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 |
| 451 | 2007.10.25 12:00 | buy | 227 | 0.09 | 118.098 | 115.595 | 119.695 | ||
| 452 | 2007.10.25 14:00 | buy | 228 | 0.02 | 118.515 | 116.025 | 120.125 | ||
| 453 | 2007.10.25 16:00 | buy | 229 | 0.02 | 118.631 | 116.135 | 120.235 | ||
| 454 | 2007.10.26 04:00 | buy | 230 | 0.05 | 118.298 | 115.800 | 119.900 | ||
| 455 | 2007.10.26 05:00 | buy | 231 | 0.03 | 118.457 | 115.930 | 120.030 | ||
| 456 | 2007.10.26 08:00 | buy | 232 | 0.04 | 118.414 | 115.915 | 120.015 | ||
| 457 | 2007.10.26 17:00 | buy | 233 | 0.01 | 118.719 | 116.215 | 120.315 | ||
| 458 | 2007.10.29 14:04 | t/p | 226 | 0.24 | 119.368 | 115.265 | 119.365 | 38688.00 | 1955129.00 |
| 459 | 2007.10.29 17:34 | t/p | 227 | 0.09 | 119.694 | 115.595 | 119.695 | 14364.00 | 1969493.00 |
| 460 | 2007.10.29 17:53 | t/p | 230 | 0.05 | 119.902 | 115.800 | 119.900 | 8020.00 | 1977513.00 |
| 461 | 2007.10.29 18:32 | t/p | 232 | 0.04 | 120.017 | 115.915 | 120.015 | 6412.00 | 1983925.00 |
| 462 | 2007.10.29 18:32 | t/p | 231 | 0.03 | 120.026 | 115.930 | 120.030 | 4707.00 | 1988632.00 |
| 463 | 2007.10.29 18:43 | t/p | 228 | 0.02 | 120.135 | 116.025 | 120.125 | 3240.00 | 1991872.00 |
| 464 | 2007.10.29 19:13 | t/p | 229 | 0.02 | 120.234 | 116.135 | 120.235 | 3206.00 | 1995078.00 |
| 465 | 2007.10.29 20:23 | t/p | 233 | 0.01 | 120.306 | 116.215 | 120.315 | 1587.00 | 1996665.00 |
| 466 | 2007.10.29 20:46 | t/p | 225 | 0.01 | 120.423 | 116.315 | 120.415 | 1616.00 | 1998281.00 |
| 467 | 2007.10.29 21:00 | buy | 234 | 0.01 | 120.434 | 117.935 | 122.035 | ||
| 468 | 2007.10.29 23:00 | buy | 235 | 0.01 | 120.335 | 117.835 | 121.935 | ||
| 469 | 2007.10.30 01:00 | buy | 236 | 0.02 | 120.282 | 117.805 | 121.905 | ||
| 470 | 2007.10.30 04:00 | buy | 237 | 0.04 | 120.020 | 117.510 | 121.610 | ||
| 471 | 2007.10.30 05:00 | buy | 238 | 0.05 | 119.948 | 117.455 | 121.555 | ||
| 472 | 2007.10.30 18:00 | buy | 239 | 0.02 | 120.202 | 117.695 | 121.795 | ||
| 473 | 2007.10.31 21:44 | t/p | 238 | 0.05 | 121.572 | 117.455 | 121.555 | 8120.00 | 2006401.00 |
| 474 | 2007.10.31 21:44 | t/p | 237 | 0.04 | 121.610 | 117.510 | 121.610 | 6360.00 | 2012761.00 |
| 475 | 2007.10.31 21:46 | t/p | 239 | 0.02 | 121.805 | 117.695 | 121.795 | 3206.00 | 2015967.00 |
| 476 | 2007.10.31 21:47 | t/p | 236 | 0.02 | 121.905 | 117.805 | 121.905 | 3246.00 | 2019213.00 |
| 477 | 2007.10.31 21:58 | t/p | 235 | 0.01 | 121.938 | 117.835 | 121.935 | 1603.00 | 2020816.00 |
| 478 | 2007.10.31 22:45 | t/p | 234 | 0.01 | 122.052 | 117.935 | 122.035 | 1618.00 | 2022434.00 |
| 479 | 2007.10.31 23:00 | buy | 240 | 0.01 | 122.140 | 119.635 | 123.735 | ||
| 480 | 2007.11.01 07:00 | buy | 241 | 0.02 | 122.001 | 119.505 | 123.605 | ||
