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 |
| 751 | 2016.03.15 14:00 | sell | 376 | 0.10 | 160.140 | 164.116 | 158.727 | ||
| 752 | 2016.03.15 15:00 | close | 376 | 0.10 | 159.866 | 164.116 | 158.727 | 2740.00 | 1943600.00 |
| 753 | 2016.03.17 11:00 | sell | 377 | 0.10 | 159.312 | 163.307 | 157.887 | ||
| 754 | 2016.03.28 03:00 | buy | 378 | 0.10 | 160.333 | 156.333 | 162.013 | ||
| 755 | 2016.03.29 11:53 | t/p | 378 | 0.10 | 162.010 | 156.333 | 162.013 | 16770.00 | 1960370.00 |
| 756 | 2016.03.30 17:00 | buy | 379 | 0.10 | 162.389 | 158.381 | 164.061 | ||
| 757 | 2016.04.01 21:00 | close | 377 | 0.10 | 158.866 | 163.307 | 157.887 | 4460.00 | 1964830.00 |
| 758 | 2016.04.04 08:23 | s/l | 379 | 0.10 | 158.389 | 158.381 | 164.061 | -40000.00 | 1924830.00 |
| 759 | 2016.04.15 18:00 | sell | 380 | 0.10 | 154.155 | 155.774 | 152.742 | ||
| 760 | 2016.04.18 09:10 | t/p | 380 | 0.10 | 152.751 | 155.774 | 152.742 | 14040.00 | 1938870.00 |
| 761 | 2016.04.21 14:00 | buy | 381 | 0.10 | 157.784 | 153.793 | 159.213 | ||
| 762 | 2016.04.22 14:10 | t/p | 381 | 0.10 | 159.206 | 153.793 | 159.213 | 14220.00 | 1953090.00 |
| 763 | 2016.04.26 17:00 | buy | 382 | 0.10 | 162.386 | 158.390 | 163.810 | ||
| 764 | 2016.04.28 06:03 | s/l | 382 | 0.10 | 158.359 | 158.390 | 163.810 | -40270.00 | 1912820.00 |
| 765 | 2016.05.09 14:00 | buy | 383 | 0.10 | 156.011 | 153.635 | 157.433 | ||
| 766 | 2016.05.10 11:51 | t/p | 383 | 0.10 | 157.425 | 153.635 | 157.433 | 14140.00 | 1926960.00 |
| 767 | 2016.05.12 16:00 | buy | 384 | 0.10 | 158.093 | 154.275 | 159.521 | ||
| 768 | 2016.05.18 16:15 | t/p | 384 | 0.10 | 159.553 | 154.275 | 159.521 | 14600.00 | 1941560.00 |
| 769 | 2016.05.20 22:00 | sell | 385 | 0.10 | 159.880 | 163.881 | 158.201 | ||
| 770 | 2016.05.23 18:44 | t/p | 385 | 0.10 | 158.198 | 163.881 | 158.201 | 16820.00 | 1958380.00 |
| 771 | 2016.06.23 02:00 | buy | 386 | 0.10 | 154.992 | 150.920 | 156.358 | ||
| 772 | 2016.06.23 13:16 | t/p | 386 | 0.10 | 156.357 | 150.920 | 156.358 | 13650.00 | 1972030.00 |
| 773 | 2016.07.05 06:00 | sell | 387 | 0.10 | 135.297 | 138.863 | 133.878 | ||
| 774 | 2016.07.05 10:45 | t/p | 387 | 0.10 | 133.877 | 138.863 | 133.878 | 14200.00 | 1986230.00 |
| 775 | 2016.07.05 13:00 | sell | 388 | 0.10 | 133.743 | 137.748 | 132.328 | ||
| 776 | 2016.07.05 15:00 | close | 388 | 0.10 | 133.517 | 137.748 | 132.328 | 2260.00 | 1988490.00 |
| 777 | 2016.07.20 05:00 | sell | 389 | 0.10 | 138.653 | 142.644 | 137.224 | ||
| 778 | 2016.07.26 04:01 | t/p | 389 | 0.10 | 137.234 | 142.644 | 137.224 | 14190.00 | 2002680.00 |
| 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 | 2008300.00 |
