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 |
| 1501 | 2019.11.04 12:51 | s/l | 709 | 0.10 | 1.07347 | 1.07356 | 1.06841 | 2453.00 | 1102161.08 |
| 1502 | 2019.11.08 03:00 | sell | 710 | 0.10 | 1.08116 | 1.08688 | 1.07311 | ||
| 1503 | 2019.11.11 22:00 | modify | 710 | 0.10 | 1.08116 | 1.07875 | 1.07311 | ||
| 1504 | 2019.11.12 04:14 | s/l | 710 | 0.10 | 1.07867 | 1.07875 | 1.07311 | 2029.22 | 1104190.30 |
| 1505 | 2019.11.13 03:00 | sell | 711 | 0.10 | 1.07032 | 1.08688 | 1.07018 | ||
| 1506 | 2019.11.13 03:00 | t/p | 711 | 0.10 | 1.07000 | 1.08688 | 1.07018 | 260.78 | 1104451.08 |
| 1507 | 2019.11.15 01:00 | sell | 712 | 0.10 | 1.06387 | 1.10391 | 1.05831 | ||
| 1508 | 2019.11.21 12:00 | modify | 712 | 0.10 | 1.06387 | 1.06130 | 1.05831 | ||
| 1509 | 2019.11.21 13:06 | t/p | 712 | 0.10 | 1.05832 | 1.06130 | 1.05831 | 4522.98 | 1108974.06 |
| 1510 | 2019.11.21 14:00 | sell | 713 | 0.10 | 1.05824 | 1.09825 | 1.05265 | ||
| 1511 | 2019.11.28 04:00 | modify | 713 | 0.10 | 1.05824 | 1.05570 | 1.05265 | ||
| 1512 | 2019.11.28 06:05 | t/p | 713 | 0.10 | 1.05265 | 1.05570 | 1.05265 | 4555.57 | 1113529.63 |
| 1513 | 2019.11.28 07:00 | sell | 714 | 0.10 | 1.05275 | 1.09279 | 1.04719 | ||
| 1514 | 2019.12.04 08:00 | modify | 714 | 0.10 | 1.05275 | 1.05005 | 1.04719 | ||
| 1515 | 2019.12.04 10:14 | t/p | 714 | 0.10 | 1.04727 | 1.05005 | 1.04719 | 4465.92 | 1117995.55 |
| 1516 | 2019.12.04 11:00 | sell | 715 | 0.10 | 1.04820 | 1.08817 | 1.04257 | ||
| 1517 | 2019.12.05 02:41 | t/p | 715 | 0.10 | 1.04248 | 1.08817 | 1.04257 | 4661.51 | 1122657.06 |
| 1518 | 2019.12.05 04:00 | sell | 716 | 0.10 | 1.04549 | 1.08544 | 1.03984 | ||
| 1519 | 2019.12.10 09:00 | modify | 716 | 0.10 | 1.04549 | 1.04260 | 1.03984 | ||
| 1520 | 2019.12.10 09:21 | t/p | 716 | 0.10 | 1.03986 | 1.04260 | 1.03984 | 4588.17 | 1127245.23 |
| 1521 | 2019.12.10 11:00 | sell | 717 | 0.10 | 1.04117 | 1.08118 | 1.03558 | ||
| 1522 | 2019.12.27 09:00 | close | 717 | 0.10 | 1.04211 | 1.08118 | 1.03558 | -766.05 | 1126479.18 |
| 1523 | 2019.12.27 09:00 | buy | 718 | 0.10 | 1.04217 | 1.03627 | 1.05012 | ||
| 1524 | 2020.01.07 10:41 | s/l | 718 | 0.10 | 1.03630 | 1.03627 | 1.05012 | -4782.11 | 1121697.07 |
| 1525 | 2020.01.09 10:00 | buy | 719 | 0.10 | 1.03458 | 1.03129 | 1.04262 | ||
