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 |
3751 | 2017.05.16 12:54 | t/p | 1870 | 0.13 | 0.85642 | 0.82242 | 0.85642 | 21963.64 | 6582109.85 |
3752 | 2017.05.16 12:54 | t/p | 1874 | 0.10 | 0.85646 | 0.82246 | 0.85646 | 16895.10 | 6599004.95 |
3753 | 2017.05.16 13:30 | t/p | 1875 | 0.08 | 0.85734 | 0.82334 | 0.85734 | 13516.09 | 6612521.04 |
3754 | 2017.05.16 16:18 | t/p | 1877 | 0.06 | 0.85872 | 0.82472 | 0.85872 | 10137.06 | 6622658.10 |
3755 | 2017.05.16 16:49 | t/p | 1876 | 0.04 | 0.85929 | 0.82529 | 0.85929 | 6758.05 | 6629416.15 |
3756 | 2017.05.16 19:00 | close | 1868 | 0.01 | 0.85787 | 0.82928 | 0.86328 | 850.96 | 6630267.11 |
3757 | 2017.05.16 19:00 | close | 1869 | 0.01 | 0.85787 | 0.82834 | 0.86234 | 996.66 | 6631263.77 |
3758 | 2017.05.16 19:00 | close | 1878 | 0.02 | 0.85787 | 0.82640 | 0.86040 | 2594.72 | 6633858.49 |
3759 | 2017.05.16 19:00 | close | 1879 | 0.02 | 0.85787 | 0.82713 | 0.86113 | 2368.42 | 6636226.91 |
3760 | 2017.05.16 19:00 | close | 1880 | 0.03 | 0.85787 | 0.82561 | 0.85961 | 4259.42 | 6640486.33 |
3761 | 2017.05.24 04:00 | sell | 1881 | 0.01 | 0.86279 | 0.88589 | 0.85189 | |
3762 | 2017.05.26 03:00 | buy | 1882 | 0.01 | 0.86707 | 0.85871 | 0.87697 | |
3763 | 2017.05.30 12:00 | sell | 1883 | 0.02 | 0.86627 | 0.88589 | 0.85537 | |
3764 | 2017.05.30 15:00 | sell | 1884 | 0.02 | 0.86717 | 0.88589 | 0.85627 | |
3765 | 2017.06.05 18:00 | sell | 1885 | 0.04 | 0.86948 | 0.88589 | 0.85858 | |
3766 | 2017.06.07 15:00 | close | 1882 | 0.01 | 0.86902 | 0.85871 | 0.87697 | 302.25 | 6640788.58 |
3767 | 2017.06.07 16:00 | sell | 1886 | 0.03 | 0.86887 | 0.88589 | 0.85797 | |
3768 | 2017.06.07 18:00 | sell | 1887 | 0.05 | 0.86990 | 0.88589 | 0.85900 | |
3769 | 2017.06.08 12:00 | sell | 1888 | 0.03 | 0.86803 | 0.88589 | 0.85713 | |
3770 | 2017.06.09 02:00 | buy | 1889 | 0.01 | 0.87931 | 0.86921 | 0.88921 | |
3771 | 2017.06.09 03:00 | buy | 1890 | 0.30 | 0.87519 | 0.86459 | 0.88509 | |
3772 | 2017.06.09 05:00 | buy | 1891 | 0.03 | 0.87800 | 0.86790 | 0.88790 | |
3773 | 2017.06.09 06:00 | buy | 1892 | 0.23 | 0.87560 | 0.86550 | 0.88550 | |
3774 | 2017.06.09 07:00 | buy | 1893 | 0.02 | 0.87828 | 0.86818 | 0.88818 | |
3775 | 2017.06.09 08:00 | buy | 1894 | 0.02 | 0.87845 | 0.86835 | 0.88835 | |
3776 | 2017.06.09 10:50 | t/p | 1890 | 0.30 | 0.88509 | 0.86459 | 0.88509 | 46033.81 | 6686822.39 |
3777 | 2017.06.09 10:52 | t/p | 1892 | 0.23 | 0.88550 | 0.86550 | 0.88550 | 35292.59 | 6722114.98 |
3778 | 2017.06.09 10:52 | s/l | 1881 | 0.01 | 0.88589 | 0.88589 | 0.85189 | -3580.87 | 6718534.11 |
3779 | 2017.06.09 10:52 | s/l | 1883 | 0.02 | 0.88589 | 0.88589 | 0.85537 | -6082.83 | 6712451.28 |
