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 |
| 901 | 2011.05.11 08:38 | s/l | 382 | 0.10 | 132.204 | 132.203 | 135.583 | -3970.00 | 1123310.00 |
| 902 | 2011.05.31 03:30 | buy | 383 | 0.10 | 133.518 | 133.108 | 136.488 | ||
| 903 | 2011.05.31 09:45 | modify | 383 | 0.10 | 133.518 | 133.726 | 136.488 | ||
| 904 | 2011.05.31 17:53 | s/l | 383 | 0.10 | 133.721 | 133.726 | 136.488 | 2030.00 | 1125340.00 |
| 905 | 2011.06.03 11:30 | sell | 384 | 0.10 | 131.624 | 132.007 | 128.627 | ||
| 906 | 2011.06.06 01:53 | s/l | 384 | 0.10 | 132.006 | 132.007 | 128.627 | -3820.00 | 1121520.00 |
| 907 | 2011.06.22 15:00 | sell | 385 | 0.10 | 129.269 | 129.647 | 126.267 | ||
| 908 | 2011.06.24 16:15 | close | 385 | 0.10 | 128.621 | 129.647 | 126.267 | 6480.00 | 1128000.00 |
| 909 | 2011.06.24 16:45 | sell | 386 | 0.10 | 128.428 | 128.817 | 125.437 | ||
| 910 | 2011.06.27 03:28 | s/l | 386 | 0.10 | 128.816 | 128.817 | 125.437 | -3880.00 | 1124120.00 |
| 911 | 2011.07.05 11:45 | buy | 387 | 0.10 | 130.453 | 130.061 | 133.441 | ||
| 912 | 2011.07.05 21:56 | s/l | 387 | 0.10 | 130.066 | 130.061 | 133.441 | -3870.00 | 1120250.00 |
| 913 | 2011.07.08 15:45 | sell | 388 | 0.10 | 129.188 | 129.577 | 126.197 | ||
| 914 | 2011.07.08 16:43 | s/l | 388 | 0.10 | 129.568 | 129.577 | 126.197 | -3800.00 | 1116450.00 |
| 915 | 2011.07.11 10:15 | sell | 389 | 0.10 | 129.016 | 129.400 | 126.020 | ||
| 916 | 2011.07.11 17:45 | modify | 389 | 0.10 | 129.016 | 128.698 | 126.020 | ||
| 917 | 2011.07.12 11:01 | t/p | 389 | 0.10 | 126.011 | 128.698 | 126.020 | 30050.00 | 1146500.00 |
| 918 | 2011.07.18 17:15 | sell | 390 | 0.10 | 126.905 | 127.290 | 123.910 | ||
| 919 | 2011.07.19 10:16 | s/l | 390 | 0.10 | 127.281 | 127.290 | 123.910 | -3760.00 | 1142740.00 |
| 920 | 2011.07.21 16:00 | buy | 391 | 0.10 | 127.906 | 127.501 | 130.881 | ||
| 921 | 2011.07.22 15:25 | s/l | 391 | 0.10 | 127.492 | 127.501 | 130.881 | -4140.00 | 1138600.00 |
| 922 | 2011.07.25 16:45 | sell | 392 | 0.10 | 127.193 | 127.569 | 124.189 | ||
| 923 | 2011.07.25 17:59 | s/l | 392 | 0.10 | 127.582 | 127.569 | 124.189 | -3890.00 | 1134710.00 |
| 924 | 2011.07.28 06:30 | sell | 393 | 0.10 | 127.064 | 127.447 | 124.067 | ||
| 925 | 2011.08.01 03:19 | s/l | 393 | 0.10 | 127.456 | 127.447 | 124.067 | -3920.00 | 1130790.00 |
| 926 | 2011.08.01 15:15 | sell | 394 | 0.10 | 126.010 | 126.768 | 123.018 | ||
| 927 | 2011.08.01 17:30 | modify | 394 | 0.10 | 126.010 | 125.385 | 123.018 | ||
| 928 | 2011.08.01 18:30 | close | 394 | 0.10 | 125.117 | 125.385 | 123.018 | 8930.00 | 1139720.00 |
| 929 | 2011.08.01 18:30 | sell | 395 | 0.10 | 125.109 | 125.853 | 122.103 | ||
| 930 | 2011.08.01 21:43 | s/l | 395 | 0.10 | 125.865 | 125.853 | 122.103 | -7560.00 | 1132160.00 |
