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 |
| 751 | 2010.08.27 22:00 | modify | 368 | 0.10 | 75.315 | 76.340 | 76.855 | ||
| 752 | 2010.08.30 00:00 | t/p | 368 | 0.10 | 76.973 | 76.340 | 76.855 | 16580.00 | 790830.00 |
| 753 | 2010.08.30 02:00 | buy | 369 | 0.10 | 77.219 | 73.540 | 78.760 | ||
| 754 | 2010.08.30 05:00 | close | 369 | 0.10 | 77.449 | 73.540 | 78.760 | 2300.00 | 793130.00 |
| 755 | 2010.08.30 05:00 | buy | 370 | 0.10 | 77.482 | 73.725 | 79.025 | ||
| 756 | 2010.09.13 05:00 | close | 370 | 0.10 | 78.315 | 73.725 | 79.025 | 8330.00 | 801460.00 |
| 757 | 2010.09.13 05:00 | buy | 371 | 0.10 | 78.337 | 75.885 | 79.885 | ||
| 758 | 2010.09.15 10:21 | t/p | 371 | 0.10 | 79.886 | 75.885 | 79.885 | 15490.00 | 816950.00 |
| 759 | 2010.09.15 12:00 | buy | 372 | 0.10 | 79.945 | 76.195 | 81.495 | ||
| 760 | 2010.09.15 16:00 | close | 372 | 0.10 | 80.189 | 76.195 | 81.495 | 2440.00 | 819390.00 |
| 761 | 2010.09.15 16:00 | buy | 373 | 0.10 | 80.208 | 76.450 | 81.750 | ||
| 762 | 2010.09.17 13:00 | close | 373 | 0.10 | 81.056 | 76.450 | 81.750 | 8480.00 | 827870.00 |
| 763 | 2010.09.17 13:00 | buy | 374 | 0.10 | 81.078 | 77.330 | 82.630 | ||
| 764 | 2010.10.05 14:00 | close | 374 | 0.10 | 79.960 | 77.330 | 82.630 | -11180.00 | 816690.00 |
| 765 | 2010.10.06 10:00 | buy | 375 | 0.10 | 80.889 | 79.765 | 82.440 | ||
| 766 | 2010.10.08 15:30 | s/l | 375 | 0.10 | 79.768 | 79.765 | 82.440 | -11210.00 | 805480.00 |
| 767 | 2010.10.13 04:00 | buy | 376 | 0.10 | 80.850 | 79.695 | 82.395 | ||
| 768 | 2010.10.18 00:00 | close | 376 | 0.10 | 80.783 | 79.695 | 82.395 | -670.00 | 804810.00 |
| 769 | 2010.10.18 00:01 | sell | 377 | 0.10 | 80.781 | 81.880 | 79.728 | ||
| 770 | 2010.10.18 11:05 | t/p | 377 | 0.10 | 79.722 | 81.880 | 79.728 | 10590.00 | 815400.00 |
| 771 | 2010.10.18 12:00 | sell | 378 | 0.10 | 79.884 | 81.225 | 78.825 | ||
| 772 | 2010.10.19 21:10 | t/p | 378 | 0.10 | 78.825 | 81.225 | 78.825 | 10590.00 | 825990.00 |
| 773 | 2010.10.20 07:00 | sell | 379 | 0.10 | 79.330 | 80.680 | 78.280 | ||
| 774 | 2010.10.29 12:47 | t/p | 379 | 0.10 | 78.271 | 80.680 | 78.280 | 10590.00 | 836580.00 |
| 775 | 2010.11.01 04:00 | buy | 380 | 0.10 | 79.444 | 78.095 | 80.495 | ||
| 776 | 2010.11.02 09:34 | t/p | 380 | 0.10 | 80.506 | 78.095 | 80.495 | 10620.00 | 847200.00 |
| 777 | 2010.11.09 05:00 | sell | 381 | 0.10 | 81.748 | 82.710 | 80.704 | ||
| 778 | 2010.11.10 15:46 | s/l | 381 | 0.10 | 82.722 | 82.710 | 80.704 | -9740.00 | 837460.00 |
| 779 | 2010.11.12 02:00 | sell | 382 | 0.10 | 82.109 | 82.903 | 80.569 | ||
| 780 | 2010.11.12 09:36 | t/p | 382 | 0.10 | 80.558 | 82.903 | 80.569 | 15510.00 | 852970.00 |
