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 |
| 4351 | 2016.09.28 14:00 | buy | 2179 | 0.02 | 76.226 | 75.392 | 77.621 | ||
| 4352 | 2016.09.29 03:56 | t/p | 2174 | 0.09 | 77.482 | 75.391 | 77.480 | 12591.00 | 6933800.00 |
| 4353 | 2016.09.29 04:10 | t/p | 2178 | 0.07 | 77.528 | 75.393 | 77.520 | 9793.00 | 6943593.00 |
| 4354 | 2016.09.29 04:11 | t/p | 2177 | 0.05 | 77.545 | 75.398 | 77.548 | 6995.00 | 6950588.00 |
| 4355 | 2016.09.29 04:12 | t/p | 2175 | 0.04 | 77.570 | 75.392 | 77.562 | 5664.00 | 6956252.00 |
| 4356 | 2016.09.29 04:18 | t/p | 2176 | 0.03 | 77.604 | 75.398 | 77.602 | 4203.00 | 6960455.00 |
| 4357 | 2016.09.29 04:19 | t/p | 2179 | 0.02 | 77.616 | 75.392 | 77.621 | 2780.00 | 6963235.00 |
| 4358 | 2016.09.29 09:10 | t/p | 2173 | 0.01 | 77.736 | 75.392 | 77.733 | 1395.00 | 6964630.00 |
| 4359 | 2016.09.29 12:00 | buy | 2180 | 0.01 | 77.477 | 75.393 | 78.871 | ||
| 4360 | 2016.09.29 13:00 | buy | 2181 | 0.01 | 77.396 | 75.392 | 78.798 | ||
| 4361 | 2016.09.30 15:00 | buy | 2182 | 0.07 | 76.971 | 75.389 | 78.378 | ||
| 4362 | 2016.09.30 16:00 | buy | 2183 | 0.03 | 77.161 | 75.392 | 78.566 | ||
| 4363 | 2016.09.30 18:00 | buy | 2184 | 0.04 | 77.064 | 75.395 | 78.466 | ||
| 4364 | 2016.09.30 20:00 | buy | 2185 | 0.02 | 77.338 | 75.391 | 78.733 | ||
| 4365 | 2016.10.03 01:00 | buy | 2186 | 0.02 | 77.251 | 75.430 | 78.661 | ||
| 4366 | 2016.10.05 17:48 | t/p | 2182 | 0.07 | 78.386 | 75.389 | 78.378 | 9905.00 | 6974535.00 |
| 4367 | 2016.10.05 17:56 | t/p | 2184 | 0.04 | 78.457 | 75.395 | 78.466 | 5572.00 | 6980107.00 |
| 4368 | 2016.10.05 18:55 | t/p | 2183 | 0.03 | 78.573 | 75.392 | 78.566 | 4236.00 | 6984343.00 |
| 4369 | 2016.10.05 21:06 | t/p | 2186 | 0.02 | 78.669 | 75.430 | 78.661 | 2836.00 | 6987179.00 |
| 4370 | 2016.10.05 22:10 | t/p | 2185 | 0.02 | 78.732 | 75.391 | 78.733 | 2788.00 | 6989967.00 |
| 4371 | 2016.10.06 15:47 | t/p | 2181 | 0.01 | 78.804 | 75.392 | 78.798 | 1408.00 | 6991375.00 |
| 4372 | 2016.10.06 18:51 | t/p | 2180 | 0.01 | 78.878 | 75.393 | 78.871 | 1401.00 | 6992776.00 |
| 4373 | 2016.10.10 10:00 | buy | 2187 | 0.01 | 77.789 | 75.598 | 79.198 | ||
| 4374 | 2016.10.11 12:00 | sell | 2188 | 0.01 | 78.519 | 80.333 | 77.115 | ||
| 4375 | 2016.10.11 13:00 | sell | 2189 | 0.01 | 78.638 | 80.333 | 77.239 | ||
| 4376 | 2016.10.14 13:46 | t/p | 2187 | 0.01 | 79.197 | 75.598 | 79.198 | 1408.00 | 6994184.00 |
| 4377 | 2016.10.17 05:00 | sell | 2190 | 0.09 | 79.039 | 80.333 | 77.636 | ||
| 4378 | 2016.10.17 14:00 | sell | 2191 | 0.11 | 79.138 | 80.333 | 77.744 | ||
| 4379 | 2016.10.18 21:00 | sell | 2192 | 0.15 | 79.169 | 80.333 | 77.762 | ||
| 4380 | 2016.10.19 04:00 | sell | 2193 | 0.19 | 79.224 | 80.333 | 77.825 | ||
