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 |
| 1651 | 2015.08.28 18:56 | s/l | 544 | 0.10 | 121.445 | 121.452 | 118.912 | -6420.00 | 1305090.00 |
| 1652 | 2015.08.28 19:00 | buy | 545 | 0.10 | 121.329 | 119.430 | 123.130 | ||
| 1653 | 2015.09.01 05:00 | close | 545 | 0.10 | 120.770 | 119.430 | 123.130 | -5590.00 | 1299500.00 |
| 1654 | 2015.09.01 05:00 | sell | 546 | 0.10 | 120.788 | 121.411 | 118.871 | ||
| 1655 | 2015.09.03 03:00 | close | 546 | 0.10 | 120.616 | 121.411 | 118.871 | 1720.00 | 1301220.00 |
| 1656 | 2015.09.03 03:00 | buy | 547 | 0.10 | 120.618 | 118.725 | 122.425 | ||
| 1657 | 2015.09.03 16:00 | close | 547 | 0.10 | 120.215 | 118.725 | 122.425 | -4030.00 | 1297190.00 |
| 1658 | 2015.09.03 16:00 | sell | 548 | 0.10 | 120.202 | 120.847 | 118.307 | ||
| 1659 | 2015.09.09 04:00 | close | 548 | 0.10 | 120.284 | 120.847 | 118.307 | -820.00 | 1296370.00 |
| 1660 | 2015.09.09 04:00 | buy | 549 | 0.10 | 120.268 | 118.381 | 122.081 | ||
| 1661 | 2015.10.15 05:00 | close | 549 | 0.10 | 119.072 | 118.381 | 122.081 | -11960.00 | 1284410.00 |
| 1662 | 2015.10.16 18:00 | buy | 550 | 0.10 | 119.198 | 117.300 | 121.000 | ||
| 1663 | 2015.10.22 18:00 | modify | 550 | 0.10 | 119.198 | 118.327 | 121.000 | ||
| 1664 | 2015.10.22 20:00 | modify | 550 | 0.10 | 119.198 | 118.389 | 121.000 | ||
| 1665 | 2015.10.22 21:00 | modify | 550 | 0.10 | 119.198 | 118.560 | 121.000 | ||
| 1666 | 2015.10.22 23:00 | modify | 550 | 0.10 | 119.198 | 118.636 | 121.000 | ||
| 1667 | 2015.10.23 04:00 | modify | 550 | 0.10 | 119.198 | 118.787 | 121.000 | ||
| 1668 | 2015.10.23 05:00 | modify | 550 | 0.10 | 119.198 | 118.789 | 121.000 | ||
| 1669 | 2015.10.23 11:00 | close | 550 | 0.10 | 120.352 | 118.789 | 121.000 | 11540.00 | 1295950.00 |
| 1670 | 2015.10.23 16:00 | buy | 551 | 0.10 | 120.995 | 119.096 | 122.796 | ||
| 1671 | 2015.11.06 15:30 | t/p | 551 | 0.10 | 122.810 | 119.096 | 122.796 | 18150.00 | 1314100.00 |
| 1672 | 2015.11.09 11:00 | buy | 552 | 0.10 | 123.450 | 122.806 | 125.346 | ||
| 1673 | 2015.11.11 03:38 | s/l | 552 | 0.10 | 122.808 | 122.806 | 125.346 | -6420.00 | 1307680.00 |
| 1674 | 2015.11.12 12:00 | buy | 553 | 0.10 | 123.035 | 122.390 | 124.930 | ||
| 1675 | 2015.11.16 00:00 | s/l | 553 | 0.10 | 122.234 | 122.390 | 124.930 | -8010.00 | 1299670.00 |
| 1676 | 2015.11.16 00:00 | sell | 554 | 0.10 | 122.231 | 124.135 | 120.435 | ||
| 1677 | 2015.11.16 12:00 | close | 554 | 0.10 | 122.926 | 124.135 | 120.435 | -6950.00 | 1292720.00 |
| 1678 | 2015.11.16 12:00 | buy | 555 | 0.10 | 122.933 | 122.294 | 124.834 | ||
| 1679 | 2015.11.19 19:00 | close | 555 | 0.10 | 122.715 | 122.294 | 124.834 | -2180.00 | 1290540.00 |