| 931 | 2011.08.09 03:15 | sell | 396 | 0.10 | 126.480 | 127.233 | 123.483 | ||
| 932 | 2011.08.09 18:15 | modify | 396 | 0.10 | 126.480 | 126.261 | 123.483 | ||
| 933 | 2011.08.10 18:01 | t/p | 396 | 0.10 | 123.485 | 126.261 | 123.483 | 29950.00 | 1162110.00 |
| 934 | 2011.08.15 03:30 | buy | 397 | 0.10 | 125.540 | 124.767 | 128.517 | ||
| 935 | 2011.08.17 04:45 | close | 397 | 0.10 | 125.971 | 124.767 | 128.517 | 4310.00 | 1166420.00 |
| 936 | 2011.08.17 15:00 | buy | 398 | 0.10 | 126.422 | 125.653 | 129.403 | ||
| 937 | 2011.08.18 17:12 | s/l | 398 | 0.10 | 125.644 | 125.653 | 129.403 | -7780.00 | 1158640.00 |
| 938 | 2011.08.22 14:45 | buy | 399 | 0.10 | 126.822 | 126.052 | 129.802 | ||
| 939 | 2011.08.24 14:30 | close | 399 | 0.10 | 126.191 | 126.052 | 129.802 | -6310.00 | 1152330.00 |
| 940 | 2011.08.24 14:30 | sell | 400 | 0.10 | 126.203 | 126.949 | 123.199 | ||
| 941 | 2011.08.26 15:15 | modify | 400 | 0.10 | 126.203 | 125.616 | 123.199 | ||
| 942 | 2011.08.26 15:45 | close | 400 | 0.10 | 124.662 | 125.616 | 123.199 | 15410.00 | 1167740.00 |
| 943 | 2011.08.26 15:45 | sell | 401 | 0.10 | 124.639 | 125.393 | 121.643 | ||
| 944 | 2011.08.26 19:36 | s/l | 401 | 0.10 | 125.414 | 125.393 | 121.643 | -7750.00 | 1159990.00 |
| 945 | 2011.08.30 17:00 | sell | 402 | 0.10 | 124.778 | 125.527 | 121.777 | ||
| 946 | 2011.09.01 18:15 | close | 402 | 0.10 | 124.307 | 125.527 | 121.777 | 4710.00 | 1164700.00 |
| 947 | 2011.09.01 18:15 | sell | 403 | 0.10 | 124.277 | 125.026 | 121.276 | ||
| 948 | 2011.09.05 19:30 | close | 403 | 0.10 | 123.853 | 125.026 | 121.276 | 4240.00 | 1168940.00 |
| 949 | 2011.09.06 18:15 | sell | 404 | 0.10 | 123.315 | 124.068 | 120.318 | ||
| 950 | 2011.09.08 17:21 | s/l | 404 | 0.10 | 124.080 | 124.068 | 120.318 | -7650.00 | 1161290.00 |
| 951 | 2011.09.09 18:30 | sell | 405 | 0.10 | 123.117 | 123.870 | 120.120 | ||
| 952 | 2011.09.12 08:30 | modify | 405 | 0.10 | 123.117 | 122.856 | 120.120 | ||
| 953 | 2011.09.13 19:45 | close | 405 | 0.10 | 121.575 | 122.856 | 120.120 | 15420.00 | 1176710.00 |
| 954 | 2011.09.14 09:15 | sell | 406 | 0.10 | 121.035 | 121.777 | 118.027 | ||
| 955 | 2011.09.15 16:00 | s/l | 406 | 0.10 | 121.797 | 121.777 | 118.027 | -7620.00 | 1169090.00 |
| 956 | 2011.09.16 17:15 | buy | 407 | 0.10 | 121.620 | 120.847 | 124.597 | ||
| 957 | 2011.09.19 02:17 | s/l | 407 | 0.10 | 120.838 | 120.847 | 124.597 | -7820.00 | 1161270.00 |
| 958 | 2011.09.19 15:30 | sell | 408 | 0.10 | 120.499 | 121.248 | 117.498 | ||
| 959 | 2011.09.21 12:00 | modify | 408 | 0.10 | 120.499 | 120.244 | 117.498 | ||
| 960 | 2011.09.21 16:45 | close | 408 | 0.10 | 119.161 | 120.244 | 117.498 | 13380.00 | 1174650.00 |
