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 |
| 751 | 2019.02.22 00:00 | buy | 311 | 0.10 | 1.32330 | 1.28326 | 1.33526 | ||
| 752 | 2019.03.04 20:01 | modify | 311 | 0.10 | 1.32330 | 1.33281 | 1.33526 | ||
| 753 | 2019.03.04 20:03 | s/l | 311 | 0.10 | 1.33280 | 1.33281 | 1.33526 | 10235.49 | 2051928.97 |
| 754 | 2019.03.08 21:00 | sell | 312 | 0.10 | 1.34143 | 1.38148 | 1.32948 | ||
| 755 | 2019.03.13 19:00 | modify | 312 | 0.10 | 1.34143 | 1.33230 | 1.32948 | ||
| 756 | 2019.03.13 19:08 | s/l | 312 | 0.10 | 1.33224 | 1.33230 | 1.32948 | 9903.33 | 2061832.30 |
| 757 | 2019.04.22 06:00 | sell | 313 | 0.10 | 1.33594 | 1.37604 | 1.32404 | ||
| 758 | 2019.06.07 21:00 | modify | 313 | 0.10 | 1.33594 | 1.32693 | 1.32404 | ||
| 759 | 2019.06.07 21:08 | s/l | 313 | 0.10 | 1.32701 | 1.32693 | 1.32404 | 9623.14 | 2071455.44 |
| 760 | 2019.06.11 18:00 | buy | 314 | 0.10 | 1.32819 | 1.28813 | 1.34013 | ||
| 761 | 2019.06.14 19:45 | t/p | 314 | 0.10 | 1.34016 | 1.28813 | 1.34013 | 12896.72 | 2084352.16 |
| 762 | 2019.06.20 10:00 | sell | 315 | 0.10 | 1.32203 | 1.34380 | 1.30511 | ||
| 763 | 2019.06.26 22:00 | modify | 315 | 0.10 | 1.32203 | 1.31207 | 1.30511 | ||
| 764 | 2019.06.26 22:18 | s/l | 315 | 0.10 | 1.31215 | 1.31207 | 1.30511 | 10646.89 | 2094999.05 |
| 765 | 2019.07.03 19:00 | sell | 316 | 0.10 | 1.30701 | 1.31508 | 1.28998 | ||
| 766 | 2019.07.09 11:00 | buy | 317 | 0.10 | 1.31223 | 1.27232 | 1.32432 | ||
| 767 | 2019.07.23 15:20 | s/l | 316 | 0.10 | 1.31506 | 1.31508 | 1.28998 | -8674.84 | 2086324.21 |
| 768 | 2019.08.01 11:00 | modify | 317 | 0.10 | 1.31223 | 1.32170 | 1.32432 | ||
| 769 | 2019.08.01 11:04 | s/l | 317 | 0.10 | 1.32166 | 1.32170 | 1.32432 | 10160.07 | 2096484.28 |
| 770 | 2019.08.02 17:00 | buy | 318 | 0.10 | 1.32498 | 1.28500 | 1.33700 | ||
| 771 | 2019.09.03 13:00 | modify | 318 | 0.10 | 1.32498 | 1.33473 | 1.33700 | ||
| 772 | 2019.09.03 15:08 | t/p | 318 | 0.10 | 1.33693 | 1.33473 | 1.33700 | 12875.17 | 2109359.45 |
| 773 | 2019.09.10 11:00 | buy | 319 | 0.10 | 1.31868 | 1.27876 | 1.33076 | ||
| 774 | 2019.09.18 21:00 | modify | 319 | 0.10 | 1.31868 | 1.32772 | 1.33076 | ||
| 775 | 2019.09.18 21:00 | s/l | 319 | 0.10 | 1.32768 | 1.32772 | 1.33076 | 9696.78 | 2119056.23 |
| 776 | 2019.10.04 15:00 | sell | 320 | 0.10 | 1.33104 | 1.37106 | 1.31906 | ||
| 777 | 2019.10.11 16:49 | t/p | 320 | 0.10 | 1.31899 | 1.37106 | 1.31906 | 12985.32 | 2132041.55 |
| 778 | 2019.10.29 19:00 | buy | 321 | 0.10 | 1.30791 | 1.26788 | 1.31988 | ||
| 779 | 2019.10.30 21:00 | modify | 321 | 0.10 | 1.30791 | 1.31780 | 1.31988 | ||
| 780 | 2019.10.30 21:00 | s/l | 321 | 0.10 | 1.31788 | 1.31780 | 1.31988 | 10741.88 | 2142783.43 |
