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 |
| 601 | 2010.01.08 17:00 | close | 204 | 0.10 | 92.818 | 92.155 | 94.695 | 190.00 | 545130.00 |
| 602 | 2010.01.08 17:00 | sell | 205 | 0.10 | 92.837 | 93.785 | 91.010 | ||
| 603 | 2010.01.12 14:00 | modify | 205 | 0.10 | 92.837 | 93.740 | 91.010 | ||
| 604 | 2010.01.12 16:00 | modify | 205 | 0.10 | 92.837 | 93.570 | 91.010 | ||
| 605 | 2010.01.12 17:00 | modify | 205 | 0.10 | 92.837 | 93.445 | 91.010 | ||
| 606 | 2010.01.12 17:33 | t/p | 205 | 0.10 | 91.016 | 93.445 | 91.010 | 18210.00 | 563340.00 |
| 607 | 2010.01.14 16:00 | sell | 206 | 0.10 | 91.207 | 93.110 | 89.410 | ||
| 608 | 2010.01.22 05:00 | modify | 206 | 0.10 | 91.207 | 91.970 | 89.410 | ||
| 609 | 2010.01.22 07:00 | modify | 206 | 0.10 | 91.207 | 91.945 | 89.410 | ||
| 610 | 2010.01.26 09:00 | modify | 206 | 0.10 | 91.207 | 91.865 | 89.410 | ||
| 611 | 2010.01.26 11:30 | t/p | 206 | 0.10 | 89.401 | 91.865 | 89.410 | 18060.00 | 581400.00 |
| 612 | 2010.01.27 22:00 | buy | 207 | 0.10 | 89.960 | 88.055 | 91.755 | ||
| 613 | 2010.02.02 14:00 | close | 207 | 0.10 | 90.615 | 88.055 | 91.755 | 6550.00 | 587950.00 |
| 614 | 2010.02.02 14:00 | sell | 208 | 0.10 | 90.612 | 92.510 | 88.810 | ||
| 615 | 2010.02.04 18:42 | t/p | 208 | 0.10 | 88.806 | 92.510 | 88.810 | 18060.00 | 606010.00 |
| 616 | 2010.02.08 11:00 | buy | 209 | 0.10 | 89.530 | 87.625 | 91.325 | ||
| 617 | 2010.02.17 15:00 | modify | 209 | 0.10 | 89.530 | 88.545 | 91.325 | ||
| 618 | 2010.02.17 16:00 | modify | 209 | 0.10 | 89.530 | 88.790 | 91.325 | ||
| 619 | 2010.02.17 17:00 | modify | 209 | 0.10 | 89.530 | 88.830 | 91.325 | ||
| 620 | 2010.02.17 18:00 | modify | 209 | 0.10 | 89.530 | 88.940 | 91.325 | ||
| 621 | 2010.02.17 19:00 | close | 209 | 0.10 | 90.800 | 88.940 | 91.325 | 12700.00 | 618710.00 |
| 622 | 2010.02.18 12:00 | sell | 210 | 0.10 | 90.805 | 92.695 | 88.995 | ||
| 623 | 2010.02.25 02:00 | close | 210 | 0.10 | 90.293 | 92.695 | 88.995 | 5120.00 | 623830.00 |
| 624 | 2010.02.25 02:00 | buy | 211 | 0.10 | 90.302 | 88.400 | 92.100 | ||
| 625 | 2010.03.03 18:44 | s/l | 211 | 0.10 | 88.399 | 88.400 | 92.100 | -19030.00 | 604800.00 |
| 626 | 2010.03.03 22:00 | sell | 212 | 0.10 | 88.380 | 89.025 | 86.485 | ||
| 627 | 2010.03.04 16:00 | close | 212 | 0.10 | 88.796 | 89.025 | 86.485 | -4160.00 | 600640.00 |
| 628 | 2010.03.04 16:01 | buy | 213 | 0.10 | 88.811 | 86.905 | 90.605 | ||
| 629 | 2010.03.05 17:00 | modify | 213 | 0.10 | 88.811 | 88.040 | 90.605 | ||
| 630 | 2010.03.05 18:00 | modify | 213 | 0.10 | 88.811 | 88.210 | 90.605 | ||
