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 |
2851 | 2015.03.02 13:00 | buy | 1426 | 0.01 | 0.72691 | 0.72336 | 0.73681 | |
2852 | 2015.03.05 18:04 | s/l | 1426 | 0.01 | 0.72336 | 0.72336 | 0.73681 | -550.20 | 4784586.97 |
2853 | 2015.03.12 12:00 | buy | 1427 | 0.01 | 0.70888 | 0.70083 | 0.71878 | |
2854 | 2015.03.12 15:00 | buy | 1428 | 0.03 | 0.70777 | 0.70083 | 0.71767 | |
2855 | 2015.03.17 14:18 | t/p | 1428 | 0.03 | 0.71767 | 0.70083 | 0.71767 | 4603.11 | 4789190.08 |
2856 | 2015.03.17 14:27 | t/p | 1427 | 0.01 | 0.71878 | 0.70083 | 0.71878 | 1534.38 | 4790724.46 |
2857 | 2015.03.17 15:00 | buy | 1429 | 0.01 | 0.71866 | 0.70083 | 0.72956 | |
2858 | 2015.03.18 11:00 | buy | 1430 | 0.01 | 0.71797 | 0.70083 | 0.72887 | |
2859 | 2015.03.19 00:07 | t/p | 1430 | 0.01 | 0.72887 | 0.70083 | 0.72887 | 1689.35 | 4792413.81 |
2860 | 2015.03.23 15:21 | t/p | 1429 | 0.01 | 0.72956 | 0.70083 | 0.72956 | 1689.33 | 4794103.14 |
2861 | 2015.03.23 16:00 | buy | 1431 | 0.01 | 0.73074 | 0.70764 | 0.74164 | |
2862 | 2015.04.01 15:00 | buy | 1432 | 0.02 | 0.72815 | 0.70505 | 0.73905 | |
2863 | 2015.04.01 17:00 | buy | 1433 | 0.02 | 0.72864 | 0.70554 | 0.73954 | |
2864 | 2015.04.01 21:00 | buy | 1434 | 0.04 | 0.72697 | 0.70387 | 0.73787 | |
2865 | 2015.04.02 07:00 | buy | 1435 | 0.06 | 0.72598 | 0.70288 | 0.73688 | |
2866 | 2015.04.02 13:00 | buy | 1436 | 0.01 | 0.72999 | 0.70689 | 0.74089 | |
2867 | 2015.04.03 16:30 | t/p | 1435 | 0.06 | 0.73688 | 0.70288 | 0.73688 | 10136.28 | 4804239.42 |
2868 | 2015.04.10 06:00 | buy | 1437 | 0.06 | 0.72551 | 0.70241 | 0.73641 | |
2869 | 2015.04.10 19:00 | buy | 1438 | 0.08 | 0.72506 | 0.70196 | 0.73596 | |
2870 | 2015.04.14 19:00 | buy | 1439 | 0.17 | 0.72313 | 0.70083 | 0.73403 | |
2871 | 2015.04.15 11:00 | buy | 1440 | 0.30 | 0.72123 | 0.70083 | 0.73213 | |
2872 | 2015.04.16 07:00 | buy | 1441 | 0.39 | 0.72083 | 0.70083 | 0.73173 | |
2873 | 2015.04.16 20:00 | buy | 1442 | 0.10 | 0.71990 | 0.70083 | 0.73080 | |
2874 | 2015.04.30 18:00 | close | 1431 | 0.01 | 0.72539 | 0.70764 | 0.74164 | -829.19 | 4803410.23 |
2875 | 2015.04.30 18:00 | close | 1432 | 0.02 | 0.72539 | 0.70505 | 0.73905 | -855.55 | 4802554.68 |
2876 | 2015.04.30 18:00 | close | 1433 | 0.02 | 0.72539 | 0.70554 | 0.73954 | -1007.44 | 4801547.24 |
2877 | 2015.04.30 18:00 | close | 1434 | 0.04 | 0.72539 | 0.70387 | 0.73787 | -979.54 | 4800567.70 |
2878 | 2015.04.30 18:00 | close | 1436 | 0.01 | 0.72539 | 0.70689 | 0.74089 | -712.95 | 4799854.75 |
2879 | 2015.04.30 18:00 | close | 1437 | 0.06 | 0.72539 | 0.70241 | 0.73641 | -111.59 | 4799743.16 |
2880 | 2015.04.30 18:00 | close | 1438 | 0.08 | 0.72539 | 0.70196 | 0.73596 | 409.17 | 4800152.33 |
