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 |
| 151 | 2008.04.14 11:00 | sell | 76 | 0.10 | 98.121 | 98.980 | 97.180 | ||
| 152 | 2008.04.14 16:27 | s/l | 76 | 0.10 | 98.985 | 98.980 | 97.180 | -8640.00 | 1226830.00 |
| 153 | 2008.04.15 12:00 | sell | 77 | 0.10 | 98.690 | 99.545 | 97.745 | ||
| 154 | 2008.04.15 16:17 | s/l | 77 | 0.10 | 99.546 | 99.545 | 97.745 | -8560.00 | 1218270.00 |
| 155 | 2008.04.17 19:00 | sell | 78 | 0.10 | 101.122 | 101.970 | 100.170 | ||
| 156 | 2008.04.18 11:50 | s/l | 78 | 0.10 | 101.972 | 101.970 | 100.170 | -8500.00 | 1209770.00 |
| 157 | 2008.04.21 12:00 | sell | 79 | 0.10 | 102.797 | 103.640 | 101.840 | ||
| 158 | 2008.04.23 14:53 | t/p | 79 | 0.10 | 101.835 | 103.640 | 101.840 | 9620.00 | 1219390.00 |
| 159 | 2008.04.23 17:00 | sell | 80 | 0.10 | 101.256 | 102.115 | 100.315 | ||
| 160 | 2008.04.24 10:31 | s/l | 80 | 0.10 | 102.119 | 102.115 | 100.315 | -8630.00 | 1210760.00 |
| 161 | 2008.04.28 18:00 | sell | 81 | 0.10 | 102.734 | 103.590 | 101.790 | ||
| 162 | 2008.04.30 14:36 | s/l | 81 | 0.10 | 103.598 | 103.590 | 101.790 | -8640.00 | 1202120.00 |
| 163 | 2008.05.01 10:00 | sell | 82 | 0.10 | 102.698 | 103.540 | 101.740 | ||
| 164 | 2008.05.01 17:39 | t/p | 82 | 0.10 | 101.734 | 103.540 | 101.740 | 9640.00 | 1211760.00 |
| 165 | 2008.05.01 19:00 | sell | 83 | 0.10 | 102.111 | 102.960 | 101.160 | ||
| 166 | 2008.05.02 09:55 | s/l | 83 | 0.10 | 102.950 | 102.960 | 101.160 | -8390.00 | 1203370.00 |
| 167 | 2008.05.05 11:00 | buy | 84 | 0.10 | 103.466 | 102.620 | 104.420 | ||
| 168 | 2008.05.06 19:25 | t/p | 84 | 0.10 | 104.429 | 102.620 | 104.420 | 9630.00 | 1213000.00 |
| 169 | 2008.05.06 21:00 | buy | 85 | 0.10 | 104.391 | 103.550 | 105.350 | ||
| 170 | 2008.05.07 15:47 | t/p | 85 | 0.10 | 105.348 | 103.550 | 105.350 | 9570.00 | 1222570.00 |
| 171 | 2008.05.07 18:00 | buy | 86 | 0.10 | 105.061 | 104.205 | 106.005 | ||
| 172 | 2008.05.07 21:31 | s/l | 86 | 0.10 | 104.206 | 104.205 | 106.005 | -8550.00 | 1214020.00 |
| 173 | 2008.05.09 17:00 | buy | 87 | 0.10 | 102.450 | 101.600 | 103.400 | ||
| 174 | 2008.05.12 14:13 | t/p | 87 | 0.10 | 103.408 | 101.600 | 103.400 | 9580.00 | 1223600.00 |
| 175 | 2008.05.12 15:00 | buy | 88 | 0.10 | 103.428 | 102.570 | 104.370 | ||
| 176 | 2008.05.13 18:35 | t/p | 88 | 0.10 | 104.377 | 102.570 | 104.370 | 9490.00 | 1233090.00 |
| 177 | 2008.05.13 20:00 | buy | 89 | 0.10 | 104.291 | 103.445 | 105.245 | ||
| 178 | 2008.05.14 14:32 | t/p | 89 | 0.10 | 105.252 | 103.445 | 105.245 | 9610.00 | 1242700.00 |
| 179 | 2008.05.16 16:00 | buy | 90 | 0.10 | 105.149 | 104.290 | 106.090 | ||
| 180 | 2008.05.16 17:53 | s/l | 90 | 0.10 | 104.289 | 104.290 | 106.090 | -8600.00 | 1234100.00 |
