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 |
| 1201 | 2016.04.01 05:05 | s/l | 601 | 0.10 | 86.037 | 86.042 | 87.842 | -8480.00 | 2032540.00 |
| 1202 | 2016.04.05 09:37 | t/p | 600 | 0.10 | 84.382 | 87.975 | 84.375 | 10030.00 | 2042570.00 |
| 1203 | 2016.04.08 08:00 | buy | 602 | 0.10 | 83.031 | 80.440 | 84.040 | ||
| 1204 | 2016.04.12 09:49 | t/p | 602 | 0.10 | 84.052 | 80.440 | 84.040 | 10210.00 | 2052780.00 |
| 1205 | 2016.04.14 05:00 | sell | 603 | 0.10 | 85.051 | 87.648 | 84.048 | ||
| 1206 | 2016.04.18 00:00 | t/p | 603 | 0.10 | 83.619 | 87.648 | 84.048 | 14320.00 | 2067100.00 |
| 1207 | 2016.04.20 07:00 | sell | 604 | 0.10 | 85.640 | 88.232 | 84.632 | ||
| 1208 | 2016.04.22 18:01 | s/l | 604 | 0.10 | 88.242 | 88.232 | 84.632 | -26020.00 | 2041080.00 |
| 1209 | 2016.04.26 05:00 | buy | 605 | 0.10 | 87.767 | 86.914 | 88.714 | ||
| 1210 | 2016.04.26 10:00 | sell | 606 | 0.10 | 87.306 | 89.913 | 86.313 | ||
| 1211 | 2016.04.27 15:00 | close | 605 | 0.10 | 88.431 | 86.914 | 88.714 | 6640.00 | 2047720.00 |
| 1212 | 2016.04.27 15:00 | buy | 607 | 0.10 | 88.435 | 87.586 | 89.386 | ||
| 1213 | 2016.04.28 06:01 | s/l | 607 | 0.10 | 87.513 | 87.586 | 89.386 | -9220.00 | 2038500.00 |
| 1214 | 2016.04.28 09:38 | t/p | 606 | 0.10 | 86.307 | 89.913 | 86.313 | 9990.00 | 2048490.00 |
| 1215 | 2016.04.29 04:00 | sell | 608 | 0.10 | 85.944 | 88.536 | 84.936 | ||
| 1216 | 2016.04.29 20:31 | t/p | 608 | 0.10 | 84.929 | 88.536 | 84.936 | 10150.00 | 2058640.00 |
| 1217 | 2016.05.05 10:00 | buy | 609 | 0.10 | 83.528 | 80.929 | 84.529 | ||
| 1218 | 2016.05.10 20:46 | t/p | 609 | 0.10 | 84.528 | 80.929 | 84.529 | 10000.00 | 2068640.00 |
| 1219 | 2016.05.20 09:00 | buy | 610 | 0.10 | 84.190 | 81.595 | 85.195 | ||
| 1220 | 2016.05.30 09:29 | t/p | 610 | 0.10 | 85.188 | 81.595 | 85.195 | 9980.00 | 2078620.00 |
| 1221 | 2016.06.02 18:00 | sell | 611 | 0.10 | 82.788 | 83.632 | 81.832 | ||
| 1222 | 2016.06.02 19:00 | close | 611 | 0.10 | 83.143 | 83.632 | 81.832 | -3550.00 | 2075070.00 |
| 1223 | 2016.06.03 19:00 | sell | 612 | 0.10 | 82.552 | 83.394 | 81.594 | ||
| 1224 | 2016.06.06 12:00 | buy | 613 | 0.10 | 82.739 | 80.143 | 83.743 | ||
| 1225 | 2016.06.06 17:19 | s/l | 612 | 0.10 | 83.397 | 83.394 | 81.594 | -8450.00 | 2066620.00 |
| 1226 | 2016.06.06 21:27 | t/p | 613 | 0.10 | 83.748 | 80.143 | 83.743 | 10090.00 | 2076710.00 |
| 1227 | 2016.06.06 22:00 | buy | 614 | 0.10 | 83.833 | 81.233 | 84.833 | ||
| 1228 | 2016.06.14 11:00 | sell | 615 | 0.10 | 82.379 | 83.231 | 81.431 | ||
| 1229 | 2016.06.16 05:34 | t/p | 615 | 0.10 | 81.419 | 83.231 | 81.431 | 9600.00 | 2086310.00 |
