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 |
| 1501 | 2016.03.02 10:00 | close | 730 | 0.10 | 82.485 | 77.729 | 83.029 | 10080.00 | 1601640.00 |
| 1502 | 2016.03.02 10:00 | buy | 731 | 0.10 | 82.505 | 79.558 | 84.051 | ||
| 1503 | 2016.03.03 11:00 | close | 731 | 0.10 | 83.267 | 79.558 | 84.051 | 7620.00 | 1609260.00 |
| 1504 | 2016.03.03 11:00 | buy | 732 | 0.10 | 83.268 | 79.558 | 84.821 | ||
| 1505 | 2016.03.04 20:24 | t/p | 732 | 0.10 | 84.818 | 79.558 | 84.821 | 15500.00 | 1624760.00 |
| 1506 | 2016.03.04 21:00 | buy | 733 | 0.10 | 84.925 | 81.165 | 86.465 | ||
| 1507 | 2016.03.14 02:00 | close | 733 | 0.10 | 85.834 | 81.165 | 86.465 | 9090.00 | 1633850.00 |
| 1508 | 2016.03.14 02:00 | buy | 734 | 0.10 | 85.855 | 82.574 | 87.397 | ||
| 1509 | 2016.03.30 03:00 | close | 734 | 0.10 | 86.022 | 82.574 | 87.397 | 1670.00 | 1635520.00 |
| 1510 | 2016.03.30 04:00 | buy | 735 | 0.10 | 85.934 | 84.078 | 87.488 | ||
| 1511 | 2016.04.05 04:30 | s/l | 735 | 0.10 | 84.084 | 84.078 | 87.488 | -18500.00 | 1617020.00 |
| 1512 | 2016.04.11 17:00 | buy | 736 | 0.10 | 82.411 | 80.629 | 83.958 | ||
| 1513 | 2016.04.13 04:00 | close | 736 | 0.10 | 83.417 | 80.629 | 83.958 | 10060.00 | 1627080.00 |
| 1514 | 2016.04.13 04:00 | buy | 737 | 0.10 | 83.430 | 80.634 | 84.990 | ||
| 1515 | 2016.04.15 07:00 | close | 737 | 0.10 | 84.355 | 80.634 | 84.990 | 9250.00 | 1636330.00 |
| 1516 | 2016.04.15 08:00 | buy | 738 | 0.10 | 84.554 | 80.814 | 86.114 | ||
| 1517 | 2016.04.20 23:00 | close | 738 | 0.10 | 85.511 | 80.814 | 86.114 | 9570.00 | 1645900.00 |
| 1518 | 2016.04.21 00:00 | buy | 739 | 0.10 | 85.644 | 81.848 | 87.190 | ||
| 1519 | 2016.04.27 06:00 | close | 739 | 0.10 | 85.145 | 81.848 | 87.190 | -4990.00 | 1640910.00 |
| 1520 | 2016.04.27 06:00 | sell | 740 | 0.10 | 85.157 | 86.440 | 83.595 | ||
| 1521 | 2016.04.28 06:01 | t/p | 740 | 0.10 | 83.582 | 86.440 | 83.595 | 15750.00 | 1656660.00 |
| 1522 | 2016.04.28 06:01 | sell | 741 | 0.10 | 83.407 | 86.440 | 83.192 | ||
| 1523 | 2016.04.28 06:01 | t/p | 741 | 0.10 | 83.180 | 86.440 | 83.192 | 2270.00 | 1658930.00 |
| 1524 | 2016.04.28 08:00 | sell | 742 | 0.10 | 82.879 | 86.440 | 81.332 | ||
| 1525 | 2016.04.28 13:00 | close | 742 | 0.10 | 82.528 | 86.440 | 81.332 | 3510.00 | 1662440.00 |
| 1526 | 2016.04.28 13:00 | sell | 743 | 0.10 | 82.525 | 86.266 | 80.966 | ||
| 1527 | 2016.04.28 14:00 | close | 743 | 0.10 | 82.325 | 86.266 | 80.966 | 2000.00 | 1664440.00 |
| 1528 | 2016.04.28 14:00 | sell | 744 | 0.10 | 82.295 | 86.052 | 80.752 | ||
| 1529 | 2016.04.28 15:00 | close | 744 | 0.10 | 82.316 | 86.052 | 80.752 | -210.00 | 1664230.00 |
