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 |
4351 | 2019.07.01 11:00 | close | 2170 | 0.01 | 0.89455 | 0.91045 | 0.87881 | -750.44 | 7996407.29 |
4352 | 2019.07.01 11:00 | close | 2178 | 0.01 | 0.89455 | 0.91045 | 0.88094 | -420.19 | 7995987.10 |
4353 | 2019.07.01 11:00 | close | 2179 | 0.03 | 0.89455 | 0.91045 | 0.88390 | 116.29 | 7996103.39 |
4354 | 2019.07.01 11:00 | close | 2180 | 0.03 | 0.89455 | 0.91045 | 0.88320 | -209.31 | 7995894.08 |
4355 | 2019.07.01 11:00 | close | 2181 | 0.02 | 0.89455 | 0.91045 | 0.88259 | -328.71 | 7995565.37 |
4356 | 2019.07.01 11:00 | close | 2182 | 0.02 | 0.89455 | 0.91045 | 0.88216 | -462.05 | 7995103.32 |
4357 | 2019.07.01 13:00 | sell | 2183 | 0.01 | 0.89546 | 0.91045 | 0.88456 | |
4358 | 2019.07.04 12:00 | sell | 2184 | 0.01 | 0.89663 | 0.91045 | 0.88573 | |
4359 | 2019.07.05 10:00 | sell | 2185 | 0.01 | 0.89631 | 0.91045 | 0.88541 | |
4360 | 2019.07.11 08:00 | sell | 2186 | 0.04 | 0.89948 | 0.91045 | 0.88858 | |
4361 | 2019.07.11 11:00 | sell | 2187 | 0.03 | 0.89936 | 0.91045 | 0.88846 | |
4362 | 2019.07.11 13:00 | sell | 2188 | 0.03 | 0.89866 | 0.91045 | 0.88776 | |
4363 | 2019.07.11 14:00 | sell | 2189 | 0.01 | 0.89733 | 0.91045 | 0.88643 | |
4364 | 2019.07.11 18:00 | sell | 2190 | 0.02 | 0.89754 | 0.91045 | 0.88664 | |
4365 | 2019.07.12 10:00 | sell | 2191 | 0.02 | 0.89819 | 0.91045 | 0.88729 | |
4366 | 2019.07.16 10:19 | t/p | 2172 | 0.23 | 0.90107 | 0.88617 | 0.90107 | 35300.56 | 8030403.88 |
4367 | 2019.07.16 10:27 | t/p | 2171 | 0.17 | 0.90129 | 0.88617 | 0.90129 | 26091.72 | 8056495.60 |
4368 | 2019.07.16 10:29 | t/p | 2173 | 0.10 | 0.90161 | 0.88617 | 0.90161 | 15348.07 | 8071843.67 |
4369 | 2019.07.16 11:14 | t/p | 2177 | 0.04 | 0.90240 | 0.88617 | 0.90240 | 6139.23 | 8077982.90 |
4370 | 2019.07.16 12:38 | t/p | 2174 | 0.03 | 0.90256 | 0.88617 | 0.90256 | 4604.42 | 8082587.32 |
4371 | 2019.07.16 13:27 | t/p | 2175 | 0.02 | 0.90298 | 0.88617 | 0.90298 | 3069.61 | 8085656.93 |
4372 | 2019.07.16 13:29 | t/p | 2176 | 0.01 | 0.90338 | 0.88617 | 0.90338 | 1534.80 | 8087191.73 |
4373 | 2019.07.16 13:37 | t/p | 2169 | 0.01 | 0.90362 | 0.88657 | 0.90362 | 1534.80 | 8088726.53 |
4374 | 2019.07.16 14:00 | buy | 2192 | 0.01 | 0.90375 | 0.89495 | 0.91365 | |
4375 | 2019.07.16 17:00 | buy | 2193 | 0.02 | 0.90308 | 0.89495 | 0.91298 | |
4376 | 2019.07.16 21:00 | buy | 2194 | 0.01 | 0.90341 | 0.89495 | 0.91331 | |
4377 | 2019.07.17 20:00 | sell | 2195 | 0.08 | 0.90160 | 0.91045 | 0.89070 | |
4378 | 2019.07.17 22:00 | sell | 2196 | 0.10 | 0.90225 | 0.91045 | 0.89135 | |
4379 | 2019.07.17 23:00 | sell | 2197 | 0.11 | 0.90267 | 0.91045 | 0.89177 | |
4380 | 2019.07.18 12:00 | sell | 2198 | 0.06 | 0.90057 | 0.91045 | 0.88967 | |
