Strategy Tester Report
EA_BBHLband_H1_forCJ_1.03
| 通貨ペア | CADJPY (Canadian Dollar vs Japanese Yen) | ||||
| 期間 | 1時間足(H1) 2007.10.01 03:00 - 2022.07.29 23:00 (2007.10.01 - 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=44113101; MagicNumberS=44113201; 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=100; 最大ストップロス=260; | ||||
| テストバー数 | 92349 | モデルティック数 | 295215036 | 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 | 1000000.00 | スプレッド | 変動 | ||
| 純益 | 1844310.00 | 総利益 | 5346120.00 | 総損失 | -3501810.00 |
| プロフィットファクタ | 1.53 | 期待利得 | 2009.05 | ||
| 絶対ドローダウン | 38200.00 | 最大ドローダウン | 142440.00 (7.11%) | 相対ドローダウン | 7.34% (102400.00) |
| 総取引数 | 918 | 売りポジション(勝率%） | 452 (63.50%) | 買いポジション(勝率%） | 466 (66.52%) |
| 勝率(%) | 597 (65.03%) | 負率 (%) | 321 (34.97%) | ||
| 最大 | 勝トレード | 16530.00 | 敗トレード | -27030.00 | |
| 平均 | 勝トレード | 8954.97 | 敗トレード | -10909.07 | |
| 最大 | 連勝(金額) | 24 (223390.00) | 連敗(金額) | 5 (-42220.00) | |
| 最大 | 連勝(トレード数) | 223390.00 (24) | 連敗(トレード数) | -52520.00 (4) | |
| 平均 | 連勝 | 3 | 連敗 | 2 | |
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 | 2007.10.02 06:03 | sell | 1 | 0.10 | 116.216 | 118.450 | 115.210 | ||
| 2 | 2007.10.05 15:30 | s/l | 1 | 0.10 | 118.447 | 118.450 | 115.210 | -22310.00 | 977690.00 |
| 3 | 2007.10.08 12:01 | buy | 2 | 0.10 | 119.452 | 118.600 | 120.400 | ||
| 4 | 2007.10.09 04:19 | s/l | 2 | 0.10 | 118.607 | 118.600 | 120.400 | -8450.00 | 969240.00 |
| 5 | 2007.10.09 20:00 | buy | 3 | 0.10 | 119.049 | 118.190 | 119.990 | ||
| 6 | 2007.10.11 11:50 | t/p | 3 | 0.10 | 119.984 | 118.190 | 119.990 | 9350.00 | 978590.00 |
| 7 | 2007.10.11 12:00 | buy | 4 | 0.10 | 120.027 | 119.180 | 120.980 | ||
| 8 | 2007.10.12 23:32 | t/p | 4 | 0.10 | 120.972 | 119.180 | 120.980 | 9450.00 | 988040.00 |
| 9 | 2007.10.15 12:00 | buy | 5 | 0.10 | 121.054 | 120.210 | 122.010 | ||
| 10 | 2007.10.15 18:48 | s/l | 5 | 0.10 | 120.211 | 120.210 | 122.010 | -8430.00 | 979610.00 |
| 11 | 2007.10.17 16:00 | buy | 6 | 0.10 | 119.846 | 118.990 | 120.790 | ||
| 12 | 2007.10.17 20:56 | s/l | 6 | 0.10 | 118.975 | 118.990 | 120.790 | -8710.00 | 970900.00 |
| 13 | 2007.10.19 16:00 | buy | 7 | 0.10 | 119.423 | 118.575 | 120.375 | ||
| 14 | 2007.10.19 23:05 | s/l | 7 | 0.10 | 118.576 | 118.575 | 120.375 | -8470.00 | 962430.00 |
| 15 | 2007.10.23 09:00 | buy | 8 | 0.10 | 117.403 | 116.545 | 118.345 | ||
