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 |
| 751 | 2011.09.19 01:01 | buy | 206 | 0.10 | 1.38677 | 1.36166 | 1.40116 | ||
| 752 | 2011.09.20 16:03 | t/p | 206 | 0.10 | 1.40132 | 1.36166 | 1.40116 | 20711.63 | 1104091.93 |
| 753 | 2011.09.20 17:00 | buy | 207 | 0.10 | 1.39653 | 1.37045 | 1.40995 | ||
| 754 | 2011.09.21 07:24 | t/p | 207 | 0.10 | 1.41001 | 1.37045 | 1.40995 | 19188.51 | 1123280.44 |
| 755 | 2011.09.21 09:02 | buy | 208 | 0.10 | 1.40536 | 1.37803 | 1.41753 | ||
| 756 | 2011.09.22 14:00 | modify | 208 | 0.10 | 1.40536 | 1.38298 | 1.41753 | ||
| 757 | 2011.09.22 15:00 | modify | 208 | 0.10 | 1.40536 | 1.38491 | 1.41753 | ||
| 758 | 2011.09.30 19:00 | modify | 208 | 0.10 | 1.40536 | 1.38609 | 1.41753 | ||
| 759 | 2011.10.03 01:00 | modify | 208 | 0.10 | 1.40536 | 1.38634 | 1.41753 | ||
| 760 | 2011.10.03 02:00 | modify | 208 | 0.10 | 1.40536 | 1.38766 | 1.41753 | ||
| 761 | 2011.10.03 02:41 | t/p | 208 | 0.10 | 1.41748 | 1.38766 | 1.41753 | 17252.58 | 1140533.02 |
| 762 | 2011.10.12 20:00 | sell | 209 | 0.10 | 1.40706 | 1.43312 | 1.39362 | ||
| 763 | 2011.10.26 12:00 | modify | 209 | 0.10 | 1.40706 | 1.42895 | 1.39362 | ||
| 764 | 2011.10.26 13:00 | modify | 209 | 0.10 | 1.40706 | 1.42770 | 1.39362 | ||
| 765 | 2011.10.26 16:00 | modify | 209 | 0.10 | 1.40706 | 1.42746 | 1.39362 | ||
| 766 | 2011.10.27 14:00 | modify | 209 | 0.10 | 1.40706 | 1.42664 | 1.39362 | ||
| 767 | 2011.10.27 15:02 | t/p | 209 | 0.10 | 1.39318 | 1.42664 | 1.39362 | 19761.79 | 1160294.81 |
| 768 | 2011.10.27 16:00 | sell | 210 | 0.10 | 1.39429 | 1.42024 | 1.38074 | ||
| 769 | 2011.10.27 18:00 | modify | 210 | 0.10 | 1.39429 | 1.41587 | 1.38074 | ||
| 770 | 2011.10.27 20:00 | modify | 210 | 0.10 | 1.39429 | 1.41331 | 1.38074 | ||
| 771 | 2011.10.27 21:00 | modify | 210 | 0.10 | 1.39429 | 1.41258 | 1.38074 | ||
| 772 | 2011.10.27 22:00 | modify | 210 | 0.10 | 1.39429 | 1.41240 | 1.38074 | ||
| 773 | 2011.10.28 11:00 | close | 210 | 0.10 | 1.38831 | 1.41240 | 1.38074 | 8514.08 | 1168808.89 |
| 774 | 2011.11.18 00:00 | buy | 211 | 0.10 | 1.45291 | 1.42684 | 1.46634 | ||
| 775 | 2011.11.22 11:47 | s/l | 211 | 0.10 | 1.42688 | 1.42684 | 1.46634 | -37053.19 | 1131755.70 |
| 776 | 2011.12.01 11:00 | sell | 212 | 0.10 | 1.42914 | 1.45564 | 1.41563 | ||
| 777 | 2011.12.12 14:27 | s/l | 212 | 0.10 | 1.45567 | 1.45564 | 1.41563 | -37772.35 | 1093983.35 |
| 778 | 2011.12.14 11:00 | buy | 213 | 0.10 | 1.46667 | 1.44066 | 1.48016 | ||
| 779 | 2011.12.14 22:00 | modify | 213 | 0.10 | 1.46667 | 1.44483 | 1.48016 | ||
