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 |
| 301 | 2008.09.09 19:00 | sell | 151 | 0.01 | 0.80210 | 0.81925 | 0.79120 | ||
| 302 | 2008.09.09 20:00 | sell | 152 | 0.01 | 0.80280 | 0.81925 | 0.79190 | ||
| 303 | 2008.09.09 22:01 | sell | 153 | 0.01 | 0.80330 | 0.81925 | 0.79240 | ||
| 304 | 2008.09.11 13:00 | close | 151 | 0.01 | 0.79710 | 0.81925 | 0.79120 | 774.90 | 1112251.81 |
| 305 | 2008.09.11 13:00 | close | 152 | 0.01 | 0.79710 | 0.81925 | 0.79190 | 883.39 | 1113135.20 |
| 306 | 2008.09.11 13:00 | close | 153 | 0.01 | 0.79710 | 0.81925 | 0.79240 | 960.88 | 1114096.08 |
| 307 | 2008.09.19 11:00 | buy | 154 | 0.01 | 0.79010 | 0.76700 | 0.80100 | ||
| 308 | 2008.09.29 19:00 | close | 154 | 0.01 | 0.79710 | 0.76700 | 0.80100 | 1084.72 | 1115180.80 |
| 309 | 2008.10.08 13:00 | buy | 155 | 0.01 | 0.78080 | 0.75770 | 0.79170 | ||
| 310 | 2008.10.08 19:36 | t/p | 155 | 0.01 | 0.79170 | 0.75770 | 0.79170 | 1689.07 | 1116869.87 |
| 311 | 2008.10.08 20:00 | buy | 156 | 0.01 | 0.79050 | 0.76740 | 0.80140 | ||
| 312 | 2008.10.08 23:00 | close | 156 | 0.01 | 0.79110 | 0.76740 | 0.80140 | 92.98 | 1116962.85 |
| 313 | 2008.10.08 23:00 | buy | 157 | 0.01 | 0.79120 | 0.76810 | 0.80210 | ||
| 314 | 2008.10.09 00:00 | buy | 158 | 0.02 | 0.78900 | 0.76590 | 0.79990 | ||
| 315 | 2008.10.09 03:00 | buy | 159 | 0.01 | 0.79030 | 0.76720 | 0.80120 | ||
| 316 | 2008.10.09 17:00 | buy | 160 | 0.03 | 0.78760 | 0.76450 | 0.79850 | ||
| 317 | 2008.10.10 05:08 | t/p | 160 | 0.03 | 0.79850 | 0.76450 | 0.79850 | 5067.23 | 1122030.08 |
| 318 | 2008.10.10 07:47 | t/p | 158 | 0.02 | 0.79990 | 0.76590 | 0.79990 | 3378.15 | 1125408.23 |
| 319 | 2008.10.10 07:51 | t/p | 159 | 0.01 | 0.80120 | 0.76720 | 0.80120 | 1689.07 | 1127097.30 |
| 320 | 2008.10.10 07:52 | t/p | 157 | 0.01 | 0.80210 | 0.76810 | 0.80210 | 1689.08 | 1128786.38 |
| 321 | 2008.10.13 18:00 | sell | 161 | 0.01 | 0.78020 | 0.79030 | 0.77030 | ||
| 322 | 2008.10.15 18:00 | close | 161 | 0.01 | 0.77800 | 0.79030 | 0.77030 | 340.96 | 1129127.34 |
| 323 | 2008.10.15 19:00 | sell | 162 | 0.01 | 0.77810 | 0.78820 | 0.76820 | ||
| 324 | 2008.10.15 21:00 | sell | 163 | 0.01 | 0.77900 | 0.78820 | 0.76910 | ||
| 325 | 2008.10.15 22:00 | buy | 164 | 0.01 | 0.78040 | 0.75730 | 0.79130 | ||
