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 |
| 2851 | 2012.11.20 13:51 | s/l | 1426 | 0.03 | 81.750 | 81.738 | 79.843 | -942.00 | 5377485.00 |
| 2852 | 2012.11.21 23:03 | t/p | 1403 | 0.01 | 82.813 | 78.709 | 82.809 | 1602.00 | 5379087.00 |
| 2853 | 2012.11.22 17:00 | sell | 1427 | 0.01 | 82.611 | 83.173 | 81.005 | ||
| 2854 | 2012.11.22 18:00 | sell | 1428 | 0.03 | 82.696 | 83.173 | 81.101 | ||
| 2855 | 2012.11.22 20:00 | sell | 1429 | 0.02 | 82.660 | 83.173 | 81.052 | ||
| 2856 | 2012.11.23 00:00 | sell | 1430 | 0.02 | 82.682 | 83.173 | 81.073 | ||
| 2857 | 2012.11.26 02:11 | s/l | 1427 | 0.01 | 83.165 | 83.173 | 81.005 | -554.00 | 5378533.00 |
| 2858 | 2012.11.26 02:11 | s/l | 1428 | 0.03 | 83.180 | 83.173 | 81.101 | -1452.00 | 5377081.00 |
| 2859 | 2012.11.26 02:11 | s/l | 1429 | 0.02 | 83.169 | 83.173 | 81.052 | -1018.00 | 5376063.00 |
| 2860 | 2012.11.26 02:11 | s/l | 1430 | 0.02 | 83.176 | 83.173 | 81.073 | -988.00 | 5375075.00 |
| 2861 | 2012.11.26 09:00 | sell | 1431 | 0.01 | 82.781 | 83.253 | 81.176 | ||
| 2862 | 2012.11.26 10:00 | sell | 1432 | 0.02 | 82.814 | 83.253 | 81.214 | ||
| 2863 | 2012.11.27 07:00 | buy | 1433 | 0.01 | 82.767 | 80.260 | 84.360 | ||
| 2864 | 2012.11.28 19:00 | buy | 1434 | 0.02 | 82.458 | 79.951 | 84.051 | ||
| 2865 | 2012.11.28 22:00 | buy | 1435 | 0.02 | 82.538 | 80.036 | 84.136 | ||
| 2866 | 2012.11.28 23:00 | buy | 1436 | 0.01 | 82.640 | 80.137 | 84.237 | ||
| 2867 | 2012.11.30 09:58 | s/l | 1431 | 0.01 | 83.253 | 83.253 | 81.176 | -472.00 | 5374603.00 |
| 2868 | 2012.11.30 09:58 | s/l | 1432 | 0.02 | 83.247 | 83.253 | 81.214 | -866.00 | 5373737.00 |
| 2869 | 2012.12.04 00:00 | sell | 1437 | 0.01 | 82.621 | 83.369 | 81.226 | ||
| 2870 | 2012.12.07 10:00 | sell | 1438 | 0.85 | 83.068 | 83.369 | 81.664 | ||
| 2871 | 2012.12.07 11:00 | sell | 1439 | 0.14 | 83.042 | 83.369 | 81.644 | ||
| 2872 | 2012.12.07 15:30 | s/l | 1437 | 0.01 | 83.379 | 83.369 | 81.226 | -758.00 | 5372979.00 |
| 2873 | 2012.12.07 15:30 | s/l | 1438 | 0.85 | 83.380 | 83.369 | 81.664 | -26520.00 | 5346459.00 |
| 2874 | 2012.12.07 15:30 | s/l | 1439 | 0.14 | 83.385 | 83.369 | 81.644 | -4802.00 | 5341657.00 |
| 2875 | 2012.12.10 13:00 | sell | 1440 | 0.01 | 83.143 | 83.837 | 81.745 | ||
| 2876 | 2012.12.10 15:00 | sell | 1441 | 0.02 | 83.243 | 83.837 | 81.835 | ||
| 2877 | 2012.12.10 16:00 | sell | 1442 | 0.02 | 83.203 | 83.837 | 81.802 | ||
| 2878 | 2012.12.12 06:02 | s/l | 1440 | 0.01 | 83.840 | 83.837 | 81.745 | -697.00 | 5340960.00 |
| 2879 | 2012.12.12 06:02 | s/l | 1441 | 0.02 | 83.847 | 83.837 | 81.835 | -1208.00 | 5339752.00 |
| 2880 | 2012.12.12 06:02 | s/l | 1442 | 0.02 | 83.828 | 83.837 | 81.802 | -1250.00 | 5338502.00 |
