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 |
| 601 | 2014.02.03 12:00 | sell | 301 | 0.10 | 166.525 | 167.070 | 161.720 | ||
| 602 | 2014.02.07 00:00 | close | 301 | 0.10 | 166.680 | 167.070 | 161.720 | -1550.00 | 1158030.00 |
| 603 | 2014.02.07 00:00 | buy | 302 | 0.10 | 166.683 | 166.084 | 171.434 | ||
| 604 | 2014.02.18 06:16 | t/p | 302 | 0.10 | 171.433 | 166.084 | 171.434 | 47500.00 | 1205530.00 |
| 605 | 2014.03.06 16:00 | buy | 303 | 0.10 | 172.356 | 171.776 | 177.126 | ||
| 606 | 2014.03.10 16:21 | s/l | 303 | 0.10 | 171.767 | 171.776 | 177.126 | -5890.00 | 1199640.00 |
| 607 | 2014.03.14 16:00 | sell | 304 | 0.10 | 168.151 | 168.709 | 163.359 | ||
| 608 | 2014.03.14 17:01 | s/l | 304 | 0.10 | 168.717 | 168.709 | 163.359 | -5660.00 | 1193980.00 |
| 609 | 2014.03.14 20:00 | sell | 305 | 0.10 | 168.678 | 169.224 | 163.874 | ||
| 610 | 2014.03.17 10:00 | s/l | 305 | 0.10 | 169.222 | 169.224 | 163.874 | -5440.00 | 1188540.00 |
| 611 | 2014.03.18 20:00 | sell | 306 | 0.10 | 167.923 | 168.479 | 163.129 | ||
| 612 | 2014.03.19 07:30 | s/l | 306 | 0.10 | 168.489 | 168.479 | 163.129 | -5660.00 | 1182880.00 |
| 613 | 2014.05.02 16:00 | buy | 307 | 0.10 | 173.205 | 172.639 | 177.989 | ||
| 614 | 2014.05.02 17:44 | s/l | 307 | 0.10 | 172.621 | 172.639 | 177.989 | -5840.00 | 1177040.00 |
| 615 | 2014.05.14 12:00 | sell | 308 | 0.10 | 171.190 | 171.734 | 166.384 | ||
| 616 | 2014.05.22 07:02 | s/l | 308 | 0.10 | 171.739 | 171.734 | 166.384 | -5490.00 | 1171550.00 |
| 617 | 2014.06.13 08:00 | buy | 309 | 0.10 | 172.897 | 172.321 | 177.671 | ||
| 618 | 2014.07.04 12:00 | close | 309 | 0.10 | 175.051 | 172.321 | 177.671 | 21540.00 | 1193090.00 |
| 619 | 2014.08.06 16:00 | sell | 310 | 0.10 | 172.316 | 172.876 | 167.526 | ||
| 620 | 2014.08.12 20:00 | close | 310 | 0.10 | 171.909 | 172.876 | 167.526 | 4070.00 | 1197160.00 |
| 621 | 2014.08.12 20:00 | buy | 311 | 0.10 | 171.897 | 171.333 | 176.683 | ||
| 622 | 2014.08.13 12:48 | s/l | 311 | 0.10 | 171.332 | 171.333 | 176.683 | -5650.00 | 1191510.00 |
| 623 | 2014.09.08 08:00 | sell | 312 | 0.10 | 170.315 | 170.855 | 165.505 | ||
| 624 | 2014.09.08 19:50 | s/l | 312 | 0.10 | 170.855 | 170.855 | 165.505 | -5400.00 | 1186110.00 |
| 625 | 2014.09.12 00:00 | buy | 313 | 0.10 | 174.115 | 173.533 | 178.883 | ||
| 626 | 2014.09.16 10:19 | s/l | 313 | 0.10 | 173.520 | 173.533 | 178.883 | -5950.00 | 1180160.00 |
| 627 | 2014.09.17 12:00 | buy | 314 | 0.10 | 174.782 | 174.209 | 179.559 | ||
| 628 | 2014.09.19 03:49 | t/p | 314 | 0.10 | 179.584 | 174.209 | 179.559 | 48020.00 | 1228180.00 |
| 629 | 2014.09.24 16:00 | sell | 315 | 0.10 | 178.062 | 178.620 | 173.270 | ||
| 630 | 2014.10.10 12:12 | t/p | 315 | 0.10 | 173.273 | 178.620 | 173.270 | 47890.00 | 1276070.00 |
