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 |
| 301 | 2009.02.16 09:02 | sell | 145 | 0.10 | 1.25069 | 1.29135 | 1.24575 | ||
| 302 | 2009.03.03 11:13 | s/l | 145 | 0.10 | 1.29149 | 1.29135 | 1.24575 | -33249.96 | 332734.95 |
| 303 | 2009.03.04 04:00 | sell | 146 | 0.10 | 1.28077 | 1.29635 | 1.27525 | ||
| 304 | 2009.03.06 11:31 | t/p | 146 | 0.10 | 1.27509 | 1.29635 | 1.27525 | 4628.91 | 337363.86 |
| 305 | 2009.03.06 16:02 | sell | 147 | 0.10 | 1.27082 | 1.29635 | 1.26465 | ||
| 306 | 2009.03.12 07:06 | t/p | 147 | 0.10 | 1.26449 | 1.29635 | 1.26465 | 5158.63 | 342522.49 |
| 307 | 2009.03.12 11:00 | sell | 148 | 0.10 | 1.26536 | 1.29635 | 1.25970 | ||
| 308 | 2009.03.12 13:51 | t/p | 148 | 0.10 | 1.25978 | 1.29635 | 1.25970 | 4547.42 | 347069.91 |
| 309 | 2009.03.12 15:02 | sell | 149 | 0.10 | 1.26122 | 1.29635 | 1.25430 | ||
| 310 | 2009.03.12 19:18 | t/p | 149 | 0.10 | 1.25412 | 1.29635 | 1.25430 | 5786.15 | 352856.06 |
| 311 | 2009.03.13 13:00 | sell | 150 | 0.10 | 1.25607 | 1.29530 | 1.24970 | ||
| 312 | 2009.03.16 11:26 | t/p | 150 | 0.10 | 1.24958 | 1.29530 | 1.24970 | 5289.03 | 358145.09 |
| 313 | 2009.03.16 13:02 | sell | 151 | 0.10 | 1.24800 | 1.28915 | 1.24355 | ||
| 314 | 2009.03.16 18:46 | t/p | 151 | 0.10 | 1.24354 | 1.28915 | 1.24355 | 3634.68 | 361779.77 |
| 315 | 2009.03.16 20:01 | sell | 152 | 0.10 | 1.24310 | 1.28285 | 1.23725 | ||
| 316 | 2009.03.19 01:00 | close | 152 | 0.10 | 1.24715 | 1.28285 | 1.23725 | -3300.54 | 358479.23 |
| 317 | 2009.03.19 02:02 | sell | 153 | 0.10 | 1.24546 | 1.28435 | 1.23875 | ||
| 318 | 2009.03.19 17:31 | t/p | 153 | 0.10 | 1.23870 | 1.28435 | 1.23875 | 5509.06 | 363988.29 |
| 319 | 2009.03.19 20:02 | sell | 154 | 0.10 | 1.23314 | 1.27330 | 1.22770 | ||
| 320 | 2009.03.20 21:11 | t/p | 154 | 0.10 | 1.22774 | 1.27330 | 1.22770 | 4400.73 | 368389.02 |
| 321 | 2009.03.20 23:02 | sell | 155 | 0.10 | 1.22881 | 1.26805 | 1.22245 | ||
| 322 | 2009.03.26 06:35 | t/p | 155 | 0.10 | 1.22241 | 1.26805 | 1.22245 | 5215.68 | 373604.70 |
| 323 | 2009.03.27 03:00 | sell | 156 | 0.10 | 1.21562 | 1.25560 | 1.21000 | ||
| 324 | 2009.03.27 07:00 | close | 156 | 0.10 | 1.21731 | 1.25560 | 1.21000 | -1377.26 | 372227.44 |
| 325 | 2009.03.27 08:00 | sell | 157 | 0.10 | 1.21600 | 1.25590 | 1.21030 | ||
| 326 | 2009.03.27 15:43 | t/p | 157 | 0.10 | 1.21015 | 1.25590 | 1.21030 | 4767.46 | 376994.90 |
| 327 | 2009.03.30 13:01 | sell | 158 | 0.10 | 1.20935 | 1.24940 | 1.20380 | ||
| 328 | 2009.04.06 13:08 | t/p | 158 | 0.10 | 1.20365 | 1.24940 | 1.20380 | 4645.21 | 381640.11 |
| 329 | 2009.04.06 17:00 | sell | 159 | 0.10 | 1.21212 | 1.25235 | 1.20675 | ||
