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 |
| 601 | 2011.03.16 18:12 | t/p | 289 | 0.10 | 1.34852 | 1.37977 | 1.34876 | 2151.47 | 504938.19 |
| 602 | 2011.03.16 19:00 | sell | 290 | 0.10 | 1.34890 | 1.37977 | 1.34339 | ||
| 603 | 2011.04.05 04:52 | t/p | 290 | 0.10 | 1.34342 | 1.37977 | 1.34339 | 4465.93 | 509404.12 |
| 604 | 2011.04.05 06:00 | sell | 291 | 0.10 | 1.34366 | 1.37977 | 1.33811 | ||
| 605 | 2011.04.06 17:10 | t/p | 291 | 0.10 | 1.33802 | 1.37977 | 1.33811 | 4596.32 | 514000.44 |
| 606 | 2011.04.06 18:00 | sell | 292 | 0.10 | 1.33864 | 1.37862 | 1.33302 | ||
| 607 | 2011.04.12 17:00 | modify | 292 | 0.10 | 1.33864 | 1.33613 | 1.33302 | ||
| 608 | 2011.04.12 17:34 | t/p | 292 | 0.10 | 1.33284 | 1.33613 | 1.33302 | 4726.71 | 518727.15 |
| 609 | 2011.04.12 18:00 | sell | 293 | 0.10 | 1.33321 | 1.37331 | 1.32771 | ||
| 610 | 2011.04.13 10:37 | t/p | 293 | 0.10 | 1.32760 | 1.37331 | 1.32771 | 4571.87 | 523299.02 |
| 611 | 2011.04.13 11:00 | sell | 294 | 0.10 | 1.32823 | 1.36826 | 1.32266 | ||
| 612 | 2011.04.15 10:48 | t/p | 294 | 0.10 | 1.32267 | 1.36826 | 1.32266 | 4531.12 | 527830.14 |
| 613 | 2011.04.15 11:00 | sell | 295 | 0.10 | 1.32294 | 1.36285 | 1.31725 | ||
| 614 | 2011.04.18 02:00 | close | 295 | 0.10 | 1.32568 | 1.36285 | 1.31725 | -2232.97 | 525597.17 |
| 615 | 2011.04.22 05:00 | sell | 296 | 0.10 | 1.34004 | 1.37977 | 1.33441 | ||
| 616 | 2011.04.27 04:28 | t/p | 296 | 0.10 | 1.33439 | 1.37977 | 1.33441 | 4604.47 | 530201.64 |
| 617 | 2011.04.29 16:00 | sell | 297 | 0.10 | 1.35759 | 1.37977 | 1.35197 | ||
| 618 | 2011.05.05 04:45 | t/p | 297 | 0.10 | 1.35194 | 1.37977 | 1.35197 | 4604.47 | 534806.11 |
| 619 | 2011.05.05 07:00 | sell | 298 | 0.10 | 1.35481 | 1.37977 | 1.34917 | ||
| 620 | 2011.05.05 22:20 | t/p | 298 | 0.10 | 1.34917 | 1.37977 | 1.34917 | 4596.32 | 539402.43 |
| 621 | 2011.05.05 23:00 | sell | 299 | 0.10 | 1.34872 | 1.37977 | 1.34360 | ||
| 622 | 2011.05.12 04:38 | t/p | 299 | 0.10 | 1.34363 | 1.37977 | 1.34360 | 4148.09 | 543550.52 |
| 623 | 2011.05.12 06:00 | sell | 300 | 0.10 | 1.34404 | 1.37977 | 1.33846 | ||
| 624 | 2011.05.12 18:22 | t/p | 300 | 0.10 | 1.33837 | 1.37977 | 1.33846 | 4620.77 | 548171.29 |
| 625 | 2011.05.12 20:00 | sell | 301 | 0.10 | 1.33847 | 1.37850 | 1.33290 | ||
| 626 | 2011.05.23 13:22 | t/p | 301 | 0.10 | 1.33278 | 1.37850 | 1.33290 | 4637.07 | 552808.36 |
| 627 | 2011.05.23 14:00 | sell | 302 | 0.10 | 1.33297 | 1.37301 | 1.32741 | ||
| 628 | 2011.05.24 06:05 | t/p | 302 | 0.10 | 1.32727 | 1.37301 | 1.32741 | 4645.21 | 557453.57 |
| 629 | 2011.05.24 09:00 | sell | 303 | 0.10 | 1.32510 | 1.36532 | 1.31972 | ||
