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 |
| 2251 | 2011.04.20 18:00 | sell | 1128 | 0.89 | 86.449 | 87.265 | 85.056 | ||
| 2252 | 2011.05.03 13:10 | t/p | 1128 | 0.89 | 85.040 | 87.265 | 85.056 | 125401.00 | 3776961.00 |
| 2253 | 2011.05.04 11:00 | buy | 1129 | 0.01 | 85.032 | 82.837 | 86.437 | ||
| 2254 | 2011.05.04 17:08 | t/p | 1125 | 0.05 | 84.160 | 87.265 | 84.152 | 6970.00 | 3783931.00 |
| 2255 | 2011.05.04 19:21 | t/p | 1126 | 0.03 | 83.984 | 87.265 | 83.984 | 4200.00 | 3788131.00 |
| 2256 | 2011.05.04 19:22 | t/p | 1127 | 0.02 | 83.959 | 87.265 | 83.966 | 2834.00 | 3790965.00 |
| 2257 | 2011.05.05 11:18 | t/p | 1124 | 0.01 | 83.666 | 87.265 | 83.665 | 1406.00 | 3792371.00 |
| 2258 | 2011.05.05 13:24 | s/l | 1129 | 0.01 | 82.832 | 82.837 | 86.437 | -2200.00 | 3790171.00 |
| 2259 | 2011.05.06 04:00 | buy | 1130 | 0.01 | 83.277 | 81.077 | 84.677 | ||
| 2260 | 2011.05.06 13:00 | buy | 1131 | 0.01 | 83.213 | 81.003 | 84.603 | ||
| 2261 | 2011.05.11 01:13 | t/p | 1131 | 0.01 | 84.595 | 81.003 | 84.603 | 1382.00 | 3791553.00 |
| 2262 | 2011.05.11 01:42 | t/p | 1130 | 0.01 | 84.679 | 81.077 | 84.677 | 1402.00 | 3792955.00 |
| 2263 | 2011.05.11 02:00 | buy | 1132 | 0.01 | 84.678 | 82.488 | 86.088 | ||
| 2264 | 2011.05.11 04:00 | buy | 1133 | 0.01 | 84.604 | 82.399 | 85.999 | ||
| 2265 | 2011.05.11 11:00 | buy | 1134 | 0.02 | 84.518 | 82.312 | 85.912 | ||
| 2266 | 2011.05.13 01:00 | buy | 1135 | 0.07 | 84.110 | 81.918 | 85.518 | ||
| 2267 | 2011.05.13 03:00 | buy | 1136 | 0.09 | 84.111 | 81.907 | 85.507 | ||
| 2268 | 2011.05.13 04:00 | buy | 1137 | 0.11 | 84.014 | 81.806 | 85.406 | ||
| 2269 | 2011.05.16 06:00 | buy | 1138 | 0.40 | 83.591 | 81.381 | 84.981 | ||
| 2270 | 2011.05.16 09:00 | buy | 1139 | 0.29 | 83.556 | 81.360 | 84.960 | ||
| 2271 | 2011.05.19 16:28 | t/p | 1139 | 0.29 | 84.956 | 81.360 | 84.960 | 40600.00 | 3833555.00 |
| 2272 | 2011.05.19 16:29 | t/p | 1138 | 0.40 | 84.985 | 81.381 | 84.981 | 55760.00 | 3889315.00 |
| 2273 | 2011.05.23 22:00 | buy | 1140 | 0.15 | 83.877 | 81.679 | 85.279 | ||
| 2274 | 2011.05.24 01:00 | buy | 1141 | 0.19 | 83.837 | 81.642 | 85.242 | ||
| 2275 | 2011.05.27 15:00 | buy | 1142 | 0.35 | 83.041 | 81.882 | 84.440 | ||
| 2276 | 2011.05.30 00:00 | s/l | 1132 | 0.01 | 82.479 | 82.488 | 86.088 | -2199.00 | 3887116.00 |
| 2277 | 2011.05.30 10:00 | buy | 1143 | 0.01 | 82.843 | 82.135 | 84.251 | ||
| 2278 | 2011.05.31 10:38 | t/p | 1143 | 0.01 | 84.260 | 82.135 | 84.251 | 1417.00 | 3888533.00 |
| 2279 | 2011.05.31 11:00 | buy | 1144 | 0.01 | 84.091 | 82.138 | 85.497 | ||
| 2280 | 2011.05.31 16:33 | t/p | 1142 | 0.35 | 84.440 | 81.882 | 84.440 | 48965.00 | 3937498.00 |