| 781 | 2016.07.26 09:00 | sell | 391 | 0.10 | 136.910 | 140.915 | 135.495 | ||
| 782 | 2016.07.26 10:00 | close | 391 | 0.10 | 136.510 | 140.915 | 135.495 | 4000.00 | 2012300.00 |
| 783 | 2016.07.29 09:00 | sell | 392 | 0.10 | 136.516 | 139.937 | 135.100 | ||
| 784 | 2016.07.29 20:46 | t/p | 392 | 0.10 | 135.109 | 139.937 | 135.100 | 14070.00 | 2026370.00 |
| 785 | 2016.08.04 17:00 | sell | 393 | 0.10 | 132.649 | 136.281 | 131.235 | ||
| 786 | 2016.08.11 11:00 | t/p | 393 | 0.10 | 131.237 | 136.281 | 131.235 | 14120.00 | 2040490.00 |
| 787 | 2016.08.11 12:00 | sell | 394 | 0.10 | 131.205 | 134.038 | 129.794 | ||
| 788 | 2016.08.16 05:38 | t/p | 394 | 0.10 | 129.788 | 134.038 | 129.794 | 14170.00 | 2054660.00 |
| 789 | 2016.08.29 01:00 | buy | 395 | 0.10 | 133.725 | 129.729 | 135.409 | ||
| 790 | 2016.08.31 11:12 | t/p | 395 | 0.10 | 135.415 | 129.729 | 135.409 | 16900.00 | 2071560.00 |
| 791 | 2016.08.31 13:00 | buy | 396 | 0.10 | 135.466 | 131.464 | 137.144 | ||
| 792 | 2016.09.01 11:32 | t/p | 396 | 0.10 | 137.146 | 131.464 | 137.144 | 16800.00 | 2088360.00 |
| 793 | 2016.09.01 13:00 | buy | 397 | 0.10 | 137.212 | 133.217 | 138.897 | ||
| 794 | 2016.09.06 18:00 | close | 397 | 0.10 | 137.256 | 133.217 | 138.897 | 440.00 | 2088800.00 |
| 795 | 2016.09.06 21:00 | sell | 398 | 0.10 | 137.100 | 138.850 | 135.678 | ||
| 796 | 2016.09.07 12:59 | t/p | 398 | 0.10 | 135.680 | 138.850 | 135.678 | 14200.00 | 2103000.00 |
| 797 | 2016.09.07 15:00 | sell | 399 | 0.10 | 135.821 | 138.850 | 134.403 | ||
| 798 | 2016.09.16 13:23 | t/p | 399 | 0.10 | 134.405 | 138.850 | 134.403 | 14160.00 | 2117160.00 |
| 799 | 2016.09.28 11:00 | buy | 400 | 0.10 | 131.073 | 129.211 | 132.745 | ||
| 800 | 2016.10.07 02:07 | s/l | 400 | 0.10 | 129.167 | 129.211 | 132.745 | -19060.00 | 2098100.00 |
| 801 | 2016.10.14 15:00 | buy | 401 | 0.10 | 127.737 | 124.828 | 129.167 | ||
| 802 | 2016.11.04 17:52 | t/p | 401 | 0.10 | 129.163 | 124.828 | 129.167 | 14260.00 | 2112360.00 |
| 803 | 2016.11.07 04:00 | buy | 402 | 0.10 | 129.924 | 125.929 | 131.609 | ||
| 804 | 2016.11.09 21:57 | t/p | 402 | 0.10 | 131.603 | 125.929 | 131.609 | 16790.00 | 2129150.00 |
| 805 | 2016.12.05 12:00 | buy | 403 | 0.10 | 145.111 | 141.102 | 146.522 | ||
| 806 | 2016.12.13 11:27 | t/p | 403 | 0.10 | 146.534 | 141.102 | 146.522 | 14230.00 | 2143380.00 |
| 807 | 2016.12.14 22:00 | buy | 404 | 0.10 | 146.637 | 143.369 | 148.047 | ||
| 808 | 2016.12.15 12:18 | t/p | 404 | 0.10 | 148.044 | 143.369 | 148.047 | 14070.00 | 2157450.00 |
| 809 | 2016.12.15 14:00 | buy | 405 | 0.10 | 147.805 | 144.916 | 149.232 | ||
| 810 | 2016.12.19 15:26 | s/l | 405 | 0.10 | 144.917 | 144.916 | 149.232 | -28880.00 | 2128570.00 |