| 1680 | 2015.11.19 19:00 | sell | 556 | 0.10 | 122.718 | 124.594 | 120.907 | ||
| 1681 | 2015.11.23 02:00 | close | 556 | 0.10 | 122.946 | 124.594 | 120.907 | -2280.00 | 1288260.00 |
| 1682 | 2015.11.23 02:00 | buy | 557 | 0.10 | 122.947 | 122.294 | 124.834 | ||
| 1683 | 2015.11.23 17:00 | close | 557 | 0.10 | 122.805 | 122.294 | 124.834 | -1420.00 | 1286840.00 |
| 1684 | 2015.11.23 17:00 | sell | 558 | 0.10 | 122.825 | 124.534 | 121.015 | ||
| 1685 | 2015.11.30 18:00 | close | 558 | 0.10 | 123.293 | 124.534 | 121.015 | -4680.00 | 1282160.00 |
| 1686 | 2015.11.30 18:00 | buy | 559 | 0.10 | 123.295 | 122.642 | 125.182 | ||
| 1687 | 2015.12.01 05:00 | close | 559 | 0.10 | 122.736 | 122.642 | 125.182 | -5590.00 | 1276570.00 |
| 1688 | 2015.12.01 05:00 | sell | 560 | 0.10 | 122.733 | 123.770 | 120.939 | ||
| 1689 | 2015.12.02 16:00 | close | 560 | 0.10 | 123.369 | 123.770 | 120.939 | -6360.00 | 1270210.00 |
| 1690 | 2015.12.02 16:00 | buy | 561 | 0.10 | 123.358 | 122.725 | 125.265 | ||
| 1691 | 2015.12.03 16:00 | close | 561 | 0.10 | 123.126 | 122.725 | 125.265 | -2320.00 | 1267890.00 |
| 1692 | 2015.12.03 16:00 | sell | 562 | 0.10 | 123.129 | 123.770 | 121.325 | ||
| 1693 | 2015.12.09 20:05 | t/p | 562 | 0.10 | 121.322 | 123.770 | 121.325 | 18070.00 | 1285960.00 |
| 1694 | 2015.12.11 16:00 | sell | 563 | 0.10 | 121.502 | 123.412 | 119.712 | ||
| 1695 | 2015.12.15 14:00 | close | 563 | 0.10 | 121.149 | 123.412 | 119.712 | 3530.00 | 1289490.00 |
| 1696 | 2015.12.15 14:00 | buy | 564 | 0.10 | 121.143 | 119.255 | 122.955 | ||
| 1697 | 2015.12.17 02:00 | modify | 564 | 0.10 | 121.143 | 120.225 | 122.955 | ||
| 1698 | 2015.12.17 03:00 | modify | 564 | 0.10 | 121.143 | 120.380 | 122.955 | ||
| 1699 | 2015.12.17 05:00 | modify | 564 | 0.10 | 121.143 | 120.468 | 122.955 | ||
| 1700 | 2015.12.17 06:00 | modify | 564 | 0.10 | 121.143 | 120.512 | 122.955 | ||
| 1701 | 2015.12.17 18:00 | modify | 564 | 0.10 | 121.143 | 120.600 | 122.955 | ||
| 1702 | 2015.12.17 20:00 | modify | 564 | 0.10 | 121.143 | 120.658 | 122.955 | ||
| 1703 | 2015.12.17 22:00 | modify | 564 | 0.10 | 121.143 | 120.675 | 122.955 | ||
| 1704 | 2015.12.17 23:00 | modify | 564 | 0.10 | 121.143 | 120.773 | 122.955 | ||
| 1705 | 2015.12.18 05:50 | t/p | 564 | 0.10 | 122.961 | 120.773 | 122.955 | 18180.00 | 1307670.00 |
| 1706 | 2015.12.18 08:00 | sell | 565 | 0.10 | 121.898 | 123.770 | 120.088 | ||
| 1707 | 2015.12.21 11:00 | close | 565 | 0.10 | 121.452 | 123.770 | 120.088 | 4460.00 | 1312130.00 |
| 1708 | 2015.12.21 11:00 | buy | 566 | 0.10 | 121.452 | 119.555 | 123.255 | ||
| 1709 | 2016.01.04 06:18 | s/l | 566 | 0.10 | 119.553 | 119.555 | 123.255 | -18990.00 | 1293140.00 |
