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 |
| 3001 | 2022.03.14 07:00 | modify | 1014 | 0.10 | 116.044 | 115.732 | 117.953 | |
| 3002 | 2022.03.14 13:02 | t/p | 1014 | 0.10 | 117.947 | 115.732 | 117.953 | 19030.00 | 1507230.00 |
| 3003 | 2022.03.18 07:00 | buy | 1015 | 0.10 | 118.776 | 118.137 | 120.677 | |
| 3004 | 2022.03.22 09:00 | modify | 1015 | 0.10 | 118.776 | 118.275 | 120.677 | |
| 3005 | 2022.03.22 11:00 | modify | 1015 | 0.10 | 118.776 | 118.373 | 120.677 | |
| 3006 | 2022.03.22 12:41 | t/p | 1015 | 0.10 | 120.676 | 118.373 | 120.677 | 19000.00 | 1526230.00 |
| 3007 | 2022.03.28 02:00 | buy | 1016 | 0.10 | 122.281 | 121.639 | 124.179 | |
| 3008 | 2022.03.28 11:00 | close | 1016 | 0.10 | 123.929 | 121.639 | 124.179 | 16480.00 | 1542710.00 |
| 3009 | 2022.03.31 03:00 | buy | 1017 | 0.10 | 122.037 | 121.387 | 123.927 | |
| 3010 | 2022.03.31 10:09 | s/l | 1017 | 0.10 | 121.379 | 121.387 | 123.927 | -6580.00 | 1536130.00 |
| 3011 | 2022.04.01 04:00 | buy | 1018 | 0.10 | 122.131 | 121.482 | 124.022 | |
| 3012 | 2022.04.01 19:00 | close | 1018 | 0.10 | 122.605 | 121.482 | 124.022 | 4740.00 | 1540870.00 |
| 3013 | 2022.04.04 14:00 | buy | 1019 | 0.10 | 122.811 | 122.174 | 124.714 | |
| 3014 | 2022.04.08 17:00 | modify | 1019 | 0.10 | 122.811 | 122.296 | 124.714 | |
| 3015 | 2022.04.08 18:00 | modify | 1019 | 0.10 | 122.811 | 122.480 | 124.714 | |
| 3016 | 2022.04.11 04:30 | t/p | 1019 | 0.10 | 124.713 | 122.480 | 124.714 | 19020.00 | 1559890.00 |
| 3017 | 2022.04.11 05:00 | buy | 1020 | 0.10 | 124.754 | 124.116 | 126.656 | |
| 3018 | 2022.04.15 05:00 | modify | 1020 | 0.10 | 124.754 | 124.204 | 126.656 | |
| 3019 | 2022.04.15 06:00 | modify | 1020 | 0.10 | 124.754 | 124.325 | 126.656 | |
| 3020 | 2022.04.15 07:00 | modify | 1020 | 0.10 | 124.754 | 124.345 | 126.656 | |
| 3021 | 2022.04.15 09:19 | t/p | 1020 | 0.10 | 126.661 | 124.345 | 126.656 | 19070.00 | 1578960.00 |
| 3022 | 2022.04.15 12:00 | buy | 1021 | 0.10 | 126.508 | 125.859 | 128.399 | |
| 3023 | 2022.04.19 09:00 | modify | 1021 | 0.10 | 126.508 | 126.040 | 128.399 | |
| 3024 | 2022.04.19 10:00 | modify | 1021 | 0.10 | 126.508 | 126.065 | 128.399 | |
| 3025 | 2022.04.19 11:00 | modify | 1021 | 0.10 | 126.508 | 126.119 | 128.399 | |
| 3026 | 2022.04.19 11:36 | t/p | 1021 | 0.10 | 128.389 | 126.119 | 128.399 | 18810.00 | 1597770.00 |
| 3027 | 2022.04.21 08:00 | buy | 1022 | 0.10 | 128.371 | 127.732 | 130.272 | |
| 3028 | 2022.04.25 16:47 | s/l | 1022 | 0.10 | 127.734 | 127.732 | 130.272 | -6370.00 | 1591400.00 |
