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 |
| 3451 | 2014.05.13 11:00 | sell | 1728 | 0.04 | 93.706 | 95.383 | 92.313 | ||
| 3452 | 2014.05.13 21:00 | sell | 1729 | 0.03 | 93.677 | 95.383 | 92.273 | ||
| 3453 | 2014.05.21 16:00 | buy | 1730 | 0.01 | 92.863 | 90.667 | 94.267 | ||
| 3454 | 2014.05.27 20:00 | sell | 1731 | 0.09 | 93.926 | 95.383 | 92.520 | ||
| 3455 | 2014.05.28 10:00 | sell | 1732 | 0.05 | 93.838 | 95.383 | 92.441 | ||
| 3456 | 2014.05.28 20:00 | sell | 1733 | 0.02 | 93.586 | 95.383 | 92.178 | ||
| 3457 | 2014.06.12 12:00 | close | 1715 | 0.01 | 93.952 | 95.383 | 91.948 | -600.00 | 5738526.00 |
| 3458 | 2014.06.12 12:00 | close | 1724 | 0.02 | 93.961 | 95.383 | 92.100 | -936.00 | 5737590.00 |
| 3459 | 2014.06.12 12:00 | close | 1726 | 0.01 | 93.966 | 95.383 | 92.061 | -502.00 | 5737088.00 |
| 3460 | 2014.06.12 12:00 | close | 1727 | 0.07 | 93.957 | 95.383 | 92.453 | -735.00 | 5736353.00 |
| 3461 | 2014.06.12 12:00 | close | 1728 | 0.04 | 93.957 | 95.383 | 92.313 | -1004.00 | 5735349.00 |
| 3462 | 2014.06.12 12:00 | close | 1729 | 0.03 | 93.960 | 95.383 | 92.273 | -849.00 | 5734500.00 |
| 3463 | 2014.06.12 12:00 | close | 1731 | 0.09 | 93.966 | 95.383 | 92.520 | -360.00 | 5734140.00 |
| 3464 | 2014.06.12 12:00 | close | 1732 | 0.05 | 93.964 | 95.383 | 92.441 | -630.00 | 5733510.00 |
| 3465 | 2014.06.12 12:00 | close | 1733 | 0.02 | 93.966 | 95.383 | 92.178 | -760.00 | 5732750.00 |
| 3466 | 2014.06.12 16:00 | sell | 1734 | 0.01 | 93.904 | 94.917 | 92.499 | ||
| 3467 | 2014.06.18 14:00 | sell | 1735 | 0.02 | 94.037 | 94.917 | 92.635 | ||
| 3468 | 2014.06.18 15:00 | sell | 1736 | 0.02 | 94.009 | 94.917 | 92.605 | ||
| 3469 | 2014.06.18 17:00 | sell | 1737 | 0.01 | 93.949 | 94.917 | 92.555 | ||
| 3470 | 2014.06.20 12:04 | t/p | 1730 | 0.01 | 94.260 | 90.667 | 94.267 | 1397.00 | 5734147.00 |
| 3471 | 2014.06.20 15:51 | s/l | 1734 | 0.01 | 94.920 | 94.917 | 92.499 | -1016.00 | 5733131.00 |
| 3472 | 2014.06.20 15:51 | s/l | 1735 | 0.02 | 94.916 | 94.917 | 92.635 | -1758.00 | 5731373.00 |
| 3473 | 2014.06.20 15:51 | s/l | 1736 | 0.02 | 94.910 | 94.917 | 92.605 | -1802.00 | 5729571.00 |
| 3474 | 2014.06.20 15:51 | s/l | 1737 | 0.01 | 94.924 | 94.917 | 92.555 | -975.00 | 5728596.00 |
| 3475 | 2014.06.25 14:00 | buy | 1738 | 0.01 | 94.917 | 92.463 | 96.515 | ||
| 3476 | 2014.06.30 12:00 | sell | 1739 | 0.01 | 94.855 | 95.197 | 93.460 | ||
| 3477 | 2014.07.01 12:37 | s/l | 1739 | 0.01 | 95.195 | 95.197 | 93.460 | -340.00 | 5728256.00 |
| 3478 | 2014.07.08 00:00 | sell | 1740 | 0.01 | 95.324 | 96.247 | 93.933 | ||
| 3479 | 2014.07.18 01:29 | t/p | 1740 | 0.01 | 93.937 | 96.247 | 93.933 | 1387.00 | 5729643.00 |
