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 |
| 751 | 2012.02.28 09:00 | buy | 376 | 0.10 | 80.894 | 80.035 | 81.835 | ||
| 752 | 2012.02.29 17:57 | t/p | 376 | 0.10 | 81.841 | 80.035 | 81.835 | 9470.00 | 1632940.00 |
| 753 | 2012.02.29 19:00 | buy | 377 | 0.10 | 82.200 | 81.358 | 83.158 | ||
| 754 | 2012.03.01 19:00 | close | 377 | 0.10 | 82.399 | 81.358 | 83.158 | 1990.00 | 1634930.00 |
| 755 | 2012.03.01 20:00 | buy | 378 | 0.10 | 82.382 | 81.526 | 83.326 | ||
| 756 | 2012.03.02 11:00 | close | 378 | 0.10 | 82.566 | 81.526 | 83.326 | 1840.00 | 1636770.00 |
| 757 | 2012.03.02 23:00 | buy | 379 | 0.10 | 82.765 | 81.914 | 83.714 | ||
| 758 | 2012.03.05 09:51 | s/l | 379 | 0.10 | 81.920 | 81.914 | 83.714 | -8450.00 | 1628320.00 |
| 759 | 2012.03.06 17:00 | sell | 380 | 0.10 | 80.794 | 83.059 | 79.799 | ||
| 760 | 2012.03.07 20:00 | buy | 381 | 0.10 | 81.080 | 80.222 | 82.022 | ||
| 761 | 2012.03.08 13:21 | t/p | 381 | 0.10 | 82.025 | 80.222 | 82.022 | 9450.00 | 1637770.00 |
| 762 | 2012.03.08 14:00 | buy | 382 | 0.10 | 82.034 | 81.187 | 82.987 | ||
| 763 | 2012.03.09 15:31 | t/p | 382 | 0.10 | 82.995 | 81.187 | 82.987 | 9610.00 | 1647380.00 |
| 764 | 2012.03.09 15:38 | s/l | 380 | 0.10 | 83.052 | 83.059 | 79.799 | -22580.00 | 1624800.00 |
| 765 | 2012.03.09 17:00 | buy | 383 | 0.10 | 83.124 | 82.277 | 84.077 | ||
| 766 | 2012.03.14 03:48 | t/p | 383 | 0.10 | 84.080 | 82.277 | 84.077 | 9560.00 | 1634360.00 |
| 767 | 2012.03.14 04:00 | buy | 384 | 0.10 | 84.076 | 83.218 | 85.018 | ||
| 768 | 2012.03.22 03:00 | sell | 385 | 0.10 | 83.840 | 85.203 | 82.843 | ||
| 769 | 2012.03.22 11:47 | s/l | 384 | 0.10 | 83.215 | 83.218 | 85.018 | -8610.00 | 1625750.00 |
| 770 | 2012.03.22 17:25 | t/p | 385 | 0.10 | 82.846 | 85.203 | 82.843 | 9940.00 | 1635690.00 |
| 771 | 2012.03.22 19:00 | sell | 386 | 0.10 | 82.474 | 85.203 | 81.475 | ||
| 772 | 2012.04.09 01:49 | t/p | 386 | 0.10 | 81.467 | 85.203 | 81.475 | 10070.00 | 1645760.00 |
| 773 | 2012.04.09 11:00 | sell | 387 | 0.10 | 81.571 | 84.174 | 80.574 | ||
| 774 | 2012.04.09 19:00 | close | 387 | 0.10 | 81.592 | 84.174 | 80.574 | -210.00 | 1645550.00 |
| 775 | 2012.04.18 21:00 | sell | 388 | 0.10 | 81.910 | 84.505 | 80.905 | ||
| 776 | 2012.04.30 16:59 | t/p | 388 | 0.10 | 80.903 | 84.505 | 80.905 | 10070.00 | 1655620.00 |
| 777 | 2012.05.07 16:00 | buy | 389 | 0.10 | 80.293 | 77.698 | 81.298 | ||
| 778 | 2012.05.09 13:00 | sell | 390 | 0.10 | 79.434 | 80.282 | 78.482 | ||
| 779 | 2012.05.11 16:57 | s/l | 390 | 0.10 | 80.273 | 80.282 | 78.482 | -8390.00 | 1647230.00 |
| 780 | 2012.05.14 15:00 | sell | 391 | 0.10 | 79.453 | 80.296 | 78.496 | ||
