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 |
| 2251 | 2020.05.15 18:00 | modify | 501 | 0.10 | 1.18817 | 1.20913 | 1.17477 | ||
| 2252 | 2020.05.15 19:00 | modify | 501 | 0.10 | 1.18817 | 1.20825 | 1.17477 | ||
| 2253 | 2020.05.15 22:00 | modify | 501 | 0.10 | 1.18817 | 1.20761 | 1.17477 | ||
| 2254 | 2020.05.15 23:00 | modify | 501 | 0.10 | 1.18817 | 1.20687 | 1.17477 | ||
| 2255 | 2020.05.18 00:12 | t/p | 501 | 0.10 | 1.17423 | 1.20687 | 1.17477 | 19847.22 | 2496954.58 |
| 2256 | 2020.05.18 01:00 | sell | 502 | 0.10 | 1.17359 | 1.19954 | 1.16004 | ||
| 2257 | 2020.06.01 20:48 | s/l | 502 | 0.10 | 1.19968 | 1.19954 | 1.16004 | -37145.90 | 2459808.68 |
| 2258 | 2020.06.02 00:00 | buy | 503 | 0.10 | 1.20062 | 1.17504 | 1.21420 | ||
| 2259 | 2020.06.02 14:00 | modify | 503 | 0.10 | 1.20062 | 1.17920 | 1.21420 | ||
| 2260 | 2020.06.03 04:00 | modify | 503 | 0.10 | 1.20062 | 1.18087 | 1.21420 | ||
| 2261 | 2020.06.03 05:00 | modify | 503 | 0.10 | 1.20062 | 1.18221 | 1.21420 | ||
| 2262 | 2020.06.03 11:00 | modify | 503 | 0.10 | 1.20062 | 1.18246 | 1.21420 | ||
| 2263 | 2020.06.03 14:00 | modify | 503 | 0.10 | 1.20062 | 1.18311 | 1.21420 | ||
| 2264 | 2020.06.05 10:43 | t/p | 503 | 0.10 | 1.21411 | 1.18311 | 1.21420 | 19202.74 | 2479011.42 |
| 2265 | 2020.06.05 15:00 | buy | 504 | 0.10 | 1.21344 | 1.18741 | 1.22691 | ||
| 2266 | 2020.06.05 17:00 | modify | 504 | 0.10 | 1.21344 | 1.19067 | 1.22691 | ||
| 2267 | 2020.06.05 18:00 | modify | 504 | 0.10 | 1.21344 | 1.19301 | 1.22691 | ||
| 2268 | 2020.06.05 19:00 | modify | 504 | 0.10 | 1.21344 | 1.19579 | 1.22691 | ||
| 2269 | 2020.06.05 19:00 | close | 504 | 0.10 | 1.22216 | 1.19579 | 1.22691 | 12412.75 | 2491424.17 |
| 2270 | 2020.06.16 00:00 | buy | 505 | 0.10 | 1.19678 | 1.18138 | 1.21019 | ||
| 2271 | 2020.06.18 16:02 | s/l | 505 | 0.10 | 1.18136 | 1.18138 | 1.21019 | -21950.06 | 2469474.11 |
| 2272 | 2020.06.19 15:00 | sell | 506 | 0.10 | 1.17552 | 1.20155 | 1.16205 | ||
| 2273 | 2020.06.26 19:00 | modify | 506 | 0.10 | 1.17552 | 1.19849 | 1.16205 | ||
| 2274 | 2020.06.26 20:00 | modify | 506 | 0.10 | 1.17552 | 1.19839 | 1.16205 | ||
| 2275 | 2020.06.26 22:00 | modify | 506 | 0.10 | 1.17552 | 1.19821 | 1.16205 | ||
| 2276 | 2020.06.29 01:00 | modify | 506 | 0.10 | 1.17552 | 1.19622 | 1.16205 | ||
| 2277 | 2020.06.29 14:00 | modify | 506 | 0.10 | 1.17552 | 1.19475 | 1.16205 | ||
| 2278 | 2020.06.29 15:00 | modify | 506 | 0.10 | 1.17552 | 1.19238 | 1.16205 | ||
| 2279 | 2020.07.15 15:00 | buy | 507 | 0.10 | 1.18966 | 1.17018 | 1.20318 | ||
| 2280 | 2020.07.21 15:11 | s/l | 506 | 0.10 | 1.19235 | 1.19238 | 1.16205 | -23961.88 | 2445512.23 |
