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 |
3001 | 2015.08.22 00:00 | buy | 1501 | 0.01 | 0.72428 | 0.71418 | 0.73418 | |
3002 | 2015.08.24 13:00 | close | 1501 | 0.01 | 0.73004 | 0.71418 | 0.73418 | 892.74 | 5171452.91 |
3003 | 2015.08.25 00:00 | buy | 1502 | 0.01 | 0.73523 | 0.72513 | 0.74513 | |
3004 | 2015.08.25 02:00 | buy | 1503 | 0.01 | 0.73485 | 0.72475 | 0.74475 | |
3005 | 2015.08.25 05:00 | buy | 1504 | 0.02 | 0.73436 | 0.72426 | 0.74426 | |
3006 | 2015.08.25 06:00 | buy | 1505 | 0.10 | 0.73236 | 0.72226 | 0.74226 | |
3007 | 2015.08.25 08:00 | buy | 1506 | 0.17 | 0.73195 | 0.72185 | 0.74185 | |
3008 | 2015.08.25 09:00 | buy | 1507 | 0.13 | 0.73229 | 0.72219 | 0.74219 | |
3009 | 2015.08.25 10:00 | buy | 1508 | 0.03 | 0.73382 | 0.72372 | 0.74372 | |
3010 | 2015.08.25 11:00 | buy | 1509 | 0.04 | 0.73341 | 0.72331 | 0.74331 | |
3011 | 2015.08.26 02:00 | buy | 1510 | 0.02 | 0.73413 | 0.72403 | 0.74403 | |
3012 | 2015.08.26 08:00 | buy | 1511 | 0.06 | 0.73313 | 0.72303 | 0.74303 | |
3013 | 2015.08.28 12:00 | buy | 1512 | 0.08 | 0.73272 | 0.72383 | 0.74262 | |
3014 | 2015.08.28 18:00 | buy | 1513 | 0.30 | 0.73124 | 0.72383 | 0.74114 | |
3015 | 2015.08.31 01:02 | s/l | 1502 | 0.01 | 0.72513 | 0.72513 | 0.74513 | -1565.42 | 5169887.49 |
3016 | 2015.08.31 01:02 | s/l | 1503 | 0.01 | 0.72475 | 0.72475 | 0.74475 | -1565.42 | 5168322.07 |
3017 | 2015.08.31 01:02 | sell | 1514 | 0.01 | 0.72430 | 0.74740 | 0.71340 | |
3018 | 2015.08.31 01:03 | s/l | 1504 | 0.02 | 0.72426 | 0.72426 | 0.74426 | -3130.84 | 5165191.23 |
3019 | 2015.08.31 01:04 | s/l | 1510 | 0.02 | 0.72403 | 0.72403 | 0.74403 | -3130.83 | 5162060.40 |
3020 | 2015.08.31 03:00 | close | 1514 | 0.01 | 0.72644 | 0.74740 | 0.71340 | -331.73 | 5161728.67 |
3021 | 2015.08.31 18:00 | buy | 1515 | 0.01 | 0.72942 | 0.72333 | 0.73932 | |
3022 | 2015.09.02 00:43 | t/p | 1515 | 0.01 | 0.73932 | 0.72333 | 0.73932 | 1534.43 | 5163263.10 |
3023 | 2015.09.02 01:00 | buy | 1516 | 0.01 | 0.73917 | 0.72907 | 0.74907 | |
3024 | 2015.09.02 03:00 | close | 1505 | 0.10 | 0.73830 | 0.72226 | 0.74226 | 9206.59 | 5172469.69 |
3025 | 2015.09.02 03:00 | close | 1506 | 0.17 | 0.73830 | 0.72185 | 0.74185 | 16731.49 | 5189201.18 |
3026 | 2015.09.02 03:00 | close | 1507 | 0.13 | 0.73830 | 0.72219 | 0.74219 | 12109.60 | 5201310.78 |
3027 | 2015.09.02 03:00 | close | 1508 | 0.03 | 0.73830 | 0.72372 | 0.74372 | 2083.11 | 5203393.89 |
3028 | 2015.09.02 03:00 | close | 1509 | 0.04 | 0.73830 | 0.72331 | 0.74331 | 3031.67 | 5206425.56 |
3029 | 2015.09.02 03:00 | close | 1511 | 0.06 | 0.73830 | 0.72303 | 0.74303 | 4807.88 | 5211233.44 |
3030 | 2015.09.02 03:00 | close | 1512 | 0.08 | 0.73830 | 0.72383 | 0.74262 | 6918.89 | 5218152.33 |
