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 | |
| # | 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 |
| 1351 | 2018.02.06 04:00 | sell | 644 | 0.10 | 1.08250 | 1.12253 | 1.07693 | ||
| 1352 | 2018.02.06 06:01 | t/p | 644 | 0.10 | 1.07685 | 1.12253 | 1.07693 | 4604.47 | 1030084.11 |
| 1353 | 2018.02.06 07:00 | sell | 645 | 0.10 | 1.07793 | 1.11784 | 1.07224 | ||
| 1354 | 2018.02.14 15:30 | t/p | 645 | 0.10 | 1.07216 | 1.11784 | 1.07224 | 4702.26 | 1034786.37 |
| 1355 | 2018.02.14 17:00 | sell | 646 | 0.10 | 1.07363 | 1.11353 | 1.06793 | ||
| 1356 | 2018.02.21 13:00 | modify | 646 | 0.10 | 1.07363 | 1.07103 | 1.06793 | ||
| 1357 | 2018.02.21 15:28 | t/p | 646 | 0.10 | 1.06799 | 1.07103 | 1.06793 | 4596.32 | 1039382.69 |
| 1358 | 2018.02.21 16:00 | sell | 647 | 0.10 | 1.06830 | 1.10831 | 1.06271 | ||
| 1359 | 2018.03.09 16:00 | close | 647 | 0.10 | 1.07426 | 1.10831 | 1.06271 | -4857.10 | 1034525.59 |
| 1360 | 2018.03.09 16:00 | buy | 648 | 0.10 | 1.07437 | 1.06521 | 1.08232 | ||
| 1361 | 2018.03.12 22:00 | modify | 648 | 0.10 | 1.07437 | 1.07698 | 1.08232 | ||
| 1362 | 2018.03.13 05:33 | s/l | 648 | 0.10 | 1.07702 | 1.07698 | 1.08232 | 2158.87 | 1036684.46 |
| 1363 | 2018.03.13 06:00 | buy | 649 | 0.10 | 1.07744 | 1.06852 | 1.08552 | ||
| 1364 | 2018.03.16 23:41 | s/l | 649 | 0.10 | 1.06842 | 1.06852 | 1.08552 | -7348.32 | 1029336.14 |
| 1365 | 2018.03.20 12:00 | buy | 650 | 0.10 | 1.06755 | 1.06327 | 1.07553 | ||
| 1366 | 2018.03.21 06:00 | modify | 650 | 0.10 | 1.06755 | 1.07005 | 1.07553 | ||
| 1367 | 2018.03.22 03:01 | t/p | 650 | 0.10 | 1.07551 | 1.07005 | 1.07553 | 6484.77 | 1035820.91 |
| 1368 | 2018.03.22 04:00 | buy | 651 | 0.10 | 1.07245 | 1.06334 | 1.08055 | ||
| 1369 | 2018.03.23 19:53 | s/l | 651 | 0.10 | 1.06331 | 1.06334 | 1.08055 | -7446.08 | 1028374.83 |
| 1370 | 2018.03.28 19:00 | buy | 652 | 0.10 | 1.06060 | 1.02342 | 1.06625 | ||
| 1371 | 2018.03.29 09:51 | t/p | 652 | 0.10 | 1.06616 | 1.02342 | 1.06625 | 4529.57 | 1032904.40 |
| 1372 | 2018.03.29 10:00 | buy | 653 | 0.10 | 1.06664 | 1.02673 | 1.07233 | ||
| 1373 | 2018.04.26 06:00 | modify | 653 | 0.10 | 1.06664 | 1.06936 | 1.07233 | ||
| 1374 | 2018.04.26 07:31 | t/p | 653 | 0.10 | 1.07239 | 1.06936 | 1.07233 | 4684.35 | 1037588.75 |
