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 | |
前へ12ページ目
| # | 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 |
| 1651 | 2021.01.25 04:00 | sell | 778 | 0.10 | 1.07309 | 1.08210 | 1.06510 | ||
| 1652 | 2021.01.28 12:00 | modify | 778 | 0.10 | 1.07309 | 1.07030 | 1.06510 | ||
| 1653 | 2021.01.28 16:46 | s/l | 778 | 0.10 | 1.07022 | 1.07030 | 1.06510 | 2338.91 | 1188431.11 |
| 1654 | 2021.02.04 05:00 | buy | 779 | 0.10 | 1.05997 | 1.01990 | 1.06550 | ||
| 1655 | 2021.02.05 15:00 | modify | 779 | 0.10 | 1.05997 | 1.06261 | 1.06550 | ||
| 1656 | 2021.02.05 23:27 | t/p | 779 | 0.10 | 1.06553 | 1.06261 | 1.06550 | 4529.57 | 1192960.68 |
| 1657 | 2021.02.08 00:00 | buy | 780 | 0.10 | 1.06614 | 1.02637 | 1.07197 | ||
| 1658 | 2021.02.10 13:00 | modify | 780 | 0.10 | 1.06614 | 1.06856 | 1.07197 | ||
| 1659 | 2021.02.10 15:31 | t/p | 780 | 0.10 | 1.07189 | 1.06856 | 1.07197 | 4684.36 | 1197645.04 |
| 1660 | 2021.02.10 16:00 | buy | 781 | 0.10 | 1.07200 | 1.03200 | 1.07760 | ||
| 1661 | 2021.02.15 01:00 | modify | 781 | 0.10 | 1.07200 | 1.07475 | 1.07760 | ||
| 1662 | 2021.02.15 03:21 | s/l | 781 | 0.10 | 1.07474 | 1.07475 | 1.07760 | 2232.20 | 1199877.24 |
| 1663 | 2021.02.15 04:00 | buy | 782 | 0.10 | 1.07515 | 1.03520 | 1.08080 | ||
| 1664 | 2021.02.18 18:00 | close | 782 | 0.10 | 1.07568 | 1.03520 | 1.08080 | 431.78 | 1200309.02 |
| 1665 | 2021.02.19 12:00 | buy | 783 | 0.10 | 1.07879 | 1.03889 | 1.08449 | ||
| 1666 | 2021.02.25 00:00 | close | 783 | 0.10 | 1.07101 | 1.03889 | 1.08449 | -6338.13 | 1193970.89 |
| 1667 | 2021.02.25 00:01 | sell | 784 | 0.10 | 1.07054 | 1.10474 | 1.06551 | ||
| 1668 | 2021.02.26 07:26 | t/p | 784 | 0.10 | 1.06553 | 1.10474 | 1.06551 | 4082.90 | 1198053.79 |
| 1669 | 2021.02.26 08:00 | sell | 785 | 0.10 | 1.06625 | 1.10474 | 1.06062 | ||
| 1670 | 2021.05.21 09:00 | close | 785 | 0.10 | 1.07928 | 1.10474 | 1.06062 | -10618.80 | 1187434.99 |
| 1671 | 2021.05.26 08:00 | sell | 786 | 0.10 | 1.06631 | 1.10474 | 1.06081 | ||
| 1672 | 2021.05.27 07:00 | modify | 786 | 0.10 | 1.06631 | 1.06360 | 1.06081 | ||
| 1673 | 2021.05.27 12:52 | t/p | 786 | 0.10 | 1.06073 | 1.06360 | 1.06081 | 4547.42 | 1191982.41 |
| 1674 | 2021.05.27 13:00 | sell | 787 | 0.10 | 1.06097 | 1.10101 | 1.05541 | ||
| 1675 | 2021.06.02 01:00 | close | 787 | 0.10 | 1.06857 | 1.10101 | 1.05541 | -6193.62 | 1185788.79 |
| 1676 | 2021.06.02 01:00 | buy | 788 | 0.10 | 1.06864 | 1.05998 | 1.07656 | ||
| 1677 | 2021.06.04 18:00 | modify | 788 | 0.10 | 1.06864 | 1.07136 | 1.07656 | ||
| 1678 | 2021.06.09 17:13 | t/p | 788 | 0.10 | 1.07665 | 1.07136 | 1.07656 | 6525.51 | 1192314.30 |
| 1679 | 2021.07.08 08:00 | buy | 789 | 0.10 | 1.06830 | 1.06557 | 1.07626 | ||
| 1680 | 2021.07.13 17:00 | modify | 789 | 0.10 | 1.06830 | 1.07089 | 1.07626 | ||
