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 |
| 301 | 2009.01.23 13:00 | sell | 151 | 0.10 | 69.824 | 70.680 | 68.880 | ||
| 302 | 2009.01.23 15:11 | s/l | 151 | 0.10 | 70.695 | 70.680 | 68.880 | -8710.00 | 1328840.00 |
| 303 | 2009.01.27 19:00 | sell | 152 | 0.10 | 72.362 | 73.205 | 71.405 | ||
| 304 | 2009.01.28 11:43 | s/l | 152 | 0.10 | 73.215 | 73.205 | 71.405 | -8530.00 | 1320310.00 |
| 305 | 2009.01.29 13:00 | sell | 153 | 0.10 | 73.566 | 74.410 | 72.610 | ||
| 306 | 2009.01.30 06:02 | t/p | 153 | 0.10 | 72.617 | 74.410 | 72.610 | 9490.00 | 1329800.00 |
| 307 | 2009.01.30 07:00 | sell | 154 | 0.10 | 72.739 | 73.585 | 71.785 | ||
| 308 | 2009.02.02 12:35 | t/p | 154 | 0.10 | 71.780 | 73.585 | 71.785 | 9590.00 | 1339390.00 |
| 309 | 2009.02.02 13:01 | sell | 155 | 0.10 | 71.766 | 72.605 | 70.805 | ||
| 310 | 2009.02.02 17:16 | s/l | 155 | 0.10 | 72.604 | 72.605 | 70.805 | -8380.00 | 1331010.00 |
| 311 | 2009.02.10 13:00 | sell | 156 | 0.10 | 74.319 | 75.165 | 73.365 | ||
| 312 | 2009.02.10 18:01 | s/l | 156 | 0.10 | 75.167 | 75.165 | 73.365 | -8480.00 | 1322530.00 |
| 313 | 2009.02.10 20:00 | sell | 157 | 0.10 | 73.612 | 74.470 | 72.670 | ||
| 314 | 2009.02.10 21:15 | t/p | 157 | 0.10 | 72.664 | 74.470 | 72.670 | 9480.00 | 1332010.00 |
| 315 | 2009.02.12 12:00 | sell | 158 | 0.10 | 72.279 | 73.125 | 71.325 | ||
| 316 | 2009.02.12 23:00 | close | 158 | 0.10 | 73.009 | 73.125 | 71.325 | -7300.00 | 1324710.00 |
| 317 | 2009.02.16 05:00 | sell | 159 | 0.10 | 73.595 | 74.455 | 72.655 | ||
| 318 | 2009.02.17 12:58 | t/p | 159 | 0.10 | 72.641 | 74.455 | 72.655 | 9540.00 | 1334250.00 |
| 319 | 2009.02.17 14:00 | sell | 160 | 0.10 | 72.706 | 73.560 | 71.760 | ||
| 320 | 2009.02.18 13:35 | s/l | 160 | 0.10 | 73.555 | 73.560 | 71.760 | -8490.00 | 1325760.00 |
| 321 | 2009.02.23 11:00 | buy | 161 | 0.10 | 75.341 | 74.485 | 76.285 | ||
| 322 | 2009.02.23 13:36 | t/p | 161 | 0.10 | 76.305 | 74.485 | 76.285 | 9640.00 | 1335400.00 |
| 323 | 2009.02.24 10:00 | buy | 162 | 0.10 | 76.316 | 75.460 | 77.260 | ||
| 324 | 2009.02.24 16:41 | t/p | 162 | 0.10 | 77.272 | 75.460 | 77.260 | 9560.00 | 1344960.00 |
| 325 | 2009.03.04 12:00 | buy | 163 | 0.10 | 76.877 | 76.025 | 77.825 | ||
| 326 | 2009.03.04 19:00 | t/p | 163 | 0.10 | 77.827 | 76.025 | 77.825 | 9500.00 | 1354460.00 |
| 327 | 2009.03.05 10:00 | buy | 164 | 0.10 | 77.960 | 77.105 | 78.905 | ||
| 328 | 2009.03.05 13:56 | s/l | 164 | 0.10 | 77.104 | 77.105 | 78.905 | -8560.00 | 1345900.00 |
| 329 | 2009.03.10 18:00 | buy | 165 | 0.10 | 76.889 | 76.040 | 77.840 | ||
