Strategy Tester Report
EA_BBHLband_H1_forEJ_1.02
| 通貨ペア | EURJPY (Euro 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=44111101; MagicNumberS=44111201; 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=185; 最大ストップロス=310; | ||||
| テストバー数 | 97033 | モデルティック数 | 392565515 | 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 | 1840990.00 | 総利益 | 4592140.00 | 総損失 | -2751150.00 |
| プロフィットファクタ | 1.67 | 期待利得 | 2546.32 | ||
| 絶対ドローダウン | 300.00 | 最大ドローダウン | 97530.00 (4.93%) | 相対ドローダウン | 26.86% (84640.00) |
| 総取引数 | 723 | 売りポジション(勝率%） | 362 (66.85%) | 買いポジション(勝率%） | 361 (67.04%) |
| 勝率(%) | 484 (66.94%) | 負率 (%) | 239 (33.06%) | ||
| 最大 | 勝トレード | 34650.00 | 敗トレード | -30230.00 | |
| 平均 | 勝トレード | 9487.89 | 敗トレード | -11511.09 | |
| 最大 | 連勝(金額) | 21 (218130.00) | 連敗(金額) | 6 (-59770.00) | |
| 最大 | 連勝(トレード数) | 218130.00 (21) | 連敗(トレード数) | -62590.00 (5) | |
| 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 |
| 1351 | 2018.07.23 03:08 | t/p | 560 | 0.10 | 130.269 | 131.954 | 130.266 | 10620.00 | 1783250.00 |
| 1352 | 2018.07.23 04:00 | sell | 561 | 0.10 | 130.289 | 131.954 | 129.233 | ||
| 1353 | 2018.07.26 19:00 | modify | 561 | 0.10 | 130.289 | 130.079 | 129.233 | ||
| 1354 | 2018.07.27 04:55 | t/p | 561 | 0.10 | 129.234 | 130.079 | 129.233 | 10550.00 | 1793800.00 |
| 1355 | 2018.08.07 22:00 | buy | 562 | 0.10 | 129.184 | 128.547 | 130.231 | ||
| 1356 | 2018.08.09 04:22 | s/l | 562 | 0.10 | 128.541 | 128.547 | 130.231 | -6430.00 | 1787370.00 |
| 1357 | 2018.08.17 22:00 | buy | 563 | 0.10 | 126.576 | 124.941 | 127.619 | ||
| 1358 | 2018.08.21 19:55 | t/p | 563 | 0.10 | 127.623 | 124.941 | 127.619 | 10470.00 | 1797840.00 |
| 1359 | 2018.08.21 20:00 | buy | 564 | 0.10 | 127.700 | 124.941 | 128.740 | ||
| 1360 | 2018.08.23 17:39 | t/p | 564 | 0.10 | 128.748 | 124.941 | 128.740 | 10480.00 | 1808320.00 |
| 1361 | 2018.08.30 19:00 | sell | 565 | 0.10 | 129.462 | 130.834 | 128.417 | ||
| 1362 | 2018.09.03 07:00 | modify | 565 | 0.10 | 129.462 | 129.222 | 128.417 | ||
| 1363 | 2018.09.04 16:49 | t/p | 565 | 0.10 | 128.402 | 129.222 | 128.417 | 10600.00 | 1818920.00 |
| 1364 | 2018.09.20 18:00 | buy | 566 | 0.10 | 132.121 | 130.822 | 133.974 | ||
| 1365 | 2018.09.21 11:00 | modify | 566 | 0.10 | 132.121 | 132.387 | 133.974 | ||
| 1366 | 2018.09.21 11:00 | close | 566 | 0.10 | 132.698 | 132.387 | 133.974 | 5770.00 | 1824690.00 |
| 1367 | 2018.09.21 11:00 | buy | 567 | 0.10 | 132.703 | 130.953 | 134.562 | ||
