Strategy Tester Report
EA_HLband_H4_forGJ_1.01
| 通貨ペア | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
| 期間 | 4時間足(H4) 2007.01.01 00:00 - 2022.08.29 20:00 (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 | MagicNumber=22610101; Lots=0.1; 複利運用基準値=0; トレードモード=""; Slippage=3; 許容スプレッド=50; カスタム設定="無効"; EMA期間=7; EMA価格差=200; 水平ライン開始位置（ブレイク）=9; 水平ライン期間（ブレイク）=110; 水平ライン開始位置（反発）=23; 水平ライン期間（反発）=200; ローソク足長（下限）（ブレイク）=100; ローソク足長（下限）（反発）=250; ローソク足長（上限）=1750; 逆指値オフセット値=550; 指値オフセット値=4800; 保持期間=90; | ||||
| テストバー数 | 24549 | 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 | 2763620.00 | 総利益 | 5241020.00 | 総損失 | -2477400.00 |
| プロフィットファクタ | 2.12 | 期待利得 | 4629.18 | ||
| 絶対ドローダウン | 2650.00 | 最大ドローダウン | 121050.00 (13.64%) | 相対ドローダウン | 24.15% (65320.00) |
| 総取引数 | 597 | 売りポジション(勝率%） | 312 (24.68%) | 買いポジション(勝率%） | 285 (27.72%) |
| 勝率(%) | 156 (26.13%) | 負率 (%) | 441 (73.87%) | ||
| 最大 | 勝トレード | 59760.00 | 敗トレード | -16860.00 | |
| 平均 | 勝トレード | 33596.28 | 敗トレード | -5617.69 | |
| 最大 | 連勝(金額) | 5 (125760.00) | 連敗(金額) | 16 (-92230.00) | |
| 最大 | 連勝(トレード数) | 144190.00 (3) | 連敗(トレード数) | -92230.00 (16) | |
| 平均 | 連勝 | 1 | 連敗 | 4 | |
1ページ目次へ
| # | 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 |
| 1 | 2007.01.12 16:01 | buy | 1 | 0.10 | 235.209 | 234.666 | 240.016 | ||
| 2 | 2007.01.22 12:29 | t/p | 1 | 0.10 | 240.017 | 234.666 | 240.016 | 48080.00 | 248080.00 |
| 3 | 2007.01.22 16:00 | buy | 2 | 0.10 | 240.444 | 239.874 | 245.224 | ||
| 4 | 2007.01.24 08:41 | s/l | 2 | 0.10 | 239.856 | 239.874 | 245.224 | -5880.00 | 242200.00 |
| 5 | 2007.02.15 16:01 | sell | 3 | 0.10 | 235.002 | 235.447 | 230.097 | ||
| 6 | 2007.02.21 04:48 | s/l | 3 | 0.10 | 235.558 | 235.447 | 230.097 | -5560.00 | 236640.00 |
| 7 | 2007.02.28 00:00 | sell | 4 | 0.10 | 231.357 | 231.913 | 226.563 | ||
| 8 | 2007.02.28 00:49 | s/l | 4 | 0.10 | 231.945 | 231.913 | 226.563 | -5880.00 | 230760.00 |
| 9 | 2007.02.28 08:00 | sell | 5 | 0.10 | 231.830 | 232.372 | 227.022 | ||
| 10 | 2007.02.28 08:18 | s/l | 5 | 0.10 | 232.403 | 232.372 | 227.022 | -5730.00 | 225030.00 |
| 11 | 2007.02.28 12:00 | sell | 6 | 0.10 | 231.623 | 232.163 | 226.813 | ||
| 12 | 2007.02.28 15:00 | s/l | 6 | 0.10 | 232.174 | 232.163 | 226.813 | -5510.00 | 219520.00 |
| 13 | 2007.02.28 16:00 | sell | 7 | 0.10 | 232.053 | 232.629 | 227.279 | ||
| 14 | 2007.02.28 17:47 | s/l | 7 | 0.10 | 232.650 | 232.629 | 227.279 | -5970.00 | 213550.00 |
