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 |
| 3151 | 2013.06.20 10:18 | t/p | 1576 | 0.01 | 94.727 | 91.779 | 94.719 | 1409.00 | 5222254.00 |
| 3152 | 2013.06.20 10:20 | t/p | 1572 | 0.01 | 94.830 | 91.790 | 94.811 | 1409.00 | 5223663.00 |
| 3153 | 2013.06.20 12:00 | buy | 1577 | 0.01 | 94.793 | 92.594 | 96.194 | ||
| 3154 | 2013.06.20 14:00 | buy | 1578 | 0.02 | 94.549 | 92.352 | 95.952 | ||
| 3155 | 2013.06.20 15:00 | buy | 1579 | 0.02 | 94.635 | 92.429 | 96.029 | ||
| 3156 | 2013.06.20 18:00 | buy | 1580 | 0.01 | 94.688 | 92.493 | 96.093 | ||
| 3157 | 2013.06.20 21:00 | buy | 1581 | 0.03 | 94.467 | 92.261 | 95.861 | ||
| 3158 | 2013.06.21 10:00 | buy | 1582 | 0.07 | 94.244 | 92.054 | 95.654 | ||
| 3159 | 2013.06.21 11:00 | buy | 1583 | 0.04 | 94.384 | 92.188 | 95.788 | ||
| 3160 | 2013.06.21 14:00 | buy | 1584 | 0.09 | 94.156 | 91.950 | 95.550 | ||
| 3161 | 2013.06.24 03:00 | buy | 1585 | 0.24 | 93.900 | 91.797 | 95.293 | ||
| 3162 | 2013.06.24 08:00 | buy | 1586 | 0.31 | 93.767 | 91.788 | 95.168 | ||
| 3163 | 2013.06.24 15:51 | s/l | 1577 | 0.01 | 92.578 | 92.594 | 96.194 | -2215.00 | 5221448.00 |
| 3164 | 2013.06.24 16:37 | s/l | 1580 | 0.01 | 92.499 | 92.493 | 96.093 | -2189.00 | 5219259.00 |
| 3165 | 2013.06.24 16:56 | s/l | 1579 | 0.02 | 92.422 | 92.429 | 96.029 | -4426.00 | 5214833.00 |
| 3166 | 2013.06.24 16:58 | s/l | 1578 | 0.02 | 92.352 | 92.352 | 95.952 | -4394.00 | 5210439.00 |
| 3167 | 2013.06.24 17:00 | s/l | 1581 | 0.03 | 92.262 | 92.261 | 95.861 | -6615.00 | 5203824.00 |
| 3168 | 2013.06.24 17:00 | s/l | 1583 | 0.04 | 92.180 | 92.188 | 95.788 | -8816.00 | 5195008.00 |
| 3169 | 2013.06.25 05:00 | buy | 1587 | 0.01 | 93.288 | 91.789 | 94.686 | ||
| 3170 | 2013.06.25 11:00 | buy | 1588 | 0.05 | 92.984 | 91.785 | 94.392 | ||
| 3171 | 2013.06.25 14:00 | buy | 1589 | 0.03 | 93.065 | 91.783 | 94.463 | ||
| 3172 | 2013.06.25 16:00 | buy | 1590 | 0.04 | 93.043 | 91.789 | 94.447 | ||
| 3173 | 2013.06.25 19:00 | buy | 1591 | 0.02 | 93.112 | 91.788 | 94.509 | ||
| 3174 | 2013.06.26 01:00 | buy | 1592 | 0.02 | 93.177 | 91.792 | 94.578 | ||
| 3175 | 2013.06.26 21:00 | buy | 1593 | 0.01 | 93.233 | 91.788 | 94.639 | ||
| 3176 | 2013.06.28 05:22 | t/p | 1588 | 0.05 | 94.402 | 91.785 | 94.392 | 7090.00 | 5202098.00 |
| 3177 | 2013.06.28 05:42 | t/p | 1590 | 0.04 | 94.444 | 91.789 | 94.447 | 5604.00 | 5207702.00 |
| 3178 | 2013.06.28 05:45 | t/p | 1589 | 0.03 | 94.457 | 91.783 | 94.463 | 4176.00 | 5211878.00 |
| 3179 | 2013.06.28 07:47 | t/p | 1591 | 0.02 | 94.503 | 91.788 | 94.509 | 2782.00 | 5214660.00 |
| 3180 | 2013.06.28 12:45 | t/p | 1592 | 0.02 | 94.584 | 91.792 | 94.578 | 2814.00 | 5217474.00 |
