Strategy Tester Report
EA_BBHLband_H1_forGJ_1.03
| 通貨ペア | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
| 期間 | 1時間足(H1) 2007.01.01 02:00 - 2022.08.29 23:00 (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 | MagicNumberB=44101101; MagicNumberS=44101201; Lots=0.1; 複利運用基準値=0; トレンドモード=""; 両建て=""; Slippage=3; timeframe=60; 許容スプレッド=50; 最大テイクプロフィット=168; 最大ストップロス=400; | ||||
| テストバー数 | 97865 | 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 | 2690180.00 | 総利益 | 5449950.00 | 総損失 | -2759770.00 |
| プロフィットファクタ | 1.97 | 期待利得 | 4761.38 | ||
| 絶対ドローダウン | 4390.00 | 最大ドローダウン | 114830.00 (12.29%) | 相対ドローダウン | 25.33% (79920.00) |
| 総取引数 | 565 | 売りポジション(勝率%） | 315 (72.38%) | 買いポジション(勝率%） | 250 (74.80%) |
| 勝率(%) | 415 (73.45%) | 負率 (%) | 150 (26.55%) | ||
| 最大 | 勝トレード | 28840.00 | 敗トレード | -41020.00 | |
| 平均 | 勝トレード | 13132.41 | 敗トレード | -18398.47 | |
| 最大 | 連勝(金額) | 19 (270660.00) | 連敗(金額) | 7 (-66200.00) | |
| 最大 | 連勝(トレード数) | 270660.00 (19) | 連敗(トレード数) | -83770.00 (3) | |
| 平均 | 連勝 | 4 | 連敗 | 1 | |
| # | 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 | 2010.03.29 07:00 | buy | 151 | 0.10 | 138.320 | 134.325 | 140.005 | ||
| 302 | 2010.03.30 16:07 | t/p | 151 | 0.10 | 140.013 | 134.325 | 140.005 | 16930.00 | 873490.00 |
| 303 | 2010.03.30 19:00 | buy | 152 | 0.10 | 140.196 | 136.200 | 141.880 | ||
| 304 | 2010.03.31 18:11 | t/p | 152 | 0.10 | 141.890 | 136.200 | 141.880 | 16940.00 | 890430.00 |
| 305 | 2010.04.06 08:00 | sell | 153 | 0.10 | 142.993 | 144.910 | 141.565 | ||
| 306 | 2010.04.08 09:29 | t/p | 153 | 0.10 | 141.567 | 144.910 | 141.565 | 14260.00 | 904690.00 |
| 307 | 2010.04.08 12:00 | sell | 154 | 0.10 | 141.489 | 144.910 | 140.070 | ||
| 308 | 2010.04.15 05:12 | s/l | 154 | 0.10 | 144.900 | 144.910 | 140.070 | -34110.00 | 870580.00 |
| 309 | 2010.04.27 15:00 | sell | 155 | 0.10 | 143.878 | 145.980 | 142.205 | ||
| 310 | 2010.04.27 18:57 | t/p | 155 | 0.10 | 142.181 | 145.980 | 142.205 | 16970.00 | 887550.00 |
| 311 | 2010.04.27 21:00 | sell | 156 | 0.10 | 142.470 | 145.980 | 140.795 | ||
| 312 | 2010.04.27 22:00 | close | 156 | 0.10 | 142.089 | 145.980 | 140.795 | 3810.00 | 891360.00 |
| 313 | 2010.05.05 23:00 | sell | 157 | 0.10 | 141.528 | 145.535 | 139.855 | ||
| 314 | 2010.05.06 10:00 | close | 157 | 0.10 | 140.419 | 145.535 | 139.855 | 11090.00 | 902450.00 |
| 315 | 2010.05.06 11:00 | sell | 158 | 0.10 | 140.817 | 144.820 | 139.140 | ||
