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 |
| 2401 | 2018.09.27 16:00 | buy | 802 | 0.10 | 113.016 | 112.367 | 114.907 | ||
| 2402 | 2018.10.04 01:00 | modify | 802 | 0.10 | 113.016 | 112.431 | 114.907 | ||
| 2403 | 2018.10.08 12:00 | close | 802 | 0.10 | 113.288 | 112.431 | 114.907 | 2720.00 | 1387810.00 |
| 2404 | 2018.10.08 12:01 | sell | 803 | 0.10 | 113.285 | 114.569 | 111.483 | ||
| 2405 | 2018.10.11 04:00 | modify | 803 | 0.10 | 113.285 | 114.184 | 111.483 | ||
| 2406 | 2018.10.11 06:00 | modify | 803 | 0.10 | 113.285 | 114.148 | 111.483 | ||
| 2407 | 2018.10.11 23:00 | modify | 803 | 0.10 | 113.285 | 114.043 | 111.483 | ||
| 2408 | 2018.10.15 10:00 | modify | 803 | 0.10 | 113.285 | 114.020 | 111.483 | ||
| 2409 | 2018.10.15 11:00 | modify | 803 | 0.10 | 113.285 | 113.964 | 111.483 | ||
| 2410 | 2018.10.15 12:00 | modify | 803 | 0.10 | 113.285 | 113.893 | 111.483 | ||
| 2411 | 2018.10.15 13:00 | modify | 803 | 0.10 | 113.285 | 113.756 | 111.483 | ||
| 2412 | 2018.10.26 17:55 | t/p | 803 | 0.10 | 111.473 | 113.756 | 111.483 | 18120.00 | 1405930.00 |
| 2413 | 2018.10.31 19:00 | sell | 804 | 0.10 | 112.870 | 114.569 | 111.061 | ||
| 2414 | 2018.11.08 20:00 | close | 804 | 0.10 | 113.962 | 114.569 | 111.061 | -10920.00 | 1395010.00 |
| 2415 | 2018.11.08 20:00 | buy | 805 | 0.10 | 113.964 | 113.318 | 115.858 | ||
| 2416 | 2018.11.09 11:00 | close | 805 | 0.10 | 113.793 | 113.318 | 115.858 | -1710.00 | 1393300.00 |
| 2417 | 2018.11.09 11:00 | sell | 806 | 0.10 | 113.794 | 114.569 | 111.984 | ||
| 2418 | 2018.11.12 08:00 | close | 806 | 0.10 | 114.054 | 114.569 | 111.984 | -2600.00 | 1390700.00 |
| 2419 | 2018.11.12 08:00 | buy | 807 | 0.10 | 114.046 | 113.413 | 115.953 | ||
| 2420 | 2018.11.12 18:00 | close | 807 | 0.10 | 113.765 | 113.413 | 115.953 | -2810.00 | 1387890.00 |
| 2421 | 2018.11.12 18:00 | sell | 808 | 0.10 | 113.765 | 114.569 | 111.971 | ||
| 2422 | 2018.11.13 10:00 | close | 808 | 0.10 | 114.071 | 114.569 | 111.971 | -3060.00 | 1384830.00 |
| 2423 | 2018.11.13 10:00 | buy | 809 | 0.10 | 114.062 | 113.429 | 115.969 | ||
| 2424 | 2018.11.13 23:00 | close | 809 | 0.10 | 113.782 | 113.429 | 115.969 | -2800.00 | 1382030.00 |
| 2425 | 2018.11.13 23:00 | sell | 810 | 0.10 | 113.769 | 114.569 | 111.973 | ||
| 2426 | 2018.11.19 21:00 | modify | 810 | 0.10 | 113.769 | 114.543 | 111.973 | ||
| 2427 | 2018.11.20 12:00 | modify | 810 | 0.10 | 113.769 | 114.432 | 111.973 | ||
| 2428 | 2018.11.20 18:00 | close | 810 | 0.10 | 112.638 | 114.432 | 111.973 | 11310.00 | 1393340.00 |
| 2429 | 2018.11.20 18:00 | buy | 811 | 0.10 | 112.620 | 110.731 | 114.431 | ||
| 2430 | 2018.11.22 11:00 | close | 811 | 0.10 | 112.915 | 110.731 | 114.431 | 2950.00 | 1396290.00 |
