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 |
| 2551 | 2019.09.10 00:00 | modify | 858 | 0.10 | 105.839 | 105.096 | 107.646 | ||
| 2552 | 2019.09.10 01:00 | modify | 858 | 0.10 | 105.839 | 105.131 | 107.646 | ||
| 2553 | 2019.09.10 02:00 | modify | 858 | 0.10 | 105.839 | 105.145 | 107.646 | ||
| 2554 | 2019.09.10 04:00 | modify | 858 | 0.10 | 105.839 | 105.242 | 107.646 | ||
| 2555 | 2019.09.10 05:00 | modify | 858 | 0.10 | 105.839 | 105.338 | 107.646 | ||
| 2556 | 2019.09.10 21:00 | modify | 858 | 0.10 | 105.839 | 105.355 | 107.646 | ||
| 2557 | 2019.09.11 00:00 | modify | 858 | 0.10 | 105.839 | 105.427 | 107.646 | ||
| 2558 | 2019.09.11 03:52 | t/p | 858 | 0.10 | 107.651 | 105.427 | 107.646 | 18120.00 | 1432750.00 |
| 2559 | 2019.09.12 15:00 | sell | 859 | 0.10 | 107.754 | 109.338 | 105.949 | ||
| 2560 | 2019.09.16 02:00 | close | 859 | 0.10 | 107.819 | 109.338 | 105.949 | -650.00 | 1432100.00 |
| 2561 | 2019.09.16 02:00 | sell | 860 | 0.10 | 107.824 | 109.338 | 106.019 | ||
| 2562 | 2019.10.03 19:00 | modify | 860 | 0.10 | 107.824 | 108.788 | 106.019 | ||
| 2563 | 2019.10.04 16:00 | close | 860 | 0.10 | 107.120 | 108.788 | 106.019 | 7040.00 | 1439140.00 |
| 2564 | 2019.10.04 16:00 | buy | 861 | 0.10 | 107.124 | 105.215 | 108.915 | ||
| 2565 | 2019.10.11 15:00 | modify | 861 | 0.10 | 107.124 | 106.173 | 108.915 | ||
| 2566 | 2019.10.11 16:00 | modify | 861 | 0.10 | 107.124 | 106.355 | 108.915 | ||
| 2567 | 2019.10.11 18:00 | modify | 861 | 0.10 | 107.124 | 106.376 | 108.915 | ||
| 2568 | 2019.10.11 19:00 | modify | 861 | 0.10 | 107.124 | 106.484 | 108.915 | ||
| 2569 | 2019.10.14 09:00 | close | 861 | 0.10 | 108.277 | 106.484 | 108.915 | 11530.00 | 1450670.00 |
| 2570 | 2019.10.14 09:00 | sell | 862 | 0.10 | 108.284 | 109.338 | 106.476 | ||
| 2571 | 2019.10.15 18:00 | close | 862 | 0.10 | 108.797 | 109.338 | 106.476 | -5130.00 | 1445540.00 |
| 2572 | 2019.10.15 18:00 | buy | 863 | 0.10 | 108.808 | 108.159 | 110.699 | ||
| 2573 | 2019.10.16 16:00 | close | 863 | 0.10 | 108.654 | 108.159 | 110.699 | -1540.00 | 1444000.00 |
| 2574 | 2019.10.16 16:00 | sell | 864 | 0.10 | 108.669 | 109.338 | 106.860 | ||
| 2575 | 2019.10.16 18:00 | close | 864 | 0.10 | 108.812 | 109.338 | 106.860 | -1430.00 | 1442570.00 |
| 2576 | 2019.10.16 18:00 | buy | 865 | 0.10 | 108.828 | 108.180 | 110.720 | ||
| 2577 | 2019.10.17 17:00 | close | 865 | 0.10 | 108.574 | 108.180 | 110.720 | -2540.00 | 1440030.00 |
| 2578 | 2019.10.17 17:00 | sell | 866 | 0.10 | 108.586 | 109.338 | 106.783 | ||
| 2579 | 2019.10.28 17:00 | close | 866 | 0.10 | 108.931 | 109.338 | 106.783 | -3450.00 | 1436580.00 |
| 2580 | 2019.10.28 17:00 | buy | 867 | 0.10 | 108.918 | 108.288 | 110.828 | ||
