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 |
3301 | 2016.04.04 16:00 | sell | 1651 | 0.01 | 0.79710 | 0.80260 | 0.78720 | |
3302 | 2016.04.04 20:00 | sell | 1652 | 0.01 | 0.79741 | 0.80260 | 0.78751 | |
3303 | 2016.04.04 22:00 | sell | 1653 | 0.02 | 0.79796 | 0.80260 | 0.78806 | |
3304 | 2016.04.05 02:00 | sell | 1654 | 0.03 | 0.79837 | 0.80260 | 0.78847 | |
3305 | 2016.04.05 05:00 | sell | 1655 | 0.03 | 0.79850 | 0.80260 | 0.78860 | |
3306 | 2016.04.05 07:00 | sell | 1656 | 0.06 | 0.79895 | 0.80260 | 0.78905 | |
3307 | 2016.04.05 09:00 | sell | 1657 | 0.05 | 0.79892 | 0.80260 | 0.78902 | |
3308 | 2016.04.05 12:00 | sell | 1658 | 0.04 | 0.79864 | 0.80260 | 0.78874 | |
3309 | 2016.04.05 18:01 | s/l | 1651 | 0.01 | 0.80260 | 0.80260 | 0.78720 | -852.59 | 6196992.86 |
3310 | 2016.04.05 18:01 | s/l | 1652 | 0.01 | 0.80260 | 0.80260 | 0.78751 | -804.53 | 6196188.33 |
3311 | 2016.04.05 18:01 | s/l | 1653 | 0.02 | 0.80260 | 0.80260 | 0.78806 | -1438.56 | 6194749.77 |
3312 | 2016.04.05 18:01 | s/l | 1654 | 0.03 | 0.80260 | 0.80260 | 0.78847 | -1967.16 | 6192782.61 |
3313 | 2016.04.05 18:01 | s/l | 1655 | 0.03 | 0.80260 | 0.80260 | 0.78860 | -1906.71 | 6190875.90 |
3314 | 2016.04.05 18:01 | s/l | 1656 | 0.06 | 0.80260 | 0.80260 | 0.78905 | -3394.88 | 6187481.02 |
3315 | 2016.04.05 18:01 | s/l | 1657 | 0.05 | 0.80260 | 0.80260 | 0.78902 | -2852.31 | 6184628.71 |
3316 | 2016.04.05 18:01 | s/l | 1658 | 0.04 | 0.80260 | 0.80260 | 0.78874 | -2455.47 | 6182173.24 |
3317 | 2016.04.07 18:00 | sell | 1659 | 0.01 | 0.80503 | 0.81232 | 0.79513 | |
3318 | 2016.04.08 06:00 | sell | 1660 | 0.06 | 0.80758 | 0.81232 | 0.79768 | |
3319 | 2016.04.08 12:00 | sell | 1661 | 0.01 | 0.80563 | 0.81232 | 0.79573 | |
3320 | 2016.04.08 13:00 | sell | 1662 | 0.04 | 0.80719 | 0.81232 | 0.79729 | |
3321 | 2016.04.08 17:00 | sell | 1663 | 0.02 | 0.80629 | 0.81232 | 0.79639 | |
3322 | 2016.04.11 01:00 | sell | 1664 | 0.10 | 0.80843 | 0.81232 | 0.79853 | |
3323 | 2016.04.11 03:00 | sell | 1665 | 0.05 | 0.80726 | 0.81232 | 0.79736 | |
3324 | 2016.04.11 09:00 | sell | 1666 | 0.03 | 0.80696 | 0.81232 | 0.79706 | |
3325 | 2016.04.12 13:28 | t/p | 1664 | 0.10 | 0.79853 | 0.81232 | 0.79853 | 15347.17 | 6197520.41 |
3326 | 2016.04.12 14:10 | t/p | 1660 | 0.06 | 0.79768 | 0.81232 | 0.79768 | 9208.31 | 6206728.72 |
3327 | 2016.04.12 14:11 | t/p | 1665 | 0.05 | 0.79736 | 0.81232 | 0.79736 | 7673.59 | 6214402.31 |
3328 | 2016.04.12 14:12 | t/p | 1662 | 0.04 | 0.79729 | 0.81232 | 0.79729 | 6138.87 | 6220541.18 |
3329 | 2016.04.12 14:14 | t/p | 1666 | 0.03 | 0.79706 | 0.81232 | 0.79706 | 4604.15 | 6225145.33 |
3330 | 2016.04.12 14:16 | t/p | 1663 | 0.02 | 0.79639 | 0.81232 | 0.79639 | 3069.44 | 6228214.77 |
