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 |
| 2101 | 2017.06.16 09:00 | modify | 692 | 0.10 | 109.593 | 109.120 | 111.385 | ||
| 2102 | 2017.06.16 11:00 | modify | 692 | 0.10 | 109.593 | 109.123 | 111.385 | ||
| 2103 | 2017.06.16 13:00 | modify | 692 | 0.10 | 109.593 | 109.228 | 111.385 | ||
| 2104 | 2017.06.16 14:21 | t/p | 692 | 0.10 | 111.390 | 109.228 | 111.385 | 17970.00 | 1467540.00 |
| 2105 | 2017.06.19 11:00 | buy | 693 | 0.10 | 111.120 | 109.212 | 112.912 | ||
| 2106 | 2017.06.20 16:00 | close | 693 | 0.10 | 111.481 | 109.212 | 112.912 | 3610.00 | 1471150.00 |
| 2107 | 2017.06.20 16:00 | sell | 694 | 0.10 | 111.484 | 113.373 | 109.673 | ||
| 2108 | 2017.07.03 18:03 | s/l | 694 | 0.10 | 113.364 | 113.373 | 109.673 | -18800.00 | 1452350.00 |
| 2109 | 2017.07.04 09:00 | sell | 695 | 0.10 | 112.950 | 114.390 | 111.150 | ||
| 2110 | 2017.07.10 01:00 | close | 695 | 0.10 | 114.049 | 114.390 | 111.150 | -10990.00 | 1441360.00 |
| 2111 | 2017.07.10 01:00 | buy | 696 | 0.10 | 114.039 | 113.399 | 115.939 | ||
| 2112 | 2017.07.11 20:00 | close | 696 | 0.10 | 113.955 | 113.399 | 115.939 | -840.00 | 1440520.00 |
| 2113 | 2017.07.11 20:00 | sell | 697 | 0.10 | 113.942 | 114.514 | 112.148 | ||
| 2114 | 2017.07.14 17:00 | modify | 697 | 0.10 | 113.942 | 114.410 | 112.148 | ||
| 2115 | 2017.07.14 18:00 | close | 697 | 0.10 | 112.606 | 114.410 | 112.148 | 13360.00 | 1453880.00 |
| 2116 | 2017.07.17 13:00 | sell | 698 | 0.10 | 112.460 | 114.364 | 110.664 | ||
| 2117 | 2017.07.21 17:00 | modify | 698 | 0.10 | 112.460 | 113.439 | 110.664 | ||
| 2118 | 2017.07.21 18:00 | modify | 698 | 0.10 | 112.460 | 113.315 | 110.664 | ||
| 2119 | 2017.07.21 19:00 | modify | 698 | 0.10 | 112.460 | 113.225 | 110.664 | ||
| 2120 | 2017.07.21 21:00 | modify | 698 | 0.10 | 112.460 | 113.182 | 110.664 | ||
| 2121 | 2017.07.21 23:00 | modify | 698 | 0.10 | 112.460 | 113.131 | 110.664 | ||
| 2122 | 2017.07.24 04:00 | modify | 698 | 0.10 | 112.460 | 113.034 | 110.664 | ||
| 2123 | 2017.07.24 05:00 | modify | 698 | 0.10 | 112.460 | 113.010 | 110.664 | ||
| 2124 | 2017.07.24 12:00 | modify | 698 | 0.10 | 112.460 | 112.923 | 110.664 | ||
| 2125 | 2017.07.24 12:14 | t/p | 698 | 0.10 | 110.663 | 112.923 | 110.664 | 17970.00 | 1471850.00 |
| 2126 | 2017.07.24 20:00 | buy | 699 | 0.10 | 111.208 | 109.309 | 113.009 | ||
| 2127 | 2017.08.10 18:00 | close | 699 | 0.10 | 109.331 | 109.309 | 113.009 | -18770.00 | 1453080.00 |
| 2128 | 2017.08.10 18:00 | sell | 700 | 0.10 | 109.340 | 109.978 | 107.438 | ||
| 2129 | 2017.08.14 04:00 | close | 700 | 0.10 | 109.384 | 109.978 | 107.438 | -440.00 | 1452640.00 |
| 2130 | 2017.08.14 04:00 | buy | 701 | 0.10 | 109.412 | 108.714 | 111.179 | ||
