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 |
| 451 | 2010.01.11 04:00 | modify | 126 | 0.10 | 1.64770 | 1.66695 | 1.63425 | ||
| 452 | 2010.01.11 04:53 | t/p | 126 | 0.10 | 1.63426 | 1.66695 | 1.63425 | 19135.33 | 542032.39 |
| 453 | 2010.01.18 06:00 | buy | 127 | 0.10 | 1.67730 | 1.65125 | 1.69075 | ||
| 454 | 2010.01.19 12:04 | t/p | 127 | 0.10 | 1.69078 | 1.65125 | 1.69075 | 19188.51 | 561220.90 |
| 455 | 2010.01.19 13:00 | buy | 128 | 0.10 | 1.69132 | 1.66535 | 1.70485 | ||
| 456 | 2010.01.20 16:00 | modify | 128 | 0.10 | 1.69132 | 1.66870 | 1.70485 | ||
| 457 | 2010.01.20 17:00 | modify | 128 | 0.10 | 1.69132 | 1.66995 | 1.70485 | ||
| 458 | 2010.01.20 18:00 | modify | 128 | 0.10 | 1.69132 | 1.67255 | 1.70485 | ||
| 459 | 2010.01.20 20:00 | modify | 128 | 0.10 | 1.69132 | 1.67340 | 1.70485 | ||
| 460 | 2010.01.20 20:00 | close | 128 | 0.10 | 1.69858 | 1.67340 | 1.70485 | 10334.47 | 571555.37 |
| 461 | 2010.01.26 09:00 | buy | 129 | 0.10 | 1.69565 | 1.66955 | 1.70905 | ||
| 462 | 2010.01.28 05:00 | modify | 129 | 0.10 | 1.69565 | 1.67425 | 1.70905 | ||
| 463 | 2010.01.28 06:00 | modify | 129 | 0.10 | 1.69565 | 1.67535 | 1.70905 | ||
| 464 | 2010.01.28 11:00 | modify | 129 | 0.10 | 1.69565 | 1.67630 | 1.70905 | ||
| 465 | 2010.01.28 12:00 | modify | 129 | 0.10 | 1.69565 | 1.67790 | 1.70905 | ||
| 466 | 2010.01.28 12:20 | t/p | 129 | 0.10 | 1.70905 | 1.67790 | 1.70905 | 19074.63 | 590630.00 |
| 467 | 2010.01.29 15:00 | sell | 130 | 0.10 | 1.69125 | 1.71400 | 1.67770 | ||
| 468 | 2010.02.01 13:00 | modify | 130 | 0.10 | 1.69125 | 1.71325 | 1.67770 | ||
| 469 | 2010.02.01 14:00 | modify | 130 | 0.10 | 1.69125 | 1.70875 | 1.67770 | ||
| 470 | 2010.02.03 16:00 | close | 130 | 0.10 | 1.68516 | 1.70875 | 1.67770 | 8670.70 | 599300.70 |
| 471 | 2010.02.04 14:00 | sell | 131 | 0.10 | 1.68410 | 1.71400 | 1.66530 | ||
| 472 | 2010.02.04 18:00 | modify | 131 | 0.10 | 1.68410 | 1.70590 | 1.66530 | ||
| 473 | 2010.02.05 23:00 | modify | 131 | 0.10 | 1.68410 | 1.70565 | 1.66530 | ||
| 474 | 2010.02.08 01:00 | modify | 131 | 0.10 | 1.68410 | 1.70425 | 1.66530 | ||
| 475 | 2010.02.08 10:00 | modify | 131 | 0.10 | 1.68410 | 1.70170 | 1.66530 | ||
| 476 | 2010.02.08 12:00 | modify | 131 | 0.10 | 1.68410 | 1.70150 | 1.66530 | ||
| 477 | 2010.02.08 13:00 | modify | 131 | 0.10 | 1.68410 | 1.69885 | 1.66530 | ||
| 478 | 2010.02.08 14:00 | modify | 131 | 0.10 | 1.68410 | 1.69830 | 1.66530 | ||
| 479 | 2010.02.09 03:00 | close | 131 | 0.10 | 1.67448 | 1.69830 | 1.66530 | 13696.58 | 612997.28 |
| 480 | 2010.02.11 23:00 | buy | 132 | 0.10 | 1.68147 | 1.63790 | 1.69490 | ||
