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 |
1051 | 2009.06.05 05:00 | buy | 531 | 0.01 | 0.88060 | 0.85750 | 0.89150 | |
1052 | 2009.06.05 08:51 | t/p | 525 | 0.08 | 0.88330 | 0.84930 | 0.88330 | 13512.77 | 2566197.43 |
1053 | 2009.06.05 09:39 | t/p | 520 | 0.30 | 0.88410 | 0.85010 | 0.88410 | 50672.90 | 2616870.33 |
1054 | 2009.06.05 09:42 | t/p | 521 | 0.23 | 0.88490 | 0.85090 | 0.88490 | 38849.22 | 2655719.55 |
1055 | 2009.06.05 09:42 | t/p | 524 | 0.17 | 0.88560 | 0.85160 | 0.88560 | 28714.65 | 2684434.20 |
1056 | 2009.06.05 09:53 | t/p | 523 | 0.13 | 0.88640 | 0.85240 | 0.88640 | 21958.26 | 2706392.46 |
1057 | 2009.06.05 15:00 | buy | 532 | 0.01 | 0.87970 | 0.85660 | 0.89060 | |
1058 | 2009.06.08 10:00 | buy | 533 | 0.02 | 0.87860 | 0.85550 | 0.88950 | |
1059 | 2009.06.09 10:00 | sell | 534 | 0.01 | 0.86280 | 0.87290 | 0.85290 | |
1060 | 2009.06.10 14:25 | s/l | 531 | 0.01 | 0.85750 | 0.85750 | 0.89150 | -3579.74 | 2702812.72 |
1061 | 2009.06.10 16:57 | s/l | 513 | 0.02 | 0.85660 | 0.85660 | 0.89060 | -7159.48 | 2695653.24 |
1062 | 2009.06.10 16:57 | s/l | 532 | 0.01 | 0.85660 | 0.85660 | 0.89060 | -3579.74 | 2692073.50 |
1063 | 2009.06.10 16:59 | s/l | 516 | 0.03 | 0.85610 | 0.85610 | 0.89010 | -10739.21 | 2681334.29 |
1064 | 2009.06.10 17:02 | s/l | 514 | 0.04 | 0.85560 | 0.85560 | 0.88960 | -14318.95 | 2667015.34 |
1065 | 2009.06.10 17:02 | s/l | 533 | 0.02 | 0.85550 | 0.85550 | 0.88950 | -7159.47 | 2659855.87 |
1066 | 2009.06.10 23:45 | s/l | 515 | 0.06 | 0.85460 | 0.85460 | 0.88860 | -21478.43 | 2638377.44 |
1067 | 2009.06.11 11:30 | s/l | 522 | 0.10 | 0.85280 | 0.85280 | 0.88680 | -35798.53 | 2602578.91 |
1068 | 2009.06.11 11:30 | t/p | 534 | 0.01 | 0.85290 | 0.87290 | 0.85290 | 1534.42 | 2604113.33 |
1069 | 2009.06.12 11:00 | sell | 535 | 0.01 | 0.85220 | 0.86230 | 0.84230 | |
1070 | 2009.06.15 13:00 | close | 535 | 0.01 | 0.84940 | 0.86230 | 0.84230 | 433.99 | 2604547.32 |
1071 | 2009.06.16 05:00 | sell | 536 | 0.01 | 0.84800 | 0.85810 | 0.83810 | |
1072 | 2009.06.18 11:56 | s/l | 536 | 0.01 | 0.85810 | 0.85810 | 0.83810 | -1565.47 | 2602981.85 |
1073 | 2009.06.18 13:00 | buy | 537 | 0.01 | 0.85780 | 0.83470 | 0.86870 | |
1074 | 2009.06.18 23:00 | sell | 538 | 0.01 | 0.85020 | 0.86030 | 0.84030 | |
1075 | 2009.06.19 08:00 | sell | 539 | 0.01 | 0.85140 | 0.86030 | 0.84150 | |
1076 | 2009.06.19 10:00 | sell | 540 | 0.01 | 0.85120 | 0.86030 | 0.84130 | |
1077 | 2009.06.22 11:00 | close | 538 | 0.01 | 0.84500 | 0.86030 | 0.84030 | 806.00 | 2603787.85 |
1078 | 2009.06.22 11:00 | close | 539 | 0.01 | 0.84500 | 0.86030 | 0.84150 | 992.00 | 2604779.85 |
1079 | 2009.06.22 11:00 | close | 540 | 0.01 | 0.84500 | 0.86030 | 0.84130 | 961.00 | 2605740.85 |
