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 |
| 3901 | 2015.09.07 06:00 | buy | 1954 | 0.31 | 90.031 | 87.836 | 91.436 | ||
| 3902 | 2015.09.07 13:00 | buy | 1955 | 0.40 | 89.914 | 87.715 | 91.315 | ||
| 3903 | 2015.09.07 16:00 | buy | 1956 | 0.20 | 89.902 | 87.700 | 91.300 | ||
| 3904 | 2015.09.09 05:23 | t/p | 1956 | 0.20 | 91.310 | 87.700 | 91.300 | 28160.00 | 6177626.00 |
| 3905 | 2015.09.09 05:23 | t/p | 1955 | 0.40 | 91.308 | 87.715 | 91.315 | 55760.00 | 6233386.00 |
| 3906 | 2015.09.09 16:04 | t/p | 1954 | 0.31 | 91.435 | 87.836 | 91.436 | 43524.00 | 6276910.00 |
| 3907 | 2015.09.23 11:00 | buy | 1957 | 0.05 | 90.571 | 88.377 | 91.977 | ||
| 3908 | 2015.09.23 13:00 | buy | 1958 | 0.04 | 90.605 | 88.413 | 92.013 | ||
| 3909 | 2015.09.24 23:00 | buy | 1959 | 0.24 | 90.112 | 87.913 | 91.513 | ||
| 3910 | 2015.09.25 00:00 | buy | 1960 | 0.15 | 90.277 | 88.069 | 91.669 | ||
| 3911 | 2015.09.25 01:00 | buy | 1961 | 0.19 | 90.191 | 87.984 | 91.584 | ||
| 3912 | 2015.09.25 09:00 | buy | 1962 | 0.11 | 90.300 | 88.099 | 91.699 | ||
| 3913 | 2015.09.25 10:00 | buy | 1963 | 0.09 | 90.371 | 88.177 | 91.777 | ||
| 3914 | 2015.09.29 14:00 | buy | 1964 | 0.04 | 89.439 | 87.380 | 90.848 | ||
| 3915 | 2015.10.02 15:07 | t/p | 1964 | 0.04 | 90.854 | 87.380 | 90.848 | 5660.00 | 6282570.00 |
| 3916 | 2015.10.05 10:23 | t/p | 1959 | 0.24 | 91.513 | 87.913 | 91.513 | 33624.00 | 6316194.00 |
| 3917 | 2015.10.05 10:30 | t/p | 1961 | 0.19 | 91.596 | 87.984 | 91.584 | 26695.00 | 6342889.00 |
| 3918 | 2015.10.05 11:01 | t/p | 1960 | 0.15 | 91.672 | 88.069 | 91.669 | 20925.00 | 6363814.00 |
| 3919 | 2015.10.05 11:40 | t/p | 1962 | 0.11 | 91.697 | 88.099 | 91.699 | 15367.00 | 6379181.00 |
| 3920 | 2015.10.05 12:09 | t/p | 1963 | 0.09 | 91.781 | 88.177 | 91.777 | 12690.00 | 6391871.00 |
| 3921 | 2015.10.05 12:47 | t/p | 1957 | 0.05 | 91.969 | 88.377 | 91.977 | 6990.00 | 6398861.00 |
| 3922 | 2015.10.05 12:50 | t/p | 1958 | 0.04 | 92.008 | 88.413 | 92.013 | 5612.00 | 6404473.00 |
| 3923 | 2015.10.05 21:39 | t/p | 1951 | 0.03 | 92.098 | 88.497 | 92.097 | 4194.00 | 6408667.00 |
| 3924 | 2015.10.06 07:55 | t/p | 1953 | 0.02 | 92.216 | 88.621 | 92.221 | 2774.00 | 6411441.00 |
| 3925 | 2015.10.06 20:17 | t/p | 1952 | 0.02 | 92.257 | 88.651 | 92.251 | 2822.00 | 6414263.00 |
| 3926 | 2015.10.06 21:31 | t/p | 1950 | 0.01 | 92.289 | 88.698 | 92.298 | 1398.00 | 6415661.00 |
| 3927 | 2015.10.07 15:20 | t/p | 1948 | 0.01 | 92.439 | 88.833 | 92.433 | 1406.00 | 6417067.00 |
| 3928 | 2015.10.07 17:00 | buy | 1965 | 0.01 | 92.431 | 90.227 | 93.827 | ||
| 3929 | 2015.10.08 13:00 | buy | 1966 | 0.07 | 91.897 | 89.704 | 93.304 | ||
