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 |
| 901 | 2011.07.13 03:00 | close | 304 | 0.10 | 79.462 | 80.402 | 77.862 | 2920.00 | 682170.00 |
| 902 | 2011.07.13 14:00 | sell | 305 | 0.10 | 79.241 | 79.878 | 77.338 | ||
| 903 | 2011.07.27 10:00 | modify | 305 | 0.10 | 79.241 | 79.854 | 77.338 | ||
| 904 | 2011.07.27 11:00 | modify | 305 | 0.10 | 79.241 | 79.810 | 77.338 | ||
| 905 | 2011.07.27 12:00 | modify | 305 | 0.10 | 79.241 | 79.730 | 77.338 | ||
| 906 | 2011.07.29 07:00 | modify | 305 | 0.10 | 79.241 | 79.705 | 77.338 | ||
| 907 | 2011.07.29 08:00 | modify | 305 | 0.10 | 79.241 | 79.593 | 77.338 | ||
| 908 | 2011.07.29 15:44 | t/p | 305 | 0.10 | 77.332 | 79.593 | 77.338 | 19090.00 | 701260.00 |
| 909 | 2011.07.29 16:00 | sell | 306 | 0.10 | 77.206 | 77.852 | 75.312 | ||
| 910 | 2011.08.01 03:33 | s/l | 306 | 0.10 | 77.846 | 77.852 | 75.312 | -6400.00 | 694860.00 |
| 911 | 2011.08.02 17:00 | sell | 307 | 0.10 | 77.113 | 77.747 | 75.207 | ||
| 912 | 2011.08.04 04:01 | s/l | 307 | 0.10 | 77.797 | 77.747 | 75.207 | -6840.00 | 688020.00 |
| 913 | 2011.08.08 18:00 | sell | 308 | 0.10 | 77.667 | 78.310 | 75.770 | ||
| 914 | 2011.08.19 04:00 | close | 308 | 0.10 | 76.873 | 78.310 | 75.770 | 7940.00 | 695960.00 |
| 915 | 2011.08.19 04:00 | buy | 309 | 0.10 | 76.855 | 76.283 | 78.671 | ||
| 916 | 2011.08.19 12:00 | close | 309 | 0.10 | 76.395 | 76.283 | 78.671 | -4600.00 | 691360.00 |
| 917 | 2011.08.19 12:00 | sell | 310 | 0.10 | 76.409 | 77.040 | 74.500 | ||
| 918 | 2011.08.22 01:00 | close | 310 | 0.10 | 76.838 | 77.040 | 74.500 | -4290.00 | 687070.00 |
| 919 | 2011.08.22 01:00 | buy | 311 | 0.10 | 76.815 | 75.945 | 78.622 | ||
| 920 | 2011.09.27 02:00 | close | 311 | 0.10 | 76.343 | 75.945 | 78.622 | -4720.00 | 682350.00 |
| 921 | 2011.09.27 12:00 | buy | 312 | 0.10 | 76.464 | 75.941 | 78.255 | ||
| 922 | 2011.10.21 16:03 | s/l | 312 | 0.10 | 75.949 | 75.941 | 78.255 | -5150.00 | 677200.00 |
| 923 | 2011.10.21 17:00 | sell | 313 | 0.10 | 76.084 | 76.725 | 74.185 | ||
| 924 | 2011.10.26 22:00 | close | 313 | 0.10 | 76.165 | 76.725 | 74.185 | -810.00 | 676390.00 |
| 925 | 2011.10.26 22:00 | buy | 314 | 0.10 | 76.175 | 75.702 | 77.968 | ||
| 926 | 2011.10.27 10:00 | close | 314 | 0.10 | 75.849 | 75.702 | 77.968 | -3260.00 | 673130.00 |
| 927 | 2011.10.27 10:00 | sell | 315 | 0.10 | 75.844 | 76.497 | 73.957 | ||
| 928 | 2011.10.31 04:25 | s/l | 315 | 0.10 | 76.524 | 76.497 | 73.957 | -6800.00 | 666330.00 |
| 929 | 2011.11.03 03:00 | buy | 316 | 0.10 | 78.143 | 77.512 | 80.052 | ||
