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 |
| 301 | 2008.07.01 11:00 | sell | 98 | 0.10 | 105.800 | 107.710 | 104.010 | ||
| 302 | 2008.07.07 11:26 | s/l | 98 | 0.10 | 107.710 | 107.710 | 104.010 | -19100.00 | 365260.00 |
| 303 | 2008.07.09 17:00 | sell | 99 | 0.10 | 107.136 | 108.610 | 105.345 | ||
| 304 | 2008.07.11 18:00 | modify | 99 | 0.10 | 107.136 | 108.105 | 105.345 | ||
| 305 | 2008.07.15 06:00 | modify | 99 | 0.10 | 107.136 | 108.030 | 105.345 | ||
| 306 | 2008.07.15 07:00 | modify | 99 | 0.10 | 107.136 | 107.965 | 105.345 | ||
| 307 | 2008.07.15 08:00 | modify | 99 | 0.10 | 107.136 | 107.875 | 105.345 | ||
| 308 | 2008.07.15 11:00 | modify | 99 | 0.10 | 107.136 | 107.740 | 105.345 | ||
| 309 | 2008.07.15 11:02 | t/p | 99 | 0.10 | 105.352 | 107.740 | 105.345 | 17840.00 | 383100.00 |
| 310 | 2008.07.17 12:00 | buy | 100 | 0.10 | 105.270 | 103.365 | 107.065 | ||
| 311 | 2008.07.17 21:29 | t/p | 100 | 0.10 | 107.080 | 103.365 | 107.065 | 18100.00 | 401200.00 |
| 312 | 2008.07.21 11:00 | sell | 101 | 0.10 | 106.651 | 108.555 | 104.855 | ||
| 313 | 2008.08.06 09:44 | s/l | 101 | 0.10 | 108.551 | 108.555 | 104.855 | -19000.00 | 382200.00 |
| 314 | 2008.08.06 17:00 | buy | 102 | 0.10 | 109.173 | 108.540 | 111.080 | ||
| 315 | 2008.08.12 22:00 | close | 102 | 0.10 | 109.475 | 108.540 | 111.080 | 3020.00 | 385220.00 |
| 316 | 2008.08.12 22:00 | sell | 103 | 0.10 | 109.485 | 110.410 | 107.680 | ||
| 317 | 2008.08.14 14:00 | close | 103 | 0.10 | 109.700 | 110.410 | 107.680 | -2150.00 | 383070.00 |
| 318 | 2008.08.14 14:00 | buy | 104 | 0.10 | 109.704 | 109.065 | 111.605 | ||
| 319 | 2008.08.19 04:00 | close | 104 | 0.10 | 109.843 | 109.065 | 111.605 | 1390.00 | 384460.00 |
| 320 | 2008.08.19 04:00 | sell | 105 | 0.10 | 109.850 | 110.680 | 108.040 | ||
| 321 | 2008.08.20 10:00 | close | 105 | 0.10 | 110.067 | 110.680 | 108.040 | -2170.00 | 382290.00 |
| 322 | 2008.08.20 10:00 | buy | 106 | 0.10 | 110.069 | 109.430 | 111.970 | ||
| 323 | 2008.08.20 23:00 | close | 106 | 0.10 | 109.774 | 109.430 | 111.970 | -2950.00 | 379340.00 |
| 324 | 2008.08.20 23:01 | sell | 107 | 0.10 | 109.777 | 110.680 | 107.980 | ||
| 325 | 2008.08.21 16:00 | modify | 107 | 0.10 | 109.777 | 110.420 | 107.980 | ||
| 326 | 2008.08.21 17:00 | modify | 107 | 0.10 | 109.777 | 110.395 | 107.980 | ||
| 327 | 2008.08.21 19:00 | modify | 107 | 0.10 | 109.777 | 110.355 | 107.980 | ||
| 328 | 2008.09.01 10:40 | t/p | 107 | 0.10 | 107.983 | 110.355 | 107.980 | 17940.00 | 397280.00 |
| 329 | 2008.09.03 12:00 | sell | 108 | 0.10 | 108.555 | 110.460 | 106.760 | ||
