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 |
| 601 | 2010.08.19 18:00 | sell | 161 | 0.10 | 1.60902 | 1.63510 | 1.59560 | ||
| 602 | 2010.08.20 15:00 | modify | 161 | 0.10 | 1.60902 | 1.63160 | 1.59560 | ||
| 603 | 2010.08.24 17:03 | t/p | 161 | 0.10 | 1.59565 | 1.63160 | 1.59560 | 19035.68 | 855308.20 |
| 604 | 2010.08.24 18:00 | sell | 162 | 0.10 | 1.59470 | 1.62070 | 1.58120 | ||
| 605 | 2010.08.25 04:00 | modify | 162 | 0.10 | 1.59470 | 1.61765 | 1.58120 | ||
| 606 | 2010.08.25 13:00 | modify | 162 | 0.10 | 1.59470 | 1.61275 | 1.58120 | ||
| 607 | 2010.08.25 13:00 | close | 162 | 0.10 | 1.58673 | 1.61275 | 1.58120 | 11347.37 | 866655.57 |
| 608 | 2010.09.24 19:00 | buy | 163 | 0.10 | 1.55614 | 1.53435 | 1.56955 | ||
| 609 | 2010.09.28 16:00 | modify | 163 | 0.10 | 1.55614 | 1.53525 | 1.56955 | ||
| 610 | 2010.10.04 12:42 | s/l | 163 | 0.10 | 1.53527 | 1.53525 | 1.56955 | -29708.03 | 836947.54 |
| 611 | 2010.10.07 02:00 | sell | 164 | 0.10 | 1.52635 | 1.55235 | 1.51285 | ||
| 612 | 2010.10.12 18:00 | modify | 164 | 0.10 | 1.52635 | 1.54865 | 1.51285 | ||
| 613 | 2010.10.12 19:00 | modify | 164 | 0.10 | 1.52635 | 1.54380 | 1.51285 | ||
| 614 | 2010.10.12 19:12 | t/p | 164 | 0.10 | 1.51276 | 1.54380 | 1.51285 | 19348.90 | 856296.44 |
| 615 | 2010.10.12 20:00 | sell | 165 | 0.10 | 1.51192 | 1.53785 | 1.49835 | ||
| 616 | 2010.10.22 12:00 | buy | 166 | 0.10 | 1.52920 | 1.50665 | 1.54270 | ||
| 617 | 2010.10.22 22:00 | modify | 166 | 0.10 | 1.52920 | 1.50685 | 1.54270 | ||
| 618 | 2010.10.25 00:00 | modify | 166 | 0.10 | 1.52920 | 1.50705 | 1.54270 | ||
| 619 | 2010.10.26 11:30 | s/l | 165 | 0.10 | 1.53837 | 1.53785 | 1.49835 | -37658.45 | 818637.99 |
| 620 | 2010.10.26 11:59 | t/p | 166 | 0.10 | 1.54272 | 1.50705 | 1.54270 | 19245.45 | 837883.44 |
| 621 | 2010.10.26 13:00 | buy | 167 | 0.10 | 1.54120 | 1.51513 | 1.55463 | ||
| 622 | 2010.10.26 16:09 | t/p | 167 | 0.10 | 1.55470 | 1.51513 | 1.55463 | 19216.98 | 857100.42 |
| 623 | 2010.10.28 19:00 | buy | 168 | 0.10 | 1.56830 | 1.54224 | 1.58174 | ||
| 624 | 2010.10.29 15:00 | modify | 168 | 0.10 | 1.56830 | 1.54568 | 1.58174 | ||
| 625 | 2010.10.29 16:00 | modify | 168 | 0.10 | 1.56830 | 1.54678 | 1.58174 | ||
| 626 | 2010.10.29 20:00 | modify | 168 | 0.10 | 1.56830 | 1.54896 | 1.58174 | ||
| 627 | 2010.10.29 20:00 | close | 168 | 0.10 | 1.57505 | 1.54896 | 1.58174 | 9608.49 | 866708.91 |
| 628 | 2010.11.10 15:00 | buy | 169 | 0.10 | 1.56378 | 1.53938 | 1.57725 | ||
| 629 | 2010.11.11 18:00 | modify | 169 | 0.10 | 1.56378 | 1.54097 | 1.57725 | ||
| 630 | 2010.11.11 18:42 | t/p | 169 | 0.10 | 1.57735 | 1.54097 | 1.57725 | 19316.63 | 886025.54 |
