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 | |
| # | 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 |
| 2851 | 2020.05.29 10:41 | s/l | 1239 | 0.10 | 132.079 | 132.078 | 135.828 | -7790.00 | 2726140.00 |
| 2852 | 2020.05.29 17:00 | buy | 1240 | 0.10 | 132.862 | 132.084 | 135.834 | ||
| 2853 | 2020.06.01 17:15 | close | 1240 | 0.10 | 134.054 | 132.084 | 135.834 | 11920.00 | 2738060.00 |
| 2854 | 2020.06.01 17:15 | buy | 1241 | 0.10 | 134.066 | 133.296 | 137.046 | ||
| 2855 | 2020.06.02 10:00 | modify | 1241 | 0.10 | 134.066 | 134.275 | 137.046 | ||
| 2856 | 2020.06.02 17:30 | close | 1241 | 0.10 | 136.422 | 134.275 | 137.046 | 23560.00 | 2761620.00 |
| 2857 | 2020.06.04 18:00 | buy | 1242 | 0.10 | 137.457 | 136.694 | 140.444 | ||
| 2858 | 2020.06.05 11:00 | modify | 1242 | 0.10 | 137.457 | 137.798 | 140.444 | ||
| 2859 | 2020.06.05 18:15 | close | 1242 | 0.10 | 139.434 | 137.798 | 140.444 | 19770.00 | 2781390.00 |
| 2860 | 2020.06.11 03:00 | sell | 1243 | 0.10 | 136.007 | 136.760 | 133.010 | ||
| 2861 | 2020.06.11 18:15 | modify | 1243 | 0.10 | 136.007 | 135.758 | 133.010 | ||
| 2862 | 2020.06.12 03:15 | close | 1243 | 0.10 | 134.088 | 135.758 | 133.010 | 19190.00 | 2800580.00 |
| 2863 | 2020.06.15 09:15 | sell | 1244 | 0.10 | 133.556 | 134.299 | 130.549 | ||
| 2864 | 2020.06.15 10:43 | s/l | 1244 | 0.10 | 134.294 | 134.299 | 130.549 | -7380.00 | 2793200.00 |
| 2865 | 2020.06.18 04:45 | sell | 1245 | 0.10 | 133.780 | 134.534 | 130.784 | ||
| 2866 | 2020.06.18 17:15 | modify | 1245 | 0.10 | 133.780 | 133.550 | 130.784 | ||
| 2867 | 2020.06.22 06:00 | close | 1245 | 0.10 | 132.201 | 133.550 | 130.784 | 15790.00 | 2808990.00 |
| 2868 | 2020.06.26 11:15 | sell | 1246 | 0.10 | 132.685 | 133.427 | 129.677 | ||
| 2869 | 2020.06.30 12:30 | close | 1246 | 0.10 | 132.139 | 133.427 | 129.677 | 5460.00 | 2814450.00 |
| 2870 | 2020.06.30 20:00 | buy | 1247 | 0.10 | 133.482 | 132.719 | 136.469 | ||
| 2871 | 2020.07.02 21:15 | close | 1247 | 0.10 | 134.065 | 132.719 | 136.469 | 5830.00 | 2820280.00 |
| 2872 | 2020.07.06 04:45 | buy | 1248 | 0.10 | 134.555 | 133.776 | 137.526 | ||
| 2873 | 2020.07.08 06:00 | close | 1248 | 0.10 | 135.179 | 133.776 | 137.526 | 6240.00 | 2826520.00 |
| 2874 | 2020.07.09 12:00 | buy | 1249 | 0.10 | 135.631 | 135.228 | 138.608 | ||
| 2875 | 2020.07.09 17:44 | s/l | 1249 | 0.10 | 135.219 | 135.228 | 138.608 | -4120.00 | 2822400.00 |
| 2876 | 2020.07.14 11:15 | sell | 1250 | 0.10 | 134.296 | 135.055 | 131.305 | ||
| 2877 | 2020.07.15 09:42 | s/l | 1250 | 0.10 | 135.046 | 135.055 | 131.305 | -7500.00 | 2814900.00 |
| 2878 | 2020.07.20 15:15 | buy | 1251 | 0.10 | 135.417 | 135.017 | 138.397 | ||
| 2879 | 2020.07.22 16:30 | close | 1251 | 0.10 | 136.046 | 135.017 | 138.397 | 6290.00 | 2821190.00 |
