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 |
| 4201 | 2016.04.29 11:00 | sell | 2101 | 0.01 | 85.514 | 87.705 | 84.105 | ||
| 4202 | 2016.04.29 12:00 | close | 2101 | 0.01 | 85.466 | 87.705 | 84.105 | 48.00 | 6675403.00 |
| 4203 | 2016.04.29 12:00 | sell | 2102 | 0.01 | 85.473 | 87.667 | 84.067 | ||
| 4204 | 2016.04.29 13:00 | close | 2102 | 0.01 | 85.619 | 87.667 | 84.067 | -146.00 | 6675257.00 |
| 4205 | 2016.04.29 14:00 | sell | 2103 | 0.01 | 85.581 | 87.791 | 84.191 | ||
| 4206 | 2016.05.03 13:38 | t/p | 2103 | 0.01 | 84.195 | 87.791 | 84.191 | 1386.00 | 6676643.00 |
| 4207 | 2016.05.04 05:00 | buy | 2104 | 0.01 | 84.140 | 81.949 | 85.549 | ||
| 4208 | 2016.05.04 11:00 | buy | 2105 | 0.01 | 84.062 | 81.871 | 85.471 | ||
| 4209 | 2016.05.05 05:00 | buy | 2106 | 0.11 | 83.433 | 81.691 | 84.835 | ||
| 4210 | 2016.05.05 07:00 | buy | 2107 | 0.09 | 83.477 | 81.687 | 84.877 | ||
| 4211 | 2016.05.05 13:00 | buy | 2108 | 0.07 | 83.595 | 81.692 | 84.992 | ||
| 4212 | 2016.05.09 03:00 | buy | 2109 | 0.40 | 83.024 | 81.693 | 84.424 | ||
| 4213 | 2016.05.09 05:00 | buy | 2110 | 0.31 | 82.991 | 81.692 | 84.391 | ||
| 4214 | 2016.05.10 12:39 | t/p | 2110 | 0.31 | 84.398 | 81.692 | 84.391 | 43617.00 | 6720260.00 |
| 4215 | 2016.05.10 12:55 | t/p | 2109 | 0.40 | 84.431 | 81.693 | 84.424 | 56280.00 | 6776540.00 |
| 4216 | 2016.05.12 11:32 | t/p | 2106 | 0.11 | 84.831 | 81.691 | 84.835 | 15378.00 | 6791918.00 |
| 4217 | 2016.05.12 11:32 | t/p | 2107 | 0.09 | 84.886 | 81.687 | 84.877 | 12681.00 | 6804599.00 |
| 4218 | 2016.05.12 12:41 | t/p | 2108 | 0.07 | 84.986 | 81.692 | 84.992 | 9737.00 | 6814336.00 |
| 4219 | 2016.05.24 12:00 | buy | 2111 | 0.24 | 83.191 | 81.693 | 84.587 | ||
| 4220 | 2016.05.24 13:00 | buy | 2112 | 0.15 | 83.346 | 81.690 | 84.745 | ||
| 4221 | 2016.05.24 15:00 | buy | 2113 | 0.11 | 83.393 | 81.688 | 84.799 | ||
| 4222 | 2016.05.24 16:00 | buy | 2114 | 0.09 | 83.522 | 81.687 | 84.912 | ||
| 4223 | 2016.05.24 17:00 | buy | 2115 | 0.07 | 83.588 | 81.688 | 84.978 | ||
| 4224 | 2016.05.24 19:00 | buy | 2116 | 0.02 | 83.874 | 81.686 | 85.265 | ||
| 4225 | 2016.05.24 21:00 | buy | 2117 | 0.05 | 83.644 | 81.691 | 85.049 | ||
| 4226 | 2016.05.25 00:00 | buy | 2118 | 0.03 | 83.818 | 81.700 | 85.226 | ||
| 4227 | 2016.05.25 04:00 | buy | 2119 | 0.02 | 83.945 | 81.749 | 85.349 | ||
| 4228 | 2016.05.25 22:54 | t/p | 2111 | 0.24 | 84.581 | 81.693 | 84.587 | 33360.00 | 6847696.00 |
| 4229 | 2016.05.26 10:50 | t/p | 2112 | 0.15 | 84.745 | 81.690 | 84.745 | 20985.00 | 6868681.00 |
| 4230 | 2016.05.26 11:14 | t/p | 2113 | 0.11 | 84.794 | 81.688 | 84.799 | 15411.00 | 6884092.00 |