| 316 | 2010.05.06 12:00 | close | 158 | 0.10 | 141.321 | 144.820 | 139.140 | -5040.00 | 897410.00 |
| 317 | 2010.05.27 10:00 | buy | 159 | 0.10 | 130.886 | 127.625 | 132.310 | ||
| 318 | 2010.05.27 20:20 | t/p | 159 | 0.10 | 132.300 | 127.625 | 132.310 | 14140.00 | 911550.00 |
| 319 | 2010.05.27 22:00 | buy | 160 | 0.10 | 132.525 | 128.535 | 133.955 | ||
| 320 | 2010.05.28 00:00 | close | 160 | 0.10 | 132.727 | 128.535 | 133.955 | 2020.00 | 913570.00 |
| 321 | 2010.06.04 17:00 | sell | 161 | 0.10 | 134.139 | 136.445 | 132.720 | ||
| 322 | 2010.06.04 20:17 | t/p | 161 | 0.10 | 132.718 | 136.445 | 132.720 | 14210.00 | 927780.00 |
| 323 | 2010.06.17 04:00 | sell | 162 | 0.10 | 134.191 | 135.985 | 132.770 | ||
| 324 | 2010.06.21 10:00 | buy | 163 | 0.10 | 135.390 | 131.395 | 137.075 | ||
| 325 | 2010.06.21 12:26 | s/l | 162 | 0.10 | 135.985 | 135.985 | 132.770 | -17940.00 | 909840.00 |
| 326 | 2010.07.01 14:34 | s/l | 163 | 0.10 | 131.389 | 131.395 | 137.075 | -40010.00 | 869830.00 |
| 327 | 2010.07.08 07:00 | buy | 164 | 0.10 | 134.222 | 130.230 | 135.910 | ||
| 328 | 2010.07.23 12:00 | close | 164 | 0.10 | 134.094 | 130.230 | 135.910 | -1280.00 | 868550.00 |
| 329 | 2010.07.23 14:00 | buy | 165 | 0.10 | 134.619 | 130.610 | 136.290 | ||
| 330 | 2010.07.26 07:00 | close | 165 | 0.10 | 135.513 | 130.610 | 136.290 | 8940.00 | 877490.00 |
| 331 | 2010.07.29 15:00 | sell | 166 | 0.10 | 135.635 | 137.570 | 133.965 | ||
| 332 | 2010.07.30 17:00 | close | 166 | 0.10 | 135.072 | 137.570 | 133.965 | 5630.00 | 883120.00 |
| 333 | 2010.08.04 08:00 | sell | 167 | 0.10 | 136.040 | 137.795 | 134.355 | ||
| 334 | 2010.08.11 10:22 | t/p | 167 | 0.10 | 134.362 | 137.795 | 134.355 | 16780.00 | 899900.00 |
| 335 | 2010.08.26 08:00 | buy | 168 | 0.10 | 131.791 | 128.790 | 133.470 | ||
| 336 | 2010.08.30 04:41 | t/p | 168 | 0.10 | 133.467 | 128.790 | 133.470 | 16760.00 | 916660.00 |
| 337 | 2010.08.30 06:00 | buy | 169 | 0.10 | 133.566 | 129.560 | 135.240 | ||
| 338 | 2010.08.31 09:42 | s/l | 169 | 0.10 | 129.561 | 129.560 | 135.240 | -40050.00 | 876610.00 |
| 339 | 2010.09.03 17:00 | buy | 170 | 0.10 | 130.763 | 128.675 | 132.635 | ||
| 340 | 2010.09.07 13:02 | s/l | 170 | 0.10 | 128.670 | 128.675 | 132.635 | -20930.00 | 855680.00 |
| 341 | 2010.09.15 09:00 | buy | 171 | 0.10 | 131.670 | 127.650 | 133.345 | ||
| 342 | 2010.09.15 10:00 | close | 171 | 0.10 | 131.449 | 127.650 | 133.345 | -2210.00 | 853470.00 |
