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 |
| 4501 | 2017.02.23 06:00 | buy | 2253 | 0.02 | 86.178 | 84.782 | 87.572 | ||
| 4502 | 2017.02.27 14:00 | buy | 2254 | 0.31 | 85.647 | 84.784 | 87.037 | ||
| 4503 | 2017.02.27 17:00 | buy | 2255 | 0.24 | 85.685 | 84.781 | 87.091 | ||
| 4504 | 2017.02.27 22:00 | buy | 2256 | 0.19 | 85.779 | 84.785 | 87.176 | ||
| 4505 | 2017.02.28 15:00 | sell | 2257 | 0.01 | 85.046 | 87.536 | 83.436 | ||
| 4506 | 2017.02.28 15:41 | s/l | 2251 | 0.03 | 84.795 | 84.793 | 87.561 | -4116.00 | 7419823.00 |
| 4507 | 2017.02.28 15:41 | s/l | 2249 | 0.01 | 84.789 | 84.786 | 87.772 | -1583.00 | 7418240.00 |
| 4508 | 2017.02.28 15:41 | s/l | 2250 | 0.01 | 84.781 | 84.786 | 87.723 | -1544.00 | 7416696.00 |
| 4509 | 2017.02.28 15:41 | s/l | 2252 | 0.04 | 84.782 | 84.785 | 87.486 | -5208.00 | 7411488.00 |
| 4510 | 2017.02.28 15:41 | s/l | 2254 | 0.31 | 84.779 | 84.784 | 87.037 | -26908.00 | 7384580.00 |
| 4511 | 2017.02.28 15:41 | s/l | 2256 | 0.19 | 84.780 | 84.785 | 87.176 | -18981.00 | 7365599.00 |
| 4512 | 2017.02.28 15:41 | s/l | 2253 | 0.02 | 84.785 | 84.782 | 87.572 | -2786.00 | 7362813.00 |
| 4513 | 2017.02.28 15:41 | s/l | 2255 | 0.24 | 84.775 | 84.781 | 87.091 | -21840.00 | 7340973.00 |
| 4514 | 2017.03.01 06:00 | buy | 2258 | 0.01 | 85.226 | 84.172 | 86.624 | ||
| 4515 | 2017.03.01 11:00 | buy | 2259 | 0.01 | 85.190 | 84.173 | 86.599 | ||
| 4516 | 2017.03.06 21:00 | buy | 2260 | 0.05 | 85.007 | 84.168 | 86.402 | ||
| 4517 | 2017.03.07 03:00 | buy | 2261 | 0.03 | 85.062 | 84.171 | 86.468 | ||
| 4518 | 2017.03.07 12:00 | buy | 2262 | 0.04 | 85.021 | 84.173 | 86.431 | ||
| 4519 | 2017.03.07 16:00 | buy | 2263 | 0.02 | 85.094 | 84.169 | 86.493 | ||
| 4520 | 2017.03.08 15:00 | buy | 2264 | 0.07 | 84.982 | 84.169 | 86.374 | ||
| 4521 | 2017.03.08 16:00 | buy | 2265 | 0.02 | 85.140 | 84.168 | 86.541 | ||
| 4522 | 2017.03.17 18:34 | s/l | 2259 | 0.01 | 84.168 | 84.173 | 86.599 | -1022.00 | 7339951.00 |
| 4523 | 2017.03.17 18:34 | s/l | 2262 | 0.04 | 84.178 | 84.173 | 86.431 | -3372.00 | 7336579.00 |
| 4524 | 2017.03.17 18:34 | s/l | 2258 | 0.01 | 84.170 | 84.172 | 86.624 | -1056.00 | 7335523.00 |
| 4525 | 2017.03.17 18:34 | s/l | 2261 | 0.03 | 84.172 | 84.171 | 86.468 | -2670.00 | 7332853.00 |
| 4526 | 2017.03.17 18:34 | s/l | 2260 | 0.05 | 84.162 | 84.168 | 86.402 | -4225.00 | 7328628.00 |
| 4527 | 2017.03.17 18:34 | s/l | 2263 | 0.02 | 84.158 | 84.169 | 86.493 | -1872.00 | 7326756.00 |
| 4528 | 2017.03.17 18:34 | s/l | 2264 | 0.07 | 84.176 | 84.169 | 86.374 | -5642.00 | 7321114.00 |
| 4529 | 2017.03.17 18:34 | s/l | 2265 | 0.02 | 84.162 | 84.168 | 86.541 | -1956.00 | 7319158.00 |