| 2431 | 2018.11.22 11:00 | sell | 812 | 0.10 | 112.896 | 114.569 | 111.106 | ||
| 2432 | 2018.12.05 04:00 | close | 812 | 0.10 | 112.981 | 114.569 | 111.106 | -850.00 | 1395440.00 |
| 2433 | 2018.12.05 04:00 | buy | 813 | 0.10 | 112.999 | 111.090 | 114.790 | ||
| 2434 | 2018.12.12 16:00 | close | 813 | 0.10 | 113.339 | 111.090 | 114.790 | 3400.00 | 1398840.00 |
| 2435 | 2018.12.12 16:00 | sell | 814 | 0.10 | 113.339 | 114.569 | 111.539 | ||
| 2436 | 2018.12.19 18:00 | modify | 814 | 0.10 | 113.339 | 114.297 | 111.539 | ||
| 2437 | 2018.12.19 20:00 | modify | 814 | 0.10 | 113.339 | 114.255 | 111.539 | ||
| 2438 | 2018.12.19 23:00 | close | 814 | 0.10 | 112.597 | 114.255 | 111.539 | 7420.00 | 1406260.00 |
| 2439 | 2018.12.19 23:00 | buy | 815 | 0.10 | 112.586 | 111.143 | 114.394 | ||
| 2440 | 2018.12.20 09:00 | close | 815 | 0.10 | 111.873 | 111.143 | 114.394 | -7130.00 | 1399130.00 |
| 2441 | 2018.12.20 09:00 | sell | 816 | 0.10 | 111.870 | 112.515 | 109.975 | ||
| 2442 | 2018.12.24 18:00 | modify | 816 | 0.10 | 111.870 | 112.449 | 109.975 | ||
| 2443 | 2018.12.24 22:00 | modify | 816 | 0.10 | 111.870 | 112.416 | 109.975 | ||
| 2444 | 2018.12.25 03:00 | modify | 816 | 0.10 | 111.870 | 112.396 | 109.975 | ||
| 2445 | 2018.12.25 04:00 | modify | 816 | 0.10 | 111.870 | 112.231 | 109.975 | ||
| 2446 | 2018.12.25 06:00 | modify | 816 | 0.10 | 111.870 | 112.203 | 109.975 | ||
| 2447 | 2018.12.25 09:00 | modify | 816 | 0.10 | 111.870 | 112.100 | 109.975 | ||
| 2448 | 2018.12.31 13:35 | t/p | 816 | 0.10 | 109.976 | 112.100 | 109.975 | 18940.00 | 1418070.00 |
| 2449 | 2018.12.31 14:00 | sell | 817 | 0.10 | 109.933 | 110.581 | 108.041 | ||
| 2450 | 2019.01.03 00:35 | t/p | 817 | 0.10 | 108.046 | 110.581 | 108.041 | 18870.00 | 1436940.00 |
| 2451 | 2019.01.08 18:00 | sell | 818 | 0.10 | 108.608 | 109.258 | 106.718 | ||
| 2452 | 2019.01.16 14:00 | close | 818 | 0.10 | 108.855 | 109.258 | 106.718 | -2470.00 | 1434470.00 |
| 2453 | 2019.01.16 14:00 | buy | 819 | 0.10 | 108.858 | 106.952 | 110.652 | ||
| 2454 | 2019.01.23 19:00 | close | 819 | 0.10 | 109.441 | 106.952 | 110.652 | 5830.00 | 1440300.00 |
| 2455 | 2019.01.24 12:00 | buy | 820 | 0.10 | 109.755 | 107.849 | 111.549 | ||
| 2456 | 2019.02.13 19:00 | modify | 820 | 0.10 | 109.755 | 108.775 | 111.549 | ||
| 2457 | 2019.02.13 21:00 | modify | 820 | 0.10 | 109.755 | 108.789 | 111.549 | ||
| 2458 | 2019.02.13 22:00 | modify | 820 | 0.10 | 109.755 | 108.830 | 111.549 | ||
| 2459 | 2019.02.13 23:00 | modify | 820 | 0.10 | 109.755 | 108.892 | 111.549 | ||
| 2460 | 2019.02.14 00:00 | modify | 820 | 0.10 | 109.755 | 108.899 | 111.549 | ||
| 2461 | 2019.02.14 01:00 | modify | 820 | 0.10 | 109.755 | 108.903 | 111.549 | ||
