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 |
| 901 | 2012.07.06 20:00 | modify | 233 | 0.10 | 1.50149 | 1.48434 | 1.51504 | ||
| 902 | 2012.07.06 21:00 | modify | 233 | 0.10 | 1.50149 | 1.48455 | 1.51504 | ||
| 903 | 2012.07.06 21:20 | t/p | 233 | 0.10 | 1.51499 | 1.48455 | 1.51504 | 19216.98 | 1264903.11 |
| 904 | 2012.07.27 13:00 | buy | 235 | 0.10 | 1.53822 | 1.52181 | 1.55166 | ||
| 905 | 2012.08.01 16:54 | s/l | 235 | 0.10 | 1.52167 | 1.52181 | 1.55166 | -23558.60 | 1241344.51 |
| 906 | 2012.08.01 17:00 | sell | 236 | 0.10 | 1.52290 | 1.55072 | 1.50934 | ||
| 907 | 2012.08.06 01:00 | modify | 236 | 0.10 | 1.52290 | 1.54177 | 1.50934 | ||
| 908 | 2012.08.06 14:00 | modify | 236 | 0.10 | 1.52290 | 1.54144 | 1.50934 | ||
| 909 | 2012.08.06 15:00 | modify | 236 | 0.10 | 1.52290 | 1.54081 | 1.50934 | ||
| 910 | 2012.08.06 15:56 | t/p | 236 | 0.10 | 1.50933 | 1.54081 | 1.50934 | 19320.42 | 1260664.93 |
| 911 | 2012.08.28 12:00 | sell | 237 | 0.10 | 1.51219 | 1.53999 | 1.49861 | ||
| 912 | 2012.08.30 18:00 | buy | 238 | 0.10 | 1.51964 | 1.47614 | 1.53314 | ||
| 913 | 2012.09.07 13:00 | modify | 238 | 0.10 | 1.51964 | 1.49807 | 1.53314 | ||
| 914 | 2012.09.07 14:00 | modify | 238 | 0.10 | 1.51964 | 1.49822 | 1.53314 | ||
| 915 | 2012.09.14 16:00 | modify | 237 | 0.10 | 1.51219 | 1.53503 | 1.49861 | ||
| 916 | 2012.09.14 17:00 | modify | 237 | 0.10 | 1.51219 | 1.53371 | 1.49861 | ||
| 917 | 2012.09.14 18:00 | modify | 237 | 0.10 | 1.51219 | 1.52964 | 1.49861 | ||
| 918 | 2012.09.14 20:00 | close | 237 | 0.10 | 1.50600 | 1.52964 | 1.49861 | 8813.07 | 1269478.00 |
| 919 | 2012.09.14 21:00 | sell | 239 | 0.10 | 1.50343 | 1.52942 | 1.48992 | ||
| 920 | 2012.10.05 23:58 | s/l | 238 | 0.10 | 1.49805 | 1.49822 | 1.53314 | -30732.94 | 1238745.06 |
| 921 | 2012.10.08 17:00 | modify | 239 | 0.10 | 1.50343 | 1.52538 | 1.48992 | ||
| 922 | 2012.10.08 18:00 | modify | 239 | 0.10 | 1.50343 | 1.52520 | 1.48992 | ||
| 923 | 2012.10.08 20:00 | modify | 239 | 0.10 | 1.50343 | 1.52436 | 1.48992 | ||
| 924 | 2012.10.08 22:00 | modify | 239 | 0.10 | 1.50343 | 1.52410 | 1.48992 | ||
| 925 | 2012.10.09 01:00 | modify | 239 | 0.10 | 1.50343 | 1.52399 | 1.48992 | ||
| 926 | 2012.10.09 20:00 | buy | 240 | 0.10 | 1.50450 | 1.47037 | 1.51796 | ||
| 927 | 2012.10.16 15:00 | modify | 239 | 0.10 | 1.50343 | 1.52326 | 1.48992 | ||
| 928 | 2012.10.16 16:00 | modify | 239 | 0.10 | 1.50343 | 1.52285 | 1.48992 | ||
| 929 | 2012.10.16 17:00 | modify | 239 | 0.10 | 1.50343 | 1.52211 | 1.48992 | ||
| 930 | 2012.10.16 20:00 | modify | 239 | 0.10 | 1.50343 | 1.52197 | 1.48992 | ||
