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 |
3151 | 2015.12.29 21:00 | buy | 1577 | 0.01 | 0.73791 | 0.73016 | 0.74781 | |
3152 | 2015.12.30 01:00 | buy | 1578 | 0.02 | 0.73764 | 0.73016 | 0.74754 | |
3153 | 2015.12.31 19:00 | close | 1573 | 0.01 | 0.73544 | 0.75719 | 0.72319 | -209.27 | 5520223.31 |
3154 | 2015.12.31 20:00 | buy | 1579 | 0.02 | 0.73726 | 0.73098 | 0.74716 | |
3155 | 2016.01.05 14:00 | sell | 1580 | 0.01 | 0.73398 | 0.75708 | 0.72308 | |
3156 | 2016.01.06 20:00 | buy | 1581 | 0.13 | 0.73572 | 0.73064 | 0.74562 | |
3157 | 2016.01.06 23:00 | buy | 1582 | 0.10 | 0.73589 | 0.73064 | 0.74579 | |
3158 | 2016.01.07 03:00 | buy | 1583 | 0.04 | 0.73664 | 0.73064 | 0.74654 | |
3159 | 2016.01.07 14:32 | t/p | 1581 | 0.13 | 0.74562 | 0.73064 | 0.74562 | 19947.60 | 5540170.91 |
3160 | 2016.01.07 14:33 | t/p | 1582 | 0.10 | 0.74579 | 0.73064 | 0.74579 | 15344.30 | 5555515.21 |
3161 | 2016.01.07 16:08 | t/p | 1583 | 0.04 | 0.74654 | 0.73064 | 0.74654 | 6137.73 | 5561652.94 |
3162 | 2016.01.07 23:55 | t/p | 1579 | 0.02 | 0.74716 | 0.73098 | 0.74716 | 3068.86 | 5564721.80 |
3163 | 2016.01.07 23:57 | t/p | 1578 | 0.02 | 0.74754 | 0.73016 | 0.74754 | 3068.86 | 5567790.66 |
3164 | 2016.01.07 23:58 | t/p | 1577 | 0.01 | 0.74781 | 0.73016 | 0.74781 | 1534.44 | 5569325.10 |
3165 | 2016.01.07 23:58 | t/p | 1576 | 0.01 | 0.74800 | 0.73016 | 0.74800 | 1534.43 | 5570859.53 |
3166 | 2016.01.08 00:00 | buy | 1584 | 0.01 | 0.74782 | 0.73772 | 0.75772 | |
3167 | 2016.01.08 04:00 | buy | 1585 | 0.02 | 0.74723 | 0.73713 | 0.75713 | |
3168 | 2016.01.08 06:00 | buy | 1586 | 0.17 | 0.74424 | 0.73414 | 0.75414 | |
3169 | 2016.01.08 07:00 | buy | 1587 | 0.23 | 0.74402 | 0.73392 | 0.75392 | |
3170 | 2016.01.08 11:00 | buy | 1588 | 0.30 | 0.74358 | 0.73348 | 0.75348 | |
3171 | 2016.01.08 16:00 | buy | 1589 | 0.13 | 0.74465 | 0.73455 | 0.75455 | |
3172 | 2016.01.08 17:00 | buy | 1590 | 0.08 | 0.74536 | 0.73526 | 0.75526 | |
3173 | 2016.01.08 19:00 | buy | 1591 | 0.06 | 0.74570 | 0.73560 | 0.75560 | |
3174 | 2016.01.11 02:37 | t/p | 1588 | 0.30 | 0.75348 | 0.73348 | 0.75348 | 46032.92 | 5616892.45 |
3175 | 2016.01.11 03:00 | t/p | 1586 | 0.17 | 0.75414 | 0.73414 | 0.75414 | 26085.32 | 5642977.77 |
3176 | 2016.01.11 03:00 | t/p | 1587 | 0.23 | 0.75392 | 0.73392 | 0.75392 | 35291.91 | 5678269.68 |
3177 | 2016.01.11 03:00 | t/p | 1589 | 0.13 | 0.75455 | 0.73455 | 0.75455 | 19947.60 | 5698217.28 |
3178 | 2016.01.11 03:03 | t/p | 1590 | 0.08 | 0.75526 | 0.73526 | 0.75526 | 12275.45 | 5710492.73 |
3179 | 2016.01.14 03:37 | t/p | 1591 | 0.06 | 0.75560 | 0.73560 | 0.75560 | 9206.58 | 5719699.31 |
3180 | 2016.01.14 05:11 | s/l | 1580 | 0.01 | 0.75708 | 0.75708 | 0.72308 | -3580.80 | 5716118.51 |
