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 |
| 2551 | 2012.01.24 16:04 | t/p | 1275 | 0.02 | 76.758 | 73.484 | 76.764 | 2770.00 | 4604174.00 |
| 2552 | 2012.01.24 17:40 | t/p | 1267 | 0.01 | 76.899 | 73.511 | 76.893 | 1404.00 | 4605578.00 |
| 2553 | 2012.01.24 17:41 | t/p | 1266 | 0.01 | 76.939 | 73.506 | 76.934 | 1402.00 | 4606980.00 |
| 2554 | 2012.01.25 21:10 | s/l | 1277 | 0.01 | 77.391 | 77.395 | 74.753 | -1232.00 | 4605748.00 |
| 2555 | 2012.01.26 13:00 | buy | 1278 | 0.01 | 77.527 | 75.019 | 79.119 | ||
| 2556 | 2012.01.26 18:00 | sell | 1279 | 0.01 | 77.322 | 77.627 | 75.918 | ||
| 2557 | 2012.01.26 21:00 | sell | 1280 | 0.07 | 77.389 | 77.627 | 75.999 | ||
| 2558 | 2012.01.26 22:00 | sell | 1281 | 0.02 | 77.349 | 77.627 | 75.954 | ||
| 2559 | 2012.01.30 16:49 | t/p | 1280 | 0.07 | 76.005 | 77.627 | 75.999 | 9688.00 | 4615436.00 |
| 2560 | 2012.01.30 16:50 | t/p | 1281 | 0.02 | 75.959 | 77.627 | 75.954 | 2780.00 | 4618216.00 |
| 2561 | 2012.01.30 16:52 | t/p | 1279 | 0.01 | 75.920 | 77.627 | 75.918 | 1402.00 | 4619618.00 |
| 2562 | 2012.01.30 17:00 | sell | 1282 | 0.01 | 75.958 | 77.627 | 74.568 | ||
| 2563 | 2012.01.30 20:00 | sell | 1283 | 0.01 | 76.027 | 77.627 | 74.629 | ||
| 2564 | 2012.01.31 07:00 | sell | 1284 | 0.02 | 76.109 | 77.627 | 74.699 | ||
| 2565 | 2012.02.02 11:00 | sell | 1285 | 0.03 | 76.214 | 77.627 | 74.821 | ||
| 2566 | 2012.02.02 14:00 | sell | 1286 | 0.02 | 76.185 | 77.627 | 74.785 | ||
| 2567 | 2012.02.06 11:00 | sell | 1287 | 0.66 | 76.935 | 77.627 | 75.528 | ||
| 2568 | 2012.02.06 13:00 | sell | 1288 | 0.25 | 76.807 | 77.627 | 75.399 | ||
| 2569 | 2012.02.08 11:57 | s/l | 1282 | 0.01 | 77.626 | 77.627 | 74.568 | -1668.00 | 4617950.00 |
| 2570 | 2012.02.08 11:57 | s/l | 1283 | 0.01 | 77.630 | 77.627 | 74.629 | -1603.00 | 4616347.00 |
| 2571 | 2012.02.08 11:57 | s/l | 1284 | 0.02 | 77.635 | 77.627 | 74.699 | -3052.00 | 4613295.00 |
| 2572 | 2012.02.08 11:57 | s/l | 1285 | 0.03 | 77.637 | 77.627 | 74.821 | -4269.00 | 4609026.00 |
| 2573 | 2012.02.08 11:57 | s/l | 1286 | 0.02 | 77.628 | 77.627 | 74.785 | -2886.00 | 4606140.00 |
| 2574 | 2012.02.08 11:57 | s/l | 1287 | 0.66 | 77.633 | 77.627 | 75.528 | -46068.00 | 4560072.00 |
| 2575 | 2012.02.08 11:57 | s/l | 1288 | 0.25 | 77.628 | 77.627 | 75.399 | -20525.00 | 4539547.00 |
| 2576 | 2012.02.08 15:00 | sell | 1289 | 0.01 | 77.224 | 77.645 | 75.822 | ||
| 2577 | 2012.02.08 16:00 | sell | 1290 | 0.02 | 77.263 | 77.645 | 75.864 | ||
| 2578 | 2012.02.08 21:00 | sell | 1291 | 0.02 | 77.267 | 77.645 | 75.877 | ||
| 2579 | 2012.02.08 22:00 | sell | 1292 | 0.05 | 77.319 | 77.645 | 75.923 | ||
| 2580 | 2012.02.09 03:00 | sell | 1293 | 0.04 | 77.306 | 77.645 | 75.911 | ||
