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 |
| 301 | 2008.04.10 03:30 | sell | 128 | 0.10 | 200.240 | 200.920 | 197.170 | ||
| 302 | 2008.04.10 09:15 | modify | 128 | 0.10 | 200.240 | 200.000 | 197.170 | ||
| 303 | 2008.04.10 10:40 | s/l | 128 | 0.10 | 200.009 | 200.000 | 197.170 | 2310.00 | 498700.00 |
| 304 | 2008.04.16 10:15 | buy | 129 | 0.10 | 200.623 | 199.840 | 203.590 | ||
| 305 | 2008.04.16 11:12 | s/l | 129 | 0.10 | 199.830 | 199.840 | 203.590 | -7930.00 | 490770.00 |
| 306 | 2008.04.16 18:30 | buy | 130 | 0.10 | 200.541 | 199.760 | 203.510 | ||
| 307 | 2008.04.17 13:00 | modify | 130 | 0.10 | 200.541 | 200.960 | 203.510 | ||
| 308 | 2008.04.17 18:36 | t/p | 130 | 0.10 | 203.518 | 200.960 | 203.510 | 29770.00 | 520540.00 |
| 309 | 2008.04.24 15:30 | sell | 131 | 0.10 | 204.825 | 205.045 | 201.295 | ||
| 310 | 2008.04.24 15:44 | s/l | 131 | 0.10 | 205.053 | 205.045 | 201.295 | -2280.00 | 518260.00 |
| 311 | 2008.04.24 19:45 | buy | 132 | 0.10 | 205.855 | 205.080 | 208.830 | ||
| 312 | 2008.04.25 13:00 | modify | 132 | 0.10 | 205.855 | 206.180 | 208.830 | ||
| 313 | 2008.04.25 16:45 | close | 132 | 0.10 | 206.672 | 206.180 | 208.830 | 8170.00 | 526430.00 |
| 314 | 2008.05.02 10:30 | buy | 133 | 0.10 | 207.533 | 206.750 | 210.500 | ||
| 315 | 2008.05.02 16:00 | modify | 133 | 0.10 | 207.533 | 207.800 | 210.500 | ||
| 316 | 2008.05.02 16:30 | close | 133 | 0.10 | 208.100 | 207.800 | 210.500 | 5670.00 | 532100.00 |
| 317 | 2008.05.06 11:45 | sell | 134 | 0.10 | 206.014 | 206.770 | 203.020 | ||
| 318 | 2008.05.06 19:51 | s/l | 134 | 0.10 | 206.768 | 206.770 | 203.020 | -7540.00 | 524560.00 |
| 319 | 2008.05.07 10:30 | sell | 135 | 0.10 | 205.921 | 206.665 | 202.915 | ||
| 320 | 2008.05.07 21:45 | modify | 135 | 0.10 | 205.921 | 205.625 | 202.915 | ||
| 321 | 2008.05.08 10:42 | t/p | 135 | 0.10 | 202.909 | 205.625 | 202.915 | 30120.00 | 554680.00 |
| 322 | 2008.05.14 11:15 | buy | 136 | 0.10 | 204.475 | 203.680 | 207.430 | ||
| 323 | 2008.05.15 09:30 | s/l | 136 | 0.10 | 203.680 | 203.680 | 207.430 | -7950.00 | 546730.00 |
| 324 | 2008.05.16 18:00 | sell | 137 | 0.10 | 203.312 | 204.070 | 200.320 | ||
| 325 | 2008.05.16 18:45 | close | 137 | 0.10 | 203.414 | 204.070 | 200.320 | -1020.00 | 545710.00 |
| 326 | 2008.05.16 19:15 | sell | 138 | 0.10 | 203.209 | 203.950 | 200.200 | ||
| 327 | 2008.05.19 03:03 | s/l | 138 | 0.10 | 203.949 | 203.950 | 200.200 | -7400.00 | 538310.00 |
| 328 | 2008.05.19 11:00 | sell | 139 | 0.10 | 203.188 | 203.940 | 200.190 | ||
| 329 | 2008.05.20 11:15 | close | 139 | 0.10 | 203.005 | 203.940 | 200.190 | 1830.00 | 540140.00 |
| 330 | 2008.05.20 18:00 | buy | 140 | 0.10 | 204.409 | 203.610 | 207.360 | ||
