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 |
| 601 | 2016.05.19 15:40 | t/p | 249 | 0.10 | 1.31516 | 1.26302 | 1.31502 | 13069.11 | 1644229.11 |
| 602 | 2016.06.13 01:00 | buy | 250 | 0.10 | 1.27830 | 1.23831 | 1.29031 | ||
| 603 | 2016.06.15 16:45 | t/p | 250 | 0.10 | 1.29029 | 1.23831 | 1.29031 | 12918.26 | 1657147.37 |
| 604 | 2016.06.15 18:00 | buy | 251 | 0.10 | 1.29087 | 1.25078 | 1.30278 | ||
| 605 | 2016.06.16 14:10 | t/p | 251 | 0.10 | 1.30273 | 1.25078 | 1.30278 | 12778.20 | 1669925.57 |
| 606 | 2016.06.22 23:00 | buy | 252 | 0.10 | 1.28405 | 1.24400 | 1.29600 | ||
| 607 | 2016.06.24 05:40 | t/p | 252 | 0.10 | 1.29599 | 1.24400 | 1.29600 | 12864.40 | 1682789.97 |
| 608 | 2016.07.13 20:00 | sell | 253 | 0.10 | 1.29657 | 1.33661 | 1.28461 | ||
| 609 | 2016.08.16 12:52 | t/p | 253 | 0.10 | 1.28452 | 1.33661 | 1.28461 | 12985.32 | 1695775.29 |
| 610 | 2016.08.19 17:00 | buy | 254 | 0.10 | 1.28835 | 1.24837 | 1.30037 | ||
| 611 | 2016.08.26 21:50 | t/p | 254 | 0.10 | 1.30038 | 1.24837 | 1.30037 | 12961.36 | 1708736.65 |
| 612 | 2016.09.02 18:00 | sell | 255 | 0.10 | 1.30209 | 1.34214 | 1.29014 | ||
| 613 | 2016.09.05 19:00 | modify | 255 | 0.10 | 1.30209 | 1.29256 | 1.29014 | ||
| 614 | 2016.09.05 19:55 | s/l | 255 | 0.10 | 1.29261 | 1.29256 | 1.29014 | 10215.84 | 1718952.49 |
| 615 | 2016.09.08 20:00 | buy | 256 | 0.10 | 1.29237 | 1.25237 | 1.30437 | ||
| 616 | 2016.09.09 17:10 | t/p | 256 | 0.10 | 1.30433 | 1.25237 | 1.30437 | 12885.94 | 1731838.43 |
| 617 | 2016.09.21 12:00 | sell | 257 | 0.10 | 1.31647 | 1.35641 | 1.30441 | ||
| 618 | 2016.09.22 09:59 | t/p | 257 | 0.10 | 1.30437 | 1.35641 | 1.30441 | 13039.20 | 1744877.63 |
| 619 | 2016.09.28 23:00 | sell | 258 | 0.10 | 1.31098 | 1.35092 | 1.29892 | ||
| 620 | 2016.10.26 23:00 | buy | 259 | 0.10 | 1.33822 | 1.31013 | 1.35525 | ||
| 621 | 2016.11.09 06:51 | s/l | 258 | 0.10 | 1.35083 | 1.35092 | 1.29892 | -42943.15 | 1701934.48 |
| 622 | 2016.11.09 07:00 | modify | 259 | 0.10 | 1.33822 | 1.34862 | 1.35525 | ||
| 623 | 2016.11.09 07:25 | s/l | 259 | 0.10 | 1.34851 | 1.34862 | 1.35525 | 11086.65 | 1713021.13 |
| 624 | 2016.11.15 19:00 | sell | 260 | 0.10 | 1.34693 | 1.38696 | 1.33496 | ||
| 625 | 2016.12.01 17:37 | t/p | 260 | 0.10 | 1.33490 | 1.38696 | 1.33496 | 12963.77 | 1725984.90 |
| 626 | 2016.12.01 21:00 | sell | 261 | 0.10 | 1.33085 | 1.37082 | 1.31882 | ||
| 627 | 2016.12.08 05:00 | modify | 261 | 0.10 | 1.33085 | 1.32184 | 1.31882 | ||
| 628 | 2016.12.08 06:34 | s/l | 261 | 0.10 | 1.32188 | 1.32184 | 1.31882 | 9666.25 | 1735651.15 |
| 629 | 2016.12.29 07:00 | sell | 262 | 0.10 | 1.35269 | 1.39259 | 1.34059 | ||
