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 |
| 1501 | 2009.09.16 17:35 | t/p | 752 | 0.01 | 85.117 | 81.510 | 85.110 | 1397.00 | 3092789.00 |
| 1502 | 2009.09.16 19:00 | buy | 753 | 0.01 | 85.356 | 83.160 | 86.760 | ||
| 1503 | 2009.09.16 21:00 | buy | 754 | 0.02 | 85.188 | 82.995 | 86.595 | ||
| 1504 | 2009.09.16 22:00 | buy | 755 | 0.01 | 85.226 | 83.035 | 86.635 | ||
| 1505 | 2009.09.25 02:51 | s/l | 753 | 0.01 | 83.159 | 83.160 | 86.760 | -2197.00 | 3090592.00 |
| 1506 | 2009.09.25 04:18 | s/l | 755 | 0.01 | 83.026 | 83.035 | 86.635 | -2200.00 | 3088392.00 |
| 1507 | 2009.09.25 04:18 | s/l | 742 | 0.07 | 83.030 | 83.025 | 86.625 | -15393.00 | 3072999.00 |
| 1508 | 2009.09.25 04:19 | s/l | 751 | 0.03 | 83.002 | 82.995 | 86.595 | -6630.00 | 3066369.00 |
| 1509 | 2009.09.25 04:19 | s/l | 754 | 0.02 | 83.001 | 82.995 | 86.595 | -4374.00 | 3061995.00 |
| 1510 | 2009.09.25 04:20 | s/l | 741 | 0.11 | 82.955 | 82.965 | 86.565 | -24321.00 | 3037674.00 |
| 1511 | 2009.09.28 16:00 | buy | 756 | 0.01 | 81.820 | 80.635 | 83.210 | ||
| 1512 | 2009.09.28 17:00 | buy | 757 | 0.02 | 81.732 | 80.620 | 83.140 | ||
| 1513 | 2009.09.29 08:21 | t/p | 757 | 0.02 | 83.135 | 80.620 | 83.140 | 2806.00 | 3040480.00 |
| 1514 | 2009.09.29 08:34 | t/p | 756 | 0.01 | 83.214 | 80.635 | 83.210 | 1394.00 | 3041874.00 |
| 1515 | 2009.09.29 11:00 | buy | 758 | 0.01 | 82.816 | 80.635 | 84.220 | ||
| 1516 | 2009.10.02 19:00 | buy | 759 | 0.02 | 82.673 | 80.630 | 84.065 | ||
| 1517 | 2009.10.02 20:00 | buy | 760 | 0.01 | 82.717 | 80.625 | 84.125 | ||
| 1518 | 2009.10.06 18:08 | t/p | 759 | 0.02 | 84.073 | 80.630 | 84.065 | 2800.00 | 3044674.00 |
| 1519 | 2009.10.06 18:09 | t/p | 760 | 0.01 | 84.121 | 80.625 | 84.125 | 1404.00 | 3046078.00 |
| 1520 | 2009.10.07 15:41 | t/p | 758 | 0.01 | 84.230 | 80.635 | 84.220 | 1414.00 | 3047492.00 |
| 1521 | 2009.10.07 16:00 | buy | 761 | 0.01 | 84.021 | 81.815 | 85.415 | ||
| 1522 | 2009.10.07 18:00 | buy | 762 | 0.01 | 83.942 | 81.745 | 85.345 | ||
| 1523 | 2009.10.08 04:00 | buy | 763 | 0.03 | 83.691 | 81.490 | 85.090 | ||
| 1524 | 2009.10.08 05:00 | buy | 764 | 0.02 | 83.796 | 81.595 | 85.195 | ||
| 1525 | 2009.10.08 16:00 | buy | 765 | 0.04 | 83.680 | 81.475 | 85.075 | ||
| 1526 | 2009.10.08 20:00 | buy | 766 | 0.02 | 83.885 | 81.685 | 85.285 | ||
| 1527 | 2009.10.09 14:27 | t/p | 765 | 0.04 | 85.075 | 81.475 | 85.075 | 5580.00 | 3053072.00 |
| 1528 | 2009.10.09 14:31 | t/p | 763 | 0.03 | 85.084 | 81.490 | 85.090 | 4179.00 | 3057251.00 |
| 1529 | 2009.10.09 15:19 | t/p | 764 | 0.02 | 85.189 | 81.595 | 85.195 | 2786.00 | 3060037.00 |
