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 |
| 151 | 2007.12.19 13:00 | close | 75 | 0.01 | 0.71720 | 0.72445 | 0.70790 | 247.97 | 1075455.03 |
| 152 | 2007.12.19 13:00 | close | 76 | 0.02 | 0.71720 | 0.72445 | 0.70840 | 650.92 | 1076105.95 |
| 153 | 2007.12.27 13:00 | sell | 77 | 0.01 | 0.72780 | 0.73195 | 0.71790 | ||
| 154 | 2007.12.27 18:27 | s/l | 77 | 0.01 | 0.73195 | 0.73195 | 0.71790 | -643.17 | 1075462.78 |
| 155 | 2007.12.31 14:00 | sell | 78 | 0.01 | 0.73360 | 0.73955 | 0.72370 | ||
| 156 | 2007.12.31 15:00 | sell | 79 | 0.02 | 0.73440 | 0.73955 | 0.72450 | ||
| 157 | 2008.01.02 13:30 | s/l | 78 | 0.01 | 0.73955 | 0.73955 | 0.72370 | -922.13 | 1074540.65 |
| 158 | 2008.01.02 13:30 | s/l | 79 | 0.02 | 0.73955 | 0.73955 | 0.72450 | -1596.28 | 1072944.37 |
| 159 | 2008.01.04 13:00 | sell | 80 | 0.01 | 0.74400 | 0.74915 | 0.73410 | ||
| 160 | 2008.01.04 21:06 | s/l | 80 | 0.01 | 0.74915 | 0.74915 | 0.73410 | -798.14 | 1072146.23 |
| 161 | 2008.01.07 11:00 | sell | 81 | 0.01 | 0.74540 | 0.74975 | 0.73550 | ||
| 162 | 2008.01.07 17:00 | sell | 82 | 0.02 | 0.74610 | 0.74975 | 0.73620 | ||
| 163 | 2008.01.08 04:01 | sell | 83 | 0.01 | 0.74570 | 0.74975 | 0.73580 | ||
| 164 | 2008.01.09 12:46 | s/l | 81 | 0.01 | 0.74975 | 0.74975 | 0.73550 | -674.17 | 1071472.06 |
| 165 | 2008.01.09 12:46 | s/l | 82 | 0.02 | 0.74975 | 0.74975 | 0.73620 | -1131.35 | 1070340.71 |
| 166 | 2008.01.09 12:46 | s/l | 83 | 0.01 | 0.74975 | 0.74975 | 0.73580 | -627.67 | 1069713.04 |
| 167 | 2008.01.15 13:00 | sell | 84 | 0.01 | 0.75730 | 0.76195 | 0.74740 | ||
| 168 | 2008.01.16 18:53 | t/p | 84 | 0.01 | 0.74740 | 0.76195 | 0.74740 | 1534.30 | 1071247.34 |
| 169 | 2008.01.16 19:00 | sell | 85 | 0.01 | 0.74720 | 0.76195 | 0.73630 | ||
| 170 | 2008.01.17 15:00 | close | 85 | 0.01 | 0.74640 | 0.76195 | 0.73630 | 123.99 | 1071371.33 |
| 171 | 2008.01.17 15:00 | sell | 86 | 0.01 | 0.74630 | 0.76195 | 0.73540 | ||
| 172 | 2008.02.05 03:00 | sell | 87 | 0.04 | 0.75070 | 0.76195 | 0.73980 | ||
| 173 | 2008.02.05 11:00 | sell | 88 | 0.03 | 0.74980 | 0.76195 | 0.73890 | ||
| 174 | 2008.02.20 16:00 | sell | 89 | 0.11 | 0.75380 | 0.76195 | 0.74290 | ||
| 175 | 2008.02.21 13:00 | sell | 90 | 0.14 | 0.75450 | 0.76195 | 0.74360 | ||
