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 |
| 451 | 2016.04.11 17:00 | buy | 226 | 0.10 | 74.333 | 71.961 | 76.136 | ||
| 452 | 2016.04.19 02:42 | t/p | 226 | 0.10 | 76.139 | 71.961 | 76.136 | 18060.00 | 1353080.00 |
| 453 | 2016.05.11 01:00 | buy | 227 | 0.10 | 74.393 | 72.078 | 76.142 | ||
| 454 | 2016.06.09 00:01 | t/p | 227 | 0.10 | 76.156 | 72.078 | 76.142 | 17630.00 | 1370710.00 |
| 455 | 2016.06.10 21:00 | sell | 228 | 0.10 | 75.281 | 78.082 | 73.482 | ||
| 456 | 2016.06.16 09:36 | t/p | 228 | 0.10 | 73.480 | 78.082 | 73.482 | 18010.00 | 1388720.00 |
| 457 | 2016.06.20 02:00 | buy | 229 | 0.10 | 74.253 | 71.838 | 76.055 | ||
| 458 | 2016.06.23 13:16 | t/p | 229 | 0.10 | 76.057 | 71.838 | 76.055 | 18040.00 | 1406760.00 |
| 459 | 2016.06.30 23:00 | buy | 230 | 0.10 | 73.783 | 70.974 | 75.574 | ||
| 460 | 2016.07.12 10:23 | t/p | 230 | 0.10 | 75.578 | 70.974 | 75.574 | 17950.00 | 1424710.00 |
| 461 | 2016.07.15 03:00 | sell | 231 | 0.10 | 75.273 | 78.066 | 73.466 | ||
| 462 | 2016.07.26 03:34 | t/p | 231 | 0.10 | 73.463 | 78.066 | 73.466 | 18100.00 | 1442810.00 |
| 463 | 2016.08.08 11:00 | buy | 232 | 0.10 | 72.939 | 70.130 | 74.730 | ||
| 464 | 2016.08.31 09:16 | t/p | 232 | 0.10 | 74.729 | 70.130 | 74.730 | 17900.00 | 1460710.00 |
| 465 | 2016.09.07 03:00 | sell | 233 | 0.10 | 75.326 | 78.117 | 73.517 | ||
| 466 | 2016.09.21 23:00 | close | 233 | 0.10 | 73.928 | 78.117 | 73.517 | 13980.00 | 1474690.00 |
| 467 | 2016.09.27 05:00 | buy | 234 | 0.10 | 73.350 | 70.544 | 75.144 | ||
| 468 | 2016.10.20 03:49 | t/p | 234 | 0.10 | 75.183 | 70.544 | 75.144 | 18330.00 | 1493020.00 |
| 469 | 2016.10.21 09:00 | sell | 235 | 0.10 | 74.470 | 77.267 | 72.667 | ||
| 470 | 2016.11.08 18:21 | s/l | 235 | 0.10 | 77.267 | 77.267 | 72.667 | -27970.00 | 1465050.00 |
| 471 | 2016.11.11 17:00 | sell | 236 | 0.10 | 75.966 | 78.705 | 74.165 | ||
| 472 | 2016.11.18 09:00 | buy | 237 | 0.10 | 77.770 | 75.288 | 78.665 | ||
| 473 | 2016.11.23 16:08 | t/p | 237 | 0.10 | 78.663 | 75.288 | 78.665 | 8930.00 | 1473980.00 |
| 474 | 2016.11.23 16:10 | s/l | 236 | 0.10 | 78.711 | 78.705 | 74.165 | -27450.00 | 1446530.00 |
| 475 | 2016.11.23 17:00 | buy | 238 | 0.10 | 78.813 | 76.477 | 79.715 | ||
| 476 | 2016.11.25 03:49 | t/p | 238 | 0.10 | 79.707 | 76.477 | 79.715 | 8940.00 | 1455470.00 |
| 477 | 2016.11.28 04:00 | sell | 239 | 0.10 | 78.957 | 80.257 | 77.163 | ||
| 478 | 2016.11.29 11:00 | buy | 240 | 0.10 | 79.837 | 77.804 | 80.728 | ||
| 479 | 2016.11.29 14:46 | s/l | 239 | 0.10 | 80.262 | 80.257 | 77.163 | -13050.00 | 1442420.00 |
| 480 | 2016.11.30 10:18 | t/p | 240 | 0.10 | 80.736 | 77.804 | 80.728 | 8990.00 | 1451410.00 |
