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 |
| 1801 | 2016.05.19 10:00 | modify | 598 | 0.10 | 108.849 | 108.243 | 110.644 | ||
| 1802 | 2016.05.20 15:00 | modify | 598 | 0.10 | 108.849 | 108.249 | 110.644 | ||
| 1803 | 2016.05.20 18:00 | modify | 598 | 0.10 | 108.849 | 108.391 | 110.644 | ||
| 1804 | 2016.05.20 20:00 | modify | 598 | 0.10 | 108.849 | 108.429 | 110.644 | ||
| 1805 | 2016.05.20 21:00 | close | 598 | 0.10 | 110.178 | 108.429 | 110.644 | 13290.00 | 1365340.00 |
| 1806 | 2016.05.24 11:00 | buy | 599 | 0.10 | 109.535 | 107.640 | 111.340 | ||
| 1807 | 2016.05.30 03:00 | modify | 599 | 0.10 | 109.535 | 108.618 | 111.340 | ||
| 1808 | 2016.05.30 04:00 | modify | 599 | 0.10 | 109.535 | 108.677 | 111.340 | ||
| 1809 | 2016.05.30 06:00 | modify | 599 | 0.10 | 109.535 | 108.747 | 111.340 | ||
| 1810 | 2016.05.30 07:00 | modify | 599 | 0.10 | 109.535 | 108.865 | 111.340 | ||
| 1811 | 2016.05.30 08:00 | modify | 599 | 0.10 | 109.535 | 108.902 | 111.340 | ||
| 1812 | 2016.05.30 09:00 | modify | 599 | 0.10 | 109.535 | 109.019 | 111.340 | ||
| 1813 | 2016.05.30 09:14 | t/p | 599 | 0.10 | 111.339 | 109.019 | 111.340 | 18040.00 | 1383380.00 |
| 1814 | 2016.05.31 02:00 | sell | 600 | 0.10 | 110.954 | 112.845 | 109.145 | ||
| 1815 | 2016.06.01 14:00 | modify | 600 | 0.10 | 110.954 | 111.738 | 109.145 | ||
| 1816 | 2016.06.01 15:00 | modify | 600 | 0.10 | 110.954 | 111.636 | 109.145 | ||
| 1817 | 2016.06.01 15:01 | t/p | 600 | 0.10 | 109.150 | 111.636 | 109.145 | 18040.00 | 1401420.00 |
| 1818 | 2016.06.03 13:00 | buy | 601 | 0.10 | 108.987 | 107.096 | 110.796 | ||
| 1819 | 2016.06.03 16:18 | s/l | 601 | 0.10 | 107.099 | 107.096 | 110.796 | -18880.00 | 1382540.00 |
| 1820 | 2016.06.06 12:00 | buy | 602 | 0.10 | 107.159 | 105.533 | 108.969 | ||
| 1821 | 2016.06.09 11:00 | close | 602 | 0.10 | 106.367 | 105.533 | 108.969 | -7920.00 | 1374620.00 |
| 1822 | 2016.06.09 11:00 | sell | 603 | 0.10 | 106.360 | 107.003 | 104.463 | ||
| 1823 | 2016.06.09 21:00 | close | 603 | 0.10 | 106.796 | 107.003 | 104.463 | -4360.00 | 1370260.00 |
| 1824 | 2016.06.09 21:00 | buy | 604 | 0.10 | 106.809 | 105.533 | 108.602 | ||
| 1825 | 2016.06.13 05:00 | close | 604 | 0.10 | 106.119 | 105.533 | 108.602 | -6900.00 | 1363360.00 |
| 1826 | 2016.06.13 05:00 | sell | 605 | 0.10 | 106.136 | 106.757 | 104.217 | ||
| 1827 | 2016.06.13 11:00 | close | 605 | 0.10 | 106.106 | 106.757 | 104.217 | 300.00 | 1363660.00 |
| 1828 | 2016.06.14 00:00 | buy | 606 | 0.10 | 106.288 | 105.562 | 108.081 | ||
| 1829 | 2016.06.14 06:00 | close | 606 | 0.10 | 105.967 | 105.562 | 108.081 | -3210.00 | 1360450.00 |
| 1830 | 2016.06.14 06:00 | sell | 607 | 0.10 | 105.972 | 106.601 | 104.061 | ||
