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 |
| 1801 | 2015.03.20 15:00 | buy | 901 | 0.10 | 130.011 | 129.580 | 132.100 | ||
| 1802 | 2015.03.23 03:14 | s/l | 901 | 0.10 | 129.580 | 129.580 | 132.100 | -4310.00 | 2027190.00 |
| 1803 | 2015.03.23 15:15 | buy | 902 | 0.10 | 130.799 | 130.368 | 132.888 | ||
| 1804 | 2015.03.24 15:00 | close | 902 | 0.10 | 131.033 | 130.368 | 132.888 | 2340.00 | 2029530.00 |
| 1805 | 2015.03.25 13:00 | buy | 903 | 0.10 | 131.248 | 130.817 | 133.337 | ||
| 1806 | 2015.03.26 06:08 | s/l | 903 | 0.10 | 130.817 | 130.817 | 133.337 | -4310.00 | 2025220.00 |
| 1807 | 2015.03.26 16:15 | sell | 904 | 0.10 | 130.176 | 130.596 | 128.076 | ||
| 1808 | 2015.03.27 16:30 | close | 904 | 0.10 | 129.535 | 130.596 | 128.076 | 6410.00 | 2031630.00 |
| 1809 | 2015.03.31 10:30 | sell | 905 | 0.10 | 129.397 | 129.817 | 127.297 | ||
| 1810 | 2015.04.01 10:45 | close | 905 | 0.10 | 128.814 | 129.817 | 127.297 | 5830.00 | 2037460.00 |
| 1811 | 2015.04.02 17:15 | buy | 906 | 0.10 | 130.315 | 129.884 | 132.404 | ||
| 1812 | 2015.04.03 17:30 | close | 906 | 0.10 | 130.799 | 129.884 | 132.404 | 4840.00 | 2042300.00 |
| 1813 | 2015.04.06 16:15 | buy | 907 | 0.10 | 131.178 | 130.747 | 133.267 | ||
| 1814 | 2015.04.06 22:06 | s/l | 907 | 0.10 | 130.747 | 130.747 | 133.267 | -4310.00 | 2037990.00 |
| 1815 | 2015.04.07 23:15 | sell | 908 | 0.10 | 130.096 | 130.516 | 127.996 | ||
| 1816 | 2015.04.08 23:30 | close | 908 | 0.10 | 129.584 | 130.516 | 127.996 | 5120.00 | 2043110.00 |
| 1817 | 2015.04.08 23:45 | sell | 909 | 0.10 | 129.490 | 129.910 | 127.390 | ||
| 1818 | 2015.04.10 00:00 | close | 909 | 0.10 | 128.525 | 129.910 | 127.390 | 9650.00 | 2052760.00 |
| 1819 | 2015.04.10 10:45 | sell | 910 | 0.10 | 127.932 | 128.352 | 125.832 | ||
| 1820 | 2015.04.13 11:00 | close | 910 | 0.10 | 127.461 | 128.352 | 125.832 | 4710.00 | 2057470.00 |
| 1821 | 2015.04.13 21:00 | sell | 911 | 0.10 | 126.909 | 127.329 | 124.809 | ||
| 1822 | 2015.04.14 16:00 | s/l | 911 | 0.10 | 127.329 | 127.329 | 124.809 | -4200.00 | 2053270.00 |
| 1823 | 2015.04.16 21:00 | buy | 912 | 0.10 | 128.347 | 127.916 | 130.436 | ||
| 1824 | 2015.04.17 09:48 | s/l | 912 | 0.10 | 127.916 | 127.916 | 130.436 | -4310.00 | 2048960.00 |
| 1825 | 2015.04.21 10:15 | sell | 913 | 0.10 | 127.499 | 127.919 | 125.399 | ||
| 1826 | 2015.04.21 15:58 | s/l | 913 | 0.10 | 127.919 | 127.919 | 125.399 | -4200.00 | 2044760.00 |
| 1827 | 2015.04.21 18:15 | buy | 914 | 0.10 | 128.576 | 128.145 | 130.665 | ||
| 1828 | 2015.04.22 18:30 | close | 914 | 0.10 | 128.650 | 128.145 | 130.665 | 740.00 | 2045500.00 |
| 1829 | 2015.04.23 09:45 | sell | 915 | 0.10 | 128.110 | 128.530 | 126.010 | ||
| 1830 | 2015.04.23 11:20 | s/l | 915 | 0.10 | 128.530 | 128.530 | 126.010 | -4200.00 | 2041300.00 |