| 343 | 2010.09.15 10:00 | buy | 172 | 0.10 | 131.484 | 127.645 | 133.155 | ||
| 344 | 2010.09.15 11:00 | close | 172 | 0.10 | 132.574 | 127.645 | 133.155 | 10900.00 | 864370.00 |
| 345 | 2010.09.24 09:00 | buy | 173 | 0.10 | 133.091 | 129.090 | 134.770 | ||
| 346 | 2010.10.12 17:59 | s/l | 173 | 0.10 | 129.091 | 129.090 | 134.770 | -40000.00 | 824370.00 |
| 347 | 2010.10.26 13:00 | buy | 174 | 0.10 | 128.479 | 126.448 | 130.149 | ||
| 348 | 2010.11.01 03:00 | t/p | 174 | 0.10 | 130.158 | 126.448 | 130.149 | 16790.00 | 841160.00 |
| 349 | 2010.11.01 05:00 | buy | 175 | 0.10 | 129.494 | 126.463 | 131.184 | ||
| 350 | 2010.11.03 17:00 | t/p | 175 | 0.10 | 131.194 | 126.463 | 131.184 | 17000.00 | 858160.00 |
| 351 | 2010.11.03 18:00 | buy | 176 | 0.10 | 130.956 | 126.954 | 132.634 | ||
| 352 | 2010.11.10 15:45 | t/p | 176 | 0.10 | 132.641 | 126.954 | 132.634 | 16850.00 | 875010.00 |
| 353 | 2010.11.16 19:00 | sell | 177 | 0.10 | 132.474 | 135.065 | 130.785 | ||
| 354 | 2010.11.30 06:04 | t/p | 177 | 0.10 | 130.783 | 135.065 | 130.785 | 16910.00 | 891920.00 |
| 355 | 2010.12.14 14:00 | sell | 178 | 0.10 | 131.513 | 134.236 | 129.840 | ||
| 356 | 2010.12.20 17:12 | t/p | 178 | 0.10 | 129.836 | 134.236 | 129.840 | 16770.00 | 908690.00 |
| 357 | 2011.01.04 05:00 | buy | 179 | 0.10 | 126.933 | 125.499 | 128.613 | ||
| 358 | 2011.01.05 15:16 | t/p | 179 | 0.10 | 128.617 | 125.499 | 128.613 | 16840.00 | 925530.00 |
| 359 | 2011.01.05 17:00 | buy | 180 | 0.10 | 128.958 | 125.520 | 130.529 | ||
| 360 | 2011.01.12 15:59 | t/p | 180 | 0.10 | 130.537 | 125.520 | 130.529 | 15790.00 | 941320.00 |
| 361 | 2011.01.19 21:00 | sell | 181 | 0.10 | 130.943 | 134.236 | 129.257 | ||
| 362 | 2011.02.10 21:39 | s/l | 181 | 0.10 | 134.233 | 134.236 | 129.257 | -32900.00 | 908420.00 |
| 363 | 2011.02.22 04:00 | sell | 182 | 0.10 | 134.415 | 135.531 | 132.736 | ||
| 364 | 2011.02.24 09:33 | t/p | 182 | 0.10 | 132.730 | 135.531 | 132.736 | 16850.00 | 925270.00 |
| 365 | 2011.02.24 11:00 | sell | 183 | 0.10 | 132.263 | 135.531 | 130.578 | ||
| 366 | 2011.03.14 01:11 | t/p | 183 | 0.10 | 130.578 | 135.531 | 130.578 | 16850.00 | 942120.00 |
| 367 | 2011.03.29 14:00 | buy | 184 | 0.10 | 131.067 | 130.115 | 132.491 | ||
| 368 | 2011.03.30 05:00 | t/p | 184 | 0.10 | 132.483 | 130.115 | 132.491 | 14160.00 | 956280.00 |
| 369 | 2011.03.30 06:00 | buy | 185 | 0.10 | 132.493 | 130.115 | 133.918 | ||