| 326 | 2008.10.17 18:00 | buy | 165 | 0.01 | 0.77950 | 0.75640 | 0.79040 | ||
| 327 | 2008.10.20 15:00 | close | 162 | 0.01 | 0.77170 | 0.78820 | 0.76820 | 991.88 | 1130119.22 |
| 328 | 2008.10.20 15:00 | close | 163 | 0.01 | 0.77170 | 0.78820 | 0.76910 | 1131.36 | 1131250.58 |
| 329 | 2008.10.21 10:00 | sell | 166 | 0.01 | 0.77400 | 0.78410 | 0.76410 | ||
| 330 | 2008.10.21 22:00 | sell | 167 | 0.01 | 0.77480 | 0.78410 | 0.76490 | ||
| 331 | 2008.10.22 02:20 | s/l | 166 | 0.01 | 0.78410 | 0.78410 | 0.76410 | -1565.31 | 1129685.27 |
| 332 | 2008.10.22 02:20 | s/l | 167 | 0.01 | 0.78410 | 0.78410 | 0.76490 | -1441.32 | 1128243.95 |
| 333 | 2008.10.22 04:00 | close | 164 | 0.01 | 0.78450 | 0.75730 | 0.79130 | 635.34 | 1128879.29 |
| 334 | 2008.10.22 04:00 | close | 165 | 0.01 | 0.78450 | 0.75640 | 0.79040 | 774.80 | 1129654.09 |
| 335 | 2008.10.22 04:00 | buy | 168 | 0.01 | 0.78460 | 0.76150 | 0.79550 | ||
| 336 | 2008.10.22 10:00 | close | 168 | 0.01 | 0.78660 | 0.76150 | 0.79550 | 309.92 | 1129964.01 |
| 337 | 2008.10.22 10:00 | buy | 169 | 0.01 | 0.78670 | 0.76360 | 0.79760 | ||
| 338 | 2008.10.22 14:00 | buy | 170 | 0.02 | 0.78490 | 0.76180 | 0.79580 | ||
| 339 | 2008.10.22 16:00 | buy | 171 | 0.02 | 0.78410 | 0.76100 | 0.79500 | ||
| 340 | 2008.10.22 17:00 | buy | 172 | 0.03 | 0.78370 | 0.76060 | 0.79460 | ||
| 341 | 2008.10.22 18:37 | t/p | 172 | 0.03 | 0.79460 | 0.76060 | 0.79460 | 5067.22 | 1135031.23 |
| 342 | 2008.10.22 18:37 | t/p | 171 | 0.02 | 0.79500 | 0.76100 | 0.79500 | 3378.15 | 1138409.38 |
| 343 | 2008.10.22 20:00 | close | 169 | 0.01 | 0.78980 | 0.76360 | 0.79760 | 480.38 | 1138889.76 |
| 344 | 2008.10.22 20:00 | close | 170 | 0.02 | 0.78980 | 0.76180 | 0.79580 | 1518.62 | 1140408.38 |
| 345 | 2008.10.22 20:00 | buy | 173 | 0.01 | 0.78990 | 0.76680 | 0.80080 | ||
| 346 | 2008.10.23 03:00 | buy | 174 | 0.02 | 0.78820 | 0.76510 | 0.79910 | ||
| 347 | 2008.10.23 04:00 | buy | 175 | 0.01 | 0.78910 | 0.76600 | 0.80000 | ||
| 348 | 2008.10.24 01:38 | t/p | 174 | 0.02 | 0.79910 | 0.76510 | 0.79910 | 3378.15 | 1143786.53 |
| 349 | 2008.10.24 09:41 | t/p | 175 | 0.01 | 0.80000 | 0.76600 | 0.80000 | 1689.07 | 1145475.60 |
