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 | |
| # | 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 |
| 151 | 2007.09.11 09:00 | buy | 49 | 0.10 | 113.835 | 111.945 | 115.645 | ||
| 152 | 2007.09.13 17:00 | modify | 49 | 0.10 | 113.835 | 112.880 | 115.645 | ||
| 153 | 2007.09.13 18:00 | modify | 49 | 0.10 | 113.835 | 113.050 | 115.645 | ||
| 154 | 2007.09.13 19:00 | modify | 49 | 0.10 | 113.835 | 113.320 | 115.645 | ||
| 155 | 2007.09.18 15:38 | t/p | 49 | 0.10 | 115.646 | 113.320 | 115.645 | 18110.00 | 272620.00 |
| 156 | 2007.09.18 16:00 | buy | 50 | 0.10 | 115.665 | 113.770 | 117.470 | ||
| 157 | 2007.10.05 17:00 | modify | 50 | 0.10 | 115.665 | 114.970 | 117.470 | ||
| 158 | 2007.10.08 02:00 | modify | 50 | 0.10 | 115.665 | 115.030 | 117.470 | ||
| 159 | 2007.10.08 06:00 | modify | 50 | 0.10 | 115.665 | 115.070 | 117.470 | ||
| 160 | 2007.10.08 13:00 | modify | 50 | 0.10 | 115.665 | 115.240 | 117.470 | ||
| 161 | 2007.10.08 14:00 | modify | 50 | 0.10 | 115.665 | 115.305 | 117.470 | ||
| 162 | 2007.10.08 14:49 | t/p | 50 | 0.10 | 117.468 | 115.305 | 117.470 | 18030.00 | 290650.00 |
| 163 | 2007.10.09 05:00 | sell | 51 | 0.10 | 117.174 | 119.070 | 115.370 | ||
| 164 | 2007.10.18 15:00 | modify | 51 | 0.10 | 117.174 | 118.150 | 115.370 | ||
| 165 | 2007.10.18 15:10 | t/p | 51 | 0.10 | 115.369 | 118.150 | 115.370 | 18050.00 | 308700.00 |
| 166 | 2007.10.22 20:00 | buy | 52 | 0.10 | 114.310 | 112.420 | 116.120 | ||
| 167 | 2007.10.31 19:00 | modify | 52 | 0.10 | 114.310 | 113.320 | 116.120 | ||
| 168 | 2007.11.01 01:00 | modify | 52 | 0.10 | 114.310 | 113.330 | 116.120 | ||
| 169 | 2007.11.01 05:00 | modify | 52 | 0.10 | 114.310 | 113.380 | 116.120 | ||
| 170 | 2007.11.01 12:00 | modify | 52 | 0.10 | 114.310 | 113.455 | 116.120 | ||
| 171 | 2007.11.01 13:00 | modify | 52 | 0.10 | 114.310 | 113.545 | 116.120 | ||
| 172 | 2007.11.01 14:00 | modify | 52 | 0.10 | 114.310 | 113.615 | 116.120 | ||
| 173 | 2007.11.01 16:00 | modify | 52 | 0.10 | 114.310 | 113.800 | 116.120 | ||
| 174 | 2007.11.01 16:00 | close | 52 | 0.10 | 115.305 | 113.800 | 116.120 | 9950.00 | 318650.00 |
| 175 | 2007.11.02 16:00 | buy | 53 | 0.10 | 115.127 | 113.235 | 116.935 | ||
| 176 | 2007.11.07 12:01 | s/l | 53 | 0.10 | 113.231 | 113.235 | 116.935 | -18960.00 | 299690.00 |
| 177 | 2007.11.08 20:00 | sell | 54 | 0.10 | 112.464 | 113.100 | 110.560 | ||
| 178 | 2007.11.09 12:00 | close | 54 | 0.10 | 111.798 | 113.100 | 110.560 | 6660.00 | 306350.00 |
| 179 | 2007.11.15 09:00 | sell | 55 | 0.10 | 111.178 | 111.810 | 109.270 | ||
| 180 | 2007.11.20 23:00 | modify | 55 | 0.10 | 111.178 | 111.780 | 109.270 | ||