| 4381 | 2016.10.19 10:00 | sell | 2194 | 0.07 | 78.981 | 80.333 | 77.579 | ||
| 4382 | 2016.10.19 11:00 | sell | 2195 | 0.05 | 78.954 | 80.333 | 77.553 | ||
| 4383 | 2016.10.19 20:00 | sell | 2196 | 0.02 | 78.715 | 80.333 | 77.318 | ||
| 4384 | 2016.10.19 23:00 | sell | 2197 | 0.03 | 78.788 | 80.333 | 77.378 | ||
| 4385 | 2016.10.20 04:00 | sell | 2198 | 0.04 | 78.865 | 80.333 | 77.463 | ||
| 4386 | 2016.10.20 15:00 | sell | 2199 | 0.02 | 78.690 | 80.333 | 77.296 | ||
| 4387 | 2016.10.21 15:50 | t/p | 2193 | 0.19 | 77.827 | 80.333 | 77.825 | 26543.00 | 7020727.00 |
| 4388 | 2016.10.21 15:57 | t/p | 2192 | 0.15 | 77.766 | 80.333 | 77.762 | 21045.00 | 7041772.00 |
| 4389 | 2016.10.21 16:00 | t/p | 2191 | 0.11 | 77.742 | 80.333 | 77.744 | 15356.00 | 7057128.00 |
| 4390 | 2016.10.21 16:03 | t/p | 2190 | 0.09 | 77.633 | 80.333 | 77.636 | 12654.00 | 7069782.00 |
| 4391 | 2016.10.24 11:00 | buy | 2200 | 0.01 | 77.960 | 75.765 | 79.365 | ||
| 4392 | 2016.10.24 12:00 | buy | 2201 | 0.01 | 77.890 | 75.691 | 79.291 | ||
| 4393 | 2016.11.01 21:20 | t/p | 2194 | 0.07 | 77.581 | 80.333 | 77.579 | 9800.00 | 7079582.00 |
| 4394 | 2016.11.01 21:24 | t/p | 2195 | 0.05 | 77.553 | 80.333 | 77.553 | 7005.00 | 7086587.00 |
| 4395 | 2016.11.02 05:11 | t/p | 2198 | 0.04 | 77.465 | 80.333 | 77.463 | 5600.00 | 7092187.00 |
| 4396 | 2016.11.02 05:35 | t/p | 2197 | 0.03 | 77.388 | 80.333 | 77.378 | 4200.00 | 7096387.00 |
| 4397 | 2016.11.02 12:49 | t/p | 2196 | 0.02 | 77.321 | 80.333 | 77.318 | 2788.00 | 7099175.00 |
| 4398 | 2016.11.02 12:49 | t/p | 2199 | 0.02 | 77.296 | 80.333 | 77.296 | 2788.00 | 7101963.00 |
| 4399 | 2016.11.02 13:56 | t/p | 2189 | 0.01 | 77.240 | 80.333 | 77.239 | 1398.00 | 7103361.00 |
| 4400 | 2016.11.02 17:16 | t/p | 2188 | 0.01 | 77.112 | 80.333 | 77.115 | 1407.00 | 7104768.00 |
| 4401 | 2016.11.03 15:00 | buy | 2202 | 0.19 | 77.079 | 75.396 | 78.481 | ||
| 4402 | 2016.11.03 16:00 | buy | 2203 | 0.15 | 77.144 | 75.390 | 78.548 | ||
| 4403 | 2016.11.04 09:00 | buy | 2204 | 0.24 | 77.016 | 75.390 | 78.419 | ||
| 4404 | 2016.11.04 21:00 | buy | 2205 | 0.31 | 76.925 | 75.390 | 78.324 | ||
| 4405 | 2016.11.07 01:00 | buy | 2206 | 0.02 | 77.723 | 75.517 | 79.117 | ||
| 4406 | 2016.11.08 13:37 | t/p | 2205 | 0.31 | 78.324 | 75.390 | 78.324 | 43369.00 | 7148137.00 |
| 4407 | 2016.11.08 15:31 | t/p | 2204 | 0.24 | 78.417 | 75.390 | 78.419 | 33624.00 | 7181761.00 |
| 4408 | 2016.11.08 17:46 | t/p | 2202 | 0.19 | 78.491 | 75.396 | 78.481 | 26828.00 | 7208589.00 |
| 4409 | 2016.11.08 17:54 | t/p | 2203 | 0.15 | 78.539 | 75.390 | 78.548 | 20925.00 | 7229514.00 |