| 3930 | 2015.10.08 15:00 | buy | 1967 | 0.04 | 92.015 | 89.808 | 93.408 | ||
| 3931 | 2015.10.08 20:00 | buy | 1968 | 0.03 | 92.095 | 89.890 | 93.490 | ||
| 3932 | 2015.10.08 22:00 | buy | 1969 | 0.02 | 92.236 | 90.029 | 93.629 | ||
| 3933 | 2015.10.09 01:00 | buy | 1970 | 0.02 | 92.168 | 89.973 | 93.573 | ||
| 3934 | 2015.10.09 04:00 | buy | 1971 | 0.01 | 92.286 | 90.096 | 93.696 | ||
| 3935 | 2015.10.09 08:57 | s/l | 1949 | 0.01 | 92.594 | 92.594 | 88.494 | -2507.00 | 6414560.00 |
| 3936 | 2015.10.14 03:00 | buy | 1972 | 0.05 | 91.975 | 89.782 | 93.382 | ||
| 3937 | 2015.10.20 13:00 | buy | 1973 | 0.09 | 91.825 | 89.623 | 93.223 | ||
| 3938 | 2015.10.22 16:00 | buy | 1974 | 0.24 | 91.475 | 89.267 | 92.867 | ||
| 3939 | 2015.10.28 11:00 | buy | 1975 | 0.42 | 90.885 | 88.694 | 92.294 | ||
| 3940 | 2015.10.30 19:01 | t/p | 1975 | 0.42 | 92.293 | 88.694 | 92.294 | 59136.00 | 6473696.00 |
| 3941 | 2015.11.03 10:00 | sell | 1976 | 0.01 | 92.145 | 93.282 | 90.749 | ||
| 3942 | 2015.11.03 21:03 | t/p | 1974 | 0.24 | 92.863 | 89.267 | 92.867 | 33312.00 | 6507008.00 |
| 3943 | 2015.11.04 15:00 | sell | 1977 | 0.31 | 92.695 | 93.282 | 91.286 | ||
| 3944 | 2015.11.04 17:00 | sell | 1978 | 0.07 | 92.443 | 93.282 | 91.048 | ||
| 3945 | 2015.11.04 19:00 | sell | 1979 | 0.03 | 92.318 | 93.282 | 90.912 | ||
| 3946 | 2015.11.04 21:00 | sell | 1980 | 0.02 | 92.229 | 93.282 | 90.824 | ||
| 3947 | 2015.11.05 01:00 | sell | 1981 | 0.05 | 92.379 | 93.282 | 90.989 | ||
| 3948 | 2015.11.05 02:00 | sell | 1982 | 0.04 | 92.363 | 93.282 | 90.963 | ||
| 3949 | 2015.11.05 03:00 | sell | 1983 | 0.02 | 92.289 | 93.282 | 90.885 | ||
| 3950 | 2015.11.09 00:04 | sell | 1984 | 0.24 | 92.659 | 93.282 | 91.242 | ||
| 3951 | 2015.11.09 15:08 | t/p | 1973 | 0.09 | 93.227 | 89.623 | 93.223 | 12618.00 | 6519626.00 |
| 3952 | 2015.11.10 03:00 | sell | 1985 | 0.21 | 92.762 | 93.282 | 91.360 | ||
| 3953 | 2015.12.07 17:00 | t/p | 1985 | 0.21 | 91.351 | 93.282 | 91.360 | 29631.00 | 6549257.00 |
| 3954 | 2015.12.07 17:30 | t/p | 1977 | 0.31 | 91.280 | 93.282 | 91.286 | 43865.00 | 6593122.00 |
| 3955 | 2015.12.07 17:32 | t/p | 1984 | 0.24 | 91.235 | 93.282 | 91.242 | 34176.00 | 6627298.00 |
| 3956 | 2015.12.08 05:16 | t/p | 1978 | 0.07 | 91.052 | 93.282 | 91.048 | 9737.00 | 6637035.00 |
| 3957 | 2015.12.08 10:24 | t/p | 1981 | 0.05 | 90.979 | 93.282 | 90.989 | 7000.00 | 6644035.00 |
| 3958 | 2015.12.08 10:31 | t/p | 1982 | 0.04 | 90.955 | 93.282 | 90.963 | 5632.00 | 6649667.00 |
| 3959 | 2015.12.08 10:45 | t/p | 1979 | 0.03 | 90.911 | 93.282 | 90.912 | 4221.00 | 6653888.00 |
| 3960 | 2015.12.08 10:51 | t/p | 1983 | 0.02 | 90.879 | 93.282 | 90.885 | 2820.00 | 6656708.00 |
