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 |
| 451 | 2008.09.29 16:57 | t/p | 226 | 0.02 | 1.19808 | 1.23928 | 1.19808 | 895.86 | 1554294.18 |
| 452 | 2008.09.29 19:48 | t/p | 225 | 0.01 | 1.19528 | 1.23928 | 1.19528 | 447.93 | 1554742.11 |
| 453 | 2008.09.29 20:00 | sell | 227 | 0.01 | 1.19810 | 1.23638 | 1.19238 | ||
| 454 | 2008.09.29 20:54 | t/p | 227 | 0.01 | 1.19238 | 1.23638 | 1.19238 | 447.92 | 1555190.03 |
| 455 | 2008.09.29 22:00 | sell | 228 | 0.01 | 1.19340 | 1.23168 | 1.18768 | ||
| 456 | 2008.09.29 23:00 | sell | 229 | 0.02 | 1.19640 | 1.23168 | 1.19068 | ||
| 457 | 2008.09.30 01:00 | sell | 230 | 0.01 | 1.19530 | 1.23168 | 1.18958 | ||
| 458 | 2008.09.30 01:21 | t/p | 229 | 0.02 | 1.19068 | 1.23168 | 1.19068 | 895.86 | 1556085.89 |
| 459 | 2008.09.30 05:00 | close | 228 | 0.01 | 1.19108 | 1.23168 | 1.18768 | 181.68 | 1556267.57 |
| 460 | 2008.09.30 05:00 | close | 230 | 0.01 | 1.19108 | 1.23168 | 1.18958 | 330.47 | 1556598.04 |
| 461 | 2008.09.30 05:00 | sell | 231 | 0.01 | 1.19080 | 1.22908 | 1.18508 | ||
| 462 | 2008.09.30 06:00 | close | 231 | 0.01 | 1.19308 | 1.22908 | 1.18508 | -178.54 | 1556419.50 |
| 463 | 2008.09.30 06:00 | sell | 232 | 0.01 | 1.19280 | 1.23108 | 1.18708 | ||
| 464 | 2008.09.30 08:00 | close | 232 | 0.01 | 1.19188 | 1.23108 | 1.18708 | 72.05 | 1556491.55 |
| 465 | 2008.09.30 08:00 | sell | 233 | 0.01 | 1.19160 | 1.22988 | 1.18588 | ||
| 466 | 2008.09.30 09:00 | close | 233 | 0.01 | 1.18908 | 1.22988 | 1.18588 | 197.33 | 1556688.88 |
| 467 | 2008.09.30 09:00 | sell | 234 | 0.01 | 1.18880 | 1.22708 | 1.18308 | ||
| 468 | 2008.09.30 10:00 | sell | 235 | 0.01 | 1.19090 | 1.22708 | 1.18518 | ||
| 469 | 2008.09.30 12:00 | sell | 236 | 0.03 | 1.19280 | 1.22708 | 1.18708 | ||
| 470 | 2008.09.30 13:00 | sell | 237 | 0.02 | 1.19250 | 1.22708 | 1.18678 | ||
| 471 | 2008.09.30 14:56 | t/p | 236 | 0.03 | 1.18708 | 1.22708 | 1.18708 | 1343.79 | 1558032.67 |
| 472 | 2008.09.30 14:56 | t/p | 237 | 0.02 | 1.18678 | 1.22708 | 1.18678 | 895.86 | 1558928.53 |
| 473 | 2008.09.30 15:51 | t/p | 235 | 0.01 | 1.18518 | 1.22708 | 1.18518 | 447.93 | 1559376.46 |
| 474 | 2008.09.30 16:34 | t/p | 234 | 0.01 | 1.18308 | 1.22708 | 1.18308 | 447.93 | 1559824.39 |
| 475 | 2008.09.30 17:00 | sell | 238 | 0.01 | 1.18140 | 1.21968 | 1.17568 | ||
| 476 | 2008.09.30 20:00 | close | 238 | 0.01 | 1.17998 | 1.21968 | 1.17568 | 111.20 | 1559935.59 |
| 477 | 2008.09.30 20:00 | sell | 239 | 0.01 | 1.17970 | 1.21798 | 1.17398 | ||
| 478 | 2008.09.30 21:00 | close | 239 | 0.01 | 1.18048 | 1.21798 | 1.17398 | -61.08 | 1559874.51 |
| 479 | 2008.09.30 21:00 | sell | 240 | 0.01 | 1.18020 | 1.21848 | 1.17448 | ||
