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 |
| 2701 | 2020.08.03 14:00 | buy | 907 | 0.10 | 106.110 | 104.210 | 107.910 | ||
| 2702 | 2020.08.04 23:00 | close | 907 | 0.10 | 105.663 | 104.210 | 107.910 | -4470.00 | 1525590.00 |
| 2703 | 2020.08.04 23:00 | sell | 908 | 0.10 | 105.660 | 106.296 | 103.756 | ||
| 2704 | 2020.08.05 14:00 | close | 908 | 0.10 | 105.823 | 106.296 | 103.756 | -1630.00 | 1523960.00 |
| 2705 | 2020.08.05 14:00 | buy | 909 | 0.10 | 105.825 | 104.168 | 107.617 | ||
| 2706 | 2020.08.05 16:00 | close | 909 | 0.10 | 105.492 | 104.168 | 107.617 | -3330.00 | 1520630.00 |
| 2707 | 2020.08.05 16:00 | sell | 910 | 0.10 | 105.497 | 106.140 | 103.600 | ||
| 2708 | 2020.08.06 11:00 | close | 910 | 0.10 | 105.632 | 106.140 | 103.600 | -1350.00 | 1519280.00 |
| 2709 | 2020.08.06 11:00 | buy | 911 | 0.10 | 105.633 | 104.169 | 107.433 | ||
| 2710 | 2020.08.06 15:00 | close | 911 | 0.10 | 105.410 | 104.169 | 107.433 | -2230.00 | 1517050.00 |
| 2711 | 2020.08.06 15:00 | sell | 912 | 0.10 | 105.412 | 106.046 | 103.506 | ||
| 2712 | 2020.08.07 11:00 | close | 912 | 0.10 | 105.601 | 106.046 | 103.506 | -1890.00 | 1515160.00 |
| 2713 | 2020.08.07 11:00 | buy | 913 | 0.10 | 105.620 | 104.170 | 107.402 | ||
| 2714 | 2020.08.12 08:00 | modify | 913 | 0.10 | 105.620 | 104.648 | 107.402 | ||
| 2715 | 2020.08.12 09:00 | modify | 913 | 0.10 | 105.620 | 104.669 | 107.402 | ||
| 2716 | 2020.08.12 11:00 | modify | 913 | 0.10 | 105.620 | 104.683 | 107.402 | ||
| 2717 | 2020.08.12 12:00 | modify | 913 | 0.10 | 105.620 | 104.687 | 107.402 | ||
| 2718 | 2020.08.12 13:00 | modify | 913 | 0.10 | 105.620 | 104.706 | 107.402 | ||
| 2719 | 2020.08.12 16:00 | modify | 913 | 0.10 | 105.620 | 104.750 | 107.402 | ||
| 2720 | 2020.08.12 19:00 | modify | 913 | 0.10 | 105.620 | 104.789 | 107.402 | ||
| 2721 | 2020.08.13 01:00 | modify | 913 | 0.10 | 105.620 | 104.798 | 107.402 | ||
| 2722 | 2020.08.13 16:00 | modify | 913 | 0.10 | 105.620 | 104.861 | 107.402 | ||
| 2723 | 2020.08.13 22:00 | modify | 913 | 0.10 | 105.620 | 104.880 | 107.402 | ||
| 2724 | 2020.08.14 04:00 | modify | 913 | 0.10 | 105.620 | 104.881 | 107.402 | ||
| 2725 | 2020.08.18 17:00 | close | 913 | 0.10 | 105.334 | 104.881 | 107.402 | -2860.00 | 1512300.00 |
| 2726 | 2020.08.18 17:00 | sell | 914 | 0.10 | 105.338 | 105.972 | 103.432 | ||
| 2727 | 2020.08.19 07:00 | close | 914 | 0.10 | 105.580 | 105.972 | 103.432 | -2420.00 | 1509880.00 |
| 2728 | 2020.08.19 07:00 | buy | 915 | 0.10 | 105.576 | 104.169 | 107.377 | ||
| 2729 | 2020.08.19 14:00 | close | 915 | 0.10 | 105.288 | 104.169 | 107.377 | -2880.00 | 1507000.00 |
| 2730 | 2020.08.19 14:00 | sell | 916 | 0.10 | 105.282 | 105.919 | 103.379 | ||