| 4231 | 2016.05.26 13:19 | t/p | 2114 | 0.09 | 84.916 | 81.687 | 84.912 | 12546.00 | 6896638.00 |
| 4232 | 2016.05.26 13:26 | t/p | 2115 | 0.07 | 84.982 | 81.688 | 84.978 | 9758.00 | 6906396.00 |
| 4233 | 2016.05.26 14:46 | t/p | 2117 | 0.05 | 85.041 | 81.691 | 85.049 | 6985.00 | 6913381.00 |
| 4234 | 2016.05.30 14:41 | t/p | 2118 | 0.03 | 85.218 | 81.700 | 85.226 | 4200.00 | 6917581.00 |
| 4235 | 2016.05.30 15:07 | t/p | 2116 | 0.02 | 85.270 | 81.686 | 85.265 | 2792.00 | 6920373.00 |
| 4236 | 2016.05.31 06:38 | t/p | 2119 | 0.02 | 85.353 | 81.749 | 85.349 | 2816.00 | 6923189.00 |
| 4237 | 2016.05.31 06:52 | t/p | 2105 | 0.01 | 85.482 | 81.871 | 85.471 | 1420.00 | 6924609.00 |
| 4238 | 2016.06.03 04:00 | buy | 2120 | 0.24 | 83.203 | 81.692 | 84.606 | ||
| 4239 | 2016.06.03 11:00 | buy | 2121 | 0.31 | 83.125 | 81.692 | 84.521 | ||
| 4240 | 2016.06.06 12:00 | buy | 2122 | 0.44 | 82.735 | 81.689 | 84.143 | ||
| 4241 | 2016.06.07 10:34 | t/p | 2122 | 0.44 | 84.149 | 81.689 | 84.143 | 62216.00 | 6986825.00 |
| 4242 | 2016.06.08 14:19 | t/p | 2121 | 0.31 | 84.523 | 81.692 | 84.521 | 43338.00 | 7030163.00 |
| 4243 | 2016.06.09 21:00 | buy | 2123 | 0.02 | 83.957 | 81.748 | 85.348 | ||
| 4244 | 2016.06.10 19:00 | buy | 2124 | 0.01 | 84.080 | 81.875 | 85.475 | ||
| 4245 | 2016.06.13 18:00 | buy | 2125 | 0.15 | 83.324 | 81.692 | 84.726 | ||
| 4246 | 2016.06.13 20:00 | buy | 2126 | 0.31 | 83.103 | 81.690 | 84.512 | ||
| 4247 | 2016.06.14 19:00 | buy | 2127 | 0.26 | 82.612 | 81.690 | 84.012 | ||
| 4248 | 2016.06.15 18:35 | s/l | 2104 | 0.01 | 81.948 | 81.949 | 85.549 | -2192.00 | 7027971.00 |
| 4249 | 2016.06.15 19:13 | s/l | 2124 | 0.01 | 81.877 | 81.875 | 85.475 | -2203.00 | 7025768.00 |
| 4250 | 2016.06.16 05:00 | s/l | 2123 | 0.02 | 81.756 | 81.748 | 85.348 | -4402.00 | 7021366.00 |
| 4251 | 2016.06.16 05:25 | s/l | 2120 | 0.24 | 81.688 | 81.692 | 84.606 | -36360.00 | 6985006.00 |
| 4252 | 2016.06.16 05:25 | s/l | 2125 | 0.15 | 81.683 | 81.692 | 84.726 | -24615.00 | 6960391.00 |
| 4253 | 2016.06.16 05:25 | s/l | 2126 | 0.31 | 81.680 | 81.690 | 84.512 | -44113.00 | 6916278.00 |
| 4254 | 2016.06.16 05:25 | s/l | 2127 | 0.26 | 81.698 | 81.690 | 84.012 | -23764.00 | 6892514.00 |
| 4255 | 2016.06.20 01:00 | buy | 2128 | 0.01 | 81.544 | 79.334 | 82.940 | ||
| 4256 | 2016.06.20 03:00 | buy | 2129 | 0.01 | 81.434 | 79.310 | 82.838 | ||
| 4257 | 2016.06.20 21:00 | sell | 2130 | 0.01 | 81.201 | 83.705 | 79.605 | ||
| 4258 | 2016.06.23 13:19 | t/p | 2129 | 0.01 | 82.849 | 79.310 | 82.838 | 1415.00 | 6893929.00 |
| 4259 | 2016.06.23 13:34 | t/p | 2128 | 0.01 | 82.950 | 79.334 | 82.940 | 1406.00 | 6895335.00 |
| 4260 | 2016.06.23 17:00 | buy | 2131 | 0.01 | 82.866 | 80.656 | 84.256 | ||
