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 |
| 3601 | 2014.11.12 05:00 | sell | 1801 | 0.01 | 101.781 | 102.295 | 100.178 | ||
| 3602 | 2014.11.12 07:00 | sell | 1802 | 0.02 | 101.837 | 102.295 | 100.228 | ||
| 3603 | 2014.11.12 11:00 | sell | 1803 | 0.01 | 101.800 | 102.295 | 100.201 | ||
| 3604 | 2014.11.12 18:59 | s/l | 1801 | 0.01 | 102.306 | 102.295 | 100.178 | -525.00 | 5742868.00 |
| 3605 | 2014.11.12 18:59 | s/l | 1802 | 0.02 | 102.298 | 102.295 | 100.228 | -922.00 | 5741946.00 |
| 3606 | 2014.11.12 18:59 | s/l | 1803 | 0.01 | 102.289 | 102.295 | 100.201 | -489.00 | 5741457.00 |
| 3607 | 2014.11.13 12:00 | sell | 1804 | 0.01 | 102.087 | 102.367 | 100.497 | ||
| 3608 | 2014.11.14 11:56 | s/l | 1804 | 0.01 | 102.363 | 102.367 | 100.497 | -276.00 | 5741181.00 |
| 3609 | 2014.11.17 01:00 | buy | 1805 | 0.01 | 103.276 | 100.772 | 104.872 | ||
| 3610 | 2014.11.17 03:00 | buy | 1806 | 0.01 | 103.126 | 100.617 | 104.717 | ||
| 3611 | 2014.11.17 04:00 | buy | 1807 | 0.03 | 102.922 | 100.412 | 104.512 | ||
| 3612 | 2014.11.17 19:00 | buy | 1808 | 0.02 | 102.976 | 100.482 | 104.582 | ||
| 3613 | 2014.11.17 20:00 | buy | 1809 | 0.02 | 103.051 | 100.552 | 104.652 | ||
| 3614 | 2014.11.20 07:14 | t/p | 1807 | 0.03 | 104.522 | 100.412 | 104.512 | 4800.00 | 5745981.00 |
| 3615 | 2014.11.20 07:25 | t/p | 1808 | 0.02 | 104.588 | 100.482 | 104.582 | 3224.00 | 5749205.00 |
| 3616 | 2014.11.20 09:07 | t/p | 1809 | 0.02 | 104.653 | 100.552 | 104.652 | 3204.00 | 5752409.00 |
| 3617 | 2014.11.20 09:11 | t/p | 1806 | 0.01 | 104.726 | 100.617 | 104.717 | 1600.00 | 5754009.00 |
| 3618 | 2014.11.21 13:48 | t/p | 1805 | 0.01 | 104.864 | 100.772 | 104.872 | 1588.00 | 5755597.00 |
| 3619 | 2014.11.21 14:00 | buy | 1810 | 0.01 | 104.611 | 102.110 | 106.210 | ||
| 3620 | 2014.11.27 01:00 | sell | 1811 | 0.01 | 104.496 | 105.338 | 103.105 | ||
| 3621 | 2014.12.02 22:00 | sell | 1812 | 0.01 | 104.537 | 105.338 | 103.134 | ||
| 3622 | 2014.12.03 08:00 | sell | 1813 | 0.02 | 104.582 | 105.338 | 103.192 | ||
| 3623 | 2014.12.03 17:06 | s/l | 1811 | 0.01 | 105.337 | 105.338 | 103.105 | -841.00 | 5754756.00 |
| 3624 | 2014.12.03 17:06 | s/l | 1812 | 0.01 | 105.330 | 105.338 | 103.134 | -793.00 | 5753963.00 |
| 3625 | 2014.12.03 17:06 | s/l | 1813 | 0.02 | 105.330 | 105.338 | 103.192 | -1496.00 | 5752467.00 |
| 3626 | 2014.12.04 16:00 | sell | 1814 | 0.01 | 105.417 | 105.724 | 104.021 | ||
| 3627 | 2014.12.05 13:52 | s/l | 1814 | 0.01 | 105.729 | 105.724 | 104.021 | -312.00 | 5752155.00 |
| 3628 | 2014.12.05 17:10 | t/p | 1810 | 0.01 | 106.215 | 102.110 | 106.210 | 1604.00 | 5753759.00 |
| 3629 | 2014.12.05 18:00 | buy | 1815 | 0.01 | 106.256 | 103.749 | 107.849 | ||
