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 |
| 5251 | 2019.05.24 17:00 | buy | 2628 | 0.09 | 81.473 | 80.912 | 82.867 | ||
| 5252 | 2019.05.27 09:00 | buy | 2629 | 0.07 | 81.493 | 80.911 | 82.891 | ||
| 5253 | 2019.05.27 10:00 | buy | 2630 | 0.03 | 81.573 | 80.913 | 82.976 | ||
| 5254 | 2019.05.27 16:00 | buy | 2631 | 0.11 | 81.443 | 80.912 | 82.849 | ||
| 5255 | 2019.05.28 04:00 | buy | 2632 | 0.04 | 81.544 | 80.914 | 82.941 | ||
| 5256 | 2019.05.29 03:33 | s/l | 2627 | 0.05 | 80.910 | 80.914 | 82.915 | -2980.00 | 7745497.00 |
| 5257 | 2019.05.29 03:33 | s/l | 2632 | 0.04 | 80.916 | 80.914 | 82.941 | -2512.00 | 7742985.00 |
| 5258 | 2019.05.29 03:33 | s/l | 2625 | 0.01 | 80.907 | 80.913 | 83.085 | -781.00 | 7742204.00 |
| 5259 | 2019.05.29 03:33 | s/l | 2630 | 0.03 | 80.906 | 80.913 | 82.976 | -2001.00 | 7740203.00 |
| 5260 | 2019.05.29 03:33 | s/l | 2628 | 0.09 | 80.918 | 80.912 | 82.867 | -4995.00 | 7735208.00 |
| 5261 | 2019.05.29 03:33 | s/l | 2631 | 0.11 | 80.905 | 80.912 | 82.849 | -5918.00 | 7729290.00 |
| 5262 | 2019.05.29 03:38 | s/l | 2629 | 0.07 | 80.905 | 80.911 | 82.891 | -4116.00 | 7725174.00 |
| 5263 | 2019.05.29 03:38 | s/l | 2626 | 0.19 | 80.905 | 80.909 | 82.798 | -9196.00 | 7715978.00 |
| 5264 | 2019.05.29 23:00 | buy | 2633 | 0.01 | 81.139 | 80.643 | 82.533 | ||
| 5265 | 2019.05.30 02:00 | buy | 2634 | 0.02 | 81.119 | 80.645 | 82.510 | ||
| 5266 | 2019.05.30 06:00 | buy | 2635 | 0.03 | 81.086 | 80.650 | 82.481 | ||
| 5267 | 2019.05.31 05:32 | s/l | 2635 | 0.03 | 80.640 | 80.650 | 82.481 | -1338.00 | 7714640.00 |
| 5268 | 2019.05.31 05:32 | s/l | 2634 | 0.02 | 80.636 | 80.645 | 82.510 | -966.00 | 7713674.00 |
| 5269 | 2019.05.31 05:32 | s/l | 2633 | 0.01 | 80.652 | 80.643 | 82.533 | -487.00 | 7713187.00 |
| 5270 | 2019.05.31 05:35 | t/p | 2623 | 0.01 | 80.642 | 84.380 | 80.646 | 1595.00 | 7714782.00 |
| 5271 | 2019.05.31 06:00 | sell | 2636 | 0.01 | 80.758 | 83.265 | 79.165 | ||
| 5272 | 2019.06.04 18:00 | buy | 2637 | 0.01 | 80.674 | 79.955 | 82.078 | ||
| 5273 | 2019.06.11 15:09 | t/p | 2637 | 0.01 | 82.078 | 79.955 | 82.078 | 1404.00 | 7716186.00 |
| 5274 | 2019.06.12 17:00 | buy | 2638 | 0.01 | 81.650 | 79.957 | 83.040 | ||
| 5275 | 2019.06.13 13:00 | buy | 2639 | 0.02 | 81.447 | 79.956 | 82.842 | ||
| 5276 | 2019.06.13 14:00 | buy | 2640 | 0.01 | 81.575 | 79.956 | 82.974 | ||
| 5277 | 2019.06.13 20:00 | buy | 2641 | 0.03 | 81.407 | 79.958 | 82.811 | ||
| 5278 | 2019.06.14 16:00 | buy | 2642 | 0.07 | 81.240 | 79.955 | 82.641 | ||
| 5279 | 2019.06.17 14:00 | buy | 2643 | 0.15 | 81.053 | 79.953 | 82.449 | ||
| 5280 | 2019.06.17 17:00 | buy | 2644 | 0.19 | 81.009 | 79.956 | 82.401 | ||
