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 |
| 901 | 2018.08.29 20:00 | buy | 451 | 0.10 | 145.337 | 141.339 | 147.019 | ||
| 902 | 2018.09.17 14:59 | t/p | 451 | 0.10 | 147.027 | 141.339 | 147.019 | 16900.00 | 2313380.00 |
| 903 | 2018.09.27 10:00 | sell | 452 | 0.10 | 148.004 | 149.732 | 146.327 | ||
| 904 | 2018.10.18 19:54 | t/p | 452 | 0.10 | 146.311 | 149.732 | 146.327 | 16930.00 | 2330310.00 |
| 905 | 2018.10.18 20:00 | sell | 453 | 0.10 | 146.292 | 149.732 | 144.611 | ||
| 906 | 2018.10.24 22:28 | t/p | 453 | 0.10 | 144.614 | 149.732 | 144.611 | 16780.00 | 2347090.00 |
| 907 | 2018.10.30 06:00 | buy | 454 | 0.10 | 144.327 | 140.328 | 146.008 | ||
| 908 | 2018.11.01 18:32 | t/p | 454 | 0.10 | 146.013 | 140.328 | 146.008 | 16860.00 | 2363950.00 |
| 909 | 2018.11.09 09:00 | sell | 455 | 0.10 | 148.456 | 149.732 | 146.766 | ||
| 910 | 2018.11.12 09:58 | t/p | 455 | 0.10 | 146.768 | 149.732 | 146.766 | 16880.00 | 2380830.00 |
| 911 | 2018.11.12 11:00 | sell | 456 | 0.10 | 146.590 | 149.732 | 144.917 | ||
| 912 | 2018.11.15 11:50 | t/p | 456 | 0.10 | 144.907 | 149.732 | 144.917 | 16830.00 | 2397660.00 |
| 913 | 2018.11.22 14:00 | buy | 457 | 0.10 | 145.591 | 142.608 | 147.267 | ||
| 914 | 2018.12.10 13:48 | s/l | 457 | 0.10 | 142.581 | 142.608 | 147.267 | -30100.00 | 2367560.00 |
| 915 | 2018.12.12 17:00 | buy | 458 | 0.10 | 143.001 | 141.174 | 144.678 | ||
| 916 | 2018.12.20 16:38 | s/l | 458 | 0.10 | 141.169 | 141.174 | 144.678 | -18320.00 | 2349240.00 |
| 917 | 2018.12.20 20:00 | sell | 459 | 0.10 | 140.937 | 143.255 | 139.516 | ||
| 918 | 2018.12.28 11:46 | t/p | 459 | 0.10 | 139.516 | 143.255 | 139.516 | 14210.00 | 2363450.00 |
| 919 | 2018.12.31 14:00 | buy | 460 | 0.10 | 140.414 | 139.374 | 142.104 | ||
| 920 | 2018.12.31 19:00 | close | 460 | 0.10 | 139.975 | 139.374 | 142.104 | -4390.00 | 2359060.00 |
| 921 | 2019.01.02 13:00 | sell | 461 | 0.10 | 138.212 | 140.920 | 136.790 | ||
| 922 | 2019.01.02 16:00 | close | 461 | 0.10 | 137.707 | 140.920 | 136.790 | 5050.00 | 2364110.00 |
| 923 | 2019.01.02 17:00 | sell | 462 | 0.10 | 137.860 | 140.920 | 136.434 | ||
| 924 | 2019.01.02 18:00 | close | 462 | 0.10 | 137.728 | 140.920 | 136.434 | 1320.00 | 2365430.00 |
| 925 | 2019.01.02 18:00 | sell | 463 | 0.10 | 137.703 | 140.920 | 136.290 | ||
| 926 | 2019.01.02 19:00 | close | 463 | 0.10 | 137.629 | 140.920 | 136.290 | 740.00 | 2366170.00 |
| 927 | 2019.01.02 20:00 | sell | 464 | 0.10 | 137.767 | 140.920 | 136.344 | ||
| 928 | 2019.01.03 00:34 | t/p | 464 | 0.10 | 136.311 | 140.920 | 136.344 | 14560.00 | 2380730.00 |
| 929 | 2019.01.10 09:00 | sell | 465 | 0.10 | 137.801 | 139.458 | 136.380 | ||
| 930 | 2019.01.11 19:40 | s/l | 465 | 0.10 | 139.452 | 139.458 | 136.380 | -16510.00 | 2364220.00 |
