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 |
| 1051 | 2008.10.23 17:00 | sell | 526 | 0.01 | 76.991 | 79.495 | 75.395 | ||
| 1052 | 2008.10.23 18:00 | close | 526 | 0.01 | 77.648 | 79.495 | 75.395 | -657.00 | 2288708.00 |
| 1053 | 2008.10.23 21:00 | sell | 527 | 0.01 | 76.937 | 79.445 | 75.345 | ||
| 1054 | 2008.10.23 22:00 | close | 527 | 0.01 | 76.408 | 79.445 | 75.345 | 529.00 | 2289237.00 |
| 1055 | 2008.10.28 01:01 | sell | 528 | 0.01 | 71.620 | 74.025 | 69.925 | ||
| 1056 | 2008.10.28 03:01 | sell | 529 | 0.02 | 71.904 | 74.025 | 70.190 | ||
| 1057 | 2008.10.28 08:53 | s/l | 528 | 0.01 | 74.024 | 74.025 | 69.925 | -2404.00 | 2286833.00 |
| 1058 | 2008.10.28 08:53 | s/l | 529 | 0.02 | 74.029 | 74.025 | 70.190 | -4250.00 | 2282583.00 |
| 1059 | 2008.11.05 11:04 | sell | 530 | 0.01 | 85.219 | 87.850 | 83.750 | ||
| 1060 | 2008.11.05 13:00 | close | 530 | 0.01 | 85.508 | 87.850 | 83.750 | -289.00 | 2282294.00 |
| 1061 | 2008.11.05 16:00 | sell | 531 | 0.01 | 85.971 | 88.475 | 84.375 | ||
| 1062 | 2008.11.05 22:52 | t/p | 531 | 0.01 | 84.365 | 88.475 | 84.375 | 1606.00 | 2283900.00 |
| 1063 | 2008.11.06 22:00 | sell | 532 | 0.01 | 82.293 | 84.700 | 80.600 | ||
| 1064 | 2008.11.06 23:00 | close | 532 | 0.01 | 82.035 | 84.700 | 80.600 | 258.00 | 2284158.00 |
| 1065 | 2008.11.11 19:00 | sell | 533 | 0.01 | 81.074 | 83.580 | 79.480 | ||
| 1066 | 2008.11.11 20:00 | close | 533 | 0.01 | 81.086 | 83.580 | 79.480 | -12.00 | 2284146.00 |
| 1067 | 2008.11.11 20:01 | sell | 534 | 0.01 | 80.957 | 83.530 | 79.430 | ||
| 1068 | 2008.11.11 21:00 | close | 534 | 0.01 | 81.110 | 83.530 | 79.430 | -153.00 | 2283993.00 |
| 1069 | 2008.11.11 21:00 | sell | 535 | 0.01 | 81.061 | 83.565 | 79.465 | ||
| 1070 | 2008.11.11 22:00 | close | 535 | 0.01 | 81.196 | 83.565 | 79.465 | -135.00 | 2283858.00 |
| 1071 | 2008.11.11 22:00 | sell | 536 | 0.01 | 81.177 | 83.670 | 79.570 | ||
| 1072 | 2008.11.11 23:00 | close | 536 | 0.01 | 81.225 | 83.670 | 79.570 | -48.00 | 2283810.00 |
| 1073 | 2008.11.11 23:00 | sell | 537 | 0.01 | 81.143 | 83.650 | 79.550 | ||
| 1074 | 2008.11.12 00:05 | close | 537 | 0.01 | 81.005 | 83.650 | 79.550 | 138.00 | 2283948.00 |
| 1075 | 2008.11.12 07:01 | sell | 538 | 0.01 | 81.140 | 83.640 | 79.540 | ||
| 1076 | 2008.11.12 16:03 | t/p | 538 | 0.01 | 79.531 | 83.640 | 79.540 | 1609.00 | 2285557.00 |
| 1077 | 2008.11.14 19:00 | sell | 539 | 0.01 | 78.955 | 81.430 | 77.330 | ||
| 1078 | 2008.11.17 01:43 | t/p | 539 | 0.01 | 77.312 | 81.430 | 77.330 | 1643.00 | 2287200.00 |
| 1079 | 2008.11.17 13:00 | sell | 540 | 0.01 | 78.563 | 80.970 | 76.870 | ||
