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 |
5551 | 2019.10.29 05:00 | sell | 2781 | 0.10 | 1.07526 | 1.10576 | 1.06954 | |
5552 | 2019.10.30 03:14 | t/p | 2764 | 0.03 | 1.08073 | 1.03673 | 1.08073 | 1343.31 | 7891805.58 |
5553 | 2019.10.30 04:00 | sell | 2782 | 0.20 | 1.07871 | 1.10576 | 1.07299 | |
5554 | 2019.10.30 06:00 | sell | 2783 | 0.28 | 1.07924 | 1.10576 | 1.07352 | |
5555 | 2019.10.31 04:00 | sell | 2784 | 0.14 | 1.07718 | 1.10576 | 1.07146 | |
5556 | 2019.11.01 04:00 | sell | 2785 | 0.05 | 1.07358 | 1.10576 | 1.06786 | |
5557 | 2019.11.01 04:19 | t/p | 2783 | 0.28 | 1.07352 | 1.10576 | 1.07352 | 12541.96 | 7904347.54 |
5558 | 2019.11.01 04:36 | t/p | 2782 | 0.20 | 1.07299 | 1.10576 | 1.07299 | 8958.55 | 7913306.09 |
5559 | 2019.11.01 15:36 | t/p | 2784 | 0.14 | 1.07146 | 1.10576 | 1.07146 | 6270.98 | 7919577.07 |
5560 | 2019.11.06 16:00 | sell | 2786 | 0.28 | 1.08017 | 1.10576 | 1.07445 | |
5561 | 2019.11.06 17:00 | sell | 2787 | 0.40 | 1.08034 | 1.10576 | 1.07462 | |
5562 | 2019.11.07 10:12 | t/p | 2763 | 0.02 | 1.08279 | 1.03879 | 1.08279 | 895.54 | 7920472.61 |
5563 | 2019.11.07 17:26 | t/p | 2761 | 0.02 | 1.08397 | 1.03997 | 1.08397 | 895.53 | 7921368.14 |
5564 | 2019.11.07 17:29 | t/p | 2762 | 0.01 | 1.08456 | 1.04056 | 1.08456 | 447.77 | 7921815.91 |
5565 | 2019.11.08 02:00 | sell | 2788 | 0.56 | 1.08212 | 1.10576 | 1.07640 | |
5566 | 2019.11.11 12:00 | sell | 2789 | 0.07 | 1.07814 | 1.10576 | 1.07242 | |
5567 | 2019.11.11 20:39 | t/p | 2788 | 0.56 | 1.07640 | 1.10576 | 1.07640 | 25083.93 | 7946899.84 |
5568 | 2019.11.12 00:00 | sell | 2790 | 0.14 | 1.07667 | 1.10576 | 1.07095 | |
5569 | 2019.11.13 03:00 | sell | 2791 | 0.13 | 1.07856 | 1.10576 | 1.07284 | |
5570 | 2019.11.13 03:19 | t/p | 2787 | 0.40 | 1.07462 | 1.10576 | 1.07462 | 17917.10 | 7964816.94 |
5571 | 2019.11.13 03:19 | t/p | 2786 | 0.28 | 1.07445 | 1.10576 | 1.07445 | 12541.97 | 7977358.91 |
5572 | 2019.11.13 03:27 | t/p | 2791 | 0.13 | 1.07284 | 1.10576 | 1.07284 | 5823.06 | 7983181.97 |
5573 | 2019.11.13 03:27 | t/p | 2789 | 0.07 | 1.07242 | 1.10576 | 1.07242 | 3135.50 | 7986317.47 |
5574 | 2019.11.13 03:29 | t/p | 2790 | 0.14 | 1.07095 | 1.10576 | 1.07095 | 6270.98 | 7992588.45 |
