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 |
| 451 | 2010.03.08 01:51 | t/p | 186 | 0.10 | 123.602 | 119.815 | 123.595 | 10600.00 | 815240.00 |
| 452 | 2010.03.31 13:00 | buy | 187 | 0.10 | 125.734 | 124.225 | 127.590 | ||
| 453 | 2010.04.01 18:00 | modify | 187 | 0.10 | 125.734 | 126.115 | 127.590 | ||
| 454 | 2010.04.02 15:30 | t/p | 187 | 0.10 | 127.589 | 126.115 | 127.590 | 18550.00 | 833790.00 |
| 455 | 2010.04.06 03:00 | sell | 188 | 0.10 | 126.971 | 127.880 | 125.920 | ||
| 456 | 2010.04.06 09:00 | modify | 188 | 0.10 | 126.971 | 126.675 | 125.920 | ||
| 457 | 2010.04.06 10:11 | t/p | 188 | 0.10 | 125.926 | 126.675 | 125.920 | 10450.00 | 844240.00 |
| 458 | 2010.04.06 11:00 | sell | 189 | 0.10 | 125.869 | 127.880 | 124.810 | ||
| 459 | 2010.04.07 15:23 | t/p | 189 | 0.10 | 124.803 | 127.880 | 124.810 | 10660.00 | 854900.00 |
| 460 | 2010.04.07 16:00 | sell | 190 | 0.10 | 124.948 | 127.880 | 123.905 | ||
| 461 | 2010.04.08 10:28 | t/p | 190 | 0.10 | 123.909 | 127.880 | 123.905 | 10390.00 | 865290.00 |
| 462 | 2010.04.15 13:00 | sell | 191 | 0.10 | 126.031 | 127.645 | 124.985 | ||
| 463 | 2010.04.16 17:00 | modify | 191 | 0.10 | 126.031 | 125.775 | 124.985 | ||
| 464 | 2010.04.16 17:00 | t/p | 191 | 0.10 | 124.965 | 125.775 | 124.985 | 10660.00 | 875950.00 |
| 465 | 2010.05.27 19:00 | buy | 192 | 0.10 | 112.222 | 109.245 | 114.065 | ||
| 466 | 2010.05.28 13:00 | modify | 192 | 0.10 | 112.222 | 112.740 | 114.065 | ||
| 467 | 2010.05.28 15:23 | s/l | 192 | 0.10 | 112.719 | 112.740 | 114.065 | 4970.00 | 880920.00 |
| 468 | 2010.06.02 20:00 | buy | 193 | 0.10 | 112.929 | 109.820 | 114.770 | ||
| 469 | 2010.06.03 13:00 | modify | 193 | 0.10 | 112.929 | 113.370 | 114.770 | ||
| 470 | 2010.06.03 15:33 | s/l | 193 | 0.10 | 113.363 | 113.370 | 114.770 | 4340.00 | 885260.00 |
| 471 | 2010.06.09 16:00 | buy | 194 | 0.10 | 109.991 | 108.375 | 111.840 | ||
| 472 | 2010.06.11 00:00 | modify | 194 | 0.10 | 109.991 | 110.235 | 111.840 | ||
| 473 | 2010.06.11 16:00 | close | 194 | 0.10 | 110.317 | 110.235 | 111.840 | 3260.00 | 888520.00 |
| 474 | 2010.06.14 02:00 | buy | 195 | 0.10 | 111.422 | 110.330 | 113.270 | ||
| 475 | 2010.06.14 13:00 | modify | 195 | 0.10 | 111.422 | 111.765 | 113.270 | ||
| 476 | 2010.06.14 23:02 | s/l | 195 | 0.10 | 111.773 | 111.765 | 113.270 | 3510.00 | 892030.00 |
| 477 | 2010.06.15 20:00 | buy | 196 | 0.10 | 112.705 | 110.910 | 114.545 | ||
| 478 | 2010.06.22 22:57 | s/l | 196 | 0.10 | 110.919 | 110.910 | 114.545 | -17860.00 | 874170.00 |
| 479 | 2010.07.01 19:00 | buy | 197 | 0.10 | 108.967 | 107.550 | 110.815 | ||
| 480 | 2010.07.02 02:00 | modify | 197 | 0.10 | 108.967 | 109.240 | 110.815 | ||
