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 |
2101 | 2012.03.21 15:00 | close | 1050 | 0.01 | 0.83516 | 0.82153 | 0.84363 | 376.57 | 3946949.90 |
2102 | 2012.03.21 15:00 | close | 1051 | 0.01 | 0.83516 | 0.82153 | 0.84322 | 440.10 | 3947390.00 |
2103 | 2012.04.03 11:00 | buy | 1052 | 0.01 | 0.83274 | 0.82153 | 0.84364 | |
2104 | 2012.04.09 15:00 | buy | 1053 | 1.19 | 0.82443 | 0.82233 | 0.83433 | |
2105 | 2012.04.16 03:39 | s/l | 1053 | 1.19 | 0.82233 | 0.82233 | 0.83433 | -38726.50 | 3908663.50 |
2106 | 2012.04.16 09:38 | s/l | 1052 | 0.01 | 0.82153 | 0.82153 | 0.84364 | -1737.18 | 3906926.32 |
2107 | 2012.04.16 21:00 | buy | 1054 | 0.01 | 0.82632 | 0.82041 | 0.83722 | |
2108 | 2012.04.17 05:00 | buy | 1055 | 0.03 | 0.82563 | 0.82041 | 0.83653 | |
2109 | 2012.04.17 08:00 | buy | 1056 | 0.01 | 0.82605 | 0.82041 | 0.83695 | |
2110 | 2012.04.17 11:00 | buy | 1057 | 0.04 | 0.82538 | 0.82041 | 0.83628 | |
2111 | 2012.04.17 18:00 | buy | 1058 | 0.08 | 0.82500 | 0.82041 | 0.83590 | |
2112 | 2012.04.18 11:36 | s/l | 1054 | 0.01 | 0.82041 | 0.82041 | 0.83722 | -915.86 | 3906010.46 |
2113 | 2012.04.18 11:36 | s/l | 1055 | 0.03 | 0.82041 | 0.82041 | 0.83653 | -2426.80 | 3903583.66 |
2114 | 2012.04.18 11:36 | s/l | 1056 | 0.01 | 0.82041 | 0.82041 | 0.83695 | -874.02 | 3902709.64 |
2115 | 2012.04.18 11:36 | s/l | 1057 | 0.04 | 0.82041 | 0.82041 | 0.83628 | -3080.76 | 3899628.88 |
2116 | 2012.04.18 11:36 | s/l | 1058 | 0.08 | 0.82041 | 0.82041 | 0.83590 | -5690.42 | 3893938.46 |
2117 | 2012.04.20 04:00 | buy | 1059 | 0.01 | 0.81901 | 0.81560 | 0.82891 | |
2118 | 2012.04.20 05:00 | buy | 1060 | 0.03 | 0.81861 | 0.81560 | 0.82851 | |
2119 | 2012.04.20 11:00 | buy | 1061 | 0.02 | 0.81882 | 0.81560 | 0.82872 | |
2120 | 2012.04.20 17:00 | buy | 1062 | 0.01 | 0.81894 | 0.81560 | 0.82884 | |
2121 | 2012.04.23 03:00 | buy | 1063 | 0.02 | 0.81872 | 0.81560 | 0.82862 | |
2122 | 2012.04.23 15:55 | s/l | 1059 | 0.01 | 0.81560 | 0.81560 | 0.82891 | -528.44 | 3893410.02 |
2123 | 2012.04.23 15:55 | s/l | 1060 | 0.03 | 0.81560 | 0.81560 | 0.82851 | -1399.36 | 3892010.66 |
2124 | 2012.04.23 15:55 | s/l | 1061 | 0.02 | 0.81560 | 0.81560 | 0.82872 | -998.00 | 3891012.66 |
2125 | 2012.04.23 15:55 | s/l | 1062 | 0.01 | 0.81560 | 0.81560 | 0.82884 | -517.59 | 3890495.07 |
2126 | 2012.04.23 15:55 | s/l | 1063 | 0.02 | 0.81560 | 0.81560 | 0.82862 | -967.00 | 3889528.07 |
2127 | 2012.04.24 17:00 | buy | 1064 | 0.01 | 0.81775 | 0.81385 | 0.82765 | |
2128 | 2012.04.25 00:00 | buy | 1065 | 0.03 | 0.81730 | 0.81385 | 0.82720 | |
2129 | 2012.04.27 09:38 | s/l | 1064 | 0.01 | 0.81385 | 0.81385 | 0.82765 | -604.37 | 3888923.70 |
