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 |
| 1201 | 2013.03.18 01:00 | close | 411 | 0.10 | 94.605 | 96.418 | 94.031 | 12250.00 | 765030.00 |
| 1202 | 2013.03.19 18:00 | sell | 412 | 0.10 | 95.079 | 96.727 | 93.286 | ||
| 1203 | 2013.03.25 21:00 | modify | 412 | 0.10 | 95.079 | 95.947 | 93.286 | ||
| 1204 | 2013.04.01 10:26 | t/p | 412 | 0.10 | 93.283 | 95.947 | 93.286 | 17960.00 | 782990.00 |
| 1205 | 2013.04.01 11:00 | sell | 413 | 0.10 | 93.440 | 95.335 | 91.635 | ||
| 1206 | 2013.04.04 09:29 | s/l | 413 | 0.10 | 95.328 | 95.335 | 91.635 | -18880.00 | 764110.00 |
| 1207 | 2013.04.08 20:00 | buy | 414 | 0.10 | 98.823 | 98.186 | 100.726 | ||
| 1208 | 2013.04.08 21:00 | close | 414 | 0.10 | 99.177 | 98.186 | 100.726 | 3540.00 | 767650.00 |
| 1209 | 2013.04.08 21:00 | buy | 415 | 0.10 | 99.178 | 98.540 | 101.080 | ||
| 1210 | 2013.04.08 22:00 | close | 415 | 0.10 | 99.191 | 98.540 | 101.080 | 130.00 | 767780.00 |
| 1211 | 2013.04.08 22:00 | buy | 416 | 0.10 | 99.205 | 98.566 | 101.106 | ||
| 1212 | 2013.04.08 23:00 | close | 416 | 0.10 | 99.309 | 98.566 | 101.106 | 1040.00 | 768820.00 |
| 1213 | 2013.04.09 22:00 | buy | 417 | 0.10 | 99.308 | 98.665 | 101.205 | ||
| 1214 | 2013.04.09 23:00 | close | 417 | 0.10 | 98.995 | 98.665 | 101.205 | -3130.00 | 765690.00 |
| 1215 | 2013.04.10 11:00 | buy | 418 | 0.10 | 99.367 | 98.719 | 101.259 | ||
| 1216 | 2013.04.12 17:57 | s/l | 418 | 0.10 | 98.722 | 98.719 | 101.259 | -6450.00 | 759240.00 |
| 1217 | 2013.04.17 05:00 | buy | 419 | 0.10 | 98.241 | 97.600 | 100.140 | ||
| 1218 | 2013.04.17 17:58 | s/l | 419 | 0.10 | 97.604 | 97.600 | 100.140 | -6370.00 | 752870.00 |
| 1219 | 2013.04.18 07:00 | buy | 420 | 0.10 | 98.277 | 97.633 | 100.173 | ||
| 1220 | 2013.04.22 01:00 | modify | 420 | 0.10 | 98.277 | 97.702 | 100.173 | ||
| 1221 | 2013.04.22 03:00 | modify | 420 | 0.10 | 98.277 | 97.777 | 100.173 | ||
| 1222 | 2013.04.26 05:00 | close | 420 | 0.10 | 99.120 | 97.777 | 100.173 | 8430.00 | 761300.00 |
| 1223 | 2013.04.26 05:00 | sell | 421 | 0.10 | 99.117 | 99.966 | 97.323 | ||
| 1224 | 2013.04.26 19:00 | modify | 421 | 0.10 | 99.117 | 99.783 | 97.323 | ||
| 1225 | 2013.04.29 06:00 | modify | 421 | 0.10 | 99.117 | 99.679 | 97.323 | ||
| 1226 | 2013.04.29 07:00 | modify | 421 | 0.10 | 99.117 | 99.563 | 97.323 | ||
| 1227 | 2013.04.30 14:00 | modify | 421 | 0.10 | 99.117 | 99.532 | 97.323 | ||
| 1228 | 2013.04.30 17:08 | t/p | 421 | 0.10 | 97.312 | 99.532 | 97.323 | 18050.00 | 779350.00 |
| 1229 | 2013.04.30 18:00 | sell | 422 | 0.10 | 97.392 | 99.302 | 95.602 | ||
