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 |
| 901 | 2011.10.14 19:00 | buy | 442 | 0.10 | 79.649 | 75.906 | 81.206 | ||
| 902 | 2011.10.27 15:00 | close | 442 | 0.10 | 80.531 | 75.906 | 81.206 | 8820.00 | 952480.00 |
| 903 | 2011.10.27 15:00 | buy | 443 | 0.10 | 80.548 | 77.583 | 82.094 | ||
| 904 | 2011.10.31 04:25 | t/p | 443 | 0.10 | 82.121 | 77.583 | 82.094 | 15730.00 | 968210.00 |
| 905 | 2011.10.31 09:00 | buy | 444 | 0.10 | 83.598 | 79.853 | 85.153 | ||
| 906 | 2011.10.31 10:00 | close | 444 | 0.10 | 83.346 | 79.853 | 85.153 | -2520.00 | 965690.00 |
| 907 | 2011.10.31 10:00 | buy | 445 | 0.10 | 83.374 | 79.616 | 84.916 | ||
| 908 | 2011.10.31 11:00 | close | 445 | 0.10 | 83.247 | 79.616 | 84.916 | -1270.00 | 964420.00 |
| 909 | 2011.10.31 12:00 | buy | 446 | 0.10 | 82.493 | 78.741 | 84.041 | ||
| 910 | 2011.11.10 00:47 | s/l | 446 | 0.10 | 78.727 | 78.741 | 84.041 | -37660.00 | 926760.00 |
| 911 | 2011.11.11 19:00 | buy | 447 | 0.10 | 79.405 | 78.008 | 80.949 | ||
| 912 | 2011.11.15 12:36 | s/l | 447 | 0.10 | 78.003 | 78.008 | 80.949 | -14020.00 | 912740.00 |
| 913 | 2011.11.25 16:00 | buy | 448 | 0.10 | 75.369 | 74.732 | 76.919 | ||
| 914 | 2011.11.28 06:00 | close | 448 | 0.10 | 76.404 | 74.732 | 76.919 | 10350.00 | 923090.00 |
| 915 | 2011.11.28 06:00 | buy | 449 | 0.10 | 76.413 | 74.732 | 77.965 | ||
| 916 | 2011.11.28 19:00 | close | 449 | 0.10 | 77.439 | 74.732 | 77.965 | 10260.00 | 933350.00 |
| 917 | 2011.11.28 19:00 | buy | 450 | 0.10 | 77.450 | 74.730 | 79.010 | ||
| 918 | 2011.11.30 04:00 | close | 450 | 0.10 | 78.410 | 74.730 | 79.010 | 9600.00 | 942950.00 |
| 919 | 2011.11.30 04:00 | buy | 451 | 0.10 | 78.417 | 74.731 | 79.975 | ||
| 920 | 2011.11.30 17:43 | t/p | 451 | 0.10 | 79.979 | 74.731 | 79.975 | 15620.00 | 958570.00 |
| 921 | 2011.11.30 18:00 | buy | 452 | 0.10 | 79.749 | 76.006 | 81.306 | ||
| 922 | 2011.12.01 00:00 | close | 452 | 0.10 | 79.816 | 76.006 | 81.306 | 670.00 | 959240.00 |
| 923 | 2011.12.01 00:00 | buy | 453 | 0.10 | 79.825 | 76.076 | 81.376 | ||
| 924 | 2011.12.19 01:00 | close | 453 | 0.10 | 77.513 | 76.076 | 81.376 | -23120.00 | 936120.00 |
| 925 | 2011.12.20 11:00 | buy | 454 | 0.10 | 77.677 | 76.942 | 79.226 | ||
| 926 | 2011.12.21 10:09 | t/p | 454 | 0.10 | 79.226 | 76.942 | 79.226 | 15490.00 | 951610.00 |
| 927 | 2011.12.21 11:00 | buy | 455 | 0.10 | 79.240 | 76.935 | 80.790 | ||
| 928 | 2012.01.06 12:00 | close | 455 | 0.10 | 79.076 | 76.935 | 80.790 | -1640.00 | 949970.00 |
| 929 | 2012.01.10 06:00 | buy | 456 | 0.10 | 79.099 | 78.048 | 80.653 | ||
| 930 | 2012.01.19 01:00 | close | 456 | 0.10 | 79.966 | 78.048 | 80.653 | 8670.00 | 958640.00 |
