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 |
| 451 | 2008.12.09 07:00 | buy | 228 | 0.06 | 0.86750 | 0.85725 | 0.87740 | ||
| 452 | 2008.12.09 09:00 | buy | 229 | 0.03 | 0.86820 | 0.85810 | 0.87810 | ||
| 453 | 2008.12.09 19:00 | close | 224 | 0.01 | 0.87120 | 0.85940 | 0.87940 | 263.43 | 1328486.71 |
| 454 | 2008.12.09 19:00 | close | 225 | 0.04 | 0.87120 | 0.85725 | 0.87760 | 2169.45 | 1330656.16 |
| 455 | 2008.12.09 19:00 | close | 226 | 0.02 | 0.87120 | 0.85840 | 0.87840 | 836.79 | 1331492.95 |
| 456 | 2008.12.09 19:00 | close | 227 | 0.02 | 0.87120 | 0.85870 | 0.87870 | 743.82 | 1332236.77 |
| 457 | 2008.12.09 19:00 | close | 228 | 0.06 | 0.87120 | 0.85725 | 0.87740 | 3440.13 | 1335676.90 |
| 458 | 2008.12.09 19:00 | close | 229 | 0.03 | 0.87120 | 0.85810 | 0.87810 | 1394.65 | 1337071.55 |
| 459 | 2008.12.09 20:00 | buy | 230 | 0.01 | 0.87560 | 0.86550 | 0.88550 | ||
| 460 | 2008.12.09 22:00 | buy | 231 | 0.02 | 0.87480 | 0.86470 | 0.88470 | ||
| 461 | 2008.12.10 13:00 | buy | 232 | 0.01 | 0.87510 | 0.86500 | 0.88500 | ||
| 462 | 2008.12.10 14:00 | buy | 233 | 0.02 | 0.87460 | 0.86450 | 0.88450 | ||
| 463 | 2008.12.10 16:00 | buy | 234 | 0.03 | 0.87430 | 0.86420 | 0.88420 | ||
| 464 | 2008.12.11 15:17 | t/p | 234 | 0.03 | 0.88420 | 0.86420 | 0.88420 | 4602.34 | 1341673.89 |
| 465 | 2008.12.11 15:18 | t/p | 233 | 0.02 | 0.88450 | 0.86450 | 0.88450 | 3068.23 | 1344742.12 |
| 466 | 2008.12.11 15:18 | t/p | 231 | 0.02 | 0.88470 | 0.86470 | 0.88470 | 3068.22 | 1347810.34 |
| 467 | 2008.12.11 15:18 | t/p | 232 | 0.01 | 0.88500 | 0.86500 | 0.88500 | 1534.12 | 1349344.46 |
| 468 | 2008.12.11 15:18 | t/p | 230 | 0.01 | 0.88550 | 0.86550 | 0.88550 | 1534.12 | 1350878.58 |
| 469 | 2008.12.11 16:00 | buy | 235 | 0.01 | 0.88720 | 0.87710 | 0.89710 | ||
| 470 | 2008.12.12 06:00 | buy | 236 | 0.02 | 0.88640 | 0.87630 | 0.89630 | ||
| 471 | 2008.12.12 15:00 | close | 235 | 0.01 | 0.89240 | 0.87710 | 0.89710 | 805.80 | 1351684.38 |
| 472 | 2008.12.12 15:00 | close | 236 | 0.02 | 0.89240 | 0.87630 | 0.89630 | 1859.53 | 1353543.91 |
| 473 | 2008.12.12 15:00 | buy | 237 | 0.01 | 0.89250 | 0.88240 | 0.90240 | ||
| 474 | 2008.12.12 21:00 | close | 237 | 0.01 | 0.89370 | 0.88240 | 0.90240 | 185.96 | 1353729.87 |
| 475 | 2008.12.12 21:00 | buy | 238 | 0.01 | 0.89380 | 0.88370 | 0.90370 | ||
| 476 | 2008.12.15 17:00 | close | 238 | 0.01 | 0.89550 | 0.88370 | 0.90370 | 263.44 | 1353993.31 |
| 477 | 2008.12.15 17:00 | buy | 239 | 0.01 | 0.89560 | 0.88550 | 0.90550 | ||
| 478 | 2008.12.15 20:00 | buy | 240 | 0.03 | 0.89430 | 0.88420 | 0.90420 | ||
| 479 | 2008.12.15 22:00 | buy | 241 | 0.02 | 0.89490 | 0.88480 | 0.90480 | ||
