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 |
| 301 | 2013.01.25 10:31 | s/l | 151 | 0.10 | 76.008 | 76.012 | 72.468 | -17490.00 | 1052840.00 |
| 302 | 2013.01.25 10:31 | t/p | 150 | 0.10 | 75.991 | 72.112 | 75.990 | 9750.00 | 1062590.00 |
| 303 | 2013.01.28 13:00 | sell | 152 | 0.10 | 75.112 | 76.873 | 73.316 | ||
| 304 | 2013.01.31 20:15 | s/l | 152 | 0.10 | 76.869 | 76.873 | 73.316 | -17570.00 | 1045020.00 |
| 305 | 2013.02.07 18:00 | sell | 153 | 0.10 | 77.581 | 79.902 | 75.777 | ||
| 306 | 2013.02.26 17:14 | t/p | 153 | 0.10 | 75.766 | 79.902 | 75.777 | 18150.00 | 1063170.00 |
| 307 | 2013.03.14 01:00 | sell | 154 | 0.10 | 78.651 | 80.393 | 76.851 | ||
| 308 | 2013.04.04 16:57 | s/l | 154 | 0.10 | 80.399 | 80.393 | 76.851 | -17480.00 | 1045690.00 |
| 309 | 2013.04.12 18:00 | sell | 155 | 0.10 | 84.597 | 86.904 | 83.696 | ||
| 310 | 2013.04.15 05:04 | t/p | 155 | 0.10 | 83.701 | 86.904 | 83.696 | 8960.00 | 1054650.00 |
| 311 | 2013.04.23 06:00 | sell | 156 | 0.10 | 82.888 | 85.695 | 81.095 | ||
| 312 | 2013.05.31 10:20 | t/p | 156 | 0.10 | 81.096 | 85.695 | 81.095 | 17920.00 | 1072570.00 |
| 313 | 2013.06.26 17:00 | buy | 157 | 0.10 | 76.661 | 73.856 | 78.456 | ||
| 314 | 2013.07.04 16:52 | t/p | 157 | 0.10 | 78.452 | 73.856 | 78.456 | 17910.00 | 1090480.00 |
| 315 | 2013.07.04 18:00 | buy | 158 | 0.10 | 78.579 | 75.773 | 80.373 | ||
| 316 | 2013.07.25 20:34 | t/p | 158 | 0.10 | 80.364 | 75.773 | 80.373 | 17850.00 | 1108330.00 |
| 317 | 2013.07.26 16:00 | sell | 159 | 0.10 | 79.437 | 82.237 | 77.637 | ||
| 318 | 2013.08.01 01:49 | t/p | 159 | 0.10 | 77.626 | 82.237 | 77.637 | 18110.00 | 1126440.00 |
| 319 | 2013.08.08 19:00 | buy | 160 | 0.10 | 77.189 | 74.385 | 78.985 | ||
| 320 | 2013.08.15 03:34 | t/p | 160 | 0.10 | 78.988 | 74.385 | 78.985 | 17990.00 | 1144430.00 |
| 321 | 2013.08.20 06:00 | sell | 161 | 0.10 | 78.150 | 80.948 | 76.348 | ||
| 322 | 2013.08.27 10:46 | t/p | 161 | 0.10 | 76.341 | 80.948 | 76.348 | 18090.00 | 1162520.00 |
| 323 | 2013.09.02 10:00 | buy | 162 | 0.10 | 77.166 | 74.370 | 78.970 | ||
| 324 | 2013.09.04 20:25 | t/p | 162 | 0.10 | 78.969 | 74.370 | 78.970 | 18030.00 | 1180550.00 |
| 325 | 2013.09.10 13:00 | buy | 163 | 0.10 | 80.516 | 77.093 | 81.414 | ||
| 326 | 2013.09.10 19:00 | close | 163 | 0.10 | 80.689 | 77.093 | 81.414 | 1730.00 | 1182280.00 |
| 327 | 2013.09.12 03:00 | buy | 164 | 0.10 | 81.316 | 78.227 | 82.212 | ||
| 328 | 2013.09.19 01:47 | t/p | 164 | 0.10 | 82.216 | 78.227 | 82.212 | 9000.00 | 1191280.00 |
| 329 | 2013.09.19 02:00 | buy | 165 | 0.10 | 82.265 | 80.176 | 83.162 | ||
