Strategy Tester Report
EA_AveragingBBHL_H1_forEG_1.00
通貨ペア | EURGBP (Euro vs Great Britain Pound) |
期間 | 1時間足(H1) 2007.01.02 02:00 - 2021.11.29 23:00 (2007.01.01 - 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=45010100; MagicNumberS=45010200; 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=1.2; ナンピン係数(買)=1.3; ナンピン係数(売)=1.18; Slippage=3; 許容スプレッド=50; |
|
テストバー数 | 93000 | モデルティック数 | 247667624 | モデリング品質 | 90.00% |
不整合チャートエラー | 58 | | | | |
|
初期証拠金 | 1000000.00 | | | スプレッド | 10 |
純益 | 8365854.84 | 総利益 | 12751700.27 | 総損失 | -4385845.43 |
プロフィットファクタ | 2.91 | 期待利得 | 3341.00 | | |
絶対ドローダウン | 10468.88 | 最大ドローダウン | 454632.12 (5.08%) | 相対ドローダウン | 16.46% (206408.06) |
|
総取引数 | 2504 | 売りポジション(勝率%) | 925 (62.81%) | 買いポジション(勝率%) | 1579 (65.10%) |
| 勝率(%) | 1609 (64.26%) | 負率 (%) | 895 (35.74%) |
最大 | 勝トレード | 201036.23 | 敗トレード | -186302.91 |
平均 | 勝トレード | 7925.23 | 敗トレード | -4900.39 |
最大 | 連勝(金額) | 55 (545422.39) | 連敗(金額) | 34 (-142439.42) |
最大 | 連勝(トレード数) | 545422.39 (55) | 連敗(トレード数) | -275964.67 (10) |
平均 | 連勝 | 8 | 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 |
1351 | 2010.04.13 12:00 | close | 673 | 0.01 | 0.88259 | 0.85773 | 0.89173 | 272.74 | 3073152.81 |
1352 | 2010.04.13 12:00 | close | 674 | 0.03 | 0.88259 | 0.85469 | 0.88869 | 2231.58 | 3075384.39 |
1353 | 2010.04.13 12:00 | close | 676 | 0.06 | 0.88259 | 0.85261 | 0.88661 | 6397.20 | 3081781.59 |
1354 | 2010.04.13 12:00 | close | 677 | 0.04 | 0.88259 | 0.85327 | 0.88727 | 3855.68 | 3085637.27 |
1355 | 2010.04.13 20:00 | buy | 678 | 0.01 | 0.88395 | 0.86085 | 0.89485 | |
1356 | 2010.04.16 23:00 | buy | 679 | 0.10 | 0.87764 | 0.85454 | 0.88854 | |
1357 | 2010.04.19 01:00 | buy | 680 | 0.02 | 0.88131 | 0.85821 | 0.89221 | |
1358 | 2010.04.19 02:00 | buy | 681 | 0.02 | 0.88206 | 0.85896 | 0.89296 | |
1359 | 2010.04.19 09:00 | buy | 682 | 0.01 | 0.88291 | 0.85981 | 0.89381 | |
1360 | 2010.04.19 17:00 | buy | 683 | 0.03 | 0.88039 | 0.85729 | 0.89129 | |
1361 | 2010.04.19 18:00 | buy | 684 | 0.04 | 0.87999 | 0.85689 | 0.89089 | |
1362 | 2010.04.22 04:00 | sell | 685 | 0.01 | 0.86824 | 0.87834 | 0.85834 | |
1363 | 2010.04.23 08:11 | s/l | 678 | 0.01 | 0.86085 | 0.86085 | 0.89485 | -3579.85 | 3082057.42 |
1364 | 2010.04.23 12:00 | close | 685 | 0.01 | 0.86815 | 0.87834 | 0.85834 | 13.95 | 3082071.37 |
1365 | 2010.04.23 12:00 | buy | 686 | 0.01 | 0.86815 | 0.84505 | 0.87905 | |