| 631 | 2014.10.13 12:00 | sell | 316 | 0.10 | 172.913 | 173.456 | 168.106 | ||
| 632 | 2014.10.15 20:18 | t/p | 316 | 0.10 | 168.098 | 173.456 | 168.106 | 48150.00 | 1324220.00 |
| 633 | 2014.10.16 12:00 | sell | 317 | 0.10 | 169.545 | 170.097 | 164.747 | ||
| 634 | 2014.10.16 17:35 | s/l | 317 | 0.10 | 170.098 | 170.097 | 164.747 | -5530.00 | 1318690.00 |
| 635 | 2014.10.31 08:00 | buy | 318 | 0.10 | 176.184 | 175.609 | 180.959 | ||
| 636 | 2014.11.03 12:17 | t/p | 318 | 0.10 | 180.965 | 175.609 | 180.959 | 47810.00 | 1366500.00 |
| 637 | 2014.11.05 08:00 | buy | 319 | 0.10 | 182.804 | 182.237 | 187.587 | ||
| 638 | 2014.11.05 08:43 | s/l | 319 | 0.10 | 182.241 | 182.237 | 187.587 | -5630.00 | 1360870.00 |
| 639 | 2014.11.05 16:00 | buy | 320 | 0.10 | 183.157 | 182.592 | 187.942 | ||
| 640 | 2014.11.06 07:24 | s/l | 320 | 0.10 | 182.586 | 182.592 | 187.942 | -5710.00 | 1355160.00 |
| 641 | 2014.11.06 08:00 | buy | 321 | 0.10 | 182.682 | 182.112 | 187.462 | ||
| 642 | 2014.11.06 17:20 | s/l | 321 | 0.10 | 182.103 | 182.112 | 187.462 | -5790.00 | 1349370.00 |
| 643 | 2014.11.07 12:00 | sell | 322 | 0.10 | 182.197 | 182.751 | 177.401 | ||
| 644 | 2014.11.07 15:29 | s/l | 322 | 0.10 | 182.763 | 182.751 | 177.401 | -5660.00 | 1343710.00 |
| 645 | 2014.11.07 16:00 | sell | 323 | 0.10 | 182.241 | 182.794 | 177.444 | ||
| 646 | 2014.11.11 08:50 | s/l | 323 | 0.10 | 182.792 | 182.794 | 177.444 | -5510.00 | 1338200.00 |
| 647 | 2014.11.19 20:00 | buy | 324 | 0.10 | 184.684 | 184.124 | 189.474 | ||
| 648 | 2014.11.21 11:26 | s/l | 324 | 0.10 | 184.118 | 184.124 | 189.474 | -5660.00 | 1332540.00 |
| 649 | 2014.11.21 16:00 | sell | 325 | 0.10 | 184.643 | 185.187 | 179.837 | ||
| 650 | 2014.11.24 13:07 | s/l | 325 | 0.10 | 185.178 | 185.187 | 179.837 | -5350.00 | 1327190.00 |
| 651 | 2014.12.01 20:00 | buy | 326 | 0.10 | 186.244 | 185.673 | 191.023 | ||
| 652 | 2014.12.09 17:15 | s/l | 326 | 0.10 | 185.654 | 185.673 | 191.023 | -5900.00 | 1321290.00 |
| 653 | 2014.12.17 04:00 | sell | 327 | 0.10 | 183.594 | 184.152 | 178.802 | ||
| 654 | 2014.12.17 08:55 | s/l | 327 | 0.10 | 184.153 | 184.152 | 178.802 | -5590.00 | 1315700.00 |
| 655 | 2015.01.06 08:00 | sell | 328 | 0.10 | 181.547 | 182.094 | 176.744 | ||
| 656 | 2015.01.15 19:38 | t/p | 328 | 0.10 | 176.739 | 182.094 | 176.744 | 48080.00 | 1363780.00 |
| 657 | 2015.01.15 20:00 | sell | 329 | 0.10 | 176.850 | 177.398 | 172.048 | ||
| 658 | 2015.01.16 10:12 | s/l | 329 | 0.10 | 177.400 | 177.398 | 172.048 | -5500.00 | 1358280.00 |
| 659 | 2015.02.03 08:00 | sell | 330 | 0.10 | 175.737 | 176.291 | 170.941 | ||
| 660 | 2015.02.03 10:38 | s/l | 330 | 0.10 | 176.295 | 176.291 | 170.941 | -5580.00 | 1352700.00 |