3181 | 2016.01.14 12:54 | t/p | 1585 | 0.02 | 0.75713 | 0.73713 | 0.75713 | 3068.86 | 5719187.37 |
3182 | 2016.01.14 13:00 | t/p | 1584 | 0.01 | 0.75772 | 0.73772 | 0.75772 | 1534.43 | 5720721.80 |
3183 | 2016.01.14 13:00 | buy | 1592 | 0.01 | 0.75785 | 0.74730 | 0.76730 | |
3184 | 2016.01.14 17:00 | buy | 1593 | 0.03 | 0.75629 | 0.74619 | 0.76619 | |
3185 | 2016.01.14 18:00 | buy | 1594 | 0.02 | 0.75662 | 0.74652 | 0.76652 | |
3186 | 2016.01.14 19:00 | buy | 1595 | 0.02 | 0.75716 | 0.74706 | 0.76706 | |
3187 | 2016.01.14 21:00 | buy | 1596 | 0.23 | 0.75387 | 0.74368 | 0.76377 | |
3188 | 2016.01.15 07:00 | buy | 1597 | 0.10 | 0.75509 | 0.74499 | 0.76499 | |
3189 | 2016.01.15 08:00 | buy | 1598 | 0.08 | 0.75548 | 0.74538 | 0.76538 | |
3190 | 2016.01.15 12:00 | buy | 1599 | 0.06 | 0.75564 | 0.74554 | 0.76554 | |
3191 | 2016.01.15 17:37 | t/p | 1596 | 0.23 | 0.76377 | 0.74368 | 0.76377 | 35291.90 | 5756013.70 |
3192 | 2016.01.15 17:47 | t/p | 1597 | 0.10 | 0.76499 | 0.74499 | 0.76499 | 15344.31 | 5771358.01 |
3193 | 2016.01.15 17:49 | t/p | 1598 | 0.08 | 0.76538 | 0.74538 | 0.76538 | 12275.45 | 5783633.46 |
3194 | 2016.01.15 17:49 | t/p | 1599 | 0.06 | 0.76554 | 0.74554 | 0.76554 | 9206.59 | 5792840.05 |
3195 | 2016.01.15 20:11 | t/p | 1593 | 0.03 | 0.76619 | 0.74619 | 0.76619 | 4603.29 | 5797443.34 |
3196 | 2016.01.15 20:20 | t/p | 1594 | 0.02 | 0.76652 | 0.74652 | 0.76652 | 3068.86 | 5800512.20 |
3197 | 2016.01.15 20:24 | t/p | 1595 | 0.02 | 0.76706 | 0.74706 | 0.76706 | 3068.86 | 5803581.06 |
3198 | 2016.01.15 20:58 | t/p | 1592 | 0.01 | 0.76730 | 0.74730 | 0.76730 | 1464.68 | 5805045.74 |
3199 | 2016.01.16 01:00 | buy | 1600 | 0.01 | 0.76603 | 0.75593 | 0.77593 | |
3200 | 2016.01.18 02:00 | buy | 1601 | 0.01 | 0.76574 | 0.75564 | 0.77564 | |
3201 | 2016.01.18 03:00 | buy | 1602 | 0.02 | 0.76529 | 0.75519 | 0.77519 | |
3202 | 2016.01.18 08:00 | buy | 1603 | 0.10 | 0.76312 | 0.75302 | 0.77302 | |
3203 | 2016.01.18 11:00 | buy | 1604 | 0.17 | 0.76269 | 0.75259 | 0.77259 | |
3204 | 2016.01.18 12:00 | buy | 1605 | 0.08 | 0.76367 | 0.75357 | 0.77357 | |
3205 | 2016.01.18 13:00 | buy | 1606 | 0.39 | 0.76151 | 0.75141 | 0.77141 | |
3206 | 2016.01.18 17:00 | buy | 1607 | 0.30 | 0.76198 | 0.75188 | 0.77188 | |
3207 | 2016.01.18 21:00 | buy | 1608 | 0.12 | 0.76286 | 0.75276 | 0.77276 | |
3208 | 2016.01.20 05:25 | t/p | 1606 | 0.39 | 0.77141 | 0.75141 | 0.77141 | 59842.41 | 5864888.15 |
3209 | 2016.01.20 05:40 | t/p | 1607 | 0.30 | 0.77188 | 0.75188 | 0.77188 | 46032.63 | 5910920.78 |
3210 | 2016.01.20 05:41 | t/p | 1604 | 0.17 | 0.77259 | 0.75259 | 0.77259 | 26085.16 | 5937005.94 |
