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 |
| 301 | 2007.08.10 10:00 | sell | 151 | 0.01 | 111.233 | 113.740 | 109.640 | ||
| 302 | 2007.08.10 15:00 | close | 151 | 0.01 | 111.242 | 113.740 | 109.640 | -9.00 | 1996795.00 |
| 303 | 2007.08.10 15:00 | sell | 152 | 0.01 | 111.188 | 113.690 | 109.590 | ||
| 304 | 2007.08.13 12:00 | sell | 153 | 0.11 | 111.986 | 113.690 | 110.380 | ||
| 305 | 2007.08.13 14:00 | sell | 154 | 0.04 | 111.728 | 113.690 | 110.070 | ||
| 306 | 2007.08.14 00:00 | sell | 155 | 0.19 | 112.145 | 113.690 | 110.550 | ||
| 307 | 2007.08.14 01:00 | sell | 156 | 0.15 | 112.076 | 113.690 | 110.475 | ||
| 308 | 2007.08.14 04:00 | sell | 157 | 0.05 | 111.741 | 113.690 | 110.140 | ||
| 309 | 2007.08.14 06:00 | sell | 158 | 0.03 | 111.588 | 113.690 | 109.990 | ||
| 310 | 2007.08.14 10:00 | sell | 159 | 0.02 | 111.476 | 113.690 | 109.880 | ||
| 311 | 2007.08.14 12:00 | sell | 160 | 0.09 | 111.940 | 113.690 | 110.330 | ||
| 312 | 2007.08.14 14:00 | sell | 161 | 0.07 | 111.865 | 113.690 | 110.270 | ||
| 313 | 2007.08.14 18:10 | t/p | 155 | 0.19 | 110.545 | 113.690 | 110.550 | 30400.00 | 2027195.00 |
| 314 | 2007.08.14 20:54 | t/p | 156 | 0.15 | 110.471 | 113.690 | 110.475 | 24075.00 | 2051270.00 |
| 315 | 2007.08.14 21:03 | t/p | 153 | 0.11 | 110.379 | 113.690 | 110.380 | 17677.00 | 2068947.00 |
| 316 | 2007.08.14 21:03 | t/p | 160 | 0.09 | 110.328 | 113.690 | 110.330 | 14508.00 | 2083455.00 |
| 317 | 2007.08.14 21:04 | t/p | 161 | 0.07 | 110.268 | 113.690 | 110.270 | 11179.00 | 2094634.00 |
| 318 | 2007.08.15 00:13 | t/p | 157 | 0.05 | 110.148 | 113.690 | 110.140 | 7965.00 | 2102599.00 |
| 319 | 2007.08.15 01:16 | t/p | 154 | 0.04 | 110.062 | 113.690 | 110.070 | 6664.00 | 2109263.00 |
| 320 | 2007.08.15 01:31 | t/p | 158 | 0.03 | 109.994 | 113.690 | 109.990 | 4782.00 | 2114045.00 |
| 321 | 2007.08.15 01:38 | t/p | 159 | 0.02 | 109.876 | 113.690 | 109.880 | 3200.00 | 2117245.00 |
| 322 | 2007.08.15 06:00 | close | 152 | 0.01 | 109.622 | 113.690 | 109.590 | 1566.00 | 2118811.00 |
| 323 | 2007.08.15 18:00 | sell | 162 | 0.01 | 108.955 | 111.450 | 107.350 | ||
| 324 | 2007.08.15 19:00 | sell | 163 | 0.01 | 109.049 | 111.450 | 107.450 | ||
| 325 | 2007.08.15 20:00 | close | 162 | 0.01 | 108.995 | 111.450 | 107.350 | -40.00 | 2118771.00 |
| 326 | 2007.08.15 20:00 | close | 163 | 0.01 | 109.001 | 111.450 | 107.450 | 48.00 | 2118819.00 |
| 327 | 2007.08.15 20:00 | sell | 164 | 0.01 | 108.962 | 111.460 | 107.360 | ||
| 328 | 2007.08.15 22:00 | close | 164 | 0.01 | 108.514 | 111.460 | 107.360 | 448.00 | 2119267.00 |
| 329 | 2007.08.15 23:00 | sell | 165 | 0.01 | 108.235 | 110.740 | 106.640 | ||