| 781 | 2019.10.30 22:00 | buy | 322 | 0.10 | 1.31801 | 1.27810 | 1.33010 | ||
| 782 | 2019.11.20 03:00 | modify | 322 | 0.10 | 1.31801 | 1.32717 | 1.33010 | ||
| 783 | 2019.11.20 12:10 | t/p | 322 | 0.10 | 1.33019 | 1.32717 | 1.33010 | 13122.98 | 2155906.41 |
| 784 | 2019.11.26 20:00 | sell | 323 | 0.10 | 1.32760 | 1.36765 | 1.31565 | ||
| 785 | 2019.12.05 15:00 | modify | 323 | 0.10 | 1.32760 | 1.31789 | 1.31565 | ||
| 786 | 2019.12.05 16:58 | s/l | 323 | 0.10 | 1.31793 | 1.31789 | 1.31565 | 10420.58 | 2166326.99 |
| 787 | 2019.12.20 10:00 | buy | 324 | 0.10 | 1.31409 | 1.27416 | 1.32616 | ||
| 788 | 2019.12.31 14:00 | sell | 325 | 0.10 | 1.30207 | 1.31713 | 1.28506 | ||
| 789 | 2020.01.23 08:34 | s/l | 325 | 0.10 | 1.31717 | 1.31713 | 1.28506 | -16272.07 | 2150054.92 |
| 790 | 2020.01.31 21:00 | modify | 324 | 0.10 | 1.31409 | 1.32336 | 1.32616 | ||
| 791 | 2020.01.31 21:59 | s/l | 324 | 0.10 | 1.32335 | 1.32336 | 1.32616 | 9976.91 | 2160031.83 |
| 792 | 2020.02.05 12:00 | sell | 326 | 0.10 | 1.32665 | 1.36675 | 1.31475 | ||
| 793 | 2020.02.28 06:00 | buy | 327 | 0.10 | 1.34391 | 1.32382 | 1.36101 | ||
| 794 | 2020.03.04 19:00 | close | 326 | 0.10 | 1.34274 | 1.36675 | 1.31475 | -17338.91 | 2142692.92 |
| 795 | 2020.03.09 01:00 | modify | 327 | 0.10 | 1.34391 | 1.35447 | 1.36101 | ||
| 796 | 2020.03.09 01:59 | t/p | 327 | 0.10 | 1.36097 | 1.35447 | 1.36101 | 18380.79 | 2161073.71 |
| 797 | 2020.03.09 03:00 | buy | 328 | 0.10 | 1.36257 | 1.33252 | 1.37952 | ||
| 798 | 2020.03.10 18:36 | t/p | 328 | 0.10 | 1.37945 | 1.33252 | 1.37952 | 18186.85 | 2179260.56 |
| 799 | 2020.03.10 20:00 | buy | 329 | 0.10 | 1.37875 | 1.34867 | 1.39567 | ||
| 800 | 2020.03.12 23:47 | t/p | 329 | 0.10 | 1.39571 | 1.34867 | 1.39567 | 18273.04 | 2197533.60 |
| 801 | 2020.03.13 02:00 | buy | 330 | 0.10 | 1.39240 | 1.36248 | 1.40948 | ||
| 802 | 2020.03.17 13:00 | modify | 330 | 0.10 | 1.39240 | 1.40474 | 1.40948 | ||
| 803 | 2020.03.17 14:08 | t/p | 330 | 0.10 | 1.40951 | 1.40474 | 1.40948 | 18434.65 | 2215968.25 |
| 804 | 2020.03.17 16:00 | buy | 331 | 0.10 | 1.41315 | 1.38314 | 1.43014 | ||
| 805 | 2020.03.17 23:00 | modify | 331 | 0.10 | 1.41315 | 1.42282 | 1.43014 | ||
| 806 | 2020.03.17 23:09 | s/l | 331 | 0.10 | 1.42282 | 1.42282 | 1.43014 | 10418.65 | 2226386.90 |
| 807 | 2020.03.25 23:00 | sell | 332 | 0.10 | 1.42002 | 1.46001 | 1.40801 | ||
| 808 | 2020.03.26 16:07 | t/p | 332 | 0.10 | 1.40807 | 1.46001 | 1.40801 | 12877.56 | 2239264.46 |
| 809 | 2020.03.26 20:00 | sell | 333 | 0.10 | 1.40368 | 1.44363 | 1.39163 | ||
| 810 | 2020.04.13 20:37 | t/p | 333 | 0.10 | 1.39167 | 1.44363 | 1.39163 | 12942.21 | 2252206.67 |