2130 | 2012.04.27 09:38 | s/l | 1065 | 0.03 | 0.81385 | 0.81385 | 0.82720 | -1603.92 | 3887319.78 |
2131 | 2012.04.30 18:00 | buy | 1066 | 0.01 | 0.81511 | 0.81166 | 0.82501 | |
2132 | 2012.04.30 21:00 | buy | 1067 | 0.01 | 0.81508 | 0.81166 | 0.82498 | |
2133 | 2012.05.02 11:42 | s/l | 1066 | 0.01 | 0.81166 | 0.81166 | 0.82501 | -534.64 | 3886785.14 |
2134 | 2012.05.02 11:42 | s/l | 1067 | 0.01 | 0.81166 | 0.81166 | 0.82498 | -529.99 | 3886255.15 |
2135 | 2012.05.03 16:00 | buy | 1068 | 0.01 | 0.81363 | 0.80971 | 0.82353 | |
2136 | 2012.05.04 00:00 | buy | 1069 | 0.04 | 0.81297 | 0.80971 | 0.82287 | |
2137 | 2012.05.04 05:00 | buy | 1070 | 0.08 | 0.81274 | 0.80971 | 0.82264 | |
2138 | 2012.05.04 17:00 | buy | 1071 | 0.02 | 0.81336 | 0.80971 | 0.82326 | |
2139 | 2012.05.04 23:25 | s/l | 1068 | 0.01 | 0.80971 | 0.80971 | 0.82353 | -607.47 | 3885647.68 |
2140 | 2012.05.04 23:25 | s/l | 1069 | 0.04 | 0.80971 | 0.80971 | 0.82287 | -2020.78 | 3883626.90 |
2141 | 2012.05.04 23:25 | s/l | 1070 | 0.08 | 0.80971 | 0.80971 | 0.82264 | -3756.43 | 3879870.47 |
2142 | 2012.05.04 23:25 | s/l | 1071 | 0.02 | 0.80971 | 0.80971 | 0.82326 | -1131.26 | 3878739.21 |
2143 | 2012.05.08 21:00 | buy | 1072 | 0.01 | 0.80627 | 0.80287 | 0.81617 | |
2144 | 2012.05.09 17:12 | s/l | 1072 | 0.01 | 0.80287 | 0.80287 | 0.81617 | -526.89 | 3878212.32 |
2145 | 2012.05.10 11:00 | buy | 1073 | 0.01 | 0.80430 | 0.79964 | 0.81420 | |
2146 | 2012.05.10 12:00 | buy | 1074 | 0.01 | 0.80423 | 0.79964 | 0.81413 | |
2147 | 2012.05.11 04:40 | s/l | 1073 | 0.01 | 0.79964 | 0.79964 | 0.81420 | -722.15 | 3877490.17 |
2148 | 2012.05.11 04:40 | s/l | 1074 | 0.01 | 0.79964 | 0.79964 | 0.81413 | -711.30 | 3876778.87 |
2149 | 2012.05.11 11:00 | buy | 1075 | 0.01 | 0.80251 | 0.79904 | 0.81241 | |
2150 | 2012.05.14 15:33 | s/l | 1075 | 0.01 | 0.79904 | 0.79904 | 0.81241 | -537.74 | 3876241.13 |
2151 | 2012.05.15 14:00 | buy | 1076 | 0.01 | 0.80088 | 0.79572 | 0.81078 | |
2152 | 2012.05.15 20:48 | s/l | 1076 | 0.01 | 0.79572 | 0.79572 | 0.81078 | -799.63 | 3875441.50 |
2153 | 2012.05.16 13:00 | buy | 1077 | 0.01 | 0.79864 | 0.79441 | 0.80854 | |
2154 | 2012.05.17 23:00 | close | 1077 | 0.01 | 0.80365 | 0.79441 | 0.80854 | 776.39 | 3876217.89 |
2155 | 2012.05.17 23:00 | buy | 1078 | 0.01 | 0.80375 | 0.79441 | 0.81365 | |
2156 | 2012.05.18 10:00 | buy | 1079 | 0.02 | 0.80303 | 0.79441 | 0.81293 | |
2157 | 2012.05.18 11:00 | buy | 1080 | 0.01 | 0.80339 | 0.79441 | 0.81329 | |
2158 | 2012.05.21 07:00 | close | 1078 | 0.01 | 0.80797 | 0.79441 | 0.81365 | 653.96 | 3876871.85 |
2159 | 2012.05.21 07:00 | close | 1079 | 0.02 | 0.80797 | 0.79441 | 0.81293 | 1531.08 | 3878402.93 |