| 2281 | 2020.07.22 10:00 | sell | 508 | 0.10 | 1.18467 | 1.22874 | 1.17115 | ||
| 2282 | 2020.07.23 15:00 | modify | 508 | 0.10 | 1.18467 | 1.20736 | 1.17115 | ||
| 2283 | 2020.07.23 16:00 | modify | 508 | 0.10 | 1.18467 | 1.20547 | 1.17115 | ||
| 2284 | 2020.07.27 11:00 | modify | 508 | 0.10 | 1.18467 | 1.20489 | 1.17115 | ||
| 2285 | 2020.07.31 18:00 | modify | 507 | 0.10 | 1.18966 | 1.17040 | 1.20318 | ||
| 2286 | 2020.07.31 18:00 | close | 507 | 0.10 | 1.19381 | 1.17040 | 1.20318 | 5907.44 | 2451419.67 |
| 2287 | 2020.07.31 19:00 | buy | 509 | 0.10 | 1.19682 | 1.17256 | 1.21032 | ||
| 2288 | 2020.08.28 17:22 | s/l | 508 | 0.10 | 1.20486 | 1.20489 | 1.17115 | -28745.71 | 2422673.96 |
| 2289 | 2020.08.28 18:00 | modify | 509 | 0.10 | 1.19682 | 1.17440 | 1.21032 | ||
| 2290 | 2020.08.28 19:00 | modify | 509 | 0.10 | 1.19682 | 1.17615 | 1.21032 | ||
| 2291 | 2020.08.28 20:00 | modify | 509 | 0.10 | 1.19682 | 1.17692 | 1.21032 | ||
| 2292 | 2020.08.28 22:00 | modify | 509 | 0.10 | 1.19682 | 1.17775 | 1.21032 | ||
| 2293 | 2020.08.28 23:00 | modify | 509 | 0.10 | 1.19682 | 1.17838 | 1.21032 | ||
| 2294 | 2020.08.31 21:00 | modify | 509 | 0.10 | 1.19682 | 1.17872 | 1.21032 | ||
| 2295 | 2020.08.31 23:00 | modify | 509 | 0.10 | 1.19682 | 1.17940 | 1.21032 | ||
| 2296 | 2020.09.01 10:53 | t/p | 509 | 0.10 | 1.21025 | 1.17940 | 1.21032 | 19117.34 | 2441791.30 |
| 2297 | 2020.09.03 13:00 | sell | 510 | 0.10 | 1.20981 | 1.22874 | 1.19629 | ||
| 2298 | 2020.09.08 14:28 | t/p | 510 | 0.10 | 1.19630 | 1.22874 | 1.19629 | 19235.00 | 2461026.30 |
| 2299 | 2020.09.15 20:00 | buy | 511 | 0.10 | 1.17086 | 1.15721 | 1.18443 | ||
| 2300 | 2020.09.17 11:00 | close | 511 | 0.10 | 1.18034 | 1.15721 | 1.18443 | 13494.59 | 2474520.89 |
| 2301 | 2020.09.23 17:00 | buy | 512 | 0.10 | 1.17557 | 1.15726 | 1.18916 | ||
| 2302 | 2020.09.28 10:00 | modify | 512 | 0.10 | 1.17557 | 1.15754 | 1.18916 | ||
| 2303 | 2020.09.28 11:00 | modify | 512 | 0.10 | 1.17557 | 1.15811 | 1.18916 | ||
| 2304 | 2020.09.28 11:31 | t/p | 512 | 0.10 | 1.18935 | 1.15811 | 1.18916 | 19615.56 | 2494136.45 |
| 2305 | 2020.10.06 14:00 | sell | 513 | 0.10 | 1.18297 | 1.22498 | 1.16955 | ||
| 2306 | 2020.10.20 14:00 | modify | 513 | 0.10 | 1.18297 | 1.20578 | 1.16955 | ||
| 2307 | 2020.10.20 15:00 | modify | 513 | 0.10 | 1.18297 | 1.20426 | 1.16955 | ||
| 2308 | 2020.10.20 16:00 | modify | 513 | 0.10 | 1.18297 | 1.20362 | 1.16955 | ||
| 2309 | 2020.10.20 17:00 | modify | 513 | 0.10 | 1.18297 | 1.20249 | 1.16955 | ||
| 2310 | 2020.10.20 22:00 | modify | 513 | 0.10 | 1.18297 | 1.20223 | 1.16955 | ||
