Strategy Tester Report
EA_AveragingBBHL_H1_forCJ_1.02
| 通貨ペア | CADJPY (Canadian Dollar vs Japanese Yen) | ||||
| 期間 | 1時間足(H1) 2007.01.02 09:00 - 2022.07.29 23:00 (2007.01.01 - 2022.07.30) | ||||
| 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=45020100; MagicNumberS=45020200; 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=29; 最大Lots=1; ナンピン係数（買）=1.28; ナンピン係数（売）=1.28; Slippage=3; 許容スプレッド=50; 最大テイクプロフィット=160; 最大ストップロス=250; | ||||
| テストバー数 | 96952 | モデルティック数 | 300991405 | モデリング品質 | 99.90% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 1000000.00 | スプレッド | 変動 | ||
| 純益 | 8932662.00 | 総利益 | 18172951.00 | 総損失 | -9240289.00 |
| プロフィットファクタ | 1.97 | 期待利得 | 2838.47 | ||
| 絶対ドローダウン | 49594.00 | 最大ドローダウン | 860443.00 (37.15%) | 相対ドローダウン | 37.15% (860443.00) |
| 総取引数 | 3147 | 売りポジション(勝率%） | 1574 (51.40%) | 買いポジション(勝率%） | 1573 (60.78%) |
| 勝率(%) | 1765 (56.09%) | 負率 (%) | 1382 (43.91%) | ||
| 最大 | 勝トレード | 160578.00 | 敗トレード | -187595.00 | |
| 平均 | 勝トレード | 10296.29 | 敗トレード | -6686.17 | |
| 最大 | 連勝(金額) | 43 (296417.00) | 連敗(金額) | 24 (-109051.00) | |
| 最大 | 連勝(トレード数) | 531373.00 (33) | 連敗(トレード数) | -257599.00 (10) | |
| 平均 | 連勝 | 6 | 連敗 | 5 | |
| # | 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 |
| 1351 | 2009.05.25 17:00 | sell | 678 | 0.94 | 84.337 | 84.970 | 82.930 | ||
| 1352 | 2009.05.26 20:46 | s/l | 674 | 0.01 | 84.974 | 84.970 | 81.370 | -2201.00 | 2775384.00 |
| 1353 | 2009.05.26 20:46 | s/l | 675 | 0.02 | 84.967 | 84.970 | 81.565 | -3990.00 | 2771394.00 |
| 1354 | 2009.05.26 20:46 | s/l | 676 | 0.02 | 84.970 | 84.970 | 81.630 | -3876.00 | 2767518.00 |
| 1355 | 2009.05.26 20:46 | s/l | 677 | 0.01 | 84.975 | 84.970 | 81.500 | -2082.00 | 2765436.00 |
| 1356 | 2009.05.26 20:46 | s/l | 678 | 0.94 | 84.979 | 84.970 | 82.930 | -60348.00 | 2705088.00 |
| 1357 | 2009.05.27 22:00 | sell | 679 | 0.01 | 85.385 | 85.935 | 83.985 | ||
| 1358 | 2009.05.28 07:10 | s/l | 679 | 0.01 | 85.944 | 85.935 | 83.985 | -559.00 | 2704529.00 |
| 1359 | 2009.05.28 11:00 | buy | 680 | 0.01 | 86.253 | 83.750 | 87.850 | ||
| 1360 | 2009.06.01 15:30 | t/p | 680 | 0.01 | 87.843 | 83.750 | 87.850 | 1590.00 | 2706119.00 |
| 1361 | 2009.06.01 17:00 | buy | 681 | 0.01 | 88.308 | 85.750 | 89.850 | ||
| 1362 | 2009.06.04 11:00 | buy | 682 | 0.24 | 87.217 | 84.725 | 88.825 | ||
| 1363 | 2009.06.04 12:00 | buy | 683 | 0.15 | 87.441 | 84.945 | 89.045 | ||
