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 |
2251 | 2012.10.11 03:00 | close | 1119 | 0.01 | 0.80341 | 0.82102 | 0.78702 | -850.87 | 3949339.50 |
2252 | 2012.10.11 03:00 | close | 1122 | 0.02 | 0.80341 | 0.82102 | 0.79063 | -582.75 | 3948756.75 |
2253 | 2012.10.11 03:00 | close | 1123 | 0.01 | 0.80341 | 0.82102 | 0.78953 | -461.86 | 3948294.89 |
2254 | 2012.10.11 03:00 | close | 1124 | 0.01 | 0.80341 | 0.82102 | 0.78825 | -660.24 | 3947634.65 |
2255 | 2012.10.11 03:00 | close | 1125 | 0.01 | 0.80341 | 0.82102 | 0.78918 | -516.10 | 3947118.55 |
2256 | 2012.10.11 03:00 | close | 1127 | 0.05 | 0.80341 | 0.82102 | 0.79440 | 1464.61 | 3948583.16 |
2257 | 2012.10.11 03:00 | close | 1128 | 0.04 | 0.80341 | 0.82102 | 0.79386 | 836.91 | 3949420.07 |
2258 | 2012.10.11 03:00 | close | 1129 | 0.03 | 0.80341 | 0.82102 | 0.79291 | 185.98 | 3949606.05 |
2259 | 2012.10.11 03:00 | close | 1130 | 0.03 | 0.80341 | 0.82102 | 0.79203 | -223.18 | 3949382.87 |
2260 | 2012.10.11 04:00 | sell | 1131 | 0.01 | 0.80268 | 0.82578 | 0.79178 | |
2261 | 2012.10.12 15:00 | close | 1126 | 0.01 | 0.80742 | 0.79356 | 0.81389 | 531.53 | 3949914.40 |
2262 | 2012.10.12 15:00 | buy | 1132 | 0.01 | 0.80752 | 0.80159 | 0.81742 | |
2263 | 2012.10.12 16:00 | buy | 1133 | 0.02 | 0.80707 | 0.80159 | 0.81697 | |
2264 | 2012.10.15 01:00 | sell | 1134 | 0.01 | 0.80560 | 0.82578 | 0.79470 | |
2265 | 2012.10.15 04:00 | sell | 1135 | 0.01 | 0.80458 | 0.82578 | 0.79368 | |
2266 | 2012.10.15 12:00 | buy | 1136 | 0.02 | 0.80695 | 0.80159 | 0.81685 | |
2267 | 2012.10.15 13:00 | buy | 1137 | 0.03 | 0.80679 | 0.80159 | 0.81669 | |
2268 | 2012.10.15 14:00 | buy | 1138 | 0.01 | 0.80742 | 0.80159 | 0.81732 | |
2269 | 2012.10.15 18:00 | sell | 1139 | 0.02 | 0.80579 | 0.82578 | 0.79489 | |
2270 | 2012.10.24 12:00 | sell | 1140 | 0.06 | 0.81085 | 0.82578 | 0.79995 | |
2271 | 2012.10.24 13:00 | sell | 1141 | 0.05 | 0.80968 | 0.82578 | 0.79878 | |
2272 | 2012.10.24 14:00 | sell | 1142 | 0.04 | 0.80936 | 0.82578 | 0.79846 | |
2273 | 2012.10.24 15:00 | sell | 1143 | 0.03 | 0.80815 | 0.82578 | 0.79725 | |
2274 | 2012.10.26 14:08 | s/l | 1132 | 0.01 | 0.80159 | 0.80159 | 0.81742 | -918.95 | 3948995.45 |
2275 | 2012.10.26 14:08 | s/l | 1133 | 0.02 | 0.80159 | 0.80159 | 0.81697 | -1698.42 | 3947297.03 |
2276 | 2012.10.26 14:08 | s/l | 1136 | 0.02 | 0.80159 | 0.80159 | 0.81685 | -1661.22 | 3945635.81 |
2277 | 2012.10.26 14:08 | s/l | 1137 | 0.03 | 0.80159 | 0.80159 | 0.81669 | -2417.46 | 3943218.35 |
2278 | 2012.10.26 14:08 | s/l | 1138 | 0.01 | 0.80159 | 0.80159 | 0.81732 | -903.45 | 3942314.90 |
2279 | 2012.11.02 12:30 | t/p | 1140 | 0.06 | 0.79995 | 0.82578 | 0.79995 | 10136.02 | 3952450.92 |
