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 |
| 5401 | 2020.01.02 14:00 | sell | 2701 | 0.01 | 83.651 | 83.937 | 82.241 | ||
| 5402 | 2020.01.09 17:00 | sell | 2702 | 0.15 | 83.758 | 83.937 | 82.355 | ||
| 5403 | 2020.01.10 09:02 | s/l | 2701 | 0.01 | 83.938 | 83.937 | 82.241 | -287.00 | 8071831.00 |
| 5404 | 2020.01.10 09:02 | s/l | 2702 | 0.15 | 83.944 | 83.937 | 82.355 | -2790.00 | 8069041.00 |
| 5405 | 2020.01.10 22:00 | sell | 2703 | 0.01 | 83.853 | 84.167 | 82.458 | ||
| 5406 | 2020.01.13 11:05 | s/l | 2703 | 0.01 | 84.158 | 84.167 | 82.458 | -305.00 | 8068736.00 |
| 5407 | 2020.01.14 10:00 | sell | 2704 | 0.01 | 84.176 | 84.454 | 82.573 | ||
| 5408 | 2020.01.14 21:00 | sell | 2705 | 0.04 | 84.222 | 84.454 | 82.625 | ||
| 5409 | 2020.01.16 00:00 | buy | 2706 | 0.01 | 84.283 | 81.774 | 85.874 | ||
| 5410 | 2020.01.16 17:58 | s/l | 2704 | 0.01 | 84.455 | 84.454 | 82.573 | -279.00 | 8068457.00 |
| 5411 | 2020.01.16 17:58 | s/l | 2705 | 0.04 | 84.450 | 84.454 | 82.625 | -912.00 | 8067545.00 |
| 5412 | 2020.01.17 19:00 | sell | 2707 | 0.01 | 84.256 | 84.592 | 82.854 | ||
| 5413 | 2020.01.20 01:00 | sell | 2708 | 0.02 | 84.282 | 84.592 | 82.889 | ||
| 5414 | 2020.01.20 03:00 | sell | 2709 | 0.02 | 84.305 | 84.592 | 82.902 | ||
| 5415 | 2020.01.20 10:00 | sell | 2710 | 0.01 | 84.277 | 84.592 | 82.876 | ||
| 5416 | 2020.01.27 00:00 | t/p | 2707 | 0.01 | 82.827 | 84.592 | 82.854 | 1429.00 | 8068974.00 |
| 5417 | 2020.01.27 00:00 | t/p | 2708 | 0.02 | 82.827 | 84.592 | 82.889 | 2910.00 | 8071884.00 |
| 5418 | 2020.01.27 00:00 | t/p | 2709 | 0.02 | 82.832 | 84.592 | 82.902 | 2946.00 | 8074830.00 |
| 5419 | 2020.01.27 00:00 | t/p | 2710 | 0.01 | 82.835 | 84.592 | 82.876 | 1442.00 | 8076272.00 |
| 5420 | 2020.01.28 08:00 | buy | 2711 | 0.99 | 82.720 | 81.270 | 84.114 | ||
| 5421 | 2020.01.31 20:32 | s/l | 2706 | 0.01 | 81.772 | 81.774 | 85.874 | -2511.00 | 8073761.00 |
| 5422 | 2020.02.03 10:00 | buy | 2712 | 0.01 | 82.066 | 81.499 | 83.459 | ||
| 5423 | 2020.02.19 13:55 | t/p | 2712 | 0.01 | 83.466 | 81.499 | 83.459 | 1400.00 | 8075161.00 |
| 5424 | 2020.02.19 18:38 | t/p | 2711 | 0.99 | 84.117 | 81.270 | 84.114 | 138303.00 | 8213464.00 |
| 5425 | 2020.02.21 05:00 | sell | 2713 | 0.01 | 84.444 | 84.765 | 83.042 | ||
| 5426 | 2020.02.25 11:23 | t/p | 2713 | 0.01 | 83.040 | 84.765 | 83.042 | 1404.00 | 8214868.00 |
| 5427 | 2020.02.26 05:00 | buy | 2714 | 0.01 | 83.180 | 81.558 | 84.573 | ||
| 5428 | 2020.02.26 09:00 | buy | 2715 | 0.01 | 83.091 | 81.557 | 84.484 | ||
| 5429 | 2020.02.26 16:00 | buy | 2716 | 0.02 | 83.068 | 81.555 | 84.474 | ||
| 5430 | 2020.02.28 03:00 | sell | 2717 | 0.01 | 81.730 | 84.225 | 80.125 | ||