| 330 | 2008.09.04 21:00 | modify | 108 | 0.10 | 108.555 | 109.530 | 106.760 | ||
| 331 | 2008.09.04 22:00 | modify | 108 | 0.10 | 108.555 | 109.480 | 106.760 | ||
| 332 | 2008.09.04 23:00 | modify | 108 | 0.10 | 108.555 | 109.100 | 106.760 | ||
| 333 | 2008.09.05 00:20 | t/p | 108 | 0.10 | 106.745 | 109.100 | 106.760 | 18100.00 | 415380.00 |
| 334 | 2008.09.10 14:00 | buy | 109 | 0.10 | 107.400 | 105.490 | 109.190 | ||
| 335 | 2008.09.15 06:08 | s/l | 109 | 0.10 | 105.480 | 105.490 | 109.190 | -19200.00 | 396180.00 |
| 336 | 2008.09.23 17:00 | buy | 110 | 0.10 | 105.669 | 103.775 | 107.475 | ||
| 337 | 2008.09.25 22:00 | modify | 110 | 0.10 | 105.669 | 104.740 | 107.475 | ||
| 338 | 2008.09.25 22:00 | close | 110 | 0.10 | 106.425 | 104.740 | 107.475 | 7560.00 | 403740.00 |
| 339 | 2008.10.03 17:00 | buy | 111 | 0.10 | 105.473 | 103.570 | 107.270 | ||
| 340 | 2008.10.06 07:13 | s/l | 111 | 0.10 | 103.577 | 103.570 | 107.270 | -18960.00 | 384780.00 |
| 341 | 2008.10.14 20:00 | sell | 112 | 0.10 | 102.160 | 102.805 | 100.265 | ||
| 342 | 2008.10.15 22:00 | modify | 112 | 0.10 | 102.160 | 102.725 | 100.265 | ||
| 343 | 2008.10.15 23:00 | t/p | 112 | 0.10 | 100.264 | 102.725 | 100.265 | 18960.00 | 403740.00 |
| 344 | 2008.10.21 08:00 | sell | 113 | 0.10 | 101.570 | 102.205 | 99.665 | ||
| 345 | 2008.10.22 07:28 | t/p | 113 | 0.10 | 99.655 | 102.205 | 99.665 | 19150.00 | 422890.00 |
| 346 | 2008.11.04 04:00 | sell | 114 | 0.10 | 98.757 | 99.405 | 96.865 | ||
| 347 | 2008.11.04 12:25 | s/l | 114 | 0.10 | 99.414 | 99.405 | 96.865 | -6570.00 | 416320.00 |
| 348 | 2008.11.06 21:00 | sell | 115 | 0.10 | 97.776 | 98.415 | 95.875 | ||
| 349 | 2008.11.07 03:00 | close | 115 | 0.10 | 97.079 | 98.415 | 95.875 | 6970.00 | 423290.00 |
| 350 | 2008.11.11 17:00 | sell | 116 | 0.10 | 97.537 | 98.170 | 95.630 | ||
| 351 | 2008.11.12 17:00 | close | 116 | 0.10 | 96.411 | 98.170 | 95.630 | 11260.00 | 434550.00 |
| 352 | 2008.11.18 11:00 | sell | 117 | 0.10 | 96.335 | 96.975 | 94.435 | ||
| 353 | 2008.11.18 16:09 | s/l | 117 | 0.10 | 96.971 | 96.975 | 94.435 | -6360.00 | 428190.00 |
| 354 | 2008.11.19 21:00 | sell | 118 | 0.10 | 96.366 | 97.015 | 94.475 | ||
| 355 | 2008.11.20 16:21 | t/p | 118 | 0.10 | 94.477 | 97.015 | 94.475 | 18890.00 | 447080.00 |
| 356 | 2008.11.27 07:00 | sell | 119 | 0.10 | 95.068 | 95.710 | 93.170 | ||
| 357 | 2008.11.28 17:45 | s/l | 119 | 0.10 | 95.714 | 95.710 | 93.170 | -6460.00 | 440620.00 |
| 358 | 2008.11.28 18:00 | sell | 120 | 0.10 | 95.180 | 95.815 | 93.275 | ||
| 359 | 2008.12.01 18:00 | modify | 120 | 0.10 | 95.180 | 95.800 | 93.275 | ||
