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 |
| 301 | 2010.11.12 06:00 | buy | 127 | 0.10 | 1.00846 | 0.96840 | 1.02040 | ||
| 302 | 2010.11.16 16:47 | t/p | 127 | 0.10 | 1.02036 | 0.96840 | 1.02040 | 12821.30 | 1163221.43 |
| 303 | 2010.11.26 08:00 | buy | 128 | 0.10 | 1.01284 | 0.97278 | 1.02478 | ||
| 304 | 2010.11.29 17:04 | t/p | 128 | 0.10 | 1.02470 | 0.97278 | 1.02478 | 12778.20 | 1175999.63 |
| 305 | 2010.12.06 13:00 | buy | 129 | 0.10 | 1.00750 | 0.96758 | 1.01958 | ||
| 306 | 2010.12.20 17:13 | t/p | 129 | 0.10 | 1.01954 | 0.96758 | 1.01958 | 12972.14 | 1188971.77 |
| 307 | 2011.01.04 17:00 | buy | 130 | 0.10 | 0.99647 | 0.95643 | 1.00843 | ||
| 308 | 2011.03.01 18:00 | close | 130 | 0.10 | 0.97351 | 0.95643 | 1.00843 | -24737.57 | 1164234.20 |
| 309 | 2011.03.10 17:00 | buy | 131 | 0.10 | 0.97521 | 0.96627 | 0.98714 | ||
| 310 | 2011.03.15 12:52 | t/p | 131 | 0.10 | 0.98710 | 0.96627 | 0.98714 | 12810.52 | 1177044.72 |
| 311 | 2011.03.15 17:00 | buy | 132 | 0.10 | 0.98878 | 0.96627 | 1.00079 | ||
| 312 | 2011.04.01 15:20 | s/l | 132 | 0.10 | 0.96617 | 0.96627 | 1.00079 | -24360.47 | 1152684.25 |
| 313 | 2011.04.06 18:00 | sell | 133 | 0.10 | 0.95784 | 0.97348 | 0.94077 | ||
| 314 | 2011.04.12 04:00 | buy | 134 | 0.10 | 0.95804 | 0.95217 | 0.97004 | ||
| 315 | 2011.04.18 17:57 | t/p | 134 | 0.10 | 0.97014 | 0.95217 | 0.97004 | 13036.78 | 1165721.03 |
| 316 | 2011.04.21 09:00 | modify | 133 | 0.10 | 0.95784 | 0.94867 | 0.94077 | ||
| 317 | 2011.04.21 11:16 | s/l | 133 | 0.10 | 0.94862 | 0.94867 | 0.94077 | 9935.66 | 1175656.69 |
| 318 | 2011.04.25 18:00 | buy | 135 | 0.10 | 0.95449 | 0.94487 | 0.96653 | ||
| 319 | 2011.04.29 23:26 | s/l | 135 | 0.10 | 0.94478 | 0.94487 | 0.96653 | -10461.75 | 1165194.94 |
| 320 | 2011.05.03 15:00 | buy | 136 | 0.10 | 0.95376 | 0.94398 | 0.96566 | ||
| 321 | 2011.05.05 13:44 | t/p | 136 | 0.10 | 0.96570 | 0.94398 | 0.96566 | 12864.39 | 1178059.33 |
| 322 | 2011.05.05 15:00 | buy | 137 | 0.10 | 0.96541 | 0.94397 | 0.97738 | ||
| 323 | 2011.05.16 14:00 | modify | 137 | 0.10 | 0.96541 | 0.97444 | 0.97738 | ||
| 324 | 2011.05.16 14:57 | s/l | 137 | 0.10 | 0.97437 | 0.97444 | 0.97738 | 9653.69 | 1187713.02 |
| 325 | 2011.05.31 04:00 | sell | 138 | 0.10 | 0.97525 | 1.01518 | 0.96318 | ||
| 326 | 2011.06.30 16:00 | modify | 138 | 0.10 | 0.97525 | 0.96608 | 0.96318 | ||
| 327 | 2011.06.30 16:05 | s/l | 138 | 0.10 | 0.96614 | 0.96608 | 0.96318 | 9817.12 | 1197530.14 |
| 328 | 2011.07.05 15:00 | buy | 139 | 0.10 | 0.96317 | 0.94400 | 0.97512 | ||
| 329 | 2011.07.12 10:13 | t/p | 139 | 0.10 | 0.97513 | 0.94400 | 0.97512 | 12885.94 | 1210416.08 |
