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 |
| 301 | 2009.02.19 17:00 | modify | 88 | 0.10 | 1.68876 | 1.66630 | 1.70150 | ||
| 302 | 2009.02.20 14:06 | t/p | 88 | 0.10 | 1.70155 | 1.66630 | 1.70150 | 18206.31 | 420533.10 |
| 303 | 2009.02.27 17:00 | sell | 89 | 0.10 | 1.65714 | 1.68305 | 1.64355 | ||
| 304 | 2009.03.02 17:46 | t/p | 89 | 0.10 | 1.64347 | 1.68305 | 1.64355 | 19462.80 | 439995.90 |
| 305 | 2009.03.06 06:03 | sell | 90 | 0.10 | 1.64947 | 1.67525 | 1.63575 | ||
| 306 | 2009.03.06 11:00 | modify | 90 | 0.10 | 1.64947 | 1.67240 | 1.63575 | ||
| 307 | 2009.03.06 12:00 | modify | 90 | 0.10 | 1.64947 | 1.66980 | 1.63575 | ||
| 308 | 2009.03.06 17:45 | t/p | 90 | 0.10 | 1.63580 | 1.66980 | 1.63575 | 19462.80 | 459458.70 |
| 309 | 2009.03.12 14:00 | sell | 91 | 0.10 | 1.59136 | 1.61750 | 1.57800 | ||
| 310 | 2009.03.12 16:01 | s/l | 91 | 0.10 | 1.61749 | 1.61750 | 1.57800 | -37202.85 | 422255.85 |
| 311 | 2009.03.17 16:00 | sell | 92 | 0.10 | 1.65577 | 1.68170 | 1.64220 | ||
| 312 | 2009.03.18 12:00 | modify | 92 | 0.10 | 1.65577 | 1.67865 | 1.64220 | ||
| 313 | 2009.03.18 12:23 | t/p | 92 | 0.10 | 1.64218 | 1.67865 | 1.64220 | 19348.90 | 441604.75 |
| 314 | 2009.03.20 17:00 | sell | 93 | 0.10 | 1.62023 | 1.64630 | 1.60680 | ||
| 315 | 2009.03.23 14:19 | s/l | 93 | 0.10 | 1.64640 | 1.64630 | 1.60680 | -37259.80 | 404344.95 |
| 316 | 2009.04.01 12:00 | buy | 94 | 0.10 | 1.64715 | 1.62045 | 1.65995 | ||
| 317 | 2009.04.01 22:00 | modify | 94 | 0.10 | 1.64715 | 1.62625 | 1.65995 | ||
| 318 | 2009.04.01 23:00 | modify | 94 | 0.10 | 1.64715 | 1.62665 | 1.65995 | ||
| 319 | 2009.04.02 01:00 | modify | 94 | 0.10 | 1.64715 | 1.62740 | 1.65995 | ||
| 320 | 2009.04.02 02:00 | modify | 94 | 0.10 | 1.64715 | 1.62760 | 1.65995 | ||
| 321 | 2009.04.02 04:00 | modify | 94 | 0.10 | 1.64715 | 1.62805 | 1.65995 | ||
| 322 | 2009.04.02 06:00 | modify | 94 | 0.10 | 1.64715 | 1.62850 | 1.65995 | ||
| 323 | 2009.04.02 08:00 | modify | 94 | 0.10 | 1.64715 | 1.62870 | 1.65995 | ||
| 324 | 2009.04.02 08:47 | t/p | 94 | 0.10 | 1.66000 | 1.62870 | 1.65995 | 18291.72 | 422636.67 |
| 325 | 2009.04.06 10:00 | buy | 95 | 0.10 | 1.68637 | 1.66050 | 1.70000 | ||
| 326 | 2009.04.09 09:00 | modify | 95 | 0.10 | 1.68637 | 1.66340 | 1.70000 | ||
| 327 | 2009.04.09 20:00 | modify | 95 | 0.10 | 1.68637 | 1.66420 | 1.70000 | ||
| 328 | 2009.04.09 22:00 | modify | 95 | 0.10 | 1.68637 | 1.66675 | 1.70000 | ||
| 329 | 2009.04.09 23:00 | modify | 95 | 0.10 | 1.68637 | 1.66710 | 1.70000 | ||
| 330 | 2009.04.10 01:00 | modify | 95 | 0.10 | 1.68637 | 1.66749 | 1.70000 | ||
