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 | |
前へ17ページ目
| # | 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 |
| 2401 | 2021.08.09 12:22 | t/p | 532 | 0.10 | 1.27251 | 1.24750 | 1.27245 | 19359.32 | 2579199.59 |
| 2402 | 2021.08.09 13:00 | buy | 533 | 0.10 | 1.27302 | 1.25227 | 1.28649 | ||
| 2403 | 2021.08.12 22:00 | sell | 534 | 0.10 | 1.27489 | 1.28841 | 1.26144 | ||
| 2404 | 2021.08.16 16:56 | t/p | 534 | 0.10 | 1.26143 | 1.28841 | 1.26144 | 19163.81 | 2598363.40 |
| 2405 | 2021.08.19 11:38 | s/l | 533 | 0.10 | 1.25221 | 1.25227 | 1.28649 | -29622.62 | 2568740.78 |
| 2406 | 2021.08.23 14:00 | buy | 535 | 0.10 | 1.25345 | 1.24424 | 1.26689 | ||
| 2407 | 2021.09.03 17:54 | t/p | 535 | 0.10 | 1.26684 | 1.24424 | 1.26689 | 19060.39 | 2587801.17 |
| 2408 | 2021.09.07 10:00 | sell | 536 | 0.10 | 1.26463 | 1.28841 | 1.25104 | ||
| 2409 | 2021.09.09 17:00 | buy | 537 | 0.10 | 1.27189 | 1.24860 | 1.28538 | ||
| 2410 | 2021.09.14 12:00 | modify | 537 | 0.10 | 1.27189 | 1.24921 | 1.28538 | ||
| 2411 | 2021.09.14 15:00 | modify | 537 | 0.10 | 1.27189 | 1.24990 | 1.28538 | ||
| 2412 | 2021.09.16 16:00 | modify | 537 | 0.10 | 1.27189 | 1.25075 | 1.28538 | ||
| 2413 | 2021.09.17 03:00 | modify | 537 | 0.10 | 1.27189 | 1.25102 | 1.28538 | ||
| 2414 | 2021.09.17 17:00 | modify | 537 | 0.10 | 1.27189 | 1.25174 | 1.28538 | ||
| 2415 | 2021.09.17 21:00 | modify | 537 | 0.10 | 1.27189 | 1.25245 | 1.28538 | ||
| 2416 | 2021.09.22 12:00 | modify | 536 | 0.10 | 1.26463 | 1.28737 | 1.25104 | ||
| 2417 | 2021.09.22 13:00 | modify | 536 | 0.10 | 1.26463 | 1.28681 | 1.25104 | ||
| 2418 | 2021.09.22 15:00 | modify | 536 | 0.10 | 1.26463 | 1.28639 | 1.25104 | ||
| 2419 | 2021.09.22 17:00 | modify | 536 | 0.10 | 1.26463 | 1.28594 | 1.25104 | ||
| 2420 | 2021.09.28 19:00 | modify | 536 | 0.10 | 1.26463 | 1.28592 | 1.25104 | ||
| 2421 | 2021.09.28 20:00 | modify | 536 | 0.10 | 1.26463 | 1.28545 | 1.25104 | ||
| 2422 | 2021.09.29 13:00 | modify | 536 | 0.10 | 1.26463 | 1.28389 | 1.25104 | ||
| 2423 | 2021.09.29 14:11 | s/l | 537 | 0.10 | 1.25245 | 1.25245 | 1.28538 | -27672.45 | 2560128.72 |
| 2424 | 2021.09.29 15:00 | modify | 536 | 0.10 | 1.26463 | 1.28281 | 1.25104 | ||
| 2425 | 2021.09.29 16:00 | modify | 536 | 0.10 | 1.26463 | 1.28266 | 1.25104 | ||
| 2426 | 2021.09.29 16:36 | t/p | 536 | 0.10 | 1.25100 | 1.28266 | 1.25104 | 19405.85 | 2579534.57 |
| 2427 | 2021.09.30 17:00 | buy | 538 | 0.10 | 1.26079 | 1.24427 | 1.27435 | ||
| 2428 | 2021.10.01 10:00 | sell | 539 | 0.10 | 1.25139 | 1.27745 | 1.23795 | ||