| 176 | 2008.02.21 20:00 | sell | 91 | 0.16 | 0.75510 | 0.76195 | 0.74420 | ||
| 177 | 2008.02.26 22:02 | close | 86 | 0.01 | 0.75220 | 0.76195 | 0.73540 | -914.39 | 1070456.94 |
| 178 | 2008.02.26 22:02 | close | 87 | 0.04 | 0.75220 | 0.76195 | 0.73980 | -929.88 | 1069527.06 |
| 179 | 2008.02.26 22:02 | close | 88 | 0.03 | 0.75220 | 0.76195 | 0.73890 | -1115.86 | 1068411.20 |
| 180 | 2008.02.26 22:02 | close | 89 | 0.11 | 0.75220 | 0.76195 | 0.74290 | 2727.67 | 1071138.87 |
| 181 | 2008.02.26 22:02 | close | 90 | 0.14 | 0.75220 | 0.76195 | 0.74360 | 4990.39 | 1076129.26 |
| 182 | 2008.02.26 22:02 | close | 91 | 0.16 | 0.75220 | 0.76195 | 0.74420 | 7191.12 | 1083320.38 |
| 183 | 2008.02.29 19:00 | sell | 92 | 0.01 | 0.76300 | 0.76825 | 0.75310 | ||
| 184 | 2008.03.03 02:04 | sell | 93 | 0.19 | 0.76600 | 0.76825 | 0.75610 | ||
| 185 | 2008.03.03 13:00 | sell | 94 | 0.02 | 0.76390 | 0.76825 | 0.75400 | ||
| 186 | 2008.03.04 08:01 | sell | 95 | 0.08 | 0.76520 | 0.76825 | 0.75530 | ||
| 187 | 2008.03.04 10:00 | sell | 96 | 0.03 | 0.76430 | 0.76825 | 0.75440 | ||
| 188 | 2008.03.05 08:00 | sell | 97 | 0.11 | 0.76560 | 0.76825 | 0.75570 | ||
| 189 | 2008.03.05 10:46 | s/l | 92 | 0.01 | 0.76825 | 0.76825 | 0.75310 | -813.65 | 1082506.73 |
| 190 | 2008.03.05 10:46 | s/l | 93 | 0.19 | 0.76825 | 0.76825 | 0.75610 | -6625.44 | 1075881.29 |
| 191 | 2008.03.05 10:46 | s/l | 94 | 0.02 | 0.76825 | 0.76825 | 0.75400 | -1348.34 | 1074532.95 |
| 192 | 2008.03.05 10:46 | s/l | 95 | 0.08 | 0.76825 | 0.76825 | 0.75530 | -3781.54 | 1070751.41 |
| 193 | 2008.03.05 10:46 | s/l | 96 | 0.03 | 0.76825 | 0.76825 | 0.75440 | -1836.53 | 1068914.88 |
| 194 | 2008.03.05 10:46 | s/l | 97 | 0.11 | 0.76825 | 0.76825 | 0.75570 | -4517.70 | 1064397.18 |
| 195 | 2008.03.05 21:01 | sell | 98 | 0.01 | 0.76580 | 0.76945 | 0.75590 | ||
| 196 | 2008.03.13 23:35 | s/l | 98 | 0.01 | 0.76945 | 0.76945 | 0.75590 | -565.68 | 1063831.50 |
| 197 | 2008.03.18 16:00 | sell | 99 | 0.01 | 0.78190 | 0.79175 | 0.77200 | ||
| 198 | 2008.03.20 13:00 | sell | 100 | 0.01 | 0.78260 | 0.79175 | 0.77270 | ||
| 199 | 2008.03.25 06:00 | close | 99 | 0.01 | 0.78070 | 0.79175 | 0.77200 | 185.97 | 1064017.47 |
| 200 | 2008.03.25 06:00 | close | 100 | 0.01 | 0.78070 | 0.79175 | 0.77270 | 294.46 | 1064311.93 |