| 781 | 2012.05.17 17:00 | t/p | 391 | 0.10 | 78.499 | 80.296 | 78.496 | 9540.00 | 1656770.00 |
| 782 | 2012.05.17 17:01 | sell | 392 | 0.10 | 78.491 | 79.818 | 78.018 | ||
| 783 | 2012.05.17 18:37 | t/p | 392 | 0.10 | 78.018 | 79.818 | 78.018 | 4730.00 | 1661500.00 |
| 784 | 2012.05.18 07:55 | s/l | 389 | 0.10 | 77.703 | 77.698 | 81.298 | -25900.00 | 1635600.00 |
| 785 | 2012.05.18 20:00 | sell | 393 | 0.10 | 77.547 | 78.390 | 76.590 | ||
| 786 | 2012.05.22 11:19 | s/l | 393 | 0.10 | 78.387 | 78.390 | 76.590 | -8400.00 | 1627200.00 |
| 787 | 2012.05.23 07:00 | sell | 394 | 0.10 | 77.810 | 78.659 | 76.859 | ||
| 788 | 2012.05.30 13:47 | t/p | 394 | 0.10 | 76.859 | 78.659 | 76.859 | 9510.00 | 1636710.00 |
| 789 | 2012.05.30 14:00 | sell | 395 | 0.10 | 76.846 | 77.689 | 75.889 | ||
| 790 | 2012.05.31 17:59 | t/p | 395 | 0.10 | 75.893 | 77.689 | 75.889 | 9530.00 | 1646240.00 |
| 791 | 2012.05.31 19:00 | sell | 396 | 0.10 | 75.624 | 76.484 | 74.684 | ||
| 792 | 2012.06.01 15:30 | t/p | 396 | 0.10 | 74.693 | 76.484 | 74.684 | 9310.00 | 1655550.00 |
| 793 | 2012.06.01 17:00 | sell | 397 | 0.10 | 75.233 | 76.073 | 74.273 | ||
| 794 | 2012.06.05 16:05 | s/l | 397 | 0.10 | 76.090 | 76.073 | 74.273 | -8570.00 | 1646980.00 |
| 795 | 2012.06.06 12:00 | buy | 398 | 0.10 | 76.649 | 74.042 | 77.642 | ||
| 796 | 2012.06.07 15:15 | t/p | 398 | 0.10 | 77.638 | 74.042 | 77.642 | 9890.00 | 1656870.00 |
| 797 | 2012.06.07 17:00 | buy | 399 | 0.10 | 77.966 | 75.368 | 78.968 | ||
| 798 | 2012.07.05 04:06 | t/p | 399 | 0.10 | 78.973 | 75.368 | 78.968 | 10070.00 | 1666940.00 |
| 799 | 2012.07.11 14:00 | buy | 400 | 0.10 | 77.862 | 75.259 | 78.859 | ||
| 800 | 2012.08.06 11:00 | sell | 401 | 0.10 | 78.227 | 80.835 | 77.235 | ||
| 801 | 2012.08.07 17:21 | t/p | 400 | 0.10 | 78.873 | 75.259 | 78.859 | 10110.00 | 1677050.00 |
| 802 | 2012.08.09 05:00 | buy | 402 | 0.10 | 79.002 | 78.154 | 79.954 | ||
| 803 | 2012.08.16 03:21 | t/p | 402 | 0.10 | 79.950 | 78.154 | 79.954 | 9480.00 | 1686530.00 |
| 804 | 2012.08.16 04:00 | buy | 403 | 0.10 | 80.003 | 79.157 | 80.957 | ||
| 805 | 2012.08.16 11:00 | close | 403 | 0.10 | 80.032 | 79.157 | 80.957 | 290.00 | 1686820.00 |
| 806 | 2012.08.16 20:00 | buy | 404 | 0.10 | 80.304 | 79.449 | 81.249 | ||
| 807 | 2012.08.17 15:00 | close | 404 | 0.10 | 80.351 | 79.449 | 81.249 | 470.00 | 1687290.00 |
| 808 | 2012.08.20 05:00 | buy | 405 | 0.10 | 80.537 | 79.681 | 81.481 | ||
| 809 | 2012.08.22 15:32 | s/l | 405 | 0.10 | 79.678 | 79.681 | 81.481 | -8590.00 | 1678700.00 |
| 810 | 2012.09.06 17:00 | buy | 406 | 0.10 | 80.137 | 79.284 | 81.084 | ||