| 330 | 2009.04.06 18:15 | t/p | 159 | 0.10 | 1.20660 | 1.25235 | 1.20675 | 4498.52 | 386138.63 |
| 331 | 2009.04.09 02:03 | sell | 160 | 0.10 | 1.22497 | 1.26465 | 1.21905 | ||
| 332 | 2009.04.09 10:00 | close | 160 | 0.10 | 1.22413 | 1.26465 | 1.21905 | 684.56 | 386823.19 |
| 333 | 2009.04.21 03:00 | sell | 161 | 0.10 | 1.26323 | 1.29635 | 1.25745 | ||
| 334 | 2009.04.21 14:00 | modify | 161 | 0.10 | 1.26323 | 1.26060 | 1.25745 | ||
| 335 | 2009.04.21 14:00 | s/l | 161 | 0.10 | 1.26070 | 1.26060 | 1.25745 | 2061.82 | 388885.01 |
| 336 | 2009.04.24 11:00 | sell | 162 | 0.10 | 1.26691 | 1.29635 | 1.26085 | ||
| 337 | 2009.04.24 16:50 | t/p | 162 | 0.10 | 1.26077 | 1.29635 | 1.26085 | 5003.79 | 393888.80 |
| 338 | 2009.04.27 06:02 | sell | 163 | 0.10 | 1.26375 | 1.29635 | 1.25770 | ||
| 339 | 2009.04.27 17:15 | t/p | 163 | 0.10 | 1.25756 | 1.29635 | 1.25770 | 5044.54 | 398933.34 |
| 340 | 2009.04.28 02:01 | sell | 164 | 0.10 | 1.25410 | 1.29385 | 1.24825 | ||
| 341 | 2009.04.30 17:48 | s/l | 164 | 0.10 | 1.29379 | 1.29385 | 1.24825 | -32345.36 | 366587.98 |
| 342 | 2009.05.01 21:00 | sell | 165 | 0.10 | 1.28296 | 1.29635 | 1.27745 | ||
| 343 | 2009.05.04 05:00 | close | 165 | 0.10 | 1.28307 | 1.29635 | 1.27745 | -89.65 | 366498.33 |
| 344 | 2009.05.04 05:00 | sell | 166 | 0.10 | 1.28258 | 1.29635 | 1.27700 | ||
| 345 | 2009.05.05 15:29 | t/p | 166 | 0.10 | 1.27701 | 1.29635 | 1.27700 | 4539.27 | 371037.60 |
| 346 | 2009.05.06 04:03 | sell | 167 | 0.10 | 1.27711 | 1.29635 | 1.27055 | ||
| 347 | 2009.05.06 13:00 | close | 167 | 0.10 | 1.27609 | 1.29635 | 1.27055 | 831.24 | 371868.84 |
| 348 | 2009.05.11 11:02 | sell | 168 | 0.10 | 1.25995 | 1.29635 | 1.25410 | ||
| 349 | 2009.05.28 09:34 | t/p | 168 | 0.10 | 1.25394 | 1.29635 | 1.25410 | 4897.85 | 376766.69 |
| 350 | 2009.05.28 15:00 | sell | 169 | 0.10 | 1.25206 | 1.29220 | 1.24660 | ||
| 351 | 2009.06.01 16:00 | modify | 169 | 0.10 | 1.25206 | 1.24960 | 1.24660 | ||
| 352 | 2009.06.01 16:47 | t/p | 169 | 0.10 | 1.24653 | 1.24960 | 1.24660 | 4506.68 | 381273.37 |
| 353 | 2009.06.01 18:00 | sell | 170 | 0.10 | 1.24828 | 1.28820 | 1.24260 | ||
| 354 | 2009.06.01 19:48 | t/p | 170 | 0.10 | 1.24268 | 1.28820 | 1.24260 | 4563.72 | 385837.09 |
| 355 | 2009.06.02 14:03 | sell | 171 | 0.10 | 1.24858 | 1.28785 | 1.24225 | ||
| 356 | 2009.06.23 10:20 | t/p | 171 | 0.10 | 1.24229 | 1.28785 | 1.24225 | 5126.03 | 390963.12 |
| 357 | 2009.06.23 14:02 | sell | 172 | 0.10 | 1.24459 | 1.28345 | 1.23785 | ||
| 358 | 2009.06.24 01:00 | close | 172 | 0.10 | 1.24475 | 1.28345 | 1.23785 | -130.39 | 390832.73 |
| 359 | 2009.06.24 02:02 | sell | 173 | 0.10 | 1.24326 | 1.28270 | 1.23710 | ||
| 360 | 2009.07.10 16:34 | t/p | 173 | 0.10 | 1.23706 | 1.28270 | 1.23710 | 5052.69 | 395885.42 |
