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 |
| 601 | 2010.11.11 14:00 | sell | 301 | 0.10 | 82.000 | 84.608 | 81.008 | ||
| 602 | 2010.11.12 09:39 | t/p | 301 | 0.10 | 80.992 | 84.608 | 81.008 | 10080.00 | 1493230.00 |
| 603 | 2010.11.16 15:00 | sell | 302 | 0.10 | 81.907 | 84.516 | 80.916 | ||
| 604 | 2010.11.23 18:34 | t/p | 302 | 0.10 | 80.911 | 84.516 | 80.916 | 9960.00 | 1503190.00 |
| 605 | 2010.11.26 14:00 | sell | 303 | 0.10 | 81.970 | 84.577 | 80.977 | ||
| 606 | 2010.12.02 16:00 | buy | 304 | 0.10 | 83.318 | 82.461 | 84.261 | ||
| 607 | 2010.12.03 15:30 | s/l | 304 | 0.10 | 82.456 | 82.461 | 84.261 | -8620.00 | 1494570.00 |
| 608 | 2010.12.13 11:00 | buy | 305 | 0.10 | 83.479 | 82.637 | 84.437 | ||
| 609 | 2010.12.13 20:21 | s/l | 305 | 0.10 | 82.643 | 82.637 | 84.437 | -8360.00 | 1486210.00 |
| 610 | 2010.12.15 16:00 | buy | 306 | 0.10 | 83.478 | 82.620 | 84.420 | ||
| 611 | 2010.12.20 11:59 | s/l | 306 | 0.10 | 82.626 | 82.620 | 84.420 | -8520.00 | 1477690.00 |
| 612 | 2010.12.30 02:00 | close | 303 | 0.10 | 81.657 | 84.577 | 80.977 | 3130.00 | 1480820.00 |
| 613 | 2011.01.04 19:00 | sell | 307 | 0.10 | 82.080 | 84.677 | 81.077 | ||
| 614 | 2011.01.05 16:00 | close | 307 | 0.10 | 83.300 | 84.677 | 81.077 | -12200.00 | 1468620.00 |
| 615 | 2011.01.06 17:00 | sell | 308 | 0.10 | 83.362 | 85.984 | 82.384 | ||
| 616 | 2011.01.11 19:00 | buy | 309 | 0.10 | 84.210 | 83.352 | 85.152 | ||
| 617 | 2011.01.14 07:12 | s/l | 309 | 0.10 | 83.338 | 83.352 | 85.152 | -8720.00 | 1459900.00 |
| 618 | 2011.01.19 19:32 | t/p | 308 | 0.10 | 82.394 | 85.984 | 82.384 | 9680.00 | 1469580.00 |
| 619 | 2011.01.21 23:00 | sell | 310 | 0.10 | 82.928 | 85.523 | 81.923 | ||
| 620 | 2011.01.25 23:00 | close | 310 | 0.10 | 82.452 | 85.523 | 81.923 | 4760.00 | 1474340.00 |
| 621 | 2011.01.28 05:00 | sell | 311 | 0.10 | 83.034 | 85.628 | 82.028 | ||
| 622 | 2011.01.28 22:40 | t/p | 311 | 0.10 | 82.028 | 85.628 | 82.028 | 10060.00 | 1484400.00 |
| 623 | 2011.02.02 05:00 | buy | 312 | 0.10 | 82.291 | 79.697 | 83.297 | ||
| 624 | 2011.02.04 19:51 | t/p | 312 | 0.10 | 83.298 | 79.697 | 83.297 | 10070.00 | 1494470.00 |
| 625 | 2011.02.07 22:00 | sell | 313 | 0.10 | 83.100 | 85.709 | 82.109 | ||
| 626 | 2011.02.11 15:00 | buy | 314 | 0.10 | 83.951 | 83.102 | 84.902 | ||
| 627 | 2011.02.15 14:37 | t/p | 314 | 0.10 | 84.901 | 83.102 | 84.902 | 9500.00 | 1503970.00 |
| 628 | 2011.02.16 14:00 | buy | 315 | 0.10 | 84.857 | 84.004 | 85.804 | ||
| 629 | 2011.02.22 11:02 | s/l | 315 | 0.10 | 84.009 | 84.004 | 85.804 | -8480.00 | 1495490.00 |
| 630 | 2011.03.01 07:00 | buy | 316 | 0.10 | 84.639 | 83.779 | 85.579 | ||
