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 |
| 6001 | 2021.12.02 13:00 | buy | 3005 | 0.19 | 88.394 | 86.817 | 89.792 | ||
| 6002 | 2021.12.02 20:00 | buy | 3006 | 0.24 | 88.331 | 86.817 | 89.726 | ||
| 6003 | 2021.12.03 09:00 | buy | 3007 | 0.15 | 88.430 | 87.163 | 89.833 | ||
| 6004 | 2021.12.06 10:00 | buy | 3008 | 0.06 | 88.228 | 87.166 | 89.629 | ||
| 6005 | 2021.12.07 15:11 | t/p | 3008 | 0.06 | 89.622 | 87.166 | 89.629 | 8364.00 | 9074670.00 |
| 6006 | 2021.12.07 15:56 | t/p | 3006 | 0.24 | 89.721 | 86.817 | 89.726 | 33360.00 | 9108030.00 |
| 6007 | 2021.12.07 17:13 | t/p | 3005 | 0.19 | 89.791 | 86.817 | 89.792 | 26543.00 | 9134573.00 |
| 6008 | 2021.12.07 17:46 | t/p | 3007 | 0.15 | 89.844 | 87.163 | 89.833 | 21210.00 | 9155783.00 |
| 6009 | 2021.12.08 11:56 | t/p | 3003 | 0.11 | 89.943 | 86.815 | 89.941 | 15499.00 | 9171282.00 |
| 6010 | 2021.12.08 13:46 | t/p | 3004 | 0.09 | 89.985 | 86.821 | 89.977 | 12654.00 | 9183936.00 |
| 6011 | 2021.12.08 13:48 | t/p | 3000 | 0.07 | 90.102 | 86.496 | 90.096 | 9898.00 | 9193834.00 |
| 6012 | 2021.12.08 16:50 | t/p | 3001 | 0.03 | 90.338 | 86.735 | 90.335 | 4239.00 | 9198073.00 |
| 6013 | 2021.12.14 09:00 | buy | 3009 | 0.05 | 88.764 | 87.690 | 90.167 | ||
| 6014 | 2021.12.14 10:00 | buy | 3010 | 0.04 | 88.806 | 87.688 | 90.203 | ||
| 6015 | 2021.12.15 06:00 | buy | 3011 | 0.11 | 88.548 | 87.690 | 89.952 | ||
| 6016 | 2021.12.15 15:00 | buy | 3012 | 0.15 | 88.467 | 87.687 | 89.877 | ||
| 6017 | 2021.12.16 02:00 | buy | 3013 | 0.03 | 88.928 | 87.691 | 90.322 | ||
| 6018 | 2021.12.20 09:21 | s/l | 3009 | 0.05 | 87.689 | 87.690 | 90.167 | -5375.00 | 9192698.00 |
| 6019 | 2021.12.20 09:21 | s/l | 3010 | 0.04 | 87.692 | 87.688 | 90.203 | -4456.00 | 9188242.00 |
| 6020 | 2021.12.20 09:21 | s/l | 3011 | 0.11 | 87.689 | 87.690 | 89.952 | -9449.00 | 9178793.00 |
| 6021 | 2021.12.20 09:21 | s/l | 3013 | 0.03 | 87.691 | 87.691 | 90.322 | -3711.00 | 9175082.00 |
| 6022 | 2021.12.20 09:21 | s/l | 3012 | 0.15 | 87.685 | 87.687 | 89.877 | -11730.00 | 9163352.00 |
| 6023 | 2021.12.21 02:00 | buy | 3014 | 0.94 | 87.868 | 87.423 | 89.269 | ||
| 6024 | 2021.12.23 17:42 | t/p | 3014 | 0.94 | 89.259 | 87.423 | 89.269 | 130754.00 | 9294106.00 |
| 6025 | 2021.12.31 07:14 | t/p | 3002 | 0.02 | 90.380 | 86.773 | 90.373 | 2814.00 | 9296920.00 |
| 6026 | 2021.12.31 08:36 | t/p | 2998 | 0.02 | 90.455 | 86.846 | 90.446 | 2812.00 | 9299732.00 |
| 6027 | 2021.12.31 14:49 | t/p | 2999 | 0.01 | 90.551 | 86.958 | 90.558 | 1383.00 | 9301115.00 |
| 6028 | 2021.12.31 16:01 | t/p | 2997 | 0.01 | 90.626 | 87.027 | 90.627 | 1391.00 | 9302506.00 |
| 6029 | 2022.01.03 12:00 | sell | 3015 | 0.01 | 90.825 | 92.541 | 89.426 | ||