| 631 | 2010.11.12 19:00 | buy | 170 | 0.10 | 1.57820 | 1.55214 | 1.59164 | ||
| 632 | 2010.11.18 17:31 | t/p | 170 | 0.10 | 1.59164 | 1.55214 | 1.59164 | 19131.57 | 905157.11 |
| 633 | 2010.11.22 14:00 | sell | 171 | 0.10 | 1.58271 | 1.60328 | 1.56911 | ||
| 634 | 2010.11.23 10:00 | modify | 171 | 0.10 | 1.58271 | 1.60278 | 1.56911 | ||
| 635 | 2010.11.23 14:00 | modify | 171 | 0.10 | 1.58271 | 1.60113 | 1.56911 | ||
| 636 | 2010.11.23 14:00 | close | 171 | 0.10 | 1.57584 | 1.60113 | 1.56911 | 9781.23 | 914938.34 |
| 637 | 2010.11.24 18:00 | sell | 172 | 0.10 | 1.56603 | 1.59194 | 1.55244 | ||
| 638 | 2010.11.29 17:00 | modify | 172 | 0.10 | 1.56603 | 1.58860 | 1.55244 | ||
| 639 | 2010.11.29 18:00 | modify | 172 | 0.10 | 1.56603 | 1.58806 | 1.55244 | ||
| 640 | 2010.11.29 19:00 | modify | 172 | 0.10 | 1.56603 | 1.58438 | 1.55244 | ||
| 641 | 2010.11.30 03:33 | t/p | 172 | 0.10 | 1.55245 | 1.58438 | 1.55244 | 19334.66 | 934273.00 |
| 642 | 2010.11.30 04:00 | sell | 173 | 0.10 | 1.55198 | 1.57789 | 1.53839 | ||
| 643 | 2010.12.02 20:00 | modify | 173 | 0.10 | 1.55198 | 1.57457 | 1.53839 | ||
| 644 | 2010.12.03 15:53 | t/p | 173 | 0.10 | 1.53836 | 1.57457 | 1.53839 | 19391.61 | 953664.61 |
| 645 | 2010.12.09 19:00 | sell | 174 | 0.10 | 1.54901 | 1.57505 | 1.53555 | ||
| 646 | 2010.12.13 14:00 | modify | 174 | 0.10 | 1.54901 | 1.57087 | 1.53555 | ||
| 647 | 2010.12.13 15:00 | modify | 174 | 0.10 | 1.54901 | 1.56906 | 1.53555 | ||
| 648 | 2010.12.13 16:00 | modify | 174 | 0.10 | 1.54901 | 1.56817 | 1.53555 | ||
| 649 | 2010.12.13 16:28 | t/p | 174 | 0.10 | 1.53557 | 1.56817 | 1.53555 | 19135.34 | 972799.95 |
| 650 | 2010.12.13 18:00 | sell | 175 | 0.10 | 1.53425 | 1.56029 | 1.52079 | ||
| 651 | 2010.12.14 14:00 | modify | 175 | 0.10 | 1.53425 | 1.55426 | 1.52079 | ||
| 652 | 2010.12.14 15:00 | modify | 175 | 0.10 | 1.53425 | 1.55372 | 1.52079 | ||
| 653 | 2010.12.14 16:00 | modify | 175 | 0.10 | 1.53425 | 1.55190 | 1.52079 | ||
| 654 | 2010.12.14 16:09 | t/p | 175 | 0.10 | 1.52082 | 1.55190 | 1.52079 | 19121.10 | 991921.05 |
| 655 | 2011.01.10 18:00 | buy | 176 | 0.10 | 1.50993 | 1.48383 | 1.52333 | ||
| 656 | 2011.01.11 18:00 | modify | 176 | 0.10 | 1.50993 | 1.48923 | 1.52333 | ||
| 657 | 2011.01.11 18:47 | t/p | 176 | 0.10 | 1.52329 | 1.48923 | 1.52333 | 19017.69 | 1010938.74 |
| 658 | 2011.01.11 20:00 | buy | 177 | 0.10 | 1.52410 | 1.49814 | 1.53764 | ||
| 659 | 2011.01.13 11:00 | modify | 177 | 0.10 | 1.52410 | 1.50456 | 1.53764 | ||
| 660 | 2011.01.13 12:00 | modify | 177 | 0.10 | 1.52410 | 1.50666 | 1.53764 | ||
