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 |
| 2251 | 2018.01.25 09:00 | sell | 745 | 0.10 | 108.944 | 109.594 | 107.054 | ||
| 2252 | 2018.01.25 21:00 | close | 745 | 0.10 | 108.561 | 109.594 | 107.054 | 3830.00 | 1435880.00 |
| 2253 | 2018.01.30 07:00 | sell | 746 | 0.10 | 108.757 | 109.403 | 106.863 | ||
| 2254 | 2018.01.31 18:49 | s/l | 746 | 0.10 | 109.398 | 109.403 | 106.863 | -6410.00 | 1429470.00 |
| 2255 | 2018.02.01 23:00 | sell | 747 | 0.10 | 109.310 | 109.941 | 107.401 | ||
| 2256 | 2018.02.02 05:00 | close | 747 | 0.10 | 109.652 | 109.941 | 107.401 | -3420.00 | 1426050.00 |
| 2257 | 2018.02.02 05:00 | buy | 748 | 0.10 | 109.662 | 108.267 | 111.456 | ||
| 2258 | 2018.02.05 23:00 | close | 748 | 0.10 | 109.225 | 108.267 | 111.456 | -4370.00 | 1421680.00 |
| 2259 | 2018.02.05 23:00 | sell | 749 | 0.10 | 109.219 | 109.869 | 107.329 | ||
| 2260 | 2018.02.07 19:00 | close | 749 | 0.10 | 109.539 | 109.869 | 107.329 | -3200.00 | 1418480.00 |
| 2261 | 2018.02.07 19:00 | buy | 750 | 0.10 | 109.528 | 108.264 | 111.328 | ||
| 2262 | 2018.02.08 18:00 | close | 750 | 0.10 | 109.243 | 108.264 | 111.328 | -2850.00 | 1415630.00 |
| 2263 | 2018.02.08 18:00 | sell | 751 | 0.10 | 109.250 | 109.883 | 107.343 | ||
| 2264 | 2018.02.09 13:00 | close | 751 | 0.10 | 109.131 | 109.883 | 107.343 | 1190.00 | 1416820.00 |
| 2265 | 2018.02.09 13:00 | buy | 752 | 0.10 | 109.131 | 108.268 | 110.938 | ||
| 2266 | 2018.02.09 18:00 | close | 752 | 0.10 | 108.674 | 108.268 | 110.938 | -4570.00 | 1412250.00 |
| 2267 | 2018.02.09 18:00 | sell | 753 | 0.10 | 108.682 | 109.317 | 106.777 | ||
| 2268 | 2018.02.14 06:00 | modify | 753 | 0.10 | 108.682 | 109.314 | 106.777 | ||
| 2269 | 2018.02.14 07:00 | modify | 753 | 0.10 | 108.682 | 108.968 | 106.777 | ||
| 2270 | 2018.02.14 17:44 | t/p | 753 | 0.10 | 106.782 | 108.968 | 106.777 | 19000.00 | 1431250.00 |
| 2271 | 2018.02.14 23:00 | sell | 754 | 0.10 | 106.931 | 107.581 | 105.041 | ||
| 2272 | 2018.02.21 03:00 | close | 754 | 0.10 | 107.554 | 107.581 | 105.041 | -6230.00 | 1425020.00 |
| 2273 | 2018.02.21 03:00 | buy | 755 | 0.10 | 107.552 | 105.646 | 109.346 | ||
| 2274 | 2018.02.22 04:00 | close | 755 | 0.10 | 107.267 | 105.646 | 109.346 | -2850.00 | 1422170.00 |
| 2275 | 2018.02.22 04:00 | sell | 756 | 0.10 | 107.261 | 107.899 | 105.359 | ||
| 2276 | 2018.02.26 02:00 | close | 756 | 0.10 | 107.076 | 107.899 | 105.359 | 1850.00 | 1424020.00 |
| 2277 | 2018.02.26 02:00 | buy | 757 | 0.10 | 107.077 | 105.535 | 108.880 | ||
| 2278 | 2018.02.26 05:00 | close | 757 | 0.10 | 106.493 | 105.535 | 108.880 | -5840.00 | 1418180.00 |
| 2279 | 2018.02.26 05:00 | sell | 758 | 0.10 | 106.487 | 107.137 | 104.597 | ||
