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 |
| 751 | 2016.03.15 14:00 | sell | 376 | 0.10 | 160.154 | 164.116 | 158.727 | ||
| 752 | 2016.03.15 15:00 | close | 376 | 0.10 | 159.871 | 164.116 | 158.727 | 2830.00 | 1942910.00 |
| 753 | 2016.03.17 11:00 | sell | 377 | 0.10 | 159.306 | 163.307 | 157.887 | ||
| 754 | 2016.03.28 03:00 | buy | 378 | 0.10 | 160.338 | 156.333 | 162.013 | ||
| 755 | 2016.03.29 11:53 | t/p | 378 | 0.10 | 162.016 | 156.333 | 162.013 | 16780.00 | 1959690.00 |
| 756 | 2016.03.30 17:00 | buy | 379 | 0.10 | 162.378 | 158.381 | 164.061 | ||
| 757 | 2016.04.01 21:00 | close | 377 | 0.10 | 158.862 | 163.307 | 157.887 | 4440.00 | 1964130.00 |
| 758 | 2016.04.04 08:23 | s/l | 379 | 0.10 | 158.380 | 158.381 | 164.061 | -39980.00 | 1924150.00 |
| 759 | 2016.04.15 18:00 | sell | 380 | 0.10 | 154.172 | 155.774 | 152.742 | ||
| 760 | 2016.04.18 09:10 | t/p | 380 | 0.10 | 152.749 | 155.774 | 152.742 | 14230.00 | 1938380.00 |
| 761 | 2016.04.21 14:00 | buy | 381 | 0.10 | 157.787 | 153.793 | 159.213 | ||
| 762 | 2016.04.22 14:10 | t/p | 381 | 0.10 | 159.215 | 153.793 | 159.213 | 14280.00 | 1952660.00 |
| 763 | 2016.04.26 17:00 | buy | 382 | 0.10 | 162.392 | 158.390 | 163.810 | ||
| 764 | 2016.04.28 06:03 | s/l | 382 | 0.10 | 158.359 | 158.390 | 163.810 | -40330.00 | 1912330.00 |
| 765 | 2016.05.09 14:00 | buy | 383 | 0.10 | 156.010 | 153.635 | 157.433 | ||
| 766 | 2016.05.10 11:51 | t/p | 383 | 0.10 | 157.426 | 153.635 | 157.433 | 14160.00 | 1926490.00 |
| 767 | 2016.05.12 16:00 | buy | 384 | 0.10 | 158.102 | 154.275 | 159.521 | ||
| 768 | 2016.05.18 16:15 | t/p | 384 | 0.10 | 159.541 | 154.275 | 159.521 | 14390.00 | 1940880.00 |
| 769 | 2016.05.20 22:00 | sell | 385 | 0.10 | 159.890 | 163.881 | 158.201 | ||
| 770 | 2016.05.23 18:44 | t/p | 385 | 0.10 | 158.190 | 163.881 | 158.201 | 17000.00 | 1957880.00 |
| 771 | 2016.06.23 02:00 | buy | 386 | 0.10 | 154.982 | 150.920 | 156.358 | ||
| 772 | 2016.06.23 13:16 | t/p | 386 | 0.10 | 156.363 | 150.920 | 156.358 | 13810.00 | 1971690.00 |
| 773 | 2016.07.05 06:00 | sell | 387 | 0.10 | 135.304 | 138.863 | 133.878 | ||
| 774 | 2016.07.05 10:45 | t/p | 387 | 0.10 | 133.879 | 138.863 | 133.878 | 14250.00 | 1985940.00 |
| 775 | 2016.07.05 13:00 | sell | 388 | 0.10 | 133.742 | 137.748 | 132.328 | ||
| 776 | 2016.07.05 15:00 | close | 388 | 0.10 | 133.530 | 137.748 | 132.328 | 2120.00 | 1988060.00 |
| 777 | 2016.07.20 05:00 | sell | 389 | 0.10 | 138.645 | 142.644 | 137.224 | ||
| 778 | 2016.07.26 04:01 | t/p | 389 | 0.10 | 137.222 | 142.644 | 137.224 | 14230.00 | 2002290.00 |
| 779 | 2016.07.26 05:00 | sell | 390 | 0.10 | 137.430 | 141.439 | 136.019 | ||
| 780 | 2016.07.26 08:00 | close | 390 | 0.10 | 136.868 | 141.439 | 136.019 | 5620.00 | 2007910.00 |
