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 |
| 1201 | 2013.12.19 00:00 | close | 585 | 0.10 | 92.418 | 94.283 | 90.460 | -4040.00 | 1250520.00 |
| 1202 | 2013.12.19 00:00 | buy | 586 | 0.10 | 92.431 | 91.061 | 93.490 | ||
| 1203 | 2013.12.26 04:00 | close | 586 | 0.10 | 93.105 | 91.061 | 93.490 | 6740.00 | 1257260.00 |
| 1204 | 2014.01.02 13:00 | sell | 587 | 0.10 | 93.418 | 94.661 | 92.365 | ||
| 1205 | 2014.01.16 02:35 | t/p | 587 | 0.10 | 92.335 | 94.661 | 92.365 | 10830.00 | 1268090.00 |
| 1206 | 2014.01.16 04:00 | sell | 588 | 0.10 | 92.238 | 93.914 | 90.681 | ||
| 1207 | 2014.01.20 04:00 | close | 588 | 0.10 | 91.274 | 93.914 | 90.681 | 9640.00 | 1277730.00 |
| 1208 | 2014.01.20 04:00 | sell | 589 | 0.10 | 91.257 | 93.914 | 89.703 | ||
| 1209 | 2014.01.21 03:00 | close | 589 | 0.10 | 92.056 | 93.914 | 89.703 | -7990.00 | 1269740.00 |
| 1210 | 2014.01.21 03:00 | buy | 590 | 0.10 | 92.052 | 91.001 | 93.098 | ||
| 1211 | 2014.01.23 06:00 | close | 590 | 0.10 | 91.842 | 91.001 | 93.098 | -2100.00 | 1267640.00 |
| 1212 | 2014.01.23 06:00 | sell | 591 | 0.10 | 91.847 | 93.613 | 90.299 | ||
| 1213 | 2014.01.23 20:46 | t/p | 591 | 0.10 | 90.298 | 93.613 | 90.299 | 15490.00 | 1283130.00 |
| 1214 | 2014.01.24 04:00 | sell | 592 | 0.10 | 90.784 | 93.489 | 89.241 | ||
| 1215 | 2014.01.24 12:00 | modify | 592 | 0.10 | 90.784 | 89.812 | 89.241 | ||
| 1216 | 2014.01.24 12:03 | t/p | 592 | 0.10 | 89.243 | 89.812 | 89.241 | 15410.00 | 1298540.00 |
| 1217 | 2014.01.29 04:00 | buy | 593 | 0.10 | 90.922 | 89.582 | 91.982 | ||
| 1218 | 2014.01.29 15:28 | s/l | 593 | 0.10 | 89.585 | 89.582 | 91.982 | -13370.00 | 1285170.00 |
| 1219 | 2014.01.31 03:00 | buy | 594 | 0.10 | 90.667 | 89.327 | 91.727 | ||
| 1220 | 2014.01.31 13:28 | s/l | 594 | 0.10 | 89.314 | 89.327 | 91.727 | -13530.00 | 1271640.00 |
| 1221 | 2014.02.04 07:00 | buy | 595 | 0.10 | 89.927 | 88.194 | 91.482 | ||
| 1222 | 2014.02.06 04:00 | close | 595 | 0.10 | 90.951 | 88.194 | 91.482 | 10240.00 | 1281880.00 |
| 1223 | 2014.02.06 04:00 | buy | 596 | 0.10 | 90.965 | 89.617 | 92.017 | ||
| 1224 | 2014.02.11 03:05 | t/p | 596 | 0.10 | 92.009 | 89.617 | 92.017 | 10440.00 | 1292320.00 |
| 1225 | 2014.02.11 04:00 | buy | 597 | 0.10 | 91.888 | 90.542 | 92.942 | ||
| 1226 | 2014.02.12 04:10 | t/p | 597 | 0.10 | 92.937 | 90.542 | 92.942 | 10490.00 | 1302810.00 |
| 1227 | 2014.02.17 11:00 | buy | 598 | 0.10 | 92.001 | 90.659 | 93.059 | ||
| 1228 | 2014.02.19 15:00 | close | 598 | 0.10 | 92.050 | 90.659 | 93.059 | 490.00 | 1303300.00 |
| 1229 | 2014.02.19 15:00 | sell | 599 | 0.10 | 92.056 | 93.397 | 90.997 | ||
| 1230 | 2014.02.27 11:44 | t/p | 599 | 0.10 | 90.990 | 93.397 | 90.997 | 10660.00 | 1313960.00 |
