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 | |
| # | 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 | 2008.11.07 02:04 | s/l | 63 | 0.10 | 1.19650 | 1.19686 | 1.20460 | 9675.23 | 777985.18 |
| 152 | 2008.11.12 16:00 | buy | 64 | 0.10 | 1.21413 | 1.18420 | 1.23120 | ||
| 153 | 2008.11.12 18:02 | t/p | 64 | 0.10 | 1.23134 | 1.18420 | 1.23120 | 18542.40 | 796527.58 |
| 154 | 2008.11.12 19:00 | buy | 65 | 0.10 | 1.22996 | 1.19990 | 1.24690 | ||
| 155 | 2008.11.19 21:00 | modify | 65 | 0.10 | 1.22996 | 1.24130 | 1.24690 | ||
| 156 | 2008.11.19 21:21 | t/p | 65 | 0.10 | 1.24697 | 1.24130 | 1.24690 | 18326.92 | 814854.50 |
| 157 | 2008.11.20 01:00 | buy | 66 | 0.10 | 1.25324 | 1.22330 | 1.27030 | ||
| 158 | 2008.11.20 16:00 | close | 66 | 0.10 | 1.26665 | 1.22330 | 1.27030 | 14448.20 | 829302.70 |
| 159 | 2008.12.03 12:00 | buy | 67 | 0.10 | 1.25640 | 1.22640 | 1.27340 | ||
| 160 | 2008.12.04 21:25 | t/p | 67 | 0.10 | 1.27345 | 1.22640 | 1.27340 | 18370.01 | 847672.71 |
| 161 | 2008.12.04 23:01 | buy | 68 | 0.10 | 1.27791 | 1.24830 | 1.29530 | ||
| 162 | 2008.12.05 15:41 | t/p | 68 | 0.10 | 1.29527 | 1.24830 | 1.29530 | 18704.01 | 866376.72 |
| 163 | 2008.12.26 18:00 | buy | 69 | 0.10 | 1.22111 | 1.19820 | 1.23820 | ||
| 164 | 2009.01.05 17:36 | s/l | 69 | 0.10 | 1.19762 | 1.19820 | 1.23820 | -25308.60 | 841068.12 |
| 165 | 2009.01.08 05:00 | buy | 70 | 0.10 | 1.19880 | 1.17575 | 1.21580 | ||
| 166 | 2009.01.12 21:00 | modify | 70 | 0.10 | 1.19880 | 1.21120 | 1.21580 | ||
| 167 | 2009.01.12 21:39 | t/p | 70 | 0.10 | 1.21582 | 1.21120 | 1.21580 | 18337.68 | 859405.80 |
| 168 | 2009.01.13 01:01 | buy | 71 | 0.10 | 1.21747 | 1.18829 | 1.23529 | ||
| 169 | 2009.01.13 16:00 | modify | 71 | 0.10 | 1.21747 | 1.22690 | 1.23529 | ||
| 170 | 2009.01.13 16:48 | s/l | 71 | 0.10 | 1.22662 | 1.22690 | 1.23529 | 9858.39 | 869264.19 |
| 171 | 2009.01.14 22:00 | buy | 72 | 0.10 | 1.24517 | 1.21510 | 1.26210 | ||
| 172 | 2009.01.15 17:37 | t/p | 72 | 0.10 | 1.26213 | 1.21510 | 1.26210 | 18273.04 | 887537.23 |
| 173 | 2009.02.06 10:02 | buy | 73 | 0.10 | 1.23852 | 1.22225 | 1.25515 | ||
| 174 | 2009.02.06 16:00 | modify | 73 | 0.10 | 1.23852 | 1.25050 | 1.25515 | ||
| 175 | 2009.02.06 16:00 | s/l | 73 | 0.10 | 1.25043 | 1.25050 | 1.25515 | 12832.07 | 900369.30 |
| 176 | 2009.02.06 16:00 | buy | 74 | 0.10 | 1.25086 | 1.22220 | 1.26810 | ||
| 177 | 2009.02.06 23:35 | s/l | 74 | 0.10 | 1.22226 | 1.22220 | 1.26810 | -30814.21 | 869555.09 |
| 178 | 2009.02.10 20:00 | buy | 75 | 0.10 | 1.23250 | 1.21220 | 1.24950 | ||
| 179 | 2009.02.10 23:00 | close | 75 | 0.10 | 1.24568 | 1.21220 | 1.24950 | 14200.40 | 883755.49 |
