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 |
| 901 | 2014.04.16 05:00 | buy | 376 | 0.10 | 141.090 | 140.274 | 142.132 | ||
| 902 | 2014.04.23 13:00 | modify | 376 | 0.10 | 141.090 | 141.312 | 142.132 | ||
| 903 | 2014.04.23 18:25 | s/l | 376 | 0.10 | 141.307 | 141.312 | 142.132 | 2170.00 | 1267110.00 |
| 904 | 2014.05.09 16:00 | sell | 377 | 0.10 | 140.293 | 142.334 | 138.446 | ||
| 905 | 2014.05.13 11:00 | close | 377 | 0.10 | 140.911 | 142.334 | 138.446 | -6180.00 | 1260930.00 |
| 906 | 2014.05.13 11:00 | buy | 378 | 0.10 | 140.903 | 139.925 | 141.956 | ||
| 907 | 2014.05.14 11:04 | s/l | 378 | 0.10 | 139.927 | 139.925 | 141.956 | -9760.00 | 1251170.00 |
| 908 | 2014.05.14 12:00 | sell | 379 | 0.10 | 139.770 | 140.914 | 137.919 | ||
| 909 | 2014.05.16 15:00 | modify | 379 | 0.10 | 139.770 | 139.441 | 137.919 | ||
| 910 | 2014.05.26 11:00 | close | 379 | 0.10 | 139.055 | 139.441 | 137.919 | 7150.00 | 1258320.00 |
| 911 | 2014.05.26 11:00 | buy | 380 | 0.10 | 139.041 | 138.187 | 140.095 | ||
| 912 | 2014.05.29 10:04 | s/l | 380 | 0.10 | 138.178 | 138.187 | 140.095 | -8630.00 | 1249690.00 |
| 913 | 2014.05.30 18:00 | buy | 381 | 0.10 | 138.829 | 138.018 | 139.883 | ||
| 914 | 2014.06.03 18:00 | modify | 381 | 0.10 | 138.829 | 139.072 | 139.883 | ||
| 915 | 2014.06.04 06:43 | t/p | 381 | 0.10 | 139.881 | 139.072 | 139.883 | 10520.00 | 1260210.00 |
| 916 | 2014.06.17 03:00 | buy | 382 | 0.10 | 138.332 | 137.747 | 139.372 | ||
| 917 | 2014.07.03 04:00 | close | 382 | 0.10 | 139.063 | 137.747 | 139.372 | 7310.00 | 1267520.00 |
| 918 | 2014.07.14 18:00 | buy | 383 | 0.10 | 138.422 | 137.538 | 139.472 | ||
| 919 | 2014.07.16 20:06 | s/l | 383 | 0.10 | 137.545 | 137.538 | 139.472 | -8770.00 | 1258750.00 |
| 920 | 2014.07.22 04:00 | buy | 384 | 0.10 | 137.228 | 136.749 | 138.279 | ||
| 921 | 2014.07.22 15:32 | s/l | 384 | 0.10 | 136.755 | 136.749 | 138.279 | -4730.00 | 1254020.00 |
| 922 | 2014.07.24 18:00 | buy | 385 | 0.10 | 137.099 | 136.408 | 138.147 | ||
| 923 | 2014.08.01 15:00 | modify | 385 | 0.10 | 137.099 | 137.300 | 138.147 | ||
| 924 | 2014.08.05 19:58 | s/l | 385 | 0.10 | 137.289 | 137.300 | 138.147 | 1900.00 | 1255920.00 |
| 925 | 2014.08.13 15:00 | buy | 386 | 0.10 | 136.923 | 135.769 | 137.964 | ||
| 926 | 2014.08.21 12:00 | modify | 386 | 0.10 | 136.923 | 137.222 | 137.964 | ||
| 927 | 2014.08.22 03:10 | t/p | 386 | 0.10 | 137.973 | 137.222 | 137.964 | 10500.00 | 1266420.00 |
| 928 | 2014.08.25 10:00 | sell | 387 | 0.10 | 137.456 | 137.971 | 136.403 | ||
| 929 | 2014.08.28 15:00 | modify | 387 | 0.10 | 137.456 | 137.118 | 136.403 | ||
| 930 | 2014.08.29 13:22 | s/l | 387 | 0.10 | 137.119 | 137.118 | 136.403 | 3370.00 | 1269790.00 |
