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 |
5701 | 2020.03.20 03:00 | buy | 2852 | 0.10 | 1.01073 | 0.99745 | 1.01645 | |
5702 | 2020.03.20 04:00 | buy | 2853 | 0.06 | 1.01191 | 0.99745 | 1.01763 | |
5703 | 2020.03.20 04:37 | t/p | 2851 | 0.23 | 1.01444 | 0.99745 | 1.01444 | 10298.65 | 8117356.02 |
5704 | 2020.03.20 05:00 | buy | 2854 | 0.01 | 1.01457 | 0.99745 | 1.02029 | |
5705 | 2020.03.20 05:27 | t/p | 2852 | 0.10 | 1.01645 | 0.99745 | 1.01645 | 4477.67 | 8121833.69 |
5706 | 2020.03.20 05:37 | t/p | 2853 | 0.06 | 1.01763 | 0.99745 | 1.01763 | 2686.60 | 8124520.29 |
5707 | 2020.03.20 07:12 | t/p | 2854 | 0.01 | 1.02029 | 0.99745 | 1.02029 | 447.77 | 8124968.06 |
5708 | 2020.03.20 18:13 | t/p | 2844 | 0.01 | 1.02107 | 0.99745 | 1.02107 | 447.77 | 8125415.83 |
5709 | 2020.03.20 19:00 | buy | 2855 | 0.01 | 1.01783 | 0.99745 | 1.02355 | |
5710 | 2020.03.23 10:38 | t/p | 2855 | 0.01 | 1.02355 | 0.99745 | 1.02355 | 447.77 | 8125863.60 |
5711 | 2020.03.23 12:00 | buy | 2856 | 0.01 | 1.02131 | 0.99745 | 1.02703 | |
5712 | 2020.03.24 00:00 | buy | 2857 | 0.01 | 1.02030 | 0.99745 | 1.02602 | |
5713 | 2020.03.24 10:14 | t/p | 2857 | 0.01 | 1.02602 | 0.99745 | 1.02602 | 447.77 | 8126311.37 |
5714 | 2020.03.25 10:27 | t/p | 2856 | 0.01 | 1.02703 | 0.99745 | 1.02703 | 447.77 | 8126759.14 |
5715 | 2020.03.25 11:00 | buy | 2858 | 0.01 | 1.02835 | 0.99745 | 1.03407 | |
5716 | 2020.03.25 16:00 | buy | 2859 | 0.01 | 1.02710 | 0.99745 | 1.03282 | |
5717 | 2020.03.26 14:00 | buy | 2860 | 0.13 | 1.01918 | 0.99745 | 1.02490 | |
5718 | 2020.03.26 15:00 | buy | 2861 | 0.08 | 1.02047 | 0.99745 | 1.02619 | |
5719 | 2020.03.26 18:00 | buy | 2862 | 0.10 | 1.01972 | 0.99745 | 1.02544 | |
5720 | 2020.03.27 09:00 | buy | 2863 | 0.04 | 1.02302 | 0.99745 | 1.02874 | |
5721 | 2020.03.30 17:00 | buy | 2864 | 0.03 | 1.02353 | 0.99745 | 1.02925 | |
5722 | 2020.03.30 17:28 | t/p | 2860 | 0.13 | 1.02490 | 0.99745 | 1.02490 | 5820.98 | 8132580.12 |
5723 | 2020.03.30 17:36 | t/p | 2862 | 0.10 | 1.02544 | 0.99745 | 1.02544 | 4477.68 | 8137057.80 |
5724 | 2020.03.30 17:39 | t/p | 2861 | 0.08 | 1.02619 | 0.99745 | 1.02619 | 3582.14 | 8140639.94 |
5725 | 2020.03.30 18:00 | buy | 2865 | 0.02 | 1.02578 | 0.99745 | 1.03150 | |
5726 | 2020.03.31 01:00 | buy | 2866 | 0.02 | 1.02518 | 0.99745 | 1.03090 | |
5727 | 2020.03.31 08:38 | t/p | 2863 | 0.04 | 1.02874 | 0.99745 | 1.02874 | 1791.07 | 8142431.01 |
5728 | 2020.03.31 10:36 | t/p | 2864 | 0.03 | 1.02925 | 0.99745 | 1.02925 | 1343.30 | 8143774.31 |
5729 | 2020.03.31 17:29 | t/p | 2866 | 0.02 | 1.03090 | 0.99745 | 1.03090 | 895.54 | 8144669.85 |
