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 |
| 1951 | 2016.11.22 19:00 | close | 647 | 0.10 | 110.993 | 109.214 | 111.473 | 14300.00 | 1358890.00 |
| 1952 | 2016.11.22 21:00 | buy | 648 | 0.10 | 111.129 | 110.490 | 113.030 | ||
| 1953 | 2016.11.23 19:00 | modify | 648 | 0.10 | 111.129 | 110.870 | 113.030 | ||
| 1954 | 2016.11.23 19:00 | close | 648 | 0.10 | 112.582 | 110.870 | 113.030 | 14530.00 | 1373420.00 |
| 1955 | 2016.11.24 13:00 | buy | 649 | 0.10 | 113.051 | 112.405 | 114.945 | ||
| 1956 | 2016.11.24 14:00 | close | 649 | 0.10 | 113.114 | 112.405 | 114.945 | 630.00 | 1374050.00 |
| 1957 | 2016.11.25 03:00 | buy | 650 | 0.10 | 113.727 | 113.092 | 115.632 | ||
| 1958 | 2016.11.25 04:00 | close | 650 | 0.10 | 113.768 | 113.092 | 115.632 | 410.00 | 1374460.00 |
| 1959 | 2016.11.25 05:00 | buy | 651 | 0.10 | 113.746 | 113.096 | 115.636 | ||
| 1960 | 2016.11.25 07:00 | close | 651 | 0.10 | 113.412 | 113.096 | 115.636 | -3340.00 | 1371120.00 |
| 1961 | 2016.11.30 12:00 | buy | 652 | 0.10 | 113.060 | 112.424 | 114.964 | ||
| 1962 | 2016.11.30 19:00 | close | 652 | 0.10 | 114.349 | 112.424 | 114.964 | 12890.00 | 1384010.00 |
| 1963 | 2016.12.01 17:00 | buy | 653 | 0.10 | 114.666 | 114.024 | 116.564 | ||
| 1964 | 2016.12.01 20:00 | close | 653 | 0.10 | 114.494 | 114.024 | 116.564 | -1720.00 | 1382290.00 |
| 1965 | 2016.12.05 10:00 | buy | 654 | 0.10 | 113.927 | 113.277 | 115.817 | ||
| 1966 | 2016.12.05 20:06 | s/l | 654 | 0.10 | 113.262 | 113.277 | 115.817 | -6650.00 | 1375640.00 |
| 1967 | 2016.12.06 14:00 | buy | 655 | 0.10 | 114.053 | 113.411 | 115.951 | ||
| 1968 | 2016.12.08 05:03 | s/l | 655 | 0.10 | 113.409 | 113.411 | 115.951 | -6440.00 | 1369200.00 |
| 1969 | 2016.12.08 16:00 | buy | 656 | 0.10 | 114.176 | 113.529 | 116.069 | ||
| 1970 | 2016.12.12 10:00 | modify | 656 | 0.10 | 114.176 | 113.539 | 116.069 | ||
| 1971 | 2016.12.12 10:21 | t/p | 656 | 0.10 | 116.072 | 113.539 | 116.069 | 18960.00 | 1388160.00 |
| 1972 | 2016.12.12 11:00 | buy | 657 | 0.10 | 115.983 | 115.350 | 117.890 | ||
| 1973 | 2016.12.12 15:28 | s/l | 657 | 0.10 | 115.341 | 115.350 | 117.890 | -6420.00 | 1381740.00 |
| 1974 | 2016.12.13 11:00 | buy | 658 | 0.10 | 115.373 | 114.743 | 117.283 | ||
| 1975 | 2016.12.14 22:49 | t/p | 658 | 0.10 | 117.286 | 114.743 | 117.283 | 19130.00 | 1400870.00 |
| 1976 | 2016.12.16 18:00 | buy | 659 | 0.10 | 118.373 | 117.736 | 120.276 | ||
| 1977 | 2016.12.16 18:21 | s/l | 659 | 0.10 | 117.745 | 117.736 | 120.276 | -6280.00 | 1394590.00 |
| 1978 | 2016.12.20 07:00 | buy | 660 | 0.10 | 117.531 | 116.897 | 119.437 | ||
| 1979 | 2016.12.28 21:00 | close | 660 | 0.10 | 117.212 | 116.897 | 119.437 | -3190.00 | 1391400.00 |
