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 |
| 1201 | 2016.07.18 03:00 | buy | 577 | 0.10 | 1.07312 | 1.03302 | 1.07862 | ||
| 1202 | 2016.09.07 04:54 | s/l | 577 | 0.10 | 1.03296 | 1.03302 | 1.07862 | -32717.15 | 869196.98 |
| 1203 | 2016.09.08 11:00 | buy | 578 | 0.10 | 1.03325 | 1.00184 | 1.03890 | ||
| 1204 | 2016.09.22 00:02 | t/p | 578 | 0.10 | 1.03884 | 1.00184 | 1.03890 | 4554.00 | 873750.98 |
| 1205 | 2016.09.22 00:02 | buy | 579 | 0.10 | 1.03933 | 1.00194 | 1.04279 | ||
| 1206 | 2016.09.22 09:11 | t/p | 579 | 0.10 | 1.04288 | 1.00194 | 1.04279 | 2892.08 | 876643.06 |
| 1207 | 2016.09.22 10:00 | buy | 580 | 0.10 | 1.04312 | 1.00321 | 1.04881 | ||
| 1208 | 2016.09.23 05:00 | modify | 580 | 0.10 | 1.04312 | 1.04585 | 1.04881 | ||
| 1209 | 2016.09.23 05:34 | t/p | 580 | 0.10 | 1.04874 | 1.04585 | 1.04881 | 4578.45 | 881221.51 |
| 1210 | 2016.09.23 06:00 | buy | 581 | 0.10 | 1.04883 | 1.00874 | 1.05434 | ||
| 1211 | 2016.09.23 21:00 | modify | 581 | 0.10 | 1.04883 | 1.05127 | 1.05434 | ||
| 1212 | 2016.09.26 00:01 | s/l | 581 | 0.10 | 1.05069 | 1.05127 | 1.05434 | 1515.28 | 882736.79 |
| 1213 | 2016.09.26 02:00 | buy | 582 | 0.10 | 1.05227 | 1.01237 | 1.05797 | ||
| 1214 | 2016.09.28 13:32 | t/p | 582 | 0.10 | 1.05800 | 1.01237 | 1.05797 | 4668.06 | 887404.85 |
| 1215 | 2016.09.28 14:00 | buy | 583 | 0.10 | 1.05855 | 1.01859 | 1.06419 | ||
| 1216 | 2016.10.10 14:00 | modify | 583 | 0.10 | 1.05855 | 1.06108 | 1.06419 | ||
| 1217 | 2016.10.10 15:01 | t/p | 583 | 0.10 | 1.06417 | 1.06108 | 1.06419 | 4578.44 | 891983.29 |
| 1218 | 2016.10.10 15:02 | buy | 584 | 0.10 | 1.06456 | 1.02425 | 1.06985 | ||
| 1219 | 2016.10.11 09:07 | t/p | 584 | 0.10 | 1.06976 | 1.02425 | 1.06985 | 4236.28 | 896219.57 |
| 1220 | 2016.10.11 10:00 | buy | 585 | 0.10 | 1.06855 | 1.02849 | 1.07409 | ||
| 1221 | 2016.10.14 12:53 | t/p | 585 | 0.10 | 1.07421 | 1.02849 | 1.07409 | 4611.03 | 900830.60 |
| 1222 | 2016.10.14 14:00 | buy | 586 | 0.10 | 1.07366 | 1.03376 | 1.07936 | ||
| 1223 | 2017.01.02 16:53 | s/l | 586 | 0.10 | 1.03370 | 1.03376 | 1.07936 | -32554.21 | 868276.39 |
| 1224 | 2017.01.03 01:00 | buy | 587 | 0.10 | 1.03911 | 1.03344 | 1.04704 | ||
| 1225 | 2017.01.03 18:00 | modify | 587 | 0.10 | 1.03911 | 1.04167 | 1.04704 | ||
