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 |
| 1651 | 2016.12.23 23:00 | close | 804 | 0.10 | 84.199 | 87.591 | 83.487 | 8440.00 | 1691540.00 |
| 1652 | 2016.12.26 01:00 | sell | 805 | 0.10 | 83.958 | 87.591 | 82.417 | ||
| 1653 | 2017.01.11 02:00 | close | 805 | 0.10 | 85.279 | 87.591 | 82.417 | -13210.00 | 1678330.00 |
| 1654 | 2017.01.16 01:00 | sell | 806 | 0.10 | 85.630 | 86.338 | 84.086 | ||
| 1655 | 2017.01.19 08:44 | s/l | 806 | 0.10 | 86.329 | 86.338 | 84.086 | -6990.00 | 1671340.00 |
| 1656 | 2017.01.23 03:00 | sell | 807 | 0.10 | 86.148 | 87.126 | 84.600 | ||
| 1657 | 2017.02.08 04:00 | close | 807 | 0.10 | 85.631 | 87.126 | 84.600 | 5170.00 | 1676510.00 |
| 1658 | 2017.02.08 04:00 | sell | 808 | 0.10 | 85.624 | 86.931 | 84.069 | ||
| 1659 | 2017.02.10 05:00 | s/l | 808 | 0.10 | 86.934 | 86.931 | 84.069 | -13100.00 | 1663410.00 |
| 1660 | 2017.02.16 18:00 | sell | 809 | 0.10 | 87.147 | 88.239 | 85.596 | ||
| 1661 | 2017.02.24 17:00 | close | 809 | 0.10 | 86.274 | 88.239 | 85.596 | 8730.00 | 1672140.00 |
| 1662 | 2017.02.24 18:00 | sell | 810 | 0.10 | 86.300 | 88.239 | 84.751 | ||
| 1663 | 2017.03.14 19:00 | close | 810 | 0.10 | 86.816 | 88.239 | 84.751 | -5160.00 | 1666980.00 |
| 1664 | 2017.03.14 20:00 | sell | 811 | 0.10 | 86.713 | 87.127 | 85.158 | ||
| 1665 | 2017.03.15 16:35 | s/l | 811 | 0.10 | 87.137 | 87.127 | 85.158 | -4240.00 | 1662740.00 |
| 1666 | 2017.03.16 19:00 | sell | 812 | 0.10 | 86.706 | 87.545 | 85.153 | ||
| 1667 | 2017.03.22 11:47 | t/p | 812 | 0.10 | 85.155 | 87.545 | 85.153 | 15510.00 | 1678250.00 |
| 1668 | 2017.03.22 13:00 | sell | 813 | 0.10 | 85.293 | 87.545 | 83.743 | ||
| 1669 | 2017.03.27 06:00 | close | 813 | 0.10 | 84.201 | 87.545 | 83.743 | 10920.00 | 1689170.00 |
| 1670 | 2017.03.27 09:00 | sell | 814 | 0.10 | 84.177 | 87.545 | 82.625 | ||
| 1671 | 2017.04.04 16:00 | close | 814 | 0.10 | 83.394 | 87.545 | 82.625 | 7830.00 | 1697000.00 |
| 1672 | 2017.04.04 16:00 | sell | 815 | 0.10 | 83.390 | 85.826 | 81.845 | ||
| 1673 | 2017.04.11 19:00 | modify | 815 | 0.10 | 83.390 | 82.423 | 81.845 | ||
| 1674 | 2017.04.11 19:00 | close | 815 | 0.10 | 82.270 | 82.423 | 81.845 | 11200.00 | 1708200.00 |
| 1675 | 2017.04.17 03:00 | sell | 816 | 0.10 | 82.096 | 83.973 | 80.545 | ||
| 1676 | 2017.04.21 02:00 | close | 816 | 0.10 | 82.311 | 83.973 | 80.545 | -2150.00 | 1706050.00 |
| 1677 | 2017.04.21 02:00 | buy | 817 | 0.10 | 82.326 | 81.437 | 83.372 | ||
| 1678 | 2017.04.24 00:00 | t/p | 817 | 0.10 | 83.836 | 81.437 | 83.372 | 15100.00 | 1721150.00 |
| 1679 | 2017.04.24 00:00 | buy | 818 | 0.10 | 83.878 | 82.539 | 84.939 | ||
