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 |
| 1501 | 2014.11.20 07:00 | modify | 507 | 0.10 | 116.687 | 116.257 | 118.577 | ||
| 1502 | 2014.11.20 07:07 | t/p | 507 | 0.10 | 118.582 | 116.257 | 118.577 | 18950.00 | 1050280.00 |
| 1503 | 2014.11.24 08:00 | buy | 508 | 0.10 | 117.978 | 117.334 | 119.874 | ||
| 1504 | 2014.11.27 05:56 | s/l | 508 | 0.10 | 117.337 | 117.334 | 119.874 | -6410.00 | 1043870.00 |
| 1505 | 2014.11.27 17:00 | buy | 509 | 0.10 | 117.663 | 117.032 | 119.572 | ||
| 1506 | 2014.12.02 16:00 | modify | 509 | 0.10 | 117.663 | 117.070 | 119.572 | ||
| 1507 | 2014.12.02 18:00 | modify | 509 | 0.10 | 117.663 | 117.150 | 119.572 | ||
| 1508 | 2014.12.03 04:00 | modify | 509 | 0.10 | 117.663 | 117.180 | 119.572 | ||
| 1509 | 2014.12.03 05:00 | modify | 509 | 0.10 | 117.663 | 117.234 | 119.572 | ||
| 1510 | 2014.12.03 06:00 | modify | 509 | 0.10 | 117.663 | 117.287 | 119.572 | ||
| 1511 | 2014.12.03 13:00 | modify | 509 | 0.10 | 117.663 | 117.314 | 119.572 | ||
| 1512 | 2014.12.03 15:00 | modify | 509 | 0.10 | 117.663 | 117.347 | 119.572 | ||
| 1513 | 2014.12.03 16:30 | t/p | 509 | 0.10 | 119.564 | 117.347 | 119.572 | 19010.00 | 1062880.00 |
| 1514 | 2014.12.03 17:00 | buy | 510 | 0.10 | 119.689 | 119.057 | 121.597 | ||
| 1515 | 2014.12.05 16:58 | t/p | 510 | 0.10 | 121.612 | 119.057 | 121.597 | 19230.00 | 1082110.00 |
| 1516 | 2014.12.15 01:00 | sell | 511 | 0.10 | 118.229 | 120.127 | 116.427 | ||
| 1517 | 2014.12.16 11:17 | t/p | 511 | 0.10 | 116.428 | 120.127 | 116.427 | 18010.00 | 1100120.00 |
| 1518 | 2014.12.25 03:00 | sell | 512 | 0.10 | 120.302 | 121.863 | 118.509 | ||
| 1519 | 2014.12.30 18:00 | modify | 512 | 0.10 | 120.302 | 121.241 | 118.509 | ||
| 1520 | 2015.01.06 09:00 | modify | 512 | 0.10 | 120.302 | 121.058 | 118.509 | ||
| 1521 | 2015.01.06 10:00 | modify | 512 | 0.10 | 120.302 | 120.896 | 118.509 | ||
| 1522 | 2015.01.06 10:00 | close | 512 | 0.10 | 119.167 | 120.896 | 118.509 | 11350.00 | 1111470.00 |
| 1523 | 2015.01.09 05:00 | sell | 513 | 0.10 | 119.477 | 121.385 | 117.685 | ||
| 1524 | 2015.01.12 01:00 | modify | 513 | 0.10 | 119.477 | 120.421 | 117.685 | ||
| 1525 | 2015.01.12 02:00 | modify | 513 | 0.10 | 119.477 | 120.419 | 117.685 | ||
| 1526 | 2015.01.12 03:00 | modify | 513 | 0.10 | 119.477 | 120.332 | 117.685 | ||
| 1527 | 2015.01.12 09:00 | modify | 513 | 0.10 | 119.477 | 120.229 | 117.685 | ||
| 1528 | 2015.01.13 04:00 | modify | 513 | 0.10 | 119.477 | 119.931 | 117.685 | ||
| 1529 | 2015.01.13 20:52 | t/p | 513 | 0.10 | 117.677 | 119.931 | 117.685 | 18000.00 | 1129470.00 |
| 1530 | 2015.01.16 14:00 | buy | 514 | 0.10 | 116.762 | 114.852 | 118.552 | ||
