Strategy Tester Report
EA_BBHLband_H1_1.05
| 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=44110101; MagicNumberS=44110201; 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=0; 最大ストップロス=0; | ||||
| 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 | 2690800.00 | 総利益 | 5452000.00 | 総損失 | -2761200.00 |
| プロフィットファクタ | 1.97 | 期待利得 | 4762.48 | ||
| 絶対ドローダウン | 4460.00 | 最大ドローダウン | 114210.00 (12.23%) | 相対ドローダウン | 25.40% (80010.00) |
| 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 | 28940.00 | 敗トレード | -41010.00 | |
| 平均 | 勝トレード | 13137.35 | 敗トレード | -18408.00 | |
| 最大 | 連勝(金額) | 19 (271230.00) | 連敗(金額) | 7 (-66170.00) | |
| 最大 | 連勝(トレード数) | 271230.00 (19) | 連敗(トレード数) | -84020.00 (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 |
| 151 | 2008.05.27 17:00 | buy | 76 | 0.10 | 205.659 | 202.730 | 207.160 | ||
| 152 | 2008.05.28 12:31 | t/p | 76 | 0.10 | 207.163 | 202.730 | 207.160 | 15040.00 | 419660.00 |
| 153 | 2008.05.28 14:00 | buy | 77 | 0.10 | 206.754 | 204.150 | 208.175 | ||
| 154 | 2008.05.29 14:52 | t/p | 77 | 0.10 | 208.182 | 204.150 | 208.175 | 14280.00 | 433940.00 |
| 155 | 2008.06.05 16:00 | buy | 78 | 0.10 | 207.103 | 203.980 | 208.530 | ||
| 156 | 2008.06.09 11:31 | t/p | 78 | 0.10 | 208.524 | 203.980 | 208.530 | 14210.00 | 448150.00 |
| 157 | 2008.06.19 13:00 | buy | 79 | 0.10 | 212.068 | 210.290 | 213.480 | ||
| 158 | 2008.06.26 09:23 | t/p | 79 | 0.10 | 213.488 | 210.290 | 213.480 | 14200.00 | 462350.00 |
| 159 | 2008.06.26 11:00 | buy | 80 | 0.10 | 213.454 | 211.105 | 214.865 | ||
| 160 | 2008.06.27 10:57 | s/l | 80 | 0.10 | 211.090 | 211.105 | 214.865 | -23640.00 | 438710.00 |
| 161 | 2008.07.08 12:00 | sell | 81 | 0.10 | 210.416 | 213.930 | 208.740 | ||
| 162 | 2008.07.15 19:00 | close | 81 | 0.10 | 210.060 | 213.930 | 208.740 | 3560.00 | 442270.00 |
| 163 | 2008.07.15 19:00 | sell | 82 | 0.10 | 210.050 | 213.930 | 208.360 | ||
| 164 | 2008.07.16 13:00 | close | 82 | 0.10 | 208.583 | 213.930 | 208.360 | 14670.00 | 456940.00 |
| 165 | 2008.07.30 13:00 | sell | 83 | 0.10 | 213.729 | 215.890 | 212.050 | ||
| 166 | 2008.08.01 10:51 | t/p | 83 | 0.10 | 212.027 | 215.890 | 212.050 | 17020.00 | 473960.00 |
| 167 | 2008.08.01 12:00 | sell | 84 | 0.10 | 212.756 | 215.890 | 211.070 | ||
| 168 | 2008.08.05 09:58 | t/p | 84 | 0.10 | 211.068 | 215.890 | 211.070 | 16880.00 | 490840.00 |
| 169 | 2008.08.05 12:00 | sell | 85 | 0.10 | 211.382 | 215.385 | 209.705 | ||
| 170 | 2008.08.11 04:00 | close | 85 | 0.10 | 210.782 | 215.385 | 209.705 | 6000.00 | 496840.00 |
| 171 | 2008.08.26 04:00 | sell | 86 | 0.10 | 202.072 | 204.640 | 200.650 | ||
| 172 | 2008.08.27 11:16 | t/p | 86 | 0.10 | 200.652 | 204.640 | 200.650 | 14200.00 | 511040.00 |
| 173 | 2008.08.28 08:00 | sell | 87 | 0.10 | 200.460 | 203.937 | 199.030 | ||