| 811 | 2012.09.11 12:00 | close | 401 | 0.10 | 80.269 | 80.835 | 77.235 | -20420.00 | 1658280.00 |
| 812 | 2012.09.11 18:00 | sell | 407 | 0.10 | 79.984 | 82.582 | 78.982 | ||
| 813 | 2012.09.13 16:34 | s/l | 406 | 0.10 | 79.284 | 79.284 | 81.084 | -8530.00 | 1649750.00 |
| 814 | 2012.09.14 07:00 | buy | 408 | 0.10 | 80.417 | 79.565 | 81.365 | ||
| 815 | 2012.09.19 07:55 | t/p | 408 | 0.10 | 81.365 | 79.565 | 81.365 | 9480.00 | 1659230.00 |
| 816 | 2012.09.26 15:20 | t/p | 407 | 0.10 | 78.979 | 82.582 | 78.982 | 10050.00 | 1669280.00 |
| 817 | 2012.10.08 12:00 | sell | 409 | 0.10 | 79.919 | 82.527 | 78.927 | ||
| 818 | 2012.10.25 12:00 | buy | 410 | 0.10 | 80.896 | 80.053 | 81.853 | ||
| 819 | 2012.10.26 13:42 | s/l | 410 | 0.10 | 80.045 | 80.053 | 81.853 | -8510.00 | 1660770.00 |
| 820 | 2012.11.02 17:00 | buy | 411 | 0.10 | 80.879 | 80.035 | 81.835 | ||
| 821 | 2012.11.07 18:31 | s/l | 411 | 0.10 | 80.043 | 80.035 | 81.835 | -8360.00 | 1652410.00 |
| 822 | 2012.11.09 15:07 | t/p | 409 | 0.10 | 78.927 | 82.527 | 78.927 | 9920.00 | 1662330.00 |
| 823 | 2012.11.13 02:00 | buy | 412 | 0.10 | 79.615 | 77.012 | 80.612 | ||
| 824 | 2012.11.15 07:00 | t/p | 412 | 0.10 | 80.620 | 77.012 | 80.612 | 10050.00 | 1672380.00 |
| 825 | 2012.11.16 21:00 | buy | 413 | 0.10 | 81.241 | 80.400 | 82.200 | ||
| 826 | 2012.11.21 03:19 | t/p | 413 | 0.10 | 82.200 | 80.400 | 82.200 | 9590.00 | 1681970.00 |
| 827 | 2012.11.21 04:00 | buy | 414 | 0.10 | 82.180 | 81.325 | 83.125 | ||
| 828 | 2012.11.22 11:02 | t/p | 414 | 0.10 | 83.120 | 81.325 | 83.125 | 9400.00 | 1691370.00 |
| 829 | 2012.11.23 17:00 | buy | 415 | 0.10 | 82.788 | 81.933 | 83.733 | ||
| 830 | 2012.12.07 15:35 | t/p | 415 | 0.10 | 83.726 | 81.933 | 83.733 | 9380.00 | 1700750.00 |
| 831 | 2012.12.07 17:00 | buy | 416 | 0.10 | 83.574 | 82.717 | 84.517 | ||
| 832 | 2012.12.12 19:58 | t/p | 416 | 0.10 | 84.513 | 82.717 | 84.517 | 9390.00 | 1710140.00 |
| 833 | 2012.12.12 20:00 | buy | 417 | 0.10 | 84.543 | 83.694 | 85.494 | ||
| 834 | 2012.12.12 23:00 | close | 417 | 0.10 | 84.465 | 83.694 | 85.494 | -780.00 | 1709360.00 |
| 835 | 2012.12.12 23:00 | buy | 418 | 0.10 | 84.485 | 83.637 | 85.437 | ||
| 836 | 2012.12.17 00:00 | t/p | 418 | 0.10 | 85.487 | 83.637 | 85.437 | 10020.00 | 1719380.00 |
| 837 | 2012.12.18 00:00 | buy | 419 | 0.10 | 85.305 | 84.450 | 86.250 | ||
| 838 | 2012.12.21 18:00 | sell | 420 | 0.10 | 84.541 | 86.052 | 83.538 | ||
| 839 | 2012.12.26 02:58 | s/l | 420 | 0.10 | 86.053 | 86.052 | 83.538 | -15120.00 | 1704260.00 |
| 840 | 2012.12.27 02:55 | t/p | 419 | 0.10 | 86.244 | 84.450 | 86.250 | 9390.00 | 1713650.00 |
