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 | |
| # | 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 |
| 151 | 2008.05.27 17:00 | buy | 76 | 0.10 | 205.657 | 202.730 | 207.160 | ||
| 152 | 2008.05.28 12:31 | t/p | 76 | 0.10 | 207.172 | 202.730 | 207.160 | 15150.00 | 419150.00 |
| 153 | 2008.05.28 14:00 | buy | 77 | 0.10 | 206.753 | 204.150 | 208.175 | ||
| 154 | 2008.05.29 14:52 | t/p | 77 | 0.10 | 208.186 | 204.150 | 208.175 | 14330.00 | 433480.00 |
| 155 | 2008.06.05 16:00 | buy | 78 | 0.10 | 207.120 | 203.980 | 208.530 | ||
| 156 | 2008.06.09 11:31 | t/p | 78 | 0.10 | 208.527 | 203.980 | 208.530 | 14070.00 | 447550.00 |
| 157 | 2008.06.19 13:00 | buy | 79 | 0.10 | 212.056 | 210.290 | 213.480 | ||
| 158 | 2008.06.26 09:23 | t/p | 79 | 0.10 | 213.479 | 210.290 | 213.480 | 14230.00 | 461780.00 |
| 159 | 2008.06.26 11:00 | buy | 80 | 0.10 | 213.454 | 211.105 | 214.865 | ||
| 160 | 2008.06.27 10:57 | s/l | 80 | 0.10 | 211.109 | 211.105 | 214.865 | -23450.00 | 438330.00 |
| 161 | 2008.07.08 12:00 | sell | 81 | 0.10 | 210.427 | 213.930 | 208.740 | ||
| 162 | 2008.07.15 19:00 | close | 81 | 0.10 | 210.060 | 213.930 | 208.740 | 3670.00 | 442000.00 |
| 163 | 2008.07.15 19:00 | sell | 82 | 0.10 | 210.031 | 213.930 | 208.360 | ||
| 164 | 2008.07.16 13:00 | close | 82 | 0.10 | 208.587 | 213.930 | 208.360 | 14440.00 | 456440.00 |
| 165 | 2008.07.30 13:00 | sell | 83 | 0.10 | 213.732 | 215.890 | 212.050 | ||
| 166 | 2008.08.01 10:51 | t/p | 83 | 0.10 | 212.045 | 215.890 | 212.050 | 16870.00 | 473310.00 |
| 167 | 2008.08.01 12:00 | sell | 84 | 0.10 | 212.753 | 215.890 | 211.070 | ||
| 168 | 2008.08.05 09:58 | t/p | 84 | 0.10 | 211.062 | 215.890 | 211.070 | 16910.00 | 490220.00 |
| 169 | 2008.08.05 12:00 | sell | 85 | 0.10 | 211.383 | 215.385 | 209.705 | ||
| 170 | 2008.08.11 04:00 | close | 85 | 0.10 | 210.798 | 215.385 | 209.705 | 5850.00 | 496070.00 |
| 171 | 2008.08.26 04:00 | sell | 86 | 0.10 | 202.075 | 204.640 | 200.650 | ||
| 172 | 2008.08.27 11:16 | t/p | 86 | 0.10 | 200.646 | 204.640 | 200.650 | 14290.00 | 510360.00 |
| 173 | 2008.08.28 08:00 | sell | 87 | 0.10 | 200.450 | 203.937 | 199.030 | ||
| 174 | 2008.08.29 10:34 | t/p | 87 | 0.10 | 199.039 | 203.937 | 199.030 | 14110.00 | 524470.00 |
| 175 | 2008.09.11 14:00 | sell | 88 | 0.10 | 186.948 | 190.940 | 185.520 | ||
| 176 | 2008.09.11 22:00 | close | 88 | 0.10 | 187.033 | 190.940 | 185.520 | -850.00 | 523620.00 |
| 177 | 2008.09.26 04:01 | sell | 89 | 0.10 | 195.271 | 197.460 | 193.855 | ||
| 178 | 2008.09.26 10:28 | t/p | 89 | 0.10 | 193.858 | 197.460 | 193.855 | 14130.00 | 537750.00 |
| 179 | 2008.09.26 12:00 | sell | 90 | 0.10 | 194.083 | 197.460 | 192.665 | ||