| 350 | 2008.10.24 09:54 | t/p | 173 | 0.01 | 0.80080 | 0.76680 | 0.80080 | 1689.08 | 1147164.68 |
| 351 | 2008.10.31 22:00 | buy | 176 | 0.01 | 0.79030 | 0.76720 | 0.80120 | ||
| 352 | 2008.11.03 06:00 | buy | 177 | 0.01 | 0.78890 | 0.76580 | 0.79980 | ||
| 353 | 2008.11.03 09:00 | buy | 178 | 0.02 | 0.78880 | 0.76570 | 0.79970 | ||
| 354 | 2008.11.03 17:31 | t/p | 178 | 0.02 | 0.79970 | 0.76570 | 0.79970 | 3378.15 | 1150542.83 |
| 355 | 2008.11.03 17:31 | t/p | 177 | 0.01 | 0.79980 | 0.76580 | 0.79980 | 1689.08 | 1152231.91 |
| 356 | 2008.11.03 18:01 | t/p | 176 | 0.01 | 0.80120 | 0.76720 | 0.80120 | 1689.07 | 1153920.98 |
| 357 | 2008.11.05 17:00 | sell | 179 | 0.01 | 0.80600 | 0.82015 | 0.79510 | ||
| 358 | 2008.11.05 20:00 | sell | 180 | 0.01 | 0.80740 | 0.82015 | 0.79650 | ||
| 359 | 2008.11.06 10:00 | sell | 181 | 0.05 | 0.81070 | 0.82015 | 0.80080 | ||
| 360 | 2008.11.06 12:00 | sell | 182 | 0.03 | 0.80910 | 0.82015 | 0.79920 | ||
| 361 | 2008.11.06 14:00 | sell | 183 | 0.04 | 0.80980 | 0.82015 | 0.79990 | ||
| 362 | 2008.11.06 15:45 | t/p | 181 | 0.05 | 0.80080 | 0.82015 | 0.80080 | 7671.56 | 1161592.54 |
| 363 | 2008.11.06 22:00 | sell | 184 | 0.02 | 0.80800 | 0.82015 | 0.79710 | ||
| 364 | 2008.11.06 23:00 | sell | 185 | 0.02 | 0.80870 | 0.82015 | 0.79880 | ||
| 365 | 2008.11.07 14:00 | sell | 186 | 0.03 | 0.80960 | 0.82015 | 0.79970 | ||
| 366 | 2008.11.07 15:00 | sell | 187 | 0.06 | 0.81100 | 0.82015 | 0.80110 | ||
| 367 | 2008.11.10 17:03 | s/l | 179 | 0.01 | 0.82015 | 0.82015 | 0.79510 | -2192.98 | 1159399.56 |
| 368 | 2008.11.10 17:03 | s/l | 180 | 0.01 | 0.82015 | 0.82015 | 0.79650 | -1976.01 | 1157423.55 |
| 369 | 2008.11.10 17:03 | s/l | 182 | 0.03 | 0.82015 | 0.82015 | 0.79920 | -5137.62 | 1152285.93 |
| 370 | 2008.11.10 17:03 | s/l | 183 | 0.04 | 0.82015 | 0.82015 | 0.79990 | -6416.21 | 1145869.72 |
| 371 | 2008.11.10 17:03 | s/l | 184 | 0.02 | 0.82015 | 0.82015 | 0.79710 | -3766.03 | 1142103.69 |
| 372 | 2008.11.10 17:03 | s/l | 185 | 0.02 | 0.82015 | 0.82015 | 0.79880 | -3549.06 | 1138554.63 |
| 373 | 2008.11.10 17:03 | s/l | 186 | 0.03 | 0.82015 | 0.82015 | 0.79970 | -4905.15 | 1133649.48 |
| 374 | 2008.11.10 17:03 | s/l | 187 | 0.06 | 0.82015 | 0.82015 | 0.80110 | -8508.45 | 1125141.03 |
