Strategy Tester Report
EA_BBHLband_H1_Cm7_1.01
| 通貨ペア | USDCAD (US Dollar vs Canadian Dollar Dollar) | ||||
| 期間 | 1時間足(H1) 2007.01.01 02:00 - 2022.08.29 23:00 (2007.01.01 - 2022.08.30) | ||||
| 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=43003100; MagicNumberS=43003200; Lots=0.1; 複利運用基準値=0; トレンドモード=""; 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=0; 最大ストップロス=0; | ||||
| テストバー数 | 97862 | モデルティック数 | 215185242 | 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 | 500000.00 | スプレッド | 変動 | ||
| 純益 | 1824711.16 | 総利益 | 3481358.56 | 総損失 | -1656647.40 |
| プロフィットファクタ | 2.10 | 期待利得 | 4945.02 | ||
| 絶対ドローダウン | 50099.05 | 最大ドローダウン | 98922.00 (4.32%) | 相対ドローダウン | 13.01% (67276.07) |
| 総取引数 | 369 | 売りポジション(勝率%） | 157 (79.62%) | 買いポジション(勝率%） | 212 (75.94%) |
| 勝率(%) | 286 (77.51%) | 負率 (%) | 83 (22.49%) | ||
| 最大 | 勝トレード | 18704.01 | 敗トレード | -43417.31 | |
| 平均 | 勝トレード | 12172.58 | 敗トレード | -19959.61 | |
| 最大 | 連勝(金額) | 24 (289408.91) | 連敗(金額) | 4 (-2693.55) | |
| 最大 | 連勝(トレード数) | 289408.91 (24) | 連敗(トレード数) | -51763.46 (2) | |
| 平均 | 連勝 | 4 | 連敗 | 1 | |
1ページ目次へ
| # | 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 |
| 1 | 2007.01.02 10:00 | sell | 1 | 0.10 | 1.16259 | 1.20256 | 1.15056 | ||
| 2 | 2007.01.03 20:00 | buy | 2 | 0.10 | 1.17111 | 1.15738 | 1.18805 | ||
| 3 | 2007.01.03 21:00 | close | 2 | 0.10 | 1.17132 | 1.15738 | 1.18805 | 226.25 | 500226.25 |
| 4 | 2007.01.03 22:00 | buy | 3 | 0.10 | 1.17223 | 1.15738 | 1.18919 | ||
| 5 | 2007.01.03 23:00 | close | 3 | 0.10 | 1.17183 | 1.15738 | 1.18919 | -430.97 | 499795.28 |
| 6 | 2007.01.04 00:00 | buy | 4 | 0.10 | 1.17300 | 1.15783 | 1.18994 | ||
| 7 | 2007.01.04 01:00 | close | 4 | 0.10 | 1.17296 | 1.15783 | 1.18994 | -43.10 | 499752.18 |
| 8 | 2007.01.04 01:00 | buy | 5 | 0.10 | 1.17327 | 1.15779 | 1.19025 | ||
| 9 | 2007.01.04 02:00 | close | 5 | 0.10 | 1.17244 | 1.15779 | 1.19025 | -894.26 | 498857.92 |
| 10 | 2007.01.09 18:00 | buy | 6 | 0.10 | 1.17922 | 1.16330 | 1.19615 | ||
| 11 | 2007.01.09 19:00 | close | 6 | 0.10 | 1.17799 | 1.16330 | 1.19615 | -1325.22 | 497532.70 |
| 12 | 2007.02.27 11:00 | close | 1 | 0.10 | 1.15992 | 1.20256 | 1.15056 | 2877.25 | 500409.95 |
| 13 | 2007.03.09 15:00 | sell | 7 | 0.10 | 1.17614 | 1.21618 | 1.16418 | ||
| 14 | 2007.03.20 17:00 | modify | 7 | 0.10 | 1.17614 | 1.16635 | 1.16418 | ||
