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 |
| 901 | 2013.11.22 05:35 | s/l | 430 | 0.10 | 1.11940 | 1.11950 | 1.16019 | -28611.21 | 660189.60 |
| 902 | 2013.11.27 18:00 | buy | 431 | 0.10 | 1.11723 | 1.11117 | 1.12282 | ||
| 903 | 2013.12.02 17:00 | s/l | 431 | 0.10 | 1.11112 | 1.11117 | 1.12282 | -4977.63 | 655211.97 |
| 904 | 2013.12.05 17:00 | buy | 432 | 0.10 | 1.10430 | 1.09924 | 1.10986 | ||
| 905 | 2013.12.06 18:36 | s/l | 432 | 0.10 | 1.09921 | 1.09924 | 1.10986 | -4146.67 | 651065.30 |
| 906 | 2013.12.10 12:00 | buy | 433 | 0.10 | 1.09967 | 1.09478 | 1.10518 | ||
| 907 | 2013.12.11 22:29 | s/l | 433 | 0.10 | 1.09486 | 1.09478 | 1.10518 | -3918.56 | 647146.74 |
| 908 | 2013.12.16 19:00 | buy | 434 | 0.10 | 1.08517 | 1.07987 | 1.09077 | ||
| 909 | 2013.12.17 02:26 | s/l | 434 | 0.10 | 1.07978 | 1.07987 | 1.09077 | -4391.07 | 642755.67 |
| 910 | 2013.12.18 16:00 | buy | 435 | 0.10 | 1.08004 | 1.07464 | 1.08557 | ||
| 911 | 2013.12.18 23:45 | s/l | 435 | 0.10 | 1.07468 | 1.07464 | 1.08557 | -4366.63 | 638389.04 |
| 912 | 2013.12.19 04:00 | buy | 436 | 0.10 | 1.07964 | 1.07173 | 1.08517 | ||
| 913 | 2013.12.20 11:37 | t/p | 436 | 0.10 | 1.08532 | 1.07173 | 1.08517 | 4627.32 | 643016.36 |
| 914 | 2013.12.20 13:00 | buy | 437 | 0.10 | 1.08526 | 1.07166 | 1.09077 | ||
| 915 | 2013.12.23 14:47 | t/p | 437 | 0.10 | 1.09075 | 1.07166 | 1.09077 | 4472.54 | 647488.90 |
| 916 | 2013.12.23 15:00 | buy | 438 | 0.10 | 1.09063 | 1.07159 | 1.09614 | ||
| 917 | 2014.01.14 12:39 | s/l | 438 | 0.10 | 1.07147 | 1.07159 | 1.09614 | -15609.08 | 631879.82 |
| 918 | 2014.01.17 11:00 | buy | 439 | 0.10 | 1.06283 | 1.05409 | 1.06847 | ||
| 919 | 2014.01.20 10:38 | t/p | 439 | 0.10 | 1.06855 | 1.05409 | 1.06847 | 4659.91 | 636539.73 |
| 920 | 2014.01.20 12:00 | buy | 440 | 0.10 | 1.06743 | 1.05413 | 1.07308 | ||
| 921 | 2014.01.23 17:43 | s/l | 440 | 0.10 | 1.05406 | 1.05413 | 1.07308 | -10892.14 | 625647.59 |
| 922 | 2014.01.27 03:00 | buy | 441 | 0.10 | 1.05677 | 1.04889 | 1.06228 | ||
| 923 | 2014.01.27 20:55 | t/p | 441 | 0.10 | 1.06238 | 1.04889 | 1.06228 | 4570.29 | 630217.88 |
| 924 | 2014.01.27 21:00 | buy | 442 | 0.10 | 1.06254 | 1.04893 | 1.06818 | ||
