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 |
| 451 | 2012.05.30 12:00 | sell | 226 | 0.10 | 123.457 | 125.106 | 122.042 | ||
| 452 | 2012.05.31 03:06 | t/p | 226 | 0.10 | 122.044 | 125.106 | 122.042 | 14130.00 | 1143580.00 |
| 453 | 2012.06.18 02:00 | buy | 227 | 0.10 | 124.303 | 120.306 | 125.986 | ||
| 454 | 2012.07.26 03:00 | close | 227 | 0.10 | 120.952 | 120.306 | 125.986 | -33510.00 | 1110070.00 |
| 455 | 2012.07.26 17:00 | buy | 228 | 0.10 | 122.718 | 118.783 | 124.395 | ||
| 456 | 2012.08.16 14:12 | t/p | 228 | 0.10 | 124.402 | 118.783 | 124.395 | 16840.00 | 1126910.00 |
| 457 | 2012.08.22 23:00 | sell | 229 | 0.10 | 124.603 | 125.848 | 122.927 | ||
| 458 | 2012.09.06 18:00 | s/l | 229 | 0.10 | 125.848 | 125.848 | 122.927 | -12450.00 | 1114460.00 |
| 459 | 2012.09.11 16:00 | sell | 230 | 0.10 | 124.874 | 126.213 | 123.195 | ||
| 460 | 2012.09.14 12:18 | s/l | 230 | 0.10 | 126.215 | 126.213 | 123.195 | -13410.00 | 1101050.00 |
| 461 | 2012.09.14 14:00 | buy | 231 | 0.10 | 126.613 | 124.440 | 128.043 | ||
| 462 | 2012.09.17 16:34 | t/p | 231 | 0.10 | 128.060 | 124.440 | 128.043 | 14470.00 | 1115520.00 |
| 463 | 2012.09.19 20:00 | sell | 232 | 0.10 | 127.139 | 128.852 | 125.465 | ||
| 464 | 2012.09.26 11:10 | t/p | 232 | 0.10 | 125.464 | 128.852 | 125.465 | 16750.00 | 1132270.00 |
| 465 | 2012.09.26 12:00 | sell | 233 | 0.10 | 125.577 | 128.852 | 123.900 | ||
| 466 | 2012.10.25 09:30 | s/l | 233 | 0.10 | 128.847 | 128.852 | 123.900 | -32700.00 | 1099570.00 |
| 467 | 2012.10.30 10:00 | sell | 234 | 0.10 | 127.438 | 129.666 | 125.759 | ||
| 468 | 2012.11.13 06:23 | t/p | 234 | 0.10 | 125.749 | 129.666 | 125.759 | 16890.00 | 1116460.00 |
| 469 | 2012.11.20 18:00 | buy | 235 | 0.10 | 130.115 | 126.934 | 131.533 | ||
| 470 | 2012.11.21 15:52 | t/p | 235 | 0.10 | 131.529 | 126.934 | 131.533 | 14140.00 | 1130600.00 |
| 471 | 2012.11.28 05:00 | sell | 236 | 0.10 | 131.103 | 132.460 | 129.414 | ||
| 472 | 2012.11.30 04:09 | s/l | 236 | 0.10 | 132.465 | 132.460 | 129.414 | -13620.00 | 1116980.00 |
| 473 | 2012.11.30 05:00 | buy | 237 | 0.10 | 132.315 | 130.456 | 133.729 | ||
| 474 | 2012.12.04 18:00 | sell | 238 | 0.10 | 131.779 | 132.817 | 130.094 | ||
| 475 | 2012.12.06 04:51 | s/l | 238 | 0.10 | 132.819 | 132.817 | 130.094 | -10400.00 | 1106580.00 |
| 476 | 2012.12.07 13:00 | sell | 239 | 0.10 | 132.030 | 132.924 | 130.356 | ||
| 477 | 2012.12.11 20:35 | s/l | 239 | 0.10 | 132.928 | 132.924 | 130.356 | -8980.00 | 1097600.00 |
| 478 | 2012.12.12 12:04 | t/p | 237 | 0.10 | 133.726 | 130.456 | 133.729 | 14110.00 | 1111710.00 |
| 479 | 2012.12.12 15:00 | buy | 240 | 0.10 | 133.830 | 131.667 | 135.244 | ||
| 480 | 2012.12.14 05:15 | t/p | 240 | 0.10 | 135.248 | 131.667 | 135.244 | 14180.00 | 1125890.00 |
