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 |
| 301 | 2009.03.24 03:53 | t/p | 124 | 0.10 | 133.519 | 129.060 | 133.525 | 18450.00 | 596270.00 |
| 302 | 2009.03.27 01:00 | buy | 125 | 0.10 | 133.733 | 132.390 | 135.575 | ||
| 303 | 2009.03.27 12:39 | s/l | 125 | 0.10 | 132.395 | 132.390 | 135.575 | -13380.00 | 582890.00 |
| 304 | 2009.04.02 12:00 | buy | 126 | 0.10 | 131.802 | 129.895 | 133.645 | ||
| 305 | 2009.04.02 15:00 | modify | 126 | 0.10 | 131.802 | 132.805 | 133.645 | ||
| 306 | 2009.04.02 15:16 | t/p | 126 | 0.10 | 133.654 | 132.805 | 133.645 | 18520.00 | 601410.00 |
| 307 | 2009.04.02 16:00 | buy | 127 | 0.10 | 133.559 | 130.465 | 135.415 | ||
| 308 | 2009.04.03 05:00 | modify | 127 | 0.10 | 133.559 | 133.865 | 135.415 | ||
| 309 | 2009.04.03 05:00 | close | 127 | 0.10 | 133.890 | 133.865 | 135.415 | 3310.00 | 604720.00 |
| 310 | 2009.04.13 12:00 | buy | 128 | 0.10 | 132.982 | 131.570 | 134.840 | ||
| 311 | 2009.04.13 22:00 | modify | 128 | 0.10 | 132.982 | 133.230 | 134.840 | ||
| 312 | 2009.04.14 04:00 | close | 128 | 0.10 | 133.582 | 133.230 | 134.840 | 6000.00 | 610720.00 |
| 313 | 2009.04.23 12:00 | buy | 129 | 0.10 | 128.195 | 126.251 | 130.051 | ||
| 314 | 2009.04.24 18:00 | modify | 129 | 0.10 | 128.195 | 128.430 | 130.051 | ||
| 315 | 2009.04.24 21:00 | s/l | 129 | 0.10 | 128.437 | 128.430 | 130.051 | 2420.00 | 613140.00 |
| 316 | 2009.04.27 10:00 | sell | 130 | 0.10 | 126.834 | 129.240 | 124.980 | ||
| 317 | 2009.04.27 22:00 | modify | 130 | 0.10 | 126.834 | 126.385 | 124.980 | ||
| 318 | 2009.04.27 23:00 | close | 130 | 0.10 | 126.179 | 126.385 | 124.980 | 6550.00 | 619690.00 |
| 319 | 2009.04.27 23:00 | sell | 131 | 0.10 | 126.164 | 129.260 | 124.310 | ||
| 320 | 2009.04.28 07:00 | modify | 131 | 0.10 | 126.164 | 125.910 | 124.310 | ||
| 321 | 2009.04.28 16:50 | s/l | 131 | 0.10 | 125.918 | 125.910 | 124.310 | 2460.00 | 622150.00 |
| 322 | 2009.05.06 03:00 | sell | 132 | 0.10 | 131.394 | 132.765 | 129.535 | ||
| 323 | 2009.05.06 06:00 | modify | 132 | 0.10 | 131.394 | 130.760 | 129.535 | ||
| 324 | 2009.05.06 10:08 | s/l | 132 | 0.10 | 130.759 | 130.760 | 129.535 | 6350.00 | 628500.00 |
| 325 | 2009.05.12 05:00 | sell | 133 | 0.10 | 131.941 | 134.780 | 130.100 | ||
| 326 | 2009.05.12 21:00 | modify | 133 | 0.10 | 131.941 | 131.420 | 130.100 | ||
| 327 | 2009.05.12 21:55 | s/l | 133 | 0.10 | 131.427 | 131.420 | 130.100 | 5140.00 | 633640.00 |
| 328 | 2009.05.12 22:00 | sell | 134 | 0.10 | 131.467 | 134.575 | 129.625 | ||
| 329 | 2009.05.13 20:00 | modify | 134 | 0.10 | 131.467 | 130.930 | 129.625 | ||
| 330 | 2009.05.13 22:17 | t/p | 134 | 0.10 | 129.597 | 130.930 | 129.625 | 18700.00 | 652340.00 |
