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 |
| 1051 | 2012.10.23 16:00 | sell | 514 | 0.10 | 81.959 | 83.135 | 80.917 | ||
| 1052 | 2012.10.24 05:00 | close | 514 | 0.10 | 82.337 | 83.135 | 80.917 | -3780.00 | 1116910.00 |
| 1053 | 2012.10.24 05:00 | buy | 515 | 0.10 | 82.340 | 79.912 | 83.891 | ||
| 1054 | 2012.10.25 18:00 | close | 515 | 0.10 | 83.061 | 79.912 | 83.891 | 7210.00 | 1124120.00 |
| 1055 | 2012.10.25 18:00 | buy | 516 | 0.10 | 83.085 | 80.545 | 84.636 | ||
| 1056 | 2012.10.26 14:00 | close | 516 | 0.10 | 82.358 | 80.545 | 84.636 | -7270.00 | 1116850.00 |
| 1057 | 2012.10.26 14:00 | sell | 517 | 0.10 | 82.371 | 83.537 | 81.314 | ||
| 1058 | 2012.10.31 04:00 | close | 517 | 0.10 | 82.759 | 83.537 | 81.314 | -3880.00 | 1112970.00 |
| 1059 | 2012.10.31 04:00 | buy | 518 | 0.10 | 82.754 | 81.576 | 84.299 | ||
| 1060 | 2012.11.02 17:00 | close | 518 | 0.10 | 83.630 | 81.576 | 84.299 | 8760.00 | 1121730.00 |
| 1061 | 2012.11.02 17:00 | buy | 519 | 0.10 | 83.631 | 81.851 | 85.187 | ||
| 1062 | 2012.11.05 12:00 | close | 519 | 0.10 | 82.977 | 81.851 | 85.187 | -6540.00 | 1115190.00 |
| 1063 | 2012.11.05 12:00 | sell | 520 | 0.10 | 82.973 | 83.888 | 81.934 | ||
| 1064 | 2012.11.06 06:00 | close | 520 | 0.10 | 83.535 | 83.888 | 81.934 | -5620.00 | 1109570.00 |
| 1065 | 2012.11.06 06:00 | buy | 521 | 0.10 | 83.548 | 81.938 | 85.079 | ||
| 1066 | 2012.11.07 18:00 | close | 521 | 0.10 | 83.127 | 81.938 | 85.079 | -4210.00 | 1105360.00 |
| 1067 | 2012.11.07 18:00 | sell | 522 | 0.10 | 83.144 | 84.209 | 82.083 | ||
| 1068 | 2012.11.09 14:38 | t/p | 522 | 0.10 | 82.077 | 84.209 | 82.083 | 10670.00 | 1116030.00 |
| 1069 | 2012.11.09 15:00 | sell | 523 | 0.10 | 82.080 | 83.436 | 81.036 | ||
| 1070 | 2012.11.14 09:33 | s/l | 523 | 0.10 | 83.430 | 83.436 | 81.036 | -13500.00 | 1102530.00 |
| 1071 | 2012.11.14 10:00 | buy | 524 | 0.10 | 83.516 | 81.921 | 85.063 | ||
| 1072 | 2012.11.19 03:00 | close | 524 | 0.10 | 84.329 | 81.921 | 85.063 | 8130.00 | 1110660.00 |
| 1073 | 2012.11.19 04:00 | buy | 525 | 0.10 | 84.296 | 81.919 | 85.837 | ||
| 1074 | 2012.11.22 03:00 | modify | 525 | 0.10 | 84.296 | 85.365 | 85.837 | ||
| 1075 | 2012.11.22 03:00 | close | 525 | 0.10 | 85.585 | 85.365 | 85.837 | 12890.00 | 1123550.00 |
| 1076 | 2012.11.27 23:00 | sell | 526 | 0.10 | 85.745 | 86.493 | 84.205 | ||
| 1077 | 2012.12.06 11:53 | s/l | 526 | 0.10 | 86.485 | 86.493 | 84.205 | -7400.00 | 1116150.00 |
| 1078 | 2012.12.10 11:00 | sell | 527 | 0.10 | 86.225 | 86.772 | 85.184 | ||
| 1079 | 2012.12.11 19:35 | s/l | 527 | 0.10 | 86.772 | 86.772 | 85.184 | -5470.00 | 1110680.00 |
| 1080 | 2012.12.20 01:00 | sell | 528 | 0.10 | 88.059 | 89.047 | 86.518 | ||
