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 |
| 1051 | 2014.12.09 10:00 | sell | 526 | 0.10 | 104.277 | 106.740 | 103.277 | ||
| 1052 | 2014.12.10 17:31 | t/p | 526 | 0.10 | 103.276 | 106.740 | 103.277 | 10010.00 | 1916890.00 |
| 1053 | 2014.12.10 18:00 | sell | 527 | 0.10 | 103.547 | 106.157 | 102.557 | ||
| 1054 | 2014.12.10 22:06 | t/p | 527 | 0.10 | 102.562 | 106.157 | 102.557 | 9850.00 | 1926740.00 |
| 1055 | 2014.12.12 05:00 | sell | 528 | 0.10 | 102.935 | 105.528 | 101.928 | ||
| 1056 | 2014.12.15 01:26 | t/p | 528 | 0.10 | 101.933 | 105.528 | 101.928 | 10020.00 | 1936760.00 |
| 1057 | 2014.12.15 02:00 | sell | 529 | 0.10 | 102.158 | 104.767 | 101.167 | ||
| 1058 | 2014.12.15 18:55 | t/p | 529 | 0.10 | 101.173 | 104.767 | 101.167 | 9850.00 | 1946610.00 |
| 1059 | 2014.12.15 20:00 | sell | 530 | 0.10 | 101.446 | 104.048 | 100.448 | ||
| 1060 | 2014.12.16 10:28 | t/p | 530 | 0.10 | 100.440 | 104.048 | 100.448 | 10060.00 | 1956670.00 |
| 1061 | 2014.12.25 02:00 | sell | 531 | 0.10 | 103.520 | 106.113 | 102.513 | ||
| 1062 | 2014.12.30 10:06 | t/p | 531 | 0.10 | 102.510 | 106.113 | 102.513 | 10100.00 | 1966770.00 |
| 1063 | 2014.12.30 11:00 | sell | 532 | 0.10 | 102.740 | 105.344 | 101.744 | ||
| 1064 | 2015.01.05 00:24 | t/p | 532 | 0.10 | 101.742 | 105.344 | 101.744 | 9980.00 | 1976750.00 |
| 1065 | 2015.01.12 13:00 | buy | 533 | 0.10 | 100.338 | 97.748 | 101.348 | ||
| 1066 | 2015.01.14 07:26 | s/l | 533 | 0.10 | 97.743 | 97.748 | 101.348 | -25950.00 | 1950800.00 |
| 1067 | 2015.01.14 23:00 | buy | 534 | 0.10 | 98.186 | 95.580 | 99.180 | ||
| 1068 | 2015.01.15 23:00 | sell | 535 | 0.10 | 97.199 | 98.040 | 96.240 | ||
| 1069 | 2015.01.16 17:31 | s/l | 535 | 0.10 | 98.036 | 98.040 | 96.240 | -8370.00 | 1942430.00 |
| 1070 | 2015.01.21 07:00 | sell | 536 | 0.10 | 97.489 | 98.340 | 96.540 | ||
| 1071 | 2015.01.21 17:00 | t/p | 536 | 0.10 | 96.432 | 98.340 | 96.540 | 10570.00 | 1953000.00 |
| 1072 | 2015.01.21 17:09 | s/l | 534 | 0.10 | 95.583 | 95.580 | 99.180 | -26030.00 | 1926970.00 |
| 1073 | 2015.01.22 15:00 | sell | 537 | 0.10 | 95.268 | 96.115 | 94.315 | ||
| 1074 | 2015.01.26 01:40 | t/p | 537 | 0.10 | 94.314 | 96.115 | 94.315 | 9540.00 | 1936510.00 |
| 1075 | 2015.01.26 03:00 | sell | 538 | 0.10 | 94.439 | 95.288 | 93.488 | ||
| 1076 | 2015.01.26 17:47 | s/l | 538 | 0.10 | 95.287 | 95.288 | 93.488 | -8480.00 | 1928030.00 |
| 1077 | 2015.01.27 05:00 | sell | 539 | 0.10 | 94.686 | 95.537 | 93.737 | ||
| 1078 | 2015.01.28 22:41 | t/p | 539 | 0.10 | 93.743 | 95.537 | 93.737 | 9430.00 | 1937460.00 |
| 1079 | 2015.01.29 00:00 | sell | 540 | 0.10 | 93.745 | 94.582 | 92.782 | ||
