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 |
| 5701 | 2021.01.14 17:15 | s/l | 2851 | 0.25 | 82.145 | 82.142 | 80.339 | -9950.00 | 8711128.00 |
| 5702 | 2021.01.15 04:00 | sell | 2852 | 0.01 | 82.014 | 82.210 | 80.609 | ||
| 5703 | 2021.01.21 15:47 | s/l | 2852 | 0.01 | 82.206 | 82.210 | 80.609 | -192.00 | 8710936.00 |
| 5704 | 2021.01.21 19:00 | sell | 2853 | 0.01 | 81.977 | 82.230 | 80.576 | ||
| 5705 | 2021.02.03 04:32 | s/l | 2853 | 0.01 | 82.233 | 82.230 | 80.576 | -256.00 | 8710680.00 |
| 5706 | 2021.02.03 15:00 | sell | 2854 | 0.01 | 82.084 | 82.303 | 80.692 | ||
| 5707 | 2021.02.03 23:00 | sell | 2855 | 0.11 | 82.149 | 82.303 | 80.753 | ||
| 5708 | 2021.02.04 02:00 | sell | 2856 | 0.03 | 82.128 | 82.303 | 80.721 | ||
| 5709 | 2021.02.04 06:00 | sell | 2857 | 0.04 | 82.130 | 82.303 | 80.728 | ||
| 5710 | 2021.02.04 10:46 | s/l | 2854 | 0.01 | 82.312 | 82.303 | 80.692 | -228.00 | 8710452.00 |
| 5711 | 2021.02.04 10:46 | s/l | 2855 | 0.11 | 82.296 | 82.303 | 80.753 | -1617.00 | 8708835.00 |
| 5712 | 2021.02.04 10:46 | s/l | 2856 | 0.03 | 82.308 | 82.303 | 80.721 | -540.00 | 8708295.00 |
| 5713 | 2021.02.04 10:46 | s/l | 2857 | 0.04 | 82.307 | 82.303 | 80.728 | -708.00 | 8707587.00 |
| 5714 | 2021.02.04 14:00 | sell | 2858 | 0.01 | 82.141 | 82.381 | 80.734 | ||
| 5715 | 2021.02.05 01:00 | s/l | 2858 | 0.01 | 82.411 | 82.381 | 80.734 | -270.00 | 8707317.00 |
| 5716 | 2021.02.08 16:00 | sell | 2859 | 0.01 | 82.589 | 82.734 | 81.191 | ||
| 5717 | 2021.02.12 19:19 | s/l | 2859 | 0.01 | 82.738 | 82.734 | 81.191 | -149.00 | 8707168.00 |
| 5718 | 2021.02.15 01:24 | t/p | 2844 | 0.01 | 82.801 | 78.695 | 82.795 | 1570.00 | 8708738.00 |
| 5719 | 2021.02.15 02:00 | buy | 2860 | 0.01 | 82.805 | 80.542 | 84.405 | ||
| 5720 | 2021.02.16 12:00 | sell | 2861 | 0.01 | 83.300 | 83.770 | 81.694 | ||
| 5721 | 2021.02.16 16:00 | sell | 2862 | 0.03 | 83.374 | 83.770 | 81.768 | ||
| 5722 | 2021.02.16 17:00 | sell | 2863 | 0.02 | 83.346 | 83.770 | 81.737 | ||
| 5723 | 2021.02.16 18:00 | sell | 2864 | 0.02 | 83.340 | 83.770 | 81.750 | ||
| 5724 | 2021.02.16 20:00 | sell | 2865 | 0.05 | 83.397 | 83.770 | 81.803 | ||
| 5725 | 2021.02.19 17:29 | s/l | 2861 | 0.01 | 83.773 | 83.770 | 81.694 | -473.00 | 8708265.00 |
| 5726 | 2021.02.19 17:29 | s/l | 2862 | 0.03 | 83.770 | 83.770 | 81.768 | -1188.00 | 8707077.00 |
| 5727 | 2021.02.19 17:29 | s/l | 2863 | 0.02 | 83.774 | 83.770 | 81.737 | -856.00 | 8706221.00 |
| 5728 | 2021.02.19 17:29 | s/l | 2864 | 0.02 | 83.779 | 83.770 | 81.750 | -878.00 | 8705343.00 |
| 5729 | 2021.02.19 17:29 | s/l | 2865 | 0.05 | 83.773 | 83.770 | 81.803 | -1880.00 | 8703463.00 |
