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 |
| 1801 | 2010.04.30 21:00 | sell | 901 | 0.01 | 92.502 | 94.500 | 91.100 | ||
| 1802 | 2010.05.04 13:00 | sell | 902 | 0.11 | 93.150 | 94.500 | 91.755 | ||
| 1803 | 2010.05.04 14:00 | sell | 903 | 0.09 | 93.106 | 94.500 | 91.705 | ||
| 1804 | 2010.05.04 16:00 | sell | 904 | 0.02 | 92.645 | 94.500 | 91.255 | ||
| 1805 | 2010.05.04 19:00 | sell | 905 | 0.01 | 92.574 | 94.500 | 91.175 | ||
| 1806 | 2010.05.05 16:03 | t/p | 902 | 0.11 | 91.761 | 94.500 | 91.755 | 15279.00 | 3402314.00 |
| 1807 | 2010.05.05 16:10 | t/p | 903 | 0.09 | 91.703 | 94.500 | 91.705 | 12627.00 | 3414941.00 |
| 1808 | 2010.05.05 16:39 | t/p | 904 | 0.02 | 91.241 | 94.500 | 91.255 | 2808.00 | 3417749.00 |
| 1809 | 2010.05.05 16:39 | t/p | 905 | 0.01 | 91.173 | 94.500 | 91.175 | 1401.00 | 3419150.00 |
| 1810 | 2010.05.05 16:40 | t/p | 901 | 0.01 | 91.106 | 94.500 | 91.100 | 1396.00 | 3420546.00 |
| 1811 | 2010.05.05 18:00 | sell | 906 | 0.01 | 91.835 | 94.045 | 90.445 | ||
| 1812 | 2010.05.06 09:38 | t/p | 906 | 0.01 | 90.443 | 94.045 | 90.445 | 1392.00 | 3421938.00 |
| 1813 | 2010.05.06 12:00 | sell | 907 | 0.01 | 90.755 | 92.955 | 89.355 | ||
| 1814 | 2010.05.06 14:00 | sell | 908 | 0.01 | 90.900 | 92.955 | 89.490 | ||
| 1815 | 2010.05.06 18:16 | t/p | 908 | 0.01 | 89.482 | 92.955 | 89.490 | 1418.00 | 3423356.00 |
| 1816 | 2010.05.06 18:42 | t/p | 907 | 0.01 | 89.347 | 92.955 | 89.355 | 1408.00 | 3424764.00 |
| 1817 | 2010.05.11 03:00 | sell | 909 | 0.01 | 90.758 | 92.950 | 89.350 | ||
| 1818 | 2010.05.13 14:00 | sell | 910 | 0.09 | 91.389 | 92.950 | 89.995 | ||
| 1819 | 2010.05.13 15:00 | sell | 911 | 0.05 | 91.281 | 92.950 | 89.875 | ||
| 1820 | 2010.05.13 16:00 | sell | 912 | 0.04 | 91.205 | 92.950 | 89.795 | ||
| 1821 | 2010.05.13 17:00 | sell | 913 | 0.02 | 91.018 | 92.950 | 89.610 | ||
| 1822 | 2010.05.13 18:00 | sell | 914 | 0.02 | 90.979 | 92.950 | 89.570 | ||
| 1823 | 2010.05.13 19:00 | sell | 915 | 0.07 | 91.335 | 92.950 | 89.940 | ||
| 1824 | 2010.05.13 21:00 | sell | 916 | 0.11 | 91.504 | 92.950 | 90.095 | ||
| 1825 | 2010.05.14 00:00 | sell | 917 | 0.01 | 90.904 | 92.950 | 89.505 | ||
| 1826 | 2010.05.14 12:26 | t/p | 916 | 0.11 | 90.098 | 92.950 | 90.095 | 15466.00 | 3440230.00 |
| 1827 | 2010.05.14 12:39 | t/p | 910 | 0.09 | 89.983 | 92.950 | 89.995 | 12654.00 | 3452884.00 |
| 1828 | 2010.05.14 12:43 | t/p | 915 | 0.07 | 89.946 | 92.950 | 89.940 | 9723.00 | 3462607.00 |
| 1829 | 2010.05.14 12:45 | t/p | 911 | 0.05 | 89.872 | 92.950 | 89.875 | 7045.00 | 3469652.00 |
| 1830 | 2010.05.14 16:02 | t/p | 912 | 0.04 | 89.798 | 92.950 | 89.795 | 5628.00 | 3475280.00 |
