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 |
| 1201 | 2009.02.23 11:28 | t/p | 594 | 0.02 | 75.657 | 71.555 | 75.655 | 3142.00 | 2682538.00 |
| 1202 | 2009.02.23 11:29 | t/p | 595 | 0.02 | 75.682 | 71.580 | 75.680 | 3028.00 | 2685566.00 |
| 1203 | 2009.02.23 11:35 | t/p | 596 | 0.01 | 75.792 | 71.690 | 75.790 | 1596.00 | 2687162.00 |
| 1204 | 2009.02.23 11:43 | t/p | 593 | 0.01 | 75.871 | 71.765 | 75.865 | 1589.00 | 2688751.00 |
| 1205 | 2009.02.23 14:00 | buy | 603 | 0.01 | 76.205 | 73.715 | 77.815 | ||
| 1206 | 2009.02.23 15:00 | buy | 604 | 0.02 | 75.905 | 73.395 | 77.495 | ||
| 1207 | 2009.02.23 18:00 | buy | 605 | 0.09 | 75.470 | 72.975 | 77.075 | ||
| 1208 | 2009.02.23 19:00 | buy | 606 | 0.05 | 75.656 | 73.165 | 77.265 | ||
| 1209 | 2009.02.23 21:00 | buy | 607 | 0.04 | 75.740 | 73.235 | 77.335 | ||
| 1210 | 2009.02.24 07:00 | buy | 608 | 0.02 | 76.051 | 73.550 | 77.650 | ||
| 1211 | 2009.02.24 16:39 | t/p | 605 | 0.09 | 77.089 | 72.975 | 77.075 | 14571.00 | 2703322.00 |
| 1212 | 2009.02.24 16:41 | t/p | 606 | 0.05 | 77.274 | 73.165 | 77.265 | 8090.00 | 2711412.00 |
| 1213 | 2009.02.24 16:52 | t/p | 607 | 0.04 | 77.344 | 73.235 | 77.335 | 6416.00 | 2717828.00 |
| 1214 | 2009.02.24 17:10 | t/p | 604 | 0.02 | 77.493 | 73.395 | 77.495 | 3176.00 | 2721004.00 |
| 1215 | 2009.02.24 17:30 | t/p | 608 | 0.02 | 77.657 | 73.550 | 77.650 | 3212.00 | 2724216.00 |
| 1216 | 2009.02.24 17:32 | t/p | 603 | 0.01 | 77.817 | 73.715 | 77.815 | 1612.00 | 2725828.00 |
| 1217 | 2009.02.25 06:00 | buy | 609 | 0.01 | 77.753 | 75.250 | 79.350 | ||
| 1218 | 2009.02.26 18:26 | t/p | 609 | 0.01 | 79.352 | 75.250 | 79.350 | 1599.00 | 2727427.00 |
| 1219 | 2009.02.27 00:02 | buy | 610 | 0.01 | 78.592 | 76.090 | 80.190 | ||
| 1220 | 2009.03.02 01:23 | s/l | 610 | 0.01 | 76.073 | 76.090 | 80.190 | -2519.00 | 2724908.00 |
| 1221 | 2009.03.03 07:00 | buy | 611 | 0.01 | 75.798 | 73.305 | 77.405 | ||
| 1222 | 2009.03.04 16:03 | t/p | 611 | 0.01 | 77.402 | 73.305 | 77.405 | 1604.00 | 2726512.00 |
| 1223 | 2009.03.04 16:03 | buy | 612 | 0.01 | 77.423 | 74.860 | 78.960 | ||
| 1224 | 2009.03.04 18:00 | buy | 613 | 0.01 | 77.356 | 74.850 | 78.950 | ||
| 1225 | 2009.03.06 17:00 | buy | 614 | 0.19 | 76.447 | 73.940 | 78.040 | ||
| 1226 | 2009.03.09 03:00 | buy | 615 | 0.24 | 76.381 | 73.890 | 77.990 | ||
| 1227 | 2009.03.09 04:00 | buy | 616 | 0.15 | 76.535 | 74.040 | 78.140 | ||
| 1228 | 2009.03.09 08:00 | buy | 617 | 0.31 | 76.329 | 73.805 | 77.905 | ||
| 1229 | 2009.03.09 14:00 | buy | 618 | 0.09 | 76.581 | 74.090 | 78.190 | ||
| 1230 | 2009.03.12 06:20 | s/l | 612 | 0.01 | 74.863 | 74.860 | 78.960 | -2560.00 | 2723952.00 |