| 481 | 2010.07.06 03:44 | s/l | 197 | 0.10 | 109.237 | 109.240 | 110.815 | 2700.00 | 876870.00 |
| 482 | 2010.07.06 11:00 | buy | 198 | 0.10 | 110.659 | 109.185 | 112.500 | ||
| 483 | 2010.07.08 06:00 | modify | 198 | 0.10 | 110.659 | 111.090 | 112.500 | ||
| 484 | 2010.07.08 16:39 | t/p | 198 | 0.10 | 112.495 | 111.090 | 112.500 | 18360.00 | 895230.00 |
| 485 | 2010.07.08 17:00 | buy | 199 | 0.10 | 112.191 | 109.360 | 114.050 | ||
| 486 | 2010.07.14 05:00 | modify | 199 | 0.10 | 112.191 | 112.395 | 114.050 | ||
| 487 | 2010.07.14 15:23 | s/l | 199 | 0.10 | 112.393 | 112.395 | 114.050 | 2020.00 | 897250.00 |
| 488 | 2010.07.16 13:00 | buy | 200 | 0.10 | 113.263 | 111.865 | 115.105 | ||
| 489 | 2010.07.16 17:05 | s/l | 200 | 0.10 | 111.840 | 111.865 | 115.105 | -14230.00 | 883020.00 |
| 490 | 2010.07.23 22:00 | buy | 201 | 0.10 | 112.961 | 110.055 | 114.805 | ||
| 491 | 2010.07.27 16:00 | modify | 201 | 0.10 | 112.961 | 113.265 | 114.805 | ||
| 492 | 2010.07.28 22:13 | s/l | 201 | 0.10 | 113.268 | 113.265 | 114.805 | 3070.00 | 886090.00 |
| 493 | 2010.08.02 18:00 | buy | 202 | 0.10 | 114.031 | 112.065 | 115.880 | ||
| 494 | 2010.08.11 03:26 | s/l | 202 | 0.10 | 112.056 | 112.065 | 115.880 | -19750.00 | 866340.00 |
| 495 | 2010.08.26 18:00 | buy | 203 | 0.10 | 107.807 | 105.940 | 109.660 | ||
| 496 | 2010.08.27 20:00 | modify | 203 | 0.10 | 107.807 | 108.035 | 109.660 | ||
| 497 | 2010.08.30 07:00 | close | 203 | 0.10 | 108.759 | 108.035 | 109.660 | 9520.00 | 875860.00 |
| 498 | 2010.09.01 18:00 | buy | 204 | 0.10 | 108.370 | 106.220 | 110.225 | ||
| 499 | 2010.09.03 18:00 | close | 204 | 0.10 | 108.489 | 106.220 | 110.225 | 1190.00 | 877050.00 |
| 500 | 2010.09.03 19:00 | buy | 205 | 0.10 | 108.824 | 107.500 | 110.670 | ||
| 501 | 2010.09.07 09:07 | s/l | 205 | 0.10 | 107.507 | 107.500 | 110.670 | -13170.00 | 863880.00 |
| 502 | 2010.09.10 11:00 | buy | 206 | 0.10 | 106.934 | 106.000 | 108.785 | ||
| 503 | 2010.09.13 17:00 | modify | 206 | 0.10 | 106.934 | 107.140 | 108.785 | ||
| 504 | 2010.09.14 03:48 | s/l | 206 | 0.10 | 107.131 | 107.140 | 108.785 | 1970.00 | 865850.00 |
| 505 | 2010.09.14 19:00 | buy | 207 | 0.10 | 108.093 | 106.805 | 109.950 | ||
| 506 | 2010.09.15 06:00 | modify | 207 | 0.10 | 108.093 | 108.630 | 109.950 | ||
| 507 | 2010.09.15 06:20 | t/p | 207 | 0.10 | 109.941 | 108.630 | 109.950 | 18480.00 | 884330.00 |
| 508 | 2010.09.15 07:00 | buy | 208 | 0.10 | 109.988 | 106.885 | 111.835 | ||
| 509 | 2010.09.15 11:00 | close | 208 | 0.10 | 110.973 | 106.885 | 111.835 | 9850.00 | 894180.00 |
| 510 | 2010.09.15 11:00 | buy | 209 | 0.10 | 110.981 | 107.891 | 112.841 | ||