| 811 | 2020.04.13 22:00 | sell | 334 | 0.10 | 1.38727 | 1.42721 | 1.37521 | ||
| 812 | 2020.05.27 12:00 | modify | 334 | 0.10 | 1.38727 | 1.37686 | 1.37521 | ||
| 813 | 2020.05.27 12:05 | s/l | 334 | 0.10 | 1.37687 | 1.37686 | 1.37521 | 11207.25 | 2263413.92 |
| 814 | 2020.06.09 13:00 | buy | 335 | 0.10 | 1.34788 | 1.30784 | 1.35984 | ||
| 815 | 2020.06.11 21:03 | t/p | 335 | 0.10 | 1.35976 | 1.30784 | 1.35984 | 12799.75 | 2276213.67 |
| 816 | 2020.06.11 22:00 | buy | 336 | 0.10 | 1.36070 | 1.32071 | 1.37271 | ||
| 817 | 2020.08.06 23:00 | close | 336 | 0.10 | 1.33016 | 1.32071 | 1.37271 | -32904.40 | 2243309.27 |
| 818 | 2020.08.07 03:00 | buy | 337 | 0.10 | 1.33202 | 1.29193 | 1.34393 | ||
| 819 | 2020.09.25 20:00 | modify | 337 | 0.10 | 1.33202 | 1.34103 | 1.34393 | ||
| 820 | 2020.09.25 20:02 | s/l | 337 | 0.10 | 1.34095 | 1.34103 | 1.34393 | 9621.36 | 2252930.63 |
| 821 | 2020.10.06 23:00 | buy | 338 | 0.10 | 1.32997 | 1.28990 | 1.34190 | ||
| 822 | 2020.11.09 17:00 | sell | 339 | 0.10 | 1.29575 | 1.32580 | 1.27880 | ||
| 823 | 2020.12.02 00:00 | close | 338 | 0.10 | 1.29338 | 1.28990 | 1.34190 | -39422.80 | 2213507.83 |
| 824 | 2020.12.03 22:00 | modify | 339 | 0.10 | 1.29575 | 1.28613 | 1.27880 | ||
| 825 | 2020.12.03 22:31 | s/l | 339 | 0.10 | 1.28622 | 1.28613 | 1.27880 | 10269.72 | 2223777.55 |
| 826 | 2020.12.03 23:00 | sell | 340 | 0.10 | 1.28679 | 1.30307 | 1.26983 | ||
| 827 | 2020.12.09 21:00 | buy | 341 | 0.10 | 1.28301 | 1.24302 | 1.29502 | ||
| 828 | 2020.12.10 16:00 | modify | 340 | 0.10 | 1.28679 | 1.27673 | 1.26983 | ||
| 829 | 2020.12.10 16:20 | s/l | 340 | 0.10 | 1.27681 | 1.27673 | 1.26983 | 10754.65 | 2234532.20 |
| 830 | 2020.12.15 20:00 | sell | 342 | 0.10 | 1.27198 | 1.28389 | 1.25488 | ||
| 831 | 2020.12.21 04:31 | s/l | 342 | 0.10 | 1.28383 | 1.28389 | 1.25488 | -12769.79 | 2221762.41 |
| 832 | 2020.12.21 12:29 | t/p | 341 | 0.10 | 1.29494 | 1.24302 | 1.29502 | 12853.62 | 2234616.03 |
| 833 | 2020.12.21 14:00 | buy | 343 | 0.10 | 1.28997 | 1.25006 | 1.30206 | ||
| 834 | 2021.02.17 05:00 | close | 343 | 0.10 | 1.26994 | 1.25006 | 1.30206 | -21580.73 | 2213035.30 |
| 835 | 2021.02.26 03:00 | buy | 344 | 0.10 | 1.26227 | 1.22445 | 1.27426 | ||
| 836 | 2021.02.26 23:57 | t/p | 344 | 0.10 | 1.27438 | 1.22445 | 1.27426 | 13047.56 | 2226082.86 |
| 837 | 2021.03.05 12:00 | buy | 345 | 0.10 | 1.27009 | 1.23007 | 1.28207 | ||
| 838 | 2021.03.16 19:00 | sell | 346 | 0.10 | 1.24506 | 1.26890 | 1.22804 | ||
| 839 | 2021.04.21 19:00 | close | 345 | 0.10 | 1.24829 | 1.23007 | 1.28207 | -23487.76 | 2202595.10 |
| 840 | 2021.04.28 20:00 | modify | 346 | 0.10 | 1.24506 | 1.23545 | 1.22804 | ||
