Strategy Tester Report
EA_HLband_H4_forGJ_1.01
| 通貨ペア | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
| 期間 | 4時間足(H4) 2007.01.01 00:00 - 2022.08.29 20:00 (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 | MagicNumber=22610101; Lots=0.1; 複利運用基準値=0; トレードモード=""; Slippage=3; 許容スプレッド=50; カスタム設定="無効"; EMA期間=7; EMA価格差=200; 水平ライン開始位置（ブレイク）=9; 水平ライン期間（ブレイク）=110; 水平ライン開始位置（反発）=23; 水平ライン期間（反発）=200; ローソク足長（下限）（ブレイク）=100; ローソク足長（下限）（反発）=250; ローソク足長（上限）=1750; 逆指値オフセット値=550; 指値オフセット値=4800; 保持期間=90; | ||||
| テストバー数 | 24549 | モデルティック数 | 397124361 | 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 | 2763620.00 | 総利益 | 5241020.00 | 総損失 | -2477400.00 |
| プロフィットファクタ | 2.12 | 期待利得 | 4629.18 | ||
| 絶対ドローダウン | 2650.00 | 最大ドローダウン | 121050.00 (13.64%) | 相対ドローダウン | 24.15% (65320.00) |
| 総取引数 | 597 | 売りポジション(勝率%） | 312 (24.68%) | 買いポジション(勝率%） | 285 (27.72%) |
| 勝率(%) | 156 (26.13%) | 負率 (%) | 441 (73.87%) | ||
| 最大 | 勝トレード | 59760.00 | 敗トレード | -16860.00 | |
| 平均 | 勝トレード | 33596.28 | 敗トレード | -5617.69 | |
| 最大 | 連勝(金額) | 5 (125760.00) | 連敗(金額) | 16 (-92230.00) | |
| 最大 | 連勝(トレード数) | 144190.00 (3) | 連敗(トレード数) | -92230.00 (16) | |
| 平均 | 連勝 | 1 | 連敗 | 4 | |
| # | 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 |
| 151 | 2008.10.10 01:00 | sell | 76 | 0.10 | 170.314 | 171.130 | 165.780 | ||
| 152 | 2008.10.10 04:00 | close | 76 | 0.10 | 168.383 | 171.130 | 165.780 | 19310.00 | 498630.00 |
| 153 | 2008.10.13 16:00 | buy | 77 | 0.10 | 174.430 | 173.855 | 179.205 | ||
| 154 | 2008.10.14 03:14 | t/p | 77 | 0.10 | 179.213 | 173.855 | 179.205 | 47830.00 | 546460.00 |
| 155 | 2008.10.22 08:02 | sell | 78 | 0.10 | 162.385 | 162.855 | 157.505 | ||
| 156 | 2008.10.22 09:38 | s/l | 78 | 0.10 | 162.847 | 162.855 | 157.505 | -4620.00 | 541840.00 |
| 157 | 2008.10.24 04:04 | sell | 79 | 0.10 | 156.865 | 157.130 | 151.780 | ||
| 158 | 2008.10.24 04:05 | s/l | 79 | 0.10 | 157.131 | 157.130 | 151.780 | -2660.00 | 539180.00 |
| 159 | 2008.10.29 12:00 | buy | 80 | 0.10 | 156.513 | 155.925 | 161.275 | ||
| 160 | 2008.10.29 12:28 | s/l | 80 | 0.10 | 155.891 | 155.925 | 161.275 | -6220.00 | 532960.00 |
| 161 | 2008.11.21 00:01 | sell | 81 | 0.10 | 137.982 | 138.470 | 133.120 | ||
| 162 | 2008.11.21 00:15 | s/l | 81 | 0.10 | 138.536 | 138.470 | 133.120 | -5540.00 | 527420.00 |
| 163 | 2008.12.03 12:00 | sell | 82 | 0.10 | 136.445 | 136.970 | 131.620 | ||
| 164 | 2008.12.03 12:40 | s/l | 82 | 0.10 | 137.007 | 136.970 | 131.620 | -5620.00 | 521800.00 |
