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 |
| 1501 | 2018.12.05 16:00 | buy | 751 | 0.10 | 85.189 | 82.579 | 86.179 | ||
| 1502 | 2018.12.05 19:00 | sell | 752 | 0.10 | 84.533 | 85.383 | 83.583 | ||
| 1503 | 2018.12.06 18:27 | t/p | 752 | 0.10 | 83.580 | 85.383 | 83.583 | 9530.00 | 2316170.00 |
| 1504 | 2018.12.10 18:00 | sell | 753 | 0.10 | 84.354 | 85.211 | 83.411 | ||
| 1505 | 2018.12.13 18:43 | s/l | 753 | 0.10 | 85.216 | 85.211 | 83.411 | -8620.00 | 2307550.00 |
| 1506 | 2018.12.17 17:00 | sell | 754 | 0.10 | 84.270 | 85.115 | 83.315 | ||
| 1507 | 2018.12.19 21:05 | t/p | 754 | 0.10 | 83.314 | 85.115 | 83.315 | 9560.00 | 2317110.00 |
| 1508 | 2018.12.20 06:00 | sell | 755 | 0.10 | 83.240 | 84.096 | 82.296 | ||
| 1509 | 2018.12.20 11:00 | close | 755 | 0.10 | 82.977 | 84.096 | 82.296 | 2630.00 | 2319740.00 |
| 1510 | 2018.12.20 18:19 | s/l | 751 | 0.10 | 82.587 | 82.579 | 86.179 | -26020.00 | 2293720.00 |
| 1511 | 2018.12.24 02:00 | sell | 756 | 0.10 | 81.670 | 82.524 | 80.724 | ||
| 1512 | 2018.12.24 23:00 | close | 756 | 0.10 | 81.202 | 82.524 | 80.724 | 4680.00 | 2298400.00 |
| 1513 | 2018.12.27 16:00 | sell | 757 | 0.10 | 81.211 | 82.071 | 80.271 | ||
| 1514 | 2019.01.02 04:20 | t/p | 757 | 0.10 | 80.275 | 82.071 | 80.271 | 9360.00 | 2307760.00 |
| 1515 | 2019.01.02 06:00 | sell | 758 | 0.10 | 80.184 | 81.025 | 79.225 | ||
| 1516 | 2019.01.03 00:35 | t/p | 758 | 0.10 | 79.202 | 81.025 | 79.225 | 9820.00 | 2317580.00 |
| 1517 | 2019.01.07 20:00 | buy | 759 | 0.10 | 81.709 | 79.113 | 82.713 | ||
| 1518 | 2019.01.18 17:19 | t/p | 759 | 0.10 | 82.711 | 79.113 | 82.713 | 10020.00 | 2327600.00 |
| 1519 | 2019.01.18 18:00 | buy | 760 | 0.10 | 82.792 | 80.184 | 83.784 | ||
| 1520 | 2019.02.01 19:44 | t/p | 760 | 0.10 | 83.787 | 80.184 | 83.784 | 9950.00 | 2337550.00 |
| 1521 | 2019.02.21 04:00 | sell | 761 | 0.10 | 83.975 | 86.569 | 82.969 | ||
| 1522 | 2019.03.01 09:00 | buy | 762 | 0.10 | 85.015 | 84.159 | 85.959 | ||
| 1523 | 2019.03.01 22:56 | s/l | 762 | 0.10 | 84.162 | 84.159 | 85.959 | -8530.00 | 2329020.00 |
| 1524 | 2019.03.07 19:32 | t/p | 761 | 0.10 | 82.962 | 86.569 | 82.969 | 10130.00 | 2339150.00 |
| 1525 | 2019.03.15 16:00 | sell | 763 | 0.10 | 83.631 | 86.223 | 82.623 | ||
| 1526 | 2019.03.22 11:46 | t/p | 763 | 0.10 | 82.623 | 86.223 | 82.623 | 10080.00 | 2349230.00 |
| 1527 | 2019.03.25 13:00 | buy | 764 | 0.10 | 82.201 | 79.602 | 83.202 | ||
| 1528 | 2019.04.01 04:11 | t/p | 764 | 0.10 | 83.196 | 79.602 | 83.202 | 9950.00 | 2359180.00 |
| 1529 | 2019.04.02 18:00 | sell | 765 | 0.10 | 83.376 | 85.983 | 82.383 | ||
| 1530 | 2019.04.26 05:00 | buy | 766 | 0.10 | 82.906 | 80.312 | 83.912 | ||
