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 |
| 1051 | 2015.04.30 00:00 | t/p | 504 | 0.10 | 1.04666 | 1.00163 | 1.04602 | 5132.42 | 710554.50 |
| 1052 | 2015.04.30 00:01 | buy | 505 | 0.10 | 1.04601 | 1.00276 | 1.04836 | ||
| 1053 | 2015.04.30 00:01 | t/p | 505 | 0.10 | 1.04842 | 1.00276 | 1.04836 | 1963.35 | 712517.85 |
| 1054 | 2015.04.30 02:00 | buy | 506 | 0.10 | 1.05039 | 1.01048 | 1.05608 | ||
| 1055 | 2015.05.06 01:46 | t/p | 506 | 0.10 | 1.05610 | 1.01048 | 1.05608 | 4651.77 | 717169.62 |
| 1056 | 2015.05.06 03:00 | buy | 507 | 0.10 | 1.05779 | 1.01779 | 1.06339 | ||
| 1057 | 2015.05.06 04:30 | t/p | 507 | 0.10 | 1.06337 | 1.01779 | 1.06339 | 4545.86 | 721715.48 |
| 1058 | 2015.05.06 05:00 | buy | 508 | 0.10 | 1.06252 | 1.02254 | 1.06814 | ||
| 1059 | 2015.05.06 15:15 | t/p | 508 | 0.10 | 1.06809 | 1.02254 | 1.06814 | 4537.71 | 726253.19 |
| 1060 | 2015.05.06 17:00 | buy | 509 | 0.10 | 1.06472 | 1.02481 | 1.07041 | ||
| 1061 | 2015.05.11 13:00 | modify | 509 | 0.10 | 1.06472 | 1.06725 | 1.07041 | ||
| 1062 | 2015.05.11 15:08 | t/p | 509 | 0.10 | 1.07038 | 1.06725 | 1.07041 | 4611.03 | 730864.22 |
| 1063 | 2015.05.11 18:00 | buy | 510 | 0.10 | 1.07546 | 1.03546 | 1.08106 | ||
| 1064 | 2015.05.12 12:02 | t/p | 510 | 0.10 | 1.08106 | 1.03546 | 1.08106 | 4562.15 | 735426.37 |
| 1065 | 2015.05.12 13:00 | buy | 511 | 0.10 | 1.08040 | 1.04040 | 1.08600 | ||
| 1066 | 2015.05.13 00:00 | t/p | 511 | 0.10 | 1.08628 | 1.04040 | 1.08600 | 4790.26 | 740216.63 |
| 1067 | 2015.05.13 06:00 | buy | 512 | 0.10 | 1.08067 | 1.04072 | 1.08632 | ||
| 1068 | 2015.06.03 04:30 | t/p | 512 | 0.10 | 1.08739 | 1.04072 | 1.08632 | 5474.58 | 745691.21 |
| 1069 | 2015.06.03 06:00 | buy | 513 | 0.10 | 1.08641 | 1.04637 | 1.09197 | ||
| 1070 | 2015.06.11 00:00 | t/p | 513 | 0.10 | 1.09827 | 1.04637 | 1.09197 | 9661.99 | 755353.20 |
| 1071 | 2015.06.11 01:00 | buy | 514 | 0.10 | 1.09486 | 1.05484 | 1.10044 | ||
| 1072 | 2015.06.11 04:30 | t/p | 514 | 0.10 | 1.10101 | 1.05484 | 1.10044 | 5010.22 | 760363.42 |
| 1073 | 2015.06.11 06:00 | buy | 515 | 0.10 | 1.10465 | 1.06465 | 1.11025 | ||
| 1074 | 2015.06.15 15:29 | t/p | 515 | 0.10 | 1.11103 | 1.06465 | 1.11025 | 5197.59 | 765561.01 |
| 1075 | 2015.06.15 16:00 | buy | 516 | 0.10 | 1.10944 | 1.06943 | 1.11503 | ||
