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 | |
| # | 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 |
| 1351 | 2017.03.30 17:00 | buy | 676 | 0.10 | 83.634 | 81.031 | 84.631 | ||
| 1352 | 2017.04.03 16:00 | sell | 677 | 0.10 | 83.383 | 84.238 | 82.438 | ||
| 1353 | 2017.04.04 09:07 | t/p | 677 | 0.10 | 82.426 | 84.238 | 82.438 | 9570.00 | 2187040.00 |
| 1354 | 2017.04.04 10:00 | sell | 678 | 0.10 | 82.318 | 83.168 | 81.368 | ||
| 1355 | 2017.04.05 16:48 | s/l | 678 | 0.10 | 83.169 | 83.168 | 81.368 | -8510.00 | 2178530.00 |
| 1356 | 2017.04.06 00:00 | sell | 679 | 0.10 | 82.381 | 83.236 | 81.436 | ||
| 1357 | 2017.04.10 15:17 | s/l | 679 | 0.10 | 83.244 | 83.236 | 81.436 | -8630.00 | 2169900.00 |
| 1358 | 2017.04.11 17:00 | sell | 680 | 0.10 | 82.673 | 83.521 | 81.721 | ||
| 1359 | 2017.04.14 08:53 | t/p | 680 | 0.10 | 81.723 | 83.521 | 81.721 | 9500.00 | 2179400.00 |
| 1360 | 2017.04.14 09:00 | sell | 681 | 0.10 | 81.683 | 82.523 | 80.723 | ||
| 1361 | 2017.04.18 18:42 | s/l | 676 | 0.10 | 81.034 | 81.031 | 84.631 | -26000.00 | 2153400.00 |
| 1362 | 2017.04.19 21:12 | t/p | 681 | 0.10 | 80.727 | 82.523 | 80.723 | 9560.00 | 2162960.00 |
| 1363 | 2017.04.20 00:00 | sell | 682 | 0.10 | 80.706 | 81.562 | 79.762 | ||
| 1364 | 2017.04.24 00:00 | s/l | 682 | 0.10 | 82.192 | 81.562 | 79.762 | -14860.00 | 2148100.00 |
| 1365 | 2017.04.24 01:00 | buy | 683 | 0.10 | 81.820 | 79.226 | 82.826 | ||
| 1366 | 2017.04.24 20:00 | sell | 684 | 0.10 | 81.237 | 82.081 | 80.281 | ||
| 1367 | 2017.04.26 03:53 | s/l | 684 | 0.10 | 82.080 | 82.081 | 80.281 | -8430.00 | 2139670.00 |
| 1368 | 2017.05.04 15:00 | close | 683 | 0.10 | 82.208 | 79.226 | 82.826 | 3880.00 | 2143550.00 |
| 1369 | 2017.05.05 19:00 | buy | 685 | 0.10 | 82.224 | 79.620 | 83.220 | ||
| 1370 | 2017.05.08 02:00 | close | 685 | 0.10 | 82.518 | 79.620 | 83.220 | 2940.00 | 2146490.00 |
| 1371 | 2017.05.08 02:00 | buy | 686 | 0.10 | 82.531 | 79.931 | 83.531 | ||
| 1372 | 2017.05.10 18:46 | t/p | 686 | 0.10 | 83.529 | 79.931 | 83.531 | 9980.00 | 2156470.00 |
| 1373 | 2017.05.19 00:00 | buy | 687 | 0.10 | 81.982 | 79.374 | 82.974 | ||
| 1374 | 2017.05.24 17:04 | t/p | 687 | 0.10 | 82.981 | 79.374 | 82.974 | 9990.00 | 2166460.00 |
| 1375 | 2017.06.05 11:00 | buy | 688 | 0.10 | 82.040 | 79.449 | 83.049 | ||
| 1376 | 2017.06.13 10:32 | t/p | 688 | 0.10 | 83.045 | 79.449 | 83.049 | 10050.00 | 2176510.00 |
| 1377 | 2017.06.14 17:00 | sell | 689 | 0.10 | 82.844 | 85.437 | 81.837 | ||
| 1378 | 2017.06.16 03:00 | buy | 690 | 0.10 | 83.726 | 82.882 | 84.682 | ||
| 1379 | 2017.06.27 14:39 | t/p | 690 | 0.10 | 84.685 | 82.882 | 84.682 | 9590.00 | 2186100.00 |