| 661 | 2015.02.06 16:00 | buy | 331 | 0.10 | 181.404 | 180.826 | 186.176 | ||
| 662 | 2015.02.09 10:37 | s/l | 331 | 0.10 | 180.820 | 180.826 | 186.176 | -5840.00 | 1346860.00 |
| 663 | 2015.02.09 16:00 | buy | 332 | 0.10 | 180.495 | 179.924 | 185.274 | ||
| 664 | 2015.02.27 12:00 | close | 332 | 0.10 | 183.817 | 179.924 | 185.274 | 33220.00 | 1380080.00 |
| 665 | 2015.02.27 12:00 | sell | 333 | 0.10 | 183.823 | 184.371 | 179.021 | ||
| 666 | 2015.02.27 15:30 | s/l | 333 | 0.10 | 184.362 | 184.371 | 179.021 | -5390.00 | 1374690.00 |
| 667 | 2015.02.27 16:00 | sell | 334 | 0.10 | 184.085 | 184.640 | 179.290 | ||
| 668 | 2015.02.27 17:57 | s/l | 334 | 0.10 | 184.635 | 184.640 | 179.290 | -5500.00 | 1369190.00 |
| 669 | 2015.03.12 08:00 | sell | 335 | 0.10 | 181.418 | 181.967 | 176.617 | ||
| 670 | 2015.03.26 09:59 | t/p | 335 | 0.10 | 176.619 | 181.967 | 176.617 | 47990.00 | 1417180.00 |
| 671 | 2015.03.26 20:00 | sell | 336 | 0.10 | 176.928 | 177.473 | 172.123 | ||
| 672 | 2015.03.27 12:50 | s/l | 336 | 0.10 | 177.486 | 177.473 | 172.123 | -5580.00 | 1411600.00 |
| 673 | 2015.03.27 13:00 | sell | 337 | 0.10 | 177.449 | 177.563 | 172.213 | ||
| 674 | 2015.03.27 13:06 | s/l | 337 | 0.10 | 177.562 | 177.563 | 172.213 | -1130.00 | 1410470.00 |
| 675 | 2015.03.30 12:00 | buy | 338 | 0.10 | 177.715 | 177.140 | 182.490 | ||
| 676 | 2015.03.30 14:30 | s/l | 338 | 0.10 | 177.141 | 177.140 | 182.490 | -5740.00 | 1404730.00 |
| 677 | 2015.03.30 20:00 | buy | 339 | 0.10 | 177.872 | 177.304 | 182.654 | ||
| 678 | 2015.03.31 11:10 | s/l | 339 | 0.10 | 177.304 | 177.304 | 182.654 | -5680.00 | 1399050.00 |
| 679 | 2015.03.31 20:00 | buy | 340 | 0.10 | 178.060 | 177.483 | 182.833 | ||
| 680 | 2015.04.01 03:57 | s/l | 340 | 0.10 | 177.471 | 177.483 | 182.833 | -5890.00 | 1393160.00 |
| 681 | 2015.04.10 12:00 | sell | 341 | 0.10 | 176.065 | 176.607 | 171.257 | ||
| 682 | 2015.04.14 16:02 | s/l | 341 | 0.10 | 176.617 | 176.607 | 171.257 | -5520.00 | 1387640.00 |
| 683 | 2015.04.15 16:00 | buy | 342 | 0.10 | 176.508 | 175.934 | 181.284 | ||
| 684 | 2015.04.27 18:00 | t/p | 342 | 0.10 | 181.291 | 175.934 | 181.284 | 47830.00 | 1435470.00 |
| 685 | 2015.04.27 18:01 | buy | 343 | 0.10 | 181.325 | 180.088 | 185.438 | ||
| 686 | 2015.05.08 05:20 | t/p | 343 | 0.10 | 185.440 | 180.088 | 185.438 | 41150.00 | 1476620.00 |
| 687 | 2015.05.08 06:00 | buy | 344 | 0.10 | 185.855 | 183.988 | 189.338 | ||
| 688 | 2015.05.21 11:50 | t/p | 344 | 0.10 | 189.336 | 183.988 | 189.338 | 34810.00 | 1511430.00 |
| 689 | 2015.05.21 12:00 | buy | 345 | 0.10 | 189.312 | 188.738 | 194.088 | ||
| 690 | 2015.05.22 15:57 | s/l | 345 | 0.10 | 188.735 | 188.738 | 194.088 | -5770.00 | 1505660.00 |