| 2311 | 2020.10.21 13:00 | buy | 514 | 0.10 | 1.18082 | 1.15718 | 1.19437 | ||
| 2312 | 2020.10.21 19:00 | modify | 514 | 0.10 | 1.18082 | 1.15978 | 1.19437 | ||
| 2313 | 2020.10.21 21:00 | modify | 514 | 0.10 | 1.18082 | 1.16073 | 1.19437 | ||
| 2314 | 2020.10.21 22:00 | modify | 514 | 0.10 | 1.18082 | 1.16147 | 1.19437 | ||
| 2315 | 2020.10.21 23:00 | modify | 514 | 0.10 | 1.18082 | 1.16150 | 1.19437 | ||
| 2316 | 2020.10.22 05:00 | modify | 514 | 0.10 | 1.18082 | 1.16184 | 1.19437 | ||
| 2317 | 2020.11.03 19:00 | modify | 514 | 0.10 | 1.18082 | 1.16328 | 1.19437 | ||
| 2318 | 2020.11.04 01:32 | t/p | 514 | 0.10 | 1.19439 | 1.16328 | 1.19437 | 19316.63 | 2513453.08 |
| 2319 | 2020.11.04 02:00 | buy | 515 | 0.10 | 1.19496 | 1.17362 | 1.20846 | ||
| 2320 | 2020.11.09 22:04 | s/l | 513 | 0.10 | 1.20222 | 1.20223 | 1.16955 | -27407.38 | 2486045.70 |
| 2321 | 2020.11.10 08:00 | modify | 515 | 0.10 | 1.19496 | 1.17366 | 1.20846 | ||
| 2322 | 2020.11.10 09:00 | modify | 515 | 0.10 | 1.19496 | 1.17397 | 1.20846 | ||
| 2323 | 2020.11.10 10:00 | modify | 515 | 0.10 | 1.19496 | 1.17518 | 1.20846 | ||
| 2324 | 2020.11.10 11:37 | t/p | 515 | 0.10 | 1.20843 | 1.17518 | 1.20846 | 19174.28 | 2505219.98 |
| 2325 | 2020.11.12 12:00 | sell | 516 | 0.10 | 1.20479 | 1.22498 | 1.19126 | ||
| 2326 | 2020.12.02 17:00 | modify | 516 | 0.10 | 1.20479 | 1.22179 | 1.19126 | ||
| 2327 | 2020.12.02 18:00 | modify | 516 | 0.10 | 1.20479 | 1.22083 | 1.19126 | ||
| 2328 | 2020.12.02 18:00 | close | 516 | 0.10 | 1.19483 | 1.22083 | 1.19126 | 14180.65 | 2519400.63 |
| 2329 | 2020.12.04 17:00 | buy | 517 | 0.10 | 1.20248 | 1.15726 | 1.21604 | ||
| 2330 | 2020.12.07 01:03 | sell | 518 | 0.10 | 1.19620 | 1.22206 | 1.18216 | ||
| 2331 | 2020.12.07 12:00 | modify | 518 | 0.10 | 1.19620 | 1.21265 | 1.18216 | ||
| 2332 | 2020.12.07 13:14 | t/p | 518 | 0.10 | 1.18205 | 1.21265 | 1.18216 | 20146.20 | 2539546.83 |
| 2333 | 2020.12.07 14:00 | sell | 519 | 0.10 | 1.18149 | 1.20755 | 1.16805 | ||
| 2334 | 2020.12.11 12:00 | modify | 519 | 0.10 | 1.18149 | 1.20104 | 1.16805 | ||
| 2335 | 2020.12.11 15:00 | modify | 519 | 0.10 | 1.18149 | 1.20080 | 1.16805 | ||
| 2336 | 2020.12.11 16:00 | modify | 519 | 0.10 | 1.18149 | 1.19970 | 1.16805 | ||
| 2337 | 2020.12.17 10:01 | s/l | 519 | 0.10 | 1.19963 | 1.19970 | 1.16805 | -25827.01 | 2513719.82 |
| 2338 | 2020.12.24 13:00 | modify | 517 | 0.10 | 1.20248 | 1.17954 | 1.21604 | ||
| 2339 | 2020.12.24 16:00 | modify | 517 | 0.10 | 1.20248 | 1.17971 | 1.21604 | ||
| 2340 | 2020.12.24 17:00 | modify | 517 | 0.10 | 1.20248 | 1.18092 | 1.21604 | ||
