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 | |
前へ42ページ目
| # | 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 |
| 6151 | 2021.08.02 05:00 | buy | 3077 | 0.02 | 1.05381 | 1.04820 | 1.05703 | ||
| 6152 | 2021.08.02 14:00 | buy | 3078 | 0.02 | 1.05542 | 1.04820 | 1.05864 | ||
| 6153 | 2021.08.04 04:37 | s/l | 3077 | 0.02 | 1.04820 | 1.04820 | 1.05703 | -878.31 | 8685619.36 |
| 6154 | 2021.08.04 04:37 | s/l | 3078 | 0.02 | 1.04820 | 1.04820 | 1.05864 | -1130.38 | 8684488.98 |
| 6155 | 2021.08.05 04:00 | buy | 3079 | 0.08 | 1.04842 | 1.01014 | 1.05414 | ||
| 6156 | 2021.08.05 18:00 | buy | 3080 | 0.06 | 1.04954 | 1.04376 | 1.05276 | ||
| 6157 | 2021.08.10 00:00 | buy | 3081 | 0.10 | 1.04804 | 1.04501 | 1.05126 | ||
| 6158 | 2021.08.10 10:00 | buy | 3082 | 0.04 | 1.05105 | 1.04501 | 1.05427 | ||
| 6159 | 2021.08.12 00:00 | buy | 3083 | 0.13 | 1.04644 | 1.04349 | 1.04966 | ||
| 6160 | 2021.08.16 01:13 | s/l | 3081 | 0.10 | 1.04501 | 1.04501 | 1.05126 | -2371.91 | 8682117.07 |
| 6161 | 2021.08.16 01:13 | s/l | 3082 | 0.04 | 1.04501 | 1.04501 | 1.05427 | -1891.27 | 8680225.80 |
| 6162 | 2021.08.16 09:13 | s/l | 3080 | 0.06 | 1.04376 | 1.04376 | 1.05276 | -2714.78 | 8677511.02 |
| 6163 | 2021.08.16 11:37 | s/l | 3083 | 0.13 | 1.04349 | 1.04349 | 1.04966 | -3002.08 | 8674508.94 |
| 6164 | 2021.08.16 20:00 | buy | 3084 | 0.13 | 1.04594 | 1.04026 | 1.04916 | ||
| 6165 | 2021.08.16 22:00 | buy | 3085 | 0.17 | 1.04567 | 1.04026 | 1.04889 | ||
| 6166 | 2021.08.17 00:00 | buy | 3086 | 0.23 | 1.04343 | 1.04026 | 1.04665 | ||
| 6167 | 2021.08.17 05:29 | t/p | 3086 | 0.23 | 1.04665 | 1.04026 | 1.04665 | 5797.49 | 8680306.43 |
| 6168 | 2021.08.17 06:04 | t/p | 3085 | 0.17 | 1.04889 | 1.04026 | 1.04889 | 4285.10 | 8684591.53 |
| 6169 | 2021.08.17 06:05 | t/p | 3084 | 0.13 | 1.04916 | 1.04026 | 1.04916 | 3276.84 | 8687868.37 |
| 6170 | 2021.08.17 07:00 | buy | 3087 | 0.06 | 1.05034 | 1.04506 | 1.05356 | ||
| 6171 | 2021.08.17 10:02 | t/p | 3087 | 0.06 | 1.05356 | 1.04506 | 1.05356 | 1512.39 | 8689380.76 |
| 6172 | 2021.08.17 17:00 | buy | 3088 | 0.04 | 1.05088 | 1.04560 | 1.05410 | ||
| 6173 | 2021.08.18 04:28 | s/l | 3088 | 0.04 | 1.04560 | 1.04560 | 1.05410 | -1653.30 | 8687727.46 |
| 6174 | 2021.08.18 12:00 | buy | 3089 | 0.06 | 1.04982 | 1.01154 | 1.05554 | ||
| 6175 | 2021.08.18 13:00 | buy | 3090 | 0.03 | 1.05209 | 1.01381 | 1.05781 | ||
