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 |
| 751 | 2015.12.18 08:00 | sell | 376 | 0.10 | 181.966 | 182.516 | 177.166 | ||
| 752 | 2015.12.31 18:18 | t/p | 376 | 0.10 | 177.172 | 182.516 | 177.166 | 47940.00 | 1651830.00 |
| 753 | 2015.12.31 20:00 | sell | 377 | 0.10 | 177.089 | 177.638 | 172.288 | ||
| 754 | 2016.01.07 03:43 | t/p | 377 | 0.10 | 172.286 | 177.638 | 172.288 | 48030.00 | 1699860.00 |
| 755 | 2016.01.08 04:00 | sell | 378 | 0.10 | 172.963 | 173.505 | 168.155 | ||
| 756 | 2016.01.15 13:03 | t/p | 378 | 0.10 | 168.141 | 173.505 | 168.155 | 48220.00 | 1748080.00 |
| 757 | 2016.01.15 13:03 | sell | 379 | 0.10 | 168.091 | 169.317 | 163.967 | ||
| 758 | 2016.01.22 14:30 | s/l | 379 | 0.10 | 169.325 | 169.317 | 163.967 | -12340.00 | 1735740.00 |
| 759 | 2016.02.11 08:00 | sell | 380 | 0.10 | 163.774 | 164.325 | 158.975 | ||
| 760 | 2016.02.11 12:00 | close | 380 | 0.10 | 161.027 | 164.325 | 158.975 | 27470.00 | 1763210.00 |
| 761 | 2016.02.12 12:00 | sell | 381 | 0.10 | 163.580 | 164.133 | 158.783 | ||
| 762 | 2016.02.12 20:07 | s/l | 381 | 0.10 | 164.134 | 164.133 | 158.783 | -5540.00 | 1757670.00 |
| 763 | 2016.02.15 00:03 | buy | 382 | 0.10 | 164.480 | 163.812 | 169.162 | ||
| 764 | 2016.02.16 15:01 | s/l | 382 | 0.10 | 163.821 | 163.812 | 169.162 | -6590.00 | 1751080.00 |
| 765 | 2016.02.22 16:00 | sell | 383 | 0.10 | 159.283 | 159.843 | 154.493 | ||
| 766 | 2016.02.22 16:46 | s/l | 383 | 0.10 | 159.848 | 159.843 | 154.493 | -5650.00 | 1745430.00 |
| 767 | 2016.02.23 01:00 | sell | 384 | 0.10 | 159.779 | 160.203 | 154.853 | ||
| 768 | 2016.02.24 17:31 | t/p | 384 | 0.10 | 154.860 | 160.203 | 154.853 | 49190.00 | 1794620.00 |
| 769 | 2016.02.25 08:00 | sell | 385 | 0.10 | 156.787 | 157.334 | 151.984 | ||
| 770 | 2016.02.25 14:16 | s/l | 385 | 0.10 | 157.335 | 157.334 | 151.984 | -5480.00 | 1789140.00 |
| 771 | 2016.02.29 00:04 | buy | 386 | 0.10 | 158.001 | 157.353 | 162.703 | ||
| 772 | 2016.02.29 02:48 | s/l | 386 | 0.10 | 157.349 | 157.353 | 162.703 | -6520.00 | 1782620.00 |
| 773 | 2016.04.04 12:00 | sell | 387 | 0.10 | 158.360 | 158.910 | 153.560 | ||
| 774 | 2016.04.04 12:44 | s/l | 387 | 0.10 | 158.905 | 158.910 | 153.560 | -5450.00 | 1777170.00 |
| 775 | 2016.04.05 04:00 | sell | 388 | 0.10 | 158.409 | 158.950 | 153.600 | ||
| 776 | 2016.04.07 09:47 | t/p | 388 | 0.10 | 153.610 | 158.950 | 153.600 | 47990.00 | 1825160.00 |
| 777 | 2016.04.12 12:00 | buy | 389 | 0.10 | 154.764 | 154.186 | 159.536 | ||
| 778 | 2016.04.12 17:15 | s/l | 389 | 0.10 | 154.194 | 154.186 | 159.536 | -5700.00 | 1819460.00 |
| 779 | 2016.04.12 18:00 | buy | 390 | 0.10 | 154.298 | 154.103 | 159.453 | ||
| 780 | 2016.04.14 11:05 | s/l | 390 | 0.10 | 154.078 | 154.103 | 159.453 | -2200.00 | 1817260.00 |
