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 |
| 1051 | 2012.07.20 17:00 | close | 348 | 0.10 | 78.550 | 77.644 | 80.432 | -880.00 | 747110.00 |
| 1052 | 2012.07.20 17:00 | sell | 349 | 0.10 | 78.559 | 79.192 | 76.652 | ||
| 1053 | 2012.07.27 16:00 | close | 349 | 0.10 | 78.412 | 79.192 | 76.652 | 1470.00 | 748580.00 |
| 1054 | 2012.07.27 16:00 | buy | 350 | 0.10 | 78.384 | 77.648 | 80.205 | ||
| 1055 | 2012.07.30 11:00 | close | 350 | 0.10 | 78.266 | 77.648 | 80.205 | -1180.00 | 747400.00 |
| 1056 | 2012.07.30 11:00 | sell | 351 | 0.10 | 78.261 | 78.906 | 76.366 | ||
| 1057 | 2012.07.31 11:00 | close | 351 | 0.10 | 78.292 | 78.906 | 76.366 | -310.00 | 747090.00 |
| 1058 | 2012.07.31 11:00 | buy | 352 | 0.10 | 78.280 | 77.649 | 80.083 | ||
| 1059 | 2012.07.31 18:00 | close | 352 | 0.10 | 78.096 | 77.649 | 80.083 | -1840.00 | 745250.00 |
| 1060 | 2012.07.31 18:00 | sell | 353 | 0.10 | 78.095 | 78.733 | 76.193 | ||
| 1061 | 2012.08.01 18:00 | close | 353 | 0.10 | 78.248 | 78.733 | 76.193 | -1530.00 | 743720.00 |
| 1062 | 2012.08.01 18:00 | buy | 354 | 0.10 | 78.256 | 77.648 | 80.051 | ||
| 1063 | 2012.08.03 04:00 | close | 354 | 0.10 | 78.091 | 77.648 | 80.051 | -1650.00 | 742070.00 |
| 1064 | 2012.08.03 04:00 | sell | 355 | 0.10 | 78.097 | 78.695 | 76.190 | ||
| 1065 | 2012.08.03 16:00 | close | 355 | 0.10 | 78.682 | 78.695 | 76.190 | -5850.00 | 736220.00 |
| 1066 | 2012.08.03 16:00 | buy | 356 | 0.10 | 78.672 | 77.646 | 80.481 | ||
| 1067 | 2012.08.20 17:00 | close | 356 | 0.10 | 79.401 | 77.646 | 80.481 | 7290.00 | 743510.00 |
| 1068 | 2012.08.20 17:00 | sell | 357 | 0.10 | 79.422 | 80.639 | 77.605 | ||
| 1069 | 2012.08.24 05:00 | close | 357 | 0.10 | 78.629 | 80.639 | 77.605 | 7930.00 | 751440.00 |
| 1070 | 2012.08.24 05:00 | buy | 358 | 0.10 | 78.615 | 77.648 | 80.429 | ||
| 1071 | 2012.09.11 16:00 | close | 358 | 0.10 | 77.870 | 77.648 | 80.429 | -7450.00 | 743990.00 |
| 1072 | 2012.09.11 16:00 | sell | 359 | 0.10 | 77.865 | 78.502 | 75.962 | ||
| 1073 | 2012.09.12 16:00 | close | 359 | 0.10 | 77.912 | 78.502 | 75.962 | -470.00 | 743520.00 |
| 1074 | 2012.09.12 16:00 | buy | 360 | 0.10 | 77.897 | 77.685 | 79.706 | ||
| 1075 | 2012.09.13 04:00 | close | 360 | 0.10 | 77.749 | 77.685 | 79.706 | -1480.00 | 742040.00 |
| 1076 | 2012.09.13 04:00 | sell | 361 | 0.10 | 77.758 | 78.387 | 75.847 | ||
| 1077 | 2012.09.14 12:00 | close | 361 | 0.10 | 77.758 | 78.387 | 75.847 | 0.00 | 742040.00 |
| 1078 | 2012.09.14 12:00 | buy | 362 | 0.10 | 77.753 | 77.124 | 79.560 | ||
| 1079 | 2012.09.25 12:00 | close | 362 | 0.10 | 77.695 | 77.124 | 79.560 | -580.00 | 741460.00 |
