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 |
| 1951 | 2019.12.11 11:00 | close | 952 | 0.10 | 74.194 | 75.473 | 73.073 | -650.00 | 2060360.00 |
| 1952 | 2019.12.11 11:00 | buy | 953 | 0.10 | 74.196 | 73.298 | 75.239 | ||
| 1953 | 2019.12.12 17:01 | t/p | 953 | 0.10 | 75.243 | 73.298 | 75.239 | 10470.00 | 2070830.00 |
| 1954 | 2019.12.17 04:00 | sell | 954 | 0.10 | 75.253 | 76.033 | 73.698 | ||
| 1955 | 2019.12.26 17:07 | s/l | 954 | 0.10 | 76.033 | 76.033 | 73.698 | -7800.00 | 2063030.00 |
| 1956 | 2019.12.31 04:00 | sell | 955 | 0.10 | 76.144 | 76.605 | 74.594 | ||
| 1957 | 2020.01.03 15:00 | close | 955 | 0.10 | 75.098 | 76.605 | 74.594 | 10460.00 | 2073490.00 |
| 1958 | 2020.01.03 15:00 | sell | 956 | 0.10 | 75.083 | 76.437 | 74.037 | ||
| 1959 | 2020.01.08 01:35 | t/p | 956 | 0.10 | 74.035 | 76.437 | 74.037 | 10480.00 | 2083970.00 |
| 1960 | 2020.01.15 11:00 | sell | 957 | 0.10 | 75.686 | 76.605 | 74.642 | ||
| 1961 | 2020.01.24 17:29 | t/p | 957 | 0.10 | 74.636 | 76.605 | 74.642 | 10500.00 | 2094470.00 |
| 1962 | 2020.01.27 00:00 | sell | 958 | 0.10 | 74.203 | 76.304 | 72.645 | ||
| 1963 | 2020.01.30 19:00 | modify | 958 | 0.10 | 74.203 | 73.213 | 72.645 | ||
| 1964 | 2020.01.30 19:00 | close | 958 | 0.10 | 73.027 | 73.213 | 72.645 | 11760.00 | 2106230.00 |
| 1965 | 2020.01.30 19:00 | sell | 959 | 0.10 | 73.011 | 75.873 | 71.470 | ||
| 1966 | 2020.02.04 19:00 | close | 959 | 0.10 | 73.651 | 75.873 | 71.470 | -6400.00 | 2099830.00 |
| 1967 | 2020.02.04 19:00 | buy | 960 | 0.10 | 73.661 | 72.354 | 74.701 | ||
| 1968 | 2020.02.07 12:00 | close | 960 | 0.10 | 73.381 | 72.354 | 74.701 | -2800.00 | 2097030.00 |
| 1969 | 2020.02.07 12:00 | sell | 961 | 0.10 | 73.373 | 74.451 | 71.821 | ||
| 1970 | 2020.02.11 08:00 | close | 961 | 0.10 | 73.797 | 74.451 | 71.821 | -4240.00 | 2092790.00 |
| 1971 | 2020.02.11 08:00 | buy | 962 | 0.10 | 73.798 | 72.448 | 74.848 | ||
| 1972 | 2020.02.25 12:00 | close | 962 | 0.10 | 72.812 | 72.448 | 74.848 | -9860.00 | 2082930.00 |
| 1973 | 2020.02.25 12:00 | sell | 963 | 0.10 | 72.822 | 74.532 | 71.265 | ||
| 1974 | 2020.02.28 05:25 | t/p | 963 | 0.10 | 71.269 | 74.532 | 71.265 | 15530.00 | 2098460.00 |
| 1975 | 2020.03.03 17:00 | buy | 964 | 0.10 | 70.899 | 69.319 | 72.446 | ||
| 1976 | 2020.03.09 00:00 | s/l | 964 | 0.10 | 68.855 | 69.319 | 72.446 | -20440.00 | 2078020.00 |
| 1977 | 2020.03.11 12:00 | buy | 965 | 0.10 | 68.673 | 64.920 | 70.220 | ||
| 1978 | 2020.03.16 01:20 | s/l | 965 | 0.10 | 64.925 | 64.920 | 70.220 | -37480.00 | 2040540.00 |
| 1979 | 2020.03.19 19:00 | buy | 966 | 0.10 | 64.430 | 60.678 | 65.978 | ||
| 1980 | 2020.03.19 20:00 | close | 966 | 0.10 | 64.508 | 60.678 | 65.978 | 780.00 | 2041320.00 |
