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 |
| 451 | 2009.04.06 00:00 | buy | 221 | 0.10 | 71.625 | 67.885 | 73.185 | ||
| 452 | 2009.04.06 08:00 | close | 221 | 0.10 | 72.445 | 67.885 | 73.185 | 8200.00 | 665950.00 |
| 453 | 2009.04.07 00:00 | buy | 222 | 0.10 | 72.128 | 68.340 | 73.640 | ||
| 454 | 2009.04.13 02:00 | close | 222 | 0.10 | 72.443 | 68.340 | 73.640 | 3150.00 | 669100.00 |
| 455 | 2009.04.13 03:00 | buy | 223 | 0.10 | 72.487 | 68.735 | 74.035 | ||
| 456 | 2009.04.14 04:00 | close | 223 | 0.10 | 73.070 | 68.735 | 74.035 | 5830.00 | 674930.00 |
| 457 | 2009.04.14 08:00 | buy | 224 | 0.10 | 72.828 | 70.000 | 74.375 | ||
| 458 | 2009.04.16 10:00 | close | 224 | 0.10 | 71.415 | 70.000 | 74.375 | -14130.00 | 660800.00 |
| 459 | 2009.04.16 10:00 | sell | 225 | 0.10 | 71.417 | 73.550 | 69.870 | ||
| 460 | 2009.04.20 12:44 | t/p | 225 | 0.10 | 69.867 | 73.550 | 69.870 | 15500.00 | 676300.00 |
| 461 | 2009.04.20 14:00 | sell | 226 | 0.10 | 69.723 | 73.465 | 68.165 | ||
| 462 | 2009.04.20 20:00 | close | 226 | 0.10 | 68.624 | 73.465 | 68.165 | 10990.00 | 687290.00 |
| 463 | 2009.04.20 20:00 | sell | 227 | 0.10 | 68.598 | 72.355 | 67.055 | ||
| 464 | 2009.04.20 21:00 | close | 227 | 0.10 | 68.305 | 72.355 | 67.055 | 2930.00 | 690220.00 |
| 465 | 2009.04.20 21:00 | sell | 228 | 0.10 | 68.272 | 72.030 | 66.730 | ||
| 466 | 2009.04.20 22:00 | close | 228 | 0.10 | 68.216 | 72.030 | 66.730 | 560.00 | 690780.00 |
| 467 | 2009.04.20 22:00 | sell | 229 | 0.10 | 68.185 | 71.935 | 66.635 | ||
| 468 | 2009.04.20 23:00 | close | 229 | 0.10 | 68.135 | 71.935 | 66.635 | 500.00 | 691280.00 |
| 469 | 2009.04.20 23:00 | sell | 230 | 0.10 | 68.117 | 71.860 | 66.560 | ||
| 470 | 2009.04.28 11:00 | close | 230 | 0.10 | 67.248 | 71.860 | 66.560 | 8690.00 | 699970.00 |
| 471 | 2009.04.28 11:00 | sell | 231 | 0.10 | 67.219 | 70.975 | 65.675 | ||
| 472 | 2009.04.29 21:22 | s/l | 231 | 0.10 | 70.980 | 70.975 | 65.675 | -37610.00 | 662360.00 |
| 473 | 2009.05.06 06:00 | sell | 232 | 0.10 | 72.411 | 74.040 | 70.855 | ||
| 474 | 2009.05.07 04:30 | s/l | 232 | 0.10 | 74.035 | 74.040 | 70.855 | -16240.00 | 646120.00 |
| 475 | 2009.05.11 14:00 | sell | 233 | 0.10 | 74.552 | 76.215 | 73.005 | ||
| 476 | 2009.05.12 06:00 | close | 233 | 0.10 | 73.964 | 76.215 | 73.005 | 5880.00 | 652000.00 |
| 477 | 2009.05.12 07:00 | sell | 234 | 0.10 | 73.946 | 76.215 | 72.400 | ||
| 478 | 2009.05.13 20:00 | modify | 234 | 0.10 | 73.946 | 72.820 | 72.400 | ||
| 479 | 2009.05.13 20:02 | t/p | 234 | 0.10 | 72.407 | 72.820 | 72.400 | 15390.00 | 667390.00 |
| 480 | 2009.05.13 20:03 | sell | 235 | 0.10 | 72.372 | 76.215 | 70.895 | ||
