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 |
6001 | 2021.01.14 15:00 | close | 3002 | 0.01 | 1.07748 | 1.04092 | 1.08492 | -134.65 | 8338168.45 |
6002 | 2021.01.14 15:00 | close | 3003 | 0.01 | 1.07748 | 1.03969 | 1.08369 | -38.36 | 8338130.09 |
6003 | 2021.01.14 16:00 | buy | 3004 | 0.01 | 1.07807 | 1.03979 | 1.08379 | |
6004 | 2021.01.19 16:37 | t/p | 3004 | 0.01 | 1.08379 | 1.03979 | 1.08379 | 447.76 | 8338577.85 |
6005 | 2021.01.19 18:00 | buy | 3005 | 0.01 | 1.08299 | 1.04471 | 1.08871 | |
6006 | 2021.01.19 19:00 | close | 3005 | 0.01 | 1.08243 | 1.04471 | 1.08871 | -43.84 | 8338534.01 |
6007 | 2021.01.19 19:00 | buy | 3006 | 0.01 | 1.08271 | 1.04443 | 1.08843 | |
6008 | 2021.01.21 18:00 | buy | 3007 | 0.02 | 1.07893 | 1.04065 | 1.08465 | |
6009 | 2021.01.26 04:00 | buy | 3008 | 0.10 | 1.07227 | 1.03399 | 1.07799 | |
6010 | 2021.01.27 00:00 | buy | 3009 | 0.13 | 1.07078 | 1.03250 | 1.07650 | |
6011 | 2021.01.28 08:00 | buy | 3010 | 0.17 | 1.06988 | 1.03160 | 1.07560 | |
6012 | 2021.02.01 12:00 | buy | 3011 | 0.51 | 1.06410 | 1.02582 | 1.06982 | |
6013 | 2021.02.01 21:00 | buy | 3012 | 0.39 | 1.06593 | 1.02765 | 1.07165 | |
6014 | 2021.02.02 03:00 | buy | 3013 | 0.27 | 1.06650 | 1.02822 | 1.07222 | |
6015 | 2021.02.10 03:38 | t/p | 3011 | 0.51 | 1.06982 | 1.02582 | 1.06982 | 22836.13 | 8361370.14 |
6016 | 2021.02.10 13:39 | t/p | 3012 | 0.39 | 1.07165 | 1.02765 | 1.07165 | 17462.92 | 8378833.06 |
6017 | 2021.02.10 15:39 | t/p | 3013 | 0.27 | 1.07222 | 1.02822 | 1.07222 | 12089.71 | 8390922.77 |
6018 | 2021.02.11 18:00 | buy | 3014 | 0.08 | 1.07296 | 1.03468 | 1.07868 | |
6019 | 2021.02.12 11:00 | buy | 3015 | 0.06 | 1.07490 | 1.03662 | 1.08062 | |
6020 | 2021.02.12 16:00 | buy | 3016 | 0.04 | 1.07544 | 1.03716 | 1.08116 | |
6021 | 2021.02.12 16:03 | t/p | 3010 | 0.17 | 1.07560 | 1.03160 | 1.07560 | 7612.04 | 8398534.81 |
6022 | 2021.02.15 00:00 | t/p | 3009 | 0.13 | 1.07650 | 1.03250 | 1.07650 | 5820.97 | 8404355.78 |
6023 | 2021.02.15 20:00 | buy | 3017 | 0.03 | 1.07695 | 1.03867 | 1.08267 | |
6024 | 2021.02.17 09:18 | t/p | 3008 | 0.10 | 1.07799 | 1.03399 | 1.07799 | 4477.67 | 8408833.45 |
6025 | 2021.02.17 15:43 | t/p | 3014 | 0.08 | 1.07868 | 1.03468 | 1.07868 | 3582.14 | 8412415.59 |
6026 | 2021.02.17 16:00 | buy | 3018 | 0.02 | 1.07932 | 1.04104 | 1.08504 | |
6027 | 2021.02.22 22:00 | buy | 3019 | 0.01 | 1.08066 | 1.04238 | 1.08638 | |
6028 | 2021.02.22 22:23 | t/p | 3015 | 0.06 | 1.08062 | 1.03662 | 1.08062 | 2686.61 | 8415102.20 |
6029 | 2021.02.22 22:27 | t/p | 3016 | 0.04 | 1.08116 | 1.03716 | 1.08116 | 1791.07 | 8416893.27 |
6030 | 2021.02.23 08:24 | t/p | 3017 | 0.03 | 1.08267 | 1.03867 | 1.08267 | 1343.30 | 8418236.57 |
