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 |
| 5101 | 2018.12.07 22:00 | buy | 2552 | 0.03 | 84.812 | 83.553 | 86.213 | ||
| 5102 | 2018.12.10 13:00 | buy | 2553 | 0.07 | 84.669 | 83.549 | 86.076 | ||
| 5103 | 2018.12.10 14:00 | buy | 2554 | 0.09 | 84.633 | 83.548 | 86.032 | ||
| 5104 | 2018.12.11 00:01 | buy | 2555 | 0.11 | 84.597 | 83.589 | 86.020 | ||
| 5105 | 2018.12.11 13:00 | buy | 2556 | 0.19 | 84.426 | 83.548 | 85.836 | ||
| 5106 | 2018.12.11 14:00 | buy | 2557 | 0.15 | 84.523 | 83.545 | 85.919 | ||
| 5107 | 2018.12.12 03:00 | buy | 2558 | 0.02 | 84.854 | 83.550 | 86.260 | ||
| 5108 | 2018.12.12 16:00 | buy | 2559 | 0.02 | 84.903 | 83.546 | 86.302 | ||
| 5109 | 2018.12.13 05:00 | buy | 2560 | 0.01 | 84.958 | 83.547 | 86.367 | ||
| 5110 | 2018.12.18 11:00 | sell | 2561 | 0.01 | 83.876 | 86.375 | 82.275 | ||
| 5111 | 2018.12.18 18:15 | s/l | 2555 | 0.11 | 83.596 | 83.589 | 86.020 | -11011.00 | 7583143.00 |
| 5112 | 2018.12.18 18:21 | s/l | 2552 | 0.03 | 83.555 | 83.553 | 86.213 | -3771.00 | 7579372.00 |
| 5113 | 2018.12.18 18:22 | s/l | 2550 | 0.01 | 83.549 | 83.550 | 86.449 | -1491.00 | 7577881.00 |
| 5114 | 2018.12.18 18:22 | s/l | 2553 | 0.07 | 83.553 | 83.549 | 86.076 | -7812.00 | 7570069.00 |
| 5115 | 2018.12.18 18:22 | s/l | 2554 | 0.09 | 83.553 | 83.548 | 86.032 | -9720.00 | 7560349.00 |
| 5116 | 2018.12.18 18:22 | s/l | 2556 | 0.19 | 83.554 | 83.548 | 85.836 | -16568.00 | 7543781.00 |
| 5117 | 2018.12.18 18:22 | s/l | 2558 | 0.02 | 83.557 | 83.550 | 86.260 | -2594.00 | 7541187.00 |
| 5118 | 2018.12.18 18:22 | s/l | 2551 | 0.04 | 83.542 | 83.547 | 86.186 | -5016.00 | 7536171.00 |
| 5119 | 2018.12.18 18:22 | s/l | 2560 | 0.01 | 83.543 | 83.547 | 86.367 | -1415.00 | 7534756.00 |
| 5120 | 2018.12.18 18:22 | s/l | 2559 | 0.02 | 83.548 | 83.546 | 86.302 | -2710.00 | 7532046.00 |
| 5121 | 2018.12.18 18:22 | s/l | 2557 | 0.15 | 83.554 | 83.545 | 85.919 | -14535.00 | 7517511.00 |
| 5122 | 2018.12.20 19:15 | t/p | 2561 | 0.01 | 82.263 | 86.375 | 82.275 | 1613.00 | 7519124.00 |
| 5123 | 2018.12.25 07:00 | sell | 2562 | 0.01 | 81.007 | 83.540 | 79.440 | ||
| 5124 | 2018.12.27 10:00 | sell | 2563 | 0.04 | 81.528 | 83.540 | 79.921 | ||
| 5125 | 2018.12.27 12:00 | sell | 2564 | 0.02 | 81.339 | 83.540 | 79.746 | ||
| 5126 | 2018.12.27 14:00 | sell | 2565 | 0.05 | 81.542 | 83.540 | 79.938 | ||
| 5127 | 2018.12.27 15:00 | sell | 2566 | 0.03 | 81.430 | 83.540 | 79.830 | ||
| 5128 | 2018.12.27 16:00 | sell | 2567 | 0.02 | 81.223 | 83.540 | 79.621 | ||
| 5129 | 2018.12.27 17:00 | sell | 2568 | 0.01 | 81.139 | 83.540 | 79.534 | ||
| 5130 | 2019.01.02 11:00 | t/p | 2565 | 0.05 | 79.927 | 83.540 | 79.938 | 8075.00 | 7527199.00 |
