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 |
| 901 | 2009.02.19 11:00 | t/p | 436 | 0.01 | 0.87750 | 0.90220 | 0.87750 | 1534.36 | 2029798.10 |
| 902 | 2009.02.19 14:00 | sell | 456 | 0.01 | 0.88190 | 0.89370 | 0.87200 | ||
| 903 | 2009.02.23 13:00 | sell | 457 | 0.03 | 0.88400 | 0.89370 | 0.87410 | ||
| 904 | 2009.02.23 13:00 | t/p | 451 | 0.07 | 0.87610 | 0.89370 | 0.87610 | 10740.39 | 2040538.49 |
| 905 | 2009.02.23 14:00 | t/p | 450 | 0.06 | 0.87570 | 0.89370 | 0.87570 | 9206.11 | 2049744.60 |
| 906 | 2009.02.23 18:00 | t/p | 452 | 0.05 | 0.87500 | 0.89370 | 0.87500 | 7671.75 | 2057416.35 |
| 907 | 2009.02.23 18:00 | t/p | 448 | 0.04 | 0.87470 | 0.89370 | 0.87470 | 6137.40 | 2063553.75 |
| 908 | 2009.02.23 18:00 | t/p | 457 | 0.03 | 0.87410 | 0.89370 | 0.87410 | 4603.05 | 2068156.80 |
| 909 | 2009.02.24 04:00 | t/p | 447 | 0.01 | 0.87370 | 0.89370 | 0.87370 | 1131.40 | 2069288.20 |
| 910 | 2009.02.24 04:00 | t/p | 449 | 0.02 | 0.87360 | 0.89370 | 0.87360 | 3068.72 | 2072356.92 |
| 911 | 2009.02.24 04:00 | sell | 458 | 0.01 | 0.87290 | 0.88540 | 0.86540 | ||
| 912 | 2009.02.24 07:00 | t/p | 453 | 0.02 | 0.87290 | 0.89370 | 0.87290 | 3068.72 | 2075425.64 |
| 913 | 2009.02.24 11:00 | sell | 459 | 0.06 | 0.87730 | 0.88540 | 0.86740 | ||
| 914 | 2009.02.24 12:00 | sell | 460 | 0.10 | 0.87840 | 0.88540 | 0.86850 | ||
| 915 | 2009.02.24 20:00 | s/l | 458 | 0.01 | 0.88540 | 0.88540 | 0.86540 | -1937.31 | 2073488.33 |
| 916 | 2009.02.24 20:00 | s/l | 459 | 0.06 | 0.88540 | 0.88540 | 0.86740 | -7532.27 | 2065956.06 |
| 917 | 2009.02.24 20:00 | s/l | 460 | 0.10 | 0.88540 | 0.88540 | 0.86850 | -10848.95 | 2055107.11 |
| 918 | 2009.02.25 17:00 | s/l | 454 | 0.01 | 0.89370 | 0.89370 | 0.87160 | -1890.83 | 2053216.28 |
| 919 | 2009.02.25 17:00 | s/l | 455 | 0.01 | 0.89370 | 0.89370 | 0.87250 | -1751.34 | 2051464.94 |
| 920 | 2009.02.25 17:00 | s/l | 456 | 0.01 | 0.89370 | 0.89370 | 0.87200 | -1828.84 | 2049636.10 |
| 921 | 2009.02.26 19:00 | sell | 461 | 0.01 | 0.88750 | 0.89760 | 0.87760 | ||
| 922 | 2009.02.26 20:00 | sell | 462 | 0.03 | 0.88990 | 0.89760 | 0.88000 | ||
| 923 | 2009.02.27 02:00 | sell | 463 | 0.03 | 0.88970 | 0.89760 | 0.87980 | ||
| 924 | 2009.02.27 03:00 | sell | 464 | 0.02 | 0.88940 | 0.89760 | 0.87950 | ||
