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 |
| 1951 | 2010.07.19 12:00 | buy | 976 | 0.01 | 82.692 | 81.595 | 84.085 | ||
| 1952 | 2010.07.19 17:00 | buy | 977 | 0.01 | 82.680 | 81.595 | 84.075 | ||
| 1953 | 2010.07.19 20:00 | buy | 978 | 0.11 | 82.368 | 81.590 | 83.760 | ||
| 1954 | 2010.07.20 12:00 | buy | 979 | 0.02 | 82.599 | 81.595 | 84.000 | ||
| 1955 | 2010.07.20 13:00 | buy | 980 | 0.03 | 82.542 | 81.590 | 83.945 | ||
| 1956 | 2010.07.20 23:07 | t/p | 978 | 0.11 | 83.765 | 81.590 | 83.760 | 15367.00 | 3610637.00 |
| 1957 | 2010.07.21 09:34 | t/p | 980 | 0.03 | 83.954 | 81.590 | 83.945 | 4236.00 | 3614873.00 |
| 1958 | 2010.07.21 09:43 | t/p | 979 | 0.02 | 84.013 | 81.595 | 84.000 | 2828.00 | 3617701.00 |
| 1959 | 2010.07.21 10:29 | t/p | 977 | 0.01 | 84.071 | 81.595 | 84.075 | 1391.00 | 3619092.00 |
| 1960 | 2010.07.21 10:30 | t/p | 976 | 0.01 | 84.089 | 81.595 | 84.085 | 1397.00 | 3620489.00 |
| 1961 | 2010.07.21 12:00 | buy | 981 | 0.01 | 83.834 | 81.640 | 85.240 | ||
| 1962 | 2010.07.22 13:00 | buy | 982 | 0.07 | 83.256 | 81.600 | 84.665 | ||
| 1963 | 2010.07.22 14:00 | buy | 983 | 0.04 | 83.405 | 81.595 | 84.810 | ||
| 1964 | 2010.07.22 16:00 | buy | 984 | 0.15 | 83.052 | 81.590 | 84.455 | ||
| 1965 | 2010.07.26 02:31 | t/p | 984 | 0.15 | 84.471 | 81.590 | 84.455 | 21285.00 | 3641774.00 |
| 1966 | 2010.07.26 17:10 | t/p | 982 | 0.07 | 84.663 | 81.600 | 84.665 | 9849.00 | 3651623.00 |
| 1967 | 2010.07.27 11:24 | t/p | 983 | 0.04 | 84.806 | 81.595 | 84.810 | 5604.00 | 3657227.00 |
| 1968 | 2010.07.27 15:34 | t/p | 981 | 0.01 | 85.242 | 81.640 | 85.240 | 1408.00 | 3658635.00 |
| 1969 | 2010.07.27 16:00 | buy | 985 | 0.01 | 85.106 | 82.915 | 86.515 | ||
| 1970 | 2010.07.27 18:00 | buy | 986 | 0.01 | 85.005 | 82.795 | 86.395 | ||
| 1971 | 2010.07.27 19:00 | buy | 987 | 0.02 | 84.851 | 82.645 | 86.245 | ||
| 1972 | 2010.07.27 20:00 | buy | 988 | 0.03 | 84.816 | 82.620 | 86.220 | ||
| 1973 | 2010.07.27 21:00 | buy | 989 | 0.04 | 84.698 | 82.490 | 86.090 | ||
| 1974 | 2010.07.28 00:04 | buy | 990 | 0.02 | 84.934 | 82.730 | 86.330 | ||
| 1975 | 2010.07.29 10:00 | buy | 991 | 0.09 | 84.519 | 82.315 | 85.915 | ||
| 1976 | 2010.07.29 17:00 | buy | 992 | 0.15 | 84.332 | 82.130 | 85.730 | ||
| 1977 | 2010.07.30 15:00 | buy | 993 | 0.63 | 83.784 | 81.595 | 85.180 | ||
| 1978 | 2010.08.05 11:36 | t/p | 993 | 0.63 | 85.184 | 81.595 | 85.180 | 88200.00 | 3746835.00 |
| 1979 | 2010.08.06 12:00 | buy | 994 | 0.05 | 84.678 | 82.470 | 86.070 | ||
| 1980 | 2010.08.06 17:45 | s/l | 985 | 0.01 | 82.918 | 82.915 | 86.515 | -2188.00 | 3744647.00 |
| 1981 | 2010.08.06 17:57 | s/l | 986 | 0.01 | 82.798 | 82.795 | 86.395 | -2207.00 | 3742440.00 |
