Strategy Tester Report
EA_BBHLband_H1_forEJ_1.02
| 通貨ペア | EURJPY (Euro 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=44111101; MagicNumberS=44111201; 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=185; 最大ストップロス=310; | ||||
| テストバー数 | 97033 | モデルティック数 | 392565515 | 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 | 1840990.00 | 総利益 | 4592140.00 | 総損失 | -2751150.00 |
| プロフィットファクタ | 1.67 | 期待利得 | 2546.32 | ||
| 絶対ドローダウン | 300.00 | 最大ドローダウン | 97530.00 (4.93%) | 相対ドローダウン | 26.86% (84640.00) |
| 総取引数 | 723 | 売りポジション(勝率%） | 362 (66.85%) | 買いポジション(勝率%） | 361 (67.04%) |
| 勝率(%) | 484 (66.94%) | 負率 (%) | 239 (33.06%) | ||
| 最大 | 勝トレード | 34650.00 | 敗トレード | -30230.00 | |
| 平均 | 勝トレード | 9487.89 | 敗トレード | -11511.09 | |
| 最大 | 連勝(金額) | 21 (218130.00) | 連敗(金額) | 6 (-59770.00) | |
| 最大 | 連勝(トレード数) | 218130.00 (21) | 連敗(トレード数) | -62590.00 (5) | |
| 平均 | 連勝 | 3 | 連敗 | 2 | |
1ページ目次へ
| # | 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 |
| 1 | 2007.01.04 11:00 | sell | 1 | 0.10 | 156.781 | 158.002 | 155.733 | ||
| 2 | 2007.01.04 22:21 | t/p | 1 | 0.10 | 155.730 | 158.002 | 155.733 | 10510.00 | 210510.00 |
| 3 | 2007.01.04 23:00 | sell | 2 | 0.10 | 155.779 | 158.002 | 154.723 | ||
| 4 | 2007.01.05 04:00 | modify | 2 | 0.10 | 155.779 | 155.465 | 154.723 | ||
| 5 | 2007.01.05 05:45 | t/p | 2 | 0.10 | 154.707 | 155.465 | 154.723 | 10720.00 | 221230.00 |
| 6 | 2007.01.24 11:00 | sell | 3 | 0.10 | 156.775 | 158.580 | 155.733 | ||
| 7 | 2007.02.05 16:00 | modify | 3 | 0.10 | 156.775 | 156.499 | 155.733 | ||
| 8 | 2007.02.05 16:17 | t/p | 3 | 0.10 | 155.718 | 156.499 | 155.733 | 10570.00 | 231800.00 |
| 9 | 2007.02.13 04:00 | sell | 4 | 0.10 | 157.347 | 158.962 | 156.305 | ||
| 10 | 2007.02.16 15:00 | modify | 4 | 0.10 | 157.347 | 157.050 | 156.305 | ||
| 11 | 2007.02.16 15:14 | t/p | 4 | 0.10 | 156.299 | 157.050 | 156.305 | 10480.00 | 242280.00 |
| 12 | 2007.02.26 11:00 | sell | 5 | 0.10 | 158.723 | 159.589 | 157.673 | ||
| 13 | 2007.02.27 12:51 | t/p | 5 | 0.10 | 157.667 | 159.589 | 157.673 | 10560.00 | 252840.00 |
| 14 | 2007.03.01 15:00 | sell | 6 | 0.10 | 155.483 | 157.232 | 153.642 | ||
| 15 | 2007.03.02 13:00 | modify | 6 | 0.10 | 155.483 | 155.129 | 153.642 | ||
| 16 | 2007.03.02 19:34 | t/p | 6 | 0.10 | 153.644 | 155.129 | 153.642 | 18390.00 | 271230.00 |
| 17 | 2007.03.02 20:00 | sell | 7 | 0.10 | 153.937 | 157.027 | 152.077 | ||
| 18 | 2007.03.05 03:00 | modify | 7 | 0.10 | 153.937 | 153.637 | 152.077 | ||
| 19 | 2007.03.05 03:52 | t/p | 7 | 0.10 | 152.040 | 153.637 | 152.077 | 18970.00 | 290200.00 |
| 20 | 2007.03.08 08:00 | buy | 8 | 0.10 | 153.740 | 150.788 | 154.797 | ||
| 21 | 2007.03.09 15:34 | t/p | 8 | 0.10 | 154.834 | 150.788 | 154.797 | 10940.00 | 301140.00 |
| 22 | 2007.03.09 16:00 | buy | 9 | 0.10 | 154.868 | 151.875 | 155.925 | ||