| 1364 | 2009.06.04 15:00 | buy | 684 | 0.60 | 86.806 | 84.300 | 88.400 | ||
| 1365 | 2009.06.05 15:30 | t/p | 684 | 0.60 | 88.407 | 84.300 | 88.400 | 96060.00 | 2802179.00 |
| 1366 | 2009.06.05 15:34 | t/p | 682 | 0.24 | 88.818 | 84.725 | 88.825 | 38424.00 | 2840603.00 |
| 1367 | 2009.06.05 19:00 | buy | 685 | 0.02 | 88.123 | 85.620 | 89.720 | ||
| 1368 | 2009.06.08 02:00 | buy | 686 | 0.01 | 88.216 | 85.710 | 89.810 | ||
| 1369 | 2009.06.08 22:00 | buy | 687 | 0.02 | 87.992 | 85.500 | 89.600 | ||
| 1370 | 2009.06.09 14:47 | t/p | 683 | 0.15 | 89.057 | 84.945 | 89.045 | 24240.00 | 2864843.00 |
| 1371 | 2009.06.19 17:05 | s/l | 681 | 0.01 | 85.360 | 85.750 | 89.850 | -2948.00 | 2861895.00 |
| 1372 | 2009.06.19 17:05 | s/l | 685 | 0.02 | 85.351 | 85.620 | 89.720 | -5544.00 | 2856351.00 |
| 1373 | 2009.06.19 17:05 | s/l | 686 | 0.01 | 85.342 | 85.710 | 89.810 | -2874.00 | 2853477.00 |
| 1374 | 2009.06.19 17:05 | s/l | 687 | 0.02 | 85.357 | 85.500 | 89.600 | -5270.00 | 2848207.00 |
| 1375 | 2009.06.23 15:00 | buy | 688 | 0.01 | 82.902 | 80.400 | 84.500 | ||
| 1376 | 2009.06.23 22:00 | buy | 689 | 0.02 | 82.721 | 80.230 | 84.330 | ||
| 1377 | 2009.06.24 00:02 | buy | 690 | 0.01 | 82.840 | 80.345 | 84.445 | ||
| 1378 | 2009.06.25 03:00 | sell | 691 | 0.01 | 82.818 | 85.325 | 81.225 | ||
| 1379 | 2009.06.25 15:00 | sell | 692 | 0.01 | 82.920 | 85.325 | 81.310 | ||
| 1380 | 2009.06.26 11:03 | sell | 693 | 0.04 | 83.316 | 85.325 | 81.725 | ||
| 1381 | 2009.06.26 15:00 | sell | 694 | 0.02 | 83.136 | 85.325 | 81.530 | ||
| 1382 | 2009.07.01 17:16 | t/p | 689 | 0.02 | 84.324 | 80.230 | 84.330 | 3206.00 | 2851413.00 |
| 1383 | 2009.07.01 17:27 | t/p | 690 | 0.01 | 84.443 | 80.345 | 84.445 | 1603.00 | 2853016.00 |
| 1384 | 2009.07.02 09:00 | sell | 695 | 0.31 | 84.005 | 85.325 | 82.400 | ||
| 1385 | 2009.07.02 13:00 | sell | 696 | 0.24 | 83.949 | 85.325 | 82.340 | ||
| 1386 | 2009.07.02 14:00 | sell | 697 | 0.19 | 83.824 | 85.325 | 82.225 | ||
| 1387 | 2009.07.02 17:00 | sell | 698 | 0.03 | 83.203 | 85.325 | 81.605 | ||
| 1388 | 2009.07.03 02:48 | t/p | 695 | 0.31 | 82.400 | 85.325 | 82.400 | 49755.00 | 2902771.00 |
| 1389 | 2009.07.03 03:06 | t/p | 696 | 0.24 | 82.342 | 85.325 | 82.340 | 38568.00 | 2941339.00 |
| 1390 | 2009.07.06 04:55 | t/p | 697 | 0.19 | 82.221 | 85.325 | 82.225 | 30457.00 | 2971796.00 |
| 1391 | 2009.07.06 10:12 | t/p | 693 | 0.04 | 81.714 | 85.325 | 81.725 | 6408.00 | 2978204.00 |
