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 |
| 601 | 2008.01.16 10:19 | t/p | 301 | 0.01 | 103.686 | 107.710 | 103.690 | 1597.00 | 1764957.00 |
| 602 | 2008.01.16 11:15 | t/p | 300 | 0.01 | 103.618 | 107.710 | 103.610 | 1585.00 | 1766542.00 |
| 603 | 2008.01.16 14:00 | sell | 302 | 0.01 | 103.505 | 106.010 | 101.910 | ||
| 604 | 2008.01.16 15:00 | close | 302 | 0.01 | 103.899 | 106.010 | 101.910 | -394.00 | 1766148.00 |
| 605 | 2008.01.17 15:00 | sell | 303 | 0.01 | 104.644 | 107.140 | 103.040 | ||
| 606 | 2008.01.21 10:23 | t/p | 303 | 0.01 | 103.031 | 107.140 | 103.040 | 1613.00 | 1767761.00 |
| 607 | 2008.01.21 12:00 | sell | 304 | 0.01 | 103.071 | 105.565 | 101.465 | ||
| 608 | 2008.01.22 17:00 | close | 304 | 0.01 | 103.282 | 105.565 | 101.465 | -211.00 | 1767550.00 |
| 609 | 2008.01.23 08:00 | sell | 305 | 0.01 | 103.361 | 105.820 | 101.720 | ||
| 610 | 2008.01.23 23:00 | close | 305 | 0.01 | 104.175 | 105.820 | 101.720 | -814.00 | 1766736.00 |
| 611 | 2008.01.25 21:00 | sell | 306 | 0.01 | 105.884 | 108.375 | 104.275 | ||
| 612 | 2008.01.25 22:00 | sell | 307 | 0.04 | 106.352 | 108.375 | 104.745 | ||
| 613 | 2008.01.30 07:02 | sell | 308 | 0.24 | 106.932 | 108.375 | 105.370 | ||
| 614 | 2008.01.30 10:00 | sell | 309 | 0.19 | 106.891 | 108.375 | 105.285 | ||
| 615 | 2008.01.30 21:15 | s/l | 306 | 0.01 | 108.379 | 108.375 | 104.275 | -2495.00 | 1764241.00 |
| 616 | 2008.01.30 21:15 | s/l | 307 | 0.04 | 108.372 | 108.375 | 104.745 | -8080.00 | 1756161.00 |
| 617 | 2008.01.30 21:15 | s/l | 308 | 0.24 | 108.390 | 108.375 | 105.370 | -34992.00 | 1721169.00 |
| 618 | 2008.01.30 21:15 | s/l | 309 | 0.19 | 108.371 | 108.375 | 105.285 | -28120.00 | 1693049.00 |
| 619 | 2008.01.31 01:00 | sell | 310 | 0.01 | 106.777 | 109.285 | 105.185 | ||
| 620 | 2008.01.31 04:00 | sell | 311 | 0.02 | 107.056 | 109.285 | 105.445 | ||
| 621 | 2008.01.31 07:01 | sell | 312 | 0.02 | 106.968 | 109.285 | 105.355 | ||
| 622 | 2008.01.31 09:00 | sell | 313 | 0.03 | 107.164 | 109.285 | 105.565 | ||
| 623 | 2008.01.31 15:36 | t/p | 313 | 0.03 | 105.564 | 109.285 | 105.565 | 4800.00 | 1697849.00 |
| 624 | 2008.01.31 15:37 | t/p | 311 | 0.02 | 105.448 | 109.285 | 105.445 | 3216.00 | 1701065.00 |
| 625 | 2008.01.31 15:37 | t/p | 312 | 0.02 | 105.355 | 109.285 | 105.355 | 3226.00 | 1704291.00 |
| 626 | 2008.01.31 16:23 | t/p | 310 | 0.01 | 105.188 | 109.285 | 105.185 | 1589.00 | 1705880.00 |
| 627 | 2008.01.31 17:00 | sell | 314 | 0.01 | 105.380 | 107.870 | 103.770 | ||
| 628 | 2008.01.31 21:00 | sell | 315 | 0.09 | 106.144 | 107.870 | 104.535 | ||
| 629 | 2008.01.31 22:00 | sell | 316 | 0.05 | 105.971 | 107.870 | 104.365 | ||
