Strategy Tester Report
EA_BBHLband_H1_forAJ_1.04
| 通貨ペア | AUDJPY (Australian Dollar vs Japanese Yen) | ||||
| 期間 | 1時間足(H1) 2007.01.01 02:00 - 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=44108101; MagicNumberS=44108201; Lots=0.1; 複利運用基準値=0; トレンドモード="自動"; 両建て="なし"; Slippage=3; timeframe=60; 許容スプレッド=50; 最大テイクプロフィット=155; 最大ストップロス=375; | ||||
| テストバー数 | 97364 | モデルティック数 | 311514285 | 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 | 200000.00 | スプレッド | 変動 | ||
| 純益 | 1987170.00 | 総利益 | 6268860.00 | 総損失 | -4281690.00 |
| プロフィットファクタ | 1.46 | 期待利得 | 1809.81 | ||
| 絶対ドローダウン | 11590.00 | 最大ドローダウン | 176290.00 (30.88%) | 相対ドローダウン | 30.88% (176290.00) |
| 総取引数 | 1098 | 売りポジション(勝率%） | 589 (60.95%) | 買いポジション(勝率%） | 509 (64.83%) |
| 勝率(%) | 689 (62.75%) | 負率 (%) | 409 (37.25%) | ||
| 最大 | 勝トレード | 18730.00 | 敗トレード | -38670.00 | |
| 平均 | 勝トレード | 9098.49 | 敗トレード | -10468.68 | |
| 最大 | 連勝(金額) | 14 (114920.00) | 連敗(金額) | 11 (-62030.00) | |
| 最大 | 連勝(トレード数) | 157430.00 (13) | 連敗(トレード数) | -79760.00 (4) | |
| 平均 | 連勝 | 3 | 連敗 | 2 | |
| # | 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 | 2007.10.01 23:00 | close | 75 | 0.10 | 103.427 | 98.820 | 104.120 | 8610.00 | 460020.00 |
| 152 | 2007.10.02 00:00 | buy | 76 | 0.10 | 103.533 | 99.780 | 105.080 | ||
| 153 | 2007.10.05 18:53 | t/p | 76 | 0.10 | 105.076 | 99.780 | 105.080 | 15430.00 | 475450.00 |
| 154 | 2007.10.05 19:00 | buy | 77 | 0.10 | 105.122 | 101.380 | 106.680 | ||
| 155 | 2007.10.11 19:00 | modify | 77 | 0.10 | 105.122 | 106.080 | 106.680 | ||
| 156 | 2007.10.11 21:00 | close | 77 | 0.10 | 106.274 | 106.080 | 106.680 | 11520.00 | 486970.00 |
| 157 | 2007.10.11 22:00 | buy | 78 | 0.10 | 105.966 | 102.210 | 107.510 | ||
| 158 | 2007.10.19 22:53 | s/l | 78 | 0.10 | 102.217 | 102.210 | 107.510 | -37490.00 | 449480.00 |
| 159 | 2007.10.23 16:00 | buy | 79 | 0.10 | 102.835 | 99.330 | 104.385 | ||
| 160 | 2007.10.26 06:00 | modify | 79 | 0.10 | 102.835 | 103.795 | 104.385 | ||
| 161 | 2007.10.26 06:00 | close | 79 | 0.10 | 103.998 | 103.795 | 104.385 | 11630.00 | 461110.00 |
| 162 | 2007.10.26 06:00 | buy | 80 | 0.10 | 104.034 | 100.290 | 105.590 | ||
| 163 | 2007.10.29 07:00 | modify | 80 | 0.10 | 104.034 | 104.985 | 105.590 | ||
| 164 | 2007.10.29 09:19 | t/p | 80 | 0.10 | 105.587 | 104.985 | 105.590 | 15530.00 | 476640.00 |
| 165 | 2007.11.01 18:00 | sell | 81 | 0.10 | 105.475 | 107.920 | 103.925 | ||
