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 | |
| # | 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 | 2018.01.09 04:00 | sell | 451 | 0.10 | 152.882 | 153.433 | 148.083 | ||
| 902 | 2018.01.17 19:58 | s/l | 451 | 0.10 | 153.437 | 153.433 | 148.083 | -5550.00 | 2220120.00 |
| 903 | 2018.01.18 00:05 | buy | 452 | 0.10 | 153.984 | 153.297 | 158.647 | ||
| 904 | 2018.01.19 15:57 | s/l | 452 | 0.10 | 153.296 | 153.297 | 158.647 | -6880.00 | 2213240.00 |
| 905 | 2018.01.25 00:04 | buy | 453 | 0.10 | 155.551 | 154.956 | 160.306 | ||
| 906 | 2018.01.25 19:51 | s/l | 453 | 0.10 | 154.950 | 154.956 | 160.306 | -6010.00 | 2207230.00 |
| 907 | 2018.01.26 20:00 | sell | 454 | 0.10 | 153.911 | 154.468 | 149.118 | ||
| 908 | 2018.01.26 21:23 | s/l | 454 | 0.10 | 154.476 | 154.468 | 149.118 | -5650.00 | 2201580.00 |
| 909 | 2018.02.01 12:00 | buy | 455 | 0.10 | 156.225 | 155.653 | 161.003 | ||
| 910 | 2018.02.01 15:36 | s/l | 455 | 0.10 | 155.653 | 155.653 | 161.003 | -5720.00 | 2195860.00 |
| 911 | 2018.02.02 04:00 | buy | 456 | 0.10 | 156.123 | 155.547 | 160.897 | ||
| 912 | 2018.02.02 22:30 | s/l | 456 | 0.10 | 155.548 | 155.547 | 160.897 | -5750.00 | 2190110.00 |
| 913 | 2018.02.09 16:00 | sell | 457 | 0.10 | 150.808 | 151.361 | 146.011 | ||
| 914 | 2018.03.02 04:39 | t/p | 457 | 0.10 | 146.018 | 151.361 | 146.011 | 47900.00 | 2238010.00 |
| 915 | 2018.03.06 16:00 | buy | 458 | 0.10 | 147.493 | 146.913 | 152.263 | ||
| 916 | 2018.03.07 00:33 | s/l | 458 | 0.10 | 146.914 | 146.913 | 152.263 | -5790.00 | 2232220.00 |
| 917 | 2018.04.05 04:00 | buy | 459 | 0.10 | 150.622 | 150.060 | 155.410 | ||
| 918 | 2018.04.05 15:23 | s/l | 459 | 0.10 | 150.042 | 150.060 | 155.410 | -5800.00 | 2226420.00 |
| 919 | 2018.04.06 20:00 | sell | 460 | 0.10 | 150.851 | 151.405 | 146.055 | ||
| 920 | 2018.04.09 08:00 | close | 460 | 0.10 | 150.868 | 151.405 | 146.055 | -170.00 | 2226250.00 |
| 921 | 2018.04.09 08:00 | buy | 461 | 0.10 | 150.853 | 150.290 | 155.640 | ||
| 922 | 2018.04.18 12:00 | close | 461 | 0.10 | 152.259 | 150.290 | 155.640 | 14060.00 | 2240310.00 |
| 923 | 2018.04.18 12:00 | sell | 462 | 0.10 | 152.250 | 152.808 | 147.458 | ||
| 924 | 2018.04.19 13:44 | s/l | 462 | 0.10 | 152.826 | 152.808 | 147.458 | -5760.00 | 2234550.00 |
| 925 | 2018.05.02 12:00 | sell | 463 | 0.10 | 149.806 | 150.363 | 145.013 | ||
| 926 | 2018.05.23 16:00 | close | 463 | 0.10 | 146.423 | 150.363 | 145.013 | 33830.00 | 2268380.00 |
| 927 | 2018.05.24 01:00 | sell | 464 | 0.10 | 146.824 | 147.455 | 142.105 | ||
| 928 | 2018.06.01 16:00 | close | 464 | 0.10 | 146.057 | 147.455 | 142.105 | 7670.00 | 2276050.00 |
| 929 | 2018.06.01 16:00 | buy | 465 | 0.10 | 146.059 | 145.483 | 150.833 | ||