| 780 | 2011.12.14 23:00 | modify | 213 | 0.10 | 1.46667 | 1.44529 | 1.48016 | ||
| 781 | 2011.12.15 01:00 | modify | 213 | 0.10 | 1.46667 | 1.44561 | 1.48016 | ||
| 782 | 2011.12.15 03:00 | modify | 213 | 0.10 | 1.46667 | 1.44685 | 1.48016 | ||
| 783 | 2011.12.29 18:00 | sell | 214 | 0.10 | 1.45209 | 1.47614 | 1.43849 | ||
| 784 | 2012.01.05 11:28 | s/l | 214 | 0.10 | 1.47621 | 1.47614 | 1.43849 | -34341.09 | 1059642.26 |
| 785 | 2012.01.05 22:00 | modify | 213 | 0.10 | 1.46667 | 1.44694 | 1.48016 | ||
| 786 | 2012.01.05 23:00 | modify | 213 | 0.10 | 1.46667 | 1.44707 | 1.48016 | ||
| 787 | 2012.01.06 00:00 | modify | 213 | 0.10 | 1.46667 | 1.44726 | 1.48016 | ||
| 788 | 2012.01.06 05:00 | modify | 213 | 0.10 | 1.46667 | 1.44751 | 1.48016 | ||
| 789 | 2012.01.06 07:00 | modify | 213 | 0.10 | 1.46667 | 1.44764 | 1.48016 | ||
| 790 | 2012.01.06 08:00 | modify | 213 | 0.10 | 1.46667 | 1.44814 | 1.48016 | ||
| 791 | 2012.01.06 09:00 | modify | 213 | 0.10 | 1.46667 | 1.44837 | 1.48016 | ||
| 792 | 2012.01.06 10:00 | modify | 213 | 0.10 | 1.46667 | 1.44861 | 1.48016 | ||
| 793 | 2012.01.06 11:00 | modify | 213 | 0.10 | 1.46667 | 1.45029 | 1.48016 | ||
| 794 | 2012.01.06 11:00 | close | 213 | 0.10 | 1.47502 | 1.45029 | 1.48016 | 11886.06 | 1071528.32 |
| 795 | 2012.01.09 10:00 | sell | 215 | 0.10 | 1.47171 | 1.48281 | 1.45820 | ||
| 796 | 2012.01.12 09:56 | t/p | 215 | 0.10 | 1.45825 | 1.48281 | 1.45820 | 19163.81 | 1090692.13 |
| 797 | 2012.01.12 11:00 | sell | 216 | 0.10 | 1.45714 | 1.48281 | 1.44369 | ||
| 798 | 2012.01.12 18:00 | modify | 216 | 0.10 | 1.45714 | 1.47746 | 1.44369 | ||
| 799 | 2012.01.12 20:00 | modify | 216 | 0.10 | 1.45714 | 1.47619 | 1.44369 | ||
| 800 | 2012.01.12 21:00 | modify | 216 | 0.10 | 1.45714 | 1.47453 | 1.44369 | ||
| 801 | 2012.01.13 12:00 | modify | 216 | 0.10 | 1.45714 | 1.47417 | 1.44369 | ||
| 802 | 2012.01.13 12:00 | close | 216 | 0.10 | 1.44911 | 1.47417 | 1.44369 | 11432.80 | 1102124.93 |
| 803 | 2012.01.17 10:00 | sell | 217 | 0.10 | 1.45766 | 1.48281 | 1.44420 | ||
| 804 | 2012.01.18 14:00 | modify | 217 | 0.10 | 1.45766 | 1.47716 | 1.44420 | ||
| 805 | 2012.01.19 12:00 | modify | 217 | 0.10 | 1.45766 | 1.47704 | 1.44420 | ||
| 806 | 2012.01.19 13:00 | modify | 217 | 0.10 | 1.45766 | 1.47641 | 1.44420 | ||
| 807 | 2012.01.19 14:00 | modify | 217 | 0.10 | 1.45766 | 1.47540 | 1.44420 | ||
| 808 | 2012.01.19 15:00 | modify | 217 | 0.10 | 1.45766 | 1.47494 | 1.44420 | ||
| 809 | 2012.01.19 17:00 | modify | 217 | 0.10 | 1.45766 | 1.47405 | 1.44420 | ||