| 1230 | 2016.06.16 05:45 | s/l | 614 | 0.10 | 81.230 | 81.233 | 84.833 | -26030.00 | 2060280.00 |
| 1231 | 2016.06.20 20:00 | sell | 616 | 0.10 | 81.380 | 82.240 | 80.440 | ||
| 1232 | 2016.06.21 10:00 | buy | 617 | 0.10 | 81.690 | 79.096 | 82.696 | ||
| 1233 | 2016.06.23 12:15 | s/l | 616 | 0.10 | 82.246 | 82.240 | 80.440 | -8660.00 | 2051620.00 |
| 1234 | 2016.06.23 13:16 | t/p | 617 | 0.10 | 82.703 | 79.096 | 82.696 | 10130.00 | 2061750.00 |
| 1235 | 2016.06.23 15:00 | buy | 618 | 0.10 | 82.801 | 80.210 | 83.810 | ||
| 1236 | 2016.06.24 00:13 | t/p | 618 | 0.10 | 83.807 | 80.210 | 83.810 | 10060.00 | 2071810.00 |
| 1237 | 2016.06.29 09:00 | sell | 619 | 0.10 | 78.404 | 79.245 | 77.445 | ||
| 1238 | 2016.06.29 22:44 | s/l | 619 | 0.10 | 79.246 | 79.245 | 77.445 | -8420.00 | 2063390.00 |
| 1239 | 2016.06.30 18:00 | sell | 620 | 0.10 | 78.989 | 79.849 | 78.049 | ||
| 1240 | 2016.06.30 22:52 | s/l | 620 | 0.10 | 79.847 | 79.849 | 78.049 | -8580.00 | 2054810.00 |
| 1241 | 2016.07.04 18:00 | buy | 621 | 0.10 | 79.853 | 77.249 | 80.849 | ||
| 1242 | 2016.07.05 03:00 | sell | 622 | 0.10 | 79.668 | 80.509 | 78.709 | ||
| 1243 | 2016.07.05 14:35 | t/p | 622 | 0.10 | 78.702 | 80.509 | 78.709 | 9660.00 | 2064470.00 |
| 1244 | 2016.07.05 15:00 | sell | 623 | 0.10 | 78.705 | 79.556 | 77.756 | ||
| 1245 | 2016.07.06 02:22 | t/p | 623 | 0.10 | 77.740 | 79.556 | 77.756 | 9650.00 | 2074120.00 |
| 1246 | 2016.07.06 04:00 | sell | 624 | 0.10 | 77.728 | 78.581 | 76.781 | ||
| 1247 | 2016.07.06 05:05 | s/l | 621 | 0.10 | 77.239 | 77.249 | 80.849 | -26140.00 | 2047980.00 |
| 1248 | 2016.07.08 18:02 | t/p | 624 | 0.10 | 76.786 | 78.581 | 76.781 | 9420.00 | 2057400.00 |
| 1249 | 2016.07.08 19:00 | sell | 625 | 0.10 | 76.995 | 77.850 | 76.050 | ||
| 1250 | 2016.07.11 09:04 | s/l | 625 | 0.10 | 77.859 | 77.850 | 76.050 | -8640.00 | 2048760.00 |
| 1251 | 2016.07.12 05:00 | buy | 626 | 0.10 | 78.553 | 75.870 | 79.553 | ||
| 1252 | 2016.07.12 12:49 | t/p | 626 | 0.10 | 79.550 | 75.870 | 79.553 | 9970.00 | 2058730.00 |
| 1253 | 2016.07.12 14:00 | buy | 627 | 0.10 | 79.677 | 77.072 | 80.672 | ||
| 1254 | 2016.07.12 19:23 | t/p | 627 | 0.10 | 80.671 | 77.072 | 80.672 | 9940.00 | 2068670.00 |
| 1255 | 2016.07.13 20:00 | buy | 628 | 0.10 | 80.440 | 77.834 | 81.434 | ||
| 1256 | 2016.07.14 09:10 | t/p | 628 | 0.10 | 81.426 | 77.834 | 81.434 | 9860.00 | 2078530.00 |
| 1257 | 2016.07.14 11:00 | buy | 629 | 0.10 | 81.462 | 78.869 | 82.469 | ||
| 1258 | 2016.07.15 05:37 | t/p | 629 | 0.10 | 82.477 | 78.869 | 82.469 | 10150.00 | 2088680.00 |
| 1259 | 2016.07.25 04:00 | buy | 630 | 0.10 | 81.110 | 78.518 | 82.118 | ||
| 1260 | 2016.07.29 06:44 | s/l | 630 | 0.10 | 78.508 | 78.518 | 82.118 | -26020.00 | 2062660.00 |