| 481 | 2016.12.02 19:00 | buy | 241 | 0.10 | 81.217 | 78.357 | 82.114 | ||
| 482 | 2016.12.05 01:00 | sell | 242 | 0.10 | 80.132 | 81.755 | 78.338 | ||
| 483 | 2016.12.08 02:10 | s/l | 242 | 0.10 | 81.758 | 81.755 | 78.338 | -16260.00 | 1435150.00 |
| 484 | 2016.12.09 03:39 | t/p | 241 | 0.10 | 82.124 | 78.357 | 82.114 | 9070.00 | 1444220.00 |
| 485 | 2016.12.09 14:00 | buy | 243 | 0.10 | 82.471 | 79.648 | 83.369 | ||
| 486 | 2016.12.13 19:00 | close | 243 | 0.10 | 83.015 | 79.648 | 83.369 | 5440.00 | 1449660.00 |
| 487 | 2016.12.16 16:00 | sell | 244 | 0.10 | 82.640 | 84.230 | 80.849 | ||
| 488 | 2016.12.23 14:25 | t/p | 244 | 0.10 | 80.849 | 84.230 | 80.849 | 17910.00 | 1467570.00 |
| 489 | 2016.12.23 15:00 | sell | 245 | 0.10 | 80.724 | 83.519 | 78.919 | ||
| 490 | 2017.01.27 09:57 | s/l | 245 | 0.10 | 83.526 | 83.519 | 78.919 | -28020.00 | 1439550.00 |
| 491 | 2017.01.31 17:00 | sell | 246 | 0.10 | 82.445 | 84.297 | 80.648 | ||
| 492 | 2017.02.24 21:50 | t/p | 246 | 0.10 | 80.658 | 84.297 | 80.648 | 17870.00 | 1457420.00 |
| 493 | 2017.03.07 21:00 | sell | 247 | 0.10 | 79.394 | 81.994 | 78.498 | ||
| 494 | 2017.03.09 11:00 | close | 247 | 0.10 | 79.224 | 81.994 | 78.498 | 1700.00 | 1459120.00 |
| 495 | 2017.03.10 04:00 | buy | 248 | 0.10 | 79.559 | 76.769 | 81.369 | ||
| 496 | 2017.03.16 19:00 | sell | 249 | 0.10 | 78.860 | 80.552 | 77.970 | ||
| 497 | 2017.03.22 19:00 | close | 249 | 0.10 | 78.376 | 80.552 | 77.970 | 4840.00 | 1463960.00 |
| 498 | 2017.03.28 16:00 | sell | 250 | 0.10 | 77.506 | 79.246 | 76.612 | ||
| 499 | 2017.04.07 04:26 | s/l | 248 | 0.10 | 76.775 | 76.769 | 81.369 | -27840.00 | 1436120.00 |
| 500 | 2017.04.07 07:00 | close | 250 | 0.10 | 77.082 | 79.246 | 76.612 | 4240.00 | 1440360.00 |
| 501 | 2017.04.18 01:00 | buy | 251 | 0.10 | 76.469 | 73.660 | 78.260 | ||
| 502 | 2017.05.08 22:57 | t/p | 251 | 0.10 | 78.265 | 73.660 | 78.260 | 17960.00 | 1458320.00 |
| 503 | 2017.05.26 03:00 | sell | 252 | 0.10 | 78.404 | 81.203 | 76.603 | ||
| 504 | 2017.06.14 13:00 | buy | 253 | 0.10 | 79.974 | 78.345 | 80.869 | ||
| 505 | 2017.06.19 04:10 | t/p | 253 | 0.10 | 80.883 | 78.345 | 80.869 | 9090.00 | 1467410.00 |
| 506 | 2017.06.22 18:00 | buy | 254 | 0.10 | 80.909 | 79.352 | 81.818 | ||
| 507 | 2017.06.23 19:45 | s/l | 252 | 0.10 | 81.196 | 81.203 | 76.603 | -27920.00 | 1439490.00 |
| 508 | 2017.06.27 11:02 | t/p | 254 | 0.10 | 81.832 | 79.352 | 81.818 | 9230.00 | 1448720.00 |
| 509 | 2017.06.28 19:00 | buy | 255 | 0.10 | 81.996 | 79.638 | 82.890 | ||
| 510 | 2017.07.06 05:00 | sell | 256 | 0.10 | 82.163 | 84.297 | 80.357 | ||