| 1831 | 2010.05.14 16:41 | t/p | 913 | 0.02 | 89.609 | 92.950 | 89.610 | 2818.00 | 3478098.00 |
| 1832 | 2010.05.14 16:41 | t/p | 914 | 0.02 | 89.577 | 92.950 | 89.570 | 2804.00 | 3480902.00 |
| 1833 | 2010.05.14 16:42 | t/p | 917 | 0.01 | 89.489 | 92.950 | 89.505 | 1415.00 | 3482317.00 |
| 1834 | 2010.05.14 17:00 | t/p | 909 | 0.01 | 89.354 | 92.950 | 89.350 | 1404.00 | 3483721.00 |
| 1835 | 2010.05.17 13:00 | buy | 918 | 0.01 | 89.040 | 86.850 | 90.450 | ||
| 1836 | 2010.05.17 19:00 | close | 918 | 0.01 | 88.523 | 86.850 | 90.450 | -517.00 | 3483204.00 |
| 1837 | 2010.05.17 23:00 | buy | 919 | 0.01 | 89.525 | 87.325 | 90.925 | ||
| 1838 | 2010.05.18 04:00 | buy | 920 | 0.01 | 89.426 | 87.220 | 90.820 | ||
| 1839 | 2010.05.19 11:45 | s/l | 919 | 0.01 | 87.331 | 87.325 | 90.925 | -2194.00 | 3481010.00 |
| 1840 | 2010.05.19 11:47 | s/l | 920 | 0.01 | 87.227 | 87.220 | 90.820 | -2199.00 | 3478811.00 |
| 1841 | 2010.05.20 00:00 | buy | 921 | 0.01 | 87.898 | 85.705 | 89.305 | ||
| 1842 | 2010.05.20 04:00 | buy | 922 | 0.01 | 87.854 | 85.650 | 89.250 | ||
| 1843 | 2010.05.20 07:00 | buy | 923 | 0.02 | 87.774 | 85.565 | 89.165 | ||
| 1844 | 2010.05.20 14:28 | s/l | 921 | 0.01 | 85.685 | 85.705 | 89.305 | -2213.00 | 3476598.00 |
| 1845 | 2010.05.20 14:28 | s/l | 922 | 0.01 | 85.636 | 85.650 | 89.250 | -2218.00 | 3474380.00 |
| 1846 | 2010.05.20 14:31 | s/l | 923 | 0.02 | 85.569 | 85.565 | 89.165 | -4410.00 | 3469970.00 |
| 1847 | 2010.05.21 15:00 | sell | 924 | 0.01 | 83.728 | 86.220 | 82.120 | ||
| 1848 | 2010.05.21 16:00 | close | 924 | 0.01 | 83.797 | 86.220 | 82.120 | -69.00 | 3469901.00 |
| 1849 | 2010.05.21 16:00 | sell | 925 | 0.01 | 83.780 | 86.275 | 82.175 | ||
| 1850 | 2010.05.24 00:04 | buy | 926 | 0.01 | 85.138 | 82.950 | 86.550 | ||
| 1851 | 2010.05.25 01:00 | sell | 927 | 0.31 | 84.900 | 86.275 | 83.300 | ||
| 1852 | 2010.05.25 02:00 | sell | 928 | 0.24 | 84.875 | 86.275 | 83.265 | ||
| 1853 | 2010.05.25 03:00 | sell | 929 | 0.15 | 84.664 | 86.275 | 83.070 | ||
| 1854 | 2010.05.25 05:00 | sell | 930 | 0.09 | 84.556 | 86.275 | 82.950 | ||
| 1855 | 2010.05.25 07:00 | sell | 931 | 0.02 | 84.061 | 86.275 | 82.455 | ||
| 1856 | 2010.05.25 08:00 | sell | 932 | 0.03 | 84.187 | 86.275 | 82.585 | ||
| 1857 | 2010.05.25 09:55 | t/p | 927 | 0.31 | 83.296 | 86.275 | 83.300 | 49724.00 | 3519625.00 |
| 1858 | 2010.05.25 11:44 | t/p | 928 | 0.24 | 83.269 | 86.275 | 83.265 | 38544.00 | 3558169.00 |
| 1859 | 2010.05.25 11:53 | t/p | 929 | 0.15 | 83.063 | 86.275 | 83.070 | 24015.00 | 3582184.00 |
| 1860 | 2010.05.25 12:05 | s/l | 926 | 0.01 | 82.940 | 82.950 | 86.550 | -2198.00 | 3579986.00 |
