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 |
| 751 | 2012.03.07 05:28 | t/p | 357 | 0.10 | 1.29233 | 1.33790 | 1.29230 | 4588.17 | 725503.02 |
| 752 | 2012.03.07 06:00 | sell | 358 | 0.10 | 1.29200 | 1.33192 | 1.28632 | ||
| 753 | 2012.03.09 20:32 | t/p | 358 | 0.10 | 1.28640 | 1.33192 | 1.28632 | 4563.72 | 730066.74 |
| 754 | 2012.03.09 22:00 | sell | 359 | 0.10 | 1.28694 | 1.32685 | 1.28125 | ||
| 755 | 2012.03.13 07:00 | modify | 359 | 0.10 | 1.28694 | 1.28451 | 1.28125 | ||
| 756 | 2012.03.13 14:01 | t/p | 359 | 0.10 | 1.28117 | 1.28451 | 1.28125 | 4702.26 | 734769.00 |
| 757 | 2012.03.13 14:02 | sell | 360 | 0.10 | 1.28109 | 1.32156 | 1.27596 | ||
| 758 | 2012.03.19 12:00 | close | 360 | 0.10 | 1.28491 | 1.32156 | 1.27596 | -3113.10 | 731655.90 |
| 759 | 2012.03.19 12:00 | buy | 361 | 0.10 | 1.28481 | 1.24484 | 1.29044 | ||
| 760 | 2012.05.15 15:12 | t/p | 361 | 0.10 | 1.29040 | 1.24484 | 1.29044 | 4554.01 | 736209.91 |
| 761 | 2012.05.15 16:00 | buy | 362 | 0.10 | 1.28919 | 1.24932 | 1.29492 | ||
| 762 | 2012.05.16 06:34 | t/p | 362 | 0.10 | 1.29499 | 1.24932 | 1.29492 | 4725.08 | 740934.99 |
| 763 | 2012.05.16 07:00 | buy | 363 | 0.10 | 1.29477 | 1.25471 | 1.30031 | ||
| 764 | 2012.05.18 10:41 | t/p | 363 | 0.10 | 1.30037 | 1.25471 | 1.30031 | 4562.15 | 745497.14 |
| 765 | 2012.05.18 12:00 | buy | 364 | 0.10 | 1.29938 | 1.25941 | 1.30501 | ||
| 766 | 2012.07.25 01:25 | t/p | 364 | 0.10 | 1.30502 | 1.25941 | 1.30501 | 4594.74 | 750091.88 |
| 767 | 2012.07.25 03:00 | buy | 365 | 0.10 | 1.30605 | 1.26599 | 1.31159 | ||
| 768 | 2012.08.01 02:00 | close | 365 | 0.10 | 1.29681 | 1.26599 | 1.31159 | -7527.55 | 742564.33 |
| 769 | 2012.08.01 02:00 | sell | 366 | 0.10 | 1.29711 | 1.33691 | 1.29131 | ||
| 770 | 2012.08.02 19:00 | modify | 366 | 0.10 | 1.29711 | 1.29439 | 1.29131 | ||
| 771 | 2012.08.02 23:36 | t/p | 366 | 0.10 | 1.29139 | 1.29439 | 1.29131 | 4661.51 | 747225.84 |
| 772 | 2012.08.03 01:00 | sell | 367 | 0.10 | 1.29172 | 1.33164 | 1.28604 | ||
| 773 | 2012.08.07 05:00 | modify | 367 | 0.10 | 1.29172 | 1.28927 | 1.28604 | ||
| 774 | 2012.08.07 07:29 | s/l | 367 | 0.10 | 1.28927 | 1.28927 | 1.28604 | 1996.62 | 749222.46 |
| 775 | 2012.08.07 10:00 | sell | 368 | 0.10 | 1.28788 | 1.32791 | 1.28231 | ||
| 776 | 2012.08.23 15:00 | modify | 368 | 0.10 | 1.28788 | 1.28501 | 1.28231 | ||
| 777 | 2012.08.24 00:00 | s/l | 368 | 0.10 | 1.28508 | 1.28501 | 1.28231 | 2281.86 | 751504.32 |
| 778 | 2012.08.27 03:00 | buy | 369 | 0.10 | 1.28379 | 1.24373 | 1.28933 | ||
| 779 | 2012.08.28 19:28 | t/p | 369 | 0.10 | 1.28932 | 1.24373 | 1.28933 | 4505.12 | 756009.44 |
| 780 | 2012.08.28 20:00 | buy | 370 | 0.10 | 1.29006 | 1.25006 | 1.29566 | ||