| 481 | 2009.05.13 22:00 | close | 235 | 0.10 | 72.033 | 76.215 | 70.895 | 3390.00 | 670780.00 |
| 482 | 2009.05.13 22:00 | sell | 236 | 0.10 | 72.009 | 75.755 | 70.455 | ||
| 483 | 2009.05.13 23:00 | close | 236 | 0.10 | 71.637 | 75.755 | 70.455 | 3720.00 | 674500.00 |
| 484 | 2009.05.13 23:00 | sell | 237 | 0.10 | 71.587 | 75.345 | 70.045 | ||
| 485 | 2009.05.14 00:00 | close | 237 | 0.10 | 71.763 | 75.345 | 70.045 | -1760.00 | 672740.00 |
| 486 | 2009.05.14 01:00 | sell | 238 | 0.10 | 71.713 | 75.460 | 70.160 | ||
| 487 | 2009.05.18 06:00 | close | 238 | 0.10 | 70.881 | 75.460 | 70.160 | 8320.00 | 681060.00 |
| 488 | 2009.05.18 07:00 | sell | 239 | 0.10 | 70.833 | 74.575 | 69.275 | ||
| 489 | 2009.05.19 10:55 | s/l | 239 | 0.10 | 74.599 | 74.575 | 69.275 | -37660.00 | 643400.00 |
| 490 | 2009.05.21 01:00 | sell | 240 | 0.10 | 73.364 | 75.025 | 71.810 | ||
| 491 | 2009.05.27 02:06 | s/l | 240 | 0.10 | 75.034 | 75.025 | 71.810 | -16700.00 | 626700.00 |
| 492 | 2009.06.03 19:00 | sell | 241 | 0.10 | 77.549 | 79.560 | 76.000 | ||
| 493 | 2009.06.03 21:00 | close | 241 | 0.10 | 76.389 | 79.560 | 76.000 | 11600.00 | 638300.00 |
| 494 | 2009.06.03 22:00 | sell | 242 | 0.10 | 76.219 | 79.560 | 74.675 | ||
| 495 | 2009.06.03 23:00 | close | 242 | 0.10 | 76.696 | 79.560 | 74.675 | -4770.00 | 633530.00 |
| 496 | 2009.06.04 01:00 | sell | 243 | 0.10 | 76.719 | 79.560 | 75.160 | ||
| 497 | 2009.06.10 14:23 | s/l | 243 | 0.10 | 79.557 | 79.560 | 75.160 | -28380.00 | 605150.00 |
| 498 | 2009.06.15 09:00 | sell | 244 | 0.10 | 79.101 | 80.510 | 77.557 | ||
| 499 | 2009.06.15 18:37 | t/p | 244 | 0.10 | 77.558 | 80.510 | 77.557 | 15430.00 | 620580.00 |
| 500 | 2009.06.15 19:00 | sell | 245 | 0.10 | 77.608 | 80.510 | 76.056 | ||
| 501 | 2009.06.16 08:00 | close | 245 | 0.10 | 76.446 | 80.510 | 76.056 | 11620.00 | 632200.00 |
| 502 | 2009.06.16 08:00 | sell | 246 | 0.10 | 76.416 | 80.172 | 74.872 | ||
| 503 | 2009.06.17 03:00 | close | 246 | 0.10 | 75.659 | 80.172 | 74.872 | 7570.00 | 639770.00 |
| 504 | 2009.06.17 08:00 | sell | 247 | 0.10 | 76.526 | 80.270 | 74.970 | ||
| 505 | 2009.06.17 20:00 | close | 247 | 0.10 | 75.640 | 80.270 | 74.970 | 8860.00 | 648630.00 |
| 506 | 2009.06.17 20:00 | sell | 248 | 0.10 | 75.634 | 79.386 | 74.086 | ||
| 507 | 2009.06.23 05:00 | close | 248 | 0.10 | 74.812 | 79.386 | 74.086 | 8220.00 | 656850.00 |
| 508 | 2009.06.23 05:00 | sell | 249 | 0.10 | 74.776 | 78.530 | 73.230 | ||
| 509 | 2009.07.08 18:13 | t/p | 249 | 0.10 | 73.237 | 78.530 | 73.230 | 15390.00 | 672240.00 |
| 510 | 2009.07.08 21:00 | sell | 250 | 0.10 | 71.784 | 75.535 | 70.235 | ||
