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 |
4501 | 2019.11.19 23:00 | close | 2249 | 0.13 | 0.85674 | 0.84663 | 0.86965 | -4050.75 | 8233277.07 |
4502 | 2019.11.19 23:00 | close | 2250 | 0.23 | 0.85674 | 0.84663 | 0.86829 | -2317.59 | 8230959.48 |
4503 | 2019.11.19 23:00 | close | 2251 | 0.30 | 0.85674 | 0.84663 | 0.86755 | 418.56 | 8231378.04 |
4504 | 2019.11.19 23:00 | close | 2252 | 0.16 | 0.85674 | 0.84663 | 0.86737 | 669.70 | 8232047.74 |
4505 | 2019.11.20 01:00 | buy | 2253 | 0.01 | 0.85703 | 0.84663 | 0.86793 | |
4506 | 2019.11.25 00:00 | buy | 2254 | 0.03 | 0.85561 | 0.84663 | 0.86651 | |
4507 | 2019.11.26 12:00 | buy | 2255 | 0.02 | 0.85618 | 0.84663 | 0.86708 | |
4508 | 2019.11.29 09:00 | buy | 2256 | 0.39 | 0.85258 | 0.84663 | 0.86348 | |
4509 | 2019.11.29 11:00 | buy | 2257 | 0.30 | 0.85277 | 0.84663 | 0.86367 | |
4510 | 2019.11.29 12:00 | buy | 2258 | 0.13 | 0.85382 | 0.84663 | 0.86472 | |
4511 | 2019.11.29 13:00 | buy | 2259 | 0.17 | 0.85360 | 0.84663 | 0.86450 | |
4512 | 2019.11.29 16:00 | buy | 2260 | 0.15 | 0.85306 | 0.84663 | 0.86396 | |
4513 | 2019.12.04 14:28 | s/l | 2253 | 0.01 | 0.84663 | 0.84663 | 0.86793 | -1612.22 | 8230435.52 |
4514 | 2019.12.04 14:28 | s/l | 2254 | 0.03 | 0.84663 | 0.84663 | 0.86651 | -4176.26 | 8226259.26 |
4515 | 2019.12.04 14:28 | s/l | 2255 | 0.02 | 0.84663 | 0.84663 | 0.86708 | -2960.90 | 8223298.36 |
4516 | 2019.12.04 14:28 | s/l | 2256 | 0.39 | 0.84663 | 0.84663 | 0.86348 | -35972.62 | 8187325.74 |
4517 | 2019.12.04 14:28 | s/l | 2257 | 0.30 | 0.84663 | 0.84663 | 0.86367 | -28554.87 | 8158770.87 |
4518 | 2019.12.04 14:28 | s/l | 2258 | 0.13 | 0.84663 | 0.84663 | 0.86472 | -14489.81 | 8144281.06 |
4519 | 2019.12.04 14:28 | s/l | 2259 | 0.17 | 0.84663 | 0.84663 | 0.86450 | -18368.44 | 8125912.62 |
4520 | 2019.12.04 14:28 | s/l | 2260 | 0.15 | 0.84663 | 0.84663 | 0.86396 | -14951.77 | 8110960.85 |
4521 | 2019.12.06 11:00 | buy | 2261 | 0.01 | 0.84577 | 0.84242 | 0.85567 | |
4522 | 2019.12.06 12:00 | buy | 2262 | 0.02 | 0.84556 | 0.84242 | 0.85546 | |
4523 | 2019.12.06 13:00 | buy | 2263 | 0.08 | 0.84499 | 0.84242 | 0.85489 | |
4524 | 2019.12.06 16:39 | s/l | 2261 | 0.01 | 0.84242 | 0.84242 | 0.85567 | -519.33 | 8110441.52 |
4525 | 2019.12.06 16:39 | s/l | 2262 | 0.02 | 0.84242 | 0.84242 | 0.85546 | -973.53 | 8109467.99 |
4526 | 2019.12.06 16:39 | s/l | 2263 | 0.08 | 0.84242 | 0.84242 | 0.85489 | -3187.25 | 8106280.74 |
4527 | 2019.12.10 08:00 | buy | 2264 | 0.01 | 0.84164 | 0.83872 | 0.85154 | |
4528 | 2019.12.12 22:00 | close | 2264 | 0.01 | 0.84603 | 0.83872 | 0.85154 | 680.54 | 8106961.28 |
4529 | 2019.12.12 22:00 | buy | 2265 | 0.01 | 0.84613 | 0.83872 | 0.85703 | |
