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 |
2701 | 2014.09.22 04:00 | buy | 1352 | 0.02 | 0.78698 | 0.78042 | 0.79688 | |
2702 | 2014.09.22 09:00 | buy | 1353 | 0.02 | 0.78704 | 0.78042 | 0.79694 | |
2703 | 2014.09.22 14:00 | buy | 1354 | 0.04 | 0.78645 | 0.78042 | 0.79635 | |
2704 | 2014.09.22 15:00 | buy | 1355 | 0.03 | 0.78660 | 0.78042 | 0.79650 | |
2705 | 2014.09.25 10:51 | s/l | 1350 | 0.01 | 0.78042 | 0.78042 | 0.79755 | -1120.51 | 4612498.93 |
2706 | 2014.09.25 10:51 | s/l | 1351 | 0.01 | 0.78042 | 0.78042 | 0.79726 | -1075.57 | 4611423.36 |
2707 | 2014.09.25 10:51 | s/l | 1352 | 0.02 | 0.78042 | 0.78042 | 0.79688 | -2033.35 | 4609390.01 |
2708 | 2014.09.25 10:51 | s/l | 1353 | 0.02 | 0.78042 | 0.78042 | 0.79694 | -2051.95 | 4607338.06 |
2709 | 2014.09.25 10:51 | s/l | 1354 | 0.04 | 0.78042 | 0.78042 | 0.79635 | -3738.14 | 4603599.92 |
2710 | 2014.09.25 10:51 | s/l | 1355 | 0.03 | 0.78042 | 0.78042 | 0.79650 | -2873.34 | 4600726.58 |
2711 | 2014.09.26 11:00 | buy | 1356 | 0.01 | 0.78200 | 0.77798 | 0.79190 | |
2712 | 2014.09.26 18:00 | buy | 1357 | 0.02 | 0.78167 | 0.77798 | 0.79157 | |
2713 | 2014.09.29 07:00 | buy | 1358 | 0.04 | 0.78137 | 0.77798 | 0.79127 | |
2714 | 2014.09.29 13:00 | buy | 1359 | 0.06 | 0.78128 | 0.77798 | 0.79118 | |
2715 | 2014.09.29 14:00 | buy | 1360 | 0.02 | 0.78174 | 0.77798 | 0.79164 | |
2716 | 2014.09.30 12:23 | s/l | 1356 | 0.01 | 0.77798 | 0.77798 | 0.79190 | -623.02 | 4600103.56 |
2717 | 2014.09.30 12:23 | s/l | 1357 | 0.02 | 0.77798 | 0.77798 | 0.79157 | -1143.77 | 4598959.79 |
2718 | 2014.09.30 12:23 | s/l | 1358 | 0.04 | 0.77798 | 0.77798 | 0.79127 | -2101.55 | 4596858.24 |
2719 | 2014.09.30 12:23 | s/l | 1359 | 0.06 | 0.77798 | 0.77798 | 0.79118 | -3068.64 | 4593789.60 |
2720 | 2014.09.30 12:23 | s/l | 1360 | 0.02 | 0.77798 | 0.77798 | 0.79164 | -1165.47 | 4592624.13 |
2721 | 2014.10.01 21:00 | buy | 1361 | 0.01 | 0.77950 | 0.77608 | 0.78940 | |
2722 | 2014.10.08 18:00 | t/p | 1361 | 0.01 | 0.78940 | 0.77608 | 0.78940 | 1534.31 | 4594158.44 |
2723 | 2014.10.08 18:00 | buy | 1362 | 0.01 | 0.78954 | 0.77608 | 0.80014 | |
2724 | 2014.10.08 21:00 | buy | 1363 | 0.01 | 0.78908 | 0.77608 | 0.79998 | |
2725 | 2014.10.08 23:00 | buy | 1364 | 0.02 | 0.78803 | 0.77608 | 0.79893 | |
2726 | 2014.10.09 03:00 | buy | 1365 | 0.02 | 0.78838 | 0.77608 | 0.79928 | |
2727 | 2014.10.13 06:00 | buy | 1366 | 0.03 | 0.78755 | 0.77608 | 0.79845 | |
2728 | 2014.10.15 16:17 | t/p | 1366 | 0.03 | 0.79845 | 0.77608 | 0.79845 | 5067.91 | 4599226.35 |
2729 | 2014.10.15 16:27 | t/p | 1364 | 0.02 | 0.79893 | 0.77608 | 0.79893 | 3378.61 | 4602604.96 |
2730 | 2014.10.15 16:27 | t/p | 1365 | 0.02 | 0.79928 | 0.77608 | 0.79928 | 3378.61 | 4605983.57 |