| 166 | 2007.11.01 21:00 | close | 81 | 0.10 | 104.993 | 107.920 | 103.925 | 4820.00 | 481460.00 |
| 167 | 2007.11.01 22:00 | sell | 82 | 0.10 | 105.449 | 107.920 | 103.895 | ||
| 168 | 2007.11.01 23:00 | close | 82 | 0.10 | 104.699 | 107.920 | 103.895 | 7500.00 | 488960.00 |
| 169 | 2007.11.02 01:00 | sell | 83 | 0.10 | 104.456 | 107.920 | 102.915 | ||
| 170 | 2007.11.02 02:00 | close | 83 | 0.10 | 104.657 | 107.920 | 102.915 | -2010.00 | 486950.00 |
| 171 | 2007.11.02 02:00 | sell | 84 | 0.10 | 104.628 | 107.920 | 103.070 | ||
| 172 | 2007.11.02 03:00 | close | 84 | 0.10 | 104.794 | 107.920 | 103.070 | -1660.00 | 485290.00 |
| 173 | 2007.11.02 03:00 | sell | 85 | 0.10 | 104.774 | 107.920 | 103.215 | ||
| 174 | 2007.11.08 00:31 | t/p | 85 | 0.10 | 103.188 | 107.920 | 103.215 | 15860.00 | 501150.00 |
| 175 | 2007.11.08 02:00 | sell | 86 | 0.10 | 104.098 | 107.820 | 102.520 | ||
| 176 | 2007.11.09 12:31 | t/p | 86 | 0.10 | 102.511 | 107.820 | 102.520 | 15870.00 | 517020.00 |
| 177 | 2007.11.09 15:00 | sell | 87 | 0.10 | 101.995 | 105.750 | 100.450 | ||
| 178 | 2007.11.09 16:00 | close | 87 | 0.10 | 101.978 | 105.750 | 100.450 | 170.00 | 517190.00 |
| 179 | 2007.11.09 16:00 | sell | 88 | 0.10 | 101.955 | 105.710 | 100.410 | ||
| 180 | 2007.11.09 17:00 | close | 88 | 0.10 | 101.459 | 105.710 | 100.410 | 4960.00 | 522150.00 |
| 181 | 2007.11.15 15:00 | sell | 89 | 0.10 | 98.613 | 102.360 | 97.060 | ||
| 182 | 2007.11.15 22:00 | close | 89 | 0.10 | 97.818 | 102.360 | 97.060 | 7950.00 | 530100.00 |
| 183 | 2007.11.15 23:00 | sell | 90 | 0.10 | 97.811 | 101.565 | 96.265 | ||
| 184 | 2007.11.20 03:00 | close | 90 | 0.10 | 97.031 | 101.565 | 96.265 | 7800.00 | 537900.00 |
| 185 | 2007.11.20 03:00 | sell | 91 | 0.10 | 96.991 | 100.750 | 95.450 | ||
| 186 | 2007.11.21 11:17 | t/p | 91 | 0.10 | 95.455 | 100.750 | 95.450 | 15360.00 | 553260.00 |
| 187 | 2007.11.21 14:00 | sell | 92 | 0.10 | 94.697 | 98.450 | 93.150 | ||
| 188 | 2007.11.21 15:00 | close | 92 | 0.10 | 94.850 | 98.450 | 93.150 | -1530.00 | 551730.00 |
| 189 | 2007.11.21 15:00 | sell | 93 | 0.10 | 94.811 | 98.570 | 93.270 | ||
| 190 | 2007.11.21 16:00 | close | 93 | 0.10 | 94.872 | 98.570 | 93.270 | -610.00 | 551120.00 |
| 191 | 2007.11.21 16:00 | sell | 94 | 0.10 | 94.834 | 98.590 | 93.290 | ||
