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 |
| 1651 | 2016.08.16 10:37 | t/p | 383 | 0.10 | 1.24583 | 1.27945 | 1.24581 | 19078.38 | 1912583.13 |
| 1652 | 2016.08.16 11:00 | sell | 384 | 0.10 | 1.24659 | 1.27261 | 1.23311 | ||
| 1653 | 2016.08.24 11:13 | s/l | 384 | 0.10 | 1.27262 | 1.27261 | 1.23311 | -37060.47 | 1875522.66 |
| 1654 | 2016.08.26 20:00 | buy | 385 | 0.10 | 1.28023 | 1.25424 | 1.29374 | ||
| 1655 | 2016.08.30 18:00 | modify | 385 | 0.10 | 1.28023 | 1.25831 | 1.29374 | ||
| 1656 | 2016.08.31 07:00 | modify | 385 | 0.10 | 1.28023 | 1.25907 | 1.29374 | ||
| 1657 | 2016.08.31 12:00 | modify | 385 | 0.10 | 1.28023 | 1.26017 | 1.29374 | ||
| 1658 | 2016.08.31 13:00 | modify | 385 | 0.10 | 1.28023 | 1.26365 | 1.29374 | ||
| 1659 | 2016.08.31 13:42 | t/p | 385 | 0.10 | 1.29367 | 1.26365 | 1.29374 | 19131.57 | 1894654.23 |
| 1660 | 2016.08.31 14:00 | buy | 386 | 0.10 | 1.29304 | 1.26701 | 1.30651 | ||
| 1661 | 2016.09.01 11:37 | t/p | 386 | 0.10 | 1.30643 | 1.26701 | 1.30651 | 19060.40 | 1913714.63 |
| 1662 | 2016.09.01 13:00 | buy | 387 | 0.10 | 1.30412 | 1.27813 | 1.31763 | ||
| 1663 | 2016.09.06 18:00 | modify | 387 | 0.10 | 1.30412 | 1.28227 | 1.31763 | ||
| 1664 | 2016.09.13 17:05 | s/l | 387 | 0.10 | 1.28219 | 1.28227 | 1.31763 | -31216.92 | 1882497.71 |
| 1665 | 2016.09.19 03:00 | sell | 388 | 0.10 | 1.27491 | 1.30089 | 1.26139 | ||
| 1666 | 2016.09.20 15:00 | modify | 388 | 0.10 | 1.27491 | 1.29753 | 1.26139 | ||
| 1667 | 2016.09.20 19:00 | modify | 388 | 0.10 | 1.27491 | 1.29684 | 1.26139 | ||
| 1668 | 2016.09.21 13:00 | modify | 388 | 0.10 | 1.27491 | 1.29625 | 1.26139 | ||
| 1669 | 2016.09.21 19:00 | modify | 388 | 0.10 | 1.27491 | 1.29457 | 1.26139 | ||
| 1670 | 2016.09.22 15:00 | modify | 388 | 0.10 | 1.27491 | 1.29241 | 1.26139 | ||
| 1671 | 2016.09.22 17:00 | close | 388 | 0.10 | 1.26766 | 1.29241 | 1.26139 | 10322.26 | 1892819.97 |
| 1672 | 2016.09.23 12:00 | sell | 389 | 0.10 | 1.26200 | 1.28796 | 1.24846 | ||
| 1673 | 2016.09.23 22:00 | modify | 389 | 0.10 | 1.26200 | 1.28439 | 1.24846 | ||
| 1674 | 2016.09.26 12:00 | modify | 389 | 0.10 | 1.26200 | 1.28256 | 1.24846 | ||
| 1675 | 2016.09.26 13:00 | modify | 389 | 0.10 | 1.26200 | 1.28081 | 1.24846 | ||
| 1676 | 2016.09.26 15:00 | modify | 389 | 0.10 | 1.26200 | 1.27970 | 1.24846 | ||
| 1677 | 2016.10.03 12:00 | modify | 389 | 0.10 | 1.26200 | 1.27950 | 1.24846 | ||
| 1678 | 2016.10.03 15:00 | modify | 389 | 0.10 | 1.26200 | 1.27940 | 1.24846 | ||
| 1679 | 2016.10.03 16:00 | modify | 389 | 0.10 | 1.26200 | 1.27937 | 1.24846 | ||