| 511 | 2009.07.08 22:00 | close | 250 | 0.10 | 71.548 | 75.535 | 70.235 | 2360.00 | 674600.00 |
| 512 | 2009.07.08 22:00 | sell | 251 | 0.10 | 71.516 | 75.265 | 69.965 | ||
| 513 | 2009.07.09 02:00 | close | 251 | 0.10 | 72.095 | 75.265 | 69.965 | -5790.00 | 668810.00 |
| 514 | 2009.07.10 05:00 | sell | 252 | 0.10 | 72.645 | 76.405 | 71.105 | ||
| 515 | 2009.07.10 20:00 | close | 252 | 0.10 | 71.779 | 76.405 | 71.105 | 8660.00 | 677470.00 |
| 516 | 2009.07.10 20:00 | sell | 253 | 0.10 | 71.743 | 75.500 | 70.200 | ||
| 517 | 2009.07.15 18:19 | s/l | 253 | 0.10 | 75.518 | 75.500 | 70.200 | -37750.00 | 639720.00 |
| 518 | 2009.07.22 11:00 | sell | 254 | 0.10 | 76.192 | 77.255 | 74.635 | ||
| 519 | 2009.07.23 09:05 | s/l | 254 | 0.10 | 77.264 | 77.255 | 74.635 | -10720.00 | 629000.00 |
| 520 | 2009.07.28 20:00 | sell | 255 | 0.10 | 77.502 | 79.345 | 75.950 | ||
| 521 | 2009.07.31 14:09 | s/l | 255 | 0.10 | 79.343 | 79.345 | 75.950 | -18410.00 | 610590.00 |
| 522 | 2009.08.05 19:00 | sell | 256 | 0.10 | 79.608 | 80.880 | 78.055 | ||
| 523 | 2009.08.07 15:30 | s/l | 256 | 0.10 | 80.896 | 80.880 | 78.055 | -12880.00 | 597710.00 |
| 524 | 2009.08.11 15:00 | sell | 257 | 0.10 | 80.471 | 82.060 | 78.915 | ||
| 525 | 2009.08.11 21:00 | close | 257 | 0.10 | 79.655 | 82.060 | 78.915 | 8160.00 | 605870.00 |
| 526 | 2009.08.11 21:00 | sell | 258 | 0.10 | 79.632 | 82.060 | 78.085 | ||
| 527 | 2009.08.12 09:51 | t/p | 258 | 0.10 | 78.082 | 82.060 | 78.085 | 15500.00 | 621370.00 |
| 528 | 2009.08.12 11:00 | sell | 259 | 0.10 | 78.125 | 81.870 | 76.570 | ||
| 529 | 2009.08.17 16:00 | close | 259 | 0.10 | 77.725 | 81.870 | 76.570 | 4000.00 | 625370.00 |
| 530 | 2009.08.17 16:00 | sell | 260 | 0.10 | 77.691 | 81.435 | 76.135 | ||
| 531 | 2009.09.02 04:00 | close | 260 | 0.10 | 76.672 | 81.435 | 76.135 | 10190.00 | 635560.00 |
| 532 | 2009.09.02 05:00 | sell | 261 | 0.10 | 77.169 | 79.935 | 75.625 | ||
| 533 | 2009.09.09 04:00 | s/l | 261 | 0.10 | 79.935 | 79.935 | 75.625 | -27660.00 | 607900.00 |
| 534 | 2009.09.09 07:00 | sell | 262 | 0.10 | 79.239 | 80.060 | 77.695 | ||
| 535 | 2009.09.11 22:00 | close | 262 | 0.10 | 78.289 | 80.060 | 77.695 | 9500.00 | 617400.00 |
| 536 | 2009.09.11 23:00 | sell | 263 | 0.10 | 78.204 | 80.060 | 76.660 | ||
| 537 | 2009.09.23 20:48 | s/l | 263 | 0.10 | 80.063 | 80.060 | 76.660 | -18590.00 | 598810.00 |
| 538 | 2009.09.23 23:00 | sell | 264 | 0.10 | 79.462 | 80.105 | 77.910 | ||
| 539 | 2009.09.25 07:00 | close | 264 | 0.10 | 78.543 | 80.105 | 77.910 | 9190.00 | 608000.00 |
| 540 | 2009.09.25 08:00 | sell | 265 | 0.10 | 78.813 | 80.105 | 77.265 | ||