| 331 | 2009.04.10 05:00 | modify | 95 | 0.10 | 1.68637 | 1.66975 | 1.70000 | ||
| 332 | 2009.04.10 05:00 | close | 95 | 0.10 | 1.69549 | 1.66975 | 1.70000 | 12982.14 | 435618.81 |
| 333 | 2009.04.14 14:00 | buy | 96 | 0.10 | 1.70224 | 1.67625 | 1.71575 | ||
| 334 | 2009.04.15 15:00 | modify | 96 | 0.10 | 1.70224 | 1.68390 | 1.71575 | ||
| 335 | 2009.04.15 16:00 | modify | 96 | 0.10 | 1.70224 | 1.68465 | 1.71575 | ||
| 336 | 2009.04.15 16:03 | t/p | 96 | 0.10 | 1.71569 | 1.68465 | 1.71575 | 19145.80 | 454764.61 |
| 337 | 2009.05.07 18:00 | sell | 97 | 0.10 | 1.69653 | 1.72280 | 1.68330 | ||
| 338 | 2009.05.08 18:00 | modify | 97 | 0.10 | 1.69653 | 1.71730 | 1.68330 | ||
| 339 | 2009.05.08 19:00 | modify | 97 | 0.10 | 1.69653 | 1.71725 | 1.68330 | ||
| 340 | 2009.05.08 19:22 | t/p | 97 | 0.10 | 1.68324 | 1.71725 | 1.68330 | 18921.77 | 473686.38 |
| 341 | 2009.05.26 09:00 | buy | 98 | 0.10 | 1.72945 | 1.70270 | 1.74220 | ||
| 342 | 2009.05.27 11:00 | modify | 98 | 0.10 | 1.72945 | 1.70745 | 1.74220 | ||
| 343 | 2009.05.27 14:00 | modify | 98 | 0.10 | 1.72945 | 1.71065 | 1.74220 | ||
| 344 | 2009.05.27 18:03 | t/p | 98 | 0.10 | 1.74223 | 1.71065 | 1.74220 | 18192.07 | 491878.45 |
| 345 | 2009.06.01 12:00 | buy | 99 | 0.10 | 1.74079 | 1.71495 | 1.75445 | ||
| 346 | 2009.06.01 17:25 | t/p | 99 | 0.10 | 1.75447 | 1.71495 | 1.75445 | 19473.21 | 511351.66 |
| 347 | 2009.06.30 20:00 | sell | 100 | 0.10 | 1.78624 | 1.81435 | 1.77265 | ||
| 348 | 2009.07.01 17:00 | modify | 100 | 0.10 | 1.78624 | 1.80675 | 1.77265 | ||
| 349 | 2009.07.01 18:59 | t/p | 100 | 0.10 | 1.77261 | 1.80675 | 1.77265 | 19405.85 | 530757.51 |
| 350 | 2009.07.06 11:00 | sell | 101 | 0.10 | 1.75928 | 1.78530 | 1.74580 | ||
| 351 | 2009.07.08 08:00 | modify | 101 | 0.10 | 1.75928 | 1.78145 | 1.74580 | ||
| 352 | 2009.07.08 10:00 | modify | 101 | 0.10 | 1.75928 | 1.78110 | 1.74580 | ||
| 353 | 2009.07.08 15:00 | modify | 101 | 0.10 | 1.75928 | 1.77840 | 1.74580 | ||
| 354 | 2009.07.08 15:00 | close | 101 | 0.10 | 1.75357 | 1.77840 | 1.74580 | 8129.67 | 538887.18 |
| 355 | 2009.07.08 20:00 | sell | 102 | 0.10 | 1.74752 | 1.77350 | 1.73400 | ||
| 356 | 2009.07.10 10:54 | s/l | 102 | 0.10 | 1.77345 | 1.77350 | 1.73400 | -36918.09 | 501969.09 |
| 357 | 2009.07.13 10:00 | sell | 103 | 0.10 | 1.74936 | 1.77535 | 1.73585 | ||
| 358 | 2009.07.13 13:00 | modify | 103 | 0.10 | 1.74936 | 1.77220 | 1.73585 | ||
| 359 | 2009.07.13 14:00 | modify | 103 | 0.10 | 1.74936 | 1.77010 | 1.73585 | ||
| 360 | 2009.07.13 15:00 | modify | 103 | 0.10 | 1.74936 | 1.76965 | 1.73585 | ||