| 781 | 2016.04.27 12:00 | buy | 391 | 0.10 | 162.245 | 161.679 | 167.029 | ||
| 782 | 2016.04.27 18:00 | s/l | 391 | 0.10 | 161.687 | 161.679 | 167.029 | -5580.00 | 1811680.00 |
| 783 | 2016.04.27 18:00 | buy | 392 | 0.10 | 161.702 | 161.521 | 166.871 | ||
| 784 | 2016.04.28 06:01 | s/l | 392 | 0.10 | 161.500 | 161.521 | 166.871 | -2020.00 | 1809660.00 |
| 785 | 2016.05.30 20:00 | buy | 393 | 0.10 | 162.646 | 162.078 | 167.428 | ||
| 786 | 2016.05.31 11:01 | s/l | 393 | 0.10 | 162.064 | 162.078 | 167.428 | -5820.00 | 1803840.00 |
| 787 | 2016.05.31 16:00 | buy | 394 | 0.10 | 162.894 | 162.312 | 167.662 | ||
| 788 | 2016.05.31 17:33 | s/l | 394 | 0.10 | 162.311 | 162.312 | 167.662 | -5830.00 | 1798010.00 |
| 789 | 2016.06.13 01:00 | sell | 395 | 0.10 | 152.072 | 152.897 | 147.547 | ||
| 790 | 2016.06.16 08:07 | t/p | 395 | 0.10 | 147.539 | 152.897 | 147.547 | 45330.00 | 1843340.00 |
| 791 | 2016.06.16 09:00 | sell | 396 | 0.10 | 147.544 | 148.314 | 142.964 | ||
| 792 | 2016.06.16 19:44 | s/l | 396 | 0.10 | 148.312 | 148.314 | 142.964 | -7680.00 | 1835660.00 |
| 793 | 2016.06.17 08:00 | sell | 397 | 0.10 | 148.456 | 149.016 | 143.666 | ||
| 794 | 2016.06.17 10:31 | s/l | 397 | 0.10 | 149.007 | 149.016 | 143.666 | -5510.00 | 1830150.00 |
| 795 | 2016.06.17 12:00 | sell | 398 | 0.10 | 149.036 | 149.590 | 144.240 | ||
| 796 | 2016.06.17 21:09 | s/l | 398 | 0.10 | 149.599 | 149.590 | 144.240 | -5630.00 | 1824520.00 |
| 797 | 2016.06.20 01:00 | buy | 399 | 0.10 | 151.365 | 150.942 | 156.292 | ||
| 798 | 2016.06.20 01:16 | s/l | 399 | 0.10 | 150.944 | 150.942 | 156.292 | -4210.00 | 1820310.00 |
| 799 | 2016.07.05 16:00 | sell | 400 | 0.10 | 132.686 | 133.228 | 127.878 | ||
| 800 | 2016.07.11 14:30 | s/l | 400 | 0.10 | 133.230 | 133.228 | 127.878 | -5440.00 | 1814870.00 |
| 801 | 2016.07.11 16:00 | buy | 401 | 0.10 | 133.053 | 132.473 | 137.823 | ||
| 802 | 2016.07.12 17:45 | t/p | 401 | 0.10 | 137.814 | 132.473 | 137.823 | 47610.00 | 1862480.00 |
| 803 | 2016.08.10 16:00 | sell | 402 | 0.10 | 132.095 | 132.655 | 127.305 | ||
| 804 | 2016.08.24 13:36 | s/l | 402 | 0.10 | 132.652 | 132.655 | 127.305 | -5570.00 | 1856910.00 |
| 805 | 2016.08.31 12:00 | buy | 403 | 0.10 | 135.628 | 135.066 | 140.416 | ||
| 806 | 2016.09.08 17:06 | s/l | 403 | 0.10 | 135.070 | 135.066 | 140.416 | -5580.00 | 1851330.00 |
| 807 | 2016.09.21 12:00 | sell | 404 | 0.10 | 132.093 | 132.648 | 127.298 | ||
| 808 | 2016.10.07 02:07 | t/p | 404 | 0.10 | 127.219 | 132.648 | 127.298 | 48740.00 | 1900070.00 |
| 809 | 2016.10.07 04:00 | sell | 405 | 0.10 | 128.564 | 129.107 | 123.757 | ||
| 810 | 2016.10.07 05:41 | s/l | 405 | 0.10 | 129.109 | 129.107 | 123.757 | -5450.00 | 1894620.00 |