| 1226 | 2017.01.04 02:40 | t/p | 587 | 0.10 | 1.04712 | 1.04167 | 1.04704 | 6525.51 | 874801.90 |
| 1227 | 2017.01.12 00:00 | buy | 588 | 0.10 | 1.05488 | 1.02367 | 1.06048 | ||
| 1228 | 2017.02.09 11:45 | t/p | 588 | 0.10 | 1.06047 | 1.02367 | 1.06048 | 4554.00 | 879355.90 |
| 1229 | 2017.02.09 13:00 | buy | 589 | 0.10 | 1.06029 | 1.02340 | 1.06580 | ||
| 1230 | 2017.02.10 17:46 | t/p | 589 | 0.10 | 1.06597 | 1.02340 | 1.06580 | 4627.33 | 883983.23 |
| 1231 | 2017.02.10 18:00 | buy | 590 | 0.10 | 1.06595 | 1.02586 | 1.07146 | ||
| 1232 | 2017.02.17 11:00 | close | 590 | 0.10 | 1.06769 | 1.02586 | 1.07146 | 1417.52 | 885400.75 |
| 1233 | 2017.02.17 11:00 | buy | 591 | 0.10 | 1.06768 | 1.02778 | 1.07338 | ||
| 1234 | 2017.02.21 12:13 | t/p | 591 | 0.10 | 1.07335 | 1.02778 | 1.07338 | 4619.17 | 890019.92 |
| 1235 | 2017.02.21 18:00 | buy | 592 | 0.10 | 1.07177 | 1.03182 | 1.07742 | ||
| 1236 | 2017.03.02 03:00 | close | 592 | 0.10 | 1.07182 | 1.03182 | 1.07742 | 40.73 | 890060.65 |
| 1237 | 2017.03.02 03:00 | buy | 593 | 0.10 | 1.07192 | 1.03197 | 1.07757 | ||
| 1238 | 2017.03.03 16:10 | t/p | 593 | 0.10 | 1.07761 | 1.03197 | 1.07757 | 4635.47 | 894696.12 |
| 1239 | 2017.03.03 19:00 | buy | 594 | 0.10 | 1.07824 | 1.03819 | 1.08379 | ||
| 1240 | 2017.03.06 16:32 | t/p | 594 | 0.10 | 1.08380 | 1.03819 | 1.08379 | 4529.57 | 899225.69 |
| 1241 | 2017.03.13 02:00 | buy | 595 | 0.10 | 1.08867 | 1.04863 | 1.09423 | ||
| 1242 | 2017.03.13 17:20 | t/p | 595 | 0.10 | 1.09413 | 1.04863 | 1.09423 | 4448.10 | 903673.79 |
| 1243 | 2017.03.14 04:00 | buy | 596 | 0.10 | 1.09191 | 1.05199 | 1.09759 | ||
| 1244 | 2017.03.16 00:45 | t/p | 596 | 0.10 | 1.09816 | 1.05199 | 1.09759 | 5091.69 | 908765.48 |
| 1245 | 2017.03.16 03:00 | buy | 597 | 0.10 | 1.09690 | 1.05690 | 1.10250 | ||
| 1246 | 2017.03.23 00:00 | close | 597 | 0.10 | 1.08953 | 1.05690 | 1.10250 | -6004.11 | 902761.37 |
| 1247 | 2017.03.23 00:00 | sell | 598 | 0.10 | 1.08962 | 1.12958 | 1.08398 | ||
| 1248 | 2017.03.23 11:04 | t/p | 598 | 0.10 | 1.08393 | 1.12958 | 1.08398 | 4637.07 | 907398.44 |
| 1249 | 2017.03.23 12:00 | sell | 599 | 0.10 | 1.08393 | 1.12395 | 1.07835 | ||
| 1250 | 2017.04.07 09:03 | t/p | 599 | 0.10 | 1.07830 | 1.12395 | 1.07835 | 4588.16 | 911986.60 |