| 630 | 2008.01.31 23:01 | sell | 317 | 0.04 | 105.909 | 107.870 | 104.260 | ||
| 631 | 2008.02.01 02:00 | sell | 318 | 0.07 | 106.078 | 107.870 | 104.460 | ||
| 632 | 2008.02.04 14:00 | sell | 319 | 0.74 | 107.083 | 107.870 | 105.480 | ||
| 633 | 2008.02.05 06:00 | buy | 320 | 0.01 | 107.364 | 104.865 | 108.965 | ||
| 634 | 2008.02.05 12:25 | s/l | 314 | 0.01 | 107.880 | 107.870 | 103.770 | -2500.00 | 1703380.00 |
| 635 | 2008.02.05 12:25 | s/l | 315 | 0.09 | 107.878 | 107.870 | 104.535 | -15606.00 | 1687774.00 |
| 636 | 2008.02.05 12:25 | s/l | 316 | 0.05 | 107.867 | 107.870 | 104.365 | -9480.00 | 1678294.00 |
| 637 | 2008.02.05 12:25 | s/l | 317 | 0.04 | 107.884 | 107.870 | 104.260 | -7900.00 | 1670394.00 |
| 638 | 2008.02.05 12:25 | s/l | 318 | 0.07 | 107.879 | 107.870 | 104.460 | -12607.00 | 1657787.00 |
| 639 | 2008.02.05 12:25 | s/l | 319 | 0.74 | 107.876 | 107.870 | 105.480 | -58682.00 | 1599105.00 |
| 640 | 2008.02.06 15:00 | buy | 321 | 0.66 | 106.010 | 103.505 | 107.605 | ||
| 641 | 2008.02.06 17:00 | buy | 322 | 0.33 | 106.404 | 103.635 | 107.735 | ||
| 642 | 2008.02.07 14:55 | s/l | 320 | 0.01 | 104.864 | 104.865 | 108.965 | -2500.00 | 1596605.00 |
| 643 | 2008.02.07 22:00 | buy | 323 | 0.01 | 106.171 | 103.670 | 107.770 | ||
| 644 | 2008.02.08 16:31 | t/p | 321 | 0.66 | 107.605 | 103.505 | 107.605 | 105270.00 | 1701875.00 |
| 645 | 2008.02.08 16:38 | t/p | 322 | 0.33 | 107.729 | 103.635 | 107.735 | 43725.00 | 1745600.00 |
| 646 | 2008.02.08 17:02 | t/p | 323 | 0.01 | 107.764 | 103.670 | 107.770 | 1593.00 | 1747193.00 |
| 647 | 2008.02.08 18:00 | buy | 324 | 0.01 | 107.766 | 105.270 | 109.370 | ||
| 648 | 2008.02.08 21:00 | buy | 325 | 0.03 | 107.388 | 104.890 | 108.990 | ||
| 649 | 2008.02.11 02:01 | buy | 326 | 0.02 | 107.493 | 104.995 | 109.095 | ||
| 650 | 2008.02.11 03:01 | buy | 327 | 0.02 | 107.630 | 105.105 | 109.205 | ||
| 651 | 2008.02.12 09:00 | buy | 328 | 0.24 | 106.779 | 104.270 | 108.370 | ||
| 652 | 2008.02.12 10:00 | buy | 329 | 0.11 | 107.003 | 104.505 | 108.605 | ||
| 653 | 2008.02.12 11:00 | buy | 330 | 0.19 | 106.785 | 104.280 | 108.380 | ||
| 654 | 2008.02.12 14:00 | buy | 331 | 0.04 | 107.336 | 104.840 | 108.940 | ||
| 655 | 2008.02.12 22:00 | buy | 332 | 0.05 | 107.269 | 104.760 | 108.860 | ||
| 656 | 2008.02.13 14:00 | buy | 333 | 0.01 | 107.650 | 105.155 | 109.255 | ||
| 657 | 2008.02.13 15:48 | t/p | 328 | 0.24 | 108.376 | 104.270 | 108.370 | 38328.00 | 1785521.00 |
| 658 | 2008.02.13 15:48 | t/p | 330 | 0.19 | 108.375 | 104.280 | 108.380 | 30210.00 | 1815731.00 |
| 659 | 2008.02.13 22:40 | t/p | 329 | 0.11 | 108.605 | 104.505 | 108.605 | 17622.00 | 1833353.00 |
| 660 | 2008.02.14 10:11 | t/p | 332 | 0.05 | 108.853 | 104.760 | 108.860 | 7920.00 | 1841273.00 |
