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 |
3451 | 2016.07.05 15:00 | buy | 1726 | 0.01 | 0.84764 | 0.83754 | 0.85754 | |
3452 | 2016.07.05 16:00 | close | 1726 | 0.01 | 0.84954 | 0.83754 | 0.85754 | 294.50 | 6289958.85 |
3453 | 2016.07.05 16:00 | buy | 1727 | 0.01 | 0.84964 | 0.83954 | 0.85954 | |
3454 | 2016.07.05 17:00 | close | 1727 | 0.01 | 0.85427 | 0.83954 | 0.85954 | 717.65 | 6290676.50 |
3455 | 2016.07.05 17:00 | buy | 1728 | 0.01 | 0.85437 | 0.84427 | 0.86427 | |
3456 | 2016.07.05 18:00 | close | 1728 | 0.01 | 0.85140 | 0.84427 | 0.86427 | -460.35 | 6290216.15 |
3457 | 2016.07.05 18:00 | buy | 1729 | 0.01 | 0.85150 | 0.84140 | 0.86140 | |
3458 | 2016.07.05 19:00 | close | 1729 | 0.01 | 0.85105 | 0.84140 | 0.86140 | -69.75 | 6290146.40 |
3459 | 2016.07.05 20:00 | buy | 1730 | 0.01 | 0.85107 | 0.84097 | 0.86097 | |
3460 | 2016.07.05 21:00 | close | 1730 | 0.01 | 0.84956 | 0.84097 | 0.86097 | -234.05 | 6289912.35 |
3461 | 2016.07.05 21:00 | buy | 1731 | 0.01 | 0.84966 | 0.83956 | 0.85956 | |
3462 | 2016.07.05 22:00 | close | 1731 | 0.01 | 0.84911 | 0.83956 | 0.85956 | -85.25 | 6289827.10 |
3463 | 2016.07.05 23:00 | buy | 1732 | 0.01 | 0.84992 | 0.83982 | 0.85982 | |
3464 | 2016.07.06 00:00 | close | 1732 | 0.01 | 0.84943 | 0.83982 | 0.85982 | -75.95 | 6289751.15 |
3465 | 2016.07.06 00:00 | buy | 1733 | 0.01 | 0.84953 | 0.83943 | 0.85943 | |
3466 | 2016.07.06 01:02 | close | 1733 | 0.01 | 0.85029 | 0.83943 | 0.85943 | 117.80 | 6289868.95 |
3467 | 2016.07.06 01:02 | buy | 1734 | 0.01 | 0.85039 | 0.84029 | 0.86029 | |
3468 | 2016.07.06 02:00 | close | 1734 | 0.01 | 0.84977 | 0.84029 | 0.86029 | -96.10 | 6289772.85 |
3469 | 2016.07.06 03:00 | buy | 1735 | 0.01 | 0.85130 | 0.84120 | 0.86120 | |
3470 | 2016.07.06 04:00 | close | 1735 | 0.01 | 0.85349 | 0.84120 | 0.86120 | 339.45 | 6290112.30 |
3471 | 2016.07.06 04:00 | buy | 1736 | 0.01 | 0.85359 | 0.84349 | 0.86349 | |
3472 | 2016.07.06 15:00 | buy | 1737 | 0.02 | 0.85256 | 0.84246 | 0.86246 | |
3473 | 2016.07.06 16:00 | buy | 1738 | 0.03 | 0.85230 | 0.84220 | 0.86220 | |
3474 | 2016.07.12 13:13 | s/l | 1736 | 0.01 | 0.84349 | 0.84349 | 0.86349 | -1565.52 | 6288546.78 |
3475 | 2016.07.12 13:43 | s/l | 1737 | 0.02 | 0.84246 | 0.84246 | 0.86246 | -3131.04 | 6285415.74 |
3476 | 2016.07.12 13:59 | s/l | 1738 | 0.03 | 0.84220 | 0.84220 | 0.86220 | -4696.56 | 6280719.18 |
3477 | 2016.07.13 19:00 | buy | 1739 | 0.01 | 0.84014 | 0.83004 | 0.85004 | |
3478 | 2016.07.14 15:00 | s/l | 1739 | 0.01 | 0.83004 | 0.83004 | 0.85004 | -1565.54 | 6279153.64 |
3479 | 2016.07.15 19:00 | buy | 1740 | 0.01 | 0.83682 | 0.82672 | 0.84672 | |
3480 | 2016.07.18 02:00 | buy | 1741 | 0.01 | 0.83638 | 0.82628 | 0.84628 | |
