Strategy Tester Report
EA_BBbreak_M15_forGJ_1.05
| 通貨ペア | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
| 期間 | 15分足(M15) 2007.01.01 02:00 - 2022.08.29 23:45 (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=23000001; Lots=0.1; 複利運用基準値=0; トレンドモード="自動"; トレードモード="自動"; 週末決済="なし"; Slippage=3; timeframe=15; 許容スプレッド=50; カスタム設定=""; EMA期間=0; EMA価格差=0; ローソク足長（下限）=0; ローソク足長（上限）=0; 逆指値オフセット値=0; 指値オフセット値=0; BB期間=0; BB標準偏差倍率=0; BB幅=0; 保持期間=0; Stop変更ライン=0; Stop変更オフセット値=0; | ||||
| テストバー数 | 391119 | 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 | 2954340.00 | 総利益 | 7266650.00 | 総損失 | -4312310.00 |
| プロフィットファクタ | 1.69 | 期待利得 | 2040.29 | ||
| 絶対ドローダウン | 2950.00 | 最大ドローダウン | 90580.00 (8.64%) | 相対ドローダウン | 18.20% (71280.00) |
| 総取引数 | 1448 | 売りポジション(勝率%） | 724 (44.34%) | 買いポジション(勝率%） | 724 (46.55%) |
| 勝率(%) | 658 (45.44%) | 負率 (%) | 790 (54.56%) | ||
| 最大 | 勝トレード | 30890.00 | 敗トレード | -18840.00 | |
| 平均 | 勝トレード | 11043.54 | 敗トレード | -5458.62 | |
| 最大 | 連勝(金額) | 8 (65540.00) | 連敗(金額) | 9 (-65960.00) | |
| 最大 | 連勝(トレード数) | 97900.00 (4) | 連敗(トレード数) | -65960.00 (9) | |
| 平均 | 連勝 | 2 | 連敗 | 2 | |
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 | 2007.01.02 09:31 | buy | 1 | 0.10 | 233.539 | 232.724 | 236.474 | ||
| 2 | 2007.01.03 09:45 | close | 1 | 0.10 | 234.304 | 232.724 | 236.474 | 7650.00 | 207650.00 |
| 3 | 2007.01.04 10:15 | sell | 2 | 0.10 | 232.311 | 233.053 | 229.303 | ||
| 4 | 2007.01.05 00:45 | modify | 2 | 0.10 | 232.311 | 232.062 | 229.303 | ||
| 5 | 2007.01.05 06:12 | t/p | 2 | 0.10 | 229.275 | 232.062 | 229.303 | 30360.00 | 238010.00 |
| 6 | 2007.01.11 09:00 | buy | 3 | 0.10 | 231.941 | 231.142 | 234.892 | ||
| 7 | 2007.01.11 12:00 | modify | 3 | 0.10 | 231.941 | 232.445 | 234.892 | ||
| 8 | 2007.01.12 08:51 | t/p | 3 | 0.10 | 234.889 | 232.445 | 234.892 | 29480.00 | 267490.00 |
| 9 | 2007.01.15 10:30 | buy | 4 | 0.10 | 236.295 | 235.501 | 239.251 | ||
| 10 | 2007.01.16 10:45 | close | 4 | 0.10 | 236.792 | 235.501 | 239.251 | 4970.00 | 272460.00 |
| 11 | 2007.01.17 09:31 | buy | 5 | 0.10 | 237.180 | 236.373 | 240.123 | ||
| 12 | 2007.01.18 06:15 | modify | 5 | 0.10 | 237.180 | 237.422 | 240.123 | ||
| 13 | 2007.01.18 09:45 | close | 5 | 0.10 | 239.388 | 237.422 | 240.123 | 22080.00 | 294540.00 |
| 14 | 2007.01.18 10:16 | buy | 6 | 0.10 | 239.766 | 238.977 | 242.727 | ||
