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 | |
| # | 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 |
| 1951 | 2018.04.04 21:19 | s/l | 439 | 0.10 | 1.35197 | 1.35191 | 1.30328 | -50230.26 | 2210490.24 |
| 1952 | 2018.04.04 23:00 | modify | 440 | 0.10 | 1.33956 | 1.32286 | 1.35306 | ||
| 1953 | 2018.04.04 23:14 | t/p | 440 | 0.10 | 1.35314 | 1.32286 | 1.35306 | 19330.86 | 2229821.10 |
| 1954 | 2018.04.24 18:00 | buy | 441 | 0.10 | 1.36998 | 1.35300 | 1.38338 | ||
| 1955 | 2018.05.01 16:00 | sell | 442 | 0.10 | 1.35753 | 1.38356 | 1.34406 | ||
| 1956 | 2018.05.02 09:12 | s/l | 441 | 0.10 | 1.35295 | 1.35300 | 1.38338 | -24241.86 | 2205579.24 |
| 1957 | 2018.05.04 18:00 | modify | 442 | 0.10 | 1.35753 | 1.38046 | 1.34406 | ||
| 1958 | 2018.05.15 18:00 | modify | 442 | 0.10 | 1.35753 | 1.37992 | 1.34406 | ||
| 1959 | 2018.05.15 20:00 | modify | 442 | 0.10 | 1.35753 | 1.37986 | 1.34406 | ||
| 1960 | 2018.05.16 06:00 | modify | 442 | 0.10 | 1.35753 | 1.37927 | 1.34406 | ||
| 1961 | 2018.05.16 07:00 | modify | 442 | 0.10 | 1.35753 | 1.37913 | 1.34406 | ||
| 1962 | 2018.05.16 11:00 | modify | 442 | 0.10 | 1.35753 | 1.37824 | 1.34406 | ||
| 1963 | 2018.05.16 12:00 | modify | 442 | 0.10 | 1.35753 | 1.37812 | 1.34406 | ||
| 1964 | 2018.05.16 13:00 | modify | 442 | 0.10 | 1.35753 | 1.37631 | 1.34406 | ||
| 1965 | 2018.05.16 17:00 | modify | 442 | 0.10 | 1.35753 | 1.37601 | 1.34406 | ||
| 1966 | 2018.05.18 17:35 | t/p | 442 | 0.10 | 1.34414 | 1.37601 | 1.34406 | 19064.14 | 2224643.38 |
| 1967 | 2018.05.18 18:00 | sell | 443 | 0.10 | 1.34556 | 1.36763 | 1.33207 | ||
| 1968 | 2018.05.21 19:00 | modify | 443 | 0.10 | 1.34556 | 1.36731 | 1.33207 | ||
| 1969 | 2018.05.21 21:00 | modify | 443 | 0.10 | 1.34556 | 1.36701 | 1.33207 | ||
| 1970 | 2018.05.22 06:00 | modify | 443 | 0.10 | 1.34556 | 1.36634 | 1.33207 | ||
| 1971 | 2018.05.22 09:00 | modify | 443 | 0.10 | 1.34556 | 1.36612 | 1.33207 | ||
| 1972 | 2018.05.22 17:45 | t/p | 443 | 0.10 | 1.33205 | 1.36612 | 1.33207 | 19235.00 | 2243878.38 |
| 1973 | 2018.06.07 16:00 | sell | 444 | 0.10 | 1.31649 | 1.33052 | 1.30294 | ||
| 1974 | 2018.06.14 12:00 | buy | 445 | 0.10 | 1.32123 | 1.30577 | 1.33473 | ||
| 1975 | 2018.06.28 08:31 | s/l | 445 | 0.10 | 1.30570 | 1.30577 | 1.33473 | -22106.64 | 2221771.74 |
| 1976 | 2018.06.29 06:05 | t/p | 444 | 0.10 | 1.30286 | 1.33052 | 1.30294 | 19405.85 | 2241177.59 |
| 1977 | 2018.06.29 18:00 | buy | 446 | 0.10 | 1.31076 | 1.28711 | 1.32429 | ||
| 1978 | 2018.07.09 01:00 | modify | 446 | 0.10 | 1.31076 | 1.28866 | 1.32429 | ||
| 1979 | 2018.07.09 16:00 | modify | 446 | 0.10 | 1.31076 | 1.28966 | 1.32429 | ||
