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 |
| 1501 | 2020.03.27 05:00 | sell | 625 | 0.10 | 119.847 | 121.113 | 118.806 | ||
| 1502 | 2020.03.27 19:00 | close | 625 | 0.10 | 119.631 | 121.113 | 118.806 | 2160.00 | 1894640.00 |
| 1503 | 2020.04.06 04:00 | buy | 626 | 0.10 | 117.821 | 116.392 | 118.873 | ||
| 1504 | 2020.04.07 15:00 | modify | 626 | 0.10 | 117.821 | 118.062 | 118.873 | ||
| 1505 | 2020.04.07 15:48 | t/p | 626 | 0.10 | 118.870 | 118.062 | 118.873 | 10490.00 | 1905130.00 |
| 1506 | 2020.04.30 19:00 | buy | 627 | 0.10 | 116.952 | 115.490 | 118.001 | ||
| 1507 | 2020.05.05 18:16 | s/l | 627 | 0.10 | 115.488 | 115.490 | 118.001 | -14640.00 | 1890490.00 |
| 1508 | 2020.05.08 16:00 | buy | 628 | 0.10 | 115.593 | 114.467 | 116.643 | ||
| 1509 | 2020.05.11 18:00 | modify | 628 | 0.10 | 115.593 | 115.827 | 116.643 | ||
| 1510 | 2020.05.12 15:33 | t/p | 628 | 0.10 | 116.651 | 115.827 | 116.643 | 10580.00 | 1901070.00 |
| 1511 | 2020.05.22 07:00 | sell | 629 | 0.10 | 117.600 | 118.495 | 116.559 | ||
| 1512 | 2020.05.27 12:46 | s/l | 629 | 0.10 | 118.498 | 118.495 | 116.559 | -8980.00 | 1892090.00 |
| 1513 | 2020.05.27 13:00 | buy | 630 | 0.10 | 118.707 | 117.373 | 120.554 | ||
| 1514 | 2020.05.29 18:00 | modify | 630 | 0.10 | 118.707 | 118.980 | 120.554 | ||
| 1515 | 2020.06.02 15:00 | t/p | 630 | 0.10 | 120.559 | 118.980 | 120.554 | 18520.00 | 1910610.00 |
| 1516 | 2020.06.02 15:00 | buy | 631 | 0.10 | 120.560 | 119.463 | 122.381 | ||
| 1517 | 2020.06.02 19:00 | modify | 631 | 0.10 | 120.560 | 120.820 | 122.381 | ||
| 1518 | 2020.06.03 18:28 | t/p | 631 | 0.10 | 122.374 | 120.820 | 122.381 | 18140.00 | 1928750.00 |
| 1519 | 2020.06.03 19:00 | buy | 632 | 0.10 | 122.462 | 119.663 | 124.307 | ||
| 1520 | 2020.06.04 19:00 | modify | 632 | 0.10 | 122.462 | 123.046 | 124.307 | ||
| 1521 | 2020.06.05 08:56 | t/p | 632 | 0.10 | 124.306 | 123.046 | 124.307 | 18440.00 | 1947190.00 |
| 1522 | 2020.06.05 09:00 | buy | 633 | 0.10 | 124.233 | 121.886 | 126.093 | ||
| 1523 | 2020.06.08 19:00 | close | 633 | 0.10 | 122.436 | 121.886 | 126.093 | -17970.00 | 1929220.00 |
| 1524 | 2020.06.08 19:00 | sell | 634 | 0.10 | 122.447 | 124.399 | 121.394 | ||
| 1525 | 2020.06.09 10:41 | t/p | 634 | 0.10 | 121.393 | 124.399 | 121.394 | 10540.00 | 1939760.00 |
| 1526 | 2020.06.09 11:00 | sell | 635 | 0.10 | 121.598 | 124.399 | 120.540 | ||
| 1527 | 2020.06.11 23:00 | modify | 635 | 0.10 | 121.598 | 121.296 | 120.540 | ||
| 1528 | 2020.06.12 01:27 | t/p | 635 | 0.10 | 120.534 | 121.296 | 120.540 | 10640.00 | 1950400.00 |
| 1529 | 2020.06.12 02:00 | sell | 636 | 0.10 | 120.647 | 123.656 | 119.606 | ||
| 1530 | 2020.06.18 18:00 | modify | 636 | 0.10 | 120.647 | 120.310 | 119.606 | ||