| 15 | 2007.01.18 14:23 | s/l | 6 | 0.10 | 238.969 | 238.977 | 242.727 | -7970.00 | 286570.00 |
| 16 | 2007.01.22 12:15 | buy | 7 | 0.10 | 239.946 | 239.152 | 242.902 | ||
| 17 | 2007.01.23 12:30 | close | 7 | 0.10 | 240.923 | 239.152 | 242.902 | 9770.00 | 296340.00 |
| 18 | 2007.01.23 13:45 | buy | 8 | 0.10 | 241.260 | 240.446 | 244.196 | ||
| 19 | 2007.01.24 08:14 | s/l | 8 | 0.10 | 240.455 | 240.446 | 244.196 | -8050.00 | 288290.00 |
| 20 | 2007.01.29 09:15 | buy | 9 | 0.10 | 239.034 | 238.239 | 241.989 | ||
| 21 | 2007.01.30 09:30 | close | 9 | 0.10 | 239.351 | 238.239 | 241.989 | 3170.00 | 291460.00 |
| 22 | 2007.01.30 09:30 | buy | 10 | 0.10 | 239.382 | 238.602 | 242.352 | ||
| 23 | 2007.01.30 17:29 | s/l | 10 | 0.10 | 238.593 | 238.602 | 242.352 | -7890.00 | 283570.00 |
| 24 | 2007.01.31 11:00 | sell | 11 | 0.10 | 237.136 | 237.880 | 234.130 | ||
| 25 | 2007.02.01 11:15 | close | 11 | 0.10 | 236.667 | 237.880 | 234.130 | 4690.00 | 288260.00 |
| 26 | 2007.02.05 13:00 | sell | 12 | 0.10 | 236.277 | 237.030 | 233.280 | ||
| 27 | 2007.02.06 13:15 | close | 12 | 0.10 | 236.558 | 237.030 | 233.280 | -2810.00 | 285450.00 |
| 28 | 2007.02.07 13:31 | buy | 13 | 0.10 | 237.905 | 237.119 | 240.869 | ||
| 29 | 2007.02.08 13:45 | close | 13 | 0.10 | 238.607 | 237.119 | 240.869 | 7020.00 | 292470.00 |
| 30 | 2007.02.13 11:46 | sell | 14 | 0.10 | 235.823 | 236.532 | 232.782 | ||
| 31 | 2007.02.14 10:00 | s/l | 14 | 0.10 | 236.531 | 236.532 | 232.782 | -7080.00 | 285390.00 |
| 32 | 2007.02.15 13:01 | sell | 15 | 0.10 | 235.037 | 235.772 | 232.022 | ||
| 33 | 2007.02.15 18:00 | modify | 15 | 0.10 | 235.037 | 234.557 | 232.022 | ||
| 34 | 2007.02.16 13:15 | close | 15 | 0.10 | 232.539 | 234.557 | 232.022 | 24980.00 | 310370.00 |
| 35 | 2007.02.20 13:45 | buy | 16 | 0.10 | 234.458 | 233.684 | 237.434 | ||
| 36 | 2007.02.21 10:15 | modify | 16 | 0.10 | 234.458 | 234.773 | 237.434 | ||
| 37 | 2007.02.21 14:00 | close | 16 | 0.10 | 235.695 | 234.773 | 237.434 | 12370.00 | 322740.00 |
| 38 | 2007.02.27 03:45 | sell | 17 | 0.10 | 236.363 | 237.103 | 233.353 | ||
| 39 | 2007.02.27 10:15 | modify | 17 | 0.10 | 236.363 | 235.957 | 233.353 | ||
| 40 | 2007.02.27 18:00 | t/p | 17 | 0.10 | 233.340 | 235.957 | 233.353 | 30230.00 | 352970.00 |
| 41 | 2007.03.01 14:45 | sell | 18 | 0.10 | 230.771 | 231.515 | 227.765 | ||
| 42 | 2007.03.02 12:00 | modify | 18 | 0.10 | 230.771 | 230.498 | 227.765 | ||
