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 |
2551 | 2014.01.06 13:00 | buy | 1278 | 0.03 | 0.83218 | 0.80908 | 0.84308 | |
2552 | 2014.01.07 00:00 | buy | 1279 | 0.04 | 0.83139 | 0.80829 | 0.84229 | |
2553 | 2014.01.10 11:00 | buy | 1280 | 0.30 | 0.82647 | 0.82248 | 0.83637 | |
2554 | 2014.01.10 13:00 | buy | 1281 | 0.13 | 0.82842 | 0.80532 | 0.83932 | |
2555 | 2014.01.10 17:00 | buy | 1282 | 0.17 | 0.82774 | 0.80464 | 0.83864 | |
2556 | 2014.01.10 19:00 | buy | 1283 | 0.10 | 0.82945 | 0.80635 | 0.84035 | |
2557 | 2014.01.13 17:00 | buy | 1284 | 0.02 | 0.83425 | 0.81115 | 0.84515 | |
2558 | 2014.01.13 19:00 | buy | 1285 | 0.02 | 0.83345 | 0.81035 | 0.84435 | |
2559 | 2014.01.21 05:00 | buy | 1286 | 0.23 | 0.82552 | 0.82271 | 0.83542 | |
2560 | 2014.01.21 13:11 | s/l | 1286 | 0.23 | 0.82271 | 0.82271 | 0.83542 | -10015.52 | 4660041.52 |
2561 | 2014.01.21 16:55 | s/l | 1280 | 0.30 | 0.82248 | 0.82248 | 0.83637 | -18549.55 | 4641491.97 |
2562 | 2014.01.23 13:00 | buy | 1287 | 0.53 | 0.82168 | 0.81625 | 0.83158 | |
2563 | 2014.02.03 15:00 | close | 1274 | 0.01 | 0.82689 | 0.81280 | 0.84680 | -1396.27 | 4640095.70 |
2564 | 2014.02.03 15:00 | close | 1275 | 0.01 | 0.82689 | 0.81209 | 0.84609 | -1286.24 | 4638809.46 |
2565 | 2014.02.03 15:00 | close | 1276 | 0.06 | 0.82689 | 0.80817 | 0.84217 | -4072.58 | 4634736.88 |
2566 | 2014.02.03 15:00 | close | 1277 | 0.08 | 0.82689 | 0.80746 | 0.84146 | -4549.89 | 4630186.99 |
2567 | 2014.02.03 15:00 | close | 1278 | 0.03 | 0.82689 | 0.80908 | 0.84308 | -2459.36 | 4627727.63 |
2568 | 2014.02.03 15:00 | close | 1279 | 0.04 | 0.82689 | 0.80829 | 0.84229 | -2789.44 | 4624938.19 |
2569 | 2014.02.03 15:00 | close | 1281 | 0.13 | 0.82689 | 0.80532 | 0.83932 | -3082.34 | 4621855.85 |
2570 | 2014.02.03 15:00 | close | 1282 | 0.17 | 0.82689 | 0.80464 | 0.83864 | -2239.30 | 4619616.55 |
2571 | 2014.02.03 15:00 | close | 1283 | 0.10 | 0.82689 | 0.80635 | 0.84035 | -3967.21 | 4615649.34 |
2572 | 2014.02.03 15:00 | close | 1284 | 0.02 | 0.82689 | 0.81115 | 0.84515 | -2281.15 | 4613368.19 |
2573 | 2014.02.03 15:00 | close | 1285 | 0.02 | 0.82689 | 0.81035 | 0.84435 | -2033.20 | 4611334.99 |
2574 | 2014.02.03 15:00 | close | 1287 | 0.53 | 0.82689 | 0.81625 | 0.83158 | 42791.59 | 4654126.58 |
2575 | 2014.02.03 15:00 | buy | 1288 | 0.01 | 0.82699 | 0.80389 | 0.83789 | |
2576 | 2014.02.03 16:00 | buy | 1289 | 0.01 | 0.82582 | 0.80272 | 0.83672 | |
2577 | 2014.02.06 19:00 | close | 1288 | 0.01 | 0.83305 | 0.80389 | 0.83789 | 939.12 | 4655065.70 |
2578 | 2014.02.06 19:00 | close | 1289 | 0.01 | 0.83305 | 0.80272 | 0.83672 | 1120.43 | 4656186.13 |
2579 | 2014.02.14 04:00 | buy | 1290 | 0.01 | 0.82155 | 0.79845 | 0.83245 | |
