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 |
4051 | 2018.08.02 14:03 | s/l | 2028 | 0.14 | 0.88589 | 0.88589 | 0.89898 | -6922.88 | 7194904.59 |
4052 | 2018.08.02 15:00 | buy | 2030 | 0.17 | 0.89055 | 0.88376 | 0.90045 | |
4053 | 2018.08.02 16:00 | buy | 2031 | 0.13 | 0.89094 | 0.88376 | 0.90084 | |
4054 | 2018.08.02 18:00 | buy | 2032 | 0.10 | 0.89105 | 0.88376 | 0.90095 | |
4055 | 2018.08.02 23:00 | buy | 2033 | 0.23 | 0.89033 | 0.88376 | 0.90023 | |
4056 | 2018.08.06 12:00 | buy | 2034 | 0.08 | 0.89160 | 0.88376 | 0.90150 | |
4057 | 2018.08.06 14:00 | buy | 2035 | 0.04 | 0.89205 | 0.88376 | 0.90195 | |
4058 | 2018.08.06 15:00 | buy | 2036 | 0.03 | 0.89246 | 0.88376 | 0.90236 | |
4059 | 2018.08.06 16:00 | buy | 2037 | 0.02 | 0.89299 | 0.88376 | 0.90289 | |
4060 | 2018.08.06 18:00 | buy | 2038 | 0.02 | 0.89320 | 0.88376 | 0.90310 | |
4061 | 2018.08.07 11:00 | buy | 2039 | 0.01 | 0.89344 | 0.88376 | 0.90334 | |
4062 | 2018.08.07 19:00 | close | 2021 | 0.01 | 0.89500 | 0.88384 | 0.90384 | 164.31 | 7195068.90 |
4063 | 2018.08.07 19:00 | close | 2030 | 0.17 | 0.89500 | 0.88376 | 0.90045 | 11726.81 | 7206795.71 |
4064 | 2018.08.07 19:00 | close | 2031 | 0.13 | 0.89500 | 0.88376 | 0.90084 | 8181.64 | 7214977.35 |
4065 | 2018.08.07 19:00 | close | 2032 | 0.10 | 0.89500 | 0.88376 | 0.90095 | 6123.05 | 7221100.40 |
4066 | 2018.08.07 19:00 | close | 2033 | 0.23 | 0.89500 | 0.88376 | 0.90023 | 16650.05 | 7237750.45 |
4067 | 2018.08.07 19:00 | close | 2034 | 0.08 | 0.89500 | 0.88376 | 0.90150 | 4216.38 | 7241966.83 |
4068 | 2018.08.07 19:00 | close | 2035 | 0.04 | 0.89500 | 0.88376 | 0.90195 | 1829.17 | 7243796.00 |
4069 | 2018.08.07 19:00 | close | 2036 | 0.03 | 0.89500 | 0.88376 | 0.90236 | 1181.21 | 7244977.21 |
4070 | 2018.08.07 19:00 | close | 2037 | 0.02 | 0.89500 | 0.88376 | 0.90289 | 623.16 | 7245600.37 |
4071 | 2018.08.07 19:00 | close | 2038 | 0.02 | 0.89500 | 0.88376 | 0.90310 | 558.05 | 7246158.42 |
4072 | 2018.08.07 19:00 | close | 2039 | 0.01 | 0.89500 | 0.88376 | 0.90334 | 241.82 | 7246400.24 |
4073 | 2018.08.07 19:00 | buy | 2040 | 0.01 | 0.89510 | 0.88500 | 0.90500 | |
4074 | 2018.08.09 07:00 | close | 2018 | 0.01 | 0.90170 | 0.90683 | 0.87283 | -2785.96 | 7243614.28 |
4075 | 2018.08.09 07:00 | close | 2020 | 0.01 | 0.90170 | 0.90683 | 0.87363 | -2661.94 | 7240952.34 |
4076 | 2018.08.09 07:00 | close | 2022 | 0.02 | 0.90170 | 0.90683 | 0.87719 | -4220.03 | 7236732.31 |
4077 | 2018.08.09 07:00 | close | 2023 | 0.03 | 0.90170 | 0.90683 | 0.87746 | -6204.46 | 7230527.85 |
4078 | 2018.08.09 07:00 | close | 2025 | 0.01 | 0.90170 | 0.90683 | 0.87561 | -2354.97 | 7228172.88 |
4079 | 2018.08.09 07:00 | close | 2029 | 0.03 | 0.90170 | 0.90683 | 0.87873 | -5613.78 | 7222559.10 |
