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 |
| 451 | 2012.02.15 04:00 | buy | 226 | 0.10 | 123.204 | 122.627 | 127.977 | ||
| 452 | 2012.02.15 17:16 | s/l | 226 | 0.10 | 122.635 | 122.627 | 127.977 | -5690.00 | 942570.00 |
| 453 | 2012.02.16 12:00 | buy | 227 | 0.10 | 123.532 | 122.958 | 128.308 | ||
| 454 | 2012.02.24 18:51 | t/p | 227 | 0.10 | 128.303 | 122.958 | 128.308 | 47710.00 | 990280.00 |
| 455 | 2012.03.02 08:00 | buy | 228 | 0.10 | 129.876 | 129.307 | 134.657 | ||
| 456 | 2012.03.02 14:04 | s/l | 228 | 0.10 | 129.302 | 129.307 | 134.657 | -5740.00 | 984540.00 |
| 457 | 2012.03.14 00:00 | buy | 229 | 0.10 | 130.279 | 129.701 | 135.051 | ||
| 458 | 2012.03.22 08:00 | close | 229 | 0.10 | 132.060 | 129.701 | 135.051 | 17810.00 | 1002350.00 |
| 459 | 2012.03.22 08:00 | sell | 230 | 0.10 | 132.069 | 132.611 | 127.261 | ||
| 460 | 2012.03.27 15:32 | s/l | 230 | 0.10 | 132.618 | 132.611 | 127.261 | -5490.00 | 996860.00 |
| 461 | 2012.04.10 12:00 | sell | 231 | 0.10 | 128.813 | 129.372 | 124.022 | ||
| 462 | 2012.04.12 15:29 | s/l | 231 | 0.10 | 129.374 | 129.372 | 124.022 | -5610.00 | 991250.00 |
| 463 | 2012.04.16 08:00 | sell | 232 | 0.10 | 127.817 | 128.368 | 123.018 | ||
| 464 | 2012.04.17 11:29 | s/l | 232 | 0.10 | 128.363 | 128.368 | 123.018 | -5460.00 | 985790.00 |
| 465 | 2012.05.17 00:00 | sell | 233 | 0.10 | 127.799 | 128.342 | 122.992 | ||
| 466 | 2012.05.28 16:00 | close | 233 | 0.10 | 124.712 | 128.342 | 122.992 | 30870.00 | 1016660.00 |
| 467 | 2012.05.28 16:00 | buy | 234 | 0.10 | 124.698 | 124.133 | 129.483 | ||
| 468 | 2012.05.29 18:45 | s/l | 234 | 0.10 | 124.133 | 124.133 | 129.483 | -5650.00 | 1011010.00 |
| 469 | 2012.05.30 00:00 | buy | 235 | 0.10 | 124.353 | 123.756 | 129.106 | ||
| 470 | 2012.05.30 08:00 | close | 235 | 0.10 | 124.062 | 123.756 | 129.106 | -2910.00 | 1008100.00 |
| 471 | 2012.05.30 08:00 | sell | 236 | 0.10 | 124.048 | 124.606 | 119.256 | ||
| 472 | 2012.06.01 15:30 | t/p | 236 | 0.10 | 119.204 | 124.606 | 119.256 | 48440.00 | 1056540.00 |
| 473 | 2012.06.04 04:00 | sell | 237 | 0.10 | 119.950 | 120.501 | 115.151 | ||
| 474 | 2012.06.04 16:21 | s/l | 237 | 0.10 | 120.514 | 120.501 | 115.151 | -5640.00 | 1050900.00 |
| 475 | 2012.06.06 08:00 | buy | 238 | 0.10 | 121.775 | 121.207 | 126.557 | ||
| 476 | 2012.06.27 12:00 | close | 238 | 0.10 | 124.302 | 121.207 | 126.557 | 25270.00 | 1076170.00 |
| 477 | 2012.07.13 08:00 | sell | 239 | 0.10 | 122.355 | 122.910 | 117.560 | ||
| 478 | 2012.07.13 14:49 | s/l | 239 | 0.10 | 122.909 | 122.910 | 117.560 | -5540.00 | 1070630.00 |
| 479 | 2012.07.13 16:00 | sell | 240 | 0.10 | 122.581 | 123.138 | 117.788 | ||
| 480 | 2012.07.13 17:08 | s/l | 240 | 0.10 | 123.132 | 123.138 | 117.788 | -5510.00 | 1065120.00 |