| 361 | 2009.07.14 12:33 | s/l | 103 | 0.10 | 1.76971 | 1.76965 | 1.73585 | -28973.52 | 472995.57 |
| 362 | 2009.07.17 12:00 | sell | 104 | 0.10 | 1.75740 | 1.78125 | 1.74390 | ||
| 363 | 2009.07.22 10:00 | modify | 104 | 0.10 | 1.75740 | 1.77700 | 1.74390 | ||
| 364 | 2009.07.22 11:00 | modify | 104 | 0.10 | 1.75740 | 1.77545 | 1.74390 | ||
| 365 | 2009.07.22 12:00 | close | 104 | 0.10 | 1.75113 | 1.77545 | 1.74390 | 8926.97 | 481922.54 |
| 366 | 2009.07.29 16:00 | buy | 105 | 0.10 | 1.77538 | 1.74940 | 1.78890 | ||
| 367 | 2009.07.29 20:00 | modify | 105 | 0.10 | 1.77538 | 1.75290 | 1.78890 | ||
| 368 | 2009.07.29 21:00 | modify | 105 | 0.10 | 1.77538 | 1.75580 | 1.78890 | ||
| 369 | 2009.07.29 22:00 | modify | 105 | 0.10 | 1.77538 | 1.75585 | 1.78890 | ||
| 370 | 2009.07.30 10:03 | t/p | 105 | 0.10 | 1.78895 | 1.75585 | 1.78890 | 19316.63 | 501239.17 |
| 371 | 2009.08.13 15:00 | buy | 106 | 0.10 | 1.78668 | 1.77000 | 1.80010 | ||
| 372 | 2009.08.14 10:30 | s/l | 106 | 0.10 | 1.76974 | 1.77000 | 1.80010 | -24113.75 | 477125.42 |
| 373 | 2009.08.21 05:00 | sell | 107 | 0.10 | 1.75159 | 1.77750 | 1.73800 | ||
| 374 | 2009.08.21 21:00 | modify | 107 | 0.10 | 1.75159 | 1.77345 | 1.73800 | ||
| 375 | 2009.08.21 22:00 | modify | 107 | 0.10 | 1.75159 | 1.77230 | 1.73800 | ||
| 376 | 2009.08.21 23:00 | modify | 107 | 0.10 | 1.75159 | 1.77110 | 1.73800 | ||
| 377 | 2009.08.24 20:00 | modify | 107 | 0.10 | 1.75159 | 1.77005 | 1.73800 | ||
| 378 | 2009.08.24 21:00 | modify | 107 | 0.10 | 1.75159 | 1.76920 | 1.73800 | ||
| 379 | 2009.08.25 07:00 | modify | 107 | 0.10 | 1.75159 | 1.76910 | 1.73800 | ||
| 380 | 2009.08.25 09:52 | t/p | 107 | 0.10 | 1.73799 | 1.76910 | 1.73800 | 19363.14 | 496488.56 |
| 381 | 2009.09.07 20:00 | sell | 108 | 0.10 | 1.73110 | 1.74695 | 1.71765 | ||
| 382 | 2009.09.10 10:31 | t/p | 108 | 0.10 | 1.71757 | 1.74695 | 1.71765 | 19263.48 | 515752.04 |
| 383 | 2009.10.02 13:00 | sell | 109 | 0.10 | 1.65049 | 1.67650 | 1.63700 | ||
| 384 | 2009.10.02 19:00 | modify | 109 | 0.10 | 1.65049 | 1.67290 | 1.63700 | ||
| 385 | 2009.10.02 20:00 | modify | 109 | 0.10 | 1.65049 | 1.67150 | 1.63700 | ||
| 386 | 2009.10.06 09:00 | modify | 109 | 0.10 | 1.65049 | 1.67065 | 1.63700 | ||
| 387 | 2009.10.06 10:00 | modify | 109 | 0.10 | 1.65049 | 1.66965 | 1.63700 | ||
| 388 | 2009.10.06 11:00 | modify | 109 | 0.10 | 1.65049 | 1.66895 | 1.63700 | ||
| 389 | 2009.10.06 11:00 | close | 109 | 0.10 | 1.64613 | 1.66895 | 1.63700 | 6207.59 | 521959.63 |
| 390 | 2009.10.06 13:00 | sell | 110 | 0.10 | 1.63666 | 1.66265 | 1.62315 | ||
