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 |
| 2101 | 2019.04.04 18:00 | sell | 469 | 0.10 | 1.30794 | 1.32315 | 1.29447 | ||
| 2102 | 2019.04.15 06:00 | buy | 470 | 0.10 | 1.31313 | 1.29648 | 1.32672 | ||
| 2103 | 2019.04.23 11:20 | s/l | 469 | 0.10 | 1.32324 | 1.32315 | 1.29447 | -21783.53 | 2354302.69 |
| 2104 | 2019.04.23 14:56 | t/p | 470 | 0.10 | 1.32666 | 1.29648 | 1.32672 | 19259.69 | 2373562.38 |
| 2105 | 2019.04.23 15:00 | buy | 471 | 0.10 | 1.32675 | 1.30085 | 1.34018 | ||
| 2106 | 2019.05.03 13:00 | sell | 472 | 0.10 | 1.32622 | 1.34506 | 1.31276 | ||
| 2107 | 2019.05.03 19:00 | modify | 471 | 0.10 | 1.32675 | 1.30548 | 1.34018 | ||
| 2108 | 2019.05.03 20:00 | modify | 471 | 0.10 | 1.32675 | 1.30791 | 1.34018 | ||
| 2109 | 2019.05.03 21:00 | modify | 471 | 0.10 | 1.32675 | 1.30821 | 1.34018 | ||
| 2110 | 2019.05.03 22:00 | modify | 471 | 0.10 | 1.32675 | 1.30953 | 1.34018 | ||
| 2111 | 2019.05.03 23:00 | modify | 471 | 0.10 | 1.32675 | 1.31022 | 1.34018 | ||
| 2112 | 2019.05.13 00:34 | t/p | 472 | 0.10 | 1.31239 | 1.34506 | 1.31276 | 19690.60 | 2393252.98 |
| 2113 | 2019.05.13 15:17 | s/l | 471 | 0.10 | 1.31012 | 1.31022 | 1.34018 | -23672.47 | 2369580.51 |
| 2114 | 2019.05.13 18:00 | sell | 473 | 0.10 | 1.30637 | 1.33238 | 1.29288 | ||
| 2115 | 2019.05.15 12:00 | modify | 473 | 0.10 | 1.30637 | 1.32925 | 1.29288 | ||
| 2116 | 2019.05.15 13:00 | modify | 473 | 0.10 | 1.30637 | 1.32755 | 1.29288 | ||
| 2117 | 2019.05.15 17:00 | modify | 473 | 0.10 | 1.30637 | 1.32499 | 1.29288 | ||
| 2118 | 2019.05.15 18:00 | modify | 473 | 0.10 | 1.30637 | 1.32308 | 1.29288 | ||
| 2119 | 2019.05.15 18:00 | close | 473 | 0.10 | 1.29766 | 1.32308 | 1.29288 | 12400.95 | 2381981.46 |
| 2120 | 2019.05.15 18:00 | sell | 474 | 0.10 | 1.29758 | 1.32349 | 1.28399 | ||
| 2121 | 2019.05.16 19:00 | modify | 474 | 0.10 | 1.29758 | 1.32057 | 1.28399 | ||
| 2122 | 2019.05.17 05:00 | modify | 474 | 0.10 | 1.29758 | 1.32050 | 1.28399 | ||
| 2123 | 2019.05.17 06:00 | modify | 474 | 0.10 | 1.29758 | 1.32049 | 1.28399 | ||
| 2124 | 2019.05.17 08:00 | modify | 474 | 0.10 | 1.29758 | 1.31976 | 1.28399 | ||
| 2125 | 2019.05.17 10:00 | modify | 474 | 0.10 | 1.29758 | 1.31875 | 1.28399 | ||
| 2126 | 2019.05.17 15:00 | modify | 474 | 0.10 | 1.29758 | 1.31812 | 1.28399 | ||
| 2127 | 2019.05.17 16:00 | modify | 474 | 0.10 | 1.29758 | 1.31644 | 1.28399 | ||
| 2128 | 2019.05.17 20:00 | modify | 474 | 0.10 | 1.29758 | 1.31491 | 1.28399 | ||
| 2129 | 2019.05.20 16:00 | modify | 474 | 0.10 | 1.29758 | 1.31479 | 1.28399 | ||
| 2130 | 2019.05.20 16:28 | t/p | 474 | 0.10 | 1.28404 | 1.31479 | 1.28399 | 19277.71 | 2401259.17 |
