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 |
| 1051 | 2013.07.31 01:00 | modify | 259 | 0.10 | 1.42473 | 1.44532 | 1.41122 | ||
| 1052 | 2013.07.31 05:00 | modify | 259 | 0.10 | 1.42473 | 1.44473 | 1.41122 | ||
| 1053 | 2013.07.31 07:00 | modify | 259 | 0.10 | 1.42473 | 1.44429 | 1.41122 | ||
| 1054 | 2013.07.31 09:00 | modify | 259 | 0.10 | 1.42473 | 1.44416 | 1.41122 | ||
| 1055 | 2013.07.31 11:00 | modify | 259 | 0.10 | 1.42473 | 1.44317 | 1.41122 | ||
| 1056 | 2013.07.31 11:25 | t/p | 259 | 0.10 | 1.41117 | 1.44317 | 1.41122 | 19306.18 | 1337461.76 |
| 1057 | 2013.07.31 11:28 | s/l | 258 | 0.10 | 1.41056 | 1.41054 | 1.46754 | -61964.08 | 1275497.68 |
| 1058 | 2013.08.05 14:00 | buy | 260 | 0.10 | 1.42891 | 1.40179 | 1.44244 | ||
| 1059 | 2013.08.12 14:00 | modify | 260 | 0.10 | 1.42891 | 1.40604 | 1.44244 | ||
| 1060 | 2013.08.12 16:00 | modify | 260 | 0.10 | 1.42891 | 1.40692 | 1.44244 | ||
| 1061 | 2013.08.13 16:00 | modify | 260 | 0.10 | 1.42891 | 1.40870 | 1.44244 | ||
| 1062 | 2013.08.13 17:00 | modify | 260 | 0.10 | 1.42891 | 1.41269 | 1.44244 | ||
| 1063 | 2013.08.13 17:05 | t/p | 260 | 0.10 | 1.44236 | 1.41269 | 1.44244 | 19145.80 | 1294643.48 |
| 1064 | 2013.08.13 18:00 | buy | 261 | 0.10 | 1.44449 | 1.41844 | 1.45794 | ||
| 1065 | 2013.08.14 16:00 | modify | 261 | 0.10 | 1.44449 | 1.42208 | 1.45794 | ||
| 1066 | 2013.08.14 17:00 | modify | 261 | 0.10 | 1.44449 | 1.42299 | 1.45794 | ||
| 1067 | 2013.08.14 18:00 | modify | 261 | 0.10 | 1.44449 | 1.42393 | 1.45794 | ||
| 1068 | 2013.08.15 13:00 | modify | 261 | 0.10 | 1.44449 | 1.42576 | 1.45794 | ||
| 1069 | 2013.08.15 13:21 | t/p | 261 | 0.10 | 1.45798 | 1.42576 | 1.45794 | 19202.74 | 1313846.22 |
| 1070 | 2013.08.19 21:00 | sell | 262 | 0.10 | 1.44531 | 1.48470 | 1.43187 | ||
| 1071 | 2013.08.20 17:00 | modify | 262 | 0.10 | 1.44531 | 1.46795 | 1.43187 | ||
| 1072 | 2013.08.20 18:00 | modify | 262 | 0.10 | 1.44531 | 1.46501 | 1.43187 | ||
| 1073 | 2013.08.21 06:00 | modify | 262 | 0.10 | 1.44531 | 1.46445 | 1.43187 | ||
| 1074 | 2013.08.23 19:00 | modify | 262 | 0.10 | 1.44531 | 1.46248 | 1.43187 | ||
| 1075 | 2013.08.27 10:18 | t/p | 262 | 0.10 | 1.43183 | 1.46248 | 1.43187 | 19192.29 | 1333038.51 |
| 1076 | 2013.09.02 11:00 | buy | 263 | 0.10 | 1.45123 | 1.42517 | 1.46467 | ||
| 1077 | 2013.09.03 11:00 | modify | 263 | 0.10 | 1.45123 | 1.42850 | 1.46467 | ||
| 1078 | 2013.09.03 12:00 | modify | 263 | 0.10 | 1.45123 | 1.42868 | 1.46467 | ||
| 1079 | 2013.09.04 07:00 | modify | 263 | 0.10 | 1.45123 | 1.42884 | 1.46467 | ||
| 1080 | 2013.09.04 08:00 | modify | 263 | 0.10 | 1.45123 | 1.42938 | 1.46467 | ||