| 1831 | 2015.04.23 13:00 | buy | 916 | 0.10 | 129.021 | 128.590 | 131.110 | ||
| 1832 | 2015.04.24 13:15 | close | 916 | 0.10 | 129.462 | 128.590 | 131.110 | 4410.00 | 2045710.00 |
| 1833 | 2015.04.27 19:15 | buy | 917 | 0.10 | 129.861 | 129.430 | 131.950 | ||
| 1834 | 2015.04.28 09:56 | s/l | 917 | 0.10 | 129.430 | 129.430 | 131.950 | -4310.00 | 2041400.00 |
| 1835 | 2015.04.28 13:15 | buy | 918 | 0.10 | 129.992 | 129.561 | 132.081 | ||
| 1836 | 2015.04.29 13:30 | close | 918 | 0.10 | 131.221 | 129.561 | 132.081 | 12290.00 | 2053690.00 |
| 1837 | 2015.04.29 13:30 | buy | 919 | 0.10 | 131.232 | 130.801 | 133.321 | ||
| 1838 | 2015.04.29 21:15 | close | 919 | 0.10 | 131.998 | 130.801 | 133.321 | 7660.00 | 2061350.00 |
| 1839 | 2015.05.06 06:30 | buy | 920 | 0.10 | 134.660 | 134.229 | 136.749 | ||
| 1840 | 2015.05.07 06:45 | close | 920 | 0.10 | 135.563 | 134.229 | 136.749 | 9030.00 | 2070380.00 |
| 1841 | 2015.05.11 04:00 | sell | 921 | 0.10 | 133.713 | 134.133 | 131.613 | ||
| 1842 | 2015.05.11 09:58 | s/l | 921 | 0.10 | 134.133 | 134.133 | 131.613 | -4200.00 | 2066180.00 |
| 1843 | 2015.05.12 09:15 | buy | 922 | 0.10 | 134.482 | 134.051 | 136.571 | ||
| 1844 | 2015.05.13 09:30 | close | 922 | 0.10 | 134.933 | 134.051 | 136.571 | 4510.00 | 2070690.00 |
| 1845 | 2015.05.13 18:30 | buy | 923 | 0.10 | 135.305 | 134.874 | 137.394 | ||
| 1846 | 2015.05.14 18:45 | close | 923 | 0.10 | 135.376 | 134.874 | 137.394 | 710.00 | 2071400.00 |
| 1847 | 2015.05.15 18:00 | buy | 924 | 0.10 | 136.469 | 136.038 | 138.558 | ||
| 1848 | 2015.05.18 11:38 | s/l | 924 | 0.10 | 136.038 | 136.038 | 138.558 | -4310.00 | 2067090.00 |
| 1849 | 2015.05.19 10:30 | sell | 925 | 0.10 | 134.253 | 134.673 | 132.153 | ||
| 1850 | 2015.05.19 10:45 | close | 925 | 0.10 | 134.144 | 134.673 | 132.153 | 1090.00 | 2068180.00 |
| 1851 | 2015.05.19 10:45 | sell | 926 | 0.10 | 134.133 | 134.553 | 132.033 | ||
| 1852 | 2015.05.19 11:00 | close | 926 | 0.10 | 134.164 | 134.553 | 132.033 | -310.00 | 2067870.00 |
| 1853 | 2015.05.19 11:00 | sell | 927 | 0.10 | 134.153 | 134.573 | 132.053 | ||
| 1854 | 2015.05.19 13:19 | s/l | 927 | 0.10 | 134.573 | 134.573 | 132.053 | -4200.00 | 2063670.00 |
| 1855 | 2015.05.19 13:19 | sell | 928 | 0.10 | 134.566 | 134.875 | 132.355 | ||
| 1856 | 2015.05.20 13:30 | close | 928 | 0.10 | 134.386 | 134.875 | 132.355 | 1800.00 | 2065470.00 |
| 1857 | 2015.05.22 12:45 | buy | 929 | 0.10 | 135.141 | 134.710 | 137.230 | ||
| 1858 | 2015.05.22 15:30 | s/l | 929 | 0.10 | 134.710 | 134.710 | 137.230 | -4310.00 | 2061160.00 |
| 1859 | 2015.05.22 16:30 | sell | 930 | 0.10 | 134.107 | 134.527 | 132.007 | ||
| 1860 | 2015.05.25 16:45 | close | 930 | 0.10 | 133.375 | 134.527 | 132.007 | 7320.00 | 2068480.00 |
