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 | |
前へ42ページ目
| # | 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 |
| 6151 | 2022.04.19 16:00 | buy | 3076 | 0.01 | 101.675 | 99.184 | 103.284 | ||
| 6152 | 2022.04.22 02:00 | sell | 3077 | 0.01 | 101.984 | 102.976 | 100.594 | ||
| 6153 | 2022.04.25 09:35 | t/p | 3077 | 0.01 | 100.587 | 102.976 | 100.594 | 1397.00 | 9795585.00 |
| 6154 | 2022.04.25 12:00 | sell | 3078 | 0.01 | 100.631 | 102.840 | 99.240 | ||
| 6155 | 2022.04.26 16:49 | t/p | 3078 | 0.01 | 99.240 | 102.840 | 99.240 | 1391.00 | 9796976.00 |
| 6156 | 2022.04.26 16:50 | s/l | 3076 | 0.01 | 99.181 | 99.184 | 103.284 | -2494.00 | 9794482.00 |
| 6157 | 2022.04.26 18:00 | sell | 3079 | 0.01 | 99.261 | 101.469 | 97.869 | ||
| 6158 | 2022.04.26 19:00 | sell | 3080 | 0.02 | 99.523 | 101.469 | 98.117 | ||
| 6159 | 2022.04.26 21:00 | sell | 3081 | 0.04 | 99.671 | 101.469 | 98.278 | ||
| 6160 | 2022.04.26 23:00 | sell | 3082 | 0.02 | 99.449 | 101.469 | 98.041 | ||
| 6161 | 2022.04.27 05:00 | sell | 3083 | 0.03 | 99.603 | 101.469 | 98.209 | ||
| 6162 | 2022.04.28 09:23 | s/l | 3079 | 0.01 | 101.469 | 101.469 | 97.869 | -2208.00 | 9792274.00 |
| 6163 | 2022.04.28 09:23 | s/l | 3080 | 0.02 | 101.479 | 101.469 | 98.117 | -3912.00 | 9788362.00 |
| 6164 | 2022.04.28 09:23 | s/l | 3081 | 0.04 | 101.476 | 101.469 | 98.278 | -7220.00 | 9781142.00 |
| 6165 | 2022.04.28 09:23 | s/l | 3082 | 0.02 | 101.480 | 101.469 | 98.041 | -4062.00 | 9777080.00 |
| 6166 | 2022.04.28 09:23 | s/l | 3083 | 0.03 | 101.468 | 101.469 | 98.209 | -5595.00 | 9771485.00 |
| 6167 | 2022.04.29 12:00 | sell | 3084 | 0.01 | 102.030 | 102.976 | 100.634 | ||
| 6168 | 2022.04.29 14:00 | sell | 3085 | 0.02 | 102.130 | 102.976 | 100.720 | ||
| 6169 | 2022.05.02 15:11 | t/p | 3085 | 0.02 | 100.727 | 102.976 | 100.720 | 2806.00 | 9774291.00 |
| 6170 | 2022.05.02 15:24 | t/p | 3084 | 0.01 | 100.635 | 102.976 | 100.634 | 1395.00 | 9775686.00 |
| 6171 | 2022.05.02 16:00 | sell | 3086 | 0.01 | 100.839 | 102.976 | 99.442 | ||
| 6172 | 2022.05.03 14:00 | sell | 3087 | 0.01 | 100.940 | 102.976 | 99.532 | ||
| 6173 | 2022.05.03 17:00 | sell | 3088 | 0.02 | 101.005 | 102.976 | 99.601 | ||
| 6174 | 2022.05.04 16:00 | sell | 3089 | 0.07 | 101.370 | 102.976 | 99.960 | ||
| 6175 | 2022.05.04 18:00 | sell | 3090 | 0.04 | 101.279 | 102.976 | 99.878 | ||
| 6176 | 2022.05.05 04:00 | sell | 3091 | 0.05 | 101.335 | 102.976 | 99.941 | ||
| 6177 | 2022.05.05 19:00 | sell | 3092 | 0.09 | 101.485 | 102.976 | 100.093 | ||
| 6178 | 2022.05.06 10:00 | sell | 3093 | 0.11 | 101.559 | 102.976 | 100.164 | ||
| 6179 | 2022.05.06 19:00 | sell | 3094 | 0.03 | 101.139 | 102.976 | 99.738 | ||