| 810 | 2012.01.19 18:00 | close | 217 | 0.10 | 1.44977 | 1.47405 | 1.44420 | 11233.46 | 1113358.39 |
| 811 | 2012.01.19 20:00 | sell | 218 | 0.10 | 1.44469 | 1.47063 | 1.43113 | ||
| 812 | 2012.01.26 18:00 | modify | 218 | 0.10 | 1.44469 | 1.46752 | 1.43113 | ||
| 813 | 2012.01.27 20:00 | modify | 218 | 0.10 | 1.44469 | 1.46580 | 1.43113 | ||
| 814 | 2012.01.27 22:00 | modify | 218 | 0.10 | 1.44469 | 1.46446 | 1.43113 | ||
| 815 | 2012.01.27 23:00 | modify | 218 | 0.10 | 1.44469 | 1.46434 | 1.43113 | ||
| 816 | 2012.01.30 00:00 | modify | 218 | 0.10 | 1.44469 | 1.46404 | 1.43113 | ||
| 817 | 2012.01.30 01:00 | modify | 218 | 0.10 | 1.44469 | 1.46362 | 1.43113 | ||
| 818 | 2012.02.10 15:00 | buy | 219 | 0.10 | 1.44690 | 1.43173 | 1.46043 | ||
| 819 | 2012.02.16 19:00 | close | 219 | 0.10 | 1.45462 | 1.43173 | 1.46043 | 10989.27 | 1124347.66 |
| 820 | 2012.02.22 13:00 | modify | 218 | 0.10 | 1.44469 | 1.46213 | 1.43113 | ||
| 821 | 2012.02.22 14:23 | t/p | 218 | 0.10 | 1.43115 | 1.46213 | 1.43113 | 19277.71 | 1143625.37 |
| 822 | 2012.02.27 14:00 | buy | 220 | 0.10 | 1.42717 | 1.40185 | 1.44073 | ||
| 823 | 2012.02.29 19:00 | modify | 220 | 0.10 | 1.42717 | 1.41006 | 1.44073 | ||
| 824 | 2012.02.29 20:00 | modify | 220 | 0.10 | 1.42717 | 1.41010 | 1.44073 | ||
| 825 | 2012.02.29 20:30 | t/p | 220 | 0.10 | 1.44081 | 1.41010 | 1.44073 | 19416.27 | 1163041.64 |
| 826 | 2012.02.29 21:00 | buy | 221 | 0.10 | 1.43997 | 1.40192 | 1.45346 | ||
| 827 | 2012.03.02 07:00 | modify | 221 | 0.10 | 1.43997 | 1.41723 | 1.45346 | ||
| 828 | 2012.03.02 08:00 | modify | 221 | 0.10 | 1.43997 | 1.41757 | 1.45346 | ||
| 829 | 2012.03.02 11:00 | modify | 221 | 0.10 | 1.43997 | 1.41806 | 1.45346 | ||
| 830 | 2012.03.02 12:00 | modify | 221 | 0.10 | 1.43997 | 1.41905 | 1.45346 | ||
| 831 | 2012.03.02 13:00 | modify | 221 | 0.10 | 1.43997 | 1.41967 | 1.45346 | ||
| 832 | 2012.03.02 14:00 | modify | 221 | 0.10 | 1.43997 | 1.42086 | 1.45346 | ||
| 833 | 2012.03.06 12:00 | sell | 222 | 0.10 | 1.44438 | 1.48281 | 1.43092 | ||
| 834 | 2012.03.08 16:00 | modify | 222 | 0.10 | 1.44438 | 1.46605 | 1.43092 | ||
| 835 | 2012.03.08 17:00 | modify | 222 | 0.10 | 1.44438 | 1.46523 | 1.43092 | ||
| 836 | 2012.03.12 19:00 | modify | 222 | 0.10 | 1.44438 | 1.46448 | 1.43092 | ||
| 837 | 2012.03.12 20:00 | modify | 222 | 0.10 | 1.44438 | 1.46198 | 1.43092 | ||
| 838 | 2012.03.12 21:00 | modify | 222 | 0.10 | 1.44438 | 1.46157 | 1.43092 | ||
| 839 | 2012.03.13 04:00 | modify | 222 | 0.10 | 1.44438 | 1.46137 | 1.43092 | ||
| 840 | 2012.03.13 05:00 | modify | 222 | 0.10 | 1.44438 | 1.46128 | 1.43092 | ||