5730 | 2020.03.31 17:37 | t/p | 2865 | 0.02 | 1.03150 | 0.99745 | 1.03150 | 895.53 | 8145565.38 |
5731 | 2020.03.31 17:39 | t/p | 2859 | 0.01 | 1.03282 | 0.99745 | 1.03282 | 447.76 | 8146013.14 |
5732 | 2020.04.01 17:38 | t/p | 2858 | 0.01 | 1.03407 | 0.99745 | 1.03407 | 447.76 | 8146460.90 |
5733 | 2020.04.03 00:00 | buy | 2867 | 0.01 | 1.02380 | 0.99745 | 1.02952 | |
5734 | 2020.04.07 10:19 | t/p | 2867 | 0.01 | 1.02952 | 0.99745 | 1.02952 | 447.77 | 8146908.67 |
5735 | 2020.04.07 11:00 | buy | 2868 | 0.01 | 1.03143 | 0.99745 | 1.03715 | |
5736 | 2020.04.08 23:39 | t/p | 2868 | 0.01 | 1.03715 | 0.99745 | 1.03715 | 447.77 | 8147356.44 |
5737 | 2020.04.09 00:00 | buy | 2869 | 0.01 | 1.03580 | 0.99745 | 1.04152 | |
5738 | 2020.04.09 20:18 | t/p | 2869 | 0.01 | 1.04152 | 0.99745 | 1.04152 | 447.77 | 8147804.21 |
5739 | 2020.04.09 21:00 | buy | 2870 | 0.01 | 1.04135 | 1.00307 | 1.04707 | |
5740 | 2020.04.13 15:26 | t/p | 2870 | 0.01 | 1.04707 | 1.00307 | 1.04707 | 447.77 | 8148251.98 |
5741 | 2020.04.13 16:00 | buy | 2871 | 0.01 | 1.04760 | 1.00932 | 1.05332 | |
5742 | 2020.04.14 17:26 | t/p | 2871 | 0.01 | 1.05332 | 1.00932 | 1.05332 | 447.76 | 8148699.74 |
5743 | 2020.04.14 18:00 | buy | 2872 | 0.01 | 1.05496 | 1.01668 | 1.06068 | |
5744 | 2020.04.14 23:00 | close | 2872 | 0.01 | 1.05549 | 1.01668 | 1.06068 | 41.49 | 8148741.23 |
5745 | 2020.04.14 23:00 | buy | 2873 | 0.01 | 1.05577 | 1.01749 | 1.06149 | |
5746 | 2020.04.15 01:00 | buy | 2874 | 0.01 | 1.05448 | 1.01620 | 1.06020 | |
5747 | 2020.04.15 07:00 | close | 2873 | 0.01 | 1.05480 | 1.01749 | 1.06149 | -75.93 | 8148665.30 |
5748 | 2020.04.15 07:00 | close | 2874 | 0.01 | 1.05480 | 1.01620 | 1.06020 | 25.05 | 8148690.35 |
5749 | 2020.04.15 07:00 | buy | 2875 | 0.01 | 1.05508 | 1.01680 | 1.06080 | |
5750 | 2020.04.16 23:39 | t/p | 2875 | 0.01 | 1.06080 | 1.01680 | 1.06080 | 447.76 | 8149138.11 |
5751 | 2020.04.17 00:00 | buy | 2876 | 0.01 | 1.05912 | 1.02084 | 1.06484 | |
5752 | 2020.04.21 05:00 | buy | 2877 | 0.06 | 1.05120 | 1.01292 | 1.05692 | |
5753 | 2020.04.21 07:00 | buy | 2878 | 0.04 | 1.05205 | 1.01377 | 1.05777 | |
5754 | 2020.04.21 10:00 | buy | 2879 | 0.03 | 1.05343 | 1.01515 | 1.05915 | |
5755 | 2020.04.21 16:00 | buy | 2880 | 0.02 | 1.05433 | 1.01605 | 1.06005 | |
5756 | 2020.04.22 05:26 | t/p | 2877 | 0.06 | 1.05692 | 1.01292 | 1.05692 | 2686.61 | 8151824.72 |
5757 | 2020.04.22 05:29 | t/p | 2878 | 0.04 | 1.05777 | 1.01377 | 1.05777 | 1791.07 | 8153615.79 |
5758 | 2020.04.22 06:00 | buy | 2881 | 0.01 | 1.05741 | 1.01913 | 1.06313 | |
5759 | 2020.04.22 14:00 | buy | 2882 | 0.02 | 1.05671 | 1.01843 | 1.06243 | |
5760 | 2020.04.22 16:38 | t/p | 2879 | 0.03 | 1.05915 | 1.01515 | 1.05915 | 1343.30 | 8154959.09 |