| 1081 | 2013.09.04 09:00 | modify | 263 | 0.10 | 1.45123 | 1.42992 | 1.46467 | ||
| 1082 | 2013.09.04 10:00 | modify | 263 | 0.10 | 1.45123 | 1.43018 | 1.46467 | ||
| 1083 | 2013.09.04 11:00 | modify | 263 | 0.10 | 1.45123 | 1.43052 | 1.46467 | ||
| 1084 | 2013.09.04 12:00 | modify | 263 | 0.10 | 1.45123 | 1.43123 | 1.46467 | ||
| 1085 | 2013.09.04 13:00 | modify | 263 | 0.10 | 1.45123 | 1.43197 | 1.46467 | ||
| 1086 | 2013.09.04 13:30 | t/p | 263 | 0.10 | 1.46466 | 1.43197 | 1.46467 | 19117.34 | 1352155.85 |
| 1087 | 2013.09.12 15:00 | sell | 264 | 0.10 | 1.46933 | 1.48352 | 1.45585 | ||
| 1088 | 2013.09.20 15:00 | close | 264 | 0.10 | 1.46074 | 1.48352 | 1.45585 | 12230.10 | 1364385.95 |
| 1089 | 2013.10.03 18:00 | sell | 265 | 0.10 | 1.45525 | 1.47263 | 1.44174 | ||
| 1090 | 2013.10.07 19:00 | buy | 266 | 0.10 | 1.45562 | 1.41207 | 1.46907 | ||
| 1091 | 2013.10.15 20:00 | modify | 266 | 0.10 | 1.45562 | 1.43293 | 1.46907 | ||
| 1092 | 2013.10.15 22:00 | modify | 266 | 0.10 | 1.45562 | 1.43336 | 1.46907 | ||
| 1093 | 2013.10.16 13:00 | modify | 266 | 0.10 | 1.45562 | 1.43375 | 1.46907 | ||
| 1094 | 2013.10.23 16:48 | t/p | 265 | 0.10 | 1.44172 | 1.47263 | 1.44174 | 19263.47 | 1383649.42 |
| 1095 | 2013.10.23 17:00 | sell | 267 | 0.10 | 1.44292 | 1.46688 | 1.42943 | ||
| 1096 | 2013.11.05 15:00 | modify | 266 | 0.10 | 1.45562 | 1.43388 | 1.46907 | ||
| 1097 | 2013.11.05 16:00 | modify | 266 | 0.10 | 1.45562 | 1.43452 | 1.46907 | ||
| 1098 | 2013.11.05 17:00 | modify | 266 | 0.10 | 1.45562 | 1.43505 | 1.46907 | ||
| 1099 | 2013.11.05 18:00 | modify | 266 | 0.10 | 1.45562 | 1.43532 | 1.46907 | ||
| 1100 | 2013.11.05 22:00 | modify | 266 | 0.10 | 1.45562 | 1.43536 | 1.46907 | ||
| 1101 | 2013.11.05 23:00 | modify | 266 | 0.10 | 1.45562 | 1.43580 | 1.46907 | ||
| 1102 | 2013.11.06 00:00 | modify | 266 | 0.10 | 1.45562 | 1.43703 | 1.46907 | ||
| 1103 | 2013.11.06 03:45 | s/l | 267 | 0.10 | 1.46690 | 1.46688 | 1.42943 | -34141.76 | 1349507.66 |
| 1104 | 2013.11.06 04:00 | modify | 266 | 0.10 | 1.45562 | 1.43746 | 1.46907 | ||
| 1105 | 2013.11.06 05:00 | modify | 266 | 0.10 | 1.45562 | 1.43747 | 1.46907 | ||
| 1106 | 2013.11.06 06:00 | modify | 266 | 0.10 | 1.45562 | 1.43761 | 1.46907 | ||
| 1107 | 2013.11.06 08:00 | modify | 266 | 0.10 | 1.45562 | 1.43792 | 1.46907 | ||
| 1108 | 2013.11.06 11:30 | t/p | 266 | 0.10 | 1.46911 | 1.43792 | 1.46907 | 19202.74 | 1368710.40 |
| 1109 | 2013.11.07 13:00 | buy | 268 | 0.10 | 1.46812 | 1.44209 | 1.48159 | ||
| 1110 | 2013.11.07 14:50 | t/p | 268 | 0.10 | 1.48159 | 1.44209 | 1.48159 | 19174.27 | 1387884.67 |