2881 | 2015.04.30 18:00 | close | 1439 | 0.17 | 0.72539 | 0.70083 | 0.73403 | 5954.71 | 4806107.04 |
2882 | 2015.04.30 18:00 | close | 1440 | 0.30 | 0.72539 | 0.70083 | 0.73213 | 19342.75 | 4825449.79 |
2883 | 2015.04.30 18:00 | close | 1441 | 0.39 | 0.72539 | 0.70083 | 0.73173 | 27563.42 | 4853013.21 |
2884 | 2015.04.30 18:00 | close | 1442 | 0.10 | 0.72539 | 0.70083 | 0.73080 | 8508.95 | 4861522.16 |
2885 | 2015.05.04 01:05 | buy | 1443 | 0.01 | 0.73879 | 0.72869 | 0.74869 | |
2886 | 2015.05.04 04:00 | buy | 1444 | 0.01 | 0.73838 | 0.72828 | 0.74828 | |
2887 | 2015.05.04 15:00 | buy | 1445 | 0.04 | 0.73718 | 0.72708 | 0.74708 | |
2888 | 2015.05.04 16:00 | buy | 1446 | 0.02 | 0.73759 | 0.72749 | 0.74749 | |
2889 | 2015.05.04 21:00 | buy | 1447 | 0.02 | 0.73789 | 0.72779 | 0.74779 | |
2890 | 2015.05.05 09:00 | sell | 1448 | 0.01 | 0.73589 | 0.75899 | 0.72499 | |
2891 | 2015.05.06 06:00 | buy | 1449 | 0.03 | 0.73741 | 0.72944 | 0.74731 | |
2892 | 2015.05.07 11:30 | t/p | 1445 | 0.04 | 0.74708 | 0.72708 | 0.74708 | 6137.57 | 4867659.73 |
2893 | 2015.05.07 12:01 | t/p | 1449 | 0.03 | 0.74731 | 0.72944 | 0.74731 | 4603.17 | 4872262.90 |
2894 | 2015.05.07 12:05 | t/p | 1446 | 0.02 | 0.74749 | 0.72749 | 0.74749 | 3068.79 | 4875331.69 |
2895 | 2015.05.07 12:26 | t/p | 1447 | 0.02 | 0.74779 | 0.72779 | 0.74779 | 3068.78 | 4878400.47 |
2896 | 2015.05.07 15:00 | close | 1443 | 0.01 | 0.74539 | 0.72869 | 0.74869 | 1022.93 | 4879423.40 |
2897 | 2015.05.07 15:00 | close | 1444 | 0.01 | 0.74539 | 0.72828 | 0.74828 | 1086.47 | 4880509.87 |
2898 | 2015.05.07 15:00 | buy | 1450 | 0.01 | 0.74549 | 0.73539 | 0.75539 | |
2899 | 2015.05.08 01:00 | s/l | 1450 | 0.01 | 0.73539 | 0.73539 | 0.75539 | -1565.39 | 4878944.48 |
2900 | 2015.05.08 06:39 | t/p | 1448 | 0.01 | 0.72499 | 0.75899 | 0.72499 | 1689.60 | 4880634.08 |
2901 | 2015.05.12 12:00 | buy | 1451 | 0.01 | 0.72158 | 0.70083 | 0.73248 | |
2902 | 2015.05.13 09:00 | buy | 1452 | 0.06 | 0.71712 | 0.70083 | 0.72802 | |
2903 | 2015.05.13 11:00 | buy | 1453 | 0.03 | 0.71838 | 0.70083 | 0.72928 | |
2904 | 2015.05.13 16:00 | buy | 1454 | 0.04 | 0.71760 | 0.70083 | 0.72850 | |
2905 | 2015.05.13 17:00 | buy | 1455 | 0.01 | 0.72031 | 0.70083 | 0.73121 | |
2906 | 2015.05.15 22:46 | t/p | 1452 | 0.06 | 0.72802 | 0.70083 | 0.72802 | 10136.28 | 4890770.36 |
2907 | 2015.05.18 18:00 | close | 1451 | 0.01 | 0.72369 | 0.70083 | 0.73248 | 327.03 | 4891097.39 |
2908 | 2015.05.18 18:00 | close | 1453 | 0.03 | 0.72369 | 0.70083 | 0.72928 | 2468.98 | 4893566.37 |
2909 | 2015.05.18 18:00 | close | 1454 | 0.04 | 0.72369 | 0.70083 | 0.72850 | 3775.53 | 4897341.90 |
2910 | 2015.05.18 18:00 | close | 1455 | 0.01 | 0.72369 | 0.70083 | 0.73121 | 523.86 | 4897865.76 |
