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 |
| 1201 | 2017.02.10 03:07 | t/p | 499 | 0.10 | 121.223 | 119.370 | 121.212 | 10510.00 | 1670890.00 |
| 1202 | 2017.02.10 04:00 | buy | 500 | 0.10 | 121.174 | 119.370 | 122.233 | ||
| 1203 | 2017.02.22 09:13 | s/l | 500 | 0.10 | 119.364 | 119.370 | 122.233 | -18100.00 | 1652790.00 |
| 1204 | 2017.02.22 10:00 | sell | 501 | 0.10 | 119.153 | 120.286 | 117.311 | ||
| 1205 | 2017.02.24 23:00 | modify | 501 | 0.10 | 119.153 | 118.897 | 117.311 | ||
| 1206 | 2017.02.27 12:49 | s/l | 501 | 0.10 | 118.891 | 118.897 | 117.311 | 2620.00 | 1655410.00 |
| 1207 | 2017.03.01 02:00 | buy | 502 | 0.10 | 119.554 | 118.280 | 120.594 | ||
| 1208 | 2017.03.02 12:00 | modify | 502 | 0.10 | 119.554 | 119.821 | 120.594 | ||
| 1209 | 2017.03.03 12:56 | t/p | 502 | 0.10 | 120.604 | 119.821 | 120.594 | 10500.00 | 1665910.00 |
| 1210 | 2017.03.14 16:00 | sell | 503 | 0.10 | 122.099 | 122.858 | 121.044 | ||
| 1211 | 2017.03.16 00:00 | modify | 503 | 0.10 | 122.099 | 121.851 | 121.044 | ||
| 1212 | 2017.03.16 01:03 | s/l | 503 | 0.10 | 121.849 | 121.851 | 121.044 | 2500.00 | 1668410.00 |
| 1213 | 2017.03.16 19:00 | sell | 504 | 0.10 | 121.338 | 122.858 | 120.290 | ||
| 1214 | 2017.03.22 06:00 | modify | 504 | 0.10 | 121.338 | 121.136 | 120.290 | ||
| 1215 | 2017.03.22 11:09 | t/p | 504 | 0.10 | 120.284 | 121.136 | 120.290 | 10540.00 | 1678950.00 |
| 1216 | 2017.04.04 07:00 | sell | 505 | 0.10 | 117.956 | 119.018 | 116.106 | ||
| 1217 | 2017.04.11 09:00 | modify | 505 | 0.10 | 117.956 | 117.747 | 116.106 | ||
| 1218 | 2017.04.12 03:57 | t/p | 505 | 0.10 | 116.109 | 117.747 | 116.106 | 18470.00 | 1697420.00 |
| 1219 | 2017.04.12 04:00 | sell | 506 | 0.10 | 116.053 | 117.511 | 114.211 | ||
| 1220 | 2017.04.14 23:00 | modify | 506 | 0.10 | 116.053 | 115.822 | 114.211 | ||
| 1221 | 2017.04.17 22:12 | s/l | 506 | 0.10 | 115.831 | 115.822 | 114.211 | 2220.00 | 1699640.00 |
| 1222 | 2017.04.18 03:00 | buy | 507 | 0.10 | 116.153 | 114.893 | 117.209 | ||
| 1223 | 2017.04.20 10:58 | t/p | 507 | 0.10 | 117.219 | 114.893 | 117.209 | 10660.00 | 1710300.00 |
| 1224 | 2017.04.20 11:00 | buy | 508 | 0.10 | 117.167 | 114.893 | 118.218 | ||
| 1225 | 2017.04.24 00:00 | t/p | 508 | 0.10 | 120.632 | 114.893 | 118.218 | 34650.00 | 1744950.00 |
| 1226 | 2017.04.28 04:00 | sell | 509 | 0.10 | 120.841 | 121.945 | 119.785 | ||
| 1227 | 2017.04.28 12:06 | s/l | 509 | 0.10 | 121.942 | 121.945 | 119.785 | -11010.00 | 1733940.00 |
| 1228 | 2017.05.04 13:00 | buy | 510 | 0.10 | 123.479 | 122.359 | 125.335 | ||
| 1229 | 2017.05.08 01:00 | modify | 510 | 0.10 | 123.479 | 123.867 | 125.335 | ||
| 1230 | 2017.05.08 02:00 | close | 510 | 0.10 | 124.027 | 123.867 | 125.335 | 5480.00 | 1739420.00 |