| 23 | 2007.03.15 21:00 | modify | 9 | 0.10 | 154.868 | 155.089 | 155.925 | ||
| 24 | 2007.03.19 00:00 | s/l | 9 | 0.10 | 154.983 | 155.089 | 155.925 | 1150.00 | 302290.00 |
| 25 | 2007.04.10 05:00 | sell | 10 | 0.10 | 159.209 | 159.640 | 158.160 | ||
| 26 | 2007.04.10 05:53 | s/l | 10 | 0.10 | 159.643 | 159.640 | 158.160 | -4340.00 | 297950.00 |
| 27 | 2007.04.18 06:00 | sell | 11 | 0.10 | 161.111 | 162.380 | 160.070 | ||
| 28 | 2007.04.19 08:03 | t/p | 11 | 0.10 | 160.070 | 162.380 | 160.070 | 10410.00 | 308360.00 |
| 29 | 2007.04.19 09:00 | sell | 12 | 0.10 | 160.299 | 162.380 | 159.250 | ||
| 30 | 2007.04.26 11:59 | s/l | 12 | 0.10 | 162.378 | 162.380 | 159.250 | -20790.00 | 287570.00 |
| 31 | 2007.05.02 09:00 | sell | 13 | 0.10 | 162.580 | 163.260 | 161.520 | ||
| 32 | 2007.05.02 14:53 | s/l | 13 | 0.10 | 163.270 | 163.260 | 161.520 | -6900.00 | 280670.00 |
| 33 | 2007.05.07 07:00 | sell | 14 | 0.10 | 163.034 | 163.570 | 161.980 | ||
| 34 | 2007.05.08 17:00 | modify | 14 | 0.10 | 163.034 | 162.685 | 161.980 | ||
| 35 | 2007.05.08 17:17 | t/p | 14 | 0.10 | 161.969 | 162.685 | 161.980 | 10650.00 | 291320.00 |
| 36 | 2007.05.08 18:00 | sell | 15 | 0.10 | 162.131 | 163.570 | 161.085 | ||
| 37 | 2007.05.15 17:52 | s/l | 15 | 0.10 | 163.567 | 163.570 | 161.085 | -14360.00 | 276960.00 |
| 38 | 2007.05.18 15:00 | sell | 16 | 0.10 | 162.896 | 163.865 | 161.840 | ||
| 39 | 2007.05.21 03:05 | s/l | 16 | 0.10 | 163.880 | 163.865 | 161.840 | -9840.00 | 267120.00 |
| 40 | 2007.05.24 10:00 | sell | 17 | 0.10 | 163.366 | 163.990 | 162.310 | ||
| 41 | 2007.05.25 04:05 | t/p | 17 | 0.10 | 162.302 | 163.990 | 162.310 | 10640.00 | 277760.00 |
| 42 | 2007.06.06 13:00 | sell | 18 | 0.10 | 163.948 | 164.570 | 162.890 | ||
| 43 | 2007.06.07 19:40 | t/p | 18 | 0.10 | 162.873 | 164.570 | 162.890 | 10750.00 | 288510.00 |
| 44 | 2007.06.12 23:00 | sell | 19 | 0.10 | 162.040 | 162.750 | 160.200 | ||
| 45 | 2007.06.13 09:55 | s/l | 19 | 0.10 | 162.756 | 162.750 | 160.200 | -7160.00 | 281350.00 |
| 46 | 2007.06.21 02:00 | sell | 20 | 0.10 | 165.375 | 166.080 | 164.320 | ||
| 47 | 2007.06.22 09:02 | s/l | 20 | 0.10 | 166.080 | 166.080 | 164.320 | -7050.00 | 274300.00 |
| 48 | 2007.06.26 12:00 | sell | 21 | 0.10 | 165.485 | 166.900 | 164.440 | ||
| 49 | 2007.06.27 09:31 | t/p | 21 | 0.10 | 164.433 | 166.900 | 164.440 | 10520.00 | 284820.00 |
| 50 | 2007.06.27 10:00 | sell | 22 | 0.10 | 164.731 | 166.900 | 163.680 | ||
| 51 | 2007.06.29 16:47 | s/l | 22 | 0.10 | 166.900 | 166.900 | 163.680 | -21690.00 | 263130.00 |
| 52 | 2007.07.10 18:00 | sell | 23 | 0.10 | 167.485 | 168.480 | 166.440 | ||
| 53 | 2007.07.11 12:00 | modify | 23 | 0.10 | 167.485 | 167.260 | 166.440 | ||
| 54 | 2007.07.11 13:00 | s/l | 23 | 0.10 | 167.268 | 167.260 | 166.440 | 2170.00 | 265300.00 |
