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 |
4801 | 2020.11.12 09:00 | buy | 2404 | 0.66 | 0.89224 | 0.86914 | 0.90314 | |
4802 | 2020.11.12 10:00 | buy | 2405 | 0.41 | 0.89364 | 0.87054 | 0.90454 | |
4803 | 2020.11.23 00:00 | sell | 2406 | 0.01 | 0.89147 | 0.89929 | 0.88157 | |
4804 | 2020.11.27 18:39 | s/l | 2406 | 0.01 | 0.89929 | 0.89929 | 0.88157 | -1212.34 | 8710907.50 |
4805 | 2020.12.02 09:36 | t/p | 2404 | 0.66 | 0.90314 | 0.86914 | 0.90314 | 111514.91 | 8822422.41 |
4806 | 2020.12.02 14:27 | t/p | 2405 | 0.41 | 0.90454 | 0.87054 | 0.90454 | 69274.42 | 8891696.83 |
4807 | 2020.12.07 10:36 | t/p | 2402 | 0.04 | 0.91153 | 0.87753 | 0.91153 | 6758.43 | 8898455.26 |
4808 | 2020.12.07 10:37 | t/p | 2400 | 0.03 | 0.91212 | 0.87812 | 0.91212 | 5068.82 | 8903524.08 |
4809 | 2020.12.07 10:38 | t/p | 2401 | 0.02 | 0.91243 | 0.87843 | 0.91243 | 3379.22 | 8906903.30 |
4810 | 2020.12.07 11:12 | t/p | 2399 | 0.02 | 0.91344 | 0.87944 | 0.91344 | 3379.22 | 8910282.52 |
4811 | 2020.12.07 22:00 | close | 2398 | 0.01 | 0.90430 | 0.88132 | 0.91532 | -18.60 | 8910263.92 |
4812 | 2020.12.07 22:00 | close | 2403 | 0.01 | 0.90430 | 0.88055 | 0.91455 | 100.76 | 8910364.68 |
4813 | 2020.12.14 20:00 | sell | 2407 | 0.01 | 0.91169 | 0.93479 | 0.90079 | |
4814 | 2020.12.16 02:00 | close | 2407 | 0.01 | 0.90391 | 0.93479 | 0.90079 | 1206.13 | 8911570.81 |
4815 | 2020.12.22 01:00 | sell | 2408 | 0.01 | 0.90958 | 0.93268 | 0.89868 | |
4816 | 2020.12.22 15:00 | sell | 2409 | 0.01 | 0.91227 | 0.93268 | 0.90137 | |
4817 | 2020.12.22 20:00 | sell | 2410 | 0.01 | 0.91142 | 0.93268 | 0.90052 | |
4818 | 2020.12.22 22:00 | sell | 2411 | 0.01 | 0.91059 | 0.93268 | 0.89969 | |
4819 | 2020.12.23 17:36 | t/p | 2409 | 0.01 | 0.90137 | 0.93268 | 0.90137 | 1689.82 | 8913260.63 |
4820 | 2020.12.23 17:38 | t/p | 2410 | 0.01 | 0.90052 | 0.93268 | 0.90052 | 1689.81 | 8914950.44 |
4821 | 2020.12.24 09:29 | t/p | 2411 | 0.01 | 0.89969 | 0.93268 | 0.89969 | 1689.85 | 8916640.29 |
4822 | 2020.12.24 10:27 | t/p | 2408 | 0.01 | 0.89868 | 0.93268 | 0.89868 | 1689.85 | 8918330.14 |
4823 | 2020.12.28 03:00 | buy | 2412 | 0.01 | 0.90097 | 0.87787 | 0.91187 | |
4824 | 2021.01.04 14:00 | buy | 2413 | 0.02 | 0.89936 | 0.87626 | 0.91026 | |
4825 | 2021.01.06 18:00 | close | 2412 | 0.01 | 0.90634 | 0.87787 | 0.91187 | 832.41 | 8919162.55 |
4826 | 2021.01.06 18:00 | close | 2413 | 0.02 | 0.90634 | 0.87626 | 0.91026 | 2163.95 | 8921326.50 |
4827 | 2021.01.15 12:00 | buy | 2414 | 0.01 | 0.88996 | 0.88600 | 0.89986 | |
4828 | 2021.01.15 15:00 | buy | 2415 | 0.01 | 0.88980 | 0.88600 | 0.89970 | |
4829 | 2021.01.15 17:00 | buy | 2416 | 0.02 | 0.88960 | 0.88600 | 0.89950 | |