| 181 | 2008.05.19 13:00 | buy | 91 | 0.10 | 104.586 | 103.730 | 105.530 | ||
| 182 | 2008.05.19 19:10 | t/p | 91 | 0.10 | 105.533 | 103.730 | 105.530 | 9470.00 | 1243570.00 |
| 183 | 2008.05.19 21:00 | buy | 92 | 0.10 | 105.329 | 104.480 | 106.280 | ||
| 184 | 2008.05.20 11:01 | s/l | 92 | 0.10 | 104.468 | 104.480 | 106.280 | -8610.00 | 1234960.00 |
| 185 | 2008.05.21 13:00 | buy | 93 | 0.10 | 104.652 | 103.795 | 105.595 | ||
| 186 | 2008.05.22 17:04 | t/p | 93 | 0.10 | 105.592 | 103.795 | 105.595 | 9400.00 | 1244360.00 |
| 187 | 2008.05.22 18:00 | buy | 94 | 0.10 | 105.566 | 104.715 | 106.515 | ||
| 188 | 2008.05.23 12:47 | s/l | 94 | 0.10 | 104.707 | 104.715 | 106.515 | -8590.00 | 1235770.00 |
| 189 | 2008.05.27 09:00 | buy | 95 | 0.10 | 104.659 | 103.825 | 105.625 | ||
| 190 | 2008.05.28 15:31 | t/p | 95 | 0.10 | 105.631 | 103.825 | 105.625 | 9720.00 | 1245490.00 |
| 191 | 2008.05.28 19:00 | buy | 96 | 0.10 | 105.625 | 104.775 | 106.575 | ||
| 192 | 2008.05.29 14:49 | t/p | 96 | 0.10 | 106.576 | 104.775 | 106.575 | 9510.00 | 1255000.00 |
| 193 | 2008.05.29 17:00 | buy | 97 | 0.10 | 106.821 | 105.980 | 107.780 | ||
| 194 | 2008.05.30 15:32 | s/l | 97 | 0.10 | 105.971 | 105.980 | 107.780 | -8500.00 | 1246500.00 |
| 195 | 2008.05.30 19:00 | sell | 98 | 0.10 | 106.104 | 108.710 | 105.110 | ||
| 196 | 2008.06.02 15:35 | t/p | 98 | 0.10 | 105.120 | 108.710 | 105.110 | 9840.00 | 1256340.00 |
| 197 | 2008.06.02 17:00 | sell | 99 | 0.10 | 104.968 | 107.460 | 103.860 | ||
| 198 | 2008.06.04 10:23 | t/p | 99 | 0.10 | 103.859 | 107.460 | 103.860 | 11090.00 | 1267430.00 |
| 199 | 2008.06.04 12:01 | sell | 100 | 0.10 | 103.578 | 106.120 | 102.520 | ||
| 200 | 2008.06.09 03:00 | close | 100 | 0.10 | 103.038 | 106.120 | 102.520 | 5400.00 | 1272830.00 |
| 201 | 2008.06.10 12:00 | sell | 101 | 0.10 | 103.556 | 106.160 | 102.560 | ||
| 202 | 2008.06.17 15:03 | s/l | 101 | 0.10 | 106.162 | 106.160 | 102.560 | -26060.00 | 1246770.00 |
| 203 | 2008.06.19 05:00 | sell | 102 | 0.10 | 105.810 | 108.410 | 104.810 | ||
| 204 | 2008.06.25 17:00 | buy | 103 | 0.10 | 106.850 | 106.000 | 107.800 | ||
| 205 | 2008.06.26 18:00 | s/l | 103 | 0.10 | 105.995 | 106.000 | 107.800 | -8550.00 | 1238220.00 |
| 206 | 2008.06.27 18:35 | t/p | 102 | 0.10 | 104.802 | 108.410 | 104.810 | 10080.00 | 1248300.00 |
| 207 | 2008.06.27 19:00 | sell | 104 | 0.10 | 104.998 | 107.590 | 103.990 | ||
| 208 | 2008.06.27 23:00 | close | 104 | 0.10 | 105.034 | 107.590 | 103.990 | -360.00 | 1247940.00 |
| 209 | 2008.06.30 10:00 | sell | 105 | 0.10 | 104.772 | 107.370 | 103.770 | ||
