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 |
| 751 | 2012.11.14 17:00 | modify | 313 | 0.10 | 101.438 | 101.643 | 102.495 | ||
| 752 | 2012.11.15 06:04 | t/p | 313 | 0.10 | 102.493 | 101.643 | 102.495 | 10550.00 | 1084630.00 |
| 753 | 2012.11.28 04:00 | sell | 314 | 0.10 | 105.868 | 107.097 | 104.822 | ||
| 754 | 2012.11.30 03:53 | s/l | 314 | 0.10 | 107.106 | 107.097 | 104.822 | -12380.00 | 1072250.00 |
| 755 | 2012.12.06 18:00 | sell | 315 | 0.10 | 106.925 | 107.925 | 105.870 | ||
| 756 | 2012.12.10 13:00 | modify | 315 | 0.10 | 106.925 | 106.708 | 105.870 | ||
| 757 | 2012.12.11 02:07 | s/l | 315 | 0.10 | 106.707 | 106.708 | 105.870 | 2180.00 | 1074430.00 |
| 758 | 2012.12.21 05:00 | sell | 316 | 0.10 | 110.679 | 112.464 | 109.638 | ||
| 759 | 2012.12.26 02:55 | s/l | 316 | 0.10 | 112.454 | 112.464 | 109.638 | -17750.00 | 1056680.00 |
| 760 | 2013.01.08 17:00 | sell | 317 | 0.10 | 114.311 | 115.509 | 112.451 | ||
| 761 | 2013.01.10 13:31 | s/l | 317 | 0.10 | 115.511 | 115.509 | 112.451 | -12000.00 | 1044680.00 |
| 762 | 2013.01.15 21:00 | sell | 318 | 0.10 | 117.893 | 120.089 | 116.051 | ||
| 763 | 2013.01.16 07:00 | modify | 318 | 0.10 | 117.893 | 117.689 | 116.051 | ||
| 764 | 2013.01.16 17:41 | s/l | 318 | 0.10 | 117.679 | 117.689 | 116.051 | 2140.00 | 1046820.00 |
| 765 | 2013.01.22 05:00 | sell | 319 | 0.10 | 118.993 | 120.207 | 117.150 | ||
| 766 | 2013.01.22 13:00 | modify | 319 | 0.10 | 118.993 | 118.501 | 117.150 | ||
| 767 | 2013.01.22 13:03 | s/l | 319 | 0.10 | 118.502 | 118.501 | 117.150 | 4910.00 | 1051730.00 |
| 768 | 2013.01.22 13:03 | sell | 320 | 0.10 | 118.509 | 120.207 | 116.599 | ||
| 769 | 2013.01.22 19:00 | modify | 320 | 0.10 | 118.509 | 118.231 | 116.599 | ||
| 770 | 2013.01.22 21:54 | s/l | 320 | 0.10 | 118.224 | 118.231 | 116.599 | 2850.00 | 1054580.00 |
| 771 | 2013.01.22 22:00 | sell | 321 | 0.10 | 118.165 | 120.207 | 116.322 | ||
| 772 | 2013.01.23 10:00 | modify | 321 | 0.10 | 118.165 | 117.832 | 116.322 | ||
| 773 | 2013.01.23 11:42 | s/l | 321 | 0.10 | 117.834 | 117.832 | 116.322 | 3310.00 | 1057890.00 |
| 774 | 2013.02.05 09:00 | sell | 322 | 0.10 | 124.253 | 126.819 | 122.394 | ||
| 775 | 2013.02.05 18:21 | s/l | 322 | 0.10 | 126.827 | 126.819 | 122.394 | -25740.00 | 1032150.00 |
| 776 | 2013.02.07 18:00 | sell | 323 | 0.10 | 124.796 | 127.669 | 122.946 | ||
| 777 | 2013.02.08 16:00 | modify | 323 | 0.10 | 124.796 | 124.211 | 122.946 | ||
| 778 | 2013.02.08 16:30 | s/l | 323 | 0.10 | 124.207 | 124.211 | 122.946 | 5890.00 | 1038040.00 |
| 779 | 2013.02.08 17:00 | sell | 324 | 0.10 | 124.271 | 127.362 | 122.412 | ||
| 780 | 2013.02.15 08:00 | modify | 324 | 0.10 | 124.271 | 123.818 | 122.412 | ||