| 511 | 2010.09.16 14:00 | modify | 209 | 0.10 | 110.981 | 111.450 | 112.841 | ||
| 512 | 2010.09.17 10:31 | t/p | 209 | 0.10 | 112.854 | 111.450 | 112.841 | 18730.00 | 912910.00 |
| 513 | 2010.09.21 22:00 | buy | 210 | 0.10 | 112.750 | 111.515 | 114.595 | ||
| 514 | 2010.09.22 19:00 | close | 210 | 0.10 | 112.915 | 111.515 | 114.595 | 1650.00 | 914560.00 |
| 515 | 2010.09.22 22:00 | buy | 211 | 0.10 | 113.210 | 111.515 | 115.065 | ||
| 516 | 2010.09.29 22:00 | modify | 211 | 0.10 | 113.210 | 113.415 | 115.065 | ||
| 517 | 2010.09.30 08:30 | s/l | 211 | 0.10 | 113.415 | 113.415 | 115.065 | 2050.00 | 916610.00 |
| 518 | 2010.10.01 12:00 | buy | 212 | 0.10 | 114.277 | 113.015 | 116.120 | ||
| 519 | 2010.10.04 06:00 | modify | 212 | 0.10 | 114.277 | 114.630 | 116.120 | ||
| 520 | 2010.10.04 08:51 | s/l | 212 | 0.10 | 114.629 | 114.630 | 116.120 | 3520.00 | 920130.00 |
| 521 | 2010.10.05 11:00 | buy | 213 | 0.10 | 114.971 | 113.786 | 116.816 | ||
| 522 | 2010.10.05 23:00 | close | 213 | 0.10 | 115.112 | 113.786 | 116.816 | 1410.00 | 921540.00 |
| 523 | 2010.10.07 19:00 | sell | 214 | 0.10 | 114.637 | 115.640 | 113.590 | ||
| 524 | 2010.10.12 06:56 | t/p | 214 | 0.10 | 113.588 | 115.640 | 113.590 | 10490.00 | 932030.00 |
| 525 | 2010.10.12 07:00 | sell | 215 | 0.10 | 113.637 | 115.640 | 112.590 | ||
| 526 | 2010.10.18 08:45 | t/p | 215 | 0.10 | 112.593 | 115.640 | 112.590 | 10440.00 | 942470.00 |
| 527 | 2010.11.02 14:00 | buy | 216 | 0.10 | 112.833 | 111.568 | 113.875 | ||
| 528 | 2010.11.03 16:27 | t/p | 216 | 0.10 | 113.880 | 111.568 | 113.875 | 10470.00 | 952940.00 |
| 529 | 2010.12.06 02:00 | buy | 217 | 0.10 | 111.049 | 108.387 | 112.109 | ||
| 530 | 2010.12.13 19:00 | modify | 217 | 0.10 | 111.049 | 111.417 | 112.109 | ||
| 531 | 2010.12.14 09:47 | t/p | 217 | 0.10 | 112.103 | 111.417 | 112.109 | 10540.00 | 963480.00 |
| 532 | 2010.12.28 02:00 | buy | 218 | 0.10 | 109.143 | 108.466 | 110.202 | ||
| 533 | 2010.12.28 14:52 | s/l | 218 | 0.10 | 108.459 | 108.466 | 110.202 | -6840.00 | 956640.00 |
| 534 | 2010.12.30 17:00 | buy | 219 | 0.10 | 108.858 | 107.652 | 109.903 | ||
| 535 | 2011.01.04 09:58 | t/p | 219 | 0.10 | 109.919 | 107.652 | 109.903 | 10610.00 | 967250.00 |
| 536 | 2011.01.12 01:00 | buy | 220 | 0.10 | 108.140 | 106.872 | 109.181 | ||
| 537 | 2011.01.13 01:00 | modify | 220 | 0.10 | 108.140 | 108.380 | 109.181 | ||
| 538 | 2011.01.13 10:53 | t/p | 220 | 0.10 | 109.180 | 108.380 | 109.181 | 10400.00 | 977650.00 |
| 539 | 2011.01.25 12:00 | sell | 221 | 0.10 | 111.827 | 112.866 | 110.781 | ||
| 540 | 2011.01.26 19:21 | s/l | 221 | 0.10 | 112.876 | 112.866 | 110.781 | -10490.00 | 967160.00 |