| 930 | 2011.11.08 17:00 | close | 316 | 0.10 | 77.667 | 77.512 | 80.052 | -4760.00 | 661570.00 |
| 931 | 2011.11.08 17:00 | sell | 317 | 0.10 | 77.659 | 79.560 | 75.860 | ||
| 932 | 2011.11.18 22:00 | close | 317 | 0.10 | 76.968 | 79.560 | 75.860 | 6910.00 | 668480.00 |
| 933 | 2011.11.18 22:00 | buy | 318 | 0.10 | 76.984 | 75.565 | 78.770 | ||
| 934 | 2011.11.24 04:00 | close | 318 | 0.10 | 77.066 | 75.565 | 78.770 | 820.00 | 669300.00 |
| 935 | 2011.11.24 04:01 | sell | 319 | 0.10 | 77.059 | 78.961 | 75.261 | ||
| 936 | 2011.11.28 17:00 | close | 319 | 0.10 | 77.992 | 78.961 | 75.261 | -9330.00 | 659970.00 |
| 937 | 2011.11.28 17:00 | buy | 320 | 0.10 | 77.983 | 77.353 | 79.893 | ||
| 938 | 2011.11.29 11:00 | close | 320 | 0.10 | 77.794 | 77.353 | 79.893 | -1890.00 | 658080.00 |
| 939 | 2011.11.29 11:00 | sell | 321 | 0.10 | 77.793 | 79.546 | 75.989 | ||
| 940 | 2011.11.30 03:00 | close | 321 | 0.10 | 78.064 | 79.546 | 75.989 | -2710.00 | 655370.00 |
| 941 | 2011.11.30 03:00 | buy | 322 | 0.10 | 78.060 | 77.427 | 79.967 | ||
| 942 | 2011.11.30 15:05 | s/l | 322 | 0.10 | 77.416 | 77.427 | 79.967 | -6440.00 | 648930.00 |
| 943 | 2011.11.30 18:00 | sell | 323 | 0.10 | 77.629 | 79.546 | 75.833 | ||
| 944 | 2011.12.02 22:00 | close | 323 | 0.10 | 78.052 | 79.546 | 75.833 | -4230.00 | 644700.00 |
| 945 | 2011.12.02 22:00 | buy | 324 | 0.10 | 78.063 | 77.417 | 79.957 | ||
| 946 | 2011.12.05 17:00 | close | 324 | 0.10 | 77.862 | 77.417 | 79.957 | -2010.00 | 642690.00 |
| 947 | 2011.12.05 17:00 | sell | 325 | 0.10 | 77.871 | 79.546 | 76.065 | ||
| 948 | 2012.01.03 10:00 | modify | 325 | 0.10 | 77.871 | 78.869 | 76.065 | ||
| 949 | 2012.01.03 14:00 | modify | 325 | 0.10 | 77.871 | 78.818 | 76.065 | ||
| 950 | 2012.01.03 15:00 | modify | 325 | 0.10 | 77.871 | 78.779 | 76.065 | ||
| 951 | 2012.01.03 20:00 | modify | 325 | 0.10 | 77.871 | 78.769 | 76.065 | ||
| 952 | 2012.01.03 22:00 | modify | 325 | 0.10 | 77.871 | 78.723 | 76.065 | ||
| 953 | 2012.01.04 14:00 | close | 325 | 0.10 | 76.747 | 78.723 | 76.065 | 11240.00 | 653930.00 |
| 954 | 2012.01.04 14:00 | buy | 326 | 0.10 | 76.734 | 75.558 | 78.536 | ||
| 955 | 2012.01.25 06:00 | modify | 326 | 0.10 | 76.734 | 75.869 | 78.536 | ||
| 956 | 2012.01.25 12:00 | modify | 326 | 0.10 | 76.734 | 75.952 | 78.536 | ||
| 957 | 2012.01.25 13:00 | modify | 326 | 0.10 | 76.734 | 76.030 | 78.536 | ||
| 958 | 2012.01.25 14:00 | modify | 326 | 0.10 | 76.734 | 76.090 | 78.536 | ||
| 959 | 2012.01.25 19:00 | modify | 326 | 0.10 | 76.734 | 76.120 | 78.536 | ||
