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 |
| 1801 | 2011.04.19 03:00 | close | 891 | 0.01 | 0.87523 | 0.90121 | 0.86954 | 807.53 | 3651685.11 |
| 1802 | 2011.04.19 03:00 | close | 897 | 0.03 | 0.87523 | 0.90121 | 0.87273 | 3905.90 | 3655591.01 |
| 1803 | 2011.04.19 03:00 | close | 898 | 0.03 | 0.87523 | 0.90121 | 0.87236 | 3733.85 | 3659324.86 |
| 1804 | 2011.04.19 03:00 | close | 899 | 0.02 | 0.87523 | 0.90121 | 0.87060 | 1943.65 | 3661268.51 |
| 1805 | 2011.04.19 03:00 | close | 902 | 0.02 | 0.87523 | 0.90121 | 0.87144 | 2204.04 | 3663472.55 |
| 1806 | 2011.04.19 03:00 | close | 903 | 0.01 | 0.87523 | 0.90121 | 0.86921 | 756.38 | 3664228.93 |
| 1807 | 2011.04.21 14:00 | sell | 904 | 0.01 | 0.88273 | 0.90583 | 0.87183 | ||
| 1808 | 2011.04.27 13:00 | sell | 905 | 0.01 | 0.88580 | 0.90583 | 0.87490 | ||
| 1809 | 2011.04.27 14:00 | sell | 906 | 0.01 | 0.88494 | 0.90583 | 0.87404 | ||
| 1810 | 2011.04.27 18:00 | sell | 907 | 0.02 | 0.88586 | 0.90583 | 0.87496 | ||
| 1811 | 2011.04.28 09:00 | sell | 908 | 0.03 | 0.88793 | 0.90583 | 0.87703 | ||
| 1812 | 2011.04.28 16:00 | sell | 909 | 0.02 | 0.88728 | 0.90583 | 0.87638 | ||
| 1813 | 2011.04.29 18:00 | sell | 910 | 0.04 | 0.88932 | 0.90583 | 0.87842 | ||
| 1814 | 2011.05.05 06:00 | sell | 911 | 0.38 | 0.89904 | 0.90583 | 0.88914 | ||
| 1815 | 2011.05.05 14:00 | sell | 912 | 0.32 | 0.89861 | 0.90583 | 0.88871 | ||
| 1816 | 2011.05.05 16:00 | sell | 913 | 0.10 | 0.89340 | 0.90583 | 0.88250 | ||
| 1817 | 2011.05.05 17:00 | sell | 914 | 0.06 | 0.89074 | 0.90583 | 0.87984 | ||
| 1818 | 2011.05.05 18:00 | sell | 915 | 0.05 | 0.89016 | 0.90583 | 0.87926 | ||
| 1819 | 2011.05.05 18:10 | t/p | 911 | 0.38 | 0.88914 | 0.90583 | 0.88914 | 58309.50 | 3722538.43 |
| 1820 | 2011.05.05 18:50 | t/p | 912 | 0.32 | 0.88871 | 0.90583 | 0.88871 | 49102.73 | 3771641.16 |
| 1821 | 2011.05.06 10:00 | sell | 916 | 0.03 | 0.88849 | 0.90583 | 0.87759 | ||
| 1822 | 2011.05.06 17:09 | t/p | 913 | 0.10 | 0.88250 | 0.90583 | 0.88250 | 16894.56 | 3788535.72 |
| 1823 | 2011.05.06 19:17 | t/p | 914 | 0.06 | 0.87984 | 0.90583 | 0.87984 | 10136.74 | 3798672.46 |
| 1824 | 2011.05.06 19:18 | t/p | 915 | 0.05 | 0.87926 | 0.90583 | 0.87926 | 8447.29 | 3807119.75 |
| 1825 | 2011.05.06 19:35 | t/p | 910 | 0.04 | 0.87842 | 0.90583 | 0.87842 | 6757.82 | 3813877.57 |
