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 |
| 4951 | 2018.06.18 03:26 | t/p | 2476 | 0.02 | 83.671 | 87.096 | 83.664 | 2794.00 | 7518283.00 |
| 4952 | 2018.06.18 04:55 | t/p | 2475 | 0.01 | 83.634 | 87.096 | 83.637 | 1393.00 | 7519676.00 |
| 4953 | 2018.06.18 12:00 | buy | 2478 | 0.02 | 83.908 | 82.980 | 85.318 | ||
| 4954 | 2018.06.18 18:58 | t/p | 2474 | 0.01 | 83.493 | 87.096 | 83.496 | 1401.00 | 7521077.00 |
| 4955 | 2018.06.18 23:00 | buy | 2479 | 0.03 | 83.785 | 82.977 | 85.195 | ||
| 4956 | 2018.06.19 07:16 | s/l | 2478 | 0.02 | 82.985 | 82.980 | 85.318 | -1846.00 | 7519231.00 |
| 4957 | 2018.06.19 07:16 | s/l | 2479 | 0.03 | 82.973 | 82.977 | 85.195 | -2436.00 | 7516795.00 |
| 4958 | 2018.06.20 03:00 | buy | 2480 | 0.51 | 82.916 | 82.546 | 84.316 | ||
| 4959 | 2018.06.20 09:00 | buy | 2481 | 0.40 | 82.974 | 82.543 | 84.375 | ||
| 4960 | 2018.06.20 12:00 | buy | 2482 | 0.08 | 82.889 | 82.539 | 84.280 | ||
| 4961 | 2018.06.21 19:39 | s/l | 2480 | 0.51 | 82.547 | 82.546 | 84.316 | -18819.00 | 7497976.00 |
| 4962 | 2018.06.21 19:40 | s/l | 2481 | 0.40 | 82.544 | 82.543 | 84.375 | -17200.00 | 7480776.00 |
| 4963 | 2018.06.21 19:40 | s/l | 2482 | 0.08 | 82.530 | 82.539 | 84.280 | -2872.00 | 7477904.00 |
| 4964 | 2018.06.22 00:00 | sell | 2483 | 0.01 | 82.594 | 85.096 | 80.996 | ||
| 4965 | 2018.06.22 08:00 | buy | 2484 | 0.85 | 82.753 | 82.446 | 84.163 | ||
| 4966 | 2018.06.22 11:00 | buy | 2485 | 0.14 | 82.880 | 82.451 | 84.271 | ||
| 4967 | 2018.06.22 15:30 | s/l | 2485 | 0.14 | 82.439 | 82.451 | 84.271 | -6174.00 | 7471730.00 |
| 4968 | 2018.06.22 15:30 | s/l | 2484 | 0.85 | 82.416 | 82.446 | 84.163 | -28645.00 | 7443085.00 |
| 4969 | 2018.06.22 21:00 | buy | 2486 | 0.85 | 82.781 | 82.252 | 84.172 | ||
| 4970 | 2018.06.22 23:00 | buy | 2487 | 0.14 | 82.842 | 82.254 | 84.239 | ||
| 4971 | 2018.06.25 08:31 | s/l | 2486 | 0.85 | 82.254 | 82.252 | 84.172 | -44795.00 | 7398290.00 |
| 4972 | 2018.06.25 08:31 | s/l | 2487 | 0.14 | 82.242 | 82.254 | 84.239 | -8400.00 | 7389890.00 |
| 4973 | 2018.06.27 17:00 | buy | 2488 | 0.31 | 83.050 | 82.155 | 84.455 | ||
| 4974 | 2018.06.27 18:00 | buy | 2489 | 0.24 | 83.142 | 82.150 | 84.547 | ||
| 4975 | 2018.06.27 21:00 | buy | 2490 | 0.44 | 82.827 | 82.151 | 84.235 | ||
| 4976 | 2018.06.28 12:00 | sell | 2491 | 0.01 | 82.689 | 85.096 | 81.099 | ||
| 4977 | 2018.06.29 17:44 | t/p | 2490 | 0.44 | 84.241 | 82.151 | 84.235 | 62216.00 | 7452106.00 |
| 4978 | 2018.07.09 08:47 | t/p | 2488 | 0.31 | 84.464 | 82.155 | 84.455 | 43834.00 | 7495940.00 |
| 4979 | 2018.07.09 09:13 | t/p | 2489 | 0.24 | 84.537 | 82.150 | 84.547 | 33480.00 | 7529420.00 |
