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 |
| 151 | 2007.12.27 18:00 | modify | 36 | 0.10 | 2.28364 | 2.30520 | 2.26950 | ||
| 152 | 2007.12.27 18:31 | t/p | 36 | 0.10 | 2.26959 | 2.30520 | 2.26950 | 20003.83 | 252080.90 |
| 153 | 2007.12.27 19:02 | sell | 37 | 0.10 | 2.27160 | 2.29690 | 2.25740 | ||
| 154 | 2007.12.28 12:40 | t/p | 37 | 0.10 | 2.25734 | 2.29690 | 2.25740 | 20302.82 | 272383.72 |
| 155 | 2008.01.02 08:02 | sell | 38 | 0.10 | 2.24341 | 2.26990 | 2.23040 | ||
| 156 | 2008.01.02 11:00 | modify | 38 | 0.10 | 2.24341 | 2.26630 | 2.23040 | ||
| 157 | 2008.01.02 12:00 | modify | 38 | 0.10 | 2.24341 | 2.26450 | 2.23040 | ||
| 158 | 2008.01.02 14:00 | modify | 38 | 0.10 | 2.24341 | 2.26075 | 2.23040 | ||
| 159 | 2008.01.02 15:10 | t/p | 38 | 0.10 | 2.23035 | 2.26075 | 2.23040 | 18594.30 | 290978.02 |
| 160 | 2008.01.23 07:01 | sell | 39 | 0.10 | 2.13810 | 2.16460 | 2.12510 | ||
| 161 | 2008.01.23 15:12 | t/p | 39 | 0.10 | 2.12490 | 2.16460 | 2.12510 | 18793.64 | 309771.66 |
| 162 | 2008.01.29 15:00 | buy | 40 | 0.10 | 2.17603 | 2.15000 | 2.18950 | ||
| 163 | 2008.01.31 00:14 | s/l | 40 | 0.10 | 2.14990 | 2.15000 | 2.18950 | -37195.53 | 272576.13 |
| 164 | 2008.02.12 19:00 | buy | 41 | 0.10 | 2.16003 | 2.13395 | 2.17345 | ||
| 165 | 2008.02.13 15:00 | modify | 41 | 0.10 | 2.16003 | 2.13815 | 2.17345 | ||
| 166 | 2008.02.13 15:46 | t/p | 41 | 0.10 | 2.17385 | 2.13815 | 2.17345 | 19672.50 | 292248.63 |
| 167 | 2008.02.21 08:00 | buy | 42 | 0.10 | 2.13955 | 2.12245 | 2.15310 | ||
| 168 | 2008.02.21 12:56 | t/p | 42 | 0.10 | 2.15306 | 2.12245 | 2.15310 | 19231.22 | 311479.85 |
| 169 | 2008.02.21 14:00 | buy | 43 | 0.10 | 2.15687 | 2.13080 | 2.17030 | ||
| 170 | 2008.02.27 00:22 | s/l | 43 | 0.10 | 2.13066 | 2.13080 | 2.17030 | -37309.41 | 274170.44 |
| 171 | 2008.03.14 14:00 | sell | 44 | 0.10 | 2.04738 | 2.07330 | 2.03380 | ||
| 172 | 2008.03.14 18:00 | modify | 44 | 0.10 | 2.04738 | 2.07030 | 2.03380 | ||
| 173 | 2008.03.14 20:22 | t/p | 44 | 0.10 | 2.03380 | 2.07030 | 2.03380 | 19334.66 | 293505.10 |
| 174 | 2008.04.03 09:00 | buy | 45 | 0.10 | 2.01445 | 1.98805 | 2.02755 | ||
| 175 | 2008.04.03 12:00 | close | 45 | 0.10 | 2.01407 | 1.98805 | 2.02755 | -540.93 | 292964.17 |
| 176 | 2008.04.03 13:00 | buy | 46 | 0.10 | 2.01667 | 1.99065 | 2.03015 | ||
| 177 | 2008.04.03 14:00 | close | 46 | 0.10 | 2.01685 | 1.99065 | 2.03015 | 256.23 | 293220.40 |
| 178 | 2008.04.03 14:00 | buy | 47 | 0.10 | 2.01747 | 1.99130 | 2.03080 | ||
| 179 | 2008.04.03 15:00 | close | 47 | 0.10 | 2.02356 | 1.99130 | 2.03080 | 8668.99 | 301889.39 |