| 1251 | 2017.04.07 09:03 | sell | 600 | 0.10 | 1.07846 | 1.11826 | 1.07266 | ||
| 1252 | 2017.04.18 13:54 | t/p | 600 | 0.10 | 1.07267 | 1.11826 | 1.07266 | 4718.56 | 916705.16 |
| 1253 | 2017.04.19 01:00 | sell | 601 | 0.10 | 1.07343 | 1.11353 | 1.06793 | ||
| 1254 | 2017.04.19 08:44 | t/p | 601 | 0.10 | 1.06791 | 1.11353 | 1.06793 | 4498.53 | 921203.69 |
| 1255 | 2017.04.19 09:00 | sell | 602 | 0.10 | 1.06848 | 1.10853 | 1.06293 | ||
| 1256 | 2017.05.10 14:00 | modify | 602 | 0.10 | 1.06848 | 1.06592 | 1.06293 | ||
| 1257 | 2017.05.10 14:17 | t/p | 602 | 0.10 | 1.06286 | 1.06592 | 1.06293 | 4580.02 | 925783.71 |
| 1258 | 2017.05.10 15:00 | sell | 603 | 0.10 | 1.06368 | 1.10375 | 1.05815 | ||
| 1259 | 2017.05.26 07:00 | modify | 603 | 0.10 | 1.06368 | 1.06101 | 1.05815 | ||
| 1260 | 2017.05.26 08:52 | t/p | 603 | 0.10 | 1.05813 | 1.06101 | 1.05815 | 4522.98 | 930306.69 |
| 1261 | 2017.05.26 09:00 | sell | 604 | 0.10 | 1.05826 | 1.09817 | 1.05257 | ||
| 1262 | 2017.05.29 01:00 | modify | 604 | 0.10 | 1.05826 | 1.05536 | 1.05257 | ||
| 1263 | 2017.05.29 02:24 | s/l | 604 | 0.10 | 1.05537 | 1.05536 | 1.05257 | 2355.21 | 932661.90 |
| 1264 | 2017.05.29 03:00 | sell | 605 | 0.10 | 1.05559 | 1.09553 | 1.04993 | ||
| 1265 | 2017.05.29 14:30 | t/p | 605 | 0.10 | 1.04987 | 1.09553 | 1.04993 | 4661.51 | 937323.41 |
| 1266 | 2017.05.29 15:00 | sell | 606 | 0.10 | 1.05022 | 1.09017 | 1.04457 | ||
| 1267 | 2017.06.01 08:00 | modify | 606 | 0.10 | 1.05022 | 1.04775 | 1.04457 | ||
| 1268 | 2017.06.01 09:39 | s/l | 606 | 0.10 | 1.04772 | 1.04775 | 1.04457 | 2037.38 | 939360.79 |
| 1269 | 2017.06.01 10:00 | sell | 607 | 0.10 | 1.04673 | 1.08675 | 1.04115 | ||
| 1270 | 2017.06.02 13:00 | modify | 607 | 0.10 | 1.04673 | 1.04410 | 1.04115 | ||
| 1271 | 2017.06.02 15:38 | t/p | 607 | 0.10 | 1.04108 | 1.04410 | 1.04115 | 4604.46 | 943965.25 |
| 1272 | 2017.06.06 07:00 | sell | 608 | 0.10 | 1.04437 | 1.08430 | 1.03870 | ||
| 1273 | 2017.06.22 01:00 | close | 608 | 0.10 | 1.04281 | 1.08430 | 1.03870 | 1271.32 | 945236.57 |
| 1274 | 2017.06.22 01:00 | sell | 609 | 0.10 | 1.04269 | 1.08261 | 1.03701 | ||
| 1275 | 2017.06.22 19:00 | modify | 609 | 0.10 | 1.04269 | 1.04028 | 1.03701 | ||