| 5281 | 2019.06.17 18:00 | buy | 2645 | 0.11 | 81.100 | 79.954 | 82.498 | ||
| 5282 | 2019.06.18 19:00 | buy | 2646 | 0.24 | 80.907 | 79.955 | 82.315 | ||
| 5283 | 2019.06.19 16:00 | buy | 2647 | 0.05 | 81.270 | 79.953 | 82.665 | ||
| 5284 | 2019.06.19 21:00 | buy | 2648 | 0.09 | 81.165 | 79.996 | 82.575 | ||
| 5285 | 2019.06.19 23:00 | buy | 2649 | 0.03 | 81.352 | 79.955 | 82.757 | ||
| 5286 | 2019.06.27 06:48 | t/p | 2646 | 0.24 | 82.314 | 79.955 | 82.315 | 33768.00 | 7749954.00 |
| 5287 | 2019.06.28 15:30 | t/p | 2644 | 0.19 | 82.416 | 79.956 | 82.401 | 26733.00 | 7776687.00 |
| 5288 | 2019.06.28 17:59 | t/p | 2643 | 0.15 | 82.454 | 79.953 | 82.449 | 21015.00 | 7797702.00 |
| 5289 | 2019.07.01 00:00 | t/p | 2642 | 0.07 | 82.713 | 79.955 | 82.641 | 10311.00 | 7808013.00 |
| 5290 | 2019.07.01 00:00 | t/p | 2645 | 0.11 | 82.719 | 79.954 | 82.498 | 17809.00 | 7825822.00 |
| 5291 | 2019.07.01 00:00 | t/p | 2647 | 0.05 | 82.720 | 79.953 | 82.665 | 7250.00 | 7833072.00 |
| 5292 | 2019.07.01 00:00 | t/p | 2648 | 0.09 | 82.709 | 79.996 | 82.575 | 13896.00 | 7846968.00 |
| 5293 | 2019.07.01 01:07 | t/p | 2649 | 0.03 | 82.755 | 79.955 | 82.757 | 4209.00 | 7851177.00 |
| 5294 | 2019.07.01 01:22 | t/p | 2641 | 0.03 | 82.810 | 79.958 | 82.811 | 4209.00 | 7855386.00 |
| 5295 | 2019.07.01 01:32 | t/p | 2639 | 0.02 | 82.840 | 79.956 | 82.842 | 2786.00 | 7858172.00 |
| 5296 | 2019.07.01 19:00 | sell | 2650 | 0.99 | 82.594 | 83.265 | 81.204 | ||
| 5297 | 2019.07.05 21:32 | t/p | 2640 | 0.01 | 82.967 | 79.956 | 82.974 | 1392.00 | 7859564.00 |
| 5298 | 2019.07.08 14:04 | t/p | 2638 | 0.01 | 83.037 | 79.957 | 83.040 | 1387.00 | 7860951.00 |
| 5299 | 2019.08.01 21:33 | t/p | 2650 | 0.99 | 81.201 | 83.265 | 81.204 | 137907.00 | 7998858.00 |
| 5300 | 2019.08.05 19:00 | buy | 2651 | 0.01 | 80.355 | 79.937 | 81.758 | ||
| 5301 | 2019.08.06 01:00 | s/l | 2651 | 0.01 | 79.934 | 79.937 | 81.758 | -421.00 | 7998437.00 |
| 5302 | 2019.08.06 06:00 | buy | 2652 | 0.01 | 80.484 | 79.838 | 81.876 | ||
| 5303 | 2019.08.07 05:21 | s/l | 2652 | 0.01 | 79.834 | 79.838 | 81.876 | -650.00 | 7997787.00 |
| 5304 | 2019.08.07 19:18 | t/p | 2636 | 0.01 | 79.171 | 83.265 | 79.165 | 1587.00 | 7999374.00 |
| 5305 | 2019.08.07 23:00 | buy | 2653 | 0.01 | 79.856 | 79.082 | 81.446 | ||
| 5306 | 2019.08.13 03:00 | buy | 2654 | 0.11 | 79.623 | 79.081 | 81.218 | ||
| 5307 | 2019.08.13 06:00 | buy | 2655 | 0.07 | 79.677 | 79.083 | 81.275 | ||
| 5308 | 2019.08.15 16:00 | buy | 2656 | 0.04 | 79.708 | 79.081 | 81.105 | ||
| 5309 | 2019.08.15 17:00 | buy | 2657 | 0.02 | 79.800 | 79.091 | 81.202 | ||
| 5310 | 2019.08.16 00:00 | buy | 2658 | 0.05 | 79.726 | 79.111 | 81.133 | ||