| 841 | 2021.04.28 21:00 | s/l | 346 | 0.10 | 1.23538 | 1.23545 | 1.22804 | 10431.36 | 2213026.46 |
| 842 | 2021.04.28 23:00 | sell | 347 | 0.10 | 1.23109 | 1.25406 | 1.21419 | ||
| 843 | 2021.05.04 11:00 | buy | 348 | 0.10 | 1.23099 | 1.22445 | 1.24309 | ||
| 844 | 2021.05.06 11:16 | s/l | 348 | 0.10 | 1.22439 | 1.22445 | 1.24309 | -7110.98 | 2205915.48 |
| 845 | 2021.05.06 18:00 | modify | 347 | 0.10 | 1.23109 | 1.22086 | 1.21419 | ||
| 846 | 2021.05.07 01:00 | close | 347 | 0.10 | 1.21564 | 1.22086 | 1.21419 | 16649.23 | 2222564.71 |
| 847 | 2021.05.07 02:00 | sell | 349 | 0.10 | 1.21556 | 1.23573 | 1.19850 | ||
| 848 | 2021.05.18 04:00 | modify | 349 | 0.10 | 1.21556 | 1.20618 | 1.19850 | ||
| 849 | 2021.05.18 17:03 | s/l | 349 | 0.10 | 1.20613 | 1.20618 | 1.19850 | 10161.96 | 2232726.67 |
| 850 | 2021.05.19 16:00 | buy | 350 | 0.10 | 1.20964 | 1.20075 | 1.22164 | ||
| 851 | 2021.06.01 18:12 | s/l | 350 | 0.10 | 1.20071 | 1.20075 | 1.22164 | -9621.36 | 2223105.31 |
| 852 | 2021.06.03 17:00 | buy | 351 | 0.10 | 1.21080 | 1.20012 | 1.22271 | ||
| 853 | 2021.06.16 21:04 | t/p | 351 | 0.10 | 1.22271 | 1.20012 | 1.22271 | 12832.07 | 2235937.38 |
| 854 | 2021.06.16 23:00 | buy | 352 | 0.10 | 1.22583 | 1.20012 | 1.23788 | ||
| 855 | 2021.06.17 20:00 | modify | 352 | 0.10 | 1.22583 | 1.23536 | 1.23788 | ||
| 856 | 2021.06.17 20:02 | s/l | 352 | 0.10 | 1.23543 | 1.23536 | 1.23788 | 10343.23 | 2246280.61 |
| 857 | 2021.07.09 18:00 | sell | 353 | 0.10 | 1.24788 | 1.28790 | 1.23590 | ||
| 858 | 2021.08.19 21:00 | buy | 354 | 0.10 | 1.28172 | 1.25170 | 1.29870 | ||
| 859 | 2021.08.20 08:15 | s/l | 353 | 0.10 | 1.28799 | 1.28790 | 1.23590 | -43223.33 | 2203057.28 |
| 860 | 2021.08.20 12:02 | modify | 354 | 0.10 | 1.28172 | 1.29101 | 1.29870 | ||
| 861 | 2021.08.20 12:04 | s/l | 354 | 0.10 | 1.29108 | 1.29101 | 1.29870 | 10084.65 | 2213141.93 |
| 862 | 2021.08.23 12:00 | sell | 355 | 0.10 | 1.27420 | 1.31415 | 1.26215 | ||
| 863 | 2021.08.24 01:00 | modify | 355 | 0.10 | 1.27420 | 1.26482 | 1.26215 | ||
| 864 | 2021.08.24 01:29 | s/l | 355 | 0.10 | 1.26484 | 1.26482 | 1.26215 | 10086.52 | 2223228.45 |
| 865 | 2021.08.31 15:00 | sell | 356 | 0.10 | 1.25787 | 1.29793 | 1.24593 | ||
| 866 | 2021.10.08 17:54 | t/p | 356 | 0.10 | 1.24588 | 1.29793 | 1.24593 | 12920.66 | 2236149.11 |
| 867 | 2021.10.27 16:00 | buy | 357 | 0.10 | 1.24290 | 1.20287 | 1.25487 | ||
| 868 | 2021.11.11 12:00 | modify | 357 | 0.10 | 1.24290 | 1.25256 | 1.25487 | ||
| 869 | 2021.11.11 12:09 | s/l | 357 | 0.10 | 1.25247 | 1.25256 | 1.25487 | 10310.91 | 2246460.02 |
| 870 | 2021.12.06 14:00 | sell | 358 | 0.10 | 1.27846 | 1.31848 | 1.26648 | ||