| 630 | 2016.12.30 17:57 | t/p | 262 | 0.10 | 1.34063 | 1.39259 | 1.34059 | 12996.10 | 1748647.25 |
| 631 | 2016.12.30 19:00 | sell | 263 | 0.10 | 1.34265 | 1.38255 | 1.33055 | ||
| 632 | 2017.01.04 14:40 | t/p | 263 | 0.10 | 1.33055 | 1.38255 | 1.33055 | 13039.20 | 1761686.45 |
| 633 | 2017.01.16 22:00 | buy | 264 | 0.10 | 1.31712 | 1.27719 | 1.32919 | ||
| 634 | 2017.01.19 04:00 | modify | 264 | 0.10 | 1.31712 | 1.32637 | 1.32919 | ||
| 635 | 2017.01.19 04:10 | s/l | 264 | 0.10 | 1.32642 | 1.32637 | 1.32919 | 10020.01 | 1771706.46 |
| 636 | 2017.01.27 09:00 | buy | 265 | 0.10 | 1.31297 | 1.27306 | 1.32506 | ||
| 637 | 2017.02.28 18:08 | t/p | 265 | 0.10 | 1.32516 | 1.27306 | 1.32506 | 13133.75 | 1784840.21 |
| 638 | 2017.03.10 17:00 | sell | 266 | 0.10 | 1.34574 | 1.38584 | 1.33384 | ||
| 639 | 2017.03.15 21:45 | t/p | 266 | 0.10 | 1.33365 | 1.38584 | 1.33384 | 13028.43 | 1797868.64 |
| 640 | 2017.03.29 11:00 | sell | 267 | 0.10 | 1.33600 | 1.37598 | 1.32398 | ||
| 641 | 2017.04.12 23:37 | t/p | 267 | 0.10 | 1.32388 | 1.37598 | 1.32398 | 13060.75 | 1810929.39 |
| 642 | 2017.04.21 12:00 | sell | 268 | 0.10 | 1.34588 | 1.38582 | 1.33382 | ||
| 643 | 2017.04.27 04:00 | buy | 269 | 0.10 | 1.36343 | 1.34059 | 1.38038 | ||
| 644 | 2017.04.27 07:00 | close | 269 | 0.10 | 1.35384 | 1.34059 | 1.38038 | -10332.46 | 1800596.93 |
| 645 | 2017.05.01 10:00 | buy | 270 | 0.10 | 1.36836 | 1.34920 | 1.38530 | ||
| 646 | 2017.05.05 08:00 | modify | 270 | 0.10 | 1.36836 | 1.37834 | 1.38530 | ||
| 647 | 2017.05.05 08:38 | s/l | 270 | 0.10 | 1.37836 | 1.37834 | 1.38530 | 10774.20 | 1811371.13 |
| 648 | 2017.06.12 21:16 | t/p | 268 | 0.10 | 1.33379 | 1.38582 | 1.33382 | 13028.43 | 1824399.56 |
| 649 | 2017.06.15 15:00 | buy | 271 | 0.10 | 1.32912 | 1.28911 | 1.34111 | ||
| 650 | 2017.06.28 15:00 | sell | 272 | 0.10 | 1.30864 | 1.33437 | 1.29162 | ||
| 651 | 2017.06.30 03:00 | modify | 272 | 0.10 | 1.30864 | 1.29946 | 1.29162 | ||
| 652 | 2017.06.30 10:06 | s/l | 272 | 0.10 | 1.29950 | 1.29946 | 1.29162 | 9849.45 | 1834249.01 |
| 653 | 2017.07.04 23:00 | sell | 273 | 0.10 | 1.29287 | 1.32041 | 1.27592 | ||
| 654 | 2017.07.07 16:08 | s/l | 271 | 0.10 | 1.28902 | 1.28911 | 1.34111 | -43204.54 | 1791044.47 |
| 655 | 2017.07.12 19:00 | modify | 273 | 0.10 | 1.29287 | 1.28229 | 1.27592 | ||
| 656 | 2017.07.12 19:07 | t/p | 273 | 0.10 | 1.27589 | 1.28229 | 1.27592 | 18297.99 | 1809342.46 |
| 657 | 2017.07.12 21:00 | sell | 274 | 0.10 | 1.27066 | 1.29995 | 1.25359 | ||
| 658 | 2017.07.18 14:00 | modify | 274 | 0.10 | 1.27066 | 1.26150 | 1.25359 | ||
| 659 | 2017.07.18 15:59 | s/l | 274 | 0.10 | 1.26163 | 1.26150 | 1.25359 | 9730.91 | 1819073.37 |