3481 | 2016.07.18 03:00 | buy | 1742 | 0.03 | 0.83539 | 0.82529 | 0.84529 | |
3482 | 2016.07.18 05:00 | buy | 1743 | 0.04 | 0.83504 | 0.82494 | 0.84494 | |
3483 | 2016.07.18 07:00 | buy | 1744 | 0.02 | 0.83619 | 0.82609 | 0.84609 | |
3484 | 2016.07.19 00:00 | buy | 1745 | 0.02 | 0.83558 | 0.82548 | 0.84548 | |
3485 | 2016.07.28 18:38 | t/p | 1743 | 0.04 | 0.84494 | 0.82494 | 0.84494 | 6137.88 | 6285291.52 |
3486 | 2016.07.29 17:46 | t/p | 1742 | 0.03 | 0.84529 | 0.82529 | 0.84529 | 4603.41 | 6289894.93 |
3487 | 2016.07.29 17:48 | t/p | 1745 | 0.02 | 0.84548 | 0.82548 | 0.84548 | 3068.94 | 6292963.87 |
3488 | 2016.07.29 17:49 | t/p | 1744 | 0.02 | 0.84609 | 0.82609 | 0.84609 | 3068.94 | 6296032.81 |
3489 | 2016.07.29 17:50 | t/p | 1741 | 0.01 | 0.84628 | 0.82628 | 0.84628 | 1534.47 | 6297567.28 |
3490 | 2016.07.29 17:54 | t/p | 1740 | 0.01 | 0.84672 | 0.82672 | 0.84672 | 1534.47 | 6299101.75 |
3491 | 2016.07.29 18:00 | buy | 1746 | 0.01 | 0.84615 | 0.83605 | 0.85605 | |
3492 | 2016.07.29 19:00 | buy | 1747 | 0.17 | 0.84265 | 0.83314 | 0.85255 | |
3493 | 2016.07.29 21:00 | buy | 1748 | 0.10 | 0.84344 | 0.83314 | 0.85334 | |
3494 | 2016.07.29 22:00 | buy | 1749 | 0.06 | 0.84400 | 0.83390 | 0.85390 | |
3495 | 2016.07.29 23:00 | buy | 1750 | 0.04 | 0.84455 | 0.83445 | 0.85445 | |
3496 | 2016.08.02 16:00 | sell | 1751 | 0.01 | 0.84504 | 0.86330 | 0.83414 | |
3497 | 2016.08.04 01:04 | s/l | 1746 | 0.01 | 0.83605 | 0.83605 | 0.85605 | -1565.47 | 6297536.28 |
3498 | 2016.08.04 14:36 | s/l | 1750 | 0.04 | 0.83445 | 0.83445 | 0.85445 | -6261.88 | 6291274.40 |
3499 | 2016.08.04 16:00 | close | 1751 | 0.01 | 0.84587 | 0.86330 | 0.83414 | -128.66 | 6291145.74 |
3500 | 2016.08.09 04:52 | t/p | 1747 | 0.17 | 0.85255 | 0.83314 | 0.85255 | 26085.83 | 6317231.57 |
3501 | 2016.08.09 06:36 | t/p | 1748 | 0.10 | 0.85334 | 0.83314 | 0.85334 | 15344.61 | 6332576.18 |
3502 | 2016.08.09 10:57 | t/p | 1749 | 0.06 | 0.85390 | 0.83390 | 0.85390 | 9206.77 | 6341782.95 |
3503 | 2016.08.12 06:00 | sell | 1752 | 0.01 | 0.85853 | 0.86330 | 0.84763 | |
3504 | 2016.08.12 17:54 | s/l | 1752 | 0.01 | 0.86330 | 0.86330 | 0.84763 | -739.42 | 6341043.53 |
3505 | 2016.08.16 20:00 | sell | 1753 | 0.01 | 0.86618 | 0.87311 | 0.85528 | |
3506 | 2016.08.19 02:00 | close | 1753 | 0.01 | 0.86255 | 0.87311 | 0.85528 | 562.70 | 6341606.23 |
3507 | 2016.08.19 03:00 | sell | 1754 | 0.01 | 0.86200 | 0.87311 | 0.85110 | |
3508 | 2016.08.19 07:00 | sell | 1755 | 0.01 | 0.86255 | 0.87311 | 0.85165 | |
3509 | 2016.08.22 18:00 | sell | 1756 | 0.01 | 0.86341 | 0.87311 | 0.85251 | |
3510 | 2016.08.24 13:25 | t/p | 1756 | 0.01 | 0.85251 | 0.87311 | 0.85251 | 1689.66 | 6343295.89 |