| 781 | 2013.02.15 08:30 | s/l | 324 | 0.10 | 123.820 | 123.818 | 122.412 | 4510.00 | 1042550.00 |
| 782 | 2013.02.15 11:00 | sell | 325 | 0.10 | 123.209 | 125.924 | 121.363 | ||
| 783 | 2013.02.21 15:00 | modify | 325 | 0.10 | 123.209 | 123.006 | 121.363 | ||
| 784 | 2013.02.21 15:06 | s/l | 325 | 0.10 | 123.007 | 123.006 | 121.363 | 2020.00 | 1044570.00 |
| 785 | 2013.02.21 16:00 | sell | 326 | 0.10 | 122.856 | 125.864 | 121.010 | ||
| 786 | 2013.02.25 21:01 | t/p | 326 | 0.10 | 120.989 | 125.864 | 121.010 | 18670.00 | 1063240.00 |
| 787 | 2013.02.25 22:00 | sell | 327 | 0.10 | 121.534 | 124.624 | 119.674 | ||
| 788 | 2013.02.25 22:30 | t/p | 327 | 0.10 | 119.677 | 124.624 | 119.674 | 18570.00 | 1081810.00 |
| 789 | 2013.02.26 00:00 | sell | 328 | 0.10 | 119.893 | 123.000 | 118.050 | ||
| 790 | 2013.02.26 06:00 | close | 328 | 0.10 | 120.475 | 123.000 | 118.050 | -5820.00 | 1075990.00 |
| 791 | 2013.03.13 14:00 | sell | 329 | 0.10 | 124.486 | 126.000 | 122.633 | ||
| 792 | 2013.03.18 00:00 | t/p | 329 | 0.10 | 121.791 | 126.000 | 122.633 | 26950.00 | 1102940.00 |
| 793 | 2013.03.18 01:00 | sell | 330 | 0.10 | 122.349 | 125.212 | 120.262 | ||
| 794 | 2013.03.25 20:00 | modify | 330 | 0.10 | 122.349 | 122.119 | 120.262 | ||
| 795 | 2013.03.25 20:15 | t/p | 330 | 0.10 | 120.263 | 122.119 | 120.262 | 20860.00 | 1123800.00 |
| 796 | 2013.03.25 21:00 | sell | 331 | 0.10 | 121.093 | 123.818 | 119.241 | ||
| 797 | 2013.03.27 16:00 | modify | 331 | 0.10 | 121.093 | 120.859 | 119.241 | ||
| 798 | 2013.03.28 14:40 | s/l | 331 | 0.10 | 120.859 | 120.859 | 119.241 | 2340.00 | 1126140.00 |
| 799 | 2013.04.01 05:00 | sell | 332 | 0.10 | 120.018 | 120.835 | 118.170 | ||
| 800 | 2013.04.03 22:00 | modify | 332 | 0.10 | 120.018 | 119.761 | 118.170 | ||
| 801 | 2013.04.04 07:40 | s/l | 332 | 0.10 | 119.793 | 119.761 | 118.170 | 2250.00 | 1128390.00 |
| 802 | 2013.04.12 12:00 | sell | 333 | 0.10 | 129.487 | 131.087 | 127.641 | ||
| 803 | 2013.04.15 06:58 | t/p | 333 | 0.10 | 127.632 | 131.087 | 127.641 | 18550.00 | 1146940.00 |
| 804 | 2013.04.15 07:00 | sell | 334 | 0.10 | 127.711 | 130.771 | 125.871 | ||
| 805 | 2013.04.15 23:00 | modify | 334 | 0.10 | 127.711 | 127.450 | 125.871 | ||
| 806 | 2013.04.15 23:24 | t/p | 334 | 0.10 | 125.871 | 127.450 | 125.871 | 18400.00 | 1165340.00 |
| 807 | 2013.04.23 12:00 | sell | 335 | 0.10 | 128.086 | 130.631 | 126.236 | ||
| 808 | 2013.04.26 19:00 | modify | 335 | 0.10 | 128.086 | 127.855 | 126.236 | ||
| 809 | 2013.04.26 20:29 | s/l | 335 | 0.10 | 127.850 | 127.855 | 126.236 | 2360.00 | 1167700.00 |
| 810 | 2013.04.26 21:00 | sell | 336 | 0.10 | 127.784 | 129.865 | 125.932 | ||