| 16 | 2007.10.23 14:13 | t/p | 8 | 0.10 | 118.352 | 116.545 | 118.345 | 9490.00 | 971920.00 |
| 17 | 2007.10.25 12:00 | buy | 9 | 0.10 | 118.105 | 117.245 | 119.045 | ||
| 18 | 2007.10.26 11:41 | t/p | 9 | 0.10 | 119.064 | 117.245 | 119.045 | 9590.00 | 981510.00 |
| 19 | 2007.10.26 12:00 | buy | 10 | 0.10 | 118.922 | 118.065 | 119.865 | ||
| 20 | 2007.10.29 17:52 | t/p | 10 | 0.10 | 119.872 | 118.065 | 119.865 | 9500.00 | 991010.00 |
| 21 | 2007.10.29 20:00 | buy | 11 | 0.10 | 120.184 | 119.325 | 121.125 | ||
| 22 | 2007.10.31 16:22 | t/p | 11 | 0.10 | 121.124 | 119.325 | 121.125 | 9400.00 | 1000410.00 |
| 23 | 2007.10.31 17:00 | buy | 12 | 0.10 | 121.135 | 120.285 | 122.085 | ||
| 24 | 2007.10.31 22:54 | t/p | 12 | 0.10 | 122.103 | 120.285 | 122.085 | 9680.00 | 1010090.00 |
| 25 | 2007.11.01 13:00 | buy | 13 | 0.10 | 122.518 | 121.675 | 123.475 | ||
| 26 | 2007.11.01 16:00 | close | 13 | 0.10 | 121.891 | 121.675 | 123.475 | -6270.00 | 1003820.00 |
| 27 | 2007.11.02 13:00 | buy | 14 | 0.10 | 121.329 | 120.475 | 122.275 | ||
| 28 | 2007.11.02 14:19 | t/p | 14 | 0.10 | 122.284 | 120.475 | 122.275 | 9550.00 | 1013370.00 |
| 29 | 2007.11.06 06:00 | buy | 15 | 0.10 | 123.007 | 122.165 | 123.965 | ||
| 30 | 2007.11.06 13:53 | t/p | 15 | 0.10 | 123.964 | 122.165 | 123.965 | 9570.00 | 1022940.00 |
| 31 | 2007.11.06 15:00 | buy | 16 | 0.10 | 123.829 | 122.975 | 124.775 | ||
| 32 | 2007.11.07 00:11 | t/p | 16 | 0.10 | 124.769 | 122.975 | 124.775 | 9400.00 | 1032340.00 |
| 33 | 2007.11.19 13:00 | sell | 17 | 0.10 | 113.270 | 114.120 | 112.320 | ||
| 34 | 2007.11.19 17:08 | t/p | 17 | 0.10 | 112.311 | 114.120 | 112.320 | 9590.00 | 1041930.00 |
| 35 | 2007.11.21 08:02 | sell | 18 | 0.10 | 111.242 | 112.090 | 110.290 | ||
| 36 | 2007.11.21 12:03 | t/p | 18 | 0.10 | 110.285 | 112.090 | 110.290 | 9570.00 | 1051500.00 |
| 37 | 2007.11.23 05:00 | sell | 19 | 0.10 | 109.924 | 110.780 | 108.980 | ||
| 38 | 2007.11.23 19:00 | close | 19 | 0.10 | 109.429 | 110.780 | 108.980 | 4950.00 | 1056450.00 |
| 39 | 2007.11.26 19:00 | sell | 20 | 0.10 | 109.491 | 110.345 | 108.545 | ||
| 40 | 2007.11.26 22:53 | t/p | 20 | 0.10 | 108.544 | 110.345 | 108.545 | 9470.00 | 1065920.00 |
| 41 | 2007.11.29 15:00 | sell | 21 | 0.10 | 111.059 | 111.900 | 110.100 | ||
| 42 | 2007.11.29 16:30 | t/p | 21 | 0.10 | 110.082 | 111.900 | 110.100 | 9770.00 | 1075690.00 |