| 630 | 2011.05.24 14:45 | t/p | 303 | 0.10 | 1.31969 | 1.36532 | 1.31972 | 4408.88 | 561862.45 |
| 631 | 2011.05.24 16:00 | sell | 304 | 0.10 | 1.32270 | 1.36266 | 1.31706 | ||
| 632 | 2011.05.25 17:28 | t/p | 304 | 0.10 | 1.31714 | 1.36266 | 1.31706 | 4531.13 | 566393.58 |
| 633 | 2011.05.25 19:00 | sell | 305 | 0.10 | 1.31683 | 1.35691 | 1.31131 | ||
| 634 | 2011.05.26 06:39 | t/p | 305 | 0.10 | 1.31132 | 1.35691 | 1.31131 | 4490.38 | 570883.96 |
| 635 | 2011.05.26 07:00 | sell | 306 | 0.10 | 1.31101 | 1.35103 | 1.30543 | ||
| 636 | 2011.05.27 06:01 | modify | 306 | 0.10 | 1.31101 | 1.30815 | 1.30543 | ||
| 637 | 2011.05.27 06:01 | s/l | 306 | 0.10 | 1.30830 | 1.30815 | 1.30543 | 2208.51 | 573092.47 |
| 638 | 2011.05.27 06:01 | sell | 307 | 0.10 | 1.30744 | 1.34788 | 1.30228 | ||
| 639 | 2011.05.30 02:51 | t/p | 307 | 0.10 | 1.30230 | 1.34788 | 1.30228 | 4188.84 | 577281.31 |
| 640 | 2011.05.30 04:00 | sell | 308 | 0.10 | 1.30392 | 1.34373 | 1.29813 | ||
| 641 | 2011.05.31 07:15 | t/p | 308 | 0.10 | 1.29806 | 1.34373 | 1.29813 | 4775.60 | 582056.91 |
| 642 | 2011.05.31 08:00 | sell | 309 | 0.10 | 1.29903 | 1.33903 | 1.29343 | ||
| 643 | 2011.05.31 23:10 | t/p | 309 | 0.10 | 1.29350 | 1.33903 | 1.29343 | 4506.67 | 586563.58 |
| 644 | 2011.06.01 04:00 | sell | 310 | 0.10 | 1.29893 | 1.33887 | 1.29327 | ||
| 645 | 2011.06.09 00:21 | t/p | 310 | 0.10 | 1.29328 | 1.33887 | 1.29327 | 4604.46 | 591168.04 |
| 646 | 2011.06.09 03:00 | sell | 311 | 0.10 | 1.29268 | 1.33266 | 1.28706 | ||
| 647 | 2011.06.09 04:35 | t/p | 311 | 0.10 | 1.28714 | 1.33266 | 1.28706 | 4514.83 | 595682.87 |
| 648 | 2011.06.09 09:00 | sell | 312 | 0.10 | 1.29345 | 1.33351 | 1.28791 | ||
| 649 | 2011.06.09 11:05 | t/p | 312 | 0.10 | 1.28789 | 1.33351 | 1.28791 | 4531.12 | 600213.99 |
| 650 | 2011.06.17 00:00 | sell | 313 | 0.10 | 1.31205 | 1.35106 | 1.30546 | ||
| 651 | 2011.06.17 21:30 | t/p | 313 | 0.10 | 1.30542 | 1.35106 | 1.30546 | 5403.12 | 605617.11 |
| 652 | 2011.06.17 22:01 | sell | 314 | 0.10 | 1.30647 | 1.34601 | 1.30041 | ||
| 653 | 2011.06.21 10:27 | t/p | 314 | 0.10 | 1.30031 | 1.34601 | 1.30041 | 5020.10 | 610637.21 |
| 654 | 2011.06.21 11:00 | sell | 315 | 0.10 | 1.30042 | 1.34034 | 1.29474 | ||
| 655 | 2011.06.23 04:00 | modify | 315 | 0.10 | 1.30042 | 1.29778 | 1.29474 | ||
| 656 | 2011.06.23 05:04 | t/p | 315 | 0.10 | 1.29464 | 1.29778 | 1.29474 | 4710.41 | 615347.62 |
| 657 | 2011.06.23 07:00 | sell | 316 | 0.10 | 1.29122 | 1.33117 | 1.28557 | ||
| 658 | 2011.07.08 17:41 | t/p | 316 | 0.10 | 1.28562 | 1.33117 | 1.28557 | 4563.72 | 619911.34 |
| 659 | 2011.07.08 19:00 | sell | 317 | 0.10 | 1.28676 | 1.32677 | 1.28117 | ||
