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 |
| 2101 | 2010.12.09 09:00 | sell | 1053 | 0.31 | 83.004 | 83.724 | 81.605 | ||
| 2102 | 2010.12.15 17:54 | s/l | 1050 | 0.01 | 83.730 | 83.724 | 80.496 | -1839.00 | 3641045.00 |
| 2103 | 2010.12.15 17:54 | s/l | 1051 | 0.02 | 83.731 | 83.724 | 80.618 | -3430.00 | 3637615.00 |
| 2104 | 2010.12.15 17:54 | s/l | 1052 | 0.66 | 83.734 | 83.724 | 81.518 | -54120.00 | 3583495.00 |
| 2105 | 2010.12.15 17:54 | s/l | 1053 | 0.31 | 83.719 | 83.724 | 81.605 | -22165.00 | 3561330.00 |
| 2106 | 2010.12.16 11:00 | sell | 1054 | 0.01 | 83.686 | 84.212 | 82.289 | ||
| 2107 | 2010.12.16 16:00 | sell | 1055 | 0.03 | 83.774 | 84.212 | 82.371 | ||
| 2108 | 2010.12.16 19:00 | sell | 1056 | 0.02 | 83.729 | 84.212 | 82.339 | ||
| 2109 | 2010.12.20 17:05 | t/p | 1055 | 0.03 | 82.370 | 84.212 | 82.371 | 4212.00 | 3565542.00 |
| 2110 | 2010.12.20 17:06 | t/p | 1056 | 0.02 | 82.344 | 84.212 | 82.339 | 2770.00 | 3568312.00 |
| 2111 | 2010.12.20 17:08 | t/p | 1054 | 0.01 | 82.284 | 84.212 | 82.289 | 1402.00 | 3569714.00 |
| 2112 | 2010.12.20 20:00 | sell | 1057 | 0.01 | 82.299 | 84.212 | 80.909 | ||
| 2113 | 2010.12.21 00:00 | sell | 1058 | 0.01 | 82.388 | 84.212 | 80.989 | ||
| 2114 | 2010.12.30 23:00 | buy | 1059 | 0.99 | 81.598 | 79.403 | 83.003 | ||
| 2115 | 2011.01.04 17:00 | sell | 1060 | 0.02 | 82.443 | 84.212 | 81.049 | ||
| 2116 | 2011.01.05 15:21 | t/p | 1059 | 0.99 | 83.011 | 79.403 | 83.003 | 139887.00 | 3709601.00 |
| 2117 | 2011.01.05 16:00 | close | 1057 | 0.01 | 83.286 | 84.212 | 80.909 | -987.00 | 3708614.00 |
| 2118 | 2011.01.05 16:00 | close | 1058 | 0.01 | 83.296 | 84.212 | 80.989 | -908.00 | 3707706.00 |
| 2119 | 2011.01.05 16:00 | close | 1060 | 0.02 | 83.293 | 84.212 | 81.049 | -1700.00 | 3706006.00 |
| 2120 | 2011.01.06 11:00 | sell | 1061 | 0.01 | 83.547 | 84.212 | 82.137 | ||
| 2121 | 2011.01.07 15:16 | s/l | 1061 | 0.01 | 84.215 | 84.212 | 82.137 | -668.00 | 3705338.00 |
| 2122 | 2011.01.07 19:00 | sell | 1062 | 0.01 | 83.610 | 84.382 | 82.202 | ||
| 2123 | 2011.01.12 11:00 | sell | 1063 | 0.66 | 84.054 | 84.382 | 82.651 | ||
| 2124 | 2011.01.12 14:13 | s/l | 1062 | 0.01 | 84.380 | 84.382 | 82.202 | -770.00 | 3704568.00 |
| 2125 | 2011.01.12 14:13 | s/l | 1063 | 0.66 | 84.390 | 84.382 | 82.651 | -22176.00 | 3682392.00 |
| 2126 | 2011.01.12 22:00 | sell | 1064 | 0.01 | 83.895 | 84.708 | 82.489 | ||
| 2127 | 2011.01.13 03:00 | sell | 1065 | 0.11 | 84.176 | 84.708 | 82.767 | ||
| 2128 | 2011.01.13 06:00 | sell | 1066 | 0.09 | 84.141 | 84.708 | 82.739 | ||
| 2129 | 2011.01.13 10:00 | sell | 1067 | 0.07 | 84.120 | 84.708 | 82.717 | ||
| 2130 | 2011.01.13 12:00 | sell | 1068 | 0.03 | 84.021 | 84.708 | 82.623 | ||