| 2731 | 2020.08.19 18:00 | close | 916 | 0.10 | 105.631 | 105.919 | 103.379 | -3490.00 | 1503510.00 |
| 2732 | 2020.08.19 18:00 | buy | 917 | 0.10 | 105.630 | 104.168 | 107.426 | ||
| 2733 | 2020.08.28 06:00 | modify | 917 | 0.10 | 105.630 | 104.667 | 107.426 | ||
| 2734 | 2020.08.28 07:00 | modify | 917 | 0.10 | 105.630 | 104.696 | 107.426 | ||
| 2735 | 2020.08.28 08:00 | modify | 917 | 0.10 | 105.630 | 104.773 | 107.426 | ||
| 2736 | 2020.09.16 14:00 | close | 917 | 0.10 | 105.030 | 104.773 | 107.426 | -6000.00 | 1497510.00 |
| 2737 | 2020.09.16 14:00 | sell | 918 | 0.10 | 105.017 | 105.673 | 103.133 | ||
| 2738 | 2020.09.22 18:00 | close | 918 | 0.10 | 104.971 | 105.673 | 103.133 | 460.00 | 1497970.00 |
| 2739 | 2020.09.22 18:00 | buy | 919 | 0.10 | 104.991 | 103.980 | 106.780 | ||
| 2740 | 2020.10.09 04:00 | close | 919 | 0.10 | 105.939 | 103.980 | 106.780 | 9480.00 | 1507450.00 |
| 2741 | 2020.10.09 04:00 | sell | 920 | 0.10 | 105.924 | 107.810 | 104.132 | ||
| 2742 | 2020.10.13 11:00 | close | 920 | 0.10 | 105.484 | 107.810 | 104.132 | 4400.00 | 1511850.00 |
| 2743 | 2020.10.13 11:00 | buy | 921 | 0.10 | 105.481 | 103.982 | 107.275 | ||
| 2744 | 2020.10.21 14:00 | close | 921 | 0.10 | 104.841 | 103.982 | 107.275 | -6400.00 | 1505450.00 |
| 2745 | 2020.10.21 14:00 | sell | 922 | 0.10 | 104.830 | 105.473 | 102.933 | ||
| 2746 | 2020.10.22 19:00 | close | 922 | 0.10 | 104.882 | 105.473 | 102.933 | -520.00 | 1504930.00 |
| 2747 | 2020.10.22 19:00 | buy | 923 | 0.10 | 104.887 | 103.981 | 106.683 | ||
| 2748 | 2020.10.23 11:00 | close | 923 | 0.10 | 104.677 | 103.981 | 106.683 | -2100.00 | 1502830.00 |
| 2749 | 2020.10.23 11:00 | sell | 924 | 0.10 | 104.689 | 105.323 | 102.783 | ||
| 2750 | 2020.10.26 05:00 | close | 924 | 0.10 | 104.865 | 105.323 | 102.783 | -1760.00 | 1501070.00 |
| 2751 | 2020.10.26 05:00 | buy | 925 | 0.10 | 104.864 | 103.981 | 106.660 | ||
| 2752 | 2020.10.27 06:00 | close | 925 | 0.10 | 104.710 | 103.981 | 106.660 | -1540.00 | 1499530.00 |
| 2753 | 2020.10.27 06:00 | sell | 926 | 0.10 | 104.710 | 105.351 | 102.811 | ||
| 2754 | 2020.10.29 19:00 | close | 926 | 0.10 | 104.689 | 105.351 | 102.811 | 210.00 | 1499740.00 |
| 2755 | 2020.10.29 19:00 | buy | 927 | 0.10 | 104.674 | 103.980 | 106.487 | ||
| 2756 | 2020.10.30 09:00 | close | 927 | 0.10 | 104.221 | 103.980 | 106.487 | -4530.00 | 1495210.00 |
| 2757 | 2020.10.30 09:00 | sell | 928 | 0.10 | 104.219 | 104.864 | 102.324 | ||
| 2758 | 2020.10.30 18:00 | close | 928 | 0.10 | 104.644 | 104.864 | 102.324 | -4250.00 | 1490960.00 |
| 2759 | 2020.10.30 18:00 | buy | 929 | 0.10 | 104.655 | 103.981 | 106.441 | ||
| 2760 | 2020.11.04 00:00 | close | 929 | 0.10 | 104.460 | 103.981 | 106.441 | -1950.00 | 1489010.00 |