| 2881 | 2012.12.12 10:21 | t/p | 1434 | 0.02 | 84.062 | 79.951 | 84.051 | 3208.00 | 5341710.00 |
| 2882 | 2012.12.12 17:57 | t/p | 1435 | 0.02 | 84.139 | 80.036 | 84.136 | 3202.00 | 5344912.00 |
| 2883 | 2012.12.12 18:11 | t/p | 1436 | 0.01 | 84.248 | 80.137 | 84.237 | 1608.00 | 5346520.00 |
| 2884 | 2012.12.12 18:12 | t/p | 1433 | 0.01 | 84.371 | 80.260 | 84.360 | 1604.00 | 5348124.00 |
| 2885 | 2012.12.12 19:00 | buy | 1443 | 0.01 | 84.330 | 81.827 | 85.927 | ||
| 2886 | 2012.12.17 03:00 | close | 1443 | 0.01 | 85.082 | 81.827 | 85.927 | 752.00 | 5348876.00 |
| 2887 | 2012.12.17 03:00 | buy | 1444 | 0.01 | 85.107 | 82.600 | 86.700 | ||
| 2888 | 2012.12.20 08:00 | sell | 1445 | 0.01 | 84.872 | 85.837 | 83.470 | ||
| 2889 | 2012.12.20 11:00 | sell | 1446 | 0.02 | 84.940 | 85.837 | 83.540 | ||
| 2890 | 2012.12.26 02:06 | s/l | 1445 | 0.01 | 85.829 | 85.837 | 83.470 | -957.00 | 5347919.00 |
| 2891 | 2012.12.26 02:06 | s/l | 1446 | 0.02 | 85.846 | 85.837 | 83.540 | -1812.00 | 5346107.00 |
| 2892 | 2012.12.27 16:39 | t/p | 1444 | 0.01 | 86.703 | 82.600 | 86.700 | 1596.00 | 5347703.00 |
| 2893 | 2012.12.27 17:00 | buy | 1447 | 0.01 | 86.710 | 84.208 | 88.308 | ||
| 2894 | 2012.12.27 18:00 | buy | 1448 | 0.02 | 86.472 | 83.969 | 88.069 | ||
| 2895 | 2012.12.27 19:00 | buy | 1449 | 0.02 | 86.497 | 84.004 | 88.104 | ||
| 2896 | 2012.12.31 00:04 | sell | 1450 | 0.01 | 85.960 | 87.090 | 84.638 | ||
| 2897 | 2012.12.31 03:00 | sell | 1451 | 0.11 | 86.312 | 87.090 | 84.914 | ||
| 2898 | 2012.12.31 04:00 | sell | 1452 | 0.09 | 86.297 | 87.090 | 84.904 | ||
| 2899 | 2012.12.31 07:00 | buy | 1453 | 0.01 | 86.581 | 84.078 | 88.178 | ||
| 2900 | 2012.12.31 19:00 | s/l | 1450 | 0.01 | 87.113 | 87.090 | 84.638 | -1153.00 | 5346550.00 |
| 2901 | 2012.12.31 19:00 | s/l | 1451 | 0.11 | 87.101 | 87.090 | 84.914 | -8679.00 | 5337871.00 |
| 2902 | 2012.12.31 19:00 | s/l | 1452 | 0.09 | 87.106 | 87.090 | 84.904 | -7281.00 | 5330590.00 |
| 2903 | 2013.01.02 04:40 | t/p | 1448 | 0.02 | 88.062 | 83.969 | 88.069 | 3180.00 | 5333770.00 |
| 2904 | 2013.01.02 04:40 | t/p | 1449 | 0.02 | 88.094 | 84.004 | 88.104 | 3194.00 | 5336964.00 |
| 2905 | 2013.01.02 04:41 | t/p | 1453 | 0.01 | 88.184 | 84.078 | 88.178 | 1603.00 | 5338567.00 |
| 2906 | 2013.01.02 04:42 | t/p | 1447 | 0.01 | 88.304 | 84.208 | 88.308 | 1594.00 | 5340161.00 |
| 2907 | 2013.01.02 06:00 | buy | 1454 | 0.01 | 88.446 | 85.939 | 90.039 | ||
| 2908 | 2013.01.02 07:00 | buy | 1455 | 0.02 | 88.227 | 85.726 | 89.826 | ||
| 2909 | 2013.01.02 09:00 | buy | 1456 | 0.01 | 88.324 | 85.831 | 89.931 | ||
| 2910 | 2013.01.02 19:00 | close | 1454 | 0.01 | 88.329 | 85.939 | 90.039 | -117.00 | 5340044.00 |