| 811 | 2016.12.27 21:00 | buy | 406 | 0.10 | 144.250 | 143.373 | 145.670 | ||
| 812 | 2016.12.28 20:55 | s/l | 406 | 0.10 | 143.370 | 143.373 | 145.670 | -8800.00 | 2119770.00 |
| 813 | 2016.12.28 22:00 | sell | 407 | 0.10 | 143.182 | 147.189 | 141.509 | ||
| 814 | 2017.01.09 15:19 | t/p | 407 | 0.10 | 141.502 | 147.189 | 141.509 | 16800.00 | 2136570.00 |
| 815 | 2017.01.09 17:00 | sell | 408 | 0.10 | 141.308 | 145.303 | 139.623 | ||
| 816 | 2017.01.10 05:00 | close | 408 | 0.10 | 140.663 | 145.303 | 139.623 | 6450.00 | 2143020.00 |
| 817 | 2017.01.12 04:00 | sell | 409 | 0.10 | 140.055 | 144.059 | 138.379 | ||
| 818 | 2017.01.16 00:00 | t/p | 409 | 0.10 | 137.239 | 144.059 | 138.379 | 28160.00 | 2171180.00 |
| 819 | 2017.01.23 19:00 | sell | 410 | 0.10 | 140.948 | 144.949 | 139.269 | ||
| 820 | 2017.02.02 18:00 | close | 410 | 0.10 | 140.835 | 144.949 | 139.269 | 1130.00 | 2172310.00 |
| 821 | 2017.02.02 19:00 | sell | 411 | 0.10 | 141.049 | 145.051 | 139.371 | ||
| 822 | 2017.02.06 20:38 | t/p | 411 | 0.10 | 139.357 | 145.051 | 139.371 | 16920.00 | 2189230.00 |
| 823 | 2017.02.09 13:00 | buy | 412 | 0.10 | 141.160 | 137.158 | 142.838 | ||
| 824 | 2017.02.14 12:00 | close | 412 | 0.10 | 141.510 | 137.158 | 142.838 | 3500.00 | 2192730.00 |
| 825 | 2017.02.22 01:00 | buy | 413 | 0.10 | 141.888 | 137.882 | 143.562 | ||
| 826 | 2017.03.22 17:43 | s/l | 413 | 0.10 | 137.880 | 137.882 | 143.562 | -40080.00 | 2152650.00 |
| 827 | 2017.03.28 12:00 | buy | 414 | 0.10 | 139.377 | 136.455 | 141.060 | ||
| 828 | 2017.04.13 20:05 | s/l | 414 | 0.10 | 136.452 | 136.455 | 141.060 | -29250.00 | 2123400.00 |
| 829 | 2017.04.17 23:00 | buy | 415 | 0.10 | 136.860 | 135.597 | 138.546 | ||
| 830 | 2017.04.18 16:26 | t/p | 415 | 0.10 | 138.555 | 135.597 | 138.546 | 16950.00 | 2140350.00 |
| 831 | 2017.04.18 18:00 | buy | 416 | 0.10 | 138.760 | 135.597 | 140.448 | ||
| 832 | 2017.04.18 22:00 | close | 416 | 0.10 | 139.310 | 135.597 | 140.448 | 5500.00 | 2145850.00 |
| 833 | 2017.05.17 03:00 | sell | 417 | 0.10 | 145.558 | 148.127 | 143.871 | ||
| 834 | 2017.05.17 20:32 | t/p | 417 | 0.10 | 143.872 | 148.127 | 143.871 | 16860.00 | 2162710.00 |
| 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 | 142.267 | 147.958 | 142.278 | 16850.00 | 2179560.00 |
| 837 | 2017.05.26 18:00 | sell | 419 | 0.10 | 142.275 | 146.274 | 140.594 | ||
| 838 | 2017.06.09 00:01 | t/p | 419 | 0.10 | 140.577 | 146.274 | 140.594 | 16980.00 | 2196540.00 |
| 839 | 2017.06.14 11:00 | buy | 420 | 0.10 | 140.831 | 136.839 | 142.519 | ||
| 840 | 2017.06.16 14:00 | close | 420 | 0.10 | 142.161 | 136.839 | 142.519 | 13300.00 | 2209840.00 |
