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 |
5851 | 2020.07.22 11:00 | sell | 2932 | 0.79 | 1.07268 | 1.09025 | 1.06696 | |
5852 | 2020.07.22 12:00 | sell | 2933 | 0.56 | 1.07223 | 1.09025 | 1.06651 | |
5853 | 2020.07.22 18:00 | sell | 2934 | 0.02 | 1.07106 | 1.09025 | 1.06534 | |
5854 | 2020.07.28 23:00 | close | 2903 | 0.01 | 1.07505 | 1.04909 | 1.09309 | -964.42 | 8312091.66 |
5855 | 2020.07.28 23:00 | close | 2904 | 0.01 | 1.07505 | 1.04737 | 1.09137 | -829.78 | 8311261.88 |
5856 | 2020.07.28 23:00 | close | 2905 | 0.02 | 1.07505 | 1.04595 | 1.08995 | -1437.24 | 8309824.64 |
5857 | 2020.07.28 23:00 | close | 2906 | 0.02 | 1.07505 | 1.04493 | 1.08893 | -1277.54 | 8308547.10 |
5858 | 2020.07.28 23:00 | close | 2907 | 0.10 | 1.07505 | 1.03861 | 1.08261 | -1440.37 | 8307106.73 |
5859 | 2020.07.28 23:00 | close | 2908 | 0.06 | 1.07505 | 1.04073 | 1.08473 | -1859.96 | 8305246.77 |
5860 | 2020.07.28 23:00 | close | 2909 | 0.30 | 1.07505 | 1.03334 | 1.07734 | 8055.11 | 8313301.88 |
5861 | 2020.07.28 23:00 | close | 2910 | 0.39 | 1.07505 | 1.03212 | 1.07612 | 14196.26 | 8327498.14 |
5862 | 2020.08.12 05:29 | s/l | 2914 | 0.01 | 1.09025 | 1.09025 | 1.05498 | -2314.03 | 8325184.11 |
5863 | 2020.08.12 05:29 | s/l | 2929 | 0.10 | 1.09025 | 1.09025 | 1.06157 | -17979.74 | 8307204.37 |
5864 | 2020.08.12 05:29 | s/l | 2930 | 0.07 | 1.09025 | 1.09025 | 1.06046 | -13194.28 | 8294010.09 |
5865 | 2020.08.12 05:29 | s/l | 2931 | 0.05 | 1.09025 | 1.09025 | 1.05956 | -9776.88 | 8284233.21 |
5866 | 2020.08.12 05:29 | s/l | 2932 | 0.79 | 1.09025 | 1.09025 | 1.06696 | -108695.24 | 8175537.97 |
5867 | 2020.08.12 05:29 | s/l | 2933 | 0.56 | 1.09025 | 1.09025 | 1.06651 | -79023.18 | 8096514.79 |
5868 | 2020.08.12 05:29 | s/l | 2934 | 0.02 | 1.09025 | 1.09025 | 1.06534 | -3005.49 | 8093509.30 |
5869 | 2020.08.12 18:00 | sell | 2935 | 0.01 | 1.08730 | 1.09434 | 1.08158 | |
5870 | 2020.08.14 00:00 | sell | 2936 | 1.59 | 1.09149 | 1.09434 | 1.08577 | |
5871 | 2020.08.14 06:38 | s/l | 2935 | 0.01 | 1.09434 | 1.09434 | 1.08158 | -551.29 | 8092958.01 |
5872 | 2020.08.14 06:38 | s/l | 2936 | 1.59 | 1.09434 | 1.09434 | 1.08577 | -35485.72 | 8057472.29 |
5873 | 2020.08.17 23:00 | sell | 2937 | 0.01 | 1.10000 | 1.10502 | 1.09428 | |