| 2581 | 2012.02.09 15:12 | s/l | 1289 | 0.01 | 77.652 | 77.645 | 75.822 | -428.00 | 4539119.00 |
| 2582 | 2012.02.09 15:12 | s/l | 1290 | 0.02 | 77.645 | 77.645 | 75.864 | -764.00 | 4538355.00 |
| 2583 | 2012.02.09 15:12 | s/l | 1291 | 0.02 | 77.638 | 77.645 | 75.877 | -742.00 | 4537613.00 |
| 2584 | 2012.02.09 15:12 | s/l | 1292 | 0.05 | 77.644 | 77.645 | 75.923 | -1625.00 | 4535988.00 |
| 2585 | 2012.02.09 15:12 | s/l | 1293 | 0.04 | 77.637 | 77.645 | 75.911 | -1324.00 | 4534664.00 |
| 2586 | 2012.02.10 11:00 | sell | 1294 | 0.01 | 77.724 | 78.158 | 76.331 | ||
| 2587 | 2012.02.14 12:01 | s/l | 1294 | 0.01 | 78.153 | 78.158 | 76.331 | -429.00 | 4534235.00 |
| 2588 | 2012.02.16 19:32 | t/p | 1278 | 0.01 | 79.123 | 75.019 | 79.119 | 1596.00 | 4535831.00 |
| 2589 | 2012.02.17 00:00 | buy | 1295 | 0.01 | 79.219 | 76.713 | 80.813 | ||
| 2590 | 2012.02.17 01:00 | buy | 1296 | 0.01 | 79.174 | 76.666 | 80.766 | ||
| 2591 | 2012.02.24 09:14 | t/p | 1296 | 0.01 | 80.760 | 76.666 | 80.766 | 1586.00 | 4537417.00 |
| 2592 | 2012.02.24 09:21 | t/p | 1295 | 0.01 | 80.813 | 76.713 | 80.813 | 1594.00 | 4539011.00 |
| 2593 | 2012.02.24 10:00 | buy | 1297 | 0.01 | 80.714 | 78.219 | 82.319 | ||
| 2594 | 2012.02.28 06:00 | buy | 1298 | 0.02 | 80.503 | 78.011 | 82.111 | ||
| 2595 | 2012.02.28 07:00 | buy | 1299 | 0.01 | 80.622 | 78.123 | 82.223 | ||
| 2596 | 2012.02.29 17:59 | t/p | 1298 | 0.02 | 82.116 | 78.011 | 82.111 | 3226.00 | 4542237.00 |
| 2597 | 2012.02.29 18:00 | t/p | 1299 | 0.01 | 82.215 | 78.123 | 82.223 | 1593.00 | 4543830.00 |
| 2598 | 2012.03.01 15:40 | t/p | 1297 | 0.01 | 82.321 | 78.219 | 82.319 | 1607.00 | 4545437.00 |
| 2599 | 2012.03.01 16:00 | buy | 1300 | 0.01 | 82.394 | 79.902 | 84.002 | ||
| 2600 | 2012.03.02 00:00 | buy | 1301 | 0.01 | 82.314 | 79.825 | 83.925 | ||
| 2601 | 2012.03.06 02:00 | buy | 1302 | 0.03 | 82.029 | 79.533 | 83.633 | ||
| 2602 | 2012.03.06 13:00 | sell | 1303 | 0.01 | 80.920 | 82.844 | 79.521 | ||
| 2603 | 2012.03.06 14:00 | sell | 1304 | 0.02 | 81.060 | 82.844 | 79.667 | ||
| 2604 | 2012.03.06 15:00 | sell | 1305 | 0.02 | 81.175 | 82.844 | 79.781 | ||
| 2605 | 2012.03.06 16:00 | sell | 1306 | 0.01 | 81.009 | 82.844 | 79.602 | ||
| 2606 | 2012.03.08 11:00 | buy | 1307 | 0.05 | 81.894 | 79.392 | 83.492 | ||
| 2607 | 2012.03.08 15:00 | buy | 1308 | 0.02 | 82.078 | 79.569 | 83.669 | ||
| 2608 | 2012.03.08 18:00 | buy | 1309 | 0.04 | 81.947 | 79.438 | 83.538 | ||
| 2609 | 2012.03.08 19:00 | buy | 1310 | 0.02 | 82.150 | 79.653 | 83.753 | ||
| 2610 | 2012.03.09 15:30 | s/l | 1303 | 0.01 | 82.883 | 82.844 | 79.521 | -1963.00 | 4543474.00 |