| 1980 | 2016.12.28 21:00 | sell | 661 | 0.10 | 117.221 | 118.685 | 115.416 | ||
| 1981 | 2017.01.05 10:00 | modify | 661 | 0.10 | 117.221 | 117.839 | 115.416 | ||
| 1982 | 2017.01.05 11:00 | close | 661 | 0.10 | 116.336 | 117.839 | 115.416 | 8850.00 | 1400250.00 |
| 1983 | 2017.01.09 14:00 | sell | 662 | 0.10 | 116.755 | 118.654 | 114.954 | ||
| 1984 | 2017.01.10 06:00 | modify | 662 | 0.10 | 116.755 | 117.729 | 114.954 | ||
| 1985 | 2017.01.10 07:00 | modify | 662 | 0.10 | 116.755 | 117.444 | 114.954 | ||
| 1986 | 2017.01.11 20:05 | t/p | 662 | 0.10 | 114.963 | 117.444 | 114.954 | 17920.00 | 1418170.00 |
| 1987 | 2017.01.13 22:00 | sell | 663 | 0.10 | 114.461 | 116.370 | 112.670 | ||
| 1988 | 2017.01.16 05:00 | close | 663 | 0.10 | 114.100 | 116.370 | 112.670 | 3610.00 | 1421780.00 |
| 1989 | 2017.01.16 17:00 | sell | 664 | 0.10 | 113.985 | 115.895 | 112.195 | ||
| 1990 | 2017.01.17 23:00 | modify | 664 | 0.10 | 113.985 | 114.763 | 112.195 | ||
| 1991 | 2017.01.18 00:00 | modify | 664 | 0.10 | 113.985 | 114.753 | 112.195 | ||
| 1992 | 2017.01.18 01:00 | modify | 664 | 0.10 | 113.985 | 114.716 | 112.195 | ||
| 1993 | 2017.01.18 23:42 | s/l | 664 | 0.10 | 114.714 | 114.716 | 112.195 | -7290.00 | 1414490.00 |
| 1994 | 2017.01.20 22:00 | sell | 665 | 0.10 | 114.298 | 116.204 | 112.504 | ||
| 1995 | 2017.01.23 19:00 | modify | 665 | 0.10 | 114.298 | 115.076 | 112.504 | ||
| 1996 | 2017.01.23 20:00 | modify | 665 | 0.10 | 114.298 | 114.996 | 112.504 | ||
| 1997 | 2017.01.24 01:00 | modify | 665 | 0.10 | 114.298 | 114.798 | 112.504 | ||
| 1998 | 2017.01.24 02:00 | modify | 665 | 0.10 | 114.298 | 114.661 | 112.504 | ||
| 1999 | 2017.01.24 05:00 | close | 665 | 0.10 | 112.799 | 114.661 | 112.504 | 14990.00 | 1429480.00 |
| 2000 | 2017.01.24 13:00 | buy | 666 | 0.10 | 113.445 | 111.543 | 115.243 | ||
| 2001 | 2017.01.26 19:00 | modify | 666 | 0.10 | 113.445 | 112.635 | 115.243 | ||
| 2002 | 2017.01.27 05:00 | modify | 666 | 0.10 | 113.445 | 112.774 | 115.243 | ||
| 2003 | 2017.01.27 06:00 | modify | 666 | 0.10 | 113.445 | 112.784 | 115.243 | ||
| 2004 | 2017.01.27 07:00 | modify | 666 | 0.10 | 113.445 | 112.874 | 115.243 | ||
| 2005 | 2017.01.27 09:00 | modify | 666 | 0.10 | 113.445 | 112.940 | 115.243 | ||
| 2006 | 2017.01.27 09:16 | t/p | 666 | 0.10 | 115.254 | 112.940 | 115.243 | 18090.00 | 1447570.00 |
| 2007 | 2017.01.30 02:00 | sell | 667 | 0.10 | 114.644 | 116.551 | 112.851 | ||
| 2008 | 2017.01.31 06:00 | modify | 667 | 0.10 | 114.644 | 115.614 | 112.851 | ||
| 2009 | 2017.01.31 09:00 | modify | 667 | 0.10 | 114.644 | 115.583 | 112.851 | ||