| 1080 | 2015.01.30 15:30 | t/p | 540 | 0.10 | 92.733 | 94.582 | 92.782 | 10120.00 | 1947580.00 |
| 1081 | 2015.02.04 13:00 | sell | 541 | 0.10 | 94.188 | 95.042 | 93.242 | ||
| 1082 | 2015.02.04 21:18 | t/p | 541 | 0.10 | 93.250 | 95.042 | 93.242 | 9380.00 | 1956960.00 |
| 1083 | 2015.02.05 23:00 | buy | 542 | 0.10 | 94.618 | 92.010 | 95.610 | ||
| 1084 | 2015.02.06 13:00 | sell | 543 | 0.10 | 94.134 | 94.976 | 93.176 | ||
| 1085 | 2015.02.06 15:30 | s/l | 543 | 0.10 | 95.000 | 94.976 | 93.176 | -8660.00 | 1948300.00 |
| 1086 | 2015.02.10 14:15 | t/p | 542 | 0.10 | 95.615 | 92.010 | 95.610 | 9970.00 | 1958270.00 |
| 1087 | 2015.02.10 15:00 | buy | 544 | 0.10 | 95.410 | 92.802 | 96.402 | ||
| 1088 | 2015.02.17 21:46 | t/p | 544 | 0.10 | 96.408 | 92.802 | 96.402 | 9980.00 | 1968250.00 |
| 1089 | 2015.02.17 22:00 | buy | 545 | 0.10 | 96.336 | 93.738 | 97.338 | ||
| 1090 | 2015.03.05 15:00 | close | 545 | 0.10 | 96.612 | 93.738 | 97.338 | 2760.00 | 1971010.00 |
| 1091 | 2015.03.06 13:00 | buy | 546 | 0.10 | 96.322 | 93.717 | 97.317 | ||
| 1092 | 2015.04.08 08:00 | sell | 547 | 0.10 | 95.937 | 98.540 | 94.940 | ||
| 1093 | 2015.04.13 14:00 | close | 546 | 0.10 | 95.441 | 93.717 | 97.317 | -8810.00 | 1962200.00 |
| 1094 | 2015.04.13 15:42 | t/p | 547 | 0.10 | 94.940 | 98.540 | 94.940 | 9970.00 | 1972170.00 |
| 1095 | 2015.04.15 21:00 | buy | 548 | 0.10 | 96.513 | 95.673 | 97.473 | ||
| 1096 | 2015.04.16 17:40 | t/p | 548 | 0.10 | 97.475 | 95.673 | 97.473 | 9620.00 | 1981790.00 |
| 1097 | 2015.04.20 19:00 | buy | 549 | 0.10 | 97.750 | 96.892 | 98.692 | ||
| 1098 | 2015.04.28 15:03 | t/p | 549 | 0.10 | 98.697 | 96.892 | 98.692 | 9470.00 | 1991260.00 |
| 1099 | 2015.04.28 15:03 | buy | 550 | 0.10 | 98.701 | 97.798 | 99.598 | ||
| 1100 | 2015.05.05 13:49 | t/p | 550 | 0.10 | 99.601 | 97.798 | 99.598 | 9000.00 | 2000260.00 |
| 1101 | 2015.05.05 14:00 | buy | 551 | 0.10 | 99.553 | 98.709 | 100.509 | ||
| 1102 | 2015.05.05 19:00 | close | 551 | 0.10 | 99.569 | 98.709 | 100.509 | 160.00 | 2000420.00 |
| 1103 | 2015.05.06 15:00 | buy | 552 | 0.10 | 99.708 | 98.859 | 100.659 | ||
| 1104 | 2015.05.07 11:20 | s/l | 552 | 0.10 | 98.851 | 98.859 | 100.659 | -8570.00 | 1991850.00 |
| 1105 | 2015.05.07 18:00 | sell | 553 | 0.10 | 98.326 | 100.936 | 97.336 | ||
| 1106 | 2015.05.08 05:00 | buy | 554 | 0.10 | 99.091 | 98.239 | 100.039 | ||
| 1107 | 2015.05.12 22:00 | close | 554 | 0.10 | 99.916 | 98.239 | 100.039 | 8250.00 | 2000100.00 |
| 1108 | 2015.05.13 12:00 | buy | 555 | 0.10 | 99.971 | 99.126 | 100.926 | ||
| 1109 | 2015.05.15 20:17 | s/l | 555 | 0.10 | 99.115 | 99.126 | 100.926 | -8560.00 | 1991540.00 |