| 631 | 2010.03.05 19:00 | modify | 213 | 0.10 | 88.811 | 88.460 | 90.605 | ||
| 632 | 2010.03.08 01:49 | t/p | 213 | 0.10 | 90.604 | 88.460 | 90.605 | 17930.00 | 618570.00 |
| 633 | 2010.03.10 02:00 | buy | 214 | 0.10 | 90.006 | 88.105 | 91.805 | ||
| 634 | 2010.03.24 14:00 | modify | 214 | 0.10 | 90.006 | 89.120 | 91.805 | ||
| 635 | 2010.03.24 15:30 | t/p | 214 | 0.10 | 91.806 | 89.120 | 91.805 | 18000.00 | 636570.00 |
| 636 | 2010.03.26 16:00 | buy | 215 | 0.10 | 92.781 | 92.140 | 94.680 | ||
| 637 | 2010.03.30 04:00 | close | 215 | 0.10 | 92.172 | 92.140 | 94.680 | -6090.00 | 630480.00 |
| 638 | 2010.03.30 04:00 | sell | 216 | 0.10 | 92.183 | 93.785 | 90.375 | ||
| 639 | 2010.03.30 10:00 | close | 216 | 0.10 | 92.667 | 93.785 | 90.375 | -4840.00 | 625640.00 |
| 640 | 2010.03.30 10:00 | buy | 217 | 0.10 | 92.665 | 92.020 | 94.560 | ||
| 641 | 2010.04.02 16:24 | t/p | 217 | 0.10 | 94.569 | 92.020 | 94.560 | 19040.00 | 644680.00 |
| 642 | 2010.04.07 05:00 | buy | 218 | 0.10 | 94.038 | 93.390 | 95.930 | ||
| 643 | 2010.04.07 20:47 | s/l | 218 | 0.10 | 93.385 | 93.390 | 95.930 | -6530.00 | 638150.00 |
| 644 | 2010.04.08 11:00 | sell | 219 | 0.10 | 93.111 | 94.795 | 91.310 | ||
| 645 | 2010.04.08 21:00 | close | 219 | 0.10 | 93.407 | 94.795 | 91.310 | -2960.00 | 635190.00 |
| 646 | 2010.04.08 21:00 | buy | 220 | 0.10 | 93.414 | 92.770 | 95.310 | ||
| 647 | 2010.04.09 20:00 | close | 220 | 0.10 | 93.202 | 92.770 | 95.310 | -2120.00 | 633070.00 |
| 648 | 2010.04.09 20:00 | sell | 221 | 0.10 | 93.193 | 94.795 | 91.395 | ||
| 649 | 2010.04.12 11:00 | close | 221 | 0.10 | 93.470 | 94.795 | 91.395 | -2770.00 | 630300.00 |
| 650 | 2010.04.12 11:01 | buy | 222 | 0.10 | 93.480 | 92.825 | 95.365 | ||
| 651 | 2010.04.13 04:00 | close | 222 | 0.10 | 92.975 | 92.825 | 95.365 | -5050.00 | 625250.00 |
| 652 | 2010.04.13 04:00 | sell | 223 | 0.10 | 92.971 | 94.795 | 91.170 | ||
| 653 | 2010.04.14 14:00 | close | 223 | 0.10 | 93.549 | 94.795 | 91.170 | -5780.00 | 619470.00 |
| 654 | 2010.04.14 14:00 | buy | 224 | 0.10 | 93.545 | 92.910 | 95.450 | ||
| 655 | 2010.04.14 18:33 | s/l | 224 | 0.10 | 92.910 | 92.910 | 95.450 | -6350.00 | 613120.00 |
| 656 | 2010.04.14 19:00 | sell | 225 | 0.10 | 93.005 | 94.795 | 91.215 | ||
| 657 | 2010.04.19 01:00 | modify | 225 | 0.10 | 93.005 | 93.940 | 91.215 | ||
| 658 | 2010.04.19 11:00 | modify | 225 | 0.10 | 93.005 | 93.770 | 91.215 | ||
| 659 | 2010.04.23 14:39 | s/l | 225 | 0.10 | 93.779 | 93.770 | 91.215 | -7740.00 | 605380.00 |
| 660 | 2010.04.23 16:00 | buy | 226 | 0.10 | 94.103 | 93.460 | 96.000 | ||
