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 |
3901 | 2017.09.29 20:00 | buy | 1954 | 0.04 | 0.88153 | 0.85843 | 0.89243 | |
3902 | 2017.10.02 09:00 | buy | 1955 | 0.06 | 0.88089 | 0.85779 | 0.89179 | |
3903 | 2017.10.02 19:00 | close | 1947 | 0.01 | 0.88396 | 0.86242 | 0.89642 | -241.80 | 6704828.93 |
3904 | 2017.10.02 19:00 | close | 1949 | 0.03 | 0.88396 | 0.85896 | 0.89296 | 883.50 | 6705712.43 |
3905 | 2017.10.02 19:00 | close | 1950 | 0.02 | 0.88396 | 0.85969 | 0.89369 | 362.70 | 6706075.13 |
3906 | 2017.10.02 19:00 | close | 1951 | 0.02 | 0.88396 | 0.86066 | 0.89466 | 62.00 | 6706137.13 |
3907 | 2017.10.02 19:00 | close | 1952 | 0.01 | 0.88396 | 0.86147 | 0.89547 | -94.55 | 6706042.58 |
3908 | 2017.10.02 19:00 | close | 1954 | 0.04 | 0.88396 | 0.85843 | 0.89243 | 1506.60 | 6707549.18 |
3909 | 2017.10.02 19:00 | close | 1955 | 0.06 | 0.88396 | 0.85779 | 0.89179 | 2855.10 | 6710404.28 |
3910 | 2017.10.02 20:00 | buy | 1956 | 0.01 | 0.88532 | 0.86222 | 0.89622 | |
3911 | 2017.10.02 22:00 | buy | 1957 | 0.01 | 0.88413 | 0.86103 | 0.89503 | |
3912 | 2017.10.03 02:00 | buy | 1958 | 0.02 | 0.88378 | 0.86068 | 0.89468 | |
3913 | 2017.10.05 11:02 | s/l | 1953 | 0.01 | 0.88942 | 0.88942 | 0.87102 | -1317.65 | 6709086.63 |
3914 | 2017.10.06 10:40 | t/p | 1958 | 0.02 | 0.89468 | 0.86068 | 0.89468 | 3378.96 | 6712465.59 |
3915 | 2017.10.06 10:47 | t/p | 1957 | 0.01 | 0.89503 | 0.86103 | 0.89503 | 1689.48 | 6714155.07 |
3916 | 2017.10.06 14:00 | t/p | 1956 | 0.01 | 0.89622 | 0.86222 | 0.89622 | 1689.48 | 6715844.55 |
3917 | 2017.10.06 14:00 | buy | 1959 | 0.01 | 0.89637 | 0.87305 | 0.90705 | |
3918 | 2017.10.06 16:00 | buy | 1960 | 0.01 | 0.89524 | 0.87214 | 0.90614 | |
3919 | 2017.10.10 18:00 | buy | 1961 | 0.02 | 0.89478 | 0.87168 | 0.90568 | |
3920 | 2017.10.16 17:00 | buy | 1962 | 0.10 | 0.89023 | 0.86713 | 0.90113 | |
3921 | 2017.10.16 22:00 | buy | 1963 | 0.08 | 0.89076 | 0.86766 | 0.90166 | |
3922 | 2017.10.17 16:00 | buy | 1964 | 0.04 | 0.89211 | 0.86901 | 0.90301 | |
3923 | 2017.10.17 18:00 | buy | 1965 | 0.06 | 0.89155 | 0.86845 | 0.90245 | |
3924 | 2017.10.17 22:00 | buy | 1966 | 0.03 | 0.89263 | 0.86953 | 0.90353 | |
3925 | 2017.10.18 17:00 | buy | 1967 | 0.02 | 0.89375 | 0.87065 | 0.90465 | |
3926 | 2017.10.20 00:51 | t/p | 1962 | 0.10 | 0.90113 | 0.86713 | 0.90113 | 16894.78 | 6732739.33 |
3927 | 2017.10.20 06:02 | t/p | 1963 | 0.08 | 0.90166 | 0.86766 | 0.90166 | 13515.92 | 6746255.25 |
3928 | 2017.11.02 07:00 | buy | 1968 | 1.01 | 0.87728 | 0.85418 | 0.88818 | |
3929 | 2017.11.02 17:00 | t/p | 1968 | 1.01 | 0.88818 | 0.85418 | 0.88818 | 170638.40 | 6916893.65 |
3930 | 2017.11.02 19:00 | buy | 1969 | 0.13 | 0.88922 | 0.86612 | 0.90012 | |
