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 |
| 451 | 2009.10.13 22:00 | sell | 226 | 0.10 | 86.713 | 89.305 | 85.705 | ||
| 452 | 2009.10.28 06:14 | t/p | 226 | 0.10 | 85.703 | 89.305 | 85.705 | 10100.00 | 1388990.00 |
| 453 | 2009.10.29 17:00 | buy | 227 | 0.10 | 84.925 | 82.335 | 85.935 | ||
| 454 | 2009.10.30 16:00 | close | 227 | 0.10 | 84.310 | 82.335 | 85.935 | -6150.00 | 1382840.00 |
| 455 | 2009.11.02 19:00 | buy | 228 | 0.10 | 84.325 | 81.715 | 85.315 | ||
| 456 | 2009.11.04 10:17 | t/p | 228 | 0.10 | 85.312 | 81.715 | 85.315 | 9870.00 | 1392710.00 |
| 457 | 2009.11.09 11:00 | buy | 229 | 0.10 | 84.641 | 82.045 | 85.645 | ||
| 458 | 2009.11.10 22:42 | t/p | 229 | 0.10 | 85.652 | 82.045 | 85.645 | 10110.00 | 1402820.00 |
| 459 | 2009.11.23 05:00 | buy | 230 | 0.10 | 83.494 | 80.885 | 84.485 | ||
| 460 | 2009.11.23 18:54 | t/p | 230 | 0.10 | 84.486 | 80.885 | 84.485 | 9920.00 | 1412740.00 |
| 461 | 2009.11.23 20:00 | buy | 231 | 0.10 | 84.465 | 81.860 | 85.460 | ||
| 462 | 2009.11.26 08:00 | sell | 232 | 0.10 | 82.380 | 83.235 | 81.435 | ||
| 463 | 2009.11.26 16:56 | s/l | 231 | 0.10 | 81.862 | 81.860 | 85.460 | -26030.00 | 1386710.00 |
| 464 | 2009.11.27 01:12 | t/p | 232 | 0.10 | 81.445 | 83.235 | 81.435 | 9350.00 | 1396060.00 |
| 465 | 2009.12.01 06:00 | buy | 233 | 0.10 | 82.650 | 80.040 | 83.640 | ||
| 466 | 2009.12.02 10:46 | t/p | 233 | 0.10 | 83.650 | 80.040 | 83.640 | 10000.00 | 1406060.00 |
| 467 | 2009.12.02 11:00 | buy | 234 | 0.10 | 83.589 | 80.980 | 84.580 | ||
| 468 | 2009.12.04 15:30 | t/p | 234 | 0.10 | 84.581 | 80.980 | 84.580 | 9920.00 | 1415980.00 |
| 469 | 2009.12.10 02:00 | buy | 235 | 0.10 | 83.567 | 80.970 | 84.570 | ||
| 470 | 2009.12.11 08:06 | t/p | 235 | 0.10 | 84.572 | 80.970 | 84.570 | 10050.00 | 1426030.00 |
| 471 | 2009.12.15 06:00 | buy | 236 | 0.10 | 83.914 | 81.310 | 84.910 | ||
| 472 | 2009.12.18 13:42 | t/p | 236 | 0.10 | 84.903 | 81.310 | 84.910 | 9890.00 | 1435920.00 |
| 473 | 2009.12.24 08:00 | sell | 237 | 0.10 | 87.034 | 89.640 | 86.040 | ||
| 474 | 2009.12.28 19:00 | buy | 238 | 0.10 | 87.812 | 86.955 | 88.755 | ||
| 475 | 2009.12.31 17:59 | t/p | 238 | 0.10 | 88.754 | 86.955 | 88.755 | 9420.00 | 1445340.00 |
| 476 | 2009.12.31 19:00 | buy | 239 | 0.10 | 88.985 | 88.145 | 89.945 | ||
| 477 | 2009.12.31 23:59 | s/l | 239 | 0.10 | 88.149 | 88.145 | 89.945 | -8360.00 | 1436980.00 |
| 478 | 2010.01.04 12:00 | buy | 240 | 0.10 | 89.235 | 88.375 | 90.175 | ||
| 479 | 2010.01.04 15:00 | close | 240 | 0.10 | 89.247 | 88.375 | 90.175 | 120.00 | 1437100.00 |
| 480 | 2010.01.06 07:00 | buy | 241 | 0.10 | 88.727 | 87.875 | 89.675 | ||
