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 | |
1ページ目次へ
| # | 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 |
| 1 | 2007.01.02 23:00 | buy | 1 | 0.01 | 102.129 | 99.945 | 103.520 | ||
| 2 | 2007.01.03 11:00 | buy | 2 | 0.01 | 102.019 | 99.925 | 103.410 | ||
| 3 | 2007.01.03 12:00 | buy | 3 | 0.02 | 101.974 | 99.925 | 103.380 | ||
| 4 | 2007.01.05 17:00 | buy | 4 | 0.66 | 100.938 | 99.935 | 102.345 | ||
| 5 | 2007.01.05 18:00 | buy | 5 | 0.30 | 101.003 | 99.955 | 102.405 | ||
| 6 | 2007.01.11 10:14 | t/p | 4 | 0.66 | 102.359 | 99.935 | 102.345 | 93786.00 | 1093786.00 |
| 7 | 2007.01.11 10:24 | t/p | 5 | 0.30 | 102.405 | 99.955 | 102.405 | 42060.00 | 1135846.00 |
| 8 | 2007.01.16 05:00 | sell | 6 | 0.01 | 103.049 | 104.860 | 101.650 | ||
| 9 | 2007.01.16 16:01 | t/p | 3 | 0.02 | 103.406 | 99.925 | 103.380 | 2864.00 | 1138710.00 |
| 10 | 2007.01.16 16:01 | t/p | 2 | 0.01 | 103.420 | 99.925 | 103.410 | 1401.00 | 1140111.00 |
| 11 | 2007.01.18 17:12 | t/p | 1 | 0.01 | 103.527 | 99.945 | 103.520 | 1398.00 | 1141509.00 |
| 12 | 2007.01.19 05:00 | sell | 7 | 0.02 | 103.196 | 104.860 | 101.800 | ||
| 13 | 2007.01.19 06:00 | sell | 8 | 0.01 | 103.141 | 104.860 | 101.750 | ||
| 14 | 2007.01.19 15:00 | sell | 9 | 0.02 | 103.259 | 104.860 | 101.860 | ||
| 15 | 2007.01.22 10:00 | sell | 10 | 0.04 | 103.393 | 104.860 | 102.003 | ||
| 16 | 2007.01.22 19:00 | sell | 11 | 0.03 | 103.364 | 104.860 | 101.960 | ||
| 17 | 2007.01.25 11:42 | t/p | 10 | 0.04 | 101.991 | 104.860 | 102.003 | 5608.00 | 1147117.00 |
| 18 | 2007.01.25 17:00 | buy | 12 | 0.01 | 102.577 | 100.375 | 103.975 | ||
| 19 | 2007.02.02 03:00 | buy | 13 | 0.02 | 102.431 | 100.230 | 103.830 | ||
| 20 | 2007.02.05 11:25 | t/p | 11 | 0.03 | 101.941 | 104.860 | 101.960 | 4269.00 | 1151386.00 |
| 21 | 2007.02.05 11:37 | t/p | 9 | 0.02 | 101.833 | 104.860 | 101.860 | 2852.00 | 1154238.00 |
| 22 | 2007.02.05 12:59 | t/p | 7 | 0.02 | 101.786 | 104.860 | 101.800 | 2820.00 | 1157058.00 |
| 23 | 2007.02.05 13:04 | t/p | 8 | 0.01 | 101.755 | 104.860 | 101.750 | 1386.00 | 1158444.00 |
| 24 | 2007.02.05 16:17 | t/p | 6 | 0.01 | 101.639 | 104.860 | 101.650 | 1410.00 | 1159854.00 |
| 25 | 2007.02.06 10:00 | buy | 14 | 0.19 | 101.731 | 99.925 | 103.140 | ||
| 26 | 2007.02.06 11:00 | buy | 15 | 0.11 | 101.891 | 99.935 | 103.285 | ||
| 27 | 2007.02.06 12:01 | buy | 16 | 0.09 | 101.930 | 99.925 | 103.330 | ||
| 28 | 2007.02.06 18:00 | buy | 17 | 0.15 | 101.773 | 99.925 | 103.180 | ||
| 29 | 2007.02.07 12:00 | buy | 18 | 0.07 | 102.052 | 99.935 | 103.455 | ||
| 30 | 2007.02.08 09:00 | buy | 19 | 0.04 | 102.183 | 99.990 | 103.590 | ||