| 2880 | 2020.07.22 17:45 | buy | 1252 | 0.10 | 136.363 | 135.957 | 139.337 | ||
| 2881 | 2020.07.23 14:48 | s/l | 1252 | 0.10 | 135.948 | 135.957 | 139.337 | -4150.00 | 2817040.00 |
| 2882 | 2020.07.28 18:00 | buy | 1253 | 0.10 | 135.907 | 135.501 | 138.881 | ||
| 2883 | 2020.07.30 16:45 | modify | 1253 | 0.10 | 135.907 | 136.128 | 138.881 | ||
| 2884 | 2020.07.30 19:15 | close | 1253 | 0.10 | 137.016 | 136.128 | 138.881 | 11090.00 | 2828130.00 |
| 2885 | 2020.08.05 14:30 | buy | 1254 | 0.10 | 138.927 | 138.522 | 141.902 | ||
| 2886 | 2020.08.05 16:04 | s/l | 1254 | 0.10 | 138.519 | 138.522 | 141.902 | -4080.00 | 2824050.00 |
| 2887 | 2020.08.06 09:15 | buy | 1255 | 0.10 | 138.899 | 138.491 | 141.871 | ||
| 2888 | 2020.08.06 18:31 | s/l | 1255 | 0.10 | 138.498 | 138.491 | 141.871 | -4010.00 | 2820040.00 |
| 2889 | 2020.08.07 16:15 | sell | 1256 | 0.10 | 138.103 | 138.486 | 135.106 | ||
| 2890 | 2020.08.10 00:10 | s/l | 1256 | 0.10 | 138.499 | 138.486 | 135.106 | -3960.00 | 2816080.00 |
| 2891 | 2020.08.11 14:15 | buy | 1257 | 0.10 | 138.977 | 138.583 | 141.963 | ||
| 2892 | 2020.08.13 14:30 | modify | 1257 | 0.10 | 138.977 | 139.219 | 141.963 | ||
| 2893 | 2020.08.13 16:30 | close | 1257 | 0.10 | 140.085 | 139.219 | 141.963 | 11080.00 | 2827160.00 |
| 2894 | 2020.08.13 17:15 | buy | 1258 | 0.10 | 140.104 | 139.705 | 143.085 | ||
| 2895 | 2020.08.13 21:21 | s/l | 1258 | 0.10 | 139.705 | 139.705 | 143.085 | -3990.00 | 2823170.00 |
| 2896 | 2020.08.17 11:30 | sell | 1259 | 0.10 | 139.255 | 139.641 | 136.261 | ||
| 2897 | 2020.08.18 21:25 | s/l | 1259 | 0.10 | 139.647 | 139.641 | 136.261 | -3920.00 | 2819250.00 |
| 2898 | 2020.08.27 11:30 | buy | 1260 | 0.10 | 140.148 | 139.753 | 143.133 | ||
| 2899 | 2020.08.27 14:03 | s/l | 1260 | 0.10 | 139.760 | 139.753 | 143.133 | -3880.00 | 2815370.00 |
| 2900 | 2020.08.27 16:00 | buy | 1261 | 0.10 | 140.217 | 139.826 | 143.206 | ||
| 2901 | 2020.08.28 06:30 | modify | 1261 | 0.10 | 140.217 | 140.474 | 143.206 | ||
| 2902 | 2020.08.28 08:15 | close | 1261 | 0.10 | 140.993 | 140.474 | 143.206 | 7760.00 | 2823130.00 |
| 2903 | 2020.09.03 13:45 | sell | 1262 | 0.10 | 141.119 | 141.505 | 138.125 | ||
| 2904 | 2020.09.07 12:30 | modify | 1262 | 0.10 | 141.119 | 140.863 | 138.125 | ||
| 2905 | 2020.09.07 15:00 | close | 1262 | 0.10 | 139.878 | 140.863 | 138.125 | 12410.00 | 2835540.00 |
| 2906 | 2020.09.17 14:15 | sell | 1263 | 0.10 | 135.050 | 135.421 | 132.041 | ||
| 2907 | 2020.09.17 17:30 | s/l | 1263 | 0.10 | 135.423 | 135.421 | 132.041 | -3730.00 | 2831810.00 |
| 2908 | 2020.09.21 11:15 | sell | 1264 | 0.10 | 133.960 | 134.720 | 130.970 | ||
| 2909 | 2020.09.22 11:15 | close | 1264 | 0.10 | 133.929 | 134.720 | 130.970 | 310.00 | 2832120.00 |