| 6176 | 2021.08.18 14:00 | buy | 3091 | 0.04 | 1.05170 | 1.01342 | 1.05742 | ||
| 6177 | 2021.08.19 04:00 | buy | 3092 | 0.02 | 1.05362 | 1.01534 | 1.05934 | ||
| 6178 | 2021.08.23 02:00 | buy | 3093 | 0.17 | 1.04516 | 1.00688 | 1.05088 | ||
| 6179 | 2021.08.23 05:00 | buy | 3094 | 0.13 | 1.04593 | 1.00765 | 1.05165 | ||
| 6180 | 2021.08.24 06:00 | buy | 3095 | 0.10 | 1.04714 | 1.00886 | 1.05286 | ||
| 6181 | 2021.08.25 18:00 | buy | 3096 | 0.23 | 1.04411 | 1.00583 | 1.04983 | ||
| 6182 | 2021.08.27 06:00 | buy | 3097 | 0.30 | 1.04301 | 1.00473 | 1.04873 | ||
| 6183 | 2021.09.01 04:00 | buy | 3098 | 0.42 | 1.03866 | 1.00038 | 1.04438 | ||
| 6184 | 2021.09.03 15:04 | t/p | 3098 | 0.42 | 1.04438 | 1.00038 | 1.04438 | 18806.22 | 8706533.68 |
| 6185 | 2021.09.06 16:00 | buy | 3099 | 0.39 | 1.04164 | 1.00992 | 1.04736 | ||
| 6186 | 2021.09.10 03:00 | buy | 3100 | 0.03 | 1.03729 | 1.01262 | 1.04301 | ||
| 6187 | 2021.09.28 12:18 | t/p | 3100 | 0.03 | 1.04301 | 1.01262 | 1.04301 | 1343.30 | 8707876.98 |
| 6188 | 2021.09.28 16:00 | buy | 3101 | 0.03 | 1.04049 | 1.02583 | 1.04621 | ||
| 6189 | 2021.09.29 18:38 | t/p | 3101 | 0.03 | 1.04621 | 1.02583 | 1.04621 | 1343.31 | 8709220.29 |
| 6190 | 2021.09.30 08:19 | t/p | 3099 | 0.39 | 1.04736 | 1.00992 | 1.04736 | 17462.93 | 8726683.22 |
| 6191 | 2021.10.01 03:03 | t/p | 3097 | 0.30 | 1.04873 | 1.00473 | 1.04873 | 13433.02 | 8740116.24 |
| 6192 | 2021.10.06 10:38 | t/p | 3096 | 0.23 | 1.04983 | 1.00583 | 1.04983 | 10298.65 | 8750414.89 |
| 6193 | 2021.10.06 12:29 | t/p | 3093 | 0.17 | 1.05088 | 1.00688 | 1.05088 | 7612.04 | 8758026.93 |
| 6194 | 2021.10.06 14:39 | t/p | 3094 | 0.13 | 1.05165 | 1.00765 | 1.05165 | 5820.98 | 8763847.91 |
| 6195 | 2021.10.07 02:38 | t/p | 3095 | 0.10 | 1.05286 | 1.00886 | 1.05286 | 4477.68 | 8768325.59 |
| 6196 | 2021.10.07 16:29 | t/p | 3079 | 0.08 | 1.05414 | 1.01014 | 1.05414 | 3582.14 | 8771907.73 |
| 6197 | 2021.10.07 18:00 | buy | 3102 | 0.02 | 1.05517 | 1.02583 | 1.06089 | ||
| 6198 | 2021.10.11 01:29 | t/p | 3089 | 0.06 | 1.05554 | 1.01154 | 1.05554 | 2686.60 | 8774594.33 |
| 6199 | 2021.10.11 10:13 | t/p | 3091 | 0.04 | 1.05742 | 1.01342 | 1.05742 | 1791.07 | 8776385.40 |
| 6200 | 2021.10.11 14:18 | t/p | 3090 | 0.03 | 1.05781 | 1.01381 | 1.05781 | 1343.30 | 8777728.70 |
