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 |
4651 | 2020.03.18 15:00 | buy | 2326 | 0.01 | 0.92111 | 0.91101 | 0.93101 | |
4652 | 2020.03.18 19:19 | t/p | 2326 | 0.01 | 0.93101 | 0.91101 | 0.93101 | 1534.59 | 8935802.75 |
4653 | 2020.03.18 21:00 | buy | 2327 | 0.01 | 0.93209 | 0.92199 | 0.94199 | |
4654 | 2020.03.18 23:00 | close | 2327 | 0.01 | 0.94153 | 0.92199 | 0.94199 | 1463.28 | 8937266.03 |
4655 | 2020.03.19 00:00 | buy | 2328 | 0.01 | 0.94494 | 0.93484 | 0.95484 | |
4656 | 2020.03.19 01:00 | close | 2328 | 0.01 | 0.94133 | 0.93484 | 0.95484 | -559.58 | 8936706.45 |
4657 | 2020.03.19 01:00 | buy | 2329 | 0.01 | 0.94143 | 0.93133 | 0.95133 | |
4658 | 2020.03.19 02:00 | close | 2329 | 0.01 | 0.93896 | 0.93133 | 0.95133 | -382.87 | 8936323.58 |
4659 | 2020.03.19 02:00 | buy | 2330 | 0.01 | 0.93906 | 0.92896 | 0.94896 | |
4660 | 2020.03.19 03:00 | close | 2330 | 0.01 | 0.94252 | 0.92896 | 0.94896 | 536.33 | 8936859.91 |
4661 | 2020.03.19 03:00 | buy | 2331 | 0.01 | 0.94262 | 0.93252 | 0.95252 | |
4662 | 2020.03.19 05:00 | close | 2331 | 0.01 | 0.94920 | 0.93252 | 0.95252 | 1019.96 | 8937879.87 |
4663 | 2020.03.19 06:00 | buy | 2332 | 0.01 | 0.94739 | 0.93729 | 0.95729 | |
4664 | 2020.03.19 07:00 | close | 2332 | 0.01 | 0.94733 | 0.93729 | 0.95729 | -9.30 | 8937870.57 |
4665 | 2020.03.19 07:00 | buy | 2333 | 0.01 | 0.94743 | 0.93733 | 0.95733 | |
4666 | 2020.03.19 08:00 | close | 2333 | 0.01 | 0.94766 | 0.93733 | 0.95733 | 35.65 | 8937906.22 |
4667 | 2020.03.19 08:00 | buy | 2334 | 0.01 | 0.94776 | 0.93766 | 0.95766 | |
4668 | 2020.03.19 09:00 | close | 2334 | 0.01 | 0.94789 | 0.93766 | 0.95766 | 20.15 | 8937926.37 |
4669 | 2020.03.19 09:00 | buy | 2335 | 0.01 | 0.94799 | 0.93789 | 0.95789 | |
4670 | 2020.03.19 10:00 | close | 2335 | 0.01 | 0.94261 | 0.93789 | 0.95789 | -833.95 | 8937092.42 |
4671 | 2020.03.19 10:00 | buy | 2336 | 0.01 | 0.94271 | 0.93261 | 0.95261 | |
4672 | 2020.03.19 11:00 | close | 2336 | 0.01 | 0.94423 | 0.93261 | 0.95261 | 235.62 | 8937328.04 |
4673 | 2020.03.19 13:00 | buy | 2337 | 0.01 | 0.93884 | 0.92874 | 0.94874 | |
4674 | 2020.03.19 14:00 | buy | 2338 | 0.06 | 0.93660 | 0.92650 | 0.94650 | |
4675 | 2020.03.19 15:00 | buy | 2339 | 1.13 | 0.93153 | 0.92143 | 0.94143 | |
4676 | 2020.03.19 15:19 | s/l | 2337 | 0.01 | 0.92874 | 0.92874 | 0.94874 | -1565.58 | 8935762.46 |
4677 | 2020.03.19 15:29 | s/l | 2338 | 0.06 | 0.92650 | 0.92650 | 0.94650 | -9393.49 | 8926368.97 |
4678 | 2020.03.19 17:39 | s/l | 2339 | 1.13 | 0.92143 | 0.92143 | 0.94143 | -176910.63 | 8749458.34 |
4679 | 2020.03.23 08:00 | buy | 2340 | 0.01 | 0.92129 | 0.91119 | 0.93119 | |
4680 | 2020.03.23 12:00 | buy | 2341 | 0.01 | 0.92096 | 0.91086 | 0.93086 | |
