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 |
| 1051 | 2015.07.23 15:15 | t/p | 434 | 0.10 | 136.259 | 135.451 | 136.251 | 10560.00 | 1612530.00 |
| 1052 | 2015.07.23 16:00 | buy | 435 | 0.10 | 136.052 | 134.363 | 137.110 | ||
| 1053 | 2015.07.27 20:00 | modify | 435 | 0.10 | 136.052 | 136.349 | 137.110 | ||
| 1054 | 2015.07.29 08:38 | s/l | 435 | 0.10 | 136.343 | 136.349 | 137.110 | 2910.00 | 1615440.00 |
| 1055 | 2015.08.11 11:00 | buy | 436 | 0.10 | 137.806 | 136.136 | 139.654 | ||
| 1056 | 2015.08.12 09:00 | modify | 436 | 0.10 | 137.806 | 138.028 | 139.654 | ||
| 1057 | 2015.08.14 18:00 | close | 436 | 0.10 | 138.114 | 138.028 | 139.654 | 3080.00 | 1618520.00 |
| 1058 | 2015.08.14 18:00 | sell | 437 | 0.10 | 138.110 | 138.831 | 137.061 | ||
| 1059 | 2015.08.18 17:00 | modify | 437 | 0.10 | 138.110 | 137.832 | 137.061 | ||
| 1060 | 2015.08.19 21:15 | s/l | 437 | 0.10 | 137.830 | 137.832 | 137.061 | 2800.00 | 1621320.00 |
| 1061 | 2015.08.24 15:00 | sell | 438 | 0.10 | 137.781 | 138.977 | 136.723 | ||
| 1062 | 2015.08.24 16:11 | t/p | 438 | 0.10 | 136.713 | 138.977 | 136.723 | 10680.00 | 1632000.00 |
| 1063 | 2015.08.24 17:00 | sell | 439 | 0.10 | 137.519 | 138.977 | 136.478 | ||
| 1064 | 2015.08.26 00:00 | modify | 439 | 0.10 | 137.519 | 137.155 | 136.478 | ||
| 1065 | 2015.08.26 00:27 | s/l | 439 | 0.10 | 137.153 | 137.155 | 136.478 | 3660.00 | 1635660.00 |
| 1066 | 2015.09.03 17:00 | sell | 440 | 0.10 | 133.411 | 135.767 | 131.528 | ||
| 1067 | 2015.09.04 17:00 | modify | 440 | 0.10 | 133.411 | 133.107 | 131.528 | ||
| 1068 | 2015.09.07 04:33 | s/l | 440 | 0.10 | 133.097 | 133.107 | 131.528 | 3140.00 | 1638800.00 |
| 1069 | 2015.09.08 10:00 | buy | 441 | 0.10 | 134.221 | 132.271 | 135.271 | ||
| 1070 | 2015.09.09 19:00 | modify | 441 | 0.10 | 134.221 | 134.433 | 135.271 | ||
| 1071 | 2015.09.10 07:54 | t/p | 441 | 0.10 | 135.268 | 134.433 | 135.271 | 10470.00 | 1649270.00 |
| 1072 | 2015.09.10 13:00 | buy | 442 | 0.10 | 135.555 | 132.561 | 136.611 | ||
| 1073 | 2015.09.11 09:00 | modify | 442 | 0.10 | 135.555 | 135.772 | 136.611 | ||
| 1074 | 2015.09.11 14:12 | s/l | 442 | 0.10 | 135.774 | 135.772 | 136.611 | 2190.00 | 1651460.00 |
| 1075 | 2015.09.25 00:00 | buy | 443 | 0.10 | 134.874 | 133.225 | 135.924 | ||
| 1076 | 2015.10.05 14:00 | modify | 443 | 0.10 | 134.874 | 135.076 | 135.924 | ||
| 1077 | 2015.10.05 14:17 | s/l | 443 | 0.10 | 135.073 | 135.076 | 135.924 | 1990.00 | 1653450.00 |
| 1078 | 2015.10.15 13:00 | sell | 444 | 0.10 | 135.544 | 136.926 | 134.493 | ||
| 1079 | 2015.10.22 15:49 | t/p | 444 | 0.10 | 134.491 | 136.926 | 134.493 | 10530.00 | 1663980.00 |
| 1080 | 2015.11.09 04:00 | buy | 445 | 0.10 | 132.702 | 131.519 | 133.748 | ||