4080 | 2018.08.10 19:00 | sell | 2041 | 0.01 | 0.89267 | 0.91577 | 0.88177 | |
4081 | 2018.08.13 03:00 | close | 2041 | 0.01 | 0.89311 | 0.91577 | 0.88177 | -68.22 | 7222490.88 |
4082 | 2018.08.13 04:00 | sell | 2042 | 0.01 | 0.89254 | 0.91564 | 0.88164 | |
4083 | 2018.08.13 18:00 | sell | 2043 | 0.01 | 0.89360 | 0.91564 | 0.88270 | |
4084 | 2018.08.20 14:00 | sell | 2044 | 0.01 | 0.89477 | 0.91564 | 0.88387 | |
4085 | 2018.08.20 17:00 | sell | 2045 | 0.01 | 0.89499 | 0.91564 | 0.88409 | |
4086 | 2018.08.21 03:00 | close | 2040 | 0.01 | 0.89749 | 0.88500 | 0.90500 | 370.48 | 7222861.36 |
4087 | 2018.08.21 04:00 | buy | 2046 | 0.01 | 0.89902 | 0.88951 | 0.90892 | |
4088 | 2018.08.21 06:00 | buy | 2047 | 0.02 | 0.89826 | 0.88951 | 0.90816 | |
4089 | 2018.08.21 08:00 | buy | 2048 | 0.01 | 0.89861 | 0.88951 | 0.90851 | |
4090 | 2018.08.21 11:00 | buy | 2049 | 0.03 | 0.89757 | 0.88951 | 0.90747 | |
4091 | 2018.08.21 15:00 | buy | 2050 | 0.02 | 0.89798 | 0.88951 | 0.90788 | |
4092 | 2018.08.22 00:00 | sell | 2051 | 0.02 | 0.89626 | 0.91564 | 0.88536 | |
4093 | 2018.08.28 13:38 | t/p | 2049 | 0.03 | 0.90747 | 0.88951 | 0.90747 | 4603.91 | 7227465.27 |
4094 | 2018.08.28 16:32 | t/p | 2050 | 0.02 | 0.90788 | 0.88951 | 0.90788 | 3069.28 | 7230534.55 |
4095 | 2018.08.28 17:19 | t/p | 2047 | 0.02 | 0.90816 | 0.88951 | 0.90816 | 3069.28 | 7233603.83 |
4096 | 2018.08.28 17:27 | t/p | 2048 | 0.01 | 0.90851 | 0.88951 | 0.90851 | 1534.64 | 7235138.47 |
4097 | 2018.08.28 17:29 | t/p | 2046 | 0.01 | 0.90892 | 0.88951 | 0.90892 | 1534.63 | 7236673.10 |
4098 | 2018.08.29 11:00 | sell | 2052 | 0.23 | 0.90663 | 0.91564 | 0.89673 | |
4099 | 2018.08.29 12:00 | sell | 2053 | 0.19 | 0.90602 | 0.91564 | 0.89612 | |
4100 | 2018.08.29 14:00 | sell | 2054 | 0.16 | 0.90487 | 0.91564 | 0.89497 | |
4101 | 2018.08.29 17:00 | sell | 2055 | 0.07 | 0.90140 | 0.91564 | 0.89150 | |
4102 | 2018.08.29 18:00 | sell | 2056 | 0.05 | 0.89960 | 0.91564 | 0.88870 | |
4103 | 2018.08.29 21:00 | sell | 2057 | 0.04 | 0.89917 | 0.91564 | 0.88827 | |
4104 | 2018.08.29 22:00 | sell | 2058 | 0.03 | 0.89848 | 0.91564 | 0.88758 | |
4105 | 2018.08.30 06:00 | sell | 2059 | 0.03 | 0.89791 | 0.91564 | 0.88701 | |
4106 | 2018.08.30 16:00 | sell | 2060 | 0.02 | 0.89698 | 0.91564 | 0.88608 | |
4107 | 2018.08.30 16:28 | t/p | 2052 | 0.23 | 0.89673 | 0.91564 | 0.89673 | 35301.24 | 7271974.34 |
4108 | 2018.08.30 17:27 | t/p | 2053 | 0.19 | 0.89612 | 0.91564 | 0.89612 | 29161.90 | 7301136.24 |
4109 | 2018.08.31 17:39 | t/p | 2054 | 0.16 | 0.89497 | 0.91564 | 0.89497 | 24557.39 | 7325693.63 |
4110 | 2018.09.05 01:00 | sell | 2061 | 0.06 | 0.90087 | 0.91564 | 0.88997 | |