4830 | 2021.01.15 19:00 | buy | 2417 | 0.02 | 0.88974 | 0.88600 | 0.89964 | |
4831 | 2021.01.15 22:00 | buy | 2418 | 0.04 | 0.88937 | 0.88600 | 0.89927 | |
4832 | 2021.01.18 02:00 | buy | 2419 | 0.06 | 0.88922 | 0.88600 | 0.89912 | |
4833 | 2021.01.18 06:00 | buy | 2420 | 0.03 | 0.88942 | 0.88600 | 0.89932 | |
4834 | 2021.01.20 11:02 | s/l | 2414 | 0.01 | 0.88600 | 0.88600 | 0.89986 | -613.85 | 8920712.65 |
4835 | 2021.01.20 11:02 | s/l | 2415 | 0.01 | 0.88600 | 0.88600 | 0.89970 | -589.05 | 8920123.60 |
4836 | 2021.01.20 11:02 | s/l | 2416 | 0.02 | 0.88600 | 0.88600 | 0.89950 | -1116.09 | 8919007.51 |
4837 | 2021.01.20 11:02 | s/l | 2417 | 0.02 | 0.88600 | 0.88600 | 0.89964 | -1159.49 | 8917848.02 |
4838 | 2021.01.20 11:02 | s/l | 2418 | 0.04 | 0.88600 | 0.88600 | 0.89927 | -2089.56 | 8915758.46 |
4839 | 2021.01.20 11:02 | s/l | 2419 | 0.06 | 0.88600 | 0.88600 | 0.89912 | -2994.83 | 8912763.63 |
4840 | 2021.01.20 11:02 | s/l | 2420 | 0.03 | 0.88600 | 0.88600 | 0.89932 | -1590.42 | 8911173.21 |
4841 | 2021.01.22 03:00 | buy | 2421 | 0.01 | 0.88648 | 0.88239 | 0.89638 | |
4842 | 2021.01.27 16:55 | s/l | 2421 | 0.01 | 0.88239 | 0.88239 | 0.89638 | -634.00 | 8910539.21 |
4843 | 2021.01.28 08:00 | buy | 2422 | 0.01 | 0.88494 | 0.88065 | 0.89484 | |
4844 | 2021.02.01 10:39 | s/l | 2422 | 0.01 | 0.88065 | 0.88065 | 0.89484 | -665.00 | 8909874.21 |
4845 | 2021.02.01 18:00 | buy | 2423 | 0.01 | 0.88456 | 0.87987 | 0.89446 | |
4846 | 2021.02.02 12:38 | s/l | 2423 | 0.01 | 0.87987 | 0.87987 | 0.89446 | -727.00 | 8909147.21 |
4847 | 2021.02.02 17:00 | buy | 2424 | 0.01 | 0.88314 | 0.87897 | 0.89304 | |
4848 | 2021.02.03 21:00 | buy | 2425 | 0.17 | 0.88177 | 0.87897 | 0.89167 | |
4849 | 2021.02.03 23:00 | buy | 2426 | 0.04 | 0.88241 | 0.87897 | 0.89231 | |
4850 | 2021.02.04 02:00 | buy | 2427 | 0.08 | 0.88223 | 0.87897 | 0.89213 | |
4851 | 2021.02.04 03:00 | buy | 2428 | 0.03 | 0.88255 | 0.87897 | 0.89245 | |
4852 | 2021.02.04 06:00 | buy | 2429 | 0.01 | 0.88300 | 0.87897 | 0.89290 | |
4853 | 2021.02.04 12:00 | buy | 2430 | 0.06 | 0.88236 | 0.87897 | 0.89226 | |
4854 | 2021.02.04 14:29 | s/l | 2424 | 0.01 | 0.87897 | 0.87897 | 0.89304 | -646.40 | 8908500.81 |
4855 | 2021.02.04 14:29 | s/l | 2425 | 0.17 | 0.87897 | 0.87897 | 0.89167 | -7378.57 | 8901122.24 |
4856 | 2021.02.04 14:29 | s/l | 2426 | 0.04 | 0.87897 | 0.87897 | 0.89231 | -2132.97 | 8898989.27 |
4857 | 2021.02.04 14:29 | s/l | 2427 | 0.08 | 0.87897 | 0.87897 | 0.89213 | -4042.71 | 8894946.56 |
4858 | 2021.02.04 14:29 | s/l | 2428 | 0.03 | 0.87897 | 0.87897 | 0.89245 | -1664.83 | 8893281.73 |
4859 | 2021.02.04 14:29 | s/l | 2429 | 0.01 | 0.87897 | 0.87897 | 0.89290 | -624.70 | 8892657.03 |