| 631 | 2011.03.10 11:52 | t/p | 316 | 0.10 | 85.577 | 83.779 | 85.579 | 9380.00 | 1504870.00 |
| 632 | 2011.03.10 12:00 | buy | 317 | 0.10 | 85.580 | 84.720 | 86.520 | ||
| 633 | 2011.03.11 12:02 | s/l | 317 | 0.10 | 84.729 | 84.720 | 86.520 | -8510.00 | 1496360.00 |
| 634 | 2011.03.15 13:28 | t/p | 313 | 0.10 | 82.107 | 85.709 | 82.109 | 9930.00 | 1506290.00 |
| 635 | 2011.03.21 11:00 | buy | 318 | 0.10 | 82.701 | 80.108 | 83.708 | ||
| 636 | 2011.03.21 17:00 | close | 318 | 0.10 | 83.125 | 80.108 | 83.708 | 4240.00 | 1510530.00 |
| 637 | 2011.03.24 05:00 | buy | 319 | 0.10 | 82.579 | 79.984 | 83.584 | ||
| 638 | 2011.03.28 14:31 | t/p | 319 | 0.10 | 83.591 | 79.984 | 83.584 | 10120.00 | 1520650.00 |
| 639 | 2011.03.31 07:00 | sell | 320 | 0.10 | 85.054 | 86.026 | 84.056 | ||
| 640 | 2011.03.31 21:00 | buy | 321 | 0.10 | 85.580 | 84.724 | 86.524 | ||
| 641 | 2011.04.01 02:53 | s/l | 320 | 0.10 | 86.022 | 86.026 | 84.056 | -9680.00 | 1510970.00 |
| 642 | 2011.04.01 14:32 | t/p | 321 | 0.10 | 86.517 | 84.724 | 86.524 | 9370.00 | 1520340.00 |
| 643 | 2011.04.01 15:00 | buy | 322 | 0.10 | 86.610 | 85.765 | 87.565 | ||
| 644 | 2011.04.01 16:45 | t/p | 322 | 0.10 | 87.576 | 85.765 | 87.565 | 9660.00 | 1530000.00 |
| 645 | 2011.04.01 17:00 | buy | 323 | 0.10 | 87.522 | 86.624 | 88.424 | ||
| 646 | 2011.04.01 19:00 | close | 323 | 0.10 | 87.264 | 86.624 | 88.424 | -2580.00 | 1527420.00 |
| 647 | 2011.04.05 16:00 | buy | 324 | 0.10 | 87.365 | 86.519 | 88.319 | ||
| 648 | 2011.04.06 00:52 | t/p | 324 | 0.10 | 88.328 | 86.519 | 88.319 | 9630.00 | 1537050.00 |
| 649 | 2011.04.06 02:00 | buy | 325 | 0.10 | 88.380 | 87.540 | 89.340 | ||
| 650 | 2011.04.06 19:00 | close | 325 | 0.10 | 88.912 | 87.540 | 89.340 | 5320.00 | 1542370.00 |
| 651 | 2011.04.08 06:00 | buy | 326 | 0.10 | 89.067 | 88.219 | 90.019 | ||
| 652 | 2011.04.12 02:38 | s/l | 326 | 0.10 | 88.219 | 88.219 | 90.019 | -8480.00 | 1533890.00 |
| 653 | 2011.04.12 19:00 | sell | 327 | 0.10 | 87.061 | 89.762 | 86.053 | ||
| 654 | 2011.04.13 16:00 | buy | 328 | 0.10 | 87.711 | 86.859 | 88.659 | ||
| 655 | 2011.04.13 18:38 | s/l | 328 | 0.10 | 86.860 | 86.859 | 88.659 | -8510.00 | 1525380.00 |
| 656 | 2011.04.14 14:07 | t/p | 327 | 0.10 | 86.058 | 89.762 | 86.053 | 10030.00 | 1535410.00 |
| 657 | 2011.04.14 15:00 | sell | 329 | 0.10 | 86.129 | 88.723 | 85.123 | ||
| 658 | 2011.04.18 17:46 | t/p | 329 | 0.10 | 85.112 | 88.723 | 85.123 | 10170.00 | 1545580.00 |
| 659 | 2011.04.20 21:00 | sell | 330 | 0.10 | 86.303 | 88.894 | 85.294 | ||
| 660 | 2011.04.29 16:24 | t/p | 330 | 0.10 | 85.280 | 88.894 | 85.294 | 10230.00 | 1555810.00 |