| 6030 | 2022.01.05 08:00 | sell | 3016 | 0.04 | 91.168 | 92.541 | 89.760 | ||
| 6031 | 2022.01.05 09:00 | sell | 3017 | 0.05 | 91.230 | 92.541 | 89.829 | ||
| 6032 | 2022.01.05 13:00 | sell | 3018 | 0.02 | 91.003 | 92.541 | 89.613 | ||
| 6033 | 2022.01.05 14:00 | sell | 3019 | 0.01 | 90.922 | 92.541 | 89.522 | ||
| 6034 | 2022.01.05 23:00 | sell | 3020 | 0.02 | 90.952 | 92.541 | 89.559 | ||
| 6035 | 2022.01.10 16:00 | sell | 3021 | 0.03 | 91.121 | 92.541 | 89.711 | ||
| 6036 | 2022.01.12 18:00 | sell | 3022 | 0.66 | 91.811 | 92.541 | 90.405 | ||
| 6037 | 2022.01.12 20:00 | sell | 3023 | 0.16 | 91.619 | 92.541 | 90.225 | ||
| 6038 | 2022.01.21 21:59 | t/p | 3022 | 0.66 | 90.413 | 92.541 | 90.405 | 92268.00 | 9394774.00 |
| 6039 | 2022.01.24 10:56 | t/p | 3023 | 0.16 | 90.222 | 92.541 | 90.225 | 22352.00 | 9417126.00 |
| 6040 | 2022.01.24 17:09 | t/p | 3017 | 0.05 | 89.826 | 92.541 | 89.829 | 7020.00 | 9424146.00 |
| 6041 | 2022.01.24 17:11 | t/p | 3016 | 0.04 | 89.769 | 92.541 | 89.760 | 5596.00 | 9429742.00 |
| 6042 | 2022.01.24 18:42 | t/p | 3021 | 0.03 | 89.714 | 92.541 | 89.711 | 4221.00 | 9433963.00 |
| 6043 | 2022.01.24 18:49 | t/p | 3018 | 0.02 | 89.623 | 92.541 | 89.613 | 2760.00 | 9436723.00 |
| 6044 | 2022.01.25 09:00 | buy | 3024 | 0.01 | 90.138 | 87.933 | 91.533 | ||
| 6045 | 2022.02.10 16:19 | t/p | 3024 | 0.01 | 91.528 | 87.933 | 91.533 | 1390.00 | 9438113.00 |
| 6046 | 2022.02.10 22:00 | sell | 3025 | 0.04 | 91.163 | 92.541 | 89.756 | ||
| 6047 | 2022.02.10 23:00 | sell | 3026 | 0.05 | 91.198 | 92.541 | 89.804 | ||
| 6048 | 2022.02.11 03:00 | sell | 3027 | 0.03 | 91.057 | 92.541 | 89.664 | ||
| 6049 | 2022.02.11 04:00 | sell | 3028 | 0.02 | 91.030 | 92.541 | 89.634 | ||
| 6050 | 2022.02.22 01:11 | t/p | 3026 | 0.05 | 89.798 | 92.541 | 89.804 | 7000.00 | 9445113.00 |
| 6051 | 2022.02.22 01:18 | t/p | 3025 | 0.04 | 89.762 | 92.541 | 89.756 | 5604.00 | 9450717.00 |
| 6052 | 2022.02.22 08:00 | buy | 3029 | 0.01 | 90.044 | 87.843 | 91.443 | ||
| 6053 | 2022.02.24 06:15 | t/p | 3027 | 0.03 | 89.674 | 92.541 | 89.664 | 4149.00 | 9454866.00 |
| 6054 | 2022.02.24 06:18 | t/p | 3028 | 0.02 | 89.632 | 92.541 | 89.634 | 2796.00 | 9457662.00 |
| 6055 | 2022.02.24 06:18 | t/p | 3020 | 0.02 | 89.563 | 92.541 | 89.559 | 2778.00 | 9460440.00 |
| 6056 | 2022.02.24 08:47 | t/p | 3019 | 0.01 | 89.529 | 92.541 | 89.522 | 1393.00 | 9461833.00 |
| 6057 | 2022.02.24 09:18 | t/p | 3015 | 0.01 | 89.416 | 92.541 | 89.426 | 1409.00 | 9463242.00 |
| 6058 | 2022.02.24 19:00 | buy | 3030 | 0.01 | 89.911 | 87.720 | 91.320 | ||
| 6059 | 2022.02.28 10:00 | sell | 3031 | 0.01 | 90.433 | 92.201 | 89.036 | ||
| 6060 | 2022.03.01 12:00 | sell | 3032 | 0.02 | 90.590 | 92.201 | 89.188 | ||