| 180 | 2009.02.10 23:00 | buy | 76 | 0.10 | 1.24618 | 1.21615 | 1.26315 | ||
| 181 | 2009.02.17 12:00 | modify | 76 | 0.10 | 1.24618 | 1.25665 | 1.26315 | ||
| 182 | 2009.02.17 12:01 | s/l | 76 | 0.10 | 1.25674 | 1.25665 | 1.26315 | 11377.55 | 895133.04 |
| 183 | 2009.02.17 12:01 | buy | 77 | 0.10 | 1.25665 | 1.22870 | 1.27570 | ||
| 184 | 2009.02.27 17:00 | modify | 77 | 0.10 | 1.25665 | 1.26690 | 1.27570 | ||
| 185 | 2009.02.27 17:00 | s/l | 77 | 0.10 | 1.26688 | 1.26690 | 1.27570 | 11022.01 | 906155.05 |
| 186 | 2009.02.27 17:00 | buy | 78 | 0.10 | 1.26712 | 1.23880 | 1.28580 | ||
| 187 | 2009.03.02 01:00 | modify | 78 | 0.10 | 1.26712 | 1.27665 | 1.28580 | ||
| 188 | 2009.03.02 03:39 | s/l | 78 | 0.10 | 1.27664 | 1.27665 | 1.28580 | 10257.04 | 916412.09 |
| 189 | 2009.03.09 13:00 | buy | 79 | 0.10 | 1.29131 | 1.27075 | 1.30825 | ||
| 190 | 2009.03.13 12:48 | s/l | 79 | 0.10 | 1.27050 | 1.27075 | 1.30825 | -22421.11 | 893990.98 |
| 191 | 2009.03.27 14:00 | buy | 80 | 0.10 | 1.23409 | 1.21928 | 1.25100 | ||
| 192 | 2009.03.30 09:00 | modify | 80 | 0.10 | 1.23409 | 1.24755 | 1.25100 | ||
| 193 | 2009.03.30 09:58 | s/l | 80 | 0.10 | 1.24749 | 1.24755 | 1.25100 | 14437.43 | 908428.41 |
| 194 | 2009.03.30 10:00 | buy | 81 | 0.10 | 1.24849 | 1.21948 | 1.26545 | ||
| 195 | 2009.03.30 20:00 | modify | 81 | 0.10 | 1.24849 | 1.25825 | 1.26545 | ||
| 196 | 2009.03.31 04:51 | s/l | 81 | 0.10 | 1.25829 | 1.25825 | 1.26545 | 10558.71 | 918987.12 |
| 197 | 2009.04.01 08:00 | buy | 82 | 0.10 | 1.26913 | 1.23920 | 1.28620 | ||
| 198 | 2009.04.02 18:20 | s/l | 82 | 0.10 | 1.23921 | 1.23920 | 1.28620 | -32236.40 | 886750.72 |
| 199 | 2009.04.13 16:00 | sell | 83 | 0.10 | 1.22109 | 1.24900 | 1.20410 | ||
| 200 | 2009.04.15 18:00 | modify | 83 | 0.10 | 1.22109 | 1.21155 | 1.20410 | ||
| 201 | 2009.04.15 18:51 | t/p | 83 | 0.10 | 1.20400 | 1.21155 | 1.20410 | 18416.53 | 905167.25 |
| 202 | 2009.04.15 20:00 | sell | 84 | 0.10 | 1.20240 | 1.23230 | 1.18530 | ||
| 203 | 2009.04.20 15:03 | s/l | 84 | 0.10 | 1.23230 | 1.23230 | 1.18530 | -32220.84 | 872946.41 |
| 204 | 2009.04.23 19:00 | sell | 85 | 0.10 | 1.22896 | 1.25120 | 1.21205 | ||
| 205 | 2009.04.24 14:00 | modify | 85 | 0.10 | 1.22896 | 1.21975 | 1.21205 | ||
| 206 | 2009.04.24 15:38 | s/l | 85 | 0.10 | 1.21982 | 1.21975 | 1.21205 | 9849.45 | 882795.86 |
| 207 | 2009.04.24 19:00 | sell | 86 | 0.10 | 1.20949 | 1.23940 | 1.19240 | ||
| 208 | 2009.04.30 05:00 | modify | 86 | 0.10 | 1.20949 | 1.19980 | 1.19240 | ||
| 209 | 2009.04.30 05:03 | s/l | 86 | 0.10 | 1.19983 | 1.19980 | 1.19240 | 10409.81 | 893205.67 |
| 210 | 2009.05.01 22:00 | sell | 87 | 0.10 | 1.18361 | 1.21355 | 1.16655 | ||