5575 | 2019.11.13 03:36 | t/p | 2781 | 0.10 | 1.06954 | 1.10576 | 1.06954 | 4479.27 | 7997067.72 |
5576 | 2019.11.13 03:36 | t/p | 2780 | 0.07 | 1.06931 | 1.10576 | 1.06931 | 3135.49 | 8000203.21 |
5577 | 2019.11.13 03:37 | t/p | 2785 | 0.05 | 1.06786 | 1.10576 | 1.06786 | 2239.64 | 8002442.85 |
5578 | 2019.11.13 03:38 | t/p | 2776 | 0.03 | 1.06639 | 1.10576 | 1.06639 | 1343.79 | 8003786.64 |
5579 | 2019.11.14 02:27 | t/p | 2779 | 0.02 | 1.06432 | 1.10576 | 1.06432 | 895.85 | 8004682.49 |
5580 | 2019.11.14 02:36 | t/p | 2772 | 0.01 | 1.06313 | 1.10576 | 1.06313 | 447.92 | 8005130.41 |
5581 | 2019.11.14 02:38 | t/p | 2771 | 0.01 | 1.06176 | 1.10576 | 1.06176 | 447.93 | 8005578.34 |
5582 | 2019.11.14 04:00 | sell | 2792 | 0.01 | 1.06305 | 1.10133 | 1.05733 | |
5583 | 2019.11.20 20:39 | t/p | 2792 | 0.01 | 1.05733 | 1.10133 | 1.05733 | 447.93 | 8006026.27 |
5584 | 2019.11.20 22:00 | sell | 2793 | 0.01 | 1.05958 | 1.09786 | 1.05386 | |
5585 | 2019.11.20 23:00 | close | 2793 | 0.01 | 1.05995 | 1.09786 | 1.05386 | -28.97 | 8005997.30 |
5586 | 2019.11.21 00:00 | sell | 2794 | 0.01 | 1.05932 | 1.09760 | 1.05360 | |
5587 | 2019.11.28 02:28 | t/p | 2794 | 0.01 | 1.05360 | 1.09760 | 1.05360 | 447.93 | 8006445.23 |
5588 | 2019.11.28 03:00 | sell | 2795 | 0.01 | 1.05303 | 1.09131 | 1.04731 | |
5589 | 2019.12.03 05:04 | t/p | 2795 | 0.01 | 1.04731 | 1.09131 | 1.04731 | 447.93 | 8006893.16 |
5590 | 2019.12.03 05:04 | sell | 2796 | 0.01 | 1.04701 | 1.08673 | 1.04273 | |
5591 | 2019.12.03 16:00 | sell | 2797 | 0.01 | 1.04926 | 1.08673 | 1.04354 | |
5592 | 2019.12.05 02:37 | t/p | 2797 | 0.01 | 1.04354 | 1.08673 | 1.04354 | 447.93 | 8007341.09 |
5593 | 2019.12.05 02:39 | s/l | 2760 | 0.01 | 1.04255 | 1.04255 | 1.08655 | -2996.59 | 8004344.50 |
5594 | 2019.12.05 02:39 | t/p | 2796 | 0.01 | 1.04273 | 1.08673 | 1.04273 | 335.17 | 8004679.67 |
5595 | 2019.12.05 04:00 | sell | 2798 | 0.01 | 1.04537 | 1.08365 | 1.03965 | |
5596 | 2019.12.05 10:00 | sell | 2799 | 0.01 | 1.04691 | 1.08365 | 1.04119 | |
5597 | 2019.12.06 19:26 | t/p | 2799 | 0.01 | 1.04119 | 1.08365 | 1.04119 | 447.93 | 8005127.60 |
5598 | 2019.12.11 02:03 | t/p | 2798 | 0.01 | 1.03965 | 1.08365 | 1.03965 | 447.93 | 8005575.53 |
5599 | 2019.12.11 22:00 | sell | 2800 | 0.01 | 1.04325 | 1.08153 | 1.03753 | |
