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 |
5401 | 2019.04.02 01:00 | buy | 2701 | 0.01 | 1.04773 | 1.01033 | 1.05345 | |
5402 | 2019.04.02 07:00 | buy | 2702 | 0.01 | 1.04616 | 1.01033 | 1.05188 | |
5403 | 2019.04.04 15:39 | t/p | 2702 | 0.01 | 1.05188 | 1.01033 | 1.05188 | 447.77 | 7850984.03 |
5404 | 2019.04.04 21:29 | t/p | 2701 | 0.01 | 1.05345 | 1.01033 | 1.05345 | 447.77 | 7851431.80 |
5405 | 2019.04.04 22:00 | buy | 2703 | 0.01 | 1.05391 | 1.01563 | 1.05963 | |
5406 | 2019.04.05 01:00 | buy | 2704 | 0.01 | 1.05252 | 1.01424 | 1.05824 | |
5407 | 2019.04.09 09:27 | t/p | 2704 | 0.01 | 1.05824 | 1.01424 | 1.05824 | 447.77 | 7851879.57 |
5408 | 2019.04.10 19:39 | t/p | 2703 | 0.01 | 1.05963 | 1.01563 | 1.05963 | 447.77 | 7852327.34 |
5409 | 2019.04.10 20:00 | buy | 2705 | 0.01 | 1.05985 | 1.02157 | 1.06557 | |
5410 | 2019.04.17 01:26 | t/p | 2705 | 0.01 | 1.06557 | 1.02157 | 1.06557 | 447.77 | 7852775.11 |
5411 | 2019.04.23 17:00 | buy | 2706 | 0.01 | 1.06844 | 1.03016 | 1.07416 | |
5412 | 2019.04.24 21:00 | buy | 2707 | 0.02 | 1.06406 | 1.02578 | 1.06978 | |
5413 | 2019.04.25 00:00 | buy | 2708 | 0.03 | 1.06361 | 1.02533 | 1.06933 | |
5414 | 2019.04.29 01:00 | buy | 2709 | 0.10 | 1.05732 | 1.01904 | 1.06304 | |
5415 | 2019.04.29 09:00 | buy | 2710 | 0.13 | 1.05699 | 1.01871 | 1.06271 | |
5416 | 2019.04.29 20:00 | buy | 2711 | 0.08 | 1.05875 | 1.02047 | 1.06447 | |
5417 | 2019.05.01 03:00 | buy | 2712 | 0.06 | 1.05994 | 1.02166 | 1.06566 | |
5418 | 2019.05.06 01:00 | buy | 2713 | 0.17 | 1.05555 | 1.01727 | 1.06127 | |
5419 | 2019.05.07 07:28 | t/p | 2713 | 0.17 | 1.06127 | 1.01727 | 1.06127 | 7612.05 | 7860387.16 |
5420 | 2019.05.07 07:37 | t/p | 2710 | 0.13 | 1.06271 | 1.01871 | 1.06271 | 5820.98 | 7866208.14 |
5421 | 2019.05.07 07:37 | t/p | 2709 | 0.10 | 1.06304 | 1.01904 | 1.06304 | 4477.67 | 7870685.81 |
5422 | 2019.05.08 05:18 | t/p | 2711 | 0.08 | 1.06447 | 1.02047 | 1.06447 | 3582.14 | 7874267.95 |
5423 | 2019.05.08 05:19 | t/p | 2712 | 0.06 | 1.06566 | 1.02166 | 1.06566 | 2686.60 | 7876954.55 |
5424 | 2019.05.08 05:29 | t/p | 2708 | 0.03 | 1.06933 | 1.02533 | 1.06933 | 1343.31 | 7878297.86 |
5425 | 2019.05.08 05:36 | t/p | 2707 | 0.02 | 1.06978 | 1.02578 | 1.06978 | 895.54 | 7879193.40 |
5426 | 2019.05.08 07:00 | buy | 2714 | 0.01 | 1.06713 | 1.02885 | 1.07285 | |
5427 | 2019.05.08 08:00 | buy | 2715 | 0.02 | 1.06582 | 1.02754 | 1.07154 | |
5428 | 2019.05.08 12:00 | buy | 2716 | 0.02 | 1.06458 | 1.02630 | 1.07030 | |
5429 | 2019.05.09 23:00 | buy | 2717 | 0.06 | 1.06083 | 1.02255 | 1.06655 | |
5430 | 2019.05.10 03:00 | buy | 2718 | 0.04 | 1.06115 | 1.02287 | 1.06687 | |
