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 |
4051 | 2016.01.22 20:00 | buy | 2026 | 0.01 | 83.774 | 81.578 | 85.178 | |
4052 | 2016.01.22 21:00 | close | 2026 | 0.01 | 84.007 | 81.578 | 85.178 | 233.00 | 6685413.00 |
4053 | 2016.01.22 21:00 | buy | 2027 | 0.01 | 84.008 | 81.806 | 85.406 | |
4054 | 2016.01.22 22:00 | close | 2027 | 0.01 | 83.926 | 81.806 | 85.406 | -82.00 | 6685331.00 |
4055 | 2016.01.22 22:00 | buy | 2028 | 0.01 | 83.937 | 81.728 | 85.328 | |
4056 | 2016.01.22 23:00 | close | 2028 | 0.01 | 83.986 | 81.728 | 85.328 | 49.00 | 6685380.00 |
4057 | 2016.01.22 23:00 | buy | 2029 | 0.01 | 84.007 | 81.797 | 85.397 | |
4058 | 2016.01.25 00:00 | close | 2029 | 0.01 | 83.859 | 81.797 | 85.397 | -148.00 | 6685232.00 |
4059 | 2016.01.25 00:00 | buy | 2030 | 0.01 | 83.913 | 81.706 | 85.306 | |
4060 | 2016.01.25 03:00 | buy | 2031 | 0.01 | 83.840 | 81.640 | 85.240 | |
4061 | 2016.01.26 13:00 | buy | 2032 | 0.15 | 83.116 | 80.913 | 84.513 | |
4062 | 2016.01.26 14:00 | buy | 2033 | 0.11 | 83.245 | 81.036 | 84.636 | |
4063 | 2016.01.26 15:00 | buy | 2034 | 0.09 | 83.319 | 81.111 | 84.711 | |
4064 | 2016.01.27 05:00 | buy | 2035 | 0.02 | 83.758 | 81.549 | 85.149 | |
4065 | 2016.01.27 18:34 | t/p | 2032 | 0.15 | 84.514 | 80.913 | 84.513 | 20970.00 | 6706202.00 |
4066 | 2016.01.27 18:38 | t/p | 2033 | 0.11 | 84.643 | 81.036 | 84.636 | 15378.00 | 6721580.00 |
4067 | 2016.01.27 18:44 | t/p | 2034 | 0.09 | 84.710 | 81.111 | 84.711 | 12519.00 | 6734099.00 |
4068 | 2016.01.28 16:18 | t/p | 2035 | 0.02 | 85.150 | 81.549 | 85.149 | 2784.00 | 6736883.00 |
4069 | 2016.01.28 16:22 | t/p | 2031 | 0.01 | 85.244 | 81.640 | 85.240 | 1404.00 | 6738287.00 |
4070 | 2016.01.29 05:38 | t/p | 2030 | 0.01 | 85.311 | 81.706 | 85.306 | 1398.00 | 6739685.00 |
4071 | 2016.01.29 07:00 | buy | 2036 | 0.01 | 85.611 | 83.408 | 87.008 | |
4072 | 2016.02.01 21:24 | t/p | 2036 | 0.01 | 87.009 | 83.408 | 87.008 | 1398.00 | 6741083.00 |
4073 | 2016.02.01 22:00 | buy | 2037 | 0.01 | 86.930 | 84.732 | 88.332 | |
4074 | 2016.02.03 05:30 | s/l | 2037 | 0.01 | 84.740 | 84.732 | 88.332 | -2190.00 | 6738893.00 |
4075 | 2016.02.03 11:00 | buy | 2038 | 0.01 | 85.521 | 83.325 | 86.925 | |
4076 | 2016.02.05 12:00 | buy | 2039 | 0.03 | 85.200 | 83.010 | 86.610 | |
4077 | 2016.02.08 08:00 | buy | 2040 | 0.24 | 84.578 | 82.385 | 85.985 | |
4078 | 2016.02.08 09:00 | buy | 2041 | 0.19 | 84.685 | 82.478 | 86.078 | |
4079 | 2016.02.08 14:48 | s/l | 2038 | 0.01 | 83.320 | 83.325 | 86.925 | -2201.00 | 6736692.00 |
4080 | 2016.02.08 17:17 | s/l | 2039 | 0.03 | 83.002 | 83.010 | 86.610 | -6594.00 | 6730098.00 |