| 1081 | 2015.11.12 10:46 | s/l | 445 | 0.10 | 131.526 | 131.519 | 133.748 | -11760.00 | 1652220.00 |
| 1082 | 2015.11.12 23:00 | buy | 446 | 0.10 | 132.551 | 131.519 | 133.598 | ||
| 1083 | 2015.11.16 00:00 | s/l | 446 | 0.10 | 131.300 | 131.519 | 133.598 | -12510.00 | 1639710.00 |
| 1084 | 2015.11.19 03:00 | buy | 447 | 0.10 | 131.966 | 130.681 | 133.007 | ||
| 1085 | 2015.11.23 00:01 | s/l | 447 | 0.10 | 130.680 | 130.681 | 133.007 | -12860.00 | 1626850.00 |
| 1086 | 2015.12.01 11:00 | buy | 448 | 0.10 | 130.459 | 129.710 | 131.501 | ||
| 1087 | 2015.12.03 14:40 | t/p | 448 | 0.10 | 131.526 | 129.710 | 131.501 | 10670.00 | 1637520.00 |
| 1088 | 2015.12.10 12:00 | sell | 449 | 0.10 | 133.533 | 134.561 | 132.483 | ||
| 1089 | 2015.12.11 22:00 | modify | 449 | 0.10 | 133.533 | 133.297 | 132.483 | ||
| 1090 | 2015.12.14 14:48 | t/p | 449 | 0.10 | 132.491 | 133.297 | 132.483 | 10420.00 | 1647940.00 |
| 1091 | 2015.12.14 15:00 | sell | 450 | 0.10 | 132.499 | 134.190 | 131.447 | ||
| 1092 | 2015.12.18 10:50 | t/p | 450 | 0.10 | 131.452 | 134.190 | 131.447 | 10470.00 | 1658410.00 |
| 1093 | 2016.01.07 22:00 | buy | 451 | 0.10 | 128.415 | 126.826 | 129.463 | ||
| 1094 | 2016.01.20 17:55 | s/l | 451 | 0.10 | 126.824 | 126.826 | 129.463 | -15910.00 | 1642500.00 |
| 1095 | 2016.01.22 18:00 | buy | 452 | 0.10 | 128.293 | 126.211 | 129.335 | ||
| 1096 | 2016.01.27 19:49 | t/p | 452 | 0.10 | 129.340 | 126.211 | 129.335 | 10470.00 | 1652970.00 |
| 1097 | 2016.02.02 18:00 | sell | 453 | 0.10 | 131.118 | 132.354 | 130.068 | ||
| 1098 | 2016.02.03 17:30 | t/p | 453 | 0.10 | 130.061 | 132.354 | 130.068 | 10570.00 | 1663540.00 |
| 1099 | 2016.02.03 18:00 | sell | 454 | 0.10 | 130.338 | 132.354 | 129.298 | ||
| 1100 | 2016.02.08 14:23 | t/p | 454 | 0.10 | 129.297 | 132.354 | 129.298 | 10410.00 | 1673950.00 |
| 1101 | 2016.02.15 20:00 | buy | 455 | 0.10 | 127.942 | 125.816 | 128.982 | ||
| 1102 | 2016.02.18 22:34 | s/l | 455 | 0.10 | 125.822 | 125.816 | 128.982 | -21200.00 | 1652750.00 |
| 1103 | 2016.02.25 15:00 | buy | 456 | 0.10 | 124.105 | 122.495 | 125.147 | ||
| 1104 | 2016.02.29 17:57 | s/l | 456 | 0.10 | 122.484 | 122.495 | 125.147 | -16210.00 | 1636540.00 |
| 1105 | 2016.03.02 12:00 | buy | 457 | 0.10 | 124.301 | 122.118 | 125.357 | ||
| 1106 | 2016.03.04 18:06 | t/p | 457 | 0.10 | 125.358 | 122.118 | 125.357 | 10570.00 | 1647110.00 |
| 1107 | 2016.03.04 19:00 | buy | 458 | 0.10 | 125.403 | 122.413 | 126.463 | ||
| 1108 | 2016.03.10 17:05 | t/p | 458 | 0.10 | 126.465 | 122.413 | 126.463 | 10620.00 | 1657730.00 |
| 1109 | 2016.03.31 17:00 | buy | 459 | 0.10 | 127.991 | 126.821 | 129.845 | ||
| 1110 | 2016.04.04 07:00 | close | 459 | 0.10 | 126.906 | 126.821 | 129.845 | -10850.00 | 1646880.00 |