| 925 | 2009.02.27 05:00 | sell | 465 | 0.04 | 0.89020 | 0.89760 | 0.88030 | ||
| 926 | 2009.02.27 07:00 | sell | 466 | 0.05 | 0.89070 | 0.89760 | 0.88080 | ||
| 927 | 2009.02.27 09:00 | sell | 467 | 0.08 | 0.89170 | 0.89760 | 0.88180 | ||
| 928 | 2009.02.27 15:00 | sell | 468 | 0.06 | 0.89120 | 0.89760 | 0.88130 | ||
| 929 | 2009.03.02 10:00 | t/p | 467 | 0.08 | 0.88180 | 0.89760 | 0.88180 | 12274.82 | 2061910.92 |
| 930 | 2009.03.02 10:00 | t/p | 468 | 0.06 | 0.88130 | 0.89760 | 0.88130 | 9206.11 | 2071117.03 |
| 931 | 2009.03.02 17:00 | s/l | 461 | 0.01 | 0.89760 | 0.89760 | 0.87760 | -1565.35 | 2069551.68 |
| 932 | 2009.03.02 17:00 | s/l | 462 | 0.03 | 0.89760 | 0.89760 | 0.88000 | -3580.16 | 2065971.52 |
| 933 | 2009.03.02 17:00 | s/l | 463 | 0.03 | 0.89760 | 0.89760 | 0.87980 | -3673.15 | 2062298.37 |
| 934 | 2009.03.02 17:00 | s/l | 464 | 0.02 | 0.89760 | 0.89760 | 0.87950 | -2541.75 | 2059756.62 |
| 935 | 2009.03.02 17:00 | s/l | 465 | 0.04 | 0.89760 | 0.89760 | 0.88030 | -4587.55 | 2055169.07 |
| 936 | 2009.03.02 17:00 | s/l | 466 | 0.05 | 0.89760 | 0.89760 | 0.88080 | -5346.98 | 2049822.09 |
| 937 | 2009.03.03 03:00 | buy | 469 | 0.01 | 0.89480 | 0.87170 | 0.90570 | ||
| 938 | 2009.03.05 16:00 | buy | 470 | 0.02 | 0.89200 | 0.86890 | 0.90290 | ||
| 939 | 2009.03.06 11:00 | buy | 471 | 0.04 | 0.89060 | 0.86750 | 0.90150 | ||
| 940 | 2009.03.06 12:00 | buy | 472 | 0.03 | 0.89180 | 0.86870 | 0.90270 | ||
| 941 | 2009.03.09 11:00 | t/p | 471 | 0.04 | 0.90150 | 0.86750 | 0.90150 | 6756.47 | 2056578.56 |
| 942 | 2009.03.09 11:00 | t/p | 472 | 0.03 | 0.90270 | 0.86870 | 0.90270 | 5067.36 | 2061645.92 |
| 943 | 2009.03.09 11:00 | t/p | 470 | 0.02 | 0.90290 | 0.86890 | 0.90290 | 3378.24 | 2065024.16 |
| 944 | 2009.03.09 13:00 | t/p | 469 | 0.01 | 0.90570 | 0.87170 | 0.90570 | 1689.12 | 2066713.28 |
| 945 | 2009.03.12 22:00 | sell | 473 | 0.01 | 0.92440 | 0.94750 | 0.91350 | ||
| 946 | 2009.03.13 16:00 | close | 473 | 0.01 | 0.92360 | 0.94750 | 0.91350 | 123.99 | 2066837.27 |
| 947 | 2009.03.13 16:00 | sell | 474 | 0.01 | 0.92350 | 0.94660 | 0.91260 | ||
| 948 | 2009.03.18 21:00 | s/l | 474 | 0.01 | 0.94660 | 0.94660 | 0.91260 | -3580.11 | 2063257.16 |
| 949 | 2009.03.20 05:00 | sell | 475 | 0.01 | 0.94150 | 0.95005 | 0.93160 | ||