3931 | 2017.11.03 16:00 | buy | 1970 | 0.10 | 0.88974 | 0.86664 | 0.90064 | |
3932 | 2017.11.03 19:00 | buy | 1971 | 0.17 | 0.88867 | 0.86557 | 0.89957 | |
3933 | 2017.11.08 12:00 | buy | 1972 | 0.61 | 0.88230 | 0.85920 | 0.89320 | |
3934 | 2017.11.14 11:47 | t/p | 1972 | 0.61 | 0.89320 | 0.85920 | 0.89320 | 103058.17 | 7019951.82 |
3935 | 2017.11.15 13:47 | t/p | 1971 | 0.17 | 0.89957 | 0.86557 | 0.89957 | 28721.12 | 7048672.94 |
3936 | 2017.11.15 13:48 | t/p | 1969 | 0.13 | 0.90012 | 0.86612 | 0.90012 | 21963.22 | 7070636.16 |
3937 | 2017.11.15 13:50 | t/p | 1970 | 0.10 | 0.90064 | 0.86664 | 0.90064 | 16894.78 | 7087530.94 |
3938 | 2017.11.15 17:00 | close | 1959 | 0.01 | 0.89894 | 0.87305 | 0.90705 | 398.34 | 7087929.28 |
3939 | 2017.11.15 17:00 | close | 1960 | 0.01 | 0.89894 | 0.87214 | 0.90614 | 573.49 | 7088502.77 |
3940 | 2017.11.15 17:00 | close | 1961 | 0.02 | 0.89894 | 0.87168 | 0.90568 | 1289.58 | 7089792.35 |
3941 | 2017.11.15 17:00 | close | 1964 | 0.04 | 0.89894 | 0.86901 | 0.90301 | 4234.55 | 7094026.90 |
3942 | 2017.11.15 17:00 | close | 1965 | 0.06 | 0.89894 | 0.86845 | 0.90245 | 6872.61 | 7100899.51 |
3943 | 2017.11.15 17:00 | close | 1966 | 0.03 | 0.89894 | 0.86953 | 0.90353 | 2934.12 | 7103833.63 |
3944 | 2017.11.15 17:00 | close | 1967 | 0.02 | 0.89894 | 0.87065 | 0.90465 | 1608.87 | 7105442.50 |
3945 | 2017.11.28 21:00 | buy | 1973 | 0.01 | 0.89784 | 0.88774 | 0.90774 | |
3946 | 2017.11.28 22:15 | s/l | 1973 | 0.01 | 0.88774 | 0.88774 | 0.90774 | -1565.50 | 7103877.00 |
3947 | 2017.12.01 11:00 | buy | 1974 | 0.01 | 0.88160 | 0.85850 | 0.89250 | |
3948 | 2017.12.05 15:00 | close | 1974 | 0.01 | 0.88382 | 0.85850 | 0.89250 | 344.10 | 7104221.10 |
3949 | 2017.12.05 15:00 | buy | 1975 | 0.01 | 0.88392 | 0.86082 | 0.89482 | |
3950 | 2017.12.05 17:00 | buy | 1976 | 0.01 | 0.88318 | 0.86008 | 0.89408 | |
3951 | 2017.12.05 18:00 | buy | 1977 | 0.02 | 0.88178 | 0.85868 | 0.89268 | |
3952 | 2017.12.06 03:00 | buy | 1978 | 0.02 | 0.88158 | 0.85848 | 0.89248 | |
3953 | 2017.12.08 20:00 | buy | 1979 | 0.06 | 0.87874 | 0.86838 | 0.88864 | |
3954 | 2017.12.08 21:00 | buy | 1980 | 0.04 | 0.87995 | 0.85685 | 0.89085 | |
3955 | 2017.12.08 23:00 | buy | 1981 | 0.08 | 0.87820 | 0.86838 | 0.88810 | |
3956 | 2017.12.11 12:00 | buy | 1982 | 0.03 | 0.88023 | 0.85713 | 0.89113 | |
3957 | 2017.12.21 03:39 | t/p | 1981 | 0.08 | 0.88810 | 0.86838 | 0.88810 | 12275.93 | 7116497.03 |
3958 | 2017.12.21 04:05 | t/p | 1979 | 0.06 | 0.88864 | 0.86838 | 0.88864 | 9206.94 | 7125703.97 |
3959 | 2018.01.02 13:58 | t/p | 1980 | 0.04 | 0.89085 | 0.85685 | 0.89085 | 6757.96 | 7132461.93 |