| 330 | 2013.09.19 10:54 | t/p | 165 | 0.10 | 83.171 | 80.176 | 83.162 | 9060.00 | 1200340.00 |
| 331 | 2013.09.24 04:00 | sell | 166 | 0.10 | 82.287 | 85.080 | 80.480 | ||
| 332 | 2013.09.30 18:00 | close | 166 | 0.10 | 81.756 | 85.080 | 80.480 | 5310.00 | 1205650.00 |
| 333 | 2013.10.02 06:00 | sell | 167 | 0.10 | 80.343 | 83.141 | 78.541 | ||
| 334 | 2013.10.16 16:52 | s/l | 167 | 0.10 | 83.137 | 83.141 | 78.541 | -27940.00 | 1177710.00 |
| 335 | 2013.10.23 07:00 | sell | 168 | 0.10 | 82.534 | 85.327 | 80.727 | ||
| 336 | 2013.10.25 07:40 | t/p | 168 | 0.10 | 80.727 | 85.327 | 80.727 | 18070.00 | 1195780.00 |
| 337 | 2013.11.07 19:00 | sell | 169 | 0.10 | 82.252 | 85.043 | 80.443 | ||
| 338 | 2013.12.06 18:35 | s/l | 169 | 0.10 | 85.053 | 85.043 | 80.443 | -28010.00 | 1167770.00 |
| 339 | 2013.12.11 06:00 | sell | 170 | 0.10 | 84.996 | 86.904 | 83.186 | ||
| 340 | 2014.01.08 04:13 | s/l | 170 | 0.10 | 86.901 | 86.904 | 83.186 | -19050.00 | 1148720.00 |
| 341 | 2014.01.10 14:00 | sell | 171 | 0.10 | 86.209 | 87.714 | 84.402 | ||
| 342 | 2014.01.23 23:00 | close | 171 | 0.10 | 85.709 | 87.714 | 84.402 | 5000.00 | 1153720.00 |
| 343 | 2014.02.06 18:00 | buy | 172 | 0.10 | 84.292 | 81.490 | 86.090 | ||
| 344 | 2014.02.28 19:00 | close | 172 | 0.10 | 85.623 | 81.490 | 86.090 | 13310.00 | 1167030.00 |
| 345 | 2014.03.12 03:00 | sell | 173 | 0.10 | 86.956 | 88.442 | 85.166 | ||
| 346 | 2014.03.27 09:39 | s/l | 173 | 0.10 | 88.433 | 88.442 | 85.166 | -14770.00 | 1152260.00 |
| 347 | 2014.04.02 12:00 | sell | 174 | 0.10 | 88.972 | 90.422 | 87.170 | ||
| 348 | 2014.05.20 09:42 | t/p | 174 | 0.10 | 87.170 | 90.422 | 87.170 | 18020.00 | 1170280.00 |
| 349 | 2014.05.22 06:00 | buy | 175 | 0.10 | 87.161 | 84.371 | 88.971 | ||
| 350 | 2014.05.28 12:00 | sell | 176 | 0.10 | 86.547 | 87.937 | 85.656 | ||
| 351 | 2014.06.12 00:03 | s/l | 176 | 0.10 | 87.938 | 87.937 | 85.656 | -13910.00 | 1156370.00 |
| 352 | 2014.06.18 22:30 | t/p | 175 | 0.10 | 88.962 | 84.371 | 88.971 | 18010.00 | 1174380.00 |
| 353 | 2014.06.25 00:00 | sell | 177 | 0.10 | 88.416 | 90.422 | 86.624 | ||
| 354 | 2014.07.30 20:00 | buy | 178 | 0.10 | 87.295 | 84.490 | 89.090 | ||
| 355 | 2014.08.06 01:45 | t/p | 177 | 0.10 | 86.624 | 90.422 | 86.624 | 17920.00 | 1192300.00 |
| 356 | 2014.08.22 19:00 | close | 178 | 0.10 | 87.247 | 84.490 | 89.090 | -480.00 | 1191820.00 |
| 357 | 2014.09.23 17:00 | sell | 179 | 0.10 | 87.775 | 90.422 | 85.980 | ||
| 358 | 2014.09.26 23:10 | t/p | 179 | 0.10 | 85.977 | 90.422 | 85.980 | 17980.00 | 1209800.00 |
| 359 | 2014.10.08 22:00 | buy | 180 | 0.10 | 85.454 | 82.725 | 87.248 | ||
| 360 | 2014.10.31 10:03 | t/p | 180 | 0.10 | 87.257 | 82.725 | 87.248 | 18030.00 | 1227830.00 |