| 1981 | 2020.03.19 20:00 | buy | 967 | 0.10 | 64.520 | 60.767 | 66.067 | ||
| 1982 | 2020.03.19 21:00 | close | 967 | 0.10 | 64.088 | 60.767 | 66.067 | -4320.00 | 2037000.00 |
| 1983 | 2020.03.20 04:00 | buy | 968 | 0.10 | 64.353 | 60.603 | 65.903 | ||
| 1984 | 2020.03.20 13:00 | close | 968 | 0.10 | 65.167 | 60.603 | 65.903 | 8140.00 | 2045140.00 |
| 1985 | 2020.03.20 13:00 | buy | 969 | 0.10 | 65.166 | 61.423 | 66.723 | ||
| 1986 | 2020.03.20 14:00 | close | 969 | 0.10 | 65.183 | 61.423 | 66.723 | 170.00 | 2045310.00 |
| 1987 | 2020.03.20 14:00 | buy | 970 | 0.10 | 65.199 | 61.446 | 66.746 | ||
| 1988 | 2020.03.24 19:00 | close | 970 | 0.10 | 66.047 | 61.446 | 66.746 | 8480.00 | 2053790.00 |
| 1989 | 2020.03.24 20:00 | buy | 971 | 0.10 | 66.098 | 62.349 | 67.649 | ||
| 1990 | 2020.03.25 11:54 | t/p | 971 | 0.10 | 67.652 | 62.349 | 67.649 | 15540.00 | 2069330.00 |
| 1991 | 2020.03.25 12:00 | buy | 972 | 0.10 | 67.483 | 63.743 | 69.043 | ||
| 1992 | 2020.04.10 04:00 | close | 972 | 0.10 | 68.574 | 63.743 | 69.043 | 10910.00 | 2080240.00 |
| 1993 | 2020.04.10 04:00 | buy | 973 | 0.10 | 68.614 | 64.856 | 70.156 | ||
| 1994 | 2020.04.28 05:00 | close | 973 | 0.10 | 69.087 | 64.856 | 70.156 | 4730.00 | 2084970.00 |
| 1995 | 2020.04.28 06:00 | buy | 974 | 0.10 | 69.109 | 67.235 | 70.665 | ||
| 1996 | 2020.05.11 09:00 | close | 974 | 0.10 | 69.949 | 67.235 | 70.665 | 8400.00 | 2093370.00 |
| 1997 | 2020.05.11 10:00 | buy | 975 | 0.10 | 70.074 | 67.574 | 71.614 | ||
| 1998 | 2020.05.21 18:00 | close | 975 | 0.10 | 70.815 | 67.574 | 71.614 | 7410.00 | 2100780.00 |
| 1999 | 2020.05.26 04:00 | buy | 976 | 0.10 | 70.705 | 68.580 | 72.253 | ||
| 2000 | 2020.05.26 23:00 | close | 976 | 0.10 | 71.441 | 68.580 | 72.253 | 7360.00 | 2108140.00 |
| 2001 | 2020.05.27 00:00 | buy | 977 | 0.10 | 71.572 | 68.632 | 73.114 | ||
| 2002 | 2020.06.01 07:00 | close | 977 | 0.10 | 72.314 | 68.632 | 73.114 | 7420.00 | 2115560.00 |
| 2003 | 2020.06.01 09:00 | buy | 978 | 0.10 | 72.490 | 69.883 | 74.050 | ||
| 2004 | 2020.06.02 03:00 | close | 978 | 0.10 | 72.975 | 69.883 | 74.050 | 4850.00 | 2120410.00 |
| 2005 | 2020.06.02 04:00 | buy | 979 | 0.10 | 73.134 | 69.883 | 74.681 | ||
| 2006 | 2020.06.02 17:27 | t/p | 979 | 0.10 | 74.675 | 69.883 | 74.681 | 15410.00 | 2135820.00 |
| 2007 | 2020.06.02 19:00 | buy | 980 | 0.10 | 74.622 | 70.876 | 76.176 | ||
| 2008 | 2020.06.03 05:00 | close | 980 | 0.10 | 75.329 | 70.876 | 76.176 | 7070.00 | 2142890.00 |
| 2009 | 2020.06.03 06:00 | buy | 981 | 0.10 | 75.286 | 71.539 | 76.839 | ||
| 2010 | 2020.06.05 12:00 | close | 981 | 0.10 | 76.189 | 71.539 | 76.839 | 9030.00 | 2151920.00 |
