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 |
2401 | 2013.04.04 10:00 | buy | 1205 | 0.02 | 0.85033 | 0.82723 | 0.86123 | |
2402 | 2013.04.04 11:00 | buy | 1206 | 0.02 | 0.85102 | 0.82792 | 0.86192 | |
2403 | 2013.04.04 16:00 | sell | 1207 | 0.01 | 0.84494 | 0.85274 | 0.83504 | |
2404 | 2013.04.08 19:09 | s/l | 1207 | 0.01 | 0.85274 | 0.85274 | 0.83504 | -1208.89 | 3995250.51 |
2405 | 2013.04.16 14:12 | t/p | 1201 | 0.13 | 0.85662 | 0.82262 | 0.85662 | 21958.68 | 4017209.19 |
2406 | 2013.04.16 15:01 | t/p | 1193 | 0.10 | 0.85743 | 0.82343 | 0.85743 | 16891.29 | 4034100.48 |
2407 | 2013.04.16 15:24 | t/p | 1194 | 0.08 | 0.85800 | 0.82400 | 0.85800 | 13513.03 | 4047613.51 |
2408 | 2013.04.16 19:01 | t/p | 1204 | 0.06 | 0.85906 | 0.82506 | 0.85906 | 10134.77 | 4057748.28 |
2409 | 2013.04.16 19:03 | t/p | 1202 | 0.04 | 0.85964 | 0.82564 | 0.85964 | 6756.52 | 4064504.80 |
2410 | 2013.04.17 11:31 | t/p | 1203 | 0.03 | 0.86027 | 0.82627 | 0.86027 | 5067.39 | 4069572.19 |
2411 | 2013.04.17 11:42 | t/p | 1205 | 0.02 | 0.86123 | 0.82723 | 0.86123 | 3378.26 | 4072950.45 |
2412 | 2013.04.17 11:48 | t/p | 1206 | 0.02 | 0.86192 | 0.82792 | 0.86192 | 3378.26 | 4076328.71 |
2413 | 2013.04.17 12:26 | t/p | 1191 | 0.01 | 0.86314 | 0.82914 | 0.86314 | 1689.13 | 4078017.84 |
2414 | 2013.04.17 18:00 | close | 1190 | 0.01 | 0.85612 | 0.82996 | 0.86396 | 474.19 | 4078492.03 |
2415 | 2013.04.19 17:00 | buy | 1208 | 0.01 | 0.85634 | 0.83324 | 0.86724 | |
2416 | 2013.04.24 21:00 | buy | 1209 | 0.03 | 0.85301 | 0.82991 | 0.86391 | |
2417 | 2013.04.25 16:00 | sell | 1210 | 0.01 | 0.84544 | 0.85554 | 0.83554 | |
2418 | 2013.04.29 18:00 | buy | 1211 | 0.51 | 0.84558 | 0.82248 | 0.85648 | |
2419 | 2013.04.29 21:00 | buy | 1212 | 0.65 | 0.84472 | 0.82162 | 0.85562 | |
2420 | 2013.05.22 11:30 | s/l | 1210 | 0.01 | 0.85554 | 0.85554 | 0.83554 | -1565.37 | 4076926.66 |
2421 | 2013.05.22 11:30 | t/p | 1212 | 0.65 | 0.85562 | 0.82162 | 0.85562 | 109794.12 | 4186720.78 |
2422 | 2013.05.22 11:30 | t/p | 1211 | 0.51 | 0.85648 | 0.82248 | 0.85648 | 86146.15 | 4272866.93 |
2423 | 2013.05.30 00:00 | close | 1208 | 0.01 | 0.85511 | 0.83324 | 0.86724 | -190.61 | 4272676.32 |
2424 | 2013.05.30 00:00 | close | 1209 | 0.03 | 0.85511 | 0.82991 | 0.86391 | 976.29 | 4273652.61 |
2425 | 2013.06.20 11:00 | sell | 1213 | 0.01 | 0.85610 | 0.87920 | 0.84520 | |
2426 | 2013.06.26 22:00 | buy | 1214 | 0.01 | 0.84927 | 0.82617 | 0.86017 | |
2427 | 2013.06.27 13:00 | close | 1213 | 0.01 | 0.85301 | 0.87920 | 0.84520 | 478.91 | 4274131.52 |
2428 | 2013.07.02 22:00 | sell | 1215 | 0.01 | 0.85637 | 0.87947 | 0.84547 | |
2429 | 2013.07.03 11:00 | close | 1214 | 0.01 | 0.85259 | 0.82617 | 0.86017 | 514.50 | 4274646.02 |