| 201 | 2008.03.26 10:00 | sell | 101 | 0.01 | 0.77840 | 0.78850 | 0.76850 | ||
| 202 | 2008.03.26 13:54 | s/l | 101 | 0.01 | 0.78850 | 0.78850 | 0.76850 | -1565.31 | 1062746.62 |
| 203 | 2008.03.27 12:00 | sell | 102 | 0.01 | 0.78260 | 0.79055 | 0.77270 | ||
| 204 | 2008.03.27 17:00 | sell | 103 | 0.01 | 0.78300 | 0.79055 | 0.77310 | ||
| 205 | 2008.03.28 04:00 | sell | 104 | 0.10 | 0.78620 | 0.79055 | 0.77630 | ||
| 206 | 2008.03.28 06:00 | sell | 105 | 0.08 | 0.78600 | 0.79055 | 0.77610 | ||
| 207 | 2008.03.28 10:55 | s/l | 102 | 0.01 | 0.79055 | 0.79055 | 0.77270 | -1232.10 | 1061514.52 |
| 208 | 2008.03.28 10:55 | s/l | 103 | 0.01 | 0.79055 | 0.79055 | 0.77310 | -1170.11 | 1060344.41 |
| 209 | 2008.03.28 10:55 | s/l | 104 | 0.10 | 0.79055 | 0.79055 | 0.77630 | -6741.68 | 1053602.73 |
| 210 | 2008.03.28 10:55 | s/l | 105 | 0.08 | 0.79055 | 0.79055 | 0.77610 | -5641.31 | 1047961.42 |
| 211 | 2008.04.01 10:00 | sell | 106 | 0.01 | 0.79230 | 0.79875 | 0.78240 | ||
| 212 | 2008.04.01 12:00 | sell | 107 | 0.01 | 0.79270 | 0.79875 | 0.78280 | ||
| 213 | 2008.04.03 14:48 | t/p | 107 | 0.01 | 0.78280 | 0.79875 | 0.78280 | 1534.31 | 1049495.73 |
| 214 | 2008.04.03 14:50 | t/p | 106 | 0.01 | 0.78240 | 0.79875 | 0.78240 | 1534.32 | 1051030.05 |
| 215 | 2008.04.03 15:00 | sell | 108 | 0.01 | 0.78310 | 0.79875 | 0.77220 | ||
| 216 | 2008.04.03 16:00 | sell | 109 | 0.02 | 0.78560 | 0.79875 | 0.77570 | ||
| 217 | 2008.04.03 17:00 | sell | 110 | 0.01 | 0.78450 | 0.79875 | 0.77460 | ||
| 218 | 2008.04.04 05:00 | sell | 111 | 0.01 | 0.78470 | 0.79875 | 0.77380 | ||
| 219 | 2008.04.04 13:01 | sell | 112 | 0.02 | 0.78590 | 0.79875 | 0.77600 | ||
| 220 | 2008.04.08 14:09 | s/l | 108 | 0.01 | 0.79875 | 0.79875 | 0.77220 | -2425.45 | 1048604.60 |
| 221 | 2008.04.08 14:09 | s/l | 109 | 0.02 | 0.79875 | 0.79875 | 0.77570 | -4076.00 | 1044528.60 |
| 222 | 2008.04.08 14:09 | s/l | 110 | 0.01 | 0.79875 | 0.79875 | 0.77460 | -2208.48 | 1042320.12 |
| 223 | 2008.04.08 14:09 | s/l | 111 | 0.01 | 0.79875 | 0.79875 | 0.77380 | -2177.48 | 1040142.64 |
| 224 | 2008.04.08 14:09 | s/l | 112 | 0.02 | 0.79875 | 0.79875 | 0.77600 | -3983.01 | 1036159.63 |
| 225 | 2008.04.10 17:00 | sell | 113 | 0.01 | 0.79970 | 0.80345 | 0.78980 | ||