| 391 | 2009.10.06 20:00 | modify | 110 | 0.10 | 1.63666 | 1.65870 | 1.62315 | ||
| 392 | 2009.10.12 12:00 | modify | 110 | 0.10 | 1.63666 | 1.65840 | 1.62315 | ||
| 393 | 2009.10.12 13:00 | modify | 110 | 0.10 | 1.63666 | 1.65750 | 1.62315 | ||
| 394 | 2009.10.12 14:00 | modify | 110 | 0.10 | 1.63666 | 1.65565 | 1.62315 | ||
| 395 | 2009.10.12 15:00 | modify | 110 | 0.10 | 1.63666 | 1.65280 | 1.62315 | ||
| 396 | 2009.10.12 16:50 | t/p | 110 | 0.10 | 1.62312 | 1.65280 | 1.62315 | 19277.71 | 541237.34 |
| 397 | 2009.10.15 12:00 | buy | 111 | 0.10 | 1.64036 | 1.61445 | 1.65395 | ||
| 398 | 2009.10.15 14:00 | modify | 111 | 0.10 | 1.64036 | 1.61790 | 1.65395 | ||
| 399 | 2009.10.15 14:40 | t/p | 111 | 0.10 | 1.65401 | 1.61790 | 1.65395 | 19430.50 | 560667.84 |
| 400 | 2009.10.21 13:00 | buy | 112 | 0.10 | 1.67348 | 1.64745 | 1.68695 | ||
| 401 | 2009.10.23 12:39 | s/l | 112 | 0.10 | 1.64745 | 1.64745 | 1.68695 | -37053.18 | 523614.66 |
| 402 | 2009.10.28 21:00 | buy | 113 | 0.10 | 1.68621 | 1.66030 | 1.69980 | ||
| 403 | 2009.10.28 22:00 | close | 113 | 0.10 | 1.68378 | 1.66030 | 1.69980 | -3459.06 | 520155.60 |
| 404 | 2009.10.28 22:00 | buy | 114 | 0.10 | 1.68424 | 1.65815 | 1.69765 | ||
| 405 | 2009.10.29 18:00 | modify | 114 | 0.10 | 1.68424 | 1.66410 | 1.69765 | ||
| 406 | 2009.11.04 13:00 | modify | 114 | 0.10 | 1.68424 | 1.66490 | 1.69765 | ||
| 407 | 2009.11.09 13:00 | modify | 114 | 0.10 | 1.68424 | 1.66705 | 1.69765 | ||
| 408 | 2009.11.09 13:00 | close | 114 | 0.10 | 1.69280 | 1.66705 | 1.69765 | 12184.98 | 532340.58 |
| 409 | 2009.11.13 01:00 | buy | 115 | 0.10 | 1.68751 | 1.66325 | 1.70100 | ||
| 410 | 2009.11.13 15:00 | modify | 115 | 0.10 | 1.68751 | 1.66485 | 1.70100 | ||
| 411 | 2009.11.16 19:23 | t/p | 115 | 0.10 | 1.70092 | 1.66485 | 1.70100 | 19088.87 | 551429.45 |
| 412 | 2009.11.16 20:00 | buy | 116 | 0.10 | 1.69575 | 1.66980 | 1.70930 | ||
| 413 | 2009.11.17 12:00 | modify | 116 | 0.10 | 1.69575 | 1.67350 | 1.70930 | ||
| 414 | 2009.11.17 13:00 | modify | 116 | 0.10 | 1.69575 | 1.67435 | 1.70930 | ||
| 415 | 2009.11.17 16:00 | modify | 116 | 0.10 | 1.69575 | 1.67570 | 1.70930 | ||
| 416 | 2009.11.17 17:03 | t/p | 116 | 0.10 | 1.70930 | 1.67570 | 1.70930 | 19288.15 | 570717.60 |
| 417 | 2009.11.23 04:00 | sell | 117 | 0.10 | 1.67469 | 1.70070 | 1.66120 | ||
| 418 | 2009.11.25 20:00 | modify | 117 | 0.10 | 1.67469 | 1.69655 | 1.66120 | ||
| 419 | 2009.11.25 22:00 | modify | 117 | 0.10 | 1.67469 | 1.69575 | 1.66120 | ||
| 420 | 2009.11.25 23:00 | modify | 117 | 0.10 | 1.67469 | 1.69450 | 1.66120 | ||