| 1276 | 2017.06.23 03:59 | s/l | 609 | 0.10 | 1.04033 | 1.04028 | 1.03701 | 1923.29 | 947159.86 |
| 1277 | 2017.06.23 04:00 | sell | 610 | 0.10 | 1.04015 | 1.08011 | 1.03451 | ||
| 1278 | 2017.06.26 03:00 | close | 610 | 0.10 | 1.03956 | 1.08011 | 1.03451 | 480.82 | 947640.68 |
| 1279 | 2017.06.26 03:00 | buy | 611 | 0.10 | 1.03968 | 1.03682 | 1.04765 | ||
| 1280 | 2017.06.28 06:00 | modify | 611 | 0.10 | 1.03968 | 1.04268 | 1.04765 | ||
| 1281 | 2017.06.28 15:18 | s/l | 611 | 0.10 | 1.04249 | 1.04268 | 1.04765 | 2289.22 | 949929.90 |
| 1282 | 2017.06.28 16:00 | buy | 612 | 0.10 | 1.04392 | 1.03670 | 1.05195 | ||
| 1283 | 2017.06.29 11:00 | modify | 612 | 0.10 | 1.04392 | 1.04636 | 1.05195 | ||
| 1284 | 2017.06.29 14:11 | t/p | 612 | 0.10 | 1.05186 | 1.04636 | 1.05195 | 6468.48 | 956398.38 |
| 1285 | 2017.06.30 07:00 | buy | 613 | 0.10 | 1.05030 | 1.04129 | 1.05829 | ||
| 1286 | 2017.07.04 08:00 | close | 613 | 0.10 | 1.04878 | 1.04129 | 1.05829 | -1238.30 | 955160.08 |
| 1287 | 2017.07.06 04:00 | buy | 614 | 0.10 | 1.04464 | 1.03674 | 1.05270 | ||
| 1288 | 2017.07.11 06:00 | modify | 614 | 0.10 | 1.04464 | 1.04808 | 1.05270 | ||
| 1289 | 2017.07.11 07:25 | t/p | 614 | 0.10 | 1.05278 | 1.04808 | 1.05270 | 6631.41 | 961791.49 |
| 1290 | 2017.07.13 01:00 | buy | 615 | 0.10 | 1.05797 | 1.02364 | 1.06358 | ||
| 1291 | 2017.07.14 16:19 | t/p | 615 | 0.10 | 1.06359 | 1.02364 | 1.06358 | 4578.45 | 966369.94 |
| 1292 | 2017.07.14 18:00 | buy | 616 | 0.10 | 1.06471 | 1.02475 | 1.07035 | ||
| 1293 | 2017.07.18 01:45 | t/p | 616 | 0.10 | 1.07035 | 1.02475 | 1.07035 | 4594.73 | 970964.67 |
| 1294 | 2017.07.18 03:00 | buy | 617 | 0.10 | 1.07041 | 1.03036 | 1.07596 | ||
| 1295 | 2017.07.18 05:00 | t/p | 617 | 0.10 | 1.07605 | 1.03036 | 1.07596 | 4594.74 | 975559.41 |
| 1296 | 2017.07.18 06:00 | buy | 618 | 0.10 | 1.07559 | 1.03552 | 1.08112 | ||
| 1297 | 2017.07.19 19:22 | t/p | 618 | 0.10 | 1.08120 | 1.03552 | 1.08112 | 4570.29 | 980129.70 |
| 1298 | 2017.07.19 20:00 | buy | 619 | 0.10 | 1.08124 | 1.04114 | 1.08674 | ||
| 1299 | 2017.08.17 10:30 | t/p | 619 | 0.10 | 1.08675 | 1.04114 | 1.08674 | 4488.83 | 984618.53 |
| 1300 | 2017.08.17 12:00 | buy | 620 | 0.10 | 1.08626 | 1.04630 | 1.09190 | ||