2580 | 2014.02.17 18:00 | buy | 1291 | 0.02 | 0.81991 | 0.81519 | 0.82981 | |
2581 | 2014.02.17 20:00 | buy | 1292 | 0.01 | 0.82052 | 0.79742 | 0.83142 | |
2582 | 2014.03.07 14:37 | t/p | 1291 | 0.02 | 0.82981 | 0.81519 | 0.82981 | 3068.36 | 4659254.49 |
2583 | 2014.03.10 10:59 | t/p | 1292 | 0.01 | 0.83142 | 0.79742 | 0.83142 | 1689.13 | 4660943.62 |
2584 | 2014.03.10 11:02 | t/p | 1290 | 0.01 | 0.83245 | 0.79845 | 0.83245 | 1689.13 | 4662632.75 |
2585 | 2014.03.11 03:00 | buy | 1293 | 0.01 | 0.83403 | 0.82393 | 0.84393 | |
2586 | 2014.03.11 12:00 | buy | 1294 | 0.01 | 0.83365 | 0.82355 | 0.84355 | |
2587 | 2014.03.11 14:00 | buy | 1295 | 0.02 | 0.83330 | 0.82320 | 0.84320 | |
2588 | 2014.03.20 12:00 | sell | 1296 | 0.01 | 0.83494 | 0.85804 | 0.82404 | |
2589 | 2014.03.26 03:00 | sell | 1297 | 0.01 | 0.83587 | 0.85804 | 0.82497 | |
2590 | 2014.03.28 11:07 | t/p | 1297 | 0.01 | 0.82497 | 0.85804 | 0.82497 | 1689.39 | 4664322.14 |
2591 | 2014.04.07 08:00 | buy | 1298 | 1.16 | 0.82673 | 0.80363 | 0.83763 | |
2592 | 2014.04.08 11:32 | t/p | 1296 | 0.01 | 0.82404 | 0.85804 | 0.82404 | 1689.37 | 4666011.51 |
2593 | 2014.04.08 11:32 | s/l | 1293 | 0.01 | 0.82393 | 0.82393 | 0.84393 | -1565.18 | 4664446.33 |
2594 | 2014.04.08 11:32 | s/l | 1294 | 0.01 | 0.82355 | 0.82355 | 0.84355 | -1565.17 | 4662881.16 |
2595 | 2014.04.08 12:00 | close | 1295 | 0.02 | 0.82410 | 0.82320 | 0.84320 | -2851.41 | 4660029.75 |
2596 | 2014.04.08 12:00 | close | 1298 | 1.16 | 0.82410 | 0.80363 | 0.83763 | -47277.64 | 4612752.11 |
2597 | 2014.04.09 18:00 | buy | 1299 | 0.01 | 0.82545 | 0.80235 | 0.83635 | |
2598 | 2014.04.10 05:00 | buy | 1300 | 0.01 | 0.82447 | 0.80137 | 0.83537 | |
2599 | 2014.04.18 10:00 | buy | 1301 | 0.02 | 0.82324 | 0.80014 | 0.83414 | |
2600 | 2014.04.18 13:00 | buy | 1302 | 0.02 | 0.82373 | 0.80063 | 0.83463 | |
2601 | 2014.04.23 09:00 | buy | 1303 | 0.04 | 0.82126 | 0.79816 | 0.83216 | |
2602 | 2014.04.23 10:00 | buy | 1304 | 0.03 | 0.82177 | 0.79867 | 0.83267 | |
2603 | 2014.04.29 11:00 | close | 1299 | 0.01 | 0.82389 | 0.80235 | 0.83635 | -241.75 | 4612510.36 |
2604 | 2014.04.29 11:00 | close | 1300 | 0.01 | 0.82389 | 0.80137 | 0.83537 | -89.88 | 4612420.48 |
2605 | 2014.04.29 11:00 | close | 1301 | 0.02 | 0.82389 | 0.80014 | 0.83414 | 201.46 | 4612621.94 |
2606 | 2014.04.29 11:00 | close | 1302 | 0.02 | 0.82389 | 0.80063 | 0.83463 | 49.59 | 4612671.53 |
2607 | 2014.04.29 11:00 | close | 1303 | 0.04 | 0.82389 | 0.79816 | 0.83216 | 1630.28 | 4614301.81 |
2608 | 2014.04.29 11:00 | close | 1304 | 0.03 | 0.82389 | 0.79867 | 0.83267 | 985.60 | 4615287.41 |
2609 | 2014.04.29 11:00 | buy | 1305 | 0.01 | 0.82399 | 0.80089 | 0.83489 | |
