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 |
| 901 | 2009.03.13 15:00 | close | 451 | 0.01 | 1.25268 | 1.29538 | 1.24978 | 220.83 | 2344261.29 |
| 902 | 2009.03.13 16:00 | sell | 452 | 0.01 | 1.25270 | 1.29098 | 1.24698 | ||
| 903 | 2009.03.13 20:00 | close | 452 | 0.01 | 1.25258 | 1.29098 | 1.24698 | 9.39 | 2344270.68 |
| 904 | 2009.03.13 20:00 | sell | 453 | 0.01 | 1.25230 | 1.29058 | 1.24658 | ||
| 905 | 2009.03.16 00:00 | close | 453 | 0.01 | 1.25598 | 1.29058 | 1.24658 | -288.18 | 2343982.50 |
| 906 | 2009.03.16 00:00 | sell | 454 | 0.01 | 1.25570 | 1.29538 | 1.24998 | ||
| 907 | 2009.03.16 02:00 | close | 454 | 0.01 | 1.25268 | 1.29538 | 1.24998 | 236.49 | 2344218.99 |
| 908 | 2009.03.16 02:00 | sell | 455 | 0.01 | 1.25240 | 1.29068 | 1.24668 | ||
| 909 | 2009.03.16 03:00 | close | 455 | 0.01 | 1.25238 | 1.29068 | 1.24668 | 1.56 | 2344220.55 |
| 910 | 2009.03.16 03:00 | sell | 456 | 0.01 | 1.25210 | 1.29038 | 1.24638 | ||
| 911 | 2009.03.16 07:00 | close | 456 | 0.01 | 1.25128 | 1.29038 | 1.24638 | 64.21 | 2344284.76 |
| 912 | 2009.03.16 07:00 | sell | 457 | 0.01 | 1.25100 | 1.28928 | 1.24528 | ||
| 913 | 2009.03.16 09:26 | s/l | 435 | 0.01 | 1.24860 | 1.24860 | 1.29260 | -2996.59 | 2341288.17 |
| 914 | 2009.03.16 14:34 | t/p | 457 | 0.01 | 1.24528 | 1.28928 | 1.24528 | 447.93 | 2341736.10 |
| 915 | 2009.03.16 15:00 | sell | 458 | 0.01 | 1.24570 | 1.28398 | 1.23998 | ||
| 916 | 2009.03.18 14:00 | sell | 459 | 0.01 | 1.24750 | 1.28398 | 1.24178 | ||
| 917 | 2009.03.18 19:35 | t/p | 459 | 0.01 | 1.24178 | 1.28398 | 1.24178 | 447.93 | 2342184.03 |
| 918 | 2009.03.19 14:57 | t/p | 458 | 0.01 | 1.23998 | 1.28398 | 1.23998 | 447.93 | 2342631.96 |
| 919 | 2009.03.19 16:00 | sell | 460 | 0.01 | 1.23880 | 1.27708 | 1.23308 | ||
| 920 | 2009.03.19 16:42 | t/p | 460 | 0.01 | 1.23308 | 1.27708 | 1.23308 | 447.93 | 2343079.89 |
| 921 | 2009.03.19 18:00 | sell | 461 | 0.01 | 1.23220 | 1.27048 | 1.22648 | ||
| 922 | 2009.03.19 19:00 | sell | 462 | 0.02 | 1.23510 | 1.27048 | 1.22938 | ||
| 923 | 2009.03.20 00:00 | sell | 463 | 0.01 | 1.23440 | 1.27048 | 1.22868 | ||
| 924 | 2009.03.20 14:15 | t/p | 462 | 0.02 | 1.22938 | 1.27048 | 1.22938 | 895.85 | 2343975.74 |
| 925 | 2009.03.20 14:31 | t/p | 463 | 0.01 | 1.22868 | 1.27048 | 1.22868 | 447.93 | 2344423.67 |
