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 | |
| # | 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 |
| 1351 | 2013.05.02 15:00 | buy | 676 | 0.10 | 129.228 | 128.797 | 131.317 | ||
| 1352 | 2013.05.02 15:03 | s/l | 676 | 0.10 | 128.797 | 128.797 | 131.317 | -4310.00 | 1914140.00 |
| 1353 | 2013.05.03 09:45 | buy | 677 | 0.10 | 128.683 | 128.252 | 130.772 | ||
| 1354 | 2013.05.06 11:00 | close | 677 | 0.10 | 130.239 | 128.252 | 130.772 | 15560.00 | 1929700.00 |
| 1355 | 2013.05.08 17:15 | buy | 678 | 0.10 | 130.282 | 129.851 | 132.371 | ||
| 1356 | 2013.05.09 06:25 | s/l | 678 | 0.10 | 129.851 | 129.851 | 132.371 | -4310.00 | 1925390.00 |
| 1357 | 2013.05.09 19:15 | buy | 679 | 0.10 | 130.581 | 130.150 | 132.670 | ||
| 1358 | 2013.05.09 20:00 | close | 679 | 0.10 | 131.483 | 130.150 | 132.670 | 9020.00 | 1934410.00 |
| 1359 | 2013.05.09 20:15 | buy | 680 | 0.10 | 131.471 | 131.040 | 133.560 | ||
| 1360 | 2013.05.09 20:37 | s/l | 680 | 0.10 | 131.040 | 131.040 | 133.560 | -4310.00 | 1930100.00 |
| 1361 | 2013.05.09 20:37 | buy | 681 | 0.10 | 131.020 | 130.979 | 133.499 | ||
| 1362 | 2013.05.09 20:45 | close | 681 | 0.10 | 131.090 | 130.979 | 133.499 | 700.00 | 1930800.00 |
| 1363 | 2013.05.09 20:45 | buy | 682 | 0.10 | 131.101 | 130.670 | 133.190 | ||
| 1364 | 2013.05.10 21:00 | close | 682 | 0.10 | 131.817 | 130.670 | 133.190 | 7160.00 | 1937960.00 |
| 1365 | 2013.05.14 17:00 | buy | 683 | 0.10 | 132.434 | 132.003 | 134.523 | ||
| 1366 | 2013.05.15 08:00 | s/l | 683 | 0.10 | 132.003 | 132.003 | 134.523 | -4310.00 | 1933650.00 |
| 1367 | 2013.05.15 15:30 | sell | 684 | 0.10 | 131.465 | 131.885 | 129.365 | ||
| 1368 | 2013.05.15 18:44 | s/l | 684 | 0.10 | 131.885 | 131.885 | 129.365 | -4200.00 | 1929450.00 |
| 1369 | 2013.05.17 19:45 | buy | 685 | 0.10 | 132.211 | 131.780 | 134.300 | ||
| 1370 | 2013.05.20 01:51 | s/l | 685 | 0.10 | 131.780 | 131.780 | 134.300 | -4310.00 | 1925140.00 |
| 1371 | 2013.05.21 10:00 | buy | 686 | 0.10 | 132.309 | 131.878 | 134.398 | ||
| 1372 | 2013.05.22 10:15 | close | 686 | 0.10 | 132.993 | 131.878 | 134.398 | 6840.00 | 1931980.00 |
| 1373 | 2013.05.22 10:15 | buy | 687 | 0.10 | 133.004 | 132.573 | 135.093 | ||
| 1374 | 2013.05.22 20:27 | s/l | 687 | 0.10 | 132.573 | 132.573 | 135.093 | -4310.00 | 1927670.00 |
| 1375 | 2013.05.23 06:30 | sell | 688 | 0.10 | 131.826 | 132.246 | 129.726 | ||
| 1376 | 2013.05.23 08:15 | close | 688 | 0.10 | 130.433 | 132.246 | 129.726 | 13930.00 | 1941600.00 |
| 1377 | 2013.05.23 08:30 | sell | 689 | 0.10 | 130.348 | 130.768 | 128.248 | ||
| 1378 | 2013.05.23 08:49 | s/l | 689 | 0.10 | 130.768 | 130.768 | 128.248 | -4200.00 | 1937400.00 |
| 1379 | 2013.05.23 08:49 | sell | 690 | 0.10 | 130.764 | 130.932 | 128.412 | ||