| 331 | 2009.05.13 23:00 | sell | 135 | 0.10 | 129.396 | 132.500 | 127.550 | ||
| 332 | 2009.05.15 16:00 | close | 135 | 0.10 | 129.314 | 132.500 | 127.550 | 820.00 | 653160.00 |
| 333 | 2009.05.15 20:00 | sell | 136 | 0.10 | 128.390 | 131.105 | 126.550 | ||
| 334 | 2009.05.18 05:00 | modify | 136 | 0.10 | 128.390 | 128.085 | 126.550 | ||
| 335 | 2009.05.18 10:11 | s/l | 136 | 0.10 | 128.086 | 128.085 | 126.550 | 3040.00 | 656200.00 |
| 336 | 2009.05.19 11:00 | buy | 137 | 0.10 | 131.604 | 128.500 | 133.450 | ||
| 337 | 2009.05.22 19:00 | modify | 137 | 0.10 | 131.604 | 131.820 | 133.450 | ||
| 338 | 2009.05.26 09:53 | s/l | 137 | 0.10 | 131.825 | 131.820 | 133.450 | 2210.00 | 658410.00 |
| 339 | 2009.05.27 07:00 | buy | 138 | 0.10 | 133.382 | 131.530 | 135.225 | ||
| 340 | 2009.05.28 11:00 | modify | 138 | 0.10 | 133.382 | 133.640 | 135.225 | ||
| 341 | 2009.05.28 20:28 | t/p | 138 | 0.10 | 135.231 | 133.640 | 135.225 | 18490.00 | 676900.00 |
| 342 | 2009.05.28 21:00 | buy | 139 | 0.10 | 135.068 | 131.975 | 136.925 | ||
| 343 | 2009.06.01 18:00 | modify | 139 | 0.10 | 135.068 | 135.345 | 136.925 | ||
| 344 | 2009.06.01 18:08 | t/p | 139 | 0.10 | 136.925 | 135.345 | 136.925 | 18570.00 | 695470.00 |
| 345 | 2009.06.01 19:00 | buy | 140 | 0.10 | 137.008 | 133.900 | 138.850 | ||
| 346 | 2009.06.05 15:33 | t/p | 140 | 0.10 | 138.864 | 133.900 | 138.850 | 18560.00 | 714030.00 |
| 347 | 2009.06.08 13:00 | sell | 141 | 0.10 | 136.084 | 139.180 | 134.230 | ||
| 348 | 2009.06.19 18:00 | modify | 141 | 0.10 | 136.084 | 135.365 | 134.230 | ||
| 349 | 2009.06.19 18:31 | t/p | 141 | 0.10 | 134.233 | 135.365 | 134.230 | 18510.00 | 732540.00 |
| 350 | 2009.06.19 19:00 | sell | 142 | 0.10 | 134.583 | 137.685 | 132.735 | ||
| 351 | 2009.06.19 21:00 | close | 142 | 0.10 | 134.328 | 137.685 | 132.735 | 2550.00 | 735090.00 |
| 352 | 2009.06.19 21:00 | sell | 143 | 0.10 | 134.301 | 137.410 | 132.460 | ||
| 353 | 2009.06.22 05:00 | close | 143 | 0.10 | 133.298 | 137.410 | 132.460 | 10030.00 | 745120.00 |
| 354 | 2009.07.02 18:00 | sell | 144 | 0.10 | 134.500 | 136.860 | 132.640 | ||
| 355 | 2009.07.06 06:00 | modify | 144 | 0.10 | 134.500 | 133.915 | 132.640 | ||
| 356 | 2009.07.06 10:11 | t/p | 144 | 0.10 | 132.628 | 133.915 | 132.640 | 18720.00 | 763840.00 |
| 357 | 2009.07.06 11:00 | sell | 145 | 0.10 | 132.647 | 134.785 | 130.795 | ||
| 358 | 2009.07.08 04:00 | modify | 145 | 0.10 | 132.647 | 132.095 | 130.795 | ||
| 359 | 2009.07.08 09:06 | t/p | 145 | 0.10 | 130.791 | 132.095 | 130.795 | 18560.00 | 782400.00 |
| 360 | 2009.07.08 10:00 | sell | 146 | 0.10 | 130.924 | 133.875 | 129.070 | ||
