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 |
| 301 | 2008.08.05 13:00 | sell | 147 | 0.10 | 99.009 | 102.750 | 97.450 | ||
| 302 | 2008.08.08 08:00 | close | 147 | 0.10 | 98.154 | 102.750 | 97.450 | 8550.00 | 534820.00 |
| 303 | 2008.08.08 08:00 | sell | 148 | 0.10 | 98.149 | 101.890 | 96.590 | ||
| 304 | 2008.08.11 04:00 | close | 148 | 0.10 | 97.655 | 101.890 | 96.590 | 4940.00 | 539760.00 |
| 305 | 2008.08.11 05:00 | sell | 149 | 0.10 | 97.633 | 101.375 | 96.075 | ||
| 306 | 2008.08.12 10:00 | modify | 149 | 0.10 | 97.633 | 96.670 | 96.075 | ||
| 307 | 2008.08.12 10:00 | close | 149 | 0.10 | 96.622 | 96.670 | 96.075 | 10110.00 | 549870.00 |
| 308 | 2008.08.12 10:00 | sell | 150 | 0.10 | 96.606 | 100.360 | 95.060 | ||
| 309 | 2008.08.13 01:32 | t/p | 150 | 0.10 | 95.055 | 100.360 | 95.060 | 15510.00 | 565380.00 |
| 310 | 2008.08.13 02:00 | sell | 151 | 0.10 | 95.208 | 98.950 | 93.650 | ||
| 311 | 2008.08.13 04:00 | close | 151 | 0.10 | 94.475 | 98.950 | 93.650 | 7330.00 | 572710.00 |
| 312 | 2008.08.13 13:00 | sell | 152 | 0.10 | 94.980 | 98.720 | 93.420 | ||
| 313 | 2008.08.26 12:52 | t/p | 152 | 0.10 | 93.410 | 98.720 | 93.420 | 15700.00 | 588410.00 |
| 314 | 2008.08.26 13:00 | sell | 153 | 0.10 | 93.453 | 96.500 | 91.900 | ||
| 315 | 2008.09.01 10:55 | t/p | 153 | 0.10 | 91.905 | 96.500 | 91.900 | 15480.00 | 603890.00 |
| 316 | 2008.09.02 00:00 | sell | 154 | 0.10 | 91.936 | 95.690 | 90.390 | ||
| 317 | 2008.09.02 11:17 | t/p | 154 | 0.10 | 90.386 | 95.690 | 90.390 | 15500.00 | 619390.00 |
| 318 | 2008.09.12 09:00 | buy | 155 | 0.10 | 86.367 | 84.020 | 87.920 | ||
| 319 | 2008.09.12 18:18 | t/p | 155 | 0.10 | 87.926 | 84.020 | 87.920 | 15590.00 | 634980.00 |
| 320 | 2008.09.12 19:00 | buy | 156 | 0.10 | 87.829 | 84.030 | 89.380 | ||
| 321 | 2008.09.16 00:58 | s/l | 156 | 0.10 | 83.962 | 84.030 | 89.380 | -38670.00 | 596310.00 |
| 322 | 2008.09.18 12:00 | buy | 157 | 0.10 | 84.194 | 81.400 | 85.750 | ||
| 323 | 2008.09.18 13:00 | close | 157 | 0.10 | 84.196 | 81.400 | 85.750 | 20.00 | 596330.00 |
| 324 | 2008.09.18 13:00 | buy | 158 | 0.10 | 84.247 | 81.400 | 85.790 | ||
| 325 | 2008.09.18 14:00 | close | 158 | 0.10 | 84.577 | 81.400 | 85.790 | 3300.00 | 599630.00 |
| 326 | 2008.09.18 14:01 | buy | 159 | 0.10 | 84.635 | 81.390 | 86.155 | ||
| 327 | 2008.09.18 15:00 | close | 159 | 0.10 | 84.598 | 81.390 | 86.155 | -370.00 | 599260.00 |
| 328 | 2008.09.18 15:00 | buy | 160 | 0.10 | 84.632 | 81.400 | 86.180 | ||
| 329 | 2008.09.19 05:06 | t/p | 160 | 0.10 | 86.195 | 81.400 | 86.180 | 15630.00 | 614890.00 |
| 330 | 2008.09.19 06:00 | buy | 161 | 0.10 | 86.017 | 82.260 | 87.560 | ||