| 180 | 2008.09.26 13:00 | close | 90 | 0.10 | 193.794 | 197.460 | 192.665 | 2890.00 | 540640.00 |
| 181 | 2008.09.26 14:00 | sell | 91 | 0.10 | 193.937 | 197.460 | 192.510 | ||
| 182 | 2008.09.26 15:00 | close | 91 | 0.10 | 193.831 | 197.460 | 192.510 | 1060.00 | 541700.00 |
| 183 | 2008.11.20 01:01 | sell | 92 | 0.10 | 143.283 | 147.180 | 141.760 | ||
| 184 | 2008.11.20 10:02 | t/p | 92 | 0.10 | 141.760 | 147.180 | 141.760 | 15230.00 | 556930.00 |
| 185 | 2008.12.12 08:03 | sell | 93 | 0.10 | 134.484 | 138.345 | 132.925 | ||
| 186 | 2008.12.12 09:00 | close | 93 | 0.10 | 134.344 | 138.345 | 132.925 | 1400.00 | 558330.00 |
| 187 | 2008.12.12 09:00 | sell | 94 | 0.10 | 134.316 | 138.235 | 132.815 | ||
| 188 | 2008.12.12 10:00 | close | 94 | 0.10 | 133.868 | 138.235 | 132.815 | 4480.00 | 562810.00 |
| 189 | 2008.12.17 14:03 | sell | 95 | 0.10 | 136.316 | 139.250 | 135.135 | ||
| 190 | 2008.12.17 15:11 | t/p | 95 | 0.10 | 135.133 | 139.250 | 135.135 | 11830.00 | 574640.00 |
| 191 | 2008.12.17 16:00 | sell | 96 | 0.10 | 136.260 | 139.250 | 134.840 | ||
| 192 | 2008.12.18 00:00 | close | 96 | 0.10 | 135.605 | 139.250 | 134.840 | 6550.00 | 581190.00 |
| 193 | 2008.12.25 18:00 | sell | 97 | 0.10 | 132.564 | 134.695 | 131.152 | ||
| 194 | 2008.12.29 17:23 | t/p | 97 | 0.10 | 131.146 | 134.695 | 131.152 | 14180.00 | 595370.00 |
| 195 | 2008.12.29 19:02 | sell | 98 | 0.10 | 131.547 | 134.100 | 130.120 | ||
| 196 | 2008.12.29 21:00 | close | 98 | 0.10 | 130.499 | 134.100 | 130.120 | 10480.00 | 605850.00 |
| 197 | 2008.12.29 22:00 | sell | 99 | 0.10 | 131.411 | 134.100 | 130.000 | ||
| 198 | 2008.12.30 18:10 | t/p | 99 | 0.10 | 129.987 | 134.100 | 130.000 | 14240.00 | 620090.00 |
| 199 | 2009.01.09 22:00 | sell | 100 | 0.10 | 136.872 | 140.870 | 135.450 | ||
| 200 | 2009.01.12 01:00 | close | 100 | 0.10 | 135.810 | 140.870 | 135.450 | 10620.00 | 630710.00 |
| 201 | 2009.01.15 22:00 | buy | 101 | 0.10 | 131.458 | 128.845 | 132.850 | ||
| 202 | 2009.01.16 03:41 | t/p | 101 | 0.10 | 132.875 | 128.845 | 132.850 | 14170.00 | 644880.00 |
| 203 | 2009.01.16 05:00 | buy | 102 | 0.10 | 133.425 | 129.235 | 134.655 | ||
| 204 | 2009.01.16 06:00 | close | 102 | 0.10 | 133.325 | 129.235 | 134.655 | -1000.00 | 643880.00 |
| 205 | 2009.01.30 19:00 | buy | 103 | 0.10 | 129.578 | 125.480 | 130.900 | ||
| 206 | 2009.02.02 14:16 | s/l | 103 | 0.10 | 125.476 | 125.480 | 130.900 | -41020.00 | 602860.00 |
| 207 | 2009.02.04 19:00 | buy | 104 | 0.10 | 129.594 | 125.595 | 131.015 | ||
| 208 | 2009.02.05 14:06 | t/p | 104 | 0.10 | 131.010 | 125.595 | 131.015 | 14160.00 | 617020.00 |
| 209 | 2009.02.05 16:00 | buy | 105 | 0.10 | 131.043 | 127.035 | 132.455 | ||
| 210 | 2009.02.05 17:00 | close | 105 | 0.10 | 131.441 | 127.035 | 132.455 | 3980.00 | 621000.00 |
