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 |
| 601 | 2010.01.26 06:59 | s/l | 294 | 0.10 | 80.762 | 80.765 | 83.165 | -13470.00 | 654380.00 |
| 602 | 2010.01.28 06:00 | buy | 295 | 0.10 | 81.485 | 80.140 | 82.540 | ||
| 603 | 2010.01.29 01:22 | s/l | 295 | 0.10 | 80.138 | 80.140 | 82.540 | -13470.00 | 640910.00 |
| 604 | 2010.02.01 00:00 | sell | 296 | 0.10 | 79.070 | 82.810 | 77.510 | ||
| 605 | 2010.02.01 02:00 | close | 296 | 0.10 | 79.997 | 82.810 | 77.510 | -9270.00 | 631640.00 |
| 606 | 2010.02.01 22:00 | buy | 297 | 0.10 | 80.779 | 79.420 | 81.820 | ||
| 607 | 2010.02.04 16:14 | s/l | 297 | 0.10 | 79.414 | 79.420 | 81.820 | -13650.00 | 617990.00 |
| 608 | 2010.02.04 17:00 | sell | 298 | 0.10 | 79.189 | 82.280 | 77.630 | ||
| 609 | 2010.02.04 18:27 | t/p | 298 | 0.10 | 77.627 | 82.280 | 77.630 | 15620.00 | 633610.00 |
| 610 | 2010.02.05 02:00 | sell | 299 | 0.10 | 77.614 | 81.370 | 76.070 | ||
| 611 | 2010.02.05 03:00 | close | 299 | 0.10 | 77.720 | 81.370 | 76.070 | -1060.00 | 632550.00 |
| 612 | 2010.02.05 03:00 | sell | 300 | 0.10 | 77.692 | 81.435 | 76.135 | ||
| 613 | 2010.02.05 22:00 | close | 300 | 0.10 | 77.034 | 81.435 | 76.135 | 6580.00 | 639130.00 |
| 614 | 2010.02.09 01:00 | sell | 301 | 0.10 | 77.069 | 80.810 | 75.510 | ||
| 615 | 2010.02.09 15:00 | close | 301 | 0.10 | 78.540 | 80.810 | 75.510 | -14710.00 | 624420.00 |
| 616 | 2010.02.09 15:00 | buy | 302 | 0.10 | 78.521 | 77.180 | 79.580 | ||
| 617 | 2010.02.11 02:32 | t/p | 302 | 0.10 | 79.610 | 77.180 | 79.580 | 10890.00 | 635310.00 |
| 618 | 2010.02.11 04:00 | buy | 303 | 0.10 | 79.769 | 78.425 | 80.825 | ||
| 619 | 2010.02.16 15:55 | t/p | 303 | 0.10 | 80.822 | 78.425 | 80.825 | 10530.00 | 645840.00 |
| 620 | 2010.02.16 16:00 | buy | 304 | 0.10 | 80.835 | 79.485 | 81.885 | ||
| 621 | 2010.02.17 14:10 | t/p | 304 | 0.10 | 81.891 | 79.485 | 81.885 | 10560.00 | 656400.00 |
| 622 | 2010.02.17 18:00 | buy | 305 | 0.10 | 81.743 | 80.395 | 82.795 | ||
| 623 | 2010.02.22 02:11 | t/p | 305 | 0.10 | 82.805 | 80.395 | 82.795 | 10620.00 | 667020.00 |
| 624 | 2010.02.23 04:00 | sell | 306 | 0.10 | 81.924 | 83.280 | 80.880 | ||
| 625 | 2010.02.23 17:21 | t/p | 306 | 0.10 | 80.873 | 83.280 | 80.880 | 10510.00 | 677530.00 |
| 626 | 2010.03.01 03:00 | buy | 307 | 0.10 | 80.053 | 78.695 | 81.095 | ||
| 627 | 2010.03.05 15:30 | t/p | 307 | 0.10 | 81.120 | 78.695 | 81.095 | 10670.00 | 688200.00 |
| 628 | 2010.03.12 16:00 | buy | 308 | 0.10 | 83.448 | 79.705 | 85.005 | ||
| 629 | 2010.03.15 19:00 | close | 308 | 0.10 | 82.444 | 79.705 | 85.005 | -10040.00 | 678160.00 |