| 661 | 2008.02.15 11:51 | t/p | 331 | 0.04 | 108.932 | 104.840 | 108.940 | 6384.00 | 1847657.00 |
| 662 | 2008.02.15 12:09 | t/p | 325 | 0.03 | 108.995 | 104.890 | 108.990 | 4821.00 | 1852478.00 |
| 663 | 2008.02.18 10:00 | buy | 334 | 0.03 | 107.422 | 104.920 | 109.020 | ||
| 664 | 2008.02.18 11:00 | buy | 335 | 0.05 | 107.251 | 104.760 | 108.860 | ||
| 665 | 2008.02.18 12:00 | buy | 336 | 0.04 | 107.322 | 104.830 | 108.930 | ||
| 666 | 2008.02.20 14:00 | buy | 337 | 0.66 | 106.402 | 103.895 | 107.995 | ||
| 667 | 2008.02.20 16:00 | buy | 338 | 0.16 | 106.271 | 103.770 | 107.870 | ||
| 668 | 2008.02.22 19:00 | s/l | 324 | 0.01 | 105.271 | 105.270 | 109.370 | -2495.00 | 1849983.00 |
| 669 | 2008.02.22 19:59 | s/l | 333 | 0.01 | 105.162 | 105.155 | 109.255 | -2488.00 | 1847495.00 |
| 670 | 2008.02.22 20:02 | s/l | 327 | 0.02 | 105.103 | 105.105 | 109.205 | -5054.00 | 1842441.00 |
| 671 | 2008.02.25 01:05 | buy | 339 | 0.01 | 105.928 | 103.435 | 107.535 | ||
| 672 | 2008.02.25 13:22 | t/p | 339 | 0.01 | 107.545 | 103.435 | 107.535 | 1617.00 | 1844058.00 |
| 673 | 2008.02.25 14:00 | buy | 340 | 0.01 | 107.339 | 104.840 | 108.940 | ||
| 674 | 2008.02.25 17:25 | t/p | 338 | 0.16 | 107.888 | 103.770 | 107.870 | 25872.00 | 1869930.00 |
| 675 | 2008.02.25 17:47 | t/p | 337 | 0.66 | 108.001 | 103.895 | 107.995 | 105534.00 | 1975464.00 |
| 676 | 2008.02.26 01:00 | close | 326 | 0.02 | 108.522 | 104.995 | 109.095 | 2058.00 | 1977522.00 |
| 677 | 2008.02.26 01:00 | close | 334 | 0.03 | 108.532 | 104.920 | 109.020 | 3330.00 | 1980852.00 |
| 678 | 2008.02.26 01:00 | close | 335 | 0.05 | 108.537 | 104.760 | 108.860 | 6430.00 | 1987282.00 |
| 679 | 2008.02.26 01:00 | close | 336 | 0.04 | 108.531 | 104.830 | 108.930 | 4836.00 | 1992118.00 |
| 680 | 2008.02.26 01:00 | close | 340 | 0.01 | 108.532 | 104.840 | 108.940 | 1193.00 | 1993311.00 |
| 681 | 2008.02.26 06:00 | buy | 341 | 0.01 | 108.248 | 105.750 | 109.850 | ||
| 682 | 2008.02.26 15:00 | close | 341 | 0.01 | 109.011 | 105.750 | 109.850 | 763.00 | 1994074.00 |
| 683 | 2008.02.26 16:00 | buy | 342 | 0.01 | 108.845 | 106.350 | 110.450 | ||
| 684 | 2008.02.26 17:00 | close | 342 | 0.01 | 109.007 | 106.350 | 110.450 | 162.00 | 1994236.00 |
| 685 | 2008.02.26 17:00 | buy | 343 | 0.01 | 109.044 | 106.545 | 110.645 | ||
| 686 | 2008.02.28 08:00 | buy | 344 | 0.04 | 108.578 | 106.080 | 110.180 | ||
| 687 | 2008.02.28 11:00 | buy | 345 | 0.02 | 108.784 | 106.285 | 110.385 | ||
| 688 | 2008.02.28 12:00 | buy | 346 | 0.02 | 108.865 | 106.370 | 110.470 | ||
| 689 | 2008.02.28 14:00 | buy | 347 | 0.01 | 108.918 | 106.425 | 110.525 | ||
| 690 | 2008.02.29 12:29 | s/l | 343 | 0.01 | 106.531 | 106.545 | 110.645 | -2513.00 | 1991723.00 |