5431 | 2019.05.14 19:00 | buy | 2719 | 0.13 | 1.05621 | 1.01793 | 1.06193 | |
5432 | 2019.05.15 23:00 | buy | 2720 | 0.17 | 1.05595 | 1.01767 | 1.06167 | |
5433 | 2019.05.16 22:00 | buy | 2721 | 0.23 | 1.05461 | 1.01633 | 1.06033 | |
5434 | 2019.05.20 03:00 | buy | 2722 | 0.10 | 1.05749 | 1.01921 | 1.06321 | |
5435 | 2019.05.20 07:00 | buy | 2723 | 0.08 | 1.05856 | 1.02028 | 1.06428 | |
5436 | 2019.05.29 11:26 | t/p | 2721 | 0.23 | 1.06033 | 1.01633 | 1.06033 | 10298.65 | 7889492.05 |
5437 | 2019.05.29 15:28 | t/p | 2720 | 0.17 | 1.06167 | 1.01767 | 1.06167 | 7612.05 | 7897104.10 |
5438 | 2019.05.29 16:27 | t/p | 2719 | 0.13 | 1.06193 | 1.01793 | 1.06193 | 5820.97 | 7902925.07 |
5439 | 2019.05.29 23:00 | buy | 2724 | 0.03 | 1.06240 | 1.02412 | 1.06812 | |
5440 | 2019.06.06 11:00 | buy | 2725 | 0.30 | 1.05271 | 1.01443 | 1.05843 | |
5441 | 2019.06.06 23:00 | buy | 2726 | 0.23 | 1.05359 | 1.01531 | 1.05931 | |
5442 | 2019.06.10 10:00 | buy | 2727 | 0.39 | 1.05168 | 1.01340 | 1.05740 | |
5443 | 2019.06.11 06:00 | buy | 2728 | 0.17 | 1.05473 | 1.01645 | 1.06045 | |
5444 | 2019.06.11 13:00 | buy | 2729 | 0.13 | 1.05603 | 1.01775 | 1.06175 | |
5445 | 2019.06.11 15:28 | t/p | 2727 | 0.39 | 1.05740 | 1.01340 | 1.05740 | 17462.93 | 7920388.00 |
5446 | 2019.06.14 23:18 | t/p | 2725 | 0.30 | 1.05843 | 1.01443 | 1.05843 | 13433.01 | 7933821.01 |
5447 | 2019.06.18 00:00 | sell | 2730 | 0.01 | 1.05498 | 1.09326 | 1.04926 | |
5448 | 2019.06.20 01:36 | t/p | 2730 | 0.01 | 1.04926 | 1.09326 | 1.04926 | 447.93 | 7934268.94 |
5449 | 2019.06.20 03:00 | sell | 2731 | 0.01 | 1.05045 | 1.08873 | 1.04473 | |
5450 | 2019.06.24 01:00 | sell | 2732 | 0.01 | 1.05183 | 1.08873 | 1.04611 | |
5451 | 2019.06.26 04:36 | t/p | 2732 | 0.01 | 1.04611 | 1.08873 | 1.04611 | 447.93 | 7934716.87 |
5452 | 2019.06.26 04:39 | t/p | 2731 | 0.01 | 1.04473 | 1.08873 | 1.04473 | 447.93 | 7935164.80 |
5453 | 2019.06.26 06:00 | sell | 2733 | 0.01 | 1.04670 | 1.08498 | 1.04098 | |
5454 | 2019.07.02 07:13 | t/p | 2733 | 0.01 | 1.04098 | 1.08498 | 1.04098 | 447.93 | 7935612.73 |
5455 | 2019.07.03 03:00 | sell | 2734 | 0.01 | 1.04723 | 1.08551 | 1.04151 | |
5456 | 2019.07.05 02:00 | sell | 2735 | 0.01 | 1.04942 | 1.08551 | 1.04370 | |
5457 | 2019.07.08 04:00 | sell | 2736 | 0.03 | 1.05226 | 1.08551 | 1.04654 | |
5458 | 2019.07.08 05:00 | sell | 2737 | 0.05 | 1.05266 | 1.08551 | 1.04694 | |
5459 | 2019.07.08 13:00 | sell | 2738 | 0.02 | 1.05098 | 1.08551 | 1.04526 | |
5460 | 2019.07.10 15:37 | t/p | 2737 | 0.05 | 1.04694 | 1.08551 | 1.04694 | 2239.64 | 7937852.37 |
5461 | 2019.07.10 15:38 | t/p | 2736 | 0.03 | 1.04654 | 1.08551 | 1.04654 | 1343.79 | 7939196.16 |
