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 |
| 1501 | 2013.09.17 05:00 | buy | 751 | 0.10 | 132.353 | 131.922 | 134.442 | ||
| 1502 | 2013.09.18 05:15 | close | 751 | 0.10 | 132.478 | 131.922 | 134.442 | 1250.00 | 1948020.00 |
| 1503 | 2013.09.18 10:30 | sell | 752 | 0.10 | 132.100 | 132.520 | 130.000 | ||
| 1504 | 2013.09.18 20:29 | s/l | 752 | 0.10 | 132.520 | 132.520 | 130.000 | -4200.00 | 1943820.00 |
| 1505 | 2013.09.19 01:15 | buy | 753 | 0.10 | 132.813 | 132.382 | 134.902 | ||
| 1506 | 2013.09.19 16:23 | t/p | 753 | 0.10 | 134.902 | 132.382 | 134.902 | 20890.00 | 1964710.00 |
| 1507 | 2013.09.19 16:23 | buy | 754 | 0.10 | 134.917 | 134.344 | 136.864 | ||
| 1508 | 2013.09.19 17:44 | s/l | 754 | 0.10 | 134.344 | 134.344 | 136.864 | -5730.00 | 1958980.00 |
| 1509 | 2013.09.24 14:30 | sell | 755 | 0.10 | 132.821 | 133.241 | 130.721 | ||
| 1510 | 2013.09.24 17:05 | s/l | 755 | 0.10 | 133.241 | 133.241 | 130.721 | -4200.00 | 1954780.00 |
| 1511 | 2013.09.26 04:30 | buy | 756 | 0.10 | 133.694 | 133.263 | 135.783 | ||
| 1512 | 2013.09.26 10:55 | s/l | 756 | 0.10 | 133.263 | 133.263 | 135.783 | -4310.00 | 1950470.00 |
| 1513 | 2013.09.27 19:30 | sell | 757 | 0.10 | 132.849 | 133.269 | 130.749 | ||
| 1514 | 2013.09.30 14:45 | close | 757 | 0.10 | 132.122 | 133.269 | 130.749 | 7270.00 | 1957740.00 |
| 1515 | 2013.10.02 04:15 | sell | 758 | 0.10 | 132.203 | 132.623 | 130.103 | ||
| 1516 | 2013.10.02 14:45 | close | 758 | 0.10 | 131.903 | 132.623 | 130.103 | 3000.00 | 1960740.00 |
| 1517 | 2013.10.03 04:15 | buy | 759 | 0.10 | 132.893 | 132.462 | 134.982 | ||
| 1518 | 2013.10.03 16:22 | s/l | 759 | 0.10 | 132.462 | 132.462 | 134.982 | -4310.00 | 1956430.00 |
| 1519 | 2013.10.04 12:30 | sell | 760 | 0.10 | 132.002 | 132.422 | 129.902 | ||
| 1520 | 2013.10.07 13:45 | close | 760 | 0.10 | 131.552 | 132.422 | 129.902 | 4500.00 | 1960930.00 |
| 1521 | 2013.10.07 23:00 | sell | 761 | 0.10 | 131.324 | 131.744 | 129.224 | ||
| 1522 | 2013.10.08 07:25 | s/l | 761 | 0.10 | 131.744 | 131.744 | 129.224 | -4200.00 | 1956730.00 |
| 1523 | 2013.10.09 06:15 | buy | 762 | 0.10 | 132.140 | 131.709 | 134.229 | ||
| 1524 | 2013.10.09 09:13 | s/l | 762 | 0.10 | 131.709 | 131.709 | 134.229 | -4310.00 | 1952420.00 |
| 1525 | 2013.10.09 17:15 | sell | 763 | 0.10 | 131.286 | 131.706 | 129.186 | ||
| 1526 | 2013.10.09 20:04 | s/l | 763 | 0.10 | 131.706 | 131.706 | 129.186 | -4200.00 | 1948220.00 |
| 1527 | 2013.10.10 10:45 | buy | 764 | 0.10 | 132.286 | 131.855 | 134.375 | ||
| 1528 | 2013.10.11 11:00 | close | 764 | 0.10 | 133.381 | 131.855 | 134.375 | 10950.00 | 1959170.00 |
| 1529 | 2013.10.14 20:15 | buy | 765 | 0.10 | 133.679 | 133.248 | 135.768 | ||
| 1530 | 2013.10.15 11:28 | s/l | 765 | 0.10 | 133.248 | 133.248 | 135.768 | -4310.00 | 1954860.00 |