| 360 | 2008.12.01 19:30 | t/p | 120 | 0.10 | 93.276 | 95.800 | 93.275 | 19040.00 | 459660.00 |
| 361 | 2008.12.03 05:00 | buy | 121 | 0.10 | 93.526 | 91.620 | 95.320 | ||
| 362 | 2008.12.03 16:00 | close | 121 | 0.10 | 92.852 | 91.620 | 95.320 | -6740.00 | 452920.00 |
| 363 | 2008.12.03 16:00 | sell | 122 | 0.10 | 92.829 | 93.495 | 90.955 | ||
| 364 | 2008.12.03 17:00 | close | 122 | 0.10 | 92.700 | 93.495 | 90.955 | 1290.00 | 454210.00 |
| 365 | 2008.12.03 17:00 | sell | 123 | 0.10 | 92.652 | 93.295 | 90.755 | ||
| 366 | 2008.12.03 17:59 | s/l | 123 | 0.10 | 93.314 | 93.295 | 90.755 | -6620.00 | 447590.00 |
| 367 | 2008.12.03 21:00 | sell | 124 | 0.10 | 92.775 | 93.405 | 90.865 | ||
| 368 | 2008.12.03 22:56 | s/l | 124 | 0.10 | 93.396 | 93.405 | 90.865 | -6210.00 | 441380.00 |
| 369 | 2008.12.03 23:00 | buy | 125 | 0.10 | 93.421 | 91.520 | 95.220 | ||
| 370 | 2008.12.04 14:00 | close | 125 | 0.10 | 92.620 | 91.520 | 95.220 | -8010.00 | 433370.00 |
| 371 | 2008.12.04 14:00 | sell | 126 | 0.10 | 92.632 | 93.260 | 90.720 | ||
| 372 | 2008.12.05 21:43 | s/l | 126 | 0.10 | 93.266 | 93.260 | 90.720 | -6340.00 | 427030.00 |
| 373 | 2008.12.10 09:00 | buy | 127 | 0.10 | 92.882 | 90.990 | 94.690 | ||
| 374 | 2008.12.12 05:46 | s/l | 127 | 0.10 | 90.973 | 90.990 | 94.690 | -19090.00 | 407940.00 |
| 375 | 2008.12.15 15:00 | sell | 128 | 0.10 | 90.695 | 91.325 | 88.785 | ||
| 376 | 2008.12.16 22:56 | t/p | 128 | 0.10 | 88.788 | 91.325 | 88.785 | 19070.00 | 427010.00 |
| 377 | 2008.12.23 14:00 | sell | 129 | 0.10 | 90.078 | 90.715 | 88.175 | ||
| 378 | 2008.12.23 19:55 | s/l | 129 | 0.10 | 90.731 | 90.715 | 88.175 | -6530.00 | 420480.00 |
| 379 | 2008.12.24 11:00 | sell | 130 | 0.10 | 90.273 | 90.905 | 88.365 | ||
| 380 | 2008.12.30 02:53 | s/l | 130 | 0.10 | 90.904 | 90.905 | 88.365 | -6310.00 | 414170.00 |
| 381 | 2008.12.30 13:00 | sell | 131 | 0.10 | 90.098 | 90.740 | 88.200 | ||
| 382 | 2008.12.31 15:53 | s/l | 131 | 0.10 | 90.755 | 90.740 | 88.200 | -6570.00 | 407600.00 |
| 383 | 2009.01.08 07:00 | sell | 132 | 0.10 | 92.517 | 93.165 | 90.625 | ||
| 384 | 2009.01.08 23:00 | close | 132 | 0.10 | 91.178 | 93.165 | 90.625 | 13390.00 | 420990.00 |
| 385 | 2009.01.13 16:00 | buy | 133 | 0.10 | 89.713 | 87.820 | 91.520 | ||
| 386 | 2009.01.19 01:00 | modify | 133 | 0.10 | 89.713 | 88.855 | 91.520 | ||
| 387 | 2009.01.19 02:00 | modify | 133 | 0.10 | 89.713 | 88.900 | 91.520 | ||
| 388 | 2009.01.19 03:00 | modify | 133 | 0.10 | 89.713 | 89.100 | 91.520 | ||
| 389 | 2009.01.21 17:29 | s/l | 133 | 0.10 | 89.086 | 89.100 | 91.520 | -6270.00 | 414720.00 |
