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
Graph
前へ8ページ目次へ
#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
10512009.06.05 05:00buy5310.010.880600.857500.89150
10522009.06.05 08:51t/p5250.080.883300.849300.8833013512.772566197.43
10532009.06.05 09:39t/p5200.300.884100.850100.8841050672.902616870.33
10542009.06.05 09:42t/p5210.230.884900.850900.8849038849.222655719.55
10552009.06.05 09:42t/p5240.170.885600.851600.8856028714.652684434.20
10562009.06.05 09:53t/p5230.130.886400.852400.8864021958.262706392.46
10572009.06.05 15:00buy5320.010.879700.856600.89060
10582009.06.08 10:00buy5330.020.878600.855500.88950
10592009.06.09 10:00sell5340.010.862800.872900.85290
10602009.06.10 14:25s/l5310.010.857500.857500.89150-3579.742702812.72
10612009.06.10 16:57s/l5130.020.856600.856600.89060-7159.482695653.24
10622009.06.10 16:57s/l5320.010.856600.856600.89060-3579.742692073.50
10632009.06.10 16:59s/l5160.030.856100.856100.89010-10739.212681334.29
10642009.06.10 17:02s/l5140.040.855600.855600.88960-14318.952667015.34
10652009.06.10 17:02s/l5330.020.855500.855500.88950-7159.472659855.87
10662009.06.10 23:45s/l5150.060.854600.854600.88860-21478.432638377.44
10672009.06.11 11:30s/l5220.100.852800.852800.88680-35798.532602578.91
10682009.06.11 11:30t/p5340.010.852900.872900.852901534.422604113.33
10692009.06.12 11:00sell5350.010.852200.862300.84230
10702009.06.15 13:00close5350.010.849400.862300.84230433.992604547.32
10712009.06.16 05:00sell5360.010.848000.858100.83810
10722009.06.18 11:56s/l5360.010.858100.858100.83810-1565.472602981.85
10732009.06.18 13:00buy5370.010.857800.834700.86870
10742009.06.18 23:00sell5380.010.850200.860300.84030
10752009.06.19 08:00sell5390.010.851400.860300.84150
10762009.06.19 10:00sell5400.010.851200.860300.84130
10772009.06.22 11:00close5380.010.845000.860300.84030806.002603787.85
10782009.06.22 11:00close5390.010.845000.860300.84150992.002604779.85
10792009.06.22 11:00close5400.010.845000.860300.84130961.002605740.85
10802009.06.22 12:00sell5410.010.843700.853800.83380
10812009.06.23 10:59s/l5410.010.853800.853800.83380-1565.552604175.30
10822009.06.23 12:00buy5420.020.855900.832800.86680
10832009.06.23 14:00buy5430.010.857000.833900.86790
10842009.06.24 11:00sell5440.010.852500.861150.84260
10852009.06.25 11:00buy5450.040.853400.830300.86430
10862009.07.02 21:00buy5460.020.855300.832200.86620
10872009.07.03 00:00buy5470.030.854100.831000.86500
10882009.07.03 04:00buy5480.060.853000.829900.86390
10892009.07.06 09:57s/l5440.010.861150.861150.84260-1340.782602834.52
10902009.07.06 10:53t/p5480.060.863900.829900.8639010135.962612970.48
10912009.07.06 11:08t/p5450.040.864300.830300.864306757.302619727.78
10922009.07.07 14:20t/p5470.030.865000.831000.865005068.012624795.79
10932009.07.08 13:08t/p5460.020.866200.832200.866203378.632628174.42
10942009.07.08 13:45t/p5420.020.866800.832800.866803378.632631553.05
10952009.07.09 15:00close5370.010.860300.834700.86870387.452631940.50
10962009.07.09 15:00close5430.010.860300.833900.86790511.442632451.94
10972009.07.10 19:00buy5490.010.860600.837500.87150
10982009.07.13 16:00close5490.010.865600.837500.87150774.912633226.85
