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 |
| 1801 | 2018.05.15 15:00 | close | 877 | 0.10 | 82.449 | 81.076 | 83.476 | 170.00 | 1915140.00 |
| 1802 | 2018.05.15 15:00 | sell | 878 | 0.10 | 82.463 | 83.808 | 81.408 | ||
| 1803 | 2018.05.17 11:00 | close | 878 | 0.10 | 83.342 | 83.808 | 81.408 | -8790.00 | 1906350.00 |
| 1804 | 2018.05.17 11:00 | buy | 879 | 0.10 | 83.346 | 81.079 | 84.895 | ||
| 1805 | 2018.05.22 12:00 | close | 879 | 0.10 | 84.317 | 81.079 | 84.895 | 9710.00 | 1916060.00 |
| 1806 | 2018.05.22 14:00 | buy | 880 | 0.10 | 84.285 | 82.123 | 85.827 | ||
| 1807 | 2018.05.23 06:00 | close | 880 | 0.10 | 83.350 | 82.123 | 85.827 | -9350.00 | 1906710.00 |
| 1808 | 2018.05.23 06:00 | sell | 881 | 0.10 | 83.348 | 84.537 | 82.297 | ||
| 1809 | 2018.05.29 04:09 | t/p | 881 | 0.10 | 82.286 | 84.537 | 82.297 | 10620.00 | 1917330.00 |
| 1810 | 2018.05.30 19:00 | buy | 882 | 0.10 | 82.598 | 81.248 | 83.648 | ||
| 1811 | 2018.06.04 09:23 | t/p | 882 | 0.10 | 83.644 | 81.248 | 83.648 | 10460.00 | 1927790.00 |
| 1812 | 2018.06.04 10:00 | buy | 883 | 0.10 | 83.682 | 80.973 | 85.238 | ||
| 1813 | 2018.06.07 20:00 | close | 883 | 0.10 | 83.689 | 80.973 | 85.238 | 70.00 | 1927860.00 |
| 1814 | 2018.06.07 20:00 | sell | 884 | 0.10 | 83.665 | 84.595 | 82.649 | ||
| 1815 | 2018.06.08 13:04 | t/p | 884 | 0.10 | 82.643 | 84.595 | 82.649 | 10220.00 | 1938080.00 |
| 1816 | 2018.06.08 17:00 | sell | 885 | 0.10 | 83.082 | 84.431 | 82.031 | ||
| 1817 | 2018.06.12 03:00 | close | 885 | 0.10 | 83.931 | 84.431 | 82.031 | -8490.00 | 1929590.00 |
| 1818 | 2018.06.12 03:00 | buy | 886 | 0.10 | 83.935 | 82.150 | 85.493 | ||
| 1819 | 2018.06.13 22:00 | close | 886 | 0.10 | 83.527 | 82.150 | 85.493 | -4080.00 | 1925510.00 |
| 1820 | 2018.06.13 22:00 | sell | 887 | 0.10 | 83.529 | 84.595 | 82.482 | ||
| 1821 | 2018.06.15 03:47 | t/p | 887 | 0.10 | 82.472 | 84.595 | 82.482 | 10570.00 | 1936080.00 |
| 1822 | 2018.06.21 14:00 | buy | 888 | 0.10 | 81.492 | 80.574 | 83.048 | ||
| 1823 | 2018.07.09 15:00 | close | 888 | 0.10 | 82.610 | 80.574 | 83.048 | 11180.00 | 1947260.00 |
| 1824 | 2018.07.17 05:00 | sell | 889 | 0.10 | 83.259 | 84.595 | 82.218 | ||
| 1825 | 2018.07.20 04:45 | t/p | 889 | 0.10 | 82.209 | 84.595 | 82.218 | 10500.00 | 1957760.00 |
| 1826 | 2018.07.20 06:00 | sell | 890 | 0.10 | 82.622 | 83.976 | 81.576 | ||
| 1827 | 2018.07.25 16:00 | close | 890 | 0.10 | 82.423 | 83.976 | 81.576 | 1990.00 | 1959750.00 |
| 1828 | 2018.07.25 16:00 | buy | 891 | 0.10 | 82.431 | 81.080 | 83.480 | ||
| 1829 | 2018.08.02 06:00 | close | 891 | 0.10 | 82.520 | 81.080 | 83.480 | 890.00 | 1960640.00 |