| 3630 | 2014.12.08 03:00 | close | 1815 | 0.01 | 106.160 | 103.749 | 107.849 | -96.00 | 5753663.00 |
| 3631 | 2014.12.08 09:00 | sell | 1816 | 0.01 | 106.031 | 106.525 | 104.641 | ||
| 3632 | 2014.12.09 06:15 | t/p | 1816 | 0.01 | 104.647 | 106.525 | 104.641 | 1384.00 | 5755047.00 |
| 3633 | 2014.12.09 07:00 | sell | 1817 | 0.01 | 104.608 | 106.525 | 103.217 | ||
| 3634 | 2014.12.10 17:34 | t/p | 1817 | 0.01 | 103.210 | 106.525 | 103.217 | 1398.00 | 5756445.00 |
| 3635 | 2014.12.10 18:00 | sell | 1818 | 0.01 | 103.550 | 105.757 | 102.157 | ||
| 3636 | 2014.12.12 13:37 | t/p | 1818 | 0.01 | 102.157 | 105.757 | 102.157 | 1393.00 | 5757838.00 |
| 3637 | 2014.12.12 14:00 | sell | 1819 | 0.01 | 102.105 | 104.312 | 100.712 | ||
| 3638 | 2014.12.12 15:00 | sell | 1820 | 0.02 | 102.354 | 104.312 | 100.958 | ||
| 3639 | 2014.12.12 16:00 | sell | 1821 | 0.03 | 102.409 | 104.312 | 101.010 | ||
| 3640 | 2014.12.12 18:00 | sell | 1822 | 0.07 | 102.654 | 104.312 | 101.260 | ||
| 3641 | 2014.12.12 23:00 | sell | 1823 | 0.04 | 102.538 | 104.312 | 101.128 | ||
| 3642 | 2014.12.15 09:00 | sell | 1824 | 0.02 | 102.341 | 104.312 | 100.931 | ||
| 3643 | 2014.12.15 10:00 | sell | 1825 | 0.01 | 102.194 | 104.312 | 100.802 | ||
| 3644 | 2014.12.15 18:37 | t/p | 1822 | 0.07 | 101.265 | 104.312 | 101.260 | 9723.00 | 5767561.00 |
| 3645 | 2014.12.15 18:57 | t/p | 1823 | 0.04 | 101.129 | 104.312 | 101.128 | 5636.00 | 5773197.00 |
| 3646 | 2014.12.15 21:12 | t/p | 1821 | 0.03 | 101.001 | 104.312 | 101.010 | 4224.00 | 5777421.00 |
| 3647 | 2014.12.15 21:16 | t/p | 1820 | 0.02 | 100.958 | 104.312 | 100.958 | 2792.00 | 5780213.00 |
| 3648 | 2014.12.15 21:20 | t/p | 1824 | 0.02 | 100.936 | 104.312 | 100.931 | 2810.00 | 5783023.00 |
| 3649 | 2014.12.16 06:00 | t/p | 1825 | 0.01 | 100.806 | 104.312 | 100.802 | 1388.00 | 5784411.00 |
| 3650 | 2014.12.16 07:48 | t/p | 1819 | 0.01 | 100.713 | 104.312 | 100.712 | 1392.00 | 5785803.00 |
| 3651 | 2014.12.16 09:00 | sell | 1826 | 0.01 | 100.851 | 103.047 | 99.447 | ||
| 3652 | 2014.12.16 13:58 | t/p | 1826 | 0.01 | 99.430 | 103.047 | 99.447 | 1421.00 | 5787224.00 |
| 3653 | 2014.12.19 16:00 | sell | 1827 | 0.01 | 102.585 | 104.795 | 101.195 | ||
| 3654 | 2014.12.19 19:00 | sell | 1828 | 0.02 | 102.816 | 104.795 | 101.413 | ||
| 3655 | 2014.12.22 04:00 | sell | 1829 | 0.02 | 102.830 | 104.795 | 101.432 | ||
| 3656 | 2014.12.22 18:00 | sell | 1830 | 0.04 | 103.018 | 104.795 | 101.611 | ||
| 3657 | 2014.12.22 19:00 | sell | 1831 | 0.03 | 102.904 | 104.795 | 101.502 | ||
| 3658 | 2014.12.24 05:00 | sell | 1832 | 0.24 | 103.573 | 104.795 | 102.163 | ||
| 3659 | 2014.12.24 09:00 | sell | 1833 | 0.31 | 103.592 | 104.795 | 102.192 | ||
