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 |
| 1651 | 2020.12.16 15:02 | s/l | 826 | 0.10 | 81.000 | 80.992 | 82.792 | -8460.00 | 2497710.00 |
| 1652 | 2020.12.21 07:00 | close | 824 | 0.10 | 80.518 | 82.148 | 79.232 | -2960.00 | 2494750.00 |
| 1653 | 2020.12.21 10:00 | sell | 827 | 0.10 | 80.414 | 82.357 | 79.422 | ||
| 1654 | 2020.12.21 15:00 | close | 827 | 0.10 | 80.377 | 82.357 | 79.422 | 370.00 | 2495120.00 |
| 1655 | 2020.12.30 01:00 | sell | 828 | 0.10 | 80.773 | 82.357 | 79.776 | ||
| 1656 | 2021.01.07 18:00 | buy | 829 | 0.10 | 81.703 | 80.852 | 82.652 | ||
| 1657 | 2021.02.04 11:00 | s/l | 828 | 0.10 | 82.357 | 82.357 | 79.776 | -15840.00 | 2479280.00 |
| 1658 | 2021.02.08 02:17 | t/p | 829 | 0.10 | 82.654 | 80.852 | 82.652 | 9510.00 | 2488790.00 |
| 1659 | 2021.02.08 03:00 | buy | 830 | 0.10 | 82.656 | 81.807 | 83.607 | ||
| 1660 | 2021.02.09 07:00 | sell | 831 | 0.10 | 82.378 | 82.949 | 81.384 | ||
| 1661 | 2021.02.15 05:59 | s/l | 831 | 0.10 | 82.946 | 82.949 | 81.384 | -5680.00 | 2483110.00 |
| 1662 | 2021.02.16 03:32 | t/p | 830 | 0.10 | 83.603 | 81.807 | 83.607 | 9470.00 | 2492580.00 |
| 1663 | 2021.02.19 15:00 | buy | 832 | 0.10 | 83.474 | 82.619 | 84.419 | ||
| 1664 | 2021.02.24 17:32 | t/p | 832 | 0.10 | 84.411 | 82.619 | 84.419 | 9370.00 | 2501950.00 |
| 1665 | 2021.02.24 18:00 | buy | 833 | 0.10 | 84.312 | 83.469 | 85.269 | ||
| 1666 | 2021.03.04 17:50 | t/p | 833 | 0.10 | 85.265 | 83.469 | 85.269 | 9530.00 | 2511480.00 |
| 1667 | 2021.03.04 20:00 | buy | 834 | 0.10 | 85.240 | 84.394 | 86.194 | ||
| 1668 | 2021.03.05 11:00 | close | 834 | 0.10 | 85.417 | 84.394 | 86.194 | 1770.00 | 2513250.00 |
| 1669 | 2021.03.08 01:00 | buy | 835 | 0.10 | 85.691 | 84.826 | 86.626 | ||
| 1670 | 2021.03.12 01:09 | t/p | 835 | 0.10 | 86.634 | 84.826 | 86.626 | 9430.00 | 2522680.00 |
| 1671 | 2021.03.12 02:00 | buy | 836 | 0.10 | 86.611 | 85.762 | 87.562 | ||
| 1672 | 2021.03.15 09:07 | t/p | 836 | 0.10 | 87.560 | 85.762 | 87.562 | 9490.00 | 2532170.00 |
| 1673 | 2021.03.15 12:00 | buy | 837 | 0.10 | 87.624 | 86.776 | 88.576 | ||
| 1674 | 2021.03.18 07:00 | close | 837 | 0.10 | 87.752 | 86.776 | 88.576 | 1280.00 | 2533450.00 |
| 1675 | 2021.03.23 06:00 | sell | 838 | 0.10 | 86.702 | 88.318 | 85.710 | ||
| 1676 | 2021.03.26 14:00 | buy | 839 | 0.10 | 87.097 | 86.244 | 88.044 | ||
| 1677 | 2021.03.31 16:44 | t/p | 839 | 0.10 | 88.051 | 86.244 | 88.044 | 9540.00 | 2542990.00 |
| 1678 | 2021.03.31 17:00 | buy | 840 | 0.10 | 88.074 | 87.217 | 89.017 | ||
| 1679 | 2021.04.07 04:06 | s/l | 840 | 0.10 | 87.210 | 87.217 | 89.017 | -8640.00 | 2534350.00 |
| 1680 | 2021.04.20 21:26 | t/p | 838 | 0.10 | 85.703 | 88.318 | 85.710 | 9990.00 | 2544340.00 |
