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 | |
1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 |
| 1 | 2007.01.11 07:04 | buy | 1 | 0.01 | 0.67030 | 0.66635 | 0.68120 | ||
| 2 | 2007.01.11 11:00 | buy | 2 | 0.02 | 0.67010 | 0.66635 | 0.68100 | ||
| 3 | 2007.01.11 15:00 | s/l | 1 | 0.01 | 0.66635 | 0.66635 | 0.68120 | -612.09 | 999387.91 |
| 4 | 2007.01.11 15:00 | s/l | 2 | 0.02 | 0.66635 | 0.66635 | 0.68100 | -1162.19 | 998225.72 |
| 5 | 2007.01.17 00:00 | sell | 3 | 0.01 | 0.65830 | 0.66425 | 0.64840 | ||
| 6 | 2007.01.17 01:00 | sell | 4 | 0.01 | 0.65850 | 0.66425 | 0.64860 | ||
| 7 | 2007.01.22 18:00 | close | 3 | 0.01 | 0.65550 | 0.66425 | 0.64840 | 433.95 | 998659.67 |
| 8 | 2007.01.22 18:00 | close | 4 | 0.01 | 0.65550 | 0.66425 | 0.64860 | 464.94 | 999124.61 |
| 9 | 2007.01.23 00:00 | sell | 5 | 0.01 | 0.65510 | 0.65845 | 0.64520 | ||
| 10 | 2007.01.24 09:50 | s/l | 5 | 0.01 | 0.65845 | 0.65845 | 0.64520 | -519.18 | 998605.43 |
| 11 | 2007.01.25 21:00 | sell | 6 | 0.01 | 0.65830 | 0.66075 | 0.64840 | ||
| 12 | 2007.01.29 10:00 | buy | 7 | 0.01 | 0.65910 | 0.65275 | 0.67000 | ||
| 13 | 2007.01.29 20:01 | s/l | 6 | 0.01 | 0.66075 | 0.66075 | 0.64840 | -379.69 | 998225.74 |
| 14 | 2007.02.09 14:00 | close | 7 | 0.01 | 0.66690 | 0.65275 | 0.67000 | 1208.68 | 999434.42 |
| 15 | 2007.02.20 15:00 | sell | 8 | 0.01 | 0.67370 | 0.69680 | 0.66280 | ||
| 16 | 2007.03.02 16:00 | buy | 9 | 0.01 | 0.67690 | 0.66925 | 0.68680 | ||
| 17 | 2007.03.09 17:00 | sell | 10 | 0.03 | 0.67850 | 0.69680 | 0.66760 | ||
| 18 | 2007.03.09 18:00 | sell | 11 | 0.02 | 0.67820 | 0.69680 | 0.66730 | ||
| 19 | 2007.03.12 03:02 | sell | 12 | 0.02 | 0.67720 | 0.69680 | 0.66630 | ||
| 20 | 2007.03.20 12:01 | sell | 13 | 0.07 | 0.68240 | 0.69680 | 0.67150 | ||
| 21 | 2007.03.20 13:00 | close | 9 | 0.01 | 0.67950 | 0.66925 | 0.68680 | 402.89 | 999837.31 |
| 22 | 2007.03.20 13:00 | sell | 14 | 0.03 | 0.67950 | 0.69680 | 0.66860 | ||
| 23 | 2007.03.31 00:00 | close | 8 | 0.01 | 0.67880 | 0.69680 | 0.66280 | -790.40 | 999046.91 |
| 24 | 2007.03.31 00:00 | close | 10 | 0.03 | 0.67880 | 0.69680 | 0.66760 | -139.49 | 998907.42 |
| 25 | 2007.03.31 00:00 | close | 11 | 0.02 | 0.67880 | 0.69680 | 0.66730 | -185.97 | 998721.45 |
| 26 | 2007.03.31 00:00 | close | 12 | 0.02 | 0.67880 | 0.69680 | 0.66630 | -495.93 | 998225.52 |
| 27 | 2007.03.31 00:00 | close | 13 | 0.07 | 0.67880 | 0.69680 | 0.67150 | 3905.47 | 1002130.99 |
| 28 | 2007.03.31 00:00 | close | 14 | 0.03 | 0.67880 | 0.69680 | 0.66860 | 325.45 | 1002456.44 |
| 29 | 2007.04.30 13:00 | sell | 15 | 0.01 | 0.68260 | 0.70295 | 0.67170 | ||
| 30 | 2007.05.16 19:00 | sell | 16 | 0.01 | 0.68350 | 0.70295 | 0.67260 | ||