| 1530 | 2009.10.09 15:55 | t/p | 766 | 0.02 | 85.277 | 81.685 | 85.285 | 2784.00 | 3062821.00 |
| 1531 | 2009.10.09 15:56 | t/p | 762 | 0.01 | 85.343 | 81.745 | 85.345 | 1401.00 | 3064222.00 |
| 1532 | 2009.10.09 16:38 | t/p | 761 | 0.01 | 85.425 | 81.815 | 85.415 | 1404.00 | 3065626.00 |
| 1533 | 2009.10.09 17:00 | buy | 767 | 0.01 | 85.381 | 83.180 | 86.780 | ||
| 1534 | 2009.10.12 11:15 | t/p | 767 | 0.01 | 86.776 | 83.180 | 86.780 | 1395.00 | 3067021.00 |
| 1535 | 2009.10.13 02:00 | sell | 768 | 0.01 | 86.660 | 88.865 | 85.265 | ||
| 1536 | 2009.10.13 06:00 | sell | 769 | 0.01 | 86.809 | 88.865 | 85.400 | ||
| 1537 | 2009.10.13 21:00 | sell | 770 | 0.02 | 86.839 | 88.865 | 85.430 | ||
| 1538 | 2009.10.15 23:00 | sell | 771 | 0.19 | 87.573 | 88.865 | 86.165 | ||
| 1539 | 2009.10.16 01:01 | sell | 772 | 0.24 | 87.562 | 88.865 | 86.175 | ||
| 1540 | 2009.10.16 18:00 | sell | 773 | 0.11 | 87.354 | 88.865 | 85.945 | ||
| 1541 | 2009.10.16 19:00 | sell | 774 | 0.09 | 87.315 | 88.865 | 85.920 | ||
| 1542 | 2009.10.16 21:00 | sell | 775 | 0.31 | 87.677 | 88.865 | 86.270 | ||
| 1543 | 2009.10.19 01:00 | sell | 776 | 0.02 | 87.492 | 88.865 | 86.025 | ||
| 1544 | 2009.10.20 22:17 | t/p | 775 | 0.31 | 86.279 | 88.865 | 86.270 | 43338.00 | 3110359.00 |
| 1545 | 2009.10.21 12:41 | t/p | 772 | 0.24 | 86.165 | 88.865 | 86.175 | 33528.00 | 3143887.00 |
| 1546 | 2009.10.21 12:48 | t/p | 771 | 0.19 | 86.161 | 88.865 | 86.165 | 26828.00 | 3170715.00 |
| 1547 | 2009.10.21 14:08 | t/p | 776 | 0.02 | 86.024 | 88.865 | 86.025 | 2936.00 | 3173651.00 |
| 1548 | 2009.10.22 13:00 | sell | 777 | 0.02 | 86.916 | 88.865 | 85.520 | ||
| 1549 | 2009.10.22 20:00 | sell | 778 | 0.04 | 87.080 | 88.865 | 85.670 | ||
| 1550 | 2009.10.23 12:00 | sell | 779 | 0.07 | 87.200 | 88.865 | 85.810 | ||
| 1551 | 2009.10.23 13:00 | sell | 780 | 0.05 | 87.168 | 88.865 | 85.760 | ||
| 1552 | 2009.10.26 14:00 | sell | 781 | 0.03 | 87.039 | 88.865 | 85.635 | ||
| 1553 | 2009.10.27 11:30 | t/p | 773 | 0.11 | 85.955 | 88.865 | 85.945 | 15389.00 | 3189040.00 |
| 1554 | 2009.10.27 11:35 | t/p | 774 | 0.09 | 85.928 | 88.865 | 85.920 | 12483.00 | 3201523.00 |
| 1555 | 2009.10.27 11:38 | t/p | 779 | 0.07 | 85.813 | 88.865 | 85.810 | 9709.00 | 3211232.00 |
| 1556 | 2009.10.27 11:47 | t/p | 780 | 0.05 | 85.757 | 88.865 | 85.760 | 7055.00 | 3218287.00 |
| 1557 | 2009.10.28 06:46 | t/p | 778 | 0.04 | 85.663 | 88.865 | 85.670 | 5668.00 | 3223955.00 |
| 1558 | 2009.10.28 06:47 | t/p | 781 | 0.03 | 85.626 | 88.865 | 85.635 | 4239.00 | 3228194.00 |
| 1559 | 2009.10.28 06:52 | t/p | 777 | 0.02 | 85.502 | 88.865 | 85.520 | 2828.00 | 3231022.00 |