| 2462 | 2019.02.14 02:00 | modify | 820 | 0.10 | 109.755 | 108.932 | 111.549 | ||
| 2463 | 2019.02.14 07:00 | modify | 820 | 0.10 | 109.755 | 108.970 | 111.549 | ||
| 2464 | 2019.02.25 20:00 | modify | 820 | 0.10 | 109.755 | 108.977 | 111.549 | ||
| 2465 | 2019.02.25 21:00 | modify | 820 | 0.10 | 109.755 | 109.091 | 111.549 | ||
| 2466 | 2019.02.26 16:00 | close | 820 | 0.10 | 110.678 | 109.091 | 111.549 | 9230.00 | 1449530.00 |
| 2467 | 2019.02.26 16:00 | sell | 821 | 0.10 | 110.688 | 112.584 | 108.884 | ||
| 2468 | 2019.03.25 13:00 | close | 821 | 0.10 | 110.212 | 112.584 | 108.884 | 4760.00 | 1454290.00 |
| 2469 | 2019.03.25 13:00 | buy | 822 | 0.10 | 110.213 | 108.315 | 112.015 | ||
| 2470 | 2019.03.27 13:00 | close | 822 | 0.10 | 110.433 | 108.315 | 112.015 | 2200.00 | 1456490.00 |
| 2471 | 2019.03.27 13:00 | sell | 823 | 0.10 | 110.431 | 112.334 | 108.634 | ||
| 2472 | 2019.04.12 22:00 | close | 823 | 0.10 | 112.080 | 112.334 | 108.634 | -16490.00 | 1440000.00 |
| 2473 | 2019.04.12 22:00 | buy | 824 | 0.10 | 112.095 | 111.445 | 113.985 | ||
| 2474 | 2019.04.15 07:00 | close | 824 | 0.10 | 111.919 | 111.445 | 113.985 | -1760.00 | 1438240.00 |
| 2475 | 2019.04.15 07:01 | sell | 825 | 0.10 | 111.928 | 112.157 | 110.126 | ||
| 2476 | 2019.04.17 03:10 | s/l | 825 | 0.10 | 112.160 | 112.157 | 110.126 | -2320.00 | 1435920.00 |
| 2477 | 2019.04.17 17:00 | sell | 826 | 0.10 | 111.953 | 112.185 | 110.154 | ||
| 2478 | 2019.04.24 21:27 | s/l | 826 | 0.10 | 112.196 | 112.185 | 110.154 | -2430.00 | 1433490.00 |
| 2479 | 2019.04.24 22:00 | buy | 827 | 0.10 | 112.363 | 111.727 | 114.267 | ||
| 2480 | 2019.04.25 14:00 | close | 827 | 0.10 | 111.823 | 111.727 | 114.267 | -5400.00 | 1428090.00 |
| 2481 | 2019.04.25 14:00 | sell | 828 | 0.10 | 111.832 | 112.419 | 110.024 | ||
| 2482 | 2019.05.06 05:00 | modify | 828 | 0.10 | 111.832 | 112.407 | 110.024 | ||
| 2483 | 2019.05.06 22:00 | close | 828 | 0.10 | 110.924 | 112.407 | 110.024 | 9080.00 | 1437170.00 |
| 2484 | 2019.05.06 22:00 | buy | 829 | 0.10 | 110.907 | 109.017 | 112.717 | ||
| 2485 | 2019.05.09 04:00 | close | 829 | 0.10 | 109.950 | 109.017 | 112.717 | -9570.00 | 1427600.00 |
| 2486 | 2019.05.09 04:00 | sell | 830 | 0.10 | 109.936 | 110.583 | 108.043 | ||
| 2487 | 2019.05.17 04:00 | close | 830 | 0.10 | 109.953 | 110.583 | 108.043 | -170.00 | 1427430.00 |
| 2488 | 2019.05.17 04:00 | buy | 831 | 0.10 | 109.951 | 109.001 | 111.763 | ||
| 2489 | 2019.05.17 09:00 | close | 831 | 0.10 | 109.636 | 109.001 | 111.763 | -3150.00 | 1424280.00 |
| 2490 | 2019.05.17 09:00 | sell | 832 | 0.10 | 109.629 | 110.273 | 107.733 | ||
