Strategy Tester Report
EA_BBHLband_H1_forNJ_1.03
| 通貨ペア | NZDJPY (New Zealand Dollar vs Japanese Yen) | ||||
| 期間 | 1時間足(H1) 2007.01.02 09:00 - 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=44112101; MagicNumberS=44112201; Lots=0.1; 複利運用基準値=0; トレンドモード="自動"; 両建て="あり"; Slippage=3; timeframe=60; 許容スプレッド=50; 最大テイクプロフィット=180; 最大ストップロス=300; | ||||
| テストバー数 | 97244 | モデルティック数 | 236872137 | 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 | 1690740.00 | 総利益 | 3284240.00 | 総損失 | -1593500.00 |
| プロフィットファクタ | 2.06 | 期待利得 | 4644.89 | ||
| 絶対ドローダウン | 12350.00 | 最大ドローダウン | 79870.00 (6.57%) | 相対ドローダウン | 20.40% (53820.00) |
| 総取引数 | 364 | 売りポジション(勝率%） | 199 (70.35%) | 買いポジション(勝率%） | 165 (76.36%) |
| 勝率(%) | 266 (73.08%) | 負率 (%) | 98 (26.92%) | ||
| 最大 | 勝トレード | 19000.00 | 敗トレード | -32500.00 | |
| 平均 | 勝トレード | 12346.77 | 敗トレード | -16260.20 | |
| 最大 | 連勝(金額) | 20 (267590.00) | 連敗(金額) | 5 (-60590.00) | |
| 最大 | 連勝(トレード数) | 267590.00 (20) | 連敗(トレード数) | -60590.00 (5) | |
| 平均 | 連勝 | 3 | 連敗 | 1 | |
1ページ目次へ
| # | 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 |
| 1 | 2007.01.03 20:00 | buy | 1 | 0.10 | 84.438 | 82.471 | 85.336 | ||
| 2 | 2007.01.03 21:00 | close | 1 | 0.10 | 84.569 | 82.471 | 85.336 | 1310.00 | 201310.00 |
| 3 | 2007.01.03 21:00 | buy | 2 | 0.10 | 84.598 | 82.466 | 85.493 | ||
| 4 | 2007.01.03 22:00 | close | 2 | 0.10 | 84.389 | 82.466 | 85.493 | -2090.00 | 199220.00 |
| 5 | 2007.01.04 11:00 | sell | 3 | 0.10 | 83.660 | 85.151 | 81.869 | ||
| 6 | 2007.01.05 05:37 | t/p | 3 | 0.10 | 81.868 | 85.151 | 81.869 | 17920.00 | 217140.00 |
| 7 | 2007.01.17 01:00 | sell | 4 | 0.10 | 83.192 | 85.151 | 81.383 | ||
| 8 | 2007.01.22 17:59 | s/l | 4 | 0.10 | 85.153 | 85.151 | 81.383 | -19610.00 | 197530.00 |
| 9 | 2007.01.24 10:00 | sell | 5 | 0.10 | 84.160 | 85.914 | 82.364 | ||
| 10 | 2007.02.01 17:48 | t/p | 5 | 0.10 | 82.333 | 85.914 | 82.364 | 18270.00 | 215800.00 |
| 11 | 2007.02.26 11:00 | sell | 6 | 0.10 | 85.205 | 86.271 | 83.399 | ||
| 12 | 2007.02.27 20:32 | t/p | 6 | 0.10 | 83.407 | 86.271 | 83.399 | 17980.00 | 233780.00 |
| 13 | 2007.03.08 00:00 | sell | 7 | 0.10 | 78.646 | 81.638 | 77.738 | ||
| 14 | 2007.03.08 01:00 | close | 7 | 0.10 | 78.647 | 81.638 | 77.738 | -10.00 | 233770.00 |
| 15 | 2007.03.08 01:00 | sell | 8 | 0.10 | 78.607 | 81.600 | 77.700 | ||