| 5730 | 2021.02.23 03:00 | sell | 2866 | 0.01 | 83.244 | 83.965 | 81.834 | ||
| 5731 | 2021.02.24 03:23 | s/l | 2866 | 0.01 | 83.971 | 83.965 | 81.834 | -727.00 | 8702736.00 |
| 5732 | 2021.02.24 17:32 | t/p | 2860 | 0.01 | 84.412 | 80.542 | 84.405 | 1607.00 | 8704343.00 |
| 5733 | 2021.02.24 19:00 | buy | 2867 | 0.01 | 84.476 | 81.979 | 86.079 | ||
| 5734 | 2021.03.01 00:04 | sell | 2868 | 0.01 | 83.620 | 85.122 | 82.240 | ||
| 5735 | 2021.03.01 07:00 | sell | 2869 | 0.02 | 83.804 | 85.122 | 82.395 | ||
| 5736 | 2021.03.01 09:00 | buy | 2870 | 0.05 | 83.945 | 81.438 | 85.538 | ||
| 5737 | 2021.03.01 10:00 | buy | 2871 | 0.04 | 83.993 | 81.483 | 85.583 | ||
| 5738 | 2021.03.01 13:00 | buy | 2872 | 0.03 | 84.120 | 81.621 | 85.721 | ||
| 5739 | 2021.03.01 15:00 | buy | 2873 | 0.02 | 84.178 | 81.677 | 85.777 | ||
| 5740 | 2021.03.01 18:00 | buy | 2874 | 0.02 | 84.264 | 81.772 | 85.872 | ||
| 5741 | 2021.03.01 19:00 | buy | 2875 | 0.01 | 84.330 | 81.822 | 85.922 | ||
| 5742 | 2021.03.04 15:42 | s/l | 2868 | 0.01 | 85.118 | 85.122 | 82.240 | -1498.00 | 8702845.00 |
| 5743 | 2021.03.04 15:42 | s/l | 2869 | 0.02 | 85.120 | 85.122 | 82.395 | -2632.00 | 8700213.00 |
| 5744 | 2021.03.05 08:57 | t/p | 2870 | 0.05 | 85.537 | 81.438 | 85.538 | 7960.00 | 8708173.00 |
| 5745 | 2021.03.05 09:02 | t/p | 2871 | 0.04 | 85.580 | 81.483 | 85.583 | 6348.00 | 8714521.00 |
| 5746 | 2021.03.08 01:03 | t/p | 2872 | 0.03 | 85.731 | 81.621 | 85.721 | 4833.00 | 8719354.00 |
| 5747 | 2021.03.08 01:04 | t/p | 2873 | 0.02 | 85.786 | 81.677 | 85.777 | 3216.00 | 8722570.00 |
| 5748 | 2021.03.08 01:20 | t/p | 2874 | 0.02 | 85.872 | 81.772 | 85.872 | 3216.00 | 8725786.00 |
| 5749 | 2021.03.08 16:41 | t/p | 2875 | 0.01 | 85.914 | 81.822 | 85.922 | 1584.00 | 8727370.00 |
| 5750 | 2021.03.08 19:56 | t/p | 2867 | 0.01 | 86.074 | 81.979 | 86.079 | 1598.00 | 8728968.00 |
| 5751 | 2021.03.08 20:00 | buy | 2876 | 0.01 | 86.051 | 83.559 | 87.659 | ||
| 5752 | 2021.03.09 01:00 | buy | 2877 | 0.01 | 86.006 | 83.482 | 87.582 | ||
| 5753 | 2021.03.15 11:46 | t/p | 2877 | 0.01 | 87.574 | 83.482 | 87.582 | 1568.00 | 8730536.00 |
| 5754 | 2021.03.15 12:07 | t/p | 2876 | 0.01 | 87.663 | 83.559 | 87.659 | 1612.00 | 8732148.00 |
| 5755 | 2021.03.15 15:00 | buy | 2878 | 0.01 | 87.579 | 85.071 | 89.171 | ||
| 5756 | 2021.03.18 07:00 | close | 2878 | 0.01 | 87.763 | 85.071 | 89.171 | 184.00 | 8732332.00 |
| 5757 | 2021.03.18 07:00 | buy | 2879 | 0.01 | 87.768 | 85.267 | 89.367 | ||
| 5758 | 2021.03.19 17:00 | sell | 2880 | 0.01 | 86.997 | 88.103 | 85.599 | ||
| 5759 | 2021.03.30 19:00 | sell | 2881 | 0.07 | 87.279 | 88.103 | 85.869 | ||
| 5760 | 2021.03.30 23:00 | sell | 2882 | 0.09 | 87.330 | 88.103 | 85.929 | ||