5874 | 2020.08.18 04:00 | sell | 2938 | 0.01 | 1.10017 | 1.10502 | 1.09445 | |
5875 | 2020.08.18 16:00 | sell | 2939 | 0.10 | 1.10110 | 1.10502 | 1.09538 | |
5876 | 2020.08.19 08:29 | t/p | 2939 | 0.10 | 1.09538 | 1.10502 | 1.09538 | 4479.28 | 8061951.57 |
5877 | 2020.08.19 12:29 | t/p | 2938 | 0.01 | 1.09445 | 1.10502 | 1.09445 | 447.92 | 8062399.49 |
5878 | 2020.08.19 12:36 | t/p | 2937 | 0.01 | 1.09428 | 1.10502 | 1.09428 | 447.93 | 8062847.42 |
5879 | 2020.08.19 13:00 | sell | 2940 | 0.01 | 1.09378 | 1.10657 | 1.08806 | |
5880 | 2020.08.19 19:00 | sell | 2941 | 0.02 | 1.09473 | 1.10657 | 1.08901 | |
5881 | 2020.08.19 21:00 | sell | 2942 | 0.01 | 1.09422 | 1.10657 | 1.08850 | |
5882 | 2020.08.21 11:00 | sell | 2943 | 1.56 | 1.10062 | 1.10657 | 1.09490 | |
5883 | 2020.08.21 21:39 | t/p | 2943 | 1.56 | 1.09490 | 1.10657 | 1.09490 | 69876.69 | 8132724.11 |
5884 | 2020.08.21 23:00 | sell | 2944 | 0.03 | 1.09533 | 1.10657 | 1.08961 | |
5885 | 2020.08.24 17:00 | sell | 2945 | 0.10 | 1.09635 | 1.10657 | 1.09063 | |
5886 | 2020.08.24 21:00 | sell | 2946 | 0.14 | 1.09682 | 1.10657 | 1.09110 | |
5887 | 2020.08.25 15:00 | sell | 2947 | 0.20 | 1.09754 | 1.10657 | 1.09182 | |
5888 | 2020.08.25 18:00 | sell | 2948 | 0.28 | 1.09778 | 1.10657 | 1.09206 | |
5889 | 2020.08.27 03:26 | t/p | 2948 | 0.28 | 1.09206 | 1.10657 | 1.09206 | 12541.97 | 8145266.08 |
5890 | 2020.08.27 03:28 | t/p | 2947 | 0.20 | 1.09182 | 1.10657 | 1.09182 | 8958.55 | 8154224.63 |
5891 | 2020.08.27 03:38 | t/p | 2946 | 0.14 | 1.09110 | 1.10657 | 1.09110 | 6270.98 | 8160495.61 |
5892 | 2020.08.27 04:01 | t/p | 2945 | 0.10 | 1.09063 | 1.10657 | 1.09063 | 4479.27 | 8164974.88 |
5893 | 2020.09.01 17:37 | t/p | 2944 | 0.03 | 1.08961 | 1.10657 | 1.08961 | 1343.78 | 8166318.66 |
5894 | 2020.09.01 17:39 | t/p | 2941 | 0.02 | 1.08901 | 1.10657 | 1.08901 | 895.85 | 8167214.51 |
5895 | 2020.09.02 03:37 | t/p | 2942 | 0.01 | 1.08850 | 1.10657 | 1.08850 | 447.92 | 8167662.43 |
5896 | 2020.09.02 03:38 | t/p | 2940 | 0.01 | 1.08806 | 1.10657 | 1.08806 | 447.93 | 8168110.36 |
5897 | 2020.09.02 04:00 | sell | 2949 | 0.01 | 1.08831 | 1.10657 | 1.08259 | |
5898 | 2020.09.02 17:14 | t/p | 2949 | 0.01 | 1.08259 | 1.10657 | 1.08259 | 447.93 | 8168558.29 |