| 43 | 2007.03.02 14:11 | t/p | 18 | 0.10 | 227.739 | 230.498 | 227.765 | 30320.00 | 383290.00 |
| 44 | 2007.03.08 03:00 | sell | 19 | 0.10 | 223.236 | 224.023 | 220.273 | ||
| 45 | 2007.03.08 04:38 | s/l | 19 | 0.10 | 224.033 | 224.023 | 220.273 | -7970.00 | 375320.00 |
| 46 | 2007.03.08 11:46 | buy | 20 | 0.10 | 226.078 | 225.361 | 229.111 | ||
| 47 | 2007.03.08 14:45 | close | 20 | 0.10 | 225.822 | 225.361 | 229.111 | -2560.00 | 372760.00 |
| 48 | 2007.03.19 12:00 | buy | 21 | 0.10 | 228.328 | 227.539 | 231.289 | ||
| 49 | 2007.03.19 13:30 | close | 21 | 0.10 | 228.067 | 227.539 | 231.289 | -2610.00 | 370150.00 |
| 50 | 2007.03.19 14:45 | buy | 22 | 0.10 | 228.492 | 227.730 | 231.480 | ||
| 51 | 2007.03.20 11:30 | modify | 22 | 0.10 | 228.492 | 228.735 | 231.480 | ||
| 52 | 2007.03.20 15:00 | close | 22 | 0.10 | 230.372 | 228.735 | 231.480 | 18800.00 | 388950.00 |
| 53 | 2007.03.21 11:46 | buy | 23 | 0.10 | 230.915 | 230.094 | 233.844 | ||
| 54 | 2007.03.21 12:37 | s/l | 23 | 0.10 | 230.092 | 230.094 | 233.844 | -8230.00 | 380720.00 |
| 55 | 2007.03.21 22:45 | buy | 24 | 0.10 | 231.359 | 230.568 | 234.318 | ||
| 56 | 2007.03.22 23:00 | close | 24 | 0.10 | 231.989 | 230.568 | 234.318 | 6300.00 | 387020.00 |
| 57 | 2007.03.26 16:00 | buy | 25 | 0.10 | 232.401 | 231.616 | 235.366 | ||
| 58 | 2007.03.26 17:15 | close | 25 | 0.10 | 232.047 | 231.616 | 235.366 | -3540.00 | 383480.00 |
| 59 | 2007.03.26 22:00 | buy | 26 | 0.10 | 232.514 | 231.744 | 235.494 | ||
| 60 | 2007.03.27 12:12 | s/l | 26 | 0.10 | 231.709 | 231.744 | 235.494 | -8050.00 | 375430.00 |
| 61 | 2007.03.28 09:00 | sell | 27 | 0.10 | 230.287 | 231.041 | 227.291 | ||
| 62 | 2007.03.28 09:14 | s/l | 27 | 0.10 | 231.096 | 231.041 | 227.291 | -8090.00 | 367340.00 |
| 63 | 2007.03.28 09:15 | sell | 28 | 0.10 | 230.311 | 231.019 | 227.269 | ||
| 64 | 2007.03.28 09:15 | s/l | 28 | 0.10 | 231.055 | 231.019 | 227.269 | -7440.00 | 359900.00 |
| 65 | 2007.03.28 09:30 | sell | 29 | 0.10 | 230.405 | 231.162 | 227.412 | ||
| 66 | 2007.03.28 09:32 | s/l | 29 | 0.10 | 231.162 | 231.162 | 227.412 | -7570.00 | 352330.00 |
| 67 | 2007.03.28 09:45 | sell | 30 | 0.10 | 230.372 | 231.129 | 227.379 | ||
| 68 | 2007.03.28 09:54 | s/l | 30 | 0.10 | 231.132 | 231.129 | 227.379 | -7600.00 | 344730.00 |
| 69 | 2007.03.28 10:00 | sell | 31 | 0.10 | 230.460 | 231.218 | 227.468 | ||