| 3181 | 2013.07.01 08:36 | t/p | 1593 | 0.01 | 94.631 | 91.788 | 94.639 | 1398.00 | 5218872.00 |
| 3182 | 2013.07.01 08:46 | t/p | 1587 | 0.01 | 94.695 | 91.789 | 94.686 | 1407.00 | 5220279.00 |
| 3183 | 2013.07.01 09:00 | buy | 1594 | 0.01 | 94.728 | 92.522 | 96.122 | ||
| 3184 | 2013.07.02 17:25 | t/p | 1586 | 0.31 | 95.171 | 91.788 | 95.168 | 43524.00 | 5263803.00 |
| 3185 | 2013.07.02 18:29 | t/p | 1585 | 0.24 | 95.297 | 91.797 | 95.293 | 33528.00 | 5297331.00 |
| 3186 | 2013.07.02 19:14 | t/p | 1584 | 0.09 | 95.553 | 91.950 | 95.550 | 12573.00 | 5309904.00 |
| 3187 | 2013.07.02 20:32 | t/p | 1582 | 0.07 | 95.661 | 92.054 | 95.654 | 9919.00 | 5319823.00 |
| 3188 | 2013.07.09 16:12 | t/p | 1594 | 0.01 | 96.129 | 92.522 | 96.122 | 1401.00 | 5321224.00 |
| 3189 | 2013.07.09 17:00 | buy | 1595 | 0.01 | 96.103 | 93.911 | 97.511 | ||
| 3190 | 2013.07.09 18:00 | buy | 1596 | 0.02 | 95.955 | 93.759 | 97.359 | ||
| 3191 | 2013.07.09 19:00 | buy | 1597 | 0.01 | 95.993 | 93.799 | 97.399 | ||
| 3192 | 2013.07.11 09:00 | buy | 1598 | 0.09 | 95.464 | 93.274 | 96.874 | ||
| 3193 | 2013.07.11 11:00 | buy | 1599 | 0.05 | 95.632 | 93.426 | 97.026 | ||
| 3194 | 2013.07.11 12:00 | buy | 1600 | 0.03 | 95.805 | 93.601 | 97.201 | ||
| 3195 | 2013.07.11 13:00 | buy | 1601 | 0.04 | 95.699 | 93.498 | 97.098 | ||
| 3196 | 2013.07.12 00:03 | buy | 1602 | 0.11 | 95.425 | 93.247 | 96.847 | ||
| 3197 | 2013.07.12 05:00 | buy | 1603 | 0.07 | 95.540 | 93.342 | 96.942 | ||
| 3198 | 2013.07.12 15:00 | buy | 1604 | 0.02 | 95.882 | 93.690 | 97.290 | ||
| 3199 | 2013.07.18 20:47 | t/p | 1602 | 0.11 | 96.839 | 93.247 | 96.847 | 15554.00 | 5336778.00 |
| 3200 | 2013.07.18 21:14 | t/p | 1598 | 0.09 | 96.886 | 93.274 | 96.874 | 12798.00 | 5349576.00 |
| 3201 | 2013.07.19 03:10 | t/p | 1603 | 0.07 | 96.938 | 93.342 | 96.942 | 9786.00 | 5359362.00 |
| 3202 | 2013.07.19 03:16 | t/p | 1599 | 0.05 | 97.029 | 93.426 | 97.026 | 6985.00 | 5366347.00 |
| 3203 | 2013.07.23 15:31 | t/p | 1601 | 0.04 | 97.092 | 93.498 | 97.098 | 5572.00 | 5371919.00 |
| 3204 | 2013.07.24 11:56 | t/p | 1600 | 0.03 | 97.194 | 93.601 | 97.201 | 4167.00 | 5376086.00 |
| 3205 | 2013.07.24 13:36 | t/p | 1604 | 0.02 | 97.284 | 93.690 | 97.290 | 2804.00 | 5378890.00 |
| 3206 | 2013.07.24 14:23 | t/p | 1596 | 0.02 | 97.359 | 93.759 | 97.359 | 2808.00 | 5381698.00 |
| 3207 | 2013.07.24 14:28 | t/p | 1597 | 0.01 | 97.409 | 93.799 | 97.399 | 1416.00 | 5383114.00 |
| 3208 | 2013.07.24 15:19 | t/p | 1595 | 0.01 | 97.521 | 93.911 | 97.511 | 1418.00 | 5384532.00 |
| 3209 | 2013.07.25 05:00 | sell | 1605 | 0.01 | 97.036 | 99.236 | 95.636 | ||