| 2280 | 2018.02.27 01:00 | close | 758 | 0.10 | 107.018 | 107.137 | 104.597 | -5310.00 | 1412870.00 |
| 2281 | 2018.02.27 01:00 | buy | 759 | 0.10 | 107.004 | 105.539 | 108.810 | ||
| 2282 | 2018.02.28 19:00 | close | 759 | 0.10 | 106.625 | 105.539 | 108.810 | -3790.00 | 1409080.00 |
| 2283 | 2018.02.28 19:00 | sell | 760 | 0.10 | 106.620 | 107.260 | 104.720 | ||
| 2284 | 2018.03.01 16:00 | close | 760 | 0.10 | 106.927 | 107.260 | 104.720 | -3070.00 | 1406010.00 |
| 2285 | 2018.03.01 16:00 | buy | 761 | 0.10 | 106.930 | 105.532 | 108.721 | ||
| 2286 | 2018.03.01 21:00 | close | 761 | 0.10 | 106.487 | 105.532 | 108.721 | -4430.00 | 1401580.00 |
| 2287 | 2018.03.01 21:00 | sell | 762 | 0.10 | 106.500 | 107.132 | 104.592 | ||
| 2288 | 2018.03.05 20:00 | close | 762 | 0.10 | 106.172 | 107.132 | 104.592 | 3280.00 | 1404860.00 |
| 2289 | 2018.03.05 20:00 | buy | 763 | 0.10 | 106.167 | 105.234 | 107.974 | ||
| 2290 | 2018.03.06 12:00 | close | 763 | 0.10 | 105.868 | 105.234 | 107.974 | -2990.00 | 1401870.00 |
| 2291 | 2018.03.06 12:00 | sell | 764 | 0.10 | 105.865 | 106.500 | 103.960 | ||
| 2292 | 2018.03.06 14:00 | close | 764 | 0.10 | 106.365 | 106.500 | 103.960 | -5000.00 | 1396870.00 |
| 2293 | 2018.03.06 14:00 | buy | 765 | 0.10 | 106.364 | 105.235 | 108.161 | ||
| 2294 | 2018.03.07 01:00 | close | 765 | 0.10 | 105.654 | 105.235 | 108.161 | -7100.00 | 1389770.00 |
| 2295 | 2018.03.07 01:00 | sell | 766 | 0.10 | 105.657 | 106.302 | 103.762 | ||
| 2296 | 2018.03.07 18:00 | close | 766 | 0.10 | 105.999 | 106.302 | 103.762 | -3420.00 | 1386350.00 |
| 2297 | 2018.03.07 18:00 | buy | 767 | 0.10 | 105.984 | 105.234 | 107.793 | ||
| 2298 | 2018.03.23 01:12 | s/l | 767 | 0.10 | 105.239 | 105.234 | 107.793 | -7450.00 | 1378900.00 |
| 2299 | 2018.03.26 10:00 | buy | 768 | 0.10 | 105.072 | 104.615 | 106.881 | ||
| 2300 | 2018.03.28 21:19 | t/p | 768 | 0.10 | 106.884 | 104.615 | 106.881 | 18120.00 | 1397020.00 |
| 2301 | 2018.04.02 01:00 | buy | 769 | 0.10 | 106.282 | 104.625 | 108.076 | ||
| 2302 | 2018.04.05 19:00 | modify | 769 | 0.10 | 106.282 | 105.356 | 108.076 | ||
| 2303 | 2018.04.05 20:00 | modify | 769 | 0.10 | 106.282 | 105.380 | 108.076 | ||
| 2304 | 2018.04.13 11:00 | modify | 769 | 0.10 | 106.282 | 105.500 | 108.076 | ||
| 2305 | 2018.04.13 12:00 | modify | 769 | 0.10 | 106.282 | 105.541 | 108.076 | ||
| 2306 | 2018.04.13 15:00 | modify | 769 | 0.10 | 106.282 | 105.573 | 108.076 | ||
| 2307 | 2018.04.13 16:00 | modify | 769 | 0.10 | 106.282 | 105.594 | 108.076 | ||
| 2308 | 2018.04.13 17:00 | modify | 769 | 0.10 | 106.282 | 105.599 | 108.076 | ||
| 2309 | 2018.04.19 20:00 | close | 769 | 0.10 | 107.269 | 105.599 | 108.076 | 9870.00 | 1406890.00 |