| 1080 | 2012.09.25 12:00 | sell | 363 | 0.10 | 77.692 | 78.334 | 75.794 | ||
| 1081 | 2012.09.26 16:00 | close | 363 | 0.10 | 77.814 | 78.334 | 75.794 | -1220.00 | 740240.00 |
| 1082 | 2012.09.26 16:00 | buy | 364 | 0.10 | 77.828 | 77.124 | 79.610 | ||
| 1083 | 2012.09.27 13:00 | close | 364 | 0.10 | 77.653 | 77.124 | 79.610 | -1750.00 | 738490.00 |
| 1084 | 2012.09.27 13:00 | sell | 365 | 0.10 | 77.654 | 78.298 | 75.758 | ||
| 1085 | 2012.09.28 17:00 | close | 365 | 0.10 | 77.773 | 78.298 | 75.758 | -1190.00 | 737300.00 |
| 1086 | 2012.09.28 17:00 | buy | 366 | 0.10 | 77.765 | 77.129 | 79.572 | ||
| 1087 | 2012.10.17 04:00 | close | 366 | 0.10 | 78.790 | 77.129 | 79.572 | 10250.00 | 747550.00 |
| 1088 | 2012.10.17 04:01 | sell | 367 | 0.10 | 78.776 | 79.964 | 76.984 | ||
| 1089 | 2012.10.18 04:00 | close | 367 | 0.10 | 79.140 | 79.964 | 76.984 | -3640.00 | 743910.00 |
| 1090 | 2012.10.18 04:00 | buy | 368 | 0.10 | 79.143 | 78.502 | 81.042 | ||
| 1091 | 2012.10.30 09:00 | close | 368 | 0.10 | 79.453 | 78.502 | 81.042 | 3100.00 | 747010.00 |
| 1092 | 2012.10.30 09:00 | sell | 369 | 0.10 | 79.461 | 80.395 | 77.655 | ||
| 1093 | 2012.10.31 11:00 | close | 369 | 0.10 | 79.733 | 80.395 | 77.655 | -2720.00 | 744290.00 |
| 1094 | 2012.10.31 11:00 | buy | 370 | 0.10 | 79.732 | 79.086 | 81.626 | ||
| 1095 | 2012.11.07 05:00 | close | 370 | 0.10 | 79.885 | 79.086 | 81.626 | 1530.00 | 745820.00 |
| 1096 | 2012.11.07 05:00 | sell | 371 | 0.10 | 79.881 | 80.690 | 78.081 | ||
| 1097 | 2012.11.15 06:50 | s/l | 371 | 0.10 | 80.691 | 80.690 | 78.081 | -8100.00 | 737720.00 |
| 1098 | 2012.11.15 07:00 | buy | 372 | 0.10 | 80.802 | 80.155 | 82.695 | ||
| 1099 | 2012.11.21 14:00 | modify | 372 | 0.10 | 80.802 | 80.192 | 82.695 | ||
| 1100 | 2012.11.21 15:00 | modify | 372 | 0.10 | 80.802 | 80.258 | 82.695 | ||
| 1101 | 2012.11.21 17:00 | modify | 372 | 0.10 | 80.802 | 80.411 | 82.695 | ||
| 1102 | 2012.11.22 00:00 | modify | 372 | 0.10 | 80.802 | 80.426 | 82.695 | ||
| 1103 | 2012.11.22 03:00 | modify | 372 | 0.10 | 80.802 | 80.471 | 82.695 | ||
| 1104 | 2012.11.22 10:30 | t/p | 372 | 0.10 | 82.701 | 80.471 | 82.695 | 18990.00 | 756710.00 |
| 1105 | 2012.11.22 11:00 | buy | 373 | 0.10 | 82.777 | 82.135 | 84.675 | ||
| 1106 | 2012.11.23 10:27 | s/l | 373 | 0.10 | 82.142 | 82.135 | 84.675 | -6350.00 | 750360.00 |
| 1107 | 2012.11.23 17:00 | buy | 374 | 0.10 | 82.435 | 81.794 | 84.334 | ||
| 1108 | 2012.11.28 03:51 | s/l | 374 | 0.10 | 81.800 | 81.794 | 84.334 | -6350.00 | 744010.00 |
| 1109 | 2012.11.28 23:00 | buy | 375 | 0.10 | 81.969 | 81.332 | 83.872 | ||
