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 |
1051 | 2021.04.06 17:00 | sell | 526 | 0.10 | 152.072 | 153.432 | 150.383 | |
1052 | 2021.04.08 11:16 | t/p | 526 | 0.10 | 150.376 | 153.432 | 150.383 | 16960.00 | 2547350.00 |
1053 | 2021.04.08 16:00 | sell | 527 | 0.10 | 150.160 | 153.432 | 148.484 | |
1054 | 2021.05.10 14:14 | s/l | 527 | 0.10 | 153.438 | 153.432 | 148.484 | -32780.00 | 2514570.00 |
1055 | 2021.05.19 19:00 | sell | 528 | 0.10 | 154.097 | 154.848 | 152.409 | |
1056 | 2021.05.27 15:00 | s/l | 528 | 0.10 | 154.850 | 154.848 | 152.409 | -7530.00 | 2507040.00 |
1057 | 2021.06.01 14:00 | sell | 529 | 0.10 | 155.401 | 156.093 | 153.722 | |
1058 | 2021.06.17 18:10 | t/p | 529 | 0.10 | 153.718 | 156.093 | 153.722 | 16830.00 | 2523870.00 |
1059 | 2021.06.17 20:00 | sell | 530 | 0.10 | 153.290 | 156.093 | 151.606 | |
1060 | 2021.06.21 06:26 | t/p | 530 | 0.10 | 151.601 | 156.093 | 151.606 | 16890.00 | 2540760.00 |
1061 | 2021.06.25 11:00 | sell | 531 | 0.10 | 154.052 | 156.093 | 152.376 | |
1062 | 2021.07.06 19:35 | t/p | 531 | 0.10 | 152.365 | 156.093 | 152.376 | 16870.00 | 2557630.00 |
1063 | 2021.07.09 22:00 | buy | 532 | 0.10 | 153.021 | 149.533 | 154.698 | |
1064 | 2021.07.19 17:05 | s/l | 532 | 0.10 | 149.537 | 149.533 | 154.698 | -34840.00 | 2522790.00 |
1065 | 2021.07.21 18:00 | buy | 533 | 0.10 | 150.869 | 148.457 | 152.542 | |
1066 | 2021.07.26 16:35 | t/p | 533 | 0.10 | 152.548 | 148.457 | 152.542 | 16790.00 | 2539580.00 |
1067 | 2021.07.26 18:00 | buy | 534 | 0.10 | 152.483 | 148.477 | 154.157 | |
1068 | 2021.09.02 19:00 | close | 534 | 0.10 | 152.065 | 148.477 | 154.157 | -4180.00 | 2535400.00 |
1069 | 2021.09.02 19:00 | buy | 535 | 0.10 | 152.091 | 148.457 | 153.773 | |
1070 | 2021.10.11 08:41 | t/p | 535 | 0.10 | 153.773 | 148.457 | 153.773 | 16820.00 | 2552220.00 |
1071 | 2021.10.22 20:00 | sell | 536 | 0.10 | 156.069 | 158.235 | 154.381 | |
1072 | 2021.10.26 12:00 | buy | 537 | 0.10 | 157.144 | 155.924 | 158.573 | |
1073 | 2021.10.27 12:05 | s/l | 537 | 0.10 | 155.934 | 155.924 | 158.573 | -12100.00 | 2540120.00 |
1074 | 2021.11.04 15:16 | t/p | 536 | 0.10 | 154.380 | 158.235 | 154.381 | 16890.00 | 2557010.00 |
1075 | 2021.11.04 19:00 | sell | 538 | 0.10 | 153.303 | 157.313 | 151.633 | |
1076 | 2021.11.05 05:00 | close | 538 | 0.10 | 153.225 | 157.313 | 151.633 | 780.00 | 2557790.00 |
1077 | 2021.11.19 13:00 | sell | 539 | 0.10 | 153.063 | 157.058 | 151.378 | |
1078 | 2021.11.26 10:20 | t/p | 539 | 0.10 | 151.384 | 157.058 | 151.378 | 16790.00 | 2574580.00 |
1079 | 2021.12.07 08:00 | buy | 540 | 0.10 | 151.091 | 148.975 | 152.774 | |
1080 | 2021.12.16 17:00 | close | 540 | 0.10 | 151.499 | 148.975 | 152.774 | 4080.00 | 2578660.00 |
1081 | 2021.12.21 16:00 | buy | 541 | 0.10 | 150.798 | 148.975 | 152.480 | |
1082 | 2021.12.22 17:51 | t/p | 541 | 0.10 | 152.493 | 148.975 | 152.480 | 16950.00 | 2595610.00 |
1083 | 2021.12.22 19:00 | buy | 542 | 0.10 | 152.440 | 148.975 | 154.119 | |
1084 | 2021.12.27 16:23 | t/p | 542 | 0.10 | 154.120 | 148.975 | 154.119 | 16800.00 | 2612410.00 |
1085 | 2022.01.03 18:00 | sell | 543 | 0.10 | 155.024 | 158.235 | 153.347 | |
1086 | 2022.01.24 12:24 | t/p | 543 | 0.10 | 153.340 | 158.235 | 153.347 | 16840.00 | 2629250.00 |
1087 | 2022.01.26 11:00 | buy | 544 | 0.10 | 154.064 | 150.066 | 155.746 | |
1088 | 2022.02.03 13:55 | t/p | 544 | 0.10 | 155.747 | 150.066 | 155.746 | 16830.00 | 2646080.00 |
1089 | 2022.02.07 14:00 | sell | 545 | 0.10 | 155.295 | 157.786 | 153.618 | |
1090 | 2022.02.10 17:38 | s/l | 545 | 0.10 | 157.780 | 157.786 | 153.618 | -24850.00 | 2621230.00 |
