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 |
2101 | 2021.06.09 07:00 | sell | 1027 | 0.10 | 84.696 | 85.863 | 83.642 | |
2102 | 2021.06.17 15:49 | t/p | 1027 | 0.10 | 83.651 | 85.863 | 83.642 | 10450.00 | 2079640.00 |
2103 | 2021.06.17 16:00 | sell | 1028 | 0.10 | 83.556 | 85.112 | 82.002 | |
2104 | 2021.06.18 19:00 | close | 1028 | 0.10 | 82.653 | 85.112 | 82.002 | 9030.00 | 2088670.00 |
2105 | 2021.06.18 20:00 | sell | 1029 | 0.10 | 82.626 | 85.112 | 81.086 | |
2106 | 2021.06.23 10:00 | close | 1029 | 0.10 | 83.715 | 85.112 | 81.086 | -10890.00 | 2077780.00 |
2107 | 2021.06.23 10:00 | buy | 1030 | 0.10 | 83.706 | 82.359 | 84.759 | |
2108 | 2021.06.29 04:00 | close | 1030 | 0.10 | 83.571 | 82.359 | 84.759 | -1350.00 | 2076430.00 |
2109 | 2021.06.29 04:00 | sell | 1031 | 0.10 | 83.562 | 84.315 | 82.014 | |
2110 | 2021.07.01 13:00 | close | 1031 | 0.10 | 83.490 | 84.315 | 82.014 | 720.00 | 2077150.00 |
2111 | 2021.07.01 13:00 | buy | 1032 | 0.10 | 83.502 | 82.147 | 84.547 | |
2112 | 2021.07.02 12:00 | close | 1032 | 0.10 | 83.082 | 82.147 | 84.547 | -4200.00 | 2072950.00 |
2113 | 2021.07.02 12:00 | sell | 1033 | 0.10 | 83.064 | 84.315 | 81.525 | |
2114 | 2021.07.02 18:00 | close | 1033 | 0.10 | 83.403 | 84.315 | 81.525 | -3390.00 | 2069560.00 |
2115 | 2021.07.02 18:00 | buy | 1034 | 0.10 | 83.388 | 82.078 | 84.445 | |
2116 | 2021.07.06 19:00 | close | 1034 | 0.10 | 82.959 | 82.078 | 84.445 | -4290.00 | 2065270.00 |
2117 | 2021.07.06 19:00 | sell | 1035 | 0.10 | 82.975 | 84.315 | 81.416 | |
2118 | 2021.07.08 15:00 | modify | 1035 | 0.10 | 82.975 | 81.975 | 81.416 | |
2119 | 2021.07.08 15:03 | t/p | 1035 | 0.10 | 81.408 | 81.975 | 81.416 | 15670.00 | 2080940.00 |
2120 | 2021.07.13 04:00 | buy | 1036 | 0.10 | 82.681 | 81.263 | 83.722 | |
2121 | 2021.07.14 03:00 | close | 1036 | 0.10 | 82.287 | 81.263 | 83.722 | -3940.00 | 2077000.00 |
2122 | 2021.07.14 03:00 | sell | 1037 | 0.10 | 82.277 | 84.253 | 80.728 | |
2123 | 2021.07.19 07:00 | close | 1037 | 0.10 | 81.221 | 84.253 | 80.728 | 10560.00 | 2087560.00 |
2124 | 2021.07.23 06:00 | buy | 1038 | 0.10 | 81.370 | 80.028 | 82.428 | |
2125 | 2021.07.26 06:00 | close | 1038 | 0.10 | 81.116 | 80.028 | 82.428 | -2540.00 | 2085020.00 |
2126 | 2021.07.26 06:00 | sell | 1039 | 0.10 | 81.102 | 82.395 | 79.576 | |
2127 | 2021.07.26 17:00 | close | 1039 | 0.10 | 81.401 | 82.395 | 79.576 | -2990.00 | 2082030.00 |
2128 | 2021.07.26 17:00 | buy | 1040 | 0.10 | 81.387 | 80.047 | 82.447 | |
2129 | 2021.07.27 10:00 | close | 1040 | 0.10 | 81.133 | 80.047 | 82.447 | -2540.00 | 2079490.00 |
