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 |
| 601 | 2014.04.04 18:00 | sell | 301 | 0.10 | 171.838 | 173.663 | 170.152 | ||
| 602 | 2014.04.08 21:21 | t/p | 301 | 0.10 | 170.147 | 173.663 | 170.152 | 16910.00 | 1462420.00 |
| 603 | 2014.04.09 00:00 | sell | 302 | 0.10 | 170.489 | 173.663 | 168.818 | ||
| 604 | 2014.05.19 01:00 | close | 302 | 0.10 | 170.812 | 173.663 | 168.818 | -3230.00 | 1459190.00 |
| 605 | 2014.05.27 15:00 | sell | 303 | 0.10 | 171.397 | 173.479 | 169.724 | ||
| 606 | 2014.05.29 10:04 | t/p | 303 | 0.10 | 169.725 | 173.479 | 169.724 | 16720.00 | 1475910.00 |
| 607 | 2014.05.30 17:00 | buy | 304 | 0.10 | 170.497 | 167.775 | 172.167 | ||
| 608 | 2014.06.05 16:23 | t/p | 304 | 0.10 | 172.166 | 167.775 | 172.167 | 16690.00 | 1492600.00 |
| 609 | 2014.06.10 08:00 | sell | 305 | 0.10 | 171.946 | 173.479 | 170.267 | ||
| 610 | 2014.06.18 07:50 | s/l | 305 | 0.10 | 173.480 | 173.479 | 170.267 | -15340.00 | 1477260.00 |
| 611 | 2014.06.23 12:00 | sell | 306 | 0.10 | 173.337 | 174.109 | 171.649 | ||
| 612 | 2014.07.01 12:35 | s/l | 306 | 0.10 | 174.108 | 174.109 | 171.649 | -7710.00 | 1469550.00 |
| 613 | 2014.07.07 13:00 | sell | 307 | 0.10 | 174.698 | 175.383 | 173.008 | ||
| 614 | 2014.07.10 15:57 | t/p | 307 | 0.10 | 173.011 | 175.383 | 173.008 | 16870.00 | 1486420.00 |
| 615 | 2014.07.10 17:00 | sell | 308 | 0.10 | 173.263 | 175.383 | 171.593 | ||
| 616 | 2014.08.06 19:17 | t/p | 308 | 0.10 | 171.602 | 175.383 | 171.593 | 16610.00 | 1503030.00 |
| 617 | 2014.08.12 19:00 | buy | 309 | 0.10 | 171.812 | 169.540 | 173.483 | ||
| 618 | 2014.09.02 04:11 | t/p | 309 | 0.10 | 173.485 | 169.540 | 173.483 | 16730.00 | 1519760.00 |
| 619 | 2014.09.03 09:00 | sell | 310 | 0.10 | 172.877 | 175.383 | 171.189 | ||
| 620 | 2014.09.05 15:30 | t/p | 310 | 0.10 | 171.165 | 175.383 | 171.189 | 17120.00 | 1536880.00 |
| 621 | 2014.09.10 10:00 | buy | 311 | 0.10 | 171.826 | 169.342 | 173.501 | ||
| 622 | 2014.09.11 10:57 | t/p | 311 | 0.10 | 173.492 | 169.342 | 173.501 | 16660.00 | 1553540.00 |
| 623 | 2014.09.16 03:00 | sell | 312 | 0.10 | 173.838 | 175.383 | 172.164 | ||
| 624 | 2014.09.17 17:03 | s/l | 312 | 0.10 | 175.391 | 175.383 | 172.164 | -15530.00 | 1538010.00 |
| 625 | 2014.09.23 12:00 | sell | 313 | 0.10 | 177.149 | 180.728 | 175.731 | ||
| 626 | 2014.10.02 11:19 | t/p | 313 | 0.10 | 175.738 | 180.728 | 175.731 | 14110.00 | 1552120.00 |
| 627 | 2014.10.23 17:00 | buy | 314 | 0.10 | 172.930 | 171.065 | 174.348 | ||
| 628 | 2014.10.28 15:05 | t/p | 314 | 0.10 | 174.338 | 171.065 | 174.348 | 14080.00 | 1566200.00 |
| 629 | 2014.10.28 16:00 | buy | 315 | 0.10 | 174.356 | 171.703 | 175.774 | ||
| 630 | 2014.10.31 07:46 | t/p | 315 | 0.10 | 175.775 | 171.703 | 175.774 | 14190.00 | 1580390.00 |