| 43 | 2007.11.29 18:00 | sell | 22 | 0.10 | 110.419 | 111.275 | 109.475 | ||
| 44 | 2007.11.30 12:19 | s/l | 22 | 0.10 | 111.273 | 111.275 | 109.475 | -8540.00 | 1067150.00 |
| 45 | 2007.12.03 04:00 | sell | 23 | 0.10 | 110.624 | 111.465 | 109.665 | ||
| 46 | 2007.12.04 11:28 | t/p | 23 | 0.10 | 109.655 | 111.465 | 109.665 | 9690.00 | 1076840.00 |
| 47 | 2007.12.04 13:00 | sell | 24 | 0.10 | 109.572 | 110.420 | 108.620 | ||
| 48 | 2007.12.04 16:00 | t/p | 24 | 0.10 | 108.615 | 110.420 | 108.620 | 9570.00 | 1086410.00 |
| 49 | 2007.12.04 16:01 | sell | 25 | 0.10 | 108.713 | 109.520 | 107.720 | ||
| 50 | 2007.12.05 17:40 | s/l | 25 | 0.10 | 109.521 | 109.520 | 107.720 | -8080.00 | 1078330.00 |
| 51 | 2007.12.11 18:00 | sell | 26 | 0.10 | 110.310 | 111.170 | 109.370 | ||
| 52 | 2007.12.11 21:14 | s/l | 26 | 0.10 | 111.211 | 111.170 | 109.370 | -9010.00 | 1069320.00 |
| 53 | 2007.12.13 19:00 | sell | 27 | 0.10 | 109.881 | 110.725 | 108.925 | ||
| 54 | 2007.12.14 11:21 | s/l | 27 | 0.10 | 110.730 | 110.725 | 108.925 | -8490.00 | 1060830.00 |
| 55 | 2007.12.18 19:00 | sell | 28 | 0.10 | 111.956 | 112.815 | 111.015 | ||
| 56 | 2007.12.18 21:53 | s/l | 28 | 0.10 | 112.816 | 112.815 | 111.015 | -8600.00 | 1052230.00 |
| 57 | 2007.12.27 19:00 | sell | 29 | 0.10 | 116.238 | 117.080 | 115.290 | ||
| 58 | 2007.12.28 07:02 | t/p | 29 | 0.10 | 115.283 | 117.080 | 115.290 | 9550.00 | 1061780.00 |
| 59 | 2007.12.28 07:03 | sell | 30 | 0.10 | 115.182 | 116.160 | 114.360 | ||
| 60 | 2007.12.31 03:14 | t/p | 30 | 0.10 | 114.346 | 116.160 | 114.360 | 8360.00 | 1070140.00 |
| 61 | 2007.12.31 18:00 | sell | 31 | 0.10 | 113.157 | 114.000 | 112.200 | ||
| 62 | 2008.01.02 16:24 | t/p | 31 | 0.10 | 112.182 | 114.000 | 112.200 | 9750.00 | 1079890.00 |
| 63 | 2008.01.03 15:00 | sell | 32 | 0.10 | 109.391 | 110.265 | 108.465 | ||
| 64 | 2008.01.03 15:34 | s/l | 32 | 0.10 | 110.273 | 110.265 | 108.465 | -8820.00 | 1071070.00 |
| 65 | 2008.01.09 02:02 | sell | 33 | 0.10 | 108.419 | 109.265 | 107.465 | ||
| 66 | 2008.01.09 08:09 | s/l | 33 | 0.10 | 109.268 | 109.265 | 107.465 | -8490.00 | 1062580.00 |
| 67 | 2008.01.09 22:00 | sell | 34 | 0.10 | 108.243 | 109.095 | 107.295 | ||
| 68 | 2008.01.10 13:11 | s/l | 34 | 0.10 | 109.103 | 109.095 | 107.295 | -8600.00 | 1053980.00 |
| 69 | 2008.01.10 17:00 | sell | 35 | 0.10 | 108.173 | 109.015 | 107.215 | ||