| 1375 | 2018.04.26 08:00 | buy | 654 | 0.10 | 1.07278 | 1.03271 | 1.07831 | ||
| 1376 | 2018.05.10 04:46 | t/p | 654 | 0.10 | 1.07834 | 1.03271 | 1.07831 | 4529.57 | 1042118.32 |
| 1377 | 2018.05.10 06:00 | buy | 655 | 0.10 | 1.07877 | 1.03884 | 1.08444 | ||
| 1378 | 2018.05.11 18:00 | modify | 655 | 0.10 | 1.07877 | 1.08123 | 1.08444 | ||
| 1379 | 2018.05.14 03:48 | t/p | 655 | 0.10 | 1.08448 | 1.08123 | 1.08444 | 4651.76 | 1046770.08 |
| 1380 | 2018.05.14 04:00 | buy | 656 | 0.10 | 1.08458 | 1.04456 | 1.09016 | ||
| 1381 | 2018.05.17 00:00 | modify | 656 | 0.10 | 1.08458 | 1.08705 | 1.09016 | ||
| 1382 | 2018.05.17 03:36 | t/p | 656 | 0.10 | 1.09008 | 1.08705 | 1.09016 | 4480.68 | 1051250.76 |
| 1383 | 2018.05.17 04:00 | buy | 657 | 0.10 | 1.08955 | 1.04949 | 1.09509 | ||
| 1384 | 2018.05.25 13:45 | t/p | 657 | 0.10 | 1.09504 | 1.04949 | 1.09509 | 4472.54 | 1055723.30 |
| 1385 | 2018.05.25 14:00 | buy | 658 | 0.10 | 1.09548 | 1.05558 | 1.10118 | ||
| 1386 | 2018.06.08 01:00 | close | 658 | 0.10 | 1.08461 | 1.05558 | 1.10118 | -8855.46 | 1046867.84 |
| 1387 | 2018.06.08 01:00 | sell | 659 | 0.10 | 1.08462 | 1.09353 | 1.07653 | ||
| 1388 | 2018.06.08 13:00 | modify | 659 | 0.10 | 1.08462 | 1.08213 | 1.07653 | ||
| 1389 | 2018.06.11 11:59 | s/l | 659 | 0.10 | 1.08218 | 1.08213 | 1.07653 | 1988.48 | 1048856.32 |
| 1390 | 2018.06.18 05:00 | buy | 660 | 0.10 | 1.07432 | 1.03438 | 1.07998 | ||
| 1391 | 2018.06.27 03:23 | t/p | 660 | 0.10 | 1.07988 | 1.03438 | 1.07998 | 4529.57 | 1053385.89 |
| 1392 | 2018.06.27 04:00 | buy | 661 | 0.10 | 1.07937 | 1.03940 | 1.08500 | ||
| 1393 | 2018.06.27 17:33 | t/p | 661 | 0.10 | 1.08504 | 1.03940 | 1.08500 | 4619.18 | 1058005.07 |
| 1394 | 2018.06.27 18:00 | buy | 662 | 0.10 | 1.08460 | 1.04450 | 1.09010 | ||
| 1395 | 2018.06.29 05:40 | t/p | 662 | 0.10 | 1.09003 | 1.04450 | 1.09010 | 4423.66 | 1062428.73 |
| 1396 | 2018.06.29 06:00 | buy | 663 | 0.10 | 1.09010 | 1.05016 | 1.09576 | ||
| 1397 | 2018.07.03 07:46 | t/p | 663 | 0.10 | 1.09572 | 1.05016 | 1.09576 | 4578.44 | 1067007.17 |
| 1398 | 2018.07.03 11:00 | buy | 664 | 0.10 | 1.09854 | 1.05852 | 1.10412 | ||
| 1399 | 2018.07.16 15:00 | close | 664 | 0.10 | 1.09490 | 1.05852 | 1.10412 | -2965.40 | 1064041.77 |