5899 | 2020.09.02 18:00 | sell | 2950 | 0.01 | 1.08392 | 1.10657 | 1.07820 | |
5900 | 2020.09.08 15:00 | sell | 2951 | 0.05 | 1.08744 | 1.10657 | 1.08172 | |
5901 | 2020.09.09 01:00 | sell | 2952 | 0.10 | 1.08891 | 1.10657 | 1.08319 | |
5902 | 2020.09.09 10:00 | sell | 2953 | 0.14 | 1.08922 | 1.10657 | 1.08350 | |
5903 | 2020.09.10 00:00 | sell | 2954 | 0.20 | 1.09032 | 1.10657 | 1.08460 | |
5904 | 2020.09.10 04:00 | sell | 2955 | 0.07 | 1.08845 | 1.10657 | 1.08273 | |
5905 | 2020.09.11 11:00 | sell | 2956 | 0.28 | 1.09136 | 1.10657 | 1.08564 | |
5906 | 2020.09.11 12:00 | sell | 2957 | 0.40 | 1.09187 | 1.10657 | 1.08615 | |
5907 | 2020.09.14 12:00 | sell | 2958 | 0.03 | 1.08637 | 1.10657 | 1.08065 | |
5908 | 2020.09.14 13:04 | t/p | 2957 | 0.40 | 1.08615 | 1.10657 | 1.08615 | 17917.10 | 8186475.39 |
5909 | 2020.09.15 00:02 | t/p | 2956 | 0.28 | 1.08564 | 1.10657 | 1.08564 | 12541.97 | 8199017.36 |
5910 | 2020.09.15 00:14 | t/p | 2954 | 0.20 | 1.08460 | 1.10657 | 1.08460 | 8958.55 | 8207975.91 |
5911 | 2020.09.15 04:00 | sell | 2959 | 0.02 | 1.08609 | 1.10657 | 1.08037 | |
5912 | 2020.09.16 20:39 | t/p | 2953 | 0.14 | 1.08350 | 1.10657 | 1.08350 | 6270.99 | 8214246.90 |
5913 | 2020.09.16 23:00 | sell | 2960 | 0.01 | 1.08499 | 1.10657 | 1.07927 | |
5914 | 2020.09.17 17:38 | t/p | 2952 | 0.10 | 1.08319 | 1.10657 | 1.08319 | 4479.27 | 8218726.17 |
5915 | 2020.09.17 19:28 | t/p | 2955 | 0.07 | 1.08273 | 1.10657 | 1.08273 | 3135.50 | 8221861.67 |
5916 | 2020.09.18 00:03 | t/p | 2951 | 0.05 | 1.08172 | 1.10657 | 1.08172 | 2239.63 | 8224101.30 |
5917 | 2020.09.18 04:28 | t/p | 2958 | 0.03 | 1.08065 | 1.10657 | 1.08065 | 1343.78 | 8225445.08 |
5918 | 2020.09.18 04:37 | t/p | 2959 | 0.02 | 1.08037 | 1.10657 | 1.08037 | 895.85 | 8226340.93 |
5919 | 2020.09.18 05:38 | t/p | 2960 | 0.01 | 1.07927 | 1.10657 | 1.07927 | 447.93 | 8226788.86 |
5920 | 2020.09.18 07:37 | t/p | 2950 | 0.01 | 1.07820 | 1.10657 | 1.07820 | 447.93 | 8227236.79 |
5921 | 2020.09.18 08:00 | sell | 2961 | 0.01 | 1.07771 | 1.10657 | 1.07199 | |
5922 | 2020.09.22 05:00 | sell | 2962 | 0.03 | 1.08124 | 1.10657 | 1.07552 | |
5923 | 2020.09.22 07:00 | sell | 2963 | 0.05 | 1.08171 | 1.10657 | 1.07599 | |
5924 | 2020.09.22 18:00 | sell | 2964 | 0.02 | 1.08056 | 1.10657 | 1.07484 | |