| 931 | 2012.01.19 14:00 | buy | 457 | 0.10 | 79.945 | 78.563 | 81.503 | ||
| 932 | 2012.01.23 18:00 | modify | 457 | 0.10 | 79.945 | 81.030 | 81.503 | ||
| 933 | 2012.01.23 18:00 | close | 457 | 0.10 | 81.230 | 81.030 | 81.503 | 12850.00 | 971490.00 |
| 934 | 2012.01.23 18:00 | buy | 458 | 0.10 | 81.259 | 78.728 | 82.804 | ||
| 935 | 2012.01.23 19:00 | close | 458 | 0.10 | 81.015 | 78.728 | 82.804 | -2440.00 | 969050.00 |
| 936 | 2012.01.23 19:00 | buy | 459 | 0.10 | 81.031 | 78.726 | 82.587 | ||
| 937 | 2012.01.25 07:00 | close | 459 | 0.10 | 81.864 | 78.726 | 82.587 | 8330.00 | 977380.00 |
| 938 | 2012.01.25 08:00 | buy | 460 | 0.10 | 82.035 | 78.757 | 83.589 | ||
| 939 | 2012.02.07 22:00 | close | 460 | 0.10 | 82.844 | 78.757 | 83.589 | 8090.00 | 985470.00 |
| 940 | 2012.02.07 22:00 | buy | 461 | 0.10 | 82.839 | 80.462 | 84.398 | ||
| 941 | 2012.02.10 02:00 | close | 461 | 0.10 | 83.605 | 80.462 | 84.398 | 7660.00 | 993130.00 |
| 942 | 2012.02.10 10:00 | sell | 462 | 0.10 | 83.075 | 83.922 | 81.522 | ||
| 943 | 2012.02.14 23:57 | s/l | 462 | 0.10 | 83.926 | 83.922 | 81.522 | -8510.00 | 984620.00 |
| 944 | 2012.02.21 13:00 | sell | 463 | 0.10 | 85.124 | 86.411 | 83.571 | ||
| 945 | 2012.02.24 09:06 | s/l | 463 | 0.10 | 86.418 | 86.411 | 83.571 | -12940.00 | 971680.00 |
| 946 | 2012.03.05 08:00 | sell | 464 | 0.10 | 87.035 | 88.061 | 85.475 | ||
| 947 | 2012.03.06 14:00 | modify | 464 | 0.10 | 87.035 | 86.071 | 85.475 | ||
| 948 | 2012.03.06 14:00 | close | 464 | 0.10 | 85.852 | 86.071 | 85.475 | 11830.00 | 983510.00 |
| 949 | 2012.03.06 14:00 | sell | 465 | 0.10 | 85.843 | 88.061 | 84.284 | ||
| 950 | 2012.03.07 04:00 | close | 465 | 0.10 | 85.227 | 88.061 | 84.284 | 6160.00 | 989670.00 |
| 951 | 2012.03.07 04:00 | sell | 466 | 0.10 | 85.225 | 88.061 | 83.669 | ||
| 952 | 2012.03.16 11:27 | s/l | 466 | 0.10 | 88.070 | 88.061 | 83.669 | -28450.00 | 961220.00 |
| 953 | 2012.03.20 11:00 | sell | 467 | 0.10 | 87.921 | 88.689 | 86.381 | ||
| 954 | 2012.03.22 04:00 | close | 467 | 0.10 | 87.280 | 88.689 | 86.381 | 6410.00 | 967630.00 |
| 955 | 2012.03.22 04:00 | sell | 468 | 0.10 | 87.254 | 88.689 | 85.709 | ||
| 956 | 2012.03.22 14:00 | modify | 468 | 0.10 | 87.254 | 86.239 | 85.709 | ||
| 957 | 2012.03.22 14:00 | close | 468 | 0.10 | 86.079 | 86.239 | 85.709 | 11750.00 | 979380.00 |
| 958 | 2012.03.22 14:00 | sell | 469 | 0.10 | 86.062 | 88.689 | 84.505 | ||
| 959 | 2012.03.29 15:00 | close | 469 | 0.10 | 85.177 | 88.689 | 84.505 | 8850.00 | 988230.00 |
| 960 | 2012.03.29 16:00 | sell | 470 | 0.10 | 85.126 | 88.623 | 83.586 | ||