| 5131 | 2019.01.02 11:02 | t/p | 2563 | 0.04 | 79.916 | 83.540 | 79.921 | 6448.00 | 7533647.00 |
| 5132 | 2019.01.02 11:16 | t/p | 2566 | 0.03 | 79.825 | 83.540 | 79.830 | 4815.00 | 7538462.00 |
| 5133 | 2019.01.02 15:27 | t/p | 2564 | 0.02 | 79.741 | 83.540 | 79.746 | 3196.00 | 7541658.00 |
| 5134 | 2019.01.03 00:34 | t/p | 2567 | 0.02 | 79.609 | 83.540 | 79.621 | 3228.00 | 7544886.00 |
| 5135 | 2019.01.03 00:35 | t/p | 2568 | 0.01 | 79.536 | 83.540 | 79.534 | 1603.00 | 7546489.00 |
| 5136 | 2019.01.03 00:35 | t/p | 2562 | 0.01 | 79.439 | 83.540 | 79.440 | 1568.00 | 7548057.00 |
| 5137 | 2019.01.03 02:00 | sell | 2569 | 0.01 | 78.808 | 81.304 | 77.204 | ||
| 5138 | 2019.01.07 02:00 | buy | 2570 | 0.01 | 81.207 | 79.000 | 82.600 | ||
| 5139 | 2019.01.07 07:00 | buy | 2571 | 0.01 | 81.079 | 78.888 | 82.488 | ||
| 5140 | 2019.01.07 10:00 | buy | 2572 | 0.02 | 81.047 | 78.838 | 82.438 | ||
| 5141 | 2019.01.07 17:02 | s/l | 2569 | 0.01 | 81.295 | 81.304 | 77.204 | -2487.00 | 7545570.00 |
| 5142 | 2019.01.17 21:44 | t/p | 2571 | 0.01 | 82.498 | 78.888 | 82.488 | 1419.00 | 7546989.00 |
| 5143 | 2019.01.17 21:44 | t/p | 2572 | 0.02 | 82.481 | 78.838 | 82.438 | 2868.00 | 7549857.00 |
| 5144 | 2019.01.18 12:00 | t/p | 2570 | 0.01 | 82.599 | 79.000 | 82.600 | 1392.00 | 7551249.00 |
| 5145 | 2019.01.18 12:00 | buy | 2573 | 0.01 | 82.616 | 80.405 | 84.005 | ||
| 5146 | 2019.01.23 04:00 | buy | 2574 | 0.03 | 82.267 | 80.071 | 83.671 | ||
| 5147 | 2019.01.23 07:00 | buy | 2575 | 0.02 | 82.326 | 80.123 | 83.723 | ||
| 5148 | 2019.01.23 11:00 | buy | 2576 | 0.04 | 82.222 | 80.017 | 83.617 | ||
| 5149 | 2019.01.24 18:00 | buy | 2577 | 0.05 | 82.168 | 79.958 | 83.558 | ||
| 5150 | 2019.01.25 06:00 | buy | 2578 | 0.01 | 82.504 | 80.299 | 83.899 | ||
| 5151 | 2019.01.25 13:00 | buy | 2579 | 0.02 | 82.411 | 80.216 | 83.816 | ||
| 5152 | 2019.02.01 17:24 | t/p | 2577 | 0.05 | 83.553 | 79.958 | 83.558 | 6925.00 | 7558174.00 |
| 5153 | 2019.02.01 17:37 | t/p | 2576 | 0.04 | 83.627 | 80.017 | 83.617 | 5620.00 | 7563794.00 |
| 5154 | 2019.02.01 18:26 | t/p | 2574 | 0.03 | 83.675 | 80.071 | 83.671 | 4224.00 | 7568018.00 |
| 5155 | 2019.02.01 19:32 | t/p | 2575 | 0.02 | 83.722 | 80.123 | 83.723 | 2792.00 | 7570810.00 |
| 5156 | 2019.02.01 20:42 | t/p | 2579 | 0.02 | 83.815 | 80.216 | 83.816 | 2808.00 | 7573618.00 |
| 5157 | 2019.02.04 10:06 | t/p | 2578 | 0.01 | 83.906 | 80.299 | 83.899 | 1402.00 | 7575020.00 |
| 5158 | 2019.02.05 08:00 | sell | 2580 | 0.01 | 83.786 | 85.986 | 82.386 | ||
| 5159 | 2019.02.08 02:56 | t/p | 2580 | 0.01 | 82.386 | 85.986 | 82.386 | 1400.00 | 7576420.00 |