| 926 | 2009.03.20 18:30 | t/p | 461 | 0.01 | 1.22648 | 1.27048 | 1.22648 | 447.93 | 2344871.60 |
| 927 | 2009.03.20 19:00 | sell | 464 | 0.01 | 1.22794 | 1.26622 | 1.22222 | ||
| 928 | 2009.03.23 00:00 | sell | 465 | 0.05 | 1.23350 | 1.26622 | 1.22778 | ||
| 929 | 2009.03.23 03:03 | t/p | 465 | 0.05 | 1.22778 | 1.26622 | 1.22778 | 2239.64 | 2347111.24 |
| 930 | 2009.03.23 11:00 | sell | 466 | 0.01 | 1.22967 | 1.26622 | 1.22395 | ||
| 931 | 2009.03.24 15:00 | sell | 467 | 0.03 | 1.23280 | 1.26622 | 1.22708 | ||
| 932 | 2009.03.24 17:00 | sell | 468 | 0.05 | 1.23347 | 1.26622 | 1.22775 | ||
| 933 | 2009.03.25 13:00 | sell | 469 | 0.10 | 1.23595 | 1.26622 | 1.23023 | ||
| 934 | 2009.03.25 14:57 | t/p | 469 | 0.10 | 1.23023 | 1.26622 | 1.23023 | 4479.28 | 2351590.52 |
| 935 | 2009.03.25 18:29 | t/p | 468 | 0.05 | 1.22775 | 1.26622 | 1.22775 | 2239.64 | 2353830.16 |
| 936 | 2009.03.25 19:00 | sell | 470 | 0.02 | 1.23105 | 1.26622 | 1.22533 | ||
| 937 | 2009.03.25 23:16 | t/p | 467 | 0.03 | 1.22708 | 1.26622 | 1.22708 | 1343.79 | 2355173.95 |
| 938 | 2009.03.25 23:31 | t/p | 470 | 0.02 | 1.22533 | 1.26622 | 1.22533 | 895.86 | 2356069.81 |
| 939 | 2009.03.26 04:02 | t/p | 466 | 0.01 | 1.22395 | 1.26622 | 1.22395 | 447.93 | 2356517.74 |
| 940 | 2009.03.26 04:04 | t/p | 464 | 0.01 | 1.22222 | 1.26622 | 1.22222 | 447.92 | 2356965.66 |
| 941 | 2009.03.26 06:00 | sell | 471 | 0.01 | 1.21314 | 1.25142 | 1.20742 | ||
| 942 | 2009.03.27 13:00 | close | 471 | 0.01 | 1.21108 | 1.25142 | 1.20742 | 161.32 | 2357126.98 |
| 943 | 2009.03.27 13:00 | sell | 472 | 0.01 | 1.21080 | 1.24908 | 1.20508 | ||
| 944 | 2009.03.27 14:00 | close | 472 | 0.01 | 1.20948 | 1.24908 | 1.20508 | 103.37 | 2357230.35 |
| 945 | 2009.03.27 14:00 | sell | 473 | 0.01 | 1.20920 | 1.24748 | 1.20348 | ||
| 946 | 2009.03.27 15:00 | close | 473 | 0.01 | 1.21365 | 1.24748 | 1.20348 | -348.48 | 2356881.87 |
| 947 | 2009.03.27 15:00 | sell | 474 | 0.01 | 1.21337 | 1.25165 | 1.20765 | ||
| 948 | 2009.03.27 16:00 | close | 474 | 0.01 | 1.21283 | 1.25165 | 1.20765 | 42.29 | 2356924.16 |
| 949 | 2009.03.27 16:00 | sell | 475 | 0.01 | 1.21255 | 1.25083 | 1.20683 | ||
| 950 | 2009.03.27 17:00 | close | 475 | 0.01 | 1.21553 | 1.25083 | 1.20683 | -233.36 | 2356690.80 |