| 15 | 2007.03.01 20:00 | sell | 8 | 0.10 | 230.082 | 230.623 | 225.273 | ||
| 16 | 2007.03.01 21:01 | s/l | 8 | 0.10 | 230.629 | 230.623 | 225.273 | -5470.00 | 208080.00 |
| 17 | 2007.04.03 01:01 | buy | 9 | 0.10 | 233.109 | 232.490 | 237.840 | ||
| 18 | 2007.04.16 01:33 | t/p | 9 | 0.10 | 237.854 | 232.490 | 237.840 | 47450.00 | 255530.00 |
| 19 | 2007.04.17 12:00 | buy | 10 | 0.10 | 238.407 | 237.770 | 243.120 | ||
| 20 | 2007.04.18 14:50 | s/l | 10 | 0.10 | 237.773 | 237.770 | 243.120 | -6340.00 | 249190.00 |
| 21 | 2007.04.19 08:00 | sell | 11 | 0.10 | 236.140 | 236.700 | 231.350 | ||
| 22 | 2007.04.19 16:59 | s/l | 11 | 0.10 | 236.701 | 236.700 | 231.350 | -5610.00 | 243580.00 |
| 23 | 2007.05.01 16:00 | buy | 12 | 0.10 | 239.497 | 238.920 | 244.270 | ||
| 24 | 2007.05.02 08:55 | s/l | 12 | 0.10 | 238.928 | 238.920 | 244.270 | -5690.00 | 237890.00 |
| 25 | 2007.05.02 12:00 | buy | 13 | 0.10 | 239.459 | 238.870 | 244.220 | ||
| 26 | 2007.05.02 16:40 | s/l | 13 | 0.10 | 238.868 | 238.870 | 244.220 | -5910.00 | 231980.00 |
| 27 | 2007.05.03 16:00 | sell | 14 | 0.10 | 239.285 | 239.835 | 234.485 | ||
| 28 | 2007.05.04 15:30 | s/l | 14 | 0.10 | 239.906 | 239.835 | 234.485 | -6210.00 | 225770.00 |
| 29 | 2007.05.04 16:00 | sell | 15 | 0.10 | 238.984 | 239.530 | 234.180 | ||
| 30 | 2007.05.04 19:40 | s/l | 15 | 0.10 | 239.545 | 239.530 | 234.180 | -5610.00 | 220160.00 |
| 31 | 2007.05.07 04:00 | sell | 16 | 0.10 | 239.237 | 239.780 | 234.430 | ||
| 32 | 2007.05.10 10:51 | s/l | 16 | 0.10 | 239.778 | 239.780 | 234.430 | -5410.00 | 214750.00 |
| 33 | 2007.05.22 20:00 | buy | 17 | 0.10 | 240.097 | 239.510 | 244.860 | ||
| 34 | 2007.06.06 12:00 | close | 17 | 0.10 | 241.694 | 239.510 | 244.860 | 15970.00 | 230720.00 |
| 35 | 2007.06.06 12:00 | sell | 18 | 0.10 | 241.681 | 242.210 | 236.860 | ||
| 36 | 2007.06.13 22:59 | s/l | 18 | 0.10 | 242.200 | 242.210 | 236.860 | -5190.00 | 225530.00 |
| 37 | 2007.06.15 12:00 | buy | 19 | 0.10 | 243.296 | 242.710 | 248.060 | ||
| 38 | 2007.06.26 12:00 | close | 19 | 0.10 | 245.935 | 242.710 | 248.060 | 26390.00 | 251920.00 |
| 39 | 2007.06.26 12:00 | sell | 20 | 0.10 | 245.921 | 246.480 | 241.130 | ||
| 40 | 2007.06.26 18:46 | s/l | 20 | 0.10 | 246.482 | 246.480 | 241.130 | -5610.00 | 246310.00 |
| 41 | 2007.06.27 00:01 | sell | 21 | 0.10 | 246.329 | 246.900 | 241.550 | ||