| 1560 | 2009.10.28 07:16 | t/p | 770 | 0.02 | 85.416 | 88.865 | 85.430 | 2846.00 | 3233868.00 |
| 1561 | 2009.10.28 07:18 | t/p | 769 | 0.01 | 85.390 | 88.865 | 85.400 | 1419.00 | 3235287.00 |
| 1562 | 2009.10.28 11:11 | t/p | 768 | 0.01 | 85.269 | 88.865 | 85.265 | 1391.00 | 3236678.00 |
| 1563 | 2009.10.29 12:00 | buy | 782 | 0.01 | 84.251 | 82.050 | 85.650 | ||
| 1564 | 2009.10.29 14:00 | buy | 783 | 0.01 | 84.165 | 81.970 | 85.570 | ||
| 1565 | 2009.10.29 18:32 | t/p | 783 | 0.01 | 85.570 | 81.970 | 85.570 | 1405.00 | 3238083.00 |
| 1566 | 2009.10.29 19:43 | t/p | 782 | 0.01 | 85.659 | 82.050 | 85.650 | 1408.00 | 3239491.00 |
| 1567 | 2009.10.29 20:00 | buy | 784 | 0.01 | 85.506 | 83.300 | 86.900 | ||
| 1568 | 2009.10.30 20:26 | s/l | 784 | 0.01 | 83.267 | 83.300 | 86.900 | -2239.00 | 3237252.00 |
| 1569 | 2009.11.02 16:00 | buy | 785 | 0.01 | 83.450 | 81.240 | 84.840 | ||
| 1570 | 2009.11.04 08:47 | t/p | 785 | 0.01 | 84.846 | 81.240 | 84.840 | 1396.00 | 3238648.00 |
| 1571 | 2009.11.04 10:00 | buy | 786 | 0.01 | 85.019 | 82.825 | 86.425 | ||
| 1572 | 2009.11.09 07:00 | buy | 787 | 0.09 | 84.380 | 82.180 | 85.780 | ||
| 1573 | 2009.11.09 09:00 | buy | 788 | 0.11 | 84.331 | 82.125 | 85.725 | ||
| 1574 | 2009.11.09 11:00 | buy | 789 | 0.04 | 84.646 | 82.445 | 86.045 | ||
| 1575 | 2009.11.09 12:00 | buy | 790 | 0.01 | 84.904 | 82.695 | 86.295 | ||
| 1576 | 2009.11.09 13:00 | buy | 791 | 0.03 | 84.695 | 82.490 | 86.090 | ||
| 1577 | 2009.11.09 16:00 | buy | 792 | 0.02 | 84.796 | 82.590 | 86.190 | ||
| 1578 | 2009.11.11 09:12 | t/p | 788 | 0.11 | 85.739 | 82.125 | 85.725 | 15488.00 | 3254136.00 |
| 1579 | 2009.11.11 09:16 | t/p | 787 | 0.09 | 85.781 | 82.180 | 85.780 | 12609.00 | 3266745.00 |
| 1580 | 2009.11.11 11:47 | t/p | 789 | 0.04 | 86.047 | 82.445 | 86.045 | 5604.00 | 3272349.00 |
| 1581 | 2009.11.11 15:09 | t/p | 791 | 0.03 | 86.087 | 82.490 | 86.090 | 4176.00 | 3276525.00 |
| 1582 | 2009.11.12 02:32 | t/p | 792 | 0.02 | 86.193 | 82.590 | 86.190 | 2794.00 | 3279319.00 |
| 1583 | 2009.11.12 06:00 | sell | 793 | 0.01 | 85.928 | 88.135 | 84.535 | ||
| 1584 | 2009.11.12 17:51 | t/p | 790 | 0.01 | 86.301 | 82.695 | 86.295 | 1397.00 | 3280716.00 |
| 1585 | 2009.11.17 10:14 | t/p | 793 | 0.01 | 84.538 | 88.135 | 84.535 | 1390.00 | 3282106.00 |
| 1586 | 2009.11.17 22:00 | buy | 794 | 0.02 | 84.863 | 82.655 | 86.255 | ||
| 1587 | 2009.11.18 03:00 | buy | 795 | 0.01 | 84.961 | 82.755 | 86.355 | ||
| 1588 | 2009.11.18 07:00 | buy | 796 | 0.03 | 84.714 | 82.505 | 86.105 | ||
| 1589 | 2009.11.18 08:00 | buy | 797 | 0.02 | 84.747 | 82.550 | 86.150 | ||
| 1590 | 2009.11.20 07:00 | buy | 798 | 0.85 | 83.685 | 81.490 | 85.090 | ||