| 1980 | 2018.07.09 17:00 | modify | 446 | 0.10 | 1.31076 | 1.29099 | 1.32429 | ||
| 1981 | 2018.07.12 05:00 | sell | 447 | 0.10 | 1.31383 | 1.35742 | 1.30042 | ||
| 1982 | 2018.07.12 16:38 | t/p | 446 | 0.10 | 1.32444 | 1.29099 | 1.32429 | 19473.21 | 2260650.80 |
| 1983 | 2018.07.12 19:00 | buy | 448 | 0.10 | 1.32507 | 1.29965 | 1.33861 | ||
| 1984 | 2018.07.18 13:00 | modify | 447 | 0.10 | 1.31383 | 1.33565 | 1.30042 | ||
| 1985 | 2018.07.18 14:00 | modify | 447 | 0.10 | 1.31383 | 1.33241 | 1.30042 | ||
| 1986 | 2018.07.18 15:00 | modify | 447 | 0.10 | 1.31383 | 1.33200 | 1.30042 | ||
| 1987 | 2018.07.19 12:00 | modify | 447 | 0.10 | 1.31383 | 1.33197 | 1.30042 | ||
| 1988 | 2018.07.19 13:00 | modify | 447 | 0.10 | 1.31383 | 1.33137 | 1.30042 | ||
| 1989 | 2018.07.19 15:00 | modify | 447 | 0.10 | 1.31383 | 1.33039 | 1.30042 | ||
| 1990 | 2018.07.19 17:00 | modify | 447 | 0.10 | 1.31383 | 1.33005 | 1.30042 | ||
| 1991 | 2018.07.19 19:24 | t/p | 447 | 0.10 | 1.30040 | 1.33005 | 1.30042 | 19121.10 | 2279771.90 |
| 1992 | 2018.07.19 19:46 | s/l | 448 | 0.10 | 1.29974 | 1.29965 | 1.33861 | -36056.74 | 2243715.16 |
| 1993 | 2018.07.24 17:00 | buy | 449 | 0.10 | 1.30559 | 1.29516 | 1.31910 | ||
| 1994 | 2018.07.26 19:00 | sell | 450 | 0.10 | 1.30372 | 1.32950 | 1.29028 | ||
| 1995 | 2018.07.30 23:00 | modify | 450 | 0.10 | 1.30372 | 1.32663 | 1.29028 | ||
| 1996 | 2018.07.31 01:00 | modify | 450 | 0.10 | 1.30372 | 1.32653 | 1.29028 | ||
| 1997 | 2018.07.31 05:00 | modify | 450 | 0.10 | 1.30372 | 1.32615 | 1.29028 | ||
| 1998 | 2018.07.31 06:00 | modify | 450 | 0.10 | 1.30372 | 1.32494 | 1.29028 | ||
| 1999 | 2018.07.31 17:52 | s/l | 449 | 0.10 | 1.29516 | 1.29516 | 1.31910 | -14846.89 | 2228868.27 |
| 2000 | 2018.08.02 19:00 | modify | 450 | 0.10 | 1.30372 | 1.32441 | 1.29028 | ||
| 2001 | 2018.08.03 00:00 | modify | 450 | 0.10 | 1.30372 | 1.32428 | 1.29028 | ||
| 2002 | 2018.08.03 01:00 | modify | 450 | 0.10 | 1.30372 | 1.32415 | 1.29028 | ||
| 2003 | 2018.08.03 12:00 | modify | 450 | 0.10 | 1.30372 | 1.32206 | 1.29028 | ||
| 2004 | 2018.08.03 13:00 | modify | 450 | 0.10 | 1.30372 | 1.32159 | 1.29028 | ||
| 2005 | 2018.08.03 18:00 | modify | 450 | 0.10 | 1.30372 | 1.32105 | 1.29028 | ||
| 2006 | 2018.08.06 01:00 | modify | 450 | 0.10 | 1.30372 | 1.32067 | 1.29028 | ||
| 2007 | 2018.08.06 11:44 | t/p | 450 | 0.10 | 1.29029 | 1.32067 | 1.29028 | 19121.10 | 2247989.37 |
| 2008 | 2018.08.21 11:00 | sell | 451 | 0.10 | 1.26622 | 1.29142 | 1.25273 | ||
| 2009 | 2018.08.28 15:00 | modify | 451 | 0.10 | 1.26622 | 1.28822 | 1.25273 | ||