5600 | 2019.12.13 04:00 | sell | 2801 | 0.02 | 1.04616 | 1.08153 | 1.04044 | |
5601 | 2019.12.13 08:00 | sell | 2802 | 0.01 | 1.04564 | 1.08153 | 1.03992 | |
5602 | 2019.12.17 05:39 | t/p | 2801 | 0.02 | 1.04044 | 1.08153 | 1.04044 | 895.86 | 8006471.39 |
5603 | 2019.12.18 23:26 | t/p | 2802 | 0.01 | 1.03992 | 1.08153 | 1.03992 | 447.92 | 8006919.31 |
5604 | 2019.12.18 23:38 | t/p | 2800 | 0.01 | 1.03753 | 1.08153 | 1.03753 | 447.92 | 8007367.23 |
5605 | 2019.12.19 00:00 | sell | 2803 | 0.01 | 1.04092 | 1.07920 | 1.03520 | |
5606 | 2019.12.19 18:00 | sell | 2804 | 0.01 | 1.04247 | 1.07920 | 1.03675 | |
5607 | 2019.12.23 03:00 | sell | 2805 | 0.02 | 1.04436 | 1.07920 | 1.03864 | |
5608 | 2019.12.23 16:00 | sell | 2806 | 0.03 | 1.04489 | 1.07920 | 1.03917 | |
5609 | 2019.12.25 02:04 | t/p | 2806 | 0.03 | 1.03917 | 1.07920 | 1.03917 | 1343.78 | 8008711.01 |
5610 | 2019.12.30 00:00 | t/p | 2805 | 0.02 | 1.03864 | 1.07920 | 1.03864 | 895.85 | 8009606.86 |
5611 | 2020.01.07 10:37 | t/p | 2804 | 0.01 | 1.03675 | 1.07920 | 1.03675 | 447.92 | 8010054.78 |
5612 | 2020.01.07 13:18 | t/p | 2803 | 0.01 | 1.03520 | 1.07920 | 1.03520 | 447.92 | 8010502.70 |
5613 | 2020.01.07 14:00 | sell | 2807 | 0.01 | 1.03480 | 1.07308 | 1.02908 | |
5614 | 2020.01.13 06:00 | sell | 2808 | 0.03 | 1.03955 | 1.07308 | 1.03383 | |
5615 | 2020.01.13 23:00 | sell | 2809 | 0.05 | 1.04077 | 1.07308 | 1.03505 | |
5616 | 2020.01.15 00:00 | buy | 2810 | 0.01 | 1.04424 | 1.01033 | 1.04996 | |
5617 | 2020.01.17 10:00 | buy | 2811 | 0.03 | 1.03937 | 1.01033 | 1.04509 | |
5618 | 2020.01.17 12:00 | buy | 2812 | 0.02 | 1.04029 | 1.01033 | 1.04601 | |
5619 | 2020.01.17 15:00 | buy | 2813 | 0.02 | 1.04141 | 1.01033 | 1.04713 | |
5620 | 2020.01.22 13:00 | buy | 2814 | 0.04 | 1.03826 | 1.01033 | 1.04398 | |
5621 | 2020.01.23 04:00 | buy | 2815 | 0.01 | 1.04283 | 1.01033 | 1.04855 | |
5622 | 2020.01.23 23:29 | t/p | 2809 | 0.05 | 1.03505 | 1.07308 | 1.03505 | 2239.64 | 8012742.34 |
5623 | 2020.01.24 17:28 | t/p | 2808 | 0.03 | 1.03383 | 1.07308 | 1.03383 | 1343.78 | 8014086.12 |
5624 | 2020.01.27 02:00 | buy | 2816 | 0.10 | 1.03487 | 1.01033 | 1.04059 | |
5625 | 2020.01.28 01:00 | buy | 2817 | 0.13 | 1.03333 | 1.01033 | 1.03905 | |