| 226 | 2008.04.11 14:22 | s/l | 113 | 0.01 | 0.80345 | 0.80345 | 0.78980 | -581.17 | 1035578.46 |
| 227 | 2008.04.14 03:00 | sell | 114 | 0.01 | 0.79860 | 0.80435 | 0.78870 | ||
| 228 | 2008.04.14 15:00 | sell | 115 | 0.01 | 0.79880 | 0.80435 | 0.78890 | ||
| 229 | 2008.04.15 10:37 | s/l | 114 | 0.01 | 0.80435 | 0.80435 | 0.78870 | -891.14 | 1034687.32 |
| 230 | 2008.04.15 10:37 | s/l | 115 | 0.01 | 0.80435 | 0.80435 | 0.78890 | -860.15 | 1033827.17 |
| 231 | 2008.04.17 14:00 | sell | 116 | 0.01 | 0.80380 | 0.81045 | 0.79390 | ||
| 232 | 2008.04.18 13:17 | t/p | 116 | 0.01 | 0.79390 | 0.81045 | 0.79390 | 1534.31 | 1035361.48 |
| 233 | 2008.04.18 14:00 | sell | 117 | 0.01 | 0.79320 | 0.81045 | 0.78230 | ||
| 234 | 2008.04.23 02:00 | sell | 118 | 0.10 | 0.80070 | 0.81045 | 0.78980 | ||
| 235 | 2008.04.23 03:00 | sell | 119 | 0.08 | 0.80010 | 0.81045 | 0.78920 | ||
| 236 | 2008.04.24 12:00 | sell | 120 | 0.02 | 0.79620 | 0.81045 | 0.78530 | ||
| 237 | 2008.04.24 14:00 | sell | 121 | 0.03 | 0.79690 | 0.81045 | 0.78600 | ||
| 238 | 2008.04.24 18:00 | sell | 122 | 0.02 | 0.79590 | 0.81045 | 0.78500 | ||
| 239 | 2008.04.24 19:00 | sell | 123 | 0.01 | 0.79450 | 0.81045 | 0.78360 | ||
| 240 | 2008.04.24 22:00 | sell | 124 | 0.01 | 0.79400 | 0.81045 | 0.78310 | ||
| 241 | 2008.04.25 11:05 | t/p | 118 | 0.10 | 0.78980 | 0.81045 | 0.78980 | 16892.82 | 1052254.30 |
| 242 | 2008.04.25 11:15 | t/p | 119 | 0.08 | 0.78920 | 0.81045 | 0.78920 | 13514.25 | 1065768.55 |
| 243 | 2008.04.25 12:55 | t/p | 121 | 0.03 | 0.78600 | 0.81045 | 0.78600 | 5067.85 | 1070836.40 |
| 244 | 2008.04.25 13:31 | t/p | 120 | 0.02 | 0.78530 | 0.81045 | 0.78530 | 3378.56 | 1074214.96 |
| 245 | 2008.04.28 15:05 | t/p | 122 | 0.02 | 0.78500 | 0.81045 | 0.78500 | 3378.56 | 1077593.52 |
| 246 | 2008.04.28 18:03 | t/p | 123 | 0.01 | 0.78360 | 0.81045 | 0.78360 | 1689.28 | 1079282.80 |
| 247 | 2008.04.29 10:36 | t/p | 124 | 0.01 | 0.78310 | 0.81045 | 0.78310 | 1689.28 | 1080972.08 |
| 248 | 2008.04.29 14:00 | close | 117 | 0.01 | 0.78890 | 0.81045 | 0.78230 | 666.42 | 1081638.50 |
| 249 | 2008.06.02 04:00 | buy | 125 | 0.01 | 0.78740 | 0.76430 | 0.79830 | ||
| 250 | 2008.06.06 15:30 | t/p | 125 | 0.01 | 0.79830 | 0.76430 | 0.79830 | 1689.08 | 1083327.58 |