| 630 | 2010.03.15 19:00 | sell | 309 | 0.10 | 82.448 | 83.665 | 81.390 | ||
| 631 | 2010.03.17 08:00 | close | 309 | 0.10 | 83.137 | 83.665 | 81.390 | -6890.00 | 671270.00 |
| 632 | 2010.03.17 08:00 | buy | 310 | 0.10 | 83.154 | 81.230 | 84.685 | ||
| 633 | 2010.03.19 18:00 | close | 310 | 0.10 | 82.805 | 81.230 | 84.685 | -3490.00 | 667780.00 |
| 634 | 2010.03.19 18:00 | sell | 311 | 0.10 | 82.810 | 83.730 | 81.755 | ||
| 635 | 2010.03.22 16:24 | t/p | 311 | 0.10 | 81.765 | 83.730 | 81.755 | 10450.00 | 678230.00 |
| 636 | 2010.03.22 17:00 | sell | 312 | 0.10 | 82.105 | 83.460 | 81.060 | ||
| 637 | 2010.03.24 12:41 | s/l | 312 | 0.10 | 83.465 | 83.460 | 81.060 | -13600.00 | 664630.00 |
| 638 | 2010.03.24 16:00 | buy | 313 | 0.10 | 83.630 | 81.675 | 85.190 | ||
| 639 | 2010.03.25 21:00 | close | 313 | 0.10 | 84.429 | 81.675 | 85.190 | 7990.00 | 672620.00 |
| 640 | 2010.03.25 21:00 | buy | 314 | 0.10 | 84.463 | 81.670 | 86.005 | ||
| 641 | 2010.03.26 20:00 | close | 314 | 0.10 | 83.367 | 81.670 | 86.005 | -10960.00 | 661660.00 |
| 642 | 2010.03.26 20:00 | sell | 315 | 0.10 | 83.380 | 84.715 | 82.315 | ||
| 643 | 2010.03.29 07:00 | close | 315 | 0.10 | 84.190 | 84.715 | 82.315 | -8100.00 | 653560.00 |
| 644 | 2010.03.29 07:00 | buy | 316 | 0.10 | 84.217 | 81.660 | 85.730 | ||
| 645 | 2010.03.30 11:00 | close | 316 | 0.10 | 85.064 | 81.660 | 85.730 | 8470.00 | 662030.00 |
| 646 | 2010.03.30 12:00 | buy | 317 | 0.10 | 85.065 | 81.670 | 86.625 | ||
| 647 | 2010.04.01 12:00 | close | 317 | 0.10 | 85.780 | 81.670 | 86.625 | 7150.00 | 669180.00 |
| 648 | 2010.04.01 12:00 | buy | 318 | 0.10 | 85.798 | 82.435 | 87.340 | ||
| 649 | 2010.04.02 19:00 | close | 318 | 0.10 | 86.797 | 82.435 | 87.340 | 9990.00 | 679170.00 |
| 650 | 2010.04.02 20:00 | buy | 319 | 0.10 | 86.934 | 83.175 | 88.475 | ||
| 651 | 2010.04.06 04:00 | close | 319 | 0.10 | 86.440 | 83.175 | 88.475 | -4940.00 | 674230.00 |
| 652 | 2010.04.06 04:00 | sell | 320 | 0.10 | 86.423 | 87.255 | 84.880 | ||
| 653 | 2010.04.07 05:03 | s/l | 320 | 0.10 | 87.249 | 87.255 | 84.880 | -8260.00 | 665970.00 |
| 654 | 2010.04.07 21:00 | sell | 321 | 0.10 | 86.726 | 87.570 | 85.175 | ||
| 655 | 2010.04.13 09:00 | close | 321 | 0.10 | 85.839 | 87.570 | 85.175 | 8870.00 | 674840.00 |
| 656 | 2010.04.13 11:00 | sell | 322 | 0.10 | 86.317 | 87.570 | 84.770 | ||
| 657 | 2010.04.16 22:00 | close | 322 | 0.10 | 85.272 | 87.570 | 84.770 | 10450.00 | 685290.00 |
| 658 | 2010.04.16 22:00 | sell | 323 | 0.10 | 85.264 | 87.605 | 83.705 | ||
| 659 | 2010.04.19 11:00 | close | 323 | 0.10 | 84.286 | 87.605 | 83.705 | 9780.00 | 695070.00 |
| 660 | 2010.04.19 11:00 | sell | 324 | 0.10 | 84.251 | 87.605 | 82.710 | ||
