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 |
| 3751 | 2015.03.05 11:50 | t/p | 1872 | 0.04 | 96.569 | 92.978 | 96.578 | 5584.00 | 6033617.00 |
| 3752 | 2015.03.05 11:58 | t/p | 1868 | 0.03 | 96.665 | 93.064 | 96.664 | 4221.00 | 6037838.00 |
| 3753 | 2015.03.05 12:52 | t/p | 1871 | 0.02 | 96.784 | 93.186 | 96.786 | 2806.00 | 6040644.00 |
| 3754 | 2015.03.16 10:00 | buy | 1879 | 0.11 | 94.915 | 92.725 | 96.325 | ||
| 3755 | 2015.03.16 12:00 | buy | 1880 | 0.09 | 94.954 | 92.758 | 96.358 | ||
| 3756 | 2015.03.16 20:00 | buy | 1881 | 0.04 | 95.165 | 92.971 | 96.571 | ||
| 3757 | 2015.03.17 11:00 | buy | 1882 | 0.05 | 95.154 | 92.959 | 96.559 | ||
| 3758 | 2015.03.17 13:00 | buy | 1883 | 0.07 | 95.038 | 92.843 | 96.443 | ||
| 3759 | 2015.03.19 11:00 | buy | 1884 | 0.02 | 95.406 | 93.202 | 96.802 | ||
| 3760 | 2015.03.20 11:00 | buy | 1885 | 0.03 | 95.311 | 93.113 | 96.713 | ||
| 3761 | 2015.03.30 12:00 | buy | 1886 | 0.15 | 94.848 | 92.656 | 96.256 | ||
| 3762 | 2015.03.30 15:00 | buy | 1887 | 0.19 | 94.784 | 92.594 | 96.194 | ||
| 3763 | 2015.03.30 19:00 | buy | 1888 | 0.21 | 94.672 | 92.474 | 96.074 | ||
| 3764 | 2015.04.07 10:22 | t/p | 1888 | 0.21 | 96.077 | 92.474 | 96.074 | 29505.00 | 6070149.00 |
| 3765 | 2015.04.07 14:29 | t/p | 1887 | 0.19 | 96.203 | 92.594 | 96.194 | 26961.00 | 6097110.00 |
| 3766 | 2015.04.07 17:22 | t/p | 1886 | 0.15 | 96.262 | 92.656 | 96.256 | 21210.00 | 6118320.00 |
| 3767 | 2015.04.07 17:33 | t/p | 1879 | 0.11 | 96.331 | 92.725 | 96.325 | 15576.00 | 6133896.00 |
| 3768 | 2015.04.07 17:34 | t/p | 1880 | 0.09 | 96.367 | 92.758 | 96.358 | 12717.00 | 6146613.00 |
| 3769 | 2015.04.07 17:52 | t/p | 1883 | 0.07 | 96.437 | 92.843 | 96.443 | 9793.00 | 6156406.00 |
| 3770 | 2015.04.08 06:00 | sell | 1889 | 0.01 | 96.131 | 96.845 | 94.740 | ||
| 3771 | 2015.04.08 13:15 | t/p | 1882 | 0.05 | 96.559 | 92.959 | 96.559 | 7025.00 | 6163431.00 |
| 3772 | 2015.04.08 13:15 | t/p | 1881 | 0.04 | 96.570 | 92.971 | 96.571 | 5620.00 | 6169051.00 |
| 3773 | 2015.04.15 20:25 | t/p | 1885 | 0.03 | 96.705 | 93.113 | 96.713 | 4182.00 | 6173233.00 |
| 3774 | 2015.04.15 22:28 | t/p | 1884 | 0.02 | 96.800 | 93.202 | 96.802 | 2788.00 | 6176021.00 |
| 3775 | 2015.04.15 22:39 | t/p | 1873 | 0.02 | 96.815 | 93.221 | 96.821 | 2774.00 | 6178795.00 |
| 3776 | 2015.04.15 22:42 | s/l | 1889 | 0.01 | 96.835 | 96.845 | 94.740 | -704.00 | 6178091.00 |
| 3777 | 2015.04.16 03:13 | t/p | 1874 | 0.01 | 96.951 | 93.360 | 96.960 | 1384.00 | 6179475.00 |
| 3778 | 2015.04.16 03:16 | t/p | 1867 | 0.01 | 97.022 | 93.421 | 97.021 | 1407.00 | 6180882.00 |
| 3779 | 2015.04.16 12:00 | buy | 1890 | 0.01 | 96.925 | 94.434 | 98.534 | ||
