Strategy Tester Report
EA_BBHLband_H1_forAN_1.02
| 通貨ペア | AUDNZD (Australian Dollar vs New Zealand Dollar) | ||||
| 期間 | 1時間足(H1) 2007.01.02 09:00 - 2022.09.02 23:00 (2007.01.01 - 2022.09.30) | ||||
| 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=44115101; MagicNumberS=44115201; Lots=0.1; 複利運用基準値=0; トレンドモード=""; 両建て=""; Slippage=3; timeframe=60; 許容スプレッド=50; 最大テイクプロフィット=0; 最大ストップロス=0; | ||||
| テストバー数 | 97700 | モデルティック数 | 262056062 | 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 | 986034.49 | 総利益 | 2651475.74 | 総損失 | -1665441.25 |
| プロフィットファクタ | 1.59 | 期待利得 | 1189.43 | ||
| 絶対ドローダウン | 70297.91 | 最大ドローダウン | 193541.21 (23.91%) | 相対ドローダウン | 43.10% (99309.81) |
| 総取引数 | 829 | 売りポジション(勝率%） | 426 (76.53%) | 買いポジション(勝率%） | 403 (77.67%) |
| 勝率(%) | 639 (77.08%) | 負率 (%) | 190 (22.92%) | ||
| 最大 | 勝トレード | 9661.99 | 敗トレード | -33249.96 | |
| 平均 | 勝トレード | 4149.41 | 敗トレード | -8765.48 | |
| 最大 | 連勝(金額) | 30 (132174.09) | 連敗(金額) | 6 (-40464.66) | |
| 最大 | 連勝(トレード数) | 132174.09 (30) | 連敗(トレード数) | -67119.28 (4) | |
| 平均 | 連勝 | 5 | 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 | 2007.04.05 00:01 | buy | 1 | 0.10 | 1.13470 | 1.10462 | 1.14020 | ||
| 2 | 2007.05.03 00:01 | s/l | 1 | 0.10 | 1.10402 | 1.10462 | 1.14020 | -24994.08 | 175005.92 |
| 3 | 2007.05.03 00:03 | buy | 2 | 0.10 | 1.11782 | 1.10401 | 1.12120 | ||
| 4 | 2007.05.03 23:59 | s/l | 2 | 0.10 | 1.10335 | 1.10401 | 1.12120 | -11788.28 | 163217.64 |
| 5 | 2007.05.07 05:01 | buy | 3 | 0.10 | 1.11873 | 1.10274 | 1.12390 | ||
| 6 | 2007.05.09 00:13 | t/p | 3 | 0.10 | 1.12388 | 1.10274 | 1.12390 | 4195.55 | 167413.19 |
| 7 | 2007.05.09 05:01 | buy | 4 | 0.10 | 1.12498 | 1.10274 | 1.13059 | ||
| 8 | 2007.05.10 04:30 | t/p | 4 | 0.10 | 1.13058 | 1.10274 | 1.13059 | 4562.15 | 171975.34 |
| 9 | 2007.05.10 06:03 | buy | 5 | 0.10 | 1.13248 | 1.10269 | 1.13749 | ||
| 10 | 2007.05.10 20:05 | t/p | 5 | 0.10 | 1.13748 | 1.10269 | 1.13749 | 4073.35 | 176048.69 |
| 11 | 2007.05.11 04:02 | buy | 6 | 0.10 | 1.13671 | 1.10269 | 1.14151 | ||
| 12 | 2007.06.26 09:32 | s/l | 6 | 0.10 | 1.10254 | 1.10269 | 1.14151 | -27837.28 | 148211.41 |
| 13 | 2007.06.29 05:01 | buy | 7 | 0.10 | 1.10198 | 1.09670 | 1.10721 | ||
| 14 | 2007.06.29 18:32 | s/l | 7 | 0.10 | 1.09672 | 1.09670 | 1.10721 | -4285.17 | 143926.24 |
| 15 | 2007.06.29 22:02 | buy | 8 | 0.10 | 1.10078 | 1.09603 | 1.10696 | ||