4381 | 2019.07.24 00:03 | s/l | 2192 | 0.01 | 0.89495 | 0.89495 | 0.91365 | -1364.26 | 8087362.27 |
4382 | 2019.07.24 00:03 | s/l | 2193 | 0.02 | 0.89495 | 0.89495 | 0.91298 | -2520.78 | 8084841.49 |
4383 | 2019.07.24 00:03 | s/l | 2194 | 0.01 | 0.89495 | 0.89495 | 0.91331 | -1311.55 | 8083529.94 |
4384 | 2019.07.24 02:00 | close | 2183 | 0.01 | 0.89664 | 0.91045 | 0.88456 | -182.96 | 8083346.98 |
4385 | 2019.07.24 02:00 | close | 2184 | 0.01 | 0.89664 | 0.91045 | 0.88573 | -1.55 | 8083345.43 |
4386 | 2019.07.24 02:00 | close | 2185 | 0.01 | 0.89664 | 0.91045 | 0.88541 | -51.16 | 8083294.27 |
4387 | 2019.07.24 02:00 | close | 2186 | 0.04 | 0.89664 | 0.91045 | 0.88858 | 1761.37 | 8085055.64 |
4388 | 2019.07.24 02:00 | close | 2187 | 0.03 | 0.89664 | 0.91045 | 0.88846 | 1265.20 | 8086320.84 |
4389 | 2019.07.24 02:00 | close | 2188 | 0.03 | 0.89664 | 0.91045 | 0.88776 | 939.60 | 8087260.44 |
4390 | 2019.07.24 02:00 | close | 2189 | 0.01 | 0.89664 | 0.91045 | 0.88643 | 106.99 | 8087367.43 |
4391 | 2019.07.24 02:00 | close | 2190 | 0.02 | 0.89664 | 0.91045 | 0.88664 | 279.09 | 8087646.52 |
4392 | 2019.07.24 02:00 | close | 2191 | 0.02 | 0.89664 | 0.91045 | 0.88729 | 480.66 | 8088127.18 |
4393 | 2019.07.24 02:00 | close | 2195 | 0.08 | 0.89664 | 0.91045 | 0.89070 | 6152.38 | 8094279.56 |
4394 | 2019.07.24 02:00 | close | 2196 | 0.10 | 0.89664 | 0.91045 | 0.89135 | 8698.31 | 8102977.87 |
4395 | 2019.07.24 02:00 | close | 2197 | 0.11 | 0.89664 | 0.91045 | 0.89177 | 10284.47 | 8113262.34 |
4396 | 2019.07.24 02:00 | close | 2198 | 0.06 | 0.89664 | 0.91045 | 0.88967 | 3656.08 | 8116918.42 |
4397 | 2019.07.31 15:00 | sell | 2199 | 0.01 | 0.91577 | 0.91965 | 0.90587 | |
4398 | 2019.08.05 10:39 | s/l | 2199 | 0.01 | 0.91965 | 0.91965 | 0.90587 | -601.59 | 8116316.83 |
4399 | 2019.08.06 13:00 | sell | 2200 | 0.01 | 0.91762 | 0.92559 | 0.90772 | |
4400 | 2019.08.06 15:00 | sell | 2201 | 0.01 | 0.91846 | 0.92559 | 0.90856 | |
4401 | 2019.08.07 04:00 | sell | 2202 | 0.05 | 0.92015 | 0.92559 | 0.91025 | |
4402 | 2019.08.08 06:00 | sell | 2203 | 0.07 | 0.92078 | 0.92559 | 0.91088 | |
4403 | 2019.08.08 10:00 | sell | 2204 | 0.11 | 0.92143 | 0.92559 | 0.91153 | |
4404 | 2019.08.08 14:00 | sell | 2205 | 0.14 | 0.92162 | 0.92559 | 0.91172 | |
4405 | 2019.08.08 15:00 | sell | 2206 | 0.10 | 0.92132 | 0.92559 | 0.91142 | |
4406 | 2019.08.08 16:02 | s/l | 2200 | 0.01 | 0.92559 | 0.92559 | 0.90772 | -1235.76 | 8115081.07 |
4407 | 2019.08.08 16:02 | s/l | 2201 | 0.01 | 0.92559 | 0.92559 | 0.90856 | -1105.52 | 8113975.55 |
4408 | 2019.08.08 16:02 | s/l | 2202 | 0.05 | 0.92559 | 0.92559 | 0.91025 | -4217.39 | 8109758.16 |
4409 | 2019.08.08 16:02 | s/l | 2203 | 0.07 | 0.92559 | 0.92559 | 0.91088 | -5220.57 | 8104537.59 |
