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 |
| 1801 | 2017.05.08 18:00 | modify | 412 | 0.10 | 1.28184 | 1.26077 | 1.29543 | ||
| 1802 | 2017.05.08 19:00 | modify | 412 | 0.10 | 1.28184 | 1.26151 | 1.29543 | ||
| 1803 | 2017.05.08 20:00 | modify | 412 | 0.10 | 1.28184 | 1.26234 | 1.29543 | ||
| 1804 | 2017.05.08 20:19 | s/l | 410 | 0.10 | 1.29223 | 1.29231 | 1.23283 | -65364.82 | 2054016.76 |
| 1805 | 2017.05.08 21:00 | modify | 412 | 0.10 | 1.28184 | 1.26244 | 1.29543 | ||
| 1806 | 2017.05.08 22:00 | modify | 412 | 0.10 | 1.28184 | 1.26317 | 1.29543 | ||
| 1807 | 2017.05.09 02:00 | modify | 412 | 0.10 | 1.28184 | 1.26355 | 1.29543 | ||
| 1808 | 2017.05.09 08:00 | modify | 412 | 0.10 | 1.28184 | 1.26389 | 1.29543 | ||
| 1809 | 2017.05.09 09:00 | modify | 412 | 0.10 | 1.28184 | 1.26404 | 1.29543 | ||
| 1810 | 2017.05.09 10:00 | modify | 412 | 0.10 | 1.28184 | 1.26468 | 1.29543 | ||
| 1811 | 2017.05.09 11:00 | modify | 412 | 0.10 | 1.28184 | 1.26470 | 1.29543 | ||
| 1812 | 2017.05.09 12:00 | modify | 412 | 0.10 | 1.28184 | 1.26602 | 1.29543 | ||
| 1813 | 2017.05.09 13:13 | t/p | 412 | 0.10 | 1.29540 | 1.26602 | 1.29543 | 19302.39 | 2073319.15 |
| 1814 | 2017.05.15 01:01 | sell | 413 | 0.10 | 1.28954 | 1.30963 | 1.27560 | ||
| 1815 | 2017.05.16 13:00 | modify | 413 | 0.10 | 1.28954 | 1.30696 | 1.27560 | ||
| 1816 | 2017.05.16 14:00 | modify | 413 | 0.10 | 1.28954 | 1.30639 | 1.27560 | ||
| 1817 | 2017.05.16 14:12 | t/p | 413 | 0.10 | 1.27553 | 1.30639 | 1.27560 | 19946.88 | 2093266.03 |
| 1818 | 2017.05.16 15:00 | sell | 414 | 0.10 | 1.27581 | 1.30180 | 1.26230 | ||
| 1819 | 2017.05.17 07:00 | modify | 414 | 0.10 | 1.27581 | 1.29865 | 1.26230 | ||
| 1820 | 2017.05.17 11:00 | modify | 414 | 0.10 | 1.27581 | 1.29861 | 1.26230 | ||
| 1821 | 2017.05.17 18:00 | modify | 414 | 0.10 | 1.27581 | 1.29786 | 1.26230 | ||
| 1822 | 2017.05.17 22:00 | modify | 414 | 0.10 | 1.27581 | 1.29766 | 1.26230 | ||
| 1823 | 2017.05.17 23:00 | modify | 414 | 0.10 | 1.27581 | 1.29744 | 1.26230 | ||
| 1824 | 2017.05.18 23:00 | modify | 414 | 0.10 | 1.27581 | 1.29703 | 1.26230 | ||
| 1825 | 2017.05.19 01:00 | modify | 414 | 0.10 | 1.27581 | 1.29553 | 1.26230 | ||
| 1826 | 2017.05.22 01:00 | modify | 414 | 0.10 | 1.27581 | 1.29446 | 1.26230 | ||
| 1827 | 2017.05.22 05:00 | modify | 414 | 0.10 | 1.27581 | 1.29378 | 1.26230 | ||
| 1828 | 2017.05.22 13:00 | modify | 414 | 0.10 | 1.27581 | 1.29339 | 1.26230 | ||
| 1829 | 2017.05.22 13:22 | t/p | 414 | 0.10 | 1.26233 | 1.29339 | 1.26230 | 19192.29 | 2112458.32 |
| 1830 | 2017.05.22 14:00 | sell | 415 | 0.10 | 1.26216 | 1.28806 | 1.24856 | ||
