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 |
| 451 | 2012.05.30 12:00 | sell | 226 | 0.10 | 123.459 | 125.106 | 122.042 | ||
| 452 | 2012.05.31 03:06 | t/p | 226 | 0.10 | 122.031 | 125.106 | 122.042 | 14280.00 | 1144810.00 |
| 453 | 2012.06.18 02:00 | buy | 227 | 0.10 | 124.302 | 120.306 | 125.986 | ||
| 454 | 2012.07.26 03:00 | close | 227 | 0.10 | 120.950 | 120.306 | 125.986 | -33520.00 | 1111290.00 |
| 455 | 2012.07.26 17:00 | buy | 228 | 0.10 | 122.713 | 118.783 | 124.395 | ||
| 456 | 2012.08.16 14:12 | t/p | 228 | 0.10 | 124.400 | 118.783 | 124.395 | 16870.00 | 1128160.00 |
| 457 | 2012.08.22 23:00 | sell | 229 | 0.10 | 124.601 | 125.848 | 122.927 | ||
| 458 | 2012.09.06 18:00 | s/l | 229 | 0.10 | 125.860 | 125.848 | 122.927 | -12590.00 | 1115570.00 |
| 459 | 2012.09.11 16:00 | sell | 230 | 0.10 | 124.882 | 126.213 | 123.195 | ||
| 460 | 2012.09.14 12:18 | s/l | 230 | 0.10 | 126.221 | 126.213 | 123.195 | -13390.00 | 1102180.00 |
| 461 | 2012.09.14 14:00 | buy | 231 | 0.10 | 126.620 | 124.440 | 128.043 | ||
| 462 | 2012.09.17 16:34 | t/p | 231 | 0.10 | 128.069 | 124.440 | 128.043 | 14490.00 | 1116670.00 |
| 463 | 2012.09.19 20:00 | sell | 232 | 0.10 | 127.138 | 128.852 | 125.465 | ||
| 464 | 2012.09.26 11:10 | t/p | 232 | 0.10 | 125.461 | 128.852 | 125.465 | 16770.00 | 1133440.00 |
| 465 | 2012.09.26 12:00 | sell | 233 | 0.10 | 125.585 | 128.852 | 123.900 | ||
| 466 | 2012.10.25 09:30 | s/l | 233 | 0.10 | 128.851 | 128.852 | 123.900 | -32660.00 | 1100780.00 |
| 467 | 2012.10.30 10:00 | sell | 234 | 0.10 | 127.429 | 129.666 | 125.759 | ||
| 468 | 2012.11.13 06:23 | t/p | 234 | 0.10 | 125.755 | 129.666 | 125.759 | 16740.00 | 1117520.00 |
| 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 | 131.528 | 126.934 | 131.533 | 14130.00 | 1131650.00 |
| 471 | 2012.11.28 05:00 | sell | 236 | 0.10 | 131.089 | 132.460 | 129.414 | ||
| 472 | 2012.11.30 04:09 | s/l | 236 | 0.10 | 132.461 | 132.460 | 129.414 | -13720.00 | 1117930.00 |
| 473 | 2012.11.30 05:00 | buy | 237 | 0.10 | 132.301 | 130.456 | 133.729 | ||
| 474 | 2012.12.04 18:00 | sell | 238 | 0.10 | 131.777 | 132.817 | 130.094 | ||
| 475 | 2012.12.06 04:51 | s/l | 238 | 0.10 | 132.814 | 132.817 | 130.094 | -10370.00 | 1107560.00 |
| 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 | 132.917 | 132.924 | 130.356 | -8870.00 | 1098690.00 |
| 478 | 2012.12.12 12:04 | t/p | 237 | 0.10 | 133.738 | 130.456 | 133.729 | 14370.00 | 1113060.00 |
| 479 | 2012.12.12 15:00 | buy | 240 | 0.10 | 133.825 | 131.667 | 135.244 | ||
| 480 | 2012.12.14 05:15 | t/p | 240 | 0.10 | 135.246 | 131.667 | 135.244 | 14210.00 | 1127270.00 |