| 480 | 2008.12.16 22:23 | t/p | 240 | 0.03 | 0.90420 | 0.88420 | 0.90420 | 4602.34 | 1358595.65 |
| 481 | 2008.12.16 22:31 | t/p | 241 | 0.02 | 0.90480 | 0.88480 | 0.90480 | 3068.23 | 1361663.88 |
| 482 | 2008.12.17 01:00 | close | 239 | 0.01 | 0.89930 | 0.88550 | 0.90550 | 573.36 | 1362237.24 |
| 483 | 2008.12.17 02:00 | buy | 242 | 0.01 | 0.90190 | 0.89180 | 0.91180 | ||
| 484 | 2008.12.17 10:00 | buy | 243 | 0.06 | 0.89970 | 0.88960 | 0.90960 | ||
| 485 | 2008.12.17 11:00 | buy | 244 | 0.01 | 0.90150 | 0.89140 | 0.91140 | ||
| 486 | 2008.12.17 12:30 | t/p | 243 | 0.06 | 0.90960 | 0.88960 | 0.90960 | 9204.68 | 1371441.92 |
| 487 | 2008.12.17 13:20 | t/p | 244 | 0.01 | 0.91140 | 0.89140 | 0.91140 | 1534.12 | 1372976.04 |
| 488 | 2008.12.17 13:22 | t/p | 242 | 0.01 | 0.91180 | 0.89180 | 0.91180 | 1534.11 | 1374510.15 |
| 489 | 2008.12.17 14:00 | buy | 245 | 0.01 | 0.91450 | 0.90440 | 0.92440 | ||
| 490 | 2008.12.17 15:00 | buy | 246 | 0.02 | 0.91340 | 0.90330 | 0.92330 | ||
| 491 | 2008.12.17 17:44 | t/p | 246 | 0.02 | 0.92330 | 0.90330 | 0.92330 | 3068.23 | 1377578.38 |
| 492 | 2008.12.17 17:46 | t/p | 245 | 0.01 | 0.92440 | 0.90440 | 0.92440 | 1534.12 | 1379112.50 |
| 493 | 2008.12.17 19:00 | buy | 247 | 0.01 | 0.92830 | 0.91820 | 0.93820 | ||
| 494 | 2008.12.17 22:00 | buy | 248 | 0.04 | 0.92670 | 0.91660 | 0.93660 | ||
| 495 | 2008.12.17 23:00 | buy | 249 | 0.01 | 0.92790 | 0.91780 | 0.93780 | ||
| 496 | 2008.12.18 11:00 | close | 247 | 0.01 | 0.93480 | 0.91820 | 0.93820 | 1007.24 | 1380119.74 |
| 497 | 2008.12.18 11:00 | close | 248 | 0.04 | 0.93480 | 0.91660 | 0.93660 | 5020.74 | 1385140.48 |
| 498 | 2008.12.18 11:00 | close | 249 | 0.01 | 0.93480 | 0.91780 | 0.93780 | 1069.23 | 1386209.71 |
| 499 | 2008.12.18 11:00 | buy | 250 | 0.01 | 0.93490 | 0.92480 | 0.94480 | ||
| 500 | 2008.12.18 12:00 | close | 250 | 0.01 | 0.93990 | 0.92480 | 0.94480 | 774.80 | 1386984.51 |
| 501 | 2008.12.18 12:00 | buy | 251 | 0.01 | 0.94000 | 0.92990 | 0.94990 | ||
| 502 | 2008.12.18 12:49 | t/p | 251 | 0.01 | 0.94990 | 0.92990 | 0.94990 | 1534.11 | 1388518.62 |
| 503 | 2008.12.19 00:00 | buy | 252 | 0.01 | 0.94910 | 0.93900 | 0.95900 | ||
| 504 | 2008.12.19 01:00 | close | 252 | 0.01 | 0.94880 | 0.93900 | 0.95900 | -46.49 | 1388472.13 |
| 505 | 2008.12.19 01:00 | buy | 253 | 0.01 | 0.94890 | 0.93880 | 0.95880 | ||
| 506 | 2008.12.19 02:02 | close | 253 | 0.01 | 0.94910 | 0.93880 | 0.95880 | 31.00 | 1388503.13 |
| 507 | 2008.12.19 03:00 | buy | 254 | 0.01 | 0.94930 | 0.93920 | 0.95920 | ||
| 508 | 2008.12.19 04:00 | close | 254 | 0.01 | 0.94520 | 0.93920 | 0.95920 | -635.34 | 1387867.79 |
| 509 | 2008.12.19 05:00 | buy | 255 | 0.01 | 0.94320 | 0.93310 | 0.95310 | ||
