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 | |
前へ34ページ目
| # | 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 |
| 4951 | 2021.08.20 04:28 | t/p | 2476 | 0.30 | 0.85717 | 0.84442 | 0.85717 | 46034.41 | 9187302.28 |
| 4952 | 2021.08.20 04:36 | t/p | 2474 | 0.23 | 0.85727 | 0.84442 | 0.85727 | 35293.05 | 9222595.33 |
| 4953 | 2021.08.20 10:04 | t/p | 2475 | 0.17 | 0.85812 | 0.84442 | 0.85812 | 26086.16 | 9248681.49 |
| 4954 | 2021.08.31 13:36 | t/p | 2477 | 0.10 | 0.85953 | 0.84442 | 0.85953 | 15345.20 | 9264026.69 |
| 4955 | 2021.09.02 12:00 | close | 2466 | 0.01 | 0.85901 | 0.83335 | 0.86735 | 396.81 | 9264423.50 |
| 4956 | 2021.09.02 12:00 | close | 2470 | 0.02 | 0.85901 | 0.83049 | 0.86449 | 1680.23 | 9266103.73 |
| 4957 | 2021.09.02 12:00 | close | 2471 | 0.02 | 0.85901 | 0.83116 | 0.86516 | 1472.52 | 9267576.25 |
| 4958 | 2021.09.02 12:00 | close | 2472 | 0.01 | 0.85901 | 0.83240 | 0.86640 | 544.06 | 9268120.31 |
| 4959 | 2021.09.02 12:00 | close | 2478 | 0.08 | 0.85901 | 0.82769 | 0.86169 | 10192.93 | 9278313.24 |
| 4960 | 2021.09.02 12:00 | close | 2479 | 0.06 | 0.85901 | 0.82814 | 0.86214 | 7226.20 | 9285539.44 |
| 4961 | 2021.09.02 12:00 | close | 2480 | 0.04 | 0.85901 | 0.82922 | 0.86322 | 4147.85 | 9289687.29 |
| 4962 | 2021.09.02 12:00 | close | 2481 | 0.03 | 0.85901 | 0.83003 | 0.86403 | 2734.23 | 9292421.52 |
| 4963 | 2021.09.14 02:00 | buy | 2482 | 0.01 | 0.85351 | 0.83041 | 0.86441 | ||
| 4964 | 2021.09.29 15:06 | t/p | 2482 | 0.01 | 0.86441 | 0.83041 | 0.86441 | 1689.52 | 9294111.04 |
| 4965 | 2021.09.30 02:00 | buy | 2483 | 0.01 | 0.86364 | 0.85354 | 0.87354 | ||
| 4966 | 2021.09.30 15:00 | sell | 2484 | 0.01 | 0.86046 | 0.88356 | 0.84956 | ||
| 4967 | 2021.10.04 16:39 | s/l | 2483 | 0.01 | 0.85354 | 0.85354 | 0.87354 | -1565.49 | 9292545.55 |
| 4968 | 2021.10.06 12:00 | buy | 2485 | 0.01 | 0.85240 | 0.82930 | 0.86330 | ||
| 4969 | 2021.10.06 15:37 | t/p | 2484 | 0.01 | 0.84956 | 0.88356 | 0.84956 | 1689.71 | 9294235.26 |
| 4970 | 2021.10.08 22:00 | buy | 2486 | 0.02 | 0.85000 | 0.82762 | 0.86090 | ||
| 4971 | 2021.10.11 01:00 | buy | 2487 | 0.03 | 0.84935 | 0.82762 | 0.86025 | ||
| 4972 | 2021.10.12 04:00 | buy | 2488 | 0.02 | 0.85021 | 0.82762 | 0.86111 | ||
| 4973 | 2021.10.14 23:00 | buy | 2489 | 0.04 | 0.84833 | 0.84486 | 0.85823 | ||
| 4974 | 2021.10.15 00:00 | buy | 2490 | 0.06 | 0.84775 | 0.84486 | 0.85765 | ||
| 4975 | 2021.10.15 13:36 | s/l | 2489 | 0.04 | 0.84486 | 0.84486 | 0.85823 | -2151.43 | 9292083.83 |
| 4976 | 2021.10.15 13:36 | s/l | 2490 | 0.06 | 0.84486 | 0.84486 | 0.85765 | -2687.73 | 9289396.10 |
| 4977 | 2021.10.18 18:00 | buy | 2491 | 0.10 | 0.84565 | 0.84177 | 0.85555 | ||
| 4978 | 2021.10.19 12:00 | buy | 2492 | 0.13 | 0.84538 | 0.84177 | 0.85528 | ||