| 42 | 2007.06.29 05:57 | s/l | 21 | 0.10 | 246.910 | 246.900 | 241.550 | -5810.00 | 240500.00 |
| 43 | 2007.07.06 20:00 | buy | 22 | 0.10 | 248.044 | 247.460 | 252.810 | ||
| 44 | 2007.07.10 15:59 | s/l | 22 | 0.10 | 247.463 | 247.460 | 252.810 | -5810.00 | 234690.00 |
| 45 | 2007.07.17 16:00 | buy | 23 | 0.10 | 249.990 | 249.410 | 254.760 | ||
| 46 | 2007.07.20 17:32 | s/l | 23 | 0.10 | 249.406 | 249.410 | 254.760 | -5840.00 | 228850.00 |
| 47 | 2007.07.23 04:01 | sell | 24 | 0.10 | 248.930 | 249.470 | 244.120 | ||
| 48 | 2007.07.23 12:33 | s/l | 24 | 0.10 | 249.470 | 249.470 | 244.120 | -5400.00 | 223450.00 |
| 49 | 2007.07.26 16:00 | sell | 25 | 0.10 | 244.757 | 245.315 | 239.965 | ||
| 50 | 2007.07.27 20:00 | close | 25 | 0.10 | 240.583 | 245.315 | 239.965 | 41740.00 | 265190.00 |
| 51 | 2007.07.30 12:00 | sell | 26 | 0.10 | 240.684 | 241.230 | 235.880 | ||
| 52 | 2007.07.30 23:31 | s/l | 26 | 0.10 | 241.244 | 241.230 | 235.880 | -5600.00 | 259590.00 |
| 53 | 2007.08.01 12:00 | sell | 27 | 0.10 | 237.988 | 238.530 | 233.180 | ||
| 54 | 2007.08.01 12:52 | s/l | 27 | 0.10 | 238.520 | 238.530 | 233.180 | -5320.00 | 254270.00 |
| 55 | 2007.08.10 16:00 | sell | 28 | 0.10 | 237.463 | 238.000 | 232.650 | ||
| 56 | 2007.08.10 16:24 | s/l | 28 | 0.10 | 238.004 | 238.000 | 232.650 | -5410.00 | 248860.00 |
| 57 | 2007.08.14 20:00 | sell | 29 | 0.10 | 236.049 | 236.600 | 231.250 | ||
| 58 | 2007.08.16 00:33 | t/p | 29 | 0.10 | 231.239 | 236.600 | 231.250 | 48100.00 | 296960.00 |
| 59 | 2007.10.01 00:00 | buy | 30 | 0.10 | 234.725 | 234.130 | 239.480 | ||
| 60 | 2007.10.08 14:44 | t/p | 30 | 0.10 | 239.473 | 234.130 | 239.480 | 47480.00 | 344440.00 |
| 61 | 2007.10.09 16:00 | sell | 31 | 0.10 | 237.661 | 238.210 | 232.860 | ||
| 62 | 2007.10.09 21:46 | s/l | 31 | 0.10 | 238.216 | 238.210 | 232.860 | -5550.00 | 338890.00 |
| 63 | 2007.10.15 16:00 | buy | 32 | 0.10 | 240.427 | 239.860 | 245.210 | ||
| 64 | 2007.10.15 17:53 | s/l | 32 | 0.10 | 239.858 | 239.860 | 245.210 | -5690.00 | 333200.00 |
| 65 | 2007.11.12 08:02 | sell | 33 | 0.10 | 229.542 | 230.140 | 224.790 | ||
| 66 | 2007.11.12 09:35 | s/l | 33 | 0.10 | 230.140 | 230.140 | 224.790 | -5980.00 | 327220.00 |
| 67 | 2007.11.12 12:00 | sell | 34 | 0.10 | 229.628 | 230.180 | 224.830 | ||
| 68 | 2007.11.12 16:00 | close | 34 | 0.10 | 225.838 | 230.180 | 224.830 | 37900.00 | 365120.00 |
| 69 | 2007.11.14 16:00 | buy | 35 | 0.10 | 230.790 | 230.200 | 235.550 | ||