| 931 | 2012.10.17 00:00 | modify | 239 | 0.10 | 1.50343 | 1.52181 | 1.48992 | ||
| 932 | 2012.10.17 00:20 | t/p | 239 | 0.10 | 1.48983 | 1.52181 | 1.48992 | 19363.14 | 1258108.20 |
| 933 | 2012.10.26 16:00 | modify | 240 | 0.10 | 1.50450 | 1.48207 | 1.51796 | ||
| 934 | 2012.10.29 19:00 | sell | 241 | 0.10 | 1.50082 | 1.54428 | 1.48728 | ||
| 935 | 2012.11.07 18:00 | modify | 240 | 0.10 | 1.50450 | 1.48232 | 1.51796 | ||
| 936 | 2012.11.07 19:00 | modify | 240 | 0.10 | 1.50450 | 1.48268 | 1.51796 | ||
| 937 | 2012.11.08 16:00 | modify | 240 | 0.10 | 1.50450 | 1.48451 | 1.51796 | ||
| 938 | 2012.11.15 16:00 | modify | 241 | 0.10 | 1.50082 | 1.52329 | 1.48728 | ||
| 939 | 2012.11.15 18:00 | modify | 241 | 0.10 | 1.50082 | 1.52238 | 1.48728 | ||
| 940 | 2012.11.22 15:00 | modify | 241 | 0.10 | 1.50082 | 1.52149 | 1.48728 | ||
| 941 | 2012.11.22 16:00 | modify | 241 | 0.10 | 1.50082 | 1.52016 | 1.48728 | ||
| 942 | 2012.11.22 17:00 | modify | 241 | 0.10 | 1.50082 | 1.51970 | 1.48728 | ||
| 943 | 2012.11.22 20:00 | modify | 241 | 0.10 | 1.50082 | 1.51942 | 1.48728 | ||
| 944 | 2012.11.22 23:00 | modify | 241 | 0.10 | 1.50082 | 1.51898 | 1.48728 | ||
| 945 | 2012.11.23 11:00 | modify | 241 | 0.10 | 1.50082 | 1.51884 | 1.48728 | ||
| 946 | 2012.11.23 13:00 | modify | 241 | 0.10 | 1.50082 | 1.51783 | 1.48728 | ||
| 947 | 2012.11.23 15:00 | modify | 241 | 0.10 | 1.50082 | 1.51726 | 1.48728 | ||
| 948 | 2012.11.23 15:04 | t/p | 241 | 0.10 | 1.48718 | 1.51726 | 1.48728 | 19420.08 | 1277528.28 |
| 949 | 2012.11.23 16:00 | sell | 242 | 0.10 | 1.48612 | 1.51402 | 1.47258 | ||
| 950 | 2012.11.27 00:04 | s/l | 240 | 0.10 | 1.48428 | 1.48451 | 1.51796 | -28782.77 | 1248745.51 |
| 951 | 2012.11.27 12:00 | buy | 243 | 0.10 | 1.49008 | 1.47953 | 1.50349 | ||
| 952 | 2012.12.11 10:01 | t/p | 243 | 0.10 | 1.50353 | 1.47953 | 1.50349 | 19145.80 | 1267891.31 |
| 953 | 2012.12.11 10:01 | buy | 244 | 0.10 | 1.50396 | 1.47964 | 1.51677 | ||
| 954 | 2012.12.21 23:59 | s/l | 244 | 0.10 | 1.47963 | 1.47964 | 1.51677 | -34633.27 | 1233258.04 |
| 955 | 2012.12.24 01:00 | modify | 242 | 0.10 | 1.48612 | 1.50899 | 1.47258 | ||
| 956 | 2012.12.24 03:00 | modify | 242 | 0.10 | 1.48612 | 1.50874 | 1.47258 | ||
| 957 | 2012.12.24 12:00 | modify | 242 | 0.10 | 1.48612 | 1.50813 | 1.47258 | ||
| 958 | 2012.12.24 13:00 | modify | 242 | 0.10 | 1.48612 | 1.50802 | 1.47258 | ||
| 959 | 2012.12.24 15:00 | modify | 242 | 0.10 | 1.48612 | 1.50728 | 1.47258 | ||
| 960 | 2012.12.24 16:00 | modify | 242 | 0.10 | 1.48612 | 1.50670 | 1.47258 | ||