3960 | 2018.01.02 14:00 | t/p | 1982 | 0.03 | 0.89113 | 0.85713 | 0.89113 | 5068.47 | 7137530.40 |
3961 | 2018.01.12 12:39 | t/p | 1978 | 0.02 | 0.89248 | 0.85848 | 0.89248 | 3378.98 | 7140909.38 |
3962 | 2018.01.12 12:39 | t/p | 1977 | 0.02 | 0.89268 | 0.85868 | 0.89268 | 3378.97 | 7144288.35 |
3963 | 2018.01.12 18:00 | close | 1975 | 0.01 | 0.88743 | 0.86082 | 0.89482 | 544.04 | 7144832.39 |
3964 | 2018.01.12 18:00 | close | 1976 | 0.01 | 0.88743 | 0.86008 | 0.89408 | 658.74 | 7145491.13 |
3965 | 2018.01.19 14:00 | buy | 1983 | 0.01 | 0.88273 | 0.85963 | 0.89363 | |
3966 | 2018.01.23 21:00 | buy | 1984 | 0.03 | 0.87907 | 0.85597 | 0.88997 | |
3967 | 2018.01.24 04:00 | buy | 1985 | 0.04 | 0.87853 | 0.85543 | 0.88943 | |
3968 | 2018.01.25 20:00 | buy | 1986 | 0.17 | 0.87437 | 0.86814 | 0.88427 | |
3969 | 2018.01.25 21:00 | buy | 1987 | 0.13 | 0.87559 | 0.86814 | 0.88549 | |
3970 | 2018.01.25 22:00 | buy | 1988 | 0.10 | 0.87638 | 0.86814 | 0.88628 | |
3971 | 2018.01.25 23:00 | buy | 1989 | 0.08 | 0.87671 | 0.86814 | 0.88661 | |
3972 | 2018.01.27 01:00 | buy | 1990 | 0.06 | 0.87789 | 0.85479 | 0.88879 | |
3973 | 2018.01.29 14:00 | buy | 1991 | 0.02 | 0.87987 | 0.85677 | 0.89077 | |
3974 | 2018.01.29 16:00 | buy | 1992 | 0.01 | 0.88139 | 0.85829 | 0.89229 | |
3975 | 2018.01.30 07:00 | buy | 1993 | 0.02 | 0.88085 | 0.85775 | 0.89175 | |
3976 | 2018.02.05 15:37 | t/p | 1986 | 0.17 | 0.88427 | 0.86814 | 0.88427 | 26087.34 | 7171578.47 |
3977 | 2018.02.05 15:51 | t/p | 1987 | 0.13 | 0.88549 | 0.86814 | 0.88549 | 19949.15 | 7191527.62 |
3978 | 2018.02.05 15:59 | t/p | 1988 | 0.10 | 0.88628 | 0.86814 | 0.88628 | 15345.49 | 7206873.11 |
3979 | 2018.02.05 16:41 | t/p | 1989 | 0.08 | 0.88661 | 0.86814 | 0.88661 | 12276.39 | 7219149.50 |
3980 | 2018.02.06 12:09 | t/p | 1990 | 0.06 | 0.88879 | 0.85479 | 0.88879 | 10137.32 | 7229286.82 |
3981 | 2018.02.06 15:34 | t/p | 1985 | 0.04 | 0.88943 | 0.85543 | 0.88943 | 6758.22 | 7236045.04 |
3982 | 2018.02.06 15:51 | t/p | 1984 | 0.03 | 0.88997 | 0.85597 | 0.88997 | 5068.66 | 7241113.70 |
3983 | 2018.02.06 17:40 | t/p | 1991 | 0.02 | 0.89077 | 0.85677 | 0.89077 | 3379.11 | 7244492.81 |
3984 | 2018.02.14 13:37 | t/p | 1993 | 0.02 | 0.89175 | 0.85775 | 0.89175 | 3379.08 | 7247871.89 |
3985 | 2018.02.14 20:00 | sell | 1994 | 0.01 | 0.88845 | 0.91155 | 0.87755 | |
3986 | 2018.02.15 01:00 | sell | 1995 | 0.01 | 0.88947 | 0.91155 | 0.87857 | |
3987 | 2018.02.20 23:00 | close | 1994 | 0.01 | 0.88214 | 0.91155 | 0.87755 | 978.21 | 7248850.10 |
3988 | 2018.02.20 23:00 | close | 1995 | 0.01 | 0.88214 | 0.91155 | 0.87857 | 1136.34 | 7249986.44 |
3989 | 2018.02.26 19:00 | buy | 1996 | 0.02 | 0.88117 | 0.85807 | 0.89207 | |