| 330 | 2009.03.11 19:03 | s/l | 165 | 0.10 | 76.038 | 76.040 | 77.840 | -8510.00 | 1337390.00 |
| 331 | 2009.03.13 13:00 | buy | 166 | 0.10 | 77.036 | 76.185 | 77.985 | ||
| 332 | 2009.03.18 21:18 | s/l | 166 | 0.10 | 76.124 | 76.185 | 77.985 | -9120.00 | 1328270.00 |
| 333 | 2009.03.20 13:00 | buy | 167 | 0.10 | 76.758 | 75.915 | 77.715 | ||
| 334 | 2009.03.20 18:59 | t/p | 167 | 0.10 | 77.711 | 75.915 | 77.715 | 9530.00 | 1337800.00 |
| 335 | 2009.03.23 07:00 | buy | 168 | 0.10 | 78.180 | 77.330 | 79.130 | ||
| 336 | 2009.03.23 22:45 | t/p | 168 | 0.10 | 79.133 | 77.330 | 79.130 | 9530.00 | 1347330.00 |
| 337 | 2009.03.26 15:00 | buy | 169 | 0.10 | 80.086 | 79.245 | 81.045 | ||
| 338 | 2009.03.27 13:12 | s/l | 169 | 0.10 | 79.246 | 79.245 | 81.045 | -8400.00 | 1338930.00 |
| 339 | 2009.03.31 06:00 | buy | 170 | 0.10 | 78.050 | 77.195 | 78.995 | ||
| 340 | 2009.04.01 04:00 | close | 170 | 0.10 | 77.892 | 77.195 | 78.995 | -1580.00 | 1337350.00 |
| 341 | 2009.04.02 02:00 | buy | 171 | 0.10 | 78.431 | 77.565 | 79.365 | ||
| 342 | 2009.04.02 11:18 | t/p | 171 | 0.10 | 79.364 | 77.565 | 79.365 | 9330.00 | 1346680.00 |
| 343 | 2009.04.02 12:00 | buy | 172 | 0.10 | 79.156 | 78.305 | 80.105 | ||
| 344 | 2009.04.02 18:13 | t/p | 172 | 0.10 | 80.100 | 78.305 | 80.105 | 9440.00 | 1356120.00 |
| 345 | 2009.04.03 20:00 | buy | 173 | 0.10 | 81.070 | 80.210 | 82.010 | ||
| 346 | 2009.04.06 03:02 | t/p | 173 | 0.10 | 82.021 | 80.210 | 82.010 | 9510.00 | 1365630.00 |
| 347 | 2009.04.09 11:00 | buy | 174 | 0.10 | 81.264 | 80.405 | 82.205 | ||
| 348 | 2009.04.13 10:11 | t/p | 174 | 0.10 | 82.219 | 80.405 | 82.205 | 9550.00 | 1375180.00 |
| 349 | 2009.04.13 11:00 | buy | 175 | 0.10 | 82.185 | 81.300 | 83.100 | ||
| 350 | 2009.04.14 10:08 | s/l | 175 | 0.10 | 81.308 | 81.300 | 83.100 | -8770.00 | 1366410.00 |
| 351 | 2009.04.15 05:00 | sell | 176 | 0.10 | 81.035 | 83.630 | 80.030 | ||
| 352 | 2009.04.15 15:00 | buy | 177 | 0.10 | 81.869 | 81.020 | 82.820 | ||
| 353 | 2009.04.16 03:52 | t/p | 177 | 0.10 | 82.825 | 81.020 | 82.820 | 9560.00 | 1375970.00 |
| 354 | 2009.04.20 15:04 | t/p | 176 | 0.10 | 80.032 | 83.630 | 80.030 | 10030.00 | 1386000.00 |
| 355 | 2009.04.22 13:00 | sell | 178 | 0.10 | 78.919 | 81.515 | 77.915 | ||
| 356 | 2009.04.29 21:40 | s/l | 178 | 0.10 | 81.518 | 81.515 | 77.915 | -25990.00 | 1360010.00 |
| 357 | 2009.05.01 13:00 | buy | 179 | 0.10 | 83.665 | 82.810 | 84.610 | ||
| 358 | 2009.05.05 12:13 | t/p | 179 | 0.10 | 84.614 | 82.810 | 84.610 | 9490.00 | 1369500.00 |
| 359 | 2009.05.05 13:00 | buy | 180 | 0.10 | 84.626 | 83.775 | 85.575 | ||
| 360 | 2009.05.05 15:00 | close | 180 | 0.10 | 84.349 | 83.775 | 85.575 | -2770.00 | 1366730.00 |