| 4979 | 2021.10.21 09:00 | buy | 2493 | 0.23 | 0.84373 | 0.84137 | 0.85363 | ||
| 4980 | 2021.10.22 14:00 | buy | 2494 | 0.17 | 0.84424 | 0.84132 | 0.85414 | ||
| 4981 | 2021.10.22 19:00 | buy | 2495 | 0.08 | 0.84647 | 0.82762 | 0.85737 | ||
| 4982 | 2021.10.26 10:02 | s/l | 2491 | 0.10 | 0.84177 | 0.84177 | 0.85555 | -6014.07 | 9283382.03 |
| 4983 | 2021.10.26 10:02 | s/l | 2492 | 0.13 | 0.84177 | 0.84177 | 0.85528 | -7274.24 | 9276107.79 |
| 4984 | 2021.10.26 10:04 | s/l | 2493 | 0.23 | 0.84137 | 0.84137 | 0.85363 | -8413.51 | 9267694.28 |
| 4985 | 2021.10.26 10:04 | s/l | 2494 | 0.17 | 0.84132 | 0.84132 | 0.85414 | -7694.30 | 9259999.98 |
| 4986 | 2021.10.27 11:00 | buy | 2496 | 0.17 | 0.84426 | 0.83968 | 0.85416 | ||
| 4987 | 2021.10.27 12:00 | buy | 2497 | 0.13 | 0.84493 | 0.82889 | 0.85583 | ||
| 4988 | 2021.10.27 14:00 | buy | 2498 | 0.10 | 0.84559 | 0.82889 | 0.85649 | ||
| 4989 | 2021.10.28 21:00 | buy | 2499 | 0.06 | 0.84752 | 0.83298 | 0.85842 | ||
| 4990 | 2021.11.01 20:00 | buy | 2500 | 0.04 | 0.84864 | 0.83298 | 0.85954 | ||
| 4991 | 2021.11.02 14:00 | buy | 2501 | 0.01 | 0.85105 | 0.83325 | 0.86195 | ||
| 4992 | 2021.11.04 15:51 | t/p | 2496 | 0.17 | 0.85416 | 0.83968 | 0.85416 | 26086.67 | 9286086.65 |
| 4993 | 2021.11.04 18:45 | t/p | 2497 | 0.13 | 0.85583 | 0.82889 | 0.85583 | 21963.65 | 9308050.30 |
| 4994 | 2021.11.05 10:17 | t/p | 2498 | 0.10 | 0.85649 | 0.82889 | 0.85649 | 16895.10 | 9324945.40 |
| 4995 | 2021.11.05 11:10 | t/p | 2495 | 0.08 | 0.85737 | 0.82762 | 0.85737 | 13516.09 | 9338461.49 |
| 4996 | 2021.11.05 11:37 | t/p | 2499 | 0.06 | 0.85842 | 0.83298 | 0.85842 | 10137.06 | 9348598.55 |
| 4997 | 2021.11.05 15:00 | close | 2485 | 0.01 | 0.85796 | 0.82930 | 0.86330 | 861.81 | 9349460.36 |
| 4998 | 2021.11.05 15:00 | close | 2486 | 0.02 | 0.85796 | 0.82762 | 0.86090 | 2467.62 | 9351927.98 |
| 4999 | 2021.11.05 15:00 | close | 2487 | 0.03 | 0.85796 | 0.82762 | 0.86025 | 4003.67 | 9355931.65 |
| 5000 | 2021.11.05 15:00 | close | 2488 | 0.02 | 0.85796 | 0.82762 | 0.86111 | 2402.52 | 9358334.17 |
| 5001 | 2021.11.05 15:00 | close | 2500 | 0.04 | 0.85796 | 0.83298 | 0.85954 | 5778.44 | 9364112.61 |
| 5002 | 2021.11.05 15:00 | close | 2501 | 0.01 | 0.85796 | 0.83325 | 0.86195 | 1071.06 | 9365183.67 |
| 5003 | 2021.11.18 14:00 | buy | 2502 | 0.01 | 0.84115 | 0.83774 | 0.85105 | ||
| 5004 | 2021.11.22 00:13 | s/l | 2502 | 0.01 | 0.83774 | 0.83774 | 0.85105 | -528.55 | 9364655.12 |
| 5005 | 2021.11.23 09:00 | buy | 2503 | 0.01 | 0.83958 | 0.83713 | 0.84948 | ||
| 5006 | 2021.11.26 07:00 | close | 2503 | 0.01 | 0.84335 | 0.83713 | 0.84948 | 584.36 | 9365239.48 |
| 5007 | 2021.11.26 09:00 | buy | 2504 | 0.01 | 0.84406 | 0.83713 | 0.85496 | ||
| 5008 | 2021.11.29 23:54 | close at stop | 2504 | 0.01 | 0.84803 | 0.83713 | 0.85496 | 615.36 | 9365854.84 |
前へ34ページ目