| 331 | 2008.05.21 03:55 | s/l | 140 | 0.10 | 203.609 | 203.610 | 207.360 | -8000.00 | 532140.00 |
| 332 | 2008.05.22 16:45 | buy | 141 | 0.10 | 205.568 | 204.795 | 208.545 | ||
| 333 | 2008.05.23 12:45 | s/l | 141 | 0.10 | 204.786 | 204.795 | 208.545 | -7820.00 | 524320.00 |
| 334 | 2008.05.27 12:45 | buy | 142 | 0.10 | 205.331 | 204.550 | 208.300 | ||
| 335 | 2008.05.28 12:30 | modify | 142 | 0.10 | 205.331 | 205.810 | 208.300 | ||
| 336 | 2008.05.28 13:00 | close | 142 | 0.10 | 206.915 | 205.810 | 208.300 | 15840.00 | 540160.00 |
| 337 | 2008.05.28 14:00 | buy | 143 | 0.10 | 206.764 | 205.970 | 209.720 | ||
| 338 | 2008.05.29 14:15 | close | 143 | 0.10 | 207.853 | 205.970 | 209.720 | 10890.00 | 551050.00 |
| 339 | 2008.05.30 23:46 | buy | 144 | 0.10 | 209.232 | 208.430 | 212.180 | ||
| 340 | 2008.06.02 00:00 | s/l | 144 | 0.10 | 207.348 | 208.430 | 212.180 | -18840.00 | 532210.00 |
| 341 | 2008.06.05 15:45 | buy | 145 | 0.10 | 207.157 | 206.360 | 210.110 | ||
| 342 | 2008.06.06 16:00 | close | 145 | 0.10 | 207.764 | 206.360 | 210.110 | 6070.00 | 538280.00 |
| 343 | 2008.06.09 11:45 | buy | 146 | 0.10 | 208.390 | 207.600 | 211.350 | ||
| 344 | 2008.06.09 16:30 | modify | 146 | 0.10 | 208.390 | 208.680 | 211.350 | ||
| 345 | 2008.06.10 11:35 | s/l | 146 | 0.10 | 208.674 | 208.680 | 211.350 | 2840.00 | 541120.00 |
| 346 | 2008.06.11 08:30 | buy | 147 | 0.10 | 210.637 | 209.850 | 213.600 | ||
| 347 | 2008.06.11 11:30 | s/l | 147 | 0.10 | 209.859 | 209.850 | 213.600 | -7780.00 | 533340.00 |
| 348 | 2008.06.13 11:30 | buy | 148 | 0.10 | 210.388 | 209.610 | 213.360 | ||
| 349 | 2008.06.13 15:45 | close | 148 | 0.10 | 210.167 | 209.610 | 213.360 | -2210.00 | 531130.00 |
| 350 | 2008.06.13 18:30 | buy | 149 | 0.10 | 210.558 | 209.710 | 213.460 | ||
| 351 | 2008.06.16 10:15 | modify | 149 | 0.10 | 210.558 | 210.975 | 213.460 | ||
| 352 | 2008.06.16 18:45 | close | 149 | 0.10 | 212.407 | 210.975 | 213.460 | 18490.00 | 549620.00 |
| 353 | 2008.06.19 15:30 | buy | 150 | 0.10 | 212.420 | 211.630 | 215.380 | ||
| 354 | 2008.06.20 15:45 | close | 150 | 0.10 | 212.483 | 211.630 | 215.380 | 630.00 | 550250.00 |
| 355 | 2008.06.23 14:45 | sell | 151 | 0.10 | 211.232 | 211.990 | 208.240 | ||
| 356 | 2008.06.23 20:23 | s/l | 151 | 0.10 | 211.980 | 211.990 | 208.240 | -7480.00 | 542770.00 |
| 357 | 2008.06.24 19:15 | buy | 152 | 0.10 | 212.661 | 211.870 | 215.620 | ||
| 358 | 2008.06.25 19:30 | close | 152 | 0.10 | 213.071 | 211.870 | 215.620 | 4100.00 | 546870.00 |
| 359 | 2008.06.25 19:30 | buy | 153 | 0.10 | 213.095 | 212.330 | 216.080 | ||
| 360 | 2008.06.26 19:45 | close | 153 | 0.10 | 212.864 | 212.330 | 216.080 | -2310.00 | 544560.00 |