| 1680 | 2017.05.10 01:00 | close | 818 | 0.10 | 83.716 | 82.539 | 84.939 | -1620.00 | 1719530.00 |
| 1681 | 2017.05.10 01:00 | buy | 819 | 0.10 | 83.740 | 82.383 | 84.783 | ||
| 1682 | 2017.05.15 04:00 | close | 819 | 0.10 | 83.799 | 82.383 | 84.783 | 590.00 | 1720120.00 |
| 1683 | 2017.05.15 04:00 | sell | 820 | 0.10 | 83.792 | 85.139 | 82.739 | ||
| 1684 | 2017.05.17 16:02 | t/p | 820 | 0.10 | 82.731 | 85.139 | 82.739 | 10610.00 | 1730730.00 |
| 1685 | 2017.05.19 17:00 | buy | 821 | 0.10 | 83.074 | 81.732 | 84.132 | ||
| 1686 | 2017.05.25 19:00 | close | 821 | 0.10 | 83.394 | 81.732 | 84.132 | 3200.00 | 1733930.00 |
| 1687 | 2017.05.25 19:00 | sell | 822 | 0.10 | 83.387 | 84.599 | 82.340 | ||
| 1688 | 2017.05.30 04:03 | t/p | 822 | 0.10 | 82.330 | 84.599 | 82.340 | 10570.00 | 1744500.00 |
| 1689 | 2017.05.31 04:00 | buy | 823 | 0.10 | 82.882 | 81.541 | 83.941 | ||
| 1690 | 2017.06.15 18:29 | t/p | 823 | 0.10 | 83.948 | 81.541 | 83.941 | 10660.00 | 1755160.00 |
| 1691 | 2017.06.16 03:00 | buy | 824 | 0.10 | 84.210 | 82.009 | 85.757 | ||
| 1692 | 2017.06.21 03:00 | close | 824 | 0.10 | 84.341 | 82.009 | 85.757 | 1310.00 | 1756470.00 |
| 1693 | 2017.06.21 03:00 | sell | 825 | 0.10 | 84.337 | 85.144 | 83.285 | ||
| 1694 | 2017.06.26 11:00 | close | 825 | 0.10 | 84.559 | 85.144 | 83.285 | -2220.00 | 1754250.00 |
| 1695 | 2017.06.26 11:00 | buy | 826 | 0.10 | 84.562 | 82.881 | 86.103 | ||
| 1696 | 2017.06.29 06:00 | modify | 826 | 0.10 | 84.562 | 85.636 | 86.103 | ||
| 1697 | 2017.06.29 10:00 | t/p | 826 | 0.10 | 86.103 | 85.636 | 86.103 | 15410.00 | 1769660.00 |
| 1698 | 2017.06.29 10:00 | buy | 827 | 0.10 | 86.104 | 83.672 | 87.646 | ||
| 1699 | 2017.07.07 02:00 | close | 827 | 0.10 | 85.760 | 83.672 | 87.646 | -3440.00 | 1766220.00 |
| 1700 | 2017.07.07 02:00 | sell | 828 | 0.10 | 85.761 | 87.049 | 84.720 | ||
| 1701 | 2017.07.07 05:00 | close | 828 | 0.10 | 86.185 | 87.049 | 84.720 | -4240.00 | 1761980.00 |
| 1702 | 2017.07.07 05:00 | buy | 829 | 0.10 | 86.171 | 84.863 | 87.729 | ||
| 1703 | 2017.07.11 11:00 | close | 829 | 0.10 | 87.060 | 84.863 | 87.729 | 8890.00 | 1770870.00 |
| 1704 | 2017.07.11 12:00 | buy | 830 | 0.10 | 87.088 | 85.613 | 88.643 | ||
| 1705 | 2017.07.17 03:00 | close | 830 | 0.10 | 87.949 | 85.613 | 88.643 | 8610.00 | 1779480.00 |
| 1706 | 2017.07.17 04:00 | buy | 831 | 0.10 | 88.031 | 85.673 | 89.571 | ||
| 1707 | 2017.07.18 14:00 | close | 831 | 0.10 | 88.917 | 85.673 | 89.571 | 8860.00 | 1788340.00 |
| 1708 | 2017.07.21 07:00 | sell | 832 | 0.10 | 88.251 | 89.385 | 86.707 | ||
| 1709 | 2017.07.27 06:33 | s/l | 832 | 0.10 | 89.384 | 89.385 | 86.707 | -11330.00 | 1777010.00 |
| 1710 | 2017.07.27 21:00 | sell | 833 | 0.10 | 88.490 | 89.480 | 87.435 | ||