| 930 | 2018.06.19 07:16 | s/l | 465 | 0.10 | 145.474 | 145.483 | 150.833 | -5850.00 | 2270200.00 |
| 931 | 2018.06.28 16:00 | sell | 466 | 0.10 | 143.802 | 144.348 | 138.998 | ||
| 932 | 2018.06.28 16:59 | s/l | 466 | 0.10 | 144.344 | 144.348 | 138.998 | -5420.00 | 2264780.00 |
| 933 | 2018.07.11 20:00 | buy | 467 | 0.10 | 147.954 | 147.380 | 152.730 | ||
| 934 | 2018.07.18 00:00 | close | 467 | 0.10 | 148.007 | 147.380 | 152.730 | 530.00 | 2265310.00 |
| 935 | 2018.07.18 00:00 | sell | 468 | 0.10 | 148.014 | 148.559 | 143.209 | ||
| 936 | 2018.08.08 04:00 | close | 468 | 0.10 | 144.152 | 148.559 | 143.209 | 38620.00 | 2303930.00 |
| 937 | 2018.08.08 12:00 | sell | 469 | 0.10 | 143.195 | 143.749 | 138.399 | ||
| 938 | 2018.08.17 16:00 | close | 469 | 0.10 | 140.502 | 143.749 | 138.399 | 26930.00 | 2330860.00 |
| 939 | 2018.08.17 16:00 | buy | 470 | 0.10 | 140.506 | 139.931 | 145.281 | ||
| 940 | 2018.08.29 17:58 | t/p | 470 | 0.10 | 145.290 | 139.931 | 145.281 | 47840.00 | 2378700.00 |
| 941 | 2018.09.13 20:00 | buy | 471 | 0.10 | 146.650 | 146.080 | 151.430 | ||
| 942 | 2018.09.24 20:00 | close | 471 | 0.10 | 147.834 | 146.080 | 151.430 | 11840.00 | 2390540.00 |
| 943 | 2018.09.24 20:00 | sell | 472 | 0.10 | 147.838 | 148.390 | 143.040 | ||
| 944 | 2018.09.25 10:57 | s/l | 472 | 0.10 | 148.398 | 148.390 | 143.040 | -5600.00 | 2384940.00 |
| 945 | 2018.10.15 12:00 | sell | 473 | 0.10 | 146.647 | 147.197 | 141.847 | ||
| 946 | 2018.10.15 13:59 | s/l | 473 | 0.10 | 147.206 | 147.197 | 141.847 | -5590.00 | 2379350.00 |
| 947 | 2018.10.18 20:00 | sell | 474 | 0.10 | 146.301 | 146.841 | 141.491 | ||
| 948 | 2018.10.19 16:43 | s/l | 474 | 0.10 | 146.854 | 146.841 | 141.491 | -5530.00 | 2373820.00 |
| 949 | 2018.10.19 17:00 | sell | 475 | 0.10 | 146.919 | 147.005 | 141.655 | ||
| 950 | 2018.10.19 17:04 | s/l | 475 | 0.10 | 147.005 | 147.005 | 141.655 | -860.00 | 2372960.00 |
| 951 | 2018.10.24 12:00 | sell | 476 | 0.10 | 145.482 | 146.039 | 140.689 | ||
| 952 | 2018.10.31 16:00 | close | 476 | 0.10 | 144.338 | 146.039 | 140.689 | 11440.00 | 2384400.00 |
| 953 | 2018.10.31 16:00 | buy | 477 | 0.10 | 144.326 | 143.758 | 149.108 | ||
| 954 | 2018.11.07 17:35 | t/p | 477 | 0.10 | 149.111 | 143.758 | 149.108 | 47850.00 | 2432250.00 |
| 955 | 2018.11.07 20:00 | buy | 478 | 0.10 | 149.071 | 148.494 | 153.844 | ||
| 956 | 2018.11.09 08:55 | s/l | 478 | 0.10 | 148.496 | 148.494 | 153.844 | -5750.00 | 2426500.00 |
| 957 | 2018.12.04 20:00 | sell | 479 | 0.10 | 143.391 | 143.947 | 138.597 | ||
| 958 | 2018.12.05 10:46 | s/l | 479 | 0.10 | 143.942 | 143.947 | 138.597 | -5510.00 | 2420990.00 |
| 959 | 2018.12.05 12:00 | sell | 480 | 0.10 | 143.758 | 144.301 | 138.951 | ||