| 811 | 2016.11.04 20:00 | buy | 406 | 0.10 | 129.118 | 128.539 | 133.889 | ||
| 812 | 2016.11.09 04:04 | s/l | 406 | 0.10 | 128.531 | 128.539 | 133.889 | -5870.00 | 1888750.00 |
| 813 | 2016.11.10 08:00 | buy | 407 | 0.10 | 130.843 | 130.269 | 135.619 | ||
| 814 | 2016.11.14 08:00 | close | 407 | 0.10 | 135.109 | 130.269 | 135.619 | 42660.00 | 1931410.00 |
| 815 | 2016.11.15 20:00 | buy | 408 | 0.10 | 135.428 | 134.850 | 140.200 | ||
| 816 | 2016.11.23 18:04 | t/p | 408 | 0.10 | 140.209 | 134.850 | 140.200 | 47810.00 | 1979220.00 |
| 817 | 2016.11.23 20:00 | buy | 409 | 0.10 | 140.271 | 139.708 | 145.058 | ||
| 818 | 2016.11.24 00:12 | s/l | 409 | 0.10 | 139.690 | 139.708 | 145.058 | -5810.00 | 1973410.00 |
| 819 | 2016.11.25 12:00 | buy | 410 | 0.10 | 141.015 | 140.450 | 145.800 | ||
| 820 | 2016.11.25 12:45 | s/l | 410 | 0.10 | 140.451 | 140.450 | 145.800 | -5640.00 | 1967770.00 |
| 821 | 2016.11.25 16:00 | buy | 411 | 0.10 | 140.431 | 139.866 | 145.216 | ||
| 822 | 2016.11.28 03:19 | s/l | 411 | 0.10 | 139.871 | 139.866 | 145.216 | -5600.00 | 1962170.00 |
| 823 | 2016.11.30 00:04 | sell | 412 | 0.10 | 140.365 | 140.877 | 135.527 | ||
| 824 | 2016.11.30 06:21 | s/l | 412 | 0.10 | 140.885 | 140.877 | 135.527 | -5200.00 | 1956970.00 |
| 825 | 2016.11.30 20:00 | buy | 413 | 0.10 | 142.659 | 142.083 | 147.433 | ||
| 826 | 2016.12.15 02:19 | t/p | 413 | 0.10 | 147.432 | 142.083 | 147.433 | 47730.00 | 2004700.00 |
| 827 | 2016.12.15 03:00 | buy | 414 | 0.10 | 147.448 | 146.444 | 151.794 | ||
| 828 | 2016.12.15 19:19 | s/l | 414 | 0.10 | 146.446 | 146.444 | 151.794 | -10020.00 | 1994680.00 |
| 829 | 2016.12.19 08:00 | sell | 415 | 0.10 | 146.344 | 146.884 | 141.534 | ||
| 830 | 2017.01.09 12:00 | close | 415 | 0.10 | 142.210 | 146.884 | 141.534 | 41340.00 | 2036020.00 |
| 831 | 2017.01.09 16:00 | sell | 416 | 0.10 | 141.414 | 141.968 | 136.618 | ||
| 832 | 2017.01.16 09:23 | t/p | 416 | 0.10 | 136.618 | 141.968 | 136.618 | 47960.00 | 2083980.00 |
| 833 | 2017.03.08 08:00 | sell | 417 | 0.10 | 138.815 | 139.362 | 134.012 | ||
| 834 | 2017.03.08 15:15 | s/l | 417 | 0.10 | 139.359 | 139.362 | 134.012 | -5440.00 | 2078540.00 |
| 835 | 2017.03.27 01:00 | buy | 418 | 0.10 | 138.639 | 137.973 | 143.323 | ||
| 836 | 2017.03.29 03:05 | s/l | 418 | 0.10 | 137.971 | 137.973 | 143.323 | -6680.00 | 2071860.00 |
| 837 | 2017.03.29 04:00 | buy | 419 | 0.10 | 137.920 | 137.340 | 142.690 | ||
| 838 | 2017.03.29 16:00 | close | 419 | 0.10 | 137.620 | 137.340 | 142.690 | -3000.00 | 2068860.00 |
| 839 | 2017.03.29 16:00 | sell | 420 | 0.10 | 137.629 | 138.178 | 132.828 | ||
| 840 | 2017.03.29 21:58 | s/l | 420 | 0.10 | 138.181 | 138.178 | 132.828 | -5520.00 | 2063340.00 |