| 15 | 2007.03.20 17:13 | t/p | 7 | 0.10 | 1.16409 | 1.16635 | 1.16418 | 12985.32 | 513395.27 |
| 16 | 2007.03.23 19:00 | buy | 8 | 0.10 | 1.16005 | 1.12011 | 1.17211 | ||
| 17 | 2007.04.11 15:00 | sell | 9 | 0.10 | 1.14361 | 1.16000 | 1.12660 | ||
| 18 | 2007.04.13 04:01 | modify | 9 | 0.10 | 1.14361 | 1.13418 | 1.12660 | ||
| 19 | 2007.04.13 04:05 | s/l | 9 | 0.10 | 1.13463 | 1.13418 | 1.12660 | 9677.03 | 523072.30 |
| 20 | 2007.04.16 14:00 | sell | 10 | 0.10 | 1.13211 | 1.15360 | 1.11510 | ||
| 21 | 2007.04.20 19:01 | modify | 10 | 0.10 | 1.13211 | 1.12280 | 1.11510 | ||
| 22 | 2007.04.20 20:01 | s/l | 10 | 0.10 | 1.12275 | 1.12280 | 1.11510 | 10086.52 | 533158.82 |
| 23 | 2007.04.20 22:00 | sell | 11 | 0.10 | 1.12189 | 1.13880 | 1.10495 | ||
| 24 | 2007.04.24 12:53 | s/l | 8 | 0.10 | 1.12017 | 1.12011 | 1.17211 | -42967.51 | 490191.31 |
| 25 | 2007.04.30 17:00 | modify | 11 | 0.10 | 1.12189 | 1.11145 | 1.10495 | ||
| 26 | 2007.04.30 19:00 | close | 11 | 0.10 | 1.10684 | 1.11145 | 1.10495 | 16218.18 | 506409.49 |
| 27 | 2007.04.30 19:00 | sell | 12 | 0.10 | 1.10672 | 1.12530 | 1.08970 | ||
| 28 | 2007.05.02 07:00 | buy | 13 | 0.10 | 1.11379 | 1.09247 | 1.12570 | ||
| 29 | 2007.05.18 11:00 | modify | 12 | 0.10 | 1.10672 | 1.09610 | 1.08970 | ||
| 30 | 2007.05.18 13:47 | s/l | 12 | 0.10 | 1.09603 | 1.09610 | 1.08970 | 11519.76 | 517929.25 |
| 31 | 2007.05.18 15:30 | s/l | 13 | 0.10 | 1.09235 | 1.09247 | 1.12570 | -23099.88 | 494829.37 |
| 32 | 2007.05.23 02:00 | buy | 14 | 0.10 | 1.08740 | 1.08210 | 1.09950 | ||
| 33 | 2007.05.23 15:05 | s/l | 14 | 0.10 | 1.08201 | 1.08210 | 1.09950 | -5807.30 | 489022.07 |
| 34 | 2007.05.25 13:00 | buy | 15 | 0.10 | 1.08648 | 1.08025 | 1.09840 | ||
| 35 | 2007.05.25 16:38 | s/l | 15 | 0.10 | 1.08033 | 1.08025 | 1.09840 | -6626.13 | 482395.94 |
| 36 | 2007.05.29 07:00 | buy | 16 | 0.10 | 1.08181 | 1.07715 | 1.09385 | ||
| 37 | 2007.05.29 16:01 | s/l | 16 | 0.10 | 1.07713 | 1.07715 | 1.09385 | -5042.33 | 477353.61 |
| 38 | 2007.06.05 21:00 | buy | 17 | 0.10 | 1.06298 | 1.05440 | 1.07500 | ||
| 39 | 2007.06.13 13:01 | modify | 17 | 0.10 | 1.06298 | 1.07200 | 1.07500 | ||
| 40 | 2007.06.13 14:06 | s/l | 17 | 0.10 | 1.07197 | 1.07200 | 1.07500 | 9686.01 | 487039.62 |
| 41 | 2007.06.18 14:00 | buy | 18 | 0.10 | 1.07130 | 1.05435 | 1.08335 | ||
