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 |
| 751 | 2008.04.02 21:00 | buy | 376 | 0.01 | 100.904 | 98.400 | 102.500 | ||
| 752 | 2008.04.02 23:00 | close | 376 | 0.01 | 101.027 | 98.400 | 102.500 | 123.00 | 2078584.00 |
| 753 | 2008.04.03 03:00 | buy | 377 | 0.01 | 100.827 | 98.320 | 102.420 | ||
| 754 | 2008.04.10 14:13 | s/l | 377 | 0.01 | 98.313 | 98.320 | 102.420 | -2514.00 | 2076070.00 |
| 755 | 2008.04.10 20:00 | buy | 378 | 0.01 | 100.034 | 97.535 | 101.635 | ||
| 756 | 2008.04.10 23:00 | buy | 379 | 0.01 | 99.946 | 97.445 | 101.545 | ||
| 757 | 2008.04.14 08:02 | sell | 380 | 0.01 | 98.501 | 100.950 | 96.850 | ||
| 758 | 2008.04.15 12:00 | sell | 381 | 0.02 | 98.702 | 100.950 | 97.095 | ||
| 759 | 2008.04.15 14:00 | sell | 382 | 0.02 | 98.819 | 100.950 | 97.210 | ||
| 760 | 2008.04.15 15:00 | sell | 383 | 0.04 | 98.946 | 100.950 | 97.340 | ||
| 761 | 2008.04.16 16:15 | s/l | 380 | 0.01 | 100.941 | 100.950 | 96.850 | -2440.00 | 2073630.00 |
| 762 | 2008.04.16 16:15 | s/l | 381 | 0.02 | 100.950 | 100.950 | 97.095 | -4496.00 | 2069134.00 |
| 763 | 2008.04.16 16:15 | s/l | 382 | 0.02 | 100.956 | 100.950 | 97.210 | -4274.00 | 2064860.00 |
| 764 | 2008.04.16 16:15 | s/l | 383 | 0.04 | 100.950 | 100.950 | 97.340 | -8016.00 | 2056844.00 |
| 765 | 2008.04.16 21:16 | t/p | 379 | 0.01 | 101.542 | 97.445 | 101.545 | 1596.00 | 2058440.00 |
| 766 | 2008.04.16 21:41 | t/p | 378 | 0.01 | 101.627 | 97.535 | 101.635 | 1593.00 | 2060033.00 |
| 767 | 2008.04.17 19:00 | sell | 384 | 0.01 | 101.127 | 103.620 | 99.520 | ||
| 768 | 2008.04.17 21:00 | sell | 385 | 0.02 | 101.474 | 103.620 | 99.865 | ||
| 769 | 2008.04.17 22:00 | sell | 386 | 0.01 | 101.221 | 103.620 | 99.615 | ||
| 770 | 2008.04.18 16:49 | s/l | 384 | 0.01 | 103.625 | 103.620 | 99.520 | -2498.00 | 2057535.00 |
| 771 | 2008.04.18 16:49 | s/l | 385 | 0.02 | 103.621 | 103.620 | 99.865 | -4294.00 | 2053241.00 |
| 772 | 2008.04.18 16:49 | s/l | 386 | 0.01 | 103.622 | 103.620 | 99.615 | -2401.00 | 2050840.00 |
| 773 | 2008.04.21 12:00 | sell | 387 | 0.01 | 102.783 | 104.765 | 101.190 | ||
| 774 | 2008.04.21 15:00 | sell | 388 | 0.02 | 102.966 | 104.765 | 101.365 | ||
| 775 | 2008.04.21 16:00 | sell | 389 | 0.03 | 103.068 | 104.765 | 101.470 | ||
| 776 | 2008.04.23 05:00 | buy | 390 | 0.01 | 102.303 | 99.810 | 103.910 | ||
| 777 | 2008.04.23 15:30 | t/p | 388 | 0.02 | 101.262 | 104.765 | 101.365 | 3408.00 | 2054248.00 |
| 778 | 2008.04.23 15:30 | t/p | 389 | 0.03 | 101.255 | 104.765 | 101.470 | 5439.00 | 2059687.00 |
| 779 | 2008.04.23 15:30 | t/p | 387 | 0.01 | 101.179 | 104.765 | 101.190 | 1604.00 | 2061291.00 |
| 780 | 2008.04.24 07:04 | buy | 391 | 0.05 | 101.837 | 99.330 | 103.430 | ||