| 2010 | 2018.08.28 19:00 | modify | 451 | 0.10 | 1.26622 | 1.28640 | 1.25273 | ||
| 2011 | 2018.08.28 20:00 | modify | 451 | 0.10 | 1.26622 | 1.28548 | 1.25273 | ||
| 2012 | 2018.08.28 21:00 | modify | 451 | 0.10 | 1.26622 | 1.28537 | 1.25273 | ||
| 2013 | 2018.08.28 22:00 | modify | 451 | 0.10 | 1.26622 | 1.28509 | 1.25273 | ||
| 2014 | 2018.08.29 10:00 | modify | 451 | 0.10 | 1.26622 | 1.28479 | 1.25273 | ||
| 2015 | 2018.08.29 16:49 | t/p | 451 | 0.10 | 1.25267 | 1.28479 | 1.25273 | 19291.95 | 2267281.32 |
| 2016 | 2018.09.10 12:00 | buy | 452 | 0.10 | 1.25714 | 1.24325 | 1.27071 | ||
| 2017 | 2018.09.10 20:42 | t/p | 452 | 0.10 | 1.27069 | 1.24325 | 1.27071 | 19288.15 | 2286569.47 |
| 2018 | 2018.09.13 09:00 | sell | 453 | 0.10 | 1.26347 | 1.30690 | 1.24990 | ||
| 2019 | 2018.09.19 13:00 | buy | 454 | 0.10 | 1.27341 | 1.24751 | 1.28701 | ||
| 2020 | 2018.09.21 17:00 | modify | 453 | 0.10 | 1.26347 | 1.28626 | 1.24990 | ||
| 2021 | 2018.09.21 18:00 | modify | 453 | 0.10 | 1.26347 | 1.28023 | 1.24990 | ||
| 2022 | 2018.09.21 18:00 | close | 453 | 0.10 | 1.25488 | 1.28023 | 1.24990 | 12230.10 | 2298799.57 |
| 2023 | 2018.09.27 20:00 | modify | 454 | 0.10 | 1.27341 | 1.25211 | 1.28701 | ||
| 2024 | 2018.10.01 12:00 | modify | 454 | 0.10 | 1.27341 | 1.25445 | 1.28701 | ||
| 2025 | 2018.10.01 13:00 | modify | 454 | 0.10 | 1.27341 | 1.25642 | 1.28701 | ||
| 2026 | 2018.10.01 13:00 | close | 454 | 0.10 | 1.28203 | 1.25642 | 1.28701 | 12270.39 | 2311069.96 |
| 2027 | 2018.10.01 17:00 | buy | 455 | 0.10 | 1.28604 | 1.25999 | 1.29949 | ||
| 2028 | 2018.10.02 13:00 | sell | 456 | 0.10 | 1.27476 | 1.31822 | 1.26122 | ||
| 2029 | 2018.10.05 05:00 | modify | 455 | 0.10 | 1.28604 | 1.26343 | 1.29949 | ||
| 2030 | 2018.10.05 09:00 | modify | 455 | 0.10 | 1.28604 | 1.26349 | 1.29949 | ||
| 2031 | 2018.10.05 11:00 | modify | 455 | 0.10 | 1.28604 | 1.26668 | 1.29949 | ||
| 2032 | 2018.10.05 12:00 | modify | 455 | 0.10 | 1.28604 | 1.26709 | 1.29949 | ||
| 2033 | 2018.10.05 16:00 | modify | 455 | 0.10 | 1.28604 | 1.26776 | 1.29949 | ||
| 2034 | 2018.10.05 17:00 | modify | 455 | 0.10 | 1.28604 | 1.26899 | 1.29949 | ||
| 2035 | 2018.10.05 17:55 | t/p | 455 | 0.10 | 1.29977 | 1.26899 | 1.29949 | 19544.38 | 2330614.34 |
| 2036 | 2018.10.29 14:00 | buy | 457 | 0.10 | 1.28352 | 1.24320 | 1.29692 | ||
| 2037 | 2018.11.01 05:00 | modify | 457 | 0.10 | 1.28352 | 1.26512 | 1.29692 | ||
| 2038 | 2018.11.01 11:18 | t/p | 457 | 0.10 | 1.29696 | 1.26512 | 1.29692 | 19131.57 | 2349745.91 |
| 2039 | 2018.11.22 14:00 | buy | 458 | 0.10 | 1.28121 | 1.24324 | 1.29480 | ||