2430 | 2013.07.04 15:00 | close | 1215 | 0.01 | 0.85993 | 0.87947 | 0.84547 | -551.76 | 4274094.26 |
2431 | 2013.07.05 02:00 | buy | 1216 | 0.01 | 0.85827 | 0.84817 | 0.86817 | |
2432 | 2013.07.09 15:00 | close | 1216 | 0.01 | 0.86526 | 0.84817 | 0.86817 | 1083.22 | 4275177.48 |
2433 | 2013.07.10 22:00 | buy | 1217 | 0.01 | 0.86328 | 0.85318 | 0.87318 | |
2434 | 2013.07.17 12:00 | close | 1217 | 0.01 | 0.86503 | 0.85318 | 0.87318 | 271.19 | 4275448.67 |
2435 | 2013.07.18 13:00 | sell | 1218 | 0.01 | 0.86116 | 0.88211 | 0.85026 | |
2436 | 2013.07.19 07:00 | buy | 1219 | 0.01 | 0.86241 | 0.85947 | 0.87231 | |
2437 | 2013.07.19 12:00 | s/l | 1219 | 0.01 | 0.85947 | 0.85947 | 0.87231 | -455.60 | 4274993.07 |
2438 | 2013.07.24 13:00 | buy | 1220 | 0.01 | 0.86272 | 0.85763 | 0.87262 | |
2439 | 2013.07.29 12:00 | sell | 1221 | 0.01 | 0.86251 | 0.88211 | 0.85161 | |
2440 | 2013.07.31 11:18 | t/p | 1220 | 0.01 | 0.87262 | 0.85763 | 0.87262 | 1534.19 | 4276527.26 |
2441 | 2013.08.01 12:00 | sell | 1222 | 0.11 | 0.87137 | 0.88211 | 0.86147 | |
2442 | 2013.08.01 15:00 | sell | 1223 | 0.06 | 0.86883 | 0.88211 | 0.85893 | |
2443 | 2013.08.01 17:00 | sell | 1224 | 0.14 | 0.87173 | 0.88211 | 0.86183 | |
2444 | 2013.08.01 19:00 | sell | 1225 | 0.16 | 0.87274 | 0.88211 | 0.86284 | |
2445 | 2013.08.02 05:00 | sell | 1226 | 0.19 | 0.87338 | 0.88211 | 0.86348 | |
2446 | 2013.08.02 16:00 | sell | 1227 | 0.08 | 0.87000 | 0.88211 | 0.86010 | |
2447 | 2013.08.02 20:00 | sell | 1228 | 0.07 | 0.86886 | 0.88211 | 0.85896 | |
2448 | 2013.08.05 10:00 | sell | 1229 | 0.05 | 0.86793 | 0.88211 | 0.85803 | |
2449 | 2013.08.05 12:00 | sell | 1230 | 0.02 | 0.86522 | 0.88211 | 0.85432 | |
2450 | 2013.08.05 13:00 | sell | 1231 | 0.02 | 0.86401 | 0.88211 | 0.85311 | |
2451 | 2013.08.05 16:00 | sell | 1232 | 0.01 | 0.86359 | 0.88211 | 0.85269 | |
2452 | 2013.08.05 16:36 | t/p | 1226 | 0.19 | 0.86348 | 0.88211 | 0.86348 | 29153.24 | 4305680.50 |
2453 | 2013.08.05 19:00 | close | 1218 | 0.01 | 0.86390 | 0.88211 | 0.85026 | -424.66 | 4305255.84 |
2454 | 2013.08.05 19:00 | close | 1221 | 0.01 | 0.86390 | 0.88211 | 0.85161 | -215.43 | 4305040.41 |
2455 | 2013.08.05 19:00 | close | 1222 | 0.11 | 0.86390 | 0.88211 | 0.86147 | 12735.36 | 4317775.77 |
2456 | 2013.08.05 19:00 | close | 1223 | 0.06 | 0.86390 | 0.88211 | 0.85893 | 4584.54 | 4322360.31 |
2457 | 2013.08.05 19:00 | close | 1224 | 0.14 | 0.86390 | 0.88211 | 0.86183 | 16989.79 | 4339350.10 |
2458 | 2013.08.05 19:00 | close | 1225 | 0.16 | 0.86390 | 0.88211 | 0.86284 | 21921.50 | 4361271.60 |
2459 | 2013.08.05 19:00 | close | 1227 | 0.08 | 0.86390 | 0.88211 | 0.86010 | 7563.41 | 4368835.01 |