| 925 | 2014.01.30 06:16 | t/p | 442 | 0.10 | 1.06817 | 1.04893 | 1.06818 | 4586.59 | 634804.47 |
| 926 | 2014.01.30 07:00 | buy | 443 | 0.10 | 1.06755 | 1.04895 | 1.07324 | ||
| 927 | 2014.01.30 11:22 | t/p | 443 | 0.10 | 1.07316 | 1.04895 | 1.07324 | 4570.30 | 639374.77 |
| 928 | 2014.01.30 13:00 | buy | 444 | 0.10 | 1.07256 | 1.04892 | 1.07817 | ||
| 929 | 2014.01.30 18:55 | t/p | 444 | 0.10 | 1.07828 | 1.04892 | 1.07817 | 4659.91 | 644034.68 |
| 930 | 2014.01.30 20:00 | buy | 445 | 0.10 | 1.07862 | 1.04896 | 1.08422 | ||
| 931 | 2014.02.03 12:22 | t/p | 445 | 0.10 | 1.08416 | 1.04896 | 1.08422 | 4513.27 | 648547.95 |
| 932 | 2014.02.03 14:00 | buy | 446 | 0.10 | 1.08445 | 1.04901 | 1.09015 | ||
| 933 | 2014.02.04 05:34 | t/p | 446 | 0.10 | 1.09009 | 1.04901 | 1.09015 | 4594.74 | 653142.69 |
| 934 | 2014.02.04 07:00 | buy | 447 | 0.10 | 1.09389 | 1.05386 | 1.09946 | ||
| 935 | 2014.03.12 23:57 | s/l | 447 | 0.10 | 1.05393 | 1.05386 | 1.09946 | -32554.22 | 620588.47 |
| 936 | 2014.03.13 08:00 | buy | 448 | 0.10 | 1.05968 | 1.04898 | 1.06522 | ||
| 937 | 2014.03.24 00:12 | t/p | 448 | 0.10 | 1.06542 | 1.04898 | 1.06522 | 4676.20 | 625264.67 |
| 938 | 2014.03.24 01:00 | buy | 449 | 0.10 | 1.06512 | 1.04922 | 1.07063 | ||
| 939 | 2014.03.25 16:09 | t/p | 449 | 0.10 | 1.07071 | 1.04922 | 1.07063 | 4554.01 | 629818.68 |
| 940 | 2014.03.25 17:00 | buy | 450 | 0.10 | 1.07118 | 1.04903 | 1.07675 | ||
| 941 | 2014.04.02 11:20 | t/p | 450 | 0.10 | 1.07665 | 1.04903 | 1.07675 | 4456.25 | 634274.93 |
| 942 | 2014.04.02 13:00 | buy | 451 | 0.10 | 1.07916 | 1.04897 | 1.08466 | ||
| 943 | 2014.04.11 00:01 | t/p | 451 | 0.10 | 1.08480 | 1.04897 | 1.08466 | 4594.74 | 638869.67 |
| 944 | 2014.04.11 00:01 | buy | 452 | 0.10 | 1.08447 | 1.04916 | 1.08986 | ||
| 945 | 2014.04.16 05:03 | t/p | 452 | 0.10 | 1.08994 | 1.04916 | 1.08986 | 4456.25 | 643325.92 |
| 946 | 2014.04.16 06:00 | buy | 453 | 0.10 | 1.08872 | 1.04891 | 1.09433 | ||
| 947 | 2014.04.30 00:00 | close | 453 | 0.10 | 1.08383 | 1.04891 | 1.09433 | -3983.73 | 639342.19 |
| 948 | 2014.04.30 00:00 | sell | 454 | 0.10 | 1.08397 | 1.09152 | 1.07584 | ||
| 949 | 2014.04.30 19:00 | modify | 454 | 0.10 | 1.08397 | 1.08093 | 1.07584 | ||
| 950 | 2014.05.01 14:19 | t/p | 454 | 0.10 | 1.07578 | 1.08093 | 1.07584 | 6674.44 | 646016.63 |