| 361 | 2009.07.10 18:00 | sell | 174 | 0.10 | 1.23611 | 1.27620 | 1.23060 | ||
| 362 | 2009.08.14 14:49 | t/p | 174 | 0.10 | 1.23069 | 1.27620 | 1.23060 | 4417.02 | 400302.44 |
| 363 | 2009.08.14 16:00 | sell | 175 | 0.10 | 1.22888 | 1.26880 | 1.22320 | ||
| 364 | 2009.08.18 15:38 | t/p | 175 | 0.10 | 1.22253 | 1.26880 | 1.22320 | 5174.94 | 405477.38 |
| 365 | 2009.08.18 18:00 | sell | 176 | 0.10 | 1.22290 | 1.26280 | 1.21720 | ||
| 366 | 2009.08.26 08:55 | t/p | 176 | 0.10 | 1.21713 | 1.26280 | 1.21720 | 4702.27 | 410179.65 |
| 367 | 2009.08.26 09:00 | sell | 177 | 0.10 | 1.21664 | 1.25670 | 1.21110 | ||
| 368 | 2009.09.22 02:15 | t/p | 177 | 0.10 | 1.21104 | 1.25670 | 1.21110 | 4563.72 | 414743.37 |
| 369 | 2009.09.22 04:01 | sell | 178 | 0.10 | 1.21108 | 1.25075 | 1.20515 | ||
| 370 | 2009.09.23 02:11 | t/p | 178 | 0.10 | 1.20494 | 1.25075 | 1.20515 | 5003.80 | 419747.17 |
| 371 | 2009.09.23 04:00 | sell | 179 | 0.10 | 1.20486 | 1.24495 | 1.19935 | ||
| 372 | 2009.09.24 07:01 | close | 179 | 0.10 | 1.20961 | 1.24495 | 1.19935 | -3871.01 | 415876.16 |
| 373 | 2009.09.24 07:01 | buy | 180 | 0.10 | 1.20957 | 1.16965 | 1.21525 | ||
| 374 | 2009.09.28 14:50 | t/p | 180 | 0.10 | 1.21522 | 1.16965 | 1.21525 | 4602.89 | 420479.05 |
| 375 | 2009.09.28 16:02 | buy | 181 | 0.10 | 1.21467 | 1.17455 | 1.22015 | ||
| 376 | 2009.09.29 15:15 | t/p | 181 | 0.10 | 1.22019 | 1.17455 | 1.22015 | 4496.98 | 424976.03 |
| 377 | 2009.09.29 16:00 | buy | 182 | 0.10 | 1.22016 | 1.17990 | 1.22550 | ||
| 378 | 2009.10.09 11:54 | t/p | 182 | 0.10 | 1.22556 | 1.17990 | 1.22550 | 4399.22 | 429375.25 |
| 379 | 2009.10.09 13:00 | buy | 183 | 0.10 | 1.22585 | 1.18575 | 1.23135 | ||
| 380 | 2009.10.09 16:19 | t/p | 183 | 0.10 | 1.23133 | 1.18575 | 1.23135 | 4464.39 | 433839.64 |
| 381 | 2009.10.09 17:00 | buy | 184 | 0.10 | 1.23193 | 1.19120 | 1.23680 | ||
| 382 | 2009.10.12 04:15 | t/p | 184 | 0.10 | 1.23683 | 1.19120 | 1.23680 | 3991.89 | 437831.53 |
| 383 | 2009.10.12 09:03 | buy | 185 | 0.10 | 1.23767 | 1.19725 | 1.24285 | ||
| 384 | 2009.10.28 23:22 | t/p | 185 | 0.10 | 1.24281 | 1.19725 | 1.24285 | 4187.40 | 442018.93 |
| 385 | 2009.10.29 01:00 | buy | 186 | 0.10 | 1.24534 | 1.20500 | 1.25060 | ||
| 386 | 2009.10.29 04:38 | t/p | 186 | 0.10 | 1.25091 | 1.20500 | 1.25060 | 4537.71 | 446556.64 |
| 387 | 2009.10.29 05:00 | buy | 187 | 0.10 | 1.24804 | 1.20810 | 1.25370 | ||
| 388 | 2009.10.30 02:02 | t/p | 187 | 0.10 | 1.25363 | 1.20810 | 1.25370 | 4554.00 | 451110.64 |
| 389 | 2009.10.30 03:00 | buy | 188 | 0.10 | 1.25353 | 1.21355 | 1.25915 | ||
| 390 | 2009.11.02 03:27 | t/p | 188 | 0.10 | 1.25933 | 1.21355 | 1.25915 | 4725.08 | 455835.72 |