| 1368 | 2018.09.26 23:00 | close | 567 | 0.10 | 132.372 | 130.953 | 134.562 | -3310.00 | 1821380.00 |
| 1369 | 2018.09.26 23:00 | sell | 568 | 0.10 | 132.387 | 133.100 | 131.332 | ||
| 1370 | 2018.09.28 13:07 | t/p | 568 | 0.10 | 131.323 | 133.100 | 131.332 | 10640.00 | 1832020.00 |
| 1371 | 2018.09.28 14:00 | sell | 569 | 0.10 | 131.370 | 133.100 | 130.315 | ||
| 1372 | 2018.10.08 11:34 | t/p | 569 | 0.10 | 130.322 | 133.100 | 130.315 | 10480.00 | 1842500.00 |
| 1373 | 2018.10.17 03:00 | buy | 570 | 0.10 | 130.075 | 129.165 | 131.115 | ||
| 1374 | 2018.10.18 09:20 | s/l | 570 | 0.10 | 129.165 | 129.165 | 131.115 | -9100.00 | 1833400.00 |
| 1375 | 2018.10.22 10:00 | buy | 571 | 0.10 | 130.131 | 128.361 | 131.191 | ||
| 1376 | 2018.10.23 17:03 | s/l | 571 | 0.10 | 128.350 | 128.361 | 131.191 | -17810.00 | 1815590.00 |
| 1377 | 2018.10.24 21:00 | sell | 572 | 0.10 | 127.983 | 129.349 | 126.141 | ||
| 1378 | 2018.10.26 14:00 | modify | 572 | 0.10 | 127.983 | 127.697 | 126.141 | ||
| 1379 | 2018.10.26 19:00 | close | 572 | 0.10 | 127.150 | 127.697 | 126.141 | 8330.00 | 1823920.00 |
| 1380 | 2018.10.30 06:00 | buy | 573 | 0.10 | 128.232 | 126.672 | 129.277 | ||
| 1381 | 2018.11.02 10:00 | modify | 573 | 0.10 | 128.232 | 128.469 | 129.277 | ||
| 1382 | 2018.11.02 10:09 | t/p | 573 | 0.10 | 129.292 | 128.469 | 129.277 | 10600.00 | 1834520.00 |
| 1383 | 2018.11.02 11:00 | buy | 574 | 0.10 | 129.216 | 126.672 | 130.261 | ||
| 1384 | 2018.11.07 17:00 | modify | 574 | 0.10 | 129.216 | 129.423 | 130.261 | ||
| 1385 | 2018.11.08 22:06 | s/l | 574 | 0.10 | 129.432 | 129.423 | 130.261 | 2160.00 | 1836680.00 |
| 1386 | 2018.12.03 00:01 | sell | 575 | 0.10 | 128.999 | 129.264 | 127.960 | ||
| 1387 | 2018.12.04 19:09 | t/p | 575 | 0.10 | 127.970 | 129.264 | 127.960 | 10290.00 | 1846970.00 |
| 1388 | 2018.12.20 12:00 | buy | 576 | 0.10 | 128.253 | 127.502 | 129.296 | ||
| 1389 | 2018.12.20 17:32 | s/l | 576 | 0.10 | 127.500 | 127.502 | 129.296 | -7530.00 | 1839440.00 |
| 1390 | 2018.12.27 08:00 | buy | 577 | 0.10 | 126.666 | 125.487 | 127.711 | ||
| 1391 | 2018.12.31 17:57 | s/l | 577 | 0.10 | 125.481 | 125.487 | 127.711 | -11850.00 | 1827590.00 |
| 1392 | 2019.01.07 17:00 | buy | 578 | 0.10 | 124.206 | 121.213 | 125.263 | ||
| 1393 | 2019.01.10 03:00 | modify | 578 | 0.10 | 124.206 | 124.406 | 125.263 | ||
