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 | |
| # | 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 |
| 151 | 2010.01.28 05:00 | buy | 76 | 0.10 | 63.915 | 61.109 | 65.709 | ||
| 152 | 2010.02.04 18:41 | s/l | 76 | 0.10 | 61.101 | 61.109 | 65.709 | -28140.00 | 686200.00 |
| 153 | 2010.02.09 15:00 | buy | 77 | 0.10 | 62.167 | 59.371 | 63.971 | ||
| 154 | 2010.02.17 11:42 | t/p | 77 | 0.10 | 63.980 | 59.371 | 63.971 | 18130.00 | 704330.00 |
| 155 | 2010.03.05 17:00 | buy | 78 | 0.10 | 62.711 | 59.920 | 64.520 | ||
| 156 | 2010.03.17 08:05 | t/p | 78 | 0.10 | 64.530 | 59.920 | 64.520 | 18190.00 | 722520.00 |
| 157 | 2010.03.31 07:00 | buy | 79 | 0.10 | 66.344 | 64.010 | 67.250 | ||
| 158 | 2010.04.06 07:00 | sell | 80 | 0.10 | 66.008 | 68.800 | 64.200 | ||
| 159 | 2010.04.23 17:59 | t/p | 79 | 0.10 | 67.256 | 64.010 | 67.250 | 9120.00 | 731640.00 |
| 160 | 2010.05.03 14:26 | s/l | 80 | 0.10 | 68.806 | 68.800 | 64.200 | -27980.00 | 703660.00 |
| 161 | 2010.05.04 22:00 | sell | 81 | 0.10 | 67.832 | 70.168 | 66.040 | ||
| 162 | 2010.05.06 18:48 | t/p | 81 | 0.10 | 66.032 | 70.168 | 66.040 | 18000.00 | 721660.00 |
| 163 | 2010.05.25 07:00 | sell | 82 | 0.10 | 59.955 | 62.960 | 59.060 | ||
| 164 | 2010.05.25 08:00 | close | 82 | 0.10 | 60.126 | 62.960 | 59.060 | -1710.00 | 719950.00 |
| 165 | 2010.05.25 09:00 | sell | 83 | 0.10 | 59.706 | 62.715 | 58.815 | ||
| 166 | 2010.05.25 10:00 | close | 83 | 0.10 | 59.404 | 62.715 | 58.815 | 3020.00 | 722970.00 |
| 167 | 2010.05.25 10:00 | sell | 84 | 0.10 | 59.360 | 62.365 | 58.465 | ||
| 168 | 2010.05.25 11:00 | close | 84 | 0.10 | 59.360 | 62.365 | 58.465 | 0.00 | 722970.00 |
| 169 | 2010.05.25 11:00 | sell | 85 | 0.10 | 59.329 | 62.325 | 58.425 | ||
| 170 | 2010.05.25 12:00 | close | 85 | 0.10 | 59.190 | 62.325 | 58.425 | 1390.00 | 724360.00 |
| 171 | 2010.05.27 17:00 | buy | 86 | 0.10 | 61.398 | 58.178 | 63.188 | ||
| 172 | 2010.06.03 04:31 | t/p | 86 | 0.10 | 63.192 | 58.178 | 63.188 | 17940.00 | 742300.00 |
| 173 | 2010.06.09 16:00 | buy | 87 | 0.10 | 61.527 | 58.730 | 63.330 | ||
| 174 | 2010.06.11 17:11 | t/p | 87 | 0.10 | 63.322 | 58.730 | 63.330 | 17950.00 | 760250.00 |
| 175 | 2010.07.07 21:00 | buy | 88 | 0.10 | 61.495 | 58.690 | 63.290 | ||
| 176 | 2010.07.13 03:16 | t/p | 88 | 0.10 | 63.285 | 58.690 | 63.290 | 17900.00 | 778150.00 |
| 177 | 2010.07.29 01:00 | sell | 89 | 0.10 | 62.980 | 65.775 | 61.175 | ||
| 178 | 2010.08.11 10:25 | t/p | 89 | 0.10 | 61.167 | 65.775 | 61.175 | 18130.00 | 796280.00 |
| 179 | 2010.08.17 19:00 | buy | 90 | 0.10 | 61.091 | 58.178 | 62.898 | ||