| 931 | 2019.01.29 23:00 | sell | 466 | 0.10 | 142.986 | 144.857 | 141.563 | ||
| 932 | 2019.02.07 13:57 | t/p | 466 | 0.10 | 141.559 | 144.857 | 141.563 | 14270.00 | 2378490.00 |
| 933 | 2019.02.12 06:00 | buy | 467 | 0.10 | 142.377 | 138.367 | 144.047 | ||
| 934 | 2019.02.19 17:54 | t/p | 467 | 0.10 | 144.042 | 138.367 | 144.047 | 16650.00 | 2395140.00 |
| 935 | 2019.02.22 01:00 | sell | 468 | 0.10 | 144.246 | 145.062 | 142.533 | ||
| 936 | 2019.02.25 18:35 | s/l | 468 | 0.10 | 145.057 | 145.062 | 142.533 | -8110.00 | 2387030.00 |
| 937 | 2019.03.04 19:00 | sell | 469 | 0.10 | 147.251 | 148.586 | 145.572 | ||
| 938 | 2019.03.08 07:33 | t/p | 469 | 0.10 | 145.571 | 148.586 | 145.572 | 16800.00 | 2403830.00 |
| 939 | 2019.03.08 09:00 | sell | 470 | 0.10 | 145.421 | 148.586 | 143.751 | ||
| 940 | 2019.03.11 03:57 | t/p | 470 | 0.10 | 143.746 | 148.586 | 143.751 | 16750.00 | 2420580.00 |
| 941 | 2019.03.18 17:00 | sell | 471 | 0.10 | 147.493 | 148.893 | 145.817 | ||
| 942 | 2019.03.21 07:07 | t/p | 471 | 0.10 | 145.823 | 148.893 | 145.817 | 16700.00 | 2437280.00 |
| 943 | 2019.03.21 12:00 | sell | 472 | 0.10 | 145.382 | 148.893 | 143.695 | ||
| 944 | 2019.03.29 14:00 | close | 472 | 0.10 | 144.876 | 148.893 | 143.695 | 5060.00 | 2442340.00 |
| 945 | 2019.04.04 21:00 | sell | 473 | 0.10 | 145.763 | 148.893 | 144.093 | ||
| 946 | 2019.04.25 12:51 | t/p | 473 | 0.10 | 144.094 | 148.893 | 144.093 | 16690.00 | 2459030.00 |
| 947 | 2019.04.29 10:00 | buy | 474 | 0.10 | 144.544 | 141.006 | 146.214 | ||
| 948 | 2019.05.03 18:07 | t/p | 474 | 0.10 | 146.225 | 141.006 | 146.214 | 16810.00 | 2475840.00 |
| 949 | 2019.05.21 17:00 | buy | 475 | 0.10 | 140.760 | 139.545 | 142.437 | ||
| 950 | 2019.05.22 16:43 | s/l | 475 | 0.10 | 139.540 | 139.545 | 142.437 | -12200.00 | 2463640.00 |
| 951 | 2019.05.27 10:00 | buy | 476 | 0.10 | 139.644 | 138.504 | 141.322 | ||
| 952 | 2019.05.28 10:52 | s/l | 476 | 0.10 | 138.500 | 138.504 | 141.322 | -11440.00 | 2452200.00 |
| 953 | 2019.05.28 12:00 | sell | 477 | 0.10 | 138.390 | 139.734 | 136.976 | ||
| 954 | 2019.05.31 12:35 | t/p | 477 | 0.10 | 136.967 | 139.734 | 136.976 | 14230.00 | 2466430.00 |
| 955 | 2019.05.31 14:00 | sell | 478 | 0.10 | 136.808 | 139.029 | 135.384 | ||
| 956 | 2019.06.04 15:00 | buy | 479 | 0.10 | 137.090 | 136.556 | 138.768 | ||
| 957 | 2019.06.14 18:54 | s/l | 479 | 0.10 | 136.544 | 136.556 | 138.768 | -5460.00 | 2460970.00 |
| 958 | 2019.06.18 17:00 | close | 478 | 0.10 | 136.120 | 139.029 | 135.384 | 6880.00 | 2467850.00 |
| 959 | 2019.06.19 20:00 | buy | 480 | 0.10 | 136.903 | 135.373 | 138.587 | ||
| 960 | 2019.07.03 09:09 | s/l | 480 | 0.10 | 135.379 | 135.373 | 138.587 | -15240.00 | 2452610.00 |
