Strategy Tester Report
EA_BBHLband_H1_forGJ_1.03
| 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=44101101; MagicNumberS=44101201; 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=168; 最大ストップロス=400; | ||||
| 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 | 2690180.00 | 総利益 | 5449950.00 | 総損失 | -2759770.00 |
| プロフィットファクタ | 1.97 | 期待利得 | 4761.38 | ||
| 絶対ドローダウン | 4390.00 | 最大ドローダウン | 114830.00 (12.29%) | 相対ドローダウン | 25.33% (79920.00) |
| 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 | 28840.00 | 敗トレード | -41020.00 | |
| 平均 | 勝トレード | 13132.41 | 敗トレード | -18398.47 | |
| 最大 | 連勝(金額) | 19 (270660.00) | 連敗(金額) | 7 (-66200.00) | |
| 最大 | 連勝(トレード数) | 270660.00 (19) | 連敗(トレード数) | -83770.00 (3) | |
| 平均 | 連勝 | 4 | 連敗 | 1 | |
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 | 2007.01.03 23:01 | sell | 1 | 0.10 | 232.727 | 234.820 | 231.031 | ||
| 2 | 2007.01.05 01:25 | t/p | 1 | 0.10 | 231.029 | 234.820 | 231.031 | 16980.00 | 216980.00 |
| 3 | 2007.01.17 11:00 | buy | 2 | 0.10 | 237.077 | 233.869 | 238.498 | ||
| 4 | 2007.01.18 06:07 | t/p | 2 | 0.10 | 238.508 | 233.869 | 238.498 | 14310.00 | 231290.00 |
| 5 | 2007.01.18 07:00 | buy | 3 | 0.10 | 238.396 | 234.964 | 239.809 | ||
| 6 | 2007.01.18 10:23 | t/p | 3 | 0.10 | 239.812 | 234.964 | 239.809 | 14160.00 | 245450.00 |
| 7 | 2007.01.22 13:00 | buy | 4 | 0.10 | 239.943 | 236.529 | 241.364 | ||
| 8 | 2007.01.23 13:50 | t/p | 4 | 0.10 | 241.380 | 236.529 | 241.364 | 14370.00 | 259820.00 |
| 9 | 2007.01.30 08:00 | buy | 5 | 0.10 | 239.161 | 236.343 | 240.588 | ||
| 10 | 2007.02.05 12:59 | s/l | 5 | 0.10 | 236.330 | 236.343 | 240.588 | -28310.00 | 231510.00 |
| 11 | 2007.02.07 11:00 | buy | 6 | 0.10 | 237.459 | 235.357 | 238.889 | ||
| 12 | 2007.02.08 15:00 | close | 6 | 0.10 | 237.875 | 235.357 | 238.889 | 4160.00 | 235670.00 |
| 13 | 2007.02.09 11:00 | sell | 7 | 0.10 | 236.745 | 240.746 | 235.066 | ||
| 14 | 2007.02.15 12:52 | t/p | 7 | 0.10 | 235.055 | 240.746 | 235.066 | 16900.00 | 252570.00 |
| 15 | 2007.02.15 14:01 | sell | 8 | 0.10 | 235.061 | 239.073 | 233.393 | ||
| 16 | 2007.02.15 18:00 | close | 8 | 0.10 | 233.438 | 239.073 | 233.393 | 16230.00 | 268800.00 |
| 17 | 2007.02.15 19:00 | sell | 9 | 0.10 | 233.246 | 237.263 | 231.583 | ||
| 18 | 2007.02.15 20:00 | close | 9 | 0.10 | 233.357 | 237.263 | 231.583 | -1110.00 | 267690.00 |
| 19 | 2007.02.15 20:00 | sell | 10 | 0.10 | 233.316 | 237.316 | 231.636 | ||
| 20 | 2007.02.15 21:00 | close | 10 | 0.10 | 233.235 | 237.316 | 231.636 | 810.00 | 268500.00 |
| 21 | 2007.02.20 06:00 | buy | 11 | 0.10 | 233.917 | 232.156 | 235.337 | ||
| 22 | 2007.02.21 03:01 | t/p | 11 | 0.10 | 235.344 | 232.156 | 235.337 | 14270.00 | 282770.00 |
| 23 | 2007.02.26 16:01 | sell | 12 | 0.10 | 236.611 | 240.635 | 234.955 | ||