| 841 | 2012.12.27 03:00 | buy | 421 | 0.10 | 86.262 | 85.417 | 87.217 | ||
| 842 | 2012.12.27 19:00 | close | 421 | 0.10 | 86.475 | 85.417 | 87.217 | 2130.00 | 1715780.00 |
| 843 | 2012.12.28 01:00 | buy | 422 | 0.10 | 86.692 | 85.851 | 87.651 | ||
| 844 | 2013.01.02 03:30 | t/p | 422 | 0.10 | 87.660 | 85.851 | 87.651 | 9680.00 | 1725460.00 |
| 845 | 2013.01.03 00:00 | buy | 423 | 0.10 | 88.682 | 87.830 | 89.630 | ||
| 846 | 2013.01.04 19:47 | t/p | 423 | 0.10 | 89.624 | 87.830 | 89.630 | 9420.00 | 1734880.00 |
| 847 | 2013.01.04 21:00 | buy | 424 | 0.10 | 89.406 | 88.558 | 90.358 | ||
| 848 | 2013.01.08 01:50 | s/l | 424 | 0.10 | 88.563 | 88.558 | 90.358 | -8430.00 | 1726450.00 |
| 849 | 2013.01.09 11:00 | buy | 425 | 0.10 | 88.853 | 87.998 | 89.798 | ||
| 850 | 2013.01.10 23:10 | t/p | 425 | 0.10 | 89.803 | 87.998 | 89.798 | 9500.00 | 1735950.00 |
| 851 | 2013.01.11 01:00 | buy | 426 | 0.10 | 90.467 | 89.614 | 91.414 | ||
| 852 | 2013.01.11 19:00 | close | 426 | 0.10 | 90.640 | 89.614 | 91.414 | 1730.00 | 1737680.00 |
| 853 | 2013.01.14 02:00 | buy | 427 | 0.10 | 90.918 | 90.071 | 91.871 | ||
| 854 | 2013.01.15 08:50 | s/l | 427 | 0.10 | 90.074 | 90.071 | 91.871 | -8440.00 | 1729240.00 |
| 855 | 2013.01.16 11:00 | sell | 428 | 0.10 | 89.154 | 91.370 | 88.156 | ||
| 856 | 2013.01.17 03:00 | buy | 429 | 0.10 | 89.978 | 89.123 | 90.923 | ||
| 857 | 2013.01.17 19:09 | t/p | 429 | 0.10 | 90.930 | 89.123 | 90.923 | 9520.00 | 1738760.00 |
| 858 | 2013.01.17 21:58 | s/l | 428 | 0.10 | 91.376 | 91.370 | 88.156 | -22220.00 | 1716540.00 |
| 859 | 2013.01.21 12:00 | sell | 430 | 0.10 | 90.190 | 91.714 | 89.182 | ||
| 860 | 2013.01.22 11:17 | t/p | 430 | 0.10 | 89.181 | 91.714 | 89.182 | 10090.00 | 1726630.00 |
| 861 | 2013.01.22 13:00 | sell | 431 | 0.10 | 89.481 | 91.714 | 88.476 | ||
| 862 | 2013.01.24 01:03 | t/p | 431 | 0.10 | 88.482 | 91.714 | 88.476 | 9990.00 | 1736620.00 |
| 863 | 2013.01.24 01:03 | sell | 432 | 0.10 | 88.444 | 91.136 | 87.536 | ||
| 864 | 2013.01.30 10:35 | s/l | 432 | 0.10 | 91.147 | 91.136 | 87.536 | -27030.00 | 1709590.00 |
| 865 | 2013.01.31 05:00 | sell | 433 | 0.10 | 90.683 | 91.714 | 89.677 | ||
| 866 | 2013.01.31 21:01 | s/l | 433 | 0.10 | 91.707 | 91.714 | 89.677 | -10240.00 | 1699350.00 |
| 867 | 2013.02.01 01:00 | buy | 434 | 0.10 | 92.044 | 91.193 | 92.993 | ||
| 868 | 2013.02.01 21:42 | t/p | 434 | 0.10 | 92.986 | 91.193 | 92.993 | 9420.00 | 1708770.00 |
| 869 | 2013.02.04 00:01 | buy | 435 | 0.10 | 93.093 | 92.246 | 94.046 | ||
| 870 | 2013.02.05 00:46 | s/l | 435 | 0.10 | 92.243 | 92.246 | 94.046 | -8500.00 | 1700270.00 |