| 361 | 2008.06.27 12:00 | sell | 154 | 0.10 | 211.053 | 211.810 | 208.060 | ||
| 362 | 2008.06.27 17:36 | s/l | 154 | 0.10 | 211.818 | 211.810 | 208.060 | -7650.00 | 536910.00 |
| 363 | 2008.07.03 16:15 | buy | 155 | 0.10 | 211.882 | 211.090 | 214.840 | ||
| 364 | 2008.07.03 17:00 | s/l | 155 | 0.10 | 211.067 | 211.090 | 214.840 | -8150.00 | 528760.00 |
| 365 | 2008.07.07 08:15 | buy | 156 | 0.10 | 212.007 | 211.230 | 214.980 | ||
| 366 | 2008.07.07 19:57 | s/l | 156 | 0.10 | 211.235 | 211.230 | 214.980 | -7720.00 | 521040.00 |
| 367 | 2008.07.08 08:45 | sell | 157 | 0.10 | 211.120 | 211.870 | 208.120 | ||
| 368 | 2008.07.09 09:00 | close | 157 | 0.10 | 211.423 | 211.870 | 208.120 | -3030.00 | 518010.00 |
| 369 | 2008.07.11 15:00 | sell | 158 | 0.10 | 211.078 | 211.835 | 208.085 | ||
| 370 | 2008.07.11 21:50 | s/l | 158 | 0.10 | 211.825 | 211.835 | 208.085 | -7470.00 | 510540.00 |
| 371 | 2008.07.14 15:15 | buy | 159 | 0.10 | 212.224 | 211.440 | 215.190 | ||
| 372 | 2008.07.14 17:02 | s/l | 159 | 0.10 | 211.446 | 211.440 | 215.190 | -7780.00 | 502760.00 |
| 373 | 2008.07.15 13:45 | sell | 160 | 0.10 | 210.640 | 211.390 | 207.640 | ||
| 374 | 2008.07.15 17:45 | modify | 160 | 0.10 | 210.640 | 210.220 | 207.640 | ||
| 375 | 2008.07.15 19:31 | s/l | 160 | 0.10 | 210.220 | 210.220 | 207.640 | 4200.00 | 506960.00 |
| 376 | 2008.07.15 19:32 | sell | 161 | 0.10 | 210.180 | 210.720 | 206.970 | ||
| 377 | 2008.07.16 08:45 | modify | 161 | 0.10 | 210.180 | 209.970 | 206.970 | ||
| 378 | 2008.07.16 15:15 | close | 161 | 0.10 | 208.670 | 209.970 | 206.970 | 15100.00 | 522060.00 |
| 379 | 2008.07.23 09:30 | buy | 162 | 0.10 | 214.272 | 213.880 | 217.260 | ||
| 380 | 2008.07.23 14:15 | modify | 162 | 0.10 | 214.272 | 214.530 | 217.260 | ||
| 381 | 2008.07.24 11:05 | s/l | 162 | 0.10 | 214.538 | 214.530 | 217.260 | 2660.00 | 524720.00 |
| 382 | 2008.07.29 21:15 | sell | 163 | 0.10 | 213.803 | 214.555 | 210.805 | ||
| 383 | 2008.07.30 21:30 | close | 163 | 0.10 | 214.283 | 214.555 | 210.805 | -4800.00 | 519920.00 |
| 384 | 2008.07.31 09:30 | sell | 164 | 0.10 | 213.433 | 214.190 | 210.440 | ||
| 385 | 2008.07.31 10:44 | s/l | 164 | 0.10 | 214.200 | 214.190 | 210.440 | -7670.00 | 512250.00 |
| 386 | 2008.07.31 14:30 | buy | 165 | 0.10 | 214.495 | 213.700 | 217.450 | ||
| 387 | 2008.07.31 21:22 | s/l | 165 | 0.10 | 213.700 | 213.700 | 217.450 | -7950.00 | 504300.00 |
| 388 | 2008.08.01 07:45 | sell | 166 | 0.10 | 213.358 | 214.100 | 210.350 | ||
| 389 | 2008.08.01 10:45 | modify | 166 | 0.10 | 213.358 | 213.090 | 210.350 | ||
| 390 | 2008.08.04 08:00 | close | 166 | 0.10 | 212.740 | 213.090 | 210.350 | 6180.00 | 510480.00 |