| 31 | 2007.02.08 13:00 | buy | 20 | 0.03 | 102.255 | 100.060 | 103.660 | ||
| 32 | 2007.02.09 14:25 | t/p | 14 | 0.19 | 103.139 | 99.925 | 103.140 | 26752.00 | 1186606.00 |
| 33 | 2007.02.09 14:28 | t/p | 17 | 0.15 | 103.182 | 99.925 | 103.180 | 21135.00 | 1207741.00 |
| 34 | 2007.02.09 14:31 | t/p | 15 | 0.11 | 103.301 | 99.935 | 103.285 | 15510.00 | 1223251.00 |
| 35 | 2007.02.09 15:15 | t/p | 16 | 0.09 | 103.326 | 99.925 | 103.330 | 12564.00 | 1235815.00 |
| 36 | 2007.02.09 17:00 | t/p | 18 | 0.07 | 103.476 | 99.935 | 103.455 | 9968.00 | 1245783.00 |
| 37 | 2007.02.09 18:15 | t/p | 19 | 0.04 | 103.595 | 99.990 | 103.590 | 5648.00 | 1251431.00 |
| 38 | 2007.02.09 18:21 | t/p | 20 | 0.03 | 103.682 | 100.060 | 103.660 | 4281.00 | 1255712.00 |
| 39 | 2007.02.12 13:40 | t/p | 13 | 0.02 | 103.842 | 100.230 | 103.830 | 2822.00 | 1258534.00 |
| 40 | 2007.02.12 13:40 | t/p | 12 | 0.01 | 103.991 | 100.375 | 103.975 | 1414.00 | 1259948.00 |
| 41 | 2007.02.12 14:00 | buy | 21 | 0.01 | 103.992 | 101.510 | 105.610 | ||
| 42 | 2007.02.12 17:00 | buy | 22 | 0.01 | 103.856 | 101.360 | 105.460 | ||
| 43 | 2007.02.12 23:00 | buy | 23 | 0.02 | 103.753 | 101.245 | 105.345 | ||
| 44 | 2007.02.13 01:00 | sell | 24 | 0.01 | 103.602 | 104.120 | 102.205 | ||
| 45 | 2007.02.13 18:00 | buy | 25 | 0.02 | 103.782 | 101.280 | 105.380 | ||
| 46 | 2007.02.14 11:00 | sell | 26 | 0.11 | 103.783 | 104.120 | 102.375 | ||
| 47 | 2007.02.14 12:00 | sell | 27 | 0.09 | 103.745 | 104.120 | 102.345 | ||
| 48 | 2007.02.14 13:00 | sell | 28 | 0.01 | 103.635 | 104.120 | 102.235 | ||
| 49 | 2007.02.16 10:33 | t/p | 26 | 0.11 | 102.371 | 104.120 | 102.375 | 15532.00 | 1275480.00 |
| 50 | 2007.02.16 10:33 | t/p | 27 | 0.09 | 102.344 | 104.120 | 102.345 | 12609.00 | 1288089.00 |
| 51 | 2007.02.21 16:09 | s/l | 24 | 0.01 | 104.133 | 104.120 | 102.205 | -531.00 | 1287558.00 |
| 52 | 2007.02.21 16:09 | s/l | 28 | 0.01 | 104.137 | 104.120 | 102.235 | -502.00 | 1287056.00 |
| 53 | 2007.02.26 12:00 | sell | 29 | 0.01 | 104.105 | 104.815 | 102.705 | ||
| 54 | 2007.02.27 14:45 | t/p | 29 | 0.01 | 102.698 | 104.815 | 102.705 | 1407.00 | 1288463.00 |
| 55 | 2007.02.27 15:00 | sell | 30 | 0.01 | 102.680 | 104.815 | 101.278 | ||
| 56 | 2007.02.27 21:42 | s/l | 21 | 0.01 | 101.494 | 101.510 | 105.610 | -2498.00 | 1285965.00 |
| 57 | 2007.02.27 21:53 | s/l | 22 | 0.01 | 101.354 | 101.360 | 105.460 | -2502.00 | 1283463.00 |
| 58 | 2007.02.27 21:57 | s/l | 25 | 0.02 | 101.272 | 101.280 | 105.380 | -5020.00 | 1278443.00 |
| 59 | 2007.02.27 22:01 | s/l | 23 | 0.02 | 101.236 | 101.245 | 105.345 | -5034.00 | 1273409.00 |