| 960 | 2018.12.05 13:01 | s/l | 480 | 0.10 | 144.337 | 144.301 | 138.951 | -5790.00 | 2415200.00 |
| 961 | 2018.12.10 16:00 | sell | 481 | 0.10 | 142.438 | 142.995 | 137.645 | ||
| 962 | 2018.12.12 15:52 | s/l | 481 | 0.10 | 142.991 | 142.995 | 137.645 | -5530.00 | 2409670.00 |
| 963 | 2018.12.13 01:00 | buy | 482 | 0.10 | 143.178 | 142.465 | 147.815 | ||
| 964 | 2018.12.14 15:52 | s/l | 482 | 0.10 | 142.459 | 142.465 | 147.815 | -7190.00 | 2402480.00 |
| 965 | 2018.12.20 20:00 | sell | 483 | 0.10 | 140.929 | 141.486 | 136.136 | ||
| 966 | 2018.12.27 08:00 | close | 483 | 0.10 | 140.786 | 141.486 | 136.136 | 1430.00 | 2403910.00 |
| 967 | 2018.12.27 08:00 | buy | 484 | 0.10 | 140.779 | 140.205 | 145.555 | ||
| 968 | 2018.12.27 11:33 | s/l | 484 | 0.10 | 140.208 | 140.205 | 145.555 | -5710.00 | 2398200.00 |
| 969 | 2018.12.28 01:00 | buy | 485 | 0.10 | 140.314 | 139.793 | 145.143 | ||
| 970 | 2018.12.28 09:57 | s/l | 485 | 0.10 | 139.799 | 139.793 | 145.143 | -5150.00 | 2393050.00 |
| 971 | 2019.01.02 12:00 | sell | 486 | 0.10 | 138.248 | 138.799 | 133.449 | ||
| 972 | 2019.01.03 00:42 | t/p | 486 | 0.10 | 133.302 | 138.799 | 133.449 | 49460.00 | 2442510.00 |
| 973 | 2019.01.18 20:00 | buy | 487 | 0.10 | 141.565 | 140.992 | 146.342 | ||
| 974 | 2019.01.21 01:58 | s/l | 487 | 0.10 | 141.002 | 140.992 | 146.342 | -5630.00 | 2436880.00 |
| 975 | 2019.01.21 02:00 | buy | 488 | 0.10 | 140.975 | 140.723 | 146.073 | ||
| 976 | 2019.01.21 11:01 | s/l | 488 | 0.10 | 140.720 | 140.723 | 146.073 | -2550.00 | 2434330.00 |
| 977 | 2019.01.23 12:00 | buy | 489 | 0.10 | 142.436 | 141.856 | 147.206 | ||
| 978 | 2019.01.29 20:00 | close | 489 | 0.10 | 143.679 | 141.856 | 147.206 | 12430.00 | 2446760.00 |
| 979 | 2019.01.29 20:00 | sell | 490 | 0.10 | 143.679 | 144.235 | 138.885 | ||
| 980 | 2019.02.19 18:08 | s/l | 490 | 0.10 | 144.242 | 144.235 | 138.885 | -5630.00 | 2441130.00 |
| 981 | 2019.02.20 04:00 | buy | 491 | 0.10 | 144.985 | 144.410 | 149.760 | ||
| 982 | 2019.02.20 10:48 | s/l | 491 | 0.10 | 144.402 | 144.410 | 149.760 | -5830.00 | 2435300.00 |
| 983 | 2019.02.25 20:00 | buy | 492 | 0.10 | 145.487 | 144.916 | 150.266 | ||
| 984 | 2019.03.08 16:05 | s/l | 492 | 0.10 | 144.915 | 144.916 | 150.266 | -5720.00 | 2429580.00 |
| 985 | 2019.03.14 01:00 | sell | 493 | 0.10 | 148.163 | 148.725 | 143.375 | ||
| 986 | 2019.03.14 11:19 | s/l | 493 | 0.10 | 148.717 | 148.725 | 143.375 | -5540.00 | 2424040.00 |
| 987 | 2019.03.14 12:00 | buy | 494 | 0.10 | 148.643 | 148.063 | 153.413 | ||
| 988 | 2019.03.14 12:26 | s/l | 494 | 0.10 | 148.071 | 148.063 | 153.413 | -5720.00 | 2418320.00 |
| 989 | 2019.05.08 08:00 | sell | 495 | 0.10 | 143.754 | 144.303 | 138.953 | ||
| 990 | 2019.05.21 16:00 | close | 495 | 0.10 | 140.808 | 144.303 | 138.953 | 29460.00 | 2447780.00 |