| 331 | 2008.09.19 07:00 | close | 161 | 0.10 | 86.928 | 82.260 | 87.560 | 9110.00 | 624000.00 |
| 332 | 2008.09.19 08:00 | buy | 162 | 0.10 | 86.570 | 82.830 | 88.130 | ||
| 333 | 2008.09.19 09:00 | close | 162 | 0.10 | 86.732 | 82.830 | 88.130 | 1620.00 | 625620.00 |
| 334 | 2008.09.19 09:00 | buy | 163 | 0.10 | 86.750 | 83.000 | 88.300 | ||
| 335 | 2008.09.19 10:00 | close | 163 | 0.10 | 86.775 | 83.000 | 88.300 | 250.00 | 625870.00 |
| 336 | 2008.09.25 13:00 | buy | 164 | 0.10 | 88.902 | 85.160 | 90.460 | ||
| 337 | 2008.09.29 19:31 | s/l | 164 | 0.10 | 85.162 | 85.160 | 90.460 | -37400.00 | 588470.00 |
| 338 | 2008.11.03 06:00 | buy | 165 | 0.10 | 67.747 | 64.010 | 69.310 | ||
| 339 | 2008.11.03 07:00 | close | 165 | 0.10 | 67.539 | 64.010 | 69.310 | -2080.00 | 586390.00 |
| 340 | 2008.11.03 07:02 | buy | 166 | 0.10 | 67.671 | 63.820 | 69.120 | ||
| 341 | 2008.11.03 08:00 | close | 166 | 0.10 | 67.867 | 63.820 | 69.120 | 1960.00 | 588350.00 |
| 342 | 2008.11.03 08:00 | buy | 167 | 0.10 | 67.924 | 64.165 | 69.465 | ||
| 343 | 2008.11.03 09:00 | close | 167 | 0.10 | 67.809 | 64.165 | 69.465 | -1150.00 | 587200.00 |
| 344 | 2008.11.03 11:00 | buy | 168 | 0.10 | 67.499 | 63.755 | 69.055 | ||
| 345 | 2008.11.04 14:43 | t/p | 168 | 0.10 | 69.054 | 63.755 | 69.055 | 15550.00 | 602750.00 |
| 346 | 2008.11.04 16:00 | buy | 169 | 0.10 | 68.614 | 64.870 | 70.170 | ||
| 347 | 2008.11.04 17:00 | close | 169 | 0.10 | 68.464 | 64.870 | 70.170 | -1500.00 | 601250.00 |
| 348 | 2008.11.10 06:00 | buy | 170 | 0.10 | 67.620 | 63.880 | 69.180 | ||
| 349 | 2008.11.10 10:00 | close | 170 | 0.10 | 68.103 | 63.880 | 69.180 | 4830.00 | 606080.00 |
| 350 | 2008.11.10 10:00 | buy | 171 | 0.10 | 68.165 | 64.405 | 69.705 | ||
| 351 | 2008.11.11 17:17 | s/l | 171 | 0.10 | 64.404 | 64.405 | 69.705 | -37610.00 | 568470.00 |
| 352 | 2008.11.18 19:00 | buy | 172 | 0.10 | 64.038 | 60.295 | 65.595 | ||
| 353 | 2008.11.20 06:51 | s/l | 172 | 0.10 | 60.286 | 60.295 | 65.595 | -37520.00 | 530950.00 |
| 354 | 2008.11.24 16:00 | buy | 173 | 0.10 | 61.038 | 57.290 | 62.590 | ||
| 355 | 2008.11.24 17:59 | t/p | 173 | 0.10 | 62.607 | 57.290 | 62.590 | 15690.00 | 546640.00 |
| 356 | 2008.11.24 19:00 | buy | 174 | 0.10 | 62.871 | 59.115 | 64.415 | ||
| 357 | 2008.11.24 20:00 | close | 174 | 0.10 | 62.534 | 59.115 | 64.415 | -3370.00 | 543270.00 |
| 358 | 2008.11.26 22:01 | buy | 175 | 0.10 | 62.563 | 58.765 | 64.065 | ||
| 359 | 2008.12.05 15:03 | s/l | 175 | 0.10 | 58.760 | 58.765 | 64.065 | -38030.00 | 505240.00 |
| 360 | 2008.12.05 23:01 | buy | 176 | 0.10 | 60.256 | 57.715 | 61.835 | ||
