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 |
| 1501 | 2015.11.24 16:00 | sell | 349 | 0.10 | 1.53262 | 1.55994 | 1.51912 | ||
| 1502 | 2015.12.02 22:00 | modify | 349 | 0.10 | 1.53262 | 1.55466 | 1.51912 | ||
| 1503 | 2015.12.02 23:00 | modify | 349 | 0.10 | 1.53262 | 1.55097 | 1.51912 | ||
| 1504 | 2015.12.03 05:00 | modify | 349 | 0.10 | 1.53262 | 1.55046 | 1.51912 | ||
| 1505 | 2015.12.03 15:01 | t/p | 349 | 0.10 | 1.51875 | 1.55046 | 1.51912 | 19747.55 | 1887709.64 |
| 1506 | 2015.12.08 06:00 | sell | 350 | 0.10 | 1.50364 | 1.52954 | 1.49004 | ||
| 1507 | 2015.12.08 13:00 | modify | 350 | 0.10 | 1.50364 | 1.52643 | 1.49004 | ||
| 1508 | 2015.12.08 14:46 | t/p | 350 | 0.10 | 1.49012 | 1.52643 | 1.49004 | 19249.24 | 1906958.88 |
| 1509 | 2015.12.08 17:00 | sell | 351 | 0.10 | 1.48885 | 1.51476 | 1.47526 | ||
| 1510 | 2015.12.16 18:00 | modify | 351 | 0.10 | 1.48885 | 1.51165 | 1.47526 | ||
| 1511 | 2015.12.16 19:00 | modify | 351 | 0.10 | 1.48885 | 1.50936 | 1.47526 | ||
| 1512 | 2015.12.16 20:00 | modify | 351 | 0.10 | 1.48885 | 1.50793 | 1.47526 | ||
| 1513 | 2015.12.16 22:00 | modify | 351 | 0.10 | 1.48885 | 1.50730 | 1.47526 | ||
| 1514 | 2015.12.16 22:00 | close | 351 | 0.10 | 1.48123 | 1.50730 | 1.47526 | 10849.06 | 1917807.94 |
| 1515 | 2015.12.18 18:00 | sell | 352 | 0.10 | 1.48044 | 1.50648 | 1.46698 | ||
| 1516 | 2015.12.22 13:00 | modify | 352 | 0.10 | 1.48044 | 1.50335 | 1.46698 | ||
| 1517 | 2015.12.22 15:00 | modify | 352 | 0.10 | 1.48044 | 1.50149 | 1.46698 | ||
| 1518 | 2015.12.22 16:00 | modify | 352 | 0.10 | 1.48044 | 1.50141 | 1.46698 | ||
| 1519 | 2015.12.22 16:21 | t/p | 352 | 0.10 | 1.46697 | 1.50141 | 1.46698 | 19178.04 | 1936985.98 |
| 1520 | 2015.12.29 11:00 | sell | 353 | 0.10 | 1.46811 | 1.49637 | 1.45456 | ||
| 1521 | 2015.12.31 00:00 | modify | 353 | 0.10 | 1.46811 | 1.49005 | 1.45456 | ||
| 1522 | 2015.12.31 15:00 | buy | 354 | 0.10 | 1.47398 | 1.45744 | 1.48739 | ||
| 1523 | 2016.01.07 12:32 | s/l | 354 | 0.10 | 1.45736 | 1.45744 | 1.48739 | -23658.24 | 1913327.74 |
| 1524 | 2016.01.07 14:00 | modify | 353 | 0.10 | 1.46811 | 1.48837 | 1.45456 | ||
| 1525 | 2016.01.07 15:00 | modify | 353 | 0.10 | 1.46811 | 1.48595 | 1.45456 | ||
| 1526 | 2016.01.07 17:00 | close | 353 | 0.10 | 1.46291 | 1.48595 | 1.45456 | 7403.55 | 1920731.29 |
| 1527 | 2016.01.19 18:00 | sell | 355 | 0.10 | 1.41942 | 1.44534 | 1.40584 | ||
| 1528 | 2016.01.20 12:00 | modify | 355 | 0.10 | 1.41942 | 1.44216 | 1.40584 | ||
| 1529 | 2016.01.22 11:32 | s/l | 355 | 0.10 | 1.44215 | 1.44216 | 1.40584 | -32362.06 | 1888369.23 |