| 330 | 2011.07.22 16:00 | buy | 140 | 0.10 | 0.94909 | 0.94182 | 0.96103 | ||
| 331 | 2011.07.26 14:29 | s/l | 140 | 0.10 | 0.94190 | 0.94182 | 0.96103 | -7746.65 | 1202669.43 |
| 332 | 2011.07.27 19:00 | buy | 141 | 0.10 | 0.94752 | 0.94017 | 0.95954 | ||
| 333 | 2011.08.01 17:54 | t/p | 141 | 0.10 | 0.95947 | 0.94017 | 0.95954 | 12875.17 | 1215544.60 |
| 334 | 2011.08.01 19:00 | buy | 142 | 0.10 | 0.95956 | 0.94016 | 0.97146 | ||
| 335 | 2011.08.04 12:48 | t/p | 142 | 0.10 | 0.97141 | 0.94016 | 0.97146 | 12767.42 | 1228312.02 |
| 336 | 2011.08.09 05:00 | buy | 143 | 0.10 | 0.99676 | 0.96683 | 1.01383 | ||
| 337 | 2011.08.10 01:00 | sell | 144 | 0.10 | 0.97700 | 1.01702 | 0.96502 | ||
| 338 | 2011.09.22 03:00 | modify | 143 | 0.10 | 0.99676 | 1.00580 | 1.01383 | ||
| 339 | 2011.09.22 08:00 | close | 143 | 0.10 | 1.01203 | 1.00580 | 1.01383 | 16452.20 | 1244764.22 |
| 340 | 2011.09.22 08:00 | buy | 145 | 0.10 | 1.01237 | 0.98231 | 1.02931 | ||
| 341 | 2011.09.22 10:49 | s/l | 144 | 0.10 | 1.01710 | 1.01702 | 0.96502 | -43212.56 | 1201551.66 |
| 342 | 2011.09.22 14:00 | modify | 145 | 0.10 | 1.01237 | 1.02424 | 1.02931 | ||
| 343 | 2011.09.22 14:01 | t/p | 145 | 0.10 | 1.02928 | 1.02424 | 1.02931 | 18219.17 | 1219770.83 |
| 344 | 2011.09.22 15:00 | buy | 146 | 0.10 | 1.03050 | 1.00048 | 1.04748 | ||
| 345 | 2011.09.30 11:00 | modify | 146 | 0.10 | 1.03050 | 1.04154 | 1.04748 | ||
| 346 | 2011.09.30 15:27 | s/l | 146 | 0.10 | 1.04145 | 1.04154 | 1.04748 | 11797.75 | 1231568.58 |
| 347 | 2011.10.04 18:00 | buy | 147 | 0.10 | 1.06234 | 1.03242 | 1.07942 | ||
| 348 | 2011.10.04 22:00 | close | 147 | 0.10 | 1.06480 | 1.03242 | 1.07942 | 2650.46 | 1234219.04 |
| 349 | 2011.10.06 00:00 | sell | 148 | 0.10 | 1.04010 | 1.08006 | 1.02806 | ||
| 350 | 2011.10.07 15:35 | t/p | 148 | 0.10 | 1.02801 | 1.08006 | 1.02806 | 13028.42 | 1247247.46 |
| 351 | 2011.10.07 17:00 | sell | 149 | 0.10 | 1.02988 | 1.06980 | 1.01780 | ||
| 352 | 2011.10.12 12:33 | t/p | 149 | 0.10 | 1.01780 | 1.06980 | 1.01780 | 13017.65 | 1260265.11 |
| 353 | 2011.10.12 14:00 | sell | 150 | 0.10 | 1.01711 | 1.05703 | 1.00503 | ||
| 354 | 2011.10.17 11:00 | modify | 150 | 0.10 | 1.01711 | 1.00782 | 1.00503 | ||
| 355 | 2011.10.17 12:08 | t/p | 150 | 0.10 | 1.00509 | 1.00782 | 1.00503 | 12952.99 | 1273218.10 |
| 356 | 2011.10.19 09:00 | sell | 151 | 0.10 | 1.01035 | 1.05043 | 0.99843 | ||
| 357 | 2011.10.25 15:00 | modify | 151 | 0.10 | 1.01035 | 0.99989 | 0.99843 | ||
| 358 | 2011.10.25 15:02 | s/l | 151 | 0.10 | 0.99988 | 0.99989 | 0.99843 | 11282.68 | 1284500.78 |
| 359 | 2011.10.25 15:02 | sell | 152 | 0.10 | 0.99982 | 1.03937 | 0.98737 | ||
