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 |
| 5551 | 2020.06.02 15:28 | t/p | 2776 | 0.01 | 80.118 | 76.014 | 80.114 | 1594.00 | 8550890.00 |
| 5552 | 2020.06.02 17:07 | t/p | 2775 | 0.01 | 80.215 | 76.119 | 80.219 | 1598.00 | 8552488.00 |
| 5553 | 2020.06.03 03:00 | buy | 2777 | 0.01 | 80.561 | 78.058 | 82.158 | ||
| 5554 | 2020.06.03 06:00 | buy | 2778 | 0.02 | 80.344 | 77.841 | 81.941 | ||
| 5555 | 2020.06.03 07:00 | buy | 2779 | 0.01 | 80.416 | 77.924 | 82.024 | ||
| 5556 | 2020.06.10 12:00 | sell | 2780 | 0.01 | 80.125 | 81.933 | 78.729 | ||
| 5557 | 2020.06.11 17:57 | t/p | 2780 | 0.01 | 78.722 | 81.933 | 78.729 | 1403.00 | 8553891.00 |
| 5558 | 2020.06.11 19:00 | sell | 2781 | 0.01 | 78.674 | 80.868 | 77.268 | ||
| 5559 | 2020.06.12 03:48 | s/l | 2777 | 0.01 | 78.058 | 78.058 | 82.158 | -2503.00 | 8551388.00 |
| 5560 | 2020.06.15 02:00 | sell | 2782 | 0.02 | 78.845 | 80.868 | 77.454 | ||
| 5561 | 2020.06.15 05:00 | sell | 2783 | 0.01 | 78.748 | 80.868 | 77.352 | ||
| 5562 | 2020.06.16 14:00 | sell | 2784 | 0.05 | 79.159 | 80.868 | 77.759 | ||
| 5563 | 2020.06.16 20:00 | sell | 2785 | 0.04 | 79.107 | 80.868 | 77.699 | ||
| 5564 | 2020.06.17 19:00 | sell | 2786 | 0.03 | 79.038 | 80.868 | 77.640 | ||
| 5565 | 2020.06.17 22:00 | sell | 2787 | 0.02 | 78.959 | 80.868 | 77.552 | ||
| 5566 | 2020.07.01 13:00 | sell | 2788 | 0.07 | 79.236 | 80.868 | 77.828 | ||
| 5567 | 2020.07.06 13:00 | sell | 2789 | 0.11 | 79.350 | 80.868 | 77.957 | ||
| 5568 | 2020.07.06 14:00 | sell | 2790 | 0.09 | 79.355 | 80.868 | 77.946 | ||
| 5569 | 2020.07.23 16:00 | sell | 2791 | 0.51 | 79.839 | 80.868 | 78.433 | ||
| 5570 | 2020.07.23 19:00 | sell | 2792 | 0.04 | 79.894 | 80.868 | 78.502 | ||
| 5571 | 2020.07.27 17:29 | t/p | 2792 | 0.04 | 78.508 | 80.868 | 78.502 | 5544.00 | 8556932.00 |
| 5572 | 2020.07.28 16:54 | t/p | 2791 | 0.51 | 78.427 | 80.868 | 78.433 | 72012.00 | 8628944.00 |
| 5573 | 2020.07.29 09:00 | buy | 2793 | 0.01 | 78.605 | 76.507 | 80.004 | ||
| 5574 | 2020.07.30 22:42 | t/p | 2789 | 0.11 | 77.952 | 80.868 | 77.957 | 15378.00 | 8644322.00 |
| 5575 | 2020.07.30 22:53 | t/p | 2790 | 0.09 | 77.941 | 80.868 | 77.946 | 12726.00 | 8657048.00 |
| 5576 | 2020.07.30 22:57 | s/l | 2779 | 0.01 | 77.931 | 77.924 | 82.024 | -2485.00 | 8654563.00 |
| 5577 | 2020.07.30 23:14 | s/l | 2778 | 0.02 | 77.843 | 77.841 | 81.941 | -5002.00 | 8649561.00 |
| 5578 | 2020.07.31 04:16 | t/p | 2788 | 0.07 | 77.830 | 80.868 | 77.828 | 9842.00 | 8659403.00 |
| 5579 | 2020.07.31 04:26 | t/p | 2784 | 0.05 | 77.759 | 80.868 | 77.759 | 7000.00 | 8666403.00 |
| 5580 | 2020.07.31 04:49 | t/p | 2785 | 0.04 | 77.708 | 80.868 | 77.699 | 5596.00 | 8671999.00 |