| 1831 | 2016.06.15 04:00 | close | 607 | 0.10 | 106.101 | 106.601 | 104.061 | -1290.00 | 1359160.00 |
| 1832 | 2016.06.15 04:00 | buy | 608 | 0.10 | 106.115 | 105.534 | 107.910 | ||
| 1833 | 2016.06.15 17:00 | close | 608 | 0.10 | 106.010 | 105.534 | 107.910 | -1050.00 | 1358110.00 |
| 1834 | 2016.06.15 17:00 | sell | 609 | 0.10 | 106.009 | 106.649 | 104.109 | ||
| 1835 | 2016.06.16 08:07 | t/p | 609 | 0.10 | 104.111 | 106.649 | 104.109 | 18980.00 | 1377090.00 |
| 1836 | 2016.06.20 00:01 | sell | 610 | 0.10 | 104.697 | 105.301 | 102.761 | ||
| 1837 | 2016.06.23 13:32 | s/l | 610 | 0.10 | 105.301 | 105.301 | 102.761 | -6040.00 | 1371050.00 |
| 1838 | 2016.06.27 14:00 | sell | 611 | 0.10 | 101.566 | 102.203 | 99.663 | ||
| 1839 | 2016.06.27 15:00 | close | 611 | 0.10 | 101.544 | 102.203 | 99.663 | 220.00 | 1371270.00 |
| 1840 | 2016.06.27 15:00 | sell | 612 | 0.10 | 101.534 | 102.177 | 99.637 | ||
| 1841 | 2016.06.27 16:00 | close | 612 | 0.10 | 101.514 | 102.177 | 99.637 | 200.00 | 1371470.00 |
| 1842 | 2016.06.29 08:00 | sell | 613 | 0.10 | 102.326 | 102.965 | 100.425 | ||
| 1843 | 2016.06.30 00:15 | s/l | 613 | 0.10 | 102.972 | 102.965 | 100.425 | -6460.00 | 1365010.00 |
| 1844 | 2016.06.30 18:00 | sell | 614 | 0.10 | 102.561 | 103.211 | 100.671 | ||
| 1845 | 2016.06.30 19:44 | s/l | 614 | 0.10 | 103.218 | 103.211 | 100.671 | -6570.00 | 1358440.00 |
| 1846 | 2016.07.01 11:00 | sell | 615 | 0.10 | 102.541 | 103.187 | 100.647 | ||
| 1847 | 2016.07.06 05:05 | t/p | 615 | 0.10 | 100.638 | 103.187 | 100.647 | 19030.00 | 1377470.00 |
| 1848 | 2016.07.07 18:00 | sell | 616 | 0.10 | 100.802 | 101.440 | 98.900 | ||
| 1849 | 2016.07.11 08:06 | s/l | 616 | 0.10 | 101.439 | 101.440 | 98.900 | -6370.00 | 1371100.00 |
| 1850 | 2016.07.13 11:00 | sell | 617 | 0.10 | 104.225 | 104.862 | 102.322 | ||
| 1851 | 2016.07.13 14:01 | s/l | 617 | 0.10 | 104.860 | 104.862 | 102.322 | -6350.00 | 1364750.00 |
| 1852 | 2016.07.13 19:00 | sell | 618 | 0.10 | 104.116 | 104.749 | 102.209 | ||
| 1853 | 2016.07.14 06:08 | s/l | 618 | 0.10 | 104.740 | 104.749 | 102.209 | -6240.00 | 1358510.00 |
| 1854 | 2016.07.15 05:00 | buy | 619 | 0.10 | 105.766 | 103.869 | 107.569 | ||
| 1855 | 2016.07.21 00:00 | modify | 619 | 0.10 | 105.766 | 104.885 | 107.569 | ||
| 1856 | 2016.07.21 02:00 | modify | 619 | 0.10 | 105.766 | 105.112 | 107.569 | ||
| 1857 | 2016.07.21 05:00 | modify | 619 | 0.10 | 105.766 | 105.279 | 107.569 | ||
| 1858 | 2016.07.26 03:13 | s/l | 619 | 0.10 | 105.265 | 105.279 | 107.569 | -5010.00 | 1353500.00 |
| 1859 | 2016.07.27 03:00 | buy | 620 | 0.10 | 104.862 | 102.954 | 106.654 | ||
