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 |
5251 | 2018.05.10 04:53 | t/p | 2607 | 0.01 | 1.07923 | 1.03523 | 1.07923 | 447.76 | 7475105.44 |
5252 | 2018.05.10 08:04 | t/p | 2604 | 0.01 | 1.08067 | 1.03667 | 1.08067 | 447.77 | 7475553.21 |
5253 | 2018.05.10 08:04 | buy | 2627 | 0.01 | 1.08105 | 1.04132 | 1.08532 | |
5254 | 2018.05.10 09:00 | buy | 2628 | 0.01 | 1.08000 | 1.04172 | 1.08572 | |
5255 | 2018.05.11 19:00 | close | 2627 | 0.01 | 1.08233 | 1.04132 | 1.08532 | 100.19 | 7475653.40 |
5256 | 2018.05.11 19:00 | close | 2628 | 0.01 | 1.08233 | 1.04172 | 1.08572 | 182.39 | 7475835.79 |
5257 | 2018.05.11 19:00 | buy | 2629 | 0.01 | 1.08261 | 1.04433 | 1.08833 | |
5258 | 2018.05.14 16:49 | t/p | 2629 | 0.01 | 1.08833 | 1.04433 | 1.08833 | 447.77 | 7476283.56 |
5259 | 2018.05.21 03:00 | buy | 2630 | 0.01 | 1.08837 | 1.05009 | 1.09409 | |
5260 | 2018.05.22 15:52 | t/p | 2630 | 0.01 | 1.09409 | 1.05009 | 1.09409 | 447.77 | 7476731.33 |
5261 | 2018.05.23 18:00 | buy | 2631 | 0.01 | 1.09331 | 1.05503 | 1.09903 | |
5262 | 2018.05.29 10:00 | buy | 2632 | 0.03 | 1.08740 | 1.04912 | 1.09312 | |
5263 | 2018.05.29 12:00 | buy | 2633 | 0.02 | 1.08877 | 1.05049 | 1.09449 | |
5264 | 2018.05.30 12:00 | buy | 2634 | 0.04 | 1.08706 | 1.04878 | 1.09278 | |
5265 | 2018.05.31 01:00 | buy | 2635 | 0.06 | 1.08498 | 1.04670 | 1.09070 | |
5266 | 2018.05.31 12:00 | buy | 2636 | 0.08 | 1.08460 | 1.04632 | 1.09032 | |
5267 | 2018.06.01 12:00 | buy | 2637 | 0.17 | 1.08011 | 1.04183 | 1.08583 | |
5268 | 2018.06.01 16:00 | buy | 2638 | 0.13 | 1.08132 | 1.04304 | 1.08704 | |
5269 | 2018.06.01 17:00 | buy | 2639 | 0.10 | 1.08247 | 1.04419 | 1.08819 | |
5270 | 2018.06.04 04:30 | t/p | 2637 | 0.17 | 1.08583 | 1.04183 | 1.08583 | 7612.04 | 7484343.37 |
5271 | 2018.06.04 06:12 | t/p | 2638 | 0.13 | 1.08704 | 1.04304 | 1.08704 | 5820.98 | 7490164.35 |
5272 | 2018.06.04 09:23 | t/p | 2639 | 0.10 | 1.08819 | 1.04419 | 1.08819 | 4477.67 | 7494642.02 |
5273 | 2018.06.06 18:00 | buy | 2640 | 0.02 | 1.08989 | 1.05161 | 1.09561 | |
5274 | 2018.06.11 02:00 | buy | 2641 | 0.13 | 1.08118 | 1.04290 | 1.08690 | |
5275 | 2018.06.11 08:00 | buy | 2642 | 0.17 | 1.08081 | 1.04253 | 1.08653 | |
5276 | 2018.06.11 12:00 | buy | 2643 | 0.10 | 1.08232 | 1.04404 | 1.08804 | |
5277 | 2018.06.15 06:00 | buy | 2644 | 0.66 | 1.07386 | 1.03558 | 1.07958 | |
5278 | 2018.06.15 09:00 | buy | 2645 | 0.28 | 1.07448 | 1.03620 | 1.08020 | |
5279 | 2018.06.27 03:02 | t/p | 2644 | 0.66 | 1.07958 | 1.03558 | 1.07958 | 29552.64 | 7524194.66 |
5280 | 2018.06.27 03:50 | t/p | 2645 | 0.28 | 1.08020 | 1.03620 | 1.08020 | 12537.48 | 7536732.14 |
5281 | 2018.06.27 04:00 | buy | 2646 | 0.23 | 1.07947 | 1.04119 | 1.08519 | |