| 931 | 2014.09.02 18:00 | buy | 388 | 0.10 | 137.972 | 136.703 | 139.828 | ||
| 932 | 2014.09.04 15:30 | s/l | 388 | 0.10 | 136.703 | 136.703 | 139.828 | -12690.00 | 1257100.00 |
| 933 | 2014.09.09 03:00 | buy | 389 | 0.10 | 136.820 | 135.856 | 137.872 | ||
| 934 | 2014.09.10 10:50 | t/p | 389 | 0.10 | 137.863 | 135.856 | 137.872 | 10430.00 | 1267530.00 |
| 935 | 2014.09.11 12:00 | buy | 390 | 0.10 | 138.326 | 137.350 | 140.169 | ||
| 936 | 2014.09.17 19:00 | modify | 390 | 0.10 | 138.326 | 138.691 | 140.169 | ||
| 937 | 2014.09.18 12:19 | t/p | 390 | 0.10 | 140.171 | 138.691 | 140.169 | 18450.00 | 1285980.00 |
| 938 | 2014.09.18 14:00 | buy | 391 | 0.10 | 139.943 | 138.811 | 141.796 | ||
| 939 | 2014.09.19 06:00 | modify | 391 | 0.10 | 139.943 | 140.264 | 141.796 | ||
| 940 | 2014.09.19 11:53 | s/l | 391 | 0.10 | 140.271 | 140.264 | 141.796 | 3280.00 | 1289260.00 |
| 941 | 2014.09.23 11:00 | sell | 392 | 0.10 | 139.434 | 141.190 | 138.380 | ||
| 942 | 2014.09.25 19:00 | modify | 392 | 0.10 | 139.434 | 139.179 | 138.380 | ||
| 943 | 2014.09.30 12:00 | t/p | 392 | 0.10 | 138.377 | 139.179 | 138.380 | 10570.00 | 1299830.00 |
| 944 | 2014.10.16 23:00 | buy | 393 | 0.10 | 136.207 | 134.181 | 137.264 | ||
| 945 | 2014.10.24 19:00 | modify | 393 | 0.10 | 136.207 | 136.436 | 137.264 | ||
| 946 | 2014.10.27 00:00 | t/p | 393 | 0.10 | 137.335 | 136.436 | 137.264 | 11280.00 | 1311110.00 |
| 947 | 2014.11.05 07:00 | buy | 394 | 0.10 | 143.198 | 141.740 | 145.042 | ||
| 948 | 2014.11.06 07:00 | close | 394 | 0.10 | 143.161 | 141.740 | 145.042 | -370.00 | 1310740.00 |
| 949 | 2014.11.10 10:00 | sell | 395 | 0.10 | 142.206 | 144.191 | 141.162 | ||
| 950 | 2014.11.11 09:00 | close | 395 | 0.10 | 143.301 | 144.191 | 141.162 | -10950.00 | 1299790.00 |
| 951 | 2014.11.11 09:00 | buy | 396 | 0.10 | 143.312 | 142.133 | 145.161 | ||
| 952 | 2014.11.11 21:00 | modify | 396 | 0.10 | 143.312 | 143.608 | 145.161 | ||
| 953 | 2014.11.12 11:36 | s/l | 396 | 0.10 | 143.612 | 143.608 | 145.161 | 3000.00 | 1302790.00 |
| 954 | 2014.11.21 12:00 | sell | 397 | 0.10 | 146.461 | 149.104 | 145.418 | ||
| 955 | 2014.12.05 14:56 | s/l | 397 | 0.10 | 149.101 | 149.104 | 145.418 | -26400.00 | 1276390.00 |
| 956 | 2014.12.09 06:00 | sell | 398 | 0.10 | 147.941 | 149.758 | 146.881 | ||
| 957 | 2014.12.09 17:32 | t/p | 398 | 0.10 | 146.874 | 149.758 | 146.881 | 10670.00 | 1287060.00 |
| 958 | 2014.12.09 18:00 | sell | 399 | 0.10 | 147.812 | 149.758 | 146.766 | ||
| 959 | 2014.12.10 22:04 | t/p | 399 | 0.10 | 146.763 | 149.758 | 146.766 | 10490.00 | 1297550.00 |
| 960 | 2014.12.10 23:00 | sell | 400 | 0.10 | 146.857 | 149.758 | 145.812 | ||