| 1231 | 2017.05.11 15:00 | sell | 511 | 0.10 | 123.633 | 124.509 | 122.576 | ||
| 1232 | 2017.05.15 13:33 | s/l | 511 | 0.10 | 124.509 | 124.509 | 122.576 | -8760.00 | 1730660.00 |
| 1233 | 2017.05.17 17:00 | sell | 512 | 0.10 | 123.987 | 125.785 | 122.929 | ||
| 1234 | 2017.05.18 12:25 | t/p | 512 | 0.10 | 122.933 | 125.785 | 122.929 | 10540.00 | 1741200.00 |
| 1235 | 2017.05.18 13:00 | sell | 513 | 0.10 | 122.688 | 125.682 | 121.632 | ||
| 1236 | 2017.05.25 10:38 | s/l | 513 | 0.10 | 125.692 | 125.682 | 121.632 | -30040.00 | 1711160.00 |
| 1237 | 2017.05.26 08:00 | sell | 514 | 0.10 | 124.918 | 125.776 | 123.875 | ||
| 1238 | 2017.05.30 01:16 | t/p | 514 | 0.10 | 123.883 | 125.776 | 123.875 | 10350.00 | 1721510.00 |
| 1239 | 2017.05.30 02:00 | sell | 515 | 0.10 | 123.891 | 125.776 | 122.837 | ||
| 1240 | 2017.06.07 12:00 | modify | 515 | 0.10 | 123.891 | 123.609 | 122.837 | ||
| 1241 | 2017.06.07 13:14 | t/p | 515 | 0.10 | 122.845 | 123.609 | 122.837 | 10460.00 | 1731970.00 |
| 1242 | 2017.06.15 02:00 | sell | 516 | 0.10 | 122.580 | 123.611 | 120.721 | ||
| 1243 | 2017.06.15 19:47 | s/l | 516 | 0.10 | 123.615 | 123.611 | 120.721 | -10350.00 | 1721620.00 |
| 1244 | 2017.06.15 20:00 | buy | 517 | 0.10 | 123.701 | 122.440 | 124.747 | ||
| 1245 | 2017.06.20 05:00 | modify | 517 | 0.10 | 123.701 | 123.914 | 124.747 | ||
| 1246 | 2017.06.21 02:31 | s/l | 517 | 0.10 | 123.905 | 123.914 | 124.747 | 2040.00 | 1723660.00 |
| 1247 | 2017.07.06 04:00 | sell | 518 | 0.10 | 128.237 | 129.057 | 127.177 | ||
| 1248 | 2017.07.06 14:56 | s/l | 518 | 0.10 | 129.051 | 129.057 | 127.177 | -8140.00 | 1715520.00 |
| 1249 | 2017.07.12 16:00 | sell | 519 | 0.10 | 129.566 | 130.738 | 128.509 | ||
| 1250 | 2017.07.13 13:46 | t/p | 519 | 0.10 | 128.500 | 130.738 | 128.509 | 10660.00 | 1726180.00 |
| 1251 | 2017.07.13 14:00 | sell | 520 | 0.10 | 128.662 | 130.738 | 127.612 | ||
| 1252 | 2017.07.31 15:00 | close | 520 | 0.10 | 129.679 | 130.738 | 127.612 | -10170.00 | 1716010.00 |
| 1253 | 2017.08.04 18:00 | sell | 521 | 0.10 | 130.308 | 131.370 | 129.249 | ||
| 1254 | 2017.08.09 03:00 | modify | 521 | 0.10 | 130.308 | 130.099 | 129.249 | ||
| 1255 | 2017.08.09 03:33 | t/p | 521 | 0.10 | 129.251 | 130.099 | 129.249 | 10570.00 | 1726580.00 |
| 1256 | 2017.08.17 23:00 | sell | 522 | 0.10 | 128.403 | 130.366 | 126.554 | ||
| 1257 | 2017.08.18 18:00 | modify | 522 | 0.10 | 128.403 | 128.186 | 126.554 | ||
| 1258 | 2017.08.18 18:33 | s/l | 522 | 0.10 | 128.192 | 128.186 | 126.554 | 2110.00 | 1728690.00 |
| 1259 | 2017.08.22 04:00 | buy | 523 | 0.10 | 128.946 | 127.602 | 130.001 | ||
| 1260 | 2017.08.25 21:00 | modify | 523 | 0.10 | 128.946 | 129.219 | 130.001 | ||