| 2281 | 2011.06.02 15:30 | s/l | 1133 | 0.01 | 82.403 | 82.399 | 85.999 | -2201.00 | 3935297.00 |
| 2282 | 2011.06.02 21:00 | buy | 1145 | 0.36 | 82.894 | 82.291 | 84.301 | ||
| 2283 | 2011.06.03 13:08 | s/l | 1134 | 0.02 | 82.304 | 82.312 | 85.912 | -4428.00 | 3930869.00 |
| 2284 | 2011.06.03 13:11 | s/l | 1145 | 0.36 | 82.287 | 82.291 | 84.301 | -21852.00 | 3909017.00 |
| 2285 | 2011.06.03 15:30 | s/l | 1144 | 0.01 | 82.113 | 82.138 | 85.497 | -1978.00 | 3907039.00 |
| 2286 | 2011.06.03 15:30 | s/l | 1135 | 0.07 | 81.880 | 81.918 | 85.518 | -15610.00 | 3891429.00 |
| 2287 | 2011.06.03 15:30 | s/l | 1136 | 0.09 | 81.878 | 81.907 | 85.507 | -20097.00 | 3871332.00 |
| 2288 | 2011.06.03 15:30 | s/l | 1137 | 0.11 | 81.782 | 81.806 | 85.406 | -24552.00 | 3846780.00 |
| 2289 | 2011.06.03 15:30 | s/l | 1140 | 0.15 | 81.659 | 81.679 | 85.279 | -33270.00 | 3813510.00 |
| 2290 | 2011.06.03 15:30 | s/l | 1141 | 0.19 | 81.642 | 81.642 | 85.242 | -41705.00 | 3771805.00 |
| 2291 | 2011.06.06 17:00 | buy | 1146 | 0.01 | 82.039 | 81.370 | 83.443 | ||
| 2292 | 2011.06.06 19:00 | buy | 1147 | 0.02 | 81.968 | 81.346 | 83.372 | ||
| 2293 | 2011.06.06 20:00 | buy | 1148 | 0.03 | 81.964 | 81.353 | 83.358 | ||
| 2294 | 2011.06.07 06:00 | buy | 1149 | 0.11 | 81.832 | 81.351 | 83.241 | ||
| 2295 | 2011.06.07 07:00 | buy | 1150 | 0.09 | 81.865 | 81.350 | 83.256 | ||
| 2296 | 2011.06.07 09:00 | buy | 1151 | 0.01 | 82.035 | 81.350 | 83.427 | ||
| 2297 | 2011.06.08 13:29 | s/l | 1146 | 0.01 | 81.374 | 81.370 | 83.443 | -665.00 | 3771140.00 |
| 2298 | 2011.06.08 13:30 | s/l | 1148 | 0.03 | 81.343 | 81.353 | 83.358 | -1863.00 | 3769277.00 |
| 2299 | 2011.06.08 13:30 | s/l | 1149 | 0.11 | 81.341 | 81.351 | 83.241 | -5401.00 | 3763876.00 |
| 2300 | 2011.06.08 13:30 | s/l | 1150 | 0.09 | 81.358 | 81.350 | 83.256 | -4563.00 | 3759313.00 |
| 2301 | 2011.06.08 13:30 | s/l | 1151 | 0.01 | 81.342 | 81.350 | 83.427 | -693.00 | 3758620.00 |
| 2302 | 2011.06.08 13:30 | s/l | 1147 | 0.02 | 81.339 | 81.346 | 83.372 | -1258.00 | 3757362.00 |
| 2303 | 2011.06.09 04:00 | buy | 1152 | 0.01 | 81.756 | 81.216 | 83.151 | ||
| 2304 | 2011.06.09 09:00 | buy | 1153 | 0.04 | 81.661 | 81.216 | 83.071 | ||
| 2305 | 2011.06.09 10:00 | buy | 1154 | 0.01 | 81.762 | 81.218 | 83.157 | ||
| 2306 | 2011.06.14 16:57 | t/p | 1153 | 0.04 | 83.068 | 81.216 | 83.071 | 5628.00 | 3762990.00 |
| 2307 | 2011.06.14 17:06 | t/p | 1152 | 0.01 | 83.143 | 81.216 | 83.151 | 1387.00 | 3764377.00 |
| 2308 | 2011.06.14 17:06 | t/p | 1154 | 0.01 | 83.170 | 81.218 | 83.157 | 1408.00 | 3765785.00 |
| 2309 | 2011.06.14 18:00 | buy | 1155 | 0.01 | 83.146 | 81.209 | 84.536 | ||