| 60 | 2007.02.27 22:01 | t/p | 30 | 0.01 | 101.273 | 104.815 | 101.278 | 1407.00 | 1274816.00 |
| 61 | 2007.03.01 02:00 | buy | 31 | 0.01 | 101.483 | 100.206 | 102.878 | ||
| 62 | 2007.03.01 15:01 | s/l | 31 | 0.01 | 100.196 | 100.206 | 102.878 | -1287.00 | 1273529.00 |
| 63 | 2007.03.02 11:00 | buy | 32 | 0.01 | 100.444 | 99.535 | 102.045 | ||
| 64 | 2007.03.02 14:09 | s/l | 32 | 0.01 | 99.533 | 99.535 | 102.045 | -911.00 | 1272618.00 |
| 65 | 2007.03.05 20:00 | buy | 33 | 0.01 | 98.269 | 97.515 | 99.860 | ||
| 66 | 2007.03.05 21:00 | buy | 34 | 0.02 | 98.222 | 97.535 | 99.820 | ||
| 67 | 2007.03.06 00:46 | s/l | 33 | 0.01 | 97.489 | 97.515 | 99.860 | -780.00 | 1271838.00 |
| 68 | 2007.03.06 00:46 | s/l | 34 | 0.02 | 97.488 | 97.535 | 99.820 | -1468.00 | 1270370.00 |
| 69 | 2007.03.06 04:00 | buy | 35 | 0.01 | 98.346 | 97.449 | 99.950 | ||
| 70 | 2007.03.09 15:30 | t/p | 35 | 0.01 | 99.984 | 97.449 | 99.950 | 1638.00 | 1272008.00 |
| 71 | 2007.03.09 17:00 | buy | 36 | 0.01 | 100.539 | 98.335 | 101.935 | ||
| 72 | 2007.03.13 22:00 | sell | 37 | 0.01 | 99.290 | 101.780 | 97.680 | ||
| 73 | 2007.03.14 18:00 | buy | 38 | 0.66 | 99.287 | 97.439 | 100.695 | ||
| 74 | 2007.03.15 01:00 | buy | 39 | 0.33 | 99.511 | 97.463 | 100.907 | ||
| 75 | 2007.03.20 14:29 | t/p | 38 | 0.66 | 100.700 | 97.439 | 100.695 | 93258.00 | 1365266.00 |
| 76 | 2007.03.20 15:37 | t/p | 39 | 0.33 | 100.920 | 97.463 | 100.907 | 46497.00 | 1411763.00 |
| 77 | 2007.03.21 16:30 | s/l | 37 | 0.01 | 101.781 | 101.780 | 97.680 | -2491.00 | 1409272.00 |
| 78 | 2007.03.22 19:32 | t/p | 36 | 0.01 | 101.934 | 98.335 | 101.935 | 1395.00 | 1410667.00 |
| 79 | 2007.03.22 20:00 | buy | 40 | 0.01 | 101.921 | 99.720 | 103.320 | ||
| 80 | 2007.03.26 10:00 | buy | 41 | 0.03 | 101.639 | 99.435 | 103.035 | ||
| 81 | 2007.03.26 12:00 | buy | 42 | 0.02 | 101.719 | 99.515 | 103.115 | ||
| 82 | 2007.03.26 13:00 | buy | 43 | 0.02 | 101.744 | 99.535 | 103.135 | ||
| 83 | 2007.03.26 15:00 | buy | 44 | 0.01 | 101.828 | 99.625 | 103.225 | ||
| 84 | 2007.03.29 07:00 | buy | 45 | 0.19 | 101.110 | 98.900 | 102.500 | ||
| 85 | 2007.03.29 09:00 | buy | 46 | 0.24 | 100.983 | 98.787 | 102.387 | ||
| 86 | 2007.03.29 10:00 | buy | 47 | 0.15 | 101.154 | 98.945 | 102.545 | ||
| 87 | 2007.03.29 11:00 | buy | 48 | 0.11 | 101.224 | 99.025 | 102.625 | ||
| 88 | 2007.03.29 13:00 | buy | 49 | 0.09 | 101.325 | 99.125 | 102.725 | ||
| 89 | 2007.03.29 16:00 | buy | 50 | 0.04 | 101.557 | 99.347 | 102.947 | ||
| 90 | 2007.03.30 11:57 | t/p | 46 | 0.24 | 102.395 | 98.787 | 102.387 | 33888.00 | 1444555.00 |
| 91 | 2007.03.30 15:39 | t/p | 45 | 0.19 | 102.500 | 98.900 | 102.500 | 26410.00 | 1470965.00 |
