Strategy Tester Report
EA_BBHLband_H1_forAJ_1.04
| 通貨ペア | AUDJPY (Australian Dollar vs Japanese Yen) | ||||
| 期間 | 1時間足(H1) 2007.01.01 02:00 - 2022.07.29 23:00 (2007.01.01 - 2022.07.30) | ||||
| 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=44108101; MagicNumberS=44108201; Lots=0.1; 複利運用基準値=0; トレンドモード="自動"; 両建て="なし"; Slippage=3; timeframe=60; 許容スプレッド=50; 最大テイクプロフィット=155; 最大ストップロス=375; | ||||
| テストバー数 | 97364 | モデルティック数 | 311514285 | 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 | 1987170.00 | 総利益 | 6268860.00 | 総損失 | -4281690.00 |
| プロフィットファクタ | 1.46 | 期待利得 | 1809.81 | ||
| 絶対ドローダウン | 11590.00 | 最大ドローダウン | 176290.00 (30.88%) | 相対ドローダウン | 30.88% (176290.00) |
| 総取引数 | 1098 | 売りポジション(勝率%） | 589 (60.95%) | 買いポジション(勝率%） | 509 (64.83%) |
| 勝率(%) | 689 (62.75%) | 負率 (%) | 409 (37.25%) | ||
| 最大 | 勝トレード | 18730.00 | 敗トレード | -38670.00 | |
| 平均 | 勝トレード | 9098.49 | 敗トレード | -10468.68 | |
| 最大 | 連勝(金額) | 14 (114920.00) | 連敗(金額) | 11 (-62030.00) | |
| 最大 | 連勝(トレード数) | 157430.00 (13) | 連敗(トレード数) | -79760.00 (4) | |
| 平均 | 連勝 | 3 | 連敗 | 2 | |
1ページ目次へ
| # | 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 |
| 1 | 2007.01.01 23:00 | sell | 1 | 0.10 | 93.819 | 95.857 | 92.264 | ||
| 2 | 2007.01.05 04:00 | close | 1 | 0.10 | 92.839 | 95.857 | 92.264 | 9800.00 | 209800.00 |
| 3 | 2007.01.05 04:00 | sell | 2 | 0.10 | 92.800 | 94.155 | 91.755 | ||
| 4 | 2007.01.11 11:50 | s/l | 2 | 0.10 | 94.165 | 94.155 | 91.755 | -13650.00 | 196150.00 |
| 5 | 2007.01.24 04:00 | sell | 3 | 0.10 | 95.346 | 96.486 | 93.790 | ||
| 6 | 2007.01.24 12:00 | close | 3 | 0.10 | 95.034 | 96.486 | 93.790 | 3120.00 | 199270.00 |
| 7 | 2007.01.24 13:00 | sell | 4 | 0.10 | 94.979 | 96.326 | 93.926 | ||
| 8 | 2007.01.25 04:33 | t/p | 4 | 0.10 | 93.920 | 96.326 | 93.926 | 10590.00 | 209860.00 |
| 9 | 2007.01.25 05:00 | sell | 5 | 0.10 | 93.803 | 95.163 | 92.763 | ||
| 10 | 2007.02.07 08:00 | close | 5 | 0.10 | 93.565 | 95.163 | 92.763 | 2380.00 | 212240.00 |
| 11 | 2007.02.07 08:00 | buy | 6 | 0.10 | 93.561 | 92.229 | 94.629 | ||
| 12 | 2007.02.08 15:24 | t/p | 6 | 0.10 | 94.635 | 92.229 | 94.629 | 10740.00 | 222980.00 |
| 13 | 2007.02.12 11:00 | sell | 7 | 0.10 | 94.275 | 95.631 | 93.231 | ||
| 14 | 2007.02.20 01:00 | close | 7 | 0.10 | 94.076 | 95.631 | 93.231 | 1990.00 | 224970.00 |
| 15 | 2007.02.20 01:01 | buy | 8 | 0.10 | 94.052 | 92.722 | 95.122 | ||
