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 |
| 601 | 2011.07.18 04:00 | sell | 248 | 0.10 | 111.156 | 112.310 | 109.306 | ||
| 602 | 2011.07.19 12:15 | s/l | 248 | 0.10 | 112.322 | 112.310 | 109.306 | -11660.00 | 1042130.00 |
| 603 | 2011.07.20 02:00 | buy | 249 | 0.10 | 112.177 | 109.650 | 113.226 | ||
| 604 | 2011.07.21 23:00 | modify | 249 | 0.10 | 112.177 | 112.460 | 113.226 | ||
| 605 | 2011.07.22 00:51 | t/p | 249 | 0.10 | 113.217 | 112.460 | 113.226 | 10400.00 | 1052530.00 |
| 606 | 2011.07.22 01:00 | buy | 250 | 0.10 | 113.276 | 110.701 | 114.329 | ||
| 607 | 2011.07.29 08:29 | s/l | 250 | 0.10 | 110.703 | 110.701 | 114.329 | -25730.00 | 1026800.00 |
| 608 | 2011.08.04 03:00 | buy | 251 | 0.10 | 110.690 | 108.752 | 111.742 | ||
| 609 | 2011.08.04 04:01 | t/p | 251 | 0.10 | 111.754 | 108.752 | 111.742 | 10640.00 | 1037440.00 |
| 610 | 2011.08.04 04:01 | buy | 252 | 0.10 | 111.694 | 108.746 | 111.754 | ||
| 611 | 2011.08.04 04:01 | t/p | 252 | 0.10 | 111.767 | 108.746 | 111.754 | 730.00 | 1038170.00 |
| 612 | 2011.08.15 01:00 | buy | 253 | 0.10 | 109.732 | 108.088 | 110.787 | ||
| 613 | 2011.08.15 17:01 | t/p | 253 | 0.10 | 110.789 | 108.088 | 110.787 | 10570.00 | 1048740.00 |
| 614 | 2011.08.15 17:02 | buy | 254 | 0.10 | 110.801 | 108.063 | 111.661 | ||
| 615 | 2011.08.29 16:33 | t/p | 254 | 0.10 | 111.663 | 108.063 | 111.661 | 8620.00 | 1057360.00 |
| 616 | 2011.09.15 11:00 | buy | 255 | 0.10 | 105.631 | 103.940 | 106.691 | ||
| 617 | 2011.09.15 16:00 | t/p | 255 | 0.10 | 106.697 | 103.940 | 106.691 | 10660.00 | 1068020.00 |
| 618 | 2011.09.15 16:00 | buy | 256 | 0.10 | 106.823 | 103.941 | 107.035 | ||
| 619 | 2011.09.21 23:50 | s/l | 256 | 0.10 | 103.936 | 103.941 | 107.035 | -28870.00 | 1039150.00 |
| 620 | 2011.09.27 15:00 | buy | 257 | 0.10 | 103.858 | 101.980 | 104.917 | ||
| 621 | 2011.09.27 21:12 | t/p | 257 | 0.10 | 104.932 | 101.980 | 104.917 | 10740.00 | 1049890.00 |
| 622 | 2011.09.27 22:00 | buy | 258 | 0.10 | 104.758 | 101.978 | 105.814 | ||
| 623 | 2011.10.03 17:27 | s/l | 258 | 0.10 | 101.972 | 101.978 | 105.814 | -27860.00 | 1022030.00 |
| 624 | 2011.10.06 21:00 | buy | 259 | 0.10 | 102.961 | 100.803 | 104.012 | ||
| 625 | 2011.10.07 20:00 | close | 259 | 0.10 | 102.816 | 100.803 | 104.012 | -1450.00 | 1020580.00 |
| 626 | 2011.10.10 08:00 | buy | 260 | 0.10 | 103.440 | 100.803 | 104.486 | ||
| 627 | 2011.10.10 15:00 | modify | 260 | 0.10 | 103.440 | 103.676 | 104.486 | ||
| 628 | 2011.10.10 15:30 | t/p | 260 | 0.10 | 104.481 | 103.676 | 104.486 | 10410.00 | 1030990.00 |
| 629 | 2011.10.10 16:00 | buy | 261 | 0.10 | 104.391 | 101.395 | 105.445 | ||