| 1111 | 2016.04.04 07:00 | sell | 460 | 0.10 | 126.914 | 128.190 | 125.865 | ||
| 1112 | 2016.04.05 09:39 | t/p | 460 | 0.10 | 125.852 | 128.190 | 125.865 | 10620.00 | 1657500.00 |
| 1113 | 2016.04.19 12:00 | buy | 461 | 0.10 | 123.865 | 121.779 | 124.925 | ||
| 1114 | 2016.04.21 15:44 | t/p | 461 | 0.10 | 124.928 | 121.779 | 124.925 | 10630.00 | 1668130.00 |
| 1115 | 2016.04.21 16:00 | buy | 462 | 0.10 | 124.744 | 121.743 | 125.793 | ||
| 1116 | 2016.04.26 17:00 | modify | 462 | 0.10 | 124.744 | 124.945 | 125.793 | ||
| 1117 | 2016.04.26 17:03 | t/p | 462 | 0.10 | 125.802 | 124.945 | 125.793 | 10580.00 | 1678710.00 |
| 1118 | 2016.05.04 01:00 | buy | 463 | 0.10 | 122.968 | 121.723 | 124.015 | ||
| 1119 | 2016.05.06 15:42 | s/l | 463 | 0.10 | 121.729 | 121.723 | 124.015 | -12390.00 | 1666320.00 |
| 1120 | 2016.05.09 13:00 | buy | 464 | 0.10 | 123.050 | 121.527 | 124.090 | ||
| 1121 | 2016.05.10 10:35 | t/p | 464 | 0.10 | 124.080 | 121.527 | 124.090 | 10300.00 | 1676620.00 |
| 1122 | 2016.05.25 20:00 | buy | 465 | 0.10 | 123.009 | 122.387 | 124.050 | ||
| 1123 | 2016.05.26 03:14 | s/l | 465 | 0.10 | 122.389 | 122.387 | 124.050 | -6200.00 | 1670420.00 |
| 1124 | 2016.05.26 13:00 | buy | 466 | 0.10 | 122.999 | 122.301 | 124.041 | ||
| 1125 | 2016.05.27 15:42 | s/l | 466 | 0.10 | 122.308 | 122.301 | 124.041 | -6910.00 | 1663510.00 |
| 1126 | 2016.06.06 22:00 | buy | 467 | 0.10 | 122.140 | 120.866 | 123.187 | ||
| 1127 | 2016.06.09 11:18 | s/l | 467 | 0.10 | 120.874 | 120.866 | 123.187 | -12660.00 | 1650850.00 |
| 1128 | 2016.06.23 01:00 | buy | 468 | 0.10 | 118.776 | 115.781 | 119.831 | ||
| 1129 | 2016.06.23 13:23 | t/p | 468 | 0.10 | 119.828 | 115.781 | 119.831 | 10520.00 | 1661370.00 |
| 1130 | 2016.06.23 15:00 | buy | 469 | 0.10 | 120.178 | 117.173 | 121.223 | ||
| 1131 | 2016.06.24 00:05 | t/p | 469 | 0.10 | 121.240 | 117.173 | 121.223 | 10620.00 | 1671990.00 |
| 1132 | 2016.06.29 14:00 | buy | 470 | 0.10 | 113.893 | 111.963 | 115.741 | ||
| 1133 | 2016.07.06 02:22 | s/l | 470 | 0.10 | 111.958 | 111.963 | 115.741 | -19350.00 | 1652640.00 |
| 1134 | 2016.07.11 10:00 | buy | 471 | 0.10 | 112.444 | 110.906 | 114.300 | ||
| 1135 | 2016.07.11 17:00 | modify | 471 | 0.10 | 112.444 | 112.816 | 114.300 | ||
| 1136 | 2016.07.12 06:22 | t/p | 471 | 0.10 | 114.290 | 112.816 | 114.300 | 18460.00 | 1671100.00 |
| 1137 | 2016.07.12 07:00 | buy | 472 | 0.10 | 114.261 | 111.163 | 116.113 | ||
| 1138 | 2016.07.12 14:00 | modify | 472 | 0.10 | 114.261 | 114.738 | 116.113 | ||
| 1139 | 2016.07.12 19:22 | t/p | 472 | 0.10 | 116.123 | 114.738 | 116.113 | 18620.00 | 1689720.00 |
| 1140 | 2016.08.08 02:00 | buy | 473 | 0.10 | 113.393 | 112.358 | 114.446 | ||