| 841 | 2017.04.04 12:00 | sell | 421 | 0.10 | 137.434 | 137.984 | 132.634 | ||
| 842 | 2017.04.05 02:44 | s/l | 421 | 0.10 | 137.976 | 137.984 | 132.634 | -5420.00 | 2057920.00 |
| 843 | 2017.04.07 08:00 | buy | 422 | 0.10 | 137.837 | 137.263 | 142.613 | ||
| 844 | 2017.04.07 15:30 | s/l | 422 | 0.10 | 137.240 | 137.263 | 142.613 | -5970.00 | 2051950.00 |
| 845 | 2017.04.12 00:00 | sell | 423 | 0.10 | 136.870 | 137.447 | 132.097 | ||
| 846 | 2017.04.18 00:00 | close | 423 | 0.10 | 136.877 | 137.447 | 132.097 | -70.00 | 2051880.00 |
| 847 | 2017.04.18 00:00 | buy | 424 | 0.10 | 136.869 | 136.278 | 141.628 | ||
| 848 | 2017.04.18 12:30 | s/l | 424 | 0.10 | 136.281 | 136.278 | 141.628 | -5880.00 | 2046000.00 |
| 849 | 2017.04.18 16:00 | buy | 425 | 0.10 | 138.349 | 137.781 | 143.131 | ||
| 850 | 2017.04.26 15:34 | t/p | 425 | 0.10 | 143.139 | 137.781 | 143.131 | 47900.00 | 2093900.00 |
| 851 | 2017.04.27 04:00 | buy | 426 | 0.10 | 142.930 | 142.362 | 147.712 | ||
| 852 | 2017.05.09 17:32 | t/p | 426 | 0.10 | 147.712 | 142.362 | 147.712 | 47820.00 | 2141720.00 |
| 853 | 2017.05.10 20:00 | buy | 427 | 0.10 | 147.629 | 147.056 | 152.406 | ||
| 854 | 2017.05.11 14:00 | s/l | 427 | 0.10 | 147.029 | 147.056 | 152.406 | -6000.00 | 2135720.00 |
| 855 | 2017.05.12 12:00 | sell | 428 | 0.10 | 145.980 | 146.531 | 141.181 | ||
| 856 | 2017.05.15 09:14 | s/l | 428 | 0.10 | 146.538 | 146.531 | 141.181 | -5580.00 | 2130140.00 |
| 857 | 2017.05.26 12:00 | sell | 429 | 0.10 | 142.910 | 143.464 | 138.114 | ||
| 858 | 2017.06.01 16:08 | s/l | 429 | 0.10 | 143.474 | 143.464 | 138.114 | -5640.00 | 2124500.00 |
| 859 | 2017.06.06 16:00 | sell | 430 | 0.10 | 141.025 | 141.568 | 136.218 | ||
| 860 | 2017.06.07 16:23 | s/l | 430 | 0.10 | 141.569 | 141.568 | 136.218 | -5440.00 | 2119060.00 |
| 861 | 2017.06.07 20:00 | sell | 431 | 0.10 | 141.404 | 141.946 | 136.596 | ||
| 862 | 2017.06.07 20:56 | s/l | 431 | 0.10 | 141.938 | 141.946 | 136.596 | -5340.00 | 2113720.00 |
| 863 | 2017.06.09 08:00 | sell | 432 | 0.10 | 140.647 | 141.198 | 135.848 | ||
| 864 | 2017.06.14 20:00 | close | 432 | 0.10 | 139.598 | 141.198 | 135.848 | 10490.00 | 2124210.00 |
| 865 | 2017.06.14 20:00 | buy | 433 | 0.10 | 139.600 | 139.026 | 144.376 | ||
| 866 | 2017.06.28 16:35 | t/p | 433 | 0.10 | 144.379 | 139.026 | 144.376 | 47790.00 | 2172000.00 |
| 867 | 2017.06.28 20:00 | buy | 434 | 0.10 | 145.129 | 144.562 | 149.912 | ||
| 868 | 2017.07.06 12:00 | close | 434 | 0.10 | 146.385 | 144.562 | 149.912 | 12560.00 | 2184560.00 |
| 869 | 2017.07.06 12:00 | sell | 435 | 0.10 | 146.382 | 146.931 | 141.581 | ||
| 870 | 2017.07.06 12:53 | s/l | 435 | 0.10 | 146.936 | 146.931 | 141.581 | -5540.00 | 2179020.00 |