2460 | 2013.08.05 19:00 | close | 1228 | 0.07 | 0.86390 | 0.88211 | 0.85896 | 5381.19 | 4374216.20 |
2461 | 2013.08.05 19:00 | close | 1229 | 0.05 | 0.86390 | 0.88211 | 0.85803 | 3123.00 | 4377339.20 |
2462 | 2013.08.05 19:00 | close | 1230 | 0.02 | 0.86390 | 0.88211 | 0.85432 | 409.16 | 4377748.36 |
2463 | 2013.08.05 19:00 | close | 1231 | 0.02 | 0.86390 | 0.88211 | 0.85311 | 34.09 | 4377782.45 |
2464 | 2013.08.05 19:00 | close | 1232 | 0.01 | 0.86390 | 0.88211 | 0.85269 | -48.04 | 4377734.41 |
2465 | 2013.08.05 19:00 | sell | 1233 | 0.01 | 0.86380 | 0.88211 | 0.85290 | |
2466 | 2013.08.07 19:00 | close | 1233 | 0.01 | 0.85924 | 0.88211 | 0.85290 | 706.74 | 4378441.15 |
2467 | 2013.08.16 16:00 | buy | 1234 | 0.01 | 0.85437 | 0.83127 | 0.86527 | |
2468 | 2013.08.19 04:00 | buy | 1235 | 0.01 | 0.85348 | 0.83038 | 0.86438 | |
2469 | 2013.08.20 19:00 | close | 1234 | 0.01 | 0.85634 | 0.83127 | 0.86527 | 305.29 | 4378746.44 |
2470 | 2013.08.20 19:00 | close | 1235 | 0.01 | 0.85634 | 0.83038 | 0.86438 | 443.21 | 4379189.65 |
2471 | 2013.08.20 21:00 | buy | 1236 | 0.01 | 0.85629 | 0.83319 | 0.86719 | |
2472 | 2013.08.21 11:00 | buy | 1237 | 0.01 | 0.85516 | 0.83206 | 0.86606 | |
2473 | 2013.08.28 16:00 | close | 1236 | 0.01 | 0.86018 | 0.83319 | 0.86719 | 602.81 | 4379792.46 |
2474 | 2013.08.28 16:00 | close | 1237 | 0.01 | 0.86018 | 0.83206 | 0.86606 | 777.92 | 4380570.38 |
2475 | 2013.09.02 05:00 | sell | 1238 | 0.01 | 0.84922 | 0.85932 | 0.83932 | |
2476 | 2013.09.06 15:44 | t/p | 1238 | 0.01 | 0.83932 | 0.85932 | 0.83932 | 1534.35 | 4382104.73 |
2477 | 2013.09.10 19:00 | sell | 1239 | 0.01 | 0.84296 | 0.84730 | 0.83306 | |
2478 | 2013.09.11 00:00 | sell | 1240 | 0.01 | 0.84321 | 0.84730 | 0.83331 | |
2479 | 2013.09.11 06:00 | sell | 1241 | 0.01 | 0.84334 | 0.84730 | 0.83344 | |
2480 | 2013.09.19 12:00 | buy | 1242 | 0.01 | 0.84314 | 0.82004 | 0.85404 | |
2481 | 2013.09.19 16:00 | buy | 1243 | 0.01 | 0.84247 | 0.81937 | 0.85337 | |
2482 | 2013.09.25 19:00 | close | 1239 | 0.01 | 0.84188 | 0.84730 | 0.83306 | 167.38 | 4382272.11 |
2483 | 2013.09.25 19:00 | close | 1240 | 0.01 | 0.84188 | 0.84730 | 0.83331 | 206.13 | 4382478.24 |
2484 | 2013.09.25 19:00 | close | 1241 | 0.01 | 0.84188 | 0.84730 | 0.83344 | 226.28 | 4382704.52 |
2485 | 2013.09.27 09:00 | sell | 1244 | 0.01 | 0.83754 | 0.84653 | 0.82764 | |
2486 | 2013.09.27 16:00 | buy | 1245 | 0.02 | 0.84148 | 0.81838 | 0.85238 | |
2487 | 2013.09.27 20:00 | sell | 1246 | 0.01 | 0.83871 | 0.84653 | 0.82881 | |
2488 | 2013.09.27 21:00 | sell | 1247 | 0.01 | 0.83815 | 0.84653 | 0.82825 | |
2489 | 2013.10.02 18:00 | buy | 1248 | 0.08 | 0.83744 | 0.81434 | 0.84834 | |
2490 | 2013.10.02 19:00 | buy | 1249 | 0.06 | 0.83794 | 0.81484 | 0.84884 | |