| 1831 | 2017.05.26 06:00 | modify | 415 | 0.10 | 1.26216 | 1.28309 | 1.24856 | ||
| 1832 | 2017.05.26 11:00 | modify | 415 | 0.10 | 1.26216 | 1.28119 | 1.24856 | ||
| 1833 | 2017.05.26 11:52 | t/p | 415 | 0.10 | 1.24858 | 1.28119 | 1.24856 | 19334.66 | 2131792.98 |
| 1834 | 2017.05.26 12:00 | sell | 416 | 0.10 | 1.24908 | 1.27500 | 1.23550 | ||
| 1835 | 2017.06.02 18:00 | modify | 416 | 0.10 | 1.24908 | 1.26916 | 1.23550 | ||
| 1836 | 2017.06.05 01:00 | modify | 416 | 0.10 | 1.24908 | 1.26760 | 1.23550 | ||
| 1837 | 2017.06.09 00:03 | t/p | 416 | 0.10 | 1.23336 | 1.26760 | 1.23550 | 22381.51 | 2154174.49 |
| 1838 | 2017.06.09 02:00 | sell | 417 | 0.10 | 1.23900 | 1.26226 | 1.22556 | ||
| 1839 | 2017.06.09 04:00 | modify | 417 | 0.10 | 1.23900 | 1.26186 | 1.22556 | ||
| 1840 | 2017.06.09 09:50 | t/p | 417 | 0.10 | 1.22556 | 1.26186 | 1.22556 | 19135.33 | 2173309.82 |
| 1841 | 2017.06.23 10:00 | buy | 418 | 0.10 | 1.23487 | 1.22152 | 1.24835 | ||
| 1842 | 2017.06.30 21:27 | t/p | 418 | 0.10 | 1.24833 | 1.22152 | 1.24835 | 19160.04 | 2192469.86 |
| 1843 | 2017.07.05 10:00 | sell | 419 | 0.10 | 1.24586 | 1.28933 | 1.23233 | ||
| 1844 | 2017.07.11 12:00 | buy | 420 | 0.10 | 1.25074 | 1.22513 | 1.26432 | ||
| 1845 | 2017.07.11 22:00 | modify | 419 | 0.10 | 1.24586 | 1.26758 | 1.23233 | ||
| 1846 | 2017.07.11 23:00 | modify | 419 | 0.10 | 1.24586 | 1.26616 | 1.23233 | ||
| 1847 | 2017.07.12 07:00 | modify | 419 | 0.10 | 1.24586 | 1.26603 | 1.23233 | ||
| 1848 | 2017.07.12 09:00 | modify | 419 | 0.10 | 1.24586 | 1.26592 | 1.23233 | ||
| 1849 | 2017.07.12 11:00 | modify | 419 | 0.10 | 1.24586 | 1.26460 | 1.23233 | ||
| 1850 | 2017.07.12 12:00 | modify | 419 | 0.10 | 1.24586 | 1.26346 | 1.23233 | ||
| 1851 | 2017.07.12 12:00 | close | 419 | 0.10 | 1.23808 | 1.26346 | 1.23233 | 11076.85 | 2203546.71 |
| 1852 | 2017.07.14 14:00 | modify | 420 | 0.10 | 1.25074 | 1.22827 | 1.26432 | ||
| 1853 | 2017.07.14 18:00 | modify | 420 | 0.10 | 1.25074 | 1.22987 | 1.26432 | ||
| 1854 | 2017.07.14 19:00 | modify | 420 | 0.10 | 1.25074 | 1.23395 | 1.26432 | ||
| 1855 | 2017.07.17 06:00 | modify | 420 | 0.10 | 1.25074 | 1.23450 | 1.26432 | ||
| 1856 | 2017.07.17 11:00 | modify | 420 | 0.10 | 1.25074 | 1.23469 | 1.26432 | ||
| 1857 | 2017.07.17 11:00 | close | 420 | 0.10 | 1.26111 | 1.23469 | 1.26432 | 14761.48 | 2218308.19 |
| 1858 | 2017.07.18 13:00 | sell | 421 | 0.10 | 1.24524 | 1.28881 | 1.23181 | ||
| 1859 | 2017.07.20 19:00 | modify | 421 | 0.10 | 1.24524 | 1.26469 | 1.23181 | ||
| 1860 | 2017.07.20 20:00 | modify | 421 | 0.10 | 1.24524 | 1.26245 | 1.23181 | ||