| 960 | 2012.01.25 20:00 | close | 326 | 0.10 | 77.714 | 76.120 | 78.536 | 9800.00 | 663730.00 |
| 961 | 2012.01.25 20:00 | sell | 327 | 0.10 | 77.713 | 79.546 | 75.910 | ||
| 962 | 2012.01.30 17:00 | modify | 327 | 0.10 | 77.713 | 78.681 | 75.910 | ||
| 963 | 2012.01.30 18:00 | modify | 327 | 0.10 | 77.713 | 78.498 | 75.910 | ||
| 964 | 2012.01.30 19:00 | modify | 327 | 0.10 | 77.713 | 78.483 | 75.910 | ||
| 965 | 2012.01.30 20:00 | modify | 327 | 0.10 | 77.713 | 78.397 | 75.910 | ||
| 966 | 2012.01.30 22:00 | modify | 327 | 0.10 | 77.713 | 78.377 | 75.910 | ||
| 967 | 2012.01.31 06:00 | modify | 327 | 0.10 | 77.713 | 78.364 | 75.910 | ||
| 968 | 2012.01.31 07:00 | modify | 327 | 0.10 | 77.713 | 78.346 | 75.910 | ||
| 969 | 2012.01.31 08:00 | modify | 327 | 0.10 | 77.713 | 78.279 | 75.910 | ||
| 970 | 2012.02.01 04:00 | modify | 327 | 0.10 | 77.713 | 78.272 | 75.910 | ||
| 971 | 2012.02.01 12:00 | modify | 327 | 0.10 | 77.713 | 78.256 | 75.910 | ||
| 972 | 2012.02.01 13:00 | modify | 327 | 0.10 | 77.713 | 78.186 | 75.910 | ||
| 973 | 2012.02.01 18:00 | modify | 327 | 0.10 | 77.713 | 78.185 | 75.910 | ||
| 974 | 2012.02.02 13:00 | modify | 327 | 0.10 | 77.713 | 78.172 | 75.910 | ||
| 975 | 2012.02.03 16:00 | close | 327 | 0.10 | 76.546 | 78.172 | 75.910 | 11670.00 | 675400.00 |
| 976 | 2012.02.03 16:00 | buy | 328 | 0.10 | 76.565 | 75.560 | 78.353 | ||
| 977 | 2012.02.10 00:00 | modify | 328 | 0.10 | 76.565 | 75.583 | 78.353 | ||
| 978 | 2012.02.10 13:00 | modify | 328 | 0.10 | 76.565 | 75.607 | 78.353 | ||
| 979 | 2012.02.10 14:00 | modify | 328 | 0.10 | 76.565 | 75.620 | 78.353 | ||
| 980 | 2012.02.10 15:00 | modify | 328 | 0.10 | 76.565 | 75.640 | 78.353 | ||
| 981 | 2012.02.13 15:00 | close | 328 | 0.10 | 77.604 | 75.640 | 78.353 | 10390.00 | 685790.00 |
| 982 | 2012.02.13 15:01 | sell | 329 | 0.10 | 77.598 | 78.302 | 75.800 | ||
| 983 | 2012.02.14 17:11 | s/l | 329 | 0.10 | 78.306 | 78.302 | 75.800 | -7080.00 | 678710.00 |
| 984 | 2012.02.15 16:00 | sell | 330 | 0.10 | 78.391 | 78.680 | 76.489 | ||
| 985 | 2012.02.16 10:00 | close | 330 | 0.10 | 78.653 | 78.680 | 76.489 | -2620.00 | 676090.00 |
| 986 | 2012.02.16 10:00 | buy | 331 | 0.10 | 78.665 | 78.009 | 80.549 | ||
| 987 | 2012.02.22 12:00 | modify | 331 | 0.10 | 78.665 | 78.082 | 80.549 | ||
| 988 | 2012.02.22 13:00 | modify | 331 | 0.10 | 78.665 | 78.084 | 80.549 | ||
| 989 | 2012.02.22 15:00 | modify | 331 | 0.10 | 78.665 | 78.152 | 80.549 | ||
| 990 | 2012.02.22 17:00 | modify | 331 | 0.10 | 78.665 | 78.171 | 80.549 | ||