| 2131 | 2019.05.21 18:00 | buy | 475 | 0.10 | 1.29085 | 1.27852 | 1.30425 | ||
| 2132 | 2019.05.22 14:01 | s/l | 475 | 0.10 | 1.27854 | 1.27852 | 1.30425 | -17523.04 | 2383736.13 |
| 2133 | 2019.05.27 04:00 | buy | 476 | 0.10 | 1.27578 | 1.26526 | 1.28925 | ||
| 2134 | 2019.05.31 12:15 | s/l | 476 | 0.10 | 1.26519 | 1.26526 | 1.28925 | -15074.65 | 2368661.48 |
| 2135 | 2019.06.06 18:00 | sell | 477 | 0.10 | 1.25773 | 1.28237 | 1.24428 | ||
| 2136 | 2019.06.11 16:00 | buy | 478 | 0.10 | 1.26160 | 1.25147 | 1.27518 | ||
| 2137 | 2019.06.18 00:22 | s/l | 478 | 0.10 | 1.25138 | 1.25147 | 1.27518 | -14547.97 | 2354113.51 |
| 2138 | 2019.06.18 02:00 | modify | 477 | 0.10 | 1.25773 | 1.28065 | 1.24428 | ||
| 2139 | 2019.06.18 06:00 | modify | 477 | 0.10 | 1.25773 | 1.27837 | 1.24428 | ||
| 2140 | 2019.06.18 07:00 | modify | 477 | 0.10 | 1.25773 | 1.27819 | 1.24428 | ||
| 2141 | 2019.06.20 17:00 | modify | 477 | 0.10 | 1.25773 | 1.27791 | 1.24428 | ||
| 2142 | 2019.06.20 18:00 | modify | 477 | 0.10 | 1.25773 | 1.27666 | 1.24428 | ||
| 2143 | 2019.06.20 19:00 | modify | 477 | 0.10 | 1.25773 | 1.27645 | 1.24428 | ||
| 2144 | 2019.06.20 19:22 | t/p | 477 | 0.10 | 1.24426 | 1.27645 | 1.24428 | 19178.04 | 2373291.55 |
| 2145 | 2019.06.27 07:00 | buy | 479 | 0.10 | 1.24323 | 1.23215 | 1.25663 | ||
| 2146 | 2019.07.15 14:01 | s/l | 479 | 0.10 | 1.23206 | 1.23215 | 1.25663 | -15900.27 | 2357391.28 |
| 2147 | 2019.07.18 12:00 | buy | 480 | 0.10 | 1.22958 | 1.22108 | 1.24299 | ||
| 2148 | 2019.07.29 14:07 | s/l | 480 | 0.10 | 1.22110 | 1.22108 | 1.24299 | -12071.11 | 2345320.17 |
| 2149 | 2019.08.20 11:00 | sell | 481 | 0.10 | 1.18513 | 1.19682 | 1.17156 | ||
| 2150 | 2019.08.22 11:00 | buy | 482 | 0.10 | 1.19320 | 1.16480 | 1.20664 | ||
| 2151 | 2019.08.22 14:22 | s/l | 481 | 0.10 | 1.19691 | 1.19682 | 1.17156 | -16771.89 | 2328548.28 |
| 2152 | 2019.08.22 17:00 | modify | 482 | 0.10 | 1.19320 | 1.17374 | 1.20664 | ||
| 2153 | 2019.08.22 18:00 | modify | 482 | 0.10 | 1.19320 | 1.17507 | 1.20664 | ||
| 2154 | 2019.08.22 19:00 | modify | 482 | 0.10 | 1.19320 | 1.17651 | 1.20664 | ||
| 2155 | 2019.08.22 21:00 | modify | 482 | 0.10 | 1.19320 | 1.17673 | 1.20664 | ||
| 2156 | 2019.08.23 10:00 | close | 482 | 0.10 | 1.20227 | 1.17673 | 1.20664 | 12910.96 | 2341459.24 |
| 2157 | 2019.08.27 12:00 | buy | 483 | 0.10 | 1.20109 | 1.17516 | 1.21466 | ||
| 2158 | 2019.08.27 18:00 | modify | 483 | 0.10 | 1.20109 | 1.17829 | 1.21466 | ||
| 2159 | 2019.09.05 14:00 | modify | 483 | 0.10 | 1.20109 | 1.17987 | 1.21466 | ||
