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 |
| 3001 | 2013.03.12 12:00 | sell | 1502 | 0.03 | 93.548 | 94.525 | 92.152 | ||
| 3002 | 2013.03.12 13:00 | sell | 1503 | 0.01 | 93.413 | 94.525 | 92.011 | ||
| 3003 | 2013.03.12 18:00 | sell | 1504 | 0.05 | 93.623 | 94.525 | 92.218 | ||
| 3004 | 2013.03.12 19:00 | sell | 1505 | 0.04 | 93.593 | 94.525 | 92.191 | ||
| 3005 | 2013.03.12 20:00 | sell | 1506 | 0.02 | 93.486 | 94.525 | 92.087 | ||
| 3006 | 2013.03.12 22:00 | sell | 1507 | 0.02 | 93.448 | 94.525 | 92.057 | ||
| 3007 | 2013.03.15 21:00 | sell | 1508 | 0.07 | 93.681 | 94.525 | 92.274 | ||
| 3008 | 2013.03.18 00:00 | t/p | 1501 | 0.19 | 92.295 | 94.525 | 92.412 | 28747.00 | 5189030.00 |
| 3009 | 2013.03.18 00:00 | t/p | 1508 | 0.07 | 92.263 | 94.525 | 92.274 | 9926.00 | 5198956.00 |
| 3010 | 2013.03.18 00:04 | t/p | 1504 | 0.05 | 92.217 | 94.525 | 92.218 | 7030.00 | 5205986.00 |
| 3011 | 2013.03.18 00:04 | t/p | 1505 | 0.04 | 92.184 | 94.525 | 92.191 | 5636.00 | 5211622.00 |
| 3012 | 2013.03.18 00:05 | t/p | 1502 | 0.03 | 92.144 | 94.525 | 92.152 | 4212.00 | 5215834.00 |
| 3013 | 2013.03.18 00:08 | t/p | 1506 | 0.02 | 92.077 | 94.525 | 92.087 | 2818.00 | 5218652.00 |
| 3014 | 2013.03.18 00:09 | t/p | 1507 | 0.02 | 92.046 | 94.525 | 92.057 | 2804.00 | 5221456.00 |
| 3015 | 2013.03.22 11:18 | t/p | 1503 | 0.01 | 92.013 | 94.525 | 92.011 | 1400.00 | 5222856.00 |
| 3016 | 2013.03.22 11:22 | t/p | 1500 | 0.01 | 91.952 | 94.525 | 91.958 | 1401.00 | 5224257.00 |
| 3017 | 2013.03.22 19:00 | sell | 1509 | 0.01 | 92.402 | 94.525 | 91.006 | ||
| 3018 | 2013.03.25 18:00 | sell | 1510 | 0.02 | 92.564 | 94.525 | 91.171 | ||
| 3019 | 2013.03.27 13:00 | sell | 1511 | 0.05 | 92.915 | 94.525 | 91.509 | ||
| 3020 | 2013.03.27 14:00 | sell | 1512 | 0.03 | 92.705 | 94.525 | 91.312 | ||
| 3021 | 2013.03.27 16:00 | sell | 1513 | 0.04 | 92.797 | 94.525 | 91.392 | ||
| 3022 | 2013.03.28 05:00 | sell | 1514 | 0.02 | 92.632 | 94.525 | 91.222 | ||
| 3023 | 2013.03.28 06:00 | sell | 1515 | 0.01 | 92.499 | 94.525 | 91.100 | ||
| 3024 | 2013.04.02 03:07 | t/p | 1511 | 0.05 | 91.500 | 94.525 | 91.509 | 7075.00 | 5231332.00 |
| 3025 | 2013.04.02 06:24 | t/p | 1513 | 0.04 | 91.378 | 94.525 | 91.392 | 5676.00 | 5237008.00 |
| 3026 | 2013.04.02 06:26 | t/p | 1512 | 0.03 | 91.318 | 94.525 | 91.312 | 4161.00 | 5241169.00 |
| 3027 | 2013.04.02 06:38 | t/p | 1514 | 0.02 | 91.219 | 94.525 | 91.222 | 2826.00 | 5243995.00 |
| 3028 | 2013.04.02 12:00 | buy | 1516 | 0.01 | 91.788 | 89.578 | 93.178 | ||
| 3029 | 2013.04.04 08:00 | close | 1509 | 0.01 | 92.756 | 94.525 | 91.006 | -354.00 | 5243641.00 |
| 3030 | 2013.04.04 08:00 | close | 1510 | 0.02 | 92.744 | 94.525 | 91.171 | -360.00 | 5243281.00 |