| 781 | 2008.04.24 08:00 | buy | 392 | 0.04 | 101.852 | 99.350 | 103.450 | ||
| 782 | 2008.04.24 11:00 | buy | 393 | 0.03 | 101.975 | 99.475 | 103.575 | ||
| 783 | 2008.04.24 12:00 | buy | 394 | 0.02 | 102.011 | 99.510 | 103.610 | ||
| 784 | 2008.04.24 17:00 | buy | 395 | 0.02 | 102.045 | 99.650 | 103.750 | ||
| 785 | 2008.04.28 02:45 | t/p | 391 | 0.05 | 103.439 | 99.330 | 103.430 | 8010.00 | 2069301.00 |
| 786 | 2008.04.28 02:51 | t/p | 392 | 0.04 | 103.446 | 99.350 | 103.450 | 6376.00 | 2075677.00 |
| 787 | 2008.04.28 02:59 | t/p | 393 | 0.03 | 103.577 | 99.475 | 103.575 | 4806.00 | 2080483.00 |
| 788 | 2008.04.28 03:02 | t/p | 394 | 0.02 | 103.610 | 99.510 | 103.610 | 3198.00 | 2083681.00 |
| 789 | 2008.04.28 03:10 | t/p | 395 | 0.02 | 103.740 | 99.650 | 103.750 | 3390.00 | 2087071.00 |
| 790 | 2008.04.28 03:12 | t/p | 390 | 0.01 | 103.913 | 99.810 | 103.910 | 1610.00 | 2088681.00 |
| 791 | 2008.04.28 04:00 | buy | 396 | 0.01 | 103.805 | 101.295 | 105.395 | ||
| 792 | 2008.04.28 09:00 | buy | 397 | 0.01 | 103.692 | 101.200 | 105.300 | ||
| 793 | 2008.04.29 12:00 | buy | 398 | 0.11 | 103.002 | 100.510 | 104.610 | ||
| 794 | 2008.04.29 23:00 | buy | 399 | 0.19 | 102.814 | 100.320 | 104.420 | ||
| 795 | 2008.04.30 02:00 | buy | 400 | 0.24 | 102.767 | 100.260 | 104.360 | ||
| 796 | 2008.04.30 14:00 | buy | 401 | 0.05 | 103.250 | 100.740 | 104.840 | ||
| 797 | 2008.04.30 19:00 | buy | 402 | 0.02 | 103.583 | 101.090 | 105.190 | ||
| 798 | 2008.04.30 20:00 | buy | 403 | 0.02 | 103.521 | 101.025 | 105.125 | ||
| 799 | 2008.05.01 15:00 | buy | 404 | 0.07 | 103.173 | 100.670 | 104.770 | ||
| 800 | 2008.05.02 04:00 | buy | 405 | 0.28 | 102.724 | 100.200 | 104.300 | ||
| 801 | 2008.05.06 18:18 | t/p | 405 | 0.28 | 104.295 | 100.200 | 104.300 | 43988.00 | 2132669.00 |
| 802 | 2008.05.06 18:23 | t/p | 400 | 0.24 | 104.368 | 100.260 | 104.360 | 38424.00 | 2171093.00 |
| 803 | 2008.05.06 19:25 | t/p | 399 | 0.19 | 104.412 | 100.320 | 104.420 | 30362.00 | 2201455.00 |
| 804 | 2008.05.06 19:45 | t/p | 398 | 0.11 | 104.608 | 100.510 | 104.610 | 17666.00 | 2219121.00 |
| 805 | 2008.05.07 09:37 | t/p | 404 | 0.07 | 104.770 | 100.670 | 104.770 | 11179.00 | 2230300.00 |
| 806 | 2008.05.07 11:01 | t/p | 401 | 0.05 | 104.851 | 100.740 | 104.840 | 8005.00 | 2238305.00 |
| 807 | 2008.05.07 15:13 | t/p | 403 | 0.02 | 105.121 | 101.025 | 105.125 | 3200.00 | 2241505.00 |
| 808 | 2008.05.07 15:33 | t/p | 402 | 0.02 | 105.194 | 101.090 | 105.190 | 3222.00 | 2244727.00 |
| 809 | 2008.05.07 15:39 | t/p | 397 | 0.01 | 105.307 | 101.200 | 105.300 | 1615.00 | 2246342.00 |
| 810 | 2008.05.09 12:00 | buy | 406 | 0.99 | 102.251 | 99.745 | 103.845 | ||