2731 | 2014.10.15 16:29 | t/p | 1363 | 0.01 | 0.79998 | 0.77608 | 0.79998 | 1689.30 | 4607672.87 |
2732 | 2014.10.15 16:30 | t/p | 1362 | 0.01 | 0.80014 | 0.77608 | 0.80014 | 1642.81 | 4609315.68 |
2733 | 2014.10.22 15:00 | buy | 1367 | 0.01 | 0.79133 | 0.77608 | 0.80223 | |
2734 | 2014.10.23 16:00 | buy | 1368 | 0.02 | 0.78999 | 0.77608 | 0.80089 | |
2735 | 2014.10.23 17:00 | buy | 1369 | 0.02 | 0.78969 | 0.77608 | 0.80059 | |
2736 | 2014.10.24 03:00 | buy | 1370 | 0.03 | 0.78931 | 0.77608 | 0.80021 | |
2737 | 2014.10.28 04:00 | buy | 1371 | 0.04 | 0.78847 | 0.77608 | 0.79937 | |
2738 | 2014.10.28 10:00 | buy | 1372 | 0.06 | 0.78822 | 0.77608 | 0.79912 | |
2739 | 2014.10.29 16:00 | buy | 1373 | 0.01 | 0.79045 | 0.77608 | 0.80135 | |
2740 | 2014.11.04 07:00 | buy | 1374 | 0.86 | 0.78295 | 0.77608 | 0.79385 | |
2741 | 2014.11.04 13:00 | buy | 1375 | 0.15 | 0.78231 | 0.77608 | 0.79321 | |
2742 | 2014.11.13 18:17 | t/p | 1375 | 0.15 | 0.79321 | 0.77608 | 0.79321 | 25340.37 | 4634656.05 |
2743 | 2014.11.13 19:58 | t/p | 1374 | 0.86 | 0.79385 | 0.77608 | 0.79385 | 145284.82 | 4779940.87 |
2744 | 2014.11.14 20:04 | t/p | 1372 | 0.06 | 0.79912 | 0.77608 | 0.79912 | 10136.15 | 4790077.02 |
2745 | 2014.11.14 20:06 | t/p | 1371 | 0.04 | 0.79937 | 0.77608 | 0.79937 | 6757.43 | 4796834.45 |
2746 | 2014.11.17 05:35 | t/p | 1370 | 0.03 | 0.80021 | 0.77608 | 0.80021 | 5068.07 | 4801902.52 |
2747 | 2014.11.17 19:00 | sell | 1376 | 0.01 | 0.79598 | 0.81908 | 0.78508 | |
2748 | 2014.11.18 11:00 | sell | 1377 | 0.01 | 0.79736 | 0.81908 | 0.78646 | |
2749 | 2014.11.18 13:02 | t/p | 1369 | 0.02 | 0.80059 | 0.77608 | 0.80059 | 3378.65 | 4805281.17 |
2750 | 2014.11.18 18:30 | t/p | 1368 | 0.02 | 0.80089 | 0.77608 | 0.80089 | 3378.65 | 4808659.82 |
2751 | 2014.11.18 19:05 | t/p | 1373 | 0.01 | 0.80135 | 0.77608 | 0.80135 | 1689.33 | 4810349.15 |
2752 | 2014.11.19 01:56 | t/p | 1367 | 0.01 | 0.80223 | 0.77608 | 0.80223 | 1689.32 | 4812038.47 |
2753 | 2014.11.19 02:00 | buy | 1378 | 0.01 | 0.80223 | 0.79283 | 0.81213 | |
2754 | 2014.11.19 09:00 | buy | 1379 | 0.01 | 0.80201 | 0.79283 | 0.81191 | |
2755 | 2014.11.19 17:00 | buy | 1380 | 0.03 | 0.80086 | 0.79283 | 0.81076 | |
2756 | 2014.11.20 13:00 | sell | 1381 | 0.01 | 0.79846 | 0.81908 | 0.78756 | |
2757 | 2014.11.20 18:00 | sell | 1382 | 0.01 | 0.79789 | 0.81908 | 0.78699 | |
2758 | 2014.11.21 03:00 | sell | 1383 | 0.02 | 0.79921 | 0.81908 | 0.78831 | |
2759 | 2014.11.21 07:00 | buy | 1384 | 0.08 | 0.80003 | 0.79493 | 0.80993 | |
2760 | 2014.11.21 13:03 | s/l | 1384 | 0.08 | 0.79493 | 0.79493 | 0.80993 | -6323.35 | 4805715.12 |