| 92 | 2007.03.30 16:12 | t/p | 47 | 0.15 | 102.558 | 98.945 | 102.545 | 21060.00 | 1492025.00 |
| 93 | 2007.03.30 17:12 | t/p | 48 | 0.11 | 102.640 | 99.025 | 102.625 | 15576.00 | 1507601.00 |
| 94 | 2007.03.30 17:17 | t/p | 49 | 0.09 | 102.729 | 99.125 | 102.725 | 12636.00 | 1520237.00 |
| 95 | 2007.04.02 16:59 | s/l | 40 | 0.01 | 96.998 | 99.720 | 103.320 | -4923.00 | 1515314.00 |
| 96 | 2007.04.02 16:59 | s/l | 41 | 0.03 | 96.987 | 99.435 | 103.035 | -13956.00 | 1501358.00 |
| 97 | 2007.04.02 16:59 | s/l | 42 | 0.02 | 96.998 | 99.515 | 103.115 | -9442.00 | 1491916.00 |
| 98 | 2007.04.02 16:59 | s/l | 43 | 0.02 | 96.999 | 99.535 | 103.135 | -9490.00 | 1482426.00 |
| 99 | 2007.04.02 16:59 | s/l | 44 | 0.01 | 96.988 | 99.625 | 103.225 | -4840.00 | 1477586.00 |
| 100 | 2007.04.02 16:59 | s/l | 50 | 0.04 | 97.000 | 99.347 | 102.947 | -18228.00 | 1459358.00 |
| 101 | 2007.04.04 04:00 | sell | 51 | 0.01 | 102.478 | 104.680 | 101.080 | ||
| 102 | 2007.04.05 05:17 | t/p | 51 | 0.01 | 97.195 | 104.680 | 101.080 | 5283.00 | 1464641.00 |
| 103 | 2007.04.09 09:00 | sell | 52 | 0.01 | 103.525 | 104.815 | 102.115 | ||
| 104 | 2007.04.09 11:00 | sell | 53 | 0.01 | 103.567 | 104.815 | 102.170 | ||
| 105 | 2007.04.11 05:00 | sell | 54 | 0.02 | 103.642 | 104.815 | 102.240 | ||
| 106 | 2007.04.12 00:03 | s/l | 52 | 0.01 | 104.823 | 104.815 | 102.115 | -1298.00 | 1463343.00 |
| 107 | 2007.04.12 00:03 | s/l | 53 | 0.01 | 104.839 | 104.815 | 102.170 | -1272.00 | 1462071.00 |
| 108 | 2007.04.12 00:03 | s/l | 54 | 0.02 | 104.826 | 104.815 | 102.240 | -2368.00 | 1459703.00 |
| 109 | 2007.04.12 17:00 | sell | 55 | 0.01 | 104.635 | 104.985 | 103.210 | ||
| 110 | 2007.04.12 18:00 | sell | 56 | 0.02 | 104.669 | 104.985 | 103.275 | ||
| 111 | 2007.04.12 20:47 | s/l | 55 | 0.01 | 104.987 | 104.985 | 103.210 | -352.00 | 1459351.00 |
| 112 | 2007.04.12 20:47 | s/l | 56 | 0.02 | 104.988 | 104.985 | 103.275 | -638.00 | 1458713.00 |
| 113 | 2007.04.13 06:00 | sell | 57 | 0.01 | 104.700 | 105.070 | 103.295 | ||
| 114 | 2007.04.13 07:00 | sell | 58 | 0.02 | 104.750 | 105.070 | 103.345 | ||
| 115 | 2007.04.13 18:08 | s/l | 57 | 0.01 | 105.060 | 105.070 | 103.295 | -360.00 | 1458353.00 |
| 116 | 2007.04.13 18:08 | s/l | 58 | 0.02 | 105.062 | 105.070 | 103.345 | -624.00 | 1457729.00 |
| 117 | 2007.04.16 16:00 | buy | 59 | 0.01 | 105.582 | 103.080 | 107.180 | ||
| 118 | 2007.04.17 07:00 | sell | 60 | 0.01 | 105.588 | 106.035 | 104.195 | ||
| 119 | 2007.04.19 09:19 | t/p | 60 | 0.01 | 104.182 | 106.035 | 104.195 | 1406.00 | 1459135.00 |
| 120 | 2007.04.19 11:00 | sell | 61 | 0.01 | 104.511 | 106.035 | 103.120 | ||
