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 |
| 5851 | 2021.07.06 17:18 | t/p | 2923 | 0.31 | 88.781 | 91.208 | 88.779 | 43276.00 | 8979024.00 |
| 5852 | 2021.07.06 17:19 | t/p | 2925 | 0.24 | 88.735 | 91.208 | 88.732 | 33504.00 | 9012528.00 |
| 5853 | 2021.07.06 17:33 | t/p | 2924 | 0.19 | 88.644 | 91.208 | 88.645 | 26695.00 | 9039223.00 |
| 5854 | 2021.07.06 17:35 | t/p | 2927 | 0.15 | 88.575 | 91.208 | 88.582 | 21225.00 | 9060448.00 |
| 5855 | 2021.07.06 18:26 | t/p | 2928 | 0.01 | 88.504 | 91.208 | 88.495 | 1393.00 | 9061841.00 |
| 5856 | 2021.07.07 10:00 | buy | 2930 | 0.03 | 88.887 | 87.942 | 90.297 | ||
| 5857 | 2021.07.07 12:00 | buy | 2931 | 0.02 | 88.990 | 87.940 | 90.389 | ||
| 5858 | 2021.07.07 13:00 | buy | 2932 | 0.02 | 89.059 | 87.943 | 90.467 | ||
| 5859 | 2021.07.07 17:50 | t/p | 2926 | 0.09 | 88.451 | 91.208 | 88.451 | 12582.00 | 9074423.00 |
| 5860 | 2021.07.08 09:40 | s/l | 2932 | 0.02 | 87.939 | 87.943 | 90.467 | -2240.00 | 9072183.00 |
| 5861 | 2021.07.08 09:40 | s/l | 2930 | 0.03 | 87.945 | 87.942 | 90.297 | -2826.00 | 9069357.00 |
| 5862 | 2021.07.08 09:40 | s/l | 2931 | 0.02 | 87.938 | 87.940 | 90.389 | -2104.00 | 9067253.00 |
| 5863 | 2021.07.08 09:50 | t/p | 2921 | 0.01 | 87.855 | 91.208 | 87.862 | 1407.00 | 9068660.00 |
| 5864 | 2021.07.09 04:00 | buy | 2933 | 0.99 | 87.670 | 87.091 | 89.078 | ||
| 5865 | 2021.07.15 21:00 | sell | 2934 | 0.01 | 87.154 | 89.662 | 85.562 | ||
| 5866 | 2021.07.15 21:22 | s/l | 2933 | 0.99 | 87.088 | 87.091 | 89.078 | -57618.00 | 9011042.00 |
| 5867 | 2021.07.15 22:13 | s/l | 2929 | 0.01 | 87.049 | 87.056 | 90.656 | -2201.00 | 9008841.00 |
| 5868 | 2021.07.16 08:00 | buy | 2935 | 0.01 | 87.524 | 87.040 | 88.927 | ||
| 5869 | 2021.07.16 09:00 | buy | 2936 | 0.02 | 87.491 | 87.039 | 88.897 | ||
| 5870 | 2021.07.16 10:00 | buy | 2937 | 0.03 | 87.473 | 87.039 | 88.864 | ||
| 5871 | 2021.07.16 21:00 | sell | 2938 | 0.02 | 87.384 | 89.662 | 85.783 | ||
| 5872 | 2021.07.16 22:00 | sell | 2939 | 0.01 | 87.317 | 89.662 | 85.715 | ||
| 5873 | 2021.07.19 03:09 | s/l | 2935 | 0.01 | 87.045 | 87.040 | 88.927 | -479.00 | 9008362.00 |
| 5874 | 2021.07.19 03:09 | s/l | 2936 | 0.02 | 87.043 | 87.039 | 88.897 | -896.00 | 9007466.00 |
| 5875 | 2021.07.19 03:09 | s/l | 2937 | 0.03 | 87.048 | 87.039 | 88.864 | -1275.00 | 9006191.00 |
| 5876 | 2021.07.19 13:10 | t/p | 2938 | 0.02 | 85.785 | 89.662 | 85.783 | 3198.00 | 9009389.00 |
| 5877 | 2021.07.19 13:12 | t/p | 2939 | 0.01 | 85.709 | 89.662 | 85.715 | 1608.00 | 9010997.00 |
| 5878 | 2021.07.19 16:50 | t/p | 2934 | 0.01 | 85.568 | 89.662 | 85.562 | 1586.00 | 9012583.00 |
| 5879 | 2021.07.20 07:00 | sell | 2940 | 0.01 | 85.802 | 88.299 | 84.199 | ||