| 660 | 2011.07.11 05:00 | modify | 317 | 0.10 | 1.28676 | 1.28409 | 1.28117 | ||
| 661 | 2011.07.11 06:24 | s/l | 317 | 0.10 | 1.28405 | 1.28409 | 1.28117 | 2208.51 | 622119.85 |
| 662 | 2011.07.11 07:00 | sell | 318 | 0.10 | 1.28328 | 1.32326 | 1.27766 | ||
| 663 | 2011.07.14 01:44 | t/p | 318 | 0.10 | 1.27702 | 1.32326 | 1.27766 | 5101.59 | 627221.44 |
| 664 | 2011.07.14 03:01 | sell | 319 | 0.10 | 1.27007 | 1.30976 | 1.26416 | ||
| 665 | 2011.07.15 17:50 | t/p | 319 | 0.10 | 1.26405 | 1.30976 | 1.26416 | 4906.00 | 632127.44 |
| 666 | 2011.07.15 19:00 | sell | 320 | 0.10 | 1.26276 | 1.30267 | 1.25707 | ||
| 667 | 2011.07.18 00:00 | t/p | 320 | 0.10 | 1.25610 | 1.30267 | 1.25707 | 5427.56 | 637555.00 |
| 668 | 2011.07.18 03:00 | sell | 321 | 0.10 | 1.25584 | 1.29596 | 1.25036 | ||
| 669 | 2011.07.19 16:12 | t/p | 321 | 0.10 | 1.25037 | 1.29596 | 1.25036 | 4457.78 | 642012.78 |
| 670 | 2011.07.19 18:00 | sell | 322 | 0.10 | 1.24986 | 1.28994 | 1.24434 | ||
| 671 | 2011.07.22 01:00 | close | 322 | 0.10 | 1.25593 | 1.28994 | 1.24434 | -4946.74 | 637066.04 |
| 672 | 2011.07.22 01:00 | buy | 323 | 0.10 | 1.25623 | 1.21591 | 1.26151 | ||
| 673 | 2011.07.22 04:33 | t/p | 323 | 0.10 | 1.26168 | 1.21591 | 1.26151 | 4439.96 | 641506.00 |
| 674 | 2011.07.22 06:03 | buy | 324 | 0.10 | 1.26007 | 1.22027 | 1.26587 | ||
| 675 | 2011.07.27 05:02 | t/p | 324 | 0.10 | 1.26592 | 1.22027 | 1.26587 | 4765.82 | 646271.82 |
| 676 | 2011.07.27 06:00 | buy | 325 | 0.10 | 1.26362 | 1.22354 | 1.26914 | ||
| 677 | 2011.08.19 19:46 | t/p | 325 | 0.10 | 1.26919 | 1.22354 | 1.26914 | 4537.71 | 650809.53 |
| 678 | 2011.08.19 21:00 | buy | 326 | 0.10 | 1.26940 | 1.22939 | 1.27499 | ||
| 679 | 2011.09.06 16:53 | t/p | 326 | 0.10 | 1.27496 | 1.22939 | 1.27499 | 4529.56 | 655339.09 |
| 680 | 2011.09.06 19:00 | buy | 327 | 0.10 | 1.27734 | 1.23729 | 1.28289 | ||
| 681 | 2011.09.07 09:21 | t/p | 327 | 0.10 | 1.28288 | 1.23729 | 1.28289 | 4513.27 | 659852.36 |
| 682 | 2011.09.07 10:00 | buy | 328 | 0.10 | 1.28172 | 1.24175 | 1.28735 | ||
| 683 | 2011.09.14 17:59 | s/l | 328 | 0.10 | 1.24168 | 1.24175 | 1.28735 | -32619.38 | 627232.98 |
| 684 | 2011.09.15 02:03 | buy | 329 | 0.10 | 1.25560 | 1.21472 | 1.26032 | ||
| 685 | 2011.09.22 03:05 | t/p | 329 | 0.10 | 1.26036 | 1.21472 | 1.26032 | 3877.83 | 631110.81 |
| 686 | 2011.09.22 04:01 | buy | 330 | 0.10 | 1.25878 | 1.21884 | 1.26444 | ||
| 687 | 2011.09.26 00:32 | t/p | 330 | 0.10 | 1.26447 | 1.21884 | 1.26444 | 4635.47 | 635746.28 |
| 688 | 2011.09.26 03:00 | buy | 331 | 0.10 | 1.26523 | 1.22505 | 1.27065 | ||
| 689 | 2011.09.30 01:29 | t/p | 331 | 0.10 | 1.27068 | 1.22505 | 1.27065 | 4439.96 | 640186.24 |