| 1861 | 2017.07.21 04:00 | modify | 421 | 0.10 | 1.24524 | 1.26243 | 1.23181 | ||
| 1862 | 2017.07.21 05:00 | modify | 421 | 0.10 | 1.24524 | 1.26210 | 1.23181 | ||
| 1863 | 2017.07.21 16:28 | t/p | 421 | 0.10 | 1.23170 | 1.26210 | 1.23181 | 19277.71 | 2237585.90 |
| 1864 | 2017.07.25 15:00 | buy | 422 | 0.10 | 1.23854 | 1.22145 | 1.25195 | ||
| 1865 | 2017.07.26 14:26 | t/p | 422 | 0.10 | 1.25189 | 1.22145 | 1.25195 | 19003.46 | 2256589.36 |
| 1866 | 2017.08.03 16:00 | sell | 423 | 0.10 | 1.27143 | 1.30963 | 1.25795 | ||
| 1867 | 2017.08.08 17:00 | modify | 423 | 0.10 | 1.27143 | 1.29398 | 1.25795 | ||
| 1868 | 2017.08.08 19:00 | modify | 423 | 0.10 | 1.27143 | 1.29392 | 1.25795 | ||
| 1869 | 2017.08.09 02:00 | modify | 423 | 0.10 | 1.27143 | 1.29349 | 1.25795 | ||
| 1870 | 2017.08.09 03:00 | modify | 423 | 0.10 | 1.27143 | 1.29281 | 1.25795 | ||
| 1871 | 2017.08.09 04:00 | modify | 423 | 0.10 | 1.27143 | 1.29261 | 1.25795 | ||
| 1872 | 2017.08.09 05:00 | modify | 423 | 0.10 | 1.27143 | 1.29124 | 1.25795 | ||
| 1873 | 2017.08.09 06:00 | modify | 423 | 0.10 | 1.27143 | 1.28997 | 1.25795 | ||
| 1874 | 2017.08.09 06:43 | t/p | 423 | 0.10 | 1.25797 | 1.28997 | 1.25795 | 19163.81 | 2275753.17 |
| 1875 | 2017.08.09 09:00 | sell | 424 | 0.10 | 1.25830 | 1.30176 | 1.24476 | ||
| 1876 | 2017.08.09 16:00 | modify | 424 | 0.10 | 1.25830 | 1.27973 | 1.24476 | ||
| 1877 | 2017.08.09 17:00 | modify | 424 | 0.10 | 1.25830 | 1.27934 | 1.24476 | ||
| 1878 | 2017.08.10 22:00 | modify | 424 | 0.10 | 1.25830 | 1.27855 | 1.24476 | ||
| 1879 | 2017.08.11 00:00 | modify | 424 | 0.10 | 1.25830 | 1.27815 | 1.24476 | ||
| 1880 | 2017.08.11 01:00 | modify | 424 | 0.10 | 1.25830 | 1.27781 | 1.24476 | ||
| 1881 | 2017.08.11 02:00 | modify | 424 | 0.10 | 1.25830 | 1.27729 | 1.24476 | ||
| 1882 | 2017.08.11 04:00 | modify | 424 | 0.10 | 1.25830 | 1.27701 | 1.24476 | ||
| 1883 | 2017.08.11 08:00 | modify | 424 | 0.10 | 1.25830 | 1.27656 | 1.24476 | ||
| 1884 | 2017.08.11 09:00 | modify | 424 | 0.10 | 1.25830 | 1.27628 | 1.24476 | ||
| 1885 | 2017.08.11 12:02 | t/p | 424 | 0.10 | 1.24472 | 1.27628 | 1.24476 | 19334.66 | 2295087.83 |
| 1886 | 2017.08.21 12:00 | buy | 425 | 0.10 | 1.24544 | 1.22145 | 1.25893 | ||
| 1887 | 2017.08.23 18:00 | sell | 426 | 0.10 | 1.23455 | 1.26051 | 1.22101 | ||
| 1888 | 2017.08.29 12:00 | modify | 426 | 0.10 | 1.23455 | 1.25754 | 1.22101 | ||
| 1889 | 2017.08.29 13:00 | modify | 426 | 0.10 | 1.23455 | 1.25441 | 1.22101 | ||
| 1890 | 2017.08.29 15:00 | modify | 426 | 0.10 | 1.23455 | 1.25183 | 1.22101 | ||