| 2581 | 2019.10.29 11:00 | close | 867 | 0.10 | 108.853 | 108.288 | 110.828 | -650.00 | 1435930.00 |
| 2582 | 2019.10.29 11:00 | sell | 868 | 0.10 | 108.850 | 109.338 | 107.052 | ||
| 2583 | 2019.11.05 18:00 | close | 868 | 0.10 | 109.150 | 109.338 | 107.052 | -3000.00 | 1432930.00 |
| 2584 | 2019.11.05 18:00 | buy | 869 | 0.10 | 109.160 | 108.519 | 111.059 | ||
| 2585 | 2019.11.06 12:00 | close | 869 | 0.10 | 108.952 | 108.519 | 111.059 | -2080.00 | 1430850.00 |
| 2586 | 2019.11.06 12:00 | sell | 870 | 0.10 | 108.943 | 109.338 | 107.151 | ||
| 2587 | 2019.11.07 17:51 | s/l | 870 | 0.10 | 109.342 | 109.338 | 107.151 | -3990.00 | 1426860.00 |
| 2588 | 2019.11.07 18:00 | buy | 871 | 0.10 | 109.324 | 108.688 | 111.228 | ||
| 2589 | 2019.11.08 17:00 | close | 871 | 0.10 | 109.132 | 108.688 | 111.228 | -1920.00 | 1424940.00 |
| 2590 | 2019.11.08 17:00 | sell | 872 | 0.10 | 109.144 | 109.507 | 107.337 | ||
| 2591 | 2019.11.27 18:00 | close | 872 | 0.10 | 109.395 | 109.507 | 107.337 | -2510.00 | 1422430.00 |
| 2592 | 2019.11.27 18:00 | buy | 873 | 0.10 | 109.392 | 108.748 | 111.288 | ||
| 2593 | 2019.11.29 20:00 | close | 873 | 0.10 | 109.400 | 108.748 | 111.288 | 80.00 | 1422510.00 |
| 2594 | 2019.11.29 20:00 | sell | 874 | 0.10 | 109.402 | 109.689 | 107.603 | ||
| 2595 | 2019.12.02 02:35 | s/l | 874 | 0.10 | 109.697 | 109.689 | 107.603 | -2950.00 | 1419560.00 |
| 2596 | 2019.12.02 03:00 | buy | 875 | 0.10 | 109.651 | 109.021 | 111.561 | ||
| 2597 | 2019.12.02 18:00 | close | 875 | 0.10 | 109.102 | 109.021 | 111.561 | -5490.00 | 1414070.00 |
| 2598 | 2019.12.02 18:00 | sell | 876 | 0.10 | 109.108 | 109.747 | 107.307 | ||
| 2599 | 2019.12.16 18:00 | close | 876 | 0.10 | 109.627 | 109.747 | 107.307 | -5190.00 | 1408880.00 |
| 2600 | 2019.12.16 18:00 | buy | 877 | 0.10 | 109.621 | 108.990 | 111.530 | ||
| 2601 | 2019.12.17 18:00 | close | 877 | 0.10 | 109.523 | 108.990 | 111.530 | -980.00 | 1407900.00 |
| 2602 | 2019.12.17 18:00 | sell | 878 | 0.10 | 109.534 | 109.747 | 107.727 | ||
| 2603 | 2020.01.02 02:00 | close | 878 | 0.10 | 108.719 | 109.747 | 107.727 | 8150.00 | 1416050.00 |
| 2604 | 2020.01.02 02:00 | buy | 879 | 0.10 | 108.718 | 106.825 | 110.525 | ||
| 2605 | 2020.01.08 02:00 | close | 879 | 0.10 | 108.001 | 106.825 | 110.525 | -7170.00 | 1408880.00 |
| 2606 | 2020.01.08 02:00 | sell | 880 | 0.10 | 108.003 | 108.636 | 106.096 | ||
| 2607 | 2020.01.08 12:56 | s/l | 880 | 0.10 | 108.639 | 108.636 | 106.096 | -6360.00 | 1402520.00 |
| 2608 | 2020.01.08 13:00 | buy | 881 | 0.10 | 108.672 | 106.779 | 110.479 | ||
| 2609 | 2020.01.10 19:00 | close | 881 | 0.10 | 109.494 | 106.779 | 110.479 | 8220.00 | 1410740.00 |