| 2429 | 2021.10.19 20:00 | modify | 538 | 0.10 | 1.26079 | 1.24500 | 1.27435 | ||
| 2430 | 2021.10.20 03:37 | t/p | 538 | 0.10 | 1.27448 | 1.24500 | 1.27435 | 19487.44 | 2599022.01 |
| 2431 | 2021.10.20 04:00 | buy | 540 | 0.10 | 1.27544 | 1.25478 | 1.28886 | ||
| 2432 | 2021.10.29 12:02 | s/l | 540 | 0.10 | 1.25474 | 1.25478 | 1.28886 | -29466.03 | 2569555.98 |
| 2433 | 2021.11.01 21:00 | modify | 539 | 0.10 | 1.25139 | 1.27342 | 1.23795 | ||
| 2434 | 2021.11.01 22:00 | modify | 539 | 0.10 | 1.25139 | 1.27288 | 1.23795 | ||
| 2435 | 2021.11.01 23:00 | modify | 539 | 0.10 | 1.25139 | 1.27057 | 1.23795 | ||
| 2436 | 2021.11.02 10:00 | modify | 539 | 0.10 | 1.25139 | 1.27046 | 1.23795 | ||
| 2437 | 2021.11.03 14:00 | modify | 539 | 0.10 | 1.25139 | 1.27030 | 1.23795 | ||
| 2438 | 2021.11.03 15:00 | modify | 539 | 0.10 | 1.25139 | 1.26969 | 1.23795 | ||
| 2439 | 2021.11.03 15:00 | close | 539 | 0.10 | 1.24455 | 1.26969 | 1.23795 | 9738.52 | 2579294.50 |
| 2440 | 2021.11.04 02:00 | buy | 541 | 0.10 | 1.24815 | 1.23786 | 1.26174 | ||
| 2441 | 2021.11.04 15:16 | s/l | 541 | 0.10 | 1.23789 | 1.23786 | 1.26174 | -14604.90 | 2564689.60 |
| 2442 | 2021.11.08 15:00 | buy | 542 | 0.10 | 1.23863 | 1.22522 | 1.25218 | ||
| 2443 | 2021.11.17 08:54 | t/p | 542 | 0.10 | 1.25228 | 1.22522 | 1.25218 | 19430.50 | 2584120.10 |
| 2444 | 2021.11.18 15:00 | sell | 543 | 0.10 | 1.24813 | 1.28463 | 1.23468 | ||
| 2445 | 2021.11.26 06:00 | modify | 543 | 0.10 | 1.24813 | 1.27041 | 1.23468 | ||
| 2446 | 2021.11.26 07:00 | modify | 543 | 0.10 | 1.24813 | 1.27030 | 1.23468 | ||
| 2447 | 2021.11.26 08:00 | modify | 543 | 0.10 | 1.24813 | 1.27001 | 1.23468 | ||
| 2448 | 2021.11.26 09:00 | modify | 543 | 0.10 | 1.24813 | 1.26882 | 1.23468 | ||
| 2449 | 2021.11.26 10:00 | modify | 543 | 0.10 | 1.24813 | 1.26784 | 1.23468 | ||
| 2450 | 2021.11.26 10:04 | t/p | 543 | 0.10 | 1.23472 | 1.26784 | 1.23468 | 19092.62 | 2603212.72 |
| 2451 | 2021.12.06 20:00 | buy | 544 | 0.10 | 1.22789 | 1.21099 | 1.24146 | ||
| 2452 | 2021.12.28 19:00 | sell | 545 | 0.10 | 1.23131 | 1.27472 | 1.21772 | ||
| 2453 | 2022.01.04 13:00 | modify | 544 | 0.10 | 1.22789 | 1.21103 | 1.24146 | ||
| 2454 | 2022.01.04 23:00 | modify | 544 | 0.10 | 1.22789 | 1.21120 | 1.24146 | ||
| 2455 | 2022.01.05 04:00 | modify | 544 | 0.10 | 1.22789 | 1.21133 | 1.24146 | ||
| 2456 | 2022.01.05 05:00 | modify | 544 | 0.10 | 1.22789 | 1.21149 | 1.24146 | ||
| 2457 | 2022.01.05 16:00 | modify | 544 | 0.10 | 1.22789 | 1.21153 | 1.24146 | ||