| 361 | 2009.05.06 07:00 | sell | 181 | 0.10 | 83.224 | 85.820 | 82.220 | ||
| 362 | 2009.05.06 22:00 | buy | 182 | 0.10 | 84.274 | 83.420 | 85.220 | ||
| 363 | 2009.05.07 14:35 | t/p | 182 | 0.10 | 85.229 | 83.420 | 85.220 | 9550.00 | 1376280.00 |
| 364 | 2009.05.08 10:00 | buy | 183 | 0.10 | 85.110 | 84.260 | 86.060 | ||
| 365 | 2009.05.08 14:00 | s/l | 181 | 0.10 | 85.863 | 85.820 | 82.220 | -26390.00 | 1349890.00 |
| 366 | 2009.05.11 16:04 | s/l | 183 | 0.10 | 84.247 | 84.260 | 86.060 | -8630.00 | 1341260.00 |
| 367 | 2009.05.12 12:00 | buy | 184 | 0.10 | 84.135 | 83.285 | 85.085 | ||
| 368 | 2009.05.12 16:39 | s/l | 184 | 0.10 | 83.269 | 83.285 | 85.085 | -8660.00 | 1332600.00 |
| 369 | 2009.05.14 17:00 | buy | 185 | 0.10 | 81.490 | 80.630 | 82.430 | ||
| 370 | 2009.05.15 13:23 | s/l | 185 | 0.10 | 80.606 | 80.630 | 82.430 | -8840.00 | 1323760.00 |
| 371 | 2009.05.18 14:00 | buy | 186 | 0.10 | 81.813 | 80.970 | 82.770 | ||
| 372 | 2009.05.18 19:31 | t/p | 186 | 0.10 | 82.770 | 80.970 | 82.770 | 9570.00 | 1333330.00 |
| 373 | 2009.05.19 12:00 | buy | 187 | 0.10 | 83.507 | 82.650 | 84.450 | ||
| 374 | 2009.05.19 15:38 | s/l | 187 | 0.10 | 82.650 | 82.650 | 84.450 | -8570.00 | 1324760.00 |
| 375 | 2009.05.20 18:00 | buy | 188 | 0.10 | 83.457 | 82.600 | 84.400 | ||
| 376 | 2009.05.21 03:16 | s/l | 188 | 0.10 | 82.578 | 82.600 | 84.400 | -8790.00 | 1315970.00 |
| 377 | 2009.05.22 13:00 | buy | 189 | 0.10 | 83.290 | 82.450 | 84.250 | ||
| 378 | 2009.05.22 20:22 | t/p | 189 | 0.10 | 84.259 | 82.450 | 84.250 | 9690.00 | 1325660.00 |
| 379 | 2009.05.26 19:00 | buy | 190 | 0.10 | 84.667 | 83.820 | 85.620 | ||
| 380 | 2009.05.27 06:27 | t/p | 190 | 0.10 | 85.635 | 83.820 | 85.620 | 9680.00 | 1335340.00 |
| 381 | 2009.05.28 08:00 | buy | 191 | 0.10 | 85.850 | 84.990 | 86.790 | ||
| 382 | 2009.05.28 13:26 | t/p | 191 | 0.10 | 86.783 | 84.990 | 86.790 | 9330.00 | 1344670.00 |
| 383 | 2009.05.29 09:00 | buy | 192 | 0.10 | 87.120 | 86.270 | 88.070 | ||
| 384 | 2009.06.01 15:36 | t/p | 192 | 0.10 | 88.077 | 86.270 | 88.070 | 9570.00 | 1354240.00 |
| 385 | 2009.06.01 17:00 | buy | 193 | 0.10 | 88.312 | 87.400 | 89.200 | ||
| 386 | 2009.06.03 16:47 | s/l | 193 | 0.10 | 87.400 | 87.400 | 89.200 | -9120.00 | 1345120.00 |
| 387 | 2009.06.04 12:00 | buy | 194 | 0.10 | 87.440 | 86.595 | 88.395 | ||
| 388 | 2009.06.05 15:30 | t/p | 194 | 0.10 | 88.395 | 86.595 | 88.395 | 9550.00 | 1354670.00 |
| 389 | 2009.06.05 20:00 | buy | 195 | 0.10 | 88.329 | 87.480 | 89.280 | ||
| 390 | 2009.06.08 11:24 | s/l | 195 | 0.10 | 87.473 | 87.480 | 89.280 | -8560.00 | 1346110.00 |