| 3029 | 2022.04.27 06:00 | buy | 1023 | 0.10 | 127.790 | 127.153 | 129.693 | |
| 3030 | 2022.04.28 06:20 | t/p | 1023 | 0.10 | 129.690 | 127.153 | 129.693 | 19000.00 | 1610400.00 |
| 3031 | 2022.05.02 07:00 | buy | 1024 | 0.10 | 130.282 | 129.649 | 132.189 | |
| 3032 | 2022.05.04 21:47 | s/l | 1024 | 0.10 | 129.629 | 129.649 | 132.189 | -6530.00 | 1603870.00 |
| 3033 | 2022.05.09 07:00 | buy | 1025 | 0.10 | 130.959 | 130.324 | 132.864 | |
| 3034 | 2022.05.09 10:00 | close | 1025 | 0.10 | 131.267 | 130.324 | 132.864 | 3080.00 | 1606950.00 |
| 3035 | 2022.05.09 10:00 | buy | 1026 | 0.10 | 131.269 | 130.639 | 133.179 | |
| 3036 | 2022.05.09 15:32 | s/l | 1026 | 0.10 | 130.647 | 130.639 | 133.179 | -6220.00 | 1600730.00 |
| 3037 | 2022.05.09 18:00 | sell | 1027 | 0.10 | 130.538 | 131.365 | 128.734 | |
| 3038 | 2022.05.11 23:00 | close | 1027 | 0.10 | 129.950 | 131.365 | 128.734 | 5880.00 | 1606610.00 |
| 3039 | 2022.05.16 07:00 | sell | 1028 | 0.10 | 128.918 | 130.808 | 127.108 | |
| 3040 | 2022.05.19 14:00 | modify | 1028 | 0.10 | 128.918 | 129.714 | 127.108 | |
| 3041 | 2022.05.19 15:52 | t/p | 1028 | 0.10 | 127.102 | 129.714 | 127.108 | 18160.00 | 1624770.00 |
| 3042 | 2022.05.20 20:00 | sell | 1029 | 0.10 | 127.702 | 129.602 | 125.902 | |
| 3043 | 2022.05.24 19:00 | modify | 1029 | 0.10 | 127.702 | 128.616 | 125.902 | |
| 3044 | 2022.05.31 15:54 | s/l | 1029 | 0.10 | 128.622 | 128.616 | 125.902 | -9200.00 | 1615570.00 |
| 3045 | 2022.06.02 13:00 | sell | 1030 | 0.10 | 129.774 | 131.365 | 127.964 | |
| 3046 | 2022.06.06 17:37 | s/l | 1030 | 0.10 | 131.366 | 131.365 | 127.964 | -15920.00 | 1599650.00 |
| 3047 | 2022.06.08 04:00 | buy | 1031 | 0.10 | 133.082 | 132.437 | 134.977 | |
| 3048 | 2022.06.08 05:00 | close | 1031 | 0.10 | 133.124 | 132.437 | 134.977 | 420.00 | 1600070.00 |
| 3049 | 2022.06.08 05:00 | buy | 1032 | 0.10 | 133.129 | 132.492 | 135.032 | |
| 3050 | 2022.06.08 08:00 | close | 1032 | 0.10 | 133.243 | 132.492 | 135.032 | 1140.00 | 1601210.00 |
| 3051 | 2022.06.08 08:00 | buy | 1033 | 0.10 | 133.255 | 132.617 | 135.157 | |
| 3052 | 2022.06.08 10:00 | close | 1033 | 0.10 | 133.307 | 132.617 | 135.157 | 520.00 | 1601730.00 |
| 3053 | 2022.06.10 21:00 | buy | 1034 | 0.10 | 134.380 | 133.733 | 136.273 | |
| 3054 | 2022.06.13 16:40 | s/l | 1034 | 0.10 | 133.726 | 133.733 | 136.273 | -6540.00 | 1595190.00 |
| 3055 | 2022.06.14 07:00 | buy | 1035 | 0.10 | 134.570 | 133.938 | 136.478 | |
| 3056 | 2022.06.15 21:40 | s/l | 1035 | 0.10 | 133.936 | 133.938 | 136.478 | -6340.00 | 1588850.00 |
