Strategy Tester Report
EA_BBHLband_H1_forUJ_1.02
| 通貨ペア | USDJPY (US Dollar vs Japanese Yen) | ||||
| 期間 | 1時間足(H1) 2007.01.01 02:00 - 2022.07.29 23:00 (2007.01.01 - 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=44100101; MagicNumberS=44100201; Lots=0.1; 複利運用基準値=0; トレンドモード="自動"; 両建て="なし"; Slippage=3; timeframe=60; 許容スプレッド=50; 最大テイクプロフィット=190; 最大ストップロス=190; | ||||
| テストバー数 | 97030 | モデルティック数 | 229304526 | 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 | 200000.00 | スプレッド | 変動 | ||
| 純益 | 1486230.00 | 総利益 | 4775890.00 | 総損失 | -3289660.00 |
| プロフィットファクタ | 1.45 | 期待利得 | 1420.87 | ||
| 絶対ドローダウン | 12010.00 | 最大ドローダウン | 147180.00 (9.78%) | 相対ドローダウン | 19.76% (78570.00) |
| 総取引数 | 1046 | 売りポジション(勝率%） | 509 (41.45%) | 買いポジション(勝率%） | 537 (44.88%) |
| 勝率(%) | 452 (43.21%) | 負率 (%) | 594 (56.79%) | ||
| 最大 | 勝トレード | 19230.00 | 敗トレード | -19250.00 | |
| 平均 | 勝トレード | 10566.13 | 敗トレード | -5538.15 | |
| 最大 | 連勝(金額) | 11 (142620.00) | 連敗(金額) | 14 (-55560.00) | |
| 最大 | 連勝(トレード数) | 142620.00 (11) | 連敗(トレード数) | -65380.00 (11) | |
| 平均 | 連勝 | 2 | 連敗 | 3 | |
1ページ目次へ
| # | 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 |
| 1 | 2007.01.02 01:00 | sell | 1 | 0.10 | 118.966 | 119.890 | 117.162 | ||
| 2 | 2007.01.11 09:00 | close | 1 | 0.10 | 119.857 | 119.890 | 117.162 | -8910.00 | 191090.00 |
| 3 | 2007.01.11 09:00 | buy | 2 | 0.10 | 119.883 | 119.234 | 121.774 | ||
| 4 | 2007.01.18 12:00 | modify | 2 | 0.10 | 119.883 | 119.309 | 121.774 | ||
| 5 | 2007.01.18 17:00 | modify | 2 | 0.10 | 119.883 | 119.377 | 121.774 | ||
| 6 | 2007.01.22 13:00 | modify | 2 | 0.10 | 119.883 | 119.495 | 121.774 | ||
| 7 | 2007.01.22 14:00 | modify | 2 | 0.10 | 119.883 | 119.528 | 121.774 | ||
| 8 | 2007.01.22 15:00 | modify | 2 | 0.10 | 119.883 | 119.557 | 121.774 | ||
| 9 | 2007.01.22 15:19 | t/p | 2 | 0.10 | 121.780 | 119.557 | 121.774 | 18970.00 | 210060.00 |
| 10 | 2007.01.22 21:00 | buy | 3 | 0.10 | 121.690 | 121.051 | 123.591 | ||
| 11 | 2007.01.24 08:44 | s/l | 3 | 0.10 | 121.031 | 121.051 | 123.591 | -6590.00 | 203470.00 |
| 12 | 2007.01.25 04:00 | sell | 4 | 0.10 | 120.655 | 121.800 | 118.849 | ||
| 13 | 2007.01.25 22:00 | close | 4 | 0.10 | 121.128 | 121.800 | 118.849 | -4730.00 | 198740.00 |
| 14 | 2007.01.25 22:00 | buy | 5 | 0.10 | 121.129 | 120.481 | 123.021 | ||
| 15 | 2007.01.31 05:00 | close | 5 | 0.10 | 121.561 | 120.481 | 123.021 | 4320.00 | 203060.00 |
| 16 | 2007.01.31 05:00 | sell | 6 | 0.10 | 121.540 | 122.185 | 119.760 | ||
| 17 | 2007.02.01 19:00 | close | 6 | 0.10 | 120.685 | 122.185 | 119.760 | 8550.00 | 211610.00 |
| 18 | 2007.02.05 04:00 | sell | 7 | 0.10 | 120.794 | 122.185 | 118.988 | ||
| 19 | 2007.02.15 19:00 | modify | 7 | 0.10 | 120.794 | 121.556 | 118.988 | ||
| 20 | 2007.02.15 22:00 | modify | 7 | 0.10 | 120.794 | 121.549 | 118.988 | ||