| 5311 | 2019.08.16 06:00 | buy | 2659 | 0.03 | 79.755 | 79.079 | 81.150 | ||
| 5312 | 2019.08.16 07:00 | buy | 2660 | 0.02 | 79.764 | 79.083 | 81.172 | ||
| 5313 | 2019.08.23 18:55 | s/l | 2658 | 0.05 | 79.106 | 79.111 | 81.133 | -3100.00 | 7996274.00 |
| 5314 | 2019.08.23 18:56 | s/l | 2657 | 0.02 | 79.094 | 79.091 | 81.202 | -1412.00 | 7994862.00 |
| 5315 | 2019.08.23 18:56 | s/l | 2655 | 0.07 | 79.083 | 79.083 | 81.275 | -4158.00 | 7990704.00 |
| 5316 | 2019.08.23 18:56 | s/l | 2660 | 0.02 | 79.074 | 79.083 | 81.172 | -1380.00 | 7989324.00 |
| 5317 | 2019.08.23 18:56 | s/l | 2653 | 0.01 | 79.091 | 79.082 | 81.446 | -765.00 | 7988559.00 |
| 5318 | 2019.08.23 18:56 | s/l | 2654 | 0.11 | 79.088 | 79.081 | 81.218 | -5885.00 | 7982674.00 |
| 5319 | 2019.08.23 18:56 | s/l | 2656 | 0.04 | 79.087 | 79.081 | 81.105 | -2484.00 | 7980190.00 |
| 5320 | 2019.08.23 18:57 | s/l | 2659 | 0.03 | 79.087 | 79.079 | 81.150 | -2004.00 | 7978186.00 |
| 5321 | 2019.08.23 20:00 | sell | 2661 | 0.01 | 79.112 | 81.617 | 77.517 | ||
| 5322 | 2019.08.26 11:00 | buy | 2662 | 0.01 | 79.482 | 78.487 | 80.882 | ||
| 5323 | 2019.09.05 14:27 | t/p | 2662 | 0.01 | 80.881 | 78.487 | 80.882 | 1399.00 | 7979585.00 |
| 5324 | 2019.09.05 16:00 | buy | 2663 | 0.01 | 80.899 | 78.700 | 82.300 | ||
| 5325 | 2019.09.05 20:00 | buy | 2664 | 0.01 | 80.811 | 78.607 | 82.207 | ||
| 5326 | 2019.09.10 18:03 | s/l | 2661 | 0.01 | 81.607 | 81.617 | 77.517 | -2495.00 | 7977090.00 |
| 5327 | 2019.09.11 18:00 | sell | 2665 | 0.01 | 81.809 | 83.259 | 80.412 | ||
| 5328 | 2019.10.03 00:38 | t/p | 2665 | 0.01 | 80.422 | 83.259 | 80.412 | 1387.00 | 7978477.00 |
| 5329 | 2019.10.04 15:00 | buy | 2666 | 0.11 | 80.177 | 78.481 | 81.576 | ||
| 5330 | 2019.10.04 17:00 | buy | 2667 | 0.04 | 80.479 | 78.481 | 81.889 | ||
| 5331 | 2019.10.04 20:00 | buy | 2668 | 0.09 | 80.222 | 78.482 | 81.632 | ||
| 5332 | 2019.10.07 00:00 | buy | 2669 | 0.19 | 80.072 | 78.514 | 81.468 | ||
| 5333 | 2019.10.07 16:00 | buy | 2670 | 0.05 | 80.426 | 78.482 | 81.816 | ||
| 5334 | 2019.10.07 21:00 | buy | 2671 | 0.02 | 80.695 | 78.481 | 82.100 | ||
| 5335 | 2019.10.08 03:00 | buy | 2672 | 0.02 | 80.628 | 78.484 | 82.022 | ||
| 5336 | 2019.10.09 11:00 | buy | 2673 | 0.03 | 80.569 | 78.481 | 81.973 | ||
| 5337 | 2019.10.11 12:41 | t/p | 2669 | 0.19 | 81.473 | 78.514 | 81.468 | 26619.00 | 8005096.00 |
| 5338 | 2019.10.11 13:12 | t/p | 2666 | 0.11 | 81.586 | 78.481 | 81.576 | 15499.00 | 8020595.00 |
| 5339 | 2019.10.11 14:16 | t/p | 2668 | 0.09 | 81.645 | 78.482 | 81.632 | 12807.00 | 8033402.00 |
| 5340 | 2019.10.11 15:30 | t/p | 2670 | 0.05 | 81.821 | 78.482 | 81.816 | 6975.00 | 8040377.00 |