| 1530 | 2016.04.28 18:00 | sell | 745 | 0.10 | 82.782 | 86.440 | 81.225 | ||
| 1531 | 2016.04.29 13:00 | close | 745 | 0.10 | 81.788 | 86.440 | 81.225 | 9940.00 | 1674170.00 |
| 1532 | 2016.04.29 16:00 | sell | 746 | 0.10 | 81.737 | 85.480 | 80.180 | ||
| 1533 | 2016.05.02 01:00 | close | 746 | 0.10 | 80.905 | 85.480 | 80.180 | 8320.00 | 1682490.00 |
| 1534 | 2016.05.02 04:00 | sell | 747 | 0.10 | 80.982 | 84.742 | 79.442 | ||
| 1535 | 2016.05.03 17:00 | close | 747 | 0.10 | 79.647 | 84.742 | 79.442 | 13350.00 | 1695840.00 |
| 1536 | 2016.05.03 17:00 | sell | 748 | 0.10 | 79.632 | 83.376 | 78.076 | ||
| 1537 | 2016.05.03 18:00 | close | 748 | 0.10 | 79.683 | 83.376 | 78.076 | -510.00 | 1695330.00 |
| 1538 | 2016.05.03 18:00 | sell | 749 | 0.10 | 79.664 | 83.423 | 78.123 | ||
| 1539 | 2016.05.03 19:00 | close | 749 | 0.10 | 79.673 | 83.423 | 78.123 | -90.00 | 1695240.00 |
| 1540 | 2016.05.03 19:00 | sell | 750 | 0.10 | 79.665 | 83.406 | 78.106 | ||
| 1541 | 2016.05.06 17:00 | close | 750 | 0.10 | 78.658 | 83.406 | 78.106 | 10070.00 | 1705310.00 |
| 1542 | 2016.05.06 17:00 | sell | 751 | 0.10 | 78.657 | 82.398 | 77.098 | ||
| 1543 | 2016.05.10 06:00 | close | 751 | 0.10 | 79.625 | 82.398 | 77.098 | -9680.00 | 1695630.00 |
| 1544 | 2016.05.10 06:00 | buy | 752 | 0.10 | 79.612 | 78.130 | 81.166 | ||
| 1545 | 2016.05.11 05:00 | close | 752 | 0.10 | 80.012 | 78.130 | 81.166 | 4000.00 | 1699630.00 |
| 1546 | 2016.05.11 05:00 | buy | 753 | 0.10 | 80.030 | 78.130 | 81.570 | ||
| 1547 | 2016.05.27 06:00 | close | 753 | 0.10 | 79.304 | 78.130 | 81.570 | -7260.00 | 1692370.00 |
| 1548 | 2016.05.27 07:00 | buy | 754 | 0.10 | 79.387 | 78.126 | 80.434 | ||
| 1549 | 2016.05.31 05:40 | t/p | 754 | 0.10 | 80.442 | 78.126 | 80.434 | 10550.00 | 1702920.00 |
| 1550 | 2016.05.31 06:00 | buy | 755 | 0.10 | 80.387 | 79.030 | 81.430 | ||
| 1551 | 2016.06.01 16:37 | s/l | 755 | 0.10 | 79.024 | 79.030 | 81.430 | -13630.00 | 1689290.00 |
| 1552 | 2016.06.06 16:00 | buy | 756 | 0.10 | 78.897 | 77.986 | 79.941 | ||
| 1553 | 2016.06.07 07:34 | t/p | 756 | 0.10 | 79.959 | 77.986 | 79.941 | 10620.00 | 1699910.00 |
| 1554 | 2016.06.07 09:00 | buy | 757 | 0.10 | 79.935 | 78.590 | 80.990 | ||
| 1555 | 2016.06.10 21:14 | s/l | 757 | 0.10 | 78.590 | 78.590 | 80.990 | -13450.00 | 1686460.00 |
| 1556 | 2016.06.15 12:00 | buy | 758 | 0.10 | 78.540 | 77.456 | 79.599 | ||
| 1557 | 2016.06.16 05:45 | s/l | 758 | 0.10 | 77.439 | 77.456 | 79.599 | -11010.00 | 1675450.00 |
| 1558 | 2016.06.20 04:00 | buy | 759 | 0.10 | 77.880 | 75.541 | 79.430 | ||
| 1559 | 2016.06.23 10:00 | close | 759 | 0.10 | 78.643 | 75.541 | 79.430 | 7630.00 | 1683080.00 |
| 1560 | 2016.06.23 10:00 | buy | 760 | 0.10 | 78.650 | 75.544 | 80.204 | ||