| 361 | 2014.11.11 14:00 | buy | 181 | 0.10 | 89.913 | 87.487 | 90.816 | ||
| 362 | 2014.11.12 17:01 | t/p | 181 | 0.10 | 90.818 | 87.487 | 90.816 | 9050.00 | 1236880.00 |
| 363 | 2014.11.14 18:00 | buy | 182 | 0.10 | 91.970 | 88.975 | 92.875 | ||
| 364 | 2014.11.18 10:51 | t/p | 182 | 0.10 | 92.880 | 88.975 | 92.875 | 9100.00 | 1245980.00 |
| 365 | 2014.11.18 12:00 | buy | 183 | 0.10 | 93.022 | 89.765 | 93.915 | ||
| 366 | 2014.11.25 05:00 | sell | 184 | 0.10 | 92.239 | 94.169 | 90.440 | ||
| 367 | 2014.12.05 17:23 | t/p | 183 | 0.10 | 93.922 | 89.765 | 93.915 | 9000.00 | 1254980.00 |
| 368 | 2014.12.10 23:00 | close | 184 | 0.10 | 92.287 | 94.169 | 90.440 | -480.00 | 1254500.00 |
| 369 | 2014.12.15 02:00 | sell | 185 | 0.10 | 91.633 | 94.469 | 89.830 | ||
| 370 | 2014.12.16 15:00 | close | 185 | 0.10 | 90.757 | 94.469 | 89.830 | 8760.00 | 1263260.00 |
| 371 | 2015.01.02 00:00 | sell | 186 | 0.10 | 93.396 | 94.530 | 91.587 | ||
| 372 | 2015.01.13 02:59 | t/p | 186 | 0.10 | 91.579 | 94.530 | 91.587 | 18170.00 | 1281430.00 |
| 373 | 2015.01.15 16:00 | buy | 187 | 0.10 | 91.731 | 88.926 | 93.526 | ||
| 374 | 2015.01.21 06:00 | sell | 188 | 0.10 | 90.151 | 92.404 | 89.259 | ||
| 375 | 2015.01.21 18:18 | t/p | 188 | 0.10 | 89.249 | 92.404 | 89.259 | 9020.00 | 1290450.00 |
| 376 | 2015.01.22 04:51 | s/l | 187 | 0.10 | 88.932 | 88.926 | 93.526 | -27990.00 | 1262460.00 |
| 377 | 2015.01.23 10:00 | sell | 189 | 0.10 | 88.444 | 91.439 | 87.539 | ||
| 378 | 2015.01.26 00:00 | t/p | 189 | 0.10 | 87.465 | 91.439 | 87.539 | 9790.00 | 1272250.00 |
| 379 | 2015.01.30 16:00 | sell | 190 | 0.10 | 84.803 | 87.811 | 83.911 | ||
| 380 | 2015.01.30 17:00 | close | 190 | 0.10 | 85.047 | 87.811 | 83.911 | -2440.00 | 1269810.00 |
| 381 | 2015.01.30 17:00 | sell | 191 | 0.10 | 85.012 | 88.019 | 84.119 | ||
| 382 | 2015.01.30 18:00 | close | 191 | 0.10 | 85.274 | 88.019 | 84.119 | -2620.00 | 1267190.00 |
| 383 | 2015.02.03 07:00 | sell | 192 | 0.10 | 84.361 | 87.356 | 83.456 | ||
| 384 | 2015.02.03 08:00 | close | 192 | 0.10 | 84.355 | 87.356 | 83.456 | 60.00 | 1267250.00 |
| 385 | 2015.02.03 08:00 | sell | 193 | 0.10 | 84.323 | 87.325 | 83.425 | ||
| 386 | 2015.02.03 09:00 | close | 193 | 0.10 | 84.549 | 87.325 | 83.425 | -2260.00 | 1264990.00 |
| 387 | 2015.02.03 10:00 | sell | 194 | 0.10 | 84.327 | 87.323 | 83.423 | ||
| 388 | 2015.02.03 11:00 | close | 194 | 0.10 | 84.546 | 87.323 | 83.423 | -2190.00 | 1262800.00 |
| 389 | 2015.02.06 16:00 | buy | 195 | 0.10 | 87.769 | 84.966 | 89.566 | ||
| 390 | 2015.02.17 13:00 | t/p | 195 | 0.10 | 89.567 | 84.966 | 89.566 | 17980.00 | 1280780.00 |