| 1830 | 2018.08.02 06:00 | sell | 892 | 0.10 | 82.514 | 83.860 | 81.460 | ||
| 1831 | 2018.08.10 07:56 | t/p | 892 | 0.10 | 81.452 | 83.860 | 81.460 | 10620.00 | 1971260.00 |
| 1832 | 2018.08.16 07:00 | buy | 893 | 0.10 | 80.593 | 79.649 | 82.143 | ||
| 1833 | 2018.08.27 05:00 | close | 893 | 0.10 | 81.486 | 79.649 | 82.143 | 8930.00 | 1980190.00 |
| 1834 | 2018.08.27 06:00 | buy | 894 | 0.10 | 81.359 | 80.009 | 82.409 | ||
| 1835 | 2018.08.31 14:53 | s/l | 894 | 0.10 | 80.014 | 80.009 | 82.409 | -13450.00 | 1966740.00 |
| 1836 | 2018.09.04 09:00 | buy | 895 | 0.10 | 80.378 | 79.469 | 81.428 | ||
| 1837 | 2018.09.07 02:43 | s/l | 895 | 0.10 | 79.466 | 79.469 | 81.428 | -9120.00 | 1957620.00 |
| 1838 | 2018.09.11 09:00 | buy | 896 | 0.10 | 79.403 | 78.630 | 80.958 | ||
| 1839 | 2018.09.13 18:00 | close | 896 | 0.10 | 80.393 | 78.630 | 80.958 | 9900.00 | 1967520.00 |
| 1840 | 2018.09.13 18:00 | buy | 897 | 0.10 | 80.399 | 79.050 | 81.450 | ||
| 1841 | 2018.09.19 06:19 | t/p | 897 | 0.10 | 81.457 | 79.050 | 81.450 | 10580.00 | 1978100.00 |
| 1842 | 2018.09.25 00:00 | sell | 898 | 0.10 | 81.808 | 82.855 | 80.737 | ||
| 1843 | 2018.10.01 21:00 | close | 898 | 0.10 | 82.370 | 82.855 | 80.737 | -5620.00 | 1972480.00 |
| 1844 | 2018.10.01 21:00 | buy | 899 | 0.10 | 82.378 | 81.247 | 83.930 | ||
| 1845 | 2018.10.02 09:00 | close | 899 | 0.10 | 81.939 | 81.247 | 83.930 | -4390.00 | 1968090.00 |
| 1846 | 2018.10.02 09:00 | sell | 900 | 0.10 | 81.929 | 82.564 | 80.891 | ||
| 1847 | 2018.10.04 10:28 | t/p | 900 | 0.10 | 80.882 | 82.564 | 80.891 | 10470.00 | 1978560.00 |
| 1848 | 2018.10.04 11:00 | sell | 901 | 0.10 | 80.987 | 82.335 | 79.935 | ||
| 1849 | 2018.10.08 11:35 | t/p | 901 | 0.10 | 79.926 | 82.335 | 79.935 | 10610.00 | 1989170.00 |
| 1850 | 2018.10.10 02:00 | buy | 902 | 0.10 | 80.323 | 78.963 | 81.363 | ||
| 1851 | 2018.10.26 03:00 | close | 902 | 0.10 | 79.557 | 78.963 | 81.363 | -7660.00 | 1981510.00 |
| 1852 | 2018.10.29 11:00 | buy | 903 | 0.10 | 79.543 | 78.508 | 80.596 | ||
| 1853 | 2018.11.01 10:15 | t/p | 903 | 0.10 | 80.592 | 78.508 | 80.596 | 10490.00 | 1992000.00 |
| 1854 | 2018.11.07 00:01 | buy | 904 | 0.10 | 82.192 | 79.084 | 83.761 | ||
| 1855 | 2018.11.09 19:00 | close | 904 | 0.10 | 82.195 | 79.084 | 83.761 | 30.00 | 1992030.00 |
| 1856 | 2018.11.09 19:00 | sell | 905 | 0.10 | 82.185 | 83.109 | 81.150 | ||
| 1857 | 2018.11.15 07:00 | close | 905 | 0.10 | 82.591 | 83.109 | 81.150 | -4060.00 | 1987970.00 |
| 1858 | 2018.11.15 07:00 | buy | 906 | 0.10 | 82.599 | 81.329 | 84.148 | ||
| 1859 | 2018.11.16 13:00 | close | 906 | 0.10 | 82.174 | 81.329 | 84.148 | -4250.00 | 1983720.00 |
| 1860 | 2018.11.16 13:00 | sell | 907 | 0.10 | 82.176 | 83.109 | 81.123 | ||
