Strategy Tester Report
EA_BBHLband_H1_forGC_1.02
| 通貨ペア | GBPCHF (Great Britain Pound vs Swiss Franc) | ||||
| 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=44116101; MagicNumberS=44116201; Lots=0.1; 複利運用基準値=0; トレンドモード="自動"; 両建て="あり"; Slippage=3; timeframe=60; 許容スプレッド=50; 最大テイクプロフィット=135; 最大ストップロス=435; | ||||
| テストバー数 | 97354 | モデルティック数 | 329425986 | 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 | 2448299.34 | 総利益 | 6887939.36 | 総損失 | -4439640.02 |
| プロフィットファクタ | 1.55 | 期待利得 | 4379.78 | ||
| 絶対ドローダウン | 80550.78 | 最大ドローダウン | 146714.85 (6.30%) | 相対ドローダウン | 45.71% (114386.10) |
| 総取引数 | 559 | 売りポジション(勝率%） | 266 (71.43%) | 買いポジション(勝率%） | 293 (72.35%) |
| 勝率(%) | 402 (71.91%) | 負率 (%) | 157 (28.09%) | ||
| 最大 | 勝トレード | 28042.55 | 敗トレード | -66391.10 | |
| 平均 | 勝トレード | 17134.18 | 敗トレード | -28277.96 | |
| 最大 | 連勝(金額) | 14 (185877.30) | 連敗(金額) | 3 (-109166.63) | |
| 最大 | 連勝(トレード数) | 241071.07 (13) | 連敗(トレード数) | -109166.63 (3) | |
| 平均 | 連勝 | 3 | 連敗 | 1 | |
1ページ目次へ
| # | 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 |
| 1 | 2007.01.03 17:00 | sell | 1 | 0.10 | 2.38440 | 2.41082 | 2.37091 | ||
| 2 | 2007.01.10 10:09 | s/l | 1 | 0.10 | 2.41084 | 2.41082 | 2.37091 | -37644.22 | 162355.78 |
| 3 | 2007.01.26 13:00 | buy | 2 | 0.10 | 2.45846 | 2.43869 | 2.47193 | ||
| 4 | 2007.02.08 17:20 | s/l | 2 | 0.10 | 2.43860 | 2.43869 | 2.47193 | -28270.31 | 134085.47 |
| 5 | 2007.02.09 12:00 | sell | 3 | 0.10 | 2.43216 | 2.45824 | 2.41874 | ||
| 6 | 2007.02.13 14:00 | modify | 3 | 0.10 | 2.43216 | 2.45462 | 2.41874 | ||
| 7 | 2007.02.13 15:00 | modify | 3 | 0.10 | 2.43216 | 2.45435 | 2.41874 | ||
| 8 | 2007.02.13 16:00 | modify | 3 | 0.10 | 2.43216 | 2.45084 | 2.41874 | ||
| 9 | 2007.02.15 17:00 | modify | 3 | 0.10 | 2.43216 | 2.45052 | 2.41874 | ||
| 10 | 2007.02.15 17:01 | t/p | 3 | 0.10 | 2.41840 | 2.45052 | 2.41874 | 19590.94 | 153676.41 |
| 11 | 2007.02.15 17:01 | sell | 4 | 0.10 | 2.41828 | 2.44553 | 2.40603 | ||
| 12 | 2007.02.15 22:00 | modify | 4 | 0.10 | 2.41828 | 2.44106 | 2.40603 | ||
| 13 | 2007.02.15 23:00 | modify | 4 | 0.10 | 2.41828 | 2.43958 | 2.40603 | ||
| 14 | 2007.02.16 00:00 | modify | 4 | 0.10 | 2.41828 | 2.43910 | 2.40603 | ||
| 15 | 2007.02.16 01:00 | modify | 4 | 0.10 | 2.41828 | 2.43698 | 2.40603 | ||
