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 |
| 301 | 2010.04.27 08:00 | buy | 151 | 0.10 | 145.089 | 144.510 | 149.860 | ||
| 302 | 2010.04.27 10:10 | s/l | 151 | 0.10 | 144.514 | 144.510 | 149.860 | -5750.00 | 838210.00 |
| 303 | 2010.05.06 20:00 | sell | 152 | 0.10 | 137.895 | 138.435 | 133.085 | ||
| 304 | 2010.05.06 21:22 | t/p | 152 | 0.10 | 133.080 | 138.435 | 133.085 | 48150.00 | 886360.00 |
| 305 | 2010.05.20 20:00 | sell | 153 | 0.10 | 128.022 | 128.565 | 123.215 | ||
| 306 | 2010.05.20 20:11 | s/l | 153 | 0.10 | 128.574 | 128.565 | 123.215 | -5520.00 | 880840.00 |
| 307 | 2010.05.21 01:03 | sell | 154 | 0.10 | 128.202 | 129.305 | 123.955 | ||
| 308 | 2010.05.21 02:54 | s/l | 154 | 0.10 | 129.319 | 129.305 | 123.955 | -11170.00 | 869670.00 |
| 309 | 2010.05.21 12:00 | sell | 155 | 0.10 | 129.712 | 130.230 | 124.880 | ||
| 310 | 2010.05.21 12:13 | s/l | 155 | 0.10 | 130.249 | 130.230 | 124.880 | -5370.00 | 864300.00 |
| 311 | 2010.05.21 16:00 | sell | 156 | 0.10 | 128.914 | 129.460 | 124.110 | ||
| 312 | 2010.05.21 16:50 | s/l | 156 | 0.10 | 129.469 | 129.460 | 124.110 | -5550.00 | 858750.00 |
| 313 | 2010.05.21 20:00 | sell | 157 | 0.10 | 129.704 | 130.160 | 124.810 | ||
| 314 | 2010.05.21 20:49 | s/l | 157 | 0.10 | 130.162 | 130.160 | 124.810 | -4580.00 | 854170.00 |
| 315 | 2010.05.24 12:00 | buy | 158 | 0.10 | 129.963 | 129.375 | 134.725 | ||
| 316 | 2010.05.24 13:31 | s/l | 158 | 0.10 | 129.378 | 129.375 | 134.725 | -5850.00 | 848320.00 |
| 317 | 2010.05.24 16:00 | buy | 159 | 0.10 | 130.261 | 129.680 | 135.030 | ||
| 318 | 2010.05.24 16:44 | s/l | 159 | 0.10 | 129.678 | 129.680 | 135.030 | -5830.00 | 842490.00 |
| 319 | 2010.05.24 20:00 | buy | 160 | 0.10 | 130.741 | 130.155 | 135.505 | ||
| 320 | 2010.05.25 00:01 | s/l | 160 | 0.10 | 130.127 | 130.155 | 135.505 | -6140.00 | 836350.00 |
| 321 | 2010.07.27 16:00 | buy | 161 | 0.10 | 136.122 | 135.525 | 140.875 | ||
| 322 | 2010.07.29 15:27 | s/l | 161 | 0.10 | 135.532 | 135.525 | 140.875 | -5900.00 | 830450.00 |
| 323 | 2010.07.29 20:00 | sell | 162 | 0.10 | 135.304 | 135.845 | 130.495 | ||
| 324 | 2010.07.29 21:47 | s/l | 162 | 0.10 | 135.852 | 135.845 | 130.495 | -5480.00 | 824970.00 |
| 325 | 2010.07.30 20:00 | sell | 163 | 0.10 | 135.660 | 136.205 | 130.855 | ||
| 326 | 2010.08.02 03:27 | s/l | 163 | 0.10 | 136.197 | 136.205 | 130.855 | -5370.00 | 819600.00 |
| 327 | 2010.08.23 16:00 | sell | 164 | 0.10 | 132.292 | 132.845 | 127.495 | ||
| 328 | 2010.08.24 16:00 | close | 164 | 0.10 | 129.268 | 132.845 | 127.495 | 30240.00 | 849840.00 |
| 329 | 2010.08.27 08:00 | buy | 165 | 0.10 | 131.488 | 130.910 | 136.260 | ||
| 330 | 2010.08.27 17:01 | s/l | 165 | 0.10 | 130.904 | 130.910 | 136.260 | -5840.00 | 844000.00 |