| 1380 | 2013.05.23 08:55 | s/l | 690 | 0.10 | 130.932 | 130.932 | 128.412 | -1680.00 | 1935720.00 |
| 1381 | 2013.05.23 09:00 | sell | 691 | 0.10 | 130.877 | 131.297 | 128.777 | ||
| 1382 | 2013.05.23 11:15 | close | 691 | 0.10 | 130.887 | 131.297 | 128.777 | -100.00 | 1935620.00 |
| 1383 | 2013.05.23 11:30 | sell | 692 | 0.10 | 130.748 | 131.168 | 128.648 | ||
| 1384 | 2013.05.23 13:11 | s/l | 692 | 0.10 | 131.168 | 131.168 | 128.648 | -4200.00 | 1931420.00 |
| 1385 | 2013.05.29 17:15 | sell | 693 | 0.10 | 130.731 | 131.151 | 128.631 | ||
| 1386 | 2013.05.30 02:56 | s/l | 693 | 0.10 | 131.151 | 131.151 | 128.631 | -4200.00 | 1927220.00 |
| 1387 | 2013.05.30 09:00 | sell | 694 | 0.10 | 130.352 | 130.772 | 128.252 | ||
| 1388 | 2013.05.30 09:55 | s/l | 694 | 0.10 | 130.772 | 130.772 | 128.252 | -4200.00 | 1923020.00 |
| 1389 | 2013.05.30 12:45 | buy | 695 | 0.10 | 131.811 | 131.380 | 133.900 | ||
| 1390 | 2013.05.30 19:12 | s/l | 695 | 0.10 | 131.380 | 131.380 | 133.900 | -4310.00 | 1918710.00 |
| 1391 | 2013.05.31 11:45 | sell | 696 | 0.10 | 130.303 | 130.723 | 128.203 | ||
| 1392 | 2013.05.31 12:29 | s/l | 696 | 0.10 | 130.723 | 130.723 | 128.203 | -4200.00 | 1914510.00 |
| 1393 | 2013.06.03 15:30 | sell | 697 | 0.10 | 129.977 | 130.397 | 127.877 | ||
| 1394 | 2013.06.04 01:44 | s/l | 697 | 0.10 | 130.397 | 130.397 | 127.877 | -4200.00 | 1910310.00 |
| 1395 | 2013.06.04 10:30 | buy | 698 | 0.10 | 131.262 | 130.831 | 133.351 | ||
| 1396 | 2013.06.04 12:52 | s/l | 698 | 0.10 | 130.831 | 130.831 | 133.351 | -4310.00 | 1906000.00 |
| 1397 | 2013.06.05 17:00 | sell | 699 | 0.10 | 129.864 | 130.284 | 127.764 | ||
| 1398 | 2013.06.06 08:06 | s/l | 699 | 0.10 | 130.284 | 130.284 | 127.764 | -4200.00 | 1901800.00 |
| 1399 | 2013.06.06 17:15 | buy | 700 | 0.10 | 130.575 | 130.144 | 132.664 | ||
| 1400 | 2013.06.06 17:45 | s/l | 700 | 0.10 | 130.144 | 130.144 | 132.664 | -4310.00 | 1897490.00 |
| 1401 | 2013.06.06 19:45 | sell | 701 | 0.10 | 128.118 | 128.538 | 126.018 | ||
| 1402 | 2013.06.06 20:00 | close | 701 | 0.10 | 128.048 | 128.538 | 126.018 | 700.00 | 1898190.00 |
| 1403 | 2013.06.06 20:00 | sell | 702 | 0.10 | 128.037 | 128.457 | 125.937 | ||
| 1404 | 2013.06.06 20:06 | s/l | 702 | 0.10 | 128.457 | 128.457 | 125.937 | -4200.00 | 1893990.00 |
| 1405 | 2013.06.06 20:15 | sell | 703 | 0.10 | 128.773 | 129.193 | 126.673 | ||
| 1406 | 2013.06.07 07:30 | close | 703 | 0.10 | 127.675 | 129.193 | 126.673 | 10980.00 | 1904970.00 |
| 1407 | 2013.06.11 13:00 | sell | 704 | 0.10 | 128.737 | 129.157 | 126.637 | ||
| 1408 | 2013.06.11 16:00 | close | 704 | 0.10 | 128.676 | 129.157 | 126.637 | 610.00 | 1905580.00 |
| 1409 | 2013.06.11 16:00 | sell | 705 | 0.10 | 128.665 | 129.085 | 126.565 | ||