| 1526 | 2020.01.10 15:00 | modify | 719 | 0.10 | 1.03458 | 1.03721 | 1.04262 | ||
| 1527 | 2020.01.14 13:10 | t/p | 719 | 0.10 | 1.04264 | 1.03721 | 1.04262 | 6566.24 | 1128263.31 |
| 1528 | 2020.01.14 14:00 | buy | 720 | 0.10 | 1.04252 | 1.03349 | 1.05049 | ||
| 1529 | 2020.01.24 17:17 | s/l | 720 | 0.10 | 1.03346 | 1.03349 | 1.05049 | -7380.91 | 1120882.40 |
| 1530 | 2020.01.28 10:00 | buy | 721 | 0.10 | 1.03371 | 1.03051 | 1.04180 | ||
| 1531 | 2020.02.04 07:00 | modify | 721 | 0.10 | 1.03371 | 1.03614 | 1.04180 | ||
| 1532 | 2020.02.05 11:31 | t/p | 721 | 0.10 | 1.04181 | 1.03614 | 1.04180 | 6598.82 | 1127481.22 |
| 1533 | 2020.02.20 02:00 | sell | 722 | 0.10 | 1.04571 | 1.05088 | 1.03764 | ||
| 1534 | 2020.02.26 23:00 | modify | 722 | 0.10 | 1.04571 | 1.04294 | 1.03764 | ||
| 1535 | 2020.02.27 21:45 | s/l | 722 | 0.10 | 1.04296 | 1.04294 | 1.03764 | 2241.11 | 1129722.33 |
| 1536 | 2020.03.02 20:00 | sell | 723 | 0.10 | 1.04362 | 1.05088 | 1.03563 | ||
| 1537 | 2020.03.03 17:00 | close | 723 | 0.10 | 1.04918 | 1.05088 | 1.03563 | -4531.12 | 1125191.21 |
| 1538 | 2020.03.03 17:00 | buy | 724 | 0.10 | 1.04930 | 1.01084 | 1.05483 | ||
| 1539 | 2020.03.05 11:00 | close | 724 | 0.10 | 1.04968 | 1.01084 | 1.05483 | 309.58 | 1125500.79 |
| 1540 | 2020.03.05 11:00 | sell | 725 | 0.10 | 1.04970 | 1.05353 | 1.04171 | ||
| 1541 | 2020.03.06 09:00 | modify | 725 | 0.10 | 1.04970 | 1.04724 | 1.04171 | ||
| 1542 | 2020.03.09 01:07 | s/l | 725 | 0.10 | 1.04735 | 1.04724 | 1.04171 | 1915.14 | 1127415.93 |
| 1543 | 2020.03.09 02:00 | sell | 726 | 0.10 | 1.04471 | 1.05353 | 1.03673 | ||
| 1544 | 2020.03.09 17:51 | t/p | 726 | 0.10 | 1.03672 | 1.05353 | 1.03673 | 6511.45 | 1133927.38 |
| 1545 | 2020.03.18 07:00 | buy | 727 | 0.10 | 1.00987 | 1.00183 | 1.01540 | ||
| 1546 | 2020.03.18 20:06 | s/l | 727 | 0.10 | 1.00185 | 1.00183 | 1.01540 | -6533.65 | 1127393.73 |
| 1547 | 2020.03.19 11:00 | buy | 728 | 0.10 | 1.01018 | 0.99925 | 1.01587 | ||
| 1548 | 2020.03.19 16:01 | t/p | 728 | 0.10 | 1.01597 | 0.99925 | 1.01587 | 4716.94 | 1132110.67 |
| 1549 | 2020.03.19 16:01 | buy | 729 | 0.10 | 1.01609 | 0.99941 | 1.01768 | ||
| 1550 | 2020.03.19 16:01 | t/p | 729 | 0.10 | 1.01776 | 0.99941 | 1.01768 | 1360.50 | 1133471.17 |