| 331 | 2010.08.27 20:00 | buy | 166 | 0.10 | 132.323 | 131.750 | 137.100 | ||
| 332 | 2010.08.30 13:03 | s/l | 166 | 0.10 | 131.743 | 131.750 | 137.100 | -5800.00 | 838200.00 |
| 333 | 2010.09.07 16:00 | sell | 167 | 0.10 | 128.095 | 128.635 | 123.285 | ||
| 334 | 2010.09.07 21:15 | s/l | 167 | 0.10 | 128.632 | 128.635 | 123.285 | -5370.00 | 832830.00 |
| 335 | 2010.09.08 08:00 | sell | 168 | 0.10 | 128.356 | 128.910 | 123.560 | ||
| 336 | 2010.09.08 10:00 | s/l | 168 | 0.10 | 128.925 | 128.910 | 123.560 | -5690.00 | 827140.00 |
| 337 | 2010.09.09 16:00 | buy | 169 | 0.10 | 129.094 | 128.520 | 133.870 | ||
| 338 | 2010.09.14 03:03 | s/l | 169 | 0.10 | 128.526 | 128.520 | 133.870 | -5680.00 | 821460.00 |
| 339 | 2010.09.16 20:00 | buy | 170 | 0.10 | 133.954 | 133.385 | 138.735 | ||
| 340 | 2010.09.20 12:23 | s/l | 170 | 0.10 | 133.372 | 133.385 | 138.735 | -5820.00 | 815640.00 |
| 341 | 2010.10.13 16:00 | sell | 171 | 0.10 | 129.549 | 130.105 | 124.755 | ||
| 342 | 2010.10.13 19:35 | s/l | 171 | 0.10 | 130.105 | 130.105 | 124.755 | -5560.00 | 810080.00 |
| 343 | 2010.10.18 12:00 | sell | 172 | 0.10 | 128.860 | 129.405 | 124.055 | ||
| 344 | 2010.10.18 15:24 | s/l | 172 | 0.10 | 129.411 | 129.405 | 124.055 | -5510.00 | 804570.00 |
| 345 | 2010.10.19 12:00 | sell | 173 | 0.10 | 128.779 | 129.325 | 123.975 | ||
| 346 | 2010.10.21 12:00 | close | 173 | 0.10 | 127.962 | 129.325 | 123.975 | 8170.00 | 812740.00 |
| 347 | 2010.10.21 12:00 | buy | 174 | 0.10 | 127.965 | 127.385 | 132.735 | ||
| 348 | 2010.10.22 10:12 | s/l | 174 | 0.10 | 127.388 | 127.385 | 132.735 | -5770.00 | 806970.00 |
| 349 | 2010.10.25 12:00 | sell | 175 | 0.10 | 126.645 | 127.198 | 121.848 | ||
| 350 | 2010.10.25 20:45 | s/l | 175 | 0.10 | 127.196 | 127.198 | 121.848 | -5510.00 | 801460.00 |
| 351 | 2010.10.25 21:00 | sell | 176 | 0.10 | 127.187 | 127.504 | 122.154 | ||
| 352 | 2010.10.26 09:32 | s/l | 176 | 0.10 | 127.497 | 127.504 | 122.154 | -3100.00 | 798360.00 |
| 353 | 2010.10.26 10:00 | sell | 177 | 0.10 | 127.512 | 127.616 | 122.266 | ||
| 354 | 2010.10.26 10:09 | s/l | 177 | 0.10 | 127.617 | 127.616 | 122.266 | -1050.00 | 797310.00 |
| 355 | 2010.11.04 16:00 | buy | 178 | 0.10 | 131.246 | 130.666 | 136.016 | ||
| 356 | 2010.11.05 11:47 | s/l | 178 | 0.10 | 130.661 | 130.666 | 136.016 | -5850.00 | 791460.00 |
| 357 | 2010.11.05 16:00 | buy | 179 | 0.10 | 131.749 | 131.177 | 136.527 | ||
| 358 | 2010.11.08 04:00 | s/l | 179 | 0.10 | 131.180 | 131.177 | 136.527 | -5690.00 | 785770.00 |
| 359 | 2010.11.10 20:00 | buy | 180 | 0.10 | 132.754 | 132.182 | 137.532 | ||
| 360 | 2010.11.12 08:01 | s/l | 180 | 0.10 | 132.171 | 132.182 | 137.532 | -5830.00 | 779940.00 |