| 16 | 2007.02.16 13:00 | modify | 4 | 0.10 | 2.41828 | 2.43675 | 2.40603 | ||
| 17 | 2007.02.16 15:00 | modify | 4 | 0.10 | 2.41828 | 2.43617 | 2.40603 | ||
| 18 | 2007.02.16 20:00 | modify | 4 | 0.10 | 2.41828 | 2.43513 | 2.40603 | ||
| 19 | 2007.02.19 12:18 | t/p | 4 | 0.10 | 2.40600 | 2.43513 | 2.40603 | 17483.77 | 171160.18 |
| 20 | 2007.02.19 14:01 | sell | 5 | 0.10 | 2.39994 | 2.42571 | 2.38621 | ||
| 21 | 2007.02.22 18:07 | s/l | 5 | 0.10 | 2.42571 | 2.42571 | 2.38621 | -36690.30 | 134469.88 |
| 22 | 2007.02.26 02:02 | sell | 6 | 0.10 | 2.41746 | 2.44484 | 2.40416 | ||
| 23 | 2007.02.27 10:31 | t/p | 6 | 0.10 | 2.40402 | 2.44484 | 2.40416 | 19135.33 | 153605.21 |
| 24 | 2007.02.27 11:00 | sell | 7 | 0.10 | 2.40591 | 2.43187 | 2.39237 | ||
| 25 | 2007.02.27 20:00 | modify | 7 | 0.10 | 2.40591 | 2.42812 | 2.39237 | ||
| 26 | 2007.02.27 21:00 | modify | 7 | 0.10 | 2.40591 | 2.42473 | 2.39237 | ||
| 27 | 2007.02.27 21:19 | t/p | 7 | 0.10 | 2.39237 | 2.42473 | 2.39237 | 19277.71 | 172882.92 |
| 28 | 2007.03.02 13:00 | sell | 8 | 0.10 | 2.38754 | 2.41347 | 2.37397 | ||
| 29 | 2007.03.02 15:24 | t/p | 8 | 0.10 | 2.37366 | 2.41347 | 2.37397 | 19761.79 | 192644.71 |
| 30 | 2007.03.22 12:00 | buy | 9 | 0.10 | 2.38225 | 2.35632 | 2.39582 | ||
| 31 | 2007.03.23 20:00 | modify | 9 | 0.10 | 2.38225 | 2.35965 | 2.39582 | ||
| 32 | 2007.03.23 21:00 | modify | 9 | 0.10 | 2.38225 | 2.36001 | 2.39582 | ||
| 33 | 2007.03.23 22:00 | modify | 9 | 0.10 | 2.38225 | 2.36153 | 2.39582 | ||
| 34 | 2007.03.26 03:00 | modify | 9 | 0.10 | 2.38225 | 2.36214 | 2.39582 | ||
| 35 | 2007.03.26 10:00 | modify | 9 | 0.10 | 2.38225 | 2.36311 | 2.39582 | ||
| 36 | 2007.03.26 11:00 | modify | 9 | 0.10 | 2.38225 | 2.36428 | 2.39582 | ||
| 37 | 2007.03.26 13:00 | modify | 9 | 0.10 | 2.38225 | 2.36465 | 2.39582 | ||
| 38 | 2007.03.26 13:59 | t/p | 9 | 0.10 | 2.39584 | 2.36465 | 2.39582 | 19345.09 | 211989.80 |
| 39 | 2007.03.26 14:00 | buy | 10 | 0.10 | 2.39630 | 2.37024 | 2.40974 | ||
| 40 | 2007.04.02 23:00 | modify | 10 | 0.10 | 2.39630 | 2.37395 | 2.40974 | ||
| 41 | 2007.04.03 01:00 | modify | 10 | 0.10 | 2.39630 | 2.37430 | 2.40974 | ||
| 42 | 2007.04.03 05:00 | modify | 10 | 0.10 | 2.39630 | 2.37470 | 2.40974 | ||
