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 |
| 1201 | 2014.03.27 05:50 | t/p | 286 | 0.10 | 1.46781 | 1.43828 | 1.46775 | 19245.45 | 1491231.68 |
| 1202 | 2014.03.31 14:00 | sell | 287 | 0.10 | 1.47047 | 1.51509 | 1.45693 | ||
| 1203 | 2014.04.03 05:00 | buy | 288 | 0.10 | 1.47699 | 1.44857 | 1.49044 | ||
| 1204 | 2014.04.11 20:00 | modify | 287 | 0.10 | 1.47047 | 1.49303 | 1.45693 | ||
| 1205 | 2014.04.18 00:00 | modify | 288 | 0.10 | 1.47699 | 1.45410 | 1.49044 | ||
| 1206 | 2014.04.18 09:00 | modify | 288 | 0.10 | 1.47699 | 1.45413 | 1.49044 | ||
| 1207 | 2014.04.21 00:03 | modify | 288 | 0.10 | 1.47699 | 1.45421 | 1.49044 | ||
| 1208 | 2014.04.21 02:00 | modify | 288 | 0.10 | 1.47699 | 1.45478 | 1.49044 | ||
| 1209 | 2014.04.21 10:00 | modify | 288 | 0.10 | 1.47699 | 1.45490 | 1.49044 | ||
| 1210 | 2014.04.21 16:00 | modify | 288 | 0.10 | 1.47699 | 1.45519 | 1.49044 | ||
| 1211 | 2014.04.21 19:00 | modify | 288 | 0.10 | 1.47699 | 1.45589 | 1.49044 | ||
| 1212 | 2014.04.21 20:00 | modify | 288 | 0.10 | 1.47699 | 1.45716 | 1.49044 | ||
| 1213 | 2014.04.21 21:00 | modify | 288 | 0.10 | 1.47699 | 1.45746 | 1.49044 | ||
| 1214 | 2014.04.22 04:00 | modify | 288 | 0.10 | 1.47699 | 1.45749 | 1.49044 | ||
| 1215 | 2014.04.22 11:00 | modify | 288 | 0.10 | 1.47699 | 1.45756 | 1.49044 | ||
| 1216 | 2014.04.22 12:00 | modify | 288 | 0.10 | 1.47699 | 1.45788 | 1.49044 | ||
| 1217 | 2014.04.22 13:00 | modify | 288 | 0.10 | 1.47699 | 1.45878 | 1.49044 | ||
| 1218 | 2014.04.22 14:00 | modify | 288 | 0.10 | 1.47699 | 1.45898 | 1.49044 | ||
| 1219 | 2014.04.22 19:00 | modify | 288 | 0.10 | 1.47699 | 1.46091 | 1.49044 | ||
| 1220 | 2014.05.02 18:00 | close | 288 | 0.10 | 1.48355 | 1.46091 | 1.49044 | 9338.02 | 1500569.70 |
| 1221 | 2014.05.09 11:30 | s/l | 287 | 0.10 | 1.49300 | 1.49303 | 1.45693 | -32077.31 | 1468492.39 |
| 1222 | 2014.05.14 13:00 | sell | 289 | 0.10 | 1.49501 | 1.50350 | 1.48156 | ||
| 1223 | 2014.05.20 10:00 | buy | 290 | 0.10 | 1.50128 | 1.47388 | 1.51483 | ||
| 1224 | 2014.05.20 10:52 | s/l | 289 | 0.10 | 1.50348 | 1.50350 | 1.48156 | -12059.24 | 1456433.15 |
| 1225 | 2014.05.21 15:00 | modify | 290 | 0.10 | 1.50128 | 1.47971 | 1.51483 | ||
| 1226 | 2014.05.21 16:00 | modify | 290 | 0.10 | 1.50128 | 1.47998 | 1.51483 | ||
| 1227 | 2014.05.21 17:00 | modify | 290 | 0.10 | 1.50128 | 1.48186 | 1.51483 | ||
| 1228 | 2014.05.26 18:00 | sell | 291 | 0.10 | 1.50634 | 1.51443 | 1.49278 | ||
| 1229 | 2014.06.10 13:00 | modify | 290 | 0.10 | 1.50128 | 1.48243 | 1.51483 | ||
| 1230 | 2014.06.10 14:00 | modify | 290 | 0.10 | 1.50128 | 1.48245 | 1.51483 | ||