| 361 | 2010.11.12 20:00 | buy | 181 | 0.10 | 133.210 | 132.637 | 137.987 | ||
| 362 | 2010.11.16 17:35 | s/l | 181 | 0.10 | 132.624 | 132.637 | 137.987 | -5860.00 | 774080.00 |
| 363 | 2010.11.18 20:00 | buy | 182 | 0.10 | 134.013 | 133.437 | 138.787 | ||
| 364 | 2010.11.19 15:14 | s/l | 182 | 0.10 | 133.428 | 133.437 | 138.787 | -5850.00 | 768230.00 |
| 365 | 2010.12.22 12:00 | sell | 183 | 0.10 | 129.073 | 129.617 | 124.267 | ||
| 366 | 2011.01.03 16:00 | close | 183 | 0.10 | 126.376 | 129.617 | 124.267 | 26970.00 | 795200.00 |
| 367 | 2011.01.03 16:00 | buy | 184 | 0.10 | 126.365 | 125.788 | 131.138 | ||
| 368 | 2011.01.12 19:16 | t/p | 184 | 0.10 | 131.142 | 125.788 | 131.138 | 47770.00 | 842970.00 |
| 369 | 2011.01.14 12:00 | buy | 185 | 0.10 | 131.258 | 130.680 | 136.030 | ||
| 370 | 2011.01.20 09:15 | s/l | 185 | 0.10 | 130.669 | 130.680 | 136.030 | -5890.00 | 837080.00 |
| 371 | 2011.02.03 12:00 | buy | 186 | 0.10 | 132.731 | 132.156 | 137.506 | ||
| 372 | 2011.02.03 17:10 | s/l | 186 | 0.10 | 132.150 | 132.156 | 137.506 | -5810.00 | 831270.00 |
| 373 | 2011.02.07 12:00 | buy | 187 | 0.10 | 133.005 | 132.431 | 137.781 | ||
| 374 | 2011.02.08 10:13 | s/l | 187 | 0.10 | 132.424 | 132.431 | 137.781 | -5810.00 | 825460.00 |
| 375 | 2011.02.09 20:00 | sell | 188 | 0.10 | 132.552 | 133.108 | 127.758 | ||
| 376 | 2011.02.10 15:00 | s/l | 188 | 0.10 | 133.106 | 133.108 | 127.758 | -5540.00 | 819920.00 |
| 377 | 2011.02.10 20:00 | buy | 189 | 0.10 | 134.131 | 133.559 | 138.909 | ||
| 378 | 2011.02.11 12:28 | s/l | 189 | 0.10 | 133.550 | 133.559 | 138.909 | -5810.00 | 814110.00 |
| 379 | 2011.02.11 20:00 | buy | 190 | 0.10 | 133.707 | 133.137 | 138.487 | ||
| 380 | 2011.02.24 07:47 | s/l | 190 | 0.10 | 133.145 | 133.137 | 138.487 | -5620.00 | 808490.00 |
| 381 | 2011.03.15 16:00 | sell | 191 | 0.10 | 129.520 | 130.061 | 124.711 | ||
| 382 | 2011.03.15 17:16 | s/l | 191 | 0.10 | 130.075 | 130.061 | 124.711 | -5550.00 | 802940.00 |
| 383 | 2011.03.16 20:00 | sell | 192 | 0.10 | 128.452 | 129.011 | 123.661 | ||
| 384 | 2011.03.17 00:24 | t/p | 192 | 0.10 | 123.652 | 129.011 | 123.661 | 48000.00 | 850940.00 |
| 385 | 2011.04.01 16:00 | buy | 193 | 0.10 | 134.778 | 134.218 | 139.568 | ||
| 386 | 2011.04.06 04:42 | t/p | 193 | 0.10 | 139.573 | 134.218 | 139.568 | 47950.00 | 898890.00 |
| 387 | 2011.04.07 12:00 | buy | 194 | 0.10 | 139.287 | 138.717 | 144.067 | ||
| 388 | 2011.04.07 13:46 | s/l | 194 | 0.10 | 138.725 | 138.717 | 144.067 | -5620.00 | 893270.00 |
| 389 | 2011.04.08 12:00 | buy | 195 | 0.10 | 139.823 | 139.254 | 144.604 | ||
| 390 | 2011.04.08 18:01 | s/l | 195 | 0.10 | 139.262 | 139.254 | 144.604 | -5610.00 | 887660.00 |