4081 | 2016.02.09 03:05 | s/l | 2041 | 0.19 | 82.473 | 82.478 | 86.078 | -42028.00 | 6688070.00 |
4082 | 2016.02.09 03:05 | s/l | 2040 | 0.24 | 82.373 | 82.385 | 85.985 | -52920.00 | 6635150.00 |
4083 | 2016.02.09 11:00 | buy | 2042 | 0.01 | 83.010 | 80.816 | 84.416 | |
4084 | 2016.02.09 12:00 | buy | 2043 | 0.01 | 82.918 | 80.726 | 84.326 | |
4085 | 2016.02.11 06:11 | s/l | 2042 | 0.01 | 80.817 | 80.816 | 84.416 | -2193.00 | 6632957.00 |
4086 | 2016.02.11 06:14 | s/l | 2043 | 0.01 | 80.723 | 80.726 | 84.326 | -2195.00 | 6630762.00 |
4087 | 2016.02.11 23:00 | buy | 2044 | 0.01 | 80.709 | 78.932 | 82.111 | |
4088 | 2016.02.12 05:00 | buy | 2045 | 0.02 | 80.579 | 78.932 | 81.984 | |
4089 | 2016.02.12 20:09 | t/p | 2045 | 0.02 | 81.989 | 78.932 | 81.984 | 2820.00 | 6633582.00 |
4090 | 2016.02.15 01:17 | t/p | 2044 | 0.01 | 82.101 | 78.932 | 82.111 | 1392.00 | 6634974.00 |
4091 | 2016.02.15 02:00 | buy | 2046 | 0.01 | 82.152 | 79.959 | 83.559 | |
4092 | 2016.02.17 18:35 | t/p | 2046 | 0.01 | 83.554 | 79.959 | 83.559 | 1402.00 | 6636376.00 |
4093 | 2016.02.17 19:00 | buy | 2047 | 0.01 | 83.425 | 81.225 | 84.825 | |
4094 | 2016.02.17 23:00 | buy | 2048 | 0.04 | 83.049 | 80.839 | 84.439 | |
4095 | 2016.02.18 04:00 | buy | 2049 | 0.01 | 83.337 | 81.138 | 84.738 | |
4096 | 2016.02.22 04:00 | buy | 2050 | 0.94 | 81.990 | 79.793 | 83.393 | |
4097 | 2016.02.23 17:19 | s/l | 2047 | 0.01 | 81.216 | 81.225 | 84.825 | -2209.00 | 6634167.00 |
4098 | 2016.02.23 17:54 | s/l | 2049 | 0.01 | 81.136 | 81.138 | 84.738 | -2201.00 | 6631966.00 |
4099 | 2016.02.24 06:39 | s/l | 2048 | 0.04 | 80.836 | 80.839 | 84.439 | -8852.00 | 6623114.00 |
4100 | 2016.02.24 11:00 | buy | 2051 | 0.01 | 81.363 | 79.153 | 82.753 | |
4101 | 2016.02.24 21:00 | buy | 2052 | 0.02 | 81.165 | 78.965 | 82.565 | |
4102 | 2016.02.25 14:11 | t/p | 2052 | 0.02 | 82.572 | 78.965 | 82.565 | 2814.00 | 6625928.00 |
4103 | 2016.02.25 15:30 | t/p | 2051 | 0.01 | 82.755 | 79.153 | 82.753 | 1392.00 | 6627320.00 |
4104 | 2016.02.25 16:00 | buy | 2053 | 0.01 | 82.749 | 80.556 | 84.156 | |
4105 | 2016.02.25 20:55 | t/p | 2050 | 0.94 | 83.388 | 79.793 | 83.393 | 131412.00 | 6758732.00 |
4106 | 2016.02.26 01:00 | close | 2053 | 0.01 | 83.355 | 80.556 | 84.156 | 606.00 | 6759338.00 |
4107 | 2016.02.26 06:00 | buy | 2054 | 0.01 | 83.409 | 81.216 | 84.816 | |
4108 | 2016.02.26 09:00 | buy | 2055 | 0.02 | 83.254 | 81.064 | 84.664 | |
4109 | 2016.03.01 18:16 | t/p | 2055 | 0.02 | 84.676 | 81.064 | 84.664 | 2844.00 | 6762182.00 |
4110 | 2016.03.01 18:42 | t/p | 2054 | 0.01 | 84.828 | 81.216 | 84.816 | 1419.00 | 6763601.00 |