| 2611 | 2012.03.09 15:30 | s/l | 1304 | 0.02 | 82.884 | 82.844 | 79.667 | -3648.00 | 4539826.00 |
| 2612 | 2012.03.09 15:30 | s/l | 1305 | 0.02 | 82.868 | 82.844 | 79.781 | -3386.00 | 4536440.00 |
| 2613 | 2012.03.09 15:30 | s/l | 1306 | 0.01 | 82.882 | 82.844 | 79.602 | -1873.00 | 4534567.00 |
| 2614 | 2012.03.09 18:58 | t/p | 1307 | 0.05 | 83.501 | 79.392 | 83.492 | 8035.00 | 4542602.00 |
| 2615 | 2012.03.13 14:42 | t/p | 1309 | 0.04 | 83.537 | 79.438 | 83.538 | 6360.00 | 4548962.00 |
| 2616 | 2012.03.13 15:31 | t/p | 1302 | 0.03 | 83.627 | 79.533 | 83.633 | 4794.00 | 4553756.00 |
| 2617 | 2012.03.13 15:40 | t/p | 1308 | 0.02 | 83.663 | 79.569 | 83.669 | 3170.00 | 4556926.00 |
| 2618 | 2012.03.13 21:33 | t/p | 1310 | 0.02 | 83.751 | 79.653 | 83.753 | 3202.00 | 4560128.00 |
| 2619 | 2012.03.13 22:16 | t/p | 1301 | 0.01 | 83.923 | 79.825 | 83.925 | 1609.00 | 4561737.00 |
| 2620 | 2012.03.14 03:23 | t/p | 1300 | 0.01 | 84.000 | 79.902 | 84.002 | 1606.00 | 4563343.00 |
| 2621 | 2012.03.14 04:00 | buy | 1311 | 0.01 | 84.066 | 81.568 | 85.668 | ||
| 2622 | 2012.03.14 11:00 | buy | 1312 | 0.01 | 83.984 | 81.480 | 85.580 | ||
| 2623 | 2012.03.19 12:00 | sell | 1313 | 0.01 | 83.737 | 84.746 | 82.342 | ||
| 2624 | 2012.03.19 14:00 | sell | 1314 | 0.01 | 83.773 | 84.746 | 82.377 | ||
| 2625 | 2012.03.19 16:00 | sell | 1315 | 0.05 | 83.955 | 84.746 | 82.559 | ||
| 2626 | 2012.03.20 16:00 | sell | 1316 | 0.51 | 84.274 | 84.746 | 82.880 | ||
| 2627 | 2012.03.21 11:07 | s/l | 1313 | 0.01 | 84.753 | 84.746 | 82.342 | -1016.00 | 4562327.00 |
| 2628 | 2012.03.21 11:07 | s/l | 1314 | 0.01 | 84.753 | 84.746 | 82.377 | -980.00 | 4561347.00 |
| 2629 | 2012.03.21 11:07 | s/l | 1315 | 0.05 | 84.738 | 84.746 | 82.559 | -3915.00 | 4557432.00 |
| 2630 | 2012.03.21 11:07 | s/l | 1316 | 0.51 | 84.739 | 84.746 | 82.880 | -23715.00 | 4533717.00 |
| 2631 | 2012.03.21 18:00 | sell | 1317 | 0.01 | 84.465 | 84.988 | 83.058 | ||
| 2632 | 2012.03.22 14:53 | t/p | 1317 | 0.01 | 83.055 | 84.988 | 83.058 | 1410.00 | 4535127.00 |
| 2633 | 2012.03.22 16:00 | sell | 1318 | 0.01 | 83.249 | 84.988 | 81.839 | ||
| 2634 | 2012.03.27 13:00 | sell | 1319 | 0.02 | 83.410 | 84.988 | 82.009 | ||
| 2635 | 2012.03.27 22:00 | sell | 1320 | 0.04 | 83.547 | 84.988 | 82.149 | ||
| 2636 | 2012.03.28 02:00 | sell | 1321 | 0.03 | 83.491 | 84.988 | 82.096 | ||
| 2637 | 2012.03.28 04:00 | sell | 1322 | 0.01 | 83.348 | 84.988 | 81.958 | ||
| 2638 | 2012.03.29 13:57 | t/p | 1320 | 0.04 | 82.143 | 84.988 | 82.149 | 5616.00 | 4540743.00 |
| 2639 | 2012.03.29 16:09 | t/p | 1321 | 0.03 | 82.090 | 84.988 | 82.096 | 4203.00 | 4544946.00 |
| 2640 | 2012.03.29 16:13 | t/p | 1319 | 0.02 | 82.009 | 84.988 | 82.009 | 2802.00 | 4547748.00 |
