Strategy Tester Report
EA_BBbreak_M15_forEJ_1.00
| 通貨ペア | EURJPY (Euro vs Japanese Yen) | ||||
| 期間 | 15分足(M15) 2007.01.02 00:00 - 2020.12.30 23:45 (2007.01.01 - 2020.12.31) | ||||
| 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=23100001; Lots=0.1; 複利運用基準値=0; トレンドモード=""; トレードモード=""; 週末決済=""; Slippage=3; timeframe=15; 許容スプレッド=50; カスタム設定=""; EMA期間=220; EMA価格差=720; ローソク足長（下限）=0; ローソク足長（上限）=400; 逆指値オフセット値=420; 指値オフセット値=2100; BB期間=140; BB標準偏差倍率=2.1; BB幅=3300; 保持期間=96; | ||||
| テストバー数 | 346914 | モデルティック数 | 290035400 | モデリング品質 | 90.00% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 1000000.00 | スプレッド | 11 | ||
| 純益 | 1516720.00 | 総利益 | 4961790.00 | 総損失 | -3445070.00 |
| プロフィットファクタ | 1.44 | 期待利得 | 1018.62 | ||
| 絶対ドローダウン | 20720.00 | 最大ドローダウン | 76020.00 (3.16%) | 相対ドローダウン | 5.51% (57070.00) |
| 総取引数 | 1489 | 売りポジション(勝率%） | 760 (44.08%) | 買いポジション(勝率%） | 729 (42.39%) |
| 勝率(%) | 644 (43.25%) | 負率 (%) | 845 (56.75%) | ||
| 最大 | 勝トレード | 21000.00 | 敗トレード | -6900.00 | |
| 平均 | 勝トレード | 7704.64 | 敗トレード | -4077.01 | |
| 最大 | 連勝(金額) | 8 (35480.00) | 連敗(金額) | 12 (-44110.00) | |
| 最大 | 連勝(トレード数) | 76700.00 (7) | 連敗(トレード数) | -44690.00 (11) | |
| 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 | 2007.01.11 08:45 | buy | 1 | 0.10 | 155.431 | 154.780 | 157.520 | ||
| 2 | 2007.01.15 10:00 | close | 1 | 0.10 | 155.880 | 154.780 | 157.520 | 4490.00 | 1004490.00 |
| 3 | 2007.01.15 10:00 | buy | 2 | 0.10 | 155.891 | 155.240 | 157.980 | ||
| 4 | 2007.01.17 10:45 | close | 2 | 0.10 | 155.930 | 155.240 | 157.980 | 390.00 | 1004880.00 |
| 5 | 2007.01.17 12:30 | sell | 3 | 0.10 | 155.610 | 156.250 | 153.510 | ||
| 6 | 2007.01.18 04:00 | s/l | 3 | 0.10 | 156.250 | 156.250 | 153.510 | -6400.00 | 998480.00 |
| 7 | 2007.01.18 04:30 | buy | 4 | 0.10 | 156.421 | 155.770 | 158.510 | ||
| 8 | 2007.01.22 05:45 | close | 4 | 0.10 | 157.370 | 155.770 | 158.510 | 9490.00 | 1007970.00 |
| 9 | 2007.01.23 10:15 | buy | 5 | 0.10 | 157.721 | 157.070 | 159.810 | ||
| 10 | 2007.01.24 07:45 | close | 5 | 0.10 | 157.480 | 157.070 | 159.810 | -2410.00 | 1005560.00 |
| 11 | 2007.01.29 08:15 | buy | 6 | 0.10 | 157.561 | 156.910 | 159.650 | ||
| 12 | 2007.01.31 07:30 | close | 6 | 0.10 | 157.240 | 156.910 | 159.650 | -3210.00 | 1002350.00 |
| 13 | 2007.01.31 07:30 | sell | 7 | 0.10 | 157.240 | 157.880 | 155.140 | ||
| 14 | 2007.02.02 07:45 | close | 7 | 0.10 | 157.201 | 157.880 | 155.140 | 390.00 | 1002740.00 |