4681 | 2020.03.23 18:07 | t/p | 2341 | 0.01 | 0.93086 | 0.91086 | 0.93086 | 1534.59 | 8750992.93 |
4682 | 2020.03.23 18:17 | t/p | 2340 | 0.01 | 0.93119 | 0.91119 | 0.93119 | 1534.59 | 8752527.52 |
4683 | 2020.03.23 19:00 | buy | 2342 | 0.01 | 0.93635 | 0.92625 | 0.94625 | |
4684 | 2020.03.23 21:00 | buy | 2343 | 1.19 | 0.93033 | 0.92023 | 0.94023 | |
4685 | 2020.03.24 09:14 | s/l | 2342 | 0.01 | 0.92625 | 0.92625 | 0.94625 | -1565.57 | 8750961.95 |
4686 | 2020.03.24 10:00 | buy | 2344 | 0.01 | 0.92946 | 0.91936 | 0.93936 | |
4687 | 2020.03.24 15:38 | s/l | 2343 | 1.19 | 0.92023 | 0.92023 | 0.94023 | -186302.91 | 8564659.04 |
4688 | 2020.03.24 15:39 | s/l | 2344 | 0.01 | 0.91936 | 0.91936 | 0.93936 | -1565.57 | 8563093.47 |
4689 | 2020.03.25 18:00 | buy | 2345 | 0.01 | 0.92372 | 0.91362 | 0.93362 | |
4690 | 2020.03.25 19:00 | buy | 2346 | 0.06 | 0.92151 | 0.91141 | 0.93141 | |
4691 | 2020.03.25 22:13 | s/l | 2345 | 0.01 | 0.91362 | 0.91362 | 0.93362 | -1565.58 | 8561527.89 |
4692 | 2020.03.26 02:00 | buy | 2347 | 0.01 | 0.92057 | 0.91047 | 0.93047 | |
4693 | 2020.03.26 03:00 | buy | 2348 | 0.03 | 0.91904 | 0.90894 | 0.92894 | |
4694 | 2020.03.26 04:00 | buy | 2349 | 0.01 | 0.92032 | 0.91022 | 0.93022 | |
4695 | 2020.03.26 12:00 | buy | 2350 | 0.13 | 0.91759 | 0.90749 | 0.92749 | |
4696 | 2020.03.26 17:38 | s/l | 2346 | 0.06 | 0.91141 | 0.91141 | 0.93141 | -9393.48 | 8552134.41 |
4697 | 2020.03.26 18:29 | s/l | 2347 | 0.01 | 0.91047 | 0.91047 | 0.93047 | -1565.58 | 8550568.83 |
4698 | 2020.03.26 18:29 | s/l | 2349 | 0.01 | 0.91022 | 0.91022 | 0.93022 | -1565.58 | 8549003.25 |
4699 | 2020.03.26 18:38 | s/l | 2348 | 0.03 | 0.90894 | 0.90894 | 0.92894 | -4696.75 | 8544306.50 |
4700 | 2020.03.26 19:00 | close | 2350 | 0.13 | 0.90838 | 0.90749 | 0.92749 | -18559.11 | 8525747.39 |
4701 | 2020.03.31 10:00 | buy | 2351 | 0.01 | 0.89344 | 0.88610 | 0.90334 | |
4702 | 2020.03.31 13:38 | s/l | 2351 | 0.01 | 0.88610 | 0.88610 | 0.90334 | -1137.76 | 8524609.63 |
4703 | 2020.04.01 07:00 | buy | 2352 | 0.01 | 0.89024 | 0.88058 | 0.90014 | |
4704 | 2020.04.01 16:29 | s/l | 2352 | 0.01 | 0.88058 | 0.88058 | 0.90014 | -1497.37 | 8523112.26 |
4705 | 2020.04.03 13:00 | buy | 2353 | 0.01 | 0.87967 | 0.87340 | 0.88957 | |
4706 | 2020.04.07 15:00 | close | 2353 | 0.01 | 0.88083 | 0.87340 | 0.88957 | 179.81 | 8523292.07 |
4707 | 2020.04.07 17:00 | buy | 2354 | 0.01 | 0.88255 | 0.87340 | 0.89245 | |
4708 | 2020.04.07 19:00 | buy | 2355 | 0.01 | 0.88208 | 0.87340 | 0.89198 | |
4709 | 2020.04.09 13:36 | s/l | 2354 | 0.01 | 0.87340 | 0.87340 | 0.89245 | -1418.32 | 8521873.75 |