| 660 | 2017.07.19 19:00 | sell | 275 | 0.10 | 1.25861 | 1.27766 | 1.24170 | ||
| 661 | 2017.07.26 16:00 | buy | 276 | 0.10 | 1.25255 | 1.21263 | 1.26463 | ||
| 662 | 2017.07.26 22:09 | t/p | 275 | 0.10 | 1.24144 | 1.27766 | 1.24170 | 18502.74 | 1837576.11 |
| 663 | 2017.07.27 00:00 | sell | 277 | 0.10 | 1.24439 | 1.26148 | 1.22739 | ||
| 664 | 2017.08.03 10:41 | s/l | 277 | 0.10 | 1.26153 | 1.26148 | 1.22739 | -18470.41 | 1819105.70 |
| 665 | 2017.08.04 17:00 | modify | 276 | 0.10 | 1.25255 | 1.26306 | 1.26463 | ||
| 666 | 2017.08.04 17:02 | t/p | 276 | 0.10 | 1.26471 | 1.26306 | 1.26463 | 13101.43 | 1832207.13 |
| 667 | 2017.08.04 17:03 | buy | 278 | 0.10 | 1.26477 | 1.22311 | 1.27511 | ||
| 668 | 2017.08.11 00:00 | modify | 278 | 0.10 | 1.26477 | 1.27403 | 1.27511 | ||
| 669 | 2017.08.11 00:12 | s/l | 278 | 0.10 | 1.27411 | 1.27403 | 1.27511 | 10063.11 | 1842270.24 |
| 670 | 2017.08.29 21:00 | buy | 279 | 0.10 | 1.25425 | 1.21418 | 1.26618 | ||
| 671 | 2017.08.31 08:00 | modify | 279 | 0.10 | 1.25425 | 1.26398 | 1.26618 | ||
| 672 | 2017.08.31 09:22 | t/p | 279 | 0.10 | 1.26618 | 1.26398 | 1.26618 | 12853.62 | 1855123.86 |
| 673 | 2017.09.12 20:00 | buy | 280 | 0.10 | 1.21633 | 1.17633 | 1.22833 | ||
| 674 | 2017.09.18 21:00 | t/p | 280 | 0.10 | 1.22848 | 1.17633 | 1.22833 | 13090.65 | 1868214.51 |
| 675 | 2017.09.18 23:00 | buy | 281 | 0.10 | 1.22961 | 1.18963 | 1.24163 | ||
| 676 | 2017.09.27 18:45 | t/p | 281 | 0.10 | 1.24175 | 1.18963 | 1.24163 | 13079.88 | 1881294.39 |
| 677 | 2017.09.27 22:00 | buy | 282 | 0.10 | 1.24660 | 1.20652 | 1.25852 | ||
| 678 | 2017.10.06 01:00 | modify | 282 | 0.10 | 1.24660 | 1.25639 | 1.25852 | ||
| 679 | 2017.10.06 03:57 | s/l | 282 | 0.10 | 1.25638 | 1.25639 | 1.25852 | 10537.17 | 1891831.56 |
| 680 | 2017.10.13 19:00 | buy | 283 | 0.10 | 1.24965 | 1.20959 | 1.26159 | ||
| 681 | 2017.10.20 18:00 | modify | 283 | 0.10 | 1.24965 | 1.26004 | 1.26159 | ||
| 682 | 2017.10.20 18:35 | t/p | 283 | 0.10 | 1.26156 | 1.26004 | 1.26159 | 12832.08 | 1904663.64 |
| 683 | 2017.11.02 05:00 | sell | 284 | 0.10 | 1.28382 | 1.32385 | 1.27185 | ||
| 684 | 2017.11.03 15:54 | t/p | 284 | 0.10 | 1.27178 | 1.32385 | 1.27185 | 12974.55 | 1917638.19 |
| 685 | 2017.11.03 17:00 | sell | 285 | 0.10 | 1.27391 | 1.31400 | 1.26200 | ||
| 686 | 2017.12.05 14:00 | modify | 285 | 0.10 | 1.27391 | 1.26472 | 1.26200 | ||
| 687 | 2017.12.05 14:00 | s/l | 285 | 0.10 | 1.26474 | 1.26472 | 1.26200 | 9881.77 | 1927519.96 |
| 688 | 2017.12.12 11:00 | sell | 286 | 0.10 | 1.28330 | 1.32336 | 1.27136 | ||
| 689 | 2017.12.21 19:00 | modify | 286 | 0.10 | 1.28330 | 1.27290 | 1.27136 | ||
| 690 | 2017.12.21 19:06 | t/p | 286 | 0.10 | 1.27114 | 1.27290 | 1.27136 | 13103.86 | 1940623.82 |