| 1561 | 2016.06.23 13:36 | t/p | 760 | 0.10 | 80.209 | 75.544 | 80.204 | 15590.00 | 1698670.00 |
| 1562 | 2016.06.23 15:00 | buy | 761 | 0.10 | 79.771 | 76.031 | 81.331 | ||
| 1563 | 2016.06.24 00:07 | t/p | 761 | 0.10 | 81.341 | 76.031 | 81.331 | 15700.00 | 1714370.00 |
| 1564 | 2016.06.29 03:00 | buy | 762 | 0.10 | 76.033 | 72.430 | 77.579 | ||
| 1565 | 2016.07.01 00:00 | close | 762 | 0.10 | 76.869 | 72.430 | 77.579 | 8360.00 | 1722730.00 |
| 1566 | 2016.07.01 01:00 | buy | 763 | 0.10 | 76.899 | 73.144 | 78.444 | ||
| 1567 | 2016.07.12 09:24 | t/p | 763 | 0.10 | 78.441 | 73.144 | 78.444 | 15420.00 | 1738150.00 |
| 1568 | 2016.07.12 10:00 | buy | 764 | 0.10 | 78.546 | 74.789 | 80.089 | ||
| 1569 | 2016.07.12 15:00 | close | 764 | 0.10 | 79.275 | 74.789 | 80.089 | 7290.00 | 1745440.00 |
| 1570 | 2016.07.12 15:00 | buy | 765 | 0.10 | 79.298 | 75.545 | 80.845 | ||
| 1571 | 2016.07.12 20:00 | close | 765 | 0.10 | 80.255 | 75.545 | 80.845 | 9570.00 | 1755010.00 |
| 1572 | 2016.07.13 17:00 | buy | 766 | 0.10 | 79.412 | 75.669 | 80.969 | ||
| 1573 | 2016.07.14 12:56 | t/p | 766 | 0.10 | 80.972 | 75.669 | 80.969 | 15600.00 | 1770610.00 |
| 1574 | 2016.07.14 13:00 | buy | 767 | 0.10 | 80.964 | 77.223 | 82.523 | ||
| 1575 | 2016.08.01 14:00 | close | 767 | 0.10 | 77.422 | 77.223 | 82.523 | -35420.00 | 1735190.00 |
| 1576 | 2016.08.04 08:00 | buy | 768 | 0.10 | 77.100 | 76.446 | 78.657 | ||
| 1577 | 2016.08.08 17:02 | t/p | 768 | 0.10 | 78.676 | 76.446 | 78.657 | 15760.00 | 1750950.00 |
| 1578 | 2016.08.08 17:03 | buy | 769 | 0.10 | 78.681 | 76.452 | 80.117 | ||
| 1579 | 2016.08.17 18:24 | s/l | 769 | 0.10 | 76.449 | 76.452 | 80.117 | -22320.00 | 1728630.00 |
| 1580 | 2016.08.23 18:00 | buy | 770 | 0.10 | 76.646 | 76.014 | 78.203 | ||
| 1581 | 2016.09.01 13:00 | modify | 770 | 0.10 | 76.646 | 77.660 | 78.203 | ||
| 1582 | 2016.09.01 15:00 | close | 770 | 0.10 | 78.063 | 77.660 | 78.203 | 14170.00 | 1742800.00 |
| 1583 | 2016.09.01 17:00 | buy | 771 | 0.10 | 78.117 | 76.064 | 79.659 | ||
| 1584 | 2016.09.15 04:53 | s/l | 771 | 0.10 | 76.068 | 76.064 | 79.659 | -20490.00 | 1722310.00 |
| 1585 | 2016.09.15 18:00 | buy | 772 | 0.10 | 76.823 | 75.915 | 78.380 | ||
| 1586 | 2016.09.29 10:00 | close | 772 | 0.10 | 77.824 | 75.915 | 78.380 | 10010.00 | 1732320.00 |
| 1587 | 2016.09.29 11:00 | buy | 773 | 0.10 | 77.853 | 76.123 | 79.396 | ||
| 1588 | 2016.10.05 23:00 | close | 773 | 0.10 | 78.864 | 76.123 | 79.396 | 10110.00 | 1742430.00 |
| 1589 | 2016.10.06 00:00 | buy | 774 | 0.10 | 78.905 | 76.156 | 80.462 | ||
| 1590 | 2016.10.07 17:00 | close | 774 | 0.10 | 78.367 | 76.156 | 80.462 | -5380.00 | 1737050.00 |