| 781 | 2016.07.26 09:00 | sell | 391 | 0.10 | 136.923 | 140.915 | 135.495 | ||
| 782 | 2016.07.26 10:00 | close | 391 | 0.10 | 136.520 | 140.915 | 135.495 | 4030.00 | 2011940.00 |
| 783 | 2016.07.29 09:00 | sell | 392 | 0.10 | 136.521 | 139.937 | 135.100 | ||
| 784 | 2016.07.29 20:46 | t/p | 392 | 0.10 | 135.108 | 139.937 | 135.100 | 14130.00 | 2026070.00 |
| 785 | 2016.08.04 17:00 | sell | 393 | 0.10 | 132.651 | 136.281 | 131.235 | ||
| 786 | 2016.08.11 11:00 | t/p | 393 | 0.10 | 131.225 | 136.281 | 131.235 | 14260.00 | 2040330.00 |
| 787 | 2016.08.11 12:00 | sell | 394 | 0.10 | 131.204 | 134.038 | 129.794 | ||
| 788 | 2016.08.16 05:38 | t/p | 394 | 0.10 | 129.802 | 134.038 | 129.794 | 14020.00 | 2054350.00 |
| 789 | 2016.08.29 01:00 | buy | 395 | 0.10 | 133.727 | 129.729 | 135.409 | ||
| 790 | 2016.08.31 11:12 | t/p | 395 | 0.10 | 135.410 | 129.729 | 135.409 | 16830.00 | 2071180.00 |
| 791 | 2016.08.31 13:00 | buy | 396 | 0.10 | 135.460 | 131.464 | 137.144 | ||
| 792 | 2016.09.01 11:32 | t/p | 396 | 0.10 | 137.148 | 131.464 | 137.144 | 16880.00 | 2088060.00 |
| 793 | 2016.09.01 13:00 | buy | 397 | 0.10 | 137.219 | 133.217 | 138.897 | ||
| 794 | 2016.09.06 18:00 | close | 397 | 0.10 | 137.259 | 133.217 | 138.897 | 400.00 | 2088460.00 |
| 795 | 2016.09.06 21:00 | sell | 398 | 0.10 | 137.096 | 138.850 | 135.678 | ||
| 796 | 2016.09.07 12:59 | t/p | 398 | 0.10 | 135.687 | 138.850 | 135.678 | 14090.00 | 2102550.00 |
| 797 | 2016.09.07 15:00 | sell | 399 | 0.10 | 135.830 | 138.850 | 134.403 | ||
| 798 | 2016.09.16 13:23 | t/p | 399 | 0.10 | 134.395 | 138.850 | 134.403 | 14350.00 | 2116900.00 |
| 799 | 2016.09.28 11:00 | buy | 400 | 0.10 | 131.069 | 129.211 | 132.745 | ||
| 800 | 2016.10.07 02:07 | s/l | 400 | 0.10 | 129.182 | 129.211 | 132.745 | -18870.00 | 2098030.00 |
| 801 | 2016.10.14 15:00 | buy | 401 | 0.10 | 127.754 | 124.828 | 129.167 | ||
| 802 | 2016.11.04 17:52 | t/p | 401 | 0.10 | 129.168 | 124.828 | 129.167 | 14140.00 | 2112170.00 |
| 803 | 2016.11.07 04:00 | buy | 402 | 0.10 | 129.925 | 125.929 | 131.609 | ||
| 804 | 2016.11.09 21:57 | t/p | 402 | 0.10 | 131.611 | 125.929 | 131.609 | 16860.00 | 2129030.00 |
| 805 | 2016.12.05 12:00 | buy | 403 | 0.10 | 145.110 | 141.102 | 146.522 | ||
| 806 | 2016.12.13 11:27 | t/p | 403 | 0.10 | 146.534 | 141.102 | 146.522 | 14240.00 | 2143270.00 |
| 807 | 2016.12.14 22:00 | buy | 404 | 0.10 | 146.623 | 143.369 | 148.047 | ||
| 808 | 2016.12.15 12:18 | t/p | 404 | 0.10 | 148.047 | 143.369 | 148.047 | 14240.00 | 2157510.00 |
| 809 | 2016.12.15 14:00 | buy | 405 | 0.10 | 147.820 | 144.916 | 149.232 | ||
| 810 | 2016.12.19 15:26 | s/l | 405 | 0.10 | 144.910 | 144.916 | 149.232 | -29100.00 | 2128410.00 |
