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 |
1501 | 2010.07.12 21:00 | buy | 751 | 0.01 | 0.83833 | 0.81523 | 0.84923 | |
1502 | 2010.07.15 16:00 | buy | 752 | 0.02 | 0.83659 | 0.81349 | 0.84749 | |
1503 | 2010.07.15 17:00 | buy | 753 | 0.01 | 0.83702 | 0.81392 | 0.84792 | |
1504 | 2010.07.19 12:20 | t/p | 752 | 0.02 | 0.84749 | 0.81349 | 0.84749 | 3378.39 | 2938869.54 |
1505 | 2010.07.19 12:27 | t/p | 753 | 0.01 | 0.84792 | 0.81392 | 0.84792 | 1689.20 | 2940558.74 |
1506 | 2010.07.19 16:22 | t/p | 751 | 0.01 | 0.84923 | 0.81523 | 0.84923 | 1689.19 | 2942247.93 |
1507 | 2010.07.29 10:00 | buy | 754 | 0.01 | 0.83454 | 0.81144 | 0.84544 | |
1508 | 2010.08.03 12:00 | buy | 755 | 0.03 | 0.83124 | 0.80814 | 0.84214 | |
1509 | 2010.08.03 15:00 | buy | 756 | 0.04 | 0.83011 | 0.80701 | 0.84101 | |
1510 | 2010.08.03 16:00 | buy | 757 | 0.06 | 0.82999 | 0.80689 | 0.84089 | |
1511 | 2010.08.06 12:00 | buy | 758 | 0.02 | 0.83208 | 0.80898 | 0.84298 | |
1512 | 2010.08.06 16:00 | buy | 759 | 0.02 | 0.83235 | 0.80925 | 0.84325 | |
1513 | 2010.08.12 19:00 | buy | 760 | 0.17 | 0.82624 | 0.80615 | 0.83714 | |
1514 | 2010.08.13 08:00 | buy | 761 | 0.66 | 0.82303 | 0.80615 | 0.83393 | |
1515 | 2010.08.13 09:00 | buy | 762 | 0.19 | 0.82347 | 0.80615 | 0.83437 | |
1516 | 2010.08.17 23:00 | close | 754 | 0.01 | 0.82669 | 0.81144 | 0.84544 | -1216.54 | 2941031.39 |
1517 | 2010.08.17 23:00 | close | 755 | 0.03 | 0.82669 | 0.80814 | 0.84214 | -2115.38 | 2938916.01 |
1518 | 2010.08.17 23:00 | close | 756 | 0.04 | 0.82669 | 0.80701 | 0.84101 | -2120.03 | 2936795.98 |
1519 | 2010.08.17 23:00 | close | 757 | 0.06 | 0.82669 | 0.80689 | 0.84089 | -3068.46 | 2933727.52 |
1520 | 2010.08.17 23:00 | close | 758 | 0.02 | 0.82669 | 0.80898 | 0.84298 | -1670.61 | 2932056.91 |
1521 | 2010.08.17 23:00 | close | 759 | 0.02 | 0.82669 | 0.80925 | 0.84325 | -1754.29 | 2930302.62 |
1522 | 2010.08.17 23:00 | close | 760 | 0.17 | 0.82669 | 0.80615 | 0.83714 | 1185.54 | 2931488.16 |
1523 | 2010.08.17 23:00 | close | 761 | 0.66 | 0.82669 | 0.80615 | 0.83393 | 37435.28 | 2968923.44 |
1524 | 2010.08.17 23:00 | close | 762 | 0.19 | 0.82669 | 0.80615 | 0.83437 | 9481.25 | 2978404.69 |
1525 | 2010.08.18 01:00 | buy | 763 | 0.01 | 0.82684 | 0.80615 | 0.83774 | |
1526 | 2010.08.18 06:00 | buy | 764 | 0.01 | 0.82609 | 0.80615 | 0.83699 | |
1527 | 2010.08.18 12:00 | buy | 765 | 0.02 | 0.82497 | 0.80615 | 0.83587 | |
1528 | 2010.08.18 17:00 | buy | 766 | 0.02 | 0.82471 | 0.80615 | 0.83561 | |
1529 | 2010.08.20 10:00 | buy | 767 | 0.03 | 0.82413 | 0.80615 | 0.83503 | |
1530 | 2010.08.24 05:00 | buy | 768 | 0.39 | 0.81735 | 0.81359 | 0.82725 | |