5626 | 2020.01.28 04:00 | buy | 2818 | 0.17 | 1.03287 | 1.01033 | 1.03859 | |
5627 | 2020.01.29 05:00 | buy | 2819 | 0.08 | 1.03621 | 1.01033 | 1.04193 | |
5628 | 2020.01.29 06:00 | buy | 2820 | 0.06 | 1.03702 | 1.01033 | 1.04274 | |
5629 | 2020.02.04 05:37 | t/p | 2818 | 0.17 | 1.03859 | 1.01033 | 1.03859 | 7612.04 | 8021698.16 |
5630 | 2020.02.04 05:38 | t/p | 2817 | 0.13 | 1.03905 | 1.01033 | 1.03905 | 5820.98 | 8027519.14 |
5631 | 2020.02.04 15:37 | t/p | 2816 | 0.10 | 1.04059 | 1.01033 | 1.04059 | 4477.68 | 8031996.82 |
5632 | 2020.02.05 11:37 | t/p | 2819 | 0.08 | 1.04193 | 1.01033 | 1.04193 | 3582.14 | 8035578.96 |
5633 | 2020.02.05 15:17 | t/p | 2820 | 0.06 | 1.04274 | 1.01033 | 1.04274 | 2686.60 | 8038265.56 |
5634 | 2020.02.05 15:38 | t/p | 2814 | 0.04 | 1.04398 | 1.01033 | 1.04398 | 1791.07 | 8040056.63 |
5635 | 2020.02.10 04:37 | t/p | 2811 | 0.03 | 1.04509 | 1.01033 | 1.04509 | 1343.30 | 8041399.93 |
5636 | 2020.02.10 09:14 | t/p | 2812 | 0.02 | 1.04601 | 1.01033 | 1.04601 | 895.54 | 8042295.47 |
5637 | 2020.02.11 00:00 | t/p | 2813 | 0.02 | 1.04713 | 1.01033 | 1.04713 | 895.54 | 8043191.01 |
5638 | 2020.02.11 02:00 | close | 2810 | 0.01 | 1.04710 | 1.01033 | 1.04996 | 223.89 | 8043414.90 |
5639 | 2020.02.11 02:00 | close | 2815 | 0.01 | 1.04710 | 1.01033 | 1.04855 | 334.26 | 8043749.16 |
5640 | 2020.02.11 02:00 | buy | 2821 | 0.01 | 1.04738 | 1.01033 | 1.05310 | |
5641 | 2020.02.12 21:00 | buy | 2822 | 0.02 | 1.04304 | 1.01033 | 1.04876 | |
5642 | 2020.02.12 23:00 | buy | 2823 | 0.03 | 1.04249 | 1.01033 | 1.04821 | |
5643 | 2020.02.13 19:00 | buy | 2824 | 0.02 | 1.04448 | 1.01033 | 1.05020 | |
5644 | 2020.02.14 05:00 | buy | 2825 | 0.01 | 1.04534 | 1.01033 | 1.05106 | |
5645 | 2020.02.27 18:00 | buy | 2826 | 0.04 | 1.04125 | 1.01033 | 1.04697 | |
5646 | 2020.03.02 03:14 | t/p | 2826 | 0.04 | 1.04697 | 1.01033 | 1.04697 | 1791.06 | 8045540.22 |
5647 | 2020.03.02 09:38 | t/p | 2823 | 0.03 | 1.04821 | 1.01033 | 1.04821 | 1343.30 | 8046883.52 |
5648 | 2020.03.03 16:36 | t/p | 2822 | 0.02 | 1.04876 | 1.01033 | 1.04876 | 895.53 | 8047779.05 |
5649 | 2020.03.03 17:04 | t/p | 2824 | 0.02 | 1.05020 | 1.01033 | 1.05020 | 895.53 | 8048674.58 |
