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 |
| 1651 | 2010.11.15 04:00 | buy | 827 | 0.02 | 0.84966 | 0.82656 | 0.86056 | ||
| 1652 | 2010.11.16 15:00 | buy | 828 | 0.01 | 0.85065 | 0.82755 | 0.86155 | ||
| 1653 | 2010.11.25 15:00 | buy | 829 | 0.08 | 0.84631 | 0.82321 | 0.85721 | ||
| 1654 | 2010.11.25 19:00 | buy | 830 | 0.04 | 0.84799 | 0.82489 | 0.85889 | ||
| 1655 | 2010.11.25 21:00 | buy | 831 | 0.03 | 0.84810 | 0.82500 | 0.85900 | ||
| 1656 | 2010.11.26 17:00 | buy | 832 | 0.06 | 0.84655 | 0.82345 | 0.85745 | ||
| 1657 | 2010.12.01 15:00 | buy | 833 | 0.66 | 0.84021 | 0.81711 | 0.85111 | ||
| 1658 | 2010.12.01 17:00 | buy | 834 | 0.27 | 0.84117 | 0.81807 | 0.85207 | ||
| 1659 | 2010.12.03 17:14 | t/p | 833 | 0.66 | 0.85111 | 0.81711 | 0.85111 | 111486.86 | 3449656.38 |
| 1660 | 2010.12.03 18:31 | t/p | 834 | 0.27 | 0.85207 | 0.81807 | 0.85207 | 45608.26 | 3495264.64 |
| 1661 | 2010.12.08 03:00 | sell | 835 | 0.01 | 0.84080 | 0.85090 | 0.83090 | ||
| 1662 | 2010.12.09 11:00 | buy | 836 | 0.51 | 0.84102 | 0.81792 | 0.85192 | ||
| 1663 | 2010.12.10 10:00 | buy | 837 | 0.42 | 0.83998 | 0.81688 | 0.85088 | ||
| 1664 | 2010.12.13 07:00 | close | 835 | 0.01 | 0.83561 | 0.85090 | 0.83090 | 804.40 | 3496069.04 |
| 1665 | 2010.12.13 07:00 | sell | 838 | 0.01 | 0.83551 | 0.84343 | 0.82561 | ||
| 1666 | 2010.12.13 10:00 | sell | 839 | 0.01 | 0.83585 | 0.84343 | 0.82595 | ||
| 1667 | 2010.12.13 11:00 | sell | 840 | 0.01 | 0.83616 | 0.84343 | 0.82626 | ||
| 1668 | 2010.12.13 15:31 | s/l | 838 | 0.01 | 0.84343 | 0.84343 | 0.82561 | -1227.53 | 3494841.51 |
| 1669 | 2010.12.13 15:31 | s/l | 839 | 0.01 | 0.84343 | 0.84343 | 0.82595 | -1174.84 | 3493666.67 |
| 1670 | 2010.12.13 15:31 | s/l | 840 | 0.01 | 0.84343 | 0.84343 | 0.82626 | -1126.79 | 3492539.88 |
| 1671 | 2010.12.15 15:07 | t/p | 837 | 0.42 | 0.85088 | 0.81688 | 0.85088 | 70946.19 | 3563486.07 |
| 1672 | 2010.12.15 15:11 | t/p | 836 | 0.51 | 0.85192 | 0.81792 | 0.85192 | 86148.94 | 3649635.01 |
| 1673 | 2010.12.22 14:00 | close | 825 | 0.01 | 0.84919 | 0.82870 | 0.86270 | -404.48 | 3649230.53 |
| 1674 | 2010.12.22 14:00 | close | 826 | 0.02 | 0.84919 | 0.82649 | 0.86049 | -123.97 | 3649106.56 |
| 1675 | 2010.12.22 14:00 | close | 827 | 0.02 | 0.84919 | 0.82656 | 0.86056 | -145.67 | 3648960.89 |