| 661 | 2010.04.26 04:43 | s/l | 324 | 0.10 | 87.609 | 87.605 | 82.710 | -33580.00 | 661490.00 |
| 662 | 2010.04.27 14:00 | sell | 325 | 0.10 | 86.536 | 87.820 | 84.985 | ||
| 663 | 2010.04.27 20:00 | close | 325 | 0.10 | 85.486 | 87.820 | 84.985 | 10500.00 | 671990.00 |
| 664 | 2010.04.27 21:00 | sell | 326 | 0.10 | 85.706 | 87.820 | 84.165 | ||
| 665 | 2010.04.30 11:56 | s/l | 326 | 0.10 | 87.831 | 87.820 | 84.165 | -21250.00 | 650740.00 |
| 666 | 2010.05.03 00:03 | sell | 327 | 0.10 | 86.691 | 88.110 | 85.100 | ||
| 667 | 2010.05.04 23:00 | close | 327 | 0.10 | 85.887 | 88.110 | 85.100 | 8040.00 | 658780.00 |
| 668 | 2010.05.04 23:00 | sell | 328 | 0.10 | 85.871 | 88.110 | 84.320 | ||
| 669 | 2010.05.06 00:00 | close | 328 | 0.10 | 85.057 | 88.110 | 84.320 | 8140.00 | 666920.00 |
| 670 | 2010.05.06 02:00 | sell | 329 | 0.10 | 84.988 | 88.110 | 83.435 | ||
| 671 | 2010.05.06 11:00 | close | 329 | 0.10 | 84.630 | 88.110 | 83.435 | 3580.00 | 670500.00 |
| 672 | 2010.05.06 11:00 | sell | 330 | 0.10 | 84.595 | 88.110 | 83.050 | ||
| 673 | 2010.05.06 18:43 | t/p | 330 | 0.10 | 83.042 | 88.110 | 83.050 | 15530.00 | 686030.00 |
| 674 | 2010.05.06 20:00 | sell | 331 | 0.10 | 82.422 | 86.170 | 80.870 | ||
| 675 | 2010.05.06 21:00 | close | 331 | 0.10 | 81.616 | 86.170 | 80.870 | 8060.00 | 694090.00 |
| 676 | 2010.05.12 09:00 | sell | 332 | 0.10 | 82.701 | 86.445 | 81.145 | ||
| 677 | 2010.05.14 20:00 | close | 332 | 0.10 | 81.835 | 86.445 | 81.145 | 8660.00 | 702750.00 |
| 678 | 2010.05.14 20:00 | sell | 333 | 0.10 | 81.804 | 85.555 | 80.255 | ||
| 679 | 2010.05.17 06:47 | t/p | 333 | 0.10 | 80.256 | 85.555 | 80.255 | 15480.00 | 718230.00 |
| 680 | 2010.05.17 09:00 | sell | 334 | 0.10 | 80.662 | 84.415 | 79.115 | ||
| 681 | 2010.05.18 23:00 | close | 334 | 0.10 | 79.919 | 84.415 | 79.115 | 7430.00 | 725660.00 |
| 682 | 2010.05.18 23:00 | sell | 335 | 0.10 | 79.889 | 83.645 | 78.345 | ||
| 683 | 2010.05.19 02:00 | close | 335 | 0.10 | 79.232 | 83.645 | 78.345 | 6570.00 | 732230.00 |
| 684 | 2010.05.19 02:00 | sell | 336 | 0.10 | 79.192 | 82.945 | 77.645 | ||
| 685 | 2010.05.19 03:00 | close | 336 | 0.10 | 78.931 | 82.945 | 77.645 | 2610.00 | 734840.00 |
| 686 | 2010.05.19 03:00 | sell | 337 | 0.10 | 78.899 | 82.655 | 77.355 | ||
| 687 | 2010.05.19 04:00 | close | 337 | 0.10 | 78.219 | 82.655 | 77.355 | 6800.00 | 741640.00 |
| 688 | 2010.05.19 05:00 | sell | 338 | 0.10 | 78.454 | 82.205 | 76.905 | ||
| 689 | 2010.05.19 06:00 | close | 338 | 0.10 | 78.715 | 82.205 | 76.905 | -2610.00 | 739030.00 |
| 690 | 2010.05.19 06:00 | sell | 339 | 0.10 | 78.684 | 82.435 | 77.135 | ||