1080 | 2009.06.22 12:00 | sell | 541 | 0.01 | 0.84370 | 0.85380 | 0.83380 | |
1081 | 2009.06.23 10:59 | s/l | 541 | 0.01 | 0.85380 | 0.85380 | 0.83380 | -1565.55 | 2604175.30 |
1082 | 2009.06.23 12:00 | buy | 542 | 0.02 | 0.85590 | 0.83280 | 0.86680 | |
1083 | 2009.06.23 14:00 | buy | 543 | 0.01 | 0.85700 | 0.83390 | 0.86790 | |
1084 | 2009.06.24 11:00 | sell | 544 | 0.01 | 0.85250 | 0.86115 | 0.84260 | |
1085 | 2009.06.25 11:00 | buy | 545 | 0.04 | 0.85340 | 0.83030 | 0.86430 | |
1086 | 2009.07.02 21:00 | buy | 546 | 0.02 | 0.85530 | 0.83220 | 0.86620 | |
1087 | 2009.07.03 00:00 | buy | 547 | 0.03 | 0.85410 | 0.83100 | 0.86500 | |
1088 | 2009.07.03 04:00 | buy | 548 | 0.06 | 0.85300 | 0.82990 | 0.86390 | |
1089 | 2009.07.06 09:57 | s/l | 544 | 0.01 | 0.86115 | 0.86115 | 0.84260 | -1340.78 | 2602834.52 |
1090 | 2009.07.06 10:53 | t/p | 548 | 0.06 | 0.86390 | 0.82990 | 0.86390 | 10135.96 | 2612970.48 |
1091 | 2009.07.06 11:08 | t/p | 545 | 0.04 | 0.86430 | 0.83030 | 0.86430 | 6757.30 | 2619727.78 |
1092 | 2009.07.07 14:20 | t/p | 547 | 0.03 | 0.86500 | 0.83100 | 0.86500 | 5068.01 | 2624795.79 |
1093 | 2009.07.08 13:08 | t/p | 546 | 0.02 | 0.86620 | 0.83220 | 0.86620 | 3378.63 | 2628174.42 |
1094 | 2009.07.08 13:45 | t/p | 542 | 0.02 | 0.86680 | 0.83280 | 0.86680 | 3378.63 | 2631553.05 |
1095 | 2009.07.09 15:00 | close | 537 | 0.01 | 0.86030 | 0.83470 | 0.86870 | 387.45 | 2631940.50 |
1096 | 2009.07.09 15:00 | close | 543 | 0.01 | 0.86030 | 0.83390 | 0.86790 | 511.44 | 2632451.94 |
1097 | 2009.07.10 19:00 | buy | 549 | 0.01 | 0.86060 | 0.83750 | 0.87150 | |
1098 | 2009.07.13 16:00 | close | 549 | 0.01 | 0.86560 | 0.83750 | 0.87150 | 774.91 | 2633226.85 |
1099 | 2009.07.13 16:00 | buy | 550 | 0.01 | 0.86570 | 0.84260 | 0.87660 | |
1100 | 2009.07.13 19:00 | buy | 551 | 0.02 | 0.86390 | 0.84080 | 0.87480 | |
1101 | 2009.07.15 13:03 | buy | 552 | 0.10 | 0.85910 | 0.83600 | 0.87000 | |
1102 | 2009.07.15 19:00 | buy | 553 | 0.13 | 0.85870 | 0.83560 | 0.86960 | |
1103 | 2009.07.15 21:00 | buy | 554 | 0.08 | 0.86000 | 0.83690 | 0.87090 | |
1104 | 2009.07.16 15:00 | buy | 555 | 0.06 | 0.86050 | 0.83740 | 0.87140 | |
1105 | 2009.07.17 02:00 | buy | 556 | 0.04 | 0.86150 | 0.83840 | 0.87240 | |
1106 | 2009.07.17 09:00 | buy | 557 | 0.03 | 0.86200 | 0.83890 | 0.87290 | |
1107 | 2009.07.17 10:00 | buy | 558 | 0.02 | 0.86290 | 0.83980 | 0.87380 | |
1108 | 2009.07.17 11:00 | buy | 559 | 0.01 | 0.86450 | 0.84140 | 0.87540 | |
1109 | 2009.07.31 15:00 | buy | 560 | 0.51 | 0.85500 | 0.83190 | 0.86590 | |
1110 | 2009.07.31 16:00 | buy | 561 | 0.19 | 0.85600 | 0.83290 | 0.86690 | |