5925 | 2020.09.23 04:00 | sell | 2965 | 0.01 | 1.07900 | 1.10657 | 1.07328 | |
5926 | 2020.09.23 05:38 | t/p | 2963 | 0.05 | 1.07599 | 1.10657 | 1.07599 | 2239.64 | 8229476.43 |
5927 | 2020.09.23 05:39 | t/p | 2962 | 0.03 | 1.07552 | 1.10657 | 1.07552 | 1343.78 | 8230820.21 |
5928 | 2020.09.25 10:36 | t/p | 2964 | 0.02 | 1.07484 | 1.10657 | 1.07484 | 895.86 | 8231716.07 |
5929 | 2020.09.25 14:39 | t/p | 2965 | 0.01 | 1.07328 | 1.10657 | 1.07328 | 447.93 | 8232164.00 |
5930 | 2020.09.25 18:39 | t/p | 2961 | 0.01 | 1.07199 | 1.10657 | 1.07199 | 447.93 | 8232611.93 |
5931 | 2020.09.25 19:00 | sell | 2966 | 0.01 | 1.07199 | 1.10657 | 1.06627 | |
5932 | 2020.09.25 20:00 | sell | 2967 | 0.01 | 1.07395 | 1.10657 | 1.06823 | |
5933 | 2020.09.30 04:00 | sell | 2968 | 0.14 | 1.08071 | 1.10657 | 1.07499 | |
5934 | 2020.09.30 06:00 | sell | 2969 | 0.10 | 1.07928 | 1.10657 | 1.07356 | |
5935 | 2020.10.01 02:00 | sell | 2970 | 0.20 | 1.08183 | 1.10657 | 1.07611 | |
5936 | 2020.10.01 12:00 | sell | 2971 | 0.28 | 1.08239 | 1.10657 | 1.07667 | |
5937 | 2020.10.02 05:00 | sell | 2972 | 0.07 | 1.07859 | 1.10657 | 1.07287 | |
5938 | 2020.10.02 09:00 | sell | 2973 | 0.05 | 1.07733 | 1.10657 | 1.07161 | |
5939 | 2020.10.06 12:37 | t/p | 2971 | 0.28 | 1.07667 | 1.10657 | 1.07667 | 12541.97 | 8245153.90 |
5940 | 2020.10.06 13:00 | sell | 2974 | 0.03 | 1.07627 | 1.10657 | 1.07055 | |
5941 | 2020.10.09 04:00 | sell | 2975 | 0.99 | 1.08748 | 1.10657 | 1.08176 | |
5942 | 2020.10.13 03:39 | t/p | 2975 | 0.99 | 1.08176 | 1.10657 | 1.08176 | 44344.82 | 8289498.72 |
5943 | 2020.10.14 00:38 | t/p | 2970 | 0.20 | 1.07611 | 1.10657 | 1.07611 | 8958.55 | 8298457.27 |
5944 | 2020.10.14 18:00 | sell | 2976 | 0.02 | 1.07544 | 1.10657 | 1.06972 | |
5945 | 2020.10.14 18:39 | t/p | 2968 | 0.14 | 1.07499 | 1.10657 | 1.07499 | 6270.98 | 8304728.25 |
5946 | 2020.10.15 01:36 | t/p | 2969 | 0.10 | 1.07356 | 1.10657 | 1.07356 | 4479.28 | 8309207.53 |
5947 | 2020.10.15 01:38 | t/p | 2972 | 0.07 | 1.07287 | 1.10657 | 1.07287 | 3135.49 | 8312343.02 |
5948 | 2020.10.15 09:39 | t/p | 2973 | 0.05 | 1.07161 | 1.10657 | 1.07161 | 2239.63 | 8314582.65 |
5949 | 2020.10.15 10:38 | t/p | 2974 | 0.03 | 1.07055 | 1.10657 | 1.07055 | 1343.78 | 8315926.43 |