| 4530 | 2017.03.20 10:00 | buy | 2266 | 0.01 | 84.604 | 84.140 | 85.995 | ||
| 4531 | 2017.03.20 13:00 | buy | 2267 | 0.05 | 84.501 | 84.139 | 85.904 | ||
| 4532 | 2017.03.21 05:00 | buy | 2268 | 0.15 | 84.445 | 84.140 | 85.846 | ||
| 4533 | 2017.03.21 09:00 | buy | 2269 | 0.19 | 84.437 | 84.143 | 85.829 | ||
| 4534 | 2017.03.21 11:00 | buy | 2270 | 0.04 | 84.538 | 84.141 | 85.931 | ||
| 4535 | 2017.03.21 14:00 | buy | 2271 | 0.07 | 84.485 | 84.138 | 85.895 | ||
| 4536 | 2017.03.21 15:00 | buy | 2272 | 0.02 | 84.561 | 84.138 | 85.965 | ||
| 4537 | 2017.03.21 18:07 | s/l | 2269 | 0.19 | 84.150 | 84.143 | 85.829 | -5453.00 | 7313705.00 |
| 4538 | 2017.03.21 18:07 | s/l | 2266 | 0.01 | 84.146 | 84.140 | 85.995 | -458.00 | 7313247.00 |
| 4539 | 2017.03.21 18:07 | s/l | 2268 | 0.15 | 84.143 | 84.140 | 85.846 | -4530.00 | 7308717.00 |
| 4540 | 2017.03.21 18:07 | s/l | 2270 | 0.04 | 84.133 | 84.141 | 85.931 | -1620.00 | 7307097.00 |
| 4541 | 2017.03.21 18:07 | s/l | 2267 | 0.05 | 84.138 | 84.139 | 85.904 | -1815.00 | 7305282.00 |
| 4542 | 2017.03.21 18:07 | s/l | 2271 | 0.07 | 84.131 | 84.138 | 85.895 | -2478.00 | 7302804.00 |
| 4543 | 2017.03.21 18:07 | s/l | 2272 | 0.02 | 84.133 | 84.138 | 85.965 | -856.00 | 7301948.00 |
| 4544 | 2017.03.22 04:41 | t/p | 2257 | 0.01 | 83.428 | 87.536 | 83.436 | 1618.00 | 7303566.00 |
| 4545 | 2017.03.24 00:00 | sell | 2273 | 0.01 | 83.087 | 85.589 | 81.489 | ||
| 4546 | 2017.03.24 17:00 | sell | 2274 | 0.01 | 83.186 | 85.589 | 81.581 | ||
| 4547 | 2017.03.29 22:00 | buy | 2275 | 0.01 | 83.305 | 82.227 | 84.701 | ||
| 4548 | 2017.04.04 10:44 | s/l | 2275 | 0.01 | 82.233 | 82.227 | 84.701 | -1072.00 | 7302494.00 |
| 4549 | 2017.04.05 15:00 | buy | 2276 | 0.01 | 82.899 | 81.999 | 84.301 | ||
| 4550 | 2017.04.06 18:00 | buy | 2277 | 0.09 | 82.655 | 81.995 | 84.055 | ||
| 4551 | 2017.04.06 19:00 | buy | 2278 | 0.02 | 82.799 | 81.996 | 84.194 | ||
| 4552 | 2017.04.06 21:00 | buy | 2279 | 0.04 | 82.732 | 81.995 | 84.129 | ||
| 4553 | 2017.04.07 00:00 | buy | 2280 | 0.11 | 82.641 | 82.019 | 84.033 | ||
| 4554 | 2017.04.07 16:00 | buy | 2281 | 0.03 | 82.772 | 81.994 | 84.178 | ||
| 4555 | 2017.04.07 18:00 | buy | 2282 | 0.05 | 82.701 | 81.996 | 84.102 | ||
| 4556 | 2017.04.07 19:00 | buy | 2283 | 0.07 | 82.677 | 81.998 | 84.086 | ||
| 4557 | 2017.04.10 01:00 | buy | 2284 | 0.01 | 82.885 | 82.028 | 84.278 | ||
| 4558 | 2017.04.12 04:08 | s/l | 2284 | 0.01 | 82.026 | 82.028 | 84.278 | -859.00 | 7301635.00 |
| 4559 | 2017.04.12 04:08 | s/l | 2280 | 0.11 | 82.027 | 82.019 | 84.033 | -6754.00 | 7294881.00 |
| 4560 | 2017.04.12 12:00 | buy | 2285 | 0.69 | 82.333 | 81.996 | 83.736 | ||