| 361 | 2008.12.08 04:00 | close | 176 | 0.10 | 60.415 | 57.715 | 61.835 | 1590.00 | 506830.00 |
| 362 | 2008.12.08 04:00 | buy | 177 | 0.10 | 60.418 | 57.670 | 61.975 | ||
| 363 | 2008.12.08 05:00 | close | 177 | 0.10 | 60.490 | 57.670 | 61.975 | 720.00 | 507550.00 |
| 364 | 2008.12.08 05:00 | buy | 178 | 0.10 | 60.519 | 57.690 | 62.065 | ||
| 365 | 2008.12.08 06:00 | close | 178 | 0.10 | 60.545 | 57.690 | 62.065 | 260.00 | 507810.00 |
| 366 | 2008.12.08 06:00 | buy | 179 | 0.10 | 60.578 | 57.690 | 62.125 | ||
| 367 | 2008.12.08 08:00 | close | 179 | 0.10 | 60.681 | 57.690 | 62.125 | 1030.00 | 508840.00 |
| 368 | 2008.12.08 08:00 | buy | 180 | 0.10 | 60.697 | 57.690 | 62.255 | ||
| 369 | 2008.12.08 10:00 | close | 180 | 0.10 | 61.983 | 57.690 | 62.255 | 12860.00 | 521700.00 |
| 370 | 2008.12.08 12:00 | buy | 181 | 0.10 | 61.987 | 58.245 | 63.545 | ||
| 371 | 2008.12.08 13:00 | close | 181 | 0.10 | 61.904 | 58.245 | 63.545 | -830.00 | 520870.00 |
| 372 | 2008.12.08 13:00 | buy | 182 | 0.10 | 61.942 | 58.185 | 63.485 | ||
| 373 | 2008.12.08 14:00 | close | 182 | 0.10 | 62.015 | 58.185 | 63.485 | 730.00 | 521600.00 |
| 374 | 2008.12.08 14:00 | buy | 183 | 0.10 | 62.062 | 58.305 | 63.605 | ||
| 375 | 2008.12.12 06:29 | s/l | 183 | 0.10 | 58.301 | 58.305 | 63.605 | -37610.00 | 483990.00 |
| 376 | 2008.12.16 18:00 | buy | 184 | 0.10 | 60.700 | 57.600 | 62.240 | ||
| 377 | 2008.12.17 00:00 | close | 184 | 0.10 | 61.771 | 57.600 | 62.240 | 10710.00 | 494700.00 |
| 378 | 2008.12.17 00:00 | buy | 185 | 0.10 | 61.830 | 58.080 | 63.380 | ||
| 379 | 2008.12.18 11:42 | t/p | 185 | 0.10 | 63.432 | 58.080 | 63.380 | 16020.00 | 510720.00 |
| 380 | 2008.12.18 13:00 | buy | 186 | 0.10 | 62.698 | 58.955 | 64.255 | ||
| 381 | 2008.12.31 21:04 | t/p | 186 | 0.10 | 64.247 | 58.955 | 64.255 | 15490.00 | 526210.00 |
| 382 | 2008.12.31 22:00 | buy | 187 | 0.10 | 64.490 | 60.732 | 66.032 | ||
| 383 | 2009.01.02 22:00 | close | 187 | 0.10 | 65.507 | 60.732 | 66.032 | 10170.00 | 536380.00 |
| 384 | 2009.01.02 23:01 | buy | 188 | 0.10 | 65.467 | 61.720 | 67.020 | ||
| 385 | 2009.01.05 01:00 | close | 188 | 0.10 | 65.789 | 61.720 | 67.020 | 3220.00 | 539600.00 |
| 386 | 2009.01.05 01:00 | buy | 189 | 0.10 | 65.810 | 62.070 | 67.370 | ||
| 387 | 2009.01.05 02:00 | close | 189 | 0.10 | 65.856 | 62.070 | 67.370 | 460.00 | 540060.00 |
| 388 | 2009.01.05 02:00 | buy | 190 | 0.10 | 65.899 | 62.150 | 67.450 | ||
| 389 | 2009.01.05 03:00 | close | 190 | 0.10 | 65.760 | 62.150 | 67.450 | -1390.00 | 538670.00 |
| 390 | 2009.01.05 03:00 | buy | 191 | 0.10 | 65.789 | 62.030 | 67.330 | ||