| 1231 | 2014.06.11 13:00 | modify | 290 | 0.10 | 1.50128 | 1.48326 | 1.51483 | ||
| 1232 | 2014.06.12 10:10 | s/l | 291 | 0.10 | 1.51438 | 1.51443 | 1.49278 | -11447.03 | 1444986.12 |
| 1233 | 2014.06.12 11:00 | modify | 290 | 0.10 | 1.50128 | 1.48340 | 1.51483 | ||
| 1234 | 2014.06.12 11:00 | t/p | 290 | 0.10 | 1.51489 | 1.48340 | 1.51483 | 19373.57 | 1464359.69 |
| 1235 | 2014.06.18 14:00 | sell | 292 | 0.10 | 1.52177 | 1.53296 | 1.50829 | ||
| 1236 | 2014.06.20 16:00 | buy | 293 | 0.10 | 1.52716 | 1.50114 | 1.54064 | ||
| 1237 | 2014.07.03 16:59 | s/l | 292 | 0.10 | 1.53290 | 1.53296 | 1.50829 | -15846.44 | 1448513.25 |
| 1238 | 2014.07.04 05:00 | modify | 293 | 0.10 | 1.52716 | 1.50421 | 1.54064 | ||
| 1239 | 2014.07.04 06:00 | modify | 293 | 0.10 | 1.52716 | 1.50455 | 1.54064 | ||
| 1240 | 2014.07.04 10:00 | modify | 293 | 0.10 | 1.52716 | 1.50510 | 1.54064 | ||
| 1241 | 2014.07.04 12:00 | modify | 293 | 0.10 | 1.52716 | 1.50555 | 1.54064 | ||
| 1242 | 2014.07.04 13:00 | modify | 293 | 0.10 | 1.52716 | 1.50621 | 1.54064 | ||
| 1243 | 2014.07.07 11:00 | modify | 293 | 0.10 | 1.52716 | 1.50666 | 1.54064 | ||
| 1244 | 2014.07.07 14:00 | sell | 294 | 0.10 | 1.53070 | 1.53956 | 1.51720 | ||
| 1245 | 2014.07.15 22:00 | modify | 293 | 0.10 | 1.52716 | 1.50705 | 1.54064 | ||
| 1246 | 2014.07.16 11:00 | modify | 293 | 0.10 | 1.52716 | 1.50712 | 1.54064 | ||
| 1247 | 2014.07.16 12:00 | modify | 293 | 0.10 | 1.52716 | 1.50835 | 1.54064 | ||
| 1248 | 2014.07.16 14:00 | modify | 293 | 0.10 | 1.52716 | 1.50925 | 1.54064 | ||
| 1249 | 2014.07.16 15:00 | modify | 293 | 0.10 | 1.52716 | 1.50966 | 1.54064 | ||
| 1250 | 2014.07.16 15:58 | s/l | 294 | 0.10 | 1.53946 | 1.53956 | 1.51720 | -12472.14 | 1436041.11 |
| 1251 | 2014.07.16 17:00 | modify | 293 | 0.10 | 1.52716 | 1.51050 | 1.54064 | ||
| 1252 | 2014.07.16 18:00 | modify | 293 | 0.10 | 1.52716 | 1.51089 | 1.54064 | ||
| 1253 | 2014.07.18 16:00 | sell | 295 | 0.10 | 1.53120 | 1.54311 | 1.51766 | ||
| 1254 | 2014.07.23 05:53 | t/p | 293 | 0.10 | 1.54070 | 1.51089 | 1.54064 | 19273.92 | 1455315.03 |
| 1255 | 2014.07.23 11:03 | s/l | 295 | 0.10 | 1.54323 | 1.54311 | 1.51766 | -17127.83 | 1438187.20 |
| 1256 | 2014.07.24 12:00 | sell | 296 | 0.10 | 1.53301 | 1.54608 | 1.51960 | ||
| 1257 | 2014.08.05 04:00 | buy | 297 | 0.10 | 1.52983 | 1.48629 | 1.54329 | ||
| 1258 | 2014.08.08 17:12 | t/p | 296 | 0.10 | 1.51957 | 1.54608 | 1.51960 | 19135.34 | 1457322.54 |
| 1259 | 2014.08.08 18:00 | sell | 298 | 0.10 | 1.51993 | 1.54176 | 1.50651 | ||
| 1260 | 2014.08.13 17:00 | modify | 298 | 0.10 | 1.51993 | 1.54155 | 1.50651 | ||
