Strategy Tester Report
EA_BBHLband_H1_Cm7_1.01
| 通貨ペア | USDCAD (US Dollar vs Canadian Dollar Dollar) | ||||
| 期間 | 1時間足(H1) 2007.01.01 02:00 - 2022.08.29 23:00 (2007.01.01 - 2022.08.30) | ||||
| 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=43003100; MagicNumberS=43003200; Lots=0.1; 複利運用基準値=0; トレンドモード=""; 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=0; 最大ストップロス=0; | ||||
| テストバー数 | 97862 | モデルティック数 | 215185242 | 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 | 500000.00 | スプレッド | 変動 | ||
| 純益 | 1824711.16 | 総利益 | 3481358.56 | 総損失 | -1656647.40 |
| プロフィットファクタ | 2.10 | 期待利得 | 4945.02 | ||
| 絶対ドローダウン | 50099.05 | 最大ドローダウン | 98922.00 (4.32%) | 相対ドローダウン | 13.01% (67276.07) |
| 総取引数 | 369 | 売りポジション(勝率%） | 157 (79.62%) | 買いポジション(勝率%） | 212 (75.94%) |
| 勝率(%) | 286 (77.51%) | 負率 (%) | 83 (22.49%) | ||
| 最大 | 勝トレード | 18704.01 | 敗トレード | -43417.31 | |
| 平均 | 勝トレード | 12172.58 | 敗トレード | -19959.61 | |
| 最大 | 連勝(金額) | 24 (289408.91) | 連敗(金額) | 4 (-2693.55) | |
| 最大 | 連勝(トレード数) | 289408.91 (24) | 連敗(トレード数) | -51763.46 (2) | |
| 平均 | 連勝 | 4 | 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 |
| 451 | 2014.01.22 21:05 | t/p | 187 | 0.10 | 1.10927 | 1.10508 | 1.10916 | 18337.68 | 1411289.25 |
| 452 | 2014.01.22 22:00 | buy | 188 | 0.10 | 1.10830 | 1.08996 | 1.12531 | ||
| 453 | 2014.01.30 03:03 | modify | 188 | 0.10 | 1.10830 | 1.11830 | 1.12531 | ||
| 454 | 2014.01.30 03:21 | s/l | 188 | 0.10 | 1.11831 | 1.11830 | 1.12531 | 10784.97 | 1422074.22 |
| 455 | 2014.01.30 04:00 | buy | 189 | 0.10 | 1.11858 | 1.10261 | 1.13561 | ||
| 456 | 2014.01.31 20:00 | sell | 190 | 0.10 | 1.11103 | 1.12303 | 1.09899 | ||
| 457 | 2014.02.07 15:30 | s/l | 189 | 0.10 | 1.10238 | 1.10261 | 1.13561 | -17454.20 | 1404620.02 |
| 458 | 2014.02.07 15:32 | t/p | 190 | 0.10 | 1.09894 | 1.12303 | 1.09899 | 13028.43 | 1417648.45 |
| 459 | 2014.02.07 17:00 | sell | 191 | 0.10 | 1.09989 | 1.12303 | 1.08794 | ||
| 460 | 2014.03.19 21:05 | s/l | 191 | 0.10 | 1.12296 | 1.12303 | 1.08794 | -24860.70 | 1392787.75 |
| 461 | 2014.03.21 17:00 | sell | 192 | 0.10 | 1.12023 | 1.12841 | 1.10813 | ||
| 462 | 2014.03.26 23:00 | modify | 192 | 0.10 | 1.12023 | 1.11118 | 1.10813 | ||
| 463 | 2014.03.27 10:44 | t/p | 192 | 0.10 | 1.10807 | 1.11118 | 1.10813 | 13103.86 | 1405891.61 |
| 464 | 2014.04.01 19:00 | sell | 193 | 0.10 | 1.10259 | 1.12841 | 1.09056 | ||