| 4980 | 2018.07.11 17:22 | s/l | 2483 | 0.01 | 85.100 | 85.096 | 80.996 | -2506.00 | 7526914.00 |
| 4981 | 2018.07.11 17:22 | s/l | 2491 | 0.01 | 85.098 | 85.096 | 81.099 | -2409.00 | 7524505.00 |
| 4982 | 2018.07.12 15:33 | t/p | 2477 | 0.01 | 85.464 | 81.868 | 85.468 | 1345.00 | 7525850.00 |
| 4983 | 2018.07.13 12:00 | sell | 2492 | 0.01 | 85.448 | 87.126 | 84.049 | ||
| 4984 | 2018.07.17 18:00 | sell | 2493 | 0.01 | 85.542 | 87.126 | 84.151 | ||
| 4985 | 2018.07.23 16:00 | buy | 2494 | 0.01 | 84.664 | 82.458 | 86.058 | ||
| 4986 | 2018.07.24 18:00 | buy | 2495 | 0.01 | 84.530 | 82.322 | 85.922 | ||
| 4987 | 2018.07.25 01:00 | buy | 2496 | 0.02 | 84.513 | 82.322 | 85.922 | ||
| 4988 | 2018.07.31 17:57 | t/p | 2495 | 0.01 | 85.922 | 82.322 | 85.922 | 1392.00 | 7527242.00 |
| 4989 | 2018.07.31 17:57 | t/p | 2496 | 0.02 | 85.929 | 82.322 | 85.922 | 2832.00 | 7530074.00 |
| 4990 | 2018.07.31 21:52 | t/p | 2494 | 0.01 | 86.064 | 82.458 | 86.058 | 1400.00 | 7531474.00 |
| 4991 | 2018.08.01 14:00 | sell | 2497 | 0.09 | 85.948 | 87.126 | 84.538 | ||
| 4992 | 2018.08.01 15:00 | sell | 2498 | 0.07 | 85.883 | 87.126 | 84.487 | ||
| 4993 | 2018.08.01 20:00 | sell | 2499 | 0.05 | 85.856 | 87.126 | 84.446 | ||
| 4994 | 2018.08.02 07:00 | sell | 2500 | 0.03 | 85.742 | 87.126 | 84.332 | ||
| 4995 | 2018.08.02 09:00 | sell | 2501 | 0.04 | 85.759 | 87.126 | 84.349 | ||
| 4996 | 2018.08.02 12:00 | sell | 2502 | 0.02 | 85.665 | 87.126 | 84.265 | ||
| 4997 | 2018.08.02 13:00 | sell | 2503 | 0.02 | 85.584 | 87.126 | 84.175 | ||
| 4998 | 2018.08.10 10:48 | t/p | 2497 | 0.09 | 84.528 | 87.126 | 84.538 | 12780.00 | 7544254.00 |
| 4999 | 2018.08.10 10:49 | t/p | 2498 | 0.07 | 84.479 | 87.126 | 84.487 | 9828.00 | 7554082.00 |
| 5000 | 2018.08.10 10:50 | t/p | 2499 | 0.05 | 84.442 | 87.126 | 84.446 | 7070.00 | 7561152.00 |
| 5001 | 2018.08.10 18:51 | t/p | 2501 | 0.04 | 84.346 | 87.126 | 84.349 | 5652.00 | 7566804.00 |
| 5002 | 2018.08.10 18:53 | t/p | 2500 | 0.03 | 84.324 | 87.126 | 84.332 | 4254.00 | 7571058.00 |
| 5003 | 2018.08.10 19:18 | t/p | 2502 | 0.02 | 84.258 | 87.126 | 84.265 | 2814.00 | 7573872.00 |
| 5004 | 2018.08.10 20:19 | t/p | 2503 | 0.02 | 84.173 | 87.126 | 84.175 | 2822.00 | 7576694.00 |
| 5005 | 2018.08.10 20:49 | t/p | 2493 | 0.01 | 84.150 | 87.126 | 84.151 | 1392.00 | 7578086.00 |
| 5006 | 2018.08.13 00:00 | t/p | 2492 | 0.01 | 83.953 | 87.126 | 84.049 | 1495.00 | 7579581.00 |
| 5007 | 2018.08.13 15:00 | buy | 2504 | 0.01 | 84.094 | 82.150 | 85.488 | ||
| 5008 | 2018.08.15 13:00 | sell | 2505 | 0.01 | 84.947 | 86.313 | 83.552 | ||
| 5009 | 2018.08.23 22:00 | sell | 2506 | 0.01 | 85.003 | 86.313 | 83.605 | ||
| 5010 | 2018.08.27 00:03 | t/p | 2504 | 0.01 | 85.496 | 82.150 | 85.488 | 1402.00 | 7580983.00 |