| 1530 | 2016.01.26 09:00 | sell | 356 | 0.10 | 1.43875 | 1.46214 | 1.42520 | ||
| 1531 | 2016.01.26 18:43 | s/l | 356 | 0.10 | 1.46210 | 1.46214 | 1.42520 | -33244.80 | 1855124.43 |
| 1532 | 2016.01.29 09:00 | buy | 357 | 0.10 | 1.46450 | 1.43856 | 1.47806 | ||
| 1533 | 2016.02.01 23:00 | modify | 357 | 0.10 | 1.46450 | 1.44338 | 1.47806 | ||
| 1534 | 2016.02.02 15:00 | modify | 357 | 0.10 | 1.46450 | 1.44458 | 1.47806 | ||
| 1535 | 2016.02.03 15:00 | modify | 357 | 0.10 | 1.46450 | 1.44495 | 1.47806 | ||
| 1536 | 2016.02.03 17:00 | modify | 357 | 0.10 | 1.46450 | 1.44558 | 1.47806 | ||
| 1537 | 2016.02.03 18:00 | close | 357 | 0.10 | 1.47098 | 1.44558 | 1.47806 | 9224.15 | 1864348.58 |
| 1538 | 2016.02.16 17:00 | sell | 358 | 0.10 | 1.41249 | 1.43845 | 1.39895 | ||
| 1539 | 2016.02.22 12:00 | modify | 358 | 0.10 | 1.41249 | 1.43322 | 1.39895 | ||
| 1540 | 2016.02.23 10:00 | modify | 358 | 0.10 | 1.41249 | 1.43115 | 1.39895 | ||
| 1541 | 2016.02.23 14:00 | modify | 358 | 0.10 | 1.41249 | 1.43008 | 1.39895 | ||
| 1542 | 2016.02.23 15:02 | t/p | 358 | 0.10 | 1.39889 | 1.43008 | 1.39895 | 19363.13 | 1883711.71 |
| 1543 | 2016.02.23 15:02 | sell | 359 | 0.10 | 1.39864 | 1.42633 | 1.38683 | ||
| 1544 | 2016.02.23 21:00 | modify | 359 | 0.10 | 1.39864 | 1.41881 | 1.38683 | ||
| 1545 | 2016.02.23 22:00 | modify | 359 | 0.10 | 1.39864 | 1.41820 | 1.38683 | ||
| 1546 | 2016.02.24 02:05 | t/p | 359 | 0.10 | 1.38664 | 1.41820 | 1.38683 | 17085.12 | 1900796.83 |
| 1547 | 2016.03.04 19:00 | buy | 360 | 0.10 | 1.41218 | 1.38608 | 1.42558 | ||
| 1548 | 2016.03.07 19:00 | modify | 360 | 0.10 | 1.41218 | 1.38939 | 1.42558 | ||
| 1549 | 2016.03.07 20:00 | modify | 360 | 0.10 | 1.41218 | 1.39192 | 1.42558 | ||
| 1550 | 2016.03.07 22:00 | modify | 360 | 0.10 | 1.41218 | 1.39212 | 1.42558 | ||
| 1551 | 2016.03.09 12:47 | t/p | 360 | 0.10 | 1.42569 | 1.39212 | 1.42558 | 19231.21 | 1920028.04 |
| 1552 | 2016.03.09 16:00 | buy | 361 | 0.10 | 1.42293 | 1.39702 | 1.43652 | ||
| 1553 | 2016.03.15 15:13 | s/l | 361 | 0.10 | 1.39699 | 1.39702 | 1.43652 | -36925.07 | 1883102.97 |
| 1554 | 2016.03.17 23:00 | buy | 362 | 0.10 | 1.40176 | 1.38579 | 1.41533 | ||
| 1555 | 2016.03.22 11:57 | s/l | 362 | 0.10 | 1.38573 | 1.38579 | 1.41533 | -22818.38 | 1860284.59 |
| 1556 | 2016.03.31 06:00 | sell | 363 | 0.10 | 1.38473 | 1.40839 | 1.37115 | ||
| 1557 | 2016.03.31 18:00 | modify | 363 | 0.10 | 1.38473 | 1.40580 | 1.37115 | ||
| 1558 | 2016.03.31 19:00 | modify | 363 | 0.10 | 1.38473 | 1.40544 | 1.37115 | ||
| 1559 | 2016.04.01 13:00 | modify | 363 | 0.10 | 1.38473 | 1.40465 | 1.37115 | ||