| 2610 | 2020.01.10 19:00 | sell | 882 | 0.10 | 109.493 | 109.747 | 107.702 | ||
| 2611 | 2020.01.13 11:00 | close | 882 | 0.10 | 109.699 | 109.747 | 107.702 | -2060.00 | 1408680.00 |
| 2612 | 2020.01.13 11:00 | buy | 883 | 0.10 | 109.701 | 109.052 | 111.592 | ||
| 2613 | 2020.01.21 08:00 | close | 883 | 0.10 | 109.936 | 109.052 | 111.592 | 2350.00 | 1411030.00 |
| 2614 | 2020.01.21 08:00 | sell | 884 | 0.10 | 109.937 | 110.310 | 108.136 | ||
| 2615 | 2020.01.22 05:00 | close | 884 | 0.10 | 110.049 | 110.310 | 108.136 | -1120.00 | 1409910.00 |
| 2616 | 2020.01.22 05:00 | buy | 885 | 0.10 | 110.059 | 109.417 | 111.957 | ||
| 2617 | 2020.01.22 20:00 | close | 885 | 0.10 | 109.860 | 109.417 | 111.957 | -1990.00 | 1407920.00 |
| 2618 | 2020.01.22 20:01 | sell | 886 | 0.10 | 109.872 | 110.310 | 108.070 | ||
| 2619 | 2020.01.28 04:00 | close | 886 | 0.10 | 109.035 | 110.310 | 108.070 | 8370.00 | 1416290.00 |
| 2620 | 2020.01.28 04:00 | buy | 887 | 0.10 | 109.035 | 107.635 | 110.830 | ||
| 2621 | 2020.02.07 12:00 | close | 887 | 0.10 | 109.790 | 107.635 | 110.830 | 7550.00 | 1423840.00 |
| 2622 | 2020.02.07 12:00 | sell | 888 | 0.10 | 109.777 | 110.310 | 107.982 | ||
| 2623 | 2020.02.19 12:00 | close | 888 | 0.10 | 110.246 | 110.310 | 107.982 | -4690.00 | 1419150.00 |
| 2624 | 2020.02.19 12:00 | buy | 889 | 0.10 | 110.231 | 109.598 | 112.138 | ||
| 2625 | 2020.02.20 12:00 | modify | 889 | 0.10 | 110.231 | 109.640 | 112.138 | ||
| 2626 | 2020.02.20 12:52 | t/p | 889 | 0.10 | 112.148 | 109.640 | 112.138 | 19170.00 | 1438320.00 |
| 2627 | 2020.02.25 11:00 | sell | 890 | 0.10 | 110.523 | 112.244 | 108.716 | ||
| 2628 | 2020.02.28 05:00 | modify | 890 | 0.10 | 110.523 | 111.508 | 108.716 | ||
| 2629 | 2020.02.28 06:00 | modify | 890 | 0.10 | 110.523 | 111.401 | 108.716 | ||
| 2630 | 2020.02.28 07:00 | modify | 890 | 0.10 | 110.523 | 111.243 | 108.716 | ||
| 2631 | 2020.02.28 08:00 | modify | 890 | 0.10 | 110.523 | 111.052 | 108.716 | ||
| 2632 | 2020.02.28 09:00 | modify | 890 | 0.10 | 110.523 | 110.986 | 108.716 | ||
| 2633 | 2020.02.28 10:39 | t/p | 890 | 0.10 | 108.719 | 110.986 | 108.716 | 18040.00 | 1456360.00 |
| 2634 | 2020.03.04 17:00 | sell | 891 | 0.10 | 107.163 | 107.807 | 105.267 | ||
| 2635 | 2020.03.06 11:55 | t/p | 891 | 0.10 | 105.274 | 107.807 | 105.267 | 18890.00 | 1475250.00 |
| 2636 | 2020.03.26 02:00 | sell | 892 | 0.10 | 111.012 | 111.651 | 109.111 | ||
| 2637 | 2020.03.26 20:00 | modify | 892 | 0.10 | 111.012 | 111.555 | 109.111 | ||
| 2638 | 2020.03.26 21:00 | modify | 892 | 0.10 | 111.012 | 111.554 | 109.111 | ||
| 2639 | 2020.03.26 23:00 | modify | 892 | 0.10 | 111.012 | 111.324 | 109.111 | ||