| 511 | 2017.07.07 05:17 | t/p | 255 | 0.10 | 82.892 | 79.638 | 82.890 | 8960.00 | 1457680.00 |
| 512 | 2017.08.09 03:51 | t/p | 256 | 0.10 | 80.345 | 84.297 | 80.357 | 18180.00 | 1475860.00 |
| 513 | 2017.08.15 04:00 | buy | 257 | 0.10 | 80.452 | 77.660 | 82.260 | ||
| 514 | 2017.08.23 12:00 | sell | 258 | 0.10 | 78.915 | 81.083 | 78.015 | ||
| 515 | 2017.09.04 02:00 | close | 258 | 0.10 | 78.697 | 81.083 | 78.015 | 2180.00 | 1478040.00 |
| 516 | 2017.09.20 16:42 | t/p | 257 | 0.10 | 82.267 | 77.660 | 82.260 | 18150.00 | 1496190.00 |
| 517 | 2017.09.22 04:00 | sell | 259 | 0.10 | 81.796 | 84.403 | 79.997 | ||
| 518 | 2017.10.06 17:57 | t/p | 259 | 0.10 | 79.987 | 84.403 | 79.997 | 18090.00 | 1514280.00 |
| 519 | 2017.10.23 09:00 | buy | 260 | 0.10 | 79.390 | 76.586 | 81.186 | ||
| 520 | 2017.11.09 07:00 | close | 260 | 0.10 | 79.173 | 76.586 | 81.186 | -2170.00 | 1512110.00 |
| 521 | 2017.11.17 11:00 | sell | 261 | 0.10 | 76.428 | 79.293 | 75.527 | ||
| 522 | 2017.11.17 15:00 | close | 261 | 0.10 | 76.519 | 79.293 | 75.527 | -910.00 | 1511200.00 |
| 523 | 2017.11.28 04:00 | buy | 262 | 0.10 | 77.117 | 75.196 | 78.909 | ||
| 524 | 2017.12.13 15:42 | t/p | 262 | 0.10 | 78.907 | 75.196 | 78.909 | 17900.00 | 1529100.00 |
| 525 | 2018.01.04 18:00 | buy | 263 | 0.10 | 80.642 | 78.940 | 81.545 | ||
| 526 | 2018.01.09 04:00 | sell | 264 | 0.10 | 80.917 | 83.718 | 79.118 | ||
| 527 | 2018.01.23 03:31 | t/p | 263 | 0.10 | 81.542 | 78.940 | 81.545 | 9000.00 | 1538100.00 |
| 528 | 2018.01.26 03:00 | close | 264 | 0.10 | 80.315 | 83.718 | 79.118 | 6020.00 | 1544120.00 |
| 529 | 2018.01.26 17:00 | sell | 265 | 0.10 | 79.856 | 82.655 | 78.055 | ||
| 530 | 2018.02.14 15:32 | t/p | 265 | 0.10 | 78.050 | 82.655 | 78.055 | 18060.00 | 1562180.00 |
| 531 | 2018.02.20 13:00 | buy | 266 | 0.10 | 78.924 | 76.127 | 80.727 | ||
| 532 | 2018.02.28 04:00 | sell | 267 | 0.10 | 77.458 | 79.370 | 76.568 | ||
| 533 | 2018.03.02 12:31 | t/p | 267 | 0.10 | 76.571 | 79.370 | 76.568 | 8870.00 | 1571050.00 |
| 534 | 2018.03.02 13:00 | sell | 268 | 0.10 | 76.353 | 78.814 | 75.455 | ||
| 535 | 2018.03.05 04:40 | s/l | 266 | 0.10 | 76.133 | 76.127 | 80.727 | -27910.00 | 1543140.00 |
| 536 | 2018.03.06 03:00 | buy | 269 | 0.10 | 76.946 | 75.457 | 78.756 | ||
| 537 | 2018.04.10 17:05 | t/p | 269 | 0.10 | 78.750 | 75.457 | 78.756 | 18040.00 | 1561180.00 |
| 538 | 2018.04.10 17:11 | s/l | 268 | 0.10 | 78.807 | 78.814 | 75.455 | -24540.00 | 1536640.00 |
| 539 | 2018.04.17 09:00 | sell | 270 | 0.10 | 78.549 | 81.345 | 76.745 | ||
| 540 | 2018.05.02 10:00 | buy | 271 | 0.10 | 77.168 | 75.064 | 78.968 | ||