| 2491 | 2019.05.17 18:00 | close | 832 | 0.10 | 109.974 | 110.273 | 107.733 | -3450.00 | 1420830.00 |
| 2492 | 2019.05.17 18:00 | buy | 833 | 0.10 | 109.969 | 109.003 | 111.779 | ||
| 2493 | 2019.05.23 17:00 | close | 833 | 0.10 | 109.814 | 109.003 | 111.779 | -1550.00 | 1419280.00 |
| 2494 | 2019.05.23 17:00 | sell | 834 | 0.10 | 109.824 | 110.453 | 107.913 | ||
| 2495 | 2019.05.29 21:00 | close | 834 | 0.10 | 109.534 | 110.453 | 107.913 | 2900.00 | 1422180.00 |
| 2496 | 2019.05.29 21:00 | buy | 835 | 0.10 | 109.529 | 109.003 | 111.336 | ||
| 2497 | 2019.05.31 03:00 | close | 835 | 0.10 | 109.332 | 109.003 | 111.336 | -1970.00 | 1420210.00 |
| 2498 | 2019.05.31 03:00 | sell | 836 | 0.10 | 109.346 | 109.976 | 107.436 | ||
| 2499 | 2019.06.04 06:00 | modify | 836 | 0.10 | 109.346 | 109.974 | 107.436 | ||
| 2500 | 2019.06.10 08:00 | close | 836 | 0.10 | 108.665 | 109.974 | 107.436 | 6810.00 | 1427020.00 |
| 2501 | 2019.06.10 08:00 | buy | 837 | 0.10 | 108.658 | 107.798 | 110.463 | ||
| 2502 | 2019.06.10 22:00 | close | 837 | 0.10 | 108.427 | 107.798 | 110.463 | -2310.00 | 1424710.00 |
| 2503 | 2019.06.10 22:00 | sell | 838 | 0.10 | 108.418 | 109.061 | 106.521 | ||
| 2504 | 2019.06.11 12:00 | close | 838 | 0.10 | 108.663 | 109.061 | 106.521 | -2450.00 | 1422260.00 |
| 2505 | 2019.06.11 12:00 | buy | 839 | 0.10 | 108.673 | 107.797 | 110.470 | ||
| 2506 | 2019.06.11 20:00 | close | 839 | 0.10 | 108.450 | 107.797 | 110.470 | -2230.00 | 1420030.00 |
| 2507 | 2019.06.11 20:00 | sell | 840 | 0.10 | 108.450 | 109.096 | 106.556 | ||
| 2508 | 2019.06.13 18:00 | close | 840 | 0.10 | 108.509 | 109.096 | 106.556 | -590.00 | 1419440.00 |
| 2509 | 2019.06.13 18:00 | buy | 841 | 0.10 | 108.522 | 107.796 | 110.314 | ||
| 2510 | 2019.06.14 10:00 | close | 841 | 0.10 | 108.231 | 107.796 | 110.314 | -2910.00 | 1416530.00 |
| 2511 | 2019.06.14 10:00 | sell | 842 | 0.10 | 108.216 | 108.820 | 106.322 | ||
| 2512 | 2019.06.14 16:00 | close | 842 | 0.10 | 108.476 | 108.820 | 106.322 | -2600.00 | 1413930.00 |
| 2513 | 2019.06.14 16:00 | buy | 843 | 0.10 | 108.473 | 107.797 | 110.273 | ||
| 2514 | 2019.06.19 22:00 | close | 843 | 0.10 | 107.960 | 107.797 | 110.273 | -5130.00 | 1408800.00 |
| 2515 | 2019.06.19 22:00 | sell | 844 | 0.10 | 107.971 | 108.605 | 106.065 | ||
| 2516 | 2019.06.26 08:00 | close | 844 | 0.10 | 107.492 | 108.605 | 106.065 | 4790.00 | 1413590.00 |
| 2517 | 2019.06.26 08:01 | buy | 845 | 0.10 | 107.469 | 106.762 | 109.284 | ||
| 2518 | 2019.07.09 13:00 | modify | 845 | 0.10 | 107.469 | 106.814 | 109.284 | ||
| 2519 | 2019.07.10 04:00 | modify | 845 | 0.10 | 107.469 | 106.834 | 109.284 | ||
| 2520 | 2019.07.10 05:00 | modify | 845 | 0.10 | 107.469 | 106.866 | 109.284 | ||