| 70 | 2007.03.28 10:00 | s/l | 31 | 0.10 | 231.256 | 231.218 | 227.468 | -7960.00 | 336770.00 |
| 71 | 2007.03.28 10:15 | sell | 32 | 0.10 | 230.451 | 231.207 | 227.457 | ||
| 72 | 2007.03.28 10:23 | s/l | 32 | 0.10 | 231.261 | 231.207 | 227.457 | -8100.00 | 328670.00 |
| 73 | 2007.03.28 10:30 | sell | 33 | 0.10 | 230.516 | 231.270 | 227.520 | ||
| 74 | 2007.03.28 10:38 | s/l | 33 | 0.10 | 231.277 | 231.270 | 227.520 | -7610.00 | 321060.00 |
| 75 | 2007.03.28 10:45 | sell | 34 | 0.10 | 230.531 | 231.275 | 227.525 | ||
| 76 | 2007.03.28 18:00 | modify | 34 | 0.10 | 230.531 | 229.836 | 227.525 | ||
| 77 | 2007.03.29 03:09 | s/l | 34 | 0.10 | 229.844 | 229.836 | 227.525 | 6870.00 | 327930.00 |
| 78 | 2007.04.02 10:45 | buy | 35 | 0.10 | 232.153 | 231.360 | 235.110 | ||
| 79 | 2007.04.03 07:00 | modify | 35 | 0.10 | 232.153 | 232.520 | 235.110 | ||
| 80 | 2007.04.03 18:52 | t/p | 35 | 0.10 | 235.101 | 232.520 | 235.110 | 29480.00 | 357410.00 |
| 81 | 2007.04.10 05:00 | sell | 36 | 0.10 | 233.700 | 234.460 | 230.710 | ||
| 82 | 2007.04.10 08:50 | s/l | 36 | 0.10 | 234.460 | 234.460 | 230.710 | -7600.00 | 349810.00 |
| 83 | 2007.04.10 11:45 | buy | 37 | 0.10 | 234.754 | 233.970 | 237.720 | ||
| 84 | 2007.04.11 10:00 | modify | 37 | 0.10 | 234.754 | 235.060 | 237.720 | ||
| 85 | 2007.04.12 13:00 | close | 37 | 0.10 | 235.804 | 235.060 | 237.720 | 10500.00 | 360310.00 |
| 86 | 2007.04.13 17:45 | buy | 38 | 0.10 | 236.516 | 235.720 | 239.470 | ||
| 87 | 2007.04.16 01:45 | modify | 38 | 0.10 | 236.516 | 236.760 | 239.470 | ||
| 88 | 2007.04.16 03:16 | s/l | 38 | 0.10 | 236.748 | 236.760 | 239.470 | 2320.00 | 362630.00 |
| 89 | 2007.04.16 07:15 | buy | 39 | 0.10 | 237.457 | 236.670 | 240.420 | ||
| 90 | 2007.04.16 19:00 | modify | 39 | 0.10 | 237.457 | 237.670 | 240.420 | ||
| 91 | 2007.04.17 08:56 | s/l | 39 | 0.10 | 237.651 | 237.670 | 240.420 | 1940.00 | 364570.00 |
| 92 | 2007.04.17 13:30 | buy | 40 | 0.10 | 239.068 | 238.260 | 242.010 | ||
| 93 | 2007.04.18 03:29 | s/l | 40 | 0.10 | 238.248 | 238.260 | 242.010 | -8200.00 | 356370.00 |
| 94 | 2007.04.19 06:45 | sell | 41 | 0.10 | 236.389 | 237.140 | 233.390 | ||
| 95 | 2007.04.19 10:00 | modify | 41 | 0.10 | 236.389 | 236.185 | 233.390 | ||
| 96 | 2007.04.19 10:02 | s/l | 41 | 0.10 | 236.193 | 236.185 | 233.390 | 1960.00 | 358330.00 |