3211 | 2016.01.20 05:41 | t/p | 1608 | 0.12 | 0.77276 | 0.75276 | 0.77276 | 18413.05 | 5955418.99 |
3212 | 2016.01.20 05:43 | t/p | 1603 | 0.10 | 0.77302 | 0.75302 | 0.77302 | 15344.21 | 5970763.20 |
3213 | 2016.01.20 07:01 | t/p | 1605 | 0.08 | 0.77357 | 0.75357 | 0.77357 | 12275.36 | 5983038.56 |
3214 | 2016.01.20 12:27 | t/p | 1602 | 0.02 | 0.77519 | 0.75519 | 0.77519 | 3068.84 | 5986107.40 |
3215 | 2016.01.20 14:00 | close | 1600 | 0.01 | 0.77007 | 0.75593 | 0.77593 | 626.17 | 5986733.57 |
3216 | 2016.01.20 14:00 | close | 1601 | 0.01 | 0.77007 | 0.75564 | 0.77564 | 671.12 | 5987404.69 |
3217 | 2016.01.20 15:00 | buy | 1609 | 0.01 | 0.77121 | 0.76111 | 0.78111 | |
3218 | 2016.01.20 16:00 | buy | 1610 | 0.02 | 0.77056 | 0.76046 | 0.78046 | |
3219 | 2016.01.20 17:00 | buy | 1611 | 0.01 | 0.77071 | 0.76061 | 0.78061 | |
3220 | 2016.01.20 18:00 | buy | 1612 | 0.02 | 0.77012 | 0.76002 | 0.78002 | |
3221 | 2016.01.20 21:00 | buy | 1613 | 0.03 | 0.76996 | 0.75986 | 0.77986 | |
3222 | 2016.01.22 09:58 | s/l | 1609 | 0.01 | 0.76111 | 0.76111 | 0.78111 | -1565.43 | 5985839.26 |
3223 | 2016.01.22 11:00 | s/l | 1611 | 0.01 | 0.76061 | 0.76061 | 0.78061 | -1565.43 | 5984273.83 |
3224 | 2016.01.22 11:02 | s/l | 1610 | 0.02 | 0.76046 | 0.76046 | 0.78046 | -3130.86 | 5981142.97 |
3225 | 2016.01.22 11:18 | s/l | 1612 | 0.02 | 0.76002 | 0.76002 | 0.78002 | -3130.86 | 5978012.11 |
3226 | 2016.01.22 11:18 | s/l | 1613 | 0.03 | 0.75986 | 0.75986 | 0.77986 | -4696.29 | 5973315.82 |
3227 | 2016.01.22 16:00 | sell | 1614 | 0.01 | 0.75783 | 0.78093 | 0.74693 | |
3228 | 2016.01.25 18:00 | buy | 1615 | 0.01 | 0.76030 | 0.75199 | 0.77020 | |
3229 | 2016.01.28 20:00 | sell | 1616 | 0.01 | 0.76028 | 0.78093 | 0.74938 | |
3230 | 2016.01.29 02:00 | sell | 1617 | 0.02 | 0.76155 | 0.78093 | 0.75065 | |
3231 | 2016.01.29 03:00 | sell | 1618 | 0.02 | 0.76172 | 0.78093 | 0.75082 | |
3232 | 2016.01.29 18:00 | close | 1615 | 0.01 | 0.76207 | 0.75199 | 0.77020 | 274.34 | 5973590.16 |
3233 | 2016.02.01 02:00 | sell | 1619 | 0.01 | 0.75976 | 0.78093 | 0.74886 | |
3234 | 2016.02.04 21:00 | buy | 1620 | 0.01 | 0.76825 | 0.75815 | 0.77815 | |
3235 | 2016.02.08 06:00 | sell | 1621 | 0.08 | 0.76783 | 0.78093 | 0.75693 | |
3236 | 2016.02.08 09:00 | sell | 1622 | 0.07 | 0.76690 | 0.78093 | 0.75600 | |
3237 | 2016.02.09 06:40 | t/p | 1620 | 0.01 | 0.77815 | 0.75815 | 0.77815 | 1534.45 | 5975124.61 |
3238 | 2016.02.09 07:00 | buy | 1623 | 0.01 | 0.77754 | 0.76744 | 0.78744 | |
3239 | 2016.02.09 08:00 | buy | 1624 | 0.01 | 0.77718 | 0.76708 | 0.78708 | |
3240 | 2016.02.09 12:00 | buy | 1625 | 0.10 | 0.77494 | 0.76484 | 0.78484 | |
3241 | 2016.02.09 13:00 | buy | 1626 | 0.17 | 0.77426 | 0.76416 | 0.78416 | |