| 5581 | 2020.07.31 07:01 | t/p | 2786 | 0.03 | 77.630 | 80.868 | 77.640 | 4224.00 | 8676223.00 |
| 5582 | 2020.07.31 12:00 | buy | 2794 | 0.09 | 78.021 | 76.815 | 79.413 | ||
| 5583 | 2020.07.31 15:00 | buy | 2795 | 0.05 | 78.164 | 76.815 | 79.564 | ||
| 5584 | 2020.07.31 16:00 | buy | 2796 | 0.02 | 78.374 | 76.814 | 79.772 | ||
| 5585 | 2020.08.04 15:00 | sell | 2797 | 0.05 | 79.122 | 80.868 | 77.730 | ||
| 5586 | 2020.08.04 17:00 | sell | 2798 | 0.04 | 79.053 | 80.868 | 77.653 | ||
| 5587 | 2020.08.05 01:47 | t/p | 2794 | 0.09 | 79.423 | 76.815 | 79.413 | 12618.00 | 8688841.00 |
| 5588 | 2020.08.05 09:55 | t/p | 2795 | 0.05 | 79.565 | 76.815 | 79.564 | 7005.00 | 8695846.00 |
| 5589 | 2020.08.05 12:50 | t/p | 2796 | 0.02 | 79.779 | 76.814 | 79.772 | 2810.00 | 8698656.00 |
| 5590 | 2020.08.05 20:00 | sell | 2799 | 0.15 | 79.452 | 80.868 | 78.055 | ||
| 5591 | 2020.08.06 03:00 | sell | 2800 | 0.19 | 79.560 | 80.868 | 78.167 | ||
| 5592 | 2020.08.06 14:00 | sell | 2801 | 0.11 | 79.361 | 80.868 | 77.967 | ||
| 5593 | 2020.08.06 15:00 | sell | 2802 | 0.07 | 79.264 | 80.868 | 77.874 | ||
| 5594 | 2020.08.06 18:00 | sell | 2803 | 0.09 | 79.330 | 80.868 | 77.934 | ||
| 5595 | 2020.08.11 17:38 | t/p | 2793 | 0.01 | 80.018 | 76.507 | 80.004 | 1413.00 | 8700069.00 |
| 5596 | 2020.08.13 09:00 | sell | 2804 | 0.24 | 80.554 | 80.868 | 79.164 | ||
| 5597 | 2020.08.13 14:08 | s/l | 2781 | 0.01 | 80.871 | 80.868 | 77.268 | -2197.00 | 8697872.00 |
| 5598 | 2020.08.13 14:08 | s/l | 2782 | 0.02 | 80.866 | 80.868 | 77.454 | -4042.00 | 8693830.00 |
| 5599 | 2020.08.13 14:08 | s/l | 2783 | 0.01 | 80.875 | 80.868 | 77.352 | -2127.00 | 8691703.00 |
| 5600 | 2020.08.13 14:08 | s/l | 2787 | 0.02 | 80.869 | 80.868 | 77.552 | -3820.00 | 8687883.00 |
| 5601 | 2020.08.13 14:08 | s/l | 2797 | 0.05 | 80.875 | 80.868 | 77.730 | -8765.00 | 8679118.00 |
| 5602 | 2020.08.13 14:08 | s/l | 2798 | 0.04 | 80.864 | 80.868 | 77.653 | -7244.00 | 8671874.00 |
| 5603 | 2020.08.13 14:08 | s/l | 2799 | 0.15 | 80.871 | 80.868 | 78.055 | -21285.00 | 8650589.00 |
| 5604 | 2020.08.13 14:08 | s/l | 2800 | 0.19 | 80.865 | 80.868 | 78.167 | -24795.00 | 8625794.00 |
| 5605 | 2020.08.13 14:08 | s/l | 2801 | 0.11 | 80.873 | 80.868 | 77.967 | -16632.00 | 8609162.00 |
| 5606 | 2020.08.13 14:08 | s/l | 2802 | 0.07 | 80.868 | 80.868 | 77.874 | -11228.00 | 8597934.00 |
| 5607 | 2020.08.13 14:08 | s/l | 2803 | 0.09 | 80.867 | 80.868 | 77.934 | -13833.00 | 8584101.00 |
| 5608 | 2020.08.13 14:08 | s/l | 2804 | 0.24 | 80.868 | 80.868 | 79.164 | -7536.00 | 8576565.00 |
| 5609 | 2020.08.14 10:00 | sell | 2805 | 0.01 | 80.768 | 81.893 | 79.368 | ||
| 5610 | 2020.08.28 10:00 | sell | 2806 | 0.09 | 81.103 | 81.893 | 79.502 | ||