| 481 | 2007.11.02 12:00 | buy | 242 | 0.15 | 121.269 | 118.765 | 122.865 | ||
| 482 | 2007.11.02 14:03 | buy | 243 | 0.11 | 122.205 | 118.835 | 122.935 | ||
| 483 | 2007.11.02 15:30 | t/p | 242 | 0.15 | 122.943 | 118.765 | 122.865 | 25110.00 | 2047544.00 |
| 484 | 2007.11.02 15:30 | t/p | 243 | 0.11 | 122.952 | 118.835 | 122.935 | 8217.00 | 2055761.00 |
| 485 | 2007.11.06 10:03 | t/p | 241 | 0.02 | 123.601 | 119.505 | 123.605 | 3200.00 | 2058961.00 |
| 486 | 2007.11.06 10:38 | t/p | 240 | 0.01 | 123.726 | 119.635 | 123.735 | 1586.00 | 2060547.00 |
| 487 | 2007.11.06 12:00 | buy | 244 | 0.01 | 123.718 | 121.215 | 125.315 | ||
| 488 | 2007.11.06 16:00 | buy | 245 | 0.02 | 123.579 | 121.075 | 125.175 | ||
| 489 | 2007.11.06 17:00 | buy | 246 | 0.03 | 123.371 | 120.875 | 124.975 | ||
| 490 | 2007.11.07 00:20 | t/p | 246 | 0.03 | 124.994 | 120.875 | 124.975 | 4869.00 | 2065416.00 |
| 491 | 2007.11.07 01:00 | close | 244 | 0.01 | 125.076 | 121.215 | 125.315 | 1358.00 | 2066774.00 |
| 492 | 2007.11.07 01:00 | close | 245 | 0.02 | 125.085 | 121.075 | 125.175 | 3012.00 | 2069786.00 |
| 493 | 2007.11.07 02:00 | buy | 247 | 0.01 | 124.884 | 122.380 | 126.480 | ||
| 494 | 2007.11.07 05:00 | close | 247 | 0.01 | 125.320 | 122.380 | 126.480 | 436.00 | 2070222.00 |
| 495 | 2007.11.07 05:00 | buy | 248 | 0.01 | 125.358 | 122.865 | 126.965 | ||
| 496 | 2007.11.07 20:21 | s/l | 248 | 0.01 | 122.866 | 122.865 | 126.965 | -2492.00 | 2067730.00 |
| 497 | 2007.11.08 17:00 | buy | 249 | 0.01 | 121.585 | 119.095 | 123.195 | ||
| 498 | 2007.11.09 11:00 | buy | 250 | 0.02 | 121.295 | 118.795 | 122.895 | ||
| 499 | 2007.11.09 12:38 | s/l | 249 | 0.01 | 119.098 | 119.095 | 123.195 | -2487.00 | 2065243.00 |
| 500 | 2007.11.09 12:39 | s/l | 250 | 0.02 | 118.785 | 118.795 | 122.895 | -5020.00 | 2060223.00 |
| 501 | 2007.11.13 08:00 | buy | 251 | 0.01 | 114.375 | 112.580 | 115.980 | ||
| 502 | 2007.11.13 17:00 | close | 251 | 0.01 | 114.334 | 112.580 | 115.980 | -41.00 | 2060182.00 |
| 503 | 2007.11.14 18:00 | buy | 252 | 0.01 | 116.512 | 114.010 | 118.110 | ||
| 504 | 2007.11.15 12:24 | s/l | 252 | 0.01 | 114.005 | 114.010 | 118.110 | -2507.00 | 2057675.00 |
| 505 | 2007.11.16 16:01 | buy | 253 | 0.01 | 113.339 | 111.190 | 114.965 | ||
| 506 | 2007.11.20 09:00 | buy | 254 | 0.24 | 112.489 | 111.195 | 114.080 | ||
| 507 | 2007.11.20 11:00 | buy | 255 | 0.15 | 112.540 | 111.175 | 114.150 | ||
| 508 | 2007.11.20 13:00 | buy | 256 | 0.05 | 112.897 | 111.180 | 114.490 | ||
| 509 | 2007.11.20 15:00 | buy | 257 | 0.55 | 112.173 | 111.190 | 113.775 | ||
| 510 | 2007.11.20 21:08 | s/l | 253 | 0.01 | 111.192 | 111.190 | 114.965 | -2147.00 | 2055528.00 |
