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 |
| 751 | 2010.09.16 23:00 | buy | 261 | 0.10 | 85.837 | 83.940 | 87.640 | ||
| 752 | 2010.09.17 00:00 | close | 261 | 0.10 | 85.785 | 83.940 | 87.640 | -520.00 | 585460.00 |
| 753 | 2010.09.17 01:00 | buy | 262 | 0.10 | 85.835 | 83.935 | 87.635 | ||
| 754 | 2010.09.17 02:00 | close | 262 | 0.10 | 85.850 | 83.935 | 87.635 | 150.00 | 585610.00 |
| 755 | 2010.09.17 02:00 | buy | 263 | 0.10 | 85.863 | 83.965 | 87.665 | ||
| 756 | 2010.09.17 03:00 | close | 263 | 0.10 | 85.808 | 83.965 | 87.665 | -550.00 | 585060.00 |
| 757 | 2010.09.17 12:00 | buy | 264 | 0.10 | 85.871 | 83.970 | 87.670 | ||
| 758 | 2010.09.17 13:00 | close | 264 | 0.10 | 85.785 | 83.970 | 87.670 | -860.00 | 584200.00 |
| 759 | 2010.09.17 18:00 | buy | 265 | 0.10 | 85.870 | 83.960 | 87.660 | ||
| 760 | 2010.09.28 17:00 | s/l | 265 | 0.10 | 83.945 | 83.960 | 87.660 | -19250.00 | 564950.00 |
| 761 | 2010.09.30 04:00 | buy | 266 | 0.10 | 83.765 | 82.860 | 85.555 | ||
| 762 | 2010.10.05 18:00 | close | 266 | 0.10 | 83.056 | 82.860 | 85.555 | -7090.00 | 557860.00 |
| 763 | 2010.10.05 18:00 | sell | 267 | 0.10 | 83.052 | 83.690 | 81.150 | ||
| 764 | 2010.10.11 02:00 | modify | 267 | 0.10 | 83.052 | 83.660 | 81.150 | ||
| 765 | 2010.10.14 05:00 | modify | 267 | 0.10 | 83.052 | 83.590 | 81.150 | ||
| 766 | 2010.10.14 06:00 | modify | 267 | 0.10 | 83.052 | 83.525 | 81.150 | ||
| 767 | 2010.10.14 07:00 | modify | 267 | 0.10 | 83.052 | 83.400 | 81.150 | ||
| 768 | 2010.10.14 08:00 | modify | 267 | 0.10 | 83.052 | 83.355 | 81.150 | ||
| 769 | 2010.10.14 08:39 | t/p | 267 | 0.10 | 81.145 | 83.355 | 81.150 | 19070.00 | 576930.00 |
| 770 | 2010.10.14 10:00 | sell | 268 | 0.10 | 81.172 | 81.820 | 79.280 | ||
| 771 | 2010.10.19 16:19 | s/l | 268 | 0.10 | 81.829 | 81.820 | 79.280 | -6570.00 | 570360.00 |
| 772 | 2010.10.20 04:00 | sell | 269 | 0.10 | 81.394 | 82.025 | 79.485 | ||
| 773 | 2010.10.27 05:00 | close | 269 | 0.10 | 81.648 | 82.025 | 79.485 | -2540.00 | 567820.00 |
| 774 | 2010.10.27 05:01 | buy | 270 | 0.10 | 81.643 | 80.401 | 83.447 | ||
| 775 | 2010.10.28 16:00 | close | 270 | 0.10 | 81.161 | 80.401 | 83.447 | -4820.00 | 563000.00 |
| 776 | 2010.10.28 16:00 | sell | 271 | 0.10 | 81.164 | 81.799 | 79.259 | ||
| 777 | 2010.11.02 15:00 | close | 271 | 0.10 | 80.871 | 81.799 | 79.259 | 2930.00 | 565930.00 |
| 778 | 2010.11.02 15:00 | buy | 272 | 0.10 | 80.869 | 80.224 | 82.678 | ||
| 779 | 2010.11.10 16:00 | modify | 272 | 0.10 | 80.869 | 80.242 | 82.678 | ||
