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 |
| 1651 | 2014.02.28 11:30 | buy | 826 | 0.10 | 140.580 | 140.149 | 142.669 | ||
| 1652 | 2014.03.03 00:00 | s/l | 826 | 0.10 | 140.149 | 140.149 | 142.669 | -4310.00 | 1977190.00 |
| 1653 | 2014.03.04 09:15 | buy | 827 | 0.10 | 140.261 | 139.830 | 142.350 | ||
| 1654 | 2014.03.05 09:30 | close | 827 | 0.10 | 140.593 | 139.830 | 142.350 | 3320.00 | 1980510.00 |
| 1655 | 2014.03.06 02:15 | buy | 828 | 0.10 | 140.790 | 140.359 | 142.879 | ||
| 1656 | 2014.03.06 15:30 | close | 828 | 0.10 | 142.626 | 140.359 | 142.879 | 18360.00 | 1998870.00 |
| 1657 | 2014.03.06 15:30 | buy | 829 | 0.10 | 142.637 | 142.206 | 144.726 | ||
| 1658 | 2014.03.07 15:45 | close | 829 | 0.10 | 143.446 | 142.206 | 144.726 | 8090.00 | 2006960.00 |
| 1659 | 2014.03.12 10:15 | sell | 830 | 0.10 | 142.273 | 142.693 | 140.173 | ||
| 1660 | 2014.03.12 13:22 | s/l | 830 | 0.10 | 142.693 | 142.693 | 140.173 | -4200.00 | 2002760.00 |
| 1661 | 2014.03.13 05:45 | buy | 831 | 0.10 | 143.196 | 142.765 | 145.285 | ||
| 1662 | 2014.03.13 15:38 | s/l | 831 | 0.10 | 142.765 | 142.765 | 145.285 | -4310.00 | 1998450.00 |
| 1663 | 2014.03.13 17:00 | sell | 832 | 0.10 | 142.219 | 142.639 | 140.119 | ||
| 1664 | 2014.03.14 14:45 | close | 832 | 0.10 | 141.037 | 142.639 | 140.119 | 11820.00 | 2010270.00 |
| 1665 | 2014.03.18 16:00 | sell | 833 | 0.10 | 140.878 | 141.298 | 138.778 | ||
| 1666 | 2014.03.18 18:42 | s/l | 833 | 0.10 | 141.298 | 141.298 | 138.778 | -4200.00 | 2006070.00 |
| 1667 | 2014.03.19 19:15 | buy | 834 | 0.10 | 141.715 | 141.284 | 143.804 | ||
| 1668 | 2014.03.20 10:27 | s/l | 834 | 0.10 | 141.284 | 141.284 | 143.804 | -4310.00 | 2001760.00 |
| 1669 | 2014.03.20 11:45 | sell | 835 | 0.10 | 141.073 | 141.493 | 138.973 | ||
| 1670 | 2014.03.21 12:00 | close | 835 | 0.10 | 141.041 | 141.493 | 138.973 | 320.00 | 2002080.00 |
| 1671 | 2014.03.24 03:15 | buy | 836 | 0.10 | 141.448 | 140.797 | 143.537 | ||
| 1672 | 2014.03.24 15:03 | s/l | 836 | 0.10 | 140.797 | 140.797 | 143.537 | -6510.00 | 1995570.00 |
| 1673 | 2014.03.26 18:30 | sell | 837 | 0.10 | 140.947 | 141.587 | 138.847 | ||
| 1674 | 2014.03.28 14:30 | close | 837 | 0.10 | 140.984 | 141.587 | 138.847 | -370.00 | 1995200.00 |
| 1675 | 2014.03.28 14:30 | buy | 838 | 0.10 | 140.984 | 140.333 | 143.073 | ||
| 1676 | 2014.04.01 16:45 | close | 838 | 0.10 | 142.833 | 140.333 | 143.073 | 18490.00 | 2013690.00 |
| 1677 | 2014.04.08 11:30 | sell | 839 | 0.10 | 141.163 | 141.803 | 139.063 | ||
| 1678 | 2014.04.10 11:45 | close | 839 | 0.10 | 140.665 | 141.803 | 139.063 | 4980.00 | 2018670.00 |
| 1679 | 2014.04.14 00:15 | sell | 840 | 0.10 | 140.657 | 141.297 | 138.557 | ||
| 1680 | 2014.04.16 00:30 | close | 840 | 0.10 | 140.673 | 141.297 | 138.557 | -160.00 | 2018510.00 |