| 661 | 2010.04.26 12:00 | close | 226 | 0.10 | 94.012 | 93.460 | 96.000 | -910.00 | 604470.00 |
| 662 | 2010.04.26 12:01 | sell | 227 | 0.10 | 94.028 | 94.795 | 92.220 | ||
| 663 | 2010.05.03 19:24 | s/l | 227 | 0.10 | 94.794 | 94.795 | 92.220 | -7660.00 | 596810.00 |
| 664 | 2010.05.04 09:00 | buy | 228 | 0.10 | 94.949 | 94.305 | 96.845 | ||
| 665 | 2010.05.04 15:00 | close | 228 | 0.10 | 94.472 | 94.305 | 96.845 | -4770.00 | 592040.00 |
| 666 | 2010.05.04 15:01 | sell | 229 | 0.10 | 94.454 | 94.995 | 92.680 | ||
| 667 | 2010.05.05 03:00 | close | 229 | 0.10 | 94.893 | 94.995 | 92.680 | -4390.00 | 587650.00 |
| 668 | 2010.05.05 03:00 | buy | 230 | 0.10 | 94.895 | 94.265 | 96.805 | ||
| 669 | 2010.05.05 16:40 | s/l | 230 | 0.10 | 94.263 | 94.265 | 96.805 | -6320.00 | 581330.00 |
| 670 | 2010.05.05 17:00 | sell | 231 | 0.10 | 94.263 | 95.000 | 92.455 | ||
| 671 | 2010.05.06 18:48 | t/p | 231 | 0.10 | 92.448 | 95.000 | 92.455 | 18150.00 | 599480.00 |
| 672 | 2010.05.11 05:00 | sell | 232 | 0.10 | 93.053 | 94.955 | 91.255 | ||
| 673 | 2010.05.14 20:00 | modify | 232 | 0.10 | 93.053 | 94.045 | 91.255 | ||
| 674 | 2010.05.17 08:00 | modify | 232 | 0.10 | 93.053 | 93.875 | 91.255 | ||
| 675 | 2010.05.19 05:00 | modify | 232 | 0.10 | 93.053 | 93.720 | 91.255 | ||
| 676 | 2010.05.19 13:00 | modify | 232 | 0.10 | 93.053 | 93.655 | 91.255 | ||
| 677 | 2010.05.19 13:22 | t/p | 232 | 0.10 | 91.255 | 93.655 | 91.255 | 17980.00 | 617460.00 |
| 678 | 2010.05.24 06:00 | buy | 233 | 0.10 | 90.225 | 88.320 | 92.020 | ||
| 679 | 2010.05.28 11:00 | modify | 233 | 0.10 | 90.225 | 89.275 | 92.020 | ||
| 680 | 2010.05.31 06:00 | modify | 233 | 0.10 | 90.225 | 89.280 | 92.020 | ||
| 681 | 2010.05.31 07:00 | modify | 233 | 0.10 | 90.225 | 89.340 | 92.020 | ||
| 682 | 2010.05.31 09:00 | modify | 233 | 0.10 | 90.225 | 89.365 | 92.020 | ||
| 683 | 2010.05.31 10:00 | modify | 233 | 0.10 | 90.225 | 89.420 | 92.020 | ||
| 684 | 2010.05.31 14:00 | modify | 233 | 0.10 | 90.225 | 89.435 | 92.020 | ||
| 685 | 2010.06.02 06:00 | modify | 233 | 0.10 | 90.225 | 89.555 | 92.020 | ||
| 686 | 2010.06.02 13:59 | t/p | 233 | 0.10 | 92.027 | 89.555 | 92.020 | 18020.00 | 635480.00 |
| 687 | 2010.06.03 09:00 | buy | 234 | 0.10 | 92.318 | 90.425 | 94.125 | ||
| 688 | 2010.06.04 15:00 | close | 234 | 0.10 | 92.534 | 90.425 | 94.125 | 2160.00 | 637640.00 |
| 689 | 2010.06.04 15:00 | sell | 235 | 0.10 | 92.516 | 94.425 | 90.725 | ||
| 690 | 2010.06.07 05:00 | modify | 235 | 0.10 | 92.516 | 93.320 | 90.725 | ||
