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 |
| 2701 | 2012.05.17 14:07 | s/l | 1349 | 0.04 | 79.030 | 79.034 | 80.958 | -2084.00 | 4750165.00 |
| 2702 | 2012.05.17 14:07 | s/l | 1350 | 0.03 | 79.038 | 79.033 | 80.988 | -1665.00 | 4748500.00 |
| 2703 | 2012.05.17 14:07 | s/l | 1352 | 0.01 | 79.037 | 79.034 | 81.040 | -612.00 | 4747888.00 |
| 2704 | 2012.05.17 14:07 | s/l | 1348 | 0.01 | 79.030 | 79.029 | 81.056 | -629.00 | 4747259.00 |
| 2705 | 2012.05.17 14:07 | s/l | 1353 | 0.02 | 79.018 | 79.030 | 81.008 | -1194.00 | 4746065.00 |
| 2706 | 2012.05.17 14:07 | s/l | 1351 | 0.02 | 79.025 | 79.026 | 81.012 | -1184.00 | 4744881.00 |
| 2707 | 2012.05.17 15:00 | sell | 1354 | 0.01 | 79.089 | 81.587 | 77.487 | ||
| 2708 | 2012.05.18 08:18 | t/p | 1354 | 0.01 | 77.495 | 81.587 | 77.487 | 1594.00 | 4746475.00 |
| 2709 | 2012.05.18 09:00 | sell | 1355 | 0.01 | 77.556 | 80.056 | 75.956 | ||
| 2710 | 2012.05.18 11:00 | sell | 1356 | 0.02 | 77.734 | 80.056 | 76.133 | ||
| 2711 | 2012.05.22 18:00 | buy | 1357 | 0.01 | 78.591 | 77.247 | 79.985 | ||
| 2712 | 2012.05.22 20:00 | buy | 1358 | 0.02 | 78.494 | 77.244 | 79.893 | ||
| 2713 | 2012.05.22 22:00 | buy | 1359 | 0.01 | 78.539 | 77.248 | 79.938 | ||
| 2714 | 2012.05.23 03:00 | sell | 1360 | 0.09 | 78.261 | 80.056 | 76.663 | ||
| 2715 | 2012.05.23 04:00 | sell | 1361 | 0.07 | 78.198 | 80.056 | 76.591 | ||
| 2716 | 2012.05.23 08:00 | sell | 1362 | 0.02 | 77.882 | 80.056 | 76.284 | ||
| 2717 | 2012.05.23 12:00 | sell | 1363 | 0.01 | 77.659 | 80.056 | 76.067 | ||
| 2718 | 2012.05.23 17:39 | s/l | 1357 | 0.01 | 77.254 | 77.247 | 79.985 | -1337.00 | 4745138.00 |
| 2719 | 2012.05.23 17:39 | s/l | 1359 | 0.01 | 77.244 | 77.248 | 79.938 | -1295.00 | 4743843.00 |
| 2720 | 2012.05.23 17:39 | s/l | 1358 | 0.02 | 77.253 | 77.244 | 79.893 | -2482.00 | 4741361.00 |
| 2721 | 2012.05.28 20:00 | buy | 1364 | 0.01 | 77.636 | 77.000 | 79.032 | ||
| 2722 | 2012.05.30 12:20 | s/l | 1364 | 0.01 | 76.992 | 77.000 | 79.032 | -644.00 | 4740717.00 |
| 2723 | 2012.05.30 16:36 | t/p | 1360 | 0.09 | 76.665 | 80.056 | 76.663 | 14364.00 | 4755081.00 |
| 2724 | 2012.05.30 16:38 | t/p | 1361 | 0.07 | 76.588 | 80.056 | 76.591 | 11270.00 | 4766351.00 |
| 2725 | 2012.05.31 15:44 | t/p | 1362 | 0.02 | 76.285 | 80.056 | 76.284 | 3194.00 | 4769545.00 |
| 2726 | 2012.05.31 16:46 | t/p | 1356 | 0.02 | 76.122 | 80.056 | 76.133 | 3224.00 | 4772769.00 |
| 2727 | 2012.05.31 16:50 | t/p | 1363 | 0.01 | 76.072 | 80.056 | 76.067 | 1587.00 | 4774356.00 |
| 2728 | 2012.05.31 17:50 | t/p | 1355 | 0.01 | 75.946 | 80.056 | 75.956 | 1610.00 | 4775966.00 |
| 2729 | 2012.05.31 19:00 | sell | 1365 | 0.01 | 75.642 | 78.134 | 74.034 | ||