| 961 | 2019.07.05 16:00 | buy | 481 | 0.10 | 135.804 | 135.168 | 137.483 | ||
| 962 | 2019.07.11 05:05 | s/l | 481 | 0.10 | 135.158 | 135.168 | 137.483 | -6460.00 | 2446150.00 |
| 963 | 2019.07.18 15:00 | buy | 482 | 0.10 | 134.637 | 133.848 | 136.314 | ||
| 964 | 2019.07.29 12:08 | s/l | 482 | 0.10 | 133.849 | 133.848 | 136.314 | -7880.00 | 2438270.00 |
| 965 | 2019.08.13 18:00 | buy | 483 | 0.10 | 128.720 | 126.537 | 130.408 | ||
| 966 | 2019.08.22 15:53 | t/p | 483 | 0.10 | 130.419 | 126.537 | 130.408 | 16990.00 | 2455260.00 |
| 967 | 2019.08.22 17:00 | buy | 484 | 0.10 | 130.354 | 126.537 | 132.024 | ||
| 968 | 2019.09.05 17:00 | t/p | 484 | 0.10 | 132.040 | 126.537 | 132.024 | 16860.00 | 2472120.00 |
| 969 | 2019.09.09 15:00 | buy | 485 | 0.10 | 132.219 | 128.225 | 133.905 | ||
| 970 | 2019.09.13 09:57 | t/p | 485 | 0.10 | 133.898 | 128.225 | 133.905 | 16790.00 | 2488910.00 |
| 971 | 2019.09.20 22:00 | sell | 486 | 0.10 | 134.305 | 136.297 | 132.627 | ||
| 972 | 2019.09.26 11:37 | t/p | 486 | 0.10 | 132.630 | 136.297 | 132.627 | 16750.00 | 2505660.00 |
| 973 | 2019.10.28 18:00 | buy | 487 | 0.10 | 139.964 | 138.865 | 141.378 | ||
| 974 | 2019.11.08 19:00 | sell | 488 | 0.10 | 139.556 | 141.520 | 137.885 | ||
| 975 | 2019.11.18 12:03 | t/p | 487 | 0.10 | 141.374 | 138.865 | 141.378 | 14100.00 | 2519760.00 |
| 976 | 2019.11.18 12:07 | s/l | 488 | 0.10 | 141.524 | 141.520 | 137.885 | -19680.00 | 2500080.00 |
| 977 | 2019.11.19 21:00 | sell | 489 | 0.10 | 140.178 | 141.595 | 138.503 | ||
| 978 | 2019.11.27 23:59 | s/l | 489 | 0.10 | 141.611 | 141.595 | 138.503 | -14330.00 | 2485750.00 |
| 979 | 2019.12.02 19:00 | sell | 490 | 0.10 | 141.123 | 141.860 | 139.437 | ||
| 980 | 2019.12.04 11:07 | s/l | 490 | 0.10 | 141.922 | 141.860 | 139.437 | -7990.00 | 2477760.00 |
| 981 | 2019.12.17 12:00 | sell | 491 | 0.10 | 144.617 | 147.975 | 142.939 | ||
| 982 | 2019.12.19 13:59 | t/p | 491 | 0.10 | 142.945 | 147.975 | 142.939 | 16720.00 | 2494480.00 |
| 983 | 2019.12.19 18:00 | sell | 492 | 0.10 | 142.384 | 146.376 | 140.696 | ||
| 984 | 2020.01.03 14:00 | close | 492 | 0.10 | 141.086 | 146.376 | 140.696 | 12980.00 | 2507460.00 |
| 985 | 2020.01.13 12:00 | sell | 493 | 0.10 | 142.503 | 146.496 | 140.816 | ||
| 986 | 2020.02.04 11:00 | close | 493 | 0.10 | 141.621 | 146.496 | 140.816 | 8820.00 | 2516280.00 |
| 987 | 2020.02.06 21:00 | sell | 494 | 0.10 | 142.163 | 146.165 | 140.485 | ||
| 988 | 2020.02.28 05:25 | t/p | 494 | 0.10 | 140.483 | 146.165 | 140.485 | 16800.00 | 2533080.00 |
| 989 | 2020.04.01 10:00 | sell | 495 | 0.10 | 132.765 | 134.749 | 131.348 | ||
| 990 | 2020.04.07 15:41 | s/l | 495 | 0.10 | 134.773 | 134.749 | 131.348 | -20080.00 | 2513000.00 |