1111 | 2009.08.21 10:29 | t/p | 560 | 0.51 | 0.86590 | 0.83190 | 0.86590 | 86160.60 | 2719387.45 |
1112 | 2009.08.21 10:58 | t/p | 561 | 0.19 | 0.86690 | 0.83290 | 0.86690 | 32099.05 | 2751486.50 |
1113 | 2009.08.21 12:00 | close | 550 | 0.01 | 0.86680 | 0.84260 | 0.87660 | 170.49 | 2751656.99 |
1114 | 2009.08.21 12:00 | close | 551 | 0.02 | 0.86680 | 0.84080 | 0.87480 | 898.95 | 2752555.94 |
1115 | 2009.08.21 12:00 | close | 552 | 0.10 | 0.86680 | 0.83600 | 0.87000 | 11934.46 | 2764490.40 |
1116 | 2009.08.21 12:00 | close | 553 | 0.13 | 0.86680 | 0.83560 | 0.86960 | 16320.76 | 2780811.16 |
1117 | 2009.08.21 12:00 | close | 554 | 0.08 | 0.86680 | 0.83690 | 0.87090 | 8431.62 | 2789242.78 |
1118 | 2009.08.21 12:00 | close | 555 | 0.06 | 0.86680 | 0.83740 | 0.87140 | 5858.73 | 2795101.51 |
1119 | 2009.08.21 12:00 | close | 556 | 0.04 | 0.86680 | 0.83840 | 0.87240 | 3285.85 | 2798387.36 |
1120 | 2009.08.21 12:00 | close | 557 | 0.03 | 0.86680 | 0.83890 | 0.87290 | 2231.90 | 2800619.26 |
1121 | 2009.08.21 12:00 | close | 558 | 0.02 | 0.86680 | 0.83980 | 0.87380 | 1208.94 | 2801828.20 |
1122 | 2009.08.21 12:00 | close | 559 | 0.01 | 0.86680 | 0.84140 | 0.87540 | 356.48 | 2802184.68 |
1123 | 2009.08.25 03:04 | buy | 562 | 0.01 | 0.87130 | 0.86120 | 0.88120 | |
1124 | 2009.08.27 12:55 | t/p | 562 | 0.01 | 0.88120 | 0.86120 | 0.88120 | 1534.42 | 2803719.10 |
1125 | 2009.08.27 13:00 | buy | 563 | 0.01 | 0.88160 | 0.87150 | 0.89150 | |
1126 | 2009.08.27 14:00 | buy | 564 | 0.01 | 0.88120 | 0.87110 | 0.89110 | |
1127 | 2009.08.27 17:00 | buy | 565 | 0.02 | 0.88050 | 0.87040 | 0.89040 | |
1128 | 2009.08.27 18:00 | buy | 566 | 0.04 | 0.87970 | 0.86960 | 0.88960 | |
1129 | 2009.08.27 20:00 | buy | 567 | 0.03 | 0.88030 | 0.87020 | 0.89020 | |
1130 | 2009.08.27 21:00 | buy | 568 | 0.02 | 0.88070 | 0.87060 | 0.89060 | |
1131 | 2009.09.03 14:00 | sell | 569 | 0.01 | 0.87290 | 0.89600 | 0.86200 | |
1132 | 2009.09.04 13:38 | s/l | 563 | 0.01 | 0.87150 | 0.87150 | 0.89150 | -1565.42 | 2802153.68 |
1133 | 2009.09.04 14:46 | s/l | 564 | 0.01 | 0.87110 | 0.87110 | 0.89110 | -1565.42 | 2800588.26 |
1134 | 2009.09.04 16:42 | s/l | 568 | 0.02 | 0.87060 | 0.87060 | 0.89060 | -3130.84 | 2797457.42 |
1135 | 2009.09.04 17:24 | s/l | 565 | 0.02 | 0.87040 | 0.87040 | 0.89040 | -3130.84 | 2794326.58 |
1136 | 2009.09.07 06:00 | buy | 570 | 0.01 | 0.87430 | 0.86985 | 0.88420 | |
1137 | 2009.09.08 13:00 | sell | 571 | 0.01 | 0.87390 | 0.89600 | 0.86300 | |
1138 | 2009.09.09 19:00 | close | 566 | 0.04 | 0.88000 | 0.86960 | 0.88960 | 185.99 | 2794512.57 |
1139 | 2009.09.09 19:00 | close | 567 | 0.03 | 0.88000 | 0.87020 | 0.89020 | -139.49 | 2794373.08 |
