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 |
| 1351 | 2015.02.05 13:00 | buy | 314 | 0.10 | 1.41640 | 1.39027 | 1.42977 | ||
| 1352 | 2015.02.12 14:00 | modify | 314 | 0.10 | 1.41640 | 1.39550 | 1.42977 | ||
| 1353 | 2015.02.12 14:20 | t/p | 314 | 0.10 | 1.42984 | 1.39550 | 1.42977 | 19131.57 | 1641767.15 |
| 1354 | 2015.02.12 15:00 | buy | 315 | 0.10 | 1.43183 | 1.40588 | 1.44538 | ||
| 1355 | 2015.02.17 23:00 | modify | 315 | 0.10 | 1.43183 | 1.40976 | 1.44538 | ||
| 1356 | 2015.02.18 11:00 | modify | 315 | 0.10 | 1.43183 | 1.41180 | 1.44538 | ||
| 1357 | 2015.02.18 11:30 | t/p | 315 | 0.10 | 1.44560 | 1.41180 | 1.44538 | 19601.32 | 1661368.47 |
| 1358 | 2015.02.18 13:00 | buy | 316 | 0.10 | 1.44839 | 1.42231 | 1.46181 | ||
| 1359 | 2015.02.18 19:00 | modify | 316 | 0.10 | 1.44839 | 1.42774 | 1.46181 | ||
| 1360 | 2015.02.18 20:00 | modify | 316 | 0.10 | 1.44839 | 1.42836 | 1.46181 | ||
| 1361 | 2015.02.19 12:54 | t/p | 316 | 0.10 | 1.46174 | 1.42836 | 1.46181 | 19003.46 | 1680371.93 |
| 1362 | 2015.02.25 11:00 | buy | 317 | 0.10 | 1.47228 | 1.44624 | 1.48574 | ||
| 1363 | 2015.03.05 19:00 | modify | 317 | 0.10 | 1.47228 | 1.45121 | 1.48574 | ||
| 1364 | 2015.03.05 20:00 | modify | 317 | 0.10 | 1.47228 | 1.45358 | 1.48574 | ||
| 1365 | 2015.03.05 21:00 | modify | 317 | 0.10 | 1.47228 | 1.45379 | 1.48574 | ||
| 1366 | 2015.03.05 22:00 | modify | 317 | 0.10 | 1.47228 | 1.45541 | 1.48574 | ||
| 1367 | 2015.03.05 23:00 | modify | 317 | 0.10 | 1.47228 | 1.45631 | 1.48574 | ||
| 1368 | 2015.03.06 10:44 | t/p | 317 | 0.10 | 1.48594 | 1.45631 | 1.48574 | 19444.74 | 1699816.67 |
| 1369 | 2015.03.09 14:00 | buy | 318 | 0.10 | 1.48747 | 1.46152 | 1.50102 | ||
| 1370 | 2015.03.10 09:00 | modify | 318 | 0.10 | 1.48747 | 1.46456 | 1.50102 | ||
| 1371 | 2015.03.10 10:00 | modify | 318 | 0.10 | 1.48747 | 1.46461 | 1.50102 | ||
| 1372 | 2015.03.10 14:00 | modify | 318 | 0.10 | 1.48747 | 1.46896 | 1.50102 | ||
| 1373 | 2015.03.10 16:14 | t/p | 318 | 0.10 | 1.50104 | 1.46896 | 1.50102 | 19316.62 | 1719133.29 |
| 1374 | 2015.03.10 17:00 | buy | 319 | 0.10 | 1.50235 | 1.47641 | 1.51591 | ||
| 1375 | 2015.03.11 13:00 | modify | 319 | 0.10 | 1.50235 | 1.48250 | 1.51591 | ||
| 1376 | 2015.03.11 13:29 | t/p | 319 | 0.10 | 1.51591 | 1.48250 | 1.51591 | 19302.39 | 1738435.68 |
| 1377 | 2015.03.17 15:00 | sell | 320 | 0.10 | 1.47825 | 1.50425 | 1.46475 | ||
| 1378 | 2015.03.18 14:00 | modify | 320 | 0.10 | 1.47825 | 1.50040 | 1.46475 | ||
| 1379 | 2015.03.18 15:00 | modify | 320 | 0.10 | 1.47825 | 1.49953 | 1.46475 | ||
| 1380 | 2015.03.18 16:00 | modify | 320 | 0.10 | 1.47825 | 1.49814 | 1.46475 | ||