| 1231 | 2009.03.12 06:20 | s/l | 613 | 0.01 | 74.850 | 74.850 | 78.950 | -2506.00 | 2721446.00 |
| 1232 | 2009.03.12 11:46 | s/l | 618 | 0.09 | 74.087 | 74.090 | 78.190 | -22446.00 | 2699000.00 |
| 1233 | 2009.03.12 11:48 | s/l | 616 | 0.15 | 74.038 | 74.040 | 78.140 | -37455.00 | 2661545.00 |
| 1234 | 2009.03.12 17:00 | buy | 619 | 0.01 | 75.498 | 73.005 | 77.105 | ||
| 1235 | 2009.03.13 11:47 | t/p | 619 | 0.01 | 77.099 | 73.005 | 77.105 | 1601.00 | 2663146.00 |
| 1236 | 2009.03.13 13:00 | buy | 620 | 0.01 | 77.033 | 74.535 | 78.635 | ||
| 1237 | 2009.03.13 14:00 | buy | 621 | 0.03 | 76.598 | 74.155 | 78.255 | ||
| 1238 | 2009.03.13 15:00 | buy | 622 | 0.04 | 76.609 | 74.110 | 78.210 | ||
| 1239 | 2009.03.13 19:00 | buy | 623 | 0.02 | 76.897 | 74.400 | 78.500 | ||
| 1240 | 2009.03.13 20:00 | buy | 624 | 0.01 | 76.936 | 74.445 | 78.545 | ||
| 1241 | 2009.03.18 15:48 | t/p | 617 | 0.31 | 77.895 | 73.805 | 77.905 | 48546.00 | 2711692.00 |
| 1242 | 2009.03.20 13:00 | buy | 625 | 0.02 | 76.755 | 74.265 | 78.365 | ||
| 1243 | 2009.03.23 05:02 | t/p | 615 | 0.24 | 77.981 | 73.890 | 77.990 | 38400.00 | 2750092.00 |
| 1244 | 2009.03.23 05:11 | t/p | 614 | 0.19 | 78.037 | 73.940 | 78.040 | 30210.00 | 2780302.00 |
| 1245 | 2009.03.23 05:44 | t/p | 622 | 0.04 | 78.200 | 74.110 | 78.210 | 6364.00 | 2786666.00 |
| 1246 | 2009.03.23 05:44 | t/p | 621 | 0.03 | 78.251 | 74.155 | 78.255 | 4959.00 | 2791625.00 |
| 1247 | 2009.03.23 14:04 | t/p | 625 | 0.02 | 78.357 | 74.265 | 78.365 | 3204.00 | 2794829.00 |
| 1248 | 2009.03.23 14:16 | t/p | 623 | 0.02 | 78.503 | 74.400 | 78.500 | 3212.00 | 2798041.00 |
| 1249 | 2009.03.23 14:16 | t/p | 624 | 0.01 | 78.545 | 74.445 | 78.545 | 1609.00 | 2799650.00 |
| 1250 | 2009.03.23 14:20 | t/p | 620 | 0.01 | 78.633 | 74.535 | 78.635 | 1600.00 | 2801250.00 |
| 1251 | 2009.03.23 16:00 | buy | 626 | 0.01 | 78.361 | 75.865 | 79.965 | ||
| 1252 | 2009.03.24 03:52 | t/p | 626 | 0.01 | 79.977 | 75.865 | 79.965 | 1616.00 | 2802866.00 |
| 1253 | 2009.03.25 19:00 | buy | 627 | 0.01 | 79.802 | 77.300 | 81.400 | ||
| 1254 | 2009.03.25 20:00 | buy | 628 | 0.01 | 79.700 | 77.205 | 81.305 | ||
| 1255 | 2009.03.26 03:00 | buy | 629 | 0.03 | 79.501 | 76.995 | 81.095 | ||
| 1256 | 2009.03.26 05:00 | buy | 630 | 0.02 | 79.507 | 77.010 | 81.110 | ||
| 1257 | 2009.03.30 09:24 | s/l | 627 | 0.01 | 77.296 | 77.300 | 81.400 | -2506.00 | 2800360.00 |
| 1258 | 2009.03.30 10:11 | s/l | 628 | 0.01 | 77.199 | 77.205 | 81.305 | -2501.00 | 2797859.00 |
| 1259 | 2009.03.30 10:13 | s/l | 629 | 0.03 | 76.970 | 76.995 | 81.095 | -7593.00 | 2790266.00 |
