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 |
| 3301 | 2013.11.29 07:00 | sell | 1657 | 0.21 | 96.515 | 97.511 | 95.105 | ||
| 3302 | 2013.12.10 09:00 | buy | 1658 | 0.01 | 97.263 | 94.762 | 98.862 | ||
| 3303 | 2013.12.13 02:54 | s/l | 1645 | 0.01 | 97.511 | 97.511 | 94.223 | -1882.00 | 5666617.00 |
| 3304 | 2013.12.13 02:54 | s/l | 1646 | 0.02 | 97.508 | 97.511 | 94.468 | -3270.00 | 5663347.00 |
| 3305 | 2013.12.13 02:54 | s/l | 1647 | 0.02 | 97.516 | 97.511 | 94.378 | -3484.00 | 5659863.00 |
| 3306 | 2013.12.13 02:54 | s/l | 1648 | 0.03 | 97.510 | 97.511 | 94.526 | -4770.00 | 5655093.00 |
| 3307 | 2013.12.13 02:54 | s/l | 1649 | 0.01 | 97.515 | 97.511 | 94.312 | -1812.00 | 5653281.00 |
| 3308 | 2013.12.13 02:54 | s/l | 1650 | 0.04 | 97.504 | 97.511 | 94.618 | -5916.00 | 5647365.00 |
| 3309 | 2013.12.13 02:54 | s/l | 1651 | 0.05 | 97.507 | 97.511 | 94.633 | -7405.00 | 5639960.00 |
| 3310 | 2013.12.13 02:54 | s/l | 1652 | 0.09 | 97.513 | 97.511 | 94.750 | -12339.00 | 5627621.00 |
| 3311 | 2013.12.13 02:54 | s/l | 1653 | 0.15 | 97.510 | 97.511 | 94.898 | -18090.00 | 5609531.00 |
| 3312 | 2013.12.13 02:54 | s/l | 1654 | 0.11 | 97.517 | 97.511 | 94.847 | -13981.00 | 5595550.00 |
| 3313 | 2013.12.13 02:54 | s/l | 1655 | 0.07 | 97.522 | 97.511 | 94.745 | -9639.00 | 5585911.00 |
| 3314 | 2013.12.13 02:54 | s/l | 1656 | 0.19 | 97.514 | 97.511 | 94.961 | -22097.00 | 5563814.00 |
| 3315 | 2013.12.13 02:54 | s/l | 1657 | 0.21 | 97.522 | 97.511 | 95.105 | -21147.00 | 5542667.00 |
| 3316 | 2013.12.13 12:00 | sell | 1659 | 0.01 | 97.134 | 97.635 | 95.728 | ||
| 3317 | 2013.12.16 05:00 | sell | 1660 | 0.02 | 97.190 | 97.635 | 95.788 | ||
| 3318 | 2013.12.16 16:00 | sell | 1661 | 0.05 | 97.250 | 97.635 | 95.853 | ||
| 3319 | 2013.12.17 07:00 | sell | 1662 | 0.09 | 97.291 | 97.635 | 95.887 | ||
| 3320 | 2013.12.17 12:00 | sell | 1663 | 0.04 | 97.228 | 97.635 | 95.837 | ||
| 3321 | 2013.12.17 16:00 | sell | 1664 | 0.02 | 97.180 | 97.635 | 95.783 | ||
| 3322 | 2013.12.19 20:09 | s/l | 1659 | 0.01 | 97.634 | 97.635 | 95.728 | -500.00 | 5542167.00 |
| 3323 | 2013.12.19 20:09 | s/l | 1660 | 0.02 | 97.641 | 97.635 | 95.788 | -902.00 | 5541265.00 |
| 3324 | 2013.12.19 20:09 | s/l | 1661 | 0.05 | 97.636 | 97.635 | 95.853 | -1930.00 | 5539335.00 |
| 3325 | 2013.12.19 20:09 | s/l | 1662 | 0.09 | 97.641 | 97.635 | 95.887 | -3150.00 | 5536185.00 |
| 3326 | 2013.12.19 20:09 | s/l | 1663 | 0.04 | 97.643 | 97.635 | 95.837 | -1660.00 | 5534525.00 |
| 3327 | 2013.12.19 20:09 | s/l | 1664 | 0.02 | 97.642 | 97.635 | 95.783 | -924.00 | 5533601.00 |
| 3328 | 2013.12.20 16:00 | sell | 1665 | 0.01 | 97.649 | 98.024 | 96.243 | ||