| 1891 | 2017.09.11 04:06 | s/l | 426 | 0.10 | 1.25194 | 1.25183 | 1.22101 | -24759.18 | 2270328.65 |
| 1892 | 2017.09.11 05:00 | modify | 425 | 0.10 | 1.24544 | 1.22246 | 1.25893 | ||
| 1893 | 2017.09.11 11:00 | modify | 425 | 0.10 | 1.24544 | 1.22445 | 1.25893 | ||
| 1894 | 2017.09.11 15:00 | modify | 425 | 0.10 | 1.24544 | 1.22556 | 1.25893 | ||
| 1895 | 2017.09.11 16:00 | modify | 425 | 0.10 | 1.24544 | 1.22574 | 1.25893 | ||
| 1896 | 2017.09.11 17:00 | modify | 425 | 0.10 | 1.24544 | 1.22814 | 1.25893 | ||
| 1897 | 2017.09.11 22:29 | t/p | 425 | 0.10 | 1.25893 | 1.22814 | 1.25893 | 19202.75 | 2289531.40 |
| 1898 | 2017.09.11 23:00 | buy | 427 | 0.10 | 1.25962 | 1.23356 | 1.27306 | ||
| 1899 | 2017.09.12 13:00 | modify | 427 | 0.10 | 1.25962 | 1.24050 | 1.27306 | ||
| 1900 | 2017.09.12 13:42 | t/p | 427 | 0.10 | 1.27301 | 1.24050 | 1.27306 | 19060.39 | 2308591.79 |
| 1901 | 2017.09.12 15:00 | buy | 428 | 0.10 | 1.27299 | 1.24705 | 1.28655 | ||
| 1902 | 2017.09.14 14:20 | t/p | 428 | 0.10 | 1.28662 | 1.24705 | 1.28655 | 19402.03 | 2327993.82 |
| 1903 | 2017.09.27 14:00 | buy | 429 | 0.10 | 1.30780 | 1.28183 | 1.32133 | ||
| 1904 | 2017.10.05 12:00 | sell | 430 | 0.10 | 1.28621 | 1.31229 | 1.27279 | ||
| 1905 | 2017.10.06 03:29 | s/l | 429 | 0.10 | 1.28190 | 1.28183 | 1.32133 | -36868.13 | 2291125.69 |
| 1906 | 2017.10.06 11:00 | modify | 430 | 0.10 | 1.28621 | 1.30879 | 1.27279 | ||
| 1907 | 2017.10.06 14:00 | modify | 430 | 0.10 | 1.28621 | 1.30844 | 1.27279 | ||
| 1908 | 2017.10.06 19:00 | modify | 430 | 0.10 | 1.28621 | 1.30611 | 1.27279 | ||
| 1909 | 2017.10.25 11:45 | s/l | 430 | 0.10 | 1.30611 | 1.30611 | 1.27279 | -28332.82 | 2262792.87 |
| 1910 | 2017.10.30 13:00 | buy | 431 | 0.10 | 1.31332 | 1.28736 | 1.32686 | ||
| 1911 | 2017.10.31 15:00 | modify | 431 | 0.10 | 1.31332 | 1.29080 | 1.32686 | ||
| 1912 | 2017.10.31 17:00 | modify | 431 | 0.10 | 1.31332 | 1.29301 | 1.32686 | ||
| 1913 | 2017.10.31 18:00 | modify | 431 | 0.10 | 1.31332 | 1.29325 | 1.32686 | ||
| 1914 | 2017.10.31 20:00 | modify | 431 | 0.10 | 1.31332 | 1.29457 | 1.32686 | ||
| 1915 | 2017.10.31 21:00 | modify | 431 | 0.10 | 1.31332 | 1.29485 | 1.32686 | ||
| 1916 | 2017.10.31 23:00 | modify | 431 | 0.10 | 1.31332 | 1.29681 | 1.32686 | ||
| 1917 | 2017.11.01 03:53 | t/p | 431 | 0.10 | 1.32696 | 1.29681 | 1.32686 | 19416.27 | 2282209.14 |
| 1918 | 2017.11.01 04:00 | buy | 432 | 0.10 | 1.32688 | 1.30096 | 1.34046 | ||
| 1919 | 2017.11.13 14:14 | s/l | 432 | 0.10 | 1.30090 | 1.30096 | 1.34046 | -36982.01 | 2245227.13 |
| 1920 | 2017.11.14 15:00 | sell | 433 | 0.10 | 1.30036 | 1.32636 | 1.28686 | ||