| 5160 | 2019.02.08 13:00 | buy | 2581 | 0.01 | 82.504 | 80.310 | 83.910 | ||
| 5161 | 2019.02.14 02:00 | sell | 2582 | 0.01 | 83.670 | 85.260 | 82.261 | ||
| 5162 | 2019.02.14 08:53 | t/p | 2581 | 0.01 | 83.902 | 80.310 | 83.910 | 1398.00 | 7577818.00 |
| 5163 | 2019.02.14 11:00 | sell | 2583 | 0.01 | 83.750 | 85.260 | 82.349 | ||
| 5164 | 2019.02.20 03:41 | t/p | 2573 | 0.01 | 84.001 | 80.405 | 84.005 | 1385.00 | 7579203.00 |
| 5165 | 2019.02.21 03:00 | sell | 2584 | 0.05 | 84.038 | 85.260 | 82.642 | ||
| 5166 | 2019.02.21 04:00 | sell | 2585 | 0.04 | 83.964 | 85.260 | 82.569 | ||
| 5167 | 2019.02.21 08:00 | sell | 2586 | 0.03 | 83.904 | 85.260 | 82.506 | ||
| 5168 | 2019.02.21 12:00 | sell | 2587 | 0.02 | 83.859 | 85.260 | 82.465 | ||
| 5169 | 2019.02.25 16:00 | sell | 2588 | 0.15 | 84.239 | 85.260 | 82.837 | ||
| 5170 | 2019.02.25 18:00 | sell | 2589 | 0.09 | 84.150 | 85.260 | 82.746 | ||
| 5171 | 2019.02.26 17:00 | sell | 2590 | 0.02 | 83.795 | 85.260 | 82.387 | ||
| 5172 | 2019.02.28 09:00 | sell | 2591 | 0.11 | 84.171 | 85.260 | 82.772 | ||
| 5173 | 2019.02.28 10:00 | sell | 2592 | 0.07 | 84.080 | 85.260 | 82.680 | ||
| 5174 | 2019.03.01 18:00 | sell | 2593 | 0.40 | 84.493 | 85.260 | 83.085 | ||
| 5175 | 2019.03.06 17:23 | t/p | 2593 | 0.40 | 83.084 | 85.260 | 83.085 | 56360.00 | 7635563.00 |
| 5176 | 2019.03.08 03:28 | t/p | 2588 | 0.15 | 82.832 | 85.260 | 82.837 | 21105.00 | 7656668.00 |
| 5177 | 2019.03.08 05:18 | t/p | 2591 | 0.11 | 82.773 | 85.260 | 82.772 | 15378.00 | 7672046.00 |
| 5178 | 2019.03.08 05:18 | t/p | 2589 | 0.09 | 82.743 | 85.260 | 82.746 | 12663.00 | 7684709.00 |
| 5179 | 2019.03.08 06:33 | t/p | 2592 | 0.07 | 82.679 | 85.260 | 82.680 | 9807.00 | 7694516.00 |
| 5180 | 2019.03.08 06:56 | t/p | 2584 | 0.05 | 82.636 | 85.260 | 82.642 | 7010.00 | 7701526.00 |
| 5181 | 2019.03.08 07:39 | t/p | 2585 | 0.04 | 82.574 | 85.260 | 82.569 | 5560.00 | 7707086.00 |
| 5182 | 2019.03.08 08:20 | t/p | 2586 | 0.03 | 82.512 | 85.260 | 82.506 | 4176.00 | 7711262.00 |
| 5183 | 2019.03.08 09:10 | t/p | 2587 | 0.02 | 82.457 | 85.260 | 82.465 | 2804.00 | 7714066.00 |
| 5184 | 2019.03.08 19:00 | buy | 2594 | 0.01 | 82.758 | 80.564 | 84.164 | ||
| 5185 | 2019.03.22 14:50 | t/p | 2590 | 0.02 | 82.383 | 85.260 | 82.387 | 2824.00 | 7716890.00 |
| 5186 | 2019.03.22 14:54 | t/p | 2583 | 0.01 | 82.351 | 85.260 | 82.349 | 1399.00 | 7718289.00 |
| 5187 | 2019.03.22 15:04 | t/p | 2582 | 0.01 | 82.269 | 85.260 | 82.261 | 1401.00 | 7719690.00 |
| 5188 | 2019.03.25 11:00 | buy | 2595 | 0.11 | 82.024 | 81.376 | 83.423 | ||
| 5189 | 2019.03.25 13:00 | buy | 2596 | 0.07 | 82.204 | 81.373 | 83.602 | ||
| 5190 | 2019.03.25 18:00 | buy | 2597 | 0.15 | 81.962 | 81.373 | 83.354 | ||