1366 | 2010.04.26 09:00 | sell | 687 | 0.01 | 0.86530 | 0.87548 | 0.85540 | |
1367 | 2010.04.29 10:00 | close | 679 | 0.10 | 0.86985 | 0.85454 | 0.88854 | -12072.32 | 3069999.05 |
1368 | 2010.04.29 10:00 | close | 680 | 0.02 | 0.86985 | 0.85821 | 0.89221 | -3551.96 | 3066447.09 |
1369 | 2010.04.29 10:00 | close | 681 | 0.02 | 0.86985 | 0.85896 | 0.89296 | -3784.41 | 3062662.68 |
1370 | 2010.04.29 10:00 | close | 682 | 0.01 | 0.86985 | 0.85981 | 0.89381 | -2023.94 | 3060638.74 |
1371 | 2010.04.29 10:00 | close | 683 | 0.03 | 0.86985 | 0.85729 | 0.89129 | -4900.22 | 3055738.52 |
1372 | 2010.04.29 10:00 | close | 684 | 0.04 | 0.86985 | 0.85689 | 0.89089 | -6285.66 | 3049452.86 |
1373 | 2010.04.29 10:00 | close | 686 | 0.01 | 0.86985 | 0.84505 | 0.87905 | 263.45 | 3049716.31 |
1374 | 2010.04.29 10:00 | buy | 688 | 0.01 | 0.86995 | 0.84685 | 0.88085 | |
1375 | 2010.04.29 11:00 | close | 688 | 0.01 | 0.86775 | 0.84685 | 0.88085 | -340.94 | 3049375.37 |
1376 | 2010.04.29 11:00 | buy | 689 | 0.01 | 0.86785 | 0.84475 | 0.87875 | |
1377 | 2010.05.05 10:13 | t/p | 687 | 0.01 | 0.85540 | 0.87548 | 0.85540 | 1534.42 | 3050909.79 |
1378 | 2010.05.06 14:45 | s/l | 689 | 0.01 | 0.84475 | 0.84475 | 0.87875 | -3579.85 | 3047329.94 |
1379 | 2010.05.07 09:00 | buy | 690 | 0.01 | 0.86475 | 0.84165 | 0.87565 | |
1380 | 2010.05.07 10:00 | buy | 691 | 0.01 | 0.86388 | 0.84078 | 0.87478 | |
1381 | 2010.05.07 12:21 | t/p | 691 | 0.01 | 0.87478 | 0.84078 | 0.87478 | 1689.20 | 3049019.14 |
1382 | 2010.05.07 12:21 | t/p | 690 | 0.01 | 0.87565 | 0.84165 | 0.87565 | 1689.19 | 3050708.33 |
1383 | 2010.05.07 13:00 | buy | 692 | 0.01 | 0.87380 | 0.85070 | 0.88470 | |
1384 | 2010.05.07 15:00 | close | 692 | 0.01 | 0.86803 | 0.85070 | 0.88470 | -894.18 | 3049814.15 |
1385 | 2010.05.07 15:00 | buy | 693 | 0.01 | 0.86813 | 0.84503 | 0.87903 | |
1386 | 2010.05.07 16:00 | buy | 694 | 0.02 | 0.86624 | 0.84314 | 0.87714 | |
1387 | 2010.05.07 17:00 | buy | 695 | 0.08 | 0.86244 | 0.83934 | 0.87334 | |
1388 | 2010.05.07 19:00 | buy | 696 | 0.06 | 0.86295 | 0.83985 | 0.87385 | |
1389 | 2010.05.10 09:41 | t/p | 695 | 0.08 | 0.87334 | 0.83934 | 0.87334 | 13513.48 | 3063327.63 |
1390 | 2010.05.10 09:42 | t/p | 696 | 0.06 | 0.87385 | 0.83985 | 0.87385 | 10135.10 | 3073462.73 |
1391 | 2010.05.10 14:00 | buy | 697 | 0.02 | 0.86587 | 0.84277 | 0.87677 | |
1392 | 2010.05.10 16:00 | sell | 698 | 0.01 | 0.85946 | 0.86956 | 0.84956 | |
