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 |
4201 | 2019.01.03 00:04 | s/l | 2090 | 0.13 | 0.89221 | 0.89221 | 0.91221 | -20354.13 | 7636513.74 |
4202 | 2019.01.03 00:04 | s/l | 2088 | 0.17 | 0.89177 | 0.89177 | 0.91177 | -26616.94 | 7609896.80 |
4203 | 2019.01.03 02:00 | buy | 2103 | 0.01 | 0.90391 | 0.89381 | 0.91381 | |
4204 | 2019.01.03 03:00 | close | 2103 | 0.01 | 0.90364 | 0.89381 | 0.91381 | -41.86 | 7609854.94 |
4205 | 2019.01.03 03:00 | buy | 2104 | 0.01 | 0.90374 | 0.89364 | 0.91364 | |
4206 | 2019.01.03 20:00 | sell | 2105 | 0.02 | 0.90157 | 0.92093 | 0.89067 | |
4207 | 2019.01.03 22:00 | sell | 2106 | 0.02 | 0.90175 | 0.92093 | 0.89085 | |
4208 | 2019.01.04 11:00 | sell | 2107 | 0.01 | 0.90044 | 0.92093 | 0.88954 | |
4209 | 2019.01.04 12:00 | sell | 2108 | 0.01 | 0.89980 | 0.92093 | 0.88890 | |
4210 | 2019.01.11 18:37 | s/l | 2104 | 0.01 | 0.89364 | 0.89364 | 0.91364 | -1565.68 | 7608289.26 |
4211 | 2019.01.14 00:13 | t/p | 2106 | 0.02 | 0.89085 | 0.92093 | 0.89085 | 3379.83 | 7611669.09 |
4212 | 2019.01.14 13:39 | t/p | 2105 | 0.02 | 0.89067 | 0.92093 | 0.89067 | 3379.83 | 7615048.92 |
4213 | 2019.01.14 17:29 | t/p | 2107 | 0.01 | 0.88954 | 0.92093 | 0.88954 | 1689.95 | 7616738.87 |
4214 | 2019.01.14 17:37 | t/p | 2108 | 0.01 | 0.88890 | 0.92093 | 0.88890 | 1689.95 | 7618428.82 |
4215 | 2019.01.14 17:38 | t/p | 2101 | 0.01 | 0.88817 | 0.92093 | 0.88817 | 1689.95 | 7620118.77 |
4216 | 2019.01.14 19:00 | close | 2100 | 0.01 | 0.89200 | 0.92093 | 0.88693 | 903.89 | 7621022.66 |
4217 | 2019.01.18 21:00 | buy | 2109 | 0.01 | 0.88229 | 0.86151 | 0.89319 | |
4218 | 2019.01.28 03:00 | sell | 2110 | 0.01 | 0.86426 | 0.87436 | 0.85436 | |
4219 | 2019.01.28 06:00 | sell | 2111 | 0.01 | 0.86509 | 0.87436 | 0.85519 | |
4220 | 2019.01.28 07:00 | sell | 2112 | 0.01 | 0.86486 | 0.87436 | 0.85496 | |
4221 | 2019.01.29 16:00 | sell | 2113 | 0.02 | 0.86613 | 0.87436 | 0.85623 | |
4222 | 2019.01.29 22:00 | buy | 2114 | 0.51 | 0.87250 | 0.86119 | 0.88340 | |
4223 | 2019.01.29 22:28 | s/l | 2110 | 0.01 | 0.87436 | 0.87436 | 0.85436 | -1566.03 | 7619456.63 |
4224 | 2019.01.29 22:28 | s/l | 2111 | 0.01 | 0.87436 | 0.87436 | 0.85519 | -1437.34 | 7618019.29 |
4225 | 2019.01.29 22:28 | s/l | 2112 | 0.01 | 0.87436 | 0.87436 | 0.85496 | -1473.00 | 7616546.29 |
4226 | 2019.01.29 22:28 | s/l | 2113 | 0.02 | 0.87436 | 0.87436 | 0.85623 | -2552.15 | 7613994.14 |
4227 | 2019.01.29 23:00 | buy | 2115 | 0.23 | 0.87434 | 0.86119 | 0.88524 | |
4228 | 2019.01.30 00:00 | buy | 2116 | 0.30 | 0.87347 | 0.86119 | 0.88437 | |
4229 | 2019.01.30 15:00 | buy | 2117 | 0.15 | 0.87314 | 0.86119 | 0.88404 | |