| 1710 | 2016.01.05 02:00 | buy | 567 | 0.10 | 119.481 | 118.045 | 121.277 | ||
| 1711 | 2016.01.05 11:00 | close | 567 | 0.10 | 119.175 | 118.045 | 121.277 | -3060.00 | 1290080.00 |
| 1712 | 2016.01.05 11:00 | sell | 568 | 0.10 | 119.156 | 119.811 | 117.271 | ||
| 1713 | 2016.01.07 12:00 | modify | 568 | 0.10 | 119.156 | 119.672 | 117.271 | ||
| 1714 | 2016.01.07 13:00 | modify | 568 | 0.10 | 119.156 | 119.646 | 117.271 | ||
| 1715 | 2016.01.07 15:00 | modify | 568 | 0.10 | 119.156 | 119.608 | 117.271 | ||
| 1716 | 2016.01.07 23:00 | modify | 568 | 0.10 | 119.156 | 119.567 | 117.271 | ||
| 1717 | 2016.01.08 23:57 | t/p | 568 | 0.10 | 117.272 | 119.567 | 117.271 | 18840.00 | 1308920.00 |
| 1718 | 2016.01.12 09:00 | sell | 569 | 0.10 | 117.324 | 117.957 | 115.417 | ||
| 1719 | 2016.01.12 15:03 | s/l | 569 | 0.10 | 117.949 | 117.957 | 115.417 | -6250.00 | 1302670.00 |
| 1720 | 2016.01.13 21:00 | sell | 570 | 0.10 | 117.885 | 118.529 | 115.989 | ||
| 1721 | 2016.01.19 14:00 | close | 570 | 0.10 | 118.087 | 118.529 | 115.989 | -2020.00 | 1300650.00 |
| 1722 | 2016.01.19 14:00 | buy | 571 | 0.10 | 118.076 | 116.490 | 119.878 | ||
| 1723 | 2016.01.19 20:00 | close | 571 | 0.10 | 117.462 | 116.490 | 119.878 | -6140.00 | 1294510.00 |
| 1724 | 2016.01.19 20:00 | sell | 572 | 0.10 | 117.449 | 118.092 | 115.552 | ||
| 1725 | 2016.01.22 07:54 | s/l | 572 | 0.10 | 118.097 | 118.092 | 115.552 | -6480.00 | 1288030.00 |
| 1726 | 2016.01.26 16:00 | buy | 573 | 0.10 | 118.534 | 116.630 | 120.330 | ||
| 1727 | 2016.01.29 05:38 | t/p | 573 | 0.10 | 120.382 | 116.630 | 120.330 | 18480.00 | 1306510.00 |
| 1728 | 2016.02.01 19:00 | sell | 574 | 0.10 | 121.064 | 122.966 | 119.266 | ||
| 1729 | 2016.02.03 01:00 | modify | 574 | 0.10 | 121.064 | 122.055 | 119.266 | ||
| 1730 | 2016.02.03 02:00 | modify | 574 | 0.10 | 121.064 | 121.847 | 119.266 | ||
| 1731 | 2016.02.03 04:00 | modify | 574 | 0.10 | 121.064 | 121.818 | 119.266 | ||
| 1732 | 2016.02.03 05:00 | modify | 574 | 0.10 | 121.064 | 121.719 | 119.266 | ||
| 1733 | 2016.02.03 06:00 | modify | 574 | 0.10 | 121.064 | 121.706 | 119.266 | ||
| 1734 | 2016.02.03 09:00 | modify | 574 | 0.10 | 121.064 | 121.701 | 119.266 | ||
| 1735 | 2016.02.03 12:10 | t/p | 574 | 0.10 | 119.259 | 121.701 | 119.266 | 18050.00 | 1324560.00 |
| 1736 | 2016.02.05 16:00 | buy | 575 | 0.10 | 117.016 | 115.958 | 118.810 | ||
| 1737 | 2016.02.08 12:00 | close | 575 | 0.10 | 116.752 | 115.958 | 118.810 | -2640.00 | 1321920.00 |
| 1738 | 2016.02.08 12:00 | sell | 576 | 0.10 | 116.739 | 117.382 | 114.842 | ||
| 1739 | 2016.02.08 21:00 | close | 576 | 0.10 | 115.292 | 117.382 | 114.842 | 14470.00 | 1336390.00 |
| 1740 | 2016.02.10 18:00 | sell | 577 | 0.10 | 114.414 | 115.060 | 112.520 | ||