| 5611 | 2020.08.28 11:00 | sell | 2807 | 0.05 | 81.010 | 81.893 | 79.409 | ||
| 5612 | 2020.08.28 12:00 | sell | 2808 | 0.04 | 80.966 | 81.893 | 79.570 | ||
| 5613 | 2020.08.28 13:00 | sell | 2809 | 0.02 | 80.847 | 81.893 | 79.448 | ||
| 5614 | 2020.09.01 01:00 | buy | 2810 | 0.01 | 81.202 | 78.709 | 82.809 | ||
| 5615 | 2020.09.03 18:00 | sell | 2811 | 0.03 | 80.934 | 81.893 | 79.525 | ||
| 5616 | 2020.09.03 19:00 | sell | 2812 | 0.01 | 80.810 | 81.893 | 79.415 | ||
| 5617 | 2020.09.04 06:00 | sell | 2813 | 0.02 | 80.884 | 81.893 | 79.493 | ||
| 5618 | 2020.09.07 08:00 | sell | 2814 | 0.15 | 81.160 | 81.893 | 79.760 | ||
| 5619 | 2020.09.07 10:00 | sell | 2815 | 0.07 | 81.073 | 81.893 | 79.671 | ||
| 5620 | 2020.09.16 03:16 | t/p | 2814 | 0.15 | 79.764 | 81.893 | 79.760 | 20940.00 | 8597505.00 |
| 5621 | 2020.09.16 15:37 | t/p | 2815 | 0.07 | 79.676 | 81.893 | 79.671 | 9779.00 | 8607284.00 |
| 5622 | 2020.09.16 16:01 | t/p | 2808 | 0.04 | 79.561 | 81.893 | 79.570 | 5620.00 | 8612904.00 |
| 5623 | 2020.09.16 16:10 | t/p | 2811 | 0.03 | 79.515 | 81.893 | 79.525 | 4257.00 | 8617161.00 |
| 5624 | 2020.09.17 03:22 | t/p | 2806 | 0.09 | 79.500 | 81.893 | 79.502 | 14427.00 | 8631588.00 |
| 5625 | 2020.09.17 03:24 | t/p | 2813 | 0.02 | 79.495 | 81.893 | 79.493 | 2778.00 | 8634366.00 |
| 5626 | 2020.09.17 05:26 | t/p | 2809 | 0.02 | 79.445 | 81.893 | 79.448 | 2804.00 | 8637170.00 |
| 5627 | 2020.09.17 06:15 | t/p | 2807 | 0.05 | 79.404 | 81.893 | 79.409 | 8030.00 | 8645200.00 |
| 5628 | 2020.09.17 06:15 | t/p | 2812 | 0.01 | 79.398 | 81.893 | 79.415 | 1412.00 | 8646612.00 |
| 5629 | 2020.09.17 06:17 | t/p | 2805 | 0.01 | 79.369 | 81.893 | 79.368 | 1399.00 | 8648011.00 |
| 5630 | 2020.09.17 21:00 | buy | 2816 | 0.99 | 79.421 | 77.597 | 80.812 | ||
| 5631 | 2020.09.21 11:21 | s/l | 2810 | 0.01 | 78.714 | 78.709 | 82.809 | -2488.00 | 8645523.00 |
| 5632 | 2020.09.22 17:00 | buy | 2817 | 0.01 | 78.779 | 77.597 | 80.170 | ||
| 5633 | 2020.10.08 17:57 | t/p | 2817 | 0.01 | 80.161 | 77.597 | 80.170 | 1382.00 | 8646905.00 |
| 5634 | 2020.10.12 06:00 | sell | 2818 | 0.01 | 80.375 | 81.604 | 78.967 | ||
| 5635 | 2020.10.16 11:00 | buy | 2819 | 0.01 | 79.718 | 78.352 | 81.120 | ||
| 5636 | 2020.10.28 10:08 | t/p | 2818 | 0.01 | 78.959 | 81.604 | 78.967 | 1416.00 | 8648321.00 |
| 5637 | 2020.10.28 17:17 | s/l | 2819 | 0.01 | 78.349 | 78.352 | 81.120 | -1369.00 | 8646952.00 |
| 5638 | 2020.10.29 07:00 | buy | 2820 | 0.01 | 78.600 | 78.206 | 80.007 | ||
| 5639 | 2020.10.29 12:32 | s/l | 2820 | 0.01 | 78.211 | 78.206 | 80.007 | -389.00 | 8646563.00 |
| 5640 | 2020.10.29 22:00 | buy | 2821 | 0.01 | 78.539 | 77.895 | 79.946 | ||