| 165 | 2008.12.03 16:00 | sell | 83 | 0.10 | 137.153 | 137.710 | 132.360 | ||
| 166 | 2008.12.03 17:51 | s/l | 83 | 0.10 | 137.720 | 137.710 | 132.360 | -5670.00 | 516130.00 |
| 167 | 2008.12.04 12:00 | sell | 84 | 0.10 | 134.967 | 135.510 | 130.160 | ||
| 168 | 2008.12.04 14:04 | s/l | 84 | 0.10 | 135.523 | 135.510 | 130.160 | -5560.00 | 510570.00 |
| 169 | 2008.12.09 12:00 | buy | 85 | 0.10 | 136.641 | 136.035 | 141.385 | ||
| 170 | 2008.12.09 15:26 | s/l | 85 | 0.10 | 136.036 | 136.035 | 141.385 | -6050.00 | 504520.00 |
| 171 | 2008.12.09 20:00 | buy | 86 | 0.10 | 136.715 | 136.120 | 141.470 | ||
| 172 | 2008.12.09 20:20 | s/l | 86 | 0.10 | 136.107 | 136.120 | 141.470 | -6080.00 | 498440.00 |
| 173 | 2008.12.12 08:03 | buy | 87 | 0.10 | 134.502 | 133.795 | 139.145 | ||
| 174 | 2008.12.12 08:35 | s/l | 87 | 0.10 | 133.757 | 133.795 | 139.145 | -7450.00 | 490990.00 |
| 175 | 2008.12.29 16:00 | sell | 88 | 0.10 | 131.837 | 132.380 | 127.030 | ||
| 176 | 2008.12.31 15:10 | s/l | 88 | 0.10 | 132.394 | 132.380 | 127.030 | -5570.00 | 485420.00 |
| 177 | 2009.01.01 00:00 | buy | 89 | 0.10 | 132.557 | 132.005 | 137.355 | ||
| 178 | 2009.01.02 13:11 | s/l | 89 | 0.10 | 131.998 | 132.005 | 137.355 | -5590.00 | 479830.00 |
| 179 | 2009.01.06 20:00 | buy | 90 | 0.10 | 140.577 | 139.920 | 145.270 | ||
| 180 | 2009.01.06 20:14 | s/l | 90 | 0.10 | 139.895 | 139.920 | 145.270 | -6820.00 | 473010.00 |
| 181 | 2009.01.07 04:02 | buy | 91 | 0.10 | 139.927 | 139.315 | 144.665 | ||
| 182 | 2009.01.07 10:01 | s/l | 91 | 0.10 | 139.321 | 139.315 | 144.665 | -6060.00 | 466950.00 |
| 183 | 2009.01.07 16:00 | buy | 92 | 0.10 | 139.987 | 139.420 | 144.770 | ||
| 184 | 2009.01.07 20:00 | close | 92 | 0.10 | 140.610 | 139.420 | 144.770 | 6230.00 | 473180.00 |
| 185 | 2009.01.14 01:03 | sell | 93 | 0.10 | 129.654 | 130.090 | 124.740 | ||
| 186 | 2009.01.14 03:06 | s/l | 93 | 0.10 | 130.115 | 130.090 | 124.740 | -4610.00 | 468570.00 |
| 187 | 2009.01.14 12:00 | sell | 94 | 0.10 | 129.613 | 130.155 | 124.805 | ||
| 188 | 2009.01.14 12:31 | s/l | 94 | 0.10 | 130.158 | 130.155 | 124.805 | -5450.00 | 463120.00 |
| 189 | 2009.01.14 16:00 | sell | 95 | 0.10 | 129.445 | 130.070 | 124.720 | ||
| 190 | 2009.01.14 17:01 | s/l | 95 | 0.10 | 130.074 | 130.070 | 124.720 | -6290.00 | 456830.00 |
| 191 | 2009.01.20 08:02 | sell | 96 | 0.10 | 128.733 | 129.295 | 123.945 | ||
