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 |
| 901 | 2008.07.21 09:00 | sell | 451 | 0.01 | 106.093 | 107.135 | 104.700 | ||
| 902 | 2008.07.22 06:01 | sell | 452 | 0.04 | 106.270 | 107.135 | 104.875 | ||
| 903 | 2008.07.22 09:00 | sell | 453 | 0.07 | 106.354 | 107.135 | 104.960 | ||
| 904 | 2008.07.22 10:00 | sell | 454 | 0.09 | 106.419 | 107.135 | 105.010 | ||
| 905 | 2008.07.22 11:00 | sell | 455 | 0.02 | 106.166 | 107.135 | 104.770 | ||
| 906 | 2008.07.22 20:00 | sell | 456 | 0.02 | 106.208 | 107.135 | 104.810 | ||
| 907 | 2008.07.23 15:41 | s/l | 451 | 0.01 | 107.139 | 107.135 | 104.700 | -1046.00 | 2489558.00 |
| 908 | 2008.07.23 15:41 | s/l | 452 | 0.04 | 107.132 | 107.135 | 104.875 | -3448.00 | 2486110.00 |
| 909 | 2008.07.23 15:41 | s/l | 453 | 0.07 | 107.145 | 107.135 | 104.960 | -5537.00 | 2480573.00 |
| 910 | 2008.07.23 15:41 | s/l | 454 | 0.09 | 107.131 | 107.135 | 105.010 | -6408.00 | 2474165.00 |
| 911 | 2008.07.23 15:41 | s/l | 455 | 0.02 | 107.134 | 107.135 | 104.770 | -1936.00 | 2472229.00 |
| 912 | 2008.07.23 15:41 | s/l | 456 | 0.02 | 107.140 | 107.135 | 104.810 | -1864.00 | 2470365.00 |
| 913 | 2008.07.24 05:00 | sell | 457 | 0.01 | 106.675 | 107.165 | 105.280 | ||
| 914 | 2008.07.24 10:00 | sell | 458 | 0.02 | 106.713 | 107.165 | 105.320 | ||
| 915 | 2008.07.25 06:44 | t/p | 458 | 0.02 | 105.308 | 107.165 | 105.320 | 2810.00 | 2473175.00 |
| 916 | 2008.07.25 06:50 | t/p | 457 | 0.01 | 105.288 | 107.165 | 105.280 | 1387.00 | 2474562.00 |
| 917 | 2008.07.25 07:00 | sell | 459 | 0.01 | 105.253 | 107.165 | 103.860 | ||
| 918 | 2008.07.25 09:00 | sell | 460 | 0.01 | 105.329 | 107.165 | 103.930 | ||
| 919 | 2008.07.25 12:00 | sell | 461 | 0.02 | 105.410 | 107.165 | 104.000 | ||
| 920 | 2008.07.28 07:00 | sell | 462 | 0.09 | 105.795 | 107.165 | 104.390 | ||
| 921 | 2008.07.28 10:00 | sell | 463 | 0.07 | 105.718 | 107.165 | 104.320 | ||
| 922 | 2008.07.28 12:00 | sell | 464 | 0.05 | 105.719 | 107.165 | 104.310 | ||
| 923 | 2008.07.28 14:00 | sell | 465 | 0.03 | 105.570 | 107.165 | 104.170 | ||
| 924 | 2008.07.31 06:00 | sell | 466 | 0.02 | 105.491 | 107.165 | 104.085 | ||
| 925 | 2008.08.01 21:00 | buy | 467 | 0.01 | 105.061 | 102.860 | 106.460 | ||
| 926 | 2008.08.04 07:00 | buy | 468 | 0.02 | 104.846 | 102.655 | 106.255 | ||
| 927 | 2008.08.04 08:00 | buy | 469 | 0.01 | 104.997 | 102.790 | 106.390 | ||
| 928 | 2008.08.04 13:00 | buy | 470 | 0.02 | 104.881 | 102.680 | 106.280 | ||
| 929 | 2008.08.04 18:34 | t/p | 462 | 0.09 | 104.388 | 107.165 | 104.390 | 12663.00 | 2487225.00 |
| 930 | 2008.08.05 03:11 | t/p | 463 | 0.07 | 104.328 | 107.165 | 104.320 | 9730.00 | 2496955.00 |