1531 | 2010.08.24 07:00 | buy | 769 | 0.30 | 0.81816 | 0.80615 | 0.82906 | |
1532 | 2010.08.24 08:00 | buy | 770 | 0.23 | 0.81916 | 0.80615 | 0.83006 | |
1533 | 2010.08.24 09:00 | buy | 771 | 0.17 | 0.82003 | 0.80615 | 0.83093 | |
1534 | 2010.08.24 10:00 | buy | 772 | 0.02 | 0.82088 | 0.80615 | 0.83178 | |
1535 | 2010.08.31 16:32 | t/p | 768 | 0.39 | 0.82725 | 0.81359 | 0.82725 | 59835.46 | 3038240.15 |
1536 | 2010.09.01 11:32 | t/p | 769 | 0.30 | 0.82906 | 0.80615 | 0.82906 | 50676.49 | 3088916.64 |
1537 | 2010.09.01 11:41 | t/p | 770 | 0.23 | 0.83006 | 0.80615 | 0.83006 | 38851.98 | 3127768.62 |
1538 | 2010.09.01 11:44 | t/p | 771 | 0.17 | 0.83093 | 0.80615 | 0.83093 | 28716.68 | 3156485.30 |
1539 | 2010.09.01 13:12 | t/p | 772 | 0.02 | 0.83178 | 0.80615 | 0.83178 | 3378.44 | 3159863.74 |
1540 | 2010.09.06 11:01 | t/p | 767 | 0.03 | 0.83503 | 0.80615 | 0.83503 | 5067.61 | 3164931.35 |
1541 | 2010.09.06 11:15 | t/p | 766 | 0.02 | 0.83561 | 0.80615 | 0.83561 | 3378.41 | 3168309.76 |
1542 | 2010.09.06 11:31 | t/p | 765 | 0.02 | 0.83587 | 0.80615 | 0.83587 | 3378.41 | 3171688.17 |
1543 | 2010.09.06 11:37 | t/p | 764 | 0.01 | 0.83699 | 0.80615 | 0.83699 | 1689.20 | 3173377.37 |
1544 | 2010.09.06 11:49 | t/p | 763 | 0.01 | 0.83774 | 0.80615 | 0.83774 | 1689.20 | 3175066.57 |
1545 | 2010.09.09 12:00 | buy | 773 | 0.01 | 0.82651 | 0.80615 | 0.83741 | |
1546 | 2010.09.09 13:00 | buy | 774 | 0.01 | 0.82577 | 0.80615 | 0.83667 | |
1547 | 2010.09.10 09:00 | buy | 775 | 0.03 | 0.82337 | 0.80615 | 0.83427 | |
1548 | 2010.09.10 10:00 | buy | 776 | 0.02 | 0.82455 | 0.80615 | 0.83545 | |
1549 | 2010.09.10 17:00 | buy | 777 | 0.02 | 0.82504 | 0.80615 | 0.83594 | |
1550 | 2010.09.13 20:20 | t/p | 775 | 0.03 | 0.83427 | 0.80615 | 0.83427 | 5067.61 | 3180134.18 |
1551 | 2010.09.13 20:53 | t/p | 776 | 0.02 | 0.83545 | 0.80615 | 0.83545 | 3378.42 | 3183512.60 |
1552 | 2010.09.14 02:48 | t/p | 777 | 0.02 | 0.83594 | 0.80615 | 0.83594 | 3378.41 | 3186891.01 |
1553 | 2010.09.14 09:02 | t/p | 774 | 0.01 | 0.83667 | 0.80615 | 0.83667 | 1689.21 | 3188580.22 |
1554 | 2010.09.14 09:03 | t/p | 773 | 0.01 | 0.83741 | 0.80615 | 0.83741 | 1689.21 | 3190269.43 |
1555 | 2010.09.21 11:00 | buy | 778 | 0.01 | 0.84400 | 0.83390 | 0.85390 | |
1556 | 2010.09.22 13:18 | t/p | 778 | 0.01 | 0.85390 | 0.83390 | 0.85390 | 1534.23 | 3191803.66 |
1557 | 2010.09.23 00:00 | buy | 779 | 0.01 | 0.85578 | 0.84568 | 0.86568 | |
1558 | 2010.09.23 12:00 | buy | 780 | 0.06 | 0.85370 | 0.84360 | 0.86360 | |
1559 | 2010.09.24 12:00 | buy | 781 | 0.10 | 0.85285 | 0.84275 | 0.86275 | |
1560 | 2010.09.24 13:00 | buy | 782 | 0.04 | 0.85402 | 0.84392 | 0.86392 | |