| 55 | 2007.07.16 12:00 | sell | 24 | 0.10 | 167.966 | 168.920 | 166.910 | ||
| 56 | 2007.07.24 02:00 | modify | 24 | 0.10 | 167.966 | 167.760 | 166.910 | ||
| 57 | 2007.07.24 03:12 | t/p | 24 | 0.10 | 166.920 | 167.760 | 166.910 | 10460.00 | 275760.00 |
| 58 | 2007.07.27 03:00 | sell | 25 | 0.10 | 163.478 | 165.470 | 161.620 | ||
| 59 | 2007.07.27 11:00 | modify | 25 | 0.10 | 163.478 | 163.260 | 161.620 | ||
| 60 | 2007.07.27 11:01 | s/l | 25 | 0.10 | 163.255 | 163.260 | 161.620 | 2230.00 | 277990.00 |
| 61 | 2007.08.01 09:00 | sell | 26 | 0.10 | 160.880 | 163.780 | 159.020 | ||
| 62 | 2007.08.03 05:00 | close | 26 | 0.10 | 163.476 | 163.780 | 159.020 | -25960.00 | 252030.00 |
| 63 | 2007.08.03 05:00 | buy | 27 | 0.10 | 163.476 | 160.480 | 164.530 | ||
| 64 | 2007.08.08 15:00 | modify | 27 | 0.10 | 163.476 | 163.740 | 164.530 | ||
| 65 | 2007.08.08 15:13 | t/p | 27 | 0.10 | 164.533 | 163.740 | 164.530 | 10570.00 | 262600.00 |
| 66 | 2007.08.08 16:00 | buy | 28 | 0.10 | 164.659 | 161.651 | 165.701 | ||
| 67 | 2007.08.09 16:02 | s/l | 28 | 0.10 | 161.640 | 161.651 | 165.701 | -30190.00 | 232410.00 |
| 68 | 2007.08.14 21:00 | sell | 29 | 0.10 | 159.560 | 162.190 | 157.720 | ||
| 69 | 2007.08.15 06:00 | modify | 29 | 0.10 | 159.560 | 159.310 | 157.720 | ||
| 70 | 2007.08.15 09:07 | t/p | 29 | 0.10 | 157.719 | 159.310 | 157.720 | 18410.00 | 250820.00 |
| 71 | 2007.08.15 10:00 | sell | 30 | 0.10 | 157.705 | 160.810 | 155.860 | ||
| 72 | 2007.08.16 01:00 | modify | 30 | 0.10 | 157.705 | 157.340 | 155.860 | ||
| 73 | 2007.08.16 06:11 | t/p | 30 | 0.10 | 155.844 | 157.340 | 155.860 | 18610.00 | 269430.00 |
| 74 | 2007.08.22 17:00 | buy | 31 | 0.10 | 155.471 | 152.480 | 156.530 | ||
| 75 | 2007.08.23 01:23 | t/p | 31 | 0.10 | 156.535 | 152.480 | 156.530 | 10640.00 | 280070.00 |
| 76 | 2007.08.23 02:00 | buy | 32 | 0.10 | 156.672 | 153.680 | 157.730 | ||
| 77 | 2007.08.23 12:30 | t/p | 32 | 0.10 | 157.722 | 153.680 | 157.730 | 10500.00 | 290570.00 |
| 78 | 2007.08.24 20:00 | buy | 33 | 0.10 | 158.740 | 155.750 | 159.800 | ||
| 79 | 2007.08.27 03:00 | modify | 33 | 0.10 | 158.740 | 158.950 | 159.800 | ||
| 80 | 2007.08.27 04:42 | s/l | 33 | 0.10 | 158.953 | 158.950 | 159.800 | 2130.00 | 292700.00 |
| 81 | 2007.09.25 14:00 | sell | 34 | 0.10 | 161.223 | 162.810 | 160.180 | ||
| 82 | 2007.09.26 13:51 | s/l | 34 | 0.10 | 162.812 | 162.810 | 160.180 | -15890.00 | 276810.00 |
| 83 | 2007.10.01 13:00 | buy | 35 | 0.10 | 164.696 | 162.725 | 166.540 | ||
| 84 | 2007.10.01 15:00 | close | 35 | 0.10 | 164.373 | 162.725 | 166.540 | -3230.00 | 273580.00 |
| 85 | 2007.10.01 16:00 | buy | 36 | 0.10 | 164.846 | 162.725 | 166.690 | ||
| 86 | 2007.10.08 02:00 | modify | 36 | 0.10 | 164.846 | 165.180 | 166.690 | ||