| 841 | 2012.03.13 07:00 | modify | 222 | 0.10 | 1.44438 | 1.46099 | 1.43092 | ||
| 842 | 2012.03.13 08:00 | modify | 222 | 0.10 | 1.44438 | 1.46074 | 1.43092 | ||
| 843 | 2012.03.13 12:00 | close | 222 | 0.10 | 1.43747 | 1.46074 | 1.43092 | 9838.18 | 1172879.82 |
| 844 | 2012.03.14 02:00 | modify | 221 | 0.10 | 1.43997 | 1.42095 | 1.45346 | ||
| 845 | 2012.03.14 03:00 | modify | 221 | 0.10 | 1.43997 | 1.42129 | 1.45346 | ||
| 846 | 2012.03.14 05:00 | modify | 221 | 0.10 | 1.43997 | 1.42172 | 1.45346 | ||
| 847 | 2012.03.14 10:00 | modify | 221 | 0.10 | 1.43997 | 1.42211 | 1.45346 | ||
| 848 | 2012.03.14 11:00 | modify | 221 | 0.10 | 1.43997 | 1.42332 | 1.45346 | ||
| 849 | 2012.03.14 11:02 | t/p | 221 | 0.10 | 1.45351 | 1.42332 | 1.45346 | 19273.91 | 1192153.73 |
| 850 | 2012.03.15 18:00 | sell | 223 | 0.10 | 1.44709 | 1.48281 | 1.43356 | ||
| 851 | 2012.03.23 17:00 | modify | 223 | 0.10 | 1.44709 | 1.47008 | 1.43356 | ||
| 852 | 2012.03.26 01:00 | modify | 223 | 0.10 | 1.44709 | 1.47007 | 1.43356 | ||
| 853 | 2012.03.26 02:00 | modify | 223 | 0.10 | 1.44709 | 1.46997 | 1.43356 | ||
| 854 | 2012.03.26 03:00 | modify | 223 | 0.10 | 1.44709 | 1.46947 | 1.43356 | ||
| 855 | 2012.03.26 04:00 | modify | 223 | 0.10 | 1.44709 | 1.46944 | 1.43356 | ||
| 856 | 2012.03.27 15:00 | modify | 223 | 0.10 | 1.44709 | 1.46929 | 1.43356 | ||
| 857 | 2012.03.28 12:00 | modify | 223 | 0.10 | 1.44709 | 1.46807 | 1.43356 | ||
| 858 | 2012.03.28 13:00 | modify | 223 | 0.10 | 1.44709 | 1.46710 | 1.43356 | ||
| 859 | 2012.03.28 15:00 | modify | 223 | 0.10 | 1.44709 | 1.46690 | 1.43356 | ||
| 860 | 2012.03.28 16:00 | modify | 223 | 0.10 | 1.44709 | 1.46625 | 1.43356 | ||
| 861 | 2012.03.28 16:00 | close | 223 | 0.10 | 1.44014 | 1.46625 | 1.43356 | 9895.13 | 1202048.86 |
| 862 | 2012.04.06 08:00 | buy | 224 | 0.10 | 1.45852 | 1.43386 | 1.47212 | ||
| 863 | 2012.04.10 16:00 | sell | 225 | 0.10 | 1.45467 | 1.48281 | 1.44109 | ||
| 864 | 2012.04.18 13:00 | modify | 224 | 0.10 | 1.45852 | 1.43881 | 1.47212 | ||
| 865 | 2012.04.18 15:00 | modify | 224 | 0.10 | 1.45852 | 1.44038 | 1.47212 | ||
| 866 | 2012.04.18 17:00 | modify | 224 | 0.10 | 1.45852 | 1.44124 | 1.47212 | ||
| 867 | 2012.04.19 11:00 | modify | 224 | 0.10 | 1.45852 | 1.44157 | 1.47212 | ||
| 868 | 2012.04.19 14:31 | t/p | 224 | 0.10 | 1.47211 | 1.44157 | 1.47212 | 19345.09 | 1221393.95 |
| 869 | 2012.05.02 11:00 | buy | 226 | 0.10 | 1.47776 | 1.45899 | 1.49128 | ||
| 870 | 2012.05.03 15:34 | s/l | 225 | 0.10 | 1.48289 | 1.48281 | 1.44109 | -40178.51 | 1181215.44 |