| 2040 | 2018.12.03 17:00 | modify | 456 | 0.10 | 1.27476 | 1.29673 | 1.26122 | ||
| 2041 | 2018.12.05 01:00 | modify | 456 | 0.10 | 1.27476 | 1.29657 | 1.26122 | ||
| 2042 | 2018.12.06 09:00 | modify | 456 | 0.10 | 1.27476 | 1.29548 | 1.26122 | ||
| 2043 | 2018.12.06 18:00 | modify | 456 | 0.10 | 1.27476 | 1.29525 | 1.26122 | ||
| 2044 | 2018.12.07 12:00 | modify | 456 | 0.10 | 1.27476 | 1.29466 | 1.26122 | ||
| 2045 | 2018.12.07 19:00 | modify | 456 | 0.10 | 1.27476 | 1.29443 | 1.26122 | ||
| 2046 | 2018.12.07 19:36 | t/p | 456 | 0.10 | 1.26115 | 1.29443 | 1.26122 | 19377.38 | 2369123.29 |
| 2047 | 2018.12.10 17:53 | s/l | 458 | 0.10 | 1.24316 | 1.24324 | 1.29480 | -54163.41 | 2314959.88 |
| 2048 | 2018.12.12 15:00 | buy | 459 | 0.10 | 1.25247 | 1.23527 | 1.26597 | ||
| 2049 | 2018.12.31 18:00 | close | 459 | 0.10 | 1.25487 | 1.23527 | 1.26597 | 3416.35 | 2318376.23 |
| 2050 | 2019.01.04 19:00 | buy | 460 | 0.10 | 1.25604 | 1.22753 | 1.26946 | ||
| 2051 | 2019.01.11 21:00 | modify | 460 | 0.10 | 1.25604 | 1.23484 | 1.26946 | ||
| 2052 | 2019.01.11 22:00 | modify | 460 | 0.10 | 1.25604 | 1.23542 | 1.26946 | ||
| 2053 | 2019.01.11 23:00 | modify | 460 | 0.10 | 1.25604 | 1.23544 | 1.26946 | ||
| 2054 | 2019.01.14 01:00 | modify | 460 | 0.10 | 1.25604 | 1.23667 | 1.26946 | ||
| 2055 | 2019.01.14 19:00 | modify | 460 | 0.10 | 1.25604 | 1.23767 | 1.26946 | ||
| 2056 | 2019.01.14 19:00 | close | 460 | 0.10 | 1.26193 | 1.23767 | 1.26946 | 8384.30 | 2326760.53 |
| 2057 | 2019.01.15 08:00 | buy | 461 | 0.10 | 1.26714 | 1.24113 | 1.28063 | ||
| 2058 | 2019.01.16 16:00 | modify | 461 | 0.10 | 1.26714 | 1.24535 | 1.28063 | ||
| 2059 | 2019.01.16 18:00 | modify | 461 | 0.10 | 1.26714 | 1.24692 | 1.28063 | ||
| 2060 | 2019.01.17 03:00 | modify | 461 | 0.10 | 1.26714 | 1.24698 | 1.28063 | ||
| 2061 | 2019.01.17 05:00 | modify | 461 | 0.10 | 1.26714 | 1.24734 | 1.28063 | ||
| 2062 | 2019.01.17 08:00 | modify | 461 | 0.10 | 1.26714 | 1.24744 | 1.28063 | ||
| 2063 | 2019.01.17 09:00 | modify | 461 | 0.10 | 1.26714 | 1.24790 | 1.28063 | ||
| 2064 | 2019.01.17 13:00 | modify | 461 | 0.10 | 1.26714 | 1.24907 | 1.28063 | ||
| 2065 | 2019.01.17 14:00 | modify | 461 | 0.10 | 1.26714 | 1.24938 | 1.28063 | ||
| 2066 | 2019.01.17 14:40 | t/p | 461 | 0.10 | 1.28056 | 1.24938 | 1.28063 | 19103.10 | 2345863.63 |
| 2067 | 2019.01.17 15:00 | buy | 462 | 0.10 | 1.28084 | 1.25489 | 1.29439 | ||
| 2068 | 2019.01.17 21:00 | modify | 462 | 0.10 | 1.28084 | 1.25947 | 1.29439 | ||
| 2069 | 2019.01.17 22:00 | modify | 462 | 0.10 | 1.28084 | 1.26051 | 1.29439 | ||
| 2070 | 2019.01.17 23:00 | modify | 462 | 0.10 | 1.28084 | 1.26137 | 1.29439 | ||