| 961 | 2012.04.05 15:00 | close | 470 | 0.10 | 84.354 | 88.623 | 83.586 | 7720.00 | 995950.00 |
| 962 | 2012.04.06 17:00 | sell | 471 | 0.10 | 83.933 | 87.094 | 82.388 | ||
| 963 | 2012.04.11 03:00 | modify | 471 | 0.10 | 83.933 | 82.921 | 82.388 | ||
| 964 | 2012.04.11 04:00 | close | 471 | 0.10 | 82.718 | 82.921 | 82.388 | 12150.00 | 1008100.00 |
| 965 | 2012.04.11 04:00 | sell | 472 | 0.10 | 82.709 | 86.458 | 81.158 | ||
| 966 | 2012.04.27 05:00 | close | 472 | 0.10 | 84.115 | 86.458 | 81.158 | -14060.00 | 994040.00 |
| 967 | 2012.04.27 09:00 | sell | 473 | 0.10 | 83.844 | 84.814 | 82.284 | ||
| 968 | 2012.05.01 08:05 | t/p | 473 | 0.10 | 82.270 | 84.814 | 82.284 | 15740.00 | 1009780.00 |
| 969 | 2012.05.01 10:00 | sell | 474 | 0.10 | 82.250 | 84.814 | 80.705 | ||
| 970 | 2012.05.07 01:31 | t/p | 474 | 0.10 | 80.704 | 84.814 | 80.705 | 15460.00 | 1025240.00 |
| 971 | 2012.05.07 02:00 | sell | 475 | 0.10 | 80.844 | 84.561 | 79.289 | ||
| 972 | 2012.05.09 19:00 | close | 475 | 0.10 | 80.181 | 84.561 | 79.289 | 6630.00 | 1031870.00 |
| 973 | 2012.05.09 19:00 | sell | 476 | 0.10 | 80.173 | 83.914 | 78.614 | ||
| 974 | 2012.05.14 19:00 | close | 476 | 0.10 | 79.828 | 83.914 | 78.614 | 3450.00 | 1035320.00 |
| 975 | 2012.05.14 20:00 | sell | 477 | 0.10 | 79.761 | 82.918 | 78.202 | ||
| 976 | 2012.05.17 20:00 | close | 477 | 0.10 | 78.828 | 82.918 | 78.202 | 9330.00 | 1044650.00 |
| 977 | 2012.05.17 21:00 | sell | 478 | 0.10 | 78.895 | 81.718 | 77.350 | ||
| 978 | 2012.05.18 11:00 | close | 478 | 0.10 | 77.993 | 81.718 | 77.350 | 9020.00 | 1053670.00 |
| 979 | 2012.05.18 11:00 | sell | 479 | 0.10 | 77.986 | 81.174 | 76.428 | ||
| 980 | 2012.05.25 11:00 | close | 479 | 0.10 | 77.959 | 81.174 | 76.428 | 270.00 | 1053940.00 |
| 981 | 2012.05.25 11:00 | buy | 480 | 0.10 | 77.944 | 76.819 | 79.503 | ||
| 982 | 2012.05.30 16:37 | s/l | 480 | 0.10 | 76.828 | 76.819 | 79.503 | -11160.00 | 1042780.00 |
| 983 | 2012.06.04 23:00 | buy | 481 | 0.10 | 76.251 | 74.416 | 77.795 | ||
| 984 | 2012.06.06 07:00 | modify | 481 | 0.10 | 76.251 | 77.205 | 77.795 | ||
| 985 | 2012.06.06 07:18 | t/p | 481 | 0.10 | 77.795 | 77.205 | 77.795 | 15440.00 | 1058220.00 |
| 986 | 2012.06.06 08:00 | buy | 482 | 0.10 | 77.777 | 74.418 | 79.329 | ||
| 987 | 2012.06.07 06:00 | modify | 482 | 0.10 | 77.777 | 78.741 | 79.329 | ||
| 988 | 2012.06.07 06:00 | close | 482 | 0.10 | 78.928 | 78.741 | 79.329 | 11510.00 | 1069730.00 |
| 989 | 2012.06.07 06:00 | buy | 483 | 0.10 | 78.951 | 75.206 | 80.506 | ||
| 990 | 2012.06.18 05:00 | close | 483 | 0.10 | 80.056 | 75.206 | 80.506 | 11050.00 | 1080780.00 |
| 991 | 2012.06.18 05:00 | buy | 484 | 0.10 | 80.067 | 77.649 | 81.626 | ||