| 2341 | 2020.12.24 18:00 | modify | 517 | 0.10 | 1.20248 | 1.18112 | 1.21604 | ||
| 2342 | 2020.12.28 13:00 | sell | 520 | 0.10 | 1.20191 | 1.22498 | 1.18840 | ||
| 2343 | 2020.12.29 01:00 | modify | 520 | 0.10 | 1.20191 | 1.22377 | 1.18840 | ||
| 2344 | 2020.12.29 13:00 | modify | 520 | 0.10 | 1.20191 | 1.22191 | 1.18840 | ||
| 2345 | 2020.12.31 23:00 | modify | 517 | 0.10 | 1.20248 | 1.18162 | 1.21604 | ||
| 2346 | 2021.01.04 00:03 | modify | 517 | 0.10 | 1.20248 | 1.18168 | 1.21604 | ||
| 2347 | 2021.01.05 12:00 | modify | 520 | 0.10 | 1.20191 | 1.22144 | 1.18840 | ||
| 2348 | 2021.01.12 19:00 | modify | 517 | 0.10 | 1.20248 | 1.18228 | 1.21604 | ||
| 2349 | 2021.01.12 20:00 | modify | 517 | 0.10 | 1.20248 | 1.18361 | 1.21604 | ||
| 2350 | 2021.01.13 11:00 | modify | 517 | 0.10 | 1.20248 | 1.18387 | 1.21604 | ||
| 2351 | 2021.01.13 11:33 | t/p | 517 | 0.10 | 1.21607 | 1.18387 | 1.21604 | 19345.09 | 2533064.91 |
| 2352 | 2021.01.14 18:00 | buy | 521 | 0.10 | 1.21628 | 1.18899 | 1.22968 | ||
| 2353 | 2021.01.29 15:12 | s/l | 520 | 0.10 | 1.22149 | 1.22144 | 1.18840 | -27877.22 | 2505187.69 |
| 2354 | 2021.02.01 05:00 | modify | 521 | 0.10 | 1.21628 | 1.19374 | 1.22968 | ||
| 2355 | 2021.02.01 06:00 | modify | 521 | 0.10 | 1.21628 | 1.19509 | 1.22968 | ||
| 2356 | 2021.02.01 07:00 | modify | 521 | 0.10 | 1.21628 | 1.19580 | 1.22968 | ||
| 2357 | 2021.02.01 09:00 | modify | 521 | 0.10 | 1.21628 | 1.19681 | 1.22968 | ||
| 2358 | 2021.02.01 12:00 | modify | 521 | 0.10 | 1.21628 | 1.19934 | 1.22968 | ||
| 2359 | 2021.02.01 13:00 | modify | 521 | 0.10 | 1.21628 | 1.19948 | 1.22968 | ||
| 2360 | 2021.02.01 14:00 | modify | 521 | 0.10 | 1.21628 | 1.19978 | 1.22968 | ||
| 2361 | 2021.02.04 07:00 | sell | 522 | 0.10 | 1.22446 | 1.23212 | 1.21106 | ||
| 2362 | 2021.02.04 14:04 | t/p | 521 | 0.10 | 1.22978 | 1.19978 | 1.22968 | 19216.98 | 2524404.67 |
| 2363 | 2021.02.04 14:23 | s/l | 522 | 0.10 | 1.23216 | 1.23212 | 1.21106 | -10962.95 | 2513441.72 |
| 2364 | 2021.02.09 11:00 | sell | 523 | 0.10 | 1.23233 | 1.23997 | 1.21893 | ||
| 2365 | 2021.02.15 04:00 | buy | 524 | 0.10 | 1.23826 | 1.22084 | 1.25175 | ||
| 2366 | 2021.02.16 17:55 | s/l | 523 | 0.10 | 1.23991 | 1.23997 | 1.21893 | -10792.10 | 2502649.62 |
| 2367 | 2021.02.18 14:00 | modify | 524 | 0.10 | 1.23826 | 1.22085 | 1.25175 | ||
| 2368 | 2021.02.18 14:47 | t/p | 524 | 0.10 | 1.25183 | 1.22085 | 1.25175 | 19316.63 | 2521966.25 |
| 2369 | 2021.03.16 06:00 | sell | 525 | 0.10 | 1.28636 | 1.30166 | 1.27293 | ||
| 2370 | 2021.03.29 15:07 | s/l | 525 | 0.10 | 1.30166 | 1.30166 | 1.27293 | -21783.53 | 2500182.72 |