| 1400 | 2018.07.16 15:00 | sell | 665 | 0.10 | 1.09489 | 1.12943 | 1.08922 | ||
| 1401 | 2018.07.17 06:21 | t/p | 665 | 0.10 | 1.08925 | 1.12943 | 1.08922 | 4596.32 | 1068638.09 |
| 1402 | 2018.07.17 08:00 | sell | 666 | 0.10 | 1.08812 | 1.12803 | 1.08243 | ||
| 1403 | 2018.07.31 05:00 | close | 666 | 0.10 | 1.08821 | 1.12803 | 1.08243 | -73.35 | 1068564.74 |
| 1404 | 2018.08.08 09:00 | sell | 667 | 0.10 | 1.09947 | 1.10376 | 1.09138 | ||
| 1405 | 2018.08.09 00:02 | s/l | 667 | 0.10 | 1.10663 | 1.10376 | 1.09138 | -5835.04 | 1062729.70 |
| 1406 | 2018.08.10 10:00 | sell | 668 | 0.10 | 1.10962 | 1.12943 | 1.10393 | ||
| 1407 | 2018.08.13 05:03 | t/p | 668 | 0.10 | 1.10389 | 1.12943 | 1.10393 | 4669.66 | 1067399.36 |
| 1408 | 2018.08.13 05:03 | sell | 669 | 0.10 | 1.10366 | 1.12943 | 1.09838 | ||
| 1409 | 2018.08.22 01:45 | t/p | 669 | 0.10 | 1.09836 | 1.12943 | 1.09838 | 4319.24 | 1071718.60 |
| 1410 | 2018.08.22 03:00 | sell | 670 | 0.10 | 1.09825 | 1.12943 | 1.09256 | ||
| 1411 | 2018.08.23 04:48 | t/p | 670 | 0.10 | 1.09262 | 1.12943 | 1.09256 | 4588.17 | 1076306.77 |
| 1412 | 2018.08.23 05:00 | sell | 671 | 0.10 | 1.09227 | 1.12943 | 1.08657 | ||
| 1413 | 2018.08.31 19:12 | t/p | 671 | 0.10 | 1.08666 | 1.12943 | 1.08657 | 4571.87 | 1080878.64 |
| 1414 | 2018.08.31 20:00 | sell | 672 | 0.10 | 1.08614 | 1.12623 | 1.08063 | ||
| 1415 | 2018.10.17 13:00 | close | 672 | 0.10 | 1.08548 | 1.12623 | 1.08063 | 537.86 | 1081416.50 |
| 1416 | 2018.10.17 13:00 | buy | 673 | 0.10 | 1.08558 | 1.08131 | 1.09352 | ||
| 1417 | 2018.10.19 11:34 | s/l | 673 | 0.10 | 1.08120 | 1.08131 | 1.09352 | -3568.26 | 1077848.24 |
| 1418 | 2018.10.19 13:00 | sell | 674 | 0.10 | 1.08094 | 1.12086 | 1.07526 | ||
| 1419 | 2018.10.22 01:00 | close | 674 | 0.10 | 1.07926 | 1.12086 | 1.07526 | 1369.11 | 1079217.35 |
| 1420 | 2018.10.22 01:00 | sell | 675 | 0.10 | 1.07888 | 1.11881 | 1.07321 | ||
| 1421 | 2018.10.22 19:00 | close | 675 | 0.10 | 1.08192 | 1.11881 | 1.07321 | -2477.44 | 1076739.91 |
| 1422 | 2018.10.22 19:00 | buy | 676 | 0.10 | 1.08179 | 1.07597 | 1.08989 | ||
| 1423 | 2018.10.23 02:00 | close | 676 | 0.10 | 1.07928 | 1.07597 | 1.08989 | -2044.82 | 1074695.09 |
| 1424 | 2018.10.23 02:00 | sell | 677 | 0.10 | 1.07947 | 1.11936 | 1.07376 | ||