2160 | 2012.05.21 07:00 | close | 1080 | 0.01 | 0.80797 | 0.79441 | 0.81329 | 709.75 | 3879112.68 |
2161 | 2012.05.21 10:00 | buy | 1081 | 0.01 | 0.80808 | 0.79441 | 0.81898 | |
2162 | 2012.05.21 11:00 | buy | 1082 | 0.02 | 0.80708 | 0.79441 | 0.81798 | |
2163 | 2012.05.21 12:00 | buy | 1083 | 0.01 | 0.80762 | 0.79441 | 0.81852 | |
2164 | 2012.05.25 10:00 | buy | 1084 | 0.51 | 0.80163 | 0.79441 | 0.81253 | |
2165 | 2012.05.25 11:00 | buy | 1085 | 0.30 | 0.80270 | 0.79441 | 0.81360 | |
2166 | 2012.05.25 12:00 | buy | 1086 | 0.17 | 0.80325 | 0.79441 | 0.81415 | |
2167 | 2012.05.28 08:00 | buy | 1087 | 0.18 | 0.80199 | 0.79441 | 0.81289 | |
2168 | 2012.06.04 17:58 | t/p | 1084 | 0.51 | 0.81253 | 0.79441 | 0.81253 | 86146.71 | 3965259.39 |
2169 | 2012.06.05 02:16 | t/p | 1087 | 0.18 | 0.81289 | 0.79441 | 0.81289 | 30404.73 | 3995664.12 |
2170 | 2012.06.05 03:02 | t/p | 1085 | 0.30 | 0.81360 | 0.79441 | 0.81360 | 50674.53 | 4046338.65 |
2171 | 2012.06.07 15:00 | close | 1081 | 0.01 | 0.80851 | 0.79441 | 0.81898 | 66.64 | 4046405.29 |
2172 | 2012.06.07 15:00 | close | 1082 | 0.02 | 0.80851 | 0.79441 | 0.81798 | 443.21 | 4046848.50 |
2173 | 2012.06.07 15:00 | close | 1083 | 0.01 | 0.80851 | 0.79441 | 0.81852 | 137.92 | 4046986.42 |
2174 | 2012.06.07 15:00 | close | 1086 | 0.17 | 0.80851 | 0.79441 | 0.81415 | 13857.24 | 4060843.66 |
2175 | 2012.06.13 13:00 | buy | 1088 | 0.01 | 0.80536 | 0.79441 | 0.81626 | |
2176 | 2012.06.27 17:00 | buy | 1089 | 0.23 | 0.80117 | 0.79441 | 0.81207 | |
2177 | 2012.06.28 04:00 | buy | 1090 | 0.17 | 0.80150 | 0.79441 | 0.81240 | |
2178 | 2012.06.28 07:00 | buy | 1091 | 0.08 | 0.80270 | 0.79441 | 0.81360 | |
2179 | 2012.06.28 08:00 | buy | 1092 | 0.06 | 0.80291 | 0.79441 | 0.81381 | |
2180 | 2012.06.28 11:00 | buy | 1093 | 0.39 | 0.80055 | 0.79441 | 0.81145 | |
2181 | 2012.06.28 19:00 | buy | 1094 | 0.13 | 0.80209 | 0.79441 | 0.81299 | |
2182 | 2012.06.28 23:00 | buy | 1095 | 0.10 | 0.80227 | 0.79441 | 0.81317 | |
2183 | 2012.06.29 06:00 | buy | 1096 | 0.03 | 0.80367 | 0.79441 | 0.81457 | |
2184 | 2012.07.06 16:01 | s/l | 1088 | 0.01 | 0.79441 | 0.79441 | 0.81626 | -1696.91 | 4059146.75 |
2185 | 2012.07.06 16:01 | s/l | 1089 | 0.23 | 0.79441 | 0.79441 | 0.81207 | -24094.58 | 4035052.17 |
2186 | 2012.07.06 16:01 | s/l | 1090 | 0.17 | 0.79441 | 0.79441 | 0.81240 | -18678.41 | 4016373.76 |
2187 | 2012.07.06 16:01 | s/l | 1091 | 0.08 | 0.79441 | 0.79441 | 0.81360 | -10277.54 | 4006096.22 |
2188 | 2012.07.06 16:01 | s/l | 1092 | 0.06 | 0.79441 | 0.79441 | 0.81381 | -7903.42 | 3998192.80 |
2189 | 2012.07.06 16:01 | s/l | 1093 | 0.39 | 0.79441 | 0.79441 | 0.81145 | -37108.88 | 3961083.92 |