| 121 | 2007.04.19 13:00 | sell | 62 | 0.01 | 104.574 | 106.035 | 103.180 | ||
| 122 | 2007.04.23 07:00 | sell | 63 | 0.98 | 105.531 | 106.035 | 104.130 | ||
| 123 | 2007.04.24 12:50 | s/l | 61 | 0.01 | 106.046 | 106.035 | 103.120 | -1535.00 | 1457600.00 |
| 124 | 2007.04.24 12:50 | s/l | 62 | 0.01 | 106.034 | 106.035 | 103.180 | -1460.00 | 1456140.00 |
| 125 | 2007.04.24 12:50 | s/l | 63 | 0.98 | 106.044 | 106.035 | 104.130 | -50274.00 | 1405866.00 |
| 126 | 2007.04.24 18:00 | sell | 64 | 0.01 | 105.534 | 106.255 | 104.140 | ||
| 127 | 2007.04.25 02:00 | sell | 65 | 0.02 | 105.637 | 106.255 | 104.230 | ||
| 128 | 2007.04.25 09:00 | sell | 66 | 0.02 | 105.602 | 106.255 | 104.195 | ||
| 129 | 2007.04.25 18:15 | s/l | 64 | 0.01 | 106.279 | 106.255 | 104.140 | -745.00 | 1405121.00 |
| 130 | 2007.04.25 18:15 | s/l | 65 | 0.02 | 106.282 | 106.255 | 104.230 | -1290.00 | 1403831.00 |
| 131 | 2007.04.25 18:15 | s/l | 66 | 0.02 | 106.284 | 106.255 | 104.195 | -1364.00 | 1402467.00 |
| 132 | 2007.04.27 01:01 | sell | 67 | 0.01 | 106.477 | 106.865 | 105.070 | ||
| 133 | 2007.04.27 02:00 | sell | 68 | 0.02 | 106.521 | 106.865 | 105.120 | ||
| 134 | 2007.04.27 05:00 | sell | 69 | 0.05 | 106.564 | 106.865 | 105.160 | ||
| 135 | 2007.04.27 07:00 | sell | 70 | 0.11 | 106.619 | 106.865 | 105.210 | ||
| 136 | 2007.04.27 09:00 | sell | 71 | 0.03 | 106.541 | 106.865 | 105.140 | ||
| 137 | 2007.04.27 12:28 | s/l | 67 | 0.01 | 106.886 | 106.865 | 105.070 | -409.00 | 1402058.00 |
| 138 | 2007.04.27 12:28 | s/l | 68 | 0.02 | 106.904 | 106.865 | 105.120 | -766.00 | 1401292.00 |
| 139 | 2007.04.27 12:28 | s/l | 69 | 0.05 | 106.905 | 106.865 | 105.160 | -1705.00 | 1399587.00 |
| 140 | 2007.04.27 12:28 | s/l | 70 | 0.11 | 106.885 | 106.865 | 105.210 | -2926.00 | 1396661.00 |
| 141 | 2007.04.27 12:28 | s/l | 71 | 0.03 | 106.889 | 106.865 | 105.140 | -1044.00 | 1395617.00 |
| 142 | 2007.04.27 18:00 | t/p | 59 | 0.01 | 107.188 | 103.080 | 107.180 | 1606.00 | 1397223.00 |
| 143 | 2007.04.27 18:00 | buy | 72 | 0.01 | 107.198 | 104.670 | 108.770 | ||
| 144 | 2007.04.27 20:00 | buy | 73 | 0.01 | 107.121 | 104.620 | 108.720 | ||
| 145 | 2007.04.30 09:00 | sell | 74 | 0.01 | 107.009 | 107.375 | 105.600 | ||
| 146 | 2007.04.30 15:30 | s/l | 74 | 0.01 | 107.388 | 107.375 | 105.600 | -379.00 | 1396844.00 |
| 147 | 2007.05.03 17:28 | t/p | 73 | 0.01 | 108.728 | 104.620 | 108.720 | 1607.00 | 1398451.00 |
| 148 | 2007.05.03 17:32 | t/p | 72 | 0.01 | 108.762 | 104.670 | 108.770 | 1564.00 | 1400015.00 |
| 149 | 2007.05.03 19:00 | buy | 75 | 0.01 | 108.750 | 106.240 | 110.340 | ||
| 150 | 2007.05.03 20:00 | buy | 76 | 0.01 | 108.632 | 106.140 | 110.240 | ||
1ページ目次へ