| 15 | 2007.02.22 19:15 | buy | 8 | 0.10 | 159.451 | 158.800 | 161.540 | ||
| 16 | 2007.02.26 09:49 | s/l | 8 | 0.10 | 158.800 | 158.800 | 161.540 | -6510.00 | 996230.00 |
| 17 | 2007.03.19 02:45 | buy | 9 | 0.10 | 155.871 | 155.220 | 157.960 | ||
| 18 | 2007.03.20 14:00 | close | 9 | 0.10 | 156.220 | 155.220 | 157.960 | 3490.00 | 999720.00 |
| 19 | 2007.04.02 17:00 | buy | 10 | 0.10 | 157.551 | 156.900 | 159.640 | ||
| 20 | 2007.04.04 17:15 | close | 10 | 0.10 | 158.520 | 156.900 | 159.640 | 9690.00 | 1009410.00 |
| 21 | 2007.04.05 14:00 | buy | 11 | 0.10 | 158.931 | 158.280 | 161.020 | ||
| 22 | 2007.04.09 15:15 | close | 11 | 0.10 | 159.290 | 158.280 | 161.020 | 3590.00 | 1013000.00 |
| 23 | 2007.04.10 05:45 | buy | 12 | 0.10 | 159.671 | 159.020 | 161.760 | ||
| 24 | 2007.04.12 06:00 | close | 12 | 0.10 | 160.790 | 159.020 | 161.760 | 11190.00 | 1024190.00 |
| 25 | 2007.04.13 11:32 | sell | 13 | 0.10 | 160.150 | 160.790 | 158.050 | ||
| 26 | 2007.04.13 16:02 | s/l | 13 | 0.10 | 160.790 | 160.790 | 158.050 | -6400.00 | 1017790.00 |
| 27 | 2007.04.13 16:45 | buy | 14 | 0.10 | 161.221 | 160.570 | 163.310 | ||
| 28 | 2007.04.16 01:30 | close | 14 | 0.10 | 161.800 | 160.570 | 163.310 | 5790.00 | 1023580.00 |
| 29 | 2007.04.23 07:00 | sell | 15 | 0.10 | 161.000 | 161.420 | 158.900 | ||
| 30 | 2007.04.24 07:15 | close | 15 | 0.10 | 160.721 | 161.420 | 158.900 | 2790.00 | 1026370.00 |
| 31 | 2007.04.24 17:30 | buy | 16 | 0.10 | 161.491 | 161.060 | 163.580 | ||
| 32 | 2007.04.25 17:45 | close | 16 | 0.10 | 161.820 | 161.060 | 163.580 | 3290.00 | 1029660.00 |
| 33 | 2007.04.26 08:30 | buy | 17 | 0.10 | 162.151 | 161.720 | 164.240 | ||
| 34 | 2007.04.27 08:45 | close | 17 | 0.10 | 162.630 | 161.720 | 164.240 | 4790.00 | 1034450.00 |
| 35 | 2007.04.27 17:00 | buy | 18 | 0.10 | 163.151 | 162.720 | 165.240 | ||
| 36 | 2007.04.30 00:00 | s/l | 18 | 0.10 | 162.720 | 162.720 | 165.240 | -4310.00 | 1030140.00 |
| 37 | 2007.05.02 05:30 | sell | 19 | 0.10 | 162.790 | 163.210 | 160.690 | ||
| 38 | 2007.05.02 13:30 | s/l | 19 | 0.10 | 163.210 | 163.210 | 160.690 | -4200.00 | 1025940.00 |
| 39 | 2007.05.02 16:30 | buy | 20 | 0.10 | 163.361 | 162.930 | 165.450 | ||
| 40 | 2007.05.03 16:45 | close | 20 | 0.10 | 163.140 | 162.930 | 165.450 | -2210.00 | 1023730.00 |
| 41 | 2007.05.08 03:46 | sell | 21 | 0.10 | 163.040 | 163.680 | 160.940 | ||