| 16 | 2007.03.08 02:00 | close | 8 | 0.10 | 78.404 | 81.600 | 77.700 | 2030.00 | 235800.00 |
| 17 | 2007.03.08 02:00 | sell | 9 | 0.10 | 78.365 | 81.367 | 77.467 | ||
| 18 | 2007.03.08 03:00 | close | 9 | 0.10 | 78.603 | 81.367 | 77.467 | -2380.00 | 233420.00 |
| 19 | 2007.03.19 13:00 | buy | 10 | 0.10 | 82.311 | 79.518 | 84.118 | ||
| 20 | 2007.03.22 18:59 | t/p | 10 | 0.10 | 84.121 | 79.518 | 84.118 | 18100.00 | 251520.00 |
| 21 | 2007.03.28 05:00 | sell | 11 | 0.10 | 83.806 | 86.287 | 82.003 | ||
| 22 | 2007.04.09 09:35 | s/l | 11 | 0.10 | 86.286 | 86.287 | 82.003 | -24800.00 | 226720.00 |
| 23 | 2007.04.13 18:00 | buy | 12 | 0.10 | 87.991 | 85.230 | 88.892 | ||
| 24 | 2007.04.17 15:38 | t/p | 12 | 0.10 | 88.888 | 85.230 | 88.892 | 8970.00 | 235690.00 |
| 25 | 2007.04.17 16:00 | buy | 13 | 0.10 | 88.840 | 85.754 | 89.741 | ||
| 26 | 2007.04.18 15:00 | sell | 14 | 0.10 | 87.896 | 89.495 | 86.105 | ||
| 27 | 2007.05.31 15:31 | s/l | 14 | 0.10 | 89.527 | 89.495 | 86.105 | -16310.00 | 219380.00 |
| 28 | 2007.05.31 17:55 | t/p | 13 | 0.10 | 89.763 | 85.754 | 89.741 | 9230.00 | 228610.00 |
| 29 | 2007.06.27 03:00 | sell | 15 | 0.10 | 94.016 | 95.659 | 92.222 | ||
| 30 | 2007.07.02 18:01 | s/l | 15 | 0.10 | 95.715 | 95.659 | 92.222 | -16990.00 | 211620.00 |
| 31 | 2007.07.10 04:00 | sell | 16 | 0.10 | 95.909 | 97.428 | 94.108 | ||
| 32 | 2007.07.11 00:55 | t/p | 16 | 0.10 | 94.107 | 97.428 | 94.108 | 18020.00 | 229640.00 |
| 33 | 2007.07.20 20:00 | sell | 17 | 0.10 | 96.063 | 97.804 | 94.267 | ||
| 34 | 2007.07.26 16:16 | t/p | 17 | 0.10 | 94.271 | 97.804 | 94.267 | 17920.00 | 247560.00 |
| 35 | 2007.08.08 16:00 | buy | 18 | 0.10 | 91.371 | 88.571 | 93.171 | ||
| 36 | 2007.08.10 02:35 | s/l | 18 | 0.10 | 88.561 | 88.571 | 93.171 | -28100.00 | 219460.00 |
| 37 | 2007.09.04 12:00 | sell | 19 | 0.10 | 80.675 | 83.190 | 79.766 | ||
| 38 | 2007.09.05 15:17 | t/p | 19 | 0.10 | 79.738 | 83.190 | 79.766 | 9370.00 | 228830.00 |
| 39 | 2007.09.05 16:00 | sell | 20 | 0.10 | 79.662 | 82.653 | 78.753 | ||
| 40 | 2007.09.06 02:49 | t/p | 20 | 0.10 | 78.740 | 82.653 | 78.753 | 9220.00 | 238050.00 |
| 41 | 2007.09.07 17:00 | sell | 21 | 0.10 | 78.716 | 81.722 | 77.822 | ||
| 42 | 2007.09.07 18:23 | t/p | 21 | 0.10 | 77.776 | 81.722 | 77.822 | 9400.00 | 247450.00 |
