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 |
1951 | 2011.08.24 23:00 | close | 972 | 0.17 | 0.88023 | 0.84783 | 0.88183 | 24502.02 | 4117802.48 |
1952 | 2011.08.24 23:00 | close | 973 | 0.08 | 0.88023 | 0.84952 | 0.88352 | 9435.06 | 4127237.54 |
1953 | 2011.08.24 23:00 | close | 974 | 0.06 | 0.88023 | 0.85039 | 0.88439 | 6267.31 | 4133504.85 |
1954 | 2011.08.24 23:00 | close | 975 | 0.10 | 0.88023 | 0.84902 | 0.88302 | 12568.72 | 4146073.57 |
1955 | 2011.08.24 23:00 | close | 976 | 0.13 | 0.88023 | 0.84848 | 0.88248 | 17427.27 | 4163500.84 |
1956 | 2011.08.24 23:00 | close | 977 | 0.04 | 0.88023 | 0.85106 | 0.88506 | 3762.87 | 4167263.71 |
1957 | 2011.08.24 23:00 | close | 978 | 0.03 | 0.88023 | 0.85240 | 0.88640 | 2199.13 | 4169462.84 |
1958 | 2011.08.24 23:00 | close | 979 | 0.02 | 0.88023 | 0.85307 | 0.88707 | 1258.42 | 4170721.26 |
1959 | 2011.08.25 05:00 | buy | 980 | 0.01 | 0.87983 | 0.85673 | 0.89073 | |
1960 | 2011.08.29 03:00 | close | 980 | 0.01 | 0.88570 | 0.85673 | 0.89073 | 909.72 | 4171630.98 |
1961 | 2011.09.06 10:00 | buy | 981 | 0.01 | 0.87560 | 0.85250 | 0.88650 | |
1962 | 2011.09.06 14:00 | close | 981 | 0.01 | 0.87778 | 0.85250 | 0.88650 | 337.85 | 4171968.83 |
1963 | 2011.09.06 15:00 | buy | 982 | 0.01 | 0.87606 | 0.85296 | 0.88696 | |
1964 | 2011.09.08 14:00 | close | 982 | 0.01 | 0.87691 | 0.85296 | 0.88696 | 131.73 | 4172100.56 |
1965 | 2011.09.13 18:00 | buy | 983 | 0.01 | 0.86612 | 0.84302 | 0.87702 | |
1966 | 2011.09.15 16:13 | t/p | 983 | 0.01 | 0.87702 | 0.84302 | 0.87702 | 1689.26 | 4173789.82 |
1967 | 2011.09.15 17:00 | buy | 984 | 0.01 | 0.87676 | 0.85366 | 0.88766 | |
1968 | 2011.09.16 11:00 | buy | 985 | 0.02 | 0.87506 | 0.85196 | 0.88596 | |
1969 | 2011.09.20 12:00 | buy | 986 | 0.08 | 0.87094 | 0.84784 | 0.88184 | |
1970 | 2011.09.20 13:00 | buy | 987 | 0.06 | 0.87184 | 0.84874 | 0.88274 | |
1971 | 2011.09.21 00:00 | buy | 988 | 0.10 | 0.87054 | 0.84744 | 0.88144 | |
1972 | 2011.09.21 10:00 | buy | 989 | 0.04 | 0.87250 | 0.84940 | 0.88340 | |
1973 | 2011.09.21 12:00 | buy | 990 | 0.02 | 0.87426 | 0.85116 | 0.88516 | |
1974 | 2011.09.21 13:00 | buy | 991 | 0.03 | 0.87349 | 0.85039 | 0.88439 | |
1975 | 2011.09.27 13:00 | buy | 992 | 0.13 | 0.86991 | 0.84681 | 0.88081 | |
1976 | 2011.09.27 20:00 | buy | 993 | 0.17 | 0.86890 | 0.84580 | 0.87980 | |
1977 | 2011.10.03 23:10 | s/l | 984 | 0.01 | 0.85366 | 0.85366 | 0.88766 | -3579.96 | 4170209.86 |
1978 | 2011.10.04 13:00 | buy | 994 | 0.01 | 0.85811 | 0.85239 | 0.86801 | |
1979 | 2011.10.06 11:00 | close | 985 | 0.02 | 0.86337 | 0.85196 | 0.88596 | -3623.37 | 4166586.49 |
1980 | 2011.10.06 11:00 | close | 986 | 0.08 | 0.86337 | 0.84784 | 0.88184 | -9385.41 | 4157201.08 |