| 180 | 2010.08.24 11:00 | sell | 91 | 0.10 | 59.390 | 61.940 | 58.480 | ||
| 181 | 2010.08.31 22:20 | t/p | 91 | 0.10 | 58.481 | 61.940 | 58.480 | 9090.00 | 805370.00 |
| 182 | 2010.09.15 17:39 | t/p | 90 | 0.10 | 62.894 | 58.178 | 62.898 | 18030.00 | 823400.00 |
| 183 | 2010.10.07 17:00 | sell | 92 | 0.10 | 61.899 | 64.700 | 60.100 | ||
| 184 | 2010.11.04 01:00 | buy | 93 | 0.10 | 63.865 | 60.855 | 64.755 | ||
| 185 | 2010.11.05 19:15 | s/l | 92 | 0.10 | 64.713 | 64.700 | 60.100 | -28140.00 | 795260.00 |
| 186 | 2010.11.05 20:33 | t/p | 93 | 0.10 | 64.770 | 60.855 | 64.755 | 9050.00 | 804310.00 |
| 187 | 2010.11.10 16:00 | buy | 94 | 0.10 | 64.328 | 62.590 | 65.234 | ||
| 188 | 2010.11.12 06:00 | sell | 95 | 0.10 | 63.862 | 66.667 | 62.067 | ||
| 189 | 2010.11.22 02:53 | t/p | 94 | 0.10 | 65.243 | 62.590 | 65.234 | 9150.00 | 813460.00 |
| 190 | 2010.11.22 03:00 | buy | 96 | 0.10 | 65.333 | 63.209 | 66.223 | ||
| 191 | 2010.11.23 18:21 | s/l | 96 | 0.10 | 63.198 | 63.209 | 66.223 | -21350.00 | 792110.00 |
| 192 | 2010.11.30 15:18 | t/p | 95 | 0.10 | 62.072 | 66.667 | 62.067 | 17900.00 | 810010.00 |
| 193 | 2010.12.28 22:00 | buy | 97 | 0.10 | 62.238 | 59.437 | 64.037 | ||
| 194 | 2011.01.19 18:00 | sell | 98 | 0.10 | 63.367 | 65.869 | 61.568 | ||
| 195 | 2011.01.27 14:29 | t/p | 97 | 0.10 | 64.032 | 59.437 | 64.037 | 17940.00 | 827950.00 |
| 196 | 2011.02.23 00:58 | t/p | 98 | 0.10 | 61.554 | 65.869 | 61.568 | 18130.00 | 846080.00 |
| 197 | 2011.03.01 22:00 | sell | 99 | 0.10 | 61.273 | 62.734 | 60.376 | ||
| 198 | 2011.03.07 10:38 | t/p | 99 | 0.10 | 60.381 | 62.734 | 60.376 | 8920.00 | 855000.00 |
| 199 | 2011.03.08 08:00 | buy | 100 | 0.10 | 60.974 | 57.948 | 62.775 | ||
| 200 | 2011.03.11 14:00 | sell | 101 | 0.10 | 60.492 | 61.916 | 59.598 | ||
| 201 | 2011.03.14 01:14 | t/p | 101 | 0.10 | 59.600 | 61.916 | 59.598 | 8920.00 | 863920.00 |
| 202 | 2011.03.14 02:00 | sell | 102 | 0.10 | 60.267 | 61.916 | 59.357 | ||
| 203 | 2011.03.15 13:26 | t/p | 102 | 0.10 | 59.351 | 61.916 | 59.357 | 9160.00 | 873080.00 |
| 204 | 2011.03.15 15:00 | sell | 103 | 0.10 | 59.292 | 61.916 | 58.399 | ||
| 205 | 2011.03.16 19:17 | t/p | 103 | 0.10 | 58.399 | 61.916 | 58.399 | 8930.00 | 882010.00 |
| 206 | 2011.03.16 21:00 | sell | 104 | 0.10 | 58.329 | 61.657 | 57.434 | ||
| 207 | 2011.03.16 21:11 | s/l | 100 | 0.10 | 57.950 | 57.948 | 62.775 | -30240.00 | 851770.00 |
| 208 | 2011.03.17 00:12 | t/p | 104 | 0.10 | 57.436 | 61.657 | 57.434 | 8930.00 | 860700.00 |
| 209 | 2011.03.22 12:00 | buy | 105 | 0.10 | 60.236 | 57.446 | 62.046 | ||
| 210 | 2011.03.29 17:56 | t/p | 105 | 0.10 | 62.041 | 57.446 | 62.046 | 18050.00 | 878750.00 |