| 251 | 2008.06.17 05:00 | buy | 126 | 0.01 | 0.78930 | 0.76620 | 0.80020 | ||
| 252 | 2008.07.03 13:53 | t/p | 126 | 0.01 | 0.80020 | 0.76620 | 0.80020 | 1689.07 | 1085016.65 |
| 253 | 2008.07.14 13:02 | sell | 127 | 0.01 | 0.79870 | 0.81045 | 0.78780 | ||
| 254 | 2008.07.23 13:37 | t/p | 127 | 0.01 | 0.78780 | 0.81045 | 0.78780 | 1689.29 | 1086705.94 |
| 255 | 2008.07.24 13:00 | buy | 128 | 0.01 | 0.78910 | 0.76600 | 0.80000 | ||
| 256 | 2008.07.30 04:00 | sell | 129 | 0.01 | 0.78630 | 0.79385 | 0.77640 | ||
| 257 | 2008.07.30 07:01 | sell | 130 | 0.01 | 0.78660 | 0.79385 | 0.77670 | ||
| 258 | 2008.07.31 09:00 | buy | 131 | 0.01 | 0.78770 | 0.76460 | 0.79860 | ||
| 259 | 2008.07.31 17:00 | buy | 132 | 0.02 | 0.78740 | 0.76430 | 0.79830 | ||
| 260 | 2008.08.01 11:00 | close | 129 | 0.01 | 0.78860 | 0.79385 | 0.77640 | -356.46 | 1086349.48 |
| 261 | 2008.08.01 11:00 | close | 130 | 0.01 | 0.78860 | 0.79385 | 0.77670 | -309.97 | 1086039.51 |
| 262 | 2008.08.08 11:00 | sell | 133 | 0.01 | 0.78560 | 0.79525 | 0.77570 | ||
| 263 | 2008.08.12 21:00 | buy | 134 | 0.04 | 0.78520 | 0.76210 | 0.79610 | ||
| 264 | 2008.08.12 23:00 | buy | 135 | 0.02 | 0.78660 | 0.76350 | 0.79750 | ||
| 265 | 2008.08.13 12:00 | buy | 136 | 0.03 | 0.78570 | 0.76260 | 0.79660 | ||
| 266 | 2008.08.13 16:22 | s/l | 133 | 0.01 | 0.79525 | 0.79525 | 0.77570 | -1495.57 | 1084543.94 |
| 267 | 2008.08.13 17:14 | t/p | 134 | 0.04 | 0.79610 | 0.76210 | 0.79610 | 6756.30 | 1091300.24 |
| 268 | 2008.08.13 17:39 | t/p | 136 | 0.03 | 0.79660 | 0.76260 | 0.79660 | 5067.23 | 1096367.47 |
| 269 | 2008.08.13 19:17 | t/p | 135 | 0.02 | 0.79750 | 0.76350 | 0.79750 | 3378.15 | 1099745.62 |
| 270 | 2008.08.13 20:52 | t/p | 132 | 0.02 | 0.79830 | 0.76430 | 0.79830 | 3378.15 | 1103123.77 |
| 271 | 2008.08.14 01:10 | t/p | 131 | 0.01 | 0.79860 | 0.76460 | 0.79860 | 1689.07 | 1104812.84 |
| 272 | 2008.08.21 11:00 | close | 128 | 0.01 | 0.79280 | 0.76600 | 0.80000 | 573.35 | 1105386.19 |
| 273 | 2008.08.25 19:00 | sell | 137 | 0.01 | 0.79620 | 0.81045 | 0.78530 | ||
| 274 | 2008.08.25 22:00 | sell | 138 | 0.01 | 0.79670 | 0.81045 | 0.78580 | ||
| 275 | 2008.09.01 01:08 | s/l | 137 | 0.01 | 0.81045 | 0.81045 | 0.78530 | -2208.48 | 1103177.71 |