2280 | 2012.11.02 15:00 | close | 1131 | 0.01 | 0.80081 | 0.82578 | 0.79178 | 289.82 | 3952740.74 |
2281 | 2012.11.02 15:00 | close | 1134 | 0.01 | 0.80081 | 0.82578 | 0.79470 | 742.38 | 3953483.12 |
2282 | 2012.11.02 15:00 | close | 1135 | 0.01 | 0.80081 | 0.82578 | 0.79368 | 584.29 | 3954067.41 |
2283 | 2012.11.02 15:00 | close | 1139 | 0.02 | 0.80081 | 0.82578 | 0.79489 | 1543.65 | 3955611.06 |
2284 | 2012.11.02 15:00 | close | 1141 | 0.05 | 0.80081 | 0.82578 | 0.79878 | 6873.58 | 3962484.64 |
2285 | 2012.11.02 15:00 | close | 1142 | 0.04 | 0.80081 | 0.82578 | 0.79846 | 5300.49 | 3967785.13 |
2286 | 2012.11.02 15:00 | close | 1143 | 0.03 | 0.80081 | 0.82578 | 0.79725 | 3412.77 | 3971197.90 |
2287 | 2012.11.09 09:00 | buy | 1144 | 0.01 | 0.79840 | 0.77567 | 0.80930 | |
2288 | 2012.11.23 12:05 | t/p | 1144 | 0.01 | 0.80930 | 0.77567 | 0.80930 | 1689.13 | 3972887.03 |
2289 | 2012.12.03 21:00 | sell | 1145 | 0.01 | 0.81066 | 0.83376 | 0.79976 | |
2290 | 2012.12.05 15:00 | sell | 1146 | 0.01 | 0.81153 | 0.83376 | 0.80063 | |
2291 | 2012.12.17 19:00 | sell | 1147 | 0.01 | 0.81241 | 0.83376 | 0.80151 | |
2292 | 2012.12.20 05:00 | sell | 1148 | 0.01 | 0.81317 | 0.83376 | 0.80227 | |
2293 | 2012.12.28 12:00 | sell | 1149 | 0.08 | 0.82058 | 0.83376 | 0.81068 | |
2294 | 2012.12.28 13:00 | sell | 1150 | 0.07 | 0.81975 | 0.83376 | 0.80985 | |
2295 | 2012.12.28 14:00 | sell | 1151 | 0.06 | 0.81865 | 0.83376 | 0.80875 | |
2296 | 2012.12.28 15:00 | sell | 1152 | 0.05 | 0.81772 | 0.83376 | 0.80782 | |
2297 | 2012.12.28 16:00 | sell | 1153 | 0.04 | 0.81746 | 0.83376 | 0.80756 | |
2298 | 2012.12.31 08:00 | sell | 1154 | 0.03 | 0.81680 | 0.83376 | 0.80690 | |
2299 | 2012.12.31 11:00 | sell | 1155 | 0.03 | 0.81575 | 0.83376 | 0.80485 | |
2300 | 2012.12.31 19:54 | t/p | 1149 | 0.08 | 0.81068 | 0.83376 | 0.81068 | 12274.90 | 3985161.93 |
2301 | 2013.01.02 16:00 | sell | 1156 | 0.02 | 0.81410 | 0.83376 | 0.80320 | |
2302 | 2013.01.03 05:53 | t/p | 1150 | 0.07 | 0.80985 | 0.83376 | 0.80985 | 10740.60 | 3995902.53 |
2303 | 2013.01.03 13:14 | t/p | 1151 | 0.06 | 0.80875 | 0.83376 | 0.80875 | 9206.16 | 4005108.69 |
2304 | 2013.01.10 05:00 | sell | 1157 | 0.02 | 0.81459 | 0.83376 | 0.80369 | |
2305 | 2013.01.15 15:00 | close | 1145 | 0.01 | 0.83152 | 0.83376 | 0.79976 | -3233.03 | 4001875.66 |
2306 | 2013.01.15 15:00 | close | 1146 | 0.01 | 0.83152 | 0.83376 | 0.80063 | -3098.19 | 3998777.47 |
2307 | 2013.01.15 15:00 | close | 1147 | 0.01 | 0.83152 | 0.83376 | 0.80151 | -2961.80 | 3995815.67 |
2308 | 2013.01.15 15:00 | close | 1148 | 0.01 | 0.83152 | 0.83376 | 0.80227 | -2844.01 | 3992971.66 |
2309 | 2013.01.15 15:00 | close | 1152 | 0.05 | 0.83152 | 0.83376 | 0.80782 | -10694.10 | 3982277.56 |