| 5011 | 2018.08.27 06:00 | sell | 2507 | 0.07 | 85.282 | 86.313 | 83.891 | ||
| 5012 | 2018.08.27 10:00 | sell | 2508 | 0.05 | 85.266 | 86.313 | 83.876 | ||
| 5013 | 2018.08.27 14:00 | sell | 2509 | 0.02 | 85.054 | 86.313 | 83.652 | ||
| 5014 | 2018.08.29 11:00 | sell | 2510 | 0.84 | 85.959 | 86.313 | 84.568 | ||
| 5015 | 2018.08.29 18:11 | s/l | 2505 | 0.01 | 86.321 | 86.313 | 83.552 | -1374.00 | 7579609.00 |
| 5016 | 2018.08.29 18:11 | s/l | 2506 | 0.01 | 86.314 | 86.313 | 83.605 | -1311.00 | 7578298.00 |
| 5017 | 2018.08.29 18:11 | s/l | 2507 | 0.07 | 86.318 | 86.313 | 83.891 | -7252.00 | 7571046.00 |
| 5018 | 2018.08.29 18:11 | s/l | 2508 | 0.05 | 86.324 | 86.313 | 83.876 | -5290.00 | 7565756.00 |
| 5019 | 2018.08.29 18:11 | s/l | 2509 | 0.02 | 86.306 | 86.313 | 83.652 | -2504.00 | 7563252.00 |
| 5020 | 2018.08.29 18:11 | s/l | 2510 | 0.84 | 86.316 | 86.313 | 84.568 | -29988.00 | 7533264.00 |
| 5021 | 2018.08.29 20:00 | buy | 2511 | 0.01 | 86.508 | 84.006 | 88.106 | ||
| 5022 | 2018.08.30 12:00 | sell | 2512 | 0.01 | 86.303 | 86.607 | 84.907 | ||
| 5023 | 2018.08.30 14:00 | sell | 2513 | 0.02 | 86.332 | 86.607 | 84.934 | ||
| 5024 | 2018.08.31 15:17 | t/p | 2513 | 0.02 | 84.937 | 86.607 | 84.934 | 2790.00 | 7536054.00 |
| 5025 | 2018.08.31 15:19 | t/p | 2512 | 0.01 | 84.902 | 86.607 | 84.907 | 1401.00 | 7537455.00 |
| 5026 | 2018.08.31 16:00 | sell | 2514 | 0.01 | 84.832 | 86.607 | 83.440 | ||
| 5027 | 2018.08.31 18:00 | sell | 2515 | 0.02 | 85.029 | 86.607 | 83.630 | ||
| 5028 | 2018.09.03 04:00 | sell | 2516 | 0.01 | 84.947 | 86.607 | 83.537 | ||
| 5029 | 2018.09.05 04:00 | buy | 2517 | 0.99 | 84.737 | 82.529 | 86.129 | ||
| 5030 | 2018.09.06 17:52 | s/l | 2511 | 0.01 | 83.998 | 84.006 | 88.106 | -2510.00 | 7534945.00 |
| 5031 | 2018.09.07 08:00 | buy | 2518 | 0.01 | 84.243 | 83.614 | 85.646 | ||
| 5032 | 2018.09.12 15:00 | sell | 2519 | 0.05 | 85.244 | 86.607 | 83.850 | ||
| 5033 | 2018.09.12 16:00 | sell | 2520 | 0.03 | 85.147 | 86.607 | 83.737 | ||
| 5034 | 2018.09.12 18:12 | t/p | 2518 | 0.01 | 85.652 | 83.614 | 85.646 | 1409.00 | 7536354.00 |
| 5035 | 2018.09.13 19:29 | t/p | 2517 | 0.99 | 86.137 | 82.529 | 86.129 | 138600.00 | 7674954.00 |
| 5036 | 2018.09.14 12:00 | sell | 2521 | 0.88 | 86.019 | 86.607 | 84.615 | ||
| 5037 | 2018.09.18 18:00 | buy | 2522 | 0.01 | 86.452 | 83.958 | 88.058 | ||
| 5038 | 2018.09.18 21:29 | s/l | 2514 | 0.01 | 86.617 | 86.607 | 83.440 | -1785.00 | 7673169.00 |
| 5039 | 2018.09.18 21:29 | s/l | 2515 | 0.02 | 86.606 | 86.607 | 83.630 | -3154.00 | 7670015.00 |
| 5040 | 2018.09.18 21:29 | s/l | 2516 | 0.01 | 86.614 | 86.607 | 83.537 | -1667.00 | 7668348.00 |