| 1410 | 2013.06.11 21:00 | close | 705 | 0.10 | 127.385 | 129.085 | 126.565 | 12800.00 | 1918380.00 |
| 1411 | 2013.06.13 04:15 | sell | 706 | 0.10 | 126.973 | 127.393 | 124.873 | ||
| 1412 | 2013.06.13 20:15 | close | 706 | 0.10 | 126.292 | 127.393 | 124.873 | 6810.00 | 1925190.00 |
| 1413 | 2013.06.18 10:15 | buy | 707 | 0.10 | 127.364 | 126.933 | 129.453 | ||
| 1414 | 2013.06.18 18:00 | close | 707 | 0.10 | 127.635 | 126.933 | 129.453 | 2710.00 | 1927900.00 |
| 1415 | 2013.06.19 20:15 | buy | 708 | 0.10 | 128.198 | 127.767 | 130.287 | ||
| 1416 | 2013.06.19 21:00 | close | 708 | 0.10 | 127.989 | 127.767 | 130.287 | -2090.00 | 1925810.00 |
| 1417 | 2013.06.19 21:15 | buy | 709 | 0.10 | 128.305 | 127.874 | 130.394 | ||
| 1418 | 2013.06.19 22:00 | close | 709 | 0.10 | 128.224 | 127.874 | 130.394 | -810.00 | 1925000.00 |
| 1419 | 2013.06.19 22:00 | buy | 710 | 0.10 | 128.235 | 127.804 | 130.324 | ||
| 1420 | 2013.06.19 22:15 | close | 710 | 0.10 | 128.029 | 127.804 | 130.324 | -2060.00 | 1922940.00 |
| 1421 | 2013.06.20 00:45 | buy | 711 | 0.10 | 128.458 | 128.027 | 130.547 | ||
| 1422 | 2013.06.20 02:15 | s/l | 711 | 0.10 | 128.027 | 128.027 | 130.547 | -4310.00 | 1918630.00 |
| 1423 | 2013.06.20 06:00 | buy | 712 | 0.10 | 128.793 | 128.362 | 130.882 | ||
| 1424 | 2013.06.20 07:04 | s/l | 712 | 0.10 | 128.362 | 128.362 | 130.882 | -4310.00 | 1914320.00 |
| 1425 | 2013.06.20 08:30 | buy | 713 | 0.10 | 128.940 | 128.509 | 131.029 | ||
| 1426 | 2013.06.20 12:30 | close | 713 | 0.10 | 129.041 | 128.509 | 131.029 | 1010.00 | 1915330.00 |
| 1427 | 2013.06.26 07:45 | sell | 714 | 0.10 | 127.469 | 127.889 | 125.369 | ||
| 1428 | 2013.06.27 08:00 | close | 714 | 0.10 | 127.414 | 127.889 | 125.369 | 550.00 | 1915880.00 |
| 1429 | 2013.06.27 16:00 | buy | 715 | 0.10 | 128.125 | 127.694 | 130.214 | ||
| 1430 | 2013.06.28 16:15 | close | 715 | 0.10 | 129.469 | 127.694 | 130.214 | 13440.00 | 1929320.00 |
| 1431 | 2013.07.01 09:30 | buy | 716 | 0.10 | 129.923 | 129.492 | 132.012 | ||
| 1432 | 2013.07.02 09:45 | close | 716 | 0.10 | 130.297 | 129.492 | 132.012 | 3740.00 | 1933060.00 |
| 1433 | 2013.07.02 16:30 | buy | 717 | 0.10 | 130.640 | 130.209 | 132.729 | ||
| 1434 | 2013.07.03 09:20 | s/l | 717 | 0.10 | 130.209 | 130.209 | 132.729 | -4310.00 | 1928750.00 |
| 1435 | 2013.07.05 11:00 | sell | 718 | 0.10 | 128.829 | 129.249 | 126.729 | ||
| 1436 | 2013.07.05 14:30 | s/l | 718 | 0.10 | 129.249 | 129.249 | 126.729 | -4200.00 | 1924550.00 |
| 1437 | 2013.07.08 00:15 | buy | 719 | 0.10 | 130.097 | 129.666 | 132.186 | ||
| 1438 | 2013.07.08 03:51 | s/l | 719 | 0.10 | 129.666 | 129.666 | 132.186 | -4310.00 | 1920240.00 |
| 1439 | 2013.07.09 07:45 | buy | 720 | 0.10 | 130.476 | 130.045 | 132.565 | ||
| 1440 | 2013.07.09 13:17 | s/l | 720 | 0.10 | 130.045 | 130.045 | 132.565 | -4310.00 | 1915930.00 |