1561 | 2010.09.24 18:00 | buy | 783 | 0.17 | 0.85230 | 0.84220 | 0.86220 | |
1562 | 2010.09.27 01:00 | buy | 784 | 0.30 | 0.85180 | 0.84170 | 0.86170 | |
1563 | 2010.09.27 06:00 | buy | 785 | 0.39 | 0.85122 | 0.84112 | 0.86112 | |
1564 | 2010.09.28 17:00 | buy | 786 | 0.01 | 0.85539 | 0.84565 | 0.86529 | |
1565 | 2010.09.29 10:33 | t/p | 785 | 0.39 | 0.86112 | 0.84112 | 0.86112 | 59835.46 | 3251639.12 |
1566 | 2010.09.29 14:11 | t/p | 784 | 0.30 | 0.86170 | 0.84170 | 0.86170 | 46027.27 | 3297666.39 |
1567 | 2010.09.29 14:13 | t/p | 783 | 0.17 | 0.86220 | 0.84220 | 0.86220 | 26082.13 | 3323748.52 |
1568 | 2010.09.29 14:19 | t/p | 781 | 0.10 | 0.86275 | 0.84275 | 0.86275 | 15342.43 | 3339090.95 |
1569 | 2010.09.29 20:06 | t/p | 780 | 0.06 | 0.86360 | 0.84360 | 0.86360 | 9205.46 | 3348296.41 |
1570 | 2010.09.29 20:09 | t/p | 782 | 0.04 | 0.86392 | 0.84392 | 0.86392 | 6136.97 | 3354433.38 |
1571 | 2010.09.30 17:04 | t/p | 786 | 0.01 | 0.86529 | 0.84565 | 0.86529 | 1534.24 | 3355967.62 |
1572 | 2010.09.30 17:06 | t/p | 779 | 0.01 | 0.86568 | 0.84568 | 0.86568 | 1534.24 | 3357501.86 |
1573 | 2010.09.30 18:00 | buy | 787 | 0.01 | 0.86648 | 0.85638 | 0.87638 | |
1574 | 2010.09.30 19:00 | buy | 788 | 0.04 | 0.86471 | 0.85461 | 0.87461 | |
1575 | 2010.09.30 20:00 | buy | 789 | 0.01 | 0.86599 | 0.85589 | 0.87589 | |
1576 | 2010.10.04 03:00 | close | 787 | 0.01 | 0.87056 | 0.85638 | 0.87638 | 632.30 | 3358134.16 |
1577 | 2010.10.04 03:00 | close | 788 | 0.04 | 0.87056 | 0.85461 | 0.87461 | 3626.39 | 3361760.55 |
1578 | 2010.10.04 03:00 | close | 789 | 0.01 | 0.87056 | 0.85589 | 0.87589 | 708.24 | 3362468.79 |
1579 | 2010.10.04 05:00 | buy | 790 | 0.01 | 0.87095 | 0.86085 | 0.88085 | |
1580 | 2010.10.05 11:00 | buy | 791 | 0.10 | 0.86825 | 0.85815 | 0.87815 | |
1581 | 2010.10.05 14:00 | buy | 792 | 0.17 | 0.86763 | 0.85753 | 0.87753 | |
1582 | 2010.10.05 16:00 | buy | 793 | 0.06 | 0.86885 | 0.85875 | 0.87875 | |
1583 | 2010.10.05 17:00 | buy | 794 | 0.04 | 0.86916 | 0.85906 | 0.87906 | |
1584 | 2010.10.05 20:00 | buy | 795 | 0.02 | 0.86973 | 0.85963 | 0.87963 | |
1585 | 2010.10.05 23:00 | buy | 796 | 0.01 | 0.87052 | 0.86042 | 0.88042 | |
1586 | 2010.10.06 08:00 | buy | 797 | 0.02 | 0.87031 | 0.86021 | 0.88021 | |
1587 | 2010.10.07 01:38 | t/p | 792 | 0.17 | 0.87753 | 0.85753 | 0.87753 | 26082.12 | 3388550.91 |
1588 | 2010.10.07 09:49 | t/p | 791 | 0.10 | 0.87815 | 0.85815 | 0.87815 | 15342.42 | 3403893.33 |
1589 | 2010.10.07 10:01 | t/p | 793 | 0.06 | 0.87875 | 0.85875 | 0.87875 | 9205.46 | 3413098.79 |
1590 | 2010.10.07 10:03 | t/p | 794 | 0.04 | 0.87906 | 0.85906 | 0.87906 | 6136.97 | 3419235.76 |