2130 | 2021.07.27 10:00 | sell | 1041 | 0.10 | 81.136 | 82.002 | 79.591 | |
2131 | 2021.07.29 11:00 | close | 1041 | 0.10 | 81.223 | 82.002 | 79.591 | -870.00 | 2078620.00 |
2132 | 2021.07.29 11:00 | buy | 1042 | 0.10 | 81.219 | 79.867 | 82.267 | |
2133 | 2021.07.30 14:00 | close | 1042 | 0.10 | 80.778 | 79.867 | 82.267 | -4410.00 | 2074210.00 |
2134 | 2021.07.30 14:00 | sell | 1043 | 0.10 | 80.787 | 81.716 | 79.234 | |
2135 | 2021.08.04 02:00 | close | 1043 | 0.10 | 80.700 | 81.716 | 79.234 | 870.00 | 2075080.00 |
2136 | 2021.08.04 02:00 | buy | 1044 | 0.10 | 80.687 | 79.788 | 81.741 | |
2137 | 2021.08.17 04:33 | s/l | 1044 | 0.10 | 79.788 | 79.788 | 81.741 | -8990.00 | 2066090.00 |
2138 | 2021.08.23 13:00 | buy | 1045 | 0.10 | 78.957 | 77.840 | 80.516 | |
2139 | 2021.08.26 18:00 | close | 1045 | 0.10 | 79.757 | 77.840 | 80.516 | 8000.00 | 2074090.00 |
2140 | 2021.08.27 13:00 | buy | 1046 | 0.10 | 79.920 | 78.566 | 80.966 | |
2141 | 2021.09.01 10:36 | t/p | 1046 | 0.10 | 80.973 | 78.566 | 80.966 | 10530.00 | 2084620.00 |
2142 | 2021.09.07 09:00 | sell | 1047 | 0.10 | 81.517 | 82.085 | 80.469 | |
2143 | 2021.09.14 17:24 | t/p | 1047 | 0.10 | 80.474 | 82.085 | 80.469 | 10430.00 | 2095050.00 |
2144 | 2021.09.17 09:00 | buy | 1048 | 0.10 | 80.258 | 78.898 | 81.298 | |
2145 | 2021.09.21 17:57 | s/l | 1048 | 0.10 | 78.899 | 78.898 | 81.298 | -13590.00 | 2081460.00 |
2146 | 2021.09.22 18:00 | buy | 1049 | 0.10 | 79.561 | 78.206 | 80.606 | |
2147 | 2021.09.24 03:05 | t/p | 1049 | 0.10 | 80.599 | 78.206 | 80.606 | 10380.00 | 2091840.00 |
2148 | 2021.09.24 14:00 | buy | 1050 | 0.10 | 80.243 | 78.889 | 81.289 | |
2149 | 2021.09.28 08:57 | t/p | 1050 | 0.10 | 81.280 | 78.889 | 81.289 | 10370.00 | 2102210.00 |
2150 | 2021.09.29 15:00 | sell | 1051 | 0.10 | 80.549 | 81.897 | 79.497 | |
2151 | 2021.10.07 19:00 | close | 1051 | 0.10 | 81.639 | 81.897 | 79.497 | -10900.00 | 2091310.00 |
2152 | 2021.10.07 19:00 | buy | 1052 | 0.10 | 81.633 | 79.845 | 83.182 | |
2153 | 2021.10.11 16:40 | t/p | 1052 | 0.10 | 83.185 | 79.845 | 83.182 | 15520.00 | 2106830.00 |
2154 | 2021.10.11 17:00 | buy | 1053 | 0.10 | 83.282 | 79.844 | 84.833 | |
2155 | 2021.10.14 19:00 | close | 1053 | 0.10 | 84.274 | 79.844 | 84.833 | 9920.00 | 2116750.00 |
2156 | 2021.10.14 19:00 | buy | 1054 | 0.10 | 84.279 | 80.493 | 85.822 | |
2157 | 2021.10.20 04:00 | modify | 1054 | 0.10 | 84.279 | 85.269 | 85.822 | |
2158 | 2021.10.20 07:27 | t/p | 1054 | 0.10 | 85.832 | 85.269 | 85.822 | 15530.00 | 2132280.00 |
2159 | 2021.10.26 04:00 | buy | 1055 | 0.10 | 85.364 | 84.198 | 86.905 | |