| 2310 | 2018.04.19 20:00 | sell | 770 | 0.10 | 107.269 | 109.174 | 105.474 | ||
| 2311 | 2018.04.24 17:00 | close | 770 | 0.10 | 109.082 | 109.174 | 105.474 | -18130.00 | 1388760.00 |
| 2312 | 2018.04.24 17:00 | buy | 771 | 0.10 | 109.077 | 108.449 | 110.989 | ||
| 2313 | 2018.04.24 21:00 | close | 771 | 0.10 | 108.642 | 108.449 | 110.989 | -4350.00 | 1384410.00 |
| 2314 | 2018.04.24 21:00 | sell | 772 | 0.10 | 108.646 | 110.544 | 106.844 | ||
| 2315 | 2018.04.25 08:00 | close | 772 | 0.10 | 109.027 | 110.544 | 106.844 | -3810.00 | 1380600.00 |
| 2316 | 2018.04.25 08:00 | buy | 773 | 0.10 | 109.043 | 108.397 | 110.937 | ||
| 2317 | 2018.04.27 22:00 | close | 773 | 0.10 | 109.019 | 108.397 | 110.937 | -240.00 | 1380360.00 |
| 2318 | 2018.04.27 22:00 | sell | 774 | 0.10 | 109.016 | 110.923 | 107.223 | ||
| 2319 | 2018.04.30 11:00 | close | 774 | 0.10 | 109.255 | 110.923 | 107.223 | -2390.00 | 1377970.00 |
| 2320 | 2018.04.30 11:00 | buy | 775 | 0.10 | 109.254 | 108.609 | 111.149 | ||
| 2321 | 2018.05.04 05:00 | close | 775 | 0.10 | 109.027 | 108.609 | 111.149 | -2270.00 | 1375700.00 |
| 2322 | 2018.05.04 05:01 | sell | 776 | 0.10 | 109.025 | 110.502 | 107.221 | ||
| 2323 | 2018.05.07 12:00 | close | 776 | 0.10 | 109.304 | 110.502 | 107.221 | -2790.00 | 1372910.00 |
| 2324 | 2018.05.07 12:00 | buy | 777 | 0.10 | 109.299 | 108.660 | 111.200 | ||
| 2325 | 2018.05.08 03:00 | close | 777 | 0.10 | 108.945 | 108.660 | 111.200 | -3540.00 | 1369370.00 |
| 2326 | 2018.05.08 03:00 | sell | 778 | 0.10 | 108.954 | 110.502 | 107.144 | ||
| 2327 | 2018.05.08 16:00 | close | 778 | 0.10 | 109.122 | 110.502 | 107.144 | -1680.00 | 1367690.00 |
| 2328 | 2018.05.08 16:00 | buy | 779 | 0.10 | 109.103 | 108.630 | 111.012 | ||
| 2329 | 2018.05.11 04:00 | close | 779 | 0.10 | 109.235 | 108.630 | 111.012 | 1320.00 | 1369010.00 |
| 2330 | 2018.05.11 04:00 | sell | 780 | 0.10 | 109.229 | 110.309 | 107.429 | ||
| 2331 | 2018.05.14 11:00 | close | 780 | 0.10 | 109.505 | 110.309 | 107.429 | -2760.00 | 1366250.00 |
| 2332 | 2018.05.14 11:00 | buy | 781 | 0.10 | 109.509 | 108.873 | 111.413 | ||
| 2333 | 2018.05.18 07:00 | modify | 781 | 0.10 | 109.509 | 108.878 | 111.413 | ||
| 2334 | 2018.05.18 15:00 | modify | 781 | 0.10 | 109.509 | 108.933 | 111.413 | ||
| 2335 | 2018.05.21 07:00 | modify | 781 | 0.10 | 109.509 | 108.958 | 111.413 | ||
| 2336 | 2018.05.21 08:00 | modify | 781 | 0.10 | 109.509 | 109.039 | 111.413 | ||
| 2337 | 2018.05.21 09:00 | modify | 781 | 0.10 | 109.509 | 109.137 | 111.413 | ||
| 2338 | 2018.05.21 10:00 | modify | 781 | 0.10 | 109.509 | 109.209 | 111.413 | ||
| 2339 | 2018.05.21 11:00 | modify | 781 | 0.10 | 109.509 | 109.252 | 111.413 | ||