| 1921 | 2017.11.30 07:18 | s/l | 433 | 0.10 | 1.32644 | 1.32636 | 1.28686 | -37131.66 | 2208095.47 |
| 1922 | 2017.12.07 13:00 | buy | 434 | 0.10 | 1.32803 | 1.30198 | 1.34148 | ||
| 1923 | 2017.12.07 22:00 | modify | 434 | 0.10 | 1.32803 | 1.30767 | 1.34148 | ||
| 1924 | 2017.12.07 23:00 | modify | 434 | 0.10 | 1.32803 | 1.31012 | 1.34148 | ||
| 1925 | 2017.12.08 00:00 | modify | 434 | 0.10 | 1.32803 | 1.31087 | 1.34148 | ||
| 1926 | 2017.12.08 03:00 | modify | 434 | 0.10 | 1.32803 | 1.31211 | 1.34148 | ||
| 1927 | 2017.12.08 05:27 | t/p | 434 | 0.10 | 1.34158 | 1.31211 | 1.34148 | 19288.16 | 2227383.63 |
| 1928 | 2017.12.14 11:00 | buy | 435 | 0.10 | 1.32671 | 1.31143 | 1.34016 | ||
| 1929 | 2017.12.28 19:00 | sell | 436 | 0.10 | 1.31455 | 1.33182 | 1.30111 | ||
| 1930 | 2018.01.09 23:59 | s/l | 436 | 0.10 | 1.33184 | 1.33182 | 1.30111 | -24616.81 | 2202766.82 |
| 1931 | 2018.01.10 13:00 | sell | 437 | 0.10 | 1.32246 | 1.34967 | 1.30887 | ||
| 1932 | 2018.01.22 17:41 | t/p | 435 | 0.10 | 1.34014 | 1.31143 | 1.34016 | 19117.34 | 2221884.16 |
| 1933 | 2018.01.29 15:00 | modify | 437 | 0.10 | 1.32246 | 1.34525 | 1.30887 | ||
| 1934 | 2018.01.29 17:00 | modify | 437 | 0.10 | 1.32246 | 1.34472 | 1.30887 | ||
| 1935 | 2018.01.30 11:00 | modify | 437 | 0.10 | 1.32246 | 1.34111 | 1.30887 | ||
| 1936 | 2018.02.01 10:00 | buy | 438 | 0.10 | 1.32537 | 1.28197 | 1.33897 | ||
| 1937 | 2018.02.05 13:55 | t/p | 437 | 0.10 | 1.30887 | 1.34111 | 1.30887 | 19348.90 | 2241233.06 |
| 1938 | 2018.03.15 14:00 | sell | 439 | 0.10 | 1.31669 | 1.35191 | 1.30328 | ||
| 1939 | 2018.03.19 14:00 | modify | 438 | 0.10 | 1.32537 | 1.30348 | 1.33897 | ||
| 1940 | 2018.03.19 14:58 | t/p | 438 | 0.10 | 1.33906 | 1.30348 | 1.33897 | 19487.44 | 2260720.50 |
| 1941 | 2018.03.19 15:00 | buy | 440 | 0.10 | 1.33956 | 1.31356 | 1.35306 | ||
| 1942 | 2018.03.26 15:00 | modify | 440 | 0.10 | 1.33956 | 1.31727 | 1.35306 | ||
| 1943 | 2018.03.28 17:00 | modify | 440 | 0.10 | 1.33956 | 1.31740 | 1.35306 | ||
| 1944 | 2018.03.28 18:00 | modify | 440 | 0.10 | 1.33956 | 1.31902 | 1.35306 | ||
| 1945 | 2018.04.03 20:00 | modify | 440 | 0.10 | 1.33956 | 1.31990 | 1.35306 | ||
| 1946 | 2018.04.04 05:00 | modify | 440 | 0.10 | 1.33956 | 1.32030 | 1.35306 | ||
| 1947 | 2018.04.04 07:00 | modify | 440 | 0.10 | 1.33956 | 1.32049 | 1.35306 | ||
| 1948 | 2018.04.04 08:00 | modify | 440 | 0.10 | 1.33956 | 1.32064 | 1.35306 | ||
| 1949 | 2018.04.04 18:00 | modify | 440 | 0.10 | 1.33956 | 1.32162 | 1.35306 | ||
| 1950 | 2018.04.04 19:00 | modify | 440 | 0.10 | 1.33956 | 1.32244 | 1.35306 | ||