| 481 | 2012.12.17 03:00 | buy | 241 | 0.10 | 135.628 | 132.846 | 137.042 | ||
| 482 | 2012.12.19 01:26 | t/p | 241 | 0.10 | 137.041 | 132.846 | 137.042 | 14130.00 | 1141400.00 |
| 483 | 2012.12.19 05:00 | buy | 242 | 0.10 | 137.014 | 134.304 | 138.443 | ||
| 484 | 2012.12.21 18:00 | sell | 243 | 0.10 | 136.093 | 137.876 | 134.414 | ||
| 485 | 2012.12.26 10:38 | s/l | 243 | 0.10 | 137.875 | 137.876 | 134.414 | -17820.00 | 1123580.00 |
| 486 | 2012.12.27 04:28 | t/p | 242 | 0.10 | 138.449 | 134.304 | 138.443 | 14350.00 | 1137930.00 |
| 487 | 2012.12.27 05:00 | buy | 244 | 0.10 | 138.462 | 136.177 | 139.884 | ||
| 488 | 2012.12.31 15:53 | t/p | 244 | 0.10 | 139.879 | 136.177 | 139.884 | 14170.00 | 1152100.00 |
| 489 | 2012.12.31 18:00 | buy | 245 | 0.10 | 140.528 | 136.611 | 141.957 | ||
| 490 | 2013.01.02 04:00 | close | 245 | 0.10 | 141.633 | 136.611 | 141.957 | 11050.00 | 1163150.00 |
| 491 | 2013.01.15 10:00 | sell | 246 | 0.10 | 142.768 | 144.818 | 141.080 | ||
| 492 | 2013.01.16 10:24 | t/p | 246 | 0.10 | 141.068 | 144.818 | 141.080 | 17000.00 | 1180150.00 |
| 493 | 2013.01.16 12:00 | sell | 247 | 0.10 | 141.087 | 144.818 | 139.398 | ||
| 494 | 2013.01.23 09:01 | t/p | 247 | 0.10 | 139.403 | 144.818 | 139.398 | 16840.00 | 1196990.00 |
| 495 | 2013.01.23 10:00 | sell | 248 | 0.10 | 139.649 | 143.659 | 137.979 | ||
| 496 | 2013.01.25 11:14 | s/l | 248 | 0.10 | 143.666 | 143.659 | 137.979 | -40170.00 | 1156820.00 |
| 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 | 144.811 | 144.818 | 140.347 | -27780.00 | 1129040.00 |
| 499 | 2013.02.05 10:00 | sell | 250 | 0.10 | 145.030 | 146.629 | 143.350 | ||
| 500 | 2013.02.05 11:28 | s/l | 250 | 0.10 | 146.637 | 146.629 | 143.350 | -16070.00 | 1112970.00 |
| 501 | 2013.02.08 13:00 | sell | 251 | 0.10 | 145.819 | 147.988 | 144.143 | ||
| 502 | 2013.02.14 17:06 | t/p | 251 | 0.10 | 144.145 | 147.988 | 144.143 | 16740.00 | 1129710.00 |
| 503 | 2013.02.14 18:00 | sell | 252 | 0.10 | 144.466 | 147.988 | 142.791 | ||
| 504 | 2013.02.15 11:49 | t/p | 252 | 0.10 | 142.796 | 147.988 | 142.791 | 16700.00 | 1146410.00 |
| 505 | 2013.02.19 19:00 | sell | 253 | 0.10 | 144.353 | 147.988 | 142.665 | ||
| 506 | 2013.02.20 22:53 | t/p | 253 | 0.10 | 142.658 | 147.988 | 142.665 | 16950.00 | 1163360.00 |
| 507 | 2013.02.21 00:00 | sell | 254 | 0.10 | 142.523 | 146.517 | 140.837 | ||
| 508 | 2013.02.21 08:00 | close | 254 | 0.10 | 141.542 | 146.517 | 140.837 | 9810.00 | 1173170.00 |
| 509 | 2013.02.25 20:00 | sell | 255 | 0.10 | 141.497 | 145.504 | 139.824 | ||
| 510 | 2013.02.25 21:01 | t/p | 255 | 0.10 | 139.810 | 145.504 | 139.824 | 16870.00 | 1190040.00 |