| 871 | 2012.05.07 01:00 | modify | 226 | 0.10 | 1.47776 | 1.45991 | 1.49128 | ||
| 872 | 2012.05.07 01:18 | t/p | 226 | 0.10 | 1.49134 | 1.45991 | 1.49128 | 19330.86 | 1200546.30 |
| 873 | 2012.05.11 13:00 | sell | 227 | 0.10 | 1.49453 | 1.50461 | 1.48106 | ||
| 874 | 2012.05.14 16:44 | s/l | 227 | 0.10 | 1.50457 | 1.50461 | 1.48106 | -14294.55 | 1186251.75 |
| 875 | 2012.05.22 22:00 | buy | 228 | 0.10 | 1.48982 | 1.47976 | 1.50341 | ||
| 876 | 2012.05.24 16:00 | t/p | 228 | 0.10 | 1.50347 | 1.47976 | 1.50341 | 19430.51 | 1205682.26 |
| 877 | 2012.05.31 08:00 | sell | 229 | 0.10 | 1.50065 | 1.50919 | 1.48707 | ||
| 878 | 2012.06.01 11:49 | t/p | 229 | 0.10 | 1.48701 | 1.50919 | 1.48707 | 19420.08 | 1225102.34 |
| 879 | 2012.06.01 18:00 | sell | 230 | 0.10 | 1.48916 | 1.50919 | 1.47564 | ||
| 880 | 2012.06.04 18:00 | modify | 230 | 0.10 | 1.48916 | 1.50897 | 1.47564 | ||
| 881 | 2012.06.04 19:00 | modify | 230 | 0.10 | 1.48916 | 1.50669 | 1.47564 | ||
| 882 | 2012.06.05 03:00 | modify | 230 | 0.10 | 1.48916 | 1.50612 | 1.47564 | ||
| 883 | 2012.06.05 04:00 | modify | 230 | 0.10 | 1.48916 | 1.50516 | 1.47564 | ||
| 884 | 2012.06.05 04:02 | t/p | 230 | 0.10 | 1.47566 | 1.50516 | 1.47564 | 19220.76 | 1244323.10 |
| 885 | 2012.06.05 04:02 | sell | 231 | 0.10 | 1.47553 | 1.50143 | 1.46193 | ||
| 886 | 2012.06.15 17:00 | buy | 232 | 0.10 | 1.48762 | 1.44408 | 1.50108 | ||
| 887 | 2012.06.18 19:00 | modify | 232 | 0.10 | 1.48762 | 1.46688 | 1.50108 | ||
| 888 | 2012.06.18 21:00 | modify | 232 | 0.10 | 1.48762 | 1.46733 | 1.50108 | ||
| 889 | 2012.06.25 14:00 | modify | 232 | 0.10 | 1.48762 | 1.46742 | 1.50108 | ||
| 890 | 2012.06.25 19:00 | modify | 232 | 0.10 | 1.48762 | 1.46804 | 1.50108 | ||
| 891 | 2012.06.26 11:48 | t/p | 232 | 0.10 | 1.50110 | 1.46804 | 1.50108 | 19188.51 | 1263511.61 |
| 892 | 2012.06.26 11:48 | s/l | 231 | 0.10 | 1.50146 | 1.50143 | 1.46193 | -36918.10 | 1226593.51 |
| 893 | 2012.06.26 13:00 | buy | 233 | 0.10 | 1.50149 | 1.47554 | 1.51504 | ||
| 894 | 2012.06.28 04:00 | sell | 234 | 0.10 | 1.49812 | 1.51342 | 1.48468 | ||
| 895 | 2012.06.29 17:59 | t/p | 234 | 0.10 | 1.48471 | 1.51342 | 1.48468 | 19092.62 | 1245686.13 |
| 896 | 2012.07.06 14:00 | modify | 233 | 0.10 | 1.50149 | 1.47887 | 1.51504 | ||
| 897 | 2012.07.06 15:00 | modify | 233 | 0.10 | 1.50149 | 1.47902 | 1.51504 | ||
| 898 | 2012.07.06 17:00 | modify | 233 | 0.10 | 1.50149 | 1.48157 | 1.51504 | ||
| 899 | 2012.07.06 18:00 | modify | 233 | 0.10 | 1.50149 | 1.48348 | 1.51504 | ||
| 900 | 2012.07.06 19:00 | modify | 233 | 0.10 | 1.50149 | 1.48417 | 1.51504 | ||