| 370 | 2011.03.30 12:00 | close | 185 | 0.10 | 133.457 | 130.115 | 133.918 | 9640.00 | 965920.00 |
| 371 | 2011.03.30 13:00 | buy | 186 | 0.10 | 133.493 | 130.121 | 134.913 | ||
| 372 | 2011.04.01 15:31 | t/p | 186 | 0.10 | 134.923 | 130.121 | 134.913 | 14300.00 | 980220.00 |
| 373 | 2011.04.01 18:00 | buy | 187 | 0.10 | 135.243 | 131.247 | 136.667 | ||
| 374 | 2011.04.01 20:00 | close | 187 | 0.10 | 135.589 | 131.247 | 136.667 | 3460.00 | 983680.00 |
| 375 | 2011.04.01 20:00 | buy | 188 | 0.10 | 135.619 | 131.613 | 137.033 | ||
| 376 | 2011.04.01 21:00 | close | 188 | 0.10 | 135.748 | 131.613 | 137.033 | 1290.00 | 984970.00 |
| 377 | 2011.04.01 21:00 | buy | 189 | 0.10 | 135.772 | 131.763 | 137.183 | ||
| 378 | 2011.04.05 16:02 | t/p | 189 | 0.10 | 137.180 | 131.763 | 137.183 | 14080.00 | 999050.00 |
| 379 | 2011.04.20 07:00 | buy | 190 | 0.10 | 135.697 | 132.992 | 137.113 | ||
| 380 | 2011.05.03 01:00 | sell | 191 | 0.10 | 135.276 | 139.271 | 133.591 | ||
| 381 | 2011.05.03 11:46 | t/p | 191 | 0.10 | 133.589 | 139.271 | 133.591 | 16870.00 | 1015920.00 |
| 382 | 2011.05.03 14:52 | s/l | 190 | 0.10 | 132.985 | 132.992 | 137.113 | -27120.00 | 988800.00 |
| 383 | 2011.05.11 01:00 | buy | 192 | 0.10 | 132.414 | 128.423 | 134.103 | ||
| 384 | 2011.05.11 19:00 | close | 192 | 0.10 | 132.561 | 128.423 | 134.103 | 1470.00 | 990270.00 |
| 385 | 2011.05.17 07:00 | buy | 193 | 0.10 | 131.425 | 127.426 | 133.106 | ||
| 386 | 2011.05.17 11:40 | t/p | 193 | 0.10 | 133.116 | 127.426 | 133.106 | 16910.00 | 1007180.00 |
| 387 | 2011.05.17 13:00 | buy | 194 | 0.10 | 132.784 | 128.794 | 134.474 | ||
| 388 | 2011.05.31 05:45 | t/p | 194 | 0.10 | 134.478 | 128.794 | 134.474 | 16940.00 | 1024120.00 |
| 389 | 2011.06.14 06:00 | buy | 195 | 0.10 | 131.588 | 129.758 | 133.260 | ||
| 390 | 2011.06.16 12:19 | s/l | 195 | 0.10 | 129.752 | 129.758 | 133.260 | -18360.00 | 1005760.00 |
| 391 | 2011.06.27 14:00 | buy | 196 | 0.10 | 129.103 | 128.157 | 130.780 | ||
| 392 | 2011.07.05 12:43 | t/p | 196 | 0.10 | 130.770 | 128.157 | 130.780 | 16670.00 | 1022430.00 |
| 393 | 2011.07.05 14:00 | buy | 197 | 0.10 | 130.685 | 128.151 | 132.362 | ||
| 394 | 2011.07.11 15:28 | s/l | 197 | 0.10 | 128.154 | 128.151 | 132.362 | -25310.00 | 997120.00 |
| 395 | 2011.07.14 10:00 | buy | 198 | 0.10 | 127.609 | 124.864 | 129.297 | ||
| 396 | 2011.08.01 17:00 | s/l | 198 | 0.10 | 124.852 | 124.864 | 129.297 | -27570.00 | 969550.00 |