| 1861 | 2015.05.27 13:00 | buy | 931 | 0.10 | 134.543 | 134.112 | 136.632 | ||
| 1862 | 2015.05.27 15:34 | s/l | 931 | 0.10 | 134.112 | 134.112 | 136.632 | -4310.00 | 2064170.00 |
| 1863 | 2015.05.27 17:45 | buy | 932 | 0.10 | 134.661 | 134.230 | 136.750 | ||
| 1864 | 2015.05.28 18:00 | close | 932 | 0.10 | 135.617 | 134.230 | 136.750 | 9560.00 | 2073730.00 |
| 1865 | 2015.05.29 15:00 | buy | 933 | 0.10 | 136.006 | 135.575 | 138.095 | ||
| 1866 | 2015.06.01 10:23 | s/l | 933 | 0.10 | 135.575 | 135.575 | 138.095 | -4310.00 | 2069420.00 |
| 1867 | 2015.06.02 12:30 | buy | 934 | 0.10 | 136.894 | 136.463 | 138.983 | ||
| 1868 | 2015.06.02 16:45 | close | 934 | 0.10 | 138.141 | 136.463 | 138.983 | 12470.00 | 2081890.00 |
| 1869 | 2015.06.02 17:00 | buy | 935 | 0.10 | 138.086 | 137.655 | 140.175 | ||
| 1870 | 2015.06.03 17:15 | close | 935 | 0.10 | 139.740 | 137.655 | 140.175 | 16540.00 | 2098430.00 |
| 1871 | 2015.06.03 21:15 | buy | 936 | 0.10 | 140.028 | 139.597 | 142.117 | ||
| 1872 | 2015.06.04 09:48 | s/l | 936 | 0.10 | 139.597 | 139.597 | 142.117 | -4310.00 | 2094120.00 |
| 1873 | 2015.06.08 20:15 | buy | 937 | 0.10 | 140.683 | 140.252 | 142.772 | ||
| 1874 | 2015.06.09 09:15 | close | 937 | 0.10 | 140.623 | 140.252 | 142.772 | -600.00 | 2093520.00 |
| 1875 | 2015.06.10 07:45 | sell | 938 | 0.10 | 139.191 | 139.611 | 137.091 | ||
| 1876 | 2015.06.10 08:00 | close | 938 | 0.10 | 138.937 | 139.611 | 137.091 | 2540.00 | 2096060.00 |
| 1877 | 2015.06.10 08:00 | sell | 939 | 0.10 | 138.926 | 139.346 | 136.826 | ||
| 1878 | 2015.06.10 08:15 | close | 939 | 0.10 | 138.842 | 139.346 | 136.826 | 840.00 | 2096900.00 |
| 1879 | 2015.06.10 08:15 | sell | 940 | 0.10 | 138.831 | 139.251 | 136.731 | ||
| 1880 | 2015.06.10 10:00 | s/l | 940 | 0.10 | 139.251 | 139.251 | 136.731 | -4200.00 | 2092700.00 |
| 1881 | 2015.06.10 10:00 | sell | 941 | 0.10 | 139.274 | 139.400 | 136.880 | ||
| 1882 | 2015.06.10 10:18 | s/l | 941 | 0.10 | 139.400 | 139.400 | 136.880 | -1260.00 | 2091440.00 |
| 1883 | 2015.06.10 12:00 | sell | 942 | 0.10 | 138.819 | 139.239 | 136.719 | ||
| 1884 | 2015.06.10 13:40 | s/l | 942 | 0.10 | 139.239 | 139.239 | 136.719 | -4200.00 | 2087240.00 |
| 1885 | 2015.06.10 13:41 | sell | 943 | 0.10 | 139.113 | 139.139 | 136.619 | ||
| 1886 | 2015.06.10 13:41 | s/l | 943 | 0.10 | 139.139 | 139.139 | 136.619 | -260.00 | 2086980.00 |
| 1887 | 2015.06.12 07:45 | sell | 944 | 0.10 | 138.652 | 139.072 | 136.552 | ||
| 1888 | 2015.06.12 18:14 | s/l | 944 | 0.10 | 139.072 | 139.072 | 136.552 | -4200.00 | 2082780.00 |
| 1889 | 2015.06.15 00:15 | sell | 945 | 0.10 | 138.235 | 138.655 | 136.135 | ||
| 1890 | 2015.06.15 09:58 | s/l | 945 | 0.10 | 138.655 | 138.655 | 136.135 | -4200.00 | 2078580.00 |