| 781 | 2012.09.10 01:01 | close | 370 | 0.10 | 1.27976 | 1.25006 | 1.29566 | -8391.10 | 747618.34 |
| 782 | 2012.09.10 01:01 | sell | 371 | 0.10 | 1.27976 | 1.31894 | 1.27334 | ||
| 783 | 2012.09.13 00:00 | t/p | 371 | 0.10 | 1.27256 | 1.31894 | 1.27334 | 5867.64 | 753485.98 |
| 784 | 2012.09.13 00:00 | sell | 372 | 0.10 | 1.27215 | 1.31220 | 1.26660 | ||
| 785 | 2012.09.13 19:43 | t/p | 372 | 0.10 | 1.26653 | 1.31220 | 1.26660 | 4580.02 | 758066.00 |
| 786 | 2012.09.13 20:00 | sell | 373 | 0.10 | 1.26794 | 1.30796 | 1.26236 | ||
| 787 | 2012.09.18 10:11 | t/p | 373 | 0.10 | 1.26244 | 1.30796 | 1.26236 | 4482.22 | 762548.22 |
| 788 | 2012.09.18 11:00 | sell | 374 | 0.10 | 1.26214 | 1.30214 | 1.25654 | ||
| 789 | 2012.09.26 21:57 | t/p | 374 | 0.10 | 1.25645 | 1.30214 | 1.25654 | 4637.06 | 767185.28 |
| 790 | 2012.09.26 22:00 | sell | 375 | 0.10 | 1.25664 | 1.29662 | 1.25102 | ||
| 791 | 2012.09.28 20:08 | t/p | 375 | 0.10 | 1.25103 | 1.29662 | 1.25102 | 4571.87 | 771757.15 |
| 792 | 2012.09.28 22:00 | sell | 376 | 0.10 | 1.25222 | 1.29214 | 1.24654 | ||
| 793 | 2012.10.01 18:00 | close | 376 | 0.10 | 1.25205 | 1.29214 | 1.24654 | 138.54 | 771895.69 |
| 794 | 2012.10.02 03:00 | sell | 377 | 0.10 | 1.25023 | 1.29033 | 1.24473 | ||
| 795 | 2012.10.02 07:39 | t/p | 377 | 0.10 | 1.24476 | 1.29033 | 1.24473 | 4457.78 | 776353.47 |
| 796 | 2012.10.05 06:00 | sell | 378 | 0.10 | 1.24537 | 1.28531 | 1.23971 | ||
| 797 | 2012.10.08 11:00 | close | 378 | 0.10 | 1.24555 | 1.28531 | 1.23971 | -146.69 | 776206.78 |
| 798 | 2012.10.08 11:00 | buy | 379 | 0.10 | 1.24553 | 1.23139 | 1.25111 | ||
| 799 | 2012.10.10 04:20 | t/p | 379 | 0.10 | 1.25106 | 1.23139 | 1.25111 | 4505.12 | 780711.90 |
| 800 | 2012.10.10 05:00 | buy | 380 | 0.10 | 1.25154 | 1.23141 | 1.25713 | ||
| 801 | 2012.10.11 03:42 | t/p | 380 | 0.10 | 1.25722 | 1.23141 | 1.25713 | 4627.33 | 785339.23 |
| 802 | 2012.10.11 05:00 | buy | 381 | 0.10 | 1.25664 | 1.23146 | 1.26231 | ||
| 803 | 2012.10.16 14:25 | t/p | 381 | 0.10 | 1.26237 | 1.23146 | 1.26231 | 4668.06 | 790007.29 |
| 804 | 2012.10.16 15:00 | buy | 382 | 0.10 | 1.26117 | 1.23134 | 1.26683 | ||
| 805 | 2012.10.18 23:37 | t/p | 382 | 0.10 | 1.26685 | 1.23134 | 1.26683 | 4627.33 | 794634.62 |
| 806 | 2012.10.19 00:00 | buy | 383 | 0.10 | 1.26669 | 1.23154 | 1.27232 | ||
| 807 | 2012.11.08 00:01 | t/p | 383 | 0.10 | 1.27236 | 1.23154 | 1.27232 | 4619.18 | 799253.80 |
| 808 | 2012.11.08 01:00 | buy | 384 | 0.10 | 1.27027 | 1.23157 | 1.27579 | ||
| 809 | 2012.11.08 17:06 | t/p | 384 | 0.10 | 1.27590 | 1.23157 | 1.27579 | 4586.59 | 803840.39 |
| 810 | 2012.11.08 18:00 | buy | 385 | 0.10 | 1.27617 | 1.23617 | 1.28177 | ||