| 951 | 2014.05.06 23:00 | buy | 455 | 0.10 | 1.06937 | 1.04895 | 1.07487 | ||
| 952 | 2014.05.07 02:07 | t/p | 455 | 0.10 | 1.07499 | 1.04895 | 1.07487 | 4578.44 | 650595.07 |
| 953 | 2014.05.07 03:00 | buy | 456 | 0.10 | 1.07362 | 1.04892 | 1.07929 | ||
| 954 | 2014.05.08 04:30 | t/p | 456 | 0.10 | 1.07973 | 1.04892 | 1.07929 | 4977.63 | 655572.70 |
| 955 | 2014.05.08 07:00 | buy | 457 | 0.10 | 1.08297 | 1.04892 | 1.08861 | ||
| 956 | 2014.05.28 13:04 | t/p | 457 | 0.10 | 1.08854 | 1.04892 | 1.08861 | 4537.71 | 660110.41 |
| 957 | 2014.05.28 14:00 | buy | 458 | 0.10 | 1.08783 | 1.04891 | 1.09333 | ||
| 958 | 2014.05.29 07:28 | t/p | 458 | 0.10 | 1.09335 | 1.04891 | 1.09333 | 4496.97 | 664607.38 |
| 959 | 2014.05.29 08:00 | buy | 459 | 0.10 | 1.09391 | 1.05390 | 1.09950 | ||
| 960 | 2014.06.04 04:30 | t/p | 459 | 0.10 | 1.10023 | 1.05390 | 1.09950 | 5148.71 | 669756.09 |
| 961 | 2014.06.04 06:00 | buy | 460 | 0.10 | 1.10079 | 1.06073 | 1.10633 | ||
| 962 | 2014.08.19 03:49 | t/p | 460 | 0.10 | 1.10646 | 1.06073 | 1.10633 | 4619.18 | 674375.27 |
| 963 | 2014.08.19 05:00 | buy | 461 | 0.10 | 1.10629 | 1.06624 | 1.11184 | ||
| 964 | 2014.08.22 00:02 | close | 461 | 0.10 | 1.10645 | 1.06624 | 1.11184 | 130.35 | 674505.62 |
| 965 | 2014.08.22 01:00 | sell | 462 | 0.10 | 1.10661 | 1.11055 | 1.09867 | ||
| 966 | 2014.08.25 00:15 | s/l | 462 | 0.10 | 1.11051 | 1.11055 | 1.09867 | -3178.30 | 671327.32 |
| 967 | 2014.08.25 05:00 | buy | 463 | 0.10 | 1.11535 | 1.07525 | 1.12085 | ||
| 968 | 2014.09.03 13:01 | t/p | 463 | 0.10 | 1.12090 | 1.07525 | 1.12085 | 4521.42 | 675848.74 |
| 969 | 2014.09.03 13:01 | buy | 464 | 0.10 | 1.12099 | 1.08087 | 1.12647 | ||
| 970 | 2014.09.04 18:11 | t/p | 464 | 0.10 | 1.12639 | 1.08087 | 1.12647 | 4399.22 | 680247.96 |
| 971 | 2014.09.04 19:00 | buy | 465 | 0.10 | 1.12653 | 1.08659 | 1.13219 | ||
| 972 | 2014.09.30 17:00 | close | 465 | 0.10 | 1.12058 | 1.08659 | 1.13219 | -4847.29 | 675400.67 |
| 973 | 2014.09.30 17:00 | sell | 466 | 0.10 | 1.12060 | 1.16057 | 1.11497 | ||
| 974 | 2014.10.01 05:40 | t/p | 466 | 0.10 | 1.11494 | 1.16057 | 1.11497 | 4612.62 | 680013.29 |
| 975 | 2014.10.01 06:00 | sell | 467 | 0.10 | 1.11555 | 1.15563 | 1.11003 | ||