4860 | 2021.02.04 14:29 | s/l | 2430 | 0.06 | 0.87897 | 0.87897 | 0.89226 | -3152.94 | 8889504.09 |
4861 | 2021.02.05 20:00 | sell | 2431 | 0.01 | 0.87652 | 0.88599 | 0.86662 | |
4862 | 2021.02.09 17:00 | sell | 2432 | 0.01 | 0.87685 | 0.88599 | 0.86695 | |
4863 | 2021.02.18 11:43 | t/p | 2432 | 0.01 | 0.86695 | 0.88599 | 0.86695 | 1534.80 | 8891038.89 |
4864 | 2021.02.18 11:47 | t/p | 2431 | 0.01 | 0.86662 | 0.88599 | 0.86662 | 1534.80 | 8892573.69 |
4865 | 2021.02.22 01:00 | sell | 2433 | 0.01 | 0.86463 | 0.87448 | 0.85473 | |
4866 | 2021.02.24 03:23 | t/p | 2433 | 0.01 | 0.85473 | 0.87448 | 0.85473 | 1534.82 | 8894108.51 |
4867 | 2021.02.25 01:00 | sell | 2434 | 0.01 | 0.86004 | 0.86843 | 0.85014 | |
4868 | 2021.02.25 19:22 | s/l | 2434 | 0.01 | 0.86843 | 0.86843 | 0.85014 | -1300.73 | 8892807.78 |
4869 | 2021.02.26 01:00 | buy | 2435 | 0.01 | 0.86931 | 0.84621 | 0.88021 | |
4870 | 2021.02.26 11:00 | close | 2435 | 0.01 | 0.87121 | 0.84621 | 0.88021 | 294.52 | 8893102.30 |
4871 | 2021.02.26 11:00 | buy | 2436 | 0.01 | 0.87131 | 0.84821 | 0.88221 | |
4872 | 2021.02.26 15:00 | buy | 2437 | 0.02 | 0.86892 | 0.84582 | 0.87982 | |
4873 | 2021.02.26 17:00 | buy | 2438 | 0.01 | 0.87004 | 0.84694 | 0.88094 | |
4874 | 2021.02.26 21:00 | sell | 2439 | 0.01 | 0.86613 | 0.87370 | 0.85623 | |
4875 | 2021.03.01 01:00 | sell | 2440 | 0.01 | 0.86641 | 0.87370 | 0.85651 | |
4876 | 2021.03.02 07:00 | buy | 2441 | 0.06 | 0.86671 | 0.84361 | 0.87761 | |
4877 | 2021.03.03 01:00 | buy | 2442 | 0.08 | 0.86582 | 0.84272 | 0.87672 | |
4878 | 2021.03.04 04:00 | buy | 2443 | 0.10 | 0.86525 | 0.84215 | 0.87615 | |
4879 | 2021.03.05 14:00 | buy | 2444 | 0.17 | 0.86370 | 0.84060 | 0.87460 | |
4880 | 2021.03.09 00:10 | t/p | 2440 | 0.01 | 0.85651 | 0.87370 | 0.85651 | 1534.82 | 8894637.12 |
4881 | 2021.03.09 02:00 | close | 2439 | 0.01 | 0.85745 | 0.87370 | 0.85623 | 1345.68 | 8895982.80 |
4882 | 2021.03.09 03:00 | sell | 2445 | 0.01 | 0.85717 | 0.86740 | 0.84727 | |
4883 | 2021.03.09 19:00 | close | 2445 | 0.01 | 0.85617 | 0.86740 | 0.84727 | 155.03 | 8896137.83 |
4884 | 2021.03.09 19:00 | sell | 2446 | 0.01 | 0.85607 | 0.86617 | 0.84617 | |
4885 | 2021.03.10 02:00 | sell | 2447 | 0.01 | 0.85662 | 0.86617 | 0.84672 | |
4886 | 2021.03.12 15:00 | buy | 2448 | 0.75 | 0.85879 | 0.83569 | 0.86969 | |
4887 | 2021.03.23 15:00 | close | 2436 | 0.01 | 0.86241 | 0.84821 | 0.88221 | -1379.58 | 8894758.25 |
4888 | 2021.03.23 15:00 | close | 2437 | 0.02 | 0.86241 | 0.84582 | 0.87982 | -2018.22 | 8892740.03 |
4889 | 2021.03.23 15:00 | close | 2438 | 0.01 | 0.86241 | 0.84694 | 0.88094 | -1182.72 | 8891557.31 |