| 991 | 2020.04.13 04:00 | sell | 496 | 0.10 | 134.824 | 135.764 | 133.410 | ||
| 992 | 2020.04.21 05:41 | t/p | 496 | 0.10 | 133.412 | 135.764 | 133.410 | 14120.00 | 2527120.00 |
| 993 | 2020.04.27 05:00 | buy | 497 | 0.10 | 133.263 | 129.264 | 134.944 | ||
| 994 | 2020.04.30 17:56 | t/p | 497 | 0.10 | 134.965 | 129.264 | 134.944 | 17020.00 | 2544140.00 |
| 995 | 2020.04.30 19:00 | buy | 498 | 0.10 | 134.812 | 130.807 | 136.487 | ||
| 996 | 2020.05.07 01:45 | s/l | 498 | 0.10 | 130.807 | 130.807 | 136.487 | -40050.00 | 2504090.00 |
| 997 | 2020.05.08 19:00 | buy | 499 | 0.10 | 132.458 | 128.455 | 134.135 | ||
| 998 | 2020.06.01 17:19 | t/p | 499 | 0.10 | 134.139 | 128.455 | 134.135 | 16810.00 | 2520900.00 |
| 999 | 2020.06.18 05:00 | sell | 500 | 0.10 | 133.835 | 137.829 | 132.149 | ||
| 1000 | 2020.06.19 14:41 | t/p | 500 | 0.10 | 132.138 | 137.829 | 132.149 | 16970.00 | 2537870.00 |
| 1001 | 2020.06.30 19:00 | buy | 501 | 0.10 | 133.308 | 129.317 | 134.997 | ||
| 1002 | 2020.07.07 16:27 | t/p | 501 | 0.10 | 134.997 | 129.317 | 134.997 | 16890.00 | 2554760.00 |
| 1003 | 2020.07.10 07:00 | sell | 502 | 0.10 | 134.721 | 138.728 | 133.048 | ||
| 1004 | 2020.07.31 16:46 | s/l | 502 | 0.10 | 138.727 | 138.728 | 133.048 | -40060.00 | 2514700.00 |
| 1005 | 2020.08.04 17:00 | sell | 503 | 0.10 | 137.919 | 139.753 | 136.236 | ||
| 1006 | 2020.08.13 11:43 | s/l | 503 | 0.10 | 139.753 | 139.753 | 136.236 | -18340.00 | 2496360.00 |
| 1007 | 2020.08.17 15:00 | sell | 504 | 0.10 | 139.067 | 140.225 | 137.386 | ||
| 1008 | 2020.08.26 17:23 | s/l | 504 | 0.10 | 140.221 | 140.225 | 137.386 | -11540.00 | 2484820.00 |
| 1009 | 2020.09.02 18:00 | sell | 505 | 0.10 | 141.194 | 142.732 | 139.517 | ||
| 1010 | 2020.09.08 08:17 | t/p | 505 | 0.10 | 139.523 | 142.732 | 139.517 | 16710.00 | 2501530.00 |
| 1011 | 2020.09.08 14:00 | sell | 506 | 0.10 | 138.822 | 142.732 | 137.136 | ||
| 1012 | 2020.09.09 01:11 | t/p | 506 | 0.10 | 137.128 | 142.732 | 137.136 | 16940.00 | 2518470.00 |
| 1013 | 2020.09.23 19:00 | buy | 507 | 0.10 | 134.353 | 133.035 | 135.776 | ||
| 1014 | 2020.09.28 13:13 | t/p | 507 | 0.10 | 135.767 | 133.035 | 135.776 | 14140.00 | 2532610.00 |
| 1015 | 2020.09.28 15:00 | buy | 508 | 0.10 | 136.012 | 133.137 | 137.439 | ||
| 1016 | 2020.10.06 10:07 | t/p | 508 | 0.10 | 137.434 | 133.137 | 137.439 | 14220.00 | 2546830.00 |
| 1017 | 2020.10.19 11:00 | buy | 509 | 0.10 | 136.702 | 133.035 | 138.390 | ||
| 1018 | 2020.11.09 15:33 | t/p | 509 | 0.10 | 138.380 | 133.035 | 138.390 | 16780.00 | 2563610.00 |
| 1019 | 2020.11.12 10:00 | sell | 510 | 0.10 | 138.654 | 142.658 | 136.978 | ||
| 1020 | 2020.12.11 15:06 | t/p | 510 | 0.10 | 136.986 | 142.658 | 136.978 | 16680.00 | 2580290.00 |