| 2730 | 2012.05.31 21:00 | sell | 1366 | 0.02 | 75.846 | 78.134 | 74.251 | ||
| 2731 | 2012.06.01 00:00 | sell | 1367 | 0.01 | 75.799 | 78.134 | 74.206 | ||
| 2732 | 2012.06.06 01:00 | buy | 1368 | 0.01 | 75.878 | 74.410 | 77.286 | ||
| 2733 | 2012.06.07 04:36 | t/p | 1368 | 0.01 | 77.296 | 74.410 | 77.286 | 1418.00 | 4777384.00 |
| 2734 | 2012.06.07 07:00 | buy | 1369 | 0.01 | 77.226 | 75.022 | 78.622 | ||
| 2735 | 2012.06.07 11:00 | buy | 1370 | 0.01 | 77.106 | 74.902 | 78.502 | ||
| 2736 | 2012.06.08 21:00 | buy | 1371 | 0.02 | 77.068 | 74.872 | 78.472 | ||
| 2737 | 2012.06.20 20:03 | s/l | 1365 | 0.01 | 78.137 | 78.134 | 74.034 | -2495.00 | 4774889.00 |
| 2738 | 2012.06.20 20:03 | s/l | 1366 | 0.02 | 78.152 | 78.134 | 74.251 | -4612.00 | 4770277.00 |
| 2739 | 2012.06.20 20:03 | s/l | 1367 | 0.01 | 78.151 | 78.134 | 74.206 | -2352.00 | 4767925.00 |
| 2740 | 2012.06.21 14:23 | t/p | 1371 | 0.02 | 78.478 | 74.872 | 78.472 | 2820.00 | 4770745.00 |
| 2741 | 2012.06.21 14:32 | t/p | 1370 | 0.01 | 78.501 | 74.902 | 78.502 | 1395.00 | 4772140.00 |
| 2742 | 2012.06.21 14:49 | t/p | 1369 | 0.01 | 78.612 | 75.022 | 78.622 | 1386.00 | 4773526.00 |
| 2743 | 2012.06.21 16:00 | buy | 1372 | 0.01 | 78.402 | 76.206 | 79.806 | ||
| 2744 | 2012.06.21 19:00 | buy | 1373 | 0.02 | 78.217 | 76.026 | 79.626 | ||
| 2745 | 2012.06.21 20:00 | buy | 1374 | 0.02 | 78.162 | 75.962 | 79.562 | ||
| 2746 | 2012.06.22 09:00 | buy | 1375 | 0.01 | 78.298 | 76.093 | 79.693 | ||
| 2747 | 2012.06.26 05:00 | buy | 1376 | 0.15 | 77.593 | 75.394 | 78.994 | ||
| 2748 | 2012.06.26 09:00 | buy | 1377 | 0.24 | 77.435 | 75.236 | 78.836 | ||
| 2749 | 2012.06.26 19:00 | buy | 1378 | 0.31 | 77.428 | 75.224 | 78.824 | ||
| 2750 | 2012.06.26 20:00 | buy | 1379 | 0.19 | 77.530 | 75.323 | 78.923 | ||
| 2751 | 2012.06.27 11:00 | buy | 1380 | 0.05 | 77.686 | 75.491 | 79.091 | ||
| 2752 | 2012.07.03 17:10 | t/p | 1378 | 0.31 | 78.823 | 75.224 | 78.824 | 43245.00 | 4816771.00 |
| 2753 | 2012.07.03 17:23 | t/p | 1377 | 0.24 | 78.827 | 75.236 | 78.836 | 33408.00 | 4850179.00 |
| 2754 | 2012.07.05 04:05 | t/p | 1379 | 0.19 | 78.915 | 75.323 | 78.923 | 26315.00 | 4876494.00 |
| 2755 | 2012.07.05 04:06 | t/p | 1376 | 0.15 | 78.998 | 75.394 | 78.994 | 21075.00 | 4897569.00 |
| 2756 | 2012.07.05 15:31 | t/p | 1380 | 0.05 | 79.096 | 75.491 | 79.091 | 7050.00 | 4904619.00 |
| 2757 | 2012.07.10 13:00 | buy | 1381 | 0.04 | 78.000 | 75.803 | 79.403 | ||
| 2758 | 2012.07.10 14:00 | buy | 1382 | 0.03 | 78.110 | 75.914 | 79.514 | ||
| 2759 | 2012.07.11 13:00 | buy | 1383 | 0.09 | 77.774 | 75.566 | 79.166 | ||
| 2760 | 2012.07.11 14:00 | buy | 1384 | 0.07 | 77.852 | 75.659 | 79.259 | ||
