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 |
1201 | 2009.07.09 00:09 | t/p | 602 | 0.05 | 1.23993 | 1.27871 | 1.23993 | 2239.64 | 2544882.71 |
1202 | 2009.07.09 05:00 | sell | 604 | 0.03 | 1.24468 | 1.27871 | 1.23896 | |
1203 | 2009.07.09 10:54 | t/p | 604 | 0.03 | 1.23896 | 1.27871 | 1.23896 | 1343.78 | 2546226.49 |
1204 | 2009.07.09 11:28 | t/p | 603 | 0.02 | 1.23744 | 1.27871 | 1.23744 | 895.85 | 2547122.34 |
1205 | 2009.07.09 11:30 | t/p | 586 | 0.01 | 1.23726 | 1.27871 | 1.23726 | 447.93 | 2547570.27 |
1206 | 2009.07.10 15:34 | s/l | 574 | 0.01 | 1.23578 | 1.23578 | 1.27825 | -2876.83 | 2544693.44 |
1207 | 2009.07.10 15:34 | s/l | 575 | 0.01 | 1.23578 | 1.23578 | 1.27703 | -2781.33 | 2541912.11 |
1208 | 2009.07.10 15:36 | t/p | 585 | 0.01 | 1.23471 | 1.27871 | 1.23471 | 447.92 | 2542360.03 |
1209 | 2009.07.10 16:00 | sell | 605 | 0.01 | 1.23600 | 1.27428 | 1.23028 | |
1210 | 2009.07.10 18:00 | sell | 606 | 0.01 | 1.23814 | 1.27428 | 1.23242 | |
1211 | 2009.07.14 23:00 | sell | 607 | 0.02 | 1.23955 | 1.27428 | 1.23383 | |
1212 | 2009.07.15 19:32 | t/p | 607 | 0.02 | 1.23383 | 1.27428 | 1.23383 | 895.85 | 2543255.88 |
1213 | 2009.07.17 00:00 | sell | 608 | 0.03 | 1.24108 | 1.27428 | 1.23536 | |
1214 | 2009.07.17 02:00 | sell | 609 | 0.02 | 1.23969 | 1.27428 | 1.23397 | |
1215 | 2009.07.20 02:00 | sell | 610 | 0.05 | 1.24158 | 1.27428 | 1.23586 | |
1216 | 2009.07.22 13:00 | sell | 611 | 0.07 | 1.24243 | 1.27428 | 1.23671 | |
1217 | 2009.07.22 18:42 | t/p | 611 | 0.07 | 1.23671 | 1.27428 | 1.23671 | 3135.50 | 2546391.38 |
1218 | 2009.07.22 18:45 | t/p | 610 | 0.05 | 1.23586 | 1.27428 | 1.23586 | 2239.64 | 2548631.02 |
1219 | 2009.07.22 20:03 | t/p | 608 | 0.03 | 1.23536 | 1.27428 | 1.23536 | 1343.78 | 2549974.80 |
1220 | 2009.07.24 18:00 | sell | 612 | 0.05 | 1.24158 | 1.27428 | 1.23586 | |
1221 | 2009.07.28 18:00 | sell | 613 | 1.11 | 1.25308 | 1.27428 | 1.24736 | |
1222 | 2009.07.28 20:00 | sell | 614 | 0.40 | 1.25411 | 1.27428 | 1.24839 | |
1223 | 2009.07.29 08:41 | t/p | 614 | 0.40 | 1.24839 | 1.27428 | 1.24839 | 17917.10 | 2567891.90 |
1224 | 2009.07.29 09:06 | t/p | 613 | 1.11 | 1.24736 | 1.27428 | 1.24736 | 49719.95 | 2617611.85 |
1225 | 2009.07.29 10:00 | sell | 615 | 0.20 | 1.24738 | 1.27428 | 1.24166 | |
1226 | 2009.07.29 12:00 | sell | 616 | 0.28 | 1.24797 | 1.27428 | 1.24225 | |
1227 | 2009.07.29 14:00 | sell | 617 | 0.14 | 1.24579 | 1.27428 | 1.24007 | |
1228 | 2009.07.29 19:00 | sell | 618 | 0.10 | 1.24438 | 1.27428 | 1.23866 | |
1229 | 2009.07.29 19:10 | t/p | 616 | 0.28 | 1.24225 | 1.27428 | 1.24225 | 12541.97 | 2630153.82 |