2190 | 2012.07.06 16:01 | s/l | 1094 | 0.13 | 0.79441 | 0.79441 | 0.81299 | -15472.11 | 3945611.81 |
2191 | 2012.07.06 16:01 | s/l | 1095 | 0.10 | 0.79441 | 0.79441 | 0.81317 | -12180.57 | 3933431.24 |
2192 | 2012.07.06 16:01 | s/l | 1096 | 0.03 | 0.79441 | 0.79441 | 0.81457 | -4305.04 | 3929126.20 |
2193 | 2012.07.12 10:00 | buy | 1097 | 0.01 | 0.79028 | 0.78650 | 0.80018 | |
2194 | 2012.07.12 11:00 | buy | 1098 | 0.02 | 0.78994 | 0.78650 | 0.79984 | |
2195 | 2012.07.13 14:00 | buy | 1099 | 0.01 | 0.79018 | 0.78650 | 0.80008 | |
2196 | 2012.07.13 14:49 | s/l | 1097 | 0.01 | 0.78650 | 0.78650 | 0.80018 | -585.78 | 3928540.42 |
2197 | 2012.07.13 14:49 | s/l | 1098 | 0.02 | 0.78650 | 0.78650 | 0.79984 | -1066.18 | 3927474.24 |
2198 | 2012.07.13 14:49 | s/l | 1099 | 0.01 | 0.78650 | 0.78650 | 0.80008 | -570.28 | 3926903.96 |
2199 | 2012.07.17 11:00 | buy | 1100 | 0.01 | 0.78582 | 0.78254 | 0.79572 | |
2200 | 2012.07.18 01:00 | buy | 1101 | 0.03 | 0.78540 | 0.78254 | 0.79530 | |
2201 | 2012.07.19 05:00 | buy | 1102 | 0.10 | 0.78500 | 0.78240 | 0.79490 | |
2202 | 2012.07.19 10:00 | buy | 1103 | 0.13 | 0.78487 | 0.78240 | 0.79477 | |
2203 | 2012.07.19 15:26 | s/l | 1100 | 0.01 | 0.78254 | 0.78254 | 0.79572 | -508.29 | 3926395.67 |
2204 | 2012.07.19 15:26 | s/l | 1101 | 0.03 | 0.78254 | 0.78254 | 0.79530 | -1329.62 | 3925066.05 |
2205 | 2012.07.19 15:26 | s/l | 1102 | 0.10 | 0.78240 | 0.78240 | 0.79490 | -4029.17 | 3921036.88 |
2206 | 2012.07.19 15:26 | s/l | 1103 | 0.13 | 0.78240 | 0.78240 | 0.79477 | -4976.02 | 3916060.86 |
2207 | 2012.07.23 13:00 | buy | 1104 | 0.01 | 0.77980 | 0.77567 | 0.78970 | |
2208 | 2012.08.02 11:36 | t/p | 1104 | 0.01 | 0.78970 | 0.77567 | 0.78970 | 1534.16 | 3917595.02 |
2209 | 2012.08.02 12:00 | buy | 1105 | 0.01 | 0.78998 | 0.77567 | 0.80088 | |
2210 | 2012.08.02 15:00 | buy | 1106 | 0.01 | 0.78921 | 0.77567 | 0.80011 | |
2211 | 2012.08.03 13:00 | buy | 1107 | 0.06 | 0.78690 | 0.77567 | 0.79780 | |
2212 | 2012.08.03 14:00 | buy | 1108 | 0.03 | 0.78803 | 0.77567 | 0.79893 | |
2213 | 2012.08.03 16:00 | buy | 1109 | 0.02 | 0.78821 | 0.77567 | 0.79911 | |
2214 | 2012.08.13 13:00 | buy | 1110 | 0.13 | 0.78576 | 0.77567 | 0.79666 | |
2215 | 2012.08.13 17:00 | buy | 1111 | 0.04 | 0.78724 | 0.77567 | 0.79814 | |
2216 | 2012.08.13 19:00 | buy | 1112 | 0.08 | 0.78663 | 0.77567 | 0.79753 | |
2217 | 2012.08.16 21:00 | buy | 1113 | 0.10 | 0.78581 | 0.77567 | 0.79671 | |
2218 | 2012.08.23 15:00 | close | 1105 | 0.01 | 0.79036 | 0.77567 | 0.80088 | 58.89 | 3917653.91 |
2219 | 2012.08.23 15:00 | close | 1106 | 0.01 | 0.79036 | 0.77567 | 0.80011 | 178.21 | 3917832.12 |
2220 | 2012.08.23 15:00 | close | 1107 | 0.06 | 0.79036 | 0.77567 | 0.79780 | 3217.07 | 3921049.19 |