| 1230 | 2013.05.06 09:44 | s/l | 422 | 0.10 | 99.311 | 99.302 | 95.602 | -19190.00 | 760160.00 |
| 1231 | 2013.05.07 04:00 | sell | 423 | 0.10 | 99.184 | 99.966 | 97.393 | ||
| 1232 | 2013.05.09 20:56 | s/l | 423 | 0.10 | 99.977 | 99.966 | 97.393 | -7930.00 | 752230.00 |
| 1233 | 2013.05.13 04:00 | buy | 424 | 0.10 | 101.881 | 101.232 | 103.772 | ||
| 1234 | 2013.05.13 05:00 | close | 424 | 0.10 | 101.854 | 101.232 | 103.772 | -270.00 | 751960.00 |
| 1235 | 2013.05.13 20:00 | buy | 425 | 0.10 | 101.910 | 101.268 | 103.808 | ||
| 1236 | 2013.05.13 21:00 | close | 425 | 0.10 | 101.930 | 101.268 | 103.808 | 200.00 | 752160.00 |
| 1237 | 2013.05.13 21:00 | buy | 426 | 0.10 | 101.936 | 101.290 | 103.830 | ||
| 1238 | 2013.05.13 22:00 | close | 426 | 0.10 | 101.929 | 101.290 | 103.830 | -70.00 | 752090.00 |
| 1239 | 2013.05.14 18:00 | buy | 427 | 0.10 | 102.030 | 101.400 | 103.940 | ||
| 1240 | 2013.05.22 20:00 | modify | 427 | 0.10 | 102.030 | 101.435 | 103.940 | ||
| 1241 | 2013.05.23 09:17 | s/l | 427 | 0.10 | 101.426 | 101.435 | 103.940 | -6040.00 | 746050.00 |
| 1242 | 2013.05.27 12:00 | sell | 428 | 0.10 | 100.857 | 102.765 | 99.065 | ||
| 1243 | 2013.05.27 16:00 | close | 428 | 0.10 | 101.016 | 102.765 | 99.065 | -1590.00 | 744460.00 |
| 1244 | 2013.05.29 11:00 | sell | 429 | 0.10 | 101.695 | 103.596 | 99.896 | ||
| 1245 | 2013.05.31 13:00 | modify | 429 | 0.10 | 101.695 | 102.535 | 99.896 | ||
| 1246 | 2013.05.31 16:00 | modify | 429 | 0.10 | 101.695 | 102.514 | 99.896 | ||
| 1247 | 2013.06.03 01:00 | modify | 429 | 0.10 | 101.695 | 102.510 | 99.896 | ||
| 1248 | 2013.06.03 10:00 | modify | 429 | 0.10 | 101.695 | 102.442 | 99.896 | ||
| 1249 | 2013.06.03 12:00 | modify | 429 | 0.10 | 101.695 | 102.318 | 99.896 | ||
| 1250 | 2013.06.03 13:00 | modify | 429 | 0.10 | 101.695 | 102.246 | 99.896 | ||
| 1251 | 2013.06.03 17:00 | t/p | 429 | 0.10 | 99.890 | 102.246 | 99.896 | 18050.00 | 762510.00 |
| 1252 | 2013.06.03 17:00 | sell | 430 | 0.10 | 99.847 | 101.957 | 98.257 | ||
| 1253 | 2013.06.06 18:50 | t/p | 430 | 0.10 | 98.264 | 101.957 | 98.257 | 15830.00 | 778340.00 |
| 1254 | 2013.06.18 10:00 | buy | 431 | 0.10 | 94.960 | 93.068 | 96.768 | ||
| 1255 | 2013.06.19 21:40 | t/p | 431 | 0.10 | 96.760 | 93.068 | 96.768 | 18000.00 | 796340.00 |
| 1256 | 2013.06.24 00:00 | buy | 432 | 0.10 | 97.934 | 96.043 | 99.743 | ||
| 1257 | 2013.06.24 01:00 | close | 432 | 0.10 | 97.959 | 96.043 | 99.743 | 250.00 | 796590.00 |
| 1258 | 2013.06.24 01:00 | buy | 433 | 0.10 | 97.997 | 96.088 | 99.788 | ||
| 1259 | 2013.06.24 02:00 | close | 433 | 0.10 | 98.435 | 96.088 | 99.788 | 4380.00 | 800970.00 |