| 1080 | 2008.11.17 19:00 | close | 540 | 0.01 | 79.452 | 80.970 | 76.870 | -889.00 | 2286311.00 |
| 1081 | 2008.11.18 06:02 | sell | 541 | 0.01 | 78.558 | 80.995 | 76.895 | ||
| 1082 | 2008.11.19 22:20 | t/p | 541 | 0.01 | 76.890 | 80.995 | 76.895 | 1668.00 | 2287979.00 |
| 1083 | 2008.11.20 15:00 | sell | 542 | 0.01 | 75.955 | 78.460 | 74.360 | ||
| 1084 | 2008.11.20 16:00 | close | 542 | 0.01 | 75.048 | 78.460 | 74.360 | 907.00 | 2288886.00 |
| 1085 | 2008.11.25 13:00 | sell | 543 | 0.01 | 77.266 | 79.760 | 75.660 | ||
| 1086 | 2008.11.25 14:00 | sell | 544 | 0.03 | 77.644 | 79.760 | 76.040 | ||
| 1087 | 2008.11.26 01:00 | sell | 545 | 0.02 | 77.566 | 79.760 | 75.910 | ||
| 1088 | 2008.11.27 10:00 | sell | 546 | 0.01 | 77.375 | 79.760 | 75.765 | ||
| 1089 | 2008.12.01 10:23 | t/p | 544 | 0.03 | 76.032 | 79.760 | 76.040 | 4836.00 | 2293722.00 |
| 1090 | 2008.12.01 10:23 | t/p | 545 | 0.02 | 75.906 | 79.760 | 75.910 | 3320.00 | 2297042.00 |
| 1091 | 2008.12.01 11:21 | t/p | 546 | 0.01 | 75.764 | 79.760 | 75.765 | 1611.00 | 2298653.00 |
| 1092 | 2008.12.01 11:30 | t/p | 543 | 0.01 | 75.663 | 79.760 | 75.660 | 1603.00 | 2300256.00 |
| 1093 | 2008.12.01 14:00 | sell | 547 | 0.01 | 75.454 | 77.945 | 73.845 | ||
| 1094 | 2008.12.01 21:00 | sell | 548 | 0.02 | 75.648 | 77.945 | 74.040 | ||
| 1095 | 2008.12.02 21:10 | t/p | 548 | 0.02 | 74.034 | 77.945 | 74.040 | 3228.00 | 2303484.00 |
| 1096 | 2008.12.03 15:17 | t/p | 547 | 0.01 | 73.842 | 77.945 | 73.845 | 1612.00 | 2305096.00 |
| 1097 | 2008.12.03 19:00 | sell | 549 | 0.01 | 74.162 | 76.660 | 72.560 | ||
| 1098 | 2008.12.04 21:27 | t/p | 549 | 0.01 | 72.561 | 76.660 | 72.560 | 1601.00 | 2306697.00 |
| 1099 | 2008.12.04 23:00 | sell | 550 | 0.01 | 72.153 | 74.660 | 70.560 | ||
| 1100 | 2008.12.05 03:00 | sell | 551 | 0.02 | 72.390 | 74.660 | 70.785 | ||
| 1101 | 2008.12.05 07:00 | sell | 552 | 0.01 | 72.248 | 74.660 | 70.655 | ||
| 1102 | 2008.12.05 15:41 | t/p | 551 | 0.02 | 70.780 | 74.660 | 70.785 | 3220.00 | 2309917.00 |
| 1103 | 2008.12.05 15:43 | t/p | 552 | 0.01 | 70.654 | 74.660 | 70.655 | 1594.00 | 2311511.00 |
| 1104 | 2008.12.05 16:00 | close | 550 | 0.01 | 70.980 | 74.660 | 70.560 | 1173.00 | 2312684.00 |
| 1105 | 2008.12.05 17:00 | sell | 553 | 0.01 | 70.966 | 73.470 | 69.370 | ||
| 1106 | 2008.12.05 18:00 | close | 553 | 0.01 | 70.807 | 73.470 | 69.370 | 159.00 | 2312843.00 |
| 1107 | 2008.12.05 18:00 | sell | 554 | 0.01 | 70.787 | 73.285 | 69.185 | ||
| 1108 | 2008.12.05 19:00 | sell | 555 | 0.02 | 71.039 | 73.285 | 69.445 | ||
| 1109 | 2008.12.05 22:29 | s/l | 554 | 0.01 | 73.277 | 73.285 | 69.185 | -2490.00 | 2310353.00 |