| 1081 | 2012.12.27 13:21 | s/l | 528 | 0.10 | 89.039 | 89.047 | 86.518 | -9800.00 | 1100880.00 |
| 1082 | 2013.01.08 07:00 | sell | 529 | 0.10 | 91.643 | 92.884 | 90.100 | ||
| 1083 | 2013.01.10 04:20 | s/l | 529 | 0.10 | 92.886 | 92.884 | 90.100 | -12430.00 | 1088450.00 |
| 1084 | 2013.01.15 06:00 | sell | 530 | 0.10 | 93.807 | 94.703 | 92.262 | ||
| 1085 | 2013.01.16 13:00 | close | 530 | 0.10 | 93.088 | 94.703 | 92.262 | 7190.00 | 1095640.00 |
| 1086 | 2013.01.16 13:00 | sell | 531 | 0.10 | 93.068 | 94.703 | 91.514 | ||
| 1087 | 2013.01.17 19:30 | s/l | 531 | 0.10 | 94.709 | 94.703 | 91.514 | -16410.00 | 1079230.00 |
| 1088 | 2013.01.22 00:00 | sell | 532 | 0.10 | 94.229 | 95.075 | 92.680 | ||
| 1089 | 2013.01.23 10:00 | modify | 532 | 0.10 | 94.229 | 93.255 | 92.680 | ||
| 1090 | 2013.01.23 10:00 | close | 532 | 0.10 | 93.166 | 93.255 | 92.680 | 10630.00 | 1089860.00 |
| 1091 | 2013.01.23 10:00 | sell | 533 | 0.10 | 93.164 | 95.075 | 91.607 | ||
| 1092 | 2013.01.25 16:36 | s/l | 533 | 0.10 | 95.081 | 95.075 | 91.607 | -19170.00 | 1070690.00 |
| 1093 | 2013.01.29 01:00 | sell | 534 | 0.10 | 94.337 | 95.147 | 92.778 | ||
| 1094 | 2013.01.30 03:44 | s/l | 534 | 0.10 | 95.137 | 95.147 | 92.778 | -8000.00 | 1062690.00 |
| 1095 | 2013.01.31 06:00 | sell | 535 | 0.10 | 94.448 | 95.518 | 92.895 | ||
| 1096 | 2013.01.31 23:53 | s/l | 535 | 0.10 | 95.511 | 95.518 | 92.895 | -10630.00 | 1052060.00 |
| 1097 | 2013.02.06 16:00 | sell | 536 | 0.10 | 96.197 | 97.490 | 94.644 | ||
| 1098 | 2013.02.11 11:00 | close | 536 | 0.10 | 95.663 | 97.490 | 94.644 | 5340.00 | 1057400.00 |
| 1099 | 2013.02.11 11:00 | sell | 537 | 0.10 | 95.634 | 97.490 | 94.094 | ||
| 1100 | 2013.02.25 22:30 | t/p | 537 | 0.10 | 94.089 | 97.490 | 94.094 | 15450.00 | 1072850.00 |
| 1101 | 2013.02.26 00:00 | sell | 538 | 0.10 | 94.187 | 97.489 | 92.628 | ||
| 1102 | 2013.02.26 01:00 | close | 538 | 0.10 | 94.623 | 97.489 | 92.628 | -4360.00 | 1068490.00 |
| 1103 | 2013.02.26 01:00 | sell | 539 | 0.10 | 94.584 | 97.489 | 93.036 | ||
| 1104 | 2013.02.26 20:00 | close | 539 | 0.10 | 93.814 | 97.489 | 93.036 | 7700.00 | 1076190.00 |
| 1105 | 2013.02.26 20:00 | sell | 540 | 0.10 | 93.785 | 97.489 | 92.241 | ||
| 1106 | 2013.03.07 18:41 | s/l | 540 | 0.10 | 97.490 | 97.489 | 92.241 | -37050.00 | 1039140.00 |
| 1107 | 2013.03.15 19:00 | sell | 541 | 0.10 | 98.960 | 100.033 | 97.409 | ||
| 1108 | 2013.03.18 00:09 | t/p | 541 | 0.10 | 97.407 | 100.033 | 97.409 | 15530.00 | 1054670.00 |
| 1109 | 2013.03.18 01:00 | sell | 542 | 0.10 | 97.877 | 100.033 | 96.337 | ||
| 1110 | 2013.04.03 02:00 | close | 542 | 0.10 | 97.603 | 100.033 | 96.337 | 2740.00 | 1057410.00 |