| 2761 | 2012.07.11 17:00 | buy | 1385 | 0.05 | 77.930 | 75.732 | 79.332 | ||
| 2762 | 2012.07.23 20:00 | buy | 1386 | 0.66 | 77.114 | 74.915 | 78.515 | ||
| 2763 | 2012.07.31 15:00 | sell | 1387 | 0.01 | 78.005 | 79.138 | 76.597 | ||
| 2764 | 2012.08.03 15:38 | t/p | 1386 | 0.66 | 78.518 | 74.915 | 78.515 | 92664.00 | 4997283.00 |
| 2765 | 2012.08.06 06:00 | sell | 1388 | 0.09 | 78.335 | 79.138 | 76.936 | ||
| 2766 | 2012.08.06 07:00 | sell | 1389 | 0.11 | 78.359 | 79.138 | 76.959 | ||
| 2767 | 2012.08.06 10:00 | sell | 1390 | 0.05 | 78.281 | 79.138 | 76.877 | ||
| 2768 | 2012.08.06 11:00 | sell | 1391 | 0.04 | 78.230 | 79.138 | 76.835 | ||
| 2769 | 2012.08.06 14:00 | sell | 1392 | 0.03 | 78.190 | 79.138 | 76.795 | ||
| 2770 | 2012.08.07 04:00 | sell | 1393 | 0.02 | 78.096 | 79.138 | 76.699 | ||
| 2771 | 2012.08.08 09:00 | sell | 1394 | 0.65 | 78.645 | 79.138 | 77.237 | ||
| 2772 | 2012.08.09 16:29 | s/l | 1387 | 0.01 | 79.133 | 79.138 | 76.597 | -1128.00 | 4996155.00 |
| 2773 | 2012.08.09 16:29 | s/l | 1388 | 0.09 | 79.145 | 79.138 | 76.936 | -7290.00 | 4988865.00 |
| 2774 | 2012.08.09 16:29 | s/l | 1389 | 0.11 | 79.130 | 79.138 | 76.959 | -8481.00 | 4980384.00 |
| 2775 | 2012.08.09 16:29 | s/l | 1390 | 0.05 | 79.133 | 79.138 | 76.877 | -4260.00 | 4976124.00 |
| 2776 | 2012.08.09 16:29 | s/l | 1391 | 0.04 | 79.146 | 79.138 | 76.835 | -3664.00 | 4972460.00 |
| 2777 | 2012.08.09 16:29 | s/l | 1392 | 0.03 | 79.145 | 79.138 | 76.795 | -2865.00 | 4969595.00 |
| 2778 | 2012.08.09 16:29 | s/l | 1393 | 0.02 | 79.146 | 79.138 | 76.699 | -2100.00 | 4967495.00 |
| 2779 | 2012.08.09 16:29 | s/l | 1394 | 0.65 | 79.146 | 79.138 | 77.237 | -32565.00 | 4934930.00 |
| 2780 | 2012.08.09 16:31 | t/p | 1383 | 0.09 | 79.162 | 75.566 | 79.166 | 12492.00 | 4947422.00 |
| 2781 | 2012.08.09 17:06 | t/p | 1384 | 0.07 | 79.274 | 75.659 | 79.259 | 9954.00 | 4957376.00 |
| 2782 | 2012.08.09 17:10 | t/p | 1385 | 0.05 | 79.333 | 75.732 | 79.332 | 7015.00 | 4964391.00 |
| 2783 | 2012.08.09 17:16 | t/p | 1381 | 0.04 | 79.410 | 75.803 | 79.403 | 5640.00 | 4970031.00 |
| 2784 | 2012.08.10 07:00 | sell | 1395 | 0.01 | 79.120 | 79.493 | 77.723 | ||
| 2785 | 2012.08.14 15:31 | s/l | 1395 | 0.01 | 79.486 | 79.493 | 77.723 | -366.00 | 4969665.00 |
| 2786 | 2012.08.14 15:31 | t/p | 1382 | 0.03 | 79.511 | 75.914 | 79.514 | 4203.00 | 4973868.00 |
| 2787 | 2012.08.14 15:33 | t/p | 1374 | 0.02 | 79.569 | 75.962 | 79.562 | 2814.00 | 4976682.00 |
| 2788 | 2012.08.14 16:05 | t/p | 1373 | 0.02 | 79.626 | 76.026 | 79.626 | 2818.00 | 4979500.00 |
| 2789 | 2012.08.15 15:17 | t/p | 1375 | 0.01 | 79.691 | 76.093 | 79.693 | 1393.00 | 4980893.00 |
| 2790 | 2012.08.15 16:00 | sell | 1396 | 0.01 | 79.349 | 79.762 | 77.939 | ||
