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 |
| 151 | 2008.07.09 04:49 | t/p | 72 | 0.10 | 1.26210 | 1.27240 | 1.26206 | 5003.79 | 156758.37 |
| 152 | 2008.07.09 09:00 | sell | 73 | 0.10 | 1.26033 | 1.27240 | 1.25436 | ||
| 153 | 2008.07.11 18:00 | s/l | 73 | 0.10 | 1.27246 | 1.27240 | 1.25436 | -9885.35 | 146873.02 |
| 154 | 2008.07.15 18:00 | sell | 74 | 0.10 | 1.26937 | 1.27570 | 1.26386 | ||
| 155 | 2008.07.16 09:37 | t/p | 74 | 0.10 | 1.26386 | 1.27570 | 1.26386 | 4490.37 | 151363.39 |
| 156 | 2008.07.16 18:00 | sell | 75 | 0.10 | 1.26494 | 1.27570 | 1.25932 | ||
| 157 | 2008.07.17 20:16 | s/l | 75 | 0.10 | 1.27580 | 1.27570 | 1.25932 | -8850.36 | 142513.03 |
| 158 | 2008.07.22 18:02 | sell | 76 | 0.10 | 1.27829 | 1.28463 | 1.27216 | ||
| 159 | 2008.07.23 08:58 | s/l | 76 | 0.10 | 1.28470 | 1.28463 | 1.27216 | -5223.83 | 137289.20 |
| 160 | 2008.07.25 22:03 | sell | 77 | 0.10 | 1.28796 | 1.29635 | 1.28176 | ||
| 161 | 2008.07.28 02:00 | modify | 77 | 0.10 | 1.28796 | 1.28553 | 1.28176 | ||
| 162 | 2008.07.28 02:07 | s/l | 77 | 0.10 | 1.28556 | 1.28553 | 1.28176 | 1955.88 | 139245.08 |
| 163 | 2008.07.28 06:03 | sell | 78 | 0.10 | 1.28468 | 1.29635 | 1.27870 | ||
| 164 | 2008.08.01 22:31 | t/p | 78 | 0.10 | 1.27860 | 1.29635 | 1.27870 | 4954.90 | 144199.98 |
| 165 | 2008.08.04 01:01 | sell | 79 | 0.10 | 1.27556 | 1.29635 | 1.26929 | ||
| 166 | 2008.08.05 11:02 | modify | 79 | 0.10 | 1.27556 | 1.27243 | 1.26929 | ||
| 167 | 2008.08.05 11:02 | s/l | 79 | 0.10 | 1.27269 | 1.27243 | 1.26929 | 2338.90 | 146538.88 |
| 168 | 2008.08.05 18:00 | sell | 80 | 0.10 | 1.26280 | 1.29635 | 1.25720 | ||
| 169 | 2008.08.12 07:00 | modify | 80 | 0.10 | 1.26280 | 1.25999 | 1.25720 | ||
| 170 | 2008.08.12 08:36 | s/l | 80 | 0.10 | 1.25998 | 1.25999 | 1.25720 | 2298.16 | 148837.04 |
| 171 | 2008.08.12 12:03 | sell | 81 | 0.10 | 1.25713 | 1.29635 | 1.25155 | ||
| 172 | 2008.08.12 19:03 | t/p | 81 | 0.10 | 1.25160 | 1.29635 | 1.25155 | 4506.67 | 153343.71 |
| 173 | 2008.08.13 01:01 | sell | 82 | 0.10 | 1.25639 | 1.29578 | 1.25018 | ||
| 174 | 2008.08.13 11:22 | t/p | 82 | 0.10 | 1.25007 | 1.29578 | 1.25018 | 5150.48 | 158494.19 |
| 175 | 2008.08.14 01:01 | sell | 83 | 0.10 | 1.24407 | 1.28395 | 1.23835 | ||
| 176 | 2008.08.15 02:06 | t/p | 83 | 0.10 | 1.23835 | 1.28395 | 1.23835 | 4661.52 | 163155.71 |
| 177 | 2008.08.15 08:02 | sell | 84 | 0.10 | 1.23837 | 1.27779 | 1.23219 | ||
| 178 | 2008.08.15 17:30 | t/p | 84 | 0.10 | 1.23201 | 1.27779 | 1.23219 | 5183.08 | 168338.79 |
| 179 | 2008.08.18 03:02 | sell | 85 | 0.10 | 1.22917 | 1.26876 | 1.22316 | ||
| 180 | 2008.08.18 14:00 | modify | 85 | 0.10 | 1.22917 | 1.22651 | 1.22316 | ||