| 2310 | 2011.06.14 23:00 | buy | 1156 | 0.01 | 83.033 | 81.213 | 84.442 | ||
| 2311 | 2011.06.15 05:00 | buy | 1157 | 0.02 | 83.004 | 81.214 | 84.399 | ||
| 2312 | 2011.06.17 15:00 | buy | 1158 | 0.66 | 82.044 | 81.214 | 83.451 | ||
| 2313 | 2011.06.17 16:00 | buy | 1159 | 0.30 | 82.018 | 81.211 | 83.418 | ||
| 2314 | 2011.06.29 15:52 | t/p | 1159 | 0.30 | 83.421 | 81.211 | 83.418 | 42090.00 | 3807875.00 |
| 2315 | 2011.06.29 15:54 | t/p | 1158 | 0.66 | 83.462 | 81.214 | 83.451 | 93588.00 | 3901463.00 |
| 2316 | 2011.07.05 12:50 | t/p | 1157 | 0.02 | 84.402 | 81.214 | 84.399 | 2796.00 | 3904259.00 |
| 2317 | 2011.07.05 18:59 | t/p | 1156 | 0.01 | 84.440 | 81.213 | 84.442 | 1407.00 | 3905666.00 |
| 2318 | 2011.07.05 22:00 | sell | 1160 | 0.01 | 84.214 | 86.409 | 82.809 | ||
| 2319 | 2011.07.07 15:15 | t/p | 1155 | 0.01 | 84.544 | 81.209 | 84.536 | 1398.00 | 3907064.00 |
| 2320 | 2011.07.08 13:00 | sell | 1161 | 0.05 | 84.730 | 86.409 | 83.320 | ||
| 2321 | 2011.07.11 14:29 | t/p | 1161 | 0.05 | 83.319 | 86.409 | 83.320 | 7055.00 | 3914119.00 |
| 2322 | 2011.07.11 21:17 | t/p | 1160 | 0.01 | 82.819 | 86.409 | 82.809 | 1395.00 | 3915514.00 |
| 2323 | 2011.07.12 22:00 | buy | 1162 | 0.01 | 82.416 | 80.996 | 83.813 | ||
| 2324 | 2011.07.14 10:00 | buy | 1163 | 0.01 | 82.350 | 81.005 | 83.760 | ||
| 2325 | 2011.07.28 19:00 | buy | 1164 | 0.05 | 82.118 | 80.998 | 83.513 | ||
| 2326 | 2011.07.29 15:34 | s/l | 1163 | 0.01 | 81.004 | 81.005 | 83.760 | -1346.00 | 3914168.00 |
| 2327 | 2011.07.29 15:34 | s/l | 1164 | 0.05 | 81.008 | 80.998 | 83.513 | -5550.00 | 3908618.00 |
| 2328 | 2011.07.29 15:34 | s/l | 1162 | 0.01 | 80.990 | 80.996 | 83.813 | -1426.00 | 3907192.00 |
| 2329 | 2011.08.01 05:00 | buy | 1165 | 0.01 | 81.773 | 80.205 | 83.170 | ||
| 2330 | 2011.08.01 06:00 | buy | 1166 | 0.04 | 81.519 | 80.203 | 82.919 | ||
| 2331 | 2011.08.01 09:00 | buy | 1167 | 0.02 | 81.612 | 80.200 | 83.018 | ||
| 2332 | 2011.08.01 12:00 | buy | 1168 | 0.09 | 81.352 | 80.197 | 82.760 | ||
| 2333 | 2011.08.01 17:00 | s/l | 1165 | 0.01 | 80.137 | 80.205 | 83.170 | -1636.00 | 3905556.00 |
| 2334 | 2011.08.01 17:00 | s/l | 1166 | 0.04 | 80.150 | 80.203 | 82.919 | -5476.00 | 3900080.00 |
| 2335 | 2011.08.01 17:00 | s/l | 1167 | 0.02 | 80.130 | 80.200 | 83.018 | -2964.00 | 3897116.00 |
| 2336 | 2011.08.01 17:00 | s/l | 1168 | 0.09 | 80.135 | 80.197 | 82.760 | -10953.00 | 3886163.00 |
| 2337 | 2011.08.02 02:00 | buy | 1169 | 0.01 | 81.104 | 79.604 | 82.505 | ||
| 2338 | 2011.08.02 04:00 | buy | 1170 | 0.02 | 81.007 | 79.608 | 82.414 | ||
| 2339 | 2011.08.02 05:00 | buy | 1171 | 0.02 | 80.949 | 79.600 | 82.555 | ||
| 2340 | 2011.08.02 08:00 | buy | 1172 | 0.01 | 81.066 | 79.603 | 82.476 | ||