| 1591 | 2016.10.07 17:00 | sell | 775 | 0.10 | 78.359 | 79.188 | 77.312 | ||
| 1592 | 2016.10.10 17:00 | close | 775 | 0.10 | 78.881 | 79.188 | 77.312 | -5220.00 | 1731830.00 |
| 1593 | 2016.10.10 17:00 | buy | 776 | 0.10 | 78.877 | 76.443 | 80.427 | ||
| 1594 | 2016.10.11 14:00 | close | 776 | 0.10 | 78.201 | 76.443 | 80.427 | -6760.00 | 1725070.00 |
| 1595 | 2016.10.11 14:00 | sell | 777 | 0.10 | 78.191 | 79.188 | 77.142 | ||
| 1596 | 2016.10.12 18:00 | close | 777 | 0.10 | 78.793 | 79.188 | 77.142 | -6020.00 | 1719050.00 |
| 1597 | 2016.10.12 18:00 | buy | 778 | 0.10 | 78.806 | 77.319 | 80.350 | ||
| 1598 | 2016.10.13 09:00 | close | 778 | 0.10 | 78.170 | 77.319 | 80.350 | -6360.00 | 1712690.00 |
| 1599 | 2016.10.13 09:00 | sell | 779 | 0.10 | 78.176 | 79.188 | 77.118 | ||
| 1600 | 2016.10.14 05:00 | close | 779 | 0.10 | 78.878 | 79.188 | 77.118 | -7020.00 | 1705670.00 |
| 1601 | 2016.10.14 05:00 | buy | 780 | 0.10 | 78.870 | 77.690 | 80.431 | ||
| 1602 | 2016.10.18 18:00 | close | 780 | 0.10 | 79.608 | 77.690 | 80.431 | 7380.00 | 1713050.00 |
| 1603 | 2016.10.18 19:00 | buy | 781 | 0.10 | 79.714 | 77.694 | 81.259 | ||
| 1604 | 2016.10.21 00:03 | close | 781 | 0.10 | 79.252 | 77.694 | 81.259 | -4620.00 | 1708430.00 |
| 1605 | 2016.10.21 12:00 | sell | 782 | 0.10 | 79.161 | 80.076 | 78.117 | ||
| 1606 | 2016.10.25 05:00 | close | 782 | 0.10 | 79.476 | 80.076 | 78.117 | -3150.00 | 1705280.00 |
| 1607 | 2016.10.25 05:00 | buy | 783 | 0.10 | 79.484 | 78.327 | 81.024 | ||
| 1608 | 2016.10.28 23:00 | close | 783 | 0.10 | 79.572 | 78.327 | 81.024 | 880.00 | 1706160.00 |
| 1609 | 2016.10.28 23:00 | sell | 784 | 0.10 | 79.567 | 80.372 | 78.522 | ||
| 1610 | 2016.10.31 13:00 | close | 784 | 0.10 | 79.896 | 80.372 | 78.522 | -3290.00 | 1702870.00 |
| 1611 | 2016.10.31 13:00 | buy | 785 | 0.10 | 79.907 | 78.669 | 81.452 | ||
| 1612 | 2016.11.01 04:00 | close | 785 | 0.10 | 79.667 | 78.669 | 81.452 | -2400.00 | 1700470.00 |
| 1613 | 2016.11.01 04:00 | sell | 786 | 0.10 | 79.668 | 80.372 | 78.616 | ||
| 1614 | 2016.11.01 07:00 | close | 786 | 0.10 | 80.234 | 80.372 | 78.616 | -5660.00 | 1694810.00 |
| 1615 | 2016.11.01 07:00 | buy | 787 | 0.10 | 80.225 | 78.670 | 81.781 | ||
| 1616 | 2016.11.01 21:00 | close | 787 | 0.10 | 79.643 | 78.670 | 81.781 | -5820.00 | 1688990.00 |
| 1617 | 2016.11.01 21:00 | sell | 788 | 0.10 | 79.648 | 80.692 | 78.597 | ||
| 1618 | 2016.11.03 06:02 | t/p | 788 | 0.10 | 78.589 | 80.692 | 78.597 | 10590.00 | 1699580.00 |
| 1619 | 2016.11.03 07:00 | sell | 789 | 0.10 | 78.621 | 79.969 | 77.569 | ||
| 1620 | 2016.11.07 00:00 | s/l | 789 | 0.10 | 79.980 | 79.969 | 77.569 | -13590.00 | 1685990.00 |