| 1110 | 2008.12.05 22:29 | s/l | 555 | 0.02 | 73.276 | 73.285 | 69.445 | -4474.00 | 2305879.00 |
| 1111 | 2008.12.09 03:00 | sell | 556 | 0.01 | 74.019 | 76.520 | 72.420 | ||
| 1112 | 2008.12.12 06:21 | t/p | 556 | 0.01 | 72.405 | 76.520 | 72.420 | 1614.00 | 2307493.00 |
| 1113 | 2008.12.15 21:00 | sell | 557 | 0.01 | 73.188 | 75.680 | 71.580 | ||
| 1114 | 2008.12.16 07:00 | buy | 558 | 0.01 | 73.550 | 71.045 | 75.145 | ||
| 1115 | 2008.12.18 03:00 | buy | 559 | 0.01 | 73.420 | 70.930 | 75.030 | ||
| 1116 | 2008.12.18 11:42 | t/p | 559 | 0.01 | 75.051 | 70.930 | 75.030 | 1631.00 | 2309124.00 |
| 1117 | 2008.12.18 11:42 | t/p | 558 | 0.01 | 75.144 | 71.045 | 75.145 | 1594.00 | 2310718.00 |
| 1118 | 2008.12.18 14:00 | buy | 560 | 0.01 | 74.817 | 72.310 | 76.410 | ||
| 1119 | 2008.12.18 15:00 | buy | 561 | 0.04 | 74.371 | 71.880 | 75.980 | ||
| 1120 | 2008.12.18 16:00 | buy | 562 | 0.09 | 74.111 | 71.620 | 75.720 | ||
| 1121 | 2008.12.18 17:00 | buy | 563 | 0.15 | 73.901 | 71.420 | 75.520 | ||
| 1122 | 2008.12.18 21:00 | buy | 564 | 0.03 | 74.435 | 71.945 | 76.045 | ||
| 1123 | 2008.12.18 22:00 | buy | 565 | 0.02 | 74.540 | 72.035 | 76.135 | ||
| 1124 | 2008.12.19 10:57 | s/l | 560 | 0.01 | 72.275 | 72.310 | 76.410 | -2542.00 | 2308176.00 |
| 1125 | 2008.12.19 10:58 | s/l | 565 | 0.02 | 72.020 | 72.035 | 76.135 | -5040.00 | 2303136.00 |
| 1126 | 2008.12.19 10:58 | s/l | 564 | 0.03 | 71.917 | 71.945 | 76.045 | -7554.00 | 2295582.00 |
| 1127 | 2008.12.19 10:58 | s/l | 561 | 0.04 | 71.875 | 71.880 | 75.980 | -9984.00 | 2285598.00 |
| 1128 | 2008.12.19 11:00 | close | 562 | 0.09 | 71.830 | 71.620 | 75.720 | -20529.00 | 2265069.00 |
| 1129 | 2008.12.19 11:00 | close | 563 | 0.15 | 71.830 | 71.420 | 75.520 | -31065.00 | 2234004.00 |
| 1130 | 2008.12.19 11:01 | t/p | 557 | 0.01 | 71.552 | 75.680 | 71.580 | 1636.00 | 2235640.00 |
| 1131 | 2008.12.22 04:00 | buy | 566 | 0.01 | 74.161 | 71.650 | 75.750 | ||
| 1132 | 2008.12.23 16:00 | buy | 567 | 0.02 | 73.989 | 71.480 | 75.580 | ||
| 1133 | 2008.12.30 20:00 | buy | 568 | 0.01 | 74.079 | 71.580 | 75.680 | ||
| 1134 | 2008.12.31 18:00 | close | 566 | 0.01 | 73.376 | 71.650 | 75.750 | -785.00 | 2234855.00 |
| 1135 | 2008.12.31 18:00 | close | 567 | 0.02 | 73.383 | 71.480 | 75.580 | -1212.00 | 2233643.00 |
| 1136 | 2008.12.31 18:00 | close | 568 | 0.01 | 73.379 | 71.580 | 75.680 | -700.00 | 2232943.00 |
| 1137 | 2008.12.31 21:02 | buy | 569 | 0.01 | 74.604 | 72.070 | 76.170 | ||
| 1138 | 2009.01.02 03:00 | buy | 570 | 0.02 | 74.357 | 71.850 | 75.950 | ||
| 1139 | 2009.01.02 04:01 | buy | 571 | 0.02 | 74.385 | 71.930 | 76.030 | ||
| 1140 | 2009.01.02 21:26 | t/p | 570 | 0.02 | 75.973 | 71.850 | 75.950 | 3232.00 | 2236175.00 |
