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 |
| 4801 | 2017.12.29 18:46 | t/p | 2383 | 0.02 | 89.963 | 86.426 | 89.962 | 2814.00 | 7528582.00 |
| 4802 | 2017.12.29 19:00 | t/p | 2376 | 0.02 | 90.028 | 86.427 | 90.027 | 2820.00 | 7531402.00 |
| 4803 | 2018.01.03 01:00 | sell | 2405 | 0.02 | 89.669 | 90.785 | 88.265 | ||
| 4804 | 2018.01.04 16:57 | t/p | 2377 | 0.01 | 90.118 | 86.527 | 90.127 | 1374.00 | 7532776.00 |
| 4805 | 2018.01.04 21:40 | t/p | 2375 | 0.01 | 90.245 | 86.628 | 90.228 | 1417.00 | 7534193.00 |
| 4806 | 2018.01.05 15:30 | s/l | 2401 | 0.01 | 90.793 | 90.785 | 88.132 | -1257.00 | 7532936.00 |
| 4807 | 2018.01.05 15:30 | s/l | 2402 | 0.03 | 90.784 | 90.785 | 88.309 | -3231.00 | 7529705.00 |
| 4808 | 2018.01.05 15:30 | s/l | 2403 | 0.02 | 90.795 | 90.785 | 88.268 | -2256.00 | 7527449.00 |
| 4809 | 2018.01.05 15:30 | s/l | 2404 | 0.01 | 90.779 | 90.785 | 88.181 | -1194.00 | 7526255.00 |
| 4810 | 2018.01.05 15:30 | s/l | 2405 | 0.02 | 90.793 | 90.785 | 88.265 | -2248.00 | 7524007.00 |
| 4811 | 2018.01.08 01:00 | buy | 2406 | 0.01 | 91.177 | 88.683 | 92.783 | ||
| 4812 | 2018.01.09 07:00 | sell | 2407 | 0.01 | 90.708 | 91.601 | 89.317 | ||
| 4813 | 2018.01.10 16:23 | t/p | 2407 | 0.01 | 89.319 | 91.601 | 89.317 | 1389.00 | 7525396.00 |
| 4814 | 2018.01.10 17:00 | sell | 2408 | 0.01 | 89.255 | 91.461 | 87.861 | ||
| 4815 | 2018.01.10 21:15 | s/l | 2406 | 0.01 | 88.664 | 88.683 | 92.783 | -2513.00 | 7522883.00 |
| 4816 | 2018.01.18 15:00 | sell | 2409 | 0.01 | 89.361 | 91.461 | 87.952 | ||
| 4817 | 2018.01.24 12:00 | buy | 2410 | 0.01 | 88.756 | 86.741 | 90.166 | ||
| 4818 | 2018.01.25 03:00 | buy | 2411 | 0.01 | 88.675 | 86.740 | 90.065 | ||
| 4819 | 2018.01.25 11:00 | buy | 2412 | 0.02 | 88.579 | 86.742 | 89.983 | ||
| 4820 | 2018.01.25 12:00 | buy | 2413 | 0.02 | 88.549 | 86.743 | 89.952 | ||
| 4821 | 2018.01.26 18:27 | t/p | 2409 | 0.01 | 87.945 | 91.461 | 87.952 | 1416.00 | 7524299.00 |
| 4822 | 2018.01.29 15:00 | buy | 2414 | 0.09 | 88.193 | 86.741 | 89.592 | ||
| 4823 | 2018.01.29 18:00 | buy | 2415 | 0.03 | 88.417 | 86.737 | 89.823 | ||
| 4824 | 2018.01.29 22:00 | buy | 2416 | 0.04 | 88.419 | 86.741 | 89.816 | ||
| 4825 | 2018.01.30 01:00 | buy | 2417 | 0.05 | 88.338 | 86.752 | 89.734 | ||
| 4826 | 2018.01.30 10:00 | t/p | 2408 | 0.01 | 87.856 | 91.461 | 87.861 | 1399.00 | 7525698.00 |
| 4827 | 2018.01.30 19:00 | buy | 2418 | 0.07 | 88.218 | 86.742 | 89.628 | ||
| 4828 | 2018.02.02 15:00 | sell | 2419 | 0.01 | 89.203 | 91.399 | 87.799 | ||
| 4829 | 2018.02.05 21:07 | t/p | 2419 | 0.01 | 87.802 | 91.399 | 87.799 | 1401.00 | 7527099.00 |
| 4830 | 2018.02.06 03:47 | s/l | 2417 | 0.05 | 86.741 | 86.752 | 89.734 | -7985.00 | 7519114.00 |