1591 | 2010.10.07 10:05 | t/p | 795 | 0.02 | 0.87963 | 0.85963 | 0.87963 | 3068.49 | 3422304.25 |
1592 | 2010.10.07 10:19 | t/p | 797 | 0.02 | 0.88021 | 0.86021 | 0.88021 | 3068.49 | 3425372.74 |
1593 | 2010.10.07 10:20 | t/p | 796 | 0.01 | 0.88042 | 0.86042 | 0.88042 | 1534.24 | 3426906.98 |
1594 | 2010.10.07 12:00 | close | 790 | 0.01 | 0.87705 | 0.86085 | 0.88085 | 945.34 | 3427852.32 |
1595 | 2010.10.07 12:00 | buy | 798 | 0.01 | 0.87715 | 0.86705 | 0.88705 | |
1596 | 2010.10.07 13:00 | buy | 799 | 0.02 | 0.87636 | 0.86626 | 0.88626 | |
1597 | 2010.10.07 14:00 | buy | 800 | 0.01 | 0.87690 | 0.86680 | 0.88680 | |
1598 | 2010.10.13 20:00 | close | 798 | 0.01 | 0.87871 | 0.86705 | 0.88705 | 241.75 | 3428094.07 |
1599 | 2010.10.13 20:00 | close | 799 | 0.02 | 0.87871 | 0.86626 | 0.88626 | 728.37 | 3428822.44 |
1600 | 2010.10.13 20:00 | close | 800 | 0.01 | 0.87871 | 0.86680 | 0.88680 | 280.50 | 3429102.94 |
1601 | 2010.10.14 04:00 | buy | 801 | 0.01 | 0.88000 | 0.86990 | 0.88990 | |
1602 | 2010.10.18 17:00 | buy | 802 | 0.10 | 0.87737 | 0.86921 | 0.88727 | |
1603 | 2010.10.18 18:00 | buy | 803 | 0.03 | 0.87851 | 0.86921 | 0.88841 | |
1604 | 2010.10.18 19:00 | buy | 804 | 0.02 | 0.87883 | 0.86921 | 0.88873 | |
1605 | 2010.10.18 20:00 | buy | 805 | 0.04 | 0.87817 | 0.86921 | 0.88807 | |
1606 | 2010.10.19 00:00 | buy | 806 | 0.08 | 0.87763 | 0.86993 | 0.88753 | |
1607 | 2010.10.19 02:00 | buy | 807 | 0.13 | 0.87678 | 0.86993 | 0.88668 | |
1608 | 2010.10.19 03:00 | buy | 808 | 0.06 | 0.87784 | 0.86993 | 0.88774 | |
1609 | 2010.10.19 15:00 | close | 801 | 0.01 | 0.88039 | 0.86990 | 0.88990 | 60.44 | 3429163.38 |
1610 | 2010.10.19 15:00 | close | 802 | 0.10 | 0.88039 | 0.86921 | 0.88727 | 4680.18 | 3433843.56 |
1611 | 2010.10.19 15:00 | close | 803 | 0.03 | 0.88039 | 0.86921 | 0.88841 | 874.05 | 3434717.61 |
1612 | 2010.10.19 15:00 | close | 804 | 0.02 | 0.88039 | 0.86921 | 0.88873 | 483.52 | 3435201.13 |
1613 | 2010.10.19 15:00 | close | 805 | 0.04 | 0.88039 | 0.86921 | 0.88807 | 1376.16 | 3436577.29 |
1614 | 2010.10.19 15:00 | close | 806 | 0.08 | 0.88039 | 0.86993 | 0.88753 | 3421.81 | 3439999.10 |
1615 | 2010.10.19 15:00 | close | 807 | 0.13 | 0.88039 | 0.86993 | 0.88668 | 7272.88 | 3447271.98 |
1616 | 2010.10.19 15:00 | close | 808 | 0.06 | 0.88039 | 0.86993 | 0.88774 | 2371.09 | 3449643.07 |
1617 | 2010.10.19 15:00 | buy | 809 | 0.01 | 0.88049 | 0.86993 | 0.89039 | |
1618 | 2010.10.19 19:00 | buy | 810 | 0.04 | 0.87854 | 0.86993 | 0.88844 | |
1619 | 2010.10.20 12:00 | buy | 811 | 0.06 | 0.87847 | 0.86993 | 0.88837 | |
1620 | 2010.10.20 13:00 | buy | 812 | 0.01 | 0.88011 | 0.86993 | 0.89001 | |