| 841 | 2017.06.23 14:00 | buy | 421 | 0.10 | 141.688 | 137.697 | 143.377 | ||
| 842 | 2017.06.27 17:57 | t/p | 421 | 0.10 | 143.380 | 137.697 | 143.377 | 16920.00 | 2226760.00 |
| 843 | 2017.07.11 22:00 | sell | 422 | 0.10 | 146.279 | 148.127 | 144.603 | ||
| 844 | 2017.07.21 16:34 | t/p | 422 | 0.10 | 144.608 | 148.127 | 144.603 | 16710.00 | 2243470.00 |
| 845 | 2017.07.21 18:00 | sell | 423 | 0.10 | 144.346 | 148.127 | 142.660 | ||
| 846 | 2017.08.09 03:49 | t/p | 423 | 0.10 | 142.651 | 148.127 | 142.660 | 16950.00 | 2260420.00 |
| 847 | 2017.08.15 05:00 | buy | 424 | 0.10 | 142.853 | 138.855 | 144.535 | ||
| 848 | 2017.09.12 09:57 | t/p | 424 | 0.10 | 144.527 | 138.855 | 144.535 | 16740.00 | 2277160.00 |
| 849 | 2017.09.27 15:00 | buy | 425 | 0.10 | 151.504 | 149.749 | 152.932 | ||
| 850 | 2017.10.02 15:12 | s/l | 425 | 0.10 | 149.750 | 149.749 | 152.932 | -17540.00 | 2259620.00 |
| 851 | 2017.10.09 15:00 | buy | 426 | 0.10 | 148.441 | 146.944 | 149.854 | ||
| 852 | 2017.10.12 16:00 | sell | 427 | 0.10 | 147.709 | 151.705 | 146.025 | ||
| 853 | 2017.10.23 00:00 | t/p | 426 | 0.10 | 150.082 | 146.944 | 149.854 | 16410.00 | 2276030.00 |
| 854 | 2017.11.01 12:30 | s/l | 427 | 0.10 | 151.702 | 151.705 | 146.025 | -39930.00 | 2236100.00 |
| 855 | 2017.11.02 17:00 | sell | 428 | 0.10 | 149.516 | 152.876 | 147.842 | ||
| 856 | 2017.11.02 19:00 | close | 428 | 0.10 | 148.803 | 152.876 | 147.842 | 7130.00 | 2243230.00 |
| 857 | 2017.11.02 20:00 | sell | 429 | 0.10 | 149.066 | 152.876 | 147.376 | ||
| 858 | 2017.11.28 17:49 | t/p | 429 | 0.10 | 147.365 | 152.876 | 147.376 | 17010.00 | 2260240.00 |
| 859 | 2017.12.06 07:00 | sell | 430 | 0.10 | 150.632 | 152.969 | 148.944 | ||
| 860 | 2017.12.08 06:47 | s/l | 430 | 0.10 | 152.967 | 152.969 | 148.944 | -23350.00 | 2236890.00 |
| 861 | 2017.12.13 22:00 | sell | 431 | 0.10 | 150.903 | 153.428 | 149.219 | ||
| 862 | 2018.01.05 08:04 | s/l | 431 | 0.10 | 153.432 | 153.428 | 149.219 | -25290.00 | 2211600.00 |
| 863 | 2018.01.09 05:00 | sell | 432 | 0.10 | 152.855 | 153.688 | 151.185 | ||
| 864 | 2018.01.10 09:31 | t/p | 432 | 0.10 | 151.179 | 153.688 | 151.185 | 16760.00 | 2228360.00 |
| 865 | 2018.01.10 11:00 | sell | 433 | 0.10 | 151.112 | 153.688 | 149.428 | ||
| 866 | 2018.01.17 20:09 | s/l | 433 | 0.10 | 153.692 | 153.688 | 149.428 | -25800.00 | 2202560.00 |
| 867 | 2018.01.17 23:00 | buy | 434 | 0.10 | 153.997 | 150.495 | 155.420 | ||
| 868 | 2018.01.19 19:00 | sell | 435 | 0.10 | 153.165 | 154.599 | 151.491 | ||
| 869 | 2018.01.22 17:41 | s/l | 435 | 0.10 | 154.590 | 154.599 | 151.491 | -14250.00 | 2188310.00 |
| 870 | 2018.01.24 17:16 | t/p | 434 | 0.10 | 155.418 | 150.495 | 155.420 | 14210.00 | 2202520.00 |
