Strategy Tester Report
EA_BBHLband_H1_forUJ_1.02
| 通貨ペア | USDJPY (US 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=44100101; MagicNumberS=44100201; 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=190; 最大ストップロス=190; | ||||
| テストバー数 | 97030 | モデルティック数 | 229304526 | 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 | 1486230.00 | 総利益 | 4775890.00 | 総損失 | -3289660.00 |
| プロフィットファクタ | 1.45 | 期待利得 | 1420.87 | ||
| 絶対ドローダウン | 12010.00 | 最大ドローダウン | 147180.00 (9.78%) | 相対ドローダウン | 19.76% (78570.00) |
| 総取引数 | 1046 | 売りポジション(勝率%） | 509 (41.45%) | 買いポジション(勝率%） | 537 (44.88%) |
| 勝率(%) | 452 (43.21%) | 負率 (%) | 594 (56.79%) | ||
| 最大 | 勝トレード | 19230.00 | 敗トレード | -19250.00 | |
| 平均 | 勝トレード | 10566.13 | 敗トレード | -5538.15 | |
| 最大 | 連勝(金額) | 11 (142620.00) | 連敗(金額) | 14 (-55560.00) | |
| 最大 | 連勝(トレード数) | 142620.00 (11) | 連敗(トレード数) | -65380.00 (11) | |
| 平均 | 連勝 | 2 | 連敗 | 3 | |
| # | 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 |
| 1351 | 2013.11.18 09:00 | sell | 457 | 0.10 | 100.036 | 100.626 | 98.223 | ||
| 1352 | 2013.11.19 18:00 | close | 457 | 0.10 | 100.210 | 100.626 | 98.223 | -1740.00 | 904950.00 |
| 1353 | 2013.11.19 18:00 | buy | 458 | 0.10 | 100.207 | 99.561 | 102.101 | ||
| 1354 | 2013.11.20 11:00 | close | 458 | 0.10 | 99.955 | 99.561 | 102.101 | -2520.00 | 902430.00 |
| 1355 | 2013.11.20 11:00 | sell | 459 | 0.10 | 99.951 | 100.626 | 98.158 | ||
| 1356 | 2013.11.21 02:00 | close | 459 | 0.10 | 100.244 | 100.626 | 98.158 | -2930.00 | 899500.00 |
| 1357 | 2013.11.21 02:00 | buy | 460 | 0.10 | 100.255 | 99.612 | 102.152 | ||
| 1358 | 2013.11.25 05:00 | modify | 460 | 0.10 | 100.255 | 99.639 | 102.152 | ||
| 1359 | 2013.11.25 08:00 | modify | 460 | 0.10 | 100.255 | 99.721 | 102.152 | ||
| 1360 | 2013.11.25 09:00 | modify | 460 | 0.10 | 100.255 | 99.774 | 102.152 | ||
| 1361 | 2013.11.27 16:55 | t/p | 460 | 0.10 | 102.150 | 99.774 | 102.152 | 18950.00 | 918450.00 |
| 1362 | 2013.11.27 17:00 | buy | 461 | 0.10 | 102.144 | 101.498 | 104.038 | ||
| 1363 | 2013.12.05 21:00 | close | 461 | 0.10 | 101.690 | 101.498 | 104.038 | -4540.00 | 913910.00 |
| 1364 | 2013.12.05 21:00 | sell | 462 | 0.10 | 101.712 | 103.397 | 99.900 | ||
| 1365 | 2013.12.06 08:00 | close | 462 | 0.10 | 102.123 | 103.397 | 99.900 | -4110.00 | 909800.00 |
| 1366 | 2013.12.06 08:01 | buy | 463 | 0.10 | 102.131 | 101.492 | 104.032 | ||
| 1367 | 2013.12.13 07:00 | modify | 463 | 0.10 | 102.131 | 101.652 | 104.032 | ||
| 1368 | 2013.12.13 08:00 | modify | 463 | 0.10 | 102.131 | 101.716 | 104.032 | ||
| 1369 | 2013.12.16 06:00 | close | 463 | 0.10 | 102.742 | 101.716 | 104.032 | 6110.00 | 915910.00 |
| 1370 | 2013.12.16 06:00 | sell | 464 | 0.10 | 102.727 | 103.939 | 100.934 | ||
| 1371 | 2013.12.17 01:00 | close | 464 | 0.10 | 103.096 | 103.939 | 100.934 | -3690.00 | 912220.00 |