3511 | 2016.08.24 14:44 | t/p | 1755 | 0.01 | 0.85165 | 0.87311 | 0.85165 | 1689.67 | 6344985.56 |
3512 | 2016.08.24 15:30 | t/p | 1754 | 0.01 | 0.85110 | 0.87311 | 0.85110 | 1689.66 | 6346675.22 |
3513 | 2016.09.06 22:00 | buy | 1757 | 0.01 | 0.83808 | 0.81498 | 0.84898 | |
3514 | 2016.09.08 16:54 | t/p | 1757 | 0.01 | 0.84898 | 0.81498 | 0.84898 | 1689.45 | 6348364.67 |
3515 | 2016.09.13 14:00 | buy | 1758 | 0.01 | 0.84610 | 0.82300 | 0.85700 | |
3516 | 2016.09.14 22:00 | close | 1758 | 0.01 | 0.85025 | 0.82300 | 0.85700 | 643.23 | 6349007.90 |
3517 | 2016.09.27 06:00 | sell | 1759 | 0.01 | 0.86627 | 0.87226 | 0.85637 | |
3518 | 2016.09.28 13:00 | close | 1759 | 0.01 | 0.86323 | 0.87226 | 0.85637 | 471.25 | 6349479.15 |
3519 | 2016.09.28 13:00 | sell | 1760 | 0.01 | 0.86313 | 0.87311 | 0.85223 | |
3520 | 2016.10.03 11:29 | s/l | 1760 | 0.01 | 0.87311 | 0.87311 | 0.85223 | -1547.07 | 6347932.08 |
3521 | 2016.10.06 04:00 | sell | 1761 | 0.01 | 0.87863 | 0.88492 | 0.86873 | |
3522 | 2016.10.06 13:00 | sell | 1762 | 0.01 | 0.87927 | 0.88492 | 0.86937 | |
3523 | 2016.10.06 16:30 | s/l | 1761 | 0.01 | 0.88492 | 0.88492 | 0.86873 | -975.05 | 6346957.03 |
3524 | 2016.10.06 16:30 | s/l | 1762 | 0.01 | 0.88492 | 0.88492 | 0.86937 | -875.84 | 6346081.19 |
3525 | 2016.10.11 17:00 | sell | 1763 | 0.01 | 0.90093 | 0.91103 | 0.89103 | |
3526 | 2016.10.11 21:01 | s/l | 1763 | 0.01 | 0.91103 | 0.91103 | 0.89103 | -1565.67 | 6344515.52 |
3527 | 2016.10.12 04:00 | sell | 1764 | 0.01 | 0.90085 | 0.91095 | 0.89095 | |
3528 | 2016.10.12 11:00 | sell | 1765 | 0.01 | 0.90135 | 0.91095 | 0.89145 | |
3529 | 2016.10.12 18:00 | sell | 1766 | 0.01 | 0.90199 | 0.91095 | 0.89209 | |
3530 | 2016.10.12 21:00 | sell | 1767 | 0.02 | 0.90247 | 0.91095 | 0.89257 | |
3531 | 2016.10.13 22:00 | sell | 1768 | 0.01 | 0.90155 | 0.91095 | 0.89165 | |
3532 | 2016.10.14 11:00 | sell | 1769 | 0.02 | 0.90286 | 0.91095 | 0.89296 | |
3533 | 2016.10.18 17:24 | t/p | 1769 | 0.02 | 0.89296 | 0.91095 | 0.89296 | 3069.32 | 6347584.84 |
3534 | 2016.10.18 17:25 | t/p | 1767 | 0.02 | 0.89257 | 0.91095 | 0.89257 | 3069.32 | 6350654.16 |
3535 | 2016.10.18 18:31 | t/p | 1766 | 0.01 | 0.89209 | 0.91095 | 0.89209 | 1534.66 | 6352188.82 |
3536 | 2016.10.18 18:44 | t/p | 1768 | 0.01 | 0.89165 | 0.91095 | 0.89165 | 1534.65 | 6353723.47 |
3537 | 2016.10.18 19:05 | t/p | 1765 | 0.01 | 0.89145 | 0.91095 | 0.89145 | 1534.66 | 6355258.13 |
3538 | 2016.10.19 17:32 | t/p | 1764 | 0.01 | 0.89095 | 0.91095 | 0.89095 | 1534.68 | 6356792.81 |
3539 | 2016.10.19 21:00 | sell | 1770 | 0.01 | 0.89337 | 0.91647 | 0.88247 | |
3540 | 2016.10.21 23:00 | close | 1770 | 0.01 | 0.88930 | 0.91647 | 0.88247 | 630.92 | 6357423.73 |