5282 | 2018.06.27 17:35 | t/p | 2646 | 0.23 | 1.08519 | 1.04119 | 1.08519 | 10298.65 | 7547030.79 |
5283 | 2018.06.28 14:31 | t/p | 2642 | 0.17 | 1.08653 | 1.04253 | 1.08653 | 7612.04 | 7554642.83 |
5284 | 2018.06.28 16:53 | t/p | 2641 | 0.13 | 1.08690 | 1.04290 | 1.08690 | 5820.98 | 7560463.81 |
5285 | 2018.06.28 17:57 | t/p | 2643 | 0.10 | 1.08804 | 1.04404 | 1.08804 | 4477.67 | 7564941.48 |
5286 | 2018.06.29 06:00 | t/p | 2636 | 0.08 | 1.09032 | 1.04632 | 1.09032 | 3582.14 | 7568523.62 |
5287 | 2018.06.29 09:18 | t/p | 2635 | 0.06 | 1.09070 | 1.04670 | 1.09070 | 2686.60 | 7571210.22 |
5288 | 2018.06.29 10:00 | buy | 2647 | 0.01 | 1.09194 | 1.05366 | 1.09766 | |
5289 | 2018.06.29 16:11 | t/p | 2634 | 0.04 | 1.09278 | 1.04878 | 1.09278 | 1791.06 | 7573001.28 |
5290 | 2018.06.29 23:59 | t/p | 2632 | 0.03 | 1.09312 | 1.04912 | 1.09312 | 1343.30 | 7574344.58 |
5291 | 2018.07.02 14:55 | t/p | 2633 | 0.02 | 1.09449 | 1.05049 | 1.09449 | 895.53 | 7575240.11 |
5292 | 2018.07.03 07:45 | t/p | 2640 | 0.02 | 1.09561 | 1.05161 | 1.09561 | 895.53 | 7576135.64 |
5293 | 2018.07.03 08:32 | t/p | 2647 | 0.01 | 1.09766 | 1.05366 | 1.09766 | 447.76 | 7576583.40 |
5294 | 2018.07.03 10:41 | t/p | 2631 | 0.01 | 1.09903 | 1.05503 | 1.09903 | 447.77 | 7577031.17 |
5295 | 2018.07.03 11:00 | buy | 2648 | 0.01 | 1.09859 | 1.06031 | 1.10431 | |
5296 | 2018.07.03 13:00 | buy | 2649 | 0.01 | 1.09757 | 1.05929 | 1.10329 | |
5297 | 2018.07.05 15:00 | buy | 2650 | 0.06 | 1.09104 | 1.05276 | 1.09676 | |
5298 | 2018.07.06 16:00 | buy | 2651 | 0.10 | 1.08859 | 1.05031 | 1.09431 | |
5299 | 2018.07.09 04:00 | buy | 2652 | 0.08 | 1.08876 | 1.05048 | 1.09448 | |
5300 | 2018.07.09 11:00 | buy | 2653 | 0.04 | 1.09169 | 1.05341 | 1.09741 | |
5301 | 2018.07.09 12:00 | buy | 2654 | 0.03 | 1.09292 | 1.05464 | 1.09864 | |
5302 | 2018.07.13 00:00 | sell | 2655 | 0.01 | 1.09078 | 1.12906 | 1.08506 | |
5303 | 2018.07.13 03:19 | t/p | 2651 | 0.10 | 1.09431 | 1.05031 | 1.09431 | 4477.67 | 7581508.84 |
5304 | 2018.07.13 03:24 | t/p | 2652 | 0.08 | 1.09448 | 1.05048 | 1.09448 | 3582.14 | 7585090.98 |
5305 | 2018.07.13 16:33 | t/p | 2650 | 0.06 | 1.09676 | 1.05276 | 1.09676 | 2686.61 | 7587777.59 |
5306 | 2018.07.16 06:24 | t/p | 2653 | 0.04 | 1.09741 | 1.05341 | 1.09741 | 1791.07 | 7589568.66 |
5307 | 2018.07.16 08:00 | sell | 2656 | 0.03 | 1.09586 | 1.12906 | 1.09014 | |
5308 | 2018.07.17 00:00 | sell | 2657 | 0.02 | 1.09416 | 1.12906 | 1.08844 | |
5309 | 2018.07.17 03:00 | sell | 2658 | 0.01 | 1.09265 | 1.12906 | 1.08693 | |
5310 | 2018.07.17 06:12 | t/p | 2656 | 0.03 | 1.09014 | 1.12906 | 1.09014 | 1343.78 | 7590912.44 |