| 2911 | 2013.01.02 19:00 | close | 1455 | 0.02 | 88.332 | 85.726 | 89.826 | 210.00 | 5340254.00 |
| 2912 | 2013.01.02 19:00 | close | 1456 | 0.01 | 88.315 | 85.831 | 89.931 | -9.00 | 5340245.00 |
| 2913 | 2013.01.02 19:00 | buy | 1457 | 0.01 | 88.336 | 85.841 | 89.941 | ||
| 2914 | 2013.01.08 18:00 | sell | 1458 | 0.01 | 88.267 | 89.656 | 86.867 | ||
| 2915 | 2013.01.08 22:00 | sell | 1459 | 0.01 | 88.320 | 89.656 | 86.929 | ||
| 2916 | 2013.01.10 22:33 | s/l | 1458 | 0.01 | 89.667 | 89.656 | 86.867 | -1400.00 | 5338845.00 |
| 2917 | 2013.01.10 22:33 | s/l | 1459 | 0.01 | 89.659 | 89.656 | 86.929 | -1339.00 | 5337506.00 |
| 2918 | 2013.01.10 23:12 | t/p | 1457 | 0.01 | 89.945 | 85.841 | 89.941 | 1609.00 | 5339115.00 |
| 2919 | 2013.01.11 01:00 | buy | 1460 | 0.01 | 90.456 | 87.964 | 92.064 | ||
| 2920 | 2013.01.11 09:00 | buy | 1461 | 0.01 | 90.390 | 87.882 | 91.982 | ||
| 2921 | 2013.01.11 19:00 | close | 1460 | 0.01 | 90.648 | 87.964 | 92.064 | 192.00 | 5339307.00 |
| 2922 | 2013.01.11 19:00 | close | 1461 | 0.01 | 90.633 | 87.882 | 91.982 | 243.00 | 5339550.00 |
| 2923 | 2013.01.11 19:00 | buy | 1462 | 0.01 | 90.661 | 88.156 | 92.256 | ||
| 2924 | 2013.01.15 18:00 | sell | 1463 | 0.01 | 90.111 | 91.155 | 88.710 | ||
| 2925 | 2013.01.17 19:27 | s/l | 1463 | 0.01 | 91.164 | 91.155 | 88.710 | -1053.00 | 5338497.00 |
| 2926 | 2013.01.18 11:00 | sell | 1464 | 0.01 | 90.917 | 91.499 | 89.517 | ||
| 2927 | 2013.01.22 10:45 | t/p | 1464 | 0.01 | 89.523 | 91.499 | 89.517 | 1394.00 | 5339891.00 |
| 2928 | 2013.01.22 12:00 | sell | 1465 | 0.01 | 89.247 | 91.454 | 87.854 | ||
| 2929 | 2013.01.22 13:00 | sell | 1466 | 0.02 | 89.478 | 91.454 | 88.076 | ||
| 2930 | 2013.01.22 14:00 | sell | 1467 | 0.02 | 89.423 | 91.454 | 88.018 | ||
| 2931 | 2013.01.22 17:00 | sell | 1468 | 0.01 | 89.382 | 91.454 | 87.984 | ||
| 2932 | 2013.01.25 17:00 | sell | 1469 | 0.24 | 90.189 | 91.454 | 88.779 | ||
| 2933 | 2013.01.28 06:00 | sell | 1470 | 0.31 | 90.288 | 91.454 | 88.894 | ||
| 2934 | 2013.01.28 08:00 | sell | 1471 | 0.19 | 90.153 | 91.454 | 88.748 | ||
| 2935 | 2013.01.28 09:00 | sell | 1472 | 0.15 | 90.051 | 91.454 | 88.649 | ||
| 2936 | 2013.01.28 10:00 | sell | 1473 | 0.05 | 89.922 | 91.454 | 88.519 | ||
| 2937 | 2013.01.31 19:33 | s/l | 1465 | 0.01 | 91.452 | 91.454 | 87.854 | -2205.00 | 5337686.00 |
| 2938 | 2013.01.31 19:33 | s/l | 1466 | 0.02 | 91.452 | 91.454 | 88.076 | -3948.00 | 5333738.00 |
| 2939 | 2013.01.31 19:33 | s/l | 1467 | 0.02 | 91.466 | 91.454 | 88.018 | -4086.00 | 5329652.00 |
| 2940 | 2013.01.31 19:33 | s/l | 1468 | 0.01 | 91.447 | 91.454 | 87.984 | -2065.00 | 5327587.00 |