| 5761 | 2021.03.31 16:48 | s/l | 2880 | 0.01 | 88.096 | 88.103 | 85.599 | -1099.00 | 8731233.00 |
| 5762 | 2021.03.31 16:48 | s/l | 2881 | 0.07 | 88.095 | 88.103 | 85.869 | -5712.00 | 8725521.00 |
| 5763 | 2021.03.31 16:48 | s/l | 2882 | 0.09 | 88.107 | 88.103 | 85.929 | -6993.00 | 8718528.00 |
| 5764 | 2021.04.01 06:00 | sell | 2883 | 0.01 | 87.908 | 88.265 | 86.503 | ||
| 5765 | 2021.04.01 12:00 | sell | 2884 | 0.07 | 87.994 | 88.265 | 86.596 | ||
| 5766 | 2021.04.01 14:00 | sell | 2885 | 0.05 | 87.981 | 88.265 | 86.591 | ||
| 5767 | 2021.04.01 15:00 | sell | 2886 | 0.02 | 87.958 | 88.265 | 86.550 | ||
| 5768 | 2021.04.01 18:00 | sell | 2887 | 0.04 | 87.975 | 88.265 | 86.570 | ||
| 5769 | 2021.04.02 03:50 | s/l | 2883 | 0.01 | 88.263 | 88.265 | 86.503 | -355.00 | 8718173.00 |
| 5770 | 2021.04.02 03:50 | s/l | 2884 | 0.07 | 88.275 | 88.265 | 86.596 | -1967.00 | 8716206.00 |
| 5771 | 2021.04.02 03:50 | s/l | 2885 | 0.05 | 88.268 | 88.265 | 86.591 | -1435.00 | 8714771.00 |
| 5772 | 2021.04.02 03:50 | s/l | 2886 | 0.02 | 88.275 | 88.265 | 86.550 | -634.00 | 8714137.00 |
| 5773 | 2021.04.02 03:50 | s/l | 2887 | 0.04 | 88.272 | 88.265 | 86.570 | -1188.00 | 8712949.00 |
| 5774 | 2021.04.02 10:00 | sell | 2888 | 0.01 | 88.023 | 88.328 | 86.631 | ||
| 5775 | 2021.04.02 17:00 | sell | 2889 | 0.07 | 88.094 | 88.328 | 86.700 | ||
| 5776 | 2021.04.02 22:00 | sell | 2890 | 0.01 | 88.036 | 88.328 | 86.637 | ||
| 5777 | 2021.04.08 14:34 | t/p | 2889 | 0.07 | 86.703 | 88.328 | 86.700 | 9737.00 | 8722686.00 |
| 5778 | 2021.04.08 15:40 | t/p | 2890 | 0.01 | 86.630 | 88.328 | 86.637 | 1406.00 | 8724092.00 |
| 5779 | 2021.04.08 15:42 | t/p | 2888 | 0.01 | 86.640 | 88.328 | 86.631 | 1383.00 | 8725475.00 |
| 5780 | 2021.04.08 16:00 | sell | 2891 | 0.01 | 86.651 | 88.328 | 85.257 | ||
| 5781 | 2021.04.08 18:00 | sell | 2892 | 0.02 | 86.779 | 88.328 | 85.376 | ||
| 5782 | 2021.04.09 09:00 | sell | 2893 | 0.02 | 86.850 | 88.328 | 85.450 | ||
| 5783 | 2021.04.12 06:00 | sell | 2894 | 0.15 | 87.232 | 88.328 | 85.838 | ||
| 5784 | 2021.04.12 08:00 | sell | 2895 | 0.11 | 87.178 | 88.328 | 85.785 | ||
| 5785 | 2021.04.12 11:00 | sell | 2896 | 0.09 | 87.116 | 88.328 | 85.714 | ||
| 5786 | 2021.04.12 13:00 | sell | 2897 | 0.07 | 87.120 | 88.328 | 85.712 | ||
| 5787 | 2021.04.13 00:00 | sell | 2898 | 0.05 | 87.067 | 88.328 | 85.634 | ||
| 5788 | 2021.04.13 17:00 | sell | 2899 | 0.03 | 86.910 | 88.328 | 85.507 | ||
| 5789 | 2021.04.14 04:00 | sell | 2900 | 0.01 | 86.742 | 88.328 | 85.340 | ||
| 5790 | 2021.04.20 18:38 | t/p | 2894 | 0.15 | 85.847 | 88.328 | 85.838 | 20775.00 | 8746250.00 |