| 1441 | 2013.07.09 16:30 | sell | 721 | 0.10 | 129.534 | 129.954 | 127.434 | ||
| 1442 | 2013.07.10 16:45 | close | 721 | 0.10 | 128.785 | 129.954 | 127.434 | 7490.00 | 1923420.00 |
| 1443 | 2013.07.11 02:15 | buy | 722 | 0.10 | 130.273 | 129.842 | 132.362 | ||
| 1444 | 2013.07.11 04:30 | s/l | 722 | 0.10 | 129.842 | 129.842 | 132.362 | -4310.00 | 1919110.00 |
| 1445 | 2013.07.15 09:45 | buy | 723 | 0.10 | 130.018 | 129.587 | 132.107 | ||
| 1446 | 2013.07.16 09:45 | close | 723 | 0.10 | 130.386 | 129.587 | 132.107 | 3680.00 | 1922790.00 |
| 1447 | 2013.07.17 04:00 | buy | 724 | 0.10 | 130.731 | 130.300 | 132.820 | ||
| 1448 | 2013.07.18 04:15 | close | 724 | 0.10 | 130.819 | 130.300 | 132.820 | 880.00 | 1923670.00 |
| 1449 | 2013.07.18 06:30 | buy | 725 | 0.10 | 131.123 | 130.692 | 133.212 | ||
| 1450 | 2013.07.19 03:30 | close | 725 | 0.10 | 131.469 | 130.692 | 133.212 | 3460.00 | 1927130.00 |
| 1451 | 2013.07.22 00:00 | buy | 726 | 0.10 | 131.873 | 131.442 | 133.962 | ||
| 1452 | 2013.07.22 02:07 | s/l | 726 | 0.10 | 131.442 | 131.442 | 133.962 | -4310.00 | 1922820.00 |
| 1453 | 2013.07.23 01:15 | sell | 727 | 0.10 | 130.925 | 131.345 | 128.825 | ||
| 1454 | 2013.07.23 03:49 | s/l | 727 | 0.10 | 131.345 | 131.345 | 128.825 | -4200.00 | 1918620.00 |
| 1455 | 2013.07.23 13:45 | buy | 728 | 0.10 | 131.964 | 131.533 | 134.053 | ||
| 1456 | 2013.07.23 19:55 | s/l | 728 | 0.10 | 131.533 | 131.533 | 134.053 | -4310.00 | 1914310.00 |
| 1457 | 2013.07.24 09:30 | buy | 729 | 0.10 | 132.192 | 131.761 | 134.281 | ||
| 1458 | 2013.07.25 09:45 | close | 729 | 0.10 | 132.168 | 131.761 | 134.281 | -240.00 | 1914070.00 |
| 1459 | 2013.07.26 04:45 | sell | 730 | 0.10 | 131.327 | 131.747 | 129.227 | ||
| 1460 | 2013.07.26 16:45 | close | 730 | 0.10 | 130.406 | 131.747 | 129.227 | 9210.00 | 1923280.00 |
| 1461 | 2013.07.26 16:45 | sell | 731 | 0.10 | 130.395 | 130.815 | 128.295 | ||
| 1462 | 2013.07.29 18:00 | close | 731 | 0.10 | 129.727 | 130.815 | 128.295 | 6680.00 | 1929960.00 |
| 1463 | 2013.07.31 08:15 | sell | 732 | 0.10 | 129.682 | 130.102 | 127.582 | ||
| 1464 | 2013.07.31 14:15 | s/l | 732 | 0.10 | 130.102 | 130.102 | 127.582 | -4200.00 | 1925760.00 |
| 1465 | 2013.07.31 19:30 | buy | 733 | 0.10 | 130.580 | 130.149 | 132.669 | ||
| 1466 | 2013.07.31 21:34 | s/l | 733 | 0.10 | 130.149 | 130.149 | 132.669 | -4310.00 | 1921450.00 |
| 1467 | 2013.08.01 08:15 | buy | 734 | 0.10 | 130.718 | 130.287 | 132.807 | ||
| 1468 | 2013.08.02 08:30 | close | 734 | 0.10 | 131.670 | 130.287 | 132.807 | 9520.00 | 1930970.00 |
| 1469 | 2013.08.06 02:45 | sell | 735 | 0.10 | 129.973 | 130.393 | 127.873 | ||
| 1470 | 2013.08.06 06:31 | s/l | 735 | 0.10 | 130.393 | 130.393 | 127.873 | -4200.00 | 1926770.00 |
