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 |
| 901 | 2013.04.29 19:00 | buy | 451 | 0.10 | 96.771 | 95.912 | 97.712 | ||
| 902 | 2013.05.02 15:35 | t/p | 451 | 0.10 | 97.718 | 95.912 | 97.712 | 9470.00 | 1713740.00 |
| 903 | 2013.05.03 17:00 | buy | 452 | 0.10 | 98.094 | 97.360 | 99.160 | ||
| 904 | 2013.05.06 02:00 | close | 452 | 0.10 | 98.325 | 97.360 | 99.160 | 2310.00 | 1716050.00 |
| 905 | 2013.05.06 11:00 | buy | 453 | 0.10 | 98.593 | 97.744 | 99.544 | ||
| 906 | 2013.05.07 10:00 | sell | 454 | 0.10 | 98.168 | 99.113 | 97.176 | ||
| 907 | 2013.05.09 19:58 | s/l | 454 | 0.10 | 99.114 | 99.113 | 97.176 | -9460.00 | 1706590.00 |
| 908 | 2013.05.09 20:26 | t/p | 453 | 0.10 | 99.542 | 97.744 | 99.544 | 9490.00 | 1716080.00 |
| 909 | 2013.05.09 22:00 | buy | 455 | 0.10 | 99.726 | 98.886 | 100.686 | ||
| 910 | 2013.05.10 07:00 | close | 455 | 0.10 | 100.202 | 98.886 | 100.686 | 4760.00 | 1720840.00 |
| 911 | 2013.05.13 02:00 | buy | 456 | 0.10 | 100.769 | 99.917 | 101.717 | ||
| 912 | 2013.05.17 12:43 | s/l | 456 | 0.10 | 99.909 | 99.917 | 101.717 | -8600.00 | 1712240.00 |
| 913 | 2013.05.20 16:00 | sell | 457 | 0.10 | 99.511 | 101.282 | 98.506 | ||
| 914 | 2013.05.23 08:34 | t/p | 457 | 0.10 | 98.505 | 101.282 | 98.506 | 10060.00 | 1722300.00 |
| 915 | 2013.05.24 14:00 | sell | 458 | 0.10 | 98.080 | 100.679 | 97.079 | ||
| 916 | 2013.05.29 17:59 | t/p | 458 | 0.10 | 97.069 | 100.679 | 97.079 | 10110.00 | 1732410.00 |
| 917 | 2013.05.29 19:00 | sell | 459 | 0.10 | 97.306 | 99.913 | 96.313 | ||
| 918 | 2013.06.03 17:02 | t/p | 459 | 0.10 | 96.316 | 99.913 | 96.313 | 9900.00 | 1742310.00 |
| 919 | 2013.06.18 12:00 | buy | 460 | 0.10 | 93.383 | 90.776 | 94.376 | ||
| 920 | 2013.06.19 21:40 | t/p | 460 | 0.10 | 94.380 | 90.776 | 94.376 | 9970.00 | 1752280.00 |
| 921 | 2013.06.19 22:00 | buy | 461 | 0.10 | 93.742 | 91.147 | 94.747 | ||
| 922 | 2013.06.20 10:19 | t/p | 461 | 0.10 | 94.756 | 91.147 | 94.747 | 10140.00 | 1762420.00 |
| 923 | 2013.06.20 12:00 | buy | 462 | 0.10 | 94.787 | 92.194 | 95.794 | ||
| 924 | 2013.06.24 17:00 | s/l | 462 | 0.10 | 92.199 | 92.194 | 95.794 | -25880.00 | 1736540.00 |
| 925 | 2013.06.26 01:00 | buy | 463 | 0.10 | 93.171 | 90.578 | 94.178 | ||
| 926 | 2013.06.27 11:43 | t/p | 463 | 0.10 | 94.175 | 90.578 | 94.178 | 10040.00 | 1746580.00 |
| 927 | 2013.06.27 12:00 | buy | 464 | 0.10 | 94.045 | 91.444 | 95.044 | ||
| 928 | 2013.07.01 17:19 | t/p | 464 | 0.10 | 95.043 | 91.444 | 95.044 | 9980.00 | 1756560.00 |
| 929 | 2013.07.01 19:00 | buy | 465 | 0.10 | 94.892 | 92.284 | 95.884 | ||
| 930 | 2013.07.08 01:05 | t/p | 465 | 0.10 | 95.883 | 92.284 | 95.884 | 9910.00 | 1766470.00 |