| 1982 | 2010.08.06 17:58 | s/l | 990 | 0.02 | 82.730 | 82.730 | 86.330 | -4408.00 | 3738032.00 |
| 1983 | 2010.08.09 09:00 | buy | 995 | 0.01 | 83.333 | 81.595 | 84.730 | ||
| 1984 | 2010.08.09 10:00 | buy | 996 | 0.01 | 83.235 | 81.590 | 84.640 | ||
| 1985 | 2010.08.10 17:53 | s/l | 987 | 0.02 | 82.641 | 82.645 | 86.245 | -4420.00 | 3733612.00 |
| 1986 | 2010.08.10 17:53 | s/l | 988 | 0.03 | 82.616 | 82.620 | 86.220 | -6600.00 | 3727012.00 |
| 1987 | 2010.08.10 22:14 | s/l | 989 | 0.04 | 82.485 | 82.490 | 86.090 | -8852.00 | 3718160.00 |
| 1988 | 2010.08.10 22:19 | s/l | 994 | 0.05 | 82.441 | 82.470 | 86.070 | -11185.00 | 3706975.00 |
| 1989 | 2010.08.11 10:05 | s/l | 991 | 0.09 | 82.313 | 82.315 | 85.915 | -19854.00 | 3687121.00 |
| 1990 | 2010.08.11 10:19 | s/l | 992 | 0.15 | 82.132 | 82.130 | 85.730 | -33000.00 | 3654121.00 |
| 1991 | 2010.08.11 14:06 | s/l | 995 | 0.01 | 81.585 | 81.595 | 84.730 | -1748.00 | 3652373.00 |
| 1992 | 2010.08.11 14:06 | s/l | 996 | 0.01 | 81.582 | 81.590 | 84.640 | -1653.00 | 3650720.00 |
| 1993 | 2010.08.12 10:00 | buy | 997 | 0.01 | 81.836 | 81.065 | 83.230 | ||
| 1994 | 2010.08.12 15:00 | buy | 998 | 0.15 | 81.577 | 81.060 | 82.985 | ||
| 1995 | 2010.08.13 09:23 | t/p | 998 | 0.15 | 82.978 | 81.060 | 82.985 | 21015.00 | 3671735.00 |
| 1996 | 2010.08.19 02:11 | t/p | 997 | 0.01 | 83.231 | 81.065 | 83.230 | 1395.00 | 3673130.00 |
| 1997 | 2010.08.19 04:00 | buy | 999 | 0.01 | 83.285 | 81.070 | 84.680 | ||
| 1998 | 2010.08.19 12:00 | buy | 1000 | 0.01 | 83.202 | 81.070 | 84.595 | ||
| 1999 | 2010.08.23 14:00 | buy | 1001 | 0.98 | 81.669 | 81.065 | 83.065 | ||
| 2000 | 2010.08.23 17:23 | s/l | 999 | 0.01 | 81.062 | 81.070 | 84.680 | -2223.00 | 3670907.00 |
| 2001 | 2010.08.23 17:23 | s/l | 1000 | 0.01 | 81.077 | 81.070 | 84.595 | -2125.00 | 3668782.00 |
| 2002 | 2010.08.23 17:23 | s/l | 1001 | 0.98 | 81.062 | 81.065 | 83.065 | -59486.00 | 3609296.00 |
| 2003 | 2010.08.25 02:00 | sell | 1002 | 0.01 | 79.381 | 81.890 | 77.790 | ||
| 2004 | 2010.08.25 22:00 | buy | 1003 | 0.01 | 79.899 | 78.410 | 81.300 | ||
| 2005 | 2010.08.26 00:00 | buy | 1004 | 0.02 | 79.810 | 78.425 | 81.215 | ||
| 2006 | 2010.08.26 01:00 | buy | 1005 | 0.01 | 79.873 | 78.420 | 81.270 | ||
| 2007 | 2010.08.30 00:01 | t/p | 1004 | 0.02 | 81.264 | 78.425 | 81.215 | 2908.00 | 3612204.00 |
| 2008 | 2010.08.30 00:02 | t/p | 1005 | 0.01 | 81.275 | 78.420 | 81.270 | 1402.00 | 3613606.00 |
| 2009 | 2010.08.30 00:03 | t/p | 1003 | 0.01 | 81.306 | 78.410 | 81.300 | 1407.00 | 3615013.00 |
| 2010 | 2010.08.30 01:04 | buy | 1006 | 0.01 | 81.321 | 79.115 | 82.715 | ||