| 481 | 2012.12.17 03:00 | buy | 241 | 0.10 | 135.630 | 132.846 | 137.042 | ||
| 482 | 2012.12.19 01:26 | t/p | 241 | 0.10 | 137.035 | 132.846 | 137.042 | 14050.00 | 1139940.00 |
| 483 | 2012.12.19 05:00 | buy | 242 | 0.10 | 137.027 | 134.304 | 138.443 | ||
| 484 | 2012.12.21 18:00 | sell | 243 | 0.10 | 136.089 | 137.876 | 134.414 | ||
| 485 | 2012.12.26 10:38 | s/l | 243 | 0.10 | 137.872 | 137.876 | 134.414 | -17830.00 | 1122110.00 |
| 486 | 2012.12.27 04:28 | t/p | 242 | 0.10 | 138.450 | 134.304 | 138.443 | 14230.00 | 1136340.00 |
| 487 | 2012.12.27 05:00 | buy | 244 | 0.10 | 138.457 | 136.177 | 139.884 | ||
| 488 | 2012.12.31 15:53 | t/p | 244 | 0.10 | 139.889 | 136.177 | 139.884 | 14320.00 | 1150660.00 |
| 489 | 2012.12.31 18:00 | buy | 245 | 0.10 | 140.538 | 136.611 | 141.957 | ||
| 490 | 2013.01.02 04:00 | close | 245 | 0.10 | 141.630 | 136.611 | 141.957 | 10920.00 | 1161580.00 |
| 491 | 2013.01.15 10:00 | sell | 246 | 0.10 | 142.756 | 144.818 | 141.080 | ||
| 492 | 2013.01.16 10:24 | t/p | 246 | 0.10 | 141.077 | 144.818 | 141.080 | 16790.00 | 1178370.00 |
| 493 | 2013.01.16 12:00 | sell | 247 | 0.10 | 141.078 | 144.818 | 139.398 | ||
| 494 | 2013.01.23 09:01 | t/p | 247 | 0.10 | 139.390 | 144.818 | 139.398 | 16880.00 | 1195250.00 |
| 495 | 2013.01.23 10:00 | sell | 248 | 0.10 | 139.665 | 143.659 | 137.979 | ||
| 496 | 2013.01.25 11:14 | s/l | 248 | 0.10 | 143.657 | 143.659 | 137.979 | -39920.00 | 1155330.00 |
| 497 | 2013.01.29 03:00 | sell | 249 | 0.10 | 142.033 | 144.818 | 140.347 | ||
| 498 | 2013.01.31 18:48 | s/l | 249 | 0.10 | 144.820 | 144.818 | 140.347 | -27870.00 | 1127460.00 |
| 499 | 2013.02.05 10:00 | sell | 250 | 0.10 | 145.038 | 146.629 | 143.350 | ||
| 500 | 2013.02.05 11:28 | s/l | 250 | 0.10 | 146.636 | 146.629 | 143.350 | -15980.00 | 1111480.00 |
| 501 | 2013.02.08 13:00 | sell | 251 | 0.10 | 145.814 | 147.988 | 144.143 | ||
| 502 | 2013.02.14 17:06 | t/p | 251 | 0.10 | 144.137 | 147.988 | 144.143 | 16770.00 | 1128250.00 |
| 503 | 2013.02.14 18:00 | sell | 252 | 0.10 | 144.479 | 147.988 | 142.791 | ||
| 504 | 2013.02.15 11:49 | t/p | 252 | 0.10 | 142.797 | 147.988 | 142.791 | 16820.00 | 1145070.00 |
| 505 | 2013.02.19 19:00 | sell | 253 | 0.10 | 144.349 | 147.988 | 142.665 | ||
| 506 | 2013.02.20 22:53 | t/p | 253 | 0.10 | 142.666 | 147.988 | 142.665 | 16830.00 | 1161900.00 |
| 507 | 2013.02.21 00:00 | sell | 254 | 0.10 | 142.521 | 146.517 | 140.837 | ||
| 508 | 2013.02.21 08:00 | close | 254 | 0.10 | 141.541 | 146.517 | 140.837 | 9800.00 | 1171700.00 |
| 509 | 2013.02.25 20:00 | sell | 255 | 0.10 | 141.498 | 145.504 | 139.824 | ||
| 510 | 2013.02.25 21:01 | t/p | 255 | 0.10 | 139.821 | 145.504 | 139.824 | 16770.00 | 1188470.00 |