| 3961 | 2015.12.08 11:26 | t/p | 1980 | 0.02 | 90.823 | 93.282 | 90.824 | 2812.00 | 6659520.00 |
| 3962 | 2015.12.08 14:20 | t/p | 1976 | 0.01 | 90.741 | 93.282 | 90.749 | 1404.00 | 6660924.00 |
| 3963 | 2015.12.08 15:19 | s/l | 1965 | 0.01 | 90.227 | 90.227 | 93.827 | -2204.00 | 6658720.00 |
| 3964 | 2015.12.09 15:46 | s/l | 1971 | 0.01 | 90.098 | 90.096 | 93.696 | -2188.00 | 6656532.00 |
| 3965 | 2015.12.09 15:46 | s/l | 1969 | 0.02 | 90.006 | 90.029 | 93.629 | -4460.00 | 6652072.00 |
| 3966 | 2015.12.09 15:46 | s/l | 1970 | 0.02 | 89.981 | 89.973 | 93.573 | -4374.00 | 6647698.00 |
| 3967 | 2015.12.09 16:01 | s/l | 1968 | 0.03 | 89.891 | 89.890 | 93.490 | -6612.00 | 6641086.00 |
| 3968 | 2015.12.09 16:05 | s/l | 1967 | 0.04 | 89.818 | 89.808 | 93.408 | -8788.00 | 6632298.00 |
| 3969 | 2015.12.09 18:26 | s/l | 1972 | 0.05 | 89.777 | 89.782 | 93.382 | -10990.00 | 6621308.00 |
| 3970 | 2015.12.09 18:37 | s/l | 1966 | 0.07 | 89.699 | 89.704 | 93.304 | -15386.00 | 6605922.00 |
| 3971 | 2015.12.10 10:00 | buy | 1986 | 0.01 | 89.808 | 89.078 | 91.398 | ||
| 3972 | 2015.12.10 15:00 | buy | 1987 | 0.04 | 89.680 | 89.075 | 91.281 | ||
| 3973 | 2015.12.10 19:51 | s/l | 1986 | 0.01 | 89.072 | 89.078 | 91.398 | -736.00 | 6605186.00 |
| 3974 | 2015.12.11 12:07 | s/l | 1987 | 0.04 | 89.078 | 89.075 | 91.281 | -2408.00 | 6602778.00 |
| 3975 | 2015.12.14 09:00 | buy | 1988 | 0.01 | 88.367 | 87.714 | 89.961 | ||
| 3976 | 2015.12.14 12:00 | buy | 1989 | 0.03 | 88.269 | 87.713 | 89.877 | ||
| 3977 | 2015.12.14 13:00 | buy | 1990 | 0.02 | 88.290 | 87.713 | 89.890 | ||
| 3978 | 2015.12.14 14:15 | s/l | 1988 | 0.01 | 87.718 | 87.714 | 89.961 | -649.00 | 6602129.00 |
| 3979 | 2015.12.14 14:15 | s/l | 1989 | 0.03 | 87.719 | 87.713 | 89.877 | -1650.00 | 6600479.00 |
| 3980 | 2015.12.14 14:15 | s/l | 1990 | 0.02 | 87.715 | 87.713 | 89.890 | -1150.00 | 6599329.00 |
| 3981 | 2015.12.15 02:00 | buy | 1991 | 0.01 | 88.239 | 87.447 | 89.834 | ||
| 3982 | 2015.12.15 09:00 | buy | 1992 | 0.02 | 88.180 | 87.442 | 89.782 | ||
| 3983 | 2015.12.18 10:01 | s/l | 1991 | 0.01 | 87.438 | 87.447 | 89.834 | -801.00 | 6598528.00 |
| 3984 | 2015.12.18 10:01 | s/l | 1992 | 0.02 | 87.445 | 87.442 | 89.782 | -1470.00 | 6597058.00 |
| 3985 | 2015.12.21 00:05 | sell | 1993 | 0.01 | 86.996 | 89.444 | 85.344 | ||
| 3986 | 2015.12.30 01:00 | buy | 1994 | 0.01 | 87.071 | 86.364 | 88.468 | ||
| 3987 | 2015.12.30 06:00 | buy | 1995 | 0.02 | 87.012 | 86.352 | 88.417 | ||
| 3988 | 2015.12.31 03:00 | buy | 1996 | 0.09 | 86.873 | 86.349 | 88.266 | ||
| 3989 | 2015.12.31 15:00 | buy | 1997 | 0.11 | 86.852 | 86.352 | 88.252 | ||
| 3990 | 2015.12.31 20:00 | buy | 1998 | 0.05 | 86.927 | 86.355 | 88.327 | ||