4111 | 2018.09.07 15:39 | t/p | 2055 | 0.07 | 0.89150 | 0.91564 | 0.89150 | 10744.34 | 7336437.97 |
4112 | 2018.09.10 16:03 | t/p | 2061 | 0.06 | 0.88997 | 0.91564 | 0.88997 | 10139.68 | 7346577.65 |
4113 | 2018.09.11 15:03 | t/p | 2056 | 0.05 | 0.88870 | 0.91564 | 0.88870 | 8449.84 | 7355027.49 |
4114 | 2018.09.11 15:04 | t/p | 2057 | 0.04 | 0.88827 | 0.91564 | 0.88827 | 6759.88 | 7361787.37 |
4115 | 2018.09.18 01:38 | t/p | 2058 | 0.03 | 0.88758 | 0.91564 | 0.88758 | 5069.84 | 7366857.21 |
4116 | 2018.09.18 10:00 | buy | 2062 | 0.01 | 0.88985 | 0.86675 | 0.90075 | |
4117 | 2018.09.19 01:29 | t/p | 2059 | 0.03 | 0.88701 | 0.91564 | 0.88701 | 5069.88 | 7371927.09 |
4118 | 2018.09.19 15:00 | buy | 2063 | 0.01 | 0.88862 | 0.86552 | 0.89952 | |
4119 | 2018.09.20 10:00 | close | 2042 | 0.01 | 0.88841 | 0.91564 | 0.88164 | 640.33 | 7372567.42 |
4120 | 2018.09.20 10:00 | close | 2043 | 0.01 | 0.88841 | 0.91564 | 0.88270 | 804.67 | 7373372.09 |
4121 | 2018.09.20 10:00 | close | 2044 | 0.01 | 0.88841 | 0.91564 | 0.88387 | 986.07 | 7374358.16 |
4122 | 2018.09.20 10:00 | close | 2045 | 0.01 | 0.88841 | 0.91564 | 0.88409 | 1020.18 | 7375378.34 |
4123 | 2018.09.20 10:00 | close | 2051 | 0.02 | 0.88841 | 0.91564 | 0.88536 | 2434.16 | 7377812.50 |
4124 | 2018.09.20 10:00 | close | 2060 | 0.02 | 0.88841 | 0.91564 | 0.88608 | 2657.42 | 7380469.92 |
4125 | 2018.09.20 21:00 | buy | 2064 | 0.02 | 0.88803 | 0.86493 | 0.89893 | |
4126 | 2018.09.21 17:02 | t/p | 2064 | 0.02 | 0.89893 | 0.86493 | 0.89893 | 3379.46 | 7383849.38 |
4127 | 2018.10.04 17:00 | sell | 2065 | 0.01 | 0.88487 | 0.89240 | 0.87497 | |
4128 | 2018.10.09 18:27 | t/p | 2065 | 0.01 | 0.87497 | 0.89240 | 0.87497 | 1534.91 | 7385384.29 |
4129 | 2018.10.15 01:00 | buy | 2066 | 0.17 | 0.88180 | 0.85870 | 0.89270 | |
4130 | 2018.10.15 13:00 | buy | 2067 | 0.23 | 0.88117 | 0.85807 | 0.89207 | |
4131 | 2018.10.16 09:00 | sell | 2068 | 0.01 | 0.87988 | 0.88318 | 0.86998 | |
4132 | 2018.10.18 19:00 | buy | 2069 | 0.30 | 0.88007 | 0.85697 | 0.89097 | |
4133 | 2018.10.18 23:00 | buy | 2070 | 0.39 | 0.87977 | 0.85667 | 0.89067 | |
4134 | 2018.10.19 19:00 | buy | 2071 | 0.09 | 0.88277 | 0.85967 | 0.89367 | |
4135 | 2018.10.19 19:13 | s/l | 2068 | 0.01 | 0.88318 | 0.88318 | 0.86998 | -511.63 | 7384872.66 |
4136 | 2018.10.26 16:00 | close | 2062 | 0.01 | 0.88634 | 0.86675 | 0.90075 | -544.12 | 7384328.54 |
4137 | 2018.10.26 16:00 | close | 2063 | 0.01 | 0.88634 | 0.86552 | 0.89952 | -353.44 | 7383975.10 |
4138 | 2018.10.26 16:00 | close | 2066 | 0.17 | 0.88634 | 0.85870 | 0.89270 | 11964.45 | 7395939.55 |
4139 | 2018.10.26 16:00 | close | 2067 | 0.23 | 0.88634 | 0.85807 | 0.89207 | 18433.43 | 7414372.98 |