| 87 | 2007.10.08 10:44 | s/l | 36 | 0.10 | 165.186 | 165.180 | 166.690 | 3400.00 | 276980.00 |
| 88 | 2007.10.09 06:00 | sell | 37 | 0.10 | 164.312 | 165.750 | 163.265 | ||
| 89 | 2007.10.10 10:50 | s/l | 37 | 0.10 | 165.754 | 165.750 | 163.265 | -14420.00 | 262560.00 |
| 90 | 2007.10.16 12:00 | sell | 38 | 0.10 | 165.749 | 167.700 | 164.695 | ||
| 91 | 2007.10.17 06:00 | modify | 38 | 0.10 | 165.749 | 165.530 | 164.695 | ||
| 92 | 2007.10.17 08:09 | t/p | 38 | 0.10 | 164.700 | 165.530 | 164.695 | 10490.00 | 273050.00 |
| 93 | 2007.10.17 09:00 | sell | 39 | 0.10 | 164.943 | 167.700 | 163.885 | ||
| 94 | 2007.10.19 17:44 | t/p | 39 | 0.10 | 163.890 | 167.700 | 163.885 | 10530.00 | 283580.00 |
| 95 | 2007.10.19 19:00 | sell | 40 | 0.10 | 164.226 | 167.235 | 163.185 | ||
| 96 | 2007.10.22 01:01 | t/p | 40 | 0.10 | 163.179 | 167.235 | 163.185 | 10470.00 | 294050.00 |
| 97 | 2007.11.05 13:00 | sell | 41 | 0.10 | 165.250 | 167.240 | 164.210 | ||
| 98 | 2007.11.07 04:27 | s/l | 41 | 0.10 | 167.235 | 167.240 | 164.210 | -19850.00 | 274200.00 |
| 99 | 2007.11.09 17:00 | sell | 42 | 0.10 | 162.434 | 165.530 | 160.580 | ||
| 100 | 2007.11.12 01:00 | close | 42 | 0.10 | 161.825 | 165.530 | 160.580 | 6090.00 | 280290.00 |
| 101 | 2007.11.12 01:00 | sell | 43 | 0.10 | 161.806 | 164.900 | 159.950 | ||
| 102 | 2007.11.12 13:10 | t/p | 43 | 0.10 | 159.935 | 164.900 | 159.950 | 18710.00 | 299000.00 |
| 103 | 2007.11.14 06:00 | buy | 44 | 0.10 | 162.907 | 159.900 | 163.950 | ||
| 104 | 2007.11.14 12:53 | t/p | 44 | 0.10 | 163.951 | 159.900 | 163.950 | 10440.00 | 309440.00 |
| 105 | 2007.11.20 12:00 | buy | 45 | 0.10 | 162.922 | 159.930 | 163.980 | ||
| 106 | 2007.11.23 12:46 | s/l | 45 | 0.10 | 159.932 | 159.930 | 163.980 | -29900.00 | 279540.00 |
| 107 | 2007.11.28 00:00 | buy | 46 | 0.10 | 161.628 | 159.425 | 162.680 | ||
| 108 | 2007.11.28 18:54 | t/p | 46 | 0.10 | 162.673 | 159.425 | 162.680 | 10450.00 | 289990.00 |
| 109 | 2007.12.31 04:00 | sell | 47 | 0.10 | 165.061 | 166.630 | 164.015 | ||
| 110 | 2007.12.31 16:48 | t/p | 47 | 0.10 | 164.015 | 166.630 | 164.015 | 10460.00 | 300450.00 |
| 111 | 2008.01.08 11:00 | buy | 48 | 0.10 | 161.281 | 159.790 | 162.340 | ||
| 112 | 2008.01.11 03:00 | modify | 48 | 0.10 | 161.281 | 161.620 | 162.340 | ||
| 113 | 2008.01.11 07:41 | s/l | 48 | 0.10 | 161.602 | 161.620 | 162.340 | 3210.00 | 303660.00 |
| 114 | 2008.01.15 18:00 | sell | 49 | 0.10 | 158.649 | 161.525 | 156.805 | ||
| 115 | 2008.01.16 08:00 | modify | 49 | 0.10 | 158.649 | 158.275 | 156.805 | ||
| 116 | 2008.01.16 12:35 | t/p | 49 | 0.10 | 156.806 | 158.275 | 156.805 | 18430.00 | 322090.00 |
| 117 | 2008.01.18 00:00 | sell | 50 | 0.10 | 155.964 | 157.805 | 154.100 | ||
| 118 | 2008.01.18 15:33 | s/l | 50 | 0.10 | 157.810 | 157.805 | 154.100 | -18460.00 | 303630.00 |