4410 | 2019.08.08 16:02 | s/l | 2204 | 0.11 | 0.92559 | 0.92559 | 0.91153 | -7095.14 | 8097442.45 |
4411 | 2019.08.08 16:02 | s/l | 2205 | 0.14 | 0.92559 | 0.92559 | 0.91172 | -8617.73 | 8088824.72 |
4412 | 2019.08.08 16:02 | s/l | 2206 | 0.10 | 0.92559 | 0.92559 | 0.91142 | -6620.68 | 8082204.04 |
4413 | 2019.08.08 22:00 | sell | 2207 | 0.01 | 0.92182 | 0.92715 | 0.91192 | |
4414 | 2019.08.09 14:18 | s/l | 2207 | 0.01 | 0.92715 | 0.92715 | 0.91192 | -826.42 | 8081377.62 |
4415 | 2019.08.13 06:00 | sell | 2208 | 0.01 | 0.92727 | 0.93306 | 0.91737 | |
4416 | 2019.08.13 11:00 | sell | 2209 | 0.01 | 0.92776 | 0.93306 | 0.91786 | |
4417 | 2019.08.13 12:00 | sell | 2210 | 0.01 | 0.92754 | 0.93306 | 0.91764 | |
4418 | 2019.08.13 13:00 | sell | 2211 | 0.02 | 0.92826 | 0.93306 | 0.91836 | |
4419 | 2019.08.13 14:00 | sell | 2212 | 0.01 | 0.92802 | 0.93306 | 0.91812 | |
4420 | 2019.08.15 14:38 | t/p | 2211 | 0.02 | 0.91836 | 0.93306 | 0.91836 | 3069.99 | 8084447.61 |
4421 | 2019.08.15 14:38 | t/p | 2212 | 0.01 | 0.91812 | 0.93306 | 0.91812 | 1534.99 | 8085982.60 |
4422 | 2019.08.15 14:39 | t/p | 2209 | 0.01 | 0.91786 | 0.93306 | 0.91786 | 1535.00 | 8087517.60 |
4423 | 2019.08.15 14:39 | t/p | 2210 | 0.01 | 0.91764 | 0.93306 | 0.91764 | 1535.00 | 8089052.60 |
4424 | 2019.08.15 16:36 | t/p | 2208 | 0.01 | 0.91737 | 0.93306 | 0.91737 | 1534.99 | 8090587.59 |
4425 | 2019.08.15 17:00 | sell | 2213 | 0.01 | 0.91646 | 0.93306 | 0.90556 | |
4426 | 2019.08.15 22:00 | sell | 2214 | 0.01 | 0.91719 | 0.93306 | 0.90629 | |
4427 | 2019.08.16 02:00 | sell | 2215 | 0.02 | 0.91876 | 0.93306 | 0.90886 | |
4428 | 2019.08.16 04:00 | sell | 2216 | 0.01 | 0.91849 | 0.93306 | 0.90759 | |
4429 | 2019.08.16 08:00 | sell | 2217 | 0.01 | 0.91809 | 0.93306 | 0.90719 | |
4430 | 2019.08.16 18:00 | close | 2213 | 0.01 | 0.91445 | 0.93306 | 0.90556 | 311.65 | 8090899.24 |
4431 | 2019.08.16 18:00 | close | 2214 | 0.01 | 0.91445 | 0.93306 | 0.90629 | 424.84 | 8091324.08 |
4432 | 2019.08.16 18:00 | close | 2215 | 0.02 | 0.91445 | 0.93306 | 0.90886 | 1336.53 | 8092660.61 |
4433 | 2019.08.16 18:00 | close | 2216 | 0.01 | 0.91445 | 0.93306 | 0.90759 | 626.40 | 8093287.01 |
4434 | 2019.08.16 18:00 | close | 2217 | 0.01 | 0.91445 | 0.93306 | 0.90719 | 564.38 | 8093851.39 |
4435 | 2019.08.16 18:00 | sell | 2218 | 0.01 | 0.91435 | 0.93306 | 0.90345 | |
4436 | 2019.08.22 17:38 | t/p | 2218 | 0.01 | 0.90345 | 0.93306 | 0.90345 | 1690.05 | 8095541.44 |
4437 | 2019.09.06 19:00 | buy | 2219 | 0.01 | 0.89795 | 0.87485 | 0.90885 | |
4438 | 2019.09.10 11:00 | buy | 2220 | 0.01 | 0.89704 | 0.87394 | 0.90794 | |
4439 | 2019.09.10 13:00 | buy | 2221 | 0.02 | 0.89649 | 0.87339 | 0.90739 | |