| 211 | 2011.04.11 21:00 | sell | 106 | 0.10 | 66.011 | 67.208 | 64.213 | ||
| 212 | 2011.05.04 04:16 | t/p | 106 | 0.10 | 64.211 | 67.208 | 64.213 | 18000.00 | 896750.00 |
| 213 | 2011.06.01 22:00 | sell | 107 | 0.10 | 66.182 | 67.916 | 64.391 | ||
| 214 | 2011.06.16 15:09 | t/p | 107 | 0.10 | 64.382 | 67.916 | 64.391 | 18000.00 | 914750.00 |
| 215 | 2011.07.11 16:00 | sell | 108 | 0.10 | 66.895 | 68.337 | 65.100 | ||
| 216 | 2011.07.12 10:08 | t/p | 108 | 0.10 | 65.102 | 68.337 | 65.100 | 17930.00 | 932680.00 |
| 217 | 2011.07.28 06:00 | sell | 109 | 0.10 | 67.622 | 68.754 | 65.819 | ||
| 218 | 2011.08.01 03:41 | s/l | 109 | 0.10 | 68.765 | 68.754 | 65.819 | -11430.00 | 921250.00 |
| 219 | 2011.08.18 20:00 | sell | 110 | 0.10 | 63.055 | 65.937 | 62.149 | ||
| 220 | 2011.08.22 14:00 | buy | 111 | 0.10 | 63.389 | 60.586 | 65.186 | ||
| 221 | 2011.08.29 17:59 | t/p | 111 | 0.10 | 65.188 | 60.586 | 65.186 | 17990.00 | 939240.00 |
| 222 | 2011.09.21 18:30 | t/p | 110 | 0.10 | 62.147 | 65.937 | 62.149 | 9080.00 | 948320.00 |
| 223 | 2011.09.26 09:00 | sell | 112 | 0.10 | 58.556 | 61.549 | 57.649 | ||
| 224 | 2011.10.03 19:00 | close | 112 | 0.10 | 58.464 | 61.549 | 57.649 | 920.00 | 949240.00 |
| 225 | 2011.10.03 21:00 | sell | 113 | 0.10 | 57.846 | 60.845 | 56.945 | ||
| 226 | 2011.10.04 00:00 | close | 113 | 0.10 | 57.691 | 60.845 | 56.945 | 1550.00 | 950790.00 |
| 227 | 2011.10.04 00:00 | sell | 114 | 0.10 | 57.648 | 61.128 | 56.756 | ||
| 228 | 2011.10.04 15:00 | close | 114 | 0.10 | 57.523 | 61.128 | 56.756 | 1250.00 | 952040.00 |
| 229 | 2011.10.07 16:00 | buy | 115 | 0.10 | 59.689 | 56.896 | 61.496 | ||
| 230 | 2011.10.12 17:15 | t/p | 115 | 0.10 | 61.505 | 56.896 | 61.496 | 18160.00 | 970200.00 |
| 231 | 2011.10.14 17:00 | buy | 116 | 0.10 | 61.769 | 58.962 | 63.562 | ||
| 232 | 2011.10.31 04:26 | t/p | 116 | 0.10 | 63.604 | 58.962 | 63.562 | 18350.00 | 988550.00 |
| 233 | 2011.11.25 17:00 | buy | 117 | 0.10 | 57.660 | 56.557 | 59.462 | ||
| 234 | 2011.11.29 17:00 | t/p | 117 | 0.10 | 59.475 | 56.557 | 59.462 | 18150.00 | 1006700.00 |
| 235 | 2011.12.16 04:00 | buy | 118 | 0.10 | 59.105 | 56.557 | 60.898 | ||
| 236 | 2012.01.10 04:36 | t/p | 118 | 0.10 | 60.900 | 56.557 | 60.898 | 17950.00 | 1024650.00 |
| 237 | 2012.01.12 18:00 | sell | 119 | 0.10 | 60.826 | 63.627 | 59.027 | ||
| 238 | 2012.01.23 14:00 | buy | 120 | 0.10 | 62.521 | 60.379 | 63.427 | ||
| 239 | 2012.01.23 19:00 | close | 120 | 0.10 | 62.351 | 60.379 | 63.427 | -1700.00 | 1022950.00 |
| 240 | 2012.01.24 18:00 | buy | 121 | 0.10 | 62.888 | 60.945 | 63.794 | ||