| 510 | 2008.12.19 06:00 | close | 255 | 0.01 | 0.94240 | 0.93310 | 0.95310 | -123.97 | 1387743.82 |
| 511 | 2008.12.19 06:00 | buy | 256 | 0.01 | 0.94250 | 0.93240 | 0.95240 | ||
| 512 | 2008.12.19 07:00 | close | 256 | 0.01 | 0.94200 | 0.93240 | 0.95240 | -77.48 | 1387666.34 |
| 513 | 2008.12.19 07:00 | buy | 257 | 0.01 | 0.94210 | 0.93200 | 0.95200 | ||
| 514 | 2008.12.19 08:00 | close | 257 | 0.01 | 0.94290 | 0.93200 | 0.95200 | 123.97 | 1387790.31 |
| 515 | 2008.12.19 08:00 | buy | 258 | 0.01 | 0.94300 | 0.93290 | 0.95290 | ||
| 516 | 2008.12.19 09:00 | close | 258 | 0.01 | 0.94130 | 0.93290 | 0.95290 | -263.43 | 1387526.88 |
| 517 | 2008.12.19 09:00 | buy | 259 | 0.01 | 0.94140 | 0.93130 | 0.95130 | ||
| 518 | 2008.12.19 10:00 | close | 259 | 0.01 | 0.94290 | 0.93130 | 0.95130 | 232.44 | 1387759.32 |
| 519 | 2008.12.19 10:00 | buy | 260 | 0.01 | 0.94300 | 0.93290 | 0.95290 | ||
| 520 | 2008.12.19 11:00 | close | 260 | 0.01 | 0.94470 | 0.93290 | 0.95290 | 263.44 | 1388022.76 |
| 521 | 2008.12.19 11:00 | buy | 261 | 0.01 | 0.94480 | 0.93470 | 0.95470 | ||
| 522 | 2008.12.19 12:24 | s/l | 261 | 0.01 | 0.93470 | 0.93470 | 0.95470 | -1565.10 | 1386457.66 |
| 523 | 2008.12.22 11:00 | buy | 262 | 0.01 | 0.94160 | 0.93150 | 0.95150 | ||
| 524 | 2008.12.22 12:00 | close | 262 | 0.01 | 0.94510 | 0.93150 | 0.95150 | 542.36 | 1387000.02 |
| 525 | 2008.12.22 12:00 | buy | 263 | 0.01 | 0.94520 | 0.93510 | 0.95510 | ||
| 526 | 2008.12.22 13:00 | close | 263 | 0.01 | 0.94720 | 0.93510 | 0.95510 | 309.92 | 1387309.94 |
| 527 | 2008.12.22 13:00 | buy | 264 | 0.01 | 0.94730 | 0.93720 | 0.95720 | ||
| 528 | 2008.12.22 14:00 | close | 264 | 0.01 | 0.95110 | 0.93720 | 0.95720 | 588.85 | 1387898.79 |
| 529 | 2008.12.22 14:00 | buy | 265 | 0.01 | 0.95120 | 0.94110 | 0.96110 | ||
| 530 | 2008.12.22 15:00 | close | 265 | 0.01 | 0.94460 | 0.94110 | 0.96110 | -1022.74 | 1386876.05 |
| 531 | 2008.12.22 15:00 | buy | 266 | 0.01 | 0.94470 | 0.93460 | 0.95460 | ||
| 532 | 2008.12.22 16:00 | close | 266 | 0.01 | 0.94510 | 0.93460 | 0.95460 | 61.98 | 1386938.03 |
| 533 | 2008.12.22 16:00 | buy | 267 | 0.01 | 0.94520 | 0.93510 | 0.95510 | ||
| 534 | 2008.12.22 17:00 | buy | 268 | 0.02 | 0.94400 | 0.93390 | 0.95390 | ||
| 535 | 2008.12.22 21:00 | buy | 269 | 0.39 | 0.94070 | 0.93060 | 0.95060 | ||
| 536 | 2008.12.23 00:00 | buy | 270 | 0.51 | 0.94030 | 0.93020 | 0.95020 | ||
| 537 | 2008.12.23 03:00 | buy | 271 | 0.23 | 0.94140 | 0.93130 | 0.95130 | ||
| 538 | 2008.12.23 04:00 | buy | 272 | 0.04 | 0.94260 | 0.93250 | 0.95250 | ||
| 539 | 2008.12.24 12:18 | t/p | 270 | 0.51 | 0.95020 | 0.93020 | 0.95020 | 78239.81 | 1465177.84 |
| 540 | 2008.12.24 12:19 | t/p | 269 | 0.39 | 0.95060 | 0.93060 | 0.95060 | 59830.44 | 1525008.28 |