2491 | 2013.10.03 02:00 | buy | 1250 | 0.10 | 0.83703 | 0.81393 | 0.84793 | |
2492 | 2013.10.03 10:00 | buy | 1251 | 0.04 | 0.83868 | 0.81558 | 0.84958 | |
2493 | 2013.10.03 11:00 | buy | 1252 | 0.03 | 0.83996 | 0.81686 | 0.85086 | |
2494 | 2013.10.04 13:38 | s/l | 1244 | 0.01 | 0.84653 | 0.84653 | 0.82764 | -1393.35 | 4381311.17 |
2495 | 2013.10.04 13:38 | s/l | 1246 | 0.01 | 0.84653 | 0.84653 | 0.82881 | -1212.02 | 4380099.15 |
2496 | 2013.10.04 13:38 | s/l | 1247 | 0.01 | 0.84653 | 0.84653 | 0.82825 | -1298.81 | 4378800.34 |
2497 | 2013.10.09 15:57 | t/p | 1250 | 0.10 | 0.84793 | 0.81393 | 0.84793 | 16891.62 | 4395691.96 |
2498 | 2013.10.09 15:57 | t/p | 1248 | 0.08 | 0.84834 | 0.81434 | 0.84834 | 13513.30 | 4409205.26 |
2499 | 2013.10.10 12:06 | t/p | 1249 | 0.06 | 0.84884 | 0.81484 | 0.84884 | 10134.98 | 4419340.24 |
2500 | 2013.10.11 13:01 | t/p | 1251 | 0.04 | 0.84958 | 0.81558 | 0.84958 | 6756.65 | 4426096.89 |
2501 | 2013.10.11 18:04 | t/p | 1252 | 0.03 | 0.85086 | 0.81686 | 0.85086 | 5067.49 | 4431164.38 |
2502 | 2013.10.23 10:16 | t/p | 1245 | 0.02 | 0.85238 | 0.81838 | 0.85238 | 3378.30 | 4434542.68 |
2503 | 2013.10.24 13:00 | t/p | 1243 | 0.01 | 0.85337 | 0.81937 | 0.85337 | 1689.15 | 4436231.83 |
2504 | 2013.10.24 13:00 | t/p | 1242 | 0.01 | 0.85404 | 0.82004 | 0.85404 | 1689.15 | 4437920.98 |
2505 | 2013.10.29 18:00 | buy | 1253 | 0.01 | 0.85826 | 0.84781 | 0.86816 | |
2506 | 2013.10.30 23:00 | sell | 1254 | 0.01 | 0.85640 | 0.87950 | 0.84550 | |
2507 | 2013.10.31 18:15 | s/l | 1253 | 0.01 | 0.84781 | 0.84781 | 0.86816 | -1619.42 | 4436301.56 |
2508 | 2013.11.01 04:20 | t/p | 1254 | 0.01 | 0.84550 | 0.87950 | 0.84550 | 1689.37 | 4437990.93 |
2509 | 2013.11.06 20:00 | buy | 1255 | 0.01 | 0.84148 | 0.81838 | 0.85238 | |
2510 | 2013.11.07 04:00 | buy | 1256 | 0.01 | 0.84063 | 0.81753 | 0.85153 | |
2511 | 2013.11.11 07:00 | buy | 1257 | 0.13 | 0.83442 | 0.82946 | 0.84432 | |
2512 | 2013.11.11 10:00 | buy | 1258 | 0.10 | 0.83490 | 0.82946 | 0.84480 | |
2513 | 2013.11.11 11:00 | buy | 1259 | 0.08 | 0.83551 | 0.81241 | 0.84641 | |
2514 | 2013.11.11 14:00 | buy | 1260 | 0.03 | 0.83812 | 0.81502 | 0.84902 | |
2515 | 2013.11.11 17:00 | buy | 1261 | 0.02 | 0.83930 | 0.81620 | 0.85020 | |
2516 | 2013.11.11 18:00 | buy | 1262 | 0.02 | 0.83895 | 0.81585 | 0.84985 | |
2517 | 2013.11.12 16:04 | t/p | 1257 | 0.13 | 0.84432 | 0.82946 | 0.84432 | 19944.38 | 4457935.31 |
2518 | 2013.11.12 17:04 | t/p | 1258 | 0.10 | 0.84480 | 0.82946 | 0.84480 | 15341.83 | 4473277.14 |
2519 | 2013.11.12 19:00 | close | 1255 | 0.01 | 0.84368 | 0.81838 | 0.85238 | 340.93 | 4473618.07 |
2520 | 2013.11.12 19:00 | close | 1256 | 0.01 | 0.84368 | 0.81753 | 0.85153 | 472.65 | 4474090.72 |
