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 |
| 451 | 2009.04.30 14:00 | modify | 153 | 0.10 | 96.565 | 95.850 | 98.375 | ||
| 452 | 2009.04.30 15:00 | modify | 153 | 0.10 | 96.565 | 96.040 | 98.375 | ||
| 453 | 2009.04.30 15:53 | t/p | 153 | 0.10 | 98.379 | 96.040 | 98.375 | 18140.00 | 490710.00 |
| 454 | 2009.05.04 19:00 | sell | 154 | 0.10 | 99.126 | 101.020 | 97.320 | ||
| 455 | 2009.05.11 13:00 | modify | 154 | 0.10 | 99.126 | 100.115 | 97.320 | ||
| 456 | 2009.05.11 14:00 | modify | 154 | 0.10 | 99.126 | 99.985 | 97.320 | ||
| 457 | 2009.05.11 16:00 | modify | 154 | 0.10 | 99.126 | 99.955 | 97.320 | ||
| 458 | 2009.05.11 16:38 | t/p | 154 | 0.10 | 97.318 | 99.955 | 97.320 | 18080.00 | 508790.00 |
| 459 | 2009.05.12 11:00 | buy | 155 | 0.10 | 97.654 | 95.755 | 99.455 | ||
| 460 | 2009.05.13 18:40 | s/l | 155 | 0.10 | 95.758 | 95.755 | 99.455 | -18960.00 | 489830.00 |
| 461 | 2009.05.14 17:00 | buy | 156 | 0.10 | 95.692 | 93.790 | 97.490 | ||
| 462 | 2009.05.15 10:00 | close | 156 | 0.10 | 95.437 | 93.790 | 97.490 | -2550.00 | 487280.00 |
| 463 | 2009.05.15 10:00 | sell | 157 | 0.10 | 95.443 | 96.085 | 93.545 | ||
| 464 | 2009.05.18 18:46 | s/l | 157 | 0.10 | 96.078 | 96.085 | 93.545 | -6350.00 | 480930.00 |
| 465 | 2009.05.19 10:00 | buy | 158 | 0.10 | 96.496 | 94.605 | 98.305 | ||
| 466 | 2009.05.20 06:00 | close | 158 | 0.10 | 95.640 | 94.605 | 98.305 | -8560.00 | 472370.00 |
| 467 | 2009.05.20 06:00 | sell | 159 | 0.10 | 95.655 | 96.280 | 93.740 | ||
| 468 | 2009.05.22 03:00 | modify | 159 | 0.10 | 95.655 | 96.245 | 93.740 | ||
| 469 | 2009.05.22 04:00 | modify | 159 | 0.10 | 95.655 | 96.000 | 93.740 | ||
| 470 | 2009.05.27 02:00 | close | 159 | 0.10 | 95.071 | 96.000 | 93.740 | 5840.00 | 478210.00 |
| 471 | 2009.05.27 02:00 | buy | 160 | 0.10 | 95.074 | 93.180 | 96.880 | ||
| 472 | 2009.05.27 19:00 | close | 160 | 0.10 | 95.004 | 93.180 | 96.880 | -700.00 | 477510.00 |
| 473 | 2009.05.27 19:00 | sell | 161 | 0.10 | 95.019 | 95.650 | 93.110 | ||
| 474 | 2009.05.28 02:00 | close | 161 | 0.10 | 95.394 | 95.650 | 93.110 | -3750.00 | 473760.00 |
| 475 | 2009.05.28 02:01 | buy | 162 | 0.10 | 95.411 | 93.500 | 97.200 | ||
| 476 | 2009.05.28 11:00 | modify | 162 | 0.10 | 95.411 | 94.935 | 97.200 | ||
| 477 | 2009.05.28 11:00 | close | 162 | 0.10 | 96.640 | 94.935 | 97.200 | 12290.00 | 486050.00 |
| 478 | 2009.06.03 09:00 | buy | 163 | 0.10 | 95.949 | 94.040 | 97.740 | ||
| 479 | 2009.06.05 15:52 | t/p | 163 | 0.10 | 97.749 | 94.040 | 97.740 | 18000.00 | 504050.00 |