| 992 | 2012.06.20 22:00 | close | 484 | 0.10 | 80.905 | 77.649 | 81.626 | 8380.00 | 1089160.00 |
| 993 | 2012.06.20 22:00 | buy | 485 | 0.10 | 80.919 | 78.037 | 82.466 | ||
| 994 | 2012.06.20 23:00 | close | 485 | 0.10 | 80.859 | 78.037 | 82.466 | -600.00 | 1088560.00 |
| 995 | 2012.06.20 23:00 | buy | 486 | 0.10 | 80.879 | 78.040 | 82.419 | ||
| 996 | 2012.06.29 19:00 | close | 486 | 0.10 | 81.682 | 78.040 | 82.419 | 8030.00 | 1096590.00 |
| 997 | 2012.06.29 20:00 | buy | 487 | 0.10 | 81.683 | 79.262 | 83.236 | ||
| 998 | 2012.07.17 21:00 | close | 487 | 0.10 | 81.455 | 79.262 | 83.236 | -2280.00 | 1094310.00 |
| 999 | 2012.07.17 21:00 | buy | 488 | 0.10 | 81.461 | 80.000 | 83.021 | ||
| 1000 | 2012.07.24 19:07 | s/l | 488 | 0.10 | 80.002 | 80.000 | 83.021 | -14590.00 | 1079720.00 |
| 1001 | 2012.07.25 16:00 | buy | 489 | 0.10 | 80.608 | 79.448 | 82.166 | ||
| 1002 | 2012.07.27 11:00 | close | 489 | 0.10 | 81.547 | 79.448 | 82.166 | 9390.00 | 1089110.00 |
| 1003 | 2012.07.27 12:00 | buy | 490 | 0.10 | 81.353 | 79.452 | 82.903 | ||
| 1004 | 2012.08.02 16:00 | close | 490 | 0.10 | 81.864 | 79.452 | 82.903 | 5110.00 | 1094220.00 |
| 1005 | 2012.08.03 11:00 | buy | 491 | 0.10 | 82.224 | 79.446 | 83.781 | ||
| 1006 | 2012.08.06 02:00 | close | 491 | 0.10 | 83.038 | 79.446 | 83.781 | 8140.00 | 1102360.00 |
| 1007 | 2012.08.06 02:00 | buy | 492 | 0.10 | 83.057 | 80.344 | 84.612 | ||
| 1008 | 2012.08.13 03:00 | close | 492 | 0.10 | 82.576 | 80.344 | 84.612 | -4810.00 | 1097550.00 |
| 1009 | 2012.08.13 03:00 | sell | 493 | 0.10 | 82.564 | 83.421 | 81.020 | ||
| 1010 | 2012.08.16 20:28 | s/l | 493 | 0.10 | 83.421 | 83.421 | 81.020 | -8570.00 | 1088980.00 |
| 1011 | 2012.08.20 00:00 | sell | 494 | 0.10 | 82.996 | 83.560 | 81.427 | ||
| 1012 | 2012.08.21 11:19 | s/l | 494 | 0.10 | 83.554 | 83.560 | 81.427 | -5580.00 | 1083400.00 |
| 1013 | 2012.08.22 03:00 | sell | 495 | 0.10 | 82.962 | 83.629 | 81.405 | ||
| 1014 | 2012.08.24 05:00 | close | 495 | 0.10 | 82.030 | 83.629 | 81.405 | 9320.00 | 1092720.00 |
| 1015 | 2012.08.24 06:00 | sell | 496 | 0.10 | 82.069 | 83.629 | 80.525 | ||
| 1016 | 2012.08.30 09:00 | close | 496 | 0.10 | 81.289 | 83.629 | 80.525 | 7800.00 | 1100520.00 |
| 1017 | 2012.08.30 09:00 | sell | 497 | 0.10 | 81.284 | 83.629 | 79.724 | ||
| 1018 | 2012.09.03 06:00 | close | 497 | 0.10 | 80.331 | 83.629 | 79.724 | 9530.00 | 1110050.00 |
| 1019 | 2012.09.03 07:00 | sell | 498 | 0.10 | 80.303 | 82.892 | 78.750 | ||
| 1020 | 2012.09.06 11:00 | close | 498 | 0.10 | 80.314 | 82.892 | 78.750 | -110.00 | 1109940.00 |