| 465 | 2014.04.08 14:00 | modify | 193 | 0.10 | 1.10259 | 1.09309 | 1.09056 | ||
| 466 | 2014.04.08 14:43 | s/l | 193 | 0.10 | 1.09321 | 1.09309 | 1.09056 | 10108.08 | 1415999.69 |
| 467 | 2014.05.01 15:00 | buy | 194 | 0.10 | 1.09840 | 1.05830 | 1.11030 | ||
| 468 | 2014.05.08 21:00 | sell | 195 | 0.10 | 1.08217 | 1.10120 | 1.06512 | ||
| 469 | 2014.06.23 07:00 | modify | 195 | 0.10 | 1.08217 | 1.07280 | 1.06512 | ||
| 470 | 2014.06.23 07:28 | s/l | 195 | 0.10 | 1.07283 | 1.07280 | 1.06512 | 10064.98 | 1426064.67 |
| 471 | 2014.06.26 16:00 | close | 194 | 0.10 | 1.07102 | 1.05830 | 1.11030 | -29499.76 | 1396564.91 |
| 472 | 2014.06.27 20:00 | sell | 196 | 0.10 | 1.06670 | 1.07652 | 1.04972 | ||
| 473 | 2014.07.07 21:00 | buy | 197 | 0.10 | 1.06738 | 1.02731 | 1.07931 | ||
| 474 | 2014.07.15 18:46 | s/l | 196 | 0.10 | 1.07656 | 1.07652 | 1.04972 | -10625.34 | 1385939.57 |
| 475 | 2014.07.16 17:03 | t/p | 197 | 0.10 | 1.07924 | 1.02731 | 1.07931 | 12778.20 | 1398717.77 |
| 476 | 2014.07.24 18:00 | buy | 198 | 0.10 | 1.07461 | 1.03458 | 1.08658 | ||
| 477 | 2014.07.29 19:00 | modify | 198 | 0.10 | 1.07461 | 1.08382 | 1.08658 | ||
| 478 | 2014.07.30 11:17 | t/p | 198 | 0.10 | 1.08659 | 1.08382 | 1.08658 | 12907.49 | 1411625.26 |
| 479 | 2014.08.14 12:00 | sell | 199 | 0.10 | 1.09030 | 1.12841 | 1.07822 | ||
| 480 | 2014.09.26 18:00 | buy | 200 | 0.10 | 1.11498 | 1.09210 | 1.13207 | ||
| 481 | 2014.10.03 20:01 | modify | 200 | 0.10 | 1.11498 | 1.12555 | 1.13207 | ||
| 482 | 2014.10.03 20:10 | s/l | 200 | 0.10 | 1.12549 | 1.12555 | 1.13207 | 11323.69 | 1422948.95 |
| 483 | 2014.10.09 13:00 | close | 199 | 0.10 | 1.11059 | 1.12841 | 1.07822 | -21864.91 | 1401084.04 |
| 484 | 2014.10.14 23:00 | buy | 201 | 0.10 | 1.13066 | 1.10765 | 1.14764 | ||
| 485 | 2014.10.21 11:00 | sell | 202 | 0.10 | 1.12479 | 1.13911 | 1.11276 | ||
| 486 | 2014.10.29 16:28 | t/p | 202 | 0.10 | 1.11268 | 1.13911 | 1.11276 | 13049.98 | 1414134.02 |
| 487 | 2014.11.05 08:00 | modify | 201 | 0.10 | 1.13066 | 1.14003 | 1.14764 | ||
| 488 | 2014.11.05 17:46 | s/l | 201 | 0.10 | 1.14004 | 1.14003 | 1.14764 | 10106.20 | 1424240.22 |
| 489 | 2014.11.07 17:00 | sell | 203 | 0.10 | 1.13520 | 1.14721 | 1.12323 | ||
| 490 | 2014.11.21 15:30 | t/p | 203 | 0.10 | 1.12301 | 1.14721 | 1.12323 | 13136.18 | 1437376.40 |
| 491 | 2014.11.21 18:00 | sell | 204 | 0.10 | 1.12281 | 1.14721 | 1.11073 | ||