2761 | 2014.11.21 14:13 | s/l | 1378 | 0.01 | 0.79283 | 0.79283 | 0.81213 | -1456.85 | 4804258.27 |
2762 | 2014.11.21 14:13 | s/l | 1379 | 0.01 | 0.79283 | 0.79283 | 0.81191 | -1422.76 | 4802835.51 |
2763 | 2014.11.21 14:13 | s/l | 1380 | 0.03 | 0.79283 | 0.79283 | 0.81076 | -3733.57 | 4799101.94 |
2764 | 2014.12.02 15:00 | close | 1376 | 0.01 | 0.79203 | 0.81908 | 0.78508 | 612.28 | 4799714.22 |
2765 | 2014.12.02 15:00 | close | 1377 | 0.01 | 0.79203 | 0.81908 | 0.78646 | 826.19 | 4800540.41 |
2766 | 2014.12.02 15:00 | close | 1381 | 0.01 | 0.79203 | 0.81908 | 0.78756 | 996.70 | 4801537.11 |
2767 | 2014.12.02 15:00 | close | 1382 | 0.01 | 0.79203 | 0.81908 | 0.78699 | 908.35 | 4802445.46 |
2768 | 2014.12.02 15:00 | close | 1383 | 0.02 | 0.79203 | 0.81908 | 0.78831 | 2225.90 | 4804671.36 |
2769 | 2014.12.22 13:00 | buy | 1385 | 0.01 | 0.78462 | 0.77608 | 0.79552 | |
2770 | 2014.12.29 14:00 | buy | 1386 | 0.01 | 0.78416 | 0.77608 | 0.79506 | |
2771 | 2014.12.29 15:00 | buy | 1387 | 0.02 | 0.78385 | 0.77608 | 0.79475 | |
2772 | 2014.12.30 12:00 | buy | 1388 | 0.03 | 0.78339 | 0.77608 | 0.79429 | |
2773 | 2014.12.31 19:59 | s/l | 1385 | 0.01 | 0.77608 | 0.77608 | 0.79552 | -1323.59 | 4803347.77 |
2774 | 2014.12.31 19:59 | s/l | 1386 | 0.01 | 0.77608 | 0.77608 | 0.79506 | -1252.30 | 4802095.47 |
2775 | 2014.12.31 19:59 | s/l | 1387 | 0.02 | 0.77608 | 0.77608 | 0.79475 | -2408.50 | 4799686.97 |
2776 | 2014.12.31 19:59 | s/l | 1388 | 0.03 | 0.77608 | 0.77608 | 0.79429 | -3398.87 | 4796288.10 |
2777 | 2015.01.02 20:00 | buy | 1389 | 0.01 | 0.78188 | 0.77389 | 0.79278 | |
2778 | 2015.01.05 02:00 | buy | 1390 | 0.02 | 0.78100 | 0.77389 | 0.79190 | |
2779 | 2015.01.05 04:00 | buy | 1391 | 0.01 | 0.78161 | 0.77389 | 0.79251 | |
2780 | 2015.01.05 05:00 | buy | 1392 | 0.02 | 0.78143 | 0.77389 | 0.79233 | |
2781 | 2015.01.05 15:00 | buy | 1393 | 0.03 | 0.78080 | 0.77389 | 0.79170 | |
2782 | 2015.01.14 13:47 | s/l | 1389 | 0.01 | 0.77389 | 0.77389 | 0.79278 | -1238.35 | 4795049.75 |
2783 | 2015.01.14 13:47 | s/l | 1390 | 0.02 | 0.77389 | 0.77389 | 0.79190 | -2203.91 | 4792845.84 |
2784 | 2015.01.14 13:47 | s/l | 1391 | 0.01 | 0.77389 | 0.77389 | 0.79251 | -1196.50 | 4791649.34 |
2785 | 2015.01.14 13:47 | s/l | 1392 | 0.02 | 0.77389 | 0.77389 | 0.79233 | -2337.20 | 4789312.14 |
2786 | 2015.01.14 13:47 | s/l | 1393 | 0.03 | 0.77389 | 0.77389 | 0.79170 | -3212.88 | 4786099.26 |
2787 | 2015.01.20 14:00 | sell | 1394 | 0.01 | 0.76544 | 0.77523 | 0.75554 | |
2788 | 2015.01.23 01:12 | t/p | 1394 | 0.01 | 0.75554 | 0.77523 | 0.75554 | 1534.57 | 4787633.83 |
2789 | 2015.01.23 12:00 | sell | 1395 | 0.01 | 0.75727 | 0.76737 | 0.74737 | |
2790 | 2015.01.23 15:57 | t/p | 1395 | 0.01 | 0.74737 | 0.76737 | 0.74737 | 1534.57 | 4789168.40 |