| 16 | 2007.07.02 18:42 | s/l | 8 | 0.10 | 1.09605 | 1.09603 | 1.10696 | -3853.39 | 140072.85 |
| 17 | 2007.07.04 14:01 | buy | 9 | 0.10 | 1.09665 | 1.09086 | 1.10177 | ||
| 18 | 2007.07.05 14:24 | s/l | 9 | 0.10 | 1.09073 | 1.09086 | 1.10177 | -4822.85 | 135250.00 |
| 19 | 2007.07.09 14:01 | buy | 10 | 0.10 | 1.10001 | 1.08977 | 1.10548 | ||
| 20 | 2007.07.10 06:53 | t/p | 10 | 0.10 | 1.10548 | 1.08977 | 1.10548 | 4456.24 | 139706.24 |
| 21 | 2007.07.10 07:01 | buy | 11 | 0.10 | 1.10582 | 1.08987 | 1.11150 | ||
| 22 | 2007.07.11 01:17 | t/p | 11 | 0.10 | 1.11149 | 1.08987 | 1.11150 | 4619.18 | 144325.42 |
| 23 | 2007.07.11 07:01 | buy | 12 | 0.10 | 1.10836 | 1.08987 | 1.11396 | ||
| 24 | 2007.07.26 10:43 | t/p | 12 | 0.10 | 1.11394 | 1.08987 | 1.11396 | 4545.86 | 148871.28 |
| 25 | 2007.07.27 02:00 | buy | 13 | 0.10 | 1.11504 | 1.08962 | 1.12018 | ||
| 26 | 2007.07.30 14:48 | t/p | 13 | 0.10 | 1.12021 | 1.08962 | 1.12018 | 4211.84 | 153083.12 |
| 27 | 2007.07.30 17:00 | buy | 14 | 0.10 | 1.11998 | 1.08982 | 1.12550 | ||
| 28 | 2007.08.06 00:48 | t/p | 14 | 0.10 | 1.12550 | 1.08982 | 1.12550 | 4496.98 | 157580.10 |
| 29 | 2007.08.06 04:01 | buy | 15 | 0.10 | 1.12707 | 1.08952 | 1.13097 | ||
| 30 | 2007.08.10 01:00 | t/p | 15 | 0.10 | 1.13137 | 1.08952 | 1.13097 | 3503.08 | 161083.18 |
| 31 | 2007.08.10 06:01 | buy | 16 | 0.10 | 1.13455 | 1.09392 | 1.13952 | ||
| 32 | 2007.08.13 07:26 | t/p | 16 | 0.10 | 1.13971 | 1.09392 | 1.13952 | 4203.70 | 165286.88 |
| 33 | 2007.08.13 10:01 | buy | 17 | 0.10 | 1.13946 | 1.09927 | 1.14487 | ||
| 34 | 2007.08.13 11:00 | close | 17 | 0.10 | 1.13646 | 1.09927 | 1.14487 | -2444.01 | 162842.87 |
| 35 | 2007.08.13 22:03 | buy | 18 | 0.10 | 1.13828 | 1.09805 | 1.14365 | ||
| 36 | 2007.08.14 02:06 | t/p | 18 | 0.10 | 1.14391 | 1.09805 | 1.14365 | 4586.59 | 167429.46 |
| 37 | 2007.08.24 12:01 | buy | 19 | 0.10 | 1.15089 | 1.11027 | 1.15587 | ||
| 38 | 2007.08.28 00:18 | t/p | 19 | 0.10 | 1.15594 | 1.11027 | 1.15587 | 4114.08 | 171543.54 |
| 39 | 2007.08.28 05:01 | buy | 20 | 0.10 | 1.15986 | 1.11987 | 1.16547 | ||
| 40 | 2007.08.28 06:45 | t/p | 20 | 0.10 | 1.16610 | 1.11987 | 1.16547 | 5083.54 | 176627.08 |
| 41 | 2007.08.31 23:01 | buy | 21 | 0.10 | 1.16543 | 1.12458 | 1.17018 | ||
| 42 | 2007.09.04 02:59 | t/p | 21 | 0.10 | 1.17013 | 1.12458 | 1.17018 | 3828.95 | 180456.03 |