1140 | 2009.09.09 19:00 | close | 570 | 0.01 | 0.88000 | 0.86985 | 0.88420 | 883.46 | 2795256.54 |
1141 | 2009.09.09 19:00 | buy | 572 | 0.01 | 0.88010 | 0.86985 | 0.89000 | |
1142 | 2009.09.09 20:00 | buy | 573 | 0.01 | 0.87970 | 0.86985 | 0.88960 | |
1143 | 2009.09.10 15:00 | sell | 574 | 0.01 | 0.87570 | 0.89600 | 0.86480 | |
1144 | 2009.09.10 22:00 | sell | 575 | 0.01 | 0.87490 | 0.89600 | 0.86400 | |
1145 | 2009.09.14 10:00 | buy | 576 | 0.13 | 0.87700 | 0.87175 | 0.88690 | |
1146 | 2009.09.14 12:00 | buy | 577 | 0.02 | 0.87900 | 0.87175 | 0.88890 | |
1147 | 2009.09.15 10:00 | buy | 578 | 0.02 | 0.87950 | 0.87175 | 0.88940 | |
1148 | 2009.09.15 13:24 | t/p | 576 | 0.13 | 0.88690 | 0.87175 | 0.88690 | 19947.73 | 2815204.27 |
1149 | 2009.09.15 18:11 | t/p | 577 | 0.02 | 0.88890 | 0.87175 | 0.88890 | 3068.88 | 2818273.15 |
1150 | 2009.09.15 18:21 | t/p | 578 | 0.02 | 0.88940 | 0.87175 | 0.88940 | 3068.88 | 2821342.03 |
1151 | 2009.09.15 20:41 | t/p | 573 | 0.01 | 0.88960 | 0.86985 | 0.88960 | 1534.44 | 2822876.47 |
1152 | 2009.09.16 05:39 | t/p | 572 | 0.01 | 0.89000 | 0.86985 | 0.89000 | 1534.44 | 2824410.91 |
1153 | 2009.09.16 06:00 | buy | 579 | 0.01 | 0.89040 | 0.88030 | 0.90030 | |
1154 | 2009.09.16 13:00 | buy | 580 | 0.01 | 0.88990 | 0.87980 | 0.89980 | |
1155 | 2009.09.16 15:00 | buy | 581 | 0.04 | 0.88880 | 0.87870 | 0.89870 | |
1156 | 2009.09.17 21:16 | s/l | 569 | 0.01 | 0.89600 | 0.89600 | 0.86200 | -3580.82 | 2820830.09 |
1157 | 2009.09.17 21:16 | s/l | 571 | 0.01 | 0.89600 | 0.89600 | 0.86300 | -3425.81 | 2817404.28 |
1158 | 2009.09.17 21:16 | s/l | 574 | 0.01 | 0.89600 | 0.89600 | 0.86480 | -3146.78 | 2814257.50 |
1159 | 2009.09.17 21:16 | s/l | 575 | 0.01 | 0.89600 | 0.89600 | 0.86400 | -3270.79 | 2810986.71 |
1160 | 2009.09.18 08:31 | t/p | 581 | 0.04 | 0.89870 | 0.87870 | 0.89870 | 6137.76 | 2817124.47 |
1161 | 2009.09.18 10:17 | t/p | 580 | 0.01 | 0.89980 | 0.87980 | 0.89980 | 1534.44 | 2818658.91 |
1162 | 2009.09.18 10:27 | t/p | 579 | 0.01 | 0.90030 | 0.88030 | 0.90030 | 1534.44 | 2820193.35 |
1163 | 2009.09.22 01:00 | buy | 582 | 0.01 | 0.90570 | 0.89560 | 0.91560 | |
1164 | 2009.09.24 18:00 | t/p | 582 | 0.01 | 0.91560 | 0.89560 | 0.91560 | 1534.44 | 2821727.79 |
1165 | 2009.09.24 18:00 | buy | 583 | 0.01 | 0.91556 | 0.90530 | 0.92530 | |
1166 | 2009.09.24 19:00 | buy | 584 | 0.02 | 0.91480 | 0.90470 | 0.92470 | |
1167 | 2009.09.24 20:00 | buy | 585 | 0.02 | 0.91430 | 0.90420 | 0.92420 | |
1168 | 2009.09.24 22:00 | buy | 586 | 0.13 | 0.91240 | 0.90230 | 0.92230 | |
1169 | 2009.09.25 00:00 | buy | 587 | 0.10 | 0.91270 | 0.90260 | 0.92260 | |
1170 | 2009.09.25 01:04 | buy | 588 | 0.08 | 0.91300 | 0.90290 | 0.92290 | |