4530 | 2019.12.12 23:00 | buy | 2266 | 0.02 | 0.84529 | 0.83872 | 0.85619 | |
4531 | 2019.12.13 00:00 | s/l | 2265 | 0.01 | 0.83872 | 0.83872 | 0.85703 | -1148.70 | 8105812.58 |
4532 | 2019.12.13 00:00 | s/l | 2266 | 0.02 | 0.83872 | 0.83872 | 0.85619 | -2036.96 | 8103775.62 |
4533 | 2019.12.13 00:00 | buy | 2267 | 0.01 | 0.83181 | 0.83116 | 0.84171 | |
4534 | 2019.12.13 00:18 | s/l | 2267 | 0.01 | 0.83116 | 0.83116 | 0.84171 | -100.77 | 8103674.85 |
4535 | 2019.12.16 12:00 | buy | 2268 | 0.01 | 0.83513 | 0.82704 | 0.84503 | |
4536 | 2019.12.17 10:37 | t/p | 2268 | 0.01 | 0.84503 | 0.82704 | 0.84503 | 1534.72 | 8105209.57 |
4537 | 2019.12.17 11:00 | buy | 2269 | 0.01 | 0.84378 | 0.82704 | 0.85468 | |
4538 | 2019.12.19 18:28 | t/p | 2269 | 0.01 | 0.85468 | 0.82704 | 0.85468 | 1689.74 | 8106899.31 |
4539 | 2019.12.19 19:00 | buy | 2270 | 0.01 | 0.85383 | 0.83073 | 0.86473 | |
4540 | 2019.12.20 12:00 | buy | 2271 | 0.01 | 0.85283 | 0.82973 | 0.86373 | |
4541 | 2020.01.02 19:00 | buy | 2272 | 0.03 | 0.85066 | 0.82704 | 0.86156 | |
4542 | 2020.01.03 00:00 | buy | 2273 | 0.06 | 0.84915 | 0.82704 | 0.86005 | |
4543 | 2020.01.03 01:00 | buy | 2274 | 0.04 | 0.84951 | 0.82704 | 0.86041 | |
4544 | 2020.01.03 05:00 | buy | 2275 | 0.02 | 0.85111 | 0.82801 | 0.86201 | |
4545 | 2020.01.03 10:00 | buy | 2276 | 0.02 | 0.85199 | 0.82889 | 0.86289 | |
4546 | 2020.01.24 18:00 | buy | 2277 | 0.39 | 0.84373 | 0.82704 | 0.85463 | |
4547 | 2020.01.27 00:00 | buy | 2278 | 0.51 | 0.84286 | 0.82704 | 0.85376 | |
4548 | 2020.01.27 02:00 | buy | 2279 | 0.11 | 0.84413 | 0.82704 | 0.85503 | |
4549 | 2020.01.30 12:00 | close | 2270 | 0.01 | 0.84652 | 0.83073 | 0.86473 | -1133.21 | 8105766.10 |
4550 | 2020.01.30 12:00 | close | 2271 | 0.01 | 0.84652 | 0.82973 | 0.86373 | -978.19 | 8104787.91 |
4551 | 2020.01.30 12:00 | close | 2272 | 0.03 | 0.84652 | 0.82704 | 0.86156 | -1925.37 | 8102862.54 |
4552 | 2020.01.30 12:00 | close | 2273 | 0.06 | 0.84652 | 0.82704 | 0.86005 | -2446.25 | 8100416.29 |
4553 | 2020.01.30 12:00 | close | 2274 | 0.04 | 0.84652 | 0.82704 | 0.86041 | -1854.07 | 8098562.22 |
4554 | 2020.01.30 12:00 | close | 2275 | 0.02 | 0.84652 | 0.82801 | 0.86201 | -1423.10 | 8097139.12 |
4555 | 2020.01.30 12:00 | close | 2276 | 0.02 | 0.84652 | 0.82889 | 0.86289 | -1695.94 | 8095443.18 |
4556 | 2020.01.30 12:00 | close | 2277 | 0.39 | 0.84652 | 0.82704 | 0.85463 | 16867.94 | 8112311.12 |
4557 | 2020.01.30 12:00 | close | 2278 | 0.51 | 0.84652 | 0.82704 | 0.85376 | 28936.41 | 8141247.53 |
4558 | 2020.01.30 12:00 | close | 2279 | 0.11 | 0.84652 | 0.82704 | 0.85503 | 4075.53 | 8145323.06 |
4559 | 2020.01.30 13:00 | buy | 2280 | 0.01 | 0.84671 | 0.82704 | 0.85761 | |