| 481 | 2010.01.06 18:25 | s/l | 237 | 0.10 | 89.637 | 89.640 | 86.040 | -26030.00 | 1411070.00 |
| 482 | 2010.01.06 18:49 | t/p | 241 | 0.10 | 89.683 | 87.875 | 89.675 | 9560.00 | 1420630.00 |
| 483 | 2010.01.06 19:00 | buy | 242 | 0.10 | 89.559 | 88.715 | 90.515 | ||
| 484 | 2010.01.08 00:09 | t/p | 242 | 0.10 | 90.514 | 88.715 | 90.515 | 9550.00 | 1430180.00 |
| 485 | 2010.01.08 01:00 | buy | 243 | 0.10 | 90.453 | 89.610 | 91.410 | ||
| 486 | 2010.01.08 03:00 | close | 243 | 0.10 | 90.321 | 89.610 | 91.410 | -1320.00 | 1428860.00 |
| 487 | 2010.01.08 14:00 | buy | 244 | 0.10 | 90.415 | 89.575 | 91.375 | ||
| 488 | 2010.01.08 15:30 | s/l | 244 | 0.10 | 89.364 | 89.575 | 91.375 | -10510.00 | 1418350.00 |
| 489 | 2010.01.11 13:00 | buy | 245 | 0.10 | 90.017 | 89.175 | 90.975 | ||
| 490 | 2010.01.11 17:41 | s/l | 245 | 0.10 | 89.178 | 89.175 | 90.975 | -8390.00 | 1409960.00 |
| 491 | 2010.01.12 12:00 | sell | 246 | 0.10 | 88.814 | 90.845 | 87.805 | ||
| 492 | 2010.01.12 15:59 | t/p | 246 | 0.10 | 87.790 | 90.845 | 87.805 | 10240.00 | 1420200.00 |
| 493 | 2010.01.12 17:00 | sell | 247 | 0.10 | 87.790 | 90.390 | 86.790 | ||
| 494 | 2010.01.14 08:00 | buy | 248 | 0.10 | 89.153 | 88.300 | 90.100 | ||
| 495 | 2010.01.15 10:26 | s/l | 248 | 0.10 | 88.300 | 88.300 | 90.100 | -8530.00 | 1411670.00 |
| 496 | 2010.01.20 15:51 | t/p | 247 | 0.10 | 86.796 | 90.390 | 86.790 | 9940.00 | 1421610.00 |
| 497 | 2010.01.20 17:00 | sell | 249 | 0.10 | 87.230 | 89.825 | 86.225 | ||
| 498 | 2010.01.21 18:44 | t/p | 249 | 0.10 | 86.228 | 89.825 | 86.225 | 10020.00 | 1431630.00 |
| 499 | 2010.01.27 23:00 | buy | 250 | 0.10 | 84.551 | 81.955 | 85.555 | ||
| 500 | 2010.01.28 10:42 | t/p | 250 | 0.10 | 85.554 | 81.955 | 85.555 | 10030.00 | 1441660.00 |
| 501 | 2010.02.09 10:00 | buy | 251 | 0.10 | 83.762 | 81.170 | 84.770 | ||
| 502 | 2010.02.10 20:24 | t/p | 251 | 0.10 | 84.770 | 81.170 | 84.770 | 10080.00 | 1451740.00 |
| 503 | 2010.02.10 21:00 | buy | 252 | 0.10 | 84.572 | 81.980 | 85.580 | ||
| 504 | 2010.02.11 20:21 | t/p | 252 | 0.10 | 85.581 | 81.980 | 85.580 | 10090.00 | 1461830.00 |
| 505 | 2010.02.19 14:00 | sell | 253 | 0.10 | 87.310 | 89.905 | 86.305 | ||
| 506 | 2010.02.23 17:15 | t/p | 253 | 0.10 | 86.306 | 89.905 | 86.305 | 10040.00 | 1471870.00 |
| 507 | 2010.02.26 22:00 | buy | 254 | 0.10 | 84.528 | 81.920 | 85.520 | ||
| 508 | 2010.03.01 18:08 | t/p | 254 | 0.10 | 85.517 | 81.920 | 85.520 | 9890.00 | 1481760.00 |
| 509 | 2010.03.08 19:00 | sell | 255 | 0.10 | 87.784 | 90.375 | 86.775 | ||
| 510 | 2010.03.25 14:09 | s/l | 255 | 0.10 | 90.371 | 90.375 | 86.775 | -25870.00 | 1455890.00 |