| 492 | 2014.12.05 16:58 | s/l | 204 | 0.10 | 1.14725 | 1.14721 | 1.11073 | -26337.04 | 1411039.36 |
| 493 | 2014.12.15 19:00 | buy | 205 | 0.10 | 1.16296 | 1.13920 | 1.17996 | ||
| 494 | 2014.12.18 11:00 | sell | 206 | 0.10 | 1.16095 | 1.16790 | 1.14891 | ||
| 495 | 2015.01.02 14:33 | s/l | 206 | 0.10 | 1.16794 | 1.16790 | 1.14891 | -7532.56 | 1403506.80 |
| 496 | 2015.01.02 20:00 | modify | 205 | 0.10 | 1.16296 | 1.17251 | 1.17996 | ||
| 497 | 2015.01.05 00:09 | t/p | 205 | 0.10 | 1.18001 | 1.17251 | 1.17996 | 18370.01 | 1421876.81 |
| 498 | 2015.01.06 23:00 | buy | 207 | 0.10 | 1.18296 | 1.15595 | 1.19991 | ||
| 499 | 2015.01.12 19:02 | modify | 207 | 0.10 | 1.18296 | 1.19311 | 1.19991 | ||
| 500 | 2015.01.12 19:34 | s/l | 207 | 0.10 | 1.19313 | 1.19311 | 1.19991 | 10957.36 | 1432834.17 |
| 501 | 2015.01.12 20:00 | buy | 208 | 0.10 | 1.19368 | 1.17250 | 1.21075 | ||
| 502 | 2015.01.20 17:37 | t/p | 208 | 0.10 | 1.21080 | 1.17250 | 1.21075 | 18445.43 | 1451279.60 |
| 503 | 2015.01.20 18:00 | buy | 209 | 0.10 | 1.20884 | 1.17971 | 1.22593 | ||
| 504 | 2015.01.21 17:00 | t/p | 209 | 0.10 | 1.22610 | 1.17971 | 1.22593 | 18596.27 | 1469875.87 |
| 505 | 2015.01.21 20:00 | buy | 210 | 0.10 | 1.23660 | 1.20654 | 1.25354 | ||
| 506 | 2015.01.26 15:02 | modify | 210 | 0.10 | 1.23660 | 1.24579 | 1.25354 | ||
| 507 | 2015.01.26 15:08 | s/l | 210 | 0.10 | 1.24584 | 1.24579 | 1.25354 | 9955.36 | 1479831.23 |
| 508 | 2015.01.29 00:00 | buy | 211 | 0.10 | 1.25374 | 1.23568 | 1.27069 | ||
| 509 | 2015.01.29 20:00 | modify | 211 | 0.10 | 1.25374 | 1.26428 | 1.27069 | ||
| 510 | 2015.01.29 20:17 | s/l | 211 | 0.10 | 1.26417 | 1.26428 | 1.27069 | 11237.49 | 1491068.72 |
| 511 | 2015.01.30 17:00 | buy | 212 | 0.10 | 1.27655 | 1.24652 | 1.29352 | ||
| 512 | 2015.02.02 11:00 | close | 212 | 0.10 | 1.27587 | 1.24652 | 1.29352 | -732.64 | 1490336.08 |
| 513 | 2015.02.03 22:00 | sell | 213 | 0.10 | 1.24115 | 1.28053 | 1.22908 | ||
| 514 | 2015.03.13 17:02 | s/l | 213 | 0.10 | 1.28053 | 1.28053 | 1.22908 | -42436.68 | 1447899.40 |
| 515 | 2015.03.19 02:00 | sell | 214 | 0.10 | 1.25814 | 1.28405 | 1.24616 | ||
| 516 | 2015.03.24 14:00 | modify | 214 | 0.10 | 1.25814 | 1.24896 | 1.24616 | ||
| 517 | 2015.03.24 15:30 | s/l | 214 | 0.10 | 1.24895 | 1.24896 | 1.24616 | 9903.33 | 1457802.73 |
| 518 | 2015.03.26 08:00 | sell | 215 | 0.10 | 1.24805 | 1.28405 | 1.23600 | ||
| 519 | 2015.04.15 19:59 | t/p | 215 | 0.10 | 1.23607 | 1.28405 | 1.23600 | 12909.89 | 1470712.62 |