| 375 | 2008.11.11 06:00 | sell | 188 | 0.01 | 0.81280 | 0.82165 | 0.80290 | ||
| 376 | 2008.11.11 07:00 | sell | 189 | 0.01 | 0.81350 | 0.82165 | 0.80360 | ||
| 377 | 2008.11.11 19:00 | sell | 190 | 0.01 | 0.81380 | 0.82165 | 0.80390 | ||
| 378 | 2008.11.11 20:00 | sell | 191 | 0.03 | 0.81500 | 0.82165 | 0.80510 | ||
| 379 | 2008.11.11 21:00 | sell | 192 | 0.02 | 0.81430 | 0.82165 | 0.80440 | ||
| 380 | 2008.11.12 08:00 | sell | 193 | 0.03 | 0.81460 | 0.82165 | 0.80470 | ||
| 381 | 2008.11.12 09:00 | sell | 194 | 0.02 | 0.81420 | 0.82165 | 0.80430 | ||
| 382 | 2008.11.12 14:07 | s/l | 188 | 0.01 | 0.82165 | 0.82165 | 0.80290 | -1371.58 | 1123769.45 |
| 383 | 2008.11.12 14:07 | s/l | 189 | 0.01 | 0.82165 | 0.82165 | 0.80360 | -1263.10 | 1122506.35 |
| 384 | 2008.11.12 14:07 | s/l | 190 | 0.01 | 0.82165 | 0.82165 | 0.80390 | -1216.60 | 1121289.75 |
| 385 | 2008.11.12 14:07 | s/l | 191 | 0.03 | 0.82165 | 0.82165 | 0.80510 | -3091.87 | 1118197.88 |
| 386 | 2008.11.12 14:07 | s/l | 192 | 0.02 | 0.82165 | 0.82165 | 0.80440 | -2278.22 | 1115919.66 |
| 387 | 2008.11.12 14:07 | s/l | 193 | 0.03 | 0.82165 | 0.82165 | 0.80470 | -3277.85 | 1112641.81 |
| 388 | 2008.11.12 14:07 | s/l | 194 | 0.02 | 0.82165 | 0.82165 | 0.80430 | -2309.22 | 1110332.59 |
| 389 | 2008.11.19 03:00 | buy | 195 | 0.01 | 0.84480 | 0.83525 | 0.85470 | ||
| 390 | 2008.11.19 05:00 | buy | 196 | 0.01 | 0.84450 | 0.83525 | 0.85440 | ||
| 391 | 2008.11.19 08:01 | buy | 197 | 0.02 | 0.84420 | 0.83525 | 0.85410 | ||
| 392 | 2008.11.19 19:47 | s/l | 195 | 0.01 | 0.83525 | 0.83525 | 0.85470 | -1479.87 | 1108852.72 |
| 393 | 2008.11.19 19:47 | s/l | 196 | 0.01 | 0.83525 | 0.83525 | 0.85440 | -1433.38 | 1107419.34 |
| 394 | 2008.11.19 19:47 | s/l | 197 | 0.02 | 0.83525 | 0.83525 | 0.85410 | -2773.80 | 1104645.54 |
| 395 | 2008.11.20 12:00 | buy | 198 | 0.01 | 0.84300 | 0.83335 | 0.85290 | ||
| 396 | 2008.11.20 16:00 | buy | 199 | 0.01 | 0.84270 | 0.83335 | 0.85260 | ||
| 397 | 2008.11.20 17:00 | buy | 200 | 0.03 | 0.84170 | 0.83335 | 0.85160 | ||
| 398 | 2008.11.20 22:00 | close | 198 | 0.01 | 0.84540 | 0.83335 | 0.85290 | 371.91 | 1105017.45 |
| 399 | 2008.11.20 22:00 | close | 199 | 0.01 | 0.84540 | 0.83335 | 0.85260 | 418.40 | 1105435.85 |