| 2011 | 2010.08.30 04:44 | s/l | 1002 | 0.01 | 81.880 | 81.890 | 77.790 | -2499.00 | 3612514.00 |
| 2012 | 2010.08.31 15:30 | s/l | 1006 | 0.01 | 79.105 | 79.115 | 82.715 | -2216.00 | 3610298.00 |
| 2013 | 2010.08.31 19:00 | sell | 1007 | 0.01 | 79.025 | 81.535 | 77.435 | ||
| 2014 | 2010.09.01 05:00 | buy | 1008 | 0.01 | 79.303 | 78.415 | 80.705 | ||
| 2015 | 2010.09.01 11:00 | buy | 1009 | 0.02 | 79.208 | 78.410 | 80.615 | ||
| 2016 | 2010.09.01 13:00 | buy | 1010 | 0.02 | 79.243 | 78.410 | 80.650 | ||
| 2017 | 2010.09.01 17:53 | t/p | 1009 | 0.02 | 80.616 | 78.410 | 80.615 | 2816.00 | 3613114.00 |
| 2018 | 2010.09.01 17:55 | t/p | 1010 | 0.02 | 80.653 | 78.410 | 80.650 | 2820.00 | 3615934.00 |
| 2019 | 2010.09.01 17:55 | t/p | 1008 | 0.01 | 80.700 | 78.415 | 80.705 | 1397.00 | 3617331.00 |
| 2020 | 2010.09.01 19:00 | buy | 1011 | 0.01 | 80.494 | 78.410 | 81.895 | ||
| 2021 | 2010.09.01 22:00 | buy | 1012 | 0.02 | 80.284 | 78.410 | 81.680 | ||
| 2022 | 2010.09.02 00:00 | buy | 1013 | 0.01 | 80.464 | 78.440 | 81.865 | ||
| 2023 | 2010.09.02 05:00 | buy | 1014 | 0.04 | 80.132 | 78.410 | 81.530 | ||
| 2024 | 2010.09.03 00:00 | buy | 1015 | 0.05 | 80.086 | 78.425 | 81.495 | ||
| 2025 | 2010.09.03 13:00 | buy | 1016 | 0.03 | 80.170 | 78.410 | 81.560 | ||
| 2026 | 2010.09.03 15:41 | t/p | 1015 | 0.05 | 81.506 | 78.425 | 81.495 | 7100.00 | 3624431.00 |
| 2027 | 2010.09.03 15:41 | s/l | 1007 | 0.01 | 81.534 | 81.535 | 77.435 | -2509.00 | 3621922.00 |
| 2028 | 2010.09.03 15:41 | t/p | 1014 | 0.04 | 81.539 | 78.410 | 81.530 | 5628.00 | 3627550.00 |
| 2029 | 2010.09.03 15:42 | t/p | 1016 | 0.03 | 81.565 | 78.410 | 81.560 | 4185.00 | 3631735.00 |
| 2030 | 2010.09.08 14:00 | buy | 1017 | 0.07 | 79.960 | 78.410 | 81.360 | ||
| 2031 | 2010.09.10 03:12 | t/p | 1017 | 0.07 | 81.368 | 78.410 | 81.360 | 9856.00 | 3641591.00 |
| 2032 | 2010.09.10 15:25 | t/p | 1012 | 0.02 | 81.671 | 78.410 | 81.680 | 2774.00 | 3644365.00 |
| 2033 | 2010.09.15 04:58 | t/p | 1013 | 0.01 | 81.861 | 78.440 | 81.865 | 1397.00 | 3645762.00 |
| 2034 | 2010.09.15 05:02 | t/p | 1011 | 0.01 | 81.893 | 78.410 | 81.895 | 1399.00 | 3647161.00 |
| 2035 | 2010.09.15 06:00 | buy | 1018 | 0.01 | 81.994 | 79.790 | 83.390 | ||
| 2036 | 2010.09.15 17:39 | t/p | 1018 | 0.01 | 83.388 | 79.790 | 83.390 | 1394.00 | 3648555.00 |
| 2037 | 2010.09.16 16:00 | sell | 1019 | 0.01 | 83.293 | 85.490 | 81.890 | ||
| 2038 | 2010.09.22 18:08 | t/p | 1019 | 0.01 | 81.890 | 85.490 | 81.890 | 1403.00 | 3649958.00 |
| 2039 | 2010.09.24 05:00 | buy | 1020 | 0.01 | 81.797 | 79.590 | 83.190 | ||
| 2040 | 2010.09.29 04:00 | buy | 1021 | 0.02 | 81.549 | 79.355 | 82.955 | ||