| 4410 | 2016.11.08 23:13 | t/p | 2206 | 0.02 | 79.110 | 75.517 | 79.117 | 2774.00 | 7232288.00 |
| 4411 | 2016.11.09 02:58 | t/p | 2201 | 0.01 | 79.283 | 75.691 | 79.291 | 1393.00 | 7233681.00 |
| 4412 | 2016.11.09 02:59 | t/p | 2200 | 0.01 | 79.366 | 75.765 | 79.365 | 1406.00 | 7235087.00 |
| 4413 | 2016.11.11 03:00 | sell | 2207 | 0.01 | 79.046 | 80.333 | 77.642 | ||
| 4414 | 2016.11.11 08:00 | sell | 2208 | 0.01 | 79.128 | 80.333 | 77.731 | ||
| 4415 | 2016.11.14 18:00 | buy | 2209 | 0.01 | 79.896 | 77.387 | 81.487 | ||
| 4416 | 2016.11.15 15:51 | s/l | 2207 | 0.01 | 80.326 | 80.333 | 77.642 | -1280.00 | 7233807.00 |
| 4417 | 2016.11.15 15:51 | s/l | 2208 | 0.01 | 80.323 | 80.333 | 77.731 | -1195.00 | 7232612.00 |
| 4418 | 2016.11.16 17:40 | t/p | 2209 | 0.01 | 81.494 | 77.387 | 81.487 | 1598.00 | 7234210.00 |
| 4419 | 2016.11.17 08:00 | buy | 2210 | 0.01 | 81.295 | 78.787 | 82.887 | ||
| 4420 | 2016.11.22 16:34 | t/p | 2210 | 0.01 | 82.877 | 78.787 | 82.887 | 1582.00 | 7235792.00 |
| 4421 | 2016.11.22 17:00 | buy | 2211 | 0.01 | 82.941 | 80.448 | 84.548 | ||
| 4422 | 2016.11.22 19:00 | close | 2211 | 0.01 | 82.531 | 80.448 | 84.548 | -410.00 | 7235382.00 |
| 4423 | 2016.11.23 15:00 | buy | 2212 | 0.01 | 82.729 | 80.235 | 84.335 | ||
| 4424 | 2016.11.25 03:51 | t/p | 2212 | 0.01 | 84.338 | 80.235 | 84.335 | 1609.00 | 7236991.00 |
| 4425 | 2016.11.25 04:00 | buy | 2213 | 0.01 | 84.295 | 81.804 | 85.904 | ||
| 4426 | 2016.11.25 08:00 | buy | 2214 | 0.02 | 84.060 | 81.563 | 85.663 | ||
| 4427 | 2016.11.28 17:00 | buy | 2215 | 0.04 | 83.875 | 81.368 | 85.468 | ||
| 4428 | 2016.11.28 18:00 | buy | 2216 | 0.07 | 83.647 | 81.142 | 85.242 | ||
| 4429 | 2016.11.29 11:00 | buy | 2217 | 0.05 | 83.730 | 81.232 | 85.332 | ||
| 4430 | 2016.11.29 15:00 | buy | 2218 | 0.03 | 83.926 | 81.431 | 85.531 | ||
| 4431 | 2016.11.29 18:00 | buy | 2219 | 0.02 | 83.982 | 81.487 | 85.587 | ||
| 4432 | 2016.11.30 23:36 | t/p | 2216 | 0.07 | 85.238 | 81.142 | 85.242 | 11137.00 | 7248128.00 |
| 4433 | 2016.12.01 01:40 | t/p | 2217 | 0.05 | 85.325 | 81.232 | 85.332 | 7975.00 | 7256103.00 |
| 4434 | 2016.12.01 01:46 | t/p | 2215 | 0.04 | 85.480 | 81.368 | 85.468 | 6420.00 | 7262523.00 |
| 4435 | 2016.12.01 16:01 | t/p | 2218 | 0.03 | 85.537 | 81.431 | 85.531 | 4833.00 | 7267356.00 |
| 4436 | 2016.12.01 16:05 | t/p | 2219 | 0.02 | 85.597 | 81.487 | 85.587 | 3230.00 | 7270586.00 |
| 4437 | 2016.12.01 16:20 | t/p | 2214 | 0.02 | 85.660 | 81.563 | 85.663 | 3200.00 | 7273786.00 |
| 4438 | 2016.12.01 17:37 | t/p | 2213 | 0.01 | 85.906 | 81.804 | 85.904 | 1611.00 | 7275397.00 |
| 4439 | 2016.12.01 18:00 | buy | 2220 | 0.01 | 85.827 | 83.333 | 87.433 | ||