| 192 | 2007.11.21 17:00 | close | 94 | 0.10 | 94.778 | 98.590 | 93.290 | 560.00 | 551680.00 |
| 193 | 2007.11.21 17:00 | sell | 95 | 0.10 | 94.750 | 98.490 | 93.190 | ||
| 194 | 2007.11.21 18:00 | close | 95 | 0.10 | 94.193 | 98.490 | 93.190 | 5570.00 | 557250.00 |
| 195 | 2007.11.21 19:00 | sell | 96 | 0.10 | 94.381 | 98.125 | 92.825 | ||
| 196 | 2007.11.26 23:00 | close | 96 | 0.10 | 93.209 | 98.125 | 92.825 | 11720.00 | 568970.00 |
| 197 | 2007.11.27 01:00 | sell | 97 | 0.10 | 93.489 | 97.245 | 91.945 | ||
| 198 | 2007.11.27 02:00 | close | 97 | 0.10 | 93.641 | 97.245 | 91.945 | -1520.00 | 567450.00 |
| 199 | 2007.11.27 02:00 | sell | 98 | 0.10 | 93.623 | 97.365 | 92.065 | ||
| 200 | 2007.11.28 18:18 | s/l | 98 | 0.10 | 97.366 | 97.365 | 92.065 | -37430.00 | 530020.00 |
| 201 | 2007.12.04 04:00 | sell | 99 | 0.10 | 96.470 | 98.730 | 94.925 | ||
| 202 | 2007.12.05 05:00 | close | 99 | 0.10 | 95.817 | 98.730 | 94.925 | 6530.00 | 536550.00 |
| 203 | 2007.12.05 05:00 | sell | 100 | 0.10 | 95.771 | 98.730 | 94.230 | ||
| 204 | 2007.12.10 18:14 | s/l | 100 | 0.10 | 98.738 | 98.730 | 94.230 | -29670.00 | 506880.00 |
| 205 | 2007.12.12 01:00 | sell | 101 | 0.10 | 96.809 | 99.490 | 95.245 | ||
| 206 | 2007.12.12 04:00 | close | 101 | 0.10 | 97.191 | 99.490 | 95.245 | -3820.00 | 503060.00 |
| 207 | 2007.12.12 04:00 | sell | 102 | 0.10 | 97.177 | 99.490 | 95.620 | ||
| 208 | 2007.12.12 16:04 | s/l | 102 | 0.10 | 99.493 | 99.490 | 95.620 | -23160.00 | 479900.00 |
| 209 | 2007.12.14 17:00 | sell | 103 | 0.10 | 97.331 | 100.120 | 95.785 | ||
| 210 | 2007.12.21 05:00 | close | 103 | 0.10 | 97.591 | 100.120 | 95.785 | -2600.00 | 477300.00 |
| 211 | 2007.12.21 05:00 | buy | 104 | 0.10 | 97.597 | 96.460 | 99.135 | ||
| 212 | 2007.12.21 19:00 | close | 104 | 0.10 | 98.614 | 96.460 | 99.135 | 10170.00 | 487470.00 |
| 213 | 2007.12.21 19:00 | buy | 105 | 0.10 | 98.655 | 96.470 | 100.195 | ||
| 214 | 2007.12.24 21:00 | close | 105 | 0.10 | 99.529 | 96.470 | 100.195 | 8740.00 | 496210.00 |
| 215 | 2007.12.24 22:00 | buy | 106 | 0.10 | 99.618 | 96.564 | 101.168 | ||
| 216 | 2008.01.02 17:56 | s/l | 106 | 0.10 | 96.536 | 96.564 | 101.168 | -30820.00 | 465390.00 |
| 217 | 2008.01.08 09:00 | buy | 107 | 0.10 | 96.204 | 94.266 | 97.745 | ||
| 218 | 2008.01.10 02:00 | close | 107 | 0.10 | 97.026 | 94.266 | 97.745 | 8220.00 | 473610.00 |
| 219 | 2008.01.10 02:00 | buy | 108 | 0.10 | 97.055 | 94.276 | 98.610 | ||
