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 | |
| # | 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 |
| 1351 | 2015.01.26 03:00 | close | 658 | 0.10 | 92.790 | 97.181 | 91.881 | 6430.00 | 1493400.00 |
| 1352 | 2015.01.26 03:00 | sell | 659 | 0.10 | 92.797 | 96.538 | 91.238 | ||
| 1353 | 2015.01.29 18:00 | close | 659 | 0.10 | 91.955 | 96.538 | 91.238 | 8420.00 | 1501820.00 |
| 1354 | 2015.01.29 18:00 | sell | 660 | 0.10 | 91.947 | 95.694 | 90.394 | ||
| 1355 | 2015.01.30 15:00 | close | 660 | 0.10 | 91.606 | 95.694 | 90.394 | 3410.00 | 1505230.00 |
| 1356 | 2015.02.03 22:00 | buy | 661 | 0.10 | 91.670 | 89.323 | 93.223 | ||
| 1357 | 2015.02.06 20:00 | modify | 661 | 0.10 | 91.670 | 92.662 | 93.223 | ||
| 1358 | 2015.02.06 20:00 | close | 661 | 0.10 | 92.885 | 92.662 | 93.223 | 12150.00 | 1517380.00 |
| 1359 | 2015.02.06 21:00 | buy | 662 | 0.10 | 92.786 | 89.328 | 94.327 | ||
| 1360 | 2015.02.24 22:00 | close | 662 | 0.10 | 93.043 | 89.328 | 94.327 | 2570.00 | 1519950.00 |
| 1361 | 2015.02.24 23:00 | buy | 663 | 0.10 | 93.094 | 91.526 | 94.654 | ||
| 1362 | 2015.03.13 00:00 | close | 663 | 0.10 | 93.463 | 91.526 | 94.654 | 3690.00 | 1523640.00 |
| 1363 | 2015.03.13 00:00 | buy | 664 | 0.10 | 93.500 | 91.775 | 95.050 | ||
| 1364 | 2015.03.24 00:00 | close | 664 | 0.10 | 94.333 | 91.775 | 95.050 | 8330.00 | 1531970.00 |
| 1365 | 2015.03.24 00:00 | buy | 665 | 0.10 | 94.360 | 91.988 | 95.920 | ||
| 1366 | 2015.03.30 04:11 | s/l | 665 | 0.10 | 91.995 | 91.988 | 95.920 | -23650.00 | 1508320.00 |
| 1367 | 2015.04.03 16:00 | buy | 666 | 0.10 | 91.231 | 90.155 | 92.791 | ||
| 1368 | 2015.04.08 18:00 | close | 666 | 0.10 | 92.349 | 90.155 | 92.791 | 11180.00 | 1519500.00 |
| 1369 | 2015.04.08 18:00 | buy | 667 | 0.10 | 92.361 | 90.150 | 93.921 | ||
| 1370 | 2015.04.24 19:00 | close | 667 | 0.10 | 93.081 | 90.150 | 93.921 | 7200.00 | 1526700.00 |
| 1371 | 2015.04.27 03:00 | buy | 668 | 0.10 | 93.115 | 91.329 | 94.670 | ||
| 1372 | 2015.04.28 14:42 | t/p | 668 | 0.10 | 94.665 | 91.329 | 94.670 | 15500.00 | 1542200.00 |
| 1373 | 2015.04.28 15:00 | buy | 669 | 0.10 | 94.585 | 91.701 | 96.126 | ||
| 1374 | 2015.04.29 20:00 | close | 669 | 0.10 | 95.639 | 91.701 | 96.126 | 10540.00 | 1552740.00 |
| 1375 | 2015.04.29 21:00 | buy | 670 | 0.10 | 95.509 | 91.844 | 97.144 | ||
| 1376 | 2015.05.13 18:00 | close | 670 | 0.10 | 96.437 | 91.844 | 97.144 | 9280.00 | 1562020.00 |
| 1377 | 2015.05.18 11:00 | sell | 671 | 0.10 | 95.738 | 97.094 | 94.694 | ||
| 1378 | 2015.05.28 18:00 | close | 671 | 0.10 | 94.933 | 97.094 | 94.694 | 8050.00 | 1570070.00 |
| 1379 | 2015.05.28 19:00 | sell | 672 | 0.10 | 94.763 | 96.117 | 93.717 | ||