4710 | 2020.04.09 13:36 | s/l | 2355 | 0.01 | 0.87340 | 0.87340 | 0.89198 | -1345.47 | 8520528.28 |
4711 | 2020.04.10 06:00 | buy | 2356 | 0.01 | 0.87740 | 0.87190 | 0.88730 | |
4712 | 2020.04.10 19:00 | buy | 2357 | 0.01 | 0.87721 | 0.87190 | 0.88711 | |
4713 | 2020.04.13 17:37 | s/l | 2356 | 0.01 | 0.87190 | 0.87190 | 0.88730 | -852.54 | 8519675.74 |
4714 | 2020.04.13 17:37 | s/l | 2357 | 0.01 | 0.87190 | 0.87190 | 0.88711 | -823.09 | 8518852.65 |
4715 | 2020.04.15 10:00 | buy | 2358 | 0.01 | 0.87175 | 0.86761 | 0.88165 | |
4716 | 2020.04.17 13:00 | buy | 2359 | 0.03 | 0.87118 | 0.86761 | 0.88108 | |
4717 | 2020.04.21 15:19 | t/p | 2359 | 0.03 | 0.88108 | 0.86761 | 0.88108 | 4603.74 | 8523456.39 |
4718 | 2020.04.21 15:29 | t/p | 2358 | 0.01 | 0.88165 | 0.86761 | 0.88165 | 1534.58 | 8524990.97 |
4719 | 2020.06.16 01:00 | sell | 2360 | 0.01 | 0.89761 | 0.92071 | 0.88671 | |
4720 | 2020.06.22 11:00 | sell | 2361 | 0.03 | 0.90247 | 0.92071 | 0.89257 | |
4721 | 2020.06.22 20:00 | sell | 2362 | 0.03 | 0.90343 | 0.92071 | 0.89353 | |
4722 | 2020.06.23 03:00 | sell | 2363 | 0.02 | 0.90214 | 0.92071 | 0.89224 | |
4723 | 2020.06.25 14:00 | sell | 2364 | 0.02 | 0.90078 | 0.92071 | 0.88988 | |
4724 | 2020.06.25 20:00 | sell | 2365 | 0.04 | 0.90389 | 0.92071 | 0.89399 | |
4725 | 2020.06.30 15:00 | sell | 2366 | 0.23 | 0.91212 | 0.92071 | 0.90222 | |
4726 | 2020.06.30 17:00 | sell | 2367 | 0.19 | 0.91101 | 0.92071 | 0.90111 | |
4727 | 2020.06.30 18:00 | sell | 2368 | 0.11 | 0.90903 | 0.92071 | 0.89913 | |
4728 | 2020.06.30 20:00 | sell | 2369 | 0.10 | 0.90818 | 0.92071 | 0.89828 | |
4729 | 2020.06.30 22:00 | sell | 2370 | 0.07 | 0.90647 | 0.92071 | 0.89657 | |
4730 | 2020.07.01 01:00 | sell | 2371 | 0.06 | 0.90581 | 0.92071 | 0.89491 | |
4731 | 2020.07.01 04:00 | sell | 2372 | 0.08 | 0.90686 | 0.92071 | 0.89696 | |
4732 | 2020.07.01 13:39 | t/p | 2366 | 0.23 | 0.90222 | 0.92071 | 0.90222 | 35302.61 | 8560293.58 |
4733 | 2020.07.02 00:39 | t/p | 2367 | 0.19 | 0.90111 | 0.92071 | 0.90111 | 29163.03 | 8589456.61 |
4734 | 2020.07.07 16:39 | t/p | 2368 | 0.11 | 0.89913 | 0.92071 | 0.89913 | 16883.85 | 8606340.46 |
4735 | 2020.07.07 17:26 | t/p | 2369 | 0.10 | 0.89828 | 0.92071 | 0.89828 | 15348.96 | 8621689.42 |
4736 | 2020.07.07 17:39 | t/p | 2372 | 0.08 | 0.89696 | 0.92071 | 0.89696 | 12279.17 | 8633968.59 |
4737 | 2020.07.09 10:39 | t/p | 2370 | 0.07 | 0.89657 | 0.92071 | 0.89657 | 10744.27 | 8644712.86 |
4738 | 2020.07.09 12:38 | t/p | 2371 | 0.06 | 0.89491 | 0.92071 | 0.89491 | 10139.68 | 8654852.54 |
4739 | 2020.07.09 15:00 | close | 2360 | 0.01 | 0.89658 | 0.92071 | 0.88671 | 159.69 | 8655012.23 |
4740 | 2020.07.09 15:00 | close | 2361 | 0.03 | 0.89658 | 0.92071 | 0.89257 | 2739.57 | 8657751.80 |