| 4831 | 2018.02.06 03:48 | s/l | 2412 | 0.02 | 86.740 | 86.742 | 89.983 | -3678.00 | 7515436.00 |
| 4832 | 2018.02.06 03:48 | s/l | 2413 | 0.02 | 86.732 | 86.743 | 89.952 | -3634.00 | 7511802.00 |
| 4833 | 2018.02.06 03:48 | s/l | 2418 | 0.07 | 86.751 | 86.742 | 89.628 | -10269.00 | 7501533.00 |
| 4834 | 2018.02.06 03:48 | s/l | 2410 | 0.01 | 86.743 | 86.741 | 90.166 | -2013.00 | 7499520.00 |
| 4835 | 2018.02.06 03:48 | s/l | 2414 | 0.09 | 86.750 | 86.741 | 89.592 | -12987.00 | 7486533.00 |
| 4836 | 2018.02.06 03:48 | s/l | 2416 | 0.04 | 86.750 | 86.741 | 89.816 | -6676.00 | 7479857.00 |
| 4837 | 2018.02.06 03:48 | s/l | 2411 | 0.01 | 86.733 | 86.740 | 90.065 | -1942.00 | 7477915.00 |
| 4838 | 2018.02.06 03:48 | s/l | 2415 | 0.03 | 86.747 | 86.737 | 89.823 | -5010.00 | 7472905.00 |
| 4839 | 2018.02.06 17:00 | buy | 2420 | 0.01 | 87.432 | 86.325 | 88.823 | ||
| 4840 | 2018.02.06 18:00 | buy | 2421 | 0.04 | 87.214 | 86.326 | 88.619 | ||
| 4841 | 2018.02.06 22:00 | buy | 2422 | 0.02 | 87.321 | 86.328 | 88.713 | ||
| 4842 | 2018.02.07 06:00 | buy | 2423 | 0.01 | 87.400 | 86.329 | 88.799 | ||
| 4843 | 2018.02.08 12:00 | buy | 2424 | 0.07 | 87.157 | 86.327 | 88.566 | ||
| 4844 | 2018.02.08 15:00 | buy | 2425 | 0.05 | 87.180 | 86.328 | 88.581 | ||
| 4845 | 2018.02.08 16:00 | buy | 2426 | 0.03 | 87.266 | 86.328 | 88.675 | ||
| 4846 | 2018.02.08 19:14 | s/l | 2422 | 0.02 | 86.320 | 86.328 | 88.713 | -2002.00 | 7470903.00 |
| 4847 | 2018.02.08 19:14 | s/l | 2423 | 0.01 | 86.327 | 86.329 | 88.799 | -1073.00 | 7469830.00 |
| 4848 | 2018.02.08 19:14 | s/l | 2424 | 0.07 | 86.319 | 86.327 | 88.566 | -5866.00 | 7463964.00 |
| 4849 | 2018.02.08 19:14 | s/l | 2425 | 0.05 | 86.318 | 86.328 | 88.581 | -4310.00 | 7459654.00 |
| 4850 | 2018.02.08 19:14 | s/l | 2426 | 0.03 | 86.335 | 86.328 | 88.675 | -2793.00 | 7456861.00 |
| 4851 | 2018.02.08 19:14 | s/l | 2420 | 0.01 | 86.326 | 86.325 | 88.823 | -1106.00 | 7455755.00 |
| 4852 | 2018.02.08 19:14 | s/l | 2421 | 0.04 | 86.322 | 86.326 | 88.619 | -3568.00 | 7452187.00 |
| 4853 | 2018.02.09 10:00 | buy | 2427 | 0.01 | 86.686 | 86.141 | 88.084 | ||
| 4854 | 2018.02.09 14:00 | buy | 2428 | 0.15 | 86.507 | 86.141 | 88.099 | ||
| 4855 | 2018.02.09 15:30 | s/l | 2427 | 0.01 | 86.085 | 86.141 | 88.084 | -601.00 | 7451586.00 |
| 4856 | 2018.02.09 15:30 | s/l | 2428 | 0.15 | 86.094 | 86.141 | 88.099 | -6195.00 | 7445391.00 |
| 4857 | 2018.02.12 00:03 | buy | 2429 | 0.01 | 86.478 | 85.571 | 87.861 | ||
| 4858 | 2018.02.12 04:00 | buy | 2430 | 0.01 | 86.444 | 85.543 | 87.846 | ||
| 4859 | 2018.02.13 02:00 | buy | 2431 | 0.02 | 86.417 | 85.540 | 87.817 | ||