| 5791 | 2021.04.20 20:07 | t/p | 2895 | 0.11 | 85.786 | 88.328 | 85.785 | 15312.00 | 8761562.00 |
| 5792 | 2021.04.20 21:26 | t/p | 2896 | 0.09 | 85.704 | 88.328 | 85.714 | 12708.00 | 8774270.00 |
| 5793 | 2021.04.20 21:26 | t/p | 2897 | 0.07 | 85.711 | 88.328 | 85.712 | 9863.00 | 8784133.00 |
| 5794 | 2021.04.21 03:16 | t/p | 2898 | 0.05 | 85.637 | 88.328 | 85.634 | 7150.00 | 8791283.00 |
| 5795 | 2021.04.21 16:05 | t/p | 2899 | 0.03 | 85.498 | 88.328 | 85.507 | 4236.00 | 8795519.00 |
| 5796 | 2021.04.21 16:54 | t/p | 2893 | 0.02 | 85.441 | 88.328 | 85.450 | 2818.00 | 8798337.00 |
| 5797 | 2021.04.21 18:00 | close | 2891 | 0.01 | 86.624 | 88.328 | 85.257 | 27.00 | 8798364.00 |
| 5798 | 2021.04.21 18:00 | close | 2892 | 0.02 | 86.630 | 88.328 | 85.376 | 298.00 | 8798662.00 |
| 5799 | 2021.04.21 18:00 | close | 2900 | 0.01 | 86.642 | 88.328 | 85.340 | 100.00 | 8798762.00 |
| 5800 | 2021.04.22 14:00 | sell | 2901 | 0.01 | 86.382 | 88.328 | 84.988 | ||
| 5801 | 2021.04.29 09:03 | s/l | 2901 | 0.01 | 88.320 | 88.328 | 84.988 | -1938.00 | 8796824.00 |
| 5802 | 2021.04.30 08:00 | sell | 2902 | 0.01 | 88.630 | 88.882 | 87.230 | ||
| 5803 | 2021.04.30 09:00 | sell | 2903 | 0.01 | 88.640 | 88.882 | 87.240 | ||
| 5804 | 2021.04.30 17:55 | s/l | 2902 | 0.01 | 88.886 | 88.882 | 87.230 | -256.00 | 8796568.00 |
| 5805 | 2021.04.30 17:55 | s/l | 2903 | 0.01 | 88.884 | 88.882 | 87.240 | -244.00 | 8796324.00 |
| 5806 | 2021.05.03 13:00 | sell | 2904 | 0.01 | 88.955 | 89.201 | 87.561 | ||
| 5807 | 2021.05.03 14:00 | sell | 2905 | 0.02 | 88.987 | 89.201 | 87.585 | ||
| 5808 | 2021.05.06 02:00 | sell | 2906 | 0.02 | 88.985 | 89.201 | 87.576 | ||
| 5809 | 2021.05.06 04:25 | s/l | 2904 | 0.01 | 89.195 | 89.201 | 87.561 | -240.00 | 8796084.00 |
| 5810 | 2021.05.06 04:25 | s/l | 2905 | 0.02 | 89.211 | 89.201 | 87.585 | -448.00 | 8795636.00 |
| 5811 | 2021.05.06 04:25 | s/l | 2906 | 0.02 | 89.206 | 89.201 | 87.576 | -442.00 | 8795194.00 |
| 5812 | 2021.05.06 16:03 | t/p | 2879 | 0.01 | 89.359 | 85.267 | 89.367 | 1591.00 | 8796785.00 |
| 5813 | 2021.05.07 11:00 | sell | 2907 | 0.01 | 89.575 | 89.861 | 88.185 | ||
| 5814 | 2021.05.10 09:05 | s/l | 2907 | 0.01 | 89.860 | 89.861 | 88.185 | -285.00 | 8796500.00 |
| 5815 | 2021.05.11 13:00 | sell | 2908 | 0.01 | 89.907 | 90.136 | 88.509 | ||
| 5816 | 2021.05.12 15:30 | s/l | 2908 | 0.01 | 90.142 | 90.136 | 88.509 | -235.00 | 8796265.00 |
| 5817 | 2021.05.13 10:00 | sell | 2909 | 0.01 | 90.384 | 90.667 | 88.775 | ||
| 5818 | 2021.05.18 05:05 | s/l | 2909 | 0.01 | 90.672 | 90.667 | 88.775 | -288.00 | 8795977.00 |
| 5819 | 2021.05.18 13:00 | sell | 2910 | 0.01 | 90.501 | 90.765 | 88.902 | ||