| 1531 | 2015.01.20 04:00 | modify | 514 | 0.10 | 116.762 | 115.833 | 118.552 | ||
| 1532 | 2015.01.20 05:00 | modify | 514 | 0.10 | 116.762 | 116.004 | 118.552 | ||
| 1533 | 2015.01.20 06:00 | modify | 514 | 0.10 | 116.762 | 116.146 | 118.552 | ||
| 1534 | 2015.01.20 09:00 | modify | 514 | 0.10 | 116.762 | 116.193 | 118.552 | ||
| 1535 | 2015.01.20 10:00 | modify | 514 | 0.10 | 116.762 | 116.325 | 118.552 | ||
| 1536 | 2015.01.20 11:00 | close | 514 | 0.10 | 118.069 | 116.325 | 118.552 | 13070.00 | 1142540.00 |
| 1537 | 2015.01.21 05:00 | sell | 515 | 0.10 | 118.288 | 120.197 | 116.497 | ||
| 1538 | 2015.01.22 03:00 | close | 515 | 0.10 | 118.014 | 120.197 | 116.497 | 2740.00 | 1145280.00 |
| 1539 | 2015.01.22 03:00 | buy | 516 | 0.10 | 118.005 | 116.110 | 119.810 | ||
| 1540 | 2015.02.06 20:00 | modify | 516 | 0.10 | 118.005 | 117.061 | 119.810 | ||
| 1541 | 2015.02.06 21:00 | modify | 516 | 0.10 | 118.005 | 117.066 | 119.810 | ||
| 1542 | 2015.02.10 17:00 | modify | 516 | 0.10 | 118.005 | 117.377 | 119.810 | ||
| 1543 | 2015.02.11 06:00 | modify | 516 | 0.10 | 118.005 | 117.419 | 119.810 | ||
| 1544 | 2015.02.11 07:00 | modify | 516 | 0.10 | 118.005 | 117.475 | 119.810 | ||
| 1545 | 2015.02.11 08:00 | modify | 516 | 0.10 | 118.005 | 117.513 | 119.810 | ||
| 1546 | 2015.02.11 11:00 | modify | 516 | 0.10 | 118.005 | 117.546 | 119.810 | ||
| 1547 | 2015.02.11 12:00 | modify | 516 | 0.10 | 118.005 | 117.575 | 119.810 | ||
| 1548 | 2015.02.11 12:00 | t/p | 516 | 0.10 | 119.818 | 117.575 | 119.810 | 18130.00 | 1163410.00 |
| 1549 | 2015.02.12 12:00 | sell | 517 | 0.10 | 119.653 | 121.548 | 117.848 | ||
| 1550 | 2015.02.13 08:00 | modify | 517 | 0.10 | 119.653 | 120.641 | 117.848 | ||
| 1551 | 2015.02.13 09:00 | modify | 517 | 0.10 | 119.653 | 120.594 | 117.848 | ||
| 1552 | 2015.02.16 01:00 | modify | 517 | 0.10 | 119.653 | 120.543 | 117.848 | ||
| 1553 | 2015.02.16 07:00 | modify | 517 | 0.10 | 119.653 | 120.512 | 117.848 | ||
| 1554 | 2015.02.16 21:00 | modify | 517 | 0.10 | 119.653 | 120.474 | 117.848 | ||
| 1555 | 2015.02.17 04:00 | modify | 517 | 0.10 | 119.653 | 120.416 | 117.848 | ||
| 1556 | 2015.02.17 06:00 | close | 517 | 0.10 | 118.603 | 120.416 | 117.848 | 10500.00 | 1173910.00 |
| 1557 | 2015.02.17 06:00 | buy | 518 | 0.10 | 118.614 | 116.705 | 120.405 | ||
| 1558 | 2015.02.24 19:00 | close | 518 | 0.10 | 119.124 | 116.705 | 120.405 | 5100.00 | 1179010.00 |
| 1559 | 2015.02.25 20:00 | buy | 519 | 0.10 | 118.939 | 117.038 | 120.738 | ||
| 1560 | 2015.03.02 19:00 | modify | 519 | 0.10 | 118.939 | 118.022 | 120.738 | ||