| 511 | 2013.02.25 22:00 | sell | 256 | 0.10 | 140.663 | 144.664 | 138.984 | ||
| 512 | 2013.02.25 22:30 | t/p | 256 | 0.10 | 138.959 | 144.664 | 138.984 | 17040.00 | 1205510.00 |
| 513 | 2013.03.05 00:00 | buy | 257 | 0.10 | 141.315 | 139.127 | 142.740 | ||
| 514 | 2013.03.07 06:00 | sell | 258 | 0.10 | 140.718 | 141.510 | 139.303 | ||
| 515 | 2013.03.07 14:00 | s/l | 258 | 0.10 | 141.607 | 141.510 | 139.303 | -8890.00 | 1196620.00 |
| 516 | 2013.03.07 18:31 | t/p | 257 | 0.10 | 142.743 | 139.127 | 142.740 | 14280.00 | 1210900.00 |
| 517 | 2013.03.12 14:00 | sell | 259 | 0.10 | 142.497 | 144.777 | 141.079 | ||
| 518 | 2013.03.14 19:16 | s/l | 259 | 0.10 | 144.790 | 144.777 | 141.079 | -22930.00 | 1187970.00 |
| 519 | 2013.03.18 10:00 | sell | 260 | 0.10 | 142.719 | 146.709 | 141.029 | ||
| 520 | 2013.04.02 15:29 | t/p | 260 | 0.10 | 141.033 | 146.709 | 141.029 | 16860.00 | 1204830.00 |
| 521 | 2013.04.12 20:00 | sell | 261 | 0.10 | 152.001 | 153.879 | 150.579 | ||
| 522 | 2013.04.15 00:00 | close | 261 | 0.10 | 150.731 | 153.879 | 150.579 | 12700.00 | 1217530.00 |
| 523 | 2013.04.15 01:00 | sell | 262 | 0.10 | 150.858 | 153.879 | 149.394 | ||
| 524 | 2013.04.15 06:00 | close | 262 | 0.10 | 150.435 | 153.879 | 149.394 | 4230.00 | 1221760.00 |
| 525 | 2013.04.23 08:00 | sell | 263 | 0.10 | 150.806 | 152.535 | 149.389 | ||
| 526 | 2013.04.25 11:30 | s/l | 263 | 0.10 | 152.531 | 152.535 | 149.389 | -17250.00 | 1204510.00 |
| 527 | 2013.04.25 13:00 | buy | 264 | 0.10 | 153.059 | 149.966 | 154.488 | ||
| 528 | 2013.05.03 16:45 | t/p | 264 | 0.10 | 154.488 | 149.966 | 154.488 | 14290.00 | 1218800.00 |
| 529 | 2013.05.07 19:00 | sell | 265 | 0.10 | 153.105 | 154.806 | 151.431 | ||
| 530 | 2013.05.09 20:56 | s/l | 265 | 0.10 | 154.844 | 154.806 | 151.431 | -17390.00 | 1201410.00 |
| 531 | 2013.05.10 00:02 | buy | 266 | 0.10 | 155.462 | 152.744 | 156.840 | ||
| 532 | 2013.05.10 11:00 | close | 266 | 0.10 | 156.440 | 152.744 | 156.840 | 9780.00 | 1211190.00 |
| 533 | 2013.05.20 16:00 | sell | 267 | 0.10 | 155.717 | 156.775 | 154.028 | ||
| 534 | 2013.05.23 08:26 | t/p | 267 | 0.10 | 154.028 | 156.775 | 154.028 | 16890.00 | 1228080.00 |
| 535 | 2013.05.23 13:00 | sell | 268 | 0.10 | 152.559 | 156.556 | 150.876 | ||
| 536 | 2013.06.06 19:24 | t/p | 268 | 0.10 | 150.869 | 156.556 | 150.876 | 16900.00 | 1244980.00 |
| 537 | 2013.06.06 21:00 | sell | 269 | 0.10 | 151.451 | 155.446 | 149.766 | ||
| 538 | 2013.06.07 07:17 | t/p | 269 | 0.10 | 149.775 | 155.446 | 149.766 | 16760.00 | 1261740.00 |
| 539 | 2013.06.07 08:00 | sell | 270 | 0.10 | 150.266 | 154.269 | 148.589 | ||
| 540 | 2013.06.07 12:00 | close | 270 | 0.10 | 150.217 | 154.269 | 148.589 | 490.00 | 1262230.00 |