| 630 | 2011.10.12 12:09 | t/p | 261 | 0.10 | 105.455 | 101.395 | 105.445 | 10640.00 | 1041630.00 |
| 631 | 2011.10.24 14:00 | sell | 262 | 0.10 | 105.167 | 107.644 | 104.113 | ||
| 632 | 2011.10.27 19:20 | s/l | 262 | 0.10 | 107.638 | 107.644 | 104.113 | -24710.00 | 1016920.00 |
| 633 | 2011.10.27 21:00 | buy | 263 | 0.10 | 108.045 | 104.940 | 109.890 | ||
| 634 | 2011.10.31 04:29 | t/p | 263 | 0.10 | 109.911 | 104.940 | 109.890 | 18660.00 | 1035580.00 |
| 635 | 2011.11.08 10:00 | sell | 264 | 0.10 | 107.161 | 109.204 | 106.118 | ||
| 636 | 2011.11.09 13:22 | t/p | 264 | 0.10 | 106.112 | 109.204 | 106.118 | 10490.00 | 1046070.00 |
| 637 | 2011.11.18 14:00 | buy | 265 | 0.10 | 104.206 | 103.448 | 105.250 | ||
| 638 | 2011.11.21 10:12 | s/l | 265 | 0.10 | 103.454 | 103.448 | 105.250 | -7520.00 | 1038550.00 |
| 639 | 2011.11.28 02:00 | buy | 266 | 0.10 | 103.406 | 102.530 | 104.460 | ||
| 640 | 2011.11.28 17:53 | t/p | 266 | 0.10 | 104.469 | 102.530 | 104.460 | 10630.00 | 1049180.00 |
| 641 | 2011.11.28 18:00 | buy | 267 | 0.10 | 104.284 | 102.525 | 105.336 | ||
| 642 | 2011.12.02 14:24 | t/p | 267 | 0.10 | 105.335 | 102.525 | 105.336 | 10510.00 | 1059690.00 |
| 643 | 2011.12.16 15:00 | buy | 268 | 0.10 | 101.686 | 101.081 | 102.737 | ||
| 644 | 2011.12.28 16:28 | s/l | 268 | 0.10 | 101.076 | 101.081 | 102.737 | -6100.00 | 1053590.00 |
| 645 | 2012.01.04 02:00 | buy | 269 | 0.10 | 100.174 | 99.397 | 101.229 | ||
| 646 | 2012.01.04 15:07 | s/l | 269 | 0.10 | 99.392 | 99.397 | 101.229 | -7820.00 | 1045770.00 |
| 647 | 2012.01.12 17:00 | buy | 270 | 0.10 | 98.419 | 97.319 | 99.462 | ||
| 648 | 2012.01.13 17:19 | s/l | 270 | 0.10 | 97.314 | 97.319 | 99.462 | -11050.00 | 1034720.00 |
| 649 | 2012.01.18 06:00 | buy | 271 | 0.10 | 98.051 | 97.076 | 99.100 | ||
| 650 | 2012.01.19 12:00 | modify | 271 | 0.10 | 98.051 | 98.284 | 99.100 | ||
| 651 | 2012.01.19 13:15 | t/p | 271 | 0.10 | 99.103 | 98.284 | 99.100 | 10520.00 | 1045240.00 |
| 652 | 2012.01.19 14:00 | buy | 272 | 0.10 | 99.151 | 97.071 | 100.191 | ||
| 653 | 2012.01.20 00:00 | modify | 272 | 0.10 | 99.151 | 99.413 | 100.191 | ||
| 654 | 2012.01.20 09:34 | t/p | 272 | 0.10 | 100.189 | 99.413 | 100.191 | 10380.00 | 1055620.00 |
| 655 | 2012.01.27 07:00 | sell | 273 | 0.10 | 100.853 | 102.175 | 99.813 | ||
| 656 | 2012.01.31 17:45 | t/p | 273 | 0.10 | 99.805 | 102.175 | 99.813 | 10480.00 | 1066100.00 |
| 657 | 2012.02.09 19:00 | buy | 274 | 0.10 | 102.941 | 101.691 | 104.798 | ||
| 658 | 2012.02.14 01:00 | close | 274 | 0.10 | 102.186 | 101.691 | 104.798 | -7550.00 | 1058550.00 |
| 659 | 2012.02.14 01:00 | sell | 275 | 0.10 | 102.204 | 103.253 | 101.130 | ||