| 5641 | 2020.10.30 09:00 | sell | 2822 | 0.01 | 78.167 | 80.631 | 76.573 | ||
| 5642 | 2020.10.30 11:00 | sell | 2823 | 0.01 | 78.250 | 80.631 | 76.658 | ||
| 5643 | 2020.11.09 13:46 | t/p | 2821 | 0.01 | 79.950 | 77.895 | 79.946 | 1411.00 | 8647974.00 |
| 5644 | 2020.11.09 14:45 | s/l | 2822 | 0.01 | 80.636 | 80.631 | 76.573 | -2469.00 | 8645505.00 |
| 5645 | 2020.11.09 14:45 | s/l | 2823 | 0.01 | 80.635 | 80.631 | 76.658 | -2385.00 | 8643120.00 |
| 5646 | 2020.11.09 14:48 | t/p | 2816 | 0.99 | 80.815 | 77.597 | 80.812 | 138006.00 | 8781126.00 |
| 5647 | 2020.11.10 08:00 | sell | 2824 | 0.01 | 80.672 | 81.467 | 79.271 | ||
| 5648 | 2020.11.10 11:00 | sell | 2825 | 0.01 | 80.717 | 81.467 | 79.319 | ||
| 5649 | 2020.11.10 15:00 | sell | 2826 | 0.03 | 80.794 | 81.467 | 79.398 | ||
| 5650 | 2020.11.10 16:00 | sell | 2827 | 0.02 | 80.739 | 81.467 | 79.341 | ||
| 5651 | 2020.11.11 01:00 | sell | 2828 | 0.02 | 80.758 | 81.467 | 79.359 | ||
| 5652 | 2020.11.16 03:00 | buy | 2829 | 0.01 | 79.821 | 77.900 | 81.222 | ||
| 5653 | 2020.11.16 12:00 | buy | 2830 | 0.01 | 79.706 | 77.896 | 81.108 | ||
| 5654 | 2020.11.17 15:32 | t/p | 2826 | 0.03 | 79.393 | 81.467 | 79.398 | 4203.00 | 8785329.00 |
| 5655 | 2020.11.18 02:34 | t/p | 2828 | 0.02 | 79.354 | 81.467 | 79.359 | 2808.00 | 8788137.00 |
| 5656 | 2020.11.18 13:00 | buy | 2831 | 0.03 | 79.522 | 77.897 | 80.914 | ||
| 5657 | 2020.11.18 16:22 | t/p | 2827 | 0.02 | 79.351 | 81.467 | 79.341 | 2776.00 | 8790913.00 |
| 5658 | 2020.11.18 17:31 | t/p | 2825 | 0.01 | 79.312 | 81.467 | 79.319 | 1405.00 | 8792318.00 |
| 5659 | 2020.11.18 17:35 | t/p | 2824 | 0.01 | 79.267 | 81.467 | 79.271 | 1405.00 | 8793723.00 |
| 5660 | 2020.11.18 19:00 | buy | 2832 | 0.04 | 79.467 | 77.894 | 80.874 | ||
| 5661 | 2020.11.18 20:00 | buy | 2833 | 0.02 | 79.583 | 77.897 | 80.991 | ||
| 5662 | 2020.11.19 13:00 | buy | 2834 | 0.05 | 79.399 | 77.897 | 80.803 | ||
| 5663 | 2020.11.25 11:00 | sell | 2835 | 0.01 | 80.269 | 81.449 | 78.879 | ||
| 5664 | 2020.12.01 12:00 | sell | 2836 | 0.02 | 80.370 | 81.449 | 78.973 | ||
| 5665 | 2020.12.02 09:10 | t/p | 2834 | 0.05 | 80.812 | 77.897 | 80.803 | 7065.00 | 8800788.00 |
| 5666 | 2020.12.02 09:57 | t/p | 2832 | 0.04 | 80.872 | 77.894 | 80.874 | 5620.00 | 8806408.00 |
| 5667 | 2020.12.02 10:54 | t/p | 2831 | 0.03 | 80.922 | 77.897 | 80.914 | 4200.00 | 8810608.00 |
| 5668 | 2020.12.02 11:20 | t/p | 2833 | 0.02 | 80.986 | 77.897 | 80.991 | 2806.00 | 8813414.00 |
| 5669 | 2020.12.03 05:00 | sell | 2837 | 0.31 | 80.832 | 81.449 | 79.422 | ||
| 5670 | 2020.12.03 10:00 | sell | 2838 | 0.19 | 80.756 | 81.449 | 79.349 | ||
