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 | |
| # | 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 |
| 151 | 2008.04.14 09:00 | sell | 64 | 0.10 | 158.699 | 161.690 | 157.640 | ||
| 152 | 2008.04.16 18:03 | s/l | 64 | 0.10 | 161.682 | 161.690 | 157.640 | -29830.00 | 391170.00 |
| 153 | 2008.04.18 15:00 | buy | 65 | 0.10 | 164.404 | 162.186 | 166.256 | ||
| 154 | 2008.04.21 19:00 | close | 65 | 0.10 | 164.167 | 162.186 | 166.256 | -2370.00 | 388800.00 |
| 155 | 2008.04.24 12:00 | sell | 66 | 0.10 | 163.366 | 164.940 | 162.320 | ||
| 156 | 2008.04.29 10:06 | t/p | 66 | 0.10 | 162.313 | 164.940 | 162.320 | 10530.00 | 399330.00 |
| 157 | 2008.04.29 11:00 | sell | 67 | 0.10 | 162.347 | 164.940 | 161.290 | ||
| 158 | 2008.04.29 17:18 | t/p | 67 | 0.10 | 161.296 | 164.940 | 161.290 | 10510.00 | 409840.00 |
| 159 | 2008.04.29 18:00 | sell | 68 | 0.10 | 161.306 | 164.305 | 160.255 | ||
| 160 | 2008.05.08 04:56 | t/p | 68 | 0.10 | 160.255 | 164.305 | 160.255 | 10510.00 | 420350.00 |
| 161 | 2008.05.12 14:00 | buy | 69 | 0.10 | 160.468 | 158.650 | 161.525 | ||
| 162 | 2008.05.12 20:00 | modify | 69 | 0.10 | 160.468 | 160.705 | 161.525 | ||
| 163 | 2008.05.13 11:17 | s/l | 69 | 0.10 | 160.714 | 160.705 | 161.525 | 2460.00 | 422810.00 |
| 164 | 2008.05.30 10:00 | sell | 70 | 0.10 | 163.197 | 164.440 | 162.140 | ||
| 165 | 2008.06.02 18:00 | modify | 70 | 0.10 | 163.197 | 162.900 | 162.140 | ||
| 166 | 2008.06.02 19:40 | t/p | 70 | 0.10 | 162.146 | 162.900 | 162.140 | 10510.00 | 433320.00 |
| 167 | 2008.06.13 13:00 | sell | 71 | 0.10 | 165.893 | 167.115 | 164.850 | ||
| 168 | 2008.06.16 11:47 | s/l | 71 | 0.10 | 167.106 | 167.115 | 164.850 | -12130.00 | 421190.00 |
| 169 | 2008.06.19 11:00 | sell | 72 | 0.10 | 167.044 | 168.000 | 165.985 | ||
| 170 | 2008.06.20 12:49 | s/l | 72 | 0.10 | 167.992 | 168.000 | 165.985 | -9480.00 | 411710.00 |
| 171 | 2008.06.27 12:00 | sell | 73 | 0.10 | 167.533 | 169.425 | 166.490 | ||
| 172 | 2008.06.30 10:49 | t/p | 73 | 0.10 | 166.472 | 169.425 | 166.490 | 10610.00 | 422320.00 |
| 173 | 2008.06.30 11:00 | sell | 74 | 0.10 | 166.409 | 169.410 | 165.360 | ||
| 174 | 2008.07.11 22:00 | s/l | 74 | 0.10 | 169.432 | 169.410 | 165.360 | -30230.00 | 392090.00 |
| 175 | 2008.07.15 10:00 | sell | 75 | 0.10 | 168.476 | 169.640 | 167.420 | ||
| 176 | 2008.07.15 15:00 | modify | 75 | 0.10 | 168.476 | 168.240 | 167.420 | ||
| 177 | 2008.07.15 15:20 | t/p | 75 | 0.10 | 167.410 | 168.240 | 167.420 | 10660.00 | 402750.00 |
| 178 | 2008.07.23 18:00 | sell | 76 | 0.10 | 169.210 | 169.930 | 168.165 | ||
| 179 | 2008.07.24 20:42 | t/p | 76 | 0.10 | 168.162 | 169.930 | 168.165 | 10480.00 | 413230.00 |