| 961 | 2012.12.24 17:00 | modify | 242 | 0.10 | 1.48612 | 1.50653 | 1.47258 | ||
| 962 | 2012.12.24 18:00 | modify | 242 | 0.10 | 1.48612 | 1.50587 | 1.47258 | ||
| 963 | 2012.12.24 19:00 | modify | 242 | 0.10 | 1.48612 | 1.50416 | 1.47258 | ||
| 964 | 2012.12.25 13:00 | modify | 242 | 0.10 | 1.48612 | 1.50414 | 1.47258 | ||
| 965 | 2012.12.25 14:00 | modify | 242 | 0.10 | 1.48612 | 1.50402 | 1.47258 | ||
| 966 | 2012.12.26 13:00 | modify | 242 | 0.10 | 1.48612 | 1.50339 | 1.47258 | ||
| 967 | 2012.12.26 17:47 | t/p | 242 | 0.10 | 1.47268 | 1.50339 | 1.47258 | 19135.33 | 1252393.37 |
| 968 | 2012.12.28 13:00 | buy | 245 | 0.10 | 1.47640 | 1.46670 | 1.48981 | ||
| 969 | 2012.12.31 20:00 | close | 245 | 0.10 | 1.48531 | 1.46670 | 1.48981 | 12683.21 | 1265076.58 |
| 970 | 2013.01.04 13:00 | sell | 246 | 0.10 | 1.48955 | 1.52758 | 1.47602 | ||
| 971 | 2013.01.08 06:00 | modify | 246 | 0.10 | 1.48955 | 1.51254 | 1.47602 | ||
| 972 | 2013.01.08 10:00 | modify | 246 | 0.10 | 1.48955 | 1.51222 | 1.47602 | ||
| 973 | 2013.01.08 11:00 | modify | 246 | 0.10 | 1.48955 | 1.51216 | 1.47602 | ||
| 974 | 2013.01.08 12:00 | modify | 246 | 0.10 | 1.48955 | 1.51110 | 1.47602 | ||
| 975 | 2013.01.08 14:00 | modify | 246 | 0.10 | 1.48955 | 1.51105 | 1.47602 | ||
| 976 | 2013.01.09 20:00 | modify | 246 | 0.10 | 1.48955 | 1.51089 | 1.47602 | ||
| 977 | 2013.01.10 12:00 | modify | 246 | 0.10 | 1.48955 | 1.51055 | 1.47602 | ||
| 978 | 2013.01.10 13:00 | modify | 246 | 0.10 | 1.48955 | 1.50926 | 1.47602 | ||
| 979 | 2013.01.10 16:21 | t/p | 246 | 0.10 | 1.47596 | 1.50926 | 1.47602 | 19348.90 | 1284425.48 |
| 980 | 2013.01.15 18:00 | buy | 247 | 0.10 | 1.49270 | 1.46635 | 1.50617 | ||
| 981 | 2013.01.18 07:00 | modify | 247 | 0.10 | 1.49270 | 1.47085 | 1.50617 | ||
| 982 | 2013.01.18 14:00 | sell | 248 | 0.10 | 1.48598 | 1.52758 | 1.47249 | ||
| 983 | 2013.01.18 21:00 | modify | 248 | 0.10 | 1.48598 | 1.50842 | 1.47249 | ||
| 984 | 2013.01.21 16:00 | modify | 248 | 0.10 | 1.48598 | 1.50841 | 1.47249 | ||
| 985 | 2013.01.21 19:00 | modify | 248 | 0.10 | 1.48598 | 1.50484 | 1.47249 | ||
| 986 | 2013.01.21 20:00 | modify | 248 | 0.10 | 1.48598 | 1.50406 | 1.47249 | ||
| 987 | 2013.01.22 02:00 | close | 248 | 0.10 | 1.48006 | 1.50406 | 1.47249 | 8428.65 | 1292854.13 |
| 988 | 2013.01.22 11:15 | s/l | 247 | 0.10 | 1.47072 | 1.47085 | 1.50617 | -31288.09 | 1261566.04 |
| 989 | 2013.02.12 13:00 | sell | 249 | 0.10 | 1.43107 | 1.45703 | 1.41763 | ||
| 990 | 2013.02.14 01:00 | modify | 249 | 0.10 | 1.43107 | 1.45382 | 1.41763 | ||