| 391 | 2009.11.02 06:02 | buy | 189 | 0.10 | 1.25213 | 1.21275 | 1.25835 | ||
| 392 | 2009.11.02 17:00 | modify | 189 | 0.10 | 1.25213 | 1.25505 | 1.25835 | ||
| 393 | 2009.11.02 17:05 | s/l | 189 | 0.10 | 1.25502 | 1.25505 | 1.25835 | 2354.39 | 458190.11 |
| 394 | 2009.11.03 00:01 | buy | 190 | 0.10 | 1.25802 | 1.21840 | 1.26400 | ||
| 395 | 2009.11.05 15:00 | close | 190 | 0.10 | 1.25886 | 1.21840 | 1.26400 | 684.33 | 458874.44 |
| 396 | 2009.11.05 15:00 | buy | 191 | 0.10 | 1.25927 | 1.21935 | 1.26495 | ||
| 397 | 2009.11.06 02:53 | t/p | 191 | 0.10 | 1.26498 | 1.21935 | 1.26495 | 4651.77 | 463526.21 |
| 398 | 2009.11.06 04:00 | buy | 192 | 0.10 | 1.26618 | 1.22615 | 1.27175 | ||
| 399 | 2009.11.25 03:40 | t/p | 192 | 0.10 | 1.27171 | 1.22615 | 1.27175 | 4505.13 | 468031.34 |
| 400 | 2009.11.25 05:03 | buy | 193 | 0.10 | 1.27055 | 1.23050 | 1.27610 | ||
| 401 | 2009.11.25 21:26 | t/p | 193 | 0.10 | 1.27608 | 1.23050 | 1.27610 | 4505.12 | 472536.46 |
| 402 | 2009.11.25 22:01 | buy | 194 | 0.10 | 1.27477 | 1.23520 | 1.28080 | ||
| 403 | 2009.11.27 17:59 | t/p | 194 | 0.10 | 1.28071 | 1.23520 | 1.28080 | 4839.14 | 477375.60 |
| 404 | 2009.11.30 03:00 | buy | 195 | 0.10 | 1.27776 | 1.23780 | 1.28340 | ||
| 405 | 2009.12.03 15:26 | t/p | 195 | 0.10 | 1.28348 | 1.23780 | 1.28340 | 4659.91 | 482035.51 |
| 406 | 2009.12.03 16:01 | buy | 196 | 0.10 | 1.28380 | 1.24380 | 1.28940 | ||
| 407 | 2009.12.10 02:01 | close | 196 | 0.10 | 1.25910 | 1.24380 | 1.28940 | -20122.35 | 461913.16 |
| 408 | 2009.12.10 02:02 | sell | 197 | 0.10 | 1.25953 | 1.29635 | 1.25395 | ||
| 409 | 2009.12.10 18:21 | t/p | 197 | 0.10 | 1.25399 | 1.29635 | 1.25395 | 4514.82 | 466427.98 |
| 410 | 2009.12.10 19:00 | sell | 198 | 0.10 | 1.25600 | 1.29635 | 1.25040 | ||
| 411 | 2009.12.16 13:00 | modify | 198 | 0.10 | 1.25600 | 1.25355 | 1.25040 | ||
| 412 | 2009.12.16 14:06 | t/p | 198 | 0.10 | 1.25050 | 1.25355 | 1.25040 | 4482.22 | 470910.20 |
| 413 | 2009.12.16 17:00 | sell | 199 | 0.10 | 1.24894 | 1.28905 | 1.24345 | ||
| 414 | 2009.12.29 21:10 | t/p | 199 | 0.10 | 1.24353 | 1.28905 | 1.24345 | 4408.88 | 475319.08 |
| 415 | 2009.12.29 22:00 | sell | 200 | 0.10 | 1.24425 | 1.28430 | 1.23870 | ||
| 416 | 2009.12.30 22:00 | modify | 200 | 0.10 | 1.24425 | 1.24165 | 1.23870 | ||
| 417 | 2009.12.30 22:55 | t/p | 200 | 0.10 | 1.23866 | 1.24165 | 1.23870 | 4555.57 | 479874.65 |
| 418 | 2009.12.31 01:00 | sell | 201 | 0.10 | 1.23669 | 1.27675 | 1.23115 | ||
| 419 | 2010.01.27 03:40 | s/l | 201 | 0.10 | 1.27681 | 1.27675 | 1.23115 | -32695.79 | 447178.86 |
| 420 | 2010.01.27 15:01 | sell | 202 | 0.10 | 1.26790 | 1.29635 | 1.26285 | ||