2911 | 2015.05.22 13:00 | buy | 1456 | 0.01 | 0.71327 | 0.70083 | 0.72417 | |
2912 | 2015.05.22 20:00 | buy | 1457 | 0.01 | 0.71258 | 0.70083 | 0.72348 | |
2913 | 2015.05.26 16:00 | buy | 1458 | 0.13 | 0.70935 | 0.70584 | 0.71925 | |
2914 | 2015.05.26 18:00 | buy | 1459 | 0.10 | 0.70964 | 0.70584 | 0.71954 | |
2915 | 2015.05.27 11:00 | buy | 1460 | 0.23 | 0.70846 | 0.70543 | 0.71836 | |
2916 | 2015.05.27 13:00 | buy | 1461 | 0.17 | 0.70891 | 0.70543 | 0.71881 | |
2917 | 2015.05.27 14:00 | buy | 1462 | 0.30 | 0.70838 | 0.70543 | 0.71828 | |
2918 | 2015.05.27 16:41 | s/l | 1458 | 0.13 | 0.70584 | 0.70584 | 0.71925 | -7072.15 | 4890793.61 |
2919 | 2015.05.27 16:41 | s/l | 1459 | 0.10 | 0.70584 | 0.70584 | 0.71954 | -5889.58 | 4884904.03 |
2920 | 2015.05.27 19:00 | buy | 1463 | 0.13 | 0.70955 | 0.70490 | 0.71945 | |
2921 | 2015.05.27 20:00 | buy | 1464 | 0.06 | 0.71055 | 0.70490 | 0.72045 | |
2922 | 2015.05.27 21:00 | buy | 1465 | 0.08 | 0.71008 | 0.70490 | 0.71998 | |
2923 | 2015.05.28 11:00 | buy | 1466 | 0.03 | 0.71142 | 0.70083 | 0.72232 | |
2924 | 2015.05.28 12:00 | buy | 1467 | 0.02 | 0.71189 | 0.70083 | 0.72279 | |
2925 | 2015.05.28 16:00 | buy | 1468 | 0.02 | 0.71253 | 0.70083 | 0.72343 | |
2926 | 2015.05.29 13:46 | t/p | 1462 | 0.30 | 0.71828 | 0.70543 | 0.71828 | 46031.74 | 4930935.77 |
2927 | 2015.05.29 13:46 | t/p | 1460 | 0.23 | 0.71836 | 0.70543 | 0.71836 | 35290.99 | 4966226.76 |
2928 | 2015.05.29 14:06 | t/p | 1461 | 0.17 | 0.71881 | 0.70543 | 0.71881 | 26084.65 | 4992311.41 |
2929 | 2015.05.29 15:19 | t/p | 1463 | 0.13 | 0.71945 | 0.70490 | 0.71945 | 19947.09 | 5012258.50 |
2930 | 2015.05.29 20:10 | t/p | 1465 | 0.08 | 0.71998 | 0.70490 | 0.71998 | 12275.13 | 5024533.63 |
2931 | 2015.06.02 11:05 | t/p | 1464 | 0.06 | 0.72045 | 0.70490 | 0.72045 | 9206.35 | 5033739.98 |
2932 | 2015.06.02 11:14 | t/p | 1466 | 0.03 | 0.72232 | 0.70083 | 0.72232 | 5068.14 | 5038808.12 |
2933 | 2015.06.02 14:24 | t/p | 1467 | 0.02 | 0.72279 | 0.70083 | 0.72279 | 3378.76 | 5042186.88 |
2934 | 2015.06.02 14:36 | t/p | 1468 | 0.02 | 0.72343 | 0.70083 | 0.72343 | 3378.76 | 5045565.64 |
2935 | 2015.06.02 14:36 | t/p | 1457 | 0.01 | 0.72348 | 0.70083 | 0.72348 | 1689.38 | 5047255.02 |
2936 | 2015.06.02 15:02 | t/p | 1456 | 0.01 | 0.72417 | 0.70083 | 0.72417 | 1689.38 | 5048944.40 |
2937 | 2015.06.09 06:00 | buy | 1469 | 0.01 | 0.73732 | 0.72722 | 0.74722 | |
2938 | 2015.06.09 15:00 | buy | 1470 | 0.01 | 0.73683 | 0.72673 | 0.74673 | |
2939 | 2015.06.10 00:00 | sell | 1471 | 0.01 | 0.73294 | 0.75604 | 0.72204 | |
2940 | 2015.06.10 05:00 | sell | 1472 | 0.01 | 0.73410 | 0.75604 | 0.72320 | |