| 3480 | 2014.07.21 04:00 | sell | 1741 | 0.01 | 94.324 | 96.247 | 92.926 | ||
| 3481 | 2014.07.22 15:00 | sell | 1742 | 0.01 | 94.461 | 96.247 | 93.054 | ||
| 3482 | 2014.07.22 20:00 | sell | 1743 | 0.02 | 94.457 | 96.247 | 93.058 | ||
| 3483 | 2014.07.25 09:00 | sell | 1744 | 0.04 | 94.686 | 96.247 | 93.283 | ||
| 3484 | 2014.07.25 17:00 | sell | 1745 | 0.02 | 94.544 | 96.247 | 93.142 | ||
| 3485 | 2014.07.28 16:00 | buy | 1746 | 0.09 | 94.199 | 92.463 | 95.589 | ||
| 3486 | 2014.07.28 19:00 | buy | 1747 | 0.07 | 94.277 | 92.459 | 95.675 | ||
| 3487 | 2014.07.30 14:00 | buy | 1748 | 0.11 | 94.105 | 92.800 | 95.504 | ||
| 3488 | 2014.08.04 09:00 | buy | 1749 | 0.15 | 94.047 | 93.326 | 95.445 | ||
| 3489 | 2014.08.04 15:00 | buy | 1750 | 0.19 | 93.964 | 93.329 | 95.373 | ||
| 3490 | 2014.08.06 12:14 | s/l | 1750 | 0.19 | 93.339 | 93.329 | 95.373 | -11875.00 | 5717768.00 |
| 3491 | 2014.08.06 12:15 | s/l | 1749 | 0.15 | 93.317 | 93.326 | 95.445 | -10950.00 | 5706818.00 |
| 3492 | 2014.08.06 13:18 | t/p | 1744 | 0.04 | 93.285 | 96.247 | 93.283 | 5604.00 | 5712422.00 |
| 3493 | 2014.08.06 17:00 | buy | 1751 | 0.51 | 93.617 | 93.116 | 95.026 | ||
| 3494 | 2014.08.06 19:00 | buy | 1752 | 0.21 | 93.657 | 93.121 | 95.062 | ||
| 3495 | 2014.08.08 04:40 | t/p | 1745 | 0.02 | 93.134 | 96.247 | 93.142 | 2820.00 | 5715242.00 |
| 3496 | 2014.08.08 04:40 | s/l | 1752 | 0.21 | 93.118 | 93.121 | 95.062 | -11319.00 | 5703923.00 |
| 3497 | 2014.08.08 04:53 | s/l | 1751 | 0.51 | 93.117 | 93.116 | 95.026 | -25500.00 | 5678423.00 |
| 3498 | 2014.08.08 05:00 | t/p | 1743 | 0.02 | 93.064 | 96.247 | 93.058 | 2786.00 | 5681209.00 |
| 3499 | 2014.08.08 05:03 | t/p | 1742 | 0.01 | 93.045 | 96.247 | 93.054 | 1416.00 | 5682625.00 |
| 3500 | 2014.08.08 05:12 | t/p | 1741 | 0.01 | 92.923 | 96.247 | 92.926 | 1401.00 | 5684026.00 |
| 3501 | 2014.08.08 15:00 | buy | 1753 | 0.72 | 93.325 | 92.829 | 94.715 | ||
| 3502 | 2014.08.08 16:42 | s/l | 1753 | 0.72 | 92.836 | 92.829 | 94.715 | -35208.00 | 5648818.00 |
| 3503 | 2014.08.08 16:48 | s/l | 1748 | 0.11 | 92.807 | 92.800 | 95.504 | -14278.00 | 5634540.00 |
| 3504 | 2014.08.11 05:00 | buy | 1754 | 0.83 | 93.081 | 92.741 | 94.478 | ||
| 3505 | 2014.08.15 16:05 | t/p | 1754 | 0.83 | 94.474 | 92.741 | 94.478 | 115619.00 | 5750159.00 |
| 3506 | 2014.08.18 09:00 | buy | 1755 | 0.11 | 94.115 | 92.741 | 95.508 | ||
| 3507 | 2014.08.20 14:00 | buy | 1756 | 0.05 | 94.342 | 92.740 | 95.742 | ||
| 3508 | 2014.08.22 12:00 | sell | 1757 | 0.01 | 94.762 | 96.247 | 93.367 | ||
| 3509 | 2014.08.25 13:00 | sell | 1758 | 0.02 | 94.946 | 96.247 | 93.554 | ||
| 3510 | 2014.08.25 14:00 | sell | 1759 | 0.01 | 94.865 | 96.247 | 93.461 | ||