| 1394 | 2019.01.10 16:46 | s/l | 578 | 0.10 | 124.404 | 124.406 | 125.263 | 1980.00 | 1829570.00 |
| 1395 | 2019.01.17 22:00 | buy | 579 | 0.10 | 124.419 | 123.438 | 125.477 | ||
| 1396 | 2019.01.29 13:00 | modify | 579 | 0.10 | 124.419 | 124.621 | 125.477 | ||
| 1397 | 2019.01.31 12:01 | s/l | 579 | 0.10 | 124.615 | 124.621 | 125.477 | 1960.00 | 1831530.00 |
| 1398 | 2019.02.06 03:00 | sell | 580 | 0.10 | 125.289 | 125.915 | 124.240 | ||
| 1399 | 2019.02.07 15:00 | modify | 580 | 0.10 | 125.289 | 125.016 | 124.240 | ||
| 1400 | 2019.02.08 18:06 | t/p | 580 | 0.10 | 124.242 | 125.016 | 124.240 | 10470.00 | 1842000.00 |
| 1401 | 2019.02.20 03:00 | buy | 581 | 0.10 | 125.719 | 124.808 | 127.560 | ||
| 1402 | 2019.02.22 23:00 | close | 581 | 0.10 | 125.417 | 124.808 | 127.560 | -3020.00 | 1838980.00 |
| 1403 | 2019.02.22 23:00 | sell | 582 | 0.10 | 125.409 | 125.906 | 124.366 | ||
| 1404 | 2019.02.25 13:44 | s/l | 582 | 0.10 | 125.917 | 125.906 | 124.366 | -5080.00 | 1833900.00 |
| 1405 | 2019.02.25 19:00 | buy | 583 | 0.10 | 126.033 | 125.400 | 127.874 | ||
| 1406 | 2019.03.01 05:00 | modify | 583 | 0.10 | 126.033 | 126.365 | 127.874 | ||
| 1407 | 2019.03.01 19:00 | close | 583 | 0.10 | 127.288 | 126.365 | 127.874 | 12550.00 | 1846450.00 |
| 1408 | 2019.03.05 18:00 | sell | 584 | 0.10 | 126.511 | 127.469 | 125.453 | ||
| 1409 | 2019.03.07 16:42 | t/p | 584 | 0.10 | 125.443 | 127.469 | 125.453 | 10680.00 | 1857130.00 |
| 1410 | 2019.03.19 06:00 | sell | 585 | 0.10 | 126.125 | 126.661 | 125.079 | ||
| 1411 | 2019.03.20 03:35 | s/l | 585 | 0.10 | 126.667 | 126.661 | 125.079 | -5420.00 | 1851710.00 |
| 1412 | 2019.03.21 10:00 | sell | 586 | 0.10 | 126.174 | 126.759 | 125.114 | ||
| 1413 | 2019.03.22 11:44 | t/p | 586 | 0.10 | 125.114 | 126.759 | 125.114 | 10600.00 | 1862310.00 |
| 1414 | 2019.04.01 01:00 | buy | 587 | 0.10 | 124.613 | 123.725 | 125.643 | ||
| 1415 | 2019.04.05 11:00 | modify | 587 | 0.10 | 124.613 | 124.829 | 125.643 | ||
| 1416 | 2019.04.10 16:15 | s/l | 587 | 0.10 | 124.834 | 124.829 | 125.643 | 2210.00 | 1864520.00 |
| 1417 | 2019.04.16 21:00 | sell | 588 | 0.10 | 126.384 | 126.762 | 125.342 | ||
| 1418 | 2019.04.17 10:31 | s/l | 588 | 0.10 | 126.768 | 126.762 | 125.342 | -3840.00 | 1860680.00 |
| 1419 | 2019.04.18 05:00 | sell | 589 | 0.10 | 126.353 | 126.779 | 125.298 | ||
| 1420 | 2019.04.23 17:33 | t/p | 589 | 0.10 | 125.288 | 126.779 | 125.298 | 10650.00 | 1871330.00 |