4560 | 2020.02.03 06:00 | buy | 2281 | 0.08 | 0.84219 | 0.82704 | 0.85309 | |
4561 | 2020.02.03 09:00 | buy | 2282 | 0.06 | 0.84253 | 0.82704 | 0.85343 | |
4562 | 2020.02.03 11:00 | buy | 2283 | 0.03 | 0.84366 | 0.82704 | 0.85456 | |
4563 | 2020.02.04 09:36 | t/p | 2281 | 0.08 | 0.85309 | 0.82704 | 0.85309 | 13517.83 | 8158840.89 |
4564 | 2020.02.04 09:38 | t/p | 2282 | 0.06 | 0.85343 | 0.82704 | 0.85343 | 10138.37 | 8168979.26 |
4565 | 2020.02.17 10:00 | buy | 2284 | 1.16 | 0.83159 | 0.82878 | 0.84149 | |
4566 | 2020.02.18 15:37 | s/l | 2284 | 1.16 | 0.82878 | 0.82878 | 0.84149 | -50530.97 | 8118448.29 |
4567 | 2020.02.19 13:00 | buy | 2285 | 1.16 | 0.83205 | 0.82762 | 0.84195 | |
4568 | 2020.02.26 13:01 | t/p | 2285 | 1.16 | 0.84195 | 0.82762 | 0.84195 | 178016.93 | 8296465.22 |
4569 | 2020.02.26 14:00 | buy | 2286 | 0.08 | 0.84158 | 0.82704 | 0.85248 | |
4570 | 2020.02.26 15:00 | close | 2280 | 0.01 | 0.84074 | 0.82704 | 0.85761 | -925.43 | 8295539.79 |
4571 | 2020.02.26 15:00 | close | 2283 | 0.03 | 0.84074 | 0.82704 | 0.85456 | -1357.91 | 8294181.88 |
4572 | 2020.02.26 15:00 | close | 2286 | 0.08 | 0.84074 | 0.82704 | 0.85248 | -1041.68 | 8293140.20 |
4573 | 2020.02.26 16:00 | buy | 2287 | 0.01 | 0.84007 | 0.82704 | 0.85097 | |
4574 | 2020.02.27 14:13 | t/p | 2287 | 0.01 | 0.85097 | 0.82704 | 0.85097 | 1689.65 | 8294829.85 |
4575 | 2020.02.28 18:00 | buy | 2288 | 0.01 | 0.85994 | 0.84984 | 0.86984 | |
4576 | 2020.02.28 23:00 | close | 2288 | 0.01 | 0.86092 | 0.84984 | 0.86984 | 151.91 | 8294981.76 |
4577 | 2020.03.02 00:00 | buy | 2289 | 0.01 | 0.86361 | 0.85351 | 0.87351 | |
4578 | 2020.03.02 01:00 | buy | 2290 | 0.02 | 0.86255 | 0.85245 | 0.87245 | |
4579 | 2020.03.02 02:00 | buy | 2291 | 0.01 | 0.86320 | 0.85310 | 0.87310 | |
4580 | 2020.03.02 04:00 | buy | 2292 | 0.02 | 0.86279 | 0.85269 | 0.87269 | |
4581 | 2020.03.02 07:00 | buy | 2293 | 0.04 | 0.86190 | 0.85180 | 0.87180 | |
4582 | 2020.03.02 08:00 | buy | 2294 | 0.08 | 0.86105 | 0.85095 | 0.87095 | |
4583 | 2020.03.02 09:00 | buy | 2295 | 0.17 | 0.86030 | 0.85020 | 0.87020 | |
4584 | 2020.03.02 14:19 | t/p | 2295 | 0.17 | 0.87020 | 0.85020 | 0.87020 | 26088.18 | 8321069.94 |
4585 | 2020.03.02 14:29 | t/p | 2294 | 0.08 | 0.87095 | 0.85095 | 0.87095 | 12276.80 | 8333346.74 |
4586 | 2020.03.02 15:01 | t/p | 2293 | 0.04 | 0.87180 | 0.85180 | 0.87180 | 6138.39 | 8339485.13 |
4587 | 2020.03.02 15:04 | t/p | 2290 | 0.02 | 0.87245 | 0.85245 | 0.87245 | 3069.20 | 8342554.33 |
4588 | 2020.03.02 15:13 | t/p | 2292 | 0.02 | 0.87269 | 0.85269 | 0.87269 | 3069.19 | 8345623.52 |
4589 | 2020.03.02 17:37 | t/p | 2291 | 0.01 | 0.87310 | 0.85310 | 0.87310 | 1534.60 | 8347158.12 |
