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 |
| 1651 | 2009.12.29 13:45 | s/l | 825 | 0.02 | 88.297 | 88.305 | 85.875 | -2050.00 | 3176940.00 |
| 1652 | 2009.12.29 13:45 | s/l | 826 | 0.02 | 88.313 | 88.305 | 85.840 | -2132.00 | 3174808.00 |
| 1653 | 2009.12.30 01:00 | sell | 827 | 0.01 | 88.102 | 88.550 | 86.695 | ||
| 1654 | 2009.12.31 17:46 | s/l | 827 | 0.01 | 88.543 | 88.550 | 86.695 | -441.00 | 3174367.00 |
| 1655 | 2010.01.04 22:00 | sell | 828 | 0.01 | 88.829 | 89.515 | 87.220 | ||
| 1656 | 2010.01.06 13:00 | buy | 829 | 0.01 | 89.013 | 86.520 | 90.620 | ||
| 1657 | 2010.01.06 17:18 | s/l | 828 | 0.01 | 89.508 | 89.515 | 87.220 | -679.00 | 3173688.00 |
| 1658 | 2010.01.11 18:00 | sell | 830 | 0.01 | 89.255 | 90.630 | 87.865 | ||
| 1659 | 2010.01.12 15:58 | t/p | 830 | 0.01 | 87.867 | 90.630 | 87.865 | 1388.00 | 3175076.00 |
| 1660 | 2010.01.12 17:00 | sell | 831 | 0.01 | 87.796 | 89.990 | 86.390 | ||
| 1661 | 2010.01.14 17:00 | sell | 832 | 0.24 | 88.733 | 89.990 | 87.340 | ||
| 1662 | 2010.01.14 18:00 | sell | 833 | 0.19 | 88.673 | 89.990 | 87.280 | ||
| 1663 | 2010.01.15 06:00 | sell | 834 | 0.40 | 88.866 | 89.990 | 87.460 | ||
| 1664 | 2010.01.15 07:00 | sell | 835 | 0.16 | 88.805 | 89.990 | 87.400 | ||
| 1665 | 2010.01.20 12:53 | t/p | 834 | 0.40 | 87.452 | 89.990 | 87.460 | 56560.00 | 3231636.00 |
| 1666 | 2010.01.20 13:12 | t/p | 835 | 0.16 | 87.401 | 89.990 | 87.400 | 22464.00 | 3254100.00 |
| 1667 | 2010.01.20 14:01 | t/p | 832 | 0.24 | 87.327 | 89.990 | 87.340 | 33744.00 | 3287844.00 |
| 1668 | 2010.01.20 14:03 | t/p | 833 | 0.19 | 87.284 | 89.990 | 87.280 | 26391.00 | 3314235.00 |
| 1669 | 2010.01.21 18:09 | s/l | 829 | 0.01 | 86.520 | 86.520 | 90.620 | -2493.00 | 3311742.00 |
| 1670 | 2010.01.21 18:39 | t/p | 831 | 0.01 | 86.386 | 89.990 | 86.390 | 1410.00 | 3313152.00 |
| 1671 | 2010.01.21 20:00 | sell | 836 | 0.01 | 86.190 | 88.395 | 84.795 | ||
| 1672 | 2010.01.25 07:00 | buy | 837 | 0.01 | 85.437 | 83.240 | 86.840 | ||
| 1673 | 2010.01.26 06:59 | t/p | 836 | 0.01 | 84.804 | 88.395 | 84.795 | 1386.00 | 3314538.00 |
| 1674 | 2010.01.27 23:00 | buy | 838 | 0.24 | 84.559 | 82.355 | 85.955 | ||
| 1675 | 2010.01.28 00:00 | buy | 839 | 0.19 | 84.575 | 82.380 | 85.980 | ||
| 1676 | 2010.01.28 03:00 | buy | 840 | 0.11 | 84.720 | 82.525 | 86.125 | ||
| 1677 | 2010.01.28 04:00 | buy | 841 | 0.05 | 84.971 | 82.775 | 86.375 | ||
| 1678 | 2010.01.28 06:00 | buy | 842 | 0.02 | 85.224 | 83.020 | 86.620 | ||
| 1679 | 2010.01.28 08:00 | buy | 843 | 0.04 | 85.064 | 82.870 | 86.470 | ||
| 1680 | 2010.01.28 09:00 | buy | 844 | 0.03 | 85.108 | 82.905 | 86.505 | ||