| 1372 | 2013.12.17 01:00 | buy | 465 | 0.10 | 103.103 | 102.456 | 104.996 | ||
| 1373 | 2013.12.17 17:00 | close | 465 | 0.10 | 102.911 | 102.456 | 104.996 | -1920.00 | 910300.00 |
| 1374 | 2013.12.17 17:00 | sell | 466 | 0.10 | 102.909 | 103.939 | 101.106 | ||
| 1375 | 2013.12.18 18:00 | close | 466 | 0.10 | 103.211 | 103.939 | 101.106 | -3020.00 | 907280.00 |
| 1376 | 2013.12.18 18:00 | buy | 467 | 0.10 | 103.194 | 102.569 | 105.109 | ||
| 1377 | 2013.12.18 21:00 | close | 467 | 0.10 | 102.839 | 102.569 | 105.109 | -3550.00 | 903730.00 |
| 1378 | 2013.12.18 21:00 | sell | 468 | 0.10 | 103.513 | 103.939 | 100.986 | ||
| 1379 | 2013.12.18 22:48 | s/l | 468 | 0.10 | 103.961 | 103.939 | 100.986 | -4480.00 | 899250.00 |
| 1380 | 2013.12.19 18:00 | buy | 469 | 0.10 | 104.236 | 103.590 | 106.130 | ||
| 1381 | 2014.01.02 17:00 | close | 469 | 0.10 | 104.842 | 103.590 | 106.130 | 6060.00 | 905310.00 |
| 1382 | 2014.01.02 17:00 | sell | 470 | 0.10 | 104.911 | 105.461 | 103.049 | ||
| 1383 | 2014.01.13 14:00 | modify | 470 | 0.10 | 104.911 | 105.417 | 103.049 | ||
| 1384 | 2014.01.13 16:12 | t/p | 470 | 0.10 | 103.045 | 105.417 | 103.049 | 18660.00 | 923970.00 |
| 1385 | 2014.01.13 20:00 | sell | 471 | 0.10 | 103.150 | 105.051 | 101.351 | ||
| 1386 | 2014.01.27 02:00 | modify | 471 | 0.10 | 103.150 | 104.135 | 101.351 | ||
| 1387 | 2014.01.27 09:00 | close | 471 | 0.10 | 102.504 | 104.135 | 101.351 | 6460.00 | 930430.00 |
| 1388 | 2014.01.27 09:00 | buy | 472 | 0.10 | 102.491 | 100.597 | 104.297 | ||
| 1389 | 2014.03.03 03:00 | close | 472 | 0.10 | 101.324 | 100.597 | 104.297 | -11670.00 | 918760.00 |
| 1390 | 2014.03.03 03:00 | sell | 473 | 0.10 | 101.327 | 101.963 | 99.423 | ||
| 1391 | 2014.03.04 03:00 | close | 473 | 0.10 | 101.525 | 101.963 | 99.423 | -1980.00 | 916780.00 |
| 1392 | 2014.03.04 03:00 | buy | 474 | 0.10 | 101.540 | 100.738 | 103.332 | ||
| 1393 | 2014.03.06 17:00 | modify | 474 | 0.10 | 101.540 | 101.005 | 103.332 | ||
| 1394 | 2014.03.07 15:30 | t/p | 474 | 0.10 | 103.347 | 101.005 | 103.332 | 18070.00 | 934850.00 |
| 1395 | 2014.03.17 09:00 | buy | 475 | 0.10 | 101.544 | 100.735 | 103.340 | ||
| 1396 | 2014.03.28 20:00 | modify | 475 | 0.10 | 101.544 | 100.825 | 103.340 | ||
| 1397 | 2014.03.31 01:00 | modify | 475 | 0.10 | 101.544 | 100.828 | 103.340 | ||
| 1398 | 2014.03.31 12:00 | modify | 475 | 0.10 | 101.544 | 100.867 | 103.340 | ||
| 1399 | 2014.03.31 13:00 | modify | 475 | 0.10 | 101.544 | 101.047 | 103.340 | ||
| 1400 | 2014.03.31 14:00 | modify | 475 | 0.10 | 101.544 | 101.178 | 103.340 | ||
| 1401 | 2014.03.31 15:59 | t/p | 475 | 0.10 | 103.347 | 101.178 | 103.340 | 18030.00 | 952880.00 |
| 1402 | 2014.04.02 16:00 | sell | 476 | 0.10 | 103.631 | 105.461 | 101.841 | ||
| 1403 | 2014.04.08 16:00 | modify | 476 | 0.10 | 103.631 | 104.481 | 101.841 | ||