| 4860 | 2018.02.13 04:00 | buy | 2432 | 0.02 | 86.377 | 85.543 | 87.775 | ||
| 4861 | 2018.02.13 10:00 | s/l | 2429 | 0.01 | 85.572 | 85.571 | 87.861 | -906.00 | 7444485.00 |
| 4862 | 2018.02.13 10:11 | s/l | 2430 | 0.01 | 85.549 | 85.543 | 87.846 | -895.00 | 7443590.00 |
| 4863 | 2018.02.13 10:11 | s/l | 2432 | 0.02 | 85.537 | 85.543 | 87.775 | -1680.00 | 7441910.00 |
| 4864 | 2018.02.13 10:14 | s/l | 2431 | 0.02 | 85.538 | 85.540 | 87.817 | -1758.00 | 7440152.00 |
| 4865 | 2018.02.14 05:00 | sell | 2433 | 0.01 | 85.289 | 87.793 | 83.693 | ||
| 4866 | 2018.02.14 14:00 | sell | 2434 | 0.01 | 85.376 | 87.793 | 83.779 | ||
| 4867 | 2018.02.28 14:38 | t/p | 2434 | 0.01 | 83.775 | 87.793 | 83.779 | 1601.00 | 7441753.00 |
| 4868 | 2018.02.28 16:07 | t/p | 2433 | 0.01 | 83.683 | 87.793 | 83.693 | 1606.00 | 7443359.00 |
| 4869 | 2018.02.28 17:00 | sell | 2435 | 0.01 | 83.673 | 86.180 | 82.080 | ||
| 4870 | 2018.03.02 12:57 | t/p | 2435 | 0.01 | 82.081 | 86.180 | 82.080 | 1592.00 | 7444951.00 |
| 4871 | 2018.03.02 13:00 | sell | 2436 | 0.01 | 82.061 | 84.568 | 80.468 | ||
| 4872 | 2018.03.08 17:00 | sell | 2437 | 0.01 | 82.147 | 84.568 | 80.555 | ||
| 4873 | 2018.03.09 00:01 | buy | 2438 | 0.01 | 82.389 | 81.383 | 83.777 | ||
| 4874 | 2018.03.14 16:00 | buy | 2439 | 0.02 | 82.296 | 81.360 | 83.702 | ||
| 4875 | 2018.03.15 16:47 | s/l | 2438 | 0.01 | 81.374 | 81.383 | 83.777 | -1015.00 | 7443936.00 |
| 4876 | 2018.03.15 16:48 | s/l | 2439 | 0.02 | 81.362 | 81.360 | 83.702 | -1868.00 | 7442068.00 |
| 4877 | 2018.03.19 09:06 | t/p | 2437 | 0.01 | 80.559 | 84.568 | 80.555 | 1588.00 | 7443656.00 |
| 4878 | 2018.03.19 13:00 | buy | 2440 | 0.01 | 80.925 | 80.528 | 82.326 | ||
| 4879 | 2018.03.21 21:15 | t/p | 2440 | 0.01 | 82.333 | 80.528 | 82.326 | 1408.00 | 7445064.00 |
| 4880 | 2018.03.21 22:00 | buy | 2441 | 0.01 | 82.129 | 80.529 | 83.533 | ||
| 4881 | 2018.03.22 05:00 | buy | 2442 | 0.02 | 81.986 | 80.528 | 83.391 | ||
| 4882 | 2018.03.22 06:00 | buy | 2443 | 0.02 | 81.967 | 80.527 | 83.372 | ||
| 4883 | 2018.03.22 08:00 | buy | 2444 | 0.01 | 82.026 | 80.527 | 83.432 | ||
| 4884 | 2018.03.23 17:00 | buy | 2445 | 0.04 | 81.849 | 80.531 | 83.247 | ||
| 4885 | 2018.03.23 20:00 | buy | 2446 | 0.15 | 81.562 | 80.527 | 82.956 | ||
| 4886 | 2018.03.26 04:00 | buy | 2447 | 0.11 | 81.591 | 80.530 | 83.001 | ||
| 4887 | 2018.03.26 10:00 | buy | 2448 | 0.07 | 81.741 | 80.526 | 83.142 | ||
| 4888 | 2018.03.26 13:00 | buy | 2449 | 0.05 | 81.790 | 80.527 | 83.187 | ||
| 4889 | 2018.04.03 16:33 | t/p | 2446 | 0.15 | 82.961 | 80.527 | 82.956 | 20985.00 | 7466049.00 |
| 4890 | 2018.04.03 16:38 | t/p | 2447 | 0.11 | 83.006 | 80.530 | 83.001 | 15565.00 | 7481614.00 |
