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 |
| 451 | 2010.04.23 22:00 | sell | 217 | 0.10 | 1.29298 | 1.32360 | 1.28745 | ||
| 452 | 2010.04.26 14:02 | t/p | 217 | 0.10 | 1.28737 | 1.32360 | 1.28745 | 4571.87 | 431531.81 |
| 453 | 2010.04.26 14:03 | sell | 218 | 0.10 | 1.28742 | 1.32360 | 1.28275 | ||
| 454 | 2010.04.26 18:27 | t/p | 218 | 0.10 | 1.28279 | 1.32360 | 1.28275 | 3773.22 | 435305.03 |
| 455 | 2010.04.26 22:00 | sell | 219 | 0.10 | 1.28221 | 1.32225 | 1.27665 | ||
| 456 | 2010.04.30 15:24 | t/p | 219 | 0.10 | 1.27668 | 1.32225 | 1.27665 | 4506.67 | 439811.70 |
| 457 | 2010.04.30 20:00 | sell | 220 | 0.10 | 1.27230 | 1.31235 | 1.26675 | ||
| 458 | 2010.05.03 00:32 | t/p | 220 | 0.10 | 1.26665 | 1.31235 | 1.26675 | 4604.47 | 444416.17 |
| 459 | 2010.05.03 02:01 | sell | 221 | 0.10 | 1.26878 | 1.30855 | 1.26295 | ||
| 460 | 2010.05.04 10:27 | t/p | 221 | 0.10 | 1.26287 | 1.30855 | 1.26295 | 4816.35 | 449232.52 |
| 461 | 2010.05.04 11:00 | sell | 222 | 0.10 | 1.26297 | 1.30290 | 1.25730 | ||
| 462 | 2010.05.06 01:02 | t/p | 222 | 0.10 | 1.25715 | 1.30290 | 1.25730 | 4743.01 | 453975.53 |
| 463 | 2010.05.06 03:00 | sell | 223 | 0.10 | 1.24878 | 1.28870 | 1.24310 | ||
| 464 | 2010.05.06 06:00 | close | 223 | 0.10 | 1.24870 | 1.28870 | 1.24310 | 65.19 | 454040.72 |
| 465 | 2010.05.06 06:00 | sell | 224 | 0.10 | 1.24860 | 1.28850 | 1.24290 | ||
| 466 | 2010.05.06 21:46 | t/p | 224 | 0.10 | 1.24268 | 1.28850 | 1.24290 | 4824.50 | 458865.22 |
| 467 | 2010.05.07 01:02 | sell | 225 | 0.10 | 1.24465 | 1.28430 | 1.23870 | ||
| 468 | 2010.05.20 05:00 | t/p | 225 | 0.10 | 1.23842 | 1.28430 | 1.23870 | 5077.14 | 463942.36 |
| 469 | 2010.05.20 07:00 | sell | 226 | 0.10 | 1.23210 | 1.27215 | 1.22655 | ||
| 470 | 2010.05.20 10:19 | t/p | 226 | 0.10 | 1.22652 | 1.27215 | 1.22655 | 4547.43 | 468489.79 |
| 471 | 2010.05.20 11:00 | sell | 227 | 0.10 | 1.22936 | 1.26945 | 1.22385 | ||
| 472 | 2010.05.21 00:14 | t/p | 227 | 0.10 | 1.22365 | 1.26945 | 1.22385 | 4653.36 | 473143.15 |
| 473 | 2010.05.21 09:03 | sell | 228 | 0.10 | 1.23027 | 1.27070 | 1.22510 | ||
| 474 | 2010.05.21 12:00 | close | 228 | 0.10 | 1.23017 | 1.27070 | 1.22510 | 81.50 | 473224.65 |
| 475 | 2010.05.24 03:00 | sell | 229 | 0.10 | 1.22575 | 1.26565 | 1.22005 | ||
| 476 | 2010.06.28 02:00 | close | 229 | 0.10 | 1.22567 | 1.26565 | 1.22005 | 65.19 | 473289.84 |
| 477 | 2010.06.29 14:00 | sell | 230 | 0.10 | 1.22952 | 1.26955 | 1.22395 | ||
| 478 | 2010.06.30 10:00 | close | 230 | 0.10 | 1.23200 | 1.26955 | 1.22395 | -2021.08 | 471268.76 |
| 479 | 2010.06.30 10:00 | buy | 231 | 0.10 | 1.23188 | 1.19195 | 1.23755 | ||