4230 | 2019.02.14 16:37 | t/p | 2114 | 0.51 | 0.88340 | 0.86119 | 0.88340 | 86182.29 | 7700176.43 |
4231 | 2019.02.15 11:00 | buy | 2118 | 0.01 | 0.88110 | 0.86119 | 0.89200 | |
4232 | 2019.02.15 12:00 | buy | 2119 | 0.02 | 0.88069 | 0.86119 | 0.89159 | |
4233 | 2019.02.19 11:00 | buy | 2120 | 0.13 | 0.87607 | 0.86119 | 0.88697 | |
4234 | 2019.02.19 18:00 | sell | 2121 | 0.01 | 0.86973 | 0.87983 | 0.85983 | |
4235 | 2019.02.20 12:00 | sell | 2122 | 0.01 | 0.87012 | 0.87983 | 0.86022 | |
4236 | 2019.02.21 07:00 | buy | 2123 | 0.35 | 0.87009 | 0.86119 | 0.88099 | |
4237 | 2019.02.26 07:00 | close | 2121 | 0.01 | 0.86509 | 0.87983 | 0.85983 | 719.45 | 7700895.88 |
4238 | 2019.02.26 07:00 | close | 2122 | 0.01 | 0.86509 | 0.87983 | 0.86022 | 779.92 | 7701675.80 |
4239 | 2019.02.26 12:18 | s/l | 2109 | 0.01 | 0.86151 | 0.86151 | 0.89319 | -3221.56 | 7698454.24 |
4240 | 2019.02.26 12:19 | s/l | 2115 | 0.23 | 0.86119 | 0.86119 | 0.88524 | -46889.42 | 7651564.82 |
4241 | 2019.02.26 12:19 | s/l | 2116 | 0.30 | 0.86119 | 0.86119 | 0.88437 | -57113.79 | 7594451.03 |
4242 | 2019.02.26 12:19 | s/l | 2117 | 0.15 | 0.86119 | 0.86119 | 0.88404 | -27789.49 | 7566661.54 |
4243 | 2019.02.26 12:19 | s/l | 2118 | 0.01 | 0.86119 | 0.86119 | 0.89200 | -3086.69 | 7563574.85 |
4244 | 2019.02.26 12:19 | s/l | 2119 | 0.02 | 0.86119 | 0.86119 | 0.89159 | -6046.24 | 7557528.61 |
4245 | 2019.02.26 12:19 | s/l | 2120 | 0.13 | 0.86119 | 0.86119 | 0.88697 | -29989.39 | 7527539.22 |
4246 | 2019.02.26 12:19 | s/l | 2123 | 0.35 | 0.86119 | 0.86119 | 0.88099 | -48292.47 | 7479246.75 |
4247 | 2019.03.04 10:00 | sell | 2124 | 0.01 | 0.85787 | 0.86660 | 0.84797 | |
4248 | 2019.03.04 17:00 | sell | 2125 | 0.01 | 0.85842 | 0.86660 | 0.84852 | |
4249 | 2019.03.05 12:00 | sell | 2126 | 0.01 | 0.85893 | 0.86660 | 0.84903 | |
4250 | 2019.03.05 15:00 | buy | 2127 | 0.01 | 0.86307 | 0.85235 | 0.87397 | |
4251 | 2019.03.05 18:00 | buy | 2128 | 0.02 | 0.86226 | 0.85235 | 0.87316 | |
4252 | 2019.03.06 01:00 | sell | 2129 | 0.02 | 0.85922 | 0.86660 | 0.84932 | |
4253 | 2019.03.06 11:00 | sell | 2130 | 0.02 | 0.85961 | 0.86660 | 0.84971 | |
4254 | 2019.03.06 15:00 | sell | 2131 | 0.03 | 0.85972 | 0.86660 | 0.84982 | |
4255 | 2019.03.06 19:00 | buy | 2132 | 0.04 | 0.86105 | 0.85235 | 0.87195 | |
4256 | 2019.03.07 10:00 | sell | 2133 | 0.01 | 0.85863 | 0.86660 | 0.84873 | |
4257 | 2019.03.07 13:00 | buy | 2134 | 0.10 | 0.86001 | 0.85235 | 0.87091 | |
4258 | 2019.03.07 14:00 | buy | 2135 | 0.06 | 0.86080 | 0.85235 | 0.87170 | |
4259 | 2019.03.08 17:00 | buy | 2136 | 0.17 | 0.85955 | 0.85235 | 0.87045 | |
4260 | 2019.03.11 12:28 | s/l | 2124 | 0.01 | 0.86660 | 0.86660 | 0.84797 | -1353.60 | 7477893.15 |