| 481 | 2012.07.23 08:00 | sell | 241 | 0.10 | 121.795 | 122.336 | 116.986 | ||
| 482 | 2012.07.26 14:08 | s/l | 241 | 0.10 | 122.333 | 122.336 | 116.986 | -5380.00 | 1059740.00 |
| 483 | 2012.08.15 12:00 | buy | 242 | 0.10 | 123.861 | 123.296 | 128.646 | ||
| 484 | 2012.09.05 16:00 | close | 242 | 0.10 | 124.823 | 123.296 | 128.646 | 9620.00 | 1069360.00 |
| 485 | 2012.09.14 16:00 | buy | 243 | 0.10 | 126.539 | 125.966 | 131.316 | ||
| 486 | 2012.09.20 08:00 | close | 243 | 0.10 | 126.719 | 125.966 | 131.316 | 1800.00 | 1071160.00 |
| 487 | 2012.09.20 08:00 | sell | 244 | 0.10 | 126.708 | 127.265 | 121.915 | ||
| 488 | 2012.09.21 11:40 | s/l | 244 | 0.10 | 127.257 | 127.265 | 121.915 | -5490.00 | 1065670.00 |
| 489 | 2012.10.18 16:00 | buy | 245 | 0.10 | 127.973 | 127.396 | 132.746 | ||
| 490 | 2012.10.18 21:28 | s/l | 245 | 0.10 | 127.401 | 127.396 | 132.746 | -5720.00 | 1059950.00 |
| 491 | 2012.10.25 08:00 | buy | 246 | 0.10 | 128.268 | 127.707 | 133.057 | ||
| 492 | 2012.10.29 14:22 | s/l | 246 | 0.10 | 127.696 | 127.707 | 133.057 | -5720.00 | 1054230.00 |
| 493 | 2012.11.12 12:00 | sell | 247 | 0.10 | 126.210 | 126.762 | 121.412 | ||
| 494 | 2012.11.14 08:33 | s/l | 247 | 0.10 | 126.756 | 126.762 | 121.412 | -5460.00 | 1048770.00 |
| 495 | 2012.11.20 16:00 | buy | 248 | 0.10 | 129.973 | 129.402 | 134.752 | ||
| 496 | 2012.11.27 20:00 | close | 248 | 0.10 | 131.691 | 129.402 | 134.752 | 17180.00 | 1065950.00 |
| 497 | 2012.11.27 20:00 | sell | 249 | 0.10 | 131.688 | 132.231 | 126.881 | ||
| 498 | 2012.11.30 03:52 | s/l | 249 | 0.10 | 132.238 | 132.231 | 126.881 | -5500.00 | 1060450.00 |
| 499 | 2012.11.30 12:00 | buy | 250 | 0.10 | 132.513 | 131.940 | 137.290 | ||
| 500 | 2012.12.03 00:04 | s/l | 250 | 0.10 | 131.925 | 131.940 | 137.290 | -5880.00 | 1054570.00 |
| 501 | 2012.12.05 12:00 | sell | 251 | 0.10 | 132.329 | 132.883 | 127.533 | ||
| 502 | 2012.12.06 05:14 | s/l | 251 | 0.10 | 132.880 | 132.883 | 127.533 | -5510.00 | 1049060.00 |
| 503 | 2012.12.06 12:00 | buy | 252 | 0.10 | 132.843 | 132.276 | 137.626 | ||
| 504 | 2012.12.06 18:12 | s/l | 252 | 0.10 | 132.265 | 132.276 | 137.626 | -5780.00 | 1043280.00 |
| 505 | 2012.12.12 00:00 | buy | 253 | 0.10 | 132.991 | 132.417 | 137.767 | ||
| 506 | 2012.12.19 13:41 | t/p | 253 | 0.10 | 137.765 | 132.417 | 137.767 | 47740.00 | 1091020.00 |
| 507 | 2012.12.20 04:00 | buy | 254 | 0.10 | 136.910 | 136.331 | 141.681 | ||
| 508 | 2012.12.20 07:32 | s/l | 254 | 0.10 | 136.321 | 136.331 | 141.681 | -5890.00 | 1085130.00 |
| 509 | 2012.12.20 16:00 | buy | 255 | 0.10 | 137.283 | 136.716 | 142.066 | ||
| 510 | 2012.12.21 03:20 | s/l | 255 | 0.10 | 136.707 | 136.716 | 142.066 | -5760.00 | 1079370.00 |