| 1231 | 2014.03.04 11:00 | buy | 600 | 0.10 | 91.270 | 89.915 | 92.315 | ||
| 1232 | 2014.03.06 02:30 | t/p | 600 | 0.10 | 92.333 | 89.915 | 92.315 | 10630.00 | 1324590.00 |
| 1233 | 2014.03.06 16:00 | buy | 601 | 0.10 | 93.427 | 90.001 | 94.976 | ||
| 1234 | 2014.03.07 17:00 | close | 601 | 0.10 | 94.061 | 90.001 | 94.976 | 6340.00 | 1330930.00 |
| 1235 | 2014.03.07 17:00 | buy | 602 | 0.10 | 94.075 | 90.330 | 95.630 | ||
| 1236 | 2014.03.10 18:00 | close | 602 | 0.10 | 93.039 | 90.330 | 95.630 | -10360.00 | 1320570.00 |
| 1237 | 2014.03.10 18:00 | sell | 603 | 0.10 | 93.024 | 94.383 | 91.983 | ||
| 1238 | 2014.03.12 12:09 | t/p | 603 | 0.10 | 91.984 | 94.383 | 91.983 | 10400.00 | 1330970.00 |
| 1239 | 2014.03.12 13:00 | sell | 604 | 0.10 | 91.917 | 93.275 | 90.875 | ||
| 1240 | 2014.03.13 07:35 | s/l | 604 | 0.10 | 93.273 | 93.275 | 90.875 | -13560.00 | 1317410.00 |
| 1241 | 2014.03.13 17:00 | buy | 605 | 0.10 | 93.370 | 90.437 | 94.919 | ||
| 1242 | 2014.03.13 21:00 | close | 605 | 0.10 | 91.955 | 90.437 | 94.919 | -14150.00 | 1303260.00 |
| 1243 | 2014.03.13 21:00 | sell | 606 | 0.10 | 91.956 | 93.302 | 90.902 | ||
| 1244 | 2014.03.24 11:05 | s/l | 606 | 0.10 | 93.312 | 93.302 | 90.902 | -13560.00 | 1289700.00 |
| 1245 | 2014.03.24 16:00 | buy | 607 | 0.10 | 93.482 | 91.102 | 95.034 | ||
| 1246 | 2014.03.26 17:00 | close | 607 | 0.10 | 94.531 | 91.102 | 95.034 | 10490.00 | 1300190.00 |
| 1247 | 2014.03.26 20:00 | buy | 608 | 0.10 | 94.411 | 91.101 | 95.970 | ||
| 1248 | 2014.03.31 23:00 | modify | 608 | 0.10 | 94.411 | 95.369 | 95.970 | ||
| 1249 | 2014.04.01 06:30 | t/p | 608 | 0.10 | 95.984 | 95.369 | 95.970 | 15730.00 | 1315920.00 |
| 1250 | 2014.04.01 07:00 | buy | 609 | 0.10 | 95.679 | 92.416 | 97.220 | ||
| 1251 | 2014.04.04 21:00 | close | 609 | 0.10 | 95.865 | 92.416 | 97.220 | 1860.00 | 1317780.00 |
| 1252 | 2014.04.04 21:00 | sell | 610 | 0.10 | 95.855 | 96.570 | 94.307 | ||
| 1253 | 2014.04.15 21:00 | close | 610 | 0.10 | 95.148 | 96.570 | 94.307 | 7070.00 | 1324850.00 |
| 1254 | 2014.04.15 22:00 | sell | 611 | 0.10 | 95.253 | 96.570 | 94.203 | ||
| 1255 | 2014.05.01 23:00 | close | 611 | 0.10 | 94.849 | 96.570 | 94.203 | 4040.00 | 1328890.00 |
| 1256 | 2014.05.02 01:00 | sell | 612 | 0.10 | 94.802 | 96.146 | 93.746 | ||
| 1257 | 2014.05.20 02:00 | close | 612 | 0.10 | 94.695 | 96.146 | 93.746 | 1070.00 | 1329960.00 |
| 1258 | 2014.05.20 07:00 | sell | 613 | 0.10 | 94.444 | 96.162 | 92.897 | ||
| 1259 | 2014.05.21 05:00 | close | 613 | 0.10 | 93.554 | 96.162 | 92.897 | 8900.00 | 1338860.00 |
| 1260 | 2014.05.21 06:00 | sell | 614 | 0.10 | 93.522 | 96.162 | 91.974 | ||