| 180 | 2008.04.17 16:00 | buy | 48 | 0.10 | 1.98746 | 1.96145 | 2.00095 | ||
| 181 | 2008.04.17 16:00 | modify | 48 | 0.10 | 1.98746 | 1.96680 | 2.00095 | ||
| 182 | 2008.04.17 20:48 | t/p | 48 | 0.10 | 2.00105 | 1.96680 | 2.00095 | 19345.09 | 321234.48 |
| 183 | 2008.04.23 13:00 | buy | 49 | 0.10 | 2.00920 | 1.98335 | 2.02285 | ||
| 184 | 2008.04.24 06:00 | modify | 49 | 0.10 | 2.00920 | 1.98755 | 2.02285 | ||
| 185 | 2008.04.24 11:18 | t/p | 49 | 0.10 | 2.02277 | 1.98755 | 2.02285 | 19316.62 | 340551.10 |
| 186 | 2008.04.24 13:00 | buy | 50 | 0.10 | 2.02503 | 1.99895 | 2.03845 | ||
| 187 | 2008.04.24 17:00 | modify | 50 | 0.10 | 2.02503 | 2.00270 | 2.03845 | ||
| 188 | 2008.04.24 18:00 | modify | 50 | 0.10 | 2.02503 | 2.00495 | 2.03845 | ||
| 189 | 2008.04.24 18:04 | t/p | 50 | 0.10 | 2.03852 | 2.00495 | 2.03845 | 19202.75 | 359753.85 |
| 190 | 2008.05.20 22:00 | sell | 51 | 0.10 | 2.03994 | 2.06585 | 2.02635 | ||
| 191 | 2008.05.21 13:00 | modify | 51 | 0.10 | 2.03994 | 2.06165 | 2.02635 | ||
| 192 | 2008.05.21 13:32 | t/p | 51 | 0.10 | 2.02636 | 2.06165 | 2.02635 | 19334.66 | 379088.51 |
| 193 | 2008.05.27 12:00 | sell | 52 | 0.10 | 2.02475 | 2.05080 | 2.01130 | ||
| 194 | 2008.05.28 14:18 | s/l | 52 | 0.10 | 2.05086 | 2.05080 | 2.01130 | -37174.37 | 341914.14 |
| 195 | 2008.06.02 02:03 | sell | 53 | 0.10 | 2.05775 | 2.08130 | 2.04370 | ||
| 196 | 2008.06.02 11:14 | t/p | 53 | 0.10 | 2.04359 | 2.08130 | 2.04370 | 20160.44 | 362074.58 |
| 197 | 2008.06.06 18:00 | sell | 54 | 0.10 | 2.01485 | 2.04090 | 2.00140 | ||
| 198 | 2008.06.09 00:00 | modify | 54 | 0.10 | 2.01485 | 2.03660 | 2.00140 | ||
| 199 | 2008.06.09 01:00 | modify | 54 | 0.10 | 2.01485 | 2.03380 | 2.00140 | ||
| 200 | 2008.06.09 02:00 | modify | 54 | 0.10 | 2.01485 | 2.03260 | 2.00140 | ||
| 201 | 2008.06.09 03:00 | modify | 54 | 0.10 | 2.01485 | 2.03250 | 2.00140 | ||
| 202 | 2008.06.09 04:00 | close | 54 | 0.10 | 2.00999 | 2.03250 | 2.00140 | 6919.48 | 368994.06 |
| 203 | 2008.06.11 23:00 | sell | 55 | 0.10 | 2.02540 | 2.05130 | 2.01180 | ||
| 204 | 2008.06.16 09:47 | s/l | 55 | 0.10 | 2.05134 | 2.05130 | 2.01180 | -36932.34 | 332061.72 |
| 205 | 2008.06.17 15:00 | sell | 56 | 0.10 | 2.03353 | 2.05640 | 2.02000 | ||
| 206 | 2008.06.19 05:00 | modify | 56 | 0.10 | 2.03353 | 2.05350 | 2.02000 | ||
| 207 | 2008.06.19 11:37 | s/l | 56 | 0.10 | 2.05363 | 2.05350 | 2.02000 | -28617.58 | 303444.14 |
| 208 | 2008.07.01 11:00 | buy | 57 | 0.10 | 2.04018 | 2.01750 | 2.05360 | ||
| 209 | 2008.07.03 10:52 | s/l | 57 | 0.10 | 2.01743 | 2.01750 | 2.05360 | -32384.17 | 271059.97 |