1171 | 2009.09.25 02:00 | buy | 589 | 0.04 | 0.91380 | 0.90370 | 0.92370 | |
1172 | 2009.09.28 01:13 | t/p | 586 | 0.13 | 0.92230 | 0.90230 | 0.92230 | 19947.73 | 2841675.52 |
1173 | 2009.09.28 01:20 | t/p | 587 | 0.10 | 0.92260 | 0.90260 | 0.92260 | 15344.40 | 2857019.92 |
1174 | 2009.09.28 01:20 | t/p | 588 | 0.08 | 0.92290 | 0.90290 | 0.92290 | 12275.52 | 2869295.44 |
1175 | 2009.09.28 01:21 | t/p | 589 | 0.04 | 0.92370 | 0.90370 | 0.92370 | 6137.76 | 2875433.20 |
1176 | 2009.09.28 01:21 | t/p | 585 | 0.02 | 0.92420 | 0.90420 | 0.92420 | 3068.88 | 2878502.08 |
1177 | 2009.09.28 01:21 | t/p | 584 | 0.02 | 0.92470 | 0.90470 | 0.92470 | 3068.88 | 2881570.96 |
1178 | 2009.09.28 01:22 | t/p | 583 | 0.01 | 0.92530 | 0.90530 | 0.92530 | 1509.64 | 2883080.60 |
1179 | 2009.09.28 02:00 | buy | 590 | 0.01 | 0.92720 | 0.91710 | 0.93710 | |
1180 | 2009.09.28 04:00 | buy | 591 | 0.03 | 0.92580 | 0.91570 | 0.93570 | |
1181 | 2009.09.28 05:00 | buy | 592 | 0.23 | 0.92350 | 0.91340 | 0.93340 | |
1182 | 2009.09.28 07:00 | buy | 593 | 0.30 | 0.92320 | 0.91310 | 0.93310 | |
1183 | 2009.09.28 11:00 | buy | 594 | 0.63 | 0.92070 | 0.91060 | 0.93060 | |
1184 | 2009.09.29 12:56 | s/l | 590 | 0.01 | 0.91710 | 0.91710 | 0.93710 | -1565.43 | 2881515.17 |
1185 | 2009.09.29 13:00 | close | 591 | 0.03 | 0.91670 | 0.91570 | 0.93570 | -4231.31 | 2877283.86 |
1186 | 2009.09.29 13:00 | close | 592 | 0.23 | 0.91670 | 0.91340 | 0.93340 | -24240.91 | 2853042.95 |
1187 | 2009.09.29 13:00 | close | 593 | 0.30 | 0.91670 | 0.91310 | 0.93310 | -30223.64 | 2822819.31 |
1188 | 2009.09.29 13:00 | close | 594 | 0.63 | 0.91670 | 0.91060 | 0.93060 | -39058.23 | 2783761.08 |
1189 | 2009.09.30 21:00 | buy | 595 | 0.01 | 0.91550 | 0.90540 | 0.92540 | |
1190 | 2009.10.01 02:01 | buy | 596 | 0.02 | 0.91450 | 0.90715 | 0.92440 | |
1191 | 2009.10.02 02:00 | buy | 597 | 0.04 | 0.91360 | 0.90715 | 0.92350 | |
1192 | 2009.10.02 08:00 | buy | 598 | 0.03 | 0.91400 | 0.90715 | 0.92390 | |
1193 | 2009.10.02 12:00 | buy | 599 | 0.01 | 0.91500 | 0.90715 | 0.92490 | |
1194 | 2009.10.06 11:00 | close | 595 | 0.01 | 0.91790 | 0.90540 | 0.92540 | 371.99 | 2784133.07 |
1195 | 2009.10.06 11:00 | close | 596 | 0.02 | 0.91790 | 0.90715 | 0.92440 | 1053.96 | 2785187.03 |
1196 | 2009.10.06 11:00 | close | 597 | 0.04 | 0.91790 | 0.90715 | 0.92350 | 2665.91 | 2787852.94 |
1197 | 2009.10.06 11:00 | close | 598 | 0.03 | 0.91790 | 0.90715 | 0.92390 | 1813.44 | 2789666.38 |
1198 | 2009.10.06 11:00 | close | 599 | 0.01 | 0.91790 | 0.90715 | 0.92490 | 449.48 | 2790115.86 |
1199 | 2009.10.06 12:00 | buy | 600 | 0.01 | 0.92300 | 0.91290 | 0.93290 | |
1200 | 2009.10.09 11:00 | buy | 601 | 0.06 | 0.92090 | 0.91335 | 0.93080 | |