| 1891 | 2015.06.15 19:30 | buy | 946 | 0.10 | 139.285 | 138.854 | 141.374 | ||
| 1892 | 2015.06.16 13:55 | s/l | 946 | 0.10 | 138.854 | 138.854 | 141.374 | -4310.00 | 2074270.00 |
| 1893 | 2015.06.17 15:15 | buy | 947 | 0.10 | 139.798 | 139.367 | 141.887 | ||
| 1894 | 2015.06.18 15:30 | close | 947 | 0.10 | 139.803 | 139.367 | 141.887 | 50.00 | 2074320.00 |
| 1895 | 2015.06.18 19:30 | buy | 948 | 0.10 | 140.420 | 139.989 | 142.509 | ||
| 1896 | 2015.06.18 19:37 | s/l | 948 | 0.10 | 139.989 | 139.989 | 142.509 | -4310.00 | 2070010.00 |
| 1897 | 2015.06.19 14:30 | sell | 949 | 0.10 | 139.145 | 139.565 | 137.045 | ||
| 1898 | 2015.06.22 00:05 | s/l | 949 | 0.10 | 139.565 | 139.565 | 137.045 | -4200.00 | 2065810.00 |
| 1899 | 2015.06.22 17:45 | buy | 950 | 0.10 | 140.405 | 139.974 | 142.494 | ||
| 1900 | 2015.06.22 20:41 | s/l | 950 | 0.10 | 139.974 | 139.974 | 142.494 | -4310.00 | 2061500.00 |
| 1901 | 2015.06.23 09:15 | sell | 951 | 0.10 | 139.173 | 139.593 | 137.073 | ||
| 1902 | 2015.06.24 09:30 | close | 951 | 0.10 | 138.818 | 139.593 | 137.073 | 3550.00 | 2065050.00 |
| 1903 | 2015.06.25 12:45 | sell | 952 | 0.10 | 137.786 | 138.206 | 135.686 | ||
| 1904 | 2015.06.25 13:20 | s/l | 952 | 0.10 | 138.206 | 138.206 | 135.686 | -4200.00 | 2060850.00 |
| 1905 | 2015.06.25 13:20 | sell | 953 | 0.10 | 138.355 | 138.436 | 135.916 | ||
| 1906 | 2015.06.25 13:20 | s/l | 953 | 0.10 | 138.436 | 138.436 | 135.916 | -810.00 | 2060040.00 |
| 1907 | 2015.06.26 05:15 | sell | 954 | 0.10 | 137.998 | 138.418 | 135.898 | ||
| 1908 | 2015.06.26 11:16 | s/l | 954 | 0.10 | 138.418 | 138.418 | 135.898 | -4200.00 | 2055840.00 |
| 1909 | 2015.06.29 03:15 | sell | 955 | 0.10 | 135.418 | 135.838 | 133.318 | ||
| 1910 | 2015.06.29 03:30 | close | 955 | 0.10 | 135.576 | 135.838 | 133.318 | -1580.00 | 2054260.00 |
| 1911 | 2015.06.29 03:30 | sell | 956 | 0.10 | 135.565 | 135.985 | 133.465 | ||
| 1912 | 2015.06.29 03:45 | close | 956 | 0.10 | 135.516 | 135.985 | 133.465 | 490.00 | 2054750.00 |
| 1913 | 2015.06.29 03:45 | sell | 957 | 0.10 | 135.505 | 135.925 | 133.405 | ||
| 1914 | 2015.06.29 09:15 | close | 957 | 0.10 | 135.229 | 135.925 | 133.405 | 2760.00 | 2057510.00 |
| 1915 | 2015.07.03 15:30 | sell | 958 | 0.10 | 136.212 | 136.632 | 134.112 | ||
| 1916 | 2015.07.06 00:05 | t/p | 958 | 0.10 | 134.112 | 136.632 | 134.112 | 21000.00 | 2078510.00 |
| 1917 | 2015.07.06 00:15 | sell | 959 | 0.10 | 134.121 | 134.541 | 132.021 | ||
| 1918 | 2015.07.06 00:30 | close | 959 | 0.10 | 134.029 | 134.541 | 132.021 | 920.00 | 2079430.00 |
| 1919 | 2015.07.06 00:30 | sell | 960 | 0.10 | 134.018 | 134.438 | 131.918 | ||
| 1920 | 2015.07.06 00:45 | close | 960 | 0.10 | 133.989 | 134.438 | 131.918 | 290.00 | 2079720.00 |