| 3511 | 2014.08.27 20:09 | t/p | 1755 | 0.11 | 95.510 | 92.741 | 95.508 | 15345.00 | 5765504.00 |
| 3512 | 2014.08.27 20:22 | t/p | 1746 | 0.09 | 95.589 | 92.463 | 95.589 | 12510.00 | 5778014.00 |
| 3513 | 2014.08.27 20:33 | t/p | 1747 | 0.07 | 95.683 | 92.459 | 95.675 | 9842.00 | 5787856.00 |
| 3514 | 2014.08.27 20:49 | t/p | 1756 | 0.05 | 95.741 | 92.740 | 95.742 | 6995.00 | 5794851.00 |
| 3515 | 2014.08.28 13:00 | sell | 1760 | 0.31 | 95.474 | 96.247 | 94.067 | ||
| 3516 | 2014.08.28 14:00 | sell | 1761 | 0.19 | 95.351 | 96.247 | 93.955 | ||
| 3517 | 2014.08.28 15:00 | sell | 1762 | 0.46 | 95.548 | 96.247 | 94.157 | ||
| 3518 | 2014.09.02 09:33 | s/l | 1757 | 0.01 | 96.259 | 96.247 | 93.367 | -1497.00 | 5793354.00 |
| 3519 | 2014.09.02 09:33 | s/l | 1758 | 0.02 | 96.240 | 96.247 | 93.554 | -2588.00 | 5790766.00 |
| 3520 | 2014.09.02 09:33 | s/l | 1759 | 0.01 | 96.246 | 96.247 | 93.461 | -1381.00 | 5789385.00 |
| 3521 | 2014.09.02 09:33 | s/l | 1760 | 0.31 | 96.242 | 96.247 | 94.067 | -23808.00 | 5765577.00 |
| 3522 | 2014.09.02 09:33 | s/l | 1761 | 0.19 | 96.241 | 96.247 | 93.955 | -16910.00 | 5748667.00 |
| 3523 | 2014.09.02 09:33 | s/l | 1762 | 0.46 | 96.250 | 96.247 | 94.157 | -32292.00 | 5716375.00 |
| 3524 | 2014.09.03 08:00 | sell | 1763 | 0.01 | 96.160 | 96.337 | 94.563 | ||
| 3525 | 2014.09.03 11:31 | s/l | 1763 | 0.01 | 96.329 | 96.337 | 94.563 | -169.00 | 5716206.00 |
| 3526 | 2014.09.03 12:00 | sell | 1764 | 0.01 | 96.170 | 96.368 | 94.579 | ||
| 3527 | 2014.09.03 13:31 | s/l | 1764 | 0.01 | 96.372 | 96.368 | 94.579 | -202.00 | 5716004.00 |
| 3528 | 2014.09.03 17:00 | sell | 1765 | 0.01 | 96.182 | 96.433 | 94.587 | ||
| 3529 | 2014.09.03 17:04 | s/l | 1765 | 0.01 | 96.439 | 96.433 | 94.587 | -257.00 | 5715747.00 |
| 3530 | 2014.09.03 23:00 | sell | 1766 | 0.01 | 96.201 | 96.514 | 94.608 | ||
| 3531 | 2014.09.04 06:00 | sell | 1767 | 0.04 | 96.257 | 96.514 | 94.659 | ||
| 3532 | 2014.09.04 14:47 | s/l | 1766 | 0.01 | 96.504 | 96.514 | 94.608 | -303.00 | 5715444.00 |
| 3533 | 2014.09.04 14:47 | s/l | 1767 | 0.04 | 96.510 | 96.514 | 94.659 | -1012.00 | 5714432.00 |
| 3534 | 2014.09.04 14:47 | t/p | 1738 | 0.01 | 96.521 | 92.463 | 96.515 | 1604.00 | 5716036.00 |
| 3535 | 2014.09.05 11:00 | sell | 1768 | 0.01 | 96.699 | 97.098 | 95.092 | ||
| 3536 | 2014.09.10 12:45 | s/l | 1768 | 0.01 | 97.104 | 97.098 | 95.092 | -405.00 | 5715631.00 |
| 3537 | 2014.09.11 10:00 | sell | 1769 | 0.01 | 97.405 | 97.734 | 95.798 | ||
| 3538 | 2014.09.15 19:00 | buy | 1770 | 0.01 | 96.989 | 94.495 | 98.595 | ||
| 3539 | 2014.09.17 03:54 | s/l | 1769 | 0.01 | 97.734 | 97.734 | 95.798 | -329.00 | 5715302.00 |
| 3540 | 2014.09.18 02:32 | t/p | 1770 | 0.01 | 98.599 | 94.495 | 98.595 | 1610.00 | 5716912.00 |