| 511 | 2010.03.25 15:00 | buy | 256 | 0.10 | 90.285 | 89.435 | 91.235 | ||
| 512 | 2010.03.26 13:00 | sell | 257 | 0.10 | 90.129 | 91.380 | 89.125 | ||
| 513 | 2010.03.30 16:26 | t/p | 256 | 0.10 | 91.226 | 89.435 | 91.235 | 9410.00 | 1465300.00 |
| 514 | 2010.03.30 16:35 | s/l | 257 | 0.10 | 91.384 | 91.380 | 89.125 | -12550.00 | 1452750.00 |
| 515 | 2010.03.30 18:00 | buy | 258 | 0.10 | 91.256 | 90.405 | 92.205 | ||
| 516 | 2010.04.01 02:38 | t/p | 258 | 0.10 | 92.207 | 90.405 | 92.205 | 9510.00 | 1462260.00 |
| 517 | 2010.04.01 03:00 | buy | 259 | 0.10 | 92.265 | 91.405 | 93.205 | ||
| 518 | 2010.04.01 18:45 | t/p | 259 | 0.10 | 93.209 | 91.405 | 93.205 | 9440.00 | 1471700.00 |
| 519 | 2010.04.05 10:00 | buy | 260 | 0.10 | 93.917 | 93.070 | 94.870 | ||
| 520 | 2010.04.07 21:21 | s/l | 260 | 0.10 | 93.071 | 93.070 | 94.870 | -8460.00 | 1463240.00 |
| 521 | 2010.04.08 15:00 | sell | 261 | 0.10 | 92.136 | 94.535 | 91.140 | ||
| 522 | 2010.04.08 20:00 | buy | 262 | 0.10 | 93.004 | 92.155 | 93.955 | ||
| 523 | 2010.04.13 06:42 | s/l | 262 | 0.10 | 92.155 | 92.155 | 93.955 | -8490.00 | 1454750.00 |
| 524 | 2010.04.13 21:00 | buy | 263 | 0.10 | 93.000 | 92.150 | 93.950 | ||
| 525 | 2010.04.14 15:30 | t/p | 263 | 0.10 | 93.950 | 92.150 | 93.950 | 9500.00 | 1464250.00 |
| 526 | 2010.04.15 06:00 | buy | 264 | 0.10 | 93.781 | 92.940 | 94.740 | ||
| 527 | 2010.04.15 12:10 | s/l | 264 | 0.10 | 92.946 | 92.940 | 94.740 | -8350.00 | 1455900.00 |
| 528 | 2010.04.16 17:56 | t/p | 261 | 0.10 | 91.143 | 94.535 | 91.140 | 9930.00 | 1465830.00 |
| 529 | 2010.04.19 13:00 | sell | 265 | 0.10 | 90.254 | 92.845 | 89.245 | ||
| 530 | 2010.04.20 16:04 | s/l | 265 | 0.10 | 92.854 | 92.845 | 89.245 | -26000.00 | 1439830.00 |
| 531 | 2010.04.22 00:00 | sell | 266 | 0.10 | 93.178 | 94.535 | 92.185 | ||
| 532 | 2010.04.26 05:00 | buy | 267 | 0.10 | 94.468 | 93.615 | 95.415 | ||
| 533 | 2010.04.26 07:00 | close | 267 | 0.10 | 94.297 | 93.615 | 95.415 | -1710.00 | 1438120.00 |
| 534 | 2010.04.27 18:25 | t/p | 266 | 0.10 | 92.167 | 94.535 | 92.185 | 10110.00 | 1448230.00 |
| 535 | 2010.04.30 19:00 | sell | 268 | 0.10 | 93.181 | 94.715 | 92.185 | ||
| 536 | 2010.05.04 16:45 | t/p | 268 | 0.10 | 92.176 | 94.715 | 92.185 | 10050.00 | 1458280.00 |
| 537 | 2010.05.04 18:00 | sell | 269 | 0.10 | 92.291 | 94.715 | 91.300 | ||
| 538 | 2010.05.05 16:39 | t/p | 269 | 0.10 | 91.295 | 94.715 | 91.300 | 9960.00 | 1468240.00 |
| 539 | 2010.05.05 20:00 | sell | 270 | 0.10 | 91.726 | 94.325 | 90.725 | ||
| 540 | 2010.05.05 21:49 | t/p | 270 | 0.10 | 90.722 | 94.325 | 90.725 | 10040.00 | 1478280.00 |