| 1531 | 2019.05.06 00:00 | t/p | 765 | 0.10 | 82.219 | 85.983 | 82.383 | 11570.00 | 2370750.00 |
| 1532 | 2019.05.07 12:00 | sell | 767 | 0.10 | 82.240 | 83.089 | 81.289 | ||
| 1533 | 2019.05.07 23:00 | close | 767 | 0.10 | 81.838 | 83.089 | 81.289 | 4020.00 | 2374770.00 |
| 1534 | 2019.05.09 04:00 | sell | 768 | 0.10 | 81.569 | 82.422 | 80.622 | ||
| 1535 | 2019.05.21 15:22 | s/l | 768 | 0.10 | 82.427 | 82.422 | 80.622 | -8580.00 | 2366190.00 |
| 1536 | 2019.05.23 18:00 | sell | 769 | 0.10 | 81.466 | 82.317 | 80.517 | ||
| 1537 | 2019.05.31 07:53 | t/p | 769 | 0.10 | 80.513 | 82.317 | 80.517 | 9530.00 | 2375720.00 |
| 1538 | 2019.05.31 08:00 | sell | 770 | 0.10 | 80.513 | 81.368 | 79.568 | ||
| 1539 | 2019.05.31 10:12 | s/l | 766 | 0.10 | 80.307 | 80.312 | 83.912 | -25990.00 | 2349730.00 |
| 1540 | 2019.06.05 11:00 | buy | 771 | 0.10 | 80.943 | 78.336 | 81.936 | ||
| 1541 | 2019.06.07 15:30 | s/l | 770 | 0.10 | 81.376 | 81.368 | 79.568 | -8630.00 | 2341100.00 |
| 1542 | 2019.06.10 09:40 | t/p | 771 | 0.10 | 81.930 | 78.336 | 81.936 | 9870.00 | 2350970.00 |
| 1543 | 2019.06.10 10:00 | buy | 772 | 0.10 | 81.942 | 79.332 | 82.932 | ||
| 1544 | 2019.07.01 20:00 | sell | 773 | 0.10 | 82.571 | 85.161 | 81.561 | ||
| 1545 | 2019.07.05 21:14 | t/p | 772 | 0.10 | 82.932 | 79.332 | 82.932 | 9900.00 | 2360870.00 |
| 1546 | 2019.08.01 20:38 | t/p | 773 | 0.10 | 81.568 | 85.161 | 81.561 | 10030.00 | 2370900.00 |
| 1547 | 2019.08.06 08:00 | buy | 774 | 0.10 | 80.866 | 78.265 | 81.865 | ||
| 1548 | 2019.08.07 00:01 | sell | 775 | 0.10 | 80.171 | 80.995 | 79.195 | ||
| 1549 | 2019.08.07 16:46 | t/p | 775 | 0.10 | 79.187 | 80.995 | 79.195 | 9840.00 | 2380740.00 |
| 1550 | 2019.08.09 14:00 | sell | 776 | 0.10 | 79.984 | 80.836 | 79.036 | ||
| 1551 | 2019.08.13 17:00 | close | 776 | 0.10 | 80.560 | 80.836 | 79.036 | -5760.00 | 2374980.00 |
| 1552 | 2019.08.14 16:00 | sell | 777 | 0.10 | 79.744 | 80.587 | 78.787 | ||
| 1553 | 2019.08.26 01:21 | t/p | 777 | 0.10 | 78.790 | 80.587 | 78.787 | 9540.00 | 2384520.00 |
| 1554 | 2019.08.26 02:00 | sell | 778 | 0.10 | 78.738 | 79.595 | 77.795 | ||
| 1555 | 2019.08.26 05:49 | s/l | 778 | 0.10 | 79.602 | 79.595 | 77.795 | -8640.00 | 2375880.00 |
| 1556 | 2019.08.27 23:00 | sell | 779 | 0.10 | 79.515 | 80.355 | 78.555 | ||
| 1557 | 2019.09.04 20:01 | s/l | 779 | 0.10 | 80.351 | 80.355 | 78.555 | -8360.00 | 2367520.00 |
| 1558 | 2019.09.06 23:00 | close | 774 | 0.10 | 81.117 | 78.265 | 81.865 | 2510.00 | 2370030.00 |
| 1559 | 2019.10.04 17:00 | buy | 780 | 0.10 | 80.492 | 78.266 | 81.489 | ||
| 1560 | 2019.10.11 12:41 | t/p | 780 | 0.10 | 81.499 | 78.266 | 81.489 | 10070.00 | 2380100.00 |