| 6180 | 2022.05.09 04:00 | sell | 3095 | 0.02 | 101.125 | 102.976 | 99.716 | ||
| 6181 | 2022.05.09 18:31 | t/p | 3093 | 0.11 | 100.156 | 102.976 | 100.164 | 15433.00 | 9791119.00 |
| 6182 | 2022.05.09 22:59 | t/p | 3092 | 0.09 | 100.098 | 102.976 | 100.093 | 12483.00 | 9803602.00 |
| 6183 | 2022.05.10 03:15 | t/p | 3089 | 0.07 | 99.949 | 102.976 | 99.960 | 9947.00 | 9813549.00 |
| 6184 | 2022.05.10 03:15 | t/p | 3091 | 0.05 | 99.949 | 102.976 | 99.941 | 6930.00 | 9820479.00 |
| 6185 | 2022.05.10 03:17 | t/p | 3090 | 0.04 | 99.867 | 102.976 | 99.878 | 5648.00 | 9826127.00 |
| 6186 | 2022.05.10 04:02 | t/p | 3094 | 0.03 | 99.743 | 102.976 | 99.738 | 4188.00 | 9830315.00 |
| 6187 | 2022.05.10 04:02 | t/p | 3095 | 0.02 | 99.724 | 102.976 | 99.716 | 2802.00 | 9833117.00 |
| 6188 | 2022.05.11 20:58 | t/p | 3088 | 0.02 | 99.587 | 102.976 | 99.601 | 2836.00 | 9835953.00 |
| 6189 | 2022.05.12 08:16 | t/p | 3087 | 0.01 | 99.525 | 102.976 | 99.532 | 1415.00 | 9837368.00 |
| 6190 | 2022.05.12 09:00 | t/p | 3086 | 0.01 | 99.439 | 102.976 | 99.442 | 1400.00 | 9838768.00 |
| 6191 | 2022.05.12 09:01 | sell | 3096 | 0.01 | 99.419 | 101.667 | 98.067 | ||
| 6192 | 2022.05.12 16:34 | t/p | 3096 | 0.01 | 98.069 | 101.667 | 98.067 | 1350.00 | 9840118.00 |
| 6193 | 2022.05.16 07:00 | sell | 3097 | 0.01 | 99.361 | 101.561 | 97.961 | ||
| 6194 | 2022.05.16 09:00 | sell | 3098 | 0.02 | 99.546 | 101.561 | 98.137 | ||
| 6195 | 2022.05.16 10:00 | sell | 3099 | 0.01 | 99.431 | 101.561 | 98.037 | ||
| 6196 | 2022.05.17 21:00 | sell | 3100 | 0.96 | 100.752 | 101.561 | 99.350 | ||
| 6197 | 2022.05.19 02:48 | t/p | 3100 | 0.96 | 99.353 | 101.561 | 99.350 | 134304.00 | 9974422.00 |
| 6198 | 2022.05.19 04:00 | sell | 3101 | 0.04 | 99.787 | 101.561 | 98.378 | ||
| 6199 | 2022.05.19 05:00 | sell | 3102 | 0.05 | 99.854 | 101.561 | 98.448 | ||
| 6200 | 2022.05.19 23:00 | sell | 3103 | 0.03 | 99.699 | 101.561 | 98.295 | ||
| 6201 | 2022.05.20 19:00 | sell | 3104 | 0.02 | 99.598 | 101.561 | 98.200 | ||
| 6202 | 2022.05.24 17:15 | t/p | 3102 | 0.05 | 98.455 | 101.561 | 98.448 | 6995.00 | 9981417.00 |
| 6203 | 2022.05.24 17:17 | t/p | 3101 | 0.04 | 98.383 | 101.561 | 98.378 | 5616.00 | 9987033.00 |
| 6204 | 2022.05.31 16:06 | s/l | 3097 | 0.01 | 101.552 | 101.561 | 97.961 | -2191.00 | 9984842.00 |
| 6205 | 2022.05.31 16:06 | s/l | 3098 | 0.02 | 101.551 | 101.561 | 98.137 | -4010.00 | 9980832.00 |
| 6206 | 2022.05.31 16:06 | s/l | 3099 | 0.01 | 101.552 | 101.561 | 98.037 | -2121.00 | 9978711.00 |
| 6207 | 2022.05.31 16:06 | s/l | 3103 | 0.03 | 101.556 | 101.561 | 98.295 | -5571.00 | 9973140.00 |
| 6208 | 2022.05.31 16:06 | s/l | 3104 | 0.02 | 101.567 | 101.561 | 98.200 | -3938.00 | 9969202.00 |