| 661 | 2011.01.13 12:00 | close | 177 | 0.10 | 1.53205 | 1.50666 | 1.53764 | 11316.66 | 1022255.40 |
| 662 | 2011.01.13 13:00 | buy | 178 | 0.10 | 1.53257 | 1.50653 | 1.54603 | ||
| 663 | 2011.01.18 20:00 | modify | 178 | 0.10 | 1.53257 | 1.51227 | 1.54603 | ||
| 664 | 2011.01.25 10:30 | s/l | 178 | 0.10 | 1.51235 | 1.51227 | 1.54603 | -28782.76 | 993472.64 |
| 665 | 2011.01.27 16:00 | buy | 179 | 0.10 | 1.50768 | 1.48351 | 1.52123 | ||
| 666 | 2011.02.01 04:00 | modify | 179 | 0.10 | 1.50768 | 1.48521 | 1.52123 | ||
| 667 | 2011.02.01 13:00 | modify | 179 | 0.10 | 1.50768 | 1.48811 | 1.52123 | ||
| 668 | 2011.02.01 17:03 | t/p | 179 | 0.10 | 1.52119 | 1.48811 | 1.52123 | 19231.21 | 1012703.85 |
| 669 | 2011.02.14 09:00 | buy | 180 | 0.10 | 1.56299 | 1.53704 | 1.57654 | ||
| 670 | 2011.02.17 15:44 | s/l | 180 | 0.10 | 1.53707 | 1.53704 | 1.57654 | -36896.61 | 975807.24 |
| 671 | 2011.02.24 08:00 | sell | 181 | 0.10 | 1.50640 | 1.53247 | 1.49297 | ||
| 672 | 2011.02.24 11:00 | modify | 181 | 0.10 | 1.50640 | 1.52578 | 1.49297 | ||
| 673 | 2011.02.24 15:00 | modify | 181 | 0.10 | 1.50640 | 1.52517 | 1.49297 | ||
| 674 | 2011.02.24 17:54 | t/p | 181 | 0.10 | 1.49304 | 1.52517 | 1.49297 | 19021.43 | 994828.67 |
| 675 | 2011.03.02 08:00 | sell | 182 | 0.10 | 1.50519 | 1.53110 | 1.49160 | ||
| 676 | 2011.03.07 21:00 | modify | 182 | 0.10 | 1.50519 | 1.52789 | 1.49160 | ||
| 677 | 2011.03.10 18:00 | modify | 182 | 0.10 | 1.50519 | 1.52777 | 1.49160 | ||
| 678 | 2011.03.10 19:00 | modify | 182 | 0.10 | 1.50519 | 1.52756 | 1.49160 | ||
| 679 | 2011.03.10 20:00 | modify | 182 | 0.10 | 1.50519 | 1.52596 | 1.49160 | ||
| 680 | 2011.03.10 22:00 | modify | 182 | 0.10 | 1.50519 | 1.52363 | 1.49160 | ||
| 681 | 2011.03.11 15:00 | modify | 182 | 0.10 | 1.50519 | 1.52287 | 1.49160 | ||
| 682 | 2011.03.11 15:14 | t/p | 182 | 0.10 | 1.49162 | 1.52287 | 1.49160 | 19320.42 | 1014149.09 |
| 683 | 2011.03.11 19:00 | sell | 183 | 0.10 | 1.48693 | 1.51301 | 1.47351 | ||
| 684 | 2011.03.15 12:00 | modify | 183 | 0.10 | 1.48693 | 1.50977 | 1.47351 | ||
| 685 | 2011.03.15 12:59 | t/p | 183 | 0.10 | 1.47339 | 1.50977 | 1.47351 | 19277.71 | 1033426.80 |
| 686 | 2011.03.23 12:00 | sell | 184 | 0.10 | 1.47076 | 1.49672 | 1.45722 | ||
| 687 | 2011.03.23 17:00 | modify | 184 | 0.10 | 1.47076 | 1.49257 | 1.45722 | ||
| 688 | 2011.03.24 21:00 | modify | 184 | 0.10 | 1.47076 | 1.48901 | 1.45722 | ||
| 689 | 2011.04.01 16:28 | s/l | 184 | 0.10 | 1.48892 | 1.48901 | 1.45722 | -25855.48 | 1007571.32 |
| 690 | 2011.04.01 19:00 | buy | 185 | 0.10 | 1.49139 | 1.46531 | 1.50481 | ||