| 70 | 2008.01.11 11:00 | close | 35 | 0.10 | 107.747 | 109.015 | 107.215 | 4260.00 | 1058240.00 |
| 71 | 2008.01.11 11:00 | sell | 36 | 0.10 | 107.704 | 108.560 | 106.760 | ||
| 72 | 2008.01.11 14:12 | t/p | 36 | 0.10 | 106.762 | 108.560 | 106.760 | 9420.00 | 1067660.00 |
| 73 | 2008.01.14 09:00 | sell | 37 | 0.10 | 106.441 | 107.280 | 105.480 | ||
| 74 | 2008.01.15 09:42 | t/p | 37 | 0.10 | 105.490 | 107.280 | 105.480 | 9510.00 | 1077170.00 |
| 75 | 2008.01.15 11:00 | sell | 38 | 0.10 | 105.590 | 106.440 | 104.640 | ||
| 76 | 2008.01.15 14:12 | s/l | 38 | 0.10 | 106.436 | 106.440 | 104.640 | -8460.00 | 1068710.00 |
| 77 | 2008.01.15 17:00 | sell | 39 | 0.10 | 105.215 | 106.060 | 104.260 | ||
| 78 | 2008.01.16 07:32 | t/p | 39 | 0.10 | 104.259 | 106.060 | 104.260 | 9560.00 | 1078270.00 |
| 79 | 2008.01.16 11:00 | sell | 40 | 0.10 | 103.875 | 104.735 | 102.935 | ||
| 80 | 2008.01.16 15:00 | close | 40 | 0.10 | 103.902 | 104.735 | 102.935 | -270.00 | 1078000.00 |
| 81 | 2008.01.17 20:00 | sell | 41 | 0.10 | 104.115 | 104.965 | 103.165 | ||
| 82 | 2008.01.18 14:54 | s/l | 41 | 0.10 | 104.966 | 104.965 | 103.165 | -8510.00 | 1069490.00 |
| 83 | 2008.01.21 10:00 | sell | 42 | 0.10 | 103.335 | 104.195 | 102.395 | ||
| 84 | 2008.01.21 13:12 | t/p | 42 | 0.10 | 102.390 | 104.195 | 102.395 | 9450.00 | 1078940.00 |
| 85 | 2008.01.21 14:00 | sell | 43 | 0.10 | 102.676 | 103.520 | 101.720 | ||
| 86 | 2008.01.22 03:00 | close | 43 | 0.10 | 102.362 | 103.520 | 101.720 | 3140.00 | 1082080.00 |
| 87 | 2008.01.23 14:00 | sell | 44 | 0.10 | 103.060 | 103.905 | 102.105 | ||
| 88 | 2008.01.23 15:22 | t/p | 44 | 0.10 | 102.103 | 103.905 | 102.105 | 9570.00 | 1091650.00 |
| 89 | 2008.01.25 21:00 | sell | 45 | 0.10 | 105.882 | 106.725 | 104.925 | ||
| 90 | 2008.01.28 07:30 | t/p | 45 | 0.10 | 104.925 | 106.725 | 104.925 | 9570.00 | 1101220.00 |
| 91 | 2008.01.31 02:00 | sell | 46 | 0.10 | 106.722 | 107.520 | 105.720 | ||
| 92 | 2008.01.31 15:34 | t/p | 46 | 0.10 | 105.704 | 107.520 | 105.720 | 10180.00 | 1111400.00 |
| 93 | 2008.02.05 11:00 | sell | 47 | 0.10 | 107.207 | 108.050 | 106.250 | ||
| 94 | 2008.02.05 16:37 | t/p | 47 | 0.10 | 106.240 | 108.050 | 106.250 | 9670.00 | 1121070.00 |
| 95 | 2008.02.05 19:00 | sell | 48 | 0.10 | 106.463 | 107.310 | 105.510 | ||
| 96 | 2008.02.06 09:49 | t/p | 48 | 0.10 | 105.512 | 107.310 | 105.510 | 9510.00 | 1130580.00 |
