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 |
| 2401 | 2011.09.30 11:03 | s/l | 1198 | 0.01 | 73.450 | 73.445 | 75.905 | -1062.00 | 4019623.00 |
| 2402 | 2011.09.30 11:03 | s/l | 1199 | 0.02 | 73.433 | 73.437 | 75.821 | -1970.00 | 4017653.00 |
| 2403 | 2011.09.30 11:03 | s/l | 1200 | 0.01 | 73.440 | 73.430 | 75.861 | -1016.00 | 4016637.00 |
| 2404 | 2011.09.30 11:03 | s/l | 1203 | 0.04 | 73.436 | 73.430 | 75.740 | -3628.00 | 4013009.00 |
| 2405 | 2011.09.30 11:03 | s/l | 1201 | 0.02 | 73.425 | 73.429 | 75.854 | -2050.00 | 4010959.00 |
| 2406 | 2011.09.30 19:00 | buy | 1204 | 0.01 | 74.156 | 73.296 | 75.555 | ||
| 2407 | 2011.10.03 06:03 | s/l | 1204 | 0.01 | 73.303 | 73.296 | 75.555 | -853.00 | 4010106.00 |
| 2408 | 2011.10.03 19:00 | close | 1202 | 0.01 | 73.436 | 76.641 | 72.541 | 695.00 | 4010801.00 |
| 2409 | 2011.10.03 20:00 | sell | 1205 | 0.01 | 73.203 | 75.701 | 71.601 | ||
| 2410 | 2011.10.05 19:00 | buy | 1206 | 0.01 | 73.579 | 72.137 | 74.969 | ||
| 2411 | 2011.10.05 20:00 | buy | 1207 | 0.02 | 73.478 | 72.141 | 74.876 | ||
| 2412 | 2011.10.07 15:35 | t/p | 1207 | 0.02 | 74.871 | 72.141 | 74.876 | 2786.00 | 4013587.00 |
| 2413 | 2011.10.07 15:36 | t/p | 1206 | 0.01 | 74.968 | 72.137 | 74.969 | 1389.00 | 4014976.00 |
| 2414 | 2011.10.07 17:00 | buy | 1208 | 0.01 | 74.525 | 72.326 | 75.926 | ||
| 2415 | 2011.10.10 03:00 | buy | 1209 | 0.04 | 74.154 | 72.149 | 75.544 | ||
| 2416 | 2011.10.10 04:00 | buy | 1210 | 0.02 | 74.365 | 72.168 | 75.768 | ||
| 2417 | 2011.10.10 05:00 | buy | 1211 | 0.03 | 74.225 | 72.141 | 75.631 | ||
| 2418 | 2011.10.10 08:00 | buy | 1212 | 0.02 | 74.300 | 72.147 | 75.701 | ||
| 2419 | 2011.10.10 12:00 | buy | 1213 | 0.01 | 74.404 | 72.199 | 75.799 | ||
| 2420 | 2011.10.12 15:03 | t/p | 1209 | 0.04 | 75.550 | 72.149 | 75.544 | 5584.00 | 4020560.00 |
| 2421 | 2011.10.12 15:19 | t/p | 1211 | 0.03 | 75.641 | 72.141 | 75.631 | 4248.00 | 4024808.00 |
| 2422 | 2011.10.12 15:23 | s/l | 1205 | 0.01 | 75.708 | 75.701 | 71.601 | -2505.00 | 4022303.00 |
| 2423 | 2011.10.12 15:23 | t/p | 1212 | 0.02 | 75.696 | 72.147 | 75.701 | 2792.00 | 4025095.00 |
| 2424 | 2011.10.12 15:27 | t/p | 1210 | 0.02 | 75.772 | 72.168 | 75.768 | 2814.00 | 4027909.00 |
| 2425 | 2011.10.12 15:30 | t/p | 1213 | 0.01 | 75.807 | 72.199 | 75.799 | 1403.00 | 4029312.00 |
| 2426 | 2011.10.12 15:46 | t/p | 1208 | 0.01 | 75.923 | 72.326 | 75.926 | 1398.00 | 4030710.00 |
| 2427 | 2011.10.12 17:00 | buy | 1214 | 0.01 | 76.052 | 73.857 | 77.457 | ||
| 2428 | 2011.10.13 03:00 | buy | 1215 | 0.03 | 75.760 | 73.567 | 77.167 | ||
| 2429 | 2011.10.14 07:00 | buy | 1216 | 0.15 | 75.281 | 73.074 | 76.674 | ||