| 811 | 2013.05.02 15:37 | s/l | 336 | 0.10 | 129.896 | 129.865 | 125.932 | -21120.00 | 1146580.00 |
| 812 | 2013.05.08 02:00 | sell | 337 | 0.10 | 129.189 | 130.334 | 127.335 | ||
| 813 | 2013.05.08 18:17 | s/l | 337 | 0.10 | 130.333 | 130.334 | 127.335 | -11440.00 | 1135140.00 |
| 814 | 2013.05.15 17:00 | sell | 338 | 0.10 | 131.367 | 132.732 | 129.512 | ||
| 815 | 2013.05.22 10:43 | s/l | 338 | 0.10 | 132.726 | 132.732 | 129.512 | -13590.00 | 1121550.00 |
| 816 | 2013.05.23 10:00 | sell | 339 | 0.10 | 130.874 | 133.774 | 129.027 | ||
| 817 | 2013.06.03 18:00 | modify | 339 | 0.10 | 130.874 | 130.291 | 129.027 | ||
| 818 | 2013.06.04 02:21 | s/l | 339 | 0.10 | 130.303 | 130.291 | 129.027 | 5710.00 | 1127260.00 |
| 819 | 2013.06.05 19:00 | sell | 340 | 0.10 | 129.780 | 131.372 | 127.928 | ||
| 820 | 2013.06.06 19:24 | t/p | 340 | 0.10 | 127.908 | 131.372 | 127.928 | 18720.00 | 1145980.00 |
| 821 | 2013.06.07 00:00 | sell | 341 | 0.10 | 128.393 | 130.690 | 126.547 | ||
| 822 | 2013.06.07 14:00 | modify | 341 | 0.10 | 128.393 | 127.721 | 126.547 | ||
| 823 | 2013.06.07 14:03 | t/p | 341 | 0.10 | 126.544 | 127.721 | 126.547 | 18490.00 | 1164470.00 |
| 824 | 2013.06.12 19:00 | sell | 342 | 0.10 | 127.357 | 130.452 | 125.502 | ||
| 825 | 2013.06.13 06:00 | modify | 342 | 0.10 | 127.357 | 126.984 | 125.502 | ||
| 826 | 2013.06.13 11:20 | t/p | 342 | 0.10 | 125.508 | 126.984 | 125.502 | 18490.00 | 1182960.00 |
| 827 | 2013.06.18 12:00 | buy | 343 | 0.10 | 127.375 | 125.013 | 128.435 | ||
| 828 | 2013.06.19 21:16 | t/p | 343 | 0.10 | 128.474 | 125.013 | 128.435 | 10990.00 | 1193950.00 |
| 829 | 2013.06.19 23:00 | buy | 344 | 0.10 | 128.236 | 125.232 | 129.282 | ||
| 830 | 2013.06.20 09:58 | t/p | 344 | 0.10 | 129.304 | 125.232 | 129.282 | 10680.00 | 1204630.00 |
| 831 | 2013.06.20 10:00 | buy | 345 | 0.10 | 129.229 | 126.235 | 130.285 | ||
| 832 | 2013.07.01 20:00 | modify | 345 | 0.10 | 129.229 | 129.498 | 130.285 | ||
| 833 | 2013.07.02 08:31 | t/p | 345 | 0.10 | 130.292 | 129.498 | 130.285 | 10630.00 | 1215260.00 |
| 834 | 2013.07.23 03:00 | sell | 346 | 0.10 | 131.019 | 132.212 | 129.970 | ||
| 835 | 2013.07.24 10:28 | s/l | 346 | 0.10 | 132.245 | 132.212 | 129.970 | -12260.00 | 1203000.00 |
| 836 | 2013.07.26 06:00 | sell | 347 | 0.10 | 131.275 | 132.709 | 130.217 | ||
| 837 | 2013.07.26 17:25 | t/p | 347 | 0.10 | 130.221 | 132.709 | 130.217 | 10540.00 | 1213540.00 |
| 838 | 2013.07.26 18:00 | sell | 348 | 0.10 | 130.150 | 132.709 | 129.105 | ||
| 839 | 2013.08.07 08:00 | modify | 348 | 0.10 | 130.150 | 129.900 | 129.105 | ||
| 840 | 2013.08.07 08:59 | t/p | 348 | 0.10 | 129.092 | 129.900 | 129.105 | 10580.00 | 1224120.00 |