| 1711 | 2017.08.03 17:00 | t/p | 833 | 0.10 | 87.428 | 89.480 | 87.435 | 10620.00 | 1787630.00 |
| 1712 | 2017.08.03 17:00 | sell | 834 | 0.10 | 87.424 | 88.845 | 86.445 | ||
| 1713 | 2017.08.09 03:51 | t/p | 834 | 0.10 | 86.444 | 88.845 | 86.445 | 9800.00 | 1797430.00 |
| 1714 | 2017.08.14 05:00 | buy | 835 | 0.10 | 86.560 | 85.219 | 87.619 | ||
| 1715 | 2017.08.17 12:00 | close | 835 | 0.10 | 87.351 | 85.219 | 87.619 | 7910.00 | 1805340.00 |
| 1716 | 2017.08.22 04:00 | buy | 836 | 0.10 | 86.721 | 85.399 | 87.781 | ||
| 1717 | 2017.08.30 05:04 | t/p | 836 | 0.10 | 87.775 | 85.399 | 87.781 | 10540.00 | 1815880.00 |
| 1718 | 2017.08.31 03:00 | buy | 837 | 0.10 | 87.341 | 85.988 | 88.388 | ||
| 1719 | 2017.09.12 18:34 | t/p | 837 | 0.10 | 88.382 | 85.988 | 88.388 | 10410.00 | 1826290.00 |
| 1720 | 2017.09.14 16:00 | sell | 838 | 0.10 | 88.083 | 88.893 | 87.041 | ||
| 1721 | 2017.09.15 11:54 | s/l | 838 | 0.10 | 88.899 | 88.893 | 87.041 | -8160.00 | 1818130.00 |
| 1722 | 2017.09.21 15:00 | sell | 839 | 0.10 | 89.217 | 90.360 | 87.677 | ||
| 1723 | 2017.09.28 18:00 | close | 839 | 0.10 | 88.326 | 90.360 | 87.677 | 8910.00 | 1827040.00 |
| 1724 | 2017.09.28 19:00 | sell | 840 | 0.10 | 88.198 | 89.547 | 87.147 | ||
| 1725 | 2017.10.10 09:00 | close | 840 | 0.10 | 87.731 | 89.547 | 87.147 | 4670.00 | 1831710.00 |
| 1726 | 2017.10.10 09:00 | buy | 841 | 0.10 | 87.741 | 86.380 | 88.780 | ||
| 1727 | 2017.10.16 18:00 | close | 841 | 0.10 | 87.851 | 86.380 | 88.780 | 1100.00 | 1832810.00 |
| 1728 | 2017.10.16 18:00 | sell | 842 | 0.10 | 87.867 | 89.209 | 86.809 | ||
| 1729 | 2017.10.30 19:17 | t/p | 842 | 0.10 | 86.799 | 89.209 | 86.809 | 10680.00 | 1843490.00 |
| 1730 | 2017.10.30 20:00 | sell | 843 | 0.10 | 86.861 | 89.133 | 85.304 | ||
| 1731 | 2017.11.01 05:00 | close | 843 | 0.10 | 87.208 | 89.133 | 85.304 | -3470.00 | 1840020.00 |
| 1732 | 2017.11.01 05:00 | buy | 844 | 0.10 | 87.199 | 86.632 | 88.253 | ||
| 1733 | 2017.11.07 18:00 | close | 844 | 0.10 | 87.107 | 86.632 | 88.253 | -920.00 | 1839100.00 |
| 1734 | 2017.11.07 18:00 | sell | 845 | 0.10 | 87.096 | 88.157 | 85.548 | ||
| 1735 | 2017.11.09 02:00 | close | 845 | 0.10 | 87.487 | 88.157 | 85.548 | -3910.00 | 1835190.00 |
| 1736 | 2017.11.09 02:00 | buy | 846 | 0.10 | 87.475 | 86.639 | 88.533 | ||
| 1737 | 2017.11.09 12:00 | close | 846 | 0.10 | 87.043 | 86.639 | 88.533 | -4320.00 | 1830870.00 |
| 1738 | 2017.11.09 12:00 | sell | 847 | 0.10 | 87.040 | 88.157 | 85.485 | ||
| 1739 | 2017.11.15 11:00 | modify | 847 | 0.10 | 87.040 | 86.003 | 85.485 | ||
| 1740 | 2017.11.15 16:00 | close | 847 | 0.10 | 85.726 | 86.003 | 85.485 | 13140.00 | 1844010.00 |