1230 | 2009.07.29 22:59 | t/p | 615 | 0.20 | 1.24166 | 1.27428 | 1.24166 | 8958.55 | 2639112.37 |
1231 | 2009.07.31 05:00 | sell | 619 | 1.27 | 1.26068 | 1.27428 | 1.25496 | |
1232 | 2009.08.04 22:01 | t/p | 619 | 1.27 | 1.25496 | 1.27428 | 1.25496 | 56886.79 | 2695999.16 |
1233 | 2009.08.05 00:00 | sell | 620 | 0.56 | 1.25120 | 1.27428 | 1.24548 | |
1234 | 2009.08.05 01:00 | sell | 621 | 0.40 | 1.25003 | 1.27428 | 1.24431 | |
1235 | 2009.08.05 02:00 | sell | 622 | 0.31 | 1.25141 | 1.27428 | 1.24569 | |
1236 | 2009.08.05 16:11 | t/p | 622 | 0.31 | 1.24569 | 1.27428 | 1.24569 | 13885.76 | 2709884.92 |
1237 | 2009.08.05 16:12 | t/p | 620 | 0.56 | 1.24548 | 1.27428 | 1.24548 | 25083.93 | 2734968.85 |
1238 | 2009.08.05 17:06 | t/p | 621 | 0.40 | 1.24431 | 1.27428 | 1.24431 | 17917.10 | 2752885.95 |
1239 | 2009.08.05 18:00 | sell | 623 | 0.20 | 1.24648 | 1.27428 | 1.24076 | |
1240 | 2009.08.05 19:00 | sell | 624 | 0.28 | 1.24767 | 1.27428 | 1.24195 | |
1241 | 2009.08.06 17:00 | sell | 625 | 0.56 | 1.25095 | 1.27428 | 1.24523 | |
1242 | 2009.08.06 21:00 | sell | 626 | 0.23 | 1.24958 | 1.27428 | 1.24386 | |
1243 | 2009.08.07 11:34 | t/p | 625 | 0.56 | 1.24523 | 1.27428 | 1.24523 | 25083.94 | 2777969.89 |
1244 | 2009.08.07 12:43 | t/p | 626 | 0.23 | 1.24386 | 1.27428 | 1.24386 | 10302.34 | 2788272.23 |
1245 | 2009.08.07 13:00 | sell | 627 | 0.07 | 1.24342 | 1.27428 | 1.23770 | |
1246 | 2009.08.07 13:16 | t/p | 624 | 0.28 | 1.24195 | 1.27428 | 1.24195 | 12541.97 | 2800814.20 |
1247 | 2009.08.07 13:37 | t/p | 623 | 0.20 | 1.24076 | 1.27428 | 1.24076 | 8958.55 | 2809772.75 |
1248 | 2009.08.07 13:40 | t/p | 617 | 0.14 | 1.24007 | 1.27428 | 1.24007 | 6270.99 | 2816043.74 |
1249 | 2009.08.07 14:00 | sell | 628 | 0.03 | 1.24039 | 1.27428 | 1.23467 | |
1250 | 2009.08.07 14:30 | t/p | 618 | 0.10 | 1.23866 | 1.27428 | 1.23866 | 4479.27 | 2820523.01 |
1251 | 2009.08.07 14:30 | t/p | 627 | 0.07 | 1.23770 | 1.27428 | 1.23770 | 3135.49 | 2823658.50 |
1252 | 2009.08.07 16:00 | sell | 629 | 0.10 | 1.24421 | 1.27428 | 1.23849 | |
1253 | 2009.08.07 17:00 | sell | 630 | 0.07 | 1.24330 | 1.27428 | 1.23758 | |
1254 | 2009.08.10 18:26 | t/p | 629 | 0.10 | 1.23849 | 1.27428 | 1.23849 | 4479.28 | 2828137.78 |
1255 | 2009.08.10 18:45 | t/p | 630 | 0.07 | 1.23758 | 1.27428 | 1.23758 | 3135.49 | 2831273.27 |
1256 | 2009.08.10 18:52 | t/p | 612 | 0.05 | 1.23586 | 1.27428 | 1.23586 | 2239.64 | 2833512.91 |
1257 | 2009.08.11 04:50 | t/p | 628 | 0.03 | 1.23467 | 1.27428 | 1.23467 | 1343.78 | 2834856.69 |
1258 | 2009.08.12 04:00 | sell | 631 | 0.03 | 1.24005 | 1.27428 | 1.23433 | |
1259 | 2009.08.14 13:37 | t/p | 631 | 0.03 | 1.23433 | 1.27428 | 1.23433 | 1343.79 | 2836200.48 |