| 6209 | 2022.06.02 09:00 | sell | 3105 | 0.01 | 102.583 | 103.120 | 101.186 | ||
| 6210 | 2022.06.02 17:55 | s/l | 3105 | 0.01 | 103.121 | 103.120 | 101.186 | -538.00 | 9968664.00 |
| 6211 | 2022.06.06 07:00 | sell | 3106 | 0.01 | 103.686 | 104.131 | 102.286 | ||
| 6212 | 2022.06.06 10:00 | sell | 3107 | 0.02 | 103.730 | 104.131 | 102.339 | ||
| 6213 | 2022.06.06 11:11 | s/l | 3106 | 0.01 | 104.141 | 104.131 | 102.286 | -455.00 | 9968209.00 |
| 6214 | 2022.06.06 11:11 | s/l | 3107 | 0.02 | 104.123 | 104.131 | 102.339 | -786.00 | 9967423.00 |
| 6215 | 2022.06.09 07:00 | sell | 3108 | 0.01 | 106.647 | 107.233 | 105.042 | ||
| 6216 | 2022.06.10 10:29 | t/p | 3108 | 0.01 | 105.048 | 107.233 | 105.042 | 1599.00 | 9969022.00 |
| 6217 | 2022.06.10 12:00 | sell | 3109 | 0.01 | 105.241 | 107.233 | 103.635 | ||
| 6218 | 2022.06.15 19:57 | t/p | 3109 | 0.01 | 103.627 | 107.233 | 103.635 | 1614.00 | 9970636.00 |
| 6219 | 2022.06.15 20:00 | sell | 3110 | 0.01 | 103.661 | 106.151 | 102.051 | ||
| 6220 | 2022.06.16 11:00 | sell | 3111 | 0.01 | 103.788 | 106.151 | 102.191 | ||
| 6221 | 2022.06.16 18:20 | t/p | 3111 | 0.01 | 102.188 | 106.151 | 102.191 | 1600.00 | 9972236.00 |
| 6222 | 2022.06.16 18:38 | t/p | 3110 | 0.01 | 102.050 | 106.151 | 102.051 | 1611.00 | 9973847.00 |
| 6223 | 2022.06.20 06:00 | sell | 3112 | 0.01 | 103.596 | 106.092 | 101.992 | ||
| 6224 | 2022.06.22 05:00 | sell | 3113 | 0.85 | 105.107 | 106.092 | 103.517 | ||
| 6225 | 2022.06.22 06:00 | sell | 3114 | 0.14 | 104.918 | 106.092 | 103.325 | ||
| 6226 | 2022.06.24 10:18 | t/p | 3113 | 0.85 | 103.519 | 106.092 | 103.517 | 134980.00 | 10108827.00 |
| 6227 | 2022.06.28 13:38 | s/l | 3112 | 0.01 | 106.084 | 106.092 | 101.992 | -2488.00 | 10106339.00 |
| 6228 | 2022.06.28 13:38 | s/l | 3114 | 0.14 | 106.085 | 106.092 | 103.325 | -16338.00 | 10090001.00 |
| 6229 | 2022.06.29 03:00 | sell | 3115 | 0.01 | 105.645 | 107.233 | 104.046 | ||
| 6230 | 2022.06.29 05:00 | sell | 3116 | 0.01 | 105.717 | 107.233 | 104.111 | ||
| 6231 | 2022.06.29 06:00 | sell | 3117 | 0.02 | 105.748 | 107.233 | 104.155 | ||
| 6232 | 2022.06.30 08:00 | sell | 3118 | 0.03 | 105.908 | 107.233 | 104.302 | ||
| 6233 | 2022.07.01 08:05 | t/p | 3118 | 0.03 | 104.282 | 107.233 | 104.302 | 4878.00 | 10094879.00 |
| 6234 | 2022.07.05 17:25 | t/p | 3117 | 0.02 | 104.143 | 107.233 | 104.155 | 3210.00 | 10098089.00 |
| 6235 | 2022.07.05 18:05 | t/p | 3116 | 0.01 | 104.098 | 107.233 | 104.111 | 1619.00 | 10099708.00 |
| 6236 | 2022.07.05 18:06 | t/p | 3115 | 0.01 | 104.049 | 107.233 | 104.046 | 1596.00 | 10101304.00 |
| 6237 | 2022.07.06 06:00 | sell | 3119 | 0.01 | 103.672 | 106.171 | 102.071 | ||