| 181 | 2008.08.18 15:18 | t/p | 85 | 0.10 | 1.22318 | 1.22651 | 1.22316 | 4881.55 | 173220.34 |
| 182 | 2008.08.18 18:00 | sell | 86 | 0.10 | 1.22231 | 1.26226 | 1.21666 | ||
| 183 | 2008.08.21 17:00 | close | 86 | 0.10 | 1.22089 | 1.26226 | 1.21666 | 1157.22 | 174377.56 |
| 184 | 2008.08.22 05:01 | sell | 87 | 0.10 | 1.22053 | 1.26041 | 1.21481 | ||
| 185 | 2008.09.02 13:10 | t/p | 87 | 0.10 | 1.21444 | 1.26041 | 1.21481 | 4963.04 | 179340.60 |
| 186 | 2008.09.02 18:00 | sell | 88 | 0.10 | 1.21863 | 1.25868 | 1.21308 | ||
| 187 | 2008.09.05 15:00 | close | 88 | 0.10 | 1.21994 | 1.25868 | 1.21308 | -1067.58 | 178273.02 |
| 188 | 2008.09.05 17:00 | sell | 89 | 0.10 | 1.21510 | 1.25541 | 1.20981 | ||
| 189 | 2008.09.09 09:18 | t/p | 89 | 0.10 | 1.20959 | 1.25541 | 1.20981 | 4490.38 | 182763.40 |
| 190 | 2008.09.09 12:03 | sell | 90 | 0.10 | 1.20718 | 1.24661 | 1.20101 | ||
| 191 | 2008.09.09 14:00 | close | 90 | 0.10 | 1.20511 | 1.24661 | 1.20101 | 1686.95 | 184450.35 |
| 192 | 2008.09.10 11:00 | sell | 91 | 0.10 | 1.20203 | 1.24201 | 1.19641 | ||
| 193 | 2008.09.17 17:46 | t/p | 91 | 0.10 | 1.19630 | 1.24201 | 1.19641 | 4669.66 | 189120.01 |
| 194 | 2008.09.18 11:00 | sell | 92 | 0.10 | 1.19246 | 1.23231 | 1.18671 | ||
| 195 | 2008.09.18 14:00 | close | 92 | 0.10 | 1.19211 | 1.23231 | 1.18671 | 285.24 | 189405.25 |
| 196 | 2008.09.19 01:00 | sell | 93 | 0.10 | 1.19096 | 1.23055 | 1.18495 | ||
| 197 | 2008.09.30 16:59 | t/p | 93 | 0.10 | 1.18470 | 1.23055 | 1.18495 | 5101.58 | 194506.83 |
| 198 | 2008.10.01 03:02 | sell | 94 | 0.10 | 1.18623 | 1.22680 | 1.18120 | ||
| 199 | 2008.10.01 10:54 | t/p | 94 | 0.10 | 1.18110 | 1.22680 | 1.18120 | 4180.69 | 198687.52 |
| 200 | 2008.10.01 18:00 | sell | 95 | 0.10 | 1.17265 | 1.21272 | 1.16712 | ||
| 201 | 2008.10.01 20:00 | close | 95 | 0.10 | 1.17326 | 1.21272 | 1.16712 | -497.12 | 198190.40 |
| 202 | 2008.10.02 03:02 | sell | 96 | 0.10 | 1.17642 | 1.21633 | 1.17073 | ||
| 203 | 2008.10.02 16:33 | t/p | 96 | 0.10 | 1.17062 | 1.21633 | 1.17073 | 4726.71 | 202917.11 |
| 204 | 2008.10.02 20:00 | sell | 97 | 0.10 | 1.16923 | 1.20944 | 1.16384 | ||
| 205 | 2008.10.06 02:30 | t/p | 97 | 0.10 | 1.16310 | 1.20944 | 1.16384 | 4995.64 | 207912.75 |
| 206 | 2008.10.15 07:02 | sell | 98 | 0.10 | 1.12521 | 1.16455 | 1.11895 | ||
| 207 | 2008.10.15 14:59 | t/p | 98 | 0.10 | 1.11900 | 1.16455 | 1.11895 | 5060.84 | 212973.59 |
| 208 | 2008.10.21 13:00 | sell | 99 | 0.10 | 1.12095 | 1.16052 | 1.11492 | ||
| 209 | 2008.10.21 15:43 | t/p | 99 | 0.10 | 1.11480 | 1.16052 | 1.11492 | 5011.94 | 217985.53 |
| 210 | 2008.10.22 09:00 | sell | 100 | 0.10 | 1.11463 | 1.15438 | 1.10878 | ||