| 2910 | 2020.09.23 09:15 | sell | 1265 | 0.10 | 133.371 | 134.119 | 130.369 | ||
| 2911 | 2020.09.23 15:58 | s/l | 1265 | 0.10 | 134.111 | 134.119 | 130.369 | -7400.00 | 2824720.00 |
| 2912 | 2020.09.24 13:15 | buy | 1266 | 0.10 | 134.574 | 134.176 | 137.556 | ||
| 2913 | 2020.09.24 14:45 | s/l | 1266 | 0.10 | 134.176 | 134.176 | 137.556 | -3980.00 | 2820740.00 |
| 2914 | 2020.09.24 15:15 | buy | 1267 | 0.10 | 134.538 | 134.133 | 137.513 | ||
| 2915 | 2020.09.24 17:24 | s/l | 1267 | 0.10 | 134.135 | 134.133 | 137.513 | -4030.00 | 2816710.00 |
| 2916 | 2020.09.25 10:15 | buy | 1268 | 0.10 | 134.786 | 134.376 | 137.756 | ||
| 2917 | 2020.09.25 12:30 | s/l | 1268 | 0.10 | 134.374 | 134.376 | 137.756 | -4120.00 | 2812590.00 |
| 2918 | 2020.09.28 01:00 | buy | 1269 | 0.10 | 134.901 | 134.474 | 137.854 | ||
| 2919 | 2020.09.28 03:52 | s/l | 1269 | 0.10 | 134.474 | 134.474 | 137.854 | -4270.00 | 2808320.00 |
| 2920 | 2020.09.28 11:15 | buy | 1270 | 0.10 | 134.913 | 134.505 | 137.885 | ||
| 2921 | 2020.09.28 15:00 | modify | 1270 | 0.10 | 134.913 | 135.158 | 137.885 | ||
| 2922 | 2020.09.30 12:30 | close | 1270 | 0.10 | 135.446 | 135.158 | 137.885 | 5330.00 | 2813650.00 |
| 2923 | 2020.09.30 17:15 | buy | 1271 | 0.10 | 136.193 | 135.803 | 139.183 | ||
| 2924 | 2020.10.01 11:19 | s/l | 1271 | 0.10 | 135.793 | 135.803 | 139.183 | -4000.00 | 2809650.00 |
| 2925 | 2020.10.09 16:15 | buy | 1272 | 0.10 | 137.336 | 136.928 | 140.308 | ||
| 2926 | 2020.10.13 16:51 | s/l | 1272 | 0.10 | 136.924 | 136.928 | 140.308 | -4120.00 | 2805530.00 |
| 2927 | 2020.10.13 19:15 | sell | 1273 | 0.10 | 136.815 | 137.188 | 133.808 | ||
| 2928 | 2020.10.14 15:45 | s/l | 1273 | 0.10 | 137.194 | 137.188 | 133.808 | -3790.00 | 2801740.00 |
| 2929 | 2020.10.21 14:00 | buy | 1274 | 0.10 | 137.042 | 136.651 | 140.031 | ||
| 2930 | 2020.10.23 15:15 | close | 1274 | 0.10 | 136.932 | 136.651 | 140.031 | -1100.00 | 2800640.00 |
| 2931 | 2020.10.23 17:30 | sell | 1275 | 0.10 | 136.629 | 137.002 | 133.622 | ||
| 2932 | 2020.10.26 13:15 | s/l | 1275 | 0.10 | 136.999 | 137.002 | 133.622 | -3700.00 | 2796940.00 |
| 2933 | 2020.10.27 11:15 | sell | 1276 | 0.10 | 136.281 | 136.664 | 133.284 | ||
| 2934 | 2020.10.28 13:45 | modify | 1276 | 0.10 | 136.281 | 136.058 | 133.284 | ||
| 2935 | 2020.10.29 12:30 | close | 1276 | 0.10 | 135.613 | 136.058 | 133.284 | 6680.00 | 2803620.00 |
| 2936 | 2020.11.03 10:45 | buy | 1277 | 0.10 | 135.673 | 135.272 | 138.652 | ||
| 2937 | 2020.11.04 01:30 | modify | 1277 | 0.10 | 135.673 | 136.085 | 138.652 | ||
| 2938 | 2020.11.04 03:00 | close | 1277 | 0.10 | 136.188 | 136.085 | 138.652 | 5150.00 | 2808770.00 |
| 2939 | 2020.11.09 14:00 | buy | 1278 | 0.10 | 137.237 | 136.836 | 140.216 | ||