| 541 | 2010.05.25 03:00 | sell | 271 | 0.10 | 84.660 | 85.520 | 83.720 | ||
| 542 | 2010.05.25 09:13 | t/p | 271 | 0.10 | 83.710 | 85.520 | 83.720 | 9500.00 | 1487780.00 |
| 543 | 2010.05.28 10:00 | buy | 272 | 0.10 | 87.120 | 84.510 | 88.110 | ||
| 544 | 2010.05.31 18:00 | close | 272 | 0.10 | 86.731 | 84.510 | 88.110 | -3890.00 | 1483890.00 |
| 545 | 2010.06.02 14:00 | buy | 273 | 0.10 | 87.427 | 84.835 | 88.435 | ||
| 546 | 2010.06.02 17:20 | t/p | 273 | 0.10 | 88.429 | 84.835 | 88.435 | 10020.00 | 1493910.00 |
| 547 | 2010.06.09 00:00 | buy | 274 | 0.10 | 87.337 | 84.735 | 88.335 | ||
| 548 | 2010.06.09 18:27 | t/p | 274 | 0.10 | 88.342 | 84.735 | 88.335 | 10050.00 | 1503960.00 |
| 549 | 2010.06.09 19:00 | buy | 275 | 0.10 | 88.074 | 85.470 | 89.070 | ||
| 550 | 2010.06.14 03:59 | t/p | 275 | 0.10 | 89.063 | 85.470 | 89.070 | 9890.00 | 1513850.00 |
| 551 | 2010.06.18 19:00 | buy | 276 | 0.10 | 88.688 | 86.090 | 89.690 | ||
| 552 | 2010.06.21 11:56 | t/p | 276 | 0.10 | 89.694 | 86.090 | 89.690 | 10060.00 | 1523910.00 |
| 553 | 2010.06.25 17:00 | buy | 277 | 0.10 | 86.174 | 83.565 | 87.165 | ||
| 554 | 2010.06.30 17:45 | s/l | 277 | 0.10 | 83.567 | 83.565 | 87.165 | -26070.00 | 1497840.00 |
| 555 | 2010.07.02 15:00 | sell | 278 | 0.10 | 82.410 | 83.250 | 81.450 | ||
| 556 | 2010.07.06 16:00 | buy | 279 | 0.10 | 83.164 | 80.555 | 84.155 | ||
| 557 | 2010.07.06 16:06 | s/l | 278 | 0.10 | 83.257 | 83.250 | 81.450 | -8470.00 | 1489370.00 |
| 558 | 2010.07.07 10:00 | sell | 280 | 0.10 | 82.698 | 83.545 | 81.745 | ||
| 559 | 2010.07.07 22:38 | s/l | 280 | 0.10 | 83.552 | 83.545 | 81.745 | -8540.00 | 1480830.00 |
| 560 | 2010.07.08 04:30 | t/p | 279 | 0.10 | 84.185 | 80.555 | 84.155 | 10210.00 | 1491040.00 |
| 561 | 2010.07.08 17:00 | buy | 281 | 0.10 | 84.936 | 82.335 | 85.935 | ||
| 562 | 2010.07.09 17:22 | t/p | 281 | 0.10 | 85.943 | 82.335 | 85.935 | 10070.00 | 1501110.00 |
| 563 | 2010.07.09 18:00 | buy | 282 | 0.10 | 85.779 | 83.185 | 86.785 | ||
| 564 | 2010.07.16 12:22 | s/l | 282 | 0.10 | 83.183 | 83.185 | 86.785 | -25960.00 | 1475150.00 |
| 565 | 2010.07.19 12:00 | buy | 283 | 0.10 | 82.678 | 81.380 | 83.685 | ||
| 566 | 2010.07.20 22:18 | t/p | 283 | 0.10 | 83.692 | 81.380 | 83.685 | 10140.00 | 1485290.00 |
| 567 | 2010.07.21 01:00 | buy | 284 | 0.10 | 83.871 | 81.390 | 84.865 | ||
| 568 | 2010.07.27 11:27 | t/p | 284 | 0.10 | 84.869 | 81.390 | 84.865 | 9980.00 | 1495270.00 |
| 569 | 2010.07.27 12:00 | buy | 285 | 0.10 | 84.800 | 82.205 | 85.805 | ||
| 570 | 2010.08.11 10:12 | s/l | 285 | 0.10 | 82.209 | 82.205 | 85.805 | -25910.00 | 1469360.00 |