| 1860 | 2016.07.27 08:00 | modify | 620 | 0.10 | 104.862 | 103.879 | 106.654 | ||
| 1861 | 2016.07.29 01:33 | s/l | 620 | 0.10 | 103.857 | 103.879 | 106.654 | -10050.00 | 1343450.00 |
| 1862 | 2016.08.02 05:00 | buy | 621 | 0.10 | 102.615 | 100.713 | 104.413 | ||
| 1863 | 2016.08.02 19:30 | s/l | 621 | 0.10 | 100.703 | 100.713 | 104.413 | -19120.00 | 1324330.00 |
| 1864 | 2016.08.03 13:00 | buy | 622 | 0.10 | 101.252 | 99.358 | 103.058 | ||
| 1865 | 2016.08.08 14:00 | modify | 622 | 0.10 | 101.252 | 100.300 | 103.058 | ||
| 1866 | 2016.08.08 16:00 | modify | 622 | 0.10 | 101.252 | 100.311 | 103.058 | ||
| 1867 | 2016.08.08 17:00 | modify | 622 | 0.10 | 101.252 | 100.385 | 103.058 | ||
| 1868 | 2016.08.08 18:00 | modify | 622 | 0.10 | 101.252 | 100.476 | 103.058 | ||
| 1869 | 2016.08.16 06:16 | s/l | 622 | 0.10 | 100.458 | 100.476 | 103.058 | -7940.00 | 1316390.00 |
| 1870 | 2016.08.17 04:00 | buy | 623 | 0.10 | 100.593 | 98.940 | 102.385 | ||
| 1871 | 2016.08.26 23:00 | modify | 623 | 0.10 | 100.593 | 99.767 | 102.385 | ||
| 1872 | 2016.08.29 01:00 | modify | 623 | 0.10 | 100.593 | 99.946 | 102.385 | ||
| 1873 | 2016.08.29 06:00 | modify | 623 | 0.10 | 100.593 | 100.003 | 102.385 | ||
| 1874 | 2016.08.29 07:00 | modify | 623 | 0.10 | 100.593 | 100.030 | 102.385 | ||
| 1875 | 2016.08.29 08:00 | modify | 623 | 0.10 | 100.593 | 100.055 | 102.385 | ||
| 1876 | 2016.08.29 09:00 | modify | 623 | 0.10 | 100.593 | 100.155 | 102.385 | ||
| 1877 | 2016.08.29 09:35 | t/p | 623 | 0.10 | 102.393 | 100.155 | 102.385 | 18000.00 | 1334390.00 |
| 1878 | 2016.08.30 10:00 | buy | 624 | 0.10 | 102.275 | 100.367 | 104.067 | ||
| 1879 | 2016.08.30 19:00 | close | 624 | 0.10 | 102.931 | 100.367 | 104.067 | 6560.00 | 1340950.00 |
| 1880 | 2016.08.31 10:00 | buy | 625 | 0.10 | 103.286 | 101.380 | 105.080 | ||
| 1881 | 2016.09.01 19:00 | close | 625 | 0.10 | 103.221 | 101.380 | 105.080 | -650.00 | 1340300.00 |
| 1882 | 2016.09.05 09:00 | sell | 626 | 0.10 | 103.349 | 105.255 | 101.555 | ||
| 1883 | 2016.09.06 19:00 | modify | 626 | 0.10 | 103.349 | 104.319 | 101.555 | ||
| 1884 | 2016.09.06 21:00 | modify | 626 | 0.10 | 103.349 | 104.251 | 101.555 | ||
| 1885 | 2016.09.06 22:00 | modify | 626 | 0.10 | 103.349 | 104.168 | 101.555 | ||
| 1886 | 2016.09.07 00:00 | modify | 626 | 0.10 | 103.349 | 104.125 | 101.555 | ||
| 1887 | 2016.09.07 01:00 | modify | 626 | 0.10 | 103.349 | 104.111 | 101.555 | ||
| 1888 | 2016.09.07 02:32 | t/p | 626 | 0.10 | 101.552 | 104.111 | 101.555 | 17970.00 | 1358270.00 |
| 1889 | 2016.09.07 20:00 | buy | 627 | 0.10 | 101.835 | 99.933 | 103.633 | ||
| 1890 | 2016.09.09 17:00 | modify | 627 | 0.10 | 101.835 | 100.868 | 103.633 | ||