| 97 | 2007.04.24 04:15 | sell | 42 | 0.10 | 236.666 | 237.410 | 233.660 | ||
| 98 | 2007.04.24 06:30 | close | 42 | 0.10 | 236.655 | 237.410 | 233.660 | 110.00 | 358440.00 |
| 99 | 2007.04.26 09:01 | buy | 43 | 0.10 | 238.047 | 237.220 | 240.970 | ||
| 100 | 2007.04.27 18:30 | modify | 43 | 0.10 | 238.047 | 238.310 | 240.970 | ||
| 101 | 2007.04.30 00:00 | s/l | 43 | 0.10 | 238.252 | 238.310 | 240.970 | 2050.00 | 360490.00 |
| 102 | 2007.05.01 13:15 | buy | 44 | 0.10 | 239.515 | 238.730 | 242.480 | ||
| 103 | 2007.05.02 08:59 | s/l | 44 | 0.10 | 238.705 | 238.730 | 242.480 | -8100.00 | 352390.00 |
| 104 | 2007.05.04 11:45 | sell | 45 | 0.10 | 238.825 | 239.585 | 235.835 | ||
| 105 | 2007.05.04 15:30 | s/l | 45 | 0.10 | 239.655 | 239.585 | 235.835 | -8300.00 | 344090.00 |
| 106 | 2007.05.04 19:00 | buy | 46 | 0.10 | 239.487 | 238.720 | 242.470 | ||
| 107 | 2007.05.08 06:30 | close | 46 | 0.10 | 238.988 | 238.720 | 242.470 | -4990.00 | 339100.00 |
| 108 | 2007.05.08 06:30 | sell | 47 | 0.10 | 238.985 | 239.690 | 235.940 | ||
| 109 | 2007.05.10 07:45 | close | 47 | 0.10 | 239.426 | 239.690 | 235.940 | -4410.00 | 334690.00 |
| 110 | 2007.05.10 20:45 | sell | 48 | 0.10 | 237.473 | 238.220 | 234.470 | ||
| 111 | 2007.05.11 17:54 | s/l | 48 | 0.10 | 238.225 | 238.220 | 234.470 | -7520.00 | 327170.00 |
| 112 | 2007.05.15 18:15 | buy | 49 | 0.10 | 238.686 | 237.880 | 241.630 | ||
| 113 | 2007.05.17 19:30 | close | 49 | 0.10 | 239.527 | 237.880 | 241.630 | 8410.00 | 335580.00 |
| 114 | 2007.05.17 19:30 | buy | 50 | 0.10 | 239.554 | 238.770 | 242.520 | ||
| 115 | 2007.05.18 11:45 | close | 50 | 0.10 | 239.334 | 238.770 | 242.520 | -2200.00 | 333380.00 |
| 116 | 2007.05.22 14:00 | buy | 51 | 0.10 | 239.630 | 238.850 | 242.600 | ||
| 117 | 2007.05.23 13:30 | modify | 51 | 0.10 | 239.630 | 239.890 | 242.600 | ||
| 118 | 2007.05.24 15:15 | close | 51 | 0.10 | 241.144 | 239.890 | 242.600 | 15140.00 | 348520.00 |
| 119 | 2007.05.29 20:30 | sell | 52 | 0.10 | 240.773 | 241.515 | 237.765 | ||
| 120 | 2007.05.31 21:45 | close | 52 | 0.10 | 241.016 | 241.515 | 237.765 | -2430.00 | 346090.00 |
| 121 | 2007.06.01 19:00 | buy | 53 | 0.10 | 241.824 | 241.060 | 244.810 | ||
| 122 | 2007.06.05 20:15 | close | 53 | 0.10 | 241.917 | 241.060 | 244.810 | 930.00 | 347020.00 |
| 123 | 2007.06.06 14:45 | sell | 54 | 0.10 | 241.228 | 241.960 | 238.210 | ||