| 511 | 2013.02.25 22:00 | sell | 256 | 0.10 | 140.671 | 144.664 | 138.984 | ||
| 512 | 2013.02.25 22:30 | t/p | 256 | 0.10 | 138.964 | 144.664 | 138.984 | 17070.00 | 1207110.00 |
| 513 | 2013.03.05 00:00 | buy | 257 | 0.10 | 141.313 | 139.127 | 142.740 | ||
| 514 | 2013.03.07 06:00 | sell | 258 | 0.10 | 140.716 | 141.510 | 139.303 | ||
| 515 | 2013.03.07 14:00 | s/l | 258 | 0.10 | 141.594 | 141.510 | 139.303 | -8780.00 | 1198330.00 |
| 516 | 2013.03.07 18:31 | t/p | 257 | 0.10 | 142.740 | 139.127 | 142.740 | 14270.00 | 1212600.00 |
| 517 | 2013.03.12 14:00 | sell | 259 | 0.10 | 142.498 | 144.777 | 141.079 | ||
| 518 | 2013.03.14 19:16 | s/l | 259 | 0.10 | 144.796 | 144.777 | 141.079 | -22980.00 | 1189620.00 |
| 519 | 2013.03.18 10:00 | sell | 260 | 0.10 | 142.699 | 146.709 | 141.029 | ||
| 520 | 2013.04.02 15:29 | t/p | 260 | 0.10 | 141.023 | 146.709 | 141.029 | 16760.00 | 1206380.00 |
| 521 | 2013.04.12 20:00 | sell | 261 | 0.10 | 152.009 | 153.879 | 150.579 | ||
| 522 | 2013.04.15 00:00 | close | 261 | 0.10 | 150.737 | 153.879 | 150.579 | 12720.00 | 1219100.00 |
| 523 | 2013.04.15 01:00 | sell | 262 | 0.10 | 150.862 | 153.879 | 149.394 | ||
| 524 | 2013.04.15 06:00 | close | 262 | 0.10 | 150.431 | 153.879 | 149.394 | 4310.00 | 1223410.00 |
| 525 | 2013.04.23 08:00 | sell | 263 | 0.10 | 150.803 | 152.535 | 149.389 | ||
| 526 | 2013.04.25 11:30 | s/l | 263 | 0.10 | 152.545 | 152.535 | 149.389 | -17420.00 | 1205990.00 |
| 527 | 2013.04.25 13:00 | buy | 264 | 0.10 | 153.063 | 149.966 | 154.488 | ||
| 528 | 2013.05.03 16:45 | t/p | 264 | 0.10 | 154.495 | 149.966 | 154.488 | 14320.00 | 1220310.00 |
| 529 | 2013.05.07 19:00 | sell | 265 | 0.10 | 153.101 | 154.806 | 151.431 | ||
| 530 | 2013.05.09 20:56 | s/l | 265 | 0.10 | 154.833 | 154.806 | 151.431 | -17320.00 | 1202990.00 |
| 531 | 2013.05.10 00:02 | buy | 266 | 0.10 | 155.454 | 152.744 | 156.840 | ||
| 532 | 2013.05.10 11:00 | close | 266 | 0.10 | 156.432 | 152.744 | 156.840 | 9780.00 | 1212770.00 |
| 533 | 2013.05.20 16:00 | sell | 267 | 0.10 | 155.707 | 156.775 | 154.028 | ||
| 534 | 2013.05.23 08:26 | t/p | 267 | 0.10 | 154.017 | 156.775 | 154.028 | 16900.00 | 1229670.00 |
| 535 | 2013.05.23 13:00 | sell | 268 | 0.10 | 152.558 | 156.556 | 150.876 | ||
| 536 | 2013.06.06 19:24 | t/p | 268 | 0.10 | 150.883 | 156.556 | 150.876 | 16750.00 | 1246420.00 |
| 537 | 2013.06.06 21:00 | sell | 269 | 0.10 | 151.437 | 155.446 | 149.766 | ||
| 538 | 2013.06.07 07:17 | t/p | 269 | 0.10 | 149.767 | 155.446 | 149.766 | 16700.00 | 1263120.00 |
| 539 | 2013.06.07 08:00 | sell | 270 | 0.10 | 150.259 | 154.269 | 148.589 | ||