| 5431 | 2020.02.28 03:19 | s/l | 2714 | 0.01 | 81.563 | 81.558 | 84.573 | -1617.00 | 8213251.00 |
| 5432 | 2020.02.28 03:19 | s/l | 2715 | 0.01 | 81.552 | 81.557 | 84.484 | -1539.00 | 8211712.00 |
| 5433 | 2020.02.28 03:20 | s/l | 2716 | 0.02 | 81.560 | 81.555 | 84.474 | -3016.00 | 8208696.00 |
| 5434 | 2020.03.02 00:00 | t/p | 2717 | 0.01 | 80.002 | 84.225 | 80.125 | 1728.00 | 8210424.00 |
| 5435 | 2020.03.02 18:00 | sell | 2718 | 0.01 | 80.599 | 83.097 | 78.997 | ||
| 5436 | 2020.03.02 22:00 | sell | 2719 | 0.01 | 80.762 | 83.097 | 79.152 | ||
| 5437 | 2020.03.03 10:00 | sell | 2720 | 0.02 | 80.832 | 83.097 | 79.239 | ||
| 5438 | 2020.03.05 19:44 | t/p | 2720 | 0.02 | 79.240 | 83.097 | 79.239 | 3184.00 | 8213608.00 |
| 5439 | 2020.03.05 19:52 | t/p | 2719 | 0.01 | 79.156 | 83.097 | 79.152 | 1606.00 | 8215214.00 |
| 5440 | 2020.03.05 23:00 | t/p | 2718 | 0.01 | 79.004 | 83.097 | 78.997 | 1595.00 | 8216809.00 |
| 5441 | 2020.03.06 00:00 | sell | 2721 | 0.01 | 79.141 | 81.645 | 77.545 | ||
| 5442 | 2020.03.06 03:00 | sell | 2722 | 0.02 | 79.336 | 81.645 | 77.745 | ||
| 5443 | 2020.03.09 00:00 | t/p | 2721 | 0.01 | 77.015 | 81.645 | 77.545 | 2126.00 | 8218935.00 |
| 5444 | 2020.03.09 00:00 | t/p | 2722 | 0.02 | 77.011 | 81.645 | 77.745 | 4650.00 | 8223585.00 |
| 5445 | 2020.03.10 21:00 | sell | 2723 | 0.01 | 75.790 | 78.280 | 74.180 | ||
| 5446 | 2020.03.11 10:00 | sell | 2724 | 0.02 | 76.011 | 78.280 | 74.417 | ||
| 5447 | 2020.03.11 17:00 | sell | 2725 | 0.03 | 76.162 | 78.280 | 74.554 | ||
| 5448 | 2020.03.11 18:00 | sell | 2726 | 0.02 | 76.061 | 78.280 | 74.463 | ||
| 5449 | 2020.03.11 19:00 | sell | 2727 | 0.04 | 76.237 | 78.280 | 74.638 | ||
| 5450 | 2020.03.11 20:00 | sell | 2728 | 0.05 | 76.322 | 78.280 | 74.724 | ||
| 5451 | 2020.03.11 22:00 | sell | 2729 | 0.01 | 75.954 | 78.280 | 74.347 | ||
| 5452 | 2020.03.12 05:05 | t/p | 2728 | 0.05 | 74.715 | 78.280 | 74.724 | 8035.00 | 8231620.00 |
| 5453 | 2020.03.13 22:52 | s/l | 2723 | 0.01 | 78.287 | 78.280 | 74.180 | -2497.00 | 8229123.00 |
| 5454 | 2020.03.13 22:52 | s/l | 2724 | 0.02 | 78.272 | 78.280 | 74.417 | -4522.00 | 8224601.00 |
| 5455 | 2020.03.13 22:52 | s/l | 2725 | 0.03 | 78.285 | 78.280 | 74.554 | -6369.00 | 8218232.00 |
| 5456 | 2020.03.13 22:52 | s/l | 2726 | 0.02 | 78.286 | 78.280 | 74.463 | -4450.00 | 8213782.00 |
| 5457 | 2020.03.13 22:52 | s/l | 2727 | 0.04 | 78.289 | 78.280 | 74.638 | -8208.00 | 8205574.00 |
| 5458 | 2020.03.13 22:52 | s/l | 2729 | 0.01 | 78.273 | 78.280 | 74.347 | -2319.00 | 8203255.00 |
| 5459 | 2020.03.16 07:00 | sell | 2730 | 0.01 | 77.167 | 79.666 | 75.566 | ||
| 5460 | 2020.03.16 15:45 | t/p | 2730 | 0.01 | 75.558 | 79.666 | 75.566 | 1609.00 | 8204864.00 |