| 1861 | 2018.11.16 20:00 | close | 907 | 0.10 | 82.741 | 83.109 | 81.123 | -5650.00 | 1978070.00 |
| 1862 | 2018.11.16 20:00 | buy | 908 | 0.10 | 82.744 | 81.332 | 84.298 | ||
| 1863 | 2018.11.19 14:00 | close | 908 | 0.10 | 82.291 | 81.332 | 84.298 | -4530.00 | 1973540.00 |
| 1864 | 2018.11.19 14:00 | sell | 909 | 0.10 | 82.285 | 83.109 | 81.236 | ||
| 1865 | 2018.11.21 00:38 | t/p | 909 | 0.10 | 81.244 | 83.109 | 81.236 | 10410.00 | 1983950.00 |
| 1866 | 2018.11.21 01:00 | sell | 910 | 0.10 | 81.206 | 82.558 | 80.158 | ||
| 1867 | 2018.11.27 09:32 | s/l | 910 | 0.10 | 82.570 | 82.558 | 80.158 | -13640.00 | 1970310.00 |
| 1868 | 2018.11.28 21:00 | buy | 911 | 0.10 | 83.155 | 81.136 | 84.695 | ||
| 1869 | 2018.12.04 18:00 | close | 911 | 0.10 | 83.106 | 81.136 | 84.695 | -490.00 | 1969820.00 |
| 1870 | 2018.12.04 18:00 | sell | 912 | 0.10 | 83.101 | 83.960 | 82.053 | ||
| 1871 | 2018.12.05 20:00 | close | 912 | 0.10 | 82.315 | 83.960 | 82.053 | 7860.00 | 1977680.00 |
| 1872 | 2018.12.05 21:00 | sell | 913 | 0.10 | 82.241 | 83.585 | 81.185 | ||
| 1873 | 2018.12.06 12:04 | t/p | 913 | 0.10 | 81.188 | 83.585 | 81.185 | 10530.00 | 1988210.00 |
| 1874 | 2018.12.07 01:00 | sell | 914 | 0.10 | 81.473 | 82.833 | 80.433 | ||
| 1875 | 2018.12.19 18:56 | t/p | 914 | 0.10 | 80.442 | 82.833 | 80.433 | 10310.00 | 1998520.00 |
| 1876 | 2018.12.19 23:00 | sell | 915 | 0.10 | 79.999 | 82.267 | 78.451 | ||
| 1877 | 2018.12.20 22:00 | close | 915 | 0.10 | 79.111 | 82.267 | 78.451 | 8880.00 | 2007400.00 |
| 1878 | 2018.12.20 22:00 | sell | 916 | 0.10 | 79.118 | 82.267 | 77.560 | ||
| 1879 | 2018.12.24 02:00 | close | 916 | 0.10 | 78.285 | 82.267 | 77.560 | 8330.00 | 2015730.00 |
| 1880 | 2018.12.24 02:00 | sell | 917 | 0.10 | 78.285 | 82.033 | 76.733 | ||
| 1881 | 2019.01.02 04:18 | t/p | 917 | 0.10 | 76.739 | 82.033 | 76.733 | 15460.00 | 2031190.00 |
| 1882 | 2019.01.02 10:00 | sell | 918 | 0.10 | 76.885 | 79.324 | 75.328 | ||
| 1883 | 2019.01.03 00:35 | t/p | 918 | 0.10 | 75.324 | 79.324 | 75.328 | 15610.00 | 2046800.00 |
| 1884 | 2019.01.10 18:00 | buy | 919 | 0.10 | 77.829 | 74.069 | 79.369 | ||
| 1885 | 2019.01.28 08:00 | close | 919 | 0.10 | 78.618 | 74.069 | 79.369 | 7890.00 | 2054690.00 |
| 1886 | 2019.01.28 08:00 | buy | 920 | 0.10 | 78.610 | 77.453 | 80.165 | ||
| 1887 | 2019.02.05 11:00 | close | 920 | 0.10 | 79.522 | 77.453 | 80.165 | 9120.00 | 2063810.00 |
| 1888 | 2019.02.05 12:00 | buy | 921 | 0.10 | 79.666 | 77.455 | 81.224 | ||
| 1889 | 2019.02.08 04:07 | s/l | 921 | 0.10 | 77.465 | 77.455 | 81.224 | -22010.00 | 2041800.00 |
| 1890 | 2019.02.11 09:00 | buy | 922 | 0.10 | 78.121 | 77.383 | 79.674 | ||