4440 | 2019.09.11 05:00 | buy | 2222 | 0.03 | 0.89487 | 0.87177 | 0.90577 | |
4441 | 2019.09.12 09:00 | buy | 2223 | 0.04 | 0.89361 | 0.87051 | 0.90451 | |
4442 | 2019.09.16 06:00 | sell | 2224 | 0.01 | 0.88757 | 0.89806 | 0.87767 | |
4443 | 2019.09.16 08:00 | sell | 2225 | 0.01 | 0.88802 | 0.89806 | 0.87812 | |
4444 | 2019.09.16 10:00 | sell | 2226 | 0.01 | 0.88839 | 0.89806 | 0.87849 | |
4445 | 2019.09.17 02:00 | close | 2224 | 0.01 | 0.88556 | 0.89806 | 0.87767 | 311.65 | 8095853.09 |
4446 | 2019.09.17 02:00 | close | 2225 | 0.01 | 0.88556 | 0.89806 | 0.87812 | 381.42 | 8096234.51 |
4447 | 2019.09.17 02:00 | close | 2226 | 0.01 | 0.88556 | 0.89806 | 0.87849 | 438.79 | 8096673.30 |
4448 | 2019.09.17 03:00 | sell | 2227 | 0.01 | 0.88546 | 0.89556 | 0.87556 | |
4449 | 2019.09.17 09:00 | sell | 2228 | 0.01 | 0.88655 | 0.89556 | 0.87665 | |
4450 | 2019.09.17 11:00 | buy | 2229 | 0.30 | 0.88864 | 0.86554 | 0.89954 | |
4451 | 2019.09.17 14:00 | buy | 2230 | 0.23 | 0.88890 | 0.86580 | 0.89980 | |
4452 | 2019.09.18 06:00 | sell | 2231 | 0.01 | 0.88589 | 0.89556 | 0.87599 | |
4453 | 2019.09.25 14:00 | buy | 2232 | 0.56 | 0.88564 | 0.86254 | 0.89654 | |
4454 | 2019.10.08 11:37 | s/l | 2227 | 0.01 | 0.89556 | 0.89556 | 0.87556 | -1565.97 | 8095107.33 |
4455 | 2019.10.08 11:37 | s/l | 2228 | 0.01 | 0.89556 | 0.89556 | 0.87665 | -1396.97 | 8093710.36 |
4456 | 2019.10.08 11:37 | s/l | 2231 | 0.01 | 0.89556 | 0.89556 | 0.87599 | -1499.30 | 8092211.06 |
4457 | 2019.10.08 12:19 | t/p | 2232 | 0.56 | 0.89654 | 0.86254 | 0.89654 | 94628.48 | 8186839.54 |
4458 | 2019.10.08 13:38 | t/p | 2229 | 0.30 | 0.89954 | 0.86554 | 0.89954 | 50693.83 | 8237533.37 |
4459 | 2019.10.08 13:39 | t/p | 2230 | 0.23 | 0.89980 | 0.86580 | 0.89980 | 38865.27 | 8276398.64 |
4460 | 2019.10.11 12:00 | sell | 2233 | 0.01 | 0.88075 | 0.89085 | 0.87085 | |
4461 | 2019.10.11 14:29 | s/l | 2219 | 0.01 | 0.87485 | 0.87485 | 0.90885 | -3581.10 | 8272817.54 |
4462 | 2019.10.11 14:36 | s/l | 2220 | 0.01 | 0.87394 | 0.87394 | 0.90794 | -3581.10 | 8269236.44 |
4463 | 2019.10.11 14:37 | s/l | 2221 | 0.02 | 0.87339 | 0.87339 | 0.90739 | -7162.20 | 8262074.24 |
4464 | 2019.10.11 15:00 | close | 2222 | 0.03 | 0.87448 | 0.87177 | 0.90577 | -9482.94 | 8252591.30 |
4465 | 2019.10.11 15:00 | close | 2223 | 0.04 | 0.87448 | 0.87051 | 0.90451 | -11862.59 | 8240728.71 |
4466 | 2019.10.11 17:36 | t/p | 2233 | 0.01 | 0.87085 | 0.89085 | 0.87085 | 1534.95 | 8242263.66 |
4467 | 2019.10.14 10:00 | sell | 2234 | 0.01 | 0.87600 | 0.88610 | 0.86610 | |
4468 | 2019.10.14 11:00 | sell | 2235 | 0.01 | 0.87683 | 0.88610 | 0.86693 | |
4469 | 2019.10.15 17:28 | t/p | 2235 | 0.01 | 0.86693 | 0.88610 | 0.86693 | 1534.95 | 8243798.61 |