| 31 | 2007.05.25 14:00 | buy | 17 | 0.01 | 0.67670 | 0.65360 | 0.68760 | ||
| 32 | 2007.06.07 22:00 | close | 15 | 0.01 | 0.67920 | 0.70295 | 0.67170 | 526.92 | 1002983.36 |
| 33 | 2007.06.07 22:00 | close | 16 | 0.01 | 0.67920 | 0.70295 | 0.67260 | 666.40 | 1003649.76 |
| 34 | 2007.06.12 11:01 | sell | 18 | 0.01 | 0.67610 | 0.68115 | 0.66620 | ||
| 35 | 2007.06.15 00:00 | buy | 19 | 0.01 | 0.67590 | 0.65275 | 0.68680 | ||
| 36 | 2007.06.29 17:00 | buy | 20 | 0.02 | 0.67410 | 0.65275 | 0.68500 | ||
| 37 | 2007.06.29 23:02 | close | 17 | 0.01 | 0.67380 | 0.65360 | 0.68760 | -449.38 | 1003200.38 |
| 38 | 2007.06.29 23:02 | close | 19 | 0.01 | 0.67380 | 0.65275 | 0.68680 | -325.41 | 1002874.97 |
| 39 | 2007.06.29 23:02 | close | 20 | 0.02 | 0.67380 | 0.65275 | 0.68500 | -92.97 | 1002782.00 |
| 40 | 2007.07.02 10:01 | buy | 21 | 0.01 | 0.67420 | 0.65275 | 0.68510 | ||
| 41 | 2007.07.10 19:01 | close | 21 | 0.01 | 0.67770 | 0.65275 | 0.68510 | 542.36 | 1003324.36 |
| 42 | 2007.07.11 12:00 | buy | 22 | 0.01 | 0.67740 | 0.65430 | 0.68830 | ||
| 43 | 2007.07.19 12:01 | buy | 23 | 0.03 | 0.67390 | 0.65275 | 0.68480 | ||
| 44 | 2007.07.19 16:02 | buy | 24 | 0.02 | 0.67490 | 0.65275 | 0.68580 | ||
| 45 | 2007.07.20 10:00 | buy | 25 | 0.04 | 0.67340 | 0.65275 | 0.68430 | ||
| 46 | 2007.07.20 17:00 | close | 18 | 0.01 | 0.67290 | 0.68115 | 0.66620 | 495.93 | 1003820.29 |
| 47 | 2007.07.20 19:02 | sell | 26 | 0.01 | 0.67230 | 0.67835 | 0.66240 | ||
| 48 | 2007.07.27 01:01 | buy | 27 | 0.08 | 0.67160 | 0.65275 | 0.68250 | ||
| 49 | 2007.07.27 11:00 | buy | 28 | 0.06 | 0.67280 | 0.65275 | 0.68370 | ||
| 50 | 2007.07.27 13:00 | buy | 29 | 0.10 | 0.67130 | 0.65275 | 0.68220 | ||
| 51 | 2007.07.30 14:00 | buy | 30 | 0.02 | 0.67530 | 0.65275 | 0.68620 | ||
| 52 | 2007.07.30 18:00 | buy | 31 | 0.01 | 0.67600 | 0.65275 | 0.68690 | ||
| 53 | 2007.08.06 12:32 | s/l | 26 | 0.01 | 0.67835 | 0.67835 | 0.66240 | -937.63 | 1002882.66 |
| 54 | 2007.08.08 02:00 | sell | 32 | 0.01 | 0.67950 | 0.70295 | 0.66860 | ||
| 55 | 2007.08.20 03:55 | t/p | 29 | 0.10 | 0.68220 | 0.65275 | 0.68220 | 16890.75 | 1019773.41 |
| 56 | 2007.08.20 04:22 | t/p | 27 | 0.08 | 0.68250 | 0.65275 | 0.68250 | 13512.60 | 1033286.01 |
| 57 | 2007.08.20 19:00 | close | 22 | 0.01 | 0.67910 | 0.65430 | 0.68830 | 263.43 | 1033549.44 |
| 58 | 2007.08.20 19:00 | close | 23 | 0.03 | 0.67910 | 0.65275 | 0.68480 | 2417.40 | 1035966.84 |
| 59 | 2007.08.20 19:00 | close | 24 | 0.02 | 0.67910 | 0.65275 | 0.68580 | 1301.68 | 1037268.52 |
| 60 | 2007.08.20 19:00 | close | 25 | 0.04 | 0.67910 | 0.65275 | 0.68430 | 3533.14 | 1040801.66 |
