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 | |
前へ5ページ目
| # | 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 |
| 601 | 2019.12.17 16:00 | sell | 301 | 0.10 | 71.943 | 74.745 | 70.145 | ||
| 602 | 2019.12.26 16:55 | t/p | 300 | 0.10 | 72.983 | 70.399 | 72.992 | 8810.00 | 1592340.00 |
| 603 | 2019.12.26 18:00 | buy | 302 | 0.10 | 73.107 | 71.546 | 74.010 | ||
| 604 | 2020.01.06 03:00 | close | 301 | 0.10 | 72.048 | 74.745 | 70.145 | -1050.00 | 1591290.00 |
| 605 | 2020.01.08 01:42 | s/l | 302 | 0.10 | 71.534 | 71.546 | 74.010 | -15730.00 | 1575560.00 |
| 606 | 2020.01.08 02:00 | sell | 303 | 0.10 | 71.597 | 74.032 | 69.806 | ||
| 607 | 2020.02.04 09:00 | buy | 304 | 0.10 | 70.515 | 67.712 | 72.312 | ||
| 608 | 2020.02.25 12:00 | t/p | 303 | 0.10 | 69.805 | 74.032 | 69.806 | 17920.00 | 1593480.00 |
| 609 | 2020.02.28 03:00 | sell | 305 | 0.10 | 69.033 | 71.173 | 68.132 | ||
| 610 | 2020.02.28 05:32 | t/p | 305 | 0.10 | 68.130 | 71.173 | 68.132 | 9030.00 | 1602510.00 |
| 611 | 2020.02.28 06:00 | sell | 306 | 0.10 | 68.272 | 71.173 | 67.370 | ||
| 612 | 2020.02.28 15:42 | s/l | 304 | 0.10 | 67.713 | 67.712 | 72.312 | -28020.00 | 1574490.00 |
| 613 | 2020.02.28 17:31 | t/p | 306 | 0.10 | 67.363 | 71.173 | 67.370 | 9090.00 | 1583580.00 |
| 614 | 2020.03.04 00:00 | sell | 307 | 0.10 | 67.192 | 70.239 | 66.276 | ||
| 615 | 2020.03.09 00:00 | t/p | 307 | 0.10 | 65.933 | 70.239 | 66.276 | 12590.00 | 1596170.00 |
| 616 | 2020.03.09 01:00 | sell | 308 | 0.10 | 65.989 | 68.564 | 65.081 | ||
| 617 | 2020.03.09 04:42 | t/p | 308 | 0.10 | 65.070 | 68.564 | 65.081 | 9190.00 | 1605360.00 |
| 618 | 2020.03.12 06:00 | sell | 309 | 0.10 | 64.640 | 67.841 | 63.737 | ||
| 619 | 2020.03.12 23:39 | t/p | 309 | 0.10 | 63.739 | 67.841 | 63.737 | 9010.00 | 1614370.00 |
| 620 | 2020.03.18 12:00 | sell | 310 | 0.10 | 63.006 | 66.011 | 62.111 | ||
| 621 | 2020.03.18 20:05 | t/p | 310 | 0.10 | 62.100 | 66.011 | 62.111 | 9060.00 | 1623430.00 |
| 622 | 2020.04.06 09:00 | buy | 311 | 0.10 | 64.288 | 61.478 | 66.078 | ||
| 623 | 2020.04.10 09:24 | t/p | 311 | 0.10 | 66.070 | 61.478 | 66.078 | 17820.00 | 1641250.00 |
| 624 | 2020.04.23 17:00 | buy | 312 | 0.10 | 64.839 | 62.029 | 66.629 | ||
| 625 | 2020.05.21 19:00 | close | 312 | 0.10 | 65.804 | 62.029 | 66.629 | 9650.00 | 1650900.00 |
| 626 | 2020.05.22 08:00 | sell | 313 | 0.10 | 65.552 | 68.360 | 63.760 | ||
| 627 | 2020.05.26 15:00 | buy | 314 | 0.10 | 66.610 | 64.816 | 67.508 | ||
| 628 | 2020.06.01 17:17 | t/p | 314 | 0.10 | 67.504 | 64.816 | 67.508 | 8940.00 | 1659840.00 |
| 629 | 2020.06.01 18:00 | buy | 315 | 0.10 | 67.678 | 65.116 | 68.573 | ||
| 630 | 2020.06.02 03:00 | close | 315 | 0.10 | 67.557 | 65.116 | 68.573 | -1210.00 | 1658630.00 |
| 631 | 2020.06.02 15:08 | s/l | 313 | 0.10 | 68.358 | 68.360 | 63.760 | -28060.00 | 1630570.00 |