| 1826 | 2011.05.06 19:41 | t/p | 916 | 0.03 | 0.87759 | 0.90583 | 0.87759 | 5068.37 | 3818945.94 |
| 1827 | 2011.05.06 19:42 | t/p | 908 | 0.03 | 0.87703 | 0.90583 | 0.87703 | 5068.36 | 3824014.30 |
| 1828 | 2011.05.06 20:17 | t/p | 909 | 0.02 | 0.87638 | 0.90583 | 0.87638 | 3378.91 | 3827393.21 |
| 1829 | 2011.05.06 22:31 | t/p | 907 | 0.02 | 0.87496 | 0.90583 | 0.87496 | 3378.91 | 3830772.12 |
| 1830 | 2011.05.06 22:31 | t/p | 905 | 0.01 | 0.87490 | 0.90583 | 0.87490 | 1689.46 | 3832461.58 |
| 1831 | 2011.05.10 03:53 | t/p | 906 | 0.01 | 0.87404 | 0.90583 | 0.87404 | 1689.46 | 3834151.04 |
| 1832 | 2011.05.10 11:00 | close | 904 | 0.01 | 0.87686 | 0.90583 | 0.87183 | 909.83 | 3835060.87 |
| 1833 | 2011.05.12 19:00 | buy | 917 | 0.01 | 0.87341 | 0.85031 | 0.88431 | ||
| 1834 | 2011.05.19 20:10 | t/p | 917 | 0.01 | 0.88431 | 0.85031 | 0.88431 | 1689.24 | 3836750.11 |
| 1835 | 2011.05.23 10:00 | sell | 918 | 0.01 | 0.86743 | 0.87753 | 0.85753 | ||
| 1836 | 2011.05.24 04:00 | buy | 919 | 0.01 | 0.87248 | 0.84938 | 0.88338 | ||
| 1837 | 2011.05.24 18:00 | buy | 920 | 0.01 | 0.87166 | 0.84856 | 0.88256 | ||
| 1838 | 2011.05.25 08:00 | sell | 921 | 0.01 | 0.86859 | 0.87753 | 0.85869 | ||
| 1839 | 2011.05.25 09:00 | sell | 922 | 0.01 | 0.86818 | 0.87753 | 0.85828 | ||
| 1840 | 2011.05.25 19:00 | close | 918 | 0.01 | 0.86645 | 0.87753 | 0.85753 | 151.90 | 3836902.01 |
| 1841 | 2011.05.25 19:00 | close | 921 | 0.01 | 0.86645 | 0.87753 | 0.85869 | 331.69 | 3837233.70 |
| 1842 | 2011.05.25 19:00 | close | 922 | 0.01 | 0.86645 | 0.87753 | 0.85828 | 268.14 | 3837501.84 |
| 1843 | 2011.05.25 21:00 | sell | 923 | 0.01 | 0.86503 | 0.87513 | 0.85513 | ||
| 1844 | 2011.05.26 04:00 | sell | 924 | 0.02 | 0.86676 | 0.87513 | 0.85686 | ||
| 1845 | 2011.05.26 05:00 | sell | 925 | 0.03 | 0.86718 | 0.87513 | 0.85728 | ||
| 1846 | 2011.05.26 09:00 | buy | 926 | 0.03 | 0.86929 | 0.84619 | 0.88019 | ||
| 1847 | 2011.05.26 11:00 | buy | 927 | 0.02 | 0.87035 | 0.84725 | 0.88125 | ||
| 1848 | 2011.05.26 13:00 | buy | 928 | 0.02 | 0.87003 | 0.84693 | 0.88093 | ||
| 1849 | 2011.05.26 17:00 | sell | 929 | 0.01 | 0.86592 | 0.87513 | 0.85602 | ||
| 1850 | 2011.05.27 16:00 | buy | 930 | 0.04 | 0.86869 | 0.84559 | 0.87959 | ||