| 174 | 2008.08.29 10:34 | t/p | 87 | 0.10 | 199.036 | 203.937 | 199.030 | 14240.00 | 525280.00 |
| 175 | 2008.09.11 14:00 | sell | 88 | 0.10 | 186.945 | 190.940 | 185.520 | ||
| 176 | 2008.09.11 22:00 | close | 88 | 0.10 | 187.027 | 190.940 | 185.520 | -820.00 | 524460.00 |
| 177 | 2008.09.26 04:01 | sell | 89 | 0.10 | 195.278 | 197.460 | 193.855 | ||
| 178 | 2008.09.26 10:28 | t/p | 89 | 0.10 | 193.865 | 197.460 | 193.855 | 14130.00 | 538590.00 |
| 179 | 2008.09.26 12:00 | sell | 90 | 0.10 | 194.087 | 197.460 | 192.665 | ||
| 180 | 2008.09.26 13:00 | close | 90 | 0.10 | 193.788 | 197.460 | 192.665 | 2990.00 | 541580.00 |
| 181 | 2008.09.26 14:00 | sell | 91 | 0.10 | 193.933 | 197.460 | 192.510 | ||
| 182 | 2008.09.26 15:00 | close | 91 | 0.10 | 193.828 | 197.460 | 192.510 | 1050.00 | 542630.00 |
| 183 | 2008.11.20 01:01 | sell | 92 | 0.10 | 143.276 | 147.180 | 141.760 | ||
| 184 | 2008.11.20 10:02 | t/p | 92 | 0.10 | 141.759 | 147.180 | 141.760 | 15170.00 | 557800.00 |
| 185 | 2008.12.12 08:03 | sell | 93 | 0.10 | 134.481 | 138.345 | 132.925 | ||
| 186 | 2008.12.12 09:00 | close | 93 | 0.10 | 134.340 | 138.345 | 132.925 | 1410.00 | 559210.00 |
| 187 | 2008.12.12 09:00 | sell | 94 | 0.10 | 134.300 | 138.235 | 132.815 | ||
| 188 | 2008.12.12 10:00 | close | 94 | 0.10 | 133.875 | 138.235 | 132.815 | 4250.00 | 563460.00 |
| 189 | 2008.12.17 14:03 | sell | 95 | 0.10 | 136.320 | 139.250 | 135.135 | ||
| 190 | 2008.12.17 15:11 | t/p | 95 | 0.10 | 135.131 | 139.250 | 135.135 | 11890.00 | 575350.00 |
| 191 | 2008.12.17 16:00 | sell | 96 | 0.10 | 136.249 | 139.250 | 134.840 | ||
| 192 | 2008.12.18 00:00 | close | 96 | 0.10 | 135.604 | 139.250 | 134.840 | 6450.00 | 581800.00 |
| 193 | 2008.12.25 18:00 | sell | 97 | 0.10 | 132.559 | 134.695 | 131.152 | ||
| 194 | 2008.12.29 17:23 | t/p | 97 | 0.10 | 131.136 | 134.695 | 131.152 | 14230.00 | 596030.00 |
| 195 | 2008.12.29 19:02 | sell | 98 | 0.10 | 131.556 | 134.100 | 130.120 | ||
| 196 | 2008.12.29 21:00 | close | 98 | 0.10 | 130.500 | 134.100 | 130.120 | 10560.00 | 606590.00 |
| 197 | 2008.12.29 22:00 | sell | 99 | 0.10 | 131.412 | 134.100 | 130.000 | ||
| 198 | 2008.12.30 18:10 | t/p | 99 | 0.10 | 129.986 | 134.100 | 130.000 | 14260.00 | 620850.00 |
| 199 | 2009.01.09 22:00 | sell | 100 | 0.10 | 136.871 | 140.870 | 135.450 | ||
| 200 | 2009.01.12 01:00 | close | 100 | 0.10 | 135.815 | 140.870 | 135.450 | 10560.00 | 631410.00 |
| 201 | 2009.01.15 22:00 | buy | 101 | 0.10 | 131.449 | 128.845 | 132.850 | ||
| 202 | 2009.01.16 03:41 | t/p | 101 | 0.10 | 132.860 | 128.845 | 132.850 | 14110.00 | 645520.00 |
| 203 | 2009.01.16 05:00 | buy | 102 | 0.10 | 133.427 | 129.235 | 134.655 | ||
| 204 | 2009.01.16 06:00 | close | 102 | 0.10 | 133.307 | 129.235 | 134.655 | -1200.00 | 644320.00 |
| 205 | 2009.01.30 19:00 | buy | 103 | 0.10 | 129.580 | 125.480 | 130.900 | ||