| 541 | 2013.06.19 03:00 | buy | 271 | 0.10 | 149.438 | 145.434 | 151.114 | ||
| 542 | 2013.06.20 10:21 | t/p | 271 | 0.10 | 151.122 | 145.434 | 151.114 | 16840.00 | 1279070.00 |
| 543 | 2013.06.28 07:00 | buy | 272 | 0.10 | 150.941 | 146.943 | 152.623 | ||
| 544 | 2013.07.02 19:14 | t/p | 272 | 0.10 | 152.626 | 146.943 | 152.623 | 16850.00 | 1295920.00 |
| 545 | 2013.07.09 10:00 | buy | 273 | 0.10 | 151.546 | 147.543 | 153.223 | ||
| 546 | 2013.07.19 03:13 | t/p | 273 | 0.10 | 153.218 | 147.543 | 153.223 | 16720.00 | 1312640.00 |
| 547 | 2013.07.25 15:00 | sell | 274 | 0.10 | 152.559 | 156.565 | 150.885 | ||
| 548 | 2013.07.26 17:29 | t/p | 274 | 0.10 | 150.879 | 156.565 | 150.885 | 16800.00 | 1329440.00 |
| 549 | 2013.08.01 16:00 | buy | 275 | 0.10 | 150.241 | 147.095 | 151.920 | ||
| 550 | 2013.08.13 17:05 | t/p | 275 | 0.10 | 151.921 | 147.095 | 151.920 | 16800.00 | 1346240.00 |
| 551 | 2013.08.13 19:00 | buy | 276 | 0.10 | 151.531 | 147.541 | 153.221 | ||
| 552 | 2013.08.15 15:31 | t/p | 276 | 0.10 | 153.238 | 147.541 | 153.221 | 17070.00 | 1363310.00 |
| 553 | 2013.08.27 05:00 | sell | 277 | 0.10 | 152.849 | 154.682 | 151.159 | ||
| 554 | 2013.08.27 15:13 | t/p | 277 | 0.10 | 151.163 | 154.682 | 151.159 | 16860.00 | 1380170.00 |
| 555 | 2013.09.06 12:00 | sell | 278 | 0.10 | 155.222 | 156.445 | 153.544 | ||
| 556 | 2013.09.09 02:45 | s/l | 278 | 0.10 | 156.455 | 156.445 | 153.544 | -12330.00 | 1367840.00 |
| 557 | 2013.09.17 06:00 | buy | 279 | 0.10 | 157.848 | 156.694 | 159.271 | ||
| 558 | 2013.09.19 10:24 | t/p | 279 | 0.10 | 159.283 | 156.694 | 159.271 | 14350.00 | 1382190.00 |
| 559 | 2013.09.19 12:00 | buy | 280 | 0.10 | 158.918 | 156.956 | 160.334 | ||
| 560 | 2013.09.30 01:00 | sell | 281 | 0.10 | 157.824 | 160.001 | 156.126 | ||
| 561 | 2013.10.03 18:53 | s/l | 280 | 0.10 | 156.948 | 156.956 | 160.334 | -19700.00 | 1362490.00 |
| 562 | 2013.10.04 12:59 | t/p | 281 | 0.10 | 156.126 | 160.001 | 156.126 | 16980.00 | 1379470.00 |
| 563 | 2013.10.04 14:00 | sell | 282 | 0.10 | 155.982 | 160.001 | 154.307 | ||
| 564 | 2013.10.04 15:00 | close | 282 | 0.10 | 155.935 | 160.001 | 154.307 | 470.00 | 1379940.00 |
| 565 | 2013.10.04 15:00 | sell | 283 | 0.10 | 155.914 | 159.920 | 154.240 | ||
| 566 | 2013.11.13 16:00 | close | 283 | 0.10 | 158.808 | 159.920 | 154.240 | -28940.00 | 1351000.00 |
| 567 | 2013.11.19 05:00 | sell | 284 | 0.10 | 160.603 | 161.773 | 158.929 | ||
| 568 | 2013.11.21 08:03 | s/l | 284 | 0.10 | 161.778 | 161.773 | 158.929 | -11750.00 | 1339250.00 |
| 569 | 2013.12.06 20:00 | buy | 285 | 0.10 | 168.090 | 165.870 | 169.514 | ||
| 570 | 2013.12.09 19:31 | t/p | 285 | 0.10 | 169.520 | 165.870 | 169.514 | 14300.00 | 1353550.00 |