| 211 | 2008.10.24 07:39 | t/p | 100 | 0.10 | 1.10870 | 1.15438 | 1.10878 | 4832.65 | 222818.18 |
| 212 | 2008.10.24 11:00 | sell | 101 | 0.10 | 1.10373 | 1.14335 | 1.09775 | ||
| 213 | 2008.10.24 12:39 | t/p | 101 | 0.10 | 1.09751 | 1.14335 | 1.09775 | 5068.99 | 227887.17 |
| 214 | 2008.10.27 18:00 | buy | 102 | 0.10 | 1.12430 | 1.08428 | 1.12988 | ||
| 215 | 2008.10.28 14:47 | t/p | 102 | 0.10 | 1.12984 | 1.08428 | 1.12988 | 4513.27 | 232400.44 |
| 216 | 2008.10.28 18:00 | buy | 103 | 0.10 | 1.12721 | 1.08726 | 1.13286 | ||
| 217 | 2008.10.28 19:05 | t/p | 103 | 0.10 | 1.13294 | 1.08726 | 1.13286 | 4668.06 | 237068.50 |
| 218 | 2008.10.28 21:00 | buy | 104 | 0.10 | 1.13385 | 1.09322 | 1.13882 | ||
| 219 | 2008.10.29 18:56 | t/p | 104 | 0.10 | 1.13874 | 1.09322 | 1.13882 | 3983.74 | 241052.24 |
| 220 | 2008.10.29 20:00 | buy | 105 | 0.10 | 1.13855 | 1.09783 | 1.14343 | ||
| 221 | 2008.10.29 22:44 | t/p | 105 | 0.10 | 1.14350 | 1.09783 | 1.14343 | 4032.62 | 245084.86 |
| 222 | 2008.10.30 03:02 | buy | 106 | 0.10 | 1.15163 | 1.11113 | 1.15673 | ||
| 223 | 2008.10.30 05:00 | close | 106 | 0.10 | 1.15556 | 1.11113 | 1.15673 | 3201.66 | 248286.52 |
| 224 | 2008.11.03 08:00 | buy | 107 | 0.10 | 1.14894 | 1.10867 | 1.15427 | ||
| 225 | 2008.11.04 22:33 | t/p | 107 | 0.10 | 1.15453 | 1.10867 | 1.15427 | 4554.01 | 252840.53 |
| 226 | 2008.11.05 17:02 | buy | 108 | 0.10 | 1.14548 | 1.10346 | 1.14906 | ||
| 227 | 2008.11.05 17:59 | t/p | 108 | 0.10 | 1.14964 | 1.10346 | 1.14906 | 3389.03 | 256229.56 |
| 228 | 2008.11.05 19:01 | buy | 109 | 0.10 | 1.14716 | 1.10710 | 1.15270 | ||
| 229 | 2008.11.10 12:16 | t/p | 109 | 0.10 | 1.15285 | 1.10710 | 1.15270 | 4635.47 | 260865.03 |
| 230 | 2008.11.10 17:00 | buy | 110 | 0.10 | 1.14862 | 1.10870 | 1.15430 | ||
| 231 | 2008.11.10 17:44 | t/p | 110 | 0.10 | 1.15511 | 1.10870 | 1.15430 | 5287.20 | 266152.23 |
| 232 | 2008.11.10 19:00 | buy | 111 | 0.10 | 1.14966 | 1.10960 | 1.15520 | ||
| 233 | 2008.11.10 21:29 | t/p | 111 | 0.10 | 1.15529 | 1.10960 | 1.15520 | 4586.59 | 270738.82 |
| 234 | 2008.11.11 02:02 | buy | 112 | 0.10 | 1.15048 | 1.11145 | 1.15705 | ||
| 235 | 2008.11.13 20:47 | t/p | 112 | 0.10 | 1.15708 | 1.11145 | 1.15705 | 5376.82 | 276115.64 |
| 236 | 2008.11.14 06:02 | buy | 113 | 0.10 | 1.16539 | 1.12467 | 1.17027 | ||
| 237 | 2008.11.14 14:10 | t/p | 113 | 0.10 | 1.17100 | 1.12467 | 1.17027 | 4570.30 | 280685.94 |
| 238 | 2008.11.17 19:01 | buy | 114 | 0.10 | 1.17352 | 1.13185 | 1.17745 | ||
| 239 | 2008.11.17 23:08 | t/p | 114 | 0.10 | 1.17757 | 1.13185 | 1.17745 | 3299.41 | 283985.35 |
| 240 | 2008.11.18 08:00 | buy | 115 | 0.10 | 1.17292 | 1.13285 | 1.17845 | ||