| 511 | 2012.12.21 16:00 | sell | 256 | 0.10 | 136.306 | 136.861 | 131.511 | ||
| 512 | 2012.12.24 13:10 | s/l | 256 | 0.10 | 136.864 | 136.861 | 131.511 | -5580.00 | 1073790.00 |
| 513 | 2012.12.26 20:00 | buy | 257 | 0.10 | 137.915 | 137.341 | 142.691 | ||
| 514 | 2013.01.02 05:57 | t/p | 257 | 0.10 | 142.683 | 137.341 | 142.691 | 47680.00 | 1121470.00 |
| 515 | 2013.01.11 00:00 | buy | 258 | 0.10 | 143.558 | 142.973 | 148.323 | ||
| 516 | 2013.01.14 17:14 | s/l | 258 | 0.10 | 142.983 | 142.973 | 148.323 | -5750.00 | 1115720.00 |
| 517 | 2013.01.15 16:00 | sell | 259 | 0.10 | 142.504 | 143.044 | 137.694 | ||
| 518 | 2013.01.17 12:37 | s/l | 259 | 0.10 | 143.054 | 143.044 | 137.694 | -5500.00 | 1110220.00 |
| 519 | 2013.01.31 20:00 | buy | 260 | 0.10 | 144.984 | 144.413 | 149.763 | ||
| 520 | 2013.02.08 20:00 | close | 260 | 0.10 | 146.476 | 144.413 | 149.763 | 14920.00 | 1125140.00 |
| 521 | 2013.02.08 20:00 | sell | 261 | 0.10 | 146.477 | 147.036 | 141.686 | ||
| 522 | 2013.02.11 22:38 | s/l | 261 | 0.10 | 147.027 | 147.036 | 141.686 | -5500.00 | 1119640.00 |
| 523 | 2013.02.21 20:00 | sell | 262 | 0.10 | 141.727 | 142.281 | 136.931 | ||
| 524 | 2013.02.22 02:05 | s/l | 262 | 0.10 | 142.284 | 142.281 | 136.931 | -5570.00 | 1114070.00 |
| 525 | 2013.02.26 00:00 | sell | 263 | 0.10 | 139.202 | 139.741 | 134.391 | ||
| 526 | 2013.02.26 00:13 | s/l | 263 | 0.10 | 139.750 | 139.741 | 134.391 | -5480.00 | 1108590.00 |
| 527 | 2013.04.04 20:00 | buy | 264 | 0.10 | 146.159 | 145.594 | 150.944 | ||
| 528 | 2013.04.08 00:00 | close | 264 | 0.10 | 150.329 | 145.594 | 150.944 | 41700.00 | 1150290.00 |
| 529 | 2013.04.09 20:00 | buy | 265 | 0.10 | 151.915 | 151.352 | 156.702 | ||
| 530 | 2013.04.12 20:00 | close | 265 | 0.10 | 151.996 | 151.352 | 156.702 | 810.00 | 1151100.00 |
| 531 | 2013.04.12 20:00 | sell | 266 | 0.10 | 152.009 | 152.549 | 147.199 | ||
| 532 | 2013.04.16 00:18 | t/p | 266 | 0.10 | 147.184 | 152.549 | 147.199 | 48250.00 | 1199350.00 |
| 533 | 2013.05.03 20:00 | buy | 267 | 0.10 | 154.250 | 153.682 | 159.032 | ||
| 534 | 2013.05.07 04:24 | s/l | 267 | 0.10 | 153.675 | 153.682 | 159.032 | -5750.00 | 1193600.00 |
| 535 | 2013.05.07 20:00 | sell | 268 | 0.10 | 153.313 | 153.867 | 148.517 | ||
| 536 | 2013.05.08 18:09 | s/l | 268 | 0.10 | 153.876 | 153.867 | 148.517 | -5630.00 | 1187970.00 |
| 537 | 2013.05.08 20:00 | sell | 269 | 0.10 | 153.843 | 154.393 | 149.043 | ||
| 538 | 2013.05.09 20:15 | s/l | 269 | 0.10 | 154.391 | 154.393 | 149.043 | -5480.00 | 1182490.00 |
| 539 | 2013.05.10 00:02 | buy | 270 | 0.10 | 155.456 | 154.838 | 160.188 | ||
| 540 | 2013.05.22 21:37 | s/l | 270 | 0.10 | 154.808 | 154.838 | 160.188 | -6480.00 | 1176010.00 |