| 1381 | 2015.03.18 17:00 | modify | 320 | 0.10 | 1.47825 | 1.49802 | 1.46475 | ||
| 1382 | 2015.03.18 17:33 | t/p | 320 | 0.10 | 1.46473 | 1.49802 | 1.46475 | 19249.24 | 1757684.92 |
| 1383 | 2015.03.23 15:00 | sell | 321 | 0.10 | 1.44933 | 1.47541 | 1.43591 | ||
| 1384 | 2015.03.24 11:38 | t/p | 321 | 0.10 | 1.43590 | 1.47541 | 1.43591 | 19121.10 | 1776806.02 |
| 1385 | 2015.03.26 13:00 | sell | 322 | 0.10 | 1.42106 | 1.44703 | 1.40753 | ||
| 1386 | 2015.04.22 13:00 | buy | 323 | 0.10 | 1.43054 | 1.41710 | 1.44410 | ||
| 1387 | 2015.04.22 15:04 | t/p | 323 | 0.10 | 1.44403 | 1.41710 | 1.44410 | 19202.74 | 1796008.76 |
| 1388 | 2015.04.22 15:06 | s/l | 322 | 0.10 | 1.44695 | 1.44703 | 1.40753 | -36861.14 | 1759147.62 |
| 1389 | 2015.04.27 22:00 | buy | 324 | 0.10 | 1.45528 | 1.42934 | 1.46884 | ||
| 1390 | 2015.04.28 16:00 | modify | 324 | 0.10 | 1.45528 | 1.43330 | 1.46884 | ||
| 1391 | 2015.04.28 17:00 | modify | 324 | 0.10 | 1.45528 | 1.43496 | 1.46884 | ||
| 1392 | 2015.04.29 00:00 | modify | 324 | 0.10 | 1.45528 | 1.43622 | 1.46884 | ||
| 1393 | 2015.04.29 03:00 | modify | 324 | 0.10 | 1.45528 | 1.43670 | 1.46884 | ||
| 1394 | 2015.04.29 07:00 | modify | 324 | 0.10 | 1.45528 | 1.43769 | 1.46884 | ||
| 1395 | 2015.04.29 09:00 | modify | 324 | 0.10 | 1.45528 | 1.43804 | 1.46884 | ||
| 1396 | 2015.04.29 09:20 | t/p | 324 | 0.10 | 1.46892 | 1.43804 | 1.46884 | 19416.27 | 1778563.89 |
| 1397 | 2015.05.06 18:00 | sell | 325 | 0.10 | 1.39313 | 1.41921 | 1.37971 | ||
| 1398 | 2015.05.07 13:00 | modify | 325 | 0.10 | 1.39313 | 1.41427 | 1.37971 | ||
| 1399 | 2015.05.07 14:00 | modify | 325 | 0.10 | 1.39313 | 1.41140 | 1.37971 | ||
| 1400 | 2015.05.07 15:00 | close | 325 | 0.10 | 1.39024 | 1.41140 | 1.37971 | 4114.67 | 1782678.56 |
| 1401 | 2015.05.15 14:00 | buy | 326 | 0.10 | 1.44710 | 1.42107 | 1.46057 | ||
| 1402 | 2015.05.15 17:00 | modify | 326 | 0.10 | 1.44710 | 1.42459 | 1.46057 | ||
| 1403 | 2015.05.15 18:00 | modify | 326 | 0.10 | 1.44710 | 1.42631 | 1.46057 | ||
| 1404 | 2015.05.19 10:51 | t/p | 326 | 0.10 | 1.46074 | 1.42631 | 1.46057 | 19416.27 | 1802094.83 |
| 1405 | 2015.05.20 14:00 | buy | 327 | 0.10 | 1.45930 | 1.43322 | 1.47272 | ||
| 1406 | 2015.05.21 19:00 | modify | 327 | 0.10 | 1.45930 | 1.43738 | 1.47272 | ||
| 1407 | 2015.05.22 00:00 | modify | 327 | 0.10 | 1.45930 | 1.43775 | 1.47272 | ||
| 1408 | 2015.05.22 01:00 | modify | 327 | 0.10 | 1.45930 | 1.43810 | 1.47272 | ||
| 1409 | 2015.05.22 02:00 | modify | 327 | 0.10 | 1.45930 | 1.43831 | 1.47272 | ||
| 1410 | 2015.05.22 04:00 | modify | 327 | 0.10 | 1.45930 | 1.43933 | 1.47272 | ||