| 480 | 2008.09.30 23:00 | sell | 241 | 0.01 | 1.18250 | 1.21848 | 1.17678 | ||
| 481 | 2008.10.01 00:00 | sell | 242 | 0.02 | 1.18390 | 1.21848 | 1.17818 | ||
| 482 | 2008.10.01 11:00 | close | 240 | 0.01 | 1.18128 | 1.21848 | 1.17448 | -84.58 | 1559789.93 |
| 483 | 2008.10.01 11:00 | close | 241 | 0.01 | 1.18128 | 1.21848 | 1.17678 | 95.53 | 1559885.46 |
| 484 | 2008.10.01 11:00 | close | 242 | 0.02 | 1.18128 | 1.21848 | 1.17818 | 410.34 | 1560295.80 |
| 485 | 2008.10.01 11:00 | sell | 243 | 0.01 | 1.18100 | 1.21928 | 1.17528 | ||
| 486 | 2008.10.01 14:23 | t/p | 243 | 0.01 | 1.17528 | 1.21928 | 1.17528 | 447.93 | 1560743.73 |
| 487 | 2008.10.01 16:00 | sell | 244 | 0.01 | 1.17210 | 1.21038 | 1.16638 | ||
| 488 | 2008.10.01 17:00 | close | 244 | 0.01 | 1.17328 | 1.21038 | 1.16638 | -92.40 | 1560651.33 |
| 489 | 2008.10.01 17:00 | sell | 245 | 0.01 | 1.17300 | 1.21128 | 1.16728 | ||
| 490 | 2008.10.01 18:00 | close | 245 | 0.01 | 1.16958 | 1.21128 | 1.16728 | 267.82 | 1560919.15 |
| 491 | 2008.10.01 19:00 | sell | 246 | 0.01 | 1.17270 | 1.21098 | 1.16698 | ||
| 492 | 2008.10.01 20:00 | close | 246 | 0.01 | 1.17128 | 1.21098 | 1.16698 | 111.19 | 1561030.34 |
| 493 | 2008.10.02 01:00 | sell | 247 | 0.01 | 1.17600 | 1.21428 | 1.17028 | ||
| 494 | 2008.10.02 15:32 | t/p | 247 | 0.01 | 1.17028 | 1.21428 | 1.17028 | 447.92 | 1561478.26 |
| 495 | 2008.10.02 16:00 | sell | 248 | 0.01 | 1.17190 | 1.21018 | 1.16618 | ||
| 496 | 2008.10.03 14:00 | sell | 249 | 0.01 | 1.17320 | 1.21018 | 1.16748 | ||
| 497 | 2008.10.03 19:28 | t/p | 249 | 0.01 | 1.16748 | 1.21018 | 1.16748 | 447.93 | 1561926.19 |
| 498 | 2008.10.03 22:45 | t/p | 248 | 0.01 | 1.16618 | 1.21018 | 1.16618 | 447.93 | 1562374.12 |
| 499 | 2008.10.06 00:01 | sell | 250 | 0.01 | 1.17080 | 1.20908 | 1.16508 | ||
| 500 | 2008.10.06 01:29 | t/p | 250 | 0.01 | 1.16508 | 1.20908 | 1.16508 | 447.93 | 1562822.05 |
| 501 | 2008.10.06 04:00 | sell | 251 | 0.01 | 1.16040 | 1.19868 | 1.15468 | ||
| 502 | 2008.10.06 05:16 | t/p | 251 | 0.01 | 1.15468 | 1.19868 | 1.15468 | 447.92 | 1563269.97 |
| 503 | 2008.10.06 07:00 | sell | 252 | 0.01 | 1.15550 | 1.19378 | 1.14978 | ||
| 504 | 2008.10.06 11:35 | t/p | 252 | 0.01 | 1.14978 | 1.19378 | 1.14978 | 447.93 | 1563717.90 |
| 505 | 2008.10.07 14:00 | sell | 253 | 0.01 | 1.13590 | 1.17418 | 1.13018 | ||
| 506 | 2008.10.07 15:00 | close | 253 | 0.01 | 1.13698 | 1.17418 | 1.13018 | -84.58 | 1563633.32 |
| 507 | 2008.10.07 15:00 | sell | 254 | 0.01 | 1.13670 | 1.17498 | 1.13098 | ||
| 508 | 2008.10.07 16:00 | close | 254 | 0.01 | 1.13578 | 1.17498 | 1.13098 | 72.04 | 1563705.36 |
| 509 | 2008.10.07 16:00 | sell | 255 | 0.01 | 1.13550 | 1.17378 | 1.12978 | ||
| 510 | 2008.10.07 17:00 | close | 255 | 0.01 | 1.13558 | 1.17378 | 1.12978 | -6.26 | 1563699.10 |