| 1681 | 2021.07.14 00:22 | s/l | 789 | 0.10 | 1.07025 | 1.07089 | 1.07626 | 1588.61 | 1193902.91 |
| 1682 | 2021.07.14 08:00 | sell | 790 | 0.10 | 1.06287 | 1.10297 | 1.05737 | ||
| 1683 | 2021.07.16 17:31 | t/p | 790 | 0.10 | 1.05738 | 1.10297 | 1.05737 | 4474.08 | 1198376.99 |
| 1684 | 2021.07.21 05:00 | sell | 791 | 0.10 | 1.05773 | 1.09780 | 1.05220 | ||
| 1685 | 2021.07.22 09:00 | close | 791 | 0.10 | 1.05801 | 1.09780 | 1.05220 | -228.19 | 1198148.80 |
| 1686 | 2021.07.22 09:00 | buy | 792 | 0.10 | 1.05804 | 1.01811 | 1.06371 | ||
| 1687 | 2021.10.14 10:00 | close | 792 | 0.10 | 1.05739 | 1.01811 | 1.06371 | -529.54 | 1197619.26 |
| 1688 | 2021.10.20 12:00 | buy | 793 | 0.10 | 1.04543 | 1.00541 | 1.05101 | ||
| 1689 | 2021.10.27 03:38 | t/p | 793 | 0.10 | 1.05103 | 1.00541 | 1.05101 | 4562.15 | 1202181.41 |
| 1690 | 2021.11.05 02:00 | buy | 794 | 0.10 | 1.04217 | 1.01539 | 1.04767 | ||
| 1691 | 2021.11.24 18:49 | t/p | 794 | 0.10 | 1.04776 | 1.01539 | 1.04767 | 4554.01 | 1206735.42 |
| 1692 | 2021.12.10 01:00 | sell | 795 | 0.10 | 1.05153 | 1.05403 | 1.04344 | ||
| 1693 | 2021.12.10 09:35 | s/l | 795 | 0.10 | 1.05395 | 1.05403 | 1.04344 | -1972.18 | 1204763.24 |
| 1694 | 2021.12.13 02:00 | buy | 796 | 0.10 | 1.05471 | 1.02774 | 1.06030 | ||
| 1695 | 2021.12.23 03:00 | modify | 796 | 0.10 | 1.05471 | 1.05713 | 1.06030 | ||
| 1696 | 2021.12.23 13:48 | t/p | 796 | 0.10 | 1.06038 | 1.05713 | 1.06030 | 4619.17 | 1209382.41 |
| 1697 | 2021.12.23 14:00 | buy | 797 | 0.10 | 1.06079 | 1.02774 | 1.06643 | ||
| 1698 | 2022.01.04 01:03 | close | 797 | 0.10 | 1.05938 | 1.02774 | 1.06643 | -1148.69 | 1208233.72 |
| 1699 | 2022.01.04 02:00 | sell | 798 | 0.10 | 1.05992 | 1.06470 | 1.05183 | ||
| 1700 | 2022.01.05 11:54 | s/l | 798 | 0.10 | 1.06478 | 1.06470 | 1.05183 | -3960.66 | 1204273.06 |
| 1701 | 2022.01.06 03:00 | sell | 799 | 0.10 | 1.06259 | 1.06539 | 1.05467 | ||
| 1702 | 2022.01.20 02:27 | s/l | 799 | 0.10 | 1.06544 | 1.06539 | 1.05467 | -2322.61 | 1201950.45 |
| 1703 | 2022.01.24 01:00 | sell | 800 | 0.10 | 1.06850 | 1.07173 | 1.06024 | ||
| 1704 | 2022.01.26 06:07 | s/l | 800 | 0.10 | 1.07164 | 1.07173 | 1.06024 | -2558.94 | 1199391.51 |
| 1705 | 2022.01.26 21:00 | sell | 801 | 0.10 | 1.07116 | 1.07307 | 1.06220 | ||
| 1706 | 2022.01.31 15:02 | s/l | 801 | 0.10 | 1.07307 | 1.07307 | 1.06220 | -1556.56 | 1197834.95 |
| 1707 | 2022.02.01 22:00 | sell | 802 | 0.10 | 1.07196 | 1.07609 | 1.06392 | ||
| 1708 | 2022.02.02 08:37 | s/l | 802 | 0.10 | 1.07619 | 1.07609 | 1.06392 | -3447.24 | 1194387.71 |
| 1709 | 2022.02.03 05:00 | sell | 803 | 0.10 | 1.07404 | 1.07740 | 1.06604 | ||
| 1710 | 2022.02.04 11:00 | modify | 803 | 0.10 | 1.07404 | 1.07149 | 1.06604 | ||