| 1551 | 2020.03.20 03:00 | buy | 730 | 0.10 | 1.01098 | 0.99933 | 1.01616 | ||
| 1552 | 2020.03.20 05:13 | t/p | 730 | 0.10 | 1.01625 | 0.99933 | 1.01616 | 4293.31 | 1137764.48 |
| 1553 | 2020.03.20 07:00 | buy | 731 | 0.10 | 1.01969 | 0.99950 | 1.02495 | ||
| 1554 | 2020.03.23 00:11 | t/p | 731 | 0.10 | 1.02517 | 0.99950 | 1.02495 | 4464.39 | 1142228.87 |
| 1555 | 2020.03.23 01:02 | buy | 732 | 0.10 | 1.02192 | 0.99942 | 1.02810 | ||
| 1556 | 2020.03.23 02:00 | close | 732 | 0.10 | 1.01752 | 0.99942 | 1.02810 | -3584.55 | 1138644.32 |
| 1557 | 2020.03.23 02:00 | buy | 733 | 0.10 | 1.01777 | 0.99923 | 1.02329 | ||
| 1558 | 2020.03.23 10:32 | t/p | 733 | 0.10 | 1.02336 | 0.99923 | 1.02329 | 4554.00 | 1143198.32 |
| 1559 | 2020.03.23 12:00 | buy | 734 | 0.10 | 1.02146 | 0.99940 | 1.02705 | ||
| 1560 | 2020.03.25 10:19 | t/p | 734 | 0.10 | 1.02710 | 0.99940 | 1.02705 | 4594.74 | 1147793.06 |
| 1561 | 2020.03.25 12:00 | buy | 735 | 0.10 | 1.02782 | 0.99938 | 1.03339 | ||
| 1562 | 2020.03.31 17:59 | t/p | 735 | 0.10 | 1.03342 | 0.99938 | 1.03339 | 4562.15 | 1152355.21 |
| 1563 | 2020.03.31 19:00 | buy | 736 | 0.10 | 1.03068 | 0.99927 | 1.03626 | ||
| 1564 | 2020.04.08 23:42 | t/p | 736 | 0.10 | 1.03637 | 0.99927 | 1.03626 | 4635.47 | 1156990.68 |
| 1565 | 2020.04.09 02:00 | buy | 737 | 0.10 | 1.03650 | 0.99943 | 1.04217 | ||
| 1566 | 2020.04.09 20:31 | t/p | 737 | 0.10 | 1.04236 | 0.99943 | 1.04217 | 4773.96 | 1161764.64 |
| 1567 | 2020.04.09 21:00 | buy | 738 | 0.10 | 1.04142 | 1.00141 | 1.04701 | ||
| 1568 | 2020.04.13 15:13 | t/p | 738 | 0.10 | 1.04694 | 1.00141 | 1.04701 | 4496.98 | 1166261.62 |
| 1569 | 2020.04.13 16:00 | buy | 739 | 0.10 | 1.04753 | 1.00759 | 1.05319 | ||
| 1570 | 2020.04.14 17:49 | t/p | 739 | 0.10 | 1.05330 | 1.00759 | 1.05319 | 4700.64 | 1170962.26 |
| 1571 | 2020.04.14 19:00 | buy | 740 | 0.10 | 1.05577 | 1.01586 | 1.06146 | ||
| 1572 | 2020.04.17 00:33 | t/p | 740 | 0.10 | 1.06152 | 1.01586 | 1.06146 | 4684.35 | 1175646.61 |
| 1573 | 2020.04.17 01:00 | buy | 741 | 0.10 | 1.06075 | 1.02010 | 1.06570 | ||
| 1574 | 2020.04.27 14:49 | t/p | 741 | 0.10 | 1.06567 | 1.02010 | 1.06570 | 4008.18 | 1179654.79 |
| 1575 | 2020.04.27 15:00 | buy | 742 | 0.10 | 1.06589 | 1.02582 | 1.07142 | ||