| 480 | 2010.06.30 15:00 | close | 231 | 0.10 | 1.23276 | 1.19195 | 1.23755 | 716.91 | 471985.67 |
| 481 | 2010.06.30 16:00 | buy | 232 | 0.10 | 1.23200 | 1.19180 | 1.23740 | ||
| 482 | 2010.07.08 08:26 | t/p | 232 | 0.10 | 1.23735 | 1.19180 | 1.23740 | 4358.48 | 476344.15 |
| 483 | 2010.07.08 09:00 | buy | 233 | 0.10 | 1.23865 | 1.19830 | 1.24390 | ||
| 484 | 2010.07.29 17:09 | t/p | 233 | 0.10 | 1.24393 | 1.19830 | 1.24390 | 4301.45 | 480645.60 |
| 485 | 2010.07.29 19:00 | buy | 234 | 0.10 | 1.24425 | 1.20435 | 1.24995 | ||
| 486 | 2010.07.30 07:00 | close | 234 | 0.10 | 1.24575 | 1.20435 | 1.24995 | 1222.00 | 481867.60 |
| 487 | 2010.07.30 07:01 | buy | 235 | 0.10 | 1.24624 | 1.20625 | 1.25185 | ||
| 488 | 2010.07.30 19:00 | close | 235 | 0.10 | 1.24669 | 1.20625 | 1.25185 | 366.60 | 482234.20 |
| 489 | 2010.07.30 19:01 | buy | 236 | 0.10 | 1.24760 | 1.20710 | 1.25270 | ||
| 490 | 2010.08.05 01:45 | t/p | 236 | 0.10 | 1.25302 | 1.20710 | 1.25270 | 4415.51 | 486649.71 |
| 491 | 2010.08.05 03:00 | buy | 237 | 0.10 | 1.25641 | 1.21650 | 1.26210 | ||
| 492 | 2010.08.10 08:42 | t/p | 237 | 0.10 | 1.26220 | 1.21650 | 1.26210 | 4716.94 | 491366.65 |
| 493 | 2010.08.10 09:00 | buy | 238 | 0.10 | 1.26263 | 1.22265 | 1.26825 | ||
| 494 | 2010.08.16 10:45 | t/p | 238 | 0.10 | 1.26829 | 1.22265 | 1.26825 | 4611.03 | 495977.68 |
| 495 | 2010.08.16 11:00 | buy | 239 | 0.10 | 1.26786 | 1.22795 | 1.27355 | ||
| 496 | 2010.08.31 11:00 | t/p | 239 | 0.10 | 1.27364 | 1.22795 | 1.27355 | 4708.79 | 500686.47 |
| 497 | 2010.08.31 12:00 | buy | 240 | 0.10 | 1.27182 | 1.23190 | 1.27750 | ||
| 498 | 2010.09.01 04:23 | t/p | 240 | 0.10 | 1.27741 | 1.23190 | 1.27750 | 4554.00 | 505240.47 |
| 499 | 2010.09.01 07:00 | buy | 241 | 0.10 | 1.27951 | 1.23985 | 1.28545 | ||
| 500 | 2010.09.01 16:00 | close | 241 | 0.10 | 1.27985 | 1.23985 | 1.28545 | 276.99 | 505517.46 |
| 501 | 2010.09.01 18:00 | buy | 242 | 0.10 | 1.27768 | 1.23775 | 1.28335 | ||
| 502 | 2010.09.15 21:49 | t/p | 242 | 0.10 | 1.28339 | 1.23775 | 1.28335 | 4651.76 | 510169.22 |
| 503 | 2010.09.15 22:00 | buy | 243 | 0.10 | 1.28402 | 1.24395 | 1.28955 | ||
| 504 | 2010.09.16 00:23 | t/p | 243 | 0.10 | 1.28946 | 1.24395 | 1.28955 | 4431.81 | 514601.03 |
| 505 | 2010.09.16 02:00 | buy | 244 | 0.10 | 1.29052 | 1.25060 | 1.29620 | ||
| 506 | 2010.09.17 11:00 | close | 244 | 0.10 | 1.29216 | 1.25060 | 1.29620 | 1336.06 | 515937.09 |
| 507 | 2010.09.17 11:00 | buy | 245 | 0.10 | 1.29256 | 1.25260 | 1.29820 | ||
| 508 | 2010.09.20 17:25 | t/p | 245 | 0.10 | 1.29835 | 1.25260 | 1.29820 | 4716.93 | 520654.02 |
| 509 | 2010.09.20 18:00 | buy | 246 | 0.10 | 1.29662 | 1.25650 | 1.30210 | ||
| 510 | 2010.09.21 18:00 | close | 246 | 0.10 | 1.29835 | 1.25650 | 1.30210 | 1409.37 | 522063.39 |