| 2940 | 2020.11.09 16:00 | modify | 1278 | 0.10 | 137.237 | 137.454 | 140.216 | ||
| 2941 | 2020.11.11 11:32 | t/p | 1278 | 0.10 | 140.275 | 137.454 | 140.216 | 30380.00 | 2839150.00 |
| 2942 | 2020.11.19 10:15 | sell | 1279 | 0.10 | 137.348 | 137.725 | 134.345 | ||
| 2943 | 2020.11.19 12:34 | s/l | 1279 | 0.10 | 137.723 | 137.725 | 134.345 | -3750.00 | 2835400.00 |
| 2944 | 2020.11.23 11:00 | buy | 1280 | 0.10 | 138.819 | 138.427 | 141.807 | ||
| 2945 | 2020.11.25 12:15 | close | 1280 | 0.10 | 139.223 | 138.427 | 141.807 | 4040.00 | 2839440.00 |
| 2946 | 2020.11.27 12:30 | sell | 1281 | 0.10 | 138.653 | 139.040 | 135.660 | ||
| 2947 | 2020.11.27 15:57 | s/l | 1281 | 0.10 | 139.049 | 139.040 | 135.660 | -3960.00 | 2835480.00 |
| 2948 | 2020.12.04 14:15 | buy | 1282 | 0.10 | 140.165 | 139.770 | 143.150 | ||
| 2949 | 2020.12.07 00:00 | s/l | 1282 | 0.10 | 139.603 | 139.770 | 143.150 | -5620.00 | 2829860.00 |
| 2950 | 2020.12.07 09:45 | sell | 1283 | 0.10 | 139.191 | 139.572 | 136.192 | ||
| 2951 | 2020.12.07 11:30 | modify | 1283 | 0.10 | 139.191 | 138.896 | 136.192 | ||
| 2952 | 2020.12.07 18:41 | s/l | 1283 | 0.10 | 138.891 | 138.896 | 136.192 | 3000.00 | 2832860.00 |
| 2953 | 2020.12.09 11:00 | buy | 1284 | 0.10 | 139.893 | 139.494 | 142.874 | ||
| 2954 | 2020.12.09 18:04 | s/l | 1284 | 0.10 | 139.488 | 139.494 | 142.874 | -4050.00 | 2828810.00 |
| 2955 | 2020.12.15 22:30 | buy | 1285 | 0.10 | 139.381 | 138.985 | 142.365 | ||
| 2956 | 2020.12.17 23:45 | close | 1285 | 0.10 | 139.931 | 138.985 | 142.365 | 5500.00 | 2834310.00 |
| 2957 | 2020.12.23 16:00 | buy | 1286 | 0.10 | 139.380 | 138.987 | 142.367 | ||
| 2958 | 2020.12.24 10:00 | modify | 1286 | 0.10 | 139.380 | 139.698 | 142.367 | ||
| 2959 | 2020.12.28 08:00 | close | 1286 | 0.10 | 140.416 | 139.698 | 142.367 | 10360.00 | 2844670.00 |
| 2960 | 2020.12.30 17:45 | buy | 1287 | 0.10 | 140.321 | 139.917 | 143.297 | ||
| 2961 | 2021.01.04 17:33 | s/l | 1287 | 0.10 | 139.927 | 139.917 | 143.297 | -3940.00 | 2840730.00 |
| 2962 | 2021.01.07 03:45 | buy | 1288 | 0.10 | 140.555 | 140.157 | 143.537 | ||
| 2963 | 2021.01.07 04:24 | s/l | 1288 | 0.10 | 140.153 | 140.157 | 143.537 | -4020.00 | 2836710.00 |
| 2964 | 2021.01.07 10:30 | buy | 1289 | 0.10 | 140.635 | 140.230 | 143.610 | ||
| 2965 | 2021.01.11 11:45 | close | 1289 | 0.10 | 140.495 | 140.230 | 143.610 | -1400.00 | 2835310.00 |
| 2966 | 2021.01.12 11:30 | buy | 1290 | 0.10 | 141.612 | 141.220 | 144.600 | ||
| 2967 | 2021.01.14 12:45 | close | 1290 | 0.10 | 142.014 | 141.220 | 144.600 | 4020.00 | 2839330.00 |
| 2968 | 2021.01.15 17:15 | sell | 1291 | 0.10 | 141.117 | 141.490 | 138.110 | ||
| 2969 | 2021.01.19 04:44 | s/l | 1291 | 0.10 | 141.488 | 141.490 | 138.110 | -3710.00 | 2835620.00 |
| 2970 | 2021.01.21 16:15 | buy | 1292 | 0.10 | 142.210 | 141.816 | 145.196 | ||