| 1380 | 2015.06.02 16:15 | s/l | 672 | 0.10 | 96.117 | 96.117 | 93.717 | -13540.00 | 1556530.00 |
| 1381 | 2015.06.02 20:00 | buy | 673 | 0.10 | 96.465 | 94.526 | 98.005 | ||
| 1382 | 2015.06.04 17:00 | close | 673 | 0.10 | 95.692 | 94.526 | 98.005 | -7730.00 | 1548800.00 |
| 1383 | 2015.06.04 17:00 | sell | 674 | 0.10 | 95.694 | 97.034 | 94.634 | ||
| 1384 | 2015.06.10 07:49 | t/p | 674 | 0.10 | 94.628 | 97.034 | 94.634 | 10660.00 | 1559460.00 |
| 1385 | 2015.06.10 09:00 | sell | 675 | 0.10 | 94.921 | 96.276 | 93.876 | ||
| 1386 | 2015.06.18 16:52 | s/l | 675 | 0.10 | 96.281 | 96.276 | 93.876 | -13600.00 | 1545860.00 |
| 1387 | 2015.06.22 00:01 | sell | 676 | 0.10 | 95.476 | 96.825 | 94.425 | ||
| 1388 | 2015.06.29 00:00 | t/p | 676 | 0.10 | 93.603 | 96.825 | 94.425 | 18730.00 | 1564590.00 |
| 1389 | 2015.06.29 01:00 | sell | 677 | 0.10 | 93.505 | 96.371 | 91.904 | ||
| 1390 | 2015.07.01 07:00 | close | 677 | 0.10 | 94.692 | 96.371 | 91.904 | -11870.00 | 1552720.00 |
| 1391 | 2015.07.01 07:00 | buy | 678 | 0.10 | 94.684 | 93.339 | 95.739 | ||
| 1392 | 2015.07.02 11:00 | close | 678 | 0.10 | 94.033 | 93.339 | 95.739 | -6510.00 | 1546210.00 |
| 1393 | 2015.07.02 11:00 | sell | 679 | 0.10 | 94.024 | 96.244 | 92.480 | ||
| 1394 | 2015.07.03 13:34 | t/p | 679 | 0.10 | 92.469 | 96.244 | 92.480 | 15550.00 | 1561760.00 |
| 1395 | 2015.07.03 14:00 | sell | 680 | 0.10 | 92.462 | 96.244 | 90.919 | ||
| 1396 | 2015.07.06 01:00 | modify | 680 | 0.10 | 92.462 | 91.510 | 90.919 | ||
| 1397 | 2015.07.06 01:02 | s/l | 680 | 0.10 | 91.515 | 91.510 | 90.919 | 9470.00 | 1571230.00 |
| 1398 | 2015.07.06 01:03 | sell | 681 | 0.10 | 91.445 | 94.899 | 89.599 | ||
| 1399 | 2015.07.08 11:00 | modify | 681 | 0.10 | 91.445 | 90.237 | 89.599 | ||
| 1400 | 2015.07.08 12:32 | s/l | 681 | 0.10 | 90.233 | 90.237 | 89.599 | 12120.00 | 1583350.00 |
| 1401 | 2015.07.08 13:00 | sell | 682 | 0.10 | 90.142 | 93.891 | 88.591 | ||
| 1402 | 2015.07.15 01:00 | close | 682 | 0.10 | 91.942 | 93.891 | 88.591 | -18000.00 | 1565350.00 |
| 1403 | 2015.07.15 01:00 | buy | 683 | 0.10 | 91.948 | 90.597 | 92.997 | ||
| 1404 | 2015.07.15 20:00 | close | 683 | 0.10 | 91.249 | 90.597 | 92.997 | -6990.00 | 1558360.00 |
| 1405 | 2015.07.15 20:00 | sell | 684 | 0.10 | 91.262 | 92.486 | 89.704 | ||
| 1406 | 2015.07.16 17:00 | close | 684 | 0.10 | 92.037 | 92.486 | 89.704 | -7750.00 | 1550610.00 |
| 1407 | 2015.07.16 17:00 | buy | 685 | 0.10 | 92.041 | 90.639 | 93.039 | ||
| 1408 | 2015.07.17 17:00 | close | 685 | 0.10 | 91.471 | 90.639 | 93.039 | -5700.00 | 1544910.00 |
| 1409 | 2015.07.17 17:00 | sell | 686 | 0.10 | 91.460 | 92.486 | 89.916 | ||