| 61 | 2007.08.20 19:00 | close | 28 | 0.06 | 0.67910 | 0.65275 | 0.68370 | 5857.57 | 1046659.23 |
| 62 | 2007.08.20 19:00 | close | 30 | 0.02 | 0.67910 | 0.65275 | 0.68620 | 1177.71 | 1047836.94 |
| 63 | 2007.08.20 19:00 | close | 31 | 0.01 | 0.67910 | 0.65275 | 0.68690 | 480.38 | 1048317.32 |
| 64 | 2007.08.21 10:01 | buy | 33 | 0.01 | 0.68040 | 0.67405 | 0.69030 | ||
| 65 | 2007.08.22 08:00 | buy | 34 | 0.02 | 0.67970 | 0.67405 | 0.68960 | ||
| 66 | 2007.08.29 01:02 | buy | 35 | 0.01 | 0.68020 | 0.67495 | 0.69010 | ||
| 67 | 2007.09.03 17:13 | s/l | 35 | 0.01 | 0.67495 | 0.67495 | 0.69010 | -813.54 | 1047503.78 |
| 68 | 2007.09.03 23:00 | close | 32 | 0.01 | 0.67470 | 0.70295 | 0.66860 | 743.90 | 1048247.68 |
| 69 | 2007.09.04 06:47 | s/l | 33 | 0.01 | 0.67405 | 0.67405 | 0.69030 | -983.99 | 1047263.69 |
| 70 | 2007.09.04 06:47 | s/l | 34 | 0.02 | 0.67405 | 0.67405 | 0.68960 | -1751.04 | 1045512.65 |
| 71 | 2007.09.07 18:01 | buy | 36 | 0.01 | 0.67950 | 0.67315 | 0.68940 | ||
| 72 | 2007.09.14 12:58 | t/p | 36 | 0.01 | 0.68940 | 0.67315 | 0.68940 | 1534.10 | 1047046.75 |
| 73 | 2007.09.19 11:00 | buy | 37 | 0.01 | 0.69540 | 0.68530 | 0.70530 | ||
| 74 | 2007.09.26 15:00 | close | 37 | 0.01 | 0.70060 | 0.68530 | 0.70530 | 805.80 | 1047852.55 |
| 75 | 2007.09.26 15:00 | buy | 38 | 0.01 | 0.70070 | 0.69445 | 0.71060 | ||
| 76 | 2007.09.28 08:01 | buy | 39 | 0.02 | 0.70010 | 0.69445 | 0.71000 | ||
| 77 | 2007.10.02 13:03 | s/l | 38 | 0.01 | 0.69445 | 0.69445 | 0.71060 | -968.50 | 1046884.05 |
| 78 | 2007.10.02 13:03 | s/l | 39 | 0.02 | 0.69445 | 0.69445 | 0.71000 | -1751.05 | 1045133.00 |
| 79 | 2007.10.02 15:00 | sell | 40 | 0.01 | 0.69350 | 0.70335 | 0.68260 | ||
| 80 | 2007.10.03 12:00 | buy | 41 | 0.01 | 0.69580 | 0.69205 | 0.70570 | ||
| 81 | 2007.10.03 14:00 | buy | 42 | 0.04 | 0.69520 | 0.69205 | 0.70510 | ||
| 82 | 2007.10.04 15:47 | s/l | 41 | 0.01 | 0.69205 | 0.69205 | 0.70570 | -581.10 | 1044551.90 |
| 83 | 2007.10.04 15:47 | s/l | 42 | 0.04 | 0.69205 | 0.69205 | 0.70510 | -1952.50 | 1042599.40 |
| 84 | 2007.10.04 19:00 | close | 40 | 0.01 | 0.69290 | 0.70335 | 0.68260 | 92.99 | 1042692.39 |
| 85 | 2007.10.04 19:00 | sell | 43 | 0.01 | 0.69280 | 0.70335 | 0.68190 | ||
| 86 | 2007.10.11 15:00 | buy | 44 | 0.01 | 0.69690 | 0.68875 | 0.70680 | ||
| 87 | 2007.10.12 18:00 | sell | 45 | 0.05 | 0.69630 | 0.70335 | 0.68540 | ||
| 88 | 2007.10.15 08:00 | sell | 46 | 0.06 | 0.69660 | 0.70335 | 0.68570 | ||
| 89 | 2007.10.15 14:00 | sell | 47 | 0.07 | 0.69680 | 0.70335 | 0.68590 | ||
| 90 | 2007.10.15 20:01 | sell | 48 | 0.04 | 0.69580 | 0.70335 | 0.68490 | ||
| 91 | 2007.10.15 21:02 | sell | 49 | 0.03 | 0.69530 | 0.70335 | 0.68440 | ||