| 991 | 2019.05.21 16:00 | buy | 496 | 0.10 | 140.825 | 140.245 | 145.595 | ||
| 992 | 2019.05.22 09:03 | s/l | 496 | 0.10 | 140.239 | 140.245 | 145.595 | -5860.00 | 2441920.00 |
| 993 | 2019.05.23 04:00 | sell | 497 | 0.10 | 139.464 | 140.015 | 134.665 | ||
| 994 | 2019.06.13 08:00 | close | 497 | 0.10 | 137.551 | 140.015 | 134.665 | 19130.00 | 2461050.00 |
| 995 | 2019.06.19 16:00 | buy | 498 | 0.10 | 136.609 | 136.045 | 141.395 | ||
| 996 | 2019.06.21 07:59 | s/l | 498 | 0.10 | 136.052 | 136.045 | 141.395 | -5570.00 | 2455480.00 |
| 997 | 2019.07.15 20:00 | sell | 499 | 0.10 | 134.953 | 135.506 | 130.156 | ||
| 998 | 2019.07.16 16:00 | close | 499 | 0.10 | 134.468 | 135.506 | 130.156 | 4850.00 | 2460330.00 |
| 999 | 2019.07.18 04:00 | sell | 500 | 0.10 | 133.935 | 134.494 | 129.144 | ||
| 1000 | 2019.07.18 11:30 | s/l | 500 | 0.10 | 134.494 | 134.494 | 129.144 | -5590.00 | 2454740.00 |
| 1001 | 2019.07.22 04:00 | buy | 501 | 0.10 | 134.972 | 134.394 | 139.744 | ||
| 1002 | 2019.07.23 11:32 | s/l | 501 | 0.10 | 134.385 | 134.394 | 139.744 | -5870.00 | 2448870.00 |
| 1003 | 2019.07.29 16:00 | sell | 502 | 0.10 | 133.044 | 133.595 | 128.245 | ||
| 1004 | 2019.07.30 08:00 | close | 502 | 0.10 | 131.716 | 133.595 | 128.245 | 13280.00 | 2462150.00 |
| 1005 | 2019.08.01 16:00 | sell | 503 | 0.10 | 131.392 | 131.940 | 126.590 | ||
| 1006 | 2019.08.12 02:32 | t/p | 503 | 0.10 | 126.585 | 131.940 | 126.590 | 48070.00 | 2510220.00 |
| 1007 | 2019.08.13 20:00 | buy | 504 | 0.10 | 128.550 | 127.979 | 133.329 | ||
| 1008 | 2019.08.14 14:35 | s/l | 504 | 0.10 | 127.976 | 127.979 | 133.329 | -5740.00 | 2504480.00 |
| 1009 | 2019.09.05 12:00 | buy | 505 | 0.10 | 130.719 | 130.153 | 135.503 | ||
| 1010 | 2019.09.18 22:35 | t/p | 505 | 0.10 | 135.510 | 130.153 | 135.503 | 47910.00 | 2552390.00 |
| 1011 | 2019.09.19 01:00 | buy | 506 | 0.10 | 135.262 | 134.645 | 139.995 | ||
| 1012 | 2019.09.19 04:55 | s/l | 506 | 0.10 | 134.638 | 134.645 | 139.995 | -6240.00 | 2546150.00 |
| 1013 | 2019.10.07 12:00 | sell | 507 | 0.10 | 131.406 | 131.952 | 126.602 | ||
| 1014 | 2019.10.07 17:29 | s/l | 507 | 0.10 | 131.948 | 131.952 | 126.602 | -5420.00 | 2540730.00 |
| 1015 | 2019.10.08 16:00 | sell | 508 | 0.10 | 130.578 | 131.137 | 125.787 | ||
| 1016 | 2019.10.09 10:30 | s/l | 508 | 0.10 | 131.143 | 131.137 | 125.787 | -5650.00 | 2535080.00 |
| 1017 | 2019.10.09 16:00 | sell | 509 | 0.10 | 131.185 | 131.729 | 126.379 | ||
| 1018 | 2019.10.10 04:39 | s/l | 509 | 0.10 | 131.725 | 131.729 | 126.379 | -5400.00 | 2529680.00 |
| 1019 | 2019.10.11 16:00 | buy | 510 | 0.10 | 136.838 | 136.276 | 141.626 | ||
| 1020 | 2019.10.11 20:00 | close | 510 | 0.10 | 137.287 | 136.276 | 141.626 | 4490.00 | 2534170.00 |