5761 | 2020.04.22 17:19 | t/p | 2880 | 0.02 | 1.06005 | 1.01605 | 1.06005 | 895.54 | 8155854.63 |
5762 | 2020.04.22 19:13 | t/p | 2882 | 0.02 | 1.06243 | 1.01843 | 1.06243 | 895.54 | 8156750.17 |
5763 | 2020.04.23 02:36 | t/p | 2881 | 0.01 | 1.06313 | 1.01913 | 1.06313 | 447.77 | 8157197.94 |
5764 | 2020.04.27 05:39 | t/p | 2876 | 0.01 | 1.06484 | 1.02084 | 1.06484 | 447.77 | 8157645.71 |
5765 | 2020.04.27 06:00 | buy | 2883 | 0.01 | 1.06479 | 1.02651 | 1.07051 | |
5766 | 2020.04.28 01:36 | t/p | 2883 | 0.01 | 1.07051 | 1.02651 | 1.07051 | 447.76 | 8158093.47 |
5767 | 2020.04.28 02:00 | buy | 2884 | 0.01 | 1.07044 | 1.03216 | 1.07616 | |
5768 | 2020.04.30 12:00 | buy | 2885 | 0.01 | 1.06925 | 1.03097 | 1.07497 | |
5769 | 2020.05.01 15:00 | buy | 2886 | 0.08 | 1.06163 | 1.02335 | 1.06735 | |
5770 | 2020.05.01 18:00 | buy | 2887 | 0.06 | 1.06209 | 1.02381 | 1.06781 | |
5771 | 2020.05.04 17:00 | buy | 2888 | 0.04 | 1.06315 | 1.02487 | 1.06887 | |
5772 | 2020.05.04 18:00 | buy | 2889 | 0.03 | 1.06443 | 1.02615 | 1.07015 | |
5773 | 2020.05.06 19:00 | buy | 2890 | 0.02 | 1.06597 | 1.02769 | 1.07169 | |
5774 | 2020.05.07 08:37 | t/p | 2886 | 0.08 | 1.06735 | 1.02335 | 1.06735 | 3582.14 | 8161675.61 |
5775 | 2020.05.07 09:00 | buy | 2891 | 0.02 | 1.06752 | 1.02924 | 1.07324 | |
5776 | 2020.05.07 09:19 | t/p | 2887 | 0.06 | 1.06781 | 1.02381 | 1.06781 | 2686.61 | 8164362.22 |
5777 | 2020.05.07 10:01 | t/p | 2888 | 0.04 | 1.06887 | 1.02487 | 1.06887 | 1791.07 | 8166153.29 |
5778 | 2020.05.13 05:29 | t/p | 2889 | 0.03 | 1.07015 | 1.02615 | 1.07015 | 1343.31 | 8167496.60 |
5779 | 2020.05.13 05:37 | t/p | 2890 | 0.02 | 1.07169 | 1.02769 | 1.07169 | 895.53 | 8168392.13 |
5780 | 2020.05.13 05:39 | t/p | 2891 | 0.02 | 1.07324 | 1.02924 | 1.07324 | 895.53 | 8169287.66 |
5781 | 2020.05.13 06:27 | t/p | 2885 | 0.01 | 1.07497 | 1.03097 | 1.07497 | 447.77 | 8169735.43 |
5782 | 2020.05.13 06:38 | t/p | 2884 | 0.01 | 1.07616 | 1.03216 | 1.07616 | 447.77 | 8170183.20 |
5783 | 2020.05.13 08:00 | buy | 2892 | 0.01 | 1.07706 | 1.03878 | 1.08278 | |
5784 | 2020.05.13 09:00 | buy | 2893 | 0.01 | 1.07570 | 1.03742 | 1.08142 | |
5785 | 2020.05.15 18:37 | t/p | 2893 | 0.01 | 1.08142 | 1.03742 | 1.08142 | 447.77 | 8170630.97 |
5786 | 2020.05.18 03:14 | t/p | 2892 | 0.01 | 1.08278 | 1.03878 | 1.08278 | 447.77 | 8171078.74 |
5787 | 2020.05.18 04:00 | buy | 2894 | 0.01 | 1.08222 | 1.04394 | 1.08794 | |
5788 | 2020.05.20 19:00 | buy | 2895 | 0.06 | 1.07420 | 1.03592 | 1.07992 | |
5789 | 2020.05.20 23:00 | buy | 2896 | 0.08 | 1.07344 | 1.03516 | 1.07916 | |