| 480 | 2009.06.08 16:00 | sell | 164 | 0.10 | 98.304 | 100.205 | 96.505 | ||
| 481 | 2009.06.10 05:00 | modify | 164 | 0.10 | 98.304 | 99.255 | 96.505 | ||
| 482 | 2009.06.10 12:00 | close | 164 | 0.10 | 97.719 | 99.255 | 96.505 | 5850.00 | 509900.00 |
| 483 | 2009.06.10 12:00 | buy | 165 | 0.10 | 97.716 | 95.825 | 99.525 | ||
| 484 | 2009.06.11 07:00 | close | 165 | 0.10 | 97.898 | 95.825 | 99.525 | 1820.00 | 511720.00 |
| 485 | 2009.06.11 07:00 | sell | 166 | 0.10 | 97.889 | 99.790 | 96.090 | ||
| 486 | 2009.06.19 18:00 | modify | 166 | 0.10 | 97.889 | 98.880 | 96.090 | ||
| 487 | 2009.06.19 18:56 | t/p | 166 | 0.10 | 96.092 | 98.880 | 96.090 | 17970.00 | 529690.00 |
| 488 | 2009.06.24 15:00 | buy | 167 | 0.10 | 95.493 | 93.585 | 97.285 | ||
| 489 | 2009.07.01 06:00 | modify | 167 | 0.10 | 95.493 | 94.695 | 97.285 | ||
| 490 | 2009.07.01 09:00 | modify | 167 | 0.10 | 95.493 | 94.750 | 97.285 | ||
| 491 | 2009.07.01 14:00 | modify | 167 | 0.10 | 95.493 | 94.785 | 97.285 | ||
| 492 | 2009.07.01 15:00 | modify | 167 | 0.10 | 95.493 | 94.800 | 97.285 | ||
| 493 | 2009.07.06 16:30 | s/l | 167 | 0.10 | 94.795 | 94.800 | 97.285 | -6980.00 | 522710.00 |
| 494 | 2009.07.08 18:00 | sell | 168 | 0.10 | 94.127 | 94.770 | 92.230 | ||
| 495 | 2009.07.08 19:00 | close | 168 | 0.10 | 92.920 | 94.770 | 92.230 | 12070.00 | 534780.00 |
| 496 | 2009.07.10 10:00 | sell | 169 | 0.10 | 92.614 | 93.260 | 90.720 | ||
| 497 | 2009.07.10 18:00 | close | 169 | 0.10 | 92.243 | 93.260 | 90.720 | 3710.00 | 538490.00 |
| 498 | 2009.07.13 09:00 | sell | 170 | 0.10 | 92.229 | 92.875 | 90.335 | ||
| 499 | 2009.07.13 21:45 | s/l | 170 | 0.10 | 92.884 | 92.875 | 90.335 | -6550.00 | 531940.00 |
| 500 | 2009.07.15 01:00 | buy | 171 | 0.10 | 93.635 | 91.730 | 95.430 | ||
| 501 | 2009.07.23 18:00 | modify | 171 | 0.10 | 93.635 | 92.740 | 95.430 | ||
| 502 | 2009.07.23 21:00 | modify | 171 | 0.10 | 93.635 | 92.840 | 95.430 | ||
| 503 | 2009.07.23 22:00 | modify | 171 | 0.10 | 93.635 | 93.070 | 95.430 | ||
| 504 | 2009.07.27 18:00 | modify | 171 | 0.10 | 93.635 | 93.085 | 95.430 | ||
| 505 | 2009.07.27 19:00 | modify | 171 | 0.10 | 93.635 | 93.215 | 95.430 | ||
| 506 | 2009.07.27 20:00 | modify | 171 | 0.10 | 93.635 | 93.230 | 95.430 | ||
| 507 | 2009.07.28 12:00 | close | 171 | 0.10 | 94.905 | 93.230 | 95.430 | 12700.00 | 544640.00 |
| 508 | 2009.07.29 12:00 | buy | 172 | 0.10 | 94.667 | 92.760 | 96.460 | ||
| 509 | 2009.07.30 21:00 | modify | 172 | 0.10 | 94.667 | 93.690 | 96.460 | ||
| 510 | 2009.08.07 15:42 | t/p | 172 | 0.10 | 96.473 | 93.690 | 96.460 | 18060.00 | 562700.00 |