| 2011 | 2020.06.05 12:00 | buy | 982 | 0.10 | 76.201 | 72.448 | 77.748 | ||
| 2012 | 2020.06.17 23:00 | close | 982 | 0.10 | 73.671 | 72.448 | 77.748 | -25300.00 | 2126620.00 |
| 2013 | 2020.06.17 23:00 | sell | 983 | 0.10 | 73.673 | 76.846 | 72.127 | ||
| 2014 | 2020.06.22 01:00 | close | 983 | 0.10 | 72.849 | 76.846 | 72.127 | 8240.00 | 2134860.00 |
| 2015 | 2020.06.22 02:00 | sell | 984 | 0.10 | 72.901 | 75.147 | 71.359 | ||
| 2016 | 2020.07.06 09:46 | s/l | 984 | 0.10 | 75.139 | 75.147 | 71.359 | -22380.00 | 2112480.00 |
| 2017 | 2020.07.07 12:00 | sell | 985 | 0.10 | 74.573 | 75.221 | 73.027 | ||
| 2018 | 2020.07.15 04:28 | s/l | 985 | 0.10 | 75.212 | 75.221 | 73.027 | -6390.00 | 2106090.00 |
| 2019 | 2020.07.17 00:00 | sell | 986 | 0.10 | 74.757 | 75.335 | 73.188 | ||
| 2020 | 2020.07.21 02:45 | s/l | 986 | 0.10 | 75.331 | 75.335 | 73.188 | -5740.00 | 2100350.00 |
| 2021 | 2020.07.23 21:00 | sell | 987 | 0.10 | 75.941 | 76.930 | 74.384 | ||
| 2022 | 2020.07.24 18:00 | close | 987 | 0.10 | 75.144 | 76.930 | 74.384 | 7970.00 | 2108320.00 |
| 2023 | 2020.07.24 18:00 | sell | 988 | 0.10 | 75.140 | 76.930 | 73.584 | ||
| 2024 | 2020.08.11 19:00 | close | 988 | 0.10 | 76.240 | 76.930 | 73.584 | -11000.00 | 2097320.00 |
| 2025 | 2020.08.14 14:00 | sell | 989 | 0.10 | 76.233 | 76.774 | 74.693 | ||
| 2026 | 2020.08.27 04:03 | s/l | 989 | 0.10 | 76.778 | 76.774 | 74.693 | -5450.00 | 2091870.00 |
| 2027 | 2020.09.02 11:00 | sell | 990 | 0.10 | 77.877 | 78.521 | 76.327 | ||
| 2028 | 2020.09.04 04:00 | close | 990 | 0.10 | 77.145 | 78.521 | 76.327 | 7320.00 | 2099190.00 |
| 2029 | 2020.09.04 04:00 | sell | 991 | 0.10 | 77.160 | 78.521 | 75.600 | ||
| 2030 | 2020.09.17 11:00 | close | 991 | 0.10 | 76.371 | 78.521 | 75.600 | 7890.00 | 2107080.00 |
| 2031 | 2020.09.17 12:00 | sell | 992 | 0.10 | 76.419 | 77.796 | 74.879 | ||
| 2032 | 2020.09.21 19:00 | close | 992 | 0.10 | 75.514 | 77.796 | 74.879 | 9050.00 | 2116130.00 |
| 2033 | 2020.09.21 20:00 | sell | 993 | 0.10 | 75.497 | 77.796 | 73.939 | ||
| 2034 | 2020.09.24 04:00 | close | 993 | 0.10 | 74.545 | 77.796 | 73.939 | 9520.00 | 2125650.00 |
| 2035 | 2020.09.24 04:00 | sell | 994 | 0.10 | 74.545 | 77.569 | 72.994 | ||
| 2036 | 2020.09.29 12:00 | close | 994 | 0.10 | 75.125 | 77.569 | 72.994 | -5800.00 | 2119850.00 |
| 2037 | 2020.09.29 12:00 | buy | 995 | 0.10 | 75.118 | 73.915 | 76.170 | ||
| 2038 | 2020.10.09 10:12 | t/p | 995 | 0.10 | 76.177 | 73.915 | 76.170 | 10590.00 | 2130440.00 |
| 2039 | 2020.10.09 11:00 | buy | 996 | 0.10 | 76.119 | 74.766 | 77.166 | ||
| 2040 | 2020.10.15 10:06 | s/l | 996 | 0.10 | 74.775 | 74.766 | 77.166 | -13440.00 | 2117000.00 |