| 4891 | 2018.04.03 17:45 | t/p | 2448 | 0.07 | 83.141 | 80.526 | 83.142 | 9800.00 | 7491414.00 |
| 4892 | 2018.04.03 17:46 | t/p | 2449 | 0.05 | 83.193 | 80.527 | 83.187 | 7015.00 | 7498429.00 |
| 4893 | 2018.04.03 17:47 | t/p | 2445 | 0.04 | 83.250 | 80.531 | 83.247 | 5604.00 | 7504033.00 |
| 4894 | 2018.04.04 07:42 | t/p | 2443 | 0.02 | 83.382 | 80.527 | 83.372 | 2830.00 | 7506863.00 |
| 4895 | 2018.04.04 21:15 | t/p | 2442 | 0.02 | 83.385 | 80.528 | 83.391 | 2798.00 | 7509661.00 |
| 4896 | 2018.04.04 21:18 | t/p | 2444 | 0.01 | 83.425 | 80.527 | 83.432 | 1399.00 | 7511060.00 |
| 4897 | 2018.04.04 21:31 | t/p | 2441 | 0.01 | 83.533 | 80.529 | 83.533 | 1404.00 | 7512464.00 |
| 4898 | 2018.04.04 22:00 | buy | 2450 | 0.01 | 83.471 | 81.264 | 84.864 | ||
| 4899 | 2018.04.10 05:47 | s/l | 2436 | 0.01 | 84.577 | 84.568 | 80.468 | -2516.00 | 7509948.00 |
| 4900 | 2018.04.10 17:28 | t/p | 2450 | 0.01 | 84.871 | 81.264 | 84.864 | 1400.00 | 7511348.00 |
| 4901 | 2018.04.10 18:00 | buy | 2451 | 0.01 | 84.888 | 82.688 | 86.288 | ||
| 4902 | 2018.04.13 19:00 | sell | 2452 | 0.01 | 85.305 | 87.507 | 83.907 | ||
| 4903 | 2018.05.02 17:00 | sell | 2453 | 0.01 | 85.389 | 87.507 | 83.991 | ||
| 4904 | 2018.05.08 11:26 | t/p | 2453 | 0.01 | 83.996 | 87.507 | 83.991 | 1393.00 | 7512741.00 |
| 4905 | 2018.05.08 12:58 | t/p | 2452 | 0.01 | 83.897 | 87.507 | 83.907 | 1408.00 | 7514149.00 |
| 4906 | 2018.05.08 16:00 | sell | 2454 | 0.01 | 84.165 | 85.786 | 82.757 | ||
| 4907 | 2018.05.08 17:00 | sell | 2455 | 0.01 | 84.250 | 85.786 | 82.850 | ||
| 4908 | 2018.05.10 10:06 | s/l | 2454 | 0.01 | 85.782 | 85.786 | 82.757 | -1617.00 | 7512532.00 |
| 4909 | 2018.05.10 10:06 | s/l | 2455 | 0.01 | 85.779 | 85.786 | 82.850 | -1529.00 | 7511003.00 |
| 4910 | 2018.05.10 18:00 | sell | 2456 | 0.01 | 85.558 | 86.086 | 84.152 | ||
| 4911 | 2018.05.11 04:00 | sell | 2457 | 0.02 | 85.599 | 86.086 | 84.195 | ||
| 4912 | 2018.05.11 10:00 | sell | 2458 | 0.04 | 85.658 | 86.086 | 84.263 | ||
| 4913 | 2018.05.11 16:00 | sell | 2459 | 0.01 | 85.582 | 86.086 | 84.191 | ||
| 4914 | 2018.05.14 23:00 | sell | 2460 | 0.03 | 85.630 | 86.086 | 84.238 | ||
| 4915 | 2018.05.16 12:00 | sell | 2461 | 0.05 | 85.693 | 86.086 | 84.285 | ||
| 4916 | 2018.05.16 14:00 | sell | 2462 | 0.02 | 85.630 | 86.086 | 84.226 | ||
| 4917 | 2018.05.16 16:58 | s/l | 2456 | 0.01 | 86.082 | 86.086 | 84.152 | -524.00 | 7510479.00 |
| 4918 | 2018.05.16 16:58 | s/l | 2457 | 0.02 | 86.078 | 86.086 | 84.195 | -958.00 | 7509521.00 |
| 4919 | 2018.05.16 16:58 | s/l | 2458 | 0.04 | 86.095 | 86.086 | 84.263 | -1748.00 | 7507773.00 |
| 4920 | 2018.05.16 16:58 | s/l | 2459 | 0.01 | 86.087 | 86.086 | 84.191 | -505.00 | 7507268.00 |