| 1561 | 2015.03.02 21:00 | modify | 519 | 0.10 | 118.939 | 118.042 | 120.738 | ||
| 1562 | 2015.03.02 23:00 | modify | 519 | 0.10 | 118.939 | 118.064 | 120.738 | ||
| 1563 | 2015.03.03 02:00 | modify | 519 | 0.10 | 118.939 | 118.089 | 120.738 | ||
| 1564 | 2015.03.03 03:00 | modify | 519 | 0.10 | 118.939 | 118.111 | 120.738 | ||
| 1565 | 2015.03.03 05:00 | close | 519 | 0.10 | 119.687 | 118.111 | 120.738 | 7480.00 | 1186490.00 |
| 1566 | 2015.03.03 05:00 | sell | 520 | 0.10 | 119.672 | 121.581 | 117.881 | ||
| 1567 | 2015.03.09 15:00 | close | 520 | 0.10 | 121.055 | 121.581 | 117.881 | -13830.00 | 1172660.00 |
| 1568 | 2015.03.09 15:00 | buy | 521 | 0.10 | 121.045 | 120.405 | 122.945 | ||
| 1569 | 2015.03.17 15:00 | close | 521 | 0.10 | 121.211 | 120.405 | 122.945 | 1660.00 | 1174320.00 |
| 1570 | 2015.03.17 15:00 | sell | 522 | 0.10 | 121.212 | 122.045 | 119.415 | ||
| 1571 | 2015.03.18 23:04 | t/p | 522 | 0.10 | 119.411 | 122.045 | 119.415 | 18010.00 | 1192330.00 |
| 1572 | 2015.03.20 17:00 | sell | 523 | 0.10 | 120.662 | 122.045 | 118.853 | ||
| 1573 | 2015.03.24 11:00 | modify | 523 | 0.10 | 120.662 | 121.657 | 118.853 | ||
| 1574 | 2015.03.24 13:00 | modify | 523 | 0.10 | 120.662 | 121.569 | 118.853 | ||
| 1575 | 2015.03.24 15:00 | modify | 523 | 0.10 | 120.662 | 121.416 | 118.853 | ||
| 1576 | 2015.03.25 17:00 | modify | 523 | 0.10 | 120.662 | 121.385 | 118.853 | ||
| 1577 | 2015.03.26 09:00 | modify | 523 | 0.10 | 120.662 | 121.103 | 118.853 | ||
| 1578 | 2015.03.26 09:20 | t/p | 523 | 0.10 | 118.860 | 121.103 | 118.853 | 18020.00 | 1210350.00 |
| 1579 | 2015.03.31 13:00 | sell | 524 | 0.10 | 120.038 | 121.941 | 118.241 | ||
| 1580 | 2015.04.03 17:00 | modify | 524 | 0.10 | 120.038 | 120.992 | 118.241 | ||
| 1581 | 2015.04.03 18:00 | modify | 524 | 0.10 | 120.038 | 120.960 | 118.241 | ||
| 1582 | 2015.04.06 01:00 | modify | 524 | 0.10 | 120.038 | 120.932 | 118.241 | ||
| 1583 | 2015.04.06 13:00 | close | 524 | 0.10 | 119.111 | 120.932 | 118.241 | 9270.00 | 1219620.00 |
| 1584 | 2015.04.06 13:00 | buy | 525 | 0.10 | 119.089 | 117.202 | 120.902 | ||
| 1585 | 2015.04.07 17:00 | modify | 525 | 0.10 | 119.089 | 118.113 | 120.902 | ||
| 1586 | 2015.04.07 19:00 | modify | 525 | 0.10 | 119.089 | 118.218 | 120.902 | ||
| 1587 | 2015.04.07 20:00 | modify | 525 | 0.10 | 119.089 | 118.272 | 120.902 | ||
| 1588 | 2015.04.07 23:00 | modify | 525 | 0.10 | 119.089 | 118.280 | 120.902 | ||
| 1589 | 2015.04.08 08:00 | close | 525 | 0.10 | 119.792 | 118.280 | 120.902 | 7030.00 | 1226650.00 |
| 1590 | 2015.04.08 08:00 | sell | 526 | 0.10 | 119.805 | 121.688 | 117.988 | ||
