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 |
| 1951 | 2015.07.31 16:00 | buy | 976 | 0.10 | 136.895 | 136.464 | 138.984 | ||
| 1952 | 2015.07.31 19:48 | s/l | 976 | 0.10 | 136.464 | 136.464 | 138.984 | -4310.00 | 2075630.00 |
| 1953 | 2015.08.04 21:00 | sell | 977 | 0.10 | 135.524 | 135.944 | 133.424 | ||
| 1954 | 2015.08.05 20:20 | s/l | 977 | 0.10 | 135.944 | 135.944 | 133.424 | -4200.00 | 2071430.00 |
| 1955 | 2015.08.07 10:30 | buy | 978 | 0.10 | 136.455 | 136.024 | 138.544 | ||
| 1956 | 2015.08.07 15:30 | s/l | 978 | 0.10 | 136.024 | 136.024 | 138.544 | -4310.00 | 2067120.00 |
| 1957 | 2015.08.07 16:00 | sell | 979 | 0.10 | 135.767 | 136.187 | 133.667 | ||
| 1958 | 2015.08.07 18:51 | s/l | 979 | 0.10 | 136.187 | 136.187 | 133.667 | -4200.00 | 2062920.00 |
| 1959 | 2015.08.10 10:45 | buy | 980 | 0.10 | 136.608 | 136.177 | 138.697 | ||
| 1960 | 2015.08.11 11:00 | close | 980 | 0.10 | 137.781 | 136.177 | 138.697 | 11730.00 | 2074650.00 |
| 1961 | 2015.08.11 11:00 | buy | 981 | 0.10 | 137.792 | 137.361 | 139.881 | ||
| 1962 | 2015.08.12 11:15 | close | 981 | 0.10 | 138.565 | 137.361 | 139.881 | 7730.00 | 2082380.00 |
| 1963 | 2015.08.14 22:45 | sell | 982 | 0.10 | 138.024 | 138.444 | 135.924 | ||
| 1964 | 2015.08.17 23:00 | close | 982 | 0.10 | 137.856 | 138.444 | 135.924 | 1680.00 | 2084060.00 |
| 1965 | 2015.08.18 13:45 | sell | 983 | 0.10 | 137.472 | 137.892 | 135.372 | ||
| 1966 | 2015.08.19 14:00 | close | 983 | 0.10 | 137.287 | 137.892 | 135.372 | 1850.00 | 2085910.00 |
| 1967 | 2015.08.19 23:30 | buy | 984 | 0.10 | 137.771 | 137.340 | 139.860 | ||
| 1968 | 2015.08.20 23:45 | close | 984 | 0.10 | 138.683 | 137.340 | 139.860 | 9120.00 | 2095030.00 |
| 1969 | 2015.08.21 23:45 | buy | 985 | 0.10 | 138.993 | 138.562 | 141.082 | ||
| 1970 | 2015.08.24 01:45 | s/l | 985 | 0.10 | 138.562 | 138.562 | 141.082 | -4310.00 | 2090720.00 |
| 1971 | 2015.08.24 16:30 | sell | 986 | 0.10 | 136.868 | 137.288 | 134.768 | ||
| 1972 | 2015.08.24 16:35 | s/l | 986 | 0.10 | 137.288 | 137.288 | 134.768 | -4200.00 | 2086520.00 |
| 1973 | 2015.08.24 17:00 | sell | 987 | 0.10 | 137.521 | 137.941 | 135.421 | ||
| 1974 | 2015.08.24 17:30 | close | 987 | 0.10 | 137.774 | 137.941 | 135.421 | -2530.00 | 2083990.00 |
| 1975 | 2015.08.24 17:45 | sell | 988 | 0.10 | 137.558 | 137.978 | 135.458 | ||
| 1976 | 2015.08.24 20:19 | s/l | 988 | 0.10 | 137.978 | 137.978 | 135.458 | -4200.00 | 2079790.00 |
| 1977 | 2015.08.24 22:00 | sell | 989 | 0.10 | 137.293 | 137.713 | 135.193 | ||
| 1978 | 2015.08.24 22:40 | s/l | 989 | 0.10 | 137.713 | 137.713 | 135.193 | -4200.00 | 2075590.00 |