| 1021 | 2019.10.14 16:00 | buy | 511 | 0.10 | 136.024 | 135.455 | 140.805 | ||
| 1022 | 2019.10.17 12:35 | t/p | 511 | 0.10 | 140.816 | 135.455 | 140.805 | 47920.00 | 2582090.00 |
| 1023 | 2019.10.17 20:00 | buy | 512 | 0.10 | 139.448 | 138.878 | 144.228 | ||
| 1024 | 2019.10.23 00:00 | close | 512 | 0.10 | 139.622 | 138.878 | 144.228 | 1740.00 | 2583830.00 |
| 1025 | 2019.10.23 00:00 | sell | 513 | 0.10 | 139.627 | 140.172 | 134.822 | ||
| 1026 | 2019.10.23 21:56 | s/l | 513 | 0.10 | 140.172 | 140.172 | 134.822 | -5450.00 | 2578380.00 |
| 1027 | 2019.12.04 12:00 | buy | 514 | 0.10 | 141.966 | 141.404 | 146.754 | ||
| 1028 | 2019.12.13 00:04 | t/p | 514 | 0.10 | 146.818 | 141.404 | 146.754 | 48520.00 | 2626900.00 |
| 1029 | 2019.12.13 00:04 | buy | 515 | 0.10 | 147.031 | 145.343 | 150.693 | ||
| 1030 | 2019.12.17 01:31 | s/l | 515 | 0.10 | 145.345 | 145.343 | 150.693 | -16860.00 | 2610040.00 |
| 1031 | 2019.12.18 04:00 | sell | 516 | 0.10 | 143.346 | 143.903 | 138.553 | ||
| 1032 | 2019.12.31 17:56 | s/l | 516 | 0.10 | 143.913 | 143.903 | 138.553 | -5670.00 | 2604370.00 |
| 1033 | 2020.02.20 12:00 | buy | 517 | 0.10 | 144.485 | 143.918 | 149.268 | ||
| 1034 | 2020.02.20 14:23 | s/l | 517 | 0.10 | 143.923 | 143.918 | 149.268 | -5620.00 | 2598750.00 |
| 1035 | 2020.02.21 12:00 | buy | 518 | 0.10 | 144.292 | 143.724 | 149.074 | ||
| 1036 | 2020.02.24 11:18 | s/l | 518 | 0.10 | 143.719 | 143.724 | 149.074 | -5730.00 | 2593020.00 |
| 1037 | 2020.02.28 08:00 | sell | 519 | 0.10 | 140.321 | 140.874 | 135.524 | ||
| 1038 | 2020.03.09 04:42 | t/p | 519 | 0.10 | 135.530 | 140.874 | 135.524 | 47910.00 | 2640930.00 |
| 1039 | 2020.03.12 12:00 | sell | 520 | 0.10 | 132.537 | 133.078 | 127.728 | ||
| 1040 | 2020.03.12 17:19 | s/l | 520 | 0.10 | 133.102 | 133.078 | 127.728 | -5650.00 | 2635280.00 |
| 1041 | 2020.03.12 19:04 | sell | 521 | 0.10 | 132.201 | 132.238 | 126.888 | ||
| 1042 | 2020.03.12 19:04 | s/l | 521 | 0.10 | 132.245 | 132.238 | 126.888 | -440.00 | 2634840.00 |
| 1043 | 2020.03.13 03:00 | sell | 522 | 0.10 | 131.552 | 132.036 | 126.686 | ||
| 1044 | 2020.03.13 05:33 | s/l | 522 | 0.10 | 132.032 | 132.036 | 126.686 | -4800.00 | 2630040.00 |
| 1045 | 2020.03.16 12:00 | sell | 523 | 0.10 | 131.067 | 131.617 | 126.267 | ||
| 1046 | 2020.03.18 19:42 | t/p | 523 | 0.10 | 126.274 | 131.617 | 126.267 | 47930.00 | 2677970.00 |
| 1047 | 2020.03.19 20:00 | sell | 524 | 0.10 | 128.073 | 128.625 | 123.275 | ||
| 1048 | 2020.03.19 20:20 | s/l | 524 | 0.10 | 128.638 | 128.625 | 123.275 | -5650.00 | 2672320.00 |
| 1049 | 2020.04.08 16:00 | buy | 525 | 0.10 | 134.789 | 134.210 | 139.560 | ||
| 1050 | 2020.04.15 10:37 | s/l | 525 | 0.10 | 134.210 | 134.210 | 139.560 | -5790.00 | 2666530.00 |