| 1261 | 2017.08.25 22:02 | t/p | 523 | 0.10 | 130.010 | 129.219 | 130.001 | 10640.00 | 1739330.00 |
| 1262 | 2017.09.01 17:00 | sell | 524 | 0.10 | 130.839 | 131.674 | 129.727 | ||
| 1263 | 2017.09.05 12:00 | modify | 524 | 0.10 | 130.839 | 130.619 | 129.727 | ||
| 1264 | 2017.09.05 18:09 | t/p | 524 | 0.10 | 129.736 | 130.619 | 129.727 | 11030.00 | 1750360.00 |
| 1265 | 2017.09.15 02:00 | sell | 525 | 0.10 | 131.044 | 131.981 | 129.993 | ||
| 1266 | 2017.09.15 09:45 | s/l | 525 | 0.10 | 131.990 | 131.981 | 129.993 | -9460.00 | 1740900.00 |
| 1267 | 2017.09.25 12:00 | sell | 526 | 0.10 | 133.486 | 134.373 | 132.428 | ||
| 1268 | 2017.09.25 18:21 | t/p | 526 | 0.10 | 132.419 | 134.373 | 132.428 | 10670.00 | 1751570.00 |
| 1269 | 2017.09.25 19:00 | sell | 527 | 0.10 | 132.293 | 134.373 | 131.239 | ||
| 1270 | 2017.10.11 20:00 | close | 527 | 0.10 | 133.168 | 134.373 | 131.239 | -8750.00 | 1742820.00 |
| 1271 | 2017.10.23 23:00 | sell | 528 | 0.10 | 133.153 | 134.099 | 132.103 | ||
| 1272 | 2017.10.24 17:53 | s/l | 528 | 0.10 | 134.109 | 134.099 | 132.103 | -9560.00 | 1733260.00 |
| 1273 | 2017.10.26 17:00 | sell | 529 | 0.10 | 133.414 | 134.466 | 132.355 | ||
| 1274 | 2017.10.27 13:00 | modify | 529 | 0.10 | 133.414 | 133.168 | 132.355 | ||
| 1275 | 2017.10.27 16:26 | t/p | 529 | 0.10 | 132.345 | 133.168 | 132.355 | 10690.00 | 1743950.00 |
| 1276 | 2017.10.31 20:00 | buy | 530 | 0.10 | 132.558 | 131.494 | 133.614 | ||
| 1277 | 2017.11.08 14:46 | s/l | 530 | 0.10 | 131.498 | 131.494 | 133.614 | -10600.00 | 1733350.00 |
| 1278 | 2017.11.10 19:00 | buy | 531 | 0.10 | 132.303 | 131.438 | 133.356 | ||
| 1279 | 2017.11.14 12:00 | modify | 531 | 0.10 | 132.303 | 132.729 | 133.356 | ||
| 1280 | 2017.11.14 14:30 | t/p | 531 | 0.10 | 133.365 | 132.729 | 133.356 | 10620.00 | 1743970.00 |
| 1281 | 2017.11.24 06:00 | buy | 532 | 0.10 | 132.058 | 131.207 | 133.108 | ||
| 1282 | 2017.11.24 18:00 | t/p | 532 | 0.10 | 133.102 | 131.207 | 133.108 | 10440.00 | 1754410.00 |
| 1283 | 2017.12.05 16:00 | sell | 533 | 0.10 | 133.249 | 134.348 | 132.206 | ||
| 1284 | 2017.12.06 18:00 | modify | 533 | 0.10 | 133.249 | 133.024 | 132.206 | ||
| 1285 | 2017.12.07 19:57 | s/l | 533 | 0.10 | 133.019 | 133.024 | 132.206 | 2300.00 | 1756710.00 |
| 1286 | 2017.12.12 19:00 | sell | 534 | 0.10 | 133.208 | 133.854 | 132.159 | ||
| 1287 | 2017.12.14 22:00 | modify | 534 | 0.10 | 133.208 | 133.002 | 132.159 | ||
| 1288 | 2017.12.15 10:13 | t/p | 534 | 0.10 | 132.157 | 133.002 | 132.159 | 10510.00 | 1767220.00 |
| 1289 | 2018.01.08 15:00 | sell | 535 | 0.10 | 135.349 | 136.605 | 134.301 | ||
| 1290 | 2018.01.09 15:00 | modify | 535 | 0.10 | 135.349 | 134.994 | 134.301 | ||