1260 | 2009.08.14 13:39 | t/p | 609 | 0.02 | 1.23397 | 1.27428 | 1.23397 | 895.86 | 2837096.34 |
1261 | 2009.08.14 13:40 | t/p | 606 | 0.01 | 1.23242 | 1.27428 | 1.23242 | 447.93 | 2837544.27 |
1262 | 2009.08.14 13:42 | t/p | 605 | 0.01 | 1.23028 | 1.27428 | 1.23028 | 447.92 | 2837992.19 |
1263 | 2009.08.14 15:00 | sell | 632 | 0.01 | 1.22802 | 1.26630 | 1.22230 | |
1264 | 2009.08.14 16:00 | sell | 633 | 0.01 | 1.22936 | 1.26630 | 1.22364 | |
1265 | 2009.08.18 14:36 | t/p | 633 | 0.01 | 1.22364 | 1.26630 | 1.22364 | 447.93 | 2838440.12 |
1266 | 2009.08.18 14:38 | t/p | 632 | 0.01 | 1.22230 | 1.26630 | 1.22230 | 447.93 | 2838888.05 |
1267 | 2009.08.18 16:00 | sell | 634 | 0.01 | 1.22150 | 1.25978 | 1.21578 | |
1268 | 2009.08.18 20:00 | sell | 635 | 0.01 | 1.22346 | 1.25978 | 1.21774 | |
1269 | 2009.08.20 17:00 | sell | 636 | 0.07 | 1.22818 | 1.25978 | 1.22246 | |
1270 | 2009.08.20 21:00 | sell | 637 | 0.05 | 1.22776 | 1.25978 | 1.22204 | |
1271 | 2009.08.20 23:00 | sell | 638 | 0.03 | 1.22611 | 1.25978 | 1.22039 | |
1272 | 2009.08.21 03:00 | sell | 639 | 0.02 | 1.22495 | 1.25978 | 1.21923 | |
1273 | 2009.08.21 04:03 | t/p | 636 | 0.07 | 1.22246 | 1.25978 | 1.22246 | 3135.49 | 2842023.54 |
1274 | 2009.08.21 05:30 | t/p | 637 | 0.05 | 1.22204 | 1.25978 | 1.22204 | 2239.64 | 2844263.18 |
1275 | 2009.08.21 14:17 | t/p | 638 | 0.03 | 1.22039 | 1.25978 | 1.22039 | 1343.78 | 2845606.96 |
1276 | 2009.08.21 14:26 | t/p | 639 | 0.02 | 1.21923 | 1.25978 | 1.21923 | 895.86 | 2846502.82 |
1277 | 2009.08.25 23:35 | t/p | 635 | 0.01 | 1.21774 | 1.25978 | 1.21774 | 447.93 | 2846950.75 |
1278 | 2009.08.26 08:35 | t/p | 634 | 0.01 | 1.21578 | 1.25978 | 1.21578 | 447.92 | 2847398.67 |
1279 | 2009.08.26 09:00 | sell | 640 | 0.01 | 1.21638 | 1.25466 | 1.21066 | |
1280 | 2009.08.27 23:00 | sell | 641 | 0.02 | 1.21916 | 1.25466 | 1.21344 | |
1281 | 2009.08.31 09:00 | sell | 642 | 0.20 | 1.22676 | 1.25466 | 1.22104 | |
1282 | 2009.09.01 04:00 | sell | 643 | 0.14 | 1.22650 | 1.25466 | 1.22078 | |
1283 | 2009.09.01 07:00 | sell | 644 | 0.10 | 1.22450 | 1.25466 | 1.21878 | |
1284 | 2009.09.01 08:00 | sell | 645 | 0.07 | 1.22400 | 1.25466 | 1.21828 | |
1285 | 2009.09.01 10:00 | sell | 646 | 0.05 | 1.22210 | 1.25466 | 1.21638 | |
1286 | 2009.09.01 17:35 | t/p | 642 | 0.20 | 1.22104 | 1.25466 | 1.22104 | 8958.55 | 2856357.22 |
1287 | 2009.09.01 17:35 | t/p | 643 | 0.14 | 1.22078 | 1.25466 | 1.22078 | 6270.99 | 2862628.21 |
1288 | 2009.09.02 02:00 | sell | 647 | 0.03 | 1.22100 | 1.25466 | 1.21528 | |
1289 | 2009.09.03 06:00 | sell | 648 | 1.32 | 1.23500 | 1.25466 | 1.22928 | |
1290 | 2009.09.08 06:00 | buy | 649 | 0.01 | 1.23498 | 1.20923 | 1.24070 | |