| 511 | 2010.09.21 18:00 | buy | 247 | 0.10 | 1.29889 | 1.25880 | 1.30440 | ||
| 512 | 2010.09.22 03:00 | close | 247 | 0.10 | 1.29928 | 1.25880 | 1.30440 | 317.72 | 522381.11 |
| 513 | 2010.09.22 03:00 | buy | 248 | 0.10 | 1.29975 | 1.25965 | 1.30525 | ||
| 514 | 2010.09.23 02:32 | t/p | 248 | 0.10 | 1.30515 | 1.25965 | 1.30525 | 4399.22 | 526780.33 |
| 515 | 2010.09.23 03:00 | buy | 249 | 0.10 | 1.30461 | 1.26445 | 1.31005 | ||
| 516 | 2010.09.29 09:15 | t/p | 249 | 0.10 | 1.31015 | 1.26445 | 1.31005 | 4513.27 | 531293.60 |
| 517 | 2010.09.29 11:00 | buy | 250 | 0.10 | 1.31397 | 1.27395 | 1.31955 | ||
| 518 | 2010.10.01 07:00 | close | 250 | 0.10 | 1.31371 | 1.27395 | 1.31955 | -211.81 | 531081.79 |
| 519 | 2010.10.01 07:03 | sell | 251 | 0.10 | 1.31339 | 1.32360 | 1.30805 | ||
| 520 | 2010.10.01 12:00 | close | 251 | 0.10 | 1.31446 | 1.32360 | 1.30805 | -872.00 | 530209.79 |
| 521 | 2010.10.01 17:00 | sell | 252 | 0.10 | 1.30905 | 1.32360 | 1.30285 | ||
| 522 | 2010.10.04 11:00 | modify | 252 | 0.10 | 1.30905 | 1.30665 | 1.30285 | ||
| 523 | 2010.10.04 17:30 | s/l | 252 | 0.10 | 1.30660 | 1.30665 | 1.30285 | 1996.63 | 532206.42 |
| 524 | 2010.10.04 18:00 | sell | 253 | 0.10 | 1.30491 | 1.32360 | 1.29925 | ||
| 525 | 2010.10.05 06:41 | t/p | 253 | 0.10 | 1.29915 | 1.32360 | 1.29925 | 4694.11 | 536900.53 |
| 526 | 2010.10.05 09:00 | sell | 254 | 0.10 | 1.29537 | 1.32360 | 1.28915 | ||
| 527 | 2010.10.05 12:00 | close | 254 | 0.10 | 1.29464 | 1.32360 | 1.28915 | 594.91 | 537495.44 |
| 528 | 2010.10.05 12:00 | sell | 255 | 0.10 | 1.29393 | 1.32360 | 1.28845 | ||
| 529 | 2010.10.29 12:17 | t/p | 255 | 0.10 | 1.28845 | 1.32360 | 1.28845 | 4465.92 | 541961.36 |
| 530 | 2010.10.29 14:00 | sell | 256 | 0.10 | 1.28655 | 1.32360 | 1.28089 | ||
| 531 | 2010.10.29 15:58 | t/p | 256 | 0.10 | 1.28073 | 1.32360 | 1.28089 | 4743.01 | 546704.37 |
| 532 | 2010.10.29 17:00 | sell | 257 | 0.10 | 1.28132 | 1.32126 | 1.27566 | ||
| 533 | 2010.11.04 01:30 | t/p | 257 | 0.10 | 1.27555 | 1.32126 | 1.27566 | 4702.26 | 551406.63 |
| 534 | 2010.11.04 02:03 | sell | 258 | 0.10 | 1.27695 | 1.31657 | 1.27097 | ||
| 535 | 2010.11.08 00:00 | close | 258 | 0.10 | 1.27931 | 1.31657 | 1.27097 | -1923.28 | 549483.35 |
| 536 | 2010.11.10 12:00 | sell | 259 | 0.10 | 1.28422 | 1.32360 | 1.27862 | ||
| 537 | 2010.11.11 02:41 | t/p | 259 | 0.10 | 1.27858 | 1.32360 | 1.27862 | 4596.32 | 554079.67 |
| 538 | 2010.11.11 05:00 | sell | 260 | 0.10 | 1.27882 | 1.31859 | 1.27299 | ||
| 539 | 2010.11.12 09:38 | t/p | 260 | 0.10 | 1.27298 | 1.31859 | 1.27299 | 4759.31 | 558838.98 |
| 540 | 2010.11.12 11:00 | sell | 261 | 0.10 | 1.27810 | 1.31776 | 1.27216 | ||