| 511 | 2009.08.10 14:00 | sell | 173 | 0.10 | 97.130 | 99.030 | 95.330 | ||
| 512 | 2009.08.11 19:00 | modify | 173 | 0.10 | 97.130 | 97.985 | 95.330 | ||
| 513 | 2009.08.11 21:00 | modify | 173 | 0.10 | 97.130 | 97.955 | 95.330 | ||
| 514 | 2009.08.12 06:00 | modify | 173 | 0.10 | 97.130 | 97.905 | 95.330 | ||
| 515 | 2009.08.12 07:00 | modify | 173 | 0.10 | 97.130 | 97.625 | 95.330 | ||
| 516 | 2009.08.12 09:00 | modify | 173 | 0.10 | 97.130 | 97.570 | 95.330 | ||
| 517 | 2009.08.12 09:51 | t/p | 173 | 0.10 | 95.331 | 97.570 | 95.330 | 17990.00 | 580690.00 |
| 518 | 2009.08.18 04:00 | buy | 174 | 0.10 | 94.707 | 92.810 | 96.510 | ||
| 519 | 2009.08.31 03:52 | s/l | 174 | 0.10 | 92.802 | 92.810 | 96.510 | -19050.00 | 561640.00 |
| 520 | 2009.09.01 00:00 | buy | 175 | 0.10 | 93.127 | 91.740 | 94.935 | ||
| 521 | 2009.09.02 11:00 | close | 175 | 0.10 | 92.641 | 91.740 | 94.935 | -4860.00 | 556780.00 |
| 522 | 2009.09.02 11:00 | sell | 176 | 0.10 | 92.651 | 93.285 | 90.745 | ||
| 523 | 2009.09.03 17:00 | close | 176 | 0.10 | 92.571 | 93.285 | 90.745 | 800.00 | 557580.00 |
| 524 | 2009.09.03 17:00 | buy | 177 | 0.10 | 92.671 | 91.725 | 94.370 | ||
| 525 | 2009.09.08 11:00 | close | 177 | 0.10 | 92.381 | 91.725 | 94.370 | -2900.00 | 554680.00 |
| 526 | 2009.09.08 11:00 | sell | 178 | 0.10 | 92.398 | 93.015 | 90.475 | ||
| 527 | 2009.09.09 05:00 | close | 178 | 0.10 | 92.413 | 93.015 | 90.475 | -150.00 | 554530.00 |
| 528 | 2009.09.09 05:00 | buy | 179 | 0.10 | 92.405 | 91.720 | 94.215 | ||
| 529 | 2009.09.09 17:00 | close | 179 | 0.10 | 91.965 | 91.720 | 94.215 | -4400.00 | 550130.00 |
| 530 | 2009.09.09 17:00 | sell | 180 | 0.10 | 91.975 | 92.605 | 90.065 | ||
| 531 | 2009.09.11 20:00 | modify | 180 | 0.10 | 91.975 | 92.405 | 90.065 | ||
| 532 | 2009.09.14 01:00 | modify | 180 | 0.10 | 91.975 | 92.375 | 90.065 | ||
| 533 | 2009.09.16 12:00 | modify | 180 | 0.10 | 91.975 | 92.365 | 90.065 | ||
| 534 | 2009.09.16 13:00 | modify | 180 | 0.10 | 91.975 | 92.260 | 90.065 | ||
| 535 | 2009.09.16 17:00 | close | 180 | 0.10 | 90.690 | 92.260 | 90.065 | 12850.00 | 562980.00 |
| 536 | 2009.09.17 11:00 | sell | 181 | 0.10 | 90.569 | 91.205 | 88.665 | ||
| 537 | 2009.09.17 14:16 | s/l | 181 | 0.10 | 91.213 | 91.205 | 88.665 | -6440.00 | 556540.00 |
| 538 | 2009.09.18 10:00 | sell | 182 | 0.10 | 91.084 | 91.725 | 89.185 | ||
| 539 | 2009.09.21 01:00 | close | 182 | 0.10 | 91.478 | 91.725 | 89.185 | -3940.00 | 552600.00 |
| 540 | 2009.09.21 01:00 | buy | 183 | 0.10 | 91.494 | 90.135 | 93.290 | ||