| 1680 | 2016.10.03 16:11 | t/p | 389 | 0.10 | 1.24841 | 1.27937 | 1.24846 | 19348.90 | 1912168.87 |
| 1681 | 2016.10.05 01:00 | sell | 390 | 0.10 | 1.24572 | 1.27347 | 1.23226 | ||
| 1682 | 2016.10.06 16:00 | modify | 390 | 0.10 | 1.24572 | 1.26780 | 1.23226 | ||
| 1683 | 2016.10.06 17:00 | modify | 390 | 0.10 | 1.24572 | 1.26454 | 1.23226 | ||
| 1684 | 2016.10.07 02:07 | t/p | 390 | 0.10 | 1.23224 | 1.26454 | 1.23226 | 19192.29 | 1931361.16 |
| 1685 | 2016.10.20 14:00 | sell | 391 | 0.10 | 1.21191 | 1.23786 | 1.19836 | ||
| 1686 | 2016.10.28 22:00 | modify | 391 | 0.10 | 1.21191 | 1.23245 | 1.19836 | ||
| 1687 | 2016.10.28 23:00 | modify | 391 | 0.10 | 1.21191 | 1.23217 | 1.19836 | ||
| 1688 | 2016.10.31 01:00 | modify | 391 | 0.10 | 1.21191 | 1.23065 | 1.19836 | ||
| 1689 | 2016.10.31 22:00 | buy | 392 | 0.10 | 1.21284 | 1.19858 | 1.22630 | ||
| 1690 | 2016.11.01 17:00 | modify | 391 | 0.10 | 1.21191 | 1.22903 | 1.19836 | ||
| 1691 | 2016.11.01 17:20 | s/l | 392 | 0.10 | 1.19849 | 1.19858 | 1.22630 | -20426.93 | 1910934.23 |
| 1692 | 2016.11.01 17:26 | t/p | 391 | 0.10 | 1.19822 | 1.22903 | 1.19836 | 19491.27 | 1930425.50 |
| 1693 | 2016.11.03 12:00 | buy | 393 | 0.10 | 1.19993 | 1.18735 | 1.21338 | ||
| 1694 | 2016.11.03 15:01 | t/p | 393 | 0.10 | 1.21353 | 1.18735 | 1.21338 | 19359.32 | 1949784.82 |
| 1695 | 2016.11.03 15:01 | buy | 394 | 0.10 | 1.21365 | 1.18738 | 1.22251 | ||
| 1696 | 2016.11.09 17:47 | t/p | 394 | 0.10 | 1.22253 | 1.18738 | 1.22251 | 12640.50 | 1962425.32 |
| 1697 | 2016.11.09 19:00 | buy | 395 | 0.10 | 1.22404 | 1.19805 | 1.23755 | ||
| 1698 | 2016.11.10 18:00 | modify | 395 | 0.10 | 1.22404 | 1.20522 | 1.23755 | ||
| 1699 | 2016.11.10 18:24 | t/p | 395 | 0.10 | 1.23764 | 1.20522 | 1.23755 | 19359.33 | 1981784.65 |
| 1700 | 2016.11.14 15:00 | buy | 396 | 0.10 | 1.24980 | 1.22380 | 1.26330 | ||
| 1701 | 2016.11.21 17:00 | modify | 396 | 0.10 | 1.24980 | 1.22920 | 1.26330 | ||
| 1702 | 2016.11.21 18:00 | modify | 396 | 0.10 | 1.24980 | 1.23066 | 1.26330 | ||
| 1703 | 2016.11.21 20:00 | modify | 396 | 0.10 | 1.24980 | 1.23236 | 1.26330 | ||
| 1704 | 2016.11.23 18:03 | t/p | 396 | 0.10 | 1.26330 | 1.23236 | 1.26330 | 19216.98 | 2001001.63 |
| 1705 | 2016.11.23 19:00 | buy | 397 | 0.10 | 1.26530 | 1.23923 | 1.27873 | ||
| 1706 | 2016.11.30 19:00 | modify | 397 | 0.10 | 1.26530 | 1.24404 | 1.27873 | ||
| 1707 | 2016.12.01 04:00 | modify | 397 | 0.10 | 1.26530 | 1.24454 | 1.27873 | ||
| 1708 | 2016.12.01 13:02 | t/p | 397 | 0.10 | 1.27869 | 1.24454 | 1.27873 | 19060.40 | 2020062.03 |
| 1709 | 2016.12.14 04:00 | sell | 398 | 0.10 | 1.27931 | 1.29421 | 1.26574 | ||