| 1261 | 2016.08.02 12:00 | sell | 631 | 0.10 | 77.577 | 78.436 | 76.636 | ||
| 1262 | 2016.08.03 20:00 | buy | 632 | 0.10 | 77.552 | 75.860 | 78.554 | ||
| 1263 | 2016.08.11 20:09 | s/l | 631 | 0.10 | 78.427 | 78.436 | 76.636 | -8500.00 | 2054160.00 |
| 1264 | 2016.08.11 20:49 | t/p | 632 | 0.10 | 78.547 | 75.860 | 78.554 | 9950.00 | 2064110.00 |
| 1265 | 2016.08.11 22:00 | buy | 633 | 0.10 | 78.579 | 75.865 | 79.587 | ||
| 1266 | 2016.09.02 16:04 | t/p | 633 | 0.10 | 79.586 | 75.865 | 79.587 | 10070.00 | 2074180.00 |
| 1267 | 2016.09.06 17:00 | sell | 634 | 0.10 | 79.907 | 82.515 | 78.915 | ||
| 1268 | 2016.09.07 02:35 | t/p | 634 | 0.10 | 78.917 | 82.515 | 78.915 | 9900.00 | 2084080.00 |
| 1269 | 2016.09.14 04:00 | buy | 635 | 0.10 | 78.081 | 75.867 | 79.082 | ||
| 1270 | 2016.09.21 17:00 | sell | 636 | 0.10 | 76.303 | 77.152 | 75.352 | ||
| 1271 | 2016.09.22 10:46 | s/l | 636 | 0.10 | 77.152 | 77.152 | 75.352 | -8490.00 | 2075590.00 |
| 1272 | 2016.09.26 12:00 | sell | 637 | 0.10 | 76.246 | 77.100 | 75.300 | ||
| 1273 | 2016.09.26 21:47 | s/l | 635 | 0.10 | 75.877 | 75.867 | 79.082 | -22040.00 | 2053550.00 |
| 1274 | 2016.09.27 07:00 | buy | 638 | 0.10 | 76.542 | 75.176 | 77.534 | ||
| 1275 | 2016.09.29 01:41 | s/l | 637 | 0.10 | 77.110 | 77.100 | 75.300 | -8640.00 | 2044910.00 |
| 1276 | 2016.09.29 04:11 | t/p | 638 | 0.10 | 77.537 | 75.176 | 77.534 | 9950.00 | 2054860.00 |
| 1277 | 2016.09.30 16:00 | buy | 639 | 0.10 | 77.159 | 75.177 | 78.166 | ||
| 1278 | 2016.10.04 17:59 | t/p | 639 | 0.10 | 78.173 | 75.177 | 78.166 | 10140.00 | 2065000.00 |
| 1279 | 2016.10.17 11:00 | sell | 640 | 0.10 | 79.014 | 81.622 | 78.022 | ||
| 1280 | 2016.10.21 15:37 | t/p | 640 | 0.10 | 78.018 | 81.622 | 78.022 | 9960.00 | 2074960.00 |
| 1281 | 2016.11.04 17:00 | sell | 641 | 0.10 | 76.568 | 77.428 | 75.628 | ||
| 1282 | 2016.11.04 19:00 | close | 641 | 0.10 | 76.806 | 77.428 | 75.628 | -2380.00 | 2072580.00 |
| 1283 | 2016.11.07 03:00 | buy | 642 | 0.10 | 77.672 | 75.179 | 78.662 | ||
| 1284 | 2016.11.08 18:15 | t/p | 642 | 0.10 | 78.665 | 75.179 | 78.662 | 9930.00 | 2082510.00 |
| 1285 | 2016.11.11 05:00 | sell | 643 | 0.10 | 78.903 | 81.497 | 77.897 | ||
| 1286 | 2016.11.14 15:00 | buy | 644 | 0.10 | 79.642 | 78.798 | 80.598 | ||
| 1287 | 2016.11.14 19:00 | close | 644 | 0.10 | 79.724 | 78.798 | 80.598 | 820.00 | 2083330.00 |
| 1288 | 2016.11.14 21:00 | buy | 645 | 0.10 | 79.853 | 79.001 | 80.801 | ||
| 1289 | 2016.11.15 17:12 | t/p | 645 | 0.10 | 80.805 | 79.001 | 80.801 | 9520.00 | 2092850.00 |
| 1290 | 2016.11.16 17:40 | s/l | 643 | 0.10 | 81.502 | 81.497 | 77.897 | -25990.00 | 2066860.00 |