6031 | 2021.02.24 12:00 | close | 2990 | 0.01 | 1.07245 | 1.08584 | 1.04184 | -1949.11 | 8416287.46 |
6032 | 2021.02.24 12:00 | close | 2991 | 0.07 | 1.07245 | 1.08584 | 1.04883 | -9812.12 | 8406475.34 |
6033 | 2021.02.24 12:00 | close | 2992 | 0.05 | 1.07245 | 1.08584 | 1.04807 | -7306.23 | 8399169.11 |
6034 | 2021.02.24 12:00 | close | 2993 | 0.03 | 1.07245 | 1.08584 | 1.04620 | -4823.05 | 8394346.06 |
6035 | 2021.02.25 08:00 | buy | 3020 | 0.10 | 1.07257 | 1.03429 | 1.07829 | |
6036 | 2021.02.25 09:00 | buy | 3021 | 0.08 | 1.07316 | 1.03488 | 1.07888 | |
6037 | 2021.03.01 01:00 | buy | 3022 | 0.39 | 1.06629 | 1.02801 | 1.07201 | |
6038 | 2021.03.01 02:00 | buy | 3023 | 0.30 | 1.06651 | 1.02823 | 1.07223 | |
6039 | 2021.03.01 12:00 | buy | 3024 | 0.23 | 1.06856 | 1.03028 | 1.07428 | |
6040 | 2021.03.01 13:00 | buy | 3025 | 0.17 | 1.06942 | 1.03114 | 1.07514 | |
6041 | 2021.03.01 22:00 | buy | 3026 | 0.13 | 1.07036 | 1.03208 | 1.07608 | |
6042 | 2021.03.02 09:43 | t/p | 3022 | 0.39 | 1.07201 | 1.02801 | 1.07201 | 17462.93 | 8411808.99 |
6043 | 2021.03.02 09:43 | t/p | 3023 | 0.30 | 1.07223 | 1.02823 | 1.07223 | 13433.02 | 8425242.01 |
6044 | 2021.03.02 14:25 | t/p | 3024 | 0.23 | 1.07428 | 1.03028 | 1.07428 | 10298.65 | 8435540.66 |
6045 | 2021.03.02 20:00 | t/p | 3025 | 0.17 | 1.07514 | 1.03114 | 1.07514 | 7612.04 | 8443152.70 |
6046 | 2021.03.02 20:00 | t/p | 3026 | 0.13 | 1.07608 | 1.03208 | 1.07608 | 5820.97 | 8448973.67 |
6047 | 2021.03.03 04:00 | sell | 3027 | 0.01 | 1.07261 | 1.10657 | 1.06689 | |
6048 | 2021.03.05 04:00 | sell | 3028 | 0.01 | 1.07396 | 1.10657 | 1.06824 | |
6049 | 2021.03.10 13:00 | sell | 3029 | 0.02 | 1.07499 | 1.10657 | 1.06927 | |
6050 | 2021.03.11 20:44 | t/p | 3020 | 0.10 | 1.07829 | 1.03429 | 1.07829 | 4477.67 | 8453451.34 |
6051 | 2021.03.12 11:06 | t/p | 3021 | 0.08 | 1.07888 | 1.03488 | 1.07888 | 3582.14 | 8457033.48 |
6052 | 2021.03.15 04:00 | sell | 3030 | 0.07 | 1.07863 | 1.10657 | 1.07291 | |
6053 | 2021.03.15 05:00 | sell | 3031 | 0.03 | 1.07633 | 1.10657 | 1.07061 | |
6054 | 2021.03.19 05:00 | sell | 3032 | 0.14 | 1.08056 | 1.10657 | 1.07484 | |
6055 | 2021.03.19 06:00 | sell | 3033 | 0.10 | 1.07980 | 1.10657 | 1.07408 | |
6056 | 2021.03.23 02:11 | t/p | 3007 | 0.02 | 1.08465 | 1.04065 | 1.08465 | 895.53 | 8457929.01 |
6057 | 2021.03.23 02:14 | t/p | 3018 | 0.02 | 1.08504 | 1.04104 | 1.08504 | 895.53 | 8458824.54 |
6058 | 2021.03.23 03:44 | t/p | 3019 | 0.01 | 1.08638 | 1.04238 | 1.08638 | 447.76 | 8459272.30 |
6059 | 2021.03.23 10:58 | t/p | 3006 | 0.01 | 1.08843 | 1.04443 | 1.08843 | 447.77 | 8459720.07 |
6060 | 2021.03.24 02:00 | sell | 3034 | 1.22 | 1.08905 | 1.10657 | 1.08333 | |