| 1741 | 2017.11.15 16:00 | sell | 848 | 0.10 | 85.710 | 87.755 | 84.163 | ||
| 1742 | 2017.11.20 03:00 | close | 848 | 0.10 | 84.745 | 87.755 | 84.163 | 9650.00 | 1853660.00 |
| 1743 | 2017.11.22 11:00 | sell | 849 | 0.10 | 84.741 | 87.149 | 83.188 | ||
| 1744 | 2017.11.30 05:00 | close | 849 | 0.10 | 85.007 | 87.149 | 83.188 | -2660.00 | 1851000.00 |
| 1745 | 2017.11.30 05:00 | buy | 850 | 0.10 | 85.004 | 84.296 | 86.050 | ||
| 1746 | 2017.12.05 05:30 | t/p | 850 | 0.10 | 86.056 | 84.296 | 86.050 | 10520.00 | 1861520.00 |
| 1747 | 2017.12.05 06:00 | buy | 851 | 0.10 | 86.002 | 84.662 | 87.062 | ||
| 1748 | 2017.12.21 07:00 | close | 851 | 0.10 | 86.917 | 84.662 | 87.062 | 9150.00 | 1870670.00 |
| 1749 | 2017.12.27 05:00 | buy | 852 | 0.10 | 87.657 | 85.867 | 89.207 | ||
| 1750 | 2018.01.02 16:00 | close | 852 | 0.10 | 87.669 | 85.867 | 89.207 | 120.00 | 1870790.00 |
| 1751 | 2018.01.02 16:00 | sell | 853 | 0.10 | 87.688 | 88.469 | 86.623 | ||
| 1752 | 2018.01.03 20:00 | close | 853 | 0.10 | 88.092 | 88.469 | 86.623 | -4040.00 | 1866750.00 |
| 1753 | 2018.01.03 20:00 | buy | 854 | 0.10 | 88.089 | 87.196 | 89.635 | ||
| 1754 | 2018.01.08 00:00 | close | 854 | 0.10 | 88.925 | 87.196 | 89.635 | 8360.00 | 1875110.00 |
| 1755 | 2018.01.08 01:00 | buy | 855 | 0.10 | 89.000 | 87.384 | 90.544 | ||
| 1756 | 2018.01.09 15:00 | close | 855 | 0.10 | 88.161 | 87.384 | 90.544 | -8390.00 | 1866720.00 |
| 1757 | 2018.01.09 15:00 | sell | 856 | 0.10 | 88.163 | 89.147 | 87.120 | ||
| 1758 | 2018.01.17 20:00 | close | 856 | 0.10 | 88.638 | 89.147 | 87.120 | -4750.00 | 1861970.00 |
| 1759 | 2018.01.17 20:00 | buy | 857 | 0.10 | 88.644 | 87.157 | 90.194 | ||
| 1760 | 2018.01.19 16:00 | close | 857 | 0.10 | 88.383 | 87.157 | 90.194 | -2610.00 | 1859360.00 |
| 1761 | 2018.01.19 16:00 | sell | 858 | 0.10 | 88.384 | 89.147 | 87.337 | ||
| 1762 | 2018.01.22 19:00 | close | 858 | 0.10 | 88.950 | 89.147 | 87.337 | -5660.00 | 1853700.00 |
| 1763 | 2018.01.22 19:00 | buy | 859 | 0.10 | 88.949 | 87.228 | 90.510 | ||
| 1764 | 2018.01.23 06:00 | close | 859 | 0.10 | 88.456 | 87.228 | 90.510 | -4930.00 | 1848770.00 |
| 1765 | 2018.01.23 06:00 | sell | 860 | 0.10 | 88.462 | 89.147 | 87.410 | ||
| 1766 | 2018.01.30 11:00 | close | 860 | 0.10 | 87.621 | 89.147 | 87.410 | 8410.00 | 1857180.00 |
| 1767 | 2018.01.30 13:00 | sell | 861 | 0.10 | 87.896 | 89.147 | 86.847 | ||
| 1768 | 2018.02.05 21:18 | t/p | 861 | 0.10 | 86.849 | 89.147 | 86.847 | 10470.00 | 1867650.00 |
| 1769 | 2018.02.06 00:00 | sell | 862 | 0.10 | 85.912 | 88.557 | 84.368 | ||
| 1770 | 2018.02.06 06:00 | close | 862 | 0.10 | 85.326 | 88.557 | 84.368 | 5860.00 | 1873510.00 |