| 1411 | 2015.05.29 12:32 | s/l | 327 | 0.10 | 1.43927 | 1.43933 | 1.47272 | -28512.30 | 1773582.53 |
| 1412 | 2015.06.05 10:00 | sell | 328 | 0.10 | 1.42984 | 1.45576 | 1.41626 | ||
| 1413 | 2015.06.09 01:00 | modify | 328 | 0.10 | 1.42984 | 1.45190 | 1.41626 | ||
| 1414 | 2015.06.09 03:00 | modify | 328 | 0.10 | 1.42984 | 1.45160 | 1.41626 | ||
| 1415 | 2015.06.09 06:00 | modify | 328 | 0.10 | 1.42984 | 1.45144 | 1.41626 | ||
| 1416 | 2015.06.09 08:00 | modify | 328 | 0.10 | 1.42984 | 1.45131 | 1.41626 | ||
| 1417 | 2015.06.09 09:00 | modify | 328 | 0.10 | 1.42984 | 1.45117 | 1.41626 | ||
| 1418 | 2015.06.09 10:58 | t/p | 328 | 0.10 | 1.41615 | 1.45117 | 1.41626 | 19491.28 | 1793073.81 |
| 1419 | 2015.06.12 17:00 | sell | 329 | 0.10 | 1.44119 | 1.45694 | 1.42732 | ||
| 1420 | 2015.06.15 18:12 | s/l | 329 | 0.10 | 1.45702 | 1.45694 | 1.42732 | -22538.13 | 1770535.68 |
| 1421 | 2015.06.23 10:00 | buy | 330 | 0.10 | 1.46504 | 1.43902 | 1.47852 | ||
| 1422 | 2015.06.23 15:00 | modify | 330 | 0.10 | 1.46504 | 1.44234 | 1.47852 | ||
| 1423 | 2015.06.23 16:00 | modify | 330 | 0.10 | 1.46504 | 1.44317 | 1.47852 | ||
| 1424 | 2015.06.23 17:00 | modify | 330 | 0.10 | 1.46504 | 1.44706 | 1.47852 | ||
| 1425 | 2015.06.23 18:00 | close | 330 | 0.10 | 1.46908 | 1.44706 | 1.47852 | 5750.86 | 1776286.54 |
| 1426 | 2015.06.25 13:00 | buy | 331 | 0.10 | 1.47295 | 1.44704 | 1.48654 | ||
| 1427 | 2015.07.01 23:00 | modify | 331 | 0.10 | 1.47295 | 1.45131 | 1.48654 | ||
| 1428 | 2015.07.02 00:00 | modify | 331 | 0.10 | 1.47295 | 1.45158 | 1.48654 | ||
| 1429 | 2015.07.02 14:00 | modify | 331 | 0.10 | 1.47295 | 1.45402 | 1.48654 | ||
| 1430 | 2015.07.02 14:00 | close | 331 | 0.10 | 1.48019 | 1.45402 | 1.48654 | 10305.99 | 1786592.53 |
| 1431 | 2015.07.08 08:00 | sell | 332 | 0.10 | 1.45963 | 1.48619 | 1.44612 | ||
| 1432 | 2015.07.08 13:00 | modify | 332 | 0.10 | 1.45963 | 1.48117 | 1.44612 | ||
| 1433 | 2015.07.08 14:00 | modify | 332 | 0.10 | 1.45963 | 1.48088 | 1.44612 | ||
| 1434 | 2015.07.08 15:00 | close | 332 | 0.10 | 1.46077 | 1.48088 | 1.44612 | -1623.09 | 1784969.44 |
| 1435 | 2015.07.27 03:00 | buy | 333 | 0.10 | 1.49453 | 1.46846 | 1.50796 | ||
| 1436 | 2015.07.28 13:00 | modify | 333 | 0.10 | 1.49453 | 1.47400 | 1.50796 | ||
| 1437 | 2015.07.28 14:00 | modify | 333 | 0.10 | 1.49453 | 1.47432 | 1.50796 | ||
| 1438 | 2015.07.28 15:00 | modify | 333 | 0.10 | 1.49453 | 1.47646 | 1.50796 | ||
| 1439 | 2015.07.28 16:00 | modify | 333 | 0.10 | 1.49453 | 1.47672 | 1.50796 | ||
| 1440 | 2015.07.28 17:00 | modify | 333 | 0.10 | 1.49453 | 1.47724 | 1.50796 | ||