| 210 | 2008.07.01 08:29 | t/p | 105 | 0.10 | 103.762 | 107.370 | 103.770 | 10100.00 | 1258040.00 |
| 211 | 2008.07.11 17:00 | sell | 106 | 0.10 | 105.086 | 107.685 | 104.085 | ||
| 212 | 2008.07.16 09:24 | t/p | 106 | 0.10 | 104.073 | 107.685 | 104.085 | 10130.00 | 1268170.00 |
| 213 | 2008.07.21 11:00 | sell | 107 | 0.10 | 106.032 | 108.630 | 105.030 | ||
| 214 | 2008.07.23 15:00 | buy | 108 | 0.10 | 106.887 | 106.030 | 107.830 | ||
| 215 | 2008.07.24 19:31 | s/l | 108 | 0.10 | 106.030 | 106.030 | 107.830 | -8570.00 | 1259600.00 |
| 216 | 2008.07.28 19:48 | t/p | 107 | 0.10 | 105.031 | 108.630 | 105.030 | 10010.00 | 1269610.00 |
| 217 | 2008.08.06 04:00 | buy | 109 | 0.10 | 103.988 | 101.390 | 104.990 | ||
| 218 | 2008.08.11 16:00 | sell | 110 | 0.10 | 102.898 | 103.740 | 101.940 | ||
| 219 | 2008.08.13 04:46 | t/p | 110 | 0.10 | 101.942 | 103.740 | 101.940 | 9560.00 | 1279170.00 |
| 220 | 2008.08.13 05:00 | sell | 111 | 0.10 | 101.980 | 102.820 | 101.020 | ||
| 221 | 2008.08.13 07:00 | close | 111 | 0.10 | 102.084 | 102.820 | 101.020 | -1040.00 | 1278130.00 |
| 222 | 2008.08.13 07:00 | sell | 112 | 0.10 | 102.065 | 102.910 | 101.110 | ||
| 223 | 2008.08.13 20:34 | s/l | 112 | 0.10 | 102.912 | 102.910 | 101.110 | -8470.00 | 1269660.00 |
| 224 | 2008.08.19 06:00 | sell | 113 | 0.10 | 103.136 | 103.985 | 102.185 | ||
| 225 | 2008.08.20 15:30 | s/l | 113 | 0.10 | 103.983 | 103.985 | 102.185 | -8470.00 | 1261190.00 |
| 226 | 2008.08.21 10:00 | sell | 114 | 0.10 | 102.820 | 103.675 | 101.875 | ||
| 227 | 2008.08.21 17:59 | s/l | 114 | 0.10 | 103.675 | 103.675 | 101.875 | -8550.00 | 1252640.00 |
| 228 | 2008.08.22 15:40 | t/p | 109 | 0.10 | 104.984 | 101.390 | 104.990 | 9960.00 | 1262600.00 |
| 229 | 2008.09.03 09:00 | sell | 115 | 0.10 | 101.517 | 102.360 | 100.560 | ||
| 230 | 2008.09.03 15:00 | close | 115 | 0.10 | 100.880 | 102.360 | 100.560 | 6370.00 | 1268970.00 |
| 231 | 2008.09.04 21:00 | sell | 116 | 0.10 | 100.849 | 101.690 | 99.890 | ||
| 232 | 2008.09.05 00:19 | t/p | 116 | 0.10 | 99.891 | 101.690 | 99.890 | 9580.00 | 1278550.00 |
| 233 | 2008.09.09 23:00 | sell | 117 | 0.10 | 100.039 | 100.880 | 99.080 | ||
| 234 | 2008.09.10 08:31 | s/l | 117 | 0.10 | 100.878 | 100.880 | 99.080 | -8390.00 | 1270160.00 |
| 235 | 2008.09.11 04:00 | sell | 118 | 0.10 | 99.964 | 100.820 | 99.020 | ||
| 236 | 2008.09.11 16:01 | t/p | 118 | 0.10 | 99.004 | 100.820 | 99.020 | 9600.00 | 1279760.00 |
| 237 | 2008.09.22 17:00 | buy | 119 | 0.10 | 102.310 | 99.700 | 103.300 | ||
| 238 | 2008.09.22 18:00 | close | 119 | 0.10 | 103.000 | 99.700 | 103.300 | 6900.00 | 1286660.00 |
| 239 | 2008.09.22 20:00 | buy | 120 | 0.10 | 102.535 | 99.945 | 103.545 | ||