| 180 | 2008.08.08 15:00 | sell | 77 | 0.10 | 165.573 | 168.680 | 163.730 | ||
| 181 | 2008.08.08 19:00 | close | 77 | 0.10 | 165.655 | 168.680 | 163.730 | -820.00 | 412410.00 |
| 182 | 2008.08.08 19:00 | sell | 78 | 0.10 | 165.639 | 168.740 | 163.790 | ||
| 183 | 2008.08.11 01:00 | modify | 78 | 0.10 | 165.639 | 165.150 | 163.790 | ||
| 184 | 2008.08.11 02:51 | t/p | 78 | 0.10 | 163.793 | 165.150 | 163.790 | 18460.00 | 430870.00 |
| 185 | 2008.08.13 00:00 | sell | 79 | 0.10 | 163.098 | 164.380 | 161.250 | ||
| 186 | 2008.08.13 06:00 | modify | 79 | 0.10 | 163.098 | 162.880 | 161.250 | ||
| 187 | 2008.08.13 10:18 | s/l | 79 | 0.10 | 162.884 | 162.880 | 161.250 | 2140.00 | 433010.00 |
| 188 | 2008.08.13 11:00 | sell | 80 | 0.10 | 162.456 | 164.380 | 160.615 | ||
| 189 | 2008.08.13 18:00 | modify | 80 | 0.10 | 162.456 | 162.230 | 160.615 | ||
| 190 | 2008.08.13 19:10 | s/l | 80 | 0.10 | 162.225 | 162.230 | 160.615 | 2310.00 | 435320.00 |
| 191 | 2008.08.18 23:00 | sell | 81 | 0.10 | 161.735 | 163.065 | 159.875 | ||
| 192 | 2008.08.21 13:00 | modify | 81 | 0.10 | 161.735 | 161.370 | 159.875 | ||
| 193 | 2008.08.21 17:00 | close | 81 | 0.10 | 161.175 | 161.370 | 159.875 | 5600.00 | 440920.00 |
| 194 | 2008.08.22 15:00 | buy | 82 | 0.10 | 162.626 | 160.230 | 163.680 | ||
| 195 | 2008.08.26 12:06 | s/l | 82 | 0.10 | 160.217 | 160.230 | 163.680 | -24090.00 | 416830.00 |
| 196 | 2008.08.28 04:00 | buy | 83 | 0.10 | 161.697 | 159.975 | 162.740 | ||
| 197 | 2008.08.29 12:00 | s/l | 83 | 0.10 | 159.969 | 159.975 | 162.740 | -17280.00 | 399550.00 |
| 198 | 2008.09.01 11:00 | sell | 84 | 0.10 | 157.824 | 160.920 | 155.970 | ||
| 199 | 2008.09.03 04:00 | close | 84 | 0.10 | 157.751 | 160.920 | 155.970 | 730.00 | 400280.00 |
| 200 | 2008.09.03 12:00 | sell | 85 | 0.10 | 156.506 | 158.420 | 154.660 | ||
| 201 | 2008.09.03 15:00 | close | 85 | 0.10 | 156.576 | 158.420 | 154.660 | -700.00 | 399580.00 |
| 202 | 2008.09.03 15:00 | sell | 86 | 0.10 | 156.558 | 158.420 | 154.710 | ||
| 203 | 2008.09.04 18:18 | t/p | 86 | 0.10 | 154.579 | 158.420 | 154.710 | 19790.00 | 419370.00 |
| 204 | 2008.09.04 19:00 | sell | 87 | 0.10 | 154.740 | 157.840 | 152.890 | ||
| 205 | 2008.09.04 23:00 | modify | 87 | 0.10 | 154.740 | 153.900 | 152.890 | ||
| 206 | 2008.09.05 00:16 | t/p | 87 | 0.10 | 152.886 | 153.900 | 152.890 | 18540.00 | 437910.00 |
| 207 | 2008.09.12 19:00 | buy | 88 | 0.10 | 152.382 | 149.280 | 154.230 | ||
| 208 | 2008.09.12 23:00 | modify | 88 | 0.10 | 152.382 | 152.590 | 154.230 | ||
| 209 | 2008.09.15 00:33 | s/l | 88 | 0.10 | 151.736 | 152.590 | 154.230 | -6460.00 | 431450.00 |