| 931 | 2008.08.05 03:13 | t/p | 464 | 0.05 | 104.307 | 107.165 | 104.310 | 7060.00 | 2504015.00 |
| 932 | 2008.08.05 03:13 | t/p | 465 | 0.03 | 104.171 | 107.165 | 104.170 | 4197.00 | 2508212.00 |
| 933 | 2008.08.05 03:15 | t/p | 466 | 0.02 | 104.079 | 107.165 | 104.085 | 2824.00 | 2511036.00 |
| 934 | 2008.08.05 07:39 | t/p | 461 | 0.02 | 103.998 | 107.165 | 104.000 | 2824.00 | 2513860.00 |
| 935 | 2008.08.05 07:41 | t/p | 460 | 0.01 | 103.940 | 107.165 | 103.930 | 1389.00 | 2515249.00 |
| 936 | 2008.08.05 07:51 | t/p | 459 | 0.01 | 103.865 | 107.165 | 103.860 | 1388.00 | 2516637.00 |
| 937 | 2008.08.05 23:00 | buy | 471 | 0.51 | 103.892 | 102.465 | 105.300 | ||
| 938 | 2008.08.06 01:01 | buy | 472 | 0.43 | 103.854 | 102.465 | 105.260 | ||
| 939 | 2008.08.08 14:59 | s/l | 467 | 0.01 | 102.853 | 102.860 | 106.460 | -2208.00 | 2514429.00 |
| 940 | 2008.08.08 21:00 | sell | 473 | 0.01 | 103.240 | 105.740 | 101.640 | ||
| 941 | 2008.08.11 02:50 | s/l | 469 | 0.01 | 102.772 | 102.790 | 106.390 | -2225.00 | 2512204.00 |
| 942 | 2008.08.11 03:04 | s/l | 470 | 0.02 | 102.674 | 102.680 | 106.280 | -4414.00 | 2507790.00 |
| 943 | 2008.08.11 12:00 | buy | 474 | 0.01 | 103.364 | 102.465 | 104.770 | ||
| 944 | 2008.08.12 10:18 | s/l | 468 | 0.02 | 102.660 | 102.655 | 106.255 | -4372.00 | 2503418.00 |
| 945 | 2008.08.12 18:00 | buy | 475 | 0.04 | 103.219 | 102.465 | 104.625 | ||
| 946 | 2008.08.13 01:32 | s/l | 471 | 0.51 | 102.468 | 102.465 | 105.300 | -72624.00 | 2430794.00 |
| 947 | 2008.08.13 01:32 | s/l | 472 | 0.43 | 102.465 | 102.465 | 105.260 | -59727.00 | 2371067.00 |
| 948 | 2008.08.13 01:32 | s/l | 474 | 0.01 | 102.472 | 102.465 | 104.770 | -892.00 | 2370175.00 |
| 949 | 2008.08.13 01:32 | s/l | 475 | 0.04 | 102.458 | 102.465 | 104.625 | -3044.00 | 2367131.00 |
| 950 | 2008.08.13 05:22 | t/p | 473 | 0.01 | 101.633 | 105.740 | 101.640 | 1607.00 | 2368738.00 |
| 951 | 2008.08.13 07:00 | sell | 476 | 0.01 | 102.053 | 104.560 | 100.460 | ||
| 952 | 2008.08.13 10:00 | sell | 477 | 0.01 | 102.205 | 104.560 | 100.605 | ||
| 953 | 2008.08.13 22:00 | buy | 478 | 0.01 | 103.108 | 101.495 | 104.510 | ||
| 954 | 2008.08.14 01:03 | buy | 479 | 0.01 | 103.054 | 101.505 | 104.450 | ||
| 955 | 2008.08.14 10:00 | buy | 480 | 0.02 | 103.026 | 101.510 | 104.430 | ||
| 956 | 2008.08.18 09:56 | t/p | 480 | 0.02 | 104.425 | 101.510 | 104.430 | 2798.00 | 2371536.00 |
| 957 | 2008.08.21 14:01 | sell | 481 | 0.05 | 102.708 | 104.560 | 101.045 | ||
| 958 | 2008.08.22 09:54 | t/p | 479 | 0.01 | 104.460 | 101.505 | 104.450 | 1406.00 | 2372942.00 |
| 959 | 2008.08.22 09:55 | t/p | 478 | 0.01 | 104.514 | 101.495 | 104.510 | 1406.00 | 2374348.00 |
| 960 | 2008.08.22 09:55 | s/l | 476 | 0.01 | 104.567 | 104.560 | 100.460 | -2514.00 | 2371834.00 |