| 92 | 2007.10.15 23:00 | sell | 50 | 0.02 | 0.69480 | 0.70335 | 0.68390 | ||
| 93 | 2007.10.16 02:02 | sell | 51 | 0.03 | 0.69520 | 0.70335 | 0.68430 | ||
| 94 | 2007.10.19 13:01 | sell | 52 | 0.08 | 0.69730 | 0.70335 | 0.68640 | ||
| 95 | 2007.10.22 02:02 | sell | 53 | 0.11 | 0.69800 | 0.70335 | 0.68710 | ||
| 96 | 2007.10.22 15:00 | sell | 54 | 0.10 | 0.69770 | 0.70335 | 0.68680 | ||
| 97 | 2007.10.29 15:00 | sell | 55 | 0.19 | 0.69900 | 0.70335 | 0.68810 | ||
| 98 | 2007.10.29 16:00 | sell | 56 | 0.16 | 0.69870 | 0.70335 | 0.68780 | ||
| 99 | 2007.10.29 18:01 | sell | 57 | 0.23 | 0.69920 | 0.70335 | 0.68830 | ||
| 100 | 2007.10.30 11:00 | sell | 58 | 0.02 | 0.69830 | 0.70335 | 0.68740 | ||
| 101 | 2007.10.31 15:00 | close | 43 | 0.01 | 0.69720 | 0.70335 | 0.68190 | -681.92 | 1042010.47 |
| 102 | 2007.10.31 15:00 | close | 45 | 0.05 | 0.69720 | 0.70335 | 0.68540 | -697.41 | 1041313.06 |
| 103 | 2007.10.31 15:00 | close | 46 | 0.06 | 0.69720 | 0.70335 | 0.68570 | -557.93 | 1040755.13 |
| 104 | 2007.10.31 15:00 | close | 47 | 0.07 | 0.69720 | 0.70335 | 0.68590 | -433.94 | 1040321.19 |
| 105 | 2007.10.31 15:00 | close | 48 | 0.04 | 0.69720 | 0.70335 | 0.68490 | -867.88 | 1039453.31 |
| 106 | 2007.10.31 15:00 | close | 49 | 0.03 | 0.69720 | 0.70335 | 0.68440 | -883.39 | 1038569.92 |
| 107 | 2007.10.31 15:00 | close | 50 | 0.02 | 0.69720 | 0.70335 | 0.68390 | -743.90 | 1037826.02 |
| 108 | 2007.10.31 15:00 | close | 51 | 0.03 | 0.69720 | 0.70335 | 0.68430 | -929.88 | 1036896.14 |
| 109 | 2007.10.31 15:00 | close | 52 | 0.08 | 0.69720 | 0.70335 | 0.68640 | 123.98 | 1037020.12 |
| 110 | 2007.10.31 15:00 | close | 53 | 0.11 | 0.69720 | 0.70335 | 0.68710 | 1363.82 | 1038383.94 |
| 111 | 2007.10.31 15:00 | close | 54 | 0.10 | 0.69720 | 0.70335 | 0.68680 | 774.90 | 1039158.84 |
| 112 | 2007.10.31 15:00 | close | 55 | 0.19 | 0.69720 | 0.70335 | 0.68810 | 5300.32 | 1044459.16 |
| 113 | 2007.10.31 15:00 | close | 56 | 0.16 | 0.69720 | 0.70335 | 0.68780 | 3719.52 | 1048178.68 |
| 114 | 2007.10.31 15:00 | close | 57 | 0.23 | 0.69720 | 0.70335 | 0.68830 | 7129.08 | 1055307.76 |
| 115 | 2007.10.31 15:00 | close | 58 | 0.02 | 0.69720 | 0.70335 | 0.68740 | 340.96 | 1055648.72 |
| 116 | 2007.11.12 22:41 | t/p | 44 | 0.01 | 0.70680 | 0.68875 | 0.70680 | 1534.11 | 1057182.83 |
| 117 | 2007.11.13 17:00 | sell | 59 | 0.01 | 0.70430 | 0.70845 | 0.69340 | ||
| 118 | 2007.11.14 03:00 | sell | 60 | 0.01 | 0.70480 | 0.70845 | 0.69390 | ||
| 119 | 2007.11.14 06:01 | sell | 61 | 0.03 | 0.70520 | 0.70845 | 0.69430 | ||
| 120 | 2007.11.14 11:00 | sell | 62 | 0.01 | 0.70450 | 0.70845 | 0.69360 | ||