| 1861 | 2010.05.25 12:38 | t/p | 930 | 0.09 | 82.953 | 86.275 | 82.950 | 14427.00 | 3594413.00 |
| 1862 | 2010.05.25 13:02 | t/p | 932 | 0.03 | 82.582 | 86.275 | 82.585 | 4815.00 | 3599228.00 |
| 1863 | 2010.05.25 13:02 | t/p | 931 | 0.02 | 82.443 | 86.275 | 82.455 | 3236.00 | 3602464.00 |
| 1864 | 2010.05.26 21:00 | buy | 933 | 0.01 | 85.129 | 82.920 | 86.520 | ||
| 1865 | 2010.05.27 00:05 | sell | 934 | 0.01 | 83.898 | 86.275 | 82.325 | ||
| 1866 | 2010.05.27 01:00 | sell | 935 | 0.02 | 84.101 | 86.275 | 82.510 | ||
| 1867 | 2010.05.27 02:00 | sell | 936 | 0.02 | 84.022 | 86.275 | 82.430 | ||
| 1868 | 2010.05.27 06:00 | sell | 937 | 0.04 | 84.268 | 86.275 | 82.665 | ||
| 1869 | 2010.05.27 07:00 | sell | 938 | 0.05 | 84.321 | 86.275 | 82.725 | ||
| 1870 | 2010.05.27 17:25 | s/l | 925 | 0.01 | 86.275 | 86.275 | 82.175 | -2495.00 | 3599969.00 |
| 1871 | 2010.05.27 17:25 | s/l | 934 | 0.01 | 86.266 | 86.275 | 82.325 | -2368.00 | 3597601.00 |
| 1872 | 2010.05.27 17:25 | s/l | 935 | 0.02 | 86.283 | 86.275 | 82.510 | -4364.00 | 3593237.00 |
| 1873 | 2010.05.27 17:25 | s/l | 936 | 0.02 | 86.270 | 86.275 | 82.430 | -4496.00 | 3588741.00 |
| 1874 | 2010.05.27 17:25 | s/l | 937 | 0.04 | 86.284 | 86.275 | 82.665 | -8064.00 | 3580677.00 |
| 1875 | 2010.05.27 17:25 | s/l | 938 | 0.05 | 86.282 | 86.275 | 82.725 | -9805.00 | 3570872.00 |
| 1876 | 2010.05.27 20:20 | t/p | 933 | 0.01 | 86.521 | 82.920 | 86.520 | 1392.00 | 3572264.00 |
| 1877 | 2010.05.28 03:00 | buy | 939 | 0.01 | 86.695 | 84.495 | 88.095 | ||
| 1878 | 2010.05.28 08:00 | buy | 940 | 0.01 | 86.634 | 84.435 | 88.035 | ||
| 1879 | 2010.05.28 09:00 | close | 939 | 0.01 | 86.944 | 84.495 | 88.095 | 249.00 | 3572513.00 |
| 1880 | 2010.05.28 09:00 | close | 940 | 0.01 | 86.935 | 84.435 | 88.035 | 301.00 | 3572814.00 |
| 1881 | 2010.05.28 10:00 | buy | 941 | 0.01 | 87.101 | 84.910 | 88.510 | ||
| 1882 | 2010.05.28 11:00 | buy | 942 | 0.02 | 86.931 | 84.730 | 88.330 | ||
| 1883 | 2010.05.28 13:00 | close | 941 | 0.01 | 87.193 | 84.910 | 88.510 | 92.00 | 3572906.00 |
| 1884 | 2010.05.28 13:00 | close | 942 | 0.02 | 87.197 | 84.730 | 88.330 | 532.00 | 3573438.00 |
| 1885 | 2010.05.28 13:00 | buy | 943 | 0.01 | 87.222 | 85.020 | 88.620 | ||
| 1886 | 2010.05.28 14:00 | buy | 944 | 0.02 | 87.066 | 84.875 | 88.475 | ||
| 1887 | 2010.05.28 15:00 | close | 943 | 0.01 | 87.334 | 85.020 | 88.620 | 112.00 | 3573550.00 |
| 1888 | 2010.05.28 15:00 | close | 944 | 0.02 | 87.334 | 84.875 | 88.475 | 536.00 | 3574086.00 |
| 1889 | 2010.05.28 16:00 | buy | 945 | 0.01 | 87.118 | 84.920 | 88.520 | ||
| 1890 | 2010.05.31 05:00 | buy | 946 | 0.02 | 86.940 | 84.750 | 88.350 | ||