| 70 | 2007.11.14 17:08 | s/l | 35 | 0.10 | 230.193 | 230.200 | 235.550 | -5970.00 | 359150.00 |
| 71 | 2007.11.22 01:03 | sell | 36 | 0.10 | 223.894 | 224.400 | 219.050 | ||
| 72 | 2007.11.22 04:24 | s/l | 36 | 0.10 | 224.405 | 224.400 | 219.050 | -5110.00 | 354040.00 |
| 73 | 2007.11.23 16:00 | sell | 37 | 0.10 | 221.923 | 222.455 | 217.105 | ||
| 74 | 2007.11.23 18:47 | s/l | 37 | 0.10 | 222.458 | 222.455 | 217.105 | -5350.00 | 348690.00 |
| 75 | 2007.11.26 20:00 | buy | 38 | 0.10 | 224.019 | 223.415 | 228.765 | ||
| 76 | 2007.11.26 22:00 | s/l | 38 | 0.10 | 223.406 | 223.415 | 228.765 | -6130.00 | 342560.00 |
| 77 | 2007.11.27 16:00 | buy | 39 | 0.10 | 223.619 | 223.085 | 228.435 | ||
| 78 | 2007.11.28 19:02 | t/p | 39 | 0.10 | 228.436 | 223.085 | 228.435 | 48170.00 | 390730.00 |
| 79 | 2007.12.31 22:00 | sell | 40 | 0.10 | 221.072 | 222.029 | 216.679 | ||
| 80 | 2007.12.31 23:49 | s/l | 40 | 0.10 | 222.070 | 222.029 | 216.679 | -9980.00 | 380750.00 |
| 81 | 2008.01.02 20:02 | sell | 41 | 0.10 | 216.629 | 217.070 | 211.720 | ||
| 82 | 2008.01.02 21:02 | s/l | 41 | 0.10 | 217.067 | 217.070 | 211.720 | -4380.00 | 376370.00 |
| 83 | 2008.01.04 16:00 | sell | 42 | 0.10 | 214.745 | 215.290 | 209.940 | ||
| 84 | 2008.01.07 10:11 | s/l | 42 | 0.10 | 215.304 | 215.290 | 209.940 | -5590.00 | 370780.00 |
| 85 | 2008.01.08 12:00 | buy | 43 | 0.10 | 217.066 | 216.475 | 221.825 | ||
| 86 | 2008.01.08 13:19 | s/l | 43 | 0.10 | 216.465 | 216.475 | 221.825 | -6010.00 | 364770.00 |
| 87 | 2008.01.11 12:00 | sell | 44 | 0.10 | 212.674 | 213.225 | 207.875 | ||
| 88 | 2008.01.11 13:04 | s/l | 44 | 0.10 | 213.233 | 213.225 | 207.875 | -5590.00 | 359180.00 |
| 89 | 2008.01.11 16:01 | sell | 45 | 0.10 | 213.119 | 213.685 | 208.335 | ||
| 90 | 2008.01.11 18:11 | s/l | 45 | 0.10 | 213.703 | 213.685 | 208.335 | -5840.00 | 353340.00 |
| 91 | 2008.01.11 20:00 | sell | 46 | 0.10 | 213.344 | 213.880 | 208.530 | ||
| 92 | 2008.01.16 06:25 | t/p | 46 | 0.10 | 208.540 | 213.880 | 208.530 | 48040.00 | 401380.00 |
| 93 | 2008.01.21 16:02 | sell | 47 | 0.10 | 206.608 | 207.345 | 201.995 | ||
| 94 | 2008.01.22 10:45 | s/l | 47 | 0.10 | 207.355 | 207.345 | 201.995 | -7470.00 | 393910.00 |
| 95 | 2008.03.03 06:02 | sell | 48 | 0.10 | 204.475 | 205.220 | 199.870 | ||
| 96 | 2008.03.03 08:00 | close | 48 | 0.10 | 204.886 | 205.220 | 199.870 | -4110.00 | 389800.00 |