| 1591 | 2015.04.14 15:00 | close | 526 | 0.10 | 119.878 | 121.688 | 117.988 | -730.00 | 1225920.00 |
| 1592 | 2015.04.14 16:00 | sell | 527 | 0.10 | 119.602 | 121.496 | 117.796 | ||
| 1593 | 2015.04.16 18:00 | close | 527 | 0.10 | 119.325 | 121.496 | 117.796 | 2770.00 | 1228690.00 |
| 1594 | 2015.04.16 18:00 | buy | 528 | 0.10 | 119.317 | 117.425 | 121.125 | ||
| 1595 | 2015.04.23 18:00 | close | 528 | 0.10 | 119.652 | 117.425 | 121.125 | 3350.00 | 1232040.00 |
| 1596 | 2015.04.23 18:00 | sell | 529 | 0.10 | 119.653 | 121.556 | 117.856 | ||
| 1597 | 2015.04.27 10:00 | close | 529 | 0.10 | 119.238 | 121.556 | 117.856 | 4150.00 | 1236190.00 |
| 1598 | 2015.04.27 10:00 | buy | 530 | 0.10 | 119.236 | 117.334 | 121.034 | ||
| 1599 | 2015.05.05 08:00 | close | 530 | 0.10 | 120.062 | 117.334 | 121.034 | 8260.00 | 1244450.00 |
| 1600 | 2015.05.05 08:00 | sell | 531 | 0.10 | 120.085 | 121.971 | 118.271 | ||
| 1601 | 2015.05.07 19:00 | close | 531 | 0.10 | 119.751 | 121.971 | 118.271 | 3340.00 | 1247790.00 |
| 1602 | 2015.05.07 19:00 | buy | 532 | 0.10 | 119.748 | 117.842 | 121.542 | ||
| 1603 | 2015.05.12 13:00 | close | 532 | 0.10 | 119.953 | 117.842 | 121.542 | 2050.00 | 1249840.00 |
| 1604 | 2015.05.12 13:00 | sell | 533 | 0.10 | 119.949 | 121.852 | 118.152 | ||
| 1605 | 2015.05.15 04:00 | close | 533 | 0.10 | 119.350 | 121.852 | 118.152 | 5990.00 | 1255830.00 |
| 1606 | 2015.05.15 04:00 | buy | 534 | 0.10 | 119.355 | 118.219 | 121.149 | ||
| 1607 | 2015.05.19 19:00 | modify | 534 | 0.10 | 119.355 | 118.577 | 121.149 | ||
| 1608 | 2015.05.19 22:00 | modify | 534 | 0.10 | 119.355 | 118.591 | 121.149 | ||
| 1609 | 2015.05.19 23:00 | modify | 534 | 0.10 | 119.355 | 118.613 | 121.149 | ||
| 1610 | 2015.05.20 00:00 | modify | 534 | 0.10 | 119.355 | 118.633 | 121.149 | ||
| 1611 | 2015.05.20 05:00 | modify | 534 | 0.10 | 119.355 | 118.775 | 121.149 | ||
| 1612 | 2015.05.20 07:00 | modify | 534 | 0.10 | 119.355 | 118.789 | 121.149 | ||
| 1613 | 2015.05.20 09:00 | modify | 534 | 0.10 | 119.355 | 118.867 | 121.149 | ||
| 1614 | 2015.05.20 10:00 | modify | 534 | 0.10 | 119.355 | 118.895 | 121.149 | ||
| 1615 | 2015.05.20 15:00 | modify | 534 | 0.10 | 119.355 | 118.900 | 121.149 | ||
| 1616 | 2015.05.20 17:33 | t/p | 534 | 0.10 | 121.139 | 118.900 | 121.149 | 17840.00 | 1273670.00 |
| 1617 | 2015.05.21 00:00 | buy | 535 | 0.10 | 121.345 | 120.687 | 123.227 | ||
| 1618 | 2015.05.21 11:00 | close | 535 | 0.10 | 121.010 | 120.687 | 123.227 | -3350.00 | 1270320.00 |
| 1619 | 2015.05.21 11:00 | sell | 536 | 0.10 | 121.002 | 122.045 | 119.206 | ||
| 1620 | 2015.05.22 18:00 | close | 536 | 0.10 | 121.428 | 122.045 | 119.206 | -4260.00 | 1266060.00 |