| 42 | 2007.05.10 01:30 | close | 21 | 0.10 | 162.651 | 163.680 | 160.940 | 3890.00 | 1027620.00 |
| 43 | 2007.05.10 01:30 | buy | 22 | 0.10 | 162.651 | 162.000 | 164.740 | ||
| 44 | 2007.05.10 18:54 | s/l | 22 | 0.10 | 162.000 | 162.000 | 164.740 | -6510.00 | 1021110.00 |
| 45 | 2007.05.15 14:45 | buy | 23 | 0.10 | 163.331 | 162.680 | 165.420 | ||
| 46 | 2007.05.16 17:15 | close | 23 | 0.10 | 163.460 | 162.680 | 165.420 | 1290.00 | 1022400.00 |
| 47 | 2007.05.18 12:30 | sell | 24 | 0.10 | 163.300 | 163.940 | 161.200 | ||
| 48 | 2007.05.18 13:15 | close | 24 | 0.10 | 163.051 | 163.940 | 161.200 | 2490.00 | 1024890.00 |
| 49 | 2007.05.18 13:15 | sell | 25 | 0.10 | 163.040 | 163.680 | 160.940 | ||
| 50 | 2007.05.18 17:09 | s/l | 25 | 0.10 | 163.680 | 163.680 | 160.940 | -6400.00 | 1018490.00 |
| 51 | 2007.05.23 14:00 | buy | 26 | 0.10 | 163.871 | 163.220 | 165.960 | ||
| 52 | 2007.05.24 08:42 | s/l | 26 | 0.10 | 163.220 | 163.220 | 165.960 | -6510.00 | 1011980.00 |
| 53 | 2007.05.24 08:45 | sell | 27 | 0.10 | 163.190 | 163.830 | 161.090 | ||
| 54 | 2007.05.28 10:00 | close | 27 | 0.10 | 163.751 | 163.830 | 161.090 | -5610.00 | 1006370.00 |
| 55 | 2007.05.29 03:45 | sell | 28 | 0.10 | 163.250 | 163.890 | 161.150 | ||
| 56 | 2007.05.29 12:18 | s/l | 28 | 0.10 | 163.890 | 163.890 | 161.150 | -6400.00 | 999970.00 |
| 57 | 2007.05.31 14:30 | buy | 29 | 0.10 | 163.701 | 163.050 | 165.790 | ||
| 58 | 2007.06.04 15:45 | close | 29 | 0.10 | 164.130 | 163.050 | 165.790 | 4290.00 | 1004260.00 |
| 59 | 2007.06.05 05:20 | buy | 30 | 0.10 | 164.421 | 163.770 | 166.510 | ||
| 60 | 2007.06.06 10:25 | s/l | 30 | 0.10 | 163.770 | 163.770 | 166.510 | -6510.00 | 997750.00 |
| 61 | 2007.06.06 10:30 | sell | 31 | 0.10 | 163.800 | 164.440 | 161.700 | ||
| 62 | 2007.06.08 10:45 | close | 31 | 0.10 | 162.121 | 164.440 | 161.700 | 16790.00 | 1014540.00 |
| 63 | 2007.06.12 16:00 | sell | 32 | 0.10 | 162.240 | 162.880 | 160.140 | ||
| 64 | 2007.06.13 06:30 | close | 32 | 0.10 | 162.591 | 162.880 | 160.140 | -3510.00 | 1011030.00 |
| 65 | 2007.06.22 08:15 | buy | 33 | 0.10 | 166.271 | 165.620 | 168.360 | ||
| 66 | 2007.06.25 09:30 | close | 33 | 0.10 | 166.440 | 165.620 | 168.360 | 1690.00 | 1012720.00 |
| 67 | 2007.06.26 08:45 | sell | 34 | 0.10 | 165.870 | 166.290 | 163.770 | ||
| 68 | 2007.06.26 17:58 | s/l | 34 | 0.10 | 166.290 | 166.290 | 163.770 | -4200.00 | 1008520.00 |
| 69 | 2007.06.27 01:30 | sell | 35 | 0.10 | 165.270 | 165.690 | 163.170 | ||