| 97 | 2008.03.14 08:00 | sell | 49 | 0.10 | 203.476 | 204.020 | 198.670 | ||
| 98 | 2008.03.14 09:05 | s/l | 49 | 0.10 | 204.020 | 204.020 | 198.670 | -5440.00 | 384360.00 |
| 99 | 2008.03.17 00:02 | sell | 50 | 0.10 | 199.673 | 200.444 | 195.094 | ||
| 100 | 2008.03.17 03:30 | t/p | 50 | 0.10 | 195.088 | 200.444 | 195.094 | 45850.00 | 430210.00 |
| 101 | 2008.04.18 16:00 | buy | 51 | 0.10 | 207.524 | 206.930 | 212.280 | ||
| 102 | 2008.04.18 20:00 | close | 51 | 0.10 | 207.898 | 206.930 | 212.280 | 3740.00 | 433950.00 |
| 103 | 2008.04.21 16:00 | buy | 52 | 0.10 | 205.342 | 204.750 | 210.100 | ||
| 104 | 2008.04.21 17:20 | s/l | 52 | 0.10 | 204.746 | 204.750 | 210.100 | -5960.00 | 427990.00 |
| 105 | 2008.05.30 20:00 | buy | 53 | 0.10 | 208.705 | 208.130 | 213.480 | ||
| 106 | 2008.06.02 00:00 | s/l | 53 | 0.10 | 207.351 | 208.130 | 213.480 | -13540.00 | 414450.00 |
| 107 | 2008.06.09 16:00 | buy | 54 | 0.10 | 209.510 | 208.915 | 214.265 | ||
| 108 | 2008.06.10 11:08 | s/l | 54 | 0.10 | 208.898 | 208.915 | 214.265 | -6120.00 | 408330.00 |
| 109 | 2008.06.10 20:00 | buy | 55 | 0.10 | 209.537 | 208.960 | 214.310 | ||
| 110 | 2008.06.24 12:00 | close | 55 | 0.10 | 212.361 | 208.960 | 214.310 | 28240.00 | 436570.00 |
| 111 | 2008.06.24 12:00 | sell | 56 | 0.10 | 212.378 | 212.920 | 207.570 | ||
| 112 | 2008.06.25 12:46 | s/l | 56 | 0.10 | 212.937 | 212.920 | 207.570 | -5590.00 | 430980.00 |
| 113 | 2008.06.26 12:00 | buy | 57 | 0.10 | 213.437 | 212.860 | 218.210 | ||
| 114 | 2008.06.26 19:38 | s/l | 57 | 0.10 | 212.846 | 212.860 | 218.210 | -5910.00 | 425070.00 |
| 115 | 2008.07.16 12:00 | sell | 58 | 0.10 | 208.686 | 209.240 | 203.890 | ||
| 116 | 2008.07.16 16:00 | close | 58 | 0.10 | 208.781 | 209.240 | 203.890 | -950.00 | 424120.00 |
| 117 | 2008.07.16 20:00 | sell | 59 | 0.10 | 209.321 | 209.875 | 204.525 | ||
| 118 | 2008.07.16 22:40 | s/l | 59 | 0.10 | 209.883 | 209.875 | 204.525 | -5620.00 | 418500.00 |
| 119 | 2008.07.23 12:00 | buy | 60 | 0.10 | 214.751 | 214.165 | 219.515 | ||
| 120 | 2008.07.24 11:16 | s/l | 60 | 0.10 | 214.175 | 214.165 | 219.515 | -5760.00 | 412740.00 |
| 121 | 2008.07.24 12:00 | buy | 61 | 0.10 | 213.952 | 213.390 | 218.740 | ||
| 122 | 2008.07.24 17:59 | s/l | 61 | 0.10 | 213.397 | 213.390 | 218.740 | -5550.00 | 407190.00 |
| 123 | 2008.08.13 00:00 | sell | 62 | 0.10 | 207.254 | 207.805 | 202.455 | ||