| 1560 | 2016.04.01 13:35 | t/p | 363 | 0.10 | 1.37118 | 1.40465 | 1.37115 | 19291.94 | 1879576.53 |
| 1561 | 2016.04.01 14:00 | sell | 364 | 0.10 | 1.36985 | 1.39582 | 1.35632 | ||
| 1562 | 2016.04.01 18:00 | modify | 364 | 0.10 | 1.36985 | 1.38979 | 1.35632 | ||
| 1563 | 2016.04.05 16:00 | modify | 364 | 0.10 | 1.36985 | 1.38921 | 1.35632 | ||
| 1564 | 2016.04.05 17:00 | modify | 364 | 0.10 | 1.36985 | 1.38711 | 1.35632 | ||
| 1565 | 2016.04.05 17:01 | t/p | 364 | 0.10 | 1.35628 | 1.38711 | 1.35632 | 19320.43 | 1898896.96 |
| 1566 | 2016.04.18 19:00 | buy | 365 | 0.10 | 1.37574 | 1.34974 | 1.38924 | ||
| 1567 | 2016.04.19 14:00 | modify | 365 | 0.10 | 1.37574 | 1.35316 | 1.38924 | ||
| 1568 | 2016.04.19 15:00 | modify | 365 | 0.10 | 1.37574 | 1.35529 | 1.38924 | ||
| 1569 | 2016.04.19 16:00 | modify | 365 | 0.10 | 1.37574 | 1.35555 | 1.38924 | ||
| 1570 | 2016.04.20 01:00 | modify | 365 | 0.10 | 1.37574 | 1.35563 | 1.38924 | ||
| 1571 | 2016.04.20 14:00 | modify | 365 | 0.10 | 1.37574 | 1.35571 | 1.38924 | ||
| 1572 | 2016.04.20 17:30 | t/p | 365 | 0.10 | 1.38935 | 1.35571 | 1.38924 | 19373.56 | 1918270.52 |
| 1573 | 2016.04.20 18:00 | buy | 366 | 0.10 | 1.39161 | 1.36555 | 1.40505 | ||
| 1574 | 2016.04.22 09:00 | modify | 366 | 0.10 | 1.39161 | 1.36912 | 1.40505 | ||
| 1575 | 2016.04.22 10:00 | modify | 366 | 0.10 | 1.39161 | 1.37023 | 1.40505 | ||
| 1576 | 2016.04.22 11:00 | modify | 366 | 0.10 | 1.39161 | 1.37090 | 1.40505 | ||
| 1577 | 2016.04.22 13:00 | modify | 366 | 0.10 | 1.39161 | 1.37229 | 1.40505 | ||
| 1578 | 2016.04.22 14:50 | t/p | 366 | 0.10 | 1.40509 | 1.37229 | 1.40505 | 19188.51 | 1937459.03 |
| 1579 | 2016.04.22 15:00 | buy | 367 | 0.10 | 1.40530 | 1.37933 | 1.41883 | ||
| 1580 | 2016.04.25 01:00 | modify | 367 | 0.10 | 1.40530 | 1.38608 | 1.41883 | ||
| 1581 | 2016.04.26 10:23 | t/p | 367 | 0.10 | 1.41879 | 1.38608 | 1.41883 | 19202.75 | 1956661.78 |
| 1582 | 2016.04.26 11:00 | buy | 368 | 0.10 | 1.41711 | 1.39119 | 1.43069 | ||
| 1583 | 2016.05.03 12:06 | s/l | 368 | 0.10 | 1.39122 | 1.39119 | 1.43069 | -36853.89 | 1919807.89 |
| 1584 | 2016.05.05 13:00 | buy | 369 | 0.10 | 1.39420 | 1.37923 | 1.40779 | ||
| 1585 | 2016.05.10 12:49 | t/p | 369 | 0.10 | 1.40775 | 1.37923 | 1.40779 | 19288.15 | 1939096.04 |
| 1586 | 2016.05.10 14:00 | buy | 370 | 0.10 | 1.40672 | 1.37921 | 1.42014 | ||
| 1587 | 2016.05.13 15:00 | sell | 371 | 0.10 | 1.39863 | 1.41311 | 1.38504 | ||
| 1588 | 2016.05.17 02:34 | s/l | 371 | 0.10 | 1.41325 | 1.41311 | 1.38504 | -20815.37 | 1918280.67 |
| 1589 | 2016.05.17 06:00 | modify | 370 | 0.10 | 1.40672 | 1.38541 | 1.42014 | ||