| 931 | 2013.07.11 11:00 | buy | 466 | 0.10 | 95.618 | 93.026 | 96.626 | ||
| 932 | 2013.07.18 17:42 | t/p | 466 | 0.10 | 96.623 | 93.026 | 96.626 | 10050.00 | 1776520.00 |
| 933 | 2013.07.31 17:00 | buy | 467 | 0.10 | 95.373 | 92.771 | 96.371 | ||
| 934 | 2013.08.07 16:09 | s/l | 467 | 0.10 | 92.765 | 92.771 | 96.371 | -26080.00 | 1750440.00 |
| 935 | 2013.08.08 21:00 | buy | 468 | 0.10 | 93.422 | 90.814 | 94.414 | ||
| 936 | 2013.08.13 03:20 | t/p | 468 | 0.10 | 94.413 | 90.814 | 94.414 | 9910.00 | 1760350.00 |
| 937 | 2013.08.13 04:00 | buy | 469 | 0.10 | 94.432 | 91.835 | 95.435 | ||
| 938 | 2013.08.27 16:00 | sell | 470 | 0.10 | 92.597 | 93.453 | 91.653 | ||
| 939 | 2013.08.29 09:51 | s/l | 470 | 0.10 | 93.463 | 93.453 | 91.653 | -8660.00 | 1751690.00 |
| 940 | 2013.09.06 09:00 | sell | 471 | 0.10 | 95.130 | 97.735 | 94.135 | ||
| 941 | 2013.09.06 14:28 | t/p | 469 | 0.10 | 95.440 | 91.835 | 95.435 | 10080.00 | 1761770.00 |
| 942 | 2013.09.19 13:00 | buy | 472 | 0.10 | 97.076 | 96.226 | 98.026 | ||
| 943 | 2013.09.23 00:00 | s/l | 472 | 0.10 | 96.207 | 96.226 | 98.026 | -8690.00 | 1753080.00 |
| 944 | 2013.10.02 10:04 | t/p | 471 | 0.10 | 94.127 | 97.735 | 94.135 | 10030.00 | 1763110.00 |
| 945 | 2013.10.03 05:00 | buy | 473 | 0.10 | 94.528 | 91.920 | 95.520 | ||
| 946 | 2013.10.16 17:59 | t/p | 473 | 0.10 | 95.527 | 91.920 | 95.520 | 9990.00 | 1773100.00 |
| 947 | 2013.10.23 04:00 | sell | 474 | 0.10 | 95.265 | 97.873 | 94.273 | ||
| 948 | 2013.10.23 10:52 | t/p | 474 | 0.10 | 94.281 | 97.873 | 94.273 | 9840.00 | 1782940.00 |
| 949 | 2013.10.28 01:00 | buy | 475 | 0.10 | 93.452 | 90.966 | 94.443 | ||
| 950 | 2013.11.01 17:00 | t/p | 475 | 0.10 | 94.447 | 90.966 | 94.443 | 9950.00 | 1792890.00 |
| 951 | 2013.11.18 23:00 | sell | 476 | 0.10 | 95.771 | 98.363 | 94.763 | ||
| 952 | 2013.12.02 19:00 | buy | 477 | 0.10 | 96.919 | 96.075 | 97.875 | ||
| 953 | 2013.12.03 15:48 | s/l | 477 | 0.10 | 96.071 | 96.075 | 97.875 | -8480.00 | 1784410.00 |
| 954 | 2013.12.09 01:00 | buy | 478 | 0.10 | 96.916 | 96.072 | 97.872 | ||
| 955 | 2013.12.10 11:00 | close | 478 | 0.10 | 96.968 | 96.072 | 97.872 | 520.00 | 1784930.00 |
| 956 | 2013.12.12 10:00 | buy | 479 | 0.10 | 97.168 | 96.316 | 98.116 | ||
| 957 | 2013.12.23 16:06 | t/p | 479 | 0.10 | 98.129 | 96.316 | 98.116 | 9610.00 | 1794540.00 |
| 958 | 2013.12.23 18:00 | buy | 480 | 0.10 | 98.148 | 97.303 | 99.103 | ||
| 959 | 2013.12.24 15:30 | s/l | 476 | 0.10 | 98.378 | 98.363 | 94.763 | -26070.00 | 1768470.00 |
| 960 | 2013.12.31 22:59 | t/p | 480 | 0.10 | 99.119 | 97.303 | 99.103 | 9710.00 | 1778180.00 |