| 1141 | 2016.08.24 03:00 | close | 473 | 0.10 | 113.341 | 112.358 | 114.446 | -520.00 | 1689200.00 |
| 1142 | 2016.08.25 16:00 | buy | 474 | 0.10 | 113.566 | 112.691 | 114.617 | ||
| 1143 | 2016.08.29 07:00 | modify | 474 | 0.10 | 113.566 | 113.787 | 114.617 | ||
| 1144 | 2016.08.29 08:39 | t/p | 474 | 0.10 | 114.607 | 113.787 | 114.617 | 10410.00 | 1699610.00 |
| 1145 | 2016.09.06 18:00 | sell | 475 | 0.10 | 114.878 | 116.335 | 113.831 | ||
| 1146 | 2016.09.07 04:44 | t/p | 475 | 0.10 | 113.828 | 116.335 | 113.831 | 10500.00 | 1710110.00 |
| 1147 | 2016.09.12 15:00 | sell | 476 | 0.10 | 114.307 | 116.125 | 113.264 | ||
| 1148 | 2016.09.14 10:00 | close | 476 | 0.10 | 116.020 | 116.125 | 113.264 | -17130.00 | 1692980.00 |
| 1149 | 2016.09.14 10:00 | buy | 477 | 0.10 | 116.020 | 113.976 | 117.863 | ||
| 1150 | 2016.09.16 02:00 | close | 477 | 0.10 | 114.586 | 113.976 | 117.863 | -14340.00 | 1678640.00 |
| 1151 | 2016.09.16 02:00 | sell | 478 | 0.10 | 114.575 | 116.055 | 113.531 | ||
| 1152 | 2016.09.19 11:10 | t/p | 478 | 0.10 | 113.534 | 116.055 | 113.531 | 10410.00 | 1689050.00 |
| 1153 | 2016.09.29 03:00 | buy | 479 | 0.10 | 113.302 | 112.124 | 114.352 | ||
| 1154 | 2016.09.29 19:00 | modify | 479 | 0.10 | 113.302 | 113.524 | 114.352 | ||
| 1155 | 2016.09.29 19:57 | s/l | 479 | 0.10 | 113.515 | 113.524 | 114.352 | 2130.00 | 1691180.00 |
| 1156 | 2016.10.07 17:00 | sell | 480 | 0.10 | 115.226 | 116.252 | 114.176 | ||
| 1157 | 2016.10.11 20:00 | modify | 480 | 0.10 | 115.226 | 114.934 | 114.176 | ||
| 1158 | 2016.10.11 20:17 | t/p | 480 | 0.10 | 114.165 | 114.934 | 114.176 | 10610.00 | 1701790.00 |
| 1159 | 2016.11.02 14:00 | sell | 481 | 0.10 | 114.609 | 115.649 | 113.557 | ||
| 1160 | 2016.11.07 01:42 | s/l | 481 | 0.10 | 115.657 | 115.649 | 113.557 | -10480.00 | 1691310.00 |
| 1161 | 2016.11.09 11:00 | sell | 482 | 0.10 | 114.820 | 115.978 | 113.775 | ||
| 1162 | 2016.11.10 12:32 | s/l | 482 | 0.10 | 115.988 | 115.978 | 113.775 | -11680.00 | 1679630.00 |
| 1163 | 2016.11.10 14:00 | buy | 483 | 0.10 | 116.386 | 113.758 | 118.232 | ||
| 1164 | 2016.11.16 06:00 | modify | 483 | 0.10 | 116.386 | 116.684 | 118.232 | ||
| 1165 | 2016.11.16 07:00 | close | 483 | 0.10 | 117.167 | 116.684 | 118.232 | 7810.00 | 1687440.00 |
| 1166 | 2016.11.16 07:00 | buy | 484 | 0.10 | 117.194 | 116.119 | 119.035 | ||
| 1167 | 2016.11.22 22:00 | modify | 484 | 0.10 | 117.194 | 117.409 | 119.035 | ||
| 1168 | 2016.11.24 09:26 | t/p | 484 | 0.10 | 119.029 | 117.409 | 119.035 | 18350.00 | 1705790.00 |
| 1169 | 2016.11.24 10:00 | buy | 485 | 0.10 | 119.407 | 117.755 | 121.262 | ||
| 1170 | 2016.11.25 07:00 | close | 485 | 0.10 | 119.901 | 117.755 | 121.262 | 4940.00 | 1710730.00 |