| 3541 | 2014.09.18 03:00 | buy | 1771 | 0.01 | 98.579 | 96.087 | 100.187 | ||
| 3542 | 2014.09.24 00:00 | sell | 1772 | 0.01 | 98.276 | 99.836 | 96.873 | ||
| 3543 | 2014.09.24 21:00 | buy | 1773 | 0.01 | 98.473 | 95.983 | 100.083 | ||
| 3544 | 2014.09.25 12:00 | sell | 1774 | 0.02 | 98.392 | 99.836 | 96.992 | ||
| 3545 | 2014.10.02 18:36 | t/p | 1774 | 0.02 | 96.989 | 99.836 | 96.992 | 2806.00 | 5719718.00 |
| 3546 | 2014.10.02 18:40 | t/p | 1772 | 0.01 | 96.860 | 99.836 | 96.873 | 1416.00 | 5721134.00 |
| 3547 | 2014.10.02 21:00 | sell | 1775 | 0.01 | 97.054 | 99.256 | 95.656 | ||
| 3548 | 2014.10.02 22:00 | sell | 1776 | 0.01 | 97.143 | 99.256 | 95.750 | ||
| 3549 | 2014.10.06 07:00 | sell | 1777 | 0.04 | 97.443 | 99.256 | 96.040 | ||
| 3550 | 2014.10.06 10:00 | sell | 1778 | 0.03 | 97.429 | 99.256 | 96.019 | ||
| 3551 | 2014.10.07 08:00 | sell | 1779 | 0.05 | 97.519 | 99.256 | 96.122 | ||
| 3552 | 2014.10.07 11:00 | sell | 1780 | 0.02 | 97.273 | 99.256 | 95.872 | ||
| 3553 | 2014.10.10 13:10 | t/p | 1779 | 0.05 | 96.118 | 99.256 | 96.122 | 7005.00 | 5728139.00 |
| 3554 | 2014.10.10 15:29 | s/l | 1771 | 0.01 | 96.092 | 96.087 | 100.187 | -2487.00 | 5725652.00 |
| 3555 | 2014.10.10 23:00 | t/p | 1777 | 0.04 | 96.046 | 99.256 | 96.040 | 5588.00 | 5731240.00 |
| 3556 | 2014.10.10 23:17 | t/p | 1778 | 0.03 | 96.021 | 99.256 | 96.019 | 4224.00 | 5735464.00 |
| 3557 | 2014.10.10 23:44 | s/l | 1773 | 0.01 | 95.976 | 95.983 | 100.083 | -2497.00 | 5732967.00 |
| 3558 | 2014.10.13 01:04 | t/p | 1780 | 0.02 | 95.872 | 99.256 | 95.872 | 2802.00 | 5735769.00 |
| 3559 | 2014.10.13 04:28 | t/p | 1776 | 0.01 | 95.737 | 99.256 | 95.750 | 1406.00 | 5737175.00 |
| 3560 | 2014.10.13 04:52 | t/p | 1775 | 0.01 | 95.664 | 99.256 | 95.656 | 1390.00 | 5738565.00 |
| 3561 | 2014.10.13 19:00 | buy | 1781 | 0.01 | 95.917 | 93.720 | 97.320 | ||
| 3562 | 2014.10.15 16:30 | s/l | 1781 | 0.01 | 93.728 | 93.720 | 97.320 | -2189.00 | 5736376.00 |
| 3563 | 2014.10.16 04:00 | buy | 1782 | 0.01 | 94.276 | 92.749 | 95.670 | ||
| 3564 | 2014.10.16 05:00 | buy | 1783 | 0.01 | 94.207 | 92.746 | 95.614 | ||
| 3565 | 2014.10.16 07:00 | buy | 1784 | 0.02 | 94.181 | 92.743 | 95.581 | ||
| 3566 | 2014.10.16 18:00 | buy | 1785 | 0.02 | 94.083 | 92.738 | 95.476 | ||
| 3567 | 2014.10.16 19:00 | buy | 1786 | 0.03 | 94.067 | 92.741 | 95.476 | ||
| 3568 | 2014.10.22 17:00 | t/p | 1785 | 0.02 | 95.482 | 92.738 | 95.476 | 2798.00 | 5739174.00 |
| 3569 | 2014.10.22 17:00 | t/p | 1786 | 0.03 | 95.483 | 92.741 | 95.476 | 4248.00 | 5743422.00 |
| 3570 | 2014.10.22 17:05 | t/p | 1784 | 0.02 | 95.583 | 92.743 | 95.581 | 2804.00 | 5746226.00 |