| 660 | 2012.02.15 04:56 | s/l | 275 | 0.10 | 103.246 | 103.253 | 101.130 | -10420.00 | 1048130.00 |
| 661 | 2012.02.17 15:00 | buy | 276 | 0.10 | 104.362 | 101.965 | 106.204 | ||
| 662 | 2012.02.20 02:00 | modify | 276 | 0.10 | 104.362 | 104.688 | 106.204 | ||
| 663 | 2012.02.20 10:07 | s/l | 276 | 0.10 | 104.676 | 104.688 | 106.204 | 3140.00 | 1051270.00 |
| 664 | 2012.02.21 09:00 | buy | 277 | 0.10 | 105.978 | 104.691 | 107.823 | ||
| 665 | 2012.02.24 00:00 | modify | 277 | 0.10 | 105.978 | 106.276 | 107.823 | ||
| 666 | 2012.02.24 09:21 | t/p | 277 | 0.10 | 107.842 | 106.276 | 107.823 | 18640.00 | 1069910.00 |
| 667 | 2012.02.24 10:00 | buy | 278 | 0.10 | 107.766 | 106.200 | 109.612 | ||
| 668 | 2012.02.24 18:00 | modify | 278 | 0.10 | 107.766 | 108.016 | 109.612 | ||
| 669 | 2012.02.27 00:08 | t/p | 278 | 0.10 | 109.620 | 108.016 | 109.612 | 18540.00 | 1088450.00 |
| 670 | 2012.02.27 01:00 | buy | 279 | 0.10 | 109.906 | 106.896 | 111.753 | ||
| 671 | 2012.03.02 14:00 | close | 279 | 0.10 | 107.852 | 106.896 | 111.753 | -20540.00 | 1067910.00 |
| 672 | 2012.03.02 14:00 | sell | 280 | 0.10 | 107.860 | 109.920 | 106.804 | ||
| 673 | 2012.03.05 11:00 | modify | 280 | 0.10 | 107.860 | 107.616 | 106.804 | ||
| 674 | 2012.03.05 15:20 | s/l | 280 | 0.10 | 107.629 | 107.616 | 106.804 | 2310.00 | 1070220.00 |
| 675 | 2012.03.06 12:00 | sell | 281 | 0.10 | 106.694 | 108.707 | 105.640 | ||
| 676 | 2012.03.06 19:00 | modify | 281 | 0.10 | 106.694 | 106.492 | 105.640 | ||
| 677 | 2012.03.07 18:15 | s/l | 281 | 0.10 | 106.504 | 106.492 | 105.640 | 1900.00 | 1072120.00 |
| 678 | 2012.03.22 03:00 | sell | 282 | 0.10 | 109.967 | 111.400 | 108.910 | ||
| 679 | 2012.03.22 12:16 | t/p | 282 | 0.10 | 108.912 | 111.400 | 108.910 | 10550.00 | 1082670.00 |
| 680 | 2012.03.22 13:00 | sell | 283 | 0.10 | 108.969 | 111.400 | 107.916 | ||
| 681 | 2012.04.04 15:49 | t/p | 283 | 0.10 | 107.920 | 111.400 | 107.916 | 10490.00 | 1093160.00 |
| 682 | 2012.04.10 14:00 | sell | 284 | 0.10 | 106.030 | 107.442 | 104.183 | ||
| 683 | 2012.04.12 21:00 | close | 284 | 0.10 | 106.635 | 107.442 | 104.183 | -6050.00 | 1087110.00 |
| 684 | 2012.04.12 21:00 | buy | 285 | 0.10 | 106.655 | 105.496 | 107.696 | ||
| 685 | 2012.04.16 03:34 | s/l | 285 | 0.10 | 105.497 | 105.496 | 107.696 | -11580.00 | 1075530.00 |
| 686 | 2012.04.16 09:00 | sell | 286 | 0.10 | 104.994 | 107.069 | 103.151 | ||
| 687 | 2012.04.18 03:00 | close | 286 | 0.10 | 106.483 | 107.069 | 103.151 | -14890.00 | 1060640.00 |
| 688 | 2012.04.18 03:00 | buy | 287 | 0.10 | 106.501 | 104.663 | 107.537 | ||
| 689 | 2012.04.20 03:00 | modify | 287 | 0.10 | 106.501 | 106.743 | 107.537 | ||