10992009.07.13 16:00buy5500.010.865700.842600.87660
11002009.07.13 19:00buy5510.020.863900.840800.87480
11012009.07.15 13:03buy5520.100.859100.836000.87000
11022009.07.15 19:00buy5530.130.858700.835600.86960
11032009.07.15 21:00buy5540.080.860000.836900.87090
11042009.07.16 15:00buy5550.060.860500.837400.87140
11052009.07.17 02:00buy5560.040.861500.838400.87240
11062009.07.17 09:00buy5570.030.862000.838900.87290
11072009.07.17 10:00buy5580.020.862900.839800.87380
11082009.07.17 11:00buy5590.010.864500.841400.87540
11092009.07.31 15:00buy5600.510.855000.831900.86590
11102009.07.31 16:00buy5610.190.856000.832900.86690
11112009.08.21 10:29t/p5600.510.865900.831900.8659086160.602719387.45
11122009.08.21 10:58t/p5610.190.866900.832900.8669032099.052751486.50
11132009.08.21 12:00close5500.010.866800.842600.87660170.492751656.99
11142009.08.21 12:00close5510.020.866800.840800.87480898.952752555.94
11152009.08.21 12:00close5520.100.866800.836000.8700011934.462764490.40
11162009.08.21 12:00close5530.130.866800.835600.8696016320.762780811.16
11172009.08.21 12:00close5540.080.866800.836900.870908431.622789242.78
11182009.08.21 12:00close5550.060.866800.837400.871405858.732795101.51
11192009.08.21 12:00close5560.040.866800.838400.872403285.852798387.36
11202009.08.21 12:00close5570.030.866800.838900.872902231.902800619.26
11212009.08.21 12:00close5580.020.866800.839800.873801208.942801828.20
11222009.08.21 12:00close5590.010.866800.841400.87540356.482802184.68
11232009.08.25 03:04buy5620.010.871300.861200.88120
11242009.08.27 12:55t/p5620.010.881200.861200.881201534.422803719.10
11252009.08.27 13:00buy5630.010.881600.871500.89150
11262009.08.27 14:00buy5640.010.881200.871100.89110
11272009.08.27 17:00buy5650.020.880500.870400.89040
11282009.08.27 18:00buy5660.040.879700.869600.88960
11292009.08.27 20:00buy5670.030.880300.870200.89020
11302009.08.27 21:00buy5680.020.880700.870600.89060
11312009.09.03 14:00sell5690.010.872900.896000.86200
11322009.09.04 13:38s/l5630.010.871500.871500.89150-1565.422802153.68
11332009.09.04 14:46s/l5640.010.871100.871100.89110-1565.422800588.26
11342009.09.04 16:42s/l5680.020.870600.870600.89060-3130.842797457.42
11352009.09.04 17:24s/l5650.020.870400.870400.89040-3130.842794326.58
11362009.09.07 06:00buy5700.010.874300.869850.88420
11372009.09.08 13:00sell5710.010.873900.896000.86300
11382009.09.09 19:00close5660.040.880000.869600.88960185.992794512.57
11392009.09.09 19:00close5670.030.880000.870200.89020-139.492794373.08
11402009.09.09 19:00close5700.010.880000.869850.88420883.462795256.54
11412009.09.09 19:00buy5720.010.880100.869850.89000
11422009.09.09 20:00buy5730.010.879700.869850.88960
11432009.09.10 15:00sell5740.010.875700.896000.86480
11442009.09.10 22:00sell5750.010.874900.896000.86400
11452009.09.14 10:00buy5760.130.877000.871750.88690
11462009.09.14 12:00buy5770.020.879000.871750.88890
11472009.09.15 10:00buy5780.020.879500.871750.88940
11482009.09.15 13:24t/p5760.130.886900.871750.8869019947.732815204.27
11492009.09.15 18:11t/p5770.020.888900.871750.888903068.882818273.15
11502009.09.15 18:21t/p5780.020.889400.871750.889403068.882821342.03