4261 | 2019.03.11 12:28 | s/l | 2125 | 0.01 | 0.86660 | 0.86660 | 0.84852 | -1268.32 | 7476624.83 |
4262 | 2019.03.11 12:28 | s/l | 2126 | 0.01 | 0.86660 | 0.86660 | 0.84903 | -1189.25 | 7475435.58 |
4263 | 2019.03.11 12:28 | s/l | 2129 | 0.02 | 0.86660 | 0.86660 | 0.84932 | -2288.57 | 7473147.01 |
4264 | 2019.03.11 12:28 | s/l | 2130 | 0.02 | 0.86660 | 0.86660 | 0.84971 | -2167.63 | 7470979.38 |
4265 | 2019.03.11 12:28 | s/l | 2131 | 0.03 | 0.86660 | 0.86660 | 0.84982 | -3200.27 | 7467779.11 |
4266 | 2019.03.11 12:28 | s/l | 2133 | 0.01 | 0.86660 | 0.86660 | 0.84873 | -1235.76 | 7466543.35 |
4267 | 2019.03.11 15:00 | close | 2127 | 0.01 | 0.86356 | 0.85235 | 0.87397 | 75.96 | 7466619.31 |
4268 | 2019.03.11 15:00 | close | 2128 | 0.02 | 0.86356 | 0.85235 | 0.87316 | 403.09 | 7467022.40 |
4269 | 2019.03.11 15:00 | close | 2132 | 0.04 | 0.86356 | 0.85235 | 0.87195 | 1556.53 | 7468578.93 |
4270 | 2019.03.11 15:00 | close | 2134 | 0.10 | 0.86356 | 0.85235 | 0.87091 | 5503.64 | 7474082.57 |
4271 | 2019.03.11 15:00 | close | 2135 | 0.06 | 0.86356 | 0.85235 | 0.87170 | 2567.33 | 7476649.90 |
4272 | 2019.03.11 15:00 | close | 2136 | 0.17 | 0.86356 | 0.85235 | 0.87045 | 10568.53 | 7487218.43 |
4273 | 2019.03.11 19:00 | sell | 2137 | 0.01 | 0.85716 | 0.86726 | 0.84726 | |
4274 | 2019.03.12 15:00 | buy | 2138 | 0.01 | 0.86194 | 0.84690 | 0.87284 | |
4275 | 2019.03.12 19:00 | buy | 2139 | 0.02 | 0.86098 | 0.84690 | 0.87188 | |
4276 | 2019.03.13 10:00 | buy | 2140 | 0.01 | 0.86123 | 0.84690 | 0.87213 | |
4277 | 2019.03.13 13:00 | buy | 2141 | 0.03 | 0.85994 | 0.84690 | 0.87084 | |
4278 | 2019.03.15 07:00 | buy | 2142 | 0.51 | 0.85477 | 0.84663 | 0.86567 | |
4279 | 2019.03.15 09:00 | buy | 2143 | 0.39 | 0.85515 | 0.84663 | 0.86605 | |
4280 | 2019.03.15 11:00 | buy | 2144 | 0.23 | 0.85648 | 0.84663 | 0.86738 | |
4281 | 2019.03.20 22:29 | t/p | 2142 | 0.51 | 0.86567 | 0.84663 | 0.86567 | 86182.29 | 7573400.72 |
4282 | 2019.03.20 22:37 | t/p | 2143 | 0.39 | 0.86605 | 0.84663 | 0.86605 | 65904.10 | 7639304.82 |
4283 | 2019.03.21 13:27 | s/l | 2137 | 0.01 | 0.86726 | 0.86726 | 0.84726 | -1566.03 | 7637738.79 |
4284 | 2019.03.21 13:28 | t/p | 2144 | 0.23 | 0.86738 | 0.84663 | 0.86738 | 38866.52 | 7676605.31 |
4285 | 2019.03.21 19:28 | t/p | 2141 | 0.03 | 0.87084 | 0.84690 | 0.87084 | 5069.55 | 7681674.86 |
4286 | 2019.03.21 19:38 | t/p | 2139 | 0.02 | 0.87188 | 0.84690 | 0.87188 | 3379.70 | 7685054.56 |
4287 | 2019.03.21 19:39 | t/p | 2140 | 0.01 | 0.87213 | 0.84690 | 0.87213 | 1689.85 | 7686744.41 |
4288 | 2019.03.22 12:00 | close | 2138 | 0.01 | 0.86200 | 0.84690 | 0.87284 | 9.30 | 7686753.71 |
4289 | 2019.03.26 06:00 | buy | 2145 | 0.01 | 0.85775 | 0.84663 | 0.86865 | |