| 950 | 2009.03.23 02:00 | sell | 476 | 0.01 | 0.94190 | 0.95005 | 0.93200 | ||
| 951 | 2009.03.23 14:00 | t/p | 476 | 0.01 | 0.93200 | 0.95005 | 0.93200 | 1534.31 | 2064791.47 |
| 952 | 2009.03.23 14:00 | t/p | 475 | 0.01 | 0.93160 | 0.95005 | 0.93160 | 1534.31 | 2066325.78 |
| 953 | 2009.03.23 14:00 | sell | 477 | 0.01 | 0.93150 | 0.94470 | 0.92470 | ||
| 954 | 2009.03.23 15:00 | sell | 478 | 0.01 | 0.93230 | 0.94470 | 0.92140 | ||
| 955 | 2009.03.23 19:00 | sell | 479 | 0.05 | 0.93560 | 0.94470 | 0.92570 | ||
| 956 | 2009.03.23 20:00 | sell | 480 | 0.11 | 0.93780 | 0.94470 | 0.92790 | ||
| 957 | 2009.03.23 21:00 | sell | 481 | 0.10 | 0.93740 | 0.94470 | 0.92750 | ||
| 958 | 2009.03.23 22:00 | sell | 482 | 0.06 | 0.93630 | 0.94470 | 0.92640 | ||
| 959 | 2009.03.24 00:00 | sell | 483 | 0.04 | 0.93540 | 0.94470 | 0.92550 | ||
| 960 | 2009.03.24 03:00 | sell | 484 | 0.03 | 0.93470 | 0.94470 | 0.92380 | ||
| 961 | 2009.03.24 10:00 | t/p | 480 | 0.11 | 0.92790 | 0.94470 | 0.92790 | 16877.76 | 2083203.54 |
| 962 | 2009.03.24 11:00 | t/p | 481 | 0.10 | 0.92750 | 0.94470 | 0.92750 | 15343.42 | 2098546.96 |
| 963 | 2009.03.24 11:00 | t/p | 482 | 0.06 | 0.92640 | 0.94470 | 0.92640 | 9206.05 | 2107753.01 |
| 964 | 2009.03.24 12:00 | t/p | 479 | 0.05 | 0.92570 | 0.94470 | 0.92570 | 7671.71 | 2115424.72 |
| 965 | 2009.03.24 12:00 | t/p | 483 | 0.04 | 0.92550 | 0.94470 | 0.92550 | 6137.36 | 2121562.08 |
| 966 | 2009.03.24 12:00 | t/p | 477 | 0.01 | 0.92470 | 0.94470 | 0.92470 | 1053.90 | 2122615.98 |
| 967 | 2009.03.24 12:00 | t/p | 484 | 0.03 | 0.92380 | 0.94470 | 0.92380 | 5067.97 | 2127683.95 |
| 968 | 2009.03.24 12:00 | sell | 485 | 0.01 | 0.92324 | 0.94980 | 0.91580 | ||
| 969 | 2009.03.24 12:00 | t/p | 478 | 0.01 | 0.92140 | 0.94470 | 0.92140 | 1689.32 | 2129373.27 |
| 970 | 2009.03.24 16:00 | close | 485 | 0.01 | 0.92100 | 0.94980 | 0.91580 | 347.17 | 2129720.44 |
| 971 | 2009.03.27 16:00 | sell | 486 | 0.01 | 0.92850 | 0.95160 | 0.91760 | ||
| 972 | 2009.03.27 20:00 | sell | 487 | 0.01 | 0.92930 | 0.95160 | 0.91840 | ||
| 973 | 2009.03.30 10:00 | sell | 488 | 0.01 | 0.93060 | 0.95160 | 0.91970 | ||
| 974 | 2009.03.30 11:00 | sell | 489 | 0.02 | 0.93230 | 0.95160 | 0.92140 | ||