| 1261 | 2014.08.14 12:00 | modify | 298 | 0.10 | 1.51993 | 1.54106 | 1.50651 | ||
| 1262 | 2014.08.14 14:00 | modify | 298 | 0.10 | 1.51993 | 1.54009 | 1.50651 | ||
| 1263 | 2014.08.14 17:00 | modify | 298 | 0.10 | 1.51993 | 1.53826 | 1.50651 | ||
| 1264 | 2014.08.14 18:00 | modify | 298 | 0.10 | 1.51993 | 1.53696 | 1.50651 | ||
| 1265 | 2014.08.15 18:37 | t/p | 298 | 0.10 | 1.50653 | 1.53696 | 1.50651 | 19078.39 | 1476400.93 |
| 1266 | 2014.09.02 13:00 | sell | 299 | 0.10 | 1.52225 | 1.54608 | 1.50880 | ||
| 1267 | 2014.09.02 21:00 | modify | 299 | 0.10 | 1.52225 | 1.54478 | 1.50880 | ||
| 1268 | 2014.09.02 22:00 | modify | 299 | 0.10 | 1.52225 | 1.54444 | 1.50880 | ||
| 1269 | 2014.09.02 23:00 | modify | 299 | 0.10 | 1.52225 | 1.54363 | 1.50880 | ||
| 1270 | 2014.09.03 00:00 | modify | 299 | 0.10 | 1.52225 | 1.54312 | 1.50880 | ||
| 1271 | 2014.09.03 01:00 | modify | 299 | 0.10 | 1.52225 | 1.54236 | 1.50880 | ||
| 1272 | 2014.09.03 09:00 | modify | 299 | 0.10 | 1.52225 | 1.54219 | 1.50880 | ||
| 1273 | 2014.09.03 15:00 | modify | 299 | 0.10 | 1.52225 | 1.54118 | 1.50880 | ||
| 1274 | 2014.09.03 16:00 | modify | 299 | 0.10 | 1.52225 | 1.54049 | 1.50880 | ||
| 1275 | 2014.09.03 20:00 | modify | 299 | 0.10 | 1.52225 | 1.54010 | 1.50880 | ||
| 1276 | 2014.09.03 21:00 | modify | 299 | 0.10 | 1.52225 | 1.53947 | 1.50880 | ||
| 1277 | 2014.09.03 23:00 | modify | 299 | 0.10 | 1.52225 | 1.53931 | 1.50880 | ||
| 1278 | 2014.09.04 15:00 | close | 299 | 0.10 | 1.51803 | 1.53931 | 1.50880 | 6008.27 | 1482409.20 |
| 1279 | 2014.09.19 04:04 | t/p | 297 | 0.10 | 1.54321 | 1.48629 | 1.54329 | 19046.16 | 1501455.36 |
| 1280 | 2014.09.29 15:00 | sell | 300 | 0.10 | 1.54272 | 1.55358 | 1.52922 | ||
| 1281 | 2014.10.01 13:46 | s/l | 300 | 0.10 | 1.55351 | 1.55358 | 1.52922 | -15362.37 | 1486092.99 |
| 1282 | 2014.10.02 13:00 | sell | 301 | 0.10 | 1.54524 | 1.55633 | 1.53169 | ||
| 1283 | 2014.10.13 15:51 | t/p | 301 | 0.10 | 1.53166 | 1.55633 | 1.53169 | 19334.66 | 1505427.65 |
| 1284 | 2014.10.14 02:00 | sell | 302 | 0.10 | 1.52530 | 1.55121 | 1.51171 | ||
| 1285 | 2014.10.14 18:00 | modify | 302 | 0.10 | 1.52530 | 1.54745 | 1.51171 | ||
| 1286 | 2014.10.14 19:00 | modify | 302 | 0.10 | 1.52530 | 1.54631 | 1.51171 | ||
| 1287 | 2014.10.15 00:00 | modify | 302 | 0.10 | 1.52530 | 1.54606 | 1.51171 | ||
| 1288 | 2014.10.15 01:00 | modify | 302 | 0.10 | 1.52530 | 1.54546 | 1.51171 | ||
| 1289 | 2014.10.15 16:16 | t/p | 302 | 0.10 | 1.51178 | 1.54546 | 1.51171 | 19249.24 | 1524676.89 |
| 1290 | 2014.10.15 18:00 | sell | 303 | 0.10 | 1.50823 | 1.53418 | 1.49468 | ||