| 3780 | 2015.04.23 18:26 | t/p | 1890 | 0.01 | 98.531 | 94.434 | 98.534 | 1606.00 | 6182488.00 |
| 3781 | 2015.04.23 19:00 | buy | 1891 | 0.01 | 98.553 | 96.045 | 100.145 | ||
| 3782 | 2015.04.23 21:00 | buy | 1892 | 0.01 | 98.456 | 95.963 | 100.063 | ||
| 3783 | 2015.04.27 00:03 | sell | 1893 | 0.01 | 97.530 | 98.715 | 96.080 | ||
| 3784 | 2015.04.27 11:00 | buy | 1894 | 0.09 | 97.853 | 95.349 | 99.449 | ||
| 3785 | 2015.04.27 12:00 | buy | 1895 | 0.07 | 97.922 | 95.416 | 99.516 | ||
| 3786 | 2015.04.27 13:00 | buy | 1896 | 0.05 | 97.995 | 95.500 | 99.600 | ||
| 3787 | 2015.04.27 14:00 | buy | 1897 | 0.03 | 98.169 | 95.665 | 99.765 | ||
| 3788 | 2015.04.27 15:00 | buy | 1898 | 0.02 | 98.217 | 95.722 | 99.822 | ||
| 3789 | 2015.04.28 16:41 | s/l | 1893 | 0.01 | 98.722 | 98.715 | 96.080 | -1192.00 | 6181296.00 |
| 3790 | 2015.04.29 16:58 | t/p | 1894 | 0.09 | 99.450 | 95.349 | 99.449 | 14373.00 | 6195669.00 |
| 3791 | 2015.05.05 13:27 | t/p | 1895 | 0.07 | 99.522 | 95.416 | 99.516 | 11200.00 | 6206869.00 |
| 3792 | 2015.05.05 14:34 | t/p | 1896 | 0.05 | 99.603 | 95.500 | 99.600 | 8040.00 | 6214909.00 |
| 3793 | 2015.05.05 16:32 | t/p | 1897 | 0.03 | 99.774 | 95.665 | 99.765 | 4815.00 | 6219724.00 |
| 3794 | 2015.05.05 16:44 | t/p | 1898 | 0.02 | 99.831 | 95.722 | 99.822 | 3228.00 | 6222952.00 |
| 3795 | 2015.05.07 12:00 | sell | 1899 | 0.01 | 98.848 | 100.020 | 97.453 | ||
| 3796 | 2015.05.08 20:00 | sell | 1900 | 0.02 | 98.986 | 100.020 | 97.578 | ||
| 3797 | 2015.05.11 06:00 | sell | 1901 | 0.01 | 98.925 | 100.020 | 97.524 | ||
| 3798 | 2015.05.12 19:58 | s/l | 1899 | 0.01 | 100.017 | 100.020 | 97.453 | -1169.00 | 6221783.00 |
| 3799 | 2015.05.12 19:58 | s/l | 1900 | 0.02 | 100.028 | 100.020 | 97.578 | -2084.00 | 6219699.00 |
| 3800 | 2015.05.12 19:58 | s/l | 1901 | 0.01 | 100.027 | 100.020 | 97.524 | -1102.00 | 6218597.00 |
| 3801 | 2015.05.13 12:35 | t/p | 1892 | 0.01 | 100.064 | 95.963 | 100.063 | 1608.00 | 6220205.00 |
| 3802 | 2015.05.13 22:00 | sell | 1902 | 0.01 | 99.474 | 100.114 | 98.070 | ||
| 3803 | 2015.05.14 03:00 | sell | 1903 | 0.09 | 99.671 | 100.114 | 98.269 | ||
| 3804 | 2015.05.14 18:00 | sell | 1904 | 0.07 | 99.639 | 100.114 | 98.248 | ||
| 3805 | 2015.05.29 13:00 | sell | 1905 | 0.02 | 99.543 | 100.114 | 98.136 | ||
| 3806 | 2015.06.02 12:00 | sell | 1906 | 0.01 | 99.497 | 100.114 | 98.104 | ||
| 3807 | 2015.06.02 19:13 | s/l | 1902 | 0.01 | 100.109 | 100.114 | 98.070 | -635.00 | 6219570.00 |
| 3808 | 2015.06.02 19:13 | s/l | 1903 | 0.09 | 100.112 | 100.114 | 98.269 | -3969.00 | 6215601.00 |
| 3809 | 2015.06.02 19:13 | s/l | 1904 | 0.07 | 100.120 | 100.114 | 98.248 | -3367.00 | 6212234.00 |