| 5041 | 2018.09.18 21:29 | s/l | 2519 | 0.05 | 86.612 | 86.607 | 83.850 | -6840.00 | 7661508.00 |
| 5042 | 2018.09.18 21:29 | s/l | 2520 | 0.03 | 86.618 | 86.607 | 83.737 | -4413.00 | 7657095.00 |
| 5043 | 2018.09.18 21:29 | s/l | 2521 | 0.88 | 86.610 | 86.607 | 84.615 | -52008.00 | 7605087.00 |
| 5044 | 2018.09.26 21:00 | sell | 2523 | 0.01 | 86.918 | 87.478 | 85.438 | ||
| 5045 | 2018.09.28 16:46 | s/l | 2523 | 0.01 | 87.481 | 87.478 | 85.438 | -563.00 | 7604524.00 |
| 5046 | 2018.09.28 23:55 | t/p | 2522 | 0.01 | 88.063 | 83.958 | 88.058 | 1611.00 | 7606135.00 |
| 5047 | 2018.10.01 00:05 | buy | 2524 | 0.01 | 88.510 | 85.993 | 90.093 | ||
| 5048 | 2018.10.05 11:00 | sell | 2525 | 0.01 | 88.005 | 89.241 | 86.609 | ||
| 5049 | 2018.10.05 15:00 | buy | 2526 | 0.03 | 88.155 | 85.656 | 89.756 | ||
| 5050 | 2018.10.10 21:07 | t/p | 2525 | 0.01 | 86.603 | 89.241 | 86.609 | 1402.00 | 7607537.00 |
| 5051 | 2018.10.10 23:00 | sell | 2527 | 0.01 | 86.205 | 88.403 | 84.803 | ||
| 5052 | 2018.10.10 23:50 | s/l | 2524 | 0.01 | 85.990 | 85.993 | 90.093 | -2520.00 | 7605017.00 |
| 5053 | 2018.10.15 17:00 | s/l | 2526 | 0.03 | 85.658 | 85.656 | 89.756 | -7491.00 | 7597526.00 |
| 5054 | 2018.10.17 08:00 | sell | 2528 | 0.04 | 86.660 | 88.403 | 85.250 | ||
| 5055 | 2018.10.17 12:00 | sell | 2529 | 0.05 | 86.673 | 88.403 | 85.268 | ||
| 5056 | 2018.10.17 15:00 | sell | 2530 | 0.03 | 86.546 | 88.403 | 85.137 | ||
| 5057 | 2018.10.17 16:00 | sell | 2531 | 0.02 | 86.494 | 88.403 | 85.102 | ||
| 5058 | 2018.10.17 17:00 | sell | 2532 | 0.02 | 86.371 | 88.403 | 84.979 | ||
| 5059 | 2018.10.18 05:00 | sell | 2533 | 0.01 | 86.288 | 88.403 | 84.897 | ||
| 5060 | 2018.10.22 07:00 | buy | 2534 | 0.01 | 86.047 | 83.837 | 87.437 | ||
| 5061 | 2018.10.24 00:00 | buy | 2535 | 0.01 | 85.951 | 83.751 | 87.345 | ||
| 5062 | 2018.10.26 10:33 | t/p | 2529 | 0.05 | 85.266 | 88.403 | 85.268 | 7035.00 | 7604561.00 |
| 5063 | 2018.10.26 11:11 | t/p | 2528 | 0.04 | 85.241 | 88.403 | 85.250 | 5676.00 | 7610237.00 |
| 5064 | 2018.10.26 12:20 | t/p | 2530 | 0.03 | 85.134 | 88.403 | 85.137 | 4236.00 | 7614473.00 |
| 5065 | 2018.10.26 12:30 | t/p | 2531 | 0.02 | 85.109 | 88.403 | 85.102 | 2770.00 | 7617243.00 |
| 5066 | 2018.10.26 17:01 | t/p | 2532 | 0.02 | 84.985 | 88.403 | 84.979 | 2772.00 | 7620015.00 |
| 5067 | 2018.10.26 17:03 | t/p | 2533 | 0.01 | 84.907 | 88.403 | 84.897 | 1381.00 | 7621396.00 |
| 5068 | 2018.10.26 21:00 | buy | 2536 | 0.04 | 85.621 | 83.751 | 87.014 | ||
| 5069 | 2018.10.29 06:00 | buy | 2537 | 0.09 | 85.388 | 83.743 | 86.780 | ||
| 5070 | 2018.10.29 08:00 | buy | 2538 | 0.07 | 85.459 | 83.748 | 86.857 | ||