| 511 | 2008.10.07 17:00 | sell | 256 | 0.01 | 1.13530 | 1.17358 | 1.12958 | ||
| 512 | 2008.10.07 18:00 | close | 256 | 0.01 | 1.13408 | 1.17358 | 1.12958 | 95.54 | 1563794.64 |
| 513 | 2008.10.07 18:00 | sell | 257 | 0.01 | 1.13380 | 1.17208 | 1.12808 | ||
| 514 | 2008.10.07 19:00 | close | 257 | 0.01 | 1.13638 | 1.17208 | 1.12808 | -202.04 | 1563592.60 |
| 515 | 2008.10.07 19:00 | sell | 258 | 0.01 | 1.13610 | 1.17438 | 1.13038 | ||
| 516 | 2008.10.07 20:00 | close | 258 | 0.01 | 1.13398 | 1.17438 | 1.13038 | 166.01 | 1563758.61 |
| 517 | 2008.10.07 20:00 | sell | 259 | 0.01 | 1.13370 | 1.17198 | 1.12798 | ||
| 518 | 2008.10.07 21:00 | close | 259 | 0.01 | 1.13468 | 1.17198 | 1.12798 | -76.75 | 1563681.86 |
| 519 | 2008.10.07 21:00 | sell | 260 | 0.01 | 1.13440 | 1.17268 | 1.12868 | ||
| 520 | 2008.10.07 22:00 | close | 260 | 0.01 | 1.13218 | 1.17268 | 1.12868 | 173.85 | 1563855.71 |
| 521 | 2008.10.07 22:00 | sell | 261 | 0.01 | 1.13190 | 1.17018 | 1.12618 | ||
| 522 | 2008.10.07 23:00 | close | 261 | 0.01 | 1.13128 | 1.17018 | 1.12618 | 48.55 | 1563904.26 |
| 523 | 2008.10.07 23:00 | sell | 262 | 0.01 | 1.13100 | 1.16928 | 1.12528 | ||
| 524 | 2008.10.08 00:00 | close | 262 | 0.01 | 1.13638 | 1.16928 | 1.12528 | -421.30 | 1563482.96 |
| 525 | 2008.10.09 22:00 | sell | 263 | 0.01 | 1.13090 | 1.16918 | 1.12518 | ||
| 526 | 2008.10.09 22:51 | t/p | 263 | 0.01 | 1.12518 | 1.16918 | 1.12518 | 447.93 | 1563930.89 |
| 527 | 2008.10.10 06:00 | sell | 264 | 0.01 | 1.11350 | 1.15178 | 1.10778 | ||
| 528 | 2008.10.10 06:10 | t/p | 264 | 0.01 | 1.10778 | 1.15178 | 1.10778 | 447.93 | 1564378.82 |
| 529 | 2008.10.14 18:00 | sell | 265 | 0.01 | 1.12930 | 1.16758 | 1.12358 | ||
| 530 | 2008.10.14 18:30 | t/p | 265 | 0.01 | 1.12358 | 1.16758 | 1.12358 | 447.92 | 1564826.74 |
| 531 | 2008.10.14 19:00 | sell | 266 | 0.01 | 1.12810 | 1.16638 | 1.12238 | ||
| 532 | 2008.10.14 20:24 | t/p | 266 | 0.01 | 1.12238 | 1.16638 | 1.12238 | 447.92 | 1565274.66 |
| 533 | 2008.10.14 22:00 | sell | 267 | 0.01 | 1.12860 | 1.16688 | 1.12288 | ||
| 534 | 2008.10.15 02:09 | t/p | 267 | 0.01 | 1.12288 | 1.16688 | 1.12288 | 447.93 | 1565722.59 |
| 535 | 2008.10.15 10:00 | sell | 268 | 0.01 | 1.12510 | 1.16338 | 1.11938 | ||
| 536 | 2008.10.15 13:57 | t/p | 268 | 0.01 | 1.11938 | 1.16338 | 1.11938 | 447.93 | 1566170.52 |
| 537 | 2008.10.15 16:00 | sell | 269 | 0.01 | 1.11300 | 1.15128 | 1.10728 | ||
| 538 | 2008.10.15 16:58 | t/p | 269 | 0.01 | 1.10728 | 1.15128 | 1.10728 | 447.93 | 1566618.45 |
| 539 | 2008.10.16 10:00 | sell | 270 | 0.01 | 1.09580 | 1.13408 | 1.09008 | ||
| 540 | 2008.10.16 11:00 | close | 270 | 0.01 | 1.09718 | 1.13408 | 1.09008 | -108.07 | 1566510.38 |