2221 | 2012.08.23 15:00 | close | 1108 | 0.03 | 0.79036 | 0.77567 | 0.79893 | 1083.20 | 3922132.39 |
2222 | 2012.08.23 15:00 | close | 1109 | 0.02 | 0.79036 | 0.77567 | 0.79911 | 666.34 | 3922798.73 |
2223 | 2012.08.23 15:00 | close | 1110 | 0.13 | 0.79036 | 0.77567 | 0.79666 | 9266.91 | 3932065.64 |
2224 | 2012.08.23 15:00 | close | 1111 | 0.04 | 0.79036 | 0.77567 | 0.79814 | 1933.96 | 3933999.60 |
2225 | 2012.08.23 15:00 | close | 1112 | 0.08 | 0.79036 | 0.77567 | 0.79753 | 4624.16 | 3938623.76 |
2226 | 2012.08.23 15:00 | close | 1113 | 0.10 | 0.79036 | 0.77567 | 0.79671 | 7050.90 | 3945674.66 |
2227 | 2012.09.08 00:00 | buy | 1114 | 0.01 | 0.80054 | 0.79044 | 0.81044 | |
2228 | 2012.09.10 06:00 | buy | 1115 | 0.02 | 0.79951 | 0.78941 | 0.80941 | |
2229 | 2012.09.10 14:00 | buy | 1116 | 0.03 | 0.79924 | 0.78914 | 0.80914 | |
2230 | 2012.09.10 15:00 | buy | 1117 | 0.02 | 0.79985 | 0.78975 | 0.80975 | |
2231 | 2012.09.10 17:00 | buy | 1118 | 0.01 | 0.80017 | 0.79007 | 0.81007 | |
2232 | 2012.09.11 06:00 | sell | 1119 | 0.01 | 0.79792 | 0.82102 | 0.78702 | |
2233 | 2012.09.14 11:00 | close | 1114 | 0.01 | 0.80434 | 0.79044 | 0.81044 | 588.87 | 3946263.53 |
2234 | 2012.09.14 11:00 | close | 1115 | 0.02 | 0.80434 | 0.78941 | 0.80941 | 1496.97 | 3947760.50 |
2235 | 2012.09.14 11:00 | close | 1116 | 0.03 | 0.80434 | 0.78914 | 0.80914 | 2370.96 | 3950131.46 |
2236 | 2012.09.14 11:00 | close | 1117 | 0.02 | 0.80434 | 0.78975 | 0.80975 | 1391.59 | 3951523.05 |
2237 | 2012.09.14 11:00 | close | 1118 | 0.01 | 0.80434 | 0.79007 | 0.81007 | 646.21 | 3952169.26 |
2238 | 2012.09.14 12:00 | buy | 1120 | 0.01 | 0.80518 | 0.79614 | 0.81508 | |
2239 | 2012.09.19 18:00 | buy | 1121 | 0.01 | 0.80483 | 0.80110 | 0.81473 | |
2240 | 2012.09.20 10:00 | sell | 1122 | 0.02 | 0.80153 | 0.82102 | 0.79063 | |
2241 | 2012.09.20 10:01 | s/l | 1121 | 0.01 | 0.80110 | 0.80110 | 0.81473 | -578.01 | 3951591.25 |
2242 | 2012.09.20 12:00 | sell | 1123 | 0.01 | 0.80043 | 0.82102 | 0.78953 | |
2243 | 2012.09.20 13:00 | sell | 1124 | 0.01 | 0.79915 | 0.82102 | 0.78825 | |
2244 | 2012.09.20 16:00 | sell | 1125 | 0.01 | 0.80008 | 0.82102 | 0.78918 | |
2245 | 2012.09.24 11:21 | s/l | 1120 | 0.01 | 0.79614 | 0.79614 | 0.81508 | -1400.88 | 3950190.37 |
2246 | 2012.10.04 14:00 | buy | 1126 | 0.01 | 0.80399 | 0.79356 | 0.81389 | |
2247 | 2012.10.09 19:00 | sell | 1127 | 0.05 | 0.80530 | 0.82102 | 0.79440 | |
2248 | 2012.10.09 20:00 | sell | 1128 | 0.04 | 0.80476 | 0.82102 | 0.79386 | |
2249 | 2012.10.10 03:00 | sell | 1129 | 0.03 | 0.80381 | 0.82102 | 0.79291 | |
2250 | 2012.10.11 01:00 | sell | 1130 | 0.03 | 0.80293 | 0.82102 | 0.79203 | |