3990 | 2018.02.28 15:00 | close | 1983 | 0.01 | 0.88070 | 0.85963 | 0.89363 | -314.67 | 7249671.77 |
3991 | 2018.02.28 15:00 | close | 1992 | 0.01 | 0.88070 | 0.85829 | 0.89229 | -106.96 | 7249564.81 |
3992 | 2018.02.28 15:00 | close | 1996 | 0.02 | 0.88070 | 0.85807 | 0.89207 | -145.71 | 7249419.10 |
3993 | 2018.02.28 16:00 | buy | 1997 | 0.01 | 0.88253 | 0.85943 | 0.89343 | |
3994 | 2018.03.02 17:03 | t/p | 1997 | 0.01 | 0.89343 | 0.85943 | 0.89343 | 1689.57 | 7251108.67 |
3995 | 2018.03.02 17:03 | buy | 1998 | 0.01 | 0.89357 | 0.88269 | 0.90269 | |
3996 | 2018.03.02 18:00 | buy | 1999 | 0.02 | 0.89255 | 0.88245 | 0.90245 | |
3997 | 2018.03.05 04:00 | buy | 2000 | 0.01 | 0.89297 | 0.88287 | 0.90287 | |
3998 | 2018.03.05 13:00 | buy | 2001 | 0.02 | 0.89271 | 0.88261 | 0.90261 | |
3999 | 2018.03.05 15:00 | sell | 2002 | 0.01 | 0.89084 | 0.91394 | 0.87994 | |
4000 | 2018.03.08 06:00 | sell | 2003 | 0.01 | 0.89182 | 0.91394 | 0.88092 | |
4001 | 2018.03.15 18:29 | s/l | 2000 | 0.01 | 0.88287 | 0.88287 | 0.90287 | -1565.57 | 7249543.10 |
4002 | 2018.03.15 18:30 | s/l | 1998 | 0.01 | 0.88269 | 0.88269 | 0.90269 | -1686.47 | 7247856.63 |
4003 | 2018.03.15 18:33 | s/l | 2001 | 0.02 | 0.88261 | 0.88261 | 0.90261 | -3131.14 | 7244725.49 |
4004 | 2018.03.15 19:25 | s/l | 1999 | 0.02 | 0.88245 | 0.88245 | 0.90245 | -3131.15 | 7241594.34 |
4005 | 2018.03.16 15:00 | close | 2002 | 0.01 | 0.88293 | 0.91394 | 0.87994 | 1226.26 | 7242820.60 |
4006 | 2018.03.16 15:00 | close | 2003 | 0.01 | 0.88293 | 0.91394 | 0.88092 | 1378.19 | 7244198.79 |
4007 | 2018.03.23 04:00 | buy | 2004 | 0.01 | 0.87335 | 0.86628 | 0.88325 | |
4008 | 2018.04.07 00:00 | sell | 2005 | 0.01 | 0.87187 | 0.87701 | 0.86197 | |
4009 | 2018.04.10 21:00 | buy | 2006 | 0.03 | 0.87244 | 0.84934 | 0.88334 | |
4010 | 2018.04.11 14:00 | buy | 2007 | 0.04 | 0.87220 | 0.84910 | 0.88310 | |
4011 | 2018.04.11 20:00 | buy | 2008 | 0.02 | 0.87256 | 0.84946 | 0.88346 | |
4012 | 2018.04.11 21:00 | buy | 2009 | 0.02 | 0.87297 | 0.84987 | 0.88387 | |
4013 | 2018.04.12 18:23 | s/l | 2004 | 0.01 | 0.86628 | 0.86628 | 0.88325 | -1095.87 | 7243102.92 |
4014 | 2018.04.18 13:00 | close | 2005 | 0.01 | 0.87090 | 0.87701 | 0.86197 | 150.38 | 7243253.30 |
4015 | 2018.04.18 13:00 | buy | 2010 | 0.01 | 0.87090 | 0.84780 | 0.88180 | |
4016 | 2018.04.30 11:00 | t/p | 2010 | 0.01 | 0.88180 | 0.84780 | 0.88180 | 1689.56 | 7244942.86 |
4017 | 2018.05.03 21:39 | t/p | 2007 | 0.04 | 0.88310 | 0.84910 | 0.88310 | 6758.13 | 7251700.99 |
4018 | 2018.05.03 22:07 | t/p | 2006 | 0.03 | 0.88334 | 0.84934 | 0.88334 | 5068.60 | 7256769.59 |
4019 | 2018.05.03 22:14 | t/p | 2008 | 0.02 | 0.88346 | 0.84946 | 0.88346 | 3379.06 | 7260148.65 |