| 1141 | 2009.01.02 21:27 | t/p | 571 | 0.02 | 76.038 | 71.930 | 76.030 | 3306.00 | 2239481.00 |
| 1142 | 2009.01.02 23:20 | t/p | 569 | 0.01 | 76.197 | 72.070 | 76.170 | 1593.00 | 2241074.00 |
| 1143 | 2009.01.05 07:03 | buy | 572 | 0.01 | 75.868 | 73.385 | 77.485 | ||
| 1144 | 2009.01.05 17:12 | t/p | 572 | 0.01 | 77.489 | 73.385 | 77.485 | 1621.00 | 2242695.00 |
| 1145 | 2009.01.08 18:00 | buy | 573 | 0.01 | 77.077 | 74.595 | 78.695 | ||
| 1146 | 2009.01.12 17:05 | s/l | 573 | 0.01 | 74.597 | 74.595 | 78.695 | -2480.00 | 2240215.00 |
| 1147 | 2009.01.14 02:00 | buy | 574 | 0.01 | 73.033 | 70.580 | 74.640 | ||
| 1148 | 2009.01.15 13:00 | buy | 575 | 0.99 | 71.518 | 70.575 | 73.125 | ||
| 1149 | 2009.01.16 12:40 | t/p | 575 | 0.99 | 73.140 | 70.575 | 73.125 | 160578.00 | 2400793.00 |
| 1150 | 2009.01.16 16:00 | buy | 576 | 0.02 | 72.793 | 70.580 | 74.380 | ||
| 1151 | 2009.01.20 12:00 | buy | 577 | 0.15 | 72.178 | 70.615 | 73.775 | ||
| 1152 | 2009.01.21 10:07 | s/l | 577 | 0.15 | 70.624 | 70.615 | 73.775 | -23310.00 | 2377483.00 |
| 1153 | 2009.01.21 10:09 | s/l | 574 | 0.01 | 70.578 | 70.580 | 74.640 | -2455.00 | 2375028.00 |
| 1154 | 2009.01.21 10:09 | s/l | 576 | 0.02 | 70.563 | 70.580 | 74.380 | -4460.00 | 2370568.00 |
| 1155 | 2009.01.21 13:00 | buy | 578 | 0.01 | 71.238 | 70.465 | 72.835 | ||
| 1156 | 2009.01.21 17:29 | s/l | 578 | 0.01 | 70.461 | 70.465 | 72.835 | -777.00 | 2369791.00 |
| 1157 | 2009.01.22 21:00 | buy | 579 | 0.01 | 70.841 | 68.380 | 72.435 | ||
| 1158 | 2009.01.22 23:00 | buy | 580 | 0.01 | 70.814 | 68.390 | 72.380 | ||
| 1159 | 2009.01.23 21:00 | t/p | 580 | 0.01 | 72.380 | 68.390 | 72.380 | 1566.00 | 2371357.00 |
| 1160 | 2009.01.23 21:00 | t/p | 579 | 0.01 | 72.442 | 68.380 | 72.435 | 1601.00 | 2372958.00 |
| 1161 | 2009.01.26 12:00 | buy | 581 | 0.01 | 72.749 | 70.250 | 74.350 | ||
| 1162 | 2009.01.26 18:00 | close | 581 | 0.01 | 73.519 | 70.250 | 74.350 | 770.00 | 2373728.00 |
| 1163 | 2009.01.26 23:00 | buy | 582 | 0.01 | 72.744 | 70.250 | 74.350 | ||
| 1164 | 2009.01.28 17:39 | t/p | 582 | 0.01 | 74.348 | 70.250 | 74.350 | 1604.00 | 2375332.00 |
| 1165 | 2009.01.28 19:00 | buy | 583 | 0.01 | 74.317 | 71.800 | 75.900 | ||
| 1166 | 2009.01.28 20:00 | buy | 584 | 0.01 | 74.212 | 71.720 | 75.820 | ||
| 1167 | 2009.01.30 20:00 | buy | 585 | 0.85 | 72.851 | 70.350 | 74.450 | ||
| 1168 | 2009.01.30 23:00 | buy | 586 | 0.13 | 73.278 | 70.785 | 74.885 | ||
| 1169 | 2009.02.02 11:23 | s/l | 583 | 0.01 | 71.795 | 71.800 | 75.900 | -2522.00 | 2372810.00 |
| 1170 | 2009.02.02 12:35 | s/l | 584 | 0.01 | 71.726 | 71.720 | 75.820 | -2486.00 | 2370324.00 |