2791 | 2015.01.26 14:00 | sell | 1396 | 0.01 | 0.74942 | 0.75952 | 0.73952 | |
2792 | 2015.02.02 07:00 | sell | 1397 | 0.01 | 0.75035 | 0.75952 | 0.74045 | |
2793 | 2015.02.02 08:00 | sell | 1398 | 0.01 | 0.74989 | 0.75952 | 0.73999 | |
2794 | 2015.02.03 18:00 | buy | 1399 | 0.01 | 0.75779 | 0.73983 | 0.76869 | |
2795 | 2015.02.04 02:00 | buy | 1400 | 0.01 | 0.75676 | 0.73983 | 0.76766 | |
2796 | 2015.02.04 04:00 | buy | 1401 | 0.02 | 0.75669 | 0.73983 | 0.76759 | |
2797 | 2015.02.04 14:00 | sell | 1402 | 0.08 | 0.75375 | 0.75952 | 0.74385 | |
2798 | 2015.02.04 15:00 | sell | 1403 | 0.07 | 0.75322 | 0.75952 | 0.74332 | |
2799 | 2015.02.04 17:00 | sell | 1404 | 0.03 | 0.75197 | 0.75952 | 0.74207 | |
2800 | 2015.02.04 18:00 | sell | 1405 | 0.02 | 0.75138 | 0.75952 | 0.74148 | |
2801 | 2015.02.04 21:00 | sell | 1406 | 0.01 | 0.75068 | 0.75952 | 0.74078 | |
2802 | 2015.02.06 17:30 | t/p | 1402 | 0.08 | 0.74385 | 0.75952 | 0.74385 | 12276.48 | 4801444.88 |
2803 | 2015.02.06 17:30 | t/p | 1403 | 0.07 | 0.74332 | 0.75952 | 0.74332 | 10741.92 | 4812186.80 |
2804 | 2015.02.07 01:47 | t/p | 1404 | 0.03 | 0.74207 | 0.75952 | 0.74207 | 4603.68 | 4816790.48 |
2805 | 2015.02.09 16:57 | t/p | 1405 | 0.02 | 0.74148 | 0.75952 | 0.74148 | 3069.12 | 4819859.60 |
2806 | 2015.02.09 19:00 | close | 1396 | 0.01 | 0.74409 | 0.75952 | 0.73952 | 826.19 | 4820685.79 |
2807 | 2015.02.09 19:00 | close | 1397 | 0.01 | 0.74409 | 0.75952 | 0.74045 | 970.34 | 4821656.13 |
2808 | 2015.02.09 19:00 | close | 1398 | 0.01 | 0.74409 | 0.75952 | 0.73999 | 899.04 | 4822555.17 |
2809 | 2015.02.09 19:00 | close | 1406 | 0.01 | 0.74409 | 0.75952 | 0.74078 | 1021.49 | 4823576.66 |
2810 | 2015.02.09 20:00 | sell | 1407 | 0.01 | 0.74370 | 0.75380 | 0.73380 | |
2811 | 2015.02.11 13:41 | s/l | 1399 | 0.01 | 0.73983 | 0.73983 | 0.76869 | -2783.55 | 4820793.11 |
2812 | 2015.02.11 13:41 | s/l | 1400 | 0.01 | 0.73983 | 0.73983 | 0.76766 | -2623.92 | 4818169.19 |
2813 | 2015.02.11 13:41 | s/l | 1401 | 0.02 | 0.73983 | 0.73983 | 0.76759 | -5226.13 | 4812943.06 |
2814 | 2015.02.12 02:00 | buy | 1408 | 0.01 | 0.74373 | 0.73794 | 0.75363 | |
2815 | 2015.02.12 03:00 | buy | 1409 | 0.01 | 0.74345 | 0.73794 | 0.75335 | |
2816 | 2015.02.12 04:00 | buy | 1410 | 0.13 | 0.74204 | 0.73794 | 0.75194 | |
2817 | 2015.02.12 05:00 | buy | 1411 | 0.06 | 0.74266 | 0.73794 | 0.75256 | |
2818 | 2015.02.12 06:00 | buy | 1412 | 0.04 | 0.74284 | 0.73794 | 0.75274 | |
2819 | 2015.02.12 07:00 | buy | 1413 | 0.02 | 0.74310 | 0.73794 | 0.75300 | |
2820 | 2015.02.12 12:00 | buy | 1414 | 0.02 | 0.74343 | 0.73794 | 0.75333 | |
2821 | 2015.02.12 16:55 | s/l | 1408 | 0.01 | 0.73794 | 0.73794 | 0.75363 | -897.36 | 4812045.70 |