| 541 | 2010.11.15 00:03 | t/p | 261 | 0.10 | 1.27207 | 1.31776 | 1.27216 | 4914.15 | 563753.13 |
| 542 | 2010.11.15 02:00 | sell | 262 | 0.10 | 1.27539 | 1.31537 | 1.26977 | ||
| 543 | 2010.11.16 10:08 | t/p | 262 | 0.10 | 1.26966 | 1.31537 | 1.26977 | 4669.66 | 568422.79 |
| 544 | 2010.11.16 11:00 | sell | 263 | 0.10 | 1.26960 | 1.30963 | 1.26403 | ||
| 545 | 2010.11.22 00:00 | modify | 263 | 0.10 | 1.26960 | 1.26713 | 1.26403 | ||
| 546 | 2010.11.22 00:00 | s/l | 263 | 0.10 | 1.26715 | 1.26713 | 1.26403 | 1996.63 | 570419.42 |
| 547 | 2010.11.22 00:01 | sell | 264 | 0.10 | 1.26647 | 1.30597 | 1.26037 | ||
| 548 | 2010.12.08 11:19 | s/l | 264 | 0.10 | 1.30590 | 1.30597 | 1.26037 | -32133.48 | 538285.94 |
| 549 | 2010.12.10 10:00 | sell | 265 | 0.10 | 1.31241 | 1.32360 | 1.30682 | ||
| 550 | 2010.12.13 23:45 | s/l | 265 | 0.10 | 1.32388 | 1.32360 | 1.30682 | -9347.48 | 528938.46 |
| 551 | 2010.12.15 14:00 | sell | 266 | 0.10 | 1.32485 | 1.33040 | 1.31917 | ||
| 552 | 2010.12.15 15:16 | s/l | 266 | 0.10 | 1.33049 | 1.33040 | 1.31917 | -4596.32 | 524342.14 |
| 553 | 2010.12.17 13:03 | sell | 267 | 0.10 | 1.33519 | 1.34340 | 1.33006 | ||
| 554 | 2010.12.20 00:00 | s/l | 267 | 0.10 | 1.34344 | 1.34340 | 1.33006 | -6723.34 | 517618.80 |
| 555 | 2010.12.20 09:00 | sell | 268 | 0.10 | 1.33761 | 1.34407 | 1.33167 | ||
| 556 | 2010.12.21 09:00 | modify | 268 | 0.10 | 1.33761 | 1.33507 | 1.33167 | ||
| 557 | 2010.12.21 10:07 | s/l | 268 | 0.10 | 1.33519 | 1.33507 | 1.33167 | 1972.18 | 519590.98 |
| 558 | 2010.12.21 11:00 | sell | 269 | 0.10 | 1.33544 | 1.34407 | 1.32986 | ||
| 559 | 2010.12.22 05:09 | s/l | 269 | 0.10 | 1.34400 | 1.34407 | 1.32986 | -6975.97 | 512615.01 |
| 560 | 2010.12.23 17:00 | sell | 270 | 0.10 | 1.34316 | 1.35211 | 1.33714 | ||
| 561 | 2010.12.24 23:00 | close | 270 | 0.10 | 1.34353 | 1.35211 | 1.33714 | -301.53 | 512313.48 |
| 562 | 2010.12.27 11:00 | sell | 271 | 0.10 | 1.34081 | 1.35211 | 1.33510 | ||
| 563 | 2010.12.28 22:34 | t/p | 271 | 0.10 | 1.33514 | 1.35211 | 1.33510 | 4620.77 | 516934.25 |
| 564 | 2010.12.29 01:00 | sell | 272 | 0.10 | 1.33775 | 1.35211 | 1.33206 | ||
| 565 | 2010.12.29 03:14 | t/p | 272 | 0.10 | 1.33199 | 1.35211 | 1.33206 | 4694.11 | 521628.36 |
| 566 | 2010.12.29 07:01 | sell | 273 | 0.10 | 1.33235 | 1.35211 | 1.32652 | ||
| 567 | 2010.12.29 17:17 | t/p | 273 | 0.10 | 1.32635 | 1.35211 | 1.32652 | 4889.70 | 526518.06 |
| 568 | 2010.12.29 18:00 | sell | 274 | 0.10 | 1.32657 | 1.35211 | 1.32106 | ||
| 569 | 2010.12.30 12:17 | t/p | 274 | 0.10 | 1.32100 | 1.35211 | 1.32106 | 4539.27 | 531057.33 |
| 570 | 2010.12.30 14:00 | sell | 275 | 0.10 | 1.31807 | 1.35211 | 1.31254 | ||