| 1681 | 2014.04.16 04:00 | buy | 841 | 0.10 | 141.080 | 140.429 | 143.169 | ||
| 1682 | 2014.04.18 04:15 | close | 841 | 0.10 | 141.526 | 140.429 | 143.169 | 4460.00 | 2022970.00 |
| 1683 | 2014.04.21 03:15 | buy | 842 | 0.10 | 141.778 | 141.127 | 143.867 | ||
| 1684 | 2014.04.23 03:30 | close | 842 | 0.10 | 141.661 | 141.127 | 143.867 | -1170.00 | 2021800.00 |
| 1685 | 2014.04.23 10:15 | buy | 843 | 0.10 | 141.939 | 141.288 | 144.028 | ||
| 1686 | 2014.04.23 17:28 | s/l | 843 | 0.10 | 141.288 | 141.288 | 144.028 | -6510.00 | 2015290.00 |
| 1687 | 2014.04.23 17:30 | sell | 844 | 0.10 | 141.214 | 141.854 | 139.114 | ||
| 1688 | 2014.04.25 17:45 | close | 844 | 0.10 | 141.275 | 141.854 | 139.114 | -610.00 | 2014680.00 |
| 1689 | 2014.04.28 10:30 | buy | 845 | 0.10 | 141.764 | 141.113 | 143.853 | ||
| 1690 | 2014.04.29 14:15 | close | 845 | 0.10 | 142.023 | 141.113 | 143.853 | 2590.00 | 2017270.00 |
| 1691 | 2014.05.02 14:45 | buy | 846 | 0.10 | 142.273 | 141.622 | 144.362 | ||
| 1692 | 2014.05.05 02:48 | s/l | 846 | 0.10 | 141.622 | 141.622 | 144.362 | -6510.00 | 2010760.00 |
| 1693 | 2014.05.06 10:30 | buy | 847 | 0.10 | 142.020 | 141.369 | 144.109 | ||
| 1694 | 2014.05.06 17:55 | s/l | 847 | 0.10 | 141.369 | 141.369 | 144.109 | -6510.00 | 2004250.00 |
| 1695 | 2014.05.08 10:30 | buy | 848 | 0.10 | 141.928 | 141.277 | 144.017 | ||
| 1696 | 2014.05.08 15:00 | close | 848 | 0.10 | 141.548 | 141.277 | 144.017 | -3800.00 | 2000450.00 |
| 1697 | 2014.05.08 15:15 | sell | 849 | 0.10 | 141.212 | 141.852 | 139.112 | ||
| 1698 | 2014.05.12 16:30 | close | 849 | 0.10 | 140.530 | 141.852 | 139.112 | 6820.00 | 2007270.00 |
| 1699 | 2014.05.19 11:45 | sell | 850 | 0.10 | 138.775 | 139.415 | 136.675 | ||
| 1700 | 2014.05.21 12:00 | close | 850 | 0.10 | 138.352 | 139.415 | 136.675 | 4230.00 | 2011500.00 |
| 1701 | 2014.05.23 10:15 | sell | 851 | 0.10 | 138.670 | 139.310 | 136.570 | ||
| 1702 | 2014.05.27 02:31 | s/l | 851 | 0.10 | 139.310 | 139.310 | 136.570 | -6400.00 | 2005100.00 |
| 1703 | 2014.05.28 10:00 | sell | 852 | 0.10 | 138.676 | 139.316 | 136.576 | ||
| 1704 | 2014.05.30 10:15 | close | 852 | 0.10 | 138.371 | 139.316 | 136.576 | 3050.00 | 2008150.00 |
| 1705 | 2014.05.30 15:30 | buy | 853 | 0.10 | 138.659 | 138.008 | 140.748 | ||
| 1706 | 2014.06.03 16:45 | close | 853 | 0.10 | 139.569 | 138.008 | 140.748 | 9100.00 | 2017250.00 |
| 1707 | 2014.06.05 14:00 | sell | 854 | 0.10 | 139.155 | 139.795 | 137.055 | ||
| 1708 | 2014.06.05 16:25 | s/l | 854 | 0.10 | 139.795 | 139.795 | 137.055 | -6400.00 | 2010850.00 |
| 1709 | 2014.06.09 14:45 | sell | 855 | 0.10 | 139.389 | 140.029 | 137.289 | ||
| 1710 | 2014.06.11 15:00 | close | 855 | 0.10 | 138.158 | 140.029 | 137.289 | 12310.00 | 2023160.00 |