| 1392 | 2009.07.06 11:08 | t/p | 698 | 0.03 | 81.608 | 85.325 | 81.605 | 4785.00 | 2982989.00 |
| 1393 | 2009.07.06 11:09 | t/p | 694 | 0.02 | 81.528 | 85.325 | 81.530 | 3216.00 | 2986205.00 |
| 1394 | 2009.07.07 22:03 | t/p | 692 | 0.01 | 81.314 | 85.325 | 81.310 | 1606.00 | 2987811.00 |
| 1395 | 2009.07.07 22:06 | t/p | 691 | 0.01 | 81.232 | 85.325 | 81.225 | 1586.00 | 2989397.00 |
| 1396 | 2009.07.07 23:00 | sell | 699 | 0.01 | 81.281 | 83.780 | 79.680 | ||
| 1397 | 2009.07.08 18:16 | s/l | 688 | 0.01 | 80.408 | 80.400 | 84.500 | -2494.00 | 2986903.00 |
| 1398 | 2009.07.08 18:22 | t/p | 699 | 0.01 | 79.672 | 83.780 | 79.680 | 1609.00 | 2988512.00 |
| 1399 | 2009.07.09 18:00 | sell | 700 | 0.01 | 79.932 | 82.425 | 78.325 | ||
| 1400 | 2009.07.14 00:02 | buy | 701 | 0.01 | 80.797 | 78.635 | 82.235 | ||
| 1401 | 2009.07.14 21:00 | close | 701 | 0.01 | 81.865 | 78.635 | 82.235 | 1068.00 | 2989580.00 |
| 1402 | 2009.07.14 21:00 | buy | 702 | 0.01 | 81.882 | 79.690 | 83.290 | ||
| 1403 | 2009.07.14 22:00 | close | 702 | 0.01 | 82.108 | 79.690 | 83.290 | 226.00 | 2989806.00 |
| 1404 | 2009.07.14 22:00 | buy | 703 | 0.01 | 82.144 | 79.935 | 83.535 | ||
| 1405 | 2009.07.14 23:00 | close | 703 | 0.01 | 82.196 | 79.935 | 83.535 | 52.00 | 2989858.00 |
| 1406 | 2009.07.14 23:00 | buy | 704 | 0.01 | 82.229 | 80.020 | 83.620 | ||
| 1407 | 2009.07.14 23:31 | s/l | 700 | 0.01 | 82.427 | 82.425 | 78.325 | -2495.00 | 2987363.00 |
| 1408 | 2009.07.15 00:00 | close | 704 | 0.01 | 82.520 | 80.020 | 83.620 | 291.00 | 2987654.00 |
| 1409 | 2009.07.15 01:00 | buy | 705 | 0.01 | 82.588 | 80.390 | 83.990 | ||
| 1410 | 2009.07.15 02:00 | buy | 706 | 0.02 | 82.438 | 80.230 | 83.830 | ||
| 1411 | 2009.07.15 07:00 | buy | 707 | 0.01 | 82.505 | 80.315 | 83.915 | ||
| 1412 | 2009.07.15 17:22 | t/p | 706 | 0.02 | 83.828 | 80.230 | 83.830 | 2780.00 | 2990434.00 |
| 1413 | 2009.07.15 17:25 | t/p | 707 | 0.01 | 83.924 | 80.315 | 83.915 | 1419.00 | 2991853.00 |
| 1414 | 2009.07.15 17:26 | t/p | 705 | 0.01 | 83.988 | 80.390 | 83.990 | 1400.00 | 2993253.00 |
| 1415 | 2009.07.20 21:00 | sell | 708 | 0.01 | 85.131 | 87.340 | 83.740 | ||
| 1416 | 2009.07.23 18:03 | s/l | 708 | 0.01 | 87.337 | 87.340 | 83.740 | -2206.00 | 2991047.00 |
| 1417 | 2009.07.24 07:00 | sell | 709 | 0.01 | 86.665 | 88.865 | 85.265 | ||
| 1418 | 2009.07.27 02:00 | sell | 710 | 0.07 | 87.210 | 88.865 | 85.820 | ||