| 42 | 2007.06.29 11:20 | s/l | 18 | 0.10 | 1.05425 | 1.05435 | 1.08335 | -18370.01 | 468669.61 |
| 43 | 2007.07.10 08:00 | buy | 19 | 0.10 | 1.05150 | 1.04390 | 1.06360 | ||
| 44 | 2007.07.16 17:08 | s/l | 19 | 0.10 | 1.04386 | 1.04390 | 1.06360 | -8231.49 | 460438.12 |
| 45 | 2007.07.20 22:00 | buy | 20 | 0.10 | 1.04802 | 1.03955 | 1.06000 | ||
| 46 | 2007.07.24 15:30 | s/l | 20 | 0.10 | 1.03949 | 1.03955 | 1.06000 | -9190.39 | 451247.73 |
| 47 | 2007.07.26 17:00 | buy | 21 | 0.10 | 1.04925 | 1.03360 | 1.06120 | ||
| 48 | 2007.07.27 14:00 | modify | 21 | 0.10 | 1.04925 | 1.05910 | 1.06120 | ||
| 49 | 2007.07.27 14:05 | s/l | 21 | 0.10 | 1.05901 | 1.05910 | 1.06120 | 10515.61 | 461763.34 |
| 50 | 2007.08.14 10:00 | buy | 22 | 0.10 | 1.05749 | 1.03360 | 1.06940 | ||
| 51 | 2007.08.15 00:00 | modify | 22 | 0.10 | 1.05749 | 1.06670 | 1.06940 | ||
| 52 | 2007.08.15 03:53 | t/p | 22 | 0.10 | 1.06931 | 1.06670 | 1.06940 | 12735.10 | 474498.44 |
| 53 | 2007.08.28 02:00 | buy | 23 | 0.10 | 1.05476 | 1.03370 | 1.06685 | ||
| 54 | 2007.08.29 01:00 | modify | 23 | 0.10 | 1.05476 | 1.06405 | 1.06685 | ||
| 55 | 2007.08.29 01:18 | s/l | 23 | 0.10 | 1.06396 | 1.06405 | 1.06685 | 9912.26 | 484410.70 |
| 56 | 2007.09.13 13:00 | sell | 24 | 0.10 | 1.03230 | 1.05970 | 1.01530 | ||
| 57 | 2007.09.18 18:00 | modify | 24 | 0.10 | 1.03230 | 1.02270 | 1.01530 | ||
| 58 | 2007.09.18 18:00 | s/l | 24 | 0.10 | 1.02268 | 1.02270 | 1.01530 | 10366.71 | 494777.41 |
| 59 | 2007.09.18 18:00 | sell | 25 | 0.10 | 1.02250 | 1.04510 | 1.00505 | ||
| 60 | 2007.09.19 06:00 | modify | 25 | 0.10 | 1.02250 | 1.01080 | 1.00505 | ||
| 61 | 2007.09.19 08:45 | s/l | 25 | 0.10 | 1.01081 | 1.01080 | 1.00505 | 12597.38 | 507374.79 |
| 62 | 2007.09.20 17:00 | sell | 26 | 0.10 | 1.00108 | 1.03110 | 0.98410 | ||
| 63 | 2007.10.02 19:00 | buy | 27 | 0.10 | 1.00051 | 0.99034 | 1.01250 | ||
| 64 | 2007.10.05 14:00 | s/l | 27 | 0.10 | 0.99009 | 0.99034 | 1.01250 | -11226.71 | 496148.08 |
| 65 | 2007.10.05 16:40 | t/p | 26 | 0.10 | 0.98416 | 1.03110 | 0.98410 | 18233.33 | 514381.41 |
| 66 | 2007.10.05 18:00 | sell | 28 | 0.10 | 0.98096 | 1.00215 | 0.96400 | ||
| 67 | 2007.10.16 12:00 | buy | 29 | 0.10 | 0.97942 | 0.97015 | 0.99150 | ||
| 68 | 2007.10.19 14:00 | s/l | 29 | 0.10 | 0.96981 | 0.97015 | 0.99150 | -10354.01 | 504027.40 |
| 69 | 2007.10.19 16:00 | modify | 28 | 0.10 | 0.98096 | 0.96675 | 0.96400 | ||