| 3660 | 2014.12.25 03:00 | sell | 1834 | 0.19 | 103.452 | 104.795 | 102.052 | ||
| 3661 | 2014.12.25 04:00 | sell | 1835 | 0.14 | 103.393 | 104.795 | 102.002 | ||
| 3662 | 2015.01.05 00:09 | t/p | 1833 | 0.31 | 102.187 | 104.795 | 102.192 | 43555.00 | 5830779.00 |
| 3663 | 2015.01.05 00:11 | t/p | 1832 | 0.24 | 102.163 | 104.795 | 102.163 | 33840.00 | 5864619.00 |
| 3664 | 2015.01.05 00:19 | t/p | 1834 | 0.19 | 102.013 | 104.795 | 102.052 | 27341.00 | 5891960.00 |
| 3665 | 2015.01.05 00:21 | t/p | 1835 | 0.14 | 102.003 | 104.795 | 102.002 | 19460.00 | 5911420.00 |
| 3666 | 2015.01.05 16:06 | t/p | 1830 | 0.04 | 101.595 | 104.795 | 101.611 | 5692.00 | 5917112.00 |
| 3667 | 2015.01.05 16:52 | t/p | 1831 | 0.03 | 101.487 | 104.795 | 101.502 | 4251.00 | 5921363.00 |
| 3668 | 2015.01.05 17:00 | t/p | 1829 | 0.02 | 101.428 | 104.795 | 101.432 | 2804.00 | 5924167.00 |
| 3669 | 2015.01.05 17:00 | t/p | 1828 | 0.02 | 101.412 | 104.795 | 101.413 | 2808.00 | 5926975.00 |
| 3670 | 2015.01.06 08:42 | t/p | 1827 | 0.01 | 101.200 | 104.795 | 101.195 | 1385.00 | 5928360.00 |
| 3671 | 2015.01.07 10:00 | buy | 1836 | 0.01 | 100.596 | 98.398 | 101.998 | ||
| 3672 | 2015.01.12 13:00 | buy | 1837 | 0.02 | 100.351 | 99.119 | 101.748 | ||
| 3673 | 2015.01.12 14:00 | buy | 1838 | 0.02 | 100.391 | 99.115 | 101.793 | ||
| 3674 | 2015.01.12 18:49 | s/l | 1837 | 0.02 | 99.118 | 99.119 | 101.748 | -2466.00 | 5925894.00 |
| 3675 | 2015.01.12 18:50 | s/l | 1838 | 0.02 | 99.119 | 99.115 | 101.793 | -2544.00 | 5923350.00 |
| 3676 | 2015.01.13 03:03 | s/l | 1836 | 0.01 | 98.407 | 98.398 | 101.998 | -2189.00 | 5921161.00 |
| 3677 | 2015.01.13 09:00 | buy | 1839 | 0.01 | 99.256 | 98.352 | 100.653 | ||
| 3678 | 2015.01.13 14:00 | buy | 1840 | 0.11 | 98.985 | 98.353 | 100.388 | ||
| 3679 | 2015.01.13 15:00 | buy | 1841 | 0.09 | 99.008 | 98.353 | 100.402 | ||
| 3680 | 2015.01.13 20:53 | s/l | 1839 | 0.01 | 98.357 | 98.352 | 100.653 | -899.00 | 5920262.00 |
| 3681 | 2015.01.13 20:53 | s/l | 1840 | 0.11 | 98.357 | 98.353 | 100.388 | -6908.00 | 5913354.00 |
| 3682 | 2015.01.13 20:53 | s/l | 1841 | 0.09 | 98.354 | 98.353 | 100.402 | -5886.00 | 5907468.00 |
| 3683 | 2015.01.14 23:00 | buy | 1842 | 0.01 | 98.173 | 97.091 | 99.580 | ||
| 3684 | 2015.01.15 01:00 | buy | 1843 | 0.02 | 98.061 | 97.107 | 99.468 | ||
| 3685 | 2015.01.15 23:14 | s/l | 1843 | 0.02 | 97.097 | 97.107 | 99.468 | -1928.00 | 5905540.00 |
| 3686 | 2015.01.15 23:19 | s/l | 1842 | 0.01 | 97.095 | 97.091 | 99.580 | -1078.00 | 5904462.00 |
| 3687 | 2015.01.16 14:00 | buy | 1844 | 0.01 | 97.372 | 96.735 | 98.776 | ||
| 3688 | 2015.01.16 15:30 | s/l | 1844 | 0.01 | 96.665 | 96.735 | 98.776 | -707.00 | 5903755.00 |