| 6238 | 2022.07.06 08:00 | sell | 3120 | 0.01 | 103.765 | 106.171 | 102.164 | ||
| 6239 | 2022.07.08 07:00 | sell | 3121 | 0.04 | 104.195 | 106.171 | 102.585 | ||
| 6240 | 2022.07.08 08:00 | sell | 3122 | 0.05 | 104.220 | 106.171 | 102.621 | ||
| 6241 | 2022.07.08 09:00 | sell | 3123 | 0.07 | 104.356 | 106.171 | 102.747 | ||
| 6242 | 2022.07.08 11:00 | sell | 3124 | 0.09 | 104.421 | 106.171 | 102.825 | ||
| 6243 | 2022.07.08 15:00 | sell | 3125 | 0.15 | 104.565 | 106.171 | 102.961 | ||
| 6244 | 2022.07.12 04:00 | sell | 3126 | 0.58 | 105.470 | 106.171 | 103.865 | ||
| 6245 | 2022.07.13 17:00 | s/l | 3119 | 0.01 | 106.228 | 106.171 | 102.071 | -2556.00 | 10098748.00 |
| 6246 | 2022.07.13 17:00 | s/l | 3120 | 0.01 | 106.223 | 106.171 | 102.164 | -2458.00 | 10096290.00 |
| 6247 | 2022.07.13 17:00 | s/l | 3121 | 0.04 | 106.220 | 106.171 | 102.585 | -8100.00 | 10088190.00 |
| 6248 | 2022.07.13 17:00 | s/l | 3122 | 0.05 | 106.228 | 106.171 | 102.621 | -10040.00 | 10078150.00 |
| 6249 | 2022.07.13 17:00 | s/l | 3123 | 0.07 | 106.236 | 106.171 | 102.747 | -13160.00 | 10064990.00 |
| 6250 | 2022.07.13 17:00 | s/l | 3124 | 0.09 | 106.226 | 106.171 | 102.825 | -16245.00 | 10048745.00 |
| 6251 | 2022.07.13 17:00 | s/l | 3125 | 0.15 | 106.236 | 106.171 | 102.961 | -25065.00 | 10023680.00 |
| 6252 | 2022.07.13 17:00 | s/l | 3126 | 0.58 | 106.226 | 106.171 | 103.865 | -43848.00 | 9979832.00 |
| 6253 | 2022.07.14 14:00 | sell | 3127 | 0.01 | 105.907 | 107.233 | 104.310 | ||
| 6254 | 2022.07.18 22:00 | sell | 3128 | 0.19 | 106.449 | 107.233 | 104.839 | ||
| 6255 | 2022.07.18 23:00 | sell | 3129 | 0.15 | 106.394 | 107.233 | 104.787 | ||
| 6256 | 2022.07.19 06:00 | sell | 3130 | 0.31 | 106.503 | 107.233 | 104.903 | ||
| 6257 | 2022.07.19 07:00 | sell | 3131 | 0.11 | 106.369 | 107.233 | 104.764 | ||
| 6258 | 2022.07.19 12:00 | sell | 3132 | 0.09 | 106.306 | 107.233 | 104.711 | ||
| 6259 | 2022.07.19 14:00 | sell | 3133 | 0.07 | 106.236 | 107.233 | 104.641 | ||
| 6260 | 2022.07.19 21:37 | s/l | 3127 | 0.01 | 107.233 | 107.233 | 104.310 | -1326.00 | 9978506.00 |
| 6261 | 2022.07.19 21:37 | s/l | 3128 | 0.19 | 107.239 | 107.233 | 104.839 | -15010.00 | 9963496.00 |
| 6262 | 2022.07.19 21:37 | s/l | 3129 | 0.15 | 107.239 | 107.233 | 104.787 | -12675.00 | 9950821.00 |
| 6263 | 2022.07.19 21:37 | s/l | 3130 | 0.31 | 107.230 | 107.233 | 104.903 | -22537.00 | 9928284.00 |
| 6264 | 2022.07.19 21:37 | s/l | 3131 | 0.11 | 107.232 | 107.233 | 104.764 | -9493.00 | 9918791.00 |
| 6265 | 2022.07.19 21:37 | s/l | 3132 | 0.09 | 107.226 | 107.233 | 104.711 | -8280.00 | 9910511.00 |