| 3991 | 2015.12.31 21:00 | buy | 1999 | 0.07 | 86.923 | 86.357 | 88.316 | ||
| 3992 | 2016.01.04 03:00 | buy | 2000 | 0.19 | 86.790 | 86.354 | 88.197 | ||
| 3993 | 2016.01.04 03:58 | s/l | 1994 | 0.01 | 86.371 | 86.364 | 88.468 | -700.00 | 6596358.00 |
| 3994 | 2016.01.04 03:58 | s/l | 1999 | 0.07 | 86.365 | 86.357 | 88.316 | -3906.00 | 6592452.00 |
| 3995 | 2016.01.04 03:58 | s/l | 1998 | 0.05 | 86.361 | 86.355 | 88.327 | -2830.00 | 6589622.00 |
| 3996 | 2016.01.04 03:58 | s/l | 2000 | 0.19 | 86.349 | 86.354 | 88.197 | -8379.00 | 6581243.00 |
| 3997 | 2016.01.04 03:58 | s/l | 1995 | 0.02 | 86.352 | 86.352 | 88.417 | -1320.00 | 6579923.00 |
| 3998 | 2016.01.04 03:58 | s/l | 1997 | 0.11 | 86.350 | 86.352 | 88.252 | -5522.00 | 6574401.00 |
| 3999 | 2016.01.04 03:58 | s/l | 1996 | 0.09 | 86.350 | 86.349 | 88.266 | -4707.00 | 6569694.00 |
| 4000 | 2016.01.04 10:03 | t/p | 1993 | 0.01 | 85.345 | 89.444 | 85.344 | 1651.00 | 6571345.00 |
| 4001 | 2016.01.04 11:00 | sell | 2001 | 0.01 | 85.413 | 87.910 | 83.810 | ||
| 4002 | 2016.01.04 13:00 | sell | 2002 | 0.01 | 85.569 | 87.910 | 83.970 | ||
| 4003 | 2016.01.04 17:00 | sell | 2003 | 0.02 | 85.740 | 87.910 | 84.139 | ||
| 4004 | 2016.01.06 10:27 | t/p | 2003 | 0.02 | 84.129 | 87.910 | 84.139 | 3222.00 | 6574567.00 |
| 4005 | 2016.01.06 12:27 | t/p | 2002 | 0.01 | 83.980 | 87.910 | 83.970 | 1589.00 | 6576156.00 |
| 4006 | 2016.01.07 03:37 | t/p | 2001 | 0.01 | 83.811 | 87.910 | 83.810 | 1602.00 | 6577758.00 |
| 4007 | 2016.01.08 00:00 | sell | 2004 | 0.01 | 83.345 | 85.847 | 81.747 | ||
| 4008 | 2016.01.08 20:00 | sell | 2005 | 0.01 | 83.475 | 85.847 | 81.871 | ||
| 4009 | 2016.01.13 21:43 | t/p | 2005 | 0.01 | 81.877 | 85.847 | 81.871 | 1598.00 | 6579356.00 |
| 4010 | 2016.01.14 02:18 | t/p | 2004 | 0.01 | 81.749 | 85.847 | 81.747 | 1596.00 | 6580952.00 |
| 4011 | 2016.01.14 03:00 | sell | 2006 | 0.01 | 81.752 | 84.257 | 80.157 | ||
| 4012 | 2016.01.14 13:00 | sell | 2007 | 0.01 | 81.863 | 84.257 | 80.260 | ||
| 4013 | 2016.01.15 05:00 | sell | 2008 | 0.02 | 82.028 | 84.257 | 80.438 | ||
| 4014 | 2016.01.15 06:00 | sell | 2009 | 0.02 | 81.932 | 84.257 | 80.328 | ||
| 4015 | 2016.01.15 18:54 | t/p | 2008 | 0.02 | 80.434 | 84.257 | 80.438 | 3188.00 | 6584140.00 |
| 4016 | 2016.01.15 19:25 | t/p | 2009 | 0.02 | 80.319 | 84.257 | 80.328 | 3226.00 | 6587366.00 |
| 4017 | 2016.01.15 19:31 | t/p | 2007 | 0.01 | 80.256 | 84.257 | 80.260 | 1607.00 | 6588973.00 |
| 4018 | 2016.01.18 00:00 | t/p | 2006 | 0.01 | 80.009 | 84.257 | 80.157 | 1743.00 | 6590716.00 |
| 4019 | 2016.01.18 00:03 | sell | 2010 | 0.01 | 79.982 | 82.321 | 78.221 | ||
| 4020 | 2016.01.18 02:00 | sell | 2011 | 0.02 | 80.245 | 82.321 | 78.637 | ||