| 16 | 2007.02.21 10:04 | t/p | 8 | 0.10 | 95.125 | 92.722 | 95.122 | 10730.00 | 235700.00 |
| 17 | 2007.02.26 11:00 | sell | 9 | 0.10 | 95.412 | 96.486 | 94.372 | ||
| 18 | 2007.02.27 14:56 | t/p | 9 | 0.10 | 94.369 | 96.486 | 94.372 | 10430.00 | 246130.00 |
| 19 | 2007.02.27 15:00 | sell | 10 | 0.10 | 94.433 | 95.786 | 93.386 | ||
| 20 | 2007.02.27 22:01 | t/p | 10 | 0.10 | 93.387 | 95.786 | 93.386 | 10460.00 | 256590.00 |
| 21 | 2007.03.01 16:00 | sell | 11 | 0.10 | 92.483 | 95.984 | 90.932 | ||
| 22 | 2007.03.01 19:00 | close | 11 | 0.10 | 92.415 | 95.984 | 90.932 | 680.00 | 257270.00 |
| 23 | 2007.03.01 19:00 | sell | 12 | 0.10 | 92.385 | 95.984 | 90.830 | ||
| 24 | 2007.03.02 17:00 | close | 12 | 0.10 | 91.676 | 95.984 | 90.830 | 7090.00 | 264360.00 |
| 25 | 2007.03.02 17:00 | sell | 13 | 0.10 | 91.641 | 95.394 | 90.094 | ||
| 26 | 2007.03.05 02:10 | t/p | 13 | 0.10 | 90.101 | 95.394 | 90.094 | 15400.00 | 279760.00 |
| 27 | 2007.03.05 03:00 | sell | 14 | 0.10 | 90.129 | 93.889 | 88.589 | ||
| 28 | 2007.03.06 00:47 | t/p | 14 | 0.10 | 88.589 | 93.889 | 88.589 | 15400.00 | 295160.00 |
| 29 | 2007.03.08 02:00 | sell | 15 | 0.10 | 89.716 | 93.457 | 88.157 | ||
| 30 | 2007.03.09 03:00 | close | 15 | 0.10 | 91.502 | 93.457 | 88.157 | -17860.00 | 277300.00 |
| 31 | 2007.03.09 03:00 | buy | 16 | 0.10 | 91.509 | 90.138 | 92.538 | ||
| 32 | 2007.03.12 09:48 | t/p | 16 | 0.10 | 92.550 | 90.138 | 92.538 | 10410.00 | 287710.00 |
| 33 | 2007.03.12 10:00 | buy | 17 | 0.10 | 92.594 | 91.254 | 93.654 | ||
| 34 | 2007.03.13 21:13 | s/l | 17 | 0.10 | 91.252 | 91.254 | 93.654 | -13420.00 | 274290.00 |
| 35 | 2007.03.13 23:00 | sell | 18 | 0.10 | 91.061 | 92.768 | 89.509 | ||
| 36 | 2007.03.15 02:00 | close | 18 | 0.10 | 92.319 | 92.768 | 89.509 | -12580.00 | 261710.00 |
| 37 | 2007.03.15 02:00 | buy | 19 | 0.10 | 92.306 | 90.969 | 93.369 | ||
| 38 | 2007.03.19 04:18 | t/p | 19 | 0.10 | 93.361 | 90.969 | 93.369 | 10550.00 | 272260.00 |
| 39 | 2007.03.19 05:00 | buy | 20 | 0.10 | 93.110 | 91.751 | 94.151 | ||
| 40 | 2007.03.20 00:08 | t/p | 20 | 0.10 | 94.160 | 91.751 | 94.151 | 10500.00 | 282760.00 |
| 41 | 2007.03.26 06:01 | sell | 21 | 0.10 | 94.737 | 95.984 | 93.661 | ||
| 42 | 2007.04.02 12:04 | s/l | 21 | 0.10 | 95.982 | 95.984 | 93.661 | -12450.00 | 270310.00 |