| 1681 | 2021.04.30 10:00 | sell | 841 | 0.10 | 88.552 | 89.097 | 87.542 | ||
| 1682 | 2021.04.30 19:00 | buy | 842 | 0.10 | 88.958 | 88.101 | 89.901 | ||
| 1683 | 2021.05.03 03:13 | s/l | 841 | 0.10 | 89.090 | 89.097 | 87.542 | -5380.00 | 2538960.00 |
| 1684 | 2021.05.03 17:00 | sell | 843 | 0.10 | 88.810 | 89.416 | 87.814 | ||
| 1685 | 2021.05.06 16:08 | s/l | 843 | 0.10 | 89.413 | 89.416 | 87.814 | -6030.00 | 2532930.00 |
| 1686 | 2021.05.10 09:26 | t/p | 842 | 0.10 | 89.901 | 88.101 | 89.901 | 9430.00 | 2542360.00 |
| 1687 | 2021.05.10 11:00 | buy | 844 | 0.10 | 89.922 | 89.074 | 90.874 | ||
| 1688 | 2021.05.19 19:00 | sell | 845 | 0.10 | 89.952 | 90.980 | 88.957 | ||
| 1689 | 2021.05.27 17:57 | t/p | 844 | 0.10 | 90.874 | 89.074 | 90.874 | 9520.00 | 2551880.00 |
| 1690 | 2021.05.27 18:50 | s/l | 845 | 0.10 | 90.990 | 90.980 | 88.957 | -10380.00 | 2541500.00 |
| 1691 | 2021.05.27 19:00 | buy | 846 | 0.10 | 90.943 | 90.094 | 91.894 | ||
| 1692 | 2021.05.31 18:00 | sell | 847 | 0.10 | 90.564 | 91.406 | 89.562 | ||
| 1693 | 2021.06.11 20:19 | s/l | 846 | 0.10 | 90.089 | 90.094 | 91.894 | -8540.00 | 2532960.00 |
| 1694 | 2021.06.17 15:55 | t/p | 847 | 0.10 | 89.562 | 91.406 | 89.562 | 10020.00 | 2542980.00 |
| 1695 | 2021.06.17 16:00 | sell | 848 | 0.10 | 89.535 | 91.423 | 88.539 | ||
| 1696 | 2021.06.18 17:59 | t/p | 848 | 0.10 | 88.533 | 91.423 | 88.539 | 10020.00 | 2553000.00 |
| 1697 | 2021.06.24 09:00 | sell | 849 | 0.10 | 90.036 | 91.423 | 89.045 | ||
| 1698 | 2021.06.30 11:17 | t/p | 849 | 0.10 | 89.052 | 91.423 | 89.045 | 9840.00 | 2562840.00 |
| 1699 | 2021.07.09 09:00 | buy | 850 | 0.10 | 87.783 | 85.189 | 88.789 | ||
| 1700 | 2021.07.15 06:00 | sell | 851 | 0.10 | 87.555 | 88.412 | 86.612 | ||
| 1701 | 2021.07.19 10:22 | t/p | 851 | 0.10 | 86.603 | 88.412 | 86.612 | 9520.00 | 2572360.00 |
| 1702 | 2021.07.27 18:00 | sell | 852 | 0.10 | 87.382 | 88.224 | 86.424 | ||
| 1703 | 2021.07.30 15:49 | s/l | 852 | 0.10 | 88.231 | 88.224 | 86.424 | -8490.00 | 2563870.00 |
| 1704 | 2021.08.03 18:00 | sell | 853 | 0.10 | 86.642 | 87.501 | 85.701 | ||
| 1705 | 2021.08.05 05:17 | s/l | 853 | 0.10 | 87.493 | 87.501 | 85.701 | -8510.00 | 2555360.00 |
| 1706 | 2021.08.16 10:00 | close | 850 | 0.10 | 87.168 | 85.189 | 88.789 | -6150.00 | 2549210.00 |
| 1707 | 2021.08.18 06:00 | buy | 854 | 0.10 | 86.852 | 84.249 | 87.849 | ||
| 1708 | 2021.09.03 15:36 | t/p | 854 | 0.10 | 87.855 | 84.249 | 87.849 | 10030.00 | 2559240.00 |
| 1709 | 2021.09.10 06:00 | buy | 855 | 0.10 | 86.842 | 84.238 | 87.838 | ||
| 1710 | 2021.09.27 07:00 | close | 855 | 0.10 | 87.533 | 84.238 | 87.838 | 6910.00 | 2566150.00 |