| 2458 | 2022.01.05 17:56 | t/p | 544 | 0.10 | 1.24142 | 1.21153 | 1.24146 | 19259.68 | 2622472.40 |
| 2459 | 2022.01.05 19:00 | buy | 546 | 0.10 | 1.24341 | 1.22310 | 1.25681 | ||
| 2460 | 2022.01.10 14:00 | modify | 546 | 0.10 | 1.24341 | 1.22317 | 1.25681 | ||
| 2461 | 2022.01.10 15:00 | modify | 546 | 0.10 | 1.24341 | 1.22327 | 1.25681 | ||
| 2462 | 2022.01.10 16:00 | modify | 546 | 0.10 | 1.24341 | 1.22362 | 1.25681 | ||
| 2463 | 2022.01.10 17:00 | modify | 546 | 0.10 | 1.24341 | 1.22502 | 1.25681 | ||
| 2464 | 2022.01.10 19:00 | modify | 546 | 0.10 | 1.24341 | 1.22616 | 1.25681 | ||
| 2465 | 2022.01.10 20:10 | t/p | 546 | 0.10 | 1.25674 | 1.22616 | 1.25681 | 18974.99 | 2641447.39 |
| 2466 | 2022.02.10 14:00 | buy | 547 | 0.10 | 1.25502 | 1.23901 | 1.26860 | ||
| 2467 | 2022.02.24 06:15 | s/l | 547 | 0.10 | 1.23890 | 1.23901 | 1.26860 | -22946.50 | 2618500.89 |
| 2468 | 2022.03.01 20:00 | modify | 545 | 0.10 | 1.23131 | 1.25258 | 1.21772 | ||
| 2469 | 2022.03.01 22:00 | modify | 545 | 0.10 | 1.23131 | 1.25230 | 1.21772 | ||
| 2470 | 2022.03.02 01:00 | modify | 545 | 0.10 | 1.23131 | 1.25169 | 1.21772 | ||
| 2471 | 2022.03.02 09:00 | modify | 545 | 0.10 | 1.23131 | 1.25164 | 1.21772 | ||
| 2472 | 2022.03.02 10:00 | modify | 545 | 0.10 | 1.23131 | 1.25092 | 1.21772 | ||
| 2473 | 2022.03.02 11:00 | modify | 545 | 0.10 | 1.23131 | 1.25061 | 1.21772 | ||
| 2474 | 2022.03.02 13:00 | modify | 545 | 0.10 | 1.23131 | 1.24942 | 1.21772 | ||
| 2475 | 2022.03.02 13:00 | close | 545 | 0.10 | 1.22418 | 1.24942 | 1.21772 | 10151.41 | 2628652.30 |
| 2476 | 2022.03.08 12:00 | buy | 548 | 0.10 | 1.21866 | 1.20887 | 1.23214 | ||
| 2477 | 2022.03.16 17:18 | t/p | 548 | 0.10 | 1.23222 | 1.20887 | 1.23214 | 19302.39 | 2647954.69 |
| 2478 | 2022.04.04 09:00 | buy | 549 | 0.10 | 1.21592 | 1.20687 | 1.22935 | ||
| 2479 | 2022.04.14 14:36 | t/p | 549 | 0.10 | 1.22938 | 1.20687 | 1.22935 | 19160.04 | 2667114.73 |
| 2480 | 2022.04.18 10:00 | sell | 550 | 0.10 | 1.22879 | 1.26367 | 1.21521 | ||
| 2481 | 2022.04.19 14:00 | buy | 551 | 0.10 | 1.23609 | 1.20746 | 1.24960 | ||
| 2482 | 2022.04.21 20:00 | modify | 551 | 0.10 | 1.23609 | 1.21419 | 1.24960 | ||
| 2483 | 2022.04.21 21:00 | modify | 551 | 0.10 | 1.23609 | 1.21462 | 1.24960 | ||
| 2484 | 2022.04.25 11:00 | modify | 550 | 0.10 | 1.22879 | 1.24951 | 1.21521 | ||
| 2485 | 2022.04.25 14:00 | modify | 550 | 0.10 | 1.22879 | 1.24901 | 1.21521 | ||
| 2486 | 2022.04.25 15:00 | modify | 550 | 0.10 | 1.22879 | 1.24711 | 1.21521 | ||