| 991 | 2012.02.22 19:00 | modify | 331 | 0.10 | 78.665 | 78.221 | 80.549 | ||
| 992 | 2012.02.22 21:00 | modify | 331 | 0.10 | 78.665 | 78.271 | 80.549 | ||
| 993 | 2012.02.24 09:00 | modify | 331 | 0.10 | 78.665 | 78.315 | 80.549 | ||
| 994 | 2012.02.24 09:03 | t/p | 331 | 0.10 | 80.540 | 78.315 | 80.549 | 18750.00 | 694840.00 |
| 995 | 2012.02.24 09:03 | buy | 332 | 0.10 | 80.534 | 79.889 | 82.429 | ||
| 996 | 2012.03.09 17:00 | modify | 332 | 0.10 | 80.534 | 80.212 | 82.429 | ||
| 997 | 2012.03.09 17:27 | t/p | 332 | 0.10 | 82.441 | 80.212 | 82.429 | 19070.00 | 713910.00 |
| 998 | 2012.03.09 18:00 | buy | 333 | 0.10 | 82.345 | 81.714 | 84.254 | ||
| 999 | 2012.03.15 04:00 | modify | 333 | 0.10 | 82.345 | 81.731 | 84.254 | ||
| 1000 | 2012.03.15 05:00 | modify | 333 | 0.10 | 82.345 | 81.880 | 84.254 | ||
| 1001 | 2012.03.15 06:00 | modify | 333 | 0.10 | 82.345 | 81.947 | 84.254 | ||
| 1002 | 2012.03.15 08:00 | modify | 333 | 0.10 | 82.345 | 82.035 | 84.254 | ||
| 1003 | 2012.03.21 19:00 | close | 333 | 0.10 | 83.633 | 82.035 | 84.254 | 12880.00 | 726790.00 |
| 1004 | 2012.03.22 12:00 | sell | 334 | 0.10 | 82.834 | 84.198 | 81.043 | ||
| 1005 | 2012.04.03 04:00 | modify | 334 | 0.10 | 82.834 | 83.728 | 81.043 | ||
| 1006 | 2012.04.06 17:00 | modify | 334 | 0.10 | 82.834 | 83.552 | 81.043 | ||
| 1007 | 2012.04.09 03:00 | modify | 334 | 0.10 | 82.834 | 83.422 | 81.043 | ||
| 1008 | 2012.04.09 04:00 | modify | 334 | 0.10 | 82.834 | 83.391 | 81.043 | ||
| 1009 | 2012.04.09 15:00 | modify | 334 | 0.10 | 82.834 | 83.390 | 81.043 | ||
| 1010 | 2012.04.09 18:00 | modify | 334 | 0.10 | 82.834 | 83.384 | 81.043 | ||
| 1011 | 2012.04.10 12:00 | modify | 334 | 0.10 | 82.834 | 83.274 | 81.043 | ||
| 1012 | 2012.04.10 15:00 | modify | 334 | 0.10 | 82.834 | 83.235 | 81.043 | ||
| 1013 | 2012.04.10 15:23 | t/p | 334 | 0.10 | 81.037 | 83.235 | 81.043 | 17970.00 | 744760.00 |
| 1014 | 2012.04.10 16:00 | sell | 335 | 0.10 | 81.106 | 83.008 | 79.308 | ||
| 1015 | 2012.04.17 11:00 | close | 335 | 0.10 | 80.577 | 83.008 | 79.308 | 5290.00 | 750050.00 |
| 1016 | 2012.04.17 11:00 | buy | 336 | 0.10 | 80.587 | 78.679 | 82.379 | ||
| 1017 | 2012.04.19 16:00 | modify | 336 | 0.10 | 80.587 | 79.612 | 82.379 | ||
| 1018 | 2012.04.20 14:00 | modify | 336 | 0.10 | 80.587 | 79.633 | 82.379 | ||
| 1019 | 2012.04.20 15:00 | modify | 336 | 0.10 | 80.587 | 79.638 | 82.379 | ||
| 1020 | 2012.04.23 00:00 | close | 336 | 0.10 | 81.503 | 79.638 | 82.379 | 9160.00 | 759210.00 |
| 1021 | 2012.04.23 00:01 | sell | 337 | 0.10 | 81.501 | 83.407 | 79.707 | ||