| 1711 | 2021.09.28 19:00 | sell | 856 | 0.10 | 87.691 | 90.300 | 86.700 | ||
| 1712 | 2021.10.05 17:00 | buy | 857 | 0.10 | 88.592 | 87.737 | 89.537 | ||
| 1713 | 2021.10.08 17:06 | t/p | 857 | 0.10 | 89.536 | 87.737 | 89.537 | 9440.00 | 2575590.00 |
| 1714 | 2021.10.08 19:00 | buy | 858 | 0.10 | 89.889 | 89.034 | 90.834 | ||
| 1715 | 2021.10.11 05:43 | s/l | 856 | 0.10 | 90.297 | 90.300 | 86.700 | -26060.00 | 2549530.00 |
| 1716 | 2021.10.11 16:49 | t/p | 858 | 0.10 | 90.832 | 89.034 | 90.834 | 9430.00 | 2558960.00 |
| 1717 | 2021.10.12 12:00 | buy | 859 | 0.10 | 90.958 | 90.107 | 91.907 | ||
| 1718 | 2021.10.14 16:46 | t/p | 859 | 0.10 | 91.898 | 90.107 | 91.907 | 9400.00 | 2568360.00 |
| 1719 | 2021.10.14 18:00 | buy | 860 | 0.10 | 91.976 | 91.127 | 92.927 | ||
| 1720 | 2021.10.15 15:00 | close | 860 | 0.10 | 92.509 | 91.127 | 92.927 | 5330.00 | 2573690.00 |
| 1721 | 2021.10.19 05:00 | buy | 861 | 0.10 | 92.454 | 91.612 | 93.412 | ||
| 1722 | 2021.10.21 07:00 | close | 861 | 0.10 | 92.858 | 91.612 | 93.412 | 4040.00 | 2577730.00 |
| 1723 | 2021.10.26 07:00 | buy | 862 | 0.10 | 92.049 | 91.209 | 93.009 | ||
| 1724 | 2021.10.27 12:00 | sell | 863 | 0.10 | 91.558 | 93.259 | 90.550 | ||
| 1725 | 2021.11.04 17:54 | s/l | 862 | 0.10 | 91.211 | 91.209 | 93.009 | -8380.00 | 2569350.00 |
| 1726 | 2021.11.05 07:00 | close | 863 | 0.10 | 91.247 | 93.259 | 90.550 | 3110.00 | 2572460.00 |
| 1727 | 2021.11.05 18:00 | sell | 864 | 0.10 | 91.101 | 93.259 | 90.100 | ||
| 1728 | 2021.11.08 19:00 | close | 864 | 0.10 | 90.963 | 93.259 | 90.100 | 1380.00 | 2573840.00 |
| 1729 | 2021.11.08 20:00 | sell | 865 | 0.10 | 90.899 | 93.259 | 89.906 | ||
| 1730 | 2021.11.09 19:00 | close | 865 | 0.10 | 90.619 | 93.259 | 89.906 | 2800.00 | 2576640.00 |
| 1731 | 2021.11.11 14:00 | sell | 866 | 0.10 | 90.729 | 93.259 | 89.739 | ||
| 1732 | 2021.11.19 14:47 | t/p | 866 | 0.10 | 89.741 | 93.259 | 89.739 | 9880.00 | 2586520.00 |
| 1733 | 2021.11.25 15:00 | sell | 867 | 0.10 | 91.007 | 93.259 | 90.013 | ||
| 1734 | 2021.11.26 08:31 | t/p | 867 | 0.10 | 90.018 | 93.259 | 90.013 | 9890.00 | 2596410.00 |
| 1735 | 2021.12.01 03:00 | buy | 868 | 0.10 | 88.657 | 86.064 | 89.664 | ||
| 1736 | 2021.12.07 15:17 | t/p | 868 | 0.10 | 89.657 | 86.064 | 89.664 | 10000.00 | 2606410.00 |
| 1737 | 2021.12.15 23:00 | buy | 869 | 0.10 | 88.803 | 86.205 | 89.805 | ||
| 1738 | 2021.12.20 18:00 | sell | 870 | 0.10 | 87.512 | 88.362 | 86.562 | ||
| 1739 | 2021.12.21 22:38 | s/l | 870 | 0.10 | 88.370 | 88.362 | 86.562 | -8580.00 | 2597830.00 |
| 1740 | 2021.12.27 17:39 | t/p | 869 | 0.10 | 89.803 | 86.205 | 89.805 | 10000.00 | 2607830.00 |