| 391 | 2011.04.11 20:00 | sell | 196 | 0.10 | 138.518 | 139.076 | 133.726 | ||
| 392 | 2011.04.18 17:46 | t/p | 196 | 0.10 | 133.725 | 139.076 | 133.726 | 47930.00 | 935590.00 |
| 393 | 2011.05.05 01:01 | sell | 197 | 0.10 | 132.974 | 133.449 | 128.099 | ||
| 394 | 2011.05.11 13:08 | s/l | 197 | 0.10 | 133.444 | 133.449 | 128.099 | -4700.00 | 930890.00 |
| 395 | 2011.05.13 20:00 | sell | 198 | 0.10 | 130.607 | 131.167 | 125.817 | ||
| 396 | 2011.05.16 00:00 | s/l | 198 | 0.10 | 131.173 | 131.167 | 125.817 | -5660.00 | 925230.00 |
| 397 | 2011.05.16 02:00 | sell | 199 | 0.10 | 130.723 | 131.614 | 126.264 | ||
| 398 | 2011.05.17 07:51 | s/l | 199 | 0.10 | 131.630 | 131.614 | 126.264 | -9070.00 | 916160.00 |
| 399 | 2011.05.31 08:00 | buy | 200 | 0.10 | 134.398 | 133.814 | 139.164 | ||
| 400 | 2011.05.31 17:32 | s/l | 200 | 0.10 | 133.812 | 133.814 | 139.164 | -5860.00 | 910300.00 |
| 401 | 2011.06.10 12:00 | sell | 201 | 0.10 | 130.298 | 130.844 | 125.494 | ||
| 402 | 2011.06.13 04:23 | s/l | 201 | 0.10 | 130.853 | 130.844 | 125.494 | -5550.00 | 904750.00 |
| 403 | 2011.06.17 12:00 | sell | 202 | 0.10 | 129.695 | 130.247 | 124.897 | ||
| 404 | 2011.06.20 17:47 | s/l | 202 | 0.10 | 130.241 | 130.247 | 124.897 | -5460.00 | 899290.00 |
| 405 | 2011.06.23 12:00 | sell | 203 | 0.10 | 128.861 | 129.407 | 124.057 | ||
| 406 | 2011.06.27 17:30 | s/l | 203 | 0.10 | 129.417 | 129.407 | 124.057 | -5560.00 | 893730.00 |
| 407 | 2011.06.27 20:00 | buy | 204 | 0.10 | 129.185 | 128.613 | 133.963 | ||
| 408 | 2011.06.30 12:11 | s/l | 204 | 0.10 | 128.607 | 128.613 | 133.963 | -5780.00 | 887950.00 |
| 409 | 2011.07.11 20:00 | sell | 205 | 0.10 | 127.872 | 128.424 | 123.074 | ||
| 410 | 2011.07.12 12:00 | close | 205 | 0.10 | 126.016 | 128.424 | 123.074 | 18560.00 | 906510.00 |
| 411 | 2011.07.15 20:00 | buy | 206 | 0.10 | 127.591 | 127.024 | 132.374 | ||
| 412 | 2011.07.18 03:40 | s/l | 206 | 0.10 | 127.033 | 127.024 | 132.374 | -5580.00 | 900930.00 |
| 413 | 2011.08.01 20:00 | buy | 207 | 0.10 | 125.298 | 124.714 | 130.064 | ||
| 414 | 2011.08.04 09:47 | t/p | 207 | 0.10 | 130.083 | 124.714 | 130.064 | 47850.00 | 948780.00 |
| 415 | 2011.08.04 12:00 | buy | 208 | 0.10 | 130.208 | 129.622 | 134.972 | ||
| 416 | 2011.08.04 16:25 | s/l | 208 | 0.10 | 129.624 | 129.622 | 134.972 | -5840.00 | 942940.00 |
| 417 | 2011.08.10 16:00 | sell | 209 | 0.10 | 124.036 | 124.595 | 119.245 | ||
| 418 | 2011.08.11 10:24 | s/l | 209 | 0.10 | 124.608 | 124.595 | 119.245 | -5720.00 | 937220.00 |
| 419 | 2011.08.11 11:00 | sell | 210 | 0.10 | 123.822 | 124.474 | 119.124 | ||
| 420 | 2011.08.11 16:15 | s/l | 210 | 0.10 | 124.475 | 124.474 | 119.124 | -6530.00 | 930690.00 |