| 1576 | 2020.04.28 04:02 | t/p | 742 | 0.10 | 1.07145 | 1.02582 | 1.07142 | 4529.56 | 1184184.35 |
| 1577 | 2020.04.28 04:02 | buy | 743 | 0.10 | 1.07150 | 1.03134 | 1.07694 | ||
| 1578 | 2020.05.13 07:27 | t/p | 743 | 0.10 | 1.07699 | 1.03134 | 1.07694 | 4472.53 | 1188656.88 |
| 1579 | 2020.05.13 08:00 | buy | 744 | 0.10 | 1.07690 | 1.03697 | 1.08257 | ||
| 1580 | 2020.05.15 23:00 | modify | 744 | 0.10 | 1.07690 | 1.07937 | 1.08257 | ||
| 1581 | 2020.05.18 00:13 | t/p | 744 | 0.10 | 1.08254 | 1.07937 | 1.08257 | 4594.74 | 1193251.62 |
| 1582 | 2020.05.18 01:00 | buy | 745 | 0.10 | 1.08235 | 1.04228 | 1.08788 | ||
| 1583 | 2020.06.02 12:41 | t/p | 745 | 0.10 | 1.08784 | 1.04228 | 1.08788 | 4472.54 | 1197724.16 |
| 1584 | 2020.06.03 00:00 | buy | 746 | 0.10 | 1.08276 | 1.04282 | 1.08842 | ||
| 1585 | 2020.06.10 03:00 | close | 746 | 0.10 | 1.06785 | 1.04282 | 1.08842 | -12146.73 | 1185577.43 |
| 1586 | 2020.06.10 03:00 | sell | 747 | 0.10 | 1.06790 | 1.08844 | 1.06231 | ||
| 1587 | 2020.06.15 00:00 | t/p | 747 | 0.10 | 1.06209 | 1.08844 | 1.06231 | 4734.86 | 1190312.29 |
| 1588 | 2020.06.15 00:00 | sell | 748 | 0.10 | 1.06161 | 1.08844 | 1.05584 | ||
| 1589 | 2020.07.08 23:00 | close | 748 | 0.10 | 1.06212 | 1.08844 | 1.05584 | -415.62 | 1189896.67 |
| 1590 | 2020.07.08 23:00 | buy | 749 | 0.10 | 1.06217 | 1.05797 | 1.07008 | ||
| 1591 | 2020.07.10 08:45 | s/l | 749 | 0.10 | 1.05798 | 1.05797 | 1.07008 | -3413.46 | 1186483.21 |
| 1592 | 2020.07.13 06:00 | buy | 750 | 0.10 | 1.06003 | 1.05627 | 1.06793 | ||
| 1593 | 2020.07.14 16:00 | modify | 750 | 0.10 | 1.06003 | 1.06301 | 1.06793 | ||
| 1594 | 2020.07.14 20:49 | t/p | 750 | 0.10 | 1.06797 | 1.06301 | 1.06793 | 6468.48 | 1192951.69 |
| 1595 | 2020.07.30 17:00 | sell | 751 | 0.10 | 1.07623 | 1.08844 | 1.07056 | ||
| 1596 | 2020.08.11 12:25 | s/l | 751 | 0.10 | 1.08855 | 1.08844 | 1.07056 | -10040.18 | 1182911.51 |
| 1597 | 2020.08.11 23:00 | sell | 752 | 0.10 | 1.08517 | 1.08998 | 1.07957 | ||
| 1598 | 2020.08.12 05:00 | s/l | 752 | 0.10 | 1.08991 | 1.08998 | 1.07957 | -3862.86 | 1179048.65 |
| 1599 | 2020.08.18 17:00 | sell | 753 | 0.10 | 1.10026 | 1.10474 | 1.09462 | ||
| 1600 | 2020.08.19 08:53 | t/p | 753 | 0.10 | 1.09471 | 1.10474 | 1.09462 | 4522.98 | 1183571.63 |