| 240 | 2008.09.25 23:00 | close | 120 | 0.10 | 102.823 | 99.945 | 103.545 | 2880.00 | 1289540.00 |
| 241 | 2008.10.01 12:00 | buy | 121 | 0.10 | 100.525 | 97.930 | 101.530 | ||
| 242 | 2008.10.02 12:00 | sell | 122 | 0.10 | 99.085 | 99.925 | 98.125 | ||
| 243 | 2008.10.02 15:55 | t/p | 122 | 0.10 | 98.113 | 99.925 | 98.125 | 9720.00 | 1299260.00 |
| 244 | 2008.10.02 15:56 | s/l | 121 | 0.10 | 97.910 | 97.930 | 101.530 | -26150.00 | 1273110.00 |
| 245 | 2008.10.02 17:00 | sell | 123 | 0.10 | 98.248 | 99.090 | 97.290 | ||
| 246 | 2008.10.03 02:48 | t/p | 123 | 0.10 | 97.294 | 99.090 | 97.290 | 9540.00 | 1282650.00 |
| 247 | 2008.10.06 01:03 | sell | 124 | 0.10 | 96.929 | 97.770 | 95.970 | ||
| 248 | 2008.10.06 02:00 | close | 124 | 0.10 | 97.079 | 97.770 | 95.970 | -1500.00 | 1281150.00 |
| 249 | 2008.10.15 17:00 | sell | 125 | 0.10 | 86.578 | 87.430 | 85.630 | ||
| 250 | 2008.10.15 20:07 | t/p | 125 | 0.10 | 85.626 | 87.430 | 85.630 | 9520.00 | 1290670.00 |
| 251 | 2008.10.21 11:00 | sell | 126 | 0.10 | 84.584 | 85.440 | 83.640 | ||
| 252 | 2008.10.21 14:37 | t/p | 126 | 0.10 | 83.634 | 85.440 | 83.640 | 9500.00 | 1300170.00 |
| 253 | 2008.11.06 22:00 | sell | 127 | 0.10 | 82.297 | 83.050 | 81.250 | ||
| 254 | 2008.11.07 01:22 | t/p | 127 | 0.10 | 81.242 | 83.050 | 81.250 | 10550.00 | 1310720.00 |
| 255 | 2008.11.11 19:00 | sell | 128 | 0.10 | 81.079 | 81.930 | 80.130 | ||
| 256 | 2008.11.12 12:10 | t/p | 128 | 0.10 | 80.123 | 81.930 | 80.130 | 9560.00 | 1320280.00 |
| 257 | 2008.11.14 19:00 | sell | 129 | 0.10 | 78.949 | 79.780 | 77.980 | ||
| 258 | 2008.11.14 21:41 | s/l | 129 | 0.10 | 79.775 | 79.780 | 77.980 | -8260.00 | 1312020.00 |
| 259 | 2008.11.19 21:00 | sell | 130 | 0.10 | 77.459 | 78.440 | 76.640 | ||
| 260 | 2008.11.19 22:45 | t/p | 130 | 0.10 | 76.650 | 78.440 | 76.640 | 8090.00 | 1320110.00 |
| 261 | 2008.11.26 16:00 | sell | 131 | 0.10 | 76.900 | 77.760 | 75.960 | ||
| 262 | 2008.11.26 19:43 | s/l | 131 | 0.10 | 77.757 | 77.760 | 75.960 | -8570.00 | 1311540.00 |
| 263 | 2008.11.27 16:00 | sell | 132 | 0.10 | 77.199 | 78.040 | 76.240 | ||
| 264 | 2008.12.01 10:17 | t/p | 132 | 0.10 | 76.237 | 78.040 | 76.240 | 9620.00 | 1321160.00 |
| 265 | 2008.12.02 22:00 | sell | 133 | 0.10 | 74.323 | 75.180 | 73.380 | ||
| 266 | 2008.12.03 16:05 | t/p | 133 | 0.10 | 73.387 | 75.180 | 73.380 | 9360.00 | 1330520.00 |
| 267 | 2008.12.04 10:00 | sell | 134 | 0.10 | 73.584 | 74.440 | 72.640 | ||
| 268 | 2008.12.04 21:26 | t/p | 134 | 0.10 | 72.636 | 74.440 | 72.640 | 9480.00 | 1340000.00 |
| 269 | 2008.12.05 17:00 | sell | 135 | 0.10 | 70.979 | 71.820 | 70.020 | ||