| 2131 | 2017.08.15 17:00 | modify | 701 | 0.10 | 109.412 | 108.718 | 111.179 | ||
| 2132 | 2017.08.16 12:00 | modify | 701 | 0.10 | 109.412 | 108.772 | 111.179 | ||
| 2133 | 2017.08.16 13:00 | modify | 701 | 0.10 | 109.412 | 108.798 | 111.179 | ||
| 2134 | 2017.08.18 14:00 | close | 701 | 0.10 | 109.051 | 108.798 | 111.179 | -3610.00 | 1449030.00 |
| 2135 | 2017.08.18 14:00 | sell | 702 | 0.10 | 109.063 | 109.690 | 107.150 | ||
| 2136 | 2017.08.18 19:00 | close | 702 | 0.10 | 109.304 | 109.690 | 107.150 | -2410.00 | 1446620.00 |
| 2137 | 2017.08.21 02:00 | buy | 703 | 0.10 | 109.409 | 108.589 | 111.201 | ||
| 2138 | 2017.08.21 11:00 | close | 703 | 0.10 | 108.944 | 108.589 | 111.201 | -4650.00 | 1441970.00 |
| 2139 | 2017.08.21 11:00 | sell | 704 | 0.10 | 108.940 | 109.578 | 107.038 | ||
| 2140 | 2017.08.22 04:00 | close | 704 | 0.10 | 109.142 | 109.578 | 107.038 | -2020.00 | 1439950.00 |
| 2141 | 2017.08.22 04:00 | buy | 705 | 0.10 | 109.176 | 108.584 | 110.942 | ||
| 2142 | 2017.08.25 19:00 | close | 705 | 0.10 | 109.254 | 108.584 | 110.942 | 780.00 | 1440730.00 |
| 2143 | 2017.08.28 16:00 | buy | 706 | 0.10 | 109.338 | 108.585 | 111.133 | ||
| 2144 | 2017.08.29 01:11 | s/l | 706 | 0.10 | 108.580 | 108.585 | 111.133 | -7580.00 | 1433150.00 |
| 2145 | 2017.08.29 02:00 | sell | 707 | 0.10 | 108.624 | 109.274 | 106.734 | ||
| 2146 | 2017.08.29 19:00 | close | 707 | 0.10 | 109.036 | 109.274 | 106.734 | -4120.00 | 1429030.00 |
| 2147 | 2017.08.29 19:00 | buy | 708 | 0.10 | 109.040 | 108.248 | 110.831 | ||
| 2148 | 2017.08.30 22:00 | modify | 708 | 0.10 | 109.040 | 108.270 | 110.831 | ||
| 2149 | 2017.08.30 23:00 | modify | 708 | 0.10 | 109.040 | 108.271 | 110.831 | ||
| 2150 | 2017.08.31 04:00 | modify | 708 | 0.10 | 109.040 | 108.367 | 110.831 | ||
| 2151 | 2017.08.31 06:00 | modify | 708 | 0.10 | 109.040 | 108.449 | 110.831 | ||
| 2152 | 2017.08.31 14:00 | modify | 708 | 0.10 | 109.040 | 108.539 | 110.831 | ||
| 2153 | 2017.09.06 01:44 | s/l | 708 | 0.10 | 108.548 | 108.539 | 110.831 | -4920.00 | 1424110.00 |
| 2154 | 2017.09.06 14:00 | buy | 709 | 0.10 | 108.856 | 108.248 | 110.654 | ||
| 2155 | 2017.09.07 18:00 | close | 709 | 0.10 | 108.423 | 108.248 | 110.654 | -4330.00 | 1419780.00 |
| 2156 | 2017.09.07 18:00 | sell | 710 | 0.10 | 108.419 | 109.053 | 106.513 | ||
| 2157 | 2017.09.11 18:48 | s/l | 710 | 0.10 | 109.045 | 109.053 | 106.513 | -6260.00 | 1413520.00 |
| 2158 | 2017.09.11 19:00 | buy | 711 | 0.10 | 109.034 | 107.300 | 110.839 | ||
| 2159 | 2017.09.12 22:00 | close | 711 | 0.10 | 110.098 | 107.300 | 110.839 | 10640.00 | 1424160.00 |
| 2160 | 2017.09.13 17:00 | buy | 712 | 0.10 | 110.357 | 108.450 | 112.150 | ||