| 4561 | 2017.04.13 20:05 | s/l | 2276 | 0.01 | 82.005 | 81.999 | 84.301 | -894.00 | 7293987.00 |
| 4562 | 2017.04.13 20:05 | s/l | 2283 | 0.07 | 81.989 | 81.998 | 84.086 | -4816.00 | 7289171.00 |
| 4563 | 2017.04.13 20:06 | s/l | 2278 | 0.02 | 81.988 | 81.996 | 84.194 | -1622.00 | 7287549.00 |
| 4564 | 2017.04.13 20:06 | s/l | 2282 | 0.05 | 82.005 | 81.996 | 84.102 | -3480.00 | 7284069.00 |
| 4565 | 2017.04.13 20:06 | s/l | 2285 | 0.69 | 81.991 | 81.996 | 83.736 | -23598.00 | 7260471.00 |
| 4566 | 2017.04.13 20:06 | s/l | 2277 | 0.09 | 81.988 | 81.995 | 84.055 | -6003.00 | 7254468.00 |
| 4567 | 2017.04.13 20:06 | s/l | 2279 | 0.04 | 81.986 | 81.995 | 84.129 | -2984.00 | 7251484.00 |
| 4568 | 2017.04.13 20:06 | s/l | 2281 | 0.03 | 81.997 | 81.994 | 84.178 | -2325.00 | 7249159.00 |
| 4569 | 2017.04.14 15:48 | t/p | 2274 | 0.01 | 81.577 | 85.589 | 81.581 | 1609.00 | 7250768.00 |
| 4570 | 2017.04.14 20:32 | t/p | 2273 | 0.01 | 81.493 | 85.589 | 81.489 | 1594.00 | 7252362.00 |
| 4571 | 2017.04.14 22:00 | sell | 2286 | 0.01 | 81.480 | 83.980 | 79.880 | ||
| 4572 | 2017.04.17 01:00 | sell | 2287 | 0.01 | 81.605 | 83.980 | 80.011 | ||
| 4573 | 2017.04.17 16:00 | buy | 2288 | 0.01 | 81.727 | 81.249 | 83.133 | ||
| 4574 | 2017.04.18 17:40 | s/l | 2288 | 0.01 | 81.240 | 81.249 | 83.133 | -487.00 | 7251875.00 |
| 4575 | 2017.04.20 21:00 | buy | 2289 | 0.01 | 81.200 | 80.560 | 82.600 | ||
| 4576 | 2017.04.20 22:00 | buy | 2290 | 0.02 | 81.145 | 80.566 | 82.554 | ||
| 4577 | 2017.04.21 11:00 | buy | 2291 | 0.03 | 81.120 | 80.565 | 82.521 | ||
| 4578 | 2017.05.05 23:40 | t/p | 2291 | 0.03 | 82.517 | 80.565 | 82.521 | 4191.00 | 7256066.00 |
| 4579 | 2017.05.05 23:42 | t/p | 2290 | 0.02 | 82.559 | 80.566 | 82.554 | 2828.00 | 7258894.00 |
| 4580 | 2017.05.05 23:46 | t/p | 2289 | 0.01 | 82.604 | 80.560 | 82.600 | 1404.00 | 7260298.00 |
| 4581 | 2017.05.08 04:00 | buy | 2292 | 0.01 | 82.568 | 80.551 | 83.960 | ||
| 4582 | 2017.05.18 18:00 | buy | 2293 | 0.19 | 81.740 | 80.553 | 83.145 | ||
| 4583 | 2017.05.18 20:00 | buy | 2294 | 0.31 | 81.613 | 80.553 | 83.015 | ||
| 4584 | 2017.05.18 22:00 | buy | 2295 | 0.15 | 81.819 | 80.556 | 83.225 | ||
| 4585 | 2017.05.19 00:00 | buy | 2296 | 0.09 | 81.964 | 80.565 | 83.374 | ||
| 4586 | 2017.05.19 02:00 | buy | 2297 | 0.11 | 81.933 | 80.556 | 83.331 | ||
| 4587 | 2017.05.19 11:00 | buy | 2298 | 0.07 | 82.028 | 80.552 | 83.436 | ||
| 4588 | 2017.05.19 12:00 | buy | 2299 | 0.05 | 82.098 | 80.552 | 83.508 | ||
| 4589 | 2017.05.19 18:00 | buy | 2300 | 0.02 | 82.355 | 80.554 | 83.764 | ||
| 4590 | 2017.05.24 17:06 | t/p | 2294 | 0.31 | 83.025 | 80.553 | 83.015 | 43772.00 | 7304070.00 |
