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 |
1201 | 2009.10.09 14:00 | buy | 602 | 0.01 | 0.92250 | 0.91335 | 0.93240 | |
1202 | 2009.10.12 10:05 | t/p | 601 | 0.06 | 0.93080 | 0.91335 | 0.93080 | 9206.71 | 2799322.57 |
1203 | 2009.10.12 10:18 | t/p | 602 | 0.01 | 0.93240 | 0.91335 | 0.93240 | 1534.45 | 2800857.02 |
1204 | 2009.10.12 10:20 | t/p | 600 | 0.01 | 0.93290 | 0.91290 | 0.93290 | 1534.45 | 2802391.47 |
1205 | 2009.10.12 11:00 | buy | 603 | 0.01 | 0.93270 | 0.92260 | 0.94260 | |
1206 | 2009.10.13 17:00 | close | 603 | 0.01 | 0.93610 | 0.92260 | 0.94260 | 526.98 | 2802918.45 |
1207 | 2009.10.13 17:00 | buy | 604 | 0.01 | 0.93620 | 0.92610 | 0.94610 | |
1208 | 2009.10.15 10:32 | s/l | 604 | 0.01 | 0.92610 | 0.92610 | 0.94610 | -1565.45 | 2801353.00 |
1209 | 2009.10.15 12:00 | sell | 605 | 0.01 | 0.92260 | 0.94570 | 0.91170 | |
1210 | 2009.10.16 05:46 | t/p | 605 | 0.01 | 0.91170 | 0.94570 | 0.91170 | 1689.66 | 2803042.66 |
1211 | 2009.10.16 06:00 | sell | 606 | 0.01 | 0.91180 | 0.93490 | 0.90090 | |
1212 | 2009.10.16 10:00 | sell | 607 | 0.02 | 0.91520 | 0.93490 | 0.90430 | |
1213 | 2009.10.16 11:00 | sell | 608 | 0.01 | 0.91370 | 0.93490 | 0.90280 | |
1214 | 2009.10.21 11:33 | t/p | 607 | 0.02 | 0.90430 | 0.93490 | 0.90430 | 3379.26 | 2806421.92 |
1215 | 2009.10.21 11:58 | t/p | 608 | 0.01 | 0.90280 | 0.93490 | 0.90280 | 1689.63 | 2808111.55 |
1216 | 2009.10.21 12:07 | t/p | 606 | 0.01 | 0.90090 | 0.93490 | 0.90090 | 1689.63 | 2809801.18 |
1217 | 2009.11.10 06:00 | buy | 609 | 0.01 | 0.89476 | 0.87166 | 0.90566 | |
1218 | 2009.11.10 11:00 | close | 609 | 0.01 | 0.89944 | 0.87166 | 0.90566 | 725.37 | 2810526.55 |
1219 | 2009.11.16 11:00 | buy | 610 | 0.01 | 0.89515 | 0.87205 | 0.90605 | |
1220 | 2009.11.18 13:00 | buy | 611 | 0.10 | 0.88838 | 0.86528 | 0.89928 | |
1221 | 2009.11.18 14:00 | buy | 612 | 0.08 | 0.88945 | 0.86635 | 0.90035 | |
1222 | 2009.11.18 15:00 | buy | 613 | 0.06 | 0.89022 | 0.86712 | 0.90112 | |
1223 | 2009.11.18 18:00 | buy | 614 | 0.04 | 0.89116 | 0.86806 | 0.90206 | |
1224 | 2009.11.18 19:00 | buy | 615 | 0.02 | 0.89303 | 0.86993 | 0.90393 | |
1225 | 2009.11.18 22:00 | buy | 616 | 0.01 | 0.89380 | 0.87070 | 0.90470 | |
1226 | 2009.11.19 11:00 | buy | 617 | 0.02 | 0.89274 | 0.86964 | 0.90364 | |
1227 | 2009.11.19 12:00 | buy | 618 | 0.03 | 0.89200 | 0.86890 | 0.90290 | |
1228 | 2009.11.20 13:27 | t/p | 611 | 0.10 | 0.89928 | 0.86528 | 0.89928 | 16894.46 | 2827421.01 |
1229 | 2009.11.20 14:23 | t/p | 612 | 0.08 | 0.90035 | 0.86635 | 0.90035 | 13515.57 | 2840936.58 |
1230 | 2009.11.20 17:00 | t/p | 613 | 0.06 | 0.90112 | 0.86712 | 0.90112 | 10136.68 | 2851073.26 |