| 961 | 2014.12.16 09:00 | modify | 400 | 0.10 | 146.857 | 146.628 | 145.812 | ||
| 962 | 2014.12.16 10:30 | t/p | 400 | 0.10 | 145.813 | 146.628 | 145.812 | 10440.00 | 1307990.00 |
| 963 | 2014.12.30 14:00 | sell | 401 | 0.10 | 145.287 | 147.191 | 143.436 | ||
| 964 | 2015.01.02 20:00 | modify | 401 | 0.10 | 145.287 | 145.013 | 143.436 | ||
| 965 | 2015.01.05 00:02 | t/p | 401 | 0.10 | 143.433 | 145.013 | 143.436 | 18540.00 | 1326530.00 |
| 966 | 2015.01.05 00:02 | sell | 402 | 0.10 | 143.386 | 145.293 | 142.135 | ||
| 967 | 2015.01.06 02:00 | modify | 402 | 0.10 | 143.386 | 142.936 | 142.135 | ||
| 968 | 2015.01.06 08:42 | t/p | 402 | 0.10 | 142.132 | 142.936 | 142.135 | 12540.00 | 1339070.00 |
| 969 | 2015.01.07 00:00 | sell | 403 | 0.10 | 140.773 | 142.739 | 138.916 | ||
| 970 | 2015.01.12 02:00 | close | 403 | 0.10 | 140.360 | 142.739 | 138.916 | 4130.00 | 1343200.00 |
| 971 | 2015.01.12 02:00 | sell | 404 | 0.10 | 140.348 | 141.334 | 138.492 | ||
| 972 | 2015.01.13 04:00 | modify | 404 | 0.10 | 140.348 | 140.130 | 138.492 | ||
| 973 | 2015.01.13 07:33 | s/l | 404 | 0.10 | 140.130 | 140.130 | 138.492 | 2180.00 | 1345380.00 |
| 974 | 2015.01.13 15:00 | sell | 405 | 0.10 | 139.560 | 140.846 | 137.707 | ||
| 975 | 2015.01.13 22:00 | modify | 405 | 0.10 | 139.560 | 139.095 | 137.707 | ||
| 976 | 2015.01.14 08:43 | t/p | 405 | 0.10 | 137.710 | 139.095 | 137.707 | 18500.00 | 1363880.00 |
| 977 | 2015.01.14 09:00 | sell | 406 | 0.10 | 137.822 | 140.482 | 135.967 | ||
| 978 | 2015.01.15 11:35 | t/p | 406 | 0.10 | 135.970 | 140.482 | 135.967 | 18520.00 | 1382400.00 |
| 979 | 2015.01.15 13:00 | sell | 407 | 0.10 | 136.469 | 138.869 | 134.620 | ||
| 980 | 2015.01.15 19:00 | modify | 407 | 0.10 | 136.469 | 136.001 | 134.620 | ||
| 981 | 2015.01.16 21:52 | s/l | 407 | 0.10 | 136.013 | 136.001 | 134.620 | 4560.00 | 1386960.00 |
| 982 | 2015.01.20 03:00 | buy | 408 | 0.10 | 136.615 | 134.738 | 137.670 | ||
| 983 | 2015.01.20 15:00 | modify | 408 | 0.10 | 136.615 | 136.865 | 137.670 | ||
| 984 | 2015.01.20 18:53 | s/l | 408 | 0.10 | 136.872 | 136.865 | 137.670 | 2570.00 | 1389530.00 |
| 985 | 2015.01.22 20:00 | sell | 409 | 0.10 | 134.477 | 137.279 | 132.623 | ||
| 986 | 2015.01.23 12:00 | modify | 409 | 0.10 | 134.477 | 133.974 | 132.623 | ||
| 987 | 2015.01.23 13:41 | t/p | 409 | 0.10 | 132.618 | 133.974 | 132.623 | 18590.00 | 1408120.00 |
| 988 | 2015.01.28 00:00 | buy | 410 | 0.10 | 134.161 | 131.165 | 135.215 | ||
| 989 | 2015.02.03 23:00 | modify | 410 | 0.10 | 134.161 | 134.496 | 135.215 | ||
| 990 | 2015.02.04 03:17 | t/p | 410 | 0.10 | 135.207 | 134.496 | 135.215 | 10460.00 | 1418580.00 |