| 975 | 2009.03.30 12:00 | sell | 490 | 0.01 | 0.93100 | 0.95160 | 0.92010 | ||
| 976 | 2009.04.01 09:00 | t/p | 489 | 0.02 | 0.92140 | 0.95160 | 0.92140 | 3378.63 | 2133099.07 |
| 977 | 2009.04.01 10:00 | t/p | 490 | 0.01 | 0.92010 | 0.95160 | 0.92010 | 1689.31 | 2134788.38 |
| 978 | 2009.04.01 10:00 | t/p | 488 | 0.01 | 0.91970 | 0.95160 | 0.91970 | 1689.31 | 2136477.69 |
| 979 | 2009.04.01 11:00 | t/p | 487 | 0.01 | 0.91840 | 0.95160 | 0.91840 | 1689.31 | 2138167.00 |
| 980 | 2009.04.01 11:00 | t/p | 486 | 0.01 | 0.91760 | 0.95160 | 0.91760 | 1689.32 | 2139856.32 |
| 981 | 2009.04.13 03:00 | buy | 491 | 0.01 | 0.89960 | 0.87650 | 0.91050 | ||
| 982 | 2009.04.13 07:00 | buy | 492 | 0.01 | 0.89850 | 0.87540 | 0.90940 | ||
| 983 | 2009.04.16 14:00 | buy | 493 | 1.12 | 0.88640 | 0.86330 | 0.89730 | ||
| 984 | 2009.04.16 17:00 | buy | 494 | 0.06 | 0.88580 | 0.86270 | 0.89670 | ||
| 985 | 2009.04.22 16:00 | t/p | 494 | 0.06 | 0.89670 | 0.86270 | 0.89670 | 10134.77 | 2149991.09 |
| 986 | 2009.04.22 16:00 | t/p | 493 | 1.12 | 0.89730 | 0.86330 | 0.89730 | 189182.49 | 2339173.58 |
| 987 | 2009.04.22 17:00 | buy | 495 | 0.02 | 0.89670 | 0.87360 | 0.90760 | ||
| 988 | 2009.04.22 18:00 | buy | 496 | 0.04 | 0.89530 | 0.87220 | 0.90620 | ||
| 989 | 2009.04.22 19:00 | buy | 497 | 0.02 | 0.89760 | 0.87450 | 0.90850 | ||
| 990 | 2009.04.23 09:00 | buy | 498 | 0.08 | 0.89380 | 0.87070 | 0.90470 | ||
| 991 | 2009.04.23 12:00 | buy | 499 | 0.06 | 0.89480 | 0.87170 | 0.90570 | ||
| 992 | 2009.04.24 05:00 | buy | 500 | 0.03 | 0.89600 | 0.87290 | 0.90690 | ||
| 993 | 2009.04.24 11:00 | t/p | 498 | 0.08 | 0.90470 | 0.87070 | 0.90470 | 13513.03 | 2352686.61 |
| 994 | 2009.04.24 11:00 | t/p | 499 | 0.06 | 0.90570 | 0.87170 | 0.90570 | 10134.78 | 2362821.39 |
| 995 | 2009.04.24 11:00 | t/p | 496 | 0.04 | 0.90620 | 0.87220 | 0.90620 | 6756.52 | 2369577.91 |
| 996 | 2009.04.24 11:00 | t/p | 500 | 0.03 | 0.90690 | 0.87290 | 0.90690 | 5067.39 | 2374645.30 |
| 997 | 2009.04.24 14:00 | t/p | 495 | 0.02 | 0.90760 | 0.87360 | 0.90760 | 3378.26 | 2378023.56 |
| 998 | 2009.04.24 16:00 | close | 491 | 0.01 | 0.90200 | 0.87650 | 0.91050 | 371.92 | 2378395.48 |
| 999 | 2009.04.24 16:00 | close | 492 | 0.01 | 0.90200 | 0.87540 | 0.90940 | 542.38 | 2378937.86 |