| 541 | 2018.05.03 17:35 | t/p | 270 | 0.10 | 76.752 | 81.345 | 76.745 | 17970.00 | 1554610.00 |
| 542 | 2018.05.29 11:34 | s/l | 271 | 0.10 | 75.064 | 75.064 | 78.968 | -21040.00 | 1533570.00 |
| 543 | 2018.05.30 19:00 | buy | 272 | 0.10 | 76.299 | 74.085 | 78.093 | ||
| 544 | 2018.07.03 04:46 | s/l | 272 | 0.10 | 74.077 | 74.085 | 78.093 | -22220.00 | 1511350.00 |
| 545 | 2018.07.05 09:00 | buy | 273 | 0.10 | 74.950 | 73.606 | 76.741 | ||
| 546 | 2018.07.17 06:40 | t/p | 273 | 0.10 | 76.738 | 73.606 | 76.741 | 17880.00 | 1529230.00 |
| 547 | 2018.08.08 07:00 | buy | 274 | 0.10 | 75.210 | 73.606 | 77.018 | ||
| 548 | 2018.08.09 17:11 | s/l | 274 | 0.10 | 73.606 | 73.606 | 77.018 | -16040.00 | 1513190.00 |
| 549 | 2018.08.15 17:00 | sell | 275 | 0.10 | 72.523 | 75.304 | 71.629 | ||
| 550 | 2018.08.17 22:00 | buy | 276 | 0.10 | 73.381 | 71.881 | 75.184 | ||
| 551 | 2018.09.20 20:05 | t/p | 276 | 0.10 | 75.188 | 71.881 | 75.184 | 18070.00 | 1531260.00 |
| 552 | 2018.09.21 03:36 | s/l | 275 | 0.10 | 75.302 | 75.304 | 71.629 | -27790.00 | 1503470.00 |
| 553 | 2018.09.27 09:00 | sell | 277 | 0.10 | 74.813 | 77.603 | 73.003 | ||
| 554 | 2018.10.08 13:00 | modify | 277 | 0.10 | 74.813 | 73.211 | 73.003 | ||
| 555 | 2018.10.08 16:15 | t/p | 277 | 0.10 | 73.004 | 73.211 | 73.003 | 18090.00 | 1521560.00 |
| 556 | 2018.10.10 03:00 | buy | 278 | 0.10 | 73.329 | 71.781 | 75.122 | ||
| 557 | 2018.11.02 03:29 | t/p | 278 | 0.10 | 75.121 | 71.781 | 75.122 | 17920.00 | 1539480.00 |
| 558 | 2018.11.07 01:00 | buy | 279 | 0.10 | 76.433 | 73.054 | 77.335 | ||
| 559 | 2018.11.12 23:00 | sell | 280 | 0.10 | 76.399 | 79.209 | 74.609 | ||
| 560 | 2018.11.14 09:45 | t/p | 279 | 0.10 | 77.338 | 73.054 | 77.335 | 9050.00 | 1548530.00 |
| 561 | 2018.11.15 21:00 | buy | 281 | 0.10 | 77.581 | 75.742 | 78.486 | ||
| 562 | 2018.12.03 00:00 | t/p | 281 | 0.10 | 78.612 | 75.742 | 78.486 | 10310.00 | 1558840.00 |
| 563 | 2018.12.20 11:00 | close | 280 | 0.10 | 75.564 | 79.209 | 74.609 | 8350.00 | 1567190.00 |
| 564 | 2018.12.26 22:00 | buy | 282 | 0.10 | 74.823 | 71.781 | 76.627 | ||
| 565 | 2019.01.03 00:35 | s/l | 282 | 0.10 | 71.783 | 71.781 | 76.627 | -30400.00 | 1536790.00 |
| 566 | 2019.01.11 07:00 | buy | 283 | 0.10 | 73.924 | 71.133 | 75.733 | ||
| 567 | 2019.02.04 09:51 | t/p | 283 | 0.10 | 75.727 | 71.133 | 75.733 | 18030.00 | 1554820.00 |
| 568 | 2019.02.11 09:00 | buy | 284 | 0.10 | 74.481 | 71.688 | 76.288 | ||
| 569 | 2019.02.19 06:00 | sell | 285 | 0.10 | 75.437 | 78.247 | 73.647 | ||
| 570 | 2019.02.20 03:46 | t/p | 284 | 0.10 | 76.288 | 71.688 | 76.288 | 18070.00 | 1572890.00 |
