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 |
| 151 | 2007.05.07 04:00 | sell | 77 | 0.01 | 108.325 | 109.075 | 106.920 | ||
| 152 | 2007.05.07 06:00 | sell | 78 | 0.03 | 108.453 | 109.075 | 107.050 | ||
| 153 | 2007.05.07 10:00 | sell | 79 | 0.02 | 108.400 | 109.075 | 107.000 | ||
| 154 | 2007.05.08 00:00 | s/l | 77 | 0.01 | 109.076 | 109.075 | 106.920 | -751.00 | 1399264.00 |
| 155 | 2007.05.08 00:00 | s/l | 78 | 0.03 | 109.065 | 109.075 | 107.050 | -1836.00 | 1397428.00 |
| 156 | 2007.05.08 00:00 | s/l | 79 | 0.02 | 109.071 | 109.075 | 107.000 | -1342.00 | 1396086.00 |
| 157 | 2007.05.08 07:00 | sell | 80 | 0.01 | 108.769 | 109.075 | 107.360 | ||
| 158 | 2007.05.08 10:00 | sell | 81 | 0.01 | 108.780 | 109.075 | 107.380 | ||
| 159 | 2007.05.08 12:00 | sell | 82 | 0.03 | 108.826 | 109.075 | 107.420 | ||
| 160 | 2007.05.08 13:00 | sell | 83 | 0.04 | 108.821 | 109.075 | 107.430 | ||
| 161 | 2007.05.11 12:31 | t/p | 83 | 0.04 | 107.439 | 109.075 | 107.430 | 5528.00 | 1401614.00 |
| 162 | 2007.05.11 12:32 | t/p | 82 | 0.03 | 107.413 | 109.075 | 107.420 | 4239.00 | 1405853.00 |
| 163 | 2007.05.11 12:32 | t/p | 81 | 0.01 | 107.372 | 109.075 | 107.380 | 1408.00 | 1407261.00 |
| 164 | 2007.05.11 12:32 | t/p | 80 | 0.01 | 107.341 | 109.075 | 107.360 | 1428.00 | 1408689.00 |
| 165 | 2007.05.11 13:00 | sell | 84 | 0.01 | 107.520 | 109.075 | 106.110 | ||
| 166 | 2007.05.15 10:00 | sell | 85 | 0.99 | 108.658 | 109.075 | 107.260 | ||
| 167 | 2007.05.15 12:05 | s/l | 84 | 0.01 | 109.072 | 109.075 | 106.110 | -1552.00 | 1407137.00 |
| 168 | 2007.05.15 12:05 | s/l | 85 | 0.99 | 109.085 | 109.075 | 107.260 | -42273.00 | 1364864.00 |
| 169 | 2007.05.16 10:00 | sell | 86 | 0.01 | 109.427 | 109.830 | 108.030 | ||
| 170 | 2007.05.16 19:00 | sell | 87 | 0.02 | 109.474 | 109.830 | 108.080 | ||
| 171 | 2007.05.17 13:43 | s/l | 86 | 0.01 | 109.820 | 109.830 | 108.030 | -393.00 | 1364471.00 |
| 172 | 2007.05.17 13:43 | s/l | 87 | 0.02 | 109.825 | 109.830 | 108.080 | -702.00 | 1363769.00 |
| 173 | 2007.05.17 17:24 | t/p | 76 | 0.01 | 110.250 | 106.140 | 110.240 | 1618.00 | 1365387.00 |
| 174 | 2007.05.17 17:37 | t/p | 75 | 0.01 | 110.341 | 106.240 | 110.340 | 1591.00 | 1366978.00 |
| 175 | 2007.05.18 12:00 | buy | 88 | 0.01 | 110.988 | 108.490 | 112.590 | ||
| 176 | 2007.05.18 15:00 | sell | 89 | 0.01 | 110.283 | 111.035 | 108.890 | ||
| 177 | 2007.05.18 17:21 | s/l | 89 | 0.01 | 111.046 | 111.035 | 108.890 | -763.00 | 1366215.00 |
| 178 | 2007.05.23 01:00 | sell | 90 | 0.01 | 111.811 | 112.255 | 110.420 | ||
| 179 | 2007.05.23 04:00 | sell | 91 | 0.02 | 111.875 | 112.255 | 110.470 | ||
| 180 | 2007.05.23 07:00 | sell | 92 | 0.04 | 111.891 | 112.255 | 110.490 | ||