3331 | 2016.04.13 13:18 | t/p | 1661 | 0.01 | 0.79573 | 0.81232 | 0.79573 | 1534.71 | 6229749.48 |
3332 | 2016.04.13 13:18 | t/p | 1659 | 0.01 | 0.79513 | 0.81232 | 0.79513 | 1534.72 | 6231284.20 |
3333 | 2016.04.13 14:00 | sell | 1667 | 0.01 | 0.79484 | 0.81232 | 0.78394 | |
3334 | 2016.04.22 14:57 | t/p | 1667 | 0.01 | 0.78394 | 0.81232 | 0.78394 | 1689.75 | 6232973.95 |
3335 | 2016.04.27 17:00 | buy | 1668 | 0.01 | 0.77609 | 0.75299 | 0.78699 | |
3336 | 2016.05.03 12:30 | t/p | 1668 | 0.01 | 0.78699 | 0.75299 | 0.78699 | 1689.52 | 6234663.47 |
3337 | 2016.05.18 16:00 | sell | 1669 | 0.01 | 0.77551 | 0.78561 | 0.76561 | |
3338 | 2016.05.19 12:34 | t/p | 1669 | 0.01 | 0.76561 | 0.78561 | 0.76561 | 1534.72 | 6236198.19 |
3339 | 2016.05.23 04:00 | buy | 1670 | 0.01 | 0.77444 | 0.75134 | 0.78534 | |
3340 | 2016.05.24 11:00 | sell | 1671 | 0.01 | 0.77330 | 0.77601 | 0.76340 | |
3341 | 2016.05.24 17:13 | t/p | 1671 | 0.01 | 0.76340 | 0.77601 | 0.76340 | 1534.73 | 6237732.92 |
3342 | 2016.05.27 20:00 | sell | 1672 | 0.01 | 0.76066 | 0.77076 | 0.75076 | |
3343 | 2016.05.30 20:00 | sell | 1673 | 0.01 | 0.76113 | 0.77076 | 0.75123 | |
3344 | 2016.05.31 22:00 | buy | 1674 | 0.10 | 0.76837 | 0.74527 | 0.77927 | |
3345 | 2016.05.31 23:00 | buy | 1675 | 0.08 | 0.76906 | 0.74596 | 0.77996 | |
3346 | 2016.06.01 12:00 | buy | 1676 | 0.06 | 0.76978 | 0.74668 | 0.78068 | |
3347 | 2016.06.01 12:22 | s/l | 1672 | 0.01 | 0.77076 | 0.77076 | 0.75076 | -1565.73 | 6236167.19 |
3348 | 2016.06.01 12:22 | s/l | 1673 | 0.01 | 0.77076 | 0.77076 | 0.75123 | -1492.87 | 6234674.32 |
3349 | 2016.06.01 13:00 | buy | 1677 | 0.02 | 0.77147 | 0.74837 | 0.78237 | |
3350 | 2016.06.01 15:00 | buy | 1678 | 0.02 | 0.77247 | 0.74937 | 0.78337 | |
3351 | 2016.06.03 18:04 | t/p | 1674 | 0.10 | 0.77927 | 0.74527 | 0.77927 | 16895.33 | 6251569.65 |
3352 | 2016.06.03 18:19 | t/p | 1675 | 0.08 | 0.77996 | 0.74596 | 0.77996 | 13516.26 | 6265085.91 |
3353 | 2016.06.03 18:23 | t/p | 1676 | 0.06 | 0.78068 | 0.74668 | 0.78068 | 10137.19 | 6275223.10 |
3354 | 2016.06.04 00:08 | t/p | 1677 | 0.02 | 0.78237 | 0.74837 | 0.78237 | 3379.06 | 6278602.16 |
3355 | 2016.06.06 01:00 | t/p | 1678 | 0.02 | 0.78337 | 0.74937 | 0.78337 | 3379.07 | 6281981.23 |
3356 | 2016.06.06 01:09 | t/p | 1670 | 0.01 | 0.78534 | 0.75134 | 0.78534 | 1689.54 | 6283670.77 |
3357 | 2016.06.22 06:00 | sell | 1679 | 0.01 | 0.76619 | 0.77629 | 0.75629 | |
3358 | 2016.06.22 22:00 | buy | 1680 | 0.01 | 0.77064 | 0.74754 | 0.78154 | |
3359 | 2016.06.22 23:00 | buy | 1681 | 0.01 | 0.76987 | 0.74677 | 0.78077 | |
3360 | 2016.06.23 11:00 | buy | 1682 | 0.02 | 0.76881 | 0.74571 | 0.77971 | |