2160 | 2021.11.02 07:00 | close | 1055 | 0.10 | 85.516 | 84.198 | 86.905 | 1520.00 | 2133800.00 |
2161 | 2021.11.02 07:00 | sell | 1056 | 0.10 | 85.538 | 86.314 | 84.461 | |
2162 | 2021.11.03 22:00 | close | 1056 | 0.10 | 84.820 | 86.314 | 84.461 | 7180.00 | 2140980.00 |
2163 | 2021.11.04 13:00 | sell | 1057 | 0.10 | 84.656 | 85.999 | 83.599 | |
2164 | 2021.11.09 05:11 | t/p | 1057 | 0.10 | 83.604 | 85.999 | 83.599 | 10520.00 | 2151500.00 |
2165 | 2021.11.09 06:00 | sell | 1058 | 0.10 | 83.507 | 84.858 | 82.458 | |
2166 | 2021.11.19 12:04 | t/p | 1058 | 0.10 | 82.446 | 84.858 | 82.458 | 10610.00 | 2162110.00 |
2167 | 2021.11.22 17:00 | buy | 1059 | 0.10 | 83.141 | 81.783 | 84.183 | |
2168 | 2021.11.26 08:17 | s/l | 1059 | 0.10 | 81.773 | 81.783 | 84.183 | -13680.00 | 2148430.00 |
2169 | 2021.11.26 12:00 | sell | 1060 | 0.10 | 81.220 | 83.972 | 79.674 | |
2170 | 2021.12.02 04:00 | close | 1060 | 0.10 | 80.472 | 83.972 | 79.674 | 7480.00 | 2155910.00 |
2171 | 2021.12.02 06:00 | sell | 1061 | 0.10 | 80.428 | 83.309 | 78.875 | |
2172 | 2021.12.03 20:00 | modify | 1061 | 0.10 | 80.428 | 79.472 | 78.875 | |
2173 | 2021.12.03 21:01 | t/p | 1061 | 0.10 | 78.872 | 79.472 | 78.875 | 15560.00 | 2171470.00 |
2174 | 2021.12.03 21:01 | sell | 1062 | 0.10 | 78.869 | 82.642 | 77.342 | |
2175 | 2021.12.07 18:00 | close | 1062 | 0.10 | 80.879 | 82.642 | 77.342 | -20100.00 | 2151370.00 |
2176 | 2021.12.07 18:00 | buy | 1063 | 0.10 | 80.891 | 79.533 | 81.933 | |
2177 | 2021.12.16 00:00 | close | 1063 | 0.10 | 81.730 | 79.533 | 81.933 | 8390.00 | 2159760.00 |
2178 | 2021.12.16 01:00 | buy | 1064 | 0.10 | 81.751 | 80.408 | 82.808 | |
2179 | 2021.12.20 09:04 | s/l | 1064 | 0.10 | 80.412 | 80.408 | 82.808 | -13390.00 | 2146370.00 |
2180 | 2021.12.21 17:00 | buy | 1065 | 0.10 | 81.229 | 79.877 | 82.277 | |
2181 | 2021.12.22 17:15 | t/p | 1065 | 0.10 | 82.273 | 79.877 | 82.277 | 10440.00 | 2156810.00 |
2182 | 2021.12.22 18:00 | buy | 1066 | 0.10 | 82.345 | 80.989 | 83.389 | |
2183 | 2021.12.28 10:00 | close | 1066 | 0.10 | 83.104 | 80.989 | 83.389 | 7590.00 | 2164400.00 |
2184 | 2022.01.03 13:00 | sell | 1067 | 0.10 | 83.437 | 84.219 | 82.381 | |
2185 | 2022.01.04 18:00 | close | 1067 | 0.10 | 84.170 | 84.219 | 82.381 | -7330.00 | 2157070.00 |
2186 | 2022.01.04 18:00 | buy | 1068 | 0.10 | 84.158 | 82.084 | 85.711 | |
2187 | 2022.01.06 06:00 | close | 1068 | 0.10 | 83.325 | 82.084 | 85.711 | -8330.00 | 2148740.00 |
2188 | 2022.01.06 06:00 | sell | 1069 | 0.10 | 83.315 | 84.356 | 82.268 | |
2189 | 2022.01.14 15:32 | t/p | 1069 | 0.10 | 82.273 | 84.356 | 82.268 | 10420.00 | 2159160.00 |