| 691 | 2010.06.07 06:00 | modify | 235 | 0.10 | 92.516 | 93.140 | 90.725 | ||
| 692 | 2010.06.08 19:00 | modify | 235 | 0.10 | 92.516 | 93.090 | 90.725 | ||
| 693 | 2010.06.08 19:00 | close | 235 | 0.10 | 91.314 | 93.090 | 90.725 | 12020.00 | 649660.00 |
| 694 | 2010.06.09 15:00 | buy | 236 | 0.10 | 91.536 | 89.640 | 93.340 | ||
| 695 | 2010.06.23 19:00 | close | 236 | 0.10 | 90.107 | 89.640 | 93.340 | -14290.00 | 635370.00 |
| 696 | 2010.06.23 19:01 | sell | 237 | 0.10 | 90.090 | 90.740 | 88.200 | ||
| 697 | 2010.06.29 12:00 | modify | 237 | 0.10 | 90.090 | 90.720 | 88.200 | ||
| 698 | 2010.06.29 19:00 | modify | 237 | 0.10 | 90.090 | 90.520 | 88.200 | ||
| 699 | 2010.06.29 20:00 | modify | 237 | 0.10 | 90.090 | 90.490 | 88.200 | ||
| 700 | 2010.07.01 00:00 | modify | 237 | 0.10 | 90.090 | 90.485 | 88.200 | ||
| 701 | 2010.07.01 04:52 | t/p | 237 | 0.10 | 88.194 | 90.485 | 88.200 | 18960.00 | 654330.00 |
| 702 | 2010.07.01 05:00 | sell | 238 | 0.10 | 88.197 | 88.835 | 86.295 | ||
| 703 | 2010.07.09 03:00 | close | 238 | 0.10 | 88.515 | 88.835 | 86.295 | -3180.00 | 651150.00 |
| 704 | 2010.07.09 03:00 | buy | 239 | 0.10 | 88.510 | 86.955 | 90.325 | ||
| 705 | 2010.07.15 16:00 | close | 239 | 0.10 | 87.675 | 86.955 | 90.325 | -8350.00 | 642800.00 |
| 706 | 2010.07.15 16:00 | sell | 240 | 0.10 | 87.704 | 88.320 | 85.780 | ||
| 707 | 2010.07.16 18:00 | close | 240 | 0.10 | 86.426 | 88.320 | 85.780 | 12780.00 | 655580.00 |
| 708 | 2010.07.20 21:00 | buy | 241 | 0.10 | 87.300 | 86.255 | 89.105 | ||
| 709 | 2010.07.21 12:00 | close | 241 | 0.10 | 86.984 | 86.255 | 89.105 | -3160.00 | 652420.00 |
| 710 | 2010.07.21 12:01 | sell | 242 | 0.10 | 86.970 | 87.620 | 85.080 | ||
| 711 | 2010.07.22 18:00 | close | 242 | 0.10 | 87.073 | 87.620 | 85.080 | -1030.00 | 651390.00 |
| 712 | 2010.07.22 18:00 | buy | 243 | 0.10 | 87.062 | 86.255 | 88.880 | ||
| 713 | 2010.07.30 05:00 | close | 243 | 0.10 | 86.470 | 86.255 | 88.880 | -5920.00 | 645470.00 |
| 714 | 2010.07.30 05:00 | sell | 244 | 0.10 | 86.481 | 87.105 | 84.565 | ||
| 715 | 2010.08.02 04:00 | close | 244 | 0.10 | 86.702 | 87.105 | 84.565 | -2210.00 | 643260.00 |
| 716 | 2010.08.02 04:01 | buy | 245 | 0.10 | 86.686 | 85.935 | 88.500 | ||
| 717 | 2010.08.03 10:42 | s/l | 245 | 0.10 | 85.932 | 85.935 | 88.500 | -7540.00 | 635720.00 |
| 718 | 2010.08.03 11:00 | sell | 246 | 0.10 | 85.997 | 86.635 | 84.095 | ||
| 719 | 2010.08.06 09:00 | close | 246 | 0.10 | 86.152 | 86.635 | 84.095 | -1550.00 | 634170.00 |
| 720 | 2010.08.06 09:00 | buy | 247 | 0.10 | 86.158 | 85.315 | 87.950 | ||
