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 |
1051 | 2009.05.05 15:46 | t/p | 521 | 0.01 | 1.27390 | 1.29543 | 1.27390 | 447.92 | 2324043.77 |
1052 | 2009.05.05 21:00 | sell | 527 | 0.01 | 1.27945 | 1.29543 | 1.27373 | |
1053 | 2009.05.06 02:52 | t/p | 527 | 0.01 | 1.27373 | 1.29543 | 1.27373 | 447.93 | 2324491.70 |
1054 | 2009.05.06 03:31 | t/p | 520 | 0.01 | 1.27316 | 1.29543 | 1.27316 | 447.92 | 2324939.62 |
1055 | 2009.05.06 04:00 | sell | 528 | 0.01 | 1.27489 | 1.29543 | 1.26917 | |
1056 | 2009.05.07 09:00 | sell | 529 | 0.02 | 1.27665 | 1.29543 | 1.27093 | |
1057 | 2009.05.07 10:07 | t/p | 529 | 0.02 | 1.27093 | 1.29543 | 1.27093 | 895.86 | 2325835.48 |
1058 | 2009.05.07 10:08 | t/p | 528 | 0.01 | 1.26917 | 1.29543 | 1.26917 | 447.93 | 2326283.41 |
1059 | 2009.05.07 12:00 | sell | 530 | 0.01 | 1.27445 | 1.29543 | 1.26873 | |
1060 | 2009.05.07 15:46 | t/p | 530 | 0.01 | 1.26873 | 1.29543 | 1.26873 | 447.93 | 2326731.34 |
1061 | 2009.05.07 16:00 | sell | 531 | 0.01 | 1.26977 | 1.29543 | 1.26405 | |
1062 | 2009.05.07 17:00 | sell | 532 | 0.02 | 1.27213 | 1.29543 | 1.26641 | |
1063 | 2009.05.07 19:00 | sell | 533 | 0.01 | 1.27064 | 1.29543 | 1.26492 | |
1064 | 2009.05.07 20:00 | sell | 534 | 0.03 | 1.27290 | 1.29543 | 1.26718 | |
1065 | 2009.05.08 04:51 | t/p | 534 | 0.03 | 1.26718 | 1.29543 | 1.26718 | 1343.78 | 2328075.12 |
1066 | 2009.05.11 01:51 | t/p | 532 | 0.02 | 1.26641 | 1.29543 | 1.26641 | 895.86 | 2328970.98 |
1067 | 2009.05.11 02:05 | t/p | 533 | 0.01 | 1.26492 | 1.29543 | 1.26492 | 447.93 | 2329418.91 |
1068 | 2009.05.11 03:00 | t/p | 531 | 0.01 | 1.26405 | 1.29543 | 1.26405 | 447.93 | 2329866.84 |
1069 | 2009.05.11 03:00 | sell | 535 | 0.01 | 1.26374 | 1.29543 | 1.25826 | |
1070 | 2009.05.11 04:52 | t/p | 535 | 0.01 | 1.25826 | 1.29543 | 1.25826 | 429.14 | 2330295.98 |
1071 | 2009.05.11 06:00 | sell | 536 | 0.01 | 1.25759 | 1.29543 | 1.25187 | |
1072 | 2009.05.11 13:00 | sell | 537 | 0.02 | 1.26105 | 1.29543 | 1.25533 | |
1073 | 2009.05.11 14:00 | sell | 538 | 0.05 | 1.26308 | 1.29543 | 1.25736 | |
1074 | 2009.05.11 15:00 | sell | 539 | 0.03 | 1.26144 | 1.29543 | 1.25572 | |
1075 | 2009.05.11 16:13 | t/p | 538 | 0.05 | 1.25736 | 1.29543 | 1.25736 | 2239.64 | 2332535.62 |
1076 | 2009.05.11 17:57 | t/p | 539 | 0.03 | 1.25572 | 1.29543 | 1.25572 | 1343.78 | 2333879.40 |
1077 | 2009.05.11 18:06 | t/p | 537 | 0.02 | 1.25533 | 1.29543 | 1.25533 | 895.86 | 2334775.26 |
1078 | 2009.05.12 16:00 | sell | 540 | 0.02 | 1.26018 | 1.29543 | 1.25446 | |
1079 | 2009.05.12 23:00 | sell | 541 | 0.03 | 1.26140 | 1.29543 | 1.25568 | |
1080 | 2009.05.14 00:00 | sell | 542 | 0.28 | 1.26930 | 1.29543 | 1.26358 | |