| 391 | 2009.06.09 03:00 | buy | 196 | 0.10 | 88.407 | 87.550 | 89.350 | ||
| 392 | 2009.06.09 06:46 | s/l | 196 | 0.10 | 87.540 | 87.550 | 89.350 | -8670.00 | 1337440.00 |
| 393 | 2009.06.09 12:00 | buy | 197 | 0.10 | 88.416 | 87.570 | 89.370 | ||
| 394 | 2009.06.10 12:16 | t/p | 197 | 0.10 | 89.365 | 87.570 | 89.370 | 9490.00 | 1346930.00 |
| 395 | 2009.06.10 13:00 | buy | 198 | 0.10 | 88.886 | 88.040 | 89.840 | ||
| 396 | 2009.06.12 12:15 | s/l | 198 | 0.10 | 88.044 | 88.040 | 89.840 | -8420.00 | 1338510.00 |
| 397 | 2009.06.23 17:00 | buy | 199 | 0.10 | 83.352 | 82.495 | 84.295 | ||
| 398 | 2009.06.23 17:43 | s/l | 199 | 0.10 | 82.489 | 82.495 | 84.295 | -8630.00 | 1329880.00 |
| 399 | 2009.06.24 08:00 | buy | 200 | 0.10 | 83.373 | 82.530 | 84.330 | ||
| 400 | 2009.06.25 00:02 | s/l | 200 | 0.10 | 82.518 | 82.530 | 84.330 | -8550.00 | 1321330.00 |
| 401 | 2009.06.25 08:00 | buy | 201 | 0.10 | 83.464 | 82.615 | 84.415 | ||
| 402 | 2009.06.25 15:46 | s/l | 201 | 0.10 | 82.609 | 82.615 | 84.415 | -8550.00 | 1312780.00 |
| 403 | 2009.06.29 14:00 | buy | 202 | 0.10 | 82.785 | 81.860 | 83.730 | ||
| 404 | 2009.07.01 12:54 | t/p | 202 | 0.10 | 83.734 | 81.860 | 83.730 | 9490.00 | 1322270.00 |
| 405 | 2009.07.02 12:00 | sell | 203 | 0.10 | 83.952 | 84.800 | 83.000 | ||
| 406 | 2009.07.02 17:21 | t/p | 203 | 0.10 | 82.994 | 84.800 | 83.000 | 9580.00 | 1331850.00 |
| 407 | 2009.07.02 19:00 | sell | 204 | 0.10 | 82.662 | 83.510 | 81.710 | ||
| 408 | 2009.07.06 10:13 | t/p | 204 | 0.10 | 81.691 | 83.510 | 81.710 | 9710.00 | 1341560.00 |
| 409 | 2009.07.06 12:00 | sell | 205 | 0.10 | 81.740 | 82.590 | 80.790 | ||
| 410 | 2009.07.08 09:07 | t/p | 205 | 0.10 | 80.796 | 82.590 | 80.790 | 9440.00 | 1351000.00 |
| 411 | 2009.07.10 11:00 | sell | 206 | 0.10 | 79.656 | 80.515 | 78.715 | ||
| 412 | 2009.07.13 21:21 | s/l | 206 | 0.10 | 80.525 | 80.515 | 78.715 | -8690.00 | 1342310.00 |
| 413 | 2009.07.16 12:00 | sell | 207 | 0.10 | 83.571 | 84.415 | 82.615 | ||
| 414 | 2009.07.16 15:30 | s/l | 207 | 0.10 | 84.409 | 84.415 | 82.615 | -8380.00 | 1333930.00 |
| 415 | 2009.07.21 16:00 | buy | 208 | 0.10 | 85.605 | 84.715 | 86.515 | ||
| 416 | 2009.07.21 18:40 | s/l | 208 | 0.10 | 84.721 | 84.715 | 86.515 | -8840.00 | 1325090.00 |
| 417 | 2009.07.30 07:00 | sell | 209 | 0.10 | 86.996 | 89.645 | 86.005 | ||
| 418 | 2009.08.03 16:00 | buy | 210 | 0.10 | 89.013 | 88.170 | 89.970 | ||
| 419 | 2009.08.04 04:36 | s/l | 209 | 0.10 | 89.657 | 89.645 | 86.005 | -26610.00 | 1298480.00 |
| 420 | 2009.08.04 07:00 | close | 210 | 0.10 | 89.355 | 88.170 | 89.970 | 3420.00 | 1301900.00 |