3031 | 2015.09.02 03:00 | close | 1513 | 0.30 | 0.73830 | 0.72383 | 0.74114 | 32827.52 | 5250979.85 |
3032 | 2015.09.02 03:00 | close | 1516 | 0.01 | 0.73830 | 0.72907 | 0.74907 | -134.85 | 5250845.00 |
3033 | 2015.09.02 04:00 | buy | 1517 | 0.01 | 0.73821 | 0.72811 | 0.74811 | |
3034 | 2015.09.02 07:00 | buy | 1518 | 0.02 | 0.73723 | 0.72713 | 0.74713 | |
3035 | 2015.09.02 09:00 | buy | 1519 | 0.03 | 0.73677 | 0.72667 | 0.74667 | |
3036 | 2015.09.02 12:00 | buy | 1520 | 0.08 | 0.73590 | 0.72580 | 0.74580 | |
3037 | 2015.09.02 13:00 | buy | 1521 | 0.02 | 0.73748 | 0.72738 | 0.74738 | |
3038 | 2015.09.02 14:00 | buy | 1522 | 0.01 | 0.73767 | 0.72757 | 0.74757 | |
3039 | 2015.09.03 16:53 | s/l | 1517 | 0.01 | 0.72811 | 0.72811 | 0.74811 | -1565.43 | 5249279.57 |
3040 | 2015.09.03 17:00 | close | 1518 | 0.02 | 0.72804 | 0.72713 | 0.74713 | -2848.77 | 5246430.80 |
3041 | 2015.09.03 17:00 | close | 1519 | 0.03 | 0.72804 | 0.72667 | 0.74667 | -4059.27 | 5242371.53 |
3042 | 2015.09.03 17:00 | close | 1520 | 0.08 | 0.72804 | 0.72580 | 0.74580 | -9745.96 | 5232625.57 |
3043 | 2015.09.03 17:00 | close | 1521 | 0.02 | 0.72804 | 0.72738 | 0.74738 | -2926.27 | 5229699.30 |
3044 | 2015.09.03 17:00 | close | 1522 | 0.01 | 0.72804 | 0.72757 | 0.74757 | -1492.59 | 5228206.71 |
3045 | 2015.09.04 17:00 | buy | 1523 | 0.01 | 0.73230 | 0.72333 | 0.74220 | |
3046 | 2015.09.08 00:00 | sell | 1524 | 0.01 | 0.73066 | 0.75376 | 0.71976 | |
3047 | 2015.09.11 23:00 | close | 1523 | 0.01 | 0.73476 | 0.72333 | 0.74220 | 381.28 | 5228587.99 |
3048 | 2015.09.12 00:00 | buy | 1525 | 0.01 | 0.73526 | 0.72516 | 0.74516 | |
3049 | 2015.09.14 02:00 | buy | 1526 | 0.01 | 0.73474 | 0.72464 | 0.74464 | |
3050 | 2015.09.14 03:00 | buy | 1527 | 0.02 | 0.73465 | 0.72455 | 0.74455 | |
3051 | 2015.09.14 06:00 | buy | 1528 | 0.02 | 0.73424 | 0.72414 | 0.74414 | |
3052 | 2015.09.15 04:00 | sell | 1529 | 0.01 | 0.73299 | 0.75376 | 0.72209 | |
3053 | 2015.09.15 11:00 | sell | 1530 | 0.01 | 0.73257 | 0.75376 | 0.72167 | |
3054 | 2015.09.15 13:00 | sell | 1531 | 0.01 | 0.73212 | 0.75376 | 0.72122 | |
3055 | 2015.09.21 03:00 | close | 1524 | 0.01 | 0.72762 | 0.75376 | 0.71976 | 471.24 | 5229059.23 |
3056 | 2015.09.21 03:00 | close | 1529 | 0.01 | 0.72762 | 0.75376 | 0.72209 | 832.41 | 5229891.64 |
3057 | 2015.09.21 03:00 | close | 1530 | 0.01 | 0.72762 | 0.75376 | 0.72167 | 767.31 | 5230658.95 |
3058 | 2015.09.21 03:00 | close | 1531 | 0.01 | 0.72762 | 0.75376 | 0.72122 | 697.55 | 5231356.50 |
3059 | 2015.09.21 15:31 | s/l | 1525 | 0.01 | 0.72516 | 0.72516 | 0.74516 | -1565.41 | 5229791.09 |
3060 | 2015.09.21 15:40 | s/l | 1526 | 0.01 | 0.72464 | 0.72464 | 0.74464 | -1565.41 | 5228225.68 |