| 330 | 2007.08.16 00:00 | close | 165 | 0.01 | 108.115 | 110.740 | 106.640 | 120.00 | 2119387.00 |
| 331 | 2007.08.16 00:00 | sell | 166 | 0.01 | 108.078 | 110.570 | 106.470 | ||
| 332 | 2007.08.16 01:00 | close | 166 | 0.01 | 107.648 | 110.570 | 106.470 | 430.00 | 2119817.00 |
| 333 | 2007.08.16 02:00 | sell | 167 | 0.01 | 107.675 | 110.180 | 106.080 | ||
| 334 | 2007.08.16 03:00 | close | 167 | 0.01 | 107.644 | 110.180 | 106.080 | 31.00 | 2119848.00 |
| 335 | 2007.08.16 03:00 | sell | 168 | 0.01 | 107.610 | 110.100 | 106.000 | ||
| 336 | 2007.08.16 04:00 | close | 168 | 0.01 | 107.710 | 110.100 | 106.000 | -100.00 | 2119748.00 |
| 337 | 2007.08.16 04:00 | sell | 169 | 0.01 | 107.669 | 110.175 | 106.075 | ||
| 338 | 2007.08.16 07:00 | close | 169 | 0.01 | 106.983 | 110.175 | 106.075 | 686.00 | 2120434.00 |
| 339 | 2007.08.20 20:00 | sell | 170 | 0.01 | 108.008 | 110.500 | 106.400 | ||
| 340 | 2007.08.21 04:00 | sell | 171 | 0.04 | 108.434 | 110.500 | 106.840 | ||
| 341 | 2007.08.21 17:00 | sell | 172 | 0.02 | 108.185 | 110.500 | 106.580 | ||
| 342 | 2007.08.23 12:50 | s/l | 170 | 0.01 | 110.509 | 110.500 | 106.400 | -2501.00 | 2117933.00 |
| 343 | 2007.08.23 12:50 | s/l | 171 | 0.04 | 110.514 | 110.500 | 106.840 | -8320.00 | 2109613.00 |
| 344 | 2007.08.23 12:50 | s/l | 172 | 0.02 | 110.501 | 110.500 | 106.580 | -4632.00 | 2104981.00 |
| 345 | 2007.08.24 08:03 | sell | 173 | 0.01 | 110.096 | 112.550 | 108.450 | ||
| 346 | 2007.08.27 17:00 | sell | 174 | 0.04 | 110.551 | 112.550 | 108.960 | ||
| 347 | 2007.08.27 18:00 | sell | 175 | 0.02 | 110.372 | 112.550 | 108.780 | ||
| 348 | 2007.08.27 21:00 | sell | 176 | 0.02 | 110.279 | 112.550 | 108.680 | ||
| 349 | 2007.08.28 08:17 | t/p | 174 | 0.04 | 108.948 | 112.550 | 108.960 | 6412.00 | 2111393.00 |
| 350 | 2007.08.28 16:06 | t/p | 175 | 0.02 | 108.772 | 112.550 | 108.780 | 3200.00 | 2114593.00 |
| 351 | 2007.08.28 16:26 | t/p | 176 | 0.02 | 108.685 | 112.550 | 108.680 | 3188.00 | 2117781.00 |
| 352 | 2007.08.28 16:28 | t/p | 173 | 0.01 | 108.450 | 112.550 | 108.450 | 1646.00 | 2119427.00 |
| 353 | 2007.08.28 18:00 | sell | 177 | 0.01 | 108.372 | 110.870 | 106.770 | ||
| 354 | 2007.08.28 22:00 | close | 177 | 0.01 | 107.821 | 110.870 | 106.770 | 551.00 | 2119978.00 |
| 355 | 2007.08.30 09:00 | sell | 178 | 0.01 | 108.570 | 111.070 | 106.970 | ||
| 356 | 2007.08.30 11:00 | sell | 179 | 0.02 | 108.767 | 111.070 | 107.170 | ||
| 357 | 2007.08.30 12:00 | sell | 180 | 0.01 | 108.666 | 111.070 | 107.070 | ||
| 358 | 2007.08.31 19:00 | sell | 181 | 0.24 | 109.644 | 111.070 | 108.050 | ||
| 359 | 2007.08.31 20:00 | sell | 182 | 0.51 | 109.832 | 111.070 | 108.270 | ||
| 360 | 2007.08.31 21:01 | sell | 183 | 0.21 | 109.775 | 111.070 | 108.200 | ||