| 181 | 2007.11.21 06:34 | t/p | 55 | 0.10 | 109.267 | 111.780 | 109.270 | 19110.00 | 325460.00 |
| 182 | 2007.11.22 20:00 | sell | 56 | 0.10 | 108.424 | 109.065 | 106.525 | ||
| 183 | 2007.11.23 06:00 | close | 56 | 0.10 | 107.803 | 109.065 | 106.525 | 6210.00 | 331670.00 |
| 184 | 2007.11.26 16:00 | sell | 57 | 0.10 | 108.273 | 108.905 | 106.365 | ||
| 185 | 2007.11.27 23:28 | s/l | 57 | 0.10 | 108.905 | 108.905 | 106.365 | -6320.00 | 325350.00 |
| 186 | 2007.11.30 03:00 | buy | 58 | 0.10 | 110.131 | 108.240 | 111.940 | ||
| 187 | 2007.11.30 17:00 | close | 58 | 0.10 | 110.877 | 108.240 | 111.940 | 7460.00 | 332810.00 |
| 188 | 2007.12.05 05:00 | buy | 59 | 0.10 | 110.076 | 108.175 | 111.875 | ||
| 189 | 2007.12.06 19:00 | modify | 59 | 0.10 | 110.076 | 109.235 | 111.875 | ||
| 190 | 2007.12.06 23:00 | modify | 59 | 0.10 | 110.076 | 109.295 | 111.875 | ||
| 191 | 2007.12.07 13:00 | modify | 59 | 0.10 | 110.076 | 109.320 | 111.875 | ||
| 192 | 2007.12.07 14:00 | modify | 59 | 0.10 | 110.076 | 109.395 | 111.875 | ||
| 193 | 2007.12.07 15:00 | modify | 59 | 0.10 | 110.076 | 109.420 | 111.875 | ||
| 194 | 2007.12.07 17:00 | modify | 59 | 0.10 | 110.076 | 109.505 | 111.875 | ||
| 195 | 2007.12.07 19:00 | modify | 59 | 0.10 | 110.076 | 109.555 | 111.875 | ||
| 196 | 2007.12.07 20:00 | modify | 59 | 0.10 | 110.076 | 109.610 | 111.875 | ||
| 197 | 2007.12.10 09:00 | modify | 59 | 0.10 | 110.076 | 109.650 | 111.875 | ||
| 198 | 2007.12.10 14:15 | t/p | 59 | 0.10 | 111.880 | 109.650 | 111.875 | 18040.00 | 350850.00 |
| 199 | 2007.12.10 15:00 | buy | 60 | 0.10 | 111.760 | 109.870 | 113.570 | ||
| 200 | 2007.12.14 16:00 | modify | 60 | 0.10 | 111.760 | 110.970 | 113.570 | ||
| 201 | 2007.12.14 18:00 | close | 60 | 0.10 | 113.336 | 110.970 | 113.570 | 15760.00 | 366610.00 |
| 202 | 2007.12.17 14:00 | buy | 61 | 0.10 | 113.454 | 111.545 | 115.245 | ||
| 203 | 2007.12.26 16:00 | close | 61 | 0.10 | 114.067 | 111.545 | 115.245 | 6130.00 | 372740.00 |
| 204 | 2007.12.26 16:00 | sell | 62 | 0.10 | 114.060 | 115.960 | 112.260 | ||
| 205 | 2007.12.28 14:00 | modify | 62 | 0.10 | 114.060 | 115.055 | 112.260 | ||
| 206 | 2007.12.28 15:00 | modify | 62 | 0.10 | 114.060 | 114.945 | 112.260 | ||
| 207 | 2007.12.28 21:00 | modify | 62 | 0.10 | 114.060 | 114.890 | 112.260 | ||
| 208 | 2007.12.28 23:00 | modify | 62 | 0.10 | 114.060 | 114.880 | 112.260 | ||
| 209 | 2007.12.31 01:00 | modify | 62 | 0.10 | 114.060 | 114.750 | 112.260 | ||
| 210 | 2007.12.31 01:53 | t/p | 62 | 0.10 | 112.259 | 114.750 | 112.260 | 18010.00 | 390750.00 |