| 691 | 2017.12.21 20:00 | sell | 287 | 0.10 | 1.27061 | 1.31053 | 1.25853 | ||
| 692 | 2017.12.28 09:00 | modify | 287 | 0.10 | 1.27061 | 1.26129 | 1.25853 | ||
| 693 | 2017.12.28 09:25 | s/l | 287 | 0.10 | 1.26133 | 1.26129 | 1.25853 | 10000.32 | 1950624.14 |
| 694 | 2018.01.09 13:00 | buy | 288 | 0.10 | 1.24412 | 1.20422 | 1.25622 | ||
| 695 | 2018.01.10 21:14 | t/p | 288 | 0.10 | 1.25647 | 1.20422 | 1.25622 | 13306.14 | 1963930.28 |
| 696 | 2018.01.10 23:00 | buy | 289 | 0.10 | 1.25465 | 1.21459 | 1.26659 | ||
| 697 | 2018.02.09 15:30 | t/p | 289 | 0.10 | 1.26655 | 1.21459 | 1.26659 | 12821.30 | 1976751.58 |
| 698 | 2018.02.16 17:00 | buy | 290 | 0.10 | 1.25422 | 1.21426 | 1.26626 | ||
| 699 | 2018.02.20 22:00 | modify | 290 | 0.10 | 1.25422 | 1.26345 | 1.26626 | ||
| 700 | 2018.02.21 00:04 | s/l | 290 | 0.10 | 1.26323 | 1.26345 | 1.26626 | 9707.56 | 1986459.14 |
| 701 | 2018.03.09 17:00 | sell | 291 | 0.10 | 1.28527 | 1.32530 | 1.27330 | ||
| 702 | 2018.04.06 00:00 | modify | 291 | 0.10 | 1.28527 | 1.27576 | 1.27330 | ||
| 703 | 2018.04.06 01:51 | s/l | 291 | 0.10 | 1.27568 | 1.27576 | 1.27330 | 10334.38 | 1996793.52 |
| 704 | 2018.04.06 17:00 | sell | 292 | 0.10 | 1.27370 | 1.31367 | 1.26167 | ||
| 705 | 2018.04.10 17:28 | t/p | 292 | 0.10 | 1.26169 | 1.31367 | 1.26167 | 12942.21 | 2009735.73 |
| 706 | 2018.05.09 17:00 | sell | 293 | 0.10 | 1.28687 | 1.32693 | 1.27493 | ||
| 707 | 2018.05.10 15:31 | t/p | 293 | 0.10 | 1.27483 | 1.32693 | 1.27493 | 12974.55 | 2022710.28 |
| 708 | 2018.05.30 15:00 | sell | 294 | 0.10 | 1.29725 | 1.33717 | 1.28517 | ||
| 709 | 2018.05.30 18:47 | t/p | 294 | 0.10 | 1.28518 | 1.33717 | 1.28517 | 13006.88 | 2035717.16 |
| 710 | 2018.05.30 22:00 | sell | 295 | 0.10 | 1.28767 | 1.32770 | 1.27570 | ||
| 711 | 2018.06.18 20:00 | buy | 296 | 0.10 | 1.32319 | 1.29442 | 1.34013 | ||
| 712 | 2018.06.19 13:50 | s/l | 295 | 0.10 | 1.32775 | 1.32770 | 1.27570 | -43191.01 | 1992526.15 |
| 713 | 2018.06.21 13:00 | modify | 296 | 0.10 | 1.32319 | 1.33238 | 1.34013 | ||
| 714 | 2018.06.21 13:11 | s/l | 296 | 0.10 | 1.33240 | 1.33238 | 1.34013 | 9923.04 | 2002449.19 |
| 715 | 2018.06.22 18:00 | buy | 297 | 0.10 | 1.33387 | 1.31535 | 1.35081 | ||
| 716 | 2018.06.25 00:03 | sell | 298 | 0.10 | 1.32704 | 1.36671 | 1.31471 | ||
| 717 | 2018.06.29 17:41 | s/l | 297 | 0.10 | 1.31542 | 1.31535 | 1.35081 | -19878.40 | 1982570.79 |
| 718 | 2018.06.29 17:43 | t/p | 298 | 0.10 | 1.31473 | 1.36671 | 1.31471 | 13265.50 | 1995836.29 |
| 719 | 2018.06.29 19:00 | sell | 299 | 0.10 | 1.31397 | 1.35405 | 1.30205 | ||
| 720 | 2018.07.26 02:00 | modify | 299 | 0.10 | 1.31397 | 1.30491 | 1.30205 | ||