| 1261 | 2014.05.27 03:00 | close | 614 | 0.10 | 94.343 | 96.162 | 91.974 | -8210.00 | 1330650.00 |
| 1262 | 2014.05.27 03:00 | buy | 615 | 0.10 | 94.345 | 92.984 | 95.392 | ||
| 1263 | 2014.05.28 11:00 | close | 615 | 0.10 | 94.162 | 92.984 | 95.392 | -1830.00 | 1328820.00 |
| 1264 | 2014.05.28 11:00 | sell | 616 | 0.10 | 94.167 | 95.240 | 92.611 | ||
| 1265 | 2014.05.29 08:00 | close | 616 | 0.10 | 94.395 | 95.240 | 92.611 | -2280.00 | 1326540.00 |
| 1266 | 2014.05.29 08:00 | buy | 617 | 0.10 | 94.398 | 92.988 | 95.444 | ||
| 1267 | 2014.06.05 15:33 | t/p | 617 | 0.10 | 95.452 | 92.988 | 95.444 | 10540.00 | 1337080.00 |
| 1268 | 2014.06.11 15:00 | sell | 618 | 0.10 | 95.773 | 96.183 | 94.732 | ||
| 1269 | 2014.06.23 04:45 | s/l | 618 | 0.10 | 96.218 | 96.183 | 94.732 | -4450.00 | 1332630.00 |
| 1270 | 2014.06.24 12:00 | sell | 619 | 0.10 | 95.817 | 96.385 | 94.775 | ||
| 1271 | 2014.07.01 19:15 | s/l | 619 | 0.10 | 96.378 | 96.385 | 94.775 | -5610.00 | 1327020.00 |
| 1272 | 2014.07.03 05:00 | sell | 620 | 0.10 | 95.631 | 96.557 | 94.571 | ||
| 1273 | 2014.07.17 23:47 | t/p | 620 | 0.10 | 94.569 | 96.557 | 94.571 | 10620.00 | 1337640.00 |
| 1274 | 2014.07.18 02:00 | sell | 621 | 0.10 | 94.450 | 96.037 | 92.906 | ||
| 1275 | 2014.07.18 20:00 | close | 621 | 0.10 | 95.176 | 96.037 | 92.906 | -7260.00 | 1330380.00 |
| 1276 | 2014.07.18 20:00 | buy | 622 | 0.10 | 95.192 | 94.225 | 96.230 | ||
| 1277 | 2014.07.25 19:00 | close | 622 | 0.10 | 95.726 | 94.225 | 96.230 | 5340.00 | 1335720.00 |
| 1278 | 2014.07.25 19:00 | sell | 623 | 0.10 | 95.724 | 96.557 | 94.685 | ||
| 1279 | 2014.08.07 09:00 | close | 623 | 0.10 | 94.881 | 96.557 | 94.685 | 8430.00 | 1344150.00 |
| 1280 | 2014.08.07 09:00 | sell | 624 | 0.10 | 94.855 | 96.177 | 93.315 | ||
| 1281 | 2014.08.13 04:00 | close | 624 | 0.10 | 94.941 | 96.177 | 93.315 | -860.00 | 1343290.00 |
| 1282 | 2014.08.13 04:00 | buy | 625 | 0.10 | 94.936 | 93.874 | 95.996 | ||
| 1283 | 2014.08.20 10:43 | t/p | 625 | 0.10 | 96.006 | 93.874 | 95.996 | 10700.00 | 1353990.00 |
| 1284 | 2014.08.26 03:00 | sell | 626 | 0.10 | 96.545 | 97.183 | 94.998 | ||
| 1285 | 2014.08.28 04:30 | s/l | 626 | 0.10 | 97.195 | 97.183 | 94.998 | -6500.00 | 1347490.00 |
| 1286 | 2014.09.08 16:00 | sell | 627 | 0.10 | 98.221 | 98.735 | 96.681 | ||
| 1287 | 2014.09.12 06:00 | close | 627 | 0.10 | 97.377 | 98.735 | 96.681 | 8440.00 | 1355930.00 |
| 1288 | 2014.09.12 07:00 | sell | 628 | 0.10 | 97.303 | 98.656 | 96.256 | ||
| 1289 | 2014.09.23 11:03 | t/p | 628 | 0.10 | 96.236 | 98.656 | 96.256 | 10670.00 | 1366600.00 |
| 1290 | 2014.09.23 13:00 | sell | 629 | 0.10 | 96.650 | 98.010 | 95.610 | ||