| 6061 | 2022.03.01 14:00 | sell | 3033 | 0.01 | 90.547 | 92.201 | 89.143 | ||
| 6062 | 2022.03.02 18:31 | t/p | 3030 | 0.01 | 91.328 | 87.720 | 91.320 | 1417.00 | 9464659.00 |
| 6063 | 2022.03.02 20:53 | t/p | 3029 | 0.01 | 91.433 | 87.843 | 91.443 | 1389.00 | 9466048.00 |
| 6064 | 2022.03.03 16:00 | sell | 3034 | 0.85 | 91.509 | 92.201 | 90.099 | ||
| 6065 | 2022.03.03 17:00 | sell | 3035 | 0.11 | 91.450 | 92.201 | 90.060 | ||
| 6066 | 2022.03.04 17:08 | t/p | 3034 | 0.85 | 90.107 | 92.201 | 90.099 | 119170.00 | 9585218.00 |
| 6067 | 2022.03.04 17:08 | t/p | 3035 | 0.11 | 90.054 | 92.201 | 90.060 | 15356.00 | 9600574.00 |
| 6068 | 2022.03.07 07:00 | buy | 3036 | 0.01 | 90.404 | 89.217 | 91.805 | ||
| 6069 | 2022.03.08 14:00 | buy | 3037 | 0.03 | 90.243 | 89.214 | 91.637 | ||
| 6070 | 2022.03.08 16:00 | buy | 3038 | 0.04 | 90.201 | 89.213 | 91.602 | ||
| 6071 | 2022.03.09 04:00 | buy | 3039 | 0.11 | 90.025 | 89.215 | 91.435 | ||
| 6072 | 2022.03.09 07:00 | buy | 3040 | 0.15 | 89.967 | 89.216 | 91.365 | ||
| 6073 | 2022.03.09 09:00 | buy | 3041 | 0.19 | 89.939 | 89.215 | 91.339 | ||
| 6074 | 2022.03.09 10:00 | buy | 3042 | 0.09 | 90.070 | 89.212 | 91.475 | ||
| 6075 | 2022.03.09 12:00 | buy | 3043 | 0.01 | 90.329 | 89.211 | 91.732 | ||
| 6076 | 2022.03.09 14:00 | buy | 3044 | 0.02 | 90.334 | 89.214 | 91.730 | ||
| 6077 | 2022.03.09 16:00 | buy | 3045 | 0.02 | 90.281 | 89.213 | 91.674 | ||
| 6078 | 2022.03.11 08:29 | t/p | 3041 | 0.19 | 91.346 | 89.215 | 91.339 | 26733.00 | 9627307.00 |
| 6079 | 2022.03.11 08:57 | t/p | 3040 | 0.15 | 91.363 | 89.216 | 91.365 | 20940.00 | 9648247.00 |
| 6080 | 2022.03.11 09:01 | t/p | 3039 | 0.11 | 91.438 | 89.215 | 91.435 | 15543.00 | 9663790.00 |
| 6081 | 2022.03.11 09:05 | t/p | 3042 | 0.09 | 91.485 | 89.212 | 91.475 | 12735.00 | 9676525.00 |
| 6082 | 2022.03.11 13:08 | t/p | 3038 | 0.04 | 91.601 | 89.213 | 91.602 | 5600.00 | 9682125.00 |
| 6083 | 2022.03.11 13:23 | t/p | 3037 | 0.03 | 91.636 | 89.214 | 91.637 | 4179.00 | 9686304.00 |
| 6084 | 2022.03.11 15:30 | t/p | 3045 | 0.02 | 91.689 | 89.213 | 91.674 | 2816.00 | 9689120.00 |
| 6085 | 2022.03.11 15:30 | t/p | 3043 | 0.01 | 91.739 | 89.211 | 91.732 | 1410.00 | 9690530.00 |
| 6086 | 2022.03.11 15:30 | t/p | 3044 | 0.02 | 91.732 | 89.214 | 91.730 | 2796.00 | 9693326.00 |
| 6087 | 2022.03.11 15:30 | t/p | 3036 | 0.01 | 91.803 | 89.217 | 91.805 | 1399.00 | 9694725.00 |
| 6088 | 2022.03.11 20:33 | s/l | 3031 | 0.01 | 92.204 | 92.201 | 89.036 | -1771.00 | 9692954.00 |
| 6089 | 2022.03.11 20:33 | s/l | 3032 | 0.02 | 92.191 | 92.201 | 89.188 | -3202.00 | 9689752.00 |
| 6090 | 2022.03.11 20:33 | s/l | 3033 | 0.01 | 92.193 | 92.201 | 89.143 | -1646.00 | 9688106.00 |