| 2041 | 2020.10.15 12:00 | sell | 997 | 0.10 | 74.458 | 76.580 | 72.900 | ||
| 2042 | 2020.10.19 13:00 | close | 997 | 0.10 | 74.900 | 76.580 | 72.900 | -4420.00 | 2112580.00 |
| 2043 | 2020.10.19 13:00 | buy | 998 | 0.10 | 74.899 | 73.915 | 75.941 | ||
| 2044 | 2020.10.19 22:00 | close | 998 | 0.10 | 74.478 | 73.915 | 75.941 | -4210.00 | 2108370.00 |
| 2045 | 2020.10.19 22:00 | sell | 999 | 0.10 | 74.489 | 76.580 | 72.933 | ||
| 2046 | 2020.10.22 18:00 | close | 999 | 0.10 | 74.493 | 76.580 | 72.933 | -40.00 | 2108330.00 |
| 2047 | 2020.10.22 18:00 | buy | 1000 | 0.10 | 74.506 | 73.915 | 75.550 | ||
| 2048 | 2020.10.28 13:00 | close | 1000 | 0.10 | 74.057 | 73.915 | 75.550 | -4490.00 | 2103840.00 |
| 2049 | 2020.10.28 13:00 | sell | 1001 | 0.10 | 74.053 | 75.009 | 72.504 | ||
| 2050 | 2020.11.02 17:00 | close | 1001 | 0.10 | 73.841 | 75.009 | 72.504 | 2120.00 | 2105960.00 |
| 2051 | 2020.11.02 17:00 | buy | 1002 | 0.10 | 73.853 | 73.087 | 74.894 | ||
| 2052 | 2020.11.03 17:56 | t/p | 1002 | 0.10 | 74.888 | 73.087 | 74.894 | 10350.00 | 2116310.00 |
| 2053 | 2020.11.03 18:00 | buy | 1003 | 0.10 | 74.937 | 73.578 | 75.978 | ||
| 2054 | 2020.11.09 13:48 | t/p | 1003 | 0.10 | 75.969 | 73.578 | 75.978 | 10320.00 | 2126630.00 |
| 2055 | 2020.11.12 07:00 | sell | 1004 | 0.10 | 76.501 | 77.158 | 74.949 | ||
| 2056 | 2020.11.17 02:00 | close | 1004 | 0.10 | 76.513 | 77.158 | 74.949 | -120.00 | 2126510.00 |
| 2057 | 2020.11.17 02:00 | buy | 1005 | 0.10 | 76.509 | 74.846 | 78.069 | ||
| 2058 | 2020.11.17 17:00 | close | 1005 | 0.10 | 75.896 | 74.846 | 78.069 | -6130.00 | 2120380.00 |
| 2059 | 2020.11.17 17:00 | sell | 1006 | 0.10 | 75.905 | 77.158 | 74.846 | ||
| 2060 | 2020.12.02 09:50 | s/l | 1006 | 0.10 | 77.149 | 77.158 | 74.846 | -12440.00 | 2107940.00 |
| 2061 | 2020.12.07 11:00 | sell | 1007 | 0.10 | 77.080 | 77.622 | 76.036 | ||
| 2062 | 2020.12.09 08:08 | s/l | 1007 | 0.10 | 77.615 | 77.622 | 76.036 | -5350.00 | 2102590.00 |
| 2063 | 2020.12.15 00:00 | sell | 1008 | 0.10 | 78.361 | 78.840 | 76.804 | ||
| 2064 | 2020.12.24 16:56 | s/l | 1008 | 0.10 | 78.836 | 78.840 | 76.804 | -4750.00 | 2097840.00 |
| 2065 | 2020.12.28 18:00 | sell | 1009 | 0.10 | 78.548 | 78.941 | 77.508 | ||
| 2066 | 2020.12.29 16:09 | s/l | 1009 | 0.10 | 78.951 | 78.941 | 77.508 | -4030.00 | 2093810.00 |
| 2067 | 2021.01.04 19:00 | sell | 1010 | 0.10 | 78.988 | 79.850 | 77.939 | ||
| 2068 | 2021.01.06 06:24 | s/l | 1010 | 0.10 | 79.858 | 79.850 | 77.939 | -8700.00 | 2085110.00 |
| 2069 | 2021.01.11 02:00 | sell | 1011 | 0.10 | 80.354 | 80.986 | 78.809 | ||
| 2070 | 2021.01.27 03:00 | close | 1011 | 0.10 | 80.378 | 80.986 | 78.809 | -240.00 | 2084870.00 |