4741 | 2020.07.09 15:00 | close | 2362 | 0.03 | 0.89658 | 0.92071 | 0.89353 | 3186.09 | 8660937.89 |
4742 | 2020.07.09 15:00 | close | 2363 | 0.02 | 0.89658 | 0.92071 | 0.89224 | 1724.06 | 8662661.95 |
4743 | 2020.07.09 15:00 | close | 2364 | 0.02 | 0.89658 | 0.92071 | 0.88988 | 1302.34 | 8663964.29 |
4744 | 2020.07.09 15:00 | close | 2365 | 0.04 | 0.89658 | 0.92071 | 0.89399 | 4533.40 | 8668497.69 |
4745 | 2020.07.15 15:00 | sell | 2373 | 0.01 | 0.90545 | 0.92855 | 0.89455 | |
4746 | 2020.07.16 20:00 | sell | 2374 | 0.01 | 0.90631 | 0.92855 | 0.89541 | |
4747 | 2020.07.20 14:00 | sell | 2375 | 0.02 | 0.90868 | 0.92855 | 0.89778 | |
4748 | 2020.07.24 14:00 | sell | 2376 | 0.02 | 0.90982 | 0.92855 | 0.89892 | |
4749 | 2020.07.28 11:00 | sell | 2377 | 0.03 | 0.91126 | 0.92855 | 0.90036 | |
4750 | 2020.07.28 17:00 | sell | 2378 | 0.01 | 0.90806 | 0.92855 | 0.89716 | |
4751 | 2020.07.29 19:00 | sell | 2379 | 0.01 | 0.90714 | 0.92855 | 0.89624 | |
4752 | 2020.07.31 15:38 | t/p | 2377 | 0.03 | 0.90036 | 0.92855 | 0.90036 | 5069.55 | 8673567.24 |
4753 | 2020.07.31 16:36 | t/p | 2376 | 0.02 | 0.89892 | 0.92855 | 0.89892 | 3379.70 | 8676946.94 |
4754 | 2020.07.31 18:00 | close | 2373 | 0.01 | 0.90140 | 0.92855 | 0.89455 | 627.88 | 8677574.82 |
4755 | 2020.07.31 18:00 | close | 2374 | 0.01 | 0.90140 | 0.92855 | 0.89541 | 761.21 | 8678336.03 |
4756 | 2020.07.31 18:00 | close | 2375 | 0.02 | 0.90140 | 0.92855 | 0.89778 | 2257.27 | 8680593.30 |
4757 | 2020.07.31 18:00 | close | 2378 | 0.01 | 0.90140 | 0.92855 | 0.89716 | 1032.52 | 8681625.82 |
4758 | 2020.07.31 18:00 | close | 2379 | 0.01 | 0.90140 | 0.92855 | 0.89624 | 889.89 | 8682515.71 |
4759 | 2020.08.12 00:00 | buy | 2380 | 0.01 | 0.89907 | 0.87597 | 0.90997 | |
4760 | 2020.08.17 11:00 | close | 2380 | 0.01 | 0.90499 | 0.87597 | 0.90997 | 917.68 | 8683433.39 |
4761 | 2020.08.28 08:00 | buy | 2381 | 0.01 | 0.89570 | 0.87260 | 0.90660 | |
4762 | 2020.08.31 12:00 | buy | 2382 | 0.01 | 0.89442 | 0.87132 | 0.90532 | |
4763 | 2020.09.01 11:00 | sell | 2383 | 0.01 | 0.89257 | 0.90099 | 0.88267 | |
4764 | 2020.09.04 17:00 | buy | 2384 | 0.02 | 0.89390 | 0.87080 | 0.90480 | |
4765 | 2020.09.08 11:36 | s/l | 2383 | 0.01 | 0.90099 | 0.90099 | 0.88267 | -1305.37 | 8682128.02 |
4766 | 2020.09.08 14:39 | t/p | 2384 | 0.02 | 0.90480 | 0.87080 | 0.90480 | 3379.27 | 8685507.29 |
4767 | 2020.09.08 17:39 | t/p | 2382 | 0.01 | 0.90532 | 0.87132 | 0.90532 | 1689.63 | 8687196.92 |
4768 | 2020.09.08 21:28 | t/p | 2381 | 0.01 | 0.90660 | 0.87260 | 0.90660 | 1689.63 | 8688886.55 |
4769 | 2020.09.14 10:00 | sell | 2385 | 0.01 | 0.92332 | 0.92982 | 0.91342 | |