| 961 | 2011.09.21 16:45 | sell | 409 | 0.10 | 119.157 | 119.900 | 116.150 | ||
| 962 | 2011.09.22 11:30 | modify | 409 | 0.10 | 119.157 | 118.737 | 116.150 | ||
| 963 | 2011.09.23 18:00 | close | 409 | 0.10 | 117.734 | 118.737 | 116.150 | 14230.00 | 1188880.00 |
| 964 | 2011.09.27 14:30 | buy | 410 | 0.10 | 119.244 | 118.471 | 122.221 | ||
| 965 | 2011.09.27 21:30 | modify | 410 | 0.10 | 119.244 | 119.494 | 122.221 | ||
| 966 | 2011.09.28 03:51 | s/l | 410 | 0.10 | 119.492 | 119.494 | 122.221 | 2480.00 | 1191360.00 |
| 967 | 2011.09.29 15:45 | buy | 411 | 0.10 | 120.310 | 119.536 | 123.286 | ||
| 968 | 2011.09.30 04:45 | s/l | 411 | 0.10 | 119.520 | 119.536 | 123.286 | -7900.00 | 1183460.00 |
| 969 | 2011.09.30 18:15 | buy | 412 | 0.10 | 120.462 | 119.693 | 123.443 | ||
| 970 | 2011.10.03 05:56 | s/l | 412 | 0.10 | 119.702 | 119.693 | 123.443 | -7600.00 | 1175860.00 |
| 971 | 2011.10.03 15:30 | sell | 413 | 0.10 | 118.979 | 119.726 | 115.976 | ||
| 972 | 2011.10.04 12:45 | modify | 413 | 0.10 | 118.979 | 118.768 | 115.976 | ||
| 973 | 2011.10.04 15:45 | close | 413 | 0.10 | 118.008 | 118.768 | 115.976 | 9710.00 | 1185570.00 |
| 974 | 2011.10.06 15:00 | sell | 414 | 0.10 | 117.307 | 118.049 | 114.299 | ||
| 975 | 2011.10.06 17:33 | s/l | 414 | 0.10 | 118.048 | 118.049 | 114.299 | -7410.00 | 1178160.00 |
| 976 | 2011.10.07 15:30 | buy | 415 | 0.10 | 119.295 | 118.529 | 122.279 | ||
| 977 | 2011.10.07 19:45 | close | 415 | 0.10 | 119.503 | 118.529 | 122.279 | 2080.00 | 1180240.00 |
| 978 | 2011.10.12 12:30 | buy | 416 | 0.10 | 120.629 | 119.832 | 123.582 | ||
| 979 | 2011.10.12 17:15 | modify | 416 | 0.10 | 120.629 | 120.840 | 123.582 | ||
| 980 | 2011.10.13 11:39 | s/l | 416 | 0.10 | 120.845 | 120.840 | 123.582 | 2160.00 | 1182400.00 |
| 981 | 2011.10.14 17:30 | buy | 417 | 0.10 | 121.969 | 121.198 | 124.948 | ||
| 982 | 2011.10.17 17:01 | s/l | 417 | 0.10 | 121.192 | 121.198 | 124.948 | -7770.00 | 1174630.00 |
| 983 | 2011.10.18 12:15 | sell | 418 | 0.10 | 120.478 | 121.226 | 117.476 | ||
| 984 | 2011.10.18 22:13 | s/l | 418 | 0.10 | 121.231 | 121.226 | 117.476 | -7530.00 | 1167100.00 |
| 985 | 2011.10.21 14:15 | buy | 419 | 0.10 | 121.799 | 121.016 | 124.766 | ||
| 986 | 2011.10.21 16:03 | s/l | 419 | 0.10 | 121.020 | 121.016 | 124.766 | -7790.00 | 1159310.00 |
| 987 | 2011.10.24 10:00 | buy | 420 | 0.10 | 121.967 | 121.196 | 124.946 | ||
| 988 | 2011.10.24 10:15 | close | 420 | 0.10 | 121.788 | 121.196 | 124.946 | -1790.00 | 1157520.00 |
| 989 | 2011.10.26 15:15 | sell | 421 | 0.10 | 121.185 | 121.937 | 118.187 | ||
| 990 | 2011.10.27 05:04 | s/l | 421 | 0.10 | 121.934 | 121.937 | 118.187 | -7490.00 | 1150030.00 |