| 3689 | 2015.01.16 17:00 | buy | 1845 | 0.01 | 97.315 | 96.634 | 98.721 | ||
| 3690 | 2015.01.20 03:15 | t/p | 1845 | 0.01 | 98.724 | 96.634 | 98.721 | 1409.00 | 5905164.00 |
| 3691 | 2015.01.20 04:00 | buy | 1846 | 0.01 | 98.738 | 96.632 | 100.142 | ||
| 3692 | 2015.01.21 16:00 | sell | 1847 | 0.01 | 97.135 | 99.637 | 95.537 | ||
| 3693 | 2015.01.21 17:00 | s/l | 1846 | 0.01 | 96.619 | 96.632 | 100.142 | -2119.00 | 5903045.00 |
| 3694 | 2015.01.21 17:10 | t/p | 1847 | 0.01 | 95.534 | 99.637 | 95.537 | 1601.00 | 5904646.00 |
| 3695 | 2015.01.22 11:00 | sell | 1848 | 0.01 | 95.336 | 97.828 | 93.728 | ||
| 3696 | 2015.01.22 13:00 | sell | 1849 | 0.01 | 95.464 | 97.828 | 93.860 | ||
| 3697 | 2015.01.28 22:38 | t/p | 1849 | 0.01 | 93.854 | 97.828 | 93.860 | 1610.00 | 5906256.00 |
| 3698 | 2015.01.28 22:41 | t/p | 1848 | 0.01 | 93.723 | 97.828 | 93.728 | 1613.00 | 5907869.00 |
| 3699 | 2015.01.29 00:00 | sell | 1850 | 0.01 | 93.745 | 96.232 | 92.132 | ||
| 3700 | 2015.01.29 03:00 | sell | 1851 | 0.02 | 94.033 | 96.232 | 92.430 | ||
| 3701 | 2015.01.29 05:00 | sell | 1852 | 0.04 | 94.222 | 96.232 | 92.618 | ||
| 3702 | 2015.01.29 06:00 | sell | 1853 | 0.03 | 94.150 | 96.232 | 92.557 | ||
| 3703 | 2015.01.29 08:00 | sell | 1854 | 0.01 | 93.876 | 96.232 | 92.266 | ||
| 3704 | 2015.01.29 11:00 | sell | 1855 | 0.02 | 93.958 | 96.232 | 92.367 | ||
| 3705 | 2015.01.30 15:31 | t/p | 1852 | 0.04 | 92.620 | 96.232 | 92.618 | 6408.00 | 5914277.00 |
| 3706 | 2015.01.30 15:32 | t/p | 1853 | 0.03 | 92.552 | 96.232 | 92.557 | 4794.00 | 5919071.00 |
| 3707 | 2015.01.30 15:38 | t/p | 1851 | 0.02 | 92.434 | 96.232 | 92.430 | 3198.00 | 5922269.00 |
| 3708 | 2015.01.30 15:39 | t/p | 1855 | 0.02 | 92.367 | 96.232 | 92.367 | 3182.00 | 5925451.00 |
| 3709 | 2015.01.30 15:41 | t/p | 1854 | 0.01 | 92.268 | 96.232 | 92.266 | 1608.00 | 5927059.00 |
| 3710 | 2015.01.30 15:50 | t/p | 1850 | 0.01 | 92.131 | 96.232 | 92.132 | 1614.00 | 5928673.00 |
| 3711 | 2015.01.30 17:00 | sell | 1856 | 0.01 | 92.184 | 94.675 | 90.575 | ||
| 3712 | 2015.01.30 20:00 | sell | 1857 | 0.01 | 92.270 | 94.675 | 90.672 | ||
| 3713 | 2015.01.30 22:00 | sell | 1858 | 0.04 | 92.677 | 94.675 | 91.067 | ||
| 3714 | 2015.02.02 03:00 | sell | 1859 | 0.02 | 92.421 | 94.675 | 90.823 | ||
| 3715 | 2015.02.03 08:00 | sell | 1860 | 0.05 | 92.696 | 94.675 | 91.101 | ||
| 3716 | 2015.02.03 10:00 | sell | 1861 | 0.11 | 92.979 | 94.675 | 91.385 | ||
| 3717 | 2015.02.03 19:00 | buy | 1862 | 0.01 | 94.344 | 92.149 | 95.749 | ||
| 3718 | 2015.02.03 20:22 | s/l | 1856 | 0.01 | 94.668 | 94.675 | 90.575 | -2484.00 | 5926189.00 |
| 3719 | 2015.02.03 20:22 | s/l | 1857 | 0.01 | 94.670 | 94.675 | 90.672 | -2400.00 | 5923789.00 |