| 1531 | 2013.10.16 16:00 | buy | 766 | 0.10 | 133.662 | 133.231 | 135.751 | ||
| 1532 | 2013.10.17 16:15 | close | 766 | 0.10 | 133.808 | 133.231 | 135.751 | 1460.00 | 1956320.00 |
| 1533 | 2013.10.18 02:45 | buy | 767 | 0.10 | 134.040 | 133.609 | 136.129 | ||
| 1534 | 2013.10.21 04:00 | close | 767 | 0.10 | 133.951 | 133.609 | 136.129 | -890.00 | 1955430.00 |
| 1535 | 2013.10.22 14:45 | buy | 768 | 0.10 | 134.649 | 134.218 | 136.738 | ||
| 1536 | 2013.10.23 06:08 | s/l | 768 | 0.10 | 134.218 | 134.218 | 136.738 | -4310.00 | 1951120.00 |
| 1537 | 2013.10.25 09:30 | sell | 769 | 0.10 | 133.981 | 134.401 | 131.881 | ||
| 1538 | 2013.10.25 16:08 | s/l | 769 | 0.10 | 134.401 | 134.401 | 131.881 | -4200.00 | 1946920.00 |
| 1539 | 2013.10.28 01:15 | buy | 770 | 0.10 | 134.705 | 134.274 | 136.794 | ||
| 1540 | 2013.10.29 01:30 | close | 770 | 0.10 | 134.393 | 134.274 | 136.794 | -3120.00 | 1943800.00 |
| 1541 | 2013.10.29 05:00 | sell | 771 | 0.10 | 134.338 | 134.758 | 132.238 | ||
| 1542 | 2013.10.29 12:45 | s/l | 771 | 0.10 | 134.758 | 134.758 | 132.238 | -4200.00 | 1939600.00 |
| 1543 | 2013.10.29 15:45 | buy | 772 | 0.10 | 135.130 | 134.699 | 137.219 | ||
| 1544 | 2013.10.30 16:00 | close | 772 | 0.10 | 135.238 | 134.699 | 137.219 | 1080.00 | 1940680.00 |
| 1545 | 2013.10.30 21:15 | buy | 773 | 0.10 | 135.455 | 135.024 | 137.544 | ||
| 1546 | 2013.10.31 04:46 | s/l | 773 | 0.10 | 135.024 | 135.024 | 137.544 | -4310.00 | 1936370.00 |
| 1547 | 2013.10.31 06:45 | sell | 774 | 0.10 | 134.669 | 135.089 | 132.569 | ||
| 1548 | 2013.11.01 07:00 | close | 774 | 0.10 | 132.762 | 135.089 | 132.569 | 19070.00 | 1955440.00 |
| 1549 | 2013.11.05 02:45 | sell | 775 | 0.10 | 132.810 | 133.230 | 130.710 | ||
| 1550 | 2013.11.06 03:00 | close | 775 | 0.10 | 132.616 | 133.230 | 130.710 | 1940.00 | 1957380.00 |
| 1551 | 2013.11.06 16:00 | buy | 776 | 0.10 | 133.625 | 133.194 | 135.714 | ||
| 1552 | 2013.11.07 13:45 | s/l | 776 | 0.10 | 133.194 | 133.194 | 135.714 | -4310.00 | 1953070.00 |
| 1553 | 2013.11.07 14:15 | sell | 777 | 0.10 | 131.983 | 132.403 | 129.883 | ||
| 1554 | 2013.11.07 14:30 | close | 777 | 0.10 | 131.992 | 132.403 | 129.883 | -90.00 | 1952980.00 |
| 1555 | 2013.11.07 14:30 | sell | 778 | 0.10 | 131.981 | 132.401 | 129.881 | ||
| 1556 | 2013.11.07 14:56 | s/l | 778 | 0.10 | 132.401 | 132.401 | 129.881 | -4200.00 | 1948780.00 |
| 1557 | 2013.11.07 14:56 | sell | 779 | 0.10 | 132.392 | 132.739 | 130.219 | ||
| 1558 | 2013.11.08 14:45 | close | 779 | 0.10 | 132.072 | 132.739 | 130.219 | 3200.00 | 1951980.00 |
| 1559 | 2013.11.12 14:15 | buy | 780 | 0.10 | 133.916 | 133.485 | 136.005 | ||
| 1560 | 2013.11.13 10:44 | s/l | 780 | 0.10 | 133.485 | 133.485 | 136.005 | -4310.00 | 1947670.00 |