4111 | 2016.03.07 11:00 | sell | 2056 | 0.01 | 85.050 | 87.174 | 83.648 | |
4112 | 2016.03.09 14:00 | buy | 2057 | 0.01 | 83.958 | 81.754 | 85.354 | |
4113 | 2016.03.09 18:27 | t/p | 2057 | 0.01 | 85.365 | 81.754 | 85.354 | 1407.00 | 6765008.00 |
4114 | 2016.03.14 10:00 | sell | 2058 | 0.19 | 85.884 | 87.174 | 84.487 | |
4115 | 2016.03.14 11:00 | sell | 2059 | 0.11 | 85.747 | 87.174 | 84.348 | |
4116 | 2016.03.14 12:00 | sell | 2060 | 0.07 | 85.596 | 87.174 | 84.202 | |
4117 | 2016.03.14 14:00 | sell | 2061 | 0.15 | 85.796 | 87.174 | 84.386 | |
4118 | 2016.03.14 19:00 | sell | 2062 | 0.04 | 85.461 | 87.174 | 84.057 | |
4119 | 2016.03.14 21:00 | sell | 2063 | 0.09 | 85.645 | 87.174 | 84.237 | |
4120 | 2016.03.15 05:00 | sell | 2064 | 0.05 | 85.524 | 87.174 | 84.116 | |
4121 | 2016.03.15 07:00 | sell | 2065 | 0.03 | 85.371 | 87.174 | 83.972 | |
4122 | 2016.03.15 08:00 | sell | 2066 | 0.02 | 85.196 | 87.174 | 83.805 | |
4123 | 2016.03.15 10:00 | sell | 2067 | 0.02 | 85.262 | 87.174 | 83.872 | |
4124 | 2016.03.15 12:42 | t/p | 2058 | 0.19 | 84.483 | 87.174 | 84.487 | 26619.00 | 6791627.00 |
4125 | 2016.03.15 15:08 | t/p | 2061 | 0.15 | 84.392 | 87.174 | 84.386 | 21060.00 | 6812687.00 |
4126 | 2016.03.15 15:13 | t/p | 2059 | 0.11 | 84.340 | 87.174 | 84.348 | 15477.00 | 6828164.00 |
4127 | 2016.03.15 15:32 | t/p | 2063 | 0.09 | 84.243 | 87.174 | 84.237 | 12618.00 | 6840782.00 |
4128 | 2016.03.15 15:35 | t/p | 2060 | 0.07 | 84.207 | 87.174 | 84.202 | 9723.00 | 6850505.00 |
4129 | 2016.03.17 14:00 | sell | 2068 | 0.07 | 85.601 | 87.174 | 84.201 | |
4130 | 2016.03.17 18:00 | sell | 2069 | 0.09 | 85.655 | 87.174 | 84.258 | |
4131 | 2016.03.21 11:00 | sell | 2070 | 0.01 | 85.196 | 87.174 | 83.796 | |
4132 | 2016.03.23 11:00 | sell | 2071 | 0.11 | 85.772 | 87.174 | 84.376 | |
4133 | 2016.03.29 17:00 | sell | 2072 | 0.31 | 86.022 | 87.174 | 84.626 | |
4134 | 2016.03.30 05:00 | sell | 2073 | 0.24 | 86.171 | 87.174 | 84.769 | |
4135 | 2016.03.31 15:30 | s/l | 2056 | 0.01 | 87.175 | 87.174 | 83.648 | -2125.00 | 6848380.00 |
4136 | 2016.03.31 15:30 | s/l | 2062 | 0.04 | 87.171 | 87.174 | 84.057 | -6840.00 | 6841540.00 |
4137 | 2016.03.31 15:30 | s/l | 2064 | 0.05 | 87.179 | 87.174 | 84.116 | -8275.00 | 6833265.00 |
4138 | 2016.03.31 15:30 | s/l | 2065 | 0.03 | 87.169 | 87.174 | 83.972 | -5394.00 | 6827871.00 |
4139 | 2016.03.31 15:30 | s/l | 2066 | 0.02 | 87.181 | 87.174 | 83.805 | -3970.00 | 6823901.00 |
4140 | 2016.03.31 15:30 | s/l | 2067 | 0.02 | 87.184 | 87.174 | 83.872 | -3844.00 | 6820057.00 |
4141 | 2016.03.31 15:30 | s/l | 2068 | 0.07 | 87.186 | 87.174 | 84.201 | -11095.00 | 6808962.00 |