| 541 | 2013.06.06 20:00 | sell | 271 | 0.10 | 150.912 | 151.457 | 146.107 | ||
| 542 | 2013.06.06 20:06 | s/l | 271 | 0.10 | 151.452 | 151.457 | 146.107 | -5400.00 | 1170610.00 |
| 543 | 2013.06.07 00:00 | sell | 272 | 0.10 | 151.268 | 151.797 | 146.447 | ||
| 544 | 2013.06.07 00:44 | s/l | 272 | 0.10 | 151.810 | 151.797 | 146.447 | -5420.00 | 1165190.00 |
| 545 | 2013.06.07 04:00 | sell | 273 | 0.10 | 151.759 | 152.315 | 146.965 | ||
| 546 | 2013.06.07 08:00 | close | 273 | 0.10 | 150.292 | 152.315 | 146.965 | 14670.00 | 1179860.00 |
| 547 | 2013.06.07 08:00 | sell | 274 | 0.10 | 150.259 | 150.819 | 145.469 | ||
| 548 | 2013.06.07 08:20 | s/l | 274 | 0.10 | 150.825 | 150.819 | 145.469 | -5660.00 | 1174200.00 |
| 549 | 2013.06.10 01:00 | sell | 275 | 0.10 | 151.982 | 152.381 | 147.031 | ||
| 550 | 2013.06.10 01:22 | s/l | 275 | 0.10 | 152.393 | 152.381 | 147.031 | -4110.00 | 1170090.00 |
| 551 | 2013.06.13 12:00 | sell | 276 | 0.10 | 147.730 | 148.290 | 142.940 | ||
| 552 | 2013.06.13 16:02 | s/l | 276 | 0.10 | 148.299 | 148.290 | 142.940 | -5690.00 | 1164400.00 |
| 553 | 2013.07.19 04:00 | buy | 277 | 0.10 | 153.260 | 152.692 | 158.042 | ||
| 554 | 2013.07.19 04:28 | s/l | 277 | 0.10 | 152.684 | 152.692 | 158.042 | -5760.00 | 1158640.00 |
| 555 | 2013.07.22 00:00 | buy | 278 | 0.10 | 153.390 | 152.826 | 158.176 | ||
| 556 | 2013.07.22 03:04 | s/l | 278 | 0.10 | 152.821 | 152.826 | 158.176 | -5690.00 | 1152950.00 |
| 557 | 2013.07.24 12:00 | buy | 279 | 0.10 | 153.883 | 153.310 | 158.660 | ||
| 558 | 2013.07.25 04:38 | s/l | 279 | 0.10 | 153.305 | 153.310 | 158.660 | -5780.00 | 1147170.00 |
| 559 | 2013.07.31 12:00 | sell | 280 | 0.10 | 148.621 | 149.178 | 143.828 | ||
| 560 | 2013.07.31 15:30 | s/l | 280 | 0.10 | 149.202 | 149.178 | 143.828 | -5810.00 | 1141360.00 |
| 561 | 2013.08.01 04:00 | sell | 281 | 0.10 | 148.525 | 149.084 | 143.734 | ||
| 562 | 2013.08.01 06:46 | s/l | 281 | 0.10 | 149.088 | 149.084 | 143.734 | -5630.00 | 1135730.00 |
| 563 | 2013.08.23 00:00 | buy | 282 | 0.10 | 153.881 | 153.294 | 158.644 | ||
| 564 | 2013.08.26 09:36 | s/l | 282 | 0.10 | 153.301 | 153.294 | 158.644 | -5800.00 | 1129930.00 |
| 565 | 2013.09.03 04:00 | buy | 283 | 0.10 | 154.898 | 154.326 | 159.676 | ||
| 566 | 2013.09.06 17:00 | s/l | 283 | 0.10 | 154.335 | 154.326 | 159.676 | -5630.00 | 1124300.00 |
| 567 | 2013.09.06 20:00 | sell | 284 | 0.10 | 154.781 | 155.323 | 149.973 | ||
| 568 | 2013.09.09 00:00 | s/l | 284 | 0.10 | 155.797 | 155.323 | 149.973 | -10160.00 | 1114140.00 |
| 569 | 2013.09.09 00:03 | sell | 285 | 0.10 | 155.731 | 156.239 | 150.889 | ||
| 570 | 2013.09.09 02:25 | s/l | 285 | 0.10 | 156.243 | 156.239 | 150.889 | -5120.00 | 1109020.00 |