| 1380 | 2017.06.27 15:00 | buy | 691 | 0.10 | 84.723 | 83.872 | 85.672 | ||
| 1381 | 2017.06.28 09:11 | s/l | 689 | 0.10 | 85.429 | 85.437 | 81.837 | -25850.00 | 2160250.00 |
| 1382 | 2017.06.28 11:00 | close | 691 | 0.10 | 85.229 | 83.872 | 85.672 | 5060.00 | 2165310.00 |
| 1383 | 2017.06.28 15:00 | buy | 692 | 0.10 | 85.692 | 84.832 | 86.632 | ||
| 1384 | 2017.06.29 14:19 | t/p | 692 | 0.10 | 86.641 | 84.832 | 86.632 | 9490.00 | 2174800.00 |
| 1385 | 2017.06.29 15:00 | buy | 693 | 0.10 | 86.460 | 85.620 | 87.420 | ||
| 1386 | 2017.07.04 16:46 | t/p | 693 | 0.10 | 87.418 | 85.620 | 87.420 | 9580.00 | 2184380.00 |
| 1387 | 2017.07.04 18:00 | buy | 694 | 0.10 | 87.588 | 86.731 | 88.531 | ||
| 1388 | 2017.07.07 18:22 | t/p | 694 | 0.10 | 88.540 | 86.731 | 88.531 | 9520.00 | 2193900.00 |
| 1389 | 2017.07.07 20:00 | buy | 695 | 0.10 | 88.679 | 87.832 | 89.632 | ||
| 1390 | 2017.07.12 07:13 | s/l | 695 | 0.10 | 87.828 | 87.832 | 89.632 | -8510.00 | 2185390.00 |
| 1391 | 2017.07.12 21:00 | buy | 696 | 0.10 | 89.147 | 88.299 | 90.099 | ||
| 1392 | 2017.07.14 15:54 | s/l | 696 | 0.10 | 88.288 | 88.299 | 90.099 | -8590.00 | 2176800.00 |
| 1393 | 2017.07.18 14:00 | buy | 697 | 0.10 | 88.934 | 88.079 | 89.879 | ||
| 1394 | 2017.07.21 17:00 | sell | 698 | 0.10 | 88.472 | 89.566 | 87.478 | ||
| 1395 | 2017.07.26 02:54 | s/l | 698 | 0.10 | 89.578 | 89.566 | 87.478 | -11060.00 | 2165740.00 |
| 1396 | 2017.07.27 04:00 | sell | 699 | 0.10 | 89.149 | 89.964 | 88.147 | ||
| 1397 | 2017.08.01 05:18 | t/p | 699 | 0.10 | 88.147 | 89.964 | 88.147 | 10020.00 | 2175760.00 |
| 1398 | 2017.08.01 05:23 | s/l | 697 | 0.10 | 88.073 | 88.079 | 89.879 | -8610.00 | 2167150.00 |
| 1399 | 2017.08.01 06:00 | sell | 700 | 0.10 | 88.148 | 89.964 | 87.138 | ||
| 1400 | 2017.08.08 13:29 | t/p | 700 | 0.10 | 87.128 | 89.964 | 87.138 | 10200.00 | 2177350.00 |
| 1401 | 2017.08.08 14:00 | sell | 701 | 0.10 | 87.224 | 89.964 | 86.234 | ||
| 1402 | 2017.08.09 07:00 | close | 701 | 0.10 | 86.553 | 89.964 | 86.234 | 6710.00 | 2184060.00 |
| 1403 | 2017.08.25 18:00 | sell | 702 | 0.10 | 87.444 | 89.964 | 86.445 | ||
| 1404 | 2017.09.11 19:14 | s/l | 702 | 0.10 | 89.969 | 89.964 | 86.445 | -25250.00 | 2158810.00 |
| 1405 | 2017.09.11 20:00 | buy | 703 | 0.10 | 89.974 | 89.117 | 90.917 | ||
| 1406 | 2017.09.14 04:33 | t/p | 703 | 0.10 | 90.919 | 89.117 | 90.917 | 9450.00 | 2168260.00 |
| 1407 | 2017.09.14 05:00 | buy | 704 | 0.10 | 90.924 | 90.069 | 91.869 | ||
| 1408 | 2017.09.14 07:00 | close | 704 | 0.10 | 90.710 | 90.069 | 91.869 | -2140.00 | 2166120.00 |
| 1409 | 2017.09.15 11:00 | buy | 705 | 0.10 | 91.017 | 90.171 | 91.971 | ||