| 811 | 2012.11.14 14:43 | t/p | 385 | 0.10 | 1.28176 | 1.23617 | 1.28177 | 4554.01 | 808394.40 |
| 812 | 2012.11.14 15:00 | buy | 386 | 0.10 | 1.28194 | 1.24195 | 1.28755 | ||
| 813 | 2013.01.31 12:15 | s/l | 386 | 0.10 | 1.24200 | 1.24195 | 1.28755 | -32537.92 | 775856.48 |
| 814 | 2013.02.04 22:00 | buy | 387 | 0.10 | 1.23700 | 1.22788 | 1.24254 | ||
| 815 | 2013.02.06 02:30 | s/l | 387 | 0.10 | 1.22782 | 1.22788 | 1.24254 | -7478.67 | 768377.81 |
| 816 | 2013.02.07 04:00 | buy | 388 | 0.10 | 1.23214 | 1.22159 | 1.23775 | ||
| 817 | 2013.02.07 17:27 | t/p | 388 | 0.10 | 1.23778 | 1.22159 | 1.23775 | 4594.74 | 772972.55 |
| 818 | 2013.02.07 19:00 | buy | 389 | 0.10 | 1.23881 | 1.22162 | 1.24439 | ||
| 819 | 2013.02.14 02:16 | s/l | 389 | 0.10 | 1.22156 | 1.22162 | 1.24439 | -14053.05 | 758919.50 |
| 820 | 2013.02.15 22:00 | buy | 390 | 0.10 | 1.21946 | 1.21408 | 1.22510 | ||
| 821 | 2013.02.19 04:03 | t/p | 390 | 0.10 | 1.22520 | 1.21408 | 1.22510 | 4676.20 | 763595.70 |
| 822 | 2013.02.19 05:00 | buy | 391 | 0.10 | 1.22554 | 1.21411 | 1.23110 | ||
| 823 | 2013.02.20 05:04 | t/p | 391 | 0.10 | 1.23111 | 1.21411 | 1.23110 | 4537.71 | 768133.41 |
| 824 | 2013.02.20 06:00 | buy | 392 | 0.10 | 1.23162 | 1.21395 | 1.23721 | ||
| 825 | 2013.02.26 14:22 | t/p | 392 | 0.10 | 1.23726 | 1.21395 | 1.23721 | 4594.73 | 772728.14 |
| 826 | 2013.02.26 15:00 | buy | 393 | 0.10 | 1.23734 | 1.21396 | 1.24298 | ||
| 827 | 2013.03.08 16:35 | t/p | 393 | 0.10 | 1.24306 | 1.21396 | 1.24298 | 4659.91 | 777388.05 |
| 828 | 2013.03.08 18:00 | buy | 394 | 0.10 | 1.24705 | 1.21399 | 1.25258 | ||
| 829 | 2013.03.13 01:50 | t/p | 394 | 0.10 | 1.25256 | 1.21399 | 1.25258 | 4488.84 | 781876.89 |
| 830 | 2013.03.13 03:00 | buy | 395 | 0.10 | 1.25229 | 1.21408 | 1.25791 | ||
| 831 | 2013.03.13 23:26 | t/p | 395 | 0.10 | 1.25805 | 1.21408 | 1.25791 | 4692.50 | 786569.39 |
| 832 | 2013.03.14 01:00 | buy | 396 | 0.10 | 1.25775 | 1.21780 | 1.26340 | ||
| 833 | 2013.03.14 03:30 | t/p | 396 | 0.10 | 1.26358 | 1.21780 | 1.26340 | 4749.53 | 791318.92 |
| 834 | 2013.03.14 05:00 | buy | 397 | 0.10 | 1.26655 | 1.22663 | 1.27223 | ||
| 835 | 2013.04.11 00:52 | s/l | 397 | 0.10 | 1.22663 | 1.22663 | 1.27223 | -32521.63 | 758797.29 |
| 836 | 2013.04.12 12:00 | buy | 398 | 0.10 | 1.22550 | 1.21405 | 1.23106 | ||
| 837 | 2013.04.16 00:00 | close | 398 | 0.10 | 1.22655 | 1.21405 | 1.23106 | 855.40 | 759652.69 |
| 838 | 2013.04.18 15:00 | buy | 399 | 0.10 | 1.22270 | 1.21405 | 1.22840 | ||
| 839 | 2013.04.24 00:02 | s/l | 399 | 0.10 | 1.21402 | 1.21405 | 1.22840 | -7071.34 | 752581.35 |
| 840 | 2013.04.24 00:03 | buy | 400 | 0.10 | 1.21501 | 1.21334 | 1.22504 | ||