| 1851 | 2011.05.30 15:00 | buy | 931 | 0.06 | 0.86771 | 0.84461 | 0.87861 | ||
| 1852 | 2011.05.31 15:00 | close | 919 | 0.01 | 0.87141 | 0.84938 | 0.88338 | -165.82 | 3837336.02 |
| 1853 | 2011.05.31 15:00 | close | 920 | 0.01 | 0.87141 | 0.84856 | 0.88256 | -38.74 | 3837297.28 |
| 1854 | 2011.05.31 15:00 | close | 926 | 0.03 | 0.87141 | 0.84619 | 0.88019 | 985.65 | 3838282.93 |
| 1855 | 2011.05.31 15:00 | close | 927 | 0.02 | 0.87141 | 0.84725 | 0.88125 | 328.55 | 3838611.48 |
| 1856 | 2011.05.31 15:00 | close | 928 | 0.02 | 0.87141 | 0.84693 | 0.88093 | 427.73 | 3839039.21 |
| 1857 | 2011.05.31 15:00 | close | 930 | 0.04 | 0.87141 | 0.84559 | 0.87959 | 1686.13 | 3840725.34 |
| 1858 | 2011.05.31 15:00 | close | 931 | 0.06 | 0.87141 | 0.84461 | 0.87861 | 3440.47 | 3844165.81 |
| 1859 | 2011.05.31 16:00 | buy | 932 | 0.01 | 0.87358 | 0.85048 | 0.88448 | ||
| 1860 | 2011.05.31 19:41 | s/l | 923 | 0.01 | 0.87513 | 0.87513 | 0.85513 | -1565.46 | 3842600.35 |
| 1861 | 2011.05.31 19:41 | s/l | 924 | 0.02 | 0.87513 | 0.87513 | 0.85686 | -2594.63 | 3840005.72 |
| 1862 | 2011.05.31 19:41 | s/l | 925 | 0.03 | 0.87513 | 0.87513 | 0.85728 | -3696.66 | 3836309.06 |
| 1863 | 2011.05.31 19:41 | s/l | 929 | 0.01 | 0.87513 | 0.87513 | 0.85602 | -1427.51 | 3834881.55 |
| 1864 | 2011.06.01 11:00 | close | 932 | 0.01 | 0.87460 | 0.85048 | 0.88448 | 158.08 | 3835039.63 |
| 1865 | 2011.06.01 13:00 | buy | 933 | 0.01 | 0.87721 | 0.85411 | 0.88811 | ||
| 1866 | 2011.06.03 12:08 | t/p | 933 | 0.01 | 0.88811 | 0.85411 | 0.88811 | 1689.26 | 3836728.89 |
| 1867 | 2011.06.07 17:00 | sell | 934 | 0.01 | 0.89082 | 0.91438 | 0.87992 | ||
| 1868 | 2011.06.08 17:00 | sell | 935 | 0.01 | 0.89275 | 0.91438 | 0.88285 | ||
| 1869 | 2011.06.08 18:00 | sell | 936 | 0.01 | 0.89208 | 0.91438 | 0.88118 | ||
| 1870 | 2011.06.09 19:00 | close | 934 | 0.01 | 0.88717 | 0.91438 | 0.87992 | 565.74 | 3837294.63 |
| 1871 | 2011.06.09 19:00 | close | 935 | 0.01 | 0.88717 | 0.91438 | 0.88285 | 864.88 | 3838159.51 |
| 1872 | 2011.06.09 19:00 | close | 936 | 0.01 | 0.88717 | 0.91438 | 0.88118 | 761.03 | 3838920.54 |
| 1873 | 2011.06.16 20:00 | buy | 937 | 0.01 | 0.87792 | 0.85482 | 0.88882 | ||
| 1874 | 2011.06.22 11:15 | t/p | 937 | 0.01 | 0.88882 | 0.85482 | 0.88882 | 1689.24 | 3840609.78 |