3541 | 2016.10.22 00:00 | sell | 1771 | 0.01 | 0.89019 | 0.91329 | 0.87929 | |
3542 | 2016.10.26 20:00 | sell | 1772 | 0.01 | 0.89200 | 0.91329 | 0.88110 | |
3543 | 2016.10.26 23:00 | sell | 1773 | 0.01 | 0.89146 | 0.91329 | 0.88056 | |
3544 | 2016.10.27 11:00 | sell | 1774 | 0.01 | 0.89261 | 0.91329 | 0.88171 | |
3545 | 2016.10.31 20:00 | sell | 1775 | 0.05 | 0.89750 | 0.91329 | 0.88660 | |
3546 | 2016.10.31 22:00 | sell | 1776 | 0.04 | 0.89651 | 0.91329 | 0.88561 | |
3547 | 2016.10.31 23:00 | sell | 1777 | 0.03 | 0.89541 | 0.91329 | 0.88451 | |
3548 | 2016.11.01 06:00 | sell | 1778 | 0.03 | 0.89619 | 0.91329 | 0.88529 | |
3549 | 2016.11.01 14:00 | sell | 1779 | 0.06 | 0.89795 | 0.91329 | 0.88705 | |
3550 | 2016.11.02 17:00 | sell | 1780 | 0.08 | 0.90001 | 0.91329 | 0.88911 | |
3551 | 2016.11.03 02:00 | sell | 1781 | 0.14 | 0.90175 | 0.91329 | 0.89085 | |
3552 | 2016.11.03 04:00 | sell | 1782 | 0.11 | 0.90163 | 0.91329 | 0.89073 | |
3553 | 2016.11.03 11:00 | sell | 1783 | 0.10 | 0.90067 | 0.91329 | 0.88977 | |
3554 | 2016.11.03 14:51 | t/p | 1781 | 0.14 | 0.89085 | 0.91329 | 0.89085 | 23655.75 | 6381079.48 |
3555 | 2016.11.03 14:55 | t/p | 1782 | 0.11 | 0.89073 | 0.91329 | 0.89073 | 18586.66 | 6399666.14 |
3556 | 2016.11.03 15:07 | t/p | 1783 | 0.10 | 0.88977 | 0.91329 | 0.88977 | 16896.96 | 6416563.10 |
3557 | 2016.11.03 16:00 | t/p | 1780 | 0.08 | 0.88911 | 0.91329 | 0.88911 | 13517.57 | 6430080.67 |
3558 | 2016.11.03 16:03 | t/p | 1779 | 0.06 | 0.88705 | 0.91329 | 0.88705 | 10138.18 | 6440218.85 |
3559 | 2016.11.03 16:04 | t/p | 1775 | 0.05 | 0.88660 | 0.91329 | 0.88660 | 8448.49 | 6448667.34 |
3560 | 2016.11.03 19:00 | close | 1771 | 0.01 | 0.89070 | 0.91329 | 0.87929 | -79.06 | 6448588.28 |
3561 | 2016.11.03 19:00 | close | 1772 | 0.01 | 0.89070 | 0.91329 | 0.88110 | 201.53 | 6448789.81 |
3562 | 2016.11.03 19:00 | close | 1773 | 0.01 | 0.89070 | 0.91329 | 0.88056 | 117.82 | 6448907.63 |
3563 | 2016.11.03 19:00 | close | 1774 | 0.01 | 0.89070 | 0.91329 | 0.88171 | 296.09 | 6449203.72 |
3564 | 2016.11.03 19:00 | close | 1776 | 0.04 | 0.89070 | 0.91329 | 0.88561 | 3602.62 | 6452806.34 |
3565 | 2016.11.03 19:00 | close | 1777 | 0.03 | 0.89070 | 0.91329 | 0.88451 | 2190.40 | 6454996.74 |
3566 | 2016.11.03 19:00 | close | 1778 | 0.03 | 0.89070 | 0.91329 | 0.88529 | 2553.14 | 6457549.88 |
3567 | 2016.11.15 05:00 | buy | 1784 | 0.01 | 0.86106 | 0.83796 | 0.87196 | |
3568 | 2016.11.15 16:00 | close | 1784 | 0.01 | 0.86632 | 0.83796 | 0.87196 | 815.29 | 6458365.17 |
3569 | 2016.11.15 16:00 | buy | 1785 | 0.01 | 0.86642 | 0.84332 | 0.87732 | |
3570 | 2016.11.15 22:00 | buy | 1786 | 0.03 | 0.86277 | 0.83967 | 0.87367 | |