| 1891 | 2019.02.14 11:00 | close | 922 | 0.10 | 78.886 | 77.383 | 79.674 | 7650.00 | 2049450.00 |
| 1892 | 2019.02.14 13:00 | buy | 923 | 0.10 | 78.885 | 77.383 | 80.437 | ||
| 1893 | 2019.03.04 14:00 | close | 923 | 0.10 | 79.252 | 77.383 | 80.437 | 3670.00 | 2053120.00 |
| 1894 | 2019.03.11 18:00 | buy | 924 | 0.10 | 78.496 | 77.672 | 80.040 | ||
| 1895 | 2019.03.25 03:56 | s/l | 924 | 0.10 | 77.673 | 77.672 | 80.040 | -8230.00 | 2044890.00 |
| 1896 | 2019.03.26 11:00 | buy | 925 | 0.10 | 78.552 | 77.486 | 80.100 | ||
| 1897 | 2019.04.05 17:00 | close | 925 | 0.10 | 79.340 | 77.486 | 80.100 | 7880.00 | 2052770.00 |
| 1898 | 2019.04.08 21:00 | buy | 926 | 0.10 | 79.495 | 77.856 | 81.040 | ||
| 1899 | 2019.04.15 07:00 | close | 926 | 0.10 | 80.294 | 77.856 | 81.040 | 7990.00 | 2060760.00 |
| 1900 | 2019.04.15 11:00 | buy | 927 | 0.10 | 80.269 | 78.894 | 81.818 | ||
| 1901 | 2019.04.24 04:30 | s/l | 927 | 0.10 | 78.895 | 78.894 | 81.818 | -13740.00 | 2047020.00 |
| 1902 | 2019.04.26 16:00 | buy | 928 | 0.10 | 78.697 | 78.059 | 80.241 | ||
| 1903 | 2019.05.02 16:34 | s/l | 928 | 0.10 | 78.059 | 78.059 | 80.241 | -6380.00 | 2040640.00 |
| 1904 | 2019.05.10 05:00 | buy | 929 | 0.10 | 77.222 | 76.287 | 78.766 | ||
| 1905 | 2019.05.13 15:07 | s/l | 929 | 0.10 | 76.288 | 76.287 | 78.766 | -9340.00 | 2031300.00 |
| 1906 | 2019.05.20 01:00 | buy | 930 | 0.10 | 75.973 | 75.283 | 77.528 | ||
| 1907 | 2019.05.31 09:09 | s/l | 930 | 0.10 | 75.293 | 75.283 | 77.528 | -6800.00 | 2024500.00 |
| 1908 | 2019.06.04 12:00 | buy | 931 | 0.10 | 75.448 | 74.910 | 76.498 | ||
| 1909 | 2019.06.13 05:07 | s/l | 931 | 0.10 | 74.904 | 74.910 | 76.498 | -5440.00 | 2019060.00 |
| 1910 | 2019.06.19 02:00 | buy | 932 | 0.10 | 74.615 | 73.877 | 75.674 | ||
| 1911 | 2019.06.28 20:49 | t/p | 932 | 0.10 | 75.671 | 73.877 | 75.674 | 10560.00 | 2029620.00 |
| 1912 | 2019.07.05 18:00 | sell | 933 | 0.10 | 75.596 | 76.449 | 74.556 | ||
| 1913 | 2019.07.23 19:00 | close | 933 | 0.10 | 75.626 | 76.449 | 74.556 | -300.00 | 2029320.00 |
| 1914 | 2019.07.23 19:00 | sell | 934 | 0.10 | 75.625 | 76.345 | 74.577 | ||
| 1915 | 2019.07.31 04:11 | t/p | 934 | 0.10 | 74.586 | 76.345 | 74.577 | 10390.00 | 2039710.00 |
| 1916 | 2019.08.08 17:00 | buy | 935 | 0.10 | 72.231 | 70.684 | 73.790 | ||
| 1917 | 2019.08.26 00:35 | s/l | 935 | 0.10 | 70.679 | 70.684 | 73.790 | -15520.00 | 2024190.00 |
| 1918 | 2019.08.29 12:00 | buy | 936 | 0.10 | 71.668 | 70.328 | 72.728 | ||
| 1919 | 2019.09.05 04:37 | t/p | 936 | 0.10 | 72.731 | 70.328 | 72.728 | 10630.00 | 2034820.00 |
| 1920 | 2019.09.05 05:00 | buy | 937 | 0.10 | 72.755 | 71.409 | 73.809 | ||