| 1676 | 2010.12.22 14:00 | close | 828 | 0.01 | 0.84919 | 0.82755 | 0.86155 | -226.26 | 3648734.63 |
| 1677 | 2010.12.22 14:00 | close | 829 | 0.08 | 0.84919 | 0.82321 | 0.85721 | 3570.55 | 3652305.18 |
| 1678 | 2010.12.22 14:00 | close | 830 | 0.04 | 0.84919 | 0.82489 | 0.85889 | 743.86 | 3653049.04 |
| 1679 | 2010.12.22 14:00 | close | 831 | 0.03 | 0.84919 | 0.82500 | 0.85900 | 506.76 | 3653555.80 |
| 1680 | 2010.12.22 14:00 | close | 832 | 0.06 | 0.84919 | 0.82345 | 0.85745 | 2454.76 | 3656010.56 |
| 1681 | 2010.12.22 14:00 | buy | 841 | 0.01 | 0.84929 | 0.82619 | 0.86019 | ||
| 1682 | 2010.12.28 15:00 | close | 841 | 0.01 | 0.85563 | 0.82619 | 0.86019 | 982.52 | 3656993.08 |
| 1683 | 2011.01.11 04:00 | sell | 842 | 0.01 | 0.83098 | 0.84108 | 0.82108 | ||
| 1684 | 2011.01.12 03:00 | buy | 843 | 0.01 | 0.83178 | 0.82792 | 0.84168 | ||
| 1685 | 2011.01.12 06:00 | buy | 844 | 0.01 | 0.83167 | 0.82792 | 0.84157 | ||
| 1686 | 2011.01.12 11:00 | buy | 845 | 0.02 | 0.83161 | 0.82792 | 0.84151 | ||
| 1687 | 2011.01.13 15:00 | close | 843 | 0.01 | 0.83348 | 0.82792 | 0.84168 | 263.45 | 3657256.53 |
| 1688 | 2011.01.13 15:00 | close | 844 | 0.01 | 0.83348 | 0.82792 | 0.84157 | 280.50 | 3657537.03 |
| 1689 | 2011.01.13 15:00 | close | 845 | 0.02 | 0.83348 | 0.82792 | 0.84151 | 579.58 | 3658116.61 |
| 1690 | 2011.01.13 15:00 | buy | 846 | 0.01 | 0.83358 | 0.82792 | 0.84348 | ||
| 1691 | 2011.01.13 17:54 | s/l | 842 | 0.01 | 0.84108 | 0.84108 | 0.82108 | -1565.35 | 3656551.26 |
| 1692 | 2011.01.13 22:15 | t/p | 846 | 0.01 | 0.84348 | 0.82792 | 0.84348 | 1534.16 | 3658085.42 |
| 1693 | 2011.01.14 00:00 | buy | 847 | 0.01 | 0.84355 | 0.82045 | 0.85445 | ||
| 1694 | 2011.01.14 04:00 | buy | 848 | 0.02 | 0.84202 | 0.81892 | 0.85292 | ||
| 1695 | 2011.01.14 05:00 | buy | 849 | 0.01 | 0.84214 | 0.81904 | 0.85304 | ||
| 1696 | 2011.01.18 18:00 | buy | 850 | 0.04 | 0.83973 | 0.81663 | 0.85063 | ||
| 1697 | 2011.01.18 22:00 | buy | 851 | 0.08 | 0.83768 | 0.81458 | 0.84858 | ||
| 1698 | 2011.01.19 02:00 | buy | 852 | 0.06 | 0.83855 | 0.81545 | 0.84945 | ||
| 1699 | 2011.01.19 08:00 | buy | 853 | 0.03 | 0.83985 | 0.81675 | 0.85075 | ||
| 1700 | 2011.01.19 09:00 | buy | 854 | 0.02 | 0.84074 | 0.81764 | 0.85164 | ||