| 276 | 2008.09.01 01:08 | s/l | 138 | 0.01 | 0.81045 | 0.81045 | 0.78580 | -2130.99 | 1101046.72 |
| 277 | 2008.09.03 12:00 | sell | 139 | 0.01 | 0.81270 | 0.81675 | 0.80280 | ||
| 278 | 2008.09.03 17:00 | sell | 140 | 0.03 | 0.81360 | 0.81675 | 0.80370 | ||
| 279 | 2008.09.03 20:05 | s/l | 139 | 0.01 | 0.81675 | 0.81675 | 0.80280 | -627.67 | 1100419.05 |
| 280 | 2008.09.03 20:05 | s/l | 140 | 0.03 | 0.81675 | 0.81675 | 0.80370 | -1464.58 | 1098954.47 |
| 281 | 2008.09.04 12:00 | sell | 141 | 0.01 | 0.81400 | 0.81925 | 0.80410 | ||
| 282 | 2008.09.04 14:00 | sell | 142 | 0.01 | 0.81420 | 0.81925 | 0.80430 | ||
| 283 | 2008.09.05 03:00 | close | 141 | 0.01 | 0.81040 | 0.81925 | 0.80410 | 557.93 | 1099512.40 |
| 284 | 2008.09.05 03:00 | close | 142 | 0.01 | 0.81040 | 0.81925 | 0.80430 | 588.93 | 1100101.33 |
| 285 | 2008.09.05 03:00 | sell | 143 | 0.01 | 0.81030 | 0.81925 | 0.80040 | ||
| 286 | 2008.09.05 04:00 | sell | 144 | 0.01 | 0.81100 | 0.81925 | 0.80110 | ||
| 287 | 2008.09.05 05:00 | sell | 145 | 0.06 | 0.81330 | 0.81925 | 0.80340 | ||
| 288 | 2008.09.05 06:00 | sell | 146 | 0.03 | 0.81260 | 0.81925 | 0.80270 | ||
| 289 | 2008.09.05 07:00 | sell | 147 | 0.02 | 0.81200 | 0.81925 | 0.80210 | ||
| 290 | 2008.09.05 09:00 | sell | 148 | 0.04 | 0.81290 | 0.81925 | 0.80300 | ||
| 291 | 2008.09.05 11:00 | sell | 149 | 0.01 | 0.81080 | 0.81925 | 0.80090 | ||
| 292 | 2008.09.05 15:00 | close | 143 | 0.01 | 0.80880 | 0.81925 | 0.80040 | 232.47 | 1100333.80 |
| 293 | 2008.09.05 15:00 | close | 144 | 0.01 | 0.80880 | 0.81925 | 0.80110 | 340.96 | 1100674.76 |
| 294 | 2008.09.05 15:00 | close | 145 | 0.06 | 0.80880 | 0.81925 | 0.80340 | 4184.48 | 1104859.24 |
| 295 | 2008.09.05 15:00 | close | 146 | 0.03 | 0.80880 | 0.81925 | 0.80270 | 1766.78 | 1106626.02 |
| 296 | 2008.09.05 15:00 | close | 147 | 0.02 | 0.80880 | 0.81925 | 0.80210 | 991.87 | 1107617.89 |
| 297 | 2008.09.05 15:00 | close | 148 | 0.04 | 0.80880 | 0.81925 | 0.80300 | 2541.69 | 1110159.58 |
| 298 | 2008.09.05 15:00 | close | 149 | 0.01 | 0.80880 | 0.81925 | 0.80090 | 309.96 | 1110469.54 |
| 299 | 2008.09.05 15:00 | sell | 150 | 0.01 | 0.80870 | 0.81925 | 0.79880 | ||
| 300 | 2008.09.09 19:00 | close | 150 | 0.01 | 0.80220 | 0.81925 | 0.79880 | 1007.37 | 1111476.91 |