| 632 | 2020.06.02 16:00 | buy | 316 | 0.10 | 68.460 | 65.831 | 69.353 | ||
| 633 | 2020.06.03 02:31 | t/p | 316 | 0.10 | 69.364 | 65.831 | 69.353 | 9040.00 | 1639610.00 |
| 634 | 2020.06.05 09:00 | buy | 317 | 0.10 | 71.043 | 68.038 | 71.938 | ||
| 635 | 2020.06.05 11:00 | close | 317 | 0.10 | 71.211 | 68.038 | 71.938 | 1680.00 | 1641290.00 |
| 636 | 2020.06.05 11:00 | buy | 318 | 0.10 | 71.236 | 68.241 | 72.141 | ||
| 637 | 2020.06.05 15:00 | close | 318 | 0.10 | 71.119 | 68.241 | 72.141 | -1170.00 | 1640120.00 |
| 638 | 2020.06.11 02:00 | sell | 319 | 0.10 | 69.777 | 72.582 | 67.982 | ||
| 639 | 2020.06.22 02:00 | close | 319 | 0.10 | 68.393 | 72.582 | 67.982 | 13840.00 | 1653960.00 |
| 640 | 2020.06.24 07:00 | sell | 320 | 0.10 | 68.919 | 71.729 | 67.129 | ||
| 641 | 2020.08.13 09:00 | close | 320 | 0.10 | 70.090 | 71.729 | 67.129 | -11710.00 | 1642250.00 |
| 642 | 2020.08.24 15:00 | buy | 321 | 0.10 | 69.393 | 66.586 | 71.186 | ||
| 643 | 2020.08.28 06:21 | t/p | 321 | 0.10 | 71.190 | 66.586 | 71.186 | 17970.00 | 1660220.00 |
| 644 | 2020.09.03 18:00 | sell | 322 | 0.10 | 71.481 | 73.843 | 69.679 | ||
| 645 | 2020.09.21 15:34 | t/p | 322 | 0.10 | 69.669 | 73.843 | 69.679 | 18120.00 | 1678340.00 |
| 646 | 2020.09.29 12:00 | buy | 323 | 0.10 | 69.575 | 66.780 | 71.380 | ||
| 647 | 2020.11.09 14:45 | t/p | 323 | 0.10 | 71.379 | 66.780 | 71.380 | 18040.00 | 1696380.00 |
| 648 | 2020.11.12 20:00 | sell | 324 | 0.10 | 72.079 | 73.288 | 71.176 | ||
| 649 | 2020.11.16 14:00 | buy | 325 | 0.10 | 72.210 | 71.007 | 73.108 | ||
| 650 | 2020.11.25 18:29 | t/p | 325 | 0.10 | 73.101 | 71.007 | 73.108 | 8910.00 | 1705290.00 |
| 651 | 2020.11.25 19:00 | buy | 326 | 0.10 | 73.160 | 71.047 | 74.056 | ||
| 652 | 2020.11.26 00:20 | s/l | 324 | 0.10 | 73.301 | 73.288 | 71.176 | -12220.00 | 1693070.00 |
| 653 | 2020.11.30 19:00 | close | 326 | 0.10 | 73.237 | 71.047 | 74.056 | 770.00 | 1693840.00 |
| 654 | 2020.12.01 06:00 | buy | 327 | 0.10 | 73.509 | 72.262 | 74.404 | ||
| 655 | 2020.12.03 19:00 | sell | 328 | 0.10 | 73.497 | 74.537 | 71.690 | ||
| 656 | 2020.12.30 17:55 | t/p | 327 | 0.10 | 74.410 | 72.262 | 74.404 | 9010.00 | 1702850.00 |
| 657 | 2020.12.31 02:32 | s/l | 328 | 0.10 | 74.537 | 74.537 | 71.690 | -10400.00 | 1692450.00 |
| 658 | 2021.01.04 19:00 | sell | 329 | 0.10 | 73.904 | 75.126 | 72.094 | ||
| 659 | 2021.01.06 11:48 | s/l | 329 | 0.10 | 75.132 | 75.126 | 72.094 | -12280.00 | 1680170.00 |
| 660 | 2021.01.13 17:00 | sell | 330 | 0.10 | 74.553 | 76.076 | 72.752 | ||
| 661 | 2021.02.08 17:02 | s/l | 330 | 0.10 | 76.085 | 76.076 | 72.752 | -15320.00 | 1664850.00 |
| 662 | 2021.02.09 13:00 | sell | 331 | 0.10 | 75.668 | 76.634 | 73.872 | ||
| 663 | 2021.02.16 04:26 | s/l | 331 | 0.10 | 76.630 | 76.634 | 73.872 | -9620.00 | 1655230.00 |
| 664 | 2021.02.17 17:00 | sell | 332 | 0.10 | 75.932 | 77.222 | 74.129 | ||