| 1110 | 2012.12.04 05:00 | close | 375 | 0.10 | 82.069 | 81.332 | 83.872 | 1000.00 | 745010.00 |
| 1111 | 2012.12.04 05:01 | sell | 376 | 0.10 | 82.089 | 82.854 | 80.275 | ||
| 1112 | 2012.12.05 06:00 | close | 376 | 0.10 | 82.248 | 82.854 | 80.275 | -1590.00 | 743420.00 |
| 1113 | 2012.12.05 06:01 | buy | 377 | 0.10 | 82.236 | 81.674 | 84.147 | ||
| 1114 | 2012.12.10 11:00 | close | 377 | 0.10 | 82.321 | 81.674 | 84.147 | 850.00 | 744270.00 |
| 1115 | 2012.12.10 11:00 | sell | 378 | 0.10 | 82.317 | 82.854 | 80.513 | ||
| 1116 | 2012.12.12 10:00 | close | 378 | 0.10 | 82.785 | 82.854 | 80.513 | -4680.00 | 739590.00 |
| 1117 | 2012.12.12 10:00 | buy | 379 | 0.10 | 82.801 | 82.152 | 84.692 | ||
| 1118 | 2012.12.17 01:00 | modify | 379 | 0.10 | 82.801 | 82.222 | 84.692 | ||
| 1119 | 2012.12.19 03:00 | modify | 379 | 0.10 | 82.801 | 82.256 | 84.692 | ||
| 1120 | 2012.12.19 04:00 | modify | 379 | 0.10 | 82.801 | 82.274 | 84.692 | ||
| 1121 | 2012.12.19 14:00 | modify | 379 | 0.10 | 82.801 | 82.330 | 84.692 | ||
| 1122 | 2012.12.19 15:00 | modify | 379 | 0.10 | 82.801 | 82.435 | 84.692 | ||
| 1123 | 2012.12.19 17:00 | modify | 379 | 0.10 | 82.801 | 82.500 | 84.692 | ||
| 1124 | 2012.12.19 18:00 | close | 379 | 0.10 | 84.279 | 82.500 | 84.692 | 14780.00 | 754370.00 |
| 1125 | 2012.12.20 18:00 | buy | 380 | 0.10 | 84.391 | 83.749 | 86.289 | ||
| 1126 | 2012.12.27 17:00 | modify | 380 | 0.10 | 84.391 | 83.811 | 86.289 | ||
| 1127 | 2012.12.27 18:00 | modify | 380 | 0.10 | 84.391 | 83.944 | 86.289 | ||
| 1128 | 2012.12.27 20:00 | modify | 380 | 0.10 | 84.391 | 83.964 | 86.289 | ||
| 1129 | 2012.12.28 00:00 | modify | 380 | 0.10 | 84.391 | 83.986 | 86.289 | ||
| 1130 | 2012.12.28 00:36 | t/p | 380 | 0.10 | 86.293 | 83.986 | 86.289 | 19020.00 | 773390.00 |
| 1131 | 2012.12.28 01:00 | buy | 381 | 0.10 | 86.303 | 85.659 | 88.199 | ||
| 1132 | 2012.12.31 00:02 | s/l | 381 | 0.10 | 85.660 | 85.659 | 88.199 | -6430.00 | 766960.00 |
| 1133 | 2012.12.31 07:00 | buy | 382 | 0.10 | 86.143 | 85.511 | 88.051 | ||
| 1134 | 2013.01.04 03:00 | modify | 382 | 0.10 | 86.143 | 85.614 | 88.051 | ||
| 1135 | 2013.01.04 07:00 | modify | 382 | 0.10 | 86.143 | 85.643 | 88.051 | ||
| 1136 | 2013.01.04 09:00 | modify | 382 | 0.10 | 86.143 | 85.651 | 88.051 | ||
| 1137 | 2013.01.04 09:45 | t/p | 382 | 0.10 | 88.054 | 85.651 | 88.051 | 19110.00 | 786070.00 |
| 1138 | 2013.01.07 01:00 | buy | 383 | 0.10 | 88.354 | 87.704 | 90.244 | ||
| 1139 | 2013.01.07 08:28 | s/l | 383 | 0.10 | 87.708 | 87.704 | 90.244 | -6460.00 | 779610.00 |
| 1140 | 2013.01.09 11:00 | buy | 384 | 0.10 | 87.616 | 86.983 | 89.523 | ||