| 1111 | 2013.11.07 17:00 | buy | 269 | 0.10 | 1.47574 | 1.44977 | 1.48927 | ||
| 1112 | 2013.11.11 15:00 | sell | 270 | 0.10 | 1.47078 | 1.48477 | 1.45738 | ||
| 1113 | 2013.11.13 01:39 | t/p | 270 | 0.10 | 1.45728 | 1.48477 | 1.45738 | 19220.76 | 1407105.43 |
| 1114 | 2013.11.18 12:00 | sell | 271 | 0.10 | 1.47161 | 1.48477 | 1.45811 | ||
| 1115 | 2013.11.29 21:00 | modify | 269 | 0.10 | 1.47574 | 1.45427 | 1.48927 | ||
| 1116 | 2013.11.29 23:00 | modify | 269 | 0.10 | 1.47574 | 1.45465 | 1.48927 | ||
| 1117 | 2013.11.29 23:58 | s/l | 271 | 0.10 | 1.48472 | 1.48477 | 1.45811 | -18665.50 | 1388439.93 |
| 1118 | 2013.12.02 00:00 | modify | 269 | 0.10 | 1.47574 | 1.45484 | 1.48927 | ||
| 1119 | 2013.12.02 03:00 | modify | 269 | 0.10 | 1.47574 | 1.45540 | 1.48927 | ||
| 1120 | 2013.12.02 04:00 | modify | 269 | 0.10 | 1.47574 | 1.45793 | 1.48927 | ||
| 1121 | 2013.12.02 06:00 | modify | 269 | 0.10 | 1.47574 | 1.45801 | 1.48927 | ||
| 1122 | 2013.12.02 11:28 | t/p | 269 | 0.10 | 1.48977 | 1.45801 | 1.48927 | 19971.42 | 1408411.35 |
| 1123 | 2013.12.03 19:00 | sell | 272 | 0.10 | 1.48235 | 1.49504 | 1.46875 | ||
| 1124 | 2013.12.05 17:02 | t/p | 272 | 0.10 | 1.46866 | 1.49504 | 1.46875 | 19491.28 | 1427902.63 |
| 1125 | 2013.12.05 22:00 | sell | 273 | 0.10 | 1.46371 | 1.48974 | 1.45024 | ||
| 1126 | 2013.12.09 02:00 | modify | 273 | 0.10 | 1.46371 | 1.48630 | 1.45024 | ||
| 1127 | 2013.12.09 03:00 | modify | 273 | 0.10 | 1.46371 | 1.48588 | 1.45024 | ||
| 1128 | 2013.12.10 18:00 | modify | 273 | 0.10 | 1.46371 | 1.48548 | 1.45024 | ||
| 1129 | 2013.12.11 14:00 | modify | 273 | 0.10 | 1.46371 | 1.48378 | 1.45024 | ||
| 1130 | 2013.12.11 15:00 | modify | 273 | 0.10 | 1.46371 | 1.48265 | 1.45024 | ||
| 1131 | 2013.12.11 16:00 | modify | 273 | 0.10 | 1.46371 | 1.48258 | 1.45024 | ||
| 1132 | 2013.12.11 17:08 | t/p | 273 | 0.10 | 1.45032 | 1.48258 | 1.45024 | 19064.15 | 1446966.78 |
| 1133 | 2013.12.11 18:00 | sell | 274 | 0.10 | 1.44984 | 1.47579 | 1.43629 | ||
| 1134 | 2013.12.17 15:00 | modify | 274 | 0.10 | 1.44984 | 1.47216 | 1.43629 | ||
| 1135 | 2013.12.17 19:00 | modify | 274 | 0.10 | 1.44984 | 1.47143 | 1.43629 | ||
| 1136 | 2013.12.17 20:00 | modify | 274 | 0.10 | 1.44984 | 1.47059 | 1.43629 | ||
| 1137 | 2013.12.17 22:00 | modify | 274 | 0.10 | 1.44984 | 1.46821 | 1.43629 | ||
| 1138 | 2013.12.18 00:00 | modify | 274 | 0.10 | 1.44984 | 1.46819 | 1.43629 | ||
| 1139 | 2013.12.18 01:00 | modify | 274 | 0.10 | 1.44984 | 1.46818 | 1.43629 | ||
| 1140 | 2013.12.18 13:00 | buy | 275 | 0.10 | 1.45404 | 1.41746 | 1.46748 | ||