3061 | 2015.09.21 16:00 | s/l | 1527 | 0.02 | 0.72455 | 0.72455 | 0.74455 | -3130.82 | 5225094.86 |
3062 | 2015.09.21 16:15 | s/l | 1528 | 0.02 | 0.72414 | 0.72414 | 0.74414 | -3130.81 | 5221964.05 |
3063 | 2015.09.24 16:00 | buy | 1532 | 0.01 | 0.73891 | 0.72881 | 0.74881 | |
3064 | 2015.09.24 19:00 | close | 1532 | 0.01 | 0.73882 | 0.72881 | 0.74881 | -13.95 | 5221950.10 |
3065 | 2015.09.24 19:00 | buy | 1533 | 0.01 | 0.73892 | 0.72882 | 0.74882 | |
3066 | 2015.09.24 21:00 | buy | 1534 | 0.02 | 0.73814 | 0.72804 | 0.74804 | |
3067 | 2015.09.25 08:00 | sell | 1535 | 0.01 | 0.73402 | 0.75712 | 0.72312 | |
3068 | 2015.09.30 13:00 | sell | 1536 | 0.03 | 0.73956 | 0.75712 | 0.72866 | |
3069 | 2015.09.30 14:00 | sell | 1537 | 0.02 | 0.73846 | 0.75712 | 0.72756 | |
3070 | 2015.09.30 17:00 | sell | 1538 | 0.02 | 0.73771 | 0.75712 | 0.72681 | |
3071 | 2015.09.30 19:00 | sell | 1539 | 0.01 | 0.73704 | 0.75712 | 0.72614 | |
3072 | 2015.09.30 21:00 | sell | 1540 | 0.03 | 0.73892 | 0.75712 | 0.72802 | |
3073 | 2015.10.02 16:00 | sell | 1541 | 0.01 | 0.73593 | 0.75712 | 0.72503 | |
3074 | 2015.10.13 16:05 | t/p | 1534 | 0.02 | 0.74804 | 0.72804 | 0.74804 | 3068.78 | 5225018.88 |
3075 | 2015.10.13 16:27 | t/p | 1533 | 0.01 | 0.74882 | 0.72882 | 0.74882 | 1534.39 | 5226553.27 |
3076 | 2015.10.14 13:00 | sell | 1542 | 0.06 | 0.74234 | 0.75712 | 0.73144 | |
3077 | 2015.10.14 14:00 | sell | 1543 | 0.07 | 0.74263 | 0.75712 | 0.73173 | |
3078 | 2015.10.14 18:00 | sell | 1544 | 0.04 | 0.74064 | 0.75712 | 0.72974 | |
3079 | 2015.10.14 23:00 | sell | 1545 | 0.05 | 0.74137 | 0.75712 | 0.73047 | |
3080 | 2015.10.19 14:08 | t/p | 1543 | 0.07 | 0.73173 | 0.75712 | 0.73173 | 11827.26 | 5238380.53 |
3081 | 2015.10.19 14:20 | t/p | 1542 | 0.06 | 0.73144 | 0.75712 | 0.73144 | 10137.65 | 5248518.18 |
3082 | 2015.10.19 19:00 | t/p | 1545 | 0.05 | 0.73047 | 0.75712 | 0.73047 | 8448.05 | 5256966.23 |
3083 | 2015.10.22 12:30 | t/p | 1544 | 0.04 | 0.72974 | 0.75712 | 0.72974 | 6758.39 | 5263724.62 |
3084 | 2015.10.22 16:29 | t/p | 1536 | 0.03 | 0.72866 | 0.75712 | 0.72866 | 5068.80 | 5268793.42 |
3085 | 2015.10.22 16:30 | t/p | 1540 | 0.03 | 0.72802 | 0.75712 | 0.72802 | 5068.79 | 5273862.21 |
3086 | 2015.10.22 16:30 | t/p | 1537 | 0.02 | 0.72756 | 0.75712 | 0.72756 | 3379.19 | 5277241.40 |
3087 | 2015.10.22 16:43 | t/p | 1538 | 0.02 | 0.72681 | 0.75712 | 0.72681 | 3379.20 | 5280620.60 |
3088 | 2015.10.22 16:49 | t/p | 1539 | 0.01 | 0.72614 | 0.75712 | 0.72614 | 1689.59 | 5282310.19 |
3089 | 2015.10.22 17:36 | t/p | 1541 | 0.01 | 0.72503 | 0.75712 | 0.72503 | 1689.59 | 5283999.78 |
3090 | 2015.10.22 20:23 | t/p | 1535 | 0.01 | 0.72312 | 0.75712 | 0.72312 | 1689.60 | 5285689.38 |