| 1561 | 2019.10.14 11:00 | sell | 781 | 0.10 | 81.884 | 84.595 | 80.878 | ||
| 1562 | 2019.10.15 19:00 | buy | 782 | 0.10 | 82.459 | 81.606 | 83.406 | ||
| 1563 | 2019.10.17 15:00 | close | 782 | 0.10 | 82.546 | 81.606 | 83.406 | 870.00 | 2380970.00 |
| 1564 | 2019.10.17 15:00 | buy | 783 | 0.10 | 82.563 | 81.714 | 83.514 | ||
| 1565 | 2019.10.29 03:50 | t/p | 783 | 0.10 | 83.511 | 81.714 | 83.514 | 9480.00 | 2390450.00 |
| 1566 | 2019.11.19 12:00 | close | 781 | 0.10 | 82.383 | 84.595 | 80.878 | -4990.00 | 2385460.00 |
| 1567 | 2019.11.19 17:00 | sell | 784 | 0.10 | 82.169 | 84.595 | 81.162 | ||
| 1568 | 2019.11.20 15:00 | close | 784 | 0.10 | 81.543 | 84.595 | 81.162 | 6260.00 | 2391720.00 |
| 1569 | 2019.11.29 19:00 | sell | 785 | 0.10 | 82.357 | 84.161 | 81.359 | ||
| 1570 | 2019.12.18 18:00 | buy | 786 | 0.10 | 83.569 | 82.716 | 84.516 | ||
| 1571 | 2020.01.08 09:00 | close | 785 | 0.10 | 83.486 | 84.161 | 81.359 | -11290.00 | 2380430.00 |
| 1572 | 2020.01.09 18:00 | sell | 787 | 0.10 | 83.627 | 84.152 | 82.633 | ||
| 1573 | 2020.01.10 11:00 | close | 786 | 0.10 | 83.833 | 82.716 | 84.516 | 2640.00 | 2383070.00 |
| 1574 | 2020.01.10 15:00 | buy | 788 | 0.10 | 83.929 | 83.088 | 84.888 | ||
| 1575 | 2020.01.13 11:05 | s/l | 787 | 0.10 | 84.145 | 84.152 | 82.633 | -5180.00 | 2377890.00 |
| 1576 | 2020.01.21 08:00 | sell | 789 | 0.10 | 84.174 | 84.807 | 83.175 | ||
| 1577 | 2020.01.23 08:22 | t/p | 789 | 0.10 | 83.176 | 84.807 | 83.175 | 9980.00 | 2387870.00 |
| 1578 | 2020.01.23 18:26 | s/l | 788 | 0.10 | 83.079 | 83.088 | 84.888 | -8500.00 | 2379370.00 |
| 1579 | 2020.01.24 17:00 | sell | 790 | 0.10 | 83.307 | 84.807 | 82.307 | ||
| 1580 | 2020.01.30 09:36 | t/p | 790 | 0.10 | 82.299 | 84.807 | 82.307 | 10080.00 | 2389450.00 |
| 1581 | 2020.01.31 04:00 | buy | 791 | 0.10 | 82.597 | 79.992 | 83.592 | ||
| 1582 | 2020.02.19 14:55 | t/p | 791 | 0.10 | 83.606 | 79.992 | 83.592 | 10090.00 | 2399540.00 |
| 1583 | 2020.02.21 11:00 | sell | 792 | 0.10 | 84.274 | 84.980 | 83.280 | ||
| 1584 | 2020.02.24 18:15 | t/p | 792 | 0.10 | 83.278 | 84.980 | 83.280 | 9960.00 | 2409500.00 |
| 1585 | 2020.02.28 01:00 | sell | 793 | 0.10 | 81.828 | 82.677 | 80.877 | ||
| 1586 | 2020.02.28 10:37 | t/p | 793 | 0.10 | 80.878 | 82.677 | 80.877 | 9500.00 | 2419000.00 |
| 1587 | 2020.03.03 15:00 | sell | 794 | 0.10 | 80.598 | 81.438 | 79.638 | ||
| 1588 | 2020.03.05 13:57 | t/p | 794 | 0.10 | 79.642 | 81.438 | 79.638 | 9560.00 | 2428560.00 |
| 1589 | 2020.03.05 14:00 | sell | 795 | 0.10 | 79.670 | 80.515 | 78.715 | ||
| 1590 | 2020.03.06 11:45 | t/p | 795 | 0.10 | 78.715 | 80.515 | 78.715 | 9550.00 | 2438110.00 |
