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 |
| 2851 | 2021.04.15 23:00 | modify | 964 | 0.10 | 109.892 | 110.756 | 108.103 | ||
| 2852 | 2021.04.19 06:00 | modify | 964 | 0.10 | 109.892 | 110.744 | 108.103 | ||
| 2853 | 2021.04.19 07:00 | modify | 964 | 0.10 | 109.892 | 110.720 | 108.103 | ||
| 2854 | 2021.04.19 10:00 | modify | 964 | 0.10 | 109.892 | 110.617 | 108.103 | ||
| 2855 | 2021.04.19 11:15 | t/p | 964 | 0.10 | 108.111 | 110.617 | 108.103 | 17810.00 | 1477650.00 |
| 2856 | 2021.04.19 12:00 | sell | 965 | 0.10 | 108.083 | 109.981 | 106.281 | ||
| 2857 | 2021.05.21 17:00 | close | 965 | 0.10 | 108.874 | 109.981 | 106.281 | -7910.00 | 1469740.00 |
| 2858 | 2021.05.21 17:00 | buy | 966 | 0.10 | 108.886 | 106.980 | 110.680 | ||
| 2859 | 2021.05.28 16:00 | modify | 966 | 0.10 | 108.886 | 107.946 | 110.680 | ||
| 2860 | 2021.05.28 17:00 | modify | 966 | 0.10 | 108.886 | 108.096 | 110.680 | ||
| 2861 | 2021.05.28 20:00 | close | 966 | 0.10 | 109.769 | 108.096 | 110.680 | 8830.00 | 1478570.00 |
| 2862 | 2021.05.28 20:00 | sell | 967 | 0.10 | 109.771 | 110.985 | 107.976 | ||
| 2863 | 2021.06.03 19:00 | close | 967 | 0.10 | 110.299 | 110.985 | 107.976 | -5280.00 | 1473290.00 |
| 2864 | 2021.06.03 19:00 | buy | 968 | 0.10 | 110.296 | 109.649 | 112.189 | ||
| 2865 | 2021.06.04 12:00 | close | 968 | 0.10 | 110.136 | 109.649 | 112.189 | -1600.00 | 1471690.00 |
| 2866 | 2021.06.04 12:00 | sell | 969 | 0.10 | 110.152 | 110.985 | 108.342 | ||
| 2867 | 2021.06.16 22:00 | close | 969 | 0.10 | 110.507 | 110.985 | 108.342 | -3550.00 | 1468140.00 |
| 2868 | 2021.06.16 22:00 | buy | 970 | 0.10 | 110.507 | 109.867 | 112.407 | ||
| 2869 | 2021.06.17 18:00 | close | 970 | 0.10 | 110.240 | 109.867 | 112.407 | -2670.00 | 1465470.00 |
| 2870 | 2021.06.17 18:00 | sell | 971 | 0.10 | 110.224 | 110.985 | 108.433 | ||
| 2871 | 2021.06.22 15:00 | close | 971 | 0.10 | 110.515 | 110.985 | 108.433 | -2910.00 | 1462560.00 |
| 2872 | 2021.06.22 15:00 | buy | 972 | 0.10 | 110.516 | 109.885 | 112.425 | ||
| 2873 | 2021.06.25 16:00 | close | 972 | 0.10 | 110.540 | 109.885 | 112.425 | 240.00 | 1462800.00 |
| 2874 | 2021.06.25 16:00 | sell | 973 | 0.10 | 110.534 | 111.134 | 108.734 | ||
| 2875 | 2021.06.28 15:00 | close | 973 | 0.10 | 110.939 | 111.134 | 108.734 | -4050.00 | 1458750.00 |
| 2876 | 2021.06.28 15:00 | buy | 974 | 0.10 | 110.937 | 110.297 | 112.837 | ||
| 2877 | 2021.06.28 19:00 | close | 974 | 0.10 | 110.516 | 110.297 | 112.837 | -4210.00 | 1454540.00 |
| 2878 | 2021.06.28 19:00 | sell | 975 | 0.10 | 110.512 | 111.134 | 108.714 | ||
| 2879 | 2021.06.29 11:00 | close | 975 | 0.10 | 110.704 | 111.134 | 108.714 | -1920.00 | 1452620.00 |