| 3810 | 2015.06.02 19:13 | s/l | 1905 | 0.02 | 100.119 | 100.114 | 98.136 | -1152.00 | 6211082.00 |
| 3811 | 2015.06.02 19:13 | s/l | 1906 | 0.01 | 100.107 | 100.114 | 98.104 | -610.00 | 6210472.00 |
| 3812 | 2015.06.02 19:21 | t/p | 1891 | 0.01 | 100.150 | 96.045 | 100.145 | 1597.00 | 6212069.00 |
| 3813 | 2015.06.03 13:00 | sell | 1907 | 0.01 | 99.821 | 100.248 | 98.431 | ||
| 3814 | 2015.06.03 14:00 | sell | 1908 | 0.07 | 99.930 | 100.248 | 98.538 | ||
| 3815 | 2015.06.05 15:30 | s/l | 1907 | 0.01 | 100.299 | 100.248 | 98.431 | -478.00 | 6211591.00 |
| 3816 | 2015.06.05 15:30 | s/l | 1908 | 0.07 | 100.283 | 100.248 | 98.538 | -2471.00 | 6209120.00 |
| 3817 | 2015.06.08 11:00 | sell | 1909 | 0.01 | 100.660 | 101.052 | 99.250 | ||
| 3818 | 2015.06.08 14:00 | sell | 1910 | 0.02 | 100.687 | 101.052 | 99.293 | ||
| 3819 | 2015.06.17 20:59 | s/l | 1909 | 0.01 | 101.052 | 101.052 | 99.250 | -392.00 | 6208728.00 |
| 3820 | 2015.06.17 20:59 | s/l | 1910 | 0.02 | 101.050 | 101.052 | 99.293 | -726.00 | 6208002.00 |
| 3821 | 2015.06.18 06:00 | sell | 1911 | 0.01 | 100.659 | 101.068 | 99.257 | ||
| 3822 | 2015.06.18 11:00 | sell | 1912 | 0.01 | 100.672 | 101.068 | 99.280 | ||
| 3823 | 2015.06.18 15:43 | s/l | 1911 | 0.01 | 101.062 | 101.068 | 99.257 | -403.00 | 6207599.00 |
| 3824 | 2015.06.18 15:43 | s/l | 1912 | 0.01 | 101.074 | 101.068 | 99.280 | -402.00 | 6207197.00 |
| 3825 | 2015.06.18 19:00 | sell | 1913 | 0.01 | 100.628 | 101.170 | 99.232 | ||
| 3826 | 2015.06.29 00:48 | t/p | 1913 | 0.01 | 99.221 | 101.170 | 99.232 | 1407.00 | 6208604.00 |
| 3827 | 2015.06.29 01:00 | sell | 1914 | 0.01 | 99.388 | 101.170 | 97.956 | ||
| 3828 | 2015.06.29 04:00 | sell | 1915 | 0.02 | 99.610 | 101.170 | 98.207 | ||
| 3829 | 2015.06.29 07:00 | sell | 1916 | 0.03 | 99.636 | 101.170 | 98.243 | ||
| 3830 | 2015.06.29 11:00 | sell | 1917 | 0.04 | 99.719 | 101.170 | 98.317 | ||
| 3831 | 2015.06.29 15:00 | sell | 1918 | 0.01 | 99.506 | 101.170 | 98.097 | ||
| 3832 | 2015.06.30 14:00 | buy | 1919 | 0.01 | 98.871 | 97.392 | 100.281 | ||
| 3833 | 2015.06.30 16:23 | t/p | 1917 | 0.04 | 98.325 | 101.170 | 98.317 | 5576.00 | 6214180.00 |
| 3834 | 2015.06.30 17:10 | t/p | 1916 | 0.03 | 98.240 | 101.170 | 98.243 | 4188.00 | 6218368.00 |
| 3835 | 2015.06.30 17:12 | t/p | 1915 | 0.02 | 98.214 | 101.170 | 98.207 | 2792.00 | 6221160.00 |
| 3836 | 2015.06.30 17:46 | t/p | 1918 | 0.01 | 98.094 | 101.170 | 98.097 | 1412.00 | 6222572.00 |
| 3837 | 2015.06.30 18:57 | t/p | 1914 | 0.01 | 97.947 | 101.170 | 97.956 | 1441.00 | 6224013.00 |
| 3838 | 2015.07.01 11:00 | buy | 1920 | 0.51 | 98.111 | 97.469 | 99.514 | ||
| 3839 | 2015.07.01 12:00 | buy | 1921 | 0.19 | 98.274 | 97.465 | 99.683 | ||