| 1711 | 2014.06.12 22:15 | sell | 856 | 0.10 | 137.760 | 138.400 | 135.660 | ||
| 1712 | 2014.06.13 08:09 | s/l | 856 | 0.10 | 138.400 | 138.400 | 135.660 | -6400.00 | 2016760.00 |
| 1713 | 2014.06.19 10:45 | buy | 857 | 0.10 | 138.804 | 138.153 | 140.893 | ||
| 1714 | 2014.06.23 11:00 | close | 857 | 0.10 | 138.297 | 138.153 | 140.893 | -5070.00 | 2011690.00 |
| 1715 | 2014.06.23 11:00 | sell | 858 | 0.10 | 138.297 | 138.937 | 136.197 | ||
| 1716 | 2014.06.25 11:15 | close | 858 | 0.10 | 138.699 | 138.937 | 136.197 | -4020.00 | 2007670.00 |
| 1717 | 2014.06.26 15:45 | sell | 859 | 0.10 | 138.077 | 138.717 | 135.977 | ||
| 1718 | 2014.06.30 17:00 | close | 859 | 0.10 | 138.701 | 138.717 | 135.977 | -6240.00 | 2001430.00 |
| 1719 | 2014.06.30 17:15 | buy | 860 | 0.10 | 138.699 | 138.048 | 140.788 | ||
| 1720 | 2014.07.02 17:30 | close | 860 | 0.10 | 138.901 | 138.048 | 140.788 | 2020.00 | 2003450.00 |
| 1721 | 2014.07.10 13:30 | sell | 861 | 0.10 | 137.891 | 138.531 | 135.791 | ||
| 1722 | 2014.07.14 11:45 | close | 861 | 0.10 | 138.239 | 138.531 | 135.791 | -3480.00 | 1999970.00 |
| 1723 | 2014.07.14 11:45 | buy | 862 | 0.10 | 138.239 | 137.588 | 140.328 | ||
| 1724 | 2014.07.15 17:00 | close | 862 | 0.10 | 137.990 | 137.588 | 140.328 | -2490.00 | 1997480.00 |
| 1725 | 2014.07.15 17:00 | sell | 863 | 0.10 | 137.990 | 138.630 | 135.890 | ||
| 1726 | 2014.07.17 17:15 | close | 863 | 0.10 | 137.250 | 138.630 | 135.890 | 7400.00 | 2004880.00 |
| 1727 | 2014.07.22 14:45 | sell | 864 | 0.10 | 136.722 | 137.362 | 134.622 | ||
| 1728 | 2014.07.24 10:45 | close | 864 | 0.10 | 136.889 | 137.362 | 134.622 | -1670.00 | 2003210.00 |
| 1729 | 2014.07.24 10:45 | buy | 865 | 0.10 | 136.889 | 136.238 | 138.978 | ||
| 1730 | 2014.07.28 12:00 | close | 865 | 0.10 | 136.845 | 136.238 | 138.978 | -440.00 | 2002770.00 |
| 1731 | 2014.07.30 16:45 | buy | 866 | 0.10 | 137.490 | 136.839 | 139.579 | ||
| 1732 | 2014.08.01 17:00 | close | 866 | 0.10 | 137.599 | 136.839 | 139.579 | 1090.00 | 2003860.00 |
| 1733 | 2014.08.07 17:15 | sell | 867 | 0.10 | 136.361 | 137.001 | 134.261 | ||
| 1734 | 2014.08.11 18:30 | close | 867 | 0.10 | 136.764 | 137.001 | 134.261 | -4030.00 | 1999830.00 |
| 1735 | 2014.08.13 14:45 | buy | 868 | 0.10 | 137.087 | 136.436 | 139.176 | ||
| 1736 | 2014.08.15 15:00 | close | 868 | 0.10 | 137.526 | 136.436 | 139.176 | 4390.00 | 2004220.00 |
| 1737 | 2014.08.15 15:00 | buy | 869 | 0.10 | 137.537 | 136.886 | 139.626 | ||
| 1738 | 2014.08.15 17:54 | s/l | 869 | 0.10 | 136.886 | 136.886 | 139.626 | -6510.00 | 1997710.00 |
| 1739 | 2014.08.22 12:30 | sell | 870 | 0.10 | 137.335 | 137.975 | 135.235 | ||
| 1740 | 2014.08.26 13:45 | close | 870 | 0.10 | 137.152 | 137.975 | 135.235 | 1830.00 | 1999540.00 |