| 70 | 2007.10.19 16:03 | s/l | 28 | 0.10 | 0.96683 | 0.96675 | 0.96400 | 15226.78 | 519254.18 |
| 71 | 2007.10.22 15:00 | buy | 30 | 0.10 | 0.97960 | 0.96275 | 0.99160 | ||
| 72 | 2007.10.23 15:04 | s/l | 30 | 0.10 | 0.96275 | 0.96275 | 0.99160 | -18154.52 | 501099.66 |
| 73 | 2007.11.06 19:00 | sell | 31 | 0.10 | 0.92436 | 0.95435 | 0.90735 | ||
| 74 | 2007.11.07 06:00 | modify | 31 | 0.10 | 0.92436 | 0.91290 | 0.90735 | ||
| 75 | 2007.11.07 06:11 | s/l | 31 | 0.10 | 0.91293 | 0.91290 | 0.90735 | 12317.19 | 513416.85 |
| 76 | 2007.11.07 08:00 | sell | 32 | 0.10 | 0.90937 | 0.93945 | 0.89245 | ||
| 77 | 2007.11.08 00:29 | s/l | 32 | 0.10 | 0.93958 | 0.93945 | 0.89245 | -32554.90 | 480861.95 |
| 78 | 2007.11.09 17:00 | buy | 33 | 0.10 | 0.94263 | 0.90550 | 0.95470 | ||
| 79 | 2007.11.12 12:38 | t/p | 33 | 0.10 | 0.95473 | 0.90550 | 0.95470 | 13036.79 | 493898.74 |
| 80 | 2007.11.12 19:00 | buy | 34 | 0.10 | 0.96537 | 0.92530 | 0.97730 | ||
| 81 | 2007.11.15 15:45 | t/p | 34 | 0.10 | 0.97731 | 0.92530 | 0.97730 | 12864.39 | 506763.13 |
| 82 | 2007.11.15 17:00 | buy | 35 | 0.10 | 0.97687 | 0.93695 | 0.98895 | ||
| 83 | 2007.11.16 09:00 | modify | 35 | 0.10 | 0.97687 | 0.98620 | 0.98895 | ||
| 84 | 2007.11.16 09:00 | s/l | 35 | 0.10 | 0.98591 | 0.98620 | 0.98895 | 9739.87 | 516503.00 |
| 85 | 2007.11.21 19:00 | buy | 36 | 0.10 | 0.98941 | 0.94945 | 1.00145 | ||
| 86 | 2007.11.30 18:00 | modify | 36 | 0.10 | 0.98941 | 0.99855 | 1.00145 | ||
| 87 | 2007.11.30 18:03 | s/l | 36 | 0.10 | 0.99850 | 0.99855 | 1.00145 | 9793.75 | 526296.75 |
| 88 | 2007.12.17 17:00 | sell | 37 | 0.10 | 1.00733 | 1.04730 | 0.99530 | ||
| 89 | 2007.12.20 20:00 | modify | 37 | 0.10 | 1.00733 | 0.99830 | 0.99530 | ||
| 90 | 2007.12.20 20:38 | s/l | 37 | 0.10 | 0.99824 | 0.99830 | 0.99530 | 9795.56 | 536092.31 |
| 91 | 2008.01.22 19:00 | sell | 38 | 0.10 | 1.02502 | 1.06500 | 1.01300 | ||
| 92 | 2008.01.24 15:00 | modify | 38 | 0.10 | 1.02502 | 1.01495 | 1.01300 | ||
| 93 | 2008.01.24 15:03 | s/l | 38 | 0.10 | 1.01500 | 1.01495 | 1.01300 | 10797.75 | 546890.06 |
| 94 | 2008.01.24 15:03 | sell | 39 | 0.10 | 1.01459 | 1.05485 | 1.00285 | ||
| 95 | 2008.01.24 23:26 | t/p | 39 | 0.10 | 1.00283 | 1.05485 | 1.00285 | 12672.82 | 559562.88 |
| 96 | 2008.01.25 01:00 | sell | 40 | 0.10 | 1.00242 | 1.04205 | 0.99005 | ||