| 1110 | 2015.06.05 21:19 | s/l | 553 | 0.10 | 100.946 | 100.936 | 97.336 | -26200.00 | 1965340.00 |
| 1111 | 2015.06.08 19:00 | sell | 556 | 0.10 | 100.585 | 103.183 | 99.583 | ||
| 1112 | 2015.06.09 18:00 | buy | 557 | 0.10 | 100.869 | 100.023 | 101.823 | ||
| 1113 | 2015.06.10 07:27 | s/l | 557 | 0.10 | 100.020 | 100.023 | 101.823 | -8490.00 | 1956850.00 |
| 1114 | 2015.06.10 08:53 | t/p | 556 | 0.10 | 99.576 | 103.183 | 99.583 | 10090.00 | 1966940.00 |
| 1115 | 2015.06.10 09:00 | sell | 558 | 0.10 | 99.742 | 102.348 | 98.748 | ||
| 1116 | 2015.06.29 19:43 | t/p | 558 | 0.10 | 98.757 | 102.348 | 98.748 | 9850.00 | 1976790.00 |
| 1117 | 2015.07.01 12:00 | buy | 559 | 0.10 | 98.275 | 95.683 | 99.283 | ||
| 1118 | 2015.07.07 11:00 | sell | 560 | 0.10 | 96.678 | 97.525 | 95.725 | ||
| 1119 | 2015.07.07 17:15 | t/p | 560 | 0.10 | 95.727 | 97.525 | 95.725 | 9510.00 | 1986300.00 |
| 1120 | 2015.07.07 17:18 | s/l | 559 | 0.10 | 95.684 | 95.683 | 99.283 | -25910.00 | 1960390.00 |
| 1121 | 2015.07.13 12:00 | buy | 561 | 0.10 | 96.943 | 94.353 | 97.953 | ||
| 1122 | 2015.07.14 10:00 | sell | 562 | 0.10 | 96.589 | 97.431 | 95.631 | ||
| 1123 | 2015.07.15 19:52 | t/p | 562 | 0.10 | 95.628 | 97.431 | 95.631 | 9610.00 | 1970000.00 |
| 1124 | 2015.07.15 20:00 | sell | 563 | 0.10 | 95.686 | 96.546 | 94.746 | ||
| 1125 | 2015.07.24 15:11 | t/p | 563 | 0.10 | 94.734 | 96.546 | 94.746 | 9520.00 | 1979520.00 |
| 1126 | 2015.07.24 16:00 | sell | 564 | 0.10 | 94.757 | 95.612 | 93.812 | ||
| 1127 | 2015.07.28 19:18 | s/l | 564 | 0.10 | 95.611 | 95.612 | 93.812 | -8540.00 | 1970980.00 |
| 1128 | 2015.07.31 21:00 | sell | 565 | 0.10 | 94.866 | 95.710 | 93.910 | ||
| 1129 | 2015.08.03 11:11 | s/l | 561 | 0.10 | 94.343 | 94.353 | 97.953 | -26000.00 | 1944980.00 |
| 1130 | 2015.08.05 17:00 | buy | 566 | 0.10 | 94.868 | 92.256 | 95.856 | ||
| 1131 | 2015.08.10 19:54 | s/l | 565 | 0.10 | 95.720 | 95.710 | 93.910 | -8540.00 | 1936440.00 |
| 1132 | 2015.08.10 21:18 | t/p | 566 | 0.10 | 95.868 | 92.256 | 95.856 | 10000.00 | 1946440.00 |
| 1133 | 2015.08.10 22:00 | buy | 567 | 0.10 | 95.866 | 93.266 | 96.866 | ||
| 1134 | 2015.08.21 17:49 | s/l | 567 | 0.10 | 93.265 | 93.266 | 96.866 | -26010.00 | 1920430.00 |
| 1135 | 2015.08.28 00:00 | buy | 568 | 0.10 | 91.719 | 89.123 | 92.723 | ||
| 1136 | 2015.08.28 17:00 | sell | 569 | 0.10 | 90.938 | 91.791 | 89.991 | ||
| 1137 | 2015.08.28 19:33 | s/l | 569 | 0.10 | 91.793 | 91.791 | 89.991 | -8550.00 | 1911880.00 |
| 1138 | 2015.08.31 18:00 | sell | 570 | 0.10 | 91.042 | 91.890 | 90.090 | ||
| 1139 | 2015.08.31 20:10 | s/l | 570 | 0.10 | 91.898 | 91.890 | 90.090 | -8560.00 | 1903320.00 |