1981 | 2011.10.06 11:00 | close | 987 | 0.06 | 0.86337 | 0.84874 | 0.88274 | -7875.94 | 4149325.14 |
1982 | 2011.10.06 11:00 | close | 988 | 0.10 | 0.86337 | 0.84744 | 0.88144 | -11111.86 | 4138213.28 |
1983 | 2011.10.06 11:00 | close | 989 | 0.04 | 0.86337 | 0.84940 | 0.88340 | -5659.76 | 4132553.52 |
1984 | 2011.10.06 11:00 | close | 990 | 0.02 | 0.86337 | 0.85116 | 0.88516 | -3375.40 | 4129178.12 |
1985 | 2011.10.06 11:00 | close | 991 | 0.03 | 0.86337 | 0.85039 | 0.88439 | -4705.10 | 4124473.02 |
1986 | 2011.10.06 11:00 | close | 992 | 0.13 | 0.86337 | 0.84681 | 0.88081 | -13176.15 | 4111296.87 |
1987 | 2011.10.06 11:00 | close | 993 | 0.17 | 0.86337 | 0.84580 | 0.87980 | -14569.39 | 4096727.48 |
1988 | 2011.10.06 11:00 | close | 994 | 0.01 | 0.86337 | 0.85239 | 0.86801 | 815.18 | 4097542.66 |
1989 | 2011.10.06 11:00 | buy | 995 | 0.01 | 0.86347 | 0.85337 | 0.87337 | |
1990 | 2011.10.07 11:00 | close | 995 | 0.01 | 0.86459 | 0.85337 | 0.87337 | 173.57 | 4097716.23 |
1991 | 2011.10.10 11:00 | buy | 996 | 0.01 | 0.86640 | 0.84330 | 0.87730 | |
1992 | 2011.10.12 11:40 | t/p | 996 | 0.01 | 0.87730 | 0.84330 | 0.87730 | 1689.25 | 4099405.48 |
1993 | 2011.10.24 19:00 | buy | 997 | 0.01 | 0.87158 | 0.84848 | 0.88248 | |
1994 | 2011.10.24 20:00 | buy | 998 | 0.01 | 0.87080 | 0.84770 | 0.88170 | |
1995 | 2011.10.27 19:04 | t/p | 998 | 0.01 | 0.88170 | 0.84770 | 0.88170 | 1689.26 | 4101094.74 |
1996 | 2011.10.27 19:08 | t/p | 997 | 0.01 | 0.88248 | 0.84848 | 0.88248 | 1689.26 | 4102784.00 |
1997 | 2011.10.27 22:00 | buy | 999 | 0.01 | 0.88273 | 0.87263 | 0.89263 | |
1998 | 2011.10.31 16:34 | s/l | 999 | 0.01 | 0.87263 | 0.87263 | 0.89263 | -1565.28 | 4101218.72 |
1999 | 2011.11.02 12:00 | buy | 1000 | 0.01 | 0.86039 | 0.85423 | 0.87029 | |
2000 | 2011.11.08 16:00 | buy | 1001 | 0.17 | 0.85828 | 0.85508 | 0.86818 | |
2001 | 2011.11.08 18:00 | buy | 1002 | 0.08 | 0.85900 | 0.85508 | 0.86890 | |
2002 | 2011.11.08 22:00 | buy | 1003 | 0.13 | 0.85850 | 0.85508 | 0.86840 | |
2003 | 2011.11.08 23:00 | buy | 1004 | 0.10 | 0.85879 | 0.85508 | 0.86869 | |
2004 | 2011.11.09 00:00 | buy | 1005 | 0.06 | 0.85920 | 0.83610 | 0.87010 | |
2005 | 2011.11.09 01:00 | buy | 1006 | 0.03 | 0.85963 | 0.83653 | 0.87053 | |
2006 | 2011.11.09 05:00 | buy | 1007 | 0.04 | 0.85935 | 0.83625 | 0.87025 | |
2007 | 2011.11.09 09:00 | buy | 1008 | 0.02 | 0.85968 | 0.83658 | 0.87058 | |
2008 | 2011.11.09 13:08 | s/l | 1001 | 0.17 | 0.85508 | 0.85508 | 0.86818 | -8430.80 | 4092787.92 |
2009 | 2011.11.09 13:08 | s/l | 1002 | 0.08 | 0.85508 | 0.85508 | 0.86890 | -4860.11 | 4087927.81 |
2010 | 2011.11.09 13:08 | s/l | 1003 | 0.13 | 0.85508 | 0.85508 | 0.86840 | -6890.32 | 4081037.49 |