| 841 | 2013.04.24 05:00 | close | 400 | 0.10 | 1.21520 | 1.21334 | 1.22504 | 154.78 | 752736.13 |
| 842 | 2013.04.26 21:00 | buy | 401 | 0.10 | 1.21184 | 1.20504 | 1.21746 | ||
| 843 | 2013.05.03 00:04 | s/l | 401 | 0.10 | 1.20510 | 1.20504 | 1.21746 | -5490.87 | 747245.26 |
| 844 | 2013.05.03 17:00 | buy | 402 | 0.10 | 1.20778 | 1.20261 | 1.21318 | ||
| 845 | 2013.05.06 04:30 | s/l | 402 | 0.10 | 1.20103 | 1.20261 | 1.21318 | -5499.02 | 741746.24 |
| 846 | 2013.05.07 17:00 | buy | 403 | 0.10 | 1.20356 | 1.19534 | 1.20912 | ||
| 847 | 2013.05.08 04:12 | t/p | 403 | 0.10 | 1.20923 | 1.19534 | 1.20912 | 4619.17 | 746365.41 |
| 848 | 2013.05.08 06:00 | buy | 404 | 0.10 | 1.21197 | 1.19544 | 1.21753 | ||
| 849 | 2013.05.23 18:41 | s/l | 404 | 0.10 | 1.19536 | 1.19544 | 1.21753 | -13531.67 | 732833.74 |
| 850 | 2013.05.28 11:00 | buy | 405 | 0.10 | 1.19295 | 1.18860 | 1.19846 | ||
| 851 | 2013.05.29 00:01 | s/l | 405 | 0.10 | 1.18846 | 1.18860 | 1.19846 | -3657.87 | 729175.87 |
| 852 | 2013.05.30 02:00 | buy | 406 | 0.10 | 1.18967 | 1.18183 | 1.19530 | ||
| 853 | 2013.05.30 14:26 | t/p | 406 | 0.10 | 1.19521 | 1.18183 | 1.19530 | 4513.27 | 733689.14 |
| 854 | 2013.05.30 16:00 | buy | 407 | 0.10 | 1.19702 | 1.18175 | 1.20257 | ||
| 855 | 2013.05.31 17:44 | t/p | 407 | 0.10 | 1.20260 | 1.18175 | 1.20257 | 4545.86 | 738235.00 |
| 856 | 2013.05.31 18:00 | buy | 408 | 0.10 | 1.20250 | 1.18157 | 1.20801 | ||
| 857 | 2013.06.03 04:36 | t/p | 408 | 0.10 | 1.20795 | 1.18157 | 1.20801 | 4439.95 | 742674.95 |
| 858 | 2013.06.03 06:00 | buy | 409 | 0.10 | 1.20901 | 1.18167 | 1.21469 | ||
| 859 | 2013.06.19 21:27 | s/l | 409 | 0.10 | 1.18141 | 1.18167 | 1.21469 | -22484.90 | 720190.05 |
| 860 | 2013.06.20 19:00 | buy | 410 | 0.10 | 1.18935 | 1.17450 | 1.19489 | ||
| 861 | 2013.06.24 17:49 | t/p | 410 | 0.10 | 1.19490 | 1.17450 | 1.19489 | 4521.42 | 724711.47 |
| 862 | 2013.06.24 19:00 | buy | 411 | 0.10 | 1.19521 | 1.17453 | 1.20088 | ||
| 863 | 2013.07.03 06:07 | s/l | 411 | 0.10 | 1.17450 | 1.17453 | 1.20088 | -16871.81 | 707839.66 |
| 864 | 2013.07.05 08:00 | buy | 412 | 0.10 | 1.16960 | 1.16499 | 1.17514 | ||
| 865 | 2013.07.05 17:24 | t/p | 412 | 0.10 | 1.17519 | 1.16499 | 1.17514 | 4554.01 | 712393.67 |
| 866 | 2013.07.05 19:00 | buy | 413 | 0.10 | 1.17662 | 1.16492 | 1.18218 | ||
| 867 | 2013.07.09 17:28 | s/l | 413 | 0.10 | 1.16482 | 1.16492 | 1.18218 | -9613.11 | 702780.56 |
| 868 | 2013.07.10 02:00 | buy | 414 | 0.10 | 1.16990 | 1.16464 | 1.17551 | ||
| 869 | 2013.07.11 04:34 | s/l | 414 | 0.10 | 1.16455 | 1.16464 | 1.17551 | -4358.48 | 698422.08 |
| 870 | 2013.07.11 12:00 | buy | 415 | 0.10 | 1.17017 | 1.16368 | 1.17573 | ||