| 4261 | 2016.06.23 20:00 | buy | 2132 | 0.02 | 82.710 | 80.520 | 84.120 | ||
| 4262 | 2016.06.24 00:08 | s/l | 2130 | 0.01 | 83.720 | 83.705 | 79.605 | -2519.00 | 6892816.00 |
| 4263 | 2016.06.24 02:17 | s/l | 2131 | 0.01 | 80.630 | 80.656 | 84.256 | -2236.00 | 6890580.00 |
| 4264 | 2016.06.24 02:17 | s/l | 2132 | 0.02 | 80.497 | 80.520 | 84.120 | -4426.00 | 6886154.00 |
| 4265 | 2016.06.28 01:00 | sell | 2133 | 0.01 | 77.877 | 80.377 | 76.277 | ||
| 4266 | 2016.06.29 08:00 | sell | 2134 | 0.09 | 78.593 | 80.377 | 76.995 | ||
| 4267 | 2016.06.29 09:00 | sell | 2135 | 0.05 | 78.393 | 80.377 | 76.795 | ||
| 4268 | 2016.06.29 10:00 | sell | 2136 | 0.07 | 78.497 | 80.377 | 76.907 | ||
| 4269 | 2016.06.30 09:00 | sell | 2137 | 0.40 | 79.143 | 80.377 | 77.542 | ||
| 4270 | 2016.06.30 14:00 | buy | 2138 | 0.01 | 79.540 | 77.335 | 80.935 | ||
| 4271 | 2016.06.30 18:00 | sell | 2139 | 0.31 | 78.990 | 80.377 | 77.399 | ||
| 4272 | 2016.07.01 04:00 | sell | 2140 | 0.07 | 79.355 | 80.377 | 77.763 | ||
| 4273 | 2016.07.01 22:00 | buy | 2141 | 0.01 | 79.463 | 77.264 | 80.864 | ||
| 4274 | 2016.07.06 02:22 | t/p | 2140 | 0.07 | 77.769 | 80.377 | 77.763 | 11102.00 | 6897256.00 |
| 4275 | 2016.07.06 04:06 | t/p | 2137 | 0.40 | 77.531 | 80.377 | 77.542 | 64480.00 | 6961736.00 |
| 4276 | 2016.07.06 04:25 | t/p | 2139 | 0.31 | 77.387 | 80.377 | 77.399 | 49693.00 | 7011429.00 |
| 4277 | 2016.07.06 04:58 | s/l | 2138 | 0.01 | 77.343 | 77.335 | 80.935 | -2197.00 | 7009232.00 |
| 4278 | 2016.07.06 05:05 | s/l | 2141 | 0.01 | 77.255 | 77.264 | 80.864 | -2208.00 | 7007024.00 |
| 4279 | 2016.07.08 16:13 | t/p | 2134 | 0.09 | 77.001 | 80.377 | 76.995 | 14328.00 | 7021352.00 |
| 4280 | 2016.07.08 16:14 | t/p | 2136 | 0.07 | 76.913 | 80.377 | 76.907 | 11088.00 | 7032440.00 |
| 4281 | 2016.07.08 18:00 | t/p | 2135 | 0.05 | 76.785 | 80.377 | 76.795 | 8040.00 | 7040480.00 |
| 4282 | 2016.07.11 09:00 | buy | 2142 | 0.01 | 77.729 | 76.085 | 79.138 | ||
| 4283 | 2016.07.12 10:14 | t/p | 2142 | 0.01 | 79.133 | 76.085 | 79.138 | 1404.00 | 7041884.00 |
| 4284 | 2016.07.12 11:00 | buy | 2143 | 0.01 | 78.831 | 76.622 | 80.222 | ||
| 4285 | 2016.07.12 16:35 | t/p | 2143 | 0.01 | 80.230 | 76.622 | 80.222 | 1399.00 | 7043283.00 |
| 4286 | 2016.07.12 16:43 | s/l | 2133 | 0.01 | 80.380 | 80.377 | 76.277 | -2503.00 | 7040780.00 |
| 4287 | 2016.07.13 04:00 | buy | 2144 | 0.01 | 80.170 | 77.972 | 81.572 | ||
| 4288 | 2016.07.14 09:20 | t/p | 2144 | 0.01 | 81.577 | 77.972 | 81.572 | 1407.00 | 7042187.00 |
| 4289 | 2016.07.14 12:00 | buy | 2145 | 0.01 | 81.707 | 79.508 | 83.108 | ||
| 4290 | 2016.07.14 18:00 | buy | 2146 | 0.02 | 81.529 | 79.322 | 82.922 | ||