| 43 | 2007.04.18 04:00 | sell | 22 | 0.10 | 99.282 | 100.090 | 97.740 | ||
| 44 | 2007.04.19 09:38 | t/p | 22 | 0.10 | 97.740 | 100.090 | 97.740 | 15420.00 | 285730.00 |
| 45 | 2007.04.19 10:00 | sell | 23 | 0.10 | 97.685 | 100.090 | 96.145 | ||
| 46 | 2007.05.07 11:00 | close | 23 | 0.10 | 98.936 | 100.090 | 96.145 | -12510.00 | 273220.00 |
| 47 | 2007.05.11 00:00 | sell | 24 | 0.10 | 99.127 | 100.410 | 97.570 | ||
| 48 | 2007.05.14 11:06 | s/l | 24 | 0.10 | 100.419 | 100.410 | 97.570 | -12920.00 | 260300.00 |
| 49 | 2007.05.16 05:00 | sell | 25 | 0.10 | 100.007 | 100.500 | 98.450 | ||
| 50 | 2007.05.31 10:13 | s/l | 25 | 0.10 | 100.502 | 100.500 | 98.450 | -4950.00 | 255350.00 |
| 51 | 2007.06.08 00:00 | sell | 26 | 0.10 | 101.647 | 102.910 | 100.090 | ||
| 52 | 2007.06.13 07:31 | s/l | 26 | 0.10 | 102.917 | 102.910 | 100.090 | -12700.00 | 242650.00 |
| 53 | 2007.06.13 13:00 | sell | 27 | 0.10 | 102.389 | 102.955 | 100.840 | ||
| 54 | 2007.06.13 21:58 | s/l | 27 | 0.10 | 102.966 | 102.955 | 100.840 | -5770.00 | 236880.00 |
| 55 | 2007.06.21 01:00 | sell | 28 | 0.10 | 104.132 | 104.740 | 102.580 | ||
| 56 | 2007.06.21 18:21 | s/l | 28 | 0.10 | 104.730 | 104.740 | 102.580 | -5980.00 | 230900.00 |
| 57 | 2007.06.25 12:00 | sell | 29 | 0.10 | 104.616 | 105.430 | 103.070 | ||
| 58 | 2007.06.27 04:00 | close | 29 | 0.10 | 103.852 | 105.430 | 103.070 | 7640.00 | 238540.00 |
| 59 | 2007.06.27 04:00 | sell | 30 | 0.10 | 103.831 | 105.430 | 102.280 | ||
| 60 | 2007.06.27 14:00 | close | 30 | 0.10 | 103.083 | 105.430 | 102.280 | 7480.00 | 246020.00 |
| 61 | 2007.06.27 16:00 | sell | 31 | 0.10 | 102.864 | 105.430 | 101.310 | ||
| 62 | 2007.07.05 10:16 | s/l | 31 | 0.10 | 105.439 | 105.430 | 101.310 | -25750.00 | 220270.00 |
| 63 | 2007.07.10 16:00 | sell | 32 | 0.10 | 105.484 | 106.350 | 103.940 | ||
| 64 | 2007.07.11 01:19 | t/p | 32 | 0.10 | 103.948 | 106.350 | 103.940 | 15360.00 | 235630.00 |
| 65 | 2007.07.11 02:00 | sell | 33 | 0.10 | 104.152 | 106.350 | 102.560 | ||
| 66 | 2007.07.13 10:46 | s/l | 33 | 0.10 | 106.340 | 106.350 | 102.560 | -21880.00 | 213750.00 |
| 67 | 2007.07.20 19:00 | sell | 34 | 0.10 | 106.549 | 107.780 | 105.000 | ||
| 68 | 2007.07.25 05:00 | close | 34 | 0.10 | 106.040 | 107.780 | 105.000 | 5090.00 | 218840.00 |
| 69 | 2007.07.25 06:00 | sell | 35 | 0.10 | 106.210 | 107.780 | 104.660 | ||