| 1171 | 2016.11.28 18:00 | sell | 486 | 0.10 | 118.796 | 120.133 | 117.756 | ||
| 1172 | 2016.11.30 10:45 | s/l | 486 | 0.10 | 120.126 | 120.133 | 117.756 | -13300.00 | 1697430.00 |
| 1173 | 2016.11.30 11:00 | buy | 487 | 0.10 | 120.341 | 118.592 | 122.188 | ||
| 1174 | 2016.12.01 00:00 | modify | 487 | 0.10 | 120.341 | 120.649 | 122.188 | ||
| 1175 | 2016.12.05 00:00 | s/l | 487 | 0.10 | 120.255 | 120.649 | 122.188 | -860.00 | 1696570.00 |
| 1176 | 2016.12.05 02:00 | sell | 488 | 0.10 | 119.961 | 121.860 | 118.913 | ||
| 1177 | 2016.12.05 12:54 | s/l | 488 | 0.10 | 121.870 | 121.860 | 118.913 | -19090.00 | 1677480.00 |
| 1178 | 2016.12.05 14:00 | buy | 489 | 0.10 | 122.377 | 119.276 | 124.226 | ||
| 1179 | 2016.12.05 19:00 | close | 489 | 0.10 | 122.362 | 119.276 | 124.226 | -150.00 | 1677330.00 |
| 1180 | 2016.12.08 06:00 | sell | 490 | 0.10 | 122.072 | 123.164 | 121.025 | ||
| 1181 | 2016.12.08 14:45 | s/l | 490 | 0.10 | 123.164 | 123.164 | 121.025 | -10920.00 | 1666410.00 |
| 1182 | 2016.12.08 16:00 | sell | 491 | 0.10 | 121.789 | 123.325 | 120.732 | ||
| 1183 | 2016.12.14 22:39 | s/l | 491 | 0.10 | 123.334 | 123.325 | 120.732 | -15450.00 | 1650960.00 |
| 1184 | 2016.12.19 07:00 | sell | 492 | 0.10 | 122.698 | 124.064 | 121.656 | ||
| 1185 | 2016.12.19 20:00 | modify | 492 | 0.10 | 122.698 | 122.387 | 121.656 | ||
| 1186 | 2016.12.20 08:00 | s/l | 492 | 0.10 | 122.392 | 122.387 | 121.656 | 3060.00 | 1654020.00 |
| 1187 | 2016.12.26 04:00 | sell | 493 | 0.10 | 122.420 | 123.208 | 121.367 | ||
| 1188 | 2016.12.28 03:30 | s/l | 493 | 0.10 | 123.214 | 123.208 | 121.367 | -7940.00 | 1646080.00 |
| 1189 | 2016.12.28 20:00 | sell | 494 | 0.10 | 122.047 | 123.216 | 121.006 | ||
| 1190 | 2016.12.30 01:39 | s/l | 494 | 0.10 | 123.276 | 123.216 | 121.006 | -12290.00 | 1633790.00 |
| 1191 | 2017.01.03 18:00 | sell | 495 | 0.10 | 122.575 | 123.816 | 121.518 | ||
| 1192 | 2017.01.11 20:08 | t/p | 495 | 0.10 | 121.528 | 123.816 | 121.518 | 10470.00 | 1644260.00 |
| 1193 | 2017.01.16 05:00 | sell | 496 | 0.10 | 121.176 | 122.390 | 119.336 | ||
| 1194 | 2017.01.18 22:00 | close | 496 | 0.10 | 121.236 | 122.390 | 119.336 | -600.00 | 1643660.00 |
| 1195 | 2017.01.18 22:00 | buy | 497 | 0.10 | 121.236 | 120.584 | 122.281 | ||
| 1196 | 2017.01.19 10:01 | t/p | 497 | 0.10 | 122.293 | 120.584 | 122.281 | 10570.00 | 1654230.00 |
| 1197 | 2017.02.06 14:00 | sell | 498 | 0.10 | 120.773 | 121.734 | 118.930 | ||
| 1198 | 2017.02.07 04:00 | modify | 498 | 0.10 | 120.773 | 120.467 | 118.930 | ||
| 1199 | 2017.02.09 11:00 | close | 498 | 0.10 | 120.158 | 120.467 | 118.930 | 6150.00 | 1660380.00 |
| 1200 | 2017.02.09 11:00 | buy | 499 | 0.10 | 120.172 | 119.370 | 121.212 | ||