6061 | 2021.04.02 00:10 | t/p | 3034 | 1.22 | 1.08333 | 1.10657 | 1.08333 | 54647.16 | 8514367.23 |
6062 | 2021.04.02 02:00 | sell | 3035 | 0.40 | 1.08446 | 1.10657 | 1.07874 | |
6063 | 2021.04.02 11:00 | sell | 3036 | 0.28 | 1.08391 | 1.10657 | 1.07819 | |
6064 | 2021.04.02 15:00 | sell | 3037 | 0.20 | 1.08243 | 1.10657 | 1.07671 | |
6065 | 2021.04.02 22:47 | t/p | 3035 | 0.40 | 1.07874 | 1.10657 | 1.07874 | 17917.10 | 8532284.33 |
6066 | 2021.04.02 22:47 | t/p | 3036 | 0.28 | 1.07819 | 1.10657 | 1.07819 | 12541.97 | 8544826.30 |
6067 | 2021.04.06 07:00 | sell | 3038 | 0.28 | 1.08289 | 1.10657 | 1.07717 | |
6068 | 2021.04.07 03:00 | sell | 3039 | 0.56 | 1.08532 | 1.10657 | 1.07960 | |
6069 | 2021.04.07 07:00 | sell | 3040 | 0.18 | 1.08475 | 1.10657 | 1.07903 | |
6070 | 2021.04.15 07:29 | t/p | 3039 | 0.56 | 1.07960 | 1.10657 | 1.07960 | 25083.94 | 8569910.24 |
6071 | 2021.04.20 00:04 | t/p | 3040 | 0.18 | 1.07903 | 1.10657 | 1.07903 | 8062.70 | 8577972.94 |
6072 | 2021.04.20 17:36 | t/p | 3038 | 0.28 | 1.07717 | 1.10657 | 1.07717 | 12541.97 | 8590514.91 |
6073 | 2021.04.20 17:37 | t/p | 3037 | 0.20 | 1.07671 | 1.10657 | 1.07671 | 8958.55 | 8599473.46 |
6074 | 2021.04.20 19:00 | sell | 3041 | 0.05 | 1.07734 | 1.10657 | 1.07162 | |
6075 | 2021.04.20 22:03 | t/p | 3032 | 0.14 | 1.07484 | 1.10657 | 1.07484 | 6270.98 | 8605744.44 |
6076 | 2021.04.22 00:00 | t/p | 3033 | 0.10 | 1.07408 | 1.10657 | 1.07408 | 4479.27 | 8610223.71 |
6077 | 2021.04.28 15:15 | t/p | 3030 | 0.07 | 1.07291 | 1.10657 | 1.07291 | 3135.50 | 8613359.21 |
6078 | 2021.04.28 23:00 | close | 3027 | 0.01 | 1.07266 | 1.10657 | 1.06689 | -3.91 | 8613355.30 |
6079 | 2021.04.28 23:00 | close | 3028 | 0.01 | 1.07266 | 1.10657 | 1.06824 | 101.80 | 8613457.10 |
6080 | 2021.04.28 23:00 | close | 3029 | 0.02 | 1.07266 | 1.10657 | 1.06927 | 364.92 | 8613822.02 |
6081 | 2021.04.28 23:00 | close | 3031 | 0.03 | 1.07266 | 1.10657 | 1.07061 | 862.18 | 8614684.20 |
6082 | 2021.04.28 23:00 | close | 3041 | 0.05 | 1.07266 | 1.10657 | 1.07162 | 1832.43 | 8616516.63 |
6083 | 2021.04.28 23:00 | sell | 3042 | 0.01 | 1.07238 | 1.10657 | 1.06666 | |
6084 | 2021.04.29 02:00 | close | 3042 | 0.01 | 1.07384 | 1.10657 | 1.06666 | -114.33 | 8616402.30 |
6085 | 2021.04.29 03:00 | sell | 3043 | 0.01 | 1.07303 | 1.10657 | 1.06731 | |
6086 | 2021.05.03 22:00 | sell | 3044 | 0.03 | 1.07678 | 1.10657 | 1.07106 | |
6087 | 2021.05.04 19:00 | sell | 3045 | 0.05 | 1.07835 | 1.10657 | 1.07263 | |
6088 | 2021.05.04 21:00 | sell | 3046 | 0.07 | 1.07865 | 1.10657 | 1.07293 | |
6089 | 2021.05.05 14:00 | sell | 3047 | 0.02 | 1.07603 | 1.10657 | 1.07031 | |
6090 | 2021.05.05 16:00 | sell | 3048 | 0.01 | 1.07496 | 1.10657 | 1.06924 | |