| 43 | 2007.09.04 06:03 | buy | 22 | 0.10 | 1.17339 | 1.13261 | 1.17821 | ||
| 44 | 2007.09.04 11:34 | t/p | 22 | 0.10 | 1.17829 | 1.13261 | 1.17821 | 3991.88 | 184447.91 |
| 45 | 2007.09.13 05:01 | buy | 23 | 0.10 | 1.18267 | 1.14230 | 1.18790 | ||
| 46 | 2007.09.18 01:00 | close | 23 | 0.10 | 1.17918 | 1.14230 | 1.18790 | -2843.20 | 181604.71 |
| 47 | 2007.09.18 17:02 | sell | 24 | 0.10 | 1.17725 | 1.20285 | 1.17172 | ||
| 48 | 2007.09.18 23:55 | t/p | 24 | 0.10 | 1.17170 | 1.20285 | 1.17172 | 4522.97 | 186127.68 |
| 49 | 2007.09.19 06:01 | sell | 25 | 0.10 | 1.16908 | 1.20285 | 1.16258 | ||
| 50 | 2007.09.19 13:58 | t/p | 25 | 0.10 | 1.16248 | 1.20285 | 1.16258 | 5378.67 | 191506.35 |
| 51 | 2007.09.19 22:03 | sell | 26 | 0.10 | 1.16587 | 1.20285 | 1.15926 | ||
| 52 | 2007.09.20 16:00 | modify | 26 | 0.10 | 1.16587 | 1.16267 | 1.15926 | ||
| 53 | 2007.09.20 17:12 | s/l | 26 | 0.10 | 1.16276 | 1.16267 | 1.15926 | 2534.50 | 194040.85 |
| 54 | 2007.09.21 17:02 | sell | 27 | 0.10 | 1.16301 | 1.20285 | 1.15709 | ||
| 55 | 2007.10.31 00:08 | s/l | 27 | 0.10 | 1.20288 | 1.20285 | 1.15709 | -32492.06 | 161548.79 |
| 56 | 2007.11.02 05:01 | sell | 28 | 0.10 | 1.20377 | 1.20856 | 1.19803 | ||
| 57 | 2007.11.05 14:15 | t/p | 28 | 0.10 | 1.19804 | 1.20856 | 1.19803 | 4669.66 | 166218.45 |
| 58 | 2007.11.06 06:01 | sell | 29 | 0.10 | 1.19478 | 1.20856 | 1.18934 | ||
| 59 | 2007.11.06 18:00 | close | 29 | 0.10 | 1.19490 | 1.20856 | 1.18934 | -97.80 | 166120.65 |
| 60 | 2007.11.06 21:03 | sell | 30 | 0.10 | 1.19174 | 1.20856 | 1.18552 | ||
| 61 | 2007.11.12 05:37 | t/p | 30 | 0.10 | 1.18453 | 1.20856 | 1.18552 | 5875.79 | 171996.44 |
| 62 | 2007.11.12 15:00 | sell | 31 | 0.10 | 1.18120 | 1.20856 | 1.17487 | ||
| 63 | 2007.11.13 00:00 | modify | 31 | 0.10 | 1.18120 | 1.17874 | 1.17487 | ||
| 64 | 2007.11.13 00:09 | s/l | 31 | 0.10 | 1.17879 | 1.17874 | 1.17487 | 1964.03 | 173960.47 |
| 65 | 2007.11.13 04:01 | sell | 32 | 0.10 | 1.17942 | 1.20856 | 1.17394 | ||
| 66 | 2007.11.13 12:00 | close | 32 | 0.10 | 1.17968 | 1.20856 | 1.17394 | -211.89 | 173748.58 |
| 67 | 2007.11.13 15:00 | sell | 33 | 0.10 | 1.17910 | 1.20856 | 1.17300 | ||
| 68 | 2007.11.14 23:04 | t/p | 33 | 0.10 | 1.17283 | 1.20856 | 1.17300 | 5109.74 | 178858.32 |
| 69 | 2007.11.15 00:01 | sell | 34 | 0.10 | 1.17259 | 1.20856 | 1.16655 | ||