| 5341 | 2019.10.11 15:30 | t/p | 2667 | 0.04 | 81.897 | 78.481 | 81.889 | 5672.00 | 8046049.00 |
| 5342 | 2019.10.11 15:33 | t/p | 2673 | 0.03 | 81.967 | 78.481 | 81.973 | 4194.00 | 8050243.00 |
| 5343 | 2019.10.11 15:33 | t/p | 2672 | 0.02 | 82.014 | 78.484 | 82.022 | 2772.00 | 8053015.00 |
| 5344 | 2019.10.11 16:33 | t/p | 2671 | 0.02 | 82.095 | 78.481 | 82.100 | 2800.00 | 8055815.00 |
| 5345 | 2019.10.11 16:49 | t/p | 2664 | 0.01 | 82.224 | 78.607 | 82.207 | 1413.00 | 8057228.00 |
| 5346 | 2019.10.11 18:04 | t/p | 2663 | 0.01 | 82.310 | 78.700 | 82.300 | 1411.00 | 8058639.00 |
| 5347 | 2019.10.14 09:00 | sell | 2674 | 0.01 | 81.950 | 82.454 | 80.548 | ||
| 5348 | 2019.10.15 18:17 | s/l | 2674 | 0.01 | 82.461 | 82.454 | 80.548 | -511.00 | 8058128.00 |
| 5349 | 2019.10.16 11:00 | sell | 2675 | 0.01 | 82.185 | 82.521 | 80.780 | ||
| 5350 | 2019.10.16 17:00 | sell | 2676 | 0.01 | 82.198 | 82.521 | 80.804 | ||
| 5351 | 2019.10.17 08:00 | sell | 2677 | 0.19 | 82.316 | 82.521 | 80.915 | ||
| 5352 | 2019.10.17 11:03 | s/l | 2675 | 0.01 | 82.525 | 82.521 | 80.780 | -340.00 | 8057788.00 |
| 5353 | 2019.10.17 11:03 | s/l | 2676 | 0.01 | 82.524 | 82.521 | 80.804 | -326.00 | 8057462.00 |
| 5354 | 2019.10.17 11:03 | s/l | 2677 | 0.19 | 82.515 | 82.521 | 80.915 | -3781.00 | 8053681.00 |
| 5355 | 2019.10.18 09:00 | sell | 2678 | 0.01 | 82.576 | 82.801 | 81.170 | ||
| 5356 | 2019.10.18 12:00 | buy | 2679 | 0.01 | 82.755 | 80.263 | 84.363 | ||
| 5357 | 2019.10.18 16:00 | sell | 2680 | 0.03 | 82.605 | 82.801 | 81.214 | ||
| 5358 | 2019.10.21 11:14 | s/l | 2678 | 0.01 | 82.794 | 82.801 | 81.170 | -218.00 | 8053463.00 |
| 5359 | 2019.10.21 11:14 | s/l | 2680 | 0.03 | 82.806 | 82.801 | 81.214 | -603.00 | 8052860.00 |
| 5360 | 2019.10.22 16:00 | sell | 2681 | 0.01 | 82.760 | 83.191 | 81.354 | ||
| 5361 | 2019.10.24 10:15 | s/l | 2681 | 0.01 | 83.192 | 83.191 | 81.354 | -432.00 | 8052428.00 |
| 5362 | 2019.10.29 19:00 | sell | 2682 | 0.01 | 83.218 | 83.579 | 81.811 | ||
| 5363 | 2019.11.14 18:31 | t/p | 2682 | 0.01 | 81.821 | 83.579 | 81.811 | 1397.00 | 8053825.00 |
| 5364 | 2019.11.14 19:00 | sell | 2683 | 0.01 | 81.759 | 83.579 | 80.354 | ||
| 5365 | 2019.11.18 17:00 | sell | 2684 | 0.05 | 82.183 | 83.579 | 80.776 | ||
| 5366 | 2019.11.19 03:00 | sell | 2685 | 0.04 | 82.117 | 83.579 | 80.721 | ||
| 5367 | 2019.11.19 05:00 | sell | 2686 | 0.07 | 82.244 | 83.579 | 80.847 | ||
| 5368 | 2019.11.19 18:00 | sell | 2687 | 0.03 | 82.022 | 83.579 | 80.618 | ||
| 5369 | 2019.11.19 20:00 | sell | 2688 | 0.02 | 81.979 | 83.579 | 80.587 | ||
| 5370 | 2019.11.20 18:00 | buy | 2689 | 0.24 | 81.696 | 79.798 | 83.106 | ||
| 5371 | 2019.11.21 08:00 | buy | 2690 | 0.31 | 81.614 | 79.801 | 83.005 | ||