| 661 | 2011.05.02 17:00 | sell | 331 | 0.10 | 85.627 | 88.236 | 84.636 | ||
| 662 | 2011.05.03 14:52 | t/p | 331 | 0.10 | 84.639 | 88.236 | 84.636 | 9880.00 | 1565690.00 |
| 663 | 2011.05.06 09:00 | buy | 332 | 0.10 | 83.430 | 80.834 | 84.434 | ||
| 664 | 2011.05.06 15:46 | t/p | 332 | 0.10 | 84.437 | 80.834 | 84.434 | 10070.00 | 1575760.00 |
| 665 | 2011.05.06 17:00 | buy | 333 | 0.10 | 83.873 | 81.267 | 84.867 | ||
| 666 | 2011.05.11 12:44 | t/p | 333 | 0.10 | 84.858 | 81.267 | 84.867 | 9850.00 | 1585610.00 |
| 667 | 2011.05.17 07:00 | buy | 334 | 0.10 | 83.282 | 80.681 | 84.281 | ||
| 668 | 2011.05.19 02:20 | t/p | 334 | 0.10 | 84.283 | 80.681 | 84.281 | 10010.00 | 1595620.00 |
| 669 | 2011.05.24 18:00 | buy | 335 | 0.10 | 84.006 | 81.413 | 85.013 | ||
| 670 | 2011.06.03 15:35 | s/l | 335 | 0.10 | 81.405 | 81.413 | 85.013 | -26010.00 | 1569610.00 |
| 671 | 2011.06.07 09:00 | buy | 336 | 0.10 | 82.035 | 79.427 | 83.027 | ||
| 672 | 2011.06.14 15:50 | t/p | 336 | 0.10 | 83.038 | 79.427 | 83.027 | 10030.00 | 1579640.00 |
| 673 | 2011.06.14 17:00 | buy | 337 | 0.10 | 83.064 | 80.460 | 84.060 | ||
| 674 | 2011.07.01 17:00 | t/p | 337 | 0.10 | 84.054 | 80.460 | 84.060 | 9900.00 | 1589540.00 |
| 675 | 2011.07.13 04:00 | buy | 338 | 0.10 | 82.549 | 79.958 | 83.558 | ||
| 676 | 2011.07.21 08:16 | t/p | 338 | 0.10 | 83.553 | 79.958 | 83.558 | 10040.00 | 1599580.00 |
| 677 | 2011.07.29 07:00 | sell | 339 | 0.10 | 81.514 | 82.360 | 80.560 | ||
| 678 | 2011.07.29 15:51 | t/p | 339 | 0.10 | 80.542 | 82.360 | 80.560 | 9720.00 | 1609300.00 |
| 679 | 2011.07.29 18:00 | sell | 340 | 0.10 | 80.884 | 81.733 | 79.933 | ||
| 680 | 2011.08.01 03:33 | s/l | 340 | 0.10 | 81.734 | 81.733 | 79.933 | -8500.00 | 1600800.00 |
| 681 | 2011.08.02 16:00 | sell | 341 | 0.10 | 80.561 | 81.409 | 79.609 | ||
| 682 | 2011.08.04 04:11 | s/l | 341 | 0.10 | 81.413 | 81.409 | 79.609 | -8520.00 | 1592280.00 |
| 683 | 2011.08.05 14:00 | sell | 342 | 0.10 | 79.898 | 80.645 | 78.845 | ||
| 684 | 2011.08.05 15:30 | s/l | 342 | 0.10 | 80.660 | 80.645 | 78.845 | -7620.00 | 1584660.00 |
| 685 | 2011.08.05 19:00 | sell | 343 | 0.10 | 79.705 | 80.564 | 78.764 | ||
| 686 | 2011.08.08 12:52 | t/p | 343 | 0.10 | 78.753 | 80.564 | 78.764 | 9520.00 | 1594180.00 |
| 687 | 2011.08.08 15:00 | sell | 344 | 0.10 | 78.861 | 79.714 | 77.914 | ||
| 688 | 2011.08.09 03:32 | t/p | 344 | 0.10 | 77.889 | 79.714 | 77.914 | 9720.00 | 1603900.00 |
| 689 | 2011.08.12 15:00 | sell | 345 | 0.10 | 77.525 | 78.371 | 76.571 | ||
| 690 | 2011.08.15 22:22 | s/l | 345 | 0.10 | 78.367 | 78.371 | 76.571 | -8420.00 | 1595480.00 |