4142 | 2016.03.31 15:30 | s/l | 2069 | 0.09 | 87.185 | 87.174 | 84.258 | -13770.00 | 6795192.00 |
4143 | 2016.03.31 15:30 | s/l | 2070 | 0.01 | 87.168 | 87.174 | 83.796 | -1972.00 | 6793220.00 |
4144 | 2016.03.31 15:30 | s/l | 2071 | 0.11 | 87.184 | 87.174 | 84.376 | -15532.00 | 6777688.00 |
4145 | 2016.03.31 15:30 | s/l | 2072 | 0.31 | 87.172 | 87.174 | 84.626 | -35650.00 | 6742038.00 |
4146 | 2016.03.31 15:30 | s/l | 2073 | 0.24 | 87.178 | 87.174 | 84.769 | -24168.00 | 6717870.00 |
4147 | 2016.03.31 21:00 | sell | 2074 | 0.01 | 86.612 | 87.482 | 85.204 | |
4148 | 2016.04.04 17:58 | t/p | 2074 | 0.01 | 85.194 | 87.482 | 85.204 | 1418.00 | 6719288.00 |
4149 | 2016.04.04 18:00 | sell | 2075 | 0.01 | 85.210 | 87.419 | 83.819 | |
4150 | 2016.04.05 15:32 | t/p | 2075 | 0.01 | 83.808 | 87.419 | 83.819 | 1402.00 | 6720690.00 |
4151 | 2016.04.06 05:00 | buy | 2076 | 0.01 | 84.138 | 81.936 | 85.536 | |
4152 | 2016.04.06 10:00 | buy | 2077 | 0.01 | 84.013 | 81.809 | 85.409 | |
4153 | 2016.04.06 11:00 | buy | 2078 | 0.02 | 84.004 | 81.797 | 85.397 | |
4154 | 2016.04.07 03:00 | buy | 2079 | 0.02 | 83.891 | 81.683 | 85.283 | |
4155 | 2016.04.07 18:02 | s/l | 2076 | 0.01 | 81.942 | 81.936 | 85.536 | -2196.00 | 6718494.00 |
4156 | 2016.04.07 18:08 | s/l | 2077 | 0.01 | 81.791 | 81.809 | 85.409 | -2222.00 | 6716272.00 |
4157 | 2016.04.07 18:08 | s/l | 2078 | 0.02 | 81.787 | 81.797 | 85.397 | -4434.00 | 6711838.00 |
4158 | 2016.04.08 04:00 | buy | 2080 | 0.01 | 82.785 | 80.589 | 84.189 | |
4159 | 2016.04.12 12:35 | t/p | 2080 | 0.01 | 84.196 | 80.589 | 84.189 | 1411.00 | 6713249.00 |
4160 | 2016.04.12 13:00 | buy | 2081 | 0.01 | 84.234 | 82.032 | 85.632 | |
4161 | 2016.04.12 16:00 | buy | 2082 | 0.01 | 84.169 | 81.970 | 85.570 | |
4162 | 2016.04.13 05:13 | t/p | 2079 | 0.02 | 85.282 | 81.683 | 85.283 | 2782.00 | 6716031.00 |
4163 | 2016.04.13 17:08 | t/p | 2082 | 0.01 | 85.574 | 81.970 | 85.570 | 1405.00 | 6717436.00 |
4164 | 2016.04.13 17:55 | t/p | 2081 | 0.01 | 85.623 | 82.032 | 85.632 | 1389.00 | 6718825.00 |
4165 | 2016.04.14 01:00 | sell | 2083 | 0.01 | 85.218 | 87.421 | 83.821 | |
4166 | 2016.04.18 00:00 | t/p | 2083 | 0.01 | 83.620 | 87.421 | 83.821 | 1598.00 | 6720423.00 |
4167 | 2016.04.18 13:00 | buy | 2084 | 0.01 | 84.117 | 81.927 | 85.527 | |
4168 | 2016.04.19 04:10 | t/p | 2084 | 0.01 | 85.525 | 81.927 | 85.527 | 1408.00 | 6721831.00 |
4169 | 2016.04.20 04:00 | sell | 2085 | 0.01 | 85.929 | 87.482 | 84.532 | |
4170 | 2016.04.21 12:00 | sell | 2086 | 0.31 | 86.677 | 87.482 | 85.270 | |