| 1076 | 2015.06.18 01:45 | t/p | 516 | 0.10 | 1.11611 | 1.06943 | 1.11503 | 5433.85 | 770994.86 |
| 1077 | 2015.06.18 04:00 | buy | 517 | 0.10 | 1.12072 | 1.08076 | 1.12636 | ||
| 1078 | 2015.06.18 12:42 | t/p | 517 | 0.10 | 1.12642 | 1.08076 | 1.12636 | 4643.62 | 775638.48 |
| 1079 | 2015.06.18 23:00 | buy | 518 | 0.10 | 1.12484 | 1.08488 | 1.13048 | ||
| 1080 | 2015.06.30 11:40 | t/p | 518 | 0.10 | 1.13045 | 1.08488 | 1.13048 | 4570.30 | 780208.78 |
| 1081 | 2015.06.30 13:00 | buy | 519 | 0.10 | 1.13578 | 1.09586 | 1.14146 | ||
| 1082 | 2015.07.02 03:31 | t/p | 519 | 0.10 | 1.14142 | 1.09586 | 1.14146 | 4594.74 | 784803.52 |
| 1083 | 2015.07.02 05:00 | buy | 520 | 0.10 | 1.13915 | 1.09910 | 1.14470 | ||
| 1084 | 2015.07.03 01:02 | close | 520 | 0.10 | 1.13545 | 1.09910 | 1.14470 | -3014.28 | 781789.24 |
| 1085 | 2015.07.03 02:00 | sell | 521 | 0.10 | 1.13450 | 1.14332 | 1.12887 | ||
| 1086 | 2015.07.03 05:39 | t/p | 521 | 0.10 | 1.12884 | 1.14332 | 1.12887 | 4612.62 | 786401.86 |
| 1087 | 2015.07.03 07:00 | sell | 522 | 0.10 | 1.12917 | 1.14332 | 1.12364 | ||
| 1088 | 2015.07.03 13:28 | t/p | 522 | 0.10 | 1.12353 | 1.14332 | 1.12364 | 4596.32 | 790998.18 |
| 1089 | 2015.07.03 15:00 | sell | 523 | 0.10 | 1.12460 | 1.14332 | 1.11907 | ||
| 1090 | 2015.07.06 02:42 | t/p | 523 | 0.10 | 1.11896 | 1.14332 | 1.11907 | 4596.32 | 795594.50 |
| 1091 | 2015.07.06 03:00 | sell | 524 | 0.10 | 1.11970 | 1.14332 | 1.11410 | ||
| 1092 | 2015.07.08 09:14 | t/p | 524 | 0.10 | 1.11406 | 1.14332 | 1.11410 | 4596.32 | 800190.82 |
| 1093 | 2015.07.08 11:00 | sell | 525 | 0.10 | 1.11009 | 1.14332 | 1.10452 | ||
| 1094 | 2015.07.08 18:42 | t/p | 525 | 0.10 | 1.10441 | 1.14332 | 1.10452 | 4628.92 | 804819.74 |
| 1095 | 2015.07.08 20:00 | sell | 526 | 0.10 | 1.10489 | 1.14332 | 1.09931 | ||
| 1096 | 2015.07.28 02:47 | t/p | 526 | 0.10 | 1.09917 | 1.14332 | 1.09931 | 4661.52 | 809481.26 |
| 1097 | 2015.07.28 04:00 | sell | 527 | 0.10 | 1.09653 | 1.13657 | 1.09097 | ||
| 1098 | 2015.07.29 00:13 | t/p | 527 | 0.10 | 1.09070 | 1.13657 | 1.09097 | 4751.15 | 814232.41 |
| 1099 | 2015.07.29 02:00 | sell | 528 | 0.10 | 1.09279 | 1.13275 | 1.08715 | ||
| 1100 | 2015.08.24 16:11 | s/l | 528 | 0.10 | 1.13324 | 1.13275 | 1.08715 | -32964.73 | 781267.68 |