| 6091 | 2022.03.14 21:00 | sell | 3046 | 0.01 | 92.094 | 92.617 | 90.488 | ||
| 6092 | 2022.03.15 03:00 | sell | 3047 | 0.04 | 92.200 | 92.617 | 90.595 | ||
| 6093 | 2022.03.15 04:00 | sell | 3048 | 0.02 | 92.154 | 92.617 | 90.555 | ||
| 6094 | 2022.03.15 10:00 | sell | 3049 | 0.01 | 92.124 | 92.617 | 90.522 | ||
| 6095 | 2022.03.15 21:12 | s/l | 3046 | 0.01 | 92.627 | 92.617 | 90.488 | -533.00 | 9687573.00 |
| 6096 | 2022.03.15 21:12 | s/l | 3047 | 0.04 | 92.617 | 92.617 | 90.595 | -1668.00 | 9685905.00 |
| 6097 | 2022.03.15 21:12 | s/l | 3048 | 0.02 | 92.618 | 92.617 | 90.555 | -928.00 | 9684977.00 |
| 6098 | 2022.03.15 21:12 | s/l | 3049 | 0.01 | 92.609 | 92.617 | 90.522 | -485.00 | 9684492.00 |
| 6099 | 2022.03.21 14:00 | sell | 3050 | 0.01 | 94.511 | 94.730 | 92.902 | ||
| 6100 | 2022.03.21 18:17 | s/l | 3050 | 0.01 | 94.739 | 94.730 | 92.902 | -228.00 | 9684264.00 |
| 6101 | 2022.03.23 01:00 | buy | 3051 | 0.01 | 96.123 | 93.620 | 97.720 | ||
| 6102 | 2022.03.25 01:15 | t/p | 3051 | 0.01 | 97.730 | 93.620 | 97.720 | 1607.00 | 9685871.00 |
| 6103 | 2022.03.25 03:00 | buy | 3052 | 0.01 | 97.729 | 95.225 | 99.325 | ||
| 6104 | 2022.03.25 04:00 | buy | 3053 | 0.03 | 97.347 | 94.838 | 98.938 | ||
| 6105 | 2022.03.25 18:00 | buy | 3054 | 0.02 | 97.562 | 95.053 | 99.153 | ||
| 6106 | 2022.03.28 10:06 | t/p | 3053 | 0.03 | 98.929 | 94.838 | 98.938 | 4746.00 | 9690617.00 |
| 6107 | 2022.03.28 10:56 | t/p | 3054 | 0.02 | 99.162 | 95.053 | 99.153 | 3200.00 | 9693817.00 |
| 6108 | 2022.03.28 11:21 | t/p | 3052 | 0.01 | 99.322 | 95.225 | 99.325 | 1593.00 | 9695410.00 |
| 6109 | 2022.03.28 23:00 | buy | 3055 | 0.01 | 98.878 | 96.378 | 100.478 | ||
| 6110 | 2022.03.30 17:00 | buy | 3056 | 0.15 | 97.968 | 95.463 | 99.563 | ||
| 6111 | 2022.03.30 18:00 | buy | 3057 | 0.11 | 98.019 | 95.527 | 99.627 | ||
| 6112 | 2022.03.31 03:00 | buy | 3058 | 0.31 | 97.760 | 95.254 | 99.354 | ||
| 6113 | 2022.03.31 04:00 | buy | 3059 | 0.19 | 97.873 | 95.381 | 99.481 | ||
| 6114 | 2022.04.01 03:00 | buy | 3060 | 0.23 | 97.391 | 94.886 | 98.986 | ||
| 6115 | 2022.04.05 16:38 | t/p | 3060 | 0.23 | 98.994 | 94.886 | 98.986 | 36869.00 | 9732279.00 |
| 6116 | 2022.04.07 15:00 | buy | 3061 | 0.01 | 98.772 | 96.263 | 100.363 | ||
| 6117 | 2022.04.07 16:00 | buy | 3062 | 0.02 | 98.637 | 96.139 | 100.239 | ||
| 6118 | 2022.04.07 22:00 | buy | 3063 | 0.02 | 98.559 | 96.067 | 100.167 | ||
| 6119 | 2022.04.08 04:00 | sell | 3064 | 0.01 | 98.328 | 100.210 | 96.934 | ||
| 6120 | 2022.04.11 09:16 | t/p | 3058 | 0.31 | 99.382 | 95.254 | 99.354 | 50282.00 | 9782561.00 |
| 6121 | 2022.04.11 09:23 | t/p | 3059 | 0.19 | 99.495 | 95.381 | 99.481 | 30818.00 | 9813379.00 |