| 206 | 2009.02.02 14:16 | s/l | 103 | 0.10 | 125.479 | 125.480 | 130.900 | -41010.00 | 603310.00 |
| 207 | 2009.02.04 19:00 | buy | 104 | 0.10 | 129.599 | 125.595 | 131.015 | ||
| 208 | 2009.02.05 14:06 | t/p | 104 | 0.10 | 131.016 | 125.595 | 131.015 | 14170.00 | 617480.00 |
| 209 | 2009.02.05 16:00 | buy | 105 | 0.10 | 131.035 | 127.035 | 132.455 | ||
| 210 | 2009.02.05 17:00 | close | 105 | 0.10 | 131.449 | 127.035 | 132.455 | 4140.00 | 621620.00 |
| 211 | 2009.02.18 20:00 | buy | 106 | 0.10 | 133.300 | 129.305 | 134.725 | ||
| 212 | 2009.02.19 11:00 | close | 106 | 0.10 | 134.542 | 129.305 | 134.725 | 12420.00 | 634040.00 |
| 213 | 2009.03.04 12:00 | buy | 107 | 0.10 | 139.703 | 135.695 | 141.115 | ||
| 214 | 2009.03.04 16:00 | close | 107 | 0.10 | 140.456 | 135.695 | 141.115 | 7530.00 | 641570.00 |
| 215 | 2009.03.20 17:00 | buy | 108 | 0.10 | 138.117 | 134.870 | 139.530 | ||
| 216 | 2009.03.23 04:28 | t/p | 108 | 0.10 | 139.520 | 134.870 | 139.530 | 14030.00 | 655600.00 |
| 217 | 2009.04.13 12:03 | buy | 109 | 0.10 | 148.206 | 145.735 | 149.565 | ||
| 218 | 2009.04.16 03:23 | t/p | 109 | 0.10 | 149.573 | 145.735 | 149.565 | 13670.00 | 669270.00 |
| 219 | 2009.04.29 06:01 | buy | 110 | 0.10 | 142.335 | 139.035 | 143.660 | ||
| 220 | 2009.04.29 12:00 | close | 110 | 0.10 | 142.619 | 139.035 | 143.660 | 2840.00 | 672110.00 |
| 221 | 2009.05.05 13:00 | buy | 111 | 0.10 | 149.497 | 145.500 | 150.920 | ||
| 222 | 2009.05.13 12:58 | s/l | 111 | 0.10 | 145.498 | 145.500 | 150.920 | -39990.00 | 632120.00 |
| 223 | 2009.05.21 20:00 | buy | 112 | 0.10 | 149.928 | 145.890 | 151.310 | ||
| 224 | 2009.05.25 08:18 | t/p | 112 | 0.10 | 151.316 | 145.890 | 151.310 | 13880.00 | 646000.00 |
| 225 | 2009.05.25 10:00 | buy | 113 | 0.10 | 151.183 | 147.190 | 152.610 | ||
| 226 | 2009.05.27 11:52 | t/p | 113 | 0.10 | 152.625 | 147.190 | 152.610 | 14420.00 | 660420.00 |
| 227 | 2009.05.27 13:00 | buy | 114 | 0.10 | 152.715 | 148.725 | 154.145 | ||
| 228 | 2009.05.27 14:00 | close | 114 | 0.10 | 152.526 | 148.725 | 154.145 | -1890.00 | 658530.00 |
| 229 | 2009.05.27 14:00 | buy | 115 | 0.10 | 152.548 | 148.545 | 153.965 | ||
| 230 | 2009.05.28 09:06 | t/p | 115 | 0.10 | 153.965 | 148.545 | 153.965 | 14170.00 | 672700.00 |
| 231 | 2009.06.09 22:00 | buy | 116 | 0.10 | 159.143 | 155.150 | 160.570 | ||
| 232 | 2009.06.10 09:00 | close | 116 | 0.10 | 159.778 | 155.150 | 160.570 | 6350.00 | 679050.00 |
| 233 | 2009.07.02 12:00 | sell | 117 | 0.10 | 158.054 | 162.060 | 156.380 | ||
| 234 | 2009.07.06 00:35 | t/p | 117 | 0.10 | 156.330 | 162.060 | 156.380 | 17240.00 | 696290.00 |
| 235 | 2009.07.06 06:00 | sell | 118 | 0.10 | 155.394 | 159.400 | 153.720 | ||
| 236 | 2009.07.06 10:00 | close | 118 | 0.10 | 154.177 | 159.400 | 153.720 | 12170.00 | 708460.00 |
| 237 | 2009.07.20 05:00 | buy | 119 | 0.10 | 154.811 | 152.405 | 156.240 | ||