| 1101 | 2015.08.25 18:00 | sell | 529 | 0.10 | 1.10085 | 1.14090 | 1.09530 | ||
| 1102 | 2015.08.26 09:46 | t/p | 529 | 0.10 | 1.09526 | 1.14090 | 1.09530 | 4555.57 | 785823.25 |
| 1103 | 2015.08.26 11:00 | sell | 530 | 0.10 | 1.09731 | 1.13722 | 1.09162 | ||
| 1104 | 2015.10.02 15:32 | t/p | 530 | 0.10 | 1.09158 | 1.13722 | 1.09162 | 4669.66 | 790492.91 |
| 1105 | 2015.10.02 17:00 | sell | 531 | 0.10 | 1.09281 | 1.13275 | 1.08715 | ||
| 1106 | 2015.10.05 16:20 | t/p | 531 | 0.10 | 1.08706 | 1.13275 | 1.08715 | 4685.96 | 795178.87 |
| 1107 | 2015.10.05 17:00 | sell | 532 | 0.10 | 1.08736 | 1.12714 | 1.08154 | ||
| 1108 | 2015.10.14 08:21 | t/p | 532 | 0.10 | 1.08138 | 1.12714 | 1.08154 | 4873.40 | 800052.27 |
| 1109 | 2015.10.14 09:00 | sell | 533 | 0.10 | 1.08332 | 1.12331 | 1.07771 | ||
| 1110 | 2015.10.14 10:36 | t/p | 533 | 0.10 | 1.07759 | 1.12331 | 1.07771 | 4669.66 | 804721.93 |
| 1111 | 2015.10.14 11:00 | sell | 534 | 0.10 | 1.07785 | 1.11793 | 1.07233 | ||
| 1112 | 2015.10.14 20:00 | modify | 534 | 0.10 | 1.07785 | 1.07495 | 1.07233 | ||
| 1113 | 2015.10.14 20:00 | s/l | 534 | 0.10 | 1.07491 | 1.07495 | 1.07233 | 2395.96 | 807117.89 |
| 1114 | 2015.10.15 06:00 | sell | 535 | 0.10 | 1.07514 | 1.11523 | 1.06963 | ||
| 1115 | 2015.10.15 10:19 | t/p | 535 | 0.10 | 1.06964 | 1.11523 | 1.06963 | 4482.22 | 811600.11 |
| 1116 | 2015.10.20 01:00 | sell | 536 | 0.10 | 1.06739 | 1.10732 | 1.06172 | ||
| 1117 | 2015.10.20 15:00 | close | 536 | 0.10 | 1.06771 | 1.10732 | 1.06172 | -260.78 | 811339.33 |
| 1118 | 2015.10.22 04:00 | sell | 537 | 0.10 | 1.07250 | 1.11255 | 1.06695 | ||
| 1119 | 2015.10.22 07:34 | t/p | 537 | 0.10 | 1.06697 | 1.11255 | 1.06695 | 4506.68 | 815846.01 |
| 1120 | 2015.10.22 10:00 | sell | 538 | 0.10 | 1.06488 | 1.10480 | 1.05920 | ||
| 1121 | 2015.10.23 02:18 | t/p | 538 | 0.10 | 1.05918 | 1.10480 | 1.05920 | 4645.22 | 820491.23 |
| 1122 | 2015.10.23 10:00 | sell | 539 | 0.10 | 1.06333 | 1.10343 | 1.05783 | ||
| 1123 | 2015.10.28 03:30 | t/p | 539 | 0.10 | 1.05747 | 1.10343 | 1.05783 | 4775.60 | 825266.83 |
| 1124 | 2015.10.28 05:00 | sell | 540 | 0.10 | 1.05650 | 1.09652 | 1.05092 | ||
| 1125 | 2015.10.30 11:26 | t/p | 540 | 0.10 | 1.05082 | 1.09652 | 1.05092 | 4628.92 | 829895.75 |