| 1979 | 2015.08.25 18:00 | sell | 990 | 0.10 | 136.834 | 137.254 | 134.734 | ||
| 1980 | 2015.08.26 00:27 | s/l | 990 | 0.10 | 137.254 | 137.254 | 134.734 | -4200.00 | 2071390.00 |
| 1981 | 2015.08.26 17:15 | sell | 991 | 0.10 | 136.059 | 136.479 | 133.959 | ||
| 1982 | 2015.08.27 17:30 | close | 991 | 0.10 | 135.488 | 136.479 | 133.959 | 5710.00 | 2077100.00 |
| 1983 | 2015.09.01 11:15 | sell | 992 | 0.10 | 135.526 | 135.946 | 133.426 | ||
| 1984 | 2015.09.01 13:30 | close | 992 | 0.10 | 135.369 | 135.946 | 133.426 | 1570.00 | 2078670.00 |
| 1985 | 2015.09.01 13:30 | sell | 993 | 0.10 | 135.358 | 135.778 | 133.258 | ||
| 1986 | 2015.09.02 03:36 | s/l | 993 | 0.10 | 135.778 | 135.778 | 133.258 | -4200.00 | 2074470.00 |
| 1987 | 2015.09.03 16:00 | sell | 994 | 0.10 | 133.658 | 134.078 | 131.558 | ||
| 1988 | 2015.09.03 16:15 | close | 994 | 0.10 | 133.558 | 134.078 | 131.558 | 1000.00 | 2075470.00 |
| 1989 | 2015.09.03 16:15 | sell | 995 | 0.10 | 133.547 | 133.967 | 131.447 | ||
| 1990 | 2015.09.03 16:30 | close | 995 | 0.10 | 133.268 | 133.967 | 131.447 | 2790.00 | 2078260.00 |
| 1991 | 2015.09.03 16:30 | sell | 996 | 0.10 | 133.257 | 133.677 | 131.157 | ||
| 1992 | 2015.09.03 16:40 | s/l | 996 | 0.10 | 133.677 | 133.677 | 131.157 | -4200.00 | 2074060.00 |
| 1993 | 2015.09.03 16:45 | sell | 997 | 0.10 | 133.606 | 134.026 | 131.506 | ||
| 1994 | 2015.09.04 17:00 | close | 997 | 0.10 | 132.609 | 134.026 | 131.506 | 9970.00 | 2084030.00 |
| 1995 | 2015.09.09 17:30 | buy | 998 | 0.10 | 135.139 | 134.708 | 137.228 | ||
| 1996 | 2015.09.10 17:45 | close | 998 | 0.10 | 135.467 | 134.708 | 137.228 | 3280.00 | 2087310.00 |
| 1997 | 2015.09.10 18:15 | buy | 999 | 0.10 | 135.803 | 135.372 | 137.892 | ||
| 1998 | 2015.09.11 18:30 | close | 999 | 0.10 | 136.385 | 135.372 | 137.892 | 5820.00 | 2093130.00 |
| 1999 | 2015.09.11 18:45 | buy | 1000 | 0.10 | 136.701 | 136.270 | 138.790 | ||
| 2000 | 2015.09.14 10:49 | s/l | 1000 | 0.10 | 136.270 | 136.270 | 138.790 | -4310.00 | 2088820.00 |
| 2001 | 2015.09.16 17:15 | buy | 1001 | 0.10 | 136.140 | 135.709 | 138.229 | ||
| 2002 | 2015.09.17 17:30 | close | 1001 | 0.10 | 136.888 | 135.709 | 138.229 | 7480.00 | 2096300.00 |
| 2003 | 2015.09.18 20:30 | sell | 1002 | 0.10 | 136.072 | 136.492 | 133.972 | ||
| 2004 | 2015.09.21 20:45 | close | 1002 | 0.10 | 134.892 | 136.492 | 133.972 | 11800.00 | 2108100.00 |
| 2005 | 2015.09.22 09:30 | sell | 1003 | 0.10 | 134.431 | 134.851 | 132.331 | ||
| 2006 | 2015.09.23 09:45 | close | 1003 | 0.10 | 133.408 | 134.851 | 132.331 | 10230.00 | 2118330.00 |
| 2007 | 2015.09.25 11:45 | buy | 1004 | 0.10 | 134.782 | 134.351 | 136.871 | ||