| 70 | 2007.07.26 16:15 | t/p | 35 | 0.10 | 104.653 | 107.780 | 104.660 | 15570.00 | 234410.00 |
| 71 | 2007.07.26 18:00 | sell | 36 | 0.10 | 104.647 | 107.780 | 103.100 | ||
| 72 | 2007.07.26 20:00 | close | 36 | 0.10 | 104.620 | 107.780 | 103.100 | 270.00 | 234680.00 |
| 73 | 2007.07.26 20:00 | sell | 37 | 0.10 | 104.617 | 107.780 | 103.060 | ||
| 74 | 2007.07.26 21:00 | close | 37 | 0.10 | 104.203 | 107.780 | 103.060 | 4140.00 | 238820.00 |
| 75 | 2007.07.26 21:00 | sell | 38 | 0.10 | 104.175 | 107.780 | 102.620 | ||
| 76 | 2007.07.26 22:00 | close | 38 | 0.10 | 103.342 | 107.780 | 102.620 | 8330.00 | 247150.00 |
| 77 | 2007.07.26 23:00 | sell | 39 | 0.10 | 103.548 | 107.290 | 101.990 | ||
| 78 | 2007.07.27 00:00 | close | 39 | 0.10 | 103.403 | 107.290 | 101.990 | 1450.00 | 248600.00 |
| 79 | 2007.07.27 00:00 | sell | 40 | 0.10 | 103.365 | 107.110 | 101.810 | ||
| 80 | 2007.07.27 01:00 | close | 40 | 0.10 | 102.652 | 107.110 | 101.810 | 7130.00 | 255730.00 |
| 81 | 2007.07.27 05:00 | sell | 41 | 0.10 | 104.132 | 107.780 | 102.590 | ||
| 82 | 2007.07.27 09:12 | t/p | 41 | 0.10 | 102.593 | 107.780 | 102.590 | 15390.00 | 271120.00 |
| 83 | 2007.08.01 00:01 | sell | 42 | 0.10 | 100.931 | 104.720 | 99.420 | ||
| 84 | 2007.08.01 09:00 | close | 42 | 0.10 | 99.623 | 104.720 | 99.420 | 13080.00 | 284200.00 |
| 85 | 2007.08.01 10:00 | sell | 43 | 0.10 | 100.002 | 103.760 | 98.460 | ||
| 86 | 2007.08.09 16:00 | close | 43 | 0.10 | 100.610 | 103.760 | 98.460 | -6080.00 | 278120.00 |
| 87 | 2007.08.09 17:00 | sell | 44 | 0.10 | 100.910 | 103.710 | 99.360 | ||
| 88 | 2007.08.09 18:00 | close | 44 | 0.10 | 101.251 | 103.710 | 99.360 | -3410.00 | 274710.00 |
| 89 | 2007.08.09 18:00 | sell | 45 | 0.10 | 101.221 | 103.710 | 99.680 | ||
| 90 | 2007.08.09 19:00 | close | 45 | 0.10 | 101.408 | 103.710 | 99.680 | -1870.00 | 272840.00 |
| 91 | 2007.08.09 19:00 | sell | 46 | 0.10 | 101.387 | 103.710 | 99.830 | ||
| 92 | 2007.08.09 20:00 | close | 46 | 0.10 | 101.087 | 103.710 | 99.830 | 3000.00 | 275840.00 |
| 93 | 2007.08.09 20:00 | sell | 47 | 0.10 | 101.057 | 103.710 | 99.510 | ||
| 94 | 2007.08.09 21:00 | close | 47 | 0.10 | 101.039 | 103.710 | 99.510 | 180.00 | 276020.00 |
| 95 | 2007.08.09 21:00 | sell | 48 | 0.10 | 100.995 | 103.710 | 99.440 | ||
| 96 | 2007.08.09 22:00 | close | 48 | 0.10 | 100.708 | 103.710 | 99.440 | 2870.00 | 278890.00 |