| 70 | 2007.11.20 07:00 | modify | 34 | 0.10 | 1.17259 | 1.16972 | 1.16655 | ||
| 71 | 2007.11.20 07:46 | s/l | 34 | 0.10 | 1.16981 | 1.16972 | 1.16655 | 2265.56 | 181123.88 |
| 72 | 2007.11.20 09:01 | sell | 35 | 0.10 | 1.16823 | 1.20790 | 1.16230 | ||
| 73 | 2007.11.20 17:00 | close | 35 | 0.10 | 1.16871 | 1.20790 | 1.16230 | -391.17 | 180732.71 |
| 74 | 2007.11.21 06:01 | sell | 36 | 0.10 | 1.16420 | 1.20407 | 1.15847 | ||
| 75 | 2007.11.21 14:26 | t/p | 36 | 0.10 | 1.15852 | 1.20407 | 1.15847 | 4628.92 | 185361.63 |
| 76 | 2007.11.21 19:02 | sell | 37 | 0.10 | 1.15919 | 1.19796 | 1.15236 | ||
| 77 | 2007.11.23 22:00 | modify | 37 | 0.10 | 1.15919 | 1.15608 | 1.15236 | ||
| 78 | 2007.11.23 22:40 | s/l | 37 | 0.10 | 1.15617 | 1.15608 | 1.15236 | 2461.15 | 187822.78 |
| 79 | 2007.11.27 02:02 | sell | 38 | 0.10 | 1.15748 | 1.19744 | 1.15184 | ||
| 80 | 2007.11.27 17:49 | t/p | 38 | 0.10 | 1.15187 | 1.19744 | 1.15184 | 4571.87 | 192394.65 |
| 81 | 2007.11.27 19:02 | sell | 39 | 0.10 | 1.15299 | 1.19250 | 1.14690 | ||
| 82 | 2007.11.28 12:00 | modify | 39 | 0.10 | 1.15299 | 1.15044 | 1.14690 | ||
| 83 | 2007.11.28 13:30 | s/l | 39 | 0.10 | 1.15055 | 1.15044 | 1.14690 | 1988.48 | 194383.13 |
| 84 | 2007.11.29 06:01 | sell | 40 | 0.10 | 1.14675 | 1.18626 | 1.14066 | ||
| 85 | 2007.11.29 10:00 | close | 40 | 0.10 | 1.14716 | 1.18626 | 1.14066 | -334.13 | 194049.00 |
| 86 | 2007.11.29 19:02 | sell | 41 | 0.10 | 1.14306 | 1.18259 | 1.13699 | ||
| 87 | 2007.12.05 11:11 | t/p | 41 | 0.10 | 1.13693 | 1.18259 | 1.13699 | 4995.65 | 199044.65 |
| 88 | 2007.12.06 04:01 | sell | 42 | 0.10 | 1.12934 | 1.16903 | 1.12343 | ||
| 89 | 2007.12.07 16:00 | close | 42 | 0.10 | 1.12916 | 1.16903 | 1.12343 | 146.69 | 199191.34 |
| 90 | 2007.12.11 14:01 | sell | 43 | 0.10 | 1.12926 | 1.16892 | 1.12332 | ||
| 91 | 2007.12.12 05:30 | t/p | 43 | 0.10 | 1.12323 | 1.16892 | 1.12332 | 4914.15 | 204105.49 |
| 92 | 2007.12.12 06:01 | sell | 44 | 0.10 | 1.12415 | 1.16417 | 1.11857 | ||
| 93 | 2007.12.12 07:43 | t/p | 44 | 0.10 | 1.11861 | 1.16417 | 1.11857 | 4514.82 | 208620.31 |
| 94 | 2007.12.12 19:02 | sell | 45 | 0.10 | 1.12105 | 1.16069 | 1.11509 | ||
| 95 | 2007.12.13 00:00 | close | 45 | 0.10 | 1.12343 | 1.16069 | 1.11509 | -1939.58 | 206680.73 |
| 96 | 2007.12.13 09:01 | sell | 46 | 0.10 | 1.12214 | 1.16206 | 1.11646 | ||
| 97 | 2007.12.14 15:38 | t/p | 46 | 0.10 | 1.11649 | 1.16206 | 1.11646 | 4604.46 | 211285.19 |