| 2340 | 2018.05.21 12:00 | modify | 781 | 0.10 | 109.509 | 109.259 | 111.413 | ||
| 2341 | 2018.05.23 05:00 | close | 781 | 0.10 | 110.494 | 109.259 | 111.413 | 9850.00 | 1376100.00 |
| 2342 | 2018.05.23 05:00 | sell | 782 | 0.10 | 110.509 | 111.415 | 108.699 | ||
| 2343 | 2018.05.24 18:00 | modify | 782 | 0.10 | 110.509 | 111.257 | 108.699 | ||
| 2344 | 2018.05.24 19:00 | modify | 782 | 0.10 | 110.509 | 111.136 | 108.699 | ||
| 2345 | 2018.05.29 07:00 | modify | 782 | 0.10 | 110.509 | 111.118 | 108.699 | ||
| 2346 | 2018.05.29 11:00 | modify | 782 | 0.10 | 110.509 | 111.049 | 108.699 | ||
| 2347 | 2018.05.29 11:17 | t/p | 782 | 0.10 | 108.693 | 111.049 | 108.699 | 18160.00 | 1394260.00 |
| 2348 | 2018.05.29 12:00 | sell | 783 | 0.10 | 108.609 | 110.501 | 106.801 | ||
| 2349 | 2018.06.13 01:28 | s/l | 783 | 0.10 | 110.499 | 110.501 | 106.801 | -18900.00 | 1375360.00 |
| 2350 | 2018.06.13 23:00 | sell | 784 | 0.10 | 110.289 | 111.415 | 108.489 | ||
| 2351 | 2018.07.10 13:00 | close | 784 | 0.10 | 111.263 | 111.415 | 108.489 | -9740.00 | 1365620.00 |
| 2352 | 2018.07.10 13:00 | buy | 785 | 0.10 | 111.265 | 110.618 | 113.158 | ||
| 2353 | 2018.07.11 00:00 | close | 785 | 0.10 | 110.984 | 110.618 | 113.158 | -2810.00 | 1362810.00 |
| 2354 | 2018.07.11 00:00 | sell | 786 | 0.10 | 110.981 | 111.415 | 109.191 | ||
| 2355 | 2018.07.11 14:00 | close | 786 | 0.10 | 111.263 | 111.415 | 109.191 | -2820.00 | 1359990.00 |
| 2356 | 2018.07.11 14:00 | buy | 787 | 0.10 | 111.274 | 110.618 | 113.158 | ||
| 2357 | 2018.07.13 12:00 | modify | 787 | 0.10 | 111.274 | 110.687 | 113.158 | ||
| 2358 | 2018.07.17 19:00 | modify | 787 | 0.10 | 111.274 | 110.725 | 113.158 | ||
| 2359 | 2018.07.17 21:00 | modify | 787 | 0.10 | 111.274 | 110.774 | 113.158 | ||
| 2360 | 2018.07.18 02:00 | modify | 787 | 0.10 | 111.274 | 110.799 | 113.158 | ||
| 2361 | 2018.07.18 03:00 | modify | 787 | 0.10 | 111.274 | 110.824 | 113.158 | ||
| 2362 | 2018.07.18 04:00 | modify | 787 | 0.10 | 111.274 | 110.919 | 113.158 | ||
| 2363 | 2018.07.18 11:00 | modify | 787 | 0.10 | 111.274 | 110.972 | 113.158 | ||
| 2364 | 2018.07.19 15:31 | t/p | 787 | 0.10 | 113.169 | 110.972 | 113.158 | 18950.00 | 1378940.00 |
| 2365 | 2018.07.19 16:00 | buy | 788 | 0.10 | 113.085 | 112.448 | 114.988 | ||
| 2366 | 2018.07.19 20:06 | s/l | 788 | 0.10 | 112.452 | 112.448 | 114.988 | -6330.00 | 1372610.00 |
| 2367 | 2018.07.20 16:00 | sell | 789 | 0.10 | 111.778 | 113.193 | 109.970 | ||
| 2368 | 2018.07.26 10:00 | modify | 789 | 0.10 | 111.778 | 112.773 | 109.970 | ||
| 2369 | 2018.08.10 12:00 | modify | 789 | 0.10 | 111.778 | 112.768 | 109.970 | ||
| 2370 | 2018.08.10 20:00 | modify | 789 | 0.10 | 111.778 | 112.754 | 109.970 | ||