| 421 | 2009.11.26 01:00 | modify | 117 | 0.10 | 1.67469 | 1.69350 | 1.66120 | ||
| 422 | 2009.11.26 02:00 | modify | 117 | 0.10 | 1.67469 | 1.69290 | 1.66120 | ||
| 423 | 2009.11.26 04:48 | t/p | 117 | 0.10 | 1.66113 | 1.69290 | 1.66120 | 19306.18 | 590023.78 |
| 424 | 2009.11.26 05:00 | sell | 118 | 0.10 | 1.66182 | 1.68785 | 1.64835 | ||
| 425 | 2009.11.26 13:00 | modify | 118 | 0.10 | 1.66182 | 1.68400 | 1.64835 | ||
| 426 | 2009.11.26 22:00 | modify | 118 | 0.10 | 1.66182 | 1.68370 | 1.64835 | ||
| 427 | 2009.11.27 01:34 | t/p | 118 | 0.10 | 1.64828 | 1.68370 | 1.64835 | 19277.71 | 609301.49 |
| 428 | 2009.11.30 14:00 | sell | 119 | 0.10 | 1.65114 | 1.67720 | 1.63770 | ||
| 429 | 2009.12.04 17:13 | s/l | 119 | 0.10 | 1.67715 | 1.67720 | 1.63770 | -37031.99 | 572269.50 |
| 430 | 2009.12.08 10:00 | sell | 120 | 0.10 | 1.66742 | 1.68385 | 1.65395 | ||
| 431 | 2009.12.11 18:22 | s/l | 120 | 0.10 | 1.68391 | 1.68385 | 1.65395 | -23477.80 | 548791.70 |
| 432 | 2009.12.15 10:00 | buy | 121 | 0.10 | 1.68645 | 1.66045 | 1.69995 | ||
| 433 | 2009.12.15 22:00 | modify | 121 | 0.10 | 1.68645 | 1.66375 | 1.69995 | ||
| 434 | 2009.12.16 00:00 | modify | 121 | 0.10 | 1.68645 | 1.66395 | 1.69995 | ||
| 435 | 2009.12.16 11:00 | modify | 121 | 0.10 | 1.68645 | 1.66475 | 1.69995 | ||
| 436 | 2009.12.16 14:00 | modify | 121 | 0.10 | 1.68645 | 1.66840 | 1.69995 | ||
| 437 | 2009.12.16 15:00 | modify | 121 | 0.10 | 1.68645 | 1.66920 | 1.69995 | ||
| 438 | 2009.12.16 15:13 | t/p | 121 | 0.10 | 1.70001 | 1.66920 | 1.69995 | 19302.38 | 568094.08 |
| 439 | 2009.12.16 16:00 | buy | 122 | 0.10 | 1.70073 | 1.67470 | 1.71420 | ||
| 440 | 2009.12.21 00:00 | s/l | 122 | 0.10 | 1.67447 | 1.67470 | 1.71420 | -37380.58 | 530713.50 |
| 441 | 2009.12.29 12:00 | sell | 123 | 0.10 | 1.65044 | 1.67640 | 1.63690 | ||
| 442 | 2009.12.31 23:57 | s/l | 123 | 0.10 | 1.67666 | 1.67640 | 1.63690 | -37330.99 | 493382.51 |
| 443 | 2010.01.04 06:00 | sell | 124 | 0.10 | 1.66884 | 1.68600 | 1.65540 | ||
| 444 | 2010.01.04 18:14 | t/p | 124 | 0.10 | 1.65533 | 1.68600 | 1.65540 | 19235.00 | 512617.51 |
| 445 | 2010.01.04 19:00 | sell | 125 | 0.10 | 1.65780 | 1.68600 | 1.64440 | ||
| 446 | 2010.01.05 13:00 | modify | 125 | 0.10 | 1.65780 | 1.67950 | 1.64440 | ||
| 447 | 2010.01.05 14:00 | modify | 125 | 0.10 | 1.65780 | 1.67635 | 1.64440 | ||
| 448 | 2010.01.05 14:00 | close | 125 | 0.10 | 1.65058 | 1.67635 | 1.64440 | 10279.55 | 522897.06 |
| 449 | 2010.01.06 16:00 | sell | 126 | 0.10 | 1.64770 | 1.67375 | 1.63425 | ||
| 450 | 2010.01.08 22:00 | modify | 126 | 0.10 | 1.64770 | 1.66805 | 1.63425 | ||