| 4291 | 2016.07.14 19:00 | buy | 2147 | 0.01 | 81.588 | 79.393 | 82.993 | ||
| 4292 | 2016.07.22 14:00 | buy | 2148 | 0.11 | 80.966 | 78.772 | 82.372 | ||
| 4293 | 2016.07.22 15:00 | buy | 2149 | 0.15 | 80.928 | 78.727 | 82.327 | ||
| 4294 | 2016.07.22 16:00 | buy | 2150 | 0.07 | 81.169 | 78.964 | 82.564 | ||
| 4295 | 2016.07.25 06:00 | buy | 2151 | 0.09 | 81.068 | 78.861 | 82.461 | ||
| 4296 | 2016.07.26 03:24 | s/l | 2145 | 0.01 | 79.505 | 79.508 | 83.108 | -2202.00 | 7039985.00 |
| 4297 | 2016.07.26 03:37 | s/l | 2147 | 0.01 | 79.397 | 79.393 | 82.993 | -2191.00 | 7037794.00 |
| 4298 | 2016.07.26 03:58 | s/l | 2146 | 0.02 | 79.313 | 79.322 | 82.922 | -4432.00 | 7033362.00 |
| 4299 | 2016.07.26 09:24 | s/l | 2150 | 0.07 | 78.968 | 78.964 | 82.564 | -15407.00 | 7017955.00 |
| 4300 | 2016.07.26 10:00 | s/l | 2151 | 0.09 | 78.853 | 78.861 | 82.461 | -19935.00 | 6998020.00 |
| 4301 | 2016.07.26 10:01 | s/l | 2148 | 0.11 | 78.773 | 78.772 | 82.372 | -24123.00 | 6973897.00 |
| 4302 | 2016.07.26 10:50 | s/l | 2149 | 0.15 | 78.730 | 78.727 | 82.327 | -32970.00 | 6940927.00 |
| 4303 | 2016.07.26 19:00 | buy | 2152 | 0.01 | 79.372 | 77.169 | 80.769 | ||
| 4304 | 2016.07.26 22:00 | buy | 2153 | 0.01 | 79.301 | 77.093 | 80.693 | ||
| 4305 | 2016.07.27 06:26 | t/p | 2153 | 0.01 | 80.702 | 77.093 | 80.693 | 1401.00 | 6942328.00 |
| 4306 | 2016.07.27 06:29 | t/p | 2152 | 0.01 | 80.781 | 77.169 | 80.769 | 1409.00 | 6943737.00 |
| 4307 | 2016.07.27 08:00 | buy | 2154 | 0.01 | 79.916 | 77.713 | 81.313 | ||
| 4308 | 2016.08.01 02:00 | buy | 2155 | 0.99 | 78.533 | 76.332 | 79.932 | ||
| 4309 | 2016.08.02 10:35 | s/l | 2154 | 0.01 | 77.712 | 77.713 | 81.313 | -2204.00 | 6941533.00 |
| 4310 | 2016.08.02 20:00 | sell | 2156 | 0.01 | 76.832 | 79.333 | 75.233 | ||
| 4311 | 2016.08.02 21:00 | sell | 2157 | 0.01 | 76.929 | 79.333 | 75.325 | ||
| 4312 | 2016.08.03 13:00 | buy | 2158 | 0.01 | 77.096 | 76.080 | 78.492 | ||
| 4313 | 2016.08.11 20:32 | t/p | 2158 | 0.01 | 78.489 | 76.080 | 78.492 | 1393.00 | 6942926.00 |
| 4314 | 2016.08.12 02:00 | buy | 2159 | 0.01 | 78.511 | 76.312 | 79.912 | ||
| 4315 | 2016.09.02 15:47 | s/l | 2156 | 0.01 | 79.333 | 79.333 | 75.233 | -2501.00 | 6940425.00 |
| 4316 | 2016.09.02 15:47 | s/l | 2157 | 0.01 | 79.339 | 79.333 | 75.325 | -2410.00 | 6938015.00 |
| 4317 | 2016.09.02 17:18 | t/p | 2159 | 0.01 | 79.907 | 76.312 | 79.912 | 1396.00 | 6939411.00 |
| 4318 | 2016.09.02 17:21 | t/p | 2155 | 0.99 | 79.924 | 76.332 | 79.932 | 137709.00 | 7077120.00 |
| 4319 | 2016.09.05 13:00 | sell | 2160 | 0.01 | 79.811 | 82.011 | 78.411 | ||