| 511 | 2007.11.20 21:08 | s/l | 254 | 0.24 | 111.194 | 111.195 | 114.080 | -31080.00 | 2024448.00 |
| 512 | 2007.11.20 21:08 | s/l | 257 | 0.55 | 111.193 | 111.190 | 113.775 | -53900.00 | 1970548.00 |
| 513 | 2007.11.20 21:08 | s/l | 256 | 0.05 | 111.181 | 111.180 | 114.490 | -8580.00 | 1961968.00 |
| 514 | 2007.11.20 21:08 | s/l | 255 | 0.15 | 111.163 | 111.175 | 114.150 | -20655.00 | 1941313.00 |
| 515 | 2007.11.21 01:04 | buy | 258 | 0.01 | 112.356 | 111.195 | 113.960 | ||
| 516 | 2007.11.21 07:06 | s/l | 258 | 0.01 | 111.176 | 111.195 | 113.960 | -1180.00 | 1940133.00 |
| 517 | 2007.11.22 06:00 | buy | 259 | 0.01 | 111.130 | 109.220 | 112.730 | ||
| 518 | 2007.11.22 09:00 | buy | 260 | 0.19 | 110.447 | 109.220 | 112.040 | ||
| 519 | 2007.11.22 11:00 | buy | 261 | 0.15 | 110.490 | 109.200 | 112.090 | ||
| 520 | 2007.11.22 12:00 | buy | 262 | 0.09 | 110.620 | 109.220 | 112.220 | ||
| 521 | 2007.11.22 13:00 | buy | 263 | 0.11 | 110.554 | 109.210 | 112.160 | ||
| 522 | 2007.11.23 05:00 | sell | 264 | 0.01 | 109.924 | 112.430 | 108.330 | ||
| 523 | 2007.11.23 09:10 | s/l | 259 | 0.01 | 109.200 | 109.220 | 112.730 | -1930.00 | 1938203.00 |
| 524 | 2007.11.23 09:10 | s/l | 260 | 0.19 | 109.201 | 109.220 | 112.040 | -23674.00 | 1914529.00 |
| 525 | 2007.11.23 09:10 | s/l | 262 | 0.09 | 109.214 | 109.220 | 112.220 | -12654.00 | 1901875.00 |
| 526 | 2007.11.23 09:10 | s/l | 263 | 0.11 | 109.208 | 109.210 | 112.160 | -14806.00 | 1887069.00 |
| 527 | 2007.11.23 09:10 | s/l | 261 | 0.15 | 109.192 | 109.200 | 112.090 | -19470.00 | 1867599.00 |
| 528 | 2007.11.26 22:56 | t/p | 264 | 0.01 | 108.321 | 112.430 | 108.330 | 1603.00 | 1869202.00 |
| 529 | 2007.11.27 12:00 | sell | 265 | 0.01 | 108.864 | 111.365 | 107.265 | ||
| 530 | 2007.11.28 18:57 | s/l | 265 | 0.01 | 111.357 | 111.365 | 107.265 | -2493.00 | 1866709.00 |
| 531 | 2007.11.29 15:00 | sell | 266 | 0.01 | 111.044 | 113.550 | 109.450 | ||
| 532 | 2007.12.04 12:10 | t/p | 266 | 0.01 | 109.448 | 113.550 | 109.450 | 1596.00 | 1868305.00 |
| 533 | 2007.12.04 13:00 | sell | 267 | 0.01 | 109.562 | 112.070 | 107.970 | ||
| 534 | 2007.12.05 14:16 | t/p | 267 | 0.01 | 107.975 | 112.070 | 107.970 | 1587.00 | 1869892.00 |
| 535 | 2007.12.05 15:00 | sell | 268 | 0.01 | 108.293 | 110.800 | 106.700 | ||
| 536 | 2007.12.06 10:00 | sell | 269 | 0.15 | 109.178 | 110.800 | 107.580 | ||
| 537 | 2007.12.06 11:00 | sell | 270 | 0.11 | 109.106 | 110.800 | 107.510 | ||
| 538 | 2007.12.06 13:00 | sell | 271 | 0.09 | 109.030 | 110.800 | 107.440 | ||
| 539 | 2007.12.06 15:00 | sell | 272 | 0.07 | 108.960 | 110.800 | 107.370 | ||
| 540 | 2007.12.07 14:00 | s/l | 268 | 0.01 | 110.822 | 110.800 | 106.700 | -2529.00 | 1867363.00 |