| 961 | 2008.08.22 09:55 | s/l | 477 | 0.01 | 104.570 | 104.560 | 100.605 | -2365.00 | 2369469.00 |
| 962 | 2008.08.22 09:55 | s/l | 481 | 0.05 | 104.554 | 104.560 | 101.045 | -9230.00 | 2360239.00 |
| 963 | 2008.08.22 11:00 | buy | 482 | 0.01 | 104.594 | 102.400 | 106.000 | ||
| 964 | 2008.08.22 13:00 | buy | 483 | 0.02 | 104.385 | 102.195 | 105.795 | ||
| 965 | 2008.08.22 14:00 | buy | 484 | 0.01 | 104.494 | 102.300 | 105.900 | ||
| 966 | 2008.08.26 11:00 | buy | 485 | 0.02 | 104.418 | 102.210 | 105.810 | ||
| 967 | 2008.08.26 14:00 | buy | 486 | 0.04 | 104.231 | 102.040 | 105.640 | ||
| 968 | 2008.08.29 17:59 | s/l | 482 | 0.01 | 102.397 | 102.400 | 106.000 | -2197.00 | 2358042.00 |
| 969 | 2008.08.29 18:24 | s/l | 484 | 0.01 | 102.306 | 102.300 | 105.900 | -2188.00 | 2355854.00 |
| 970 | 2008.08.29 18:27 | s/l | 485 | 0.02 | 102.217 | 102.210 | 105.810 | -4402.00 | 2351452.00 |
| 971 | 2008.08.29 18:27 | s/l | 483 | 0.02 | 102.200 | 102.195 | 105.795 | -4370.00 | 2347082.00 |
| 972 | 2008.08.29 19:00 | sell | 487 | 0.01 | 102.224 | 104.730 | 100.630 | ||
| 973 | 2008.09.01 00:00 | s/l | 486 | 0.04 | 102.013 | 102.040 | 105.640 | -8872.00 | 2338210.00 |
| 974 | 2008.09.01 11:00 | close | 487 | 0.01 | 100.979 | 104.730 | 100.630 | 1245.00 | 2339455.00 |
| 975 | 2008.09.03 08:00 | sell | 488 | 0.01 | 101.601 | 104.100 | 100.000 | ||
| 976 | 2008.09.03 17:00 | close | 488 | 0.01 | 102.318 | 104.100 | 100.000 | -717.00 | 2338738.00 |
| 977 | 2008.09.04 12:00 | buy | 489 | 0.01 | 102.502 | 100.675 | 103.910 | ||
| 978 | 2008.09.04 16:00 | buy | 490 | 0.02 | 102.275 | 100.675 | 103.680 | ||
| 979 | 2008.09.04 19:00 | sell | 491 | 0.01 | 101.272 | 103.770 | 99.670 | ||
| 980 | 2008.09.04 20:38 | s/l | 489 | 0.01 | 100.679 | 100.675 | 103.910 | -1823.00 | 2336915.00 |
| 981 | 2008.09.04 20:38 | s/l | 490 | 0.02 | 100.680 | 100.675 | 103.680 | -3190.00 | 2333725.00 |
| 982 | 2008.09.05 00:21 | t/p | 491 | 0.01 | 99.583 | 103.770 | 99.670 | 1689.00 | 2335414.00 |
| 983 | 2008.09.08 20:00 | sell | 492 | 0.01 | 100.999 | 103.490 | 99.390 | ||
| 984 | 2008.09.09 13:00 | buy | 493 | 0.01 | 101.573 | 99.365 | 102.965 | ||
| 985 | 2008.09.11 11:38 | s/l | 493 | 0.01 | 99.355 | 99.365 | 102.965 | -2218.00 | 2333196.00 |
| 986 | 2008.09.11 11:46 | t/p | 492 | 0.01 | 99.383 | 103.490 | 99.390 | 1616.00 | 2334812.00 |
| 987 | 2008.09.11 12:00 | sell | 494 | 0.01 | 99.444 | 101.950 | 97.850 | ||
| 988 | 2008.09.12 21:00 | buy | 495 | 0.01 | 101.383 | 99.190 | 102.790 | ||
| 989 | 2008.09.15 10:41 | s/l | 495 | 0.01 | 99.187 | 99.190 | 102.790 | -2196.00 | 2332616.00 |