| 541 | 2009.09.23 00:00 | close | 183 | 0.10 | 91.076 | 90.135 | 93.290 | -4180.00 | 548420.00 |
| 542 | 2009.09.23 00:01 | sell | 184 | 0.10 | 91.095 | 91.720 | 89.180 | ||
| 543 | 2009.09.23 14:00 | close | 184 | 0.10 | 91.336 | 91.720 | 89.180 | -2410.00 | 546010.00 |
| 544 | 2009.09.23 14:00 | buy | 185 | 0.10 | 91.329 | 90.115 | 93.135 | ||
| 545 | 2009.09.24 07:00 | close | 185 | 0.10 | 90.938 | 90.115 | 93.135 | -3910.00 | 542100.00 |
| 546 | 2009.09.24 07:00 | sell | 186 | 0.10 | 90.937 | 91.570 | 89.030 | ||
| 547 | 2009.09.24 20:51 | s/l | 186 | 0.10 | 91.575 | 91.570 | 89.030 | -6380.00 | 535720.00 |
| 548 | 2009.09.30 05:00 | sell | 187 | 0.10 | 89.765 | 90.410 | 87.870 | ||
| 549 | 2009.10.02 19:00 | close | 187 | 0.10 | 89.628 | 90.410 | 87.870 | 1370.00 | 537090.00 |
| 550 | 2009.10.05 17:00 | sell | 188 | 0.10 | 89.619 | 90.255 | 87.715 | ||
| 551 | 2009.10.07 12:00 | modify | 188 | 0.10 | 89.619 | 90.240 | 87.715 | ||
| 552 | 2009.10.09 06:00 | close | 188 | 0.10 | 89.147 | 90.240 | 87.715 | 4720.00 | 541810.00 |
| 553 | 2009.10.09 06:01 | buy | 189 | 0.10 | 89.149 | 87.995 | 90.950 | ||
| 554 | 2009.10.12 11:00 | modify | 189 | 0.10 | 89.149 | 88.150 | 90.950 | ||
| 555 | 2009.10.12 12:00 | modify | 189 | 0.10 | 89.149 | 88.255 | 90.950 | ||
| 556 | 2009.10.12 14:00 | modify | 189 | 0.10 | 89.149 | 88.275 | 90.950 | ||
| 557 | 2009.10.15 17:00 | modify | 189 | 0.10 | 89.149 | 88.625 | 90.950 | ||
| 558 | 2009.10.16 02:39 | t/p | 189 | 0.10 | 90.955 | 88.625 | 90.950 | 18060.00 | 559870.00 |
| 559 | 2009.10.16 08:00 | buy | 190 | 0.10 | 90.914 | 89.010 | 92.710 | ||
| 560 | 2009.10.23 22:00 | modify | 190 | 0.10 | 90.914 | 89.995 | 92.710 | ||
| 561 | 2009.10.23 23:00 | modify | 190 | 0.10 | 90.914 | 90.010 | 92.710 | ||
| 562 | 2009.10.26 01:00 | modify | 190 | 0.10 | 90.914 | 90.040 | 92.710 | ||
| 563 | 2009.10.26 19:00 | modify | 190 | 0.10 | 90.914 | 90.080 | 92.710 | ||
| 564 | 2009.10.26 22:00 | modify | 190 | 0.10 | 90.914 | 90.090 | 92.710 | ||
| 565 | 2009.10.26 23:00 | modify | 190 | 0.10 | 90.914 | 90.130 | 92.710 | ||
| 566 | 2009.10.27 03:00 | modify | 190 | 0.10 | 90.914 | 90.140 | 92.710 | ||
| 567 | 2009.10.30 20:26 | s/l | 190 | 0.10 | 90.140 | 90.140 | 92.710 | -7740.00 | 552130.00 |
| 568 | 2009.11.02 18:00 | buy | 191 | 0.10 | 90.489 | 88.590 | 92.290 | ||
| 569 | 2009.11.23 09:11 | s/l | 191 | 0.10 | 88.584 | 88.590 | 92.290 | -19050.00 | 533080.00 |
| 570 | 2009.11.23 18:00 | buy | 192 | 0.10 | 88.961 | 88.000 | 90.770 | ||