| 871 | 2013.02.05 02:00 | sell | 436 | 0.10 | 92.354 | 93.823 | 91.354 | ||
| 872 | 2013.02.05 13:00 | buy | 437 | 0.10 | 93.145 | 92.303 | 94.103 | ||
| 873 | 2013.02.05 22:22 | s/l | 436 | 0.10 | 93.825 | 93.823 | 91.354 | -14710.00 | 1685560.00 |
| 874 | 2013.02.06 00:18 | t/p | 437 | 0.10 | 94.115 | 92.303 | 94.103 | 9700.00 | 1695260.00 |
| 875 | 2013.02.07 11:00 | buy | 438 | 0.10 | 94.083 | 93.229 | 95.029 | ||
| 876 | 2013.02.07 15:00 | close | 438 | 0.10 | 94.089 | 93.229 | 95.029 | 60.00 | 1695320.00 |
| 877 | 2013.02.08 11:00 | sell | 439 | 0.10 | 92.972 | 94.740 | 91.981 | ||
| 878 | 2013.02.12 01:00 | buy | 440 | 0.10 | 93.790 | 92.918 | 94.718 | ||
| 879 | 2013.02.12 15:57 | s/l | 440 | 0.10 | 92.910 | 92.918 | 94.718 | -8800.00 | 1686520.00 |
| 880 | 2013.02.20 18:37 | t/p | 439 | 0.10 | 91.982 | 94.740 | 91.981 | 9900.00 | 1696420.00 |
| 881 | 2013.02.20 20:00 | sell | 441 | 0.10 | 92.066 | 94.740 | 91.056 | ||
| 882 | 2013.02.21 20:15 | t/p | 441 | 0.10 | 91.061 | 94.740 | 91.056 | 10050.00 | 1706470.00 |
| 883 | 2013.02.22 18:00 | sell | 442 | 0.10 | 91.041 | 93.647 | 90.047 | ||
| 884 | 2013.02.25 21:01 | t/p | 442 | 0.10 | 90.018 | 93.647 | 90.047 | 10230.00 | 1716700.00 |
| 885 | 2013.03.12 13:00 | sell | 443 | 0.10 | 93.419 | 94.740 | 92.411 | ||
| 886 | 2013.03.18 00:00 | t/p | 443 | 0.10 | 92.297 | 94.740 | 92.411 | 11220.00 | 1727920.00 |
| 887 | 2013.03.18 00:02 | sell | 444 | 0.10 | 92.194 | 94.740 | 91.241 | ||
| 888 | 2013.04.02 06:38 | t/p | 444 | 0.10 | 91.240 | 94.740 | 91.241 | 9540.00 | 1737460.00 |
| 889 | 2013.04.10 12:00 | buy | 445 | 0.10 | 97.936 | 97.088 | 98.888 | ||
| 890 | 2013.04.12 22:56 | s/l | 445 | 0.10 | 97.084 | 97.088 | 98.888 | -8520.00 | 1728940.00 |
| 891 | 2013.04.17 06:00 | buy | 446 | 0.10 | 96.106 | 95.254 | 97.054 | ||
| 892 | 2013.04.17 14:26 | s/l | 446 | 0.10 | 95.244 | 95.254 | 97.054 | -8620.00 | 1720320.00 |
| 893 | 2013.04.18 14:00 | buy | 447 | 0.10 | 96.077 | 95.221 | 97.021 | ||
| 894 | 2013.04.19 10:46 | t/p | 447 | 0.10 | 97.030 | 95.221 | 97.021 | 9530.00 | 1729850.00 |
| 895 | 2013.04.19 12:00 | buy | 448 | 0.10 | 96.903 | 96.051 | 97.851 | ||
| 896 | 2013.04.23 06:34 | s/l | 448 | 0.10 | 96.047 | 96.051 | 97.851 | -8560.00 | 1721290.00 |
| 897 | 2013.04.23 19:00 | buy | 449 | 0.10 | 96.933 | 96.080 | 97.880 | ||
| 898 | 2013.04.23 20:09 | s/l | 449 | 0.10 | 96.067 | 96.080 | 97.880 | -8660.00 | 1712630.00 |
| 899 | 2013.04.24 12:00 | buy | 450 | 0.10 | 97.026 | 96.181 | 97.981 | ||
| 900 | 2013.04.26 15:44 | s/l | 450 | 0.10 | 96.190 | 96.181 | 97.981 | -8360.00 | 1704270.00 |