| 5191 | 2019.03.26 02:00 | buy | 2598 | 0.09 | 82.121 | 81.591 | 83.520 | ||
| 5192 | 2019.03.26 04:00 | buy | 2599 | 0.05 | 82.279 | 81.591 | 83.676 | ||
| 5193 | 2019.03.26 15:00 | buy | 2600 | 0.03 | 82.431 | 81.587 | 83.835 | ||
| 5194 | 2019.03.26 18:00 | buy | 2601 | 0.01 | 82.617 | 81.586 | 84.022 | ||
| 5195 | 2019.03.26 22:00 | buy | 2602 | 0.02 | 82.610 | 81.588 | 84.009 | ||
| 5196 | 2019.03.28 16:00 | buy | 2603 | 0.04 | 82.361 | 81.616 | 83.765 | ||
| 5197 | 2019.03.28 17:00 | buy | 2604 | 0.02 | 82.508 | 81.615 | 83.913 | ||
| 5198 | 2019.04.01 17:58 | t/p | 2597 | 0.15 | 83.364 | 81.373 | 83.354 | 21030.00 | 7740720.00 |
| 5199 | 2019.04.01 18:18 | t/p | 2595 | 0.11 | 83.433 | 81.376 | 83.423 | 15499.00 | 7756219.00 |
| 5200 | 2019.04.01 19:43 | t/p | 2598 | 0.09 | 83.520 | 81.591 | 83.520 | 12591.00 | 7768810.00 |
| 5201 | 2019.04.01 19:53 | t/p | 2596 | 0.07 | 83.595 | 81.373 | 83.602 | 9737.00 | 7778547.00 |
| 5202 | 2019.04.01 20:01 | t/p | 2599 | 0.05 | 83.673 | 81.591 | 83.676 | 6970.00 | 7785517.00 |
| 5203 | 2019.04.02 12:00 | sell | 2605 | 0.01 | 83.524 | 85.260 | 82.131 | ||
| 5204 | 2019.04.03 09:15 | t/p | 2603 | 0.04 | 83.764 | 81.616 | 83.765 | 5612.00 | 7791129.00 |
| 5205 | 2019.04.03 09:35 | t/p | 2600 | 0.03 | 83.830 | 81.587 | 83.835 | 4197.00 | 7795326.00 |
| 5206 | 2019.04.03 21:00 | sell | 2606 | 0.01 | 83.616 | 85.260 | 82.218 | ||
| 5207 | 2019.04.09 13:00 | sell | 2607 | 0.02 | 83.649 | 85.260 | 82.248 | ||
| 5208 | 2019.04.12 11:42 | t/p | 2604 | 0.02 | 83.911 | 81.615 | 83.913 | 2806.00 | 7798132.00 |
| 5209 | 2019.04.12 13:14 | t/p | 2602 | 0.02 | 84.011 | 81.588 | 84.009 | 2802.00 | 7800934.00 |
| 5210 | 2019.04.12 14:11 | t/p | 2601 | 0.01 | 84.014 | 81.586 | 84.022 | 1397.00 | 7802331.00 |
| 5211 | 2019.04.15 07:00 | sell | 2608 | 0.07 | 83.985 | 85.260 | 82.589 | ||
| 5212 | 2019.04.15 10:00 | sell | 2609 | 0.05 | 83.880 | 85.260 | 82.489 | ||
| 5213 | 2019.04.15 15:29 | t/p | 2594 | 0.01 | 84.165 | 80.564 | 84.164 | 1407.00 | 7803738.00 |
| 5214 | 2019.04.15 22:00 | sell | 2610 | 0.02 | 83.737 | 85.260 | 82.331 | ||
| 5215 | 2019.04.18 01:00 | sell | 2611 | 0.04 | 83.918 | 85.260 | 82.482 | ||
| 5216 | 2019.04.18 05:00 | sell | 2612 | 0.03 | 83.784 | 85.260 | 82.386 | ||
| 5217 | 2019.04.24 22:00 | buy | 2613 | 0.01 | 83.279 | 81.613 | 84.683 | ||
| 5218 | 2019.04.25 17:30 | t/p | 2608 | 0.07 | 82.561 | 85.260 | 82.589 | 9968.00 | 7813706.00 |
| 5219 | 2019.04.26 04:00 | buy | 2614 | 0.07 | 82.866 | 81.619 | 84.257 | ||
| 5220 | 2019.04.26 05:00 | buy | 2615 | 0.05 | 82.909 | 81.616 | 84.312 | ||
| 5221 | 2019.04.26 13:00 | buy | 2616 | 0.09 | 82.839 | 81.617 | 84.229 | ||