| 961 | 2013.12.31 23:00 | buy | 481 | 0.10 | 99.118 | 98.272 | 100.072 | ||
| 962 | 2014.01.02 20:40 | s/l | 481 | 0.10 | 98.268 | 98.272 | 100.072 | -8500.00 | 1769680.00 |
| 963 | 2014.01.02 22:00 | sell | 482 | 0.10 | 98.185 | 99.922 | 97.188 | ||
| 964 | 2014.01.03 20:00 | buy | 483 | 0.10 | 98.485 | 97.641 | 99.441 | ||
| 965 | 2014.01.06 19:36 | s/l | 483 | 0.10 | 97.631 | 97.641 | 99.441 | -8540.00 | 1761140.00 |
| 966 | 2014.01.07 19:15 | t/p | 482 | 0.10 | 97.191 | 99.922 | 97.188 | 9940.00 | 1771080.00 |
| 967 | 2014.01.07 20:00 | sell | 484 | 0.10 | 97.179 | 99.429 | 96.186 | ||
| 968 | 2014.01.10 15:30 | t/p | 484 | 0.10 | 96.178 | 99.429 | 96.186 | 10010.00 | 1781090.00 |
| 969 | 2014.01.14 05:00 | buy | 485 | 0.10 | 95.053 | 92.457 | 96.057 | ||
| 970 | 2014.01.22 18:00 | close | 485 | 0.10 | 94.322 | 92.457 | 96.057 | -7310.00 | 1773780.00 |
| 971 | 2014.01.23 05:00 | sell | 486 | 0.10 | 93.857 | 94.713 | 92.913 | ||
| 972 | 2014.01.23 19:22 | t/p | 486 | 0.10 | 92.914 | 94.713 | 92.913 | 9430.00 | 1783210.00 |
| 973 | 2014.01.23 22:00 | sell | 487 | 0.10 | 92.831 | 93.672 | 91.872 | ||
| 974 | 2014.01.23 23:00 | close | 487 | 0.10 | 92.976 | 93.672 | 91.872 | -1450.00 | 1781760.00 |
| 975 | 2014.01.24 15:00 | sell | 488 | 0.10 | 92.484 | 93.328 | 91.528 | ||
| 976 | 2014.01.29 20:01 | t/p | 488 | 0.10 | 91.522 | 93.328 | 91.528 | 9620.00 | 1791380.00 |
| 977 | 2014.01.29 20:01 | sell | 489 | 0.10 | 91.526 | 92.425 | 90.625 | ||
| 978 | 2014.02.04 02:00 | close | 489 | 0.10 | 91.087 | 92.425 | 90.625 | 4390.00 | 1795770.00 |
| 979 | 2014.02.05 15:00 | sell | 490 | 0.10 | 91.353 | 92.198 | 90.398 | ||
| 980 | 2014.02.06 21:10 | s/l | 490 | 0.10 | 92.191 | 92.198 | 90.398 | -8380.00 | 1787390.00 |
| 981 | 2014.02.07 00:00 | buy | 491 | 0.10 | 92.247 | 90.571 | 93.242 | ||
| 982 | 2014.02.07 16:31 | t/p | 491 | 0.10 | 93.240 | 90.571 | 93.242 | 9930.00 | 1797320.00 |
| 983 | 2014.02.07 18:00 | buy | 492 | 0.10 | 92.849 | 90.558 | 93.856 | ||
| 984 | 2014.03.06 17:00 | t/p | 492 | 0.10 | 93.872 | 90.558 | 93.856 | 10230.00 | 1807550.00 |
| 985 | 2014.03.11 17:00 | buy | 493 | 0.10 | 93.047 | 90.561 | 94.046 | ||
| 986 | 2014.04.02 03:58 | t/p | 493 | 0.10 | 94.037 | 90.561 | 94.046 | 9900.00 | 1817450.00 |
| 987 | 2014.04.03 20:00 | sell | 494 | 0.10 | 94.095 | 96.696 | 93.096 | ||
| 988 | 2014.04.08 21:17 | t/p | 494 | 0.10 | 93.099 | 96.696 | 93.096 | 9960.00 | 1827410.00 |
| 989 | 2014.04.10 13:00 | sell | 495 | 0.10 | 93.194 | 95.792 | 92.192 | ||
| 990 | 2014.05.16 14:00 | close | 495 | 0.10 | 93.201 | 95.792 | 92.192 | -70.00 | 1827340.00 |
| 991 | 2014.05.16 14:00 | sell | 496 | 0.10 | 93.191 | 95.783 | 92.183 | ||