| 2071 | 2019.01.18 00:00 | modify | 462 | 0.10 | 1.28084 | 1.26143 | 1.29439 | ||
| 2072 | 2019.01.18 01:00 | modify | 462 | 0.10 | 1.28084 | 1.26187 | 1.29439 | ||
| 2073 | 2019.01.22 19:00 | modify | 462 | 0.10 | 1.28084 | 1.26347 | 1.29439 | ||
| 2074 | 2019.01.22 22:00 | modify | 462 | 0.10 | 1.28084 | 1.26386 | 1.29439 | ||
| 2075 | 2019.01.23 10:00 | modify | 462 | 0.10 | 1.28084 | 1.26398 | 1.29439 | ||
| 2076 | 2019.01.23 10:35 | t/p | 462 | 0.10 | 1.29444 | 1.26398 | 1.29439 | 19359.33 | 2365222.96 |
| 2077 | 2019.02.07 17:00 | buy | 463 | 0.10 | 1.29932 | 1.28613 | 1.31278 | ||
| 2078 | 2019.02.08 20:00 | sell | 464 | 0.10 | 1.29266 | 1.31470 | 1.27919 | ||
| 2079 | 2019.02.14 16:28 | s/l | 463 | 0.10 | 1.28598 | 1.28613 | 1.31278 | -18989.22 | 2346233.74 |
| 2080 | 2019.02.26 00:03 | s/l | 464 | 0.10 | 1.31476 | 1.31470 | 1.27919 | -31465.10 | 2314768.64 |
| 2081 | 2019.03.07 20:00 | buy | 465 | 0.10 | 1.32671 | 1.30070 | 1.34020 | ||
| 2082 | 2019.03.12 01:03 | t/p | 465 | 0.10 | 1.34016 | 1.30070 | 1.34020 | 19145.81 | 2333914.45 |
| 2083 | 2019.03.18 14:00 | sell | 466 | 0.10 | 1.32575 | 1.34506 | 1.31224 | ||
| 2084 | 2019.03.20 17:00 | modify | 466 | 0.10 | 1.32575 | 1.34193 | 1.31224 | ||
| 2085 | 2019.03.20 17:00 | close | 466 | 0.10 | 1.31566 | 1.34193 | 1.31224 | 14365.74 | 2348280.19 |
| 2086 | 2019.03.20 17:00 | sell | 467 | 0.10 | 1.31554 | 1.34146 | 1.30196 | ||
| 2087 | 2019.03.21 00:00 | modify | 467 | 0.10 | 1.31554 | 1.33707 | 1.30196 | ||
| 2088 | 2019.03.21 02:00 | modify | 467 | 0.10 | 1.31554 | 1.33655 | 1.30196 | ||
| 2089 | 2019.03.21 13:00 | modify | 467 | 0.10 | 1.31554 | 1.33586 | 1.30196 | ||
| 2090 | 2019.03.21 15:00 | modify | 467 | 0.10 | 1.31554 | 1.33460 | 1.30196 | ||
| 2091 | 2019.03.21 16:00 | modify | 467 | 0.10 | 1.31554 | 1.33211 | 1.30196 | ||
| 2092 | 2019.03.21 17:48 | t/p | 467 | 0.10 | 1.30203 | 1.33211 | 1.30196 | 19235.00 | 2367515.19 |
| 2093 | 2019.03.28 02:00 | sell | 468 | 0.10 | 1.30819 | 1.33413 | 1.29463 | ||
| 2094 | 2019.03.28 21:00 | modify | 468 | 0.10 | 1.30819 | 1.32916 | 1.29463 | ||
| 2095 | 2019.03.28 23:00 | modify | 468 | 0.10 | 1.30819 | 1.32875 | 1.29463 | ||
| 2096 | 2019.03.29 01:00 | modify | 468 | 0.10 | 1.30819 | 1.32691 | 1.29463 | ||
| 2097 | 2019.03.29 02:00 | modify | 468 | 0.10 | 1.30819 | 1.32653 | 1.29463 | ||
| 2098 | 2019.03.29 12:00 | modify | 468 | 0.10 | 1.30819 | 1.32608 | 1.29463 | ||
| 2099 | 2019.03.29 13:00 | modify | 468 | 0.10 | 1.30819 | 1.32477 | 1.29463 | ||
| 2100 | 2019.03.29 14:00 | close | 468 | 0.10 | 1.30217 | 1.32477 | 1.29463 | 8571.03 | 2376086.22 |