1081 | 2009.05.14 04:00 | sell | 543 | 0.40 | 1.27063 | 1.29543 | 1.26491 | |
1082 | 2009.05.14 05:00 | sell | 544 | 0.20 | 1.26820 | 1.29543 | 1.26248 | |
1083 | 2009.05.14 11:00 | sell | 545 | 0.14 | 1.26677 | 1.29543 | 1.26105 | |
1084 | 2009.05.15 20:00 | sell | 546 | 0.52 | 1.27888 | 1.29543 | 1.27316 | |
1085 | 2009.05.20 18:08 | t/p | 546 | 0.52 | 1.27316 | 1.29543 | 1.27316 | 23292.23 | 2358067.49 |
1086 | 2009.05.20 19:00 | sell | 547 | 0.52 | 1.27550 | 1.29543 | 1.26978 | |
1087 | 2009.05.21 16:16 | t/p | 547 | 0.52 | 1.26978 | 1.29543 | 1.26978 | 23292.22 | 2381359.71 |
1088 | 2009.05.21 17:00 | sell | 548 | 0.52 | 1.27377 | 1.29543 | 1.26805 | |
1089 | 2009.05.22 00:55 | t/p | 548 | 0.52 | 1.26805 | 1.29543 | 1.26805 | 23292.23 | 2404651.94 |
1090 | 2009.05.22 02:40 | t/p | 543 | 0.40 | 1.26491 | 1.29543 | 1.26491 | 17917.10 | 2422569.04 |
1091 | 2009.05.22 03:00 | sell | 549 | 0.10 | 1.26641 | 1.29543 | 1.26069 | |
1092 | 2009.05.22 04:00 | sell | 550 | 0.07 | 1.26490 | 1.29543 | 1.25918 | |
1093 | 2009.05.22 11:10 | t/p | 542 | 0.28 | 1.26358 | 1.29543 | 1.26358 | 12541.97 | 2435111.01 |
1094 | 2009.05.22 11:13 | t/p | 544 | 0.20 | 1.26248 | 1.29543 | 1.26248 | 8958.55 | 2444069.56 |
1095 | 2009.05.22 12:00 | sell | 551 | 0.05 | 1.26302 | 1.29543 | 1.25730 | |
1096 | 2009.05.22 15:03 | t/p | 545 | 0.14 | 1.26105 | 1.29543 | 1.26105 | 6270.99 | 2450340.55 |
1097 | 2009.05.22 15:04 | t/p | 549 | 0.10 | 1.26069 | 1.29543 | 1.26069 | 4479.28 | 2454819.83 |
1098 | 2009.05.25 00:00 | sell | 552 | 0.28 | 1.26945 | 1.29543 | 1.26373 | |
1099 | 2009.05.25 02:39 | t/p | 552 | 0.28 | 1.26373 | 1.29543 | 1.26373 | 12541.97 | 2467361.80 |
1100 | 2009.05.25 08:00 | sell | 553 | 0.01 | 1.26008 | 1.29543 | 1.25436 | |
1101 | 2009.05.25 08:38 | t/p | 550 | 0.07 | 1.25918 | 1.29543 | 1.25918 | 3135.49 | 2470497.29 |
1102 | 2009.05.25 23:56 | t/p | 551 | 0.05 | 1.25730 | 1.29543 | 1.25730 | 2239.64 | 2472736.93 |
1103 | 2009.05.26 20:49 | t/p | 541 | 0.03 | 1.25568 | 1.29543 | 1.25568 | 1343.78 | 2474080.71 |
1104 | 2009.05.27 17:00 | sell | 554 | 0.03 | 1.26239 | 1.29543 | 1.25667 | |
1105 | 2009.05.27 19:00 | sell | 555 | 0.05 | 1.26316 | 1.29543 | 1.25744 | |
1106 | 2009.05.28 06:09 | t/p | 555 | 0.05 | 1.25744 | 1.29543 | 1.25744 | 2239.64 | 2476320.35 |
1107 | 2009.05.28 06:10 | t/p | 554 | 0.03 | 1.25667 | 1.29543 | 1.25667 | 1343.79 | 2477664.14 |
1108 | 2009.05.28 06:24 | t/p | 540 | 0.02 | 1.25446 | 1.29543 | 1.25446 | 895.85 | 2478559.99 |
1109 | 2009.05.28 06:25 | t/p | 553 | 0.01 | 1.25436 | 1.29543 | 1.25436 | 447.92 | 2479007.91 |