| 1441 | 2015.07.29 16:00 | modify | 333 | 0.10 | 1.49453 | 1.47781 | 1.50796 | ||
| 1442 | 2015.07.29 16:51 | t/p | 333 | 0.10 | 1.50799 | 1.47781 | 1.50796 | 19160.05 | 1804129.49 |
| 1443 | 2015.07.29 23:00 | buy | 334 | 0.10 | 1.51074 | 1.48478 | 1.52428 | ||
| 1444 | 2015.07.30 15:00 | modify | 334 | 0.10 | 1.51074 | 1.48782 | 1.52428 | ||
| 1445 | 2015.07.30 16:00 | modify | 334 | 0.10 | 1.51074 | 1.48792 | 1.52428 | ||
| 1446 | 2015.08.04 19:00 | modify | 334 | 0.10 | 1.51074 | 1.48876 | 1.52428 | ||
| 1447 | 2015.08.04 20:00 | modify | 334 | 0.10 | 1.51074 | 1.49036 | 1.52428 | ||
| 1448 | 2015.08.04 21:00 | modify | 334 | 0.10 | 1.51074 | 1.49090 | 1.52428 | ||
| 1449 | 2015.08.04 23:00 | modify | 334 | 0.10 | 1.51074 | 1.49464 | 1.52428 | ||
| 1450 | 2015.08.05 10:17 | t/p | 334 | 0.10 | 1.52435 | 1.49464 | 1.52428 | 19373.56 | 1823503.05 |
| 1451 | 2015.08.14 21:00 | buy | 335 | 0.10 | 1.52954 | 1.50299 | 1.54310 | ||
| 1452 | 2015.08.18 15:00 | modify | 335 | 0.10 | 1.52954 | 1.50657 | 1.54310 | ||
| 1453 | 2015.08.19 18:00 | sell | 336 | 0.10 | 1.51942 | 1.54374 | 1.50587 | ||
| 1454 | 2015.08.20 00:00 | modify | 336 | 0.10 | 1.51942 | 1.54224 | 1.50587 | ||
| 1455 | 2015.08.20 11:00 | modify | 336 | 0.10 | 1.51942 | 1.54080 | 1.50587 | ||
| 1456 | 2015.08.20 11:46 | s/l | 335 | 0.10 | 1.50650 | 1.50657 | 1.54310 | -32796.98 | 1790706.07 |
| 1457 | 2015.08.20 11:50 | t/p | 336 | 0.10 | 1.50589 | 1.54080 | 1.50587 | 19263.47 | 1809969.54 |
| 1458 | 2015.08.21 15:00 | sell | 337 | 0.10 | 1.49568 | 1.52165 | 1.48215 | ||
| 1459 | 2015.08.21 19:00 | close | 337 | 0.10 | 1.48935 | 1.52165 | 1.48215 | 9012.40 | 1818981.94 |
| 1460 | 2015.08.21 20:00 | sell | 338 | 0.10 | 1.48823 | 1.51423 | 1.47473 | ||
| 1461 | 2015.08.24 05:44 | t/p | 338 | 0.10 | 1.47469 | 1.51423 | 1.47473 | 19277.71 | 1838259.65 |
| 1462 | 2015.09.01 12:00 | sell | 339 | 0.10 | 1.47498 | 1.50106 | 1.46156 | ||
| 1463 | 2015.09.02 01:00 | modify | 339 | 0.10 | 1.47498 | 1.49571 | 1.46156 | ||
| 1464 | 2015.09.08 10:06 | s/l | 339 | 0.10 | 1.49598 | 1.49571 | 1.46156 | -29898.96 | 1808360.69 |
| 1465 | 2015.09.11 15:00 | buy | 340 | 0.10 | 1.50806 | 1.48196 | 1.52146 | ||
| 1466 | 2015.09.24 14:09 | s/l | 340 | 0.10 | 1.48185 | 1.48196 | 1.52146 | -37309.41 | 1771051.28 |
| 1467 | 2015.10.02 17:00 | sell | 341 | 0.10 | 1.46860 | 1.49467 | 1.45517 | ||
| 1468 | 2015.10.13 15:00 | modify | 341 | 0.10 | 1.46860 | 1.49151 | 1.45517 | ||
| 1469 | 2015.10.13 15:35 | t/p | 341 | 0.10 | 1.45520 | 1.49151 | 1.45517 | 19078.39 | 1790129.67 |
| 1470 | 2015.10.13 17:00 | sell | 342 | 0.10 | 1.45939 | 1.48546 | 1.44596 | ||