| 992 | 2014.06.23 15:00 | close | 496 | 0.10 | 94.835 | 95.783 | 92.183 | -16440.00 | 1810900.00 |
| 993 | 2014.06.25 18:00 | buy | 497 | 0.10 | 94.913 | 94.063 | 95.863 | ||
| 994 | 2014.07.03 17:38 | t/p | 497 | 0.10 | 95.862 | 94.063 | 95.863 | 9490.00 | 1820390.00 |
| 995 | 2014.07.03 18:00 | buy | 498 | 0.10 | 95.975 | 95.135 | 96.935 | ||
| 996 | 2014.07.08 16:09 | s/l | 498 | 0.10 | 95.129 | 95.135 | 96.935 | -8460.00 | 1811930.00 |
| 997 | 2014.07.08 17:00 | sell | 499 | 0.10 | 95.084 | 97.692 | 94.092 | ||
| 998 | 2014.07.09 15:00 | buy | 500 | 0.10 | 95.355 | 94.495 | 96.295 | ||
| 999 | 2014.07.11 18:10 | s/l | 500 | 0.10 | 94.502 | 94.495 | 96.295 | -8530.00 | 1803400.00 |
| 1000 | 2014.07.17 22:43 | t/p | 499 | 0.10 | 94.085 | 97.692 | 94.092 | 9990.00 | 1813390.00 |
| 1001 | 2014.07.25 09:00 | sell | 501 | 0.10 | 94.693 | 97.283 | 93.683 | ||
| 1002 | 2014.08.05 18:34 | t/p | 501 | 0.10 | 93.683 | 97.283 | 93.683 | 10100.00 | 1823490.00 |
| 1003 | 2014.08.07 09:00 | buy | 502 | 0.10 | 93.742 | 91.135 | 94.735 | ||
| 1004 | 2014.08.21 15:57 | t/p | 502 | 0.10 | 94.730 | 91.135 | 94.735 | 9880.00 | 1833370.00 |
| 1005 | 2014.08.22 13:00 | sell | 503 | 0.10 | 94.653 | 96.462 | 93.655 | ||
| 1006 | 2014.08.29 10:00 | buy | 504 | 0.10 | 95.634 | 94.793 | 96.593 | ||
| 1007 | 2014.09.03 18:32 | s/l | 503 | 0.10 | 96.461 | 96.462 | 93.655 | -18080.00 | 1815290.00 |
| 1008 | 2014.09.04 14:49 | t/p | 504 | 0.10 | 96.590 | 94.793 | 96.593 | 9560.00 | 1824850.00 |
| 1009 | 2014.09.04 15:00 | buy | 505 | 0.10 | 96.612 | 95.758 | 97.558 | ||
| 1010 | 2014.09.10 15:00 | close | 505 | 0.10 | 97.012 | 95.758 | 97.558 | 4000.00 | 1828850.00 |
| 1011 | 2014.09.10 16:00 | buy | 506 | 0.10 | 97.117 | 96.275 | 98.075 | ||
| 1012 | 2014.09.17 17:54 | t/p | 506 | 0.10 | 98.079 | 96.275 | 98.075 | 9620.00 | 1838470.00 |
| 1013 | 2014.09.17 19:00 | buy | 507 | 0.10 | 98.232 | 97.384 | 99.184 | ||
| 1014 | 2014.09.18 11:00 | close | 507 | 0.10 | 98.736 | 97.384 | 99.184 | 5040.00 | 1843510.00 |
| 1015 | 2014.09.18 14:00 | buy | 508 | 0.10 | 98.986 | 98.130 | 99.930 | ||
| 1016 | 2014.09.24 02:44 | s/l | 508 | 0.10 | 98.127 | 98.130 | 99.930 | -8590.00 | 1834920.00 |
| 1017 | 2014.09.24 20:00 | buy | 509 | 0.10 | 98.292 | 97.447 | 99.247 | ||
| 1018 | 2014.09.25 18:00 | sell | 510 | 0.10 | 98.020 | 100.051 | 97.030 | ||
| 1019 | 2014.10.02 15:51 | s/l | 509 | 0.10 | 97.446 | 97.447 | 99.247 | -8460.00 | 1826460.00 |
| 1020 | 2014.10.02 18:35 | t/p | 510 | 0.10 | 97.021 | 100.051 | 97.030 | 9990.00 | 1836450.00 |
| 1021 | 2014.10.02 21:00 | sell | 511 | 0.10 | 97.046 | 99.656 | 96.056 | ||