| 2160 | 2019.09.05 14:27 | t/p | 483 | 0.10 | 1.21476 | 1.17987 | 1.21466 | 19458.97 | 2360918.21 |
| 2161 | 2019.09.05 16:00 | buy | 484 | 0.10 | 1.21304 | 1.18705 | 1.22655 | ||
| 2162 | 2019.09.06 16:00 | modify | 484 | 0.10 | 1.21304 | 1.19049 | 1.22655 | ||
| 2163 | 2019.09.09 13:00 | modify | 484 | 0.10 | 1.21304 | 1.19071 | 1.22655 | ||
| 2164 | 2019.09.09 13:30 | t/p | 484 | 0.10 | 1.22665 | 1.19071 | 1.22655 | 19373.56 | 2380291.77 |
| 2165 | 2019.09.09 15:00 | buy | 485 | 0.10 | 1.22385 | 1.19787 | 1.23737 | ||
| 2166 | 2019.09.13 17:00 | modify | 485 | 0.10 | 1.22385 | 1.20111 | 1.23737 | ||
| 2167 | 2019.09.13 19:00 | modify | 485 | 0.10 | 1.22385 | 1.20159 | 1.23737 | ||
| 2168 | 2019.09.13 20:00 | modify | 485 | 0.10 | 1.22385 | 1.20449 | 1.23737 | ||
| 2169 | 2019.09.13 21:00 | modify | 485 | 0.10 | 1.22385 | 1.20561 | 1.23737 | ||
| 2170 | 2019.09.13 22:00 | modify | 485 | 0.10 | 1.22385 | 1.20665 | 1.23737 | ||
| 2171 | 2019.09.13 23:00 | modify | 485 | 0.10 | 1.22385 | 1.20759 | 1.23737 | ||
| 2172 | 2019.09.13 23:18 | t/p | 485 | 0.10 | 1.23734 | 1.20759 | 1.23737 | 19202.74 | 2399494.51 |
| 2173 | 2019.09.17 16:00 | buy | 486 | 0.10 | 1.23645 | 1.21044 | 1.24994 | ||
| 2174 | 2019.09.17 22:00 | modify | 486 | 0.10 | 1.23645 | 1.21347 | 1.24994 | ||
| 2175 | 2019.09.18 19:00 | modify | 486 | 0.10 | 1.23645 | 1.21368 | 1.24994 | ||
| 2176 | 2019.09.18 23:00 | modify | 486 | 0.10 | 1.23645 | 1.21369 | 1.24994 | ||
| 2177 | 2019.09.19 00:00 | modify | 486 | 0.10 | 1.23645 | 1.21581 | 1.24994 | ||
| 2178 | 2019.09.19 22:00 | modify | 486 | 0.10 | 1.23645 | 1.21589 | 1.24994 | ||
| 2179 | 2019.09.20 09:00 | modify | 486 | 0.10 | 1.23645 | 1.21595 | 1.24994 | ||
| 2180 | 2019.09.20 11:00 | modify | 486 | 0.10 | 1.23645 | 1.21636 | 1.24994 | ||
| 2181 | 2019.09.20 12:00 | modify | 486 | 0.10 | 1.23645 | 1.21696 | 1.24994 | ||
| 2182 | 2019.09.20 12:00 | close | 486 | 0.10 | 1.24203 | 1.21696 | 1.24994 | 7943.01 | 2407437.52 |
| 2183 | 2019.09.30 01:01 | sell | 487 | 0.10 | 1.21803 | 1.24381 | 1.20431 | ||
| 2184 | 2019.10.08 15:00 | modify | 487 | 0.10 | 1.21803 | 1.24072 | 1.20431 | ||
| 2185 | 2019.10.08 16:00 | modify | 487 | 0.10 | 1.21803 | 1.24022 | 1.20431 | ||
| 2186 | 2019.10.08 17:00 | modify | 487 | 0.10 | 1.21803 | 1.23922 | 1.20431 | ||
| 2187 | 2019.10.10 20:51 | s/l | 487 | 0.10 | 1.23923 | 1.23922 | 1.20431 | -30183.71 | 2377253.81 |
| 2188 | 2019.10.28 11:00 | buy | 488 | 0.10 | 1.27841 | 1.25375 | 1.29185 | ||
| 2189 | 2019.11.07 04:00 | sell | 489 | 0.10 | 1.27490 | 1.28557 | 1.26144 | ||
| 2190 | 2019.11.18 12:07 | s/l | 489 | 0.10 | 1.28568 | 1.28557 | 1.26144 | -15348.14 | 2361905.67 |