| 391 | 2009.01.05 22:00 | close | 191 | 0.10 | 66.600 | 62.030 | 67.330 | 8110.00 | 546780.00 |
| 392 | 2009.01.05 22:00 | buy | 192 | 0.10 | 66.627 | 62.885 | 68.185 | ||
| 393 | 2009.01.06 18:00 | close | 192 | 0.10 | 67.510 | 62.885 | 68.185 | 8830.00 | 555610.00 |
| 394 | 2009.01.06 21:00 | buy | 193 | 0.10 | 67.745 | 64.000 | 69.300 | ||
| 395 | 2009.01.06 22:00 | close | 193 | 0.10 | 68.165 | 64.000 | 69.300 | 4200.00 | 559810.00 |
| 396 | 2009.01.06 23:00 | buy | 194 | 0.10 | 67.912 | 64.165 | 69.465 | ||
| 397 | 2009.01.08 09:53 | s/l | 194 | 0.10 | 64.140 | 64.165 | 69.465 | -37720.00 | 522090.00 |
| 398 | 2009.01.15 23:00 | buy | 195 | 0.10 | 59.952 | 58.140 | 61.495 | ||
| 399 | 2009.01.16 07:00 | close | 195 | 0.10 | 60.852 | 58.140 | 61.495 | 9000.00 | 531090.00 |
| 400 | 2009.01.16 07:00 | buy | 196 | 0.10 | 60.879 | 58.130 | 62.420 | ||
| 401 | 2009.01.16 08:00 | close | 196 | 0.10 | 60.987 | 58.130 | 62.420 | 1080.00 | 532170.00 |
| 402 | 2009.01.16 08:00 | buy | 197 | 0.10 | 61.008 | 58.130 | 62.555 | ||
| 403 | 2009.01.19 03:00 | close | 197 | 0.10 | 61.703 | 58.130 | 62.555 | 6950.00 | 539120.00 |
| 404 | 2009.01.19 03:00 | buy | 198 | 0.10 | 61.731 | 58.145 | 63.290 | ||
| 405 | 2009.01.20 22:02 | s/l | 198 | 0.10 | 58.137 | 58.145 | 63.290 | -35940.00 | 503180.00 |
| 406 | 2009.01.26 14:00 | buy | 199 | 0.10 | 58.734 | 56.240 | 60.290 | ||
| 407 | 2009.01.27 09:38 | t/p | 199 | 0.10 | 60.304 | 56.240 | 60.290 | 15700.00 | 518880.00 |
| 408 | 2009.01.27 11:00 | buy | 200 | 0.10 | 59.814 | 56.260 | 61.375 | ||
| 409 | 2009.02.02 10:34 | s/l | 200 | 0.10 | 56.253 | 56.260 | 61.375 | -35610.00 | 483270.00 |
| 410 | 2009.02.03 18:00 | buy | 201 | 0.10 | 57.397 | 55.505 | 58.945 | ||
| 411 | 2009.02.04 19:00 | close | 201 | 0.10 | 58.179 | 55.505 | 58.945 | 7820.00 | 491090.00 |
| 412 | 2009.02.04 19:00 | buy | 202 | 0.10 | 58.189 | 55.505 | 59.740 | ||
| 413 | 2009.02.05 19:02 | t/p | 202 | 0.10 | 59.747 | 55.505 | 59.740 | 15580.00 | 506670.00 |
| 414 | 2009.02.05 22:00 | buy | 203 | 0.10 | 59.884 | 56.140 | 61.440 | ||
| 415 | 2009.02.06 16:40 | t/p | 203 | 0.10 | 61.447 | 56.140 | 61.440 | 15630.00 | 522300.00 |
| 416 | 2009.02.06 18:00 | buy | 204 | 0.10 | 61.281 | 57.540 | 62.840 | ||
| 417 | 2009.02.06 19:00 | close | 204 | 0.10 | 61.703 | 57.540 | 62.840 | 4220.00 | 526520.00 |
| 418 | 2009.02.13 04:00 | buy | 205 | 0.10 | 59.533 | 56.525 | 61.080 | ||
| 419 | 2009.02.13 13:00 | close | 205 | 0.10 | 60.532 | 56.525 | 61.080 | 9990.00 | 536510.00 |
| 420 | 2009.02.13 14:00 | buy | 206 | 0.10 | 60.491 | 56.735 | 62.035 | ||