| 1410 | 2015.07.21 17:00 | close | 686 | 0.10 | 91.925 | 92.486 | 89.916 | -4650.00 | 1540260.00 |
| 1411 | 2015.07.21 17:00 | buy | 687 | 0.10 | 91.921 | 90.573 | 92.973 | ||
| 1412 | 2015.07.24 04:55 | s/l | 687 | 0.10 | 90.576 | 90.573 | 92.973 | -13450.00 | 1526810.00 |
| 1413 | 2015.07.24 06:00 | sell | 688 | 0.10 | 90.465 | 92.486 | 88.915 | ||
| 1414 | 2015.07.28 02:00 | close | 688 | 0.10 | 89.701 | 92.486 | 88.915 | 7640.00 | 1534450.00 |
| 1415 | 2015.07.28 03:00 | sell | 689 | 0.10 | 89.679 | 92.320 | 88.137 | ||
| 1416 | 2015.07.28 12:00 | close | 689 | 0.10 | 90.463 | 92.320 | 88.137 | -7840.00 | 1526610.00 |
| 1417 | 2015.07.28 12:00 | buy | 690 | 0.10 | 90.449 | 89.115 | 91.505 | ||
| 1418 | 2015.08.04 09:23 | t/p | 690 | 0.10 | 91.504 | 89.115 | 91.505 | 10550.00 | 1537160.00 |
| 1419 | 2015.08.04 10:00 | buy | 691 | 0.10 | 91.455 | 90.113 | 92.513 | ||
| 1420 | 2015.08.10 21:00 | close | 691 | 0.10 | 92.296 | 90.113 | 92.513 | 8410.00 | 1545570.00 |
| 1421 | 2015.08.10 21:00 | buy | 692 | 0.10 | 92.302 | 90.956 | 93.356 | ||
| 1422 | 2015.08.12 04:17 | s/l | 692 | 0.10 | 90.950 | 90.956 | 93.356 | -13520.00 | 1532050.00 |
| 1423 | 2015.08.13 06:00 | buy | 693 | 0.10 | 91.868 | 90.519 | 92.919 | ||
| 1424 | 2015.08.20 10:08 | s/l | 693 | 0.10 | 90.521 | 90.519 | 92.919 | -13470.00 | 1518580.00 |
| 1425 | 2015.08.27 13:00 | buy | 694 | 0.10 | 86.104 | 82.349 | 87.649 | ||
| 1426 | 2015.08.28 06:00 | close | 694 | 0.10 | 86.897 | 82.349 | 87.649 | 7930.00 | 1526510.00 |
| 1427 | 2015.08.28 07:00 | buy | 695 | 0.10 | 86.851 | 83.106 | 88.406 | ||
| 1428 | 2015.09.04 06:37 | s/l | 695 | 0.10 | 83.115 | 83.106 | 88.406 | -37360.00 | 1489150.00 |
| 1429 | 2015.09.08 11:00 | buy | 696 | 0.10 | 83.853 | 82.073 | 85.410 | ||
| 1430 | 2015.09.09 08:00 | close | 696 | 0.10 | 84.755 | 82.073 | 85.410 | 9020.00 | 1498170.00 |
| 1431 | 2015.09.09 08:00 | buy | 697 | 0.10 | 84.781 | 82.066 | 86.322 | ||
| 1432 | 2015.09.10 15:00 | close | 697 | 0.10 | 85.457 | 82.066 | 86.322 | 6760.00 | 1504930.00 |
| 1433 | 2015.09.10 15:00 | buy | 698 | 0.10 | 85.482 | 82.068 | 87.030 | ||
| 1434 | 2015.09.16 23:00 | modify | 698 | 0.10 | 85.482 | 86.434 | 87.030 | ||
| 1435 | 2015.09.17 04:00 | close | 698 | 0.10 | 86.573 | 86.434 | 87.030 | 10910.00 | 1515840.00 |
| 1436 | 2015.09.17 05:00 | buy | 699 | 0.10 | 86.576 | 82.821 | 88.121 | ||
| 1437 | 2015.10.05 06:00 | close | 699 | 0.10 | 84.886 | 82.821 | 88.121 | -16900.00 | 1498940.00 |
| 1438 | 2015.10.05 06:00 | buy | 700 | 0.10 | 84.896 | 82.779 | 86.446 | ||
| 1439 | 2015.10.06 09:00 | close | 700 | 0.10 | 85.671 | 82.779 | 86.446 | 7750.00 | 1506690.00 |