1110 | 2009.05.28 11:32 | t/p | 536 | 0.01 | 1.25187 | 1.29543 | 1.25187 | 447.93 | 2479455.84 |
1111 | 2009.05.28 13:00 | sell | 556 | 0.01 | 1.25198 | 1.29026 | 1.24626 | |
1112 | 2009.05.28 17:00 | sell | 557 | 0.01 | 1.25389 | 1.29026 | 1.24817 | |
1113 | 2009.05.28 18:00 | sell | 558 | 0.02 | 1.25552 | 1.29026 | 1.24980 | |
1114 | 2009.05.28 19:00 | sell | 559 | 0.03 | 1.25627 | 1.29026 | 1.25055 | |
1115 | 2009.05.29 14:56 | t/p | 559 | 0.03 | 1.25055 | 1.29026 | 1.25055 | 1343.78 | 2480799.62 |
1116 | 2009.05.29 15:06 | t/p | 558 | 0.02 | 1.24980 | 1.29026 | 1.24980 | 895.85 | 2481695.47 |
1117 | 2009.05.29 16:40 | t/p | 557 | 0.01 | 1.24817 | 1.29026 | 1.24817 | 447.93 | 2482143.40 |
1118 | 2009.05.29 18:00 | sell | 560 | 0.01 | 1.25386 | 1.29026 | 1.24814 | |
1119 | 2009.05.29 21:56 | t/p | 560 | 0.01 | 1.24814 | 1.29026 | 1.24814 | 447.92 | 2482591.32 |
1120 | 2009.06.01 09:36 | t/p | 556 | 0.01 | 1.24626 | 1.29026 | 1.24626 | 447.93 | 2483039.25 |
1121 | 2009.06.01 10:00 | sell | 561 | 0.01 | 1.24856 | 1.28684 | 1.24284 | |
1122 | 2009.06.01 17:50 | t/p | 561 | 0.01 | 1.24284 | 1.28684 | 1.24284 | 447.93 | 2483487.18 |
1123 | 2009.06.01 19:00 | sell | 562 | 0.01 | 1.24345 | 1.28173 | 1.23773 | |
1124 | 2009.06.01 23:00 | close | 562 | 0.01 | 1.24550 | 1.28173 | 1.23773 | -160.53 | 2483326.65 |
1125 | 2009.06.01 23:00 | sell | 563 | 0.01 | 1.24522 | 1.28350 | 1.23950 | |
1126 | 2009.06.02 19:00 | sell | 564 | 0.01 | 1.24767 | 1.28350 | 1.24195 | |
1127 | 2009.06.03 22:00 | sell | 565 | 0.56 | 1.26011 | 1.28350 | 1.25439 | |
1128 | 2009.06.04 06:00 | buy | 566 | 0.01 | 1.26690 | 1.22777 | 1.27262 | |
1129 | 2009.06.04 13:38 | t/p | 566 | 0.01 | 1.27262 | 1.22777 | 1.27262 | 447.77 | 2483774.42 |
1130 | 2009.06.04 15:00 | buy | 567 | 0.01 | 1.26683 | 1.22777 | 1.27255 | |
1131 | 2009.06.05 08:00 | buy | 568 | 0.01 | 1.26570 | 1.22777 | 1.27142 | |
1132 | 2009.06.08 15:33 | t/p | 568 | 0.01 | 1.27142 | 1.22777 | 1.27142 | 447.77 | 2484222.19 |
1133 | 2009.06.08 15:43 | t/p | 567 | 0.01 | 1.27255 | 1.22777 | 1.27255 | 447.77 | 2484669.96 |
1134 | 2009.06.08 16:00 | buy | 569 | 0.01 | 1.27271 | 1.23443 | 1.27843 | |
1135 | 2009.06.08 18:00 | buy | 570 | 0.02 | 1.27029 | 1.23201 | 1.27601 | |
1136 | 2009.06.08 23:00 | buy | 571 | 0.01 | 1.27075 | 1.23247 | 1.27647 | |
1137 | 2009.06.09 11:27 | t/p | 570 | 0.02 | 1.27601 | 1.23201 | 1.27601 | 895.54 | 2485565.50 |
1138 | 2009.06.09 11:31 | t/p | 571 | 0.01 | 1.27647 | 1.23247 | 1.27647 | 447.77 | 2486013.27 |
1139 | 2009.06.09 18:47 | t/p | 569 | 0.01 | 1.27843 | 1.23443 | 1.27843 | 447.77 | 2486461.04 |
1140 | 2009.06.09 19:00 | buy | 572 | 0.01 | 1.27793 | 1.23965 | 1.28365 | |