| 1891 | 2010.05.31 10:00 | buy | 947 | 0.01 | 87.053 | 84.855 | 88.455 | ||
| 1892 | 2010.06.02 17:19 | t/p | 946 | 0.02 | 88.345 | 84.750 | 88.350 | 2810.00 | 3576896.00 |
| 1893 | 2010.06.02 17:21 | t/p | 947 | 0.01 | 88.463 | 84.855 | 88.455 | 1410.00 | 3578306.00 |
| 1894 | 2010.06.02 17:25 | t/p | 945 | 0.01 | 88.530 | 84.920 | 88.520 | 1412.00 | 3579718.00 |
| 1895 | 2010.06.03 08:00 | buy | 948 | 0.01 | 88.920 | 86.730 | 90.330 | ||
| 1896 | 2010.06.03 09:00 | close | 948 | 0.01 | 89.128 | 86.730 | 90.330 | 208.00 | 3579926.00 |
| 1897 | 2010.06.03 09:00 | buy | 949 | 0.01 | 89.148 | 86.945 | 90.545 | ||
| 1898 | 2010.06.03 10:00 | buy | 950 | 0.01 | 89.076 | 86.885 | 90.485 | ||
| 1899 | 2010.06.04 20:16 | s/l | 949 | 0.01 | 86.952 | 86.945 | 90.545 | -2196.00 | 3577730.00 |
| 1900 | 2010.06.04 20:17 | s/l | 950 | 0.01 | 86.883 | 86.885 | 90.485 | -2193.00 | 3575537.00 |
| 1901 | 2010.06.07 14:00 | buy | 951 | 0.01 | 86.665 | 84.460 | 88.060 | ||
| 1902 | 2010.06.07 15:00 | buy | 952 | 0.01 | 86.583 | 84.380 | 87.980 | ||
| 1903 | 2010.06.09 15:41 | t/p | 952 | 0.01 | 87.980 | 84.380 | 87.980 | 1397.00 | 3576934.00 |
| 1904 | 2010.06.09 16:27 | t/p | 951 | 0.01 | 88.069 | 84.460 | 88.060 | 1404.00 | 3578338.00 |
| 1905 | 2010.06.09 17:00 | buy | 953 | 0.01 | 87.936 | 85.735 | 89.335 | ||
| 1906 | 2010.06.09 21:00 | buy | 954 | 0.02 | 87.799 | 85.590 | 89.190 | ||
| 1907 | 2010.06.10 08:00 | buy | 955 | 0.01 | 87.853 | 85.655 | 89.255 | ||
| 1908 | 2010.06.14 04:46 | t/p | 954 | 0.02 | 89.205 | 85.590 | 89.190 | 2812.00 | 3581150.00 |
| 1909 | 2010.06.14 08:48 | t/p | 955 | 0.01 | 89.258 | 85.655 | 89.255 | 1405.00 | 3582555.00 |
| 1910 | 2010.06.14 09:19 | t/p | 953 | 0.01 | 89.339 | 85.735 | 89.335 | 1403.00 | 3583958.00 |
| 1911 | 2010.06.14 11:00 | buy | 956 | 0.01 | 89.033 | 86.825 | 90.425 | ||
| 1912 | 2010.06.15 14:00 | buy | 957 | 0.02 | 88.779 | 86.580 | 90.180 | ||
| 1913 | 2010.06.15 16:00 | buy | 958 | 0.03 | 88.717 | 86.520 | 90.120 | ||
| 1914 | 2010.06.18 20:00 | buy | 959 | 0.05 | 88.539 | 86.330 | 89.930 | ||
| 1915 | 2010.06.18 23:00 | buy | 960 | 0.02 | 88.854 | 86.660 | 90.260 | ||
| 1916 | 2010.06.21 04:00 | buy | 961 | 0.01 | 88.963 | 86.760 | 90.360 | ||
| 1917 | 2010.06.21 13:06 | t/p | 959 | 0.05 | 89.920 | 86.330 | 89.930 | 6905.00 | 3590863.00 |
| 1918 | 2010.06.23 16:06 | s/l | 956 | 0.01 | 86.834 | 86.825 | 90.425 | -2199.00 | 3588664.00 |
| 1919 | 2010.06.23 16:06 | s/l | 961 | 0.01 | 86.765 | 86.760 | 90.360 | -2198.00 | 3586466.00 |
| 1920 | 2010.06.23 16:26 | s/l | 960 | 0.02 | 86.653 | 86.660 | 90.260 | -4402.00 | 3582064.00 |