4770 | 2020.09.14 11:00 | sell | 2386 | 0.01 | 0.92361 | 0.92982 | 0.91371 | |
4771 | 2020.09.16 15:36 | t/p | 2386 | 0.01 | 0.91371 | 0.92982 | 0.91371 | 1534.82 | 8690421.37 |
4772 | 2020.09.16 15:37 | t/p | 2385 | 0.01 | 0.91342 | 0.92982 | 0.91342 | 1534.82 | 8691956.19 |
4773 | 2020.09.16 16:00 | sell | 2387 | 0.01 | 0.91348 | 0.93658 | 0.90258 | |
4774 | 2020.09.17 11:00 | close | 2387 | 0.01 | 0.91114 | 0.93658 | 0.90258 | 362.77 | 8692318.96 |
4775 | 2020.09.17 18:00 | sell | 2388 | 0.01 | 0.91190 | 0.93500 | 0.90100 | |
4776 | 2020.09.22 12:00 | sell | 2389 | 0.02 | 0.91580 | 0.93500 | 0.90490 | |
4777 | 2020.09.22 14:00 | sell | 2390 | 0.01 | 0.91465 | 0.93500 | 0.90375 | |
4778 | 2020.09.23 16:00 | sell | 2391 | 0.03 | 0.91745 | 0.93500 | 0.90755 | |
4779 | 2020.09.23 17:00 | sell | 2392 | 0.03 | 0.91672 | 0.93500 | 0.90682 | |
4780 | 2020.09.24 12:00 | sell | 2393 | 0.02 | 0.91517 | 0.93500 | 0.90427 | |
4781 | 2020.09.24 13:00 | sell | 2394 | 0.01 | 0.91361 | 0.93500 | 0.90271 | |
4782 | 2020.09.24 14:00 | sell | 2395 | 0.01 | 0.91286 | 0.93500 | 0.90196 | |
4783 | 2020.09.28 11:36 | t/p | 2391 | 0.03 | 0.90755 | 0.93500 | 0.90755 | 4604.51 | 8696923.47 |
4784 | 2020.09.28 11:39 | t/p | 2392 | 0.03 | 0.90682 | 0.93500 | 0.90682 | 4604.51 | 8701527.98 |
4785 | 2020.09.28 13:27 | t/p | 2389 | 0.02 | 0.90490 | 0.93500 | 0.90490 | 3379.74 | 8704907.72 |
4786 | 2020.09.28 13:36 | t/p | 2393 | 0.02 | 0.90427 | 0.93500 | 0.90427 | 3379.74 | 8708287.46 |
4787 | 2020.09.28 13:37 | t/p | 2390 | 0.01 | 0.90375 | 0.93500 | 0.90375 | 1689.87 | 8709977.33 |
4788 | 2020.09.28 14:13 | t/p | 2394 | 0.01 | 0.90271 | 0.93500 | 0.90271 | 1689.87 | 8711667.20 |
4789 | 2020.10.01 17:00 | close | 2388 | 0.01 | 0.91233 | 0.93500 | 0.90100 | -66.66 | 8711600.54 |
4790 | 2020.10.01 17:00 | close | 2395 | 0.01 | 0.91233 | 0.93500 | 0.90196 | 82.17 | 8711682.71 |
4791 | 2020.10.23 02:00 | buy | 2396 | 0.01 | 0.90391 | 0.88081 | 0.91481 | |
4792 | 2020.10.23 07:00 | buy | 2397 | 0.01 | 0.90315 | 0.88005 | 0.91405 | |
4793 | 2020.10.26 13:00 | close | 2396 | 0.01 | 0.90494 | 0.88081 | 0.91481 | 159.66 | 8711842.37 |
4794 | 2020.10.26 13:00 | close | 2397 | 0.01 | 0.90494 | 0.88005 | 0.91405 | 277.47 | 8712119.84 |
4795 | 2020.10.29 15:00 | buy | 2398 | 0.01 | 0.90442 | 0.88132 | 0.91532 | |
4796 | 2020.11.02 14:00 | buy | 2399 | 0.02 | 0.90254 | 0.87944 | 0.91344 | |
4797 | 2020.11.03 04:00 | buy | 2400 | 0.03 | 0.90122 | 0.87812 | 0.91212 | |
4798 | 2020.11.03 06:00 | buy | 2401 | 0.02 | 0.90153 | 0.87843 | 0.91243 | |
4799 | 2020.11.04 10:00 | buy | 2402 | 0.04 | 0.90063 | 0.87753 | 0.91153 | |
4800 | 2020.11.05 14:00 | buy | 2403 | 0.01 | 0.90365 | 0.88055 | 0.91455 | |