| 2131 | 2011.01.19 15:19 | t/p | 1065 | 0.11 | 82.764 | 84.708 | 82.767 | 15532.00 | 3697924.00 |
| 2132 | 2011.01.19 15:30 | t/p | 1066 | 0.09 | 82.733 | 84.708 | 82.739 | 12672.00 | 3710596.00 |
| 2133 | 2011.01.19 15:32 | t/p | 1067 | 0.07 | 82.712 | 84.708 | 82.717 | 9856.00 | 3720452.00 |
| 2134 | 2011.01.19 15:34 | t/p | 1068 | 0.03 | 82.623 | 84.708 | 82.623 | 4194.00 | 3724646.00 |
| 2135 | 2011.01.19 17:31 | t/p | 1064 | 0.01 | 82.494 | 84.708 | 82.489 | 1401.00 | 3726047.00 |
| 2136 | 2011.01.19 18:00 | sell | 1069 | 0.01 | 82.587 | 84.708 | 81.188 | ||
| 2137 | 2011.01.21 11:00 | sell | 1070 | 0.03 | 82.931 | 84.708 | 81.541 | ||
| 2138 | 2011.01.21 13:00 | sell | 1071 | 0.05 | 83.079 | 84.708 | 81.677 | ||
| 2139 | 2011.01.21 20:00 | sell | 1072 | 0.07 | 83.099 | 84.708 | 81.702 | ||
| 2140 | 2011.01.24 18:00 | sell | 1073 | 0.04 | 83.004 | 84.708 | 81.597 | ||
| 2141 | 2011.01.25 12:00 | sell | 1074 | 0.02 | 82.794 | 84.708 | 81.386 | ||
| 2142 | 2011.01.26 12:00 | buy | 1075 | 0.24 | 82.565 | 80.713 | 83.960 | ||
| 2143 | 2011.01.26 13:00 | buy | 1076 | 0.31 | 82.540 | 80.713 | 83.936 | ||
| 2144 | 2011.01.31 12:00 | buy | 1077 | 0.44 | 82.168 | 80.708 | 83.559 | ||
| 2145 | 2011.01.31 18:35 | t/p | 1071 | 0.05 | 81.668 | 84.708 | 81.677 | 7055.00 | 3733102.00 |
| 2146 | 2011.01.31 18:35 | t/p | 1072 | 0.07 | 81.674 | 84.708 | 81.702 | 9975.00 | 3743077.00 |
| 2147 | 2011.01.31 18:42 | t/p | 1073 | 0.04 | 81.589 | 84.708 | 81.597 | 5660.00 | 3748737.00 |
| 2148 | 2011.01.31 18:42 | t/p | 1070 | 0.03 | 81.535 | 84.708 | 81.541 | 4188.00 | 3752925.00 |
| 2149 | 2011.02.07 09:36 | t/p | 1077 | 0.44 | 83.566 | 80.708 | 83.559 | 61512.00 | 3814437.00 |
| 2150 | 2011.02.07 14:00 | sell | 1078 | 0.09 | 83.220 | 84.708 | 81.828 | ||
| 2151 | 2011.02.07 16:00 | sell | 1079 | 0.11 | 83.260 | 84.708 | 81.860 | ||
| 2152 | 2011.02.07 22:00 | sell | 1080 | 0.07 | 83.105 | 84.708 | 81.709 | ||
| 2153 | 2011.02.08 03:00 | sell | 1081 | 0.04 | 83.021 | 84.708 | 81.621 | ||
| 2154 | 2011.02.08 10:00 | sell | 1082 | 0.05 | 83.046 | 84.708 | 81.651 | ||
| 2155 | 2011.02.08 14:00 | sell | 1083 | 0.03 | 82.932 | 84.708 | 81.526 | ||
| 2156 | 2011.02.09 20:00 | sell | 1084 | 0.02 | 82.849 | 84.708 | 81.449 | ||
| 2157 | 2011.02.11 14:31 | t/p | 1076 | 0.31 | 83.942 | 80.713 | 83.936 | 43462.00 | 3857899.00 |
| 2158 | 2011.02.11 14:47 | t/p | 1075 | 0.24 | 83.962 | 80.713 | 83.960 | 33528.00 | 3891427.00 |
| 2159 | 2011.02.14 11:00 | sell | 1085 | 0.56 | 84.169 | 84.708 | 82.764 | ||
| 2160 | 2011.02.14 16:00 | s/l | 1069 | 0.01 | 84.881 | 84.708 | 81.188 | -2294.00 | 3889133.00 |