| 540 | 2013.06.07 12:00 | close | 270 | 0.10 | 150.223 | 154.269 | 148.589 | 360.00 | 1263480.00 |
| 541 | 2013.06.19 03:00 | buy | 271 | 0.10 | 149.437 | 145.434 | 151.114 | ||
| 542 | 2013.06.20 10:21 | t/p | 271 | 0.10 | 151.118 | 145.434 | 151.114 | 16810.00 | 1280290.00 |
| 543 | 2013.06.28 07:00 | buy | 272 | 0.10 | 150.947 | 146.943 | 152.623 | ||
| 544 | 2013.07.02 19:14 | t/p | 272 | 0.10 | 152.637 | 146.943 | 152.623 | 16900.00 | 1297190.00 |
| 545 | 2013.07.09 10:00 | buy | 273 | 0.10 | 151.547 | 147.543 | 153.223 | ||
| 546 | 2013.07.19 03:13 | t/p | 273 | 0.10 | 153.229 | 147.543 | 153.223 | 16820.00 | 1314010.00 |
| 547 | 2013.07.25 15:00 | sell | 274 | 0.10 | 152.573 | 156.565 | 150.885 | ||
| 548 | 2013.07.26 17:29 | t/p | 274 | 0.10 | 150.879 | 156.565 | 150.885 | 16940.00 | 1330950.00 |
| 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 | 151.922 | 147.095 | 151.920 | 16810.00 | 1347760.00 |
| 551 | 2013.08.13 19:00 | buy | 276 | 0.10 | 151.543 | 147.541 | 153.221 | ||
| 552 | 2013.08.15 15:31 | t/p | 276 | 0.10 | 153.229 | 147.541 | 153.221 | 16860.00 | 1364620.00 |
| 553 | 2013.08.27 05:00 | sell | 277 | 0.10 | 152.848 | 154.682 | 151.159 | ||
| 554 | 2013.08.27 15:13 | t/p | 277 | 0.10 | 151.164 | 154.682 | 151.159 | 16840.00 | 1381460.00 |
| 555 | 2013.09.06 12:00 | sell | 278 | 0.10 | 155.214 | 156.445 | 153.544 | ||
| 556 | 2013.09.09 02:45 | s/l | 278 | 0.10 | 156.436 | 156.445 | 153.544 | -12220.00 | 1369240.00 |
| 557 | 2013.09.17 06:00 | buy | 279 | 0.10 | 157.847 | 156.694 | 159.271 | ||
| 558 | 2013.09.19 10:24 | t/p | 279 | 0.10 | 159.284 | 156.694 | 159.271 | 14370.00 | 1383610.00 |
| 559 | 2013.09.19 12:00 | buy | 280 | 0.10 | 158.910 | 156.956 | 160.334 | ||
| 560 | 2013.09.30 01:00 | sell | 281 | 0.10 | 157.826 | 160.001 | 156.126 | ||
| 561 | 2013.10.03 18:53 | s/l | 280 | 0.10 | 156.957 | 156.956 | 160.334 | -19530.00 | 1364080.00 |
| 562 | 2013.10.04 12:59 | t/p | 281 | 0.10 | 156.115 | 160.001 | 156.126 | 17110.00 | 1381190.00 |
| 563 | 2013.10.04 14:00 | sell | 282 | 0.10 | 155.995 | 160.001 | 154.307 | ||
| 564 | 2013.10.04 15:00 | close | 282 | 0.10 | 155.935 | 160.001 | 154.307 | 600.00 | 1381790.00 |
| 565 | 2013.10.04 15:00 | sell | 283 | 0.10 | 155.920 | 159.920 | 154.240 | ||
| 566 | 2013.11.13 16:00 | close | 283 | 0.10 | 158.812 | 159.920 | 154.240 | -28920.00 | 1352870.00 |
| 567 | 2013.11.19 05:00 | sell | 284 | 0.10 | 160.600 | 161.773 | 158.929 | ||
| 568 | 2013.11.21 08:03 | s/l | 284 | 0.10 | 161.784 | 161.773 | 158.929 | -11840.00 | 1341030.00 |
| 569 | 2013.12.06 20:00 | buy | 285 | 0.10 | 168.086 | 165.870 | 169.514 | ||