2310 | 2013.01.15 15:00 | close | 1153 | 0.04 | 0.83152 | 0.83376 | 0.80756 | -8716.47 | 3973561.09 |
2311 | 2013.01.15 15:00 | close | 1154 | 0.03 | 0.83152 | 0.83376 | 0.80690 | -6844.23 | 3966716.86 |
2312 | 2013.01.15 15:00 | close | 1155 | 0.03 | 0.83152 | 0.83376 | 0.80485 | -7332.43 | 3959384.43 |
2313 | 2013.01.15 15:00 | close | 1156 | 0.02 | 0.83152 | 0.83376 | 0.80320 | -5399.75 | 3953984.68 |
2314 | 2013.01.15 15:00 | close | 1157 | 0.02 | 0.83152 | 0.83376 | 0.80369 | -5247.86 | 3948736.82 |
2315 | 2013.01.15 19:00 | sell | 1158 | 0.01 | 0.82957 | 0.83310 | 0.81967 | |
2316 | 2013.01.17 11:46 | s/l | 1158 | 0.01 | 0.83310 | 0.83310 | 0.81967 | -547.10 | 3948189.72 |
2317 | 2013.01.22 16:00 | sell | 1159 | 0.01 | 0.83973 | 0.84467 | 0.82983 | |
2318 | 2013.01.23 10:00 | sell | 1160 | 0.01 | 0.84031 | 0.84467 | 0.83041 | |
2319 | 2013.01.24 16:20 | s/l | 1159 | 0.01 | 0.84467 | 0.84467 | 0.82983 | -765.63 | 3947424.09 |
2320 | 2013.01.24 16:20 | s/l | 1160 | 0.01 | 0.84467 | 0.84467 | 0.83041 | -675.73 | 3946748.36 |
2321 | 2013.01.29 14:00 | sell | 1161 | 0.01 | 0.85416 | 0.85921 | 0.84426 | |
2322 | 2013.01.30 13:24 | s/l | 1161 | 0.01 | 0.85921 | 0.85921 | 0.84426 | -782.68 | 3945965.68 |
2323 | 2013.01.31 11:00 | sell | 1162 | 0.01 | 0.85624 | 0.86122 | 0.84634 | |
2324 | 2013.01.31 13:00 | sell | 1163 | 0.01 | 0.85646 | 0.86122 | 0.84656 | |
2325 | 2013.01.31 16:00 | sell | 1164 | 0.02 | 0.85720 | 0.86122 | 0.84730 | |
2326 | 2013.01.31 20:00 | sell | 1165 | 0.01 | 0.85665 | 0.86122 | 0.84675 | |
2327 | 2013.02.01 03:00 | sell | 1166 | 0.04 | 0.85761 | 0.86122 | 0.84771 | |
2328 | 2013.02.01 12:26 | s/l | 1162 | 0.01 | 0.86122 | 0.86122 | 0.84634 | -771.83 | 3945193.85 |
2329 | 2013.02.01 12:26 | s/l | 1163 | 0.01 | 0.86122 | 0.86122 | 0.84656 | -737.73 | 3944456.12 |
2330 | 2013.02.01 12:26 | s/l | 1164 | 0.02 | 0.86122 | 0.86122 | 0.84730 | -1246.09 | 3943210.03 |
2331 | 2013.02.01 12:26 | s/l | 1165 | 0.01 | 0.86122 | 0.86122 | 0.84675 | -708.28 | 3942501.75 |
2332 | 2013.02.01 12:26 | s/l | 1166 | 0.04 | 0.86122 | 0.86122 | 0.84771 | -2238.00 | 3940263.75 |
2333 | 2013.02.04 15:00 | sell | 1167 | 0.01 | 0.86226 | 0.87223 | 0.85236 | |
2334 | 2013.02.04 16:00 | sell | 1168 | 0.01 | 0.86290 | 0.87223 | 0.85300 | |
2335 | 2013.02.07 06:00 | sell | 1169 | 0.01 | 0.86310 | 0.87223 | 0.85320 | |
2336 | 2013.02.07 11:00 | sell | 1170 | 0.02 | 0.86362 | 0.87223 | 0.85372 | |
2337 | 2013.02.07 18:15 | t/p | 1170 | 0.02 | 0.85372 | 0.87223 | 0.85372 | 3068.75 | 3943332.50 |
2338 | 2013.02.07 18:36 | t/p | 1169 | 0.01 | 0.85320 | 0.87223 | 0.85320 | 1534.37 | 3944866.87 |
2339 | 2013.02.07 18:38 | t/p | 1168 | 0.01 | 0.85300 | 0.87223 | 0.85300 | 1534.37 | 3946401.24 |