| 811 | 2008.05.13 15:37 | t/p | 406 | 0.99 | 103.853 | 99.745 | 103.845 | 158598.00 | 2404940.00 |
| 812 | 2008.05.14 15:02 | t/p | 396 | 0.01 | 105.414 | 101.295 | 105.395 | 1609.00 | 2406549.00 |
| 813 | 2008.05.14 17:00 | buy | 407 | 0.01 | 105.180 | 102.680 | 106.780 | ||
| 814 | 2008.05.14 18:00 | buy | 408 | 0.01 | 105.015 | 102.515 | 106.615 | ||
| 815 | 2008.05.14 19:00 | buy | 409 | 0.02 | 105.026 | 102.520 | 106.620 | ||
| 816 | 2008.05.15 15:00 | buy | 410 | 0.02 | 104.889 | 102.390 | 106.490 | ||
| 817 | 2008.05.15 16:00 | buy | 411 | 0.03 | 104.791 | 102.285 | 106.385 | ||
| 818 | 2008.05.15 18:00 | buy | 412 | 0.04 | 104.729 | 102.235 | 106.335 | ||
| 819 | 2008.05.19 11:00 | buy | 413 | 0.11 | 104.394 | 101.895 | 105.995 | ||
| 820 | 2008.05.19 13:00 | buy | 414 | 0.07 | 104.573 | 102.080 | 106.180 | ||
| 821 | 2008.05.19 16:00 | buy | 415 | 0.05 | 104.660 | 102.165 | 106.265 | ||
| 822 | 2008.05.29 08:49 | t/p | 413 | 0.11 | 106.003 | 101.895 | 105.995 | 17699.00 | 2424248.00 |
| 823 | 2008.05.29 11:33 | t/p | 414 | 0.07 | 106.181 | 102.080 | 106.180 | 11256.00 | 2435504.00 |
| 824 | 2008.05.29 13:57 | t/p | 415 | 0.05 | 106.264 | 102.165 | 106.265 | 8020.00 | 2443524.00 |
| 825 | 2008.05.29 14:10 | t/p | 412 | 0.04 | 106.334 | 102.235 | 106.335 | 6420.00 | 2449944.00 |
| 826 | 2008.05.29 14:12 | t/p | 411 | 0.03 | 106.382 | 102.285 | 106.385 | 4773.00 | 2454717.00 |
| 827 | 2008.05.29 14:45 | t/p | 410 | 0.02 | 106.486 | 102.390 | 106.490 | 3194.00 | 2457911.00 |
| 828 | 2008.05.29 14:50 | t/p | 408 | 0.01 | 106.620 | 102.515 | 106.615 | 1605.00 | 2459516.00 |
| 829 | 2008.05.29 14:50 | t/p | 409 | 0.02 | 106.616 | 102.520 | 106.620 | 3180.00 | 2462696.00 |
| 830 | 2008.05.29 15:14 | t/p | 407 | 0.01 | 106.795 | 102.680 | 106.780 | 1615.00 | 2464311.00 |
| 831 | 2008.05.29 17:00 | buy | 416 | 0.01 | 106.829 | 104.330 | 108.430 | ||
| 832 | 2008.05.29 23:00 | buy | 417 | 0.01 | 106.775 | 104.270 | 108.370 | ||
| 833 | 2008.06.02 18:31 | s/l | 416 | 0.01 | 104.339 | 104.330 | 108.430 | -2490.00 | 2461821.00 |
| 834 | 2008.06.02 18:38 | s/l | 417 | 0.01 | 104.271 | 104.270 | 108.370 | -2504.00 | 2459317.00 |
| 835 | 2008.06.03 15:00 | buy | 418 | 0.01 | 104.476 | 101.970 | 106.070 | ||
| 836 | 2008.06.04 01:01 | sell | 419 | 0.01 | 104.147 | 106.310 | 102.710 | ||
| 837 | 2008.06.09 00:27 | t/p | 419 | 0.01 | 102.711 | 106.310 | 102.710 | 1436.00 | 2460753.00 |
| 838 | 2008.06.10 11:00 | sell | 420 | 0.01 | 103.748 | 105.950 | 102.350 | ||
| 839 | 2008.06.11 19:00 | sell | 421 | 0.51 | 104.934 | 105.950 | 103.540 | ||
| 840 | 2008.06.11 21:00 | sell | 422 | 0.48 | 105.037 | 105.950 | 103.630 | ||
| 841 | 2008.06.16 17:58 | s/l | 420 | 0.01 | 105.946 | 105.950 | 102.350 | -2198.00 | 2458555.00 |