| 4921 | 2018.05.16 16:58 | s/l | 2460 | 0.03 | 86.093 | 86.086 | 84.238 | -1389.00 | 7505879.00 |
| 4922 | 2018.05.16 16:58 | s/l | 2461 | 0.05 | 86.085 | 86.086 | 84.285 | -1960.00 | 7503919.00 |
| 4923 | 2018.05.16 16:58 | s/l | 2462 | 0.02 | 86.084 | 86.086 | 84.226 | -908.00 | 7503011.00 |
| 4924 | 2018.05.16 23:58 | t/p | 2451 | 0.01 | 86.290 | 82.688 | 86.288 | 1402.00 | 7504413.00 |
| 4925 | 2018.05.17 21:00 | sell | 2463 | 0.01 | 86.420 | 86.812 | 85.010 | ||
| 4926 | 2018.05.18 00:00 | sell | 2464 | 0.02 | 86.464 | 86.812 | 85.069 | ||
| 4927 | 2018.05.18 13:00 | sell | 2465 | 0.02 | 86.442 | 86.812 | 85.052 | ||
| 4928 | 2018.05.21 23:19 | s/l | 2463 | 0.01 | 86.815 | 86.812 | 85.010 | -395.00 | 7504018.00 |
| 4929 | 2018.05.21 23:19 | s/l | 2464 | 0.02 | 86.819 | 86.812 | 85.069 | -710.00 | 7503308.00 |
| 4930 | 2018.05.21 23:19 | s/l | 2465 | 0.02 | 86.817 | 86.812 | 85.052 | -750.00 | 7502558.00 |
| 4931 | 2018.05.22 11:00 | buy | 2466 | 0.01 | 87.074 | 84.573 | 88.673 | ||
| 4932 | 2018.05.22 19:00 | sell | 2467 | 0.01 | 86.823 | 87.126 | 85.432 | ||
| 4933 | 2018.05.23 10:55 | t/p | 2467 | 0.01 | 85.433 | 87.126 | 85.432 | 1390.00 | 7503948.00 |
| 4934 | 2018.05.23 12:00 | sell | 2468 | 0.01 | 85.318 | 87.126 | 83.924 | ||
| 4935 | 2018.05.23 17:00 | sell | 2469 | 0.02 | 85.494 | 87.126 | 84.097 | ||
| 4936 | 2018.05.23 19:00 | sell | 2470 | 0.01 | 85.418 | 87.126 | 84.020 | ||
| 4937 | 2018.05.23 20:00 | sell | 2471 | 0.02 | 85.553 | 87.126 | 84.156 | ||
| 4938 | 2018.05.23 21:00 | sell | 2472 | 0.03 | 85.599 | 87.126 | 84.204 | ||
| 4939 | 2018.05.24 16:46 | s/l | 2466 | 0.01 | 84.570 | 84.573 | 88.673 | -2504.00 | 7501444.00 |
| 4940 | 2018.05.25 16:03 | t/p | 2472 | 0.03 | 84.203 | 87.126 | 84.204 | 4188.00 | 7505632.00 |
| 4941 | 2018.05.25 16:11 | t/p | 2471 | 0.02 | 84.148 | 87.126 | 84.156 | 2810.00 | 7508442.00 |
| 4942 | 2018.05.25 16:44 | t/p | 2469 | 0.02 | 84.088 | 87.126 | 84.097 | 2812.00 | 7511254.00 |
| 4943 | 2018.05.28 17:34 | t/p | 2470 | 0.01 | 83.989 | 87.126 | 84.020 | 1429.00 | 7512683.00 |
| 4944 | 2018.05.29 04:13 | t/p | 2468 | 0.01 | 83.918 | 87.126 | 83.924 | 1400.00 | 7514083.00 |
| 4945 | 2018.05.30 10:00 | buy | 2473 | 0.01 | 83.582 | 81.388 | 84.988 | ||
| 4946 | 2018.06.05 01:33 | t/p | 2473 | 0.01 | 84.988 | 81.388 | 84.988 | 1406.00 | 7515489.00 |
| 4947 | 2018.06.05 12:00 | sell | 2474 | 0.01 | 84.894 | 87.096 | 83.496 | ||
| 4948 | 2018.06.06 23:00 | sell | 2475 | 0.01 | 85.027 | 87.096 | 83.637 | ||
| 4949 | 2018.06.07 03:00 | sell | 2476 | 0.02 | 85.068 | 87.096 | 83.664 | ||
| 4950 | 2018.06.11 00:03 | buy | 2477 | 0.01 | 84.119 | 81.868 | 85.468 | ||