| 5461 | 2020.03.17 01:02 | sell | 2731 | 0.01 | 75.625 | 78.049 | 73.949 | ||
| 5462 | 2020.03.17 03:00 | sell | 2732 | 0.01 | 75.783 | 78.049 | 74.192 | ||
| 5463 | 2020.03.17 18:00 | sell | 2733 | 0.02 | 75.826 | 78.049 | 74.221 | ||
| 5464 | 2020.03.18 20:04 | t/p | 2733 | 0.02 | 74.226 | 78.049 | 74.221 | 3200.00 | 8208064.00 |
| 5465 | 2020.03.18 20:04 | t/p | 2732 | 0.01 | 74.197 | 78.049 | 74.192 | 1586.00 | 8209650.00 |
| 5466 | 2020.03.18 20:06 | t/p | 2731 | 0.01 | 73.955 | 78.049 | 73.949 | 1670.00 | 8211320.00 |
| 5467 | 2020.03.18 21:00 | sell | 2734 | 0.01 | 74.501 | 76.994 | 72.894 | ||
| 5468 | 2020.03.20 05:00 | buy | 2735 | 0.01 | 76.574 | 74.365 | 77.965 | ||
| 5469 | 2020.03.20 07:00 | buy | 2736 | 0.01 | 76.509 | 74.313 | 77.913 | ||
| 5470 | 2020.03.20 10:58 | s/l | 2734 | 0.01 | 77.000 | 76.994 | 72.894 | -2499.00 | 8208821.00 |
| 5471 | 2020.03.20 13:00 | close | 2735 | 0.01 | 77.490 | 74.365 | 77.965 | 916.00 | 8209737.00 |
| 5472 | 2020.03.20 13:00 | close | 2736 | 0.01 | 77.490 | 74.313 | 77.913 | 981.00 | 8210718.00 |
| 5473 | 2020.03.20 13:00 | buy | 2737 | 0.01 | 77.489 | 75.296 | 78.896 | ||
| 5474 | 2020.03.20 14:00 | buy | 2738 | 0.03 | 77.157 | 74.955 | 78.555 | ||
| 5475 | 2020.03.20 16:00 | buy | 2739 | 0.02 | 77.305 | 75.102 | 78.702 | ||
| 5476 | 2020.03.20 17:00 | close | 2737 | 0.01 | 77.582 | 75.296 | 78.896 | 93.00 | 8210811.00 |
| 5477 | 2020.03.20 17:00 | close | 2738 | 0.03 | 77.585 | 74.955 | 78.555 | 1284.00 | 8212095.00 |
| 5478 | 2020.03.20 17:00 | close | 2739 | 0.02 | 77.580 | 75.102 | 78.702 | 550.00 | 8212645.00 |
| 5479 | 2020.03.20 18:00 | buy | 2740 | 0.01 | 77.643 | 75.448 | 79.048 | ||
| 5480 | 2020.03.20 19:00 | buy | 2741 | 0.02 | 77.461 | 75.261 | 78.861 | ||
| 5481 | 2020.03.20 21:00 | buy | 2742 | 0.04 | 77.242 | 75.036 | 78.636 | ||
| 5482 | 2020.03.23 16:00 | buy | 2743 | 0.24 | 76.694 | 74.493 | 78.093 | ||
| 5483 | 2020.03.23 19:00 | buy | 2744 | 0.40 | 76.602 | 74.392 | 77.992 | ||
| 5484 | 2020.03.23 22:00 | buy | 2745 | 0.19 | 76.786 | 74.577 | 78.177 | ||
| 5485 | 2020.03.24 01:05 | buy | 2746 | 0.10 | 76.697 | 74.498 | 78.098 | ||
| 5486 | 2020.03.25 20:10 | t/p | 2744 | 0.40 | 77.995 | 74.392 | 77.992 | 55720.00 | 8268365.00 |
| 5487 | 2020.03.25 20:17 | t/p | 2743 | 0.24 | 78.091 | 74.493 | 78.093 | 33528.00 | 8301893.00 |
| 5488 | 2020.03.25 20:17 | t/p | 2746 | 0.10 | 78.108 | 74.498 | 78.098 | 14110.00 | 8316003.00 |
| 5489 | 2020.03.25 20:22 | t/p | 2745 | 0.19 | 78.178 | 74.577 | 78.177 | 26448.00 | 8342451.00 |
| 5490 | 2020.03.30 10:00 | buy | 2747 | 0.11 | 76.944 | 74.737 | 78.337 | ||