| 691 | 2011.08.16 13:00 | sell | 346 | 0.10 | 77.931 | 78.772 | 76.972 | ||
| 692 | 2011.08.18 17:03 | t/p | 346 | 0.10 | 76.973 | 78.772 | 76.972 | 9580.00 | 1605060.00 |
| 693 | 2011.08.18 18:00 | sell | 347 | 0.10 | 77.180 | 78.030 | 76.230 | ||
| 694 | 2011.08.22 05:04 | s/l | 347 | 0.10 | 78.045 | 78.030 | 76.230 | -8650.00 | 1596410.00 |
| 695 | 2011.08.23 16:00 | sell | 348 | 0.10 | 77.479 | 78.334 | 76.534 | ||
| 696 | 2011.08.24 23:00 | buy | 349 | 0.10 | 78.033 | 76.569 | 79.043 | ||
| 697 | 2011.08.25 14:47 | s/l | 348 | 0.10 | 78.335 | 78.334 | 76.534 | -8560.00 | 1587850.00 |
| 698 | 2011.08.26 17:00 | sell | 350 | 0.10 | 77.336 | 78.194 | 76.394 | ||
| 699 | 2011.08.26 23:54 | s/l | 350 | 0.10 | 78.194 | 78.194 | 76.394 | -8580.00 | 1579270.00 |
| 700 | 2011.09.01 07:00 | close | 349 | 0.10 | 78.674 | 76.569 | 79.043 | 6410.00 | 1585680.00 |
| 701 | 2011.09.01 15:00 | buy | 351 | 0.10 | 78.848 | 76.569 | 79.840 | ||
| 702 | 2011.09.21 04:12 | s/l | 351 | 0.10 | 76.566 | 76.569 | 79.840 | -22820.00 | 1562860.00 |
| 703 | 2011.09.27 19:00 | buy | 352 | 0.10 | 75.171 | 73.214 | 76.173 | ||
| 704 | 2011.09.29 00:00 | sell | 353 | 0.10 | 74.116 | 74.957 | 73.157 | ||
| 705 | 2011.10.03 06:52 | s/l | 352 | 0.10 | 73.207 | 73.214 | 76.173 | -19640.00 | 1543220.00 |
| 706 | 2011.10.03 06:57 | t/p | 353 | 0.10 | 73.159 | 74.957 | 73.157 | 9570.00 | 1552790.00 |
| 707 | 2011.10.03 07:00 | sell | 354 | 0.10 | 73.158 | 74.016 | 72.216 | ||
| 708 | 2011.10.03 19:00 | close | 354 | 0.10 | 73.435 | 74.016 | 72.216 | -2770.00 | 1550020.00 |
| 709 | 2011.10.03 22:00 | sell | 355 | 0.10 | 72.973 | 73.825 | 72.025 | ||
| 710 | 2011.10.04 19:00 | close | 355 | 0.10 | 72.469 | 73.825 | 72.025 | 5040.00 | 1555060.00 |
| 711 | 2011.10.04 22:00 | sell | 356 | 0.10 | 72.253 | 73.093 | 71.293 | ||
| 712 | 2011.10.04 23:13 | s/l | 356 | 0.10 | 73.110 | 73.093 | 71.293 | -8570.00 | 1546490.00 |
| 713 | 2011.10.06 00:00 | buy | 357 | 0.10 | 73.828 | 71.936 | 74.838 | ||
| 714 | 2011.10.06 15:00 | sell | 358 | 0.10 | 73.442 | 74.298 | 72.498 | ||
| 715 | 2011.10.07 15:30 | s/l | 358 | 0.10 | 74.296 | 74.298 | 72.498 | -8540.00 | 1537950.00 |
| 716 | 2011.10.07 15:35 | t/p | 357 | 0.10 | 74.848 | 71.936 | 74.838 | 10200.00 | 1548150.00 |
| 717 | 2011.10.07 17:00 | buy | 359 | 0.10 | 74.527 | 71.916 | 75.526 | ||
| 718 | 2011.10.12 15:02 | t/p | 359 | 0.10 | 75.524 | 71.916 | 75.526 | 9970.00 | 1558120.00 |
| 719 | 2011.10.12 15:02 | buy | 360 | 0.10 | 75.536 | 72.902 | 76.502 | ||
| 720 | 2011.10.17 02:00 | t/p | 360 | 0.10 | 76.495 | 72.902 | 76.502 | 9590.00 | 1567710.00 |