| 2071 | 2021.01.27 15:00 | sell | 1012 | 0.10 | 79.907 | 80.986 | 78.848 | ||
| 2072 | 2021.02.08 02:22 | s/l | 1012 | 0.10 | 80.995 | 80.986 | 78.848 | -10880.00 | 2073990.00 |
| 2073 | 2021.02.10 21:00 | sell | 1013 | 0.10 | 80.859 | 81.249 | 79.814 | ||
| 2074 | 2021.02.11 15:07 | s/l | 1013 | 0.10 | 81.258 | 81.249 | 79.814 | -3990.00 | 2070000.00 |
| 2075 | 2021.02.17 18:00 | sell | 1014 | 0.10 | 81.934 | 82.473 | 80.379 | ||
| 2076 | 2021.02.19 11:28 | s/l | 1014 | 0.10 | 82.474 | 82.473 | 80.379 | -5400.00 | 2064600.00 |
| 2077 | 2021.02.26 03:00 | sell | 1015 | 0.10 | 83.403 | 85.009 | 81.844 | ||
| 2078 | 2021.02.26 16:00 | close | 1015 | 0.10 | 82.776 | 85.009 | 81.844 | 6270.00 | 2070870.00 |
| 2079 | 2021.02.26 17:00 | sell | 1016 | 0.10 | 82.679 | 85.009 | 81.134 | ||
| 2080 | 2021.03.16 18:00 | close | 1016 | 0.10 | 84.378 | 85.009 | 81.134 | -16990.00 | 2053880.00 |
| 2081 | 2021.03.16 22:00 | sell | 1017 | 0.10 | 84.421 | 84.836 | 82.868 | ||
| 2082 | 2021.03.17 21:44 | s/l | 1017 | 0.10 | 84.845 | 84.836 | 82.868 | -4240.00 | 2049640.00 |
| 2083 | 2021.03.19 06:00 | sell | 1018 | 0.10 | 84.273 | 85.508 | 82.715 | ||
| 2084 | 2021.03.23 16:00 | close | 1018 | 0.10 | 83.360 | 85.508 | 82.715 | 9130.00 | 2058770.00 |
| 2085 | 2021.03.23 16:00 | sell | 1019 | 0.10 | 83.352 | 85.508 | 81.811 | ||
| 2086 | 2021.04.08 17:00 | close | 1019 | 0.10 | 83.401 | 85.508 | 81.811 | -490.00 | 2058280.00 |
| 2087 | 2021.04.08 17:00 | sell | 1020 | 0.10 | 83.398 | 84.544 | 81.849 | ||
| 2088 | 2021.04.14 08:00 | close | 1020 | 0.10 | 83.499 | 84.544 | 81.849 | -1010.00 | 2057270.00 |
| 2089 | 2021.04.14 08:00 | buy | 1021 | 0.10 | 83.495 | 82.146 | 84.546 | ||
| 2090 | 2021.04.19 01:00 | close | 1021 | 0.10 | 84.019 | 82.146 | 84.546 | 5240.00 | 2062510.00 |
| 2091 | 2021.04.19 01:00 | sell | 1022 | 0.10 | 84.032 | 85.375 | 82.975 | ||
| 2092 | 2021.04.23 22:00 | close | 1022 | 0.10 | 83.718 | 85.375 | 82.975 | 3140.00 | 2065650.00 |
| 2093 | 2021.04.23 22:00 | buy | 1023 | 0.10 | 83.713 | 82.374 | 84.774 | ||
| 2094 | 2021.04.29 04:50 | t/p | 1023 | 0.10 | 84.774 | 82.374 | 84.774 | 10610.00 | 2076260.00 |
| 2095 | 2021.04.30 14:00 | sell | 1024 | 0.10 | 84.448 | 85.508 | 83.403 | ||
| 2096 | 2021.05.10 09:09 | s/l | 1024 | 0.10 | 85.502 | 85.508 | 83.403 | -10540.00 | 2065720.00 |
| 2097 | 2021.05.11 16:00 | sell | 1025 | 0.10 | 85.030 | 85.863 | 83.470 | ||
| 2098 | 2021.05.19 19:00 | close | 1025 | 0.10 | 84.319 | 85.863 | 83.470 | 7110.00 | 2072830.00 |
| 2099 | 2021.05.19 21:00 | sell | 1026 | 0.10 | 84.446 | 85.800 | 83.400 | ||
| 2100 | 2021.06.04 22:00 | close | 1026 | 0.10 | 84.810 | 85.800 | 83.400 | -3640.00 | 2069190.00 |