4590 | 2020.03.02 17:39 | t/p | 2289 | 0.01 | 0.87351 | 0.85351 | 0.87351 | 1534.60 | 8348692.72 |
4591 | 2020.03.03 04:00 | buy | 2296 | 0.01 | 0.87204 | 0.86194 | 0.88194 | |
4592 | 2020.03.03 10:00 | buy | 2297 | 0.13 | 0.86884 | 0.85874 | 0.87874 | |
4593 | 2020.03.03 11:00 | buy | 2298 | 0.04 | 0.87017 | 0.86007 | 0.88007 | |
4594 | 2020.03.03 13:00 | buy | 2299 | 0.10 | 0.86931 | 0.85921 | 0.87921 | |
4595 | 2020.03.03 15:00 | buy | 2300 | 0.06 | 0.87012 | 0.86002 | 0.88002 | |
4596 | 2020.03.03 17:00 | buy | 2301 | 0.03 | 0.87048 | 0.86038 | 0.88038 | |
4597 | 2020.03.03 19:00 | buy | 2302 | 0.02 | 0.87131 | 0.86121 | 0.88121 | |
4598 | 2020.03.03 20:00 | buy | 2303 | 0.02 | 0.87112 | 0.86102 | 0.88102 | |
4599 | 2020.03.06 00:00 | buy | 2304 | 0.79 | 0.86664 | 0.85887 | 0.87654 | |
4600 | 2020.03.09 04:39 | t/p | 2304 | 0.79 | 0.87654 | 0.85887 | 0.87654 | 121231.75 | 8469924.47 |
4601 | 2020.03.11 10:00 | t/p | 2297 | 0.13 | 0.87874 | 0.85874 | 0.87874 | 19949.66 | 8489874.13 |
4602 | 2020.03.11 10:00 | t/p | 2299 | 0.10 | 0.87921 | 0.85921 | 0.87921 | 15345.89 | 8505220.02 |
4603 | 2020.03.11 10:01 | t/p | 2300 | 0.06 | 0.88002 | 0.86002 | 0.88002 | 9207.53 | 8514427.55 |
4604 | 2020.03.11 10:01 | t/p | 2298 | 0.04 | 0.88007 | 0.86007 | 0.88007 | 6138.35 | 8520565.90 |
4605 | 2020.03.11 10:01 | t/p | 2301 | 0.03 | 0.88038 | 0.86038 | 0.88038 | 4603.77 | 8525169.67 |
4606 | 2020.03.11 10:02 | t/p | 2303 | 0.02 | 0.88102 | 0.86102 | 0.88102 | 3069.18 | 8528238.85 |
4607 | 2020.03.11 10:02 | t/p | 2302 | 0.02 | 0.88121 | 0.86121 | 0.88121 | 3069.18 | 8531308.03 |
4608 | 2020.03.11 10:03 | t/p | 2296 | 0.01 | 0.88194 | 0.86194 | 0.88194 | 1534.59 | 8532842.62 |
4609 | 2020.03.11 10:03 | buy | 2305 | 0.01 | 0.88215 | 0.86830 | 0.88830 | |
4610 | 2020.03.11 11:00 | buy | 2306 | 0.10 | 0.87827 | 0.86817 | 0.88817 | |
4611 | 2020.03.11 12:00 | buy | 2307 | 0.66 | 0.87491 | 0.86481 | 0.88481 | |
4612 | 2020.03.11 14:00 | buy | 2308 | 0.30 | 0.87626 | 0.86616 | 0.88616 | |
4613 | 2020.03.11 15:00 | buy | 2309 | 0.13 | 0.87704 | 0.86694 | 0.88694 | |
4614 | 2020.03.12 15:18 | t/p | 2307 | 0.66 | 0.88481 | 0.86481 | 0.88481 | 101282.88 | 8634125.50 |
4615 | 2020.03.12 15:26 | t/p | 2308 | 0.30 | 0.88616 | 0.86616 | 0.88616 | 46037.67 | 8680163.17 |
4616 | 2020.03.12 15:28 | t/p | 2309 | 0.13 | 0.88694 | 0.86694 | 0.88694 | 19949.66 | 8700112.83 |
4617 | 2020.03.12 15:36 | t/p | 2306 | 0.10 | 0.88817 | 0.86817 | 0.88817 | 15345.90 | 8715458.73 |
4618 | 2020.03.12 15:36 | t/p | 2305 | 0.01 | 0.88830 | 0.86830 | 0.88830 | 953.30 | 8716412.03 |
4619 | 2020.03.12 16:00 | buy | 2310 | 0.01 | 0.88595 | 0.87585 | 0.89585 | |
4620 | 2020.03.12 18:00 | close | 2310 | 0.01 | 0.88269 | 0.87585 | 0.89585 | -505.33 | 8715906.70 |