| 1126 | 2015.10.30 13:00 | sell | 541 | 0.10 | 1.05149 | 1.09155 | 1.04595 | ||
| 1127 | 2015.11.12 09:01 | s/l | 541 | 0.10 | 1.09151 | 1.09155 | 1.04595 | -32614.29 | 797281.46 |
| 1128 | 2015.11.13 23:00 | sell | 542 | 0.10 | 1.09005 | 1.13004 | 1.08444 | ||
| 1129 | 2015.12.09 02:00 | close | 542 | 0.10 | 1.08827 | 1.13004 | 1.08444 | 1450.61 | 798732.07 |
| 1130 | 2015.12.09 02:00 | sell | 543 | 0.10 | 1.08783 | 1.12783 | 1.08223 | ||
| 1131 | 2015.12.09 22:00 | t/p | 543 | 0.10 | 1.08182 | 1.12783 | 1.08223 | 4897.85 | 803629.92 |
| 1132 | 2015.12.09 22:03 | sell | 544 | 0.10 | 1.08017 | 1.12517 | 1.07957 | ||
| 1133 | 2015.12.09 22:05 | t/p | 544 | 0.10 | 1.07956 | 1.12517 | 1.07957 | 497.12 | 804127.04 |
| 1134 | 2015.12.17 03:00 | buy | 545 | 0.10 | 1.06558 | 1.02555 | 1.07115 | ||
| 1135 | 2016.01.05 10:57 | t/p | 545 | 0.10 | 1.07105 | 1.02555 | 1.07115 | 4456.24 | 808583.28 |
| 1136 | 2016.01.05 11:00 | buy | 546 | 0.10 | 1.07136 | 1.03145 | 1.07705 | ||
| 1137 | 2016.01.14 14:59 | t/p | 546 | 0.10 | 1.07698 | 1.03145 | 1.07705 | 4578.45 | 813161.73 |
| 1138 | 2016.01.15 00:00 | buy | 547 | 0.10 | 1.07908 | 1.03901 | 1.08461 | ||
| 1139 | 2016.01.27 04:15 | t/p | 547 | 0.10 | 1.08458 | 1.03901 | 1.08461 | 4480.69 | 817642.42 |
| 1140 | 2016.01.27 05:00 | buy | 548 | 0.10 | 1.08334 | 1.04328 | 1.08888 | ||
| 1141 | 2016.01.27 22:00 | t/p | 548 | 0.10 | 1.08881 | 1.04328 | 1.08888 | 4456.24 | 822098.66 |
| 1142 | 2016.01.28 01:00 | buy | 549 | 0.10 | 1.09228 | 1.05238 | 1.09798 | ||
| 1143 | 2016.03.02 22:00 | close | 549 | 0.10 | 1.09251 | 1.05238 | 1.09798 | 187.37 | 822286.03 |
| 1144 | 2016.03.02 22:00 | buy | 550 | 0.10 | 1.09289 | 1.05287 | 1.09847 | ||
| 1145 | 2016.03.07 16:00 | modify | 550 | 0.10 | 1.09289 | 1.09547 | 1.09847 | ||
| 1146 | 2016.03.07 19:10 | t/p | 550 | 0.10 | 1.09857 | 1.09547 | 1.09847 | 4627.32 | 826913.35 |
| 1147 | 2016.03.07 20:00 | buy | 551 | 0.10 | 1.09872 | 1.05864 | 1.10424 | ||
| 1148 | 2016.03.09 06:11 | t/p | 551 | 0.10 | 1.10420 | 1.05864 | 1.10424 | 4464.39 | 831377.74 |
| 1149 | 2016.03.09 07:00 | buy | 552 | 0.10 | 1.10469 | 1.06461 | 1.11021 | ||
| 1150 | 2016.03.09 22:00 | t/p | 552 | 0.10 | 1.11329 | 1.06461 | 1.11021 | 7006.16 | 838383.90 |