5462 | 2019.07.11 15:27 | t/p | 2738 | 0.02 | 1.04526 | 1.08551 | 1.04526 | 895.86 | 7940092.02 |
5463 | 2019.07.17 06:00 | close | 2706 | 0.01 | 1.04478 | 1.03016 | 1.07416 | -1852.13 | 7938239.89 |
5464 | 2019.07.17 06:00 | close | 2714 | 0.01 | 1.04478 | 1.02885 | 1.07285 | -1749.58 | 7936490.31 |
5465 | 2019.07.17 06:00 | close | 2715 | 0.02 | 1.04478 | 1.02754 | 1.07154 | -3294.06 | 7933196.25 |
5466 | 2019.07.17 06:00 | close | 2716 | 0.02 | 1.04478 | 1.02630 | 1.07030 | -3099.92 | 7930096.33 |
5467 | 2019.07.17 06:00 | close | 2717 | 0.06 | 1.04478 | 1.02255 | 1.06655 | -7538.46 | 7922557.87 |
5468 | 2019.07.17 06:00 | close | 2718 | 0.04 | 1.04478 | 1.02287 | 1.06687 | -5125.84 | 7917432.03 |
5469 | 2019.07.17 06:00 | close | 2722 | 0.10 | 1.04478 | 1.01921 | 1.06321 | -9949.52 | 7907482.51 |
5470 | 2019.07.17 06:00 | close | 2723 | 0.08 | 1.04478 | 1.02028 | 1.06428 | -8629.69 | 7898852.82 |
5471 | 2019.07.17 06:00 | close | 2724 | 0.03 | 1.04478 | 1.02412 | 1.06812 | -4137.93 | 7894714.89 |
5472 | 2019.07.17 06:00 | close | 2726 | 0.23 | 1.04478 | 1.01531 | 1.05931 | -15862.08 | 7878852.81 |
5473 | 2019.07.17 06:00 | close | 2728 | 0.17 | 1.04478 | 1.01645 | 1.06045 | -13241.24 | 7865611.57 |
5474 | 2019.07.17 06:00 | close | 2729 | 0.13 | 1.04478 | 1.01775 | 1.06175 | -11448.60 | 7854162.97 |
5475 | 2019.07.17 10:37 | t/p | 2735 | 0.01 | 1.04370 | 1.08551 | 1.04370 | 447.93 | 7854610.90 |
5476 | 2019.07.17 15:36 | t/p | 2734 | 0.01 | 1.04151 | 1.08551 | 1.04151 | 447.92 | 7855058.82 |
5477 | 2019.07.17 16:00 | sell | 2739 | 0.01 | 1.04135 | 1.07963 | 1.03563 | |
5478 | 2019.07.18 05:00 | buy | 2740 | 0.01 | 1.04239 | 1.01033 | 1.04811 | |
5479 | 2019.07.22 22:00 | buy | 2741 | 0.02 | 1.04020 | 1.01033 | 1.04592 | |
5480 | 2019.07.23 00:00 | buy | 2742 | 0.01 | 1.04104 | 1.03647 | 1.04426 | |
5481 | 2019.07.23 11:36 | t/p | 2742 | 0.01 | 1.04426 | 1.03647 | 1.04426 | 252.07 | 7855310.89 |
5482 | 2019.07.25 03:00 | buy | 2743 | 0.01 | 1.04157 | 1.03738 | 1.04479 | |
5483 | 2019.07.31 05:39 | t/p | 2743 | 0.01 | 1.04479 | 1.03738 | 1.04479 | 252.07 | 7855562.96 |
5484 | 2019.08.02 14:00 | buy | 2744 | 0.01 | 1.04092 | 1.03381 | 1.04414 | |
5485 | 2019.08.05 20:38 | t/p | 2739 | 0.01 | 1.03563 | 1.07963 | 1.03563 | 447.93 | 7856010.89 |
5486 | 2019.08.06 01:19 | s/l | 2744 | 0.01 | 1.03381 | 1.03381 | 1.04414 | -556.58 | 7855454.31 |
5487 | 2019.08.06 07:00 | buy | 2745 | 0.04 | 1.03703 | 1.03175 | 1.04025 | |
5488 | 2019.08.06 08:00 | buy | 2746 | 0.03 | 1.03789 | 1.03261 | 1.04111 | |
5489 | 2019.08.06 09:00 | buy | 2747 | 0.02 | 1.03936 | 1.03408 | 1.04258 | |