| 43 | 2007.09.07 19:00 | sell | 22 | 0.10 | 78.179 | 81.185 | 77.285 | ||
| 44 | 2007.09.10 00:00 | close | 22 | 0.10 | 77.823 | 81.185 | 77.285 | 3560.00 | 251010.00 |
| 45 | 2007.09.25 04:00 | sell | 23 | 0.10 | 85.153 | 86.460 | 84.244 | ||
| 46 | 2007.09.25 13:10 | t/p | 23 | 0.10 | 84.243 | 86.460 | 84.244 | 9100.00 | 260110.00 |
| 47 | 2007.10.01 06:01 | buy | 24 | 0.10 | 87.829 | 84.759 | 88.659 | ||
| 48 | 2007.10.01 07:00 | close | 24 | 0.10 | 88.025 | 84.759 | 88.659 | 1960.00 | 262070.00 |
| 49 | 2007.10.01 07:00 | buy | 25 | 0.10 | 88.043 | 85.050 | 88.950 | ||
| 50 | 2007.10.01 08:00 | close | 25 | 0.10 | 87.882 | 85.050 | 88.950 | -1610.00 | 260460.00 |
| 51 | 2007.10.01 08:00 | buy | 26 | 0.10 | 87.905 | 84.908 | 88.808 | ||
| 52 | 2007.10.01 09:00 | close | 26 | 0.10 | 88.138 | 84.908 | 88.808 | 2330.00 | 262790.00 |
| 53 | 2007.10.01 09:00 | buy | 27 | 0.10 | 88.167 | 85.166 | 89.066 | ||
| 54 | 2007.10.01 10:00 | close | 27 | 0.10 | 88.089 | 85.166 | 89.066 | -780.00 | 262010.00 |
| 55 | 2007.10.01 10:00 | buy | 28 | 0.10 | 88.134 | 85.137 | 89.037 | ||
| 56 | 2007.10.01 11:00 | close | 28 | 0.10 | 88.144 | 85.137 | 89.037 | 100.00 | 262110.00 |
| 57 | 2007.10.01 12:00 | buy | 29 | 0.10 | 88.362 | 85.368 | 89.268 | ||
| 58 | 2007.10.01 13:00 | close | 29 | 0.10 | 88.412 | 85.368 | 89.268 | 500.00 | 262610.00 |
| 59 | 2007.10.11 11:00 | buy | 30 | 0.10 | 90.115 | 87.318 | 91.007 | ||
| 60 | 2007.10.11 18:32 | t/p | 30 | 0.10 | 91.007 | 87.318 | 91.007 | 8920.00 | 271530.00 |
| 61 | 2007.10.15 19:00 | sell | 31 | 0.10 | 89.797 | 92.592 | 87.992 | ||
| 62 | 2007.10.16 10:17 | t/p | 31 | 0.10 | 87.974 | 92.592 | 87.992 | 18230.00 | 289760.00 |
| 63 | 2007.10.19 05:00 | sell | 32 | 0.10 | 86.095 | 88.904 | 84.304 | ||
| 64 | 2007.10.22 02:32 | t/p | 32 | 0.10 | 84.291 | 88.904 | 84.304 | 18040.00 | 307800.00 |
| 65 | 2007.11.26 02:00 | buy | 33 | 0.10 | 82.708 | 79.917 | 84.517 | ||
| 66 | 2007.11.28 15:43 | t/p | 33 | 0.10 | 84.540 | 79.917 | 84.517 | 18320.00 | 326120.00 |
| 67 | 2007.12.05 16:00 | buy | 34 | 0.10 | 84.832 | 82.022 | 86.622 | ||
| 68 | 2007.12.06 21:54 | t/p | 34 | 0.10 | 86.640 | 82.022 | 86.622 | 18080.00 | 344200.00 |
| 69 | 2007.12.14 17:00 | sell | 35 | 0.10 | 87.099 | 89.903 | 85.303 | ||