| 97 | 2007.08.09 22:00 | sell | 49 | 0.10 | 100.685 | 103.710 | 99.130 | ||
| 98 | 2007.08.10 08:37 | t/p | 49 | 0.10 | 99.136 | 103.710 | 99.130 | 15490.00 | 294380.00 |
| 99 | 2007.08.10 09:00 | sell | 50 | 0.10 | 99.192 | 102.940 | 97.640 | ||
| 100 | 2007.08.10 11:00 | close | 50 | 0.10 | 99.708 | 102.940 | 97.640 | -5160.00 | 289220.00 |
| 101 | 2007.08.13 23:00 | sell | 51 | 0.10 | 99.593 | 103.340 | 98.040 | ||
| 102 | 2007.08.15 00:00 | modify | 51 | 0.10 | 99.593 | 98.630 | 98.040 | ||
| 103 | 2007.08.15 00:32 | t/p | 51 | 0.10 | 98.046 | 98.630 | 98.040 | 15470.00 | 304690.00 |
| 104 | 2007.08.15 01:00 | sell | 52 | 0.10 | 98.043 | 101.790 | 96.490 | ||
| 105 | 2007.08.15 09:14 | t/p | 52 | 0.10 | 96.484 | 101.790 | 96.490 | 15590.00 | 320280.00 |
| 106 | 2007.08.15 11:00 | sell | 53 | 0.10 | 96.833 | 100.590 | 95.290 | ||
| 107 | 2007.08.15 16:00 | close | 53 | 0.10 | 95.860 | 100.590 | 95.290 | 9730.00 | 330010.00 |
| 108 | 2007.08.15 16:00 | sell | 54 | 0.10 | 95.833 | 99.580 | 94.280 | ||
| 109 | 2007.08.16 06:16 | t/p | 54 | 0.10 | 94.287 | 99.580 | 94.280 | 15460.00 | 345470.00 |
| 110 | 2007.08.28 04:00 | sell | 55 | 0.10 | 95.185 | 97.080 | 93.630 | ||
| 111 | 2007.08.28 20:00 | close | 55 | 0.10 | 94.461 | 97.080 | 93.630 | 7240.00 | 352710.00 |
| 112 | 2007.08.28 20:00 | sell | 56 | 0.10 | 94.430 | 97.080 | 92.870 | ||
| 113 | 2007.08.29 00:00 | close | 56 | 0.10 | 93.235 | 97.080 | 92.870 | 11950.00 | 364660.00 |
| 114 | 2007.08.29 00:01 | sell | 57 | 0.10 | 93.173 | 96.920 | 91.620 | ||
| 115 | 2007.08.29 01:00 | close | 57 | 0.10 | 92.910 | 96.920 | 91.620 | 2630.00 | 367290.00 |
| 116 | 2007.08.29 01:00 | sell | 58 | 0.10 | 92.890 | 96.600 | 91.300 | ||
| 117 | 2007.08.29 02:00 | close | 58 | 0.10 | 93.050 | 96.600 | 91.300 | -1600.00 | 365690.00 |
| 118 | 2007.08.29 02:00 | sell | 59 | 0.10 | 93.000 | 96.750 | 91.450 | ||
| 119 | 2007.08.29 03:00 | close | 59 | 0.10 | 92.260 | 96.750 | 91.450 | 7400.00 | 373090.00 |
| 120 | 2007.08.29 04:00 | sell | 60 | 0.10 | 92.275 | 96.030 | 90.730 | ||
| 121 | 2007.08.29 05:00 | close | 60 | 0.10 | 92.160 | 96.030 | 90.730 | 1150.00 | 374240.00 |
| 122 | 2007.09.05 11:00 | sell | 61 | 0.10 | 94.791 | 97.080 | 93.250 | ||
| 123 | 2007.09.07 18:23 | t/p | 61 | 0.10 | 93.255 | 97.080 | 93.250 | 15360.00 | 389600.00 |