| 2791 | 2012.08.15 18:57 | s/l | 1396 | 0.01 | 79.768 | 79.762 | 77.939 | -419.00 | 4980474.00 |
| 2792 | 2012.08.15 19:13 | t/p | 1372 | 0.01 | 79.809 | 76.206 | 79.806 | 1407.00 | 4981881.00 |
| 2793 | 2012.08.15 20:00 | buy | 1397 | 0.01 | 79.819 | 77.328 | 81.428 | ||
| 2794 | 2012.08.22 00:00 | sell | 1398 | 0.01 | 80.103 | 80.706 | 78.718 | ||
| 2795 | 2012.09.14 12:23 | s/l | 1398 | 0.01 | 80.713 | 80.706 | 78.718 | -610.00 | 4981271.00 |
| 2796 | 2012.09.17 03:00 | sell | 1399 | 0.01 | 80.604 | 81.076 | 79.206 | ||
| 2797 | 2012.09.17 05:00 | sell | 1400 | 0.02 | 80.636 | 81.076 | 79.237 | ||
| 2798 | 2012.09.17 10:00 | sell | 1401 | 0.01 | 80.616 | 81.076 | 79.221 | ||
| 2799 | 2012.09.17 16:08 | s/l | 1399 | 0.01 | 81.079 | 81.076 | 79.206 | -475.00 | 4980796.00 |
| 2800 | 2012.09.17 16:08 | s/l | 1400 | 0.02 | 81.075 | 81.076 | 79.237 | -878.00 | 4979918.00 |
| 2801 | 2012.09.17 16:08 | s/l | 1401 | 0.01 | 81.082 | 81.076 | 79.221 | -466.00 | 4979452.00 |
| 2802 | 2012.09.17 22:00 | sell | 1402 | 0.01 | 80.707 | 81.289 | 79.302 | ||
| 2803 | 2012.09.19 07:10 | s/l | 1402 | 0.01 | 81.280 | 81.289 | 79.302 | -573.00 | 4978879.00 |
| 2804 | 2012.09.19 08:44 | t/p | 1397 | 0.01 | 81.430 | 77.328 | 81.428 | 1611.00 | 4980490.00 |
| 2805 | 2012.09.19 11:00 | buy | 1403 | 0.01 | 81.211 | 78.709 | 82.809 | ||
| 2806 | 2012.09.19 15:00 | sell | 1404 | 0.01 | 80.797 | 81.459 | 79.405 | ||
| 2807 | 2012.09.24 17:14 | t/p | 1404 | 0.01 | 79.410 | 81.459 | 79.405 | 1387.00 | 4981877.00 |
| 2808 | 2012.09.24 18:00 | sell | 1405 | 0.01 | 79.507 | 81.459 | 78.104 | ||
| 2809 | 2012.09.27 11:00 | buy | 1406 | 0.99 | 79.050 | 76.860 | 80.460 | ||
| 2810 | 2012.10.05 15:00 | sell | 1407 | 0.05 | 79.973 | 81.459 | 78.564 | ||
| 2811 | 2012.10.05 15:31 | t/p | 1406 | 0.99 | 80.472 | 76.860 | 80.460 | 140778.00 | 5122655.00 |
| 2812 | 2012.10.08 07:00 | sell | 1408 | 0.19 | 80.314 | 81.459 | 78.906 | ||
| 2813 | 2012.10.08 13:00 | sell | 1409 | 0.03 | 79.797 | 81.459 | 78.402 | ||
| 2814 | 2012.10.08 15:00 | sell | 1410 | 0.07 | 80.016 | 81.459 | 78.613 | ||
| 2815 | 2012.10.08 16:00 | sell | 1411 | 0.04 | 79.891 | 81.459 | 78.485 | ||
| 2816 | 2012.10.09 13:00 | sell | 1412 | 0.11 | 80.168 | 81.459 | 78.762 | ||
| 2817 | 2012.10.09 14:00 | sell | 1413 | 0.09 | 80.093 | 81.459 | 78.687 | ||
| 2818 | 2012.10.09 15:00 | sell | 1414 | 0.15 | 80.195 | 81.459 | 78.798 | ||
| 2819 | 2012.10.10 21:00 | sell | 1415 | 0.01 | 79.609 | 81.459 | 78.219 | ||
| 2820 | 2012.10.10 22:00 | sell | 1416 | 0.02 | 79.693 | 81.459 | 78.302 | ||
| 2821 | 2012.10.17 09:00 | sell | 1417 | 0.02 | 79.723 | 81.459 | 78.333 | ||