| 4591 | 2017.05.24 17:09 | t/p | 2293 | 0.19 | 83.148 | 80.553 | 83.145 | 26752.00 | 7330822.00 |
| 4592 | 2017.05.24 17:19 | t/p | 2295 | 0.15 | 83.232 | 80.556 | 83.225 | 21195.00 | 7352017.00 |
| 4593 | 2017.05.24 17:30 | t/p | 2297 | 0.11 | 83.337 | 80.556 | 83.331 | 15444.00 | 7367461.00 |
| 4594 | 2017.05.24 18:37 | t/p | 2296 | 0.09 | 83.383 | 80.565 | 83.374 | 12771.00 | 7380232.00 |
| 4595 | 2017.05.25 10:38 | t/p | 2298 | 0.07 | 83.445 | 80.552 | 83.436 | 9919.00 | 7390151.00 |
| 4596 | 2017.05.31 04:00 | buy | 2301 | 0.01 | 82.465 | 80.555 | 83.866 | ||
| 4597 | 2017.05.31 14:00 | buy | 2302 | 0.02 | 82.431 | 80.551 | 83.821 | ||
| 4598 | 2017.06.01 04:00 | buy | 2303 | 0.03 | 82.246 | 80.553 | 83.645 | ||
| 4599 | 2017.06.01 07:00 | buy | 2304 | 0.04 | 82.196 | 80.552 | 83.603 | ||
| 4600 | 2017.06.05 07:00 | buy | 2305 | 0.07 | 82.049 | 80.552 | 83.441 | ||
| 4601 | 2017.06.05 16:00 | buy | 2306 | 0.09 | 82.014 | 80.549 | 83.411 | ||
| 4602 | 2017.06.07 03:00 | buy | 2307 | 0.66 | 81.420 | 80.555 | 82.823 | ||
| 4603 | 2017.06.13 04:31 | t/p | 2307 | 0.66 | 82.819 | 80.555 | 82.823 | 92334.00 | 7482485.00 |
| 4604 | 2017.06.14 10:48 | t/p | 2306 | 0.09 | 83.418 | 80.549 | 83.411 | 12636.00 | 7495121.00 |
| 4605 | 2017.06.14 11:16 | t/p | 2305 | 0.07 | 83.448 | 80.552 | 83.441 | 9793.00 | 7504914.00 |
| 4606 | 2017.06.14 12:28 | t/p | 2299 | 0.05 | 83.506 | 80.552 | 83.508 | 7040.00 | 7511954.00 |
| 4607 | 2017.06.14 13:17 | t/p | 2304 | 0.04 | 83.614 | 80.552 | 83.603 | 5672.00 | 7517626.00 |
| 4608 | 2017.06.14 17:00 | sell | 2308 | 0.51 | 82.839 | 83.980 | 81.437 | ||
| 4609 | 2017.06.14 20:00 | sell | 2309 | 0.24 | 82.573 | 83.980 | 81.163 | ||
| 4610 | 2017.06.14 21:00 | sell | 2310 | 0.23 | 82.579 | 83.980 | 81.251 | ||
| 4611 | 2017.06.16 02:07 | t/p | 2303 | 0.03 | 83.654 | 80.553 | 83.645 | 4224.00 | 7521850.00 |
| 4612 | 2017.06.16 03:00 | t/p | 2300 | 0.02 | 83.763 | 80.554 | 83.764 | 2816.00 | 7524666.00 |
| 4613 | 2017.06.16 03:03 | t/p | 2302 | 0.02 | 83.829 | 80.551 | 83.821 | 2796.00 | 7527462.00 |
| 4614 | 2017.06.16 05:11 | t/p | 2301 | 0.01 | 83.875 | 80.555 | 83.866 | 1410.00 | 7528872.00 |
| 4615 | 2017.06.16 09:42 | t/p | 2292 | 0.01 | 83.965 | 80.551 | 83.960 | 1397.00 | 7530269.00 |
| 4616 | 2017.06.16 09:42 | s/l | 2286 | 0.01 | 83.989 | 83.980 | 79.880 | -2509.00 | 7527760.00 |
| 4617 | 2017.06.16 09:42 | s/l | 2287 | 0.01 | 83.987 | 83.980 | 80.011 | -2382.00 | 7525378.00 |
| 4618 | 2017.06.16 09:42 | s/l | 2308 | 0.51 | 83.979 | 83.980 | 81.437 | -58140.00 | 7467238.00 |
| 4619 | 2017.06.16 09:42 | s/l | 2309 | 0.24 | 83.985 | 83.980 | 81.163 | -33888.00 | 7433350.00 |