| 541 | 2008.10.16 11:00 | sell | 271 | 0.01 | 1.09690 | 1.13518 | 1.09118 | ||
| 542 | 2008.10.16 12:00 | close | 271 | 0.01 | 1.10028 | 1.13518 | 1.09118 | -264.69 | 1566245.69 |
| 543 | 2008.10.17 11:00 | sell | 272 | 0.01 | 1.11040 | 1.14868 | 1.10468 | ||
| 544 | 2008.10.17 13:00 | close | 272 | 0.01 | 1.11098 | 1.14868 | 1.10468 | -45.42 | 1566200.27 |
| 545 | 2008.10.17 13:00 | sell | 273 | 0.01 | 1.11070 | 1.14898 | 1.10498 | ||
| 546 | 2008.10.17 14:00 | sell | 274 | 0.01 | 1.11250 | 1.14898 | 1.10678 | ||
| 547 | 2008.10.20 15:00 | sell | 275 | 0.56 | 1.12510 | 1.14898 | 1.11938 | ||
| 548 | 2008.10.20 16:00 | sell | 276 | 1.02 | 1.13000 | 1.14898 | 1.12428 | ||
| 549 | 2008.10.20 16:58 | t/p | 276 | 1.02 | 1.12428 | 1.14898 | 1.12428 | 45688.60 | 1611888.87 |
| 550 | 2008.10.20 20:00 | sell | 277 | 1.02 | 1.12800 | 1.14898 | 1.12228 | ||
| 551 | 2008.10.20 20:23 | t/p | 277 | 1.02 | 1.12228 | 1.14898 | 1.12228 | 45688.60 | 1657577.47 |
| 552 | 2008.10.20 22:00 | sell | 278 | 0.40 | 1.12390 | 1.14898 | 1.11818 | ||
| 553 | 2008.10.20 23:00 | sell | 279 | 0.62 | 1.12960 | 1.14898 | 1.12388 | ||
| 554 | 2008.10.21 07:57 | t/p | 279 | 0.62 | 1.12388 | 1.14898 | 1.12388 | 27771.51 | 1685348.98 |
| 555 | 2008.10.21 09:06 | t/p | 275 | 0.56 | 1.11938 | 1.14898 | 1.11938 | 25083.94 | 1710432.92 |
| 556 | 2008.10.21 09:16 | t/p | 278 | 0.40 | 1.11818 | 1.14898 | 1.11818 | 17917.10 | 1728350.02 |
| 557 | 2008.10.21 10:00 | sell | 280 | 0.10 | 1.11960 | 1.14898 | 1.11388 | ||
| 558 | 2008.10.21 11:00 | sell | 281 | 0.05 | 1.11650 | 1.14898 | 1.11078 | ||
| 559 | 2008.10.21 13:00 | sell | 282 | 0.56 | 1.12510 | 1.14898 | 1.11938 | ||
| 560 | 2008.10.21 13:31 | t/p | 282 | 0.56 | 1.11938 | 1.14898 | 1.11938 | 25083.94 | 1753433.96 |
| 561 | 2008.10.21 15:17 | t/p | 280 | 0.10 | 1.11388 | 1.14898 | 1.11388 | 4479.27 | 1757913.23 |
| 562 | 2008.10.21 19:13 | t/p | 281 | 0.05 | 1.11078 | 1.14898 | 1.11078 | 2239.63 | 1760152.86 |
| 563 | 2008.10.21 23:15 | t/p | 274 | 0.01 | 1.10678 | 1.14898 | 1.10678 | 447.92 | 1760600.78 |
| 564 | 2008.10.22 01:00 | sell | 283 | 0.01 | 1.11210 | 1.14898 | 1.10638 | ||
| 565 | 2008.10.23 03:00 | sell | 284 | 0.56 | 1.12550 | 1.14898 | 1.11978 | ||
| 566 | 2008.10.23 04:49 | t/p | 284 | 0.56 | 1.11978 | 1.14898 | 1.11978 | 25083.94 | 1785684.72 |
| 567 | 2008.10.23 05:00 | sell | 285 | 0.14 | 1.12030 | 1.14898 | 1.11458 | ||
| 568 | 2008.10.23 06:00 | sell | 286 | 0.07 | 1.11770 | 1.14898 | 1.11198 | ||
| 569 | 2008.10.23 11:00 | sell | 287 | 0.79 | 1.12690 | 1.14898 | 1.12118 | ||
| 570 | 2008.10.23 12:44 | t/p | 287 | 0.79 | 1.12118 | 1.14898 | 1.12118 | 35386.28 | 1821071.00 |