| 541 | 2007.12.07 14:00 | s/l | 269 | 0.15 | 110.820 | 110.800 | 107.580 | -24630.00 | 1842733.00 |
| 542 | 2007.12.07 14:00 | s/l | 270 | 0.11 | 110.812 | 110.800 | 107.510 | -18766.00 | 1823967.00 |
| 543 | 2007.12.07 14:00 | s/l | 271 | 0.09 | 110.818 | 110.800 | 107.440 | -16092.00 | 1807875.00 |
| 544 | 2007.12.07 14:00 | s/l | 272 | 0.07 | 110.815 | 110.800 | 107.370 | -12985.00 | 1794890.00 |
| 545 | 2007.12.10 17:00 | sell | 273 | 0.01 | 110.738 | 113.230 | 109.130 | ||
| 546 | 2007.12.11 14:00 | sell | 274 | 0.01 | 110.860 | 113.230 | 109.250 | ||
| 547 | 2007.12.11 21:23 | t/p | 274 | 0.01 | 109.216 | 113.230 | 109.250 | 1644.00 | 1796534.00 |
| 548 | 2007.12.11 21:24 | t/p | 273 | 0.01 | 109.120 | 113.230 | 109.130 | 1618.00 | 1798152.00 |
| 549 | 2007.12.13 04:00 | sell | 275 | 0.01 | 110.385 | 112.880 | 108.780 | ||
| 550 | 2007.12.17 09:00 | sell | 276 | 0.07 | 111.033 | 112.880 | 109.415 | ||
| 551 | 2007.12.17 10:00 | sell | 277 | 0.05 | 110.945 | 112.880 | 109.340 | ||
| 552 | 2007.12.17 11:00 | sell | 278 | 0.03 | 110.769 | 112.880 | 109.160 | ||
| 553 | 2007.12.17 13:00 | sell | 279 | 0.09 | 111.122 | 112.880 | 109.525 | ||
| 554 | 2007.12.17 17:03 | s/l | 275 | 0.01 | 112.894 | 112.880 | 108.780 | -2509.00 | 1795643.00 |
| 555 | 2007.12.17 17:03 | s/l | 276 | 0.07 | 112.890 | 112.880 | 109.415 | -12999.00 | 1782644.00 |
| 556 | 2007.12.17 17:03 | s/l | 277 | 0.05 | 112.878 | 112.880 | 109.340 | -9665.00 | 1772979.00 |
| 557 | 2007.12.17 17:03 | s/l | 278 | 0.03 | 112.881 | 112.880 | 109.160 | -6336.00 | 1766643.00 |
| 558 | 2007.12.17 17:03 | s/l | 279 | 0.09 | 112.879 | 112.880 | 109.525 | -15813.00 | 1750830.00 |
| 559 | 2007.12.18 13:00 | sell | 280 | 0.01 | 112.292 | 114.800 | 110.700 | ||
| 560 | 2007.12.19 10:00 | sell | 281 | 0.01 | 112.390 | 114.800 | 110.795 | ||
| 561 | 2007.12.20 09:00 | sell | 282 | 0.04 | 112.735 | 114.800 | 111.130 | ||
| 562 | 2007.12.21 03:00 | sell | 283 | 0.05 | 112.847 | 114.800 | 111.250 | ||
| 563 | 2007.12.21 19:12 | s/l | 280 | 0.01 | 114.795 | 114.800 | 110.700 | -2503.00 | 1748327.00 |
| 564 | 2007.12.21 19:12 | s/l | 281 | 0.01 | 114.803 | 114.800 | 110.795 | -2413.00 | 1745914.00 |
| 565 | 2007.12.21 19:12 | s/l | 282 | 0.04 | 114.808 | 114.800 | 111.130 | -8292.00 | 1737622.00 |
| 566 | 2007.12.21 19:12 | s/l | 283 | 0.05 | 114.807 | 114.800 | 111.250 | -9800.00 | 1727822.00 |
| 567 | 2007.12.27 13:00 | sell | 284 | 0.01 | 116.217 | 116.625 | 114.625 | ||
| 568 | 2007.12.27 15:04 | s/l | 284 | 0.01 | 116.636 | 116.625 | 114.625 | -419.00 | 1727403.00 |
| 569 | 2007.12.27 16:00 | sell | 285 | 0.01 | 116.321 | 116.865 | 114.715 | ||
| 570 | 2007.12.27 18:00 | sell | 286 | 0.02 | 116.400 | 116.865 | 114.790 | ||