| 1621 | 2016.11.07 06:00 | buy | 790 | 0.10 | 80.058 | 78.427 | 81.611 | ||
| 1622 | 2016.11.08 22:00 | modify | 790 | 0.10 | 80.058 | 81.038 | 81.611 | ||
| 1623 | 2016.11.08 22:27 | t/p | 790 | 0.10 | 81.611 | 81.038 | 81.611 | 15530.00 | 1701520.00 |
| 1624 | 2016.11.09 10:00 | sell | 791 | 0.10 | 79.345 | 80.690 | 78.290 | ||
| 1625 | 2016.11.09 11:00 | close | 791 | 0.10 | 79.289 | 80.690 | 78.290 | 560.00 | 1702080.00 |
| 1626 | 2016.11.09 11:00 | sell | 792 | 0.10 | 79.283 | 80.629 | 78.229 | ||
| 1627 | 2016.11.09 12:00 | close | 792 | 0.10 | 79.364 | 80.629 | 78.229 | -810.00 | 1701270.00 |
| 1628 | 2016.11.09 12:00 | sell | 793 | 0.10 | 79.340 | 80.694 | 78.294 | ||
| 1629 | 2016.11.09 13:00 | close | 793 | 0.10 | 79.059 | 80.694 | 78.294 | 2810.00 | 1704080.00 |
| 1630 | 2016.11.09 13:00 | sell | 794 | 0.10 | 79.042 | 80.391 | 77.991 | ||
| 1631 | 2016.11.09 15:00 | close | 794 | 0.10 | 79.856 | 80.391 | 77.991 | -8140.00 | 1695940.00 |
| 1632 | 2016.11.09 23:00 | buy | 795 | 0.10 | 81.132 | 77.382 | 82.682 | ||
| 1633 | 2016.11.10 14:00 | close | 795 | 0.10 | 82.113 | 77.382 | 82.682 | 9810.00 | 1705750.00 |
| 1634 | 2016.11.10 16:00 | buy | 796 | 0.10 | 81.450 | 77.710 | 83.010 | ||
| 1635 | 2016.11.14 00:01 | close | 796 | 0.10 | 80.598 | 77.710 | 83.010 | -8520.00 | 1697230.00 |
| 1636 | 2016.11.14 00:01 | sell | 797 | 0.10 | 80.586 | 81.968 | 79.568 | ||
| 1637 | 2016.11.14 10:00 | close | 797 | 0.10 | 81.325 | 81.968 | 79.568 | -7390.00 | 1689840.00 |
| 1638 | 2016.11.14 10:00 | buy | 798 | 0.10 | 81.322 | 77.576 | 82.876 | ||
| 1639 | 2016.11.15 19:00 | close | 798 | 0.10 | 82.133 | 77.576 | 82.876 | 8110.00 | 1697950.00 |
| 1640 | 2016.11.16 22:00 | sell | 799 | 0.10 | 81.658 | 82.666 | 80.099 | ||
| 1641 | 2016.11.23 15:30 | s/l | 799 | 0.10 | 82.679 | 82.666 | 80.099 | -10210.00 | 1687740.00 |
| 1642 | 2016.11.28 04:00 | sell | 800 | 0.10 | 83.257 | 84.680 | 81.717 | ||
| 1643 | 2016.12.01 01:40 | s/l | 800 | 0.10 | 84.672 | 84.680 | 81.717 | -14150.00 | 1673590.00 |
| 1644 | 2016.12.05 09:00 | sell | 801 | 0.10 | 84.320 | 84.910 | 82.765 | ||
| 1645 | 2016.12.05 10:13 | s/l | 801 | 0.10 | 84.900 | 84.910 | 82.765 | -5800.00 | 1667790.00 |
| 1646 | 2016.12.16 17:00 | sell | 802 | 0.10 | 86.456 | 87.591 | 84.912 | ||
| 1647 | 2016.12.19 10:00 | close | 802 | 0.10 | 85.642 | 87.591 | 84.912 | 8140.00 | 1675930.00 |
| 1648 | 2016.12.19 12:00 | sell | 803 | 0.10 | 85.678 | 87.591 | 84.120 | ||
| 1649 | 2016.12.19 21:00 | close | 803 | 0.10 | 84.961 | 87.591 | 84.120 | 7170.00 | 1683100.00 |
| 1650 | 2016.12.19 22:00 | sell | 804 | 0.10 | 85.043 | 87.591 | 83.487 | ||