| 211 | 2009.02.18 20:00 | buy | 106 | 0.10 | 133.302 | 129.305 | 134.725 | ||
| 212 | 2009.02.19 11:00 | close | 106 | 0.10 | 134.556 | 129.305 | 134.725 | 12540.00 | 633540.00 |
| 213 | 2009.03.04 12:00 | buy | 107 | 0.10 | 139.703 | 135.695 | 141.115 | ||
| 214 | 2009.03.04 16:00 | close | 107 | 0.10 | 140.461 | 135.695 | 141.115 | 7580.00 | 641120.00 |
| 215 | 2009.03.20 17:00 | buy | 108 | 0.10 | 138.120 | 134.870 | 139.530 | ||
| 216 | 2009.03.23 04:28 | t/p | 108 | 0.10 | 139.535 | 134.870 | 139.530 | 14150.00 | 655270.00 |
| 217 | 2009.04.13 12:03 | buy | 109 | 0.10 | 148.219 | 145.735 | 149.565 | ||
| 218 | 2009.04.16 03:23 | t/p | 109 | 0.10 | 149.569 | 145.735 | 149.565 | 13500.00 | 668770.00 |
| 219 | 2009.04.29 06:01 | buy | 110 | 0.10 | 142.331 | 139.035 | 143.660 | ||
| 220 | 2009.04.29 12:00 | close | 110 | 0.10 | 142.612 | 139.035 | 143.660 | 2810.00 | 671580.00 |
| 221 | 2009.05.05 13:00 | buy | 111 | 0.10 | 149.502 | 145.500 | 150.920 | ||
| 222 | 2009.05.13 12:58 | s/l | 111 | 0.10 | 145.493 | 145.500 | 150.920 | -40090.00 | 631490.00 |
| 223 | 2009.05.21 20:00 | buy | 112 | 0.10 | 149.923 | 145.890 | 151.310 | ||
| 224 | 2009.05.25 08:18 | t/p | 112 | 0.10 | 151.301 | 145.890 | 151.310 | 13780.00 | 645270.00 |
| 225 | 2009.05.25 10:00 | buy | 113 | 0.10 | 151.190 | 147.190 | 152.610 | ||
| 226 | 2009.05.27 11:52 | t/p | 113 | 0.10 | 152.620 | 147.190 | 152.610 | 14300.00 | 659570.00 |
| 227 | 2009.05.27 13:00 | buy | 114 | 0.10 | 152.715 | 148.725 | 154.145 | ||
| 228 | 2009.05.27 14:00 | close | 114 | 0.10 | 152.520 | 148.725 | 154.145 | -1950.00 | 657620.00 |
| 229 | 2009.05.27 14:00 | buy | 115 | 0.10 | 152.551 | 148.545 | 153.965 | ||
| 230 | 2009.05.28 09:06 | t/p | 115 | 0.10 | 153.969 | 148.545 | 153.965 | 14180.00 | 671800.00 |
| 231 | 2009.06.09 22:00 | buy | 116 | 0.10 | 159.145 | 155.150 | 160.570 | ||
| 232 | 2009.06.10 09:00 | close | 116 | 0.10 | 159.778 | 155.150 | 160.570 | 6330.00 | 678130.00 |
| 233 | 2009.07.02 12:00 | sell | 117 | 0.10 | 158.063 | 162.060 | 156.380 | ||
| 234 | 2009.07.06 00:35 | t/p | 117 | 0.10 | 156.314 | 162.060 | 156.380 | 17490.00 | 695620.00 |
| 235 | 2009.07.06 06:00 | sell | 118 | 0.10 | 155.391 | 159.400 | 153.720 | ||
| 236 | 2009.07.06 10:00 | close | 118 | 0.10 | 154.184 | 159.400 | 153.720 | 12070.00 | 707690.00 |
| 237 | 2009.07.20 05:00 | buy | 119 | 0.10 | 154.829 | 152.405 | 156.240 | ||
| 238 | 2009.07.20 10:53 | t/p | 119 | 0.10 | 156.234 | 152.405 | 156.240 | 14050.00 | 721740.00 |
| 239 | 2009.07.20 13:00 | buy | 120 | 0.10 | 155.903 | 152.400 | 157.315 | ||
| 240 | 2009.07.20 14:00 | close | 120 | 0.10 | 156.099 | 152.400 | 157.315 | 1960.00 | 723700.00 |