| 631 | 2014.11.11 11:00 | buy | 316 | 0.10 | 183.484 | 181.077 | 184.914 | ||
| 632 | 2014.11.19 21:21 | t/p | 316 | 0.10 | 184.916 | 181.077 | 184.914 | 14320.00 | 1594710.00 |
| 633 | 2014.11.19 22:00 | buy | 317 | 0.10 | 184.826 | 181.091 | 186.244 | ||
| 634 | 2014.11.20 07:00 | close | 317 | 0.10 | 185.682 | 181.091 | 186.244 | 8560.00 | 1603270.00 |
| 635 | 2014.11.24 18:00 | buy | 318 | 0.10 | 185.866 | 182.520 | 187.286 | ||
| 636 | 2014.12.03 15:15 | t/p | 318 | 0.10 | 187.281 | 182.520 | 187.286 | 14150.00 | 1617420.00 |
| 637 | 2014.12.09 07:00 | sell | 319 | 0.10 | 187.954 | 189.730 | 186.282 | ||
| 638 | 2014.12.09 17:08 | t/p | 319 | 0.10 | 186.281 | 189.730 | 186.282 | 16730.00 | 1634150.00 |
| 639 | 2014.12.09 18:00 | sell | 320 | 0.10 | 186.674 | 189.730 | 185.001 | ||
| 640 | 2014.12.10 22:06 | t/p | 320 | 0.10 | 185.000 | 189.730 | 185.001 | 16740.00 | 1650890.00 |
| 641 | 2014.12.15 20:00 | sell | 321 | 0.10 | 184.741 | 188.748 | 183.068 | ||
| 642 | 2014.12.16 06:00 | close | 321 | 0.10 | 183.722 | 188.748 | 183.068 | 10190.00 | 1661080.00 |
| 643 | 2014.12.24 07:00 | sell | 322 | 0.10 | 186.753 | 189.730 | 185.078 | ||
| 644 | 2014.12.30 17:01 | t/p | 322 | 0.10 | 185.069 | 189.730 | 185.078 | 16840.00 | 1677920.00 |
| 645 | 2014.12.30 18:00 | sell | 323 | 0.10 | 185.729 | 189.730 | 184.045 | ||
| 646 | 2015.01.05 00:01 | t/p | 323 | 0.10 | 183.950 | 189.730 | 184.045 | 17790.00 | 1695710.00 |
| 647 | 2015.01.05 02:00 | sell | 324 | 0.10 | 184.003 | 188.008 | 182.328 | ||
| 648 | 2015.01.05 05:00 | close | 324 | 0.10 | 184.017 | 188.008 | 182.328 | -140.00 | 1695570.00 |
| 649 | 2015.01.09 03:00 | buy | 325 | 0.10 | 180.861 | 176.868 | 182.548 | ||
| 650 | 2015.01.14 11:01 | s/l | 325 | 0.10 | 176.866 | 176.868 | 182.548 | -39950.00 | 1655620.00 |
| 651 | 2015.01.23 15:00 | sell | 326 | 0.10 | 176.883 | 180.293 | 175.468 | ||
| 652 | 2015.02.03 19:00 | buy | 327 | 0.10 | 177.748 | 175.497 | 179.438 | ||
| 653 | 2015.02.05 15:18 | t/p | 327 | 0.10 | 179.446 | 175.497 | 179.438 | 16980.00 | 1672600.00 |
| 654 | 2015.02.05 17:00 | buy | 328 | 0.10 | 179.635 | 175.645 | 181.325 | ||
| 655 | 2015.02.05 20:40 | s/l | 326 | 0.10 | 180.287 | 180.293 | 175.468 | -34040.00 | 1638560.00 |
| 656 | 2015.02.06 15:57 | t/p | 328 | 0.10 | 181.321 | 175.645 | 181.325 | 16860.00 | 1655420.00 |
| 657 | 2015.02.06 17:00 | buy | 329 | 0.10 | 181.314 | 177.317 | 182.997 | ||
| 658 | 2015.02.11 11:40 | t/p | 329 | 0.10 | 182.999 | 177.317 | 182.997 | 16850.00 | 1672270.00 |
| 659 | 2015.02.11 13:00 | buy | 330 | 0.10 | 183.267 | 179.261 | 184.941 | ||
| 660 | 2015.02.26 03:30 | t/p | 330 | 0.10 | 184.951 | 179.261 | 184.941 | 16840.00 | 1689110.00 |
