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 |
| 4651 | 2017.07.21 03:00 | sell | 2330 | 0.11 | 88.808 | 89.351 | 87.415 | ||
| 4652 | 2017.07.21 08:00 | sell | 2331 | 0.19 | 88.860 | 89.351 | 87.461 | ||
| 4653 | 2017.07.21 13:00 | sell | 2332 | 0.07 | 88.749 | 89.351 | 87.345 | ||
| 4654 | 2017.07.21 19:00 | sell | 2333 | 0.02 | 88.617 | 89.351 | 87.224 | ||
| 4655 | 2017.07.25 10:00 | sell | 2334 | 0.04 | 88.711 | 89.351 | 87.311 | ||
| 4656 | 2017.07.25 21:20 | s/l | 2325 | 0.01 | 89.350 | 89.351 | 87.148 | -800.00 | 7398890.00 |
| 4657 | 2017.07.25 21:20 | s/l | 2326 | 0.02 | 89.350 | 89.351 | 87.246 | -1388.00 | 7397502.00 |
| 4658 | 2017.07.25 21:20 | s/l | 2327 | 0.03 | 89.354 | 89.351 | 87.269 | -2043.00 | 7395459.00 |
| 4659 | 2017.07.25 21:20 | s/l | 2328 | 0.24 | 89.344 | 89.351 | 87.482 | -11160.00 | 7384299.00 |
| 4660 | 2017.07.25 21:20 | s/l | 2329 | 0.15 | 89.359 | 89.351 | 87.435 | -7785.00 | 7376514.00 |
| 4661 | 2017.07.25 21:20 | s/l | 2330 | 0.11 | 89.353 | 89.351 | 87.415 | -5995.00 | 7370519.00 |
| 4662 | 2017.07.25 21:20 | s/l | 2331 | 0.19 | 89.351 | 89.351 | 87.461 | -9329.00 | 7361190.00 |
| 4663 | 2017.07.25 21:20 | s/l | 2332 | 0.07 | 89.355 | 89.351 | 87.345 | -4242.00 | 7356948.00 |
| 4664 | 2017.07.25 21:20 | s/l | 2333 | 0.02 | 89.355 | 89.351 | 87.224 | -1476.00 | 7355472.00 |
| 4665 | 2017.07.25 21:20 | s/l | 2334 | 0.04 | 89.347 | 89.351 | 87.311 | -2544.00 | 7352928.00 |
| 4666 | 2017.07.26 15:00 | sell | 2335 | 0.01 | 89.368 | 89.628 | 87.961 | ||
| 4667 | 2017.07.26 18:41 | s/l | 2335 | 0.01 | 89.641 | 89.628 | 87.961 | -273.00 | 7352655.00 |
| 4668 | 2017.07.26 23:00 | sell | 2336 | 0.01 | 89.328 | 89.749 | 87.918 | ||
| 4669 | 2017.08.01 18:29 | t/p | 2336 | 0.01 | 87.919 | 89.749 | 87.918 | 1409.00 | 7354064.00 |
| 4670 | 2017.08.01 19:00 | sell | 2337 | 0.01 | 87.978 | 89.749 | 86.578 | ||
| 4671 | 2017.08.02 09:00 | sell | 2338 | 0.01 | 88.058 | 89.749 | 86.658 | ||
| 4672 | 2017.08.09 03:45 | t/p | 2338 | 0.01 | 86.646 | 89.749 | 86.658 | 1412.00 | 7355476.00 |
| 4673 | 2017.08.09 03:51 | t/p | 2337 | 0.01 | 86.574 | 89.749 | 86.578 | 1404.00 | 7356880.00 |
| 4674 | 2017.08.09 05:00 | sell | 2339 | 0.01 | 86.515 | 88.719 | 85.119 | ||
| 4675 | 2017.08.09 09:00 | sell | 2340 | 0.01 | 86.663 | 88.719 | 85.259 | ||
| 4676 | 2017.08.10 17:06 | s/l | 2322 | 0.01 | 86.186 | 86.182 | 90.282 | -2494.00 | 7354386.00 |
| 4677 | 2017.08.10 17:12 | s/l | 2324 | 0.01 | 86.072 | 86.068 | 90.168 | -2499.00 | 7351887.00 |
| 4678 | 2017.08.10 17:16 | s/l | 2323 | 0.02 | 86.005 | 86.000 | 90.100 | -5010.00 | 7346877.00 |
| 4679 | 2017.08.11 15:00 | buy | 2341 | 0.01 | 85.822 | 83.632 | 87.232 | ||