| 21 | 2007.02.15 23:00 | modify | 7 | 0.10 | 120.794 | 121.410 | 118.988 | ||
| 22 | 2007.02.16 00:00 | modify | 7 | 0.10 | 120.794 | 121.280 | 118.988 | ||
| 23 | 2007.02.22 12:40 | s/l | 7 | 0.10 | 121.293 | 121.280 | 118.988 | -4990.00 | 206620.00 |
| 24 | 2007.02.23 10:00 | sell | 8 | 0.10 | 121.354 | 122.185 | 119.544 | ||
| 25 | 2007.02.26 19:00 | close | 8 | 0.10 | 120.767 | 122.185 | 119.544 | 5870.00 | 212490.00 |
| 26 | 2007.02.26 22:00 | sell | 9 | 0.10 | 120.548 | 122.185 | 118.750 | ||
| 27 | 2007.02.27 14:00 | modify | 9 | 0.10 | 120.548 | 121.420 | 118.750 | ||
| 28 | 2007.02.27 15:57 | t/p | 9 | 0.10 | 118.738 | 121.420 | 118.750 | 18100.00 | 230590.00 |
| 29 | 2007.03.01 00:00 | buy | 10 | 0.10 | 118.535 | 116.635 | 120.335 | ||
| 30 | 2007.03.02 19:28 | s/l | 10 | 0.10 | 116.614 | 116.635 | 120.335 | -19210.00 | 211380.00 |
| 31 | 2007.03.07 15:00 | sell | 11 | 0.10 | 116.278 | 116.908 | 114.368 | ||
| 32 | 2007.03.08 11:40 | s/l | 11 | 0.10 | 116.914 | 116.908 | 114.368 | -6360.00 | 205020.00 |
| 33 | 2007.03.09 03:00 | buy | 12 | 0.10 | 117.429 | 115.529 | 119.229 | ||
| 34 | 2007.03.12 11:00 | close | 12 | 0.10 | 118.378 | 115.529 | 119.229 | 9490.00 | 214510.00 |
| 35 | 2007.03.13 15:00 | sell | 13 | 0.10 | 116.846 | 117.477 | 114.937 | ||
| 36 | 2007.03.15 02:12 | s/l | 13 | 0.10 | 117.484 | 117.477 | 114.937 | -6380.00 | 208130.00 |
| 37 | 2007.03.15 20:00 | buy | 14 | 0.10 | 117.698 | 115.790 | 119.490 | ||
| 38 | 2007.03.16 05:00 | close | 14 | 0.10 | 116.827 | 115.790 | 119.490 | -8710.00 | 199420.00 |
| 39 | 2007.03.16 05:00 | sell | 15 | 0.10 | 116.834 | 117.473 | 114.933 | ||
| 40 | 2007.03.19 05:00 | close | 15 | 0.10 | 117.170 | 117.473 | 114.933 | -3360.00 | 196060.00 |
| 41 | 2007.03.19 05:00 | buy | 16 | 0.10 | 117.184 | 115.265 | 118.965 | ||
| 42 | 2007.03.26 16:00 | modify | 16 | 0.10 | 117.184 | 116.205 | 118.965 | ||
| 43 | 2007.03.26 17:00 | modify | 16 | 0.10 | 117.184 | 116.225 | 118.965 | ||
| 44 | 2007.04.03 12:00 | modify | 16 | 0.10 | 117.184 | 116.425 | 118.965 | ||
| 45 | 2007.04.03 14:00 | modify | 16 | 0.10 | 117.184 | 116.470 | 118.965 | ||
| 46 | 2007.04.03 15:00 | modify | 16 | 0.10 | 117.184 | 116.520 | 118.965 | ||
| 47 | 2007.04.03 17:00 | modify | 16 | 0.10 | 117.184 | 116.580 | 118.965 | ||
| 48 | 2007.04.03 19:00 | modify | 16 | 0.10 | 117.184 | 116.680 | 118.965 | ||
| 49 | 2007.04.03 20:00 | modify | 16 | 0.10 | 117.184 | 116.730 | 118.965 | ||
| 50 | 2007.04.03 21:00 | modify | 16 | 0.10 | 117.184 | 116.735 | 118.965 | ||
| 51 | 2007.04.03 22:00 | modify | 16 | 0.10 | 117.184 | 116.790 | 118.965 | ||
| 52 | 2007.04.03 22:42 | t/p | 16 | 0.10 | 118.959 | 116.790 | 118.965 | 17750.00 | 213810.00 |
| 53 | 2007.04.04 14:00 | buy | 17 | 0.10 | 118.972 | 117.075 | 120.775 | ||