| 570 | 2013.12.09 19:31 | t/p | 285 | 0.10 | 169.521 | 165.870 | 169.514 | 14350.00 | 1355380.00 |
| 571 | 2013.12.13 04:00 | buy | 286 | 0.10 | 169.291 | 167.529 | 170.709 | ||
| 572 | 2013.12.16 05:19 | s/l | 286 | 0.10 | 167.520 | 167.529 | 170.709 | -17710.00 | 1337670.00 |
| 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 | 1349680.00 |
| 575 | 2013.12.23 00:03 | sell | 288 | 0.10 | 169.911 | 171.206 | 168.194 | ||
| 576 | 2013.12.26 02:27 | s/l | 288 | 0.10 | 171.210 | 171.206 | 168.194 | -12990.00 | 1336690.00 |
| 577 | 2014.01.02 20:00 | sell | 289 | 0.10 | 172.402 | 174.854 | 170.714 | ||
| 578 | 2014.01.03 05:00 | close | 289 | 0.10 | 171.369 | 174.854 | 170.714 | 10330.00 | 1347020.00 |
| 579 | 2014.01.10 18:00 | sell | 290 | 0.10 | 171.672 | 174.854 | 169.994 | ||
| 580 | 2014.01.13 10:25 | t/p | 290 | 0.10 | 169.995 | 174.854 | 169.994 | 16770.00 | 1363790.00 |
| 581 | 2014.01.13 12:00 | sell | 291 | 0.10 | 169.915 | 173.911 | 168.231 | ||
| 582 | 2014.01.13 13:00 | close | 291 | 0.10 | 169.994 | 173.911 | 168.231 | -790.00 | 1363000.00 |
| 583 | 2014.01.16 19:00 | sell | 292 | 0.10 | 170.432 | 174.435 | 168.755 | ||
| 584 | 2014.01.24 13:00 | close | 292 | 0.10 | 170.398 | 174.435 | 168.755 | 340.00 | 1363340.00 |
| 585 | 2014.01.29 17:00 | sell | 293 | 0.10 | 169.276 | 173.284 | 167.604 | ||
| 586 | 2014.01.30 13:00 | close | 293 | 0.10 | 168.443 | 173.284 | 167.604 | 8330.00 | 1371670.00 |
| 587 | 2014.01.30 13:00 | sell | 294 | 0.10 | 168.432 | 172.433 | 166.753 | ||
| 588 | 2014.02.03 11:50 | t/p | 294 | 0.10 | 166.742 | 172.433 | 166.753 | 16900.00 | 1388570.00 |
| 589 | 2014.02.06 19:00 | buy | 295 | 0.10 | 166.478 | 163.876 | 167.889 | ||
| 590 | 2014.02.07 16:29 | t/p | 295 | 0.10 | 167.898 | 163.876 | 167.889 | 14200.00 | 1402770.00 |
| 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 | 168.989 | 163.876 | 168.999 | 14110.00 | 1416880.00 |
| 593 | 2014.02.19 15:00 | sell | 297 | 0.10 | 169.729 | 171.904 | 168.319 | ||
| 594 | 2014.03.06 14:01 | s/l | 297 | 0.10 | 171.901 | 171.904 | 168.319 | -21720.00 | 1395160.00 |
| 595 | 2014.03.10 17:00 | sell | 298 | 0.10 | 171.895 | 174.854 | 170.214 | ||
| 596 | 2014.03.12 13:51 | t/p | 298 | 0.10 | 170.212 | 174.854 | 170.214 | 16830.00 | 1411990.00 |
| 597 | 2014.03.12 15:00 | sell | 299 | 0.10 | 170.557 | 174.550 | 168.870 | ||
| 598 | 2014.03.13 21:21 | t/p | 299 | 0.10 | 168.878 | 174.550 | 168.870 | 16790.00 | 1428780.00 |
| 599 | 2014.03.18 03:00 | buy | 300 | 0.10 | 169.566 | 165.567 | 171.247 | ||
| 600 | 2014.03.28 18:28 | t/p | 300 | 0.10 | 171.239 | 165.567 | 171.247 | 16730.00 | 1445510.00 |