5950 | 2020.10.19 16:19 | t/p | 2976 | 0.02 | 1.06972 | 1.10657 | 1.06972 | 895.85 | 8316822.28 |
5951 | 2020.10.21 13:39 | t/p | 2967 | 0.01 | 1.06823 | 1.10657 | 1.06823 | 447.93 | 8317270.21 |
5952 | 2020.10.22 11:38 | t/p | 2966 | 0.01 | 1.06627 | 1.10657 | 1.06627 | 447.92 | 8317718.13 |
5953 | 2020.10.22 12:00 | sell | 2977 | 0.01 | 1.06597 | 1.10425 | 1.06025 | |
5954 | 2020.10.27 19:00 | close | 2977 | 0.01 | 1.06355 | 1.10425 | 1.06025 | 189.50 | 8317907.63 |
5955 | 2020.10.27 19:00 | sell | 2978 | 0.01 | 1.06327 | 1.10155 | 1.05755 | |
5956 | 2020.11.04 06:00 | sell | 2979 | 0.03 | 1.06759 | 1.10155 | 1.06187 | |
5957 | 2020.11.04 11:00 | sell | 2980 | 0.02 | 1.06675 | 1.10155 | 1.06103 | |
5958 | 2020.11.05 04:00 | sell | 2981 | 0.07 | 1.07043 | 1.10155 | 1.06471 | |
5959 | 2020.11.05 05:00 | sell | 2982 | 0.05 | 1.06913 | 1.10155 | 1.06341 | |
5960 | 2020.11.06 03:00 | sell | 2983 | 0.10 | 1.07217 | 1.10155 | 1.06645 | |
5961 | 2020.11.10 01:38 | t/p | 2983 | 0.10 | 1.06645 | 1.10155 | 1.06645 | 4479.28 | 8322386.91 |
5962 | 2020.11.10 04:00 | sell | 2984 | 0.01 | 1.06570 | 1.10155 | 1.05998 | |
5963 | 2020.11.10 15:37 | t/p | 2981 | 0.07 | 1.06471 | 1.10155 | 1.06471 | 3135.49 | 8325522.40 |
5964 | 2020.11.11 03:37 | t/p | 2982 | 0.05 | 1.06341 | 1.10155 | 1.06341 | 2239.64 | 8327762.04 |
5965 | 2020.11.11 04:19 | t/p | 2979 | 0.03 | 1.06187 | 1.10155 | 1.06187 | 1343.79 | 8329105.83 |
5966 | 2020.11.11 04:29 | t/p | 2980 | 0.02 | 1.06103 | 1.10155 | 1.06103 | 895.85 | 8330001.68 |
5967 | 2020.11.11 04:39 | t/p | 2984 | 0.01 | 1.05998 | 1.10155 | 1.05998 | 447.93 | 8330449.61 |
5968 | 2020.11.11 18:37 | t/p | 2978 | 0.01 | 1.05755 | 1.10155 | 1.05755 | 447.93 | 8330897.54 |
5969 | 2020.11.11 19:00 | sell | 2985 | 0.01 | 1.05746 | 1.09574 | 1.05174 | |
5970 | 2020.11.16 03:00 | sell | 2986 | 0.02 | 1.06014 | 1.09574 | 1.05442 | |
5971 | 2020.11.16 04:00 | sell | 2987 | 0.01 | 1.05905 | 1.09574 | 1.05333 | |
5972 | 2020.11.19 02:03 | t/p | 2986 | 0.02 | 1.05442 | 1.09574 | 1.05442 | 895.86 | 8331793.40 |
5973 | 2020.11.19 17:38 | t/p | 2987 | 0.01 | 1.05333 | 1.09574 | 1.05333 | 447.93 | 8332241.33 |
5974 | 2020.11.20 10:39 | t/p | 2985 | 0.01 | 1.05174 | 1.09574 | 1.05174 | 447.93 | 8332689.26 |