| 690 | 2011.09.30 02:02 | buy | 332 | 0.10 | 1.27018 | 1.23013 | 1.27573 | ||
| 691 | 2011.09.30 03:27 | t/p | 332 | 0.10 | 1.27597 | 1.23013 | 1.27573 | 4716.94 | 644903.18 |
| 692 | 2011.09.30 05:02 | buy | 333 | 0.10 | 1.27374 | 1.23405 | 1.27965 | ||
| 693 | 2011.10.13 03:29 | t/p | 333 | 0.10 | 1.28044 | 1.23405 | 1.27965 | 5458.28 | 650361.46 |
| 694 | 2011.10.13 05:00 | buy | 334 | 0.10 | 1.28231 | 1.24279 | 1.28839 | ||
| 695 | 2011.10.18 00:00 | close | 334 | 0.10 | 1.28266 | 1.24279 | 1.28839 | 285.13 | 650646.59 |
| 696 | 2011.10.18 05:01 | buy | 335 | 0.10 | 1.28599 | 1.24569 | 1.29129 | ||
| 697 | 2011.10.18 22:44 | t/p | 335 | 0.10 | 1.29135 | 1.24569 | 1.29129 | 4366.63 | 655013.22 |
| 698 | 2011.10.19 00:02 | buy | 336 | 0.10 | 1.28943 | 1.24963 | 1.29523 | ||
| 699 | 2011.10.24 20:12 | t/p | 336 | 0.10 | 1.29529 | 1.24963 | 1.29523 | 4773.96 | 659787.18 |
| 700 | 2011.10.24 22:00 | buy | 337 | 0.10 | 1.29618 | 1.25608 | 1.30168 | ||
| 701 | 2011.10.25 00:46 | t/p | 337 | 0.10 | 1.30184 | 1.25608 | 1.30168 | 4611.03 | 664398.21 |
| 702 | 2011.10.25 03:00 | buy | 338 | 0.10 | 1.30008 | 1.25943 | 1.30503 | ||
| 703 | 2011.10.25 12:10 | t/p | 338 | 0.10 | 1.30495 | 1.25943 | 1.30503 | 3967.45 | 668365.66 |
| 704 | 2011.10.26 21:00 | buy | 339 | 0.10 | 1.30589 | 1.26593 | 1.31153 | ||
| 705 | 2011.11.03 00:45 | t/p | 339 | 0.10 | 1.31275 | 1.26593 | 1.31153 | 5588.63 | 673954.29 |
| 706 | 2011.11.03 02:00 | buy | 340 | 0.10 | 1.31109 | 1.27115 | 1.31675 | ||
| 707 | 2011.11.15 02:50 | t/p | 340 | 0.10 | 1.31673 | 1.27115 | 1.31675 | 4594.74 | 678549.03 |
| 708 | 2011.11.15 04:00 | buy | 341 | 0.10 | 1.31557 | 1.27515 | 1.32075 | ||
| 709 | 2011.11.15 16:05 | t/p | 341 | 0.10 | 1.32070 | 1.27515 | 1.32075 | 4179.26 | 682728.29 |
| 710 | 2011.11.15 17:00 | buy | 342 | 0.10 | 1.32003 | 1.27994 | 1.32554 | ||
| 711 | 2011.11.18 17:48 | t/p | 342 | 0.10 | 1.32553 | 1.27994 | 1.32554 | 4480.69 | 687208.98 |
| 712 | 2011.11.18 19:00 | buy | 343 | 0.10 | 1.32522 | 1.28519 | 1.33079 | ||
| 713 | 2011.12.14 19:00 | close | 343 | 0.10 | 1.31923 | 1.28519 | 1.33079 | -4879.88 | 682329.10 |
| 714 | 2011.12.14 19:00 | sell | 344 | 0.10 | 1.31916 | 1.32805 | 1.31119 | ||
| 715 | 2011.12.16 04:00 | modify | 344 | 0.10 | 1.31916 | 1.31603 | 1.31119 | ||
| 716 | 2011.12.16 11:28 | s/l | 344 | 0.10 | 1.31614 | 1.31603 | 1.31119 | 2461.15 | 684790.25 |
| 717 | 2011.12.16 12:00 | sell | 345 | 0.10 | 1.31503 | 1.32404 | 1.30704 | ||
| 718 | 2011.12.16 18:00 | modify | 345 | 0.10 | 1.31503 | 1.31165 | 1.30704 | ||
| 719 | 2011.12.16 23:24 | s/l | 345 | 0.10 | 1.31176 | 1.31165 | 1.30704 | 2664.89 | 687455.14 |