| 2191 | 2019.11.18 16:00 | modify | 488 | 0.10 | 1.27841 | 1.25551 | 1.29185 | ||
| 2192 | 2019.11.20 04:00 | sell | 490 | 0.10 | 1.27826 | 1.28892 | 1.26481 | ||
| 2193 | 2019.11.21 17:00 | modify | 488 | 0.10 | 1.27841 | 1.25642 | 1.29185 | ||
| 2194 | 2019.11.25 19:00 | modify | 488 | 0.10 | 1.27841 | 1.25811 | 1.29185 | ||
| 2195 | 2019.11.27 20:00 | modify | 488 | 0.10 | 1.27841 | 1.25836 | 1.29185 | ||
| 2196 | 2019.11.27 20:02 | s/l | 490 | 0.10 | 1.28899 | 1.28892 | 1.26481 | -15276.94 | 2346628.73 |
| 2197 | 2019.11.27 21:00 | modify | 488 | 0.10 | 1.27841 | 1.25890 | 1.29185 | ||
| 2198 | 2019.11.27 22:00 | modify | 488 | 0.10 | 1.27841 | 1.26061 | 1.29185 | ||
| 2199 | 2019.11.27 23:00 | modify | 488 | 0.10 | 1.27841 | 1.26182 | 1.29185 | ||
| 2200 | 2019.11.28 00:20 | t/p | 488 | 0.10 | 1.29190 | 1.26182 | 1.29185 | 19202.74 | 2365831.47 |
| 2201 | 2019.11.29 18:00 | buy | 491 | 0.10 | 1.29302 | 1.27340 | 1.30658 | ||
| 2202 | 2019.12.09 07:00 | modify | 491 | 0.10 | 1.29302 | 1.27342 | 1.30658 | ||
| 2203 | 2019.12.09 09:00 | modify | 491 | 0.10 | 1.29302 | 1.27352 | 1.30658 | ||
| 2204 | 2019.12.09 10:00 | modify | 491 | 0.10 | 1.29302 | 1.27579 | 1.30658 | ||
| 2205 | 2019.12.09 15:00 | close | 491 | 0.10 | 1.30100 | 1.27579 | 1.30658 | 11359.37 | 2377190.84 |
| 2206 | 2019.12.19 16:00 | sell | 492 | 0.10 | 1.27953 | 1.30560 | 1.26610 | ||
| 2207 | 2019.12.19 22:00 | modify | 492 | 0.10 | 1.27953 | 1.30166 | 1.26610 | ||
| 2208 | 2019.12.19 23:00 | modify | 492 | 0.10 | 1.27953 | 1.30125 | 1.26610 | ||
| 2209 | 2019.12.23 16:00 | modify | 492 | 0.10 | 1.27953 | 1.29902 | 1.26610 | ||
| 2210 | 2019.12.23 17:00 | modify | 492 | 0.10 | 1.27953 | 1.29721 | 1.26610 | ||
| 2211 | 2019.12.25 01:00 | modify | 492 | 0.10 | 1.27953 | 1.29512 | 1.26610 | ||
| 2212 | 2019.12.31 10:00 | close | 492 | 0.10 | 1.27367 | 1.29512 | 1.26610 | 8343.23 | 2385534.07 |
| 2213 | 2020.01.03 05:00 | sell | 493 | 0.10 | 1.27252 | 1.28820 | 1.25900 | ||
| 2214 | 2020.01.13 18:10 | t/p | 493 | 0.10 | 1.25907 | 1.28820 | 1.25900 | 19149.58 | 2404683.65 |
| 2215 | 2020.01.13 19:00 | sell | 494 | 0.10 | 1.25992 | 1.28820 | 1.24648 | ||
| 2216 | 2020.01.15 17:00 | modify | 494 | 0.10 | 1.25992 | 1.28273 | 1.24648 | ||
| 2217 | 2020.01.16 19:00 | buy | 495 | 0.10 | 1.26195 | 1.25026 | 1.27547 | ||
| 2218 | 2020.01.22 17:40 | t/p | 495 | 0.10 | 1.27541 | 1.25026 | 1.27547 | 19160.04 | 2423843.69 |
| 2219 | 2020.01.24 09:00 | buy | 496 | 0.10 | 1.27450 | 1.25037 | 1.28807 | ||
| 2220 | 2020.02.04 11:00 | modify | 494 | 0.10 | 1.25992 | 1.28266 | 1.24648 | ||