| 571 | 2013.09.10 08:00 | buy | 286 | 0.10 | 156.461 | 155.894 | 161.244 | ||
| 572 | 2013.09.24 04:00 | close | 286 | 0.10 | 158.296 | 155.894 | 161.244 | 18350.00 | 1127370.00 |
| 573 | 2013.09.24 04:00 | sell | 287 | 0.10 | 158.309 | 158.850 | 153.500 | ||
| 574 | 2013.09.24 10:06 | s/l | 287 | 0.10 | 158.852 | 158.850 | 153.500 | -5430.00 | 1121940.00 |
| 575 | 2013.09.24 12:00 | sell | 288 | 0.10 | 158.381 | 158.939 | 153.589 | ||
| 576 | 2013.09.26 05:26 | s/l | 288 | 0.10 | 158.934 | 158.939 | 153.589 | -5530.00 | 1116410.00 |
| 577 | 2013.10.07 08:00 | sell | 289 | 0.10 | 155.657 | 156.203 | 150.853 | ||
| 578 | 2013.10.08 08:46 | s/l | 289 | 0.10 | 156.203 | 156.203 | 150.853 | -5460.00 | 1110950.00 |
| 579 | 2013.10.09 16:00 | sell | 290 | 0.10 | 154.990 | 155.539 | 150.189 | ||
| 580 | 2013.10.10 01:58 | s/l | 290 | 0.10 | 155.547 | 155.539 | 150.189 | -5570.00 | 1105380.00 |
| 581 | 2013.10.10 02:00 | sell | 291 | 0.10 | 155.539 | 155.819 | 150.469 | ||
| 582 | 2013.10.10 08:53 | s/l | 291 | 0.10 | 155.819 | 155.819 | 150.469 | -2800.00 | 1102580.00 |
| 583 | 2013.11.14 08:00 | buy | 292 | 0.10 | 159.797 | 159.220 | 164.570 | ||
| 584 | 2013.11.25 02:53 | t/p | 292 | 0.10 | 164.573 | 159.220 | 164.570 | 47760.00 | 1150340.00 |
| 585 | 2013.11.25 20:00 | buy | 293 | 0.10 | 164.189 | 163.627 | 168.977 | ||
| 586 | 2013.12.03 06:26 | t/p | 293 | 0.10 | 168.989 | 163.627 | 168.977 | 48000.00 | 1198340.00 |
| 587 | 2013.12.04 20:00 | sell | 294 | 0.10 | 167.303 | 167.855 | 162.505 | ||
| 588 | 2013.12.06 15:40 | s/l | 294 | 0.10 | 167.857 | 167.855 | 162.505 | -5540.00 | 1192800.00 |
| 589 | 2013.12.09 20:00 | buy | 295 | 0.10 | 169.413 | 168.839 | 174.189 | ||
| 590 | 2013.12.10 17:00 | s/l | 295 | 0.10 | 168.844 | 168.839 | 174.189 | -5690.00 | 1187110.00 |
| 591 | 2013.12.19 00:00 | buy | 296 | 0.10 | 170.930 | 170.352 | 175.702 | ||
| 592 | 2013.12.19 03:16 | s/l | 296 | 0.10 | 170.345 | 170.352 | 175.702 | -5850.00 | 1181260.00 |
| 593 | 2013.12.19 08:00 | buy | 297 | 0.10 | 170.506 | 169.942 | 175.292 | ||
| 594 | 2013.12.20 21:34 | s/l | 297 | 0.10 | 169.929 | 169.942 | 175.292 | -5770.00 | 1175490.00 |
| 595 | 2013.12.23 12:00 | sell | 298 | 0.10 | 169.964 | 170.519 | 165.169 | ||
| 596 | 2013.12.24 03:10 | s/l | 298 | 0.10 | 170.521 | 170.519 | 165.169 | -5570.00 | 1169920.00 |
| 597 | 2013.12.26 04:00 | buy | 299 | 0.10 | 171.607 | 171.029 | 176.379 | ||
| 598 | 2014.01.06 03:31 | s/l | 299 | 0.10 | 171.034 | 171.029 | 176.379 | -5730.00 | 1164190.00 |
| 599 | 2014.02.03 00:03 | sell | 300 | 0.10 | 167.573 | 168.023 | 162.673 | ||
| 600 | 2014.02.03 01:30 | s/l | 300 | 0.10 | 168.034 | 168.023 | 162.673 | -4610.00 | 1159580.00 |