| 4680 | 2017.08.16 17:56 | t/p | 2341 | 0.01 | 87.233 | 83.632 | 87.232 | 1411.00 | 7348288.00 |
| 4681 | 2017.08.17 04:00 | sell | 2342 | 0.05 | 87.011 | 88.719 | 85.611 | ||
| 4682 | 2017.08.17 09:00 | sell | 2343 | 0.07 | 87.088 | 88.719 | 85.679 | ||
| 4683 | 2017.08.17 18:00 | sell | 2344 | 0.03 | 86.870 | 88.719 | 85.480 | ||
| 4684 | 2017.08.17 20:00 | sell | 2345 | 0.02 | 86.751 | 88.719 | 85.346 | ||
| 4685 | 2017.08.17 21:00 | sell | 2346 | 0.02 | 86.738 | 88.719 | 85.331 | ||
| 4686 | 2017.08.23 07:00 | sell | 2347 | 0.04 | 86.907 | 88.719 | 85.514 | ||
| 4687 | 2017.08.25 18:00 | sell | 2348 | 0.24 | 87.449 | 88.719 | 86.045 | ||
| 4688 | 2017.08.25 21:00 | sell | 2349 | 0.31 | 87.516 | 88.719 | 86.106 | ||
| 4689 | 2017.08.28 10:00 | sell | 2350 | 0.19 | 87.409 | 88.719 | 86.013 | ||
| 4690 | 2017.08.28 21:00 | sell | 2351 | 0.01 | 87.299 | 88.719 | 85.902 | ||
| 4691 | 2017.09.01 15:31 | s/l | 2339 | 0.01 | 88.726 | 88.719 | 85.119 | -2211.00 | 7346077.00 |
| 4692 | 2017.09.01 15:31 | s/l | 2340 | 0.01 | 88.719 | 88.719 | 85.259 | -2056.00 | 7344021.00 |
| 4693 | 2017.09.01 15:31 | s/l | 2342 | 0.05 | 88.718 | 88.719 | 85.611 | -8535.00 | 7335486.00 |
| 4694 | 2017.09.01 15:31 | s/l | 2343 | 0.07 | 88.726 | 88.719 | 85.679 | -11466.00 | 7324020.00 |
| 4695 | 2017.09.01 15:31 | s/l | 2344 | 0.03 | 88.715 | 88.719 | 85.480 | -5535.00 | 7318485.00 |
| 4696 | 2017.09.01 15:31 | s/l | 2345 | 0.02 | 88.711 | 88.719 | 85.346 | -3920.00 | 7314565.00 |
| 4697 | 2017.09.01 15:31 | s/l | 2346 | 0.02 | 88.724 | 88.719 | 85.331 | -3972.00 | 7310593.00 |
| 4698 | 2017.09.01 15:31 | s/l | 2347 | 0.04 | 88.712 | 88.719 | 85.514 | -7220.00 | 7303373.00 |
| 4699 | 2017.09.01 15:31 | s/l | 2348 | 0.24 | 88.727 | 88.719 | 86.045 | -30672.00 | 7272701.00 |
| 4700 | 2017.09.01 15:31 | s/l | 2349 | 0.31 | 88.728 | 88.719 | 86.106 | -37572.00 | 7235129.00 |
| 4701 | 2017.09.01 15:31 | s/l | 2350 | 0.19 | 88.724 | 88.719 | 86.013 | -24985.00 | 7210144.00 |
| 4702 | 2017.09.01 15:31 | s/l | 2351 | 0.01 | 88.715 | 88.719 | 85.902 | -1416.00 | 7208728.00 |
| 4703 | 2017.09.04 01:00 | sell | 2352 | 0.01 | 88.363 | 89.749 | 86.932 | ||
| 4704 | 2017.09.04 07:00 | sell | 2353 | 0.04 | 88.613 | 89.749 | 87.215 | ||
| 4705 | 2017.09.06 17:00 | s/l | 2352 | 0.01 | 89.794 | 89.749 | 86.932 | -1431.00 | 7207297.00 |
| 4706 | 2017.09.06 17:00 | s/l | 2353 | 0.04 | 89.780 | 89.749 | 87.215 | -4668.00 | 7202629.00 |
| 4707 | 2017.09.07 18:00 | sell | 2354 | 0.01 | 89.239 | 89.813 | 87.834 | ||
| 4708 | 2017.09.08 09:00 | sell | 2355 | 0.02 | 89.290 | 89.813 | 87.895 | ||
| 4709 | 2017.09.11 18:45 | s/l | 2354 | 0.01 | 89.814 | 89.813 | 87.834 | -575.00 | 7202054.00 |