| 4440 | 2016.12.01 23:00 | buy | 2221 | 0.02 | 85.634 | 83.130 | 87.230 | ||
| 4441 | 2016.12.02 01:00 | buy | 2222 | 0.01 | 85.766 | 83.266 | 87.366 | ||
| 4442 | 2016.12.09 13:59 | t/p | 2221 | 0.02 | 87.224 | 83.130 | 87.230 | 3180.00 | 7278577.00 |
| 4443 | 2016.12.09 14:56 | t/p | 2222 | 0.01 | 87.365 | 83.266 | 87.366 | 1599.00 | 7280176.00 |
| 4444 | 2016.12.09 17:57 | t/p | 2220 | 0.01 | 87.441 | 83.333 | 87.433 | 1614.00 | 7281790.00 |
| 4445 | 2016.12.09 18:00 | buy | 2223 | 0.01 | 87.502 | 85.005 | 89.105 | ||
| 4446 | 2016.12.19 03:00 | sell | 2224 | 0.01 | 88.214 | 88.944 | 86.807 | ||
| 4447 | 2016.12.23 15:25 | t/p | 2224 | 0.01 | 86.807 | 88.944 | 86.807 | 1407.00 | 7283197.00 |
| 4448 | 2016.12.23 16:00 | sell | 2225 | 0.01 | 86.688 | 88.890 | 85.290 | ||
| 4449 | 2017.01.03 01:00 | sell | 2226 | 0.05 | 87.205 | 88.890 | 85.807 | ||
| 4450 | 2017.01.03 20:00 | sell | 2227 | 0.15 | 87.448 | 88.890 | 86.058 | ||
| 4451 | 2017.01.04 02:00 | sell | 2228 | 0.24 | 87.638 | 88.890 | 86.242 | ||
| 4452 | 2017.01.04 05:00 | sell | 2229 | 0.31 | 87.712 | 88.890 | 86.309 | ||
| 4453 | 2017.01.05 10:00 | sell | 2230 | 0.07 | 87.254 | 88.890 | 85.858 | ||
| 4454 | 2017.01.05 17:00 | sell | 2231 | 0.11 | 87.400 | 88.890 | 85.998 | ||
| 4455 | 2017.01.05 19:00 | sell | 2232 | 0.06 | 87.353 | 88.890 | 85.961 | ||
| 4456 | 2017.01.17 21:28 | t/p | 2229 | 0.31 | 86.294 | 88.890 | 86.309 | 43958.00 | 7327155.00 |
| 4457 | 2017.01.18 18:36 | t/p | 2228 | 0.24 | 86.236 | 88.890 | 86.242 | 33648.00 | 7360803.00 |
| 4458 | 2017.01.18 19:01 | t/p | 2227 | 0.15 | 86.054 | 88.890 | 86.058 | 20910.00 | 7381713.00 |
| 4459 | 2017.01.18 19:19 | t/p | 2231 | 0.11 | 85.997 | 88.890 | 85.998 | 15433.00 | 7397146.00 |
| 4460 | 2017.01.18 19:19 | t/p | 2232 | 0.06 | 85.955 | 88.890 | 85.961 | 8388.00 | 7405534.00 |
| 4461 | 2017.01.18 19:24 | t/p | 2230 | 0.07 | 85.856 | 88.890 | 85.858 | 9786.00 | 7415320.00 |
| 4462 | 2017.01.18 19:25 | t/p | 2226 | 0.05 | 85.802 | 88.890 | 85.807 | 7015.00 | 7422335.00 |
| 4463 | 2017.01.23 08:06 | t/p | 2225 | 0.01 | 85.284 | 88.890 | 85.290 | 1404.00 | 7423739.00 |
| 4464 | 2017.01.23 12:00 | sell | 2233 | 0.01 | 85.508 | 87.708 | 84.108 | ||
| 4465 | 2017.01.23 17:34 | s/l | 2223 | 0.01 | 85.002 | 85.005 | 89.105 | -2500.00 | 7421239.00 |
| 4466 | 2017.01.25 15:00 | sell | 2234 | 0.24 | 86.447 | 87.708 | 85.044 | ||
| 4467 | 2017.01.27 03:25 | s/l | 2233 | 0.01 | 87.713 | 87.708 | 84.108 | -2205.00 | 7419034.00 |
| 4468 | 2017.01.27 03:25 | s/l | 2234 | 0.24 | 87.709 | 87.708 | 85.044 | -30288.00 | 7388746.00 |
| 4469 | 2017.01.27 21:00 | sell | 2235 | 0.01 | 87.612 | 88.944 | 86.205 | ||