| 3210 | 2013.07.26 16:23 | t/p | 1605 | 0.01 | 95.630 | 99.236 | 95.636 | 1406.00 | 5385938.00 |
| 3211 | 2013.07.29 17:00 | buy | 1606 | 0.01 | 95.422 | 93.225 | 96.825 | ||
| 3212 | 2013.07.31 16:00 | buy | 1607 | 0.02 | 95.230 | 93.026 | 96.626 | ||
| 3213 | 2013.07.31 23:00 | buy | 1608 | 0.01 | 95.345 | 93.140 | 96.740 | ||
| 3214 | 2013.08.06 08:00 | buy | 1609 | 0.07 | 94.892 | 92.685 | 96.285 | ||
| 3215 | 2013.08.06 09:00 | buy | 1610 | 0.05 | 94.986 | 92.780 | 96.380 | ||
| 3216 | 2013.08.06 10:00 | buy | 1611 | 0.03 | 95.115 | 92.910 | 96.510 | ||
| 3217 | 2013.08.07 10:18 | s/l | 1606 | 0.01 | 93.225 | 93.225 | 96.825 | -2197.00 | 5383741.00 |
| 3218 | 2013.08.07 10:31 | s/l | 1608 | 0.01 | 93.146 | 93.140 | 96.740 | -2199.00 | 5381542.00 |
| 3219 | 2013.08.07 10:39 | s/l | 1607 | 0.02 | 93.033 | 93.026 | 96.626 | -4394.00 | 5377148.00 |
| 3220 | 2013.08.07 11:34 | s/l | 1611 | 0.03 | 92.908 | 92.910 | 96.510 | -6621.00 | 5370527.00 |
| 3221 | 2013.08.07 16:09 | s/l | 1610 | 0.05 | 92.784 | 92.780 | 96.380 | -11010.00 | 5359517.00 |
| 3222 | 2013.08.07 17:30 | s/l | 1609 | 0.07 | 92.675 | 92.685 | 96.285 | -15519.00 | 5343998.00 |
| 3223 | 2013.08.08 21:00 | buy | 1612 | 0.01 | 93.415 | 91.784 | 94.814 | ||
| 3224 | 2013.08.13 11:21 | t/p | 1612 | 0.01 | 94.814 | 91.784 | 94.814 | 1399.00 | 5345397.00 |
| 3225 | 2013.08.13 12:00 | buy | 1613 | 0.01 | 94.751 | 92.554 | 96.154 | ||
| 3226 | 2013.08.16 22:00 | buy | 1614 | 0.02 | 94.522 | 92.326 | 95.926 | ||
| 3227 | 2013.08.19 02:00 | buy | 1615 | 0.02 | 94.577 | 92.382 | 95.982 | ||
| 3228 | 2013.08.19 07:00 | buy | 1616 | 0.03 | 94.459 | 92.261 | 95.861 | ||
| 3229 | 2013.08.21 17:00 | buy | 1617 | 0.51 | 93.598 | 91.787 | 94.988 | ||
| 3230 | 2013.08.21 19:00 | buy | 1618 | 0.41 | 93.518 | 91.778 | 94.927 | ||
| 3231 | 2013.08.27 15:24 | s/l | 1613 | 0.01 | 92.558 | 92.554 | 96.154 | -2193.00 | 5343204.00 |
| 3232 | 2013.08.27 20:30 | s/l | 1615 | 0.02 | 92.371 | 92.382 | 95.982 | -4412.00 | 5338792.00 |
| 3233 | 2013.08.28 02:57 | s/l | 1614 | 0.02 | 92.332 | 92.326 | 95.926 | -4380.00 | 5334412.00 |
| 3234 | 2013.08.28 11:00 | buy | 1619 | 0.01 | 92.796 | 92.160 | 94.205 | ||
| 3235 | 2013.09.02 10:35 | t/p | 1619 | 0.01 | 94.203 | 92.160 | 94.205 | 1407.00 | 5335819.00 |
| 3236 | 2013.09.02 12:00 | buy | 1620 | 0.01 | 94.233 | 92.252 | 95.634 | ||
| 3237 | 2013.09.02 21:00 | buy | 1621 | 0.01 | 94.171 | 92.263 | 95.564 | ||
| 3238 | 2013.09.04 13:13 | t/p | 1618 | 0.41 | 94.956 | 91.778 | 94.927 | 58958.00 | 5394777.00 |
| 3239 | 2013.09.04 13:31 | t/p | 1617 | 0.51 | 94.986 | 91.787 | 94.988 | 70788.00 | 5465565.00 |