| 97 | 2008.01.30 21:20 | t/p | 40 | 0.10 | 0.99010 | 1.04205 | 0.99005 | 13276.28 | 572839.16 |
| 98 | 2008.02.08 20:00 | sell | 41 | 0.10 | 0.99823 | 1.03815 | 0.98615 | ||
| 99 | 2008.02.26 18:00 | modify | 41 | 0.10 | 0.99823 | 0.98775 | 0.98615 | ||
| 100 | 2008.02.26 18:08 | s/l | 41 | 0.10 | 0.98779 | 0.98775 | 0.98615 | 11250.35 | 584089.51 |
| 101 | 2008.02.29 23:00 | buy | 42 | 0.10 | 0.98469 | 0.94460 | 0.99660 | ||
| 102 | 2008.03.04 18:50 | t/p | 42 | 0.10 | 0.99652 | 0.94460 | 0.99660 | 12745.88 | 596835.39 |
| 103 | 2008.03.04 20:00 | buy | 43 | 0.10 | 0.99528 | 0.95535 | 1.00735 | ||
| 104 | 2008.03.19 19:17 | t/p | 43 | 0.10 | 1.00736 | 0.95535 | 1.00735 | 13015.23 | 609850.62 |
| 105 | 2008.03.24 20:00 | sell | 44 | 0.10 | 1.01868 | 1.05860 | 1.00660 | ||
| 106 | 2008.04.03 21:00 | modify | 44 | 0.10 | 1.01868 | 1.00890 | 1.00660 | ||
| 107 | 2008.04.03 21:41 | t/p | 44 | 0.10 | 1.00652 | 1.00890 | 1.00660 | 13103.86 | 622954.48 |
| 108 | 2008.04.11 11:00 | sell | 45 | 0.10 | 1.01497 | 1.05490 | 1.00290 | ||
| 109 | 2008.04.16 15:56 | t/p | 45 | 0.10 | 1.00282 | 1.05490 | 1.00290 | 13093.08 | 636047.56 |
| 110 | 2008.05.05 18:00 | sell | 46 | 0.10 | 1.01480 | 1.05480 | 1.00280 | ||
| 111 | 2008.05.06 18:18 | t/p | 46 | 0.10 | 1.00279 | 1.05480 | 1.00280 | 12942.22 | 648989.78 |
| 112 | 2008.05.23 19:00 | buy | 47 | 0.10 | 0.98845 | 0.94845 | 1.00045 | ||
| 113 | 2008.06.02 17:59 | t/p | 47 | 0.10 | 1.00047 | 0.94845 | 1.00045 | 12950.59 | 661940.37 |
| 114 | 2008.06.09 10:00 | sell | 48 | 0.10 | 1.01584 | 1.05580 | 1.00380 | ||
| 115 | 2008.06.27 15:00 | modify | 48 | 0.10 | 1.01584 | 1.00635 | 1.00380 | ||
| 116 | 2008.06.27 15:06 | s/l | 48 | 0.10 | 1.00641 | 1.00635 | 1.00380 | 10161.96 | 672102.33 |
| 117 | 2008.07.18 00:00 | buy | 49 | 0.10 | 1.00599 | 0.96600 | 1.01800 | ||
| 118 | 2008.07.25 16:00 | modify | 49 | 0.10 | 1.00599 | 1.01500 | 1.01800 | ||
| 119 | 2008.07.25 16:02 | s/l | 49 | 0.10 | 1.01497 | 1.01500 | 1.01800 | 9675.23 | 681777.56 |
| 120 | 2008.08.04 22:00 | buy | 50 | 0.10 | 1.03678 | 1.01979 | 1.05380 | ||
| 121 | 2008.08.06 19:00 | modify | 50 | 0.10 | 1.03678 | 1.04595 | 1.05380 | ||
| 122 | 2008.08.07 09:21 | s/l | 50 | 0.10 | 1.04593 | 1.04595 | 1.05380 | 9858.39 | 691635.95 |
| 123 | 2008.08.07 19:00 | buy | 51 | 0.10 | 1.05112 | 1.02206 | 1.06820 | ||