| 1590 | 2016.05.17 07:00 | modify | 370 | 0.10 | 1.40672 | 1.38657 | 1.42014 | ||
| 1591 | 2016.05.17 08:00 | modify | 370 | 0.10 | 1.40672 | 1.38705 | 1.42014 | ||
| 1592 | 2016.05.17 10:00 | modify | 370 | 0.10 | 1.40672 | 1.38718 | 1.42014 | ||
| 1593 | 2016.05.17 11:00 | modify | 370 | 0.10 | 1.40672 | 1.38856 | 1.42014 | ||
| 1594 | 2016.05.17 12:00 | modify | 370 | 0.10 | 1.40672 | 1.38918 | 1.42014 | ||
| 1595 | 2016.05.17 12:00 | close | 370 | 0.10 | 1.41551 | 1.38918 | 1.42014 | 12512.38 | 1930793.05 |
| 1596 | 2016.05.20 21:00 | sell | 372 | 0.10 | 1.43726 | 1.45185 | 1.42371 | ||
| 1597 | 2016.05.24 12:00 | buy | 373 | 0.10 | 1.44260 | 1.41659 | 1.45609 | ||
| 1598 | 2016.05.24 18:20 | s/l | 372 | 0.10 | 1.45202 | 1.45185 | 1.42371 | -21014.70 | 1909778.35 |
| 1599 | 2016.05.24 19:00 | modify | 373 | 0.10 | 1.44260 | 1.42115 | 1.45609 | ||
| 1600 | 2016.05.24 20:00 | modify | 373 | 0.10 | 1.44260 | 1.42301 | 1.45609 | ||
| 1601 | 2016.05.24 23:00 | modify | 373 | 0.10 | 1.44260 | 1.42341 | 1.45609 | ||
| 1602 | 2016.05.25 00:00 | modify | 373 | 0.10 | 1.44260 | 1.42396 | 1.45609 | ||
| 1603 | 2016.05.25 01:00 | modify | 373 | 0.10 | 1.44260 | 1.42422 | 1.45609 | ||
| 1604 | 2016.05.25 12:00 | modify | 373 | 0.10 | 1.44260 | 1.42516 | 1.45609 | ||
| 1605 | 2016.05.25 13:00 | close | 373 | 0.10 | 1.44950 | 1.42516 | 1.45609 | 9822.01 | 1919600.36 |
| 1606 | 2016.05.30 07:00 | buy | 374 | 0.10 | 1.45534 | 1.42925 | 1.46875 | ||
| 1607 | 2016.06.01 14:05 | s/l | 374 | 0.10 | 1.42920 | 1.42925 | 1.46875 | -37209.76 | 1882390.60 |
| 1608 | 2016.06.03 12:00 | buy | 375 | 0.10 | 1.43060 | 1.41947 | 1.44418 | ||
| 1609 | 2016.06.03 17:19 | s/l | 375 | 0.10 | 1.41942 | 1.41947 | 1.44418 | -15914.51 | 1866476.09 |
| 1610 | 2016.06.06 02:00 | sell | 376 | 0.10 | 1.41276 | 1.43873 | 1.39923 | ||
| 1611 | 2016.06.06 04:00 | modify | 376 | 0.10 | 1.41276 | 1.43298 | 1.39923 | ||
| 1612 | 2016.06.06 14:00 | modify | 376 | 0.10 | 1.41276 | 1.43130 | 1.39923 | ||
| 1613 | 2016.06.06 21:00 | modify | 376 | 0.10 | 1.41276 | 1.43117 | 1.39923 | ||
| 1614 | 2016.06.06 23:00 | modify | 376 | 0.10 | 1.41276 | 1.43102 | 1.39923 | ||
| 1615 | 2016.06.07 01:00 | modify | 376 | 0.10 | 1.41276 | 1.42986 | 1.39923 | ||
| 1616 | 2016.06.08 14:00 | modify | 376 | 0.10 | 1.41276 | 1.42871 | 1.39923 | ||
| 1617 | 2016.06.08 14:25 | t/p | 376 | 0.10 | 1.39922 | 1.42871 | 1.39923 | 19277.71 | 1885753.80 |
| 1618 | 2016.06.08 17:00 | sell | 377 | 0.10 | 1.39744 | 1.42336 | 1.38386 | ||
| 1619 | 2016.06.08 22:00 | modify | 377 | 0.10 | 1.39744 | 1.42005 | 1.38386 | ||
| 1620 | 2016.06.08 23:00 | modify | 377 | 0.10 | 1.39744 | 1.41982 | 1.38386 | ||