| 1419 | 2009.07.27 03:00 | sell | 711 | 0.04 | 87.083 | 88.865 | 85.685 | ||
| 1420 | 2009.07.27 04:00 | sell | 712 | 0.09 | 87.270 | 88.865 | 85.875 | ||
| 1421 | 2009.07.28 05:00 | sell | 713 | 0.51 | 87.866 | 88.865 | 86.475 | ||
| 1422 | 2009.07.28 06:00 | sell | 714 | 0.28 | 87.787 | 88.865 | 86.380 | ||
| 1423 | 2009.07.28 18:26 | t/p | 713 | 0.51 | 86.470 | 88.865 | 86.475 | 71196.00 | 3062243.00 |
| 1424 | 2009.07.28 18:31 | t/p | 714 | 0.28 | 86.379 | 88.865 | 86.380 | 39424.00 | 3101667.00 |
| 1425 | 2009.07.28 21:00 | sell | 715 | 0.02 | 86.920 | 88.865 | 85.530 | ||
| 1426 | 2009.07.29 00:00 | sell | 716 | 0.11 | 87.396 | 88.865 | 86.005 | ||
| 1427 | 2009.07.29 03:00 | sell | 717 | 0.05 | 87.182 | 88.865 | 85.785 | ||
| 1428 | 2009.07.29 22:00 | sell | 718 | 0.03 | 87.011 | 88.865 | 85.620 | ||
| 1429 | 2009.07.31 15:15 | s/l | 709 | 0.01 | 88.871 | 88.865 | 85.265 | -2206.00 | 3099461.00 |
| 1430 | 2009.07.31 15:15 | s/l | 710 | 0.07 | 88.868 | 88.865 | 85.820 | -11606.00 | 3087855.00 |
| 1431 | 2009.07.31 15:15 | s/l | 711 | 0.04 | 88.867 | 88.865 | 85.685 | -7136.00 | 3080719.00 |
| 1432 | 2009.07.31 15:15 | s/l | 712 | 0.09 | 88.868 | 88.865 | 85.875 | -14382.00 | 3066337.00 |
| 1433 | 2009.07.31 15:15 | s/l | 715 | 0.02 | 88.875 | 88.865 | 85.530 | -3910.00 | 3062427.00 |
| 1434 | 2009.07.31 15:15 | s/l | 716 | 0.11 | 88.856 | 88.865 | 86.005 | -16060.00 | 3046367.00 |
| 1435 | 2009.07.31 15:15 | s/l | 717 | 0.05 | 88.860 | 88.865 | 85.785 | -8390.00 | 3037977.00 |
| 1436 | 2009.07.31 15:15 | s/l | 718 | 0.03 | 88.869 | 88.865 | 85.620 | -5574.00 | 3032403.00 |
| 1437 | 2009.07.31 17:00 | sell | 719 | 0.01 | 88.210 | 89.430 | 86.805 | ||
| 1438 | 2009.08.03 17:14 | s/l | 719 | 0.01 | 89.421 | 89.430 | 86.805 | -1211.00 | 3031192.00 |
| 1439 | 2009.08.04 08:00 | sell | 720 | 0.01 | 89.167 | 89.730 | 87.760 | ||
| 1440 | 2009.08.04 10:00 | sell | 721 | 0.02 | 89.237 | 89.730 | 87.830 | ||
| 1441 | 2009.08.07 14:00 | t/p | 721 | 0.02 | 87.822 | 89.730 | 87.830 | 2830.00 | 3034022.00 |
| 1442 | 2009.08.07 14:01 | t/p | 720 | 0.01 | 87.758 | 89.730 | 87.760 | 1409.00 | 3035431.00 |
| 1443 | 2009.08.07 14:01 | sell | 722 | 0.01 | 87.744 | 89.730 | 86.865 | ||
| 1444 | 2009.08.07 17:25 | s/l | 722 | 0.01 | 89.746 | 89.730 | 86.865 | -2002.00 | 3033429.00 |
| 1445 | 2009.08.10 13:00 | sell | 723 | 0.01 | 89.898 | 90.340 | 88.500 | ||