| 1710 | 2016.12.19 17:23 | t/p | 398 | 0.10 | 1.26584 | 1.29421 | 1.26574 | 19178.05 | 2039240.08 |
| 1711 | 2016.12.19 18:00 | sell | 399 | 0.10 | 1.26886 | 1.29231 | 1.25541 | ||
| 1712 | 2016.12.22 14:00 | modify | 399 | 0.10 | 1.26886 | 1.29177 | 1.25541 | ||
| 1713 | 2016.12.22 18:00 | modify | 399 | 0.10 | 1.26886 | 1.29155 | 1.25541 | ||
| 1714 | 2016.12.22 19:00 | modify | 399 | 0.10 | 1.26886 | 1.28897 | 1.25541 | ||
| 1715 | 2016.12.23 01:00 | modify | 399 | 0.10 | 1.26886 | 1.28875 | 1.25541 | ||
| 1716 | 2016.12.23 04:00 | modify | 399 | 0.10 | 1.26886 | 1.28775 | 1.25541 | ||
| 1717 | 2016.12.23 12:00 | modify | 399 | 0.10 | 1.26886 | 1.28675 | 1.25541 | ||
| 1718 | 2016.12.23 14:00 | modify | 399 | 0.10 | 1.26886 | 1.28674 | 1.25541 | ||
| 1719 | 2016.12.23 15:00 | modify | 399 | 0.10 | 1.26886 | 1.28546 | 1.25541 | ||
| 1720 | 2016.12.23 15:20 | t/p | 399 | 0.10 | 1.25532 | 1.28546 | 1.25541 | 19277.71 | 2058517.79 |
| 1721 | 2016.12.28 13:00 | sell | 400 | 0.10 | 1.25775 | 1.28365 | 1.24415 | ||
| 1722 | 2016.12.29 19:00 | modify | 400 | 0.10 | 1.25775 | 1.28043 | 1.24415 | ||
| 1723 | 2016.12.30 01:40 | t/p | 400 | 0.10 | 1.24397 | 1.28043 | 1.24415 | 19619.41 | 2078137.20 |
| 1724 | 2016.12.30 02:00 | sell | 401 | 0.10 | 1.24894 | 1.27546 | 1.23596 | ||
| 1725 | 2017.01.09 09:00 | modify | 401 | 0.10 | 1.24894 | 1.27038 | 1.23596 | ||
| 1726 | 2017.01.09 10:00 | modify | 401 | 0.10 | 1.24894 | 1.26891 | 1.23596 | ||
| 1727 | 2017.01.09 11:32 | t/p | 401 | 0.10 | 1.23593 | 1.26891 | 1.23596 | 18523.11 | 2096660.31 |
| 1728 | 2017.01.25 00:01 | buy | 402 | 0.10 | 1.25359 | 1.22722 | 1.26672 | ||
| 1729 | 2017.01.25 20:00 | modify | 402 | 0.10 | 1.25359 | 1.23224 | 1.26672 | ||
| 1730 | 2017.01.25 22:00 | modify | 402 | 0.10 | 1.25359 | 1.23360 | 1.26672 | ||
| 1731 | 2017.01.25 23:00 | modify | 402 | 0.10 | 1.25359 | 1.23361 | 1.26672 | ||
| 1732 | 2017.01.26 07:00 | modify | 402 | 0.10 | 1.25359 | 1.23389 | 1.26672 | ||
| 1733 | 2017.01.26 08:00 | modify | 402 | 0.10 | 1.25359 | 1.23483 | 1.26672 | ||
| 1734 | 2017.01.26 09:00 | modify | 402 | 0.10 | 1.25359 | 1.23487 | 1.26672 | ||
| 1735 | 2017.01.26 10:00 | modify | 402 | 0.10 | 1.25359 | 1.23541 | 1.26672 | ||
| 1736 | 2017.01.31 11:59 | s/l | 402 | 0.10 | 1.23533 | 1.23541 | 1.26672 | -25992.74 | 2070667.57 |
| 1737 | 2017.02.01 14:00 | buy | 403 | 0.10 | 1.25115 | 1.23153 | 1.26466 | ||
| 1738 | 2017.02.17 01:00 | sell | 404 | 0.10 | 1.24518 | 1.26345 | 1.23160 | ||
| 1739 | 2017.02.22 04:00 | modify | 403 | 0.10 | 1.25115 | 1.23173 | 1.26466 | ||