| 990 | 2008.09.15 23:56 | t/p | 494 | 0.01 | 97.835 | 101.950 | 97.850 | 1609.00 | 2334225.00 |
| 991 | 2008.09.18 21:00 | sell | 496 | 0.01 | 97.725 | 100.220 | 96.120 | ||
| 992 | 2008.09.19 00:00 | buy | 497 | 0.01 | 99.527 | 97.275 | 100.875 | ||
| 993 | 2008.09.19 04:00 | close | 497 | 0.01 | 99.948 | 97.275 | 100.875 | 421.00 | 2334646.00 |
| 994 | 2008.09.19 04:49 | s/l | 496 | 0.01 | 100.226 | 100.220 | 96.120 | -2501.00 | 2332145.00 |
| 995 | 2008.09.22 03:00 | buy | 498 | 0.01 | 101.858 | 99.700 | 103.300 | ||
| 996 | 2008.09.22 04:00 | close | 498 | 0.01 | 101.841 | 99.700 | 103.300 | -17.00 | 2332128.00 |
| 997 | 2008.09.22 04:00 | buy | 499 | 0.01 | 101.845 | 99.655 | 103.255 | ||
| 998 | 2008.09.22 05:00 | close | 499 | 0.01 | 101.680 | 99.655 | 103.255 | -165.00 | 2331963.00 |
| 999 | 2008.09.22 17:00 | buy | 500 | 0.01 | 102.297 | 100.100 | 103.700 | ||
| 1000 | 2008.09.22 22:00 | buy | 501 | 0.02 | 102.126 | 99.920 | 103.520 | ||
| 1001 | 2008.09.23 15:00 | buy | 502 | 0.02 | 102.054 | 99.860 | 103.460 | ||
| 1002 | 2008.09.29 22:06 | s/l | 500 | 0.01 | 100.035 | 100.100 | 103.700 | -2262.00 | 2329701.00 |
| 1003 | 2008.09.29 22:17 | s/l | 501 | 0.02 | 99.920 | 99.920 | 103.520 | -4412.00 | 2325289.00 |
| 1004 | 2008.09.29 22:25 | s/l | 502 | 0.02 | 99.840 | 99.860 | 103.460 | -4428.00 | 2320861.00 |
| 1005 | 2008.09.30 15:00 | buy | 503 | 0.01 | 100.513 | 98.320 | 101.920 | ||
| 1006 | 2008.09.30 16:00 | buy | 504 | 0.03 | 100.222 | 98.030 | 101.630 | ||
| 1007 | 2008.09.30 17:00 | buy | 505 | 0.02 | 100.298 | 98.100 | 101.700 | ||
| 1008 | 2008.09.30 18:00 | buy | 506 | 0.11 | 99.864 | 97.660 | 101.260 | ||
| 1009 | 2008.09.30 19:00 | buy | 507 | 0.07 | 99.995 | 97.790 | 101.390 | ||
| 1010 | 2008.09.30 21:00 | buy | 508 | 0.05 | 100.068 | 97.860 | 101.460 | ||
| 1011 | 2008.10.01 14:00 | buy | 509 | 0.04 | 100.146 | 97.950 | 101.550 | ||
| 1012 | 2008.10.02 15:49 | s/l | 503 | 0.01 | 98.306 | 98.320 | 101.920 | -2207.00 | 2318654.00 |
| 1013 | 2008.10.02 15:54 | s/l | 505 | 0.02 | 98.073 | 98.100 | 101.700 | -4450.00 | 2314204.00 |
| 1014 | 2008.10.02 15:55 | s/l | 504 | 0.03 | 98.016 | 98.030 | 101.630 | -6618.00 | 2307586.00 |
| 1015 | 2008.10.02 15:56 | s/l | 509 | 0.04 | 97.949 | 97.950 | 101.550 | -8788.00 | 2298798.00 |
| 1016 | 2008.10.02 17:00 | sell | 510 | 0.01 | 98.237 | 100.740 | 96.640 | ||
| 1017 | 2008.10.02 17:46 | s/l | 508 | 0.05 | 97.863 | 97.860 | 101.460 | -11025.00 | 2287773.00 |
| 1018 | 2008.10.02 17:48 | s/l | 507 | 0.07 | 97.785 | 97.790 | 101.390 | -15470.00 | 2272303.00 |
| 1019 | 2008.10.02 18:05 | s/l | 506 | 0.11 | 97.670 | 97.660 | 101.260 | -24134.00 | 2248169.00 |
| 1020 | 2008.10.02 23:00 | close | 510 | 0.01 | 97.437 | 100.740 | 96.640 | 800.00 | 2248969.00 |