| 1140 | 2015.09.01 13:00 | sell | 571 | 0.10 | 91.003 | 91.848 | 90.048 | ||
| 1141 | 2015.09.01 23:59 | t/p | 571 | 0.10 | 90.042 | 91.848 | 90.048 | 9610.00 | 1912930.00 |
| 1142 | 2015.09.04 07:00 | sell | 572 | 0.10 | 90.330 | 91.182 | 89.382 | ||
| 1143 | 2015.09.08 06:46 | t/p | 572 | 0.10 | 89.384 | 91.182 | 89.382 | 9460.00 | 1922390.00 |
| 1144 | 2015.09.17 23:00 | close | 568 | 0.10 | 91.000 | 89.123 | 92.723 | -7190.00 | 1915200.00 |
| 1145 | 2015.09.18 16:00 | buy | 573 | 0.10 | 91.605 | 89.011 | 92.611 | ||
| 1146 | 2015.09.24 16:00 | sell | 574 | 0.10 | 89.138 | 89.989 | 88.189 | ||
| 1147 | 2015.09.24 16:03 | s/l | 573 | 0.10 | 89.003 | 89.011 | 92.611 | -26020.00 | 1889180.00 |
| 1148 | 2015.09.24 21:23 | s/l | 574 | 0.10 | 90.002 | 89.989 | 88.189 | -8640.00 | 1880540.00 |
| 1149 | 2015.09.25 13:00 | buy | 575 | 0.10 | 90.709 | 88.114 | 91.714 | ||
| 1150 | 2015.10.05 11:43 | t/p | 575 | 0.10 | 91.716 | 88.114 | 91.714 | 10070.00 | 1890610.00 |
| 1151 | 2015.10.05 12:00 | buy | 576 | 0.10 | 91.707 | 89.098 | 92.698 | ||
| 1152 | 2015.10.07 07:00 | close | 576 | 0.10 | 92.100 | 89.098 | 92.698 | 3930.00 | 1894540.00 |
| 1153 | 2015.10.28 12:00 | buy | 577 | 0.10 | 90.951 | 88.349 | 91.949 | ||
| 1154 | 2015.10.28 20:17 | t/p | 577 | 0.10 | 91.942 | 88.349 | 91.949 | 9910.00 | 1904450.00 |
| 1155 | 2015.11.04 20:00 | sell | 578 | 0.10 | 92.311 | 94.907 | 91.307 | ||
| 1156 | 2015.12.07 17:29 | t/p | 578 | 0.10 | 91.314 | 94.907 | 91.307 | 9970.00 | 1914420.00 |
| 1157 | 2015.12.11 00:00 | sell | 579 | 0.10 | 89.209 | 90.052 | 88.252 | ||
| 1158 | 2015.12.11 16:50 | t/p | 579 | 0.10 | 88.250 | 90.052 | 88.252 | 9590.00 | 1924010.00 |
| 1159 | 2015.12.16 15:00 | sell | 580 | 0.10 | 88.444 | 89.298 | 87.498 | ||
| 1160 | 2015.12.18 08:17 | t/p | 580 | 0.10 | 87.490 | 89.298 | 87.498 | 9540.00 | 1933550.00 |
| 1161 | 2015.12.18 09:00 | sell | 581 | 0.10 | 87.509 | 88.352 | 86.552 | ||
| 1162 | 2015.12.21 18:16 | t/p | 581 | 0.10 | 86.541 | 88.352 | 86.552 | 9680.00 | 1943230.00 |
| 1163 | 2015.12.21 19:00 | sell | 582 | 0.10 | 86.490 | 87.338 | 85.538 | ||
| 1164 | 2015.12.23 19:10 | s/l | 582 | 0.10 | 87.330 | 87.338 | 85.538 | -8400.00 | 1934830.00 |
| 1165 | 2015.12.24 11:00 | sell | 583 | 0.10 | 86.884 | 87.738 | 85.938 | ||
| 1166 | 2016.01.04 07:32 | t/p | 583 | 0.10 | 85.930 | 87.738 | 85.938 | 9540.00 | 1944370.00 |
| 1167 | 2016.01.04 08:00 | sell | 584 | 0.10 | 85.913 | 86.756 | 84.956 | ||
| 1168 | 2016.01.05 18:24 | t/p | 584 | 0.10 | 84.955 | 86.756 | 84.956 | 9580.00 | 1953950.00 |
| 1169 | 2016.01.05 19:00 | sell | 585 | 0.10 | 85.010 | 85.852 | 84.052 | ||
| 1170 | 2016.01.06 07:00 | close | 585 | 0.10 | 84.620 | 85.852 | 84.052 | 3900.00 | 1957850.00 |