3780 | 2017.06.09 10:52 | s/l | 1884 | 0.02 | 0.88589 | 0.88589 | 0.85627 | -5803.80 | 6706647.48 |
3781 | 2017.06.09 10:52 | s/l | 1885 | 0.04 | 0.88589 | 0.88589 | 0.85858 | -10175.25 | 6696472.23 |
3782 | 2017.06.09 10:52 | s/l | 1886 | 0.03 | 0.88589 | 0.88589 | 0.85797 | -7915.11 | 6688557.12 |
3783 | 2017.06.09 10:52 | s/l | 1887 | 0.05 | 0.88589 | 0.88589 | 0.85900 | -12393.53 | 6676163.59 |
3784 | 2017.06.09 10:52 | s/l | 1888 | 0.03 | 0.88589 | 0.88589 | 0.85713 | -8305.75 | 6667857.84 |
3785 | 2017.06.09 12:00 | close | 1889 | 0.01 | 0.88062 | 0.86921 | 0.88921 | 203.05 | 6668060.89 |
3786 | 2017.06.09 12:00 | close | 1891 | 0.03 | 0.88062 | 0.86790 | 0.88790 | 1218.27 | 6669279.16 |
3787 | 2017.06.09 12:00 | close | 1893 | 0.02 | 0.88062 | 0.86818 | 0.88818 | 725.39 | 6670004.55 |
3788 | 2017.06.09 12:00 | close | 1894 | 0.02 | 0.88062 | 0.86835 | 0.88835 | 672.69 | 6670677.24 |
3789 | 2017.06.09 12:00 | buy | 1895 | 0.01 | 0.88072 | 0.87062 | 0.89062 | |
3790 | 2017.06.09 13:00 | buy | 1896 | 0.06 | 0.87876 | 0.86866 | 0.88866 | |
3791 | 2017.06.09 15:00 | buy | 1897 | 0.30 | 0.87657 | 0.86647 | 0.88647 | |
3792 | 2017.06.09 16:00 | buy | 1898 | 0.17 | 0.87727 | 0.86717 | 0.88717 | |
3793 | 2017.06.09 17:00 | buy | 1899 | 0.10 | 0.87784 | 0.86774 | 0.88774 | |
3794 | 2017.06.09 21:00 | buy | 1900 | 0.04 | 0.87901 | 0.86891 | 0.88891 | |
3795 | 2017.06.09 22:00 | buy | 1901 | 0.02 | 0.88000 | 0.86990 | 0.88990 | |
3796 | 2017.06.12 05:00 | buy | 1902 | 0.03 | 0.87929 | 0.86919 | 0.88919 | |
3797 | 2017.06.12 07:00 | buy | 1903 | 0.08 | 0.87836 | 0.86826 | 0.88826 | |
3798 | 2017.06.12 11:00 | buy | 1904 | 0.02 | 0.87975 | 0.86965 | 0.88965 | |
3799 | 2017.06.12 16:31 | t/p | 1897 | 0.30 | 0.88647 | 0.86647 | 0.88647 | 46033.22 | 6716710.46 |
3800 | 2017.06.15 08:00 | buy | 1905 | 0.01 | 0.88046 | 0.87604 | 0.89036 | |
3801 | 2017.06.15 15:00 | s/l | 1905 | 0.01 | 0.87604 | 0.87604 | 0.89036 | -685.08 | 6716025.38 |
3802 | 2017.06.15 16:00 | sell | 1906 | 0.01 | 0.87428 | 0.89738 | 0.86338 | |
3803 | 2017.06.15 17:00 | sell | 1907 | 0.01 | 0.87536 | 0.89738 | 0.86446 | |
3804 | 2017.06.20 12:00 | buy | 1908 | 0.01 | 0.88045 | 0.87134 | 0.89035 | |
3805 | 2017.06.21 16:00 | sell | 1909 | 0.02 | 0.87773 | 0.89738 | 0.86683 | |
3806 | 2017.06.21 18:00 | sell | 1910 | 0.02 | 0.87859 | 0.89738 | 0.86769 | |
3807 | 2017.06.22 20:00 | sell | 1911 | 0.04 | 0.88057 | 0.89738 | 0.86967 | |
3808 | 2017.06.22 22:00 | sell | 1912 | 0.03 | 0.87946 | 0.89738 | 0.86856 | |
3809 | 2017.06.23 15:00 | sell | 1913 | 0.01 | 0.87665 | 0.89738 | 0.86575 | |
3810 | 2017.06.28 09:52 | t/p | 1898 | 0.17 | 0.88717 | 0.86717 | 0.88717 | 26085.15 | 6742110.53 |
3811 | 2017.06.28 10:15 | t/p | 1899 | 0.10 | 0.88774 | 0.86774 | 0.88774 | 15344.21 | 6757454.74 |