| 1440 | 2015.10.06 10:00 | buy | 701 | 0.10 | 85.616 | 82.776 | 87.166 | ||
| 1441 | 2015.10.07 19:00 | close | 701 | 0.10 | 86.435 | 82.776 | 87.166 | 8190.00 | 1514880.00 |
| 1442 | 2015.10.07 19:00 | buy | 702 | 0.10 | 86.457 | 82.776 | 88.006 | ||
| 1443 | 2015.10.09 12:17 | t/p | 702 | 0.10 | 88.019 | 82.776 | 88.006 | 15620.00 | 1530500.00 |
| 1444 | 2015.10.09 13:00 | buy | 703 | 0.10 | 87.987 | 84.246 | 89.546 | ||
| 1445 | 2015.10.27 14:00 | close | 703 | 0.10 | 87.265 | 84.246 | 89.546 | -7220.00 | 1523280.00 |
| 1446 | 2015.10.30 20:00 | buy | 704 | 0.10 | 86.232 | 85.379 | 87.775 | ||
| 1447 | 2015.11.04 06:00 | modify | 704 | 0.10 | 86.232 | 87.184 | 87.775 | ||
| 1448 | 2015.11.04 06:00 | close | 704 | 0.10 | 87.345 | 87.184 | 87.775 | 11130.00 | 1534410.00 |
| 1449 | 2015.11.04 08:00 | buy | 705 | 0.10 | 87.310 | 85.383 | 88.862 | ||
| 1450 | 2015.11.19 16:00 | close | 705 | 0.10 | 88.104 | 85.383 | 88.862 | 7940.00 | 1542350.00 |
| 1451 | 2015.11.19 17:00 | buy | 706 | 0.10 | 88.270 | 86.419 | 89.822 | ||
| 1452 | 2015.11.30 19:00 | close | 706 | 0.10 | 89.144 | 86.419 | 89.822 | 8740.00 | 1551090.00 |
| 1453 | 2015.11.30 21:00 | buy | 707 | 0.10 | 89.133 | 87.721 | 90.689 | ||
| 1454 | 2015.12.02 00:00 | close | 707 | 0.10 | 89.951 | 87.721 | 90.689 | 8180.00 | 1559270.00 |
| 1455 | 2015.12.02 01:00 | buy | 708 | 0.10 | 90.022 | 87.984 | 91.569 | ||
| 1456 | 2015.12.08 02:00 | close | 708 | 0.10 | 89.458 | 87.984 | 91.569 | -5640.00 | 1553630.00 |
| 1457 | 2015.12.08 02:00 | sell | 709 | 0.10 | 89.448 | 90.785 | 88.402 | ||
| 1458 | 2015.12.08 15:47 | t/p | 709 | 0.10 | 88.393 | 90.785 | 88.402 | 10550.00 | 1564180.00 |
| 1459 | 2015.12.08 16:00 | sell | 710 | 0.10 | 88.327 | 89.681 | 87.281 | ||
| 1460 | 2015.12.09 23:00 | close | 710 | 0.10 | 87.829 | 89.681 | 87.281 | 4980.00 | 1569160.00 |
| 1461 | 2015.12.09 23:00 | sell | 711 | 0.10 | 87.797 | 89.156 | 86.756 | ||
| 1462 | 2015.12.14 01:19 | t/p | 711 | 0.10 | 86.750 | 89.156 | 86.756 | 10470.00 | 1579630.00 |
| 1463 | 2015.12.16 05:00 | buy | 712 | 0.10 | 87.722 | 86.378 | 88.778 | ||
| 1464 | 2015.12.18 13:52 | s/l | 712 | 0.10 | 86.378 | 86.378 | 88.778 | -13440.00 | 1566190.00 |
| 1465 | 2015.12.22 04:00 | buy | 713 | 0.10 | 87.227 | 86.156 | 88.276 | ||
| 1466 | 2016.01.04 06:00 | close | 713 | 0.10 | 86.525 | 86.156 | 88.276 | -7020.00 | 1559170.00 |
| 1467 | 2016.01.04 06:00 | sell | 714 | 0.10 | 86.511 | 88.264 | 84.968 | ||
| 1468 | 2016.01.04 14:00 | close | 714 | 0.10 | 85.578 | 88.264 | 84.968 | 9330.00 | 1568500.00 |
| 1469 | 2016.01.04 14:00 | sell | 715 | 0.10 | 85.574 | 88.264 | 84.025 | ||
| 1470 | 2016.01.06 06:00 | modify | 715 | 0.10 | 85.574 | 84.588 | 84.025 | ||