| 1260 | 2009.03.30 10:13 | s/l | 630 | 0.02 | 76.970 | 77.010 | 81.110 | -5074.00 | 2785192.00 |
| 1261 | 2009.03.31 06:00 | buy | 631 | 0.01 | 78.039 | 75.545 | 79.645 | ||
| 1262 | 2009.03.31 09:00 | buy | 632 | 0.02 | 77.800 | 75.310 | 79.410 | ||
| 1263 | 2009.04.02 12:27 | t/p | 632 | 0.02 | 79.405 | 75.310 | 79.410 | 3210.00 | 2788402.00 |
| 1264 | 2009.04.02 13:24 | t/p | 631 | 0.01 | 79.658 | 75.545 | 79.645 | 1619.00 | 2790021.00 |
| 1265 | 2009.04.02 15:00 | buy | 633 | 0.01 | 79.509 | 77.005 | 81.105 | ||
| 1266 | 2009.04.03 04:00 | close | 633 | 0.01 | 80.645 | 77.005 | 81.105 | 1136.00 | 2791157.00 |
| 1267 | 2009.04.03 04:01 | buy | 634 | 0.01 | 80.662 | 78.190 | 82.290 | ||
| 1268 | 2009.04.03 05:00 | buy | 635 | 0.02 | 80.414 | 77.920 | 82.020 | ||
| 1269 | 2009.04.03 06:00 | buy | 636 | 0.02 | 80.506 | 78.005 | 82.105 | ||
| 1270 | 2009.04.03 07:00 | buy | 637 | 0.03 | 80.352 | 77.840 | 81.940 | ||
| 1271 | 2009.04.03 14:00 | buy | 638 | 0.01 | 80.589 | 78.090 | 82.190 | ||
| 1272 | 2009.04.06 02:16 | t/p | 637 | 0.03 | 81.945 | 77.840 | 81.940 | 4779.00 | 2795936.00 |
| 1273 | 2009.04.06 03:02 | t/p | 635 | 0.02 | 82.034 | 77.920 | 82.020 | 3240.00 | 2799176.00 |
| 1274 | 2009.04.06 03:05 | t/p | 636 | 0.02 | 82.120 | 78.005 | 82.105 | 3228.00 | 2802404.00 |
| 1275 | 2009.04.06 03:09 | t/p | 638 | 0.01 | 82.188 | 78.090 | 82.190 | 1599.00 | 2804003.00 |
| 1276 | 2009.04.06 04:13 | t/p | 634 | 0.01 | 82.281 | 78.190 | 82.290 | 1619.00 | 2805622.00 |
| 1277 | 2009.04.06 05:00 | buy | 639 | 0.01 | 82.252 | 79.745 | 83.845 | ||
| 1278 | 2009.04.07 20:00 | buy | 640 | 0.19 | 81.293 | 78.795 | 82.895 | ||
| 1279 | 2009.04.07 21:00 | buy | 641 | 0.31 | 81.155 | 78.655 | 82.755 | ||
| 1280 | 2009.04.07 22:00 | buy | 642 | 0.24 | 81.191 | 78.695 | 82.795 | ||
| 1281 | 2009.04.08 02:00 | buy | 643 | 0.11 | 81.465 | 78.970 | 83.070 | ||
| 1282 | 2009.04.08 03:00 | buy | 644 | 0.14 | 81.410 | 78.905 | 83.005 | ||
| 1283 | 2009.04.13 20:00 | sell | 645 | 0.01 | 81.840 | 82.895 | 80.430 | ||
| 1284 | 2009.04.14 02:03 | sell | 646 | 0.01 | 81.973 | 82.895 | 80.510 | ||
| 1285 | 2009.04.16 03:50 | t/p | 641 | 0.31 | 82.758 | 78.655 | 82.755 | 49693.00 | 2855315.00 |
| 1286 | 2009.04.16 03:51 | t/p | 642 | 0.24 | 82.801 | 78.695 | 82.795 | 38640.00 | 2893955.00 |
| 1287 | 2009.04.16 09:00 | sell | 647 | 0.03 | 82.004 | 82.895 | 80.600 | ||
| 1288 | 2009.04.16 15:00 | sell | 648 | 0.02 | 81.967 | 82.895 | 80.560 | ||
| 1289 | 2009.04.16 22:00 | sell | 649 | 0.04 | 82.049 | 82.895 | 80.650 | ||
| 1290 | 2009.04.17 15:00 | sell | 650 | 0.02 | 81.922 | 82.895 | 80.520 | ||
| 1291 | 2009.04.20 12:50 | t/p | 649 | 0.04 | 80.641 | 82.895 | 80.650 | 5632.00 | 2899587.00 |