3242 | 2016.02.09 15:00 | buy | 1627 | 0.08 | 0.77507 | 0.76497 | 0.78497 | |
3243 | 2016.02.09 17:34 | s/l | 1614 | 0.01 | 0.78093 | 0.78093 | 0.74693 | -3580.92 | 5971543.69 |
3244 | 2016.02.09 17:34 | s/l | 1616 | 0.01 | 0.78093 | 0.78093 | 0.74938 | -3201.12 | 5968342.57 |
3245 | 2016.02.09 17:34 | s/l | 1617 | 0.02 | 0.78093 | 0.78093 | 0.75065 | -6008.49 | 5962334.08 |
3246 | 2016.02.09 17:34 | s/l | 1618 | 0.02 | 0.78093 | 0.78093 | 0.75082 | -5955.79 | 5956378.29 |
3247 | 2016.02.09 17:34 | s/l | 1619 | 0.01 | 0.78093 | 0.78093 | 0.74886 | -3281.73 | 5953096.56 |
3248 | 2016.02.09 17:34 | s/l | 1621 | 0.08 | 0.78093 | 0.78093 | 0.75693 | -16245.88 | 5936850.68 |
3249 | 2016.02.09 17:34 | s/l | 1622 | 0.07 | 0.78093 | 0.78093 | 0.75600 | -15224.32 | 5921626.36 |
3250 | 2016.02.09 17:54 | t/p | 1626 | 0.17 | 0.78416 | 0.76416 | 0.78416 | 26086.16 | 5947712.52 |
3251 | 2016.02.09 18:29 | t/p | 1625 | 0.10 | 0.78484 | 0.76484 | 0.78484 | 15344.80 | 5963057.32 |
3252 | 2016.02.09 18:30 | t/p | 1627 | 0.08 | 0.78497 | 0.76497 | 0.78497 | 12275.84 | 5975333.16 |
3253 | 2016.02.10 13:00 | sell | 1628 | 0.01 | 0.77652 | 0.78572 | 0.76662 | |
3254 | 2016.02.10 14:00 | sell | 1629 | 0.01 | 0.77695 | 0.78572 | 0.76705 | |
3255 | 2016.02.11 12:40 | s/l | 1628 | 0.01 | 0.78572 | 0.78572 | 0.76662 | -1426.16 | 5973907.00 |
3256 | 2016.02.11 12:40 | s/l | 1629 | 0.01 | 0.78572 | 0.78572 | 0.76705 | -1359.50 | 5972547.50 |
3257 | 2016.02.11 12:40 | t/p | 1624 | 0.01 | 0.78708 | 0.76708 | 0.78708 | 1534.47 | 5974081.97 |
3258 | 2016.02.11 16:59 | t/p | 1623 | 0.01 | 0.78744 | 0.76744 | 0.78744 | 1534.47 | 5975616.44 |
3259 | 2016.02.12 12:00 | sell | 1630 | 0.01 | 0.77882 | 0.78892 | 0.76892 | |
3260 | 2016.02.16 14:00 | close | 1630 | 0.01 | 0.77294 | 0.78892 | 0.76892 | 911.49 | 5976527.93 |
3261 | 2016.02.16 15:00 | sell | 1631 | 0.01 | 0.77254 | 0.79564 | 0.76164 | |
3262 | 2016.02.18 08:00 | sell | 1632 | 0.03 | 0.77857 | 0.79564 | 0.76767 | |
3263 | 2016.02.18 14:00 | sell | 1633 | 0.04 | 0.77891 | 0.79564 | 0.76901 | |
3264 | 2016.02.18 15:00 | sell | 1634 | 0.02 | 0.77599 | 0.79564 | 0.76509 | |
3265 | 2016.02.18 21:00 | sell | 1635 | 0.01 | 0.77394 | 0.79564 | 0.76304 | |
3266 | 2016.02.18 23:00 | sell | 1636 | 0.01 | 0.77523 | 0.79564 | 0.76433 | |
3267 | 2016.02.19 01:00 | sell | 1637 | 0.01 | 0.77438 | 0.79564 | 0.76348 | |
3268 | 2016.02.19 05:00 | sell | 1638 | 0.02 | 0.77642 | 0.79564 | 0.76552 | |
3269 | 2016.02.25 17:00 | sell | 1639 | 0.38 | 0.78913 | 0.79564 | 0.77923 | |
3270 | 2016.02.26 06:00 | sell | 1640 | 0.45 | 0.79005 | 0.79564 | 0.78015 | |
3271 | 2016.02.26 13:00 | sell | 1641 | 0.22 | 0.78735 | 0.79564 | 0.77745 | |