| 1561 | 2013.11.14 04:00 | buy | 781 | 0.10 | 134.233 | 133.802 | 136.322 | ||
| 1562 | 2013.11.15 04:15 | close | 781 | 0.10 | 134.898 | 133.802 | 136.322 | 6650.00 | 1954320.00 |
| 1563 | 2013.11.19 16:30 | buy | 782 | 0.10 | 135.408 | 134.977 | 137.497 | ||
| 1564 | 2013.11.20 16:20 | s/l | 782 | 0.10 | 134.977 | 134.977 | 137.497 | -4310.00 | 1950010.00 |
| 1565 | 2013.11.20 17:00 | sell | 783 | 0.10 | 134.520 | 134.940 | 132.420 | ||
| 1566 | 2013.11.21 02:10 | s/l | 783 | 0.10 | 134.940 | 134.940 | 132.420 | -4200.00 | 1945810.00 |
| 1567 | 2013.11.22 18:00 | buy | 784 | 0.10 | 137.226 | 136.795 | 139.315 | ||
| 1568 | 2013.11.25 19:15 | close | 784 | 0.10 | 137.467 | 136.795 | 139.315 | 2410.00 | 1948220.00 |
| 1569 | 2013.11.27 04:15 | buy | 785 | 0.10 | 137.607 | 137.176 | 139.696 | ||
| 1570 | 2013.11.28 04:30 | close | 785 | 0.10 | 138.558 | 137.176 | 139.696 | 9510.00 | 1957730.00 |
| 1571 | 2013.11.29 02:00 | buy | 786 | 0.10 | 139.362 | 138.931 | 141.451 | ||
| 1572 | 2013.12.02 03:15 | close | 786 | 0.10 | 139.214 | 138.931 | 141.451 | -1480.00 | 1956250.00 |
| 1573 | 2013.12.02 17:00 | buy | 787 | 0.10 | 139.595 | 139.164 | 141.684 | ||
| 1574 | 2013.12.03 14:46 | s/l | 787 | 0.10 | 139.164 | 139.164 | 141.684 | -4310.00 | 1951940.00 |
| 1575 | 2013.12.03 20:00 | sell | 788 | 0.10 | 138.972 | 139.392 | 136.872 | ||
| 1576 | 2013.12.04 01:32 | s/l | 788 | 0.10 | 139.392 | 139.392 | 136.872 | -4200.00 | 1947740.00 |
| 1577 | 2013.12.04 15:30 | sell | 789 | 0.10 | 138.812 | 139.232 | 136.712 | ||
| 1578 | 2013.12.05 05:37 | s/l | 789 | 0.10 | 139.232 | 139.232 | 136.712 | -4200.00 | 1943540.00 |
| 1579 | 2013.12.05 14:45 | sell | 790 | 0.10 | 138.507 | 138.927 | 136.407 | ||
| 1580 | 2013.12.05 14:55 | s/l | 790 | 0.10 | 138.927 | 138.927 | 136.407 | -4200.00 | 1939340.00 |
| 1581 | 2013.12.06 06:15 | buy | 791 | 0.10 | 139.505 | 139.074 | 141.594 | ||
| 1582 | 2013.12.09 07:30 | close | 791 | 0.10 | 141.130 | 139.074 | 141.594 | 16250.00 | 1955590.00 |
| 1583 | 2013.12.12 08:30 | buy | 792 | 0.10 | 141.720 | 141.289 | 143.809 | ||
| 1584 | 2013.12.13 08:45 | close | 792 | 0.10 | 142.431 | 141.289 | 143.809 | 7110.00 | 1962700.00 |
| 1585 | 2013.12.17 16:00 | sell | 793 | 0.10 | 141.345 | 141.765 | 139.245 | ||
| 1586 | 2013.12.18 03:10 | s/l | 793 | 0.10 | 141.765 | 141.765 | 139.245 | -4200.00 | 1958500.00 |
| 1587 | 2013.12.18 20:30 | buy | 794 | 0.10 | 142.473 | 142.042 | 144.562 | ||
| 1588 | 2013.12.19 03:12 | s/l | 794 | 0.10 | 142.042 | 142.042 | 144.562 | -4310.00 | 1954190.00 |
| 1589 | 2013.12.20 11:45 | buy | 795 | 0.10 | 142.680 | 142.249 | 144.769 | ||
| 1590 | 2013.12.20 17:04 | s/l | 795 | 0.10 | 142.249 | 142.249 | 144.769 | -4310.00 | 1949880.00 |