| 3031 | 2013.04.04 08:00 | close | 1515 | 0.01 | 92.744 | 94.525 | 91.100 | -245.00 | 5243036.00 |
| 3032 | 2013.04.04 08:55 | t/p | 1516 | 0.01 | 93.174 | 89.578 | 93.178 | 1386.00 | 5244422.00 |
| 3033 | 2013.04.05 12:00 | sell | 1517 | 0.01 | 94.929 | 95.947 | 93.333 | ||
| 3034 | 2013.04.05 21:52 | s/l | 1517 | 0.01 | 95.957 | 95.947 | 93.333 | -1028.00 | 5243394.00 |
| 3035 | 2013.04.08 17:00 | sell | 1518 | 0.01 | 96.599 | 97.302 | 95.009 | ||
| 3036 | 2013.04.08 20:58 | s/l | 1518 | 0.01 | 97.293 | 97.302 | 95.009 | -694.00 | 5242700.00 |
| 3037 | 2013.04.09 10:00 | sell | 1519 | 0.01 | 97.310 | 98.021 | 95.719 | ||
| 3038 | 2013.04.09 13:00 | sell | 1520 | 0.01 | 97.341 | 98.021 | 95.743 | ||
| 3039 | 2013.04.09 15:00 | sell | 1521 | 0.03 | 97.423 | 98.021 | 95.818 | ||
| 3040 | 2013.04.09 18:00 | sell | 1522 | 0.04 | 97.438 | 98.021 | 95.836 | ||
| 3041 | 2013.04.10 03:00 | sell | 1523 | 0.02 | 97.398 | 98.021 | 95.801 | ||
| 3042 | 2013.04.10 11:05 | s/l | 1519 | 0.01 | 98.032 | 98.021 | 95.719 | -722.00 | 5241978.00 |
| 3043 | 2013.04.10 11:05 | s/l | 1520 | 0.01 | 98.017 | 98.021 | 95.743 | -676.00 | 5241302.00 |
| 3044 | 2013.04.10 11:05 | s/l | 1521 | 0.03 | 98.024 | 98.021 | 95.818 | -1803.00 | 5239499.00 |
| 3045 | 2013.04.10 11:05 | s/l | 1522 | 0.04 | 98.019 | 98.021 | 95.836 | -2324.00 | 5237175.00 |
| 3046 | 2013.04.10 11:05 | s/l | 1523 | 0.02 | 98.030 | 98.021 | 95.801 | -1264.00 | 5235911.00 |
| 3047 | 2013.04.11 06:00 | sell | 1524 | 0.01 | 97.901 | 98.477 | 96.309 | ||
| 3048 | 2013.04.11 11:48 | s/l | 1524 | 0.01 | 98.480 | 98.477 | 96.309 | -579.00 | 5235332.00 |
| 3049 | 2013.04.11 17:00 | sell | 1525 | 0.01 | 98.173 | 98.746 | 96.581 | ||
| 3050 | 2013.04.11 20:39 | s/l | 1525 | 0.01 | 98.761 | 98.746 | 96.581 | -588.00 | 5234744.00 |
| 3051 | 2013.04.12 07:00 | sell | 1526 | 0.01 | 98.438 | 98.898 | 96.841 | ||
| 3052 | 2013.04.12 09:00 | sell | 1527 | 0.01 | 98.458 | 98.898 | 96.854 | ||
| 3053 | 2013.04.12 23:30 | t/p | 1527 | 0.01 | 96.850 | 98.898 | 96.854 | 1608.00 | 5236352.00 |
| 3054 | 2013.04.12 23:30 | t/p | 1526 | 0.01 | 96.839 | 98.898 | 96.841 | 1599.00 | 5237951.00 |
| 3055 | 2013.04.15 02:00 | sell | 1528 | 0.01 | 96.986 | 98.898 | 95.377 | ||
| 3056 | 2013.04.15 04:00 | sell | 1529 | 0.02 | 97.211 | 98.898 | 95.604 | ||
| 3057 | 2013.04.15 07:00 | close | 1528 | 0.01 | 95.911 | 98.898 | 95.377 | 1075.00 | 5239026.00 |
| 3058 | 2013.04.15 07:00 | close | 1529 | 0.02 | 95.925 | 98.898 | 95.604 | 2572.00 | 5241598.00 |
| 3059 | 2013.04.15 17:00 | sell | 1530 | 0.01 | 95.909 | 98.402 | 94.302 | ||
| 3060 | 2013.04.15 19:00 | sell | 1531 | 0.01 | 96.041 | 98.402 | 94.445 | ||