| 541 | 2009.09.25 22:00 | close | 265 | 0.10 | 77.905 | 80.105 | 77.265 | 9080.00 | 617080.00 |
| 542 | 2009.09.25 22:00 | sell | 266 | 0.10 | 77.871 | 80.105 | 76.325 | ||
| 543 | 2009.09.28 05:00 | modify | 266 | 0.10 | 77.871 | 76.920 | 76.325 | ||
| 544 | 2009.09.28 05:00 | close | 266 | 0.10 | 76.747 | 76.920 | 76.325 | 11240.00 | 628320.00 |
| 545 | 2009.09.28 05:00 | sell | 267 | 0.10 | 76.721 | 80.105 | 75.165 | ||
| 546 | 2009.10.08 18:15 | s/l | 267 | 0.10 | 80.100 | 80.105 | 75.165 | -33790.00 | 594530.00 |
| 547 | 2009.10.14 06:00 | sell | 268 | 0.10 | 81.137 | 81.925 | 79.590 | ||
| 548 | 2009.10.14 14:17 | s/l | 268 | 0.10 | 81.928 | 81.925 | 79.590 | -7910.00 | 586620.00 |
| 549 | 2009.10.26 21:00 | sell | 269 | 0.10 | 84.406 | 85.370 | 82.865 | ||
| 550 | 2009.10.28 07:12 | t/p | 269 | 0.10 | 82.860 | 85.370 | 82.865 | 15460.00 | 602080.00 |
| 551 | 2009.10.28 08:00 | sell | 270 | 0.10 | 82.855 | 85.370 | 81.305 | ||
| 552 | 2009.10.28 19:51 | t/p | 270 | 0.10 | 81.299 | 85.370 | 81.305 | 15560.00 | 617640.00 |
| 553 | 2009.10.28 21:00 | sell | 271 | 0.10 | 81.546 | 85.295 | 79.995 | ||
| 554 | 2009.10.30 20:00 | close | 271 | 0.10 | 81.379 | 85.295 | 79.995 | 1670.00 | 619310.00 |
| 555 | 2009.10.30 20:00 | sell | 272 | 0.10 | 81.343 | 85.095 | 79.795 | ||
| 556 | 2009.10.30 21:00 | close | 272 | 0.10 | 80.923 | 85.095 | 79.795 | 4200.00 | 623510.00 |
| 557 | 2009.10.30 22:00 | sell | 273 | 0.10 | 81.014 | 84.755 | 79.455 | ||
| 558 | 2009.10.30 23:00 | close | 273 | 0.10 | 81.042 | 84.755 | 79.455 | -280.00 | 623230.00 |
| 559 | 2009.10.30 23:00 | sell | 274 | 0.10 | 81.005 | 84.765 | 79.465 | ||
| 560 | 2009.11.02 00:00 | close | 274 | 0.10 | 80.420 | 84.765 | 79.465 | 5850.00 | 629080.00 |
| 561 | 2009.11.02 01:00 | sell | 275 | 0.10 | 80.281 | 83.925 | 78.625 | ||
| 562 | 2009.11.02 02:00 | close | 275 | 0.10 | 80.451 | 83.925 | 78.625 | -1700.00 | 627380.00 |
| 563 | 2009.11.02 02:00 | sell | 276 | 0.10 | 80.422 | 84.175 | 78.875 | ||
| 564 | 2009.11.02 03:00 | close | 276 | 0.10 | 81.165 | 84.175 | 78.875 | -7430.00 | 619950.00 |
| 565 | 2009.11.02 03:00 | sell | 277 | 0.10 | 81.134 | 84.885 | 79.585 | ||
| 566 | 2009.11.18 04:00 | close | 277 | 0.10 | 82.816 | 84.885 | 79.585 | -16820.00 | 603130.00 |
| 567 | 2009.11.18 04:00 | sell | 278 | 0.10 | 82.781 | 84.270 | 81.240 | ||
| 568 | 2009.11.19 15:00 | close | 278 | 0.10 | 81.644 | 84.270 | 81.240 | 11370.00 | 614500.00 |
| 569 | 2009.11.19 15:00 | sell | 279 | 0.10 | 81.624 | 84.270 | 80.070 | ||
| 570 | 2009.11.26 06:02 | t/p | 279 | 0.10 | 80.076 | 84.270 | 80.070 | 15480.00 | 629980.00 |