5790 | 2020.05.22 18:00 | buy | 2897 | 0.10 | 1.07192 | 1.03364 | 1.07764 | |
5791 | 2020.05.28 04:00 | buy | 2898 | 0.13 | 1.07079 | 1.03251 | 1.07651 | |
5792 | 2020.05.29 22:00 | buy | 2899 | 0.04 | 1.07494 | 1.03666 | 1.08066 | |
5793 | 2020.06.01 04:26 | t/p | 2898 | 0.13 | 1.07651 | 1.03251 | 1.07651 | 5820.97 | 8176899.71 |
5794 | 2020.06.01 04:36 | t/p | 2897 | 0.10 | 1.07764 | 1.03364 | 1.07764 | 4477.67 | 8181377.38 |
5795 | 2020.06.01 05:00 | buy | 2900 | 0.02 | 1.07751 | 1.03923 | 1.08323 | |
5796 | 2020.06.01 08:38 | t/p | 2896 | 0.08 | 1.07916 | 1.03516 | 1.07916 | 3582.14 | 8184959.52 |
5797 | 2020.06.01 09:00 | buy | 2901 | 0.02 | 1.07949 | 1.04121 | 1.08521 | |
5798 | 2020.06.01 09:26 | t/p | 2895 | 0.06 | 1.07992 | 1.03592 | 1.07992 | 2686.61 | 8187646.13 |
5799 | 2020.06.01 09:38 | t/p | 2899 | 0.04 | 1.08066 | 1.03666 | 1.08066 | 1791.07 | 8189437.20 |
5800 | 2020.06.01 10:00 | buy | 2902 | 0.01 | 1.08067 | 1.04239 | 1.08639 | |
5801 | 2020.06.02 09:36 | t/p | 2900 | 0.02 | 1.08323 | 1.03923 | 1.08323 | 895.54 | 8190332.74 |
5802 | 2020.06.02 11:17 | t/p | 2901 | 0.02 | 1.08521 | 1.04121 | 1.08521 | 895.54 | 8191228.28 |
5803 | 2020.06.02 11:29 | t/p | 2902 | 0.01 | 1.08639 | 1.04239 | 1.08639 | 447.77 | 8191676.05 |
5804 | 2020.06.02 12:39 | t/p | 2894 | 0.01 | 1.08794 | 1.04394 | 1.08794 | 447.77 | 8192123.82 |
5805 | 2020.06.02 13:00 | buy | 2903 | 0.01 | 1.08737 | 1.04909 | 1.09309 | |
5806 | 2020.06.02 14:00 | buy | 2904 | 0.01 | 1.08565 | 1.04737 | 1.09137 | |
5807 | 2020.06.02 15:00 | buy | 2905 | 0.02 | 1.08423 | 1.04595 | 1.08995 | |
5808 | 2020.06.02 18:00 | buy | 2906 | 0.02 | 1.08321 | 1.04493 | 1.08893 | |
5809 | 2020.06.04 16:00 | buy | 2907 | 0.10 | 1.07689 | 1.03861 | 1.08261 | |
5810 | 2020.06.04 18:00 | buy | 2908 | 0.06 | 1.07901 | 1.04073 | 1.08473 | |
5811 | 2020.06.08 11:00 | buy | 2909 | 0.30 | 1.07162 | 1.03334 | 1.07734 | |
5812 | 2020.06.08 23:00 | buy | 2910 | 0.39 | 1.07040 | 1.03212 | 1.07612 | |
5813 | 2020.06.09 16:00 | buy | 2911 | 0.51 | 1.06953 | 1.03125 | 1.07525 | |
5814 | 2020.06.10 08:00 | sell | 2912 | 0.01 | 1.06750 | 1.09025 | 1.06178 | |
5815 | 2020.06.11 05:00 | sell | 2913 | 0.01 | 1.06899 | 1.09025 | 1.06327 | |
5816 | 2020.06.12 04:38 | t/p | 2913 | 0.01 | 1.06327 | 1.09025 | 1.06327 | 447.93 | 8192571.75 |
5817 | 2020.06.15 01:00 | t/p | 2912 | 0.01 | 1.06178 | 1.09025 | 1.06178 | 447.93 | 8193019.68 |
5818 | 2020.06.15 01:00 | sell | 2914 | 0.01 | 1.06070 | 1.09025 | 1.05498 | |
5819 | 2020.06.15 02:00 | sell | 2915 | 0.02 | 1.06362 | 1.09025 | 1.05790 | |
5820 | 2020.06.15 05:00 | sell | 2916 | 0.03 | 1.06427 | 1.09025 | 1.05855 | |