| 3061 | 2013.04.15 22:00 | close | 1530 | 0.01 | 94.957 | 98.402 | 94.302 | 952.00 | 5242550.00 |
| 3062 | 2013.04.15 22:00 | close | 1531 | 0.01 | 94.943 | 98.402 | 94.445 | 1098.00 | 5243648.00 |
| 3063 | 2013.04.17 03:00 | sell | 1532 | 0.01 | 95.503 | 98.011 | 93.911 | ||
| 3064 | 2013.04.19 00:00 | sell | 1533 | 0.01 | 95.649 | 98.011 | 94.039 | ||
| 3065 | 2013.04.19 04:00 | sell | 1534 | 0.02 | 95.710 | 98.011 | 94.107 | ||
| 3066 | 2013.04.22 16:00 | sell | 1535 | 0.85 | 96.986 | 98.011 | 95.583 | ||
| 3067 | 2013.04.22 17:00 | sell | 1536 | 0.11 | 96.728 | 98.011 | 95.337 | ||
| 3068 | 2013.05.03 15:34 | s/l | 1532 | 0.01 | 98.004 | 98.011 | 93.911 | -2501.00 | 5241147.00 |
| 3069 | 2013.05.03 15:34 | s/l | 1533 | 0.01 | 98.005 | 98.011 | 94.039 | -2356.00 | 5238791.00 |
| 3070 | 2013.05.03 15:34 | s/l | 1534 | 0.02 | 98.014 | 98.011 | 94.107 | -4608.00 | 5234183.00 |
| 3071 | 2013.05.03 15:34 | s/l | 1535 | 0.85 | 98.008 | 98.011 | 95.583 | -86870.00 | 5147313.00 |
| 3072 | 2013.05.03 15:34 | s/l | 1536 | 0.11 | 98.018 | 98.011 | 95.337 | -14190.00 | 5133123.00 |
| 3073 | 2013.05.06 16:00 | sell | 1537 | 0.01 | 98.280 | 98.898 | 96.878 | ||
| 3074 | 2013.05.07 08:00 | sell | 1538 | 0.03 | 98.362 | 98.898 | 96.972 | ||
| 3075 | 2013.05.07 13:00 | sell | 1539 | 0.05 | 98.425 | 98.898 | 97.027 | ||
| 3076 | 2013.05.07 13:56 | s/l | 1537 | 0.01 | 98.894 | 98.898 | 96.878 | -614.00 | 5132509.00 |
| 3077 | 2013.05.07 13:56 | s/l | 1538 | 0.03 | 98.895 | 98.898 | 96.972 | -1599.00 | 5130910.00 |
| 3078 | 2013.05.07 13:56 | s/l | 1539 | 0.05 | 98.895 | 98.898 | 97.027 | -2350.00 | 5128560.00 |
| 3079 | 2013.05.08 02:00 | sell | 1540 | 0.01 | 98.302 | 98.924 | 96.907 | ||
| 3080 | 2013.05.08 04:00 | sell | 1541 | 0.02 | 98.346 | 98.924 | 96.955 | ||
| 3081 | 2013.05.08 08:00 | sell | 1542 | 0.07 | 98.466 | 98.924 | 97.066 | ||
| 3082 | 2013.05.08 09:00 | sell | 1543 | 0.05 | 98.433 | 98.924 | 97.032 | ||
| 3083 | 2013.05.08 12:00 | sell | 1544 | 0.02 | 98.389 | 98.924 | 96.987 | ||
| 3084 | 2013.05.09 08:00 | sell | 1545 | 0.09 | 98.475 | 98.924 | 97.081 | ||
| 3085 | 2013.05.09 15:00 | sell | 1546 | 0.03 | 98.394 | 98.924 | 96.999 | ||
| 3086 | 2013.05.09 16:20 | s/l | 1540 | 0.01 | 98.925 | 98.924 | 96.907 | -623.00 | 5127937.00 |
| 3087 | 2013.05.09 16:20 | s/l | 1541 | 0.02 | 98.927 | 98.924 | 96.955 | -1162.00 | 5126775.00 |
| 3088 | 2013.05.09 16:20 | s/l | 1542 | 0.07 | 98.932 | 98.924 | 97.066 | -3262.00 | 5123513.00 |
| 3089 | 2013.05.09 16:20 | s/l | 1543 | 0.05 | 98.929 | 98.924 | 97.032 | -2480.00 | 5121033.00 |
| 3090 | 2013.05.09 16:20 | s/l | 1544 | 0.02 | 98.937 | 98.924 | 96.987 | -1096.00 | 5119937.00 |