| 842 | 2008.06.16 17:58 | s/l | 421 | 0.51 | 105.944 | 105.950 | 103.540 | -51510.00 | 2407045.00 |
| 843 | 2008.06.16 17:58 | s/l | 422 | 0.48 | 105.953 | 105.950 | 103.630 | -43968.00 | 2363077.00 |
| 844 | 2008.06.16 18:13 | t/p | 418 | 0.01 | 106.072 | 101.970 | 106.070 | 1596.00 | 2364673.00 |
| 845 | 2008.06.17 05:00 | sell | 423 | 0.01 | 105.495 | 107.135 | 104.090 | ||
| 846 | 2008.06.18 08:00 | sell | 424 | 0.07 | 105.916 | 107.135 | 104.510 | ||
| 847 | 2008.06.18 16:00 | sell | 425 | 0.09 | 105.999 | 107.135 | 104.600 | ||
| 848 | 2008.06.18 18:00 | sell | 426 | 0.02 | 105.726 | 107.135 | 104.320 | ||
| 849 | 2008.06.18 23:00 | sell | 427 | 0.05 | 105.889 | 107.135 | 104.480 | ||
| 850 | 2008.06.19 05:00 | sell | 428 | 0.04 | 105.807 | 107.135 | 104.410 | ||
| 851 | 2008.06.19 10:00 | sell | 429 | 0.03 | 105.757 | 107.135 | 104.350 | ||
| 852 | 2008.06.20 10:00 | sell | 430 | 0.24 | 106.208 | 107.135 | 104.810 | ||
| 853 | 2008.06.20 11:00 | sell | 431 | 0.15 | 106.060 | 107.135 | 104.670 | ||
| 854 | 2008.06.20 12:00 | sell | 432 | 0.30 | 106.255 | 107.135 | 104.850 | ||
| 855 | 2008.06.27 18:33 | t/p | 432 | 0.30 | 104.860 | 107.135 | 104.850 | 41850.00 | 2406523.00 |
| 856 | 2008.06.27 18:35 | t/p | 430 | 0.24 | 104.807 | 107.135 | 104.810 | 33624.00 | 2440147.00 |
| 857 | 2008.06.27 20:46 | t/p | 431 | 0.15 | 104.679 | 107.135 | 104.670 | 20715.00 | 2460862.00 |
| 858 | 2008.06.30 10:47 | t/p | 425 | 0.09 | 104.607 | 107.135 | 104.600 | 12528.00 | 2473390.00 |
| 859 | 2008.06.30 10:54 | t/p | 424 | 0.07 | 104.505 | 107.135 | 104.510 | 9877.00 | 2483267.00 |
| 860 | 2008.06.30 11:02 | t/p | 427 | 0.05 | 104.477 | 107.135 | 104.480 | 7060.00 | 2490327.00 |
| 861 | 2008.06.30 11:04 | t/p | 428 | 0.04 | 104.416 | 107.135 | 104.410 | 5564.00 | 2495891.00 |
| 862 | 2008.06.30 11:08 | t/p | 426 | 0.02 | 104.317 | 107.135 | 104.320 | 2818.00 | 2498709.00 |
| 863 | 2008.06.30 11:08 | t/p | 429 | 0.03 | 104.312 | 107.135 | 104.350 | 4335.00 | 2503044.00 |
| 864 | 2008.06.30 18:21 | t/p | 423 | 0.01 | 104.095 | 107.135 | 104.090 | 1400.00 | 2504444.00 |
| 865 | 2008.06.30 20:00 | sell | 433 | 0.01 | 104.288 | 106.480 | 102.880 | ||
| 866 | 2008.07.02 03:00 | buy | 434 | 0.01 | 103.887 | 101.680 | 105.280 | ||
| 867 | 2008.07.02 04:00 | buy | 435 | 0.01 | 103.810 | 101.610 | 105.210 | ||
| 868 | 2008.07.02 05:00 | buy | 436 | 0.02 | 103.741 | 101.550 | 105.150 | ||
| 869 | 2008.07.03 11:00 | sell | 437 | 0.01 | 104.444 | 106.480 | 103.035 | ||
| 870 | 2008.07.03 14:00 | sell | 438 | 0.02 | 104.575 | 106.480 | 103.185 | ||
| 871 | 2008.07.03 20:00 | sell | 439 | 0.02 | 104.483 | 106.480 | 103.075 | ||
