.02669 | 1.06768 | |
5224 | 2018.03.28 07:00 | buy | 2616 | 0.30 | 1.05926 | 1.02669 | 1.06498 | |
5225 | 2018.03.28 15:00 | buy | 2617 | 0.39 | 1.05862 | 1.02669 | 1.06434 | |
5226 | 2018.03.28 19:00 | buy | 2618 | 0.23 | 1.06074 | 1.02669 | 1.06646 | |
5227 | 2018.03.28 21:00 | buy | 2619 | 0.13 | 1.06327 | 1.02669 | 1.06899 | |
5228 | 2018.03.29 05:34 | t/p | 2617 | 0.39 | 1.06434 | 1.02669 | 1.06434 | 17462.92 | 7377044.39 |
5229 | 2018.03.29 06:00 | buy | 2620 | 0.10 | 1.06379 | 1.02669 | 1.06951 | |
5230 | 2018.03.29 08:14 | t/p | 2616 | 0.30 | 1.06498 | 1.02669 | 1.06498 | 13433.02 | 7390477.41 |
5231 | 2018.03.29 09:00 | buy | 2621 | 0.08 | 1.06536 | 1.02669 | 1.07108 | |
5232 | 2018.03.29 09:56 | t/p | 2618 | 0.23 | 1.06646 | 1.02669 | 1.06646 | 10298.65 | 7400776.06 |
5233 | 2018.03.29 10:00 | buy | 2622 | 0.06 | 1.06687 | 1.02669 | 1.07259 | |
5234 | 2018.04.04 23:00 | buy | 2623 | 0.51 | 1.05611 | 1.02669 | 1.06183 | |
5235 | 2018.04.05 01:00 | buy | 2624 | 0.42 | 1.05565 | 1.02669 | 1.06137 | |
5236 | 2018.04.18 17:34 | t/p | 2624 | 0.42 | 1.06137 | 1.02669 | 1.06137 | 18806.23 | 7419582.29 |
5237 | 2018.04.18 17:36 | t/p | 2623 | 0.51 | 1.06183 | 1.02669 | 1.06183 | 22836.14 | 7442418.43 |
5238 | 2018.04.24 05:22 | t/p | 2615 | 0.17 | 1.06768 | 1.02669 | 1.06768 | 7612.05 | 7450030.48 |
5239 | 2018.04.24 05:35 | t/p | 2619 | 0.13 | 1.06899 | 1.02669 | 1.06899 | 5820.97 | 7455851.45 |
5240 | 2018.04.24 11:31 | t/p | 2620 | 0.10 | 1.06951 | 1.02669 | 1.06951 | 4477.67 | 7460329.12 |
5241 | 2018.04.25 20:33 | t/p | 2621 | 0.08 | 1.07108 | 1.02669 | 1.07108 | 3582.14 | 7463911.26 |
5242 | 2018.04.26 07:47 | t/p | 2622 | 0.06 | 1.07259 | 1.02669 | 1.07259 | 2686.61 | 7466597.87 |
5243 | 2018.05.04 06:40 | t/p | 2613 | 0.04 | 1.07418 | 1.03018 | 1.07418 | 1791.07 | 7468388.94 |
5244 | 2018.05.04 06:55 | t/p | 2614 | 0.03 | 1.07478 | 1.03078 | 1.07478 | 1343.30 | 7469732.24 |
5245 | 2018.05.08 22:00 | buy | 2625 | 0.03 | 1.06963 | 1.03135 | 1.07535 | |
5246 | 2018.05.09 22:00 | buy | 2626 | 0.04 | 1.06803 | 1.02975 | 1.07375 | |
5247 | 2018.05.10 00:06 | t/p | 2626 | 0.04 | 1.07375 | 1.02975 | 1.07375 | 1791.07 | 7471523.31 |
5248 | 2018.05.10 00:25 | t/p | 2625 | 0.03 | 1.07535 | 1.03135 | 1.07535 | 1343.30 | 7472866.61 |
5249 | 2018.05.10 04:19 | t/p | 2611 | 0.02 | 1.07670 | 1.03270 | 1.07670 | 895.54 | 7473762.15 |
5250 | 2018.05.10 04:25 | t/p | 2612 | 0.02 | 1.07723 | 1.03323 | 1.07723 | 895.53 | 7474657.68 |