| 4320 | 2016.09.05 20:00 | sell | 2161 | 0.01 | 79.914 | 82.011 | 78.504 | ||
| 4321 | 2016.09.06 16:00 | sell | 2162 | 0.02 | 80.003 | 82.011 | 78.598 | ||
| 4322 | 2016.09.08 03:00 | buy | 2163 | 0.01 | 79.045 | 76.855 | 80.455 | ||
| 4323 | 2016.09.08 17:06 | t/p | 2162 | 0.02 | 78.593 | 82.011 | 78.598 | 2820.00 | 7079940.00 |
| 4324 | 2016.09.12 01:33 | t/p | 2161 | 0.01 | 78.499 | 82.011 | 78.504 | 1415.00 | 7081355.00 |
| 4325 | 2016.09.12 01:45 | t/p | 2160 | 0.01 | 78.414 | 82.011 | 78.411 | 1397.00 | 7082752.00 |
| 4326 | 2016.09.13 01:00 | buy | 2164 | 0.19 | 78.181 | 76.758 | 79.575 | ||
| 4327 | 2016.09.13 08:00 | buy | 2165 | 0.24 | 78.113 | 76.747 | 79.521 | ||
| 4328 | 2016.09.13 22:00 | buy | 2166 | 0.40 | 77.972 | 76.744 | 79.364 | ||
| 4329 | 2016.09.14 01:00 | buy | 2167 | 0.16 | 77.927 | 76.762 | 79.334 | ||
| 4330 | 2016.09.20 16:20 | s/l | 2163 | 0.01 | 76.864 | 76.855 | 80.455 | -2181.00 | 7080571.00 |
| 4331 | 2016.09.21 07:18 | s/l | 2164 | 0.19 | 76.764 | 76.758 | 79.575 | -26923.00 | 7053648.00 |
| 4332 | 2016.09.21 07:18 | s/l | 2167 | 0.16 | 76.748 | 76.762 | 79.334 | -18864.00 | 7034784.00 |
| 4333 | 2016.09.21 07:18 | s/l | 2165 | 0.24 | 76.752 | 76.747 | 79.521 | -32664.00 | 7002120.00 |
| 4334 | 2016.09.21 07:18 | s/l | 2166 | 0.40 | 76.693 | 76.744 | 79.364 | -51160.00 | 6950960.00 |
| 4335 | 2016.09.21 09:00 | buy | 2168 | 0.01 | 77.788 | 76.605 | 79.190 | ||
| 4336 | 2016.09.21 10:00 | buy | 2169 | 0.03 | 77.639 | 76.606 | 79.030 | ||
| 4337 | 2016.09.21 11:00 | buy | 2170 | 0.19 | 77.309 | 76.605 | 78.713 | ||
| 4338 | 2016.09.21 12:00 | buy | 2171 | 0.15 | 77.355 | 76.602 | 78.757 | ||
| 4339 | 2016.09.21 15:24 | s/l | 2169 | 0.03 | 76.605 | 76.606 | 79.030 | -3102.00 | 6947858.00 |
| 4340 | 2016.09.21 15:24 | s/l | 2168 | 0.01 | 76.606 | 76.605 | 79.190 | -1182.00 | 6946676.00 |
| 4341 | 2016.09.21 15:24 | s/l | 2170 | 0.19 | 76.599 | 76.605 | 78.713 | -13490.00 | 6933186.00 |
| 4342 | 2016.09.21 15:24 | s/l | 2171 | 0.15 | 76.601 | 76.602 | 78.757 | -11310.00 | 6921876.00 |
| 4343 | 2016.09.22 09:00 | buy | 2172 | 0.01 | 76.804 | 76.137 | 78.198 | ||
| 4344 | 2016.09.26 12:13 | s/l | 2172 | 0.01 | 76.137 | 76.137 | 78.198 | -667.00 | 6921209.00 |
| 4345 | 2016.09.27 06:00 | buy | 2173 | 0.01 | 76.341 | 75.392 | 77.733 | ||
| 4346 | 2016.09.28 03:00 | buy | 2174 | 0.09 | 76.083 | 75.391 | 77.480 | ||
| 4347 | 2016.09.28 04:00 | buy | 2175 | 0.04 | 76.154 | 75.392 | 77.562 | ||
| 4348 | 2016.09.28 09:00 | buy | 2176 | 0.03 | 76.203 | 75.398 | 77.602 | ||
| 4349 | 2016.09.28 10:00 | buy | 2177 | 0.05 | 76.146 | 75.398 | 77.548 | ||
| 4350 | 2016.09.28 13:00 | buy | 2178 | 0.07 | 76.129 | 75.393 | 77.520 | ||