| 1022 | 2012.04.27 04:00 | close | 337 | 0.10 | 81.133 | 83.407 | 79.707 | 3680.00 | 762890.00 |
| 1023 | 2012.04.27 04:00 | buy | 338 | 0.10 | 81.145 | 79.238 | 82.938 | ||
| 1024 | 2012.05.17 18:58 | s/l | 338 | 0.10 | 79.230 | 79.238 | 82.938 | -19150.00 | 743740.00 |
| 1025 | 2012.05.18 18:00 | sell | 339 | 0.10 | 79.263 | 79.900 | 77.360 | ||
| 1026 | 2012.05.21 10:00 | close | 339 | 0.10 | 79.298 | 79.900 | 77.360 | -350.00 | 743390.00 |
| 1027 | 2012.05.21 10:00 | buy | 340 | 0.10 | 79.299 | 77.408 | 81.108 | ||
| 1028 | 2012.05.31 06:00 | close | 340 | 0.10 | 78.733 | 77.408 | 81.108 | -5660.00 | 737730.00 |
| 1029 | 2012.05.31 06:00 | sell | 341 | 0.10 | 78.730 | 79.363 | 76.823 | ||
| 1030 | 2012.06.05 09:00 | close | 341 | 0.10 | 78.446 | 79.363 | 76.823 | 2840.00 | 740570.00 |
| 1031 | 2012.06.05 09:00 | buy | 342 | 0.10 | 78.448 | 77.647 | 80.255 | ||
| 1032 | 2012.06.05 11:00 | close | 342 | 0.10 | 78.220 | 77.647 | 80.255 | -2280.00 | 738290.00 |
| 1033 | 2012.06.05 11:00 | sell | 343 | 0.10 | 78.239 | 78.863 | 76.323 | ||
| 1034 | 2012.06.05 16:00 | close | 343 | 0.10 | 78.592 | 78.863 | 76.323 | -3530.00 | 734760.00 |
| 1035 | 2012.06.05 16:00 | buy | 344 | 0.10 | 78.598 | 77.647 | 80.401 | ||
| 1036 | 2012.06.21 14:00 | modify | 344 | 0.10 | 78.598 | 77.762 | 80.401 | ||
| 1037 | 2012.06.21 15:00 | modify | 344 | 0.10 | 78.598 | 77.817 | 80.401 | ||
| 1038 | 2012.06.21 16:00 | modify | 344 | 0.10 | 78.598 | 77.945 | 80.401 | ||
| 1039 | 2012.06.21 17:00 | modify | 344 | 0.10 | 78.598 | 77.968 | 80.401 | ||
| 1040 | 2012.06.21 18:00 | modify | 344 | 0.10 | 78.598 | 78.132 | 80.401 | ||
| 1041 | 2012.06.21 19:00 | modify | 344 | 0.10 | 78.598 | 78.176 | 80.401 | ||
| 1042 | 2012.06.21 23:00 | modify | 344 | 0.10 | 78.598 | 78.191 | 80.401 | ||
| 1043 | 2012.06.22 07:20 | t/p | 344 | 0.10 | 80.403 | 78.191 | 80.401 | 18050.00 | 752810.00 |
| 1044 | 2012.06.25 08:00 | sell | 345 | 0.10 | 80.226 | 82.126 | 78.426 | ||
| 1045 | 2012.06.27 10:00 | close | 345 | 0.10 | 79.587 | 82.126 | 78.426 | 6390.00 | 759200.00 |
| 1046 | 2012.06.27 10:00 | buy | 346 | 0.10 | 79.578 | 77.674 | 81.374 | ||
| 1047 | 2012.07.19 06:00 | close | 346 | 0.10 | 78.545 | 77.674 | 81.374 | -10330.00 | 748870.00 |
| 1048 | 2012.07.19 06:01 | sell | 347 | 0.10 | 78.552 | 79.182 | 76.642 | ||
| 1049 | 2012.07.20 01:00 | close | 347 | 0.10 | 78.640 | 79.182 | 76.642 | -880.00 | 747990.00 |
| 1050 | 2012.07.20 01:00 | buy | 348 | 0.10 | 78.638 | 77.644 | 80.432 | ||