2822 | 2015.02.12 16:55 | s/l | 1409 | 0.01 | 0.73794 | 0.73794 | 0.75335 | -853.97 | 4811191.73 |
2823 | 2015.02.12 16:55 | s/l | 1410 | 0.13 | 0.73794 | 0.73794 | 0.75194 | -8260.70 | 4802931.03 |
2824 | 2015.02.12 16:55 | s/l | 1411 | 0.06 | 0.73794 | 0.73794 | 0.75256 | -4389.17 | 4798541.86 |
2825 | 2015.02.12 16:55 | s/l | 1412 | 0.04 | 0.73794 | 0.73794 | 0.75274 | -3037.71 | 4795504.15 |
2826 | 2015.02.12 16:55 | s/l | 1413 | 0.02 | 0.73794 | 0.73794 | 0.75300 | -1599.45 | 4793904.70 |
2827 | 2015.02.12 16:55 | s/l | 1414 | 0.02 | 0.73794 | 0.73794 | 0.75333 | -1701.74 | 4792202.96 |
2828 | 2015.02.12 19:00 | close | 1407 | 0.01 | 0.74118 | 0.75380 | 0.73380 | 390.61 | 4792593.57 |
2829 | 2015.02.13 10:00 | buy | 1415 | 0.01 | 0.74197 | 0.73658 | 0.75187 | |
2830 | 2015.02.16 13:00 | buy | 1416 | 0.06 | 0.74099 | 0.73658 | 0.75089 | |
2831 | 2015.02.17 14:00 | buy | 1417 | 0.03 | 0.74122 | 0.73658 | 0.75212 | |
2832 | 2015.02.17 19:00 | close | 1415 | 0.01 | 0.74294 | 0.73658 | 0.75187 | 150.34 | 4792743.91 |
2833 | 2015.02.17 19:00 | close | 1416 | 0.06 | 0.74294 | 0.73658 | 0.75089 | 1813.33 | 4794557.24 |
2834 | 2015.02.17 19:00 | close | 1417 | 0.03 | 0.74294 | 0.73658 | 0.75212 | 799.73 | 4795356.97 |
2835 | 2015.02.17 19:00 | buy | 1418 | 0.01 | 0.74304 | 0.73658 | 0.75394 | |
2836 | 2015.02.17 23:00 | buy | 1419 | 0.02 | 0.74266 | 0.73658 | 0.75356 | |
2837 | 2015.02.18 12:00 | buy | 1420 | 0.03 | 0.74209 | 0.73658 | 0.75299 | |
2838 | 2015.02.18 15:22 | s/l | 1418 | 0.01 | 0.73658 | 0.73658 | 0.75394 | -1001.21 | 4794355.76 |
2839 | 2015.02.18 15:22 | s/l | 1419 | 0.02 | 0.73658 | 0.73658 | 0.75356 | -1884.63 | 4792471.13 |
2840 | 2015.02.18 15:22 | s/l | 1420 | 0.03 | 0.73658 | 0.73658 | 0.75299 | -2561.92 | 4789909.21 |
2841 | 2015.02.20 20:00 | buy | 1421 | 0.01 | 0.73963 | 0.73342 | 0.75053 | |
2842 | 2015.02.20 21:00 | buy | 1422 | 0.02 | 0.73920 | 0.73342 | 0.75010 | |
2843 | 2015.02.21 01:00 | buy | 1423 | 0.01 | 0.73935 | 0.73342 | 0.75025 | |
2844 | 2015.02.23 20:35 | s/l | 1421 | 0.01 | 0.73342 | 0.73342 | 0.75053 | -962.47 | 4788946.74 |
2845 | 2015.02.23 20:35 | s/l | 1422 | 0.02 | 0.73342 | 0.73342 | 0.75010 | -1791.64 | 4787155.10 |
2846 | 2015.02.23 20:35 | s/l | 1423 | 0.01 | 0.73342 | 0.73342 | 0.75025 | -919.07 | 4786236.03 |
2847 | 2015.02.25 12:00 | buy | 1424 | 0.01 | 0.73369 | 0.73110 | 0.74359 | |
2848 | 2015.02.26 06:14 | s/l | 1424 | 0.01 | 0.73110 | 0.73110 | 0.74359 | -401.42 | 4785834.61 |
2849 | 2015.02.27 15:00 | buy | 1425 | 0.01 | 0.72961 | 0.72511 | 0.73951 | |
2850 | 2015.02.27 20:53 | s/l | 1425 | 0.01 | 0.72511 | 0.72511 | 0.73951 | -697.44 | 4785137.17 |