| 5880 | 2021.07.21 19:00 | buy | 2941 | 0.01 | 87.905 | 85.697 | 89.297 | ||
| 5881 | 2021.07.21 20:00 | buy | 2942 | 0.01 | 87.839 | 85.634 | 89.234 | ||
| 5882 | 2021.07.22 01:00 | buy | 2943 | 0.02 | 87.808 | 85.584 | 89.184 | ||
| 5883 | 2021.07.22 05:00 | buy | 2944 | 0.03 | 87.578 | 85.406 | 88.975 | ||
| 5884 | 2021.07.28 09:00 | buy | 2945 | 0.09 | 87.299 | 85.405 | 88.705 | ||
| 5885 | 2021.07.28 11:00 | buy | 2946 | 0.05 | 87.398 | 85.406 | 88.803 | ||
| 5886 | 2021.07.28 12:00 | buy | 2947 | 0.04 | 87.465 | 85.405 | 88.863 | ||
| 5887 | 2021.07.28 15:00 | buy | 2948 | 0.02 | 87.626 | 85.403 | 89.016 | ||
| 5888 | 2021.07.30 16:36 | s/l | 2940 | 0.01 | 88.292 | 88.299 | 84.199 | -2490.00 | 9010093.00 |
| 5889 | 2021.08.03 18:00 | sell | 2949 | 0.01 | 86.645 | 89.151 | 85.051 | ||
| 5890 | 2021.08.04 06:00 | buy | 2950 | 0.19 | 87.047 | 85.402 | 88.453 | ||
| 5891 | 2021.08.04 07:00 | buy | 2951 | 0.15 | 87.111 | 85.407 | 88.503 | ||
| 5892 | 2021.08.05 03:00 | buy | 2952 | 0.07 | 87.314 | 85.408 | 88.722 | ||
| 5893 | 2021.08.11 15:32 | t/p | 2950 | 0.19 | 88.459 | 85.402 | 88.453 | 26828.00 | 9036921.00 |
| 5894 | 2021.08.17 16:00 | buy | 2953 | 0.40 | 86.837 | 85.405 | 88.235 | ||
| 5895 | 2021.08.18 07:00 | buy | 2954 | 0.11 | 86.925 | 85.407 | 88.328 | ||
| 5896 | 2021.08.19 17:36 | s/l | 2941 | 0.01 | 85.696 | 85.697 | 89.297 | -2209.00 | 9034712.00 |
| 5897 | 2021.08.19 17:50 | s/l | 2942 | 0.01 | 85.626 | 85.634 | 89.234 | -2213.00 | 9032499.00 |
| 5898 | 2021.08.19 17:50 | s/l | 2943 | 0.02 | 85.579 | 85.584 | 89.184 | -4458.00 | 9028041.00 |
| 5899 | 2021.08.20 04:45 | s/l | 2944 | 0.03 | 85.398 | 85.406 | 88.975 | -6540.00 | 9021501.00 |
| 5900 | 2021.08.20 04:45 | s/l | 2946 | 0.05 | 85.403 | 85.406 | 88.803 | -9975.00 | 9011526.00 |
| 5901 | 2021.08.20 04:45 | s/l | 2951 | 0.15 | 85.416 | 85.407 | 88.503 | -25425.00 | 8986101.00 |
| 5902 | 2021.08.20 04:45 | s/l | 2952 | 0.07 | 85.403 | 85.408 | 88.722 | -13377.00 | 8972724.00 |
| 5903 | 2021.08.20 04:45 | s/l | 2954 | 0.11 | 85.398 | 85.407 | 88.328 | -16797.00 | 8955927.00 |
| 5904 | 2021.08.20 04:45 | s/l | 2945 | 0.09 | 85.392 | 85.405 | 88.705 | -17163.00 | 8938764.00 |
| 5905 | 2021.08.20 04:45 | s/l | 2947 | 0.04 | 85.404 | 85.405 | 88.863 | -8244.00 | 8930520.00 |
| 5906 | 2021.08.20 04:45 | s/l | 2948 | 0.02 | 85.401 | 85.403 | 89.016 | -4450.00 | 8926070.00 |
| 5907 | 2021.08.20 04:45 | s/l | 2953 | 0.40 | 85.401 | 85.405 | 88.235 | -57440.00 | 8868630.00 |
| 5908 | 2021.08.20 08:15 | t/p | 2949 | 0.01 | 85.041 | 89.151 | 85.051 | 1604.00 | 8870234.00 |
| 5909 | 2021.08.23 04:00 | buy | 2955 | 0.01 | 85.830 | 84.654 | 87.226 | ||