| 3329 | 2013.12.23 14:32 | s/l | 1665 | 0.01 | 98.019 | 98.024 | 96.243 | -370.00 | 5533231.00 |
| 3330 | 2013.12.27 13:00 | sell | 1666 | 0.01 | 98.387 | 98.711 | 96.983 | ||
| 3331 | 2013.12.30 18:23 | s/l | 1666 | 0.01 | 98.704 | 98.711 | 96.983 | -317.00 | 5532914.00 |
| 3332 | 2013.12.31 16:00 | sell | 1667 | 0.01 | 98.596 | 98.820 | 97.188 | ||
| 3333 | 2013.12.31 17:27 | s/l | 1667 | 0.01 | 98.818 | 98.820 | 97.188 | -222.00 | 5532692.00 |
| 3334 | 2013.12.31 17:54 | t/p | 1658 | 0.01 | 98.854 | 94.762 | 98.862 | 1591.00 | 5534283.00 |
| 3335 | 2013.12.31 18:00 | buy | 1668 | 0.01 | 98.923 | 96.417 | 100.517 | ||
| 3336 | 2014.01.02 19:00 | sell | 1669 | 0.01 | 98.572 | 99.214 | 97.176 | ||
| 3337 | 2014.01.07 19:18 | t/p | 1669 | 0.01 | 97.176 | 99.214 | 97.176 | 1396.00 | 5535679.00 |
| 3338 | 2014.01.07 20:00 | sell | 1670 | 0.01 | 97.194 | 99.214 | 95.786 | ||
| 3339 | 2014.01.09 18:15 | s/l | 1668 | 0.01 | 96.422 | 96.417 | 100.517 | -2501.00 | 5533178.00 |
| 3340 | 2014.01.10 15:31 | t/p | 1670 | 0.01 | 95.780 | 99.214 | 95.786 | 1414.00 | 5534592.00 |
| 3341 | 2014.01.13 18:00 | buy | 1671 | 0.01 | 95.150 | 93.445 | 96.547 | ||
| 3342 | 2014.01.13 19:00 | buy | 1672 | 0.01 | 95.074 | 93.445 | 96.466 | ||
| 3343 | 2014.01.13 23:00 | buy | 1673 | 0.03 | 94.921 | 93.448 | 96.327 | ||
| 3344 | 2014.01.14 04:00 | buy | 1674 | 0.02 | 94.987 | 93.446 | 96.392 | ||
| 3345 | 2014.01.14 08:00 | buy | 1675 | 0.02 | 94.937 | 93.444 | 96.331 | ||
| 3346 | 2014.01.23 10:59 | s/l | 1673 | 0.03 | 93.456 | 93.448 | 96.327 | -4395.00 | 5530197.00 |
| 3347 | 2014.01.23 11:00 | s/l | 1671 | 0.01 | 93.435 | 93.445 | 96.547 | -1715.00 | 5528482.00 |
| 3348 | 2014.01.23 11:00 | s/l | 1672 | 0.01 | 93.444 | 93.445 | 96.466 | -1630.00 | 5526852.00 |
| 3349 | 2014.01.23 11:00 | s/l | 1674 | 0.02 | 93.450 | 93.446 | 96.392 | -3074.00 | 5523778.00 |
| 3350 | 2014.01.23 11:00 | s/l | 1675 | 0.02 | 93.451 | 93.444 | 96.331 | -2972.00 | 5520806.00 |
| 3351 | 2014.01.23 14:00 | sell | 1676 | 0.01 | 93.389 | 95.888 | 91.788 | ||
| 3352 | 2014.01.23 23:00 | close | 1676 | 0.01 | 92.966 | 95.888 | 91.788 | 423.00 | 5521229.00 |
| 3353 | 2014.01.24 00:00 | sell | 1677 | 0.01 | 93.008 | 95.504 | 91.404 | ||
| 3354 | 2014.01.29 21:01 | t/p | 1677 | 0.01 | 91.393 | 95.504 | 91.404 | 1615.00 | 5522844.00 |
| 3355 | 2014.01.29 21:01 | sell | 1678 | 0.01 | 91.380 | 94.075 | 89.975 | ||
| 3356 | 2014.01.30 06:00 | sell | 1679 | 0.01 | 91.474 | 94.075 | 89.878 | ||
| 3357 | 2014.01.31 06:00 | sell | 1680 | 0.03 | 91.800 | 94.075 | 90.203 | ||
| 3358 | 2014.01.31 07:00 | sell | 1681 | 0.02 | 91.628 | 94.075 | 90.036 | ||
| 3359 | 2014.01.31 08:00 | sell | 1682 | 0.02 | 91.680 | 94.075 | 90.088 | ||