| 1701 | 2011.01.21 10:05 | t/p | 851 | 0.08 | 0.84858 | 0.81458 | 0.84858 | 13513.04 | 3671598.46 |
| 1702 | 2011.01.21 10:13 | t/p | 852 | 0.06 | 0.84945 | 0.81545 | 0.84945 | 10134.77 | 3681733.23 |
| 1703 | 2011.01.21 11:33 | t/p | 850 | 0.04 | 0.85063 | 0.81663 | 0.85063 | 6756.51 | 3688489.74 |
| 1704 | 2011.01.21 11:36 | t/p | 853 | 0.03 | 0.85075 | 0.81675 | 0.85075 | 5067.38 | 3693557.12 |
| 1705 | 2011.01.21 11:57 | t/p | 854 | 0.02 | 0.85164 | 0.81764 | 0.85164 | 3378.26 | 3696935.38 |
| 1706 | 2011.01.24 17:00 | t/p | 848 | 0.02 | 0.85292 | 0.81892 | 0.85292 | 3378.26 | 3700313.64 |
| 1707 | 2011.01.24 17:01 | t/p | 849 | 0.01 | 0.85304 | 0.81904 | 0.85304 | 1689.13 | 3702002.77 |
| 1708 | 2011.01.24 17:49 | t/p | 847 | 0.01 | 0.85445 | 0.82045 | 0.85445 | 1689.13 | 3703691.90 |
| 1709 | 2011.01.25 13:00 | buy | 855 | 0.01 | 0.86085 | 0.85075 | 0.87075 | ||
| 1710 | 2011.01.26 14:00 | close | 855 | 0.01 | 0.86267 | 0.85075 | 0.87075 | 282.04 | 3703973.94 |
| 1711 | 2011.01.26 15:00 | buy | 856 | 0.01 | 0.86332 | 0.85322 | 0.87322 | ||
| 1712 | 2011.01.28 00:00 | buy | 857 | 0.02 | 0.86240 | 0.85230 | 0.87230 | ||
| 1713 | 2011.01.28 07:00 | buy | 858 | 0.02 | 0.86254 | 0.85244 | 0.87244 | ||
| 1714 | 2011.01.28 09:00 | buy | 859 | 0.01 | 0.86278 | 0.85268 | 0.87268 | ||
| 1715 | 2011.01.28 15:02 | buy | 860 | 0.03 | 0.86174 | 0.85164 | 0.87164 | ||
| 1716 | 2011.01.28 20:00 | sell | 861 | 0.01 | 0.85884 | 0.88194 | 0.84794 | ||
| 1717 | 2011.01.31 17:00 | buy | 862 | 0.06 | 0.86132 | 0.85572 | 0.87122 | ||
| 1718 | 2011.01.31 19:12 | s/l | 862 | 0.06 | 0.85572 | 0.85572 | 0.87122 | -5206.89 | 3698767.05 |
| 1719 | 2011.01.31 21:41 | s/l | 856 | 0.01 | 0.85322 | 0.85322 | 0.87322 | -1565.17 | 3697201.88 |
| 1720 | 2011.02.01 12:28 | s/l | 859 | 0.01 | 0.85268 | 0.85268 | 0.87268 | -1565.17 | 3695636.71 |
| 1721 | 2011.02.01 12:29 | s/l | 858 | 0.02 | 0.85244 | 0.85244 | 0.87244 | -3130.33 | 3692506.38 |
| 1722 | 2011.02.01 12:29 | s/l | 857 | 0.02 | 0.85230 | 0.85230 | 0.87230 | -3130.33 | 3689376.05 |
| 1723 | 2011.02.01 12:30 | s/l | 860 | 0.03 | 0.85164 | 0.85164 | 0.87164 | -4695.50 | 3684680.55 |
| 1724 | 2011.02.01 15:00 | close | 861 | 0.01 | 0.85415 | 0.88194 | 0.84794 | 726.89 | 3685407.44 |