| 220 | 2008.01.11 00:00 | close | 108 | 0.10 | 97.843 | 94.276 | 98.610 | 7880.00 | 481490.00 |
| 221 | 2008.01.11 01:00 | buy | 109 | 0.10 | 97.901 | 94.266 | 99.460 | ||
| 222 | 2008.01.15 23:04 | s/l | 109 | 0.10 | 94.240 | 94.266 | 99.460 | -36610.00 | 444880.00 |
| 223 | 2008.01.18 16:00 | buy | 110 | 0.10 | 94.760 | 92.625 | 96.305 | ||
| 224 | 2008.01.21 09:42 | s/l | 110 | 0.10 | 92.614 | 92.625 | 96.305 | -21460.00 | 423420.00 |
| 225 | 2008.01.23 03:00 | buy | 111 | 0.10 | 93.285 | 90.110 | 94.840 | ||
| 226 | 2008.01.24 04:00 | close | 111 | 0.10 | 92.835 | 90.110 | 94.840 | -4500.00 | 418920.00 |
| 227 | 2008.01.24 04:00 | buy | 112 | 0.10 | 92.877 | 90.100 | 94.435 | ||
| 228 | 2008.01.24 08:00 | close | 112 | 0.10 | 93.146 | 90.100 | 94.435 | 2690.00 | 421610.00 |
| 229 | 2008.01.24 08:00 | buy | 113 | 0.10 | 93.166 | 90.090 | 94.725 | ||
| 230 | 2008.01.25 01:00 | modify | 113 | 0.10 | 93.166 | 94.160 | 94.725 | ||
| 231 | 2008.01.25 03:00 | close | 113 | 0.10 | 94.454 | 94.160 | 94.725 | 12880.00 | 434490.00 |
| 232 | 2008.01.25 03:00 | buy | 114 | 0.10 | 94.485 | 90.735 | 96.035 | ||
| 233 | 2008.01.30 18:00 | close | 114 | 0.10 | 95.380 | 90.735 | 96.035 | 8950.00 | 443440.00 |
| 234 | 2008.01.30 18:00 | buy | 115 | 0.10 | 95.407 | 91.660 | 96.960 | ||
| 235 | 2008.02.04 00:00 | close | 115 | 0.10 | 96.174 | 91.660 | 96.960 | 7670.00 | 451110.00 |
| 236 | 2008.02.04 01:01 | buy | 116 | 0.10 | 96.284 | 92.550 | 97.850 | ||
| 237 | 2008.02.05 12:00 | close | 116 | 0.10 | 97.130 | 92.550 | 97.850 | 8460.00 | 459570.00 |
| 238 | 2008.02.05 12:00 | buy | 117 | 0.10 | 97.169 | 93.415 | 98.715 | ||
| 239 | 2008.02.15 13:00 | close | 117 | 0.10 | 98.015 | 93.415 | 98.715 | 8460.00 | 468030.00 |
| 240 | 2008.02.15 13:00 | buy | 118 | 0.10 | 98.050 | 94.300 | 99.600 | ||
| 241 | 2008.02.19 04:00 | modify | 118 | 0.10 | 98.050 | 99.080 | 99.600 | ||
| 242 | 2008.02.19 05:00 | close | 118 | 0.10 | 99.337 | 99.080 | 99.600 | 12870.00 | 480900.00 |
| 243 | 2008.02.19 06:00 | buy | 119 | 0.10 | 99.483 | 95.725 | 101.025 | ||
| 244 | 2008.02.28 04:00 | close | 119 | 0.10 | 100.307 | 95.725 | 101.025 | 8240.00 | 489140.00 |
| 245 | 2008.02.28 04:00 | buy | 120 | 0.10 | 100.345 | 98.075 | 101.885 | ||
| 246 | 2008.02.29 12:58 | s/l | 120 | 0.10 | 98.078 | 98.075 | 101.885 | -22670.00 | 466470.00 |