| 2161 | 2011.02.14 16:00 | s/l | 1074 | 0.02 | 84.889 | 84.708 | 81.386 | -4190.00 | 3884943.00 |
| 2162 | 2011.02.14 16:00 | s/l | 1078 | 0.09 | 84.888 | 84.708 | 81.828 | -15012.00 | 3869931.00 |
| 2163 | 2011.02.14 16:00 | s/l | 1079 | 0.11 | 84.895 | 84.708 | 81.860 | -17985.00 | 3851946.00 |
| 2164 | 2011.02.14 16:00 | s/l | 1080 | 0.07 | 84.887 | 84.708 | 81.709 | -12474.00 | 3839472.00 |
| 2165 | 2011.02.14 16:00 | s/l | 1081 | 0.04 | 84.889 | 84.708 | 81.621 | -7472.00 | 3832000.00 |
| 2166 | 2011.02.14 16:00 | s/l | 1082 | 0.05 | 84.894 | 84.708 | 81.651 | -9240.00 | 3822760.00 |
| 2167 | 2011.02.14 16:00 | s/l | 1083 | 0.03 | 84.885 | 84.708 | 81.526 | -5859.00 | 3816901.00 |
| 2168 | 2011.02.14 16:00 | s/l | 1084 | 0.02 | 84.889 | 84.708 | 81.449 | -4080.00 | 3812821.00 |
| 2169 | 2011.02.14 16:00 | s/l | 1085 | 0.56 | 84.886 | 84.708 | 82.764 | -40152.00 | 3772669.00 |
| 2170 | 2011.02.14 17:00 | sell | 1086 | 0.01 | 84.276 | 84.708 | 82.671 | ||
| 2171 | 2011.02.14 23:00 | close | 1047 | 0.01 | 84.246 | 81.150 | 85.250 | 602.00 | 3773271.00 |
| 2172 | 2011.02.15 10:11 | s/l | 1086 | 0.01 | 84.721 | 84.708 | 82.671 | -445.00 | 3772826.00 |
| 2173 | 2011.02.16 00:00 | sell | 1087 | 0.01 | 84.626 | 85.138 | 83.016 | ||
| 2174 | 2011.02.16 22:00 | sell | 1088 | 0.09 | 84.760 | 85.138 | 83.170 | ||
| 2175 | 2011.02.17 10:00 | sell | 1089 | 0.31 | 84.870 | 85.138 | 83.261 | ||
| 2176 | 2011.02.17 11:00 | sell | 1090 | 0.19 | 84.830 | 85.138 | 83.227 | ||
| 2177 | 2011.02.17 12:00 | sell | 1091 | 0.11 | 84.802 | 85.138 | 83.199 | ||
| 2178 | 2011.02.17 15:30 | s/l | 1087 | 0.01 | 85.138 | 85.138 | 83.016 | -512.00 | 3772314.00 |
| 2179 | 2011.02.17 15:30 | s/l | 1088 | 0.09 | 85.145 | 85.138 | 83.170 | -3465.00 | 3768849.00 |
| 2180 | 2011.02.17 15:30 | s/l | 1089 | 0.31 | 85.144 | 85.138 | 83.261 | -8494.00 | 3760355.00 |
| 2181 | 2011.02.17 15:30 | s/l | 1090 | 0.19 | 85.131 | 85.138 | 83.227 | -5719.00 | 3754636.00 |
| 2182 | 2011.02.17 15:30 | s/l | 1091 | 0.11 | 85.147 | 85.138 | 83.199 | -3795.00 | 3750841.00 |
| 2183 | 2011.02.17 17:00 | sell | 1092 | 0.01 | 84.766 | 85.188 | 82.994 | ||
| 2184 | 2011.02.23 17:09 | t/p | 1092 | 0.01 | 83.001 | 85.188 | 82.994 | 1765.00 | 3752606.00 |
| 2185 | 2011.02.23 18:00 | sell | 1093 | 0.01 | 83.188 | 85.188 | 81.784 | ||
| 2186 | 2011.02.23 22:00 | sell | 1094 | 0.01 | 83.321 | 85.188 | 81.923 | ||
| 2187 | 2011.02.24 00:00 | sell | 1095 | 0.02 | 83.375 | 85.188 | 81.967 | ||
| 2188 | 2011.03.01 17:00 | sell | 1096 | 0.51 | 84.279 | 85.188 | 82.887 | ||
| 2189 | 2011.03.01 19:00 | sell | 1097 | 0.24 | 84.022 | 85.188 | 82.620 | ||
| 2190 | 2011.03.01 21:00 | sell | 1098 | 0.19 | 83.999 | 85.188 | 82.596 | ||