| 43 | 2007.04.03 08:00 | modify | 10 | 0.10 | 2.39630 | 2.37477 | 2.40974 | ||
| 44 | 2007.04.03 10:00 | modify | 10 | 0.10 | 2.39630 | 2.37640 | 2.40974 | ||
| 45 | 2007.04.03 11:00 | modify | 10 | 0.10 | 2.39630 | 2.37890 | 2.40974 | ||
| 46 | 2007.04.03 12:00 | modify | 10 | 0.10 | 2.39630 | 2.37950 | 2.40974 | ||
| 47 | 2007.04.03 12:36 | t/p | 10 | 0.10 | 2.40979 | 2.37950 | 2.40974 | 19202.75 | 231192.55 |
| 48 | 2007.04.03 22:00 | buy | 11 | 0.10 | 2.41341 | 2.38750 | 2.42700 | ||
| 49 | 2007.04.17 13:00 | modify | 11 | 0.10 | 2.41341 | 2.39330 | 2.42700 | ||
| 50 | 2007.04.17 14:00 | modify | 11 | 0.10 | 2.41341 | 2.39440 | 2.42700 | ||
| 51 | 2007.04.17 16:00 | modify | 11 | 0.10 | 2.41341 | 2.39580 | 2.42700 | ||
| 52 | 2007.04.17 19:00 | modify | 11 | 0.10 | 2.41341 | 2.39650 | 2.42700 | ||
| 53 | 2007.04.17 20:00 | modify | 11 | 0.10 | 2.41341 | 2.39670 | 2.42700 | ||
| 54 | 2007.04.17 20:00 | close | 11 | 0.10 | 2.42271 | 2.39670 | 2.42700 | 13238.36 | 244430.91 |
| 55 | 2007.04.17 23:00 | buy | 12 | 0.10 | 2.42671 | 2.40050 | 2.44000 | ||
| 56 | 2007.04.25 00:02 | sell | 13 | 0.10 | 2.40515 | 2.42985 | 2.39140 | ||
| 57 | 2007.04.27 09:57 | s/l | 12 | 0.10 | 2.40055 | 2.40050 | 2.44000 | -37238.24 | 207192.67 |
| 58 | 2007.05.01 18:44 | s/l | 13 | 0.10 | 2.43012 | 2.42985 | 2.39140 | -35551.29 | 171641.38 |
| 59 | 2007.05.10 13:00 | sell | 14 | 0.10 | 2.42010 | 2.43380 | 2.40640 | ||
| 60 | 2007.05.15 16:00 | close | 14 | 0.10 | 2.41126 | 2.43380 | 2.40640 | 12586.04 | 184227.42 |
| 61 | 2007.05.22 13:00 | buy | 15 | 0.10 | 2.42786 | 2.40370 | 2.44120 | ||
| 62 | 2007.05.23 15:00 | modify | 15 | 0.10 | 2.42786 | 2.40560 | 2.44120 | ||
| 63 | 2007.05.23 18:00 | modify | 15 | 0.10 | 2.42786 | 2.40680 | 2.44120 | ||
| 64 | 2007.05.23 19:00 | modify | 15 | 0.10 | 2.42786 | 2.40830 | 2.44120 | ||
| 65 | 2007.05.23 20:00 | modify | 15 | 0.10 | 2.42786 | 2.40940 | 2.44120 | ||
| 66 | 2007.05.23 22:00 | modify | 15 | 0.10 | 2.42786 | 2.41140 | 2.44120 | ||
| 67 | 2007.05.24 10:06 | t/p | 15 | 0.10 | 2.44130 | 2.41140 | 2.44120 | 19131.57 | 203358.99 |
| 68 | 2007.05.29 05:00 | buy | 16 | 0.10 | 2.43839 | 2.41240 | 2.45190 | ||
| 69 | 2007.06.12 11:00 | modify | 16 | 0.10 | 2.43839 | 2.41550 | 2.45190 | ||
| 70 | 2007.06.12 12:00 | modify | 16 | 0.10 | 2.43839 | 2.41790 | 2.45190 | ||