| 665 | 2021.02.19 18:42 | s/l | 332 | 0.10 | 77.229 | 77.222 | 74.129 | -12970.00 | 1642260.00 |
| 666 | 2021.03.16 17:00 | sell | 333 | 0.10 | 78.215 | 79.710 | 76.419 | ||
| 667 | 2021.03.23 13:05 | t/p | 333 | 0.10 | 76.408 | 79.710 | 76.419 | 18070.00 | 1660330.00 |
| 668 | 2021.04.06 13:00 | sell | 334 | 0.10 | 77.496 | 79.710 | 75.703 | ||
| 669 | 2021.05.26 14:00 | close | 334 | 0.10 | 79.609 | 79.710 | 75.703 | -21130.00 | 1639200.00 |
| 670 | 2021.06.01 17:00 | sell | 335 | 0.10 | 79.413 | 80.681 | 77.621 | ||
| 671 | 2021.06.17 14:56 | t/p | 335 | 0.10 | 77.621 | 80.681 | 77.621 | 17920.00 | 1657120.00 |
| 672 | 2021.06.22 20:00 | buy | 336 | 0.10 | 77.728 | 74.924 | 79.524 | ||
| 673 | 2021.07.08 10:00 | sell | 337 | 0.10 | 76.802 | 79.267 | 75.902 | ||
| 674 | 2021.07.19 15:15 | t/p | 337 | 0.10 | 75.895 | 79.267 | 75.902 | 9070.00 | 1666190.00 |
| 675 | 2021.07.19 16:00 | sell | 338 | 0.10 | 76.008 | 78.158 | 75.099 | ||
| 676 | 2021.08.11 21:00 | close | 336 | 0.10 | 77.846 | 74.924 | 79.524 | 1180.00 | 1667370.00 |
| 677 | 2021.08.19 10:41 | t/p | 338 | 0.10 | 75.101 | 78.158 | 75.099 | 9070.00 | 1676440.00 |
| 678 | 2021.08.23 13:00 | buy | 339 | 0.10 | 75.493 | 72.243 | 77.299 | ||
| 679 | 2021.08.31 03:18 | t/p | 339 | 0.10 | 77.307 | 72.243 | 77.299 | 18140.00 | 1694580.00 |
| 680 | 2021.09.07 09:00 | sell | 340 | 0.10 | 78.183 | 80.681 | 76.376 | ||
| 681 | 2021.09.22 03:00 | t/p | 340 | 0.10 | 76.380 | 80.681 | 76.376 | 18030.00 | 1712610.00 |
| 682 | 2021.10.14 07:00 | buy | 341 | 0.10 | 79.280 | 76.754 | 80.173 | ||
| 683 | 2021.10.15 03:50 | t/p | 341 | 0.10 | 80.180 | 76.754 | 80.173 | 9000.00 | 1721610.00 |
| 684 | 2021.10.19 05:00 | buy | 342 | 0.10 | 81.297 | 78.060 | 82.204 | ||
| 685 | 2021.10.20 07:28 | t/p | 342 | 0.10 | 82.206 | 78.060 | 82.204 | 9090.00 | 1730700.00 |
| 686 | 2021.10.26 16:00 | buy | 343 | 0.10 | 82.074 | 80.504 | 82.964 | ||
| 687 | 2021.10.27 12:00 | sell | 344 | 0.10 | 81.114 | 83.005 | 79.306 | ||
| 688 | 2021.11.05 04:43 | s/l | 343 | 0.10 | 80.503 | 80.504 | 82.964 | -15710.00 | 1714990.00 |
| 689 | 2021.11.18 02:00 | close | 344 | 0.10 | 79.985 | 83.005 | 79.306 | 11290.00 | 1726280.00 |
| 690 | 2021.12.07 08:00 | buy | 345 | 0.10 | 76.984 | 74.091 | 78.776 | ||
| 691 | 2021.12.30 04:46 | t/p | 345 | 0.10 | 78.787 | 74.091 | 78.776 | 18030.00 | 1744310.00 |
| 692 | 2022.02.01 23:00 | buy | 346 | 0.10 | 76.237 | 74.091 | 78.034 | ||
| 693 | 2022.02.23 10:10 | t/p | 346 | 0.10 | 78.038 | 74.091 | 78.034 | 18010.00 | 1762320.00 |
| 694 | 2022.03.07 04:00 | buy | 347 | 0.10 | 79.538 | 76.915 | 80.432 | ||
| 695 | 2022.03.16 14:39 | t/p | 347 | 0.10 | 80.430 | 76.915 | 80.432 | 8920.00 | 1771240.00 |
| 696 | 2022.03.16 17:00 | buy | 348 | 0.10 | 80.671 | 78.570 | 81.564 | ||
| 697 | 2022.03.17 18:37 | t/p | 348 | 0.10 | 81.564 | 78.570 | 81.564 | 8930.00 | 1780170.00 |