| 390 | 2009.01.27 05:00 | buy | 134 | 0.10 | 89.718 | 87.820 | 91.520 | ||
| 391 | 2009.01.27 07:00 | close | 134 | 0.10 | 89.352 | 87.820 | 91.520 | -3660.00 | 411060.00 |
| 392 | 2009.01.28 12:00 | buy | 135 | 0.10 | 89.326 | 87.425 | 91.125 | ||
| 393 | 2009.01.28 23:00 | modify | 135 | 0.10 | 89.326 | 88.445 | 91.125 | ||
| 394 | 2009.02.05 18:33 | t/p | 135 | 0.10 | 91.127 | 88.445 | 91.125 | 18010.00 | 429070.00 |
| 395 | 2009.02.06 16:00 | buy | 136 | 0.10 | 91.614 | 89.720 | 93.420 | ||
| 396 | 2009.02.06 21:00 | close | 136 | 0.10 | 92.122 | 89.720 | 93.420 | 5080.00 | 434150.00 |
| 397 | 2009.02.11 19:00 | buy | 137 | 0.10 | 90.670 | 88.775 | 92.475 | ||
| 398 | 2009.02.13 18:00 | modify | 137 | 0.10 | 90.670 | 89.680 | 92.475 | ||
| 399 | 2009.02.13 19:00 | modify | 137 | 0.10 | 90.670 | 89.855 | 92.475 | ||
| 400 | 2009.02.13 23:00 | modify | 137 | 0.10 | 90.670 | 89.860 | 92.475 | ||
| 401 | 2009.02.17 05:00 | modify | 137 | 0.10 | 90.670 | 90.065 | 92.475 | ||
| 402 | 2009.02.17 05:39 | t/p | 137 | 0.10 | 92.478 | 90.065 | 92.475 | 18080.00 | 452230.00 |
| 403 | 2009.02.20 11:00 | sell | 138 | 0.10 | 93.753 | 95.655 | 91.955 | ||
| 404 | 2009.02.20 16:00 | close | 138 | 0.10 | 94.332 | 95.655 | 91.955 | -5790.00 | 446440.00 |
| 405 | 2009.02.20 16:00 | buy | 139 | 0.10 | 94.314 | 93.690 | 96.230 | ||
| 406 | 2009.02.20 19:00 | close | 139 | 0.10 | 93.881 | 93.690 | 96.230 | -4330.00 | 442110.00 |
| 407 | 2009.02.20 19:00 | sell | 140 | 0.10 | 93.872 | 95.775 | 92.075 | ||
| 408 | 2009.02.24 07:00 | close | 140 | 0.10 | 94.995 | 95.775 | 92.075 | -11230.00 | 430880.00 |
| 409 | 2009.02.24 07:00 | buy | 141 | 0.10 | 94.985 | 94.340 | 96.880 | ||
| 410 | 2009.02.24 17:43 | t/p | 141 | 0.10 | 96.879 | 94.340 | 96.880 | 18940.00 | 449820.00 |
| 411 | 2009.02.27 22:00 | buy | 142 | 0.10 | 97.863 | 97.215 | 99.755 | ||
| 412 | 2009.03.02 01:30 | s/l | 142 | 0.10 | 97.215 | 97.215 | 99.755 | -6480.00 | 443340.00 |
| 413 | 2009.03.02 22:00 | buy | 143 | 0.10 | 97.740 | 97.090 | 99.630 | ||
| 414 | 2009.03.03 00:58 | s/l | 143 | 0.10 | 97.094 | 97.090 | 99.630 | -6460.00 | 436880.00 |
| 415 | 2009.03.03 10:00 | buy | 144 | 0.10 | 97.776 | 97.135 | 99.675 | ||
| 416 | 2009.03.04 13:00 | modify | 144 | 0.10 | 97.776 | 97.260 | 99.675 | ||
| 417 | 2009.03.04 14:00 | modify | 144 | 0.10 | 97.776 | 97.265 | 99.675 | ||
| 418 | 2009.03.04 17:00 | modify | 144 | 0.10 | 97.776 | 97.270 | 99.675 | ||
| 419 | 2009.03.04 19:00 | modify | 144 | 0.10 | 97.776 | 97.290 | 99.675 | ||