| 1681 | 2010.01.28 13:00 | buy | 845 | 0.02 | 85.281 | 83.075 | 86.675 | ||
| 1682 | 2010.01.29 11:00 | buy | 846 | 0.07 | 84.867 | 82.675 | 86.275 | ||
| 1683 | 2010.01.29 14:00 | buy | 847 | 0.09 | 84.840 | 82.635 | 86.235 | ||
| 1684 | 2010.01.29 15:00 | buy | 848 | 0.13 | 84.638 | 82.430 | 86.030 | ||
| 1685 | 2010.02.03 16:59 | t/p | 838 | 0.24 | 85.946 | 82.355 | 85.955 | 33288.00 | 3347826.00 |
| 1686 | 2010.02.03 18:31 | t/p | 839 | 0.19 | 85.978 | 82.380 | 85.980 | 26657.00 | 3374483.00 |
| 1687 | 2010.02.03 18:39 | t/p | 848 | 0.13 | 86.032 | 82.430 | 86.030 | 18122.00 | 3392605.00 |
| 1688 | 2010.02.04 18:38 | s/l | 837 | 0.01 | 83.231 | 83.240 | 86.840 | -2206.00 | 3390399.00 |
| 1689 | 2010.02.04 18:39 | s/l | 845 | 0.02 | 83.080 | 83.075 | 86.675 | -4402.00 | 3385997.00 |
| 1690 | 2010.02.04 18:40 | s/l | 842 | 0.02 | 83.028 | 83.020 | 86.620 | -4392.00 | 3381605.00 |
| 1691 | 2010.02.04 18:41 | s/l | 844 | 0.03 | 82.886 | 82.905 | 86.505 | -6666.00 | 3374939.00 |
| 1692 | 2010.02.04 18:41 | s/l | 843 | 0.04 | 82.858 | 82.870 | 86.470 | -8824.00 | 3366115.00 |
| 1693 | 2010.02.04 18:41 | s/l | 841 | 0.05 | 82.769 | 82.775 | 86.375 | -11010.00 | 3355105.00 |
| 1694 | 2010.02.04 18:42 | s/l | 846 | 0.07 | 82.679 | 82.675 | 86.275 | -15316.00 | 3339789.00 |
| 1695 | 2010.02.04 18:42 | s/l | 847 | 0.09 | 82.637 | 82.635 | 86.235 | -19827.00 | 3319962.00 |
| 1696 | 2010.02.04 18:42 | s/l | 840 | 0.11 | 82.529 | 82.525 | 86.125 | -24101.00 | 3295861.00 |
| 1697 | 2010.02.05 18:00 | buy | 849 | 0.01 | 83.680 | 81.480 | 85.080 | ||
| 1698 | 2010.02.08 03:00 | buy | 850 | 0.02 | 83.514 | 81.310 | 84.910 | ||
| 1699 | 2010.02.08 15:00 | buy | 851 | 0.01 | 83.570 | 81.375 | 84.975 | ||
| 1700 | 2010.02.11 02:30 | t/p | 850 | 0.02 | 84.910 | 81.310 | 84.910 | 2792.00 | 3298653.00 |
| 1701 | 2010.02.11 02:30 | t/p | 851 | 0.01 | 84.980 | 81.375 | 84.975 | 1410.00 | 3300063.00 |
| 1702 | 2010.02.11 02:32 | t/p | 849 | 0.01 | 85.082 | 81.480 | 85.080 | 1402.00 | 3301465.00 |
| 1703 | 2010.02.11 04:00 | buy | 852 | 0.01 | 85.079 | 82.885 | 86.485 | ||
| 1704 | 2010.02.11 06:00 | buy | 853 | 0.02 | 84.944 | 82.750 | 86.350 | ||
| 1705 | 2010.02.11 08:00 | buy | 854 | 0.01 | 84.995 | 82.785 | 86.385 | ||
| 1706 | 2010.02.16 17:30 | t/p | 853 | 0.02 | 86.341 | 82.750 | 86.350 | 2794.00 | 3304259.00 |
| 1707 | 2010.02.16 17:31 | t/p | 854 | 0.01 | 86.393 | 82.785 | 86.385 | 1398.00 | 3305657.00 |
| 1708 | 2010.02.16 17:34 | t/p | 852 | 0.01 | 86.488 | 82.885 | 86.485 | 1409.00 | 3307066.00 |
| 1709 | 2010.02.18 04:00 | sell | 855 | 0.01 | 86.855 | 89.055 | 85.455 | ||
| 1710 | 2010.02.19 12:00 | sell | 856 | 0.05 | 87.379 | 89.055 | 85.970 | ||