2610 | 2014.04.30 15:00 | buy | 1306 | 0.01 | 0.82322 | 0.80012 | 0.83412 | |
2611 | 2014.05.01 10:00 | buy | 1307 | 0.02 | 0.82252 | 0.79942 | 0.83342 | |
2612 | 2014.05.01 12:00 | buy | 1308 | 0.02 | 0.82178 | 0.79868 | 0.83268 | |
2613 | 2014.05.08 10:00 | buy | 1309 | 0.03 | 0.82078 | 0.79768 | 0.83168 | |
2614 | 2014.05.14 15:00 | buy | 1310 | 0.10 | 0.81761 | 0.79541 | 0.82851 | |
2615 | 2014.05.15 14:00 | sell | 1311 | 0.01 | 0.81518 | 0.81898 | 0.80528 | |
2616 | 2014.05.16 10:00 | sell | 1312 | 0.07 | 0.81667 | 0.81898 | 0.80677 | |
2617 | 2014.05.16 12:00 | sell | 1313 | 0.04 | 0.81626 | 0.81898 | 0.80636 | |
2618 | 2014.05.16 13:00 | sell | 1314 | 0.02 | 0.81590 | 0.81898 | 0.80600 | |
2619 | 2014.05.28 14:00 | buy | 1315 | 0.51 | 0.81301 | 0.79992 | 0.82391 | |
2620 | 2014.05.28 16:00 | buy | 1316 | 0.39 | 0.81343 | 0.79992 | 0.82433 | |
2621 | 2014.05.29 13:00 | buy | 1317 | 0.11 | 0.81418 | 0.79992 | 0.82508 | |
2622 | 2014.06.03 14:00 | close | 1311 | 0.01 | 0.81263 | 0.81898 | 0.80528 | 395.26 | 4615682.67 |
2623 | 2014.06.03 14:00 | close | 1312 | 0.07 | 0.81263 | 0.81898 | 0.80677 | 4383.43 | 4620066.10 |
2624 | 2014.06.03 14:00 | close | 1313 | 0.04 | 0.81263 | 0.81898 | 0.80636 | 2250.62 | 4622316.72 |
2625 | 2014.06.03 14:00 | close | 1314 | 0.02 | 0.81263 | 0.81898 | 0.80600 | 1013.70 | 4623330.42 |
2626 | 2014.06.05 15:00 | sell | 1318 | 0.01 | 0.81006 | 0.81560 | 0.80016 | |
2627 | 2014.06.06 19:00 | close | 1305 | 0.01 | 0.81210 | 0.80089 | 0.83489 | -1842.72 | 4621487.70 |
2628 | 2014.06.06 19:00 | close | 1306 | 0.01 | 0.81210 | 0.80012 | 0.83412 | -1723.39 | 4619764.31 |
2629 | 2014.06.06 19:00 | close | 1307 | 0.02 | 0.81210 | 0.79942 | 0.83342 | -3229.80 | 4616534.51 |
2630 | 2014.06.06 19:00 | close | 1308 | 0.02 | 0.81210 | 0.79868 | 0.83268 | -3000.43 | 4613534.08 |
2631 | 2014.06.06 19:00 | close | 1309 | 0.03 | 0.81210 | 0.79768 | 0.83168 | -4035.71 | 4609498.37 |
2632 | 2014.06.06 19:00 | close | 1310 | 0.10 | 0.81210 | 0.79541 | 0.82851 | -8539.45 | 4600958.92 |
2633 | 2014.06.06 19:00 | close | 1315 | 0.51 | 0.81210 | 0.79992 | 0.82391 | -7192.66 | 4593766.26 |
2634 | 2014.06.06 19:00 | close | 1316 | 0.39 | 0.81210 | 0.79992 | 0.82433 | -8038.87 | 4585727.39 |
2635 | 2014.06.06 19:00 | close | 1317 | 0.11 | 0.81210 | 0.79992 | 0.82508 | -3545.97 | 4582181.42 |
2636 | 2014.06.06 19:00 | buy | 1319 | 0.01 | 0.81220 | 0.80289 | 0.82310 | |
2637 | 2014.06.12 23:04 | s/l | 1319 | 0.01 | 0.80289 | 0.80289 | 0.82310 | -1442.87 | 4580738.55 |
2638 | 2014.06.13 00:25 | t/p | 1318 | 0.01 | 0.80016 | 0.81560 | 0.80016 | 1534.51 | 4582273.06 |
2639 | 2014.06.16 18:00 | buy | 1320 | 0.01 | 0.79901 | 0.79533 | 0.80891 | |