1231 | 2009.11.23 04:16 | t/p | 614 | 0.04 | 0.90206 | 0.86806 | 0.90206 | 6757.78 | 2857831.04 |
1232 | 2009.11.23 05:06 | t/p | 618 | 0.03 | 0.90290 | 0.86890 | 0.90290 | 5068.34 | 2862899.38 |
1233 | 2009.11.23 06:58 | t/p | 617 | 0.02 | 0.90364 | 0.86964 | 0.90364 | 3378.89 | 2866278.27 |
1234 | 2009.11.24 12:35 | t/p | 615 | 0.02 | 0.90393 | 0.86993 | 0.90393 | 3378.89 | 2869657.16 |
1235 | 2009.11.24 12:54 | t/p | 616 | 0.01 | 0.90470 | 0.87070 | 0.90470 | 1689.45 | 2871346.61 |
1236 | 2009.11.25 22:23 | t/p | 610 | 0.01 | 0.90605 | 0.87205 | 0.90605 | 1689.45 | 2873036.06 |
1237 | 2009.12.09 03:00 | buy | 619 | 0.01 | 0.90450 | 0.88140 | 0.91540 | |
1238 | 2009.12.14 12:00 | buy | 620 | 0.01 | 0.90379 | 0.88069 | 0.91469 | |
1239 | 2009.12.18 09:00 | buy | 621 | 1.18 | 0.88894 | 0.86584 | 0.89984 | |
1240 | 2009.12.22 15:00 | close | 619 | 0.01 | 0.89128 | 0.88140 | 0.91540 | -2049.02 | 2870987.04 |
1241 | 2009.12.22 15:00 | close | 620 | 0.01 | 0.89128 | 0.88069 | 0.91469 | -1938.98 | 2869048.06 |
1242 | 2009.12.22 15:00 | close | 621 | 1.18 | 0.89128 | 0.86584 | 0.89984 | 42796.94 | 2911845.00 |
1243 | 2009.12.22 17:00 | buy | 622 | 0.01 | 0.89347 | 0.87037 | 0.90437 | |
1244 | 2009.12.22 20:00 | buy | 623 | 0.01 | 0.89273 | 0.86963 | 0.90363 | |
1245 | 2009.12.29 19:23 | t/p | 623 | 0.01 | 0.90363 | 0.86963 | 0.90363 | 1689.44 | 2913534.44 |
1246 | 2009.12.30 13:22 | t/p | 622 | 0.01 | 0.90437 | 0.87037 | 0.90437 | 1689.42 | 2915223.86 |
1247 | 2009.12.31 16:00 | sell | 624 | 0.01 | 0.88789 | 0.89799 | 0.87799 | |
1248 | 2010.01.04 16:02 | buy | 625 | 0.01 | 0.89074 | 0.86764 | 0.90164 | |
1249 | 2010.01.05 11:20 | s/l | 624 | 0.01 | 0.89799 | 0.89799 | 0.87799 | -1565.51 | 2913658.35 |
1250 | 2010.01.06 10:00 | close | 625 | 0.01 | 0.89566 | 0.86764 | 0.90164 | 762.49 | 2914420.84 |
1251 | 2010.01.14 18:00 | sell | 626 | 0.01 | 0.88828 | 0.89838 | 0.87838 | |
1252 | 2010.01.18 13:11 | t/p | 626 | 0.01 | 0.87838 | 0.89838 | 0.87838 | 1534.45 | 2915955.29 |
1253 | 2010.01.25 18:00 | sell | 627 | 0.01 | 0.87427 | 0.87996 | 0.86437 | |
1254 | 2010.01.26 13:00 | close | 627 | 0.01 | 0.87357 | 0.87996 | 0.86437 | 108.49 | 2916063.78 |
1255 | 2010.01.26 16:00 | sell | 628 | 0.01 | 0.87249 | 0.87996 | 0.86259 | |
1256 | 2010.01.27 19:00 | close | 628 | 0.01 | 0.86726 | 0.87996 | 0.86259 | 810.62 | 2916874.40 |
1257 | 2010.01.27 19:00 | sell | 629 | 0.01 | 0.86716 | 0.87726 | 0.85726 | |
1258 | 2010.01.27 22:00 | sell | 630 | 0.01 | 0.86779 | 0.87726 | 0.85789 | |
1259 | 2010.01.28 19:00 | close | 629 | 0.01 | 0.86522 | 0.87726 | 0.85726 | 300.69 | 2917175.09 |