| 811 | 2016.12.27 21:00 | buy | 406 | 0.10 | 144.256 | 143.373 | 145.670 | ||
| 812 | 2016.12.28 20:55 | s/l | 406 | 0.10 | 143.376 | 143.373 | 145.670 | -8800.00 | 2119610.00 |
| 813 | 2016.12.28 22:00 | sell | 407 | 0.10 | 143.184 | 147.189 | 141.509 | ||
| 814 | 2017.01.09 15:19 | t/p | 407 | 0.10 | 141.514 | 147.189 | 141.509 | 16700.00 | 2136310.00 |
| 815 | 2017.01.09 17:00 | sell | 408 | 0.10 | 141.313 | 145.303 | 139.623 | ||
| 816 | 2017.01.10 05:00 | close | 408 | 0.10 | 140.662 | 145.303 | 139.623 | 6510.00 | 2142820.00 |
| 817 | 2017.01.12 04:00 | sell | 409 | 0.10 | 140.056 | 144.059 | 138.379 | ||
| 818 | 2017.01.16 00:00 | t/p | 409 | 0.10 | 137.224 | 144.059 | 138.379 | 28320.00 | 2171140.00 |
| 819 | 2017.01.23 19:00 | sell | 410 | 0.10 | 140.952 | 144.949 | 139.269 | ||
| 820 | 2017.02.02 18:00 | close | 410 | 0.10 | 140.837 | 144.949 | 139.269 | 1150.00 | 2172290.00 |
| 821 | 2017.02.02 19:00 | sell | 411 | 0.10 | 141.058 | 145.051 | 139.371 | ||
| 822 | 2017.02.06 20:38 | t/p | 411 | 0.10 | 139.358 | 145.051 | 139.371 | 17000.00 | 2189290.00 |
| 823 | 2017.02.09 13:00 | buy | 412 | 0.10 | 141.158 | 137.158 | 142.838 | ||
| 824 | 2017.02.14 12:00 | close | 412 | 0.10 | 141.510 | 137.158 | 142.838 | 3520.00 | 2192810.00 |
| 825 | 2017.02.22 01:00 | buy | 413 | 0.10 | 141.887 | 137.882 | 143.562 | ||
| 826 | 2017.03.22 17:43 | s/l | 413 | 0.10 | 137.887 | 137.882 | 143.562 | -40000.00 | 2152810.00 |
| 827 | 2017.03.28 12:00 | buy | 414 | 0.10 | 139.386 | 136.455 | 141.060 | ||
| 828 | 2017.04.13 20:05 | s/l | 414 | 0.10 | 136.460 | 136.455 | 141.060 | -29260.00 | 2123550.00 |
| 829 | 2017.04.17 23:00 | buy | 415 | 0.10 | 136.861 | 135.597 | 138.546 | ||
| 830 | 2017.04.18 16:26 | t/p | 415 | 0.10 | 138.552 | 135.597 | 138.546 | 16910.00 | 2140460.00 |
| 831 | 2017.04.18 18:00 | buy | 416 | 0.10 | 138.763 | 135.597 | 140.448 | ||
| 832 | 2017.04.18 22:00 | close | 416 | 0.10 | 139.309 | 135.597 | 140.448 | 5460.00 | 2145920.00 |
| 833 | 2017.05.17 03:00 | sell | 417 | 0.10 | 145.556 | 148.127 | 143.871 | ||
| 834 | 2017.05.17 20:32 | t/p | 417 | 0.10 | 143.862 | 148.127 | 143.871 | 16940.00 | 2162860.00 |
| 835 | 2017.05.17 22:00 | sell | 418 | 0.10 | 143.952 | 147.958 | 142.278 | ||
| 836 | 2017.05.26 17:59 | t/p | 418 | 0.10 | 142.273 | 147.958 | 142.278 | 16790.00 | 2179650.00 |
| 837 | 2017.05.26 18:00 | sell | 419 | 0.10 | 142.272 | 146.274 | 140.594 | ||
| 838 | 2017.06.09 00:01 | t/p | 419 | 0.10 | 140.591 | 146.274 | 140.594 | 16810.00 | 2196460.00 |
| 839 | 2017.06.14 11:00 | buy | 420 | 0.10 | 140.829 | 136.839 | 142.519 | ||
| 840 | 2017.06.16 14:00 | close | 420 | 0.10 | 142.158 | 136.839 | 142.519 | 13290.00 | 2209750.00 |