| 391 | 2015.02.17 13:00 | buy | 196 | 0.10 | 89.599 | 86.783 | 91.383 | ||
| 392 | 2015.03.23 07:02 | t/p | 196 | 0.10 | 91.385 | 86.783 | 91.383 | 17860.00 | 1298640.00 |
| 393 | 2015.03.25 10:00 | sell | 197 | 0.10 | 91.086 | 93.890 | 89.290 | ||
| 394 | 2015.04.01 03:18 | t/p | 197 | 0.10 | 89.295 | 93.890 | 89.290 | 17910.00 | 1316550.00 |
| 395 | 2015.04.13 07:00 | sell | 198 | 0.10 | 89.846 | 92.650 | 88.050 | ||
| 396 | 2015.04.21 12:00 | buy | 199 | 0.10 | 91.848 | 89.003 | 92.743 | ||
| 397 | 2015.05.07 13:21 | s/l | 199 | 0.10 | 88.995 | 89.003 | 92.743 | -28530.00 | 1288020.00 |
| 398 | 2015.05.12 03:51 | t/p | 198 | 0.10 | 88.046 | 92.650 | 88.050 | 18000.00 | 1306020.00 |
| 399 | 2015.05.13 03:00 | buy | 200 | 0.10 | 88.913 | 86.112 | 90.712 | ||
| 400 | 2015.06.11 00:01 | s/l | 200 | 0.10 | 86.083 | 86.112 | 90.712 | -28300.00 | 1277720.00 |
| 401 | 2015.06.11 01:00 | sell | 201 | 0.10 | 86.800 | 89.688 | 85.875 | ||
| 402 | 2015.06.17 10:33 | t/p | 201 | 0.10 | 85.871 | 89.688 | 85.875 | 9290.00 | 1287010.00 |
| 403 | 2015.06.17 12:00 | sell | 202 | 0.10 | 85.805 | 87.367 | 84.910 | ||
| 404 | 2015.06.18 07:20 | t/p | 202 | 0.10 | 84.914 | 87.367 | 84.910 | 8910.00 | 1295920.00 |
| 405 | 2015.06.18 08:00 | sell | 203 | 0.10 | 84.882 | 87.275 | 83.975 | ||
| 406 | 2015.06.18 11:00 | close | 203 | 0.10 | 85.004 | 87.275 | 83.975 | -1220.00 | 1294700.00 |
| 407 | 2015.06.19 18:00 | sell | 204 | 0.10 | 84.627 | 87.068 | 83.730 | ||
| 408 | 2015.06.24 02:00 | buy | 205 | 0.10 | 85.018 | 83.479 | 86.819 | ||
| 409 | 2015.06.29 00:15 | t/p | 204 | 0.10 | 83.729 | 87.068 | 83.730 | 8980.00 | 1303680.00 |
| 410 | 2015.06.29 00:36 | s/l | 205 | 0.10 | 83.483 | 83.479 | 86.819 | -15350.00 | 1288330.00 |
| 411 | 2015.06.29 01:01 | sell | 206 | 0.10 | 83.412 | 86.173 | 82.738 | ||
| 412 | 2015.06.30 11:46 | t/p | 206 | 0.10 | 82.744 | 86.173 | 82.738 | 6680.00 | 1295010.00 |
| 413 | 2015.06.30 12:00 | sell | 207 | 0.10 | 82.586 | 85.582 | 81.682 | ||
| 414 | 2015.07.06 00:00 | t/p | 207 | 0.10 | 81.371 | 85.582 | 81.682 | 12150.00 | 1307160.00 |
| 415 | 2015.07.06 01:00 | sell | 208 | 0.10 | 81.278 | 84.460 | 80.371 | ||
| 416 | 2015.07.09 09:00 | buy | 209 | 0.10 | 81.930 | 80.195 | 83.728 | ||
| 417 | 2015.08.24 02:14 | t/p | 208 | 0.10 | 80.370 | 84.460 | 80.371 | 9080.00 | 1316240.00 |
| 418 | 2015.08.24 02:14 | s/l | 209 | 0.10 | 80.188 | 80.195 | 83.728 | -17420.00 | 1298820.00 |
| 419 | 2015.09.03 03:00 | buy | 210 | 0.10 | 76.863 | 74.059 | 78.659 | ||
| 420 | 2015.10.05 15:00 | close | 210 | 0.10 | 78.179 | 74.059 | 78.659 | 13160.00 | 1311980.00 |