| 71 | 2007.06.12 15:00 | modify | 16 | 0.10 | 2.43839 | 2.41890 | 2.45190 | ||
| 72 | 2007.06.12 17:00 | modify | 16 | 0.10 | 2.43839 | 2.41960 | 2.45190 | ||
| 73 | 2007.06.12 17:56 | t/p | 16 | 0.10 | 2.45196 | 2.41960 | 2.45190 | 19316.62 | 222675.61 |
| 74 | 2007.06.28 03:01 | buy | 17 | 0.10 | 2.45800 | 2.44635 | 2.47215 | ||
| 75 | 2007.07.02 10:44 | s/l | 17 | 0.10 | 2.44634 | 2.44635 | 2.47215 | -16597.78 | 206077.83 |
| 76 | 2007.07.05 12:00 | sell | 18 | 0.10 | 2.44450 | 2.47040 | 2.43090 | ||
| 77 | 2007.07.11 01:00 | modify | 18 | 0.10 | 2.44450 | 2.46655 | 2.43090 | ||
| 78 | 2007.07.11 02:00 | modify | 18 | 0.10 | 2.44450 | 2.46270 | 2.43090 | ||
| 79 | 2007.07.17 23:33 | s/l | 18 | 0.10 | 2.46276 | 2.46270 | 2.43090 | -25997.86 | 180079.97 |
| 80 | 2007.07.23 14:00 | buy | 19 | 0.10 | 2.47644 | 2.45045 | 2.48995 | ||
| 81 | 2007.07.23 21:00 | modify | 19 | 0.10 | 2.47644 | 2.45390 | 2.48995 | ||
| 82 | 2007.07.23 22:00 | modify | 19 | 0.10 | 2.47644 | 2.45580 | 2.48995 | ||
| 83 | 2007.07.24 07:00 | modify | 19 | 0.10 | 2.47644 | 2.45745 | 2.48995 | ||
| 84 | 2007.07.24 12:00 | modify | 19 | 0.10 | 2.47644 | 2.45810 | 2.48995 | ||
| 85 | 2007.07.24 19:33 | t/p | 19 | 0.10 | 2.49019 | 2.45810 | 2.48995 | 19572.85 | 199652.82 |
| 86 | 2007.07.31 15:00 | buy | 20 | 0.10 | 2.45063 | 2.42770 | 2.46410 | ||
| 87 | 2007.08.01 08:20 | s/l | 20 | 0.10 | 2.42752 | 2.42770 | 2.46410 | -32896.62 | 166756.20 |
| 88 | 2007.08.03 19:00 | sell | 21 | 0.10 | 2.43696 | 2.46310 | 2.42360 | ||
| 89 | 2007.08.06 00:00 | t/p | 21 | 0.10 | 2.41890 | 2.46310 | 2.42360 | 25713.11 | 192469.31 |
| 90 | 2007.08.29 15:00 | buy | 22 | 0.10 | 2.41988 | 2.39380 | 2.43330 | ||
| 91 | 2007.08.30 19:00 | modify | 22 | 0.10 | 2.41988 | 2.39720 | 2.43330 | ||
| 92 | 2007.08.31 11:00 | modify | 22 | 0.10 | 2.41988 | 2.39945 | 2.43330 | ||
| 93 | 2007.08.31 12:30 | t/p | 22 | 0.10 | 2.43328 | 2.39945 | 2.43330 | 19074.63 | 211543.94 |
| 94 | 2007.08.31 13:02 | buy | 23 | 0.10 | 2.43425 | 2.40840 | 2.44790 | ||
| 95 | 2007.09.03 20:00 | modify | 23 | 0.10 | 2.43425 | 2.41130 | 2.44790 | ||
| 96 | 2007.09.03 21:00 | modify | 23 | 0.10 | 2.43425 | 2.41150 | 2.44790 | ||
| 97 | 2007.09.03 22:00 | modify | 23 | 0.10 | 2.43425 | 2.41190 | 2.44790 | ||