| 481 | 2010.02.12 10:38 | t/p | 132 | 0.10 | 1.69494 | 1.63790 | 1.69490 | 19174.27 | 632171.55 |
| 482 | 2010.02.19 12:00 | sell | 133 | 0.10 | 1.66842 | 1.69450 | 1.65500 | ||
| 483 | 2010.02.23 13:00 | modify | 133 | 0.10 | 1.66842 | 1.68825 | 1.65500 | ||
| 484 | 2010.02.23 22:00 | buy | 134 | 0.10 | 1.67255 | 1.62900 | 1.68605 | ||
| 485 | 2010.02.25 13:00 | modify | 133 | 0.10 | 1.66842 | 1.68770 | 1.65500 | ||
| 486 | 2010.02.25 15:39 | t/p | 133 | 0.10 | 1.65509 | 1.68770 | 1.65500 | 18978.72 | 651150.27 |
| 487 | 2010.02.25 16:00 | sell | 135 | 0.10 | 1.65687 | 1.68285 | 1.64335 | ||
| 488 | 2010.02.25 19:00 | modify | 135 | 0.10 | 1.65687 | 1.67850 | 1.64335 | ||
| 489 | 2010.02.25 22:00 | modify | 135 | 0.10 | 1.65687 | 1.67565 | 1.64335 | ||
| 490 | 2010.02.26 05:00 | modify | 135 | 0.10 | 1.65687 | 1.67435 | 1.64335 | ||
| 491 | 2010.02.26 06:00 | modify | 135 | 0.10 | 1.65687 | 1.67315 | 1.64335 | ||
| 492 | 2010.02.26 11:32 | t/p | 135 | 0.10 | 1.64336 | 1.67315 | 1.64335 | 19235.00 | 670385.27 |
| 493 | 2010.03.01 00:00 | s/l | 134 | 0.10 | 1.62591 | 1.62900 | 1.68605 | -66391.10 | 603994.17 |
| 494 | 2010.03.19 12:00 | sell | 136 | 0.10 | 1.59932 | 1.62540 | 1.58590 | ||
| 495 | 2010.03.19 23:00 | modify | 136 | 0.10 | 1.59932 | 1.62060 | 1.58590 | ||
| 496 | 2010.03.22 02:00 | modify | 136 | 0.10 | 1.59932 | 1.61960 | 1.58590 | ||
| 497 | 2010.03.22 03:00 | modify | 136 | 0.10 | 1.59932 | 1.61885 | 1.58590 | ||
| 498 | 2010.03.22 08:00 | modify | 136 | 0.10 | 1.59932 | 1.61460 | 1.58590 | ||
| 499 | 2010.03.22 12:19 | t/p | 136 | 0.10 | 1.58592 | 1.61460 | 1.58590 | 19078.38 | 623072.55 |
| 500 | 2010.03.30 09:00 | buy | 137 | 0.10 | 1.59669 | 1.57545 | 1.61010 | ||
| 501 | 2010.03.30 17:00 | modify | 137 | 0.10 | 1.59669 | 1.57700 | 1.61010 | ||
| 502 | 2010.03.30 17:02 | t/p | 137 | 0.10 | 1.61019 | 1.57700 | 1.61010 | 19216.98 | 642289.53 |
| 503 | 2010.03.30 17:02 | buy | 138 | 0.10 | 1.61047 | 1.58235 | 1.62185 | ||
| 504 | 2010.04.01 18:54 | t/p | 138 | 0.10 | 1.62179 | 1.58235 | 1.62185 | 16113.79 | 658403.32 |
| 505 | 2010.04.01 20:00 | buy | 139 | 0.10 | 1.61270 | 1.58660 | 1.62610 | ||
| 506 | 2010.04.05 01:00 | modify | 139 | 0.10 | 1.61270 | 1.59285 | 1.62610 | ||
| 507 | 2010.04.05 16:00 | modify | 139 | 0.10 | 1.61270 | 1.59390 | 1.62610 | ||
| 508 | 2010.04.05 22:00 | modify | 139 | 0.10 | 1.61270 | 1.59415 | 1.62610 | ||
| 509 | 2010.04.05 23:00 | modify | 139 | 0.10 | 1.61270 | 1.59520 | 1.62610 | ||
| 510 | 2010.04.06 01:00 | modify | 139 | 0.10 | 1.61270 | 1.59540 | 1.62610 | ||