| 70 | 2007.12.17 16:54 | t/p | 35 | 0.10 | 85.289 | 89.903 | 85.303 | 18100.00 | 362300.00 |
| 71 | 2007.12.28 06:00 | sell | 36 | 0.10 | 87.245 | 90.044 | 85.444 | ||
| 72 | 2007.12.31 21:26 | t/p | 36 | 0.10 | 85.412 | 90.044 | 85.444 | 18330.00 | 380630.00 |
| 73 | 2008.01.30 18:00 | buy | 37 | 0.10 | 83.834 | 81.040 | 85.640 | ||
| 74 | 2008.02.04 17:00 | close | 37 | 0.10 | 85.059 | 81.040 | 85.640 | 12250.00 | 392880.00 |
| 75 | 2008.02.20 08:00 | sell | 38 | 0.10 | 85.503 | 88.307 | 83.707 | ||
| 76 | 2008.02.29 14:37 | t/p | 38 | 0.10 | 83.699 | 88.307 | 83.707 | 18040.00 | 410920.00 |
| 77 | 2008.03.24 12:00 | buy | 39 | 0.10 | 79.366 | 76.561 | 81.161 | ||
| 78 | 2008.04.02 18:59 | t/p | 39 | 0.10 | 81.170 | 76.561 | 81.161 | 18040.00 | 428960.00 |
| 79 | 2008.04.07 09:00 | buy | 40 | 0.10 | 80.980 | 78.189 | 82.789 | ||
| 80 | 2008.04.23 11:56 | t/p | 40 | 0.10 | 82.785 | 78.189 | 82.789 | 18050.00 | 447010.00 |
| 81 | 2008.05.07 22:00 | sell | 41 | 0.10 | 81.940 | 84.738 | 80.138 | ||
| 82 | 2008.05.08 10:44 | t/p | 41 | 0.10 | 80.138 | 84.738 | 80.138 | 18020.00 | 465030.00 |
| 83 | 2008.06.02 17:00 | sell | 42 | 0.10 | 81.993 | 84.788 | 80.188 | ||
| 84 | 2008.06.06 23:10 | t/p | 42 | 0.10 | 80.135 | 84.788 | 80.188 | 18580.00 | 483610.00 |
| 85 | 2008.07.29 11:00 | sell | 43 | 0.10 | 79.655 | 81.998 | 78.751 | ||
| 86 | 2008.08.01 03:04 | t/p | 43 | 0.10 | 78.736 | 81.998 | 78.751 | 9190.00 | 492800.00 |
| 87 | 2008.08.01 04:00 | sell | 44 | 0.10 | 78.496 | 80.749 | 77.590 | ||
| 88 | 2008.08.08 03:28 | t/p | 44 | 0.10 | 77.596 | 80.749 | 77.590 | 9000.00 | 501800.00 |
| 89 | 2008.08.08 04:00 | sell | 45 | 0.10 | 77.585 | 79.640 | 76.678 | ||
| 90 | 2008.08.08 06:15 | t/p | 45 | 0.10 | 76.621 | 79.640 | 76.678 | 9640.00 | 511440.00 |
| 91 | 2008.08.08 07:01 | sell | 46 | 0.10 | 76.848 | 79.640 | 75.929 | ||
| 92 | 2008.08.13 00:11 | t/p | 46 | 0.10 | 75.928 | 79.640 | 75.929 | 9200.00 | 520640.00 |
| 93 | 2008.08.13 01:00 | sell | 47 | 0.10 | 75.721 | 78.730 | 74.830 | ||
| 94 | 2008.08.13 05:13 | t/p | 47 | 0.10 | 74.825 | 78.730 | 74.830 | 8960.00 | 529600.00 |
| 95 | 2008.08.15 16:00 | buy | 48 | 0.10 | 77.593 | 74.785 | 79.385 | ||
| 96 | 2008.09.01 05:00 | sell | 49 | 0.10 | 75.378 | 77.833 | 74.474 | ||