| 1021 | 2012.09.06 11:00 | buy | 499 | 0.10 | 80.319 | 79.446 | 81.363 | ||
| 1022 | 2012.09.07 06:45 | t/p | 499 | 0.10 | 81.372 | 79.446 | 81.363 | 10530.00 | 1120470.00 |
| 1023 | 2012.09.07 07:00 | buy | 500 | 0.10 | 81.373 | 80.016 | 82.416 | ||
| 1024 | 2012.09.14 12:15 | t/p | 500 | 0.10 | 82.414 | 80.016 | 82.416 | 10410.00 | 1130880.00 |
| 1025 | 2012.09.18 11:00 | sell | 501 | 0.10 | 82.090 | 83.441 | 81.041 | ||
| 1026 | 2012.09.20 10:01 | t/p | 501 | 0.10 | 81.034 | 83.441 | 81.041 | 10560.00 | 1141440.00 |
| 1027 | 2012.09.26 03:00 | sell | 502 | 0.10 | 80.560 | 83.055 | 79.003 | ||
| 1028 | 2012.09.27 19:00 | close | 502 | 0.10 | 81.051 | 83.055 | 79.003 | -4910.00 | 1136530.00 |
| 1029 | 2012.09.27 19:00 | buy | 503 | 0.10 | 81.052 | 79.699 | 82.099 | ||
| 1030 | 2012.10.02 18:00 | close | 503 | 0.10 | 80.346 | 79.699 | 82.099 | -7060.00 | 1129470.00 |
| 1031 | 2012.10.02 18:00 | sell | 504 | 0.10 | 80.347 | 82.360 | 78.791 | ||
| 1032 | 2012.10.04 21:00 | close | 504 | 0.10 | 80.472 | 82.360 | 78.791 | -1250.00 | 1128220.00 |
| 1033 | 2012.10.04 21:00 | buy | 505 | 0.10 | 80.478 | 79.640 | 81.514 | ||
| 1034 | 2012.10.05 22:00 | close | 505 | 0.10 | 79.995 | 79.640 | 81.514 | -4830.00 | 1123390.00 |
| 1035 | 2012.10.05 22:00 | sell | 506 | 0.10 | 79.996 | 81.319 | 78.455 | ||
| 1036 | 2012.10.10 11:00 | close | 506 | 0.10 | 80.183 | 81.319 | 78.455 | -1870.00 | 1121520.00 |
| 1037 | 2012.10.10 11:00 | buy | 507 | 0.10 | 80.186 | 79.359 | 81.232 | ||
| 1038 | 2012.10.11 02:00 | close | 507 | 0.10 | 79.818 | 79.359 | 81.232 | -3680.00 | 1117840.00 |
| 1039 | 2012.10.11 02:01 | sell | 508 | 0.10 | 79.815 | 81.119 | 78.267 | ||
| 1040 | 2012.10.11 04:00 | close | 508 | 0.10 | 80.124 | 81.119 | 78.267 | -3090.00 | 1114750.00 |
| 1041 | 2012.10.11 04:00 | buy | 509 | 0.10 | 80.100 | 79.360 | 81.174 | ||
| 1042 | 2012.10.16 15:32 | t/p | 509 | 0.10 | 81.170 | 79.360 | 81.174 | 10700.00 | 1125450.00 |
| 1043 | 2012.10.16 16:00 | buy | 510 | 0.10 | 81.047 | 79.694 | 82.094 | ||
| 1044 | 2012.10.18 02:05 | t/p | 510 | 0.10 | 82.096 | 79.694 | 82.094 | 10490.00 | 1135940.00 |
| 1045 | 2012.10.18 06:00 | buy | 511 | 0.10 | 82.295 | 79.539 | 83.844 | ||
| 1046 | 2012.10.22 02:00 | close | 511 | 0.10 | 81.739 | 79.539 | 83.844 | -5560.00 | 1130380.00 |
| 1047 | 2012.10.22 02:00 | sell | 512 | 0.10 | 81.740 | 83.135 | 80.694 | ||
| 1048 | 2012.10.22 12:00 | close | 512 | 0.10 | 82.337 | 83.135 | 80.694 | -5970.00 | 1124410.00 |
| 1049 | 2012.10.22 12:00 | buy | 513 | 0.10 | 82.333 | 79.684 | 83.894 | ||
| 1050 | 2012.10.23 16:00 | close | 513 | 0.10 | 81.961 | 79.684 | 83.894 | -3720.00 | 1120690.00 |