| 1301 | 2017.08.23 09:42 | t/p | 620 | 0.10 | 1.09190 | 1.04630 | 1.09190 | 4594.74 | 989213.27 |
| 1302 | 2017.08.23 10:00 | buy | 621 | 0.10 | 1.09245 | 1.05243 | 1.09803 | ||
| 1303 | 2017.08.28 12:00 | modify | 621 | 0.10 | 1.09245 | 1.09534 | 1.09803 | ||
| 1304 | 2017.08.28 21:51 | t/p | 621 | 0.10 | 1.09802 | 1.09534 | 1.09803 | 4537.71 | 993750.98 |
| 1305 | 2017.08.28 22:00 | buy | 622 | 0.10 | 1.09829 | 1.05829 | 1.10389 | ||
| 1306 | 2017.08.31 09:09 | t/p | 622 | 0.10 | 1.10397 | 1.05829 | 1.10389 | 4627.33 | 998378.31 |
| 1307 | 2017.08.31 10:00 | buy | 623 | 0.10 | 1.10305 | 1.06302 | 1.10862 | ||
| 1308 | 2017.09.01 09:16 | t/p | 623 | 0.10 | 1.10853 | 1.06302 | 1.10862 | 4464.40 | 1002842.71 |
| 1309 | 2017.09.01 10:00 | buy | 624 | 0.10 | 1.10886 | 1.06885 | 1.11445 | ||
| 1310 | 2017.09.08 05:00 | close | 624 | 0.10 | 1.10964 | 1.06885 | 1.11445 | 635.44 | 1003478.15 |
| 1311 | 2017.09.08 05:00 | sell | 625 | 0.10 | 1.10965 | 1.13372 | 1.10405 | ||
| 1312 | 2017.09.12 09:07 | t/p | 625 | 0.10 | 1.10397 | 1.13372 | 1.10405 | 4628.92 | 1008107.07 |
| 1313 | 2017.09.12 13:00 | sell | 626 | 0.10 | 1.09955 | 1.13372 | 1.09385 | ||
| 1314 | 2017.09.19 17:57 | t/p | 626 | 0.10 | 1.09383 | 1.13372 | 1.09385 | 4661.51 | 1012768.58 |
| 1315 | 2017.09.19 18:00 | sell | 627 | 0.10 | 1.09353 | 1.13372 | 1.08800 | ||
| 1316 | 2017.09.21 09:07 | t/p | 627 | 0.10 | 1.08797 | 1.13372 | 1.08800 | 4531.12 | 1017299.70 |
| 1317 | 2017.09.21 10:00 | sell | 628 | 0.10 | 1.08835 | 1.12838 | 1.08278 | ||
| 1318 | 2017.09.21 17:24 | t/p | 628 | 0.10 | 1.08288 | 1.12838 | 1.08278 | 4457.77 | 1021757.47 |
| 1319 | 2017.09.21 19:00 | sell | 629 | 0.10 | 1.08498 | 1.12507 | 1.07947 | ||
| 1320 | 2017.10.20 03:40 | s/l | 629 | 0.10 | 1.12501 | 1.12507 | 1.07947 | -32622.45 | 989135.02 |
| 1321 | 2017.10.23 09:00 | sell | 630 | 0.10 | 1.12121 | 1.13372 | 1.11558 | ||
| 1322 | 2017.10.24 06:00 | close | 630 | 0.10 | 1.12555 | 1.13372 | 1.11558 | -3536.88 | 985598.14 |
| 1323 | 2017.10.25 05:00 | sell | 631 | 0.10 | 1.12044 | 1.13372 | 1.11486 | ||
| 1324 | 2017.10.27 17:20 | t/p | 631 | 0.10 | 1.11477 | 1.13372 | 1.11486 | 4620.77 | 990218.91 |
| 1325 | 2017.10.27 18:00 | sell | 632 | 0.10 | 1.11491 | 1.13372 | 1.10936 | ||