5975 | 2020.11.20 11:00 | sell | 2988 | 0.01 | 1.05202 | 1.09030 | 1.04630 | |
5976 | 2020.11.25 11:00 | sell | 2989 | 0.01 | 1.05377 | 1.09030 | 1.04805 | |
5977 | 2020.11.30 13:19 | t/p | 2989 | 0.01 | 1.04805 | 1.09030 | 1.04805 | 447.92 | 8333137.18 |
5978 | 2020.11.30 17:14 | t/p | 2988 | 0.01 | 1.04630 | 1.09030 | 1.04630 | 447.92 | 8333585.10 |
5979 | 2020.11.30 19:00 | sell | 2990 | 0.01 | 1.04756 | 1.08584 | 1.04184 | |
5980 | 2020.12.07 08:00 | sell | 2991 | 0.07 | 1.05455 | 1.08584 | 1.04883 | |
5981 | 2020.12.07 10:00 | sell | 2992 | 0.05 | 1.05379 | 1.08584 | 1.04807 | |
5982 | 2020.12.07 13:00 | sell | 2993 | 0.03 | 1.05192 | 1.08584 | 1.04620 | |
5983 | 2020.12.10 00:00 | buy | 2994 | 0.01 | 1.05940 | 1.02112 | 1.06512 | |
5984 | 2020.12.11 07:14 | t/p | 2994 | 0.01 | 1.06512 | 1.02112 | 1.06512 | 447.77 | 8334032.87 |
5985 | 2020.12.11 08:00 | buy | 2995 | 0.01 | 1.06444 | 1.02616 | 1.07016 | |
5986 | 2020.12.22 05:27 | t/p | 2995 | 0.01 | 1.07016 | 1.02616 | 1.07016 | 447.76 | 8334480.63 |
5987 | 2020.12.22 06:00 | buy | 2996 | 0.01 | 1.07089 | 1.03261 | 1.07661 | |
5988 | 2020.12.22 10:00 | buy | 2997 | 0.01 | 1.06986 | 1.03158 | 1.07558 | |
5989 | 2020.12.28 07:00 | buy | 2998 | 0.02 | 1.06852 | 1.03024 | 1.07424 | |
5990 | 2020.12.30 05:00 | buy | 2999 | 0.03 | 1.06531 | 1.02703 | 1.07103 | |
5991 | 2020.12.30 08:00 | buy | 3000 | 0.02 | 1.06620 | 1.02792 | 1.07192 | |
5992 | 2020.12.31 17:36 | t/p | 2999 | 0.03 | 1.07103 | 1.02703 | 1.07103 | 1343.30 | 8335823.93 |
5993 | 2020.12.31 18:38 | t/p | 3000 | 0.02 | 1.07192 | 1.02792 | 1.07192 | 895.54 | 8336719.47 |
5994 | 2021.01.11 00:32 | t/p | 2998 | 0.02 | 1.07424 | 1.03024 | 1.07424 | 895.53 | 8337615.00 |
5995 | 2021.01.11 03:00 | close | 2996 | 0.01 | 1.07191 | 1.03261 | 1.07661 | 79.85 | 8337694.85 |
5996 | 2021.01.11 03:00 | close | 2997 | 0.01 | 1.07191 | 1.03158 | 1.07558 | 160.48 | 8337855.33 |
5997 | 2021.01.11 12:00 | buy | 3001 | 0.01 | 1.07316 | 1.03488 | 1.07888 | |
5998 | 2021.01.14 12:18 | t/p | 3001 | 0.01 | 1.07888 | 1.03488 | 1.07888 | 447.77 | 8338303.10 |
5999 | 2021.01.14 13:00 | buy | 3002 | 0.01 | 1.07920 | 1.04092 | 1.08492 | |
6000 | 2021.01.14 14:00 | buy | 3003 | 0.01 | 1.07797 | 1.03969 | 1.08369 | |