| 2487 | 2022.04.25 17:00 | modify | 550 | 0.10 | 1.22879 | 1.24572 | 1.21521 | ||
| 2488 | 2022.04.25 20:00 | close | 550 | 0.10 | 1.22083 | 1.24572 | 1.21521 | 11333.13 | 2678447.86 |
| 2489 | 2022.04.26 15:25 | s/l | 551 | 0.10 | 1.21472 | 1.21462 | 1.24960 | -30419.76 | 2648028.10 |
| 2490 | 2022.04.29 14:00 | buy | 552 | 0.10 | 1.21989 | 1.20509 | 1.23343 | ||
| 2491 | 2022.05.10 15:00 | close | 552 | 0.10 | 1.22574 | 1.20509 | 1.23343 | 8327.36 | 2656355.46 |
| 2492 | 2022.05.18 19:00 | sell | 553 | 0.10 | 1.22711 | 1.26281 | 1.21368 | ||
| 2493 | 2022.05.18 22:00 | modify | 553 | 0.10 | 1.22711 | 1.24888 | 1.21368 | ||
| 2494 | 2022.05.18 23:00 | modify | 553 | 0.10 | 1.22711 | 1.24802 | 1.21368 | ||
| 2495 | 2022.05.19 01:00 | modify | 553 | 0.10 | 1.22711 | 1.24699 | 1.21368 | ||
| 2496 | 2022.05.19 10:17 | t/p | 553 | 0.10 | 1.21366 | 1.24699 | 1.21368 | 19149.57 | 2675505.03 |
| 2497 | 2022.05.23 03:00 | buy | 554 | 0.10 | 1.21940 | 1.20456 | 1.23286 | ||
| 2498 | 2022.05.24 11:32 | s/l | 554 | 0.10 | 1.20447 | 1.20456 | 1.23286 | -21252.55 | 2654252.48 |
| 2499 | 2022.05.26 04:00 | buy | 555 | 0.10 | 1.21201 | 1.19589 | 1.22553 | ||
| 2500 | 2022.06.01 19:00 | sell | 556 | 0.10 | 1.20237 | 1.22525 | 1.18889 | ||
| 2501 | 2022.06.07 18:55 | s/l | 556 | 0.10 | 1.22526 | 1.22525 | 1.18889 | -32589.87 | 2621662.61 |
| 2502 | 2022.06.07 18:55 | t/p | 555 | 0.10 | 1.22545 | 1.19589 | 1.22553 | 19131.58 | 2640794.19 |
| 2503 | 2022.06.09 16:00 | sell | 557 | 0.10 | 1.22204 | 1.26281 | 1.20848 | ||
| 2504 | 2022.06.13 01:00 | modify | 557 | 0.10 | 1.22204 | 1.24488 | 1.20848 | ||
| 2505 | 2022.06.13 03:00 | modify | 557 | 0.10 | 1.22204 | 1.24416 | 1.20848 | ||
| 2506 | 2022.06.13 04:00 | modify | 557 | 0.10 | 1.22204 | 1.24335 | 1.20848 | ||
| 2507 | 2022.06.13 06:00 | modify | 557 | 0.10 | 1.22204 | 1.24219 | 1.20848 | ||
| 2508 | 2022.06.13 13:00 | modify | 557 | 0.10 | 1.22204 | 1.24040 | 1.20848 | ||
| 2509 | 2022.06.13 15:07 | t/p | 557 | 0.10 | 1.20853 | 1.24040 | 1.20848 | 19235.00 | 2660029.19 |
| 2510 | 2022.07.05 15:00 | sell | 558 | 0.10 | 1.15814 | 1.18410 | 1.14460 | ||
| 2511 | 2022.07.18 11:00 | buy | 559 | 0.10 | 1.16512 | 1.15059 | 1.17859 | ||
| 2512 | 2022.07.29 23:59 | close at stop | 559 | 0.10 | 1.15823 | 1.15059 | 1.17859 | -9807.78 | 2650221.41 |
| 2513 | 2022.07.29 23:59 | close at stop | 558 | 0.10 | 1.15949 | 1.18410 | 1.14460 | -1922.07 | 2648299.34 |
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