| 98 | 2007.09.04 08:00 | modify | 23 | 0.10 | 2.43425 | 2.41270 | 2.44790 | ||
| 99 | 2007.09.07 16:38 | s/l | 23 | 0.10 | 2.41266 | 2.41270 | 2.44790 | -30732.93 | 180811.01 |
| 100 | 2007.09.11 20:02 | buy | 24 | 0.10 | 2.41300 | 2.39840 | 2.42590 | ||
| 101 | 2007.09.13 10:46 | s/l | 24 | 0.10 | 2.39840 | 2.39840 | 2.42590 | -20782.81 | 160028.20 |
| 102 | 2007.09.25 05:01 | sell | 25 | 0.10 | 2.36237 | 2.38840 | 2.34890 | ||
| 103 | 2007.09.25 14:00 | modify | 25 | 0.10 | 2.36237 | 2.38400 | 2.34890 | ||
| 104 | 2007.09.25 15:00 | modify | 25 | 0.10 | 2.36237 | 2.38140 | 2.34890 | ||
| 105 | 2007.09.25 17:00 | modify | 25 | 0.10 | 2.36237 | 2.38100 | 2.34890 | ||
| 106 | 2007.09.25 18:00 | modify | 25 | 0.10 | 2.36237 | 2.38060 | 2.34890 | ||
| 107 | 2007.09.25 18:00 | close | 25 | 0.10 | 2.35549 | 2.38060 | 2.34890 | 9795.47 | 169823.67 |
| 108 | 2007.10.05 17:00 | buy | 26 | 0.10 | 2.40212 | 2.37590 | 2.41540 | ||
| 109 | 2007.10.08 13:00 | modify | 26 | 0.10 | 2.40212 | 2.38080 | 2.41540 | ||
| 110 | 2007.10.08 14:00 | modify | 26 | 0.10 | 2.40212 | 2.38120 | 2.41540 | ||
| 111 | 2007.10.08 15:00 | modify | 26 | 0.10 | 2.40212 | 2.38200 | 2.41540 | ||
| 112 | 2007.10.08 16:00 | modify | 26 | 0.10 | 2.40212 | 2.38220 | 2.41540 | ||
| 113 | 2007.10.08 17:00 | modify | 26 | 0.10 | 2.40212 | 2.38440 | 2.41540 | ||
| 114 | 2007.10.08 18:00 | modify | 26 | 0.10 | 2.40212 | 2.38520 | 2.41540 | ||
| 115 | 2007.10.08 23:04 | t/p | 26 | 0.10 | 2.41545 | 2.38520 | 2.41540 | 18974.99 | 188798.66 |
| 116 | 2007.10.10 13:00 | buy | 27 | 0.10 | 2.42023 | 2.39420 | 2.43370 | ||
| 117 | 2007.10.12 10:26 | s/l | 27 | 0.10 | 2.39412 | 2.39420 | 2.43370 | -37167.06 | 151631.60 |
| 118 | 2007.10.23 15:00 | buy | 28 | 0.10 | 2.40118 | 2.37655 | 2.41460 | ||
| 119 | 2007.10.23 23:00 | modify | 28 | 0.10 | 2.40118 | 2.37885 | 2.41460 | ||
| 120 | 2007.10.25 09:00 | sell | 29 | 0.10 | 2.39745 | 2.41610 | 2.38370 | ||
| 121 | 2007.10.26 14:42 | t/p | 29 | 0.10 | 2.38367 | 2.41610 | 2.38370 | 19619.41 | 171251.01 |
| 122 | 2007.10.26 15:00 | sell | 30 | 0.10 | 2.38439 | 2.41040 | 2.37090 | ||
| 123 | 2007.10.30 15:00 | modify | 28 | 0.10 | 2.40118 | 2.38010 | 2.41460 | ||