| 54 | 2007.04.17 09:00 | close | 17 | 0.10 | 119.394 | 117.075 | 120.775 | 4220.00 | 218030.00 |
| 55 | 2007.04.17 09:00 | sell | 18 | 0.10 | 119.382 | 121.290 | 117.590 | ||
| 56 | 2007.04.18 19:00 | modify | 18 | 0.10 | 119.382 | 120.340 | 117.590 | ||
| 57 | 2007.04.19 05:00 | modify | 18 | 0.10 | 119.382 | 120.330 | 117.590 | ||
| 58 | 2007.04.19 07:00 | modify | 18 | 0.10 | 119.382 | 120.140 | 117.590 | ||
| 59 | 2007.04.19 08:00 | modify | 18 | 0.10 | 119.382 | 119.980 | 117.590 | ||
| 60 | 2007.04.19 09:00 | modify | 18 | 0.10 | 119.382 | 119.970 | 117.590 | ||
| 61 | 2007.04.19 11:00 | modify | 18 | 0.10 | 119.382 | 119.910 | 117.590 | ||
| 62 | 2007.04.19 16:00 | modify | 18 | 0.10 | 119.382 | 119.860 | 117.590 | ||
| 63 | 2007.04.19 22:00 | close | 18 | 0.10 | 118.369 | 119.860 | 117.590 | 10130.00 | 228160.00 |
| 64 | 2007.04.19 22:00 | buy | 19 | 0.10 | 118.373 | 116.480 | 120.180 | ||
| 65 | 2007.04.26 20:00 | modify | 19 | 0.10 | 118.373 | 117.395 | 120.180 | ||
| 66 | 2007.04.26 22:00 | modify | 19 | 0.10 | 118.373 | 117.490 | 120.180 | ||
| 67 | 2007.04.26 23:00 | modify | 19 | 0.10 | 118.373 | 117.505 | 120.180 | ||
| 68 | 2007.04.27 00:00 | modify | 19 | 0.10 | 118.373 | 117.510 | 120.180 | ||
| 69 | 2007.04.27 05:00 | modify | 19 | 0.10 | 118.373 | 117.590 | 120.180 | ||
| 70 | 2007.04.27 11:00 | close | 19 | 0.10 | 119.409 | 117.590 | 120.180 | 10360.00 | 238520.00 |
| 71 | 2007.04.27 11:01 | sell | 20 | 0.10 | 119.386 | 121.310 | 117.610 | ||
| 72 | 2007.05.17 13:00 | close | 20 | 0.10 | 121.014 | 121.310 | 117.610 | -16280.00 | 222240.00 |
| 73 | 2007.05.17 13:00 | buy | 21 | 0.10 | 121.009 | 120.350 | 122.890 | ||
| 74 | 2007.05.18 15:00 | close | 21 | 0.10 | 120.856 | 120.350 | 122.890 | -1530.00 | 220710.00 |
| 75 | 2007.05.18 15:00 | sell | 22 | 0.10 | 120.881 | 122.107 | 119.060 | ||
| 76 | 2007.05.21 13:00 | close | 22 | 0.10 | 121.352 | 122.107 | 119.060 | -4710.00 | 216000.00 |
| 77 | 2007.05.21 13:01 | buy | 23 | 0.10 | 121.356 | 120.735 | 123.275 | ||
| 78 | 2007.05.25 03:00 | close | 23 | 0.10 | 121.294 | 120.735 | 123.275 | -620.00 | 215380.00 |
| 79 | 2007.05.25 03:00 | sell | 24 | 0.10 | 121.304 | 121.890 | 119.500 | ||
| 80 | 2007.05.25 13:00 | close | 24 | 0.10 | 121.471 | 121.890 | 119.500 | -1670.00 | 213710.00 |
| 81 | 2007.05.25 13:01 | buy | 25 | 0.10 | 121.470 | 120.820 | 123.360 | ||
| 82 | 2007.05.29 05:00 | close | 25 | 0.10 | 121.497 | 120.820 | 123.360 | 270.00 | 213980.00 |
| 83 | 2007.05.29 05:00 | sell | 26 | 0.10 | 121.488 | 121.890 | 119.690 | ||
| 84 | 2007.05.29 18:00 | close | 26 | 0.10 | 121.737 | 121.890 | 119.690 | -2490.00 | 211490.00 |
| 85 | 2007.05.29 18:00 | buy | 27 | 0.10 | 121.739 | 121.100 | 123.640 | ||