| 721 | 2010.08.06 15:36 | s/l | 247 | 0.10 | 85.300 | 85.315 | 87.950 | -8580.00 | 625590.00 |
| 722 | 2010.08.06 17:00 | sell | 248 | 0.10 | 85.295 | 85.930 | 83.390 | ||
| 723 | 2010.08.09 18:00 | close | 248 | 0.10 | 85.787 | 85.930 | 83.390 | -4920.00 | 620670.00 |
| 724 | 2010.08.09 18:00 | buy | 249 | 0.10 | 85.780 | 85.005 | 87.585 | ||
| 725 | 2010.08.10 11:00 | close | 249 | 0.10 | 85.661 | 85.005 | 87.585 | -1190.00 | 619480.00 |
| 726 | 2010.08.10 11:00 | sell | 250 | 0.10 | 85.651 | 86.295 | 83.755 | ||
| 727 | 2010.08.10 14:00 | close | 250 | 0.10 | 86.033 | 86.295 | 83.755 | -3820.00 | 615660.00 |
| 728 | 2010.08.10 14:00 | buy | 251 | 0.10 | 86.024 | 85.005 | 87.825 | ||
| 729 | 2010.08.11 01:00 | close | 251 | 0.10 | 85.318 | 85.005 | 87.825 | -7060.00 | 608600.00 |
| 730 | 2010.08.11 01:00 | sell | 252 | 0.10 | 85.323 | 85.960 | 83.420 | ||
| 731 | 2010.08.12 09:00 | close | 252 | 0.10 | 85.422 | 85.960 | 83.420 | -990.00 | 607610.00 |
| 732 | 2010.08.12 09:00 | buy | 253 | 0.10 | 85.424 | 84.710 | 87.225 | ||
| 733 | 2010.08.24 10:20 | s/l | 253 | 0.10 | 84.681 | 84.710 | 87.225 | -7430.00 | 600180.00 |
| 734 | 2010.08.24 12:00 | sell | 254 | 0.10 | 84.444 | 85.075 | 82.535 | ||
| 735 | 2010.08.25 06:00 | close | 254 | 0.10 | 84.460 | 85.075 | 82.535 | -160.00 | 600020.00 |
| 736 | 2010.08.25 06:00 | buy | 255 | 0.10 | 84.433 | 83.580 | 86.255 | ||
| 737 | 2010.08.30 05:00 | modify | 255 | 0.10 | 84.433 | 83.640 | 86.255 | ||
| 738 | 2010.08.30 06:00 | modify | 255 | 0.10 | 84.433 | 83.780 | 86.255 | ||
| 739 | 2010.08.30 07:00 | modify | 255 | 0.10 | 84.433 | 83.790 | 86.255 | ||
| 740 | 2010.08.30 07:00 | close | 255 | 0.10 | 85.388 | 83.790 | 86.255 | 9550.00 | 609570.00 |
| 741 | 2010.09.01 06:00 | buy | 256 | 0.10 | 84.510 | 83.580 | 86.320 | ||
| 742 | 2010.09.07 15:47 | s/l | 256 | 0.10 | 83.579 | 83.580 | 86.320 | -9310.00 | 600260.00 |
| 743 | 2010.09.07 16:00 | sell | 257 | 0.10 | 83.608 | 84.255 | 81.715 | ||
| 744 | 2010.09.08 12:00 | close | 257 | 0.10 | 83.890 | 84.255 | 81.715 | -2820.00 | 597440.00 |
| 745 | 2010.09.08 12:00 | buy | 258 | 0.10 | 83.892 | 83.330 | 85.700 | ||
| 746 | 2010.09.14 03:50 | s/l | 258 | 0.10 | 83.339 | 83.330 | 85.700 | -5530.00 | 591910.00 |
| 747 | 2010.09.14 04:00 | sell | 259 | 0.10 | 83.302 | 83.940 | 81.400 | ||
| 748 | 2010.09.15 04:43 | s/l | 259 | 0.10 | 83.934 | 83.940 | 81.400 | -6320.00 | 585590.00 |
| 749 | 2010.09.16 17:00 | buy | 260 | 0.10 | 85.790 | 83.890 | 87.590 | ||
| 750 | 2010.09.16 23:00 | close | 260 | 0.10 | 85.829 | 83.890 | 87.590 | 390.00 | 585980.00 |