1141 | 2009.06.09 23:00 | buy | 573 | 0.01 | 1.27669 | 1.23841 | 1.28241 | |
1142 | 2009.06.10 22:56 | t/p | 573 | 0.01 | 1.28241 | 1.23841 | 1.28241 | 447.77 | 2486908.81 |
1143 | 2009.06.10 22:58 | s/l | 563 | 0.01 | 1.28350 | 1.28350 | 1.23950 | -2997.67 | 2483911.14 |
1144 | 2009.06.10 22:58 | s/l | 564 | 0.01 | 1.28350 | 1.28350 | 1.24195 | -2805.81 | 2481105.33 |
1145 | 2009.06.10 22:58 | s/l | 565 | 0.56 | 1.28350 | 1.28350 | 1.25439 | -102572.26 | 2378533.07 |
1146 | 2009.06.11 00:00 | close | 572 | 0.01 | 1.27186 | 1.23965 | 1.28365 | -475.17 | 2378057.90 |
1147 | 2009.06.11 20:00 | buy | 574 | 0.01 | 1.27253 | 1.23578 | 1.27825 | |
1148 | 2009.06.11 21:00 | buy | 575 | 0.01 | 1.27131 | 1.23578 | 1.27703 | |
1149 | 2009.06.15 00:00 | sell | 576 | 0.01 | 1.26585 | 1.29543 | 1.26013 | |
1150 | 2009.06.15 16:45 | t/p | 576 | 0.01 | 1.26013 | 1.29543 | 1.26013 | 447.93 | 2378505.83 |
1151 | 2009.06.15 18:00 | sell | 577 | 0.01 | 1.25824 | 1.29543 | 1.25252 | |
1152 | 2009.06.17 16:59 | t/p | 577 | 0.01 | 1.25252 | 1.29543 | 1.25252 | 447.93 | 2378953.76 |
1153 | 2009.06.17 18:00 | sell | 578 | 0.01 | 1.25461 | 1.29289 | 1.24889 | |
1154 | 2009.06.18 16:00 | t/p | 578 | 0.01 | 1.24889 | 1.29289 | 1.24889 | 447.92 | 2379401.68 |
1155 | 2009.06.18 16:00 | sell | 579 | 0.01 | 1.24787 | 1.28750 | 1.24350 | |
1156 | 2009.06.18 19:00 | sell | 580 | 0.01 | 1.25025 | 1.28750 | 1.24453 | |
1157 | 2009.06.18 21:00 | sell | 581 | 0.02 | 1.25066 | 1.28750 | 1.24494 | |
1158 | 2009.06.19 17:00 | sell | 582 | 0.03 | 1.25233 | 1.28750 | 1.24661 | |
1159 | 2009.06.22 22:24 | t/p | 582 | 0.03 | 1.24661 | 1.28750 | 1.24661 | 1343.78 | 2380745.46 |
1160 | 2009.06.23 07:59 | t/p | 581 | 0.02 | 1.24494 | 1.28750 | 1.24494 | 895.86 | 2381641.32 |
1161 | 2009.06.23 07:59 | t/p | 580 | 0.01 | 1.24453 | 1.28750 | 1.24453 | 447.93 | 2382089.25 |
1162 | 2009.06.23 08:02 | t/p | 579 | 0.01 | 1.24350 | 1.28750 | 1.24350 | 342.21 | 2382431.46 |
1163 | 2009.06.23 08:02 | sell | 583 | 0.01 | 1.24320 | 1.28335 | 1.23935 | |
1164 | 2009.06.23 09:00 | sell | 584 | 0.01 | 1.24521 | 1.28335 | 1.23949 | |
1165 | 2009.06.23 09:21 | t/p | 584 | 0.01 | 1.23949 | 1.28335 | 1.23949 | 447.93 | 2382879.39 |
1166 | 2009.06.23 09:21 | t/p | 583 | 0.01 | 1.23935 | 1.28335 | 1.23935 | 301.49 | 2383180.88 |
1167 | 2009.06.23 11:00 | sell | 585 | 0.01 | 1.24043 | 1.27871 | 1.23471 | |
1168 | 2009.06.23 13:00 | sell | 586 | 0.01 | 1.24298 | 1.27871 | 1.23726 | |
1169 | 2009.06.25 16:00 | sell | 587 | 0.05 | 1.24582 | 1.27871 | 1.24010 | |
1170 | 2009.06.25 17:00 | sell | 588 | 0.02 | 1.24423 | 1.27871 | 1.23851 | |