| 1021 | 2020.12.18 16:00 | sell | 511 | 0.10 | 139.542 | 140.723 | 137.869 | ||
| 1022 | 2020.12.21 09:24 | t/p | 511 | 0.10 | 137.876 | 140.723 | 137.869 | 16660.00 | 2596950.00 |
| 1023 | 2020.12.28 19:00 | sell | 512 | 0.10 | 139.634 | 141.231 | 137.951 | ||
| 1024 | 2020.12.31 18:02 | s/l | 512 | 0.10 | 141.227 | 141.231 | 137.951 | -15930.00 | 2581020.00 |
| 1025 | 2021.01.04 17:00 | sell | 513 | 0.10 | 140.224 | 141.324 | 138.547 | ||
| 1026 | 2021.01.08 16:25 | s/l | 513 | 0.10 | 141.336 | 141.324 | 138.547 | -11120.00 | 2569900.00 |
| 1027 | 2021.01.11 10:00 | sell | 514 | 0.10 | 140.481 | 141.396 | 138.795 | ||
| 1028 | 2021.01.12 11:17 | s/l | 514 | 0.10 | 141.399 | 141.396 | 138.795 | -9180.00 | 2560720.00 |
| 1029 | 2021.01.15 13:00 | sell | 515 | 0.10 | 141.544 | 142.277 | 139.858 | ||
| 1030 | 2021.01.20 12:45 | s/l | 515 | 0.10 | 142.281 | 142.277 | 139.858 | -7370.00 | 2553350.00 |
| 1031 | 2021.01.26 07:00 | sell | 516 | 0.10 | 141.615 | 142.356 | 139.930 | ||
| 1032 | 2021.01.26 17:55 | s/l | 516 | 0.10 | 142.358 | 142.356 | 139.930 | -7430.00 | 2545920.00 |
| 1033 | 2021.02.02 18:00 | sell | 517 | 0.10 | 143.225 | 144.116 | 141.553 | ||
| 1034 | 2021.02.04 15:37 | s/l | 517 | 0.10 | 144.116 | 144.116 | 141.553 | -8910.00 | 2537010.00 |
| 1035 | 2021.02.09 11:00 | sell | 518 | 0.10 | 144.317 | 144.950 | 142.643 | ||
| 1036 | 2021.02.10 11:47 | s/l | 518 | 0.10 | 144.940 | 144.950 | 142.643 | -6230.00 | 2530780.00 |
| 1037 | 2021.02.12 19:00 | buy | 519 | 0.10 | 145.409 | 144.032 | 146.838 | ||
| 1038 | 2021.02.16 02:31 | t/p | 519 | 0.10 | 146.846 | 144.032 | 146.838 | 14370.00 | 2545150.00 |
| 1039 | 2021.02.23 12:00 | buy | 520 | 0.10 | 148.334 | 146.547 | 149.757 | ||
| 1040 | 2021.02.24 03:22 | t/p | 520 | 0.10 | 149.765 | 146.547 | 149.757 | 14310.00 | 2559460.00 |
| 1041 | 2021.02.26 04:00 | sell | 521 | 0.10 | 148.563 | 150.459 | 146.884 | ||
| 1042 | 2021.03.04 17:38 | s/l | 521 | 0.10 | 150.465 | 150.459 | 146.884 | -19020.00 | 2540440.00 |
| 1043 | 2021.03.04 19:00 | buy | 522 | 0.10 | 150.612 | 148.111 | 152.040 | ||
| 1044 | 2021.03.12 03:01 | t/p | 522 | 0.10 | 152.034 | 148.111 | 152.040 | 14220.00 | 2554660.00 |
| 1045 | 2021.03.16 10:00 | sell | 523 | 0.10 | 151.301 | 152.254 | 149.619 | ||
| 1046 | 2021.03.18 03:16 | s/l | 523 | 0.10 | 152.251 | 152.254 | 149.619 | -9500.00 | 2545160.00 |
| 1047 | 2021.03.19 16:00 | sell | 524 | 0.10 | 151.236 | 152.568 | 149.555 | ||
| 1048 | 2021.03.23 13:02 | t/p | 524 | 0.10 | 149.558 | 152.568 | 149.555 | 16780.00 | 2561940.00 |
| 1049 | 2021.03.23 15:00 | sell | 525 | 0.10 | 149.485 | 152.568 | 147.808 | ||
| 1050 | 2021.03.31 16:26 | s/l | 525 | 0.10 | 152.573 | 152.568 | 147.808 | -30880.00 | 2531060.00 |