| 1471 | 2016.01.06 06:00 | close | 715 | 0.10 | 84.582 | 84.588 | 84.025 | 9920.00 | 1578420.00 |
| 1472 | 2016.01.06 06:00 | sell | 716 | 0.10 | 84.579 | 88.264 | 83.019 | ||
| 1473 | 2016.01.06 14:00 | close | 716 | 0.10 | 83.864 | 88.264 | 83.019 | 7150.00 | 1585570.00 |
| 1474 | 2016.01.06 15:00 | sell | 717 | 0.10 | 83.707 | 87.462 | 82.162 | ||
| 1475 | 2016.01.07 13:04 | t/p | 717 | 0.10 | 82.159 | 87.462 | 82.162 | 15480.00 | 1601050.00 |
| 1476 | 2016.01.07 18:00 | sell | 718 | 0.10 | 82.870 | 86.622 | 81.322 | ||
| 1477 | 2016.01.11 00:17 | t/p | 718 | 0.10 | 81.316 | 86.622 | 81.322 | 15540.00 | 1616590.00 |
| 1478 | 2016.01.13 21:00 | sell | 719 | 0.10 | 82.077 | 85.818 | 80.518 | ||
| 1479 | 2016.01.15 02:00 | close | 719 | 0.10 | 82.724 | 85.818 | 80.518 | -6470.00 | 1610120.00 |
| 1480 | 2016.01.15 02:00 | buy | 720 | 0.10 | 82.705 | 80.834 | 84.268 | ||
| 1481 | 2016.01.15 10:59 | s/l | 720 | 0.10 | 80.826 | 80.834 | 84.268 | -18790.00 | 1591330.00 |
| 1482 | 2016.01.19 09:00 | buy | 721 | 0.10 | 81.545 | 79.517 | 83.095 | ||
| 1483 | 2016.01.20 10:31 | s/l | 721 | 0.10 | 79.514 | 79.517 | 83.095 | -20310.00 | 1571020.00 |
| 1484 | 2016.01.21 02:00 | buy | 722 | 0.10 | 81.358 | 79.169 | 82.906 | ||
| 1485 | 2016.01.21 20:00 | close | 722 | 0.10 | 82.221 | 79.169 | 82.906 | 8630.00 | 1579650.00 |
| 1486 | 2016.01.21 20:00 | buy | 723 | 0.10 | 82.247 | 79.168 | 83.789 | ||
| 1487 | 2016.01.22 19:00 | close | 723 | 0.10 | 83.023 | 79.168 | 83.789 | 7760.00 | 1587410.00 |
| 1488 | 2016.01.22 19:00 | buy | 724 | 0.10 | 83.031 | 79.283 | 84.583 | ||
| 1489 | 2016.01.27 20:00 | close | 724 | 0.10 | 84.004 | 79.283 | 84.583 | 9730.00 | 1597140.00 |
| 1490 | 2016.01.27 21:00 | buy | 725 | 0.10 | 84.080 | 80.255 | 85.555 | ||
| 1491 | 2016.01.29 05:38 | t/p | 725 | 0.10 | 85.550 | 80.255 | 85.555 | 14700.00 | 1611840.00 |
| 1492 | 2016.01.29 07:00 | buy | 726 | 0.10 | 85.241 | 81.491 | 86.791 | ||
| 1493 | 2016.01.29 09:00 | close | 726 | 0.10 | 86.073 | 81.491 | 86.791 | 8320.00 | 1620160.00 |
| 1494 | 2016.01.29 09:00 | buy | 727 | 0.10 | 86.094 | 82.338 | 87.638 | ||
| 1495 | 2016.01.29 17:00 | close | 727 | 0.10 | 86.242 | 82.338 | 87.638 | 1480.00 | 1621640.00 |
| 1496 | 2016.01.29 17:00 | buy | 728 | 0.10 | 86.266 | 82.514 | 87.814 | ||
| 1497 | 2016.02.05 23:58 | s/l | 728 | 0.10 | 82.516 | 82.514 | 87.814 | -37500.00 | 1584140.00 |
| 1498 | 2016.02.15 01:00 | buy | 729 | 0.10 | 80.711 | 77.549 | 82.254 | ||
| 1499 | 2016.02.15 09:00 | close | 729 | 0.10 | 81.453 | 77.549 | 82.254 | 7420.00 | 1591560.00 |
| 1500 | 2016.02.15 09:00 | buy | 730 | 0.10 | 81.477 | 77.729 | 83.029 | ||