| 1621 | 2015.05.22 18:00 | buy | 537 | 0.10 | 121.447 | 120.795 | 123.335 | ||
| 1622 | 2015.05.26 17:00 | modify | 537 | 0.10 | 121.447 | 121.102 | 123.335 | ||
| 1623 | 2015.05.27 12:40 | t/p | 537 | 0.10 | 123.339 | 121.102 | 123.335 | 18920.00 | 1284980.00 |
| 1624 | 2015.06.01 01:00 | buy | 538 | 0.10 | 124.145 | 123.509 | 126.049 | ||
| 1625 | 2015.06.05 17:00 | modify | 538 | 0.10 | 124.145 | 123.537 | 126.049 | ||
| 1626 | 2015.06.05 18:00 | modify | 538 | 0.10 | 124.145 | 123.583 | 126.049 | ||
| 1627 | 2015.06.10 07:25 | s/l | 538 | 0.10 | 123.573 | 123.583 | 126.049 | -5720.00 | 1279260.00 |
| 1628 | 2015.06.12 18:00 | sell | 539 | 0.10 | 123.286 | 125.178 | 121.478 | ||
| 1629 | 2015.06.30 13:00 | modify | 539 | 0.10 | 123.286 | 124.138 | 121.478 | ||
| 1630 | 2015.07.06 01:00 | modify | 539 | 0.10 | 123.286 | 123.969 | 121.478 | ||
| 1631 | 2015.07.08 10:35 | t/p | 539 | 0.10 | 121.464 | 123.969 | 121.478 | 18220.00 | 1297480.00 |
| 1632 | 2015.07.10 01:00 | buy | 540 | 0.10 | 121.532 | 119.626 | 123.326 | ||
| 1633 | 2015.07.10 19:00 | modify | 540 | 0.10 | 121.532 | 120.568 | 123.326 | ||
| 1634 | 2015.07.10 20:00 | modify | 540 | 0.10 | 121.532 | 120.649 | 123.326 | ||
| 1635 | 2015.07.10 21:00 | modify | 540 | 0.10 | 121.532 | 120.736 | 123.326 | ||
| 1636 | 2015.07.10 23:00 | modify | 540 | 0.10 | 121.532 | 120.749 | 123.326 | ||
| 1637 | 2015.07.13 10:53 | t/p | 540 | 0.10 | 123.327 | 120.749 | 123.326 | 17950.00 | 1315430.00 |
| 1638 | 2015.07.14 09:00 | sell | 541 | 0.10 | 123.270 | 125.175 | 121.475 | ||
| 1639 | 2015.08.11 19:24 | s/l | 541 | 0.10 | 125.167 | 125.175 | 121.475 | -18970.00 | 1296460.00 |
| 1640 | 2015.08.12 05:00 | buy | 542 | 0.10 | 125.183 | 124.552 | 127.092 | ||
| 1641 | 2015.08.12 09:00 | close | 542 | 0.10 | 124.899 | 124.552 | 127.092 | -2840.00 | 1293620.00 |
| 1642 | 2015.08.12 09:00 | sell | 543 | 0.10 | 124.895 | 125.873 | 123.097 | ||
| 1643 | 2015.08.19 23:00 | modify | 543 | 0.10 | 124.895 | 125.845 | 123.097 | ||
| 1644 | 2015.08.20 19:00 | modify | 543 | 0.10 | 124.895 | 125.715 | 123.097 | ||
| 1645 | 2015.08.20 20:00 | modify | 543 | 0.10 | 124.895 | 125.638 | 123.097 | ||
| 1646 | 2015.08.20 21:00 | modify | 543 | 0.10 | 124.895 | 125.550 | 123.097 | ||
| 1647 | 2015.08.20 23:00 | modify | 543 | 0.10 | 124.895 | 125.537 | 123.097 | ||
| 1648 | 2015.08.21 01:00 | modify | 543 | 0.10 | 124.895 | 125.486 | 123.097 | ||
| 1649 | 2015.08.21 05:42 | t/p | 543 | 0.10 | 123.106 | 125.486 | 123.097 | 17890.00 | 1311510.00 |
| 1650 | 2015.08.28 15:00 | sell | 544 | 0.10 | 120.803 | 121.452 | 118.912 | ||