| 3240 | 2013.09.05 10:00 | sell | 1622 | 0.01 | 94.953 | 97.153 | 93.553 | ||
| 3241 | 2013.09.06 05:00 | sell | 1623 | 0.02 | 95.142 | 97.153 | 93.741 | ||
| 3242 | 2013.09.06 08:00 | sell | 1624 | 0.02 | 95.222 | 97.153 | 93.813 | ||
| 3243 | 2013.09.06 10:00 | sell | 1625 | 0.01 | 95.056 | 97.153 | 93.663 | ||
| 3244 | 2013.09.06 15:29 | t/p | 1621 | 0.01 | 95.559 | 92.263 | 95.564 | 1388.00 | 5466953.00 |
| 3245 | 2013.09.09 00:00 | t/p | 1620 | 0.01 | 95.727 | 92.252 | 95.634 | 1494.00 | 5468447.00 |
| 3246 | 2013.09.09 00:00 | sell | 1626 | 0.15 | 95.732 | 97.153 | 94.328 | ||
| 3247 | 2013.09.09 00:55 | t/p | 1616 | 0.03 | 95.887 | 92.261 | 95.861 | 4284.00 | 5472731.00 |
| 3248 | 2013.09.11 04:16 | s/l | 1622 | 0.01 | 97.158 | 97.153 | 93.553 | -2205.00 | 5470526.00 |
| 3249 | 2013.09.11 04:16 | s/l | 1623 | 0.02 | 97.150 | 97.153 | 93.741 | -4016.00 | 5466510.00 |
| 3250 | 2013.09.11 04:16 | s/l | 1624 | 0.02 | 97.156 | 97.153 | 93.813 | -3868.00 | 5462642.00 |
| 3251 | 2013.09.11 04:16 | s/l | 1625 | 0.01 | 97.145 | 97.153 | 93.663 | -2089.00 | 5460553.00 |
| 3252 | 2013.09.11 04:16 | s/l | 1626 | 0.15 | 97.158 | 97.153 | 94.328 | -21390.00 | 5439163.00 |
| 3253 | 2013.09.11 10:00 | sell | 1627 | 0.01 | 96.783 | 97.679 | 95.380 | ||
| 3254 | 2013.09.11 11:00 | sell | 1628 | 0.02 | 96.860 | 97.679 | 95.464 | ||
| 3255 | 2013.09.11 19:00 | sell | 1629 | 0.01 | 96.826 | 97.679 | 95.421 | ||
| 3256 | 2013.09.25 11:25 | t/p | 1628 | 0.02 | 95.469 | 97.679 | 95.464 | 2782.00 | 5441945.00 |
| 3257 | 2013.09.25 11:32 | t/p | 1629 | 0.01 | 95.420 | 97.679 | 95.421 | 1406.00 | 5443351.00 |
| 3258 | 2013.09.25 11:32 | t/p | 1627 | 0.01 | 95.373 | 97.679 | 95.380 | 1410.00 | 5444761.00 |
| 3259 | 2013.09.25 12:00 | sell | 1630 | 0.01 | 95.486 | 97.679 | 94.084 | ||
| 3260 | 2013.09.25 21:00 | sell | 1631 | 0.01 | 95.627 | 97.679 | 94.219 | ||
| 3261 | 2013.09.27 06:00 | sell | 1632 | 0.02 | 95.687 | 97.679 | 94.283 | ||
| 3262 | 2013.10.01 02:00 | buy | 1633 | 0.01 | 95.269 | 93.071 | 96.671 | ||
| 3263 | 2013.10.02 09:56 | t/p | 1632 | 0.02 | 94.273 | 97.679 | 94.283 | 2828.00 | 5447589.00 |
| 3264 | 2013.10.02 10:03 | t/p | 1631 | 0.01 | 94.218 | 97.679 | 94.219 | 1409.00 | 5448998.00 |
| 3265 | 2013.10.02 10:04 | t/p | 1630 | 0.01 | 94.091 | 97.679 | 94.084 | 1395.00 | 5450393.00 |
| 3266 | 2013.10.03 02:00 | buy | 1634 | 0.24 | 94.335 | 92.257 | 95.736 | ||
| 3267 | 2013.10.03 03:00 | buy | 1635 | 0.31 | 94.291 | 92.256 | 95.685 | ||
| 3268 | 2013.10.03 05:00 | buy | 1636 | 0.15 | 94.513 | 92.320 | 95.920 | ||
| 3269 | 2013.10.03 06:00 | buy | 1637 | 0.11 | 94.589 | 92.380 | 95.980 | ||