| 1875 | 2011.06.23 14:00 | sell | 938 | 0.01 | 0.88968 | 0.91278 | 0.87878 | ||
| 1876 | 2011.07.01 18:00 | sell | 939 | 0.16 | 0.90262 | 0.91278 | 0.89272 | ||
| 1877 | 2011.07.04 09:00 | sell | 940 | 0.19 | 0.90327 | 0.91278 | 0.89337 | ||
| 1878 | 2011.07.04 10:00 | sell | 941 | 0.14 | 0.90187 | 0.91278 | 0.89197 | ||
| 1879 | 2011.07.04 12:00 | sell | 942 | 0.11 | 0.90095 | 0.91278 | 0.89105 | ||
| 1880 | 2011.07.05 13:00 | sell | 943 | 0.07 | 0.89826 | 0.91278 | 0.88736 | ||
| 1881 | 2011.07.05 15:00 | sell | 944 | 0.06 | 0.89764 | 0.91278 | 0.88674 | ||
| 1882 | 2011.07.06 10:00 | sell | 945 | 0.10 | 0.89981 | 0.91278 | 0.88991 | ||
| 1883 | 2011.07.06 11:00 | sell | 946 | 0.05 | 0.89698 | 0.91278 | 0.88608 | ||
| 1884 | 2011.07.06 13:00 | sell | 947 | 0.04 | 0.89612 | 0.91278 | 0.88522 | ||
| 1885 | 2011.07.06 14:00 | sell | 948 | 0.03 | 0.89520 | 0.91278 | 0.88430 | ||
| 1886 | 2011.07.06 16:00 | sell | 949 | 0.03 | 0.89498 | 0.91278 | 0.88408 | ||
| 1887 | 2011.07.07 10:56 | t/p | 940 | 0.19 | 0.89337 | 0.91278 | 0.89337 | 29154.75 | 3869764.53 |
| 1888 | 2011.07.07 14:59 | t/p | 939 | 0.16 | 0.89272 | 0.91278 | 0.89272 | 24551.36 | 3894315.89 |
| 1889 | 2011.07.07 15:15 | t/p | 941 | 0.14 | 0.89197 | 0.91278 | 0.89197 | 21482.45 | 3915798.34 |
| 1890 | 2011.07.07 15:36 | t/p | 942 | 0.11 | 0.89105 | 0.91278 | 0.89105 | 16879.07 | 3932677.41 |
| 1891 | 2011.07.08 17:18 | t/p | 945 | 0.10 | 0.88991 | 0.91278 | 0.88991 | 15344.61 | 3948022.02 |
| 1892 | 2011.07.08 18:05 | t/p | 943 | 0.07 | 0.88736 | 0.91278 | 0.88736 | 11826.20 | 3959848.22 |
| 1893 | 2011.07.08 18:07 | t/p | 944 | 0.06 | 0.88674 | 0.91278 | 0.88674 | 10136.74 | 3969984.96 |
| 1894 | 2011.07.11 03:43 | t/p | 946 | 0.05 | 0.88608 | 0.91278 | 0.88608 | 8447.28 | 3978432.24 |
| 1895 | 2011.07.11 10:49 | t/p | 947 | 0.04 | 0.88522 | 0.91278 | 0.88522 | 6757.82 | 3985190.06 |
| 1896 | 2011.07.11 12:41 | t/p | 948 | 0.03 | 0.88430 | 0.91278 | 0.88430 | 5068.37 | 3990258.43 |
| 1897 | 2011.07.11 13:03 | t/p | 949 | 0.03 | 0.88408 | 0.91278 | 0.88408 | 5068.37 | 3995326.80 |
| 1898 | 2011.07.12 05:05 | t/p | 938 | 0.01 | 0.87878 | 0.91278 | 0.87878 | 1689.46 | 3997016.26 |
| 1899 | 2011.07.13 11:00 | buy | 950 | 0.01 | 0.88048 | 0.85738 | 0.89138 | ||