| 2161 | 2017.09.18 19:00 | modify | 712 | 0.10 | 110.357 | 109.466 | 112.150 | ||
| 2162 | 2017.09.18 22:00 | modify | 712 | 0.10 | 110.357 | 109.515 | 112.150 | ||
| 2163 | 2017.09.19 09:00 | modify | 712 | 0.10 | 110.357 | 109.525 | 112.150 | ||
| 2164 | 2017.09.19 10:00 | modify | 712 | 0.10 | 110.357 | 109.734 | 112.150 | ||
| 2165 | 2017.09.19 16:00 | close | 712 | 0.10 | 111.412 | 109.734 | 112.150 | 10550.00 | 1434710.00 |
| 2166 | 2017.09.19 16:00 | sell | 713 | 0.10 | 111.420 | 113.320 | 109.620 | ||
| 2167 | 2017.10.03 05:00 | close | 713 | 0.10 | 113.152 | 113.320 | 109.620 | -17320.00 | 1417390.00 |
| 2168 | 2017.10.03 05:00 | buy | 714 | 0.10 | 113.140 | 112.510 | 115.050 | ||
| 2169 | 2017.10.03 18:00 | close | 714 | 0.10 | 112.748 | 112.510 | 115.050 | -3920.00 | 1413470.00 |
| 2170 | 2017.10.03 18:00 | sell | 715 | 0.10 | 112.764 | 114.514 | 110.956 | ||
| 2171 | 2017.10.06 08:00 | close | 715 | 0.10 | 112.963 | 114.514 | 110.956 | -1990.00 | 1411480.00 |
| 2172 | 2017.10.06 08:00 | buy | 716 | 0.10 | 112.951 | 112.318 | 114.858 | ||
| 2173 | 2017.10.06 19:00 | close | 716 | 0.10 | 112.702 | 112.318 | 114.858 | -2490.00 | 1408990.00 |
| 2174 | 2017.10.06 19:00 | sell | 717 | 0.10 | 112.684 | 114.514 | 110.892 | ||
| 2175 | 2017.10.20 22:00 | close | 717 | 0.10 | 113.518 | 114.514 | 110.892 | -8340.00 | 1400650.00 |
| 2176 | 2017.10.20 22:00 | buy | 718 | 0.10 | 113.535 | 112.877 | 115.417 | ||
| 2177 | 2017.10.24 02:00 | close | 718 | 0.10 | 113.362 | 112.877 | 115.417 | -1730.00 | 1398920.00 |
| 2178 | 2017.10.24 02:00 | sell | 719 | 0.10 | 113.371 | 114.119 | 111.563 | ||
| 2179 | 2017.10.24 14:00 | close | 719 | 0.10 | 113.740 | 114.119 | 111.563 | -3690.00 | 1395230.00 |
| 2180 | 2017.10.24 14:00 | buy | 720 | 0.10 | 113.755 | 113.104 | 115.644 | ||
| 2181 | 2017.10.26 02:00 | close | 720 | 0.10 | 113.620 | 113.104 | 115.644 | -1350.00 | 1393880.00 |
| 2182 | 2017.10.26 02:00 | sell | 721 | 0.10 | 113.618 | 114.262 | 111.827 | ||
| 2183 | 2017.10.26 15:00 | close | 721 | 0.10 | 113.743 | 114.262 | 111.827 | -1250.00 | 1392630.00 |
| 2184 | 2017.10.26 15:00 | buy | 722 | 0.10 | 113.737 | 113.106 | 115.646 | ||
| 2185 | 2017.10.27 22:00 | close | 722 | 0.10 | 113.806 | 113.106 | 115.646 | 690.00 | 1393320.00 |
| 2186 | 2017.10.27 22:00 | sell | 723 | 0.10 | 113.805 | 114.470 | 112.000 | ||
| 2187 | 2017.11.01 16:00 | close | 723 | 0.10 | 114.192 | 114.470 | 112.000 | -3870.00 | 1389450.00 |
| 2188 | 2017.11.01 16:00 | buy | 724 | 0.10 | 114.189 | 113.545 | 116.085 | ||
| 2189 | 2017.11.02 05:00 | close | 724 | 0.10 | 113.826 | 113.545 | 116.085 | -3630.00 | 1385820.00 |