| 571 | 2009.11.24 16:00 | close | 192 | 0.10 | 88.411 | 88.000 | 90.770 | -5500.00 | 527580.00 |
| 572 | 2009.11.24 16:00 | sell | 193 | 0.10 | 88.420 | 89.050 | 86.510 | ||
| 573 | 2009.11.26 06:50 | t/p | 193 | 0.10 | 86.509 | 89.050 | 86.510 | 19110.00 | 546690.00 |
| 574 | 2009.11.27 01:00 | sell | 194 | 0.10 | 86.399 | 87.035 | 84.495 | ||
| 575 | 2009.11.27 02:00 | close | 194 | 0.10 | 85.178 | 87.035 | 84.495 | 12210.00 | 558900.00 |
| 576 | 2009.11.30 07:00 | sell | 195 | 0.10 | 86.340 | 86.980 | 84.440 | ||
| 577 | 2009.12.01 04:08 | s/l | 195 | 0.10 | 86.978 | 86.980 | 84.440 | -6380.00 | 552520.00 |
| 578 | 2009.12.03 01:00 | buy | 196 | 0.10 | 87.628 | 85.725 | 89.425 | ||
| 579 | 2009.12.04 15:42 | t/p | 196 | 0.10 | 89.435 | 85.725 | 89.425 | 18070.00 | 570590.00 |
| 580 | 2009.12.10 03:00 | buy | 197 | 0.10 | 88.197 | 86.290 | 89.990 | ||
| 581 | 2009.12.11 17:00 | modify | 197 | 0.10 | 88.197 | 87.270 | 89.990 | ||
| 582 | 2009.12.11 18:00 | modify | 197 | 0.10 | 88.197 | 87.405 | 89.990 | ||
| 583 | 2009.12.11 19:00 | modify | 197 | 0.10 | 88.197 | 87.475 | 89.990 | ||
| 584 | 2009.12.15 19:00 | modify | 197 | 0.10 | 88.197 | 87.595 | 89.990 | ||
| 585 | 2009.12.15 20:00 | modify | 197 | 0.10 | 88.197 | 87.815 | 89.990 | ||
| 586 | 2009.12.16 23:00 | modify | 197 | 0.10 | 88.197 | 87.835 | 89.990 | ||
| 587 | 2009.12.17 03:37 | t/p | 197 | 0.10 | 89.984 | 87.835 | 89.990 | 17870.00 | 588460.00 |
| 588 | 2009.12.18 02:00 | sell | 198 | 0.10 | 89.661 | 91.565 | 87.865 | ||
| 589 | 2009.12.22 14:59 | s/l | 198 | 0.10 | 91.573 | 91.565 | 87.865 | -19120.00 | 569340.00 |
| 590 | 2009.12.23 18:00 | sell | 199 | 0.10 | 91.428 | 92.550 | 89.630 | ||
| 591 | 2009.12.30 14:00 | close | 199 | 0.10 | 92.250 | 92.550 | 89.630 | -8220.00 | 561120.00 |
| 592 | 2009.12.30 14:01 | buy | 200 | 0.10 | 92.269 | 91.620 | 94.160 | ||
| 593 | 2009.12.31 09:00 | close | 200 | 0.10 | 92.088 | 91.620 | 94.160 | -1810.00 | 559310.00 |
| 594 | 2009.12.31 09:01 | sell | 201 | 0.10 | 92.120 | 92.780 | 90.295 | ||
| 595 | 2009.12.31 15:34 | s/l | 201 | 0.10 | 92.782 | 92.780 | 90.295 | -6620.00 | 552690.00 |
| 596 | 2009.12.31 16:00 | buy | 202 | 0.10 | 92.666 | 92.020 | 94.560 | ||
| 597 | 2010.01.04 18:00 | close | 202 | 0.10 | 92.344 | 92.020 | 94.560 | -3220.00 | 549470.00 |
| 598 | 2010.01.04 18:00 | sell | 203 | 0.10 | 92.343 | 93.230 | 90.545 | ||
| 599 | 2010.01.07 10:00 | close | 203 | 0.10 | 92.796 | 93.230 | 90.545 | -4530.00 | 544940.00 |
| 600 | 2010.01.07 10:00 | buy | 204 | 0.10 | 92.799 | 92.155 | 94.695 | ||