2941 | 2015.06.10 18:26 | s/l | 1469 | 0.01 | 0.72722 | 0.72722 | 0.74722 | -1565.39 | 5047379.01 |
2942 | 2015.06.10 18:43 | s/l | 1470 | 0.01 | 0.72673 | 0.72673 | 0.74673 | -1565.38 | 5045813.63 |
2943 | 2015.06.12 12:48 | t/p | 1472 | 0.01 | 0.72320 | 0.75604 | 0.72320 | 1689.60 | 5047503.23 |
2944 | 2015.06.12 12:50 | t/p | 1471 | 0.01 | 0.72204 | 0.75604 | 0.72204 | 1689.60 | 5049192.83 |
2945 | 2015.06.18 19:00 | buy | 1473 | 0.01 | 0.71800 | 0.70083 | 0.72890 | |
2946 | 2015.06.22 02:00 | buy | 1474 | 0.02 | 0.71623 | 0.70083 | 0.72713 | |
2947 | 2015.06.22 09:00 | buy | 1475 | 0.02 | 0.71673 | 0.70083 | 0.72763 | |
2948 | 2015.06.22 10:00 | buy | 1476 | 0.01 | 0.71696 | 0.70083 | 0.72786 | |
2949 | 2015.06.24 20:00 | buy | 1477 | 0.13 | 0.71286 | 0.70083 | 0.72376 | |
2950 | 2015.06.24 21:00 | buy | 1478 | 0.10 | 0.71320 | 0.70083 | 0.72410 | |
2951 | 2015.06.24 22:00 | buy | 1479 | 0.08 | 0.71396 | 0.70083 | 0.72486 | |
2952 | 2015.06.25 07:00 | buy | 1480 | 0.06 | 0.71441 | 0.70083 | 0.72531 | |
2953 | 2015.06.29 01:06 | s/l | 1473 | 0.01 | 0.70083 | 0.70083 | 0.72890 | -2661.20 | 5046531.63 |
2954 | 2015.06.29 01:06 | s/l | 1474 | 0.02 | 0.70083 | 0.70083 | 0.72713 | -4773.72 | 5041757.91 |
2955 | 2015.06.29 01:06 | s/l | 1475 | 0.02 | 0.70083 | 0.70083 | 0.72763 | -4928.71 | 5036829.20 |
2956 | 2015.06.29 01:06 | s/l | 1476 | 0.01 | 0.70083 | 0.70083 | 0.72786 | -2500.01 | 5034329.19 |
2957 | 2015.06.29 01:06 | s/l | 1477 | 0.13 | 0.70083 | 0.70083 | 0.72376 | -24239.05 | 5010090.14 |
2958 | 2015.06.29 01:06 | s/l | 1478 | 0.10 | 0.70083 | 0.70083 | 0.72410 | -19172.38 | 4990917.76 |
2959 | 2015.06.29 01:06 | s/l | 1479 | 0.08 | 0.70083 | 0.70083 | 0.72486 | -16280.25 | 4974637.51 |
2960 | 2015.06.29 01:06 | s/l | 1480 | 0.06 | 0.70083 | 0.70083 | 0.72531 | -12628.66 | 4962008.85 |
2961 | 2015.06.29 15:00 | buy | 1481 | 0.01 | 0.70884 | 0.69808 | 0.71974 | |
2962 | 2015.07.06 01:05 | buy | 1482 | 0.08 | 0.70627 | 0.70541 | 0.71617 | |
2963 | 2015.07.06 01:31 | s/l | 1482 | 0.08 | 0.70541 | 0.70541 | 0.71617 | -1066.34 | 4960942.51 |
2964 | 2015.07.08 17:23 | t/p | 1481 | 0.01 | 0.71974 | 0.69808 | 0.71974 | 1689.41 | 4962631.92 |
2965 | 2015.07.08 18:00 | buy | 1483 | 0.01 | 0.71848 | 0.69808 | 0.72938 | |
2966 | 2015.07.09 13:00 | buy | 1484 | 0.01 | 0.71776 | 0.69808 | 0.72866 | |
2967 | 2015.07.16 11:37 | s/l | 1483 | 0.01 | 0.69808 | 0.69808 | 0.72938 | -3161.81 | 4959470.11 |
2968 | 2015.07.16 11:37 | s/l | 1484 | 0.01 | 0.69808 | 0.69808 | 0.72866 | -3050.22 | 4956419.89 |
2969 | 2015.07.20 12:00 | buy | 1485 | 0.01 | 0.69608 | 0.69300 | 0.70598 | |
2970 | 2015.07.21 00:00 | buy | 1486 | 0.02 | 0.69597 | 0.69300 | 0.70587 | |