| 24 | 2007.02.27 10:02 | t/p | 12 | 0.10 | 234.941 | 240.635 | 234.955 | 16700.00 | 299470.00 |
| 25 | 2007.02.27 11:00 | sell | 13 | 0.10 | 234.961 | 238.954 | 233.274 | ||
| 26 | 2007.02.27 16:00 | close | 13 | 0.10 | 233.392 | 238.954 | 233.274 | 15690.00 | 315160.00 |
| 27 | 2007.03.19 02:00 | sell | 14 | 0.10 | 225.596 | 228.029 | 224.167 | ||
| 28 | 2007.03.19 11:37 | s/l | 14 | 0.10 | 228.043 | 228.029 | 224.167 | -24470.00 | 290690.00 |
| 29 | 2007.03.28 06:02 | sell | 15 | 0.10 | 230.790 | 232.989 | 229.364 | ||
| 30 | 2007.03.28 17:00 | close | 15 | 0.10 | 229.484 | 232.989 | 229.364 | 13060.00 | 303750.00 |
| 31 | 2007.04.05 17:00 | sell | 16 | 0.10 | 233.690 | 235.130 | 232.260 | ||
| 32 | 2007.04.10 14:02 | s/l | 16 | 0.10 | 235.138 | 235.130 | 232.260 | -14480.00 | 289270.00 |
| 33 | 2007.04.13 13:00 | sell | 17 | 0.10 | 234.820 | 236.305 | 233.410 | ||
| 34 | 2007.04.13 17:38 | s/l | 17 | 0.10 | 236.320 | 236.305 | 233.410 | -15000.00 | 274270.00 |
| 35 | 2007.04.18 16:00 | sell | 18 | 0.10 | 237.428 | 239.435 | 236.000 | ||
| 36 | 2007.04.19 08:03 | t/p | 18 | 0.10 | 236.008 | 239.435 | 236.000 | 14200.00 | 288470.00 |
| 37 | 2007.04.19 09:00 | sell | 19 | 0.10 | 236.333 | 239.435 | 234.910 | ||
| 38 | 2007.04.19 14:00 | close | 19 | 0.10 | 235.738 | 239.435 | 234.910 | 5950.00 | 294420.00 |
| 39 | 2007.04.24 06:00 | sell | 20 | 0.10 | 236.303 | 238.390 | 234.870 | ||
| 40 | 2007.04.26 09:38 | s/l | 20 | 0.10 | 238.383 | 238.390 | 234.870 | -20800.00 | 273620.00 |
| 41 | 2007.05.08 13:00 | sell | 21 | 0.10 | 238.931 | 239.790 | 237.260 | ||
| 42 | 2007.05.10 10:51 | s/l | 21 | 0.10 | 239.803 | 239.790 | 237.260 | -8720.00 | 264900.00 |
| 43 | 2007.05.10 21:00 | sell | 22 | 0.10 | 237.353 | 239.790 | 235.730 | ||
| 44 | 2007.05.11 13:00 | close | 22 | 0.10 | 236.926 | 239.790 | 235.730 | 4270.00 | 269170.00 |
| 45 | 2007.05.18 15:00 | sell | 23 | 0.10 | 238.218 | 239.910 | 236.530 | ||
| 46 | 2007.05.22 18:12 | s/l | 23 | 0.10 | 239.918 | 239.910 | 236.530 | -17000.00 | 252170.00 |
| 47 | 2007.05.29 07:00 | sell | 24 | 0.10 | 240.695 | 241.880 | 239.010 | ||
| 48 | 2007.06.01 18:56 | s/l | 24 | 0.10 | 241.875 | 241.880 | 239.010 | -11800.00 | 240370.00 |
| 49 | 2007.06.06 12:00 | sell | 25 | 0.10 | 241.697 | 243.000 | 239.980 | ||
| 50 | 2007.06.07 19:09 | t/p | 25 | 0.10 | 239.986 | 243.000 | 239.980 | 17110.00 | 257480.00 |
| 51 | 2007.06.07 21:00 | sell | 26 | 0.10 | 239.198 | 243.000 | 237.510 | ||
| 52 | 2007.06.08 11:00 | close | 26 | 0.10 | 238.157 | 243.000 | 237.510 | 10410.00 | 267890.00 |
| 53 | 2007.07.04 13:00 | buy | 27 | 0.10 | 247.218 | 246.040 | 248.630 | ||
| 54 | 2007.07.09 06:36 | t/p | 27 | 0.10 | 248.627 | 246.040 | 248.630 | 14090.00 | 281980.00 |
| 55 | 2007.07.09 07:00 | buy | 28 | 0.10 | 248.688 | 246.570 | 250.100 | ||