11512009.09.15 20:41t/p5730.010.889600.869850.889601534.442822876.47
11522009.09.16 05:39t/p5720.010.890000.869850.890001534.442824410.91
11532009.09.16 06:00buy5790.010.890400.880300.90030
11542009.09.16 13:00buy5800.010.889900.879800.89980
11552009.09.16 15:00buy5810.040.888800.878700.89870
11562009.09.17 21:16s/l5690.010.896000.896000.86200-3580.822820830.09
11572009.09.17 21:16s/l5710.010.896000.896000.86300-3425.812817404.28
11582009.09.17 21:16s/l5740.010.896000.896000.86480-3146.782814257.50
11592009.09.17 21:16s/l5750.010.896000.896000.86400-3270.792810986.71
11602009.09.18 08:31t/p5810.040.898700.878700.898706137.762817124.47
11612009.09.18 10:17t/p5800.010.899800.879800.899801534.442818658.91
11622009.09.18 10:27t/p5790.010.900300.880300.900301534.442820193.35
11632009.09.22 01:00buy5820.010.905700.895600.91560
11642009.09.24 18:00t/p5820.010.915600.895600.915601534.442821727.79
11652009.09.24 18:00buy5830.010.915560.905300.92530
11662009.09.24 19:00buy5840.020.914800.904700.92470
11672009.09.24 20:00buy5850.020.914300.904200.92420
11682009.09.24 22:00buy5860.130.912400.902300.92230
11692009.09.25 00:00buy5870.100.912700.902600.92260
11702009.09.25 01:04buy5880.080.913000.902900.92290
11712009.09.25 02:00buy5890.040.913800.903700.92370
11722009.09.28 01:13t/p5860.130.922300.902300.9223019947.732841675.52
11732009.09.28 01:20t/p5870.100.922600.902600.9226015344.402857019.92
11742009.09.28 01:20t/p5880.080.922900.902900.9229012275.522869295.44
11752009.09.28 01:21t/p5890.040.923700.903700.923706137.762875433.20
11762009.09.28 01:21t/p5850.020.924200.904200.924203068.882878502.08
11772009.09.28 01:21t/p5840.020.924700.904700.924703068.882881570.96
11782009.09.28 01:22t/p5830.010.925300.905300.925301509.642883080.60
11792009.09.28 02:00buy5900.010.927200.917100.93710
11802009.09.28 04:00buy5910.030.925800.915700.93570
11812009.09.28 05:00buy5920.230.923500.913400.93340
11822009.09.28 07:00buy5930.300.923200.913100.93310
11832009.09.28 11:00buy5940.630.920700.910600.93060
11842009.09.29 12:56s/l5900.010.917100.917100.93710-1565.432881515.17
11852009.09.29 13:00close5910.030.916700.915700.93570-4231.312877283.86
11862009.09.29 13:00close5920.230.916700.913400.93340-24240.912853042.95
11872009.09.29 13:00close5930.300.916700.913100.93310-30223.642822819.31
11882009.09.29 13:00close5940.630.916700.910600.93060-39058.232783761.08
11892009.09.30 21:00buy5950.010.915500.905400.92540
11902009.10.01 02:01buy5960.020.914500.907150.92440
11912009.10.02 02:00buy5970.040.913600.907150.92350
11922009.10.02 08:00buy5980.030.914000.907150.92390
11932009.10.02 12:00buy5990.010.915000.907150.92490
11942009.10.06 11:00close5950.010.917900.905400.92540371.992784133.07
11952009.10.06 11:00close5960.020.917900.907150.924401053.962785187.03
11962009.10.06 11:00close5970.040.917900.907150.923502665.912787852.94
11972009.10.06 11:00close5980.030.917900.907150.923901813.442789666.38
11982009.10.06 11:00close5990.010.917900.907150.92490449.482790115.86
11992009.10.06 12:00buy6000.010.923000.912900.93290
12002009.10.09 11:00buy6010.060.920900.913350.93080
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