3091 | 2015.10.27 00:00 | buy | 1546 | 0.01 | 0.72000 | 0.69690 | 0.73090 | |
3092 | 2015.10.28 19:00 | close | 1546 | 0.01 | 0.72269 | 0.69690 | 0.73090 | 416.92 | 5286106.30 |
3093 | 2015.10.29 00:00 | sell | 1547 | 0.01 | 0.71544 | 0.72561 | 0.70554 | |
3094 | 2015.10.29 11:00 | sell | 1548 | 0.01 | 0.71676 | 0.72561 | 0.70686 | |
3095 | 2015.10.29 14:00 | sell | 1549 | 0.03 | 0.71790 | 0.72561 | 0.70800 | |
3096 | 2015.10.29 15:00 | sell | 1550 | 0.04 | 0.71835 | 0.72561 | 0.70845 | |
3097 | 2015.10.29 17:00 | sell | 1551 | 0.02 | 0.71688 | 0.72561 | 0.70698 | |
3098 | 2015.10.29 21:00 | sell | 1552 | 0.01 | 0.71599 | 0.72561 | 0.70609 | |
3099 | 2015.10.29 23:00 | sell | 1553 | 0.01 | 0.71645 | 0.72561 | 0.70655 | |
3100 | 2015.10.30 04:00 | sell | 1554 | 0.02 | 0.71721 | 0.72561 | 0.70731 | |
3101 | 2015.11.04 11:47 | t/p | 1550 | 0.04 | 0.70845 | 0.72561 | 0.70845 | 6138.36 | 5292244.66 |
3102 | 2015.11.04 13:30 | t/p | 1549 | 0.03 | 0.70800 | 0.72561 | 0.70800 | 4603.76 | 5296848.42 |
3103 | 2015.11.04 18:25 | t/p | 1554 | 0.02 | 0.70731 | 0.72561 | 0.70731 | 3069.18 | 5299917.60 |
3104 | 2015.11.04 18:33 | t/p | 1551 | 0.02 | 0.70698 | 0.72561 | 0.70698 | 3069.17 | 5302986.77 |
3105 | 2015.11.04 18:35 | t/p | 1548 | 0.01 | 0.70686 | 0.72561 | 0.70686 | 1534.59 | 5304521.36 |
3106 | 2015.11.04 19:24 | t/p | 1553 | 0.01 | 0.70655 | 0.72561 | 0.70655 | 1534.59 | 5306055.95 |
3107 | 2015.11.04 19:31 | t/p | 1552 | 0.01 | 0.70609 | 0.72561 | 0.70609 | 1534.59 | 5307590.54 |
3108 | 2015.11.04 19:51 | t/p | 1547 | 0.01 | 0.70554 | 0.72561 | 0.70554 | 1534.59 | 5309125.13 |
3109 | 2015.11.04 20:00 | sell | 1555 | 0.01 | 0.70582 | 0.71592 | 0.69592 | |
3110 | 2015.11.04 21:00 | sell | 1556 | 0.01 | 0.70617 | 0.71592 | 0.69627 | |
3111 | 2015.11.05 09:00 | sell | 1557 | 0.01 | 0.70652 | 0.71592 | 0.69662 | |
3112 | 2015.11.05 13:00 | sell | 1558 | 0.02 | 0.70726 | 0.71592 | 0.69736 | |
3113 | 2015.11.05 23:35 | s/l | 1555 | 0.01 | 0.71592 | 0.71592 | 0.69592 | -1565.59 | 5307559.54 |
3114 | 2015.11.05 23:35 | s/l | 1556 | 0.01 | 0.71592 | 0.71592 | 0.69627 | -1511.33 | 5306048.21 |
3115 | 2015.11.05 23:35 | s/l | 1557 | 0.01 | 0.71592 | 0.71592 | 0.69662 | -1457.08 | 5304591.13 |
3116 | 2015.11.05 23:35 | s/l | 1558 | 0.02 | 0.71592 | 0.71592 | 0.69736 | -2684.76 | 5301906.37 |
3117 | 2015.11.06 14:00 | buy | 1559 | 0.01 | 0.71694 | 0.69384 | 0.72784 | |
3118 | 2015.11.09 03:00 | sell | 1560 | 0.01 | 0.71301 | 0.72032 | 0.70311 | |
3119 | 2015.11.09 10:00 | sell | 1561 | 0.01 | 0.71398 | 0.72032 | 0.70408 | |
3120 | 2015.11.09 12:00 | sell | 1562 | 0.02 | 0.71414 | 0.72032 | 0.70424 | |