| 361 | 2007.09.07 02:03 | buy | 184 | 0.01 | 109.720 | 107.520 | 111.120 | ||
| 362 | 2007.09.07 16:32 | t/p | 182 | 0.51 | 108.260 | 111.070 | 108.270 | 80172.00 | 2200150.00 |
| 363 | 2007.09.07 16:32 | t/p | 183 | 0.21 | 108.190 | 111.070 | 108.200 | 33285.00 | 2233435.00 |
| 364 | 2007.09.07 17:36 | t/p | 181 | 0.24 | 108.054 | 111.070 | 108.050 | 38160.00 | 2271595.00 |
| 365 | 2007.09.07 18:14 | s/l | 184 | 0.01 | 107.512 | 107.520 | 111.120 | -2208.00 | 2269387.00 |
| 366 | 2007.09.07 18:26 | t/p | 179 | 0.02 | 107.162 | 111.070 | 107.170 | 3210.00 | 2272597.00 |
| 367 | 2007.09.07 18:30 | t/p | 180 | 0.01 | 107.062 | 111.070 | 107.070 | 1604.00 | 2274201.00 |
| 368 | 2007.09.10 00:37 | t/p | 178 | 0.01 | 106.977 | 111.070 | 106.970 | 1593.00 | 2275794.00 |
| 369 | 2007.09.10 13:00 | buy | 185 | 0.01 | 107.627 | 105.420 | 109.020 | ||
| 370 | 2007.09.10 15:00 | buy | 186 | 0.02 | 107.382 | 105.180 | 108.780 | ||
| 371 | 2007.09.11 11:46 | t/p | 186 | 0.02 | 108.790 | 105.180 | 108.780 | 2816.00 | 2278610.00 |
| 372 | 2007.09.11 16:15 | t/p | 185 | 0.01 | 109.019 | 105.420 | 109.020 | 1392.00 | 2280002.00 |
| 373 | 2007.09.11 17:00 | buy | 187 | 0.01 | 109.041 | 106.840 | 110.440 | ||
| 374 | 2007.09.13 10:18 | t/p | 187 | 0.01 | 110.445 | 106.840 | 110.440 | 1404.00 | 2281406.00 |
| 375 | 2007.09.13 13:00 | buy | 188 | 0.01 | 111.112 | 108.910 | 112.510 | ||
| 376 | 2007.09.13 15:00 | buy | 189 | 0.02 | 111.023 | 108.810 | 112.410 | ||
| 377 | 2007.09.17 09:27 | t/p | 189 | 0.02 | 112.419 | 108.810 | 112.410 | 2792.00 | 2284198.00 |
| 378 | 2007.09.17 10:09 | t/p | 188 | 0.01 | 112.528 | 108.910 | 112.510 | 1416.00 | 2285614.00 |
| 379 | 2007.09.17 17:00 | buy | 190 | 0.01 | 112.024 | 109.830 | 113.430 | ||
| 380 | 2007.09.18 15:49 | t/p | 190 | 0.01 | 113.423 | 109.830 | 113.430 | 1399.00 | 2287013.00 |
| 381 | 2007.09.19 14:01 | sell | 191 | 0.01 | 113.846 | 116.100 | 112.500 | ||
| 382 | 2007.09.19 16:00 | sell | 192 | 0.03 | 114.191 | 116.100 | 112.790 | ||
| 383 | 2007.09.19 23:00 | sell | 193 | 0.04 | 114.307 | 116.100 | 112.900 | ||
| 384 | 2007.09.20 22:00 | sell | 194 | 0.05 | 114.336 | 116.100 | 112.940 | ||
| 385 | 2007.09.21 19:21 | s/l | 191 | 0.01 | 116.097 | 116.100 | 112.500 | -2251.00 | 2284762.00 |
| 386 | 2007.09.21 19:21 | s/l | 192 | 0.03 | 116.094 | 116.100 | 112.790 | -5709.00 | 2279053.00 |
| 387 | 2007.09.21 19:21 | s/l | 193 | 0.04 | 116.091 | 116.100 | 112.900 | -7136.00 | 2271917.00 |
| 388 | 2007.09.21 19:21 | s/l | 194 | 0.05 | 116.102 | 116.100 | 112.940 | -8830.00 | 2263087.00 |
| 389 | 2007.09.24 04:00 | sell | 195 | 0.01 | 115.305 | 117.345 | 113.910 | ||
| 390 | 2007.09.25 14:02 | t/p | 195 | 0.01 | 113.920 | 117.345 | 113.910 | 1385.00 | 2264472.00 |