| 991 | 2011.10.27 20:15 | buy | 422 | 0.10 | 122.227 | 121.451 | 125.201 | ||
| 992 | 2011.10.31 04:28 | t/p | 422 | 0.10 | 125.198 | 121.451 | 125.201 | 29710.00 | 1179740.00 |
| 993 | 2011.11.03 03:15 | sell | 423 | 0.10 | 124.211 | 124.969 | 121.219 | ||
| 994 | 2011.11.03 14:52 | s/l | 423 | 0.10 | 124.979 | 124.969 | 121.219 | -7680.00 | 1172060.00 |
| 995 | 2011.11.08 12:30 | buy | 424 | 0.10 | 125.562 | 124.796 | 128.546 | ||
| 996 | 2011.11.09 06:47 | s/l | 424 | 0.10 | 124.796 | 124.796 | 128.546 | -7660.00 | 1164400.00 |
| 997 | 2011.11.09 11:30 | sell | 425 | 0.10 | 124.623 | 125.379 | 121.629 | ||
| 998 | 2011.11.10 09:45 | modify | 425 | 0.10 | 124.623 | 124.402 | 121.629 | ||
| 999 | 2011.11.11 12:45 | close | 425 | 0.10 | 123.104 | 124.402 | 121.629 | 15190.00 | 1179590.00 |
| 1000 | 2011.11.14 11:15 | sell | 426 | 0.10 | 122.792 | 123.547 | 119.797 | ||
| 1001 | 2011.11.16 04:15 | modify | 426 | 0.10 | 122.792 | 122.589 | 119.797 | ||
| 1002 | 2011.11.16 12:30 | close | 426 | 0.10 | 121.302 | 122.589 | 119.797 | 14900.00 | 1194490.00 |
| 1003 | 2011.11.21 03:00 | sell | 427 | 0.10 | 121.016 | 121.756 | 118.006 | ||
| 1004 | 2011.11.23 04:15 | close | 427 | 0.10 | 120.205 | 121.756 | 118.006 | 8110.00 | 1202600.00 |
| 1005 | 2011.11.23 10:30 | sell | 428 | 0.10 | 119.846 | 120.604 | 116.854 | ||
| 1006 | 2011.11.25 11:45 | close | 428 | 0.10 | 119.672 | 120.604 | 116.854 | 1740.00 | 1204340.00 |
| 1007 | 2011.11.28 11:00 | buy | 429 | 0.10 | 120.644 | 119.863 | 123.613 | ||
| 1008 | 2011.11.29 17:15 | modify | 429 | 0.10 | 120.644 | 120.862 | 123.613 | ||
| 1009 | 2011.11.30 12:15 | close | 429 | 0.10 | 121.278 | 120.862 | 123.613 | 6340.00 | 1210680.00 |
| 1010 | 2011.11.30 13:45 | buy | 430 | 0.10 | 121.933 | 121.167 | 124.917 | ||
| 1011 | 2011.11.30 14:15 | close | 430 | 0.10 | 121.602 | 121.167 | 124.917 | -3310.00 | 1207370.00 |
| 1012 | 2011.11.30 15:30 | buy | 431 | 0.10 | 121.967 | 121.193 | 124.943 | ||
| 1013 | 2011.12.02 16:45 | close | 431 | 0.10 | 121.977 | 121.193 | 124.943 | 100.00 | 1207470.00 |
| 1014 | 2011.12.06 18:30 | sell | 432 | 0.10 | 121.150 | 121.908 | 118.158 | ||
| 1015 | 2011.12.07 16:49 | s/l | 432 | 0.10 | 121.908 | 121.908 | 118.158 | -7580.00 | 1199890.00 |
| 1016 | 2011.12.12 11:30 | sell | 433 | 0.10 | 120.888 | 121.628 | 117.878 | ||
| 1017 | 2011.12.12 13:23 | s/l | 433 | 0.10 | 121.639 | 121.628 | 117.878 | -7510.00 | 1192380.00 |
| 1018 | 2011.12.13 17:45 | sell | 434 | 0.10 | 120.951 | 121.705 | 117.955 | ||
| 1019 | 2011.12.15 19:00 | close | 434 | 0.10 | 120.599 | 121.705 | 117.955 | 3520.00 | 1195900.00 |
| 1020 | 2011.12.16 12:45 | buy | 435 | 0.10 | 121.079 | 120.314 | 124.064 | ||