| 1711 | 2010.02.19 14:00 | sell | 857 | 0.04 | 87.308 | 89.055 | 85.905 | ||
| 1712 | 2010.02.19 17:00 | sell | 858 | 0.07 | 87.422 | 89.055 | 86.015 | ||
| 1713 | 2010.02.22 11:00 | sell | 859 | 0.51 | 88.038 | 89.055 | 86.640 | ||
| 1714 | 2010.02.22 13:00 | sell | 860 | 0.24 | 87.811 | 89.055 | 86.420 | ||
| 1715 | 2010.02.22 14:00 | sell | 861 | 0.08 | 87.855 | 89.055 | 86.445 | ||
| 1716 | 2010.02.23 17:01 | t/p | 859 | 0.51 | 86.630 | 89.055 | 86.640 | 71808.00 | 3378874.00 |
| 1717 | 2010.02.23 17:03 | t/p | 861 | 0.08 | 86.439 | 89.055 | 86.445 | 11328.00 | 3390202.00 |
| 1718 | 2010.02.23 17:03 | t/p | 860 | 0.24 | 86.397 | 89.055 | 86.420 | 33936.00 | 3424138.00 |
| 1719 | 2010.02.23 17:33 | t/p | 858 | 0.07 | 86.019 | 89.055 | 86.015 | 9821.00 | 3433959.00 |
| 1720 | 2010.02.23 17:36 | t/p | 856 | 0.05 | 85.970 | 89.055 | 85.970 | 7045.00 | 3441004.00 |
| 1721 | 2010.02.23 17:37 | t/p | 857 | 0.04 | 85.902 | 89.055 | 85.905 | 5624.00 | 3446628.00 |
| 1722 | 2010.02.23 19:37 | t/p | 855 | 0.01 | 85.461 | 89.055 | 85.455 | 1394.00 | 3448022.00 |
| 1723 | 2010.02.24 17:00 | buy | 862 | 0.01 | 85.470 | 83.385 | 86.985 | ||
| 1724 | 2010.02.25 16:05 | s/l | 862 | 0.01 | 83.380 | 83.385 | 86.985 | -2090.00 | 3445932.00 |
| 1725 | 2010.02.26 04:00 | buy | 863 | 0.01 | 84.262 | 82.380 | 85.665 | ||
| 1726 | 2010.03.01 18:57 | t/p | 863 | 0.01 | 85.664 | 82.380 | 85.665 | 1402.00 | 3447334.00 |
| 1727 | 2010.03.01 19:00 | buy | 864 | 0.01 | 85.690 | 83.495 | 87.095 | ||
| 1728 | 2010.03.01 21:00 | buy | 865 | 0.01 | 85.565 | 83.375 | 86.975 | ||
| 1729 | 2010.03.01 22:00 | buy | 866 | 0.02 | 85.518 | 83.315 | 86.915 | ||
| 1730 | 2010.03.05 15:30 | t/p | 865 | 0.01 | 87.011 | 83.375 | 86.975 | 1446.00 | 3448780.00 |
| 1731 | 2010.03.05 15:30 | t/p | 866 | 0.02 | 87.026 | 83.315 | 86.915 | 3016.00 | 3451796.00 |
| 1732 | 2010.03.05 15:30 | t/p | 864 | 0.01 | 87.110 | 83.495 | 87.095 | 1420.00 | 3453216.00 |
| 1733 | 2010.03.08 11:00 | sell | 867 | 0.01 | 87.815 | 90.010 | 86.410 | ||
| 1734 | 2010.03.08 16:00 | sell | 868 | 0.01 | 87.899 | 90.010 | 86.495 | ||
| 1735 | 2010.03.11 07:00 | sell | 869 | 0.02 | 88.105 | 90.010 | 86.705 | ||
| 1736 | 2010.03.12 12:00 | sell | 870 | 0.04 | 88.218 | 90.010 | 86.825 | ||
| 1737 | 2010.03.12 13:00 | sell | 871 | 0.05 | 88.338 | 90.010 | 86.940 | ||
| 1738 | 2010.03.15 09:00 | sell | 872 | 0.40 | 88.899 | 90.010 | 87.495 | ||
| 1739 | 2010.03.15 14:00 | sell | 873 | 0.47 | 88.968 | 90.010 | 87.570 | ||
| 1740 | 2010.03.19 15:30 | s/l | 867 | 0.01 | 90.042 | 90.010 | 86.410 | -2227.00 | 3450989.00 |