| 3091 | 2013.05.09 16:20 | s/l | 1545 | 0.09 | 98.935 | 98.924 | 97.081 | -4140.00 | 5115797.00 |
| 3092 | 2013.05.09 16:20 | s/l | 1546 | 0.03 | 98.924 | 98.924 | 96.999 | -1590.00 | 5114207.00 |
| 3093 | 2013.05.09 22:00 | buy | 1547 | 0.01 | 99.735 | 97.236 | 101.336 | ||
| 3094 | 2013.05.14 09:00 | sell | 1548 | 0.01 | 100.336 | 101.067 | 98.946 | ||
| 3095 | 2013.05.16 05:00 | sell | 1549 | 0.05 | 100.513 | 101.067 | 99.106 | ||
| 3096 | 2013.05.16 14:00 | sell | 1550 | 0.15 | 100.593 | 101.067 | 99.190 | ||
| 3097 | 2013.05.16 15:00 | sell | 1551 | 0.11 | 100.570 | 101.067 | 99.173 | ||
| 3098 | 2013.05.16 16:00 | sell | 1552 | 0.07 | 100.531 | 101.067 | 99.136 | ||
| 3099 | 2013.05.16 19:00 | sell | 1553 | 0.09 | 100.543 | 101.067 | 99.151 | ||
| 3100 | 2013.05.16 20:00 | sell | 1554 | 0.03 | 100.447 | 101.067 | 99.051 | ||
| 3101 | 2013.05.16 23:00 | sell | 1555 | 0.02 | 100.395 | 101.067 | 98.990 | ||
| 3102 | 2013.05.22 21:37 | t/p | 1550 | 0.15 | 99.195 | 101.067 | 99.190 | 20970.00 | 5135177.00 |
| 3103 | 2013.05.22 21:37 | t/p | 1551 | 0.11 | 99.149 | 101.067 | 99.173 | 15631.00 | 5150808.00 |
| 3104 | 2013.05.22 21:37 | t/p | 1553 | 0.09 | 99.139 | 101.067 | 99.151 | 12636.00 | 5163444.00 |
| 3105 | 2013.05.22 21:37 | t/p | 1552 | 0.07 | 99.132 | 101.067 | 99.136 | 9793.00 | 5173237.00 |
| 3106 | 2013.05.22 22:26 | t/p | 1549 | 0.05 | 99.102 | 101.067 | 99.106 | 7055.00 | 5180292.00 |
| 3107 | 2013.05.22 22:28 | t/p | 1554 | 0.03 | 99.041 | 101.067 | 99.051 | 4218.00 | 5184510.00 |
| 3108 | 2013.05.22 22:29 | t/p | 1555 | 0.02 | 98.977 | 101.067 | 98.990 | 2836.00 | 5187346.00 |
| 3109 | 2013.05.23 07:19 | t/p | 1548 | 0.01 | 98.940 | 101.067 | 98.946 | 1396.00 | 5188742.00 |
| 3110 | 2013.05.23 08:00 | sell | 1556 | 0.01 | 99.009 | 101.067 | 97.603 | ||
| 3111 | 2013.05.23 11:26 | t/p | 1556 | 0.01 | 97.606 | 101.067 | 97.603 | 1403.00 | 5190145.00 |
| 3112 | 2013.05.24 09:00 | sell | 1557 | 0.01 | 98.542 | 100.745 | 97.145 | ||
| 3113 | 2013.05.29 17:52 | s/l | 1547 | 0.01 | 97.233 | 97.236 | 101.336 | -2502.00 | 5187643.00 |
| 3114 | 2013.05.29 17:58 | t/p | 1557 | 0.01 | 97.143 | 100.745 | 97.145 | 1399.00 | 5189042.00 |
| 3115 | 2013.05.29 19:00 | sell | 1558 | 0.01 | 97.314 | 99.513 | 95.913 | ||
| 3116 | 2013.05.29 20:00 | sell | 1559 | 0.01 | 97.415 | 99.513 | 96.025 | ||
| 3117 | 2013.05.29 22:00 | sell | 1560 | 0.03 | 97.663 | 99.513 | 96.255 | ||
| 3118 | 2013.05.30 03:00 | sell | 1561 | 0.02 | 97.528 | 99.513 | 96.123 | ||
| 3119 | 2013.05.31 09:00 | sell | 1562 | 0.05 | 97.836 | 99.513 | 96.428 | ||
| 3120 | 2013.05.31 10:00 | sell | 1563 | 0.07 | 97.871 | 99.513 | 96.463 | ||