| 520 | 2015.04.21 11:00 | buy | 216 | 0.10 | 1.22799 | 1.18802 | 1.24002 | ||
| 521 | 2015.05.26 15:47 | t/p | 216 | 0.10 | 1.24001 | 1.18802 | 1.24002 | 12950.58 | 1483663.20 |
| 522 | 2015.06.12 12:00 | buy | 217 | 0.10 | 1.23246 | 1.19256 | 1.24456 | ||
| 523 | 2015.06.30 06:03 | modify | 217 | 0.10 | 1.23246 | 1.24172 | 1.24456 | ||
| 524 | 2015.06.30 06:05 | s/l | 217 | 0.10 | 1.24170 | 1.24172 | 1.24456 | 9955.36 | 1493618.56 |
| 525 | 2015.07.09 09:00 | sell | 218 | 0.10 | 1.26978 | 1.28405 | 1.25773 | ||
| 526 | 2015.07.15 17:00 | s/l | 218 | 0.10 | 1.28534 | 1.28405 | 1.25773 | -16767.77 | 1476850.79 |
| 527 | 2015.07.15 20:00 | buy | 219 | 0.10 | 1.29461 | 1.26500 | 1.31152 | ||
| 528 | 2015.07.24 01:00 | modify | 219 | 0.10 | 1.29461 | 1.30367 | 1.31152 | ||
| 529 | 2015.07.24 01:10 | s/l | 219 | 0.10 | 1.30356 | 1.30367 | 1.31152 | 9642.91 | 1486493.70 |
| 530 | 2015.07.24 16:00 | buy | 220 | 0.10 | 1.30774 | 1.29117 | 1.32478 | ||
| 531 | 2015.07.27 13:00 | sell | 221 | 0.10 | 1.29911 | 1.31087 | 1.28719 | ||
| 532 | 2015.07.28 20:17 | s/l | 220 | 0.10 | 1.29111 | 1.29117 | 1.32478 | -17917.49 | 1468576.21 |
| 533 | 2015.07.29 17:47 | t/p | 221 | 0.10 | 1.28702 | 1.31087 | 1.28719 | 13028.43 | 1481604.64 |
| 534 | 2015.08.06 21:00 | sell | 222 | 0.10 | 1.31273 | 1.32189 | 1.30066 | ||
| 535 | 2015.08.10 21:16 | t/p | 222 | 0.10 | 1.30062 | 1.32189 | 1.30066 | 13049.98 | 1494654.62 |
| 536 | 2015.08.10 23:00 | sell | 223 | 0.10 | 1.30012 | 1.32189 | 1.28806 | ||
| 537 | 2015.08.24 02:10 | s/l | 223 | 0.10 | 1.32194 | 1.32189 | 1.28806 | -23513.67 | 1471140.95 |
| 538 | 2015.08.27 12:00 | sell | 224 | 0.10 | 1.32221 | 1.33592 | 1.31027 | ||
| 539 | 2015.09.17 21:13 | t/p | 224 | 0.10 | 1.31014 | 1.33592 | 1.31027 | 13006.87 | 1484147.82 |
| 540 | 2015.09.18 12:00 | sell | 225 | 0.10 | 1.30859 | 1.33592 | 1.29649 | ||
| 541 | 2015.09.24 13:33 | s/l | 225 | 0.10 | 1.33588 | 1.33592 | 1.29649 | -29408.25 | 1454739.57 |
| 542 | 2015.09.30 23:00 | sell | 226 | 0.10 | 1.33462 | 1.34631 | 1.32266 | ||
| 543 | 2015.10.01 16:47 | t/p | 226 | 0.10 | 1.32259 | 1.34631 | 1.32266 | 12963.76 | 1467703.33 |
| 544 | 2015.10.05 00:01 | sell | 227 | 0.10 | 1.31504 | 1.34631 | 1.30255 | ||
| 545 | 2015.10.06 20:00 | modify | 227 | 0.10 | 1.31504 | 1.30567 | 1.30255 | ||
| 546 | 2015.10.07 05:37 | t/p | 227 | 0.10 | 1.30262 | 1.30567 | 1.30255 | 13384.04 | 1481087.37 |