| 6266 | 2022.07.19 21:37 | s/l | 3133 | 0.07 | 107.226 | 107.233 | 104.641 | -6930.00 | 9903581.00 |
| 6267 | 2022.07.20 15:00 | sell | 3134 | 0.01 | 107.260 | 107.579 | 105.659 | ||
| 6268 | 2022.07.21 03:45 | s/l | 3134 | 0.01 | 107.579 | 107.579 | 105.659 | -319.00 | 9903262.00 |
| 6269 | 2022.07.21 14:00 | sell | 3135 | 0.01 | 107.278 | 107.666 | 105.675 | ||
| 6270 | 2022.07.21 16:00 | sell | 3136 | 0.02 | 107.304 | 107.666 | 105.707 | ||
| 6271 | 2022.07.22 17:02 | t/p | 3136 | 0.02 | 105.715 | 107.666 | 105.707 | 3178.00 | 9906440.00 |
| 6272 | 2022.07.22 17:17 | t/p | 3135 | 0.01 | 105.668 | 107.666 | 105.675 | 1610.00 | 9908050.00 |
| 6273 | 2022.07.22 18:00 | sell | 3137 | 0.01 | 105.995 | 107.666 | 104.400 | ||
| 6274 | 2022.07.26 14:00 | sell | 3138 | 0.02 | 106.176 | 107.666 | 104.577 | ||
| 6275 | 2022.07.26 15:00 | sell | 3139 | 0.02 | 106.130 | 107.666 | 104.537 | ||
| 6276 | 2022.07.26 16:00 | sell | 3140 | 0.01 | 106.052 | 107.666 | 104.460 | ||
| 6277 | 2022.07.27 21:00 | sell | 3141 | 0.07 | 106.424 | 107.666 | 104.799 | ||
| 6278 | 2022.07.27 22:00 | sell | 3142 | 0.03 | 106.243 | 107.666 | 104.645 | ||
| 6279 | 2022.07.28 16:54 | t/p | 3141 | 0.07 | 104.799 | 107.666 | 104.799 | 11375.00 | 9919425.00 |
| 6280 | 2022.07.28 17:26 | t/p | 3142 | 0.03 | 104.634 | 107.666 | 104.645 | 4827.00 | 9924252.00 |
| 6281 | 2022.07.29 06:11 | t/p | 3138 | 0.02 | 104.556 | 107.666 | 104.577 | 3240.00 | 9927492.00 |
| 6282 | 2022.07.29 06:12 | t/p | 3139 | 0.02 | 104.537 | 107.666 | 104.537 | 3186.00 | 9930678.00 |
| 6283 | 2022.07.29 06:12 | t/p | 3140 | 0.01 | 104.456 | 107.666 | 104.460 | 1596.00 | 9932274.00 |
| 6284 | 2022.07.29 06:20 | t/p | 3137 | 0.01 | 104.390 | 107.666 | 104.400 | 1605.00 | 9933879.00 |
| 6285 | 2022.07.29 08:00 | sell | 3143 | 0.01 | 104.136 | 106.639 | 102.539 | ||
| 6286 | 2022.07.29 10:00 | close | 3143 | 0.01 | 103.605 | 106.639 | 102.539 | 531.00 | 9934410.00 |
| 6287 | 2022.07.29 11:00 | sell | 3144 | 0.01 | 103.756 | 106.257 | 102.157 | ||
| 6288 | 2022.07.29 13:00 | sell | 3145 | 0.01 | 103.894 | 106.257 | 102.304 | ||
| 6289 | 2022.07.29 20:00 | sell | 3146 | 0.02 | 104.056 | 106.257 | 102.447 | ||
| 6290 | 2022.07.29 21:00 | sell | 3147 | 0.02 | 103.953 | 106.257 | 102.363 | ||
| 6291 | 2022.07.29 23:59 | close at stop | 3147 | 0.02 | 104.236 | 106.257 | 102.363 | -566.00 | 9933844.00 |
| 6292 | 2022.07.29 23:59 | close at stop | 3146 | 0.02 | 104.236 | 106.257 | 102.447 | -360.00 | 9933484.00 |
| 6293 | 2022.07.29 23:59 | close at stop | 3145 | 0.01 | 104.236 | 106.257 | 102.304 | -342.00 | 9933142.00 |
| 6294 | 2022.07.29 23:59 | close at stop | 3144 | 0.01 | 104.236 | 106.257 | 102.157 | -480.00 | 9932662.00 |
前へ42ページ目