| 3360 | 2014.02.04 02:00 | close | 1678 | 0.01 | 91.095 | 94.075 | 89.975 | 285.00 | 5523129.00 |
| 3361 | 2014.02.04 02:00 | close | 1679 | 0.01 | 91.076 | 94.075 | 89.878 | 398.00 | 5523527.00 |
| 3362 | 2014.02.04 02:00 | close | 1680 | 0.03 | 91.078 | 94.075 | 90.203 | 2166.00 | 5525693.00 |
| 3363 | 2014.02.04 02:00 | close | 1681 | 0.02 | 91.086 | 94.075 | 90.036 | 1084.00 | 5526777.00 |
| 3364 | 2014.02.04 02:00 | close | 1682 | 0.02 | 91.077 | 94.075 | 90.088 | 1206.00 | 5527983.00 |
| 3365 | 2014.02.04 04:00 | sell | 1683 | 0.01 | 91.146 | 93.642 | 89.542 | ||
| 3366 | 2014.02.04 06:00 | sell | 1684 | 0.01 | 91.254 | 93.642 | 89.664 | ||
| 3367 | 2014.02.05 05:00 | sell | 1685 | 0.02 | 91.364 | 93.642 | 89.758 | ||
| 3368 | 2014.02.05 07:00 | sell | 1686 | 0.02 | 91.458 | 93.642 | 89.865 | ||
| 3369 | 2014.02.05 08:00 | sell | 1687 | 0.03 | 91.495 | 93.642 | 89.893 | ||
| 3370 | 2014.02.06 03:00 | buy | 1688 | 0.01 | 91.778 | 90.779 | 93.177 | ||
| 3371 | 2014.02.07 16:29 | t/p | 1688 | 0.01 | 93.176 | 90.779 | 93.177 | 1398.00 | 5529381.00 |
| 3372 | 2014.02.07 18:00 | buy | 1689 | 0.01 | 92.851 | 90.773 | 94.256 | ||
| 3373 | 2014.02.07 20:00 | buy | 1690 | 0.02 | 92.705 | 90.776 | 94.096 | ||
| 3374 | 2014.02.07 21:00 | buy | 1691 | 0.01 | 92.739 | 90.775 | 94.130 | ||
| 3375 | 2014.02.11 12:00 | buy | 1692 | 0.03 | 92.529 | 90.775 | 93.930 | ||
| 3376 | 2014.02.11 13:00 | buy | 1693 | 0.02 | 92.587 | 90.771 | 93.982 | ||
| 3377 | 2014.02.18 06:20 | s/l | 1683 | 0.01 | 93.643 | 93.642 | 89.542 | -2497.00 | 5526884.00 |
| 3378 | 2014.02.18 06:20 | s/l | 1684 | 0.01 | 93.649 | 93.642 | 89.664 | -2395.00 | 5524489.00 |
| 3379 | 2014.02.18 06:20 | s/l | 1685 | 0.02 | 93.635 | 93.642 | 89.758 | -4542.00 | 5519947.00 |
| 3380 | 2014.02.18 06:20 | s/l | 1686 | 0.02 | 93.644 | 93.642 | 89.865 | -4372.00 | 5515575.00 |
| 3381 | 2014.02.18 06:20 | s/l | 1687 | 0.03 | 93.647 | 93.642 | 89.893 | -6456.00 | 5509119.00 |
| 3382 | 2014.02.20 16:00 | buy | 1694 | 0.11 | 92.183 | 90.772 | 93.580 | ||
| 3383 | 2014.02.20 17:00 | buy | 1695 | 0.09 | 92.259 | 90.786 | 93.651 | ||
| 3384 | 2014.02.20 18:00 | buy | 1696 | 0.05 | 92.435 | 90.772 | 93.830 | ||
| 3385 | 2014.02.21 19:00 | buy | 1697 | 0.07 | 92.304 | 90.769 | 93.697 | ||
| 3386 | 2014.02.24 16:00 | buy | 1698 | 0.04 | 92.502 | 90.775 | 93.900 | ||
| 3387 | 2014.02.28 00:00 | buy | 1699 | 0.40 | 91.830 | 90.773 | 93.224 | ||
| 3388 | 2014.02.28 01:00 | buy | 1700 | 0.15 | 91.854 | 90.779 | 93.264 | ||
| 3389 | 2014.03.06 14:19 | t/p | 1699 | 0.40 | 93.217 | 90.773 | 93.224 | 55480.00 | 5564599.00 |
| 3390 | 2014.03.06 15:29 | t/p | 1700 | 0.15 | 93.264 | 90.779 | 93.264 | 21150.00 | 5585749.00 |