| 70 | 2007.06.28 00:37 | s/l | 35 | 0.10 | 165.690 | 165.690 | 163.170 | -4200.00 | 1004320.00 |
| 71 | 2007.06.29 07:45 | buy | 36 | 0.10 | 166.051 | 165.620 | 168.140 | ||
| 72 | 2007.07.03 09:00 | close | 36 | 0.10 | 167.040 | 165.620 | 168.140 | 9890.00 | 1014210.00 |
| 73 | 2007.07.03 09:00 | buy | 37 | 0.10 | 167.051 | 166.400 | 169.140 | ||
| 74 | 2007.07.03 12:39 | s/l | 37 | 0.10 | 166.400 | 166.400 | 169.140 | -6510.00 | 1007700.00 |
| 75 | 2007.07.05 02:00 | buy | 38 | 0.10 | 167.141 | 166.490 | 169.230 | ||
| 76 | 2007.07.09 00:01 | close | 38 | 0.10 | 168.260 | 166.490 | 169.230 | 11190.00 | 1018890.00 |
| 77 | 2007.07.10 22:30 | sell | 39 | 0.10 | 167.430 | 167.850 | 165.330 | ||
| 78 | 2007.07.11 15:01 | s/l | 39 | 0.10 | 167.850 | 167.850 | 165.330 | -4200.00 | 1014690.00 |
| 79 | 2007.07.16 09:15 | sell | 40 | 0.10 | 167.850 | 168.270 | 165.750 | ||
| 80 | 2007.07.17 09:30 | close | 40 | 0.10 | 167.951 | 168.270 | 165.750 | -1010.00 | 1013680.00 |
| 81 | 2007.07.17 14:45 | buy | 41 | 0.10 | 168.341 | 167.910 | 170.430 | ||
| 82 | 2007.07.18 15:00 | close | 41 | 0.10 | 168.170 | 167.910 | 170.430 | -1710.00 | 1011970.00 |
| 83 | 2007.07.19 11:00 | buy | 42 | 0.10 | 168.451 | 168.020 | 170.540 | ||
| 84 | 2007.07.20 11:15 | close | 42 | 0.10 | 168.400 | 168.020 | 170.540 | -510.00 | 1011460.00 |
| 85 | 2007.07.20 16:45 | sell | 43 | 0.10 | 167.680 | 168.100 | 165.580 | ||
| 86 | 2007.07.23 00:01 | s/l | 43 | 0.10 | 168.100 | 168.100 | 165.580 | -4200.00 | 1007260.00 |
| 87 | 2007.07.23 03:30 | sell | 44 | 0.10 | 167.270 | 167.690 | 165.170 | ||
| 88 | 2007.07.23 12:02 | s/l | 44 | 0.10 | 167.690 | 167.690 | 165.170 | -4200.00 | 1003060.00 |
| 89 | 2007.07.24 02:15 | sell | 45 | 0.10 | 166.620 | 167.040 | 164.520 | ||
| 90 | 2007.07.24 13:36 | s/l | 45 | 0.10 | 167.040 | 167.040 | 164.520 | -4200.00 | 998860.00 |
| 91 | 2007.07.24 21:45 | sell | 46 | 0.10 | 165.960 | 166.380 | 163.860 | ||
| 92 | 2007.07.25 22:00 | close | 46 | 0.10 | 165.281 | 166.380 | 163.860 | 6790.00 | 1005650.00 |
| 93 | 2007.07.26 13:30 | sell | 47 | 0.10 | 164.350 | 164.770 | 162.250 | ||
| 94 | 2007.07.26 23:33 | t/p | 47 | 0.10 | 162.250 | 164.770 | 162.250 | 21000.00 | 1026650.00 |
| 95 | 2007.09.20 10:45 | buy | 48 | 0.10 | 162.321 | 161.670 | 164.410 | ||
| 96 | 2007.09.20 13:13 | s/l | 48 | 0.10 | 161.670 | 161.670 | 164.410 | -6510.00 | 1020140.00 |