| 1111 | 2013.04.03 20:00 | sell | 543 | 0.10 | 97.310 | 99.452 | 95.750 | ||
| 1112 | 2013.04.04 09:29 | s/l | 543 | 0.10 | 99.457 | 99.452 | 95.750 | -21470.00 | 1035940.00 |
| 1113 | 2013.04.12 12:00 | sell | 544 | 0.10 | 104.471 | 105.483 | 102.931 | ||
| 1114 | 2013.04.15 01:00 | modify | 544 | 0.10 | 104.471 | 103.467 | 102.931 | ||
| 1115 | 2013.04.15 01:00 | close | 544 | 0.10 | 103.310 | 103.467 | 102.931 | 11610.00 | 1047550.00 |
| 1116 | 2013.04.15 01:00 | sell | 545 | 0.10 | 103.273 | 105.483 | 101.705 | ||
| 1117 | 2013.04.15 06:58 | t/p | 545 | 0.10 | 101.699 | 105.483 | 101.705 | 15740.00 | 1063290.00 |
| 1118 | 2013.04.15 09:00 | sell | 546 | 0.10 | 102.400 | 105.483 | 100.842 | ||
| 1119 | 2013.04.15 21:07 | t/p | 546 | 0.10 | 100.843 | 105.483 | 100.842 | 15570.00 | 1078860.00 |
| 1120 | 2013.04.17 19:00 | sell | 547 | 0.10 | 100.719 | 104.475 | 99.175 | ||
| 1121 | 2013.05.02 14:00 | modify | 547 | 0.10 | 100.719 | 99.762 | 99.175 | ||
| 1122 | 2013.05.02 14:00 | close | 547 | 0.10 | 99.680 | 99.762 | 99.175 | 10390.00 | 1089250.00 |
| 1123 | 2013.05.02 15:00 | sell | 548 | 0.10 | 99.841 | 102.714 | 98.291 | ||
| 1124 | 2013.05.20 16:00 | close | 548 | 0.10 | 100.121 | 102.714 | 98.291 | -2800.00 | 1086450.00 |
| 1125 | 2013.05.22 07:00 | sell | 549 | 0.10 | 100.303 | 102.091 | 98.743 | ||
| 1126 | 2013.05.23 08:00 | modify | 549 | 0.10 | 100.303 | 99.311 | 98.743 | ||
| 1127 | 2013.05.23 08:00 | close | 549 | 0.10 | 99.089 | 99.311 | 98.743 | 12140.00 | 1098590.00 |
| 1128 | 2013.05.23 08:00 | sell | 550 | 0.10 | 99.065 | 101.641 | 97.519 | ||
| 1129 | 2013.05.23 09:00 | close | 550 | 0.10 | 98.172 | 101.641 | 97.519 | 8930.00 | 1107520.00 |
| 1130 | 2013.05.23 10:00 | sell | 551 | 0.10 | 98.070 | 101.641 | 96.527 | ||
| 1131 | 2013.05.23 12:00 | close | 551 | 0.10 | 97.750 | 101.641 | 96.527 | 3200.00 | 1110720.00 |
| 1132 | 2013.05.23 12:00 | sell | 552 | 0.10 | 97.741 | 101.481 | 96.181 | ||
| 1133 | 2013.05.31 12:09 | t/p | 552 | 0.10 | 96.187 | 101.481 | 96.181 | 15540.00 | 1126260.00 |
| 1134 | 2013.05.31 13:00 | sell | 553 | 0.10 | 96.260 | 100.003 | 94.703 | ||
| 1135 | 2013.06.05 17:28 | t/p | 553 | 0.10 | 94.701 | 100.003 | 94.703 | 15590.00 | 1141850.00 |
| 1136 | 2013.06.05 19:00 | sell | 554 | 0.10 | 94.510 | 98.264 | 92.964 | ||
| 1137 | 2013.06.06 19:24 | t/p | 554 | 0.10 | 92.973 | 98.264 | 92.964 | 15370.00 | 1157220.00 |
| 1138 | 2013.06.06 21:00 | sell | 555 | 0.10 | 93.226 | 96.966 | 91.666 | ||
| 1139 | 2013.06.07 05:16 | t/p | 555 | 0.10 | 91.665 | 96.966 | 91.666 | 15610.00 | 1172830.00 |
| 1140 | 2013.06.10 01:00 | sell | 556 | 0.10 | 91.977 | 95.725 | 90.425 | ||