| 1000 | 2009.04.24 16:00 | close | 497 | 0.02 | 0.90200 | 0.87450 | 0.90850 | 1363.70 | 2380301.56 |
| 1001 | 2009.04.28 20:00 | buy | 501 | 0.01 | 0.89680 | 0.87370 | 0.90770 | ||
| 1002 | 2009.04.29 11:00 | buy | 502 | 0.01 | 0.89570 | 0.87260 | 0.90660 | ||
| 1003 | 2009.05.04 20:00 | buy | 503 | 0.03 | 0.89320 | 0.87010 | 0.90410 | ||
| 1004 | 2009.05.05 01:00 | buy | 504 | 0.06 | 0.89210 | 0.86900 | 0.90300 | ||
| 1005 | 2009.05.05 02:00 | buy | 505 | 0.04 | 0.89270 | 0.86960 | 0.90360 | ||
| 1006 | 2009.05.07 15:00 | buy | 506 | 0.86 | 0.88430 | 0.86120 | 0.89520 | ||
| 1007 | 2009.05.07 16:00 | buy | 507 | 0.13 | 0.88950 | 0.86640 | 0.90040 | ||
| 1008 | 2009.05.07 17:00 | buy | 508 | 0.06 | 0.89110 | 0.86800 | 0.90200 | ||
| 1009 | 2009.05.08 16:00 | t/p | 506 | 0.86 | 0.89520 | 0.86120 | 0.89520 | 145264.19 | 2525565.75 |
| 1010 | 2009.05.08 18:00 | buy | 509 | 0.02 | 0.89510 | 0.87200 | 0.90600 | ||
| 1011 | 2009.05.08 19:00 | buy | 510 | 0.02 | 0.89430 | 0.87120 | 0.90520 | ||
| 1012 | 2009.05.11 17:00 | t/p | 507 | 0.13 | 0.90040 | 0.86640 | 0.90040 | 21958.54 | 2547524.29 |
| 1013 | 2009.05.11 17:00 | t/p | 508 | 0.06 | 0.90200 | 0.86800 | 0.90200 | 10134.71 | 2557659.00 |
| 1014 | 2009.05.11 17:00 | t/p | 504 | 0.06 | 0.90300 | 0.86900 | 0.90300 | 10134.71 | 2567793.71 |
| 1015 | 2009.05.11 17:00 | t/p | 505 | 0.04 | 0.90360 | 0.86960 | 0.90360 | 6756.48 | 2574550.19 |
| 1016 | 2009.05.20 14:00 | buy | 511 | 1.11 | 0.88210 | 0.85900 | 0.89300 | ||
| 1017 | 2009.05.20 22:21 | s/l | 501 | 0.01 | 0.87370 | 0.87370 | 0.90770 | -3579.67 | 2570970.52 |
| 1018 | 2009.05.21 09:34 | s/l | 502 | 0.01 | 0.87260 | 0.87260 | 0.90660 | -3579.66 | 2567390.86 |
| 1019 | 2009.05.21 13:00 | close | 503 | 0.03 | 0.88250 | 0.87010 | 0.90410 | -4974.34 | 2562416.52 |
| 1020 | 2009.05.21 13:00 | close | 509 | 0.02 | 0.88250 | 0.87200 | 0.90600 | -3905.09 | 2558511.43 |
| 1021 | 2009.05.21 13:00 | close | 510 | 0.02 | 0.88250 | 0.87120 | 0.90520 | -3657.15 | 2554854.28 |
| 1022 | 2009.05.21 13:00 | close | 511 | 1.11 | 0.88250 | 0.85900 | 0.89300 | 6880.40 | 2561734.68 |
| 1023 | 2009.05.21 13:00 | buy | 512 | 0.01 | 0.88260 | 0.85950 | 0.89350 | ||
| 1024 | 2009.05.21 15:00 | buy | 513 | 0.02 | 0.87970 | 0.85660 | 0.89060 | ||