| 210 | 2008.09.18 13:00 | buy | 89 | 0.10 | 151.198 | 148.090 | 153.040 | ||
| 211 | 2008.09.19 08:00 | modify | 89 | 0.10 | 151.198 | 151.445 | 153.040 | ||
| 212 | 2008.09.19 14:38 | t/p | 89 | 0.10 | 153.043 | 151.445 | 153.040 | 18450.00 | 449900.00 |
| 213 | 2008.09.19 15:00 | buy | 90 | 0.10 | 152.863 | 149.755 | 154.705 | ||
| 214 | 2008.09.19 15:55 | t/p | 90 | 0.10 | 154.728 | 149.755 | 154.705 | 18650.00 | 468550.00 |
| 215 | 2008.09.25 17:00 | buy | 91 | 0.10 | 156.163 | 154.520 | 158.005 | ||
| 216 | 2008.09.26 08:45 | s/l | 91 | 0.10 | 154.520 | 154.520 | 158.005 | -16430.00 | 452120.00 |
| 217 | 2008.10.20 08:00 | buy | 92 | 0.10 | 137.799 | 134.875 | 139.640 | ||
| 218 | 2008.10.20 11:00 | close | 92 | 0.10 | 137.829 | 134.875 | 139.640 | 300.00 | 452420.00 |
| 219 | 2008.10.20 11:00 | buy | 93 | 0.10 | 137.842 | 134.870 | 139.700 | ||
| 220 | 2008.10.20 18:10 | s/l | 93 | 0.10 | 134.874 | 134.870 | 139.700 | -29680.00 | 422740.00 |
| 221 | 2008.11.24 16:00 | buy | 94 | 0.10 | 122.309 | 119.200 | 124.150 | ||
| 222 | 2008.11.24 18:51 | t/p | 94 | 0.10 | 124.141 | 119.200 | 124.150 | 18320.00 | 441060.00 |
| 223 | 2008.12.08 09:00 | buy | 95 | 0.10 | 118.946 | 115.915 | 120.800 | ||
| 224 | 2008.12.08 10:26 | t/p | 95 | 0.10 | 120.796 | 115.915 | 120.800 | 18500.00 | 459560.00 |
| 225 | 2008.12.08 12:00 | buy | 96 | 0.10 | 120.254 | 117.150 | 122.100 | ||
| 226 | 2008.12.11 09:00 | modify | 96 | 0.10 | 120.254 | 120.560 | 122.100 | ||
| 227 | 2008.12.11 11:00 | close | 96 | 0.10 | 120.719 | 120.560 | 122.100 | 4650.00 | 464210.00 |
| 228 | 2008.12.11 13:00 | buy | 97 | 0.10 | 121.345 | 119.020 | 123.195 | ||
| 229 | 2008.12.11 20:00 | modify | 97 | 0.10 | 121.345 | 121.650 | 123.195 | ||
| 230 | 2008.12.12 02:17 | s/l | 97 | 0.10 | 121.643 | 121.650 | 123.195 | 2980.00 | 467190.00 |
| 231 | 2008.12.12 04:00 | buy | 98 | 0.10 | 122.249 | 120.335 | 124.095 | ||
| 232 | 2008.12.12 06:15 | s/l | 98 | 0.10 | 120.308 | 120.335 | 124.095 | -19410.00 | 447780.00 |
| 233 | 2008.12.15 18:00 | buy | 99 | 0.10 | 123.727 | 120.625 | 125.575 | ||
| 234 | 2008.12.16 23:00 | modify | 99 | 0.10 | 123.727 | 124.255 | 125.575 | ||
| 235 | 2008.12.17 00:00 | close | 99 | 0.10 | 124.656 | 124.255 | 125.575 | 9290.00 | 457070.00 |
| 236 | 2008.12.17 01:00 | buy | 100 | 0.10 | 125.039 | 122.620 | 126.880 | ||
| 237 | 2008.12.17 19:00 | modify | 100 | 0.10 | 125.039 | 125.380 | 126.880 | ||
| 238 | 2008.12.18 07:25 | t/p | 100 | 0.10 | 126.888 | 125.380 | 126.880 | 18490.00 | 475560.00 |
| 239 | 2008.12.18 08:00 | buy | 101 | 0.10 | 127.089 | 124.270 | 128.930 | ||