3121 | 2015.11.09 15:00 | sell | 1563 | 0.02 | 0.71438 | 0.72032 | 0.70448 | |
3122 | 2015.11.09 16:00 | sell | 1564 | 0.01 | 0.71368 | 0.72032 | 0.70378 | |
3123 | 2015.11.11 19:00 | close | 1560 | 0.01 | 0.70766 | 0.72032 | 0.70311 | 829.30 | 5302735.67 |
3124 | 2015.11.11 19:00 | close | 1561 | 0.01 | 0.70766 | 0.72032 | 0.70408 | 979.66 | 5303715.33 |
3125 | 2015.11.11 19:00 | close | 1562 | 0.02 | 0.70766 | 0.72032 | 0.70424 | 2008.91 | 5305724.24 |
3126 | 2015.11.11 19:00 | close | 1563 | 0.02 | 0.70766 | 0.72032 | 0.70448 | 2083.32 | 5307807.56 |
3127 | 2015.11.11 19:00 | close | 1564 | 0.01 | 0.70766 | 0.72032 | 0.70378 | 933.15 | 5308740.71 |
3128 | 2015.11.11 20:00 | sell | 1565 | 0.01 | 0.70578 | 0.71588 | 0.69588 | |
3129 | 2015.11.12 03:00 | sell | 1566 | 0.01 | 0.70682 | 0.71588 | 0.69692 | |
3130 | 2015.11.12 07:00 | sell | 1567 | 0.01 | 0.70660 | 0.71588 | 0.69670 | |
3131 | 2015.11.16 13:00 | sell | 1568 | 0.01 | 0.70636 | 0.71588 | 0.69646 | |
3132 | 2015.11.24 00:00 | buy | 1569 | 1.19 | 0.70279 | 0.69300 | 0.71369 | |
3133 | 2015.11.25 20:00 | close | 1565 | 0.01 | 0.70358 | 0.71588 | 0.69588 | 341.02 | 5309081.73 |
3134 | 2015.11.25 20:00 | close | 1566 | 0.01 | 0.70358 | 0.71588 | 0.69692 | 502.23 | 5309583.96 |
3135 | 2015.11.25 20:00 | close | 1567 | 0.01 | 0.70358 | 0.71588 | 0.69670 | 468.13 | 5310052.09 |
3136 | 2015.11.25 20:00 | close | 1568 | 0.01 | 0.70358 | 0.71588 | 0.69646 | 430.92 | 5310483.01 |
3137 | 2015.11.25 23:00 | sell | 1570 | 0.01 | 0.70159 | 0.70860 | 0.69169 | |
3138 | 2015.12.02 20:50 | s/l | 1570 | 0.01 | 0.70860 | 0.70860 | 0.69169 | -1086.62 | 5309396.39 |
3139 | 2015.12.03 16:40 | t/p | 1569 | 1.19 | 0.71369 | 0.69300 | 0.71369 | 201036.23 | 5510432.62 |
3140 | 2015.12.03 17:00 | buy | 1571 | 0.04 | 0.71247 | 0.69300 | 0.72337 | |
3141 | 2015.12.03 17:44 | t/p | 1571 | 0.04 | 0.72337 | 0.69300 | 0.72337 | 6757.52 | 5517190.14 |
3142 | 2015.12.08 17:59 | t/p | 1559 | 0.01 | 0.72784 | 0.69384 | 0.72784 | 1689.42 | 5518879.56 |
3143 | 2015.12.22 16:00 | buy | 1572 | 0.01 | 0.73589 | 0.72579 | 0.74579 | |
3144 | 2015.12.23 15:00 | sell | 1573 | 0.01 | 0.73409 | 0.75719 | 0.72319 | |
3145 | 2015.12.28 05:00 | buy | 1574 | 0.02 | 0.73527 | 0.72692 | 0.74517 | |
3146 | 2015.12.28 08:00 | buy | 1575 | 0.01 | 0.73555 | 0.72692 | 0.74545 | |
3147 | 2015.12.29 19:00 | close | 1572 | 0.01 | 0.73800 | 0.72579 | 0.74579 | 327.03 | 5519206.59 |
3148 | 2015.12.29 19:00 | close | 1574 | 0.02 | 0.73800 | 0.72692 | 0.74517 | 846.26 | 5520052.85 |
3149 | 2015.12.29 19:00 | close | 1575 | 0.01 | 0.73800 | 0.72692 | 0.74545 | 379.73 | 5520432.58 |
3150 | 2015.12.29 19:00 | buy | 1576 | 0.01 | 0.73810 | 0.73016 | 0.74800 | |