| 2371 | 2018.08.10 22:00 | modify | 789 | 0.10 | 111.778 | 112.694 | 109.970 | ||
| 2372 | 2018.08.13 01:00 | modify | 789 | 0.10 | 111.778 | 112.525 | 109.970 | ||
| 2373 | 2018.08.13 06:00 | modify | 789 | 0.10 | 111.778 | 112.288 | 109.970 | ||
| 2374 | 2018.08.13 07:00 | modify | 789 | 0.10 | 111.778 | 112.256 | 109.970 | ||
| 2375 | 2018.08.13 09:00 | modify | 789 | 0.10 | 111.778 | 112.251 | 109.970 | ||
| 2376 | 2018.08.13 16:00 | close | 789 | 0.10 | 110.759 | 112.251 | 109.970 | 10190.00 | 1382800.00 |
| 2377 | 2018.08.13 16:00 | buy | 790 | 0.10 | 110.758 | 108.853 | 112.553 | ||
| 2378 | 2018.08.15 15:00 | close | 790 | 0.10 | 111.018 | 108.853 | 112.553 | 2600.00 | 1385400.00 |
| 2379 | 2018.08.15 15:00 | sell | 791 | 0.10 | 111.010 | 112.920 | 109.220 | ||
| 2380 | 2018.08.20 08:00 | close | 791 | 0.10 | 110.615 | 112.920 | 109.220 | 3950.00 | 1389350.00 |
| 2381 | 2018.08.20 08:00 | buy | 792 | 0.10 | 110.630 | 108.717 | 112.417 | ||
| 2382 | 2018.08.24 18:00 | close | 792 | 0.10 | 111.231 | 108.717 | 112.417 | 6010.00 | 1395360.00 |
| 2383 | 2018.08.24 18:00 | sell | 793 | 0.10 | 111.224 | 113.127 | 109.427 | ||
| 2384 | 2018.09.07 16:00 | close | 793 | 0.10 | 111.052 | 113.127 | 109.427 | 1720.00 | 1397080.00 |
| 2385 | 2018.09.07 16:00 | buy | 794 | 0.10 | 111.050 | 109.180 | 112.842 | ||
| 2386 | 2018.09.12 15:00 | close | 794 | 0.10 | 111.476 | 109.180 | 112.842 | 4260.00 | 1401340.00 |
| 2387 | 2018.09.12 15:00 | sell | 795 | 0.10 | 111.476 | 113.193 | 109.677 | ||
| 2388 | 2018.09.18 18:00 | close | 795 | 0.10 | 112.329 | 113.193 | 109.677 | -8530.00 | 1392810.00 |
| 2389 | 2018.09.18 18:00 | buy | 796 | 0.10 | 112.318 | 111.681 | 114.221 | ||
| 2390 | 2018.09.19 15:00 | close | 796 | 0.10 | 112.305 | 111.681 | 114.221 | -130.00 | 1392680.00 |
| 2391 | 2018.09.19 15:00 | sell | 797 | 0.10 | 112.298 | 113.193 | 110.496 | ||
| 2392 | 2018.09.20 18:00 | close | 797 | 0.10 | 112.439 | 113.193 | 110.496 | -1410.00 | 1391270.00 |
| 2393 | 2018.09.20 18:00 | buy | 798 | 0.10 | 112.421 | 111.792 | 114.332 | ||
| 2394 | 2018.09.24 00:02 | close | 798 | 0.10 | 112.428 | 111.792 | 114.332 | 70.00 | 1391340.00 |
| 2395 | 2018.09.24 00:03 | sell | 799 | 0.10 | 112.460 | 113.193 | 110.585 | ||
| 2396 | 2018.09.24 12:00 | close | 799 | 0.10 | 112.677 | 113.193 | 110.585 | -2170.00 | 1389170.00 |
| 2397 | 2018.09.24 12:00 | buy | 800 | 0.10 | 112.676 | 112.035 | 114.575 | ||
| 2398 | 2018.09.27 09:00 | close | 800 | 0.10 | 112.644 | 112.035 | 114.575 | -320.00 | 1388850.00 |
| 2399 | 2018.09.27 09:00 | sell | 801 | 0.10 | 112.632 | 113.193 | 110.841 | ||
| 2400 | 2018.09.27 16:00 | close | 801 | 0.10 | 113.008 | 113.193 | 110.841 | -3760.00 | 1385090.00 |