| 2641 | 2012.03.29 16:18 | t/p | 1322 | 0.01 | 81.948 | 84.988 | 81.958 | 1400.00 | 4549148.00 |
| 2642 | 2012.03.29 17:17 | t/p | 1318 | 0.01 | 81.839 | 84.988 | 81.839 | 1410.00 | 4550558.00 |
| 2643 | 2012.03.29 18:00 | sell | 1323 | 0.01 | 82.307 | 84.509 | 80.909 | ||
| 2644 | 2012.03.29 21:00 | sell | 1324 | 0.01 | 82.418 | 84.509 | 81.008 | ||
| 2645 | 2012.04.02 12:00 | sell | 1325 | 0.09 | 82.948 | 84.509 | 81.538 | ||
| 2646 | 2012.04.02 14:00 | sell | 1326 | 0.05 | 82.789 | 84.509 | 81.384 | ||
| 2647 | 2012.04.02 15:00 | sell | 1327 | 0.03 | 82.649 | 84.509 | 81.242 | ||
| 2648 | 2012.04.02 16:00 | sell | 1328 | 0.02 | 82.611 | 84.509 | 81.207 | ||
| 2649 | 2012.04.02 23:00 | sell | 1329 | 0.07 | 82.843 | 84.509 | 81.448 | ||
| 2650 | 2012.04.03 05:00 | sell | 1330 | 0.04 | 82.702 | 84.509 | 81.308 | ||
| 2651 | 2012.04.04 12:00 | sell | 1331 | 0.15 | 83.146 | 84.509 | 81.740 | ||
| 2652 | 2012.04.05 05:00 | sell | 1332 | 0.02 | 82.485 | 84.509 | 81.093 | ||
| 2653 | 2012.04.06 15:41 | t/p | 1331 | 0.15 | 81.732 | 84.509 | 81.740 | 21210.00 | 4571768.00 |
| 2654 | 2012.04.06 15:42 | s/l | 1311 | 0.01 | 81.567 | 81.568 | 85.668 | -2499.00 | 4569269.00 |
| 2655 | 2012.04.06 16:00 | close | 1312 | 0.01 | 81.656 | 81.480 | 85.580 | -2328.00 | 4566941.00 |
| 2656 | 2012.04.09 01:34 | t/p | 1325 | 0.09 | 81.538 | 84.509 | 81.538 | 12690.00 | 4579631.00 |
| 2657 | 2012.04.09 01:49 | t/p | 1329 | 0.07 | 81.442 | 84.509 | 81.448 | 9807.00 | 4589438.00 |
| 2658 | 2012.04.09 01:51 | t/p | 1326 | 0.05 | 81.377 | 84.509 | 81.384 | 7060.00 | 4596498.00 |
| 2659 | 2012.04.09 16:46 | t/p | 1330 | 0.04 | 81.303 | 84.509 | 81.308 | 5596.00 | 4602094.00 |
| 2660 | 2012.04.10 10:31 | t/p | 1327 | 0.03 | 81.238 | 84.509 | 81.242 | 4233.00 | 4606327.00 |
| 2661 | 2012.04.10 10:31 | t/p | 1328 | 0.02 | 81.204 | 84.509 | 81.207 | 2814.00 | 4609141.00 |
| 2662 | 2012.04.10 15:34 | t/p | 1332 | 0.02 | 81.102 | 84.509 | 81.093 | 2766.00 | 4611907.00 |
| 2663 | 2012.04.10 17:04 | t/p | 1324 | 0.01 | 81.006 | 84.509 | 81.008 | 1412.00 | 4613319.00 |
| 2664 | 2012.04.10 17:09 | t/p | 1323 | 0.01 | 80.899 | 84.509 | 80.909 | 1408.00 | 4614727.00 |
| 2665 | 2012.04.11 10:00 | buy | 1333 | 0.01 | 80.683 | 78.476 | 82.076 | ||
| 2666 | 2012.04.13 12:00 | sell | 1334 | 0.01 | 81.210 | 83.420 | 79.820 | ||
| 2667 | 2012.04.13 17:00 | sell | 1335 | 0.01 | 81.337 | 83.420 | 79.928 | ||
| 2668 | 2012.04.18 03:59 | t/p | 1333 | 0.01 | 82.073 | 78.476 | 82.076 | 1390.00 | 4616117.00 |
| 2669 | 2012.04.18 20:00 | sell | 1336 | 0.11 | 81.923 | 83.420 | 80.530 | ||
| 2670 | 2012.04.19 03:00 | sell | 1337 | 0.15 | 82.039 | 83.420 | 80.635 | ||