| 97 | 2008.09.02 01:26 | s/l | 48 | 0.10 | 74.775 | 74.785 | 79.385 | -28180.00 | 501420.00 |
| 98 | 2008.09.02 08:57 | t/p | 49 | 0.10 | 74.463 | 77.833 | 74.474 | 9150.00 | 510570.00 |
| 99 | 2008.09.02 10:00 | sell | 50 | 0.10 | 74.020 | 77.015 | 73.115 | ||
| 100 | 2008.09.04 18:33 | t/p | 50 | 0.10 | 73.111 | 77.015 | 73.115 | 9090.00 | 519660.00 |
| 101 | 2008.09.04 19:00 | sell | 51 | 0.10 | 73.182 | 76.180 | 72.280 | ||
| 102 | 2008.09.04 21:12 | t/p | 51 | 0.10 | 72.260 | 76.180 | 72.280 | 9220.00 | 528880.00 |
| 103 | 2008.12.11 19:00 | buy | 52 | 0.10 | 51.060 | 48.057 | 51.957 | ||
| 104 | 2008.12.17 20:39 | t/p | 52 | 0.10 | 51.962 | 48.057 | 51.957 | 9020.00 | 537900.00 |
| 105 | 2008.12.18 10:00 | buy | 53 | 0.10 | 52.532 | 49.731 | 54.331 | ||
| 106 | 2009.01.05 01:16 | t/p | 53 | 0.10 | 54.332 | 49.731 | 54.331 | 18000.00 | 555900.00 |
| 107 | 2009.01.27 10:00 | buy | 54 | 0.10 | 47.873 | 44.627 | 49.666 | ||
| 108 | 2009.02.02 11:01 | s/l | 54 | 0.10 | 44.623 | 44.627 | 49.666 | -32500.00 | 523400.00 |
| 109 | 2009.02.05 19:00 | buy | 55 | 0.10 | 46.899 | 43.747 | 48.705 | ||
| 110 | 2009.02.06 19:25 | t/p | 55 | 0.10 | 48.722 | 43.747 | 48.705 | 18230.00 | 541630.00 |
| 111 | 2009.02.13 10:00 | buy | 56 | 0.10 | 48.259 | 45.456 | 50.056 | ||
| 112 | 2009.02.25 09:34 | t/p | 56 | 0.10 | 50.058 | 45.456 | 50.056 | 17990.00 | 559620.00 |
| 113 | 2009.03.18 19:00 | sell | 57 | 0.10 | 51.809 | 54.611 | 50.011 | ||
| 114 | 2009.03.20 16:00 | buy | 58 | 0.10 | 53.561 | 50.376 | 54.459 | ||
| 115 | 2009.03.23 05:32 | t/p | 58 | 0.10 | 54.466 | 50.376 | 54.459 | 9050.00 | 568670.00 |
| 116 | 2009.03.23 12:28 | s/l | 57 | 0.10 | 54.606 | 54.611 | 50.011 | -27970.00 | 540700.00 |
| 117 | 2009.04.14 16:00 | sell | 59 | 0.10 | 58.232 | 61.037 | 56.437 | ||
| 118 | 2009.04.16 10:49 | t/p | 59 | 0.10 | 56.431 | 61.037 | 56.437 | 18010.00 | 558710.00 |
| 119 | 2009.04.16 11:00 | sell | 60 | 0.10 | 56.329 | 59.135 | 54.535 | ||
| 120 | 2009.04.20 19:04 | t/p | 60 | 0.10 | 54.541 | 59.135 | 54.535 | 17880.00 | 576590.00 |
| 121 | 2009.05.13 13:00 | sell | 61 | 0.10 | 57.662 | 60.472 | 55.872 | ||
| 122 | 2009.05.15 12:18 | t/p | 61 | 0.10 | 55.871 | 60.472 | 55.872 | 17910.00 | 594500.00 |
| 123 | 2009.06.03 15:00 | sell | 62 | 0.10 | 61.883 | 63.763 | 60.987 | ||