| 5671 | 2020.12.03 11:00 | sell | 2839 | 0.15 | 80.708 | 81.449 | 79.310 | ||
| 5672 | 2020.12.03 12:00 | sell | 2840 | 0.09 | 80.626 | 81.449 | 79.221 | ||
| 5673 | 2020.12.03 16:00 | sell | 2841 | 0.05 | 80.550 | 81.449 | 79.148 | ||
| 5674 | 2020.12.03 17:00 | sell | 2842 | 0.03 | 80.464 | 81.449 | 79.068 | ||
| 5675 | 2020.12.03 19:00 | sell | 2843 | 0.07 | 80.593 | 81.449 | 79.191 | ||
| 5676 | 2020.12.04 16:41 | t/p | 2830 | 0.01 | 81.114 | 77.896 | 81.108 | 1408.00 | 8814822.00 |
| 5677 | 2020.12.04 17:04 | t/p | 2829 | 0.01 | 81.218 | 77.900 | 81.222 | 1397.00 | 8816219.00 |
| 5678 | 2020.12.04 17:04 | buy | 2844 | 0.01 | 81.231 | 78.695 | 82.795 | ||
| 5679 | 2020.12.04 18:11 | s/l | 2835 | 0.01 | 81.454 | 81.449 | 78.879 | -1185.00 | 8815034.00 |
| 5680 | 2020.12.04 18:11 | s/l | 2836 | 0.02 | 81.449 | 81.449 | 78.973 | -2158.00 | 8812876.00 |
| 5681 | 2020.12.04 18:11 | s/l | 2837 | 0.31 | 81.443 | 81.449 | 79.422 | -18941.00 | 8793935.00 |
| 5682 | 2020.12.04 18:11 | s/l | 2838 | 0.19 | 81.453 | 81.449 | 79.349 | -13243.00 | 8780692.00 |
| 5683 | 2020.12.04 18:11 | s/l | 2839 | 0.15 | 81.457 | 81.449 | 79.310 | -11235.00 | 8769457.00 |
| 5684 | 2020.12.04 18:11 | s/l | 2840 | 0.09 | 81.449 | 81.449 | 79.221 | -7407.00 | 8762050.00 |
| 5685 | 2020.12.04 18:11 | s/l | 2841 | 0.05 | 81.455 | 81.449 | 79.148 | -4525.00 | 8757525.00 |
| 5686 | 2020.12.04 18:11 | s/l | 2842 | 0.03 | 81.459 | 81.449 | 79.068 | -2985.00 | 8754540.00 |
| 5687 | 2020.12.04 18:11 | s/l | 2843 | 0.07 | 81.443 | 81.449 | 79.191 | -5950.00 | 8748590.00 |
| 5688 | 2020.12.11 17:00 | sell | 2845 | 0.01 | 81.391 | 82.142 | 79.992 | ||
| 5689 | 2020.12.14 11:00 | sell | 2846 | 0.02 | 81.459 | 82.142 | 80.052 | ||
| 5690 | 2020.12.15 13:00 | sell | 2847 | 0.03 | 81.505 | 82.142 | 80.113 | ||
| 5691 | 2020.12.15 14:00 | sell | 2848 | 0.01 | 81.436 | 82.142 | 80.037 | ||
| 5692 | 2020.12.15 15:00 | sell | 2849 | 0.02 | 81.484 | 82.142 | 80.081 | ||
| 5693 | 2021.01.08 15:00 | sell | 2850 | 0.66 | 81.813 | 82.142 | 80.413 | ||
| 5694 | 2021.01.08 16:00 | sell | 2851 | 0.25 | 81.747 | 82.142 | 80.339 | ||
| 5695 | 2021.01.14 17:15 | s/l | 2845 | 0.01 | 82.150 | 82.142 | 79.992 | -759.00 | 8747831.00 |
| 5696 | 2021.01.14 17:15 | s/l | 2846 | 0.02 | 82.135 | 82.142 | 80.052 | -1352.00 | 8746479.00 |
| 5697 | 2021.01.14 17:15 | s/l | 2847 | 0.03 | 82.151 | 82.142 | 80.113 | -1938.00 | 8744541.00 |
| 5698 | 2021.01.14 17:15 | s/l | 2848 | 0.01 | 82.135 | 82.142 | 80.037 | -699.00 | 8743842.00 |
| 5699 | 2021.01.14 17:15 | s/l | 2849 | 0.02 | 82.141 | 82.142 | 80.081 | -1314.00 | 8742528.00 |
| 5700 | 2021.01.14 17:15 | s/l | 2850 | 0.66 | 82.138 | 82.142 | 80.413 | -21450.00 | 8721078.00 |