| 841 | 2017.06.23 14:00 | buy | 421 | 0.10 | 141.697 | 137.697 | 143.377 | ||
| 842 | 2017.06.27 17:57 | t/p | 421 | 0.10 | 143.377 | 137.697 | 143.377 | 16800.00 | 2226550.00 |
| 843 | 2017.07.11 22:00 | sell | 422 | 0.10 | 146.273 | 148.127 | 144.603 | ||
| 844 | 2017.07.21 16:34 | t/p | 422 | 0.10 | 144.600 | 148.127 | 144.603 | 16730.00 | 2243280.00 |
| 845 | 2017.07.21 18:00 | sell | 423 | 0.10 | 144.332 | 148.127 | 142.660 | ||
| 846 | 2017.08.09 03:49 | t/p | 423 | 0.10 | 142.668 | 148.127 | 142.660 | 16640.00 | 2259920.00 |
| 847 | 2017.08.15 05:00 | buy | 424 | 0.10 | 142.862 | 138.855 | 144.535 | ||
| 848 | 2017.09.12 09:57 | t/p | 424 | 0.10 | 144.544 | 138.855 | 144.535 | 16820.00 | 2276740.00 |
| 849 | 2017.09.27 15:00 | buy | 425 | 0.10 | 151.508 | 149.749 | 152.932 | ||
| 850 | 2017.10.02 15:12 | s/l | 425 | 0.10 | 149.746 | 149.749 | 152.932 | -17620.00 | 2259120.00 |
| 851 | 2017.10.09 15:00 | buy | 426 | 0.10 | 148.443 | 146.944 | 149.854 | ||
| 852 | 2017.10.12 16:00 | sell | 427 | 0.10 | 147.704 | 151.705 | 146.025 | ||
| 853 | 2017.10.23 00:00 | t/p | 426 | 0.10 | 150.098 | 146.944 | 149.854 | 16550.00 | 2275670.00 |
| 854 | 2017.11.01 12:30 | s/l | 427 | 0.10 | 151.704 | 151.705 | 146.025 | -40000.00 | 2235670.00 |
| 855 | 2017.11.02 17:00 | sell | 428 | 0.10 | 149.522 | 152.876 | 147.842 | ||
| 856 | 2017.11.02 19:00 | close | 428 | 0.10 | 148.821 | 152.876 | 147.842 | 7010.00 | 2242680.00 |
| 857 | 2017.11.02 20:00 | sell | 429 | 0.10 | 149.049 | 152.876 | 147.376 | ||
| 858 | 2017.11.28 17:49 | t/p | 429 | 0.10 | 147.378 | 152.876 | 147.376 | 16710.00 | 2259390.00 |
| 859 | 2017.12.06 07:00 | sell | 430 | 0.10 | 150.628 | 152.969 | 148.944 | ||
| 860 | 2017.12.08 06:47 | s/l | 430 | 0.10 | 152.980 | 152.969 | 148.944 | -23520.00 | 2235870.00 |
| 861 | 2017.12.13 22:00 | sell | 431 | 0.10 | 150.905 | 153.428 | 149.219 | ||
| 862 | 2018.01.05 08:04 | s/l | 431 | 0.10 | 153.433 | 153.428 | 149.219 | -25280.00 | 2210590.00 |
| 863 | 2018.01.09 05:00 | sell | 432 | 0.10 | 152.875 | 153.688 | 151.185 | ||
| 864 | 2018.01.10 09:31 | t/p | 432 | 0.10 | 151.178 | 153.688 | 151.185 | 16970.00 | 2227560.00 |
| 865 | 2018.01.10 11:00 | sell | 433 | 0.10 | 151.113 | 153.688 | 149.428 | ||
| 866 | 2018.01.17 20:09 | s/l | 433 | 0.10 | 153.680 | 153.688 | 149.428 | -25670.00 | 2201890.00 |
| 867 | 2018.01.17 23:00 | buy | 434 | 0.10 | 154.004 | 150.495 | 155.420 | ||
| 868 | 2018.01.19 19:00 | sell | 435 | 0.10 | 153.174 | 154.599 | 151.491 | ||
| 869 | 2018.01.22 17:41 | s/l | 435 | 0.10 | 154.606 | 154.599 | 151.491 | -14320.00 | 2187570.00 |
| 870 | 2018.01.24 17:16 | t/p | 434 | 0.10 | 155.413 | 150.495 | 155.420 | 14090.00 | 2201660.00 |