| 360 | 2011.10.28 13:00 | modify | 152 | 0.10 | 0.99982 | 0.99044 | 0.98737 | ||
| 361 | 2011.10.28 13:01 | s/l | 152 | 0.10 | 0.99052 | 0.99044 | 0.98737 | 10021.87 | 1294522.65 |
| 362 | 2011.11.03 15:00 | sell | 153 | 0.10 | 1.01052 | 1.05057 | 0.99857 | ||
| 363 | 2011.11.25 11:07 | s/l | 153 | 0.10 | 1.05081 | 1.05057 | 0.99857 | -43417.31 | 1251105.34 |
| 364 | 2011.11.28 01:00 | sell | 154 | 0.10 | 1.04376 | 1.08378 | 1.03178 | ||
| 365 | 2011.11.28 13:00 | modify | 154 | 0.10 | 1.04376 | 1.03470 | 1.03178 | ||
| 366 | 2011.11.28 15:32 | t/p | 154 | 0.10 | 1.03182 | 1.03470 | 1.03178 | 12866.78 | 1263972.12 |
| 367 | 2011.11.28 16:00 | sell | 155 | 0.10 | 1.03178 | 1.07182 | 1.01982 | ||
| 368 | 2011.11.30 15:05 | t/p | 155 | 0.10 | 1.01973 | 1.07182 | 1.01982 | 12985.32 | 1276957.44 |
| 369 | 2011.11.30 18:00 | sell | 156 | 0.10 | 1.01691 | 1.05684 | 1.00484 | ||
| 370 | 2012.01.20 12:00 | buy | 157 | 0.10 | 1.01496 | 0.97496 | 1.02696 | ||
| 371 | 2012.01.25 19:00 | close | 156 | 0.10 | 1.01202 | 1.05684 | 1.00484 | 5269.56 | 1282227.00 |
| 372 | 2012.03.16 13:00 | close | 157 | 0.10 | 0.99342 | 0.97496 | 1.02696 | -23207.62 | 1259019.38 |
| 373 | 2012.03.22 12:00 | buy | 158 | 0.10 | 0.99493 | 0.95503 | 1.00703 | ||
| 374 | 2012.04.11 00:00 | modify | 158 | 0.10 | 0.99493 | 1.00416 | 1.00703 | ||
| 375 | 2012.04.11 00:00 | s/l | 158 | 0.10 | 1.00404 | 1.00416 | 1.00703 | 9815.30 | 1268834.68 |
| 376 | 2012.04.19 18:00 | buy | 159 | 0.10 | 0.99321 | 0.95314 | 1.00514 | ||
| 377 | 2012.05.09 13:00 | modify | 159 | 0.10 | 0.99321 | 1.00222 | 1.00514 | ||
| 378 | 2012.05.09 14:24 | t/p | 159 | 0.10 | 1.00507 | 1.00222 | 1.00514 | 12778.20 | 1281612.88 |
| 379 | 2012.05.16 07:00 | buy | 160 | 0.10 | 1.00862 | 0.99490 | 1.02572 | ||
| 380 | 2012.05.18 00:00 | modify | 160 | 0.10 | 1.00862 | 1.01898 | 1.02572 | ||
| 381 | 2012.05.18 00:06 | s/l | 160 | 0.10 | 1.01888 | 1.01898 | 1.02572 | 11054.33 | 1292667.21 |
| 382 | 2012.05.21 17:00 | buy | 161 | 0.10 | 1.02334 | 0.99845 | 1.04040 | ||
| 383 | 2012.05.31 21:00 | modify | 161 | 0.10 | 1.02334 | 1.03293 | 1.04040 | ||
| 384 | 2012.05.31 21:05 | s/l | 161 | 0.10 | 1.03292 | 1.03293 | 1.04040 | 10321.69 | 1302988.90 |
| 385 | 2012.06.06 07:00 | sell | 162 | 0.10 | 1.03353 | 1.07356 | 1.02156 | ||
| 386 | 2012.06.07 16:26 | t/p | 162 | 0.10 | 1.02157 | 1.07356 | 1.02156 | 12888.34 | 1315877.24 |
| 387 | 2012.06.15 00:00 | sell | 163 | 0.10 | 1.02261 | 1.06256 | 1.01056 | ||
| 388 | 2012.07.03 19:00 | modify | 163 | 0.10 | 1.02261 | 1.01311 | 1.01056 | ||
| 389 | 2012.07.03 19:35 | s/l | 163 | 0.10 | 1.01323 | 1.01311 | 1.01056 | 10108.08 | 1325985.32 |