| 5820 | 2021.05.18 15:00 | sell | 2911 | 0.01 | 90.510 | 90.765 | 88.913 | ||
| 5821 | 2021.05.27 17:16 | s/l | 2910 | 0.01 | 90.760 | 90.765 | 88.902 | -259.00 | 8795718.00 |
| 5822 | 2021.05.27 17:16 | s/l | 2911 | 0.01 | 90.756 | 90.765 | 88.913 | -246.00 | 8795472.00 |
| 5823 | 2021.05.28 12:00 | sell | 2912 | 0.01 | 90.909 | 91.088 | 89.516 | ||
| 5824 | 2021.05.28 17:02 | s/l | 2912 | 0.01 | 91.082 | 91.088 | 89.516 | -173.00 | 8795299.00 |
| 5825 | 2021.05.28 19:00 | sell | 2913 | 0.01 | 90.874 | 91.191 | 89.465 | ||
| 5826 | 2021.05.28 22:00 | sell | 2914 | 0.02 | 90.905 | 91.191 | 89.503 | ||
| 5827 | 2021.06.01 16:52 | s/l | 2913 | 0.01 | 91.197 | 91.191 | 89.465 | -323.00 | 8794976.00 |
| 5828 | 2021.06.01 16:52 | s/l | 2914 | 0.02 | 91.193 | 91.191 | 89.503 | -576.00 | 8794400.00 |
| 5829 | 2021.06.01 20:00 | sell | 2915 | 0.01 | 90.813 | 91.208 | 89.407 | ||
| 5830 | 2021.06.03 14:00 | sell | 2916 | 0.11 | 90.934 | 91.208 | 89.540 | ||
| 5831 | 2021.06.03 16:00 | sell | 2917 | 0.09 | 90.937 | 91.208 | 89.533 | ||
| 5832 | 2021.06.03 18:00 | sell | 2918 | 0.31 | 90.996 | 91.208 | 89.597 | ||
| 5833 | 2021.06.03 19:00 | sell | 2919 | 0.40 | 91.008 | 91.208 | 89.610 | ||
| 5834 | 2021.06.04 04:00 | sell | 2920 | 0.08 | 90.983 | 91.208 | 89.585 | ||
| 5835 | 2021.06.17 15:51 | t/p | 2919 | 0.40 | 89.616 | 91.208 | 89.610 | 55680.00 | 8850080.00 |
| 5836 | 2021.06.17 15:52 | t/p | 2918 | 0.31 | 89.591 | 91.208 | 89.597 | 43555.00 | 8893635.00 |
| 5837 | 2021.06.17 15:54 | t/p | 2920 | 0.08 | 89.586 | 91.208 | 89.585 | 11176.00 | 8904811.00 |
| 5838 | 2021.06.17 15:57 | t/p | 2916 | 0.11 | 89.531 | 91.208 | 89.540 | 15433.00 | 8920244.00 |
| 5839 | 2021.06.17 15:57 | t/p | 2917 | 0.09 | 89.525 | 91.208 | 89.533 | 12708.00 | 8932952.00 |
| 5840 | 2021.06.17 18:07 | t/p | 2915 | 0.01 | 89.413 | 91.208 | 89.407 | 1400.00 | 8934352.00 |
| 5841 | 2021.06.17 19:00 | sell | 2921 | 0.01 | 89.262 | 91.208 | 87.862 | ||
| 5842 | 2021.06.21 14:00 | buy | 2922 | 0.01 | 88.657 | 86.452 | 90.052 | ||
| 5843 | 2021.06.23 09:41 | t/p | 2922 | 0.01 | 90.053 | 86.452 | 90.052 | 1396.00 | 8935748.00 |
| 5844 | 2021.06.24 05:00 | sell | 2923 | 0.31 | 90.177 | 91.208 | 88.779 | ||
| 5845 | 2021.06.24 09:00 | sell | 2924 | 0.19 | 90.049 | 91.208 | 88.645 | ||
| 5846 | 2021.06.24 12:00 | sell | 2925 | 0.24 | 90.131 | 91.208 | 88.732 | ||
| 5847 | 2021.06.24 18:00 | sell | 2926 | 0.09 | 89.849 | 91.208 | 88.451 | ||
| 5848 | 2021.06.24 20:00 | sell | 2927 | 0.15 | 89.990 | 91.208 | 88.582 | ||
| 5849 | 2021.06.25 16:00 | sell | 2928 | 0.01 | 89.897 | 91.208 | 88.495 | ||
| 5850 | 2021.06.30 10:00 | buy | 2929 | 0.01 | 89.250 | 87.056 | 90.656 | ||