| 691 | 2015.05.28 08:00 | buy | 346 | 0.10 | 190.370 | 189.804 | 195.154 | ||
| 692 | 2015.05.28 12:45 | s/l | 346 | 0.10 | 189.810 | 189.804 | 195.154 | -5600.00 | 1500060.00 |
| 693 | 2015.06.02 16:00 | sell | 347 | 0.10 | 189.985 | 190.539 | 185.189 | ||
| 694 | 2015.06.02 19:23 | s/l | 347 | 0.10 | 190.540 | 190.539 | 185.189 | -5550.00 | 1494510.00 |
| 695 | 2015.06.04 08:00 | buy | 348 | 0.10 | 190.805 | 190.227 | 195.577 | ||
| 696 | 2015.06.04 09:40 | s/l | 348 | 0.10 | 190.224 | 190.227 | 195.577 | -5810.00 | 1488700.00 |
| 697 | 2015.06.04 12:00 | buy | 349 | 0.10 | 191.011 | 190.437 | 195.787 | ||
| 698 | 2015.06.05 15:30 | s/l | 349 | 0.10 | 190.416 | 190.437 | 195.787 | -5950.00 | 1482750.00 |
| 699 | 2015.06.05 16:00 | buy | 350 | 0.10 | 191.471 | 190.892 | 196.242 | ||
| 700 | 2015.06.08 11:58 | s/l | 350 | 0.10 | 190.885 | 190.892 | 196.242 | -5860.00 | 1476890.00 |
| 701 | 2015.06.09 12:00 | sell | 351 | 0.10 | 190.033 | 190.583 | 185.233 | ||
| 702 | 2015.06.09 17:53 | s/l | 351 | 0.10 | 190.614 | 190.583 | 185.233 | -5810.00 | 1471080.00 |
| 703 | 2015.06.15 04:00 | buy | 352 | 0.10 | 192.037 | 191.464 | 196.814 | ||
| 704 | 2015.06.15 13:23 | s/l | 352 | 0.10 | 191.457 | 191.464 | 196.814 | -5800.00 | 1465280.00 |
| 705 | 2015.06.15 20:00 | buy | 353 | 0.10 | 192.354 | 191.788 | 197.138 | ||
| 706 | 2015.06.24 12:00 | close | 353 | 0.10 | 195.618 | 191.788 | 197.138 | 32640.00 | 1497920.00 |
| 707 | 2015.06.24 12:00 | sell | 354 | 0.10 | 195.619 | 196.174 | 190.824 | ||
| 708 | 2015.07.06 00:00 | t/p | 354 | 0.10 | 189.643 | 196.174 | 190.824 | 59760.00 | 1557680.00 |
| 709 | 2015.07.07 20:00 | sell | 355 | 0.10 | 188.624 | 189.177 | 183.827 | ||
| 710 | 2015.07.07 21:47 | s/l | 355 | 0.10 | 189.181 | 189.177 | 183.827 | -5570.00 | 1552110.00 |
| 711 | 2015.07.08 04:00 | sell | 356 | 0.10 | 188.979 | 189.528 | 184.178 | ||
| 712 | 2015.07.10 12:00 | close | 356 | 0.10 | 188.779 | 189.528 | 184.178 | 2000.00 | 1554110.00 |
| 713 | 2015.07.10 12:00 | buy | 357 | 0.10 | 188.784 | 188.206 | 193.556 | ||
| 714 | 2015.07.15 10:07 | t/p | 357 | 0.10 | 193.559 | 188.206 | 193.556 | 47750.00 | 1601860.00 |
| 715 | 2015.08.05 20:00 | buy | 358 | 0.10 | 194.908 | 194.338 | 199.688 | ||
| 716 | 2015.08.06 14:00 | s/l | 358 | 0.10 | 194.330 | 194.338 | 199.688 | -5780.00 | 1596080.00 |
| 717 | 2015.08.24 04:00 | sell | 359 | 0.10 | 190.583 | 191.125 | 185.775 | ||
| 718 | 2015.08.24 08:00 | close | 359 | 0.10 | 190.007 | 191.125 | 185.775 | 5760.00 | 1601840.00 |
| 719 | 2015.08.25 16:00 | sell | 360 | 0.10 | 189.219 | 189.779 | 184.429 | ||
| 720 | 2015.08.26 18:39 | t/p | 360 | 0.10 | 184.426 | 189.779 | 184.429 | 47930.00 | 1649770.00 |