| 241 | 2008.11.18 16:36 | t/p | 115 | 0.10 | 1.17851 | 1.13285 | 1.17845 | 4554.00 | 288539.35 |
| 242 | 2008.11.24 02:02 | buy | 116 | 0.10 | 1.17859 | 1.13833 | 1.18393 | ||
| 243 | 2008.11.24 15:03 | t/p | 116 | 0.10 | 1.18406 | 1.13833 | 1.18393 | 4456.24 | 292995.59 |
| 244 | 2008.11.24 17:00 | buy | 117 | 0.10 | 1.18544 | 1.14553 | 1.19113 | ||
| 245 | 2008.11.24 19:59 | t/p | 117 | 0.10 | 1.19120 | 1.14553 | 1.19113 | 4692.50 | 297688.09 |
| 246 | 2008.11.25 02:00 | buy | 118 | 0.10 | 1.18713 | 1.14646 | 1.19206 | ||
| 247 | 2008.11.25 10:10 | t/p | 118 | 0.10 | 1.19215 | 1.14646 | 1.19206 | 4089.64 | 301777.73 |
| 248 | 2008.11.25 19:00 | buy | 119 | 0.10 | 1.18561 | 1.14591 | 1.19151 | ||
| 249 | 2008.11.27 22:00 | modify | 119 | 0.10 | 1.18561 | 1.18844 | 1.19151 | ||
| 250 | 2008.11.27 22:00 | close | 119 | 0.10 | 1.18859 | 1.18844 | 1.19151 | 2427.72 | 304205.45 |
| 251 | 2008.11.27 22:01 | buy | 120 | 0.10 | 1.18874 | 1.14903 | 1.19463 | ||
| 252 | 2008.12.01 00:04 | t/p | 120 | 0.10 | 1.19484 | 1.14903 | 1.19463 | 4969.48 | 309174.93 |
| 253 | 2008.12.01 08:00 | buy | 121 | 0.10 | 1.19351 | 1.15299 | 1.19859 | ||
| 254 | 2008.12.01 09:47 | t/p | 121 | 0.10 | 1.19869 | 1.15299 | 1.19859 | 4219.99 | 313394.92 |
| 255 | 2008.12.01 11:00 | buy | 122 | 0.10 | 1.20074 | 1.16032 | 1.20592 | ||
| 256 | 2008.12.01 19:22 | t/p | 122 | 0.10 | 1.20596 | 1.16032 | 1.20592 | 4252.57 | 317647.49 |
| 257 | 2008.12.02 08:00 | buy | 123 | 0.10 | 1.20399 | 1.16330 | 1.20890 | ||
| 258 | 2008.12.02 10:00 | t/p | 123 | 0.10 | 1.20904 | 1.16330 | 1.20890 | 4114.09 | 321761.58 |
| 259 | 2008.12.03 11:00 | buy | 124 | 0.10 | 1.21683 | 1.17629 | 1.22189 | ||
| 260 | 2008.12.08 05:12 | t/p | 124 | 0.10 | 1.22202 | 1.17629 | 1.22189 | 4228.13 | 325989.71 |
| 261 | 2008.12.08 08:02 | buy | 125 | 0.10 | 1.21972 | 1.17948 | 1.22508 | ||
| 262 | 2008.12.08 09:38 | t/p | 125 | 0.10 | 1.22509 | 1.17948 | 1.22508 | 4374.78 | 330364.49 |
| 263 | 2008.12.08 19:00 | buy | 126 | 0.10 | 1.21913 | 1.17897 | 1.22457 | ||
| 264 | 2008.12.17 18:29 | s/l | 126 | 0.10 | 1.17882 | 1.17897 | 1.22457 | -32839.35 | 297525.14 |
| 265 | 2008.12.19 08:00 | buy | 127 | 0.10 | 1.18123 | 1.14194 | 1.18754 | ||
| 266 | 2008.12.19 14:26 | t/p | 127 | 0.10 | 1.18762 | 1.14194 | 1.18754 | 5205.75 | 302730.89 |
| 267 | 2008.12.22 17:00 | buy | 128 | 0.10 | 1.19242 | 1.15252 | 1.19812 | ||
| 268 | 2008.12.23 17:56 | t/p | 128 | 0.10 | 1.19807 | 1.15252 | 1.19812 | 4602.89 | 307333.78 |
| 269 | 2008.12.23 19:00 | buy | 129 | 0.10 | 1.19940 | 1.15880 | 1.20440 | ||
| 270 | 2008.12.31 19:32 | t/p | 129 | 0.10 | 1.20452 | 1.15880 | 1.20440 | 4171.11 | 311504.89 |