| 5910 | 2021.08.25 17:38 | t/p | 2955 | 0.01 | 87.225 | 84.654 | 87.226 | 1395.00 | 8871629.00 |
| 5911 | 2021.08.25 18:00 | buy | 2956 | 0.01 | 87.162 | 84.965 | 88.565 | ||
| 5912 | 2021.08.27 11:00 | buy | 2957 | 0.02 | 86.961 | 84.754 | 88.354 | ||
| 5913 | 2021.08.27 13:00 | buy | 2958 | 0.02 | 86.922 | 84.712 | 88.312 | ||
| 5914 | 2021.08.27 18:00 | buy | 2959 | 0.01 | 87.083 | 84.892 | 88.492 | ||
| 5915 | 2021.09.09 17:00 | buy | 2960 | 0.04 | 86.752 | 84.650 | 88.155 | ||
| 5916 | 2021.09.09 18:00 | buy | 2961 | 0.03 | 86.817 | 84.652 | 88.220 | ||
| 5917 | 2021.09.10 02:00 | buy | 2962 | 0.05 | 86.712 | 84.656 | 88.121 | ||
| 5918 | 2021.09.15 17:00 | buy | 2963 | 0.11 | 86.457 | 84.651 | 87.867 | ||
| 5919 | 2021.09.15 20:00 | buy | 2964 | 0.09 | 86.487 | 84.650 | 87.896 | ||
| 5920 | 2021.09.15 21:00 | buy | 2965 | 0.07 | 86.566 | 84.652 | 87.967 | ||
| 5921 | 2021.09.20 15:32 | s/l | 2956 | 0.01 | 84.958 | 84.965 | 88.565 | -2204.00 | 8869425.00 |
| 5922 | 2021.09.21 04:00 | buy | 2966 | 0.01 | 85.556 | 84.653 | 86.951 | ||
| 5923 | 2021.09.22 02:00 | sell | 2967 | 0.01 | 85.185 | 87.686 | 83.586 | ||
| 5924 | 2021.09.23 15:48 | t/p | 2966 | 0.01 | 86.951 | 84.653 | 86.951 | 1395.00 | 8870820.00 |
| 5925 | 2021.09.23 16:00 | buy | 2968 | 0.01 | 86.972 | 84.781 | 88.381 | ||
| 5926 | 2021.09.27 04:15 | s/l | 2967 | 0.01 | 87.688 | 87.686 | 83.586 | -2503.00 | 8868317.00 |
| 5927 | 2021.09.27 19:37 | t/p | 2963 | 0.11 | 87.870 | 84.651 | 87.867 | 15543.00 | 8883860.00 |
| 5928 | 2021.09.27 19:46 | t/p | 2964 | 0.09 | 87.901 | 84.650 | 87.896 | 12726.00 | 8896586.00 |
| 5929 | 2021.09.27 22:10 | t/p | 2965 | 0.07 | 87.959 | 84.652 | 87.967 | 9751.00 | 8906337.00 |
| 5930 | 2021.09.28 05:48 | t/p | 2962 | 0.05 | 88.129 | 84.656 | 88.121 | 7085.00 | 8913422.00 |
| 5931 | 2021.09.28 05:58 | t/p | 2960 | 0.04 | 88.151 | 84.650 | 88.155 | 5596.00 | 8919018.00 |
| 5932 | 2021.09.28 06:31 | t/p | 2961 | 0.03 | 88.218 | 84.652 | 88.220 | 4203.00 | 8923221.00 |
| 5933 | 2021.09.28 09:03 | t/p | 2958 | 0.02 | 88.318 | 84.712 | 88.312 | 2792.00 | 8926013.00 |
| 5934 | 2021.09.28 17:00 | sell | 2969 | 0.01 | 87.995 | 88.484 | 86.598 | ||
| 5935 | 2021.10.04 16:44 | t/p | 2957 | 0.02 | 88.346 | 84.754 | 88.354 | 2770.00 | 8928783.00 |
| 5936 | 2021.10.04 16:46 | t/p | 2968 | 0.01 | 88.373 | 84.781 | 88.381 | 1401.00 | 8930184.00 |
| 5937 | 2021.10.04 16:55 | s/l | 2969 | 0.01 | 88.489 | 88.484 | 86.598 | -494.00 | 8929690.00 |
| 5938 | 2021.10.04 16:56 | t/p | 2959 | 0.01 | 88.486 | 84.892 | 88.492 | 1403.00 | 8931093.00 |
| 5939 | 2021.10.05 04:00 | sell | 2970 | 0.01 | 88.012 | 88.546 | 86.608 | ||