| 2822 | 2012.10.18 18:00 | sell | 1418 | 0.21 | 80.646 | 81.459 | 79.253 | ||
| 2823 | 2012.10.29 19:00 | buy | 1419 | 0.66 | 79.790 | 78.781 | 81.188 | ||
| 2824 | 2012.10.30 05:00 | buy | 1420 | 0.33 | 79.857 | 78.780 | 81.251 | ||
| 2825 | 2012.10.30 08:50 | t/p | 1418 | 0.21 | 79.250 | 81.459 | 79.253 | 29316.00 | 5151971.00 |
| 2826 | 2012.11.02 15:00 | sell | 1421 | 0.21 | 80.368 | 81.459 | 78.972 | ||
| 2827 | 2012.11.07 09:30 | t/p | 1419 | 0.66 | 81.186 | 78.781 | 81.188 | 92136.00 | 5244107.00 |
| 2828 | 2012.11.07 09:34 | t/p | 1420 | 0.33 | 81.255 | 78.780 | 81.251 | 46134.00 | 5290241.00 |
| 2829 | 2012.11.09 14:51 | t/p | 1421 | 0.21 | 78.981 | 81.459 | 78.972 | 29127.00 | 5319368.00 |
| 2830 | 2012.11.09 15:08 | t/p | 1408 | 0.19 | 78.915 | 81.459 | 78.906 | 26581.00 | 5345949.00 |
| 2831 | 2012.11.09 20:00 | buy | 1422 | 0.99 | 79.519 | 78.781 | 80.924 | ||
| 2832 | 2012.11.15 12:16 | t/p | 1422 | 0.99 | 80.933 | 78.781 | 80.924 | 139986.00 | 5485935.00 |
| 2833 | 2012.11.16 08:00 | sell | 1423 | 0.40 | 80.932 | 81.459 | 79.525 | ||
| 2834 | 2012.11.19 01:57 | s/l | 1405 | 0.01 | 81.466 | 81.459 | 78.104 | -1959.00 | 5483976.00 |
| 2835 | 2012.11.19 01:57 | s/l | 1407 | 0.05 | 81.467 | 81.459 | 78.564 | -7470.00 | 5476506.00 |
| 2836 | 2012.11.19 01:57 | s/l | 1409 | 0.03 | 81.454 | 81.459 | 78.402 | -4971.00 | 5471535.00 |
| 2837 | 2012.11.19 01:57 | s/l | 1410 | 0.07 | 81.459 | 81.459 | 78.613 | -10101.00 | 5461434.00 |
| 2838 | 2012.11.19 01:57 | s/l | 1411 | 0.04 | 81.450 | 81.459 | 78.485 | -6236.00 | 5455198.00 |
| 2839 | 2012.11.19 01:57 | s/l | 1412 | 0.11 | 81.466 | 81.459 | 78.762 | -14278.00 | 5440920.00 |
| 2840 | 2012.11.19 01:57 | s/l | 1413 | 0.09 | 81.453 | 81.459 | 78.687 | -12240.00 | 5428680.00 |
| 2841 | 2012.11.19 01:57 | s/l | 1414 | 0.15 | 81.455 | 81.459 | 78.798 | -18900.00 | 5409780.00 |
| 2842 | 2012.11.19 01:57 | s/l | 1415 | 0.01 | 81.463 | 81.459 | 78.219 | -1854.00 | 5407926.00 |
| 2843 | 2012.11.19 01:57 | s/l | 1416 | 0.02 | 81.453 | 81.459 | 78.302 | -3520.00 | 5404406.00 |
| 2844 | 2012.11.19 01:57 | s/l | 1417 | 0.02 | 81.469 | 81.459 | 78.333 | -3492.00 | 5400914.00 |
| 2845 | 2012.11.19 01:57 | s/l | 1423 | 0.40 | 81.470 | 81.459 | 79.525 | -21520.00 | 5379394.00 |
| 2846 | 2012.11.20 10:00 | sell | 1424 | 0.01 | 81.394 | 81.738 | 79.801 | ||
| 2847 | 2012.11.20 11:00 | sell | 1425 | 0.02 | 81.427 | 81.738 | 79.823 | ||
| 2848 | 2012.11.20 12:00 | sell | 1426 | 0.03 | 81.436 | 81.738 | 79.843 | ||
| 2849 | 2012.11.20 13:51 | s/l | 1424 | 0.01 | 81.745 | 81.738 | 79.801 | -351.00 | 5379043.00 |
| 2850 | 2012.11.20 13:51 | s/l | 1425 | 0.02 | 81.735 | 81.738 | 79.823 | -616.00 | 5378427.00 |