| 1141 | 2013.12.19 00:00 | modify | 275 | 0.10 | 1.45404 | 1.43598 | 1.46748 | ||
| 1142 | 2013.12.19 02:00 | modify | 275 | 0.10 | 1.45404 | 1.43744 | 1.46748 | ||
| 1143 | 2013.12.19 11:18 | t/p | 275 | 0.10 | 1.46757 | 1.43744 | 1.46748 | 19259.68 | 1466226.46 |
| 1144 | 2013.12.19 11:27 | s/l | 274 | 0.10 | 1.46821 | 1.46818 | 1.43629 | -26154.47 | 1440071.99 |
| 1145 | 2014.01.02 07:00 | buy | 276 | 0.10 | 1.48214 | 1.45417 | 1.49557 | ||
| 1146 | 2014.01.07 14:00 | modify | 276 | 0.10 | 1.48214 | 1.45962 | 1.49557 | ||
| 1147 | 2014.01.07 17:00 | modify | 276 | 0.10 | 1.48214 | 1.46004 | 1.49557 | ||
| 1148 | 2014.01.07 19:00 | modify | 276 | 0.10 | 1.48214 | 1.46203 | 1.49557 | ||
| 1149 | 2014.01.07 20:00 | modify | 276 | 0.10 | 1.48214 | 1.46286 | 1.49557 | ||
| 1150 | 2014.01.08 10:12 | t/p | 276 | 0.10 | 1.49563 | 1.46286 | 1.49557 | 19202.74 | 1459274.73 |
| 1151 | 2014.01.10 12:00 | sell | 277 | 0.10 | 1.49008 | 1.50529 | 1.47648 | ||
| 1152 | 2014.01.13 16:29 | t/p | 277 | 0.10 | 1.47640 | 1.50529 | 1.47648 | 19477.04 | 1478751.77 |
| 1153 | 2014.01.13 17:00 | sell | 278 | 0.10 | 1.47638 | 1.50529 | 1.46288 | ||
| 1154 | 2014.01.17 21:00 | buy | 279 | 0.10 | 1.49636 | 1.46997 | 1.50996 | ||
| 1155 | 2014.01.21 17:00 | modify | 279 | 0.10 | 1.49636 | 1.47359 | 1.50996 | ||
| 1156 | 2014.01.22 11:30 | s/l | 278 | 0.10 | 1.50530 | 1.50529 | 1.46288 | -41175.14 | 1437576.63 |
| 1157 | 2014.01.22 13:00 | modify | 279 | 0.10 | 1.49636 | 1.47889 | 1.50996 | ||
| 1158 | 2014.01.22 18:00 | modify | 279 | 0.10 | 1.49636 | 1.47958 | 1.50996 | ||
| 1159 | 2014.01.22 18:23 | t/p | 279 | 0.10 | 1.50995 | 1.47958 | 1.50996 | 19345.10 | 1456921.73 |
| 1160 | 2014.01.23 21:00 | sell | 280 | 0.10 | 1.49122 | 1.51509 | 1.47763 | ||
| 1161 | 2014.01.24 13:30 | t/p | 280 | 0.10 | 1.47751 | 1.51509 | 1.47763 | 19519.75 | 1476441.48 |
| 1162 | 2014.02.03 21:00 | sell | 281 | 0.10 | 1.46983 | 1.49592 | 1.45642 | ||
| 1163 | 2014.02.07 17:00 | buy | 282 | 0.10 | 1.47761 | 1.43483 | 1.49117 | ||
| 1164 | 2014.02.12 14:00 | modify | 282 | 0.10 | 1.47761 | 1.45548 | 1.49117 | ||
| 1165 | 2014.02.12 14:39 | t/p | 282 | 0.10 | 1.49108 | 1.45548 | 1.49117 | 19174.28 | 1495615.76 |
| 1166 | 2014.02.12 16:40 | s/l | 281 | 0.10 | 1.49597 | 1.49592 | 1.45642 | -37217.09 | 1458398.67 |
| 1167 | 2014.02.18 11:00 | sell | 283 | 0.10 | 1.48686 | 1.51509 | 1.47336 | ||
| 1168 | 2014.02.19 02:00 | modify | 283 | 0.10 | 1.48686 | 1.50984 | 1.47336 | ||
| 1169 | 2014.02.19 04:00 | modify | 283 | 0.10 | 1.48686 | 1.50928 | 1.47336 | ||