5311 | 2018.07.17 06:23 | t/p | 2657 | 0.02 | 1.08844 | 1.12906 | 1.08844 | 895.85 | 7591808.29 |
5312 | 2018.07.17 10:52 | t/p | 2658 | 0.01 | 1.08693 | 1.12906 | 1.08693 | 447.93 | 7592256.22 |
5313 | 2018.07.30 17:20 | t/p | 2655 | 0.01 | 1.08506 | 1.12906 | 1.08506 | 447.93 | 7592704.15 |
5314 | 2018.07.30 18:00 | sell | 2659 | 0.01 | 1.08444 | 1.12272 | 1.07872 | |
5315 | 2018.08.01 00:00 | sell | 2660 | 0.03 | 1.08898 | 1.12272 | 1.08326 | |
5316 | 2018.08.01 15:00 | sell | 2661 | 0.05 | 1.08955 | 1.12272 | 1.08383 | |
5317 | 2018.08.03 12:00 | sell | 2662 | 0.07 | 1.09190 | 1.12272 | 1.08618 | |
5318 | 2018.08.07 06:29 | t/p | 2654 | 0.03 | 1.09864 | 1.05464 | 1.09864 | 1343.30 | 7594047.45 |
5319 | 2018.08.07 19:00 | close | 2648 | 0.01 | 1.10171 | 1.06031 | 1.10431 | 244.24 | 7594291.69 |
5320 | 2018.08.07 19:00 | close | 2649 | 0.01 | 1.10171 | 1.05929 | 1.10329 | 324.08 | 7594615.77 |
5321 | 2018.08.08 07:00 | sell | 2663 | 0.79 | 1.09998 | 1.12272 | 1.09426 | |
5322 | 2018.08.08 08:00 | sell | 2664 | 0.56 | 1.09931 | 1.12272 | 1.09359 | |
5323 | 2018.08.08 16:00 | sell | 2665 | 0.09 | 1.09824 | 1.12272 | 1.09252 | |
5324 | 2018.08.23 00:01 | t/p | 2663 | 0.79 | 1.09426 | 1.12272 | 1.09426 | 35386.27 | 7630002.04 |
5325 | 2018.08.23 02:00 | sell | 2666 | 0.28 | 1.09684 | 1.12272 | 1.09112 | |
5326 | 2018.08.23 03:00 | sell | 2667 | 0.20 | 1.09479 | 1.12272 | 1.08907 | |
5327 | 2018.08.23 03:21 | t/p | 2664 | 0.56 | 1.09359 | 1.12272 | 1.09359 | 25083.94 | 7655085.98 |
5328 | 2018.08.23 04:00 | sell | 2668 | 0.10 | 1.09274 | 1.12272 | 1.08702 | |
5329 | 2018.08.23 04:48 | t/p | 2665 | 0.09 | 1.09252 | 1.12272 | 1.09252 | 4031.35 | 7659117.33 |
5330 | 2018.08.23 16:13 | t/p | 2666 | 0.28 | 1.09112 | 1.12272 | 1.09112 | 12541.97 | 7671659.30 |
5331 | 2018.08.24 23:00 | sell | 2669 | 0.14 | 1.09431 | 1.12272 | 1.08859 | |
5332 | 2018.08.28 08:00 | sell | 2670 | 0.28 | 1.09612 | 1.12272 | 1.09040 | |
5333 | 2018.08.29 09:32 | t/p | 2670 | 0.28 | 1.09040 | 1.12272 | 1.09040 | 12541.97 | 7684201.27 |
5334 | 2018.08.29 12:02 | t/p | 2667 | 0.20 | 1.08907 | 1.12272 | 1.08907 | 8958.55 | 7693159.82 |
5335 | 2018.08.29 13:22 | t/p | 2669 | 0.14 | 1.08859 | 1.12272 | 1.08859 | 6270.99 | 7699430.81 |
5336 | 2018.08.29 17:00 | sell | 2671 | 0.02 | 1.08799 | 1.12272 | 1.08227 | |
5337 | 2018.08.31 18:43 | t/p | 2668 | 0.10 | 1.08702 | 1.12272 | 1.08702 | 4479.28 | 7703910.09 |
5338 | 2018.08.31 19:13 | t/p | 2662 | 0.07 | 1.08618 | 1.12272 | 1.08618 | 3135.49 | 7707045.58 |
5339 | 2018.08.31 20:00 | sell | 2672 | 0.01 | 1.08613 | 1.12272 | 1.08041 | |
5340 | 2018.09.03 00:04 | t/p | 2661 | 0.05 | 1.08383 | 1.12272 | 1.08383 | 2239.63 | 7709285.21 |