| 5071 | 2018.10.29 14:00 | buy | 2539 | 0.03 | 85.737 | 83.747 | 87.140 | ||
| 5072 | 2018.10.29 15:00 | buy | 2540 | 0.02 | 85.816 | 83.746 | 87.209 | ||
| 5073 | 2018.10.30 05:00 | buy | 2541 | 0.02 | 85.864 | 83.748 | 87.267 | ||
| 5074 | 2018.11.05 04:00 | sell | 2542 | 0.01 | 86.310 | 88.403 | 84.916 | ||
| 5075 | 2018.11.05 21:00 | sell | 2543 | 0.02 | 86.372 | 88.403 | 84.965 | ||
| 5076 | 2018.11.08 09:59 | t/p | 2537 | 0.09 | 86.771 | 83.743 | 86.780 | 12447.00 | 7633843.00 |
| 5077 | 2018.11.08 10:39 | t/p | 2538 | 0.07 | 86.859 | 83.748 | 86.857 | 9800.00 | 7643643.00 |
| 5078 | 2018.11.09 02:00 | sell | 2544 | 0.05 | 86.705 | 88.403 | 85.298 | ||
| 5079 | 2018.11.09 03:00 | sell | 2545 | 0.04 | 86.648 | 88.403 | 85.239 | ||
| 5080 | 2018.11.19 17:06 | t/p | 2544 | 0.05 | 85.293 | 88.403 | 85.298 | 7060.00 | 7650703.00 |
| 5081 | 2018.11.19 19:08 | t/p | 2545 | 0.04 | 85.238 | 88.403 | 85.239 | 5640.00 | 7656343.00 |
| 5082 | 2018.11.20 09:00 | buy | 2546 | 0.07 | 85.495 | 84.832 | 86.890 | ||
| 5083 | 2018.11.20 16:51 | t/p | 2543 | 0.02 | 84.974 | 88.403 | 84.965 | 2796.00 | 7659139.00 |
| 5084 | 2018.11.20 16:53 | t/p | 2542 | 0.01 | 84.917 | 88.403 | 84.916 | 1393.00 | 7660532.00 |
| 5085 | 2018.11.20 17:02 | s/l | 2546 | 0.07 | 84.835 | 84.832 | 86.890 | -4620.00 | 7655912.00 |
| 5086 | 2018.11.20 17:02 | t/p | 2527 | 0.01 | 84.807 | 88.403 | 84.803 | 1398.00 | 7657310.00 |
| 5087 | 2018.11.21 11:00 | buy | 2547 | 0.40 | 84.969 | 84.591 | 86.373 | ||
| 5088 | 2018.11.21 12:00 | buy | 2548 | 0.31 | 85.035 | 84.592 | 86.442 | ||
| 5089 | 2018.11.21 13:00 | buy | 2549 | 0.16 | 85.067 | 84.592 | 86.475 | ||
| 5090 | 2018.12.05 17:08 | s/l | 2547 | 0.40 | 84.581 | 84.591 | 86.373 | -15520.00 | 7641790.00 |
| 5091 | 2018.12.05 17:08 | s/l | 2548 | 0.31 | 84.591 | 84.592 | 86.442 | -13764.00 | 7628026.00 |
| 5092 | 2018.12.05 17:08 | s/l | 2549 | 0.16 | 84.590 | 84.592 | 86.475 | -7632.00 | 7620394.00 |
| 5093 | 2018.12.06 11:55 | s/l | 2534 | 0.01 | 83.836 | 83.837 | 87.437 | -2211.00 | 7618183.00 |
| 5094 | 2018.12.06 16:31 | s/l | 2535 | 0.01 | 83.746 | 83.751 | 87.345 | -2205.00 | 7615978.00 |
| 5095 | 2018.12.06 16:31 | s/l | 2536 | 0.04 | 83.745 | 83.751 | 87.014 | -7504.00 | 7608474.00 |
| 5096 | 2018.12.06 16:31 | s/l | 2541 | 0.02 | 83.752 | 83.748 | 87.267 | -4224.00 | 7604250.00 |
| 5097 | 2018.12.06 16:31 | s/l | 2539 | 0.03 | 83.747 | 83.747 | 87.140 | -5970.00 | 7598280.00 |
| 5098 | 2018.12.06 16:31 | s/l | 2540 | 0.02 | 83.753 | 83.746 | 87.209 | -4126.00 | 7594154.00 |
| 5099 | 2018.12.07 17:00 | buy | 2550 | 0.01 | 85.040 | 83.550 | 86.449 | ||
| 5100 | 2018.12.07 20:00 | buy | 2551 | 0.04 | 84.796 | 83.547 | 86.186 | ||