| 238 | 2009.07.20 10:53 | t/p | 119 | 0.10 | 156.242 | 152.405 | 156.240 | 14310.00 | 722770.00 |
| 239 | 2009.07.20 13:00 | buy | 120 | 0.10 | 155.896 | 152.400 | 157.315 | ||
| 240 | 2009.07.20 14:00 | close | 120 | 0.10 | 156.098 | 152.400 | 157.315 | 2020.00 | 724790.00 |
| 241 | 2009.07.23 11:00 | buy | 121 | 0.10 | 155.820 | 152.330 | 157.240 | ||
| 242 | 2009.07.23 12:00 | close | 121 | 0.10 | 156.010 | 152.330 | 157.240 | 1900.00 | 726690.00 |
| 243 | 2009.07.23 13:00 | buy | 122 | 0.10 | 156.080 | 152.315 | 157.490 | ||
| 244 | 2009.07.23 15:00 | close | 122 | 0.10 | 155.741 | 152.315 | 157.490 | -3390.00 | 723300.00 |
| 245 | 2009.08.06 20:00 | sell | 123 | 0.10 | 160.296 | 162.475 | 158.880 | ||
| 246 | 2009.08.07 16:34 | s/l | 123 | 0.10 | 162.468 | 162.475 | 158.880 | -21720.00 | 701580.00 |
| 247 | 2009.08.14 19:00 | sell | 124 | 0.10 | 156.419 | 160.380 | 155.000 | ||
| 248 | 2009.08.17 06:00 | close | 124 | 0.10 | 155.399 | 160.380 | 155.000 | 10200.00 | 711780.00 |
| 249 | 2009.08.21 08:00 | sell | 125 | 0.10 | 153.738 | 157.535 | 152.325 | ||
| 250 | 2009.08.25 09:00 | close | 125 | 0.10 | 153.947 | 157.535 | 152.325 | -2090.00 | 709690.00 |
| 251 | 2009.08.25 10:00 | sell | 126 | 0.10 | 153.893 | 156.840 | 152.475 | ||
| 252 | 2009.08.26 16:28 | t/p | 126 | 0.10 | 152.483 | 156.840 | 152.475 | 14100.00 | 723790.00 |
| 253 | 2009.08.27 05:00 | sell | 127 | 0.10 | 152.299 | 156.290 | 150.870 | ||
| 254 | 2009.08.31 04:14 | t/p | 127 | 0.10 | 150.863 | 156.290 | 150.870 | 14360.00 | 738150.00 |
| 255 | 2009.08.31 07:00 | sell | 128 | 0.10 | 150.483 | 154.135 | 149.065 | ||
| 256 | 2009.09.02 11:06 | t/p | 128 | 0.10 | 149.062 | 154.135 | 149.065 | 14210.00 | 752360.00 |
| 257 | 2009.09.10 13:00 | sell | 129 | 0.10 | 151.957 | 153.275 | 150.540 | ||
| 258 | 2009.09.11 18:48 | t/p | 129 | 0.10 | 150.541 | 153.275 | 150.540 | 14160.00 | 766520.00 |
| 259 | 2009.09.11 20:00 | sell | 130 | 0.10 | 150.839 | 153.140 | 149.410 | ||
| 260 | 2009.09.16 09:04 | t/p | 130 | 0.10 | 149.415 | 153.140 | 149.410 | 14240.00 | 780760.00 |
| 261 | 2009.09.17 16:00 | buy | 131 | 0.10 | 150.806 | 146.810 | 152.490 | ||
| 262 | 2009.09.24 11:26 | s/l | 131 | 0.10 | 146.803 | 146.810 | 152.490 | -40030.00 | 740730.00 |
| 263 | 2009.10.01 19:00 | sell | 132 | 0.10 | 143.085 | 144.560 | 141.675 | ||
| 264 | 2009.10.02 13:45 | t/p | 132 | 0.10 | 141.679 | 144.560 | 141.675 | 14060.00 | 754790.00 |
| 265 | 2009.10.02 15:00 | sell | 133 | 0.10 | 141.593 | 144.560 | 140.170 | ||
| 266 | 2009.10.07 11:28 | t/p | 133 | 0.10 | 140.177 | 144.560 | 140.170 | 14160.00 | 768950.00 |
| 267 | 2009.10.07 12:00 | sell | 134 | 0.10 | 140.292 | 143.980 | 138.870 | ||
| 268 | 2009.10.07 13:00 | close | 134 | 0.10 | 140.240 | 143.980 | 138.870 | 520.00 | 769470.00 |