| 1471 | 2013.08.07 01:30 | sell | 736 | 0.10 | 129.370 | 129.790 | 127.270 | ||
| 1472 | 2013.08.07 12:15 | close | 736 | 0.10 | 129.262 | 129.790 | 127.270 | 1080.00 | 1927850.00 |
| 1473 | 2013.08.13 00:00 | buy | 737 | 0.10 | 129.132 | 128.701 | 131.221 | ||
| 1474 | 2013.08.14 00:15 | close | 737 | 0.10 | 130.336 | 128.701 | 131.221 | 12040.00 | 1939890.00 |
| 1475 | 2013.08.15 14:15 | buy | 738 | 0.10 | 130.493 | 130.062 | 132.582 | ||
| 1476 | 2013.08.15 15:53 | s/l | 738 | 0.10 | 130.062 | 130.062 | 132.582 | -4310.00 | 1935580.00 |
| 1477 | 2013.08.19 11:45 | buy | 739 | 0.10 | 130.372 | 129.941 | 132.461 | ||
| 1478 | 2013.08.20 07:25 | s/l | 739 | 0.10 | 129.941 | 129.941 | 132.461 | -4310.00 | 1931270.00 |
| 1479 | 2013.08.20 09:15 | sell | 740 | 0.10 | 129.576 | 129.996 | 127.476 | ||
| 1480 | 2013.08.20 10:32 | s/l | 740 | 0.10 | 129.996 | 129.996 | 127.476 | -4200.00 | 1927070.00 |
| 1481 | 2013.08.22 04:00 | buy | 741 | 0.10 | 131.082 | 130.651 | 133.171 | ||
| 1482 | 2013.08.23 04:15 | close | 741 | 0.10 | 132.068 | 130.651 | 133.171 | 9860.00 | 1936930.00 |
| 1483 | 2013.08.27 07:45 | sell | 742 | 0.10 | 131.233 | 131.653 | 129.133 | ||
| 1484 | 2013.08.28 08:00 | close | 742 | 0.10 | 130.128 | 131.653 | 129.133 | 11050.00 | 1947980.00 |
| 1485 | 2013.08.30 09:00 | sell | 743 | 0.10 | 129.902 | 130.322 | 127.802 | ||
| 1486 | 2013.09.02 06:03 | s/l | 743 | 0.10 | 130.322 | 130.322 | 127.802 | -4200.00 | 1943780.00 |
| 1487 | 2013.09.02 08:45 | buy | 744 | 0.10 | 130.612 | 130.181 | 132.701 | ||
| 1488 | 2013.09.03 09:00 | close | 744 | 0.10 | 131.089 | 130.181 | 132.701 | 4770.00 | 1948550.00 |
| 1489 | 2013.09.03 19:30 | sell | 745 | 0.10 | 130.770 | 131.190 | 128.670 | ||
| 1490 | 2013.09.03 21:57 | s/l | 745 | 0.10 | 131.190 | 131.190 | 128.670 | -4200.00 | 1944350.00 |
| 1491 | 2013.09.04 17:30 | buy | 746 | 0.10 | 131.465 | 131.034 | 133.554 | ||
| 1492 | 2013.09.05 14:15 | close | 746 | 0.10 | 131.701 | 131.034 | 133.554 | 2360.00 | 1946710.00 |
| 1493 | 2013.09.06 03:00 | sell | 747 | 0.10 | 131.069 | 131.489 | 128.969 | ||
| 1494 | 2013.09.09 00:00 | s/l | 747 | 0.10 | 131.489 | 131.489 | 128.969 | -4200.00 | 1942510.00 |
| 1495 | 2013.09.09 16:45 | buy | 748 | 0.10 | 131.932 | 131.501 | 134.021 | ||
| 1496 | 2013.09.10 17:00 | close | 748 | 0.10 | 133.209 | 131.501 | 134.021 | 12770.00 | 1955280.00 |
| 1497 | 2013.09.10 17:00 | buy | 749 | 0.10 | 133.220 | 132.789 | 135.309 | ||
| 1498 | 2013.09.11 10:16 | s/l | 749 | 0.10 | 132.789 | 132.789 | 135.309 | -4310.00 | 1950970.00 |
| 1499 | 2013.09.13 16:15 | sell | 750 | 0.10 | 131.910 | 132.330 | 129.810 | ||
| 1500 | 2013.09.16 00:42 | s/l | 750 | 0.10 | 132.330 | 132.330 | 129.810 | -4200.00 | 1946770.00 |