| 124 | 2007.09.07 20:00 | sell | 62 | 0.10 | 93.798 | 96.520 | 92.245 | ||
| 125 | 2007.09.10 02:00 | close | 62 | 0.10 | 92.799 | 96.520 | 92.245 | 9990.00 | 399590.00 |
| 126 | 2007.09.10 03:00 | sell | 63 | 0.10 | 92.931 | 96.520 | 91.390 | ||
| 127 | 2007.09.10 04:00 | close | 63 | 0.10 | 92.424 | 96.520 | 91.390 | 5070.00 | 404660.00 |
| 128 | 2007.09.10 05:00 | sell | 64 | 0.10 | 92.634 | 96.375 | 91.075 | ||
| 129 | 2007.09.11 18:00 | close | 64 | 0.10 | 94.667 | 96.375 | 91.075 | -20330.00 | 384330.00 |
| 130 | 2007.09.11 18:00 | buy | 65 | 0.10 | 94.664 | 92.160 | 96.240 | ||
| 131 | 2007.09.12 19:14 | t/p | 65 | 0.10 | 96.237 | 92.160 | 96.240 | 15730.00 | 400060.00 |
| 132 | 2007.09.12 20:00 | buy | 66 | 0.10 | 96.116 | 92.360 | 97.660 | ||
| 133 | 2007.09.14 11:00 | close | 66 | 0.10 | 96.697 | 92.360 | 97.660 | 5810.00 | 405870.00 |
| 134 | 2007.09.14 11:00 | buy | 67 | 0.10 | 96.740 | 92.980 | 98.280 | ||
| 135 | 2007.09.18 21:15 | t/p | 67 | 0.10 | 98.380 | 92.980 | 98.280 | 16400.00 | 422270.00 |
| 136 | 2007.09.19 01:00 | buy | 68 | 0.10 | 98.816 | 95.090 | 100.390 | ||
| 137 | 2007.09.19 02:00 | close | 68 | 0.10 | 98.537 | 95.090 | 100.390 | -2790.00 | 419480.00 |
| 138 | 2007.09.19 02:00 | buy | 69 | 0.10 | 98.576 | 94.825 | 100.125 | ||
| 139 | 2007.09.19 03:00 | close | 69 | 0.10 | 98.287 | 94.825 | 100.125 | -2890.00 | 416590.00 |
| 140 | 2007.09.19 04:00 | buy | 70 | 0.10 | 98.591 | 94.840 | 100.140 | ||
| 141 | 2007.09.19 05:00 | close | 70 | 0.10 | 98.714 | 94.840 | 100.140 | 1230.00 | 417820.00 |
| 142 | 2007.09.19 05:00 | buy | 71 | 0.10 | 98.741 | 95.000 | 100.300 | ||
| 143 | 2007.09.20 11:00 | close | 71 | 0.10 | 99.584 | 95.000 | 100.300 | 8430.00 | 426250.00 |
| 144 | 2007.09.21 04:00 | buy | 72 | 0.10 | 100.002 | 96.250 | 101.550 | ||
| 145 | 2007.09.26 19:00 | close | 72 | 0.10 | 101.183 | 96.250 | 101.550 | 11810.00 | 438060.00 |
| 146 | 2007.09.26 19:00 | buy | 73 | 0.10 | 101.202 | 97.450 | 102.750 | ||
| 147 | 2007.10.01 08:00 | close | 73 | 0.10 | 102.335 | 97.450 | 102.750 | 11330.00 | 449390.00 |
| 148 | 2007.10.01 08:00 | buy | 74 | 0.10 | 102.356 | 98.615 | 103.915 | ||
| 149 | 2007.10.01 15:00 | close | 74 | 0.10 | 102.558 | 98.615 | 103.915 | 2020.00 | 451410.00 |
| 150 | 2007.10.01 15:00 | buy | 75 | 0.10 | 102.566 | 98.820 | 104.120 | ||
1ページ目次へ