| 400 | 2008.11.20 22:00 | close | 200 | 0.03 | 0.84540 | 0.83335 | 0.85160 | 1720.07 | 1107155.92 |
| 401 | 2008.11.20 22:00 | buy | 201 | 0.01 | 0.84550 | 0.83540 | 0.85540 | ||
| 402 | 2008.11.20 23:00 | buy | 202 | 0.02 | 0.84480 | 0.83470 | 0.85470 | ||
| 403 | 2008.11.21 02:00 | buy | 203 | 0.01 | 0.84510 | 0.83500 | 0.85500 | ||
| 404 | 2008.11.21 03:00 | buy | 204 | 0.03 | 0.84400 | 0.83390 | 0.85390 | ||
| 405 | 2008.11.21 08:00 | buy | 205 | 0.04 | 0.84380 | 0.83335 | 0.85370 | ||
| 406 | 2008.11.21 12:00 | buy | 206 | 0.06 | 0.84350 | 0.83335 | 0.85340 | ||
| 407 | 2008.11.24 18:29 | t/p | 206 | 0.06 | 0.85340 | 0.83335 | 0.85340 | 9204.68 | 1116360.60 |
| 408 | 2008.11.24 22:08 | t/p | 205 | 0.04 | 0.85370 | 0.83335 | 0.85370 | 6136.45 | 1122497.05 |
| 409 | 2008.11.24 22:10 | t/p | 204 | 0.03 | 0.85390 | 0.83390 | 0.85390 | 4602.34 | 1127099.39 |
| 410 | 2008.11.25 15:48 | t/p | 202 | 0.02 | 0.85470 | 0.83470 | 0.85470 | 3068.22 | 1130167.61 |
| 411 | 2008.11.25 15:49 | t/p | 203 | 0.01 | 0.85500 | 0.83500 | 0.85500 | 1534.12 | 1131701.73 |
| 412 | 2008.11.25 16:32 | t/p | 201 | 0.01 | 0.85540 | 0.83540 | 0.85540 | 1534.11 | 1133235.84 |
| 413 | 2008.11.25 17:00 | buy | 207 | 0.01 | 0.85500 | 0.84490 | 0.86490 | ||
| 414 | 2008.11.25 18:00 | buy | 208 | 0.17 | 0.85170 | 0.84160 | 0.86160 | ||
| 415 | 2008.11.25 21:17 | s/l | 207 | 0.01 | 0.84490 | 0.84490 | 0.86490 | -1565.11 | 1131670.73 |
| 416 | 2008.11.25 22:00 | close | 208 | 0.17 | 0.84270 | 0.84160 | 0.86160 | -23709.03 | 1107961.70 |
| 417 | 2008.12.01 12:00 | buy | 209 | 0.01 | 0.83380 | 0.82370 | 0.84370 | ||
| 418 | 2008.12.01 15:04 | t/p | 209 | 0.01 | 0.84370 | 0.82370 | 0.84370 | 1534.12 | 1109495.82 |
| 419 | 2008.12.01 15:04 | buy | 210 | 0.01 | 0.84410 | 0.83190 | 0.85190 | ||
| 420 | 2008.12.01 16:00 | buy | 211 | 0.02 | 0.84270 | 0.83260 | 0.85260 | ||
| 421 | 2008.12.01 19:53 | t/p | 210 | 0.01 | 0.85190 | 0.83190 | 0.85190 | 1208.70 | 1110704.52 |
| 422 | 2008.12.01 20:00 | buy | 212 | 0.01 | 0.85140 | 0.84130 | 0.86130 | ||
| 423 | 2008.12.01 20:07 | t/p | 211 | 0.02 | 0.85260 | 0.83260 | 0.85260 | 3068.23 | 1113772.75 |
| 424 | 2008.12.01 22:00 | buy | 213 | 0.02 | 0.85020 | 0.84010 | 0.86010 | ||
| 425 | 2008.12.01 23:00 | buy | 214 | 0.04 | 0.84960 | 0.83950 | 0.85950 | ||