| 421 | 2015.10.13 05:00 | sell | 211 | 0.10 | 80.077 | 82.878 | 78.278 | ||
| 422 | 2015.11.16 19:00 | close | 211 | 0.10 | 79.870 | 82.878 | 78.278 | 2070.00 | 1314050.00 |
| 423 | 2015.11.27 09:00 | sell | 212 | 0.10 | 80.252 | 83.046 | 78.446 | ||
| 424 | 2015.12.04 16:54 | s/l | 212 | 0.10 | 83.065 | 83.046 | 78.446 | -28130.00 | 1285920.00 |
| 425 | 2015.12.09 12:00 | sell | 213 | 0.10 | 81.080 | 83.883 | 79.283 | ||
| 426 | 2016.01.06 03:18 | t/p | 213 | 0.10 | 79.264 | 83.883 | 79.283 | 18160.00 | 1304080.00 |
| 427 | 2016.01.08 18:00 | sell | 214 | 0.10 | 77.063 | 80.073 | 76.173 | ||
| 428 | 2016.01.11 00:49 | t/p | 214 | 0.10 | 76.169 | 80.073 | 76.173 | 8940.00 | 1313020.00 |
| 429 | 2016.01.13 05:00 | buy | 215 | 0.10 | 77.706 | 74.903 | 79.503 | ||
| 430 | 2016.01.14 02:00 | sell | 216 | 0.10 | 76.130 | 79.124 | 75.224 | ||
| 431 | 2016.01.14 03:00 | close | 216 | 0.10 | 76.054 | 79.124 | 75.224 | 760.00 | 1313780.00 |
| 432 | 2016.01.14 03:00 | sell | 217 | 0.10 | 76.028 | 79.034 | 75.134 | ||
| 433 | 2016.01.14 04:00 | close | 217 | 0.10 | 76.258 | 79.034 | 75.134 | -2300.00 | 1311480.00 |
| 434 | 2016.01.15 11:00 | sell | 218 | 0.10 | 75.130 | 78.454 | 74.230 | ||
| 435 | 2016.01.15 12:00 | close | 218 | 0.10 | 75.258 | 78.454 | 74.230 | -1280.00 | 1310200.00 |
| 436 | 2016.01.15 13:00 | sell | 219 | 0.10 | 75.073 | 78.454 | 74.165 | ||
| 437 | 2016.01.15 14:00 | close | 219 | 0.10 | 75.140 | 78.454 | 74.165 | -670.00 | 1309530.00 |
| 438 | 2016.01.15 14:29 | s/l | 215 | 0.10 | 74.911 | 74.903 | 79.503 | -27950.00 | 1281580.00 |
| 439 | 2016.01.19 10:00 | buy | 220 | 0.10 | 76.314 | 73.508 | 78.108 | ||
| 440 | 2016.01.20 03:00 | sell | 221 | 0.10 | 74.808 | 77.417 | 73.899 | ||
| 441 | 2016.01.20 10:22 | t/p | 221 | 0.10 | 73.899 | 77.417 | 73.899 | 9090.00 | 1290670.00 |
| 442 | 2016.01.29 05:38 | t/p | 220 | 0.10 | 78.130 | 73.508 | 78.108 | 18160.00 | 1308830.00 |
| 443 | 2016.01.29 07:00 | buy | 222 | 0.10 | 77.981 | 75.171 | 79.771 | ||
| 444 | 2016.02.09 05:25 | s/l | 222 | 0.10 | 75.179 | 75.171 | 79.771 | -28020.00 | 1280810.00 |
| 445 | 2016.02.15 06:00 | buy | 223 | 0.10 | 75.848 | 73.053 | 77.653 | ||
| 446 | 2016.03.04 20:15 | t/p | 223 | 0.10 | 77.649 | 73.053 | 77.653 | 18010.00 | 1298820.00 |
| 447 | 2016.03.16 23:00 | buy | 224 | 0.10 | 75.756 | 72.951 | 77.551 | ||
| 448 | 2016.03.30 10:20 | t/p | 224 | 0.10 | 77.556 | 72.951 | 77.551 | 18000.00 | 1316820.00 |
| 449 | 2016.04.01 17:00 | sell | 225 | 0.10 | 76.885 | 79.665 | 75.065 | ||
| 450 | 2016.04.05 09:37 | t/p | 225 | 0.10 | 75.065 | 79.665 | 75.065 | 18200.00 | 1335020.00 |