| 124 | 2007.10.31 19:53 | s/l | 30 | 0.10 | 2.41048 | 2.41040 | 2.37090 | -37145.89 | 134105.12 |
| 125 | 2007.10.31 21:00 | modify | 28 | 0.10 | 2.40118 | 2.38025 | 2.41460 | ||
| 126 | 2007.10.31 22:00 | modify | 28 | 0.10 | 2.40118 | 2.38055 | 2.41460 | ||
| 127 | 2007.11.01 02:00 | modify | 28 | 0.10 | 2.40118 | 2.38190 | 2.41460 | ||
| 128 | 2007.11.01 05:00 | modify | 28 | 0.10 | 2.40118 | 2.38215 | 2.41460 | ||
| 129 | 2007.11.01 06:00 | modify | 28 | 0.10 | 2.40118 | 2.38300 | 2.41460 | ||
| 130 | 2007.11.01 11:00 | modify | 28 | 0.10 | 2.40118 | 2.38350 | 2.41460 | ||
| 131 | 2007.11.01 11:15 | t/p | 28 | 0.10 | 2.41455 | 2.38350 | 2.41460 | 19031.92 | 153137.04 |
| 132 | 2007.11.02 11:00 | sell | 31 | 0.10 | 2.40052 | 2.42255 | 2.38690 | ||
| 133 | 2007.11.06 13:00 | modify | 31 | 0.10 | 2.40052 | 2.41980 | 2.38690 | ||
| 134 | 2007.11.06 15:00 | modify | 31 | 0.10 | 2.40052 | 2.41820 | 2.38690 | ||
| 135 | 2007.11.06 15:00 | close | 31 | 0.10 | 2.39233 | 2.41820 | 2.38690 | 11660.60 | 164797.64 |
| 136 | 2007.11.06 16:00 | sell | 32 | 0.10 | 2.38974 | 2.41565 | 2.37615 | ||
| 137 | 2007.11.07 06:00 | modify | 32 | 0.10 | 2.38974 | 2.41160 | 2.37615 | ||
| 138 | 2007.11.07 07:00 | modify | 32 | 0.10 | 2.38974 | 2.41095 | 2.37615 | ||
| 139 | 2007.11.07 08:00 | modify | 32 | 0.10 | 2.38974 | 2.41040 | 2.37615 | ||
| 140 | 2007.11.07 09:00 | modify | 32 | 0.10 | 2.38974 | 2.40860 | 2.37615 | ||
| 141 | 2007.11.07 09:00 | close | 32 | 0.10 | 2.38332 | 2.40860 | 2.37615 | 9140.54 | 173938.18 |
| 142 | 2007.11.09 04:02 | sell | 33 | 0.10 | 2.37094 | 2.39625 | 2.35675 | ||
| 143 | 2007.11.09 13:58 | t/p | 33 | 0.10 | 2.35676 | 2.39625 | 2.35675 | 20188.91 | 194127.09 |
| 144 | 2007.12.07 14:00 | buy | 34 | 0.10 | 2.29581 | 2.26970 | 2.30920 | ||
| 145 | 2007.12.10 12:00 | modify | 34 | 0.10 | 2.29581 | 2.27345 | 2.30920 | ||
| 146 | 2007.12.10 18:20 | t/p | 34 | 0.10 | 2.30919 | 2.27345 | 2.30920 | 19046.16 | 213173.25 |
| 147 | 2007.12.10 19:00 | buy | 35 | 0.10 | 2.30719 | 2.28090 | 2.32040 | ||
| 148 | 2007.12.11 11:00 | modify | 35 | 0.10 | 2.30719 | 2.28570 | 2.32040 | ||
| 149 | 2007.12.11 12:24 | t/p | 35 | 0.10 | 2.32047 | 2.28570 | 2.32040 | 18903.82 | 232077.07 |
| 150 | 2007.12.26 15:03 | sell | 36 | 0.10 | 2.28364 | 2.30900 | 2.26950 | ||
1ページ目次へ