| 781 | 2010.11.12 11:00 | sell | 383 | 0.10 | 80.836 | 82.196 | 79.796 | ||
| 782 | 2010.11.18 10:50 | s/l | 383 | 0.10 | 82.198 | 82.196 | 79.796 | -13620.00 | 839350.00 |
| 783 | 2010.11.22 20:00 | sell | 384 | 0.10 | 82.022 | 83.055 | 80.964 | ||
| 784 | 2010.11.23 17:13 | t/p | 384 | 0.10 | 80.970 | 83.055 | 80.964 | 10520.00 | 849870.00 |
| 785 | 2010.11.23 18:00 | sell | 385 | 0.10 | 81.036 | 82.396 | 79.996 | ||
| 786 | 2010.11.30 15:35 | t/p | 385 | 0.10 | 79.998 | 82.396 | 79.996 | 10380.00 | 860250.00 |
| 787 | 2010.12.07 03:00 | sell | 386 | 0.10 | 81.563 | 82.907 | 80.507 | ||
| 788 | 2010.12.13 07:50 | s/l | 386 | 0.10 | 82.899 | 82.907 | 80.507 | -13360.00 | 846890.00 |
| 789 | 2010.12.15 23:00 | sell | 387 | 0.10 | 83.035 | 83.737 | 81.980 | ||
| 790 | 2011.01.03 00:00 | close | 387 | 0.10 | 82.965 | 83.737 | 81.980 | 700.00 | 847590.00 |
| 791 | 2011.01.03 04:00 | sell | 388 | 0.10 | 82.785 | 83.737 | 81.737 | ||
| 792 | 2011.01.11 07:06 | t/p | 388 | 0.10 | 81.735 | 83.737 | 81.737 | 10500.00 | 858090.00 |
| 793 | 2011.01.18 10:00 | buy | 389 | 0.10 | 82.297 | 80.954 | 83.354 | ||
| 794 | 2011.01.25 21:00 | close | 389 | 0.10 | 81.535 | 80.954 | 83.354 | -7620.00 | 850470.00 |
| 795 | 2011.01.25 21:00 | sell | 390 | 0.10 | 81.537 | 82.842 | 79.992 | ||
| 796 | 2011.01.26 22:00 | close | 390 | 0.10 | 82.182 | 82.842 | 79.992 | -6450.00 | 844020.00 |
| 797 | 2011.01.26 22:00 | buy | 391 | 0.10 | 82.166 | 81.440 | 83.226 | ||
| 798 | 2011.01.27 04:00 | close | 391 | 0.10 | 81.818 | 81.440 | 83.226 | -3480.00 | 840540.00 |
| 799 | 2011.01.27 04:00 | sell | 392 | 0.10 | 81.796 | 82.842 | 80.266 | ||
| 800 | 2011.01.27 10:00 | close | 392 | 0.10 | 82.218 | 82.842 | 80.266 | -4220.00 | 836320.00 |
| 801 | 2011.01.27 10:00 | buy | 393 | 0.10 | 82.207 | 81.425 | 83.267 | ||
| 802 | 2011.01.28 05:00 | close | 393 | 0.10 | 81.821 | 81.425 | 83.267 | -3860.00 | 832460.00 |
| 803 | 2011.01.28 05:00 | sell | 394 | 0.10 | 81.837 | 82.842 | 80.280 | ||
| 804 | 2011.02.01 06:00 | close | 394 | 0.10 | 81.993 | 82.842 | 80.280 | -1560.00 | 830900.00 |
| 805 | 2011.02.01 06:00 | buy | 395 | 0.10 | 81.995 | 80.927 | 83.033 | ||
| 806 | 2011.02.04 02:36 | t/p | 395 | 0.10 | 83.028 | 80.927 | 83.033 | 10330.00 | 841230.00 |
| 807 | 2011.02.08 14:00 | sell | 396 | 0.10 | 83.212 | 83.780 | 82.154 | ||
| 808 | 2011.02.14 09:36 | s/l | 396 | 0.10 | 83.786 | 83.780 | 82.154 | -5740.00 | 835490.00 |
| 809 | 2011.02.15 23:00 | sell | 397 | 0.10 | 83.402 | 83.949 | 82.342 | ||
| 810 | 2011.02.16 21:52 | s/l | 397 | 0.10 | 83.957 | 83.949 | 82.342 | -5550.00 | 829940.00 |