| 691 | 2008.02.29 12:35 | s/l | 347 | 0.01 | 106.403 | 106.425 | 110.525 | -2515.00 | 1989208.00 |
| 692 | 2008.02.29 13:05 | s/l | 346 | 0.02 | 106.375 | 106.370 | 110.470 | -4980.00 | 1984228.00 |
| 693 | 2008.02.29 13:07 | s/l | 345 | 0.02 | 106.289 | 106.285 | 110.385 | -4990.00 | 1979238.00 |
| 694 | 2008.02.29 13:13 | s/l | 344 | 0.04 | 106.048 | 106.080 | 110.180 | -10120.00 | 1969118.00 |
| 695 | 2008.03.03 20:00 | buy | 348 | 0.01 | 104.833 | 102.340 | 106.440 | ||
| 696 | 2008.03.04 02:01 | buy | 349 | 0.02 | 104.700 | 102.200 | 106.300 | ||
| 697 | 2008.03.04 16:01 | buy | 350 | 0.04 | 103.945 | 101.920 | 106.020 | ||
| 698 | 2008.03.05 06:00 | buy | 351 | 0.11 | 104.068 | 103.060 | 105.665 | ||
| 699 | 2008.03.05 08:00 | buy | 352 | 0.09 | 104.110 | 103.085 | 105.720 | ||
| 700 | 2008.03.05 10:00 | buy | 353 | 0.05 | 104.310 | 103.065 | 105.900 | ||
| 701 | 2008.03.05 12:00 | buy | 354 | 0.03 | 104.504 | 103.055 | 106.100 | ||
| 702 | 2008.03.05 14:00 | buy | 355 | 0.01 | 104.735 | 103.070 | 106.330 | ||
| 703 | 2008.03.05 16:00 | buy | 356 | 0.02 | 104.587 | 103.065 | 106.180 | ||
| 704 | 2008.03.05 23:30 | t/p | 351 | 0.11 | 105.674 | 103.060 | 105.665 | 17666.00 | 1986784.00 |
| 705 | 2008.03.10 09:28 | s/l | 352 | 0.09 | 103.091 | 103.085 | 105.720 | -9171.00 | 1977613.00 |
| 706 | 2008.03.10 09:28 | s/l | 355 | 0.01 | 103.062 | 103.070 | 106.330 | -1673.00 | 1975940.00 |
| 707 | 2008.03.10 09:29 | s/l | 353 | 0.05 | 103.055 | 103.065 | 105.900 | -6275.00 | 1969665.00 |
| 708 | 2008.03.10 09:29 | s/l | 356 | 0.02 | 103.075 | 103.065 | 106.180 | -3024.00 | 1966641.00 |
| 709 | 2008.03.10 09:40 | s/l | 354 | 0.03 | 103.056 | 103.055 | 106.100 | -4344.00 | 1962297.00 |
| 710 | 2008.03.10 14:00 | buy | 357 | 0.51 | 103.557 | 102.900 | 105.150 | ||
| 711 | 2008.03.10 16:51 | s/l | 357 | 0.51 | 102.899 | 102.900 | 105.150 | -33558.00 | 1928739.00 |
| 712 | 2008.03.10 18:46 | s/l | 348 | 0.01 | 102.344 | 102.340 | 106.440 | -2489.00 | 1926250.00 |
| 713 | 2008.03.10 18:46 | s/l | 349 | 0.02 | 102.193 | 102.200 | 106.300 | -5014.00 | 1921236.00 |
| 714 | 2008.03.10 19:00 | close | 350 | 0.04 | 102.015 | 101.920 | 106.020 | -7720.00 | 1913516.00 |
| 715 | 2008.03.11 09:00 | buy | 358 | 0.01 | 102.701 | 101.775 | 104.285 | ||
| 716 | 2008.03.11 10:00 | buy | 359 | 0.02 | 102.633 | 101.750 | 104.230 | ||
| 717 | 2008.03.11 21:55 | t/p | 359 | 0.02 | 104.231 | 101.750 | 104.230 | 3196.00 | 1916712.00 |
| 718 | 2008.03.11 21:55 | t/p | 358 | 0.01 | 104.282 | 101.775 | 104.285 | 1581.00 | 1918293.00 |
| 719 | 2008.03.12 05:00 | buy | 360 | 0.01 | 103.988 | 101.770 | 105.590 | ||