3361 | 2016.06.23 13:00 | buy | 1683 | 0.02 | 0.76805 | 0.74495 | 0.77895 | |
3362 | 2016.06.24 03:00 | close | 1679 | 0.01 | 0.76431 | 0.77629 | 0.75629 | 291.43 | 6283962.20 |
3363 | 2016.06.24 03:17 | t/p | 1683 | 0.02 | 0.77895 | 0.74495 | 0.77895 | 3379.00 | 6287341.20 |
3364 | 2016.06.24 03:17 | t/p | 1682 | 0.02 | 0.77971 | 0.74571 | 0.77971 | 3379.00 | 6290720.20 |
3365 | 2016.06.24 03:17 | t/p | 1681 | 0.01 | 0.78077 | 0.74677 | 0.78077 | 1689.50 | 6292409.70 |
3366 | 2016.06.24 03:17 | t/p | 1680 | 0.01 | 0.78154 | 0.74754 | 0.78154 | 1689.50 | 6294099.20 |
3367 | 2016.06.24 05:00 | buy | 1684 | 0.01 | 0.77660 | 0.75350 | 0.78750 | |
3368 | 2016.06.24 05:07 | t/p | 1684 | 0.01 | 0.78750 | 0.75350 | 0.78750 | 1689.50 | 6295788.70 |
3369 | 2016.06.28 17:00 | sell | 1685 | 0.01 | 0.82607 | 0.83617 | 0.81617 | |
3370 | 2016.06.28 18:00 | sell | 1686 | 0.01 | 0.82652 | 0.83617 | 0.81662 | |
3371 | 2016.06.28 21:00 | sell | 1687 | 0.05 | 0.82911 | 0.83617 | 0.81921 | |
3372 | 2016.06.28 22:00 | sell | 1688 | 0.03 | 0.82846 | 0.83617 | 0.81856 | |
3373 | 2016.06.28 23:00 | sell | 1689 | 0.02 | 0.82764 | 0.83617 | 0.81774 | |
3374 | 2016.06.29 05:00 | buy | 1690 | 0.01 | 0.83205 | 0.82195 | 0.84195 | |
3375 | 2016.06.29 18:16 | s/l | 1690 | 0.01 | 0.82195 | 0.82195 | 0.84195 | -1565.49 | 6294223.21 |
3376 | 2016.06.30 06:00 | buy | 1691 | 0.01 | 0.82868 | 0.81858 | 0.83858 | |
3377 | 2016.06.30 19:00 | buy | 1692 | 0.02 | 0.82792 | 0.81782 | 0.83782 | |
3378 | 2016.06.30 19:12 | s/l | 1685 | 0.01 | 0.83617 | 0.83617 | 0.81617 | -1565.69 | 6292657.52 |
3379 | 2016.06.30 19:12 | s/l | 1686 | 0.01 | 0.83617 | 0.83617 | 0.81662 | -1495.94 | 6291161.58 |
3380 | 2016.06.30 19:12 | s/l | 1687 | 0.05 | 0.83617 | 0.83617 | 0.81921 | -5472.17 | 6285689.41 |
3381 | 2016.06.30 19:12 | s/l | 1688 | 0.03 | 0.83617 | 0.83617 | 0.81856 | -3585.59 | 6282103.82 |
3382 | 2016.06.30 19:12 | s/l | 1689 | 0.02 | 0.83617 | 0.83617 | 0.81774 | -2644.62 | 6279459.20 |
3383 | 2016.06.30 19:14 | t/p | 1692 | 0.02 | 0.83782 | 0.81782 | 0.83782 | 3068.98 | 6282528.18 |
3384 | 2016.07.01 00:00 | close | 1691 | 0.01 | 0.83325 | 0.81858 | 0.83858 | 708.35 | 6283236.53 |
3385 | 2016.07.01 01:03 | buy | 1693 | 0.01 | 0.83363 | 0.82353 | 0.84353 | |
3386 | 2016.07.01 04:00 | buy | 1694 | 0.02 | 0.83285 | 0.82275 | 0.84275 | |
3387 | 2016.07.01 09:00 | buy | 1695 | 0.02 | 0.83253 | 0.82243 | 0.84243 | |
3388 | 2016.07.01 10:00 | buy | 1696 | 0.01 | 0.83323 | 0.82313 | 0.84313 | |
3389 | 2016.07.01 19:00 | close | 1693 | 0.01 | 0.83880 | 0.82353 | 0.84353 | 801.34 | 6284037.87 |
3390 | 2016.07.01 19:00 | close | 1694 | 0.02 | 0.83880 | 0.82275 | 0.84275 | 1844.49 | 6285882.36 |