| 421 | 2009.08.04 12:00 | sell | 211 | 0.10 | 88.659 | 89.945 | 87.655 | ||
| 422 | 2009.08.07 16:00 | close | 211 | 0.10 | 89.284 | 89.945 | 87.655 | -6250.00 | 1295650.00 |
| 423 | 2009.08.10 17:00 | sell | 212 | 0.10 | 89.665 | 90.555 | 88.675 | ||
| 424 | 2009.08.11 05:49 | t/p | 212 | 0.10 | 88.682 | 90.555 | 88.675 | 9830.00 | 1305480.00 |
| 425 | 2009.08.11 07:00 | sell | 213 | 0.10 | 88.726 | 90.555 | 87.725 | ||
| 426 | 2009.08.11 16:02 | t/p | 213 | 0.10 | 87.719 | 90.555 | 87.725 | 10070.00 | 1315550.00 |
| 427 | 2009.08.11 16:02 | sell | 214 | 0.10 | 87.684 | 90.555 | 86.870 | ||
| 428 | 2009.08.11 17:26 | t/p | 214 | 0.10 | 86.865 | 90.555 | 86.870 | 8190.00 | 1323740.00 |
| 429 | 2009.08.13 22:00 | sell | 215 | 0.10 | 87.284 | 89.885 | 86.285 | ||
| 430 | 2009.08.14 18:30 | t/p | 215 | 0.10 | 86.273 | 89.885 | 86.285 | 10110.00 | 1333850.00 |
| 431 | 2009.08.25 03:00 | sell | 216 | 0.10 | 87.567 | 90.170 | 86.570 | ||
| 432 | 2009.08.25 20:56 | t/p | 216 | 0.10 | 86.580 | 90.170 | 86.570 | 9870.00 | 1343720.00 |
| 433 | 2009.09.03 10:00 | buy | 217 | 0.10 | 83.945 | 81.335 | 84.935 | ||
| 434 | 2009.09.04 14:00 | t/p | 217 | 0.10 | 84.944 | 81.335 | 84.935 | 9990.00 | 1353710.00 |
| 435 | 2009.09.14 21:00 | buy | 218 | 0.10 | 83.789 | 81.190 | 84.790 | ||
| 436 | 2009.09.15 20:55 | t/p | 218 | 0.10 | 84.780 | 81.190 | 84.790 | 9910.00 | 1363620.00 |
| 437 | 2009.09.28 20:00 | buy | 219 | 0.10 | 82.289 | 79.690 | 83.290 | ||
| 438 | 2009.09.29 09:16 | t/p | 219 | 0.10 | 83.290 | 79.690 | 83.290 | 10010.00 | 1373630.00 |
| 439 | 2009.09.29 20:00 | buy | 220 | 0.10 | 83.152 | 80.560 | 84.160 | ||
| 440 | 2009.10.01 02:20 | t/p | 220 | 0.10 | 84.160 | 80.560 | 84.160 | 10080.00 | 1383710.00 |
| 441 | 2009.10.01 03:00 | buy | 221 | 0.10 | 84.151 | 81.550 | 85.150 | ||
| 442 | 2009.10.02 13:00 | sell | 222 | 0.10 | 81.918 | 82.775 | 80.975 | ||
| 443 | 2009.10.02 15:30 | s/l | 221 | 0.10 | 81.509 | 81.550 | 85.150 | -26420.00 | 1357290.00 |
| 444 | 2009.10.02 18:05 | s/l | 222 | 0.10 | 82.779 | 82.775 | 80.975 | -8610.00 | 1348680.00 |
| 445 | 2009.10.02 23:00 | buy | 223 | 0.10 | 82.938 | 80.330 | 83.930 | ||
| 446 | 2009.10.05 04:10 | t/p | 223 | 0.10 | 83.950 | 80.330 | 83.930 | 10120.00 | 1358800.00 |
| 447 | 2009.10.06 03:00 | buy | 224 | 0.10 | 83.801 | 81.195 | 84.795 | ||
| 448 | 2009.10.09 10:15 | t/p | 224 | 0.10 | 84.798 | 81.195 | 84.795 | 9970.00 | 1368770.00 |
| 449 | 2009.10.09 11:00 | buy | 225 | 0.10 | 84.752 | 82.160 | 85.760 | ||
| 450 | 2009.10.09 17:55 | t/p | 225 | 0.10 | 85.764 | 82.160 | 85.760 | 10120.00 | 1378890.00 |