| 390 | 2012.07.10 14:00 | sell | 164 | 0.10 | 1.01705 | 1.05704 | 1.00504 | ||
| 391 | 2012.07.19 16:00 | modify | 164 | 0.10 | 1.01705 | 1.00768 | 1.00504 | ||
| 392 | 2012.07.19 16:02 | s/l | 164 | 0.10 | 1.00779 | 1.00768 | 1.00504 | 9978.76 | 1335964.08 |
| 393 | 2012.08.01 23:00 | buy | 165 | 0.10 | 1.00513 | 0.96517 | 1.01717 | ||
| 394 | 2012.09.14 07:28 | s/l | 165 | 0.10 | 0.96523 | 0.96517 | 1.01717 | -42989.05 | 1292975.03 |
| 395 | 2012.09.17 22:00 | buy | 166 | 0.10 | 0.97554 | 0.94010 | 0.98760 | ||
| 396 | 2012.09.26 23:00 | modify | 166 | 0.10 | 0.97554 | 0.98459 | 0.98760 | ||
| 397 | 2012.09.27 00:49 | s/l | 166 | 0.10 | 0.98454 | 0.98459 | 0.98760 | 9696.78 | 1302671.81 |
| 398 | 2012.10.03 12:00 | buy | 167 | 0.10 | 0.98728 | 0.94718 | 0.99918 | ||
| 399 | 2012.10.23 15:00 | modify | 167 | 0.10 | 0.98728 | 0.99649 | 0.99918 | ||
| 400 | 2012.10.23 15:13 | s/l | 167 | 0.10 | 0.99655 | 0.99649 | 0.99918 | 9987.68 | 1312659.49 |
| 401 | 2012.10.31 12:00 | sell | 168 | 0.10 | 0.99785 | 1.03787 | 0.98587 | ||
| 402 | 2012.11.07 10:00 | modify | 168 | 0.10 | 0.99785 | 0.98880 | 0.98587 | ||
| 403 | 2012.11.07 10:11 | s/l | 168 | 0.10 | 0.98888 | 0.98880 | 0.98587 | 9666.25 | 1322325.74 |
| 404 | 2012.11.19 13:00 | sell | 169 | 0.10 | 0.99871 | 1.03867 | 0.98667 | ||
| 405 | 2012.12.10 00:40 | t/p | 169 | 0.10 | 0.98658 | 1.03867 | 0.98667 | 13071.53 | 1335397.27 |
| 406 | 2012.12.31 21:00 | sell | 170 | 0.10 | 0.99362 | 1.03353 | 0.98153 | ||
| 407 | 2013.01.02 17:00 | modify | 170 | 0.10 | 0.99362 | 0.98456 | 0.98153 | ||
| 408 | 2013.01.02 17:50 | s/l | 170 | 0.10 | 0.98467 | 0.98456 | 0.98153 | 9644.69 | 1345041.96 |
| 409 | 2013.01.14 15:00 | buy | 171 | 0.10 | 0.98585 | 0.94580 | 0.99780 | ||
| 410 | 2013.01.23 17:09 | t/p | 171 | 0.10 | 0.99788 | 0.94580 | 0.99780 | 12961.36 | 1358003.32 |
| 411 | 2013.01.25 16:00 | buy | 172 | 0.10 | 1.00741 | 0.98985 | 1.02434 | ||
| 412 | 2013.01.29 19:00 | sell | 173 | 0.10 | 1.00280 | 1.04288 | 0.99088 | ||
| 413 | 2013.02.20 22:00 | modify | 172 | 0.10 | 1.00741 | 1.01682 | 1.02434 | ||
| 414 | 2013.02.20 23:03 | s/l | 172 | 0.10 | 1.01688 | 1.01682 | 1.02434 | 10203.17 | 1368206.49 |
| 415 | 2013.02.28 19:00 | buy | 174 | 0.10 | 1.02880 | 1.01540 | 1.04573 | ||
| 416 | 2013.03.26 20:00 | close | 173 | 0.10 | 1.01765 | 1.04288 | 0.99088 | -16002.65 | 1352203.84 |
| 417 | 2013.03.26 22:00 | sell | 175 | 0.10 | 1.01641 | 1.05633 | 1.00433 | ||
| 418 | 2013.03.27 15:30 | s/l | 174 | 0.10 | 1.01536 | 1.01540 | 1.04573 | -14480.53 | 1337723.31 |
| 419 | 2013.05.01 02:00 | modify | 175 | 0.10 | 1.01641 | 1.00717 | 1.00433 | ||
| 420 | 2013.05.01 02:37 | s/l | 175 | 0.10 | 1.00725 | 1.00717 | 1.00433 | 9870.99 | 1347594.30 |