| 2941 | 2013.01.31 19:33 | s/l | 1469 | 0.24 | 91.465 | 91.454 | 88.779 | -30624.00 | 5296963.00 |
| 2942 | 2013.01.31 19:33 | s/l | 1470 | 0.31 | 91.454 | 91.454 | 88.894 | -36146.00 | 5260817.00 |
| 2943 | 2013.01.31 19:33 | s/l | 1471 | 0.19 | 91.447 | 91.454 | 88.748 | -24586.00 | 5236231.00 |
| 2944 | 2013.01.31 19:33 | s/l | 1472 | 0.15 | 91.462 | 91.454 | 88.649 | -21165.00 | 5215066.00 |
| 2945 | 2013.01.31 19:33 | s/l | 1473 | 0.05 | 91.452 | 91.454 | 88.519 | -7650.00 | 5207416.00 |
| 2946 | 2013.02.01 06:20 | t/p | 1462 | 0.01 | 92.249 | 88.156 | 92.256 | 1588.00 | 5209004.00 |
| 2947 | 2013.02.04 16:00 | sell | 1474 | 0.01 | 92.921 | 93.608 | 91.512 | ||
| 2948 | 2013.02.05 14:35 | s/l | 1474 | 0.01 | 93.613 | 93.608 | 91.512 | -692.00 | 5208312.00 |
| 2949 | 2013.02.05 18:00 | buy | 1475 | 0.01 | 93.570 | 91.072 | 95.172 | ||
| 2950 | 2013.02.06 17:00 | sell | 1476 | 0.01 | 93.641 | 94.371 | 92.235 | ||
| 2951 | 2013.02.06 20:00 | sell | 1477 | 0.02 | 93.711 | 94.371 | 92.313 | ||
| 2952 | 2013.02.07 02:00 | sell | 1478 | 0.05 | 93.822 | 94.371 | 92.417 | ||
| 2953 | 2013.02.07 04:00 | sell | 1479 | 0.01 | 93.680 | 94.371 | 92.287 | ||
| 2954 | 2013.02.07 05:00 | sell | 1480 | 0.04 | 93.773 | 94.371 | 92.370 | ||
| 2955 | 2013.02.07 12:05 | s/l | 1476 | 0.01 | 94.367 | 94.371 | 92.235 | -726.00 | 5207586.00 |
| 2956 | 2013.02.07 12:05 | s/l | 1477 | 0.02 | 94.368 | 94.371 | 92.313 | -1314.00 | 5206272.00 |
| 2957 | 2013.02.07 12:05 | s/l | 1478 | 0.05 | 94.381 | 94.371 | 92.417 | -2795.00 | 5203477.00 |
| 2958 | 2013.02.07 12:05 | s/l | 1479 | 0.01 | 94.371 | 94.371 | 92.287 | -691.00 | 5202786.00 |
| 2959 | 2013.02.07 12:05 | s/l | 1480 | 0.04 | 94.364 | 94.371 | 92.370 | -2364.00 | 5200422.00 |
| 2960 | 2013.02.07 15:00 | close | 1475 | 0.01 | 94.089 | 91.072 | 95.172 | 519.00 | 5200941.00 |
| 2961 | 2013.02.07 15:00 | buy | 1481 | 0.01 | 94.109 | 91.603 | 95.703 | ||
| 2962 | 2013.02.07 16:00 | sell | 1482 | 0.01 | 93.880 | 94.525 | 92.483 | ||
| 2963 | 2013.02.08 10:22 | t/p | 1482 | 0.01 | 92.480 | 94.525 | 92.483 | 1400.00 | 5202341.00 |
| 2964 | 2013.02.08 11:00 | sell | 1483 | 0.01 | 92.991 | 94.525 | 91.581 | ||
| 2965 | 2013.02.12 12:00 | sell | 1484 | 0.04 | 93.268 | 94.525 | 91.874 | ||
| 2966 | 2013.02.12 21:00 | sell | 1485 | 0.03 | 93.208 | 94.525 | 91.803 | ||
| 2967 | 2013.02.13 02:00 | sell | 1486 | 0.02 | 93.144 | 94.525 | 91.746 | ||
| 2968 | 2013.02.13 03:00 | sell | 1487 | 0.01 | 93.094 | 94.525 | 91.692 | ||
| 2969 | 2013.02.21 05:32 | t/p | 1484 | 0.04 | 91.874 | 94.525 | 91.874 | 5576.00 | 5207917.00 |
| 2970 | 2013.02.21 05:38 | t/p | 1485 | 0.03 | 91.808 | 94.525 | 91.803 | 4200.00 | 5212117.00 |