| 661 | 2015.03.03 16:00 | sell | 331 | 0.10 | 183.798 | 185.045 | 182.368 | ||
| 662 | 2015.03.06 12:35 | t/p | 331 | 0.10 | 182.356 | 185.045 | 182.368 | 14420.00 | 1703530.00 |
| 663 | 2015.03.30 12:00 | buy | 332 | 0.10 | 177.722 | 175.506 | 179.400 | ||
| 664 | 2015.04.13 08:31 | s/l | 332 | 0.10 | 175.492 | 175.506 | 179.400 | -22300.00 | 1681230.00 |
| 665 | 2015.04.16 15:00 | buy | 333 | 0.10 | 177.600 | 174.875 | 179.272 | ||
| 666 | 2015.04.22 11:45 | t/p | 333 | 0.10 | 179.285 | 174.875 | 179.272 | 16850.00 | 1698080.00 |
| 667 | 2015.04.22 14:00 | buy | 334 | 0.10 | 179.595 | 175.593 | 181.273 | ||
| 668 | 2015.04.27 18:00 | t/p | 334 | 0.10 | 181.278 | 175.593 | 181.273 | 16830.00 | 1714910.00 |
| 669 | 2015.05.01 15:00 | sell | 335 | 0.10 | 182.850 | 184.490 | 181.428 | ||
| 670 | 2015.05.04 21:43 | t/p | 335 | 0.10 | 181.438 | 184.490 | 181.428 | 14120.00 | 1729030.00 |
| 671 | 2015.05.07 11:00 | sell | 336 | 0.10 | 181.655 | 182.807 | 180.230 | ||
| 672 | 2015.05.07 21:30 | s/l | 336 | 0.10 | 182.833 | 182.807 | 180.230 | -11780.00 | 1717250.00 |
| 673 | 2015.05.20 18:00 | buy | 337 | 0.10 | 188.546 | 185.959 | 189.965 | ||
| 674 | 2015.05.21 14:01 | t/p | 337 | 0.10 | 189.975 | 185.959 | 189.965 | 14290.00 | 1731540.00 |
| 675 | 2015.05.21 15:00 | buy | 338 | 0.10 | 189.910 | 185.959 | 191.336 | ||
| 676 | 2015.06.04 12:32 | t/p | 338 | 0.10 | 191.337 | 185.959 | 191.336 | 14270.00 | 1745810.00 |
| 677 | 2015.06.04 14:00 | buy | 339 | 0.10 | 191.458 | 188.570 | 192.873 | ||
| 678 | 2015.06.08 13:00 | sell | 340 | 0.10 | 190.773 | 191.975 | 189.101 | ||
| 679 | 2015.06.10 08:51 | t/p | 340 | 0.10 | 189.086 | 191.975 | 189.101 | 16870.00 | 1762680.00 |
| 680 | 2015.06.10 09:00 | sell | 341 | 0.10 | 189.441 | 191.975 | 187.764 | ||
| 681 | 2015.06.12 11:04 | s/l | 341 | 0.10 | 191.983 | 191.975 | 187.764 | -25420.00 | 1737260.00 |
| 682 | 2015.06.16 04:41 | t/p | 339 | 0.10 | 192.876 | 188.570 | 192.873 | 14180.00 | 1751440.00 |
| 683 | 2015.06.19 20:00 | sell | 342 | 0.10 | 194.630 | 195.863 | 192.949 | ||
| 684 | 2015.06.24 10:11 | s/l | 342 | 0.10 | 195.865 | 195.863 | 192.949 | -12350.00 | 1739090.00 |
| 685 | 2015.06.24 21:00 | sell | 343 | 0.10 | 194.390 | 195.903 | 192.715 | ||
| 686 | 2015.06.29 00:00 | t/p | 343 | 0.10 | 192.711 | 195.903 | 192.715 | 16790.00 | 1755880.00 |
| 687 | 2015.06.29 02:00 | sell | 344 | 0.10 | 192.525 | 195.903 | 190.839 | ||
| 688 | 2015.07.06 00:00 | t/p | 344 | 0.10 | 189.631 | 195.903 | 190.839 | 28940.00 | 1784820.00 |
| 689 | 2015.07.06 00:02 | sell | 345 | 0.10 | 189.566 | 193.517 | 187.837 | ||
| 690 | 2015.07.07 20:00 | close | 345 | 0.10 | 188.654 | 193.517 | 187.837 | 9120.00 | 1793940.00 |