| 1531 | 2020.06.18 20:01 | t/p | 636 | 0.10 | 119.597 | 120.310 | 119.606 | 10500.00 | 1960900.00 |
| 1532 | 2020.07.24 15:00 | sell | 637 | 0.10 | 123.215 | 124.261 | 122.171 | ||
| 1533 | 2020.07.31 02:18 | s/l | 637 | 0.10 | 124.255 | 124.261 | 122.171 | -10400.00 | 1950500.00 |
| 1534 | 2020.08.07 17:00 | sell | 638 | 0.10 | 124.580 | 125.557 | 123.530 | ||
| 1535 | 2020.08.12 11:22 | s/l | 638 | 0.10 | 125.553 | 125.557 | 123.530 | -9730.00 | 1940770.00 |
| 1536 | 2020.08.17 18:00 | sell | 639 | 0.10 | 125.868 | 126.725 | 124.812 | ||
| 1537 | 2020.08.21 11:04 | t/p | 639 | 0.10 | 124.802 | 126.725 | 124.812 | 10660.00 | 1951430.00 |
| 1538 | 2020.08.21 13:00 | sell | 640 | 0.10 | 124.766 | 126.440 | 123.710 | ||
| 1539 | 2020.08.28 06:00 | s/l | 640 | 0.10 | 126.435 | 126.440 | 123.710 | -16690.00 | 1934740.00 |
| 1540 | 2020.09.02 17:00 | sell | 641 | 0.10 | 125.689 | 127.044 | 124.640 | ||
| 1541 | 2020.09.08 18:00 | modify | 641 | 0.10 | 125.689 | 125.431 | 124.640 | ||
| 1542 | 2020.09.09 01:08 | t/p | 641 | 0.10 | 124.630 | 125.431 | 124.640 | 10590.00 | 1945330.00 |
| 1543 | 2020.09.16 16:00 | sell | 642 | 0.10 | 124.362 | 125.738 | 122.519 | ||
| 1544 | 2020.09.17 08:00 | modify | 642 | 0.10 | 124.362 | 124.080 | 122.519 | ||
| 1545 | 2020.09.17 22:41 | s/l | 642 | 0.10 | 124.079 | 124.080 | 122.519 | 2830.00 | 1948160.00 |
| 1546 | 2020.09.21 11:00 | sell | 643 | 0.10 | 123.293 | 124.278 | 121.441 | ||
| 1547 | 2020.09.25 03:00 | close | 643 | 0.10 | 123.102 | 124.278 | 121.441 | 1910.00 | 1950070.00 |
| 1548 | 2020.09.25 03:00 | buy | 644 | 0.10 | 123.092 | 122.558 | 124.144 | ||
| 1549 | 2020.09.25 15:00 | close | 644 | 0.10 | 122.677 | 122.558 | 124.144 | -4150.00 | 1945920.00 |
| 1550 | 2020.09.25 15:00 | sell | 645 | 0.10 | 122.686 | 123.129 | 120.836 | ||
| 1551 | 2020.09.28 15:42 | s/l | 645 | 0.10 | 123.122 | 123.129 | 120.836 | -4360.00 | 1941560.00 |
| 1552 | 2020.09.28 17:00 | buy | 646 | 0.10 | 123.153 | 122.417 | 124.197 | ||
| 1553 | 2020.09.29 19:00 | modify | 646 | 0.10 | 123.153 | 123.371 | 124.197 | ||
| 1554 | 2020.09.30 03:52 | t/p | 646 | 0.10 | 124.205 | 123.371 | 124.197 | 10520.00 | 1952080.00 |
| 1555 | 2020.09.30 04:00 | buy | 647 | 0.10 | 124.197 | 122.417 | 125.239 | ||
| 1556 | 2020.10.09 17:00 | modify | 647 | 0.10 | 124.197 | 124.402 | 125.239 | ||
| 1557 | 2020.10.12 14:10 | s/l | 647 | 0.10 | 124.405 | 124.402 | 125.239 | 2080.00 | 1954160.00 |
| 1558 | 2020.10.28 13:00 | sell | 648 | 0.10 | 122.435 | 123.962 | 120.582 | ||
| 1559 | 2020.11.03 11:00 | close | 648 | 0.10 | 122.230 | 123.962 | 120.582 | 2050.00 | 1956210.00 |
| 1560 | 2020.11.03 11:00 | buy | 649 | 0.10 | 122.218 | 121.656 | 123.271 | ||