| 811 | 2011.02.21 12:00 | sell | 398 | 0.10 | 83.989 | 84.528 | 82.437 | ||
| 812 | 2011.02.22 13:00 | close | 398 | 0.10 | 83.218 | 84.528 | 82.437 | 7710.00 | 837650.00 |
| 813 | 2011.02.22 14:00 | sell | 399 | 0.10 | 83.227 | 84.528 | 82.176 | ||
| 814 | 2011.02.24 09:42 | t/p | 399 | 0.10 | 82.180 | 84.528 | 82.176 | 10470.00 | 848120.00 |
| 815 | 2011.03.01 23:00 | sell | 400 | 0.10 | 83.011 | 84.357 | 81.957 | ||
| 816 | 2011.03.14 01:11 | t/p | 400 | 0.10 | 81.954 | 84.357 | 81.957 | 10570.00 | 858690.00 |
| 817 | 2011.03.15 07:00 | sell | 401 | 0.10 | 81.168 | 84.048 | 79.613 | ||
| 818 | 2011.03.15 14:00 | close | 401 | 0.10 | 80.574 | 84.048 | 79.613 | 5940.00 | 864630.00 |
| 819 | 2011.03.15 14:00 | sell | 402 | 0.10 | 80.542 | 84.048 | 78.993 | ||
| 820 | 2011.03.15 15:00 | close | 402 | 0.10 | 80.326 | 84.048 | 78.993 | 2160.00 | 866790.00 |
| 821 | 2011.03.16 11:00 | sell | 403 | 0.10 | 80.462 | 83.807 | 78.916 | ||
| 822 | 2011.03.16 18:59 | t/p | 403 | 0.10 | 78.909 | 83.807 | 78.916 | 15530.00 | 882320.00 |
| 823 | 2011.03.22 10:00 | buy | 404 | 0.10 | 81.621 | 80.281 | 82.681 | ||
| 824 | 2011.03.24 19:30 | t/p | 404 | 0.10 | 82.685 | 80.281 | 82.681 | 10640.00 | 892960.00 |
| 825 | 2011.04.11 19:00 | sell | 405 | 0.10 | 89.091 | 90.083 | 87.536 | ||
| 826 | 2011.04.12 06:08 | t/p | 405 | 0.10 | 87.523 | 90.083 | 87.536 | 15680.00 | 908640.00 |
| 827 | 2011.04.12 07:00 | sell | 406 | 0.10 | 87.387 | 90.083 | 85.846 | ||
| 828 | 2011.04.18 19:00 | close | 406 | 0.10 | 86.486 | 90.083 | 85.846 | 9010.00 | 917650.00 |
| 829 | 2011.04.18 19:00 | sell | 407 | 0.10 | 86.458 | 90.083 | 84.908 | ||
| 830 | 2011.05.04 20:00 | close | 407 | 0.10 | 86.586 | 90.083 | 84.908 | -1280.00 | 916370.00 |
| 831 | 2011.05.04 20:00 | sell | 408 | 0.10 | 86.569 | 89.646 | 85.013 | ||
| 832 | 2011.05.05 13:44 | t/p | 408 | 0.10 | 85.007 | 89.646 | 85.013 | 15620.00 | 931990.00 |
| 833 | 2011.05.05 14:00 | sell | 409 | 0.10 | 84.912 | 88.664 | 83.364 | ||
| 834 | 2011.05.23 15:00 | close | 409 | 0.10 | 86.221 | 88.664 | 83.364 | -13090.00 | 918900.00 |
| 835 | 2011.05.23 15:00 | sell | 410 | 0.10 | 86.182 | 87.601 | 84.642 | ||
| 836 | 2011.06.01 10:22 | s/l | 410 | 0.10 | 87.611 | 87.601 | 84.642 | -14290.00 | 904610.00 |
| 837 | 2011.06.01 18:00 | sell | 411 | 0.10 | 86.551 | 87.662 | 84.995 | ||
| 838 | 2011.06.03 15:39 | t/p | 411 | 0.10 | 85.001 | 87.662 | 84.995 | 15500.00 | 920110.00 |
| 839 | 2011.06.03 17:00 | sell | 412 | 0.10 | 85.453 | 87.662 | 83.898 | ||
| 840 | 2011.06.13 02:00 | close | 412 | 0.10 | 84.680 | 87.662 | 83.898 | 7730.00 | 927840.00 |