| 2221 | 2020.02.17 03:00 | modify | 496 | 0.10 | 1.27450 | 1.25222 | 1.28807 | ||
| 2222 | 2020.02.17 05:00 | modify | 496 | 0.10 | 1.27450 | 1.25223 | 1.28807 | ||
| 2223 | 2020.02.17 06:00 | modify | 496 | 0.10 | 1.27450 | 1.25265 | 1.28807 | ||
| 2224 | 2020.02.27 12:04 | s/l | 496 | 0.10 | 1.25262 | 1.25265 | 1.28807 | -31145.74 | 2392697.95 |
| 2225 | 2020.02.27 14:00 | modify | 494 | 0.10 | 1.25992 | 1.27889 | 1.24648 | ||
| 2226 | 2020.02.27 15:00 | modify | 494 | 0.10 | 1.25992 | 1.27811 | 1.24648 | ||
| 2227 | 2020.02.27 16:32 | t/p | 494 | 0.10 | 1.24655 | 1.27811 | 1.24648 | 19035.67 | 2411733.62 |
| 2228 | 2020.03.31 14:00 | buy | 497 | 0.10 | 1.19348 | 1.16739 | 1.20689 | ||
| 2229 | 2020.03.31 19:00 | modify | 497 | 0.10 | 1.19348 | 1.17128 | 1.20689 | ||
| 2230 | 2020.04.01 18:00 | modify | 497 | 0.10 | 1.19348 | 1.17145 | 1.20689 | ||
| 2231 | 2020.04.01 19:00 | modify | 497 | 0.10 | 1.19348 | 1.17438 | 1.20689 | ||
| 2232 | 2020.04.01 19:00 | close | 497 | 0.10 | 1.19902 | 1.17438 | 1.20689 | 7886.08 | 2419619.70 |
| 2233 | 2020.04.02 13:00 | buy | 498 | 0.10 | 1.20458 | 1.17861 | 1.21811 | ||
| 2234 | 2020.04.13 20:00 | modify | 498 | 0.10 | 1.20458 | 1.18180 | 1.21811 | ||
| 2235 | 2020.04.14 06:00 | modify | 498 | 0.10 | 1.20458 | 1.18219 | 1.21811 | ||
| 2236 | 2020.04.14 08:00 | modify | 498 | 0.10 | 1.20458 | 1.18246 | 1.21811 | ||
| 2237 | 2020.04.14 09:00 | modify | 498 | 0.10 | 1.20458 | 1.18280 | 1.21811 | ||
| 2238 | 2020.04.14 10:00 | modify | 498 | 0.10 | 1.20458 | 1.18290 | 1.21811 | ||
| 2239 | 2020.04.14 11:00 | modify | 498 | 0.10 | 1.20458 | 1.18373 | 1.21811 | ||
| 2240 | 2020.04.14 22:00 | modify | 498 | 0.10 | 1.20458 | 1.18479 | 1.21811 | ||
| 2241 | 2020.04.28 10:43 | t/p | 498 | 0.10 | 1.21801 | 1.18479 | 1.21811 | 19117.33 | 2438737.03 |
| 2242 | 2020.05.01 10:00 | sell | 499 | 0.10 | 1.20992 | 1.22323 | 1.19648 | ||
| 2243 | 2020.05.04 14:05 | t/p | 499 | 0.10 | 1.19655 | 1.22323 | 1.19648 | 19035.67 | 2457772.70 |
| 2244 | 2020.05.07 02:00 | sell | 500 | 0.10 | 1.20232 | 1.22323 | 1.18883 | ||
| 2245 | 2020.05.12 18:00 | modify | 500 | 0.10 | 1.20232 | 1.22228 | 1.18883 | ||
| 2246 | 2020.05.12 19:00 | modify | 500 | 0.10 | 1.20232 | 1.22109 | 1.18883 | ||
| 2247 | 2020.05.12 20:00 | modify | 500 | 0.10 | 1.20232 | 1.21939 | 1.18883 | ||
| 2248 | 2020.05.12 22:00 | modify | 500 | 0.10 | 1.20232 | 1.21874 | 1.18883 | ||
| 2249 | 2020.05.12 23:47 | t/p | 500 | 0.10 | 1.18874 | 1.21874 | 1.18883 | 19334.66 | 2477107.36 |
| 2250 | 2020.05.13 03:00 | sell | 501 | 0.10 | 1.18817 | 1.21427 | 1.17477 | ||