| 1404 | 2014.04.08 17:00 | modify | 476 | 0.10 | 103.631 | 104.333 | 101.841 | ||
| 1405 | 2014.04.08 18:00 | modify | 476 | 0.10 | 103.631 | 104.291 | 101.841 | ||
| 1406 | 2014.04.08 19:00 | modify | 476 | 0.10 | 103.631 | 104.210 | 101.841 | ||
| 1407 | 2014.04.08 21:00 | modify | 476 | 0.10 | 103.631 | 104.029 | 101.841 | ||
| 1408 | 2014.04.08 21:06 | t/p | 476 | 0.10 | 101.837 | 104.029 | 101.841 | 17940.00 | 970820.00 |
| 1409 | 2014.04.10 03:00 | buy | 477 | 0.10 | 102.131 | 100.735 | 103.930 | ||
| 1410 | 2014.04.21 00:02 | close | 477 | 0.10 | 102.432 | 100.735 | 103.930 | 3010.00 | 973830.00 |
| 1411 | 2014.04.21 00:03 | sell | 478 | 0.10 | 102.441 | 104.331 | 100.631 | ||
| 1412 | 2014.04.28 09:00 | close | 478 | 0.10 | 102.224 | 104.331 | 100.631 | 2170.00 | 976000.00 |
| 1413 | 2014.04.28 09:00 | buy | 479 | 0.10 | 102.215 | 100.737 | 104.026 | ||
| 1414 | 2014.04.30 05:00 | close | 479 | 0.10 | 102.477 | 100.737 | 104.026 | 2620.00 | 978620.00 |
| 1415 | 2014.04.30 05:00 | sell | 480 | 0.10 | 102.497 | 104.385 | 100.685 | ||
| 1416 | 2014.05.01 15:00 | close | 480 | 0.10 | 102.281 | 104.385 | 100.685 | 2160.00 | 980780.00 |
| 1417 | 2014.05.01 15:00 | buy | 481 | 0.10 | 102.285 | 100.734 | 104.090 | ||
| 1418 | 2014.05.19 13:00 | close | 481 | 0.10 | 101.158 | 100.734 | 104.090 | -11270.00 | 969510.00 |
| 1419 | 2014.05.19 13:00 | sell | 482 | 0.10 | 101.139 | 101.797 | 99.257 | ||
| 1420 | 2014.05.20 00:00 | close | 482 | 0.10 | 101.493 | 101.797 | 99.257 | -3540.00 | 965970.00 |
| 1421 | 2014.05.20 00:00 | buy | 483 | 0.10 | 101.512 | 101.093 | 103.304 | ||
| 1422 | 2014.05.20 17:00 | close | 483 | 0.10 | 101.235 | 101.093 | 103.304 | -2770.00 | 963200.00 |
| 1423 | 2014.05.20 17:00 | sell | 484 | 0.10 | 101.222 | 101.865 | 99.325 | ||
| 1424 | 2014.05.21 16:00 | close | 484 | 0.10 | 101.329 | 101.865 | 99.325 | -1070.00 | 962130.00 |
| 1425 | 2014.05.21 16:00 | buy | 485 | 0.10 | 101.338 | 100.804 | 103.139 | ||
| 1426 | 2014.06.04 16:00 | close | 485 | 0.10 | 102.497 | 100.804 | 103.139 | 11590.00 | 973720.00 |
| 1427 | 2014.06.04 16:00 | sell | 486 | 0.10 | 102.500 | 104.147 | 100.688 | ||
| 1428 | 2014.06.13 09:00 | close | 486 | 0.10 | 101.978 | 104.147 | 100.688 | 5220.00 | 978940.00 |
| 1429 | 2014.06.13 09:00 | buy | 487 | 0.10 | 101.992 | 100.805 | 103.785 | ||
| 1430 | 2014.06.27 07:00 | close | 487 | 0.10 | 101.327 | 100.805 | 103.785 | -6650.00 | 972290.00 |
| 1431 | 2014.06.27 07:00 | sell | 488 | 0.10 | 101.355 | 101.976 | 99.436 | ||
| 1432 | 2014.07.01 04:00 | close | 488 | 0.10 | 101.460 | 101.976 | 99.436 | -1050.00 | 971240.00 |
| 1433 | 2014.07.01 04:00 | buy | 489 | 0.10 | 101.463 | 100.802 | 103.253 | ||
| 1434 | 2014.07.10 13:00 | close | 489 | 0.10 | 101.333 | 100.802 | 103.253 | -1300.00 | 969940.00 |
| 1435 | 2014.07.10 13:00 | sell | 490 | 0.10 | 101.339 | 101.973 | 99.433 | ||