| 3391 | 2014.03.06 15:44 | t/p | 1694 | 0.11 | 93.575 | 90.772 | 93.580 | 15312.00 | 5601061.00 |
| 3392 | 2014.03.06 16:15 | t/p | 1695 | 0.09 | 93.641 | 90.786 | 93.651 | 12438.00 | 5613499.00 |
| 3393 | 2014.03.06 16:20 | t/p | 1697 | 0.07 | 93.708 | 90.769 | 93.697 | 9828.00 | 5623327.00 |
| 3394 | 2014.03.06 17:00 | t/p | 1696 | 0.05 | 93.835 | 90.772 | 93.830 | 7000.00 | 5630327.00 |
| 3395 | 2014.03.06 17:01 | t/p | 1698 | 0.04 | 93.908 | 90.775 | 93.900 | 5624.00 | 5635951.00 |
| 3396 | 2014.03.06 17:03 | t/p | 1692 | 0.03 | 93.932 | 90.775 | 93.930 | 4209.00 | 5640160.00 |
| 3397 | 2014.03.06 17:06 | t/p | 1693 | 0.02 | 93.973 | 90.771 | 93.982 | 2772.00 | 5642932.00 |
| 3398 | 2014.03.13 03:00 | buy | 1701 | 0.04 | 92.470 | 90.772 | 93.872 | ||
| 3399 | 2014.03.13 06:00 | buy | 1702 | 0.02 | 92.587 | 90.778 | 93.991 | ||
| 3400 | 2014.03.13 12:00 | buy | 1703 | 0.03 | 92.544 | 90.772 | 93.952 | ||
| 3401 | 2014.03.17 06:00 | buy | 1704 | 0.87 | 91.511 | 90.775 | 92.913 | ||
| 3402 | 2014.03.19 14:08 | s/l | 1690 | 0.02 | 90.769 | 90.776 | 94.096 | -3872.00 | 5639060.00 |
| 3403 | 2014.03.19 14:08 | s/l | 1691 | 0.01 | 90.774 | 90.775 | 94.130 | -1965.00 | 5637095.00 |
| 3404 | 2014.03.19 14:08 | s/l | 1702 | 0.02 | 90.776 | 90.778 | 93.991 | -3622.00 | 5633473.00 |
| 3405 | 2014.03.19 14:08 | s/l | 1704 | 0.87 | 90.770 | 90.775 | 92.913 | -64467.00 | 5569006.00 |
| 3406 | 2014.03.19 14:09 | s/l | 1689 | 0.01 | 90.778 | 90.773 | 94.256 | -2073.00 | 5566933.00 |
| 3407 | 2014.03.19 14:09 | s/l | 1701 | 0.04 | 90.760 | 90.772 | 93.872 | -6840.00 | 5560093.00 |
| 3408 | 2014.03.19 14:09 | s/l | 1703 | 0.03 | 90.770 | 90.772 | 93.952 | -5322.00 | 5554771.00 |
| 3409 | 2014.03.19 22:00 | buy | 1705 | 0.01 | 91.207 | 90.635 | 92.606 | ||
| 3410 | 2014.03.19 23:00 | buy | 1706 | 0.02 | 91.153 | 90.638 | 92.544 | ||
| 3411 | 2014.03.20 01:00 | buy | 1707 | 0.05 | 91.087 | 90.648 | 92.492 | ||
| 3412 | 2014.03.20 03:00 | buy | 1708 | 0.04 | 91.106 | 90.644 | 92.507 | ||
| 3413 | 2014.03.20 12:00 | buy | 1709 | 0.11 | 91.018 | 90.637 | 92.425 | ||
| 3414 | 2014.03.20 20:00 | buy | 1710 | 0.07 | 91.075 | 90.639 | 92.466 | ||
| 3415 | 2014.03.20 21:00 | buy | 1711 | 0.02 | 91.165 | 90.639 | 92.567 | ||
| 3416 | 2014.03.20 23:00 | buy | 1712 | 0.03 | 91.119 | 90.642 | 92.521 | ||
| 3417 | 2014.03.21 22:00 | buy | 1713 | 0.01 | 91.190 | 90.639 | 92.596 | ||
| 3418 | 2014.03.27 16:55 | t/p | 1709 | 0.11 | 92.421 | 90.637 | 92.425 | 15433.00 | 5570204.00 |
| 3419 | 2014.03.27 20:12 | t/p | 1710 | 0.07 | 92.456 | 90.639 | 92.466 | 9667.00 | 5579871.00 |
| 3420 | 2014.03.27 21:39 | t/p | 1707 | 0.05 | 92.495 | 90.648 | 92.492 | 7040.00 | 5586911.00 |