| 1741 | 2014.08.28 12:00 | sell | 871 | 0.10 | 136.663 | 137.303 | 134.563 | ||
| 1742 | 2014.09.01 13:15 | close | 871 | 0.10 | 136.975 | 137.303 | 134.563 | -3120.00 | 1996420.00 |
| 1743 | 2014.09.16 19:15 | buy | 872 | 0.10 | 138.937 | 138.286 | 141.026 | ||
| 1744 | 2014.09.18 19:30 | close | 872 | 0.10 | 140.420 | 138.286 | 141.026 | 14830.00 | 2011250.00 |
| 1745 | 2014.09.23 09:45 | sell | 873 | 0.10 | 139.536 | 140.176 | 137.436 | ||
| 1746 | 2014.09.23 15:50 | s/l | 873 | 0.10 | 140.176 | 140.176 | 137.436 | -6400.00 | 2004850.00 |
| 1747 | 2014.09.24 15:15 | sell | 874 | 0.10 | 139.249 | 139.889 | 137.149 | ||
| 1748 | 2014.09.26 15:30 | close | 874 | 0.10 | 138.825 | 139.889 | 137.149 | 4240.00 | 2009090.00 |
| 1749 | 2014.09.29 09:30 | buy | 875 | 0.10 | 139.098 | 138.447 | 141.187 | ||
| 1750 | 2014.09.30 11:00 | s/l | 875 | 0.10 | 138.447 | 138.447 | 141.187 | -6510.00 | 2002580.00 |
| 1751 | 2014.09.30 11:30 | sell | 876 | 0.10 | 138.252 | 138.892 | 136.152 | ||
| 1752 | 2014.10.02 11:45 | close | 876 | 0.10 | 137.202 | 138.892 | 136.152 | 10500.00 | 2013080.00 |
| 1753 | 2014.10.06 20:45 | buy | 877 | 0.10 | 137.642 | 136.991 | 139.731 | ||
| 1754 | 2014.10.07 07:59 | s/l | 877 | 0.10 | 136.991 | 136.991 | 139.731 | -6510.00 | 2006570.00 |
| 1755 | 2014.10.08 17:00 | buy | 878 | 0.10 | 137.374 | 136.723 | 139.463 | ||
| 1756 | 2014.10.09 20:16 | s/l | 878 | 0.10 | 136.723 | 136.723 | 139.463 | -6510.00 | 2000060.00 |
| 1757 | 2014.10.15 21:45 | buy | 879 | 0.10 | 135.978 | 135.327 | 138.067 | ||
| 1758 | 2014.10.16 11:30 | s/l | 879 | 0.10 | 135.327 | 135.327 | 138.067 | -6510.00 | 1993550.00 |
| 1759 | 2014.10.21 12:00 | sell | 880 | 0.10 | 136.327 | 136.967 | 134.227 | ||
| 1760 | 2014.10.23 10:15 | close | 880 | 0.10 | 136.069 | 136.967 | 134.227 | 2580.00 | 1996130.00 |
| 1761 | 2014.10.27 04:45 | buy | 881 | 0.10 | 137.168 | 136.517 | 139.257 | ||
| 1762 | 2014.10.29 05:00 | close | 881 | 0.10 | 137.738 | 136.517 | 139.257 | 5700.00 | 2001830.00 |
| 1763 | 2014.10.30 09:15 | sell | 882 | 0.10 | 137.345 | 137.985 | 135.245 | ||
| 1764 | 2014.10.30 18:56 | s/l | 882 | 0.10 | 137.985 | 137.985 | 135.245 | -6400.00 | 1995430.00 |
| 1765 | 2014.11.10 08:45 | sell | 883 | 0.10 | 142.250 | 142.890 | 140.150 | ||
| 1766 | 2014.11.11 04:43 | s/l | 883 | 0.10 | 142.890 | 142.890 | 140.150 | -6400.00 | 1989030.00 |
| 1767 | 2014.11.11 04:45 | buy | 884 | 0.10 | 142.892 | 142.241 | 144.981 | ||
| 1768 | 2014.11.13 05:00 | close | 884 | 0.10 | 143.972 | 142.241 | 144.981 | 10800.00 | 1999830.00 |
| 1769 | 2014.11.26 20:30 | buy | 885 | 0.10 | 147.296 | 146.645 | 149.385 | ||
| 1770 | 2014.11.27 08:03 | s/l | 885 | 0.10 | 146.645 | 146.645 | 149.385 | -6510.00 | 1993320.00 |