| 2341 | 2011.08.03 12:00 | buy | 1173 | 0.24 | 80.480 | 79.588 | 82.090 | ||
| 2342 | 2011.08.03 13:00 | buy | 1174 | 0.31 | 80.409 | 79.594 | 82.017 | ||
| 2343 | 2011.08.03 16:00 | buy | 1175 | 0.19 | 80.547 | 79.597 | 82.148 | ||
| 2344 | 2011.08.04 02:00 | buy | 1176 | 0.20 | 80.245 | 79.607 | 81.846 | ||
| 2345 | 2011.08.04 05:38 | t/p | 1176 | 0.20 | 81.847 | 79.607 | 81.846 | 32040.00 | 3918203.00 |
| 2346 | 2011.08.04 06:23 | t/p | 1174 | 0.31 | 82.024 | 79.594 | 82.017 | 50065.00 | 3968268.00 |
| 2347 | 2011.08.04 07:33 | t/p | 1173 | 0.24 | 82.091 | 79.588 | 82.090 | 38664.00 | 4006932.00 |
| 2348 | 2011.08.04 07:44 | t/p | 1175 | 0.19 | 82.142 | 79.597 | 82.148 | 30305.00 | 4037237.00 |
| 2349 | 2011.08.04 10:28 | t/p | 1170 | 0.02 | 82.415 | 79.608 | 82.414 | 2816.00 | 4040053.00 |
| 2350 | 2011.08.04 10:34 | t/p | 1172 | 0.01 | 82.485 | 79.603 | 82.476 | 1419.00 | 4041472.00 |
| 2351 | 2011.08.04 10:49 | t/p | 1169 | 0.01 | 82.501 | 79.604 | 82.505 | 1397.00 | 4042869.00 |
| 2352 | 2011.08.04 10:53 | t/p | 1171 | 0.02 | 82.558 | 79.600 | 82.555 | 3218.00 | 4046087.00 |
| 2353 | 2011.08.05 21:00 | buy | 1177 | 0.01 | 80.415 | 79.602 | 82.019 | ||
| 2354 | 2011.08.05 23:00 | buy | 1178 | 0.07 | 80.257 | 79.613 | 81.853 | ||
| 2355 | 2011.08.08 00:00 | s/l | 1177 | 0.01 | 79.372 | 79.602 | 82.019 | -1043.00 | 4045044.00 |
| 2356 | 2011.08.08 00:00 | s/l | 1178 | 0.07 | 79.368 | 79.613 | 81.853 | -6223.00 | 4038821.00 |
| 2357 | 2011.08.09 19:00 | buy | 1179 | 0.01 | 77.998 | 76.911 | 79.607 | ||
| 2358 | 2011.08.10 11:00 | sell | 1180 | 0.01 | 77.967 | 80.469 | 76.369 | ||
| 2359 | 2011.08.10 18:35 | s/l | 1179 | 0.01 | 76.919 | 76.911 | 79.607 | -1079.00 | 4037742.00 |
| 2360 | 2011.08.16 10:00 | sell | 1181 | 0.01 | 78.092 | 80.469 | 76.484 | ||
| 2361 | 2011.08.22 12:00 | buy | 1182 | 0.01 | 77.813 | 76.791 | 79.205 | ||
| 2362 | 2011.08.23 10:00 | buy | 1183 | 0.02 | 77.732 | 76.794 | 79.125 | ||
| 2363 | 2011.08.23 11:00 | buy | 1184 | 0.01 | 77.789 | 76.794 | 79.187 | ||
| 2364 | 2011.08.23 23:00 | buy | 1185 | 0.04 | 77.621 | 76.787 | 79.027 | ||
| 2365 | 2011.08.24 04:00 | buy | 1186 | 0.02 | 77.751 | 76.797 | 79.149 | ||
| 2366 | 2011.08.24 08:00 | buy | 1187 | 0.05 | 77.603 | 76.797 | 79.001 | ||
| 2367 | 2011.08.24 20:00 | buy | 1188 | 0.03 | 77.678 | 76.788 | 79.077 | ||
| 2368 | 2011.09.01 16:00 | t/p | 1187 | 0.05 | 79.008 | 76.797 | 79.001 | 7025.00 | 4044767.00 |
| 2369 | 2011.09.01 16:03 | t/p | 1185 | 0.04 | 79.022 | 76.787 | 79.027 | 5604.00 | 4050371.00 |
| 2370 | 2011.09.01 17:07 | t/p | 1188 | 0.03 | 79.073 | 76.788 | 79.077 | 4185.00 | 4054556.00 |