| 1446 | 2009.08.11 12:52 | t/p | 723 | 0.01 | 88.507 | 90.340 | 88.500 | 1391.00 | 3034820.00 |
| 1447 | 2009.08.11 14:00 | sell | 724 | 0.01 | 88.098 | 90.300 | 86.700 | ||
| 1448 | 2009.08.11 20:00 | close | 724 | 0.01 | 87.045 | 90.300 | 86.700 | 1053.00 | 3035873.00 |
| 1449 | 2009.08.12 07:00 | sell | 725 | 0.01 | 86.706 | 88.905 | 85.305 | ||
| 1450 | 2009.08.12 10:00 | close | 725 | 0.01 | 86.248 | 88.905 | 85.305 | 458.00 | 3036331.00 |
| 1451 | 2009.08.12 11:00 | sell | 726 | 0.01 | 86.151 | 88.355 | 84.755 | ||
| 1452 | 2009.08.12 12:00 | sell | 727 | 0.04 | 86.567 | 88.355 | 85.175 | ||
| 1453 | 2009.08.12 15:00 | sell | 728 | 0.05 | 86.665 | 88.355 | 85.255 | ||
| 1454 | 2009.08.12 16:00 | sell | 729 | 0.09 | 86.785 | 88.355 | 85.375 | ||
| 1455 | 2009.08.12 17:49 | s/l | 726 | 0.01 | 88.348 | 88.355 | 84.755 | -2197.00 | 3034134.00 |
| 1456 | 2009.08.12 17:49 | s/l | 727 | 0.04 | 88.360 | 88.355 | 85.175 | -7172.00 | 3026962.00 |
| 1457 | 2009.08.12 17:49 | s/l | 728 | 0.05 | 88.364 | 88.355 | 85.255 | -8495.00 | 3018467.00 |
| 1458 | 2009.08.12 17:49 | s/l | 729 | 0.09 | 88.349 | 88.355 | 85.375 | -14076.00 | 3004391.00 |
| 1459 | 2009.08.13 18:00 | sell | 730 | 0.01 | 88.089 | 90.290 | 86.690 | ||
| 1460 | 2009.08.14 17:50 | t/p | 730 | 0.01 | 86.689 | 90.290 | 86.690 | 1400.00 | 3005791.00 |
| 1461 | 2009.08.14 19:00 | sell | 731 | 0.01 | 86.256 | 88.450 | 84.850 | ||
| 1462 | 2009.08.14 20:00 | sell | 732 | 0.02 | 86.403 | 88.450 | 85.010 | ||
| 1463 | 2009.08.14 23:00 | close | 731 | 0.01 | 86.211 | 88.450 | 84.850 | 45.00 | 3005836.00 |
| 1464 | 2009.08.14 23:00 | close | 732 | 0.02 | 86.208 | 88.450 | 85.010 | 390.00 | 3006226.00 |
| 1465 | 2009.08.14 23:00 | sell | 733 | 0.01 | 86.183 | 88.390 | 84.790 | ||
| 1466 | 2009.08.17 18:06 | t/p | 733 | 0.01 | 84.791 | 88.390 | 84.790 | 1392.00 | 3007618.00 |
| 1467 | 2009.08.17 22:00 | buy | 734 | 0.01 | 85.484 | 83.285 | 86.885 | ||
| 1468 | 2009.08.18 03:00 | buy | 735 | 0.01 | 85.399 | 83.195 | 86.795 | ||
| 1469 | 2009.08.21 17:01 | t/p | 735 | 0.01 | 86.790 | 83.195 | 86.795 | 1391.00 | 3009009.00 |
| 1470 | 2009.08.21 17:03 | t/p | 734 | 0.01 | 86.895 | 83.285 | 86.885 | 1411.00 | 3010420.00 |
| 1471 | 2009.08.24 22:00 | sell | 736 | 0.01 | 87.738 | 89.940 | 86.340 | ||
| 1472 | 2009.08.26 11:25 | t/p | 736 | 0.01 | 86.331 | 89.940 | 86.340 | 1407.00 | 3011827.00 |