| 871 | 2018.01.26 20:00 | sell | 436 | 0.10 | 153.921 | 156.103 | 152.238 | ||
| 872 | 2018.01.29 14:00 | close | 436 | 0.10 | 152.861 | 156.103 | 152.238 | 10600.00 | 2213120.00 |
| 873 | 2018.02.05 04:00 | sell | 437 | 0.10 | 155.119 | 156.627 | 153.432 | ||
| 874 | 2018.02.05 22:05 | t/p | 437 | 0.10 | 153.424 | 156.627 | 153.432 | 16950.00 | 2230070.00 |
| 875 | 2018.02.20 13:00 | buy | 438 | 0.10 | 149.927 | 147.961 | 151.616 | ||
| 876 | 2018.02.28 14:31 | s/l | 438 | 0.10 | 147.954 | 147.961 | 151.616 | -19730.00 | 2210340.00 |
| 877 | 2018.03.01 00:00 | sell | 439 | 0.10 | 146.783 | 150.030 | 145.356 | ||
| 878 | 2018.03.01 04:00 | close | 439 | 0.10 | 146.667 | 150.030 | 145.356 | 1160.00 | 2211500.00 |
| 879 | 2018.03.06 00:02 | buy | 440 | 0.10 | 147.087 | 145.005 | 148.771 | ||
| 880 | 2018.03.13 12:26 | t/p | 440 | 0.10 | 148.784 | 145.005 | 148.771 | 16970.00 | 2228470.00 |
| 881 | 2018.03.13 14:00 | buy | 441 | 0.10 | 148.949 | 144.985 | 150.635 | ||
| 882 | 2018.03.27 11:00 | close | 441 | 0.10 | 149.610 | 144.985 | 150.635 | 6610.00 | 2235080.00 |
| 883 | 2018.03.28 22:00 | buy | 442 | 0.10 | 150.521 | 146.515 | 152.195 | ||
| 884 | 2018.04.11 10:30 | t/p | 442 | 0.10 | 152.212 | 146.515 | 152.195 | 16910.00 | 2251990.00 |
| 885 | 2018.04.18 13:00 | sell | 443 | 0.10 | 152.172 | 156.176 | 150.496 | ||
| 886 | 2018.04.27 13:59 | t/p | 443 | 0.10 | 150.483 | 156.176 | 150.496 | 16890.00 | 2268880.00 |
| 887 | 2018.05.09 05:00 | buy | 444 | 0.10 | 148.288 | 144.985 | 149.974 | ||
| 888 | 2018.05.18 05:37 | t/p | 444 | 0.10 | 149.975 | 144.985 | 149.974 | 16870.00 | 2285750.00 |
| 889 | 2018.05.31 13:00 | buy | 445 | 0.10 | 145.190 | 143.195 | 146.872 | ||
| 890 | 2018.06.04 12:27 | t/p | 445 | 0.10 | 146.862 | 143.195 | 146.872 | 16720.00 | 2302470.00 |
| 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 | 147.380 | 143.195 | 148.564 | 4910.00 | 2307380.00 |
| 893 | 2018.06.12 12:00 | buy | 447 | 0.10 | 147.705 | 143.715 | 149.395 | ||
| 894 | 2018.07.20 13:00 | close | 447 | 0.10 | 146.385 | 143.715 | 149.395 | -13200.00 | 2294180.00 |
| 895 | 2018.07.25 03:00 | buy | 448 | 0.10 | 146.336 | 143.195 | 148.017 | ||
| 896 | 2018.08.08 11:28 | s/l | 448 | 0.10 | 143.193 | 143.195 | 148.017 | -31430.00 | 2262750.00 |
| 897 | 2018.08.21 08:00 | buy | 449 | 0.10 | 141.231 | 139.896 | 142.912 | ||
| 898 | 2018.08.23 13:47 | t/p | 449 | 0.10 | 142.914 | 139.896 | 142.912 | 16830.00 | 2279580.00 |
| 899 | 2018.08.24 12:00 | buy | 450 | 0.10 | 143.024 | 139.896 | 144.699 | ||
| 900 | 2018.08.29 17:01 | t/p | 450 | 0.10 | 144.714 | 139.896 | 144.699 | 16900.00 | 2296480.00 |