| 1900 | 2011.07.18 19:00 | buy | 951 | 0.04 | 0.87641 | 0.85331 | 0.88731 | ||
| 1901 | 2011.07.18 20:00 | buy | 952 | 0.03 | 0.87742 | 0.85432 | 0.88832 | ||
| 1902 | 2011.07.18 21:00 | buy | 953 | 0.02 | 0.87772 | 0.85462 | 0.88862 | ||
| 1903 | 2011.07.18 23:00 | buy | 954 | 0.02 | 0.87899 | 0.85589 | 0.88989 | ||
| 1904 | 2011.07.19 03:00 | buy | 955 | 0.01 | 0.87911 | 0.85601 | 0.89001 | ||
| 1905 | 2011.07.26 09:30 | t/p | 951 | 0.04 | 0.88731 | 0.85331 | 0.88731 | 6757.04 | 4003773.30 |
| 1906 | 2011.07.26 12:00 | close | 950 | 0.01 | 0.88365 | 0.85738 | 0.89138 | 491.28 | 4004264.58 |
| 1907 | 2011.07.26 12:00 | close | 952 | 0.03 | 0.88365 | 0.85432 | 0.88832 | 2896.54 | 4007161.12 |
| 1908 | 2011.07.26 12:00 | close | 953 | 0.02 | 0.88365 | 0.85462 | 0.88862 | 1838.04 | 4008999.16 |
| 1909 | 2011.07.26 12:00 | close | 954 | 0.02 | 0.88365 | 0.85589 | 0.88989 | 1444.40 | 4010443.56 |
| 1910 | 2011.07.26 12:00 | close | 955 | 0.01 | 0.88365 | 0.85601 | 0.89001 | 703.60 | 4011147.16 |
| 1911 | 2011.07.29 13:00 | buy | 956 | 0.01 | 0.87812 | 0.85502 | 0.88902 | ||
| 1912 | 2011.08.01 10:00 | buy | 957 | 0.02 | 0.87667 | 0.85357 | 0.88757 | ||
| 1913 | 2011.08.03 13:00 | buy | 958 | 0.04 | 0.87363 | 0.85053 | 0.88453 | ||
| 1914 | 2011.08.03 15:00 | buy | 959 | 0.06 | 0.87331 | 0.85021 | 0.88421 | ||
| 1915 | 2011.08.03 16:00 | buy | 960 | 0.03 | 0.87443 | 0.85133 | 0.88533 | ||
| 1916 | 2011.08.04 09:00 | buy | 961 | 0.08 | 0.87267 | 0.84957 | 0.88357 | ||
| 1917 | 2011.08.05 20:00 | buy | 962 | 0.17 | 0.87021 | 0.84711 | 0.88111 | ||
| 1918 | 2011.08.05 21:00 | buy | 963 | 0.13 | 0.87126 | 0.84816 | 0.88216 | ||
| 1919 | 2011.08.05 22:00 | buy | 964 | 0.10 | 0.87158 | 0.84848 | 0.88248 | ||
| 1920 | 2011.08.08 15:00 | sell | 965 | 0.01 | 0.86841 | 0.87635 | 0.85851 | ||
| 1921 | 2011.08.09 00:00 | sell | 966 | 0.01 | 0.86871 | 0.87635 | 0.85881 | ||
| 1922 | 2011.08.09 17:54 | s/l | 965 | 0.01 | 0.87635 | 0.87635 | 0.85851 | -1230.69 | 4009916.47 |
| 1923 | 2011.08.09 17:54 | s/l | 966 | 0.01 | 0.87635 | 0.87635 | 0.85881 | -1184.19 | 4008732.28 |
| 1924 | 2011.08.10 00:38 | t/p | 962 | 0.17 | 0.88111 | 0.84711 | 0.88111 | 28717.42 | 4037449.70 |
| 1925 | 2011.08.10 03:00 | close | 956 | 0.01 | 0.88020 | 0.85502 | 0.88902 | 322.36 | 4037772.06 |