2190 | 2022.01.14 16:00 | sell | 1070 | 0.10 | 82.188 | 83.547 | 81.147 | |
2191 | 2022.01.24 12:11 | t/p | 1070 | 0.10 | 81.144 | 83.547 | 81.147 | 10440.00 | 2169600.00 |
2192 | 2022.01.25 22:00 | buy | 1071 | 0.10 | 81.678 | 80.327 | 82.727 | |
2193 | 2022.02.09 06:24 | t/p | 1071 | 0.10 | 82.730 | 80.327 | 82.727 | 10520.00 | 2180120.00 |
2194 | 2022.02.11 07:00 | sell | 1072 | 0.10 | 82.659 | 84.009 | 81.609 | |
2195 | 2022.02.14 10:49 | t/p | 1072 | 0.10 | 81.614 | 84.009 | 81.609 | 10450.00 | 2190570.00 |
2196 | 2022.02.17 22:00 | sell | 1073 | 0.10 | 82.629 | 83.982 | 81.582 | |
2197 | 2022.03.02 16:24 | s/l | 1073 | 0.10 | 83.986 | 83.982 | 81.582 | -13570.00 | 2177000.00 |
2198 | 2022.03.04 02:00 | buy | 1074 | 0.10 | 84.716 | 81.959 | 86.272 | |
2199 | 2022.03.08 10:00 | close | 1074 | 0.10 | 83.989 | 81.959 | 86.272 | -7270.00 | 2169730.00 |
2200 | 2022.03.08 10:00 | sell | 1075 | 0.10 | 84.006 | 85.349 | 82.949 | |
2201 | 2022.03.09 12:00 | close | 1075 | 0.10 | 84.865 | 85.349 | 82.949 | -8590.00 | 2161140.00 |
2202 | 2022.03.09 12:00 | buy | 1076 | 0.10 | 84.859 | 82.404 | 86.408 | |
2203 | 2022.03.16 04:00 | close | 1076 | 0.10 | 85.042 | 82.404 | 86.408 | 1830.00 | 2162970.00 |
2204 | 2022.03.16 04:00 | sell | 1077 | 0.10 | 85.038 | 85.950 | 83.483 | |
2205 | 2022.03.16 16:50 | s/l | 1077 | 0.10 | 85.955 | 85.950 | 83.483 | -9170.00 | 2153800.00 |
2206 | 2022.03.29 17:00 | sell | 1078 | 0.10 | 91.561 | 94.372 | 90.014 | |
2207 | 2022.04.14 18:00 | close | 1078 | 0.10 | 93.334 | 94.372 | 90.014 | -17730.00 | 2136070.00 |
2208 | 2022.04.14 18:00 | sell | 1079 | 0.10 | 93.323 | 94.226 | 91.768 | |
2209 | 2022.04.19 06:31 | s/l | 1079 | 0.10 | 94.228 | 94.226 | 91.768 | -9050.00 | 2127020.00 |
2210 | 2022.04.21 19:00 | sell | 1080 | 0.10 | 94.848 | 95.801 | 93.303 | |
2211 | 2022.04.22 11:00 | modify | 1080 | 0.10 | 94.848 | 93.869 | 93.303 | |
2212 | 2022.04.22 11:00 | close | 1080 | 0.10 | 93.678 | 93.869 | 93.303 | 11700.00 | 2138720.00 |
2213 | 2022.04.22 12:00 | sell | 1081 | 0.10 | 93.662 | 95.801 | 92.120 | |
2214 | 2022.04.25 07:00 | modify | 1081 | 0.10 | 93.662 | 92.535 | 92.120 | |
2215 | 2022.04.25 07:22 | t/p | 1081 | 0.10 | 92.116 | 92.535 | 92.120 | 15460.00 | 2154180.00 |
2216 | 2022.04.25 08:00 | sell | 1082 | 0.10 | 92.109 | 95.801 | 90.550 | |
2217 | 2022.04.25 18:00 | close | 1082 | 0.10 | 91.363 | 95.801 | 90.550 | 7460.00 | 2161640.00 |
2218 | 2022.04.26 03:00 | sell | 1083 | 0.10 | 91.704 | 95.453 | 90.153 | |
2219 | 2022.04.27 03:00 | close | 1083 | 0.10 | 90.904 | 95.453 | 90.153 | 8000.00 | 2169640.00 |