| 541 | 2011.01.26 22:00 | buy | 222 | 0.10 | 112.879 | 111.870 | 114.732 | ||
| 542 | 2011.01.27 15:00 | modify | 222 | 0.10 | 112.879 | 113.286 | 114.732 | ||
| 543 | 2011.01.28 07:05 | s/l | 222 | 0.10 | 113.280 | 113.286 | 114.732 | 4010.00 | 971170.00 |
| 544 | 2011.01.28 18:00 | sell | 223 | 0.10 | 112.105 | 113.973 | 111.045 | ||
| 545 | 2011.02.03 20:00 | modify | 223 | 0.10 | 112.105 | 111.851 | 111.045 | ||
| 546 | 2011.02.04 15:30 | t/p | 223 | 0.10 | 111.048 | 111.851 | 111.045 | 10570.00 | 981740.00 |
| 547 | 2011.02.14 02:00 | sell | 224 | 0.10 | 112.744 | 113.405 | 111.687 | ||
| 548 | 2011.02.15 14:13 | s/l | 224 | 0.10 | 113.395 | 113.405 | 111.687 | -6510.00 | 975230.00 |
| 549 | 2011.02.18 13:00 | sell | 225 | 0.10 | 113.022 | 113.641 | 111.970 | ||
| 550 | 2011.02.18 15:10 | s/l | 225 | 0.10 | 113.637 | 113.641 | 111.970 | -6150.00 | 969080.00 |
| 551 | 2011.02.22 03:00 | sell | 226 | 0.10 | 113.064 | 114.126 | 112.008 | ||
| 552 | 2011.02.24 11:00 | modify | 226 | 0.10 | 113.064 | 112.794 | 112.008 | ||
| 553 | 2011.02.24 11:02 | s/l | 226 | 0.10 | 112.784 | 112.794 | 112.008 | 2800.00 | 971880.00 |
| 554 | 2011.03.08 15:00 | sell | 227 | 0.10 | 114.713 | 115.953 | 113.665 | ||
| 555 | 2011.03.11 12:02 | t/p | 227 | 0.10 | 113.660 | 115.953 | 113.665 | 10530.00 | 982410.00 |
| 556 | 2011.03.11 12:03 | sell | 228 | 0.10 | 113.640 | 115.953 | 112.990 | ||
| 557 | 2011.03.11 12:34 | t/p | 228 | 0.10 | 112.983 | 115.953 | 112.990 | 6570.00 | 988980.00 |
| 558 | 2011.03.11 20:00 | sell | 229 | 0.10 | 113.661 | 115.953 | 112.618 | ||
| 559 | 2011.03.14 01:12 | t/p | 229 | 0.10 | 112.569 | 115.953 | 112.618 | 10920.00 | 999900.00 |
| 560 | 2011.03.16 21:00 | sell | 230 | 0.10 | 111.147 | 114.255 | 109.305 | ||
| 561 | 2011.03.17 00:13 | t/p | 230 | 0.10 | 109.137 | 114.255 | 109.305 | 20100.00 | 1020000.00 |
| 562 | 2011.03.23 11:00 | sell | 231 | 0.10 | 114.320 | 115.523 | 113.280 | ||
| 563 | 2011.03.29 10:20 | s/l | 231 | 0.10 | 115.516 | 115.523 | 113.280 | -11960.00 | 1008040.00 |
| 564 | 2011.04.12 04:00 | sell | 232 | 0.10 | 121.482 | 123.289 | 120.438 | ||
| 565 | 2011.04.12 06:15 | t/p | 232 | 0.10 | 120.434 | 123.289 | 120.438 | 10480.00 | 1018520.00 |
| 566 | 2011.04.12 07:00 | sell | 233 | 0.10 | 120.652 | 123.289 | 119.612 | ||
| 567 | 2011.04.14 14:07 | t/p | 233 | 0.10 | 119.602 | 123.289 | 119.612 | 10500.00 | 1029020.00 |
| 568 | 2011.04.14 15:00 | sell | 234 | 0.10 | 119.641 | 122.640 | 118.590 | ||
| 569 | 2011.04.18 11:57 | t/p | 234 | 0.10 | 118.584 | 122.640 | 118.590 | 10570.00 | 1039590.00 |
| 570 | 2011.04.18 12:00 | sell | 235 | 0.10 | 118.402 | 121.411 | 117.361 | ||