| 6201 | 2021.10.12 01:39 | t/p | 3092 | 0.02 | 1.05934 | 1.01534 | 1.05934 | 895.54 | 8778624.24 |
| 6202 | 2021.10.12 03:00 | close | 3074 | 0.01 | 1.05833 | 1.01988 | 1.06388 | 13.31 | 8778637.55 |
| 6203 | 2021.10.12 03:00 | close | 3075 | 0.01 | 1.05833 | 1.01820 | 1.06220 | 144.82 | 8778782.37 |
| 6204 | 2021.10.12 03:00 | close | 3102 | 0.02 | 1.05833 | 1.02583 | 1.06089 | 494.73 | 8779277.10 |
| 6205 | 2021.10.12 03:00 | buy | 3103 | 0.01 | 1.05861 | 1.02583 | 1.06433 | ||
| 6206 | 2021.10.12 19:00 | close | 3103 | 0.01 | 1.06036 | 1.02583 | 1.06433 | 136.99 | 8779414.09 |
| 6207 | 2021.10.12 19:00 | buy | 3104 | 0.01 | 1.06064 | 1.02583 | 1.06636 | ||
| 6208 | 2021.10.13 00:00 | buy | 3105 | 0.01 | 1.05917 | 1.02583 | 1.06489 | ||
| 6209 | 2021.10.19 23:00 | buy | 3106 | 0.39 | 1.04529 | 1.02583 | 1.05101 | ||
| 6210 | 2021.10.20 00:00 | buy | 3107 | 0.51 | 1.04386 | 1.02583 | 1.04958 | ||
| 6211 | 2021.10.21 05:00 | buy | 3108 | 0.30 | 1.04594 | 1.02583 | 1.05166 | ||
| 6212 | 2021.10.22 14:00 | buy | 3109 | 0.23 | 1.04731 | 1.02583 | 1.05303 | ||
| 6213 | 2021.10.22 15:00 | buy | 3110 | 0.15 | 1.04819 | 1.02583 | 1.05391 | ||
| 6214 | 2021.10.27 03:26 | t/p | 3107 | 0.51 | 1.04958 | 1.02583 | 1.04958 | 22836.13 | 8802250.22 |
| 6215 | 2021.10.27 03:38 | t/p | 3106 | 0.39 | 1.05101 | 1.02583 | 1.05101 | 17462.93 | 8819713.15 |
| 6216 | 2021.10.27 04:13 | t/p | 3108 | 0.30 | 1.05166 | 1.02583 | 1.05166 | 13433.02 | 8833146.17 |
| 6217 | 2021.10.27 05:00 | buy | 3111 | 0.10 | 1.05083 | 1.02583 | 1.05655 | ||
| 6218 | 2021.10.27 07:00 | buy | 3112 | 0.13 | 1.05035 | 1.02583 | 1.05607 | ||
| 6219 | 2021.10.29 00:00 | buy | 3113 | 0.30 | 1.04664 | 1.02583 | 1.05236 | ||
| 6220 | 2021.10.29 04:00 | buy | 3114 | 0.02 | 1.04909 | 1.02583 | 1.05481 | ||
| 6221 | 2021.10.29 15:00 | buy | 3115 | 0.08 | 1.05192 | 1.02583 | 1.05764 | ||
| 6222 | 2021.10.29 16:26 | t/p | 3113 | 0.30 | 1.05236 | 1.02583 | 1.05236 | 13433.01 | 8846579.18 |
| 6223 | 2021.11.01 22:00 | buy | 3116 | 0.30 | 1.04686 | 1.02583 | 1.05258 | ||
| 6224 | 2021.11.25 20:00 | sell | 3117 | 0.01 | 1.04758 | 1.05242 | 1.04436 | ||
| 6225 | 2021.11.25 21:00 | sell | 3118 | 0.01 | 1.04777 | 1.05242 | 1.04455 | ||
| 6226 | 2021.11.26 02:00 | sell | 3119 | 0.02 | 1.04800 | 1.05242 | 1.04478 | ||
| 6227 | 2021.11.26 17:38 | t/p | 3119 | 0.02 | 1.04478 | 1.05242 | 1.04478 | 504.31 | 8847083.49 |