| 124 | 2008.08.13 20:00 | close | 62 | 0.10 | 203.901 | 207.805 | 202.455 | 33530.00 | 440720.00 |
| 125 | 2008.08.14 16:00 | sell | 63 | 0.10 | 205.210 | 205.755 | 200.405 | ||
| 126 | 2008.08.14 17:50 | s/l | 63 | 0.10 | 205.765 | 205.755 | 200.405 | -5550.00 | 435170.00 |
| 127 | 2008.08.19 01:00 | buy | 64 | 0.10 | 205.139 | 204.835 | 210.185 | ||
| 128 | 2008.08.19 03:41 | s/l | 64 | 0.10 | 204.828 | 204.835 | 210.185 | -3110.00 | 432060.00 |
| 129 | 2008.08.21 16:00 | sell | 65 | 0.10 | 202.191 | 202.735 | 197.385 | ||
| 130 | 2008.08.21 16:37 | s/l | 65 | 0.10 | 202.725 | 202.735 | 197.385 | -5340.00 | 426720.00 |
| 131 | 2008.08.26 16:00 | sell | 66 | 0.10 | 201.412 | 202.005 | 196.655 | ||
| 132 | 2008.08.26 17:34 | s/l | 66 | 0.10 | 202.005 | 202.005 | 196.655 | -5930.00 | 420790.00 |
| 133 | 2008.08.26 20:00 | sell | 67 | 0.10 | 201.666 | 202.215 | 196.865 | ||
| 134 | 2008.08.27 15:49 | s/l | 67 | 0.10 | 202.221 | 202.215 | 196.865 | -5550.00 | 415240.00 |
| 135 | 2008.08.27 20:00 | sell | 68 | 0.10 | 201.100 | 201.615 | 196.265 | ||
| 136 | 2008.09.01 01:00 | t/p | 68 | 0.10 | 196.249 | 201.615 | 196.265 | 48510.00 | 463750.00 |
| 137 | 2008.09.02 20:00 | sell | 69 | 0.10 | 193.936 | 194.495 | 189.145 | ||
| 138 | 2008.09.05 00:16 | t/p | 69 | 0.10 | 189.132 | 194.495 | 189.145 | 48040.00 | 511790.00 |
| 139 | 2008.09.16 16:00 | sell | 70 | 0.10 | 185.160 | 185.710 | 180.360 | ||
| 140 | 2008.09.16 17:33 | s/l | 70 | 0.10 | 185.707 | 185.710 | 180.360 | -5470.00 | 506320.00 |
| 141 | 2008.10.06 08:00 | sell | 71 | 0.10 | 181.504 | 182.060 | 176.710 | ||
| 142 | 2008.10.06 09:50 | s/l | 71 | 0.10 | 182.053 | 182.060 | 176.710 | -5490.00 | 500830.00 |
| 143 | 2008.10.07 20:00 | sell | 72 | 0.10 | 178.428 | 178.920 | 173.570 | ||
| 144 | 2008.10.07 20:02 | s/l | 72 | 0.10 | 178.942 | 178.920 | 173.570 | -5140.00 | 495690.00 |
| 145 | 2008.10.08 20:00 | sell | 73 | 0.10 | 171.880 | 172.430 | 167.080 | ||
| 146 | 2008.10.08 20:02 | s/l | 73 | 0.10 | 172.456 | 172.430 | 167.080 | -5760.00 | 489930.00 |
| 147 | 2008.10.09 08:00 | sell | 74 | 0.10 | 173.975 | 174.475 | 169.125 | ||
| 148 | 2008.10.09 10:40 | s/l | 74 | 0.10 | 174.482 | 174.475 | 169.125 | -5070.00 | 484860.00 |
| 149 | 2008.10.09 20:00 | sell | 75 | 0.10 | 172.531 | 173.090 | 167.740 | ||
| 150 | 2008.10.09 20:12 | s/l | 75 | 0.10 | 173.085 | 173.090 | 167.740 | -5540.00 | 479320.00 |
1ページ目次へ