4290 | 2019.03.26 12:00 | buy | 2146 | 0.01 | 0.85742 | 0.84663 | 0.86832 | |
4291 | 2019.03.28 01:00 | buy | 2147 | 0.08 | 0.85505 | 0.84663 | 0.86595 | |
4292 | 2019.03.28 02:00 | buy | 2148 | 0.06 | 0.85527 | 0.84663 | 0.86617 | |
4293 | 2019.03.28 06:00 | buy | 2149 | 0.23 | 0.85362 | 0.84663 | 0.86452 | |
4294 | 2019.03.28 12:00 | buy | 2150 | 0.04 | 0.85568 | 0.84663 | 0.86658 | |
4295 | 2019.03.28 13:00 | buy | 2151 | 0.02 | 0.85676 | 0.84663 | 0.86766 | |
4296 | 2019.03.29 17:39 | t/p | 2149 | 0.23 | 0.86452 | 0.84663 | 0.86452 | 38866.53 | 7725620.24 |
4297 | 2019.04.04 14:00 | buy | 2152 | 0.17 | 0.85406 | 0.84663 | 0.86496 | |
4298 | 2019.04.04 15:00 | buy | 2153 | 0.10 | 0.85465 | 0.84663 | 0.86555 | |
4299 | 2019.04.05 09:00 | buy | 2154 | 0.02 | 0.85640 | 0.84663 | 0.86730 | |
4300 | 2019.04.08 19:00 | close | 2145 | 0.01 | 0.86313 | 0.84663 | 0.86865 | 834.06 | 7726454.30 |
4301 | 2019.04.08 19:00 | close | 2146 | 0.01 | 0.86313 | 0.84663 | 0.86832 | 885.21 | 7727339.51 |
4302 | 2019.04.08 19:00 | close | 2147 | 0.08 | 0.86313 | 0.84663 | 0.86595 | 10021.08 | 7737360.59 |
4303 | 2019.04.08 19:00 | close | 2148 | 0.06 | 0.86313 | 0.84663 | 0.86617 | 7311.16 | 7744671.75 |
4304 | 2019.04.08 19:00 | close | 2150 | 0.04 | 0.86313 | 0.84663 | 0.86658 | 4619.86 | 7749291.61 |
4305 | 2019.04.08 19:00 | close | 2151 | 0.02 | 0.86313 | 0.84663 | 0.86766 | 1975.07 | 7751266.68 |
4306 | 2019.04.08 19:00 | close | 2152 | 0.17 | 0.86313 | 0.84663 | 0.86496 | 23903.92 | 7775170.60 |
4307 | 2019.04.08 19:00 | close | 2153 | 0.10 | 0.86313 | 0.84663 | 0.86555 | 13146.46 | 7788317.06 |
4308 | 2019.04.08 19:00 | close | 2154 | 0.02 | 0.86313 | 0.84663 | 0.86730 | 2086.69 | 7790403.75 |
4309 | 2019.04.08 19:00 | buy | 2155 | 0.01 | 0.86323 | 0.84663 | 0.87413 | |
4310 | 2019.04.08 22:00 | buy | 2156 | 0.02 | 0.86196 | 0.84663 | 0.87286 | |
4311 | 2019.04.11 12:00 | buy | 2157 | 0.01 | 0.86245 | 0.84663 | 0.87335 | |
4312 | 2019.04.11 20:00 | buy | 2158 | 0.02 | 0.86165 | 0.84663 | 0.87255 | |
4313 | 2019.05.03 13:00 | buy | 2159 | 0.10 | 0.85872 | 0.84663 | 0.86962 | |
4314 | 2019.05.06 18:00 | buy | 2160 | 0.51 | 0.85504 | 0.84663 | 0.86594 | |
4315 | 2019.05.07 08:00 | buy | 2161 | 0.53 | 0.85456 | 0.84663 | 0.86546 | |
4316 | 2019.05.13 17:37 | t/p | 2161 | 0.53 | 0.86546 | 0.84663 | 0.86546 | 89560.25 | 7879964.00 |
4317 | 2019.05.13 18:17 | t/p | 2160 | 0.51 | 0.86594 | 0.84663 | 0.86594 | 86180.63 | 7966144.63 |
4318 | 2019.05.15 14:00 | sell | 2162 | 0.01 | 0.86732 | 0.89042 | 0.85642 | |
4319 | 2019.05.15 15:37 | t/p | 2159 | 0.10 | 0.86962 | 0.84663 | 0.86962 | 16898.16 | 7983042.79 |