| 691 | 2010.05.19 07:00 | close | 339 | 0.10 | 78.725 | 82.435 | 77.135 | -410.00 | 738620.00 |
| 692 | 2010.05.19 07:00 | sell | 340 | 0.10 | 78.715 | 82.455 | 77.155 | ||
| 693 | 2010.05.19 08:00 | close | 340 | 0.10 | 78.606 | 82.455 | 77.155 | 1090.00 | 739710.00 |
| 694 | 2010.05.19 08:00 | sell | 341 | 0.10 | 78.587 | 82.340 | 77.040 | ||
| 695 | 2010.05.19 12:00 | close | 341 | 0.10 | 77.644 | 82.340 | 77.040 | 9430.00 | 749140.00 |
| 696 | 2010.05.19 14:00 | sell | 342 | 0.10 | 76.687 | 80.445 | 75.145 | ||
| 697 | 2010.05.19 19:00 | close | 342 | 0.10 | 76.410 | 80.445 | 75.145 | 2770.00 | 751910.00 |
| 698 | 2010.05.25 04:00 | sell | 343 | 0.10 | 73.860 | 77.605 | 72.305 | ||
| 699 | 2010.05.25 10:00 | close | 343 | 0.10 | 72.899 | 77.605 | 72.305 | 9610.00 | 761520.00 |
| 700 | 2010.06.01 05:00 | sell | 344 | 0.10 | 76.310 | 78.095 | 74.760 | ||
| 701 | 2010.06.01 13:00 | close | 344 | 0.10 | 75.481 | 78.095 | 74.760 | 8290.00 | 769810.00 |
| 702 | 2010.06.01 14:00 | sell | 345 | 0.10 | 75.597 | 78.095 | 74.040 | ||
| 703 | 2010.06.03 04:30 | s/l | 345 | 0.10 | 78.102 | 78.095 | 74.040 | -25050.00 | 744760.00 |
| 704 | 2010.06.04 17:00 | sell | 346 | 0.10 | 76.572 | 79.065 | 75.015 | ||
| 705 | 2010.06.04 19:00 | close | 346 | 0.10 | 76.041 | 79.065 | 75.015 | 5310.00 | 750070.00 |
| 706 | 2010.06.04 19:00 | sell | 347 | 0.10 | 76.006 | 79.065 | 74.460 | ||
| 707 | 2010.06.04 20:00 | close | 347 | 0.10 | 75.860 | 79.065 | 74.460 | 1460.00 | 751530.00 |
| 708 | 2010.06.04 20:00 | sell | 348 | 0.10 | 75.858 | 79.065 | 74.300 | ||
| 709 | 2010.06.04 21:00 | close | 348 | 0.10 | 75.572 | 79.065 | 74.300 | 2860.00 | 754390.00 |
| 710 | 2010.06.04 21:00 | sell | 349 | 0.10 | 75.540 | 79.065 | 73.990 | ||
| 711 | 2010.06.04 22:00 | close | 349 | 0.10 | 75.118 | 79.065 | 73.990 | 4220.00 | 758610.00 |
| 712 | 2010.06.04 23:00 | sell | 350 | 0.10 | 75.368 | 79.065 | 73.825 | ||
| 713 | 2010.06.07 00:00 | close | 350 | 0.10 | 75.242 | 79.065 | 73.825 | 1260.00 | 759870.00 |
| 714 | 2010.06.07 00:00 | sell | 351 | 0.10 | 75.239 | 78.980 | 73.680 | ||
| 715 | 2010.06.07 01:00 | close | 351 | 0.10 | 75.621 | 78.980 | 73.680 | -3820.00 | 756050.00 |
| 716 | 2010.06.07 03:00 | sell | 352 | 0.10 | 74.843 | 78.600 | 73.300 | ||
| 717 | 2010.06.07 04:00 | close | 352 | 0.10 | 74.158 | 78.600 | 73.300 | 6850.00 | 762900.00 |
| 718 | 2010.06.10 01:00 | buy | 353 | 0.10 | 75.626 | 73.625 | 77.185 | ||
| 719 | 2010.06.10 15:00 | modify | 353 | 0.10 | 75.626 | 76.645 | 77.185 | ||
| 720 | 2010.06.10 15:00 | close | 353 | 0.10 | 76.669 | 76.645 | 77.185 | 10430.00 | 773330.00 |