| 3421 | 2014.03.27 21:39 | t/p | 1708 | 0.04 | 92.509 | 90.644 | 92.507 | 5612.00 | 5592523.00 |
| 3422 | 2014.03.27 21:40 | t/p | 1712 | 0.03 | 92.516 | 90.642 | 92.521 | 4191.00 | 5596714.00 |
| 3423 | 2014.03.27 21:40 | t/p | 1706 | 0.02 | 92.553 | 90.638 | 92.544 | 2800.00 | 5599514.00 |
| 3424 | 2014.03.27 21:40 | t/p | 1711 | 0.02 | 92.576 | 90.639 | 92.567 | 2822.00 | 5602336.00 |
| 3425 | 2014.03.27 21:41 | t/p | 1713 | 0.01 | 92.604 | 90.639 | 92.596 | 1414.00 | 5603750.00 |
| 3426 | 2014.03.27 21:41 | t/p | 1705 | 0.01 | 92.609 | 90.635 | 92.606 | 1402.00 | 5605152.00 |
| 3427 | 2014.03.27 22:00 | buy | 1714 | 0.01 | 92.606 | 90.640 | 94.005 | ||
| 3428 | 2014.04.01 11:00 | sell | 1715 | 0.01 | 93.352 | 95.383 | 91.948 | ||
| 3429 | 2014.04.01 22:15 | t/p | 1714 | 0.01 | 93.999 | 90.640 | 94.005 | 1393.00 | 5606545.00 |
| 3430 | 2014.04.02 17:00 | sell | 1716 | 0.09 | 93.961 | 95.383 | 92.568 | ||
| 3431 | 2014.04.03 18:00 | sell | 1717 | 0.24 | 94.204 | 95.383 | 92.803 | ||
| 3432 | 2014.04.03 19:00 | sell | 1718 | 0.19 | 94.182 | 95.383 | 92.779 | ||
| 3433 | 2014.04.03 20:00 | sell | 1719 | 0.15 | 94.089 | 95.383 | 92.696 | ||
| 3434 | 2014.04.04 21:00 | sell | 1720 | 0.11 | 93.995 | 95.383 | 92.595 | ||
| 3435 | 2014.04.07 08:00 | sell | 1721 | 0.07 | 93.906 | 95.383 | 92.509 | ||
| 3436 | 2014.04.07 12:00 | sell | 1722 | 0.05 | 93.816 | 95.383 | 92.426 | ||
| 3437 | 2014.04.08 05:00 | sell | 1723 | 0.04 | 93.734 | 95.383 | 92.332 | ||
| 3438 | 2014.04.08 19:00 | sell | 1724 | 0.02 | 93.493 | 95.383 | 92.100 | ||
| 3439 | 2014.04.10 22:05 | t/p | 1717 | 0.24 | 92.811 | 95.383 | 92.803 | 33432.00 | 5639977.00 |
| 3440 | 2014.04.11 00:43 | t/p | 1718 | 0.19 | 92.783 | 95.383 | 92.779 | 26581.00 | 5666558.00 |
| 3441 | 2014.04.11 03:07 | t/p | 1719 | 0.15 | 92.704 | 95.383 | 92.696 | 20775.00 | 5687333.00 |
| 3442 | 2014.04.11 14:10 | t/p | 1720 | 0.11 | 92.595 | 95.383 | 92.595 | 15400.00 | 5702733.00 |
| 3443 | 2014.04.11 14:15 | t/p | 1716 | 0.09 | 92.563 | 95.383 | 92.568 | 12582.00 | 5715315.00 |
| 3444 | 2014.04.11 14:22 | t/p | 1721 | 0.07 | 92.505 | 95.383 | 92.509 | 9807.00 | 5725122.00 |
| 3445 | 2014.04.11 15:13 | t/p | 1722 | 0.05 | 92.420 | 95.383 | 92.426 | 6980.00 | 5732102.00 |
| 3446 | 2014.04.14 03:54 | t/p | 1723 | 0.04 | 92.329 | 95.383 | 92.332 | 5620.00 | 5737722.00 |
| 3447 | 2014.04.14 11:00 | buy | 1725 | 0.01 | 92.619 | 90.636 | 94.014 | ||
| 3448 | 2014.04.30 15:00 | sell | 1726 | 0.01 | 93.464 | 95.383 | 92.061 | ||
| 3449 | 2014.05.09 11:26 | t/p | 1725 | 0.01 | 94.023 | 90.636 | 94.014 | 1404.00 | 5739126.00 |
| 3450 | 2014.05.09 15:00 | sell | 1727 | 0.07 | 93.852 | 95.383 | 92.453 | ||