| 691 | 2015.07.07 20:00 | sell | 346 | 0.10 | 188.620 | 192.627 | 186.947 | ||
| 692 | 2015.07.08 06:00 | close | 346 | 0.10 | 188.638 | 192.627 | 186.947 | -180.00 | 1793760.00 |
| 693 | 2015.07.10 12:00 | buy | 347 | 0.10 | 188.771 | 184.993 | 190.196 | ||
| 694 | 2015.07.10 13:00 | close | 347 | 0.10 | 189.374 | 184.993 | 190.196 | 6030.00 | 1799790.00 |
| 695 | 2015.07.14 14:00 | buy | 348 | 0.10 | 192.177 | 188.183 | 193.603 | ||
| 696 | 2015.07.15 10:07 | t/p | 348 | 0.10 | 193.608 | 188.183 | 193.603 | 14310.00 | 1814100.00 |
| 697 | 2015.07.17 06:00 | buy | 349 | 0.10 | 193.960 | 190.563 | 195.390 | ||
| 698 | 2015.08.07 19:00 | sell | 350 | 0.10 | 192.208 | 195.903 | 190.522 | ||
| 699 | 2015.08.24 02:00 | close | 350 | 0.10 | 190.654 | 195.903 | 190.522 | 15540.00 | 1829640.00 |
| 700 | 2015.08.24 02:02 | s/l | 349 | 0.10 | 190.559 | 190.563 | 195.390 | -34010.00 | 1795630.00 |
| 701 | 2015.09.14 12:00 | sell | 351 | 0.10 | 185.621 | 187.345 | 184.197 | ||
| 702 | 2015.09.16 12:00 | close | 351 | 0.10 | 185.344 | 187.345 | 184.197 | 2770.00 | 1798400.00 |
| 703 | 2015.09.22 12:00 | sell | 352 | 0.10 | 185.641 | 188.287 | 184.225 | ||
| 704 | 2015.09.22 17:46 | t/p | 352 | 0.10 | 184.221 | 188.287 | 184.225 | 14200.00 | 1812600.00 |
| 705 | 2015.09.22 19:00 | sell | 353 | 0.10 | 184.335 | 188.287 | 182.907 | ||
| 706 | 2015.09.23 05:00 | close | 353 | 0.10 | 183.878 | 188.287 | 182.907 | 4570.00 | 1817170.00 |
| 707 | 2015.09.30 13:00 | buy | 354 | 0.10 | 182.695 | 180.388 | 184.376 | ||
| 708 | 2015.10.08 15:00 | close | 354 | 0.10 | 183.269 | 180.388 | 184.376 | 5740.00 | 1822910.00 |
| 709 | 2015.10.08 23:00 | buy | 355 | 0.10 | 184.181 | 180.391 | 185.851 | ||
| 710 | 2015.10.22 23:09 | t/p | 355 | 0.10 | 185.860 | 180.391 | 185.851 | 16790.00 | 1839700.00 |
| 711 | 2015.10.23 00:00 | buy | 356 | 0.10 | 185.825 | 181.807 | 187.487 | ||
| 712 | 2015.11.05 11:36 | t/p | 356 | 0.10 | 187.491 | 181.807 | 187.487 | 16660.00 | 1856360.00 |
| 713 | 2015.11.09 16:00 | buy | 357 | 0.10 | 186.374 | 182.380 | 188.060 | ||
| 714 | 2015.11.18 21:00 | t/p | 357 | 0.10 | 188.081 | 182.380 | 188.060 | 17070.00 | 1873430.00 |
| 715 | 2015.11.20 16:00 | sell | 358 | 0.10 | 187.145 | 188.822 | 185.465 | ||
| 716 | 2015.11.24 10:18 | t/p | 358 | 0.10 | 185.464 | 188.822 | 185.465 | 16810.00 | 1890240.00 |
| 717 | 2015.12.08 06:00 | sell | 359 | 0.10 | 185.227 | 188.822 | 183.554 | ||
| 718 | 2015.12.09 23:00 | close | 359 | 0.10 | 184.318 | 188.822 | 183.554 | 9090.00 | 1899330.00 |
| 719 | 2016.01.04 01:00 | sell | 360 | 0.10 | 177.231 | 179.566 | 175.810 | ||
| 720 | 2016.01.04 09:05 | t/p | 360 | 0.10 | 175.801 | 179.566 | 175.810 | 14300.00 | 1913630.00 |