1260 | 2010.01.28 19:00 | close | 630 | 0.01 | 0.86522 | 0.87726 | 0.85789 | 398.33 | 2917573.42 |
1261 | 2010.01.28 19:00 | sell | 631 | 0.01 | 0.86512 | 0.87522 | 0.85522 | |
1262 | 2010.01.28 20:00 | sell | 632 | 0.01 | 0.86587 | 0.87522 | 0.85597 | |
1263 | 2010.02.01 13:00 | buy | 633 | 0.01 | 0.87389 | 0.85079 | 0.88479 | |
1264 | 2010.02.01 13:15 | s/l | 631 | 0.01 | 0.87522 | 0.87522 | 0.85522 | -1565.43 | 2916007.99 |
1265 | 2010.02.01 13:15 | s/l | 632 | 0.01 | 0.87522 | 0.87522 | 0.85597 | -1449.18 | 2914558.81 |
1266 | 2010.02.03 10:00 | sell | 634 | 0.01 | 0.87174 | 0.87742 | 0.86184 | |
1267 | 2010.02.08 10:34 | s/l | 634 | 0.01 | 0.87742 | 0.87742 | 0.86184 | -880.38 | 2913678.43 |
1268 | 2010.02.08 15:00 | close | 633 | 0.01 | 0.87737 | 0.85079 | 0.88479 | 539.31 | 2914217.74 |
1269 | 2010.02.08 17:00 | buy | 635 | 0.01 | 0.87662 | 0.85352 | 0.88752 | |
1270 | 2010.02.08 19:00 | buy | 636 | 0.01 | 0.87591 | 0.85281 | 0.88681 | |
1271 | 2010.02.12 11:00 | sell | 637 | 0.01 | 0.86765 | 0.87775 | 0.85775 | |
1272 | 2010.02.16 08:00 | buy | 638 | 0.17 | 0.86888 | 0.84578 | 0.87978 | |
1273 | 2010.02.16 10:00 | buy | 639 | 0.13 | 0.86906 | 0.84596 | 0.87996 | |
1274 | 2010.02.16 12:00 | buy | 640 | 0.10 | 0.86987 | 0.84677 | 0.88077 | |
1275 | 2010.02.16 17:00 | buy | 641 | 0.06 | 0.87204 | 0.84894 | 0.88294 | |
1276 | 2010.02.16 18:00 | buy | 642 | 0.03 | 0.87322 | 0.85012 | 0.88412 | |
1277 | 2010.02.16 19:00 | buy | 643 | 0.02 | 0.87403 | 0.85093 | 0.88493 | |
1278 | 2010.02.17 04:00 | buy | 644 | 0.04 | 0.87234 | 0.84924 | 0.88324 | |
1279 | 2010.02.18 13:00 | buy | 645 | 0.08 | 0.87133 | 0.84823 | 0.88223 | |
1280 | 2010.02.19 10:00 | buy | 646 | 0.02 | 0.87449 | 0.85139 | 0.88539 | |
1281 | 2010.02.19 12:30 | s/l | 637 | 0.01 | 0.87775 | 0.87775 | 0.85775 | -1565.44 | 2912652.30 |
1282 | 2010.02.20 00:02 | t/p | 638 | 0.17 | 0.87978 | 0.84578 | 0.87978 | 28716.68 | 2941368.98 |
1283 | 2010.02.20 00:25 | t/p | 639 | 0.13 | 0.87996 | 0.84596 | 0.87996 | 21959.81 | 2963328.79 |
1284 | 2010.02.22 02:00 | t/p | 640 | 0.10 | 0.88077 | 0.84677 | 0.88077 | 16892.17 | 2980220.96 |
1285 | 2010.02.23 12:27 | t/p | 645 | 0.08 | 0.88223 | 0.84823 | 0.88223 | 13513.65 | 2993734.61 |
1286 | 2010.02.23 12:43 | t/p | 641 | 0.06 | 0.88294 | 0.84894 | 0.88294 | 10135.23 | 3003869.84 |
1287 | 2010.02.23 12:43 | t/p | 644 | 0.04 | 0.88324 | 0.84924 | 0.88324 | 6756.82 | 3010626.66 |
1288 | 2010.02.23 15:00 | close | 635 | 0.01 | 0.88018 | 0.85352 | 0.88752 | 551.71 | 3011178.37 |
1289 | 2010.02.23 15:00 | close | 636 | 0.01 | 0.88018 | 0.85281 | 0.88681 | 661.74 | 3011840.11 |
1290 | 2010.02.23 15:00 | close | 642 | 0.03 | 0.88018 | 0.85012 | 0.88412 | 3235.84 | 3015075.95 |
