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 | |
前へ12ページ目
| # | 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 |
| 1651 | 2021.11.23 23:00 | close | 688 | 0.10 | 129.548 | 129.957 | 126.968 | -7270.00 | 1945830.00 |
| 1652 | 2021.11.23 23:00 | buy | 689 | 0.10 | 129.559 | 128.017 | 130.608 | ||
| 1653 | 2021.11.26 10:00 | close | 689 | 0.10 | 128.244 | 128.017 | 130.608 | -13150.00 | 1932680.00 |
| 1654 | 2021.11.26 10:00 | sell | 690 | 0.10 | 128.240 | 129.496 | 126.396 | ||
| 1655 | 2021.12.01 07:00 | close | 690 | 0.10 | 128.628 | 129.496 | 126.396 | -3880.00 | 1928800.00 |
| 1656 | 2021.12.01 07:00 | buy | 691 | 0.10 | 128.615 | 127.529 | 129.670 | ||
| 1657 | 2021.12.02 00:01 | s/l | 691 | 0.10 | 127.501 | 127.529 | 129.670 | -11140.00 | 1917660.00 |
| 1658 | 2021.12.07 06:00 | buy | 692 | 0.10 | 128.217 | 127.424 | 129.270 | ||
| 1659 | 2021.12.08 19:00 | modify | 692 | 0.10 | 128.217 | 128.456 | 129.270 | ||
| 1660 | 2021.12.09 10:00 | s/l | 692 | 0.10 | 128.457 | 128.456 | 129.270 | 2400.00 | 1920060.00 |
| 1661 | 2021.12.14 12:00 | buy | 693 | 0.10 | 128.392 | 127.642 | 129.441 | ||
| 1662 | 2021.12.16 14:51 | t/p | 693 | 0.10 | 129.439 | 127.642 | 129.441 | 10470.00 | 1930530.00 |
| 1663 | 2021.12.27 20:00 | buy | 694 | 0.10 | 130.145 | 129.233 | 132.000 | ||
| 1664 | 2021.12.31 20:00 | modify | 694 | 0.10 | 130.145 | 130.367 | 132.000 | ||
| 1665 | 2022.01.03 16:57 | s/l | 694 | 0.10 | 130.370 | 130.367 | 132.000 | 2250.00 | 1932780.00 |
| 1666 | 2022.01.04 15:00 | buy | 695 | 0.10 | 131.122 | 130.064 | 132.970 | ||
| 1667 | 2022.01.06 18:00 | close | 695 | 0.10 | 130.747 | 130.064 | 132.970 | -3750.00 | 1929030.00 |
| 1668 | 2022.01.06 18:00 | sell | 696 | 0.10 | 130.741 | 131.568 | 129.696 | ||
| 1669 | 2022.01.14 17:00 | modify | 696 | 0.10 | 130.741 | 130.504 | 129.696 | ||
| 1670 | 2022.01.17 03:25 | s/l | 696 | 0.10 | 130.511 | 130.504 | 129.696 | 2300.00 | 1931330.00 |
| 1671 | 2022.01.26 17:00 | buy | 697 | 0.10 | 129.038 | 128.285 | 130.089 | ||
| 1672 | 2022.02.03 15:44 | t/p | 697 | 0.10 | 130.079 | 128.285 | 130.089 | 10410.00 | 1941740.00 |
| 1673 | 2022.02.14 01:00 | sell | 698 | 0.10 | 130.936 | 133.122 | 129.896 | ||
| 1674 | 2022.02.21 03:00 | modify | 698 | 0.10 | 130.936 | 130.701 | 129.896 | ||
| 1675 | 2022.02.21 07:09 | s/l | 698 | 0.10 | 130.699 | 130.701 | 129.896 | 2370.00 | 1944110.00 |
| 1676 | 2022.03.01 19:00 | sell | 699 | 0.10 | 127.573 | 129.752 | 125.716 | ||
| 1677 | 2022.03.04 15:00 | modify | 699 | 0.10 | 127.573 | 127.238 | 125.716 | ||