| 1891 | 2016.09.09 18:00 | modify | 627 | 0.10 | 101.835 | 100.886 | 103.633 | ||
| 1892 | 2016.09.14 06:00 | modify | 627 | 0.10 | 101.835 | 100.950 | 103.633 | ||
| 1893 | 2016.09.14 11:00 | modify | 627 | 0.10 | 101.835 | 101.162 | 103.633 | ||
| 1894 | 2016.09.21 07:18 | s/l | 627 | 0.10 | 101.153 | 101.162 | 103.633 | -6820.00 | 1351450.00 |
| 1895 | 2016.09.22 12:00 | buy | 628 | 0.10 | 100.801 | 98.941 | 102.606 | ||
| 1896 | 2016.10.04 05:00 | modify | 628 | 0.10 | 100.801 | 99.920 | 102.606 | ||
| 1897 | 2016.10.04 06:00 | modify | 628 | 0.10 | 100.801 | 100.047 | 102.606 | ||
| 1898 | 2016.10.04 07:00 | modify | 628 | 0.10 | 100.801 | 100.148 | 102.606 | ||
| 1899 | 2016.10.04 11:00 | modify | 628 | 0.10 | 100.801 | 100.229 | 102.606 | ||
| 1900 | 2016.10.04 12:00 | modify | 628 | 0.10 | 100.801 | 100.296 | 102.606 | ||
| 1901 | 2016.10.04 15:00 | modify | 628 | 0.10 | 100.801 | 100.320 | 102.606 | ||
| 1902 | 2016.10.04 16:00 | modify | 628 | 0.10 | 100.801 | 100.438 | 102.606 | ||
| 1903 | 2016.10.04 16:57 | t/p | 628 | 0.10 | 102.616 | 100.438 | 102.606 | 18150.00 | 1369600.00 |
| 1904 | 2016.10.07 05:00 | sell | 629 | 0.10 | 103.575 | 105.472 | 101.772 | ||
| 1905 | 2016.10.21 04:00 | close | 629 | 0.10 | 104.147 | 105.472 | 101.772 | -5720.00 | 1363880.00 |
| 1906 | 2016.10.21 04:00 | buy | 630 | 0.10 | 104.138 | 103.506 | 106.046 | ||
| 1907 | 2016.10.21 11:00 | close | 630 | 0.10 | 103.839 | 103.506 | 106.046 | -2990.00 | 1360890.00 |
| 1908 | 2016.10.21 11:00 | sell | 631 | 0.10 | 103.840 | 105.743 | 102.043 | ||
| 1909 | 2016.10.24 18:00 | close | 631 | 0.10 | 104.262 | 105.743 | 102.043 | -4220.00 | 1356670.00 |
| 1910 | 2016.10.24 18:00 | buy | 632 | 0.10 | 104.271 | 103.625 | 106.165 | ||
| 1911 | 2016.10.25 19:00 | close | 632 | 0.10 | 104.250 | 103.625 | 106.165 | -210.00 | 1356460.00 |
| 1912 | 2016.10.25 19:00 | sell | 633 | 0.10 | 104.258 | 106.154 | 102.454 | ||
| 1913 | 2016.10.26 18:00 | close | 633 | 0.10 | 104.448 | 106.154 | 102.454 | -1900.00 | 1354560.00 |
| 1914 | 2016.10.26 18:00 | buy | 634 | 0.10 | 104.427 | 103.807 | 106.347 | ||
| 1915 | 2016.11.01 01:00 | close | 634 | 0.10 | 104.770 | 103.807 | 106.347 | 3430.00 | 1357990.00 |
| 1916 | 2016.11.01 01:00 | sell | 635 | 0.10 | 104.785 | 106.565 | 102.969 | ||
| 1917 | 2016.11.01 12:00 | close | 635 | 0.10 | 105.046 | 106.565 | 102.969 | -2610.00 | 1355380.00 |
| 1918 | 2016.11.01 12:00 | buy | 636 | 0.10 | 105.065 | 104.417 | 106.957 | ||
| 1919 | 2016.11.01 18:00 | close | 636 | 0.10 | 104.625 | 104.417 | 106.957 | -4400.00 | 1350980.00 |
| 1920 | 2016.11.01 18:00 | sell | 637 | 0.10 | 104.640 | 106.530 | 102.830 | ||