3812 | 2017.06.28 17:00 | close | 1895 | 0.01 | 0.88306 | 0.87062 | 0.89062 | 362.69 | 6757817.43 |
3813 | 2017.06.28 17:00 | close | 1896 | 0.06 | 0.88306 | 0.86866 | 0.88866 | 3998.79 | 6761816.22 |
3814 | 2017.06.28 17:00 | close | 1900 | 0.04 | 0.88306 | 0.86891 | 0.88891 | 2510.87 | 6764327.09 |
3815 | 2017.06.28 17:00 | close | 1901 | 0.02 | 0.88306 | 0.86990 | 0.88990 | 948.55 | 6765275.64 |
3816 | 2017.06.28 17:00 | close | 1902 | 0.03 | 0.88306 | 0.86919 | 0.88919 | 1752.96 | 6767028.60 |
3817 | 2017.06.28 17:00 | close | 1903 | 0.08 | 0.88306 | 0.86826 | 0.88826 | 5827.70 | 6772856.30 |
3818 | 2017.06.28 17:00 | close | 1904 | 0.02 | 0.88306 | 0.86965 | 0.88965 | 1026.05 | 6773882.35 |
3819 | 2017.06.28 17:00 | close | 1908 | 0.01 | 0.88306 | 0.87134 | 0.89035 | 404.53 | 6774286.88 |
3820 | 2017.06.28 22:00 | sell | 1914 | 0.03 | 0.88029 | 0.89738 | 0.86939 | |
3821 | 2017.07.11 09:00 | sell | 1915 | 0.08 | 0.88428 | 0.89738 | 0.87338 | |
3822 | 2017.07.11 12:00 | sell | 1916 | 0.07 | 0.88324 | 0.89738 | 0.87234 | |
3823 | 2017.07.11 13:00 | sell | 1917 | 0.06 | 0.88251 | 0.89738 | 0.87161 | |
3824 | 2017.07.12 18:00 | sell | 1918 | 0.16 | 0.88722 | 0.89738 | 0.87632 | |
3825 | 2017.07.12 19:00 | sell | 1919 | 0.14 | 0.88584 | 0.89738 | 0.87494 | |
3826 | 2017.07.12 20:00 | sell | 1920 | 0.11 | 0.88531 | 0.89738 | 0.87441 | |
3827 | 2017.07.13 11:00 | sell | 1921 | 0.10 | 0.88462 | 0.89738 | 0.87372 | |
3828 | 2017.07.14 18:05 | t/p | 1918 | 0.16 | 0.87632 | 0.89738 | 0.87632 | 27034.10 | 6801320.98 |
3829 | 2017.07.14 18:45 | t/p | 1919 | 0.14 | 0.87494 | 0.89738 | 0.87494 | 23654.83 | 6824975.81 |
3830 | 2017.07.14 18:46 | t/p | 1920 | 0.11 | 0.87441 | 0.89738 | 0.87441 | 18585.94 | 6843561.75 |
3831 | 2017.07.20 18:45 | s/l | 1906 | 0.01 | 0.89738 | 0.89738 | 0.86338 | -3580.80 | 6839980.95 |
3832 | 2017.07.20 18:45 | s/l | 1907 | 0.01 | 0.89738 | 0.89738 | 0.86446 | -3413.39 | 6836567.56 |
3833 | 2017.07.20 18:45 | s/l | 1909 | 0.02 | 0.89738 | 0.89738 | 0.86683 | -6092.01 | 6830475.55 |
3834 | 2017.07.20 18:45 | s/l | 1910 | 0.02 | 0.89738 | 0.89738 | 0.86769 | -5825.39 | 6824650.16 |
3835 | 2017.07.20 18:45 | s/l | 1911 | 0.04 | 0.89738 | 0.89738 | 0.86967 | -10423.07 | 6814227.09 |
3836 | 2017.07.20 18:45 | s/l | 1912 | 0.03 | 0.89738 | 0.89738 | 0.86856 | -8333.50 | 6805893.59 |
3837 | 2017.07.20 18:45 | s/l | 1913 | 0.01 | 0.89738 | 0.89738 | 0.86575 | -3213.42 | 6802680.17 |
3838 | 2017.07.20 18:45 | s/l | 1914 | 0.03 | 0.89738 | 0.89738 | 0.86939 | -7947.52 | 6794732.65 |
3839 | 2017.07.20 18:45 | s/l | 1915 | 0.08 | 0.89738 | 0.89738 | 0.87338 | -16245.36 | 6778487.29 |