| 780 | 2010.11.10 17:00 | modify | 272 | 0.10 | 80.869 | 80.252 | 82.678 | ||
| 781 | 2010.11.10 17:49 | t/p | 272 | 0.10 | 82.681 | 80.252 | 82.678 | 18120.00 | 584050.00 |
| 782 | 2010.11.11 17:00 | buy | 273 | 0.10 | 82.460 | 80.563 | 84.263 | ||
| 783 | 2010.11.17 17:00 | close | 273 | 0.10 | 83.226 | 80.563 | 84.263 | 7660.00 | 591710.00 |
| 784 | 2010.11.17 17:00 | sell | 274 | 0.10 | 83.192 | 85.121 | 81.421 | ||
| 785 | 2010.12.07 11:00 | close | 274 | 0.10 | 82.767 | 85.121 | 81.421 | 4250.00 | 595960.00 |
| 786 | 2010.12.07 11:00 | buy | 275 | 0.10 | 82.771 | 80.863 | 84.563 | ||
| 787 | 2010.12.08 09:00 | modify | 275 | 0.10 | 82.771 | 81.822 | 84.563 | ||
| 788 | 2010.12.08 10:00 | modify | 275 | 0.10 | 82.771 | 81.839 | 84.563 | ||
| 789 | 2010.12.08 12:00 | modify | 275 | 0.10 | 82.771 | 81.879 | 84.563 | ||
| 790 | 2010.12.08 16:00 | modify | 275 | 0.10 | 82.771 | 81.980 | 84.563 | ||
| 791 | 2010.12.08 19:00 | modify | 275 | 0.10 | 82.771 | 82.150 | 84.563 | ||
| 792 | 2010.12.08 21:00 | modify | 275 | 0.10 | 82.771 | 82.166 | 84.563 | ||
| 793 | 2010.12.09 04:00 | close | 275 | 0.10 | 83.793 | 82.166 | 84.563 | 10220.00 | 606180.00 |
| 794 | 2010.12.09 04:00 | sell | 276 | 0.10 | 83.779 | 85.696 | 81.996 | ||
| 795 | 2010.12.28 05:00 | modify | 276 | 0.10 | 83.779 | 84.773 | 81.996 | ||
| 796 | 2010.12.28 06:00 | modify | 276 | 0.10 | 83.779 | 84.707 | 81.996 | ||
| 797 | 2010.12.28 07:00 | modify | 276 | 0.10 | 83.779 | 84.596 | 81.996 | ||
| 798 | 2010.12.28 09:00 | modify | 276 | 0.10 | 83.779 | 84.557 | 81.996 | ||
| 799 | 2010.12.28 10:00 | modify | 276 | 0.10 | 83.779 | 84.553 | 81.996 | ||
| 800 | 2010.12.28 11:00 | modify | 276 | 0.10 | 83.779 | 84.515 | 81.996 | ||
| 801 | 2010.12.28 12:00 | modify | 276 | 0.10 | 83.779 | 84.473 | 81.996 | ||
| 802 | 2010.12.28 13:00 | modify | 276 | 0.10 | 83.779 | 84.369 | 81.996 | ||
| 803 | 2010.12.28 13:41 | t/p | 276 | 0.10 | 81.991 | 84.369 | 81.996 | 17880.00 | 624060.00 |
| 804 | 2010.12.30 17:00 | buy | 277 | 0.10 | 81.804 | 80.228 | 83.614 | ||
| 805 | 2011.01.05 17:00 | modify | 277 | 0.10 | 81.804 | 80.812 | 83.614 | ||
| 806 | 2011.01.05 18:00 | modify | 277 | 0.10 | 81.804 | 81.069 | 83.614 | ||
| 807 | 2011.01.05 19:00 | modify | 277 | 0.10 | 81.804 | 81.207 | 83.614 | ||
| 808 | 2011.01.05 23:00 | modify | 277 | 0.10 | 81.804 | 81.219 | 83.614 | ||
| 809 | 2011.01.06 04:00 | modify | 277 | 0.10 | 81.804 | 81.281 | 83.614 | ||
| 810 | 2011.01.06 11:00 | close | 277 | 0.10 | 83.027 | 81.281 | 83.614 | 12230.00 | 636290.00 |