2220 | 2022.04.27 03:00 | sell | 1084 | 0.10 | 90.894 | 94.637 | 89.337 | |
2221 | 2022.05.11 22:00 | close | 1084 | 0.10 | 90.153 | 94.637 | 89.337 | 7410.00 | 2177050.00 |
2222 | 2022.05.11 22:00 | sell | 1085 | 0.10 | 90.146 | 93.900 | 88.600 | |
2223 | 2022.05.12 10:38 | t/p | 1085 | 0.10 | 88.590 | 93.900 | 88.600 | 15560.00 | 2192610.00 |
2224 | 2022.05.12 11:00 | sell | 1086 | 0.10 | 88.789 | 92.543 | 87.243 | |
2225 | 2022.05.12 17:00 | close | 1086 | 0.10 | 87.747 | 92.543 | 87.243 | 10420.00 | 2203030.00 |
2226 | 2022.05.12 17:00 | sell | 1087 | 0.10 | 87.735 | 91.483 | 86.183 | |
2227 | 2022.05.12 19:00 | close | 1087 | 0.10 | 87.769 | 91.483 | 86.183 | -340.00 | 2202690.00 |
2228 | 2022.05.12 19:00 | sell | 1088 | 0.10 | 87.744 | 91.501 | 86.201 | |
2229 | 2022.05.30 11:54 | s/l | 1088 | 0.10 | 91.502 | 91.501 | 86.201 | -37580.00 | 2165110.00 |
2230 | 2022.06.09 17:00 | sell | 1089 | 0.10 | 95.554 | 96.938 | 94.011 | |
2231 | 2022.06.13 01:00 | close | 1089 | 0.10 | 94.686 | 96.938 | 94.011 | 8680.00 | 2173790.00 |
2232 | 2022.06.13 02:00 | sell | 1090 | 0.10 | 94.661 | 96.938 | 93.118 | |
2233 | 2022.06.13 16:49 | t/p | 1090 | 0.10 | 93.107 | 96.938 | 93.118 | 15540.00 | 2189330.00 |
2234 | 2022.06.13 18:00 | sell | 1091 | 0.10 | 92.717 | 96.465 | 91.165 | |
2235 | 2022.06.16 18:00 | close | 1091 | 0.10 | 92.262 | 96.465 | 91.165 | 4550.00 | 2193880.00 |
2236 | 2022.06.16 18:00 | sell | 1092 | 0.10 | 92.252 | 95.998 | 90.698 | |
2237 | 2022.06.16 19:00 | close | 1092 | 0.10 | 92.137 | 95.998 | 90.698 | 1150.00 | 2195030.00 |
2238 | 2022.06.16 19:00 | sell | 1093 | 0.10 | 92.140 | 95.889 | 90.589 | |
2239 | 2022.07.01 16:00 | close | 1093 | 0.10 | 91.577 | 95.889 | 90.589 | 5630.00 | 2200660.00 |
2240 | 2022.07.01 16:00 | sell | 1094 | 0.10 | 91.567 | 95.350 | 90.012 | |
2241 | 2022.07.05 17:00 | close | 1094 | 0.10 | 91.918 | 95.350 | 90.012 | -3510.00 | 2197150.00 |
2242 | 2022.07.05 17:00 | sell | 1095 | 0.10 | 91.902 | 94.774 | 90.352 | |
2243 | 2022.07.19 10:29 | s/l | 1095 | 0.10 | 94.780 | 94.774 | 90.352 | -28780.00 | 2168370.00 |
2244 | 2022.07.21 21:00 | sell | 1096 | 0.10 | 95.087 | 95.813 | 93.528 | |
2245 | 2022.07.25 06:00 | close | 1096 | 0.10 | 94.122 | 95.813 | 93.528 | 9650.00 | 2178020.00 |
2246 | 2022.07.25 07:00 | sell | 1097 | 0.10 | 94.118 | 95.813 | 92.560 | |
2247 | 2022.07.29 11:00 | close | 1097 | 0.10 | 93.271 | 95.813 | 92.560 | 8470.00 | 2186490.00 |
2248 | 2022.07.29 11:00 | sell | 1098 | 0.10 | 93.251 | 95.813 | 91.703 | |
2249 | 2022.07.29 23:59 | close at stop | 1098 | 0.10 | 93.183 | 95.813 | 91.703 | 680.00 | 2187170.00 |