| 2430 | 2011.10.14 09:00 | buy | 1217 | 0.09 | 75.461 | 73.256 | 76.856 | ||
| 2431 | 2011.10.14 10:00 | buy | 1218 | 0.07 | 75.531 | 73.330 | 76.930 | ||
| 2432 | 2011.10.14 15:00 | buy | 1219 | 0.02 | 75.911 | 73.714 | 77.314 | ||
| 2433 | 2011.10.17 10:22 | t/p | 1216 | 0.15 | 76.678 | 73.074 | 76.674 | 20955.00 | 4051665.00 |
| 2434 | 2011.10.17 10:52 | t/p | 1217 | 0.09 | 76.869 | 73.256 | 76.856 | 12672.00 | 4064337.00 |
| 2435 | 2011.10.17 10:53 | t/p | 1218 | 0.07 | 76.931 | 73.330 | 76.930 | 9800.00 | 4074137.00 |
| 2436 | 2011.10.18 19:00 | buy | 1220 | 0.07 | 75.513 | 73.313 | 76.913 | ||
| 2437 | 2011.10.18 20:00 | buy | 1221 | 0.05 | 75.604 | 73.401 | 77.001 | ||
| 2438 | 2011.10.19 06:00 | buy | 1222 | 0.04 | 75.666 | 73.471 | 77.071 | ||
| 2439 | 2011.10.19 09:00 | buy | 1223 | 0.01 | 75.951 | 73.752 | 77.352 | ||
| 2440 | 2011.10.19 11:00 | buy | 1224 | 0.02 | 75.843 | 73.640 | 77.240 | ||
| 2441 | 2011.10.20 20:00 | buy | 1225 | 0.09 | 75.415 | 73.211 | 76.811 | ||
| 2442 | 2011.10.26 11:00 | buy | 1226 | 0.40 | 74.978 | 72.785 | 76.385 | ||
| 2443 | 2011.10.26 16:00 | buy | 1227 | 0.26 | 75.037 | 72.839 | 76.439 | ||
| 2444 | 2011.10.27 16:30 | t/p | 1226 | 0.40 | 76.400 | 72.785 | 76.385 | 56880.00 | 4131017.00 |
| 2445 | 2011.10.27 16:30 | t/p | 1227 | 0.26 | 76.429 | 72.839 | 76.439 | 36192.00 | 4167209.00 |
| 2446 | 2011.10.31 04:25 | t/p | 1225 | 0.09 | 76.854 | 73.211 | 76.811 | 12951.00 | 4180160.00 |
| 2447 | 2011.10.31 04:25 | t/p | 1220 | 0.07 | 76.917 | 73.313 | 76.913 | 9828.00 | 4189988.00 |
| 2448 | 2011.10.31 04:25 | t/p | 1221 | 0.05 | 77.037 | 73.401 | 77.001 | 7165.00 | 4197153.00 |
| 2449 | 2011.10.31 04:25 | t/p | 1222 | 0.04 | 77.099 | 73.471 | 77.071 | 5732.00 | 4202885.00 |
| 2450 | 2011.10.31 04:25 | t/p | 1215 | 0.03 | 77.256 | 73.567 | 77.167 | 4488.00 | 4207373.00 |
| 2451 | 2011.10.31 04:25 | t/p | 1224 | 0.02 | 77.246 | 73.640 | 77.240 | 2806.00 | 4210179.00 |
| 2452 | 2011.10.31 04:25 | t/p | 1219 | 0.02 | 77.380 | 73.714 | 77.314 | 2938.00 | 4213117.00 |
| 2453 | 2011.10.31 04:25 | t/p | 1223 | 0.01 | 77.373 | 73.752 | 77.352 | 1422.00 | 4214539.00 |
| 2454 | 2011.10.31 04:25 | t/p | 1214 | 0.01 | 77.465 | 73.857 | 77.457 | 1413.00 | 4215952.00 |
| 2455 | 2011.11.01 02:00 | sell | 1228 | 0.01 | 78.298 | 79.663 | 76.892 | ||
| 2456 | 2011.11.01 15:05 | t/p | 1228 | 0.01 | 76.892 | 79.663 | 76.892 | 1406.00 | 4217358.00 |
| 2457 | 2011.11.01 15:05 | sell | 1229 | 0.01 | 76.859 | 79.326 | 75.726 | ||
| 2458 | 2011.11.01 16:00 | sell | 1230 | 0.02 | 77.041 | 79.326 | 75.643 | ||
| 2459 | 2011.11.01 22:00 | sell | 1231 | 0.01 | 76.990 | 79.326 | 75.582 | ||