| 1921 | 2010.06.23 16:28 | s/l | 957 | 0.02 | 86.587 | 86.580 | 90.180 | -4384.00 | 3577680.00 |
| 1922 | 2010.06.23 16:29 | s/l | 958 | 0.03 | 86.525 | 86.520 | 90.120 | -6576.00 | 3571104.00 |
| 1923 | 2010.06.25 05:00 | buy | 962 | 0.01 | 86.006 | 83.800 | 87.400 | ||
| 1924 | 2010.06.25 09:00 | buy | 963 | 0.01 | 85.930 | 83.735 | 87.335 | ||
| 1925 | 2010.06.29 22:20 | s/l | 962 | 0.01 | 83.798 | 83.800 | 87.400 | -2208.00 | 3568896.00 |
| 1926 | 2010.06.29 22:21 | s/l | 963 | 0.01 | 83.740 | 83.735 | 87.335 | -2190.00 | 3566706.00 |
| 1927 | 2010.06.30 11:00 | buy | 964 | 0.01 | 84.490 | 82.290 | 85.890 | ||
| 1928 | 2010.07.01 09:00 | sell | 965 | 0.01 | 82.965 | 85.455 | 81.355 | ||
| 1929 | 2010.07.01 14:53 | s/l | 964 | 0.01 | 82.300 | 82.290 | 85.890 | -2190.00 | 3564516.00 |
| 1930 | 2010.07.02 02:00 | buy | 966 | 0.01 | 82.795 | 81.615 | 84.195 | ||
| 1931 | 2010.07.05 04:00 | buy | 967 | 0.02 | 82.671 | 81.595 | 84.075 | ||
| 1932 | 2010.07.06 07:00 | buy | 968 | 0.15 | 82.409 | 81.600 | 83.815 | ||
| 1933 | 2010.07.06 08:00 | buy | 969 | 0.05 | 82.550 | 81.605 | 83.960 | ||
| 1934 | 2010.07.06 09:00 | buy | 970 | 0.04 | 82.609 | 81.600 | 84.010 | ||
| 1935 | 2010.07.08 03:05 | t/p | 968 | 0.15 | 83.805 | 81.600 | 83.815 | 20940.00 | 3585456.00 |
| 1936 | 2010.07.08 03:11 | t/p | 969 | 0.05 | 83.961 | 81.605 | 83.960 | 7055.00 | 3592511.00 |
| 1937 | 2010.07.08 03:12 | t/p | 970 | 0.04 | 84.016 | 81.600 | 84.010 | 5628.00 | 3598139.00 |
| 1938 | 2010.07.08 03:38 | t/p | 967 | 0.02 | 84.087 | 81.595 | 84.075 | 2832.00 | 3600971.00 |
| 1939 | 2010.07.08 04:30 | t/p | 966 | 0.01 | 84.211 | 81.615 | 84.195 | 1416.00 | 3602387.00 |
| 1940 | 2010.07.08 13:00 | buy | 971 | 0.01 | 84.380 | 82.190 | 85.790 | ||
| 1941 | 2010.07.08 15:00 | buy | 972 | 0.02 | 84.229 | 82.030 | 85.630 | ||
| 1942 | 2010.07.09 14:00 | s/l | 965 | 0.01 | 85.509 | 85.455 | 81.355 | -2544.00 | 3599843.00 |
| 1943 | 2010.07.09 14:03 | t/p | 972 | 0.02 | 85.639 | 82.030 | 85.630 | 2820.00 | 3602663.00 |
| 1944 | 2010.07.09 16:28 | t/p | 971 | 0.01 | 85.794 | 82.190 | 85.790 | 1414.00 | 3604077.00 |
| 1945 | 2010.07.09 17:00 | buy | 973 | 0.01 | 85.748 | 83.545 | 87.145 | ||
| 1946 | 2010.07.09 19:00 | buy | 974 | 0.01 | 85.682 | 83.490 | 87.090 | ||
| 1947 | 2010.07.13 12:00 | buy | 975 | 0.02 | 85.559 | 83.350 | 86.950 | ||
| 1948 | 2010.07.15 17:18 | s/l | 973 | 0.01 | 83.548 | 83.545 | 87.145 | -2200.00 | 3601877.00 |
| 1949 | 2010.07.16 06:47 | s/l | 974 | 0.01 | 83.485 | 83.490 | 87.090 | -2197.00 | 3599680.00 |
| 1950 | 2010.07.16 11:47 | s/l | 975 | 0.02 | 83.354 | 83.350 | 86.950 | -4410.00 | 3595270.00 |