| 2880 | 2021.06.29 11:00 | buy | 976 | 0.10 | 110.704 | 110.056 | 112.596 | ||
| 2881 | 2021.06.29 18:00 | close | 976 | 0.10 | 110.494 | 110.056 | 112.596 | -2100.00 | 1450520.00 |
| 2882 | 2021.06.29 18:00 | sell | 977 | 0.10 | 110.487 | 111.134 | 108.693 | ||
| 2883 | 2021.06.30 16:00 | close | 977 | 0.10 | 110.638 | 111.134 | 108.693 | -1510.00 | 1449010.00 |
| 2884 | 2021.06.30 16:00 | buy | 978 | 0.10 | 110.651 | 110.008 | 112.548 | ||
| 2885 | 2021.07.05 13:00 | close | 978 | 0.10 | 110.833 | 110.008 | 112.548 | 1820.00 | 1450830.00 |
| 2886 | 2021.07.05 13:00 | sell | 979 | 0.10 | 110.836 | 111.677 | 109.036 | ||
| 2887 | 2021.07.08 19:00 | modify | 979 | 0.10 | 110.836 | 111.672 | 109.036 | ||
| 2888 | 2021.07.19 17:00 | modify | 979 | 0.10 | 110.836 | 111.575 | 109.036 | ||
| 2889 | 2021.07.19 18:00 | modify | 979 | 0.10 | 110.836 | 111.302 | 109.036 | ||
| 2890 | 2021.07.20 11:00 | close | 979 | 0.10 | 109.628 | 111.302 | 109.036 | 12080.00 | 1462910.00 |
| 2891 | 2021.07.20 11:00 | buy | 980 | 0.10 | 109.634 | 107.728 | 111.428 | ||
| 2892 | 2021.07.22 10:00 | close | 980 | 0.10 | 110.131 | 107.728 | 111.428 | 4970.00 | 1467880.00 |
| 2893 | 2021.07.22 10:00 | sell | 981 | 0.10 | 110.120 | 111.677 | 108.323 | ||
| 2894 | 2021.07.30 15:00 | close | 981 | 0.10 | 109.650 | 111.677 | 108.323 | 4700.00 | 1472580.00 |
| 2895 | 2021.07.30 15:00 | buy | 982 | 0.10 | 109.656 | 107.760 | 111.460 | ||
| 2896 | 2021.08.04 16:00 | close | 982 | 0.10 | 108.769 | 107.760 | 111.460 | -8870.00 | 1463710.00 |
| 2897 | 2021.08.04 16:00 | sell | 983 | 0.10 | 108.764 | 109.406 | 106.866 | ||
| 2898 | 2021.08.04 17:15 | s/l | 983 | 0.10 | 109.416 | 109.406 | 106.866 | -6520.00 | 1457190.00 |
| 2899 | 2021.08.04 20:00 | buy | 984 | 0.10 | 109.514 | 108.319 | 111.320 | ||
| 2900 | 2021.08.11 05:00 | modify | 984 | 0.10 | 109.514 | 108.573 | 111.320 | ||
| 2901 | 2021.08.11 10:00 | modify | 984 | 0.10 | 109.514 | 108.585 | 111.320 | ||
| 2902 | 2021.08.11 11:00 | modify | 984 | 0.10 | 109.514 | 108.638 | 111.320 | ||
| 2903 | 2021.08.11 12:00 | modify | 984 | 0.10 | 109.514 | 108.649 | 111.320 | ||
| 2904 | 2021.08.11 13:00 | modify | 984 | 0.10 | 109.514 | 108.697 | 111.320 | ||
| 2905 | 2021.08.11 16:00 | close | 984 | 0.10 | 110.467 | 108.697 | 111.320 | 9530.00 | 1466720.00 |
| 2906 | 2021.08.11 16:00 | sell | 985 | 0.10 | 110.478 | 111.677 | 108.677 | ||
| 2907 | 2021.08.16 11:00 | modify | 985 | 0.10 | 110.478 | 111.450 | 108.677 | ||
| 2908 | 2021.08.16 13:00 | modify | 985 | 0.10 | 110.478 | 111.414 | 108.677 | ||
| 2909 | 2021.08.16 17:00 | modify | 985 | 0.10 | 110.478 | 111.411 | 108.677 | ||
| 2910 | 2021.08.16 18:00 | modify | 985 | 0.10 | 110.478 | 111.271 | 108.677 | ||