| 2010 | 2017.01.31 16:00 | modify | 667 | 0.10 | 114.644 | 115.399 | 112.851 | ||
| 2011 | 2017.01.31 16:28 | t/p | 667 | 0.10 | 112.847 | 115.399 | 112.851 | 17970.00 | 1465540.00 |
| 2012 | 2017.02.03 01:00 | buy | 668 | 0.10 | 112.859 | 110.968 | 114.668 | ||
| 2013 | 2017.02.13 06:00 | modify | 668 | 0.10 | 112.859 | 111.890 | 114.668 | ||
| 2014 | 2017.02.14 19:00 | modify | 668 | 0.10 | 112.859 | 112.297 | 114.668 | ||
| 2015 | 2017.02.14 21:00 | modify | 668 | 0.10 | 112.859 | 112.304 | 114.668 | ||
| 2016 | 2017.02.15 04:00 | modify | 668 | 0.10 | 112.859 | 112.342 | 114.668 | ||
| 2017 | 2017.02.15 11:00 | modify | 668 | 0.10 | 112.859 | 112.383 | 114.668 | ||
| 2018 | 2017.02.15 14:00 | modify | 668 | 0.10 | 112.859 | 112.413 | 114.668 | ||
| 2019 | 2017.02.15 15:00 | modify | 668 | 0.10 | 112.859 | 112.435 | 114.668 | ||
| 2020 | 2017.02.15 15:30 | t/p | 668 | 0.10 | 114.663 | 112.435 | 114.668 | 18040.00 | 1483580.00 |
| 2021 | 2017.02.15 16:00 | buy | 669 | 0.10 | 114.868 | 112.960 | 116.660 | ||
| 2022 | 2017.02.17 11:09 | s/l | 669 | 0.10 | 112.962 | 112.960 | 116.660 | -19060.00 | 1464520.00 |
| 2023 | 2017.02.20 05:00 | buy | 670 | 0.10 | 113.121 | 111.214 | 114.914 | ||
| 2024 | 2017.03.02 12:00 | modify | 670 | 0.10 | 113.121 | 112.126 | 114.914 | ||
| 2025 | 2017.03.02 14:00 | modify | 670 | 0.10 | 113.121 | 112.127 | 114.914 | ||
| 2026 | 2017.03.02 15:00 | modify | 670 | 0.10 | 113.121 | 112.171 | 114.914 | ||
| 2027 | 2017.03.02 16:00 | modify | 670 | 0.10 | 113.121 | 112.273 | 114.914 | ||
| 2028 | 2017.03.02 17:00 | modify | 670 | 0.10 | 113.121 | 112.283 | 114.914 | ||
| 2029 | 2017.03.02 18:00 | modify | 670 | 0.10 | 113.121 | 112.437 | 114.914 | ||
| 2030 | 2017.03.03 20:00 | modify | 670 | 0.10 | 113.121 | 112.513 | 114.914 | ||
| 2031 | 2017.03.08 19:00 | modify | 670 | 0.10 | 113.121 | 112.580 | 114.914 | ||
| 2032 | 2017.03.09 11:00 | t/p | 670 | 0.10 | 114.920 | 112.580 | 114.914 | 17990.00 | 1482510.00 |
| 2033 | 2017.03.09 13:00 | buy | 671 | 0.10 | 114.718 | 112.813 | 116.513 | ||
| 2034 | 2017.03.10 17:00 | close | 671 | 0.10 | 115.010 | 112.813 | 116.513 | 2920.00 | 1485430.00 |
| 2035 | 2017.03.10 17:00 | sell | 672 | 0.10 | 115.011 | 116.909 | 113.209 | ||
| 2036 | 2017.03.15 22:58 | t/p | 672 | 0.10 | 113.198 | 116.909 | 113.209 | 18130.00 | 1503560.00 |
| 2037 | 2017.03.17 04:00 | buy | 673 | 0.10 | 113.434 | 111.577 | 115.243 | ||
| 2038 | 2017.03.21 22:53 | s/l | 673 | 0.10 | 111.571 | 111.577 | 115.243 | -18630.00 | 1484930.00 |
| 2039 | 2017.03.22 15:00 | sell | 674 | 0.10 | 111.310 | 111.950 | 109.410 | ||
| 2040 | 2017.03.23 04:00 | close | 674 | 0.10 | 111.480 | 111.950 | 109.410 | -1700.00 | 1483230.00 |