| 511 | 2010.04.06 03:00 | modify | 139 | 0.10 | 1.61270 | 1.59570 | 1.62610 | ||
| 512 | 2010.04.06 04:00 | modify | 139 | 0.10 | 1.61270 | 1.59605 | 1.62610 | ||
| 513 | 2010.04.06 06:00 | modify | 139 | 0.10 | 1.61270 | 1.59635 | 1.62610 | ||
| 514 | 2010.04.06 11:00 | close | 139 | 0.10 | 1.62171 | 1.59635 | 1.62610 | 12825.55 | 671228.87 |
| 515 | 2010.04.06 19:00 | buy | 140 | 0.10 | 1.63031 | 1.60435 | 1.64385 | ||
| 516 | 2010.04.07 22:00 | modify | 140 | 0.10 | 1.63031 | 1.60845 | 1.64385 | ||
| 517 | 2010.04.08 05:00 | modify | 140 | 0.10 | 1.63031 | 1.60860 | 1.64385 | ||
| 518 | 2010.04.08 06:00 | modify | 140 | 0.10 | 1.63031 | 1.60870 | 1.64385 | ||
| 519 | 2010.04.08 14:00 | modify | 140 | 0.10 | 1.63031 | 1.60935 | 1.64385 | ||
| 520 | 2010.04.08 22:00 | modify | 140 | 0.10 | 1.63031 | 1.61000 | 1.64385 | ||
| 521 | 2010.04.08 23:00 | modify | 140 | 0.10 | 1.63031 | 1.61085 | 1.64385 | ||
| 522 | 2010.04.09 10:00 | modify | 140 | 0.10 | 1.63031 | 1.61140 | 1.64385 | ||
| 523 | 2010.04.09 11:30 | t/p | 140 | 0.10 | 1.64407 | 1.61140 | 1.64385 | 19587.08 | 690815.95 |
| 524 | 2010.04.09 12:00 | buy | 141 | 0.10 | 1.64420 | 1.61815 | 1.65765 | ||
| 525 | 2010.04.22 07:00 | modify | 141 | 0.10 | 1.64420 | 1.62140 | 1.65765 | ||
| 526 | 2010.04.22 08:00 | modify | 141 | 0.10 | 1.64420 | 1.62145 | 1.65765 | ||
| 527 | 2010.04.22 10:00 | modify | 141 | 0.10 | 1.64420 | 1.62185 | 1.65765 | ||
| 528 | 2010.04.22 11:00 | modify | 141 | 0.10 | 1.64420 | 1.62225 | 1.65765 | ||
| 529 | 2010.04.22 14:00 | modify | 141 | 0.10 | 1.64420 | 1.62350 | 1.65765 | ||
| 530 | 2010.04.22 15:00 | modify | 141 | 0.10 | 1.64420 | 1.62470 | 1.65765 | ||
| 531 | 2010.04.22 17:32 | t/p | 141 | 0.10 | 1.65760 | 1.62470 | 1.65765 | 19074.63 | 709890.58 |
| 532 | 2010.04.29 20:00 | buy | 142 | 0.10 | 1.65966 | 1.63370 | 1.67320 | ||
| 533 | 2010.05.04 21:00 | modify | 142 | 0.10 | 1.65966 | 1.63750 | 1.67320 | ||
| 534 | 2010.05.04 22:00 | modify | 142 | 0.10 | 1.65966 | 1.63995 | 1.67320 | ||
| 535 | 2010.05.04 23:00 | modify | 142 | 0.10 | 1.65966 | 1.64125 | 1.67320 | ||
| 536 | 2010.05.05 02:00 | modify | 142 | 0.10 | 1.65966 | 1.64225 | 1.67320 | ||
| 537 | 2010.05.05 05:00 | modify | 142 | 0.10 | 1.65966 | 1.64305 | 1.67320 | ||
| 538 | 2010.05.05 05:48 | t/p | 142 | 0.10 | 1.67316 | 1.64305 | 1.67320 | 19216.98 | 729107.56 |
| 539 | 2010.05.13 19:00 | sell | 143 | 0.10 | 1.63387 | 1.65980 | 1.62030 | ||
| 540 | 2010.05.14 10:00 | modify | 143 | 0.10 | 1.63387 | 1.65680 | 1.62030 | ||