3571 | 2016.11.18 17:00 | buy | 1787 | 0.13 | 0.85939 | 0.83629 | 0.87029 | |
3572 | 2016.11.18 18:00 | buy | 1788 | 0.10 | 0.85965 | 0.83655 | 0.87055 | |
3573 | 2016.11.21 04:00 | buy | 1789 | 0.17 | 0.85875 | 0.83565 | 0.86965 | |
3574 | 2016.11.21 12:00 | buy | 1790 | 0.08 | 0.86091 | 0.83781 | 0.87181 | |
3575 | 2016.11.21 14:00 | buy | 1791 | 0.04 | 0.86204 | 0.83894 | 0.87294 | |
3576 | 2016.11.21 21:00 | sell | 1792 | 0.01 | 0.84953 | 0.85963 | 0.83963 | |
3577 | 2016.11.21 23:00 | close | 1792 | 0.01 | 0.85069 | 0.85963 | 0.83963 | -179.82 | 6458185.35 |
3578 | 2016.11.22 00:00 | sell | 1793 | 0.01 | 0.84967 | 0.85977 | 0.83977 | |
3579 | 2016.11.22 02:00 | sell | 1794 | 0.01 | 0.85016 | 0.85977 | 0.84026 | |
3580 | 2016.11.22 22:00 | buy | 1795 | 0.51 | 0.85557 | 0.83247 | 0.86647 | |
3581 | 2016.11.22 23:00 | buy | 1796 | 0.13 | 0.85626 | 0.83316 | 0.86716 | |
3582 | 2016.12.01 14:55 | s/l | 1785 | 0.01 | 0.84332 | 0.84332 | 0.87732 | -3580.46 | 6454604.89 |
3583 | 2016.12.01 15:00 | close | 1786 | 0.03 | 0.84286 | 0.83967 | 0.87367 | -9258.03 | 6445346.86 |
3584 | 2016.12.01 15:00 | close | 1787 | 0.13 | 0.84286 | 0.83629 | 0.87029 | -33307.52 | 6412039.34 |
3585 | 2016.12.01 15:00 | close | 1788 | 0.10 | 0.84286 | 0.83655 | 0.87055 | -26024.17 | 6386015.17 |
3586 | 2016.12.01 15:00 | close | 1789 | 0.17 | 0.84286 | 0.83565 | 0.86965 | -41869.61 | 6344145.56 |
3587 | 2016.12.01 15:00 | close | 1790 | 0.08 | 0.84286 | 0.83781 | 0.87181 | -22381.72 | 6321763.84 |
3588 | 2016.12.01 15:00 | close | 1791 | 0.04 | 0.84286 | 0.83894 | 0.87294 | -11891.44 | 6309872.40 |
3589 | 2016.12.01 15:00 | close | 1795 | 0.51 | 0.84286 | 0.83247 | 0.86647 | -100471.25 | 6209401.15 |
3590 | 2016.12.01 15:00 | close | 1796 | 0.13 | 0.84286 | 0.83316 | 0.86716 | -27000.65 | 6182400.50 |
3591 | 2016.12.01 15:09 | t/p | 1794 | 0.01 | 0.84026 | 0.85977 | 0.84026 | 1534.68 | 6183935.18 |
3592 | 2016.12.01 15:10 | t/p | 1793 | 0.01 | 0.83977 | 0.85977 | 0.83977 | 1534.67 | 6185469.85 |
3593 | 2016.12.01 16:00 | sell | 1797 | 0.01 | 0.84151 | 0.85161 | 0.83161 | |
3594 | 2016.12.01 21:00 | sell | 1798 | 0.04 | 0.84429 | 0.85161 | 0.83439 | |
3595 | 2016.12.02 00:00 | sell | 1799 | 0.10 | 0.84621 | 0.85161 | 0.83631 | |
3596 | 2016.12.02 14:00 | sell | 1800 | 0.06 | 0.84496 | 0.85161 | 0.83506 | |
3597 | 2016.12.02 15:00 | sell | 1801 | 0.03 | 0.84402 | 0.85161 | 0.83412 | |
3598 | 2016.12.02 16:00 | sell | 1802 | 0.03 | 0.84365 | 0.85161 | 0.83375 | |
3599 | 2016.12.02 17:00 | sell | 1803 | 0.01 | 0.84187 | 0.85161 | 0.83197 | |
3600 | 2016.12.02 18:00 | sell | 1804 | 0.01 | 0.84222 | 0.85161 | 0.83232 | |