| 951 | 2009.03.27 19:00 | sell | 476 | 0.01 | 1.21300 | 1.25128 | 1.20728 | ||
| 952 | 2009.03.30 09:32 | t/p | 476 | 0.01 | 1.20728 | 1.25128 | 1.20728 | 447.93 | 2357138.73 |
| 953 | 2009.03.30 11:00 | sell | 477 | 0.01 | 1.20963 | 1.24791 | 1.20391 | ||
| 954 | 2009.04.01 18:00 | sell | 478 | 1.59 | 1.23082 | 1.24791 | 1.22510 | ||
| 955 | 2009.04.03 01:29 | t/p | 478 | 1.59 | 1.22510 | 1.24791 | 1.22510 | 71220.47 | 2428359.20 |
| 956 | 2009.04.03 03:00 | sell | 479 | 0.14 | 1.21891 | 1.24791 | 1.21319 | ||
| 957 | 2009.04.03 04:00 | sell | 480 | 0.28 | 1.22190 | 1.24791 | 1.21618 | ||
| 958 | 2009.04.03 05:00 | sell | 481 | 0.40 | 1.22272 | 1.24791 | 1.21700 | ||
| 959 | 2009.04.03 06:00 | sell | 482 | 0.20 | 1.21987 | 1.24791 | 1.21415 | ||
| 960 | 2009.04.03 14:51 | t/p | 481 | 0.40 | 1.21700 | 1.24791 | 1.21700 | 17917.10 | 2446276.30 |
| 961 | 2009.04.03 22:00 | sell | 483 | 0.10 | 1.21769 | 1.24791 | 1.21197 | ||
| 962 | 2009.04.03 22:47 | t/p | 480 | 0.28 | 1.21618 | 1.24791 | 1.21618 | 12541.97 | 2458818.27 |
| 963 | 2009.04.06 00:00 | sell | 484 | 0.05 | 1.21582 | 1.24791 | 1.21010 | ||
| 964 | 2009.04.06 00:15 | t/p | 482 | 0.20 | 1.21415 | 1.24791 | 1.21415 | 8958.55 | 2467776.82 |
| 965 | 2009.04.06 00:17 | t/p | 479 | 0.14 | 1.21319 | 1.24791 | 1.21319 | 6270.98 | 2474047.80 |
| 966 | 2009.04.06 00:23 | t/p | 483 | 0.10 | 1.21197 | 1.24791 | 1.21197 | 4479.27 | 2478527.07 |
| 967 | 2009.04.06 00:35 | t/p | 484 | 0.05 | 1.21010 | 1.24791 | 1.21010 | 2239.64 | 2480766.71 |
| 968 | 2009.04.06 03:32 | t/p | 477 | 0.01 | 1.20391 | 1.24791 | 1.20391 | 447.93 | 2481214.64 |
| 969 | 2009.04.06 04:00 | sell | 485 | 0.01 | 1.20816 | 1.24644 | 1.20244 | ||
| 970 | 2009.04.06 09:00 | sell | 486 | 0.01 | 1.20965 | 1.24644 | 1.20393 | ||
| 971 | 2009.04.06 11:57 | t/p | 486 | 0.01 | 1.20393 | 1.24644 | 1.20393 | 447.93 | 2481662.57 |
| 972 | 2009.04.06 12:00 | close | 485 | 0.01 | 1.20415 | 1.24644 | 1.20244 | 314.02 | 2481976.59 |
| 973 | 2009.04.06 14:00 | sell | 487 | 0.01 | 1.20900 | 1.24728 | 1.20328 | ||
| 974 | 2009.04.08 04:00 | sell | 488 | 1.59 | 1.23109 | 1.24728 | 1.22537 | ||
| 975 | 2009.04.08 20:39 | t/p | 488 | 1.59 | 1.22537 | 1.24728 | 1.22537 | 71220.47 | 2553197.06 |