| 5372 | 2019.11.21 20:00 | buy | 2691 | 0.19 | 81.804 | 79.799 | 83.194 | ||
| 5373 | 2019.11.25 03:00 | buy | 2692 | 0.15 | 81.846 | 79.800 | 83.240 | ||
| 5374 | 2019.11.28 10:00 | sell | 2693 | 0.09 | 82.322 | 83.579 | 80.915 | ||
| 5375 | 2019.11.29 04:00 | sell | 2694 | 0.15 | 82.390 | 83.579 | 80.989 | ||
| 5376 | 2019.11.29 19:00 | sell | 2695 | 0.11 | 82.356 | 83.579 | 80.959 | ||
| 5377 | 2019.12.02 00:00 | sell | 2696 | 0.19 | 82.497 | 83.579 | 81.089 | ||
| 5378 | 2019.12.05 23:00 | sell | 2697 | 0.24 | 82.515 | 83.579 | 81.118 | ||
| 5379 | 2019.12.09 17:00 | buy | 2698 | 0.10 | 81.975 | 79.796 | 83.375 | ||
| 5380 | 2019.12.12 21:30 | t/p | 2690 | 0.31 | 83.012 | 79.801 | 83.005 | 43338.00 | 8097163.00 |
| 5381 | 2019.12.13 00:11 | t/p | 2689 | 0.24 | 83.104 | 79.798 | 83.106 | 33792.00 | 8130955.00 |
| 5382 | 2019.12.13 00:49 | t/p | 2691 | 0.19 | 83.200 | 79.799 | 83.194 | 26524.00 | 8157479.00 |
| 5383 | 2019.12.13 00:50 | t/p | 2692 | 0.15 | 83.234 | 79.800 | 83.240 | 20820.00 | 8178299.00 |
| 5384 | 2019.12.13 12:49 | t/p | 2698 | 0.10 | 83.384 | 79.796 | 83.375 | 14090.00 | 8192389.00 |
| 5385 | 2019.12.18 18:03 | s/l | 2683 | 0.01 | 83.579 | 83.579 | 80.354 | -1820.00 | 8190569.00 |
| 5386 | 2019.12.18 18:03 | s/l | 2684 | 0.05 | 83.570 | 83.579 | 80.776 | -6935.00 | 8183634.00 |
| 5387 | 2019.12.18 18:03 | s/l | 2685 | 0.04 | 83.585 | 83.579 | 80.721 | -5872.00 | 8177762.00 |
| 5388 | 2019.12.18 18:03 | s/l | 2686 | 0.07 | 83.574 | 83.579 | 80.847 | -9310.00 | 8168452.00 |
| 5389 | 2019.12.18 18:03 | s/l | 2687 | 0.03 | 83.579 | 83.579 | 80.618 | -4671.00 | 8163781.00 |
| 5390 | 2019.12.18 18:03 | s/l | 2688 | 0.02 | 83.573 | 83.579 | 80.587 | -3188.00 | 8160593.00 |
| 5391 | 2019.12.18 18:03 | s/l | 2693 | 0.09 | 83.581 | 83.579 | 80.915 | -11331.00 | 8149262.00 |
| 5392 | 2019.12.18 18:03 | s/l | 2694 | 0.15 | 83.588 | 83.579 | 80.989 | -17970.00 | 8131292.00 |
| 5393 | 2019.12.18 18:03 | s/l | 2695 | 0.11 | 83.571 | 83.579 | 80.959 | -13365.00 | 8117927.00 |
| 5394 | 2019.12.18 18:03 | s/l | 2696 | 0.19 | 83.588 | 83.579 | 81.089 | -20729.00 | 8097198.00 |
| 5395 | 2019.12.18 18:03 | s/l | 2697 | 0.24 | 83.580 | 83.579 | 81.118 | -25560.00 | 8071638.00 |
| 5396 | 2019.12.19 14:00 | sell | 2699 | 0.01 | 83.440 | 83.662 | 82.030 | ||
| 5397 | 2019.12.26 21:27 | s/l | 2699 | 0.01 | 83.673 | 83.662 | 82.030 | -233.00 | 8071405.00 |
| 5398 | 2019.12.30 05:00 | sell | 2700 | 0.01 | 83.534 | 83.859 | 82.127 | ||
| 5399 | 2019.12.31 18:35 | s/l | 2700 | 0.01 | 83.850 | 83.859 | 82.127 | -316.00 | 8071089.00 |
| 5400 | 2020.01.02 02:00 | close | 2679 | 0.01 | 83.784 | 80.263 | 84.363 | 1029.00 | 8072118.00 |