| 4021 | 2016.01.18 10:00 | sell | 2012 | 0.05 | 80.478 | 82.321 | 78.878 | ||
| 4022 | 2016.01.18 22:00 | sell | 2013 | 0.09 | 80.636 | 82.321 | 79.032 | ||
| 4023 | 2016.01.18 23:00 | sell | 2014 | 0.07 | 80.589 | 82.321 | 78.989 | ||
| 4024 | 2016.01.19 05:00 | sell | 2015 | 0.11 | 80.724 | 82.321 | 79.127 | ||
| 4025 | 2016.01.19 19:00 | sell | 2016 | 0.31 | 81.080 | 82.321 | 79.471 | ||
| 4026 | 2016.01.19 20:00 | sell | 2017 | 0.15 | 80.862 | 82.321 | 79.268 | ||
| 4027 | 2016.01.20 04:00 | sell | 2018 | 0.03 | 80.330 | 82.321 | 78.735 | ||
| 4028 | 2016.01.20 05:00 | sell | 2019 | 0.02 | 80.192 | 82.321 | 78.587 | ||
| 4029 | 2016.01.20 09:09 | t/p | 2016 | 0.31 | 79.463 | 82.321 | 79.471 | 50127.00 | 6640843.00 |
| 4030 | 2016.01.20 10:24 | t/p | 2017 | 0.15 | 79.262 | 82.321 | 79.268 | 24000.00 | 6664843.00 |
| 4031 | 2016.01.20 10:46 | t/p | 2015 | 0.11 | 79.128 | 82.321 | 79.127 | 17556.00 | 6682399.00 |
| 4032 | 2016.01.20 10:56 | t/p | 2013 | 0.09 | 79.022 | 82.321 | 79.032 | 14526.00 | 6696925.00 |
| 4033 | 2016.01.20 11:01 | t/p | 2014 | 0.07 | 78.992 | 82.321 | 78.989 | 11179.00 | 6708104.00 |
| 4034 | 2016.01.21 03:00 | buy | 2020 | 0.01 | 81.186 | 78.995 | 82.595 | ||
| 4035 | 2016.01.21 18:18 | s/l | 2010 | 0.01 | 82.324 | 82.321 | 78.221 | -2342.00 | 6705762.00 |
| 4036 | 2016.01.21 18:18 | s/l | 2011 | 0.02 | 82.322 | 82.321 | 78.637 | -4154.00 | 6701608.00 |
| 4037 | 2016.01.21 18:18 | s/l | 2012 | 0.05 | 82.316 | 82.321 | 78.878 | -9190.00 | 6692418.00 |
| 4038 | 2016.01.21 18:18 | s/l | 2018 | 0.03 | 82.320 | 82.321 | 78.735 | -5970.00 | 6686448.00 |
| 4039 | 2016.01.21 18:18 | s/l | 2019 | 0.02 | 82.331 | 82.321 | 78.587 | -4278.00 | 6682170.00 |
| 4040 | 2016.01.21 18:56 | t/p | 2020 | 0.01 | 82.587 | 78.995 | 82.595 | 1401.00 | 6683571.00 |
| 4041 | 2016.01.21 20:00 | buy | 2021 | 0.01 | 82.351 | 80.142 | 83.742 | ||
| 4042 | 2016.01.21 21:00 | buy | 2022 | 0.02 | 82.189 | 79.993 | 83.593 | ||
| 4043 | 2016.01.22 01:00 | close | 2021 | 0.01 | 82.532 | 80.142 | 83.742 | 181.00 | 6683752.00 |
| 4044 | 2016.01.22 01:00 | close | 2022 | 0.02 | 82.542 | 79.993 | 83.593 | 706.00 | 6684458.00 |
| 4045 | 2016.01.22 10:00 | buy | 2023 | 0.01 | 82.825 | 80.633 | 84.233 | ||
| 4046 | 2016.01.22 17:00 | close | 2023 | 0.01 | 83.646 | 80.633 | 84.233 | 821.00 | 6685279.00 |
| 4047 | 2016.01.22 18:00 | buy | 2024 | 0.01 | 83.863 | 81.658 | 85.258 | ||
| 4048 | 2016.01.22 19:00 | close | 2024 | 0.01 | 83.646 | 81.658 | 85.258 | -217.00 | 6685062.00 |
| 4049 | 2016.01.22 19:00 | buy | 2025 | 0.01 | 83.652 | 81.448 | 85.048 | ||
| 4050 | 2016.01.22 20:00 | close | 2025 | 0.01 | 83.770 | 81.448 | 85.048 | 118.00 | 6685180.00 |