| 391 | 2008.08.05 08:30 | sell | 167 | 0.10 | 211.939 | 212.695 | 208.945 | ||
| 392 | 2008.08.05 10:30 | modify | 167 | 0.10 | 211.939 | 211.585 | 208.945 | ||
| 393 | 2008.08.05 11:45 | close | 167 | 0.10 | 211.144 | 211.585 | 208.945 | 7950.00 | 518430.00 |
| 394 | 2008.08.05 11:45 | sell | 168 | 0.10 | 211.126 | 211.880 | 208.130 | ||
| 395 | 2008.08.06 02:48 | s/l | 168 | 0.10 | 211.877 | 211.880 | 208.130 | -7510.00 | 510920.00 |
| 396 | 2008.08.12 04:30 | sell | 169 | 0.10 | 209.914 | 210.705 | 206.955 | ||
| 397 | 2008.08.12 17:45 | modify | 169 | 0.10 | 209.914 | 209.650 | 206.955 | ||
| 398 | 2008.08.13 01:32 | t/p | 169 | 0.10 | 206.949 | 209.650 | 206.955 | 29650.00 | 540570.00 |
| 399 | 2008.08.19 09:00 | sell | 170 | 0.10 | 204.521 | 205.280 | 201.530 | ||
| 400 | 2008.08.19 20:16 | s/l | 170 | 0.10 | 205.287 | 205.280 | 201.530 | -7660.00 | 532910.00 |
| 401 | 2008.08.21 08:30 | sell | 171 | 0.10 | 203.369 | 204.075 | 200.325 | ||
| 402 | 2008.08.21 14:45 | modify | 171 | 0.10 | 203.369 | 203.165 | 200.325 | ||
| 403 | 2008.08.21 16:46 | s/l | 171 | 0.10 | 203.170 | 203.165 | 200.325 | 1990.00 | 534900.00 |
| 404 | 2008.08.25 19:30 | sell | 172 | 0.10 | 202.540 | 203.290 | 199.540 | ||
| 405 | 2008.08.26 12:30 | modify | 172 | 0.10 | 202.540 | 202.240 | 199.540 | ||
| 406 | 2008.08.26 19:45 | close | 172 | 0.10 | 201.676 | 202.240 | 199.540 | 8640.00 | 543540.00 |
| 407 | 2008.08.27 11:15 | sell | 173 | 0.10 | 200.643 | 201.385 | 197.635 | ||
| 408 | 2008.08.27 15:07 | s/l | 173 | 0.10 | 201.378 | 201.385 | 197.635 | -7350.00 | 536190.00 |
| 409 | 2008.08.28 07:45 | sell | 174 | 0.10 | 200.513 | 201.260 | 197.510 | ||
| 410 | 2008.08.29 08:00 | close | 174 | 0.10 | 199.835 | 201.260 | 197.510 | 6780.00 | 542970.00 |
| 411 | 2008.08.29 09:45 | sell | 175 | 0.10 | 199.321 | 200.080 | 196.330 | ||
| 412 | 2008.08.29 18:15 | modify | 175 | 0.10 | 199.321 | 198.825 | 196.330 | ||
| 413 | 2008.09.01 00:29 | t/p | 175 | 0.10 | 196.322 | 198.825 | 196.330 | 29990.00 | 572960.00 |
| 414 | 2008.09.03 07:15 | sell | 176 | 0.10 | 192.979 | 193.720 | 189.970 | ||
| 415 | 2008.09.04 05:00 | modify | 176 | 0.10 | 192.979 | 192.690 | 189.970 | ||
| 416 | 2008.09.04 07:30 | close | 176 | 0.10 | 191.699 | 192.690 | 189.970 | 12800.00 | 585760.00 |
| 417 | 2008.09.04 18:15 | sell | 177 | 0.10 | 190.981 | 191.740 | 187.990 | ||
| 418 | 2008.09.04 21:30 | modify | 177 | 0.10 | 190.981 | 190.570 | 187.990 | ||
| 419 | 2008.09.05 00:21 | t/p | 177 | 0.10 | 187.984 | 190.570 | 187.990 | 29970.00 | 615730.00 |
| 420 | 2008.09.11 11:45 | sell | 178 | 0.10 | 187.257 | 188.010 | 184.260 | ||