| 421 | 2009.02.23 15:00 | close | 206 | 0.10 | 61.155 | 56.735 | 62.035 | 6640.00 | 543150.00 |
| 422 | 2009.02.23 15:00 | buy | 207 | 0.10 | 61.160 | 58.040 | 62.720 | ||
| 423 | 2009.02.24 19:00 | close | 207 | 0.10 | 62.094 | 58.040 | 62.720 | 9340.00 | 552490.00 |
| 424 | 2009.02.24 19:00 | buy | 208 | 0.10 | 62.111 | 58.420 | 63.660 | ||
| 425 | 2009.02.25 02:00 | close | 208 | 0.10 | 62.976 | 58.420 | 63.660 | 8650.00 | 561140.00 |
| 426 | 2009.02.25 03:00 | buy | 209 | 0.10 | 62.907 | 59.165 | 64.465 | ||
| 427 | 2009.02.26 17:00 | close | 209 | 0.10 | 63.774 | 59.165 | 64.465 | 8670.00 | 569810.00 |
| 428 | 2009.02.26 17:00 | buy | 210 | 0.10 | 63.810 | 60.065 | 65.365 | ||
| 429 | 2009.03.04 19:00 | close | 210 | 0.10 | 64.525 | 60.065 | 65.365 | 7150.00 | 576960.00 |
| 430 | 2009.03.04 20:00 | buy | 211 | 0.10 | 64.307 | 60.550 | 65.850 | ||
| 431 | 2009.03.13 00:00 | close | 211 | 0.10 | 63.963 | 60.550 | 65.850 | -3440.00 | 573520.00 |
| 432 | 2009.03.13 00:00 | buy | 212 | 0.10 | 63.996 | 61.395 | 65.555 | ||
| 433 | 2009.03.16 16:00 | modify | 212 | 0.10 | 63.996 | 64.950 | 65.555 | ||
| 434 | 2009.03.16 16:00 | close | 212 | 0.10 | 65.147 | 64.950 | 65.555 | 11510.00 | 585030.00 |
| 435 | 2009.03.16 16:00 | buy | 213 | 0.10 | 65.170 | 61.380 | 66.730 | ||
| 436 | 2009.03.20 20:00 | close | 213 | 0.10 | 66.004 | 61.380 | 66.730 | 8340.00 | 593370.00 |
| 437 | 2009.03.20 20:00 | buy | 214 | 0.10 | 66.039 | 62.285 | 67.585 | ||
| 438 | 2009.03.23 08:00 | close | 214 | 0.10 | 66.950 | 62.285 | 67.585 | 9110.00 | 602480.00 |
| 439 | 2009.03.23 08:00 | buy | 215 | 0.10 | 66.993 | 63.245 | 68.545 | ||
| 440 | 2009.03.23 20:00 | close | 215 | 0.10 | 67.825 | 63.245 | 68.545 | 8320.00 | 610800.00 |
| 441 | 2009.03.24 00:00 | buy | 216 | 0.10 | 68.400 | 64.645 | 69.945 | ||
| 442 | 2009.03.24 07:00 | close | 216 | 0.10 | 69.017 | 64.645 | 69.945 | 6170.00 | 616970.00 |
| 443 | 2009.03.25 02:00 | buy | 217 | 0.10 | 68.586 | 64.830 | 70.130 | ||
| 444 | 2009.03.31 14:00 | close | 217 | 0.10 | 68.239 | 64.830 | 70.130 | -3470.00 | 613500.00 |
| 445 | 2009.03.31 14:00 | buy | 218 | 0.10 | 68.278 | 64.595 | 69.820 | ||
| 446 | 2009.04.02 10:41 | t/p | 218 | 0.10 | 69.824 | 64.595 | 69.820 | 15460.00 | 628960.00 |
| 447 | 2009.04.02 11:00 | buy | 219 | 0.10 | 69.787 | 66.030 | 71.330 | ||
| 448 | 2009.04.02 14:00 | close | 219 | 0.10 | 71.120 | 66.030 | 71.330 | 13330.00 | 642290.00 |
| 449 | 2009.04.02 15:00 | buy | 220 | 0.10 | 70.691 | 66.935 | 72.235 | ||
| 450 | 2009.04.03 03:16 | t/p | 220 | 0.10 | 72.237 | 66.935 | 72.235 | 15460.00 | 657750.00 |