| 1436 | 2014.07.14 16:00 | close | 490 | 0.10 | 101.533 | 101.973 | 99.433 | -1940.00 | 968000.00 |
| 1437 | 2014.07.14 16:00 | buy | 491 | 0.10 | 101.540 | 100.803 | 103.335 | ||
| 1438 | 2014.07.17 19:00 | close | 491 | 0.10 | 101.298 | 100.803 | 103.335 | -2420.00 | 965580.00 |
| 1439 | 2014.07.17 19:00 | sell | 492 | 0.10 | 101.314 | 101.943 | 99.403 | ||
| 1440 | 2014.07.22 09:00 | close | 492 | 0.10 | 101.559 | 101.943 | 99.403 | -2450.00 | 963130.00 |
| 1441 | 2014.07.22 09:00 | buy | 493 | 0.10 | 101.574 | 100.803 | 103.366 | ||
| 1442 | 2014.07.30 21:00 | modify | 493 | 0.10 | 101.574 | 100.842 | 103.366 | ||
| 1443 | 2014.07.31 19:00 | close | 493 | 0.10 | 102.763 | 100.842 | 103.366 | 11890.00 | 975020.00 |
| 1444 | 2014.07.31 19:00 | sell | 494 | 0.10 | 102.767 | 103.104 | 100.856 | ||
| 1445 | 2014.08.05 13:00 | close | 494 | 0.10 | 102.648 | 103.104 | 100.856 | 1190.00 | 976210.00 |
| 1446 | 2014.08.05 13:01 | buy | 495 | 0.10 | 102.653 | 102.003 | 104.543 | ||
| 1447 | 2014.08.06 06:00 | close | 495 | 0.10 | 102.518 | 102.003 | 104.543 | -1350.00 | 974860.00 |
| 1448 | 2014.08.06 06:00 | sell | 496 | 0.10 | 102.525 | 103.104 | 100.728 | ||
| 1449 | 2014.08.19 16:00 | close | 496 | 0.10 | 102.716 | 103.104 | 100.728 | -1910.00 | 972950.00 |
| 1450 | 2014.08.19 16:01 | buy | 497 | 0.10 | 102.719 | 102.077 | 104.617 | ||
| 1451 | 2014.08.25 01:00 | modify | 497 | 0.10 | 102.719 | 102.164 | 104.617 | ||
| 1452 | 2014.09.01 14:00 | modify | 497 | 0.10 | 102.719 | 102.171 | 104.617 | ||
| 1453 | 2014.09.01 16:00 | modify | 497 | 0.10 | 102.719 | 102.191 | 104.617 | ||
| 1454 | 2014.09.02 01:00 | modify | 497 | 0.10 | 102.719 | 102.243 | 104.617 | ||
| 1455 | 2014.09.02 04:00 | modify | 497 | 0.10 | 102.719 | 102.253 | 104.617 | ||
| 1456 | 2014.09.02 04:23 | t/p | 497 | 0.10 | 104.610 | 102.253 | 104.617 | 18910.00 | 991860.00 |
| 1457 | 2014.09.02 05:00 | buy | 498 | 0.10 | 104.707 | 104.057 | 106.597 | ||
| 1458 | 2014.09.09 07:00 | modify | 498 | 0.10 | 104.707 | 104.122 | 106.597 | ||
| 1459 | 2014.09.09 09:00 | modify | 498 | 0.10 | 104.707 | 104.157 | 106.597 | ||
| 1460 | 2014.09.09 12:00 | modify | 498 | 0.10 | 104.707 | 104.211 | 106.597 | ||
| 1461 | 2014.09.09 13:00 | modify | 498 | 0.10 | 104.707 | 104.212 | 106.597 | ||
| 1462 | 2014.09.09 20:00 | modify | 498 | 0.10 | 104.707 | 104.225 | 106.597 | ||
| 1463 | 2014.09.09 21:00 | modify | 498 | 0.10 | 104.707 | 104.308 | 106.597 | ||
| 1464 | 2014.09.09 22:00 | modify | 498 | 0.10 | 104.707 | 104.331 | 106.597 | ||
| 1465 | 2014.09.09 23:00 | close | 498 | 0.10 | 106.074 | 104.331 | 106.597 | 13670.00 | 1005530.00 |
| 1466 | 2014.09.10 08:00 | buy | 499 | 0.10 | 106.482 | 105.832 | 108.372 | ||
| 1467 | 2014.09.17 22:33 | t/p | 499 | 0.10 | 108.363 | 105.832 | 108.372 | 18810.00 | 1024340.00 |