| 871 | 2021.12.07 15:00 | modify | 358 | 0.10 | 1.27846 | 1.26833 | 1.26648 | ||
| 872 | 2021.12.07 15:01 | s/l | 358 | 0.10 | 1.26838 | 1.26833 | 1.26648 | 10862.41 | 2257322.43 |
| 873 | 2021.12.07 15:01 | sell | 359 | 0.10 | 1.26815 | 1.30792 | 1.25592 | ||
| 874 | 2022.01.11 21:00 | modify | 359 | 0.10 | 1.26815 | 1.25873 | 1.25592 | ||
| 875 | 2022.01.12 04:15 | t/p | 359 | 0.10 | 1.25595 | 1.25873 | 1.25592 | 13146.96 | 2270469.39 |
| 876 | 2022.01.14 16:00 | buy | 360 | 0.10 | 1.25268 | 1.21278 | 1.26478 | ||
| 877 | 2022.01.24 16:00 | modify | 360 | 0.10 | 1.25268 | 1.26212 | 1.26478 | ||
| 878 | 2022.01.24 16:00 | t/p | 360 | 0.10 | 1.26488 | 1.26212 | 1.26478 | 13144.52 | 2283613.91 |
| 879 | 2022.01.31 21:00 | sell | 361 | 0.10 | 1.26940 | 1.30949 | 1.25749 | ||
| 880 | 2022.03.18 23:00 | modify | 361 | 0.10 | 1.26940 | 1.26005 | 1.25749 | ||
| 881 | 2022.03.18 23:36 | s/l | 361 | 0.10 | 1.26005 | 1.26005 | 1.25749 | 10075.75 | 2293689.66 |
| 882 | 2022.03.31 13:00 | buy | 362 | 0.10 | 1.25307 | 1.21302 | 1.26502 | ||
| 883 | 2022.04.11 20:00 | modify | 362 | 0.10 | 1.25307 | 1.26213 | 1.26502 | ||
| 884 | 2022.04.11 21:52 | s/l | 362 | 0.10 | 1.26220 | 1.26213 | 1.26502 | 9836.84 | 2303526.50 |
| 885 | 2022.04.11 23:00 | buy | 363 | 0.10 | 1.26366 | 1.22367 | 1.27567 | ||
| 886 | 2022.04.25 05:00 | modify | 363 | 0.10 | 1.26366 | 1.27268 | 1.27567 | ||
| 887 | 2022.04.25 06:48 | s/l | 363 | 0.10 | 1.27277 | 1.27268 | 1.27567 | 9815.29 | 2313341.79 |
| 888 | 2022.04.29 08:00 | sell | 364 | 0.10 | 1.27583 | 1.31591 | 1.26391 | ||
| 889 | 2022.05.12 22:00 | buy | 365 | 0.10 | 1.30742 | 1.28075 | 1.32442 | ||
| 890 | 2022.05.17 11:46 | s/l | 365 | 0.10 | 1.28064 | 1.28075 | 1.32442 | -28853.31 | 2284488.48 |
| 891 | 2022.05.30 20:00 | modify | 364 | 0.10 | 1.27583 | 1.26574 | 1.26391 | ||
| 892 | 2022.05.30 21:06 | s/l | 364 | 0.10 | 1.26574 | 1.26574 | 1.26391 | 10873.18 | 2295361.66 |
| 893 | 2022.06.09 10:00 | buy | 366 | 0.10 | 1.25731 | 1.21739 | 1.26939 | ||
| 894 | 2022.06.09 22:00 | modify | 366 | 0.10 | 1.25731 | 1.26731 | 1.26939 | ||
| 895 | 2022.06.09 22:06 | t/p | 366 | 0.10 | 1.26949 | 1.26731 | 1.26939 | 13122.98 | 2308484.64 |
| 896 | 2022.06.16 03:00 | sell | 367 | 0.10 | 1.28719 | 1.32711 | 1.27511 | ||
| 897 | 2022.08.01 14:00 | modify | 367 | 0.10 | 1.28719 | 1.27738 | 1.27511 | ||
| 898 | 2022.08.01 14:03 | s/l | 367 | 0.10 | 1.27728 | 1.27738 | 1.27511 | 10679.22 | 2319163.86 |
| 899 | 2022.08.15 10:00 | buy | 368 | 0.10 | 1.28092 | 1.24100 | 1.29300 | ||
| 900 | 2022.08.15 15:46 | t/p | 368 | 0.10 | 1.29310 | 1.24100 | 1.29300 | 13122.97 | 2332286.83 |