2640 | 2014.06.17 10:00 | buy | 1321 | 0.01 | 0.79889 | 0.79533 | 0.80879 | |
2641 | 2014.06.23 10:00 | buy | 1322 | 0.02 | 0.79875 | 0.79631 | 0.80865 | |
2642 | 2014.06.25 23:00 | close | 1320 | 0.01 | 0.80263 | 0.79533 | 0.80891 | 561.03 | 4582834.09 |
2643 | 2014.06.25 23:00 | close | 1321 | 0.01 | 0.80263 | 0.79533 | 0.80879 | 579.63 | 4583413.72 |
2644 | 2014.06.25 23:00 | close | 1322 | 0.02 | 0.80263 | 0.79631 | 0.80865 | 1202.64 | 4584616.36 |
2645 | 2014.06.26 06:00 | buy | 1323 | 0.01 | 0.80264 | 0.79533 | 0.81354 | |
2646 | 2014.06.27 17:00 | buy | 1324 | 0.04 | 0.80128 | 0.79533 | 0.81218 | |
2647 | 2014.06.27 18:00 | buy | 1325 | 0.03 | 0.80169 | 0.79533 | 0.81259 | |
2648 | 2014.06.27 21:00 | buy | 1326 | 0.02 | 0.80177 | 0.79533 | 0.81267 | |
2649 | 2014.06.30 13:00 | buy | 1327 | 0.01 | 0.80237 | 0.79533 | 0.81327 | |
2650 | 2014.06.30 15:00 | buy | 1328 | 0.06 | 0.80125 | 0.79533 | 0.81215 | |
2651 | 2014.07.02 11:32 | s/l | 1323 | 0.01 | 0.79533 | 0.79533 | 0.81354 | -1132.91 | 4583483.45 |
2652 | 2014.07.02 11:32 | s/l | 1324 | 0.04 | 0.79533 | 0.79533 | 0.81218 | -3688.53 | 4579794.92 |
2653 | 2014.07.02 11:32 | s/l | 1325 | 0.03 | 0.79533 | 0.79533 | 0.81259 | -2957.02 | 4576837.90 |
2654 | 2014.07.02 11:32 | s/l | 1326 | 0.02 | 0.79533 | 0.79533 | 0.81267 | -1996.14 | 4574841.76 |
2655 | 2014.07.02 11:32 | s/l | 1327 | 0.01 | 0.79533 | 0.79533 | 0.81327 | -1091.06 | 4573750.70 |
2656 | 2014.07.02 11:32 | s/l | 1328 | 0.06 | 0.79533 | 0.79533 | 0.81215 | -5504.89 | 4568245.81 |
2657 | 2014.07.03 12:00 | buy | 1329 | 0.01 | 0.79674 | 0.79436 | 0.80664 | |
2658 | 2014.07.03 14:00 | buy | 1330 | 0.02 | 0.79653 | 0.79436 | 0.80643 | |
2659 | 2014.07.03 16:02 | s/l | 1329 | 0.01 | 0.79436 | 0.79436 | 0.80664 | -368.86 | 4567876.95 |
2660 | 2014.07.03 16:02 | s/l | 1330 | 0.02 | 0.79436 | 0.79436 | 0.80643 | -672.61 | 4567204.34 |
2661 | 2014.07.07 12:00 | buy | 1331 | 0.01 | 0.79329 | 0.79091 | 0.80319 | |
2662 | 2014.07.07 13:00 | buy | 1332 | 0.01 | 0.79331 | 0.79091 | 0.80321 | |
2663 | 2014.07.15 12:00 | close | 1331 | 0.01 | 0.79375 | 0.79091 | 0.80319 | 71.29 | 4567275.63 |
2664 | 2014.07.15 12:00 | close | 1332 | 0.01 | 0.79375 | 0.79091 | 0.80321 | 68.19 | 4567343.82 |
2665 | 2014.07.17 11:00 | buy | 1333 | 0.01 | 0.79102 | 0.78829 | 0.80092 | |
2666 | 2014.07.17 23:00 | buy | 1334 | 0.02 | 0.79082 | 0.78829 | 0.80072 | |
2667 | 2014.07.23 10:17 | s/l | 1333 | 0.01 | 0.78829 | 0.78829 | 0.80092 | -423.10 | 4566920.72 |
2668 | 2014.07.23 10:17 | s/l | 1334 | 0.02 | 0.78829 | 0.78829 | 0.80072 | -784.21 | 4566136.51 |
2669 | 2014.07.23 15:00 | buy | 1335 | 0.01 | 0.79076 | 0.78682 | 0.80166 | |
2670 | 2014.07.23 21:00 | buy | 1336 | 0.03 | 0.79029 | 0.78682 | 0.80019 | |