| 1601 | 2020.08.19 09:00 | sell | 754 | 0.10 | 1.09501 | 1.10474 | 1.08948 | ||
| 1602 | 2020.09.01 17:52 | t/p | 754 | 0.10 | 1.08951 | 1.10474 | 1.08948 | 4482.23 | 1188053.86 |
| 1603 | 2020.09.01 18:00 | sell | 755 | 0.10 | 1.09034 | 1.10474 | 1.08477 | ||
| 1604 | 2020.09.02 04:30 | t/p | 755 | 0.10 | 1.08474 | 1.10474 | 1.08477 | 4563.72 | 1192617.58 |
| 1605 | 2020.09.02 06:00 | sell | 756 | 0.10 | 1.08408 | 1.10474 | 1.07846 | ||
| 1606 | 2020.09.18 07:52 | t/p | 756 | 0.10 | 1.07834 | 1.10474 | 1.07846 | 4677.82 | 1197295.40 |
| 1607 | 2020.09.21 01:00 | sell | 757 | 0.10 | 1.07854 | 1.10474 | 1.07291 | ||
| 1608 | 2020.09.25 15:34 | t/p | 757 | 0.10 | 1.07291 | 1.10474 | 1.07291 | 4588.17 | 1201883.57 |
| 1609 | 2020.09.28 00:03 | sell | 758 | 0.10 | 1.07373 | 1.10474 | 1.06803 | ||
| 1610 | 2020.10.15 21:00 | close | 758 | 0.10 | 1.07551 | 1.10474 | 1.06803 | -1450.61 | 1200432.96 |
| 1611 | 2020.10.15 21:00 | buy | 759 | 0.10 | 1.07543 | 1.07004 | 1.08346 | ||
| 1612 | 2020.10.19 00:00 | s/l | 759 | 0.10 | 1.06995 | 1.07004 | 1.08346 | -4464.39 | 1195968.57 |
| 1613 | 2020.10.19 22:00 | sell | 760 | 0.10 | 1.06877 | 1.10474 | 1.06313 | ||
| 1614 | 2020.10.20 10:00 | close | 760 | 0.10 | 1.07126 | 1.10474 | 1.06313 | -2029.23 | 1193939.34 |
| 1615 | 2020.10.20 10:00 | buy | 761 | 0.10 | 1.07122 | 1.06797 | 1.07929 | ||
| 1616 | 2020.10.21 13:29 | s/l | 761 | 0.10 | 1.06799 | 1.06797 | 1.07929 | -2631.39 | 1191307.95 |
| 1617 | 2020.10.21 14:00 | sell | 762 | 0.10 | 1.06854 | 1.10474 | 1.06288 | ||
| 1618 | 2020.10.27 16:53 | t/p | 762 | 0.10 | 1.06293 | 1.10474 | 1.06288 | 4571.87 | 1195879.82 |
| 1619 | 2020.10.27 17:00 | sell | 763 | 0.10 | 1.06269 | 1.10262 | 1.05702 | ||
| 1620 | 2020.11.11 18:00 | modify | 763 | 0.10 | 1.06269 | 1.06021 | 1.05702 | ||
| 1621 | 2020.11.12 01:48 | t/p | 763 | 0.10 | 1.05700 | 1.06021 | 1.05702 | 4637.07 | 1200516.89 |
| 1622 | 2020.11.12 03:00 | sell | 764 | 0.10 | 1.05585 | 1.09593 | 1.05033 | ||
| 1623 | 2020.11.13 01:00 | close | 764 | 0.10 | 1.05824 | 1.09593 | 1.05033 | -1947.73 | 1198569.16 |
| 1624 | 2020.11.13 01:00 | buy | 765 | 0.10 | 1.05822 | 1.05436 | 1.06631 | ||
| 1625 | 2020.11.18 23:59 | s/l | 765 | 0.10 | 1.05407 | 1.05436 | 1.06631 | -3380.88 | 1195188.28 |