| 1740 | 2017.02.22 06:00 | modify | 403 | 0.10 | 1.25115 | 1.23182 | 1.26466 | ||
| 1741 | 2017.02.22 08:00 | modify | 403 | 0.10 | 1.25115 | 1.23210 | 1.26466 | ||
| 1742 | 2017.02.22 09:00 | modify | 403 | 0.10 | 1.25115 | 1.23269 | 1.26466 | ||
| 1743 | 2017.02.22 09:24 | s/l | 404 | 0.10 | 1.26341 | 1.26345 | 1.23160 | -25955.14 | 2044712.43 |
| 1744 | 2017.02.22 10:00 | modify | 403 | 0.10 | 1.25115 | 1.23304 | 1.26466 | ||
| 1745 | 2017.02.22 10:04 | t/p | 403 | 0.10 | 1.26471 | 1.23304 | 1.26466 | 19302.39 | 2064014.82 |
| 1746 | 2017.02.23 20:00 | buy | 405 | 0.10 | 1.26430 | 1.23546 | 1.27774 | ||
| 1747 | 2017.02.24 20:00 | sell | 406 | 0.10 | 1.25479 | 1.29421 | 1.24125 | ||
| 1748 | 2017.02.28 13:00 | modify | 406 | 0.10 | 1.25479 | 1.27773 | 1.24125 | ||
| 1749 | 2017.02.28 16:00 | modify | 406 | 0.10 | 1.25479 | 1.27750 | 1.24125 | ||
| 1750 | 2017.02.28 19:00 | modify | 406 | 0.10 | 1.25479 | 1.27518 | 1.24125 | ||
| 1751 | 2017.02.28 20:00 | modify | 406 | 0.10 | 1.25479 | 1.27429 | 1.24125 | ||
| 1752 | 2017.03.01 01:00 | modify | 406 | 0.10 | 1.25479 | 1.27415 | 1.24125 | ||
| 1753 | 2017.03.01 15:00 | modify | 406 | 0.10 | 1.25479 | 1.27291 | 1.24125 | ||
| 1754 | 2017.03.01 18:28 | t/p | 406 | 0.10 | 1.24118 | 1.27291 | 1.24125 | 19377.37 | 2083392.19 |
| 1755 | 2017.03.03 13:00 | sell | 407 | 0.10 | 1.23683 | 1.26280 | 1.22330 | ||
| 1756 | 2017.03.03 15:43 | s/l | 405 | 0.10 | 1.23553 | 1.23546 | 1.27774 | -40953.52 | 2042438.67 |
| 1757 | 2017.03.08 15:00 | modify | 407 | 0.10 | 1.23683 | 1.25934 | 1.22330 | ||
| 1758 | 2017.03.09 22:00 | modify | 407 | 0.10 | 1.23683 | 1.25920 | 1.22330 | ||
| 1759 | 2017.03.09 23:00 | modify | 407 | 0.10 | 1.23683 | 1.25878 | 1.22330 | ||
| 1760 | 2017.03.10 15:00 | modify | 407 | 0.10 | 1.23683 | 1.25856 | 1.22330 | ||
| 1761 | 2017.03.10 18:00 | modify | 407 | 0.10 | 1.23683 | 1.25763 | 1.22330 | ||
| 1762 | 2017.03.10 20:00 | modify | 407 | 0.10 | 1.23683 | 1.25728 | 1.22330 | ||
| 1763 | 2017.03.13 08:00 | modify | 407 | 0.10 | 1.23683 | 1.25715 | 1.22330 | ||
| 1764 | 2017.03.13 09:00 | modify | 407 | 0.10 | 1.23683 | 1.25701 | 1.22330 | ||
| 1765 | 2017.03.13 10:00 | modify | 407 | 0.10 | 1.23683 | 1.25691 | 1.22330 | ||
| 1766 | 2017.03.13 12:00 | buy | 408 | 0.10 | 1.23480 | 1.20829 | 1.24830 | ||
| 1767 | 2017.03.14 11:00 | modify | 407 | 0.10 | 1.23683 | 1.25541 | 1.22330 | ||
| 1768 | 2017.03.14 11:11 | t/p | 407 | 0.10 | 1.22322 | 1.25541 | 1.22330 | 19377.37 | 2061816.04 |
| 1769 | 2017.03.21 15:00 | modify | 408 | 0.10 | 1.23480 | 1.21232 | 1.24830 | ||