| 397 | 2011.08.04 02:00 | buy | 199 | 0.10 | 126.753 | 124.190 | 128.433 | ||
| 398 | 2011.08.04 04:10 | t/p | 199 | 0.10 | 128.429 | 124.190 | 128.433 | 16760.00 | 986310.00 |
| 399 | 2011.08.04 07:00 | buy | 200 | 0.10 | 129.448 | 125.448 | 131.128 | ||
| 400 | 2011.08.04 08:00 | close | 200 | 0.10 | 129.723 | 125.448 | 131.128 | 2750.00 | 989060.00 |
| 401 | 2011.08.15 19:00 | buy | 201 | 0.10 | 125.751 | 123.296 | 127.425 | ||
| 402 | 2011.09.06 18:07 | s/l | 201 | 0.10 | 123.282 | 123.296 | 127.425 | -24690.00 | 964370.00 |
| 403 | 2011.09.08 17:00 | buy | 202 | 0.10 | 123.930 | 123.064 | 125.616 | ||
| 404 | 2011.09.09 18:23 | s/l | 202 | 0.10 | 123.050 | 123.064 | 125.616 | -8800.00 | 955570.00 |
| 405 | 2011.09.19 05:00 | sell | 203 | 0.10 | 120.701 | 122.294 | 119.290 | ||
| 406 | 2011.09.21 11:39 | t/p | 203 | 0.10 | 119.300 | 122.294 | 119.290 | 14010.00 | 969580.00 |
| 407 | 2011.09.28 00:00 | buy | 204 | 0.10 | 120.110 | 116.861 | 121.798 | ||
| 408 | 2011.10.12 17:02 | t/p | 204 | 0.10 | 121.803 | 116.861 | 121.798 | 16930.00 | 986510.00 |
| 409 | 2011.10.12 19:00 | buy | 205 | 0.10 | 121.824 | 117.818 | 123.498 | ||
| 410 | 2011.10.31 04:25 | t/p | 205 | 0.10 | 123.505 | 117.818 | 123.498 | 16810.00 | 1003320.00 |
| 411 | 2011.11.09 05:00 | sell | 206 | 0.10 | 124.916 | 127.324 | 123.243 | ||
| 412 | 2011.11.10 17:48 | t/p | 206 | 0.10 | 123.236 | 127.324 | 123.243 | 16800.00 | 1020120.00 |
| 413 | 2011.11.11 12:00 | sell | 207 | 0.10 | 123.065 | 127.073 | 121.393 | ||
| 414 | 2011.11.16 07:24 | t/p | 207 | 0.10 | 121.401 | 127.073 | 121.393 | 16640.00 | 1036760.00 |
| 415 | 2011.11.18 14:00 | buy | 208 | 0.10 | 121.727 | 117.736 | 123.416 | ||
| 416 | 2011.12.23 18:00 | sell | 209 | 0.10 | 122.135 | 126.137 | 120.457 | ||
| 417 | 2011.12.28 15:00 | close | 208 | 0.10 | 121.679 | 117.736 | 123.416 | -480.00 | 1036280.00 |
| 418 | 2011.12.28 17:31 | t/p | 209 | 0.10 | 120.452 | 126.137 | 120.457 | 16830.00 | 1053110.00 |
| 419 | 2012.01.03 19:00 | buy | 210 | 0.10 | 120.031 | 118.969 | 121.714 | ||
| 420 | 2012.01.06 16:40 | s/l | 210 | 0.10 | 118.961 | 118.969 | 121.714 | -10700.00 | 1042410.00 |
| 421 | 2012.01.10 19:00 | buy | 211 | 0.10 | 119.030 | 118.255 | 120.702 | ||
| 422 | 2012.01.11 16:34 | s/l | 211 | 0.10 | 118.249 | 118.255 | 120.702 | -7810.00 | 1034600.00 |
| 423 | 2012.01.17 05:00 | buy | 212 | 0.10 | 117.974 | 117.277 | 119.645 | ||