| 1591 | 2009.11.23 03:00 | buy | 799 | 0.06 | 83.316 | 81.120 | 84.720 | ||
| 1592 | 2009.11.26 05:31 | s/l | 786 | 0.01 | 82.815 | 82.825 | 86.425 | -2204.00 | 3279902.00 |
| 1593 | 2009.11.26 05:31 | s/l | 795 | 0.01 | 82.754 | 82.755 | 86.355 | -2207.00 | 3277695.00 |
| 1594 | 2009.11.26 05:33 | s/l | 794 | 0.02 | 82.654 | 82.655 | 86.255 | -4418.00 | 3273277.00 |
| 1595 | 2009.11.26 05:33 | s/l | 797 | 0.02 | 82.553 | 82.550 | 86.150 | -4388.00 | 3268889.00 |
| 1596 | 2009.11.26 06:45 | s/l | 796 | 0.03 | 82.514 | 82.505 | 86.105 | -6600.00 | 3262289.00 |
| 1597 | 2009.11.26 18:51 | s/l | 798 | 0.85 | 81.478 | 81.490 | 85.090 | -187595.00 | 3074694.00 |
| 1598 | 2009.11.27 01:00 | sell | 800 | 0.01 | 81.594 | 84.090 | 79.990 | ||
| 1599 | 2009.11.27 01:16 | s/l | 799 | 0.06 | 81.116 | 81.120 | 84.720 | -13200.00 | 3061494.00 |
| 1600 | 2009.11.27 01:43 | t/p | 800 | 0.01 | 79.995 | 84.090 | 79.990 | 1599.00 | 3063093.00 |
| 1601 | 2009.11.30 03:00 | buy | 801 | 0.01 | 81.932 | 79.880 | 83.325 | ||
| 1602 | 2009.11.30 11:00 | sell | 802 | 0.01 | 81.568 | 84.070 | 79.970 | ||
| 1603 | 2009.11.30 14:00 | sell | 803 | 0.01 | 81.659 | 84.070 | 80.060 | ||
| 1604 | 2009.12.01 00:02 | buy | 804 | 0.02 | 81.750 | 79.885 | 83.215 | ||
| 1605 | 2009.12.01 02:00 | buy | 805 | 0.01 | 81.873 | 79.885 | 83.275 | ||
| 1606 | 2009.12.01 14:34 | t/p | 804 | 0.02 | 83.210 | 79.885 | 83.215 | 2920.00 | 3066013.00 |
| 1607 | 2009.12.01 15:22 | t/p | 805 | 0.01 | 83.294 | 79.885 | 83.275 | 1421.00 | 3067434.00 |
| 1608 | 2009.12.01 15:23 | t/p | 801 | 0.01 | 83.328 | 79.880 | 83.325 | 1396.00 | 3068830.00 |
| 1609 | 2009.12.01 16:00 | buy | 806 | 0.01 | 83.262 | 81.070 | 84.670 | ||
| 1610 | 2009.12.01 18:00 | buy | 807 | 0.02 | 83.116 | 80.910 | 84.510 | ||
| 1611 | 2009.12.01 19:00 | buy | 808 | 0.02 | 83.048 | 80.855 | 84.455 | ||
| 1612 | 2009.12.02 05:00 | buy | 809 | 0.01 | 83.164 | 80.955 | 84.555 | ||
| 1613 | 2009.12.03 15:30 | s/l | 802 | 0.01 | 84.077 | 84.070 | 79.970 | -2509.00 | 3066321.00 |
| 1614 | 2009.12.03 15:30 | s/l | 803 | 0.01 | 84.073 | 84.070 | 80.060 | -2414.00 | 3063907.00 |
| 1615 | 2009.12.04 14:37 | t/p | 808 | 0.02 | 84.447 | 80.855 | 84.455 | 2798.00 | 3066705.00 |
| 1616 | 2009.12.04 14:37 | t/p | 807 | 0.02 | 84.504 | 80.910 | 84.510 | 2776.00 | 3069481.00 |
| 1617 | 2009.12.04 15:30 | t/p | 809 | 0.01 | 84.586 | 80.955 | 84.555 | 1422.00 | 3070903.00 |
| 1618 | 2009.12.04 15:30 | t/p | 806 | 0.01 | 84.683 | 81.070 | 84.670 | 1421.00 | 3072324.00 |
| 1619 | 2009.12.07 10:00 | sell | 810 | 0.01 | 85.150 | 87.355 | 83.755 | ||
| 1620 | 2009.12.08 15:21 | t/p | 810 | 0.01 | 83.748 | 87.355 | 83.755 | 1402.00 | 3073726.00 |