| 1021 | 2008.10.03 06:00 | sell | 511 | 0.01 | 97.400 | 99.900 | 95.800 | ||
| 1022 | 2008.10.06 06:12 | t/p | 511 | 0.01 | 95.798 | 99.900 | 95.800 | 1602.00 | 2250571.00 |
| 1023 | 2008.10.08 05:04 | sell | 512 | 0.01 | 91.700 | 94.200 | 90.100 | ||
| 1024 | 2008.10.08 08:34 | t/p | 512 | 0.01 | 90.094 | 94.200 | 90.100 | 1606.00 | 2252177.00 |
| 1025 | 2008.10.14 18:00 | sell | 513 | 0.01 | 89.216 | 91.715 | 87.615 | ||
| 1026 | 2008.10.14 21:06 | t/p | 513 | 0.01 | 87.612 | 91.715 | 87.615 | 1604.00 | 2253781.00 |
| 1027 | 2008.10.15 13:00 | sell | 514 | 0.01 | 87.239 | 89.725 | 85.625 | ||
| 1028 | 2008.10.15 15:00 | close | 514 | 0.01 | 87.062 | 89.725 | 85.625 | 177.00 | 2253958.00 |
| 1029 | 2008.10.15 17:00 | sell | 515 | 0.01 | 86.588 | 89.080 | 84.980 | ||
| 1030 | 2008.10.15 18:00 | close | 515 | 0.01 | 86.147 | 89.080 | 84.980 | 441.00 | 2254399.00 |
| 1031 | 2008.10.15 19:00 | sell | 516 | 0.01 | 85.964 | 88.455 | 84.355 | ||
| 1032 | 2008.10.15 20:00 | close | 516 | 0.01 | 85.943 | 88.455 | 84.355 | 21.00 | 2254420.00 |
| 1033 | 2008.10.15 20:00 | sell | 517 | 0.01 | 85.847 | 88.390 | 84.290 | ||
| 1034 | 2008.10.15 21:00 | close | 517 | 0.01 | 84.776 | 88.390 | 84.290 | 1071.00 | 2255491.00 |
| 1035 | 2008.10.17 17:00 | sell | 518 | 0.01 | 84.998 | 87.490 | 83.390 | ||
| 1036 | 2008.10.20 16:00 | sell | 519 | 0.07 | 85.603 | 87.490 | 84.010 | ||
| 1037 | 2008.10.20 17:00 | sell | 520 | 0.04 | 85.515 | 87.490 | 83.870 | ||
| 1038 | 2008.10.20 21:00 | sell | 521 | 0.02 | 85.305 | 87.490 | 83.700 | ||
| 1039 | 2008.10.20 23:00 | sell | 522 | 0.02 | 85.249 | 87.490 | 83.650 | ||
| 1040 | 2008.10.21 00:03 | sell | 523 | 0.05 | 85.514 | 87.490 | 83.915 | ||
| 1041 | 2008.10.21 14:29 | t/p | 519 | 0.07 | 84.020 | 87.490 | 84.010 | 11081.00 | 2266572.00 |
| 1042 | 2008.10.21 14:31 | t/p | 523 | 0.05 | 83.917 | 87.490 | 83.915 | 7985.00 | 2274557.00 |
| 1043 | 2008.10.21 14:32 | t/p | 520 | 0.04 | 83.861 | 87.490 | 83.870 | 6616.00 | 2281173.00 |
| 1044 | 2008.10.21 14:33 | t/p | 521 | 0.02 | 83.703 | 87.490 | 83.700 | 3204.00 | 2284377.00 |
| 1045 | 2008.10.21 14:35 | t/p | 522 | 0.02 | 83.656 | 87.490 | 83.650 | 3186.00 | 2287563.00 |
| 1046 | 2008.10.21 16:00 | close | 518 | 0.01 | 83.546 | 87.490 | 83.390 | 1452.00 | 2289015.00 |
| 1047 | 2008.10.23 12:00 | sell | 524 | 0.01 | 77.752 | 80.280 | 76.180 | ||
| 1048 | 2008.10.23 13:00 | close | 524 | 0.01 | 77.502 | 80.280 | 76.180 | 250.00 | 2289265.00 |
| 1049 | 2008.10.23 16:00 | sell | 525 | 0.01 | 77.138 | 79.645 | 75.545 | ||
| 1050 | 2008.10.23 17:00 | close | 525 | 0.01 | 77.038 | 79.645 | 75.545 | 100.00 | 2289365.00 |