| 1741 | 2010.03.19 15:30 | s/l | 868 | 0.01 | 90.031 | 90.010 | 86.495 | -2132.00 | 3448857.00 |
| 1742 | 2010.03.19 15:30 | s/l | 869 | 0.02 | 90.040 | 90.010 | 86.705 | -3870.00 | 3444987.00 |
| 1743 | 2010.03.19 15:30 | s/l | 870 | 0.04 | 90.048 | 90.010 | 86.825 | -7320.00 | 3437667.00 |
| 1744 | 2010.03.19 15:30 | s/l | 871 | 0.05 | 90.032 | 90.010 | 86.940 | -8470.00 | 3429197.00 |
| 1745 | 2010.03.19 15:30 | s/l | 872 | 0.40 | 90.048 | 90.010 | 87.495 | -45960.00 | 3383237.00 |
| 1746 | 2010.03.19 15:30 | s/l | 873 | 0.47 | 90.039 | 90.010 | 87.570 | -50337.00 | 3332900.00 |
| 1747 | 2010.03.19 20:00 | sell | 874 | 0.01 | 89.069 | 90.120 | 87.675 | ||
| 1748 | 2010.03.24 23:18 | s/l | 874 | 0.01 | 90.117 | 90.120 | 87.675 | -1048.00 | 3331852.00 |
| 1749 | 2010.03.26 04:00 | sell | 875 | 0.01 | 90.308 | 91.165 | 88.910 | ||
| 1750 | 2010.03.26 05:00 | sell | 876 | 0.01 | 90.346 | 91.165 | 88.945 | ||
| 1751 | 2010.03.30 02:00 | sell | 877 | 0.07 | 90.540 | 91.165 | 89.140 | ||
| 1752 | 2010.03.30 03:00 | sell | 878 | 0.04 | 90.481 | 91.165 | 89.075 | ||
| 1753 | 2010.03.30 08:00 | sell | 879 | 0.02 | 90.395 | 91.165 | 88.990 | ||
| 1754 | 2010.03.30 16:07 | s/l | 875 | 0.01 | 91.169 | 91.165 | 88.910 | -861.00 | 3330991.00 |
| 1755 | 2010.03.30 16:07 | s/l | 876 | 0.01 | 91.156 | 91.165 | 88.945 | -810.00 | 3330181.00 |
| 1756 | 2010.03.30 16:07 | s/l | 877 | 0.07 | 91.165 | 91.165 | 89.140 | -4375.00 | 3325806.00 |
| 1757 | 2010.03.30 16:07 | s/l | 878 | 0.04 | 91.161 | 91.165 | 89.075 | -2720.00 | 3323086.00 |
| 1758 | 2010.03.30 16:07 | s/l | 879 | 0.02 | 91.175 | 91.165 | 88.990 | -1560.00 | 3321526.00 |
| 1759 | 2010.03.30 18:00 | buy | 880 | 0.01 | 91.245 | 88.755 | 92.855 | ||
| 1760 | 2010.04.01 16:44 | t/p | 880 | 0.01 | 92.858 | 88.755 | 92.855 | 1613.00 | 3323139.00 |
| 1761 | 2010.04.02 01:00 | buy | 881 | 0.01 | 93.076 | 90.575 | 94.675 | ||
| 1762 | 2010.04.02 04:00 | buy | 882 | 0.02 | 92.887 | 90.385 | 94.485 | ||
| 1763 | 2010.04.02 15:00 | buy | 883 | 0.01 | 92.958 | 90.450 | 94.550 | ||
| 1764 | 2010.04.08 00:00 | sell | 884 | 0.01 | 92.743 | 94.320 | 91.345 | ||
| 1765 | 2010.04.08 02:00 | sell | 885 | 0.01 | 92.847 | 94.320 | 91.440 | ||
| 1766 | 2010.04.09 16:00 | sell | 886 | 0.04 | 93.026 | 94.320 | 91.635 | ||
| 1767 | 2010.04.09 17:00 | sell | 887 | 0.05 | 93.105 | 94.320 | 91.695 | ||
| 1768 | 2010.04.09 18:00 | sell | 888 | 0.03 | 92.967 | 94.320 | 91.570 | ||
| 1769 | 2010.04.12 05:00 | sell | 889 | 0.02 | 92.895 | 94.320 | 91.495 | ||
| 1770 | 2010.04.14 21:00 | sell | 890 | 0.09 | 93.203 | 94.320 | 91.795 | ||
| 1771 | 2010.04.15 11:00 | sell | 891 | 0.15 | 93.309 | 94.320 | 91.900 | ||