1393 | 2010.05.10 17:00 | sell | 699 | 0.01 | 0.86007 | 0.86956 | 0.85017 | |
1394 | 2010.05.10 21:00 | sell | 700 | 0.02 | 0.86138 | 0.86956 | 0.85148 | |
1395 | 2010.05.10 22:00 | sell | 701 | 0.01 | 0.86023 | 0.86956 | 0.85033 | |
1396 | 2010.05.11 01:00 | sell | 702 | 0.01 | 0.86051 | 0.86956 | 0.85061 | |
1397 | 2010.05.11 13:00 | close | 698 | 0.01 | 0.85772 | 0.86956 | 0.84956 | 269.68 | 3073732.41 |
1398 | 2010.05.11 13:00 | close | 699 | 0.01 | 0.85772 | 0.86956 | 0.85017 | 364.23 | 3074096.64 |
1399 | 2010.05.11 13:00 | close | 700 | 0.02 | 0.85772 | 0.86956 | 0.85148 | 1134.54 | 3075231.18 |
1400 | 2010.05.11 13:00 | close | 701 | 0.01 | 0.85772 | 0.86956 | 0.85033 | 389.03 | 3075620.21 |
1401 | 2010.05.11 13:00 | close | 702 | 0.01 | 0.85772 | 0.86956 | 0.85061 | 432.43 | 3076052.64 |
1402 | 2010.05.11 13:00 | sell | 703 | 0.01 | 0.85762 | 0.86772 | 0.84772 | |
1403 | 2010.05.11 14:00 | sell | 704 | 0.02 | 0.85949 | 0.86772 | 0.84959 | |
1404 | 2010.05.11 15:00 | sell | 705 | 0.01 | 0.85839 | 0.86772 | 0.84849 | |
1405 | 2010.05.11 19:02 | t/p | 704 | 0.02 | 0.84959 | 0.86772 | 0.84959 | 3068.84 | 3079121.48 |
1406 | 2010.05.11 19:14 | t/p | 705 | 0.01 | 0.84849 | 0.86772 | 0.84849 | 1534.42 | 3080655.90 |
1407 | 2010.05.11 19:16 | t/p | 703 | 0.01 | 0.84772 | 0.86772 | 0.84772 | 1534.42 | 3082190.32 |
1408 | 2010.05.11 20:00 | sell | 706 | 0.01 | 0.84992 | 0.86002 | 0.84002 | |
1409 | 2010.05.12 00:25 | s/l | 693 | 0.01 | 0.84503 | 0.84503 | 0.87903 | -3579.85 | 3078610.47 |
1410 | 2010.05.12 16:00 | sell | 707 | 0.01 | 0.85075 | 0.86002 | 0.84085 | |
1411 | 2010.05.12 19:00 | sell | 708 | 0.01 | 0.85098 | 0.86002 | 0.84108 | |
1412 | 2010.05.12 20:00 | sell | 709 | 0.01 | 0.85041 | 0.86002 | 0.84051 | |
1413 | 2010.05.13 22:00 | buy | 710 | 0.01 | 0.85818 | 0.83508 | 0.86908 | |
1414 | 2010.05.14 08:59 | s/l | 706 | 0.01 | 0.86002 | 0.86002 | 0.84002 | -1565.42 | 3077045.05 |
1415 | 2010.05.14 08:59 | s/l | 707 | 0.01 | 0.86002 | 0.86002 | 0.84085 | -1436.78 | 3075608.27 |
1416 | 2010.05.14 08:59 | s/l | 708 | 0.01 | 0.86002 | 0.86002 | 0.84108 | -1401.13 | 3074207.14 |
1417 | 2010.05.14 08:59 | s/l | 709 | 0.01 | 0.86002 | 0.86002 | 0.84051 | -1489.47 | 3072717.67 |
1418 | 2010.05.14 13:00 | buy | 711 | 0.01 | 0.85750 | 0.83440 | 0.86840 | |
1419 | 2010.05.14 17:00 | sell | 712 | 0.01 | 0.85377 | 0.86387 | 0.84387 | |