3391 | 2016.07.01 19:00 | close | 1695 | 0.02 | 0.83880 | 0.82243 | 0.84243 | 1943.69 | 6287826.05 |
3392 | 2016.07.01 19:00 | close | 1696 | 0.01 | 0.83880 | 0.82313 | 0.84313 | 863.34 | 6288689.39 |
3393 | 2016.07.01 19:00 | buy | 1697 | 0.01 | 0.83890 | 0.82880 | 0.84880 | |
3394 | 2016.07.01 20:00 | close | 1697 | 0.01 | 0.83903 | 0.82880 | 0.84880 | 20.15 | 6288709.54 |
3395 | 2016.07.01 20:00 | buy | 1698 | 0.01 | 0.83913 | 0.82903 | 0.84903 | |
3396 | 2016.07.01 21:00 | close | 1698 | 0.01 | 0.83836 | 0.82903 | 0.84903 | -119.35 | 6288590.19 |
3397 | 2016.07.01 22:00 | buy | 1699 | 0.01 | 0.83925 | 0.82915 | 0.84915 | |
3398 | 2016.07.01 23:00 | close | 1699 | 0.01 | 0.83894 | 0.82915 | 0.84915 | -48.05 | 6288542.14 |
3399 | 2016.07.01 23:00 | buy | 1700 | 0.01 | 0.83904 | 0.82894 | 0.84894 | |
3400 | 2016.07.02 00:00 | close | 1700 | 0.01 | 0.83812 | 0.82894 | 0.84894 | -142.60 | 6288399.54 |
3401 | 2016.07.04 01:01 | buy | 1701 | 0.01 | 0.83915 | 0.82905 | 0.84905 | |
3402 | 2016.07.04 02:00 | close | 1701 | 0.01 | 0.83808 | 0.82905 | 0.84905 | -165.85 | 6288233.69 |
3403 | 2016.07.04 02:00 | buy | 1702 | 0.01 | 0.83818 | 0.82808 | 0.84808 | |
3404 | 2016.07.04 03:00 | close | 1702 | 0.01 | 0.83771 | 0.82808 | 0.84808 | -72.85 | 6288160.84 |
3405 | 2016.07.04 05:00 | buy | 1703 | 0.01 | 0.83824 | 0.82814 | 0.84814 | |
3406 | 2016.07.04 06:00 | close | 1703 | 0.01 | 0.83821 | 0.82814 | 0.84814 | -4.65 | 6288156.19 |
3407 | 2016.07.04 07:00 | buy | 1704 | 0.01 | 0.83748 | 0.82738 | 0.84738 | |
3408 | 2016.07.04 08:00 | close | 1704 | 0.01 | 0.83822 | 0.82738 | 0.84738 | 114.70 | 6288270.89 |
3409 | 2016.07.04 08:00 | buy | 1705 | 0.01 | 0.83832 | 0.82822 | 0.84822 | |
3410 | 2016.07.04 09:00 | close | 1705 | 0.01 | 0.83813 | 0.82822 | 0.84822 | -29.45 | 6288241.44 |
3411 | 2016.07.04 09:00 | buy | 1706 | 0.01 | 0.83823 | 0.82813 | 0.84813 | |
3412 | 2016.07.04 11:00 | buy | 1707 | 0.01 | 0.83775 | 0.82765 | 0.84765 | |
3413 | 2016.07.04 15:00 | close | 1706 | 0.01 | 0.83891 | 0.82813 | 0.84813 | 105.40 | 6288346.84 |
3414 | 2016.07.04 15:00 | close | 1707 | 0.01 | 0.83891 | 0.82765 | 0.84765 | 179.80 | 6288526.64 |
3415 | 2016.07.04 15:00 | buy | 1708 | 0.01 | 0.83901 | 0.82891 | 0.84891 | |
3416 | 2016.07.04 16:00 | close | 1708 | 0.01 | 0.83899 | 0.82891 | 0.84891 | -3.10 | 6288523.54 |
3417 | 2016.07.04 16:00 | buy | 1709 | 0.01 | 0.83909 | 0.82899 | 0.84899 | |
3418 | 2016.07.04 17:00 | close | 1709 | 0.01 | 0.83929 | 0.82899 | 0.84899 | 31.00 | 6288554.54 |
3419 | 2016.07.04 17:00 | buy | 1710 | 0.01 | 0.83939 | 0.82929 | 0.84929 | |
3420 | 2016.07.04 18:00 | close | 1710 | 0.01 | 0.83899 | 0.82929 | 0.84929 | -62.00 | 6288492.54 |