| 97 | 2007.10.05 15:45 | buy | 49 | 0.10 | 165.001 | 164.350 | 167.090 | ||
| 98 | 2007.10.09 03:34 | s/l | 49 | 0.10 | 164.350 | 164.350 | 167.090 | -6510.00 | 1013630.00 |
| 99 | 2007.10.15 09:15 | buy | 50 | 0.10 | 166.901 | 166.250 | 168.990 | ||
| 100 | 2007.10.16 09:11 | s/l | 50 | 0.10 | 166.250 | 166.250 | 168.990 | -6510.00 | 1007120.00 |
| 101 | 2008.02.05 10:45 | sell | 51 | 0.10 | 157.780 | 158.420 | 155.680 | ||
| 102 | 2008.02.05 18:15 | close | 51 | 0.10 | 156.591 | 158.420 | 155.680 | 11890.00 | 1019010.00 |
| 103 | 2008.02.19 08:45 | buy | 52 | 0.10 | 158.811 | 158.160 | 160.900 | ||
| 104 | 2008.02.19 11:35 | s/l | 52 | 0.10 | 158.160 | 158.160 | 160.900 | -6510.00 | 1012500.00 |
| 105 | 2008.02.19 14:30 | buy | 53 | 0.10 | 158.811 | 158.160 | 160.900 | ||
| 106 | 2008.02.20 08:55 | s/l | 53 | 0.10 | 158.160 | 158.160 | 160.900 | -6510.00 | 1005990.00 |
| 107 | 2008.02.22 09:15 | sell | 54 | 0.10 | 158.690 | 159.330 | 156.590 | ||
| 108 | 2008.02.25 10:21 | s/l | 54 | 0.10 | 159.330 | 159.330 | 156.590 | -6400.00 | 999590.00 |
| 109 | 2008.04.10 02:30 | sell | 55 | 0.10 | 160.490 | 161.130 | 158.390 | ||
| 110 | 2008.04.10 16:45 | close | 55 | 0.10 | 159.361 | 161.130 | 158.390 | 11290.00 | 1010880.00 |
| 111 | 2008.04.24 03:00 | sell | 56 | 0.10 | 164.090 | 164.730 | 161.990 | ||
| 112 | 2008.04.28 04:15 | close | 56 | 0.10 | 163.721 | 164.730 | 161.990 | 3690.00 | 1014570.00 |
| 113 | 2008.05.06 09:45 | sell | 57 | 0.10 | 162.310 | 162.950 | 160.210 | ||
| 114 | 2008.05.07 10:01 | s/l | 57 | 0.10 | 162.950 | 162.950 | 160.210 | -6400.00 | 1008170.00 |
| 115 | 2008.05.07 10:15 | buy | 58 | 0.10 | 162.921 | 162.270 | 165.010 | ||
| 116 | 2008.05.07 15:34 | s/l | 58 | 0.10 | 162.270 | 162.270 | 165.010 | -6510.00 | 1001660.00 |
| 117 | 2008.05.07 16:15 | sell | 59 | 0.10 | 162.100 | 162.740 | 160.000 | ||
| 118 | 2008.05.08 04:30 | t/p | 59 | 0.10 | 160.000 | 162.740 | 160.000 | 21000.00 | 1022660.00 |
| 119 | 2008.05.19 21:45 | sell | 60 | 0.10 | 161.690 | 162.330 | 159.590 | ||
| 120 | 2008.05.20 11:26 | s/l | 60 | 0.10 | 162.330 | 162.330 | 159.590 | -6400.00 | 1016260.00 |
| 121 | 2008.05.27 02:45 | buy | 61 | 0.10 | 163.261 | 162.610 | 165.350 | ||
| 122 | 2008.05.28 16:30 | close | 61 | 0.10 | 163.670 | 162.610 | 165.350 | 4090.00 | 1020350.00 |
| 123 | 2008.05.30 08:15 | sell | 62 | 0.10 | 163.390 | 164.030 | 161.290 | ||