| 211 | 2009.05.05 00:00 | modify | 87 | 0.10 | 1.18361 | 1.17335 | 1.16655 | ||
| 212 | 2009.05.05 00:01 | s/l | 87 | 0.10 | 1.17396 | 1.17335 | 1.16655 | 10399.03 | 903604.70 |
| 213 | 2009.05.05 01:00 | sell | 88 | 0.10 | 1.17250 | 1.20260 | 1.15560 | ||
| 214 | 2009.05.08 16:00 | modify | 88 | 0.10 | 1.17250 | 1.16090 | 1.15560 | ||
| 215 | 2009.05.08 16:51 | t/p | 88 | 0.10 | 1.15564 | 1.16090 | 1.15560 | 18168.67 | 921773.37 |
| 216 | 2009.05.08 17:00 | sell | 89 | 0.10 | 1.15796 | 1.18790 | 1.14090 | ||
| 217 | 2009.05.08 19:00 | close | 89 | 0.10 | 1.15849 | 1.18790 | 1.14090 | -571.13 | 921202.24 |
| 218 | 2009.05.08 22:00 | sell | 90 | 0.10 | 1.15115 | 1.18125 | 1.13425 | ||
| 219 | 2009.05.08 23:00 | close | 90 | 0.10 | 1.14962 | 1.18125 | 1.13425 | 1648.76 | 922851.00 |
| 220 | 2009.05.11 00:03 | sell | 91 | 0.10 | 1.14989 | 1.17974 | 1.13274 | ||
| 221 | 2009.05.11 01:00 | close | 91 | 0.10 | 1.14999 | 1.17974 | 1.13274 | -107.76 | 922743.24 |
| 222 | 2009.05.18 23:00 | sell | 92 | 0.10 | 1.16233 | 1.18190 | 1.14530 | ||
| 223 | 2009.05.20 16:33 | t/p | 92 | 0.10 | 1.14537 | 1.18190 | 1.14530 | 18276.43 | 941019.67 |
| 224 | 2009.05.20 23:00 | sell | 93 | 0.10 | 1.14073 | 1.17070 | 1.12370 | ||
| 225 | 2009.05.22 14:00 | modify | 93 | 0.10 | 1.14073 | 1.13040 | 1.12370 | ||
| 226 | 2009.05.22 15:32 | t/p | 93 | 0.10 | 1.12367 | 1.13040 | 1.12370 | 18384.19 | 959403.86 |
| 227 | 2009.05.22 16:00 | sell | 94 | 0.10 | 1.12484 | 1.15480 | 1.10780 | ||
| 228 | 2009.05.26 11:00 | buy | 95 | 0.10 | 1.13021 | 1.09030 | 1.14230 | ||
| 229 | 2009.05.27 03:00 | modify | 94 | 0.10 | 1.12484 | 1.11580 | 1.10780 | ||
| 230 | 2009.05.27 03:01 | s/l | 94 | 0.10 | 1.11573 | 1.11580 | 1.10780 | 9817.12 | 969220.98 |
| 231 | 2009.05.29 13:00 | sell | 96 | 0.10 | 1.10224 | 1.13215 | 1.08515 | ||
| 232 | 2009.05.29 20:07 | s/l | 95 | 0.10 | 1.09021 | 1.09030 | 1.14230 | -43096.80 | 926124.18 |
| 233 | 2009.06.01 00:00 | modify | 96 | 0.10 | 1.10224 | 1.09220 | 1.08515 | ||
| 234 | 2009.06.01 02:29 | s/l | 96 | 0.10 | 1.09230 | 1.09220 | 1.08515 | 10711.54 | 936835.72 |
| 235 | 2009.06.03 21:00 | buy | 97 | 0.10 | 1.10610 | 1.06600 | 1.11800 | ||
| 236 | 2009.06.05 21:08 | t/p | 97 | 0.10 | 1.11798 | 1.06600 | 1.11800 | 12799.75 | 949635.47 |
| 237 | 2009.06.05 23:00 | buy | 98 | 0.10 | 1.11928 | 1.07920 | 1.13120 | ||
| 238 | 2009.06.15 10:59 | t/p | 98 | 0.10 | 1.13121 | 1.07920 | 1.13120 | 12853.62 | 962489.09 |
| 239 | 2009.06.22 05:01 | buy | 99 | 0.10 | 1.13786 | 1.09790 | 1.14990 | ||
| 240 | 2009.06.22 15:35 | t/p | 99 | 0.10 | 1.14992 | 1.09790 | 1.14990 | 12993.69 | 975482.78 |