| 2190 | 2017.11.02 05:00 | sell | 725 | 0.10 | 113.827 | 114.470 | 112.032 | ||
| 2191 | 2017.11.06 03:01 | s/l | 725 | 0.10 | 114.478 | 114.470 | 112.032 | -6510.00 | 1379310.00 |
| 2192 | 2017.11.06 04:00 | buy | 726 | 0.10 | 114.604 | 113.972 | 116.512 | ||
| 2193 | 2017.11.06 13:00 | close | 726 | 0.10 | 114.019 | 113.972 | 116.512 | -5850.00 | 1373460.00 |
| 2194 | 2017.11.06 13:00 | sell | 727 | 0.10 | 114.016 | 114.755 | 112.213 | ||
| 2195 | 2017.11.15 17:00 | modify | 727 | 0.10 | 114.016 | 114.752 | 112.213 | ||
| 2196 | 2017.11.17 05:00 | modify | 727 | 0.10 | 114.016 | 114.674 | 112.213 | ||
| 2197 | 2017.11.17 06:00 | modify | 727 | 0.10 | 114.016 | 114.524 | 112.213 | ||
| 2198 | 2017.11.17 18:01 | t/p | 727 | 0.10 | 112.215 | 114.524 | 112.213 | 18010.00 | 1391470.00 |
| 2199 | 2017.11.17 18:01 | sell | 728 | 0.10 | 112.212 | 114.135 | 110.435 | ||
| 2200 | 2017.11.20 14:00 | close | 728 | 0.10 | 112.196 | 114.135 | 110.435 | 160.00 | 1391630.00 |
| 2201 | 2017.11.20 14:00 | buy | 729 | 0.10 | 112.191 | 110.292 | 113.992 | ||
| 2202 | 2017.11.21 12:00 | close | 729 | 0.10 | 112.432 | 110.292 | 113.992 | 2410.00 | 1394040.00 |
| 2203 | 2017.11.21 12:00 | sell | 730 | 0.10 | 112.422 | 114.325 | 110.625 | ||
| 2204 | 2017.11.22 23:00 | modify | 730 | 0.10 | 112.422 | 113.250 | 110.625 | ||
| 2205 | 2017.11.23 04:00 | modify | 730 | 0.10 | 112.422 | 113.226 | 110.625 | ||
| 2206 | 2017.11.24 03:00 | close | 730 | 0.10 | 111.388 | 113.226 | 110.625 | 10340.00 | 1404380.00 |
| 2207 | 2017.11.24 03:00 | buy | 731 | 0.10 | 111.385 | 109.484 | 113.184 | ||
| 2208 | 2017.11.29 19:00 | close | 731 | 0.10 | 111.745 | 109.484 | 113.184 | 3600.00 | 1407980.00 |
| 2209 | 2017.11.29 20:00 | buy | 732 | 0.10 | 111.923 | 110.024 | 113.724 | ||
| 2210 | 2017.12.01 03:00 | close | 732 | 0.10 | 112.396 | 110.024 | 113.724 | 4730.00 | 1412710.00 |
| 2211 | 2017.12.07 00:00 | buy | 733 | 0.10 | 112.293 | 110.396 | 114.096 | ||
| 2212 | 2017.12.08 10:00 | modify | 733 | 0.10 | 112.293 | 111.349 | 114.096 | ||
| 2213 | 2017.12.08 11:00 | modify | 733 | 0.10 | 112.293 | 111.369 | 114.096 | ||
| 2214 | 2017.12.08 12:00 | modify | 733 | 0.10 | 112.293 | 111.437 | 114.096 | ||
| 2215 | 2017.12.08 13:00 | modify | 733 | 0.10 | 112.293 | 111.463 | 114.096 | ||
| 2216 | 2017.12.11 02:00 | modify | 733 | 0.10 | 112.293 | 111.481 | 114.096 | ||
| 2217 | 2017.12.11 04:00 | modify | 733 | 0.10 | 112.293 | 111.566 | 114.096 | ||
| 2218 | 2017.12.11 11:00 | close | 733 | 0.10 | 113.413 | 111.566 | 114.096 | 11200.00 | 1423910.00 |
| 2219 | 2017.12.11 11:00 | sell | 734 | 0.10 | 113.419 | 114.755 | 111.620 | ||
| 2220 | 2017.12.14 22:00 | modify | 734 | 0.10 | 113.419 | 114.329 | 111.620 | ||