| 2041 | 2010.09.29 07:00 | buy | 1022 | 0.03 | 81.500 | 79.295 | 82.895 | ||
| 2042 | 2010.09.29 14:00 | buy | 1023 | 0.04 | 81.430 | 79.220 | 82.820 | ||
| 2043 | 2010.09.30 19:00 | buy | 1024 | 0.09 | 81.163 | 78.955 | 82.555 | ||
| 2044 | 2010.09.30 21:00 | buy | 1025 | 0.15 | 81.019 | 78.825 | 82.425 | ||
| 2045 | 2010.10.01 04:00 | buy | 1026 | 0.11 | 81.093 | 78.900 | 82.500 | ||
| 2046 | 2010.10.01 20:00 | buy | 1027 | 0.02 | 81.645 | 79.445 | 83.045 | ||
| 2047 | 2010.10.04 02:00 | buy | 1028 | 0.01 | 81.705 | 79.505 | 83.105 | ||
| 2048 | 2010.10.08 21:00 | buy | 1029 | 0.19 | 80.928 | 78.720 | 82.320 | ||
| 2049 | 2010.10.12 18:00 | buy | 1030 | 0.24 | 80.894 | 78.695 | 82.295 | ||
| 2050 | 2010.10.13 10:00 | buy | 1031 | 0.07 | 81.243 | 79.045 | 82.645 | ||
| 2051 | 2010.10.13 14:00 | buy | 1032 | 0.02 | 81.280 | 79.090 | 82.690 | ||
| 2052 | 2010.10.18 11:05 | s/l | 1020 | 0.01 | 79.581 | 79.590 | 83.190 | -2216.00 | 3647742.00 |
| 2053 | 2010.10.18 11:09 | s/l | 1028 | 0.01 | 79.512 | 79.505 | 83.105 | -2193.00 | 3645549.00 |
| 2054 | 2010.10.18 11:10 | s/l | 1027 | 0.02 | 79.453 | 79.445 | 83.045 | -4384.00 | 3641165.00 |
| 2055 | 2010.10.18 18:00 | buy | 1033 | 0.01 | 80.076 | 78.410 | 81.485 | ||
| 2056 | 2010.10.18 20:00 | buy | 1034 | 0.02 | 79.969 | 78.410 | 81.365 | ||
| 2057 | 2010.10.19 15:51 | s/l | 1021 | 0.02 | 79.346 | 79.355 | 82.955 | -4406.00 | 3636759.00 |
| 2058 | 2010.10.19 15:55 | s/l | 1022 | 0.03 | 79.298 | 79.295 | 82.895 | -6606.00 | 3630153.00 |
| 2059 | 2010.10.19 16:00 | s/l | 1023 | 0.04 | 79.213 | 79.220 | 82.820 | -8868.00 | 3621285.00 |
| 2060 | 2010.10.19 16:01 | s/l | 1032 | 0.02 | 79.096 | 79.090 | 82.690 | -4368.00 | 3616917.00 |
| 2061 | 2010.10.19 16:10 | s/l | 1031 | 0.07 | 79.047 | 79.045 | 82.645 | -15372.00 | 3601545.00 |
| 2062 | 2010.10.19 16:16 | s/l | 1024 | 0.09 | 78.964 | 78.955 | 82.555 | -19791.00 | 3581754.00 |
| 2063 | 2010.10.19 16:28 | s/l | 1026 | 0.11 | 78.885 | 78.900 | 82.500 | -24288.00 | 3557466.00 |
| 2064 | 2010.10.19 21:03 | s/l | 1025 | 0.15 | 78.823 | 78.825 | 82.425 | -32940.00 | 3524526.00 |
| 2065 | 2010.10.20 02:51 | s/l | 1029 | 0.19 | 78.720 | 78.720 | 82.320 | -41952.00 | 3482574.00 |
| 2066 | 2010.10.20 02:56 | s/l | 1030 | 0.24 | 78.698 | 78.695 | 82.295 | -52704.00 | 3429870.00 |
| 2067 | 2010.10.20 14:00 | buy | 1035 | 0.97 | 79.030 | 78.410 | 80.420 | ||
| 2068 | 2010.11.03 16:10 | t/p | 1035 | 0.97 | 80.420 | 78.410 | 80.420 | 134830.00 | 3564700.00 |
| 2069 | 2010.11.05 19:23 | t/p | 1034 | 0.02 | 81.356 | 78.410 | 81.365 | 2774.00 | 3567474.00 |
| 2070 | 2010.11.10 08:46 | t/p | 1033 | 0.01 | 81.489 | 78.410 | 81.485 | 1413.00 | 3568887.00 |