| 1291 | 2016.11.17 17:00 | buy | 646 | 0.10 | 81.609 | 80.750 | 82.550 | ||
| 1292 | 2016.11.21 02:00 | close | 646 | 0.10 | 82.117 | 80.750 | 82.550 | 5080.00 | 2071940.00 |
| 1293 | 2016.11.21 03:00 | buy | 647 | 0.10 | 82.302 | 81.447 | 83.247 | ||
| 1294 | 2016.11.22 19:00 | close | 647 | 0.10 | 82.524 | 81.447 | 83.247 | 2220.00 | 2074160.00 |
| 1295 | 2016.11.23 15:00 | buy | 648 | 0.10 | 82.741 | 81.885 | 83.685 | ||
| 1296 | 2016.11.23 17:41 | t/p | 648 | 0.10 | 83.688 | 81.885 | 83.685 | 9470.00 | 2083630.00 |
| 1297 | 2016.11.23 19:00 | buy | 649 | 0.10 | 83.591 | 82.750 | 84.550 | ||
| 1298 | 2016.11.24 23:00 | close | 649 | 0.10 | 84.038 | 82.750 | 84.550 | 4470.00 | 2088100.00 |
| 1299 | 2016.11.25 04:00 | buy | 650 | 0.10 | 84.304 | 83.454 | 85.254 | ||
| 1300 | 2016.11.25 12:47 | s/l | 650 | 0.10 | 83.452 | 83.454 | 85.254 | -8520.00 | 2079580.00 |
| 1301 | 2016.11.28 17:00 | buy | 651 | 0.10 | 83.865 | 83.018 | 84.818 | ||
| 1302 | 2016.11.30 14:12 | t/p | 651 | 0.10 | 84.809 | 83.018 | 84.818 | 9440.00 | 2089020.00 |
| 1303 | 2016.11.30 15:00 | buy | 652 | 0.10 | 84.672 | 83.815 | 85.615 | ||
| 1304 | 2016.12.01 16:06 | t/p | 652 | 0.10 | 85.609 | 83.815 | 85.615 | 9370.00 | 2098390.00 |
| 1305 | 2016.12.01 17:00 | buy | 653 | 0.10 | 85.661 | 84.821 | 86.621 | ||
| 1306 | 2016.12.05 00:09 | s/l | 653 | 0.10 | 84.827 | 84.821 | 86.621 | -8340.00 | 2090050.00 |
| 1307 | 2016.12.05 13:00 | buy | 654 | 0.10 | 85.773 | 84.919 | 86.719 | ||
| 1308 | 2016.12.05 19:00 | close | 654 | 0.10 | 85.975 | 84.919 | 86.719 | 2020.00 | 2092070.00 |
| 1309 | 2016.12.07 03:00 | buy | 655 | 0.10 | 86.017 | 85.166 | 86.966 | ||
| 1310 | 2016.12.08 19:00 | close | 655 | 0.10 | 86.358 | 85.166 | 86.966 | 3410.00 | 2095480.00 |
| 1311 | 2016.12.08 19:00 | buy | 656 | 0.10 | 86.368 | 85.515 | 87.315 | ||
| 1312 | 2016.12.09 14:11 | t/p | 656 | 0.10 | 87.307 | 85.515 | 87.315 | 9390.00 | 2104870.00 |
| 1313 | 2016.12.09 15:00 | buy | 657 | 0.10 | 87.361 | 86.521 | 88.321 | ||
| 1314 | 2016.12.12 10:03 | t/p | 657 | 0.10 | 88.320 | 86.521 | 88.321 | 9590.00 | 2114460.00 |
| 1315 | 2016.12.12 10:03 | buy | 658 | 0.10 | 88.341 | 87.422 | 89.222 | ||
| 1316 | 2016.12.13 00:44 | s/l | 658 | 0.10 | 87.423 | 87.422 | 89.222 | -9180.00 | 2105280.00 |
| 1317 | 2016.12.13 13:00 | buy | 659 | 0.10 | 87.945 | 87.099 | 88.899 | ||
| 1318 | 2016.12.15 12:43 | t/p | 659 | 0.10 | 88.900 | 87.099 | 88.899 | 9550.00 | 2114830.00 |
| 1319 | 2016.12.15 13:00 | buy | 660 | 0.10 | 88.826 | 87.980 | 89.780 | ||
| 1320 | 2016.12.15 15:00 | close | 660 | 0.10 | 88.638 | 87.980 | 89.780 | -1880.00 | 2112950.00 |