1291 | 2009.09.08 16:59 | t/p | 649 | 0.01 | 1.24070 | 1.20923 | 1.24070 | 447.77 | 2863075.98 |
1292 | 2009.09.08 17:00 | buy | 650 | 0.01 | 1.24158 | 1.20923 | 1.24730 | |
1293 | 2009.09.08 18:00 | buy | 651 | 0.02 | 1.23948 | 1.20923 | 1.24520 | |
1294 | 2009.09.08 19:00 | close | 650 | 0.01 | 1.23870 | 1.20923 | 1.24730 | -225.45 | 2862850.53 |
1295 | 2009.09.08 19:00 | close | 651 | 0.02 | 1.23870 | 1.20923 | 1.24520 | -122.12 | 2862728.41 |
1296 | 2009.09.08 19:00 | buy | 652 | 0.01 | 1.23898 | 1.20923 | 1.24470 | |
1297 | 2009.09.08 20:00 | buy | 653 | 0.01 | 1.23808 | 1.20923 | 1.24380 | |
1298 | 2009.09.09 16:00 | buy | 654 | 0.02 | 1.23658 | 1.20923 | 1.24230 | |
1299 | 2009.09.09 23:00 | t/p | 654 | 0.02 | 1.24230 | 1.20923 | 1.24230 | 895.53 | 2863623.94 |
1300 | 2009.09.09 23:00 | t/p | 653 | 0.01 | 1.24380 | 1.20923 | 1.24380 | 447.77 | 2864071.71 |
1301 | 2009.09.09 23:00 | t/p | 652 | 0.01 | 1.24470 | 1.20923 | 1.24470 | 447.77 | 2864519.48 |
1302 | 2009.09.09 23:01 | buy | 655 | 0.01 | 1.23988 | 1.20923 | 1.24500 | |
1303 | 2009.09.10 19:00 | t/p | 648 | 1.32 | 1.22928 | 1.25466 | 1.22928 | 59126.43 | 2923645.91 |
1304 | 2009.09.14 04:00 | buy | 656 | 0.39 | 1.22668 | 1.20923 | 1.23240 | |
1305 | 2009.09.14 05:00 | buy | 657 | 0.30 | 1.22748 | 1.20923 | 1.23320 | |
1306 | 2009.09.14 08:00 | buy | 658 | 0.23 | 1.22818 | 1.20923 | 1.23390 | |
1307 | 2009.09.14 18:00 | buy | 659 | 0.17 | 1.22918 | 1.20923 | 1.23490 | |
1308 | 2009.09.17 01:00 | buy | 660 | 0.50 | 1.22398 | 1.20923 | 1.22970 | |
1309 | 2009.09.22 00:45 | t/p | 644 | 0.10 | 1.21878 | 1.25466 | 1.21878 | 4479.28 | 2928125.19 |
1310 | 2009.09.22 00:52 | t/p | 645 | 0.07 | 1.21828 | 1.25466 | 1.21828 | 3135.49 | 2931260.68 |
1311 | 2009.09.22 01:04 | t/p | 646 | 0.05 | 1.21638 | 1.25466 | 1.21638 | 2239.63 | 2933500.31 |
1312 | 2009.09.22 01:05 | t/p | 647 | 0.03 | 1.21528 | 1.25466 | 1.21528 | 1343.79 | 2934844.10 |
1313 | 2009.09.22 01:06 | t/p | 641 | 0.02 | 1.21344 | 1.25466 | 1.21344 | 895.85 | 2935739.95 |
1314 | 2009.09.22 01:14 | t/p | 640 | 0.01 | 1.21066 | 1.25466 | 1.21066 | 447.93 | 2936187.88 |
1315 | 2009.09.22 01:27 | s/l | 655 | 0.01 | 1.20923 | 1.20923 | 1.24500 | -2399.32 | 2933788.56 |
1316 | 2009.09.22 01:27 | s/l | 656 | 0.39 | 1.20923 | 1.20923 | 1.23240 | -53274.14 | 2880514.42 |
1317 | 2009.09.22 01:27 | s/l | 657 | 0.30 | 1.20923 | 1.20923 | 1.23320 | -42858.85 | 2837655.57 |
1318 | 2009.09.22 01:27 | s/l | 658 | 0.23 | 1.20923 | 1.20923 | 1.23390 | -34118.78 | 2803536.79 |
1319 | 2009.09.22 01:27 | s/l | 659 | 0.17 | 1.20923 | 1.20923 | 1.23490 | -26549.00 | 2776987.79 |