| 841 | 2013.08.12 03:00 | sell | 349 | 0.10 | 128.125 | 129.680 | 126.271 | ||
| 842 | 2013.08.13 07:00 | close | 349 | 0.10 | 129.539 | 129.680 | 126.271 | -14140.00 | 1209980.00 |
| 843 | 2013.08.13 07:00 | buy | 350 | 0.10 | 129.507 | 128.006 | 130.581 | ||
| 844 | 2013.08.13 14:00 | modify | 350 | 0.10 | 129.507 | 129.714 | 130.581 | ||
| 845 | 2013.08.14 08:46 | t/p | 350 | 0.10 | 130.580 | 129.714 | 130.581 | 10730.00 | 1220710.00 |
| 846 | 2013.08.27 03:00 | sell | 351 | 0.10 | 131.487 | 132.396 | 130.434 | ||
| 847 | 2013.08.27 11:18 | t/p | 351 | 0.10 | 130.439 | 132.396 | 130.434 | 10480.00 | 1231190.00 |
| 848 | 2013.09.06 10:00 | sell | 352 | 0.10 | 130.775 | 132.115 | 129.732 | ||
| 849 | 2013.09.09 19:07 | s/l | 352 | 0.10 | 132.106 | 132.115 | 129.732 | -13310.00 | 1217880.00 |
| 850 | 2013.09.12 13:00 | sell | 353 | 0.10 | 132.009 | 133.341 | 130.967 | ||
| 851 | 2013.09.19 10:07 | s/l | 353 | 0.10 | 133.332 | 133.341 | 130.967 | -13230.00 | 1204650.00 |
| 852 | 2013.09.23 17:00 | sell | 354 | 0.10 | 133.394 | 134.916 | 132.348 | ||
| 853 | 2013.09.30 00:01 | t/p | 354 | 0.10 | 131.800 | 134.916 | 132.348 | 15940.00 | 1220590.00 |
| 854 | 2013.10.15 14:00 | sell | 355 | 0.10 | 133.015 | 133.796 | 131.969 | ||
| 855 | 2013.10.17 02:46 | s/l | 355 | 0.10 | 133.803 | 133.796 | 131.969 | -7880.00 | 1212710.00 |
| 856 | 2013.10.31 14:00 | sell | 356 | 0.10 | 134.120 | 135.422 | 133.068 | ||
| 857 | 2013.11.01 04:20 | t/p | 356 | 0.10 | 133.073 | 135.422 | 133.068 | 10470.00 | 1223180.00 |
| 858 | 2013.11.20 18:00 | sell | 357 | 0.10 | 134.527 | 135.914 | 133.472 | ||
| 859 | 2013.11.21 15:39 | s/l | 357 | 0.10 | 135.924 | 135.914 | 133.472 | -13970.00 | 1209210.00 |
| 860 | 2013.12.03 21:00 | sell | 358 | 0.10 | 138.973 | 139.993 | 137.923 | ||
| 861 | 2013.12.06 15:29 | s/l | 358 | 0.10 | 140.032 | 139.993 | 137.923 | -10590.00 | 1198620.00 |
| 862 | 2013.12.11 12:00 | sell | 359 | 0.10 | 140.958 | 142.134 | 139.906 | ||
| 863 | 2013.12.12 23:11 | s/l | 359 | 0.10 | 142.133 | 142.134 | 139.906 | -11750.00 | 1186870.00 |
| 864 | 2013.12.17 18:00 | sell | 360 | 0.10 | 141.042 | 142.794 | 139.990 | ||
| 865 | 2013.12.18 23:27 | s/l | 360 | 0.10 | 142.822 | 142.794 | 139.990 | -17800.00 | 1169070.00 |
| 866 | 2014.01.02 14:00 | sell | 361 | 0.10 | 144.283 | 145.655 | 143.225 | ||
| 867 | 2014.01.02 16:26 | t/p | 361 | 0.10 | 143.221 | 145.655 | 143.225 | 10620.00 | 1179690.00 |
| 868 | 2014.01.02 17:00 | sell | 362 | 0.10 | 143.080 | 145.655 | 142.039 | ||
| 869 | 2014.01.03 09:00 | modify | 362 | 0.10 | 143.080 | 142.837 | 142.039 | ||
| 870 | 2014.01.03 16:23 | t/p | 362 | 0.10 | 142.029 | 142.837 | 142.039 | 10510.00 | 1190200.00 |