| 2460 | 2011.11.10 09:52 | t/p | 1229 | 0.01 | 75.720 | 79.326 | 75.726 | 1139.00 | 4218497.00 |
| 2461 | 2011.11.10 09:58 | t/p | 1230 | 0.02 | 75.644 | 79.326 | 75.643 | 2794.00 | 4221291.00 |
| 2462 | 2011.11.10 14:00 | buy | 1232 | 0.01 | 76.074 | 73.866 | 77.466 | ||
| 2463 | 2011.11.14 11:24 | t/p | 1231 | 0.01 | 75.576 | 79.326 | 75.582 | 1414.00 | 4222705.00 |
| 2464 | 2011.11.15 05:00 | buy | 1233 | 0.02 | 75.851 | 73.647 | 77.247 | ||
| 2465 | 2011.11.15 22:00 | buy | 1234 | 0.07 | 75.522 | 73.330 | 76.930 | ||
| 2466 | 2011.11.16 18:00 | buy | 1235 | 0.15 | 75.319 | 73.109 | 76.709 | ||
| 2467 | 2011.11.16 19:00 | buy | 1236 | 0.09 | 75.477 | 73.276 | 76.876 | ||
| 2468 | 2011.11.16 21:00 | buy | 1237 | 0.04 | 75.703 | 73.507 | 77.107 | ||
| 2469 | 2011.11.17 08:00 | buy | 1238 | 0.11 | 75.384 | 73.175 | 76.775 | ||
| 2470 | 2011.11.18 15:00 | buy | 1239 | 0.40 | 74.996 | 72.795 | 76.395 | ||
| 2471 | 2011.11.18 18:00 | buy | 1240 | 0.11 | 75.059 | 72.869 | 76.469 | ||
| 2472 | 2011.11.21 18:02 | s/l | 1232 | 0.01 | 73.865 | 73.866 | 77.466 | -2209.00 | 4220496.00 |
| 2473 | 2011.11.22 04:00 | buy | 1241 | 0.01 | 74.365 | 72.135 | 75.759 | ||
| 2474 | 2011.11.24 02:54 | s/l | 1233 | 0.02 | 73.651 | 73.647 | 77.247 | -4400.00 | 4216096.00 |
| 2475 | 2011.11.24 12:00 | buy | 1242 | 0.02 | 73.869 | 72.141 | 75.271 | ||
| 2476 | 2011.11.24 16:33 | s/l | 1237 | 0.04 | 73.513 | 73.507 | 77.107 | -8760.00 | 4207336.00 |
| 2477 | 2011.11.25 04:00 | buy | 1243 | 0.04 | 73.925 | 72.139 | 75.331 | ||
| 2478 | 2011.11.28 15:25 | t/p | 1242 | 0.02 | 75.275 | 72.141 | 75.271 | 2812.00 | 4210148.00 |
| 2479 | 2011.11.28 15:30 | t/p | 1243 | 0.04 | 75.330 | 72.139 | 75.331 | 5620.00 | 4215768.00 |
| 2480 | 2011.11.28 17:31 | t/p | 1241 | 0.01 | 75.752 | 72.135 | 75.759 | 1387.00 | 4217155.00 |
| 2481 | 2011.11.28 18:00 | buy | 1244 | 0.01 | 75.729 | 73.537 | 77.137 | ||
| 2482 | 2011.11.28 19:00 | buy | 1245 | 0.02 | 75.580 | 73.385 | 76.985 | ||
| 2483 | 2011.11.28 23:00 | buy | 1246 | 0.04 | 75.306 | 73.099 | 76.699 | ||
| 2484 | 2011.11.30 15:33 | t/p | 1239 | 0.40 | 76.409 | 72.795 | 76.395 | 56520.00 | 4273675.00 |
| 2485 | 2011.11.30 16:42 | t/p | 1240 | 0.11 | 76.472 | 72.869 | 76.469 | 15543.00 | 4289218.00 |
| 2486 | 2011.12.01 10:00 | sell | 1247 | 0.01 | 76.031 | 78.229 | 74.629 | ||
| 2487 | 2011.12.02 02:13 | t/p | 1246 | 0.04 | 76.705 | 73.099 | 76.699 | 5596.00 | 4294814.00 |
| 2488 | 2011.12.02 02:38 | t/p | 1235 | 0.15 | 76.713 | 73.109 | 76.709 | 20910.00 | 4315724.00 |
| 2489 | 2011.12.02 10:15 | t/p | 1238 | 0.11 | 76.773 | 73.175 | 76.775 | 15279.00 | 4331003.00 |
| 2490 | 2011.12.02 11:15 | t/p | 1236 | 0.09 | 76.880 | 73.276 | 76.876 | 12627.00 | 4343630.00 |