| 192 | 2009.01.21 08:00 | close | 96 | 0.10 | 125.690 | 129.295 | 123.945 | 30430.00 | 487260.00 |
| 193 | 2009.01.22 01:00 | sell | 97 | 0.10 | 125.265 | 125.365 | 120.015 | ||
| 194 | 2009.01.22 01:00 | s/l | 97 | 0.10 | 125.363 | 125.365 | 120.015 | -980.00 | 486280.00 |
| 195 | 2009.01.22 04:00 | sell | 98 | 0.10 | 124.274 | 124.820 | 119.470 | ||
| 196 | 2009.01.22 04:03 | s/l | 98 | 0.10 | 124.817 | 124.820 | 119.470 | -5430.00 | 480850.00 |
| 197 | 2009.01.22 12:00 | sell | 99 | 0.10 | 123.614 | 124.155 | 118.805 | ||
| 198 | 2009.01.22 16:00 | close | 99 | 0.10 | 122.131 | 124.155 | 118.805 | 14830.00 | 495680.00 |
| 199 | 2009.01.26 20:00 | buy | 100 | 0.10 | 124.098 | 123.505 | 128.855 | ||
| 200 | 2009.01.26 21:07 | s/l | 100 | 0.10 | 123.505 | 123.505 | 128.855 | -5930.00 | 489750.00 |
| 201 | 2009.01.27 01:00 | buy | 101 | 0.10 | 124.819 | 124.070 | 129.420 | ||
| 202 | 2009.01.28 12:00 | close | 101 | 0.10 | 127.461 | 124.070 | 129.420 | 26420.00 | 516170.00 |
| 203 | 2009.02.09 16:00 | buy | 102 | 0.10 | 136.999 | 136.420 | 141.770 | ||
| 204 | 2009.02.09 17:04 | s/l | 102 | 0.10 | 136.390 | 136.420 | 141.770 | -6090.00 | 510080.00 |
| 205 | 2009.02.09 20:00 | buy | 103 | 0.10 | 136.990 | 136.400 | 141.750 | ||
| 206 | 2009.02.09 21:26 | s/l | 103 | 0.10 | 136.399 | 136.400 | 141.750 | -5910.00 | 504170.00 |
| 207 | 2009.02.23 16:00 | buy | 104 | 0.10 | 138.498 | 137.930 | 143.280 | ||
| 208 | 2009.02.23 16:49 | s/l | 104 | 0.10 | 137.895 | 137.930 | 143.280 | -6030.00 | 498140.00 |
| 209 | 2009.02.23 20:00 | buy | 105 | 0.10 | 137.395 | 136.805 | 142.155 | ||
| 210 | 2009.02.23 22:47 | s/l | 105 | 0.10 | 136.766 | 136.805 | 142.155 | -6290.00 | 491850.00 |
| 211 | 2009.02.24 04:00 | buy | 106 | 0.10 | 137.828 | 137.235 | 142.585 | ||
| 212 | 2009.02.26 20:00 | close | 106 | 0.10 | 141.086 | 137.235 | 142.585 | 32580.00 | 524430.00 |
| 213 | 2009.02.26 20:00 | sell | 107 | 0.10 | 141.099 | 141.645 | 136.295 | ||
| 214 | 2009.03.02 18:16 | t/p | 107 | 0.10 | 136.278 | 141.645 | 136.295 | 48210.00 | 572640.00 |
| 215 | 2009.03.24 04:00 | buy | 108 | 0.10 | 143.312 | 142.715 | 148.065 | ||
| 216 | 2009.03.24 20:00 | close | 108 | 0.10 | 144.729 | 142.715 | 148.065 | 14170.00 | 586810.00 |
| 217 | 2009.03.27 12:00 | sell | 109 | 0.10 | 141.319 | 141.875 | 136.525 | ||
| 218 | 2009.03.30 10:12 | t/p | 109 | 0.10 | 136.526 | 141.875 | 136.525 | 47930.00 | 634740.00 |