| 1561 | 2020.11.04 03:00 | close | 649 | 0.10 | 122.335 | 121.656 | 123.271 | 1170.00 | 1957380.00 |
| 1562 | 2020.11.05 11:00 | buy | 650 | 0.10 | 122.693 | 121.656 | 123.743 | ||
| 1563 | 2020.11.09 13:57 | t/p | 650 | 0.10 | 123.748 | 121.656 | 123.743 | 10550.00 | 1967930.00 |
| 1564 | 2020.11.12 04:00 | sell | 651 | 0.10 | 123.978 | 125.104 | 122.936 | ||
| 1565 | 2020.11.18 19:00 | modify | 651 | 0.10 | 123.978 | 123.704 | 122.936 | ||
| 1566 | 2020.11.19 02:58 | t/p | 651 | 0.10 | 122.939 | 123.704 | 122.936 | 10390.00 | 1978320.00 |
| 1567 | 2020.11.27 03:00 | sell | 652 | 0.10 | 124.053 | 124.538 | 122.993 | ||
| 1568 | 2020.11.27 23:50 | s/l | 652 | 0.10 | 124.541 | 124.538 | 122.993 | -4880.00 | 1973440.00 |
| 1569 | 2020.12.07 11:00 | sell | 653 | 0.10 | 126.073 | 126.652 | 125.028 | ||
| 1570 | 2020.12.10 16:50 | s/l | 653 | 0.10 | 126.657 | 126.652 | 125.028 | -5840.00 | 1967600.00 |
| 1571 | 2020.12.11 18:00 | sell | 654 | 0.10 | 125.839 | 126.712 | 124.793 | ||
| 1572 | 2020.12.18 05:23 | s/l | 654 | 0.10 | 126.717 | 126.712 | 124.793 | -8780.00 | 1958820.00 |
| 1573 | 2020.12.21 05:00 | sell | 655 | 0.10 | 125.976 | 126.983 | 124.919 | ||
| 1574 | 2020.12.29 04:07 | s/l | 655 | 0.10 | 126.984 | 126.983 | 124.919 | -10080.00 | 1948740.00 |
| 1575 | 2020.12.31 12:00 | sell | 656 | 0.10 | 126.485 | 127.201 | 125.441 | ||
| 1576 | 2021.01.06 17:16 | s/l | 656 | 0.10 | 127.191 | 127.201 | 125.441 | -7060.00 | 1941680.00 |
| 1577 | 2021.01.08 21:00 | sell | 657 | 0.10 | 126.820 | 127.462 | 125.768 | ||
| 1578 | 2021.01.14 19:00 | modify | 657 | 0.10 | 126.820 | 126.615 | 125.768 | ||
| 1579 | 2021.01.15 10:04 | t/p | 657 | 0.10 | 125.760 | 126.615 | 125.768 | 10600.00 | 1952280.00 |
| 1580 | 2021.01.15 18:00 | sell | 658 | 0.10 | 125.595 | 126.494 | 123.749 | ||
| 1581 | 2021.01.19 13:00 | close | 658 | 0.10 | 126.151 | 126.494 | 123.749 | -5560.00 | 1946720.00 |
| 1582 | 2021.01.19 13:00 | buy | 659 | 0.10 | 126.142 | 125.128 | 127.197 | ||
| 1583 | 2021.01.29 13:00 | modify | 659 | 0.10 | 126.142 | 126.459 | 127.197 | ||
| 1584 | 2021.01.29 15:31 | t/p | 659 | 0.10 | 127.205 | 126.459 | 127.197 | 10630.00 | 1957350.00 |
| 1585 | 2021.02.17 17:00 | sell | 660 | 0.10 | 127.527 | 128.424 | 126.470 | ||
| 1586 | 2021.02.24 10:26 | s/l | 660 | 0.10 | 128.420 | 128.424 | 126.470 | -8930.00 | 1948420.00 |
| 1587 | 2021.03.02 10:00 | sell | 661 | 0.10 | 128.289 | 129.944 | 127.242 | ||
| 1588 | 2021.03.11 19:59 | s/l | 661 | 0.10 | 129.937 | 129.944 | 127.242 | -16480.00 | 1931940.00 |
| 1589 | 2021.03.16 16:00 | sell | 662 | 0.10 | 129.960 | 130.455 | 128.919 | ||
| 1590 | 2021.03.18 00:10 | s/l | 662 | 0.10 | 130.465 | 130.455 | 128.919 | -5050.00 | 1926890.00 |