| 241 | 2012.01.25 22:46 | s/l | 119 | 0.10 | 63.632 | 63.627 | 59.027 | -28060.00 | 994890.00 |
| 242 | 2012.01.26 13:07 | t/p | 121 | 0.10 | 63.793 | 60.945 | 63.794 | 9050.00 | 1003940.00 |
| 243 | 2012.01.27 16:00 | sell | 122 | 0.10 | 63.051 | 65.845 | 61.245 | ||
| 244 | 2012.02.03 17:00 | buy | 123 | 0.10 | 63.994 | 61.835 | 64.808 | ||
| 245 | 2012.02.09 18:55 | t/p | 123 | 0.10 | 64.798 | 61.835 | 64.808 | 8040.00 | 1011980.00 |
| 246 | 2012.02.15 05:52 | s/l | 122 | 0.10 | 65.850 | 65.845 | 61.245 | -27990.00 | 983990.00 |
| 247 | 2012.02.15 06:00 | buy | 124 | 0.10 | 65.908 | 63.616 | 66.799 | ||
| 248 | 2012.02.20 00:00 | t/p | 124 | 0.10 | 66.803 | 63.616 | 66.799 | 8950.00 | 992940.00 |
| 249 | 2012.02.24 08:00 | buy | 125 | 0.10 | 67.445 | 65.830 | 68.351 | ||
| 250 | 2012.03.05 08:00 | sell | 126 | 0.10 | 67.300 | 69.378 | 65.497 | ||
| 251 | 2012.03.06 11:48 | s/l | 125 | 0.10 | 65.825 | 65.830 | 68.351 | -16200.00 | 976740.00 |
| 252 | 2012.03.06 18:01 | t/p | 126 | 0.10 | 65.481 | 69.378 | 65.497 | 18190.00 | 994930.00 |
| 253 | 2012.03.20 14:00 | sell | 127 | 0.10 | 68.356 | 69.619 | 66.551 | ||
| 254 | 2012.04.06 15:41 | t/p | 127 | 0.10 | 66.553 | 69.619 | 66.551 | 18030.00 | 1012960.00 |
| 255 | 2012.04.25 03:00 | buy | 128 | 0.10 | 66.257 | 63.463 | 68.063 | ||
| 256 | 2012.04.30 19:00 | sell | 129 | 0.10 | 65.227 | 66.958 | 64.331 | ||
| 257 | 2012.05.03 17:13 | t/p | 129 | 0.10 | 64.323 | 66.958 | 64.331 | 9040.00 | 1022000.00 |
| 258 | 2012.05.04 17:00 | sell | 130 | 0.10 | 63.510 | 66.687 | 62.601 | ||
| 259 | 2012.05.04 17:00 | s/l | 128 | 0.10 | 63.470 | 63.463 | 68.063 | -27870.00 | 994130.00 |
| 260 | 2012.05.08 15:00 | close | 130 | 0.10 | 63.237 | 66.687 | 62.601 | 2730.00 | 996860.00 |
| 261 | 2012.05.08 18:00 | sell | 131 | 0.10 | 62.809 | 66.106 | 61.908 | ||
| 262 | 2012.05.09 19:00 | close | 131 | 0.10 | 62.526 | 66.106 | 61.908 | 2830.00 | 999690.00 |
| 263 | 2012.05.14 12:00 | sell | 132 | 0.10 | 62.211 | 64.213 | 61.309 | ||
| 264 | 2012.05.14 19:00 | close | 132 | 0.10 | 62.263 | 64.213 | 61.309 | -520.00 | 999170.00 |
| 265 | 2012.05.17 17:00 | sell | 133 | 0.10 | 61.185 | 63.436 | 60.299 | ||
| 266 | 2012.05.18 04:33 | t/p | 133 | 0.10 | 60.288 | 63.436 | 60.299 | 8970.00 | 1008140.00 |
| 267 | 2012.05.23 11:00 | sell | 134 | 0.10 | 59.570 | 62.174 | 58.676 | ||
| 268 | 2012.06.01 11:44 | t/p | 134 | 0.10 | 58.684 | 62.174 | 58.676 | 8860.00 | 1017000.00 |
| 269 | 2012.06.06 05:00 | buy | 135 | 0.10 | 59.966 | 57.160 | 61.760 | ||
| 270 | 2012.06.07 11:00 | close | 135 | 0.10 | 61.032 | 57.160 | 61.760 | 10660.00 | 1027660.00 |