| 1591 | 2020.03.06 13:00 | sell | 796 | 0.10 | 78.669 | 79.511 | 77.711 | ||
| 1592 | 2020.03.09 00:00 | t/p | 796 | 0.10 | 77.016 | 79.511 | 77.711 | 16530.00 | 2454640.00 |
| 1593 | 2020.03.11 22:00 | sell | 797 | 0.10 | 75.942 | 76.797 | 74.997 | ||
| 1594 | 2020.03.12 04:30 | t/p | 797 | 0.10 | 75.003 | 76.797 | 74.997 | 9390.00 | 2464030.00 |
| 1595 | 2020.03.12 06:00 | sell | 798 | 0.10 | 74.974 | 75.823 | 74.023 | ||
| 1596 | 2020.03.12 16:58 | s/l | 798 | 0.10 | 75.819 | 75.823 | 74.023 | -8450.00 | 2455580.00 |
| 1597 | 2020.03.16 10:00 | sell | 799 | 0.10 | 76.588 | 77.428 | 75.628 | ||
| 1598 | 2020.03.16 15:44 | t/p | 799 | 0.10 | 75.629 | 77.428 | 75.628 | 9590.00 | 2465170.00 |
| 1599 | 2020.03.18 03:00 | sell | 800 | 0.10 | 75.381 | 76.240 | 74.440 | ||
| 1600 | 2020.03.18 16:27 | t/p | 800 | 0.10 | 74.448 | 76.240 | 74.440 | 9330.00 | 2474500.00 |
| 1601 | 2020.03.18 17:00 | sell | 801 | 0.10 | 74.830 | 75.676 | 73.876 | ||
| 1602 | 2020.03.18 20:07 | t/p | 801 | 0.10 | 73.874 | 75.676 | 73.876 | 9560.00 | 2484060.00 |
| 1603 | 2020.03.18 21:00 | sell | 802 | 0.10 | 74.493 | 75.344 | 73.544 | ||
| 1604 | 2020.03.18 23:01 | s/l | 802 | 0.10 | 75.350 | 75.344 | 73.544 | -8570.00 | 2475490.00 |
| 1605 | 2020.03.20 13:00 | buy | 803 | 0.10 | 77.501 | 74.896 | 78.496 | ||
| 1606 | 2020.03.23 04:00 | sell | 804 | 0.10 | 76.403 | 77.248 | 75.448 | ||
| 1607 | 2020.03.25 07:01 | s/l | 804 | 0.10 | 77.251 | 77.248 | 75.448 | -8480.00 | 2467010.00 |
| 1608 | 2020.04.01 14:00 | sell | 805 | 0.10 | 75.582 | 76.423 | 74.623 | ||
| 1609 | 2020.04.02 17:37 | s/l | 805 | 0.10 | 76.442 | 76.423 | 74.623 | -8600.00 | 2458410.00 |
| 1610 | 2020.04.27 14:00 | close | 803 | 0.10 | 76.216 | 74.896 | 78.496 | -12850.00 | 2445560.00 |
| 1611 | 2020.04.27 23:00 | buy | 806 | 0.10 | 76.426 | 73.827 | 77.427 | ||
| 1612 | 2020.05.19 14:22 | t/p | 806 | 0.10 | 77.431 | 73.827 | 77.427 | 10050.00 | 2455610.00 |
| 1613 | 2020.05.28 04:00 | buy | 807 | 0.10 | 78.481 | 77.638 | 79.438 | ||
| 1614 | 2020.05.28 23:00 | sell | 808 | 0.10 | 78.111 | 80.718 | 77.118 | ||
| 1615 | 2020.06.02 06:46 | t/p | 807 | 0.10 | 79.433 | 77.638 | 79.438 | 9520.00 | 2465130.00 |
| 1616 | 2020.06.03 18:11 | s/l | 808 | 0.10 | 80.725 | 80.718 | 77.118 | -26140.00 | 2438990.00 |
| 1617 | 2020.06.04 12:00 | buy | 809 | 0.10 | 80.832 | 79.980 | 81.780 | ||
| 1618 | 2020.06.05 16:33 | t/p | 809 | 0.10 | 81.783 | 79.980 | 81.780 | 9510.00 | 2448500.00 |
| 1619 | 2020.06.05 17:00 | buy | 810 | 0.10 | 81.622 | 80.771 | 82.571 | ||
| 1620 | 2020.06.09 03:55 | s/l | 810 | 0.10 | 80.764 | 80.771 | 82.571 | -8580.00 | 2439920.00 |