| 976 | 2014.10.13 01:24 | t/p | 467 | 0.10 | 1.10992 | 1.15563 | 1.11003 | 4588.17 | 684601.46 |
| 977 | 2014.10.13 03:00 | sell | 468 | 0.10 | 1.10800 | 1.14806 | 1.10246 | ||
| 978 | 2014.10.15 20:12 | t/p | 468 | 0.10 | 1.10253 | 1.14806 | 1.10246 | 4457.78 | 689059.24 |
| 979 | 2014.10.15 22:00 | sell | 469 | 0.10 | 1.10199 | 1.14208 | 1.09648 | ||
| 980 | 2014.11.18 11:22 | t/p | 469 | 0.10 | 1.09643 | 1.14208 | 1.09648 | 4531.12 | 693590.36 |
| 981 | 2014.11.18 13:00 | sell | 470 | 0.10 | 1.09429 | 1.13431 | 1.08871 | ||
| 982 | 2014.11.26 10:33 | t/p | 470 | 0.10 | 1.08859 | 1.13431 | 1.08871 | 4645.22 | 698235.58 |
| 983 | 2014.11.26 12:00 | sell | 471 | 0.10 | 1.08696 | 1.12686 | 1.08126 | ||
| 984 | 2014.11.27 03:00 | close | 471 | 0.10 | 1.08740 | 1.12686 | 1.08126 | -358.58 | 697877.00 |
| 985 | 2014.11.27 03:00 | sell | 472 | 0.10 | 1.08691 | 1.12701 | 1.08141 | ||
| 986 | 2014.11.28 18:00 | close | 472 | 0.10 | 1.08737 | 1.12701 | 1.08141 | -374.88 | 697502.12 |
| 987 | 2014.11.28 21:00 | sell | 473 | 0.10 | 1.08364 | 1.12369 | 1.07809 | ||
| 988 | 2014.12.01 17:16 | t/p | 473 | 0.10 | 1.07802 | 1.12369 | 1.07809 | 4580.02 | 702082.14 |
| 989 | 2014.12.02 06:00 | sell | 474 | 0.10 | 1.08010 | 1.12013 | 1.07453 | ||
| 990 | 2014.12.10 22:01 | t/p | 474 | 0.10 | 1.07454 | 1.12013 | 1.07453 | 4531.13 | 706613.27 |
| 991 | 2014.12.10 22:01 | sell | 475 | 0.10 | 1.07355 | 1.11806 | 1.07246 | ||
| 992 | 2014.12.10 22:01 | t/p | 475 | 0.10 | 1.07229 | 1.11806 | 1.07246 | 1026.83 | 707640.10 |
| 993 | 2014.12.16 01:03 | sell | 476 | 0.10 | 1.06033 | 1.10026 | 1.05466 | ||
| 994 | 2014.12.16 14:18 | t/p | 476 | 0.10 | 1.05458 | 1.10026 | 1.05466 | 4685.96 | 712326.06 |
| 995 | 2014.12.17 04:00 | sell | 477 | 0.10 | 1.05740 | 1.09750 | 1.05190 | ||
| 996 | 2014.12.17 23:45 | t/p | 477 | 0.10 | 1.05037 | 1.09750 | 1.05190 | 5729.10 | 718055.16 |
| 997 | 2014.12.18 03:00 | sell | 478 | 0.10 | 1.05459 | 1.09459 | 1.04899 | ||
| 998 | 2014.12.19 10:00 | modify | 478 | 0.10 | 1.05459 | 1.05152 | 1.04899 | ||
| 999 | 2014.12.19 12:51 | s/l | 478 | 0.10 | 1.05162 | 1.05152 | 1.04899 | 2420.40 | 720475.56 |
| 1000 | 2014.12.19 13:00 | sell | 479 | 0.10 | 1.05098 | 1.09100 | 1.04540 | ||