| 1741 | 2016.02.10 19:00 | close | 577 | 0.10 | 114.039 | 115.060 | 112.520 | 3750.00 | 1340140.00 |
| 1742 | 2016.02.16 11:00 | sell | 578 | 0.10 | 114.377 | 115.011 | 112.471 | ||
| 1743 | 2016.02.19 04:00 | modify | 578 | 0.10 | 114.377 | 114.951 | 112.471 | ||
| 1744 | 2016.02.19 05:00 | modify | 578 | 0.10 | 114.377 | 114.866 | 112.471 | ||
| 1745 | 2016.02.19 18:56 | t/p | 578 | 0.10 | 112.465 | 114.866 | 112.471 | 19120.00 | 1359260.00 |
| 1746 | 2016.02.19 19:00 | sell | 579 | 0.10 | 112.424 | 113.070 | 110.530 | ||
| 1747 | 2016.02.22 11:50 | s/l | 579 | 0.10 | 113.074 | 113.070 | 110.530 | -6500.00 | 1352760.00 |
| 1748 | 2016.02.23 03:00 | sell | 580 | 0.10 | 112.682 | 113.325 | 110.785 | ||
| 1749 | 2016.02.24 19:00 | modify | 580 | 0.10 | 112.682 | 113.176 | 110.785 | ||
| 1750 | 2016.02.24 19:00 | close | 580 | 0.10 | 111.357 | 113.176 | 110.785 | 13250.00 | 1366010.00 |
| 1751 | 2016.02.29 23:00 | sell | 581 | 0.10 | 112.735 | 113.367 | 110.827 | ||
| 1752 | 2016.03.01 17:00 | s/l | 581 | 0.10 | 113.367 | 113.367 | 110.827 | -6320.00 | 1359690.00 |
| 1753 | 2016.03.02 19:00 | sell | 582 | 0.10 | 113.809 | 114.454 | 111.914 | ||
| 1754 | 2016.03.09 14:00 | modify | 582 | 0.10 | 113.809 | 114.434 | 111.914 | ||
| 1755 | 2016.03.10 15:43 | s/l | 582 | 0.10 | 114.428 | 114.434 | 111.914 | -6190.00 | 1353500.00 |
| 1756 | 2016.03.14 12:00 | sell | 583 | 0.10 | 113.579 | 114.217 | 111.677 | ||
| 1757 | 2016.03.15 04:00 | close | 583 | 0.10 | 113.919 | 114.217 | 111.677 | -3400.00 | 1350100.00 |
| 1758 | 2016.03.15 04:00 | buy | 584 | 0.10 | 113.914 | 112.010 | 115.710 | ||
| 1759 | 2016.03.17 07:59 | s/l | 584 | 0.10 | 112.016 | 112.010 | 115.710 | -18980.00 | 1331120.00 |
| 1760 | 2016.03.18 09:00 | buy | 585 | 0.10 | 111.573 | 110.648 | 113.367 | ||
| 1761 | 2016.03.23 17:00 | modify | 585 | 0.10 | 111.573 | 110.699 | 113.367 | ||
| 1762 | 2016.03.24 10:00 | modify | 585 | 0.10 | 111.573 | 110.706 | 113.367 | ||
| 1763 | 2016.03.24 11:00 | modify | 585 | 0.10 | 111.573 | 110.741 | 113.367 | ||
| 1764 | 2016.03.24 12:00 | modify | 585 | 0.10 | 111.573 | 110.753 | 113.367 | ||
| 1765 | 2016.03.24 13:00 | modify | 585 | 0.10 | 111.573 | 110.801 | 113.367 | ||
| 1766 | 2016.03.25 05:00 | modify | 585 | 0.10 | 111.573 | 111.121 | 113.367 | ||
| 1767 | 2016.03.28 01:27 | t/p | 585 | 0.10 | 113.362 | 111.121 | 113.367 | 17890.00 | 1349010.00 |
| 1768 | 2016.03.28 02:00 | buy | 586 | 0.10 | 113.377 | 111.477 | 115.177 | ||
| 1769 | 2016.04.04 03:55 | s/l | 586 | 0.10 | 111.472 | 111.477 | 115.177 | -19050.00 | 1329960.00 |
| 1770 | 2016.04.06 18:00 | sell | 587 | 0.10 | 109.961 | 110.610 | 108.070 | ||