| 872 | 2008.07.04 12:07 | t/p | 436 | 0.02 | 105.151 | 101.550 | 105.150 | 2820.00 | 2507264.00 |
| 873 | 2008.07.04 12:08 | t/p | 435 | 0.01 | 105.207 | 101.610 | 105.210 | 1397.00 | 2508661.00 |
| 874 | 2008.07.04 12:10 | t/p | 434 | 0.01 | 105.288 | 101.680 | 105.280 | 1401.00 | 2510062.00 |
| 875 | 2008.07.04 17:00 | sell | 440 | 0.05 | 104.756 | 106.480 | 103.370 | ||
| 876 | 2008.07.04 20:00 | sell | 441 | 0.07 | 104.861 | 106.480 | 103.470 | ||
| 877 | 2008.07.04 22:01 | sell | 442 | 0.03 | 104.606 | 106.480 | 103.205 | ||
| 878 | 2008.07.07 21:00 | sell | 443 | 0.11 | 105.047 | 106.480 | 103.640 | ||
| 879 | 2008.07.07 22:00 | sell | 444 | 0.15 | 105.080 | 106.480 | 103.675 | ||
| 880 | 2008.07.07 23:00 | sell | 445 | 0.19 | 105.159 | 106.480 | 103.765 | ||
| 881 | 2008.07.08 02:00 | sell | 446 | 0.24 | 105.201 | 106.480 | 103.810 | ||
| 882 | 2008.07.10 04:00 | sell | 447 | 0.10 | 105.571 | 106.480 | 104.180 | ||
| 883 | 2008.07.16 09:23 | t/p | 447 | 0.10 | 104.177 | 106.480 | 104.180 | 13940.00 | 2524002.00 |
| 884 | 2008.07.16 10:46 | t/p | 446 | 0.24 | 103.817 | 106.480 | 103.810 | 33216.00 | 2557218.00 |
| 885 | 2008.07.16 12:14 | t/p | 445 | 0.19 | 103.750 | 106.480 | 103.765 | 26771.00 | 2583989.00 |
| 886 | 2008.07.16 12:17 | t/p | 444 | 0.15 | 103.667 | 106.480 | 103.675 | 21195.00 | 2605184.00 |
| 887 | 2008.07.16 19:00 | buy | 448 | 0.01 | 104.452 | 102.250 | 105.850 | ||
| 888 | 2008.07.17 16:47 | t/p | 448 | 0.01 | 105.847 | 102.250 | 105.850 | 1395.00 | 2606579.00 |
| 889 | 2008.07.18 09:00 | sell | 449 | 0.66 | 105.551 | 106.480 | 104.150 | ||
| 890 | 2008.07.18 10:00 | sell | 450 | 0.02 | 105.608 | 106.480 | 104.200 | ||
| 891 | 2008.07.18 15:42 | s/l | 433 | 0.01 | 106.483 | 106.480 | 102.880 | -2195.00 | 2604384.00 |
| 892 | 2008.07.18 15:42 | s/l | 437 | 0.01 | 106.487 | 106.480 | 103.035 | -2043.00 | 2602341.00 |
| 893 | 2008.07.18 15:42 | s/l | 438 | 0.02 | 106.471 | 106.480 | 103.185 | -3792.00 | 2598549.00 |
| 894 | 2008.07.18 15:42 | s/l | 439 | 0.02 | 106.471 | 106.480 | 103.075 | -3976.00 | 2594573.00 |
| 895 | 2008.07.18 15:42 | s/l | 440 | 0.05 | 106.476 | 106.480 | 103.370 | -8600.00 | 2585973.00 |
| 896 | 2008.07.18 15:42 | s/l | 441 | 0.07 | 106.480 | 106.480 | 103.470 | -11333.00 | 2574640.00 |
| 897 | 2008.07.18 15:42 | s/l | 442 | 0.03 | 106.472 | 106.480 | 103.205 | -5598.00 | 2569042.00 |
| 898 | 2008.07.18 15:42 | s/l | 443 | 0.11 | 106.481 | 106.480 | 103.640 | -15774.00 | 2553268.00 |
| 899 | 2008.07.18 15:42 | s/l | 449 | 0.66 | 106.474 | 106.480 | 104.150 | -60918.00 | 2492350.00 |
| 900 | 2008.07.18 15:42 | s/l | 450 | 0.02 | 106.481 | 106.480 | 104.200 | -1746.00 | 2490604.00 |