| 2911 | 2021.08.16 19:00 | modify | 985 | 0.10 | 110.478 | 111.239 | 108.677 | ||
| 2912 | 2021.08.17 11:00 | close | 985 | 0.10 | 109.332 | 111.239 | 108.677 | 11460.00 | 1478180.00 |
| 2913 | 2021.08.17 11:00 | buy | 986 | 0.10 | 109.332 | 108.534 | 111.126 | ||
| 2914 | 2021.08.18 23:00 | close | 986 | 0.10 | 109.775 | 108.534 | 111.126 | 4430.00 | 1482610.00 |
| 2915 | 2021.08.19 04:00 | buy | 987 | 0.10 | 109.982 | 108.543 | 111.786 | ||
| 2916 | 2021.09.22 03:00 | close | 987 | 0.10 | 109.150 | 108.543 | 111.786 | -8320.00 | 1474290.00 |
| 2917 | 2021.09.22 03:00 | sell | 988 | 0.10 | 109.162 | 109.792 | 107.252 | ||
| 2918 | 2021.09.22 08:00 | close | 988 | 0.10 | 109.509 | 109.792 | 107.252 | -3470.00 | 1470820.00 |
| 2919 | 2021.09.22 08:00 | buy | 989 | 0.10 | 109.518 | 108.704 | 111.319 | ||
| 2920 | 2021.09.27 13:00 | modify | 989 | 0.10 | 109.518 | 108.809 | 111.319 | ||
| 2921 | 2021.09.27 14:00 | modify | 989 | 0.10 | 109.518 | 108.847 | 111.319 | ||
| 2922 | 2021.09.27 16:00 | modify | 989 | 0.10 | 109.518 | 108.930 | 111.319 | ||
| 2923 | 2021.09.28 05:00 | modify | 989 | 0.10 | 109.518 | 108.932 | 111.319 | ||
| 2924 | 2021.09.28 06:00 | modify | 989 | 0.10 | 109.518 | 108.991 | 111.319 | ||
| 2925 | 2021.09.28 07:00 | modify | 989 | 0.10 | 109.518 | 109.078 | 111.319 | ||
| 2926 | 2021.09.28 08:00 | modify | 989 | 0.10 | 109.518 | 109.123 | 111.319 | ||
| 2927 | 2021.09.28 09:35 | t/p | 989 | 0.10 | 111.318 | 109.123 | 111.319 | 18000.00 | 1488820.00 |
| 2928 | 2021.09.28 12:00 | buy | 990 | 0.10 | 111.287 | 110.650 | 113.190 | ||
| 2929 | 2021.10.04 18:00 | close | 990 | 0.10 | 110.885 | 110.650 | 113.190 | -4020.00 | 1484800.00 |
| 2930 | 2021.10.04 18:00 | sell | 991 | 0.10 | 110.880 | 112.098 | 109.084 | ||
| 2931 | 2021.10.05 07:00 | close | 991 | 0.10 | 111.161 | 112.098 | 109.084 | -2810.00 | 1481990.00 |
| 2932 | 2021.10.05 07:00 | buy | 992 | 0.10 | 111.179 | 110.529 | 113.069 | ||
| 2933 | 2021.10.11 08:00 | modify | 992 | 0.10 | 111.179 | 110.590 | 113.069 | ||
| 2934 | 2021.10.11 10:00 | modify | 992 | 0.10 | 111.179 | 110.627 | 113.069 | ||
| 2935 | 2021.10.11 12:00 | modify | 992 | 0.10 | 111.179 | 110.689 | 113.069 | ||
| 2936 | 2021.10.11 13:00 | modify | 992 | 0.10 | 111.179 | 110.810 | 113.069 | ||
| 2937 | 2021.10.11 14:00 | modify | 992 | 0.10 | 111.179 | 110.861 | 113.069 | ||
| 2938 | 2021.10.11 15:29 | t/p | 992 | 0.10 | 113.076 | 110.861 | 113.069 | 18970.00 | 1500960.00 |
| 2939 | 2021.10.14 17:00 | buy | 993 | 0.10 | 113.572 | 112.927 | 115.467 | ||
| 2940 | 2021.10.27 15:00 | close | 993 | 0.10 | 113.661 | 112.927 | 115.467 | 890.00 | 1501850.00 |