4171 | 2016.04.21 18:00 | sell | 2087 | 0.02 | 86.139 | 87.482 | 84.730 | |
4172 | 2016.04.21 19:00 | sell | 2088 | 0.02 | 86.078 | 87.482 | 84.682 | |
4173 | 2016.04.21 21:00 | sell | 2089 | 0.01 | 86.002 | 87.482 | 84.596 | |
4174 | 2016.04.22 06:00 | sell | 2090 | 0.03 | 86.159 | 87.482 | 84.760 | |
4175 | 2016.04.22 15:30 | s/l | 2085 | 0.01 | 87.486 | 87.482 | 84.532 | -1557.00 | 6720274.00 |
4176 | 2016.04.22 15:30 | s/l | 2086 | 0.31 | 87.491 | 87.482 | 85.270 | -25234.00 | 6695040.00 |
4177 | 2016.04.22 15:30 | s/l | 2087 | 0.02 | 87.489 | 87.482 | 84.730 | -2700.00 | 6692340.00 |
4178 | 2016.04.22 15:30 | s/l | 2088 | 0.02 | 87.488 | 87.482 | 84.682 | -2820.00 | 6689520.00 |
4179 | 2016.04.22 15:30 | s/l | 2089 | 0.01 | 87.493 | 87.482 | 84.596 | -1491.00 | 6688029.00 |
4180 | 2016.04.22 15:30 | s/l | 2090 | 0.03 | 87.490 | 87.482 | 84.760 | -3993.00 | 6684036.00 |
4181 | 2016.04.22 17:00 | buy | 2091 | 0.01 | 88.007 | 85.514 | 89.614 | |
4182 | 2016.04.25 03:00 | close | 2091 | 0.01 | 87.955 | 85.514 | 89.614 | -52.00 | 6683984.00 |
4183 | 2016.04.25 08:00 | sell | 2092 | 0.01 | 87.553 | 88.397 | 86.144 | |
4184 | 2016.04.25 10:00 | sell | 2093 | 0.05 | 87.741 | 88.397 | 86.340 | |
4185 | 2016.04.25 11:00 | sell | 2094 | 0.01 | 87.592 | 88.397 | 86.194 | |
4186 | 2016.04.25 15:00 | sell | 2095 | 0.02 | 87.666 | 88.397 | 86.265 | |
4187 | 2016.04.25 16:00 | sell | 2096 | 0.02 | 87.619 | 88.397 | 86.223 | |
4188 | 2016.04.26 19:00 | buy | 2097 | 0.01 | 88.175 | 85.680 | 89.780 | |
4189 | 2016.04.26 23:36 | s/l | 2092 | 0.01 | 88.391 | 88.397 | 86.144 | -838.00 | 6683146.00 |
4190 | 2016.04.26 23:36 | s/l | 2093 | 0.05 | 88.397 | 88.397 | 86.340 | -3280.00 | 6679866.00 |
4191 | 2016.04.26 23:36 | s/l | 2094 | 0.01 | 88.403 | 88.397 | 86.194 | -811.00 | 6679055.00 |
4192 | 2016.04.26 23:36 | s/l | 2095 | 0.02 | 88.393 | 88.397 | 86.265 | -1454.00 | 6677601.00 |
4193 | 2016.04.26 23:36 | s/l | 2096 | 0.02 | 88.389 | 88.397 | 86.223 | -1540.00 | 6676061.00 |
4194 | 2016.04.28 07:00 | close | 2097 | 0.01 | 86.872 | 85.680 | 89.780 | -1303.00 | 6674758.00 |
4195 | 2016.04.29 02:00 | sell | 2098 | 0.01 | 86.141 | 88.331 | 84.731 | |
4196 | 2016.04.29 08:00 | close | 2098 | 0.01 | 85.621 | 88.331 | 84.731 | 520.00 | 6675278.00 |
4197 | 2016.04.29 08:00 | sell | 2099 | 0.01 | 85.614 | 87.807 | 84.207 | |
4198 | 2016.04.29 09:00 | close | 2099 | 0.01 | 85.675 | 87.807 | 84.207 | -61.00 | 6675217.00 |
4199 | 2016.04.29 10:00 | sell | 2100 | 0.01 | 85.645 | 87.845 | 84.245 | |
4200 | 2016.04.29 11:00 | close | 2100 | 0.01 | 85.507 | 87.845 | 84.245 | 138.00 | 6675355.00 |