| 3121 | 2013.06.03 17:00 | t/p | 1563 | 0.07 | 96.460 | 99.513 | 96.463 | 9877.00 | 5198919.00 |
| 3122 | 2013.06.03 17:00 | t/p | 1562 | 0.05 | 96.425 | 99.513 | 96.428 | 7055.00 | 5205974.00 |
| 3123 | 2013.06.03 17:59 | t/p | 1560 | 0.03 | 96.248 | 99.513 | 96.255 | 4245.00 | 5210219.00 |
| 3124 | 2013.06.03 18:11 | t/p | 1561 | 0.02 | 96.116 | 99.513 | 96.123 | 2824.00 | 5213043.00 |
| 3125 | 2013.06.05 15:15 | t/p | 1559 | 0.01 | 96.003 | 99.513 | 96.025 | 1412.00 | 5214455.00 |
| 3126 | 2013.06.05 17:17 | t/p | 1558 | 0.01 | 95.919 | 99.513 | 95.913 | 1395.00 | 5215850.00 |
| 3127 | 2013.06.06 10:00 | buy | 1564 | 0.01 | 96.011 | 93.806 | 97.406 | ||
| 3128 | 2013.06.06 14:00 | buy | 1565 | 0.01 | 95.933 | 93.734 | 97.334 | ||
| 3129 | 2013.06.07 05:15 | s/l | 1564 | 0.01 | 93.798 | 93.806 | 97.406 | -2213.00 | 5213637.00 |
| 3130 | 2013.06.07 05:16 | s/l | 1565 | 0.01 | 93.743 | 93.734 | 97.334 | -2190.00 | 5211447.00 |
| 3131 | 2013.06.07 18:00 | buy | 1566 | 0.01 | 95.400 | 93.196 | 96.796 | ||
| 3132 | 2013.06.07 19:00 | buy | 1567 | 0.02 | 95.209 | 93.009 | 96.609 | ||
| 3133 | 2013.06.10 11:11 | t/p | 1567 | 0.02 | 96.603 | 93.009 | 96.609 | 2788.00 | 5214235.00 |
| 3134 | 2013.06.10 11:49 | t/p | 1566 | 0.01 | 96.805 | 93.196 | 96.796 | 1405.00 | 5215640.00 |
| 3135 | 2013.06.10 14:00 | buy | 1568 | 0.01 | 96.826 | 94.621 | 98.221 | ||
| 3136 | 2013.06.10 15:00 | close | 1568 | 0.01 | 96.955 | 94.621 | 98.221 | 129.00 | 5215769.00 |
| 3137 | 2013.06.11 00:00 | buy | 1569 | 0.01 | 96.896 | 94.703 | 98.303 | ||
| 3138 | 2013.06.11 12:40 | s/l | 1569 | 0.01 | 94.708 | 94.703 | 98.303 | -2188.00 | 5213581.00 |
| 3139 | 2013.06.12 09:00 | buy | 1570 | 0.01 | 94.788 | 92.583 | 96.183 | ||
| 3140 | 2013.06.13 04:47 | s/l | 1570 | 0.01 | 92.587 | 92.583 | 96.183 | -2201.00 | 5211380.00 |
| 3141 | 2013.06.13 21:00 | buy | 1571 | 0.01 | 93.156 | 91.787 | 94.563 | ||
| 3142 | 2013.06.14 04:00 | close | 1571 | 0.01 | 92.812 | 91.787 | 94.563 | -344.00 | 5211036.00 |
| 3143 | 2013.06.14 06:00 | buy | 1572 | 0.01 | 93.421 | 91.790 | 94.811 | ||
| 3144 | 2013.06.17 05:00 | buy | 1573 | 0.03 | 93.199 | 91.788 | 94.593 | ||
| 3145 | 2013.06.17 08:00 | buy | 1574 | 0.02 | 93.235 | 91.788 | 94.643 | ||
| 3146 | 2013.06.17 15:00 | buy | 1575 | 0.02 | 93.291 | 91.781 | 94.689 | ||
| 3147 | 2013.06.18 11:00 | buy | 1576 | 0.01 | 93.318 | 91.779 | 94.719 | ||
| 3148 | 2013.06.20 10:00 | t/p | 1573 | 0.03 | 94.592 | 91.788 | 94.593 | 4179.00 | 5215215.00 |
| 3149 | 2013.06.20 10:07 | t/p | 1574 | 0.02 | 94.654 | 91.788 | 94.643 | 2838.00 | 5218053.00 |
| 3150 | 2013.06.20 10:14 | t/p | 1575 | 0.02 | 94.687 | 91.781 | 94.689 | 2792.00 | 5220845.00 |