| 720 | 2011.12.20 07:00 | sell | 346 | 0.10 | 1.30752 | 1.34740 | 1.30180 | ||
| 721 | 2012.01.09 11:28 | t/p | 346 | 0.10 | 1.30175 | 1.34740 | 1.30180 | 4702.26 | 692157.40 |
| 722 | 2012.01.09 12:00 | sell | 347 | 0.10 | 1.30222 | 1.34229 | 1.29669 | ||
| 723 | 2012.01.10 06:00 | modify | 347 | 0.10 | 1.30222 | 1.29960 | 1.29669 | ||
| 724 | 2012.01.10 08:08 | s/l | 347 | 0.10 | 1.29966 | 1.29960 | 1.29669 | 2086.27 | 694243.67 |
| 725 | 2012.01.10 09:00 | sell | 348 | 0.10 | 1.29919 | 1.33916 | 1.29356 | ||
| 726 | 2012.01.11 22:00 | modify | 348 | 0.10 | 1.29919 | 1.29662 | 1.29356 | ||
| 727 | 2012.01.11 22:27 | t/p | 348 | 0.10 | 1.29355 | 1.29662 | 1.29356 | 4596.32 | 698839.99 |
| 728 | 2012.01.11 23:00 | sell | 349 | 0.10 | 1.29284 | 1.33262 | 1.28702 | ||
| 729 | 2012.01.18 18:00 | modify | 349 | 0.10 | 1.29284 | 1.29020 | 1.28702 | ||
| 730 | 2012.01.18 18:33 | s/l | 349 | 0.10 | 1.29029 | 1.29020 | 1.28702 | 2078.12 | 700918.11 |
| 731 | 2012.01.18 19:00 | sell | 350 | 0.10 | 1.28977 | 1.32985 | 1.28425 | ||
| 732 | 2012.01.31 18:30 | t/p | 350 | 0.10 | 1.28428 | 1.32985 | 1.28425 | 4474.07 | 705392.18 |
| 733 | 2012.01.31 19:00 | sell | 351 | 0.10 | 1.28512 | 1.32507 | 1.27947 | ||
| 734 | 2012.02.15 13:00 | modify | 351 | 0.10 | 1.28512 | 1.28248 | 1.27947 | ||
| 735 | 2012.02.15 15:22 | t/p | 351 | 0.10 | 1.27939 | 1.28248 | 1.27947 | 4669.66 | 710061.84 |
| 736 | 2012.02.17 09:00 | sell | 352 | 0.10 | 1.28656 | 1.32661 | 1.28101 | ||
| 737 | 2012.02.20 07:00 | modify | 352 | 0.10 | 1.28656 | 1.28364 | 1.28101 | ||
| 738 | 2012.02.20 09:31 | t/p | 352 | 0.10 | 1.28109 | 1.28364 | 1.28101 | 4457.77 | 714519.61 |
| 739 | 2012.02.20 10:00 | sell | 353 | 0.10 | 1.28113 | 1.32121 | 1.27561 | ||
| 740 | 2012.02.27 16:00 | close | 353 | 0.10 | 1.28082 | 1.32121 | 1.27561 | 252.63 | 714772.24 |
| 741 | 2012.02.27 16:00 | buy | 354 | 0.10 | 1.28078 | 1.27657 | 1.28893 | ||
| 742 | 2012.02.28 19:00 | modify | 354 | 0.10 | 1.28078 | 1.28318 | 1.28893 | ||
| 743 | 2012.02.29 02:41 | s/l | 354 | 0.10 | 1.28316 | 1.28318 | 1.28893 | 1938.92 | 716711.16 |
| 744 | 2012.02.29 03:00 | buy | 355 | 0.10 | 1.28385 | 1.27648 | 1.29186 | ||
| 745 | 2012.03.01 12:00 | modify | 355 | 0.10 | 1.28385 | 1.28642 | 1.29186 | ||
| 746 | 2012.03.01 18:00 | s/l | 355 | 0.10 | 1.28633 | 1.28642 | 1.29186 | 2020.38 | 718731.54 |
| 747 | 2012.03.01 18:00 | buy | 356 | 0.10 | 1.28683 | 1.27798 | 1.29498 | ||
| 748 | 2012.03.02 14:00 | modify | 356 | 0.10 | 1.28683 | 1.28950 | 1.29498 | ||
| 749 | 2012.03.02 16:46 | s/l | 356 | 0.10 | 1.28951 | 1.28950 | 1.29498 | 2183.31 | 720914.85 |
| 750 | 2012.03.06 22:00 | sell | 357 | 0.10 | 1.29796 | 1.33790 | 1.29230 | ||