| 1725 | 2011.02.08 06:00 | buy | 863 | 0.01 | 0.84363 | 0.82053 | 0.85453 | ||
| 1726 | 2011.02.16 14:00 | buy | 864 | 0.01 | 0.84264 | 0.81954 | 0.85354 | ||
| 1727 | 2011.02.16 16:00 | buy | 865 | 0.02 | 0.84157 | 0.81847 | 0.85247 | ||
| 1728 | 2011.02.17 14:00 | buy | 866 | 0.02 | 0.84130 | 0.81820 | 0.85220 | ||
| 1729 | 2011.02.24 12:24 | t/p | 866 | 0.02 | 0.85220 | 0.81820 | 0.85220 | 3378.45 | 3688785.89 |
| 1730 | 2011.02.24 13:29 | t/p | 865 | 0.02 | 0.85247 | 0.81847 | 0.85247 | 3378.46 | 3692164.35 |
| 1731 | 2011.02.24 18:14 | t/p | 864 | 0.01 | 0.85354 | 0.81954 | 0.85354 | 1689.24 | 3693853.59 |
| 1732 | 2011.02.24 18:16 | t/p | 863 | 0.01 | 0.85453 | 0.82053 | 0.85453 | 1689.24 | 3695542.83 |
| 1733 | 2011.03.04 20:00 | buy | 867 | 0.01 | 0.86048 | 0.85038 | 0.87038 | ||
| 1734 | 2011.03.07 12:00 | sell | 868 | 0.01 | 0.85820 | 0.88130 | 0.84730 | ||
| 1735 | 2011.03.08 12:00 | sell | 869 | 0.01 | 0.86035 | 0.88130 | 0.84945 | ||
| 1736 | 2011.03.08 15:00 | sell | 870 | 0.01 | 0.86051 | 0.88130 | 0.84961 | ||
| 1737 | 2011.03.08 18:00 | sell | 871 | 0.01 | 0.85919 | 0.88130 | 0.84829 | ||
| 1738 | 2011.03.15 22:07 | t/p | 867 | 0.01 | 0.87038 | 0.85038 | 0.87038 | 1534.25 | 3697077.08 |
| 1739 | 2011.03.15 23:00 | buy | 872 | 0.01 | 0.87039 | 0.86029 | 0.88029 | ||
| 1740 | 2011.03.16 05:00 | buy | 873 | 0.02 | 0.86968 | 0.85958 | 0.87958 | ||
| 1741 | 2011.03.16 06:00 | buy | 874 | 0.01 | 0.87000 | 0.85990 | 0.87990 | ||
| 1742 | 2011.03.16 11:00 | buy | 875 | 0.08 | 0.86801 | 0.85820 | 0.87791 | ||
| 1743 | 2011.03.17 03:00 | close | 872 | 0.01 | 0.86812 | 0.86029 | 0.88029 | -351.80 | 3696725.28 |
| 1744 | 2011.03.17 03:00 | close | 873 | 0.02 | 0.86812 | 0.85958 | 0.87958 | -483.52 | 3696241.76 |
| 1745 | 2011.03.17 03:00 | close | 874 | 0.01 | 0.86812 | 0.85990 | 0.87990 | -291.36 | 3695950.40 |
| 1746 | 2011.03.17 03:00 | close | 875 | 0.08 | 0.86812 | 0.85820 | 0.87791 | 136.38 | 3696086.78 |
| 1747 | 2011.03.17 05:00 | buy | 876 | 0.01 | 0.86904 | 0.86219 | 0.87894 | ||
| 1748 | 2011.03.17 23:00 | buy | 877 | 0.01 | 0.86874 | 0.86219 | 0.87864 | ||
| 1749 | 2011.03.22 17:00 | sell | 878 | 0.06 | 0.86662 | 0.88130 | 0.85572 | ||
| 1750 | 2011.03.22 19:00 | sell | 879 | 0.07 | 0.86725 | 0.88130 | 0.85635 | ||