| 1425 | 2018.11.07 02:00 | modify | 677 | 0.10 | 1.07947 | 1.07657 | 1.07376 | ||
| 1426 | 2018.11.07 02:11 | t/p | 677 | 0.10 | 1.07369 | 1.07657 | 1.07376 | 4710.41 | 1079405.50 |
| 1427 | 2018.11.07 03:00 | sell | 678 | 0.10 | 1.07359 | 1.11353 | 1.06793 | ||
| 1428 | 2018.11.12 16:46 | t/p | 678 | 0.10 | 1.06795 | 1.11353 | 1.06793 | 4596.32 | 1084001.82 |
| 1429 | 2018.11.13 00:00 | sell | 679 | 0.10 | 1.06877 | 1.10884 | 1.06324 | ||
| 1430 | 2018.11.14 09:37 | t/p | 679 | 0.10 | 1.06326 | 1.10884 | 1.06324 | 4490.37 | 1088492.19 |
| 1431 | 2018.11.16 04:00 | sell | 680 | 0.10 | 1.06465 | 1.10473 | 1.05913 | ||
| 1432 | 2018.11.20 12:12 | t/p | 680 | 0.10 | 1.05903 | 1.10473 | 1.05913 | 4580.02 | 1093072.21 |
| 1433 | 2018.11.20 16:00 | sell | 681 | 0.10 | 1.06230 | 1.10231 | 1.05671 | ||
| 1434 | 2018.11.27 03:00 | close | 681 | 0.10 | 1.06714 | 1.10231 | 1.05671 | -3944.35 | 1089127.86 |
| 1435 | 2018.11.27 03:00 | buy | 682 | 0.10 | 1.06708 | 1.03674 | 1.07269 | ||
| 1436 | 2019.01.03 00:36 | s/l | 682 | 0.10 | 1.03664 | 1.03674 | 1.07269 | -24798.55 | 1064329.31 |
| 1437 | 2019.01.03 13:00 | buy | 683 | 0.10 | 1.04969 | 1.04069 | 1.05769 | ||
| 1438 | 2019.01.04 22:00 | modify | 683 | 0.10 | 1.04969 | 1.05241 | 1.05769 | ||
| 1439 | 2019.01.07 02:32 | t/p | 683 | 0.10 | 1.05763 | 1.05241 | 1.05769 | 6468.48 | 1070797.79 |
| 1440 | 2019.01.07 03:00 | buy | 684 | 0.10 | 1.05690 | 1.01700 | 1.06260 | ||
| 1441 | 2019.01.08 16:42 | t/p | 684 | 0.10 | 1.06265 | 1.01700 | 1.06260 | 4684.36 | 1075482.15 |
| 1442 | 2019.01.08 17:00 | buy | 685 | 0.10 | 1.06279 | 1.02283 | 1.06843 | ||
| 1443 | 2019.04.02 18:00 | close | 685 | 0.10 | 1.04723 | 1.02283 | 1.06843 | -12676.27 | 1062805.88 |
| 1444 | 2019.04.03 05:00 | buy | 686 | 0.10 | 1.04862 | 1.01088 | 1.05412 | ||
| 1445 | 2019.04.04 23:00 | modify | 686 | 0.10 | 1.04862 | 1.05108 | 1.05412 | ||
| 1446 | 2019.04.05 00:06 | s/l | 686 | 0.10 | 1.05100 | 1.05108 | 1.05412 | 1938.91 | 1064744.79 |
| 1447 | 2019.04.05 01:00 | buy | 687 | 0.10 | 1.05272 | 1.01264 | 1.05824 | ||
| 1448 | 2019.04.09 09:00 | modify | 687 | 0.10 | 1.05272 | 1.05523 | 1.05824 | ||
| 1449 | 2019.04.09 09:21 | t/p | 687 | 0.10 | 1.05831 | 1.05523 | 1.05824 | 4554.01 | 1069298.80 |