2340 | 2013.02.07 18:38 | t/p | 1167 | 0.01 | 0.85236 | 0.87223 | 0.85236 | 1534.37 | 3947935.61 |
2341 | 2013.02.07 19:00 | sell | 1171 | 0.01 | 0.85271 | 0.87581 | 0.84181 | |
2342 | 2013.02.14 13:00 | sell | 1172 | 0.07 | 0.86153 | 0.87581 | 0.85163 | |
2343 | 2013.02.14 14:00 | sell | 1173 | 0.05 | 0.86007 | 0.87581 | 0.84917 | |
2344 | 2013.02.14 15:00 | sell | 1174 | 0.04 | 0.85904 | 0.87581 | 0.84814 | |
2345 | 2013.02.14 18:00 | sell | 1175 | 0.06 | 0.86088 | 0.87581 | 0.85098 | |
2346 | 2013.02.15 12:00 | sell | 1176 | 0.03 | 0.85778 | 0.87581 | 0.84688 | |
2347 | 2013.02.20 12:45 | s/l | 1171 | 0.01 | 0.87581 | 0.87581 | 0.84181 | -3580.18 | 3944355.43 |
2348 | 2013.02.20 12:45 | s/l | 1172 | 0.07 | 0.87581 | 0.87581 | 0.85163 | -15492.40 | 3928863.03 |
2349 | 2013.02.20 12:45 | s/l | 1173 | 0.05 | 0.87581 | 0.87581 | 0.84917 | -12197.39 | 3916665.64 |
2350 | 2013.02.20 12:45 | s/l | 1174 | 0.04 | 0.87581 | 0.87581 | 0.84814 | -10396.46 | 3906269.18 |
2351 | 2013.02.20 12:45 | s/l | 1175 | 0.06 | 0.87581 | 0.87581 | 0.85098 | -13883.64 | 3892385.54 |
2352 | 2013.02.20 12:45 | s/l | 1176 | 0.03 | 0.87581 | 0.87581 | 0.84688 | -8383.20 | 3884002.34 |
2353 | 2013.02.21 12:00 | sell | 1177 | 0.01 | 0.86903 | 0.87705 | 0.85913 | |
2354 | 2013.02.23 01:00 | close | 1177 | 0.01 | 0.86986 | 0.87705 | 0.85913 | -128.64 | 3883873.70 |
2355 | 2013.02.25 22:00 | sell | 1178 | 0.01 | 0.86479 | 0.88357 | 0.85389 | |
2356 | 2013.02.26 15:00 | close | 1178 | 0.01 | 0.86357 | 0.88357 | 0.85389 | 189.08 | 3884062.78 |
2357 | 2013.02.26 15:00 | sell | 1179 | 0.01 | 0.86347 | 0.88357 | 0.85257 | |
2358 | 2013.02.28 12:00 | sell | 1180 | 0.01 | 0.86459 | 0.88357 | 0.85369 | |
2359 | 2013.03.08 18:00 | sell | 1181 | 0.03 | 0.86867 | 0.88357 | 0.85777 | |
2360 | 2013.03.08 21:00 | sell | 1182 | 0.04 | 0.86898 | 0.88357 | 0.85808 | |
2361 | 2013.03.11 09:00 | sell | 1183 | 0.07 | 0.87095 | 0.88357 | 0.86005 | |
2362 | 2013.03.11 11:00 | sell | 1184 | 0.06 | 0.87080 | 0.88357 | 0.85990 | |
2363 | 2013.03.13 05:00 | sell | 1185 | 0.14 | 0.87391 | 0.88357 | 0.86301 | |
2364 | 2013.03.13 06:00 | sell | 1186 | 0.10 | 0.87273 | 0.88357 | 0.86183 | |
2365 | 2013.03.13 11:00 | sell | 1187 | 0.11 | 0.87301 | 0.88357 | 0.86211 | |
2366 | 2013.03.13 12:00 | sell | 1188 | 0.08 | 0.87212 | 0.88357 | 0.86122 | |
2367 | 2013.03.13 13:00 | sell | 1189 | 0.05 | 0.86984 | 0.88357 | 0.85894 | |
2368 | 2013.03.14 17:07 | t/p | 1185 | 0.14 | 0.86301 | 0.88357 | 0.86301 | 23651.02 | 3907713.80 |
2369 | 2013.03.14 19:16 | t/p | 1187 | 0.11 | 0.86211 | 0.88357 | 0.86211 | 18582.94 | 3926296.74 |
2370 | 2013.03.14 19:17 | t/p | 1186 | 0.10 | 0.86183 | 0.88357 | 0.86183 | 16893.59 | 3943190.33 |