| 571 | 2007.12.28 07:48 | t/p | 286 | 0.02 | 114.797 | 116.865 | 114.790 | 3206.00 | 1730609.00 |
| 572 | 2007.12.28 07:50 | t/p | 285 | 0.01 | 114.694 | 116.865 | 114.715 | 1627.00 | 1732236.00 |
| 573 | 2007.12.28 12:00 | sell | 287 | 0.01 | 115.514 | 116.865 | 113.910 | ||
| 574 | 2007.12.31 15:20 | t/p | 287 | 0.01 | 113.918 | 116.865 | 113.910 | 1596.00 | 1733832.00 |
| 575 | 2007.12.31 16:00 | sell | 288 | 0.01 | 114.118 | 116.610 | 112.510 | ||
| 576 | 2008.01.02 00:09 | t/p | 288 | 0.01 | 112.475 | 116.610 | 112.510 | 1643.00 | 1735475.00 |
| 577 | 2008.01.02 01:01 | sell | 289 | 0.01 | 112.652 | 115.130 | 111.030 | ||
| 578 | 2008.01.02 03:00 | close | 289 | 0.01 | 112.482 | 115.130 | 111.030 | 170.00 | 1735645.00 |
| 579 | 2008.01.02 15:00 | sell | 290 | 0.01 | 112.711 | 115.210 | 111.110 | ||
| 580 | 2008.01.02 17:36 | t/p | 290 | 0.01 | 111.108 | 115.210 | 111.110 | 1603.00 | 1737248.00 |
| 581 | 2008.01.03 15:00 | sell | 291 | 0.01 | 109.403 | 111.915 | 107.815 | ||
| 582 | 2008.01.04 04:00 | sell | 292 | 0.07 | 110.068 | 111.915 | 108.465 | ||
| 583 | 2008.01.04 17:11 | t/p | 292 | 0.07 | 108.459 | 111.915 | 108.465 | 11263.00 | 1748511.00 |
| 584 | 2008.01.04 17:57 | t/p | 291 | 0.01 | 107.811 | 111.915 | 107.815 | 1592.00 | 1750103.00 |
| 585 | 2008.01.07 11:00 | sell | 293 | 0.01 | 108.433 | 110.940 | 106.840 | ||
| 586 | 2008.01.07 19:00 | sell | 294 | 0.01 | 108.556 | 110.940 | 106.960 | ||
| 587 | 2008.01.07 20:00 | sell | 295 | 0.02 | 108.612 | 110.940 | 107.020 | ||
| 588 | 2008.01.09 12:00 | sell | 296 | 0.03 | 108.809 | 110.940 | 107.200 | ||
| 589 | 2008.01.11 14:00 | t/p | 296 | 0.03 | 107.124 | 110.940 | 107.200 | 5055.00 | 1755158.00 |
| 590 | 2008.01.11 14:00 | t/p | 295 | 0.02 | 107.018 | 110.940 | 107.020 | 3188.00 | 1758346.00 |
| 591 | 2008.01.11 14:01 | t/p | 294 | 0.01 | 106.958 | 110.940 | 106.960 | 1598.00 | 1759944.00 |
| 592 | 2008.01.11 14:12 | t/p | 293 | 0.01 | 106.836 | 110.940 | 106.840 | 1597.00 | 1761541.00 |
| 593 | 2008.01.11 17:00 | sell | 297 | 0.01 | 106.802 | 109.295 | 105.195 | ||
| 594 | 2008.01.11 19:00 | sell | 298 | 0.02 | 106.970 | 109.295 | 105.375 | ||
| 595 | 2008.01.14 02:00 | close | 297 | 0.01 | 106.848 | 109.295 | 105.195 | -46.00 | 1761495.00 |
| 596 | 2008.01.14 02:00 | close | 298 | 0.02 | 106.843 | 109.295 | 105.375 | 254.00 | 1761749.00 |
| 597 | 2008.01.14 04:02 | sell | 299 | 0.01 | 106.748 | 109.240 | 105.140 | ||
| 598 | 2008.01.15 15:38 | t/p | 299 | 0.01 | 105.137 | 109.240 | 105.140 | 1611.00 | 1763360.00 |
| 599 | 2008.01.15 17:00 | sell | 300 | 0.01 | 105.203 | 107.710 | 103.610 | ||
| 600 | 2008.01.15 19:00 | sell | 301 | 0.01 | 105.283 | 107.710 | 103.690 | ||