| 1410 | 2017.09.25 19:00 | sell | 706 | 0.10 | 90.396 | 91.878 | 89.389 | ||
| 1411 | 2017.09.25 19:16 | s/l | 705 | 0.10 | 90.175 | 90.171 | 91.971 | -8420.00 | 2157700.00 |
| 1412 | 2017.09.26 23:00 | buy | 707 | 0.10 | 90.869 | 90.017 | 91.817 | ||
| 1413 | 2017.09.29 15:48 | s/l | 707 | 0.10 | 90.018 | 90.017 | 91.817 | -8510.00 | 2149190.00 |
| 1414 | 2017.10.13 19:48 | t/p | 706 | 0.10 | 89.380 | 91.878 | 89.389 | 10160.00 | 2159350.00 |
| 1415 | 2017.10.13 20:00 | sell | 708 | 0.10 | 89.431 | 91.878 | 88.432 | ||
| 1416 | 2017.10.27 16:26 | t/p | 708 | 0.10 | 88.424 | 91.878 | 88.432 | 10070.00 | 2169420.00 |
| 1417 | 2017.11.01 04:00 | buy | 709 | 0.10 | 88.287 | 85.694 | 89.294 | ||
| 1418 | 2017.11.03 15:40 | t/p | 709 | 0.10 | 89.298 | 85.694 | 89.294 | 10110.00 | 2179530.00 |
| 1419 | 2017.11.16 09:00 | buy | 710 | 0.10 | 88.597 | 85.990 | 89.590 | ||
| 1420 | 2017.11.21 11:00 | sell | 711 | 0.10 | 87.664 | 88.513 | 86.713 | ||
| 1421 | 2017.12.01 16:00 | close | 711 | 0.10 | 88.307 | 88.513 | 86.713 | -6430.00 | 2173100.00 |
| 1422 | 2017.12.22 10:00 | close | 710 | 0.10 | 89.001 | 85.990 | 89.590 | 4040.00 | 2177140.00 |
| 1423 | 2017.12.28 08:00 | sell | 712 | 0.10 | 89.451 | 91.878 | 88.448 | ||
| 1424 | 2018.01.05 00:00 | buy | 713 | 0.10 | 90.314 | 89.463 | 91.263 | ||
| 1425 | 2018.01.05 15:33 | t/p | 713 | 0.10 | 91.258 | 89.463 | 91.263 | 9440.00 | 2186580.00 |
| 1426 | 2018.01.17 16:59 | t/p | 712 | 0.10 | 88.410 | 91.878 | 88.448 | 10410.00 | 2196990.00 |
| 1427 | 2018.01.18 16:00 | sell | 714 | 0.10 | 89.167 | 91.878 | 88.165 | ||
| 1428 | 2018.01.25 20:01 | t/p | 714 | 0.10 | 88.160 | 91.878 | 88.165 | 10070.00 | 2207060.00 |
| 1429 | 2018.02.02 18:00 | sell | 715 | 0.10 | 89.104 | 91.878 | 88.094 | ||
| 1430 | 2018.02.05 16:30 | t/p | 715 | 0.10 | 88.086 | 91.878 | 88.094 | 10180.00 | 2217240.00 |
| 1431 | 2018.02.07 00:00 | buy | 716 | 0.10 | 87.718 | 85.122 | 88.722 | ||
| 1432 | 2018.02.08 02:00 | sell | 717 | 0.10 | 86.852 | 87.707 | 85.907 | ||
| 1433 | 2018.02.09 15:30 | t/p | 717 | 0.10 | 85.903 | 87.707 | 85.907 | 9490.00 | 2226730.00 |
| 1434 | 2018.02.12 17:00 | sell | 718 | 0.10 | 86.201 | 87.042 | 85.242 | ||
| 1435 | 2018.02.13 18:05 | t/p | 718 | 0.10 | 85.247 | 87.042 | 85.242 | 9540.00 | 2236270.00 |
| 1436 | 2018.02.14 05:56 | s/l | 716 | 0.10 | 85.122 | 85.122 | 88.722 | -25960.00 | 2210310.00 |
| 1437 | 2018.02.14 07:00 | sell | 719 | 0.10 | 85.184 | 86.041 | 84.241 | ||
| 1438 | 2018.02.22 15:29 | t/p | 719 | 0.10 | 84.248 | 86.041 | 84.241 | 9360.00 | 2219670.00 |
| 1439 | 2018.02.22 17:00 | sell | 720 | 0.10 | 84.007 | 84.858 | 83.058 | ||