| 541 | 2008.12.24 13:18 | t/p | 271 | 0.23 | 0.95130 | 0.93130 | 0.95130 | 35284.62 | 1560292.90 |
| 542 | 2008.12.24 13:50 | t/p | 272 | 0.04 | 0.95250 | 0.93250 | 0.95250 | 6136.46 | 1566429.36 |
| 543 | 2008.12.26 11:19 | t/p | 268 | 0.02 | 0.95390 | 0.93390 | 0.95390 | 3068.23 | 1569497.59 |
| 544 | 2008.12.26 14:00 | close | 267 | 0.01 | 0.95360 | 0.93510 | 0.95510 | 1301.67 | 1570799.26 |
| 545 | 2008.12.26 14:00 | buy | 273 | 0.01 | 0.95370 | 0.94360 | 0.96360 | ||
| 546 | 2008.12.26 19:01 | close | 273 | 0.01 | 0.95580 | 0.94360 | 0.96360 | 325.41 | 1571124.67 |
| 547 | 2008.12.26 19:01 | buy | 274 | 0.01 | 0.95590 | 0.94580 | 0.96580 | ||
| 548 | 2008.12.29 06:00 | close | 274 | 0.01 | 0.96270 | 0.94580 | 0.96580 | 1053.73 | 1572178.40 |
| 549 | 2008.12.29 06:00 | buy | 275 | 0.01 | 0.96280 | 0.95270 | 0.97270 | ||
| 550 | 2008.12.29 07:00 | close | 275 | 0.01 | 0.96300 | 0.95270 | 0.97270 | 30.99 | 1572209.39 |
| 551 | 2008.12.29 07:00 | buy | 276 | 0.01 | 0.96310 | 0.95300 | 0.97300 | ||
| 552 | 2008.12.29 08:00 | close | 276 | 0.01 | 0.96600 | 0.95300 | 0.97300 | 449.39 | 1572658.78 |
| 553 | 2008.12.29 08:00 | buy | 277 | 0.01 | 0.96610 | 0.95600 | 0.97600 | ||
| 554 | 2008.12.29 09:00 | close | 277 | 0.01 | 0.96480 | 0.95600 | 0.97600 | -201.45 | 1572457.33 |
| 555 | 2008.12.29 09:00 | buy | 278 | 0.01 | 0.96490 | 0.95480 | 0.97480 | ||
| 556 | 2008.12.29 10:00 | close | 278 | 0.01 | 0.96550 | 0.95480 | 0.97480 | 92.98 | 1572550.31 |
| 557 | 2008.12.29 10:00 | buy | 279 | 0.01 | 0.96560 | 0.95550 | 0.97550 | ||
| 558 | 2008.12.29 11:00 | close | 279 | 0.01 | 0.96690 | 0.95550 | 0.97550 | 201.45 | 1572751.76 |
| 559 | 2008.12.29 11:00 | buy | 280 | 0.01 | 0.96700 | 0.95690 | 0.97690 | ||
| 560 | 2008.12.29 12:00 | close | 280 | 0.01 | 0.96910 | 0.95690 | 0.97690 | 325.42 | 1573077.18 |
| 561 | 2008.12.29 12:00 | buy | 281 | 0.01 | 0.96920 | 0.95910 | 0.97910 | ||
| 562 | 2008.12.29 13:00 | close | 281 | 0.01 | 0.97180 | 0.95910 | 0.97910 | 402.90 | 1573480.08 |
| 563 | 2008.12.29 13:00 | buy | 282 | 0.01 | 0.97190 | 0.96180 | 0.98180 | ||
| 564 | 2008.12.29 14:00 | close | 282 | 0.01 | 0.97700 | 0.96180 | 0.98180 | 790.30 | 1574270.38 |
| 565 | 2008.12.29 14:00 | buy | 283 | 0.01 | 0.97710 | 0.96700 | 0.98700 | ||
| 566 | 2008.12.29 15:00 | close | 283 | 0.01 | 0.97770 | 0.96700 | 0.98700 | 92.98 | 1574363.36 |
| 567 | 2008.12.29 15:00 | buy | 284 | 0.01 | 0.97780 | 0.96770 | 0.98770 | ||
| 568 | 2008.12.29 16:00 | close | 284 | 0.01 | 0.97700 | 0.96770 | 0.98770 | -123.97 | 1574239.39 |
| 569 | 2008.12.29 16:00 | buy | 285 | 0.01 | 0.97710 | 0.96700 | 0.98700 | ||
| 570 | 2008.12.29 17:00 | close | 285 | 0.01 | 0.97900 | 0.96700 | 0.98700 | 294.43 | 1574533.82 |