| 720 | 2008.03.12 06:00 | buy | 361 | 0.01 | 103.910 | 101.760 | 105.520 | ||
| 721 | 2008.03.13 06:18 | s/l | 360 | 0.01 | 101.761 | 101.770 | 105.590 | -2227.00 | 1916066.00 |
| 722 | 2008.03.13 06:18 | s/l | 361 | 0.01 | 101.763 | 101.760 | 105.520 | -2147.00 | 1913919.00 |
| 723 | 2008.03.13 18:00 | buy | 362 | 0.01 | 102.110 | 100.930 | 103.715 | ||
| 724 | 2008.03.14 15:21 | s/l | 362 | 0.01 | 100.933 | 100.930 | 103.715 | -1177.00 | 1912742.00 |
| 725 | 2008.03.18 07:00 | buy | 363 | 0.01 | 97.621 | 96.355 | 99.220 | ||
| 726 | 2008.03.18 20:18 | t/p | 363 | 0.01 | 99.215 | 96.355 | 99.220 | 1594.00 | 1914336.00 |
| 727 | 2008.03.21 04:00 | buy | 364 | 0.01 | 97.149 | 95.705 | 98.740 | ||
| 728 | 2008.03.21 13:00 | buy | 365 | 0.01 | 97.140 | 95.705 | 98.730 | ||
| 729 | 2008.03.24 17:23 | t/p | 365 | 0.01 | 98.730 | 95.705 | 98.730 | 1590.00 | 1915926.00 |
| 730 | 2008.03.24 17:23 | t/p | 364 | 0.01 | 98.734 | 95.705 | 98.740 | 1585.00 | 1917511.00 |
| 731 | 2008.03.24 19:00 | buy | 366 | 0.01 | 98.790 | 96.295 | 100.395 | ||
| 732 | 2008.03.26 10:00 | buy | 367 | 0.03 | 98.407 | 95.900 | 100.000 | ||
| 733 | 2008.03.27 11:00 | buy | 368 | 0.51 | 97.536 | 95.700 | 99.130 | ||
| 734 | 2008.03.27 12:00 | buy | 369 | 0.40 | 97.556 | 95.685 | 99.150 | ||
| 735 | 2008.03.27 13:00 | buy | 370 | 0.05 | 97.386 | 95.695 | 98.990 | ||
| 736 | 2008.04.01 18:25 | t/p | 370 | 0.05 | 98.995 | 95.695 | 98.990 | 8045.00 | 1925556.00 |
| 737 | 2008.04.01 18:51 | t/p | 368 | 0.51 | 99.122 | 95.700 | 99.130 | 80886.00 | 2006442.00 |
| 738 | 2008.04.01 19:02 | t/p | 369 | 0.40 | 99.153 | 95.685 | 99.150 | 63880.00 | 2070322.00 |
| 739 | 2008.04.02 00:00 | close | 366 | 0.01 | 99.667 | 96.295 | 100.395 | 877.00 | 2071199.00 |
| 740 | 2008.04.02 00:00 | close | 367 | 0.03 | 99.668 | 95.900 | 100.000 | 3783.00 | 2074982.00 |
| 741 | 2008.04.02 10:00 | buy | 371 | 0.01 | 100.042 | 97.540 | 101.640 | ||
| 742 | 2008.04.02 11:00 | buy | 372 | 0.02 | 99.775 | 97.270 | 101.370 | ||
| 743 | 2008.04.02 12:00 | buy | 373 | 0.02 | 99.908 | 97.400 | 101.500 | ||
| 744 | 2008.04.02 16:00 | close | 371 | 0.01 | 100.580 | 97.540 | 101.640 | 538.00 | 2075520.00 |
| 745 | 2008.04.02 16:00 | close | 372 | 0.02 | 100.575 | 97.270 | 101.370 | 1600.00 | 2077120.00 |
| 746 | 2008.04.02 16:00 | close | 373 | 0.02 | 100.562 | 97.400 | 101.500 | 1308.00 | 2078428.00 |
| 747 | 2008.04.02 17:00 | buy | 374 | 0.01 | 100.410 | 97.915 | 102.015 | ||
| 748 | 2008.04.02 18:00 | close | 374 | 0.01 | 100.741 | 97.915 | 102.015 | 331.00 | 2078759.00 |
| 749 | 2008.04.02 19:00 | buy | 375 | 0.01 | 101.035 | 98.530 | 102.630 | ||
| 750 | 2008.04.02 20:00 | close | 375 | 0.01 | 100.737 | 98.530 | 102.630 | -298.00 | 2078461.00 |