| 690 | 2012.04.20 11:01 | t/p | 287 | 0.10 | 107.543 | 106.743 | 107.537 | 10420.00 | 1071060.00 |
| 691 | 2012.04.20 11:01 | buy | 288 | 0.10 | 107.535 | 104.662 | 108.391 | ||
| 692 | 2012.05.04 18:24 | s/l | 288 | 0.10 | 104.665 | 104.662 | 108.391 | -28700.00 | 1042360.00 |
| 693 | 2012.05.09 14:00 | sell | 289 | 0.10 | 103.315 | 104.404 | 101.473 | ||
| 694 | 2012.05.14 17:00 | modify | 289 | 0.10 | 103.315 | 103.077 | 101.473 | ||
| 695 | 2012.05.17 17:00 | t/p | 289 | 0.10 | 101.468 | 103.077 | 101.473 | 18470.00 | 1060830.00 |
| 696 | 2012.05.22 03:00 | buy | 290 | 0.10 | 101.750 | 100.257 | 102.809 | ||
| 697 | 2012.05.23 11:26 | s/l | 290 | 0.10 | 100.255 | 100.257 | 102.809 | -14950.00 | 1045880.00 |
| 698 | 2012.05.28 10:00 | buy | 291 | 0.10 | 100.173 | 99.399 | 101.216 | ||
| 699 | 2012.05.29 18:35 | s/l | 291 | 0.10 | 99.394 | 99.399 | 101.216 | -7790.00 | 1038090.00 |
| 700 | 2012.06.04 17:00 | buy | 292 | 0.10 | 97.680 | 95.636 | 98.724 | ||
| 701 | 2012.06.06 07:18 | t/p | 292 | 0.10 | 98.721 | 95.636 | 98.724 | 10410.00 | 1048500.00 |
| 702 | 2012.06.06 08:00 | buy | 293 | 0.10 | 98.708 | 95.712 | 99.762 | ||
| 703 | 2012.06.07 00:00 | modify | 293 | 0.10 | 98.708 | 99.081 | 99.762 | ||
| 704 | 2012.06.07 01:11 | t/p | 293 | 0.10 | 99.759 | 99.081 | 99.762 | 10510.00 | 1059010.00 |
| 705 | 2012.06.07 02:00 | buy | 294 | 0.10 | 99.782 | 96.777 | 100.827 | ||
| 706 | 2012.06.11 01:00 | modify | 294 | 0.10 | 99.782 | 100.022 | 100.827 | ||
| 707 | 2012.06.11 01:03 | t/p | 294 | 0.10 | 100.834 | 100.022 | 100.827 | 10520.00 | 1069530.00 |
| 708 | 2012.07.04 19:00 | sell | 295 | 0.10 | 99.957 | 101.360 | 98.903 | ||
| 709 | 2012.07.05 16:00 | modify | 295 | 0.10 | 99.957 | 99.625 | 98.903 | ||
| 710 | 2012.07.05 17:01 | t/p | 295 | 0.10 | 98.899 | 99.625 | 98.903 | 10580.00 | 1080110.00 |
| 711 | 2012.07.17 07:00 | buy | 296 | 0.10 | 97.080 | 96.209 | 98.131 | ||
| 712 | 2012.07.19 16:19 | s/l | 296 | 0.10 | 96.214 | 96.209 | 98.131 | -8660.00 | 1071450.00 |
| 713 | 2012.07.26 14:00 | buy | 297 | 0.10 | 95.626 | 94.157 | 96.669 | ||
| 714 | 2012.07.27 16:18 | t/p | 297 | 0.10 | 96.675 | 94.157 | 96.669 | 10490.00 | 1081940.00 |
| 715 | 2012.07.27 17:00 | buy | 298 | 0.10 | 96.867 | 94.155 | 97.909 | ||
| 716 | 2012.08.06 04:00 | modify | 298 | 0.10 | 96.867 | 97.090 | 97.909 | ||
| 717 | 2012.08.06 05:25 | s/l | 298 | 0.10 | 97.100 | 97.090 | 97.909 | 2330.00 | 1084270.00 |
| 718 | 2012.08.21 13:00 | buy | 299 | 0.10 | 98.542 | 97.773 | 100.401 | ||
| 719 | 2012.08.24 14:00 | close | 299 | 0.10 | 98.356 | 97.773 | 100.401 | -1860.00 | 1082410.00 |
| 720 | 2012.08.24 14:00 | sell | 300 | 0.10 | 98.346 | 99.146 | 97.306 | ||