| 1292 | 2009.04.20 12:56 | t/p | 647 | 0.03 | 80.595 | 82.895 | 80.600 | 4227.00 | 2903814.00 |
| 1293 | 2009.04.20 12:56 | t/p | 648 | 0.02 | 80.562 | 82.895 | 80.560 | 2810.00 | 2906624.00 |
| 1294 | 2009.04.20 12:57 | t/p | 650 | 0.02 | 80.522 | 82.895 | 80.520 | 2800.00 | 2909424.00 |
| 1295 | 2009.04.20 12:58 | t/p | 646 | 0.01 | 80.507 | 82.895 | 80.510 | 1466.00 | 2910890.00 |
| 1296 | 2009.04.20 13:04 | t/p | 645 | 0.01 | 80.439 | 82.895 | 80.430 | 1401.00 | 2912291.00 |
| 1297 | 2009.04.20 14:00 | sell | 651 | 0.01 | 80.311 | 82.510 | 78.910 | ||
| 1298 | 2009.04.20 15:19 | s/l | 639 | 0.01 | 79.752 | 79.745 | 83.845 | -2500.00 | 2909791.00 |
| 1299 | 2009.04.20 22:00 | close | 651 | 0.01 | 79.059 | 82.510 | 78.910 | 1252.00 | 2911043.00 |
| 1300 | 2009.04.20 22:59 | s/l | 643 | 0.11 | 78.973 | 78.970 | 83.070 | -27412.00 | 2883631.00 |
| 1301 | 2009.04.21 02:56 | s/l | 644 | 0.14 | 78.903 | 78.905 | 83.005 | -35098.00 | 2848533.00 |
| 1302 | 2009.04.21 02:59 | s/l | 640 | 0.19 | 78.797 | 78.795 | 82.895 | -47424.00 | 2801109.00 |
| 1303 | 2009.04.21 07:00 | sell | 652 | 0.01 | 79.340 | 81.545 | 77.945 | ||
| 1304 | 2009.04.21 10:00 | close | 652 | 0.01 | 78.989 | 81.545 | 77.945 | 351.00 | 2801460.00 |
| 1305 | 2009.04.21 11:00 | sell | 653 | 0.01 | 79.103 | 81.310 | 77.710 | ||
| 1306 | 2009.04.22 05:00 | sell | 654 | 0.02 | 79.322 | 81.310 | 77.930 | ||
| 1307 | 2009.04.22 09:00 | sell | 655 | 0.02 | 79.369 | 81.310 | 77.970 | ||
| 1308 | 2009.04.24 13:00 | sell | 656 | 0.04 | 79.502 | 81.310 | 78.110 | ||
| 1309 | 2009.04.28 00:03 | sell | 657 | 0.01 | 79.230 | 81.310 | 77.825 | ||
| 1310 | 2009.04.28 09:47 | t/p | 656 | 0.04 | 78.107 | 81.310 | 78.110 | 5580.00 | 2807040.00 |
| 1311 | 2009.04.29 21:22 | s/l | 653 | 0.01 | 81.347 | 81.310 | 77.710 | -2244.00 | 2804796.00 |
| 1312 | 2009.04.29 21:22 | s/l | 654 | 0.02 | 81.355 | 81.310 | 77.930 | -4066.00 | 2800730.00 |
| 1313 | 2009.04.29 21:22 | s/l | 655 | 0.02 | 81.343 | 81.310 | 77.970 | -3948.00 | 2796782.00 |
| 1314 | 2009.04.29 21:22 | s/l | 657 | 0.01 | 81.340 | 81.310 | 77.825 | -2110.00 | 2794672.00 |
| 1315 | 2009.05.01 13:00 | buy | 658 | 0.01 | 83.650 | 81.160 | 85.260 | ||
| 1316 | 2009.05.05 07:05 | sell | 659 | 0.01 | 83.972 | 84.575 | 82.570 | ||
| 1317 | 2009.05.05 11:55 | s/l | 659 | 0.01 | 84.581 | 84.575 | 82.570 | -609.00 | 2794063.00 |
| 1318 | 2009.05.05 15:00 | close | 658 | 0.01 | 84.353 | 81.160 | 85.260 | 703.00 | 2794766.00 |
| 1319 | 2009.05.05 15:00 | buy | 660 | 0.01 | 84.371 | 81.880 | 85.980 | ||
| 1320 | 2009.05.05 19:00 | sell | 661 | 0.01 | 83.996 | 84.730 | 82.590 | ||