| 871 | 2013.07.12 12:43 | s/l | 415 | 0.10 | 1.16370 | 1.16368 | 1.17573 | -5270.91 | 693151.17 |
| 872 | 2013.07.15 14:00 | buy | 416 | 0.10 | 1.16823 | 1.15843 | 1.17383 | ||
| 873 | 2013.07.19 09:49 | s/l | 416 | 0.10 | 1.15826 | 1.15843 | 1.17383 | -8122.26 | 685028.91 |
| 874 | 2013.07.22 03:00 | buy | 417 | 0.10 | 1.16207 | 1.15413 | 1.16764 | ||
| 875 | 2013.07.24 22:21 | s/l | 417 | 0.10 | 1.15411 | 1.15413 | 1.16764 | -6484.78 | 678544.13 |
| 876 | 2013.07.26 13:00 | buy | 418 | 0.10 | 1.14698 | 1.13943 | 1.15265 | ||
| 877 | 2013.07.30 06:04 | s/l | 418 | 0.10 | 1.13886 | 1.13943 | 1.15265 | -6615.12 | 671929.01 |
| 878 | 2013.08.01 13:00 | buy | 419 | 0.10 | 1.13024 | 1.11945 | 1.13581 | ||
| 879 | 2013.08.02 17:25 | t/p | 419 | 0.10 | 1.13592 | 1.11945 | 1.13581 | 4627.33 | 676556.34 |
| 880 | 2013.08.02 19:00 | buy | 420 | 0.10 | 1.13821 | 1.11956 | 1.14376 | ||
| 881 | 2013.08.05 00:02 | t/p | 420 | 0.10 | 1.14976 | 1.11956 | 1.14376 | 9409.44 | 685965.78 |
| 882 | 2013.08.05 01:00 | buy | 421 | 0.10 | 1.14699 | 1.11947 | 1.15254 | ||
| 883 | 2013.08.22 16:24 | t/p | 421 | 0.10 | 1.15256 | 1.11947 | 1.15254 | 4537.72 | 690503.50 |
| 884 | 2013.08.22 19:00 | buy | 422 | 0.10 | 1.15195 | 1.11955 | 1.15754 | ||
| 885 | 2013.08.23 16:51 | t/p | 422 | 0.10 | 1.15764 | 1.11955 | 1.15754 | 4635.47 | 695138.97 |
| 886 | 2013.08.23 17:00 | buy | 423 | 0.10 | 1.15789 | 1.11945 | 1.16198 | ||
| 887 | 2013.09.03 18:20 | t/p | 423 | 0.10 | 1.16205 | 1.11945 | 1.16198 | 3389.02 | 698527.99 |
| 888 | 2013.09.03 19:00 | buy | 424 | 0.10 | 1.16285 | 1.12294 | 1.16854 | ||
| 889 | 2013.09.20 17:21 | s/l | 424 | 0.10 | 1.12284 | 1.12294 | 1.16854 | -32594.95 | 665933.04 |
| 890 | 2013.09.23 08:00 | buy | 425 | 0.10 | 1.12686 | 1.11965 | 1.13247 | ||
| 891 | 2013.09.24 11:40 | t/p | 425 | 0.10 | 1.13247 | 1.11965 | 1.13247 | 4570.29 | 670503.33 |
| 892 | 2013.09.24 13:00 | buy | 426 | 0.10 | 1.13242 | 1.11953 | 1.13794 | ||
| 893 | 2013.09.25 01:47 | t/p | 426 | 0.10 | 1.13794 | 1.11953 | 1.13794 | 4496.98 | 675000.31 |
| 894 | 2013.09.25 03:00 | buy | 427 | 0.10 | 1.13776 | 1.11957 | 1.14339 | ||
| 895 | 2013.10.10 10:34 | t/p | 427 | 0.10 | 1.14347 | 1.11957 | 1.14339 | 4651.76 | 679652.07 |
| 896 | 2013.10.10 11:00 | buy | 428 | 0.10 | 1.14376 | 1.11950 | 1.14932 | ||
| 897 | 2013.10.23 05:49 | t/p | 428 | 0.10 | 1.14935 | 1.11950 | 1.14932 | 4554.00 | 684206.07 |
| 898 | 2013.10.23 06:00 | buy | 429 | 0.10 | 1.14908 | 1.11956 | 1.15468 | ||
| 899 | 2013.10.25 03:31 | t/p | 429 | 0.10 | 1.15472 | 1.11956 | 1.15468 | 4594.74 | 688800.81 |
| 900 | 2013.10.25 04:00 | buy | 430 | 0.10 | 1.15452 | 1.11950 | 1.16019 | ||