| 541 | 2010.05.19 17:28 | s/l | 143 | 0.10 | 1.65686 | 1.65680 | 1.62030 | -32732.24 | 696375.32 |
| 542 | 2010.05.26 14:00 | sell | 144 | 0.10 | 1.66084 | 1.68010 | 1.64735 | ||
| 543 | 2010.05.27 12:31 | s/l | 144 | 0.10 | 1.68022 | 1.68010 | 1.64735 | -27592.47 | 668782.85 |
| 544 | 2010.06.01 11:00 | buy | 145 | 0.10 | 1.68271 | 1.65665 | 1.69615 | ||
| 545 | 2010.06.01 13:00 | modify | 145 | 0.10 | 1.68271 | 1.66160 | 1.69615 | ||
| 546 | 2010.06.01 13:01 | t/p | 145 | 0.10 | 1.69630 | 1.66160 | 1.69615 | 19345.09 | 688127.94 |
| 547 | 2010.06.10 12:00 | buy | 146 | 0.10 | 1.67428 | 1.65055 | 1.68785 | ||
| 548 | 2010.06.10 23:00 | modify | 146 | 0.10 | 1.67428 | 1.65425 | 1.68785 | ||
| 549 | 2010.06.11 09:00 | modify | 146 | 0.10 | 1.67428 | 1.65465 | 1.68785 | ||
| 550 | 2010.06.11 10:00 | modify | 146 | 0.10 | 1.67428 | 1.65510 | 1.68785 | ||
| 551 | 2010.06.14 22:00 | modify | 146 | 0.10 | 1.67428 | 1.65605 | 1.68785 | ||
| 552 | 2010.06.14 23:00 | modify | 146 | 0.10 | 1.67428 | 1.65640 | 1.68785 | ||
| 553 | 2010.06.15 10:16 | t/p | 146 | 0.10 | 1.68779 | 1.65640 | 1.68785 | 19231.22 | 707359.16 |
| 554 | 2010.06.16 10:00 | sell | 147 | 0.10 | 1.67193 | 1.69800 | 1.65850 | ||
| 555 | 2010.06.17 01:00 | modify | 147 | 0.10 | 1.67193 | 1.69485 | 1.65850 | ||
| 556 | 2010.06.17 02:00 | modify | 147 | 0.10 | 1.67193 | 1.69470 | 1.65850 | ||
| 557 | 2010.06.17 03:00 | modify | 147 | 0.10 | 1.67193 | 1.69450 | 1.65850 | ||
| 558 | 2010.06.17 04:00 | modify | 147 | 0.10 | 1.67193 | 1.69260 | 1.65850 | ||
| 559 | 2010.06.17 05:00 | modify | 147 | 0.10 | 1.67193 | 1.69105 | 1.65850 | ||
| 560 | 2010.06.17 06:00 | modify | 147 | 0.10 | 1.67193 | 1.69055 | 1.65850 | ||
| 561 | 2010.06.17 09:00 | modify | 147 | 0.10 | 1.67193 | 1.69050 | 1.65850 | ||
| 562 | 2010.06.17 09:44 | t/p | 147 | 0.10 | 1.65836 | 1.69050 | 1.65850 | 19320.43 | 726679.59 |
| 563 | 2010.06.17 10:00 | sell | 148 | 0.10 | 1.65881 | 1.68485 | 1.64535 | ||
| 564 | 2010.06.17 10:59 | t/p | 148 | 0.10 | 1.64520 | 1.68485 | 1.64535 | 19377.38 | 746056.97 |
| 565 | 2010.06.21 03:00 | sell | 149 | 0.10 | 1.63911 | 1.66510 | 1.62560 | ||
| 566 | 2010.06.22 13:00 | modify | 149 | 0.10 | 1.63911 | 1.66105 | 1.62560 | ||
| 567 | 2010.06.29 20:00 | modify | 149 | 0.10 | 1.63911 | 1.65925 | 1.62560 | ||
| 568 | 2010.06.29 23:00 | modify | 149 | 0.10 | 1.63911 | 1.65865 | 1.62560 | ||
| 569 | 2010.06.30 00:00 | modify | 149 | 0.10 | 1.63911 | 1.65795 | 1.62560 | ||
| 570 | 2010.06.30 02:00 | modify | 149 | 0.10 | 1.63911 | 1.65785 | 1.62560 | ||
| 571 | 2010.06.30 03:00 | modify | 149 | 0.10 | 1.63911 | 1.65760 | 1.62560 | ||