4890 | 2021.03.23 15:00 | close | 2441 | 0.06 | 0.86241 | 0.84361 | 0.87761 | -3999.23 | 8887558.08 |
4891 | 2021.03.23 15:00 | close | 2442 | 0.08 | 0.86241 | 0.84272 | 0.87672 | -4228.65 | 8883329.43 |
4892 | 2021.03.23 15:00 | close | 2443 | 0.10 | 0.86241 | 0.84215 | 0.87615 | -4402.25 | 8878927.18 |
4893 | 2021.03.23 15:00 | close | 2444 | 0.17 | 0.86241 | 0.84060 | 0.87460 | -3399.35 | 8875527.83 |
4894 | 2021.03.23 15:00 | close | 2448 | 0.75 | 0.86241 | 0.83569 | 0.86969 | 42084.95 | 8917612.78 |
4895 | 2021.03.23 15:00 | buy | 2449 | 0.01 | 0.86251 | 0.83941 | 0.87341 | |
4896 | 2021.03.23 20:00 | buy | 2450 | 0.01 | 0.86137 | 0.83827 | 0.87227 | |
4897 | 2021.03.26 19:00 | close | 2446 | 0.01 | 0.85544 | 0.86617 | 0.84617 | 97.67 | 8917710.45 |
4898 | 2021.03.26 19:00 | close | 2447 | 0.01 | 0.85544 | 0.86617 | 0.84672 | 182.94 | 8917893.39 |
4899 | 2021.03.30 04:00 | buy | 2451 | 0.17 | 0.85491 | 0.83181 | 0.86581 | |
4900 | 2021.03.30 18:00 | buy | 2452 | 0.13 | 0.85526 | 0.83216 | 0.86616 | |
4901 | 2021.04.01 10:00 | buy | 2453 | 0.39 | 0.85252 | 0.82942 | 0.86342 | |
4902 | 2021.04.02 12:00 | buy | 2454 | 0.49 | 0.85160 | 0.82850 | 0.86250 | |
4903 | 2021.04.07 15:28 | t/p | 2454 | 0.49 | 0.86250 | 0.82850 | 0.86250 | 82791.38 | 9000684.77 |
4904 | 2021.04.07 15:38 | t/p | 2453 | 0.39 | 0.86342 | 0.82942 | 0.86342 | 65895.18 | 9066579.95 |
4905 | 2021.04.07 16:37 | t/p | 2451 | 0.17 | 0.86581 | 0.83181 | 0.86581 | 28723.54 | 9095303.49 |
4906 | 2021.04.07 16:39 | t/p | 2452 | 0.13 | 0.86616 | 0.83216 | 0.86616 | 21965.06 | 9117268.55 |
4907 | 2021.04.26 02:50 | t/p | 2450 | 0.01 | 0.87227 | 0.83827 | 0.87227 | 1689.58 | 9118958.13 |
4908 | 2021.04.30 21:00 | close | 2449 | 0.01 | 0.87079 | 0.83941 | 0.87341 | 1283.44 | 9120241.57 |
4909 | 2021.05.12 22:00 | buy | 2455 | 0.01 | 0.85927 | 0.83617 | 0.87017 | |
4910 | 2021.05.27 15:00 | close | 2455 | 0.01 | 0.86049 | 0.83617 | 0.87017 | 189.12 | 9120430.69 |
4911 | 2021.05.31 10:00 | buy | 2456 | 0.01 | 0.85965 | 0.83655 | 0.87055 | |
4912 | 2021.06.08 19:00 | close | 2456 | 0.01 | 0.86093 | 0.83655 | 0.87055 | 198.41 | 9120629.10 |
4913 | 2021.06.09 08:00 | buy | 2457 | 0.01 | 0.86066 | 0.83756 | 0.87156 | |
4914 | 2021.06.09 19:00 | close | 2457 | 0.01 | 0.86263 | 0.83756 | 0.87156 | 305.36 | 9120934.46 |
4915 | 2021.06.14 11:00 | buy | 2458 | 0.01 | 0.85936 | 0.83626 | 0.87026 | |
4916 | 2021.06.18 10:00 | buy | 2459 | 0.02 | 0.85790 | 0.83480 | 0.86880 | |
4917 | 2021.06.18 12:00 | buy | 2460 | 0.01 | 0.85838 | 0.83528 | 0.86928 | |
4918 | 2021.06.24 13:00 | buy | 2461 | 0.04 | 0.85547 | 0.83237 | 0.86637 | |
4919 | 2021.06.24 22:00 | buy | 2462 | 0.02 | 0.85673 | 0.83363 | 0.86763 | |