| 1141 | 2013.01.11 03:00 | modify | 384 | 0.10 | 87.616 | 87.200 | 89.523 | ||
| 1142 | 2013.01.11 04:00 | close | 384 | 0.10 | 88.843 | 87.200 | 89.523 | 12270.00 | 791880.00 |
| 1143 | 2013.01.11 19:00 | buy | 385 | 0.10 | 89.229 | 88.588 | 91.128 | ||
| 1144 | 2013.01.15 13:36 | s/l | 385 | 0.10 | 88.577 | 88.588 | 91.128 | -6520.00 | 785360.00 |
| 1145 | 2013.01.16 21:00 | buy | 386 | 0.10 | 88.587 | 87.944 | 90.484 | ||
| 1146 | 2013.01.18 10:00 | modify | 386 | 0.10 | 88.587 | 88.044 | 90.484 | ||
| 1147 | 2013.01.21 03:00 | modify | 386 | 0.10 | 88.587 | 88.081 | 90.484 | ||
| 1148 | 2013.01.21 03:00 | close | 386 | 0.10 | 89.825 | 88.081 | 90.484 | 12380.00 | 797740.00 |
| 1149 | 2013.01.22 01:00 | buy | 387 | 0.10 | 89.824 | 89.191 | 91.731 | ||
| 1150 | 2013.01.22 06:19 | s/l | 387 | 0.10 | 89.176 | 89.191 | 91.731 | -6480.00 | 791260.00 |
| 1151 | 2013.01.22 08:00 | sell | 388 | 0.10 | 89.064 | 90.265 | 87.272 | ||
| 1152 | 2013.01.24 23:00 | s/l | 388 | 0.10 | 90.270 | 90.265 | 87.272 | -12060.00 | 779200.00 |
| 1153 | 2013.01.25 18:00 | buy | 389 | 0.10 | 90.993 | 90.348 | 92.888 | ||
| 1154 | 2013.01.25 19:00 | close | 389 | 0.10 | 91.024 | 90.348 | 92.888 | 310.00 | 779510.00 |
| 1155 | 2013.01.25 19:00 | buy | 390 | 0.10 | 91.043 | 90.400 | 92.940 | ||
| 1156 | 2013.01.25 20:00 | close | 390 | 0.10 | 91.020 | 90.400 | 92.940 | -230.00 | 779280.00 |
| 1157 | 2013.01.25 21:00 | buy | 391 | 0.10 | 91.111 | 90.466 | 93.006 | ||
| 1158 | 2013.01.25 22:00 | close | 391 | 0.10 | 90.993 | 90.466 | 93.006 | -1180.00 | 778100.00 |
| 1159 | 2013.01.28 02:00 | buy | 392 | 0.10 | 91.196 | 90.551 | 93.091 | ||
| 1160 | 2013.01.28 03:00 | close | 392 | 0.10 | 91.016 | 90.551 | 93.091 | -1800.00 | 776300.00 |
| 1161 | 2013.01.29 06:00 | buy | 393 | 0.10 | 90.933 | 90.303 | 92.843 | ||
| 1162 | 2013.01.31 07:00 | close | 393 | 0.10 | 90.817 | 90.303 | 92.843 | -1160.00 | 775140.00 |
| 1163 | 2013.01.31 07:01 | sell | 394 | 0.10 | 90.805 | 91.423 | 89.020 | ||
| 1164 | 2013.01.31 17:00 | close | 394 | 0.10 | 91.203 | 91.423 | 89.020 | -3980.00 | 771160.00 |
| 1165 | 2013.01.31 17:00 | buy | 395 | 0.10 | 91.203 | 90.570 | 93.110 | ||
| 1166 | 2013.02.01 23:00 | modify | 395 | 0.10 | 91.203 | 90.642 | 93.110 | ||
| 1167 | 2013.02.04 00:00 | modify | 395 | 0.10 | 91.203 | 90.771 | 93.110 | ||
| 1168 | 2013.02.04 11:13 | t/p | 395 | 0.10 | 93.107 | 90.771 | 93.110 | 19040.00 | 790200.00 |
| 1169 | 2013.02.04 12:00 | buy | 396 | 0.10 | 93.141 | 92.503 | 95.043 | ||
| 1170 | 2013.02.04 19:09 | s/l | 396 | 0.10 | 92.509 | 92.503 | 95.043 | -6320.00 | 783880.00 |