3272 | 2016.02.29 19:55 | t/p | 1640 | 0.45 | 0.78015 | 0.79564 | 0.78015 | 69059.18 | 6045587.11 |
3273 | 2016.02.29 19:57 | t/p | 1639 | 0.38 | 0.77923 | 0.79564 | 0.77923 | 58316.64 | 6103903.75 |
3274 | 2016.02.29 20:00 | sell | 1642 | 0.05 | 0.77993 | 0.79564 | 0.76903 | |
3275 | 2016.02.29 21:00 | sell | 1643 | 0.06 | 0.78040 | 0.79564 | 0.76950 | |
3276 | 2016.02.29 23:00 | sell | 1644 | 0.08 | 0.78181 | 0.79564 | 0.77091 | |
3277 | 2016.03.01 01:00 | sell | 1645 | 0.07 | 0.78152 | 0.79564 | 0.77062 | |
3278 | 2016.03.01 14:20 | t/p | 1641 | 0.22 | 0.77745 | 0.79564 | 0.77745 | 33762.49 | 6137666.24 |
3279 | 2016.03.02 19:38 | t/p | 1644 | 0.08 | 0.77091 | 0.79564 | 0.77091 | 13517.31 | 6151183.55 |
3280 | 2016.03.02 19:44 | t/p | 1645 | 0.07 | 0.77062 | 0.79564 | 0.77062 | 11827.64 | 6163011.19 |
3281 | 2016.03.02 20:07 | t/p | 1643 | 0.06 | 0.76950 | 0.79564 | 0.76950 | 10137.98 | 6173149.17 |
3282 | 2016.03.10 16:45 | t/p | 1633 | 0.04 | 0.76901 | 0.79564 | 0.76901 | 6138.79 | 6179287.96 |
3283 | 2016.03.10 16:45 | t/p | 1642 | 0.05 | 0.76903 | 0.79564 | 0.76903 | 8448.59 | 6187736.55 |
3284 | 2016.03.10 16:46 | t/p | 1632 | 0.03 | 0.76767 | 0.79564 | 0.76767 | 5069.15 | 6192805.70 |
3285 | 2016.03.10 17:01 | t/p | 1638 | 0.02 | 0.76552 | 0.79564 | 0.76552 | 3379.44 | 6196185.14 |
3286 | 2016.03.10 18:00 | close | 1631 | 0.01 | 0.77033 | 0.79564 | 0.76164 | 342.59 | 6196527.73 |
3287 | 2016.03.10 18:00 | close | 1634 | 0.02 | 0.77033 | 0.79564 | 0.76509 | 1754.83 | 6198282.56 |
3288 | 2016.03.10 18:00 | close | 1635 | 0.01 | 0.77033 | 0.79564 | 0.76304 | 559.62 | 6198842.18 |
3289 | 2016.03.10 18:00 | close | 1636 | 0.01 | 0.77033 | 0.79564 | 0.76433 | 759.59 | 6199601.77 |
3290 | 2016.03.10 18:00 | close | 1637 | 0.01 | 0.77033 | 0.79564 | 0.76348 | 627.83 | 6200229.60 |
3291 | 2016.03.17 17:00 | sell | 1646 | 0.01 | 0.78444 | 0.80530 | 0.77354 | |
3292 | 2016.03.18 19:00 | close | 1646 | 0.01 | 0.77953 | 0.80530 | 0.77354 | 761.15 | 6200990.75 |
3293 | 2016.03.24 15:00 | sell | 1647 | 0.01 | 0.78987 | 0.79528 | 0.77997 | |
3294 | 2016.03.25 06:00 | sell | 1648 | 0.01 | 0.79024 | 0.79528 | 0.78034 | |
3295 | 2016.03.25 07:00 | sell | 1649 | 0.01 | 0.79022 | 0.79528 | 0.78032 | |
3296 | 2016.03.25 15:00 | sell | 1650 | 0.01 | 0.79050 | 0.79528 | 0.78060 | |
3297 | 2016.04.01 12:40 | s/l | 1647 | 0.01 | 0.79528 | 0.79528 | 0.77997 | -838.64 | 6200152.11 |
3298 | 2016.04.01 12:40 | s/l | 1648 | 0.01 | 0.79528 | 0.79528 | 0.78034 | -781.29 | 6199370.82 |
3299 | 2016.04.01 12:40 | s/l | 1649 | 0.01 | 0.79528 | 0.79528 | 0.78032 | -784.39 | 6198586.43 |
3300 | 2016.04.01 12:40 | s/l | 1650 | 0.01 | 0.79528 | 0.79528 | 0.78060 | -740.98 | 6197845.45 |