| 421 | 2013.05.09 23:00 | buy | 176 | 0.10 | 1.00755 | 0.96759 | 1.01959 | ||
| 422 | 2013.05.15 00:00 | modify | 176 | 0.10 | 1.00755 | 1.01705 | 1.01959 | ||
| 423 | 2013.05.15 09:40 | t/p | 176 | 0.10 | 1.01959 | 1.01705 | 1.01959 | 12972.14 | 1360566.44 |
| 424 | 2013.05.30 22:00 | sell | 177 | 0.10 | 1.02994 | 1.06997 | 1.01797 | ||
| 425 | 2013.06.07 15:32 | t/p | 177 | 0.10 | 1.01801 | 1.06997 | 1.01797 | 12856.00 | 1373422.44 |
| 426 | 2013.06.17 20:00 | buy | 178 | 0.10 | 1.01879 | 0.97872 | 1.03072 | ||
| 427 | 2013.06.20 03:00 | modify | 178 | 0.10 | 1.01879 | 1.02780 | 1.03072 | ||
| 428 | 2013.06.20 03:07 | s/l | 178 | 0.10 | 1.02768 | 1.02780 | 1.03072 | 9578.27 | 1383000.71 |
| 429 | 2013.06.21 17:00 | buy | 179 | 0.10 | 1.04670 | 1.01662 | 1.06362 | ||
| 430 | 2013.06.27 06:00 | sell | 180 | 0.10 | 1.04289 | 1.08294 | 1.03094 | ||
| 431 | 2013.07.05 17:00 | modify | 179 | 0.10 | 1.04670 | 1.05727 | 1.06362 | ||
| 432 | 2013.07.05 18:17 | s/l | 179 | 0.10 | 1.05732 | 1.05727 | 1.06362 | 11442.20 | 1394442.91 |
| 433 | 2013.07.22 20:00 | modify | 180 | 0.10 | 1.04289 | 1.03361 | 1.03094 | ||
| 434 | 2013.07.22 20:48 | s/l | 180 | 0.10 | 1.03360 | 1.03361 | 1.03094 | 10011.09 | 1404454.00 |
| 435 | 2013.08.06 04:00 | sell | 181 | 0.10 | 1.03511 | 1.07511 | 1.02311 | ||
| 436 | 2013.09.13 09:00 | buy | 182 | 0.10 | 1.03366 | 0.99369 | 1.04569 | ||
| 437 | 2013.09.18 21:32 | t/p | 181 | 0.10 | 1.02319 | 1.07511 | 1.02311 | 12845.23 | 1417299.23 |
| 438 | 2013.10.25 11:00 | modify | 182 | 0.10 | 1.03366 | 1.04275 | 1.04569 | ||
| 439 | 2013.10.25 20:50 | t/p | 182 | 0.10 | 1.04573 | 1.04275 | 1.04569 | 13004.46 | 1430303.69 |
| 440 | 2013.10.29 10:00 | sell | 183 | 0.10 | 1.04328 | 1.06785 | 1.03119 | ||
| 441 | 2013.11.29 23:00 | buy | 184 | 0.10 | 1.06186 | 1.05153 | 1.07885 | ||
| 442 | 2013.12.04 12:23 | s/l | 183 | 0.10 | 1.06775 | 1.06785 | 1.03119 | -26369.37 | 1403934.32 |
| 443 | 2013.12.10 00:00 | sell | 185 | 0.10 | 1.06244 | 1.07130 | 1.05053 | ||
| 444 | 2013.12.19 00:06 | s/l | 185 | 0.10 | 1.07126 | 1.07130 | 1.05053 | -9504.61 | 1394429.71 |
| 445 | 2013.12.19 04:00 | modify | 184 | 0.10 | 1.06186 | 1.07094 | 1.07885 | ||
| 446 | 2013.12.19 10:27 | s/l | 184 | 0.10 | 1.07088 | 1.07094 | 1.07885 | 9718.33 | 1404148.04 |
| 447 | 2013.12.23 00:01 | sell | 186 | 0.10 | 1.06393 | 1.07429 | 1.05198 | ||
| 448 | 2014.01.07 17:03 | s/l | 186 | 0.10 | 1.07432 | 1.07429 | 1.05198 | -11196.47 | 1392951.57 |
| 449 | 2014.01.10 18:00 | buy | 187 | 0.10 | 1.09225 | 1.06216 | 1.10916 | ||
| 450 | 2014.01.22 19:00 | modify | 187 | 0.10 | 1.09225 | 1.10508 | 1.10916 | ||