| 571 | 2008.10.23 14:00 | sell | 288 | 0.28 | 1.12310 | 1.14898 | 1.11738 | ||
| 572 | 2008.10.24 01:00 | buy | 289 | 0.01 | 1.12688 | 1.08860 | 1.13260 | ||
| 573 | 2008.10.24 06:08 | t/p | 288 | 0.28 | 1.11738 | 1.14898 | 1.11738 | 12541.97 | 1833612.97 |
| 574 | 2008.10.24 06:28 | t/p | 285 | 0.14 | 1.11458 | 1.14898 | 1.11458 | 6270.99 | 1839883.96 |
| 575 | 2008.10.24 06:32 | t/p | 286 | 0.07 | 1.11198 | 1.14898 | 1.11198 | 3135.50 | 1843019.46 |
| 576 | 2008.10.24 07:39 | t/p | 283 | 0.01 | 1.10638 | 1.14898 | 1.10638 | 447.93 | 1843467.39 |
| 577 | 2008.10.24 07:55 | t/p | 273 | 0.01 | 1.10498 | 1.14898 | 1.10498 | 447.93 | 1843915.32 |
| 578 | 2008.10.27 03:00 | buy | 290 | 0.23 | 1.11198 | 1.07370 | 1.11770 | ||
| 579 | 2008.10.27 04:00 | buy | 291 | 0.30 | 1.11118 | 1.07290 | 1.11690 | ||
| 580 | 2008.10.27 04:32 | t/p | 291 | 0.30 | 1.11690 | 1.07290 | 1.11690 | 13433.02 | 1857348.34 |
| 581 | 2008.10.27 04:32 | t/p | 290 | 0.23 | 1.11770 | 1.07370 | 1.11770 | 10298.65 | 1867646.99 |
| 582 | 2008.10.27 05:00 | buy | 292 | 0.23 | 1.11188 | 1.07360 | 1.11760 | ||
| 583 | 2008.10.27 06:00 | buy | 293 | 0.17 | 1.11378 | 1.07550 | 1.11950 | ||
| 584 | 2008.10.27 06:04 | t/p | 292 | 0.23 | 1.11760 | 1.07360 | 1.11760 | 10298.65 | 1877945.64 |
| 585 | 2008.10.27 09:45 | t/p | 293 | 0.17 | 1.11950 | 1.07550 | 1.11950 | 7612.04 | 1885557.68 |
| 586 | 2008.10.27 11:00 | buy | 294 | 0.02 | 1.12218 | 1.08390 | 1.12790 | ||
| 587 | 2008.10.27 12:00 | buy | 295 | 0.03 | 1.12118 | 1.08290 | 1.12690 | ||
| 588 | 2008.10.27 13:38 | t/p | 295 | 0.03 | 1.12690 | 1.08290 | 1.12690 | 1343.31 | 1886900.99 |
| 589 | 2008.10.27 13:49 | t/p | 294 | 0.02 | 1.12790 | 1.08390 | 1.12790 | 895.53 | 1887796.52 |
| 590 | 2008.10.27 16:00 | buy | 296 | 0.02 | 1.12378 | 1.08550 | 1.12950 | ||
| 591 | 2008.10.27 17:00 | buy | 297 | 0.03 | 1.12188 | 1.08360 | 1.12760 | ||
| 592 | 2008.10.27 18:00 | buy | 298 | 0.02 | 1.12268 | 1.08440 | 1.12840 | ||
| 593 | 2008.10.27 20:00 | buy | 299 | 0.04 | 1.11998 | 1.08170 | 1.12570 | ||
| 594 | 2008.10.28 11:42 | t/p | 299 | 0.04 | 1.12570 | 1.08170 | 1.12570 | 1791.07 | 1889587.59 |
| 595 | 2008.10.28 11:45 | t/p | 297 | 0.03 | 1.12760 | 1.08360 | 1.12760 | 1343.31 | 1890930.90 |
| 596 | 2008.10.28 11:49 | t/p | 298 | 0.02 | 1.12840 | 1.08440 | 1.12840 | 895.53 | 1891826.43 |
| 597 | 2008.10.28 12:42 | t/p | 296 | 0.02 | 1.12950 | 1.08550 | 1.12950 | 895.54 | 1892721.97 |
| 598 | 2008.10.28 16:14 | t/p | 289 | 0.01 | 1.13260 | 1.08860 | 1.13260 | 447.77 | 1893169.74 |
| 599 | 2008.10.28 23:00 | buy | 300 | 0.01 | 1.13508 | 1.09680 | 1.14080 | ||
| 600 | 2008.10.29 17:00 | t/p | 300 | 0.01 | 1.14080 | 1.09680 | 1.14080 | 447.76 | 1893617.50 |