| 426 | 2008.12.02 02:00 | buy | 215 | 0.30 | 0.84740 | 0.83730 | 0.85730 | ||
| 427 | 2008.12.02 03:00 | buy | 216 | 0.17 | 0.84780 | 0.83770 | 0.85770 | ||
| 428 | 2008.12.02 04:00 | buy | 217 | 0.39 | 0.84710 | 0.83700 | 0.85700 | ||
| 429 | 2008.12.02 05:00 | buy | 218 | 0.27 | 0.84630 | 0.83620 | 0.85620 | ||
| 430 | 2008.12.03 11:40 | t/p | 218 | 0.27 | 0.85620 | 0.83620 | 0.85620 | 41421.07 | 1155193.82 |
| 431 | 2008.12.03 11:42 | t/p | 217 | 0.39 | 0.85700 | 0.83700 | 0.85700 | 59830.44 | 1215024.26 |
| 432 | 2008.12.03 12:17 | t/p | 215 | 0.30 | 0.85730 | 0.83730 | 0.85730 | 46023.42 | 1261047.68 |
| 433 | 2008.12.03 12:17 | t/p | 216 | 0.17 | 0.85770 | 0.83770 | 0.85770 | 26079.93 | 1287127.61 |
| 434 | 2008.12.03 12:48 | t/p | 214 | 0.04 | 0.85950 | 0.83950 | 0.85950 | 6136.46 | 1293264.07 |
| 435 | 2008.12.03 12:59 | t/p | 213 | 0.02 | 0.86010 | 0.84010 | 0.86010 | 3068.23 | 1296332.30 |
| 436 | 2008.12.03 16:00 | close | 212 | 0.01 | 0.85410 | 0.84130 | 0.86130 | 418.39 | 1296750.69 |
| 437 | 2008.12.03 17:00 | buy | 219 | 0.01 | 0.85480 | 0.84470 | 0.86470 | ||
| 438 | 2008.12.04 11:43 | t/p | 219 | 0.01 | 0.86470 | 0.84470 | 0.86470 | 1534.12 | 1298284.81 |
| 439 | 2008.12.04 12:00 | buy | 220 | 0.01 | 0.86630 | 0.85620 | 0.87620 | ||
| 440 | 2008.12.04 16:00 | buy | 221 | 0.17 | 0.86300 | 0.85290 | 0.87290 | ||
| 441 | 2008.12.04 17:00 | buy | 222 | 0.03 | 0.86500 | 0.85490 | 0.87490 | ||
| 442 | 2008.12.04 18:00 | buy | 223 | 0.02 | 0.86510 | 0.85500 | 0.87500 | ||
| 443 | 2008.12.08 19:33 | t/p | 221 | 0.17 | 0.87290 | 0.85290 | 0.87290 | 26079.94 | 1324364.75 |
| 444 | 2008.12.08 22:00 | close | 220 | 0.01 | 0.86940 | 0.85620 | 0.87620 | 480.38 | 1324845.13 |
| 445 | 2008.12.08 22:00 | close | 222 | 0.03 | 0.86940 | 0.85490 | 0.87490 | 2045.48 | 1326890.61 |
| 446 | 2008.12.08 22:00 | close | 223 | 0.02 | 0.86940 | 0.85500 | 0.87500 | 1332.67 | 1328223.28 |
| 447 | 2008.12.08 22:00 | buy | 224 | 0.01 | 0.86950 | 0.85940 | 0.87940 | ||
| 448 | 2008.12.09 00:00 | buy | 225 | 0.04 | 0.86770 | 0.85725 | 0.87760 | ||
| 449 | 2008.12.09 01:00 | buy | 226 | 0.02 | 0.86850 | 0.85840 | 0.87840 | ||
| 450 | 2008.12.09 02:00 | buy | 227 | 0.02 | 0.86880 | 0.85870 | 0.87870 | ||