| 97 | 2008.02.07 16:00 | sell | 49 | 0.10 | 104.975 | 105.830 | 104.030 | ||
| 98 | 2008.02.07 19:17 | s/l | 49 | 0.10 | 105.823 | 105.830 | 104.030 | -8480.00 | 1122100.00 |
| 99 | 2008.02.11 13:00 | sell | 50 | 0.10 | 106.702 | 107.555 | 105.755 | ||
| 100 | 2008.02.12 15:07 | s/l | 50 | 0.10 | 107.554 | 107.555 | 105.755 | -8520.00 | 1113580.00 |
| 101 | 2008.02.14 20:00 | sell | 51 | 0.10 | 108.193 | 109.155 | 107.245 | ||
| 102 | 2008.02.15 19:32 | t/p | 51 | 0.10 | 107.244 | 109.155 | 107.245 | 9490.00 | 1123070.00 |
| 103 | 2008.02.19 10:00 | sell | 52 | 0.10 | 107.181 | 108.035 | 106.235 | ||
| 104 | 2008.02.19 17:59 | t/p | 52 | 0.10 | 106.245 | 108.035 | 106.235 | 9360.00 | 1132430.00 |
| 105 | 2008.02.19 20:00 | sell | 53 | 0.10 | 105.995 | 106.840 | 105.040 | ||
| 106 | 2008.02.20 21:49 | s/l | 53 | 0.10 | 106.834 | 106.840 | 105.040 | -8390.00 | 1124040.00 |
| 107 | 2008.02.21 22:00 | sell | 54 | 0.10 | 106.179 | 107.025 | 105.225 | ||
| 108 | 2008.02.22 19:11 | t/p | 54 | 0.10 | 105.221 | 107.025 | 105.225 | 9580.00 | 1133620.00 |
| 109 | 2008.02.22 20:00 | sell | 55 | 0.10 | 105.157 | 106.015 | 104.215 | ||
| 110 | 2008.02.22 22:49 | s/l | 55 | 0.10 | 106.016 | 106.015 | 104.215 | -8590.00 | 1125030.00 |
| 111 | 2008.02.27 12:00 | sell | 56 | 0.10 | 108.905 | 109.880 | 107.950 | ||
| 112 | 2008.02.28 22:13 | t/p | 56 | 0.10 | 107.924 | 109.880 | 107.950 | 9810.00 | 1134840.00 |
| 113 | 2008.02.28 23:00 | sell | 57 | 0.10 | 107.900 | 108.750 | 106.950 | ||
| 114 | 2008.02.29 03:52 | t/p | 57 | 0.10 | 106.926 | 108.750 | 106.950 | 9740.00 | 1144580.00 |
| 115 | 2008.02.29 22:00 | sell | 58 | 0.10 | 105.724 | 106.575 | 104.775 | ||
| 116 | 2008.03.03 00:36 | t/p | 58 | 0.10 | 104.766 | 106.575 | 104.775 | 9580.00 | 1154160.00 |
| 117 | 2008.03.06 13:00 | sell | 59 | 0.10 | 104.980 | 105.830 | 104.030 | ||
| 118 | 2008.03.06 22:51 | t/p | 59 | 0.10 | 104.016 | 105.830 | 104.030 | 9640.00 | 1163800.00 |
| 119 | 2008.03.07 00:01 | sell | 60 | 0.10 | 104.102 | 104.960 | 103.160 | ||
| 120 | 2008.03.10 01:53 | t/p | 60 | 0.10 | 103.167 | 104.960 | 103.160 | 9350.00 | 1173150.00 |
| 121 | 2008.03.10 03:01 | sell | 61 | 0.10 | 103.340 | 104.160 | 102.360 | ||
| 122 | 2008.03.10 18:46 | t/p | 61 | 0.10 | 102.354 | 104.160 | 102.360 | 9860.00 | 1183010.00 |
| 123 | 2008.03.10 20:00 | sell | 62 | 0.10 | 102.415 | 103.255 | 101.455 | ||