| 240 | 2008.12.18 11:40 | t/p | 101 | 0.10 | 128.945 | 124.270 | 128.930 | 18560.00 | 494120.00 |
| 241 | 2008.12.26 03:01 | buy | 102 | 0.10 | 127.151 | 126.490 | 129.010 | ||
| 242 | 2008.12.29 04:00 | modify | 102 | 0.10 | 127.151 | 127.495 | 129.010 | ||
| 243 | 2008.12.29 11:42 | t/p | 102 | 0.10 | 129.011 | 127.495 | 129.010 | 18600.00 | 512720.00 |
| 244 | 2008.12.29 12:00 | buy | 103 | 0.10 | 129.087 | 126.495 | 130.945 | ||
| 245 | 2008.12.29 20:55 | s/l | 103 | 0.10 | 126.501 | 126.495 | 130.945 | -25860.00 | 486860.00 |
| 246 | 2009.01.02 23:00 | buy | 104 | 0.10 | 127.872 | 125.425 | 129.725 | ||
| 247 | 2009.01.06 13:13 | s/l | 104 | 0.10 | 125.427 | 125.425 | 129.725 | -24450.00 | 462410.00 |
| 248 | 2009.01.16 04:00 | buy | 105 | 0.10 | 118.943 | 116.270 | 120.800 | ||
| 249 | 2009.01.16 13:00 | modify | 105 | 0.10 | 118.943 | 119.165 | 120.800 | ||
| 250 | 2009.01.16 14:00 | close | 105 | 0.10 | 120.567 | 119.165 | 120.800 | 16240.00 | 478650.00 |
| 251 | 2009.01.16 14:00 | buy | 106 | 0.10 | 120.590 | 117.495 | 122.445 | ||
| 252 | 2009.01.19 02:00 | modify | 106 | 0.10 | 120.590 | 120.875 | 122.445 | ||
| 253 | 2009.01.19 03:00 | close | 106 | 0.10 | 121.232 | 120.875 | 122.445 | 6420.00 | 485070.00 |
| 254 | 2009.01.26 18:00 | buy | 107 | 0.10 | 117.671 | 114.570 | 119.520 | ||
| 255 | 2009.01.27 06:00 | modify | 107 | 0.10 | 117.671 | 118.215 | 119.520 | ||
| 256 | 2009.01.27 06:35 | s/l | 107 | 0.10 | 118.196 | 118.215 | 119.520 | 5250.00 | 490320.00 |
| 257 | 2009.02.03 19:00 | buy | 108 | 0.10 | 115.931 | 113.185 | 117.785 | ||
| 258 | 2009.02.04 10:00 | close | 108 | 0.10 | 115.382 | 113.185 | 117.785 | -5490.00 | 484830.00 |
| 259 | 2009.02.05 21:00 | buy | 109 | 0.10 | 117.272 | 114.280 | 119.125 | ||
| 260 | 2009.02.06 20:00 | modify | 109 | 0.10 | 117.272 | 117.770 | 119.125 | ||
| 261 | 2009.02.06 20:26 | t/p | 109 | 0.10 | 119.143 | 117.770 | 119.125 | 18710.00 | 503540.00 |
| 262 | 2009.02.13 05:00 | buy | 110 | 0.10 | 117.465 | 114.950 | 119.310 | ||
| 263 | 2009.02.13 13:00 | modify | 110 | 0.10 | 117.465 | 117.685 | 119.310 | ||
| 264 | 2009.02.13 13:43 | s/l | 110 | 0.10 | 117.688 | 117.685 | 119.310 | 2230.00 | 505770.00 |
| 265 | 2009.02.13 14:00 | buy | 111 | 0.10 | 117.740 | 114.955 | 119.580 | ||
| 266 | 2009.02.13 19:00 | modify | 111 | 0.10 | 117.740 | 118.100 | 119.580 | ||
| 267 | 2009.02.16 00:02 | s/l | 111 | 0.10 | 117.219 | 118.100 | 119.580 | -5210.00 | 500560.00 |
| 268 | 2009.02.18 19:00 | buy | 112 | 0.10 | 117.736 | 115.676 | 119.581 | ||
| 269 | 2009.02.19 14:00 | modify | 112 | 0.10 | 117.736 | 117.980 | 119.581 | ||
| 270 | 2009.02.19 15:51 | t/p | 112 | 0.10 | 119.589 | 117.980 | 119.581 | 18530.00 | 519090.00 |