| 1711 | 2022.02.07 00:10 | s/l | 803 | 0.10 | 1.07179 | 1.07149 | 1.06604 | 1833.64 | 1196221.35 |
| 1712 | 2022.02.07 01:01 | sell | 804 | 0.10 | 1.07048 | 1.07740 | 1.06206 | ||
| 1713 | 2022.02.14 15:48 | s/l | 804 | 0.10 | 1.07737 | 1.07740 | 1.06206 | -5615.00 | 1190606.35 |
| 1714 | 2022.02.15 08:00 | sell | 805 | 0.10 | 1.07466 | 1.07847 | 1.06670 | ||
| 1715 | 2022.02.15 13:22 | s/l | 805 | 0.10 | 1.07841 | 1.07847 | 1.06670 | -3056.06 | 1187550.29 |
| 1716 | 2022.02.16 19:00 | sell | 806 | 0.10 | 1.07677 | 1.07998 | 1.06872 | ||
| 1717 | 2022.02.18 19:00 | modify | 806 | 0.10 | 1.07677 | 1.07428 | 1.06872 | ||
| 1718 | 2022.02.21 10:07 | s/l | 806 | 0.10 | 1.07426 | 1.07428 | 1.06872 | 2045.52 | 1189595.81 |
| 1719 | 2022.02.21 11:00 | sell | 807 | 0.10 | 1.07279 | 1.07998 | 1.06480 | ||
| 1720 | 2022.02.24 01:00 | modify | 807 | 0.10 | 1.07279 | 1.07007 | 1.06480 | ||
| 1721 | 2022.02.24 11:41 | s/l | 807 | 0.10 | 1.07008 | 1.07007 | 1.06480 | 2208.51 | 1191804.32 |
| 1722 | 2022.02.28 13:00 | sell | 808 | 0.10 | 1.07134 | 1.07998 | 1.06338 | ||
| 1723 | 2022.03.08 16:00 | modify | 808 | 0.10 | 1.07134 | 1.06843 | 1.06338 | ||
| 1724 | 2022.03.08 22:38 | s/l | 808 | 0.10 | 1.06837 | 1.06843 | 1.06338 | 2420.40 | 1194224.72 |
| 1725 | 2022.03.29 18:00 | sell | 809 | 0.10 | 1.08392 | 1.10474 | 1.07823 | ||
| 1726 | 2022.03.30 11:38 | t/p | 809 | 0.10 | 1.07818 | 1.10474 | 1.07823 | 4677.81 | 1198902.53 |
| 1727 | 2022.03.30 13:00 | sell | 810 | 0.10 | 1.07669 | 1.10372 | 1.07113 | ||
| 1728 | 2022.05.03 07:32 | s/l | 810 | 0.10 | 1.10366 | 1.10372 | 1.07113 | -21979.20 | 1176923.33 |
| 1729 | 2022.05.05 23:00 | sell | 811 | 0.10 | 1.10630 | 1.11130 | 1.10060 | ||
| 1730 | 2022.05.09 03:52 | t/p | 811 | 0.10 | 1.10053 | 1.11130 | 1.10060 | 4702.27 | 1181625.60 |
| 1731 | 2022.05.09 05:00 | sell | 812 | 0.10 | 1.10208 | 1.11130 | 1.09639 | ||
| 1732 | 2022.05.25 05:00 | t/p | 812 | 0.10 | 1.09629 | 1.11130 | 1.09639 | 4718.56 | 1186344.16 |
| 1733 | 2022.05.25 07:00 | sell | 813 | 0.10 | 1.09340 | 1.11130 | 1.08786 | ||
| 1734 | 2022.06.07 07:30 | s/l | 813 | 0.10 | 1.11293 | 1.11130 | 1.08786 | -15915.97 | 1170428.19 |
| 1735 | 2022.06.09 05:00 | sell | 814 | 0.10 | 1.11352 | 1.11664 | 1.10791 | ||
| 1736 | 2022.06.10 10:21 | t/p | 814 | 0.10 | 1.10798 | 1.11664 | 1.10791 | 4514.82 | 1174943.01 |
| 1737 | 2022.06.10 11:00 | sell | 815 | 0.10 | 1.10932 | 1.11664 | 1.10378 | ||
| 1738 | 2022.06.13 15:00 | close | 815 | 0.10 | 1.10878 | 1.11664 | 1.10378 | 440.07 | 1175383.08 |
| 1739 | 2022.06.13 17:00 | sell | 816 | 0.10 | 1.10788 | 1.11664 | 1.10228 | ||
| 1740 | 2022.06.15 01:00 | close | 816 | 0.10 | 1.10590 | 1.11664 | 1.10228 | 1613.60 | 1176996.68 |
| 1741 | 2022.06.15 01:00 | sell | 817 | 0.10 | 1.10547 | 1.11664 | 1.09988 | ||