| 56 | 2007.07.11 00:34 | s/l | 28 | 0.10 | 246.553 | 246.570 | 250.100 | -21350.00 | 260630.00 |
| 57 | 2007.07.11 03:00 | sell | 29 | 0.10 | 246.690 | 248.800 | 245.010 | ||
| 58 | 2007.07.11 09:00 | close | 29 | 0.10 | 245.730 | 248.800 | 245.010 | 9600.00 | 270230.00 |
| 59 | 2007.07.16 00:00 | sell | 30 | 0.10 | 248.130 | 248.970 | 246.450 | ||
| 60 | 2007.07.17 12:14 | s/l | 30 | 0.10 | 248.978 | 248.970 | 246.450 | -8480.00 | 261750.00 |
| 61 | 2007.07.20 19:00 | sell | 31 | 0.10 | 249.145 | 251.120 | 247.470 | ||
| 62 | 2007.07.24 22:46 | t/p | 31 | 0.10 | 247.455 | 251.120 | 247.470 | 16900.00 | 278650.00 |
| 63 | 2007.07.25 00:01 | sell | 32 | 0.10 | 248.021 | 251.120 | 246.340 | ||
| 64 | 2007.07.25 04:00 | close | 32 | 0.10 | 246.586 | 251.120 | 246.340 | 14350.00 | 293000.00 |
| 65 | 2007.07.25 05:00 | sell | 33 | 0.10 | 246.970 | 250.980 | 245.300 | ||
| 66 | 2007.07.26 14:18 | t/p | 33 | 0.10 | 245.306 | 250.980 | 245.300 | 16640.00 | 309640.00 |
| 67 | 2007.09.04 12:01 | sell | 34 | 0.10 | 232.626 | 235.520 | 231.190 | ||
| 68 | 2007.09.07 16:12 | t/p | 34 | 0.10 | 231.185 | 235.520 | 231.190 | 14410.00 | 324050.00 |
| 69 | 2007.09.07 19:00 | sell | 35 | 0.10 | 230.350 | 234.340 | 228.920 | ||
| 70 | 2007.09.07 20:00 | close | 35 | 0.10 | 230.080 | 234.340 | 228.920 | 2700.00 | 326750.00 |
| 71 | 2007.09.26 18:00 | buy | 36 | 0.10 | 233.187 | 229.190 | 234.870 | ||
| 72 | 2007.09.28 22:29 | t/p | 36 | 0.10 | 234.867 | 229.190 | 234.870 | 16800.00 | 343550.00 |
| 73 | 2007.10.01 06:00 | buy | 37 | 0.10 | 235.328 | 231.315 | 236.995 | ||
| 74 | 2007.10.01 10:00 | close | 37 | 0.10 | 235.656 | 231.315 | 236.995 | 3280.00 | 346830.00 |
| 75 | 2007.10.01 10:00 | buy | 38 | 0.10 | 235.693 | 231.690 | 237.370 | ||
| 76 | 2007.10.01 11:00 | close | 38 | 0.10 | 236.279 | 231.690 | 237.370 | 5860.00 | 352690.00 |
| 77 | 2007.10.01 12:00 | buy | 39 | 0.10 | 235.955 | 231.960 | 237.640 | ||
| 78 | 2007.10.01 13:00 | close | 39 | 0.10 | 236.021 | 231.960 | 237.640 | 660.00 | 353350.00 |
| 79 | 2007.10.01 13:00 | buy | 40 | 0.10 | 236.057 | 232.060 | 237.740 | ||
| 80 | 2007.10.03 17:15 | t/p | 40 | 0.10 | 237.733 | 232.060 | 237.740 | 16760.00 | 370110.00 |
| 81 | 2007.10.03 19:01 | buy | 41 | 0.10 | 237.829 | 233.780 | 239.460 | ||
| 82 | 2007.10.08 14:07 | t/p | 41 | 0.10 | 239.474 | 233.780 | 239.460 | 16450.00 | 386560.00 |
| 83 | 2007.10.09 16:00 | sell | 42 | 0.10 | 237.655 | 239.745 | 236.240 | ||
| 84 | 2007.10.10 10:50 | s/l | 42 | 0.10 | 239.756 | 239.745 | 236.240 | -21010.00 | 365550.00 |
| 85 | 2007.10.12 10:00 | sell | 43 | 0.10 | 237.901 | 240.390 | 236.490 | ||
| 86 | 2007.10.15 13:51 | s/l | 43 | 0.10 | 240.398 | 240.390 | 236.490 | -24970.00 | 340580.00 |
| 87 | 2007.10.16 12:00 | sell | 44 | 0.10 | 237.691 | 240.705 | 236.275 | ||