| 219 | 2009.04.02 16:00 | buy | 110 | 0.10 | 146.205 | 145.630 | 150.980 | ||
| 220 | 2009.04.02 16:25 | s/l | 110 | 0.10 | 145.627 | 145.630 | 150.980 | -5780.00 | 628960.00 |
| 221 | 2009.04.07 00:03 | buy | 111 | 0.10 | 149.206 | 148.580 | 153.930 | ||
| 222 | 2009.04.07 01:23 | s/l | 111 | 0.10 | 148.570 | 148.580 | 153.930 | -6360.00 | 622600.00 |
| 223 | 2009.04.08 12:00 | sell | 112 | 0.10 | 146.263 | 146.820 | 141.470 | ||
| 224 | 2009.04.08 13:27 | s/l | 112 | 0.10 | 146.822 | 146.820 | 141.470 | -5590.00 | 617010.00 |
| 225 | 2009.04.28 08:01 | sell | 113 | 0.10 | 140.037 | 140.405 | 135.055 | ||
| 226 | 2009.04.28 13:29 | s/l | 113 | 0.10 | 140.399 | 140.405 | 135.055 | -3620.00 | 613390.00 |
| 227 | 2009.05.25 00:01 | buy | 114 | 0.10 | 150.607 | 150.117 | 155.467 | ||
| 228 | 2009.05.25 03:16 | s/l | 114 | 0.10 | 150.110 | 150.117 | 155.467 | -4970.00 | 608420.00 |
| 229 | 2009.05.25 16:00 | buy | 115 | 0.10 | 151.199 | 150.600 | 155.950 | ||
| 230 | 2009.05.25 20:05 | s/l | 115 | 0.10 | 150.599 | 150.600 | 155.950 | -6000.00 | 602420.00 |
| 231 | 2009.05.27 04:00 | buy | 116 | 0.10 | 151.885 | 151.290 | 156.640 | ||
| 232 | 2009.06.01 16:14 | t/p | 116 | 0.10 | 156.645 | 151.290 | 156.640 | 47600.00 | 650020.00 |
| 233 | 2009.06.01 17:00 | buy | 117 | 0.10 | 157.148 | 155.620 | 160.970 | ||
| 234 | 2009.06.04 15:01 | s/l | 117 | 0.10 | 155.591 | 155.620 | 160.970 | -15570.00 | 634450.00 |
| 235 | 2009.06.04 20:00 | sell | 118 | 0.10 | 155.588 | 156.140 | 150.790 | ||
| 236 | 2009.06.04 20:26 | s/l | 118 | 0.10 | 156.142 | 156.140 | 150.790 | -5540.00 | 628910.00 |
| 237 | 2009.06.10 16:00 | buy | 119 | 0.10 | 160.551 | 159.910 | 165.260 | ||
| 238 | 2009.06.10 20:21 | s/l | 119 | 0.10 | 159.896 | 159.910 | 165.260 | -6550.00 | 622360.00 |
| 239 | 2009.06.11 00:00 | buy | 120 | 0.10 | 160.475 | 159.887 | 165.237 | ||
| 240 | 2009.06.15 16:51 | s/l | 120 | 0.10 | 159.868 | 159.887 | 165.237 | -6070.00 | 616290.00 |
| 241 | 2009.06.15 20:00 | sell | 121 | 0.10 | 159.520 | 160.060 | 154.710 | ||
| 242 | 2009.06.16 15:30 | s/l | 121 | 0.10 | 160.095 | 160.060 | 154.710 | -5750.00 | 610540.00 |
| 243 | 2009.07.06 12:00 | sell | 122 | 0.10 | 153.536 | 154.080 | 148.730 | ||
| 244 | 2009.07.06 15:53 | s/l | 122 | 0.10 | 154.091 | 154.080 | 148.730 | -5550.00 | 604990.00 |
| 245 | 2009.07.06 16:00 | sell | 123 | 0.10 | 153.947 | 154.500 | 149.150 | ||
| 246 | 2009.07.06 20:15 | s/l | 123 | 0.10 | 154.493 | 154.500 | 149.150 | -5460.00 | 599530.00 |