| 5222 | 2019.04.26 16:00 | buy | 2617 | 0.04 | 82.945 | 81.615 | 84.347 | ||
| 5223 | 2019.04.29 11:00 | buy | 2618 | 0.03 | 83.010 | 81.615 | 84.413 | ||
| 5224 | 2019.04.29 16:00 | buy | 2619 | 0.02 | 83.057 | 81.614 | 84.465 | ||
| 5225 | 2019.04.29 19:00 | buy | 2620 | 0.02 | 83.153 | 81.615 | 84.551 | ||
| 5226 | 2019.04.29 20:00 | buy | 2621 | 0.01 | 83.189 | 81.616 | 84.588 | ||
| 5227 | 2019.05.06 00:00 | t/p | 2607 | 0.02 | 82.232 | 85.260 | 82.248 | 2834.00 | 7816540.00 |
| 5228 | 2019.05.06 00:00 | t/p | 2609 | 0.05 | 82.235 | 85.260 | 82.489 | 8225.00 | 7824765.00 |
| 5229 | 2019.05.06 00:00 | t/p | 2610 | 0.02 | 82.230 | 85.260 | 82.331 | 3014.00 | 7827779.00 |
| 5230 | 2019.05.06 00:00 | t/p | 2611 | 0.04 | 82.235 | 85.260 | 82.482 | 6732.00 | 7834511.00 |
| 5231 | 2019.05.06 00:00 | t/p | 2612 | 0.03 | 82.225 | 85.260 | 82.386 | 4677.00 | 7839188.00 |
| 5232 | 2019.05.06 00:00 | t/p | 2606 | 0.01 | 82.212 | 85.260 | 82.218 | 1404.00 | 7840592.00 |
| 5233 | 2019.05.06 02:58 | t/p | 2605 | 0.01 | 82.129 | 85.260 | 82.131 | 1395.00 | 7841987.00 |
| 5234 | 2019.05.06 17:00 | buy | 2622 | 0.66 | 82.335 | 81.615 | 83.741 | ||
| 5235 | 2019.05.07 01:00 | sell | 2623 | 0.01 | 82.237 | 84.380 | 80.646 | ||
| 5236 | 2019.05.08 06:49 | s/l | 2614 | 0.07 | 81.625 | 81.619 | 84.257 | -8687.00 | 7833300.00 |
| 5237 | 2019.05.08 06:49 | s/l | 2616 | 0.09 | 81.627 | 81.617 | 84.229 | -10908.00 | 7822392.00 |
| 5238 | 2019.05.08 06:49 | s/l | 2615 | 0.05 | 81.622 | 81.616 | 84.312 | -6435.00 | 7815957.00 |
| 5239 | 2019.05.08 06:49 | s/l | 2621 | 0.01 | 81.612 | 81.616 | 84.588 | -1577.00 | 7814380.00 |
| 5240 | 2019.05.08 06:49 | s/l | 2617 | 0.04 | 81.609 | 81.615 | 84.347 | -5344.00 | 7809036.00 |
| 5241 | 2019.05.08 06:49 | s/l | 2618 | 0.03 | 81.616 | 81.615 | 84.413 | -4182.00 | 7804854.00 |
| 5242 | 2019.05.08 06:49 | s/l | 2620 | 0.02 | 81.609 | 81.615 | 84.551 | -3088.00 | 7801766.00 |
| 5243 | 2019.05.08 06:49 | s/l | 2622 | 0.66 | 81.610 | 81.615 | 83.741 | -47850.00 | 7753916.00 |
| 5244 | 2019.05.08 06:49 | s/l | 2619 | 0.02 | 81.605 | 81.614 | 84.465 | -2904.00 | 7751012.00 |
| 5245 | 2019.05.08 06:49 | s/l | 2613 | 0.01 | 81.605 | 81.613 | 84.683 | -1674.00 | 7749338.00 |
| 5246 | 2019.05.10 23:00 | buy | 2624 | 0.01 | 81.965 | 81.103 | 83.365 | ||
| 5247 | 2019.05.13 18:16 | s/l | 2624 | 0.01 | 81.104 | 81.103 | 83.365 | -861.00 | 7748477.00 |
| 5248 | 2019.05.16 12:00 | buy | 2625 | 0.01 | 81.688 | 80.913 | 83.085 | ||
| 5249 | 2019.05.24 10:00 | buy | 2626 | 0.19 | 81.389 | 80.909 | 82.798 | ||
| 5250 | 2019.05.24 13:00 | buy | 2627 | 0.05 | 81.506 | 80.914 | 82.915 | ||