| 421 | 2010.01.29 10:24 | t/p | 202 | 0.10 | 1.26280 | 1.29635 | 1.26285 | 4156.25 | 451335.11 |
| 422 | 2010.01.29 12:00 | sell | 203 | 0.10 | 1.26370 | 1.29635 | 1.25815 | ||
| 423 | 2010.02.01 00:00 | t/p | 203 | 0.10 | 1.25814 | 1.29635 | 1.25815 | 4531.13 | 455866.24 |
| 424 | 2010.02.01 02:00 | sell | 204 | 0.10 | 1.25952 | 1.29635 | 1.25385 | ||
| 425 | 2010.02.02 05:30 | t/p | 204 | 0.10 | 1.25332 | 1.29635 | 1.25385 | 5052.69 | 460918.93 |
| 426 | 2010.02.02 07:01 | sell | 205 | 0.10 | 1.24622 | 1.28600 | 1.24040 | ||
| 427 | 2010.02.19 15:23 | s/l | 205 | 0.10 | 1.28602 | 1.28600 | 1.24040 | -32435.01 | 428483.92 |
| 428 | 2010.02.22 15:00 | sell | 206 | 0.10 | 1.28172 | 1.29635 | 1.27605 | ||
| 429 | 2010.03.02 11:17 | s/l | 206 | 0.10 | 1.29645 | 1.29635 | 1.27605 | -12004.22 | 416479.70 |
| 430 | 2010.03.05 17:00 | sell | 207 | 0.10 | 1.30698 | 1.31270 | 1.30145 | ||
| 431 | 2010.03.08 00:26 | t/p | 207 | 0.10 | 1.30149 | 1.31270 | 1.30145 | 4474.07 | 420953.77 |
| 432 | 2010.03.08 02:00 | sell | 208 | 0.10 | 1.30051 | 1.31270 | 1.29460 | ||
| 433 | 2010.03.10 08:00 | modify | 208 | 0.10 | 1.30051 | 1.29805 | 1.29460 | ||
| 434 | 2010.03.10 09:00 | s/l | 208 | 0.10 | 1.29803 | 1.29805 | 1.29460 | 2021.07 | 422974.84 |
| 435 | 2010.03.10 09:00 | sell | 209 | 0.10 | 1.29750 | 1.31270 | 1.29165 | ||
| 436 | 2010.03.16 18:25 | t/p | 209 | 0.10 | 1.29165 | 1.31270 | 1.29165 | 4767.46 | 427742.30 |
| 437 | 2010.03.16 19:00 | sell | 210 | 0.10 | 1.29302 | 1.31270 | 1.28745 | ||
| 438 | 2010.03.17 17:09 | t/p | 210 | 0.10 | 1.28749 | 1.31270 | 1.28745 | 4506.67 | 432248.97 |
| 439 | 2010.03.17 18:00 | sell | 211 | 0.10 | 1.28849 | 1.31270 | 1.28290 | ||
| 440 | 2010.03.26 12:47 | t/p | 211 | 0.10 | 1.28284 | 1.31270 | 1.28290 | 4604.47 | 436853.44 |
| 441 | 2010.03.26 13:00 | sell | 212 | 0.10 | 1.28393 | 1.31270 | 1.27830 | ||
| 442 | 2010.04.06 07:43 | s/l | 212 | 0.10 | 1.31263 | 1.31270 | 1.27830 | -23389.07 | 413464.37 |
| 443 | 2010.04.07 14:00 | sell | 213 | 0.10 | 1.31237 | 1.32360 | 1.30685 | ||
| 444 | 2010.04.09 11:19 | t/p | 213 | 0.10 | 1.30678 | 1.32360 | 1.30685 | 4555.57 | 418019.94 |
| 445 | 2010.04.09 13:00 | sell | 214 | 0.10 | 1.30649 | 1.32360 | 1.30085 | ||
| 446 | 2010.04.12 09:50 | t/p | 214 | 0.10 | 1.30081 | 1.32360 | 1.30085 | 4628.92 | 422648.86 |
| 447 | 2010.04.12 10:00 | sell | 215 | 0.10 | 1.30100 | 1.32360 | 1.29535 | ||
| 448 | 2010.04.13 07:40 | t/p | 215 | 0.10 | 1.29542 | 1.32360 | 1.29535 | 4547.42 | 427196.28 |
| 449 | 2010.04.13 08:00 | sell | 216 | 0.10 | 1.29458 | 1.32360 | 1.28905 | ||
| 450 | 2010.04.23 20:00 | close | 216 | 0.10 | 1.29487 | 1.32360 | 1.28905 | -236.34 | 426959.94 |