| 811 | 2011.01.06 11:00 | sell | 278 | 0.10 | 83.034 | 84.529 | 81.232 | ||
| 812 | 2011.01.18 18:00 | close | 278 | 0.10 | 82.702 | 84.529 | 81.232 | 3320.00 | 639610.00 |
| 813 | 2011.01.18 18:00 | buy | 279 | 0.10 | 82.702 | 80.793 | 84.493 | ||
| 814 | 2011.02.01 12:00 | close | 279 | 0.10 | 81.596 | 80.793 | 84.493 | -11060.00 | 628550.00 |
| 815 | 2011.02.01 12:00 | sell | 280 | 0.10 | 81.601 | 82.241 | 79.701 | ||
| 816 | 2011.02.02 19:00 | close | 280 | 0.10 | 81.822 | 82.241 | 79.701 | -2210.00 | 626340.00 |
| 817 | 2011.02.02 19:00 | buy | 281 | 0.10 | 81.805 | 80.230 | 83.634 | ||
| 818 | 2011.02.03 19:00 | close | 281 | 0.10 | 81.482 | 80.230 | 83.634 | -3230.00 | 623110.00 |
| 819 | 2011.02.03 19:00 | sell | 282 | 0.10 | 81.489 | 82.125 | 79.585 | ||
| 820 | 2011.02.04 13:00 | close | 282 | 0.10 | 81.700 | 82.125 | 79.585 | -2110.00 | 621000.00 |
| 821 | 2011.02.04 13:00 | buy | 283 | 0.10 | 81.690 | 80.229 | 83.497 | ||
| 822 | 2011.02.10 16:00 | modify | 283 | 0.10 | 81.690 | 80.715 | 83.497 | ||
| 823 | 2011.02.10 17:00 | modify | 283 | 0.10 | 81.690 | 81.002 | 83.497 | ||
| 824 | 2011.02.10 18:00 | modify | 283 | 0.10 | 81.690 | 81.004 | 83.497 | ||
| 825 | 2011.02.10 19:00 | modify | 283 | 0.10 | 81.690 | 81.088 | 83.497 | ||
| 826 | 2011.02.10 21:00 | modify | 283 | 0.10 | 81.690 | 81.100 | 83.497 | ||
| 827 | 2011.02.10 23:00 | modify | 283 | 0.10 | 81.690 | 81.223 | 83.497 | ||
| 828 | 2011.02.11 02:00 | modify | 283 | 0.10 | 81.690 | 81.241 | 83.497 | ||
| 829 | 2011.02.11 03:00 | modify | 283 | 0.10 | 81.690 | 81.247 | 83.497 | ||
| 830 | 2011.02.11 05:00 | modify | 283 | 0.10 | 81.690 | 81.259 | 83.497 | ||
| 831 | 2011.02.11 06:00 | modify | 283 | 0.10 | 81.690 | 81.264 | 83.497 | ||
| 832 | 2011.02.11 07:00 | modify | 283 | 0.10 | 81.690 | 81.325 | 83.497 | ||
| 833 | 2011.02.11 08:00 | modify | 283 | 0.10 | 81.690 | 81.354 | 83.497 | ||
| 834 | 2011.02.11 08:22 | t/p | 283 | 0.10 | 83.489 | 81.354 | 83.497 | 17990.00 | 638990.00 |
| 835 | 2011.02.14 03:00 | sell | 284 | 0.10 | 83.254 | 84.529 | 81.457 | ||
| 836 | 2011.02.24 08:00 | modify | 284 | 0.10 | 83.254 | 84.232 | 81.457 | ||
| 837 | 2011.02.24 09:00 | modify | 284 | 0.10 | 83.254 | 84.121 | 81.457 | ||
| 838 | 2011.02.24 11:00 | modify | 284 | 0.10 | 83.254 | 83.950 | 81.457 | ||
| 839 | 2011.02.24 13:00 | modify | 284 | 0.10 | 83.254 | 83.938 | 81.457 | ||
| 840 | 2011.02.24 14:00 | modify | 284 | 0.10 | 83.254 | 83.904 | 81.457 | ||