| 210 | 2008.07.03 19:00 | buy | 58 | 0.10 | 2.03684 | 2.00810 | 2.05030 | ||
| 211 | 2008.07.07 14:00 | sell | 59 | 0.10 | 2.02748 | 2.05340 | 2.01390 | ||
| 212 | 2008.07.11 22:00 | modify | 59 | 0.10 | 2.02748 | 2.05035 | 2.01390 | ||
| 213 | 2008.07.14 00:00 | modify | 59 | 0.10 | 2.02748 | 2.04830 | 2.01390 | ||
| 214 | 2008.07.14 01:00 | modify | 59 | 0.10 | 2.02748 | 2.04621 | 2.01390 | ||
| 215 | 2008.07.15 17:02 | t/p | 59 | 0.10 | 2.01395 | 2.04621 | 2.01390 | 19263.47 | 290323.44 |
| 216 | 2008.07.15 17:02 | sell | 60 | 0.10 | 2.01354 | 2.04315 | 2.00365 | ||
| 217 | 2008.07.17 18:57 | s/l | 60 | 0.10 | 2.04309 | 2.04315 | 2.00365 | -42072.11 | 248251.33 |
| 218 | 2008.07.17 20:00 | modify | 58 | 0.10 | 2.03684 | 2.01395 | 2.05030 | ||
| 219 | 2008.07.17 22:00 | modify | 58 | 0.10 | 2.03684 | 2.01565 | 2.05030 | ||
| 220 | 2008.07.17 23:00 | modify | 58 | 0.10 | 2.03684 | 2.01580 | 2.05030 | ||
| 221 | 2008.07.22 18:33 | t/p | 58 | 0.10 | 2.05023 | 2.01580 | 2.05030 | 19060.40 | 267311.73 |
| 222 | 2008.07.22 20:00 | buy | 61 | 0.10 | 2.05387 | 2.02780 | 2.06730 | ||
| 223 | 2008.07.23 13:00 | modify | 61 | 0.10 | 2.05387 | 2.03400 | 2.06730 | ||
| 224 | 2008.07.23 13:37 | t/p | 61 | 0.10 | 2.06739 | 2.03400 | 2.06730 | 19245.45 | 286557.18 |
| 225 | 2008.08.06 18:00 | buy | 62 | 0.10 | 2.06510 | 2.04755 | 2.07860 | ||
| 226 | 2008.08.08 23:58 | t/p | 62 | 0.10 | 2.07859 | 2.04755 | 2.07860 | 19202.74 | 305759.92 |
| 227 | 2008.08.13 00:00 | sell | 63 | 0.10 | 2.06122 | 2.08350 | 2.04770 | ||
| 228 | 2008.08.13 13:02 | t/p | 63 | 0.10 | 2.04763 | 2.08350 | 2.04770 | 19348.90 | 325108.82 |
| 229 | 2008.08.19 19:00 | sell | 64 | 0.10 | 2.03823 | 2.06425 | 2.02475 | ||
| 230 | 2008.08.20 20:00 | buy | 65 | 0.10 | 2.04757 | 2.00400 | 2.06100 | ||
| 231 | 2008.08.22 13:00 | modify | 64 | 0.10 | 2.03823 | 2.05975 | 2.02475 | ||
| 232 | 2008.08.22 14:00 | modify | 64 | 0.10 | 2.03823 | 2.05940 | 2.02475 | ||
| 233 | 2008.08.22 15:00 | modify | 64 | 0.10 | 2.03823 | 2.05845 | 2.02475 | ||
| 234 | 2008.08.25 06:00 | modify | 64 | 0.10 | 2.03823 | 2.05790 | 2.02475 | ||
| 235 | 2008.08.25 07:00 | modify | 64 | 0.10 | 2.03823 | 2.05715 | 2.02475 | ||
| 236 | 2008.08.26 07:00 | modify | 64 | 0.10 | 2.03823 | 2.05675 | 2.02475 | ||
| 237 | 2008.08.26 16:22 | t/p | 64 | 0.10 | 2.02465 | 2.05675 | 2.02475 | 19334.66 | 344443.48 |
| 238 | 2008.08.26 17:00 | sell | 66 | 0.10 | 2.02557 | 2.05165 | 2.01215 | ||
| 239 | 2008.08.27 12:00 | modify | 66 | 0.10 | 2.02557 | 2.04820 | 2.01215 | ||
| 240 | 2008.08.27 15:00 | modify | 66 | 0.10 | 2.02557 | 2.04705 | 2.01215 | ||