| 1468 | 2014.09.19 02:00 | buy | 500 | 0.10 | 108.795 | 108.149 | 110.689 | ||
| 1469 | 2014.10.02 18:00 | close | 500 | 0.10 | 108.481 | 108.149 | 110.689 | -3140.00 | 1021200.00 |
| 1470 | 2014.10.02 18:00 | sell | 501 | 0.10 | 108.485 | 110.107 | 106.690 | ||
| 1471 | 2014.10.13 03:00 | modify | 501 | 0.10 | 108.485 | 109.400 | 106.690 | ||
| 1472 | 2014.10.13 05:00 | modify | 501 | 0.10 | 108.485 | 109.349 | 106.690 | ||
| 1473 | 2014.10.13 06:00 | modify | 501 | 0.10 | 108.485 | 109.259 | 106.690 | ||
| 1474 | 2014.10.13 07:00 | modify | 501 | 0.10 | 108.485 | 109.231 | 106.690 | ||
| 1475 | 2014.10.14 00:00 | modify | 501 | 0.10 | 108.485 | 109.190 | 106.690 | ||
| 1476 | 2014.10.14 01:00 | modify | 501 | 0.10 | 108.485 | 108.937 | 106.690 | ||
| 1477 | 2014.10.14 14:00 | modify | 501 | 0.10 | 108.485 | 108.933 | 106.690 | ||
| 1478 | 2014.10.14 14:31 | t/p | 501 | 0.10 | 106.686 | 108.933 | 106.690 | 17990.00 | 1039190.00 |
| 1479 | 2014.10.15 15:00 | sell | 502 | 0.10 | 106.940 | 108.830 | 105.130 | ||
| 1480 | 2014.10.15 21:00 | modify | 502 | 0.10 | 106.940 | 107.924 | 105.130 | ||
| 1481 | 2014.10.16 14:00 | modify | 502 | 0.10 | 106.940 | 107.895 | 105.130 | ||
| 1482 | 2014.10.16 15:00 | modify | 502 | 0.10 | 106.940 | 107.776 | 105.130 | ||
| 1483 | 2014.10.23 15:31 | s/l | 502 | 0.10 | 107.785 | 107.776 | 105.130 | -8450.00 | 1030740.00 |
| 1484 | 2014.10.24 15:00 | sell | 503 | 0.10 | 107.948 | 109.856 | 106.156 | ||
| 1485 | 2014.10.31 07:44 | s/l | 503 | 0.10 | 109.852 | 109.856 | 106.156 | -19040.00 | 1011700.00 |
| 1486 | 2014.11.04 23:00 | buy | 504 | 0.10 | 113.671 | 113.035 | 115.575 | ||
| 1487 | 2014.11.06 07:00 | modify | 504 | 0.10 | 113.671 | 113.135 | 115.575 | ||
| 1488 | 2014.11.06 07:00 | close | 504 | 0.10 | 114.388 | 113.135 | 115.575 | 7170.00 | 1018870.00 |
| 1489 | 2014.11.10 17:00 | buy | 505 | 0.10 | 114.685 | 114.037 | 116.577 | ||
| 1490 | 2014.11.14 04:00 | modify | 505 | 0.10 | 114.685 | 114.042 | 116.577 | ||
| 1491 | 2014.11.14 09:00 | modify | 505 | 0.10 | 114.685 | 114.167 | 116.577 | ||
| 1492 | 2014.11.14 11:00 | modify | 505 | 0.10 | 114.685 | 114.190 | 116.577 | ||
| 1493 | 2014.11.14 13:00 | modify | 505 | 0.10 | 114.685 | 114.247 | 116.577 | ||
| 1494 | 2014.11.14 14:00 | modify | 505 | 0.10 | 114.685 | 114.249 | 116.577 | ||
| 1495 | 2014.11.14 15:00 | modify | 505 | 0.10 | 114.685 | 114.350 | 116.577 | ||
| 1496 | 2014.11.14 15:27 | t/p | 505 | 0.10 | 116.574 | 114.350 | 116.577 | 18890.00 | 1037760.00 |
| 1497 | 2014.11.17 01:00 | buy | 506 | 0.10 | 116.617 | 115.984 | 118.524 | ||
| 1498 | 2014.11.17 03:40 | s/l | 506 | 0.10 | 115.974 | 115.984 | 118.524 | -6430.00 | 1031330.00 |
| 1499 | 2014.11.18 09:00 | buy | 507 | 0.10 | 116.687 | 116.037 | 118.577 | ||
| 1500 | 2014.11.20 02:00 | modify | 507 | 0.10 | 116.687 | 116.065 | 118.577 | ||