| 991 | 2013.02.14 04:00 | modify | 249 | 0.10 | 1.43107 | 1.45361 | 1.41763 | ||
| 992 | 2013.02.14 05:00 | modify | 249 | 0.10 | 1.43107 | 1.45351 | 1.41763 | ||
| 993 | 2013.02.14 07:00 | modify | 249 | 0.10 | 1.43107 | 1.45250 | 1.41763 | ||
| 994 | 2013.02.19 20:00 | modify | 249 | 0.10 | 1.43107 | 1.45166 | 1.41763 | ||
| 995 | 2013.02.19 21:00 | modify | 249 | 0.10 | 1.43107 | 1.45120 | 1.41763 | ||
| 996 | 2013.02.20 04:00 | modify | 249 | 0.10 | 1.43107 | 1.45023 | 1.41763 | ||
| 997 | 2013.02.20 10:00 | modify | 249 | 0.10 | 1.43107 | 1.44820 | 1.41763 | ||
| 998 | 2013.02.20 11:30 | t/p | 249 | 0.10 | 1.41767 | 1.44820 | 1.41763 | 19078.38 | 1280644.42 |
| 999 | 2013.02.28 13:00 | buy | 250 | 0.10 | 1.41371 | 1.39402 | 1.42723 | ||
| 1000 | 2013.03.05 10:00 | modify | 250 | 0.10 | 1.41371 | 1.39471 | 1.42723 | ||
| 1001 | 2013.03.05 11:34 | t/p | 250 | 0.10 | 1.42719 | 1.39471 | 1.42723 | 19188.51 | 1299832.93 |
| 1002 | 2013.03.05 12:00 | buy | 251 | 0.10 | 1.42678 | 1.40080 | 1.44030 | ||
| 1003 | 2013.03.21 14:00 | modify | 251 | 0.10 | 1.42678 | 1.40592 | 1.44030 | ||
| 1004 | 2013.03.21 15:00 | modify | 251 | 0.10 | 1.42678 | 1.40654 | 1.44030 | ||
| 1005 | 2013.03.21 16:00 | modify | 251 | 0.10 | 1.42678 | 1.40801 | 1.44030 | ||
| 1006 | 2013.03.22 09:00 | modify | 251 | 0.10 | 1.42678 | 1.40888 | 1.44030 | ||
| 1007 | 2013.03.22 10:00 | modify | 251 | 0.10 | 1.42678 | 1.40941 | 1.44030 | ||
| 1008 | 2013.03.25 19:56 | t/p | 251 | 0.10 | 1.44027 | 1.40941 | 1.44030 | 19202.75 | 1319035.68 |
| 1009 | 2013.03.25 20:00 | buy | 252 | 0.10 | 1.44059 | 1.41454 | 1.45404 | ||
| 1010 | 2013.03.28 14:00 | modify | 252 | 0.10 | 1.44059 | 1.41766 | 1.45404 | ||
| 1011 | 2013.04.12 17:00 | sell | 253 | 0.10 | 1.42876 | 1.44913 | 1.41527 | ||
| 1012 | 2013.04.16 15:00 | modify | 253 | 0.10 | 1.42876 | 1.44906 | 1.41527 | ||
| 1013 | 2013.04.16 15:21 | s/l | 252 | 0.10 | 1.41768 | 1.41766 | 1.45404 | -32611.92 | 1286423.76 |
| 1014 | 2013.04.16 16:00 | modify | 253 | 0.10 | 1.42876 | 1.44804 | 1.41527 | ||
| 1015 | 2013.04.16 17:00 | modify | 253 | 0.10 | 1.42876 | 1.44692 | 1.41527 | ||
| 1016 | 2013.04.16 18:00 | modify | 253 | 0.10 | 1.42876 | 1.44644 | 1.41527 | ||
| 1017 | 2013.04.16 19:00 | modify | 253 | 0.10 | 1.42876 | 1.44569 | 1.41527 | ||
| 1018 | 2013.04.16 19:02 | t/p | 253 | 0.10 | 1.41506 | 1.44569 | 1.41527 | 19505.51 | 1305929.27 |
| 1019 | 2013.04.16 19:03 | sell | 254 | 0.10 | 1.41504 | 1.44241 | 1.40402 | ||
| 1020 | 2013.04.17 14:00 | modify | 254 | 0.10 | 1.41504 | 1.43801 | 1.40402 | ||