| 2761 | 2020.11.04 00:00 | sell | 930 | 0.10 | 104.457 | 105.074 | 102.553 | ||
| 2762 | 2020.11.04 04:38 | s/l | 930 | 0.10 | 105.069 | 105.074 | 102.553 | -6120.00 | 1482890.00 |
| 2763 | 2020.11.04 06:00 | buy | 931 | 0.10 | 105.035 | 103.984 | 106.834 | ||
| 2764 | 2020.11.04 15:00 | close | 931 | 0.10 | 104.369 | 103.984 | 106.834 | -6660.00 | 1476230.00 |
| 2765 | 2020.11.04 15:00 | sell | 932 | 0.10 | 104.367 | 105.014 | 102.474 | ||
| 2766 | 2020.11.09 15:17 | s/l | 932 | 0.10 | 105.011 | 105.014 | 102.474 | -6440.00 | 1469790.00 |
| 2767 | 2020.11.10 17:00 | buy | 933 | 0.10 | 105.399 | 103.506 | 107.206 | ||
| 2768 | 2020.11.17 16:00 | close | 933 | 0.10 | 104.151 | 103.506 | 107.206 | -12480.00 | 1457310.00 |
| 2769 | 2020.11.17 16:00 | sell | 934 | 0.10 | 104.142 | 104.783 | 102.243 | ||
| 2770 | 2020.11.19 12:00 | close | 934 | 0.10 | 104.052 | 104.783 | 102.243 | 900.00 | 1458210.00 |
| 2771 | 2020.11.19 12:00 | buy | 935 | 0.10 | 104.055 | 103.162 | 105.861 | ||
| 2772 | 2020.11.23 13:00 | close | 935 | 0.10 | 103.707 | 103.162 | 105.861 | -3480.00 | 1454730.00 |
| 2773 | 2020.11.23 13:00 | sell | 936 | 0.10 | 103.703 | 104.337 | 101.797 | ||
| 2774 | 2020.11.23 17:00 | close | 936 | 0.10 | 104.045 | 104.337 | 101.797 | -3420.00 | 1451310.00 |
| 2775 | 2020.11.23 17:00 | buy | 937 | 0.10 | 104.042 | 103.158 | 105.846 | ||
| 2776 | 2020.12.03 18:00 | close | 937 | 0.10 | 103.744 | 103.158 | 105.846 | -2980.00 | 1448330.00 |
| 2777 | 2020.12.03 18:00 | sell | 938 | 0.10 | 103.752 | 104.388 | 101.848 | ||
| 2778 | 2020.12.04 11:00 | close | 938 | 0.10 | 104.009 | 104.388 | 101.848 | -2570.00 | 1445760.00 |
| 2779 | 2020.12.04 11:00 | buy | 939 | 0.10 | 104.014 | 103.158 | 105.816 | ||
| 2780 | 2020.12.14 16:00 | close | 939 | 0.10 | 103.556 | 103.158 | 105.816 | -4580.00 | 1441180.00 |
| 2781 | 2020.12.14 16:00 | sell | 940 | 0.10 | 103.556 | 104.199 | 101.659 | ||
| 2782 | 2020.12.14 18:00 | close | 940 | 0.10 | 104.084 | 104.199 | 101.659 | -5280.00 | 1435900.00 |
| 2783 | 2020.12.14 18:00 | buy | 941 | 0.10 | 104.088 | 103.158 | 105.887 | ||
| 2784 | 2020.12.15 23:00 | close | 941 | 0.10 | 103.625 | 103.158 | 105.887 | -4630.00 | 1431270.00 |
| 2785 | 2020.12.15 23:00 | sell | 942 | 0.10 | 103.624 | 104.270 | 101.730 | ||
| 2786 | 2020.12.17 19:00 | close | 942 | 0.10 | 103.128 | 104.270 | 101.730 | 4960.00 | 1436230.00 |
| 2787 | 2020.12.18 10:00 | buy | 943 | 0.10 | 103.474 | 102.854 | 105.268 | ||
| 2788 | 2020.12.30 13:00 | close | 943 | 0.10 | 103.131 | 102.854 | 105.268 | -3430.00 | 1432800.00 |
| 2789 | 2020.12.30 13:00 | sell | 944 | 0.10 | 103.146 | 103.775 | 101.235 | ||