| 124 | 2008.08.08 15:00 | modify | 51 | 0.10 | 1.05112 | 1.06167 | 1.06820 | ||
| 125 | 2008.08.08 15:42 | t/p | 51 | 0.10 | 1.06822 | 1.06167 | 1.06820 | 18423.88 | 710059.83 |
| 126 | 2008.08.08 17:00 | buy | 52 | 0.10 | 1.06839 | 1.03840 | 1.08540 | ||
| 127 | 2008.08.21 10:00 | sell | 53 | 0.10 | 1.05674 | 1.09665 | 1.04465 | ||
| 128 | 2008.08.21 17:59 | t/p | 53 | 0.10 | 1.04466 | 1.09665 | 1.04465 | 13017.65 | 723077.48 |
| 129 | 2008.08.21 19:00 | sell | 54 | 0.10 | 1.04530 | 1.08540 | 1.03340 | ||
| 130 | 2008.09.11 19:00 | modify | 52 | 0.10 | 1.06839 | 1.07800 | 1.08540 | ||
| 131 | 2008.09.11 19:05 | s/l | 52 | 0.10 | 1.07796 | 1.07800 | 1.08540 | 10310.91 | 733388.39 |
| 132 | 2008.09.22 20:41 | t/p | 54 | 0.10 | 1.03341 | 1.08540 | 1.03340 | 12812.91 | 746201.30 |
| 133 | 2008.10.06 19:00 | buy | 55 | 0.10 | 1.10303 | 1.07300 | 1.12000 | ||
| 134 | 2008.10.08 18:06 | t/p | 55 | 0.10 | 1.11991 | 1.07300 | 1.12000 | 18186.85 | 764388.15 |
| 135 | 2008.10.08 20:00 | buy | 56 | 0.10 | 1.12218 | 1.09230 | 1.13930 | ||
| 136 | 2008.10.09 00:00 | close | 56 | 0.10 | 1.12764 | 1.09230 | 1.13930 | 5882.71 | 770270.86 |
| 137 | 2008.10.09 02:03 | buy | 57 | 0.10 | 1.12711 | 1.09730 | 1.14430 | ||
| 138 | 2008.10.09 04:00 | close | 57 | 0.10 | 1.12685 | 1.09730 | 1.14430 | -280.13 | 769990.73 |
| 139 | 2008.10.20 20:00 | buy | 58 | 0.10 | 1.19470 | 1.16480 | 1.21180 | ||
| 140 | 2008.10.20 21:00 | close | 58 | 0.10 | 1.19163 | 1.16480 | 1.21180 | -3307.68 | 766683.05 |
| 141 | 2008.10.21 16:00 | buy | 59 | 0.10 | 1.20421 | 1.17715 | 1.22415 | ||
| 142 | 2008.10.21 17:00 | close | 59 | 0.10 | 1.20935 | 1.17715 | 1.22415 | 5537.94 | 772220.99 |
| 143 | 2008.10.21 20:00 | buy | 60 | 0.10 | 1.21885 | 1.18910 | 1.23610 | ||
| 144 | 2008.10.21 21:00 | close | 60 | 0.10 | 1.21801 | 1.18910 | 1.23610 | -905.04 | 771315.95 |
| 145 | 2008.10.21 21:00 | buy | 61 | 0.10 | 1.21846 | 1.18845 | 1.23545 | ||
| 146 | 2008.10.21 22:00 | close | 61 | 0.10 | 1.21332 | 1.18845 | 1.23545 | -5537.94 | 765778.01 |
| 147 | 2008.10.28 02:02 | buy | 62 | 0.10 | 1.29834 | 1.26810 | 1.31510 | ||
| 148 | 2008.10.28 05:00 | close | 62 | 0.10 | 1.30069 | 1.26810 | 1.31510 | 2531.94 | 768309.95 |
| 149 | 2008.11.06 21:00 | buy | 63 | 0.10 | 1.18752 | 1.15760 | 1.20460 | ||
| 150 | 2008.11.07 02:01 | modify | 63 | 0.10 | 1.18752 | 1.19686 | 1.20460 | ||
1ページ目次へ