| 1171 | 2009.02.03 06:04 | buy | 587 | 0.01 | 72.329 | 69.930 | 74.030 | ||
| 1172 | 2009.02.03 07:00 | buy | 588 | 0.01 | 72.262 | 69.745 | 73.845 | ||
| 1173 | 2009.02.05 18:27 | t/p | 588 | 0.01 | 73.844 | 69.745 | 73.845 | 1582.00 | 2371906.00 |
| 1174 | 2009.02.05 18:33 | t/p | 587 | 0.01 | 74.027 | 69.930 | 74.030 | 1698.00 | 2373604.00 |
| 1175 | 2009.02.05 19:05 | t/p | 585 | 0.85 | 74.457 | 70.350 | 74.450 | 136510.00 | 2510114.00 |
| 1176 | 2009.02.05 19:09 | t/p | 586 | 0.13 | 74.894 | 70.785 | 74.885 | 21008.00 | 2531122.00 |
| 1177 | 2009.02.06 22:00 | buy | 589 | 0.01 | 75.165 | 72.660 | 76.760 | ||
| 1178 | 2009.02.09 18:00 | buy | 590 | 0.01 | 75.095 | 72.600 | 76.700 | ||
| 1179 | 2009.02.10 21:15 | s/l | 589 | 0.01 | 72.652 | 72.660 | 76.760 | -2513.00 | 2528609.00 |
| 1180 | 2009.02.10 21:17 | s/l | 590 | 0.01 | 72.593 | 72.600 | 76.700 | -2502.00 | 2526107.00 |
| 1181 | 2009.02.11 20:00 | buy | 591 | 0.01 | 72.748 | 70.245 | 74.345 | ||
| 1182 | 2009.02.12 10:00 | buy | 592 | 0.01 | 72.699 | 70.195 | 74.295 | ||
| 1183 | 2009.02.13 11:42 | t/p | 592 | 0.01 | 74.301 | 70.195 | 74.295 | 1602.00 | 2527709.00 |
| 1184 | 2009.02.13 11:46 | t/p | 591 | 0.01 | 74.346 | 70.245 | 74.345 | 1598.00 | 2529307.00 |
| 1185 | 2009.02.13 13:00 | buy | 593 | 0.01 | 74.282 | 71.765 | 75.865 | ||
| 1186 | 2009.02.13 14:01 | buy | 594 | 0.02 | 74.086 | 71.555 | 75.655 | ||
| 1187 | 2009.02.13 17:00 | buy | 595 | 0.02 | 74.168 | 71.580 | 75.680 | ||
| 1188 | 2009.02.13 18:00 | buy | 596 | 0.01 | 74.196 | 71.690 | 75.790 | ||
| 1189 | 2009.02.13 19:00 | buy | 597 | 0.04 | 73.857 | 71.355 | 75.455 | ||
| 1190 | 2009.02.13 20:00 | buy | 598 | 0.03 | 73.875 | 71.370 | 75.470 | ||
| 1191 | 2009.02.18 07:00 | buy | 599 | 0.40 | 73.070 | 70.575 | 74.675 | ||
| 1192 | 2009.02.18 08:03 | buy | 600 | 0.24 | 73.291 | 70.760 | 74.860 | ||
| 1193 | 2009.02.18 10:00 | buy | 601 | 0.15 | 73.452 | 70.955 | 75.055 | ||
| 1194 | 2009.02.18 13:00 | buy | 602 | 0.08 | 73.347 | 70.850 | 74.950 | ||
| 1195 | 2009.02.18 19:19 | t/p | 599 | 0.40 | 74.678 | 70.575 | 74.675 | 64320.00 | 2593627.00 |
| 1196 | 2009.02.19 11:09 | t/p | 600 | 0.24 | 74.866 | 70.760 | 74.860 | 37800.00 | 2631427.00 |
| 1197 | 2009.02.19 12:36 | t/p | 602 | 0.08 | 74.947 | 70.850 | 74.950 | 12800.00 | 2644227.00 |
| 1198 | 2009.02.19 12:39 | t/p | 601 | 0.15 | 75.050 | 70.955 | 75.055 | 23970.00 | 2668197.00 |
| 1199 | 2009.02.19 16:02 | t/p | 597 | 0.04 | 75.456 | 71.355 | 75.455 | 6396.00 | 2674593.00 |
| 1200 | 2009.02.19 16:03 | t/p | 598 | 0.03 | 75.476 | 71.370 | 75.470 | 4803.00 | 2679396.00 |