| 181 | 2007.05.23 10:00 | sell | 93 | 0.02 | 111.847 | 112.255 | 110.455 | ||
| 182 | 2007.05.23 15:05 | s/l | 90 | 0.01 | 112.266 | 112.255 | 110.420 | -455.00 | 1365760.00 |
| 183 | 2007.05.23 15:05 | s/l | 91 | 0.02 | 112.253 | 112.255 | 110.470 | -756.00 | 1365004.00 |
| 184 | 2007.05.23 15:05 | s/l | 92 | 0.04 | 112.266 | 112.255 | 110.490 | -1500.00 | 1363504.00 |
| 185 | 2007.05.23 15:05 | s/l | 93 | 0.02 | 112.266 | 112.255 | 110.455 | -838.00 | 1362666.00 |
| 186 | 2007.05.24 10:00 | sell | 94 | 0.01 | 112.100 | 112.515 | 110.700 | ||
| 187 | 2007.05.24 18:00 | sell | 95 | 0.02 | 112.139 | 112.515 | 110.730 | ||
| 188 | 2007.05.25 15:48 | s/l | 94 | 0.01 | 112.571 | 112.515 | 110.700 | -471.00 | 1362195.00 |
| 189 | 2007.05.25 15:48 | s/l | 95 | 0.02 | 112.583 | 112.515 | 110.730 | -888.00 | 1361307.00 |
| 190 | 2007.05.25 17:05 | t/p | 88 | 0.01 | 112.604 | 108.490 | 112.590 | 1616.00 | 1362923.00 |
| 191 | 2007.05.28 10:01 | sell | 96 | 0.01 | 112.559 | 112.905 | 111.120 | ||
| 192 | 2007.05.28 18:00 | sell | 97 | 0.02 | 112.593 | 112.905 | 111.185 | ||
| 193 | 2007.05.29 16:03 | s/l | 96 | 0.01 | 112.920 | 112.905 | 111.120 | -361.00 | 1362562.00 |
| 194 | 2007.05.29 16:03 | s/l | 97 | 0.02 | 112.908 | 112.905 | 111.185 | -630.00 | 1361932.00 |
| 195 | 2007.05.29 18:00 | buy | 98 | 0.01 | 113.604 | 111.110 | 115.210 | ||
| 196 | 2007.05.30 16:00 | sell | 99 | 0.01 | 113.267 | 113.875 | 111.860 | ||
| 197 | 2007.05.31 15:23 | s/l | 99 | 0.01 | 113.888 | 113.875 | 111.860 | -621.00 | 1361311.00 |
| 198 | 2007.06.04 09:04 | t/p | 98 | 0.01 | 115.211 | 111.110 | 115.210 | 1607.00 | 1362918.00 |
| 199 | 2007.06.04 09:05 | buy | 100 | 0.01 | 115.230 | 112.590 | 116.690 | ||
| 200 | 2007.06.05 09:00 | buy | 101 | 0.01 | 115.186 | 112.680 | 116.780 | ||
| 201 | 2007.06.06 07:00 | buy | 102 | 0.05 | 114.655 | 112.150 | 116.250 | ||
| 202 | 2007.06.06 10:00 | buy | 103 | 0.07 | 114.613 | 112.120 | 116.220 | ||
| 203 | 2007.06.06 23:00 | buy | 104 | 0.11 | 114.445 | 111.950 | 116.050 | ||
| 204 | 2007.06.07 05:00 | buy | 105 | 0.09 | 114.483 | 111.990 | 116.090 | ||
| 205 | 2007.06.07 10:00 | buy | 106 | 0.04 | 114.774 | 112.280 | 116.380 | ||
| 206 | 2007.06.08 23:00 | buy | 107 | 0.03 | 114.832 | 112.330 | 116.430 | ||
| 207 | 2007.06.12 03:00 | buy | 108 | 0.02 | 114.937 | 112.440 | 116.540 | ||
| 208 | 2007.06.13 17:00 | buy | 109 | 0.15 | 114.335 | 111.840 | 115.940 | ||
| 209 | 2007.06.14 05:00 | buy | 110 | 0.02 | 114.996 | 112.490 | 116.590 | ||
| 210 | 2007.06.15 13:04 | t/p | 109 | 0.15 | 115.940 | 111.840 | 115.940 | 24075.00 | 1386993.00 |
| 211 | 2007.06.15 13:06 | t/p | 104 | 0.11 | 116.053 | 111.950 | 116.050 | 17688.00 | 1404681.00 |