| 5940 | 2021.10.05 05:00 | sell | 2971 | 0.03 | 88.084 | 88.546 | 86.694 | ||
| 5941 | 2021.10.05 11:00 | sell | 2972 | 0.05 | 88.128 | 88.546 | 86.728 | ||
| 5942 | 2021.10.05 16:36 | s/l | 2970 | 0.01 | 88.553 | 88.546 | 86.608 | -541.00 | 8930552.00 |
| 5943 | 2021.10.05 16:36 | s/l | 2971 | 0.03 | 88.542 | 88.546 | 86.694 | -1374.00 | 8929178.00 |
| 5944 | 2021.10.05 16:36 | s/l | 2972 | 0.05 | 88.547 | 88.546 | 86.728 | -2095.00 | 8927083.00 |
| 5945 | 2021.10.05 18:00 | buy | 2973 | 0.01 | 88.762 | 86.258 | 90.358 | ||
| 5946 | 2021.10.05 19:00 | buy | 2974 | 0.01 | 88.678 | 86.176 | 90.276 | ||
| 5947 | 2021.10.06 12:00 | sell | 2975 | 0.01 | 88.294 | 88.854 | 86.900 | ||
| 5948 | 2021.10.07 17:55 | s/l | 2975 | 0.01 | 88.856 | 88.854 | 86.900 | -562.00 | 8926521.00 |
| 5949 | 2021.10.11 05:42 | t/p | 2974 | 0.01 | 90.269 | 86.176 | 90.276 | 1591.00 | 8928112.00 |
| 5950 | 2021.10.11 06:24 | t/p | 2973 | 0.01 | 90.359 | 86.258 | 90.358 | 1597.00 | 8929709.00 |
| 5951 | 2021.10.11 07:00 | buy | 2976 | 0.01 | 90.414 | 87.912 | 92.012 | ||
| 5952 | 2021.10.15 02:36 | t/p | 2976 | 0.01 | 92.017 | 87.912 | 92.012 | 1603.00 | 8931312.00 |
| 5953 | 2021.10.15 03:00 | buy | 2977 | 0.01 | 91.996 | 89.489 | 93.589 | ||
| 5954 | 2021.10.25 18:00 | sell | 2978 | 0.01 | 91.844 | 93.044 | 90.448 | ||
| 5955 | 2021.10.27 02:00 | sell | 2979 | 0.05 | 92.130 | 93.044 | 90.720 | ||
| 5956 | 2021.10.27 04:00 | sell | 2980 | 0.07 | 92.131 | 93.044 | 90.737 | ||
| 5957 | 2021.10.27 05:00 | sell | 2981 | 0.02 | 91.987 | 93.044 | 90.593 | ||
| 5958 | 2021.10.28 13:00 | sell | 2982 | 0.01 | 91.911 | 93.044 | 90.514 | ||
| 5959 | 2021.10.29 16:00 | sell | 2983 | 0.02 | 91.967 | 93.044 | 90.558 | ||
| 5960 | 2021.11.02 05:00 | sell | 2984 | 0.04 | 92.076 | 93.044 | 90.681 | ||
| 5961 | 2021.11.02 06:00 | sell | 2985 | 0.03 | 92.027 | 93.044 | 90.624 | ||
| 5962 | 2021.11.09 04:58 | t/p | 2980 | 0.07 | 90.735 | 93.044 | 90.737 | 9772.00 | 8941084.00 |
| 5963 | 2021.11.09 05:12 | t/p | 2979 | 0.05 | 90.720 | 93.044 | 90.720 | 7050.00 | 8948134.00 |
| 5964 | 2021.11.09 05:14 | t/p | 2984 | 0.04 | 90.673 | 93.044 | 90.681 | 5612.00 | 8953746.00 |
| 5965 | 2021.11.09 05:36 | t/p | 2985 | 0.03 | 90.629 | 93.044 | 90.624 | 4194.00 | 8957940.00 |
| 5966 | 2021.11.09 05:39 | t/p | 2981 | 0.02 | 90.599 | 93.044 | 90.593 | 2776.00 | 8960716.00 |
| 5967 | 2021.11.09 05:53 | t/p | 2983 | 0.02 | 90.566 | 93.044 | 90.558 | 2802.00 | 8963518.00 |
| 5968 | 2021.11.09 16:59 | t/p | 2982 | 0.01 | 90.520 | 93.044 | 90.514 | 1391.00 | 8964909.00 |
| 5969 | 2021.11.09 17:03 | t/p | 2978 | 0.01 | 90.445 | 93.044 | 90.448 | 1399.00 | 8966308.00 |