| 1626 | 2020.11.19 18:00 | sell | 766 | 0.10 | 1.05344 | 1.09341 | 1.04781 | ||
| 1627 | 2020.11.24 03:05 | t/p | 766 | 0.10 | 1.04782 | 1.09341 | 1.04781 | 4580.02 | 1199768.30 |
| 1628 | 2020.11.24 05:00 | sell | 767 | 0.10 | 1.04829 | 1.08831 | 1.04271 | ||
| 1629 | 2020.12.01 16:50 | t/p | 767 | 0.10 | 1.04265 | 1.08831 | 1.04271 | 4596.32 | 1204364.62 |
| 1630 | 2020.12.01 18:00 | sell | 768 | 0.10 | 1.04234 | 1.08225 | 1.03665 | ||
| 1631 | 2020.12.14 01:00 | close | 768 | 0.10 | 1.06471 | 1.08225 | 1.03665 | -18230.43 | 1186134.19 |
| 1632 | 2020.12.14 01:00 | buy | 769 | 0.10 | 1.06481 | 1.02430 | 1.06990 | ||
| 1633 | 2020.12.21 17:48 | t/p | 769 | 0.10 | 1.06996 | 1.02430 | 1.06990 | 4195.55 | 1190329.74 |
| 1634 | 2020.12.21 19:00 | buy | 770 | 0.10 | 1.06900 | 1.02905 | 1.07465 | ||
| 1635 | 2021.01.06 10:00 | close | 770 | 0.10 | 1.06885 | 1.02905 | 1.07465 | -122.20 | 1190207.54 |
| 1636 | 2021.01.06 10:00 | sell | 771 | 0.10 | 1.06882 | 1.07249 | 1.06083 | ||
| 1637 | 2021.01.08 17:51 | s/l | 771 | 0.10 | 1.07259 | 1.07249 | 1.06083 | -3072.36 | 1187135.18 |
| 1638 | 2021.01.13 05:00 | sell | 772 | 0.10 | 1.07407 | 1.07798 | 1.06607 | ||
| 1639 | 2021.01.13 17:19 | s/l | 772 | 0.10 | 1.07796 | 1.07798 | 1.06607 | -3170.15 | 1183965.03 |
| 1640 | 2021.01.14 23:00 | sell | 773 | 0.10 | 1.07680 | 1.07991 | 1.06890 | ||
| 1641 | 2021.01.15 20:39 | s/l | 773 | 0.10 | 1.08001 | 1.07991 | 1.06890 | -2615.99 | 1181349.04 |
| 1642 | 2021.01.15 23:00 | buy | 774 | 0.10 | 1.08002 | 1.04006 | 1.08566 | ||
| 1643 | 2021.01.20 00:01 | close | 774 | 0.10 | 1.08094 | 1.04006 | 1.08566 | 749.50 | 1182098.54 |
| 1644 | 2021.01.20 00:02 | sell | 775 | 0.10 | 1.08097 | 1.08461 | 1.07252 | ||
| 1645 | 2021.01.20 03:00 | close | 775 | 0.10 | 1.08259 | 1.08461 | 1.07252 | -1320.22 | 1180778.32 |
| 1646 | 2021.01.20 03:00 | buy | 776 | 0.10 | 1.08256 | 1.04256 | 1.08816 | ||
| 1647 | 2021.01.20 18:00 | close | 776 | 0.10 | 1.08108 | 1.04256 | 1.08816 | -1205.72 | 1179572.60 |
| 1648 | 2021.01.20 18:00 | sell | 777 | 0.10 | 1.08122 | 1.08461 | 1.07317 | ||
| 1649 | 2021.01.22 01:00 | modify | 777 | 0.10 | 1.08122 | 1.07838 | 1.07317 | ||
| 1650 | 2021.01.25 03:30 | t/p | 777 | 0.10 | 1.07322 | 1.07838 | 1.07317 | 6519.60 | 1186092.20 |