| 1921 | 2019.09.10 04:24 | t/p | 937 | 0.10 | 73.806 | 71.409 | 73.809 | 10510.00 | 2045330.00 |
| 1922 | 2019.09.16 04:00 | sell | 938 | 0.10 | 74.008 | 75.252 | 72.957 | ||
| 1923 | 2019.09.20 20:13 | t/p | 938 | 0.10 | 72.967 | 75.252 | 72.957 | 10410.00 | 2055740.00 |
| 1924 | 2019.09.20 21:00 | sell | 939 | 0.10 | 72.836 | 74.195 | 71.795 | ||
| 1925 | 2019.10.02 19:03 | t/p | 939 | 0.10 | 71.804 | 74.195 | 71.795 | 10320.00 | 2066060.00 |
| 1926 | 2019.10.04 12:00 | buy | 940 | 0.10 | 72.161 | 70.808 | 73.208 | ||
| 1927 | 2019.10.11 06:26 | t/p | 940 | 0.10 | 73.210 | 70.808 | 73.208 | 10490.00 | 2076550.00 |
| 1928 | 2019.10.15 14:00 | sell | 941 | 0.10 | 73.102 | 74.450 | 72.050 | ||
| 1929 | 2019.10.17 13:00 | close | 941 | 0.10 | 74.231 | 74.450 | 72.050 | -11290.00 | 2065260.00 |
| 1930 | 2019.10.17 13:00 | buy | 942 | 0.10 | 74.235 | 71.787 | 75.788 | ||
| 1931 | 2019.10.22 22:00 | close | 942 | 0.10 | 74.323 | 71.787 | 75.788 | 880.00 | 2066140.00 |
| 1932 | 2019.10.22 22:00 | sell | 943 | 0.10 | 74.333 | 74.883 | 73.278 | ||
| 1933 | 2019.10.28 19:00 | close | 943 | 0.10 | 74.564 | 74.883 | 73.278 | -2310.00 | 2063830.00 |
| 1934 | 2019.10.28 19:00 | buy | 944 | 0.10 | 74.557 | 73.341 | 76.109 | ||
| 1935 | 2019.10.31 15:00 | close | 944 | 0.10 | 74.578 | 73.341 | 76.109 | 210.00 | 2064040.00 |
| 1936 | 2019.10.31 15:00 | sell | 945 | 0.10 | 74.578 | 75.354 | 73.537 | ||
| 1937 | 2019.11.04 10:00 | close | 945 | 0.10 | 74.975 | 75.354 | 73.537 | -3970.00 | 2060070.00 |
| 1938 | 2019.11.04 10:00 | buy | 946 | 0.10 | 74.987 | 73.870 | 76.533 | ||
| 1939 | 2019.11.06 19:00 | close | 946 | 0.10 | 74.898 | 73.870 | 76.533 | -890.00 | 2059180.00 |
| 1940 | 2019.11.06 19:00 | sell | 947 | 0.10 | 74.896 | 75.467 | 73.850 | ||
| 1941 | 2019.11.07 12:00 | close | 947 | 0.10 | 75.290 | 75.467 | 73.850 | -3940.00 | 2055240.00 |
| 1942 | 2019.11.07 12:00 | buy | 948 | 0.10 | 75.293 | 74.262 | 76.848 | ||
| 1943 | 2019.11.08 17:00 | close | 948 | 0.10 | 74.788 | 74.262 | 76.848 | -5050.00 | 2050190.00 |
| 1944 | 2019.11.08 17:00 | sell | 949 | 0.10 | 74.795 | 75.733 | 73.742 | ||
| 1945 | 2019.11.14 10:00 | close | 949 | 0.10 | 74.007 | 75.733 | 73.742 | 7880.00 | 2058070.00 |
| 1946 | 2019.11.14 11:00 | sell | 950 | 0.10 | 73.860 | 75.200 | 72.800 | ||
| 1947 | 2019.11.25 02:00 | close | 950 | 0.10 | 73.846 | 75.200 | 72.800 | 140.00 | 2058210.00 |
| 1948 | 2019.11.25 02:00 | buy | 951 | 0.10 | 73.843 | 72.493 | 74.893 | ||
| 1949 | 2019.12.02 00:00 | close | 951 | 0.10 | 74.123 | 72.493 | 74.893 | 2800.00 | 2061010.00 |
| 1950 | 2019.12.02 00:00 | sell | 952 | 0.10 | 74.129 | 75.473 | 73.073 | ||