| 1450 | 2019.04.09 10:00 | buy | 688 | 0.10 | 1.05816 | 1.01821 | 1.06381 | ||
| 1451 | 2019.04.17 01:45 | t/p | 688 | 0.10 | 1.06407 | 1.01821 | 1.06381 | 4814.70 | 1074113.50 |
| 1452 | 2019.04.17 03:00 | buy | 689 | 0.10 | 1.06803 | 1.02799 | 1.07359 | ||
| 1453 | 2019.05.08 23:00 | close | 689 | 0.10 | 1.06282 | 1.02799 | 1.07359 | -4244.43 | 1069869.07 |
| 1454 | 2019.05.08 23:00 | sell | 690 | 0.10 | 1.06289 | 1.07191 | 1.05491 | ||
| 1455 | 2019.05.13 18:00 | modify | 690 | 0.10 | 1.06289 | 1.06003 | 1.05491 | ||
| 1456 | 2019.05.14 12:21 | t/p | 690 | 0.10 | 1.05481 | 1.06003 | 1.05491 | 6584.80 | 1076453.87 |
| 1457 | 2019.05.31 01:00 | sell | 691 | 0.10 | 1.06162 | 1.07044 | 1.05344 | ||
| 1458 | 2019.06.05 06:00 | modify | 691 | 0.10 | 1.06162 | 1.05869 | 1.05344 | ||
| 1459 | 2019.06.05 08:41 | t/p | 691 | 0.10 | 1.05345 | 1.05869 | 1.05344 | 6658.14 | 1083112.01 |
| 1460 | 2019.06.20 18:00 | buy | 692 | 0.10 | 1.05232 | 1.04761 | 1.06032 | ||
| 1461 | 2019.06.25 05:56 | s/l | 692 | 0.10 | 1.04769 | 1.04761 | 1.06032 | -3771.92 | 1079340.09 |
| 1462 | 2019.06.27 10:00 | buy | 693 | 0.10 | 1.04741 | 1.01091 | 1.05299 | ||
| 1463 | 2019.07.05 13:54 | t/p | 693 | 0.10 | 1.05302 | 1.01091 | 1.05299 | 4570.30 | 1083910.39 |
| 1464 | 2019.07.12 04:00 | buy | 694 | 0.10 | 1.04720 | 1.04241 | 1.05520 | ||
| 1465 | 2019.07.17 12:06 | s/l | 694 | 0.10 | 1.04239 | 1.04241 | 1.05520 | -3918.56 | 1079991.83 |
| 1466 | 2019.07.18 16:00 | buy | 695 | 0.10 | 1.04372 | 1.03970 | 1.05175 | ||
| 1467 | 2019.07.22 05:57 | s/l | 695 | 0.10 | 1.03972 | 1.03970 | 1.05175 | -3258.68 | 1076733.15 |
| 1468 | 2019.07.23 01:00 | buy | 696 | 0.10 | 1.04100 | 1.03831 | 1.04905 | ||
| 1469 | 2019.08.01 21:00 | close | 696 | 0.10 | 1.03923 | 1.03831 | 1.04905 | -1441.97 | 1075291.18 |
| 1470 | 2019.08.05 04:00 | buy | 697 | 0.10 | 1.04292 | 1.03597 | 1.05088 | ||
| 1471 | 2019.08.05 17:42 | s/l | 697 | 0.10 | 1.03587 | 1.03597 | 1.05088 | -5743.43 | 1069547.75 |
| 1472 | 2019.08.06 09:00 | buy | 698 | 0.10 | 1.03929 | 1.03029 | 1.04729 | ||
| 1473 | 2019.08.07 05:00 | t/p | 698 | 0.10 | 1.04735 | 1.03029 | 1.04729 | 6566.24 | 1076113.99 |
| 1474 | 2019.08.07 08:00 | buy | 699 | 0.10 | 1.04725 | 1.01094 | 1.05277 | ||