| 1921 | 2016.11.02 14:00 | modify | 637 | 0.10 | 104.640 | 105.626 | 102.830 | ||
| 1922 | 2016.11.02 15:00 | modify | 637 | 0.10 | 104.640 | 105.492 | 102.830 | ||
| 1923 | 2016.11.02 16:00 | modify | 637 | 0.10 | 104.640 | 105.357 | 102.830 | ||
| 1924 | 2016.11.02 18:00 | modify | 637 | 0.10 | 104.640 | 105.322 | 102.830 | ||
| 1925 | 2016.11.02 21:00 | modify | 637 | 0.10 | 104.640 | 105.214 | 102.830 | ||
| 1926 | 2016.11.03 06:02 | t/p | 637 | 0.10 | 102.837 | 105.214 | 102.830 | 18030.00 | 1369010.00 |
| 1927 | 2016.11.03 06:03 | sell | 638 | 0.10 | 102.800 | 104.750 | 101.050 | ||
| 1928 | 2016.11.03 07:00 | close | 638 | 0.10 | 102.609 | 104.750 | 101.050 | 1910.00 | 1370920.00 |
| 1929 | 2016.11.03 07:00 | sell | 639 | 0.10 | 102.605 | 104.507 | 100.807 | ||
| 1930 | 2016.11.07 07:18 | s/l | 639 | 0.10 | 104.514 | 104.507 | 100.807 | -19090.00 | 1351830.00 |
| 1931 | 2016.11.08 05:00 | sell | 640 | 0.10 | 104.377 | 105.551 | 102.570 | ||
| 1932 | 2016.11.08 20:00 | close | 640 | 0.10 | 105.092 | 105.551 | 102.570 | -7150.00 | 1344680.00 |
| 1933 | 2016.11.08 20:00 | buy | 641 | 0.10 | 105.078 | 104.446 | 106.986 | ||
| 1934 | 2016.11.09 02:45 | s/l | 641 | 0.10 | 104.443 | 104.446 | 106.986 | -6350.00 | 1338330.00 |
| 1935 | 2016.11.11 21:00 | buy | 642 | 0.10 | 106.698 | 106.064 | 108.604 | ||
| 1936 | 2016.11.11 22:00 | close | 642 | 0.10 | 106.769 | 106.064 | 108.604 | 710.00 | 1339040.00 |
| 1937 | 2016.11.11 22:00 | buy | 643 | 0.10 | 106.766 | 106.135 | 108.675 | ||
| 1938 | 2016.11.11 23:00 | close | 643 | 0.10 | 106.736 | 106.135 | 108.675 | -300.00 | 1338740.00 |
| 1939 | 2016.11.14 02:00 | buy | 644 | 0.10 | 106.893 | 106.250 | 108.790 | ||
| 1940 | 2016.11.14 03:00 | close | 644 | 0.10 | 107.262 | 106.250 | 108.790 | 3690.00 | 1342430.00 |
| 1941 | 2016.11.14 03:00 | buy | 645 | 0.10 | 107.259 | 106.620 | 109.160 | ||
| 1942 | 2016.11.14 04:00 | close | 645 | 0.10 | 107.374 | 106.620 | 109.160 | 1150.00 | 1343580.00 |
| 1943 | 2016.11.15 16:00 | buy | 646 | 0.10 | 108.747 | 108.097 | 110.637 | ||
| 1944 | 2016.11.15 17:00 | close | 646 | 0.10 | 108.848 | 108.097 | 110.637 | 1010.00 | 1344590.00 |
| 1945 | 2016.11.17 16:00 | buy | 647 | 0.10 | 109.563 | 108.933 | 111.473 | ||
| 1946 | 2016.11.21 07:00 | modify | 647 | 0.10 | 109.563 | 109.003 | 111.473 | ||
| 1947 | 2016.11.21 09:00 | modify | 647 | 0.10 | 109.563 | 109.004 | 111.473 | ||
| 1948 | 2016.11.21 20:00 | modify | 647 | 0.10 | 109.563 | 109.032 | 111.473 | ||
| 1949 | 2016.11.21 22:00 | modify | 647 | 0.10 | 109.563 | 109.121 | 111.473 | ||
| 1950 | 2016.11.22 19:00 | modify | 647 | 0.10 | 109.563 | 109.214 | 111.473 | ||