2971 | 2015.07.21 07:00 | buy | 1487 | 0.01 | 0.69604 | 0.69300 | 0.70594 | |
2972 | 2015.07.23 16:29 | t/p | 1486 | 0.02 | 0.70587 | 0.69300 | 0.70587 | 3068.82 | 4959488.71 |
2973 | 2015.07.23 17:53 | t/p | 1487 | 0.01 | 0.70594 | 0.69300 | 0.70594 | 1534.41 | 4961023.12 |
2974 | 2015.07.23 17:53 | t/p | 1485 | 0.01 | 0.70598 | 0.69300 | 0.70598 | 1534.41 | 4962557.53 |
2975 | 2015.07.23 18:00 | buy | 1488 | 0.01 | 0.70558 | 0.69300 | 0.71648 | |
2976 | 2015.07.31 11:00 | buy | 1489 | 0.06 | 0.70285 | 0.69300 | 0.71375 | |
2977 | 2015.07.31 14:00 | buy | 1490 | 0.01 | 0.70516 | 0.69300 | 0.71606 | |
2978 | 2015.07.31 16:00 | buy | 1491 | 0.02 | 0.70424 | 0.69300 | 0.71514 | |
2979 | 2015.08.01 00:00 | buy | 1492 | 0.04 | 0.70334 | 0.69300 | 0.71424 | |
2980 | 2015.08.03 14:00 | buy | 1493 | 0.03 | 0.70373 | 0.69300 | 0.71463 | |
2981 | 2015.08.06 10:00 | buy | 1494 | 0.66 | 0.69928 | 0.69300 | 0.71018 | |
2982 | 2015.08.06 15:00 | buy | 1495 | 0.37 | 0.69955 | 0.69300 | 0.71045 | |
2983 | 2015.08.11 16:40 | t/p | 1494 | 0.66 | 0.71018 | 0.69300 | 0.71018 | 111499.80 | 5074057.33 |
2984 | 2015.08.11 16:51 | t/p | 1495 | 0.37 | 0.71045 | 0.69300 | 0.71045 | 62507.46 | 5136564.79 |
2985 | 2015.08.11 19:00 | close | 1488 | 0.01 | 0.70943 | 0.69300 | 0.71648 | 596.72 | 5137161.51 |
2986 | 2015.08.11 19:00 | close | 1489 | 0.06 | 0.70943 | 0.69300 | 0.71375 | 6119.00 | 5143280.51 |
2987 | 2015.08.11 19:00 | close | 1490 | 0.01 | 0.70943 | 0.69300 | 0.71606 | 661.81 | 5143942.32 |
2988 | 2015.08.11 19:00 | close | 1491 | 0.02 | 0.70943 | 0.69300 | 0.71514 | 1608.79 | 5145551.11 |
2989 | 2015.08.11 19:00 | close | 1492 | 0.04 | 0.70943 | 0.69300 | 0.71424 | 3775.55 | 5149326.66 |
2990 | 2015.08.11 19:00 | close | 1493 | 0.03 | 0.70943 | 0.69300 | 0.71463 | 2650.33 | 5151976.99 |
2991 | 2015.08.11 19:00 | buy | 1496 | 0.01 | 0.70953 | 0.69300 | 0.72043 | |
2992 | 2015.08.11 22:00 | buy | 1497 | 0.02 | 0.70844 | 0.69300 | 0.71934 | |
2993 | 2015.08.11 23:00 | buy | 1498 | 0.01 | 0.70895 | 0.69300 | 0.71985 | |
2994 | 2015.08.19 19:00 | buy | 1499 | 0.04 | 0.70685 | 0.69300 | 0.71775 | |
2995 | 2015.08.19 20:00 | buy | 1500 | 0.03 | 0.70710 | 0.69300 | 0.71800 | |
2996 | 2015.08.21 06:30 | t/p | 1499 | 0.04 | 0.71775 | 0.69300 | 0.71775 | 6757.52 | 5158734.51 |
2997 | 2015.08.21 06:36 | t/p | 1500 | 0.03 | 0.71800 | 0.69300 | 0.71800 | 5068.14 | 5163802.65 |
2998 | 2015.08.21 07:08 | t/p | 1497 | 0.02 | 0.71934 | 0.69300 | 0.71934 | 3378.76 | 5167181.41 |
2999 | 2015.08.21 14:59 | t/p | 1498 | 0.01 | 0.71985 | 0.69300 | 0.71985 | 1689.38 | 5168870.79 |
3000 | 2015.08.21 16:33 | t/p | 1496 | 0.01 | 0.72043 | 0.69300 | 0.72043 | 1689.38 | 5170560.17 |