| 241 | 2009.06.22 18:00 | buy | 100 | 0.10 | 1.15407 | 1.11405 | 1.16605 | ||
| 242 | 2009.07.03 02:00 | modify | 100 | 0.10 | 1.15407 | 1.16350 | 1.16605 | ||
| 243 | 2009.07.03 02:01 | s/l | 100 | 0.10 | 1.16326 | 1.16350 | 1.16605 | 9901.49 | 985384.27 |
| 244 | 2009.07.28 20:00 | buy | 101 | 0.10 | 1.08835 | 1.04840 | 1.10040 | ||
| 245 | 2009.08.11 16:15 | t/p | 101 | 0.10 | 1.10039 | 1.04840 | 1.10040 | 12972.13 | 998356.40 |
| 246 | 2009.08.11 18:00 | buy | 102 | 0.10 | 1.10090 | 1.06085 | 1.11285 | ||
| 247 | 2009.08.17 15:00 | modify | 102 | 0.10 | 1.10090 | 1.11150 | 1.11285 | ||
| 248 | 2009.08.17 15:00 | s/l | 102 | 0.10 | 1.11151 | 1.11150 | 1.11285 | 11431.42 | 1009787.82 |
| 249 | 2009.08.25 22:00 | buy | 103 | 0.10 | 1.08472 | 1.04480 | 1.09680 | ||
| 250 | 2009.08.26 16:42 | t/p | 103 | 0.10 | 1.09670 | 1.04480 | 1.09680 | 12907.49 | 1022695.31 |
| 251 | 2009.08.26 18:00 | buy | 104 | 0.10 | 1.09807 | 1.05800 | 1.11000 | ||
| 252 | 2009.09.02 16:19 | t/p | 104 | 0.10 | 1.11004 | 1.05800 | 1.11000 | 12896.72 | 1035592.03 |
| 253 | 2009.09.10 12:00 | buy | 105 | 0.10 | 1.08234 | 1.04230 | 1.09430 | ||
| 254 | 2009.09.24 21:25 | t/p | 105 | 0.10 | 1.09428 | 1.04230 | 1.09430 | 12864.40 | 1048456.43 |
| 255 | 2009.10.01 23:00 | buy | 106 | 0.10 | 1.08464 | 1.04465 | 1.09665 | ||
| 256 | 2009.10.09 14:17 | s/l | 106 | 0.10 | 1.04466 | 1.04465 | 1.09665 | -43075.25 | 1005381.18 |
| 257 | 2009.10.20 19:00 | buy | 107 | 0.10 | 1.04966 | 1.00960 | 1.06160 | ||
| 258 | 2009.10.26 18:59 | t/p | 107 | 0.10 | 1.06175 | 1.00960 | 1.06160 | 13026.01 | 1018407.19 |
| 259 | 2009.10.26 20:00 | buy | 108 | 0.10 | 1.06219 | 1.02220 | 1.07420 | ||
| 260 | 2009.10.28 12:23 | t/p | 108 | 0.10 | 1.07427 | 1.02220 | 1.07420 | 13015.23 | 1031422.42 |
| 261 | 2009.10.28 14:00 | buy | 109 | 0.10 | 1.07297 | 1.03295 | 1.08495 | ||
| 262 | 2009.11.02 00:30 | t/p | 109 | 0.10 | 1.08492 | 1.03295 | 1.08495 | 12875.17 | 1044297.59 |
| 263 | 2009.11.12 20:00 | buy | 110 | 0.10 | 1.05198 | 1.01190 | 1.06390 | ||
| 264 | 2009.11.19 16:39 | t/p | 110 | 0.10 | 1.06407 | 1.01190 | 1.06390 | 13026.01 | 1057323.60 |
| 265 | 2009.11.26 21:00 | buy | 111 | 0.10 | 1.06036 | 1.02043 | 1.07243 | ||
| 266 | 2009.11.27 09:45 | t/p | 111 | 0.10 | 1.07240 | 1.02043 | 1.07243 | 12972.14 | 1070295.74 |
| 267 | 2009.12.03 01:00 | buy | 112 | 0.10 | 1.05115 | 1.01125 | 1.06325 | ||
| 268 | 2009.12.07 10:50 | t/p | 112 | 0.10 | 1.06329 | 1.01125 | 1.06325 | 13079.88 | 1083375.62 |
| 269 | 2009.12.11 20:00 | buy | 113 | 0.10 | 1.05899 | 1.01900 | 1.07100 | ||
| 270 | 2009.12.17 08:00 | modify | 113 | 0.10 | 1.05899 | 1.06875 | 1.07100 | ||