| 2790 | 2020.12.31 18:00 | close | 944 | 0.10 | 103.218 | 103.775 | 101.235 | -720.00 | 1432080.00 |
| 2791 | 2020.12.31 18:00 | buy | 945 | 0.10 | 103.219 | 102.854 | 105.026 | ||
| 2792 | 2021.01.04 05:00 | close | 945 | 0.10 | 102.976 | 102.854 | 105.026 | -2430.00 | 1429650.00 |
| 2793 | 2021.01.04 05:00 | sell | 946 | 0.10 | 102.985 | 103.622 | 101.082 | ||
| 2794 | 2021.01.04 19:00 | close | 946 | 0.10 | 103.191 | 103.622 | 101.082 | -2060.00 | 1427590.00 |
| 2795 | 2021.01.04 19:00 | buy | 947 | 0.10 | 103.197 | 102.695 | 104.990 | ||
| 2796 | 2021.01.05 12:00 | close | 947 | 0.10 | 102.843 | 102.695 | 104.990 | -3540.00 | 1424050.00 |
| 2797 | 2021.01.05 12:00 | sell | 948 | 0.10 | 102.844 | 103.475 | 100.935 | ||
| 2798 | 2021.01.06 16:00 | close | 948 | 0.10 | 103.183 | 103.475 | 100.935 | -3390.00 | 1420660.00 |
| 2799 | 2021.01.06 16:00 | buy | 949 | 0.10 | 103.165 | 102.572 | 104.975 | ||
| 2800 | 2021.01.29 13:00 | modify | 949 | 0.10 | 103.165 | 102.767 | 104.975 | ||
| 2801 | 2021.02.01 12:00 | modify | 949 | 0.10 | 103.165 | 102.772 | 104.975 | ||
| 2802 | 2021.02.01 13:00 | modify | 949 | 0.10 | 103.165 | 102.775 | 104.975 | ||
| 2803 | 2021.02.01 14:00 | modify | 949 | 0.10 | 103.165 | 102.804 | 104.975 | ||
| 2804 | 2021.02.01 15:26 | t/p | 949 | 0.10 | 104.973 | 102.804 | 104.975 | 18080.00 | 1438740.00 |
| 2805 | 2021.02.02 11:00 | sell | 950 | 0.10 | 104.859 | 105.696 | 103.065 | ||
| 2806 | 2021.02.02 13:00 | close | 950 | 0.10 | 105.004 | 105.696 | 103.065 | -1450.00 | 1437290.00 |
| 2807 | 2021.02.02 13:01 | buy | 951 | 0.10 | 104.994 | 104.353 | 106.893 | ||
| 2808 | 2021.02.09 05:00 | close | 951 | 0.10 | 104.943 | 104.353 | 106.893 | -510.00 | 1436780.00 |
| 2809 | 2021.02.09 05:00 | sell | 952 | 0.10 | 104.929 | 105.789 | 103.136 | ||
| 2810 | 2021.02.12 11:00 | close | 952 | 0.10 | 105.024 | 105.789 | 103.136 | -950.00 | 1435830.00 |
| 2811 | 2021.02.12 11:00 | buy | 953 | 0.10 | 105.026 | 104.390 | 106.932 | ||
| 2812 | 2021.02.19 11:00 | close | 953 | 0.10 | 105.328 | 104.390 | 106.932 | 3020.00 | 1438850.00 |
| 2813 | 2021.02.19 11:00 | sell | 954 | 0.10 | 105.332 | 106.244 | 103.532 | ||
| 2814 | 2021.02.22 06:00 | close | 954 | 0.10 | 105.636 | 106.244 | 103.532 | -3040.00 | 1435810.00 |
| 2815 | 2021.02.22 06:00 | buy | 955 | 0.10 | 105.639 | 105.006 | 107.546 | ||
| 2816 | 2021.02.22 16:00 | close | 955 | 0.10 | 105.346 | 105.006 | 107.546 | -2930.00 | 1432880.00 |
| 2817 | 2021.02.22 16:00 | sell | 956 | 0.10 | 105.347 | 106.244 | 103.552 | ||
| 2818 | 2021.02.24 05:00 | close | 956 | 0.10 | 105.491 | 106.244 | 103.552 | -1440.00 | 1431440.00 |
| 2819 | 2021.02.24 05:00 | buy | 957 | 0.10 | 105.505 | 104.858 | 107.398 | ||