| 1475 | 2019.08.13 16:46 | t/p | 699 | 0.10 | 1.05272 | 1.01094 | 1.05277 | 4456.24 | 1080570.23 |
| 1476 | 2019.08.13 17:00 | buy | 700 | 0.10 | 1.05278 | 1.01284 | 1.05844 | ||
| 1477 | 2019.08.21 09:47 | t/p | 700 | 0.10 | 1.05839 | 1.01284 | 1.05844 | 4570.30 | 1085140.53 |
| 1478 | 2019.08.21 10:00 | buy | 701 | 0.10 | 1.05886 | 1.01888 | 1.06448 | ||
| 1479 | 2019.08.28 08:21 | t/p | 701 | 0.10 | 1.06453 | 1.01888 | 1.06448 | 4619.18 | 1089759.71 |
| 1480 | 2019.08.28 09:00 | buy | 702 | 0.10 | 1.06398 | 1.02394 | 1.06954 | ||
| 1481 | 2019.08.30 23:00 | modify | 702 | 0.10 | 1.06398 | 1.06645 | 1.06954 | ||
| 1482 | 2019.09.02 00:06 | s/l | 702 | 0.10 | 1.06639 | 1.06645 | 1.06954 | 1963.35 | 1091723.06 |
| 1483 | 2019.09.02 01:00 | buy | 703 | 0.10 | 1.06737 | 1.02736 | 1.07296 | ||
| 1484 | 2019.09.13 07:00 | modify | 703 | 0.10 | 1.06737 | 1.07010 | 1.07296 | ||
| 1485 | 2019.09.13 10:17 | t/p | 703 | 0.10 | 1.07303 | 1.07010 | 1.07296 | 4611.03 | 1096334.09 |
| 1486 | 2019.09.13 11:00 | buy | 704 | 0.10 | 1.07360 | 1.03352 | 1.07912 | ||
| 1487 | 2019.09.13 20:00 | modify | 704 | 0.10 | 1.07360 | 1.07609 | 1.07912 | ||
| 1488 | 2019.09.13 20:52 | t/p | 704 | 0.10 | 1.07910 | 1.07609 | 1.07912 | 4480.69 | 1100814.78 |
| 1489 | 2019.09.16 03:00 | buy | 705 | 0.10 | 1.07750 | 1.03744 | 1.08304 | ||
| 1490 | 2019.09.16 23:00 | modify | 705 | 0.10 | 1.07750 | 1.07998 | 1.08304 | ||
| 1491 | 2019.09.17 07:02 | s/l | 705 | 0.10 | 1.08004 | 1.07998 | 1.08304 | 2069.26 | 1102884.04 |
| 1492 | 2019.09.18 18:00 | buy | 706 | 0.10 | 1.08071 | 1.04070 | 1.08630 | ||
| 1493 | 2019.09.27 01:00 | close | 706 | 0.10 | 1.07230 | 1.04070 | 1.08630 | -6851.38 | 1096032.66 |
| 1494 | 2019.09.27 01:00 | sell | 707 | 0.10 | 1.07236 | 1.08115 | 1.06415 | ||
| 1495 | 2019.10.04 19:00 | close | 707 | 0.10 | 1.07130 | 1.08115 | 1.06415 | 863.84 | 1096896.50 |
| 1496 | 2019.10.15 22:00 | sell | 708 | 0.10 | 1.07444 | 1.08353 | 1.06653 | ||
| 1497 | 2019.10.22 07:00 | modify | 708 | 0.10 | 1.07444 | 1.07093 | 1.06653 | ||
| 1498 | 2019.10.22 17:39 | s/l | 708 | 0.10 | 1.07099 | 1.07093 | 1.06653 | 2811.58 | 1099708.08 |
| 1499 | 2019.10.31 02:00 | sell | 709 | 0.10 | 1.07648 | 1.08280 | 1.06841 | ||
| 1500 | 2019.11.04 10:00 | modify | 709 | 0.10 | 1.07648 | 1.07356 | 1.06841 | ||