| 271 | 2009.12.17 08:36 | s/l | 113 | 0.10 | 1.06875 | 1.06875 | 1.07100 | 10515.62 | 1093891.24 |
| 272 | 2009.12.30 22:00 | buy | 114 | 0.10 | 1.05558 | 1.01565 | 1.06765 | ||
| 273 | 2010.01.26 16:19 | t/p | 114 | 0.10 | 1.06757 | 1.01565 | 1.06765 | 12918.27 | 1106809.51 |
| 274 | 2010.01.28 11:00 | sell | 115 | 0.10 | 1.05723 | 1.09725 | 1.04525 | ||
| 275 | 2010.02.16 09:00 | modify | 115 | 0.10 | 1.05723 | 1.04680 | 1.04525 | ||
| 276 | 2010.02.16 09:06 | s/l | 115 | 0.10 | 1.04684 | 1.04680 | 1.04525 | 11196.47 | 1118005.98 |
| 277 | 2010.02.18 03:00 | buy | 116 | 0.10 | 1.04782 | 1.00775 | 1.05975 | ||
| 278 | 2010.02.25 15:21 | t/p | 116 | 0.10 | 1.05983 | 1.00775 | 1.05975 | 12939.82 | 1130945.80 |
| 279 | 2010.03.09 13:00 | buy | 117 | 0.10 | 1.03018 | 0.99015 | 1.04215 | ||
| 280 | 2010.03.12 16:00 | sell | 118 | 0.10 | 1.01651 | 1.03270 | 0.99955 | ||
| 281 | 2010.04.05 11:00 | modify | 118 | 0.10 | 1.01651 | 1.00685 | 0.99955 | ||
| 282 | 2010.04.05 11:10 | s/l | 118 | 0.10 | 1.00682 | 1.00685 | 0.99955 | 10442.14 | 1141387.94 |
| 283 | 2010.05.04 14:00 | close | 117 | 0.10 | 1.01652 | 0.99015 | 1.04215 | -14717.56 | 1126670.38 |
| 284 | 2010.05.04 16:00 | buy | 119 | 0.10 | 1.01961 | 0.97960 | 1.03160 | ||
| 285 | 2010.05.05 16:00 | t/p | 119 | 0.10 | 1.03166 | 0.97960 | 1.03160 | 12982.91 | 1139653.29 |
| 286 | 2010.05.27 11:00 | sell | 120 | 0.10 | 1.05639 | 1.09635 | 1.04435 | ||
| 287 | 2010.05.28 13:00 | modify | 120 | 0.10 | 1.05639 | 1.04670 | 1.04435 | ||
| 288 | 2010.05.28 13:35 | s/l | 120 | 0.10 | 1.04669 | 1.04670 | 1.04435 | 10452.91 | 1150106.20 |
| 289 | 2010.06.02 22:00 | sell | 121 | 0.10 | 1.03995 | 1.07985 | 1.02785 | ||
| 290 | 2010.06.14 12:36 | t/p | 121 | 0.10 | 1.02780 | 1.07985 | 1.02785 | 13093.08 | 1163199.28 |
| 291 | 2010.06.25 21:00 | sell | 122 | 0.10 | 1.03568 | 1.07570 | 1.02370 | ||
| 292 | 2010.08.02 10:47 | t/p | 122 | 0.10 | 1.02366 | 1.07570 | 1.02370 | 12952.99 | 1176152.27 |
| 293 | 2010.08.04 08:00 | buy | 123 | 0.10 | 1.02535 | 0.98540 | 1.03740 | ||
| 294 | 2010.08.10 15:19 | t/p | 123 | 0.10 | 1.03746 | 0.98540 | 1.03740 | 13047.55 | 1189199.82 |
| 295 | 2010.08.27 22:00 | sell | 124 | 0.10 | 1.05224 | 1.09225 | 1.04025 | ||
| 296 | 2010.09.03 16:51 | t/p | 124 | 0.10 | 1.04021 | 1.09225 | 1.04025 | 12963.77 | 1202163.59 |
| 297 | 2010.09.15 07:00 | buy | 125 | 0.10 | 1.03193 | 0.99185 | 1.04385 | ||
| 298 | 2010.10.13 16:00 | sell | 126 | 0.10 | 1.00257 | 1.02360 | 0.98550 | ||
| 299 | 2010.10.19 14:17 | s/l | 126 | 0.10 | 1.02360 | 1.02360 | 0.98550 | -22662.35 | 1179501.24 |
| 300 | 2010.11.10 08:00 | close | 125 | 0.10 | 1.00492 | 0.99185 | 1.04385 | -29101.11 | 1150400.13 |