| 547 | 2015.10.19 18:00 | buy | 228 | 0.10 | 1.29763 | 1.25765 | 1.30965 | ||
| 548 | 2015.10.21 17:30 | t/p | 228 | 0.10 | 1.30973 | 1.25765 | 1.30965 | 13036.79 | 1494124.16 |
| 549 | 2015.11.10 20:00 | sell | 229 | 0.10 | 1.32490 | 1.34631 | 1.31281 | ||
| 550 | 2015.12.07 15:02 | s/l | 229 | 0.10 | 1.34638 | 1.34631 | 1.31281 | -23147.28 | 1470976.88 |
| 551 | 2015.12.07 20:00 | buy | 230 | 0.10 | 1.35206 | 1.32880 | 1.36912 | ||
| 552 | 2015.12.10 22:00 | modify | 230 | 0.10 | 1.35206 | 1.36112 | 1.36912 | ||
| 553 | 2015.12.11 16:47 | t/p | 230 | 0.10 | 1.36924 | 1.36112 | 1.36912 | 18510.07 | 1489486.95 |
| 554 | 2015.12.11 21:00 | buy | 231 | 0.10 | 1.37421 | 1.34430 | 1.39130 | ||
| 555 | 2015.12.17 16:45 | t/p | 231 | 0.10 | 1.39142 | 1.34430 | 1.39130 | 18542.40 | 1508029.35 |
| 556 | 2015.12.17 21:00 | buy | 232 | 0.10 | 1.39692 | 1.36700 | 1.41400 | ||
| 557 | 2015.12.23 20:00 | sell | 233 | 0.10 | 1.38474 | 1.40072 | 1.37276 | ||
| 558 | 2016.01.04 19:00 | close | 233 | 0.10 | 1.39693 | 1.40072 | 1.37276 | -13136.19 | 1494893.16 |
| 559 | 2016.01.06 12:03 | modify | 232 | 0.10 | 1.39692 | 1.40837 | 1.41400 | ||
| 560 | 2016.01.06 12:48 | s/l | 232 | 0.10 | 1.40826 | 1.40837 | 1.41400 | 12217.94 | 1507111.10 |
| 561 | 2016.01.06 13:00 | buy | 234 | 0.10 | 1.40935 | 1.38092 | 1.42637 | ||
| 562 | 2016.01.11 19:00 | modify | 234 | 0.10 | 1.40935 | 1.41879 | 1.42637 | ||
| 563 | 2016.01.12 10:01 | t/p | 234 | 0.10 | 1.42630 | 1.41879 | 1.42637 | 18262.27 | 1525373.37 |
| 564 | 2016.01.13 20:00 | buy | 235 | 0.10 | 1.43000 | 1.40454 | 1.44701 | ||
| 565 | 2016.01.15 08:30 | t/p | 235 | 0.10 | 1.44719 | 1.40454 | 1.44701 | 18520.85 | 1543894.22 |
| 566 | 2016.01.15 10:00 | buy | 236 | 0.10 | 1.44684 | 1.41690 | 1.46390 | ||
| 567 | 2016.01.18 02:00 | modify | 236 | 0.10 | 1.44684 | 1.45642 | 1.46390 | ||
| 568 | 2016.01.18 03:07 | s/l | 236 | 0.10 | 1.45637 | 1.45642 | 1.46390 | 10267.82 | 1554162.04 |
| 569 | 2016.01.20 09:00 | buy | 237 | 0.10 | 1.46401 | 1.43400 | 1.48100 | ||
| 570 | 2016.01.20 10:00 | close | 237 | 0.10 | 1.46413 | 1.43400 | 1.48100 | 129.29 | 1554291.33 |
| 571 | 2016.01.26 01:00 | buy | 238 | 0.10 | 1.42926 | 1.41114 | 1.44636 | ||
| 572 | 2016.01.26 17:17 | s/l | 238 | 0.10 | 1.41104 | 1.41114 | 1.44636 | -19630.59 | 1534660.74 |
| 573 | 2016.02.05 20:00 | buy | 239 | 0.10 | 1.38828 | 1.36343 | 1.40525 | ||