| 421 | 2008.09.11 17:00 | modify | 178 | 0.10 | 187.257 | 187.020 | 184.260 | ||
| 422 | 2008.09.11 17:15 | close | 178 | 0.10 | 186.568 | 187.020 | 184.260 | 6890.00 | 622620.00 |
| 423 | 2008.09.24 10:00 | buy | 179 | 0.10 | 197.242 | 196.465 | 200.215 | ||
| 424 | 2008.09.24 14:49 | s/l | 179 | 0.10 | 196.417 | 196.465 | 200.215 | -8250.00 | 614370.00 |
| 425 | 2008.09.26 05:15 | sell | 180 | 0.10 | 195.105 | 195.850 | 192.100 | ||
| 426 | 2008.09.26 10:30 | modify | 180 | 0.10 | 195.105 | 194.890 | 192.100 | ||
| 427 | 2008.09.26 12:00 | close | 180 | 0.10 | 194.114 | 194.890 | 192.100 | 9910.00 | 624280.00 |
| 428 | 2008.11.19 13:15 | buy | 181 | 0.10 | 146.126 | 145.335 | 149.085 | ||
| 429 | 2008.11.19 15:03 | s/l | 181 | 0.10 | 145.301 | 145.335 | 149.085 | -8250.00 | 616030.00 |
| 430 | 2008.11.19 16:15 | buy | 182 | 0.10 | 146.275 | 145.480 | 149.230 | ||
| 431 | 2008.11.19 17:00 | modify | 182 | 0.10 | 146.275 | 146.545 | 149.230 | ||
| 432 | 2008.11.19 17:36 | s/l | 182 | 0.10 | 146.541 | 146.545 | 149.230 | 2660.00 | 618690.00 |
| 433 | 2008.11.19 17:42 | buy | 183 | 0.10 | 146.777 | 146.670 | 150.420 | ||
| 434 | 2008.11.19 17:46 | s/l | 183 | 0.10 | 146.646 | 146.670 | 150.420 | -1310.00 | 617380.00 |
| 435 | 2008.11.27 12:15 | buy | 184 | 0.10 | 147.849 | 147.060 | 150.810 | ||
| 436 | 2008.11.27 13:26 | s/l | 184 | 0.10 | 147.061 | 147.060 | 150.810 | -7880.00 | 609500.00 |
| 437 | 2008.12.01 08:45 | sell | 185 | 0.10 | 145.759 | 146.500 | 142.750 | ||
| 438 | 2008.12.01 10:45 | modify | 185 | 0.10 | 145.759 | 144.625 | 142.750 | ||
| 439 | 2008.12.01 11:15 | close | 185 | 0.10 | 143.283 | 144.625 | 142.750 | 24760.00 | 634260.00 |
| 440 | 2008.12.01 11:15 | sell | 186 | 0.10 | 143.251 | 143.995 | 140.245 | ||
| 441 | 2008.12.01 12:30 | modify | 186 | 0.10 | 143.251 | 142.740 | 140.245 | ||
| 442 | 2008.12.01 16:44 | t/p | 186 | 0.10 | 140.234 | 142.740 | 140.245 | 30170.00 | 664430.00 |
| 443 | 2008.12.11 08:16 | buy | 187 | 0.10 | 138.078 | 137.310 | 141.060 | ||
| 444 | 2008.12.11 10:45 | close | 187 | 0.10 | 137.604 | 137.310 | 141.060 | -4740.00 | 659690.00 |
| 445 | 2008.12.24 12:45 | sell | 188 | 0.10 | 132.908 | 133.605 | 129.855 | ||
| 446 | 2008.12.24 15:28 | s/l | 188 | 0.10 | 133.623 | 133.605 | 129.855 | -7150.00 | 652540.00 |
| 447 | 2008.12.24 18:30 | sell | 189 | 0.10 | 132.988 | 133.690 | 129.940 | ||
| 448 | 2008.12.24 22:31 | s/l | 189 | 0.10 | 133.730 | 133.690 | 129.940 | -7420.00 | 645120.00 |
| 449 | 2008.12.25 16:00 | sell | 190 | 0.10 | 132.739 | 133.492 | 129.742 | ||
| 450 | 2008.12.25 19:21 | s/l | 190 | 0.10 | 133.493 | 133.492 | 129.742 | -7540.00 | 637580.00 |