| 241 | 2008.08.27 16:00 | modify | 66 | 0.10 | 2.02557 | 2.04570 | 2.01215 | ||
| 242 | 2008.08.27 20:00 | modify | 66 | 0.10 | 2.02557 | 2.04550 | 2.01215 | ||
| 243 | 2008.08.27 21:00 | modify | 66 | 0.10 | 2.02557 | 2.04540 | 2.01215 | ||
| 244 | 2008.08.27 22:00 | modify | 66 | 0.10 | 2.02557 | 2.04280 | 2.01215 | ||
| 245 | 2008.08.27 22:29 | t/p | 66 | 0.10 | 2.01224 | 2.04280 | 2.01215 | 18978.72 | 363422.20 |
| 246 | 2008.08.27 23:00 | sell | 67 | 0.10 | 2.01288 | 2.03880 | 1.99930 | ||
| 247 | 2008.08.28 06:00 | modify | 67 | 0.10 | 2.01288 | 2.03560 | 1.99930 | ||
| 248 | 2008.08.28 09:00 | s/l | 65 | 0.10 | 2.00386 | 2.00400 | 2.06100 | -62220.31 | 301201.89 |
| 249 | 2008.08.28 10:00 | modify | 67 | 0.10 | 2.01288 | 2.03460 | 1.99930 | ||
| 250 | 2008.08.28 15:00 | modify | 67 | 0.10 | 2.01288 | 2.03005 | 1.99930 | ||
| 251 | 2008.08.28 16:00 | close | 67 | 0.10 | 2.00542 | 2.03005 | 1.99930 | 10621.25 | 311823.14 |
| 252 | 2008.09.18 10:00 | buy | 68 | 0.10 | 2.00922 | 1.98320 | 2.02270 | ||
| 253 | 2008.09.19 08:00 | modify | 68 | 0.10 | 2.00922 | 1.98730 | 2.02270 | ||
| 254 | 2008.09.19 11:00 | modify | 68 | 0.10 | 2.00922 | 1.99070 | 2.02270 | ||
| 255 | 2008.09.19 13:00 | modify | 68 | 0.10 | 2.00922 | 1.99105 | 2.02270 | ||
| 256 | 2008.09.19 13:00 | close | 68 | 0.10 | 2.01447 | 1.99105 | 2.02270 | 7473.27 | 319296.41 |
| 257 | 2008.10.02 17:00 | buy | 69 | 0.10 | 2.00272 | 1.97675 | 2.01625 | ||
| 258 | 2008.10.03 17:31 | t/p | 69 | 0.10 | 2.01624 | 1.97675 | 2.01625 | 19245.45 | 338541.86 |
| 259 | 2008.10.03 18:00 | buy | 70 | 0.10 | 2.01011 | 1.98410 | 2.02360 | ||
| 260 | 2008.10.06 17:13 | s/l | 70 | 0.10 | 1.98395 | 1.98410 | 2.02360 | -37238.23 | 301303.63 |
| 261 | 2008.10.15 22:00 | sell | 71 | 0.10 | 1.96831 | 1.99375 | 1.95425 | ||
| 262 | 2008.10.16 00:00 | modify | 71 | 0.10 | 1.96831 | 1.98980 | 1.95425 | ||
| 263 | 2008.10.16 00:01 | t/p | 71 | 0.10 | 1.95431 | 1.98980 | 1.95425 | 19932.64 | 321236.27 |
| 264 | 2008.10.21 15:00 | sell | 72 | 0.10 | 1.95864 | 1.98470 | 1.94520 | ||
| 265 | 2008.10.21 20:00 | modify | 72 | 0.10 | 1.95864 | 1.97875 | 1.94520 | ||
| 266 | 2008.10.21 21:00 | modify | 72 | 0.10 | 1.95864 | 1.97615 | 1.94520 | ||
| 267 | 2008.10.21 21:00 | close | 72 | 0.10 | 1.95059 | 1.97615 | 1.94520 | 11461.27 | 332697.54 |
| 268 | 2008.11.19 10:02 | buy | 73 | 0.10 | 1.80891 | 1.78120 | 1.82070 | ||
| 269 | 2008.11.19 11:00 | close | 73 | 0.10 | 1.80490 | 1.78120 | 1.82070 | -5708.16 | 326989.38 |
| 270 | 2008.11.19 14:00 | buy | 74 | 0.10 | 1.81916 | 1.79320 | 1.83270 | ||