5650 | 2020.03.04 00:39 | t/p | 2825 | 0.01 | 1.05106 | 1.01033 | 1.05106 | 447.77 | 8049122.35 |
5651 | 2020.03.04 16:19 | t/p | 2821 | 0.01 | 1.05310 | 1.01033 | 1.05310 | 447.77 | 8049570.12 |
5652 | 2020.03.06 02:00 | sell | 2827 | 0.40 | 1.04789 | 1.07308 | 1.04467 | |
5653 | 2020.03.06 03:00 | sell | 2828 | 0.28 | 1.04633 | 1.07308 | 1.04311 | |
5654 | 2020.03.06 04:00 | sell | 2829 | 0.20 | 1.04584 | 1.07308 | 1.04262 | |
5655 | 2020.03.06 07:39 | t/p | 2827 | 0.40 | 1.04467 | 1.07308 | 1.04467 | 10086.20 | 8059656.32 |
5656 | 2020.03.06 08:00 | sell | 2830 | 0.14 | 1.04459 | 1.07308 | 1.04137 | |
5657 | 2020.03.06 10:00 | sell | 2831 | 0.10 | 1.04368 | 1.07308 | 1.04046 | |
5658 | 2020.03.06 11:39 | t/p | 2828 | 0.28 | 1.04311 | 1.07308 | 1.04311 | 7060.34 | 8066716.66 |
5659 | 2020.03.06 15:38 | t/p | 2829 | 0.20 | 1.04262 | 1.07308 | 1.04262 | 5043.10 | 8071759.76 |
5660 | 2020.03.09 04:36 | t/p | 2830 | 0.14 | 1.04137 | 1.07308 | 1.04137 | 3530.17 | 8075289.93 |
5661 | 2020.03.09 04:37 | t/p | 2831 | 0.10 | 1.04046 | 1.07308 | 1.04046 | 2521.55 | 8077811.48 |
5662 | 2020.03.09 06:00 | sell | 2832 | 0.10 | 1.04337 | 1.07308 | 1.04015 | |
5663 | 2020.03.09 14:00 | sell | 2833 | 0.07 | 1.04224 | 1.07308 | 1.03902 | |
5664 | 2020.03.09 15:39 | t/p | 2832 | 0.10 | 1.04015 | 1.07308 | 1.04015 | 2521.55 | 8080333.03 |
5665 | 2020.03.09 16:37 | t/p | 2833 | 0.07 | 1.03902 | 1.07308 | 1.03902 | 1765.09 | 8082098.12 |
5666 | 2020.03.12 00:00 | buy | 2834 | 0.01 | 1.03328 | 1.02815 | 1.03650 | |
5667 | 2020.03.12 11:36 | t/p | 2807 | 0.01 | 1.02908 | 1.07308 | 1.02908 | 447.92 | 8082546.04 |
5668 | 2020.03.12 12:35 | s/l | 2834 | 0.01 | 1.02815 | 1.02815 | 1.03650 | -401.58 | 8082144.46 |
5669 | 2020.03.16 12:00 | buy | 2835 | 0.01 | 1.02190 | 1.01032 | 1.02762 | |
5670 | 2020.03.16 13:00 | buy | 2836 | 0.02 | 1.02131 | 1.01032 | 1.02703 | |
5671 | 2020.03.16 17:39 | s/l | 2835 | 0.01 | 1.01032 | 1.01032 | 1.02762 | -906.49 | 8081237.97 |
5672 | 2020.03.16 17:39 | s/l | 2836 | 0.02 | 1.01032 | 1.01032 | 1.02703 | -1720.62 | 8079517.35 |
5673 | 2020.03.17 23:00 | buy | 2837 | 0.01 | 1.00885 | 0.99997 | 1.01457 | |
5674 | 2020.03.18 00:00 | buy | 2838 | 0.02 | 1.00850 | 0.99997 | 1.01422 | |
5675 | 2020.03.18 04:00 | buy | 2839 | 0.02 | 1.00818 | 0.99997 | 1.01390 | |