| 1421 | 2019.04.29 18:00 | buy | 590 | 0.10 | 124.904 | 124.129 | 125.955 | ||
| 1422 | 2019.05.06 00:00 | s/l | 590 | 0.10 | 123.534 | 124.129 | 125.955 | -13700.00 | 1857630.00 |
| 1423 | 2019.05.10 05:00 | buy | 591 | 0.10 | 123.596 | 122.525 | 124.655 | ||
| 1424 | 2019.05.15 12:42 | s/l | 591 | 0.10 | 122.520 | 122.525 | 124.655 | -10760.00 | 1846870.00 |
| 1425 | 2019.05.20 03:00 | buy | 592 | 0.10 | 123.019 | 122.120 | 124.067 | ||
| 1426 | 2019.05.28 22:36 | s/l | 592 | 0.10 | 122.120 | 122.120 | 124.067 | -8990.00 | 1837880.00 |
| 1427 | 2019.06.04 18:00 | buy | 593 | 0.10 | 121.680 | 120.825 | 122.739 | ||
| 1428 | 2019.06.07 21:00 | modify | 593 | 0.10 | 121.680 | 122.008 | 122.739 | ||
| 1429 | 2019.06.10 00:00 | t/p | 593 | 0.10 | 122.839 | 122.008 | 122.739 | 11590.00 | 1849470.00 |
| 1430 | 2019.06.20 13:00 | buy | 594 | 0.10 | 121.886 | 121.105 | 122.943 | ||
| 1431 | 2019.06.20 19:21 | s/l | 594 | 0.10 | 121.113 | 121.105 | 122.943 | -7730.00 | 1841740.00 |
| 1432 | 2019.06.21 17:00 | buy | 595 | 0.10 | 121.860 | 120.991 | 122.917 | ||
| 1433 | 2019.06.27 07:00 | modify | 595 | 0.10 | 121.860 | 122.113 | 122.917 | ||
| 1434 | 2019.07.01 00:01 | t/p | 595 | 0.10 | 122.916 | 122.113 | 122.917 | 10560.00 | 1852300.00 |
| 1435 | 2019.07.05 11:00 | buy | 596 | 0.10 | 121.753 | 121.357 | 122.806 | ||
| 1436 | 2019.07.16 12:09 | s/l | 596 | 0.10 | 121.350 | 121.357 | 122.806 | -4030.00 | 1848270.00 |
| 1437 | 2019.07.25 17:00 | buy | 597 | 0.10 | 121.309 | 120.091 | 122.358 | ||
| 1438 | 2019.08.01 15:22 | s/l | 597 | 0.10 | 120.094 | 120.091 | 122.358 | -12150.00 | 1836120.00 |
| 1439 | 2019.08.06 07:00 | buy | 598 | 0.10 | 119.428 | 117.716 | 120.470 | ||
| 1440 | 2019.08.12 11:06 | s/l | 598 | 0.10 | 117.712 | 117.716 | 120.470 | -17160.00 | 1818960.00 |
| 1441 | 2019.08.13 18:00 | buy | 599 | 0.10 | 119.311 | 117.557 | 120.362 | ||
| 1442 | 2019.08.23 18:02 | s/l | 599 | 0.10 | 117.562 | 117.557 | 120.362 | -17490.00 | 1801470.00 |
| 1443 | 2019.08.29 12:00 | buy | 600 | 0.10 | 117.724 | 116.602 | 118.771 | ||
| 1444 | 2019.09.02 00:00 | s/l | 600 | 0.10 | 116.548 | 116.602 | 118.771 | -11760.00 | 1789710.00 |
| 1445 | 2019.09.04 11:00 | buy | 601 | 0.10 | 116.790 | 115.905 | 117.833 | ||
| 1446 | 2019.09.05 06:00 | modify | 601 | 0.10 | 116.790 | 117.065 | 117.833 | ||
| 1447 | 2019.09.05 13:34 | t/p | 601 | 0.10 | 117.830 | 117.065 | 117.833 | 10400.00 | 1800110.00 |