| 271 | 2009.02.19 16:00 | buy | 113 | 0.10 | 119.851 | 116.760 | 121.710 | ||
| 272 | 2009.02.23 11:00 | modify | 113 | 0.10 | 119.851 | 120.355 | 121.710 | ||
| 273 | 2009.02.23 12:27 | t/p | 113 | 0.10 | 121.715 | 120.355 | 121.710 | 18640.00 | 537730.00 |
| 274 | 2009.02.23 13:00 | buy | 114 | 0.10 | 121.491 | 118.400 | 123.350 | ||
| 275 | 2009.02.24 14:00 | modify | 114 | 0.10 | 121.491 | 122.060 | 123.350 | ||
| 276 | 2009.02.24 15:46 | s/l | 114 | 0.10 | 122.060 | 122.060 | 123.350 | 5690.00 | 543420.00 |
| 277 | 2009.02.24 16:00 | buy | 115 | 0.10 | 122.164 | 119.100 | 124.005 | ||
| 278 | 2009.02.24 19:00 | modify | 115 | 0.10 | 122.164 | 122.775 | 124.005 | ||
| 279 | 2009.02.24 20:00 | close | 115 | 0.10 | 123.460 | 122.775 | 124.005 | 12960.00 | 556380.00 |
| 280 | 2009.02.26 19:00 | buy | 116 | 0.10 | 125.794 | 123.145 | 127.650 | ||
| 281 | 2009.02.27 11:14 | s/l | 116 | 0.10 | 123.134 | 123.145 | 127.650 | -26600.00 | 529780.00 |
| 282 | 2009.03.04 11:00 | buy | 117 | 0.10 | 124.182 | 121.775 | 126.040 | ||
| 283 | 2009.03.04 20:00 | modify | 117 | 0.10 | 124.182 | 124.625 | 126.040 | ||
| 284 | 2009.03.05 13:39 | s/l | 117 | 0.10 | 124.632 | 124.625 | 126.040 | 4500.00 | 534280.00 |
| 285 | 2009.03.10 07:00 | buy | 118 | 0.10 | 125.463 | 124.015 | 127.315 | ||
| 286 | 2009.03.11 21:25 | s/l | 118 | 0.10 | 123.971 | 124.015 | 127.315 | -14920.00 | 519360.00 |
| 287 | 2009.03.12 22:00 | buy | 119 | 0.10 | 126.084 | 122.990 | 127.940 | ||
| 288 | 2009.03.13 06:00 | close | 119 | 0.10 | 126.224 | 122.990 | 127.940 | 1400.00 | 520760.00 |
| 289 | 2009.03.13 11:00 | buy | 120 | 0.10 | 126.575 | 123.465 | 128.415 | ||
| 290 | 2009.03.13 13:00 | close | 120 | 0.10 | 126.723 | 123.465 | 128.415 | 1480.00 | 522240.00 |
| 291 | 2009.03.13 13:00 | buy | 121 | 0.10 | 126.759 | 123.655 | 128.605 | ||
| 292 | 2009.03.16 15:00 | modify | 121 | 0.10 | 126.759 | 127.605 | 128.605 | ||
| 293 | 2009.03.16 15:36 | t/p | 121 | 0.10 | 128.602 | 127.605 | 128.605 | 18430.00 | 540670.00 |
| 294 | 2009.03.17 10:00 | buy | 122 | 0.10 | 128.234 | 125.546 | 130.076 | ||
| 295 | 2009.03.18 23:00 | modify | 122 | 0.10 | 128.234 | 128.715 | 130.076 | ||
| 296 | 2009.03.19 02:51 | t/p | 122 | 0.10 | 130.086 | 128.715 | 130.076 | 18520.00 | 559190.00 |
| 297 | 2009.03.19 03:00 | buy | 123 | 0.10 | 130.048 | 127.985 | 131.905 | ||
| 298 | 2009.03.23 05:00 | modify | 123 | 0.10 | 130.048 | 130.370 | 131.905 | ||
| 299 | 2009.03.23 05:35 | t/p | 123 | 0.10 | 131.911 | 130.370 | 131.905 | 18630.00 | 577820.00 |
| 300 | 2009.03.23 06:00 | buy | 124 | 0.10 | 131.674 | 129.060 | 133.525 | ||