| 2371 | 2021.04.06 12:00 | sell | 526 | 0.10 | 1.29919 | 1.31014 | 1.28571 | ||
| 2372 | 2021.04.07 09:01 | t/p | 526 | 0.10 | 1.28575 | 1.31014 | 1.28571 | 19135.33 | 2519318.05 |
| 2373 | 2021.04.08 18:00 | sell | 527 | 0.10 | 1.27050 | 1.29650 | 1.25700 | ||
| 2374 | 2021.04.16 12:00 | modify | 527 | 0.10 | 1.27050 | 1.29200 | 1.25700 | ||
| 2375 | 2021.04.30 19:00 | modify | 527 | 0.10 | 1.27050 | 1.29157 | 1.25700 | ||
| 2376 | 2021.04.30 21:00 | modify | 527 | 0.10 | 1.27050 | 1.29148 | 1.25700 | ||
| 2377 | 2021.04.30 22:00 | modify | 527 | 0.10 | 1.27050 | 1.28989 | 1.25700 | ||
| 2378 | 2021.05.03 01:00 | modify | 527 | 0.10 | 1.27050 | 1.28802 | 1.25700 | ||
| 2379 | 2021.05.03 02:00 | modify | 527 | 0.10 | 1.27050 | 1.28783 | 1.25700 | ||
| 2380 | 2021.05.03 02:00 | close | 527 | 0.10 | 1.26179 | 1.28783 | 1.25700 | 12400.95 | 2531719.00 |
| 2381 | 2021.05.05 10:00 | buy | 528 | 0.10 | 1.27251 | 1.25519 | 1.28607 | ||
| 2382 | 2021.05.21 10:00 | sell | 529 | 0.10 | 1.27093 | 1.31014 | 1.25745 | ||
| 2383 | 2021.06.09 17:00 | modify | 529 | 0.10 | 1.27093 | 1.29355 | 1.25745 | ||
| 2384 | 2021.06.09 18:00 | modify | 529 | 0.10 | 1.27093 | 1.29168 | 1.25745 | ||
| 2385 | 2021.06.10 13:00 | modify | 529 | 0.10 | 1.27093 | 1.29156 | 1.25745 | ||
| 2386 | 2021.06.24 13:00 | modify | 528 | 0.10 | 1.27251 | 1.25600 | 1.28607 | ||
| 2387 | 2021.06.24 13:00 | close | 528 | 0.10 | 1.28211 | 1.25600 | 1.28607 | 13665.41 | 2545384.41 |
| 2388 | 2021.07.08 16:00 | modify | 529 | 0.10 | 1.27093 | 1.29097 | 1.25745 | ||
| 2389 | 2021.07.08 17:00 | modify | 529 | 0.10 | 1.27093 | 1.28960 | 1.25745 | ||
| 2390 | 2021.07.08 17:59 | t/p | 529 | 0.10 | 1.25741 | 1.28960 | 1.25745 | 19249.24 | 2564633.65 |
| 2391 | 2021.07.12 02:00 | buy | 530 | 0.10 | 1.27103 | 1.25426 | 1.28454 | ||
| 2392 | 2021.07.15 06:00 | sell | 531 | 0.10 | 1.26491 | 1.28327 | 1.25151 | ||
| 2393 | 2021.07.19 17:17 | s/l | 530 | 0.10 | 1.25428 | 1.25426 | 1.28454 | -23843.29 | 2540790.36 |
| 2394 | 2021.07.19 23:00 | modify | 531 | 0.10 | 1.26491 | 1.28324 | 1.25151 | ||
| 2395 | 2021.07.20 01:00 | modify | 531 | 0.10 | 1.26491 | 1.28313 | 1.25151 | ||
| 2396 | 2021.07.20 11:00 | modify | 531 | 0.10 | 1.26491 | 1.28155 | 1.25151 | ||
| 2397 | 2021.07.20 14:00 | modify | 531 | 0.10 | 1.26491 | 1.28145 | 1.25151 | ||
| 2398 | 2021.07.20 15:00 | modify | 531 | 0.10 | 1.26491 | 1.28111 | 1.25151 | ||
| 2399 | 2021.07.20 16:01 | t/p | 531 | 0.10 | 1.25153 | 1.28111 | 1.25151 | 19049.91 | 2559840.27 |
| 2400 | 2021.07.21 21:00 | buy | 532 | 0.10 | 1.25891 | 1.24750 | 1.27245 | ||