4140 | 2018.10.26 16:00 | close | 2069 | 0.30 | 0.88634 | 0.85697 | 0.89097 | 29159.26 | 7443532.24 |
4141 | 2018.10.26 16:00 | close | 2070 | 0.39 | 0.88634 | 0.85667 | 0.89067 | 39720.78 | 7483253.02 |
4142 | 2018.10.26 16:00 | close | 2071 | 0.09 | 0.88634 | 0.85967 | 0.89367 | 4980.79 | 7488233.81 |
4143 | 2018.10.26 17:00 | buy | 2072 | 0.01 | 0.88690 | 0.86380 | 0.89780 | |
4144 | 2018.11.01 20:00 | sell | 2073 | 0.01 | 0.87765 | 0.88775 | 0.86775 | |
4145 | 2018.11.05 02:00 | close | 2073 | 0.01 | 0.87641 | 0.88775 | 0.86775 | 192.25 | 7488426.06 |
4146 | 2018.11.05 03:00 | sell | 2074 | 0.01 | 0.87643 | 0.88653 | 0.86653 | |
4147 | 2018.11.12 01:00 | buy | 2075 | 0.51 | 0.87562 | 0.85252 | 0.88652 | |
4148 | 2018.11.12 04:00 | buy | 2076 | 0.66 | 0.87530 | 0.85220 | 0.88620 | |
4149 | 2018.11.12 08:00 | buy | 2077 | 0.02 | 0.87708 | 0.85398 | 0.88798 | |
4150 | 2018.11.13 18:37 | t/p | 2074 | 0.01 | 0.86653 | 0.88653 | 0.86653 | 1534.87 | 7489960.93 |
4151 | 2018.11.13 21:00 | sell | 2078 | 0.01 | 0.86920 | 0.87794 | 0.85930 | |
4152 | 2018.11.14 00:00 | sell | 2079 | 0.01 | 0.86992 | 0.87794 | 0.86002 | |
4153 | 2018.11.14 15:00 | sell | 2080 | 0.01 | 0.86955 | 0.87794 | 0.85965 | |
4154 | 2018.11.15 10:29 | s/l | 2078 | 0.01 | 0.87794 | 0.87794 | 0.85930 | -1355.03 | 7488605.90 |
4155 | 2018.11.15 10:29 | s/l | 2079 | 0.01 | 0.87794 | 0.87794 | 0.86002 | -1243.40 | 7487362.50 |
4156 | 2018.11.15 10:29 | s/l | 2080 | 0.01 | 0.87794 | 0.87794 | 0.85965 | -1300.77 | 7486061.73 |
4157 | 2018.11.15 17:39 | t/p | 2076 | 0.66 | 0.88620 | 0.85220 | 0.88620 | 111519.95 | 7597581.68 |
4158 | 2018.11.15 18:19 | t/p | 2075 | 0.51 | 0.88652 | 0.85252 | 0.88652 | 86175.62 | 7683757.30 |
4159 | 2018.11.15 18:38 | t/p | 2077 | 0.02 | 0.88798 | 0.85398 | 0.88798 | 3379.44 | 7687136.74 |
4160 | 2018.11.15 23:00 | close | 2072 | 0.01 | 0.88682 | 0.86380 | 0.89780 | -12.40 | 7687124.34 |
4161 | 2018.11.16 13:00 | buy | 2081 | 0.01 | 0.88410 | 0.86100 | 0.89500 | |
4162 | 2018.11.22 13:00 | close | 2081 | 0.01 | 0.88513 | 0.86100 | 0.89500 | 159.67 | 7687284.01 |
4163 | 2018.12.07 20:00 | buy | 2082 | 0.01 | 0.89505 | 0.88572 | 0.90495 | |
4164 | 2018.12.10 17:26 | t/p | 2082 | 0.01 | 0.90495 | 0.88572 | 0.90495 | 1534.70 | 7688818.71 |
4165 | 2018.12.10 19:00 | buy | 2083 | 0.01 | 0.90540 | 0.89530 | 0.91530 | |
4166 | 2018.12.10 21:00 | buy | 2084 | 0.02 | 0.90459 | 0.89449 | 0.91449 | |
4167 | 2018.12.11 00:00 | buy | 2085 | 0.03 | 0.90392 | 0.89382 | 0.91382 | |
4168 | 2018.12.11 01:00 | buy | 2086 | 0.04 | 0.90369 | 0.89359 | 0.91359 | |
4169 | 2018.12.11 02:00 | buy | 2087 | 0.02 | 0.90418 | 0.89408 | 0.91408 | |
4170 | 2018.12.11 12:00 | buy | 2088 | 0.17 | 0.90187 | 0.89177 | 0.91177 | |