| 247 | 2008.03.05 19:00 | buy | 121 | 0.10 | 96.910 | 94.635 | 98.470 | ||
| 248 | 2008.03.07 15:41 | s/l | 121 | 0.10 | 94.635 | 94.635 | 98.470 | -22750.00 | 443720.00 |
| 249 | 2008.03.11 17:00 | buy | 122 | 0.10 | 95.117 | 92.770 | 96.670 | ||
| 250 | 2008.03.11 18:00 | close | 122 | 0.10 | 95.658 | 92.770 | 96.670 | 5410.00 | 449130.00 |
| 251 | 2008.03.11 19:00 | buy | 123 | 0.10 | 95.158 | 92.780 | 96.710 | ||
| 252 | 2008.03.12 00:00 | close | 123 | 0.10 | 96.030 | 92.780 | 96.710 | 8720.00 | 457850.00 |
| 253 | 2008.03.12 01:00 | buy | 124 | 0.10 | 96.266 | 92.800 | 97.825 | ||
| 254 | 2008.03.14 21:37 | s/l | 124 | 0.10 | 92.793 | 92.800 | 97.825 | -34730.00 | 423120.00 |
| 255 | 2008.03.24 11:00 | buy | 125 | 0.10 | 90.389 | 88.105 | 91.940 | ||
| 256 | 2008.03.24 22:00 | close | 125 | 0.10 | 91.299 | 88.105 | 91.940 | 9100.00 | 432220.00 |
| 257 | 2008.03.24 22:00 | buy | 126 | 0.10 | 91.314 | 88.105 | 92.860 | ||
| 258 | 2008.03.27 18:00 | close | 126 | 0.10 | 91.675 | 88.105 | 92.860 | 3610.00 | 435830.00 |
| 259 | 2008.03.27 19:00 | buy | 127 | 0.10 | 91.859 | 88.120 | 93.410 | ||
| 260 | 2008.04.02 15:17 | t/p | 127 | 0.10 | 93.409 | 88.120 | 93.410 | 15500.00 | 451330.00 |
| 261 | 2008.04.02 16:00 | buy | 128 | 0.10 | 93.094 | 89.387 | 94.650 | ||
| 262 | 2008.04.03 11:00 | close | 128 | 0.10 | 93.990 | 89.387 | 94.650 | 8960.00 | 460290.00 |
| 263 | 2008.04.03 11:00 | buy | 129 | 0.10 | 94.016 | 90.380 | 95.570 | ||
| 264 | 2008.04.07 22:00 | close | 129 | 0.10 | 94.934 | 90.380 | 95.570 | 9180.00 | 469470.00 |
| 265 | 2008.04.07 22:00 | buy | 130 | 0.10 | 94.978 | 91.220 | 96.520 | ||
| 266 | 2008.04.17 16:00 | close | 130 | 0.10 | 95.792 | 91.220 | 96.520 | 8140.00 | 477610.00 |
| 267 | 2008.04.17 16:00 | buy | 131 | 0.10 | 95.822 | 92.670 | 97.370 | ||
| 268 | 2008.04.18 14:58 | t/p | 131 | 0.10 | 97.368 | 92.670 | 97.370 | 15460.00 | 493070.00 |
| 269 | 2008.04.18 16:00 | buy | 132 | 0.10 | 97.228 | 93.470 | 98.770 | ||
| 270 | 2008.04.23 14:00 | close | 132 | 0.10 | 98.082 | 93.470 | 98.770 | 8540.00 | 501610.00 |
| 271 | 2008.04.23 14:00 | buy | 133 | 0.10 | 98.095 | 94.355 | 99.655 | ||
| 272 | 2008.05.05 13:00 | close | 133 | 0.10 | 98.971 | 94.355 | 99.655 | 8760.00 | 510370.00 |
| 273 | 2008.05.05 14:00 | buy | 134 | 0.10 | 99.032 | 96.105 | 100.585 | ||