| 1678 | 2022.03.04 15:51 | t/p | 699 | 0.10 | 125.718 | 127.238 | 125.716 | 18550.00 | 1962660.00 |
| 1679 | 2022.03.07 01:00 | sell | 700 | 0.10 | 125.514 | 127.788 | 123.679 | ||
| 1680 | 2022.03.07 05:00 | modify | 700 | 0.10 | 125.514 | 125.190 | 123.679 | ||
| 1681 | 2022.03.07 09:14 | s/l | 700 | 0.10 | 125.193 | 125.190 | 123.679 | 3210.00 | 1965870.00 |
| 1682 | 2022.03.09 03:00 | buy | 701 | 0.10 | 126.422 | 124.432 | 127.477 | ||
| 1683 | 2022.03.09 15:50 | t/p | 701 | 0.10 | 127.479 | 124.432 | 127.477 | 10570.00 | 1976440.00 |
| 1684 | 2022.03.09 16:00 | buy | 702 | 0.10 | 127.527 | 124.518 | 128.568 | ||
| 1685 | 2022.03.09 21:00 | modify | 702 | 0.10 | 127.527 | 127.834 | 128.568 | ||
| 1686 | 2022.03.10 10:52 | s/l | 702 | 0.10 | 127.840 | 127.834 | 128.568 | 3130.00 | 1979570.00 |
| 1687 | 2022.03.14 11:00 | buy | 703 | 0.10 | 128.711 | 125.708 | 129.758 | ||
| 1688 | 2022.03.14 20:00 | modify | 703 | 0.10 | 128.711 | 128.951 | 129.758 | ||
| 1689 | 2022.03.15 05:16 | t/p | 703 | 0.10 | 129.752 | 128.951 | 129.758 | 10410.00 | 1989980.00 |
| 1690 | 2022.03.24 18:00 | buy | 704 | 0.10 | 134.082 | 132.368 | 135.923 | ||
| 1691 | 2022.03.28 10:00 | modify | 704 | 0.10 | 134.082 | 134.352 | 135.923 | ||
| 1692 | 2022.03.28 11:17 | t/p | 704 | 0.10 | 135.929 | 134.352 | 135.923 | 18470.00 | 2008450.00 |
| 1693 | 2022.03.28 13:00 | buy | 705 | 0.10 | 136.466 | 133.766 | 138.324 | ||
| 1694 | 2022.03.31 14:00 | close | 705 | 0.10 | 134.971 | 133.766 | 138.324 | -14950.00 | 1993500.00 |
| 1695 | 2022.03.31 14:00 | sell | 706 | 0.10 | 134.975 | 137.507 | 133.928 | ||
| 1696 | 2022.04.18 15:00 | close | 706 | 0.10 | 136.796 | 137.507 | 133.928 | -18210.00 | 1975290.00 |
| 1697 | 2022.04.22 10:00 | sell | 707 | 0.10 | 138.484 | 139.972 | 137.437 | ||
| 1698 | 2022.04.25 09:35 | t/p | 707 | 0.10 | 137.433 | 139.972 | 137.437 | 10510.00 | 1985800.00 |
| 1699 | 2022.04.25 11:00 | sell | 708 | 0.10 | 137.660 | 139.972 | 136.610 | ||
| 1700 | 2022.04.25 18:33 | t/p | 708 | 0.10 | 136.603 | 139.972 | 136.610 | 10570.00 | 1996370.00 |
| 1701 | 2022.04.25 19:00 | sell | 709 | 0.10 | 136.646 | 139.644 | 135.594 | ||
| 1702 | 2022.04.26 17:41 | t/p | 709 | 0.10 | 135.589 | 139.644 | 135.594 | 10570.00 | 2006940.00 |
| 1703 | 2022.05.02 21:00 | sell | 710 | 0.10 | 136.612 | 139.160 | 135.565 | ||
| 1704 | 2022.05.12 10:02 | t/p | 710 | 0.10 | 135.557 | 139.160 | 135.565 | 10550.00 | 2017490.00 |
| 1705 | 2022.05.17 10:00 | buy | 711 | 0.10 | 135.193 | 132.697 | 136.244 | ||