6091 | 2021.05.06 01:42 | t/p | 3046 | 0.07 | 1.07293 | 1.10657 | 1.07293 | 3135.49 | 8619537.79 |
6092 | 2021.05.06 05:24 | t/p | 3045 | 0.05 | 1.07263 | 1.10657 | 1.07263 | 2239.64 | 8621777.43 |
6093 | 2021.05.10 19:00 | sell | 3049 | 0.05 | 1.07814 | 1.10657 | 1.07242 | |
6094 | 2021.05.11 06:00 | sell | 3050 | 0.07 | 1.07868 | 1.10657 | 1.07296 | |
6095 | 2021.05.14 14:39 | t/p | 3050 | 0.07 | 1.07296 | 1.10657 | 1.07296 | 3135.49 | 8624912.92 |
6096 | 2021.05.14 15:22 | t/p | 3049 | 0.05 | 1.07242 | 1.10657 | 1.07242 | 2239.64 | 8627152.56 |
6097 | 2021.05.20 17:00 | sell | 3051 | 0.05 | 1.07809 | 1.10657 | 1.07237 | |
6098 | 2021.05.21 09:00 | sell | 3052 | 0.07 | 1.07897 | 1.10657 | 1.07325 | |
6099 | 2021.05.25 14:10 | t/p | 3052 | 0.07 | 1.07325 | 1.10657 | 1.07325 | 3135.49 | 8630288.05 |
6100 | 2021.05.25 15:00 | t/p | 3051 | 0.05 | 1.07237 | 1.10657 | 1.07237 | 2239.64 | 8632527.69 |
6101 | 2021.05.26 00:10 | t/p | 3044 | 0.03 | 1.07106 | 1.10657 | 1.07106 | 1343.79 | 8633871.48 |
6102 | 2021.05.26 00:10 | t/p | 3047 | 0.02 | 1.07031 | 1.10657 | 1.07031 | 895.86 | 8634767.34 |
6103 | 2021.05.26 05:01 | t/p | 3048 | 0.01 | 1.06924 | 1.10657 | 1.06924 | 447.92 | 8635215.26 |
6104 | 2021.05.26 05:10 | t/p | 3043 | 0.01 | 1.06731 | 1.10657 | 1.06731 | 447.93 | 8635663.19 |
6105 | 2021.05.26 07:00 | sell | 3053 | 0.01 | 1.06549 | 1.10377 | 1.05977 | |
6106 | 2021.05.31 04:00 | buy | 3054 | 0.01 | 1.06535 | 1.05876 | 1.06857 | |
6107 | 2021.05.31 05:00 | buy | 3055 | 0.01 | 1.06541 | 1.05876 | 1.06863 | |
6108 | 2021.06.01 04:00 | buy | 3056 | 0.02 | 1.06484 | 1.05921 | 1.06806 | |
6109 | 2021.06.01 16:39 | t/p | 3056 | 0.02 | 1.06806 | 1.05921 | 1.06806 | 504.13 | 8636167.32 |
6110 | 2021.06.01 17:27 | t/p | 3054 | 0.01 | 1.06857 | 1.05876 | 1.06857 | 252.07 | 8636419.39 |
6111 | 2021.06.01 17:28 | t/p | 3055 | 0.01 | 1.06863 | 1.05876 | 1.06863 | 252.07 | 8636671.46 |
6112 | 2021.06.01 18:00 | buy | 3057 | 0.01 | 1.06937 | 1.06409 | 1.07259 | |
6113 | 2021.06.01 20:00 | buy | 3058 | 0.01 | 1.06938 | 1.06410 | 1.07260 | |
6114 | 2021.06.02 00:00 | buy | 3059 | 0.02 | 1.06898 | 1.06370 | 1.07220 | |
6115 | 2021.06.02 01:00 | buy | 3060 | 0.08 | 1.06833 | 1.06305 | 1.07155 | |
6116 | 2021.06.02 20:38 | t/p | 3060 | 0.08 | 1.07155 | 1.06305 | 1.07155 | 2016.51 | 8638687.97 |
6117 | 2021.06.03 19:38 | t/p | 3059 | 0.02 | 1.07220 | 1.06370 | 1.07220 | 504.13 | 8639192.10 |
6118 | 2021.06.03 20:27 | t/p | 3057 | 0.01 | 1.07259 | 1.06409 | 1.07259 | 252.07 | 8639444.17 |
6119 | 2021.06.03 20:27 | t/p | 3058 | 0.01 | 1.07260 | 1.06410 | 1.07260 | 252.06 | 8639696.23 |
6120 | 2021.06.15 03:00 | sell | 3061 | 0.40 | 1.07952 | 1.10377 | 1.07630 | |