| 271 | 2012.07.05 07:00 | sell | 136 | 0.10 | 64.029 | 66.822 | 62.222 | ||
| 272 | 2012.07.23 05:09 | t/p | 136 | 0.10 | 62.216 | 66.822 | 62.222 | 18130.00 | 1045790.00 |
| 273 | 2012.08.08 06:00 | sell | 137 | 0.10 | 63.879 | 66.684 | 62.084 | ||
| 274 | 2012.09.04 17:35 | t/p | 137 | 0.10 | 62.088 | 66.684 | 62.084 | 17910.00 | 1063700.00 |
| 275 | 2012.09.06 16:00 | buy | 138 | 0.10 | 62.845 | 60.047 | 64.647 | ||
| 276 | 2012.09.14 04:07 | t/p | 138 | 0.10 | 64.649 | 60.047 | 64.647 | 18040.00 | 1081740.00 |
| 277 | 2012.09.19 07:00 | buy | 139 | 0.10 | 65.353 | 63.133 | 66.250 | ||
| 278 | 2012.09.20 09:00 | sell | 140 | 0.10 | 64.352 | 67.143 | 62.543 | ||
| 279 | 2012.11.01 17:00 | t/p | 139 | 0.10 | 66.259 | 63.133 | 66.250 | 9060.00 | 1090800.00 |
| 280 | 2012.11.01 17:01 | buy | 141 | 0.10 | 66.281 | 64.521 | 67.114 | ||
| 281 | 2012.11.09 10:00 | close | 140 | 0.10 | 64.972 | 67.143 | 62.543 | -6200.00 | 1084600.00 |
| 282 | 2012.11.09 13:15 | s/l | 141 | 0.10 | 64.513 | 64.521 | 67.114 | -17680.00 | 1066920.00 |
| 283 | 2012.11.28 04:00 | sell | 142 | 0.10 | 67.185 | 68.934 | 65.381 | ||
| 284 | 2012.12.05 23:00 | buy | 143 | 0.10 | 68.238 | 66.791 | 69.138 | ||
| 285 | 2012.12.07 15:33 | s/l | 142 | 0.10 | 68.935 | 68.934 | 65.381 | -17500.00 | 1049420.00 |
| 286 | 2012.12.11 12:40 | t/p | 143 | 0.10 | 69.135 | 66.791 | 69.138 | 8970.00 | 1058390.00 |
| 287 | 2012.12.11 13:00 | buy | 144 | 0.10 | 69.185 | 66.964 | 70.091 | ||
| 288 | 2012.12.12 19:48 | t/p | 144 | 0.10 | 70.093 | 66.964 | 70.091 | 9080.00 | 1067470.00 |
| 289 | 2012.12.12 20:00 | buy | 145 | 0.10 | 70.239 | 67.769 | 71.141 | ||
| 290 | 2012.12.12 23:00 | close | 145 | 0.10 | 70.040 | 67.769 | 71.141 | -1990.00 | 1065480.00 |
| 291 | 2012.12.17 01:00 | buy | 146 | 0.10 | 71.278 | 68.164 | 72.181 | ||
| 292 | 2012.12.20 00:00 | sell | 147 | 0.10 | 70.376 | 71.857 | 68.572 | ||
| 293 | 2012.12.31 21:53 | s/l | 147 | 0.10 | 71.867 | 71.857 | 68.572 | -14910.00 | 1050570.00 |
| 294 | 2013.01.02 03:23 | t/p | 146 | 0.10 | 72.188 | 68.164 | 72.181 | 9100.00 | 1059670.00 |
| 295 | 2013.01.04 18:00 | buy | 148 | 0.10 | 72.993 | 69.708 | 73.887 | ||
| 296 | 2013.01.07 03:00 | close | 148 | 0.10 | 73.158 | 69.708 | 73.887 | 1650.00 | 1061320.00 |
| 297 | 2013.01.09 19:00 | buy | 149 | 0.10 | 73.819 | 71.664 | 74.723 | ||
| 298 | 2013.01.10 23:12 | t/p | 149 | 0.10 | 74.720 | 71.664 | 74.723 | 9010.00 | 1070330.00 |
| 299 | 2013.01.11 00:03 | buy | 150 | 0.10 | 75.016 | 72.112 | 75.990 | ||
| 300 | 2013.01.15 15:00 | sell | 151 | 0.10 | 74.259 | 76.012 | 72.468 | ||