2011 | 2011.11.09 13:08 | s/l | 1004 | 0.10 | 0.85508 | 0.85508 | 0.86869 | -5749.69 | 4075287.80 |
2012 | 2011.11.09 13:21 | s/l | 1000 | 0.01 | 0.85423 | 0.85423 | 0.87029 | -954.66 | 4074333.14 |
2013 | 2011.11.10 19:00 | buy | 1009 | 0.01 | 0.85564 | 0.84799 | 0.86554 | |
2014 | 2011.11.11 03:00 | buy | 1010 | 0.08 | 0.85383 | 0.84799 | 0.86373 | |
2015 | 2011.11.11 07:00 | buy | 1011 | 0.02 | 0.85520 | 0.84799 | 0.86510 | |
2016 | 2011.11.14 15:00 | close | 1005 | 0.06 | 0.85693 | 0.83610 | 0.87010 | -2110.80 | 4072222.34 |
2017 | 2011.11.14 15:00 | close | 1006 | 0.03 | 0.85693 | 0.83653 | 0.87053 | -1255.32 | 4070967.02 |
2018 | 2011.11.14 15:00 | close | 1007 | 0.04 | 0.85693 | 0.83625 | 0.87025 | -1500.19 | 4069466.83 |
2019 | 2011.11.14 15:00 | close | 1008 | 0.02 | 0.85693 | 0.83658 | 0.87058 | -852.37 | 4068614.46 |
2020 | 2011.11.14 15:00 | close | 1009 | 0.01 | 0.85693 | 0.84799 | 0.86554 | 199.92 | 4068814.38 |
2021 | 2011.11.14 15:00 | close | 1010 | 0.08 | 0.85693 | 0.84799 | 0.86373 | 3843.45 | 4072657.83 |
2022 | 2011.11.14 15:00 | close | 1011 | 0.02 | 0.85693 | 0.84799 | 0.86510 | 536.23 | 4073194.06 |
2023 | 2011.11.14 17:00 | buy | 1012 | 0.01 | 0.85655 | 0.84799 | 0.86645 | |
2024 | 2011.11.16 12:00 | buy | 1013 | 0.01 | 0.85620 | 0.84799 | 0.86610 | |
2025 | 2011.11.17 03:00 | buy | 1014 | 0.02 | 0.85562 | 0.85126 | 0.86552 | |
2026 | 2011.11.17 20:00 | buy | 1015 | 0.02 | 0.85591 | 0.85126 | 0.86581 | |
2027 | 2011.11.22 12:47 | t/p | 1014 | 0.02 | 0.86552 | 0.85126 | 0.86552 | 3068.55 | 4076262.61 |
2028 | 2011.11.22 12:47 | t/p | 1015 | 0.02 | 0.86581 | 0.85126 | 0.86581 | 3068.54 | 4079331.15 |
2029 | 2011.11.22 16:38 | t/p | 1013 | 0.01 | 0.86610 | 0.84799 | 0.86610 | 1534.27 | 4080865.42 |
2030 | 2011.11.23 14:00 | close | 1012 | 0.01 | 0.85973 | 0.84799 | 0.86645 | 492.83 | 4081358.25 |
2031 | 2011.11.24 14:00 | buy | 1016 | 0.01 | 0.86163 | 0.83853 | 0.87253 | |
2032 | 2011.11.25 02:00 | buy | 1017 | 0.01 | 0.86094 | 0.83784 | 0.87184 | |
2033 | 2011.11.28 11:00 | buy | 1018 | 0.02 | 0.85998 | 0.83688 | 0.87088 | |
2034 | 2011.11.28 17:00 | buy | 1019 | 0.02 | 0.85930 | 0.83620 | 0.87020 | |
2035 | 2011.11.28 23:00 | buy | 1020 | 0.03 | 0.85861 | 0.83551 | 0.86951 | |
2036 | 2011.11.30 17:00 | buy | 1021 | 0.04 | 0.85783 | 0.83473 | 0.86873 | |
2037 | 2011.11.30 20:00 | buy | 1022 | 0.06 | 0.85663 | 0.83353 | 0.86753 | |
2038 | 2011.11.30 23:00 | buy | 1023 | 0.08 | 0.85585 | 0.83275 | 0.86675 | |
2039 | 2011.12.09 05:00 | buy | 1024 | 0.17 | 0.85373 | 0.83063 | 0.86463 | |
2040 | 2011.12.09 14:00 | buy | 1025 | 0.10 | 0.85494 | 0.83184 | 0.86584 | |
2041 | 2011.12.09 21:00 | buy | 1026 | 0.13 | 0.85468 | 0.83158 | 0.86558 | |