| 1771 | 2014.11.27 10:30 | sell | 886 | 0.10 | 146.587 | 147.227 | 144.487 | ||
| 1772 | 2014.11.28 02:59 | s/l | 886 | 0.10 | 147.227 | 147.227 | 144.487 | -6400.00 | 1986920.00 |
| 1773 | 2014.12.03 10:30 | sell | 887 | 0.10 | 147.312 | 147.952 | 145.212 | ||
| 1774 | 2014.12.04 15:38 | s/l | 887 | 0.10 | 147.952 | 147.952 | 145.212 | -6400.00 | 1980520.00 |
| 1775 | 2014.12.24 04:15 | sell | 888 | 0.10 | 146.475 | 147.115 | 144.375 | ||
| 1776 | 2014.12.24 15:18 | s/l | 888 | 0.10 | 147.115 | 147.115 | 144.375 | -6400.00 | 1974120.00 |
| 1777 | 2014.12.29 15:45 | buy | 889 | 0.10 | 147.083 | 146.432 | 149.172 | ||
| 1778 | 2014.12.30 03:50 | s/l | 889 | 0.10 | 146.432 | 146.432 | 149.172 | -6510.00 | 1967610.00 |
| 1779 | 2014.12.30 04:15 | sell | 890 | 0.10 | 146.283 | 146.923 | 144.183 | ||
| 1780 | 2015.01.02 17:30 | close | 890 | 0.10 | 144.736 | 146.923 | 144.183 | 15470.00 | 1983080.00 |
| 1781 | 2015.01.02 17:30 | sell | 891 | 0.10 | 144.725 | 145.365 | 142.625 | ||
| 1782 | 2015.01.05 16:05 | t/p | 891 | 0.10 | 142.625 | 145.365 | 142.625 | 21000.00 | 2004080.00 |
| 1783 | 2015.02.13 20:45 | sell | 892 | 0.10 | 135.224 | 135.864 | 133.124 | ||
| 1784 | 2015.02.17 11:15 | close | 892 | 0.10 | 135.063 | 135.864 | 133.124 | 1610.00 | 2005690.00 |
| 1785 | 2015.02.20 10:00 | sell | 893 | 0.10 | 134.929 | 135.569 | 132.829 | ||
| 1786 | 2015.02.20 17:30 | close | 893 | 0.10 | 134.275 | 135.569 | 132.829 | 6540.00 | 2012230.00 |
| 1787 | 2015.02.26 14:45 | sell | 894 | 0.10 | 134.566 | 135.206 | 132.466 | ||
| 1788 | 2015.03.02 15:00 | close | 894 | 0.10 | 134.402 | 135.206 | 132.466 | 1640.00 | 2013870.00 |
| 1789 | 2015.03.06 11:00 | sell | 895 | 0.10 | 132.045 | 132.685 | 129.945 | ||
| 1790 | 2015.03.10 11:15 | close | 895 | 0.10 | 131.090 | 132.685 | 129.945 | 9550.00 | 2023420.00 |
| 1791 | 2015.03.18 19:30 | buy | 896 | 0.10 | 128.911 | 128.480 | 131.000 | ||
| 1792 | 2015.03.18 22:04 | t/p | 896 | 0.10 | 131.000 | 128.480 | 131.000 | 20890.00 | 2044310.00 |
| 1793 | 2015.03.18 22:04 | buy | 897 | 0.10 | 131.028 | 129.705 | 132.225 | ||
| 1794 | 2015.03.18 22:30 | close | 897 | 0.10 | 130.755 | 129.705 | 132.225 | -2730.00 | 2041580.00 |
| 1795 | 2015.03.18 22:30 | buy | 898 | 0.10 | 130.766 | 130.335 | 132.855 | ||
| 1796 | 2015.03.18 22:45 | close | 898 | 0.10 | 130.542 | 130.335 | 132.855 | -2240.00 | 2039340.00 |
| 1797 | 2015.03.18 22:45 | buy | 899 | 0.10 | 130.553 | 130.122 | 132.642 | ||
| 1798 | 2015.03.19 01:24 | s/l | 899 | 0.10 | 130.122 | 130.122 | 132.642 | -4310.00 | 2035030.00 |
| 1799 | 2015.03.19 01:24 | buy | 900 | 0.10 | 130.128 | 129.775 | 132.295 | ||
| 1800 | 2015.03.19 04:53 | s/l | 900 | 0.10 | 129.775 | 129.775 | 132.295 | -3530.00 | 2031500.00 |