| 691 | 2011.04.05 13:00 | modify | 185 | 0.10 | 1.49139 | 1.47004 | 1.50481 | ||
| 692 | 2011.04.05 15:00 | modify | 185 | 0.10 | 1.49139 | 1.47037 | 1.50481 | ||
| 693 | 2011.04.05 16:00 | modify | 185 | 0.10 | 1.49139 | 1.47167 | 1.50481 | ||
| 694 | 2011.04.05 18:00 | modify | 185 | 0.10 | 1.49139 | 1.47203 | 1.50481 | ||
| 695 | 2011.04.05 18:47 | t/p | 185 | 0.10 | 1.50485 | 1.47203 | 1.50481 | 19160.04 | 1026731.36 |
| 696 | 2011.04.05 19:00 | buy | 186 | 0.10 | 1.50498 | 1.47891 | 1.51841 | ||
| 697 | 2011.04.06 06:00 | modify | 186 | 0.10 | 1.50498 | 1.48572 | 1.51841 | ||
| 698 | 2011.04.06 06:00 | close | 186 | 0.10 | 1.51149 | 1.48572 | 1.51841 | 9266.86 | 1035998.22 |
| 699 | 2011.04.15 17:00 | buy | 187 | 0.10 | 1.46169 | 1.45113 | 1.47522 | ||
| 700 | 2011.04.25 12:00 | sell | 188 | 0.10 | 1.45911 | 1.48522 | 1.44556 | ||
| 701 | 2011.04.25 14:13 | s/l | 187 | 0.10 | 1.45101 | 1.45113 | 1.47522 | -15202.77 | 1020795.45 |
| 702 | 2011.04.25 16:00 | modify | 188 | 0.10 | 1.45911 | 1.48144 | 1.44556 | ||
| 703 | 2011.04.25 17:00 | modify | 188 | 0.10 | 1.45911 | 1.48116 | 1.44556 | ||
| 704 | 2011.04.25 22:00 | modify | 188 | 0.10 | 1.45911 | 1.48099 | 1.44556 | ||
| 705 | 2011.04.26 12:00 | modify | 188 | 0.10 | 1.45911 | 1.47856 | 1.44556 | ||
| 706 | 2011.04.26 12:05 | t/p | 188 | 0.10 | 1.44551 | 1.47856 | 1.44556 | 19363.13 | 1040158.58 |
| 707 | 2011.04.26 13:00 | sell | 189 | 0.10 | 1.44590 | 1.47330 | 1.43234 | ||
| 708 | 2011.04.27 01:31 | t/p | 189 | 0.10 | 1.43203 | 1.47330 | 1.43234 | 19747.55 | 1059906.13 |
| 709 | 2011.04.27 03:00 | sell | 190 | 0.10 | 1.43683 | 1.46266 | 1.42316 | ||
| 710 | 2011.05.03 13:00 | modify | 190 | 0.10 | 1.43683 | 1.45566 | 1.42316 | ||
| 711 | 2011.05.03 16:44 | t/p | 190 | 0.10 | 1.42308 | 1.45566 | 1.42316 | 19576.70 | 1079482.83 |
| 712 | 2011.05.24 08:00 | buy | 191 | 0.10 | 1.42867 | 1.41496 | 1.44213 | ||
| 713 | 2011.05.26 16:16 | s/l | 191 | 0.10 | 1.41487 | 1.41496 | 1.44213 | -19644.02 | 1059838.81 |
| 714 | 2011.05.31 08:00 | buy | 192 | 0.10 | 1.40783 | 1.39165 | 1.42143 | ||
| 715 | 2011.06.01 11:31 | s/l | 192 | 0.10 | 1.39163 | 1.39165 | 1.42143 | -23060.38 | 1036778.43 |
| 716 | 2011.06.10 17:00 | sell | 193 | 0.10 | 1.36774 | 1.39374 | 1.35424 | ||
| 717 | 2011.06.22 13:00 | modify | 193 | 0.10 | 1.36774 | 1.38797 | 1.35424 | ||
| 718 | 2011.06.22 14:00 | modify | 193 | 0.10 | 1.36774 | 1.38787 | 1.35424 | ||
| 719 | 2011.06.22 15:00 | modify | 193 | 0.10 | 1.36774 | 1.38587 | 1.35424 | ||
| 720 | 2011.06.22 15:33 | t/p | 193 | 0.10 | 1.35427 | 1.38587 | 1.35424 | 19178.04 | 1055956.47 |