4171 | 2018.12.11 13:00 | buy | 2089 | 0.08 | 0.90311 | 0.89301 | 0.91301 | |
4172 | 2018.12.11 15:00 | buy | 2090 | 0.13 | 0.90231 | 0.89221 | 0.91221 | |
4173 | 2018.12.13 15:39 | s/l | 2083 | 0.01 | 0.89530 | 0.89530 | 0.91530 | -1565.70 | 7687253.01 |
4174 | 2018.12.13 16:00 | sell | 2091 | 0.01 | 0.89605 | 0.91915 | 0.88515 | |
4175 | 2018.12.13 23:00 | sell | 2092 | 0.01 | 0.89724 | 0.91915 | 0.88634 | |
4176 | 2018.12.14 09:00 | buy | 2093 | 0.01 | 0.89982 | 0.89386 | 0.90972 | |
4177 | 2018.12.14 11:00 | sell | 2094 | 0.01 | 0.89795 | 0.91915 | 0.88705 | |
4178 | 2018.12.17 17:00 | buy | 2095 | 0.01 | 0.89959 | 0.89464 | 0.90949 | |
4179 | 2018.12.21 19:00 | sell | 2096 | 0.01 | 0.89906 | 0.91915 | 0.88816 | |
4180 | 2018.12.21 21:00 | sell | 2097 | 0.02 | 0.89958 | 0.91915 | 0.88868 | |
4181 | 2018.12.28 18:00 | sell | 2098 | 0.03 | 0.90133 | 0.91915 | 0.89043 | |
4182 | 2018.12.31 07:00 | sell | 2099 | 0.02 | 0.90034 | 0.91915 | 0.88944 | |
4183 | 2018.12.31 14:32 | s/l | 2095 | 0.01 | 0.89464 | 0.89464 | 0.90949 | -767.35 | 7686485.66 |
4184 | 2018.12.31 14:33 | s/l | 2084 | 0.02 | 0.89449 | 0.89449 | 0.91449 | -3131.40 | 7683354.26 |
4185 | 2018.12.31 15:12 | s/l | 2087 | 0.02 | 0.89408 | 0.89408 | 0.91408 | -3131.41 | 7680222.85 |
4186 | 2018.12.31 16:29 | s/l | 2093 | 0.01 | 0.89386 | 0.89386 | 0.90972 | -923.92 | 7679298.93 |
4187 | 2018.12.31 16:36 | s/l | 2085 | 0.03 | 0.89382 | 0.89382 | 0.91382 | -4697.11 | 7674601.82 |
4188 | 2018.12.31 16:37 | s/l | 2086 | 0.04 | 0.89359 | 0.89359 | 0.91359 | -6262.81 | 7668339.01 |
4189 | 2018.12.31 17:13 | s/l | 2089 | 0.08 | 0.89301 | 0.89301 | 0.91301 | -12525.62 | 7655813.39 |
4190 | 2018.12.31 19:00 | close | 2091 | 0.01 | 0.89793 | 0.91915 | 0.88515 | -291.48 | 7655521.91 |
4191 | 2018.12.31 19:00 | close | 2092 | 0.01 | 0.89793 | 0.91915 | 0.88634 | -106.98 | 7655414.93 |
4192 | 2018.12.31 19:00 | close | 2094 | 0.01 | 0.89793 | 0.91915 | 0.88705 | 3.10 | 7655418.03 |
4193 | 2018.12.31 19:00 | close | 2096 | 0.01 | 0.89793 | 0.91915 | 0.88816 | 175.19 | 7655593.22 |
4194 | 2018.12.31 19:00 | close | 2097 | 0.02 | 0.89793 | 0.91915 | 0.88868 | 511.64 | 7656104.86 |
4195 | 2018.12.31 19:00 | close | 2098 | 0.03 | 0.89793 | 0.91915 | 0.89043 | 1581.41 | 7657686.27 |
4196 | 2018.12.31 19:00 | close | 2099 | 0.02 | 0.89793 | 0.91915 | 0.88944 | 747.30 | 7658433.57 |
4197 | 2018.12.31 19:00 | sell | 2100 | 0.01 | 0.89783 | 0.92093 | 0.88693 | |
4198 | 2019.01.02 01:00 | sell | 2101 | 0.01 | 0.89907 | 0.92093 | 0.88817 | |
4199 | 2019.01.02 14:00 | buy | 2102 | 0.01 | 0.90289 | 0.89279 | 0.91279 | |
4200 | 2019.01.03 00:03 | s/l | 2102 | 0.01 | 0.89279 | 0.89279 | 0.91279 | -1565.70 | 7656867.87 |