5490 | 2019.08.07 00:39 | s/l | 2747 | 0.02 | 1.03408 | 1.03408 | 1.04258 | -826.65 | 7854627.66 |
5491 | 2019.08.07 04:04 | s/l | 2746 | 0.03 | 1.03261 | 1.03261 | 1.04111 | -1239.97 | 7853387.69 |
5492 | 2019.08.07 04:14 | s/l | 2745 | 0.04 | 1.03175 | 1.03175 | 1.04025 | -1653.29 | 7851734.40 |
5493 | 2019.08.07 05:38 | t/p | 2741 | 0.02 | 1.04592 | 1.01033 | 1.04592 | 895.54 | 7852629.94 |
5494 | 2019.08.07 05:39 | t/p | 2740 | 0.01 | 1.04811 | 1.01033 | 1.04811 | 447.77 | 7853077.71 |
5495 | 2019.08.07 07:00 | buy | 2748 | 0.01 | 1.04710 | 1.01033 | 1.05282 | |
5496 | 2019.08.07 13:00 | buy | 2749 | 0.01 | 1.04569 | 1.01033 | 1.05141 | |
5497 | 2019.08.08 14:26 | t/p | 2749 | 0.01 | 1.05141 | 1.01033 | 1.05141 | 447.77 | 7853525.48 |
5498 | 2019.08.13 16:36 | t/p | 2748 | 0.01 | 1.05282 | 1.01033 | 1.05282 | 447.76 | 7853973.24 |
5499 | 2019.08.13 17:00 | buy | 2750 | 0.01 | 1.05292 | 1.01464 | 1.05864 | |
5500 | 2019.08.13 18:00 | buy | 2751 | 0.01 | 1.05177 | 1.01349 | 1.05749 | |
5501 | 2019.08.19 07:00 | close | 2750 | 0.01 | 1.05616 | 1.01464 | 1.05864 | 253.63 | 7854226.87 |
5502 | 2019.08.19 07:00 | close | 2751 | 0.01 | 1.05616 | 1.01349 | 1.05749 | 343.65 | 7854570.52 |
5503 | 2019.08.19 07:00 | buy | 2752 | 0.01 | 1.05644 | 1.01816 | 1.06216 | |
5504 | 2019.08.28 03:37 | t/p | 2752 | 0.01 | 1.06216 | 1.01816 | 1.06216 | 447.77 | 7855018.29 |
5505 | 2019.08.28 04:00 | buy | 2753 | 0.01 | 1.06160 | 1.02332 | 1.06732 | |
5506 | 2019.08.28 11:00 | close | 2753 | 0.01 | 1.06320 | 1.02332 | 1.06732 | 125.25 | 7855143.54 |
5507 | 2019.08.28 11:00 | buy | 2754 | 0.01 | 1.06348 | 1.02520 | 1.06920 | |
5508 | 2019.08.29 01:00 | sell | 2755 | 0.01 | 1.06281 | 1.06722 | 1.05959 | |
5509 | 2019.08.29 12:00 | sell | 2756 | 0.10 | 1.06371 | 1.06722 | 1.06049 | |
5510 | 2019.08.29 13:00 | sell | 2757 | 0.05 | 1.06353 | 1.06722 | 1.06031 | |
5511 | 2019.08.29 21:39 | s/l | 2755 | 0.01 | 1.06722 | 1.06722 | 1.05959 | -345.34 | 7854798.20 |
5512 | 2019.08.29 21:39 | s/l | 2756 | 0.10 | 1.06722 | 1.06722 | 1.06049 | -2748.65 | 7852049.55 |
5513 | 2019.08.29 21:39 | s/l | 2757 | 0.05 | 1.06722 | 1.06722 | 1.06031 | -1444.80 | 7850604.75 |
5514 | 2019.08.30 21:37 | t/p | 2754 | 0.01 | 1.06920 | 1.02520 | 1.06920 | 447.77 | 7851052.52 |
5515 | 2019.09.03 04:00 | buy | 2758 | 0.01 | 1.06587 | 1.02759 | 1.07159 | |
5516 | 2019.09.12 21:36 | t/p | 2758 | 0.01 | 1.07159 | 1.02759 | 1.07159 | 447.77 | 7851500.29 |
5517 | 2019.09.12 22:00 | buy | 2759 | 0.01 | 1.07209 | 1.03381 | 1.07781 | |
5518 | 2019.09.13 16:39 | t/p | 2759 | 0.01 | 1.07781 | 1.03381 | 1.07781 | 447.76 | 7851948.05 |
5519 | 2019.09.19 00:00 | buy | 2760 | 0.01 | 1.08083 | 1.04255 | 1.08655 | |