| 6122 | 2022.04.11 12:09 | t/p | 3056 | 0.15 | 99.557 | 95.463 | 99.563 | 23835.00 | 9837214.00 |
| 6123 | 2022.04.11 12:43 | t/p | 3057 | 0.11 | 99.620 | 95.527 | 99.627 | 17611.00 | 9854825.00 |
| 6124 | 2022.04.12 04:00 | sell | 3065 | 0.24 | 99.162 | 100.210 | 97.764 | ||
| 6125 | 2022.04.12 05:00 | sell | 3066 | 0.19 | 99.077 | 100.210 | 97.687 | ||
| 6126 | 2022.04.14 15:00 | sell | 3067 | 0.56 | 99.847 | 100.210 | 98.439 | ||
| 6127 | 2022.04.15 03:54 | t/p | 3063 | 0.02 | 100.180 | 96.067 | 100.167 | 3242.00 | 9858067.00 |
| 6128 | 2022.04.15 03:54 | s/l | 3064 | 0.01 | 100.207 | 100.210 | 96.934 | -1879.00 | 9856188.00 |
| 6129 | 2022.04.15 03:54 | s/l | 3065 | 0.24 | 100.215 | 100.210 | 97.764 | -25272.00 | 9830916.00 |
| 6130 | 2022.04.15 03:54 | s/l | 3066 | 0.19 | 100.210 | 100.210 | 97.687 | -21527.00 | 9809389.00 |
| 6131 | 2022.04.15 03:54 | s/l | 3067 | 0.56 | 100.209 | 100.210 | 98.439 | -20272.00 | 9789117.00 |
| 6132 | 2022.04.15 04:05 | t/p | 3062 | 0.02 | 100.233 | 96.139 | 100.239 | 3192.00 | 9792309.00 |
| 6133 | 2022.04.15 09:19 | t/p | 3061 | 0.01 | 100.355 | 96.263 | 100.363 | 1583.00 | 9793892.00 |
| 6134 | 2022.04.15 09:41 | t/p | 3055 | 0.01 | 100.476 | 96.378 | 100.478 | 1598.00 | 9795490.00 |
| 6135 | 2022.04.15 10:00 | buy | 3068 | 0.01 | 100.499 | 97.970 | 102.070 | ||
| 6136 | 2022.04.15 11:00 | buy | 3069 | 0.01 | 100.420 | 97.913 | 102.013 | ||
| 6137 | 2022.04.15 19:00 | sell | 3070 | 0.01 | 100.140 | 100.544 | 98.731 | ||
| 6138 | 2022.04.15 22:00 | sell | 3071 | 0.03 | 100.200 | 100.544 | 98.809 | ||
| 6139 | 2022.04.18 04:00 | sell | 3072 | 0.04 | 100.222 | 100.544 | 98.816 | ||
| 6140 | 2022.04.18 05:00 | sell | 3073 | 0.02 | 100.179 | 100.544 | 98.779 | ||
| 6141 | 2022.04.18 12:00 | sell | 3074 | 0.02 | 100.199 | 100.544 | 98.791 | ||
| 6142 | 2022.04.18 13:00 | sell | 3075 | 0.01 | 100.164 | 100.544 | 98.762 | ||
| 6143 | 2022.04.18 19:13 | s/l | 3070 | 0.01 | 100.553 | 100.544 | 98.731 | -413.00 | 9795077.00 |
| 6144 | 2022.04.18 19:13 | s/l | 3071 | 0.03 | 100.538 | 100.544 | 98.809 | -1014.00 | 9794063.00 |
| 6145 | 2022.04.18 19:13 | s/l | 3072 | 0.04 | 100.538 | 100.544 | 98.816 | -1264.00 | 9792799.00 |
| 6146 | 2022.04.18 19:13 | s/l | 3073 | 0.02 | 100.535 | 100.544 | 98.779 | -712.00 | 9792087.00 |
| 6147 | 2022.04.18 19:13 | s/l | 3074 | 0.02 | 100.540 | 100.544 | 98.791 | -682.00 | 9791405.00 |
| 6148 | 2022.04.18 19:13 | s/l | 3075 | 0.01 | 100.540 | 100.544 | 98.762 | -376.00 | 9791029.00 |
| 6149 | 2022.04.19 09:50 | t/p | 3069 | 0.01 | 102.015 | 97.913 | 102.013 | 1595.00 | 9792624.00 |
| 6150 | 2022.04.19 11:33 | t/p | 3068 | 0.01 | 102.063 | 97.970 | 102.070 | 1564.00 | 9794188.00 |