| 2521 | 2019.08.01 03:46 | t/p | 845 | 0.10 | 109.292 | 106.866 | 109.284 | 18230.00 | 1431820.00 |
| 2522 | 2019.08.02 17:00 | sell | 846 | 0.10 | 106.767 | 107.404 | 104.864 | ||
| 2523 | 2019.08.05 05:00 | close | 846 | 0.10 | 106.097 | 107.404 | 104.864 | 6700.00 | 1438520.00 |
| 2524 | 2019.08.05 05:00 | sell | 847 | 0.10 | 106.084 | 106.734 | 104.194 | ||
| 2525 | 2019.08.05 06:00 | close | 847 | 0.10 | 105.985 | 106.734 | 104.194 | 990.00 | 1439510.00 |
| 2526 | 2019.08.06 00:00 | sell | 848 | 0.10 | 105.938 | 106.578 | 104.038 | ||
| 2527 | 2019.08.06 01:00 | close | 848 | 0.10 | 105.658 | 106.578 | 104.038 | 2800.00 | 1442310.00 |
| 2528 | 2019.08.06 01:00 | sell | 849 | 0.10 | 105.627 | 106.274 | 103.734 | ||
| 2529 | 2019.08.06 02:00 | close | 849 | 0.10 | 105.675 | 106.274 | 103.734 | -480.00 | 1441830.00 |
| 2530 | 2019.08.06 02:00 | sell | 850 | 0.10 | 105.660 | 106.303 | 103.763 | ||
| 2531 | 2019.08.06 03:00 | close | 850 | 0.10 | 105.605 | 106.303 | 103.763 | 550.00 | 1442380.00 |
| 2532 | 2019.08.06 03:00 | sell | 851 | 0.10 | 105.616 | 106.248 | 103.708 | ||
| 2533 | 2019.08.06 04:00 | close | 851 | 0.10 | 105.857 | 106.248 | 103.708 | -2410.00 | 1439970.00 |
| 2534 | 2019.08.07 03:00 | sell | 852 | 0.10 | 106.321 | 106.965 | 104.425 | ||
| 2535 | 2019.08.13 17:30 | s/l | 852 | 0.10 | 106.966 | 106.965 | 104.425 | -6450.00 | 1433520.00 |
| 2536 | 2019.08.14 14:00 | sell | 853 | 0.10 | 106.137 | 106.773 | 104.233 | ||
| 2537 | 2019.08.15 09:39 | s/l | 853 | 0.10 | 106.782 | 106.773 | 104.233 | -6450.00 | 1427070.00 |
| 2538 | 2019.08.15 10:00 | buy | 854 | 0.10 | 106.326 | 105.033 | 108.126 | ||
| 2539 | 2019.08.15 14:00 | close | 854 | 0.10 | 105.759 | 105.033 | 108.126 | -5670.00 | 1421400.00 |
| 2540 | 2019.08.15 14:00 | sell | 855 | 0.10 | 105.763 | 106.401 | 103.861 | ||
| 2541 | 2019.08.16 12:00 | close | 855 | 0.10 | 106.302 | 106.401 | 103.861 | -5390.00 | 1416010.00 |
| 2542 | 2019.08.16 12:00 | buy | 856 | 0.10 | 106.316 | 105.034 | 108.113 | ||
| 2543 | 2019.08.23 18:00 | close | 856 | 0.10 | 106.007 | 105.034 | 108.113 | -3090.00 | 1412920.00 |
| 2544 | 2019.08.23 18:00 | sell | 857 | 0.10 | 106.015 | 106.644 | 104.104 | ||
| 2545 | 2019.08.28 17:00 | close | 857 | 0.10 | 105.844 | 106.644 | 104.104 | 1710.00 | 1414630.00 |
| 2546 | 2019.08.28 17:00 | buy | 858 | 0.10 | 105.839 | 104.437 | 107.646 | ||
| 2547 | 2019.09.05 19:00 | modify | 858 | 0.10 | 105.839 | 104.946 | 107.646 | ||
| 2548 | 2019.09.06 04:00 | modify | 858 | 0.10 | 105.839 | 104.971 | 107.646 | ||
| 2549 | 2019.09.06 06:00 | modify | 858 | 0.10 | 105.839 | 104.975 | 107.646 | ||
| 2550 | 2019.09.09 19:00 | modify | 858 | 0.10 | 105.839 | 105.060 | 107.646 | ||