| 1001 | 2014.12.26 18:08 | t/p | 479 | 0.10 | 1.04527 | 1.09100 | 1.04540 | 4653.36 | 725128.92 |
| 1002 | 2014.12.31 03:00 | buy | 480 | 0.10 | 1.04539 | 1.04206 | 1.05098 | ||
| 1003 | 2015.01.02 11:55 | t/p | 480 | 0.10 | 1.05104 | 1.04206 | 1.05098 | 4602.89 | 729731.81 |
| 1004 | 2015.01.02 12:00 | buy | 481 | 0.10 | 1.05094 | 1.04196 | 1.05655 | ||
| 1005 | 2015.01.05 05:31 | t/p | 481 | 0.10 | 1.05660 | 1.04196 | 1.05655 | 4611.03 | 734342.84 |
| 1006 | 2015.01.05 06:00 | buy | 482 | 0.10 | 1.05620 | 1.04197 | 1.06184 | ||
| 1007 | 2015.01.06 18:09 | s/l | 482 | 0.10 | 1.04201 | 1.04197 | 1.06184 | -11560.16 | 722782.68 |
| 1008 | 2015.01.08 14:00 | buy | 483 | 0.10 | 1.04110 | 1.03528 | 1.04672 | ||
| 1009 | 2015.01.09 16:40 | t/p | 483 | 0.10 | 1.04675 | 1.03528 | 1.04672 | 4602.88 | 727385.56 |
| 1010 | 2015.01.09 18:00 | buy | 484 | 0.10 | 1.04689 | 1.03529 | 1.05247 | ||
| 1011 | 2015.01.13 13:32 | t/p | 484 | 0.10 | 1.05250 | 1.03529 | 1.05247 | 4570.30 | 731955.86 |
| 1012 | 2015.01.13 15:00 | buy | 485 | 0.10 | 1.05232 | 1.03524 | 1.05799 | ||
| 1013 | 2015.01.15 02:30 | t/p | 485 | 0.10 | 1.05810 | 1.03524 | 1.05799 | 4708.80 | 736664.66 |
| 1014 | 2015.01.15 04:00 | buy | 486 | 0.10 | 1.06203 | 1.03522 | 1.06761 | ||
| 1015 | 2015.01.20 23:45 | t/p | 486 | 0.10 | 1.06778 | 1.03522 | 1.06761 | 4684.35 | 741349.01 |
| 1016 | 2015.01.21 01:01 | buy | 487 | 0.10 | 1.06884 | 1.03539 | 1.07434 | ||
| 1017 | 2015.01.22 15:55 | t/p | 487 | 0.10 | 1.07431 | 1.03539 | 1.07434 | 4456.25 | 745805.26 |
| 1018 | 2015.01.22 17:00 | buy | 488 | 0.10 | 1.07549 | 1.03530 | 1.08112 | ||
| 1019 | 2015.02.16 11:08 | s/l | 488 | 0.10 | 1.03537 | 1.03530 | 1.08112 | -32684.56 | 713120.70 |
| 1020 | 2015.02.17 14:00 | buy | 489 | 0.10 | 1.03812 | 1.03293 | 1.04364 | ||
| 1021 | 2015.02.19 06:38 | s/l | 489 | 0.10 | 1.03299 | 1.03293 | 1.04364 | -4179.26 | 708941.44 |
| 1022 | 2015.02.19 21:00 | buy | 490 | 0.10 | 1.03596 | 1.02976 | 1.04147 | ||
| 1023 | 2015.02.20 22:03 | t/p | 490 | 0.10 | 1.04151 | 1.02976 | 1.04147 | 4521.42 | 713462.86 |
| 1024 | 2015.02.20 22:03 | buy | 491 | 0.10 | 1.04163 | 1.02988 | 1.04673 | ||
| 1025 | 2015.02.24 18:57 | t/p | 491 | 0.10 | 1.04686 | 1.02988 | 1.04673 | 4260.73 | 717723.59 |