| 2191 | 2011.03.02 05:00 | sell | 1099 | 0.02 | 83.932 | 85.188 | 82.529 | ||
| 2192 | 2011.03.04 14:00 | buy | 1100 | 0.01 | 84.963 | 82.463 | 86.563 | ||
| 2193 | 2011.03.04 15:28 | s/l | 1093 | 0.01 | 85.201 | 85.188 | 81.784 | -2013.00 | 3750593.00 |
| 2194 | 2011.03.04 15:28 | s/l | 1094 | 0.01 | 85.207 | 85.188 | 81.923 | -1886.00 | 3748707.00 |
| 2195 | 2011.03.04 15:28 | s/l | 1095 | 0.02 | 85.208 | 85.188 | 81.967 | -3666.00 | 3745041.00 |
| 2196 | 2011.03.04 15:28 | s/l | 1096 | 0.51 | 85.219 | 85.188 | 82.887 | -47940.00 | 3697101.00 |
| 2197 | 2011.03.04 15:28 | s/l | 1097 | 0.24 | 85.218 | 85.188 | 82.620 | -28704.00 | 3668397.00 |
| 2198 | 2011.03.04 15:28 | s/l | 1098 | 0.19 | 85.213 | 85.188 | 82.596 | -23066.00 | 3645331.00 |
| 2199 | 2011.03.04 15:28 | s/l | 1099 | 0.02 | 85.208 | 85.188 | 82.529 | -2552.00 | 3642779.00 |
| 2200 | 2011.03.04 20:00 | sell | 1101 | 0.01 | 84.646 | 85.385 | 83.254 | ||
| 2201 | 2011.03.09 07:47 | s/l | 1101 | 0.01 | 85.390 | 85.385 | 83.254 | -744.00 | 3642035.00 |
| 2202 | 2011.03.10 17:00 | sell | 1102 | 0.01 | 85.077 | 85.630 | 83.679 | ||
| 2203 | 2011.03.10 20:00 | sell | 1103 | 0.01 | 85.111 | 85.630 | 83.714 | ||
| 2204 | 2011.03.11 18:09 | t/p | 1103 | 0.01 | 83.720 | 85.630 | 83.714 | 1391.00 | 3643426.00 |
| 2205 | 2011.03.11 18:09 | t/p | 1102 | 0.01 | 83.681 | 85.630 | 83.679 | 1396.00 | 3644822.00 |
| 2206 | 2011.03.11 19:00 | sell | 1104 | 0.01 | 84.001 | 85.630 | 82.603 | ||
| 2207 | 2011.03.11 20:00 | sell | 1105 | 0.01 | 84.093 | 85.630 | 82.685 | ||
| 2208 | 2011.03.15 12:49 | t/p | 1105 | 0.01 | 82.678 | 85.630 | 82.685 | 1415.00 | 3646237.00 |
| 2209 | 2011.03.15 12:49 | t/p | 1104 | 0.01 | 82.598 | 85.630 | 82.603 | 1403.00 | 3647640.00 |
| 2210 | 2011.03.15 12:55 | s/l | 1100 | 0.01 | 82.458 | 82.463 | 86.563 | -2505.00 | 3645135.00 |
| 2211 | 2011.03.16 04:00 | buy | 1106 | 0.01 | 82.543 | 80.969 | 83.943 | ||
| 2212 | 2011.03.16 09:00 | buy | 1107 | 0.05 | 82.221 | 80.964 | 83.620 | ||
| 2213 | 2011.03.16 10:00 | buy | 1108 | 0.04 | 82.225 | 80.958 | 83.634 | ||
| 2214 | 2011.03.16 11:00 | buy | 1109 | 0.02 | 82.421 | 80.968 | 83.817 | ||
| 2215 | 2011.03.16 18:59 | s/l | 1106 | 0.01 | 80.957 | 80.969 | 83.943 | -1586.00 | 3643549.00 |
| 2216 | 2011.03.16 18:59 | s/l | 1107 | 0.05 | 80.962 | 80.964 | 83.620 | -6295.00 | 3637254.00 |
| 2217 | 2011.03.16 18:59 | s/l | 1109 | 0.02 | 80.954 | 80.968 | 83.817 | -2934.00 | 3634320.00 |
| 2218 | 2011.03.16 18:59 | s/l | 1108 | 0.04 | 80.967 | 80.958 | 83.634 | -5032.00 | 3629288.00 |
| 2219 | 2011.03.17 21:00 | buy | 1110 | 0.01 | 80.077 | 77.568 | 81.668 | ||