| 3270 | 2013.10.03 08:00 | buy | 1638 | 0.09 | 94.646 | 92.437 | 96.037 | ||
| 3271 | 2013.10.03 11:00 | buy | 1639 | 0.07 | 94.750 | 92.543 | 96.143 | ||
| 3272 | 2013.10.07 01:00 | buy | 1640 | 0.02 | 94.472 | 92.282 | 95.876 | ||
| 3273 | 2013.10.17 01:01 | t/p | 1635 | 0.31 | 95.688 | 92.256 | 95.685 | 43307.00 | 5493700.00 |
| 3274 | 2013.10.17 01:59 | t/p | 1634 | 0.24 | 95.733 | 92.257 | 95.736 | 33552.00 | 5527252.00 |
| 3275 | 2013.10.17 09:00 | sell | 1641 | 0.01 | 95.383 | 97.511 | 93.980 | ||
| 3276 | 2013.10.23 17:00 | t/p | 1641 | 0.01 | 93.977 | 97.511 | 93.980 | 1406.00 | 5528658.00 |
| 3277 | 2013.10.24 09:00 | buy | 1642 | 0.55 | 94.049 | 92.249 | 95.455 | ||
| 3278 | 2013.10.25 09:51 | s/l | 1633 | 0.01 | 93.059 | 93.071 | 96.671 | -2210.00 | 5526448.00 |
| 3279 | 2013.10.25 19:00 | buy | 1643 | 0.01 | 93.270 | 92.250 | 94.679 | ||
| 3280 | 2013.11.01 17:49 | t/p | 1643 | 0.01 | 94.686 | 92.250 | 94.679 | 1416.00 | 5527864.00 |
| 3281 | 2013.11.01 20:00 | buy | 1644 | 0.01 | 94.614 | 92.407 | 96.007 | ||
| 3282 | 2013.11.14 21:30 | t/p | 1642 | 0.55 | 95.463 | 92.249 | 95.455 | 77770.00 | 5605634.00 |
| 3283 | 2013.11.15 13:03 | t/p | 1640 | 0.02 | 95.889 | 92.282 | 95.876 | 2834.00 | 5608468.00 |
| 3284 | 2013.11.15 13:13 | t/p | 1636 | 0.15 | 95.917 | 92.320 | 95.920 | 21060.00 | 5629528.00 |
| 3285 | 2013.11.15 17:00 | sell | 1645 | 0.01 | 95.629 | 97.511 | 94.223 | ||
| 3286 | 2013.11.15 23:19 | t/p | 1637 | 0.11 | 95.985 | 92.380 | 95.980 | 15356.00 | 5644884.00 |
| 3287 | 2013.11.15 23:32 | t/p | 1644 | 0.01 | 96.017 | 92.407 | 96.007 | 1403.00 | 5646287.00 |
| 3288 | 2013.11.18 00:00 | t/p | 1638 | 0.09 | 96.036 | 92.437 | 96.037 | 12510.00 | 5658797.00 |
| 3289 | 2013.11.18 01:29 | t/p | 1639 | 0.07 | 96.136 | 92.543 | 96.143 | 9702.00 | 5668499.00 |
| 3290 | 2013.11.18 09:00 | sell | 1646 | 0.02 | 95.873 | 97.511 | 94.468 | ||
| 3291 | 2013.11.18 11:00 | sell | 1647 | 0.02 | 95.774 | 97.511 | 94.378 | ||
| 3292 | 2013.11.18 16:00 | sell | 1648 | 0.03 | 95.920 | 97.511 | 94.526 | ||
| 3293 | 2013.11.19 02:00 | sell | 1649 | 0.01 | 95.703 | 97.511 | 94.312 | ||
| 3294 | 2013.11.21 21:00 | sell | 1650 | 0.04 | 96.025 | 97.511 | 94.618 | ||
| 3295 | 2013.11.21 22:00 | sell | 1651 | 0.05 | 96.026 | 97.511 | 94.633 | ||
| 3296 | 2013.11.22 05:00 | sell | 1652 | 0.09 | 96.142 | 97.511 | 94.750 | ||
| 3297 | 2013.11.25 18:00 | sell | 1653 | 0.15 | 96.304 | 97.511 | 94.898 | ||
| 3298 | 2013.11.26 05:00 | sell | 1654 | 0.11 | 96.246 | 97.511 | 94.847 | ||
| 3299 | 2013.11.26 12:00 | sell | 1655 | 0.07 | 96.145 | 97.511 | 94.745 | ||
| 3300 | 2013.11.28 03:00 | sell | 1656 | 0.19 | 96.351 | 97.511 | 94.961 | ||