| 4620 | 2017.06.16 09:42 | s/l | 2310 | 0.23 | 83.991 | 83.980 | 81.251 | -32476.00 | 7400874.00 |
| 4621 | 2017.06.16 11:00 | buy | 2311 | 0.01 | 83.929 | 81.419 | 85.519 | ||
| 4622 | 2017.06.16 17:00 | sell | 2312 | 0.01 | 83.716 | 84.265 | 82.320 | ||
| 4623 | 2017.06.16 20:00 | sell | 2313 | 0.02 | 83.766 | 84.265 | 82.362 | ||
| 4624 | 2017.06.19 17:29 | s/l | 2312 | 0.01 | 84.258 | 84.265 | 82.320 | -542.00 | 7400332.00 |
| 4625 | 2017.06.19 17:29 | s/l | 2313 | 0.02 | 84.259 | 84.265 | 82.362 | -986.00 | 7399346.00 |
| 4626 | 2017.06.20 19:00 | sell | 2314 | 0.01 | 83.992 | 84.574 | 82.598 | ||
| 4627 | 2017.06.23 12:00 | sell | 2315 | 0.04 | 84.094 | 84.574 | 82.704 | ||
| 4628 | 2017.06.23 13:00 | sell | 2316 | 0.03 | 84.087 | 84.574 | 82.684 | ||
| 4629 | 2017.06.23 14:00 | sell | 2317 | 0.02 | 84.070 | 84.574 | 82.671 | ||
| 4630 | 2017.06.23 15:00 | sell | 2318 | 0.02 | 84.050 | 84.574 | 82.651 | ||
| 4631 | 2017.06.27 13:54 | s/l | 2314 | 0.01 | 84.572 | 84.574 | 82.598 | -580.00 | 7398766.00 |
| 4632 | 2017.06.27 13:54 | s/l | 2315 | 0.04 | 84.579 | 84.574 | 82.704 | -1940.00 | 7396826.00 |
| 4633 | 2017.06.27 13:54 | s/l | 2316 | 0.03 | 84.571 | 84.574 | 82.684 | -1452.00 | 7395374.00 |
| 4634 | 2017.06.27 13:54 | s/l | 2317 | 0.02 | 84.575 | 84.574 | 82.671 | -1010.00 | 7394364.00 |
| 4635 | 2017.06.27 13:54 | s/l | 2318 | 0.02 | 84.585 | 84.574 | 82.651 | -1070.00 | 7393294.00 |
| 4636 | 2017.06.28 09:19 | t/p | 2311 | 0.01 | 85.510 | 81.419 | 85.519 | 1581.00 | 7394875.00 |
| 4637 | 2017.06.28 10:00 | buy | 2319 | 0.01 | 85.500 | 83.004 | 87.104 | ||
| 4638 | 2017.06.28 13:00 | buy | 2320 | 0.01 | 85.379 | 82.879 | 86.979 | ||
| 4639 | 2017.07.03 13:02 | t/p | 2320 | 0.01 | 86.975 | 82.879 | 86.979 | 1596.00 | 7396471.00 |
| 4640 | 2017.07.03 15:59 | t/p | 2319 | 0.01 | 87.114 | 83.004 | 87.104 | 1614.00 | 7398085.00 |
| 4641 | 2017.07.03 16:00 | buy | 2321 | 0.01 | 87.087 | 84.597 | 88.697 | ||
| 4642 | 2017.07.07 19:14 | t/p | 2321 | 0.01 | 88.692 | 84.597 | 88.697 | 1605.00 | 7399690.00 |
| 4643 | 2017.07.07 20:00 | buy | 2322 | 0.01 | 88.680 | 86.182 | 90.282 | ||
| 4644 | 2017.07.10 01:00 | buy | 2323 | 0.02 | 88.510 | 86.000 | 90.100 | ||
| 4645 | 2017.07.10 04:00 | buy | 2324 | 0.01 | 88.571 | 86.068 | 90.168 | ||
| 4646 | 2017.07.18 18:00 | sell | 2325 | 0.01 | 88.550 | 89.351 | 87.148 | ||
| 4647 | 2017.07.19 03:00 | sell | 2326 | 0.02 | 88.656 | 89.351 | 87.246 | ||
| 4648 | 2017.07.19 20:00 | sell | 2327 | 0.03 | 88.673 | 89.351 | 87.269 | ||
| 4649 | 2017.07.21 00:00 | sell | 2328 | 0.24 | 88.879 | 89.351 | 87.482 | ||
| 4650 | 2017.07.21 01:00 | sell | 2329 | 0.15 | 88.840 | 89.351 | 87.435 | ||