| 269 | 2009.10.12 19:00 | sell | 135 | 0.10 | 141.590 | 143.250 | 140.180 | ||
| 270 | 2009.10.13 21:01 | s/l | 135 | 0.10 | 143.260 | 143.250 | 140.180 | -16700.00 | 752770.00 |
| 271 | 2009.10.23 15:00 | sell | 136 | 0.10 | 150.285 | 153.260 | 148.865 | ||
| 272 | 2009.10.26 06:00 | close | 136 | 0.10 | 149.206 | 153.260 | 148.865 | 10790.00 | 763560.00 |
| 273 | 2009.10.28 07:00 | sell | 137 | 0.10 | 149.237 | 153.230 | 147.810 | ||
| 274 | 2009.10.29 06:04 | t/p | 137 | 0.10 | 147.803 | 153.230 | 147.810 | 14340.00 | 777900.00 |
| 275 | 2009.11.11 19:00 | sell | 138 | 0.10 | 148.970 | 151.630 | 147.540 | ||
| 276 | 2009.11.19 16:40 | t/p | 138 | 0.10 | 147.541 | 151.630 | 147.540 | 14290.00 | 792190.00 |
| 277 | 2009.12.01 16:00 | buy | 139 | 0.10 | 144.155 | 140.150 | 145.570 | ||
| 278 | 2009.12.01 21:00 | close | 139 | 0.10 | 144.103 | 140.150 | 145.570 | -520.00 | 791670.00 |
| 279 | 2009.12.04 15:00 | buy | 140 | 0.10 | 147.166 | 143.165 | 148.585 | ||
| 280 | 2009.12.04 16:01 | t/p | 140 | 0.10 | 148.580 | 143.165 | 148.585 | 14140.00 | 805810.00 |
| 281 | 2009.12.04 18:00 | buy | 141 | 0.10 | 148.732 | 144.735 | 150.155 | ||
| 282 | 2009.12.04 22:00 | close | 141 | 0.10 | 149.017 | 144.735 | 150.155 | 2850.00 | 808660.00 |
| 283 | 2009.12.11 07:00 | buy | 142 | 0.10 | 144.776 | 142.005 | 146.205 | ||
| 284 | 2009.12.16 11:31 | t/p | 142 | 0.10 | 146.202 | 142.005 | 146.205 | 14260.00 | 822920.00 |
| 285 | 2009.12.16 14:00 | buy | 143 | 0.10 | 146.685 | 143.140 | 148.100 | ||
| 286 | 2009.12.30 17:42 | t/p | 143 | 0.10 | 148.103 | 143.140 | 148.100 | 14180.00 | 837100.00 |
| 287 | 2010.01.04 19:00 | sell | 144 | 0.10 | 149.063 | 153.070 | 147.390 | ||
| 288 | 2010.01.05 11:58 | t/p | 144 | 0.10 | 147.378 | 153.070 | 147.390 | 16850.00 | 853950.00 |
| 289 | 2010.01.15 12:00 | sell | 145 | 0.10 | 148.012 | 151.630 | 146.340 | ||
| 290 | 2010.01.21 18:44 | t/p | 145 | 0.10 | 146.330 | 151.630 | 146.340 | 16820.00 | 870770.00 |
| 291 | 2010.01.26 04:00 | buy | 146 | 0.10 | 147.163 | 143.170 | 148.850 | ||
| 292 | 2010.01.28 10:00 | close | 146 | 0.10 | 146.963 | 143.170 | 148.850 | -2000.00 | 868770.00 |
| 293 | 2010.01.28 11:00 | buy | 147 | 0.10 | 147.152 | 143.145 | 148.825 | ||
| 294 | 2010.02.01 12:26 | s/l | 147 | 0.10 | 143.153 | 143.145 | 148.825 | -39990.00 | 828780.00 |
| 295 | 2010.03.19 11:00 | sell | 148 | 0.10 | 137.260 | 139.375 | 135.845 | ||
| 296 | 2010.03.19 18:53 | t/p | 148 | 0.10 | 135.847 | 139.375 | 135.845 | 14130.00 | 842910.00 |
| 297 | 2010.03.19 20:00 | sell | 149 | 0.10 | 135.730 | 139.375 | 134.300 | ||
| 298 | 2010.03.22 09:00 | close | 149 | 0.10 | 135.249 | 139.375 | 134.300 | 4810.00 | 847720.00 |
| 299 | 2010.03.24 14:00 | buy | 150 | 0.10 | 136.457 | 132.455 | 138.135 | ||
| 300 | 2010.03.26 20:00 | close | 150 | 0.10 | 137.385 | 132.455 | 138.135 | 9280.00 | 857000.00 |