| 1621 | 2009.12.09 14:00 | buy | 811 | 0.01 | 83.096 | 80.900 | 84.500 | ||
| 1622 | 2009.12.11 07:52 | t/p | 811 | 0.01 | 84.494 | 80.900 | 84.500 | 1398.00 | 3075124.00 |
| 1623 | 2009.12.11 08:00 | buy | 812 | 0.01 | 84.545 | 82.340 | 85.940 | ||
| 1624 | 2009.12.11 10:00 | buy | 813 | 0.02 | 84.326 | 82.135 | 85.735 | ||
| 1625 | 2009.12.14 20:00 | buy | 814 | 0.19 | 83.731 | 81.525 | 85.125 | ||
| 1626 | 2009.12.15 02:00 | buy | 815 | 0.15 | 83.759 | 81.550 | 85.150 | ||
| 1627 | 2009.12.15 04:00 | buy | 816 | 0.11 | 83.822 | 81.615 | 85.215 | ||
| 1628 | 2009.12.15 06:00 | buy | 817 | 0.09 | 83.908 | 81.710 | 85.310 | ||
| 1629 | 2009.12.15 08:00 | buy | 818 | 0.05 | 84.110 | 81.900 | 85.500 | ||
| 1630 | 2009.12.15 09:00 | buy | 819 | 0.04 | 84.182 | 81.975 | 85.575 | ||
| 1631 | 2009.12.15 23:00 | buy | 820 | 0.01 | 84.433 | 82.240 | 85.840 | ||
| 1632 | 2009.12.16 04:00 | buy | 821 | 0.02 | 84.405 | 82.215 | 85.815 | ||
| 1633 | 2009.12.18 08:00 | buy | 822 | 0.07 | 84.048 | 81.840 | 85.440 | ||
| 1634 | 2009.12.21 12:41 | t/p | 814 | 0.19 | 85.132 | 81.525 | 85.125 | 26619.00 | 3101743.00 |
| 1635 | 2009.12.21 12:41 | t/p | 815 | 0.15 | 85.153 | 81.550 | 85.150 | 20910.00 | 3122653.00 |
| 1636 | 2009.12.21 13:31 | t/p | 816 | 0.11 | 85.217 | 81.615 | 85.215 | 15345.00 | 3137998.00 |
| 1637 | 2009.12.21 13:53 | t/p | 817 | 0.09 | 85.306 | 81.710 | 85.310 | 12582.00 | 3150580.00 |
| 1638 | 2009.12.21 14:23 | t/p | 822 | 0.07 | 85.431 | 81.840 | 85.440 | 9681.00 | 3160261.00 |
| 1639 | 2009.12.21 14:24 | t/p | 818 | 0.05 | 85.504 | 81.900 | 85.500 | 6970.00 | 3167231.00 |
| 1640 | 2009.12.21 14:25 | t/p | 819 | 0.04 | 85.583 | 81.975 | 85.575 | 5604.00 | 3172835.00 |
| 1641 | 2009.12.21 14:46 | t/p | 813 | 0.02 | 85.741 | 82.135 | 85.735 | 2830.00 | 3175665.00 |
| 1642 | 2009.12.21 14:46 | t/p | 821 | 0.02 | 85.823 | 82.215 | 85.815 | 2836.00 | 3178501.00 |
| 1643 | 2009.12.21 14:47 | t/p | 820 | 0.01 | 85.836 | 82.240 | 85.840 | 1403.00 | 3179904.00 |
| 1644 | 2009.12.21 16:28 | t/p | 812 | 0.01 | 85.932 | 82.340 | 85.940 | 1387.00 | 3181291.00 |
| 1645 | 2009.12.24 07:00 | sell | 823 | 0.01 | 87.132 | 88.305 | 85.740 | ||
| 1646 | 2009.12.28 10:00 | sell | 824 | 0.01 | 87.188 | 88.305 | 85.780 | ||
| 1647 | 2009.12.28 11:00 | sell | 825 | 0.02 | 87.272 | 88.305 | 85.875 | ||
| 1648 | 2009.12.28 12:00 | sell | 826 | 0.02 | 87.247 | 88.305 | 85.840 | ||
| 1649 | 2009.12.29 13:45 | s/l | 823 | 0.01 | 88.309 | 88.305 | 85.740 | -1177.00 | 3180114.00 |
| 1650 | 2009.12.29 13:45 | s/l | 824 | 0.01 | 88.312 | 88.305 | 85.780 | -1124.00 | 3178990.00 |