| 5491 | 2020.03.31 05:00 | buy | 2748 | 0.51 | 76.463 | 74.269 | 77.869 | ||
| 5492 | 2020.03.31 06:00 | buy | 2749 | 0.31 | 76.594 | 74.393 | 77.993 | ||
| 5493 | 2020.03.31 17:00 | s/l | 2740 | 0.01 | 75.450 | 75.448 | 79.048 | -2193.00 | 8340258.00 |
| 5494 | 2020.03.31 22:00 | buy | 2750 | 0.01 | 76.422 | 74.220 | 77.820 | ||
| 5495 | 2020.04.01 18:58 | s/l | 2741 | 0.02 | 75.253 | 75.261 | 78.861 | -4416.00 | 8335842.00 |
| 5496 | 2020.04.02 03:00 | buy | 2751 | 0.02 | 75.834 | 73.806 | 77.231 | ||
| 5497 | 2020.04.02 16:13 | s/l | 2742 | 0.04 | 75.031 | 75.036 | 78.636 | -8844.00 | 8326998.00 |
| 5498 | 2020.04.02 20:00 | buy | 2752 | 0.01 | 76.369 | 74.159 | 77.759 | ||
| 5499 | 2020.04.02 22:00 | buy | 2753 | 0.03 | 75.996 | 73.791 | 77.396 | ||
| 5500 | 2020.04.06 09:05 | t/p | 2751 | 0.02 | 77.227 | 73.806 | 77.231 | 2786.00 | 8329784.00 |
| 5501 | 2020.04.06 10:16 | t/p | 2753 | 0.03 | 77.403 | 73.791 | 77.396 | 4221.00 | 8334005.00 |
| 5502 | 2020.04.07 12:43 | t/p | 2752 | 0.01 | 77.756 | 74.159 | 77.759 | 1387.00 | 8335392.00 |
| 5503 | 2020.04.07 13:02 | t/p | 2750 | 0.01 | 77.827 | 74.220 | 77.820 | 1405.00 | 8336797.00 |
| 5504 | 2020.04.07 13:02 | buy | 2754 | 0.01 | 77.857 | 75.595 | 79.195 | ||
| 5505 | 2020.04.07 13:05 | t/p | 2748 | 0.51 | 77.866 | 74.269 | 77.869 | 71553.00 | 8408350.00 |
| 5506 | 2020.04.07 15:49 | t/p | 2749 | 0.31 | 77.991 | 74.393 | 77.993 | 43307.00 | 8451657.00 |
| 5507 | 2020.04.07 18:00 | buy | 2755 | 0.01 | 77.763 | 75.564 | 79.164 | ||
| 5508 | 2020.04.08 16:00 | buy | 2756 | 0.02 | 77.636 | 75.446 | 79.046 | ||
| 5509 | 2020.04.08 23:00 | buy | 2757 | 0.03 | 77.570 | 75.360 | 78.960 | ||
| 5510 | 2020.04.14 02:00 | buy | 2758 | 0.02 | 77.602 | 75.403 | 79.003 | ||
| 5511 | 2020.04.14 04:00 | buy | 2759 | 0.04 | 77.462 | 75.271 | 78.871 | ||
| 5512 | 2020.04.16 07:00 | buy | 2760 | 0.76 | 76.492 | 74.285 | 77.885 | ||
| 5513 | 2020.04.21 10:46 | s/l | 2754 | 0.01 | 75.585 | 75.595 | 79.195 | -2272.00 | 8449385.00 |
| 5514 | 2020.04.21 10:48 | s/l | 2755 | 0.01 | 75.559 | 75.564 | 79.164 | -2204.00 | 8447181.00 |
| 5515 | 2020.04.21 12:11 | s/l | 2756 | 0.02 | 75.452 | 75.446 | 79.046 | -4368.00 | 8442813.00 |
| 5516 | 2020.04.21 12:15 | s/l | 2758 | 0.02 | 75.402 | 75.403 | 79.003 | -4400.00 | 8438413.00 |
| 5517 | 2020.04.21 12:29 | s/l | 2757 | 0.03 | 75.369 | 75.360 | 78.960 | -6603.00 | 8431810.00 |
| 5518 | 2020.04.21 21:00 | buy | 2761 | 0.01 | 75.891 | 73.796 | 77.299 | ||
| 5519 | 2020.05.05 05:00 | buy | 2762 | 0.01 | 75.813 | 73.792 | 77.220 | ||
| 5520 | 2020.05.06 15:19 | s/l | 2759 | 0.04 | 75.263 | 75.271 | 78.871 | -8796.00 | 8423014.00 |