| 1591 | 2021.03.19 12:00 | sell | 663 | 0.10 | 129.549 | 130.633 | 128.489 | ||
| 1592 | 2021.03.24 00:00 | modify | 663 | 0.10 | 129.549 | 129.247 | 128.489 | ||
| 1593 | 2021.03.24 02:51 | t/p | 663 | 0.10 | 128.480 | 129.247 | 128.489 | 10690.00 | 1937580.00 |
| 1594 | 2021.04.06 18:00 | sell | 664 | 0.10 | 129.930 | 130.531 | 128.879 | ||
| 1595 | 2021.04.07 11:47 | s/l | 664 | 0.10 | 130.540 | 130.531 | 128.879 | -6100.00 | 1931480.00 |
| 1596 | 2021.04.08 12:00 | sell | 665 | 0.10 | 130.049 | 130.654 | 128.993 | ||
| 1597 | 2021.04.20 09:43 | s/l | 665 | 0.10 | 130.659 | 130.654 | 128.993 | -6100.00 | 1925380.00 |
| 1598 | 2021.04.30 21:00 | sell | 666 | 0.10 | 131.423 | 132.336 | 130.369 | ||
| 1599 | 2021.05.10 04:17 | s/l | 666 | 0.10 | 132.338 | 132.336 | 130.369 | -9150.00 | 1916230.00 |
| 1600 | 2021.05.12 07:00 | sell | 667 | 0.10 | 131.891 | 132.497 | 130.840 | ||
| 1601 | 2021.05.13 03:00 | s/l | 667 | 0.10 | 132.504 | 132.497 | 130.840 | -6130.00 | 1910100.00 |
| 1602 | 2021.05.21 11:00 | sell | 668 | 0.10 | 132.792 | 133.408 | 131.736 | ||
| 1603 | 2021.05.25 13:11 | s/l | 668 | 0.10 | 133.404 | 133.408 | 131.736 | -6120.00 | 1903980.00 |
| 1604 | 2021.06.02 00:00 | sell | 669 | 0.10 | 133.700 | 134.093 | 132.657 | ||
| 1605 | 2021.06.11 20:00 | modify | 669 | 0.10 | 133.700 | 133.399 | 132.657 | ||
| 1606 | 2021.06.14 18:20 | s/l | 669 | 0.10 | 133.404 | 133.399 | 132.657 | 2960.00 | 1906940.00 |
| 1607 | 2021.06.18 04:00 | sell | 670 | 0.10 | 131.359 | 132.843 | 129.500 | ||
| 1608 | 2021.06.18 11:00 | close | 670 | 0.10 | 131.077 | 132.843 | 129.500 | 2820.00 | 1909760.00 |
| 1609 | 2021.06.22 16:00 | buy | 671 | 0.10 | 131.661 | 130.078 | 132.709 | ||
| 1610 | 2021.06.23 14:00 | modify | 671 | 0.10 | 131.661 | 131.894 | 132.709 | ||
| 1611 | 2021.06.28 18:00 | s/l | 671 | 0.10 | 131.886 | 131.894 | 132.709 | 2250.00 | 1912010.00 |
| 1612 | 2021.07.01 11:00 | buy | 672 | 0.10 | 131.844 | 131.317 | 132.898 | ||
| 1613 | 2021.07.06 11:17 | s/l | 672 | 0.10 | 131.315 | 131.317 | 132.898 | -5290.00 | 1906720.00 |
| 1614 | 2021.07.06 19:00 | sell | 673 | 0.10 | 130.753 | 131.835 | 128.910 | ||
| 1615 | 2021.07.08 12:00 | modify | 673 | 0.10 | 130.753 | 130.373 | 128.910 | ||
| 1616 | 2021.07.09 11:06 | s/l | 673 | 0.10 | 130.374 | 130.373 | 128.910 | 3790.00 | 1910510.00 |
| 1617 | 2021.07.12 02:00 | buy | 674 | 0.10 | 130.878 | 129.664 | 131.923 | ||
| 1618 | 2021.07.15 21:13 | s/l | 674 | 0.10 | 129.653 | 129.664 | 131.923 | -12250.00 | 1898260.00 |
| 1619 | 2021.07.19 12:00 | sell | 675 | 0.10 | 129.194 | 130.250 | 127.336 | ||
| 1620 | 2021.07.21 17:00 | close | 675 | 0.10 | 129.944 | 130.250 | 127.336 | -7500.00 | 1890760.00 |