| 1260 | 2013.06.24 02:00 | buy | 434 | 0.10 | 98.427 | 96.534 | 100.234 | ||
| 1261 | 2013.06.24 03:00 | close | 434 | 0.10 | 98.381 | 96.534 | 100.234 | -460.00 | 800510.00 |
| 1262 | 2013.06.24 03:00 | buy | 435 | 0.10 | 98.406 | 96.496 | 100.196 | ||
| 1263 | 2013.06.24 04:00 | close | 435 | 0.10 | 98.297 | 96.496 | 100.196 | -1090.00 | 799420.00 |
| 1264 | 2013.06.25 19:00 | buy | 436 | 0.10 | 97.879 | 95.978 | 99.678 | ||
| 1265 | 2013.06.28 14:00 | modify | 436 | 0.10 | 97.879 | 96.934 | 99.678 | ||
| 1266 | 2013.06.28 15:00 | modify | 436 | 0.10 | 97.879 | 96.949 | 99.678 | ||
| 1267 | 2013.06.28 18:00 | modify | 436 | 0.10 | 97.879 | 96.970 | 99.678 | ||
| 1268 | 2013.06.28 19:00 | modify | 436 | 0.10 | 97.879 | 97.236 | 99.678 | ||
| 1269 | 2013.07.01 03:00 | modify | 436 | 0.10 | 97.879 | 97.293 | 99.678 | ||
| 1270 | 2013.07.01 04:00 | modify | 436 | 0.10 | 97.879 | 97.346 | 99.678 | ||
| 1271 | 2013.07.01 10:00 | modify | 436 | 0.10 | 97.879 | 97.347 | 99.678 | ||
| 1272 | 2013.07.01 10:32 | t/p | 436 | 0.10 | 99.687 | 97.347 | 99.678 | 18080.00 | 817500.00 |
| 1273 | 2013.07.04 10:00 | sell | 437 | 0.10 | 99.566 | 101.472 | 97.772 | ||
| 1274 | 2013.07.08 01:09 | s/l | 437 | 0.10 | 101.477 | 101.472 | 97.772 | -19110.00 | 798390.00 |
| 1275 | 2013.07.08 16:00 | sell | 438 | 0.10 | 101.081 | 102.990 | 99.290 | ||
| 1276 | 2013.07.11 01:00 | modify | 438 | 0.10 | 101.081 | 101.777 | 99.290 | ||
| 1277 | 2013.07.11 01:20 | t/p | 438 | 0.10 | 99.299 | 101.777 | 99.290 | 17820.00 | 816210.00 |
| 1278 | 2013.07.12 14:00 | buy | 439 | 0.10 | 99.417 | 97.520 | 101.220 | ||
| 1279 | 2013.07.16 07:00 | close | 439 | 0.10 | 99.743 | 97.520 | 101.220 | 3260.00 | 819470.00 |
| 1280 | 2013.07.16 07:00 | sell | 440 | 0.10 | 99.758 | 101.641 | 97.941 | ||
| 1281 | 2013.07.26 15:00 | modify | 440 | 0.10 | 99.758 | 100.632 | 97.941 | ||
| 1282 | 2013.07.26 18:00 | modify | 440 | 0.10 | 99.758 | 100.233 | 97.941 | ||
| 1283 | 2013.07.26 19:00 | modify | 440 | 0.10 | 99.758 | 100.227 | 97.941 | ||
| 1284 | 2013.07.26 21:00 | modify | 440 | 0.10 | 99.758 | 100.169 | 97.941 | ||
| 1285 | 2013.07.29 01:00 | close | 440 | 0.10 | 98.341 | 100.169 | 97.941 | 14170.00 | 833640.00 |
| 1286 | 2013.07.30 03:00 | buy | 441 | 0.10 | 98.042 | 96.151 | 99.851 | ||
| 1287 | 2013.08.01 19:00 | modify | 441 | 0.10 | 98.042 | 97.126 | 99.851 | ||
| 1288 | 2013.08.01 20:00 | modify | 441 | 0.10 | 98.042 | 97.205 | 99.851 | ||
| 1289 | 2013.08.01 21:00 | modify | 441 | 0.10 | 98.042 | 97.256 | 99.851 | ||