| 241 | 2009.07.23 11:00 | buy | 121 | 0.10 | 155.815 | 152.330 | 157.240 | ||
| 242 | 2009.07.23 12:00 | close | 121 | 0.10 | 156.015 | 152.330 | 157.240 | 2000.00 | 725700.00 |
| 243 | 2009.07.23 13:00 | buy | 122 | 0.10 | 156.064 | 152.315 | 157.490 | ||
| 244 | 2009.07.23 15:00 | close | 122 | 0.10 | 155.725 | 152.315 | 157.490 | -3390.00 | 722310.00 |
| 245 | 2009.08.06 20:00 | sell | 123 | 0.10 | 160.307 | 162.475 | 158.880 | ||
| 246 | 2009.08.07 16:34 | s/l | 123 | 0.10 | 162.474 | 162.475 | 158.880 | -21670.00 | 700640.00 |
| 247 | 2009.08.14 19:00 | sell | 124 | 0.10 | 156.414 | 160.380 | 155.000 | ||
| 248 | 2009.08.17 06:00 | close | 124 | 0.10 | 155.383 | 160.380 | 155.000 | 10310.00 | 710950.00 |
| 249 | 2009.08.21 08:00 | sell | 125 | 0.10 | 153.745 | 157.535 | 152.325 | ||
| 250 | 2009.08.25 09:00 | close | 125 | 0.10 | 153.952 | 157.535 | 152.325 | -2070.00 | 708880.00 |
| 251 | 2009.08.25 10:00 | sell | 126 | 0.10 | 153.904 | 156.840 | 152.475 | ||
| 252 | 2009.08.26 16:28 | t/p | 126 | 0.10 | 152.473 | 156.840 | 152.475 | 14310.00 | 723190.00 |
| 253 | 2009.08.27 05:00 | sell | 127 | 0.10 | 152.297 | 156.290 | 150.870 | ||
| 254 | 2009.08.31 04:14 | t/p | 127 | 0.10 | 150.879 | 156.290 | 150.870 | 14180.00 | 737370.00 |
| 255 | 2009.08.31 07:00 | sell | 128 | 0.10 | 150.483 | 154.135 | 149.065 | ||
| 256 | 2009.09.02 11:06 | t/p | 128 | 0.10 | 149.071 | 154.135 | 149.065 | 14120.00 | 751490.00 |
| 257 | 2009.09.10 13:00 | sell | 129 | 0.10 | 151.964 | 153.275 | 150.540 | ||
| 258 | 2009.09.11 18:48 | t/p | 129 | 0.10 | 150.541 | 153.275 | 150.540 | 14230.00 | 765720.00 |
| 259 | 2009.09.11 20:00 | sell | 130 | 0.10 | 150.825 | 153.140 | 149.410 | ||
| 260 | 2009.09.16 09:04 | t/p | 130 | 0.10 | 149.409 | 153.140 | 149.410 | 14160.00 | 779880.00 |
| 261 | 2009.09.17 16:00 | buy | 131 | 0.10 | 150.819 | 146.810 | 152.490 | ||
| 262 | 2009.09.24 11:26 | s/l | 131 | 0.10 | 146.820 | 146.810 | 152.490 | -39990.00 | 739890.00 |
| 263 | 2009.10.01 19:00 | sell | 132 | 0.10 | 143.086 | 144.560 | 141.675 | ||
| 264 | 2009.10.02 13:45 | t/p | 132 | 0.10 | 141.664 | 144.560 | 141.675 | 14220.00 | 754110.00 |
| 265 | 2009.10.02 15:00 | sell | 133 | 0.10 | 141.599 | 144.560 | 140.170 | ||
| 266 | 2009.10.07 11:28 | t/p | 133 | 0.10 | 140.165 | 144.560 | 140.170 | 14340.00 | 768450.00 |
| 267 | 2009.10.07 12:00 | sell | 134 | 0.10 | 140.290 | 143.980 | 138.870 | ||
| 268 | 2009.10.07 13:00 | close | 134 | 0.10 | 140.237 | 143.980 | 138.870 | 530.00 | 768980.00 |
| 269 | 2009.10.12 19:00 | sell | 135 | 0.10 | 141.600 | 143.250 | 140.180 | ||
| 270 | 2009.10.13 21:01 | s/l | 135 | 0.10 | 143.244 | 143.250 | 140.180 | -16440.00 | 752540.00 |