| 1772 | 2010.04.15 18:00 | sell | 892 | 0.11 | 93.238 | 94.320 | 91.845 | ||
| 1773 | 2010.04.15 21:00 | sell | 893 | 0.02 | 92.918 | 94.320 | 91.520 | ||
| 1774 | 2010.04.16 17:15 | t/p | 891 | 0.15 | 91.907 | 94.320 | 91.900 | 21030.00 | 3344169.00 |
| 1775 | 2010.04.16 17:15 | t/p | 892 | 0.11 | 91.850 | 94.320 | 91.845 | 15268.00 | 3359437.00 |
| 1776 | 2010.04.16 17:39 | t/p | 890 | 0.09 | 91.801 | 94.320 | 91.795 | 12618.00 | 3372055.00 |
| 1777 | 2010.04.16 17:40 | t/p | 887 | 0.05 | 91.704 | 94.320 | 91.695 | 7005.00 | 3379060.00 |
| 1778 | 2010.04.16 17:40 | t/p | 886 | 0.04 | 91.644 | 94.320 | 91.635 | 5528.00 | 3384588.00 |
| 1779 | 2010.04.16 17:49 | t/p | 888 | 0.03 | 91.566 | 94.320 | 91.570 | 4203.00 | 3388791.00 |
| 1780 | 2010.04.16 17:49 | t/p | 893 | 0.02 | 91.525 | 94.320 | 91.520 | 2786.00 | 3391577.00 |
| 1781 | 2010.04.16 17:49 | t/p | 889 | 0.02 | 91.500 | 94.320 | 91.495 | 2790.00 | 3394367.00 |
| 1782 | 2010.04.16 17:50 | t/p | 885 | 0.01 | 91.445 | 94.320 | 91.440 | 1402.00 | 3395769.00 |
| 1783 | 2010.04.16 17:50 | t/p | 884 | 0.01 | 91.346 | 94.320 | 91.345 | 1397.00 | 3397166.00 |
| 1784 | 2010.04.16 18:52 | s/l | 881 | 0.01 | 90.575 | 90.575 | 94.675 | -2501.00 | 3394665.00 |
| 1785 | 2010.04.16 18:53 | s/l | 883 | 0.01 | 90.460 | 90.450 | 94.550 | -2498.00 | 3392167.00 |
| 1786 | 2010.04.19 00:00 | s/l | 882 | 0.02 | 90.386 | 90.385 | 94.485 | -5002.00 | 3387165.00 |
| 1787 | 2010.04.19 11:00 | sell | 894 | 0.01 | 90.310 | 92.505 | 88.905 | ||
| 1788 | 2010.04.20 16:01 | s/l | 894 | 0.01 | 92.499 | 92.505 | 88.905 | -2189.00 | 3384976.00 |
| 1789 | 2010.04.21 16:00 | sell | 895 | 0.01 | 93.422 | 94.320 | 92.020 | ||
| 1790 | 2010.04.26 03:13 | s/l | 895 | 0.01 | 94.322 | 94.320 | 92.020 | -900.00 | 3384076.00 |
| 1791 | 2010.04.26 12:00 | sell | 896 | 0.01 | 94.038 | 94.490 | 92.645 | ||
| 1792 | 2010.04.26 14:31 | s/l | 896 | 0.01 | 94.480 | 94.490 | 92.645 | -442.00 | 3383634.00 |
| 1793 | 2010.04.26 17:00 | sell | 897 | 0.01 | 94.081 | 94.500 | 92.690 | ||
| 1794 | 2010.04.27 15:56 | t/p | 897 | 0.01 | 92.677 | 94.500 | 92.690 | 1404.00 | 3385038.00 |
| 1795 | 2010.04.27 17:00 | sell | 898 | 0.01 | 92.778 | 94.500 | 91.375 | ||
| 1796 | 2010.04.27 18:00 | sell | 899 | 0.02 | 92.944 | 94.500 | 91.550 | ||
| 1797 | 2010.04.27 18:57 | t/p | 899 | 0.02 | 91.553 | 94.500 | 91.550 | 2782.00 | 3387820.00 |
| 1798 | 2010.04.27 18:59 | t/p | 898 | 0.01 | 91.370 | 94.500 | 91.375 | 1408.00 | 3389228.00 |
| 1799 | 2010.04.28 09:00 | sell | 900 | 0.01 | 91.790 | 93.985 | 90.385 | ||
| 1800 | 2010.04.29 15:30 | s/l | 900 | 0.01 | 93.983 | 93.985 | 90.385 | -2193.00 | 3387035.00 |