| 98 | 2007.12.20 07:00 | sell | 47 | 0.10 | 1.13606 | 1.17615 | 1.13055 | ||
| 99 | 2007.12.20 21:57 | t/p | 47 | 0.10 | 1.13048 | 1.17615 | 1.13055 | 4547.42 | 215832.61 |
| 100 | 2007.12.21 00:01 | sell | 48 | 0.10 | 1.12969 | 1.16969 | 1.12409 | ||
| 101 | 2007.12.21 04:00 | close | 48 | 0.10 | 1.13133 | 1.16969 | 1.12409 | -1336.51 | 214496.10 |
| 102 | 2007.12.21 15:00 | sell | 49 | 0.10 | 1.13001 | 1.16953 | 1.12393 | ||
| 103 | 2008.02.04 13:02 | close | 49 | 0.10 | 1.14237 | 1.16953 | 1.12393 | -10072.78 | 204423.32 |
| 104 | 2008.02.04 15:00 | buy | 50 | 0.10 | 1.14261 | 1.10200 | 1.14760 | ||
| 105 | 2008.02.05 21:35 | t/p | 50 | 0.10 | 1.14767 | 1.10200 | 1.14760 | 4122.23 | 208545.55 |
| 106 | 2008.02.08 13:02 | buy | 51 | 0.10 | 1.13776 | 1.09773 | 1.14333 | ||
| 107 | 2008.02.11 06:27 | t/p | 51 | 0.10 | 1.14370 | 1.09773 | 1.14333 | 4839.14 | 213384.69 |
| 108 | 2008.02.11 13:02 | buy | 52 | 0.10 | 1.14580 | 1.10508 | 1.15068 | ||
| 109 | 2008.02.15 06:53 | t/p | 52 | 0.10 | 1.15069 | 1.10508 | 1.15068 | 3983.73 | 217368.42 |
| 110 | 2008.02.15 08:03 | buy | 53 | 0.10 | 1.15089 | 1.11070 | 1.15630 | ||
| 111 | 2008.02.28 13:07 | t/p | 53 | 0.10 | 1.15655 | 1.11070 | 1.15630 | 4611.03 | 221979.45 |
| 112 | 2008.02.29 00:03 | buy | 54 | 0.10 | 1.16379 | 1.12350 | 1.16910 | ||
| 113 | 2008.03.03 01:04 | t/p | 54 | 0.10 | 1.16926 | 1.12350 | 1.16910 | 4456.24 | 226435.69 |
| 114 | 2008.03.03 13:02 | buy | 55 | 0.10 | 1.16846 | 1.12800 | 1.17360 | ||
| 115 | 2008.04.10 10:01 | close | 55 | 0.10 | 1.16524 | 1.12800 | 1.17360 | -2623.24 | 223812.45 |
| 116 | 2008.04.18 03:00 | sell | 56 | 0.10 | 1.18481 | 1.20856 | 1.17891 | ||
| 117 | 2008.04.18 17:26 | t/p | 56 | 0.10 | 1.17865 | 1.20856 | 1.17891 | 5020.09 | 228832.54 |
| 118 | 2008.04.18 19:03 | sell | 57 | 0.10 | 1.18020 | 1.20856 | 1.17432 | ||
| 119 | 2008.05.08 01:45 | s/l | 57 | 0.10 | 1.20883 | 1.20856 | 1.17432 | -23332.02 | 205500.52 |
| 120 | 2008.05.14 13:00 | sell | 58 | 0.10 | 1.22444 | 1.23423 | 1.21894 | ||
| 121 | 2008.05.15 08:57 | s/l | 58 | 0.10 | 1.23421 | 1.23423 | 1.21894 | -7962.06 | 197538.46 |
| 122 | 2008.05.16 13:00 | sell | 59 | 0.10 | 1.23217 | 1.24040 | 1.22660 | ||
| 123 | 2008.05.20 07:06 | s/l | 59 | 0.10 | 1.24032 | 1.24040 | 1.22660 | -6641.84 | 190896.62 |