| 2071 | 2010.11.11 11:00 | sell | 1036 | 0.01 | 82.150 | 84.085 | 80.747 | ||
| 2072 | 2010.11.12 10:10 | t/p | 1036 | 0.01 | 80.741 | 84.085 | 80.747 | 1409.00 | 3570296.00 |
| 2073 | 2010.11.12 13:00 | sell | 1037 | 0.01 | 81.374 | 83.577 | 79.977 | ||
| 2074 | 2010.11.12 16:00 | sell | 1038 | 0.02 | 81.561 | 83.577 | 80.168 | ||
| 2075 | 2010.11.12 21:00 | sell | 1039 | 0.01 | 81.460 | 83.577 | 80.067 | ||
| 2076 | 2010.11.16 08:00 | sell | 1040 | 0.15 | 82.188 | 83.577 | 80.794 | ||
| 2077 | 2010.11.16 15:00 | sell | 1041 | 0.07 | 81.909 | 83.577 | 80.516 | ||
| 2078 | 2010.11.16 16:00 | sell | 1042 | 0.04 | 81.816 | 83.577 | 80.423 | ||
| 2079 | 2010.11.18 23:00 | sell | 1043 | 0.03 | 81.720 | 83.577 | 80.314 | ||
| 2080 | 2010.11.19 08:00 | sell | 1044 | 0.02 | 81.659 | 83.577 | 80.257 | ||
| 2081 | 2010.11.22 17:00 | sell | 1045 | 0.11 | 82.124 | 83.577 | 80.714 | ||
| 2082 | 2010.11.23 18:37 | t/p | 1040 | 0.15 | 80.789 | 83.577 | 80.794 | 20985.00 | 3591281.00 |
| 2083 | 2010.11.26 07:00 | sell | 1046 | 0.69 | 82.740 | 83.577 | 81.337 | ||
| 2084 | 2010.11.30 15:45 | t/p | 1046 | 0.69 | 81.332 | 83.577 | 81.337 | 97152.00 | 3688433.00 |
| 2085 | 2010.12.02 15:26 | s/l | 1037 | 0.01 | 83.586 | 83.577 | 79.977 | -2212.00 | 3686221.00 |
| 2086 | 2010.12.02 15:26 | s/l | 1038 | 0.02 | 83.583 | 83.577 | 80.168 | -4044.00 | 3682177.00 |
| 2087 | 2010.12.02 15:26 | s/l | 1039 | 0.01 | 83.581 | 83.577 | 80.067 | -2121.00 | 3680056.00 |
| 2088 | 2010.12.02 15:26 | s/l | 1041 | 0.07 | 83.578 | 83.577 | 80.516 | -11683.00 | 3668373.00 |
| 2089 | 2010.12.02 15:26 | s/l | 1042 | 0.04 | 83.576 | 83.577 | 80.423 | -7040.00 | 3661333.00 |
| 2090 | 2010.12.02 15:26 | s/l | 1043 | 0.03 | 83.568 | 83.577 | 80.314 | -5544.00 | 3655789.00 |
| 2091 | 2010.12.02 15:26 | s/l | 1044 | 0.02 | 83.584 | 83.577 | 80.257 | -3850.00 | 3651939.00 |
| 2092 | 2010.12.02 15:26 | s/l | 1045 | 0.11 | 83.582 | 83.577 | 80.714 | -16038.00 | 3635901.00 |
| 2093 | 2010.12.02 22:00 | buy | 1047 | 0.01 | 83.644 | 81.150 | 85.250 | ||
| 2094 | 2010.12.03 09:00 | sell | 1048 | 0.01 | 83.273 | 83.724 | 81.873 | ||
| 2095 | 2010.12.03 11:00 | sell | 1049 | 0.04 | 83.363 | 83.724 | 81.961 | ||
| 2096 | 2010.12.07 03:07 | t/p | 1049 | 0.04 | 81.967 | 83.724 | 81.961 | 5584.00 | 3641485.00 |
| 2097 | 2010.12.07 03:40 | t/p | 1048 | 0.01 | 81.874 | 83.724 | 81.873 | 1399.00 | 3642884.00 |
| 2098 | 2010.12.07 04:00 | sell | 1050 | 0.01 | 81.891 | 83.724 | 80.496 | ||
| 2099 | 2010.12.07 07:00 | sell | 1051 | 0.02 | 82.016 | 83.724 | 80.618 | ||
| 2100 | 2010.12.09 04:00 | sell | 1052 | 0.66 | 82.914 | 83.724 | 81.518 | ||