| 1621 | 2020.06.11 02:00 | sell | 811 | 0.10 | 79.716 | 82.319 | 78.719 | ||
| 1622 | 2020.06.11 17:57 | t/p | 811 | 0.10 | 78.715 | 82.319 | 78.719 | 10010.00 | 2449930.00 |
| 1623 | 2020.06.11 19:00 | sell | 812 | 0.10 | 78.658 | 81.268 | 77.668 | ||
| 1624 | 2020.07.17 20:00 | close | 812 | 0.10 | 78.846 | 81.268 | 77.668 | -1880.00 | 2448050.00 |
| 1625 | 2020.07.17 20:00 | sell | 813 | 0.10 | 78.837 | 81.436 | 77.836 | ||
| 1626 | 2020.07.28 19:00 | close | 813 | 0.10 | 78.595 | 81.436 | 77.836 | 2420.00 | 2450470.00 |
| 1627 | 2020.08.06 14:00 | sell | 814 | 0.10 | 79.373 | 81.967 | 78.367 | ||
| 1628 | 2020.08.25 17:00 | buy | 815 | 0.10 | 80.755 | 79.900 | 81.700 | ||
| 1629 | 2020.09.09 01:10 | s/l | 815 | 0.10 | 79.910 | 79.900 | 81.700 | -8450.00 | 2442020.00 |
| 1630 | 2020.09.09 03:00 | close | 814 | 0.10 | 80.052 | 81.967 | 78.367 | -6790.00 | 2435230.00 |
| 1631 | 2020.09.10 20:00 | sell | 816 | 0.10 | 80.580 | 83.170 | 79.570 | ||
| 1632 | 2020.09.16 16:01 | t/p | 816 | 0.10 | 79.574 | 83.170 | 79.570 | 10060.00 | 2445290.00 |
| 1633 | 2020.09.22 19:00 | buy | 817 | 0.10 | 78.916 | 76.311 | 79.911 | ||
| 1634 | 2020.10.07 20:57 | t/p | 817 | 0.10 | 79.912 | 76.311 | 79.911 | 9960.00 | 2455250.00 |
| 1635 | 2020.10.12 07:00 | sell | 818 | 0.10 | 80.333 | 82.148 | 79.325 | ||
| 1636 | 2020.10.26 19:53 | t/p | 818 | 0.10 | 79.329 | 82.148 | 79.325 | 10040.00 | 2465290.00 |
| 1637 | 2020.10.28 13:00 | sell | 819 | 0.10 | 78.691 | 79.540 | 77.740 | ||
| 1638 | 2020.11.02 10:00 | buy | 820 | 0.10 | 78.680 | 76.072 | 79.672 | ||
| 1639 | 2020.11.03 11:15 | s/l | 819 | 0.10 | 79.545 | 79.540 | 77.740 | -8540.00 | 2456750.00 |
| 1640 | 2020.11.03 11:49 | t/p | 820 | 0.10 | 79.663 | 76.072 | 79.672 | 9830.00 | 2466580.00 |
| 1641 | 2020.11.03 15:00 | buy | 821 | 0.10 | 79.578 | 76.974 | 80.574 | ||
| 1642 | 2020.11.09 14:35 | t/p | 821 | 0.10 | 80.574 | 76.974 | 80.574 | 9960.00 | 2476540.00 |
| 1643 | 2020.11.11 03:00 | sell | 822 | 0.10 | 80.634 | 82.148 | 79.628 | ||
| 1644 | 2020.11.13 17:16 | t/p | 822 | 0.10 | 79.631 | 82.148 | 79.628 | 10030.00 | 2486570.00 |
| 1645 | 2020.11.19 22:00 | buy | 823 | 0.10 | 79.444 | 76.853 | 80.453 | ||
| 1646 | 2020.11.25 04:01 | t/p | 823 | 0.10 | 80.454 | 76.853 | 80.453 | 10100.00 | 2496670.00 |
| 1647 | 2020.11.25 12:00 | sell | 824 | 0.10 | 80.222 | 82.148 | 79.232 | ||
| 1648 | 2020.12.02 10:00 | buy | 825 | 0.10 | 80.890 | 80.032 | 81.832 | ||
| 1649 | 2020.12.10 15:05 | t/p | 825 | 0.10 | 81.840 | 80.032 | 81.832 | 9500.00 | 2506170.00 |
| 1650 | 2020.12.10 16:00 | buy | 826 | 0.10 | 81.846 | 80.992 | 82.792 | ||