| 721 | 2011.10.18 19:00 | buy | 361 | 0.10 | 75.507 | 72.913 | 76.513 | ||
| 722 | 2011.10.25 17:00 | close | 361 | 0.10 | 74.874 | 72.913 | 76.513 | -6330.00 | 1561380.00 |
| 723 | 2011.10.26 16:00 | buy | 362 | 0.10 | 75.041 | 72.439 | 76.039 | ||
| 724 | 2011.10.27 03:10 | t/p | 362 | 0.10 | 76.031 | 72.439 | 76.039 | 9900.00 | 1571280.00 |
| 725 | 2011.11.01 08:00 | sell | 363 | 0.10 | 78.029 | 80.620 | 77.020 | ||
| 726 | 2011.11.01 15:04 | t/p | 363 | 0.10 | 77.018 | 80.620 | 77.020 | 10110.00 | 1581390.00 |
| 727 | 2011.11.16 19:00 | buy | 364 | 0.10 | 75.477 | 72.876 | 76.476 | ||
| 728 | 2011.11.30 16:42 | t/p | 364 | 0.10 | 76.472 | 72.876 | 76.476 | 9950.00 | 1591340.00 |
| 729 | 2011.12.05 21:00 | sell | 365 | 0.10 | 76.518 | 79.112 | 75.512 | ||
| 730 | 2011.12.13 21:41 | t/p | 365 | 0.10 | 75.515 | 79.112 | 75.512 | 10030.00 | 1601370.00 |
| 731 | 2011.12.23 22:00 | sell | 366 | 0.10 | 76.416 | 79.026 | 75.426 | ||
| 732 | 2011.12.30 23:48 | t/p | 366 | 0.10 | 75.420 | 79.026 | 75.426 | 9960.00 | 1611330.00 |
| 733 | 2012.01.09 20:00 | buy | 367 | 0.10 | 74.932 | 72.331 | 75.931 | ||
| 734 | 2012.01.18 22:56 | t/p | 367 | 0.10 | 75.938 | 72.331 | 75.931 | 10060.00 | 1621390.00 |
| 735 | 2012.01.26 00:00 | buy | 368 | 0.10 | 77.462 | 76.605 | 78.405 | ||
| 736 | 2012.01.27 03:00 | sell | 369 | 0.10 | 77.084 | 79.682 | 76.082 | ||
| 737 | 2012.01.27 15:50 | s/l | 368 | 0.10 | 76.597 | 76.605 | 78.405 | -8650.00 | 1612740.00 |
| 738 | 2012.01.30 16:00 | t/p | 369 | 0.10 | 76.081 | 79.682 | 76.082 | 10030.00 | 1622770.00 |
| 739 | 2012.02.02 11:00 | sell | 370 | 0.10 | 76.212 | 78.821 | 75.221 | ||
| 740 | 2012.02.07 19:00 | buy | 371 | 0.10 | 77.284 | 76.443 | 78.243 | ||
| 741 | 2012.02.09 23:00 | close | 371 | 0.10 | 78.024 | 76.443 | 78.243 | 7400.00 | 1630170.00 |
| 742 | 2012.02.09 23:00 | buy | 372 | 0.10 | 78.035 | 77.184 | 78.984 | ||
| 743 | 2012.02.15 05:43 | s/l | 370 | 0.10 | 78.823 | 78.821 | 75.221 | -26110.00 | 1604060.00 |
| 744 | 2012.02.15 13:39 | t/p | 372 | 0.10 | 78.977 | 77.184 | 78.984 | 9420.00 | 1613480.00 |
| 745 | 2012.02.16 16:00 | buy | 373 | 0.10 | 78.685 | 77.825 | 79.625 | ||
| 746 | 2012.02.17 14:26 | t/p | 373 | 0.10 | 79.626 | 77.825 | 79.625 | 9410.00 | 1622890.00 |
| 747 | 2012.02.21 08:00 | buy | 374 | 0.10 | 80.251 | 79.402 | 81.202 | ||
| 748 | 2012.02.24 23:53 | t/p | 374 | 0.10 | 81.208 | 79.402 | 81.202 | 9570.00 | 1632460.00 |
| 749 | 2012.02.27 00:01 | buy | 375 | 0.10 | 81.394 | 80.491 | 82.291 | ||
| 750 | 2012.02.27 11:19 | s/l | 375 | 0.10 | 80.495 | 80.491 | 82.291 | -8990.00 | 1623470.00 |