| 1440 | 2018.02.28 22:23 | t/p | 720 | 0.10 | 83.052 | 84.858 | 83.058 | 9550.00 | 2229220.00 |
| 1441 | 2018.02.28 23:00 | sell | 721 | 0.10 | 83.157 | 84.001 | 82.201 | ||
| 1442 | 2018.03.02 12:01 | t/p | 721 | 0.10 | 82.201 | 84.001 | 82.201 | 9560.00 | 2238780.00 |
| 1443 | 2018.03.02 12:02 | sell | 722 | 0.10 | 82.193 | 83.071 | 81.271 | ||
| 1444 | 2018.03.09 15:30 | s/l | 722 | 0.10 | 83.065 | 83.071 | 81.271 | -8720.00 | 2230060.00 |
| 1445 | 2018.03.09 16:00 | buy | 723 | 0.10 | 83.125 | 81.145 | 84.122 | ||
| 1446 | 2018.03.13 20:00 | sell | 724 | 0.10 | 82.483 | 83.334 | 81.534 | ||
| 1447 | 2018.03.15 16:38 | t/p | 724 | 0.10 | 81.521 | 83.334 | 81.534 | 9620.00 | 2239680.00 |
| 1448 | 2018.03.15 18:00 | sell | 725 | 0.10 | 81.322 | 82.171 | 80.371 | ||
| 1449 | 2018.03.15 18:55 | s/l | 723 | 0.10 | 81.146 | 81.145 | 84.122 | -19790.00 | 2219890.00 |
| 1450 | 2018.03.20 11:00 | buy | 726 | 0.10 | 81.462 | 80.310 | 82.452 | ||
| 1451 | 2018.03.21 21:00 | s/l | 725 | 0.10 | 82.178 | 82.171 | 80.371 | -8560.00 | 2211330.00 |
| 1452 | 2018.03.28 15:20 | t/p | 726 | 0.10 | 82.447 | 80.310 | 82.452 | 9850.00 | 2221180.00 |
| 1453 | 2018.03.28 16:00 | buy | 727 | 0.10 | 82.210 | 80.317 | 83.217 | ||
| 1454 | 2018.04.03 17:47 | t/p | 727 | 0.10 | 83.227 | 80.317 | 83.217 | 10170.00 | 2231350.00 |
| 1455 | 2018.04.03 20:00 | buy | 728 | 0.10 | 83.219 | 80.614 | 84.214 | ||
| 1456 | 2018.04.05 20:03 | t/p | 728 | 0.10 | 84.214 | 80.614 | 84.214 | 9950.00 | 2241300.00 |
| 1457 | 2018.04.26 17:00 | sell | 729 | 0.10 | 84.918 | 87.528 | 83.928 | ||
| 1458 | 2018.05.08 12:56 | t/p | 729 | 0.10 | 83.919 | 87.528 | 83.928 | 9990.00 | 2251290.00 |
| 1459 | 2018.05.11 17:00 | sell | 730 | 0.10 | 85.501 | 88.094 | 84.494 | ||
| 1460 | 2018.05.17 00:00 | buy | 731 | 0.10 | 86.328 | 85.473 | 87.273 | ||
| 1461 | 2018.05.23 10:33 | s/l | 731 | 0.10 | 85.472 | 85.473 | 87.273 | -8560.00 | 2242730.00 |
| 1462 | 2018.05.24 17:55 | t/p | 730 | 0.10 | 84.497 | 88.094 | 84.494 | 10040.00 | 2252770.00 |
| 1463 | 2018.05.24 19:00 | sell | 732 | 0.10 | 84.683 | 87.283 | 83.683 | ||
| 1464 | 2018.05.25 19:00 | close | 732 | 0.10 | 84.308 | 87.283 | 83.683 | 3750.00 | 2256520.00 |
| 1465 | 2018.06.07 06:00 | sell | 733 | 0.10 | 84.924 | 87.522 | 83.922 | ||
| 1466 | 2018.06.08 12:03 | t/p | 733 | 0.10 | 83.920 | 87.522 | 83.922 | 10040.00 | 2266560.00 |
| 1467 | 2018.06.18 13:00 | buy | 734 | 0.10 | 83.957 | 81.367 | 84.967 | ||
| 1468 | 2018.06.19 11:00 | sell | 735 | 0.10 | 82.927 | 83.768 | 81.968 | ||
| 1469 | 2018.06.29 11:37 | s/l | 735 | 0.10 | 83.761 | 83.768 | 81.968 | -8340.00 | 2258220.00 |
| 1470 | 2018.07.09 11:00 | close | 734 | 0.10 | 84.363 | 81.367 | 84.967 | 4060.00 | 2262280.00 |