| 2971 | 2021.01.22 09:04 | s/l | 1292 | 0.10 | 141.807 | 141.816 | 145.196 | -4030.00 | 2831590.00 |
| 2972 | 2021.01.28 16:15 | buy | 1293 | 0.10 | 142.839 | 142.432 | 145.812 | ||
| 2973 | 2021.02.01 10:30 | modify | 1293 | 0.10 | 142.839 | 143.080 | 145.812 | ||
| 2974 | 2021.02.01 17:30 | close | 1293 | 0.10 | 143.507 | 143.080 | 145.812 | 6680.00 | 2838270.00 |
| 2975 | 2021.02.04 12:00 | sell | 1294 | 0.10 | 142.949 | 143.328 | 139.948 | ||
| 2976 | 2021.02.04 14:00 | s/l | 1294 | 0.10 | 143.337 | 143.328 | 139.948 | -3880.00 | 2834390.00 |
| 2977 | 2021.02.04 14:00 | sell | 1295 | 0.10 | 143.266 | 143.295 | 139.915 | ||
| 2978 | 2021.02.04 14:00 | s/l | 1295 | 0.10 | 143.306 | 143.295 | 139.915 | -400.00 | 2833990.00 |
| 2979 | 2021.02.04 17:45 | buy | 1296 | 0.10 | 144.144 | 143.734 | 147.114 | ||
| 2980 | 2021.02.08 19:00 | close | 1296 | 0.10 | 144.512 | 143.734 | 147.114 | 3680.00 | 2837670.00 |
| 2981 | 2021.02.10 12:00 | buy | 1297 | 0.10 | 144.993 | 144.592 | 147.972 | ||
| 2982 | 2021.02.11 00:13 | s/l | 1297 | 0.10 | 144.566 | 144.592 | 147.972 | -4270.00 | 2833400.00 |
| 2983 | 2021.02.12 17:45 | buy | 1298 | 0.10 | 145.287 | 144.895 | 148.275 | ||
| 2984 | 2021.02.15 12:00 | modify | 1298 | 0.10 | 145.287 | 145.501 | 148.275 | ||
| 2985 | 2021.02.16 07:45 | close | 1298 | 0.10 | 146.854 | 145.501 | 148.275 | 15670.00 | 2849070.00 |
| 2986 | 2021.02.18 15:30 | buy | 1299 | 0.10 | 147.609 | 146.844 | 150.594 | ||
| 2987 | 2021.02.22 16:45 | close | 1299 | 0.10 | 147.695 | 146.844 | 150.594 | 860.00 | 2849930.00 |
| 2988 | 2021.02.23 12:00 | buy | 1300 | 0.10 | 148.342 | 147.567 | 151.317 | ||
| 2989 | 2021.02.23 17:00 | close | 1300 | 0.10 | 148.077 | 147.567 | 151.317 | -2650.00 | 2847280.00 |
| 2990 | 2021.02.24 03:15 | buy | 1301 | 0.10 | 149.287 | 148.510 | 152.260 | ||
| 2991 | 2021.02.25 17:00 | modify | 1301 | 0.10 | 149.287 | 149.496 | 152.260 | ||
| 2992 | 2021.02.25 19:36 | s/l | 1301 | 0.10 | 149.498 | 149.496 | 152.260 | 2110.00 | 2849390.00 |
| 2993 | 2021.03.03 09:30 | buy | 1302 | 0.10 | 149.389 | 148.617 | 152.367 | ||
| 2994 | 2021.03.04 18:00 | modify | 1302 | 0.10 | 149.389 | 149.630 | 152.367 | ||
| 2995 | 2021.03.05 03:11 | s/l | 1302 | 0.10 | 149.625 | 149.630 | 152.367 | 2360.00 | 2851750.00 |
| 2996 | 2021.03.08 15:30 | buy | 1303 | 0.10 | 150.474 | 149.698 | 153.448 | ||
| 2997 | 2021.03.10 16:45 | close | 1303 | 0.10 | 150.945 | 149.698 | 153.448 | 4710.00 | 2856460.00 |
| 2998 | 2021.03.16 10:30 | sell | 1304 | 0.10 | 151.045 | 151.799 | 148.049 | ||
| 2999 | 2021.03.17 09:59 | s/l | 1304 | 0.10 | 151.812 | 151.799 | 148.049 | -7670.00 | 2848790.00 |
| 3000 | 2021.03.17 23:00 | buy | 1305 | 0.10 | 152.055 | 151.280 | 155.030 | ||