| 721 | 2010.06.10 16:00 | buy | 354 | 0.10 | 76.997 | 73.620 | 78.550 | ||
| 722 | 2010.06.14 01:00 | close | 354 | 0.10 | 78.151 | 73.620 | 78.550 | 11540.00 | 784870.00 |
| 723 | 2010.06.14 01:00 | buy | 355 | 0.10 | 78.199 | 74.440 | 79.740 | ||
| 724 | 2010.06.14 19:00 | close | 355 | 0.10 | 79.242 | 74.440 | 79.740 | 10430.00 | 795300.00 |
| 725 | 2010.06.14 22:00 | buy | 356 | 0.10 | 78.848 | 75.105 | 80.405 | ||
| 726 | 2010.06.21 10:39 | t/p | 356 | 0.10 | 80.410 | 75.105 | 80.405 | 15620.00 | 810920.00 |
| 727 | 2010.06.21 11:00 | buy | 357 | 0.10 | 80.319 | 76.560 | 81.860 | ||
| 728 | 2010.06.29 09:07 | s/l | 357 | 0.10 | 76.560 | 76.560 | 81.860 | -37590.00 | 773330.00 |
| 729 | 2010.07.05 10:00 | buy | 358 | 0.10 | 74.408 | 72.640 | 75.965 | ||
| 730 | 2010.07.07 22:56 | t/p | 358 | 0.10 | 75.972 | 72.640 | 75.965 | 15640.00 | 788970.00 |
| 731 | 2010.07.07 23:00 | buy | 359 | 0.10 | 75.962 | 72.640 | 77.520 | ||
| 732 | 2010.07.08 00:00 | close | 359 | 0.10 | 75.766 | 72.640 | 77.520 | -1960.00 | 787010.00 |
| 733 | 2010.07.08 01:00 | buy | 360 | 0.10 | 75.805 | 72.650 | 77.355 | ||
| 734 | 2010.07.08 05:00 | close | 360 | 0.10 | 76.959 | 72.650 | 77.355 | 11540.00 | 798550.00 |
| 735 | 2010.07.08 06:00 | buy | 361 | 0.10 | 77.176 | 73.435 | 78.735 | ||
| 736 | 2010.07.08 07:00 | close | 361 | 0.10 | 77.128 | 73.435 | 78.735 | -480.00 | 798070.00 |
| 737 | 2010.07.08 07:00 | buy | 362 | 0.10 | 77.160 | 73.410 | 78.710 | ||
| 738 | 2010.07.08 08:00 | close | 362 | 0.10 | 76.955 | 73.410 | 78.710 | -2050.00 | 796020.00 |
| 739 | 2010.07.08 09:00 | buy | 363 | 0.10 | 77.064 | 73.310 | 78.610 | ||
| 740 | 2010.07.12 08:00 | close | 363 | 0.10 | 77.901 | 73.310 | 78.610 | 8370.00 | 804390.00 |
| 741 | 2010.07.12 08:00 | buy | 364 | 0.10 | 77.921 | 74.170 | 79.470 | ||
| 742 | 2010.07.22 20:00 | close | 364 | 0.10 | 77.805 | 74.170 | 79.470 | -1160.00 | 803230.00 |
| 743 | 2010.07.22 20:00 | buy | 365 | 0.10 | 77.825 | 74.645 | 79.385 | ||
| 744 | 2010.07.27 15:00 | modify | 365 | 0.10 | 77.825 | 78.810 | 79.385 | ||
| 745 | 2010.07.27 16:03 | t/p | 365 | 0.10 | 79.392 | 78.810 | 79.385 | 15670.00 | 818900.00 |
| 746 | 2010.07.27 16:03 | buy | 366 | 0.10 | 79.403 | 75.460 | 80.760 | ||
| 747 | 2010.08.12 17:00 | close | 366 | 0.10 | 76.579 | 75.460 | 80.760 | -28240.00 | 790660.00 |
| 748 | 2010.08.13 06:00 | buy | 367 | 0.10 | 77.421 | 75.790 | 78.980 | ||
| 749 | 2010.08.20 02:41 | s/l | 367 | 0.10 | 75.780 | 75.790 | 78.980 | -16410.00 | 774250.00 |
| 750 | 2010.08.26 09:00 | buy | 368 | 0.10 | 75.315 | 73.530 | 76.855 | ||