| 1026 | 2015.02.24 20:00 | buy | 492 | 0.10 | 1.04642 | 1.02981 | 1.05196 | ||
| 1027 | 2015.03.04 20:34 | s/l | 492 | 0.10 | 1.02982 | 1.02981 | 1.05196 | -13523.52 | 704200.07 |
| 1028 | 2015.03.05 06:00 | buy | 493 | 0.10 | 1.03554 | 1.02809 | 1.04115 | ||
| 1029 | 2015.03.05 16:41 | t/p | 493 | 0.10 | 1.04108 | 1.02809 | 1.04115 | 4513.27 | 708713.34 |
| 1030 | 2015.03.05 17:00 | buy | 494 | 0.10 | 1.04102 | 1.02824 | 1.04666 | ||
| 1031 | 2015.03.06 11:17 | t/p | 494 | 0.10 | 1.04676 | 1.02824 | 1.04666 | 4676.21 | 713389.55 |
| 1032 | 2015.03.06 12:00 | buy | 495 | 0.10 | 1.04551 | 1.02815 | 1.05119 | ||
| 1033 | 2015.03.10 05:33 | t/p | 495 | 0.10 | 1.05120 | 1.02815 | 1.05119 | 4635.47 | 718025.02 |
| 1034 | 2015.03.10 09:00 | buy | 496 | 0.10 | 1.04821 | 1.02821 | 1.05381 | ||
| 1035 | 2015.03.12 00:00 | close | 496 | 0.10 | 1.04053 | 1.02821 | 1.05381 | -6256.66 | 711768.36 |
| 1036 | 2015.03.13 13:00 | buy | 497 | 0.10 | 1.04443 | 1.02809 | 1.04995 | ||
| 1037 | 2015.03.20 16:28 | s/l | 497 | 0.10 | 1.02807 | 1.02809 | 1.04995 | -13328.00 | 698440.36 |
| 1038 | 2015.03.23 19:00 | buy | 498 | 0.10 | 1.02976 | 1.02179 | 1.03532 | ||
| 1039 | 2015.03.30 11:41 | s/l | 498 | 0.10 | 1.02176 | 1.02179 | 1.03532 | -6517.36 | 691923.00 |
| 1040 | 2015.04.01 03:00 | buy | 499 | 0.10 | 1.02277 | 1.01549 | 1.02832 | ||
| 1041 | 2015.04.02 06:55 | s/l | 499 | 0.10 | 1.01548 | 1.01549 | 1.02832 | -5938.95 | 685984.05 |
| 1042 | 2015.04.07 01:00 | buy | 500 | 0.10 | 1.00734 | 1.00199 | 1.01308 | ||
| 1043 | 2015.04.07 07:29 | t/p | 500 | 0.10 | 1.01353 | 1.00199 | 1.01308 | 5042.81 | 691026.86 |
| 1044 | 2015.04.07 09:00 | buy | 501 | 0.10 | 1.02113 | 1.00182 | 1.02675 | ||
| 1045 | 2015.04.24 04:05 | t/p | 501 | 0.10 | 1.02670 | 1.00182 | 1.02675 | 4537.71 | 695564.57 |
| 1046 | 2015.04.24 06:00 | buy | 502 | 0.10 | 1.02816 | 1.00184 | 1.03386 | ||
| 1047 | 2015.04.28 14:36 | t/p | 502 | 0.10 | 1.03398 | 1.00184 | 1.03386 | 4741.38 | 700305.95 |
| 1048 | 2015.04.28 15:00 | buy | 503 | 0.10 | 1.03405 | 1.00189 | 1.03968 | ||
| 1049 | 2015.04.29 00:00 | t/p | 503 | 0.10 | 1.04033 | 1.00189 | 1.03968 | 5116.13 | 705422.08 |
| 1050 | 2015.04.29 00:00 | buy | 504 | 0.10 | 1.04036 | 1.00163 | 1.04602 | ||