| 1141 | 2013.06.11 12:00 | close | 556 | 0.10 | 91.294 | 95.725 | 90.425 | 6830.00 | 1179660.00 |
| 1142 | 2013.06.11 19:00 | sell | 557 | 0.10 | 91.202 | 94.947 | 89.647 | ||
| 1143 | 2013.06.11 21:00 | close | 557 | 0.10 | 90.245 | 94.947 | 89.647 | 9570.00 | 1189230.00 |
| 1144 | 2013.06.12 02:00 | sell | 558 | 0.10 | 90.904 | 94.656 | 89.356 | ||
| 1145 | 2013.06.13 04:47 | t/p | 558 | 0.10 | 89.360 | 94.656 | 89.356 | 15440.00 | 1204670.00 |
| 1146 | 2013.06.14 20:00 | sell | 559 | 0.10 | 90.290 | 94.040 | 88.740 | ||
| 1147 | 2013.06.20 02:00 | close | 559 | 0.10 | 89.674 | 94.040 | 88.740 | 6160.00 | 1210830.00 |
| 1148 | 2013.06.20 02:00 | sell | 560 | 0.10 | 89.624 | 93.380 | 88.080 | ||
| 1149 | 2013.07.02 00:00 | close | 560 | 0.10 | 92.071 | 93.380 | 88.080 | -24470.00 | 1186360.00 |
| 1150 | 2013.07.02 00:00 | buy | 561 | 0.10 | 92.078 | 89.123 | 93.637 | ||
| 1151 | 2013.07.18 01:00 | close | 561 | 0.10 | 91.965 | 89.123 | 93.637 | -1130.00 | 1185230.00 |
| 1152 | 2013.07.18 01:00 | buy | 562 | 0.10 | 91.981 | 89.645 | 93.531 | ||
| 1153 | 2013.07.30 06:04 | s/l | 562 | 0.10 | 89.638 | 89.645 | 93.531 | -23430.00 | 1161800.00 |
| 1154 | 2013.08.01 21:00 | buy | 563 | 0.10 | 88.881 | 87.178 | 90.439 | ||
| 1155 | 2013.08.07 04:07 | s/l | 563 | 0.10 | 87.161 | 87.178 | 90.439 | -17200.00 | 1144600.00 |
| 1156 | 2013.08.08 20:00 | buy | 564 | 0.10 | 87.892 | 86.362 | 89.438 | ||
| 1157 | 2013.08.12 07:00 | close | 564 | 0.10 | 88.824 | 86.362 | 89.438 | 9320.00 | 1153920.00 |
| 1158 | 2013.08.12 07:00 | buy | 565 | 0.10 | 88.827 | 86.357 | 90.383 | ||
| 1159 | 2013.08.15 16:00 | close | 565 | 0.10 | 89.631 | 86.357 | 90.383 | 8040.00 | 1161960.00 |
| 1160 | 2013.08.16 18:00 | buy | 566 | 0.10 | 89.773 | 86.354 | 91.321 | ||
| 1161 | 2013.09.03 19:00 | close | 566 | 0.10 | 90.025 | 86.354 | 91.321 | 2520.00 | 1164480.00 |
| 1162 | 2013.09.03 21:00 | buy | 567 | 0.10 | 89.847 | 86.414 | 91.388 | ||
| 1163 | 2013.09.04 16:00 | modify | 567 | 0.10 | 89.847 | 90.853 | 91.388 | ||
| 1164 | 2013.09.04 16:00 | close | 567 | 0.10 | 91.005 | 90.853 | 91.388 | 11580.00 | 1176060.00 |
| 1165 | 2013.09.04 17:00 | buy | 568 | 0.10 | 91.258 | 87.514 | 92.814 | ||
| 1166 | 2013.09.10 13:00 | modify | 568 | 0.10 | 91.258 | 92.258 | 92.814 | ||
| 1167 | 2013.09.10 13:01 | t/p | 568 | 0.10 | 92.820 | 92.258 | 92.814 | 15620.00 | 1191680.00 |
| 1168 | 2013.09.10 13:01 | buy | 569 | 0.10 | 92.831 | 89.040 | 94.340 | ||
| 1169 | 2013.09.19 15:00 | close | 569 | 0.10 | 93.916 | 89.040 | 94.340 | 10850.00 | 1202530.00 |
| 1170 | 2013.09.19 16:00 | buy | 570 | 0.10 | 94.223 | 91.637 | 95.766 | ||