| 1591 | 2013.12.23 17:30 | buy | 796 | 0.10 | 142.680 | 142.249 | 144.769 | ||
| 1592 | 2013.12.24 17:45 | close | 796 | 0.10 | 142.581 | 142.249 | 144.769 | -990.00 | 1948890.00 |
| 1593 | 2013.12.26 08:15 | buy | 797 | 0.10 | 143.357 | 142.926 | 145.446 | ||
| 1594 | 2013.12.27 08:30 | close | 797 | 0.10 | 144.140 | 142.926 | 145.446 | 7830.00 | 1956720.00 |
| 1595 | 2013.12.27 09:30 | buy | 798 | 0.10 | 144.463 | 144.032 | 146.552 | ||
| 1596 | 2013.12.30 10:45 | close | 798 | 0.10 | 144.731 | 144.032 | 146.552 | 2680.00 | 1959400.00 |
| 1597 | 2014.01.02 14:30 | sell | 799 | 0.10 | 143.600 | 144.020 | 141.500 | ||
| 1598 | 2014.01.02 17:00 | close | 799 | 0.10 | 143.445 | 144.020 | 141.500 | 1550.00 | 1960950.00 |
| 1599 | 2014.01.02 17:00 | sell | 800 | 0.10 | 143.434 | 143.854 | 141.334 | ||
| 1600 | 2014.01.03 17:15 | close | 800 | 0.10 | 142.371 | 143.854 | 141.334 | 10630.00 | 1971580.00 |
| 1601 | 2014.01.06 03:00 | sell | 801 | 0.10 | 141.612 | 142.032 | 139.512 | ||
| 1602 | 2014.01.06 09:19 | s/l | 801 | 0.10 | 142.032 | 142.032 | 139.512 | -4200.00 | 1967380.00 |
| 1603 | 2014.01.08 06:00 | buy | 802 | 0.10 | 143.081 | 142.650 | 145.170 | ||
| 1604 | 2014.01.08 11:20 | s/l | 802 | 0.10 | 142.650 | 142.650 | 145.170 | -4310.00 | 1963070.00 |
| 1605 | 2014.01.10 17:45 | sell | 803 | 0.10 | 142.097 | 142.517 | 139.997 | ||
| 1606 | 2014.01.13 19:00 | close | 803 | 0.10 | 140.848 | 142.517 | 139.997 | 12490.00 | 1975560.00 |
| 1607 | 2014.01.16 03:15 | buy | 804 | 0.10 | 142.716 | 142.285 | 144.805 | ||
| 1608 | 2014.01.16 13:33 | s/l | 804 | 0.10 | 142.285 | 142.285 | 144.805 | -4310.00 | 1971250.00 |
| 1609 | 2014.01.16 17:00 | sell | 805 | 0.10 | 141.757 | 142.177 | 139.657 | ||
| 1610 | 2014.01.17 17:15 | close | 805 | 0.10 | 141.440 | 142.177 | 139.657 | 3170.00 | 1974420.00 |
| 1611 | 2014.01.17 17:15 | sell | 806 | 0.10 | 141.429 | 141.849 | 139.329 | ||
| 1612 | 2014.01.20 18:30 | close | 806 | 0.10 | 141.274 | 141.849 | 139.329 | 1550.00 | 1975970.00 |
| 1613 | 2014.01.23 09:15 | buy | 807 | 0.10 | 141.983 | 141.552 | 144.072 | ||
| 1614 | 2014.01.23 15:25 | s/l | 807 | 0.10 | 141.552 | 141.552 | 144.072 | -4310.00 | 1971660.00 |
| 1615 | 2014.01.24 09:45 | sell | 808 | 0.10 | 141.021 | 141.441 | 138.921 | ||
| 1616 | 2014.01.27 11:00 | close | 808 | 0.10 | 140.438 | 141.441 | 138.921 | 5830.00 | 1977490.00 |
| 1617 | 2014.01.29 00:45 | buy | 809 | 0.10 | 141.106 | 140.675 | 143.195 | ||
| 1618 | 2014.01.29 10:34 | s/l | 809 | 0.10 | 140.675 | 140.675 | 143.195 | -4310.00 | 1973180.00 |
| 1619 | 2014.01.29 13:30 | sell | 810 | 0.10 | 140.127 | 140.547 | 138.027 | ||
| 1620 | 2014.01.30 13:45 | close | 810 | 0.10 | 139.320 | 140.547 | 138.027 | 8070.00 | 1981250.00 |