5821 | 2020.06.15 10:39 | t/p | 2916 | 0.03 | 1.05855 | 1.09025 | 1.05855 | 1343.78 | 8194363.46 |
5822 | 2020.06.16 17:00 | sell | 2917 | 0.28 | 1.06971 | 1.09025 | 1.06399 | |
5823 | 2020.06.16 19:00 | sell | 2918 | 0.10 | 1.06749 | 1.09025 | 1.06177 | |
5824 | 2020.06.16 21:00 | sell | 2919 | 0.14 | 1.06762 | 1.09025 | 1.06190 | |
5825 | 2020.06.17 00:00 | sell | 2920 | 0.05 | 1.06502 | 1.09025 | 1.05930 | |
5826 | 2020.06.17 04:00 | sell | 2921 | 0.07 | 1.06597 | 1.09025 | 1.06025 | |
5827 | 2020.06.18 01:39 | t/p | 2917 | 0.28 | 1.06399 | 1.09025 | 1.06399 | 12541.97 | 8206905.43 |
5828 | 2020.06.18 16:00 | sell | 2922 | 0.03 | 1.06456 | 1.09025 | 1.05884 | |
5829 | 2020.06.24 05:39 | t/p | 2911 | 0.51 | 1.07525 | 1.03125 | 1.07525 | 22836.14 | 8229741.57 |
5830 | 2020.06.24 22:00 | sell | 2923 | 0.56 | 1.07176 | 1.09025 | 1.06604 | |
5831 | 2020.06.25 01:00 | sell | 2924 | 0.40 | 1.07138 | 1.09025 | 1.06566 | |
5832 | 2020.06.25 04:00 | sell | 2925 | 0.22 | 1.07009 | 1.09025 | 1.06437 | |
5833 | 2020.07.01 00:39 | t/p | 2923 | 0.56 | 1.06604 | 1.09025 | 1.06604 | 25083.94 | 8254825.51 |
5834 | 2020.07.01 01:00 | sell | 2926 | 0.20 | 1.06935 | 1.09025 | 1.06363 | |
5835 | 2020.07.01 02:00 | sell | 2927 | 0.06 | 1.06960 | 1.09025 | 1.06388 | |
5836 | 2020.07.01 20:04 | t/p | 2924 | 0.40 | 1.06566 | 1.09025 | 1.06566 | 17917.10 | 8272742.61 |
5837 | 2020.07.02 11:28 | t/p | 2925 | 0.22 | 1.06437 | 1.09025 | 1.06437 | 9854.40 | 8282597.01 |
5838 | 2020.07.02 11:38 | t/p | 2927 | 0.06 | 1.06388 | 1.09025 | 1.06388 | 2687.57 | 8285284.58 |
5839 | 2020.07.02 12:19 | t/p | 2926 | 0.20 | 1.06363 | 1.09025 | 1.06363 | 8958.55 | 8294243.13 |
5840 | 2020.07.02 14:00 | sell | 2928 | 0.01 | 1.06241 | 1.09025 | 1.05669 | |
5841 | 2020.07.02 14:27 | t/p | 2919 | 0.14 | 1.06190 | 1.09025 | 1.06190 | 6270.98 | 8300514.11 |
5842 | 2020.07.02 14:28 | t/p | 2918 | 0.10 | 1.06177 | 1.09025 | 1.06177 | 4479.27 | 8304993.38 |
5843 | 2020.07.03 23:38 | t/p | 2921 | 0.07 | 1.06025 | 1.09025 | 1.06025 | 3135.49 | 8308128.87 |
5844 | 2020.07.03 23:39 | t/p | 2920 | 0.05 | 1.05930 | 1.09025 | 1.05930 | 2239.64 | 8310368.51 |
5845 | 2020.07.10 00:00 | t/p | 2922 | 0.03 | 1.05884 | 1.09025 | 1.05884 | 1343.79 | 8311712.30 |
5846 | 2020.07.10 00:01 | t/p | 2915 | 0.02 | 1.05790 | 1.09025 | 1.05790 | 895.86 | 8312608.16 |
5847 | 2020.07.10 00:03 | t/p | 2928 | 0.01 | 1.05669 | 1.09025 | 1.05669 | 447.92 | 8313056.08 |
5848 | 2020.07.15 18:00 | sell | 2929 | 0.10 | 1.06729 | 1.09025 | 1.06157 | |
5849 | 2020.07.15 19:00 | sell | 2930 | 0.07 | 1.06618 | 1.09025 | 1.06046 | |
5850 | 2020.07.15 20:00 | sell | 2931 | 0.05 | 1.06528 | 1.09025 | 1.05956 | |