| 421 | 2011.08.11 17:00 | sell | 211 | 0.10 | 124.317 | 124.547 | 119.197 | ||
| 422 | 2011.08.11 17:17 | s/l | 211 | 0.10 | 124.542 | 124.547 | 119.197 | -2250.00 | 928440.00 |
| 423 | 2011.08.12 12:00 | buy | 212 | 0.10 | 124.805 | 124.219 | 129.569 | ||
| 424 | 2011.09.01 19:00 | s/l | 212 | 0.10 | 124.225 | 124.219 | 129.569 | -5800.00 | 922640.00 |
| 425 | 2011.09.06 20:00 | buy | 213 | 0.10 | 123.669 | 123.109 | 128.459 | ||
| 426 | 2011.09.09 18:23 | s/l | 213 | 0.10 | 123.116 | 123.109 | 128.459 | -5530.00 | 917110.00 |
| 427 | 2011.09.13 04:00 | sell | 214 | 0.10 | 122.225 | 122.781 | 117.431 | ||
| 428 | 2011.09.16 20:00 | close | 214 | 0.10 | 121.461 | 122.781 | 117.431 | 7640.00 | 924750.00 |
| 429 | 2011.09.16 20:00 | buy | 215 | 0.10 | 121.450 | 120.884 | 126.234 | ||
| 430 | 2011.09.19 01:00 | s/l | 215 | 0.10 | 120.889 | 120.884 | 126.234 | -5610.00 | 919140.00 |
| 431 | 2011.09.19 16:00 | sell | 216 | 0.10 | 120.342 | 120.889 | 115.539 | ||
| 432 | 2011.10.10 20:00 | close | 216 | 0.10 | 120.243 | 120.889 | 115.539 | 990.00 | 920130.00 |
| 433 | 2011.10.31 08:00 | buy | 217 | 0.10 | 126.508 | 125.927 | 131.277 | ||
| 434 | 2011.10.31 11:29 | s/l | 217 | 0.10 | 125.926 | 125.927 | 131.277 | -5820.00 | 914310.00 |
| 435 | 2011.11.21 12:00 | sell | 218 | 0.10 | 120.610 | 121.167 | 115.817 | ||
| 436 | 2011.11.28 13:02 | s/l | 218 | 0.10 | 121.167 | 121.167 | 115.817 | -5570.00 | 908740.00 |
| 437 | 2011.12.22 12:00 | buy | 219 | 0.10 | 122.704 | 122.139 | 127.489 | ||
| 438 | 2011.12.23 17:59 | s/l | 219 | 0.10 | 122.124 | 122.139 | 127.489 | -5800.00 | 902940.00 |
| 439 | 2011.12.29 04:00 | sell | 220 | 0.10 | 120.230 | 120.774 | 115.424 | ||
| 440 | 2012.01.17 16:00 | close | 220 | 0.10 | 118.028 | 120.774 | 115.424 | 22020.00 | 924960.00 |
| 441 | 2012.01.17 16:00 | buy | 221 | 0.10 | 118.032 | 117.454 | 122.804 | ||
| 442 | 2012.02.07 20:00 | close | 221 | 0.10 | 122.206 | 117.454 | 122.804 | 41740.00 | 966700.00 |
| 443 | 2012.02.07 20:00 | buy | 222 | 0.10 | 122.210 | 121.649 | 126.999 | ||
| 444 | 2012.02.08 17:34 | s/l | 222 | 0.10 | 121.640 | 121.649 | 126.999 | -5700.00 | 961000.00 |
| 445 | 2012.02.08 18:00 | buy | 223 | 0.10 | 121.695 | 121.535 | 126.885 | ||
| 446 | 2012.02.08 18:12 | s/l | 223 | 0.10 | 121.540 | 121.535 | 126.885 | -1550.00 | 959450.00 |
| 447 | 2012.02.10 12:00 | buy | 224 | 0.10 | 123.076 | 122.512 | 127.862 | ||
| 448 | 2012.02.10 14:57 | s/l | 224 | 0.10 | 122.510 | 122.512 | 127.862 | -5660.00 | 953790.00 |
| 449 | 2012.02.13 16:00 | sell | 225 | 0.10 | 122.624 | 123.170 | 117.820 | ||
| 450 | 2012.02.14 23:09 | s/l | 225 | 0.10 | 123.177 | 123.170 | 117.820 | -5530.00 | 948260.00 |