| 1291 | 2014.10.15 22:00 | modify | 303 | 0.10 | 1.50823 | 1.53088 | 1.49468 | ||
| 1292 | 2014.10.20 02:00 | buy | 304 | 0.10 | 1.52435 | 1.49482 | 1.53795 | ||
| 1293 | 2014.10.21 16:26 | s/l | 303 | 0.10 | 1.53080 | 1.53088 | 1.49468 | -32134.27 | 1492542.62 |
| 1294 | 2014.10.22 20:00 | modify | 304 | 0.10 | 1.52435 | 1.50236 | 1.53795 | ||
| 1295 | 2014.10.23 06:00 | modify | 304 | 0.10 | 1.52435 | 1.50261 | 1.53795 | ||
| 1296 | 2014.10.23 07:00 | modify | 304 | 0.10 | 1.52435 | 1.50305 | 1.53795 | ||
| 1297 | 2014.10.23 09:00 | modify | 304 | 0.10 | 1.52435 | 1.50345 | 1.53795 | ||
| 1298 | 2014.10.30 15:00 | modify | 304 | 0.10 | 1.52435 | 1.50400 | 1.53795 | ||
| 1299 | 2014.10.31 10:00 | modify | 304 | 0.10 | 1.52435 | 1.50420 | 1.53795 | ||
| 1300 | 2014.10.31 12:00 | modify | 304 | 0.10 | 1.52435 | 1.50577 | 1.53795 | ||
| 1301 | 2014.10.31 15:51 | t/p | 304 | 0.10 | 1.53798 | 1.50577 | 1.53795 | 19402.03 | 1511944.65 |
| 1302 | 2014.11.04 19:00 | sell | 305 | 0.10 | 1.53448 | 1.55633 | 1.52094 | ||
| 1303 | 2014.11.12 16:00 | modify | 305 | 0.10 | 1.53448 | 1.55477 | 1.52094 | ||
| 1304 | 2014.11.12 18:00 | modify | 305 | 0.10 | 1.53448 | 1.55442 | 1.52094 | ||
| 1305 | 2014.11.12 19:00 | modify | 305 | 0.10 | 1.53448 | 1.55400 | 1.52094 | ||
| 1306 | 2014.11.13 01:00 | modify | 305 | 0.10 | 1.53448 | 1.55366 | 1.52094 | ||
| 1307 | 2014.11.13 04:00 | modify | 305 | 0.10 | 1.53448 | 1.55353 | 1.52094 | ||
| 1308 | 2014.11.13 05:00 | modify | 305 | 0.10 | 1.53448 | 1.55281 | 1.52094 | ||
| 1309 | 2014.11.13 08:00 | modify | 305 | 0.10 | 1.53448 | 1.55279 | 1.52094 | ||
| 1310 | 2014.11.13 09:00 | modify | 305 | 0.10 | 1.53448 | 1.55272 | 1.52094 | ||
| 1311 | 2014.11.13 11:00 | modify | 305 | 0.10 | 1.53448 | 1.55132 | 1.52094 | ||
| 1312 | 2014.11.13 11:01 | t/p | 305 | 0.10 | 1.52084 | 1.55132 | 1.52094 | 19420.08 | 1531364.73 |
| 1313 | 2014.11.20 12:00 | buy | 306 | 0.10 | 1.50422 | 1.49157 | 1.51778 | ||
| 1314 | 2014.11.21 15:13 | t/p | 306 | 0.10 | 1.51768 | 1.49157 | 1.51778 | 19160.04 | 1550524.77 |
| 1315 | 2014.11.21 16:00 | buy | 307 | 0.10 | 1.51689 | 1.49152 | 1.53036 | ||
| 1316 | 2014.12.03 12:00 | modify | 307 | 0.10 | 1.51689 | 1.49701 | 1.53036 | ||
| 1317 | 2014.12.03 13:00 | modify | 307 | 0.10 | 1.51689 | 1.49778 | 1.53036 | ||
| 1318 | 2014.12.03 14:00 | modify | 307 | 0.10 | 1.51689 | 1.49904 | 1.53036 | ||
| 1319 | 2014.12.03 15:00 | modify | 307 | 0.10 | 1.51689 | 1.49962 | 1.53036 | ||
| 1320 | 2014.12.03 15:20 | t/p | 307 | 0.10 | 1.53041 | 1.49962 | 1.53036 | 19245.45 | 1569770.22 |