| 6228 | 2021.11.26 17:39 | t/p | 3118 | 0.01 | 1.04455 | 1.05242 | 1.04455 | 252.15 | 8847335.64 |
| 6229 | 2021.11.26 17:39 | t/p | 3117 | 0.01 | 1.04436 | 1.05242 | 1.04436 | 252.15 | 8847587.79 |
| 6230 | 2021.11.26 19:00 | sell | 3120 | 0.01 | 1.04377 | 1.04905 | 1.04055 | ||
| 6231 | 2021.11.26 20:00 | sell | 3121 | 0.07 | 1.04474 | 1.04905 | 1.04152 | ||
| 6232 | 2021.11.26 21:00 | sell | 3122 | 0.10 | 1.04488 | 1.04905 | 1.04166 | ||
| 6233 | 2021.11.26 22:00 | sell | 3123 | 0.03 | 1.04447 | 1.04905 | 1.04125 | ||
| 6234 | 2021.11.26 23:29 | t/p | 3122 | 0.10 | 1.04166 | 1.04905 | 1.04166 | 2521.55 | 8850109.34 |
| 6235 | 2021.11.26 23:29 | t/p | 3121 | 0.07 | 1.04152 | 1.04905 | 1.04152 | 1765.08 | 8851874.42 |
| 6236 | 2021.11.26 23:29 | t/p | 3123 | 0.03 | 1.04125 | 1.04905 | 1.04125 | 756.46 | 8852630.88 |
| 6237 | 2021.11.26 23:36 | t/p | 3120 | 0.01 | 1.04055 | 1.04905 | 1.04055 | 252.15 | 8852883.03 |
| 6238 | 2021.11.29 03:00 | sell | 3124 | 0.01 | 1.04506 | 1.05117 | 1.04184 | ||
| 6239 | 2021.11.29 04:00 | sell | 3125 | 0.03 | 1.04581 | 1.05117 | 1.04259 | ||
| 6240 | 2021.11.29 23:55 | close at stop | 3125 | 0.03 | 1.04672 | 1.05117 | 1.04259 | -213.78 | 8852669.25 |
| 6241 | 2021.11.29 23:55 | close at stop | 3124 | 0.01 | 1.04672 | 1.05117 | 1.04184 | -130.00 | 8852539.25 |
| 6242 | 2021.11.29 23:55 | close at stop | 3116 | 0.30 | 1.04644 | 1.02583 | 1.05258 | -986.34 | 8851552.91 |
| 6243 | 2021.11.29 23:55 | close at stop | 3115 | 0.08 | 1.04644 | 1.02583 | 1.05764 | -3431.84 | 8848121.07 |
| 6244 | 2021.11.29 23:55 | close at stop | 3114 | 0.02 | 1.04644 | 1.02583 | 1.05481 | -414.89 | 8847706.18 |
| 6245 | 2021.11.29 23:55 | close at stop | 3112 | 0.13 | 1.04644 | 1.02583 | 1.05607 | -3979.02 | 8843727.16 |
| 6246 | 2021.11.29 23:55 | close at stop | 3111 | 0.10 | 1.04644 | 1.02583 | 1.05655 | -3436.53 | 8840290.63 |
| 6247 | 2021.11.29 23:55 | close at stop | 3110 | 0.15 | 1.04644 | 1.02583 | 1.05391 | -2054.88 | 8838235.75 |
| 6248 | 2021.11.29 23:55 | close at stop | 3109 | 0.23 | 1.04644 | 1.02583 | 1.05303 | -1566.40 | 8836669.35 |
| 6249 | 2021.11.29 23:55 | close at stop | 3105 | 0.01 | 1.04644 | 1.02583 | 1.06489 | -996.52 | 8835672.83 |
| 6250 | 2021.11.29 23:55 | close at stop | 3104 | 0.01 | 1.04644 | 1.02583 | 1.06636 | -1111.59 | 8834561.24 |
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