| 1926 | 2011.08.10 03:00 | close | 957 | 0.02 | 0.88020 | 0.85357 | 0.88757 | 1094.14 | 4038866.20 |
| 1927 | 2011.08.10 03:00 | close | 958 | 0.04 | 0.88020 | 0.85053 | 0.88453 | 4072.82 | 4042939.02 |
| 1928 | 2011.08.10 03:00 | close | 959 | 0.06 | 0.88020 | 0.85021 | 0.88421 | 6406.79 | 4049345.81 |
| 1929 | 2011.08.10 03:00 | close | 960 | 0.03 | 0.88020 | 0.85133 | 0.88533 | 2682.67 | 4052028.48 |
| 1930 | 2011.08.10 03:00 | close | 961 | 0.08 | 0.88020 | 0.84957 | 0.88357 | 9335.87 | 4061364.35 |
| 1931 | 2011.08.10 03:00 | close | 963 | 0.13 | 0.88020 | 0.84816 | 0.88216 | 18011.54 | 4079375.89 |
| 1932 | 2011.08.10 03:00 | close | 964 | 0.10 | 0.88020 | 0.84848 | 0.88248 | 13359.11 | 4092735.00 |
| 1933 | 2011.08.10 04:00 | buy | 967 | 0.01 | 0.88083 | 0.85773 | 0.89173 | ||
| 1934 | 2011.08.10 15:00 | close | 967 | 0.01 | 0.88420 | 0.85773 | 0.89173 | 522.28 | 4093257.28 |
| 1935 | 2011.08.10 20:00 | buy | 968 | 0.01 | 0.87867 | 0.85557 | 0.88957 | ||
| 1936 | 2011.08.15 03:00 | buy | 969 | 0.02 | 0.87710 | 0.85400 | 0.88800 | ||
| 1937 | 2011.08.15 07:00 | buy | 970 | 0.01 | 0.87767 | 0.85457 | 0.88857 | ||
| 1938 | 2011.08.18 18:00 | sell | 971 | 0.01 | 0.86918 | 0.87928 | 0.85928 | ||
| 1939 | 2011.08.19 19:00 | buy | 972 | 0.17 | 0.87093 | 0.84783 | 0.88183 | ||
| 1940 | 2011.08.19 21:00 | buy | 973 | 0.08 | 0.87262 | 0.84952 | 0.88352 | ||
| 1941 | 2011.08.19 23:00 | buy | 974 | 0.06 | 0.87349 | 0.85039 | 0.88439 | ||
| 1942 | 2011.08.22 02:00 | buy | 975 | 0.10 | 0.87212 | 0.84902 | 0.88302 | ||
| 1943 | 2011.08.22 09:00 | buy | 976 | 0.13 | 0.87158 | 0.84848 | 0.88248 | ||
| 1944 | 2011.08.22 12:00 | buy | 977 | 0.04 | 0.87416 | 0.85106 | 0.88506 | ||
| 1945 | 2011.08.23 14:00 | buy | 978 | 0.03 | 0.87550 | 0.85240 | 0.88640 | ||
| 1946 | 2011.08.23 15:00 | buy | 979 | 0.02 | 0.87617 | 0.85307 | 0.88707 | ||
| 1947 | 2011.08.24 16:15 | s/l | 971 | 0.01 | 0.87928 | 0.87928 | 0.85928 | -1565.48 | 4091691.80 |
| 1948 | 2011.08.24 23:00 | close | 968 | 0.01 | 0.88023 | 0.85557 | 0.88957 | 241.76 | 4091933.56 |
| 1949 | 2011.08.24 23:00 | close | 969 | 0.02 | 0.88023 | 0.85400 | 0.88800 | 970.16 | 4092903.72 |
| 1950 | 2011.08.24 23:00 | close | 970 | 0.01 | 0.88023 | 0.85457 | 0.88857 | 396.74 | 4093300.46 |