1171 | 2009.06.26 00:40 | t/p | 587 | 0.05 | 1.24010 | 1.27871 | 1.24010 | 2239.64 | 2385420.52 |
1172 | 2009.06.26 16:00 | sell | 589 | 0.05 | 1.24599 | 1.27871 | 1.24027 | |
1173 | 2009.06.26 19:00 | sell | 590 | 0.07 | 1.24787 | 1.27871 | 1.24215 | |
1174 | 2009.06.26 22:00 | sell | 591 | 0.10 | 1.24831 | 1.27871 | 1.24259 | |
1175 | 2009.06.29 01:00 | sell | 592 | 0.03 | 1.24526 | 1.27871 | 1.23954 | |
1176 | 2009.06.29 08:09 | t/p | 591 | 0.10 | 1.24259 | 1.27871 | 1.24259 | 4479.28 | 2389899.80 |
1177 | 2009.06.29 08:15 | t/p | 590 | 0.07 | 1.24215 | 1.27871 | 1.24215 | 3135.49 | 2393035.29 |
1178 | 2009.06.29 11:56 | t/p | 589 | 0.05 | 1.24027 | 1.27871 | 1.24027 | 2239.63 | 2395274.92 |
1179 | 2009.06.29 12:49 | t/p | 592 | 0.03 | 1.23954 | 1.27871 | 1.23954 | 1343.79 | 2396618.71 |
1180 | 2009.06.29 14:40 | t/p | 588 | 0.02 | 1.23851 | 1.27871 | 1.23851 | 895.85 | 2397514.56 |
1181 | 2009.07.02 08:00 | sell | 593 | 1.11 | 1.25714 | 1.27871 | 1.25142 | |
1182 | 2009.07.03 00:00 | sell | 594 | 0.47 | 1.26025 | 1.27871 | 1.25453 | |
1183 | 2009.07.06 19:18 | t/p | 594 | 0.47 | 1.25453 | 1.27871 | 1.25453 | 21052.59 | 2418567.15 |
1184 | 2009.07.06 20:00 | sell | 595 | 0.47 | 1.25634 | 1.27871 | 1.25062 | |
1185 | 2009.07.06 21:57 | t/p | 593 | 1.11 | 1.25142 | 1.27871 | 1.25142 | 49719.95 | 2468287.10 |
1186 | 2009.07.06 21:59 | t/p | 595 | 0.47 | 1.25062 | 1.27871 | 1.25062 | 21052.60 | 2489339.70 |
1187 | 2009.07.06 23:00 | sell | 596 | 0.20 | 1.25139 | 1.27871 | 1.24567 | |
1188 | 2009.07.07 01:00 | sell | 597 | 0.14 | 1.25031 | 1.27871 | 1.24459 | |
1189 | 2009.07.07 07:00 | sell | 598 | 0.28 | 1.25285 | 1.27871 | 1.24713 | |
1190 | 2009.07.07 23:00 | sell | 599 | 0.40 | 1.25326 | 1.27871 | 1.24754 | |
1191 | 2009.07.08 14:00 | sell | 600 | 0.10 | 1.24844 | 1.27871 | 1.24272 | |
1192 | 2009.07.08 16:54 | t/p | 599 | 0.40 | 1.24754 | 1.27871 | 1.24754 | 17917.10 | 2507256.80 |
1193 | 2009.07.08 16:55 | t/p | 598 | 0.28 | 1.24713 | 1.27871 | 1.24713 | 12541.97 | 2519798.77 |
1194 | 2009.07.08 17:00 | sell | 601 | 0.07 | 1.24784 | 1.27871 | 1.24212 | |
1195 | 2009.07.08 17:11 | t/p | 596 | 0.20 | 1.24567 | 1.27871 | 1.24567 | 8958.55 | 2528757.32 |
1196 | 2009.07.08 17:52 | t/p | 597 | 0.14 | 1.24459 | 1.27871 | 1.24459 | 6270.98 | 2535028.30 |
1197 | 2009.07.08 18:00 | sell | 602 | 0.05 | 1.24565 | 1.27871 | 1.23993 | |
1198 | 2009.07.08 19:51 | t/p | 600 | 0.10 | 1.24272 | 1.27871 | 1.24272 | 4479.28 | 2539507.58 |
1199 | 2009.07.08 19:58 | t/p | 601 | 0.07 | 1.24212 | 1.27871 | 1.24212 | 3135.49 | 2542643.07 |
1200 | 2009.07.09 00:00 | sell | 603 | 0.02 | 1.24316 | 1.27871 | 1.23744 | |