| 1022 | 2014.10.08 19:00 | close | 511 | 0.10 | 96.959 | 99.656 | 96.056 | 870.00 | 1837320.00 |
| 1023 | 2014.10.09 14:00 | sell | 512 | 0.10 | 96.983 | 99.583 | 95.983 | ||
| 1024 | 2014.10.13 00:09 | t/p | 512 | 0.10 | 95.983 | 99.583 | 95.983 | 10000.00 | 1847320.00 |
| 1025 | 2014.10.17 12:00 | buy | 513 | 0.10 | 94.804 | 92.195 | 95.795 | ||
| 1026 | 2014.10.22 17:23 | t/p | 513 | 0.10 | 95.788 | 92.195 | 95.795 | 9840.00 | 1857160.00 |
| 1027 | 2014.11.05 06:00 | buy | 514 | 0.10 | 99.810 | 98.957 | 100.757 | ||
| 1028 | 2014.11.05 19:00 | t/p | 514 | 0.10 | 100.763 | 98.957 | 100.757 | 9530.00 | 1866690.00 |
| 1029 | 2014.11.05 19:00 | buy | 515 | 0.10 | 100.760 | 99.908 | 101.708 | ||
| 1030 | 2014.11.11 09:58 | t/p | 515 | 0.10 | 101.700 | 99.908 | 101.708 | 9400.00 | 1876090.00 |
| 1031 | 2014.11.11 11:00 | buy | 516 | 0.10 | 101.630 | 100.780 | 102.580 | ||
| 1032 | 2014.11.14 15:00 | close | 516 | 0.10 | 102.274 | 100.780 | 102.580 | 6440.00 | 1882530.00 |
| 1033 | 2014.11.14 17:00 | buy | 517 | 0.10 | 102.783 | 101.931 | 103.731 | ||
| 1034 | 2014.11.17 03:00 | close | 517 | 0.10 | 103.107 | 101.931 | 103.731 | 3240.00 | 1885770.00 |
| 1035 | 2014.11.17 23:00 | buy | 518 | 0.10 | 103.091 | 102.247 | 104.047 | ||
| 1036 | 2014.11.19 23:36 | t/p | 518 | 0.10 | 104.048 | 102.247 | 104.047 | 9570.00 | 1895340.00 |
| 1037 | 2014.11.20 00:00 | buy | 519 | 0.10 | 104.050 | 103.193 | 104.993 | ||
| 1038 | 2014.11.21 15:30 | t/p | 519 | 0.10 | 104.998 | 103.193 | 104.993 | 9480.00 | 1904820.00 |
| 1039 | 2014.11.21 17:00 | buy | 520 | 0.10 | 104.903 | 104.053 | 105.853 | ||
| 1040 | 2014.11.27 17:11 | s/l | 520 | 0.10 | 104.047 | 104.053 | 105.853 | -8560.00 | 1896260.00 |
| 1041 | 2014.11.28 15:00 | sell | 521 | 0.10 | 103.702 | 105.553 | 102.708 | ||
| 1042 | 2014.12.01 19:00 | buy | 522 | 0.10 | 104.146 | 103.301 | 105.101 | ||
| 1043 | 2014.12.03 16:59 | t/p | 522 | 0.10 | 105.101 | 103.301 | 105.101 | 9550.00 | 1905810.00 |
| 1044 | 2014.12.03 17:00 | buy | 523 | 0.10 | 105.069 | 104.202 | 106.002 | ||
| 1045 | 2014.12.04 03:07 | s/l | 521 | 0.10 | 105.560 | 105.553 | 102.708 | -18580.00 | 1887230.00 |
| 1046 | 2014.12.05 15:31 | t/p | 523 | 0.10 | 106.013 | 104.202 | 106.002 | 9440.00 | 1896670.00 |
| 1047 | 2014.12.05 17:00 | buy | 524 | 0.10 | 106.144 | 105.293 | 107.093 | ||
| 1048 | 2014.12.08 03:00 | close | 524 | 0.10 | 106.157 | 105.293 | 107.093 | 130.00 | 1896800.00 |
| 1049 | 2014.12.08 19:00 | sell | 525 | 0.10 | 105.377 | 106.740 | 104.367 | ||
| 1050 | 2014.12.09 09:56 | t/p | 525 | 0.10 | 104.369 | 106.740 | 104.367 | 10080.00 | 1906880.00 |