| 1021 | 2013.04.23 17:42 | s/l | 254 | 0.10 | 1.43800 | 1.43801 | 1.40402 | -32689.53 | 1273239.74 |
| 1022 | 2013.05.02 14:00 | buy | 255 | 0.10 | 1.44679 | 1.42075 | 1.46025 | ||
| 1023 | 2013.05.03 17:00 | modify | 255 | 0.10 | 1.44679 | 1.42737 | 1.46025 | ||
| 1024 | 2013.05.03 23:00 | modify | 255 | 0.10 | 1.44679 | 1.42755 | 1.46025 | ||
| 1025 | 2013.05.06 04:00 | modify | 255 | 0.10 | 1.44679 | 1.42780 | 1.46025 | ||
| 1026 | 2013.05.06 06:00 | modify | 255 | 0.10 | 1.44679 | 1.42790 | 1.46025 | ||
| 1027 | 2013.05.06 08:00 | modify | 255 | 0.10 | 1.44679 | 1.42802 | 1.46025 | ||
| 1028 | 2013.05.06 09:00 | modify | 255 | 0.10 | 1.44679 | 1.42809 | 1.46025 | ||
| 1029 | 2013.05.06 10:00 | modify | 255 | 0.10 | 1.44679 | 1.42811 | 1.46025 | ||
| 1030 | 2013.05.06 11:00 | modify | 255 | 0.10 | 1.44679 | 1.42975 | 1.46025 | ||
| 1031 | 2013.05.06 13:00 | modify | 255 | 0.10 | 1.44679 | 1.42977 | 1.46025 | ||
| 1032 | 2013.05.06 14:00 | modify | 255 | 0.10 | 1.44679 | 1.42982 | 1.46025 | ||
| 1033 | 2013.05.06 15:00 | modify | 255 | 0.10 | 1.44679 | 1.42989 | 1.46025 | ||
| 1034 | 2013.05.06 20:00 | modify | 255 | 0.10 | 1.44679 | 1.43041 | 1.46025 | ||
| 1035 | 2013.05.07 11:36 | t/p | 255 | 0.10 | 1.46028 | 1.43041 | 1.46025 | 19202.74 | 1292442.48 |
| 1036 | 2013.05.07 19:00 | sell | 256 | 0.10 | 1.45433 | 1.49781 | 1.44081 | ||
| 1037 | 2013.06.04 15:00 | modify | 256 | 0.10 | 1.45433 | 1.47708 | 1.44081 | ||
| 1038 | 2013.06.07 06:00 | modify | 256 | 0.10 | 1.45433 | 1.47636 | 1.44081 | ||
| 1039 | 2013.06.07 07:00 | modify | 256 | 0.10 | 1.45433 | 1.47562 | 1.44081 | ||
| 1040 | 2013.06.07 08:00 | modify | 256 | 0.10 | 1.45433 | 1.47455 | 1.44081 | ||
| 1041 | 2013.06.07 14:00 | modify | 256 | 0.10 | 1.45433 | 1.47220 | 1.44081 | ||
| 1042 | 2013.06.07 16:00 | modify | 256 | 0.10 | 1.45433 | 1.47168 | 1.44081 | ||
| 1043 | 2013.06.07 16:00 | close | 256 | 0.10 | 1.44981 | 1.47168 | 1.44081 | 6435.39 | 1298877.87 |
| 1044 | 2013.06.11 14:00 | sell | 257 | 0.10 | 1.44285 | 1.46881 | 1.42931 | ||
| 1045 | 2013.06.13 11:00 | modify | 257 | 0.10 | 1.44285 | 1.46282 | 1.42931 | ||
| 1046 | 2013.06.17 17:00 | buy | 258 | 0.10 | 1.45409 | 1.41054 | 1.46754 | ||
| 1047 | 2013.06.20 05:00 | modify | 257 | 0.10 | 1.44285 | 1.46201 | 1.42931 | ||
| 1048 | 2013.07.04 14:16 | t/p | 257 | 0.10 | 1.42931 | 1.46201 | 1.42931 | 19277.71 | 1318155.58 |
| 1049 | 2013.07.30 12:00 | sell | 259 | 0.10 | 1.42473 | 1.44566 | 1.41122 | ||
| 1050 | 2013.07.30 23:00 | modify | 259 | 0.10 | 1.42473 | 1.44538 | 1.41122 | ||