| 2371 | 2011.09.06 11:00 | buy | 1189 | 0.05 | 77.613 | 76.787 | 79.007 | ||
| 2372 | 2011.09.12 10:18 | s/l | 1183 | 0.02 | 76.802 | 76.794 | 79.125 | -1860.00 | 4052696.00 |
| 2373 | 2011.09.12 10:18 | s/l | 1184 | 0.01 | 76.784 | 76.794 | 79.187 | -1005.00 | 4051691.00 |
| 2374 | 2011.09.12 10:18 | s/l | 1186 | 0.02 | 76.804 | 76.797 | 79.149 | -1894.00 | 4049797.00 |
| 2375 | 2011.09.12 10:18 | s/l | 1182 | 0.01 | 76.781 | 76.791 | 79.205 | -1032.00 | 4048765.00 |
| 2376 | 2011.09.12 10:18 | s/l | 1189 | 0.05 | 76.776 | 76.787 | 79.007 | -4185.00 | 4044580.00 |
| 2377 | 2011.09.12 17:00 | buy | 1190 | 0.01 | 77.519 | 76.657 | 78.914 | ||
| 2378 | 2011.09.15 11:00 | buy | 1191 | 0.04 | 77.388 | 76.664 | 78.789 | ||
| 2379 | 2011.09.15 13:00 | buy | 1192 | 0.03 | 77.398 | 76.662 | 78.804 | ||
| 2380 | 2011.09.15 14:00 | buy | 1193 | 0.02 | 77.452 | 76.661 | 78.860 | ||
| 2381 | 2011.09.20 11:00 | buy | 1194 | 0.09 | 77.277 | 76.664 | 78.672 | ||
| 2382 | 2011.09.20 12:00 | buy | 1195 | 0.15 | 77.211 | 76.663 | 78.619 | ||
| 2383 | 2011.09.20 13:00 | buy | 1196 | 0.07 | 77.334 | 76.664 | 78.728 | ||
| 2384 | 2011.09.21 04:07 | s/l | 1191 | 0.04 | 76.670 | 76.664 | 78.789 | -2872.00 | 4041708.00 |
| 2385 | 2011.09.21 04:07 | s/l | 1194 | 0.09 | 76.656 | 76.664 | 78.672 | -5589.00 | 4036119.00 |
| 2386 | 2011.09.21 04:07 | s/l | 1195 | 0.15 | 76.668 | 76.663 | 78.619 | -8145.00 | 4027974.00 |
| 2387 | 2011.09.21 04:07 | s/l | 1196 | 0.07 | 76.653 | 76.664 | 78.728 | -4767.00 | 4023207.00 |
| 2388 | 2011.09.21 04:07 | s/l | 1192 | 0.03 | 76.649 | 76.662 | 78.804 | -2247.00 | 4020960.00 |
| 2389 | 2011.09.21 04:07 | s/l | 1193 | 0.02 | 76.658 | 76.661 | 78.860 | -1588.00 | 4019372.00 |
| 2390 | 2011.09.21 04:07 | s/l | 1190 | 0.01 | 76.649 | 76.657 | 78.914 | -870.00 | 4018502.00 |
| 2391 | 2011.09.21 16:12 | t/p | 1181 | 0.01 | 76.474 | 80.469 | 76.484 | 1618.00 | 4020120.00 |
| 2392 | 2011.09.21 19:27 | t/p | 1180 | 0.01 | 76.371 | 80.469 | 76.369 | 1596.00 | 4021716.00 |
| 2393 | 2011.09.26 03:00 | buy | 1197 | 0.01 | 74.621 | 73.596 | 76.030 | ||
| 2394 | 2011.09.26 08:48 | s/l | 1197 | 0.01 | 73.590 | 73.596 | 76.030 | -1031.00 | 4020685.00 |
| 2395 | 2011.09.27 00:00 | buy | 1198 | 0.01 | 74.512 | 73.445 | 75.905 | ||
| 2396 | 2011.09.27 04:00 | buy | 1199 | 0.02 | 74.418 | 73.437 | 75.821 | ||
| 2397 | 2011.09.27 10:00 | buy | 1200 | 0.01 | 74.456 | 73.430 | 75.861 | ||
| 2398 | 2011.09.27 11:00 | buy | 1201 | 0.02 | 74.450 | 73.429 | 75.854 | ||
| 2399 | 2011.09.28 23:00 | sell | 1202 | 0.01 | 74.131 | 76.641 | 72.541 | ||
| 2400 | 2011.09.29 13:00 | buy | 1203 | 0.04 | 74.343 | 73.430 | 75.740 | ||