| 271 | 2009.01.01 23:03 | buy | 130 | 0.10 | 1.20909 | 1.16899 | 1.21459 | ||
| 272 | 2009.01.05 09:10 | t/p | 130 | 0.10 | 1.21554 | 1.16899 | 1.21459 | 5254.62 | 316759.51 |
| 273 | 2009.01.05 11:00 | buy | 131 | 0.10 | 1.21115 | 1.17180 | 1.21740 | ||
| 274 | 2009.01.05 11:38 | t/p | 131 | 0.10 | 1.21769 | 1.17180 | 1.21740 | 5327.94 | 322087.45 |
| 275 | 2009.01.05 16:03 | buy | 132 | 0.10 | 1.21377 | 1.17147 | 1.21707 | ||
| 276 | 2009.01.06 06:18 | t/p | 132 | 0.10 | 1.21762 | 1.17147 | 1.21707 | 3136.48 | 325223.93 |
| 277 | 2009.01.06 08:00 | buy | 133 | 0.10 | 1.21395 | 1.17399 | 1.21959 | ||
| 278 | 2009.01.14 10:44 | t/p | 133 | 0.10 | 1.21973 | 1.17399 | 1.21959 | 4708.79 | 329932.72 |
| 279 | 2009.01.14 18:00 | buy | 134 | 0.10 | 1.22351 | 1.18390 | 1.22950 | ||
| 280 | 2009.01.15 03:29 | t/p | 134 | 0.10 | 1.22942 | 1.18390 | 1.22950 | 4814.70 | 334747.42 |
| 281 | 2009.01.15 18:00 | buy | 135 | 0.10 | 1.23618 | 1.19540 | 1.24100 | ||
| 282 | 2009.01.15 19:00 | close | 135 | 0.10 | 1.23539 | 1.19540 | 1.24100 | -643.59 | 334103.83 |
| 283 | 2009.01.20 05:00 | buy | 136 | 0.10 | 1.24280 | 1.20270 | 1.24830 | ||
| 284 | 2009.01.20 13:07 | t/p | 136 | 0.10 | 1.24837 | 1.20270 | 1.24830 | 4537.71 | 338641.54 |
| 285 | 2009.01.20 14:03 | buy | 137 | 0.10 | 1.24796 | 1.20730 | 1.25290 | ||
| 286 | 2009.01.26 21:59 | t/p | 137 | 0.10 | 1.25340 | 1.20730 | 1.25290 | 4431.81 | 343073.35 |
| 287 | 2009.01.27 01:01 | buy | 138 | 0.10 | 1.25202 | 1.21245 | 1.25805 | ||
| 288 | 2009.01.27 10:48 | t/p | 138 | 0.10 | 1.25824 | 1.21245 | 1.25805 | 5067.25 | 348140.60 |
| 289 | 2009.01.27 15:00 | buy | 139 | 0.10 | 1.25347 | 1.21340 | 1.25900 | ||
| 290 | 2009.01.28 02:16 | t/p | 139 | 0.10 | 1.25896 | 1.21340 | 1.25900 | 4472.54 | 352613.14 |
| 291 | 2009.01.28 14:01 | buy | 140 | 0.10 | 1.26445 | 1.22415 | 1.26975 | ||
| 292 | 2009.01.28 22:16 | t/p | 140 | 0.10 | 1.26996 | 1.22415 | 1.26975 | 4488.83 | 357101.97 |
| 293 | 2009.01.30 14:03 | sell | 141 | 0.10 | 1.25557 | 1.29505 | 1.24945 | ||
| 294 | 2009.01.30 23:36 | t/p | 141 | 0.10 | 1.24946 | 1.29505 | 1.24945 | 4979.34 | 362081.31 |
| 295 | 2009.02.02 04:03 | sell | 142 | 0.10 | 1.25071 | 1.29080 | 1.24520 | ||
| 296 | 2009.02.10 11:14 | t/p | 142 | 0.10 | 1.24468 | 1.29080 | 1.24520 | 4914.14 | 366995.45 |
| 297 | 2009.02.10 18:02 | sell | 143 | 0.10 | 1.24898 | 1.29135 | 1.24575 | ||
| 298 | 2009.02.10 20:01 | t/p | 143 | 0.10 | 1.24493 | 1.29135 | 1.24575 | 3300.55 | 370296.00 |
| 299 | 2009.02.10 21:00 | sell | 144 | 0.10 | 1.24814 | 1.28845 | 1.24285 | ||
| 300 | 2009.02.12 03:00 | close | 144 | 0.10 | 1.25343 | 1.28845 | 1.24285 | -4311.09 | 365984.91 |