| 274 | 2008.05.20 16:00 | close | 134 | 0.10 | 99.545 | 96.105 | 100.585 | 5130.00 | 515500.00 |
| 275 | 2008.05.20 16:00 | buy | 135 | 0.10 | 99.575 | 96.220 | 101.125 | ||
| 276 | 2008.05.26 00:00 | close | 135 | 0.10 | 99.086 | 96.220 | 101.125 | -4890.00 | 510610.00 |
| 277 | 2008.05.26 00:00 | sell | 136 | 0.10 | 99.092 | 100.090 | 97.537 | ||
| 278 | 2008.05.27 15:40 | s/l | 136 | 0.10 | 100.089 | 100.090 | 97.537 | -9970.00 | 500640.00 |
| 279 | 2008.06.02 01:00 | sell | 137 | 0.10 | 100.471 | 101.130 | 98.925 | ||
| 280 | 2008.06.02 23:00 | close | 137 | 0.10 | 99.818 | 101.130 | 98.925 | 6530.00 | 507170.00 |
| 281 | 2008.06.03 00:00 | sell | 138 | 0.10 | 99.669 | 101.130 | 98.119 | ||
| 282 | 2008.06.04 17:53 | s/l | 138 | 0.10 | 101.159 | 101.130 | 98.119 | -14900.00 | 492270.00 |
| 283 | 2008.06.09 02:00 | sell | 139 | 0.10 | 100.650 | 102.060 | 99.100 | ||
| 284 | 2008.06.17 04:12 | s/l | 139 | 0.10 | 102.062 | 102.060 | 99.100 | -14120.00 | 478150.00 |
| 285 | 2008.06.26 17:00 | sell | 140 | 0.10 | 102.922 | 103.750 | 101.380 | ||
| 286 | 2008.06.27 22:00 | close | 140 | 0.10 | 102.063 | 103.750 | 101.380 | 8590.00 | 486740.00 |
| 287 | 2008.06.27 22:00 | sell | 141 | 0.10 | 102.042 | 103.750 | 100.490 | ||
| 288 | 2008.07.01 10:00 | close | 141 | 0.10 | 101.191 | 103.750 | 100.490 | 8510.00 | 495250.00 |
| 289 | 2008.07.01 11:00 | sell | 142 | 0.10 | 101.111 | 103.750 | 99.570 | ||
| 290 | 2008.07.17 12:00 | close | 142 | 0.10 | 102.881 | 103.750 | 99.570 | -17700.00 | 477550.00 |
| 291 | 2008.07.23 14:00 | sell | 143 | 0.10 | 103.956 | 104.530 | 102.415 | ||
| 292 | 2008.07.24 21:00 | modify | 143 | 0.10 | 103.956 | 103.000 | 102.415 | ||
| 293 | 2008.07.25 00:09 | s/l | 143 | 0.10 | 102.993 | 103.000 | 102.415 | 9630.00 | 487180.00 |
| 294 | 2008.07.25 01:00 | sell | 144 | 0.10 | 102.906 | 104.530 | 101.360 | ||
| 295 | 2008.07.31 00:00 | close | 144 | 0.10 | 102.105 | 104.530 | 101.360 | 8010.00 | 495190.00 |
| 296 | 2008.07.31 01:00 | sell | 145 | 0.10 | 102.043 | 104.520 | 100.490 | ||
| 297 | 2008.08.01 10:06 | t/p | 145 | 0.10 | 100.489 | 104.520 | 100.490 | 15540.00 | 510730.00 |
| 298 | 2008.08.01 11:00 | sell | 146 | 0.10 | 100.608 | 104.350 | 99.050 | ||
| 299 | 2008.08.05 12:00 | modify | 146 | 0.10 | 100.608 | 99.630 | 99.050 | ||
| 300 | 2008.08.05 12:50 | t/p | 146 | 0.10 | 99.054 | 99.630 | 99.050 | 15540.00 | 526270.00 |