| 1326 | 2017.11.01 01:37 | t/p | 632 | 0.10 | 1.10933 | 1.13372 | 1.10936 | 4547.42 | 994766.33 |
| 1327 | 2017.11.01 03:00 | sell | 633 | 0.10 | 1.10943 | 1.12943 | 1.10379 | ||
| 1328 | 2017.11.08 22:04 | t/p | 633 | 0.10 | 1.10366 | 1.12943 | 1.10379 | 4702.26 | 999468.59 |
| 1329 | 2017.11.09 01:00 | sell | 634 | 0.10 | 1.10193 | 1.12943 | 1.09641 | ||
| 1330 | 2017.11.28 08:46 | t/p | 634 | 0.10 | 1.09650 | 1.12943 | 1.09641 | 4425.17 | 1003893.76 |
| 1331 | 2017.11.28 09:00 | sell | 635 | 0.10 | 1.09661 | 1.12943 | 1.09094 | ||
| 1332 | 2017.12.11 05:15 | t/p | 635 | 0.10 | 1.09099 | 1.12943 | 1.09094 | 4580.02 | 1008473.78 |
| 1333 | 2017.12.12 00:00 | sell | 636 | 0.10 | 1.08867 | 1.12865 | 1.08305 | ||
| 1334 | 2018.01.09 06:00 | close | 636 | 0.10 | 1.09474 | 1.12865 | 1.08305 | -4946.74 | 1003527.04 |
| 1335 | 2018.01.09 06:00 | buy | 637 | 0.10 | 1.09468 | 1.08633 | 1.10277 | ||
| 1336 | 2018.01.12 00:02 | s/l | 637 | 0.10 | 1.08633 | 1.08633 | 1.10277 | -6802.50 | 996724.54 |
| 1337 | 2018.01.12 21:00 | buy | 638 | 0.10 | 1.09007 | 1.08381 | 1.09800 | ||
| 1338 | 2018.01.17 02:00 | modify | 638 | 0.10 | 1.09007 | 1.09269 | 1.09800 | ||
| 1339 | 2018.01.17 03:23 | t/p | 638 | 0.10 | 1.09819 | 1.09269 | 1.09800 | 6615.12 | 1003339.66 |
| 1340 | 2018.01.24 13:00 | buy | 639 | 0.10 | 1.09083 | 1.08373 | 1.09874 | ||
| 1341 | 2018.01.24 23:55 | t/p | 639 | 0.10 | 1.09871 | 1.08373 | 1.09874 | 6419.60 | 1009759.26 |
| 1342 | 2018.01.30 07:00 | sell | 640 | 0.10 | 1.10232 | 1.12943 | 1.09673 | ||
| 1343 | 2018.01.31 02:30 | t/p | 640 | 0.10 | 1.09674 | 1.12943 | 1.09673 | 4547.42 | 1014306.68 |
| 1344 | 2018.01.31 05:00 | sell | 641 | 0.10 | 1.09477 | 1.12943 | 1.08914 | ||
| 1345 | 2018.02.01 10:41 | t/p | 641 | 0.10 | 1.08915 | 1.12943 | 1.08914 | 4580.02 | 1018886.70 |
| 1346 | 2018.02.01 12:00 | sell | 642 | 0.10 | 1.09001 | 1.12943 | 1.08439 | ||
| 1347 | 2018.02.01 20:00 | modify | 642 | 0.10 | 1.09001 | 1.08756 | 1.08439 | ||
| 1348 | 2018.02.01 20:11 | s/l | 642 | 0.10 | 1.08760 | 1.08756 | 1.08439 | 1964.03 | 1020850.73 |
| 1349 | 2018.02.01 21:00 | sell | 643 | 0.10 | 1.08715 | 1.12713 | 1.08153 | ||
| 1350 | 2018.02.06 02:31 | t/p | 643 | 0.10 | 1.08147 | 1.12713 | 1.08153 | 4628.91 | 1025479.64 |