| 574 | 2016.02.25 14:05 | s/l | 239 | 0.10 | 1.36350 | 1.36343 | 1.40525 | -26698.47 | 1507962.27 |
| 575 | 2016.03.01 17:00 | sell | 240 | 0.10 | 1.34732 | 1.37726 | 1.33026 | ||
| 576 | 2016.03.04 19:00 | modify | 240 | 0.10 | 1.34732 | 1.33613 | 1.33026 | ||
| 577 | 2016.03.07 11:57 | s/l | 240 | 0.10 | 1.33609 | 1.33613 | 1.33026 | 12101.67 | 1520063.94 |
| 578 | 2016.03.09 21:00 | sell | 241 | 0.10 | 1.32467 | 1.34787 | 1.30766 | ||
| 579 | 2016.03.17 00:00 | modify | 241 | 0.10 | 1.32467 | 1.31196 | 1.30766 | ||
| 580 | 2016.03.17 00:52 | s/l | 241 | 0.10 | 1.31202 | 1.31196 | 1.30766 | 13631.90 | 1533695.84 |
| 581 | 2016.03.17 03:00 | sell | 242 | 0.10 | 1.31174 | 1.34113 | 1.29480 | ||
| 582 | 2016.03.17 11:45 | t/p | 242 | 0.10 | 1.29487 | 1.34113 | 1.29480 | 18179.45 | 1551875.29 |
| 583 | 2016.03.22 23:00 | sell | 243 | 0.10 | 1.30329 | 1.33331 | 1.28631 | ||
| 584 | 2016.03.31 16:00 | modify | 243 | 0.10 | 1.30329 | 1.29394 | 1.28631 | ||
| 585 | 2016.03.31 17:14 | t/p | 243 | 0.10 | 1.28634 | 1.29394 | 1.28631 | 18265.66 | 1570140.95 |
| 586 | 2016.04.07 10:00 | sell | 244 | 0.10 | 1.30286 | 1.32246 | 1.28584 | ||
| 587 | 2016.04.11 19:00 | modify | 244 | 0.10 | 1.30286 | 1.29174 | 1.28584 | ||
| 588 | 2016.04.11 19:02 | s/l | 244 | 0.10 | 1.29170 | 1.29174 | 1.28584 | 12026.24 | 1582167.19 |
| 589 | 2016.04.12 20:00 | sell | 245 | 0.10 | 1.27926 | 1.30933 | 1.26233 | ||
| 590 | 2016.04.19 18:00 | modify | 245 | 0.10 | 1.27926 | 1.26657 | 1.26233 | ||
| 591 | 2016.04.19 19:14 | s/l | 245 | 0.10 | 1.26668 | 1.26657 | 1.26233 | 13556.46 | 1595723.65 |
| 592 | 2016.05.03 15:00 | buy | 246 | 0.10 | 1.25842 | 1.21833 | 1.27033 | ||
| 593 | 2016.05.03 20:00 | modify | 246 | 0.10 | 1.25842 | 1.26855 | 1.27033 | ||
| 594 | 2016.05.03 20:03 | s/l | 246 | 0.10 | 1.26862 | 1.26855 | 1.27033 | 10989.68 | 1606713.33 |
| 595 | 2016.05.03 20:03 | buy | 247 | 0.10 | 1.26870 | 1.22901 | 1.28101 | ||
| 596 | 2016.05.04 15:58 | t/p | 247 | 0.10 | 1.28097 | 1.22901 | 1.28101 | 13219.95 | 1619933.28 |
| 597 | 2016.05.06 19:00 | buy | 248 | 0.10 | 1.29217 | 1.25221 | 1.30421 | ||
| 598 | 2016.05.19 00:00 | modify | 248 | 0.10 | 1.29217 | 1.30251 | 1.30421 | ||
| 599 | 2016.05.19 00:15 | s/l | 248 | 0.10 | 1.30259 | 1.30251 | 1.30421 | 11226.72 | 1631160.00 |
| 600 | 2016.05.19 01:00 | buy | 249 | 0.10 | 1.30303 | 1.26302 | 1.31502 | ||