| 1321 | 2016.12.20 08:00 | buy | 661 | 0.10 | 87.765 | 86.912 | 88.712 | ||
| 1322 | 2016.12.21 17:00 | sell | 662 | 0.10 | 87.653 | 89.159 | 86.645 | ||
| 1323 | 2016.12.22 17:07 | s/l | 661 | 0.10 | 86.903 | 86.912 | 88.712 | -8620.00 | 2104330.00 |
| 1324 | 2016.12.23 15:30 | t/p | 662 | 0.10 | 86.642 | 89.159 | 86.645 | 10110.00 | 2114440.00 |
| 1325 | 2016.12.23 16:00 | sell | 663 | 0.10 | 86.697 | 89.159 | 85.690 | ||
| 1326 | 2016.12.29 11:00 | close | 663 | 0.10 | 86.246 | 89.159 | 85.690 | 4510.00 | 2118950.00 |
| 1327 | 2017.01.05 04:00 | sell | 664 | 0.10 | 87.686 | 89.159 | 86.683 | ||
| 1328 | 2017.01.12 18:05 | t/p | 664 | 0.10 | 86.677 | 89.159 | 86.683 | 10090.00 | 2129040.00 |
| 1329 | 2017.01.12 19:00 | sell | 665 | 0.10 | 86.721 | 89.159 | 85.724 | ||
| 1330 | 2017.01.18 19:41 | t/p | 665 | 0.10 | 85.713 | 89.159 | 85.724 | 10080.00 | 2139120.00 |
| 1331 | 2017.01.18 21:00 | sell | 666 | 0.10 | 85.924 | 88.517 | 84.917 | ||
| 1332 | 2017.01.23 17:58 | t/p | 666 | 0.10 | 84.914 | 88.517 | 84.917 | 10100.00 | 2149220.00 |
| 1333 | 2017.01.30 00:00 | sell | 667 | 0.10 | 87.376 | 89.159 | 86.332 | ||
| 1334 | 2017.01.31 17:03 | t/p | 667 | 0.10 | 86.326 | 89.159 | 86.332 | 10500.00 | 2159720.00 |
| 1335 | 2017.02.08 13:00 | buy | 668 | 0.10 | 85.372 | 82.767 | 86.367 | ||
| 1336 | 2017.02.10 02:00 | t/p | 668 | 0.10 | 86.360 | 82.767 | 86.367 | 9880.00 | 2169600.00 |
| 1337 | 2017.02.15 20:00 | sell | 669 | 0.10 | 87.265 | 89.159 | 86.274 | ||
| 1338 | 2017.02.17 11:30 | t/p | 669 | 0.10 | 86.279 | 89.159 | 86.274 | 9860.00 | 2179460.00 |
| 1339 | 2017.02.23 08:00 | buy | 670 | 0.10 | 86.204 | 83.602 | 87.202 | ||
| 1340 | 2017.02.28 03:00 | sell | 671 | 0.10 | 85.381 | 86.225 | 84.425 | ||
| 1341 | 2017.02.28 19:17 | t/p | 671 | 0.10 | 84.434 | 86.225 | 84.425 | 9470.00 | 2188930.00 |
| 1342 | 2017.03.03 07:00 | sell | 672 | 0.10 | 85.218 | 86.070 | 84.270 | ||
| 1343 | 2017.03.17 18:30 | t/p | 672 | 0.10 | 84.278 | 86.070 | 84.270 | 9400.00 | 2198330.00 |
| 1344 | 2017.03.17 20:00 | sell | 673 | 0.10 | 84.419 | 85.263 | 83.463 | ||
| 1345 | 2017.03.21 22:53 | s/l | 670 | 0.10 | 83.589 | 83.602 | 87.202 | -26150.00 | 2172180.00 |
| 1346 | 2017.03.22 02:00 | t/p | 673 | 0.10 | 83.470 | 85.263 | 83.463 | 9490.00 | 2181670.00 |
| 1347 | 2017.03.24 00:00 | sell | 674 | 0.10 | 83.080 | 83.939 | 82.139 | ||
| 1348 | 2017.03.27 19:00 | close | 674 | 0.10 | 82.651 | 83.939 | 82.139 | 4290.00 | 2185960.00 |
| 1349 | 2017.03.28 14:00 | sell | 675 | 0.10 | 82.449 | 83.308 | 81.508 | ||
| 1350 | 2017.03.29 21:12 | s/l | 675 | 0.10 | 83.298 | 83.308 | 81.508 | -8490.00 | 2177470.00 |