| 361 | 2009.07.08 18:22 | t/p | 146 | 0.10 | 129.062 | 133.875 | 129.070 | 18620.00 | 801020.00 |
| 362 | 2009.07.13 13:00 | sell | 147 | 0.10 | 128.241 | 130.570 | 126.390 | ||
| 363 | 2009.07.14 09:04 | s/l | 147 | 0.10 | 130.561 | 130.570 | 126.390 | -23200.00 | 777820.00 |
| 364 | 2009.07.22 04:00 | sell | 148 | 0.10 | 132.662 | 134.470 | 130.815 | ||
| 365 | 2009.07.23 09:07 | s/l | 148 | 0.10 | 134.470 | 134.470 | 130.815 | -18080.00 | 759740.00 |
| 366 | 2009.07.28 18:00 | sell | 149 | 0.10 | 134.024 | 136.065 | 132.170 | ||
| 367 | 2009.07.29 11:00 | modify | 149 | 0.10 | 134.024 | 133.790 | 132.170 | ||
| 368 | 2009.07.29 11:03 | s/l | 149 | 0.10 | 133.787 | 133.790 | 132.170 | 2370.00 | 762110.00 |
| 369 | 2009.07.29 21:00 | sell | 150 | 0.10 | 133.163 | 135.945 | 131.310 | ||
| 370 | 2009.08.03 14:47 | s/l | 150 | 0.10 | 135.957 | 135.945 | 131.310 | -27940.00 | 734170.00 |
| 371 | 2009.08.11 16:00 | sell | 151 | 0.10 | 136.397 | 138.690 | 135.340 | ||
| 372 | 2009.08.11 18:15 | t/p | 151 | 0.10 | 135.323 | 138.690 | 135.340 | 10740.00 | 744910.00 |
| 373 | 2009.08.11 19:00 | sell | 152 | 0.10 | 135.671 | 138.665 | 134.615 | ||
| 374 | 2009.08.12 09:51 | t/p | 152 | 0.10 | 134.608 | 138.665 | 134.615 | 10630.00 | 755540.00 |
| 375 | 2009.09.02 03:00 | sell | 153 | 0.10 | 131.725 | 134.115 | 129.870 | ||
| 376 | 2009.09.04 10:00 | close | 153 | 0.10 | 132.340 | 134.115 | 129.870 | -6150.00 | 749390.00 |
| 377 | 2009.09.04 10:00 | buy | 154 | 0.10 | 132.362 | 131.066 | 133.391 | ||
| 378 | 2009.09.07 02:20 | t/p | 154 | 0.10 | 133.398 | 131.066 | 133.391 | 10360.00 | 759750.00 |
| 379 | 2009.09.07 03:00 | buy | 155 | 0.10 | 133.438 | 131.075 | 134.495 | ||
| 380 | 2009.09.09 17:00 | modify | 155 | 0.10 | 133.438 | 133.680 | 134.495 | ||
| 381 | 2009.09.09 17:03 | s/l | 155 | 0.10 | 133.677 | 133.680 | 134.495 | 2390.00 | 762140.00 |
| 382 | 2009.09.15 22:00 | buy | 156 | 0.10 | 133.554 | 131.345 | 134.610 | ||
| 383 | 2009.09.17 15:31 | t/p | 156 | 0.10 | 134.609 | 131.345 | 134.610 | 10550.00 | 772690.00 |
| 384 | 2009.09.24 01:00 | sell | 157 | 0.10 | 134.455 | 135.450 | 133.400 | ||
| 385 | 2009.09.24 11:51 | t/p | 157 | 0.10 | 133.398 | 135.450 | 133.400 | 10570.00 | 783260.00 |
| 386 | 2009.09.25 20:00 | sell | 158 | 0.10 | 131.776 | 134.650 | 129.935 | ||
| 387 | 2009.09.28 02:31 | t/p | 158 | 0.10 | 129.932 | 134.650 | 129.935 | 18440.00 | 801700.00 |
| 388 | 2009.09.28 03:00 | sell | 159 | 0.10 | 130.462 | 133.555 | 128.605 | ||
| 389 | 2009.10.01 03:00 | close | 159 | 0.10 | 131.762 | 133.555 | 128.605 | -13000.00 | 788700.00 |
| 390 | 2009.10.01 03:00 | buy | 160 | 0.10 | 131.757 | 129.850 | 132.810 | ||