| 1621 | 2021.07.21 17:00 | buy | 676 | 0.10 | 129.944 | 128.637 | 130.998 | ||
| 1622 | 2021.08.06 18:00 | close | 676 | 0.10 | 129.746 | 128.637 | 130.998 | -1980.00 | 1888780.00 |
| 1623 | 2021.08.11 05:00 | buy | 677 | 0.10 | 129.693 | 129.174 | 130.747 | ||
| 1624 | 2021.08.16 03:05 | s/l | 677 | 0.10 | 129.176 | 129.174 | 130.747 | -5170.00 | 1883610.00 |
| 1625 | 2021.08.16 13:00 | sell | 678 | 0.10 | 128.824 | 129.666 | 126.969 | ||
| 1626 | 2021.08.16 19:00 | close | 678 | 0.10 | 128.672 | 129.666 | 126.969 | 1520.00 | 1885130.00 |
| 1627 | 2021.08.16 19:00 | sell | 679 | 0.10 | 128.668 | 129.666 | 126.813 | ||
| 1628 | 2021.08.23 07:00 | close | 679 | 0.10 | 128.774 | 129.666 | 126.813 | -1060.00 | 1884070.00 |
| 1629 | 2021.08.23 07:01 | buy | 680 | 0.10 | 128.765 | 127.973 | 129.826 | ||
| 1630 | 2021.08.26 12:00 | modify | 680 | 0.10 | 128.765 | 129.059 | 129.826 | ||
| 1631 | 2021.08.31 06:46 | t/p | 680 | 0.10 | 129.830 | 129.059 | 129.826 | 10650.00 | 1894720.00 |
| 1632 | 2021.09.08 12:00 | sell | 681 | 0.10 | 130.235 | 130.713 | 129.175 | ||
| 1633 | 2021.09.15 05:00 | modify | 681 | 0.10 | 130.235 | 129.956 | 129.175 | ||
| 1634 | 2021.09.15 14:34 | t/p | 681 | 0.10 | 129.183 | 129.956 | 129.175 | 10520.00 | 1905240.00 |
| 1635 | 2021.09.23 10:00 | buy | 682 | 0.10 | 128.731 | 127.970 | 129.781 | ||
| 1636 | 2021.09.24 05:00 | modify | 682 | 0.10 | 128.731 | 129.042 | 129.781 | ||
| 1637 | 2021.09.24 19:25 | t/p | 682 | 0.10 | 129.780 | 129.042 | 129.781 | 10490.00 | 1915730.00 |
| 1638 | 2021.10.05 17:00 | buy | 683 | 0.10 | 129.150 | 128.590 | 130.201 | ||
| 1639 | 2021.10.06 13:03 | s/l | 683 | 0.10 | 128.593 | 128.590 | 130.201 | -5570.00 | 1910160.00 |
| 1640 | 2021.10.11 17:00 | buy | 684 | 0.10 | 130.950 | 128.956 | 132.793 | ||
| 1641 | 2021.10.13 23:00 | close | 684 | 0.10 | 131.319 | 128.956 | 132.793 | 3690.00 | 1913850.00 |
| 1642 | 2021.10.14 01:00 | buy | 685 | 0.10 | 131.377 | 130.922 | 133.224 | ||
| 1643 | 2021.10.15 07:00 | modify | 685 | 0.10 | 131.377 | 131.644 | 133.224 | ||
| 1644 | 2021.10.20 02:21 | t/p | 685 | 0.10 | 133.230 | 131.644 | 133.224 | 18530.00 | 1932380.00 |
| 1645 | 2021.10.21 12:00 | sell | 686 | 0.10 | 132.726 | 133.450 | 131.680 | ||
| 1646 | 2021.10.27 12:05 | t/p | 686 | 0.10 | 131.689 | 133.450 | 131.680 | 10370.00 | 1942750.00 |
| 1647 | 2021.10.27 13:00 | sell | 687 | 0.10 | 131.725 | 133.450 | 130.683 | ||
| 1648 | 2021.11.05 18:00 | modify | 687 | 0.10 | 131.725 | 131.498 | 130.683 | ||
| 1649 | 2021.11.10 05:40 | t/p | 687 | 0.10 | 130.690 | 131.498 | 130.683 | 10350.00 | 1953100.00 |
| 1650 | 2021.11.19 12:00 | sell | 688 | 0.10 | 128.821 | 129.957 | 126.968 | ||