| 247 | 2009.07.08 04:00 | sell | 124 | 0.10 | 152.217 | 152.760 | 147.410 | ||
| 248 | 2009.07.08 19:28 | t/p | 124 | 0.10 | 147.408 | 152.760 | 147.410 | 48090.00 | 647620.00 |
| 249 | 2009.07.30 20:00 | buy | 125 | 0.10 | 157.952 | 157.355 | 162.705 | ||
| 250 | 2009.07.30 22:43 | s/l | 125 | 0.10 | 157.361 | 157.355 | 162.705 | -5910.00 | 641710.00 |
| 251 | 2009.07.31 04:00 | buy | 126 | 0.10 | 157.765 | 157.195 | 162.545 | ||
| 252 | 2009.07.31 16:07 | s/l | 126 | 0.10 | 157.187 | 157.195 | 162.545 | -5780.00 | 635930.00 |
| 253 | 2009.07.31 20:00 | buy | 127 | 0.10 | 158.011 | 157.430 | 162.780 | ||
| 254 | 2009.08.07 00:00 | close | 127 | 0.10 | 160.140 | 157.430 | 162.780 | 21290.00 | 657220.00 |
| 255 | 2009.08.07 00:00 | sell | 128 | 0.10 | 160.125 | 160.725 | 155.375 | ||
| 256 | 2009.08.07 15:30 | s/l | 128 | 0.10 | 160.785 | 160.725 | 155.375 | -6600.00 | 650620.00 |
| 257 | 2009.08.26 12:00 | sell | 129 | 0.10 | 153.405 | 153.965 | 148.615 | ||
| 258 | 2009.09.16 16:00 | close | 129 | 0.10 | 149.073 | 153.965 | 148.615 | 43320.00 | 693940.00 |
| 259 | 2009.09.18 20:00 | sell | 130 | 0.10 | 148.452 | 149.005 | 143.655 | ||
| 260 | 2009.09.21 08:09 | s/l | 130 | 0.10 | 149.002 | 149.005 | 143.655 | -5500.00 | 688440.00 |
| 261 | 2009.09.21 09:00 | sell | 131 | 0.10 | 148.731 | 149.065 | 143.715 | ||
| 262 | 2009.09.21 10:02 | s/l | 131 | 0.10 | 149.064 | 149.065 | 143.715 | -3330.00 | 685110.00 |
| 263 | 2009.09.22 12:00 | buy | 132 | 0.10 | 149.255 | 148.675 | 154.025 | ||
| 264 | 2009.09.22 16:25 | s/l | 132 | 0.10 | 148.684 | 148.675 | 154.025 | -5710.00 | 679400.00 |
| 265 | 2009.09.23 04:00 | buy | 133 | 0.10 | 148.825 | 148.230 | 153.580 | ||
| 266 | 2009.09.24 09:46 | s/l | 133 | 0.10 | 148.224 | 148.230 | 153.580 | -6010.00 | 673390.00 |
| 267 | 2009.09.24 12:00 | sell | 134 | 0.10 | 146.704 | 147.260 | 141.910 | ||
| 268 | 2009.09.28 01:22 | t/p | 134 | 0.10 | 141.896 | 147.260 | 141.910 | 48080.00 | 721470.00 |
| 269 | 2009.10.21 12:00 | buy | 135 | 0.10 | 150.433 | 149.845 | 155.195 | ||
| 270 | 2009.10.26 02:46 | s/l | 135 | 0.10 | 149.846 | 149.845 | 155.195 | -5870.00 | 715600.00 |
| 271 | 2009.11.26 08:00 | sell | 136 | 0.10 | 144.284 | 144.840 | 139.490 | ||
| 272 | 2009.11.26 08:35 | s/l | 136 | 0.10 | 144.841 | 144.840 | 139.490 | -5570.00 | 710030.00 |
| 273 | 2009.11.27 20:00 | sell | 137 | 0.10 | 143.080 | 143.640 | 138.290 | ||