| 212 | 2007.06.15 13:08 | t/p | 105 | 0.09 | 116.093 | 111.990 | 116.090 | 14490.00 | 1419171.00 |
| 213 | 2007.06.15 15:40 | t/p | 103 | 0.07 | 116.225 | 112.120 | 116.220 | 11284.00 | 1430455.00 |
| 214 | 2007.06.15 15:40 | t/p | 102 | 0.05 | 116.261 | 112.150 | 116.250 | 8030.00 | 1438485.00 |
| 215 | 2007.06.15 15:45 | t/p | 106 | 0.04 | 116.385 | 112.280 | 116.380 | 6444.00 | 1444929.00 |
| 216 | 2007.06.28 01:00 | buy | 111 | 0.04 | 114.820 | 112.310 | 116.410 | ||
| 217 | 2007.06.28 23:29 | t/p | 107 | 0.03 | 116.423 | 112.330 | 116.430 | 4773.00 | 1449702.00 |
| 218 | 2007.06.28 23:29 | t/p | 111 | 0.04 | 116.426 | 112.310 | 116.410 | 6424.00 | 1456126.00 |
| 219 | 2007.06.29 07:11 | t/p | 108 | 0.02 | 116.545 | 112.440 | 116.540 | 3216.00 | 1459342.00 |
| 220 | 2007.06.29 07:14 | t/p | 110 | 0.02 | 116.591 | 112.490 | 116.590 | 3190.00 | 1462532.00 |
| 221 | 2007.06.29 08:50 | t/p | 100 | 0.01 | 116.681 | 112.590 | 116.690 | 1451.00 | 1463983.00 |
| 222 | 2007.06.29 09:00 | buy | 112 | 0.01 | 116.635 | 114.140 | 118.240 | ||
| 223 | 2007.06.29 10:22 | t/p | 101 | 0.01 | 116.776 | 112.680 | 116.780 | 1590.00 | 1465573.00 |
| 224 | 2007.07.02 16:00 | buy | 113 | 0.11 | 115.840 | 113.345 | 117.445 | ||
| 225 | 2007.07.02 19:00 | buy | 114 | 0.09 | 115.941 | 113.450 | 117.550 | ||
| 226 | 2007.07.03 09:00 | buy | 115 | 0.04 | 116.202 | 113.710 | 117.810 | ||
| 227 | 2007.07.04 08:00 | buy | 116 | 0.24 | 115.574 | 113.075 | 117.175 | ||
| 228 | 2007.07.04 10:00 | buy | 117 | 0.19 | 115.687 | 113.190 | 117.290 | ||
| 229 | 2007.07.04 19:00 | buy | 118 | 0.07 | 116.014 | 113.520 | 117.620 | ||
| 230 | 2007.07.05 07:00 | buy | 119 | 0.05 | 116.108 | 113.600 | 117.700 | ||
| 231 | 2007.07.05 19:00 | buy | 120 | 0.03 | 116.260 | 113.765 | 117.865 | ||
| 232 | 2007.07.05 22:00 | buy | 121 | 0.02 | 116.313 | 113.820 | 117.920 | ||
| 233 | 2007.07.06 14:27 | t/p | 116 | 0.24 | 117.170 | 113.075 | 117.175 | 38304.00 | 1503877.00 |
| 234 | 2007.07.06 15:33 | t/p | 117 | 0.19 | 117.300 | 113.190 | 117.290 | 30647.00 | 1534524.00 |
| 235 | 2007.07.06 15:58 | t/p | 113 | 0.11 | 117.453 | 113.345 | 117.445 | 17743.00 | 1552267.00 |
| 236 | 2007.07.06 16:09 | t/p | 114 | 0.09 | 117.554 | 113.450 | 117.550 | 14517.00 | 1566784.00 |
| 237 | 2007.07.06 16:16 | t/p | 118 | 0.07 | 117.617 | 113.520 | 117.620 | 11221.00 | 1578005.00 |
| 238 | 2007.07.06 17:44 | t/p | 119 | 0.05 | 117.707 | 113.600 | 117.700 | 7995.00 | 1586000.00 |
| 239 | 2007.07.09 04:25 | t/p | 115 | 0.04 | 117.845 | 113.710 | 117.810 | 6572.00 | 1592572.00 |
| 240 | 2007.07.09 04:25 | t/p | 120 | 0.03 | 117.878 | 113.765 | 117.865 | 4854.00 | 1597426.00 |