| 871 | 2018.01.26 20:00 | sell | 436 | 0.10 | 153.910 | 156.103 | 152.238 | ||
| 872 | 2018.01.29 14:00 | close | 436 | 0.10 | 152.869 | 156.103 | 152.238 | 10410.00 | 2212070.00 |
| 873 | 2018.02.05 04:00 | sell | 437 | 0.10 | 155.106 | 156.627 | 153.432 | ||
| 874 | 2018.02.05 22:05 | t/p | 437 | 0.10 | 153.436 | 156.627 | 153.432 | 16700.00 | 2228770.00 |
| 875 | 2018.02.20 13:00 | buy | 438 | 0.10 | 149.942 | 147.961 | 151.616 | ||
| 876 | 2018.02.28 14:31 | s/l | 438 | 0.10 | 147.953 | 147.961 | 151.616 | -19890.00 | 2208880.00 |
| 877 | 2018.03.01 00:00 | sell | 439 | 0.10 | 146.777 | 150.030 | 145.356 | ||
| 878 | 2018.03.01 04:00 | close | 439 | 0.10 | 146.683 | 150.030 | 145.356 | 940.00 | 2209820.00 |
| 879 | 2018.03.06 00:02 | buy | 440 | 0.10 | 147.089 | 145.005 | 148.771 | ||
| 880 | 2018.03.13 12:26 | t/p | 440 | 0.10 | 148.776 | 145.005 | 148.771 | 16870.00 | 2226690.00 |
| 881 | 2018.03.13 14:00 | buy | 441 | 0.10 | 148.957 | 144.985 | 150.635 | ||
| 882 | 2018.03.27 11:00 | close | 441 | 0.10 | 149.614 | 144.985 | 150.635 | 6570.00 | 2233260.00 |
| 883 | 2018.03.28 22:00 | buy | 442 | 0.10 | 150.510 | 146.515 | 152.195 | ||
| 884 | 2018.04.11 10:30 | t/p | 442 | 0.10 | 152.217 | 146.515 | 152.195 | 17070.00 | 2250330.00 |
| 885 | 2018.04.18 13:00 | sell | 443 | 0.10 | 152.177 | 156.176 | 150.496 | ||
| 886 | 2018.04.27 13:59 | t/p | 443 | 0.10 | 150.489 | 156.176 | 150.496 | 16880.00 | 2267210.00 |
| 887 | 2018.05.09 05:00 | buy | 444 | 0.10 | 148.291 | 144.985 | 149.974 | ||
| 888 | 2018.05.18 05:37 | t/p | 444 | 0.10 | 149.978 | 144.985 | 149.974 | 16870.00 | 2284080.00 |
| 889 | 2018.05.31 13:00 | buy | 445 | 0.10 | 145.187 | 143.195 | 146.872 | ||
| 890 | 2018.06.04 12:27 | t/p | 445 | 0.10 | 146.880 | 143.195 | 146.872 | 16930.00 | 2301010.00 |
| 891 | 2018.06.05 13:00 | buy | 446 | 0.10 | 146.889 | 143.195 | 148.564 | ||
| 892 | 2018.06.07 15:00 | close | 446 | 0.10 | 147.398 | 143.195 | 148.564 | 5090.00 | 2306100.00 |
| 893 | 2018.06.12 12:00 | buy | 447 | 0.10 | 147.714 | 143.715 | 149.395 | ||
| 894 | 2018.07.20 13:00 | close | 447 | 0.10 | 146.388 | 143.715 | 149.395 | -13260.00 | 2292840.00 |
| 895 | 2018.07.25 03:00 | buy | 448 | 0.10 | 146.339 | 143.195 | 148.017 | ||
| 896 | 2018.08.08 11:28 | s/l | 448 | 0.10 | 143.176 | 143.195 | 148.017 | -31630.00 | 2261210.00 |
| 897 | 2018.08.21 08:00 | buy | 449 | 0.10 | 141.229 | 139.896 | 142.912 | ||
| 898 | 2018.08.23 13:47 | t/p | 449 | 0.10 | 142.928 | 139.896 | 142.912 | 16990.00 | 2278200.00 |
| 899 | 2018.08.24 12:00 | buy | 450 | 0.10 | 143.026 | 139.896 | 144.699 | ||
| 900 | 2018.08.29 17:01 | t/p | 450 | 0.10 | 144.699 | 139.896 | 144.699 | 16730.00 | 2294930.00 |