5520 | 2019.09.19 18:00 | buy | 2761 | 0.02 | 1.07825 | 1.03997 | 1.08397 | |
5521 | 2019.09.19 22:00 | buy | 2762 | 0.01 | 1.07884 | 1.04056 | 1.08456 | |
5522 | 2019.09.24 11:00 | buy | 2763 | 0.02 | 1.07707 | 1.03879 | 1.08279 | |
5523 | 2019.09.25 16:00 | buy | 2764 | 0.03 | 1.07501 | 1.03673 | 1.08073 | |
5524 | 2019.09.27 01:00 | buy | 2765 | 0.06 | 1.07276 | 1.03448 | 1.07848 | |
5525 | 2019.09.27 06:00 | buy | 2766 | 0.04 | 1.07348 | 1.03520 | 1.07920 | |
5526 | 2019.09.30 04:36 | t/p | 2765 | 0.06 | 1.07848 | 1.03448 | 1.07848 | 2686.61 | 7854634.66 |
5527 | 2019.09.30 05:29 | t/p | 2766 | 0.04 | 1.07920 | 1.03520 | 1.07920 | 1791.07 | 7856425.73 |
5528 | 2019.10.03 06:00 | buy | 2767 | 0.06 | 1.07274 | 1.03446 | 1.07846 | |
5529 | 2019.10.03 07:00 | buy | 2768 | 0.08 | 1.07202 | 1.03374 | 1.07774 | |
5530 | 2019.10.03 22:00 | buy | 2769 | 0.10 | 1.07085 | 1.03257 | 1.07657 | |
5531 | 2019.10.04 16:00 | buy | 2770 | 0.13 | 1.06959 | 1.03131 | 1.07531 | |
5532 | 2019.10.09 04:00 | sell | 2771 | 0.01 | 1.06748 | 1.10576 | 1.06176 | |
5533 | 2019.10.09 21:00 | sell | 2772 | 0.01 | 1.06885 | 1.10576 | 1.06313 | |
5534 | 2019.10.14 05:28 | t/p | 2770 | 0.13 | 1.07531 | 1.03131 | 1.07531 | 5820.98 | 7862246.71 |
5535 | 2019.10.14 13:00 | sell | 2773 | 0.05 | 1.07307 | 1.10576 | 1.06735 | |
5536 | 2019.10.15 06:00 | sell | 2774 | 0.07 | 1.07448 | 1.10576 | 1.06876 | |
5537 | 2019.10.15 10:36 | t/p | 2769 | 0.10 | 1.07657 | 1.03257 | 1.07657 | 4477.67 | 7866724.38 |
5538 | 2019.10.15 14:39 | t/p | 2768 | 0.08 | 1.07774 | 1.03374 | 1.07774 | 3582.14 | 7870306.52 |
5539 | 2019.10.15 19:00 | sell | 2775 | 0.10 | 1.07526 | 1.10576 | 1.06954 | |
5540 | 2019.10.16 00:00 | sell | 2776 | 0.03 | 1.07211 | 1.10576 | 1.06639 | |
5541 | 2019.10.16 00:38 | t/p | 2775 | 0.10 | 1.06954 | 1.10576 | 1.06954 | 4479.27 | 7874785.79 |
5542 | 2019.10.16 00:39 | t/p | 2774 | 0.07 | 1.06876 | 1.10576 | 1.06876 | 3135.49 | 7877921.28 |
5543 | 2019.10.17 02:00 | sell | 2777 | 0.07 | 1.07399 | 1.10576 | 1.06827 | |
5544 | 2019.10.17 04:27 | t/p | 2767 | 0.06 | 1.07846 | 1.03446 | 1.07846 | 2686.60 | 7880607.88 |
5545 | 2019.10.17 17:00 | sell | 2778 | 0.10 | 1.07615 | 1.10576 | 1.07043 | |
5546 | 2019.10.22 03:36 | t/p | 2778 | 0.10 | 1.07043 | 1.10576 | 1.07043 | 4479.27 | 7885087.15 |
5547 | 2019.10.22 04:00 | sell | 2779 | 0.02 | 1.07004 | 1.10576 | 1.06432 | |
5548 | 2019.10.23 13:38 | t/p | 2777 | 0.07 | 1.06827 | 1.10576 | 1.06827 | 3135.49 | 7888222.64 |
5549 | 2019.10.23 15:38 | t/p | 2773 | 0.05 | 1.06735 | 1.10576 | 1.06735 | 2239.63 | 7890462.27 |
5550 | 2019.10.29 04:00 | sell | 2780 | 0.07 | 1.07503 | 1.10576 | 1.06931 | |