| 274 | 2009.11.30 00:05 | s/l | 137 | 0.10 | 143.662 | 143.640 | 138.290 | -5820.00 | 704210.00 |
| 275 | 2009.11.30 20:00 | buy | 138 | 0.10 | 141.533 | 140.955 | 146.305 | ||
| 276 | 2009.12.03 03:50 | t/p | 138 | 0.10 | 146.315 | 140.955 | 146.305 | 47820.00 | 752030.00 |
| 277 | 2009.12.31 16:00 | buy | 139 | 0.10 | 150.190 | 149.605 | 154.955 | ||
| 278 | 2010.01.04 01:56 | s/l | 139 | 0.10 | 149.597 | 149.605 | 154.955 | -5930.00 | 746100.00 |
| 279 | 2010.01.04 16:00 | sell | 140 | 0.10 | 149.731 | 150.275 | 144.925 | ||
| 280 | 2010.01.22 14:50 | t/p | 140 | 0.10 | 144.917 | 150.275 | 144.925 | 48140.00 | 794240.00 |
| 281 | 2010.01.22 16:00 | sell | 141 | 0.10 | 145.091 | 145.640 | 140.290 | ||
| 282 | 2010.01.22 18:30 | s/l | 141 | 0.10 | 145.631 | 145.640 | 140.290 | -5400.00 | 788840.00 |
| 283 | 2010.02.04 20:00 | sell | 142 | 0.10 | 140.649 | 141.205 | 135.855 | ||
| 284 | 2010.02.05 02:13 | s/l | 142 | 0.10 | 141.211 | 141.205 | 135.855 | -5620.00 | 783220.00 |
| 285 | 2010.02.08 12:00 | sell | 143 | 0.10 | 139.236 | 139.780 | 134.430 | ||
| 286 | 2010.02.08 18:07 | s/l | 143 | 0.10 | 139.788 | 139.780 | 134.430 | -5520.00 | 777700.00 |
| 287 | 2010.02.09 00:03 | sell | 144 | 0.10 | 139.015 | 139.620 | 134.270 | ||
| 288 | 2010.02.09 04:06 | s/l | 144 | 0.10 | 139.634 | 139.620 | 134.270 | -6190.00 | 771510.00 |
| 289 | 2010.02.25 04:00 | sell | 145 | 0.10 | 138.038 | 138.580 | 133.230 | ||
| 290 | 2010.03.01 13:38 | t/p | 145 | 0.10 | 133.239 | 138.580 | 133.230 | 47990.00 | 819500.00 |
| 291 | 2010.03.01 16:00 | sell | 146 | 0.10 | 133.215 | 133.765 | 128.415 | ||
| 292 | 2010.03.01 18:08 | s/l | 146 | 0.10 | 133.778 | 133.765 | 128.415 | -5630.00 | 813870.00 |
| 293 | 2010.03.30 16:00 | buy | 147 | 0.10 | 139.925 | 139.335 | 144.685 | ||
| 294 | 2010.04.05 00:00 | t/p | 147 | 0.10 | 144.686 | 139.335 | 144.685 | 47610.00 | 861480.00 |
| 295 | 2010.04.06 00:05 | buy | 148 | 0.10 | 144.348 | 143.745 | 149.095 | ||
| 296 | 2010.04.06 03:52 | s/l | 148 | 0.10 | 143.735 | 143.745 | 149.095 | -6130.00 | 855350.00 |
| 297 | 2010.04.07 12:00 | sell | 149 | 0.10 | 143.285 | 143.840 | 138.490 | ||
| 298 | 2010.04.09 11:15 | s/l | 149 | 0.10 | 143.840 | 143.840 | 138.490 | -5550.00 | 849800.00 |
| 299 | 2010.04.26 04:00 | buy | 150 | 0.10 | 145.453 | 144.870 | 150.220 | ||
| 300 | 2010.04.27 03:50 | s/l | 150 | 0.10 | 144.869 | 144.870 | 150.220 | -5840.00 | 843960.00 |