| 124 | 2009.06.03 19:29 | t/p | 62 | 0.10 | 60.984 | 63.763 | 60.987 | 8990.00 | 603490.00 |
| 125 | 2009.06.15 11:00 | sell | 63 | 0.10 | 62.210 | 65.008 | 60.408 | ||
| 126 | 2009.06.16 08:44 | t/p | 63 | 0.10 | 60.310 | 65.008 | 60.408 | 19000.00 | 622490.00 |
| 127 | 2009.06.22 16:00 | sell | 64 | 0.10 | 60.622 | 63.431 | 58.831 | ||
| 128 | 2009.07.08 18:08 | t/p | 64 | 0.10 | 58.823 | 63.431 | 58.831 | 17990.00 | 640480.00 |
| 129 | 2009.07.21 20:00 | sell | 65 | 0.10 | 60.890 | 63.845 | 59.097 | ||
| 130 | 2009.08.04 04:33 | s/l | 65 | 0.10 | 63.856 | 63.845 | 59.097 | -29660.00 | 610820.00 |
| 131 | 2009.08.11 08:00 | sell | 66 | 0.10 | 65.112 | 66.393 | 64.213 | ||
| 132 | 2009.08.11 17:02 | t/p | 66 | 0.10 | 64.211 | 66.393 | 64.213 | 9010.00 | 619830.00 |
| 133 | 2009.08.11 17:02 | sell | 67 | 0.10 | 64.169 | 66.393 | 62.545 | ||
| 134 | 2009.09.01 21:52 | t/p | 67 | 0.10 | 62.548 | 66.393 | 62.545 | 16210.00 | 636040.00 |
| 135 | 2009.09.14 04:00 | sell | 68 | 0.10 | 63.357 | 66.393 | 61.567 | ||
| 136 | 2009.10.13 08:31 | s/l | 68 | 0.10 | 66.390 | 66.393 | 61.567 | -30330.00 | 605710.00 |
| 137 | 2009.10.26 19:00 | sell | 69 | 0.10 | 68.910 | 70.168 | 68.005 | ||
| 138 | 2009.10.28 03:49 | t/p | 69 | 0.10 | 67.985 | 70.168 | 68.005 | 9250.00 | 614960.00 |
| 139 | 2009.10.28 05:00 | sell | 70 | 0.10 | 67.845 | 70.168 | 66.053 | ||
| 140 | 2009.10.28 19:50 | t/p | 70 | 0.10 | 66.050 | 70.168 | 66.053 | 17950.00 | 632910.00 |
| 141 | 2009.11.17 13:00 | sell | 71 | 0.10 | 66.279 | 69.076 | 64.476 | ||
| 142 | 2009.11.20 12:29 | t/p | 71 | 0.10 | 64.481 | 69.076 | 64.476 | 17980.00 | 650890.00 |
| 143 | 2009.11.26 07:00 | sell | 72 | 0.10 | 62.477 | 65.943 | 61.569 | ||
| 144 | 2009.11.27 01:12 | t/p | 72 | 0.10 | 61.573 | 65.943 | 61.569 | 9040.00 | 659930.00 |
| 145 | 2009.12.01 07:00 | buy | 73 | 0.10 | 62.767 | 59.977 | 64.577 | ||
| 146 | 2009.12.04 15:30 | t/p | 73 | 0.10 | 64.618 | 59.977 | 64.577 | 18510.00 | 678440.00 |
| 147 | 2009.12.04 16:00 | buy | 74 | 0.10 | 64.510 | 61.705 | 66.305 | ||
| 148 | 2009.12.30 15:28 | t/p | 74 | 0.10 | 66.307 | 61.705 | 66.305 | 17970.00 | 696410.00 |
| 149 | 2010.01.04 04:00 | sell | 75 | 0.10 | 66.906 | 70.168 | 65.116 | ||
| 150 | 2010.01.21 18:06 | t/p | 75 | 0.10 | 65.113 | 70.168 | 65.116 | 17930.00 | 714340.00 |
1ページ目次へ