1291 | 2010.02.23 15:00 | close | 643 | 0.02 | 0.88018 | 0.85093 | 0.88493 | 1906.17 | 3016982.12 |
1292 | 2010.02.23 15:00 | close | 646 | 0.02 | 0.88018 | 0.85139 | 0.88539 | 1763.59 | 3018745.71 |
1293 | 2010.02.23 16:00 | buy | 647 | 0.01 | 0.88054 | 0.85744 | 0.89144 | |
1294 | 2010.02.24 17:00 | buy | 648 | 0.02 | 0.87896 | 0.85586 | 0.88986 | |
1295 | 2010.02.24 18:00 | buy | 649 | 0.01 | 0.87933 | 0.85623 | 0.89023 | |
1296 | 2010.02.25 05:00 | buy | 650 | 0.02 | 0.87807 | 0.85497 | 0.88897 | |
1297 | 2010.02.25 22:00 | t/p | 650 | 0.02 | 0.88897 | 0.85497 | 0.88897 | 3378.43 | 3022124.14 |
1298 | 2010.02.26 05:21 | t/p | 648 | 0.02 | 0.88986 | 0.85586 | 0.88986 | 3378.44 | 3025502.58 |
1299 | 2010.02.26 12:32 | t/p | 649 | 0.01 | 0.89023 | 0.85623 | 0.89023 | 1689.21 | 3027191.79 |
1300 | 2010.02.26 12:36 | t/p | 647 | 0.01 | 0.89144 | 0.85744 | 0.89144 | 1689.21 | 3028881.00 |
1301 | 2010.03.02 00:00 | buy | 651 | 0.01 | 0.90454 | 0.89444 | 0.91444 | |
1302 | 2010.03.03 03:00 | close | 651 | 0.01 | 0.90657 | 0.89444 | 0.91444 | 314.60 | 3029195.60 |
1303 | 2010.03.03 03:00 | buy | 652 | 0.01 | 0.90667 | 0.89657 | 0.91657 | |
1304 | 2010.03.05 17:00 | sell | 653 | 0.01 | 0.90169 | 0.92479 | 0.89079 | |
1305 | 2010.03.08 18:00 | buy | 654 | 0.17 | 0.90336 | 0.89748 | 0.91326 | |
1306 | 2010.03.08 19:00 | buy | 655 | 0.02 | 0.90593 | 0.89748 | 0.91583 | |
1307 | 2010.03.08 20:00 | buy | 656 | 0.10 | 0.90395 | 0.89748 | 0.91385 | |
1308 | 2010.03.08 21:00 | buy | 657 | 0.08 | 0.90416 | 0.89748 | 0.91406 | |
1309 | 2010.03.08 22:00 | buy | 658 | 0.06 | 0.90452 | 0.89748 | 0.91442 | |
1310 | 2010.03.09 00:00 | buy | 659 | 0.04 | 0.90486 | 0.89748 | 0.91476 | |
1311 | 2010.03.09 02:00 | buy | 660 | 0.03 | 0.90510 | 0.89748 | 0.91500 | |
1312 | 2010.03.09 04:00 | buy | 661 | 0.01 | 0.90638 | 0.89748 | 0.91628 | |
1313 | 2010.03.09 15:00 | close | 652 | 0.01 | 0.90660 | 0.89657 | 0.91657 | -10.85 | 3029184.75 |
1314 | 2010.03.09 15:00 | close | 654 | 0.17 | 0.90660 | 0.89748 | 0.91326 | 8535.97 | 3037720.72 |
1315 | 2010.03.09 15:00 | close | 655 | 0.02 | 0.90660 | 0.89748 | 0.91583 | 207.67 | 3037928.39 |
1316 | 2010.03.09 15:00 | close | 656 | 0.10 | 0.90660 | 0.89748 | 0.91385 | 4106.81 | 3042035.20 |
1317 | 2010.03.09 15:00 | close | 657 | 0.08 | 0.90660 | 0.89748 | 0.91406 | 3025.10 | 3045060.30 |
1318 | 2010.03.09 15:00 | close | 658 | 0.06 | 0.90660 | 0.89748 | 0.91442 | 1934.08 | 3046994.38 |
1319 | 2010.03.09 15:00 | close | 659 | 0.04 | 0.90660 | 0.89748 | 0.91476 | 1078.62 | 3048073.00 |
1320 | 2010.03.09 15:00 | close | 660 | 0.03 | 0.90660 | 0.89748 | 0.91500 | 697.39 | 3048770.39 |