| 1621 | 2014.01.31 05:00 | sell | 811 | 0.10 | 138.962 | 139.382 | 136.862 | ||
| 1622 | 2014.01.31 17:15 | close | 811 | 0.10 | 137.901 | 139.382 | 136.862 | 10610.00 | 1991860.00 |
| 1623 | 2014.01.31 17:15 | sell | 812 | 0.10 | 137.890 | 138.310 | 135.790 | ||
| 1624 | 2014.02.03 18:30 | close | 812 | 0.10 | 136.733 | 138.310 | 135.790 | 11570.00 | 2003430.00 |
| 1625 | 2014.02.03 18:30 | sell | 813 | 0.10 | 136.722 | 137.142 | 134.622 | ||
| 1626 | 2014.02.04 11:00 | s/l | 813 | 0.10 | 137.142 | 137.142 | 134.622 | -4200.00 | 1999230.00 |
| 1627 | 2014.02.06 15:00 | buy | 814 | 0.10 | 137.710 | 137.279 | 139.799 | ||
| 1628 | 2014.02.06 15:30 | close | 814 | 0.10 | 138.093 | 137.279 | 139.799 | 3830.00 | 2003060.00 |
| 1629 | 2014.02.06 15:30 | buy | 815 | 0.10 | 138.104 | 137.673 | 140.193 | ||
| 1630 | 2014.02.07 14:45 | close | 815 | 0.10 | 138.387 | 137.673 | 140.193 | 2830.00 | 2005890.00 |
| 1631 | 2014.02.11 09:30 | buy | 816 | 0.10 | 139.979 | 139.548 | 142.068 | ||
| 1632 | 2014.02.11 15:00 | close | 816 | 0.10 | 139.667 | 139.548 | 142.068 | -3120.00 | 2002770.00 |
| 1633 | 2014.02.11 17:30 | buy | 817 | 0.10 | 140.229 | 139.798 | 142.318 | ||
| 1634 | 2014.02.12 00:54 | s/l | 817 | 0.10 | 139.798 | 139.798 | 142.318 | -4310.00 | 1998460.00 |
| 1635 | 2014.02.14 01:15 | buy | 818 | 0.10 | 140.000 | 139.569 | 142.089 | ||
| 1636 | 2014.02.14 03:27 | s/l | 818 | 0.10 | 139.569 | 139.569 | 142.089 | -4310.00 | 1994150.00 |
| 1637 | 2014.02.17 01:30 | sell | 819 | 0.10 | 139.052 | 139.472 | 136.952 | ||
| 1638 | 2014.02.17 08:53 | s/l | 819 | 0.10 | 139.472 | 139.472 | 136.952 | -4200.00 | 1989950.00 |
| 1639 | 2014.02.18 02:00 | buy | 820 | 0.10 | 139.948 | 139.517 | 142.037 | ||
| 1640 | 2014.02.18 04:29 | s/l | 820 | 0.10 | 139.517 | 139.517 | 142.037 | -4310.00 | 1985640.00 |
| 1641 | 2014.02.18 05:00 | buy | 821 | 0.10 | 140.423 | 139.992 | 142.512 | ||
| 1642 | 2014.02.19 05:15 | close | 821 | 0.10 | 140.646 | 139.992 | 142.512 | 2230.00 | 1987870.00 |
| 1643 | 2014.02.20 11:00 | sell | 822 | 0.10 | 139.611 | 140.031 | 137.511 | ||
| 1644 | 2014.02.20 14:49 | s/l | 822 | 0.10 | 140.031 | 140.031 | 137.511 | -4200.00 | 1983670.00 |
| 1645 | 2014.02.21 16:00 | buy | 823 | 0.10 | 141.131 | 140.700 | 143.220 | ||
| 1646 | 2014.02.24 03:35 | s/l | 823 | 0.10 | 140.700 | 140.700 | 143.220 | -4310.00 | 1979360.00 |
| 1647 | 2014.02.25 16:15 | sell | 824 | 0.10 | 140.218 | 140.638 | 138.118 | ||
| 1648 | 2014.02.26 02:37 | s/l | 824 | 0.10 | 140.638 | 140.638 | 138.118 | -4200.00 | 1975160.00 |
| 1649 | 2014.02.26 15:15 | sell | 825 | 0.10 | 140.236 | 140.656 | 138.136 | ||
| 1650 | 2014.02.27 15:30 | close | 825 | 0.10 | 139.602 | 140.656 | 138.136 | 6340.00 | 1981500.00 |