| 1621 | 2016.06.09 01:00 | modify | 377 | 0.10 | 1.39744 | 1.41981 | 1.38386 | ||
| 1622 | 2016.06.09 03:00 | modify | 377 | 0.10 | 1.39744 | 1.41976 | 1.38386 | ||
| 1623 | 2016.06.09 06:00 | modify | 377 | 0.10 | 1.39744 | 1.41787 | 1.38386 | ||
| 1624 | 2016.06.09 12:00 | modify | 377 | 0.10 | 1.39744 | 1.41730 | 1.38386 | ||
| 1625 | 2016.06.10 16:00 | modify | 377 | 0.10 | 1.39744 | 1.41689 | 1.38386 | ||
| 1626 | 2016.06.10 16:38 | t/p | 377 | 0.10 | 1.38378 | 1.41689 | 1.38386 | 19448.56 | 1905202.36 |
| 1627 | 2016.06.10 18:00 | sell | 378 | 0.10 | 1.37933 | 1.40539 | 1.36589 | ||
| 1628 | 2016.06.13 03:00 | modify | 378 | 0.10 | 1.37933 | 1.40059 | 1.36589 | ||
| 1629 | 2016.06.13 04:00 | modify | 378 | 0.10 | 1.37933 | 1.39751 | 1.36589 | ||
| 1630 | 2016.06.13 06:00 | modify | 378 | 0.10 | 1.37933 | 1.39695 | 1.36589 | ||
| 1631 | 2016.06.13 11:00 | modify | 378 | 0.10 | 1.37933 | 1.39479 | 1.36589 | ||
| 1632 | 2016.06.13 11:42 | t/p | 378 | 0.10 | 1.36579 | 1.39479 | 1.36589 | 19277.71 | 1924480.07 |
| 1633 | 2016.06.22 12:00 | sell | 379 | 0.10 | 1.40588 | 1.42098 | 1.39229 | ||
| 1634 | 2016.06.23 02:13 | s/l | 379 | 0.10 | 1.42093 | 1.42098 | 1.39229 | -21427.59 | 1903052.48 |
| 1635 | 2016.07.21 01:00 | buy | 380 | 0.10 | 1.30711 | 1.28114 | 1.32064 | ||
| 1636 | 2016.07.29 16:48 | s/l | 380 | 0.10 | 1.28114 | 1.28114 | 1.32064 | -36967.77 | 1866084.71 |
| 1637 | 2016.08.02 20:00 | buy | 381 | 0.10 | 1.28657 | 1.27095 | 1.29998 | ||
| 1638 | 2016.08.04 14:00 | close | 381 | 0.10 | 1.29223 | 1.27095 | 1.29998 | 8056.90 | 1874141.61 |
| 1639 | 2016.08.09 04:00 | sell | 382 | 0.10 | 1.27747 | 1.30340 | 1.26390 | ||
| 1640 | 2016.08.10 19:00 | modify | 382 | 0.10 | 1.27747 | 1.30044 | 1.26390 | ||
| 1641 | 2016.08.10 20:00 | modify | 382 | 0.10 | 1.27747 | 1.29738 | 1.26390 | ||
| 1642 | 2016.08.11 01:00 | modify | 382 | 0.10 | 1.27747 | 1.29695 | 1.26390 | ||
| 1643 | 2016.08.11 04:00 | modify | 382 | 0.10 | 1.27747 | 1.29688 | 1.26390 | ||
| 1644 | 2016.08.11 05:00 | modify | 382 | 0.10 | 1.27747 | 1.29646 | 1.26390 | ||
| 1645 | 2016.08.11 08:00 | modify | 382 | 0.10 | 1.27747 | 1.29636 | 1.26390 | ||
| 1646 | 2016.08.11 10:00 | modify | 382 | 0.10 | 1.27747 | 1.29627 | 1.26390 | ||
| 1647 | 2016.08.11 11:02 | t/p | 382 | 0.10 | 1.26387 | 1.29627 | 1.26390 | 19363.14 | 1893504.75 |
| 1648 | 2016.08.11 18:00 | sell | 383 | 0.10 | 1.25923 | 1.28531 | 1.24581 | ||
| 1649 | 2016.08.15 19:00 | modify | 383 | 0.10 | 1.25923 | 1.28033 | 1.24581 | ||
| 1650 | 2016.08.15 20:00 | modify | 383 | 0.10 | 1.25923 | 1.27945 | 1.24581 | ||