| 571 | 2011.04.18 17:46 | t/p | 235 | 0.10 | 117.358 | 121.411 | 117.361 | 10440.00 | 1050030.00 |
| 572 | 2011.04.29 22:00 | sell | 236 | 0.10 | 120.319 | 121.799 | 119.278 | ||
| 573 | 2011.05.03 14:52 | t/p | 236 | 0.10 | 119.275 | 121.799 | 119.278 | 10440.00 | 1060470.00 |
| 574 | 2011.05.10 04:00 | sell | 237 | 0.10 | 115.044 | 116.445 | 113.186 | ||
| 575 | 2011.05.10 22:49 | s/l | 237 | 0.10 | 116.439 | 116.445 | 113.186 | -13950.00 | 1046520.00 |
| 576 | 2011.05.11 02:00 | buy | 238 | 0.10 | 116.737 | 114.847 | 117.783 | ||
| 577 | 2011.05.11 19:29 | s/l | 238 | 0.10 | 114.842 | 114.847 | 117.783 | -18950.00 | 1027570.00 |
| 578 | 2011.05.11 21:00 | sell | 239 | 0.10 | 114.784 | 116.860 | 112.943 | ||
| 579 | 2011.05.12 15:00 | close | 239 | 0.10 | 114.678 | 116.860 | 112.943 | 1060.00 | 1028630.00 |
| 580 | 2011.05.12 15:00 | sell | 240 | 0.10 | 114.649 | 116.860 | 112.802 | ||
| 581 | 2011.05.13 21:00 | modify | 240 | 0.10 | 114.649 | 114.436 | 112.802 | ||
| 582 | 2011.05.16 10:16 | s/l | 240 | 0.10 | 114.430 | 114.436 | 112.802 | 2190.00 | 1030820.00 |
| 583 | 2011.05.17 09:00 | buy | 241 | 0.10 | 115.430 | 113.451 | 116.489 | ||
| 584 | 2011.05.18 04:00 | modify | 241 | 0.10 | 115.430 | 115.666 | 116.489 | ||
| 585 | 2011.05.18 06:46 | s/l | 241 | 0.10 | 115.657 | 115.666 | 116.489 | 2270.00 | 1033090.00 |
| 586 | 2011.05.19 03:00 | buy | 242 | 0.10 | 116.545 | 113.548 | 117.598 | ||
| 587 | 2011.05.31 10:18 | t/p | 242 | 0.10 | 117.593 | 113.548 | 117.598 | 10480.00 | 1043570.00 |
| 588 | 2011.06.16 09:00 | sell | 243 | 0.10 | 113.993 | 116.433 | 112.145 | ||
| 589 | 2011.06.20 17:00 | close | 243 | 0.10 | 114.831 | 116.433 | 112.145 | -8380.00 | 1035190.00 |
| 590 | 2011.06.20 17:00 | buy | 244 | 0.10 | 114.842 | 113.537 | 115.886 | ||
| 591 | 2011.06.28 03:00 | modify | 244 | 0.10 | 114.842 | 115.128 | 115.886 | ||
| 592 | 2011.06.28 14:27 | s/l | 244 | 0.10 | 115.124 | 115.128 | 115.886 | 2820.00 | 1038010.00 |
| 593 | 2011.07.05 22:00 | sell | 245 | 0.10 | 116.797 | 117.719 | 115.753 | ||
| 594 | 2011.07.06 17:00 | modify | 245 | 0.10 | 116.797 | 116.512 | 115.753 | ||
| 595 | 2011.07.06 17:05 | t/p | 245 | 0.10 | 115.759 | 116.512 | 115.753 | 10380.00 | 1048390.00 |
| 596 | 2011.07.11 14:00 | sell | 246 | 0.10 | 113.772 | 116.776 | 111.929 | ||
| 597 | 2011.07.11 19:00 | modify | 246 | 0.10 | 113.772 | 113.043 | 111.929 | ||
| 598 | 2011.07.12 05:05 | t/p | 246 | 0.10 | 111.914 | 113.043 | 111.929 | 18580.00 | 1066970.00 |
| 599 | 2011.07.14 16:00 | buy | 247 | 0.10 | 112.470 | 109.623 | 113.530 | ||
| 600 | 2011.07.18 04:00 | close | 247 | 0.10 | 111.152 | 109.623 | 113.530 | -13180.00 | 1053790.00 |