| 1321 | 2009.05.06 00:02 | sell | 662 | 0.02 | 84.091 | 84.730 | 82.685 | ||
| 1322 | 2009.05.06 01:00 | sell | 663 | 0.02 | 84.070 | 84.730 | 82.670 | ||
| 1323 | 2009.05.06 17:00 | buy | 664 | 0.01 | 84.375 | 81.780 | 85.880 | ||
| 1324 | 2009.05.07 03:23 | s/l | 661 | 0.01 | 84.721 | 84.730 | 82.590 | -725.00 | 2794041.00 |
| 1325 | 2009.05.07 03:23 | s/l | 662 | 0.02 | 84.740 | 84.730 | 82.685 | -1298.00 | 2792743.00 |
| 1326 | 2009.05.07 03:23 | s/l | 663 | 0.02 | 84.722 | 84.730 | 82.670 | -1304.00 | 2791439.00 |
| 1327 | 2009.05.07 22:00 | sell | 665 | 0.01 | 84.333 | 85.405 | 82.930 | ||
| 1328 | 2009.05.08 05:00 | sell | 666 | 0.07 | 84.595 | 85.405 | 83.200 | ||
| 1329 | 2009.05.08 06:00 | sell | 667 | 0.02 | 84.483 | 85.405 | 83.075 | ||
| 1330 | 2009.05.08 13:24 | s/l | 665 | 0.01 | 85.400 | 85.405 | 82.930 | -1067.00 | 2790372.00 |
| 1331 | 2009.05.08 13:24 | s/l | 666 | 0.07 | 85.415 | 85.405 | 83.200 | -5740.00 | 2784632.00 |
| 1332 | 2009.05.08 13:24 | s/l | 667 | 0.02 | 85.411 | 85.405 | 83.075 | -1856.00 | 2782776.00 |
| 1333 | 2009.05.11 00:26 | t/p | 664 | 0.01 | 85.886 | 81.780 | 85.880 | 1511.00 | 2784287.00 |
| 1334 | 2009.05.11 14:00 | sell | 668 | 0.01 | 84.753 | 85.935 | 83.355 | ||
| 1335 | 2009.05.12 04:23 | t/p | 668 | 0.01 | 83.351 | 85.935 | 83.355 | 1402.00 | 2785689.00 |
| 1336 | 2009.05.12 06:00 | sell | 669 | 0.01 | 83.575 | 85.770 | 82.170 | ||
| 1337 | 2009.05.13 18:32 | t/p | 669 | 0.01 | 82.170 | 85.770 | 82.170 | 1405.00 | 2787094.00 |
| 1338 | 2009.05.13 18:41 | s/l | 660 | 0.01 | 81.878 | 81.880 | 85.980 | -2493.00 | 2784601.00 |
| 1339 | 2009.05.13 20:00 | sell | 670 | 0.01 | 81.997 | 84.195 | 80.595 | ||
| 1340 | 2009.05.15 18:57 | t/p | 670 | 0.01 | 80.591 | 84.195 | 80.595 | 1406.00 | 2786007.00 |
| 1341 | 2009.05.15 20:00 | sell | 671 | 0.01 | 80.550 | 82.755 | 79.155 | ||
| 1342 | 2009.05.15 21:00 | sell | 672 | 0.02 | 80.734 | 82.755 | 79.335 | ||
| 1343 | 2009.05.15 23:00 | sell | 673 | 0.01 | 80.645 | 82.755 | 79.240 | ||
| 1344 | 2009.05.18 19:31 | s/l | 671 | 0.01 | 82.762 | 82.755 | 79.155 | -2212.00 | 2783795.00 |
| 1345 | 2009.05.18 19:31 | s/l | 672 | 0.02 | 82.773 | 82.755 | 79.335 | -4078.00 | 2779717.00 |
| 1346 | 2009.05.18 19:31 | s/l | 673 | 0.01 | 82.777 | 82.755 | 79.240 | -2132.00 | 2777585.00 |
| 1347 | 2009.05.19 16:00 | sell | 674 | 0.01 | 82.773 | 84.970 | 81.370 | ||
| 1348 | 2009.05.20 00:03 | sell | 675 | 0.02 | 82.972 | 84.970 | 81.565 | ||
| 1349 | 2009.05.20 01:00 | sell | 676 | 0.02 | 83.032 | 84.970 | 81.630 | ||
| 1350 | 2009.05.21 08:00 | sell | 677 | 0.01 | 82.893 | 84.970 | 81.500 | ||