1091 | 2022.02.14 12:00 | sell | 546 | 0.10 | 155.446 | 158.082 | 153.776 | |
1092 | 2022.02.24 13:00 | close | 546 | 0.10 | 153.952 | 158.082 | 153.776 | 14940.00 | 2636170.00 |
1093 | 2022.03.09 12:00 | buy | 547 | 0.10 | 152.362 | 150.975 | 154.052 | |
1094 | 2022.03.14 15:35 | t/p | 547 | 0.10 | 154.051 | 150.975 | 154.052 | 16890.00 | 2653060.00 |
1095 | 2022.03.14 17:00 | buy | 548 | 0.10 | 154.001 | 150.975 | 155.677 | |
1096 | 2022.03.16 21:58 | t/p | 548 | 0.10 | 155.684 | 150.975 | 155.677 | 16830.00 | 2669890.00 |
1097 | 2022.04.01 07:00 | buy | 549 | 0.10 | 161.073 | 159.040 | 162.501 | |
1098 | 2022.04.11 04:32 | t/p | 549 | 0.10 | 162.494 | 159.040 | 162.501 | 14210.00 | 2684100.00 |
1099 | 2022.04.11 06:00 | buy | 550 | 0.10 | 162.510 | 161.396 | 163.934 | |
1100 | 2022.04.13 09:29 | t/p | 550 | 0.10 | 163.948 | 161.396 | 163.934 | 14380.00 | 2698480.00 |
1101 | 2022.04.13 11:00 | buy | 551 | 0.10 | 163.842 | 161.524 | 165.271 | |
1102 | 2022.04.15 09:19 | t/p | 551 | 0.10 | 165.277 | 161.524 | 165.271 | 14350.00 | 2712830.00 |
1103 | 2022.04.15 11:00 | buy | 552 | 0.10 | 165.372 | 162.805 | 166.787 | |
1104 | 2022.04.19 09:43 | t/p | 552 | 0.10 | 166.781 | 162.805 | 166.787 | 14090.00 | 2726920.00 |
1105 | 2022.04.19 10:00 | buy | 553 | 0.10 | 166.787 | 164.028 | 168.208 | |
1106 | 2022.04.20 01:29 | t/p | 553 | 0.10 | 168.207 | 164.028 | 168.208 | 14200.00 | 2741120.00 |
1107 | 2022.05.02 21:00 | sell | 554 | 0.10 | 162.481 | 166.480 | 160.800 | |
1108 | 2022.05.05 15:23 | t/p | 554 | 0.10 | 160.789 | 166.480 | 160.800 | 16920.00 | 2758040.00 |
1109 | 2022.05.05 16:00 | sell | 555 | 0.10 | 160.934 | 164.931 | 159.251 | |
1110 | 2022.05.11 20:22 | t/p | 555 | 0.10 | 159.245 | 164.931 | 159.251 | 16890.00 | 2774930.00 |
1111 | 2022.05.17 06:00 | buy | 556 | 0.10 | 159.420 | 155.599 | 160.845 | |
1112 | 2022.05.17 10:58 | t/p | 556 | 0.10 | 160.862 | 155.599 | 160.845 | 14420.00 | 2789350.00 |
1113 | 2022.05.23 10:00 | buy | 557 | 0.10 | 160.591 | 157.874 | 162.018 | |
1114 | 2022.05.31 16:49 | t/p | 557 | 0.10 | 162.019 | 157.874 | 162.018 | 14280.00 | 2803630.00 |
1115 | 2022.06.07 01:00 | buy | 558 | 0.10 | 165.339 | 162.129 | 166.732 | |
1116 | 2022.06.07 07:00 | close | 558 | 0.10 | 165.842 | 162.129 | 166.732 | 5030.00 | 2808660.00 |
1117 | 2022.06.07 07:00 | buy | 559 | 0.10 | 165.876 | 162.109 | 167.290 | |
1118 | 2022.06.07 08:00 | close | 559 | 0.10 | 166.063 | 162.109 | 167.290 | 1870.00 | 2810530.00 |
1119 | 2022.06.23 12:00 | sell | 560 | 0.10 | 165.226 | 167.855 | 163.796 | |
1120 | 2022.07.01 06:45 | t/p | 560 | 0.10 | 163.790 | 167.855 | 163.796 | 14360.00 | 2824890.00 |
1121 | 2022.07.01 08:00 | sell | 561 | 0.10 | 163.714 | 167.712 | 162.032 | |
1122 | 2022.07.01 17:05 | t/p | 561 | 0.10 | 162.028 | 167.712 | 162.032 | 16860.00 | 2841750.00 |
1123 | 2022.07.07 18:00 | buy | 562 | 0.10 | 163.153 | 159.150 | 164.830 | |
1124 | 2022.07.14 10:31 | t/p | 562 | 0.10 | 164.823 | 159.150 | 164.830 | 16700.00 | 2858450.00 |
1125 | 2022.07.21 19:00 | sell | 563 | 0.10 | 165.118 | 168.740 | 163.442 | |
1126 | 2022.07.22 15:44 | t/p | 563 | 0.10 | 163.439 | 168.740 | 163.442 | 16790.00 | 2875240.00 |
1127 | 2022.07.22 16:00 | sell | 564 | 0.10 | 163.646 | 167.652 | 161.972 | |
1128 | 2022.07.29 08:22 | t/p | 564 | 0.10 | 161.981 | 167.652 | 161.972 | 16650.00 | 2891890.00 |
1129 | 2022.08.16 18:00 | buy | 565 | 0.10 | 162.554 | 159.435 | 164.225 | |
1130 | 2022.08.29 23:59 | close at stop | 565 | 0.10 | 162.383 | 159.435 | 164.225 | -1710.00 | 2890180.00 |