| 3057 | 2022.06.21 01:00 | buy | 1036 | 0.10 | 135.104 | 134.470 | 137.010 | |
| 3058 | 2022.06.21 05:00 | close | 1036 | 0.10 | 135.138 | 134.470 | 137.010 | 340.00 | 1589190.00 |
| 3059 | 2022.06.21 10:00 | buy | 1037 | 0.10 | 135.141 | 134.510 | 137.050 | |
| 3060 | 2022.06.21 11:00 | close | 1037 | 0.10 | 135.228 | 134.510 | 137.050 | 870.00 | 1590060.00 |
| 3061 | 2022.06.21 11:00 | buy | 1038 | 0.10 | 135.240 | 134.590 | 137.130 | |
| 3062 | 2022.06.21 12:00 | close | 1038 | 0.10 | 135.303 | 134.590 | 137.130 | 630.00 | 1590690.00 |
| 3063 | 2022.06.21 12:00 | buy | 1039 | 0.10 | 135.309 | 134.671 | 137.211 | |
| 3064 | 2022.06.21 13:00 | close | 1039 | 0.10 | 135.422 | 134.671 | 137.211 | 1130.00 | 1591820.00 |
| 3065 | 2022.06.21 13:00 | buy | 1040 | 0.10 | 135.436 | 134.792 | 137.332 | |
| 3066 | 2022.06.21 14:00 | close | 1040 | 0.10 | 135.791 | 134.792 | 137.332 | 3550.00 | 1595370.00 |
| 3067 | 2022.06.21 14:00 | buy | 1041 | 0.10 | 135.815 | 135.169 | 137.709 | |
| 3068 | 2022.06.21 15:00 | close | 1041 | 0.10 | 136.176 | 135.169 | 137.709 | 3610.00 | 1598980.00 |
| 3069 | 2022.06.24 13:00 | buy | 1042 | 0.10 | 135.023 | 134.393 | 136.933 | |
| 3070 | 2022.06.29 14:00 | modify | 1042 | 0.10 | 135.023 | 134.419 | 136.933 | |
| 3071 | 2022.06.29 16:31 | t/p | 1042 | 0.10 | 136.936 | 134.419 | 136.933 | 19130.00 | 1618110.00 |
| 3072 | 2022.07.04 10:00 | buy | 1043 | 0.10 | 135.427 | 134.787 | 137.327 | |
| 3073 | 2022.07.11 06:00 | modify | 1043 | 0.10 | 135.427 | 135.005 | 137.327 | |
| 3074 | 2022.07.11 14:56 | t/p | 1043 | 0.10 | 137.336 | 135.005 | 137.327 | 19090.00 | 1637200.00 |
| 3075 | 2022.07.13 17:00 | buy | 1044 | 0.10 | 137.628 | 136.982 | 139.522 | |
| 3076 | 2022.07.14 12:00 | modify | 1044 | 0.10 | 137.628 | 136.997 | 139.522 | |
| 3077 | 2022.07.14 17:00 | modify | 1044 | 0.10 | 137.628 | 137.032 | 139.522 | |
| 3078 | 2022.07.14 19:00 | modify | 1044 | 0.10 | 137.628 | 137.144 | 139.522 | |
| 3079 | 2022.07.14 19:00 | close | 1044 | 0.10 | 138.916 | 137.144 | 139.522 | 12880.00 | 1650080.00 |
| 3080 | 2022.07.18 04:00 | sell | 1045 | 0.10 | 138.172 | 139.407 | 136.376 | |
| 3081 | 2022.07.22 16:00 | modify | 1045 | 0.10 | 138.172 | 138.994 | 136.376 | |
| 3082 | 2022.07.22 16:45 | t/p | 1045 | 0.10 | 136.359 | 138.994 | 136.376 | 18130.00 | 1668210.00 |
| 3083 | 2022.07.26 05:00 | sell | 1046 | 0.10 | 136.334 | 138.234 | 134.534 | |
| 3084 | 2022.07.28 16:18 | t/p | 1046 | 0.10 | 134.532 | 138.234 | 134.534 | 18020.00 | 1686230.00 |