| 2820 | 2021.03.03 15:00 | modify | 957 | 0.10 | 105.505 | 104.898 | 107.398 | ||
| 2821 | 2021.03.03 18:00 | modify | 957 | 0.10 | 105.505 | 104.959 | 107.398 | ||
| 2822 | 2021.03.04 03:00 | modify | 957 | 0.10 | 105.505 | 104.969 | 107.398 | ||
| 2823 | 2021.03.04 06:00 | modify | 957 | 0.10 | 105.505 | 104.972 | 107.398 | ||
| 2824 | 2021.03.04 10:00 | modify | 957 | 0.10 | 105.505 | 105.024 | 107.398 | ||
| 2825 | 2021.03.04 11:00 | modify | 957 | 0.10 | 105.505 | 105.059 | 107.398 | ||
| 2826 | 2021.03.04 12:00 | modify | 957 | 0.10 | 105.505 | 105.185 | 107.398 | ||
| 2827 | 2021.03.04 13:00 | modify | 957 | 0.10 | 105.505 | 105.238 | 107.398 | ||
| 2828 | 2021.03.04 14:50 | t/p | 957 | 0.10 | 107.394 | 105.238 | 107.398 | 18890.00 | 1450330.00 |
| 2829 | 2021.03.04 16:00 | buy | 958 | 0.10 | 107.479 | 106.843 | 109.383 | ||
| 2830 | 2021.03.05 15:00 | close | 958 | 0.10 | 108.263 | 106.843 | 109.383 | 7840.00 | 1458170.00 |
| 2831 | 2021.03.08 10:00 | buy | 959 | 0.10 | 108.509 | 107.867 | 110.407 | ||
| 2832 | 2021.03.23 10:00 | close | 959 | 0.10 | 108.689 | 107.867 | 110.407 | 1800.00 | 1459970.00 |
| 2833 | 2021.03.23 10:00 | sell | 960 | 0.10 | 108.700 | 109.384 | 106.895 | ||
| 2834 | 2021.03.25 11:00 | close | 960 | 0.10 | 109.076 | 109.384 | 106.895 | -3760.00 | 1456210.00 |
| 2835 | 2021.03.25 11:00 | buy | 961 | 0.10 | 109.075 | 108.438 | 110.978 | ||
| 2836 | 2021.03.31 05:00 | modify | 961 | 0.10 | 109.075 | 108.593 | 110.978 | ||
| 2837 | 2021.03.31 07:00 | modify | 961 | 0.10 | 109.075 | 108.737 | 110.978 | ||
| 2838 | 2021.03.31 08:00 | modify | 961 | 0.10 | 109.075 | 108.746 | 110.978 | ||
| 2839 | 2021.03.31 09:00 | modify | 961 | 0.10 | 109.075 | 108.764 | 110.978 | ||
| 2840 | 2021.04.05 17:00 | close | 961 | 0.10 | 110.248 | 108.764 | 110.978 | 11730.00 | 1467940.00 |
| 2841 | 2021.04.05 17:00 | sell | 962 | 0.10 | 110.263 | 110.985 | 108.458 | ||
| 2842 | 2021.04.06 13:00 | close | 962 | 0.10 | 110.487 | 110.985 | 108.458 | -2240.00 | 1465700.00 |
| 2843 | 2021.04.06 13:00 | buy | 963 | 0.10 | 110.496 | 109.859 | 112.399 | ||
| 2844 | 2021.04.06 16:00 | close | 963 | 0.10 | 109.910 | 109.859 | 112.399 | -5860.00 | 1459840.00 |
| 2845 | 2021.04.06 16:00 | sell | 964 | 0.10 | 109.892 | 110.985 | 108.103 | ||
| 2846 | 2021.04.15 13:00 | modify | 964 | 0.10 | 109.892 | 110.874 | 108.103 | ||
| 2847 | 2021.04.15 14:00 | modify | 964 | 0.10 | 109.892 | 110.865 | 108.103 | ||
| 2848 | 2021.04.15 18:00 | modify | 964 | 0.10 | 109.892 | 110.818 | 108.103 | ||
| 2849 | 2021.04.15 21:00 | modify | 964 | 0.10 | 109.892 | 110.795 | 108.103 | ||
| 2850 | 2021.04.15 22:00 | modify | 964 | 0.10 | 109.892 | 110.770 | 108.103 | ||