1321 | 2010.03.09 15:00 | close | 661 | 0.01 | 0.90660 | 0.89748 | 0.91628 | 34.10 | 3048804.49 |
1322 | 2010.03.09 16:00 | buy | 662 | 0.01 | 0.90608 | 0.89748 | 0.91598 | |
1323 | 2010.03.11 14:00 | close | 662 | 0.01 | 0.90703 | 0.89748 | 0.91598 | 147.23 | 3048951.72 |
1324 | 2010.03.15 05:00 | sell | 663 | 0.02 | 0.90569 | 0.92479 | 0.89479 | |
1325 | 2010.03.15 10:00 | sell | 664 | 0.02 | 0.90505 | 0.92479 | 0.89415 | |
1326 | 2010.03.15 12:00 | buy | 665 | 0.01 | 0.90926 | 0.90383 | 0.91916 | |
1327 | 2010.03.15 18:00 | buy | 666 | 0.03 | 0.90854 | 0.90383 | 0.91844 | |
1328 | 2010.03.15 20:00 | buy | 667 | 0.04 | 0.90845 | 0.90383 | 0.91835 | |
1329 | 2010.03.15 22:00 | buy | 668 | 0.02 | 0.90867 | 0.90383 | 0.91857 | |
1330 | 2010.03.16 14:00 | sell | 669 | 0.03 | 0.90642 | 0.92479 | 0.89552 | |
1331 | 2010.03.16 21:00 | sell | 670 | 0.01 | 0.90424 | 0.92479 | 0.89334 | |
1332 | 2010.03.16 21:06 | s/l | 665 | 0.01 | 0.90383 | 0.90383 | 0.91916 | -841.50 | 3048110.22 |
1333 | 2010.03.16 21:06 | s/l | 666 | 0.03 | 0.90383 | 0.90383 | 0.91844 | -2189.75 | 3045920.47 |
1334 | 2010.03.16 21:06 | s/l | 667 | 0.04 | 0.90383 | 0.90383 | 0.91835 | -2863.88 | 3043056.59 |
1335 | 2010.03.16 21:06 | s/l | 668 | 0.02 | 0.90383 | 0.90383 | 0.91857 | -1500.12 | 3041556.47 |
1336 | 2010.03.16 22:00 | sell | 671 | 0.01 | 0.90292 | 0.92479 | 0.89202 | |
1337 | 2010.03.17 04:00 | sell | 672 | 0.01 | 0.90392 | 0.92479 | 0.89302 | |
1338 | 2010.03.17 16:21 | t/p | 669 | 0.03 | 0.89552 | 0.92479 | 0.89552 | 5068.21 | 3046624.68 |
1339 | 2010.03.18 08:33 | t/p | 663 | 0.02 | 0.89479 | 0.92479 | 0.89479 | 3378.83 | 3050003.51 |
1340 | 2010.03.18 10:00 | t/p | 664 | 0.02 | 0.89415 | 0.92479 | 0.89415 | 3378.83 | 3053382.34 |
1341 | 2010.03.18 10:07 | t/p | 670 | 0.01 | 0.89334 | 0.92479 | 0.89334 | 1689.42 | 3055071.76 |
1342 | 2010.03.18 10:12 | t/p | 672 | 0.01 | 0.89302 | 0.92479 | 0.89302 | 1689.41 | 3056761.17 |
1343 | 2010.03.18 18:57 | t/p | 671 | 0.01 | 0.89202 | 0.92479 | 0.89202 | 1689.42 | 3058450.59 |
1344 | 2010.03.24 16:00 | close | 653 | 0.01 | 0.89578 | 0.92479 | 0.89079 | 916.01 | 3059366.60 |
1345 | 2010.04.07 13:00 | buy | 673 | 0.01 | 0.88083 | 0.85773 | 0.89173 | |
1346 | 2010.04.08 17:00 | buy | 674 | 0.03 | 0.87779 | 0.85469 | 0.88869 | |
1347 | 2010.04.09 17:00 | buy | 675 | 0.08 | 0.87499 | 0.85189 | 0.88589 | |
1348 | 2010.04.09 18:00 | buy | 676 | 0.06 | 0.87571 | 0.85261 | 0.88661 | |
1349 | 2010.04.09 20:00 | buy | 677 | 0.04 | 0.87637 | 0.85327 | 0.88727 | |
1350 | 2010.04.13 10:04 | t/p | 675 | 0.08 | 0.88589 | 0.85189 | 0.88589 | 13513.47 | 3072880.07 |