| 1741 | 2021.12.29 11:00 | buy | 871 | 0.10 | 89.713 | 87.122 | 90.722 | ||
| 1742 | 2021.12.31 11:00 | close | 871 | 0.10 | 90.374 | 87.122 | 90.722 | 6610.00 | 2614440.00 |
| 1743 | 2022.01.05 11:00 | sell | 872 | 0.10 | 91.166 | 93.259 | 90.165 | ||
| 1744 | 2022.01.24 11:01 | t/p | 872 | 0.10 | 90.164 | 93.259 | 90.165 | 10020.00 | 2624460.00 |
| 1745 | 2022.02.08 15:00 | sell | 873 | 0.10 | 90.766 | 93.259 | 89.756 | ||
| 1746 | 2022.02.22 01:18 | t/p | 873 | 0.10 | 89.752 | 93.259 | 89.756 | 10140.00 | 2634600.00 |
| 1747 | 2022.03.03 18:00 | sell | 874 | 0.10 | 91.287 | 93.259 | 90.290 | ||
| 1748 | 2022.03.04 15:48 | t/p | 874 | 0.10 | 90.289 | 93.259 | 90.290 | 9980.00 | 2644580.00 |
| 1749 | 2022.03.16 00:01 | buy | 875 | 0.10 | 92.694 | 91.833 | 93.633 | ||
| 1750 | 2022.03.16 23:42 | t/p | 875 | 0.10 | 93.630 | 91.833 | 93.633 | 9360.00 | 2653940.00 |
| 1751 | 2022.03.18 00:01 | buy | 876 | 0.10 | 93.929 | 93.082 | 94.882 | ||
| 1752 | 2022.03.21 19:44 | t/p | 876 | 0.10 | 94.876 | 93.082 | 94.882 | 9470.00 | 2663410.00 |
| 1753 | 2022.03.21 20:00 | buy | 877 | 0.10 | 94.818 | 93.973 | 95.773 | ||
| 1754 | 2022.03.22 12:53 | t/p | 877 | 0.10 | 95.767 | 93.973 | 95.773 | 9490.00 | 2672900.00 |
| 1755 | 2022.03.23 03:00 | buy | 878 | 0.10 | 96.432 | 95.585 | 97.385 | ||
| 1756 | 2022.03.24 17:52 | t/p | 878 | 0.10 | 97.390 | 95.585 | 97.385 | 9580.00 | 2682480.00 |
| 1757 | 2022.03.24 19:00 | buy | 879 | 0.10 | 97.397 | 96.556 | 98.356 | ||
| 1758 | 2022.03.28 04:24 | t/p | 879 | 0.10 | 98.363 | 96.556 | 98.356 | 9660.00 | 2692140.00 |
| 1759 | 2022.03.28 06:00 | buy | 880 | 0.10 | 98.412 | 97.558 | 99.358 | ||
| 1760 | 2022.03.28 11:24 | t/p | 880 | 0.10 | 99.354 | 97.558 | 99.358 | 9420.00 | 2701560.00 |
| 1761 | 2022.04.01 05:00 | buy | 881 | 0.10 | 97.883 | 97.031 | 98.831 | ||
| 1762 | 2022.04.05 14:56 | t/p | 881 | 0.10 | 98.832 | 97.031 | 98.831 | 9490.00 | 2711050.00 |
| 1763 | 2022.04.05 15:00 | buy | 882 | 0.10 | 98.817 | 97.971 | 99.771 | ||
| 1764 | 2022.04.11 14:53 | t/p | 882 | 0.10 | 99.773 | 97.971 | 99.771 | 9560.00 | 2720610.00 |
| 1765 | 2022.04.11 15:00 | buy | 883 | 0.10 | 99.826 | 98.971 | 100.771 | ||
| 1766 | 2022.04.18 23:00 | close | 883 | 0.10 | 100.600 | 98.971 | 100.771 | 7740.00 | 2728350.00 |
| 1767 | 2022.04.18 23:00 | buy | 884 | 0.10 | 100.625 | 99.771 | 101.571 | ||
| 1768 | 2022.04.19 06:24 | t/p | 884 | 0.10 | 101.573 | 99.771 | 101.571 | 9480.00 | 2737830.00 |
| 1769 | 2022.04.20 01:00 | buy | 885 | 0.10 | 102.203 | 101.361 | 103.161 | ||
| 1770 | 2022.04.21 07:00 | close | 885 | 0.10 | 102.667 | 101.361 | 103.161 | 4640.00 | 2742470.00 |
| 1771 | 2022.04.22 18:00 | sell | 886 | 0.10 | 100.980 | 103.191 | 99.976 | ||