| 391 | 2007.09.25 16:00 | sell | 196 | 0.01 | 113.952 | 116.140 | 112.540 | ||
| 392 | 2007.09.26 03:01 | sell | 197 | 0.02 | 114.192 | 116.140 | 112.730 | ||
| 393 | 2007.09.26 11:00 | sell | 198 | 0.01 | 114.058 | 116.140 | 112.650 | ||
| 394 | 2007.09.28 02:04 | sell | 199 | 0.85 | 115.294 | 116.140 | 113.910 | ||
| 395 | 2007.09.28 04:00 | sell | 200 | 0.11 | 115.180 | 116.140 | 113.770 | ||
| 396 | 2007.10.01 10:23 | s/l | 196 | 0.01 | 116.131 | 116.140 | 112.540 | -2179.00 | 2262293.00 |
| 397 | 2007.10.01 10:23 | s/l | 197 | 0.02 | 116.149 | 116.140 | 112.730 | -3914.00 | 2258379.00 |
| 398 | 2007.10.01 10:23 | s/l | 198 | 0.01 | 116.139 | 116.140 | 112.650 | -2081.00 | 2256298.00 |
| 399 | 2007.10.01 10:23 | s/l | 199 | 0.85 | 116.148 | 116.140 | 113.910 | -72590.00 | 2183708.00 |
| 400 | 2007.10.01 10:23 | s/l | 200 | 0.11 | 116.131 | 116.140 | 113.770 | -10461.00 | 2173247.00 |
| 401 | 2007.10.02 05:01 | sell | 201 | 0.01 | 116.360 | 116.855 | 114.955 | ||
| 402 | 2007.10.03 15:29 | s/l | 201 | 0.01 | 116.862 | 116.855 | 114.955 | -502.00 | 2172745.00 |
| 403 | 2007.10.04 07:00 | sell | 202 | 0.01 | 116.546 | 117.265 | 115.150 | ||
| 404 | 2007.10.04 10:00 | sell | 203 | 0.02 | 116.615 | 117.265 | 115.210 | ||
| 405 | 2007.10.04 12:00 | sell | 204 | 0.04 | 116.690 | 117.265 | 115.290 | ||
| 406 | 2007.10.04 16:00 | sell | 205 | 0.03 | 116.659 | 117.265 | 115.255 | ||
| 407 | 2007.10.05 13:38 | s/l | 202 | 0.01 | 117.266 | 117.265 | 115.150 | -720.00 | 2172025.00 |
| 408 | 2007.10.05 13:38 | s/l | 203 | 0.02 | 117.255 | 117.265 | 115.210 | -1280.00 | 2170745.00 |
| 409 | 2007.10.05 13:38 | s/l | 204 | 0.04 | 117.258 | 117.265 | 115.290 | -2272.00 | 2168473.00 |
| 410 | 2007.10.05 13:38 | s/l | 205 | 0.03 | 117.256 | 117.265 | 115.255 | -1791.00 | 2166682.00 |
| 411 | 2007.10.08 09:02 | buy | 206 | 0.01 | 119.295 | 116.830 | 120.930 | ||
| 412 | 2007.10.08 10:00 | buy | 207 | 0.01 | 119.257 | 116.750 | 120.850 | ||
| 413 | 2007.10.09 05:00 | sell | 208 | 0.01 | 118.661 | 119.535 | 117.260 | ||
| 414 | 2007.10.09 07:00 | sell | 209 | 0.01 | 118.707 | 119.535 | 117.300 | ||
| 415 | 2007.10.09 09:00 | sell | 210 | 0.03 | 118.815 | 119.535 | 117.410 | ||
| 416 | 2007.10.09 12:00 | sell | 211 | 0.02 | 118.755 | 119.535 | 117.360 | ||
| 417 | 2007.10.09 20:00 | buy | 212 | 0.02 | 119.032 | 116.540 | 120.640 | ||
| 418 | 2007.10.09 21:00 | buy | 213 | 0.03 | 118.960 | 116.470 | 120.570 | ||
| 419 | 2007.10.10 00:05 | s/l | 208 | 0.01 | 119.552 | 119.535 | 117.260 | -891.00 | 2165791.00 |
| 420 | 2007.10.10 00:05 | s/l | 209 | 0.01 | 119.557 | 119.535 | 117.300 | -850.00 | 2164941.00 |