| 1291 | 2018.01.09 15:07 | t/p | 535 | 0.10 | 134.306 | 134.994 | 134.301 | 10430.00 | 1777650.00 |
| 1292 | 2018.01.09 17:00 | sell | 536 | 0.10 | 134.379 | 136.605 | 133.330 | ||
| 1293 | 2018.01.10 12:00 | modify | 536 | 0.10 | 134.379 | 134.171 | 133.330 | ||
| 1294 | 2018.01.10 12:38 | t/p | 536 | 0.10 | 133.320 | 134.171 | 133.330 | 10590.00 | 1788240.00 |
| 1295 | 2018.01.19 16:00 | sell | 537 | 0.10 | 135.367 | 136.280 | 134.319 | ||
| 1296 | 2018.01.25 16:01 | s/l | 537 | 0.10 | 136.281 | 136.280 | 134.319 | -9140.00 | 1779100.00 |
| 1297 | 2018.02.05 22:00 | sell | 538 | 0.10 | 136.011 | 137.471 | 134.963 | ||
| 1298 | 2018.02.05 23:55 | t/p | 538 | 0.10 | 134.959 | 137.471 | 134.963 | 10520.00 | 1789620.00 |
| 1299 | 2018.02.08 19:00 | sell | 539 | 0.10 | 133.436 | 135.808 | 131.582 | ||
| 1300 | 2018.02.09 20:00 | modify | 539 | 0.10 | 133.436 | 133.205 | 131.582 | ||
| 1301 | 2018.02.09 22:50 | s/l | 539 | 0.10 | 133.207 | 133.205 | 131.582 | 2290.00 | 1791910.00 |
| 1302 | 2018.02.13 10:00 | sell | 540 | 0.10 | 132.720 | 133.759 | 130.865 | ||
| 1303 | 2018.02.16 22:00 | modify | 540 | 0.10 | 132.720 | 132.459 | 130.865 | ||
| 1304 | 2018.02.20 02:30 | s/l | 540 | 0.10 | 132.465 | 132.459 | 130.865 | 2550.00 | 1794460.00 |
| 1305 | 2018.02.21 02:00 | buy | 541 | 0.10 | 132.491 | 131.642 | 133.532 | ||
| 1306 | 2018.02.22 03:28 | s/l | 541 | 0.10 | 131.642 | 131.642 | 133.532 | -8490.00 | 1785970.00 |
| 1307 | 2018.02.22 15:00 | sell | 542 | 0.10 | 131.332 | 133.025 | 129.489 | ||
| 1308 | 2018.02.27 02:00 | close | 542 | 0.10 | 131.871 | 133.025 | 129.489 | -5390.00 | 1780580.00 |
| 1309 | 2018.02.27 02:00 | buy | 543 | 0.10 | 131.877 | 130.973 | 132.920 | ||
| 1310 | 2018.02.28 03:53 | s/l | 543 | 0.10 | 130.980 | 130.973 | 132.920 | -8970.00 | 1771610.00 |
| 1311 | 2018.02.28 18:00 | sell | 544 | 0.10 | 130.157 | 132.153 | 128.302 | ||
| 1312 | 2018.03.05 11:00 | close | 544 | 0.10 | 130.086 | 132.153 | 128.302 | 710.00 | 1772320.00 |
| 1313 | 2018.03.05 18:00 | buy | 545 | 0.10 | 130.474 | 129.392 | 131.533 | ||
| 1314 | 2018.03.06 04:00 | modify | 545 | 0.10 | 130.474 | 130.695 | 131.533 | ||
| 1315 | 2018.03.06 04:11 | t/p | 545 | 0.10 | 131.526 | 130.695 | 131.533 | 10520.00 | 1782840.00 |
| 1316 | 2018.03.06 05:00 | buy | 546 | 0.10 | 131.427 | 129.392 | 132.482 | ||
| 1317 | 2018.03.13 16:00 | modify | 546 | 0.10 | 131.427 | 131.637 | 132.482 | ||
| 1318 | 2018.03.14 16:36 | s/l | 546 | 0.10 | 131.628 | 131.637 | 132.482 | 2010.00 | 1784850.00 |
| 1319 | 2018.03.20 05:00 | buy | 547 | 0.10 | 131.186 | 129.647 | 132.238 | ||
| 1320 | 2018.03.22 16:07 | s/l | 547 | 0.10 | 129.642 | 129.647 | 132.238 | -15440.00 | 1769410.00 |