| 3840 | 2015.07.01 14:00 | buy | 1922 | 0.29 | 98.190 | 97.470 | 99.596 | ||
| 3841 | 2015.07.03 15:47 | s/l | 1920 | 0.51 | 97.455 | 97.469 | 99.514 | -33456.00 | 6190557.00 |
| 3842 | 2015.07.03 15:47 | s/l | 1921 | 0.19 | 97.469 | 97.465 | 99.683 | -15295.00 | 6175262.00 |
| 3843 | 2015.07.03 15:47 | s/l | 1922 | 0.29 | 97.461 | 97.470 | 99.596 | -21141.00 | 6154121.00 |
| 3844 | 2015.07.03 16:53 | s/l | 1919 | 0.01 | 97.399 | 97.392 | 100.281 | -1472.00 | 6152649.00 |
| 3845 | 2015.07.06 11:00 | buy | 1923 | 0.01 | 97.558 | 96.618 | 98.952 | ||
| 3846 | 2015.07.06 21:31 | s/l | 1923 | 0.01 | 96.617 | 96.618 | 98.952 | -941.00 | 6151708.00 |
| 3847 | 2015.07.07 11:00 | sell | 1924 | 0.01 | 96.673 | 99.175 | 95.075 | ||
| 3848 | 2015.07.08 16:18 | t/p | 1924 | 0.01 | 95.072 | 99.175 | 95.075 | 1601.00 | 6153309.00 |
| 3849 | 2015.07.09 04:00 | sell | 1925 | 0.01 | 94.779 | 97.278 | 93.178 | ||
| 3850 | 2015.07.10 19:00 | buy | 1926 | 0.01 | 96.542 | 94.499 | 97.952 | ||
| 3851 | 2015.07.14 14:00 | sell | 1927 | 0.99 | 96.450 | 97.278 | 94.842 | ||
| 3852 | 2015.07.21 17:00 | buy | 1928 | 0.11 | 95.881 | 94.495 | 97.275 | ||
| 3853 | 2015.07.23 18:00 | buy | 1929 | 0.51 | 95.455 | 94.493 | 96.855 | ||
| 3854 | 2015.07.24 14:36 | t/p | 1927 | 0.99 | 94.843 | 97.278 | 94.842 | 159093.00 | 6312402.00 |
| 3855 | 2015.07.24 20:09 | s/l | 1926 | 0.01 | 94.492 | 94.499 | 97.952 | -2050.00 | 6310352.00 |
| 3856 | 2015.07.24 20:09 | s/l | 1928 | 0.11 | 94.486 | 94.495 | 97.275 | -15345.00 | 6295007.00 |
| 3857 | 2015.07.24 20:10 | s/l | 1929 | 0.51 | 94.482 | 94.493 | 96.855 | -49623.00 | 6245384.00 |
| 3858 | 2015.07.27 00:00 | sell | 1930 | 0.01 | 94.878 | 97.278 | 93.282 | ||
| 3859 | 2015.07.28 07:00 | buy | 1931 | 0.01 | 94.882 | 94.359 | 96.288 | ||
| 3860 | 2015.08.03 11:11 | s/l | 1931 | 0.01 | 94.353 | 94.359 | 96.288 | -529.00 | 6244855.00 |
| 3861 | 2015.08.04 09:00 | buy | 1932 | 0.01 | 94.335 | 94.079 | 95.728 | ||
| 3862 | 2015.08.05 11:00 | buy | 1933 | 0.01 | 94.331 | 94.080 | 95.734 | ||
| 3863 | 2015.08.05 15:00 | buy | 1934 | 0.04 | 94.301 | 94.076 | 95.698 | ||
| 3864 | 2015.08.10 19:54 | t/p | 1934 | 0.04 | 95.690 | 94.076 | 95.698 | 5556.00 | 6250411.00 |
| 3865 | 2015.08.10 19:55 | t/p | 1932 | 0.01 | 95.736 | 94.079 | 95.728 | 1401.00 | 6251812.00 |
| 3866 | 2015.08.10 19:55 | t/p | 1933 | 0.01 | 95.732 | 94.080 | 95.734 | 1401.00 | 6253213.00 |
| 3867 | 2015.08.10 21:00 | buy | 1935 | 0.01 | 95.691 | 94.076 | 97.090 | ||
| 3868 | 2015.08.12 04:00 | buy | 1936 | 0.02 | 95.564 | 94.079 | 96.958 | ||
| 3869 | 2015.08.12 14:00 | buy | 1937 | 0.02 | 95.512 | 94.085 | 96.920 | ||
| 3870 | 2015.08.14 15:00 | buy | 1938 | 0.09 | 95.219 | 94.080 | 96.617 | ||