| 124 | 2008.05.30 16:59 | s/l | 62 | 0.10 | 164.030 | 164.030 | 161.290 | -6400.00 | 1013950.00 |
| 125 | 2008.06.18 09:15 | buy | 63 | 0.10 | 167.771 | 167.120 | 169.860 | ||
| 126 | 2008.06.19 09:53 | s/l | 63 | 0.10 | 167.120 | 167.120 | 169.860 | -6510.00 | 1007440.00 |
| 127 | 2008.06.19 10:00 | sell | 64 | 0.10 | 167.030 | 167.670 | 164.930 | ||
| 128 | 2008.06.20 08:24 | s/l | 64 | 0.10 | 167.670 | 167.670 | 164.930 | -6400.00 | 1001040.00 |
| 129 | 2008.06.25 14:00 | buy | 65 | 0.10 | 168.351 | 167.700 | 170.440 | ||
| 130 | 2008.06.27 09:49 | s/l | 65 | 0.10 | 167.700 | 167.700 | 170.440 | -6510.00 | 994530.00 |
| 131 | 2008.07.07 08:45 | buy | 66 | 0.10 | 167.951 | 167.300 | 170.040 | ||
| 132 | 2008.07.08 10:27 | s/l | 66 | 0.10 | 167.300 | 167.300 | 170.040 | -6510.00 | 988020.00 |
| 133 | 2008.07.23 08:45 | buy | 67 | 0.10 | 169.831 | 169.180 | 171.920 | ||
| 134 | 2008.07.23 16:49 | s/l | 67 | 0.10 | 169.180 | 169.180 | 171.920 | -6510.00 | 981510.00 |
| 135 | 2008.07.29 16:30 | sell | 68 | 0.10 | 168.860 | 169.500 | 166.760 | ||
| 136 | 2008.07.31 09:30 | close | 68 | 0.10 | 168.711 | 169.500 | 166.760 | 1490.00 | 983000.00 |
| 137 | 2008.07.31 09:30 | buy | 69 | 0.10 | 168.711 | 168.060 | 170.800 | ||
| 138 | 2008.07.31 14:45 | close | 69 | 0.10 | 168.740 | 168.060 | 170.800 | 290.00 | 983290.00 |
| 139 | 2008.09.19 09:30 | buy | 70 | 0.10 | 152.691 | 152.260 | 154.780 | ||
| 140 | 2008.09.19 14:55 | t/p | 70 | 0.10 | 154.780 | 152.260 | 154.780 | 20890.00 | 1004180.00 |
| 141 | 2008.09.25 16:15 | buy | 71 | 0.10 | 156.251 | 155.820 | 158.340 | ||
| 142 | 2008.09.25 16:27 | s/l | 71 | 0.10 | 155.820 | 155.820 | 158.340 | -4310.00 | 999870.00 |
| 143 | 2008.09.26 06:30 | sell | 72 | 0.10 | 155.020 | 155.440 | 152.920 | ||
| 144 | 2008.09.26 10:00 | close | 72 | 0.10 | 153.551 | 155.440 | 152.920 | 14690.00 | 1014560.00 |
| 145 | 2008.09.26 10:00 | sell | 73 | 0.10 | 153.540 | 153.960 | 151.440 | ||
| 146 | 2008.09.26 10:26 | s/l | 73 | 0.10 | 153.960 | 153.960 | 151.440 | -4200.00 | 1010360.00 |
| 147 | 2008.09.26 10:27 | sell | 74 | 0.10 | 153.900 | 153.930 | 151.410 | ||
| 148 | 2008.09.26 10:27 | s/l | 74 | 0.10 | 153.930 | 153.930 | 151.410 | -300.00 | 1010060.00 |
| 149 | 2008.09.26 10:30 | sell | 75 | 0.10 | 153.860 | 154.280 | 151.760 | ||
| 150 | 2008.09.26 14:04 | s/l | 75 | 0.10 | 154.280 | 154.280 | 151.760 | -4200.00 | 1005860.00 |
1ページ目次へ