| 2971 | 2013.02.21 05:48 | t/p | 1486 | 0.02 | 91.752 | 94.525 | 91.746 | 2784.00 | 5214901.00 |
| 2972 | 2013.02.21 07:35 | t/p | 1487 | 0.01 | 91.694 | 94.525 | 91.692 | 1400.00 | 5216301.00 |
| 2973 | 2013.02.21 07:38 | s/l | 1481 | 0.01 | 91.606 | 91.603 | 95.703 | -2503.00 | 5213798.00 |
| 2974 | 2013.02.21 10:30 | t/p | 1483 | 0.01 | 91.571 | 94.525 | 91.581 | 1420.00 | 5215218.00 |
| 2975 | 2013.02.21 14:00 | sell | 1488 | 0.01 | 91.152 | 93.361 | 89.761 | ||
| 2976 | 2013.02.21 16:00 | sell | 1489 | 0.02 | 91.389 | 93.361 | 89.988 | ||
| 2977 | 2013.02.21 19:00 | sell | 1490 | 0.01 | 91.248 | 93.361 | 89.855 | ||
| 2978 | 2013.02.22 01:00 | sell | 1491 | 0.02 | 91.356 | 93.361 | 89.946 | ||
| 2979 | 2013.02.25 14:00 | sell | 1492 | 0.05 | 91.662 | 93.361 | 90.268 | ||
| 2980 | 2013.02.25 17:00 | sell | 1493 | 0.09 | 91.764 | 93.361 | 90.365 | ||
| 2981 | 2013.02.25 21:00 | t/p | 1493 | 0.09 | 90.363 | 93.361 | 90.365 | 12609.00 | 5227827.00 |
| 2982 | 2013.02.25 21:00 | t/p | 1492 | 0.05 | 90.253 | 93.361 | 90.268 | 7045.00 | 5234872.00 |
| 2983 | 2013.02.25 21:01 | t/p | 1489 | 0.02 | 89.972 | 93.361 | 89.988 | 2834.00 | 5237706.00 |
| 2984 | 2013.02.25 21:01 | t/p | 1491 | 0.02 | 89.936 | 93.361 | 89.946 | 2840.00 | 5240546.00 |
| 2985 | 2013.02.25 22:26 | t/p | 1490 | 0.01 | 89.859 | 93.361 | 89.855 | 1389.00 | 5241935.00 |
| 2986 | 2013.02.25 22:26 | t/p | 1488 | 0.01 | 89.754 | 93.361 | 89.761 | 1398.00 | 5243333.00 |
| 2987 | 2013.02.26 15:00 | sell | 1494 | 0.01 | 89.699 | 91.906 | 88.306 | ||
| 2988 | 2013.02.26 18:00 | close | 1494 | 0.01 | 89.159 | 91.906 | 88.306 | 540.00 | 5243873.00 |
| 2989 | 2013.02.28 13:00 | sell | 1495 | 0.01 | 89.975 | 92.165 | 88.565 | ||
| 2990 | 2013.03.04 09:00 | sell | 1496 | 0.09 | 90.594 | 92.165 | 89.192 | ||
| 2991 | 2013.03.05 07:00 | sell | 1497 | 0.15 | 90.760 | 92.165 | 89.361 | ||
| 2992 | 2013.03.05 08:00 | sell | 1498 | 0.11 | 90.691 | 92.165 | 89.300 | ||
| 2993 | 2013.03.07 06:00 | sell | 1499 | 0.24 | 90.923 | 92.165 | 89.531 | ||
| 2994 | 2013.03.07 18:42 | s/l | 1495 | 0.01 | 92.173 | 92.165 | 88.565 | -2198.00 | 5241675.00 |
| 2995 | 2013.03.07 18:42 | s/l | 1496 | 0.09 | 92.159 | 92.165 | 89.192 | -14085.00 | 5227590.00 |
| 2996 | 2013.03.07 18:42 | s/l | 1497 | 0.15 | 92.158 | 92.165 | 89.361 | -20970.00 | 5206620.00 |
| 2997 | 2013.03.07 18:42 | s/l | 1498 | 0.11 | 92.174 | 92.165 | 89.300 | -16313.00 | 5190307.00 |
| 2998 | 2013.03.07 18:42 | s/l | 1499 | 0.24 | 92.174 | 92.165 | 89.531 | -30024.00 | 5160283.00 |
| 2999 | 2013.03.11 14:00 | sell | 1500 | 0.01 | 93.353 | 94.525 | 91.958 | ||
| 3000 | 2013.03.12 11:00 | sell | 1501 | 0.19 | 93.808 | 94.525 | 92.412 | ||