| 1291 | 2014.09.25 18:43 | t/p | 629 | 0.10 | 95.606 | 98.010 | 95.610 | 10440.00 | 1377040.00 |
| 1292 | 2014.09.30 08:00 | buy | 630 | 0.10 | 95.806 | 94.667 | 96.855 | ||
| 1293 | 2014.10.08 02:00 | close | 630 | 0.10 | 95.121 | 94.667 | 96.855 | -6850.00 | 1370190.00 |
| 1294 | 2014.10.08 02:00 | sell | 631 | 0.10 | 95.133 | 96.088 | 93.580 | ||
| 1295 | 2014.10.08 04:00 | close | 631 | 0.10 | 95.421 | 96.088 | 93.580 | -2880.00 | 1367310.00 |
| 1296 | 2014.10.08 04:00 | buy | 632 | 0.10 | 95.408 | 94.837 | 96.465 | ||
| 1297 | 2014.10.08 07:00 | close | 632 | 0.10 | 95.034 | 94.837 | 96.465 | -3740.00 | 1363570.00 |
| 1298 | 2014.10.08 07:00 | sell | 633 | 0.10 | 95.041 | 96.088 | 93.488 | ||
| 1299 | 2014.10.08 23:00 | close | 633 | 0.10 | 95.661 | 96.088 | 93.488 | -6200.00 | 1357370.00 |
| 1300 | 2014.10.08 23:00 | buy | 634 | 0.10 | 95.661 | 94.661 | 96.708 | ||
| 1301 | 2014.10.09 19:00 | close | 634 | 0.10 | 94.791 | 94.661 | 96.708 | -8700.00 | 1348670.00 |
| 1302 | 2014.10.09 19:00 | sell | 635 | 0.10 | 94.797 | 96.088 | 93.239 | ||
| 1303 | 2014.10.13 01:00 | modify | 635 | 0.10 | 94.797 | 93.831 | 93.239 | ||
| 1304 | 2014.10.13 01:04 | t/p | 635 | 0.10 | 93.241 | 93.831 | 93.239 | 15560.00 | 1364230.00 |
| 1305 | 2014.10.13 06:00 | sell | 636 | 0.10 | 93.541 | 95.939 | 91.985 | ||
| 1306 | 2014.10.15 22:00 | close | 636 | 0.10 | 92.981 | 95.939 | 91.985 | 5600.00 | 1369830.00 |
| 1307 | 2014.10.15 22:00 | sell | 637 | 0.10 | 92.988 | 95.893 | 91.431 | ||
| 1308 | 2014.10.15 23:00 | close | 637 | 0.10 | 93.492 | 95.893 | 91.431 | -5040.00 | 1364790.00 |
| 1309 | 2014.10.16 02:00 | sell | 638 | 0.10 | 93.261 | 95.893 | 91.721 | ||
| 1310 | 2014.10.16 17:00 | close | 638 | 0.10 | 92.562 | 95.893 | 91.721 | 6990.00 | 1371780.00 |
| 1311 | 2014.10.16 19:00 | sell | 639 | 0.10 | 92.906 | 95.893 | 91.348 | ||
| 1312 | 2014.10.20 04:00 | close | 639 | 0.10 | 93.959 | 95.893 | 91.348 | -10530.00 | 1361250.00 |
| 1313 | 2014.10.20 04:00 | buy | 640 | 0.10 | 93.949 | 92.598 | 94.998 | ||
| 1314 | 2014.10.24 15:00 | close | 640 | 0.10 | 94.846 | 92.598 | 94.998 | 8970.00 | 1370220.00 |
| 1315 | 2014.10.24 15:00 | buy | 641 | 0.10 | 94.851 | 93.504 | 95.904 | ||
| 1316 | 2014.10.29 04:03 | t/p | 641 | 0.10 | 95.903 | 93.504 | 95.904 | 10520.00 | 1380740.00 |
| 1317 | 2014.11.05 14:00 | sell | 642 | 0.10 | 98.687 | 99.773 | 97.140 | ||
| 1318 | 2014.11.07 12:00 | close | 642 | 0.10 | 99.038 | 99.773 | 97.140 | -3510.00 | 1377230.00 |
| 1319 | 2014.11.07 12:00 | buy | 643 | 0.10 | 99.037 | 95.326 | 100.590 | ||
| 1320 | 2014.11.11 21:00 | modify | 643 | 0.10 | 99.037 | 100.006 | 100.590 | ||