| 871 | 2017.07.06 20:00 | buy | 436 | 0.10 | 146.965 | 146.400 | 151.750 | ||
| 872 | 2017.07.11 19:24 | s/l | 436 | 0.10 | 146.399 | 146.400 | 151.750 | -5660.00 | 2173360.00 |
| 873 | 2017.08.08 16:00 | sell | 437 | 0.10 | 143.631 | 144.182 | 138.832 | ||
| 874 | 2017.08.29 20:00 | close | 437 | 0.10 | 141.117 | 144.182 | 138.832 | 25140.00 | 2198500.00 |
| 875 | 2017.09.11 16:00 | buy | 438 | 0.10 | 143.491 | 142.923 | 148.273 | ||
| 876 | 2017.09.14 18:56 | t/p | 438 | 0.10 | 148.273 | 142.923 | 148.273 | 47820.00 | 2246320.00 |
| 877 | 2017.09.14 19:00 | buy | 439 | 0.10 | 148.283 | 147.101 | 152.451 | ||
| 878 | 2017.09.15 01:01 | s/l | 439 | 0.10 | 147.088 | 147.101 | 152.451 | -11950.00 | 2234370.00 |
| 879 | 2017.09.15 04:00 | buy | 440 | 0.10 | 147.503 | 146.940 | 152.290 | ||
| 880 | 2017.09.21 18:00 | t/p | 440 | 0.10 | 152.300 | 146.940 | 152.290 | 47970.00 | 2282340.00 |
| 881 | 2017.09.21 18:00 | buy | 441 | 0.10 | 152.307 | 151.149 | 156.499 | ||
| 882 | 2017.09.22 16:50 | s/l | 441 | 0.10 | 151.153 | 151.149 | 156.499 | -11540.00 | 2270800.00 |
| 883 | 2017.09.25 20:00 | sell | 442 | 0.10 | 150.101 | 150.642 | 145.292 | ||
| 884 | 2017.09.26 01:30 | s/l | 442 | 0.10 | 150.646 | 150.642 | 145.292 | -5450.00 | 2265350.00 |
| 885 | 2017.11.01 12:00 | buy | 443 | 0.10 | 151.631 | 151.070 | 156.420 | ||
| 886 | 2017.11.01 17:28 | s/l | 443 | 0.10 | 151.076 | 151.070 | 156.420 | -5550.00 | 2259800.00 |
| 887 | 2017.11.01 18:00 | buy | 444 | 0.10 | 151.306 | 151.272 | 156.622 | ||
| 888 | 2017.11.01 18:00 | s/l | 444 | 0.10 | 151.270 | 151.272 | 156.622 | -360.00 | 2259440.00 |
| 889 | 2017.11.17 20:00 | sell | 445 | 0.10 | 147.946 | 148.491 | 143.141 | ||
| 890 | 2017.11.20 10:01 | s/l | 445 | 0.10 | 148.482 | 148.491 | 143.141 | -5360.00 | 2254080.00 |
| 891 | 2017.12.04 16:00 | buy | 446 | 0.10 | 152.629 | 152.065 | 157.415 | ||
| 892 | 2017.12.04 17:34 | s/l | 446 | 0.10 | 152.055 | 152.065 | 157.415 | -5740.00 | 2248340.00 |
| 893 | 2017.12.05 00:04 | sell | 447 | 0.10 | 151.494 | 152.045 | 146.695 | ||
| 894 | 2017.12.07 20:26 | s/l | 447 | 0.10 | 152.044 | 152.045 | 146.695 | -5500.00 | 2242840.00 |
| 895 | 2017.12.08 08:00 | buy | 448 | 0.10 | 153.217 | 152.651 | 158.001 | ||
| 896 | 2017.12.08 08:58 | s/l | 448 | 0.10 | 152.624 | 152.651 | 158.001 | -5930.00 | 2236910.00 |
| 897 | 2017.12.08 12:00 | buy | 449 | 0.10 | 153.051 | 152.487 | 157.837 | ||
| 898 | 2017.12.08 14:12 | s/l | 449 | 0.10 | 152.493 | 152.487 | 157.837 | -5580.00 | 2231330.00 |
| 899 | 2018.01.05 16:00 | buy | 450 | 0.10 | 153.603 | 153.032 | 158.382 | ||
| 900 | 2018.01.08 12:19 | s/l | 450 | 0.10 | 153.037 | 153.032 | 158.382 | -5660.00 | 2225670.00 |