| 5521 | 2020.05.07 09:00 | buy | 2763 | 0.09 | 75.296 | 73.792 | 76.694 | ||
| 5522 | 2020.05.07 11:00 | buy | 2764 | 0.02 | 75.473 | 73.790 | 76.876 | ||
| 5523 | 2020.05.11 01:37 | t/p | 2763 | 0.09 | 76.699 | 73.792 | 76.694 | 12627.00 | 8435641.00 |
| 5524 | 2020.05.11 07:00 | t/p | 2764 | 0.02 | 76.870 | 73.790 | 76.876 | 2794.00 | 8438435.00 |
| 5525 | 2020.05.19 09:53 | t/p | 2762 | 0.01 | 77.220 | 73.792 | 77.220 | 1407.00 | 8439842.00 |
| 5526 | 2020.05.19 09:58 | t/p | 2761 | 0.01 | 77.291 | 73.796 | 77.299 | 1400.00 | 8441242.00 |
| 5527 | 2020.05.19 12:00 | buy | 2765 | 0.01 | 77.203 | 75.000 | 78.600 | ||
| 5528 | 2020.05.20 08:00 | sell | 2766 | 0.01 | 77.352 | 78.497 | 75.956 | ||
| 5529 | 2020.05.22 23:00 | buy | 2767 | 0.02 | 76.950 | 74.744 | 78.344 | ||
| 5530 | 2020.05.25 00:00 | buy | 2768 | 0.03 | 76.935 | 74.743 | 78.343 | ||
| 5531 | 2020.05.26 16:25 | t/p | 2760 | 0.76 | 77.885 | 74.285 | 77.885 | 105868.00 | 8547110.00 |
| 5532 | 2020.05.27 12:47 | t/p | 2747 | 0.11 | 78.344 | 74.737 | 78.337 | 15400.00 | 8562510.00 |
| 5533 | 2020.05.27 12:47 | t/p | 2767 | 0.02 | 78.350 | 74.744 | 78.344 | 2800.00 | 8565310.00 |
| 5534 | 2020.05.27 12:47 | t/p | 2768 | 0.03 | 78.347 | 74.743 | 78.343 | 4236.00 | 8569546.00 |
| 5535 | 2020.05.27 14:35 | s/l | 2766 | 0.01 | 78.490 | 78.497 | 75.956 | -1138.00 | 8568408.00 |
| 5536 | 2020.05.27 18:00 | sell | 2769 | 0.01 | 78.028 | 78.548 | 76.626 | ||
| 5537 | 2020.05.28 12:00 | sell | 2770 | 0.15 | 78.216 | 78.548 | 76.814 | ||
| 5538 | 2020.05.28 20:00 | sell | 2771 | 0.24 | 78.237 | 78.548 | 76.847 | ||
| 5539 | 2020.05.28 21:00 | sell | 2772 | 0.11 | 78.193 | 78.548 | 76.795 | ||
| 5540 | 2020.05.28 23:00 | sell | 2773 | 0.04 | 78.120 | 78.548 | 76.718 | ||
| 5541 | 2020.05.29 02:00 | sell | 2774 | 0.05 | 78.154 | 78.548 | 76.751 | ||
| 5542 | 2020.06.01 03:25 | s/l | 2769 | 0.01 | 78.541 | 78.548 | 76.626 | -513.00 | 8567895.00 |
| 5543 | 2020.06.01 03:25 | s/l | 2770 | 0.15 | 78.540 | 78.548 | 76.814 | -4860.00 | 8563035.00 |
| 5544 | 2020.06.01 03:25 | s/l | 2771 | 0.24 | 78.548 | 78.548 | 76.847 | -7464.00 | 8555571.00 |
| 5545 | 2020.06.01 03:25 | s/l | 2772 | 0.11 | 78.556 | 78.548 | 76.795 | -3993.00 | 8551578.00 |
| 5546 | 2020.06.01 03:25 | s/l | 2773 | 0.04 | 78.555 | 78.548 | 76.718 | -1740.00 | 8549838.00 |
| 5547 | 2020.06.01 03:25 | s/l | 2774 | 0.05 | 78.540 | 78.548 | 76.751 | -1930.00 | 8547908.00 |
| 5548 | 2020.06.01 10:46 | t/p | 2765 | 0.01 | 78.591 | 75.000 | 78.600 | 1388.00 | 8549296.00 |
| 5549 | 2020.06.01 11:00 | buy | 2775 | 0.01 | 78.617 | 76.119 | 80.219 | ||
| 5550 | 2020.06.01 14:00 | buy | 2776 | 0.01 | 78.524 | 76.014 | 80.114 | ||