| 976 | 2009.04.08 21:00 | sell | 489 | 0.79 | 1.22530 | 1.24728 | 1.21958 | ||
| 977 | 2009.04.08 22:00 | sell | 490 | 0.80 | 1.22562 | 1.24728 | 1.21990 | ||
| 978 | 2009.04.09 03:30 | t/p | 490 | 0.80 | 1.21990 | 1.24728 | 1.21990 | 35834.20 | 2589031.26 |
| 979 | 2009.04.09 03:32 | t/p | 489 | 0.79 | 1.21958 | 1.24728 | 1.21958 | 35386.27 | 2624417.53 |
| 980 | 2009.04.09 04:00 | sell | 491 | 0.40 | 1.22200 | 1.24728 | 1.21628 | ||
| 981 | 2009.04.09 06:00 | sell | 492 | 0.56 | 1.22306 | 1.24728 | 1.21734 | ||
| 982 | 2009.04.09 07:00 | sell | 493 | 0.28 | 1.22152 | 1.24728 | 1.21580 | ||
| 983 | 2009.04.09 08:00 | sell | 494 | 0.20 | 1.21995 | 1.24728 | 1.21423 | ||
| 984 | 2009.04.10 14:00 | sell | 495 | 0.15 | 1.23116 | 1.24728 | 1.22544 | ||
| 985 | 2009.04.15 14:11 | s/l | 487 | 0.01 | 1.24728 | 1.24728 | 1.20328 | -2997.67 | 2621419.86 |
| 986 | 2009.04.15 14:11 | s/l | 491 | 0.40 | 1.24728 | 1.24728 | 1.21628 | -79186.06 | 2542233.80 |
| 987 | 2009.04.15 14:11 | s/l | 492 | 0.56 | 1.24728 | 1.24728 | 1.21734 | -106212.06 | 2436021.74 |
| 988 | 2009.04.15 14:11 | s/l | 493 | 0.28 | 1.24728 | 1.24728 | 1.21580 | -56482.72 | 2379539.02 |
| 989 | 2009.04.15 14:11 | s/l | 494 | 0.20 | 1.24728 | 1.24728 | 1.21423 | -42803.70 | 2336735.32 |
| 990 | 2009.04.15 14:11 | s/l | 495 | 0.15 | 1.24728 | 1.24728 | 1.22544 | -18935.11 | 2317800.21 |
| 991 | 2009.04.16 20:00 | sell | 496 | 0.01 | 1.25730 | 1.29538 | 1.25158 | ||
| 992 | 2009.04.20 04:00 | sell | 497 | 0.05 | 1.26321 | 1.29538 | 1.25749 | ||
| 993 | 2009.04.20 09:00 | sell | 498 | 0.10 | 1.26561 | 1.29538 | 1.25989 | ||
| 994 | 2009.04.20 10:55 | t/p | 498 | 0.10 | 1.25989 | 1.29538 | 1.25989 | 4479.27 | 2322279.48 |
| 995 | 2009.04.20 11:00 | sell | 499 | 0.03 | 1.26184 | 1.29538 | 1.25612 | ||
| 996 | 2009.04.20 12:01 | t/p | 497 | 0.05 | 1.25749 | 1.29538 | 1.25749 | 2239.64 | 2324519.12 |
| 997 | 2009.04.20 12:03 | t/p | 499 | 0.03 | 1.25612 | 1.29538 | 1.25612 | 1343.79 | 2325862.91 |
| 998 | 2009.04.20 15:00 | sell | 500 | 0.01 | 1.25891 | 1.29538 | 1.25319 | ||
| 999 | 2009.04.20 17:00 | sell | 501 | 0.05 | 1.26245 | 1.29538 | 1.25673 | ||
| 1000 | 2009.04.20 18:00 | sell | 502 | 0.03 | 1.26216 | 1.29538 | 1.25644 | ||