| 1471 | 2018.07.13 13:00 | sell | 736 | 0.10 | 85.289 | 87.882 | 84.282 | ||
| 1472 | 2018.07.24 04:18 | t/p | 736 | 0.10 | 84.280 | 87.882 | 84.282 | 10090.00 | 2272370.00 |
| 1473 | 2018.08.02 07:00 | sell | 737 | 0.10 | 85.730 | 88.332 | 84.732 | ||
| 1474 | 2018.08.10 09:16 | t/p | 737 | 0.10 | 84.724 | 88.332 | 84.732 | 10060.00 | 2282430.00 |
| 1475 | 2018.08.23 16:00 | sell | 738 | 0.10 | 84.889 | 87.484 | 83.884 | ||
| 1476 | 2018.08.28 18:00 | buy | 739 | 0.10 | 86.093 | 85.245 | 87.045 | ||
| 1477 | 2018.08.31 05:30 | s/l | 739 | 0.10 | 85.235 | 85.245 | 87.045 | -8580.00 | 2273850.00 |
| 1478 | 2018.09.06 18:04 | t/p | 738 | 0.10 | 83.881 | 87.484 | 83.884 | 10080.00 | 2283930.00 |
| 1479 | 2018.09.14 13:00 | sell | 740 | 0.10 | 85.985 | 88.585 | 84.985 | ||
| 1480 | 2018.09.18 16:00 | buy | 741 | 0.10 | 86.287 | 85.430 | 87.230 | ||
| 1481 | 2018.09.20 18:09 | t/p | 741 | 0.10 | 87.235 | 85.430 | 87.230 | 9480.00 | 2293410.00 |
| 1482 | 2018.09.20 19:00 | buy | 742 | 0.10 | 87.129 | 86.284 | 88.084 | ||
| 1483 | 2018.09.21 11:00 | close | 742 | 0.10 | 87.321 | 86.284 | 88.084 | 1920.00 | 2295330.00 |
| 1484 | 2018.09.24 17:00 | buy | 743 | 0.10 | 87.192 | 86.339 | 88.139 | ||
| 1485 | 2018.09.27 08:39 | s/l | 743 | 0.10 | 86.335 | 86.339 | 88.139 | -8570.00 | 2286760.00 |
| 1486 | 2018.09.27 20:00 | buy | 744 | 0.10 | 87.110 | 86.267 | 88.067 | ||
| 1487 | 2018.09.28 23:57 | t/p | 744 | 0.10 | 88.061 | 86.267 | 88.067 | 9510.00 | 2296270.00 |
| 1488 | 2018.10.01 01:00 | buy | 745 | 0.10 | 88.489 | 87.640 | 89.440 | ||
| 1489 | 2018.10.01 01:29 | s/l | 740 | 0.10 | 88.604 | 88.585 | 84.985 | -26190.00 | 2270080.00 |
| 1490 | 2018.10.01 15:00 | close | 745 | 0.10 | 88.993 | 87.640 | 89.440 | 5040.00 | 2275120.00 |
| 1491 | 2018.10.03 19:00 | buy | 746 | 0.10 | 89.017 | 88.170 | 89.970 | ||
| 1492 | 2018.10.04 19:01 | s/l | 746 | 0.10 | 88.165 | 88.170 | 89.970 | -8520.00 | 2266600.00 |
| 1493 | 2018.10.08 09:00 | sell | 747 | 0.10 | 87.684 | 89.456 | 86.693 | ||
| 1494 | 2018.10.10 18:21 | t/p | 747 | 0.10 | 86.692 | 89.456 | 86.693 | 9920.00 | 2276520.00 |
| 1495 | 2018.10.10 19:00 | sell | 748 | 0.10 | 86.804 | 89.456 | 85.797 | ||
| 1496 | 2018.10.11 04:55 | t/p | 748 | 0.10 | 85.796 | 89.456 | 85.797 | 10080.00 | 2286600.00 |
| 1497 | 2018.10.17 14:00 | sell | 749 | 0.10 | 86.593 | 89.183 | 85.583 | ||
| 1498 | 2018.10.18 20:53 | t/p | 749 | 0.10 | 85.583 | 89.183 | 85.583 | 10100.00 | 2296700.00 |
| 1499 | 2018.11.21 12:00 | buy | 750 | 0.10 | 85.052 | 82.442 | 86.042 | ||
| 1500 | 2018.12.03 09:01 | t/p | 750 | 0.10 | 86.046 | 82.442 | 86.042 | 9940.00 | 2306640.00 |