| 124 | 2008.05.21 18:02 | sell | 60 | 0.10 | 1.23569 | 1.24127 | 1.22980 | ||
| 125 | 2008.05.22 05:15 | s/l | 60 | 0.10 | 1.24146 | 1.24127 | 1.22980 | -4702.26 | 186194.36 |
| 126 | 2008.05.22 23:02 | sell | 61 | 0.10 | 1.21810 | 1.24127 | 1.21176 | ||
| 127 | 2008.05.27 07:00 | close | 61 | 0.10 | 1.21765 | 1.24127 | 1.21176 | 366.73 | 186561.09 |
| 128 | 2008.05.27 08:01 | sell | 62 | 0.10 | 1.21784 | 1.24127 | 1.21158 | ||
| 129 | 2008.05.27 11:00 | close | 62 | 0.10 | 1.21886 | 1.24127 | 1.21158 | -831.25 | 185729.84 |
| 130 | 2008.05.27 13:00 | sell | 63 | 0.10 | 1.21762 | 1.24127 | 1.21206 | ||
| 131 | 2008.05.27 22:00 | modify | 63 | 0.10 | 1.21762 | 1.21500 | 1.21206 | ||
| 132 | 2008.05.28 00:17 | s/l | 63 | 0.10 | 1.21500 | 1.21500 | 1.21206 | 2135.17 | 187865.01 |
| 133 | 2008.05.30 08:01 | sell | 64 | 0.10 | 1.22397 | 1.24127 | 1.21841 | ||
| 134 | 2008.05.30 15:52 | t/p | 64 | 0.10 | 1.21827 | 1.24127 | 1.21841 | 4645.21 | 192510.22 |
| 135 | 2008.05.30 19:03 | sell | 65 | 0.10 | 1.21900 | 1.24127 | 1.21229 | ||
| 136 | 2008.06.02 13:00 | close | 65 | 0.10 | 1.21711 | 1.24127 | 1.21229 | 1540.26 | 194050.48 |
| 137 | 2008.06.02 18:02 | sell | 66 | 0.10 | 1.21777 | 1.24127 | 1.21072 | ||
| 138 | 2008.06.05 00:11 | s/l | 66 | 0.10 | 1.24175 | 1.24127 | 1.21072 | -19542.50 | 174507.98 |
| 139 | 2008.06.11 10:01 | sell | 67 | 0.10 | 1.25300 | 1.26224 | 1.24736 | ||
| 140 | 2008.06.12 04:30 | t/p | 67 | 0.10 | 1.24701 | 1.26224 | 1.24736 | 4881.55 | 179389.53 |
| 141 | 2008.06.12 11:00 | sell | 68 | 0.10 | 1.24539 | 1.26224 | 1.23936 | ||
| 142 | 2008.06.24 13:59 | s/l | 68 | 0.10 | 1.26225 | 1.26224 | 1.23936 | -13740.06 | 165649.47 |
| 143 | 2008.06.27 09:00 | sell | 69 | 0.10 | 1.26128 | 1.26893 | 1.25538 | ||
| 144 | 2008.06.27 11:21 | s/l | 69 | 0.10 | 1.26923 | 1.26893 | 1.25538 | -6478.85 | 159170.62 |
| 145 | 2008.06.27 18:02 | sell | 70 | 0.10 | 1.26290 | 1.26893 | 1.25703 | ||
| 146 | 2008.06.30 17:00 | modify | 70 | 0.10 | 1.26290 | 1.25999 | 1.25703 | ||
| 147 | 2008.06.30 17:32 | s/l | 70 | 0.10 | 1.26001 | 1.25999 | 1.25703 | 2355.21 | 161525.83 |
| 148 | 2008.06.30 20:00 | sell | 71 | 0.10 | 1.25708 | 1.26893 | 1.25163 | ||
| 149 | 2008.07.03 15:35 | s/l | 71 | 0.10 | 1.26907 | 1.26893 | 1.25163 | -9771.25 | 151754.58 |
| 150 | 2008.07.07 11:03 | sell | 72 | 0.10 | 1.26824 | 1.27240 | 1.26206 | ||
1ページ目次へ