1320 | 2009.09.22 01:27 | s/l | 660 | 0.50 | 1.20923 | 1.20923 | 1.22970 | -57732.24 | 2719255.55 |
1321 | 2009.09.22 20:00 | buy | 661 | 0.01 | 1.21278 | 1.20570 | 1.21850 | |
1322 | 2009.09.22 21:00 | buy | 662 | 0.02 | 1.21248 | 1.20570 | 1.21820 | |
1323 | 2009.09.22 22:00 | buy | 663 | 0.03 | 1.21198 | 1.20570 | 1.21770 | |
1324 | 2009.09.23 00:57 | s/l | 661 | 0.01 | 1.20570 | 1.20570 | 1.21850 | -554.23 | 2718701.32 |
1325 | 2009.09.23 00:57 | s/l | 662 | 0.02 | 1.20570 | 1.20570 | 1.21820 | -1061.49 | 2717639.83 |
1326 | 2009.09.23 00:57 | s/l | 663 | 0.03 | 1.20570 | 1.20570 | 1.21770 | -1474.81 | 2716165.02 |
1327 | 2009.09.23 20:00 | buy | 664 | 0.01 | 1.20618 | 1.19910 | 1.21190 | |
1328 | 2009.09.28 02:11 | s/l | 664 | 0.01 | 1.19910 | 1.19910 | 1.21190 | -554.23 | 2715610.79 |
1329 | 2009.09.28 07:00 | buy | 665 | 0.01 | 1.20818 | 1.19670 | 1.21390 | |
1330 | 2009.09.28 08:00 | buy | 666 | 0.02 | 1.20718 | 1.19670 | 1.21290 | |
1331 | 2009.09.28 09:00 | buy | 667 | 0.01 | 1.20798 | 1.19670 | 1.21370 | |
1332 | 2009.09.28 13:01 | t/p | 666 | 0.02 | 1.21290 | 1.19670 | 1.21290 | 895.53 | 2716506.32 |
1333 | 2009.09.28 13:06 | t/p | 667 | 0.01 | 1.21370 | 1.19670 | 1.21370 | 447.77 | 2716954.09 |
1334 | 2009.09.28 13:07 | t/p | 665 | 0.01 | 1.21390 | 1.19670 | 1.21390 | 447.77 | 2717401.86 |
1335 | 2009.09.28 15:00 | buy | 668 | 0.01 | 1.21408 | 1.19670 | 1.21980 | |
1336 | 2009.09.28 16:00 | buy | 669 | 0.01 | 1.21368 | 1.19670 | 1.21940 | |
1337 | 2009.09.28 17:00 | buy | 670 | 0.03 | 1.21198 | 1.19670 | 1.21770 | |
1338 | 2009.09.28 22:36 | t/p | 670 | 0.03 | 1.21770 | 1.19670 | 1.21770 | 1343.30 | 2718745.16 |
1339 | 2009.09.29 14:04 | t/p | 669 | 0.01 | 1.21940 | 1.19670 | 1.21940 | 447.77 | 2719192.93 |
1340 | 2009.09.29 14:15 | t/p | 668 | 0.01 | 1.21980 | 1.19670 | 1.21980 | 447.76 | 2719640.69 |
1341 | 2009.09.29 15:00 | buy | 671 | 0.01 | 1.21948 | 1.19670 | 1.22520 | |
1342 | 2009.09.29 16:00 | buy | 672 | 0.02 | 1.21758 | 1.19670 | 1.22330 | |
1343 | 2009.09.29 17:00 | buy | 673 | 0.02 | 1.21748 | 1.19670 | 1.22320 | |
1344 | 2009.09.30 01:00 | buy | 674 | 0.01 | 1.21868 | 1.19670 | 1.22440 | |
1345 | 2009.09.30 11:45 | t/p | 673 | 0.02 | 1.22320 | 1.19670 | 1.22320 | 895.54 | 2720536.23 |
1346 | 2009.09.30 11:48 | t/p | 672 | 0.02 | 1.22330 | 1.19670 | 1.22330 | 895.53 | 2721431.76 |
1347 | 2009.10.05 03:00 | buy | 675 | 0.06 | 1.21448 | 1.19670 | 1.22020 | |
1348 | 2009.10.05 05:00 | buy | 676 | 0.13 | 1.21238 | 1.19670 | 1.21810 | |
1349 | 2009.10.05 06:00 | buy | 677 | 0.17 | 1.21168 | 1.19670 | 1.21740 | |
1350 | 2009.10.05 07:00 | buy | 678 | 0.10 | 1.21338 | 1.19670 | 1.21910 | |