2042 | 2011.12.14 14:59 | s/l | 1016 | 0.01 | 0.83853 | 0.83853 | 0.87253 | -3579.92 | 4077778.33 |
2043 | 2011.12.14 15:19 | s/l | 1017 | 0.01 | 0.83784 | 0.83784 | 0.87184 | -3579.93 | 4074198.40 |
2044 | 2011.12.15 10:00 | buy | 1027 | 0.01 | 0.84115 | 0.83672 | 0.85105 | |
2045 | 2011.12.20 10:50 | s/l | 1018 | 0.02 | 0.83688 | 0.83688 | 0.87088 | -7159.47 | 4067038.93 |
2046 | 2011.12.20 10:51 | s/l | 1027 | 0.01 | 0.83672 | 0.83672 | 0.85105 | -686.50 | 4066352.43 |
2047 | 2011.12.20 11:09 | s/l | 1019 | 0.02 | 0.83620 | 0.83620 | 0.87020 | -7159.48 | 4059192.95 |
2048 | 2011.12.20 12:47 | s/l | 1020 | 0.03 | 0.83551 | 0.83551 | 0.86951 | -10739.22 | 4048453.73 |
2049 | 2011.12.20 19:35 | s/l | 1021 | 0.04 | 0.83473 | 0.83473 | 0.86873 | -14318.95 | 4034134.78 |
2050 | 2011.12.21 13:57 | s/l | 1022 | 0.06 | 0.83353 | 0.83353 | 0.86753 | -21478.29 | 4012656.49 |
2051 | 2011.12.21 15:43 | s/l | 1023 | 0.08 | 0.83275 | 0.83275 | 0.86675 | -28637.72 | 3984018.77 |
2052 | 2011.12.21 16:16 | s/l | 1025 | 0.10 | 0.83184 | 0.83184 | 0.86584 | -35797.15 | 3948221.62 |
2053 | 2011.12.21 16:16 | s/l | 1026 | 0.13 | 0.83158 | 0.83158 | 0.86558 | -46536.29 | 3901685.33 |
2054 | 2011.12.21 16:19 | s/l | 1024 | 0.17 | 0.83063 | 0.83063 | 0.86463 | -60855.14 | 3840830.19 |
2055 | 2011.12.23 04:00 | buy | 1028 | 0.01 | 0.83286 | 0.82968 | 0.84276 | |
2056 | 2012.01.04 16:55 | s/l | 1028 | 0.01 | 0.82968 | 0.82968 | 0.84276 | -492.80 | 3840337.39 |
2057 | 2012.01.09 11:00 | buy | 1029 | 0.01 | 0.82576 | 0.82153 | 0.83566 | |
2058 | 2012.01.09 18:00 | buy | 1030 | 0.03 | 0.82529 | 0.82153 | 0.83519 | |
2059 | 2012.01.09 20:00 | buy | 1031 | 0.01 | 0.82567 | 0.82153 | 0.83557 | |
2060 | 2012.01.10 07:00 | buy | 1032 | 0.02 | 0.82537 | 0.82153 | 0.83527 | |
2061 | 2012.01.10 12:00 | buy | 1033 | 0.02 | 0.82554 | 0.82153 | 0.83544 | |
2062 | 2012.01.12 17:55 | t/p | 1030 | 0.03 | 0.83519 | 0.82153 | 0.83519 | 4602.52 | 3844939.91 |
2063 | 2012.01.12 17:55 | t/p | 1032 | 0.02 | 0.83527 | 0.82153 | 0.83527 | 3068.34 | 3848008.25 |
2064 | 2012.01.12 17:55 | t/p | 1033 | 0.02 | 0.83544 | 0.82153 | 0.83544 | 3068.35 | 3851076.60 |
2065 | 2012.01.12 17:55 | t/p | 1031 | 0.01 | 0.83557 | 0.82153 | 0.83557 | 1534.18 | 3852610.78 |
2066 | 2012.01.12 17:56 | t/p | 1029 | 0.01 | 0.83566 | 0.82153 | 0.83566 | 1534.17 | 3854144.95 |
2067 | 2012.01.12 18:00 | buy | 1034 | 0.01 | 0.83589 | 0.81359 | 0.84679 | |
2068 | 2012.01.13 14:00 | buy | 1035 | 0.02 | 0.83431 | 0.81359 | 0.84521 | |
2069 | 2012.01.17 05:00 | buy | 1036 | 0.17 | 0.82823 | 0.81359 | 0.83913 | |
2070 | 2012.01.17 06:00 | buy | 1037 | 0.13 | 0.82860 | 0.81359 | 0.83950 | |