| 241 | 2007.07.09 05:13 | t/p | 121 | 0.02 | 117.932 | 113.820 | 117.920 | 3238.00 | 1600664.00 |
| 242 | 2007.07.09 18:00 | sell | 122 | 0.01 | 117.599 | 118.235 | 116.000 | ||
| 243 | 2007.07.09 19:00 | sell | 123 | 0.02 | 117.688 | 118.235 | 116.080 | ||
| 244 | 2007.07.09 22:00 | sell | 124 | 0.01 | 117.650 | 118.235 | 116.040 | ||
| 245 | 2007.07.10 16:49 | t/p | 123 | 0.02 | 116.085 | 118.235 | 116.080 | 3206.00 | 1603870.00 |
| 246 | 2007.07.10 16:49 | t/p | 124 | 0.01 | 116.045 | 118.235 | 116.040 | 1605.00 | 1605475.00 |
| 247 | 2007.07.10 16:50 | t/p | 122 | 0.01 | 115.996 | 118.235 | 116.000 | 1603.00 | 1607078.00 |
| 248 | 2007.07.10 18:00 | sell | 125 | 0.01 | 116.130 | 118.235 | 114.530 | ||
| 249 | 2007.07.11 09:00 | close | 125 | 0.01 | 114.841 | 118.235 | 114.530 | 1289.00 | 1608367.00 |
| 250 | 2007.07.11 12:00 | sell | 126 | 0.01 | 114.885 | 117.380 | 113.280 | ||
| 251 | 2007.07.13 10:00 | sell | 127 | 0.99 | 116.910 | 117.380 | 115.320 | ||
| 252 | 2007.07.23 04:27 | t/p | 127 | 0.99 | 115.330 | 117.380 | 115.320 | 156420.00 | 1764787.00 |
| 253 | 2007.07.23 08:00 | sell | 128 | 0.09 | 115.641 | 117.380 | 114.040 | ||
| 254 | 2007.07.23 23:00 | sell | 129 | 0.11 | 115.720 | 117.380 | 114.130 | ||
| 255 | 2007.07.24 03:00 | sell | 130 | 0.07 | 115.557 | 117.380 | 113.960 | ||
| 256 | 2007.07.24 06:00 | sell | 131 | 0.02 | 115.170 | 117.380 | 113.580 | ||
| 257 | 2007.07.24 07:00 | sell | 132 | 0.02 | 115.147 | 117.380 | 113.540 | ||
| 258 | 2007.07.24 10:00 | sell | 133 | 0.03 | 115.275 | 117.380 | 113.675 | ||
| 259 | 2007.07.24 13:00 | sell | 134 | 0.04 | 115.436 | 117.380 | 113.760 | ||
| 260 | 2007.07.25 10:00 | sell | 135 | 0.19 | 115.856 | 117.380 | 114.260 | ||
| 261 | 2007.07.25 13:00 | sell | 136 | 0.15 | 115.753 | 117.380 | 114.150 | ||
| 262 | 2007.07.25 20:00 | sell | 137 | 0.05 | 115.477 | 117.380 | 113.870 | ||
| 263 | 2007.07.26 14:20 | t/p | 135 | 0.19 | 114.267 | 117.380 | 114.260 | 30191.00 | 1794978.00 |
| 264 | 2007.07.26 14:20 | s/l | 112 | 0.01 | 114.138 | 114.140 | 118.240 | -2497.00 | 1792481.00 |
| 265 | 2007.07.26 14:22 | t/p | 129 | 0.11 | 114.139 | 117.380 | 114.130 | 17391.00 | 1809872.00 |
| 266 | 2007.07.26 14:22 | t/p | 136 | 0.15 | 114.123 | 117.380 | 114.150 | 24450.00 | 1834322.00 |
| 267 | 2007.07.26 14:22 | t/p | 128 | 0.09 | 114.035 | 117.380 | 114.040 | 14454.00 | 1848776.00 |
| 268 | 2007.07.26 14:22 | t/p | 130 | 0.07 | 113.939 | 117.380 | 113.960 | 11326.00 | 1860102.00 |
| 269 | 2007.07.26 14:23 | t/p | 137 | 0.05 | 113.878 | 117.380 | 113.870 | 7995.00 | 1868097.00 |
| 270 | 2007.07.26 16:15 | t/p | 134 | 0.04 | 113.766 | 117.380 | 113.760 | 6680.00 | 1874777.00 |