5676 | 2020.03.18 05:00 | buy | 2840 | 0.01 | 1.00864 | 0.99997 | 1.01436 | |
5677 | 2020.03.18 12:29 | t/p | 2839 | 0.02 | 1.01390 | 0.99997 | 1.01390 | 895.53 | 8080412.88 |
5678 | 2020.03.18 12:36 | t/p | 2838 | 0.02 | 1.01422 | 0.99997 | 1.01422 | 895.53 | 8081308.41 |
5679 | 2020.03.18 12:37 | t/p | 2840 | 0.01 | 1.01436 | 0.99997 | 1.01436 | 447.77 | 8081756.18 |
5680 | 2020.03.18 12:37 | t/p | 2837 | 0.01 | 1.01457 | 0.99997 | 1.01457 | 447.76 | 8082203.94 |
5681 | 2020.03.18 13:00 | buy | 2841 | 0.01 | 1.01334 | 0.99997 | 1.01906 | |
5682 | 2020.03.18 14:00 | buy | 2842 | 0.02 | 1.01186 | 0.99997 | 1.01758 | |
5683 | 2020.03.18 20:39 | s/l | 2841 | 0.01 | 0.99997 | 0.99997 | 1.01906 | -1046.62 | 8081157.32 |
5684 | 2020.03.18 20:39 | s/l | 2842 | 0.02 | 0.99997 | 0.99997 | 1.01758 | -1861.53 | 8079295.79 |
5685 | 2020.03.19 02:00 | buy | 2843 | 0.01 | 1.01003 | 0.99745 | 1.01575 | |
5686 | 2020.03.19 03:39 | t/p | 2843 | 0.01 | 1.01575 | 0.99745 | 1.01575 | 447.77 | 8079743.56 |
5687 | 2020.03.19 04:00 | buy | 2844 | 0.01 | 1.01535 | 0.99745 | 1.02107 | |
5688 | 2020.03.19 06:00 | buy | 2845 | 0.13 | 1.01002 | 0.99745 | 1.01574 | |
5689 | 2020.03.19 10:04 | t/p | 2845 | 0.13 | 1.01574 | 0.99745 | 1.01574 | 5820.98 | 8085564.54 |
5690 | 2020.03.19 11:00 | buy | 2846 | 0.13 | 1.01023 | 0.99745 | 1.01595 | |
5691 | 2020.03.19 12:00 | buy | 2847 | 0.08 | 1.01101 | 0.99745 | 1.01673 | |
5692 | 2020.03.19 13:00 | buy | 2848 | 0.04 | 1.01214 | 0.99745 | 1.01786 | |
5693 | 2020.03.19 14:00 | buy | 2849 | 0.17 | 1.00928 | 0.99745 | 1.01500 | |
5694 | 2020.03.19 16:00 | buy | 2850 | 0.06 | 1.01202 | 0.99745 | 1.01774 | |
5695 | 2020.03.19 16:02 | t/p | 2849 | 0.17 | 1.01500 | 0.99745 | 1.01500 | 7612.05 | 8093176.59 |
5696 | 2020.03.19 16:03 | t/p | 2846 | 0.13 | 1.01595 | 0.99745 | 1.01595 | 5820.98 | 8098997.57 |
5697 | 2020.03.19 16:04 | t/p | 2847 | 0.08 | 1.01673 | 0.99745 | 1.01673 | 3582.14 | 8102579.71 |
5698 | 2020.03.19 16:12 | t/p | 2850 | 0.06 | 1.01774 | 0.99745 | 1.01774 | 2686.60 | 8105266.31 |
5699 | 2020.03.19 16:12 | t/p | 2848 | 0.04 | 1.01786 | 0.99745 | 1.01786 | 1791.06 | 8107057.37 |
5700 | 2020.03.20 00:00 | buy | 2851 | 0.23 | 1.00872 | 0.99745 | 1.01444 | |