| 2941 | 2021.10.27 15:00 | sell | 994 | 0.10 | 113.665 | 114.720 | 111.855 | ||
| 2942 | 2021.10.27 19:00 | close | 994 | 0.10 | 113.745 | 114.720 | 111.855 | -800.00 | 1501050.00 |
| 2943 | 2021.10.28 06:00 | sell | 995 | 0.10 | 113.608 | 114.720 | 111.806 | ||
| 2944 | 2021.10.29 17:00 | close | 995 | 0.10 | 113.937 | 114.720 | 111.806 | -3290.00 | 1497760.00 |
| 2945 | 2021.10.29 17:00 | buy | 996 | 0.10 | 113.945 | 113.305 | 115.845 | ||
| 2946 | 2021.11.01 22:00 | close | 996 | 0.10 | 113.983 | 113.305 | 115.845 | 380.00 | 1498140.00 |
| 2947 | 2021.11.01 22:00 | sell | 997 | 0.10 | 113.981 | 114.720 | 112.180 | ||
| 2948 | 2021.11.16 22:32 | s/l | 997 | 0.10 | 114.718 | 114.720 | 112.180 | -7370.00 | 1490770.00 |
| 2949 | 2021.11.17 17:00 | sell | 998 | 0.10 | 114.555 | 114.989 | 112.745 | ||
| 2950 | 2021.11.23 04:14 | s/l | 998 | 0.10 | 114.991 | 114.989 | 112.745 | -4360.00 | 1486410.00 |
| 2951 | 2021.11.24 08:00 | sell | 999 | 0.10 | 114.938 | 115.256 | 113.128 | ||
| 2952 | 2021.11.24 15:38 | s/l | 999 | 0.10 | 115.246 | 115.256 | 113.128 | -3080.00 | 1483330.00 |
| 2953 | 2021.11.24 21:00 | buy | 1000 | 0.10 | 115.482 | 114.848 | 117.388 | ||
| 2954 | 2021.11.26 02:00 | close | 1000 | 0.10 | 115.076 | 114.848 | 117.388 | -4060.00 | 1479270.00 |
| 2955 | 2021.11.26 02:00 | sell | 1001 | 0.10 | 115.069 | 115.542 | 113.274 | ||
| 2956 | 2021.11.26 17:47 | t/p | 1001 | 0.10 | 113.280 | 115.542 | 113.274 | 17890.00 | 1497160.00 |
| 2957 | 2021.11.30 08:00 | sell | 1002 | 0.10 | 113.075 | 114.979 | 111.279 | ||
| 2958 | 2021.11.30 11:00 | close | 1002 | 0.10 | 112.902 | 114.979 | 111.279 | 1730.00 | 1498890.00 |
| 2959 | 2021.12.01 16:00 | sell | 1003 | 0.10 | 113.142 | 115.037 | 111.337 | ||
| 2960 | 2021.12.29 13:04 | s/l | 1003 | 0.10 | 115.033 | 115.037 | 111.337 | -18910.00 | 1479980.00 |
| 2961 | 2021.12.30 06:00 | buy | 1004 | 0.10 | 115.055 | 114.408 | 116.948 | ||
| 2962 | 2022.01.10 14:00 | close | 1004 | 0.10 | 115.307 | 114.408 | 116.948 | 2520.00 | 1482500.00 |
| 2963 | 2022.01.10 14:00 | sell | 1005 | 0.10 | 115.312 | 116.372 | 113.512 | ||
| 2964 | 2022.01.11 16:00 | close | 1005 | 0.10 | 115.620 | 116.372 | 113.512 | -3080.00 | 1479420.00 |
| 2965 | 2022.01.11 16:00 | buy | 1006 | 0.10 | 115.621 | 114.972 | 117.512 | ||
| 2966 | 2022.01.12 03:00 | close | 1006 | 0.10 | 115.243 | 114.972 | 117.512 | -3780.00 | 1475640.00 |
| 2967 | 2022.01.12 03:00 | sell | 1007 | 0.10 | 115.262 | 116.372 | 113.451 | ||
| 2968 | 2022.01.13 19:00 | modify | 1007 | 0.10 | 115.262 | 116.217 | 113.451 | ||
| 2969 | 2022.01.13 20:00 | modify | 1007 | 0.10 | 115.262 | 116.156 | 113.451 | ||
| 2970 | 2022.01.14 04:00 | modify | 1007 | 0.10 | 115.262 | 116.019 | 113.451 | ||