| 3720 | 2015.02.03 20:22 | s/l | 1858 | 0.04 | 94.675 | 94.675 | 91.067 | -7992.00 | 5915797.00 |
| 3721 | 2015.02.03 20:22 | s/l | 1859 | 0.02 | 94.672 | 94.675 | 90.823 | -4502.00 | 5911295.00 |
| 3722 | 2015.02.03 20:22 | s/l | 1860 | 0.05 | 94.686 | 94.675 | 91.101 | -9950.00 | 5901345.00 |
| 3723 | 2015.02.03 20:22 | s/l | 1861 | 0.11 | 94.687 | 94.675 | 91.385 | -18788.00 | 5882557.00 |
| 3724 | 2015.02.04 19:00 | sell | 1863 | 0.01 | 93.689 | 96.197 | 92.097 | ||
| 3725 | 2015.02.05 12:00 | buy | 1864 | 0.07 | 93.749 | 91.732 | 95.157 | ||
| 3726 | 2015.02.05 15:00 | buy | 1865 | 0.09 | 93.753 | 91.728 | 95.143 | ||
| 3727 | 2015.02.05 17:00 | buy | 1866 | 0.02 | 94.149 | 91.945 | 95.545 | ||
| 3728 | 2015.02.06 15:48 | t/p | 1865 | 0.09 | 95.150 | 91.728 | 95.143 | 12573.00 | 5895130.00 |
| 3729 | 2015.02.06 15:48 | t/p | 1864 | 0.07 | 95.151 | 91.732 | 95.157 | 9814.00 | 5904944.00 |
| 3730 | 2015.02.10 14:13 | t/p | 1866 | 0.02 | 95.544 | 91.945 | 95.545 | 2790.00 | 5907734.00 |
| 3731 | 2015.02.10 15:29 | t/p | 1862 | 0.01 | 95.759 | 92.149 | 95.749 | 1415.00 | 5909149.00 |
| 3732 | 2015.02.10 16:00 | buy | 1867 | 0.01 | 95.615 | 93.421 | 97.021 | ||
| 3733 | 2015.02.10 17:00 | buy | 1868 | 0.03 | 95.258 | 93.064 | 96.664 | ||
| 3734 | 2015.02.11 12:00 | buy | 1869 | 0.05 | 95.132 | 92.923 | 96.523 | ||
| 3735 | 2015.02.11 22:00 | buy | 1870 | 0.07 | 95.097 | 92.893 | 96.493 | ||
| 3736 | 2015.02.12 00:00 | buy | 1871 | 0.02 | 95.381 | 93.186 | 96.786 | ||
| 3737 | 2015.02.12 06:00 | buy | 1872 | 0.04 | 95.173 | 92.978 | 96.578 | ||
| 3738 | 2015.02.12 14:00 | buy | 1873 | 0.02 | 95.428 | 93.221 | 96.821 | ||
| 3739 | 2015.02.13 17:00 | buy | 1874 | 0.01 | 95.567 | 93.360 | 96.960 | ||
| 3740 | 2015.02.17 20:06 | s/l | 1863 | 0.01 | 96.205 | 96.197 | 92.097 | -2516.00 | 5906633.00 |
| 3741 | 2015.02.23 10:00 | buy | 1875 | 0.09 | 94.956 | 92.762 | 96.362 | ||
| 3742 | 2015.02.24 04:00 | buy | 1876 | 0.24 | 94.678 | 92.472 | 96.072 | ||
| 3743 | 2015.02.24 08:00 | buy | 1877 | 0.40 | 94.568 | 92.362 | 95.962 | ||
| 3744 | 2015.02.24 09:00 | buy | 1878 | 0.02 | 94.612 | 92.407 | 96.007 | ||
| 3745 | 2015.03.02 12:50 | t/p | 1877 | 0.40 | 95.958 | 92.362 | 95.962 | 55600.00 | 5962233.00 |
| 3746 | 2015.03.03 15:30 | t/p | 1878 | 0.02 | 96.010 | 92.407 | 96.007 | 2796.00 | 5965029.00 |
| 3747 | 2015.03.03 15:30 | t/p | 1876 | 0.24 | 96.080 | 92.472 | 96.072 | 33648.00 | 5998677.00 |
| 3748 | 2015.03.04 18:20 | t/p | 1875 | 0.09 | 96.359 | 92.762 | 96.362 | 12627.00 | 6011304.00 |
| 3749 | 2015.03.05 11:26 | t/p | 1870 | 0.07 | 96.499 | 92.893 | 96.493 | 9814.00 | 6021118.00 |
| 3750 | 2015.03.05 11:27 | t/p | 1869 | 0.05 | 96.515 | 92.923 | 96.523 | 6915.00 | 6028033.00 |