| 1751 | 2011.03.23 05:00 | sell | 880 | 0.05 | 0.86588 | 0.88130 | 0.85498 | ||
| 1752 | 2011.03.24 00:00 | sell | 881 | 0.08 | 0.86759 | 0.88130 | 0.85669 | ||
| 1753 | 2011.03.24 19:00 | t/p | 877 | 0.01 | 0.87864 | 0.86219 | 0.87864 | 1534.27 | 3697621.05 |
| 1754 | 2011.03.24 19:31 | t/p | 876 | 0.01 | 0.87894 | 0.86219 | 0.87894 | 1534.27 | 3699155.32 |
| 1755 | 2011.03.24 20:00 | buy | 882 | 0.01 | 0.88036 | 0.87026 | 0.89026 | ||
| 1756 | 2011.03.24 23:00 | buy | 883 | 0.01 | 0.88000 | 0.86990 | 0.88990 | ||
| 1757 | 2011.03.25 03:00 | buy | 884 | 0.03 | 0.87896 | 0.86886 | 0.88886 | ||
| 1758 | 2011.03.25 04:00 | buy | 885 | 0.02 | 0.87960 | 0.86950 | 0.88950 | ||
| 1759 | 2011.03.25 07:00 | buy | 886 | 0.02 | 0.87921 | 0.86911 | 0.88911 | ||
| 1760 | 2011.03.25 17:00 | buy | 887 | 0.04 | 0.87870 | 0.86860 | 0.88860 | ||
| 1761 | 2011.03.25 20:00 | buy | 888 | 0.06 | 0.87814 | 0.86804 | 0.88804 | ||
| 1762 | 2011.03.28 12:53 | s/l | 868 | 0.01 | 0.88130 | 0.88130 | 0.84730 | -3580.40 | 3695574.92 |
| 1763 | 2011.03.28 12:53 | s/l | 869 | 0.01 | 0.88130 | 0.88130 | 0.84945 | -3247.16 | 3692327.76 |
| 1764 | 2011.03.28 12:53 | s/l | 870 | 0.01 | 0.88130 | 0.88130 | 0.84961 | -3222.36 | 3689105.40 |
| 1765 | 2011.03.28 12:53 | s/l | 871 | 0.01 | 0.88130 | 0.88130 | 0.84829 | -3426.96 | 3685678.44 |
| 1766 | 2011.03.28 12:53 | s/l | 878 | 0.06 | 0.88130 | 0.88130 | 0.85572 | -13652.05 | 3672026.39 |
| 1767 | 2011.03.28 12:53 | s/l | 879 | 0.07 | 0.88130 | 0.88130 | 0.85635 | -15243.85 | 3656782.54 |
| 1768 | 2011.03.28 12:53 | s/l | 880 | 0.05 | 0.88130 | 0.88130 | 0.85498 | -11950.19 | 3644832.35 |
| 1769 | 2011.03.28 12:53 | s/l | 881 | 0.08 | 0.88130 | 0.88130 | 0.85669 | -16999.96 | 3627832.39 |
| 1770 | 2011.03.28 15:00 | close | 882 | 0.01 | 0.87962 | 0.87026 | 0.89026 | -114.68 | 3627717.71 |
| 1771 | 2011.03.28 15:00 | close | 883 | 0.01 | 0.87962 | 0.86990 | 0.88990 | -58.89 | 3627658.82 |
| 1772 | 2011.03.28 15:00 | close | 884 | 0.03 | 0.87962 | 0.86886 | 0.88886 | 306.86 | 3627965.68 |
| 1773 | 2011.03.28 15:00 | close | 885 | 0.02 | 0.87962 | 0.86950 | 0.88950 | 6.20 | 3627971.88 |
| 1774 | 2011.03.28 15:00 | close | 886 | 0.02 | 0.87962 | 0.86911 | 0.88911 | 127.08 | 3628098.96 |
| 1775 | 2011.03.28 15:00 | close | 887 | 0.04 | 0.87962 | 0.86860 | 0.88860 | 570.32 | 3628669.28 |