| 721 | 2018.07.26 11:59 | s/l | 299 | 0.10 | 1.30500 | 1.30491 | 1.30205 | 9666.25 | 2005502.54 |
| 722 | 2018.07.30 14:00 | sell | 300 | 0.10 | 1.30532 | 1.34531 | 1.29331 | ||
| 723 | 2018.08.28 04:00 | modify | 300 | 0.10 | 1.30532 | 1.29623 | 1.29331 | ||
| 724 | 2018.08.28 04:14 | s/l | 300 | 0.10 | 1.29625 | 1.29623 | 1.29331 | 9774.01 | 2015276.55 |
| 725 | 2018.08.30 17:00 | buy | 301 | 0.10 | 1.29917 | 1.25914 | 1.31114 | ||
| 726 | 2018.09.04 00:03 | modify | 301 | 0.10 | 1.29917 | 1.30928 | 1.31114 | ||
| 727 | 2018.09.04 00:04 | s/l | 301 | 0.10 | 1.30931 | 1.30928 | 1.31114 | 10925.04 | 2026201.59 |
| 728 | 2018.09.06 23:00 | sell | 302 | 0.10 | 1.31423 | 1.35433 | 1.30233 | ||
| 729 | 2018.09.12 17:05 | t/p | 302 | 0.10 | 1.30225 | 1.35433 | 1.30233 | 12909.88 | 2039111.47 |
| 730 | 2018.09.14 16:00 | buy | 303 | 0.10 | 1.30175 | 1.26183 | 1.31383 | ||
| 731 | 2018.10.19 22:00 | modify | 303 | 0.10 | 1.30175 | 1.31103 | 1.31383 | ||
| 732 | 2018.10.19 22:39 | s/l | 303 | 0.10 | 1.31093 | 1.31103 | 1.31383 | 9890.71 | 2049002.18 |
| 733 | 2018.11.01 13:00 | sell | 304 | 0.10 | 1.30977 | 1.34970 | 1.29770 | ||
| 734 | 2018.11.20 22:00 | buy | 305 | 0.10 | 1.33159 | 1.31216 | 1.34860 | ||
| 735 | 2018.12.06 11:00 | modify | 305 | 0.10 | 1.33159 | 1.34081 | 1.34860 | ||
| 736 | 2018.12.06 15:19 | s/l | 305 | 0.10 | 1.34091 | 1.34081 | 1.34860 | 10041.55 | 2059043.73 |
| 737 | 2018.12.18 20:00 | buy | 306 | 0.10 | 1.34855 | 1.33172 | 1.36550 | ||
| 738 | 2018.12.18 21:50 | s/l | 304 | 0.10 | 1.34982 | 1.34970 | 1.29770 | -43158.68 | 2015885.05 |
| 739 | 2018.12.21 21:00 | modify | 306 | 0.10 | 1.34855 | 1.35780 | 1.36550 | ||
| 740 | 2018.12.24 04:07 | s/l | 306 | 0.10 | 1.35767 | 1.35780 | 1.36550 | 9826.07 | 2025711.12 |
| 741 | 2018.12.26 23:00 | sell | 307 | 0.10 | 1.35697 | 1.39688 | 1.34488 | ||
| 742 | 2018.12.27 17:00 | buy | 308 | 0.10 | 1.36435 | 1.34881 | 1.38137 | ||
| 743 | 2019.01.03 18:22 | s/l | 308 | 0.10 | 1.34885 | 1.34881 | 1.38137 | -16700.01 | 2009011.11 |
| 744 | 2019.01.04 09:58 | t/p | 307 | 0.10 | 1.34481 | 1.39688 | 1.34488 | 13103.86 | 2022114.97 |
| 745 | 2019.01.25 06:00 | sell | 309 | 0.10 | 1.33155 | 1.37145 | 1.31945 | ||
| 746 | 2019.01.28 00:02 | modify | 309 | 0.10 | 1.33155 | 1.32250 | 1.31945 | ||
| 747 | 2019.01.28 10:01 | s/l | 309 | 0.10 | 1.32259 | 1.32250 | 1.31945 | 9655.47 | 2031770.44 |
| 748 | 2019.02.05 22:00 | buy | 310 | 0.10 | 1.31444 | 1.27446 | 1.32646 | ||
| 749 | 2019.02.07 06:00 | modify | 310 | 0.10 | 1.31444 | 1.32359 | 1.32646 | ||
| 750 | 2019.02.07 11:23 | s/l | 310 | 0.10 | 1.32365 | 1.32359 | 1.32646 | 9923.04 | 2041693.48 |