| 4710 | 2017.09.11 18:45 | s/l | 2355 | 0.02 | 89.808 | 89.813 | 87.895 | -1036.00 | 7201018.00 |
| 4711 | 2017.09.13 00:02 | sell | 2356 | 0.01 | 90.397 | 90.689 | 88.973 | ||
| 4712 | 2017.09.13 01:00 | sell | 2357 | 0.02 | 90.429 | 90.689 | 89.022 | ||
| 4713 | 2017.09.13 04:00 | sell | 2358 | 0.05 | 90.454 | 90.689 | 89.059 | ||
| 4714 | 2017.09.13 05:00 | sell | 2359 | 0.03 | 90.437 | 90.689 | 89.040 | ||
| 4715 | 2017.09.13 12:15 | s/l | 2356 | 0.01 | 90.690 | 90.689 | 88.973 | -293.00 | 7200725.00 |
| 4716 | 2017.09.13 12:15 | s/l | 2357 | 0.02 | 90.681 | 90.689 | 89.022 | -504.00 | 7200221.00 |
| 4717 | 2017.09.13 12:15 | s/l | 2358 | 0.05 | 90.694 | 90.689 | 89.059 | -1200.00 | 7199021.00 |
| 4718 | 2017.09.13 12:15 | s/l | 2359 | 0.03 | 90.692 | 90.689 | 89.040 | -765.00 | 7198256.00 |
| 4719 | 2017.09.14 10:00 | sell | 2360 | 0.01 | 90.621 | 91.033 | 89.024 | ||
| 4720 | 2017.09.14 12:00 | sell | 2361 | 0.03 | 90.681 | 91.033 | 89.080 | ||
| 4721 | 2017.09.14 19:00 | sell | 2362 | 0.02 | 90.645 | 91.033 | 89.051 | ||
| 4722 | 2017.09.15 09:45 | s/l | 2360 | 0.01 | 91.042 | 91.033 | 89.024 | -421.00 | 7197835.00 |
| 4723 | 2017.09.15 09:45 | s/l | 2361 | 0.03 | 91.027 | 91.033 | 89.080 | -1038.00 | 7196797.00 |
| 4724 | 2017.09.15 09:45 | s/l | 2362 | 0.02 | 91.040 | 91.033 | 89.051 | -790.00 | 7196007.00 |
| 4725 | 2017.09.18 19:00 | sell | 2363 | 0.01 | 91.130 | 91.663 | 89.529 | ||
| 4726 | 2017.10.13 18:51 | t/p | 2363 | 0.01 | 89.519 | 91.663 | 89.529 | 1611.00 | 7197618.00 |
| 4727 | 2017.10.13 19:00 | sell | 2364 | 0.01 | 89.584 | 91.663 | 88.182 | ||
| 4728 | 2017.10.19 12:00 | sell | 2365 | 0.19 | 90.387 | 91.663 | 88.983 | ||
| 4729 | 2017.10.19 14:00 | sell | 2366 | 0.15 | 90.316 | 91.663 | 88.919 | ||
| 4730 | 2017.10.19 15:00 | sell | 2367 | 0.11 | 90.262 | 91.663 | 88.859 | ||
| 4731 | 2017.10.19 16:00 | sell | 2368 | 0.09 | 90.175 | 91.663 | 88.769 | ||
| 4732 | 2017.10.19 17:00 | sell | 2369 | 0.07 | 90.099 | 91.663 | 88.691 | ||
| 4733 | 2017.10.20 17:00 | sell | 2370 | 0.05 | 90.052 | 91.663 | 88.651 | ||
| 4734 | 2017.10.20 18:00 | sell | 2371 | 0.04 | 89.985 | 91.663 | 88.579 | ||
| 4735 | 2017.10.20 19:00 | sell | 2372 | 0.03 | 89.940 | 91.663 | 88.542 | ||
| 4736 | 2017.10.24 04:00 | sell | 2373 | 0.01 | 89.686 | 91.663 | 88.292 | ||
| 4737 | 2017.10.24 10:00 | sell | 2374 | 0.02 | 89.754 | 91.663 | 88.358 | ||
| 4738 | 2017.10.25 17:41 | t/p | 2365 | 0.19 | 88.990 | 91.663 | 88.983 | 26543.00 | 7224161.00 |
| 4739 | 2017.10.25 17:44 | t/p | 2366 | 0.15 | 88.914 | 91.663 | 88.919 | 21030.00 | 7245191.00 |
| 4740 | 2017.10.25 17:49 | t/p | 2367 | 0.11 | 88.860 | 91.663 | 88.859 | 15422.00 | 7260613.00 |