| 1776 | 2011.03.28 15:00 | close | 888 | 0.06 | 0.87962 | 0.86804 | 0.88804 | 1376.18 | 3630045.46 |
| 1777 | 2011.03.28 15:00 | buy | 889 | 0.01 | 0.87972 | 0.86962 | 0.88962 | ||
| 1778 | 2011.04.05 11:00 | sell | 890 | 0.01 | 0.87811 | 0.90121 | 0.86721 | ||
| 1779 | 2011.04.11 18:00 | sell | 891 | 0.01 | 0.88044 | 0.90121 | 0.86954 | ||
| 1780 | 2011.04.12 12:27 | t/p | 889 | 0.01 | 0.88962 | 0.86962 | 0.88962 | 1534.26 | 3631579.72 |
| 1781 | 2011.04.12 13:00 | buy | 892 | 0.01 | 0.88960 | 0.87950 | 0.89950 | ||
| 1782 | 2011.04.12 15:00 | close | 892 | 0.01 | 0.88812 | 0.87950 | 0.89950 | -229.36 | 3631350.36 |
| 1783 | 2011.04.12 16:00 | buy | 893 | 0.01 | 0.88990 | 0.87980 | 0.89980 | ||
| 1784 | 2011.04.12 17:00 | buy | 894 | 0.01 | 0.88955 | 0.87945 | 0.89945 | ||
| 1785 | 2011.04.12 19:00 | buy | 895 | 0.02 | 0.88893 | 0.87883 | 0.89883 | ||
| 1786 | 2011.04.14 12:00 | sell | 896 | 0.05 | 0.88521 | 0.90121 | 0.87431 | ||
| 1787 | 2011.04.14 13:00 | sell | 897 | 0.03 | 0.88363 | 0.90121 | 0.87273 | ||
| 1788 | 2011.04.14 14:00 | sell | 898 | 0.03 | 0.88326 | 0.90121 | 0.87236 | ||
| 1789 | 2011.04.14 15:00 | sell | 899 | 0.02 | 0.88150 | 0.90121 | 0.87060 | ||
| 1790 | 2011.04.15 00:00 | sell | 900 | 0.06 | 0.88598 | 0.90121 | 0.87508 | ||
| 1791 | 2011.04.15 07:00 | sell | 901 | 0.04 | 0.88502 | 0.90121 | 0.87412 | ||
| 1792 | 2011.04.15 16:00 | sell | 902 | 0.02 | 0.88234 | 0.90121 | 0.87144 | ||
| 1793 | 2011.04.18 13:00 | sell | 903 | 0.01 | 0.88011 | 0.90121 | 0.86921 | ||
| 1794 | 2011.04.18 13:02 | s/l | 893 | 0.01 | 0.87980 | 0.87980 | 0.89980 | -1565.26 | 3629785.10 |
| 1795 | 2011.04.18 13:41 | s/l | 894 | 0.01 | 0.87945 | 0.87945 | 0.89945 | -1565.26 | 3628219.84 |
| 1796 | 2011.04.18 13:58 | s/l | 895 | 0.02 | 0.87883 | 0.87883 | 0.89883 | -3130.51 | 3625089.33 |
| 1797 | 2011.04.18 22:36 | t/p | 900 | 0.06 | 0.87508 | 0.90121 | 0.87508 | 10136.74 | 3635226.07 |
| 1798 | 2011.04.19 00:49 | t/p | 896 | 0.05 | 0.87431 | 0.90121 | 0.87431 | 8447.29 | 3643673.36 |
| 1799 | 2011.04.19 00:50 | t/p | 901 | 0.04 | 0.87412 | 0.90121 | 0.87412 | 6757.83 | 3650431.19 |
| 1800 | 2011.04.19 03:00 | close | 890 | 0.01 | 0.87523 | 0.90121 | 0.86721 | 446.39 | 3650877.58 |