| 572 | 2010.06.30 05:00 | modify | 149 | 0.10 | 1.63911 | 1.65640 | 1.62560 | ||
| 573 | 2010.06.30 06:00 | close | 149 | 0.10 | 1.63177 | 1.65640 | 1.62560 | 10450.39 | 756507.36 |
| 574 | 2010.07.16 15:00 | sell | 150 | 0.10 | 1.60139 | 1.62115 | 1.58785 | ||
| 575 | 2010.07.21 23:00 | modify | 150 | 0.10 | 1.60139 | 1.62070 | 1.58785 | ||
| 576 | 2010.07.22 07:00 | modify | 150 | 0.10 | 1.60139 | 1.62015 | 1.58785 | ||
| 577 | 2010.07.22 09:47 | t/p | 150 | 0.10 | 1.58765 | 1.62015 | 1.58785 | 19562.47 | 776069.83 |
| 578 | 2010.07.23 10:00 | buy | 151 | 0.10 | 1.59968 | 1.58040 | 1.61315 | ||
| 579 | 2010.07.23 14:30 | t/p | 151 | 0.10 | 1.61313 | 1.58040 | 1.61315 | 19145.80 | 795215.63 |
| 580 | 2010.07.23 15:00 | buy | 152 | 0.10 | 1.61095 | 1.58485 | 1.62435 | ||
| 581 | 2010.07.23 18:07 | t/p | 152 | 0.10 | 1.62441 | 1.58485 | 1.62435 | 19160.04 | 814375.67 |
| 582 | 2010.07.27 12:00 | buy | 153 | 0.10 | 1.63420 | 1.60820 | 1.64770 | ||
| 583 | 2010.07.27 13:00 | close | 153 | 0.10 | 1.63752 | 1.60820 | 1.64770 | 4725.95 | 819101.62 |
| 584 | 2010.07.27 13:00 | buy | 154 | 0.10 | 1.63798 | 1.61190 | 1.65140 | ||
| 585 | 2010.07.27 14:00 | close | 154 | 0.10 | 1.64302 | 1.61190 | 1.65140 | 7174.34 | 826275.96 |
| 586 | 2010.07.27 15:00 | buy | 155 | 0.10 | 1.64439 | 1.61830 | 1.65780 | ||
| 587 | 2010.07.27 16:00 | close | 155 | 0.10 | 1.64543 | 1.61830 | 1.65780 | 1480.42 | 827756.38 |
| 588 | 2010.07.27 16:00 | buy | 156 | 0.10 | 1.64587 | 1.61990 | 1.65940 | ||
| 589 | 2010.07.27 17:00 | close | 156 | 0.10 | 1.64607 | 1.61990 | 1.65940 | 284.69 | 828041.07 |
| 590 | 2010.07.27 17:00 | buy | 157 | 0.10 | 1.64719 | 1.62040 | 1.65990 | ||
| 591 | 2010.07.27 18:00 | close | 157 | 0.10 | 1.65233 | 1.62040 | 1.65990 | 7316.69 | 835357.76 |
| 592 | 2010.08.04 08:00 | buy | 158 | 0.10 | 1.66016 | 1.63415 | 1.67365 | ||
| 593 | 2010.08.04 19:00 | modify | 158 | 0.10 | 1.66016 | 1.63890 | 1.67365 | ||
| 594 | 2010.08.04 20:00 | modify | 158 | 0.10 | 1.66016 | 1.64125 | 1.67365 | ||
| 595 | 2010.08.04 20:12 | t/p | 158 | 0.10 | 1.67372 | 1.64125 | 1.67365 | 19302.39 | 854660.15 |
| 596 | 2010.08.04 21:00 | buy | 159 | 0.10 | 1.67458 | 1.64850 | 1.68800 | ||
| 597 | 2010.08.11 17:02 | s/l | 159 | 0.10 | 1.64830 | 1.64850 | 1.68800 | -37409.06 | 817251.09 |
| 598 | 2010.08.18 09:00 | sell | 160 | 0.10 | 1.61995 | 1.64605 | 1.60655 | ||
| 599 | 2010.08.19 17:00 | modify | 160 | 0.10 | 1.61995 | 1.64260 | 1.60655 | ||
| 600 | 2010.08.19 17:32 | t/p | 160 | 0.10 | 1.60659 | 1.64260 | 1.60655 | 19021.43 | 836272.52 |