| 571 | 2010.12.31 12:07 | t/p | 275 | 0.10 | 1.31262 | 1.35211 | 1.31254 | 4441.48 | 535498.81 |
| 572 | 2011.01.03 14:03 | sell | 276 | 0.10 | 1.31226 | 1.35211 | 1.30659 | ||
| 573 | 2011.01.04 11:00 | close | 276 | 0.10 | 1.31293 | 1.35211 | 1.30659 | -546.01 | 534952.80 |
| 574 | 2011.01.04 19:01 | sell | 277 | 0.10 | 1.30966 | 1.34926 | 1.30366 | ||
| 575 | 2011.01.10 14:00 | modify | 277 | 0.10 | 1.30966 | 1.30704 | 1.30366 | ||
| 576 | 2011.01.10 17:51 | t/p | 277 | 0.10 | 1.30362 | 1.30704 | 1.30366 | 4922.30 | 539875.10 |
| 577 | 2011.01.10 18:00 | sell | 278 | 0.10 | 1.30359 | 1.34360 | 1.29800 | ||
| 578 | 2011.01.11 03:25 | t/p | 278 | 0.10 | 1.29800 | 1.34360 | 1.29800 | 4555.57 | 544430.67 |
| 579 | 2011.01.11 05:00 | sell | 279 | 0.10 | 1.29666 | 1.33666 | 1.29106 | ||
| 580 | 2011.01.14 14:18 | t/p | 279 | 0.10 | 1.29101 | 1.33666 | 1.29106 | 4604.47 | 549035.14 |
| 581 | 2011.01.14 16:00 | sell | 280 | 0.10 | 1.28697 | 1.32698 | 1.28138 | ||
| 582 | 2011.01.27 15:09 | t/p | 280 | 0.10 | 1.28140 | 1.32698 | 1.28138 | 4539.27 | 553574.41 |
| 583 | 2011.01.27 16:01 | sell | 281 | 0.10 | 1.28232 | 1.32208 | 1.27648 | ||
| 584 | 2011.02.14 00:02 | s/l | 281 | 0.10 | 1.32211 | 1.32208 | 1.27648 | -32426.86 | 521147.55 |
| 585 | 2011.02.15 23:00 | sell | 282 | 0.10 | 1.32406 | 1.35211 | 1.31850 | ||
| 586 | 2011.02.25 12:00 | s/l | 282 | 0.10 | 1.35226 | 1.35211 | 1.31850 | -22981.59 | 498165.96 |
| 587 | 2011.02.28 03:00 | sell | 283 | 0.10 | 1.34811 | 1.35626 | 1.34256 | ||
| 588 | 2011.03.01 02:30 | s/l | 283 | 0.10 | 1.35632 | 1.35626 | 1.34256 | -6690.74 | 491475.22 |
| 589 | 2011.03.01 07:00 | sell | 284 | 0.10 | 1.35081 | 1.35690 | 1.34516 | ||
| 590 | 2011.03.01 11:12 | s/l | 284 | 0.10 | 1.35697 | 1.35690 | 1.34516 | -5020.09 | 486455.13 |
| 591 | 2011.03.07 20:00 | sell | 285 | 0.10 | 1.37189 | 1.37977 | 1.36633 | ||
| 592 | 2011.03.08 07:54 | t/p | 285 | 0.10 | 1.36617 | 1.37977 | 1.36633 | 4661.52 | 491116.65 |
| 593 | 2011.03.08 09:00 | sell | 286 | 0.10 | 1.36472 | 1.37977 | 1.35920 | ||
| 594 | 2011.03.09 05:00 | modify | 286 | 0.10 | 1.36472 | 1.36157 | 1.35920 | ||
| 595 | 2011.03.09 05:00 | s/l | 286 | 0.10 | 1.36159 | 1.36157 | 1.35920 | 2550.79 | 493667.44 |
| 596 | 2011.03.09 05:00 | sell | 287 | 0.10 | 1.36113 | 1.37977 | 1.35559 | ||
| 597 | 2011.03.11 16:27 | t/p | 287 | 0.10 | 1.35546 | 1.37977 | 1.35559 | 4620.76 | 498288.20 |
| 598 | 2011.03.11 17:00 | sell | 288 | 0.10 | 1.35735 | 1.37977 | 1.35176 | ||
| 599 | 2011.03.15 15:03 | t/p | 288 | 0.10 | 1.35183 | 1.37977 | 1.35176 | 4498.52 | 502786.72 |
| 600 | 2011.03.15 15:03 | sell | 289 | 0.10 | 1.35116 | 1.37977 | 1.34876 | ||