| 88 | 2007.10.16 14:00 | close | 44 | 0.10 | 237.096 | 240.705 | 236.275 | 5950.00 | 346530.00 |
| 89 | 2007.10.16 15:00 | sell | 45 | 0.10 | 237.177 | 240.705 | 235.750 | ||
| 90 | 2007.10.16 16:00 | close | 45 | 0.10 | 237.716 | 240.705 | 235.750 | -5390.00 | 341140.00 |
| 91 | 2007.10.16 16:00 | sell | 46 | 0.10 | 237.489 | 240.705 | 236.210 | ||
| 92 | 2007.10.16 18:00 | close | 46 | 0.10 | 236.896 | 240.705 | 236.210 | 5930.00 | 347070.00 |
| 93 | 2007.10.19 02:00 | sell | 47 | 0.10 | 236.010 | 240.000 | 234.580 | ||
| 94 | 2007.10.22 00:00 | t/p | 47 | 0.10 | 234.560 | 240.000 | 234.580 | 14500.00 | 361570.00 |
| 95 | 2007.10.26 11:00 | buy | 48 | 0.10 | 235.198 | 232.335 | 236.615 | ||
| 96 | 2007.10.29 14:35 | t/p | 48 | 0.10 | 236.608 | 232.335 | 236.615 | 14100.00 | 375670.00 |
| 97 | 2007.10.29 16:00 | buy | 49 | 0.10 | 236.277 | 232.840 | 237.695 | ||
| 98 | 2007.10.30 20:05 | t/p | 49 | 0.10 | 237.688 | 232.840 | 237.695 | 14110.00 | 389780.00 |
| 99 | 2007.10.31 14:00 | buy | 50 | 0.10 | 238.548 | 234.545 | 239.965 | ||
| 100 | 2007.10.31 21:46 | t/p | 50 | 0.10 | 239.972 | 234.545 | 239.965 | 14240.00 | 404020.00 |
| 101 | 2007.12.04 15:00 | sell | 51 | 0.10 | 226.261 | 229.355 | 224.835 | ||
| 102 | 2007.12.05 11:30 | t/p | 51 | 0.10 | 224.809 | 229.355 | 224.835 | 14520.00 | 418540.00 |
| 103 | 2007.12.27 11:00 | buy | 52 | 0.10 | 227.160 | 223.145 | 228.825 | ||
| 104 | 2007.12.31 04:59 | s/l | 52 | 0.10 | 223.139 | 223.145 | 228.825 | -40210.00 | 378330.00 |
| 105 | 2008.01.18 20:00 | sell | 53 | 0.10 | 209.195 | 212.410 | 207.775 | ||
| 106 | 2008.01.18 23:00 | close | 53 | 0.10 | 208.456 | 212.410 | 207.775 | 7390.00 | 385720.00 |
| 107 | 2008.01.18 23:01 | sell | 54 | 0.10 | 208.462 | 212.385 | 206.965 | ||
| 108 | 2008.01.21 09:00 | close | 54 | 0.10 | 207.795 | 212.385 | 206.965 | 6670.00 | 392390.00 |
| 109 | 2008.01.31 01:00 | sell | 55 | 0.10 | 211.229 | 213.720 | 209.815 | ||
| 110 | 2008.02.01 15:44 | t/p | 55 | 0.10 | 209.823 | 213.720 | 209.815 | 14060.00 | 406450.00 |
| 111 | 2008.02.06 03:00 | sell | 56 | 0.10 | 209.375 | 212.385 | 207.960 | ||
| 112 | 2008.02.06 09:53 | t/p | 56 | 0.10 | 207.959 | 212.385 | 207.960 | 14160.00 | 420610.00 |
| 113 | 2008.02.06 11:00 | sell | 57 | 0.10 | 208.813 | 212.385 | 207.400 | ||
| 114 | 2008.02.06 12:00 | close | 57 | 0.10 | 208.246 | 212.385 | 207.400 | 5670.00 | 426280.00 |
| 115 | 2008.02.07 16:00 | sell | 58 | 0.10 | 206.400 | 210.400 | 204.980 | ||
| 116 | 2008.02.12 17:02 | s/l | 58 | 0.10 | 210.406 | 210.400 | 204.980 | -40060.00 | 386220.00 |
| 117 | 2008.02.15 17:00 | sell | 59 | 0.10 | 211.037 | 213.900 | 209.625 | ||
| 118 | 2008.02.19 11:39 | t/p | 59 | 0.10 | 209.616 | 213.900 | 209.625 | 14210.00 | 400430.00 |
| 119 | 2008.02.19 14:00 | sell | 60 | 0.10 | 209.550 | 213.540 | 208.120 | ||