| 1772 | 2022.04.25 16:59 | t/p | 886 | 0.10 | 99.979 | 103.191 | 99.976 | 10010.00 | 2752480.00 |
| 1773 | 2022.04.25 18:00 | sell | 887 | 0.10 | 100.104 | 102.707 | 99.107 | ||
| 1774 | 2022.04.27 01:03 | t/p | 887 | 0.10 | 99.103 | 102.707 | 99.107 | 10010.00 | 2762490.00 |
| 1775 | 2022.04.29 15:00 | sell | 888 | 0.10 | 102.012 | 103.191 | 101.006 | ||
| 1776 | 2022.04.29 20:48 | t/p | 888 | 0.10 | 101.000 | 103.191 | 101.006 | 10120.00 | 2772610.00 |
| 1777 | 2022.04.29 21:00 | sell | 889 | 0.10 | 101.093 | 103.191 | 100.086 | ||
| 1778 | 2022.05.09 23:39 | t/p | 889 | 0.10 | 100.093 | 103.191 | 100.086 | 10000.00 | 2782610.00 |
| 1779 | 2022.05.10 01:00 | sell | 890 | 0.10 | 100.173 | 102.759 | 99.159 | ||
| 1780 | 2022.05.12 10:02 | t/p | 890 | 0.10 | 99.167 | 102.759 | 99.159 | 10060.00 | 2792670.00 |
| 1781 | 2022.05.12 10:02 | sell | 891 | 0.10 | 99.128 | 101.886 | 98.286 | ||
| 1782 | 2022.05.12 16:32 | t/p | 891 | 0.10 | 98.289 | 101.886 | 98.286 | 8390.00 | 2801060.00 |
| 1783 | 2022.05.18 06:00 | sell | 892 | 0.10 | 100.669 | 103.191 | 99.661 | ||
| 1784 | 2022.05.18 20:55 | t/p | 892 | 0.10 | 99.656 | 103.191 | 99.661 | 10130.00 | 2811190.00 |
| 1785 | 2022.05.18 22:00 | sell | 893 | 0.10 | 99.479 | 102.076 | 98.476 | ||
| 1786 | 2022.05.24 17:14 | t/p | 893 | 0.10 | 98.476 | 102.076 | 98.476 | 10030.00 | 2821220.00 |
| 1787 | 2022.06.02 13:00 | sell | 894 | 0.10 | 102.496 | 103.335 | 101.503 | ||
| 1788 | 2022.06.02 20:34 | s/l | 894 | 0.10 | 103.347 | 103.335 | 101.503 | -8510.00 | 2812710.00 |
| 1789 | 2022.06.03 12:00 | buy | 895 | 0.10 | 103.472 | 102.612 | 104.412 | ||
| 1790 | 2022.06.03 15:00 | close | 895 | 0.10 | 103.446 | 102.612 | 104.412 | -260.00 | 2812450.00 |
| 1791 | 2022.06.06 12:00 | buy | 896 | 0.10 | 104.125 | 103.271 | 105.071 | ||
| 1792 | 2022.06.07 02:30 | t/p | 896 | 0.10 | 105.079 | 103.271 | 105.071 | 9540.00 | 2821990.00 |
| 1793 | 2022.06.07 03:00 | buy | 897 | 0.10 | 105.066 | 104.210 | 106.010 | ||
| 1794 | 2022.06.08 03:55 | t/p | 897 | 0.10 | 106.017 | 104.210 | 106.010 | 9510.00 | 2831500.00 |
| 1795 | 2022.06.08 04:00 | buy | 898 | 0.10 | 106.159 | 105.308 | 107.108 | ||
| 1796 | 2022.06.08 07:00 | close | 898 | 0.10 | 106.015 | 105.308 | 107.108 | -1440.00 | 2830060.00 |
| 1797 | 2022.06.08 08:00 | buy | 899 | 0.10 | 106.175 | 105.323 | 107.123 | ||
| 1798 | 2022.06.08 15:41 | t/p | 899 | 0.10 | 107.124 | 105.323 | 107.123 | 9490.00 | 2839550.00 |
| 1799 | 2022.06.13 04:00 | buy | 900 | 0.10 | 105.439 | 104.598 | 106.398 | ||
| 1800 | 2022.06.13 11:44 | s/l | 900 | 0.10 | 104.600 | 104.598 | 106.398 | -8390.00 | 2831160.00 |