2371 | 2013.03.15 10:30 | t/p | 1188 | 0.08 | 0.86122 | 0.88357 | 0.86122 | 13514.87 | 3956705.20 |
2372 | 2013.03.18 02:00 | t/p | 1181 | 0.03 | 0.85777 | 0.88357 | 0.85777 | 5068.07 | 3961773.27 |
2373 | 2013.03.18 02:00 | t/p | 1182 | 0.04 | 0.85808 | 0.88357 | 0.85808 | 6757.43 | 3968530.70 |
2374 | 2013.03.18 02:00 | t/p | 1183 | 0.07 | 0.86005 | 0.88357 | 0.86005 | 11825.50 | 3980356.20 |
2375 | 2013.03.18 02:00 | t/p | 1184 | 0.06 | 0.85990 | 0.88357 | 0.85990 | 10136.15 | 3990492.35 |
2376 | 2013.03.18 02:00 | t/p | 1189 | 0.05 | 0.85894 | 0.88357 | 0.85894 | 8446.79 | 3998939.14 |
2377 | 2013.03.18 02:33 | t/p | 1180 | 0.01 | 0.85369 | 0.88357 | 0.85369 | 1689.36 | 4000628.50 |
2378 | 2013.03.19 19:00 | t/p | 1179 | 0.01 | 0.85257 | 0.88357 | 0.85257 | 1689.35 | 4002317.85 |
2379 | 2013.03.22 18:00 | buy | 1190 | 0.01 | 0.85306 | 0.82996 | 0.86396 | |
2380 | 2013.03.22 21:00 | buy | 1191 | 0.01 | 0.85224 | 0.82914 | 0.86314 | |
2381 | 2013.03.28 12:00 | sell | 1192 | 0.01 | 0.84266 | 0.85276 | 0.83276 | |
2382 | 2013.03.28 14:00 | buy | 1193 | 0.10 | 0.84653 | 0.82343 | 0.85743 | |
2383 | 2013.03.28 15:00 | buy | 1194 | 0.08 | 0.84710 | 0.82400 | 0.85800 | |
2384 | 2013.03.28 23:00 | sell | 1195 | 0.01 | 0.84347 | 0.85276 | 0.83357 | |
2385 | 2013.03.29 04:00 | sell | 1196 | 0.01 | 0.84317 | 0.85276 | 0.83327 | |
2386 | 2013.04.01 07:00 | close | 1192 | 0.01 | 0.84192 | 0.85276 | 0.83276 | 114.69 | 4002432.54 |
2387 | 2013.04.01 07:00 | close | 1195 | 0.01 | 0.84192 | 0.85276 | 0.83357 | 240.23 | 4002672.77 |
2388 | 2013.04.01 07:00 | close | 1196 | 0.01 | 0.84192 | 0.85276 | 0.83327 | 193.74 | 4002866.51 |
2389 | 2013.04.01 08:00 | sell | 1197 | 0.01 | 0.84125 | 0.85043 | 0.83135 | |
2390 | 2013.04.01 10:00 | sell | 1198 | 0.01 | 0.84233 | 0.85043 | 0.83243 | |
2391 | 2013.04.01 12:00 | sell | 1199 | 0.01 | 0.84211 | 0.85043 | 0.83221 | |
2392 | 2013.04.01 13:00 | sell | 1200 | 0.02 | 0.84256 | 0.85043 | 0.83266 | |
2393 | 2013.04.02 13:00 | buy | 1201 | 0.13 | 0.84572 | 0.82262 | 0.85662 | |
2394 | 2013.04.02 18:00 | buy | 1202 | 0.04 | 0.84874 | 0.82564 | 0.85964 | |
2395 | 2013.04.02 19:00 | buy | 1203 | 0.03 | 0.84937 | 0.82627 | 0.86027 | |
2396 | 2013.04.03 12:00 | buy | 1204 | 0.06 | 0.84816 | 0.82506 | 0.85906 | |
2397 | 2013.04.04 09:05 | s/l | 1197 | 0.01 | 0.85043 | 0.85043 | 0.83135 | -1422.77 | 4001443.74 |
2398 | 2013.04.04 09:05 | s/l | 1198 | 0.01 | 0.85043 | 0.85043 | 0.83243 | -1255.38 | 4000188.36 |
2399 | 2013.04.04 09:05 | s/l | 1199 | 0.01 | 0.85043 | 0.85043 | 0.83221 | -1289.48 | 3998898.88 |
2400 | 2013.04.04 09:05 | s/l | 1200 | 0.02 | 0.85043 | 0.85043 | 0.83266 | -2439.48 | 3996459.40 |