| 571 | 2008.12.29 17:00 | buy | 286 | 0.01 | 0.97910 | 0.96900 | 0.98900 | ||
| 572 | 2008.12.29 18:00 | close | 286 | 0.01 | 0.97650 | 0.96900 | 0.98900 | -402.90 | 1574130.92 |
| 573 | 2008.12.29 19:00 | buy | 287 | 0.01 | 0.97660 | 0.96650 | 0.98650 | ||
| 574 | 2008.12.29 20:00 | close | 287 | 0.01 | 0.97560 | 0.96650 | 0.98650 | -154.96 | 1573975.96 |
| 575 | 2008.12.29 20:00 | buy | 288 | 0.01 | 0.97570 | 0.96560 | 0.98560 | ||
| 576 | 2008.12.29 21:00 | close | 288 | 0.01 | 0.97410 | 0.96560 | 0.98560 | -247.94 | 1573728.02 |
| 577 | 2008.12.29 21:00 | buy | 289 | 0.01 | 0.97420 | 0.96410 | 0.98410 | ||
| 578 | 2008.12.29 22:00 | close | 289 | 0.01 | 0.97180 | 0.96410 | 0.98410 | -371.91 | 1573356.11 |
| 579 | 2008.12.29 22:00 | buy | 290 | 0.01 | 0.97190 | 0.96180 | 0.98180 | ||
| 580 | 2008.12.29 23:00 | close | 290 | 0.01 | 0.96850 | 0.96180 | 0.98180 | -526.87 | 1572829.24 |
| 581 | 2008.12.29 23:00 | buy | 291 | 0.01 | 0.96860 | 0.95850 | 0.97850 | ||
| 582 | 2008.12.30 01:00 | close | 291 | 0.01 | 0.96750 | 0.95850 | 0.97850 | -170.45 | 1572658.79 |
| 583 | 2008.12.30 01:00 | buy | 292 | 0.01 | 0.96760 | 0.95750 | 0.97750 | ||
| 584 | 2008.12.30 02:00 | close | 292 | 0.01 | 0.96810 | 0.95750 | 0.97750 | 77.48 | 1572736.27 |
| 585 | 2008.12.30 02:00 | buy | 293 | 0.01 | 0.96820 | 0.95810 | 0.97810 | ||
| 586 | 2008.12.30 03:00 | close | 293 | 0.01 | 0.97030 | 0.95810 | 0.97810 | 325.42 | 1573061.69 |
| 587 | 2008.12.30 03:00 | buy | 294 | 0.01 | 0.97040 | 0.96030 | 0.98030 | ||
| 588 | 2008.12.30 04:00 | close | 294 | 0.01 | 0.97130 | 0.96030 | 0.98030 | 139.47 | 1573201.16 |
| 589 | 2008.12.30 04:00 | buy | 295 | 0.01 | 0.97140 | 0.96130 | 0.98130 | ||
| 590 | 2008.12.30 05:00 | close | 295 | 0.01 | 0.97140 | 0.96130 | 0.98130 | 0.00 | 1573201.16 |
| 591 | 2008.12.30 05:00 | buy | 296 | 0.01 | 0.97150 | 0.96140 | 0.98140 | ||
| 592 | 2008.12.30 06:00 | close | 296 | 0.01 | 0.97250 | 0.96140 | 0.98140 | 154.96 | 1573356.12 |
| 593 | 2008.12.30 06:00 | buy | 297 | 0.01 | 0.97260 | 0.96250 | 0.98250 | ||
| 594 | 2008.12.30 08:00 | close | 297 | 0.01 | 0.97210 | 0.96250 | 0.98250 | -77.48 | 1573278.64 |
| 595 | 2008.12.30 08:00 | buy | 298 | 0.01 | 0.97220 | 0.96210 | 0.98210 | ||
| 596 | 2008.12.30 09:00 | buy | 299 | 0.01 | 0.97170 | 0.96160 | 0.98160 | ||
| 597 | 2008.12.30 12:00 | close | 298 | 0.01 | 0.97480 | 0.96210 | 0.98210 | 402.90 | 1573681.54 |
| 598 | 2008.12.30 12:00 | close | 299 | 0.01 | 0.97480 | 0.96160 | 0.98160 | 480.38 | 1574161.92 |
| 599 | 2008.12.30 12:00 | buy | 300 | 0.01 | 0.97490 | 0.96480 | 0.98480 | ||
| 600 | 2008.12.30 13:00 | close | 300 | 0.01 | 0.97680 | 0.96480 | 0.98480 | 294.42 | 1574456.34 |