4920 | 2021.07.13 13:00 | buy | 2463 | 0.06 | 0.85483 | 0.83173 | 0.86573 | |
4921 | 2021.07.14 19:00 | buy | 2464 | 0.08 | 0.85371 | 0.84976 | 0.86361 | |
4922 | 2021.07.15 12:00 | buy | 2465 | 0.03 | 0.85592 | 0.83282 | 0.86682 | |
4923 | 2021.07.19 17:37 | t/p | 2464 | 0.08 | 0.86361 | 0.84976 | 0.86361 | 12276.24 | 9133210.70 |
4924 | 2021.07.20 14:39 | t/p | 2463 | 0.06 | 0.86573 | 0.83173 | 0.86573 | 10137.19 | 9143347.89 |
4925 | 2021.07.20 16:02 | t/p | 2461 | 0.04 | 0.86637 | 0.83237 | 0.86637 | 6758.13 | 9150106.02 |
4926 | 2021.07.20 16:13 | t/p | 2465 | 0.03 | 0.86682 | 0.83282 | 0.86682 | 5068.60 | 9155174.62 |
4927 | 2021.07.22 17:00 | close | 2458 | 0.01 | 0.85809 | 0.83626 | 0.87026 | -196.86 | 9154977.76 |
4928 | 2021.07.22 17:00 | close | 2459 | 0.02 | 0.85809 | 0.83480 | 0.86880 | 58.90 | 9155036.66 |
4929 | 2021.07.22 17:00 | close | 2460 | 0.01 | 0.85809 | 0.83528 | 0.86928 | -44.96 | 9154991.70 |
4930 | 2021.07.22 17:00 | close | 2462 | 0.02 | 0.85809 | 0.83363 | 0.86763 | 421.61 | 9155413.31 |
4931 | 2021.07.26 06:00 | buy | 2466 | 0.01 | 0.85645 | 0.83335 | 0.86735 | |
4932 | 2021.07.29 11:00 | buy | 2467 | 0.06 | 0.85154 | 0.84920 | 0.86144 | |
4933 | 2021.07.30 07:00 | buy | 2468 | 0.04 | 0.85199 | 0.84920 | 0.86189 | |
4934 | 2021.07.30 18:00 | buy | 2469 | 0.03 | 0.85282 | 0.84920 | 0.86272 | |
4935 | 2021.07.30 21:00 | buy | 2470 | 0.02 | 0.85359 | 0.83049 | 0.86449 | |
4936 | 2021.08.02 06:00 | buy | 2471 | 0.02 | 0.85426 | 0.83116 | 0.86516 | |
4937 | 2021.08.02 14:00 | buy | 2472 | 0.01 | 0.85550 | 0.83240 | 0.86640 | |
4938 | 2021.08.05 17:39 | s/l | 2467 | 0.06 | 0.84920 | 0.84920 | 0.86144 | -2176.21 | 9153237.10 |
4939 | 2021.08.05 17:39 | s/l | 2468 | 0.04 | 0.84920 | 0.84920 | 0.86189 | -1729.81 | 9151507.29 |
4940 | 2021.08.05 17:39 | s/l | 2469 | 0.03 | 0.84920 | 0.84920 | 0.86272 | -1683.31 | 9149823.98 |
4941 | 2021.08.10 08:00 | buy | 2473 | 0.23 | 0.84790 | 0.84550 | 0.85780 | |
4942 | 2021.08.10 13:04 | s/l | 2473 | 0.23 | 0.84550 | 0.84550 | 0.85780 | -8556.11 | 9141267.87 |
4943 | 2021.08.11 04:00 | buy | 2474 | 0.23 | 0.84737 | 0.84442 | 0.85727 | |
4944 | 2021.08.11 12:00 | buy | 2475 | 0.17 | 0.84822 | 0.84442 | 0.85812 | |
4945 | 2021.08.12 12:00 | buy | 2476 | 0.30 | 0.84727 | 0.84442 | 0.85717 | |
4946 | 2021.08.12 20:00 | buy | 2477 | 0.10 | 0.84963 | 0.84442 | 0.85953 | |
4947 | 2021.08.13 12:00 | buy | 2478 | 0.08 | 0.85079 | 0.82769 | 0.86169 | |
4948 | 2021.08.13 13:00 | buy | 2479 | 0.06 | 0.85124 | 0.82814 | 0.86214 | |
4949 | 2021.08.17 10:00 | buy | 2480 | 0.04 | 0.85232 | 0.82922 | 0.86322 | |
4950 | 2021.08.17 11:00 | buy | 2481 | 0.03 | 0.85313 | 0.83003 | 0.86403 | |