4320 | 2019.05.15 17:02 | t/p | 2158 | 0.02 | 0.87255 | 0.84663 | 0.87255 | 3379.63 | 7986422.42 |
4321 | 2019.05.15 17:03 | t/p | 2156 | 0.02 | 0.87286 | 0.84663 | 0.87286 | 3379.64 | 7989802.06 |
4322 | 2019.05.15 17:04 | t/p | 2157 | 0.01 | 0.87335 | 0.84663 | 0.87335 | 1689.82 | 7991491.88 |
4323 | 2019.05.16 10:39 | t/p | 2155 | 0.01 | 0.87413 | 0.84663 | 0.87413 | 1689.82 | 7993181.70 |
4324 | 2019.05.16 11:00 | buy | 2163 | 0.01 | 0.87367 | 0.86357 | 0.88357 | |
4325 | 2019.05.16 21:00 | buy | 2164 | 0.01 | 0.87343 | 0.86333 | 0.88333 | |
4326 | 2019.05.17 01:00 | buy | 2165 | 0.02 | 0.87305 | 0.86295 | 0.88295 | |
4327 | 2019.05.22 14:38 | t/p | 2165 | 0.02 | 0.88295 | 0.86295 | 0.88295 | 3069.57 | 7996251.27 |
4328 | 2019.05.22 16:29 | t/p | 2164 | 0.01 | 0.88333 | 0.86333 | 0.88333 | 1534.79 | 7997786.06 |
4329 | 2019.05.22 16:37 | t/p | 2163 | 0.01 | 0.88357 | 0.86357 | 0.88357 | 1534.78 | 7999320.84 |
4330 | 2019.05.22 17:00 | buy | 2166 | 0.01 | 0.88353 | 0.87343 | 0.89343 | |
4331 | 2019.05.22 19:00 | close | 2166 | 0.01 | 0.88029 | 0.87343 | 0.89343 | -502.29 | 7998818.55 |
4332 | 2019.05.22 19:00 | buy | 2167 | 0.01 | 0.88039 | 0.87032 | 0.89029 | |
4333 | 2019.06.10 09:38 | t/p | 2167 | 0.01 | 0.89029 | 0.87032 | 0.89029 | 1534.79 | 8000353.34 |
4334 | 2019.06.10 09:39 | s/l | 2162 | 0.01 | 0.89042 | 0.89042 | 0.85642 | -3581.63 | 7996771.71 |
4335 | 2019.06.10 12:00 | buy | 2168 | 0.01 | 0.89034 | 0.88214 | 0.90024 | |
4336 | 2019.06.18 12:00 | close | 2168 | 0.01 | 0.89283 | 0.88214 | 0.90024 | 386.02 | 7997157.73 |
4337 | 2019.06.18 14:00 | buy | 2169 | 0.01 | 0.89372 | 0.88657 | 0.90362 | |
4338 | 2019.06.19 16:00 | sell | 2170 | 0.01 | 0.88971 | 0.91045 | 0.87881 | |
4339 | 2019.06.20 15:00 | buy | 2171 | 0.17 | 0.89139 | 0.88617 | 0.90129 | |
4340 | 2019.06.20 16:00 | buy | 2172 | 0.23 | 0.89117 | 0.88617 | 0.90107 | |
4341 | 2019.06.21 12:00 | buy | 2173 | 0.10 | 0.89171 | 0.88617 | 0.90161 | |
4342 | 2019.06.21 13:00 | buy | 2174 | 0.03 | 0.89266 | 0.88617 | 0.90256 | |
4343 | 2019.06.21 14:00 | buy | 2175 | 0.02 | 0.89308 | 0.88617 | 0.90298 | |
4344 | 2019.06.21 17:00 | buy | 2176 | 0.01 | 0.89348 | 0.88617 | 0.90338 | |
4345 | 2019.06.21 20:00 | buy | 2177 | 0.04 | 0.89250 | 0.88617 | 0.90240 | |
4346 | 2019.06.25 10:00 | sell | 2178 | 0.01 | 0.89184 | 0.91045 | 0.88094 | |
4347 | 2019.06.28 18:00 | sell | 2179 | 0.03 | 0.89480 | 0.91045 | 0.88390 | |
4348 | 2019.07.01 05:00 | sell | 2180 | 0.03 | 0.89410 | 0.91045 | 0.88320 | |
4349 | 2019.07.01 08:00 | sell | 2181 | 0.02 | 0.89349 | 0.91045 | 0.88259 | |
4350 | 2019.07.01 09:00 | sell | 2182 | 0.02 | 0.89306 | 0.91045 | 0.88216 | |