| 1771 | 2016.04.07 10:00 | close | 587 | 0.10 | 108.803 | 110.610 | 108.070 | 11580.00 | 1341540.00 |
| 1772 | 2016.04.08 19:00 | sell | 588 | 0.10 | 108.376 | 109.017 | 106.477 | ||
| 1773 | 2016.04.13 05:00 | close | 588 | 0.10 | 108.824 | 109.017 | 106.477 | -4480.00 | 1337060.00 |
| 1774 | 2016.04.13 05:00 | buy | 589 | 0.10 | 108.820 | 107.610 | 110.622 | ||
| 1775 | 2016.04.22 09:00 | modify | 589 | 0.10 | 108.820 | 107.937 | 110.622 | ||
| 1776 | 2016.04.22 09:37 | t/p | 589 | 0.10 | 110.638 | 107.937 | 110.622 | 18180.00 | 1355240.00 |
| 1777 | 2016.04.25 22:00 | buy | 590 | 0.10 | 111.312 | 109.410 | 113.110 | ||
| 1778 | 2016.04.28 06:02 | s/l | 590 | 0.10 | 109.410 | 109.410 | 113.110 | -19020.00 | 1336220.00 |
| 1779 | 2016.05.03 00:00 | sell | 591 | 0.10 | 106.411 | 107.044 | 104.504 | ||
| 1780 | 2016.05.03 05:00 | close | 591 | 0.10 | 106.211 | 107.044 | 104.504 | 2000.00 | 1338220.00 |
| 1781 | 2016.05.03 05:00 | sell | 592 | 0.10 | 106.198 | 106.844 | 104.304 | ||
| 1782 | 2016.05.03 11:00 | close | 592 | 0.10 | 105.578 | 106.844 | 104.304 | 6200.00 | 1344420.00 |
| 1783 | 2016.05.05 16:00 | sell | 593 | 0.10 | 106.812 | 107.460 | 104.920 | ||
| 1784 | 2016.05.05 17:05 | s/l | 593 | 0.10 | 107.476 | 107.460 | 104.920 | -6640.00 | 1337780.00 |
| 1785 | 2016.05.06 06:00 | sell | 594 | 0.10 | 107.090 | 107.735 | 105.195 | ||
| 1786 | 2016.05.09 03:00 | close | 594 | 0.10 | 107.370 | 107.735 | 105.195 | -2800.00 | 1334980.00 |
| 1787 | 2016.05.09 03:00 | buy | 595 | 0.10 | 107.357 | 105.533 | 109.165 | ||
| 1788 | 2016.05.09 18:00 | modify | 595 | 0.10 | 107.357 | 106.491 | 109.165 | ||
| 1789 | 2016.05.10 06:00 | modify | 595 | 0.10 | 107.357 | 106.572 | 109.165 | ||
| 1790 | 2016.05.10 08:00 | modify | 595 | 0.10 | 107.357 | 106.626 | 109.165 | ||
| 1791 | 2016.05.10 09:00 | modify | 595 | 0.10 | 107.357 | 106.770 | 109.165 | ||
| 1792 | 2016.05.10 12:00 | modify | 595 | 0.10 | 107.357 | 106.784 | 109.165 | ||
| 1793 | 2016.05.10 12:30 | t/p | 595 | 0.10 | 109.156 | 106.784 | 109.165 | 17990.00 | 1352970.00 |
| 1794 | 2016.05.10 13:00 | buy | 596 | 0.10 | 109.239 | 107.336 | 111.036 | ||
| 1795 | 2016.05.11 01:00 | close | 596 | 0.10 | 109.357 | 107.336 | 111.036 | 1180.00 | 1354150.00 |
| 1796 | 2016.05.11 01:00 | buy | 597 | 0.10 | 109.351 | 107.450 | 111.150 | ||
| 1797 | 2016.05.11 04:00 | close | 597 | 0.10 | 109.141 | 107.450 | 111.150 | -2100.00 | 1352050.00 |
| 1798 | 2016.05.12 08:00 | buy | 598 | 0.10 | 108.849 | 106.944 | 110.644 | ||
| 1799 | 2016.05.18 23:00 | modify | 598 | 0.10 | 108.849 | 107.893 | 110.644 | ||
| 1800 | 2016.05.19 00:00 | modify | 598 | 0.10 | 108.849 | 108.140 | 110.644 | ||