| 121 | 2007.11.14 13:52 | s/l | 59 | 0.01 | 0.70845 | 0.70845 | 0.69340 | -643.17 | 1056539.66 |
| 122 | 2007.11.14 13:52 | s/l | 60 | 0.01 | 0.70845 | 0.70845 | 0.69390 | -565.68 | 1055973.98 |
| 123 | 2007.11.14 13:52 | s/l | 61 | 0.03 | 0.70845 | 0.70845 | 0.69430 | -1511.05 | 1054462.93 |
| 124 | 2007.11.14 13:52 | s/l | 62 | 0.01 | 0.70845 | 0.70845 | 0.69360 | -612.17 | 1053850.76 |
| 125 | 2007.11.16 21:00 | sell | 63 | 0.01 | 0.71460 | 0.71775 | 0.70470 | ||
| 126 | 2007.11.21 00:38 | s/l | 63 | 0.01 | 0.71775 | 0.71775 | 0.70470 | -488.19 | 1053362.57 |
| 127 | 2007.11.22 13:00 | sell | 64 | 0.01 | 0.71830 | 0.72185 | 0.70840 | ||
| 128 | 2007.11.23 13:00 | sell | 65 | 0.03 | 0.71910 | 0.72185 | 0.70920 | ||
| 129 | 2007.11.23 14:00 | sell | 66 | 0.02 | 0.71890 | 0.72185 | 0.70900 | ||
| 130 | 2007.11.26 04:00 | sell | 67 | 0.03 | 0.71920 | 0.72185 | 0.70930 | ||
| 131 | 2007.12.03 13:49 | t/p | 67 | 0.03 | 0.70930 | 0.72185 | 0.70930 | 4602.91 | 1057965.48 |
| 132 | 2007.12.03 18:56 | t/p | 65 | 0.03 | 0.70920 | 0.72185 | 0.70920 | 4602.90 | 1062568.38 |
| 133 | 2007.12.03 18:58 | t/p | 66 | 0.02 | 0.70900 | 0.72185 | 0.70900 | 3068.60 | 1065636.98 |
| 134 | 2007.12.05 12:25 | s/l | 64 | 0.01 | 0.72185 | 0.72185 | 0.70840 | -550.18 | 1065086.80 |
| 135 | 2007.12.06 13:00 | sell | 68 | 0.01 | 0.71820 | 0.72445 | 0.70830 | ||
| 136 | 2007.12.06 15:00 | sell | 69 | 0.01 | 0.71860 | 0.72445 | 0.70870 | ||
| 137 | 2007.12.07 15:00 | sell | 70 | 0.05 | 0.72020 | 0.72445 | 0.71030 | ||
| 138 | 2007.12.10 03:01 | sell | 71 | 0.07 | 0.72060 | 0.72445 | 0.71070 | ||
| 139 | 2007.12.10 09:00 | sell | 72 | 0.06 | 0.72030 | 0.72445 | 0.71040 | ||
| 140 | 2007.12.10 19:00 | sell | 73 | 0.01 | 0.71890 | 0.72445 | 0.70800 | ||
| 141 | 2007.12.10 22:00 | sell | 74 | 0.02 | 0.71910 | 0.72445 | 0.70820 | ||
| 142 | 2007.12.10 23:01 | sell | 75 | 0.01 | 0.71880 | 0.72445 | 0.70790 | ||
| 143 | 2007.12.11 09:01 | sell | 76 | 0.02 | 0.71930 | 0.72445 | 0.70840 | ||
| 144 | 2007.12.19 13:00 | close | 68 | 0.01 | 0.71720 | 0.72445 | 0.70830 | 154.98 | 1065241.78 |
| 145 | 2007.12.19 13:00 | close | 69 | 0.01 | 0.71720 | 0.72445 | 0.70870 | 216.98 | 1065458.76 |
| 146 | 2007.12.19 13:00 | close | 70 | 0.05 | 0.71720 | 0.72445 | 0.71030 | 2324.71 | 1067783.47 |
| 147 | 2007.12.19 13:00 | close | 71 | 0.07 | 0.71720 | 0.72445 | 0.71070 | 3688.55 | 1071472.02 |
| 148 | 2007.12.19 13:00 | close | 72 | 0.06 | 0.71720 | 0.72445 | 0.71040 | 2882.65 | 1074354.67 |
| 149 | 2007.12.19 13:00 | close | 73 | 0.01 | 0.71720 | 0.72445 | 0.70800 | 263.47 | 1074618.14 |
| 150 | 2007.12.19 13:00 | close | 74 | 0.02 | 0.71720 | 0.72445 | 0.70820 | 588.92 | 1075207.06 |
1ページ目次へ