| 2640 | 2020.03.27 02:56 | t/p | 892 | 0.10 | 109.102 | 111.324 | 109.111 | 19100.00 | 1494350.00 |
| 2641 | 2020.04.01 16:00 | sell | 893 | 0.10 | 107.399 | 108.030 | 105.490 | ||
| 2642 | 2020.04.02 17:59 | s/l | 893 | 0.10 | 108.035 | 108.030 | 105.490 | -6360.00 | 1487990.00 |
| 2643 | 2020.04.07 04:00 | sell | 894 | 0.10 | 109.008 | 109.652 | 107.112 | ||
| 2644 | 2020.04.13 23:00 | modify | 894 | 0.10 | 109.008 | 109.613 | 107.112 | ||
| 2645 | 2020.04.14 14:00 | modify | 894 | 0.10 | 109.008 | 109.550 | 107.112 | ||
| 2646 | 2020.04.14 15:00 | modify | 894 | 0.10 | 109.008 | 109.529 | 107.112 | ||
| 2647 | 2020.04.14 16:00 | modify | 894 | 0.10 | 109.008 | 109.409 | 107.112 | ||
| 2648 | 2020.04.14 18:00 | modify | 894 | 0.10 | 109.008 | 109.380 | 107.112 | ||
| 2649 | 2020.04.14 18:36 | t/p | 894 | 0.10 | 107.115 | 109.380 | 107.112 | 18930.00 | 1506920.00 |
| 2650 | 2020.04.14 19:00 | sell | 895 | 0.10 | 107.083 | 107.724 | 105.184 | ||
| 2651 | 2020.04.15 16:20 | s/l | 895 | 0.10 | 107.731 | 107.724 | 105.184 | -6480.00 | 1500440.00 |
| 2652 | 2020.04.16 17:00 | sell | 896 | 0.10 | 107.451 | 108.089 | 105.549 | ||
| 2653 | 2020.04.21 20:00 | close | 896 | 0.10 | 107.790 | 108.089 | 105.549 | -3390.00 | 1497050.00 |
| 2654 | 2020.04.21 20:00 | buy | 897 | 0.10 | 107.775 | 105.883 | 109.583 | ||
| 2655 | 2020.05.27 21:00 | close | 897 | 0.10 | 107.677 | 105.883 | 109.583 | -980.00 | 1496070.00 |
| 2656 | 2020.05.29 18:00 | buy | 898 | 0.10 | 107.652 | 105.755 | 109.455 | ||
| 2657 | 2020.06.02 22:00 | modify | 898 | 0.10 | 107.652 | 106.664 | 109.455 | ||
| 2658 | 2020.06.03 04:00 | modify | 898 | 0.10 | 107.652 | 106.729 | 109.455 | ||
| 2659 | 2020.06.03 20:00 | modify | 898 | 0.10 | 107.652 | 106.780 | 109.455 | ||
| 2660 | 2020.06.03 21:00 | modify | 898 | 0.10 | 107.652 | 106.808 | 109.455 | ||
| 2661 | 2020.06.03 23:00 | modify | 898 | 0.10 | 107.652 | 106.834 | 109.455 | ||
| 2662 | 2020.06.04 03:00 | modify | 898 | 0.10 | 107.652 | 106.879 | 109.455 | ||
| 2663 | 2020.06.04 04:00 | modify | 898 | 0.10 | 107.652 | 106.901 | 109.455 | ||
| 2664 | 2020.06.04 09:00 | modify | 898 | 0.10 | 107.652 | 106.921 | 109.455 | ||
| 2665 | 2020.06.04 10:00 | modify | 898 | 0.10 | 107.652 | 106.942 | 109.455 | ||
| 2666 | 2020.06.04 11:00 | modify | 898 | 0.10 | 107.652 | 106.944 | 109.455 | ||
| 2667 | 2020.06.04 12:00 | modify | 898 | 0.10 | 107.652 | 106.968 | 109.455 | ||
| 2668 | 2020.06.04 16:00 | close | 898 | 0.10 | 108.718 | 106.968 | 109.455 | 10660.00 | 1506730.00 |
| 2669 | 2020.06.04 16:00 | sell | 899 | 0.10 | 108.722 | 110.618 | 106.918 | ||
| 2670 | 2020.06.10 09:00 | modify | 899 | 0.10 | 108.722 | 109.649 | 106.918 | ||