| 1290 | 2013.08.01 22:00 | modify | 441 | 0.10 | 98.042 | 97.337 | 99.851 | ||
| 1291 | 2013.08.01 23:00 | modify | 441 | 0.10 | 98.042 | 97.390 | 99.851 | ||
| 1292 | 2013.08.02 00:00 | modify | 441 | 0.10 | 98.042 | 97.402 | 99.851 | ||
| 1293 | 2013.08.02 01:00 | modify | 441 | 0.10 | 98.042 | 97.431 | 99.851 | ||
| 1294 | 2013.08.02 06:00 | modify | 441 | 0.10 | 98.042 | 97.483 | 99.851 | ||
| 1295 | 2013.08.02 07:00 | close | 441 | 0.10 | 99.328 | 97.483 | 99.851 | 12860.00 | 846500.00 |
| 1296 | 2013.08.08 23:00 | buy | 442 | 0.10 | 96.700 | 94.796 | 98.496 | ||
| 1297 | 2013.08.13 13:00 | modify | 442 | 0.10 | 96.700 | 95.753 | 98.496 | ||
| 1298 | 2013.08.13 14:00 | modify | 442 | 0.10 | 96.700 | 95.821 | 98.496 | ||
| 1299 | 2013.08.13 15:00 | modify | 442 | 0.10 | 96.700 | 95.973 | 98.496 | ||
| 1300 | 2013.08.13 17:00 | modify | 442 | 0.10 | 96.700 | 96.006 | 98.496 | ||
| 1301 | 2013.08.13 18:00 | modify | 442 | 0.10 | 96.700 | 96.024 | 98.496 | ||
| 1302 | 2013.08.13 19:00 | modify | 442 | 0.10 | 96.700 | 96.090 | 98.496 | ||
| 1303 | 2013.08.13 22:00 | modify | 442 | 0.10 | 96.700 | 96.158 | 98.496 | ||
| 1304 | 2013.08.14 03:00 | modify | 442 | 0.10 | 96.700 | 96.168 | 98.496 | ||
| 1305 | 2013.08.14 10:00 | modify | 442 | 0.10 | 96.700 | 96.269 | 98.496 | ||
| 1306 | 2013.08.15 15:31 | t/p | 442 | 0.10 | 98.498 | 96.269 | 98.496 | 17980.00 | 864480.00 |
| 1307 | 2013.08.15 16:00 | buy | 443 | 0.10 | 98.526 | 96.631 | 100.331 | ||
| 1308 | 2013.08.23 19:00 | close | 443 | 0.10 | 98.565 | 96.631 | 100.331 | 390.00 | 864870.00 |
| 1309 | 2013.08.23 19:00 | sell | 444 | 0.10 | 98.578 | 100.472 | 96.772 | ||
| 1310 | 2013.08.27 17:00 | modify | 444 | 0.10 | 98.578 | 99.575 | 96.772 | ||
| 1311 | 2013.08.27 18:00 | modify | 444 | 0.10 | 98.578 | 99.507 | 96.772 | ||
| 1312 | 2013.08.27 19:00 | modify | 444 | 0.10 | 98.578 | 99.285 | 96.772 | ||
| 1313 | 2013.08.27 22:00 | modify | 444 | 0.10 | 98.578 | 99.177 | 96.772 | ||
| 1314 | 2013.08.28 01:00 | modify | 444 | 0.10 | 98.578 | 99.125 | 96.772 | ||
| 1315 | 2013.08.28 04:00 | modify | 444 | 0.10 | 98.578 | 98.989 | 96.772 | ||
| 1316 | 2013.08.28 04:00 | close | 444 | 0.10 | 97.275 | 98.989 | 96.772 | 13030.00 | 877900.00 |
| 1317 | 2013.08.28 11:00 | buy | 445 | 0.10 | 97.480 | 95.590 | 99.290 | ||
| 1318 | 2013.09.02 08:00 | modify | 445 | 0.10 | 97.480 | 96.530 | 99.290 | ||
| 1319 | 2013.09.02 10:35 | t/p | 445 | 0.10 | 99.295 | 96.530 | 99.290 | 18150.00 | 896050.00 |
| 1320 | 2013.09.03 12:00 | sell | 446 | 0.10 | 99.208 | 101.099 | 97.399 | ||