| 1321 | 2014.12.09 16:00 | sell | 308 | 0.10 | 1.51996 | 1.55633 | 1.50640 | ||
| 1322 | 2014.12.11 12:00 | modify | 308 | 0.10 | 1.51996 | 1.54242 | 1.50640 | ||
| 1323 | 2014.12.11 14:00 | modify | 308 | 0.10 | 1.51996 | 1.53991 | 1.50640 | ||
| 1324 | 2014.12.15 19:00 | modify | 308 | 0.10 | 1.51996 | 1.53868 | 1.50640 | ||
| 1325 | 2014.12.15 20:00 | modify | 308 | 0.10 | 1.51996 | 1.53736 | 1.50640 | ||
| 1326 | 2014.12.16 09:00 | close | 308 | 0.10 | 1.51144 | 1.53736 | 1.50640 | 12130.44 | 1581900.66 |
| 1327 | 2014.12.17 10:00 | buy | 309 | 0.10 | 1.51397 | 1.49159 | 1.52755 | ||
| 1328 | 2014.12.18 09:07 | t/p | 309 | 0.10 | 1.52760 | 1.49159 | 1.52755 | 19402.03 | 1601302.69 |
| 1329 | 2014.12.18 14:00 | buy | 310 | 0.10 | 1.53103 | 1.50495 | 1.54445 | ||
| 1330 | 2014.12.19 22:00 | modify | 310 | 0.10 | 1.53103 | 1.50810 | 1.54445 | ||
| 1331 | 2014.12.19 23:00 | modify | 310 | 0.10 | 1.53103 | 1.50951 | 1.54445 | ||
| 1332 | 2014.12.22 00:00 | modify | 310 | 0.10 | 1.53103 | 1.50958 | 1.54445 | ||
| 1333 | 2014.12.22 12:00 | sell | 311 | 0.10 | 1.53248 | 1.55633 | 1.51894 | ||
| 1334 | 2014.12.30 21:00 | modify | 310 | 0.10 | 1.53103 | 1.50963 | 1.54445 | ||
| 1335 | 2014.12.30 22:00 | modify | 310 | 0.10 | 1.53103 | 1.50983 | 1.54445 | ||
| 1336 | 2014.12.30 23:00 | modify | 310 | 0.10 | 1.53103 | 1.51002 | 1.54445 | ||
| 1337 | 2014.12.31 04:00 | modify | 310 | 0.10 | 1.53103 | 1.51030 | 1.54445 | ||
| 1338 | 2014.12.31 09:00 | modify | 310 | 0.10 | 1.53103 | 1.51048 | 1.54445 | ||
| 1339 | 2014.12.31 10:00 | modify | 310 | 0.10 | 1.53103 | 1.51069 | 1.54445 | ||
| 1340 | 2014.12.31 11:00 | modify | 310 | 0.10 | 1.53103 | 1.51074 | 1.54445 | ||
| 1341 | 2014.12.31 12:00 | modify | 310 | 0.10 | 1.53103 | 1.51211 | 1.54445 | ||
| 1342 | 2014.12.31 13:00 | modify | 310 | 0.10 | 1.53103 | 1.51269 | 1.54445 | ||
| 1343 | 2014.12.31 13:48 | t/p | 310 | 0.10 | 1.54445 | 1.51269 | 1.54445 | 19103.11 | 1620405.80 |
| 1344 | 2014.12.31 14:00 | buy | 312 | 0.10 | 1.54397 | 1.51805 | 1.55755 | ||
| 1345 | 2015.01.02 04:00 | modify | 312 | 0.10 | 1.54397 | 1.52141 | 1.55755 | ||
| 1346 | 2015.01.02 07:00 | modify | 312 | 0.10 | 1.54397 | 1.52232 | 1.55755 | ||
| 1347 | 2015.01.05 00:09 | s/l | 311 | 0.10 | 1.56657 | 1.55633 | 1.51894 | -48535.98 | 1571869.82 |
| 1348 | 2015.01.05 00:09 | t/p | 312 | 0.10 | 1.56367 | 1.52232 | 1.55755 | 28042.55 | 1599912.37 |
| 1349 | 2015.01.06 10:00 | sell | 313 | 0.10 | 1.53208 | 1.56650 | 1.51860 | ||
| 1350 | 2015.01.15 11:30 | t/p | 313 | 0.10 | 1.51612 | 1.56650 | 1.51860 | 22723.21 | 1622635.58 |