| 3871 | 2015.08.17 19:00 | buy | 1939 | 0.31 | 94.969 | 94.079 | 96.378 | ||
| 3872 | 2015.08.17 20:00 | buy | 1940 | 0.19 | 95.054 | 94.076 | 96.450 | ||
| 3873 | 2015.08.17 21:00 | buy | 1941 | 0.11 | 95.149 | 94.077 | 96.547 | ||
| 3874 | 2015.08.18 00:00 | buy | 1942 | 0.15 | 95.127 | 94.109 | 96.528 | ||
| 3875 | 2015.08.18 04:00 | buy | 1943 | 0.10 | 95.037 | 94.080 | 96.432 | ||
| 3876 | 2015.08.20 11:48 | s/l | 1942 | 0.15 | 94.110 | 94.109 | 96.528 | -15255.00 | 6237958.00 |
| 3877 | 2015.08.20 11:50 | s/l | 1937 | 0.02 | 94.095 | 94.085 | 96.920 | -2834.00 | 6235124.00 |
| 3878 | 2015.08.20 11:51 | s/l | 1936 | 0.02 | 94.070 | 94.079 | 96.958 | -2988.00 | 6232136.00 |
| 3879 | 2015.08.20 11:51 | s/l | 1938 | 0.09 | 94.074 | 94.080 | 96.617 | -10305.00 | 6221831.00 |
| 3880 | 2015.08.20 11:51 | s/l | 1939 | 0.31 | 94.085 | 94.079 | 96.378 | -27404.00 | 6194427.00 |
| 3881 | 2015.08.20 11:51 | s/l | 1941 | 0.11 | 94.067 | 94.077 | 96.547 | -11902.00 | 6182525.00 |
| 3882 | 2015.08.20 11:51 | s/l | 1943 | 0.10 | 94.073 | 94.080 | 96.432 | -9640.00 | 6172885.00 |
| 3883 | 2015.08.20 11:51 | s/l | 1935 | 0.01 | 94.066 | 94.076 | 97.090 | -1625.00 | 6171260.00 |
| 3884 | 2015.08.20 11:51 | s/l | 1940 | 0.19 | 94.073 | 94.076 | 96.450 | -18639.00 | 6152621.00 |
| 3885 | 2015.08.20 19:00 | buy | 1944 | 0.01 | 94.485 | 94.024 | 95.879 | ||
| 3886 | 2015.08.21 03:00 | buy | 1945 | 0.04 | 94.394 | 94.021 | 95.801 | ||
| 3887 | 2015.08.21 04:00 | buy | 1946 | 0.05 | 94.395 | 94.026 | 95.789 | ||
| 3888 | 2015.08.21 05:34 | s/l | 1944 | 0.01 | 94.028 | 94.024 | 95.879 | -457.00 | 6152164.00 |
| 3889 | 2015.08.21 05:34 | s/l | 1945 | 0.04 | 94.016 | 94.021 | 95.801 | -1512.00 | 6150652.00 |
| 3890 | 2015.08.21 05:34 | s/l | 1946 | 0.05 | 94.012 | 94.026 | 95.789 | -1915.00 | 6148737.00 |
| 3891 | 2015.08.21 17:49 | t/p | 1930 | 0.01 | 93.283 | 97.278 | 93.282 | 1595.00 | 6150332.00 |
| 3892 | 2015.08.21 17:57 | t/p | 1925 | 0.01 | 93.151 | 97.278 | 93.178 | 1628.00 | 6151960.00 |
| 3893 | 2015.08.26 19:00 | sell | 1947 | 0.01 | 89.528 | 92.029 | 87.929 | ||
| 3894 | 2015.08.27 12:00 | buy | 1948 | 0.01 | 91.033 | 88.833 | 92.433 | ||
| 3895 | 2015.08.27 19:25 | s/l | 1947 | 0.01 | 92.022 | 92.029 | 87.929 | -2494.00 | 6149466.00 |
| 3896 | 2015.09.02 01:00 | sell | 1949 | 0.01 | 90.087 | 92.594 | 88.494 | ||
| 3897 | 2015.09.02 08:00 | buy | 1950 | 0.01 | 90.891 | 88.698 | 92.298 | ||
| 3898 | 2015.09.03 00:00 | buy | 1951 | 0.03 | 90.700 | 88.497 | 92.097 | ||
| 3899 | 2015.09.03 02:00 | buy | 1952 | 0.02 | 90.846 | 88.651 | 92.251 | ||
| 3900 | 2015.09.03 10:00 | buy | 1953 | 0.02 | 90.829 | 88.621 | 92.221 | ||