| 698 | 2022.03.22 07:00 | buy | 349 | 0.10 | 82.591 | 79.312 | 83.484 | ||
| 699 | 2022.03.22 12:50 | t/p | 349 | 0.10 | 83.495 | 79.312 | 83.484 | 9040.00 | 1789210.00 |
| 700 | 2022.03.22 13:00 | buy | 350 | 0.10 | 83.605 | 80.598 | 84.498 | ||
| 701 | 2022.03.23 01:55 | t/p | 350 | 0.10 | 84.502 | 80.598 | 84.498 | 8970.00 | 1798180.00 |
| 702 | 2022.03.24 18:00 | buy | 351 | 0.10 | 85.004 | 82.003 | 85.903 | ||
| 703 | 2022.03.25 01:00 | close | 351 | 0.10 | 85.158 | 82.003 | 85.903 | 1540.00 | 1799720.00 |
| 704 | 2022.03.28 05:00 | buy | 352 | 0.10 | 85.424 | 82.426 | 86.326 | ||
| 705 | 2022.03.28 06:00 | close | 352 | 0.10 | 85.439 | 82.426 | 86.326 | 150.00 | 1799870.00 |
| 706 | 2022.03.28 06:00 | buy | 353 | 0.10 | 85.466 | 82.459 | 86.359 | ||
| 707 | 2022.03.28 07:00 | close | 353 | 0.10 | 85.533 | 82.459 | 86.359 | 670.00 | 1800540.00 |
| 708 | 2022.03.28 07:00 | buy | 354 | 0.10 | 85.569 | 82.565 | 86.465 | ||
| 709 | 2022.03.28 08:00 | close | 354 | 0.10 | 85.425 | 82.565 | 86.465 | -1440.00 | 1799100.00 |
| 710 | 2022.03.28 11:00 | buy | 355 | 0.10 | 86.074 | 83.071 | 86.971 | ||
| 711 | 2022.03.28 12:00 | close | 355 | 0.10 | 86.604 | 83.071 | 86.971 | 5300.00 | 1804400.00 |
| 712 | 2022.03.28 12:00 | buy | 356 | 0.10 | 86.634 | 83.634 | 87.534 | ||
| 713 | 2022.03.28 13:00 | close | 356 | 0.10 | 86.148 | 83.634 | 87.534 | -4860.00 | 1799540.00 |
| 714 | 2022.03.28 13:00 | buy | 357 | 0.10 | 86.176 | 83.183 | 87.083 | ||
| 715 | 2022.03.28 14:00 | close | 357 | 0.10 | 86.154 | 83.183 | 87.083 | -220.00 | 1799320.00 |
| 716 | 2022.03.31 10:00 | sell | 358 | 0.10 | 84.441 | 87.449 | 82.649 | ||
| 717 | 2022.04.05 17:00 | buy | 359 | 0.10 | 86.378 | 83.776 | 87.287 | ||
| 718 | 2022.04.20 03:46 | t/p | 359 | 0.10 | 87.285 | 83.776 | 87.287 | 9070.00 | 1808390.00 |
| 719 | 2022.04.25 11:00 | close | 358 | 0.10 | 84.870 | 87.449 | 82.649 | -4290.00 | 1804100.00 |
| 720 | 2022.04.26 18:00 | sell | 360 | 0.10 | 83.795 | 86.585 | 81.985 | ||
| 721 | 2022.05.10 03:19 | t/p | 360 | 0.10 | 81.988 | 86.585 | 81.985 | 18070.00 | 1822170.00 |
| 722 | 2022.05.23 09:00 | buy | 361 | 0.10 | 82.666 | 79.859 | 84.459 | ||
| 723 | 2022.06.01 15:28 | t/p | 361 | 0.10 | 84.465 | 79.859 | 84.459 | 17990.00 | 1840160.00 |
| 724 | 2022.06.13 11:00 | sell | 362 | 0.10 | 85.011 | 87.842 | 83.211 | ||
| 725 | 2022.06.16 12:17 | t/p | 362 | 0.10 | 83.213 | 87.842 | 83.211 | 17980.00 | 1858140.00 |
| 726 | 2022.06.29 01:00 | sell | 363 | 0.10 | 84.904 | 87.842 | 83.094 | ||
| 727 | 2022.07.06 09:04 | t/p | 363 | 0.10 | 83.092 | 87.842 | 83.094 | 18120.00 | 1876260.00 |
| 728 | 2022.07.22 20:00 | sell | 364 | 0.10 | 85.302 | 87.842 | 83.498 | ||
| 729 | 2022.07.29 23:59 | close at stop | 364 | 0.10 | 83.854 | 87.842 | 83.498 | 14480.00 | 1890740.00 |
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