| 2971 | 2022.01.14 05:00 | modify | 1007 | 0.10 | 115.262 | 115.939 | 113.451 | ||
| 2972 | 2022.01.14 06:00 | modify | 1007 | 0.10 | 115.262 | 115.919 | 113.451 | ||
| 2973 | 2022.01.14 07:00 | modify | 1007 | 0.10 | 115.262 | 115.824 | 113.451 | ||
| 2974 | 2022.01.14 09:00 | modify | 1007 | 0.10 | 115.262 | 115.821 | 113.451 | ||
| 2975 | 2022.01.14 16:00 | modify | 1007 | 0.10 | 115.262 | 115.808 | 113.451 | ||
| 2976 | 2022.01.14 17:00 | modify | 1007 | 0.10 | 115.262 | 115.671 | 113.451 | ||
| 2977 | 2022.01.14 20:00 | close | 1007 | 0.10 | 114.133 | 115.671 | 113.451 | 11290.00 | 1486930.00 |
| 2978 | 2022.01.14 20:00 | buy | 1008 | 0.10 | 114.134 | 112.228 | 115.928 | ||
| 2979 | 2022.01.18 17:00 | close | 1008 | 0.10 | 114.531 | 112.228 | 115.928 | 3970.00 | 1490900.00 |
| 2980 | 2022.01.18 17:00 | sell | 1009 | 0.10 | 114.528 | 116.372 | 112.723 | ||
| 2981 | 2022.01.24 18:00 | close | 1009 | 0.10 | 113.939 | 116.372 | 112.723 | 5890.00 | 1496790.00 |
| 2982 | 2022.01.24 18:00 | buy | 1010 | 0.10 | 113.944 | 112.513 | 115.740 | ||
| 2983 | 2022.01.27 14:00 | modify | 1010 | 0.10 | 113.944 | 113.055 | 115.740 | ||
| 2984 | 2022.01.27 15:00 | modify | 1010 | 0.10 | 113.944 | 113.100 | 115.740 | ||
| 2985 | 2022.01.27 16:00 | modify | 1010 | 0.10 | 113.944 | 113.222 | 115.740 | ||
| 2986 | 2022.01.27 17:00 | modify | 1010 | 0.10 | 113.944 | 113.275 | 115.740 | ||
| 2987 | 2022.01.27 19:00 | modify | 1010 | 0.10 | 113.944 | 113.339 | 115.740 | ||
| 2988 | 2022.01.27 20:00 | modify | 1010 | 0.10 | 113.944 | 113.378 | 115.740 | ||
| 2989 | 2022.01.28 11:00 | modify | 1010 | 0.10 | 113.944 | 113.551 | 115.740 | ||
| 2990 | 2022.01.28 16:00 | close | 1010 | 0.10 | 115.334 | 113.551 | 115.740 | 13900.00 | 1510690.00 |
| 2991 | 2022.01.28 17:00 | sell | 1011 | 0.10 | 115.230 | 116.372 | 113.424 | ||
| 2992 | 2022.02.10 16:00 | close | 1011 | 0.10 | 116.161 | 116.372 | 113.424 | -9310.00 | 1501380.00 |
| 2993 | 2022.02.10 16:00 | buy | 1012 | 0.10 | 116.177 | 115.532 | 118.072 | ||
| 2994 | 2022.02.11 20:45 | s/l | 1012 | 0.10 | 115.537 | 115.532 | 118.072 | -6400.00 | 1494980.00 |
| 2995 | 2022.02.11 21:00 | sell | 1013 | 0.10 | 115.368 | 116.372 | 113.569 | ||
| 2996 | 2022.03.10 04:00 | close | 1013 | 0.10 | 116.046 | 116.372 | 113.569 | -6780.00 | 1488200.00 |
| 2997 | 2022.03.10 04:00 | buy | 1014 | 0.10 | 116.044 | 115.413 | 117.953 | ||
| 2998 | 2022.03.14 03:00 | modify | 1014 | 0.10 | 116.044 | 115.416 | 117.953 | ||
| 2999 | 2022.03.14 04:00 | modify | 1014 | 0.10 | 116.044 | 115.429 | 117.953 | ||
| 3000 | 2022.03.14 06:00 | modify | 1014 | 0.10 | 116.044 | 115.617 | 117.953 | ||