| 871 | 2014.01.03 17:00 | sell | 363 | 0.10 | 142.145 | 145.136 | 141.086 | ||
| 872 | 2014.01.13 12:00 | modify | 363 | 0.10 | 142.145 | 141.879 | 141.086 | ||
| 873 | 2014.01.13 15:31 | t/p | 363 | 0.10 | 141.083 | 141.879 | 141.086 | 10620.00 | 1200820.00 |
| 874 | 2014.01.24 13:00 | sell | 364 | 0.10 | 140.243 | 142.385 | 138.400 | ||
| 875 | 2014.01.27 03:00 | close | 364 | 0.10 | 140.087 | 142.385 | 138.400 | 1560.00 | 1202380.00 |
| 876 | 2014.01.27 04:00 | sell | 365 | 0.10 | 139.918 | 141.742 | 138.069 | ||
| 877 | 2014.01.29 00:00 | close | 365 | 0.10 | 140.739 | 141.742 | 138.069 | -8210.00 | 1194170.00 |
| 878 | 2014.01.29 00:00 | buy | 366 | 0.10 | 140.747 | 139.195 | 141.791 | ||
| 879 | 2014.01.29 16:00 | close | 366 | 0.10 | 139.403 | 139.195 | 141.791 | -13440.00 | 1180730.00 |
| 880 | 2014.01.29 16:00 | sell | 367 | 0.10 | 139.421 | 141.220 | 137.561 | ||
| 881 | 2014.01.31 14:00 | modify | 367 | 0.10 | 139.421 | 139.163 | 137.561 | ||
| 882 | 2014.01.31 17:59 | t/p | 367 | 0.10 | 137.568 | 139.163 | 137.561 | 18530.00 | 1199260.00 |
| 883 | 2014.01.31 21:00 | sell | 368 | 0.10 | 138.213 | 139.915 | 136.353 | ||
| 884 | 2014.02.03 15:00 | close | 368 | 0.10 | 137.610 | 139.915 | 136.353 | 6030.00 | 1205290.00 |
| 885 | 2014.02.03 17:00 | sell | 369 | 0.10 | 137.195 | 139.471 | 135.351 | ||
| 886 | 2014.02.06 03:00 | close | 369 | 0.10 | 137.480 | 139.471 | 135.351 | -2850.00 | 1202440.00 |
| 887 | 2014.02.06 03:00 | buy | 370 | 0.10 | 137.474 | 136.268 | 138.529 | ||
| 888 | 2014.02.06 17:01 | t/p | 370 | 0.10 | 138.541 | 136.268 | 138.529 | 10670.00 | 1213110.00 |
| 889 | 2014.02.06 17:01 | buy | 371 | 0.10 | 138.528 | 136.268 | 139.509 | ||
| 890 | 2014.02.07 21:10 | t/p | 371 | 0.10 | 139.501 | 136.268 | 139.509 | 9730.00 | 1222840.00 |
| 891 | 2014.02.07 22:00 | buy | 372 | 0.10 | 139.428 | 136.437 | 140.487 | ||
| 892 | 2014.02.18 06:01 | t/p | 372 | 0.10 | 140.489 | 136.437 | 140.487 | 10610.00 | 1233450.00 |
| 893 | 2014.03.11 21:00 | sell | 373 | 0.10 | 142.787 | 143.761 | 141.743 | ||
| 894 | 2014.03.13 19:29 | t/p | 373 | 0.10 | 141.750 | 143.761 | 141.743 | 10370.00 | 1243820.00 |
| 895 | 2014.03.13 21:00 | sell | 374 | 0.10 | 141.102 | 143.761 | 140.056 | ||
| 896 | 2014.03.28 05:00 | modify | 374 | 0.10 | 141.102 | 140.893 | 140.056 | ||
| 897 | 2014.03.28 11:04 | t/p | 374 | 0.10 | 140.050 | 140.893 | 140.056 | 10520.00 | 1254340.00 |
| 898 | 2014.04.03 19:00 | sell | 375 | 0.10 | 142.468 | 143.444 | 141.417 | ||
| 899 | 2014.04.04 21:00 | modify | 375 | 0.10 | 142.468 | 142.218 | 141.417 | ||
| 900 | 2014.04.04 23:37 | t/p | 375 | 0.10 | 141.408 | 142.218 | 141.417 | 10600.00 | 1264940.00 |