| 86 | 2007.05.30 19:00 | close | 27 | 0.10 | 121.472 | 121.100 | 123.640 | -2670.00 | 208820.00 |
| 87 | 2007.05.30 19:00 | sell | 28 | 0.10 | 121.485 | 121.890 | 119.680 | ||
| 88 | 2007.05.31 13:00 | close | 28 | 0.10 | 121.707 | 121.890 | 119.680 | -2220.00 | 206600.00 |
| 89 | 2007.05.31 13:00 | buy | 29 | 0.10 | 121.689 | 121.060 | 123.600 | ||
| 90 | 2007.06.04 15:00 | close | 29 | 0.10 | 121.907 | 121.060 | 123.600 | 2180.00 | 208780.00 |
| 91 | 2007.06.04 15:00 | sell | 30 | 0.10 | 121.911 | 122.155 | 120.100 | ||
| 92 | 2007.06.13 07:17 | s/l | 30 | 0.10 | 122.166 | 122.155 | 120.100 | -2550.00 | 206230.00 |
| 93 | 2007.06.13 08:00 | buy | 31 | 0.10 | 122.238 | 121.600 | 124.140 | ||
| 94 | 2007.06.22 01:00 | modify | 31 | 0.10 | 122.238 | 121.610 | 124.140 | ||
| 95 | 2007.06.22 02:00 | modify | 31 | 0.10 | 122.238 | 121.630 | 124.140 | ||
| 96 | 2007.06.22 03:00 | modify | 31 | 0.10 | 122.238 | 121.640 | 124.140 | ||
| 97 | 2007.06.22 04:00 | modify | 31 | 0.10 | 122.238 | 121.670 | 124.140 | ||
| 98 | 2007.06.22 05:00 | modify | 31 | 0.10 | 122.238 | 121.790 | 124.140 | ||
| 99 | 2007.06.22 06:00 | modify | 31 | 0.10 | 122.238 | 121.830 | 124.140 | ||
| 100 | 2007.06.22 07:00 | modify | 31 | 0.10 | 122.238 | 121.860 | 124.140 | ||
| 101 | 2007.06.22 11:00 | modify | 31 | 0.10 | 122.238 | 121.870 | 124.140 | ||
| 102 | 2007.06.22 12:00 | modify | 31 | 0.10 | 122.238 | 121.960 | 124.140 | ||
| 103 | 2007.06.22 14:49 | t/p | 31 | 0.10 | 124.149 | 121.960 | 124.140 | 19110.00 | 225340.00 |
| 104 | 2007.06.22 15:00 | buy | 32 | 0.10 | 124.112 | 123.480 | 126.020 | ||
| 105 | 2007.06.25 11:56 | s/l | 32 | 0.10 | 123.484 | 123.480 | 126.020 | -6280.00 | 219060.00 |
| 106 | 2007.06.26 10:00 | sell | 33 | 0.10 | 123.318 | 124.160 | 121.510 | ||
| 107 | 2007.07.10 23:00 | modify | 33 | 0.10 | 123.318 | 124.120 | 121.510 | ||
| 108 | 2007.07.11 00:00 | modify | 33 | 0.10 | 123.318 | 124.050 | 121.510 | ||
| 109 | 2007.07.11 00:45 | t/p | 33 | 0.10 | 121.500 | 124.050 | 121.510 | 18180.00 | 237240.00 |
| 110 | 2007.07.13 12:00 | sell | 34 | 0.10 | 122.353 | 124.160 | 120.550 | ||
| 111 | 2007.07.20 19:00 | modify | 34 | 0.10 | 122.353 | 123.320 | 120.550 | ||
| 112 | 2007.07.20 20:00 | modify | 34 | 0.10 | 122.353 | 123.250 | 120.550 | ||
| 113 | 2007.07.20 21:00 | modify | 34 | 0.10 | 122.353 | 123.190 | 120.550 | ||
| 114 | 2007.07.23 05:00 | modify | 34 | 0.10 | 122.353 | 123.150 | 120.550 | ||
| 115 | 2007.07.23 06:00 | modify | 34 | 0.10 | 122.353 | 123.000 | 120.550 | ||
| 116 | 2007.07.23 10:00 | modify | 34 | 0.10 | 122.353 | 122.980 | 120.550 | ||
| 117 | 2007.07.23 13:00 | close | 34 | 0.10 | 121.363 | 122.980 | 120.550 | 9900.00 | 247140.00 |
| 118 | 2007.07.23 13:00 | buy | 35 | 0.10 | 121.380 | 119.475 | 123.175 | ||