| 3571 | 2014.10.22 17:05 | t/p | 1783 | 0.01 | 95.617 | 92.746 | 95.614 | 1410.00 | 5747636.00 |
| 3572 | 2014.10.22 17:05 | t/p | 1782 | 0.01 | 95.681 | 92.749 | 95.670 | 1405.00 | 5749041.00 |
| 3573 | 2014.10.22 19:00 | buy | 1787 | 0.01 | 95.674 | 93.469 | 97.069 | ||
| 3574 | 2014.10.22 22:00 | buy | 1788 | 0.02 | 95.403 | 93.210 | 96.810 | ||
| 3575 | 2014.10.23 01:00 | buy | 1789 | 0.03 | 95.381 | 93.178 | 96.778 | ||
| 3576 | 2014.10.23 12:00 | buy | 1790 | 0.01 | 95.559 | 93.363 | 96.963 | ||
| 3577 | 2014.10.28 22:31 | t/p | 1789 | 0.03 | 96.786 | 93.178 | 96.778 | 4215.00 | 5753256.00 |
| 3578 | 2014.10.28 22:40 | t/p | 1788 | 0.02 | 96.816 | 93.210 | 96.810 | 2826.00 | 5756082.00 |
| 3579 | 2014.10.29 14:37 | t/p | 1790 | 0.01 | 96.959 | 93.363 | 96.963 | 1400.00 | 5757482.00 |
| 3580 | 2014.10.29 16:13 | t/p | 1787 | 0.01 | 97.072 | 93.469 | 97.069 | 1398.00 | 5758880.00 |
| 3581 | 2014.10.30 19:00 | sell | 1791 | 0.01 | 97.331 | 99.534 | 95.934 | ||
| 3582 | 2014.10.31 10:39 | s/l | 1791 | 0.01 | 99.537 | 99.534 | 95.934 | -2206.00 | 5756674.00 |
| 3583 | 2014.11.03 22:00 | sell | 1792 | 0.01 | 100.091 | 100.990 | 98.482 | ||
| 3584 | 2014.11.04 01:00 | sell | 1793 | 0.02 | 100.218 | 100.990 | 98.609 | ||
| 3585 | 2014.11.06 05:08 | s/l | 1792 | 0.01 | 101.000 | 100.990 | 98.482 | -909.00 | 5755765.00 |
| 3586 | 2014.11.06 05:08 | s/l | 1793 | 0.02 | 100.990 | 100.990 | 98.609 | -1544.00 | 5754221.00 |
| 3587 | 2014.11.06 08:00 | sell | 1794 | 0.01 | 100.375 | 101.227 | 98.773 | ||
| 3588 | 2014.11.06 09:00 | sell | 1795 | 0.02 | 100.438 | 101.227 | 98.837 | ||
| 3589 | 2014.11.06 10:00 | sell | 1796 | 0.02 | 100.474 | 101.227 | 98.868 | ||
| 3590 | 2014.11.06 13:00 | sell | 1797 | 0.03 | 100.502 | 101.227 | 98.905 | ||
| 3591 | 2014.11.06 14:00 | sell | 1798 | 0.05 | 100.562 | 101.227 | 98.963 | ||
| 3592 | 2014.11.06 20:00 | sell | 1799 | 0.01 | 100.406 | 101.227 | 98.806 | ||
| 3593 | 2014.11.07 15:30 | s/l | 1794 | 0.01 | 101.222 | 101.227 | 98.773 | -847.00 | 5753374.00 |
| 3594 | 2014.11.07 15:30 | s/l | 1795 | 0.02 | 101.232 | 101.227 | 98.837 | -1588.00 | 5751786.00 |
| 3595 | 2014.11.07 15:30 | s/l | 1796 | 0.02 | 101.218 | 101.227 | 98.868 | -1488.00 | 5750298.00 |
| 3596 | 2014.11.07 15:30 | s/l | 1797 | 0.03 | 101.233 | 101.227 | 98.905 | -2193.00 | 5748105.00 |
| 3597 | 2014.11.07 15:30 | s/l | 1798 | 0.05 | 101.218 | 101.227 | 98.963 | -3280.00 | 5744825.00 |
| 3598 | 2014.11.07 15:30 | s/l | 1799 | 0.01 | 101.224 | 101.227 | 98.806 | -818.00 | 5744007.00 |
| 3599 | 2014.11.10 03:00 | sell | 1800 | 0.01 | 100.891 | 101.509 | 99.284 | ||
| 3600 | 2014.11.11 09:40 | s/l | 1800 | 0.01 | 101.505 | 101.509 | 99.284 | -614.00 | 5743393.00 |