1420 | 2010.05.18 10:00 | buy | 713 | 0.03 | 0.85513 | 0.83203 | 0.86603 | |
1421 | 2010.05.20 09:54 | s/l | 712 | 0.01 | 0.86387 | 0.86387 | 0.84387 | -1565.42 | 3071152.25 |
1422 | 2010.05.20 20:27 | t/p | 713 | 0.03 | 0.86603 | 0.83203 | 0.86603 | 5067.62 | 3076219.87 |
1423 | 2010.05.20 21:14 | t/p | 711 | 0.01 | 0.86840 | 0.83440 | 0.86840 | 1689.20 | 3077909.07 |
1424 | 2010.05.20 21:27 | t/p | 710 | 0.01 | 0.86908 | 0.83508 | 0.86908 | 1689.20 | 3079598.27 |
1425 | 2010.05.20 22:00 | buy | 714 | 0.01 | 0.87136 | 0.84826 | 0.88226 | |
1426 | 2010.05.21 02:00 | buy | 715 | 0.01 | 0.87012 | 0.84702 | 0.88102 | |
1427 | 2010.05.21 07:23 | t/p | 697 | 0.02 | 0.87677 | 0.84277 | 0.87677 | 3378.41 | 3082976.68 |
1428 | 2010.05.21 07:23 | t/p | 694 | 0.02 | 0.87714 | 0.84314 | 0.87714 | 3378.41 | 3086355.09 |
1429 | 2010.05.21 09:00 | close | 714 | 0.01 | 0.87279 | 0.84826 | 0.88226 | 221.61 | 3086576.70 |
1430 | 2010.05.21 09:00 | close | 715 | 0.01 | 0.87279 | 0.84702 | 0.88102 | 413.77 | 3086990.47 |
1431 | 2010.05.21 10:00 | buy | 716 | 0.01 | 0.87174 | 0.84864 | 0.88264 | |
1432 | 2010.05.21 11:00 | buy | 717 | 0.03 | 0.86835 | 0.84525 | 0.87925 | |
1433 | 2010.05.21 12:00 | buy | 718 | 0.04 | 0.86736 | 0.84426 | 0.87826 | |
1434 | 2010.05.21 13:00 | buy | 719 | 0.02 | 0.86973 | 0.84663 | 0.88063 | |
1435 | 2010.05.21 18:00 | buy | 720 | 0.02 | 0.86938 | 0.84628 | 0.88028 | |
1436 | 2010.05.26 12:00 | buy | 721 | 1.08 | 0.85640 | 0.83330 | 0.86730 | |
1437 | 2010.05.26 17:47 | s/l | 716 | 0.01 | 0.84864 | 0.84864 | 0.88264 | -3579.87 | 3083410.60 |
1438 | 2010.05.26 18:00 | close | 717 | 0.03 | 0.84725 | 0.84525 | 0.87925 | -9809.79 | 3073600.81 |
1439 | 2010.05.26 18:00 | close | 718 | 0.04 | 0.84725 | 0.84426 | 0.87826 | -12466.03 | 3061134.78 |
1440 | 2010.05.26 18:00 | close | 719 | 0.02 | 0.84725 | 0.84663 | 0.88063 | -6967.58 | 3054167.20 |
1441 | 2010.05.26 18:00 | close | 720 | 0.02 | 0.84725 | 0.84628 | 0.88028 | -6859.10 | 3047308.10 |
1442 | 2010.05.26 18:00 | close | 721 | 1.08 | 0.84725 | 0.83330 | 0.86730 | -153144.32 | 2894163.78 |
1443 | 2010.05.26 18:00 | sell | 722 | 0.01 | 0.84725 | 0.85735 | 0.83735 | |
1444 | 2010.05.26 20:00 | sell | 723 | 0.01 | 0.84767 | 0.85735 | 0.83777 | |
1445 | 2010.05.27 07:00 | sell | 724 | 0.01 | 0.84826 | 0.85735 | 0.83836 | |
1446 | 2010.05.27 21:00 | sell | 725 | 0.02 | 0.84862 | 0.85735 | 0.83872 | |