| 124 | 2007.06.07 09:12 | s/l | 54 | 0.10 | 241.969 | 241.960 | 238.210 | -7410.00 | 339610.00 |
| 125 | 2007.06.07 15:15 | sell | 55 | 0.10 | 240.688 | 241.440 | 237.690 | ||
| 126 | 2007.06.07 20:15 | modify | 55 | 0.10 | 240.688 | 239.910 | 237.690 | ||
| 127 | 2007.06.08 03:30 | s/l | 55 | 0.10 | 239.906 | 239.910 | 237.690 | 7820.00 | 347430.00 |
| 128 | 2007.06.12 11:15 | buy | 56 | 0.10 | 240.221 | 239.430 | 243.180 | ||
| 129 | 2007.06.13 10:15 | modify | 56 | 0.10 | 240.221 | 240.495 | 243.180 | ||
| 130 | 2007.06.13 11:30 | close | 56 | 0.10 | 241.083 | 240.495 | 243.180 | 8620.00 | 356050.00 |
| 131 | 2007.06.13 17:45 | buy | 57 | 0.10 | 241.332 | 240.540 | 244.290 | ||
| 132 | 2007.06.14 18:00 | close | 57 | 0.10 | 242.032 | 240.540 | 244.290 | 7000.00 | 363050.00 |
| 133 | 2007.06.15 10:45 | buy | 58 | 0.10 | 242.838 | 242.040 | 245.790 | ||
| 134 | 2007.06.15 17:30 | modify | 58 | 0.10 | 242.838 | 243.280 | 245.790 | ||
| 135 | 2007.06.18 11:00 | close | 58 | 0.10 | 244.814 | 243.280 | 245.790 | 19760.00 | 382810.00 |
| 136 | 2007.06.20 12:15 | buy | 59 | 0.10 | 245.616 | 244.830 | 248.580 | ||
| 137 | 2007.06.21 12:30 | close | 59 | 0.10 | 246.132 | 244.830 | 248.580 | 5160.00 | 387970.00 |
| 138 | 2007.06.22 09:15 | buy | 60 | 0.10 | 247.221 | 246.400 | 250.150 | ||
| 139 | 2007.06.25 09:30 | close | 60 | 0.10 | 247.605 | 246.400 | 250.150 | 3840.00 | 391810.00 |
| 140 | 2007.06.26 11:30 | sell | 61 | 0.10 | 246.200 | 246.950 | 243.200 | ||
| 141 | 2007.06.26 18:58 | s/l | 61 | 0.10 | 246.958 | 246.950 | 243.200 | -7580.00 | 384230.00 |
| 142 | 2007.06.27 02:30 | sell | 62 | 0.10 | 245.578 | 246.280 | 242.530 | ||
| 143 | 2007.06.27 09:45 | modify | 62 | 0.10 | 245.578 | 245.180 | 242.530 | ||
| 144 | 2007.06.27 22:51 | s/l | 62 | 0.10 | 245.190 | 245.180 | 242.530 | 3880.00 | 388110.00 |
| 145 | 2007.06.29 18:00 | buy | 63 | 0.10 | 247.836 | 247.050 | 250.800 | ||
| 146 | 2007.06.29 21:07 | s/l | 63 | 0.10 | 247.045 | 247.050 | 250.800 | -7910.00 | 380200.00 |
| 147 | 2007.07.04 20:30 | buy | 64 | 0.10 | 247.307 | 246.501 | 250.251 | ||
| 148 | 2007.07.05 20:45 | close | 64 | 0.10 | 247.071 | 246.501 | 250.251 | -2360.00 | 377840.00 |
| 149 | 2007.07.06 09:00 | buy | 65 | 0.10 | 247.654 | 246.880 | 250.630 | ||
| 150 | 2007.07.09 09:15 | close | 65 | 0.10 | 248.524 | 246.880 | 250.630 | 8700.00 | 386540.00 |
1ページ目次へ