6121 | 2021.06.17 03:09 | t/p | 3061 | 0.40 | 1.07630 | 1.10377 | 1.07630 | 10086.20 | 8649782.43 |
6122 | 2021.06.21 04:00 | sell | 3062 | 0.40 | 1.07891 | 1.10377 | 1.07569 | |
6123 | 2021.06.22 11:17 | t/p | 3062 | 0.40 | 1.07569 | 1.10377 | 1.07569 | 10086.20 | 8659868.63 |
6124 | 2021.07.07 02:00 | buy | 3063 | 0.01 | 1.06929 | 1.06422 | 1.07251 | |
6125 | 2021.07.07 13:00 | buy | 3064 | 0.02 | 1.06906 | 1.06422 | 1.07228 | |
6126 | 2021.07.07 14:00 | buy | 3065 | 0.03 | 1.06877 | 1.06422 | 1.07199 | |
6127 | 2021.07.08 05:00 | buy | 3066 | 0.13 | 1.06801 | 1.06368 | 1.07123 | |
6128 | 2021.07.08 08:00 | buy | 3067 | 0.08 | 1.06832 | 1.06368 | 1.07154 | |
6129 | 2021.07.08 09:00 | buy | 3068 | 0.23 | 1.06770 | 1.06368 | 1.07092 | |
6130 | 2021.07.08 14:00 | buy | 3069 | 0.30 | 1.06743 | 1.06368 | 1.07065 | |
6131 | 2021.07.08 15:00 | buy | 3070 | 0.17 | 1.06783 | 1.06368 | 1.07105 | |
6132 | 2021.07.08 16:00 | buy | 3071 | 0.06 | 1.06851 | 1.06368 | 1.07173 | |
6133 | 2021.07.09 10:11 | t/p | 3069 | 0.30 | 1.07065 | 1.06368 | 1.07065 | 7561.95 | 8667430.58 |
6134 | 2021.07.09 12:30 | t/p | 3068 | 0.23 | 1.07092 | 1.06368 | 1.07092 | 5797.49 | 8673228.07 |
6135 | 2021.07.09 17:55 | t/p | 3070 | 0.17 | 1.07105 | 1.06368 | 1.07105 | 4285.11 | 8677513.18 |
6136 | 2021.07.09 17:57 | t/p | 3066 | 0.13 | 1.07123 | 1.06368 | 1.07123 | 3276.84 | 8680790.02 |
6137 | 2021.07.12 10:45 | t/p | 3067 | 0.08 | 1.07154 | 1.06368 | 1.07154 | 2016.52 | 8682806.54 |
6138 | 2021.07.12 12:35 | t/p | 3071 | 0.06 | 1.07173 | 1.06368 | 1.07173 | 1512.39 | 8684318.93 |
6139 | 2021.07.12 17:56 | t/p | 3065 | 0.03 | 1.07199 | 1.06422 | 1.07199 | 756.20 | 8685075.13 |
6140 | 2021.07.12 18:57 | t/p | 3064 | 0.02 | 1.07228 | 1.06422 | 1.07228 | 504.13 | 8685579.26 |
6141 | 2021.07.13 15:30 | t/p | 3063 | 0.01 | 1.07251 | 1.06422 | 1.07251 | 252.07 | 8685831.33 |
6142 | 2021.07.15 04:00 | buy | 3072 | 0.01 | 1.06396 | 1.05969 | 1.06718 | |
6143 | 2021.07.15 07:00 | buy | 3073 | 0.01 | 1.06407 | 1.05969 | 1.06729 | |
6144 | 2021.07.16 01:45 | s/l | 3072 | 0.01 | 1.05969 | 1.05969 | 1.06718 | -334.26 | 8685497.07 |
6145 | 2021.07.16 01:45 | s/l | 3073 | 0.01 | 1.05969 | 1.05969 | 1.06729 | -342.87 | 8685154.20 |
6146 | 2021.07.16 01:45 | t/p | 3053 | 0.01 | 1.05977 | 1.10377 | 1.05977 | 447.93 | 8685602.13 |
6147 | 2021.07.19 14:00 | buy | 3074 | 0.01 | 1.05816 | 1.01988 | 1.06388 | |
6148 | 2021.07.22 05:00 | buy | 3075 | 0.01 | 1.05648 | 1.01820 | 1.06220 | |
6149 | 2021.07.26 23:00 | buy | 3076 | 0.02 | 1.05543 | 1.01715 | 1.06115 | |
6150 | 2021.07.28 22:13 | t/p | 3076 | 0.02 | 1.06115 | 1.01715 | 1.06115 | 895.54 | 8686497.67 |