| 1171 | 2013.09.19 19:00 | close | 570 | 0.10 | 93.786 | 91.637 | 95.766 | -4370.00 | 1198160.00 |
| 1172 | 2013.09.19 19:00 | buy | 571 | 0.10 | 93.807 | 91.636 | 95.352 | ||
| 1173 | 2013.09.27 13:55 | s/l | 571 | 0.10 | 91.636 | 91.636 | 95.352 | -21710.00 | 1176450.00 |
| 1174 | 2013.10.01 09:00 | buy | 572 | 0.10 | 92.185 | 90.689 | 93.743 | ||
| 1175 | 2013.10.11 11:00 | close | 572 | 0.10 | 93.112 | 90.689 | 93.743 | 9270.00 | 1185720.00 |
| 1176 | 2013.10.11 13:00 | buy | 573 | 0.10 | 93.229 | 90.750 | 94.785 | ||
| 1177 | 2013.10.17 05:00 | close | 573 | 0.10 | 94.153 | 90.750 | 94.785 | 9240.00 | 1194960.00 |
| 1178 | 2013.10.17 07:00 | buy | 574 | 0.10 | 94.124 | 90.981 | 95.664 | ||
| 1179 | 2013.10.22 17:00 | t/p | 574 | 0.10 | 95.669 | 90.981 | 95.664 | 15450.00 | 1210410.00 |
| 1180 | 2013.10.22 17:01 | buy | 575 | 0.10 | 95.667 | 92.386 | 97.176 | ||
| 1181 | 2013.10.25 01:00 | close | 575 | 0.10 | 93.580 | 92.386 | 97.176 | -20870.00 | 1189540.00 |
| 1182 | 2013.10.25 01:00 | sell | 576 | 0.10 | 93.572 | 95.739 | 92.026 | ||
| 1183 | 2013.11.08 00:00 | close | 576 | 0.10 | 92.764 | 95.739 | 92.026 | 8080.00 | 1197620.00 |
| 1184 | 2013.11.11 00:00 | sell | 577 | 0.10 | 93.109 | 94.468 | 92.068 | ||
| 1185 | 2013.11.12 09:00 | close | 577 | 0.10 | 92.953 | 94.468 | 92.068 | 1560.00 | 1199180.00 |
| 1186 | 2013.11.12 09:00 | buy | 578 | 0.10 | 92.958 | 91.608 | 94.008 | ||
| 1187 | 2013.11.18 00:00 | t/p | 578 | 0.10 | 94.011 | 91.608 | 94.008 | 10530.00 | 1209710.00 |
| 1188 | 2013.11.19 04:00 | sell | 579 | 0.10 | 93.312 | 94.670 | 92.270 | ||
| 1189 | 2013.11.26 17:09 | t/p | 579 | 0.10 | 92.266 | 94.670 | 92.270 | 10460.00 | 1220170.00 |
| 1190 | 2013.11.28 03:00 | buy | 580 | 0.10 | 93.022 | 92.198 | 94.070 | ||
| 1191 | 2013.12.02 16:00 | close | 580 | 0.10 | 93.848 | 92.198 | 94.070 | 8260.00 | 1228430.00 |
| 1192 | 2013.12.03 19:00 | sell | 581 | 0.10 | 93.361 | 94.717 | 92.317 | ||
| 1193 | 2013.12.04 18:00 | close | 581 | 0.10 | 92.556 | 94.717 | 92.317 | 8050.00 | 1236480.00 |
| 1194 | 2013.12.04 19:00 | sell | 582 | 0.10 | 92.308 | 94.080 | 90.755 | ||
| 1195 | 2013.12.06 14:00 | close | 582 | 0.10 | 92.607 | 94.080 | 90.755 | -2990.00 | 1233490.00 |
| 1196 | 2013.12.06 14:00 | buy | 583 | 0.10 | 92.608 | 91.727 | 93.660 | ||
| 1197 | 2013.12.06 21:23 | t/p | 583 | 0.10 | 93.665 | 91.727 | 93.660 | 10570.00 | 1244060.00 |
| 1198 | 2013.12.11 06:00 | sell | 584 | 0.10 | 93.721 | 94.661 | 92.670 | ||
| 1199 | 2013.12.11 19:20 | t/p | 584 | 0.10 | 92.671 | 94.661 | 92.670 | 10500.00 | 1254560.00 |
| 1200 | 2013.12.12 17:00 | sell | 585 | 0.10 | 92.014 | 94.283 | 90.460 | ||