| 571 | 2009.11.26 08:00 | sell | 280 | 0.10 | 79.805 | 83.545 | 78.245 | ||
| 572 | 2009.11.26 20:00 | close | 280 | 0.10 | 78.988 | 83.545 | 78.245 | 8170.00 | 638150.00 |
| 573 | 2009.11.26 20:00 | sell | 281 | 0.10 | 78.944 | 82.695 | 77.395 | ||
| 574 | 2009.11.27 01:41 | t/p | 281 | 0.10 | 77.393 | 82.695 | 77.395 | 15510.00 | 653660.00 |
| 575 | 2009.11.27 03:00 | sell | 282 | 0.10 | 78.095 | 81.850 | 76.550 | ||
| 576 | 2009.12.03 09:17 | s/l | 282 | 0.10 | 81.855 | 81.850 | 76.550 | -37600.00 | 616060.00 |
| 577 | 2009.12.07 22:00 | sell | 283 | 0.10 | 81.563 | 83.050 | 80.015 | ||
| 578 | 2009.12.08 17:00 | modify | 283 | 0.10 | 81.563 | 80.580 | 80.015 | ||
| 579 | 2009.12.08 17:00 | close | 283 | 0.10 | 80.377 | 80.580 | 80.015 | 11860.00 | 627920.00 |
| 580 | 2009.12.08 18:00 | sell | 284 | 0.10 | 80.221 | 83.050 | 78.665 | ||
| 581 | 2009.12.09 22:00 | close | 284 | 0.10 | 79.537 | 83.050 | 78.665 | 6840.00 | 634760.00 |
| 582 | 2009.12.09 22:00 | sell | 285 | 0.10 | 79.515 | 83.050 | 77.965 | ||
| 583 | 2009.12.21 17:00 | close | 285 | 0.10 | 80.316 | 83.050 | 77.965 | -8010.00 | 626750.00 |
| 584 | 2009.12.21 17:00 | buy | 286 | 0.10 | 80.320 | 78.960 | 81.360 | ||
| 585 | 2009.12.28 07:28 | t/p | 286 | 0.10 | 81.365 | 78.960 | 81.360 | 10450.00 | 637200.00 |
| 586 | 2009.12.28 08:00 | buy | 287 | 0.10 | 81.350 | 79.995 | 82.395 | ||
| 587 | 2009.12.29 15:14 | t/p | 287 | 0.10 | 82.387 | 79.995 | 82.395 | 10370.00 | 647570.00 |
| 588 | 2010.01.05 17:00 | sell | 288 | 0.10 | 83.405 | 84.695 | 82.355 | ||
| 589 | 2010.01.06 16:53 | s/l | 288 | 0.10 | 84.701 | 84.695 | 82.355 | -12960.00 | 634610.00 |
| 590 | 2010.01.12 04:00 | sell | 289 | 0.10 | 85.120 | 86.260 | 83.565 | ||
| 591 | 2010.01.12 19:50 | t/p | 289 | 0.10 | 83.570 | 86.260 | 83.565 | 15500.00 | 650110.00 |
| 592 | 2010.01.12 23:00 | sell | 290 | 0.10 | 83.656 | 85.015 | 82.615 | ||
| 593 | 2010.01.14 02:32 | s/l | 290 | 0.10 | 85.025 | 85.015 | 82.615 | -13690.00 | 636420.00 |
| 594 | 2010.01.15 10:00 | sell | 291 | 0.10 | 84.180 | 85.530 | 83.130 | ||
| 595 | 2010.01.20 09:40 | t/p | 291 | 0.10 | 83.130 | 85.530 | 83.130 | 10500.00 | 646920.00 |
| 596 | 2010.01.20 11:00 | sell | 292 | 0.10 | 83.273 | 84.625 | 82.225 | ||
| 597 | 2010.01.21 18:06 | t/p | 292 | 0.10 | 82.234 | 84.625 | 82.225 | 10390.00 | 657310.00 |
| 598 | 2010.01.22 10:00 | sell | 293 | 0.10 | 82.119 | 83.470 | 81.070 | ||
| 599 | 2010.01.22 21:56 | t/p | 293 | 0.10 | 81.065 | 83.470 | 81.070 | 10540.00 | 667850.00 |
| 600 | 2010.01.26 04:00 | buy | 294 | 0.10 | 82.109 | 80.765 | 83.165 | ||