| 721 | 2011.06.29 15:00 | buy | 194 | 0.10 | 1.33811 | 1.32372 | 1.35169 | ||
| 722 | 2011.06.30 17:13 | t/p | 194 | 0.10 | 1.35173 | 1.32372 | 1.35169 | 19387.80 | 1075344.27 |
| 723 | 2011.06.30 18:00 | buy | 195 | 0.10 | 1.35177 | 1.32357 | 1.36524 | ||
| 724 | 2011.07.01 12:00 | modify | 195 | 0.10 | 1.35177 | 1.33030 | 1.36524 | ||
| 725 | 2011.07.01 17:11 | t/p | 195 | 0.10 | 1.36535 | 1.33030 | 1.36524 | 19330.86 | 1094675.13 |
| 726 | 2011.07.08 11:00 | buy | 196 | 0.10 | 1.35254 | 1.32375 | 1.36603 | ||
| 727 | 2011.07.12 10:52 | s/l | 196 | 0.10 | 1.32369 | 1.32375 | 1.36603 | -41067.40 | 1053607.73 |
| 728 | 2011.07.19 11:00 | buy | 197 | 0.10 | 1.32211 | 1.30009 | 1.33565 | ||
| 729 | 2011.07.20 00:00 | modify | 197 | 0.10 | 1.32211 | 1.30087 | 1.33565 | ||
| 730 | 2011.07.21 17:00 | modify | 197 | 0.10 | 1.32211 | 1.30408 | 1.33565 | ||
| 731 | 2011.07.21 17:12 | t/p | 197 | 0.10 | 1.33575 | 1.30408 | 1.33565 | 19416.27 | 1073024.00 |
| 732 | 2011.07.21 18:00 | buy | 198 | 0.10 | 1.33416 | 1.30813 | 1.34763 | ||
| 733 | 2011.07.22 12:00 | modify | 198 | 0.10 | 1.33416 | 1.31291 | 1.34763 | ||
| 734 | 2011.07.25 10:22 | s/l | 198 | 0.10 | 1.31296 | 1.31291 | 1.34763 | -30177.78 | 1042846.22 |
| 735 | 2011.07.28 01:00 | sell | 199 | 0.10 | 1.30817 | 1.33411 | 1.29461 | ||
| 736 | 2011.07.29 14:00 | modify | 199 | 0.10 | 1.30817 | 1.33097 | 1.29461 | ||
| 737 | 2011.07.29 15:49 | t/p | 199 | 0.10 | 1.29455 | 1.33097 | 1.29461 | 19391.61 | 1062237.83 |
| 738 | 2011.07.29 19:00 | sell | 200 | 0.10 | 1.29661 | 1.32267 | 1.28317 | ||
| 739 | 2011.08.01 15:10 | t/p | 200 | 0.10 | 1.28304 | 1.32267 | 1.28317 | 19320.42 | 1081558.25 |
| 740 | 2011.08.18 10:00 | buy | 201 | 0.10 | 1.31774 | 1.29176 | 1.33126 | ||
| 741 | 2011.08.22 17:59 | s/l | 201 | 0.10 | 1.29167 | 1.29176 | 1.33126 | -37110.13 | 1044448.12 |
| 742 | 2011.08.23 13:00 | buy | 202 | 0.10 | 1.30473 | 1.27881 | 1.31831 | ||
| 743 | 2011.08.26 17:42 | t/p | 202 | 0.10 | 1.31849 | 1.27881 | 1.31831 | 19587.09 | 1064035.21 |
| 744 | 2011.08.26 19:02 | buy | 203 | 0.10 | 1.31668 | 1.28908 | 1.32858 | ||
| 745 | 2011.08.29 06:00 | modify | 203 | 0.10 | 1.31668 | 1.29753 | 1.32858 | ||
| 746 | 2011.08.29 09:32 | t/p | 203 | 0.10 | 1.32850 | 1.29753 | 1.32858 | 16825.53 | 1080860.74 |
| 747 | 2011.09.08 13:00 | buy | 204 | 0.10 | 1.37763 | 1.35164 | 1.39114 | ||
| 748 | 2011.09.08 14:00 | close | 204 | 0.10 | 1.37776 | 1.35164 | 1.39114 | 185.05 | 1081045.79 |
| 749 | 2011.09.08 14:00 | buy | 205 | 0.10 | 1.38257 | 1.35221 | 1.39171 | ||
| 750 | 2011.09.08 15:00 | close | 205 | 0.10 | 1.38421 | 1.35221 | 1.39171 | 2334.51 | 1083380.30 |