| 1321 | 2018.03.26 17:00 | buy | 548 | 0.10 | 130.813 | 128.995 | 131.863 | ||
| 1322 | 2018.03.27 11:00 | modify | 548 | 0.10 | 130.813 | 131.120 | 131.863 | ||
| 1323 | 2018.03.27 13:11 | s/l | 548 | 0.10 | 131.108 | 131.120 | 131.863 | 2950.00 | 1772360.00 |
| 1324 | 2018.04.10 15:00 | buy | 549 | 0.10 | 132.341 | 131.146 | 134.185 | ||
| 1325 | 2018.04.17 16:00 | close | 549 | 0.10 | 132.309 | 131.146 | 134.185 | -320.00 | 1772040.00 |
| 1326 | 2018.04.17 16:00 | sell | 550 | 0.10 | 132.295 | 132.940 | 131.249 | ||
| 1327 | 2018.04.19 03:34 | s/l | 550 | 0.10 | 132.947 | 132.940 | 131.249 | -6520.00 | 1765520.00 |
| 1328 | 2018.04.20 13:00 | sell | 551 | 0.10 | 132.447 | 133.061 | 131.391 | ||
| 1329 | 2018.04.24 15:51 | s/l | 551 | 0.10 | 133.058 | 133.061 | 131.391 | -6110.00 | 1759410.00 |
| 1330 | 2018.04.24 17:00 | buy | 552 | 0.10 | 133.460 | 132.149 | 135.300 | ||
| 1331 | 2018.04.26 15:00 | close | 552 | 0.10 | 132.735 | 132.149 | 135.300 | -7250.00 | 1752160.00 |
| 1332 | 2018.04.26 15:00 | sell | 553 | 0.10 | 132.731 | 133.455 | 131.689 | ||
| 1333 | 2018.04.27 16:00 | modify | 553 | 0.10 | 132.731 | 132.505 | 131.689 | ||
| 1334 | 2018.04.30 09:53 | s/l | 553 | 0.10 | 132.502 | 132.505 | 131.689 | 2290.00 | 1754450.00 |
| 1335 | 2018.05.10 10:00 | buy | 554 | 0.10 | 130.478 | 129.274 | 131.520 | ||
| 1336 | 2018.05.14 13:00 | modify | 554 | 0.10 | 130.478 | 130.687 | 131.520 | ||
| 1337 | 2018.05.15 14:21 | s/l | 554 | 0.10 | 130.688 | 130.687 | 131.520 | 2100.00 | 1756550.00 |
| 1338 | 2018.05.18 04:00 | buy | 555 | 0.10 | 130.915 | 129.571 | 131.960 | ||
| 1339 | 2018.05.23 10:01 | s/l | 555 | 0.10 | 129.564 | 129.571 | 131.960 | -13510.00 | 1743040.00 |
| 1340 | 2018.05.31 12:00 | buy | 556 | 0.10 | 127.695 | 124.692 | 128.742 | ||
| 1341 | 2018.06.04 14:00 | modify | 556 | 0.10 | 127.695 | 127.973 | 128.742 | ||
| 1342 | 2018.06.05 15:17 | s/l | 556 | 0.10 | 127.963 | 127.973 | 128.742 | 2680.00 | 1745720.00 |
| 1343 | 2018.06.06 01:00 | buy | 557 | 0.10 | 128.705 | 125.698 | 129.748 | ||
| 1344 | 2018.06.06 13:20 | t/p | 557 | 0.10 | 129.746 | 125.698 | 129.748 | 10410.00 | 1756130.00 |
| 1345 | 2018.06.22 09:00 | buy | 558 | 0.10 | 127.941 | 126.684 | 128.993 | ||
| 1346 | 2018.06.29 06:00 | t/p | 558 | 0.10 | 129.008 | 126.684 | 128.993 | 10670.00 | 1766800.00 |
| 1347 | 2018.07.10 22:00 | buy | 559 | 0.10 | 130.741 | 129.631 | 132.584 | ||
| 1348 | 2018.07.16 13:00 | modify | 559 | 0.10 | 130.741 | 130.952 | 132.584 | ||
| 1349 | 2018.07.18 13:00 | close | 559 | 0.10 | 131.324 | 130.952 | 132.584 | 5830.00 | 1772630.00 |
| 1350 | 2018.07.18 13:00 | sell | 560 | 0.10 | 131.331 | 131.954 | 130.266 | ||