| 271 | 2008.11.19 15:00 | close | 74 | 0.10 | 1.81540 | 1.79320 | 1.83270 | -5352.29 | 321637.09 |
| 272 | 2008.11.19 15:00 | buy | 75 | 0.10 | 1.81608 | 1.78970 | 1.82920 | ||
| 273 | 2008.11.19 16:00 | close | 75 | 0.10 | 1.81424 | 1.78970 | 1.82920 | -2619.20 | 319017.89 |
| 274 | 2008.11.19 16:00 | buy | 76 | 0.10 | 1.81462 | 1.78870 | 1.82820 | ||
| 275 | 2008.11.19 17:00 | close | 76 | 0.10 | 1.82160 | 1.78870 | 1.82820 | 9935.89 | 328953.78 |
| 276 | 2008.11.25 22:00 | buy | 77 | 0.10 | 1.83475 | 1.80885 | 1.84835 | ||
| 277 | 2008.11.26 17:52 | t/p | 77 | 0.10 | 1.84842 | 1.80885 | 1.84835 | 19458.97 | 348412.75 |
| 278 | 2008.11.28 13:00 | buy | 78 | 0.10 | 1.85401 | 1.82810 | 1.86760 | ||
| 279 | 2008.11.28 17:39 | t/p | 78 | 0.10 | 1.86774 | 1.82810 | 1.86760 | 19544.39 | 367957.14 |
| 280 | 2008.11.28 20:00 | buy | 79 | 0.10 | 1.86735 | 1.84130 | 1.88080 | ||
| 281 | 2008.11.28 23:00 | close | 79 | 0.10 | 1.86929 | 1.84130 | 1.88080 | 2761.55 | 370718.69 |
| 282 | 2009.01.02 14:00 | sell | 80 | 0.10 | 1.54270 | 1.56845 | 1.52895 | ||
| 283 | 2009.01.02 22:31 | s/l | 80 | 0.10 | 1.56908 | 1.56845 | 1.52895 | -37558.79 | 333159.90 |
| 284 | 2009.01.09 16:01 | buy | 81 | 0.10 | 1.68069 | 1.65430 | 1.69380 | ||
| 285 | 2009.01.09 18:36 | t/p | 81 | 0.10 | 1.69393 | 1.65430 | 1.69380 | 18846.88 | 352006.78 |
| 286 | 2009.01.15 13:00 | buy | 82 | 0.10 | 1.63710 | 1.61135 | 1.65085 | ||
| 287 | 2009.01.15 16:00 | modify | 82 | 0.10 | 1.63710 | 1.61710 | 1.65085 | ||
| 288 | 2009.01.16 00:00 | modify | 82 | 0.10 | 1.63710 | 1.61775 | 1.65085 | ||
| 289 | 2009.01.16 03:51 | t/p | 82 | 0.10 | 1.65096 | 1.61775 | 1.65085 | 19729.43 | 371736.21 |
| 290 | 2009.02.09 13:00 | buy | 83 | 0.10 | 1.73027 | 1.70420 | 1.74370 | ||
| 291 | 2009.02.09 14:00 | close | 83 | 0.10 | 1.73248 | 1.70420 | 1.74370 | 3145.89 | 374882.10 |
| 292 | 2009.02.09 14:00 | buy | 84 | 0.10 | 1.73299 | 1.70700 | 1.74650 | ||
| 293 | 2009.02.09 15:00 | close | 84 | 0.10 | 1.72629 | 1.70700 | 1.74650 | -9537.32 | 365344.78 |
| 294 | 2009.02.09 21:01 | buy | 85 | 0.10 | 1.73376 | 1.70700 | 1.74650 | ||
| 295 | 2009.02.09 22:00 | close | 85 | 0.10 | 1.73285 | 1.70700 | 1.74650 | -1295.36 | 364049.42 |
| 296 | 2009.02.09 23:03 | buy | 86 | 0.10 | 1.73497 | 1.70865 | 1.74815 | ||
| 297 | 2009.02.10 05:23 | t/p | 86 | 0.10 | 1.74830 | 1.70865 | 1.74815 | 18974.98 | 383024.40 |
| 298 | 2009.02.17 17:00 | buy | 87 | 0.10 | 1.67577 | 1.64980 | 1.68930 | ||
| 299 | 2009.02.19 10:05 | t/p | 87 | 0.10 | 1.68933 | 1.64980 | 1.68930 | 19302.39 | 402326.79 |
| 300 | 2009.02.19 12:01 | buy | 88 | 0.10 | 1.68876 | 1.66200 | 1.70150 | ||