| 841 | 2011.06.13 02:00 | sell | 413 | 0.10 | 84.651 | 86.659 | 83.100 | ||
| 842 | 2011.06.29 03:00 | close | 413 | 0.10 | 85.496 | 86.659 | 83.100 | -8450.00 | 919390.00 |
| 843 | 2011.07.05 09:00 | sell | 414 | 0.10 | 86.475 | 87.300 | 84.933 | ||
| 844 | 2011.07.07 15:15 | s/l | 414 | 0.10 | 87.311 | 87.300 | 84.933 | -8360.00 | 911030.00 |
| 845 | 2011.07.08 17:00 | sell | 415 | 0.10 | 86.520 | 87.803 | 84.961 | ||
| 846 | 2011.07.11 19:00 | close | 415 | 0.10 | 85.698 | 87.803 | 84.961 | 8220.00 | 919250.00 |
| 847 | 2011.07.11 19:00 | sell | 416 | 0.10 | 85.692 | 87.803 | 84.134 | ||
| 848 | 2011.07.12 10:26 | t/p | 416 | 0.10 | 84.122 | 87.803 | 84.134 | 15700.00 | 934950.00 |
| 849 | 2011.07.12 12:00 | sell | 417 | 0.10 | 84.103 | 87.803 | 82.546 | ||
| 850 | 2011.07.28 13:00 | close | 417 | 0.10 | 85.855 | 87.803 | 82.546 | -17520.00 | 917430.00 |
| 851 | 2011.07.28 22:00 | sell | 418 | 0.10 | 85.508 | 86.204 | 83.951 | ||
| 852 | 2011.07.29 17:00 | close | 418 | 0.10 | 84.463 | 86.204 | 83.951 | 10450.00 | 927880.00 |
| 853 | 2011.07.29 17:00 | sell | 419 | 0.10 | 84.447 | 86.204 | 82.897 | ||
| 854 | 2011.08.02 22:00 | close | 419 | 0.10 | 83.481 | 86.204 | 82.897 | 9660.00 | 937540.00 |
| 855 | 2011.08.04 07:00 | buy | 420 | 0.10 | 84.540 | 82.029 | 86.082 | ||
| 856 | 2011.08.04 08:00 | close | 420 | 0.10 | 84.565 | 82.029 | 86.082 | 250.00 | 937790.00 |
| 857 | 2011.08.04 08:00 | buy | 421 | 0.10 | 84.602 | 82.037 | 86.148 | ||
| 858 | 2011.08.04 10:00 | close | 421 | 0.10 | 84.879 | 82.037 | 86.148 | 2770.00 | 940560.00 |
| 859 | 2011.08.04 10:00 | buy | 422 | 0.10 | 84.906 | 82.031 | 86.453 | ||
| 860 | 2011.08.04 11:00 | close | 422 | 0.10 | 85.101 | 82.031 | 86.453 | 1950.00 | 942510.00 |
| 861 | 2011.08.04 11:00 | buy | 423 | 0.10 | 85.130 | 82.033 | 86.672 | ||
| 862 | 2011.08.05 09:11 | s/l | 423 | 0.10 | 82.021 | 82.033 | 86.672 | -31090.00 | 911420.00 |
| 863 | 2011.08.11 22:00 | buy | 424 | 0.10 | 79.220 | 76.470 | 80.766 | ||
| 864 | 2011.08.15 06:00 | close | 424 | 0.10 | 80.050 | 76.470 | 80.766 | 8300.00 | 919720.00 |
| 865 | 2011.08.15 06:00 | buy | 425 | 0.10 | 80.064 | 76.468 | 81.624 | ||
| 866 | 2011.08.17 19:00 | close | 425 | 0.10 | 80.607 | 76.468 | 81.624 | 5430.00 | 925150.00 |
| 867 | 2011.08.17 19:00 | buy | 426 | 0.10 | 80.611 | 76.866 | 82.166 | ||
| 868 | 2011.08.29 19:00 | close | 426 | 0.10 | 81.715 | 76.866 | 82.166 | 11040.00 | 936190.00 |
| 869 | 2011.08.29 20:00 | buy | 427 | 0.10 | 81.709 | 78.808 | 83.261 | ||
| 870 | 2011.09.01 19:00 | close | 427 | 0.10 | 82.559 | 78.808 | 83.261 | 8500.00 | 944690.00 |