| 1471 | 2015.10.21 12:21 | s/l | 342 | 0.10 | 1.48546 | 1.48546 | 1.44596 | -37117.42 | 1753012.25 |
| 1472 | 2015.10.22 11:00 | buy | 343 | 0.10 | 1.48285 | 1.45683 | 1.49633 | ||
| 1473 | 2015.10.22 15:00 | modify | 343 | 0.10 | 1.48285 | 1.46015 | 1.49633 | ||
| 1474 | 2015.10.22 15:50 | t/p | 343 | 0.10 | 1.49643 | 1.46015 | 1.49633 | 19330.86 | 1772343.11 |
| 1475 | 2015.10.22 17:00 | buy | 344 | 0.10 | 1.49710 | 1.47081 | 1.51031 | ||
| 1476 | 2015.10.26 14:00 | modify | 344 | 0.10 | 1.49710 | 1.47455 | 1.51031 | ||
| 1477 | 2015.10.26 15:00 | modify | 344 | 0.10 | 1.49710 | 1.47549 | 1.51031 | ||
| 1478 | 2015.10.26 16:00 | modify | 344 | 0.10 | 1.49710 | 1.47700 | 1.51031 | ||
| 1479 | 2015.10.26 17:00 | modify | 344 | 0.10 | 1.49710 | 1.47746 | 1.51031 | ||
| 1480 | 2015.10.26 19:00 | modify | 344 | 0.10 | 1.49710 | 1.47756 | 1.51031 | ||
| 1481 | 2015.10.26 20:00 | modify | 344 | 0.10 | 1.49710 | 1.47837 | 1.51031 | ||
| 1482 | 2015.10.26 20:40 | t/p | 344 | 0.10 | 1.51027 | 1.47837 | 1.51031 | 18747.23 | 1791090.34 |
| 1483 | 2015.10.26 21:00 | buy | 345 | 0.10 | 1.51009 | 1.48411 | 1.52361 | ||
| 1484 | 2015.10.28 23:00 | modify | 345 | 0.10 | 1.51009 | 1.48836 | 1.52361 | ||
| 1485 | 2015.10.29 00:00 | modify | 345 | 0.10 | 1.51009 | 1.48927 | 1.52361 | ||
| 1486 | 2015.10.29 05:00 | modify | 345 | 0.10 | 1.51009 | 1.49005 | 1.52361 | ||
| 1487 | 2015.10.30 17:00 | modify | 345 | 0.10 | 1.51009 | 1.49073 | 1.52361 | ||
| 1488 | 2015.10.30 19:14 | t/p | 345 | 0.10 | 1.52360 | 1.49073 | 1.52361 | 19231.22 | 1810321.56 |
| 1489 | 2015.11.10 15:00 | buy | 346 | 0.10 | 1.52100 | 1.49993 | 1.53444 | ||
| 1490 | 2015.11.13 17:00 | modify | 346 | 0.10 | 1.52100 | 1.50050 | 1.53444 | ||
| 1491 | 2015.11.13 18:00 | modify | 346 | 0.10 | 1.52100 | 1.50161 | 1.53444 | ||
| 1492 | 2015.11.13 18:46 | t/p | 346 | 0.10 | 1.53437 | 1.50161 | 1.53444 | 19031.93 | 1829353.49 |
| 1493 | 2015.11.13 19:00 | buy | 347 | 0.10 | 1.53432 | 1.50825 | 1.54775 | ||
| 1494 | 2015.11.17 16:00 | modify | 347 | 0.10 | 1.53432 | 1.51178 | 1.54775 | ||
| 1495 | 2015.11.17 17:00 | modify | 347 | 0.10 | 1.53432 | 1.51357 | 1.54775 | ||
| 1496 | 2015.11.17 19:00 | modify | 347 | 0.10 | 1.53432 | 1.51495 | 1.54775 | ||
| 1497 | 2015.11.17 20:00 | modify | 347 | 0.10 | 1.53432 | 1.51791 | 1.54775 | ||
| 1498 | 2015.11.18 16:47 | t/p | 347 | 0.10 | 1.54776 | 1.51791 | 1.54775 | 19131.57 | 1848485.06 |
| 1499 | 2015.11.20 16:00 | sell | 348 | 0.10 | 1.54620 | 1.55994 | 1.53266 | ||
| 1500 | 2015.11.24 15:10 | t/p | 348 | 0.10 | 1.53252 | 1.55994 | 1.53266 | 19477.03 | 1867962.09 |