| 2671 | 2020.06.10 10:00 | modify | 899 | 0.10 | 108.722 | 109.571 | 106.918 | ||
| 2672 | 2020.06.10 11:00 | modify | 899 | 0.10 | 108.722 | 109.462 | 106.918 | ||
| 2673 | 2020.06.10 12:00 | modify | 899 | 0.10 | 108.722 | 109.447 | 106.918 | ||
| 2674 | 2020.06.10 13:00 | modify | 899 | 0.10 | 108.722 | 109.414 | 106.918 | ||
| 2675 | 2020.06.10 18:00 | modify | 899 | 0.10 | 108.722 | 109.368 | 106.918 | ||
| 2676 | 2020.06.10 19:00 | modify | 899 | 0.10 | 108.722 | 109.360 | 106.918 | ||
| 2677 | 2020.06.10 20:00 | modify | 899 | 0.10 | 108.722 | 109.347 | 106.918 | ||
| 2678 | 2020.06.10 21:00 | modify | 899 | 0.10 | 108.722 | 109.324 | 106.918 | ||
| 2679 | 2020.06.10 23:00 | modify | 899 | 0.10 | 108.722 | 109.238 | 106.918 | ||
| 2680 | 2020.06.11 00:00 | modify | 899 | 0.10 | 108.722 | 109.226 | 106.918 | ||
| 2681 | 2020.06.11 01:00 | modify | 899 | 0.10 | 108.722 | 109.209 | 106.918 | ||
| 2682 | 2020.06.11 02:00 | close | 899 | 0.10 | 106.935 | 109.209 | 106.918 | 17870.00 | 1524600.00 |
| 2683 | 2020.06.12 07:00 | buy | 900 | 0.10 | 107.062 | 105.170 | 108.870 | ||
| 2684 | 2020.06.23 17:00 | close | 900 | 0.10 | 106.267 | 105.170 | 108.870 | -7950.00 | 1516650.00 |
| 2685 | 2020.06.23 17:00 | sell | 901 | 0.10 | 106.259 | 106.902 | 104.362 | ||
| 2686 | 2020.06.24 15:00 | close | 901 | 0.10 | 106.593 | 106.902 | 104.362 | -3340.00 | 1513310.00 |
| 2687 | 2020.06.24 15:00 | buy | 902 | 0.10 | 106.590 | 105.967 | 108.393 | ||
| 2688 | 2020.07.01 05:00 | modify | 902 | 0.10 | 106.590 | 105.990 | 108.393 | ||
| 2689 | 2020.07.01 06:00 | close | 902 | 0.10 | 107.690 | 105.990 | 108.393 | 11000.00 | 1524310.00 |
| 2690 | 2020.07.01 06:00 | sell | 903 | 0.10 | 107.712 | 109.592 | 105.892 | ||
| 2691 | 2020.07.09 14:00 | close | 903 | 0.10 | 107.363 | 109.592 | 105.892 | 3490.00 | 1527800.00 |
| 2692 | 2020.07.09 14:00 | buy | 904 | 0.10 | 107.355 | 105.969 | 109.159 | ||
| 2693 | 2020.07.24 15:00 | close | 904 | 0.10 | 106.216 | 105.969 | 109.159 | -11390.00 | 1516410.00 |
| 2694 | 2020.07.24 15:00 | sell | 905 | 0.10 | 106.205 | 106.856 | 104.316 | ||
| 2695 | 2020.07.31 00:00 | modify | 905 | 0.10 | 106.205 | 106.853 | 104.316 | ||
| 2696 | 2020.07.31 01:00 | modify | 905 | 0.10 | 106.205 | 106.804 | 104.316 | ||
| 2697 | 2020.07.31 04:00 | modify | 905 | 0.10 | 106.205 | 106.787 | 104.316 | ||
| 2698 | 2020.07.31 04:46 | t/p | 905 | 0.10 | 104.318 | 106.787 | 104.316 | 18870.00 | 1535280.00 |
| 2699 | 2020.08.03 12:00 | sell | 906 | 0.10 | 105.592 | 106.235 | 103.695 | ||
| 2700 | 2020.08.03 14:00 | close | 906 | 0.10 | 106.114 | 106.235 | 103.695 | -5220.00 | 1530060.00 |