| 119 | 2007.07.26 16:00 | close | 35 | 0.10 | 119.727 | 119.475 | 123.175 | -16530.00 | 230610.00 |
| 120 | 2007.07.26 16:00 | sell | 36 | 0.10 | 119.730 | 120.365 | 117.825 | ||
| 121 | 2007.07.27 01:00 | close | 36 | 0.10 | 118.196 | 120.365 | 117.825 | 15340.00 | 245950.00 |
| 122 | 2007.07.30 00:00 | sell | 37 | 0.10 | 118.464 | 119.110 | 116.570 | ||
| 123 | 2007.07.30 23:16 | s/l | 37 | 0.10 | 119.102 | 119.110 | 116.570 | -6380.00 | 239570.00 |
| 124 | 2007.07.31 22:00 | sell | 38 | 0.10 | 118.804 | 119.440 | 116.900 | ||
| 125 | 2007.08.06 02:00 | modify | 38 | 0.10 | 118.804 | 119.290 | 116.900 | ||
| 126 | 2007.08.06 02:00 | close | 38 | 0.10 | 117.565 | 119.290 | 116.900 | 12390.00 | 251960.00 |
| 127 | 2007.08.07 17:00 | sell | 39 | 0.10 | 118.565 | 119.200 | 116.660 | ||
| 128 | 2007.08.08 10:19 | s/l | 39 | 0.10 | 119.200 | 119.200 | 116.660 | -6350.00 | 245610.00 |
| 129 | 2007.08.08 11:00 | buy | 40 | 0.10 | 119.210 | 117.310 | 121.010 | ||
| 130 | 2007.08.09 11:00 | close | 40 | 0.10 | 119.055 | 117.310 | 121.010 | -1550.00 | 244060.00 |
| 131 | 2007.08.09 11:00 | sell | 41 | 0.10 | 119.044 | 119.690 | 117.150 | ||
| 132 | 2007.08.10 16:00 | modify | 41 | 0.10 | 119.044 | 119.390 | 117.150 | ||
| 133 | 2007.08.10 16:00 | close | 41 | 0.10 | 117.647 | 119.390 | 117.150 | 13970.00 | 258030.00 |
| 134 | 2007.08.13 13:00 | sell | 42 | 0.10 | 117.838 | 118.480 | 115.940 | ||
| 135 | 2007.08.13 16:03 | s/l | 42 | 0.10 | 118.476 | 118.480 | 115.940 | -6380.00 | 251650.00 |
| 136 | 2007.08.14 04:00 | sell | 43 | 0.10 | 117.912 | 118.560 | 116.020 | ||
| 137 | 2007.08.16 02:00 | modify | 43 | 0.10 | 117.912 | 118.370 | 116.020 | ||
| 138 | 2007.08.16 06:27 | t/p | 43 | 0.10 | 116.009 | 118.370 | 116.020 | 19030.00 | 270680.00 |
| 139 | 2007.08.24 10:00 | sell | 44 | 0.10 | 115.590 | 116.230 | 113.690 | ||
| 140 | 2007.08.24 10:51 | s/l | 44 | 0.10 | 116.237 | 116.230 | 113.690 | -6470.00 | 264210.00 |
| 141 | 2007.08.24 15:00 | sell | 45 | 0.10 | 115.795 | 116.440 | 113.900 | ||
| 142 | 2007.08.24 22:52 | s/l | 45 | 0.10 | 116.435 | 116.440 | 113.900 | -6400.00 | 257810.00 |
| 143 | 2007.08.27 16:00 | sell | 46 | 0.10 | 116.046 | 116.690 | 114.150 | ||
| 144 | 2007.08.28 23:00 | modify | 46 | 0.10 | 116.046 | 116.670 | 114.150 | ||
| 145 | 2007.08.29 00:00 | modify | 46 | 0.10 | 116.046 | 116.480 | 114.150 | ||
| 146 | 2007.08.29 00:13 | t/p | 46 | 0.10 | 114.156 | 116.480 | 114.150 | 18900.00 | 276710.00 |
| 147 | 2007.08.31 18:00 | sell | 47 | 0.10 | 115.892 | 116.540 | 114.000 | ||
| 148 | 2007.09.04 18:00 | close | 47 | 0.10 | 116.204 | 116.540 | 114.000 | -3120.00 | 273590.00 |
| 149 | 2007.09.04 18:00 | buy | 48 | 0.10 | 116.219 | 114.310 | 118.010 | ||
| 150 | 2007.09.07 15:32 | s/l | 48 | 0.10 | 114.311 | 114.310 | 118.010 | -19080.00 | 254510.00 |
1ページ目次へ