| 421 | 2007.10.10 00:05 | s/l | 210 | 0.03 | 119.549 | 119.535 | 117.410 | -2202.00 | 2162739.00 |
| 422 | 2007.10.10 00:05 | s/l | 211 | 0.02 | 119.542 | 119.535 | 117.360 | -1574.00 | 2161165.00 |
| 423 | 2007.10.11 17:11 | t/p | 213 | 0.03 | 120.573 | 116.470 | 120.570 | 4839.00 | 2166004.00 |
| 424 | 2007.10.11 17:24 | t/p | 212 | 0.02 | 120.633 | 116.540 | 120.640 | 3202.00 | 2169206.00 |
| 425 | 2007.10.11 18:17 | t/p | 207 | 0.01 | 120.857 | 116.750 | 120.850 | 1600.00 | 2170806.00 |
| 426 | 2007.10.11 19:33 | t/p | 206 | 0.01 | 120.926 | 116.830 | 120.930 | 1631.00 | 2172437.00 |
| 427 | 2007.10.11 20:00 | buy | 214 | 0.01 | 120.914 | 118.410 | 122.510 | ||
| 428 | 2007.10.12 03:00 | buy | 215 | 0.05 | 120.411 | 117.915 | 122.015 | ||
| 429 | 2007.10.12 17:00 | buy | 216 | 0.01 | 120.814 | 118.300 | 122.400 | ||
| 430 | 2007.10.12 18:00 | buy | 217 | 0.03 | 120.546 | 118.040 | 122.140 | ||
| 431 | 2007.10.12 19:00 | buy | 218 | 0.02 | 120.693 | 118.180 | 122.280 | ||
| 432 | 2007.10.15 02:00 | buy | 219 | 0.02 | 120.850 | 118.280 | 122.380 | ||
| 433 | 2007.10.17 03:01 | buy | 220 | 0.51 | 119.639 | 117.145 | 121.245 | ||
| 434 | 2007.10.17 13:00 | buy | 221 | 0.35 | 119.179 | 116.685 | 120.785 | ||
| 435 | 2007.10.18 15:05 | s/l | 214 | 0.01 | 118.399 | 118.410 | 122.510 | -2515.00 | 2169922.00 |
| 436 | 2007.10.18 15:09 | s/l | 216 | 0.01 | 118.304 | 118.300 | 122.400 | -2510.00 | 2167412.00 |
| 437 | 2007.10.18 15:09 | s/l | 219 | 0.02 | 118.266 | 118.280 | 122.380 | -5168.00 | 2162244.00 |
| 438 | 2007.10.18 15:10 | s/l | 218 | 0.02 | 118.169 | 118.180 | 122.280 | -5048.00 | 2157196.00 |
| 439 | 2007.10.18 15:31 | s/l | 217 | 0.03 | 118.019 | 118.040 | 122.140 | -7581.00 | 2149615.00 |
| 440 | 2007.10.19 04:15 | s/l | 215 | 0.05 | 117.913 | 117.915 | 122.015 | -12490.00 | 2137125.00 |
| 441 | 2007.10.19 14:01 | buy | 222 | 0.01 | 119.333 | 116.555 | 120.655 | ||
| 442 | 2007.10.19 18:00 | buy | 223 | 0.02 | 119.147 | 116.655 | 120.755 | ||
| 443 | 2007.10.22 02:32 | s/l | 220 | 0.51 | 117.145 | 117.145 | 121.245 | -127194.00 | 2009931.00 |
| 444 | 2007.10.22 12:49 | s/l | 221 | 0.35 | 116.684 | 116.685 | 120.785 | -87325.00 | 1922606.00 |
| 445 | 2007.10.22 12:50 | s/l | 223 | 0.02 | 116.652 | 116.655 | 120.755 | -4990.00 | 1917616.00 |
| 446 | 2007.10.22 12:53 | s/l | 222 | 0.01 | 116.555 | 116.555 | 120.655 | -2778.00 | 1914838.00 |
| 447 | 2007.10.23 04:00 | buy | 224 | 0.01 | 117.096 | 114.595 | 118.695 | ||
| 448 | 2007.10.23 14:49 | t/p | 224 | 0.01 | 118.699 | 114.595 | 118.695 | 1603.00 | 1916441.00 |
| 449 | 2007.10.24 02:00 | buy | 225 | 0.01 | 118.807 | 116.315 | 120.415 | ||
| 450 | 2007.10.25 10:00 | buy | 226 | 0.24 | 117.756 | 115.265 | 119.365 | ||