| 420 | 2009.03.05 09:28 | t/p | 144 | 0.10 | 99.680 | 97.290 | 99.675 | 19040.00 | 455920.00 |
| 421 | 2009.03.05 10:00 | buy | 145 | 0.10 | 99.617 | 98.970 | 101.510 | ||
| 422 | 2009.03.05 13:56 | s/l | 145 | 0.10 | 98.980 | 98.970 | 101.510 | -6370.00 | 449550.00 |
| 423 | 2009.03.11 03:00 | buy | 146 | 0.10 | 98.789 | 98.150 | 100.690 | ||
| 424 | 2009.03.11 15:07 | s/l | 146 | 0.10 | 98.160 | 98.150 | 100.690 | -6290.00 | 443260.00 |
| 425 | 2009.03.13 12:00 | buy | 147 | 0.10 | 98.495 | 97.850 | 100.390 | ||
| 426 | 2009.03.13 18:11 | s/l | 147 | 0.10 | 97.840 | 97.850 | 100.390 | -6550.00 | 436710.00 |
| 427 | 2009.03.16 04:00 | buy | 148 | 0.10 | 98.405 | 97.755 | 100.295 | ||
| 428 | 2009.03.18 17:15 | s/l | 148 | 0.10 | 97.753 | 97.755 | 100.295 | -6520.00 | 430190.00 |
| 429 | 2009.03.24 23:00 | sell | 149 | 0.10 | 97.778 | 99.695 | 95.975 | ||
| 430 | 2009.03.30 10:44 | t/p | 149 | 0.10 | 95.968 | 99.695 | 95.975 | 18100.00 | 448290.00 |
| 431 | 2009.04.01 16:00 | sell | 150 | 0.10 | 98.545 | 99.695 | 96.735 | ||
| 432 | 2009.04.02 12:35 | s/l | 150 | 0.10 | 99.731 | 99.695 | 96.735 | -11860.00 | 436430.00 |
| 433 | 2009.04.07 03:00 | sell | 151 | 0.10 | 100.407 | 101.460 | 98.605 | ||
| 434 | 2009.04.14 18:00 | modify | 151 | 0.10 | 100.407 | 101.300 | 98.605 | ||
| 435 | 2009.04.14 20:00 | modify | 151 | 0.10 | 100.407 | 101.185 | 98.605 | ||
| 436 | 2009.04.14 21:00 | modify | 151 | 0.10 | 100.407 | 101.070 | 98.605 | ||
| 437 | 2009.04.14 22:00 | modify | 151 | 0.10 | 100.407 | 100.965 | 98.605 | ||
| 438 | 2009.04.14 23:00 | modify | 151 | 0.10 | 100.407 | 100.930 | 98.605 | ||
| 439 | 2009.04.15 02:00 | modify | 151 | 0.10 | 100.407 | 100.920 | 98.605 | ||
| 440 | 2009.04.15 04:51 | t/p | 151 | 0.10 | 98.592 | 100.920 | 98.605 | 18150.00 | 454580.00 |
| 441 | 2009.04.16 08:00 | sell | 152 | 0.10 | 98.953 | 100.850 | 97.150 | ||
| 442 | 2009.04.20 22:00 | modify | 152 | 0.10 | 98.953 | 99.940 | 97.150 | ||
| 443 | 2009.04.20 23:00 | modify | 152 | 0.10 | 98.953 | 99.930 | 97.150 | ||
| 444 | 2009.04.21 00:00 | modify | 152 | 0.10 | 98.953 | 99.925 | 97.150 | ||
| 445 | 2009.04.21 04:00 | modify | 152 | 0.10 | 98.953 | 99.860 | 97.150 | ||
| 446 | 2009.04.22 17:00 | modify | 152 | 0.10 | 98.953 | 99.800 | 97.150 | ||
| 447 | 2009.04.23 08:00 | modify | 152 | 0.10 | 98.953 | 99.775 | 97.150 | ||
| 448 | 2009.04.24 05:55 | t/p | 152 | 0.10 | 97.154 | 99.775 | 97.150 | 17990.00 | 472570.00 |
| 449 | 2009.04.29 02:00 | buy | 153 | 0.10 | 96.565 | 94.675 | 98.375 | ||
| 450 | 2009.04.30 05:00 | modify | 153 | 0.10 | 96.565 | 95.650 | 98.375 | ||