| 4741 | 2017.10.25 18:19 | t/p | 2368 | 0.09 | 88.761 | 91.663 | 88.769 | 12726.00 | 7273339.00 |
| 4742 | 2017.10.25 19:16 | t/p | 2369 | 0.07 | 88.684 | 91.663 | 88.691 | 9905.00 | 7283244.00 |
| 4743 | 2017.10.25 19:18 | t/p | 2370 | 0.05 | 88.660 | 91.663 | 88.651 | 6960.00 | 7290204.00 |
| 4744 | 2017.10.26 13:00 | buy | 2375 | 0.01 | 88.828 | 86.628 | 90.228 | ||
| 4745 | 2017.10.26 19:35 | t/p | 2371 | 0.04 | 88.586 | 91.663 | 88.579 | 5596.00 | 7295800.00 |
| 4746 | 2017.10.26 19:49 | t/p | 2372 | 0.03 | 88.545 | 91.663 | 88.542 | 4185.00 | 7299985.00 |
| 4747 | 2017.10.27 16:27 | t/p | 2374 | 0.02 | 88.360 | 91.663 | 88.358 | 2788.00 | 7302773.00 |
| 4748 | 2017.10.27 16:39 | t/p | 2373 | 0.01 | 88.302 | 91.663 | 88.292 | 1384.00 | 7304157.00 |
| 4749 | 2017.10.27 23:00 | buy | 2376 | 0.02 | 88.618 | 86.427 | 90.027 | ||
| 4750 | 2017.10.30 00:01 | buy | 2377 | 0.01 | 88.744 | 86.527 | 90.127 | ||
| 4751 | 2017.10.30 18:21 | t/p | 2364 | 0.01 | 88.181 | 91.663 | 88.182 | 1403.00 | 7305560.00 |
| 4752 | 2017.10.31 13:00 | buy | 2378 | 0.09 | 88.177 | 86.423 | 89.582 | ||
| 4753 | 2017.10.31 21:00 | buy | 2379 | 0.11 | 88.143 | 86.423 | 89.545 | ||
| 4754 | 2017.11.01 04:00 | buy | 2380 | 0.07 | 88.284 | 86.427 | 89.694 | ||
| 4755 | 2017.11.01 11:00 | buy | 2381 | 0.05 | 88.352 | 86.425 | 89.742 | ||
| 4756 | 2017.11.01 12:00 | buy | 2382 | 0.03 | 88.470 | 86.427 | 89.874 | ||
| 4757 | 2017.11.01 14:00 | buy | 2383 | 0.02 | 88.556 | 86.426 | 89.962 | ||
| 4758 | 2017.11.01 18:00 | buy | 2384 | 0.04 | 88.450 | 86.421 | 89.843 | ||
| 4759 | 2017.11.03 15:53 | t/p | 2379 | 0.11 | 89.546 | 86.423 | 89.545 | 15433.00 | 7320993.00 |
| 4760 | 2017.11.03 15:53 | t/p | 2378 | 0.09 | 89.590 | 86.423 | 89.582 | 12717.00 | 7333710.00 |
| 4761 | 2017.11.06 03:03 | t/p | 2380 | 0.07 | 89.702 | 86.427 | 89.694 | 9926.00 | 7343636.00 |
| 4762 | 2017.11.06 03:03 | t/p | 2381 | 0.05 | 89.753 | 86.425 | 89.742 | 7005.00 | 7350641.00 |
| 4763 | 2017.11.20 05:00 | sell | 2385 | 0.01 | 87.574 | 90.074 | 85.974 | ||
| 4764 | 2017.11.20 11:00 | buy | 2386 | 0.31 | 87.837 | 87.440 | 89.241 | ||
| 4765 | 2017.11.20 17:00 | buy | 2387 | 0.24 | 87.872 | 87.439 | 89.269 | ||
| 4766 | 2017.11.20 20:00 | buy | 2388 | 0.15 | 88.039 | 87.438 | 89.444 | ||
| 4767 | 2017.11.21 13:00 | buy | 2389 | 0.17 | 87.943 | 87.441 | 89.351 | ||
| 4768 | 2017.11.23 02:48 | s/l | 2389 | 0.17 | 87.431 | 87.441 | 89.351 | -8704.00 | 7341937.00 |
| 4769 | 2017.11.23 02:48 | s/l | 2386 | 0.31 | 87.430 | 87.440 | 89.241 | -12617.00 | 7329320.00 |
| 4770 | 2017.11.23 02:48 | s/l | 2387 | 0.24 | 87.447 | 87.439 | 89.269 | -10200.00 | 7319120.00 |