| 1025 | 2009.05.21 16:00 | buy | 514 | 0.04 | 0.87870 | 0.85560 | 0.88960 | ||
| 1026 | 2009.05.22 04:00 | buy | 515 | 0.06 | 0.87770 | 0.85460 | 0.88860 | ||
| 1027 | 2009.05.22 10:00 | buy | 516 | 0.03 | 0.87920 | 0.85610 | 0.89010 | ||
| 1028 | 2009.05.22 12:00 | buy | 517 | 0.01 | 0.88180 | 0.85870 | 0.89270 | ||
| 1029 | 2009.05.22 13:00 | buy | 518 | 0.02 | 0.88060 | 0.85750 | 0.89150 | ||
| 1030 | 2009.05.27 10:00 | sell | 519 | 0.01 | 0.87290 | 0.88300 | 0.86300 | ||
| 1031 | 2009.05.28 17:00 | buy | 520 | 0.30 | 0.87320 | 0.85010 | 0.88410 | ||
| 1032 | 2009.05.28 19:00 | buy | 521 | 0.23 | 0.87400 | 0.85090 | 0.88490 | ||
| 1033 | 2009.05.28 20:00 | buy | 522 | 0.10 | 0.87590 | 0.85280 | 0.88680 | ||
| 1034 | 2009.05.28 21:00 | buy | 523 | 0.13 | 0.87550 | 0.85240 | 0.88640 | ||
| 1035 | 2009.05.28 23:00 | buy | 524 | 0.17 | 0.87470 | 0.85160 | 0.88560 | ||
| 1036 | 2009.05.29 10:00 | buy | 525 | 0.08 | 0.87240 | 0.84930 | 0.88330 | ||
| 1037 | 2009.06.01 17:46 | t/p | 519 | 0.01 | 0.86300 | 0.88300 | 0.86300 | 1534.33 | 2563269.01 |
| 1038 | 2009.06.02 13:00 | sell | 526 | 0.01 | 0.86420 | 0.87430 | 0.85430 | ||
| 1039 | 2009.06.02 14:00 | sell | 527 | 0.01 | 0.86490 | 0.87430 | 0.85500 | ||
| 1040 | 2009.06.03 08:52 | s/l | 512 | 0.01 | 0.85950 | 0.85950 | 0.89350 | -3579.64 | 2559689.37 |
| 1041 | 2009.06.03 08:54 | s/l | 517 | 0.01 | 0.85870 | 0.85870 | 0.89270 | -3579.64 | 2556109.73 |
| 1042 | 2009.06.03 10:29 | s/l | 518 | 0.02 | 0.85750 | 0.85750 | 0.89150 | -7159.29 | 2548950.44 |
| 1043 | 2009.06.03 21:00 | buy | 528 | 0.01 | 0.86920 | 0.84610 | 0.88010 | ||
| 1044 | 2009.06.03 22:00 | buy | 529 | 0.01 | 0.86830 | 0.84520 | 0.87920 | ||
| 1045 | 2009.06.04 03:00 | buy | 530 | 0.02 | 0.86760 | 0.84450 | 0.87850 | ||
| 1046 | 2009.06.04 15:02 | s/l | 526 | 0.01 | 0.87430 | 0.87430 | 0.85430 | -1565.33 | 2547385.11 |
| 1047 | 2009.06.04 15:02 | s/l | 527 | 0.01 | 0.87430 | 0.87430 | 0.85500 | -1456.84 | 2545928.27 |
| 1048 | 2009.06.04 19:23 | t/p | 530 | 0.02 | 0.87850 | 0.84450 | 0.87850 | 3378.19 | 2549306.46 |
| 1049 | 2009.06.04 19:29 | t/p | 529 | 0.01 | 0.87920 | 0.84520 | 0.87920 | 1689.10 | 2550995.56 |
| 1050 | 2009.06.05 04:12 | t/p | 528 | 0.01 | 0.88010 | 0.84610 | 0.88010 | 1689.10 | 2552684.66 |