| 991 | 2015.02.04 04:00 | buy | 411 | 0.10 | 135.247 | 132.306 | 136.297 | ||
| 992 | 2015.02.11 19:00 | modify | 411 | 0.10 | 135.247 | 135.476 | 136.297 | ||
| 993 | 2015.02.11 23:39 | t/p | 411 | 0.10 | 136.302 | 135.476 | 136.297 | 10550.00 | 1429130.00 |
| 994 | 2015.03.18 22:00 | buy | 412 | 0.10 | 129.616 | 128.124 | 131.466 | ||
| 995 | 2015.03.18 23:04 | t/p | 412 | 0.10 | 131.478 | 128.124 | 131.466 | 18620.00 | 1447750.00 |
| 996 | 2015.03.19 00:01 | buy | 413 | 0.10 | 130.563 | 128.278 | 132.350 | ||
| 997 | 2015.04.06 01:00 | close | 413 | 0.10 | 130.667 | 128.278 | 132.350 | 1040.00 | 1448790.00 |
| 998 | 2015.04.06 17:00 | buy | 414 | 0.10 | 131.252 | 130.079 | 133.110 | ||
| 999 | 2015.04.07 11:39 | s/l | 414 | 0.10 | 130.075 | 130.079 | 133.110 | -11770.00 | 1437020.00 |
| 1000 | 2015.04.16 04:00 | buy | 415 | 0.10 | 127.670 | 126.323 | 129.514 | ||
| 1001 | 2015.04.17 13:00 | modify | 415 | 0.10 | 127.670 | 128.028 | 129.514 | ||
| 1002 | 2015.04.17 16:20 | s/l | 415 | 0.10 | 128.030 | 128.028 | 129.514 | 3600.00 | 1440620.00 |
| 1003 | 2015.04.22 10:00 | buy | 416 | 0.10 | 128.696 | 127.494 | 130.542 | ||
| 1004 | 2015.04.23 21:00 | modify | 416 | 0.10 | 128.696 | 128.963 | 130.542 | ||
| 1005 | 2015.04.24 06:10 | s/l | 416 | 0.10 | 128.950 | 128.963 | 130.542 | 2540.00 | 1443160.00 |
| 1006 | 2015.04.24 10:00 | buy | 417 | 0.10 | 129.619 | 127.916 | 131.465 | ||
| 1007 | 2015.04.28 19:00 | modify | 417 | 0.10 | 129.619 | 129.893 | 131.465 | ||
| 1008 | 2015.04.29 15:30 | t/p | 417 | 0.10 | 131.479 | 129.893 | 131.465 | 18600.00 | 1461760.00 |
| 1009 | 2015.04.29 16:00 | buy | 418 | 0.10 | 131.480 | 129.398 | 133.328 | ||
| 1010 | 2015.04.29 19:00 | modify | 418 | 0.10 | 131.480 | 131.999 | 133.328 | ||
| 1011 | 2015.04.29 21:13 | s/l | 418 | 0.10 | 131.972 | 131.999 | 133.328 | 4920.00 | 1466680.00 |
| 1012 | 2015.04.29 22:00 | buy | 419 | 0.10 | 132.238 | 129.398 | 134.079 | ||
| 1013 | 2015.04.30 12:00 | modify | 419 | 0.10 | 132.238 | 132.811 | 134.079 | ||
| 1014 | 2015.04.30 12:59 | s/l | 419 | 0.10 | 132.809 | 132.811 | 134.079 | 5710.00 | 1472390.00 |
| 1015 | 2015.04.30 13:00 | buy | 420 | 0.10 | 132.783 | 130.302 | 134.635 | ||
| 1016 | 2015.04.30 19:00 | modify | 420 | 0.10 | 132.783 | 133.431 | 134.635 | ||
| 1017 | 2015.05.01 09:51 | t/p | 420 | 0.10 | 134.630 | 133.431 | 134.635 | 18470.00 | 1490860.00 |
| 1018 | 2015.05.06 07:00 | buy | 421 | 0.10 | 134.693 | 133.147 | 136.537 | ||
| 1019 | 2015.05.06 19:00 | modify | 421 | 0.10 | 134.693 | 134.930 | 136.537 | ||
| 1020 | 2015.05.07 14:04 | s/l | 421 | 0.10 | 134.932 | 134.930 | 136.537 | 2390.00 | 1493250.00 |