| 721 | 2015.09.02 00:00 | sell | 361 | 0.10 | 182.680 | 183.209 | 177.859 | ||
| 722 | 2015.09.02 02:27 | s/l | 361 | 0.10 | 183.201 | 183.209 | 177.859 | -5210.00 | 1644560.00 |
| 723 | 2015.09.04 08:00 | sell | 362 | 0.10 | 181.674 | 182.228 | 176.878 | ||
| 724 | 2015.09.04 09:47 | s/l | 362 | 0.10 | 182.220 | 182.228 | 176.878 | -5460.00 | 1639100.00 |
| 725 | 2015.10.20 12:00 | buy | 363 | 0.10 | 184.981 | 184.409 | 189.759 | ||
| 726 | 2015.10.27 12:30 | s/l | 363 | 0.10 | 184.388 | 184.409 | 189.759 | -5930.00 | 1633170.00 |
| 727 | 2015.10.30 20:00 | buy | 364 | 0.10 | 186.673 | 186.102 | 191.452 | ||
| 728 | 2015.10.30 22:13 | s/l | 364 | 0.10 | 186.100 | 186.102 | 191.452 | -5730.00 | 1627440.00 |
| 729 | 2015.11.02 12:00 | buy | 365 | 0.10 | 186.722 | 186.154 | 191.504 | ||
| 730 | 2015.11.02 17:55 | s/l | 365 | 0.10 | 186.151 | 186.154 | 191.504 | -5710.00 | 1621730.00 |
| 731 | 2015.11.04 04:00 | buy | 366 | 0.10 | 187.095 | 186.524 | 191.874 | ||
| 732 | 2015.11.04 16:52 | s/l | 366 | 0.10 | 186.513 | 186.524 | 191.874 | -5820.00 | 1615910.00 |
| 733 | 2015.11.05 00:00 | buy | 367 | 0.10 | 187.057 | 186.445 | 191.795 | ||
| 734 | 2015.11.05 14:11 | s/l | 367 | 0.10 | 186.437 | 186.445 | 191.795 | -6200.00 | 1609710.00 |
| 735 | 2015.11.17 20:00 | buy | 368 | 0.10 | 187.773 | 187.205 | 192.555 | ||
| 736 | 2015.11.20 15:03 | s/l | 368 | 0.10 | 187.213 | 187.205 | 192.555 | -5600.00 | 1604110.00 |
| 737 | 2015.11.20 16:00 | sell | 369 | 0.10 | 187.152 | 187.695 | 182.345 | ||
| 738 | 2015.12.11 16:00 | close | 369 | 0.10 | 184.292 | 187.695 | 182.345 | 28600.00 | 1632710.00 |
| 739 | 2015.12.11 16:00 | buy | 370 | 0.10 | 184.290 | 183.725 | 189.075 | ||
| 740 | 2015.12.11 19:17 | s/l | 370 | 0.10 | 183.712 | 183.725 | 189.075 | -5780.00 | 1626930.00 |
| 741 | 2015.12.14 01:00 | buy | 371 | 0.10 | 183.981 | 183.953 | 189.303 | ||
| 742 | 2015.12.14 01:00 | s/l | 371 | 0.10 | 183.951 | 183.953 | 189.303 | -300.00 | 1626630.00 |
| 743 | 2015.12.14 08:00 | buy | 372 | 0.10 | 184.186 | 183.616 | 188.966 | ||
| 744 | 2015.12.14 10:53 | s/l | 372 | 0.10 | 183.605 | 183.616 | 188.966 | -5810.00 | 1620820.00 |
| 745 | 2015.12.14 16:00 | sell | 373 | 0.10 | 182.953 | 183.502 | 178.152 | ||
| 746 | 2015.12.15 00:04 | s/l | 373 | 0.10 | 183.542 | 183.502 | 178.152 | -5890.00 | 1614930.00 |
| 747 | 2015.12.15 04:00 | sell | 374 | 0.10 | 183.370 | 183.914 | 178.564 | ||
| 748 | 2015.12.15 16:00 | s/l | 374 | 0.10 | 183.911 | 183.914 | 178.564 | -5410.00 | 1609520.00 |
| 749 | 2015.12.15 20:00 | sell | 375 | 0.10 | 183.309 | 183.854 | 178.504 | ||
| 750 | 2015.12.18 05:52 | s/l | 375 | 0.10 | 183.872 | 183.854 | 178.504 | -5630.00 | 1603890.00 |