| 1771 | 2018.02.06 06:00 | sell | 863 | 0.10 | 85.317 | 88.557 | 83.769 | ||
| 1772 | 2018.02.06 07:00 | close | 863 | 0.10 | 85.228 | 88.557 | 83.769 | 890.00 | 1874400.00 |
| 1773 | 2018.02.06 07:00 | sell | 864 | 0.10 | 85.234 | 88.557 | 83.681 | ||
| 1774 | 2018.02.14 15:33 | t/p | 864 | 0.10 | 83.673 | 88.557 | 83.681 | 15610.00 | 1890010.00 |
| 1775 | 2018.02.14 17:00 | sell | 865 | 0.10 | 83.781 | 87.570 | 82.234 | ||
| 1776 | 2018.02.27 04:00 | close | 865 | 0.10 | 84.130 | 87.570 | 82.234 | -3490.00 | 1886520.00 |
| 1777 | 2018.02.27 04:00 | buy | 866 | 0.10 | 84.142 | 83.218 | 85.185 | ||
| 1778 | 2018.02.27 23:00 | close | 866 | 0.10 | 83.607 | 83.218 | 85.185 | -5350.00 | 1881170.00 |
| 1779 | 2018.02.27 23:00 | sell | 867 | 0.10 | 83.601 | 84.921 | 82.054 | ||
| 1780 | 2018.03.01 11:00 | close | 867 | 0.10 | 82.647 | 84.921 | 82.054 | 9540.00 | 1890710.00 |
| 1781 | 2018.03.01 11:00 | sell | 868 | 0.10 | 82.631 | 84.921 | 81.086 | ||
| 1782 | 2018.03.02 16:00 | close | 868 | 0.10 | 81.816 | 84.921 | 81.086 | 8150.00 | 1898860.00 |
| 1783 | 2018.03.02 16:00 | sell | 869 | 0.10 | 81.794 | 84.921 | 80.254 | ||
| 1784 | 2018.03.02 19:00 | close | 869 | 0.10 | 81.935 | 84.921 | 80.254 | -1410.00 | 1897450.00 |
| 1785 | 2018.03.02 20:00 | sell | 870 | 0.10 | 81.840 | 84.921 | 80.289 | ||
| 1786 | 2018.03.06 00:00 | close | 870 | 0.10 | 82.481 | 84.921 | 80.289 | -6410.00 | 1891040.00 |
| 1787 | 2018.03.06 00:00 | buy | 871 | 0.10 | 82.493 | 81.452 | 84.039 | ||
| 1788 | 2018.03.09 19:00 | modify | 871 | 0.10 | 82.493 | 83.455 | 84.039 | ||
| 1789 | 2018.03.12 02:04 | t/p | 871 | 0.10 | 84.032 | 83.455 | 84.039 | 15390.00 | 1906430.00 |
| 1790 | 2018.03.12 05:00 | buy | 872 | 0.10 | 83.851 | 82.502 | 84.902 | ||
| 1791 | 2018.03.16 04:03 | s/l | 872 | 0.10 | 82.508 | 82.502 | 84.902 | -13430.00 | 1893000.00 |
| 1792 | 2018.03.21 04:00 | buy | 873 | 0.10 | 81.932 | 81.201 | 82.987 | ||
| 1793 | 2018.03.22 16:14 | s/l | 873 | 0.10 | 81.199 | 81.201 | 82.987 | -7330.00 | 1885670.00 |
| 1794 | 2018.03.26 22:00 | buy | 874 | 0.10 | 81.384 | 80.442 | 82.429 | ||
| 1795 | 2018.04.04 22:39 | t/p | 874 | 0.10 | 82.437 | 80.442 | 82.429 | 10530.00 | 1896200.00 |
| 1796 | 2018.04.04 23:00 | buy | 875 | 0.10 | 82.412 | 81.061 | 83.461 | ||
| 1797 | 2018.04.13 04:13 | t/p | 875 | 0.10 | 83.456 | 81.061 | 83.461 | 10440.00 | 1906640.00 |
| 1798 | 2018.04.17 03:00 | sell | 876 | 0.10 | 83.237 | 84.584 | 82.185 | ||
| 1799 | 2018.05.01 13:00 | close | 876 | 0.10 | 82.404 | 84.584 | 82.185 | 8330.00 | 1914970.00 |
| 1800 | 2018.05.03 05:00 | buy | 877 | 0.10 | 82.432 | 81.076 | 83.476 | ||