| 1171 | 2013.02.05 12:00 | buy | 397 | 0.10 | 92.886 | 92.240 | 94.780 | ||
| 1172 | 2013.02.08 10:23 | s/l | 397 | 0.10 | 92.244 | 92.240 | 94.780 | -6420.00 | 777460.00 |
| 1173 | 2013.02.11 05:00 | sell | 398 | 0.10 | 92.474 | 94.074 | 90.681 | ||
| 1174 | 2013.02.11 11:00 | close | 398 | 0.10 | 93.075 | 94.074 | 90.681 | -6010.00 | 771450.00 |
| 1175 | 2013.02.11 11:00 | buy | 399 | 0.10 | 93.068 | 92.433 | 94.973 | ||
| 1176 | 2013.02.14 14:00 | close | 399 | 0.10 | 93.252 | 92.433 | 94.973 | 1840.00 | 773290.00 |
| 1177 | 2013.02.14 14:00 | sell | 400 | 0.10 | 93.265 | 94.476 | 91.457 | ||
| 1178 | 2013.02.25 00:00 | s/l | 400 | 0.10 | 94.549 | 94.476 | 91.457 | -12840.00 | 760450.00 |
| 1179 | 2013.02.25 19:00 | sell | 401 | 0.10 | 93.353 | 94.577 | 91.555 | ||
| 1180 | 2013.02.25 22:30 | t/p | 401 | 0.10 | 91.542 | 94.577 | 91.555 | 18110.00 | 778560.00 |
| 1181 | 2013.02.27 04:00 | sell | 402 | 0.10 | 91.702 | 93.599 | 89.899 | ||
| 1182 | 2013.02.27 12:00 | close | 402 | 0.10 | 91.686 | 93.599 | 89.899 | 160.00 | 778720.00 |
| 1183 | 2013.02.27 15:00 | sell | 403 | 0.10 | 91.672 | 93.564 | 89.864 | ||
| 1184 | 2013.02.27 16:00 | close | 403 | 0.10 | 91.455 | 93.564 | 89.864 | 2170.00 | 780890.00 |
| 1185 | 2013.02.27 16:00 | sell | 404 | 0.10 | 91.458 | 93.350 | 89.650 | ||
| 1186 | 2013.02.27 17:00 | close | 404 | 0.10 | 91.504 | 93.350 | 89.650 | -460.00 | 780430.00 |
| 1187 | 2013.03.04 18:00 | sell | 405 | 0.10 | 93.277 | 94.577 | 91.474 | ||
| 1188 | 2013.03.07 15:31 | s/l | 405 | 0.10 | 94.578 | 94.577 | 91.474 | -13010.00 | 767420.00 |
| 1189 | 2013.03.11 06:00 | buy | 406 | 0.10 | 96.230 | 95.595 | 98.135 | ||
| 1190 | 2013.03.11 07:00 | close | 406 | 0.10 | 96.135 | 95.595 | 98.135 | -950.00 | 766470.00 |
| 1191 | 2013.03.11 20:00 | buy | 407 | 0.10 | 96.249 | 95.602 | 98.142 | ||
| 1192 | 2013.03.12 02:00 | close | 407 | 0.10 | 96.612 | 95.602 | 98.142 | 3630.00 | 770100.00 |
| 1193 | 2013.03.12 02:00 | buy | 408 | 0.10 | 96.634 | 95.987 | 98.527 | ||
| 1194 | 2013.03.12 12:25 | s/l | 408 | 0.10 | 95.981 | 95.987 | 98.527 | -6530.00 | 763570.00 |
| 1195 | 2013.03.12 13:00 | sell | 409 | 0.10 | 95.998 | 96.727 | 94.203 | ||
| 1196 | 2013.03.14 12:00 | close | 409 | 0.10 | 96.433 | 96.727 | 94.203 | -4350.00 | 759220.00 |
| 1197 | 2013.03.14 12:00 | buy | 410 | 0.10 | 96.433 | 95.787 | 98.327 | ||
| 1198 | 2013.03.14 19:54 | s/l | 410 | 0.10 | 95.789 | 95.787 | 98.327 | -6440.00 | 752780.00 |
| 1199 | 2013.03.14 20:00 | sell | 411 | 0.10 | 95.830 | 96.727 | 94.031 | ||
| 1200 | 2013.03.18 01:00 | modify | 411 | 0.10 | 95.830 | 96.418 | 94.031 | ||