| 1170 | 2014.02.19 15:00 | modify | 283 | 0.10 | 1.48686 | 1.50895 | 1.47336 | ||
| 1171 | 2014.02.19 16:00 | modify | 283 | 0.10 | 1.48686 | 1.50872 | 1.47336 | ||
| 1172 | 2014.02.20 06:00 | modify | 283 | 0.10 | 1.48686 | 1.50774 | 1.47336 | ||
| 1173 | 2014.02.21 20:00 | modify | 283 | 0.10 | 1.48686 | 1.50723 | 1.47336 | ||
| 1174 | 2014.02.21 21:00 | modify | 283 | 0.10 | 1.48686 | 1.50603 | 1.47336 | ||
| 1175 | 2014.02.21 22:00 | modify | 283 | 0.10 | 1.48686 | 1.50591 | 1.47336 | ||
| 1176 | 2014.02.21 23:00 | modify | 283 | 0.10 | 1.48686 | 1.50539 | 1.47336 | ||
| 1177 | 2014.02.24 01:00 | modify | 283 | 0.10 | 1.48686 | 1.50473 | 1.47336 | ||
| 1178 | 2014.02.24 04:00 | modify | 283 | 0.10 | 1.48686 | 1.50438 | 1.47336 | ||
| 1179 | 2014.02.24 10:06 | t/p | 283 | 0.10 | 1.47334 | 1.50438 | 1.47336 | 19249.23 | 1477647.90 |
| 1180 | 2014.03.04 10:00 | buy | 284 | 0.10 | 1.47470 | 1.43523 | 1.48812 | ||
| 1181 | 2014.03.05 14:00 | modify | 284 | 0.10 | 1.47470 | 1.45203 | 1.48812 | ||
| 1182 | 2014.03.05 15:00 | modify | 284 | 0.10 | 1.47470 | 1.45328 | 1.48812 | ||
| 1183 | 2014.03.05 16:00 | modify | 284 | 0.10 | 1.47470 | 1.45459 | 1.48812 | ||
| 1184 | 2014.03.05 17:00 | modify | 284 | 0.10 | 1.47470 | 1.45520 | 1.48812 | ||
| 1185 | 2014.03.05 18:00 | modify | 284 | 0.10 | 1.47470 | 1.45528 | 1.48812 | ||
| 1186 | 2014.03.05 21:00 | modify | 284 | 0.10 | 1.47470 | 1.45576 | 1.48812 | ||
| 1187 | 2014.03.06 06:00 | modify | 284 | 0.10 | 1.47470 | 1.45633 | 1.48812 | ||
| 1188 | 2014.03.06 10:00 | modify | 284 | 0.10 | 1.47470 | 1.45725 | 1.48812 | ||
| 1189 | 2014.03.10 11:00 | sell | 285 | 0.10 | 1.46362 | 1.48933 | 1.45018 | ||
| 1190 | 2014.03.12 12:17 | s/l | 284 | 0.10 | 1.45720 | 1.45725 | 1.48812 | -24910.90 | 1452737.00 |
| 1191 | 2014.03.12 15:00 | modify | 285 | 0.10 | 1.46362 | 1.48294 | 1.45018 | ||
| 1192 | 2014.03.12 20:00 | modify | 285 | 0.10 | 1.46362 | 1.48122 | 1.45018 | ||
| 1193 | 2014.03.13 00:00 | modify | 285 | 0.10 | 1.46362 | 1.48114 | 1.45018 | ||
| 1194 | 2014.03.13 11:34 | t/p | 285 | 0.10 | 1.45010 | 1.48114 | 1.45018 | 19249.23 | 1471986.23 |
| 1195 | 2014.03.19 12:00 | buy | 286 | 0.10 | 1.45429 | 1.43526 | 1.46775 | ||
| 1196 | 2014.03.26 13:00 | modify | 286 | 0.10 | 1.45429 | 1.43603 | 1.46775 | ||
| 1197 | 2014.03.26 16:00 | modify | 286 | 0.10 | 1.45429 | 1.43751 | 1.46775 | ||
| 1198 | 2014.03.26 20:00 | modify | 286 | 0.10 | 1.45429 | 1.43768 | 1.46775 | ||
| 1199 | 2014.03.27 00:00 | modify | 286 | 0.10 | 1.45429 | 1.43820 | 1.46775 | ||
| 1200 | 2014.03.27 01:00 | modify | 286 | 0.10 | 1.45429 | 1.43828 | 1.46775 | ||