| 1921 | 2015.07.06 00:45 | sell | 961 | 0.10 | 133.978 | 134.398 | 131.878 | ||
| 1922 | 2015.07.06 01:02 | s/l | 961 | 0.10 | 134.398 | 134.398 | 131.878 | -4200.00 | 2075520.00 |
| 1923 | 2015.07.06 01:15 | sell | 962 | 0.10 | 134.766 | 135.186 | 132.666 | ||
| 1924 | 2015.07.06 01:30 | close | 962 | 0.10 | 134.821 | 135.186 | 132.666 | -550.00 | 2074970.00 |
| 1925 | 2015.07.06 01:30 | sell | 963 | 0.10 | 134.810 | 135.230 | 132.710 | ||
| 1926 | 2015.07.06 03:15 | close | 963 | 0.10 | 135.094 | 135.230 | 132.710 | -2840.00 | 2072130.00 |
| 1927 | 2015.07.06 08:15 | sell | 964 | 0.10 | 134.562 | 134.982 | 132.462 | ||
| 1928 | 2015.07.06 08:40 | s/l | 964 | 0.10 | 134.982 | 134.982 | 132.462 | -4200.00 | 2067930.00 |
| 1929 | 2015.07.07 11:45 | sell | 965 | 0.10 | 134.706 | 135.126 | 132.606 | ||
| 1930 | 2015.07.07 22:29 | s/l | 965 | 0.10 | 135.126 | 135.126 | 132.606 | -4200.00 | 2063730.00 |
| 1931 | 2015.07.10 09:30 | buy | 966 | 0.10 | 135.513 | 135.082 | 137.602 | ||
| 1932 | 2015.07.10 10:00 | s/l | 966 | 0.10 | 135.082 | 135.082 | 137.602 | -4310.00 | 2059420.00 |
| 1933 | 2015.07.10 10:45 | buy | 967 | 0.10 | 135.792 | 135.361 | 137.881 | ||
| 1934 | 2015.07.10 18:30 | close | 967 | 0.10 | 136.724 | 135.361 | 137.881 | 9320.00 | 2068740.00 |
| 1935 | 2015.07.15 11:15 | buy | 968 | 0.10 | 136.193 | 135.762 | 138.282 | ||
| 1936 | 2015.07.15 15:29 | s/l | 968 | 0.10 | 135.762 | 135.762 | 138.282 | -4310.00 | 2064430.00 |
| 1937 | 2015.07.15 20:30 | sell | 969 | 0.10 | 135.413 | 135.833 | 133.313 | ||
| 1938 | 2015.07.16 01:56 | s/l | 969 | 0.10 | 135.833 | 135.833 | 133.313 | -4200.00 | 2060230.00 |
| 1939 | 2015.07.16 04:45 | sell | 970 | 0.10 | 135.197 | 135.617 | 133.097 | ||
| 1940 | 2015.07.17 05:00 | close | 970 | 0.10 | 135.211 | 135.617 | 133.097 | -140.00 | 2060090.00 |
| 1941 | 2015.07.17 16:00 | sell | 971 | 0.10 | 134.817 | 135.237 | 132.717 | ||
| 1942 | 2015.07.20 16:15 | close | 971 | 0.10 | 134.779 | 135.237 | 132.717 | 380.00 | 2060470.00 |
| 1943 | 2015.07.21 11:30 | buy | 972 | 0.10 | 134.951 | 134.520 | 137.040 | ||
| 1944 | 2015.07.22 11:45 | close | 972 | 0.10 | 135.403 | 134.520 | 137.040 | 4520.00 | 2064990.00 |
| 1945 | 2015.07.23 05:15 | buy | 973 | 0.10 | 135.799 | 135.368 | 137.888 | ||
| 1946 | 2015.07.24 05:30 | close | 973 | 0.10 | 136.052 | 135.368 | 137.888 | 2530.00 | 2067520.00 |
| 1947 | 2015.07.27 10:15 | buy | 974 | 0.10 | 136.253 | 135.822 | 138.342 | ||
| 1948 | 2015.07.28 10:30 | close | 974 | 0.10 | 136.791 | 135.822 | 138.342 | 5380.00 | 2072900.00 |
| 1949 | 2015.07.29 22:00 | sell | 975 | 0.10 | 136.348 | 136.768 | 134.248 | ||
| 1950 | 2015.07.30 22:15 | close | 975 | 0.10 | 135.644 | 136.768 | 134.248 | 7040.00 | 2079940.00 |