| 571 | 2010.08.11 14:00 | sell | 286 | 0.10 | 81.811 | 82.665 | 80.865 | ||
| 572 | 2010.08.11 19:00 | close | 286 | 0.10 | 81.653 | 82.665 | 80.865 | 1580.00 | 1470940.00 |
| 573 | 2010.08.12 10:00 | buy | 287 | 0.10 | 81.838 | 80.850 | 82.830 | ||
| 574 | 2010.08.13 09:03 | t/p | 287 | 0.10 | 82.834 | 80.850 | 82.830 | 9960.00 | 1480900.00 |
| 575 | 2010.08.17 09:00 | buy | 288 | 0.10 | 82.030 | 80.850 | 83.025 | ||
| 576 | 2010.08.17 18:13 | t/p | 288 | 0.10 | 83.022 | 80.850 | 83.025 | 9920.00 | 1490820.00 |
| 577 | 2010.08.17 19:00 | buy | 289 | 0.10 | 82.946 | 80.845 | 83.940 | ||
| 578 | 2010.08.23 19:00 | sell | 290 | 0.10 | 81.010 | 81.850 | 80.050 | ||
| 579 | 2010.08.24 00:10 | s/l | 289 | 0.10 | 80.847 | 80.845 | 83.940 | -20990.00 | 1469830.00 |
| 580 | 2010.08.24 07:00 | close | 290 | 0.10 | 80.605 | 81.850 | 80.050 | 4050.00 | 1473880.00 |
| 581 | 2010.08.24 08:00 | sell | 291 | 0.10 | 80.407 | 81.265 | 79.465 | ||
| 582 | 2010.08.24 11:13 | t/p | 291 | 0.10 | 79.468 | 81.265 | 79.465 | 9390.00 | 1483270.00 |
| 583 | 2010.08.27 00:00 | sell | 292 | 0.10 | 79.818 | 80.675 | 78.875 | ||
| 584 | 2010.08.27 18:50 | s/l | 292 | 0.10 | 80.671 | 80.675 | 78.875 | -8530.00 | 1474740.00 |
| 585 | 2010.08.27 20:00 | buy | 293 | 0.10 | 80.691 | 78.185 | 81.690 | ||
| 586 | 2010.08.30 01:14 | t/p | 293 | 0.10 | 81.701 | 78.185 | 81.690 | 10100.00 | 1484840.00 |
| 587 | 2010.08.31 05:00 | sell | 294 | 0.10 | 79.557 | 80.415 | 78.615 | ||
| 588 | 2010.08.31 22:16 | t/p | 294 | 0.10 | 78.612 | 80.415 | 78.615 | 9450.00 | 1494290.00 |
| 589 | 2010.08.31 23:00 | sell | 295 | 0.10 | 78.761 | 79.610 | 77.810 | ||
| 590 | 2010.09.01 16:24 | s/l | 295 | 0.10 | 79.618 | 79.610 | 77.810 | -8570.00 | 1485720.00 |
| 591 | 2010.09.01 19:00 | buy | 296 | 0.10 | 80.503 | 78.195 | 81.495 | ||
| 592 | 2010.09.03 15:41 | t/p | 296 | 0.10 | 81.506 | 78.195 | 81.495 | 10030.00 | 1495750.00 |
| 593 | 2010.09.03 17:00 | buy | 297 | 0.10 | 81.242 | 78.875 | 82.475 | ||
| 594 | 2010.09.15 07:43 | t/p | 297 | 0.10 | 82.472 | 78.875 | 82.475 | 12300.00 | 1508050.00 |
| 595 | 2010.09.29 16:00 | buy | 298 | 0.10 | 81.553 | 78.960 | 82.560 | ||
| 596 | 2010.10.19 16:16 | s/l | 298 | 0.10 | 78.952 | 78.960 | 82.560 | -26010.00 | 1482040.00 |
| 597 | 2010.10.20 22:00 | buy | 299 | 0.10 | 79.385 | 78.195 | 80.395 | ||
| 598 | 2010.10.21 20:00 | sell | 300 | 0.10 | 79.093 | 79.950 | 78.150 | ||
| 599 | 2010.11.01 03:00 | s/l | 300 | 0.10 | 79.989 | 79.950 | 78.150 | -8960.00 | 1473080.00 |
| 600 | 2010.11.03 16:10 | t/p | 299 | 0.10 | 80.392 | 78.195 | 80.395 | 10070.00 | 1483150.00 |