| 841 | 2011.02.24 17:00 | modify | 284 | 0.10 | 83.254 | 83.840 | 81.457 | ||
| 842 | 2011.02.24 20:00 | modify | 284 | 0.10 | 83.254 | 83.774 | 81.457 | ||
| 843 | 2011.02.25 02:00 | close | 284 | 0.10 | 82.062 | 83.774 | 81.457 | 11920.00 | 650910.00 |
| 844 | 2011.02.25 02:00 | buy | 285 | 0.10 | 82.070 | 80.907 | 83.868 | ||
| 845 | 2011.03.11 05:00 | close | 285 | 0.10 | 82.813 | 80.907 | 83.868 | 7430.00 | 658340.00 |
| 846 | 2011.03.11 05:00 | sell | 286 | 0.10 | 82.803 | 84.529 | 81.007 | ||
| 847 | 2011.03.14 01:12 | t/p | 286 | 0.10 | 81.001 | 84.529 | 81.007 | 18020.00 | 676360.00 |
| 848 | 2011.03.15 15:00 | sell | 287 | 0.10 | 81.259 | 81.897 | 79.357 | ||
| 849 | 2011.03.15 22:00 | close | 287 | 0.10 | 80.848 | 81.897 | 79.357 | 4110.00 | 680470.00 |
| 850 | 2011.03.16 13:00 | sell | 288 | 0.10 | 80.701 | 81.340 | 78.800 | ||
| 851 | 2011.03.17 00:13 | t/p | 288 | 0.10 | 78.790 | 81.340 | 78.800 | 19110.00 | 699580.00 |
| 852 | 2011.03.21 12:00 | buy | 289 | 0.10 | 81.165 | 79.256 | 82.956 | ||
| 853 | 2011.03.21 13:00 | close | 289 | 0.10 | 81.185 | 79.256 | 82.956 | 200.00 | 699780.00 |
| 854 | 2011.03.21 13:00 | buy | 290 | 0.10 | 81.195 | 79.300 | 83.000 | ||
| 855 | 2011.03.21 14:00 | close | 290 | 0.10 | 81.246 | 79.300 | 83.000 | 510.00 | 700290.00 |
| 856 | 2011.03.21 14:00 | buy | 291 | 0.10 | 81.262 | 79.355 | 83.055 | ||
| 857 | 2011.03.22 01:00 | close | 291 | 0.10 | 81.121 | 79.355 | 83.055 | -1410.00 | 698880.00 |
| 858 | 2011.03.22 02:00 | buy | 292 | 0.10 | 81.277 | 79.367 | 83.067 | ||
| 859 | 2011.03.22 03:00 | close | 292 | 0.10 | 81.234 | 79.367 | 83.067 | -430.00 | 698450.00 |
| 860 | 2011.03.23 02:00 | buy | 293 | 0.10 | 81.055 | 79.159 | 82.859 | ||
| 861 | 2011.03.29 16:00 | modify | 293 | 0.10 | 81.055 | 80.098 | 82.859 | ||
| 862 | 2011.03.29 17:00 | modify | 293 | 0.10 | 81.055 | 80.247 | 82.859 | ||
| 863 | 2011.03.29 19:00 | modify | 293 | 0.10 | 81.055 | 80.248 | 82.859 | ||
| 864 | 2011.03.29 20:00 | modify | 293 | 0.10 | 81.055 | 80.282 | 82.859 | ||
| 865 | 2011.03.29 21:00 | modify | 293 | 0.10 | 81.055 | 80.321 | 82.859 | ||
| 866 | 2011.03.29 22:00 | modify | 293 | 0.10 | 81.055 | 80.337 | 82.859 | ||
| 867 | 2011.03.30 01:00 | modify | 293 | 0.10 | 81.055 | 80.367 | 82.859 | ||
| 868 | 2011.03.30 04:00 | modify | 293 | 0.10 | 81.055 | 80.400 | 82.859 | ||
| 869 | 2011.03.30 05:49 | t/p | 293 | 0.10 | 82.867 | 80.400 | 82.859 | 18120.00 | 716570.00 |
| 870 | 2011.03.31 06:00 | sell | 294 | 0.10 | 82.832 | 83.988 | 81.030 | ||