| 571 | 2013.12.13 04:00 | buy | 286 | 0.10 | 169.297 | 167.529 | 170.709 | ||
| 572 | 2013.12.16 05:19 | s/l | 286 | 0.10 | 167.533 | 167.529 | 170.709 | -17640.00 | 1335910.00 |
| 573 | 2013.12.18 17:00 | buy | 287 | 0.10 | 168.866 | 166.580 | 170.282 | ||
| 574 | 2013.12.18 22:00 | close | 287 | 0.10 | 170.067 | 166.580 | 170.282 | 12010.00 | 1347920.00 |
| 575 | 2013.12.23 00:03 | sell | 288 | 0.10 | 169.923 | 171.206 | 168.194 | ||
| 576 | 2013.12.26 02:27 | s/l | 288 | 0.10 | 171.213 | 171.206 | 168.194 | -12900.00 | 1335020.00 |
| 577 | 2014.01.02 20:00 | sell | 289 | 0.10 | 172.385 | 174.854 | 170.714 | ||
| 578 | 2014.01.03 05:00 | close | 289 | 0.10 | 171.370 | 174.854 | 170.714 | 10150.00 | 1345170.00 |
| 579 | 2014.01.10 18:00 | sell | 290 | 0.10 | 171.680 | 174.854 | 169.994 | ||
| 580 | 2014.01.13 10:25 | t/p | 290 | 0.10 | 169.987 | 174.854 | 169.994 | 16930.00 | 1362100.00 |
| 581 | 2014.01.13 12:00 | sell | 291 | 0.10 | 169.917 | 173.911 | 168.231 | ||
| 582 | 2014.01.13 13:00 | close | 291 | 0.10 | 169.983 | 173.911 | 168.231 | -660.00 | 1361440.00 |
| 583 | 2014.01.16 19:00 | sell | 292 | 0.10 | 170.443 | 174.435 | 168.755 | ||
| 584 | 2014.01.24 13:00 | close | 292 | 0.10 | 170.395 | 174.435 | 168.755 | 480.00 | 1361920.00 |
| 585 | 2014.01.29 17:00 | sell | 293 | 0.10 | 169.285 | 173.284 | 167.604 | ||
| 586 | 2014.01.30 13:00 | close | 293 | 0.10 | 168.463 | 173.284 | 167.604 | 8220.00 | 1370140.00 |
| 587 | 2014.01.30 13:00 | sell | 294 | 0.10 | 168.435 | 172.433 | 166.753 | ||
| 588 | 2014.02.03 11:50 | t/p | 294 | 0.10 | 166.745 | 172.433 | 166.753 | 16900.00 | 1387040.00 |
| 589 | 2014.02.06 19:00 | buy | 295 | 0.10 | 166.461 | 163.876 | 167.889 | ||
| 590 | 2014.02.07 16:29 | t/p | 295 | 0.10 | 167.896 | 163.876 | 167.889 | 14350.00 | 1401390.00 |
| 591 | 2014.02.07 18:00 | buy | 296 | 0.10 | 167.578 | 163.876 | 168.999 | ||
| 592 | 2014.02.11 18:45 | t/p | 296 | 0.10 | 168.992 | 163.876 | 168.999 | 14140.00 | 1415530.00 |
| 593 | 2014.02.19 15:00 | sell | 297 | 0.10 | 169.749 | 171.904 | 168.319 | ||
| 594 | 2014.03.06 14:01 | s/l | 297 | 0.10 | 171.920 | 171.904 | 168.319 | -21710.00 | 1393820.00 |
| 595 | 2014.03.10 17:00 | sell | 298 | 0.10 | 171.902 | 174.854 | 170.214 | ||
| 596 | 2014.03.12 13:51 | t/p | 298 | 0.10 | 170.197 | 174.854 | 170.214 | 17050.00 | 1410870.00 |
| 597 | 2014.03.12 15:00 | sell | 299 | 0.10 | 170.545 | 174.550 | 168.870 | ||
| 598 | 2014.03.13 21:21 | t/p | 299 | 0.10 | 168.861 | 174.550 | 168.870 | 16840.00 | 1427710.00 |
| 599 | 2014.03.18 03:00 | buy | 300 | 0.10 | 169.561 | 165.567 | 171.247 | ||
| 600 | 2014.03.28 18:28 | t/p | 300 | 0.10 | 171.253 | 165.567 | 171.247 | 16920.00 | 1444630.00 |