| 4771 | 2017.11.23 02:48 | s/l | 2388 | 0.15 | 87.447 | 87.438 | 89.444 | -8880.00 | 7310240.00 |
| 4772 | 2017.11.23 13:00 | buy | 2390 | 0.40 | 87.753 | 87.398 | 89.152 | ||
| 4773 | 2017.11.23 15:30 | s/l | 2390 | 0.40 | 87.391 | 87.398 | 89.152 | -14480.00 | 7295760.00 |
| 4774 | 2017.11.24 17:00 | buy | 2391 | 0.51 | 87.649 | 87.356 | 89.047 | ||
| 4775 | 2017.11.24 18:00 | buy | 2392 | 0.31 | 87.813 | 87.356 | 89.217 | ||
| 4776 | 2017.11.27 16:30 | s/l | 2391 | 0.51 | 87.347 | 87.356 | 89.047 | -15402.00 | 7280358.00 |
| 4777 | 2017.11.27 16:30 | s/l | 2392 | 0.31 | 87.356 | 87.356 | 89.217 | -14167.00 | 7266191.00 |
| 4778 | 2017.11.30 09:00 | buy | 2393 | 0.87 | 87.251 | 86.743 | 88.656 | ||
| 4779 | 2017.12.01 16:00 | close | 2385 | 0.01 | 88.297 | 90.074 | 85.974 | -723.00 | 7265468.00 |
| 4780 | 2017.12.04 00:00 | t/p | 2393 | 0.87 | 88.725 | 86.743 | 88.656 | 128238.00 | 7393706.00 |
| 4781 | 2017.12.07 13:00 | buy | 2394 | 0.24 | 87.916 | 86.743 | 89.324 | ||
| 4782 | 2017.12.07 20:00 | buy | 2395 | 0.19 | 87.955 | 86.742 | 89.358 | ||
| 4783 | 2017.12.08 02:00 | buy | 2396 | 0.15 | 88.050 | 86.742 | 89.452 | ||
| 4784 | 2017.12.08 04:00 | buy | 2397 | 0.09 | 88.171 | 86.741 | 89.578 | ||
| 4785 | 2017.12.08 10:00 | buy | 2398 | 0.05 | 88.308 | 86.737 | 89.711 | ||
| 4786 | 2017.12.08 12:00 | buy | 2399 | 0.07 | 88.266 | 86.738 | 89.657 | ||
| 4787 | 2017.12.19 05:00 | buy | 2400 | 0.08 | 87.516 | 86.741 | 88.918 | ||
| 4788 | 2017.12.21 15:30 | t/p | 2400 | 0.08 | 88.920 | 86.741 | 88.918 | 11232.00 | 7404938.00 |
| 4789 | 2017.12.21 19:51 | t/p | 2394 | 0.24 | 89.329 | 86.743 | 89.324 | 33912.00 | 7438850.00 |
| 4790 | 2017.12.27 10:02 | t/p | 2395 | 0.19 | 89.357 | 86.742 | 89.358 | 26638.00 | 7465488.00 |
| 4791 | 2017.12.27 12:01 | t/p | 2396 | 0.15 | 89.458 | 86.742 | 89.452 | 21120.00 | 7486608.00 |
| 4792 | 2017.12.27 12:12 | t/p | 2397 | 0.09 | 89.580 | 86.741 | 89.578 | 12681.00 | 7499289.00 |
| 4793 | 2017.12.27 14:17 | t/p | 2399 | 0.07 | 89.656 | 86.738 | 89.657 | 9730.00 | 7509019.00 |
| 4794 | 2017.12.27 17:16 | t/p | 2398 | 0.05 | 89.710 | 86.737 | 89.711 | 7010.00 | 7516029.00 |
| 4795 | 2017.12.28 07:00 | sell | 2401 | 0.01 | 89.536 | 90.785 | 88.132 | ||
| 4796 | 2017.12.28 22:38 | t/p | 2384 | 0.04 | 89.837 | 86.421 | 89.843 | 5548.00 | 7521577.00 |
| 4797 | 2017.12.29 02:12 | t/p | 2382 | 0.03 | 89.867 | 86.427 | 89.874 | 4191.00 | 7525768.00 |
| 4798 | 2017.12.29 15:00 | sell | 2402 | 0.03 | 89.707 | 90.785 | 88.309 | ||
| 4799 | 2017.12.29 16:00 | sell | 2403 | 0.02 | 89.667 | 90.785 | 88.268 | ||
| 4800 | 2017.12.29 17:00 | sell | 2404 | 0.01 | 89.585 | 90.785 | 88.181 | ||