| 424 | 2012.01.19 18:51 | t/p | 212 | 0.10 | 119.652 | 117.277 | 119.645 | 16780.00 | 1051380.00 |
| 425 | 2012.01.19 20:00 | buy | 213 | 0.10 | 119.455 | 117.277 | 121.139 | ||
| 426 | 2012.01.24 15:54 | t/p | 213 | 0.10 | 121.135 | 117.277 | 121.139 | 16800.00 | 1068180.00 |
| 427 | 2012.01.24 16:00 | buy | 214 | 0.10 | 121.181 | 117.277 | 122.853 | ||
| 428 | 2012.02.08 11:57 | t/p | 214 | 0.10 | 122.852 | 117.277 | 122.853 | 16710.00 | 1084890.00 |
| 429 | 2012.02.14 03:00 | sell | 215 | 0.10 | 121.976 | 123.187 | 120.289 | ||
| 430 | 2012.02.15 00:01 | s/l | 215 | 0.10 | 123.181 | 123.187 | 120.289 | -12050.00 | 1072840.00 |
| 431 | 2012.02.24 07:00 | buy | 216 | 0.10 | 126.491 | 125.466 | 127.901 | ||
| 432 | 2012.02.24 16:46 | t/p | 216 | 0.10 | 127.895 | 125.466 | 127.901 | 14040.00 | 1086880.00 |
| 433 | 2012.02.29 12:00 | buy | 217 | 0.10 | 128.467 | 125.800 | 129.879 | ||
| 434 | 2012.03.02 05:53 | t/p | 217 | 0.10 | 129.883 | 125.800 | 129.879 | 14160.00 | 1101040.00 |
| 435 | 2012.03.06 13:00 | sell | 218 | 0.10 | 127.644 | 130.119 | 125.963 | ||
| 436 | 2012.03.13 18:40 | s/l | 218 | 0.10 | 130.123 | 130.119 | 125.963 | -24790.00 | 1076250.00 |
| 437 | 2012.03.14 14:00 | buy | 219 | 0.10 | 131.107 | 128.177 | 132.528 | ||
| 438 | 2012.03.19 18:47 | t/p | 219 | 0.10 | 132.522 | 128.177 | 132.528 | 14150.00 | 1090400.00 |
| 439 | 2012.03.22 08:00 | sell | 220 | 0.10 | 132.068 | 133.504 | 130.381 | ||
| 440 | 2012.03.22 16:00 | close | 220 | 0.10 | 131.415 | 133.504 | 130.381 | 6530.00 | 1096930.00 |
| 441 | 2012.03.22 16:00 | sell | 221 | 0.10 | 131.391 | 133.504 | 129.717 | ||
| 442 | 2012.04.05 12:47 | t/p | 221 | 0.10 | 129.708 | 133.504 | 129.717 | 16830.00 | 1113760.00 |
| 443 | 2012.04.05 16:00 | sell | 222 | 0.10 | 130.096 | 133.504 | 128.406 | ||
| 444 | 2012.04.10 13:14 | t/p | 222 | 0.10 | 128.415 | 133.504 | 128.406 | 16810.00 | 1130570.00 |
| 445 | 2012.04.10 19:00 | sell | 223 | 0.10 | 128.188 | 132.178 | 126.498 | ||
| 446 | 2012.05.17 17:00 | t/p | 223 | 0.10 | 126.485 | 132.178 | 126.498 | 17030.00 | 1147600.00 |
| 447 | 2012.05.21 23:00 | buy | 224 | 0.10 | 125.620 | 124.643 | 127.295 | ||
| 448 | 2012.05.23 11:30 | s/l | 224 | 0.10 | 124.592 | 124.643 | 127.295 | -10280.00 | 1137320.00 |
| 449 | 2012.05.28 01:00 | buy | 225 | 0.10 | 124.935 | 124.156 | 126.614 | ||
| 450 | 2012.05.29 18:45 | s/l | 225 | 0.10 | 124.148 | 124.156 | 126.614 | -7870.00 | 1129450.00 |