| 1742 | 2022.06.16 01:49 | s/l | 817 | 0.10 | 1.11663 | 1.11664 | 1.09988 | -9094.84 | 1167901.84 |
| 1743 | 2022.06.16 20:00 | sell | 818 | 0.10 | 1.10464 | 1.11707 | 1.09909 | ||
| 1744 | 2022.06.17 21:29 | t/p | 818 | 0.10 | 1.09901 | 1.11707 | 1.09909 | 4588.17 | 1172490.01 |
| 1745 | 2022.06.17 22:00 | sell | 819 | 0.10 | 1.09899 | 1.11707 | 1.09343 | ||
| 1746 | 2022.06.28 01:00 | close | 819 | 0.10 | 1.09901 | 1.11707 | 1.09343 | -16.30 | 1172473.71 |
| 1747 | 2022.07.01 04:00 | sell | 820 | 0.10 | 1.10566 | 1.11473 | 1.09773 | ||
| 1748 | 2022.07.01 16:00 | modify | 820 | 0.10 | 1.10566 | 1.10324 | 1.09773 | ||
| 1749 | 2022.07.01 17:52 | t/p | 820 | 0.10 | 1.09778 | 1.10324 | 1.09773 | 6421.81 | 1178895.52 |
| 1750 | 2022.07.11 03:00 | sell | 821 | 0.10 | 1.10670 | 1.11567 | 1.09867 | ||
| 1751 | 2022.07.11 18:00 | modify | 821 | 0.10 | 1.10670 | 1.10400 | 1.09867 | ||
| 1752 | 2022.07.13 00:13 | s/l | 821 | 0.10 | 1.10410 | 1.10400 | 1.09867 | 2118.87 | 1181014.39 |
| 1753 | 2022.07.22 15:00 | sell | 822 | 0.10 | 1.10790 | 1.11135 | 1.09982 | ||
| 1754 | 2022.07.25 23:51 | s/l | 822 | 0.10 | 1.11143 | 1.11135 | 1.09982 | -2876.77 | 1178137.62 |
| 1755 | 2022.07.27 06:00 | sell | 823 | 0.10 | 1.11105 | 1.11468 | 1.10305 | ||
| 1756 | 2022.07.27 14:18 | s/l | 823 | 0.10 | 1.11465 | 1.11468 | 1.10305 | -2933.82 | 1175203.80 |
| 1757 | 2022.07.28 11:00 | sell | 824 | 0.10 | 1.11331 | 1.11832 | 1.10530 | ||
| 1758 | 2022.08.02 01:00 | modify | 824 | 0.10 | 1.11331 | 1.11001 | 1.10530 | ||
| 1759 | 2022.08.02 01:00 | s/l | 824 | 0.10 | 1.11014 | 1.11001 | 1.10530 | 2583.39 | 1177787.19 |
| 1760 | 2022.08.02 01:02 | sell | 825 | 0.10 | 1.10941 | 1.11832 | 1.10140 | ||
| 1761 | 2022.08.02 09:00 | modify | 825 | 0.10 | 1.10941 | 1.10645 | 1.10140 | ||
| 1762 | 2022.08.02 12:09 | t/p | 825 | 0.10 | 1.10141 | 1.10645 | 1.10140 | 6519.60 | 1184306.79 |
| 1763 | 2022.08.09 14:00 | sell | 826 | 0.10 | 1.10950 | 1.11832 | 1.10148 | ||
| 1764 | 2022.08.10 14:00 | modify | 826 | 0.10 | 1.10950 | 1.10708 | 1.10148 | ||
| 1765 | 2022.08.10 15:30 | s/l | 826 | 0.10 | 1.10926 | 1.10708 | 1.10148 | 195.59 | 1184502.38 |
| 1766 | 2022.08.23 10:00 | sell | 827 | 0.10 | 1.11274 | 1.11542 | 1.10484 | ||
| 1767 | 2022.08.23 18:12 | s/l | 827 | 0.10 | 1.11544 | 1.11542 | 1.10484 | -2200.37 | 1182302.01 |
| 1768 | 2022.08.29 06:00 | sell | 828 | 0.10 | 1.12065 | 1.12589 | 1.11499 | ||
| 1769 | 2022.09.02 01:00 | modify | 828 | 0.10 | 1.12065 | 1.11815 | 1.11499 | ||
| 1770 | 2022.09.02 04:06 | s/l | 828 | 0.10 | 1.11814 | 1.11815 | 1.11499 | 2045.53 | 1184347.54 |
| 1771 | 2022.09.02 14:00 | sell | 829 | 0.10 | 1.11682 | 1.12589 | 1.11113 | ||
| 1772 | 2022.09.02 23:59 | close at stop | 829 | 0.10 | 1.11475 | 1.12589 | 1.11113 | 1686.95 | 1186034.49 |
前へ12ページ目