| 120 | 2008.02.21 14:00 | buy | 61 | 0.10 | 211.721 | 207.720 | 213.400 | ||
| 121 | 2008.02.27 00:52 | t/p | 61 | 0.10 | 213.397 | 207.720 | 213.400 | 16760.00 | 417190.00 |
| 122 | 2008.02.27 01:24 | s/l | 60 | 0.10 | 213.553 | 213.540 | 208.120 | -40030.00 | 377160.00 |
| 123 | 2008.03.07 13:00 | sell | 62 | 0.10 | 205.168 | 207.770 | 203.740 | ||
| 124 | 2008.03.07 17:35 | s/l | 62 | 0.10 | 207.787 | 207.770 | 203.740 | -26190.00 | 350970.00 |
| 125 | 2008.03.10 21:00 | sell | 63 | 0.10 | 204.865 | 207.990 | 203.450 | ||
| 126 | 2008.03.11 01:00 | close | 63 | 0.10 | 204.084 | 207.990 | 203.450 | 7810.00 | 358780.00 |
| 127 | 2008.03.11 02:00 | sell | 64 | 0.10 | 204.534 | 207.990 | 203.120 | ||
| 128 | 2008.03.11 03:00 | close | 64 | 0.10 | 203.821 | 207.990 | 203.120 | 7130.00 | 365910.00 |
| 129 | 2008.03.26 15:00 | sell | 65 | 0.10 | 198.220 | 201.050 | 196.810 | ||
| 130 | 2008.03.27 15:30 | s/l | 65 | 0.10 | 201.053 | 201.050 | 196.810 | -28330.00 | 337580.00 |
| 131 | 2008.03.28 23:00 | sell | 66 | 0.10 | 197.766 | 201.770 | 196.340 | ||
| 132 | 2008.03.31 02:00 | close | 66 | 0.10 | 197.300 | 201.770 | 196.340 | 4660.00 | 342240.00 |
| 133 | 2008.04.04 19:00 | sell | 67 | 0.10 | 202.938 | 205.130 | 201.520 | ||
| 134 | 2008.04.08 10:39 | t/p | 67 | 0.10 | 201.520 | 205.130 | 201.520 | 14180.00 | 356420.00 |
| 135 | 2008.04.16 20:00 | buy | 68 | 0.10 | 200.507 | 198.105 | 201.930 | ||
| 136 | 2008.04.17 12:42 | t/p | 68 | 0.10 | 201.930 | 198.105 | 201.930 | 14230.00 | 370650.00 |
| 137 | 2008.04.25 04:01 | buy | 69 | 0.10 | 206.076 | 203.375 | 207.490 | ||
| 138 | 2008.04.25 12:51 | t/p | 69 | 0.10 | 207.506 | 203.375 | 207.490 | 14300.00 | 384950.00 |
| 139 | 2008.04.25 14:00 | buy | 70 | 0.10 | 207.262 | 203.375 | 208.690 | ||
| 140 | 2008.04.25 16:00 | close | 70 | 0.10 | 207.209 | 203.375 | 208.690 | -530.00 | 384420.00 |
| 141 | 2008.04.25 16:00 | buy | 71 | 0.10 | 207.237 | 203.360 | 208.655 | ||
| 142 | 2008.04.28 19:00 | close | 71 | 0.10 | 207.607 | 203.360 | 208.655 | 3700.00 | 388120.00 |
| 143 | 2008.05.02 12:00 | buy | 72 | 0.10 | 207.976 | 203.975 | 209.395 | ||
| 144 | 2008.05.02 19:00 | close | 72 | 0.10 | 208.052 | 203.975 | 209.395 | 760.00 | 388880.00 |
| 145 | 2008.05.14 13:00 | buy | 73 | 0.10 | 204.373 | 200.370 | 205.790 | ||
| 146 | 2008.05.22 17:04 | t/p | 73 | 0.10 | 205.789 | 200.370 | 205.790 | 14160.00 | 403040.00 |
| 147 | 2008.05.22 19:00 | buy | 74 | 0.10 | 205.839 | 202.630 | 207.260 | ||
| 148 | 2008.05.22 20:00 | close | 74 | 0.10 | 205.994 | 202.630 | 207.260 | 1550.00 | 404590.00 |
| 149 | 2008.05.22 20:00 | buy | 75 | 0.10 | 206.046 | 202.635 | 207.460 | ||
| 150 | 2008.05.22 21:00 | close | 75 | 0.10 | 205.987 | 202.635 | 207.460 | -590.00 | 404000.00 |
1ページ目次へ