| 1473 | 2009.08.26 16:00 | sell | 737 | 0.01 | 86.394 | 88.585 | 84.985 | ||
| 1474 | 2009.08.27 18:19 | t/p | 737 | 0.01 | 84.977 | 88.585 | 84.985 | 1417.00 | 3013244.00 |
| 1475 | 2009.08.27 21:00 | buy | 738 | 0.01 | 85.799 | 83.600 | 87.200 | ||
| 1476 | 2009.08.31 22:00 | buy | 739 | 0.19 | 84.960 | 82.755 | 86.355 | ||
| 1477 | 2009.08.31 23:00 | buy | 740 | 0.15 | 84.997 | 82.790 | 86.390 | ||
| 1478 | 2009.09.01 00:00 | buy | 741 | 0.11 | 85.166 | 82.965 | 86.565 | ||
| 1479 | 2009.09.01 05:00 | buy | 742 | 0.07 | 85.229 | 83.025 | 86.625 | ||
| 1480 | 2009.09.01 10:00 | buy | 743 | 0.04 | 85.394 | 83.195 | 86.795 | ||
| 1481 | 2009.09.01 12:00 | buy | 744 | 0.05 | 85.323 | 83.120 | 86.720 | ||
| 1482 | 2009.09.02 10:00 | buy | 745 | 0.38 | 84.437 | 82.230 | 85.830 | ||
| 1483 | 2009.09.02 11:06 | s/l | 738 | 0.01 | 83.587 | 83.600 | 87.200 | -2212.00 | 3011032.00 |
| 1484 | 2009.09.02 16:15 | s/l | 743 | 0.04 | 83.194 | 83.195 | 86.795 | -8800.00 | 3002232.00 |
| 1485 | 2009.09.03 07:00 | buy | 746 | 0.01 | 83.714 | 81.520 | 85.120 | ||
| 1486 | 2009.09.04 15:34 | t/p | 746 | 0.01 | 85.131 | 81.520 | 85.120 | 1417.00 | 3003649.00 |
| 1487 | 2009.09.04 16:00 | buy | 747 | 0.01 | 84.758 | 82.560 | 86.160 | ||
| 1488 | 2009.09.07 01:58 | t/p | 745 | 0.38 | 85.833 | 82.230 | 85.830 | 53048.00 | 3056697.00 |
| 1489 | 2009.09.07 10:11 | t/p | 747 | 0.01 | 86.160 | 82.560 | 86.160 | 1402.00 | 3058099.00 |
| 1490 | 2009.09.07 10:46 | t/p | 739 | 0.19 | 86.354 | 82.755 | 86.355 | 26486.00 | 3084585.00 |
| 1491 | 2009.09.07 11:17 | t/p | 740 | 0.15 | 86.386 | 82.790 | 86.390 | 20835.00 | 3105420.00 |
| 1492 | 2009.09.08 03:00 | sell | 748 | 0.01 | 86.147 | 88.330 | 84.730 | ||
| 1493 | 2009.09.10 04:00 | buy | 749 | 0.01 | 85.510 | 83.300 | 86.900 | ||
| 1494 | 2009.09.10 09:00 | buy | 750 | 0.01 | 85.446 | 83.250 | 86.850 | ||
| 1495 | 2009.09.10 14:07 | t/p | 748 | 0.01 | 84.725 | 88.330 | 84.730 | 1422.00 | 3106842.00 |
| 1496 | 2009.09.11 00:01 | buy | 751 | 0.03 | 85.212 | 82.995 | 86.595 | ||
| 1497 | 2009.09.14 04:28 | s/l | 749 | 0.01 | 83.303 | 83.300 | 86.900 | -2207.00 | 3104635.00 |
| 1498 | 2009.09.14 05:12 | s/l | 750 | 0.01 | 83.243 | 83.250 | 86.850 | -2203.00 | 3102432.00 |
| 1499 | 2009.09.14 14:02 | s/l | 744 | 0.05 | 83.115 | 83.120 | 86.720 | -11040.00 | 3091392.00 |
| 1500 | 2009.09.14 17:00 | buy | 752 | 0.01 | 83.720 | 81.510 | 85.110 | ||