2671 | 2014.07.24 11:00 | buy | 1337 | 0.01 | 0.79062 | 0.78682 | 0.80152 | |
2672 | 2014.08.13 14:28 | t/p | 1336 | 0.03 | 0.80019 | 0.78682 | 0.80019 | 4602.97 | 4570739.48 |
2673 | 2014.08.13 15:42 | t/p | 1337 | 0.01 | 0.80152 | 0.78682 | 0.80152 | 1689.30 | 4572428.78 |
2674 | 2014.08.13 15:49 | t/p | 1335 | 0.01 | 0.80166 | 0.78682 | 0.80166 | 1689.30 | 4574118.08 |
2675 | 2014.08.29 15:00 | buy | 1338 | 0.01 | 0.79547 | 0.78682 | 0.80637 | |
2676 | 2014.09.02 10:00 | buy | 1339 | 0.23 | 0.79228 | 0.78682 | 0.80318 | |
2677 | 2014.09.02 12:00 | buy | 1340 | 0.10 | 0.79301 | 0.78682 | 0.80391 | |
2678 | 2014.09.02 13:00 | buy | 1341 | 0.08 | 0.79339 | 0.78682 | 0.80429 | |
2679 | 2014.09.02 16:00 | buy | 1342 | 0.04 | 0.79399 | 0.78682 | 0.80489 | |
2680 | 2014.09.02 17:00 | buy | 1343 | 0.02 | 0.79467 | 0.78682 | 0.80557 | |
2681 | 2014.09.02 18:00 | buy | 1344 | 0.02 | 0.79498 | 0.78682 | 0.80588 | |
2682 | 2014.09.08 03:00 | close | 1338 | 0.01 | 0.79882 | 0.78682 | 0.80637 | 519.18 | 4574637.26 |
2683 | 2014.09.08 03:00 | close | 1339 | 0.23 | 0.79882 | 0.78682 | 0.80318 | 23312.09 | 4597949.35 |
2684 | 2014.09.08 03:00 | close | 1340 | 0.10 | 0.79882 | 0.78682 | 0.80391 | 9004.34 | 4606953.69 |
2685 | 2014.09.08 03:00 | close | 1341 | 0.08 | 0.79882 | 0.78682 | 0.80429 | 6732.33 | 4613686.02 |
2686 | 2014.09.08 03:00 | close | 1342 | 0.04 | 0.79882 | 0.78682 | 0.80489 | 2994.21 | 4616680.23 |
2687 | 2014.09.08 03:00 | close | 1343 | 0.02 | 0.79882 | 0.78682 | 0.80557 | 1286.34 | 4617966.57 |
2688 | 2014.09.08 03:00 | close | 1344 | 0.02 | 0.79882 | 0.78682 | 0.80588 | 1190.25 | 4619156.82 |
2689 | 2014.09.08 12:00 | buy | 1345 | 0.01 | 0.80218 | 0.79208 | 0.81208 | |
2690 | 2014.09.08 15:00 | close | 1345 | 0.01 | 0.80213 | 0.79208 | 0.81208 | -7.75 | 4619149.07 |
2691 | 2014.09.08 19:00 | buy | 1346 | 0.01 | 0.80235 | 0.79225 | 0.81225 | |
2692 | 2014.09.08 20:00 | buy | 1347 | 0.02 | 0.80161 | 0.79151 | 0.81151 | |
2693 | 2014.09.09 18:00 | buy | 1348 | 0.01 | 0.80193 | 0.79183 | 0.81183 | |
2694 | 2014.09.10 16:00 | sell | 1349 | 0.01 | 0.80010 | 0.82320 | 0.78920 | |
2695 | 2014.09.12 03:00 | close | 1349 | 0.01 | 0.79538 | 0.82320 | 0.78920 | 731.60 | 4619880.67 |
2696 | 2014.09.17 22:21 | s/l | 1346 | 0.01 | 0.79225 | 0.79225 | 0.81225 | -1565.31 | 4618315.36 |
2697 | 2014.09.17 22:24 | s/l | 1348 | 0.01 | 0.79183 | 0.79183 | 0.81183 | -1565.30 | 4616750.06 |
2698 | 2014.09.17 22:24 | s/l | 1347 | 0.02 | 0.79151 | 0.79151 | 0.81151 | -3130.62 | 4613619.44 |
2699 | 2014.09.19 23:00 | buy | 1350 | 0.01 | 0.78765 | 0.78042 | 0.79755 | |
2700 | 2014.09.22 03:00 | buy | 1351 | 0.01 | 0.78736 | 0.78042 | 0.79726 | |