2071 | 2012.01.17 11:00 | buy | 1038 | 0.08 | 0.83029 | 0.81359 | 0.84119 | |
2072 | 2012.01.17 15:00 | buy | 1039 | 0.06 | 0.83090 | 0.81359 | 0.84180 | |
2073 | 2012.01.17 16:00 | buy | 1040 | 0.04 | 0.83155 | 0.81359 | 0.84245 | |
2074 | 2012.01.17 19:00 | buy | 1041 | 0.10 | 0.82951 | 0.81359 | 0.84041 | |
2075 | 2012.01.18 06:00 | buy | 1042 | 0.03 | 0.83255 | 0.81359 | 0.84345 | |
2076 | 2012.01.18 14:00 | buy | 1043 | 0.01 | 0.83463 | 0.81359 | 0.84553 | |
2077 | 2012.01.19 01:00 | buy | 1044 | 0.02 | 0.83307 | 0.81359 | 0.84397 | |
2078 | 2012.01.26 17:58 | t/p | 1036 | 0.17 | 0.83913 | 0.81359 | 0.83913 | 28716.13 | 3882861.08 |
2079 | 2012.01.26 18:03 | t/p | 1037 | 0.13 | 0.83950 | 0.81359 | 0.83950 | 21959.39 | 3904820.47 |
2080 | 2012.01.28 00:16 | t/p | 1041 | 0.10 | 0.84041 | 0.81359 | 0.84041 | 16891.95 | 3921712.42 |
2081 | 2012.02.08 23:00 | close | 1034 | 0.01 | 0.83771 | 0.81359 | 0.84679 | 282.05 | 3921994.47 |
2082 | 2012.02.08 23:00 | close | 1035 | 0.02 | 0.83771 | 0.81359 | 0.84521 | 1053.81 | 3923048.28 |
2083 | 2012.02.08 23:00 | close | 1038 | 0.08 | 0.83771 | 0.81359 | 0.84119 | 9199.19 | 3932247.47 |
2084 | 2012.02.08 23:00 | close | 1039 | 0.06 | 0.83771 | 0.81359 | 0.84180 | 6332.20 | 3938579.67 |
2085 | 2012.02.08 23:00 | close | 1040 | 0.04 | 0.83771 | 0.81359 | 0.84245 | 3818.54 | 3942398.21 |
2086 | 2012.02.08 23:00 | close | 1042 | 0.03 | 0.83771 | 0.81359 | 0.84345 | 2398.99 | 3944797.20 |
2087 | 2012.02.08 23:00 | close | 1043 | 0.01 | 0.83771 | 0.81359 | 0.84553 | 477.32 | 3945274.52 |
2088 | 2012.02.08 23:00 | close | 1044 | 0.02 | 0.83771 | 0.81359 | 0.84397 | 1438.15 | 3946712.67 |
2089 | 2012.02.17 11:00 | buy | 1045 | 0.01 | 0.83137 | 0.81960 | 0.84227 | |
2090 | 2012.02.17 16:00 | buy | 1046 | 0.01 | 0.83104 | 0.81960 | 0.84194 | |
2091 | 2012.02.22 12:40 | t/p | 1046 | 0.01 | 0.84194 | 0.81960 | 0.84194 | 1689.21 | 3948401.88 |
2092 | 2012.02.22 12:40 | t/p | 1045 | 0.01 | 0.84227 | 0.81960 | 0.84227 | 1689.21 | 3950091.09 |
2093 | 2012.02.22 13:00 | buy | 1047 | 0.01 | 0.84263 | 0.83253 | 0.85253 | |
2094 | 2012.02.22 15:00 | buy | 1048 | 0.02 | 0.84200 | 0.83190 | 0.85190 | |
2095 | 2012.02.29 15:00 | sell | 1049 | 0.01 | 0.84303 | 0.86613 | 0.83213 | |
2096 | 2012.03.01 19:00 | close | 1049 | 0.01 | 0.83543 | 0.86613 | 0.83213 | 1177.96 | 3951269.05 |
2097 | 2012.03.02 11:41 | s/l | 1047 | 0.01 | 0.83253 | 0.83253 | 0.85253 | -1565.24 | 3949703.81 |
2098 | 2012.03.02 12:30 | s/l | 1048 | 0.02 | 0.83190 | 0.83190 | 0.85190 | -3130.48 | 3946573.33 |
2099 | 2012.03.15 08:00 | buy | 1050 | 0.01 | 0.83273 | 0.82153 | 0.84363 | |
2100 | 2012.03.20 15:00 | buy | 1051 | 0.01 | 0.83232 | 0.82153 | 0.84322 | |