| 1151 | 2016.03.18 13:00 | buy | 553 | 0.10 | 1.12085 | 1.08088 | 1.12648 | ||
| 1152 | 2016.03.22 09:57 | t/p | 553 | 0.10 | 1.12649 | 1.08088 | 1.12648 | 4594.74 | 842978.64 |
| 1153 | 2016.03.22 11:00 | buy | 554 | 0.10 | 1.12586 | 1.08584 | 1.13144 | ||
| 1154 | 2016.03.23 04:34 | t/p | 554 | 0.10 | 1.13155 | 1.08584 | 1.13144 | 4635.47 | 847614.11 |
| 1155 | 2016.03.23 06:00 | buy | 555 | 0.10 | 1.13245 | 1.09237 | 1.13797 | ||
| 1156 | 2016.03.31 01:00 | close | 555 | 0.10 | 1.10908 | 1.09237 | 1.13797 | -19038.84 | 828575.27 |
| 1157 | 2016.03.31 01:00 | sell | 556 | 0.10 | 1.10898 | 1.14912 | 1.10352 | ||
| 1158 | 2016.04.14 02:00 | close | 556 | 0.10 | 1.10873 | 1.14912 | 1.10352 | 203.74 | 828779.01 |
| 1159 | 2016.04.15 14:00 | sell | 557 | 0.10 | 1.11594 | 1.15587 | 1.11027 | ||
| 1160 | 2016.04.18 01:00 | modify | 557 | 0.10 | 1.11594 | 1.11339 | 1.11027 | ||
| 1161 | 2016.04.18 01:00 | s/l | 557 | 0.10 | 1.11344 | 1.11339 | 1.11027 | 2037.37 | 830816.38 |
| 1162 | 2016.04.18 03:00 | sell | 558 | 0.10 | 1.10937 | 1.14933 | 1.10373 | ||
| 1163 | 2016.04.27 11:00 | close | 558 | 0.10 | 1.10981 | 1.14933 | 1.10373 | -358.58 | 830457.80 |
| 1164 | 2016.04.27 11:00 | sell | 559 | 0.10 | 1.10958 | 1.14950 | 1.10390 | ||
| 1165 | 2016.04.28 00:01 | t/p | 559 | 0.10 | 1.10153 | 1.14950 | 1.10390 | 6560.35 | 837018.15 |
| 1166 | 2016.04.28 00:02 | sell | 560 | 0.10 | 1.09990 | 1.14043 | 1.09483 | ||
| 1167 | 2016.04.28 13:22 | t/p | 560 | 0.10 | 1.09489 | 1.14043 | 1.09483 | 4082.90 | 841101.05 |
| 1168 | 2016.04.28 14:00 | sell | 561 | 0.10 | 1.09461 | 1.13471 | 1.08911 | ||
| 1169 | 2016.04.29 18:39 | t/p | 561 | 0.10 | 1.08912 | 1.13471 | 1.08911 | 4474.08 | 845575.13 |
| 1170 | 2016.04.29 19:00 | sell | 562 | 0.10 | 1.08981 | 1.12980 | 1.08420 | ||
| 1171 | 2016.05.02 05:00 | modify | 562 | 0.10 | 1.08981 | 1.08694 | 1.08420 | ||
| 1172 | 2016.05.02 05:07 | s/l | 562 | 0.10 | 1.08687 | 1.08694 | 1.08420 | 2395.95 | 847971.08 |
| 1173 | 2016.05.02 06:00 | sell | 563 | 0.10 | 1.08727 | 1.12734 | 1.08174 | ||
| 1174 | 2016.05.03 07:30 | t/p | 563 | 0.10 | 1.08160 | 1.12734 | 1.08174 | 4620.77 | 852591.85 |
| 1175 | 2016.05.03 09:00 | sell | 564 | 0.10 | 1.08333 | 1.12340 | 1.07780 | ||