| 2220 | 2011.03.17 23:00 | buy | 1111 | 0.01 | 80.025 | 77.518 | 81.618 | ||
| 2221 | 2011.03.18 03:02 | t/p | 1111 | 0.01 | 81.615 | 77.518 | 81.618 | 1590.00 | 3630878.00 |
| 2222 | 2011.03.18 03:02 | t/p | 1110 | 0.01 | 81.687 | 77.568 | 81.668 | 1610.00 | 3632488.00 |
| 2223 | 2011.03.21 08:00 | buy | 1112 | 0.01 | 82.540 | 80.344 | 83.944 | ||
| 2224 | 2011.03.23 21:00 | buy | 1113 | 0.01 | 82.478 | 80.271 | 83.871 | ||
| 2225 | 2011.03.29 11:36 | t/p | 1113 | 0.01 | 83.873 | 80.271 | 83.871 | 1395.00 | 3633883.00 |
| 2226 | 2011.03.29 12:43 | t/p | 1112 | 0.01 | 83.947 | 80.344 | 83.944 | 1407.00 | 3635290.00 |
| 2227 | 2011.03.31 05:00 | sell | 1114 | 0.01 | 85.387 | 85.811 | 83.995 | ||
| 2228 | 2011.03.31 22:56 | s/l | 1114 | 0.01 | 85.814 | 85.811 | 83.995 | -427.00 | 3634863.00 |
| 2229 | 2011.04.04 12:00 | sell | 1115 | 0.01 | 87.221 | 87.759 | 85.625 | ||
| 2230 | 2011.04.05 16:51 | s/l | 1115 | 0.01 | 87.765 | 87.759 | 85.625 | -544.00 | 3634319.00 |
| 2231 | 2011.04.06 02:00 | buy | 1116 | 0.01 | 88.390 | 85.890 | 89.990 | ||
| 2232 | 2011.04.12 08:00 | sell | 1117 | 0.01 | 87.308 | 89.505 | 85.905 | ||
| 2233 | 2011.04.12 17:00 | sell | 1118 | 0.02 | 87.570 | 89.505 | 86.160 | ||
| 2234 | 2011.04.14 14:03 | t/p | 1118 | 0.02 | 86.156 | 89.505 | 86.160 | 2828.00 | 3637147.00 |
| 2235 | 2011.04.14 14:08 | t/p | 1117 | 0.01 | 85.906 | 89.505 | 85.905 | 1402.00 | 3638549.00 |
| 2236 | 2011.04.14 15:00 | sell | 1119 | 0.01 | 86.125 | 88.323 | 84.723 | ||
| 2237 | 2011.04.14 15:35 | s/l | 1116 | 0.01 | 85.877 | 85.890 | 89.990 | -2513.00 | 3636036.00 |
| 2238 | 2011.04.14 17:00 | sell | 1120 | 0.01 | 86.252 | 88.323 | 84.845 | ||
| 2239 | 2011.04.14 18:00 | sell | 1121 | 0.02 | 86.395 | 88.323 | 84.989 | ||
| 2240 | 2011.04.14 19:00 | sell | 1122 | 0.03 | 86.464 | 88.323 | 85.055 | ||
| 2241 | 2011.04.15 09:00 | sell | 1123 | 0.04 | 86.514 | 88.323 | 85.106 | ||
| 2242 | 2011.04.18 17:46 | t/p | 1123 | 0.04 | 85.105 | 88.323 | 85.106 | 5636.00 | 3641672.00 |
| 2243 | 2011.04.18 17:47 | t/p | 1122 | 0.03 | 85.048 | 88.323 | 85.055 | 4248.00 | 3645920.00 |
| 2244 | 2011.04.18 17:47 | t/p | 1121 | 0.02 | 84.997 | 88.323 | 84.989 | 2796.00 | 3648716.00 |
| 2245 | 2011.04.18 17:57 | t/p | 1120 | 0.01 | 84.816 | 88.323 | 84.845 | 1436.00 | 3650152.00 |
| 2246 | 2011.04.18 17:57 | t/p | 1119 | 0.01 | 84.717 | 88.323 | 84.723 | 1408.00 | 3651560.00 |
| 2247 | 2011.04.18 19:00 | sell | 1124 | 0.01 | 85.072 | 87.265 | 83.665 | ||
| 2248 | 2011.04.19 01:00 | sell | 1125 | 0.05 | 85.554 | 87.265 | 84.152 | ||
| 2249 | 2011.04.19 02:00 | sell | 1126 | 0.03 | 85.384 | 87.265 | 83.984 | ||
| 2250 | 2011.04.19 05:00 | sell | 1127 | 0.02 | 85.376 | 87.265 | 83.966 | ||