4621 | 2020.03.12 19:00 | buy | 2311 | 0.01 | 0.88377 | 0.87367 | 0.89367 | |
4622 | 2020.03.13 06:38 | t/p | 2311 | 0.01 | 0.89367 | 0.87367 | 0.89367 | 1534.58 | 8717441.28 |
4623 | 2020.03.13 07:00 | buy | 2312 | 0.01 | 0.89329 | 0.88319 | 0.90319 | |
4624 | 2020.03.13 10:00 | buy | 2313 | 0.03 | 0.89185 | 0.88175 | 0.90175 | |
4625 | 2020.03.13 11:00 | buy | 2314 | 0.30 | 0.88906 | 0.87896 | 0.89896 | |
4626 | 2020.03.13 12:00 | buy | 2315 | 0.13 | 0.89007 | 0.87997 | 0.89997 | |
4627 | 2020.03.13 13:00 | buy | 2316 | 0.73 | 0.88675 | 0.87665 | 0.89665 | |
4628 | 2020.03.13 19:39 | t/p | 2316 | 0.73 | 0.89665 | 0.87665 | 0.89665 | 112024.28 | 8829465.56 |
4629 | 2020.03.13 20:37 | t/p | 2314 | 0.30 | 0.89896 | 0.87896 | 0.89896 | 46037.38 | 8875502.94 |
4630 | 2020.03.13 21:27 | t/p | 2315 | 0.13 | 0.89997 | 0.87997 | 0.89997 | 19949.53 | 8895452.47 |
4631 | 2020.03.13 21:39 | t/p | 2313 | 0.03 | 0.90175 | 0.88175 | 0.90175 | 4603.74 | 8900056.21 |
4632 | 2020.03.13 23:37 | t/p | 2312 | 0.01 | 0.90319 | 0.88319 | 0.90319 | 1534.58 | 8901590.79 |
4633 | 2020.03.16 01:00 | buy | 2317 | 0.01 | 0.90131 | 0.89121 | 0.91121 | |
4634 | 2020.03.16 02:00 | buy | 2318 | 0.04 | 0.89941 | 0.88931 | 0.90931 | |
4635 | 2020.03.16 03:00 | buy | 2319 | 0.03 | 0.89979 | 0.88969 | 0.90969 | |
4636 | 2020.03.16 12:17 | t/p | 2318 | 0.04 | 0.90931 | 0.88931 | 0.90931 | 6138.32 | 8907729.11 |
4637 | 2020.03.16 12:18 | t/p | 2319 | 0.03 | 0.90969 | 0.88969 | 0.90969 | 4603.74 | 8912332.85 |
4638 | 2020.03.16 12:28 | t/p | 2317 | 0.01 | 0.91121 | 0.89121 | 0.91121 | 1534.58 | 8913867.43 |
4639 | 2020.03.16 13:00 | buy | 2320 | 0.01 | 0.91200 | 0.90190 | 0.92190 | |
4640 | 2020.03.16 14:00 | buy | 2321 | 0.23 | 0.90816 | 0.89806 | 0.91806 | |
4641 | 2020.03.16 15:00 | close | 2320 | 0.01 | 0.90708 | 0.90190 | 0.92190 | -762.65 | 8913104.78 |
4642 | 2020.03.16 15:00 | close | 2321 | 0.23 | 0.90708 | 0.89806 | 0.91806 | -3850.42 | 8909254.36 |
4643 | 2020.03.16 15:00 | buy | 2322 | 0.01 | 0.90718 | 0.89708 | 0.91708 | |
4644 | 2020.03.16 18:00 | buy | 2323 | 0.13 | 0.90407 | 0.89397 | 0.91397 | |
4645 | 2020.03.16 20:36 | t/p | 2323 | 0.13 | 0.91397 | 0.89397 | 0.91397 | 19949.65 | 8929204.01 |
4646 | 2020.03.17 12:00 | close | 2322 | 0.01 | 0.91015 | 0.89708 | 0.91708 | 460.38 | 8929664.39 |
4647 | 2020.03.17 12:00 | buy | 2324 | 0.01 | 0.91025 | 0.90015 | 0.92015 | |
4648 | 2020.03.17 15:00 | buy | 2325 | 0.02 | 0.90936 | 0.89926 | 0.91926 | |
4649 | 2020.03.18 14:18 | t/p | 2325 | 0.02 | 0.91926 | 0.89926 | 0.91926 | 3069.18 | 8932733.57 |
4650 | 2020.03.18 14:19 | t/p | 2324 | 0.01 | 0.92015 | 0.90015 | 0.92015 | 1534.59 | 8934268.16 |