| 119 | 2008.01.18 19:00 | sell | 51 | 0.10 | 156.142 | 157.805 | 154.295 | ||
| 120 | 2008.01.21 07:00 | modify | 51 | 0.10 | 156.142 | 155.915 | 154.295 | ||
| 121 | 2008.01.21 10:14 | t/p | 51 | 0.10 | 154.286 | 155.915 | 154.295 | 18560.00 | 322190.00 |
| 122 | 2008.01.21 11:00 | sell | 52 | 0.10 | 153.962 | 157.065 | 152.115 | ||
| 123 | 2008.01.21 15:00 | modify | 52 | 0.10 | 153.962 | 153.725 | 152.115 | ||
| 124 | 2008.01.21 15:00 | close | 52 | 0.10 | 153.636 | 153.725 | 152.115 | 3260.00 | 325450.00 |
| 125 | 2008.01.21 15:00 | sell | 53 | 0.10 | 153.629 | 156.725 | 151.775 | ||
| 126 | 2008.01.22 02:00 | modify | 53 | 0.10 | 153.629 | 153.150 | 151.775 | ||
| 127 | 2008.01.22 03:34 | s/l | 53 | 0.10 | 153.153 | 153.150 | 151.775 | 4760.00 | 330210.00 |
| 128 | 2008.01.24 19:00 | buy | 54 | 0.10 | 157.228 | 154.235 | 158.285 | ||
| 129 | 2008.01.25 01:00 | modify | 54 | 0.10 | 157.228 | 157.500 | 158.285 | ||
| 130 | 2008.01.25 01:48 | t/p | 54 | 0.10 | 158.290 | 157.500 | 158.285 | 10620.00 | 340830.00 |
| 131 | 2008.01.25 02:00 | buy | 55 | 0.10 | 158.329 | 155.330 | 159.380 | ||
| 132 | 2008.01.30 21:15 | t/p | 55 | 0.10 | 159.385 | 155.330 | 159.380 | 10560.00 | 351390.00 |
| 133 | 2008.02.12 16:00 | buy | 56 | 0.10 | 156.175 | 154.110 | 157.230 | ||
| 134 | 2008.02.13 14:00 | modify | 56 | 0.10 | 156.175 | 156.395 | 157.230 | ||
| 135 | 2008.02.13 15:31 | t/p | 56 | 0.10 | 157.244 | 156.395 | 157.230 | 10690.00 | 362080.00 |
| 136 | 2008.02.26 13:00 | buy | 57 | 0.10 | 160.476 | 158.970 | 162.320 | ||
| 137 | 2008.02.29 00:00 | close | 57 | 0.10 | 160.071 | 158.970 | 162.320 | -4050.00 | 358030.00 |
| 138 | 2008.02.29 00:01 | sell | 58 | 0.10 | 160.067 | 161.370 | 159.010 | ||
| 139 | 2008.02.29 02:33 | t/p | 58 | 0.10 | 159.002 | 161.370 | 159.010 | 10650.00 | 368680.00 |
| 140 | 2008.02.29 03:00 | sell | 59 | 0.10 | 158.786 | 161.370 | 157.745 | ||
| 141 | 2008.02.29 17:16 | t/p | 59 | 0.10 | 157.743 | 161.370 | 157.745 | 10430.00 | 379110.00 |
| 142 | 2008.03.24 18:00 | buy | 60 | 0.10 | 154.699 | 151.760 | 155.740 | ||
| 143 | 2008.03.25 04:00 | modify | 60 | 0.10 | 154.699 | 154.920 | 155.740 | ||
| 144 | 2008.03.25 04:26 | t/p | 60 | 0.10 | 155.742 | 154.920 | 155.740 | 10430.00 | 389540.00 |
| 145 | 2008.03.25 05:00 | buy | 61 | 0.10 | 155.829 | 152.830 | 156.880 | ||
| 146 | 2008.03.26 20:26 | t/p | 61 | 0.10 | 156.884 | 152.830 | 156.880 | 10550.00 | 400090.00 |
| 147 | 2008.04.10 04:00 | sell | 62 | 0.10 | 160.443 | 161.685 | 159.400 | ||
| 148 | 2008.04.10 12:26 | t/p | 62 | 0.10 | 159.405 | 161.685 | 159.400 | 10380.00 | 410470.00 |
| 149 | 2008.04.10 13:00 | sell | 63 | 0.10 | 159.602 | 161.685 | 158.555 | ||
| 150 | 2008.04.14 07:34 | t/p | 63 | 0.10 | 158.549 | 161.685 | 158.555 | 10530.00 | 421000.00 |
1ページ目次へ