| 1171 | 2016.01.06 07:00 | sell | 586 | 0.10 | 84.596 | 85.450 | 83.650 | ||
| 1172 | 2016.01.07 03:41 | t/p | 586 | 0.10 | 83.639 | 85.450 | 83.650 | 9570.00 | 1967420.00 |
| 1173 | 2016.01.08 19:00 | sell | 587 | 0.10 | 83.200 | 84.055 | 82.255 | ||
| 1174 | 2016.01.12 08:44 | t/p | 587 | 0.10 | 82.256 | 84.055 | 82.255 | 9440.00 | 1976860.00 |
| 1175 | 2016.01.12 20:00 | sell | 588 | 0.10 | 82.347 | 83.195 | 81.395 | ||
| 1176 | 2016.01.13 04:06 | s/l | 588 | 0.10 | 83.189 | 83.195 | 81.395 | -8420.00 | 1968440.00 |
| 1177 | 2016.01.13 20:00 | sell | 589 | 0.10 | 82.553 | 83.410 | 81.610 | ||
| 1178 | 2016.01.14 03:20 | t/p | 589 | 0.10 | 81.601 | 83.410 | 81.610 | 9520.00 | 1977960.00 |
| 1179 | 2016.01.15 10:00 | sell | 590 | 0.10 | 81.304 | 82.152 | 80.352 | ||
| 1180 | 2016.01.15 18:57 | t/p | 590 | 0.10 | 80.352 | 82.152 | 80.352 | 9520.00 | 1987480.00 |
| 1181 | 2016.01.20 03:00 | sell | 591 | 0.10 | 80.566 | 81.422 | 79.622 | ||
| 1182 | 2016.01.20 09:00 | t/p | 591 | 0.10 | 79.628 | 81.422 | 79.622 | 9380.00 | 1996860.00 |
| 1183 | 2016.01.22 12:00 | buy | 592 | 0.10 | 83.227 | 80.631 | 84.231 | ||
| 1184 | 2016.01.26 18:53 | t/p | 592 | 0.10 | 84.242 | 80.631 | 84.231 | 10150.00 | 2007010.00 |
| 1185 | 2016.01.27 18:00 | buy | 593 | 0.10 | 84.280 | 81.684 | 85.284 | ||
| 1186 | 2016.01.28 16:23 | t/p | 593 | 0.10 | 85.289 | 81.684 | 85.284 | 10090.00 | 2017100.00 |
| 1187 | 2016.01.28 17:00 | buy | 594 | 0.10 | 84.838 | 82.228 | 85.828 | ||
| 1188 | 2016.01.29 05:38 | t/p | 594 | 0.10 | 85.836 | 82.228 | 85.828 | 9980.00 | 2027080.00 |
| 1189 | 2016.01.29 07:00 | buy | 595 | 0.10 | 85.601 | 83.008 | 86.608 | ||
| 1190 | 2016.01.29 16:09 | t/p | 595 | 0.10 | 86.600 | 83.008 | 86.608 | 9990.00 | 2037070.00 |
| 1191 | 2016.02.04 05:00 | buy | 596 | 0.10 | 85.910 | 83.301 | 86.901 | ||
| 1192 | 2016.02.08 14:48 | s/l | 596 | 0.10 | 83.290 | 83.301 | 86.901 | -26200.00 | 2010870.00 |
| 1193 | 2016.02.12 20:00 | buy | 597 | 0.10 | 81.840 | 79.234 | 82.834 | ||
| 1194 | 2016.02.15 18:14 | t/p | 597 | 0.10 | 82.839 | 79.234 | 82.834 | 9990.00 | 2020860.00 |
| 1195 | 2016.02.15 19:00 | buy | 598 | 0.10 | 82.915 | 80.317 | 83.917 | ||
| 1196 | 2016.02.26 16:12 | t/p | 598 | 0.10 | 83.927 | 80.317 | 83.917 | 10120.00 | 2030980.00 |
| 1197 | 2016.03.14 12:00 | sell | 599 | 0.10 | 85.611 | 88.202 | 84.602 | ||
| 1198 | 2016.03.15 11:32 | t/p | 599 | 0.10 | 84.607 | 88.202 | 84.602 | 10040.00 | 2041020.00 |
| 1199 | 2016.03.18 12:00 | sell | 600 | 0.10 | 85.385 | 87.975 | 84.375 | ||
| 1200 | 2016.03.30 18:00 | buy | 601 | 0.10 | 86.885 | 86.042 | 87.842 | ||