3840 | 2017.07.20 18:45 | s/l | 1916 | 0.07 | 0.89738 | 0.89738 | 0.87234 | -15343.19 | 6763144.10 |
3841 | 2017.07.20 18:45 | s/l | 1917 | 0.06 | 0.89738 | 0.89738 | 0.87161 | -13830.26 | 6749313.84 |
3842 | 2017.07.20 18:45 | s/l | 1921 | 0.10 | 0.89738 | 0.89738 | 0.87372 | -19779.66 | 6729534.18 |
3843 | 2017.07.24 11:00 | sell | 1922 | 0.01 | 0.89636 | 0.90010 | 0.88646 | |
3844 | 2017.08.03 15:07 | s/l | 1922 | 0.01 | 0.90010 | 0.90010 | 0.88646 | -579.74 | 6728954.44 |
3845 | 2017.08.07 10:00 | sell | 1923 | 0.01 | 0.90269 | 0.90606 | 0.89279 | |
3846 | 2017.08.07 17:21 | s/l | 1923 | 0.01 | 0.90606 | 0.90606 | 0.89279 | -522.39 | 6728432.05 |
3847 | 2017.08.08 20:00 | sell | 1924 | 0.01 | 0.90419 | 0.90940 | 0.89429 | |
3848 | 2017.08.08 23:00 | sell | 1925 | 0.01 | 0.90476 | 0.90940 | 0.89486 | |
3849 | 2017.08.09 05:00 | sell | 1926 | 0.01 | 0.90463 | 0.90940 | 0.89473 | |
3850 | 2017.08.11 16:32 | s/l | 1924 | 0.01 | 0.90940 | 0.90940 | 0.89429 | -807.62 | 6727624.43 |
3851 | 2017.08.11 16:32 | s/l | 1925 | 0.01 | 0.90940 | 0.90940 | 0.89486 | -719.26 | 6726905.17 |
3852 | 2017.08.11 16:32 | s/l | 1926 | 0.01 | 0.90940 | 0.90940 | 0.89473 | -739.41 | 6726165.76 |
3853 | 2017.08.14 19:00 | sell | 1927 | 0.01 | 0.90717 | 0.91250 | 0.89727 | |
3854 | 2017.08.15 04:00 | sell | 1928 | 0.02 | 0.90817 | 0.91250 | 0.89827 | |
3855 | 2017.08.15 09:00 | sell | 1929 | 0.03 | 0.90844 | 0.91250 | 0.89854 | |
3856 | 2017.08.15 14:23 | s/l | 1927 | 0.01 | 0.91250 | 0.91250 | 0.89727 | -826.22 | 6725339.54 |
3857 | 2017.08.15 14:23 | s/l | 1928 | 0.02 | 0.91250 | 0.91250 | 0.89827 | -1342.42 | 6723997.12 |
3858 | 2017.08.15 14:23 | s/l | 1929 | 0.03 | 0.91250 | 0.91250 | 0.89854 | -1888.06 | 6722109.06 |
3859 | 2017.08.16 13:00 | sell | 1930 | 0.01 | 0.90957 | 0.91490 | 0.89967 | |
3860 | 2017.08.16 14:00 | sell | 1931 | 0.01 | 0.90989 | 0.91490 | 0.89999 | |
3861 | 2017.08.17 13:00 | sell | 1932 | 0.01 | 0.91020 | 0.91490 | 0.90030 | |
3862 | 2017.08.17 20:00 | sell | 1933 | 0.02 | 0.91058 | 0.91490 | 0.90068 | |
3863 | 2017.08.18 04:00 | sell | 1934 | 0.03 | 0.91072 | 0.91490 | 0.90082 | |
3864 | 2017.08.18 19:23 | s/l | 1930 | 0.01 | 0.91490 | 0.91490 | 0.89967 | -826.26 | 6721282.80 |
3865 | 2017.08.18 19:23 | s/l | 1931 | 0.01 | 0.91490 | 0.91490 | 0.89999 | -776.65 | 6720506.15 |
3866 | 2017.08.18 19:23 | s/l | 1932 | 0.01 | 0.91490 | 0.91490 | 0.90030 | -728.60 | 6719777.55 |
3867 | 2017.08.18 19:23 | s/l | 1933 | 0.02 | 0.91490 | 0.91490 | 0.90068 | -1339.38 | 6718438.17 |
3868 | 2017.08.18 19:23 | s/l | 1934 | 0.03 | 0.91490 | 0.91490 | 0.90082 | -1943.95 | 6716494.22 |
3869 | 2017.08.24 14:00 | sell | 1935 | 0.01 | 0.91945 | 0.92425 | 0.90955 | |