| 2041 | 2017.03.23 04:00 | buy | 675 | 0.10 | 111.494 | 110.716 | 113.285 | ||
| 2042 | 2017.03.23 16:00 | close | 675 | 0.10 | 110.859 | 110.716 | 113.285 | -6350.00 | 1476880.00 |
| 2043 | 2017.03.23 16:00 | sell | 676 | 0.10 | 110.863 | 111.499 | 108.959 | ||
| 2044 | 2017.03.24 09:00 | close | 676 | 0.10 | 111.464 | 111.499 | 108.959 | -6010.00 | 1470870.00 |
| 2045 | 2017.03.24 09:00 | buy | 677 | 0.10 | 111.469 | 110.610 | 113.271 | ||
| 2046 | 2017.03.24 15:00 | close | 677 | 0.10 | 110.976 | 110.610 | 113.271 | -4930.00 | 1465940.00 |
| 2047 | 2017.03.24 15:00 | sell | 678 | 0.10 | 110.978 | 111.617 | 109.077 | ||
| 2048 | 2017.03.30 04:00 | close | 678 | 0.10 | 111.353 | 111.617 | 109.077 | -3750.00 | 1462190.00 |
| 2049 | 2017.03.30 04:00 | buy | 679 | 0.10 | 111.357 | 110.091 | 113.146 | ||
| 2050 | 2017.04.03 18:00 | close | 679 | 0.10 | 111.001 | 110.091 | 113.146 | -3560.00 | 1458630.00 |
| 2051 | 2017.04.03 18:00 | sell | 680 | 0.10 | 110.992 | 111.634 | 109.094 | ||
| 2052 | 2017.04.05 16:00 | close | 680 | 0.10 | 111.211 | 111.634 | 109.094 | -2190.00 | 1456440.00 |
| 2053 | 2017.04.05 16:00 | buy | 681 | 0.10 | 111.212 | 110.090 | 113.005 | ||
| 2054 | 2017.04.07 08:00 | close | 681 | 0.10 | 110.517 | 110.090 | 113.005 | -6950.00 | 1449490.00 |
| 2055 | 2017.04.07 08:00 | sell | 682 | 0.10 | 110.544 | 111.166 | 108.626 | ||
| 2056 | 2017.04.07 19:59 | s/l | 682 | 0.10 | 111.165 | 111.166 | 108.626 | -6210.00 | 1443280.00 |
| 2057 | 2017.04.07 20:00 | buy | 683 | 0.10 | 111.145 | 110.093 | 112.953 | ||
| 2058 | 2017.04.11 08:00 | close | 683 | 0.10 | 110.635 | 110.093 | 112.953 | -5100.00 | 1438180.00 |
| 2059 | 2017.04.11 08:00 | sell | 684 | 0.10 | 110.639 | 111.276 | 108.736 | ||
| 2060 | 2017.04.13 00:00 | modify | 684 | 0.10 | 110.639 | 111.266 | 108.736 | ||
| 2061 | 2017.04.13 01:00 | modify | 684 | 0.10 | 110.639 | 111.113 | 108.736 | ||
| 2062 | 2017.04.13 02:00 | modify | 684 | 0.10 | 110.639 | 111.085 | 108.736 | ||
| 2063 | 2017.04.13 03:00 | close | 684 | 0.10 | 108.902 | 111.085 | 108.736 | 17370.00 | 1455550.00 |
| 2064 | 2017.04.14 09:00 | sell | 685 | 0.10 | 108.857 | 109.500 | 106.960 | ||
| 2065 | 2017.04.20 21:00 | close | 685 | 0.10 | 109.418 | 109.500 | 106.960 | -5610.00 | 1449940.00 |
| 2066 | 2017.04.20 21:00 | buy | 686 | 0.10 | 109.417 | 108.115 | 111.216 | ||
| 2067 | 2017.04.21 12:00 | close | 686 | 0.10 | 109.115 | 108.115 | 111.216 | -3020.00 | 1446920.00 |
| 2068 | 2017.04.21 12:00 | sell | 687 | 0.10 | 109.114 | 109.751 | 107.211 | ||
| 2069 | 2017.04.24 00:00 | s/l | 687 | 0.10 | 110.585 | 109.751 | 107.211 | -14710.00 | 1432210.00 |