| 1021 | 2015.05.12 12:00 | buy | 422 | 0.10 | 135.159 | 133.528 | 137.000 | ||
| 1022 | 2015.05.14 14:00 | modify | 422 | 0.10 | 135.159 | 135.550 | 137.000 | ||
| 1023 | 2015.05.14 16:34 | s/l | 422 | 0.10 | 135.542 | 135.550 | 137.000 | 3830.00 | 1497080.00 |
| 1024 | 2015.05.15 05:00 | buy | 423 | 0.10 | 136.235 | 135.239 | 138.078 | ||
| 1025 | 2015.05.18 11:00 | close | 423 | 0.10 | 136.411 | 135.239 | 138.078 | 1760.00 | 1498840.00 |
| 1026 | 2015.05.22 12:00 | buy | 424 | 0.10 | 134.919 | 134.262 | 136.764 | ||
| 1027 | 2015.05.22 16:02 | s/l | 424 | 0.10 | 134.253 | 134.262 | 136.764 | -6660.00 | 1492180.00 |
| 1028 | 2015.05.27 10:00 | buy | 425 | 0.10 | 134.264 | 133.141 | 136.118 | ||
| 1029 | 2015.05.28 07:00 | modify | 425 | 0.10 | 134.264 | 134.629 | 136.118 | ||
| 1030 | 2015.05.29 15:28 | t/p | 425 | 0.10 | 136.138 | 134.629 | 136.118 | 18740.00 | 1510920.00 |
| 1031 | 2015.05.29 17:00 | buy | 426 | 0.10 | 136.154 | 134.816 | 138.000 | ||
| 1032 | 2015.06.02 15:00 | modify | 426 | 0.10 | 136.154 | 136.894 | 138.000 | ||
| 1033 | 2015.06.02 16:00 | t/p | 426 | 0.10 | 138.010 | 136.894 | 138.000 | 18560.00 | 1529480.00 |
| 1034 | 2015.06.03 00:00 | buy | 427 | 0.10 | 138.434 | 136.177 | 140.283 | ||
| 1035 | 2015.06.03 18:00 | modify | 427 | 0.10 | 138.434 | 138.829 | 140.283 | ||
| 1036 | 2015.06.04 06:02 | t/p | 427 | 0.10 | 140.277 | 138.829 | 140.283 | 18430.00 | 1547910.00 |
| 1037 | 2015.06.08 04:00 | sell | 428 | 0.10 | 139.207 | 141.026 | 138.162 | ||
| 1038 | 2015.06.12 11:50 | t/p | 428 | 0.10 | 138.167 | 141.026 | 138.162 | 10400.00 | 1558310.00 |
| 1039 | 2015.06.12 12:00 | sell | 429 | 0.10 | 138.176 | 140.974 | 137.128 | ||
| 1040 | 2015.06.29 00:00 | t/p | 429 | 0.10 | 135.104 | 140.974 | 137.128 | 30720.00 | 1589030.00 |
| 1041 | 2015.07.07 15:00 | sell | 430 | 0.10 | 134.117 | 136.028 | 132.262 | ||
| 1042 | 2015.07.10 02:00 | close | 430 | 0.10 | 134.845 | 136.028 | 132.262 | -7280.00 | 1581750.00 |
| 1043 | 2015.07.10 02:00 | buy | 431 | 0.10 | 134.847 | 133.355 | 135.893 | ||
| 1044 | 2015.07.10 10:27 | t/p | 431 | 0.10 | 135.895 | 133.355 | 135.893 | 10480.00 | 1592230.00 |
| 1045 | 2015.07.10 11:00 | buy | 432 | 0.10 | 135.819 | 133.345 | 136.869 | ||
| 1046 | 2015.07.10 13:44 | t/p | 432 | 0.10 | 136.861 | 133.345 | 136.869 | 10420.00 | 1602650.00 |
| 1047 | 2015.07.10 14:00 | buy | 433 | 0.10 | 136.944 | 133.939 | 137.989 | ||
| 1048 | 2015.07.13 11:00 | close | 433 | 0.10 | 136.876 | 133.939 | 137.989 | -680.00 | 1601970.00 |
| 1049 | 2015.07.21 15:00 | buy | 434 | 0.10 | 135.203 | 134.363 | 136.251 | ||
| 1050 | 2015.07.23 13:00 | modify | 434 | 0.10 | 135.203 | 135.451 | 136.251 | ||