| 211 | 2008.01.08 09:00 | buy | 63 | 0.10 | 109.439 | 107.535 | 111.235 | ||
| 212 | 2008.01.14 13:38 | s/l | 63 | 0.10 | 107.534 | 107.535 | 111.235 | -19050.00 | 371700.00 |
| 213 | 2008.01.15 09:00 | sell | 64 | 0.10 | 107.685 | 108.320 | 105.780 | ||
| 214 | 2008.01.15 16:00 | close | 64 | 0.10 | 106.778 | 108.320 | 105.780 | 9070.00 | 380770.00 |
| 215 | 2008.01.17 23:00 | sell | 65 | 0.10 | 106.677 | 107.325 | 104.785 | ||
| 216 | 2008.01.18 09:08 | s/l | 65 | 0.10 | 107.316 | 107.325 | 104.785 | -6390.00 | 374380.00 |
| 217 | 2008.01.18 22:00 | sell | 66 | 0.10 | 106.655 | 107.285 | 104.745 | ||
| 218 | 2008.01.23 02:18 | s/l | 66 | 0.10 | 107.275 | 107.285 | 104.745 | -6200.00 | 368180.00 |
| 219 | 2008.01.23 12:00 | sell | 67 | 0.10 | 106.199 | 106.840 | 104.300 | ||
| 220 | 2008.01.23 23:40 | s/l | 67 | 0.10 | 106.832 | 106.840 | 104.300 | -6330.00 | 361850.00 |
| 221 | 2008.01.24 21:00 | buy | 68 | 0.10 | 106.816 | 104.935 | 108.615 | ||
| 222 | 2008.01.31 17:00 | close | 68 | 0.10 | 105.984 | 104.935 | 108.615 | -8320.00 | 353530.00 |
| 223 | 2008.01.31 17:00 | sell | 69 | 0.10 | 105.976 | 106.620 | 104.080 | ||
| 224 | 2008.01.31 18:32 | s/l | 69 | 0.10 | 106.612 | 106.620 | 104.080 | -6360.00 | 347170.00 |
| 225 | 2008.01.31 19:00 | buy | 70 | 0.10 | 106.762 | 104.945 | 108.565 | ||
| 226 | 2008.02.13 17:00 | modify | 70 | 0.10 | 106.762 | 106.010 | 108.565 | ||
| 227 | 2008.02.13 18:00 | modify | 70 | 0.10 | 106.762 | 106.205 | 108.565 | ||
| 228 | 2008.02.14 01:00 | modify | 70 | 0.10 | 106.762 | 106.230 | 108.565 | ||
| 229 | 2008.02.14 16:05 | t/p | 70 | 0.10 | 108.572 | 106.230 | 108.565 | 18100.00 | 365270.00 |
| 230 | 2008.02.14 17:00 | buy | 71 | 0.10 | 108.440 | 106.530 | 110.230 | ||
| 231 | 2008.02.27 10:40 | s/l | 71 | 0.10 | 106.520 | 106.530 | 110.230 | -19200.00 | 346070.00 |
| 232 | 2008.02.28 11:00 | buy | 72 | 0.10 | 106.559 | 104.935 | 108.350 | ||
| 233 | 2008.02.29 01:46 | s/l | 72 | 0.10 | 104.940 | 104.935 | 108.350 | -16190.00 | 329880.00 |
| 234 | 2008.03.04 13:00 | sell | 73 | 0.10 | 103.044 | 103.680 | 101.140 | ||
| 235 | 2008.03.05 09:16 | s/l | 73 | 0.10 | 103.672 | 103.680 | 101.140 | -6280.00 | 323600.00 |
| 236 | 2008.03.05 18:00 | buy | 74 | 0.10 | 103.971 | 102.605 | 105.780 | ||
| 237 | 2008.03.06 10:00 | close | 74 | 0.10 | 103.574 | 102.605 | 105.780 | -3970.00 | 319630.00 |
| 238 | 2008.03.06 10:00 | sell | 75 | 0.10 | 103.561 | 104.210 | 101.670 | ||
| 239 | 2008.03.07 12:00 | modify | 75 | 0.10 | 103.561 | 104.135 | 101.670 | ||
| 240 | 2008.03.07 13:00 | modify | 75 | 0.10 | 103.561 | 104.065 | 101.670 | ||