| 1448 | 2019.09.05 14:00 | buy | 602 | 0.10 | 117.915 | 115.905 | 118.958 | ||
| 1449 | 2019.09.11 01:00 | modify | 602 | 0.10 | 117.915 | 118.161 | 118.958 | ||
| 1450 | 2019.09.11 05:31 | t/p | 602 | 0.10 | 118.968 | 118.161 | 118.958 | 10530.00 | 1810640.00 |
| 1451 | 2019.09.12 19:00 | buy | 603 | 0.10 | 119.591 | 117.593 | 121.433 | ||
| 1452 | 2019.09.20 15:00 | close | 603 | 0.10 | 119.093 | 117.593 | 121.433 | -4980.00 | 1805660.00 |
| 1453 | 2019.09.20 15:00 | sell | 604 | 0.10 | 119.107 | 119.979 | 118.051 | ||
| 1454 | 2019.09.23 10:33 | t/p | 604 | 0.10 | 118.050 | 119.979 | 118.051 | 10570.00 | 1816230.00 |
| 1455 | 2019.10.07 16:00 | buy | 605 | 0.10 | 117.589 | 117.113 | 118.635 | ||
| 1456 | 2019.10.10 14:00 | modify | 605 | 0.10 | 117.589 | 117.849 | 118.635 | ||
| 1457 | 2019.10.10 15:44 | t/p | 605 | 0.10 | 118.626 | 117.849 | 118.635 | 10370.00 | 1826600.00 |
| 1458 | 2019.10.16 18:00 | buy | 606 | 0.10 | 120.282 | 119.161 | 122.126 | ||
| 1459 | 2019.10.17 07:00 | close | 606 | 0.10 | 120.492 | 119.161 | 122.126 | 2100.00 | 1828700.00 |
| 1460 | 2019.10.17 12:00 | buy | 607 | 0.10 | 120.683 | 119.786 | 122.537 | ||
| 1461 | 2019.10.22 16:00 | close | 607 | 0.10 | 120.760 | 119.786 | 122.537 | 770.00 | 1829470.00 |
| 1462 | 2019.10.22 16:00 | sell | 608 | 0.10 | 120.764 | 121.442 | 119.708 | ||
| 1463 | 2019.10.31 00:25 | s/l | 608 | 0.10 | 121.447 | 121.442 | 119.708 | -6830.00 | 1822640.00 |
| 1464 | 2019.10.31 15:00 | sell | 609 | 0.10 | 120.641 | 121.438 | 119.596 | ||
| 1465 | 2019.11.13 16:00 | modify | 609 | 0.10 | 120.641 | 120.400 | 119.596 | ||
| 1466 | 2019.11.13 17:34 | t/p | 609 | 0.10 | 119.604 | 120.400 | 119.596 | 10370.00 | 1833010.00 |
| 1467 | 2019.11.26 20:00 | buy | 610 | 0.10 | 120.212 | 119.703 | 121.262 | ||
| 1468 | 2019.12.12 16:36 | t/p | 610 | 0.10 | 121.257 | 119.703 | 121.262 | 10450.00 | 1843460.00 |
| 1469 | 2019.12.12 17:00 | buy | 611 | 0.10 | 121.215 | 120.413 | 123.055 | ||
| 1470 | 2019.12.13 02:00 | modify | 611 | 0.10 | 121.215 | 121.841 | 123.055 | ||
| 1471 | 2019.12.13 15:00 | close | 611 | 0.10 | 122.342 | 121.841 | 123.055 | 11270.00 | 1854730.00 |
| 1472 | 2019.12.18 19:00 | sell | 612 | 0.10 | 121.779 | 122.618 | 120.726 | ||
| 1473 | 2019.12.27 15:00 | close | 612 | 0.10 | 122.221 | 122.618 | 120.726 | -4420.00 | 1850310.00 |