| 270 | 2008.12.05 20:55 | s/l | 135 | 0.10 | 71.828 | 71.820 | 70.020 | -8490.00 | 1331510.00 |
| 271 | 2008.12.09 12:00 | sell | 136 | 0.10 | 73.534 | 74.350 | 72.550 | ||
| 272 | 2008.12.09 16:41 | t/p | 136 | 0.10 | 72.557 | 74.350 | 72.550 | 9770.00 | 1341280.00 |
| 273 | 2008.12.09 22:00 | sell | 137 | 0.10 | 72.786 | 73.635 | 71.835 | ||
| 274 | 2008.12.10 06:18 | s/l | 137 | 0.10 | 73.642 | 73.635 | 71.835 | -8560.00 | 1332720.00 |
| 275 | 2008.12.11 12:00 | sell | 138 | 0.10 | 73.374 | 74.230 | 72.430 | ||
| 276 | 2008.12.11 15:30 | s/l | 138 | 0.10 | 74.230 | 74.230 | 72.430 | -8560.00 | 1324160.00 |
| 277 | 2008.12.15 22:00 | sell | 139 | 0.10 | 73.108 | 73.960 | 72.160 | ||
| 278 | 2008.12.16 21:42 | s/l | 139 | 0.10 | 73.971 | 73.960 | 72.160 | -8630.00 | 1315530.00 |
| 279 | 2008.12.17 13:00 | sell | 140 | 0.10 | 73.304 | 74.140 | 72.340 | ||
| 280 | 2008.12.18 11:30 | s/l | 140 | 0.10 | 74.165 | 74.140 | 72.340 | -8610.00 | 1306920.00 |
| 281 | 2008.12.30 11:02 | sell | 141 | 0.10 | 73.342 | 74.125 | 72.325 | ||
| 282 | 2008.12.30 19:38 | s/l | 141 | 0.10 | 74.128 | 74.125 | 72.325 | -7860.00 | 1299060.00 |
| 283 | 2009.01.07 14:01 | sell | 142 | 0.10 | 78.618 | 79.530 | 77.730 | ||
| 284 | 2009.01.07 17:31 | t/p | 142 | 0.10 | 77.728 | 79.530 | 77.730 | 8900.00 | 1307960.00 |
| 285 | 2009.01.07 19:00 | sell | 143 | 0.10 | 78.195 | 79.040 | 77.240 | ||
| 286 | 2009.01.07 22:08 | t/p | 143 | 0.10 | 77.231 | 79.040 | 77.240 | 9640.00 | 1317600.00 |
| 287 | 2009.01.09 13:00 | sell | 144 | 0.10 | 76.631 | 77.475 | 75.675 | ||
| 288 | 2009.01.09 17:30 | t/p | 144 | 0.10 | 75.663 | 77.475 | 75.675 | 9680.00 | 1327280.00 |
| 289 | 2009.01.09 19:00 | sell | 145 | 0.10 | 75.688 | 76.530 | 74.730 | ||
| 290 | 2009.01.12 16:47 | t/p | 145 | 0.10 | 74.731 | 76.530 | 74.730 | 9570.00 | 1336850.00 |
| 291 | 2009.01.13 15:00 | sell | 146 | 0.10 | 72.703 | 73.560 | 71.760 | ||
| 292 | 2009.01.13 23:00 | close | 146 | 0.10 | 72.804 | 73.560 | 71.760 | -1010.00 | 1335840.00 |
| 293 | 2009.01.15 19:00 | sell | 147 | 0.10 | 70.939 | 71.780 | 69.980 | ||
| 294 | 2009.01.15 21:40 | s/l | 147 | 0.10 | 71.793 | 71.780 | 69.980 | -8540.00 | 1327300.00 |
| 295 | 2009.01.19 16:00 | sell | 148 | 0.10 | 72.307 | 73.165 | 71.365 | ||
| 296 | 2009.01.20 13:34 | t/p | 148 | 0.10 | 71.365 | 73.165 | 71.365 | 9420.00 | 1336720.00 |
| 297 | 2009.01.20 15:00 | sell | 149 | 0.10 | 71.480 | 72.335 | 70.535 | ||
| 298 | 2009.01.21 10:28 | t/p | 149 | 0.10 | 70.532 | 72.335 | 70.535 | 9480.00 | 1346200.00 |
| 299 | 2009.01.22 17:00 | sell | 150 | 0.10 | 70.108 | 70.965 | 69.165 | ||
| 300 | 2009.01.22 21:02 | s/l | 150 | 0.10 | 70.973 | 70.965 | 69.165 | -8650.00 | 1337550.00 |