| 4470 | 2017.01.31 17:49 | t/p | 2235 | 0.01 | 86.206 | 88.944 | 86.205 | 1406.00 | 7390152.00 |
| 4471 | 2017.01.31 18:00 | sell | 2236 | 0.01 | 86.367 | 88.565 | 84.965 | ||
| 4472 | 2017.01.31 19:00 | sell | 2237 | 0.01 | 86.488 | 88.565 | 85.095 | ||
| 4473 | 2017.01.31 22:00 | sell | 2238 | 0.02 | 86.547 | 88.565 | 85.139 | ||
| 4474 | 2017.02.02 06:00 | sell | 2239 | 0.02 | 86.653 | 88.565 | 85.253 | ||
| 4475 | 2017.02.06 20:38 | t/p | 2239 | 0.02 | 85.250 | 88.565 | 85.253 | 2806.00 | 7392958.00 |
| 4476 | 2017.02.07 10:16 | t/p | 2238 | 0.02 | 85.130 | 88.565 | 85.139 | 2834.00 | 7395792.00 |
| 4477 | 2017.02.07 10:21 | t/p | 2237 | 0.01 | 85.091 | 88.565 | 85.095 | 1397.00 | 7397189.00 |
| 4478 | 2017.02.07 17:00 | buy | 2240 | 0.01 | 85.417 | 83.449 | 86.827 | ||
| 4479 | 2017.02.07 19:43 | t/p | 2236 | 0.01 | 84.958 | 88.565 | 84.965 | 1409.00 | 7398598.00 |
| 4480 | 2017.02.07 23:00 | buy | 2241 | 0.01 | 85.343 | 83.447 | 86.739 | ||
| 4481 | 2017.02.08 03:00 | buy | 2242 | 0.02 | 85.244 | 84.574 | 86.647 | ||
| 4482 | 2017.02.08 22:00 | buy | 2243 | 0.02 | 85.189 | 84.569 | 86.598 | ||
| 4483 | 2017.02.10 05:46 | t/p | 2243 | 0.02 | 86.595 | 84.569 | 86.598 | 2812.00 | 7401410.00 |
| 4484 | 2017.02.10 06:08 | t/p | 2242 | 0.02 | 86.646 | 84.574 | 86.647 | 2804.00 | 7404214.00 |
| 4485 | 2017.02.10 15:30 | t/p | 2241 | 0.01 | 86.785 | 83.447 | 86.739 | 1442.00 | 7405656.00 |
| 4486 | 2017.02.10 15:33 | t/p | 2240 | 0.01 | 86.819 | 83.449 | 86.827 | 1402.00 | 7407058.00 |
| 4487 | 2017.02.14 07:00 | sell | 2244 | 0.01 | 86.899 | 88.944 | 85.490 | ||
| 4488 | 2017.02.15 22:00 | sell | 2245 | 0.04 | 87.310 | 88.944 | 85.920 | ||
| 4489 | 2017.02.16 03:00 | sell | 2246 | 0.03 | 87.243 | 88.944 | 85.843 | ||
| 4490 | 2017.02.16 04:00 | sell | 2247 | 0.02 | 87.123 | 88.944 | 85.722 | ||
| 4491 | 2017.02.16 17:00 | sell | 2248 | 0.02 | 87.049 | 88.944 | 85.653 | ||
| 4492 | 2017.02.17 18:26 | t/p | 2245 | 0.04 | 85.920 | 88.944 | 85.920 | 5560.00 | 7412618.00 |
| 4493 | 2017.02.20 05:00 | buy | 2249 | 0.01 | 86.372 | 84.786 | 87.772 | ||
| 4494 | 2017.02.20 15:00 | buy | 2250 | 0.01 | 86.325 | 84.786 | 87.723 | ||
| 4495 | 2017.02.22 12:28 | t/p | 2246 | 0.03 | 85.833 | 88.944 | 85.843 | 4230.00 | 7416848.00 |
| 4496 | 2017.02.22 15:30 | t/p | 2247 | 0.02 | 85.676 | 88.944 | 85.722 | 2894.00 | 7419742.00 |
| 4497 | 2017.02.22 15:30 | t/p | 2248 | 0.02 | 85.659 | 88.944 | 85.653 | 2780.00 | 7422522.00 |
| 4498 | 2017.02.22 15:50 | t/p | 2244 | 0.01 | 85.482 | 88.944 | 85.490 | 1417.00 | 7423939.00 |
| 4499 | 2017.02.23 02:00 | buy | 2251 | 0.03 | 86.167 | 84.793 | 87.561 | ||
| 4500 | 2017.02.23 05:00 | buy | 2252 | 0.04 | 86.084 | 84.785 | 87.486 | ||