5341 | 2018.09.04 06:00 | sell | 2673 | 0.05 | 1.09044 | 1.12272 | 1.08472 | |
5342 | 2018.09.05 10:00 | sell | 2674 | 0.20 | 1.09551 | 1.12272 | 1.08979 | |
5343 | 2018.09.05 11:00 | sell | 2675 | 0.10 | 1.09315 | 1.12272 | 1.08743 | |
5344 | 2018.09.05 12:00 | sell | 2676 | 0.14 | 1.09431 | 1.12272 | 1.08859 | |
5345 | 2018.09.05 17:00 | sell | 2677 | 0.07 | 1.09188 | 1.12272 | 1.08616 | |
5346 | 2018.09.06 03:02 | t/p | 2674 | 0.20 | 1.08979 | 1.12272 | 1.08979 | 8958.55 | 7718243.76 |
5347 | 2018.09.06 06:22 | t/p | 2676 | 0.14 | 1.08859 | 1.12272 | 1.08859 | 6270.99 | 7724514.75 |
5348 | 2018.09.07 09:42 | t/p | 2675 | 0.10 | 1.08743 | 1.12272 | 1.08743 | 4479.27 | 7728994.02 |
5349 | 2018.09.13 21:00 | sell | 2678 | 0.20 | 1.09535 | 1.12272 | 1.08963 | |
5350 | 2018.09.13 22:00 | sell | 2679 | 0.14 | 1.09453 | 1.12272 | 1.08881 | |
5351 | 2018.09.14 02:00 | sell | 2680 | 0.10 | 1.09278 | 1.12272 | 1.08706 | |
5352 | 2018.09.18 01:35 | t/p | 2678 | 0.20 | 1.08963 | 1.12272 | 1.08963 | 8958.55 | 7737952.57 |
5353 | 2018.09.18 01:36 | t/p | 2679 | 0.14 | 1.08881 | 1.12272 | 1.08881 | 6270.99 | 7744223.56 |
5354 | 2018.09.26 04:00 | t/p | 2680 | 0.10 | 1.08706 | 1.12272 | 1.08706 | 4479.27 | 7748702.83 |
5355 | 2018.09.26 04:00 | t/p | 2677 | 0.07 | 1.08616 | 1.12272 | 1.08616 | 3135.50 | 7751838.33 |
5356 | 2018.10.02 09:00 | sell | 2681 | 0.07 | 1.09196 | 1.12272 | 1.08624 | |
5357 | 2018.10.02 10:00 | sell | 2682 | 0.10 | 1.09216 | 1.12272 | 1.08644 | |
5358 | 2018.10.08 11:00 | sell | 2683 | 0.20 | 1.09474 | 1.12272 | 1.08902 | |
5359 | 2018.10.08 12:00 | sell | 2684 | 0.14 | 1.09404 | 1.12272 | 1.08832 | |
5360 | 2018.10.09 13:00 | sell | 2685 | 0.40 | 1.09726 | 1.12272 | 1.09154 | |
5361 | 2018.10.09 15:00 | sell | 2686 | 0.28 | 1.09712 | 1.12272 | 1.09140 | |
5362 | 2018.10.11 00:46 | t/p | 2685 | 0.40 | 1.09154 | 1.12272 | 1.09154 | 17917.10 | 7769755.43 |
5363 | 2018.10.11 00:46 | t/p | 2686 | 0.28 | 1.09140 | 1.12272 | 1.09140 | 12541.97 | 7782297.40 |
5364 | 2018.10.15 22:56 | t/p | 2683 | 0.20 | 1.08902 | 1.12272 | 1.08902 | 8958.55 | 7791255.95 |
5365 | 2018.10.15 23:13 | t/p | 2684 | 0.14 | 1.08832 | 1.12272 | 1.08832 | 6270.99 | 7797526.94 |
5366 | 2018.10.16 00:05 | t/p | 2682 | 0.10 | 1.08644 | 1.12272 | 1.08644 | 4479.27 | 7802006.21 |
5367 | 2018.10.16 00:45 | t/p | 2681 | 0.07 | 1.08624 | 1.12272 | 1.08624 | 3135.49 | 7805141.70 |
5368 | 2018.10.16 00:45 | t/p | 2673 | 0.05 | 1.08472 | 1.12272 | 1.08472 | 2239.64 | 7807381.34 |
5369 | 2018.10.16 00:54 | t/p | 2660 | 0.03 | 1.08326 | 1.12272 | 1.08326 | 1343.78 | 7808725.12 |
5370 | 2018.10.16 00:58 | t/p | 2671 | 0.02 | 1.08227 | 1.12272 | 1.08227 | 895.86 | 7809620.98 |