| 2221 | 2017.12.14 23:00 | modify | 734 | 0.10 | 113.419 | 114.288 | 111.620 | ||
| 2222 | 2017.12.15 11:00 | modify | 734 | 0.10 | 113.419 | 114.250 | 111.620 | ||
| 2223 | 2017.12.15 14:00 | modify | 734 | 0.10 | 113.419 | 114.245 | 111.620 | ||
| 2224 | 2017.12.15 17:00 | close | 734 | 0.10 | 112.460 | 114.245 | 111.620 | 9590.00 | 1433500.00 |
| 2225 | 2017.12.15 17:00 | buy | 735 | 0.10 | 112.453 | 110.552 | 114.252 | ||
| 2226 | 2017.12.21 11:00 | modify | 735 | 0.10 | 112.453 | 111.473 | 114.252 | ||
| 2227 | 2017.12.21 22:00 | close | 735 | 0.10 | 113.339 | 111.473 | 114.252 | 8860.00 | 1442360.00 |
| 2228 | 2017.12.21 22:00 | sell | 736 | 0.10 | 113.337 | 114.755 | 111.541 | ||
| 2229 | 2018.01.02 02:00 | close | 736 | 0.10 | 112.775 | 114.755 | 111.541 | 5620.00 | 1447980.00 |
| 2230 | 2018.01.02 02:00 | buy | 737 | 0.10 | 112.778 | 110.878 | 114.578 | ||
| 2231 | 2018.01.11 18:00 | close | 737 | 0.10 | 111.394 | 110.878 | 114.578 | -13840.00 | 1434140.00 |
| 2232 | 2018.01.11 18:00 | sell | 738 | 0.10 | 111.398 | 112.040 | 109.500 | ||
| 2233 | 2018.01.12 16:00 | close | 738 | 0.10 | 111.635 | 112.040 | 109.500 | -2370.00 | 1431770.00 |
| 2234 | 2018.01.12 16:00 | buy | 739 | 0.10 | 111.654 | 110.824 | 113.439 | ||
| 2235 | 2018.01.12 21:00 | close | 739 | 0.10 | 111.042 | 110.824 | 113.439 | -6120.00 | 1425650.00 |
| 2236 | 2018.01.12 21:00 | sell | 740 | 0.10 | 111.057 | 111.690 | 109.150 | ||
| 2237 | 2018.01.18 00:00 | close | 740 | 0.10 | 111.293 | 111.690 | 109.150 | -2360.00 | 1423290.00 |
| 2238 | 2018.01.18 00:00 | buy | 741 | 0.10 | 111.303 | 110.189 | 113.081 | ||
| 2239 | 2018.01.18 17:00 | close | 741 | 0.10 | 110.936 | 110.189 | 113.081 | -3670.00 | 1419620.00 |
| 2240 | 2018.01.18 17:00 | sell | 742 | 0.10 | 110.926 | 111.570 | 109.030 | ||
| 2241 | 2018.01.22 19:00 | close | 742 | 0.10 | 111.158 | 111.570 | 109.030 | -2320.00 | 1417300.00 |
| 2242 | 2018.01.22 19:00 | buy | 743 | 0.10 | 111.143 | 110.173 | 112.957 | ||
| 2243 | 2018.01.23 11:00 | close | 743 | 0.10 | 110.707 | 110.173 | 112.957 | -4360.00 | 1412940.00 |
| 2244 | 2018.01.23 11:00 | sell | 744 | 0.10 | 110.722 | 111.351 | 108.811 | ||
| 2245 | 2018.01.24 18:00 | modify | 744 | 0.10 | 110.722 | 111.312 | 108.811 | ||
| 2246 | 2018.01.24 19:00 | modify | 744 | 0.10 | 110.722 | 111.303 | 108.811 | ||
| 2247 | 2018.01.24 20:00 | modify | 744 | 0.10 | 110.722 | 111.254 | 108.811 | ||
| 2248 | 2018.01.24 22:00 | modify | 744 | 0.10 | 110.722 | 111.124 | 108.811 | ||
| 2249 | 2018.01.25 08:00 | modify | 744 | 0.10 | 110.722 | 111.106 | 108.811 | ||
| 2250 | 2018.01.25 08:16 | t/p | 744 | 0.10 | 108.811 | 111.106 | 108.811 | 19110.00 | 1432050.00 |