| 1021 | 2011.12.16 18:30 | close | 435 | 0.10 | 120.482 | 120.314 | 124.064 | -5970.00 | 1189930.00 |
| 1022 | 2011.12.16 18:30 | sell | 436 | 0.10 | 120.483 | 121.230 | 117.480 | ||
| 1023 | 2011.12.20 09:52 | s/l | 436 | 0.10 | 121.225 | 121.230 | 117.480 | -7420.00 | 1182510.00 |
| 1024 | 2011.12.20 10:15 | buy | 437 | 0.10 | 121.335 | 120.572 | 124.322 | ||
| 1025 | 2011.12.21 11:15 | modify | 437 | 0.10 | 121.335 | 121.537 | 124.322 | ||
| 1026 | 2011.12.22 11:30 | close | 437 | 0.10 | 122.588 | 121.537 | 124.322 | 12530.00 | 1195040.00 |
| 1027 | 2011.12.22 11:30 | buy | 438 | 0.10 | 122.636 | 121.831 | 125.581 | ||
| 1028 | 2011.12.23 20:37 | s/l | 438 | 0.10 | 121.828 | 121.831 | 125.581 | -8080.00 | 1186960.00 |
| 1029 | 2011.12.26 01:46 | sell | 439 | 0.10 | 121.659 | 122.443 | 118.693 | ||
| 1030 | 2011.12.28 03:00 | close | 439 | 0.10 | 121.946 | 122.443 | 118.693 | -2870.00 | 1184090.00 |
| 1031 | 2011.12.28 16:30 | sell | 440 | 0.10 | 120.707 | 121.467 | 117.717 | ||
| 1032 | 2011.12.29 14:15 | modify | 440 | 0.10 | 120.707 | 120.456 | 117.717 | ||
| 1033 | 2011.12.30 17:45 | close | 440 | 0.10 | 119.796 | 120.456 | 117.717 | 9110.00 | 1193200.00 |
| 1034 | 2012.01.05 13:45 | sell | 441 | 0.10 | 119.324 | 120.073 | 116.323 | ||
| 1035 | 2012.01.09 15:00 | close | 441 | 0.10 | 118.789 | 120.073 | 116.323 | 5350.00 | 1198550.00 |
| 1036 | 2012.01.11 13:30 | sell | 442 | 0.10 | 118.628 | 119.376 | 115.626 | ||
| 1037 | 2012.01.13 14:45 | close | 442 | 0.10 | 117.760 | 119.376 | 115.626 | 8680.00 | 1207230.00 |
| 1038 | 2012.01.13 17:30 | sell | 443 | 0.10 | 117.396 | 118.152 | 114.402 | ||
| 1039 | 2012.01.17 12:30 | close | 443 | 0.10 | 117.956 | 118.152 | 114.402 | -5600.00 | 1201630.00 |
| 1040 | 2012.01.17 12:30 | buy | 444 | 0.10 | 117.953 | 117.193 | 120.943 | ||
| 1041 | 2012.01.19 13:45 | close | 444 | 0.10 | 118.566 | 117.193 | 120.943 | 6130.00 | 1207760.00 |
| 1042 | 2012.01.19 17:00 | buy | 445 | 0.10 | 118.932 | 118.143 | 121.893 | ||
| 1043 | 2012.01.23 17:15 | modify | 445 | 0.10 | 118.932 | 119.241 | 121.893 | ||
| 1044 | 2012.01.23 18:15 | close | 445 | 0.10 | 120.035 | 119.241 | 121.893 | 11030.00 | 1218790.00 |
| 1045 | 2012.01.24 10:45 | buy | 446 | 0.10 | 120.080 | 119.302 | 123.052 | ||
| 1046 | 2012.01.24 17:30 | modify | 446 | 0.10 | 120.080 | 120.333 | 123.052 | ||
| 1047 | 2012.01.26 12:00 | close | 446 | 0.10 | 121.598 | 120.333 | 123.052 | 15180.00 | 1233970.00 |
| 1048 | 2012.01.27 14:15 | sell | 447 | 0.10 | 120.741 | 121.492 | 117.742 | ||
| 1049 | 2012.01.30 19:30 | modify | 447 | 0.10 | 120.741 | 120.536 | 117.742 | ||
| 1050 | 2012.01.31 12:48 | s/l | 447 | 0.10 | 120.542 | 120.536 | 117.742 | 1990.00 | 1235960.00 |