3421 | 2016.07.04 20:00 | buy | 1711 | 0.01 | 0.83796 | 0.82786 | 0.84786 | |
3422 | 2016.07.04 22:00 | close | 1711 | 0.01 | 0.83923 | 0.82786 | 0.84786 | 196.85 | 6288689.39 |
3423 | 2016.07.04 22:00 | buy | 1712 | 0.01 | 0.83933 | 0.82923 | 0.84923 | |
3424 | 2016.07.04 23:00 | close | 1712 | 0.01 | 0.83920 | 0.82923 | 0.84923 | -20.15 | 6288669.24 |
3425 | 2016.07.04 23:00 | buy | 1713 | 0.01 | 0.83930 | 0.82920 | 0.84920 | |
3426 | 2016.07.05 00:00 | close | 1713 | 0.01 | 0.83908 | 0.82920 | 0.84920 | -34.10 | 6288635.14 |
3427 | 2016.07.05 02:00 | buy | 1714 | 0.01 | 0.83932 | 0.82922 | 0.84922 | |
3428 | 2016.07.05 03:00 | close | 1714 | 0.01 | 0.83923 | 0.82922 | 0.84922 | -13.95 | 6288621.19 |
3429 | 2016.07.05 03:00 | buy | 1715 | 0.01 | 0.83933 | 0.82923 | 0.84923 | |
3430 | 2016.07.05 04:00 | close | 1715 | 0.01 | 0.83915 | 0.82923 | 0.84923 | -27.90 | 6288593.29 |
3431 | 2016.07.05 04:00 | buy | 1716 | 0.01 | 0.83925 | 0.82915 | 0.84915 | |
3432 | 2016.07.05 05:00 | close | 1716 | 0.01 | 0.83932 | 0.82915 | 0.84915 | 10.85 | 6288604.14 |
3433 | 2016.07.05 05:00 | buy | 1717 | 0.01 | 0.83942 | 0.82932 | 0.84932 | |
3434 | 2016.07.05 06:00 | close | 1717 | 0.01 | 0.83997 | 0.82932 | 0.84932 | 85.25 | 6288689.39 |
3435 | 2016.07.05 06:00 | buy | 1718 | 0.01 | 0.84007 | 0.82997 | 0.84997 | |
3436 | 2016.07.05 07:00 | close | 1718 | 0.01 | 0.84002 | 0.82997 | 0.84997 | -7.75 | 6288681.64 |
3437 | 2016.07.05 07:00 | buy | 1719 | 0.01 | 0.84012 | 0.83002 | 0.85002 | |
3438 | 2016.07.05 08:00 | close | 1719 | 0.01 | 0.83994 | 0.83002 | 0.85002 | -27.90 | 6288653.74 |
3439 | 2016.07.05 08:00 | buy | 1720 | 0.01 | 0.84004 | 0.82994 | 0.84994 | |
3440 | 2016.07.05 09:00 | close | 1720 | 0.01 | 0.83980 | 0.82994 | 0.84994 | -37.20 | 6288616.54 |
3441 | 2016.07.05 09:00 | buy | 1721 | 0.01 | 0.83990 | 0.82980 | 0.84980 | |
3442 | 2016.07.05 10:00 | close | 1721 | 0.01 | 0.84004 | 0.82980 | 0.84980 | 21.70 | 6288638.24 |
3443 | 2016.07.05 10:00 | buy | 1722 | 0.01 | 0.84014 | 0.83004 | 0.85004 | |
3444 | 2016.07.05 11:00 | close | 1722 | 0.01 | 0.84395 | 0.83004 | 0.85004 | 590.55 | 6289228.79 |
3445 | 2016.07.05 11:00 | buy | 1723 | 0.01 | 0.84405 | 0.83395 | 0.85395 | |
3446 | 2016.07.05 12:00 | close | 1723 | 0.01 | 0.84763 | 0.83395 | 0.85395 | 554.91 | 6289783.70 |
3447 | 2016.07.05 12:00 | buy | 1724 | 0.01 | 0.84773 | 0.83763 | 0.85763 | |
3448 | 2016.07.05 13:00 | close | 1724 | 0.01 | 0.84822 | 0.83763 | 0.85763 | 75.95 | 6289859.65 |
3449 | 2016.07.05 13:00 | buy | 1725 | 0.01 | 0.84832 | 0.83822 | 0.85822 | |
3450 | 2016.07.05 14:00 | close | 1725 | 0.01 | 0.84706 | 0.83822 | 0.85822 | -195.30 | 6289664.35 |