1621 | 2010.10.21 05:00 | buy | 813 | 0.03 | 0.87890 | 0.86993 | 0.88880 | |
1622 | 2010.10.21 06:00 | buy | 814 | 0.02 | 0.87985 | 0.86993 | 0.88975 | |
1623 | 2010.10.21 11:04 | t/p | 811 | 0.06 | 0.88837 | 0.86993 | 0.88837 | 9205.39 | 3458848.46 |
1624 | 2010.10.21 11:04 | t/p | 810 | 0.04 | 0.88844 | 0.86993 | 0.88844 | 6136.93 | 3464985.39 |
1625 | 2010.10.21 11:06 | t/p | 813 | 0.03 | 0.88880 | 0.86993 | 0.88880 | 4602.70 | 3469588.09 |
1626 | 2010.10.21 12:51 | t/p | 814 | 0.02 | 0.88975 | 0.86993 | 0.88975 | 3068.46 | 3472656.55 |
1627 | 2010.10.21 12:52 | t/p | 812 | 0.01 | 0.89001 | 0.86993 | 0.89001 | 1534.23 | 3474190.78 |
1628 | 2010.10.21 14:52 | t/p | 809 | 0.01 | 0.89039 | 0.86993 | 0.89039 | 1534.23 | 3475725.01 |
1629 | 2010.10.21 15:00 | buy | 815 | 0.01 | 0.89025 | 0.88015 | 0.90015 | |
1630 | 2010.10.21 16:00 | buy | 816 | 0.04 | 0.88843 | 0.87833 | 0.89833 | |
1631 | 2010.10.21 17:00 | buy | 817 | 0.06 | 0.88804 | 0.87794 | 0.89794 | |
1632 | 2010.10.21 19:00 | buy | 818 | 0.13 | 0.88704 | 0.87694 | 0.89694 | |
1633 | 2010.10.21 20:00 | buy | 819 | 0.17 | 0.88690 | 0.87680 | 0.89680 | |
1634 | 2010.10.21 22:00 | buy | 820 | 0.23 | 0.88664 | 0.87654 | 0.89654 | |
1635 | 2010.10.22 01:00 | buy | 821 | 0.30 | 0.88624 | 0.87614 | 0.89614 | |
1636 | 2010.10.22 04:00 | buy | 822 | 0.26 | 0.88593 | 0.87583 | 0.89583 | |
1637 | 2010.10.26 11:37 | s/l | 815 | 0.01 | 0.88015 | 0.88015 | 0.90015 | -1565.22 | 3474159.79 |
1638 | 2010.10.26 12:00 | close | 816 | 0.04 | 0.87918 | 0.87833 | 0.89833 | -5734.00 | 3468425.79 |
1639 | 2010.10.26 12:00 | close | 817 | 0.06 | 0.87918 | 0.87794 | 0.89794 | -8238.37 | 3460187.42 |
1640 | 2010.10.26 12:00 | close | 818 | 0.13 | 0.87918 | 0.87694 | 0.89694 | -15835.14 | 3444352.28 |
1641 | 2010.10.26 12:00 | close | 819 | 0.17 | 0.87918 | 0.87680 | 0.89680 | -20338.65 | 3424013.63 |
1642 | 2010.10.26 12:00 | close | 820 | 0.23 | 0.87918 | 0.87654 | 0.89654 | -26590.27 | 3397423.36 |
1643 | 2010.10.26 12:00 | close | 821 | 0.30 | 0.87918 | 0.87614 | 0.89614 | -32823.29 | 3364600.07 |
1644 | 2010.10.26 12:00 | close | 822 | 0.26 | 0.87918 | 0.87583 | 0.89583 | -27197.76 | 3337402.31 |
1645 | 2010.10.26 12:00 | sell | 823 | 0.01 | 0.87918 | 0.90228 | 0.86828 | |
1646 | 2010.10.27 11:00 | close | 823 | 0.01 | 0.87488 | 0.90228 | 0.86828 | 666.47 | 3338068.78 |
1647 | 2010.10.27 12:00 | sell | 824 | 0.01 | 0.87383 | 0.89693 | 0.86293 | |
1648 | 2010.11.02 13:00 | close | 824 | 0.01 | 0.87318 | 0.89693 | 0.86293 | 100.74 | 3338169.52 |
1649 | 2010.11.12 13:00 | buy | 825 | 0.01 | 0.85180 | 0.82870 | 0.86270 | |
1650 | 2010.11.13 01:00 | buy | 826 | 0.02 | 0.84959 | 0.82649 | 0.86049 | |