| 2671 | 2012.04.19 17:00 | sell | 1338 | 0.19 | 81.983 | 83.420 | 80.658 | ||
| 2672 | 2012.04.19 22:00 | sell | 1339 | 0.07 | 81.807 | 83.420 | 80.404 | ||
| 2673 | 2012.04.23 03:00 | sell | 1340 | 0.24 | 82.147 | 83.420 | 80.754 | ||
| 2674 | 2012.04.23 09:00 | sell | 1341 | 0.09 | 81.820 | 83.420 | 80.430 | ||
| 2675 | 2012.04.23 10:00 | sell | 1342 | 0.05 | 81.674 | 83.420 | 80.278 | ||
| 2676 | 2012.04.23 20:00 | sell | 1343 | 0.04 | 81.616 | 83.420 | 80.208 | ||
| 2677 | 2012.04.25 13:00 | sell | 1344 | 0.04 | 82.278 | 83.420 | 80.879 | ||
| 2678 | 2012.04.30 17:02 | t/p | 1344 | 0.04 | 80.872 | 83.420 | 80.879 | 5624.00 | 4621741.00 |
| 2679 | 2012.04.30 18:18 | t/p | 1340 | 0.24 | 80.755 | 83.420 | 80.754 | 33408.00 | 4655149.00 |
| 2680 | 2012.04.30 18:27 | t/p | 1338 | 0.19 | 80.649 | 83.420 | 80.658 | 25346.00 | 4680495.00 |
| 2681 | 2012.05.01 08:04 | t/p | 1337 | 0.15 | 80.626 | 83.420 | 80.635 | 21195.00 | 4701690.00 |
| 2682 | 2012.05.01 12:00 | buy | 1345 | 0.01 | 80.870 | 79.869 | 82.263 | ||
| 2683 | 2012.05.04 16:43 | t/p | 1336 | 0.11 | 80.522 | 83.420 | 80.530 | 15411.00 | 4717101.00 |
| 2684 | 2012.05.04 17:01 | t/p | 1341 | 0.09 | 80.430 | 83.420 | 80.430 | 12510.00 | 4729611.00 |
| 2685 | 2012.05.04 17:01 | t/p | 1339 | 0.07 | 80.394 | 83.420 | 80.404 | 9891.00 | 4739502.00 |
| 2686 | 2012.05.04 18:32 | t/p | 1342 | 0.05 | 80.288 | 83.420 | 80.278 | 6930.00 | 4746432.00 |
| 2687 | 2012.05.04 18:35 | t/p | 1343 | 0.04 | 80.199 | 83.420 | 80.208 | 5668.00 | 4752100.00 |
| 2688 | 2012.05.07 01:26 | t/p | 1335 | 0.01 | 79.924 | 83.420 | 79.928 | 1413.00 | 4753513.00 |
| 2689 | 2012.05.07 01:28 | s/l | 1345 | 0.01 | 79.876 | 79.869 | 82.263 | -994.00 | 4752519.00 |
| 2690 | 2012.05.07 01:37 | t/p | 1334 | 0.01 | 79.809 | 83.420 | 79.820 | 1401.00 | 4753920.00 |
| 2691 | 2012.05.07 13:00 | buy | 1346 | 0.01 | 80.214 | 79.756 | 81.620 | ||
| 2692 | 2012.05.07 15:00 | buy | 1347 | 0.03 | 80.169 | 79.757 | 81.568 | ||
| 2693 | 2012.05.08 17:34 | s/l | 1346 | 0.01 | 79.755 | 79.756 | 81.620 | -459.00 | 4753461.00 |
| 2694 | 2012.05.08 17:34 | s/l | 1347 | 0.03 | 79.765 | 79.757 | 81.568 | -1212.00 | 4752249.00 |
| 2695 | 2012.05.09 21:00 | buy | 1348 | 0.01 | 79.659 | 79.029 | 81.056 | ||
| 2696 | 2012.05.10 03:00 | buy | 1349 | 0.04 | 79.551 | 79.034 | 80.958 | ||
| 2697 | 2012.05.10 04:00 | buy | 1350 | 0.03 | 79.593 | 79.033 | 80.988 | ||
| 2698 | 2012.05.10 05:00 | buy | 1351 | 0.02 | 79.617 | 79.026 | 81.012 | ||
| 2699 | 2012.05.10 06:00 | buy | 1352 | 0.01 | 79.649 | 79.034 | 81.040 | ||
| 2700 | 2012.05.10 14:00 | buy | 1353 | 0.02 | 79.615 | 79.030 | 81.008 | ||