| 1001 | 2009.04.21 07:00 | sell | 503 | 0.02 | 1.26100 | 1.29538 | 1.25528 | ||
| 1002 | 2009.04.21 10:15 | t/p | 501 | 0.05 | 1.25673 | 1.29538 | 1.25673 | 2239.64 | 2328102.55 |
| 1003 | 2009.04.21 10:15 | t/p | 502 | 0.03 | 1.25644 | 1.29538 | 1.25644 | 1343.78 | 2329446.33 |
| 1004 | 2009.04.22 15:00 | sell | 504 | 0.05 | 1.26350 | 1.29538 | 1.25778 | ||
| 1005 | 2009.04.23 06:00 | sell | 505 | 0.14 | 1.26740 | 1.29538 | 1.26168 | ||
| 1006 | 2009.04.23 10:00 | sell | 506 | 0.20 | 1.26777 | 1.29538 | 1.26205 | ||
| 1007 | 2009.04.23 12:00 | sell | 507 | 0.28 | 1.26877 | 1.29538 | 1.26305 | ||
| 1008 | 2009.04.24 08:00 | sell | 508 | 0.10 | 1.26560 | 1.29538 | 1.25988 | ||
| 1009 | 2009.04.24 10:14 | t/p | 507 | 0.28 | 1.26305 | 1.29538 | 1.26305 | 12541.97 | 2341988.30 |
| 1010 | 2009.04.24 10:15 | t/p | 506 | 0.20 | 1.26205 | 1.29538 | 1.26205 | 8958.55 | 2350946.85 |
| 1011 | 2009.04.24 10:24 | t/p | 505 | 0.14 | 1.26168 | 1.29538 | 1.26168 | 6270.98 | 2357217.83 |
| 1012 | 2009.04.24 12:00 | sell | 509 | 0.07 | 1.26437 | 1.29538 | 1.25865 | ||
| 1013 | 2009.04.24 15:51 | t/p | 508 | 0.10 | 1.25988 | 1.29538 | 1.25988 | 4479.27 | 2361697.10 |
| 1014 | 2009.04.24 17:00 | sell | 510 | 0.03 | 1.26136 | 1.29538 | 1.25564 | ||
| 1015 | 2009.04.27 15:36 | t/p | 509 | 0.07 | 1.25865 | 1.29538 | 1.25865 | 3135.49 | 2364832.59 |
| 1016 | 2009.04.27 16:06 | t/p | 504 | 0.05 | 1.25778 | 1.29538 | 1.25778 | 2239.64 | 2367072.23 |
| 1017 | 2009.04.27 16:27 | t/p | 510 | 0.03 | 1.25564 | 1.29538 | 1.25564 | 1343.78 | 2368416.01 |
| 1018 | 2009.04.27 16:28 | t/p | 503 | 0.02 | 1.25528 | 1.29538 | 1.25528 | 895.86 | 2369311.87 |
| 1019 | 2009.04.27 21:50 | t/p | 500 | 0.01 | 1.25319 | 1.29538 | 1.25319 | 447.92 | 2369759.79 |
| 1020 | 2009.04.27 22:00 | t/p | 496 | 0.01 | 1.25158 | 1.29538 | 1.25158 | 447.93 | 2370207.72 |
| 1021 | 2009.04.27 22:00 | sell | 511 | 0.01 | 1.25079 | 1.28967 | 1.24567 | ||
| 1022 | 2009.04.27 23:00 | sell | 512 | 0.02 | 1.25346 | 1.28967 | 1.24774 | ||
| 1023 | 2009.04.28 01:00 | sell | 513 | 0.01 | 1.25246 | 1.28967 | 1.24674 | ||
| 1024 | 2009.04.28 16:00 | sell | 514 | 0.05 | 1.25724 | 1.28967 | 1.25152 | ||
| 1025 | 2009.04.29 04:00 | sell | 515 | 0.10 | 1.25908 | 1.28967 | 1.25336 | ||