| 571 | 2019.03.28 07:00 | close | 285 | 0.10 | 75.029 | 78.247 | 73.647 | 4080.00 | 1576970.00 |
| 572 | 2019.04.12 07:00 | buy | 286 | 0.10 | 75.305 | 72.498 | 77.098 | ||
| 573 | 2019.04.23 10:00 | sell | 287 | 0.10 | 74.525 | 76.361 | 73.618 | ||
| 574 | 2019.05.06 00:00 | t/p | 287 | 0.10 | 73.143 | 76.361 | 73.618 | 13820.00 | 1590790.00 |
| 575 | 2019.05.06 01:00 | sell | 288 | 0.10 | 73.179 | 75.097 | 72.284 | ||
| 576 | 2019.05.08 05:00 | s/l | 286 | 0.10 | 72.115 | 72.498 | 77.098 | -31900.00 | 1558890.00 |
| 577 | 2019.05.08 05:00 | t/p | 288 | 0.10 | 72.153 | 75.097 | 72.284 | 10260.00 | 1569150.00 |
| 578 | 2019.05.08 06:00 | sell | 289 | 0.10 | 72.338 | 74.596 | 71.439 | ||
| 579 | 2019.05.23 12:37 | t/p | 289 | 0.10 | 71.428 | 74.596 | 71.439 | 9100.00 | 1578250.00 |
| 580 | 2019.06.07 17:00 | buy | 290 | 0.10 | 72.025 | 68.891 | 73.815 | ||
| 581 | 2019.07.25 12:00 | sell | 291 | 0.10 | 72.251 | 75.055 | 70.455 | ||
| 582 | 2019.07.29 18:00 | close | 290 | 0.10 | 72.025 | 68.891 | 73.815 | 0.00 | 1578250.00 |
| 583 | 2019.08.01 20:57 | t/p | 291 | 0.10 | 70.452 | 75.055 | 70.455 | 17990.00 | 1596240.00 |
| 584 | 2019.08.13 18:00 | buy | 292 | 0.10 | 68.883 | 67.080 | 70.673 | ||
| 585 | 2019.08.26 00:00 | s/l | 292 | 0.10 | 66.983 | 67.080 | 70.673 | -19000.00 | 1577240.00 |
| 586 | 2019.08.26 01:00 | sell | 293 | 0.10 | 66.913 | 69.007 | 66.005 | ||
| 587 | 2019.09.04 11:00 | buy | 294 | 0.10 | 67.433 | 65.847 | 69.243 | ||
| 588 | 2019.09.10 02:57 | s/l | 293 | 0.10 | 69.002 | 69.007 | 66.005 | -20890.00 | 1556350.00 |
| 589 | 2019.09.11 07:04 | t/p | 294 | 0.10 | 69.234 | 65.847 | 69.243 | 18010.00 | 1574360.00 |
| 590 | 2019.09.24 16:00 | buy | 295 | 0.10 | 68.039 | 65.847 | 69.843 | ||
| 591 | 2019.10.22 03:34 | t/p | 295 | 0.10 | 69.844 | 65.847 | 69.843 | 18050.00 | 1592410.00 |
| 592 | 2019.10.22 04:00 | buy | 296 | 0.10 | 69.840 | 67.365 | 70.743 | ||
| 593 | 2019.10.23 06:00 | sell | 297 | 0.10 | 69.183 | 71.989 | 67.389 | ||
| 594 | 2019.11.14 23:00 | close | 297 | 0.10 | 69.093 | 71.989 | 67.389 | 900.00 | 1593310.00 |
| 595 | 2019.11.21 03:00 | sell | 298 | 0.10 | 69.365 | 72.173 | 67.573 | ||
| 596 | 2019.12.02 08:27 | t/p | 296 | 0.10 | 70.748 | 67.365 | 70.743 | 9080.00 | 1602390.00 |
| 597 | 2019.12.02 13:00 | buy | 299 | 0.10 | 70.986 | 69.335 | 71.889 | ||
| 598 | 2019.12.12 17:11 | t/p | 299 | 0.10 | 71.899 | 69.335 | 71.889 | 9130.00 | 1611520.00 |
| 599 | 2019.12.12 18:00 | buy | 300 | 0.10 | 72.102 | 70.399 | 72.992 | ||
| 600 | 2019.12.12 22:37 | s/l | 298 | 0.10 | 72.164 | 72.173 | 67.573 | -27990.00 | 1583530.00 |