| 271 | 2009.10.23 15:00 | sell | 136 | 0.10 | 150.278 | 153.260 | 148.865 | ||
| 272 | 2009.10.26 06:00 | close | 136 | 0.10 | 149.205 | 153.260 | 148.865 | 10730.00 | 763270.00 |
| 273 | 2009.10.28 07:00 | sell | 137 | 0.10 | 149.235 | 153.230 | 147.810 | ||
| 274 | 2009.10.29 06:04 | t/p | 137 | 0.10 | 147.818 | 153.230 | 147.810 | 14170.00 | 777440.00 |
| 275 | 2009.11.11 19:00 | sell | 138 | 0.10 | 148.964 | 151.630 | 147.540 | ||
| 276 | 2009.11.19 16:40 | t/p | 138 | 0.10 | 147.539 | 151.630 | 147.540 | 14250.00 | 791690.00 |
| 277 | 2009.12.01 16:00 | buy | 139 | 0.10 | 144.155 | 140.150 | 145.570 | ||
| 278 | 2009.12.01 21:00 | close | 139 | 0.10 | 144.100 | 140.150 | 145.570 | -550.00 | 791140.00 |
| 279 | 2009.12.04 15:00 | buy | 140 | 0.10 | 147.159 | 143.165 | 148.585 | ||
| 280 | 2009.12.04 16:01 | t/p | 140 | 0.10 | 148.592 | 143.165 | 148.585 | 14330.00 | 805470.00 |
| 281 | 2009.12.04 18:00 | buy | 141 | 0.10 | 148.732 | 144.735 | 150.155 | ||
| 282 | 2009.12.04 22:00 | close | 141 | 0.10 | 149.016 | 144.735 | 150.155 | 2840.00 | 808310.00 |
| 283 | 2009.12.11 07:00 | buy | 142 | 0.10 | 144.790 | 142.005 | 146.205 | ||
| 284 | 2009.12.16 11:31 | t/p | 142 | 0.10 | 146.201 | 142.005 | 146.205 | 14110.00 | 822420.00 |
| 285 | 2009.12.16 14:00 | buy | 143 | 0.10 | 146.671 | 143.140 | 148.100 | ||
| 286 | 2009.12.30 17:42 | t/p | 143 | 0.10 | 148.103 | 143.140 | 148.100 | 14320.00 | 836740.00 |
| 287 | 2010.01.04 19:00 | sell | 144 | 0.10 | 149.075 | 153.070 | 147.390 | ||
| 288 | 2010.01.05 11:58 | t/p | 144 | 0.10 | 147.384 | 153.070 | 147.390 | 16910.00 | 853650.00 |
| 289 | 2010.01.15 12:00 | sell | 145 | 0.10 | 148.028 | 151.630 | 146.340 | ||
| 290 | 2010.01.21 18:44 | t/p | 145 | 0.10 | 146.347 | 151.630 | 146.340 | 16810.00 | 870460.00 |
| 291 | 2010.01.26 04:00 | buy | 146 | 0.10 | 147.171 | 143.170 | 148.850 | ||
| 292 | 2010.01.28 10:00 | close | 146 | 0.10 | 146.947 | 143.170 | 148.850 | -2240.00 | 868220.00 |
| 293 | 2010.01.28 11:00 | buy | 147 | 0.10 | 147.139 | 143.145 | 148.825 | ||
| 294 | 2010.02.01 12:26 | s/l | 147 | 0.10 | 143.147 | 143.145 | 148.825 | -39920.00 | 828300.00 |
| 295 | 2010.03.19 11:00 | sell | 148 | 0.10 | 137.272 | 139.375 | 135.845 | ||
| 296 | 2010.03.19 18:53 | t/p | 148 | 0.10 | 135.841 | 139.375 | 135.845 | 14310.00 | 842610.00 |
| 297 | 2010.03.19 20:00 | sell | 149 | 0.10 | 135.713 | 139.375 | 134.300 | ||
| 298 | 2010.03.22 09:00 | close | 149 | 0.10 | 135.253 | 139.375 | 134.300 | 4600.00 | 847210.00 |
| 299 | 2010.03.24 14:00 | buy | 150 | 0.10 | 136.453 | 132.455 | 138.135 | ||
| 300 | 2010.03.26 20:00 | close | 150 | 0.10 | 137.388 | 132.455 | 138.135 | 9350.00 | 856560.00 |