| 1770 | 2017.03.23 14:00 | modify | 408 | 0.10 | 1.23480 | 1.21272 | 1.24830 | ||
| 1771 | 2017.03.23 18:00 | modify | 408 | 0.10 | 1.23480 | 1.21354 | 1.24830 | ||
| 1772 | 2017.03.23 20:00 | modify | 408 | 0.10 | 1.23480 | 1.21397 | 1.24830 | ||
| 1773 | 2017.03.23 21:00 | modify | 408 | 0.10 | 1.23480 | 1.21458 | 1.24830 | ||
| 1774 | 2017.03.24 07:00 | modify | 408 | 0.10 | 1.23480 | 1.21466 | 1.24830 | ||
| 1775 | 2017.03.30 18:00 | modify | 408 | 0.10 | 1.23480 | 1.21749 | 1.24830 | ||
| 1776 | 2017.03.30 21:17 | t/p | 408 | 0.10 | 1.24829 | 1.21749 | 1.24830 | 19202.75 | 2081018.79 |
| 1777 | 2017.03.30 22:00 | buy | 409 | 0.10 | 1.24793 | 1.22578 | 1.26150 | ||
| 1778 | 2017.03.31 22:00 | modify | 409 | 0.10 | 1.24793 | 1.22597 | 1.26150 | ||
| 1779 | 2017.04.03 01:00 | modify | 409 | 0.10 | 1.24793 | 1.22821 | 1.26150 | ||
| 1780 | 2017.04.03 03:00 | modify | 409 | 0.10 | 1.24793 | 1.22834 | 1.26150 | ||
| 1781 | 2017.04.04 09:00 | sell | 410 | 0.10 | 1.24632 | 1.29231 | 1.23283 | ||
| 1782 | 2017.04.11 21:00 | modify | 409 | 0.10 | 1.24793 | 1.22912 | 1.26150 | ||
| 1783 | 2017.04.11 22:00 | modify | 409 | 0.10 | 1.24793 | 1.22924 | 1.26150 | ||
| 1784 | 2017.04.12 00:00 | modify | 409 | 0.10 | 1.24793 | 1.22929 | 1.26150 | ||
| 1785 | 2017.04.12 14:00 | modify | 409 | 0.10 | 1.24793 | 1.23020 | 1.26150 | ||
| 1786 | 2017.04.12 22:00 | modify | 409 | 0.10 | 1.24793 | 1.23041 | 1.26150 | ||
| 1787 | 2017.04.12 23:00 | modify | 409 | 0.10 | 1.24793 | 1.23062 | 1.26150 | ||
| 1788 | 2017.04.13 12:00 | modify | 409 | 0.10 | 1.24793 | 1.23073 | 1.26150 | ||
| 1789 | 2017.04.13 13:00 | modify | 409 | 0.10 | 1.24793 | 1.23074 | 1.26150 | ||
| 1790 | 2017.04.13 16:00 | modify | 409 | 0.10 | 1.24793 | 1.23107 | 1.26150 | ||
| 1791 | 2017.04.17 18:31 | t/p | 409 | 0.10 | 1.26141 | 1.23107 | 1.26150 | 19188.51 | 2100207.30 |
| 1792 | 2017.04.17 20:00 | buy | 411 | 0.10 | 1.26238 | 1.24161 | 1.27588 | ||
| 1793 | 2017.04.18 17:00 | modify | 411 | 0.10 | 1.26238 | 1.24213 | 1.27588 | ||
| 1794 | 2017.04.18 18:00 | modify | 411 | 0.10 | 1.26238 | 1.24486 | 1.27588 | ||
| 1795 | 2017.04.18 19:00 | modify | 411 | 0.10 | 1.26238 | 1.24593 | 1.27588 | ||
| 1796 | 2017.04.18 20:40 | t/p | 411 | 0.10 | 1.27585 | 1.24593 | 1.27588 | 19174.28 | 2119381.58 |
| 1797 | 2017.04.27 13:00 | buy | 412 | 0.10 | 1.28184 | 1.25593 | 1.29543 | ||
| 1798 | 2017.05.01 00:00 | modify | 412 | 0.10 | 1.28184 | 1.25959 | 1.29543 | ||
| 1799 | 2017.05.08 14:00 | modify | 412 | 0.10 | 1.28184 | 1.25981 | 1.29543 | ||
| 1800 | 2017.05.08 17:00 | modify | 412 | 0.10 | 1.28184 | 1.26046 | 1.29543 | ||