3870 | 2017.08.24 15:00 | sell | 1936 | 0.01 | 0.91966 | 0.92425 | 0.90976 | |
3871 | 2017.08.24 17:00 | sell | 1937 | 0.01 | 0.91978 | 0.92425 | 0.90988 | |
3872 | 2017.08.25 04:00 | sell | 1938 | 0.10 | 0.92165 | 0.92425 | 0.91175 | |
3873 | 2017.08.25 05:00 | sell | 1939 | 0.06 | 0.92115 | 0.92425 | 0.91125 | |
3874 | 2017.08.25 06:00 | sell | 1940 | 0.03 | 0.92061 | 0.92425 | 0.91071 | |
3875 | 2017.08.25 11:00 | sell | 1941 | 0.04 | 0.92085 | 0.92425 | 0.91095 | |
3876 | 2017.08.25 17:00 | sell | 1942 | 0.02 | 0.92026 | 0.92425 | 0.91036 | |
3877 | 2017.08.25 18:00 | sell | 1943 | 0.02 | 0.92015 | 0.92425 | 0.91025 | |
3878 | 2017.08.25 23:02 | s/l | 1935 | 0.01 | 0.92425 | 0.92425 | 0.90955 | -744.10 | 6715750.12 |
3879 | 2017.08.25 23:02 | s/l | 1936 | 0.01 | 0.92425 | 0.92425 | 0.90976 | -711.55 | 6715038.57 |
3880 | 2017.08.25 23:02 | s/l | 1937 | 0.01 | 0.92425 | 0.92425 | 0.90988 | -692.94 | 6714345.63 |
3881 | 2017.08.25 23:02 | s/l | 1938 | 0.10 | 0.92425 | 0.92425 | 0.91175 | -4030.54 | 6710315.09 |
3882 | 2017.08.25 23:02 | s/l | 1939 | 0.06 | 0.92425 | 0.92425 | 0.91125 | -2883.40 | 6707431.69 |
3883 | 2017.08.25 23:02 | s/l | 1940 | 0.03 | 0.92425 | 0.92425 | 0.91071 | -1692.83 | 6705738.86 |
3884 | 2017.08.25 23:02 | s/l | 1941 | 0.04 | 0.92425 | 0.92425 | 0.91095 | -2108.29 | 6703630.57 |
3885 | 2017.08.25 23:02 | s/l | 1942 | 0.02 | 0.92425 | 0.92425 | 0.91036 | -1237.07 | 6702393.50 |
3886 | 2017.08.25 23:02 | s/l | 1943 | 0.02 | 0.92425 | 0.92425 | 0.91025 | -1271.17 | 6701122.33 |
3887 | 2017.08.30 09:00 | sell | 1944 | 0.01 | 0.92594 | 0.93125 | 0.91604 | |
3888 | 2017.08.31 11:00 | close | 1944 | 0.01 | 0.92060 | 0.93125 | 0.91604 | 827.81 | 6701950.14 |
3889 | 2017.08.31 12:00 | sell | 1945 | 0.01 | 0.92156 | 0.93125 | 0.91166 | |
3890 | 2017.09.06 03:00 | close | 1945 | 0.01 | 0.91411 | 0.93125 | 0.91166 | 1154.93 | 6703105.07 |
3891 | 2017.09.06 12:00 | sell | 1946 | 0.01 | 0.91552 | 0.93125 | 0.90462 | |
3892 | 2017.09.12 12:30 | t/p | 1946 | 0.01 | 0.90462 | 0.93125 | 0.90462 | 1689.72 | 6704794.79 |
3893 | 2017.09.18 20:00 | buy | 1947 | 0.01 | 0.88552 | 0.86242 | 0.89642 | |
3894 | 2017.09.20 23:00 | sell | 1948 | 0.01 | 0.88182 | 0.89134 | 0.87192 | |
3895 | 2017.09.22 11:00 | buy | 1949 | 0.03 | 0.88206 | 0.85896 | 0.89296 | |
3896 | 2017.09.22 12:00 | buy | 1950 | 0.02 | 0.88279 | 0.85969 | 0.89369 | |
3897 | 2017.09.22 13:00 | buy | 1951 | 0.02 | 0.88376 | 0.86066 | 0.89466 | |
3898 | 2017.09.22 14:00 | buy | 1952 | 0.01 | 0.88457 | 0.86147 | 0.89547 | |
3899 | 2017.09.25 19:00 | close | 1948 | 0.01 | 0.88004 | 0.89134 | 0.87192 | 275.94 | 6705070.73 |
3900 | 2017.09.25 20:00 | sell | 1953 | 0.01 | 0.88092 | 0.88942 | 0.87102 | |