1447 | 2010.05.28 03:00 | buy | 726 | 0.01 | 0.84905 | 0.82595 | 0.85995 | |
1448 | 2010.05.28 13:00 | close | 726 | 0.01 | 0.85089 | 0.82595 | 0.85995 | 285.15 | 2894448.93 |
1449 | 2010.05.28 14:00 | buy | 727 | 0.01 | 0.85125 | 0.82815 | 0.86215 | |
1450 | 2010.05.28 16:00 | buy | 728 | 0.02 | 0.84951 | 0.82641 | 0.86041 | |
1451 | 2010.05.28 20:00 | buy | 729 | 0.01 | 0.85035 | 0.82725 | 0.86125 | |
1452 | 2010.06.01 11:49 | t/p | 725 | 0.02 | 0.83872 | 0.85735 | 0.83872 | 3068.84 | 2897517.77 |
1453 | 2010.06.01 12:16 | t/p | 724 | 0.01 | 0.83836 | 0.85735 | 0.83836 | 1534.42 | 2899052.19 |
1454 | 2010.06.01 12:33 | t/p | 723 | 0.01 | 0.83777 | 0.85735 | 0.83777 | 1534.42 | 2900586.61 |
1455 | 2010.06.01 12:47 | t/p | 722 | 0.01 | 0.83735 | 0.85735 | 0.83735 | 1534.42 | 2902121.03 |
1456 | 2010.06.02 08:38 | s/l | 727 | 0.01 | 0.82815 | 0.82815 | 0.86215 | -3579.86 | 2898541.17 |
1457 | 2010.06.02 09:00 | close | 728 | 0.02 | 0.82855 | 0.82641 | 0.86041 | -6496.43 | 2892044.74 |
1458 | 2010.06.02 09:00 | close | 729 | 0.01 | 0.82855 | 0.82725 | 0.86125 | -3378.39 | 2888666.35 |
1459 | 2010.06.03 00:00 | buy | 730 | 0.01 | 0.83600 | 0.82732 | 0.84590 | |
1460 | 2010.06.03 10:00 | buy | 731 | 0.02 | 0.83504 | 0.82732 | 0.84494 | |
1461 | 2010.06.04 14:40 | s/l | 730 | 0.01 | 0.82732 | 0.82732 | 0.84590 | -1345.15 | 2887321.20 |
1462 | 2010.06.04 14:40 | s/l | 731 | 0.02 | 0.82732 | 0.82732 | 0.84494 | -2392.77 | 2884928.43 |
1463 | 2010.06.08 13:00 | buy | 732 | 0.01 | 0.82743 | 0.82050 | 0.83733 | |
1464 | 2010.06.08 14:00 | buy | 733 | 0.02 | 0.82665 | 0.82050 | 0.83655 | |
1465 | 2010.06.10 13:00 | buy | 734 | 0.02 | 0.82688 | 0.82050 | 0.83678 | |
1466 | 2010.06.11 12:00 | buy | 735 | 0.08 | 0.82583 | 0.82044 | 0.83573 | |
1467 | 2010.06.11 13:00 | buy | 736 | 0.04 | 0.82625 | 0.82044 | 0.83615 | |
1468 | 2010.06.14 03:06 | t/p | 735 | 0.08 | 0.83573 | 0.82044 | 0.83573 | 12273.79 | 2897202.22 |
1469 | 2010.06.17 02:50 | t/p | 736 | 0.04 | 0.83615 | 0.82044 | 0.83615 | 6136.89 | 2903339.11 |
1470 | 2010.06.17 09:45 | t/p | 733 | 0.02 | 0.83655 | 0.82050 | 0.83655 | 3068.44 | 2906407.55 |
1471 | 2010.06.17 10:03 | t/p | 734 | 0.02 | 0.83678 | 0.82050 | 0.83678 | 3068.45 | 2909476.00 |
1472 | 2010.06.17 11:27 | t/p | 732 | 0.01 | 0.83733 | 0.82050 | 0.83733 | 1534.22 | 2911010.22 |
1473 | 2010.06.17 12:00 | buy | 737 | 0.01 | 0.83662 | 0.82044 | 0.84752 | |