| 721 | 2012.09.06 14:45 | s/l | 300 | 0.10 | 99.164 | 99.146 | 97.306 | -8180.00 | 1074230.00 |
| 722 | 2012.09.06 18:00 | buy | 301 | 0.10 | 99.759 | 98.025 | 101.618 | ||
| 723 | 2012.09.11 15:00 | close | 301 | 0.10 | 99.613 | 98.025 | 101.618 | -1460.00 | 1072770.00 |
| 724 | 2012.09.11 15:00 | sell | 302 | 0.10 | 99.625 | 100.397 | 98.566 | ||
| 725 | 2012.09.12 11:40 | s/l | 302 | 0.10 | 100.400 | 100.397 | 98.566 | -7750.00 | 1065020.00 |
| 726 | 2012.09.12 13:00 | buy | 303 | 0.10 | 100.624 | 99.563 | 102.468 | ||
| 727 | 2012.09.12 15:00 | close | 303 | 0.10 | 100.433 | 99.563 | 102.468 | -1910.00 | 1063110.00 |
| 728 | 2012.09.12 16:00 | buy | 304 | 0.10 | 100.509 | 99.559 | 102.359 | ||
| 729 | 2012.09.13 19:30 | s/l | 304 | 0.10 | 99.471 | 99.559 | 102.359 | -10380.00 | 1052730.00 |
| 730 | 2012.09.13 23:00 | buy | 305 | 0.10 | 100.709 | 99.503 | 102.569 | ||
| 731 | 2012.09.14 14:00 | modify | 305 | 0.10 | 100.709 | 101.437 | 102.569 | ||
| 732 | 2012.09.14 16:40 | t/p | 305 | 0.10 | 102.579 | 101.437 | 102.569 | 18700.00 | 1071430.00 |
| 733 | 2012.09.17 00:02 | buy | 306 | 0.10 | 102.815 | 100.650 | 104.654 | ||
| 734 | 2012.09.17 18:00 | modify | 306 | 0.10 | 102.815 | 103.027 | 104.654 | ||
| 735 | 2012.09.18 03:17 | s/l | 306 | 0.10 | 103.030 | 103.027 | 104.654 | 2150.00 | 1073580.00 |
| 736 | 2012.09.19 08:00 | buy | 307 | 0.10 | 103.485 | 102.442 | 105.335 | ||
| 737 | 2012.09.19 15:00 | s/l | 307 | 0.10 | 102.436 | 102.442 | 105.335 | -10490.00 | 1063090.00 |
| 738 | 2012.09.19 16:00 | sell | 308 | 0.10 | 102.380 | 103.827 | 101.325 | ||
| 739 | 2012.09.20 09:58 | t/p | 308 | 0.10 | 101.323 | 103.827 | 101.325 | 10570.00 | 1073660.00 |
| 740 | 2012.09.20 10:00 | sell | 309 | 0.10 | 101.286 | 103.827 | 100.237 | ||
| 741 | 2012.09.25 10:00 | modify | 309 | 0.10 | 101.286 | 100.933 | 100.237 | ||
| 742 | 2012.09.25 11:48 | t/p | 309 | 0.10 | 100.228 | 100.933 | 100.237 | 10580.00 | 1084240.00 |
| 743 | 2012.09.25 12:00 | sell | 310 | 0.10 | 100.314 | 103.308 | 99.258 | ||
| 744 | 2012.10.11 13:00 | close | 310 | 0.10 | 100.665 | 103.308 | 99.258 | -3510.00 | 1080730.00 |
| 745 | 2012.10.22 03:00 | sell | 311 | 0.10 | 103.217 | 104.109 | 102.160 | ||
| 746 | 2012.10.22 11:52 | s/l | 311 | 0.10 | 104.109 | 104.109 | 102.160 | -8920.00 | 1071810.00 |
| 747 | 2012.10.24 12:00 | sell | 312 | 0.10 | 103.160 | 104.557 | 102.103 | ||
| 748 | 2012.11.06 08:00 | modify | 312 | 0.10 | 103.160 | 102.924 | 102.103 | ||
| 749 | 2012.11.06 18:38 | s/l | 312 | 0.10 | 102.933 | 102.924 | 102.103 | 2270.00 | 1074080.00 |
| 750 | 2012.11.14 09:00 | buy | 313 | 0.10 | 101.438 | 100.366 | 102.495 | ||