| 721 | 2016.01.14 03:00 | sell | 361 | 0.10 | 169.249 | 172.298 | 167.828 | ||
| 722 | 2016.01.15 15:13 | t/p | 361 | 0.10 | 167.820 | 172.298 | 167.828 | 14290.00 | 1927920.00 |
| 723 | 2016.01.15 17:00 | sell | 362 | 0.10 | 167.833 | 171.710 | 166.410 | ||
| 724 | 2016.01.15 19:25 | t/p | 362 | 0.10 | 166.418 | 171.710 | 166.410 | 14150.00 | 1942070.00 |
| 725 | 2016.01.20 05:00 | sell | 363 | 0.10 | 165.763 | 169.758 | 164.338 | ||
| 726 | 2016.01.20 10:31 | t/p | 363 | 0.10 | 164.348 | 169.758 | 164.338 | 14150.00 | 1956220.00 |
| 727 | 2016.01.26 10:00 | sell | 364 | 0.10 | 167.473 | 170.381 | 166.062 | ||
| 728 | 2016.01.28 12:37 | s/l | 364 | 0.10 | 170.393 | 170.381 | 166.062 | -29200.00 | 1927020.00 |
| 729 | 2016.02.04 18:00 | sell | 365 | 0.10 | 170.770 | 174.768 | 169.348 | ||
| 730 | 2016.02.05 15:35 | t/p | 365 | 0.10 | 169.358 | 174.768 | 169.348 | 14120.00 | 1941140.00 |
| 731 | 2016.02.08 16:00 | sell | 366 | 0.10 | 167.610 | 171.612 | 166.192 | ||
| 732 | 2016.02.08 17:00 | close | 366 | 0.10 | 167.190 | 171.612 | 166.192 | 4200.00 | 1945340.00 |
| 733 | 2016.02.11 04:00 | sell | 367 | 0.10 | 164.191 | 168.191 | 162.771 | ||
| 734 | 2016.02.11 10:08 | t/p | 367 | 0.10 | 162.766 | 168.191 | 162.771 | 14250.00 | 1959590.00 |
| 735 | 2016.02.16 18:00 | sell | 368 | 0.10 | 162.810 | 166.102 | 161.395 | ||
| 736 | 2016.02.16 19:00 | close | 368 | 0.10 | 162.797 | 166.102 | 161.395 | 130.00 | 1959720.00 |
| 737 | 2016.02.16 19:00 | sell | 369 | 0.10 | 162.761 | 166.102 | 161.350 | ||
| 738 | 2016.02.16 21:00 | close | 369 | 0.10 | 162.793 | 166.102 | 161.350 | -320.00 | 1959400.00 |
| 739 | 2016.02.16 21:00 | sell | 370 | 0.10 | 162.776 | 166.102 | 161.346 | ||
| 740 | 2016.02.16 22:00 | close | 370 | 0.10 | 162.674 | 166.102 | 161.346 | 1020.00 | 1960420.00 |
| 741 | 2016.02.19 05:00 | sell | 371 | 0.10 | 161.726 | 165.719 | 160.299 | ||
| 742 | 2016.02.19 18:00 | close | 371 | 0.10 | 160.907 | 165.719 | 160.299 | 8190.00 | 1968610.00 |
| 743 | 2016.02.19 18:00 | sell | 372 | 0.10 | 160.888 | 164.890 | 159.470 | ||
| 744 | 2016.02.22 12:00 | close | 372 | 0.10 | 160.304 | 164.890 | 159.470 | 5840.00 | 1974450.00 |
| 745 | 2016.02.29 13:00 | sell | 373 | 0.10 | 156.444 | 158.575 | 155.031 | ||
| 746 | 2016.03.01 12:45 | s/l | 373 | 0.10 | 158.583 | 158.575 | 155.031 | -21390.00 | 1953060.00 |
| 747 | 2016.03.08 18:00 | sell | 374 | 0.10 | 159.791 | 162.457 | 158.374 | ||
| 748 | 2016.03.10 17:01 | s/l | 374 | 0.10 | 162.453 | 162.457 | 158.374 | -26620.00 | 1926440.00 |
| 749 | 2016.03.15 09:00 | sell | 375 | 0.10 | 161.755 | 164.116 | 160.328 | ||
| 750 | 2016.03.15 12:27 | t/p | 375 | 0.10 | 160.313 | 164.116 | 160.328 | 14420.00 | 1940860.00 |