| 1321 | 2014.11.11 23:43 | t/p | 643 | 0.10 | 100.585 | 100.006 | 100.590 | 15480.00 | 1392710.00 |
| 1322 | 2014.11.12 00:01 | buy | 644 | 0.10 | 100.558 | 98.037 | 102.120 | ||
| 1323 | 2014.11.14 20:00 | close | 644 | 0.10 | 101.684 | 98.037 | 102.120 | 11260.00 | 1403970.00 |
| 1324 | 2014.11.18 03:00 | buy | 645 | 0.10 | 101.703 | 98.438 | 103.247 | ||
| 1325 | 2014.11.21 16:00 | close | 645 | 0.10 | 102.481 | 98.438 | 103.247 | 7780.00 | 1411750.00 |
| 1326 | 2014.11.21 18:00 | buy | 646 | 0.10 | 102.088 | 100.007 | 103.633 | ||
| 1327 | 2014.11.25 03:00 | close | 646 | 0.10 | 101.686 | 100.007 | 103.633 | -4020.00 | 1407730.00 |
| 1328 | 2014.11.25 03:00 | sell | 647 | 0.10 | 101.669 | 102.901 | 100.130 | ||
| 1329 | 2014.11.25 23:00 | close | 647 | 0.10 | 100.637 | 102.901 | 100.130 | 10320.00 | 1418050.00 |
| 1330 | 2014.11.26 01:00 | sell | 648 | 0.10 | 100.605 | 102.901 | 99.047 | ||
| 1331 | 2014.12.09 06:00 | t/p | 648 | 0.10 | 99.056 | 102.901 | 99.047 | 15490.00 | 1433540.00 |
| 1332 | 2014.12.09 07:00 | sell | 649 | 0.10 | 99.039 | 101.420 | 97.487 | ||
| 1333 | 2014.12.10 23:00 | close | 649 | 0.10 | 98.260 | 101.420 | 97.487 | 7790.00 | 1441330.00 |
| 1334 | 2014.12.10 23:00 | sell | 650 | 0.10 | 98.240 | 101.420 | 96.687 | ||
| 1335 | 2014.12.15 03:00 | close | 650 | 0.10 | 97.325 | 101.420 | 96.687 | 9150.00 | 1450480.00 |
| 1336 | 2014.12.15 03:00 | sell | 651 | 0.10 | 97.310 | 101.070 | 95.770 | ||
| 1337 | 2014.12.16 13:00 | close | 651 | 0.10 | 96.346 | 101.070 | 95.770 | 9640.00 | 1460120.00 |
| 1338 | 2014.12.16 13:00 | sell | 652 | 0.10 | 96.344 | 100.089 | 94.789 | ||
| 1339 | 2014.12.16 15:00 | close | 652 | 0.10 | 95.668 | 100.089 | 94.789 | 6760.00 | 1466880.00 |
| 1340 | 2014.12.16 15:00 | sell | 653 | 0.10 | 95.650 | 99.409 | 94.109 | ||
| 1341 | 2015.01.05 06:00 | close | 653 | 0.10 | 97.170 | 99.409 | 94.109 | -15200.00 | 1451680.00 |
| 1342 | 2015.01.05 06:00 | sell | 654 | 0.10 | 97.169 | 98.361 | 95.612 | ||
| 1343 | 2015.01.06 22:00 | close | 654 | 0.10 | 96.200 | 98.361 | 95.612 | 9690.00 | 1461370.00 |
| 1344 | 2015.01.06 22:00 | sell | 655 | 0.10 | 96.183 | 98.361 | 94.634 | ||
| 1345 | 2015.01.14 08:19 | t/p | 655 | 0.10 | 94.630 | 98.361 | 94.634 | 15530.00 | 1476900.00 |
| 1346 | 2015.01.14 09:00 | sell | 656 | 0.10 | 94.373 | 97.709 | 92.813 | ||
| 1347 | 2015.01.14 11:00 | close | 656 | 0.10 | 94.916 | 97.709 | 92.813 | -5430.00 | 1471470.00 |
| 1348 | 2015.01.14 11:00 | sell | 657 | 0.10 | 94.917 | 97.709 | 93.368 | ||
| 1349 | 2015.01.23 14:46 | t/p | 657 | 0.10 | 93.367 | 97.709 | 93.368 | 15500.00 | 1486970.00 |
| 1350 | 2015.01.23 16:00 | sell | 658 | 0.10 | 93.433 | 97.181 | 91.881 | ||