| 241 | 2008.03.07 14:00 | modify | 75 | 0.10 | 103.561 | 104.010 | 101.670 | ||
| 242 | 2008.03.07 15:00 | close | 75 | 0.10 | 102.237 | 104.010 | 101.670 | 13240.00 | 332870.00 |
| 243 | 2008.03.10 19:00 | sell | 76 | 0.10 | 101.801 | 102.450 | 99.910 | ||
| 244 | 2008.03.11 15:30 | s/l | 76 | 0.10 | 102.451 | 102.450 | 99.910 | -6500.00 | 326370.00 |
| 245 | 2008.03.12 14:00 | sell | 77 | 0.10 | 102.723 | 103.360 | 100.820 | ||
| 246 | 2008.03.13 06:10 | t/p | 77 | 0.10 | 100.822 | 103.360 | 100.820 | 19010.00 | 345380.00 |
| 247 | 2008.03.25 16:00 | sell | 78 | 0.10 | 100.009 | 100.650 | 98.110 | ||
| 248 | 2008.04.01 13:21 | s/l | 78 | 0.10 | 100.656 | 100.650 | 98.110 | -6470.00 | 338910.00 |
| 249 | 2008.04.03 17:00 | sell | 79 | 0.10 | 102.181 | 102.830 | 100.290 | ||
| 250 | 2008.04.07 10:23 | s/l | 79 | 0.10 | 102.835 | 102.830 | 100.290 | -6540.00 | 332370.00 |
| 251 | 2008.04.08 00:00 | sell | 80 | 0.10 | 102.390 | 102.965 | 100.480 | ||
| 252 | 2008.04.10 10:00 | modify | 80 | 0.10 | 102.390 | 102.900 | 100.480 | ||
| 253 | 2008.04.10 10:00 | close | 80 | 0.10 | 101.198 | 102.900 | 100.480 | 11920.00 | 344290.00 |
| 254 | 2008.04.15 02:00 | buy | 81 | 0.10 | 101.178 | 99.280 | 102.980 | ||
| 255 | 2008.04.17 11:00 | close | 81 | 0.10 | 101.770 | 99.280 | 102.980 | 5920.00 | 350210.00 |
| 256 | 2008.04.17 13:00 | buy | 82 | 0.10 | 102.123 | 100.215 | 103.915 | ||
| 257 | 2008.04.18 14:56 | t/p | 82 | 0.10 | 103.910 | 100.215 | 103.915 | 17870.00 | 368080.00 |
| 258 | 2008.04.22 16:00 | buy | 83 | 0.10 | 103.294 | 101.385 | 105.085 | ||
| 259 | 2008.04.24 21:00 | modify | 83 | 0.10 | 103.294 | 102.300 | 105.085 | ||
| 260 | 2008.04.25 12:00 | modify | 83 | 0.10 | 103.294 | 102.600 | 105.085 | ||
| 261 | 2008.04.25 18:00 | close | 83 | 0.10 | 104.110 | 102.600 | 105.085 | 8160.00 | 376240.00 |
| 262 | 2008.04.25 18:01 | sell | 84 | 0.10 | 104.161 | 106.020 | 102.320 | ||
| 263 | 2008.05.09 14:00 | modify | 84 | 0.10 | 104.161 | 105.110 | 102.320 | ||
| 264 | 2008.05.09 15:00 | modify | 84 | 0.10 | 104.161 | 105.100 | 102.320 | ||
| 265 | 2008.05.09 16:00 | modify | 84 | 0.10 | 104.161 | 104.910 | 102.320 | ||
| 266 | 2008.05.12 02:00 | close | 84 | 0.10 | 102.892 | 104.910 | 102.320 | 12690.00 | 388930.00 |
| 267 | 2008.05.13 11:00 | sell | 85 | 0.10 | 103.619 | 105.510 | 101.810 | ||
| 268 | 2008.05.29 18:49 | s/l | 85 | 0.10 | 105.514 | 105.510 | 101.810 | -18950.00 | 369980.00 |
| 269 | 2008.05.30 10:00 | sell | 86 | 0.10 | 105.347 | 107.240 | 103.540 | ||
| 270 | 2008.06.02 21:00 | modify | 86 | 0.10 | 105.347 | 106.310 | 103.540 | ||