| 271 | 2007.07.26 16:17 | t/p | 133 | 0.03 | 113.678 | 117.380 | 113.675 | 4791.00 | 1879568.00 |
| 272 | 2007.07.26 17:20 | t/p | 131 | 0.02 | 113.585 | 117.380 | 113.580 | 3170.00 | 1882738.00 |
| 273 | 2007.07.26 17:20 | t/p | 132 | 0.02 | 113.542 | 117.380 | 113.540 | 3210.00 | 1885948.00 |
| 274 | 2007.07.26 18:08 | t/p | 126 | 0.01 | 113.279 | 117.380 | 113.280 | 1606.00 | 1887554.00 |
| 275 | 2007.07.31 19:00 | sell | 138 | 0.01 | 111.782 | 114.290 | 110.190 | ||
| 276 | 2007.08.01 08:52 | t/p | 138 | 0.01 | 110.194 | 114.290 | 110.190 | 1588.00 | 1889142.00 |
| 277 | 2007.08.01 10:00 | sell | 139 | 0.01 | 110.357 | 112.865 | 108.765 | ||
| 278 | 2007.08.01 13:00 | sell | 140 | 0.02 | 110.570 | 112.865 | 108.980 | ||
| 279 | 2007.08.02 01:15 | s/l | 139 | 0.01 | 112.878 | 112.865 | 108.765 | -2521.00 | 1886621.00 |
| 280 | 2007.08.02 01:15 | s/l | 140 | 0.02 | 112.872 | 112.865 | 108.980 | -4604.00 | 1882017.00 |
| 281 | 2007.08.02 13:00 | sell | 141 | 0.01 | 112.203 | 114.700 | 110.600 | ||
| 282 | 2007.08.03 12:00 | sell | 142 | 0.04 | 112.717 | 114.700 | 111.110 | ||
| 283 | 2007.08.03 14:00 | sell | 143 | 0.05 | 112.738 | 114.700 | 111.130 | ||
| 284 | 2007.08.03 19:00 | sell | 144 | 0.02 | 112.480 | 114.700 | 110.885 | ||
| 285 | 2007.08.03 20:00 | sell | 145 | 0.03 | 112.567 | 114.700 | 110.955 | ||
| 286 | 2007.08.03 22:00 | sell | 146 | 0.02 | 112.456 | 114.700 | 110.855 | ||
| 287 | 2007.08.06 00:40 | t/p | 143 | 0.05 | 111.117 | 114.700 | 111.130 | 8105.00 | 1890122.00 |
| 288 | 2007.08.06 00:40 | t/p | 142 | 0.04 | 111.092 | 114.700 | 111.110 | 6500.00 | 1896622.00 |
| 289 | 2007.08.06 00:59 | t/p | 145 | 0.03 | 110.936 | 114.700 | 110.955 | 4893.00 | 1901515.00 |
| 290 | 2007.08.06 01:10 | t/p | 144 | 0.02 | 110.887 | 114.700 | 110.885 | 3186.00 | 1904701.00 |
| 291 | 2007.08.07 14:00 | sell | 147 | 0.01 | 112.366 | 114.700 | 110.760 | ||
| 292 | 2007.08.09 11:00 | sell | 148 | 0.51 | 113.530 | 114.700 | 111.910 | ||
| 293 | 2007.08.09 14:00 | sell | 149 | 0.03 | 112.596 | 114.700 | 110.990 | ||
| 294 | 2007.08.09 15:43 | t/p | 148 | 0.51 | 111.902 | 114.700 | 111.910 | 83028.00 | 1987729.00 |
| 295 | 2007.08.10 09:00 | close | 141 | 0.01 | 111.143 | 114.700 | 110.600 | 1060.00 | 1988789.00 |
| 296 | 2007.08.10 09:00 | close | 146 | 0.02 | 111.147 | 114.700 | 110.855 | 2618.00 | 1991407.00 |
| 297 | 2007.08.10 09:00 | close | 147 | 0.01 | 111.144 | 114.700 | 110.760 | 1222.00 | 1992629.00 |
| 298 | 2007.08.10 09:00 | close | 149 | 0.03 | 111.138 | 114.700 | 110.990 | 4374.00 | 1997003.00 |
| 299 | 2007.08.10 09:00 | sell | 150 | 0.01 | 111.084 | 113.590 | 109.490 | ||
| 300 | 2007.08.10 10:00 | close | 150 | 0.01 | 111.283 | 113.590 | 109.490 | -199.00 | 1996804.00 |