| 1474 | 2019.12.27 15:00 | buy | 613 | 0.10 | 122.234 | 121.274 | 124.078 | ||
| 1475 | 2020.01.02 14:00 | close | 613 | 0.10 | 121.665 | 121.274 | 124.078 | -5690.00 | 1844620.00 |
| 1476 | 2020.01.02 14:00 | sell | 614 | 0.10 | 121.668 | 122.473 | 120.614 | ||
| 1477 | 2020.01.03 06:00 | modify | 614 | 0.10 | 121.668 | 121.328 | 120.614 | ||
| 1478 | 2020.01.03 09:17 | t/p | 614 | 0.10 | 120.617 | 121.328 | 120.614 | 10510.00 | 1855130.00 |
| 1479 | 2020.01.17 15:00 | sell | 615 | 0.10 | 122.309 | 122.840 | 121.269 | ||
| 1480 | 2020.01.23 07:00 | modify | 615 | 0.10 | 122.309 | 122.077 | 121.269 | ||
| 1481 | 2020.01.23 16:15 | t/p | 615 | 0.10 | 121.262 | 122.077 | 121.269 | 10470.00 | 1865600.00 |
| 1482 | 2020.01.24 19:00 | sell | 616 | 0.10 | 120.542 | 121.846 | 118.682 | ||
| 1483 | 2020.01.27 03:00 | close | 616 | 0.10 | 120.287 | 121.846 | 118.682 | 2550.00 | 1868150.00 |
| 1484 | 2020.01.27 04:00 | sell | 617 | 0.10 | 120.238 | 121.234 | 118.392 | ||
| 1485 | 2020.01.31 03:00 | close | 617 | 0.10 | 120.321 | 121.234 | 118.392 | -830.00 | 1867320.00 |
| 1486 | 2020.01.31 03:00 | buy | 618 | 0.10 | 120.308 | 119.816 | 121.365 | ||
| 1487 | 2020.02.10 18:19 | s/l | 618 | 0.10 | 119.807 | 119.816 | 121.365 | -5010.00 | 1862310.00 |
| 1488 | 2020.02.12 11:00 | buy | 619 | 0.10 | 120.265 | 119.633 | 121.314 | ||
| 1489 | 2020.02.12 21:19 | s/l | 619 | 0.10 | 119.627 | 119.633 | 121.314 | -6380.00 | 1855930.00 |
| 1490 | 2020.02.13 14:00 | sell | 620 | 0.10 | 119.115 | 120.272 | 117.264 | ||
| 1491 | 2020.02.18 07:00 | close | 620 | 0.10 | 118.856 | 120.272 | 117.264 | 2590.00 | 1858520.00 |
| 1492 | 2020.02.19 15:00 | buy | 621 | 0.10 | 119.341 | 118.503 | 120.395 | ||
| 1493 | 2020.02.19 21:42 | t/p | 621 | 0.10 | 120.407 | 118.503 | 120.395 | 10660.00 | 1869180.00 |
| 1494 | 2020.02.19 23:00 | buy | 622 | 0.10 | 120.268 | 118.503 | 121.317 | ||
| 1495 | 2020.02.20 16:50 | t/p | 622 | 0.10 | 121.323 | 118.503 | 121.317 | 10550.00 | 1879730.00 |
| 1496 | 2020.03.13 16:00 | buy | 623 | 0.10 | 119.213 | 116.222 | 120.272 | ||
| 1497 | 2020.03.13 22:58 | t/p | 623 | 0.10 | 120.282 | 116.222 | 120.272 | 10690.00 | 1890420.00 |
| 1498 | 2020.03.20 18:00 | buy | 624 | 0.10 | 118.897 | 116.917 | 119.937 | ||
| 1499 | 2020.03.23 19:00 | modify | 624 | 0.10 | 118.897 | 119.099 | 119.937 | ||
| 1500 | 2020.03.24 00:11 | s/l | 624 | 0.10 | 119.103 | 119.099 | 119.937 | 2060.00 | 1892480.00 |