| 271 | 2008.06.03 11:00 | modify | 86 | 0.10 | 105.347 | 106.115 | 103.540 | ||
| 272 | 2008.06.03 13:00 | modify | 86 | 0.10 | 105.347 | 106.070 | 103.540 | ||
| 273 | 2008.06.05 11:10 | s/l | 86 | 0.10 | 106.070 | 106.070 | 103.540 | -7230.00 | 362750.00 |
| 274 | 2008.06.06 17:00 | sell | 87 | 0.10 | 105.640 | 106.440 | 103.845 | ||
| 275 | 2008.06.09 03:00 | close | 87 | 0.10 | 104.855 | 106.440 | 103.845 | 7850.00 | 370600.00 |
| 276 | 2008.06.10 18:00 | buy | 88 | 0.10 | 107.192 | 106.550 | 109.090 | ||
| 277 | 2008.06.11 09:00 | close | 88 | 0.10 | 107.713 | 106.550 | 109.090 | 5210.00 | 375810.00 |
| 278 | 2008.06.12 08:00 | buy | 89 | 0.10 | 107.329 | 106.680 | 109.220 | ||
| 279 | 2008.06.20 14:00 | close | 89 | 0.10 | 107.537 | 106.680 | 109.220 | 2080.00 | 377890.00 |
| 280 | 2008.06.20 14:00 | sell | 90 | 0.10 | 107.537 | 108.610 | 105.740 | ||
| 281 | 2008.06.23 12:00 | close | 90 | 0.10 | 107.733 | 108.610 | 105.740 | -1960.00 | 375930.00 |
| 282 | 2008.06.23 12:00 | buy | 91 | 0.10 | 107.747 | 107.100 | 109.640 | ||
| 283 | 2008.06.25 04:00 | close | 91 | 0.10 | 107.749 | 107.100 | 109.640 | 20.00 | 375950.00 |
| 284 | 2008.06.25 04:00 | sell | 92 | 0.10 | 107.744 | 108.610 | 105.940 | ||
| 285 | 2008.06.25 10:00 | close | 92 | 0.10 | 107.918 | 108.610 | 105.940 | -1740.00 | 374210.00 |
| 286 | 2008.06.25 10:00 | buy | 93 | 0.10 | 107.921 | 107.280 | 109.820 | ||
| 287 | 2008.06.25 23:00 | close | 93 | 0.10 | 107.751 | 107.280 | 109.820 | -1700.00 | 372510.00 |
| 288 | 2008.06.25 23:00 | sell | 94 | 0.10 | 107.753 | 108.610 | 105.955 | ||
| 289 | 2008.06.26 10:00 | close | 94 | 0.10 | 108.177 | 108.610 | 105.955 | -4240.00 | 368270.00 |
| 290 | 2008.06.26 10:00 | buy | 95 | 0.10 | 108.167 | 107.525 | 110.065 | ||
| 291 | 2008.06.26 13:00 | close | 95 | 0.10 | 107.660 | 107.525 | 110.065 | -5070.00 | 363200.00 |
| 292 | 2008.06.26 13:00 | sell | 96 | 0.10 | 107.672 | 108.610 | 105.860 | ||
| 293 | 2008.06.27 12:00 | modify | 96 | 0.10 | 107.672 | 108.445 | 105.860 | ||
| 294 | 2008.06.27 13:00 | modify | 96 | 0.10 | 107.672 | 108.350 | 105.860 | ||
| 295 | 2008.06.27 16:00 | modify | 96 | 0.10 | 107.672 | 108.270 | 105.860 | ||
| 296 | 2008.06.27 19:00 | modify | 96 | 0.10 | 107.672 | 108.230 | 105.860 | ||
| 297 | 2008.06.27 22:00 | modify | 96 | 0.10 | 107.672 | 108.060 | 105.860 | ||
| 298 | 2008.06.27 22:00 | close | 96 | 0.10 | 106.244 | 108.060 | 105.860 | 14280.00 | 377480.00 |
| 299 | 2008.06.30 08:00 | sell | 97 | 0.10 | 106.011 | 107.920 | 104.220 | ||
| 300 | 2008.06.30 11:00 | close | 97 | 0.10 | 105.323 | 107.920 | 104.220 | 6880.00 | 384360.00 |