| 5970 | 2021.11.09 17:03 | sell | 2986 | 0.01 | 90.443 | 92.725 | 89.125 | ||
| 5971 | 2021.11.09 19:00 | sell | 2987 | 0.02 | 90.606 | 92.725 | 89.212 | ||
| 5972 | 2021.11.09 20:00 | sell | 2988 | 0.02 | 90.692 | 92.725 | 89.300 | ||
| 5973 | 2021.11.11 06:00 | sell | 2989 | 0.09 | 91.136 | 92.725 | 89.732 | ||
| 5974 | 2021.11.11 09:00 | sell | 2990 | 0.07 | 91.067 | 92.725 | 89.660 | ||
| 5975 | 2021.11.11 17:00 | sell | 2991 | 0.01 | 90.592 | 92.725 | 89.190 | ||
| 5976 | 2021.11.17 13:00 | sell | 2992 | 0.19 | 91.304 | 92.725 | 89.910 | ||
| 5977 | 2021.11.17 14:00 | sell | 2993 | 0.15 | 91.297 | 92.725 | 89.888 | ||
| 5978 | 2021.11.17 18:00 | sell | 2994 | 0.05 | 90.928 | 92.725 | 89.535 | ||
| 5979 | 2021.11.17 19:00 | sell | 2995 | 0.03 | 90.791 | 92.725 | 89.394 | ||
| 5980 | 2021.11.19 14:02 | t/p | 2992 | 0.19 | 89.902 | 92.725 | 89.910 | 26638.00 | 8992946.00 |
| 5981 | 2021.11.19 14:03 | t/p | 2993 | 0.15 | 89.879 | 92.725 | 89.888 | 21270.00 | 9014216.00 |
| 5982 | 2021.11.19 14:47 | t/p | 2989 | 0.09 | 89.727 | 92.725 | 89.732 | 12681.00 | 9026897.00 |
| 5983 | 2021.11.25 12:00 | sell | 2996 | 0.09 | 91.078 | 92.725 | 89.676 | ||
| 5984 | 2021.11.26 09:46 | t/p | 2996 | 0.09 | 89.670 | 92.725 | 89.676 | 12672.00 | 9039569.00 |
| 5985 | 2021.11.26 09:46 | t/p | 2990 | 0.07 | 89.667 | 92.725 | 89.660 | 9800.00 | 9049369.00 |
| 5986 | 2021.11.26 10:03 | t/p | 2994 | 0.05 | 89.537 | 92.725 | 89.535 | 6955.00 | 9056324.00 |
| 5987 | 2021.11.26 10:04 | s/l | 2977 | 0.01 | 89.479 | 89.489 | 93.589 | -2517.00 | 9053807.00 |
| 5988 | 2021.11.26 10:17 | t/p | 2995 | 0.03 | 89.398 | 92.725 | 89.394 | 4179.00 | 9057986.00 |
| 5989 | 2021.11.26 10:19 | t/p | 2988 | 0.02 | 89.304 | 92.725 | 89.300 | 2776.00 | 9060762.00 |
| 5990 | 2021.11.26 10:22 | t/p | 2987 | 0.02 | 89.202 | 92.725 | 89.212 | 2808.00 | 9063570.00 |
| 5991 | 2021.11.26 10:23 | t/p | 2991 | 0.01 | 89.178 | 92.725 | 89.190 | 1414.00 | 9064984.00 |
| 5992 | 2021.11.26 10:23 | t/p | 2986 | 0.01 | 89.121 | 92.725 | 89.125 | 1322.00 | 9066306.00 |
| 5993 | 2021.11.29 04:00 | buy | 2997 | 0.01 | 89.235 | 87.027 | 90.627 | ||
| 5994 | 2021.11.29 13:00 | buy | 2998 | 0.02 | 89.049 | 86.846 | 90.446 | ||
| 5995 | 2021.11.29 21:00 | buy | 2999 | 0.01 | 89.168 | 86.958 | 90.558 | ||
| 5996 | 2021.12.01 02:00 | buy | 3000 | 0.07 | 88.688 | 86.496 | 90.096 | ||
| 5997 | 2021.12.01 10:00 | buy | 3001 | 0.03 | 88.925 | 86.735 | 90.335 | ||
| 5998 | 2021.12.01 14:00 | buy | 3002 | 0.02 | 88.973 | 86.773 | 90.373 | ||
| 5999 | 2021.12.02 09:00 | buy | 3003 | 0.11 | 88.534 | 86.815 | 89.941 | ||
| 6000 | 2021.12.02 10:00 | buy | 3004 | 0.09 | 88.579 | 86.821 | 89.977 | ||