4020 | 2018.05.03 22:24 | t/p | 2009 | 0.02 | 0.88387 | 0.84987 | 0.88387 | 3379.06 | 7263527.71 |
4021 | 2018.05.10 11:00 | buy | 2011 | 0.01 | 0.87553 | 0.85243 | 0.88643 | |
4022 | 2018.05.18 08:00 | buy | 2012 | 0.02 | 0.87372 | 0.85062 | 0.88462 | |
4023 | 2018.05.18 11:00 | buy | 2013 | 0.01 | 0.87429 | 0.85119 | 0.88519 | |
4024 | 2018.06.12 19:00 | close | 2011 | 0.01 | 0.87871 | 0.85243 | 0.88643 | 492.92 | 7264020.63 |
4025 | 2018.06.12 19:00 | close | 2012 | 0.02 | 0.87871 | 0.85062 | 0.88462 | 1546.96 | 7265567.59 |
4026 | 2018.06.12 19:00 | close | 2013 | 0.01 | 0.87871 | 0.85119 | 0.88519 | 685.12 | 7266252.71 |
4027 | 2018.06.18 10:00 | buy | 2014 | 0.01 | 0.87391 | 0.85081 | 0.88481 | |
4028 | 2018.06.28 13:36 | t/p | 2014 | 0.01 | 0.88481 | 0.85081 | 0.88481 | 1689.57 | 7267942.28 |
4029 | 2018.06.28 14:00 | buy | 2015 | 0.01 | 0.88502 | 0.87460 | 0.89492 | |
4030 | 2018.06.28 19:00 | buy | 2016 | 0.01 | 0.88454 | 0.87460 | 0.89444 | |
4031 | 2018.06.28 22:00 | buy | 2017 | 0.02 | 0.88436 | 0.87460 | 0.89426 | |
4032 | 2018.07.02 01:00 | sell | 2018 | 0.01 | 0.88373 | 0.90683 | 0.87283 | |
4033 | 2018.07.05 09:00 | buy | 2019 | 0.02 | 0.88385 | 0.87937 | 0.89375 | |
4034 | 2018.07.11 03:00 | sell | 2020 | 0.01 | 0.88453 | 0.90683 | 0.87363 | |
4035 | 2018.07.19 11:39 | t/p | 2019 | 0.02 | 0.89375 | 0.87937 | 0.89375 | 3069.14 | 7271011.42 |
4036 | 2018.07.19 20:19 | t/p | 2017 | 0.02 | 0.89426 | 0.87460 | 0.89426 | 3069.14 | 7274080.56 |
4037 | 2018.07.19 20:27 | t/p | 2016 | 0.01 | 0.89444 | 0.87460 | 0.89444 | 1534.57 | 7275615.13 |
4038 | 2018.07.19 20:36 | t/p | 2015 | 0.01 | 0.89492 | 0.87460 | 0.89492 | 1534.56 | 7277149.69 |
4039 | 2018.07.20 14:00 | buy | 2021 | 0.01 | 0.89394 | 0.88384 | 0.90384 | |
4040 | 2018.07.25 10:00 | sell | 2022 | 0.02 | 0.88809 | 0.90683 | 0.87719 | |
4041 | 2018.07.25 14:00 | sell | 2023 | 0.03 | 0.88836 | 0.90683 | 0.87746 | |
4042 | 2018.07.26 09:00 | buy | 2024 | 0.66 | 0.88895 | 0.88667 | 0.89885 | |
4043 | 2018.07.26 17:38 | s/l | 2024 | 0.66 | 0.88667 | 0.88667 | 0.89885 | -23326.21 | 7253823.48 |
4044 | 2018.07.26 18:00 | sell | 2025 | 0.01 | 0.88651 | 0.90683 | 0.87561 | |
4045 | 2018.07.27 10:00 | buy | 2026 | 0.39 | 0.88938 | 0.88589 | 0.89928 | |
4046 | 2018.07.27 19:00 | buy | 2027 | 0.66 | 0.88891 | 0.88589 | 0.89881 | |
4047 | 2018.07.27 20:00 | buy | 2028 | 0.14 | 0.88908 | 0.88589 | 0.89898 | |
4048 | 2018.08.01 16:00 | sell | 2029 | 0.03 | 0.88963 | 0.90683 | 0.87873 | |
4049 | 2018.08.02 14:03 | s/l | 2026 | 0.39 | 0.88589 | 0.88589 | 0.89928 | -21098.82 | 7232724.66 |
4050 | 2018.08.02 14:03 | s/l | 2027 | 0.66 | 0.88589 | 0.88589 | 0.89881 | -30897.19 | 7201827.47 |