| 1176 | 2016.05.06 06:48 | t/p | 564 | 0.10 | 1.07783 | 1.12340 | 1.07780 | 4482.22 | 857074.07 |
| 1177 | 2016.05.06 07:00 | sell | 565 | 0.10 | 1.07764 | 1.11764 | 1.07204 | ||
| 1178 | 2016.05.13 02:02 | t/p | 565 | 0.10 | 1.07199 | 1.11764 | 1.07204 | 4604.47 | 861678.54 |
| 1179 | 2016.05.13 02:02 | sell | 566 | 0.10 | 1.07187 | 1.11225 | 1.06665 | ||
| 1180 | 2016.05.19 12:42 | t/p | 566 | 0.10 | 1.06657 | 1.11225 | 1.06665 | 4319.24 | 865997.78 |
| 1181 | 2016.05.19 14:00 | sell | 567 | 0.10 | 1.06604 | 1.10601 | 1.06041 | ||
| 1182 | 2016.06.02 06:04 | t/p | 567 | 0.10 | 1.06029 | 1.10601 | 1.06041 | 4685.96 | 870683.74 |
| 1183 | 2016.06.02 07:00 | sell | 568 | 0.10 | 1.06019 | 1.10016 | 1.05456 | ||
| 1184 | 2016.06.03 15:31 | t/p | 568 | 0.10 | 1.05443 | 1.10016 | 1.05456 | 4694.11 | 875377.85 |
| 1185 | 2016.06.03 17:00 | sell | 569 | 0.10 | 1.05631 | 1.09634 | 1.05074 | ||
| 1186 | 2016.06.09 04:17 | t/p | 569 | 0.10 | 1.05074 | 1.09634 | 1.05074 | 4539.27 | 879917.12 |
| 1187 | 2016.06.09 05:00 | sell | 570 | 0.10 | 1.05094 | 1.09088 | 1.04528 | ||
| 1188 | 2016.06.09 07:07 | t/p | 570 | 0.10 | 1.04519 | 1.09088 | 1.04528 | 4685.96 | 884603.08 |
| 1189 | 2016.06.09 08:00 | sell | 571 | 0.10 | 1.04593 | 1.08593 | 1.04033 | ||
| 1190 | 2016.06.23 02:00 | close | 571 | 0.10 | 1.04834 | 1.08593 | 1.04033 | -1964.03 | 882639.05 |
| 1191 | 2016.06.23 02:01 | buy | 572 | 0.10 | 1.04828 | 1.00831 | 1.05391 | ||
| 1192 | 2016.07.06 17:37 | t/p | 572 | 0.10 | 1.05399 | 1.00831 | 1.05391 | 4651.76 | 887290.81 |
| 1193 | 2016.07.06 18:00 | buy | 573 | 0.10 | 1.05382 | 1.01386 | 1.05946 | ||
| 1194 | 2016.07.14 13:53 | t/p | 573 | 0.10 | 1.05949 | 1.01386 | 1.05946 | 4619.18 | 891909.99 |
| 1195 | 2016.07.14 14:00 | buy | 574 | 0.10 | 1.05928 | 1.01933 | 1.06493 | ||
| 1196 | 2016.07.15 03:53 | t/p | 574 | 0.10 | 1.06499 | 1.01933 | 1.06493 | 4651.76 | 896561.75 |
| 1197 | 2016.07.15 05:00 | buy | 575 | 0.10 | 1.06586 | 1.02590 | 1.07150 | ||
| 1198 | 2016.07.15 08:00 | close | 575 | 0.10 | 1.06683 | 1.02590 | 1.07150 | 790.23 | 897351.98 |
| 1199 | 2016.07.15 08:00 | buy | 576 | 0.10 | 1.06722 | 1.02718 | 1.07278 | ||
| 1200 | 2016.07.18 02:19 | t/p | 576 | 0.10 | 1.07282 | 1.02718 | 1.07278 | 4562.15 | 901914.13 |