1474 | 2010.06.17 15:00 | buy | 738 | 0.02 | 0.83542 | 0.82044 | 0.84632 | |
1475 | 2010.06.17 16:00 | buy | 739 | 0.01 | 0.83596 | 0.82044 | 0.84686 | |
1476 | 2010.06.23 18:09 | s/l | 737 | 0.01 | 0.82044 | 0.82044 | 0.84752 | -2507.44 | 2908502.78 |
1477 | 2010.06.23 18:09 | s/l | 738 | 0.02 | 0.82044 | 0.82044 | 0.84632 | -4642.96 | 2903859.82 |
1478 | 2010.06.23 18:09 | s/l | 739 | 0.01 | 0.82044 | 0.82044 | 0.84686 | -2405.16 | 2901454.66 |
1479 | 2010.06.24 19:00 | buy | 740 | 0.01 | 0.82469 | 0.81745 | 0.83459 | |
1480 | 2010.06.25 08:00 | buy | 741 | 0.02 | 0.82393 | 0.81745 | 0.83383 | |
1481 | 2010.06.25 13:00 | buy | 742 | 0.01 | 0.82435 | 0.81745 | 0.83425 | |
1482 | 2010.06.28 16:55 | s/l | 740 | 0.01 | 0.81745 | 0.81745 | 0.83459 | -1122.00 | 2900332.66 |
1483 | 2010.06.28 16:55 | s/l | 741 | 0.02 | 0.81745 | 0.81745 | 0.83383 | -2008.44 | 2898324.22 |
1484 | 2010.06.28 16:55 | s/l | 742 | 0.01 | 0.81745 | 0.81745 | 0.83425 | -1069.31 | 2897254.91 |
1485 | 2010.06.30 09:00 | buy | 743 | 0.01 | 0.81182 | 0.80615 | 0.82172 | |
1486 | 2010.06.30 18:52 | t/p | 743 | 0.01 | 0.82172 | 0.80615 | 0.82172 | 1534.22 | 2898789.13 |
1487 | 2010.06.30 19:00 | buy | 744 | 0.01 | 0.82237 | 0.80615 | 0.83327 | |
1488 | 2010.06.30 20:00 | buy | 745 | 0.04 | 0.81954 | 0.80944 | 0.82944 | |
1489 | 2010.06.30 23:00 | buy | 746 | 0.08 | 0.81860 | 0.80850 | 0.82850 | |
1490 | 2010.07.01 05:00 | buy | 747 | 0.10 | 0.81783 | 0.80773 | 0.82773 | |
1491 | 2010.07.02 15:36 | t/p | 747 | 0.10 | 0.82773 | 0.80773 | 0.82773 | 15342.23 | 2914131.36 |
1492 | 2010.07.02 15:39 | t/p | 746 | 0.08 | 0.82850 | 0.80850 | 0.82850 | 12273.79 | 2926405.15 |
1493 | 2010.07.02 16:24 | t/p | 745 | 0.04 | 0.82944 | 0.80944 | 0.82944 | 6136.89 | 2932542.04 |
1494 | 2010.07.02 20:00 | close | 744 | 0.01 | 0.82567 | 0.80615 | 0.83327 | 511.41 | 2933053.45 |
1495 | 2010.07.02 21:00 | buy | 748 | 0.01 | 0.82622 | 0.80615 | 0.83712 | |
1496 | 2010.07.08 16:02 | t/p | 748 | 0.01 | 0.83712 | 0.80615 | 0.83712 | 1689.19 | 2934742.64 |
1497 | 2010.07.08 16:02 | buy | 749 | 0.01 | 0.83722 | 0.81367 | 0.84767 | |
1498 | 2010.07.08 18:00 | buy | 750 | 0.01 | 0.83645 | 0.81335 | 0.84735 | |
1499 | 2010.07.09 22:00 | close | 749 | 0.01 | 0.83925 | 0.81367 | 0.84767 | 314.59 | 2935057.23 |
1500 | 2010.07.09 22:00 | close | 750 | 0.01 | 0.83925 | 0.81335 | 0.84735 | 433.92 | 2935491.15 |