| 1706 | 2022.05.17 14:21 | t/p | 711 | 0.10 | 136.242 | 132.697 | 136.244 | 10490.00 | 2027980.00 |
| 1707 | 2022.05.23 12:00 | buy | 712 | 0.10 | 135.810 | 133.787 | 136.859 | ||
| 1708 | 2022.05.23 23:00 | modify | 712 | 0.10 | 135.810 | 136.160 | 136.859 | ||
| 1709 | 2022.05.24 07:16 | s/l | 712 | 0.10 | 136.166 | 136.160 | 136.859 | 3560.00 | 2031540.00 |
| 1710 | 2022.06.10 13:00 | sell | 713 | 0.10 | 141.811 | 144.221 | 140.769 | ||
| 1711 | 2022.06.10 17:00 | modify | 713 | 0.10 | 141.811 | 141.553 | 140.769 | ||
| 1712 | 2022.06.13 01:01 | s/l | 713 | 0.10 | 141.551 | 141.553 | 140.769 | 2600.00 | 2034140.00 |
| 1713 | 2022.06.13 11:00 | sell | 714 | 0.10 | 140.851 | 143.857 | 139.807 | ||
| 1714 | 2022.06.13 16:39 | t/p | 714 | 0.10 | 139.804 | 143.857 | 139.807 | 10470.00 | 2044610.00 |
| 1715 | 2022.06.13 17:00 | sell | 715 | 0.10 | 139.492 | 142.492 | 138.442 | ||
| 1716 | 2022.06.16 12:15 | t/p | 715 | 0.10 | 138.438 | 142.492 | 138.442 | 10540.00 | 2055150.00 |
| 1717 | 2022.06.23 12:00 | sell | 716 | 0.10 | 142.116 | 144.212 | 141.067 | ||
| 1718 | 2022.06.28 14:20 | s/l | 716 | 0.10 | 144.213 | 144.212 | 141.067 | -20970.00 | 2034180.00 |
| 1719 | 2022.06.29 20:00 | sell | 717 | 0.10 | 142.677 | 144.243 | 141.630 | ||
| 1720 | 2022.06.30 14:32 | t/p | 717 | 0.10 | 141.639 | 144.243 | 141.630 | 10380.00 | 2044560.00 |
| 1721 | 2022.06.30 15:00 | sell | 718 | 0.10 | 141.645 | 144.243 | 140.594 | ||
| 1722 | 2022.07.01 17:00 | modify | 718 | 0.10 | 141.645 | 141.374 | 140.594 | ||
| 1723 | 2022.07.01 17:03 | t/p | 718 | 0.10 | 140.589 | 141.374 | 140.594 | 10560.00 | 2055120.00 |
| 1724 | 2022.07.11 05:00 | buy | 719 | 0.10 | 139.035 | 136.902 | 140.077 | ||
| 1725 | 2022.07.12 13:00 | close | 719 | 0.10 | 137.070 | 136.902 | 140.077 | -19650.00 | 2035470.00 |
| 1726 | 2022.07.12 13:00 | sell | 720 | 0.10 | 137.074 | 139.134 | 135.218 | ||
| 1727 | 2022.07.14 07:00 | close | 720 | 0.10 | 138.498 | 139.134 | 135.218 | -14240.00 | 2021230.00 |
| 1728 | 2022.07.14 07:00 | buy | 721 | 0.10 | 138.485 | 136.903 | 139.542 | ||
| 1729 | 2022.07.14 10:50 | t/p | 721 | 0.10 | 139.537 | 136.903 | 139.542 | 10520.00 | 2031750.00 |
| 1730 | 2022.07.14 11:00 | buy | 722 | 0.10 | 139.631 | 136.902 | 140.674 | ||
| 1731 | 2022.07.18 17:33 | t/p | 722 | 0.10 | 140.667 | 136.902 | 140.674 | 10360.00 | 2042110.00 |
| 1732 | 2022.07.29 08:00 | sell | 723 | 0.10 | 136.170 | 139.268 | 134.318 | ||
| 1733 | 2022.07.29 23:59 | close at stop | 723 | 0.10 | 136.282 | 139.268 | 134.318 | -1120.00 | 2040990.00 |
前へ12ページ目