| 124 | 2008.03.11 15:30 | s/l | 62 | 0.10 | 103.347 | 103.255 | 101.455 | -9320.00 | 1173690.00 |
| 125 | 2008.03.12 16:00 | sell | 63 | 0.10 | 103.574 | 104.420 | 102.620 | ||
| 126 | 2008.03.13 00:27 | t/p | 63 | 0.10 | 102.629 | 104.420 | 102.620 | 9450.00 | 1183140.00 |
| 127 | 2008.03.14 16:00 | sell | 64 | 0.10 | 101.404 | 102.250 | 100.450 | ||
| 128 | 2008.03.14 19:00 | close | 64 | 0.10 | 101.546 | 102.250 | 100.450 | -1420.00 | 1181720.00 |
| 129 | 2008.03.14 21:00 | sell | 65 | 0.10 | 101.075 | 101.925 | 100.125 | ||
| 130 | 2008.03.17 01:00 | t/p | 65 | 0.10 | 99.784 | 101.925 | 100.125 | 12910.00 | 1194630.00 |
| 131 | 2008.03.20 17:00 | sell | 66 | 0.10 | 96.848 | 97.575 | 95.775 | ||
| 132 | 2008.03.20 19:35 | t/p | 66 | 0.10 | 95.773 | 97.575 | 95.775 | 10750.00 | 1205380.00 |
| 133 | 2008.03.24 09:00 | sell | 67 | 0.10 | 96.852 | 97.710 | 95.910 | ||
| 134 | 2008.03.24 16:39 | s/l | 67 | 0.10 | 97.711 | 97.710 | 95.910 | -8590.00 | 1196790.00 |
| 135 | 2008.03.25 18:00 | sell | 68 | 0.10 | 98.124 | 98.975 | 97.175 | ||
| 136 | 2008.03.27 01:02 | t/p | 68 | 0.10 | 97.165 | 98.975 | 97.175 | 9590.00 | 1206380.00 |
| 137 | 2008.03.27 01:03 | sell | 69 | 0.10 | 97.064 | 98.050 | 96.250 | ||
| 138 | 2008.03.27 15:37 | s/l | 69 | 0.10 | 98.051 | 98.050 | 96.250 | -9870.00 | 1196510.00 |
| 139 | 2008.03.28 21:00 | sell | 70 | 0.10 | 97.638 | 98.480 | 96.680 | ||
| 140 | 2008.03.31 01:31 | t/p | 70 | 0.10 | 96.674 | 98.480 | 96.680 | 9640.00 | 1206150.00 |
| 141 | 2008.04.04 15:00 | sell | 71 | 0.10 | 101.490 | 102.335 | 100.535 | ||
| 142 | 2008.04.04 23:26 | t/p | 71 | 0.10 | 100.530 | 102.335 | 100.535 | 9600.00 | 1215750.00 |
| 143 | 2008.04.07 23:00 | sell | 72 | 0.10 | 101.106 | 101.960 | 100.160 | ||
| 144 | 2008.04.08 11:09 | t/p | 72 | 0.10 | 100.167 | 101.960 | 100.160 | 9390.00 | 1225140.00 |
| 145 | 2008.04.09 08:00 | sell | 73 | 0.10 | 100.812 | 101.670 | 99.870 | ||
| 146 | 2008.04.09 18:35 | t/p | 73 | 0.10 | 99.864 | 101.670 | 99.870 | 9480.00 | 1234620.00 |
| 147 | 2008.04.09 20:00 | sell | 74 | 0.10 | 99.840 | 100.690 | 98.890 | ||
| 148 | 2008.04.10 11:46 | t/p | 74 | 0.10 | 98.889 | 100.690 | 98.890 | 9510.00 | 1244130.00 |
| 149 | 2008.04.10 13:00 | sell | 75 | 0.10 | 98.806 | 99.665 | 97.865 | ||
| 150 | 2008.04.10 18:21 | s/l | 75 | 0.10 | 99.672 | 99.665 | 97.865 | -8660.00 | 1235470.00 |
1ページ目次へ