4470 | 2019.10.15 17:29 | t/p | 2234 | 0.01 | 0.86610 | 0.88610 | 0.86610 | 1534.96 | 8245333.57 |
4471 | 2019.10.18 00:00 | sell | 2236 | 0.01 | 0.86281 | 0.87291 | 0.85291 | |
4472 | 2019.10.18 10:00 | sell | 2237 | 0.01 | 0.86398 | 0.87291 | 0.85408 | |
4473 | 2019.10.18 14:00 | sell | 2238 | 0.01 | 0.86334 | 0.87291 | 0.85344 | |
4474 | 2019.10.18 18:00 | sell | 2239 | 0.01 | 0.86350 | 0.87291 | 0.85360 | |
4475 | 2019.10.28 10:00 | sell | 2240 | 0.02 | 0.86422 | 0.87291 | 0.85432 | |
4476 | 2019.10.30 01:00 | buy | 2241 | 0.01 | 0.86386 | 0.84663 | 0.87476 | |
4477 | 2019.11.01 19:00 | buy | 2242 | 0.02 | 0.86256 | 0.84663 | 0.87346 | |
4478 | 2019.11.04 01:00 | buy | 2243 | 0.01 | 0.86317 | 0.84663 | 0.87407 | |
4479 | 2019.11.06 21:00 | buy | 2244 | 0.03 | 0.86153 | 0.84663 | 0.87243 | |
4480 | 2019.11.07 01:00 | buy | 2245 | 0.04 | 0.86091 | 0.84663 | 0.87181 | |
4481 | 2019.11.07 13:00 | buy | 2246 | 0.02 | 0.86198 | 0.84663 | 0.87288 | |
4482 | 2019.11.11 00:00 | buy | 2247 | 0.08 | 0.85971 | 0.84663 | 0.87061 | |
4483 | 2019.11.13 14:00 | buy | 2248 | 0.17 | 0.85795 | 0.84663 | 0.86885 | |
4484 | 2019.11.13 17:00 | buy | 2249 | 0.13 | 0.85875 | 0.84663 | 0.86965 | |
4485 | 2019.11.14 08:00 | buy | 2250 | 0.23 | 0.85739 | 0.84663 | 0.86829 | |
4486 | 2019.11.15 13:00 | buy | 2251 | 0.30 | 0.85665 | 0.84663 | 0.86755 | |
4487 | 2019.11.15 18:00 | buy | 2252 | 0.16 | 0.85647 | 0.84663 | 0.86737 | |
4488 | 2019.11.18 00:02 | t/p | 2240 | 0.02 | 0.85432 | 0.87291 | 0.85432 | 3069.85 | 8248403.42 |
4489 | 2019.11.18 00:03 | t/p | 2237 | 0.01 | 0.85408 | 0.87291 | 0.85408 | 1534.92 | 8249938.34 |
4490 | 2019.11.18 00:13 | t/p | 2239 | 0.01 | 0.85360 | 0.87291 | 0.85360 | 1534.93 | 8251473.27 |
4491 | 2019.11.18 11:38 | t/p | 2238 | 0.01 | 0.85344 | 0.87291 | 0.85344 | 1534.92 | 8253008.19 |
4492 | 2019.11.18 12:02 | t/p | 2236 | 0.01 | 0.85291 | 0.87291 | 0.85291 | 1534.92 | 8254543.11 |
4493 | 2019.11.19 23:00 | close | 2241 | 0.01 | 0.85674 | 0.84663 | 0.87476 | -1103.76 | 8253439.35 |
4494 | 2019.11.19 23:00 | close | 2242 | 0.02 | 0.85674 | 0.84663 | 0.87346 | -1804.47 | 8251634.88 |
4495 | 2019.11.19 23:00 | close | 2243 | 0.01 | 0.85674 | 0.84663 | 0.87407 | -996.79 | 8250638.09 |
4496 | 2019.11.19 23:00 | close | 2244 | 0.03 | 0.85674 | 0.84663 | 0.87243 | -2227.68 | 8248410.41 |
4497 | 2019.11.19 23:00 | close | 2245 | 0.04 | 0.85674 | 0.84663 | 0.87181 | -2585.78 | 8245824.63 |
4498 | 2019.11.19 23:00 | close | 2246 | 0.02 | 0.85674 | 0.84663 | 0.87288 | -1624.64 | 8244199.99 |
4499 | 2019.11.19 23:00 | close | 2247 | 0.08 | 0.85674 | 0.84663 | 0.87061 | -3683.35 | 8240516.64 |
4500 | 2019.11.19 23:00 | close | 2248 | 0.17 | 0.85674 | 0.84663 | 0.86885 | -3188.82 | 8237327.82 |