| 1321 | 2013.09.06 19:00 | close | 446 | 0.10 | 99.059 | 101.099 | 97.399 | 1490.00 | 897540.00 |
| 1322 | 2013.09.11 17:00 | sell | 447 | 0.10 | 99.974 | 101.552 | 98.170 | ||
| 1323 | 2013.09.16 01:00 | modify | 447 | 0.10 | 99.974 | 100.749 | 98.170 | ||
| 1324 | 2013.09.18 21:01 | t/p | 447 | 0.10 | 98.175 | 100.749 | 98.170 | 17990.00 | 915530.00 |
| 1325 | 2013.09.20 11:00 | sell | 448 | 0.10 | 99.244 | 101.138 | 97.438 | ||
| 1326 | 2013.09.24 09:00 | close | 448 | 0.10 | 98.955 | 101.138 | 97.438 | 2890.00 | 918420.00 |
| 1327 | 2013.09.24 09:00 | buy | 449 | 0.10 | 98.959 | 97.061 | 100.761 | ||
| 1328 | 2013.10.03 18:56 | s/l | 449 | 0.10 | 97.057 | 97.061 | 100.761 | -19020.00 | 899400.00 |
| 1329 | 2013.10.04 20:00 | buy | 450 | 0.10 | 97.350 | 95.789 | 99.156 | ||
| 1330 | 2013.10.08 00:00 | close | 450 | 0.10 | 96.688 | 95.789 | 99.156 | -6620.00 | 892780.00 |
| 1331 | 2013.10.08 00:00 | sell | 451 | 0.10 | 96.692 | 97.335 | 94.795 | ||
| 1332 | 2013.10.08 08:00 | close | 451 | 0.10 | 97.064 | 97.335 | 94.795 | -3720.00 | 889060.00 |
| 1333 | 2013.10.08 08:00 | buy | 452 | 0.10 | 97.064 | 95.791 | 98.861 | ||
| 1334 | 2013.10.11 00:00 | modify | 452 | 0.10 | 97.064 | 96.144 | 98.861 | ||
| 1335 | 2013.10.11 02:00 | modify | 452 | 0.10 | 97.064 | 96.181 | 98.861 | ||
| 1336 | 2013.10.11 05:00 | modify | 452 | 0.10 | 97.064 | 96.202 | 98.861 | ||
| 1337 | 2013.10.11 06:00 | modify | 452 | 0.10 | 97.064 | 96.342 | 98.861 | ||
| 1338 | 2013.10.11 07:00 | modify | 452 | 0.10 | 97.064 | 96.397 | 98.861 | ||
| 1339 | 2013.10.14 00:00 | modify | 452 | 0.10 | 97.064 | 96.450 | 98.861 | ||
| 1340 | 2013.10.15 00:00 | modify | 452 | 0.10 | 97.064 | 96.460 | 98.861 | ||
| 1341 | 2013.10.15 02:00 | modify | 452 | 0.10 | 97.064 | 96.555 | 98.861 | ||
| 1342 | 2013.10.16 17:48 | t/p | 452 | 0.10 | 98.854 | 96.555 | 98.861 | 17900.00 | 906960.00 |
| 1343 | 2013.10.17 09:00 | sell | 453 | 0.10 | 98.450 | 100.344 | 96.644 | ||
| 1344 | 2013.10.21 03:00 | close | 453 | 0.10 | 97.962 | 100.344 | 96.644 | 4880.00 | 911840.00 |
| 1345 | 2013.10.21 03:00 | buy | 454 | 0.10 | 97.950 | 96.059 | 99.759 | ||
| 1346 | 2013.11.04 17:00 | close | 454 | 0.10 | 98.611 | 96.059 | 99.759 | 6610.00 | 918450.00 |
| 1347 | 2013.11.04 17:00 | sell | 455 | 0.10 | 98.628 | 100.521 | 96.821 | ||
| 1348 | 2013.11.14 11:00 | close | 455 | 0.10 | 99.908 | 100.521 | 96.821 | -12800.00 | 905650.00 |
| 1349 | 2013.11.14 11:00 | buy | 456 | 0.10 | 99.917 | 99.275 | 101.815 | ||
| 1350 | 2013.11.18 09:00 | close | 456 | 0.10 | 100.021 | 99.275 | 101.815 | 1040.00 | 906690.00 |