| 391 | 2009.10.01 15:00 | close | 160 | 0.10 | 130.883 | 129.850 | 132.810 | -8740.00 | 779960.00 |
| 392 | 2009.10.01 15:00 | sell | 161 | 0.10 | 130.867 | 131.990 | 129.025 | ||
| 393 | 2009.10.02 04:00 | modify | 161 | 0.10 | 130.867 | 130.550 | 129.025 | ||
| 394 | 2009.10.02 17:36 | s/l | 161 | 0.10 | 130.558 | 130.550 | 129.025 | 3090.00 | 783050.00 |
| 395 | 2009.10.07 11:00 | sell | 162 | 0.10 | 129.778 | 131.530 | 127.925 | ||
| 396 | 2009.10.09 03:00 | close | 162 | 0.10 | 131.133 | 131.530 | 127.925 | -13550.00 | 769500.00 |
| 397 | 2009.10.09 03:00 | buy | 163 | 0.10 | 131.170 | 129.085 | 132.185 | ||
| 398 | 2009.10.09 18:37 | t/p | 163 | 0.10 | 132.180 | 129.085 | 132.185 | 10100.00 | 779600.00 |
| 399 | 2009.10.09 19:00 | buy | 164 | 0.10 | 131.978 | 129.080 | 133.030 | ||
| 400 | 2009.10.12 12:19 | t/p | 164 | 0.10 | 133.038 | 129.080 | 133.030 | 10600.00 | 790200.00 |
| 401 | 2009.10.16 11:00 | buy | 165 | 0.10 | 135.905 | 133.385 | 137.750 | ||
| 402 | 2009.10.20 08:00 | close | 165 | 0.10 | 135.053 | 133.385 | 137.750 | -8520.00 | 781680.00 |
| 403 | 2009.10.20 08:00 | sell | 166 | 0.10 | 135.062 | 136.030 | 134.000 | ||
| 404 | 2009.10.21 16:10 | s/l | 166 | 0.10 | 136.036 | 136.030 | 134.000 | -9740.00 | 771940.00 |
| 405 | 2009.10.27 03:00 | sell | 167 | 0.10 | 136.980 | 138.455 | 135.940 | ||
| 406 | 2009.10.27 20:06 | t/p | 167 | 0.10 | 135.928 | 138.455 | 135.940 | 10520.00 | 782460.00 |
| 407 | 2009.10.27 21:00 | sell | 168 | 0.10 | 135.775 | 138.455 | 134.715 | ||
| 408 | 2009.10.28 12:20 | t/p | 168 | 0.10 | 134.718 | 138.455 | 134.715 | 10570.00 | 793030.00 |
| 409 | 2009.10.28 14:00 | sell | 169 | 0.10 | 134.702 | 137.700 | 133.650 | ||
| 410 | 2009.10.28 19:39 | t/p | 169 | 0.10 | 133.643 | 137.700 | 133.650 | 10590.00 | 803620.00 |
| 411 | 2009.11.23 11:00 | buy | 170 | 0.10 | 133.262 | 131.795 | 134.310 | ||
| 412 | 2009.11.25 11:17 | s/l | 170 | 0.10 | 131.797 | 131.795 | 134.310 | -14650.00 | 788970.00 |
| 413 | 2009.11.26 06:00 | sell | 171 | 0.10 | 131.075 | 132.660 | 129.230 | ||
| 414 | 2009.11.26 18:00 | modify | 171 | 0.10 | 131.075 | 130.685 | 129.230 | ||
| 415 | 2009.11.27 01:14 | t/p | 171 | 0.10 | 129.220 | 130.685 | 129.230 | 18550.00 | 807520.00 |
| 416 | 2009.12.01 06:00 | buy | 172 | 0.10 | 130.980 | 127.970 | 132.020 | ||
| 417 | 2009.12.02 12:00 | modify | 172 | 0.10 | 130.980 | 131.235 | 132.020 | ||
| 418 | 2009.12.02 15:45 | s/l | 172 | 0.10 | 131.223 | 131.235 | 132.020 | 2430.00 | 809950.00 |
| 419 | 2009.12.03 02:00 | buy | 173 | 0.10 | 132.074 | 129.065 | 133.115 | ||
| 420 | 2009.12.03 15:11 | t/p | 173 | 0.10 | 133.122 | 129.065 | 133.115 | 10480.00 | 820430.00 |