| 2491 | 2011.12.02 11:55 | t/p | 1234 | 0.07 | 76.936 | 73.330 | 76.930 | 9898.00 | 4353528.00 |
| 2492 | 2011.12.02 12:09 | t/p | 1245 | 0.02 | 76.980 | 73.385 | 76.985 | 2800.00 | 4356328.00 |
| 2493 | 2011.12.02 13:24 | t/p | 1244 | 0.01 | 77.146 | 73.537 | 77.137 | 1417.00 | 4357745.00 |
| 2494 | 2011.12.02 17:00 | sell | 1248 | 0.09 | 76.712 | 78.229 | 75.305 | ||
| 2495 | 2011.12.02 19:00 | sell | 1249 | 0.07 | 76.615 | 78.229 | 75.207 | ||
| 2496 | 2011.12.02 20:00 | sell | 1250 | 0.05 | 76.566 | 78.229 | 75.158 | ||
| 2497 | 2011.12.05 00:04 | sell | 1251 | 0.11 | 76.705 | 78.229 | 75.322 | ||
| 2498 | 2011.12.05 22:00 | sell | 1252 | 0.04 | 76.459 | 78.229 | 75.061 | ||
| 2499 | 2011.12.05 23:00 | sell | 1253 | 0.03 | 76.403 | 78.229 | 74.999 | ||
| 2500 | 2011.12.06 04:00 | sell | 1254 | 0.02 | 76.272 | 78.229 | 74.874 | ||
| 2501 | 2011.12.06 16:00 | sell | 1255 | 0.02 | 76.357 | 78.229 | 74.799 | ||
| 2502 | 2011.12.07 13:00 | sell | 1256 | 0.19 | 76.921 | 78.229 | 75.511 | ||
| 2503 | 2011.12.07 14:00 | sell | 1257 | 0.24 | 76.950 | 78.229 | 75.553 | ||
| 2504 | 2011.12.07 16:00 | sell | 1258 | 0.13 | 76.828 | 78.229 | 75.418 | ||
| 2505 | 2011.12.13 21:34 | t/p | 1257 | 0.24 | 75.561 | 78.229 | 75.553 | 33336.00 | 4391081.00 |
| 2506 | 2011.12.13 21:41 | t/p | 1256 | 0.19 | 75.519 | 78.229 | 75.511 | 26638.00 | 4417719.00 |
| 2507 | 2011.12.13 22:25 | t/p | 1258 | 0.13 | 75.420 | 78.229 | 75.418 | 18304.00 | 4436023.00 |
| 2508 | 2011.12.14 10:03 | t/p | 1251 | 0.11 | 75.319 | 78.229 | 75.322 | 15246.00 | 4451269.00 |
| 2509 | 2011.12.14 10:05 | t/p | 1248 | 0.09 | 75.307 | 78.229 | 75.305 | 12645.00 | 4463914.00 |
| 2510 | 2011.12.14 14:16 | t/p | 1249 | 0.07 | 75.208 | 78.229 | 75.207 | 9849.00 | 4473763.00 |
| 2511 | 2011.12.14 15:57 | t/p | 1250 | 0.05 | 75.159 | 78.229 | 75.158 | 7035.00 | 4480798.00 |
| 2512 | 2011.12.14 16:03 | t/p | 1252 | 0.04 | 75.066 | 78.229 | 75.061 | 5572.00 | 4486370.00 |
| 2513 | 2011.12.14 16:19 | t/p | 1253 | 0.03 | 74.988 | 78.229 | 74.999 | 4245.00 | 4490615.00 |
| 2514 | 2011.12.15 07:00 | buy | 1259 | 0.01 | 75.206 | 73.484 | 76.603 | ||
| 2515 | 2011.12.16 18:27 | t/p | 1254 | 0.02 | 74.880 | 78.229 | 74.874 | 2784.00 | 4493399.00 |
| 2516 | 2011.12.16 18:49 | t/p | 1255 | 0.02 | 74.801 | 78.229 | 74.799 | 3112.00 | 4496511.00 |
| 2517 | 2011.12.19 11:00 | buy | 1260 | 0.01 | 75.107 | 73.482 | 76.515 | ||
| 2518 | 2011.12.22 19:29 | t/p | 1260 | 0.01 | 76.507 | 73.482 | 76.515 | 1400.00 | 4497911.00 |
| 2519 | 2011.12.22 22:39 | t/p | 1259 | 0.01 | 76.610 | 73.484 | 76.603 | 1404.00 | 4499315.00 |
| 2520 | 2011.12.23 12:00 | sell | 1261 | 0.04 | 76.480 | 78.229 | 75.083 | ||