| 2070 | 2017.04.25 09:00 | buy | 688 | 0.10 | 110.166 | 108.263 | 111.963 | ||
| 2071 | 2017.04.26 05:00 | modify | 688 | 0.10 | 110.166 | 109.189 | 111.963 | ||
| 2072 | 2017.04.26 10:00 | modify | 688 | 0.10 | 110.166 | 109.293 | 111.963 | ||
| 2073 | 2017.04.26 11:00 | modify | 688 | 0.10 | 110.166 | 109.345 | 111.963 | ||
| 2074 | 2017.04.26 17:00 | modify | 688 | 0.10 | 110.166 | 109.355 | 111.963 | ||
| 2075 | 2017.04.26 19:00 | modify | 688 | 0.10 | 110.166 | 109.500 | 111.963 | ||
| 2076 | 2017.04.26 21:00 | modify | 688 | 0.10 | 110.166 | 109.605 | 111.963 | ||
| 2077 | 2017.04.26 21:00 | close | 688 | 0.10 | 111.294 | 109.605 | 111.963 | 11280.00 | 1443490.00 |
| 2078 | 2017.04.27 15:00 | buy | 689 | 0.10 | 111.419 | 109.529 | 113.229 | ||
| 2079 | 2017.05.03 23:00 | modify | 689 | 0.10 | 111.419 | 110.510 | 113.229 | ||
| 2080 | 2017.05.04 00:00 | modify | 689 | 0.10 | 111.419 | 110.566 | 113.229 | ||
| 2081 | 2017.05.04 01:00 | modify | 689 | 0.10 | 111.419 | 110.637 | 113.229 | ||
| 2082 | 2017.05.04 04:00 | modify | 689 | 0.10 | 111.419 | 110.698 | 113.229 | ||
| 2083 | 2017.05.04 05:00 | modify | 689 | 0.10 | 111.419 | 110.784 | 113.229 | ||
| 2084 | 2017.05.04 14:00 | modify | 689 | 0.10 | 111.419 | 110.830 | 113.229 | ||
| 2085 | 2017.05.04 15:00 | modify | 689 | 0.10 | 111.419 | 110.874 | 113.229 | ||
| 2086 | 2017.05.04 20:00 | close | 689 | 0.10 | 112.535 | 110.874 | 113.229 | 11160.00 | 1454650.00 |
| 2087 | 2017.05.04 20:00 | sell | 690 | 0.10 | 112.530 | 114.431 | 110.731 | ||
| 2088 | 2017.05.17 19:00 | modify | 690 | 0.10 | 112.530 | 113.377 | 110.731 | ||
| 2089 | 2017.05.17 22:00 | modify | 690 | 0.10 | 112.530 | 113.108 | 110.731 | ||
| 2090 | 2017.05.17 22:00 | close | 690 | 0.10 | 111.133 | 113.108 | 110.731 | 13970.00 | 1468620.00 |
| 2091 | 2017.05.19 18:00 | buy | 691 | 0.10 | 111.531 | 109.639 | 113.339 | ||
| 2092 | 2017.06.06 09:17 | s/l | 691 | 0.10 | 109.626 | 109.639 | 113.339 | -19050.00 | 1449570.00 |
| 2093 | 2017.06.07 08:00 | buy | 692 | 0.10 | 109.593 | 108.115 | 111.385 | ||
| 2094 | 2017.06.09 18:00 | modify | 692 | 0.10 | 109.593 | 108.622 | 111.385 | ||
| 2095 | 2017.06.15 21:00 | modify | 692 | 0.10 | 109.593 | 108.847 | 111.385 | ||
| 2096 | 2017.06.15 22:00 | modify | 692 | 0.10 | 109.593 | 108.863 | 111.385 | ||
| 2097 | 2017.06.16 04:00 | modify | 692 | 0.10 | 109.593 | 108.893 | 111.385 | ||
| 2098 | 2017.06.16 05:00 | modify | 692 | 0.10 | 109.593 | 108.977 | 111.385 | ||
| 2099 | 2017.06.16 06:00 | modify | 692 | 0.10 | 109.593 | 109.043 | 111.385 | ||
| 2100 | 2017.06.16 08:00 | modify | 692 | 0.10 | 109.593 | 109.098 | 111.385 | ||