| 421 | 2009.12.11 05:00 | buy | 174 | 0.10 | 130.579 | 128.830 | 131.630 | ||
| 422 | 2009.12.11 17:00 | modify | 174 | 0.10 | 130.579 | 130.855 | 131.630 | ||
| 423 | 2009.12.11 18:19 | s/l | 174 | 0.10 | 130.846 | 130.855 | 131.630 | 2670.00 | 823100.00 |
| 424 | 2009.12.16 11:00 | buy | 175 | 0.10 | 130.678 | 128.821 | 131.731 | ||
| 425 | 2009.12.17 20:52 | s/l | 175 | 0.10 | 128.819 | 128.821 | 131.731 | -18590.00 | 804510.00 |
| 426 | 2009.12.21 17:00 | buy | 176 | 0.10 | 130.207 | 127.420 | 131.265 | ||
| 427 | 2009.12.23 16:00 | modify | 176 | 0.10 | 130.207 | 130.410 | 131.265 | ||
| 428 | 2009.12.23 19:17 | t/p | 176 | 0.10 | 131.268 | 130.410 | 131.265 | 10610.00 | 815120.00 |
| 429 | 2010.01.05 07:00 | sell | 177 | 0.10 | 132.265 | 133.755 | 131.225 | ||
| 430 | 2010.01.06 04:00 | modify | 177 | 0.10 | 132.265 | 132.055 | 131.225 | ||
| 431 | 2010.01.06 05:13 | s/l | 177 | 0.10 | 132.070 | 132.055 | 131.225 | 1950.00 | 817070.00 |
| 432 | 2010.01.12 04:00 | sell | 178 | 0.10 | 133.074 | 134.340 | 132.030 | ||
| 433 | 2010.01.12 17:00 | modify | 178 | 0.10 | 133.074 | 132.745 | 132.030 | ||
| 434 | 2010.01.12 18:44 | t/p | 178 | 0.10 | 132.033 | 132.745 | 132.030 | 10410.00 | 827480.00 |
| 435 | 2010.01.12 19:00 | sell | 179 | 0.10 | 132.106 | 134.340 | 131.050 | ||
| 436 | 2010.01.15 09:15 | t/p | 179 | 0.10 | 131.054 | 134.340 | 131.050 | 10520.00 | 838000.00 |
| 437 | 2010.01.26 04:00 | buy | 180 | 0.10 | 128.240 | 126.585 | 129.285 | ||
| 438 | 2010.01.26 07:00 | s/l | 180 | 0.10 | 126.593 | 126.585 | 129.285 | -16470.00 | 821530.00 |
| 439 | 2010.02.02 01:00 | buy | 181 | 0.10 | 126.390 | 124.560 | 127.450 | ||
| 440 | 2010.02.04 17:16 | s/l | 181 | 0.10 | 124.563 | 124.560 | 127.450 | -18270.00 | 803260.00 |
| 441 | 2010.02.09 10:00 | buy | 182 | 0.10 | 122.973 | 120.740 | 124.020 | ||
| 442 | 2010.02.09 19:14 | t/p | 182 | 0.10 | 124.031 | 120.740 | 124.020 | 10580.00 | 813840.00 |
| 443 | 2010.02.09 20:00 | buy | 183 | 0.10 | 123.445 | 120.735 | 124.485 | ||
| 444 | 2010.02.16 20:00 | modify | 183 | 0.10 | 123.445 | 123.705 | 124.485 | ||
| 445 | 2010.02.17 06:50 | t/p | 183 | 0.10 | 124.482 | 123.705 | 124.485 | 10370.00 | 824210.00 |
| 446 | 2010.02.17 07:00 | buy | 184 | 0.10 | 124.467 | 121.460 | 125.510 | ||
| 447 | 2010.02.25 03:14 | s/l | 184 | 0.10 | 121.451 | 121.460 | 125.510 | -30160.00 | 794050.00 |
| 448 | 2010.03.03 19:00 | buy | 185 | 0.10 | 121.431 | 119.695 | 122.480 | ||
| 449 | 2010.03.05 16:49 | t/p | 185 | 0.10 | 122.490 | 119.695 | 122.480 | 10590.00 | 804640.00 |
| 450 | 2010.03.05 17:00 | buy | 186 | 0.10 | 122.542 | 119.815 | 123.595 | ||