| 2521 | 2011.12.23 14:00 | sell | 1262 | 0.05 | 76.525 | 78.229 | 75.126 | ||
| 2522 | 2011.12.26 05:00 | sell | 1263 | 0.02 | 76.262 | 78.229 | 74.870 | ||
| 2523 | 2011.12.26 07:00 | sell | 1264 | 0.02 | 76.228 | 78.229 | 74.834 | ||
| 2524 | 2011.12.27 04:00 | sell | 1265 | 0.03 | 76.363 | 78.229 | 74.966 | ||
| 2525 | 2012.01.02 20:00 | buy | 1266 | 0.01 | 75.537 | 73.506 | 76.934 | ||
| 2526 | 2012.01.03 00:00 | buy | 1267 | 0.01 | 75.495 | 73.511 | 76.893 | ||
| 2527 | 2012.01.06 20:02 | t/p | 1262 | 0.05 | 75.124 | 78.229 | 75.126 | 7005.00 | 4506320.00 |
| 2528 | 2012.01.06 20:23 | t/p | 1261 | 0.04 | 75.074 | 78.229 | 75.083 | 5624.00 | 4511944.00 |
| 2529 | 2012.01.06 23:16 | t/p | 1265 | 0.03 | 74.975 | 78.229 | 74.966 | 4164.00 | 4516108.00 |
| 2530 | 2012.01.06 23:18 | t/p | 1263 | 0.02 | 74.860 | 78.229 | 74.870 | 2804.00 | 4518912.00 |
| 2531 | 2012.01.09 00:20 | t/p | 1264 | 0.02 | 74.825 | 78.229 | 74.834 | 2806.00 | 4521718.00 |
| 2532 | 2012.01.09 00:54 | t/p | 1247 | 0.01 | 74.619 | 78.229 | 74.629 | 1412.00 | 4523130.00 |
| 2533 | 2012.01.09 15:00 | buy | 1268 | 0.15 | 74.827 | 73.476 | 76.224 | ||
| 2534 | 2012.01.09 16:00 | buy | 1269 | 0.09 | 74.922 | 73.476 | 76.326 | ||
| 2535 | 2012.01.09 17:00 | buy | 1270 | 0.11 | 74.863 | 73.477 | 76.261 | ||
| 2536 | 2012.01.09 22:00 | buy | 1271 | 0.07 | 75.046 | 73.475 | 76.443 | ||
| 2537 | 2012.01.09 23:00 | buy | 1272 | 0.05 | 75.111 | 73.480 | 76.512 | ||
| 2538 | 2012.01.10 02:00 | buy | 1273 | 0.04 | 75.180 | 73.488 | 76.589 | ||
| 2539 | 2012.01.10 06:00 | buy | 1274 | 0.02 | 75.271 | 73.484 | 76.681 | ||
| 2540 | 2012.01.10 08:00 | buy | 1275 | 0.02 | 75.373 | 73.484 | 76.764 | ||
| 2541 | 2012.01.16 09:00 | buy | 1276 | 0.03 | 75.252 | 73.482 | 76.646 | ||
| 2542 | 2012.01.19 14:47 | t/p | 1268 | 0.15 | 76.220 | 73.476 | 76.224 | 20895.00 | 4544025.00 |
| 2543 | 2012.01.19 15:06 | t/p | 1270 | 0.11 | 76.256 | 73.477 | 76.261 | 15323.00 | 4559348.00 |
| 2544 | 2012.01.19 17:45 | t/p | 1269 | 0.09 | 76.330 | 73.476 | 76.326 | 12672.00 | 4572020.00 |
| 2545 | 2012.01.19 17:51 | t/p | 1271 | 0.07 | 76.434 | 73.475 | 76.443 | 9716.00 | 4581736.00 |
| 2546 | 2012.01.19 18:25 | t/p | 1272 | 0.05 | 76.515 | 73.480 | 76.512 | 7020.00 | 4588756.00 |
| 2547 | 2012.01.20 04:00 | sell | 1277 | 0.01 | 76.159 | 77.395 | 74.753 | ||
| 2548 | 2012.01.23 16:59 | t/p | 1273 | 0.04 | 76.587 | 73.488 | 76.589 | 5628.00 | 4594384.00 |
| 2549 | 2012.01.24 14:54 | t/p | 1276 | 0.03 | 76.654 | 73.482 | 76.646 | 4206.00 | 4598590.00 |
| 2550 | 2012.01.24 14:54 | t/p | 1274 | 0.02 | 76.678 | 73.484 | 76.681 | 2814.00 | 4601404.00 |