| 871 | 2011.04.01 15:30 | s/l | 294 | 0.10 | 84.011 | 83.988 | 81.030 | -11790.00 | 704780.00 |
| 872 | 2011.04.04 15:00 | sell | 295 | 0.10 | 83.979 | 84.609 | 82.069 | ||
| 873 | 2011.04.05 03:00 | close | 295 | 0.10 | 84.364 | 84.609 | 82.069 | -3850.00 | 700930.00 |
| 874 | 2011.04.05 03:00 | buy | 296 | 0.10 | 84.373 | 83.724 | 86.264 | ||
| 875 | 2011.04.12 03:00 | close | 296 | 0.10 | 84.441 | 83.724 | 86.264 | 680.00 | 701610.00 |
| 876 | 2011.04.12 03:00 | sell | 297 | 0.10 | 84.437 | 85.539 | 82.647 | ||
| 877 | 2011.04.14 13:00 | modify | 297 | 0.10 | 84.437 | 85.305 | 82.647 | ||
| 878 | 2011.04.14 16:00 | modify | 297 | 0.10 | 84.437 | 85.250 | 82.647 | ||
| 879 | 2011.04.14 18:00 | modify | 297 | 0.10 | 84.437 | 85.223 | 82.647 | ||
| 880 | 2011.04.15 12:00 | modify | 297 | 0.10 | 84.437 | 85.128 | 82.647 | ||
| 881 | 2011.04.18 06:00 | modify | 297 | 0.10 | 84.437 | 85.016 | 82.647 | ||
| 882 | 2011.04.18 09:00 | modify | 297 | 0.10 | 84.437 | 84.961 | 82.647 | ||
| 883 | 2011.04.18 13:00 | modify | 297 | 0.10 | 84.437 | 84.749 | 82.647 | ||
| 884 | 2011.04.18 16:03 | t/p | 297 | 0.10 | 82.647 | 84.749 | 82.647 | 17900.00 | 719510.00 |
| 885 | 2011.04.20 00:00 | buy | 298 | 0.10 | 82.600 | 80.707 | 84.407 | ||
| 886 | 2011.05.03 14:42 | s/l | 298 | 0.10 | 80.701 | 80.707 | 84.407 | -18990.00 | 700520.00 |
| 887 | 2011.05.04 03:01 | buy | 299 | 0.10 | 81.047 | 79.146 | 82.846 | ||
| 888 | 2011.05.05 13:00 | close | 299 | 0.10 | 80.015 | 79.146 | 82.846 | -10320.00 | 690200.00 |
| 889 | 2011.05.05 13:00 | sell | 300 | 0.10 | 80.030 | 80.659 | 78.119 | ||
| 890 | 2011.05.06 02:00 | close | 300 | 0.10 | 80.420 | 80.659 | 78.119 | -3900.00 | 686300.00 |
| 891 | 2011.05.06 02:00 | buy | 301 | 0.10 | 80.437 | 78.523 | 82.223 | ||
| 892 | 2011.05.11 19:00 | close | 301 | 0.10 | 80.774 | 78.523 | 82.223 | 3370.00 | 689670.00 |
| 893 | 2011.05.12 01:00 | buy | 302 | 0.10 | 81.162 | 79.256 | 82.956 | ||
| 894 | 2011.06.17 02:00 | close | 302 | 0.10 | 80.577 | 79.256 | 82.956 | -5850.00 | 683820.00 |
| 895 | 2011.06.20 12:00 | buy | 303 | 0.10 | 80.221 | 78.331 | 82.031 | ||
| 896 | 2011.07.08 11:00 | modify | 303 | 0.10 | 80.221 | 79.249 | 82.031 | ||
| 897 | 2011.07.08 13:00 | modify | 303 | 0.10 | 80.221 | 79.250 | 82.031 | ||
| 898 | 2011.07.08 15:00 | modify | 303 | 0.10 | 80.221 | 79.288 | 82.031 | ||
| 899 | 2011.07.12 11:00 | close | 303 | 0.10 | 79.764 | 79.288 | 82.031 | -4570.00 | 679250.00 |
| 900 | 2011.07.12 11:00 | sell | 304 | 0.10 | 79.754 | 80.402 | 77.862 | ||