5371 | 2018.10.16 03:00 | close | 2659 | 0.01 | 1.08582 | 1.12272 | 1.07872 | -108.07 | 7809512.91 |
5372 | 2018.10.16 03:00 | close | 2672 | 0.01 | 1.08582 | 1.12272 | 1.08041 | 24.27 | 7809537.18 |
5373 | 2018.10.16 03:00 | sell | 2687 | 0.01 | 1.08554 | 1.12382 | 1.07982 | |
5374 | 2018.10.18 01:00 | buy | 2688 | 0.01 | 1.08572 | 1.08012 | 1.08894 | |
5375 | 2018.10.18 03:38 | t/p | 2688 | 0.01 | 1.08894 | 1.08012 | 1.08894 | 252.06 | 7809789.24 |
5376 | 2019.03.01 05:53 | t/p | 2687 | 0.01 | 1.07982 | 1.12382 | 1.07982 | 447.93 | 7810237.17 |
5377 | 2019.03.04 06:00 | buy | 2689 | 0.01 | 1.04176 | 1.01033 | 1.04748 | |
5378 | 2019.03.05 05:00 | buy | 2690 | 0.01 | 1.04058 | 1.01033 | 1.04630 | |
5379 | 2019.03.07 01:00 | buy | 2691 | 0.02 | 1.03889 | 1.01033 | 1.04461 | |
5380 | 2019.03.07 02:00 | buy | 2692 | 0.02 | 1.03890 | 1.01033 | 1.04462 | |
5381 | 2019.03.11 05:00 | buy | 2693 | 0.06 | 1.03570 | 1.01033 | 1.04142 | |
5382 | 2019.03.13 10:00 | buy | 2694 | 0.13 | 1.03209 | 1.01033 | 1.03781 | |
5383 | 2019.03.13 12:00 | buy | 2695 | 0.10 | 1.03287 | 1.01033 | 1.03859 | |
5384 | 2019.03.13 20:00 | buy | 2696 | 0.08 | 1.03399 | 1.01033 | 1.03971 | |
5385 | 2019.03.14 22:00 | buy | 2697 | 0.04 | 1.03600 | 1.01033 | 1.04172 | |
5386 | 2019.03.18 06:00 | buy | 2698 | 0.03 | 1.03717 | 1.01033 | 1.04289 | |
5387 | 2019.03.25 12:00 | buy | 2699 | 0.17 | 1.03062 | 1.01033 | 1.03634 | |
5388 | 2019.03.25 16:00 | buy | 2700 | 0.23 | 1.03028 | 1.01033 | 1.03600 | |
5389 | 2019.03.27 04:05 | t/p | 2700 | 0.23 | 1.03600 | 1.01033 | 1.03600 | 10298.65 | 7820535.82 |
5390 | 2019.03.27 04:06 | t/p | 2699 | 0.17 | 1.03634 | 1.01033 | 1.03634 | 7612.05 | 7828147.87 |
5391 | 2019.03.27 04:16 | t/p | 2694 | 0.13 | 1.03781 | 1.01033 | 1.03781 | 5820.98 | 7833968.85 |
5392 | 2019.03.27 04:17 | t/p | 2695 | 0.10 | 1.03859 | 1.01033 | 1.03859 | 4477.68 | 7838446.53 |
5393 | 2019.03.27 04:18 | t/p | 2696 | 0.08 | 1.03971 | 1.01033 | 1.03971 | 3582.14 | 7842028.67 |
5394 | 2019.03.27 04:29 | t/p | 2693 | 0.06 | 1.04142 | 1.01033 | 1.04142 | 2686.60 | 7844715.27 |
5395 | 2019.03.27 04:29 | t/p | 2697 | 0.04 | 1.04172 | 1.01033 | 1.04172 | 1791.07 | 7846506.34 |
5396 | 2019.03.27 04:31 | t/p | 2698 | 0.03 | 1.04289 | 1.01033 | 1.04289 | 1343.31 | 7847849.65 |
5397 | 2019.03.27 05:29 | t/p | 2691 | 0.02 | 1.04461 | 1.01033 | 1.04461 | 895.53 | 7848745.18 |
5398 | 2019.03.27 05:29 | t/p | 2692 | 0.02 | 1.04462 | 1.01033 | 1.04462 | 895.54 | 7849640.72 |
5399 | 2019.04.02 00:00 | t/p | 2690 | 0.01 | 1.04630 | 1.01033 | 1.04630 | 447.77 | 7850088.49 |
5400 | 2019.04.02 00:28 | t/p | 2689 | 0.01 | 1.04748 | 1.01033 | 1.04748 | 447.77 | 7850536.26 |