2521 | 2013.11.12 19:00 | close | 1259 | 0.08 | 0.84368 | 0.81241 | 0.84641 | 10128.71 | 4484219.43 |
2522 | 2013.11.12 19:00 | close | 1260 | 0.03 | 0.84368 | 0.81502 | 0.84902 | 2584.87 | 4486804.30 |
2523 | 2013.11.12 19:00 | close | 1261 | 0.02 | 0.84368 | 0.81620 | 0.85020 | 1357.52 | 4488161.82 |
2524 | 2013.11.12 19:00 | close | 1262 | 0.02 | 0.84368 | 0.81585 | 0.84985 | 1465.99 | 4489627.81 |
2525 | 2013.11.18 13:00 | buy | 1263 | 0.01 | 0.83782 | 0.81472 | 0.84872 | |
2526 | 2013.11.22 13:00 | buy | 1264 | 0.04 | 0.83407 | 0.83109 | 0.84397 | |
2527 | 2013.11.22 14:00 | buy | 1265 | 0.03 | 0.83455 | 0.81145 | 0.84545 | |
2528 | 2013.11.22 16:00 | buy | 1266 | 0.02 | 0.83501 | 0.81191 | 0.84591 | |
2529 | 2013.11.22 20:00 | buy | 1267 | 0.02 | 0.83581 | 0.81271 | 0.84671 | |
2530 | 2013.11.25 20:00 | buy | 1268 | 0.01 | 0.83638 | 0.81328 | 0.84728 | |
2531 | 2013.11.29 11:00 | buy | 1269 | 0.06 | 0.83303 | 0.80993 | 0.84393 | |
2532 | 2013.11.29 18:59 | s/l | 1264 | 0.04 | 0.83109 | 0.83109 | 0.84397 | -1847.22 | 4487780.59 |
2533 | 2013.12.03 17:00 | buy | 1270 | 0.30 | 0.82807 | 0.82469 | 0.83797 | |
2534 | 2013.12.03 19:00 | buy | 1271 | 0.39 | 0.82788 | 0.82469 | 0.83778 | |
2535 | 2013.12.03 20:00 | buy | 1272 | 0.23 | 0.82881 | 0.82469 | 0.83871 | |
2536 | 2013.12.04 12:00 | buy | 1273 | 0.13 | 0.82977 | 0.82469 | 0.83967 | |
2537 | 2013.12.05 19:24 | t/p | 1271 | 0.39 | 0.83778 | 0.82469 | 0.83778 | 59833.14 | 4547613.73 |
2538 | 2013.12.06 19:59 | t/p | 1270 | 0.30 | 0.83797 | 0.82469 | 0.83797 | 46025.50 | 4593639.23 |
2539 | 2013.12.06 20:11 | t/p | 1272 | 0.23 | 0.83871 | 0.82469 | 0.83871 | 35286.21 | 4628925.44 |
2540 | 2013.12.11 13:24 | t/p | 1273 | 0.13 | 0.83967 | 0.82469 | 0.83967 | 19944.38 | 4648869.82 |
2541 | 2013.12.13 15:58 | t/p | 1269 | 0.06 | 0.84393 | 0.80993 | 0.84393 | 10134.91 | 4659004.73 |
2542 | 2013.12.16 13:30 | t/p | 1265 | 0.03 | 0.84545 | 0.81145 | 0.84545 | 5067.46 | 4664072.19 |
2543 | 2013.12.17 14:59 | t/p | 1266 | 0.02 | 0.84591 | 0.81191 | 0.84591 | 3378.30 | 4667450.49 |
2544 | 2013.12.18 13:00 | close | 1263 | 0.01 | 0.84066 | 0.81472 | 0.84872 | 440.11 | 4667890.60 |
2545 | 2013.12.18 13:00 | close | 1267 | 0.02 | 0.84066 | 0.81271 | 0.84671 | 1503.18 | 4669393.78 |
2546 | 2013.12.18 13:00 | close | 1268 | 0.01 | 0.84066 | 0.81328 | 0.84728 | 663.26 | 4670057.04 |
2547 | 2013.12.20 14:00 | buy | 1274 | 0.01 | 0.83590 | 0.81280 | 0.84680 | |
2548 | 2013.12.30 14:00 | buy | 1275 | 0.01 | 0.83519 | 0.81209 | 0.84609 | |
2549 | 2014.01.03 06:00 | buy | 1276 | 0.06 | 0.83127 | 0.80817 | 0.84217 | |
2550 | 2014.01.03 16:00 | buy | 1277 | 0.08 | 0.83056 | 0.80746 | 0.84146 | |