| 871 | 2011.09.01 19:00 | buy | 428 | 0.10 | 82.585 | 79.686 | 84.131 | ||
| 872 | 2011.09.12 08:17 | s/l | 428 | 0.10 | 79.680 | 79.686 | 84.131 | -29050.00 | 915640.00 |
| 873 | 2011.09.15 21:00 | buy | 429 | 0.10 | 79.244 | 78.046 | 80.793 | ||
| 874 | 2011.09.19 17:15 | s/l | 429 | 0.10 | 78.050 | 78.046 | 80.793 | -11940.00 | 903700.00 |
| 875 | 2011.09.26 23:00 | buy | 430 | 0.10 | 75.035 | 73.340 | 76.580 | ||
| 876 | 2011.09.27 19:00 | modify | 430 | 0.10 | 75.035 | 76.083 | 76.580 | ||
| 877 | 2011.09.27 19:00 | close | 430 | 0.10 | 76.286 | 76.083 | 76.580 | 12510.00 | 916210.00 |
| 878 | 2011.09.27 19:00 | buy | 431 | 0.10 | 76.320 | 73.341 | 77.862 | ||
| 879 | 2011.10.03 20:37 | s/l | 431 | 0.10 | 73.336 | 73.341 | 77.862 | -29840.00 | 886370.00 |
| 880 | 2011.10.05 18:00 | buy | 432 | 0.10 | 73.950 | 72.004 | 75.494 | ||
| 881 | 2011.10.07 08:00 | close | 432 | 0.10 | 74.917 | 72.004 | 75.494 | 9670.00 | 896040.00 |
| 882 | 2011.10.07 09:00 | buy | 433 | 0.10 | 74.902 | 72.007 | 76.462 | ||
| 883 | 2011.10.10 15:00 | modify | 433 | 0.10 | 74.902 | 75.896 | 76.462 | ||
| 884 | 2011.10.10 15:00 | close | 433 | 0.10 | 76.141 | 75.896 | 76.462 | 12390.00 | 908430.00 |
| 885 | 2011.10.10 15:00 | buy | 434 | 0.10 | 76.163 | 72.412 | 77.712 | ||
| 886 | 2011.10.12 12:21 | t/p | 434 | 0.10 | 77.714 | 72.412 | 77.712 | 15510.00 | 923940.00 |
| 887 | 2011.10.12 14:00 | buy | 435 | 0.10 | 77.656 | 73.908 | 79.208 | ||
| 888 | 2011.10.12 16:00 | close | 435 | 0.10 | 78.246 | 73.908 | 79.208 | 5900.00 | 929840.00 |
| 889 | 2011.10.12 17:00 | buy | 436 | 0.10 | 78.357 | 74.599 | 79.899 | ||
| 890 | 2011.10.12 18:00 | close | 436 | 0.10 | 78.699 | 74.599 | 79.899 | 3420.00 | 933260.00 |
| 891 | 2011.10.12 18:00 | buy | 437 | 0.10 | 78.700 | 74.959 | 80.259 | ||
| 892 | 2011.10.12 19:00 | close | 437 | 0.10 | 78.584 | 74.959 | 80.259 | -1160.00 | 932100.00 |
| 893 | 2011.10.12 19:00 | buy | 438 | 0.10 | 78.603 | 74.844 | 80.144 | ||
| 894 | 2011.10.12 20:00 | close | 438 | 0.10 | 78.835 | 74.844 | 80.144 | 2320.00 | 934420.00 |
| 895 | 2011.10.12 20:00 | buy | 439 | 0.10 | 78.856 | 75.108 | 80.408 | ||
| 896 | 2011.10.12 21:00 | close | 439 | 0.10 | 78.828 | 75.108 | 80.408 | -280.00 | 934140.00 |
| 897 | 2011.10.12 21:00 | buy | 440 | 0.10 | 78.850 | 75.097 | 80.397 | ||
| 898 | 2011.10.12 22:00 | close | 440 | 0.10 | 78.746 | 75.097 | 80.397 | -1040.00 | 933100.00 |
| 899 | 2011.10.12 23:00 | buy | 441 | 0.10 | 78.579 | 74.837 | 80.137 | ||
| 900 | 2011.10.14 19:00 | close | 441 | 0.10 | 79.635 | 74.837 | 80.137 | 10560.00 | 943660.00 |