| 1026 | 2009.04.29 07:00 | sell | 516 | 0.07 | 1.25758 | 1.28967 | 1.25186 | ||
| 1027 | 2009.04.30 16:12 | s/l | 511 | 0.01 | 1.28967 | 1.28967 | 1.24567 | -3044.66 | 2367163.06 |
| 1028 | 2009.04.30 16:12 | s/l | 512 | 0.02 | 1.28967 | 1.28967 | 1.24774 | -5671.14 | 2361491.92 |
| 1029 | 2009.04.30 16:12 | s/l | 513 | 0.01 | 1.28967 | 1.28967 | 1.24674 | -2913.88 | 2358578.04 |
| 1030 | 2009.04.30 16:12 | s/l | 514 | 0.05 | 1.28967 | 1.28967 | 1.25152 | -12697.80 | 2345880.24 |
| 1031 | 2009.04.30 16:12 | s/l | 515 | 0.10 | 1.28967 | 1.28967 | 1.25336 | -23954.72 | 2321925.52 |
| 1032 | 2009.04.30 16:12 | s/l | 516 | 0.07 | 1.28967 | 1.28967 | 1.25186 | -17590.55 | 2304334.97 |
| 1033 | 2009.04.30 23:00 | sell | 517 | 0.01 | 1.28408 | 1.29543 | 1.27836 | ||
| 1034 | 2009.05.01 01:00 | sell | 518 | 0.01 | 1.28460 | 1.29543 | 1.27888 | ||
| 1035 | 2009.05.01 06:00 | sell | 519 | 0.02 | 1.28507 | 1.29543 | 1.27935 | ||
| 1036 | 2009.05.01 11:50 | t/p | 519 | 0.02 | 1.27935 | 1.29543 | 1.27935 | 895.85 | 2305230.82 |
| 1037 | 2009.05.01 12:07 | t/p | 518 | 0.01 | 1.27888 | 1.29543 | 1.27888 | 447.93 | 2305678.75 |
| 1038 | 2009.05.01 12:28 | t/p | 517 | 0.01 | 1.27836 | 1.29543 | 1.27836 | 447.93 | 2306126.68 |
| 1039 | 2009.05.01 13:00 | sell | 520 | 0.01 | 1.27888 | 1.29543 | 1.27316 | ||
| 1040 | 2009.05.01 15:00 | sell | 521 | 0.01 | 1.27962 | 1.29543 | 1.27390 | ||
| 1041 | 2009.05.01 16:00 | sell | 522 | 0.07 | 1.28213 | 1.29543 | 1.27641 | ||
| 1042 | 2009.05.01 18:00 | sell | 523 | 0.05 | 1.28129 | 1.29543 | 1.27557 | ||
| 1043 | 2009.05.01 21:00 | sell | 524 | 0.03 | 1.28062 | 1.29543 | 1.27490 | ||
| 1044 | 2009.05.05 10:00 | sell | 525 | 0.10 | 1.28244 | 1.29543 | 1.27672 | ||
| 1045 | 2009.05.05 11:00 | sell | 526 | 0.14 | 1.28298 | 1.29543 | 1.27726 | ||
| 1046 | 2009.05.05 14:07 | t/p | 526 | 0.14 | 1.27726 | 1.29543 | 1.27726 | 6270.98 | 2312397.66 |
| 1047 | 2009.05.05 14:14 | t/p | 525 | 0.10 | 1.27672 | 1.29543 | 1.27672 | 4479.28 | 2316876.94 |
| 1048 | 2009.05.05 14:14 | t/p | 522 | 0.07 | 1.27641 | 1.29543 | 1.27641 | 3135.50 | 2320012.44 |
| 1049 | 2009.05.05 14:29 | t/p | 523 | 0.05 | 1.27557 | 1.29543 | 1.27557 | 2239.63 | 2322252.07 |
| 1050 | 2009.05.05 14:33 | t/p | 524 | 0.03 | 1.27490 | 1.29543 | 1.27490 | 1343.78 | 2323595.85 |