| 2008 | 2015.09.28 08:13 | s/l | 1004 | 0.10 | 134.351 | 134.351 | 136.871 | -4310.00 | 2114020.00 |
| 2009 | 2015.09.28 17:00 | sell | 1005 | 0.10 | 133.971 | 134.391 | 131.871 | ||
| 2010 | 2015.09.28 17:50 | s/l | 1005 | 0.10 | 134.391 | 134.391 | 131.871 | -4200.00 | 2109820.00 |
| 2011 | 2015.09.30 12:15 | buy | 1006 | 0.10 | 135.021 | 134.590 | 137.110 | ||
| 2012 | 2015.09.30 15:17 | s/l | 1006 | 0.10 | 134.590 | 134.590 | 137.110 | -4310.00 | 2105510.00 |
| 2013 | 2015.09.30 16:45 | sell | 1007 | 0.10 | 134.376 | 134.796 | 132.276 | ||
| 2014 | 2015.10.01 17:00 | close | 1007 | 0.10 | 133.956 | 134.796 | 132.276 | 4200.00 | 2109710.00 |
| 2015 | 2015.10.02 16:00 | buy | 1008 | 0.10 | 134.527 | 134.096 | 136.616 | ||
| 2016 | 2015.10.05 16:30 | close | 1008 | 0.10 | 134.822 | 134.096 | 136.616 | 2950.00 | 2112660.00 |
| 2017 | 2015.10.06 18:15 | buy | 1009 | 0.10 | 135.401 | 134.970 | 137.490 | ||
| 2018 | 2015.10.07 10:03 | s/l | 1009 | 0.10 | 134.970 | 134.970 | 137.490 | -4310.00 | 2108350.00 |
| 2019 | 2015.10.08 20:15 | buy | 1010 | 0.10 | 135.401 | 134.970 | 137.490 | ||
| 2020 | 2015.10.09 20:30 | close | 1010 | 0.10 | 136.740 | 134.970 | 137.490 | 13390.00 | 2121740.00 |
| 2021 | 2015.10.14 10:15 | buy | 1011 | 0.10 | 136.580 | 136.149 | 138.669 | ||
| 2022 | 2015.10.15 10:06 | s/l | 1011 | 0.10 | 136.149 | 136.149 | 138.669 | -4310.00 | 2117430.00 |
| 2023 | 2015.10.15 10:45 | sell | 1012 | 0.10 | 135.345 | 135.765 | 133.245 | ||
| 2024 | 2015.10.16 11:00 | close | 1012 | 0.10 | 135.460 | 135.765 | 133.245 | -1150.00 | 2116280.00 |
| 2025 | 2015.10.16 20:45 | buy | 1013 | 0.10 | 135.965 | 135.534 | 138.054 | ||
| 2026 | 2015.10.19 00:42 | s/l | 1013 | 0.10 | 135.534 | 135.534 | 138.054 | -4310.00 | 2111970.00 |
| 2027 | 2015.10.19 13:30 | sell | 1014 | 0.10 | 135.109 | 135.529 | 133.009 | ||
| 2028 | 2015.10.20 04:33 | s/l | 1014 | 0.10 | 135.529 | 135.529 | 133.009 | -4200.00 | 2107770.00 |
| 2029 | 2015.10.20 11:15 | buy | 1015 | 0.10 | 135.835 | 135.404 | 137.924 | ||
| 2030 | 2015.10.21 11:30 | close | 1015 | 0.10 | 136.300 | 135.404 | 137.924 | 4650.00 | 2112420.00 |
| 2031 | 2015.10.22 08:00 | sell | 1016 | 0.10 | 135.672 | 136.092 | 133.572 | ||
| 2032 | 2015.10.23 08:15 | close | 1016 | 0.10 | 134.032 | 136.092 | 133.572 | 16400.00 | 2128820.00 |
| 2033 | 2015.10.26 15:30 | sell | 1017 | 0.10 | 133.177 | 133.597 | 131.077 | ||
| 2034 | 2015.10.26 17:09 | s/l | 1017 | 0.10 | 133.597 | 133.597 | 131.077 | -4200.00 | 2124620.00 |
| 2035 | 2015.10.27 10:30 | sell | 1018 | 0.10 | 133.028 | 133.448 | 130.928 | ||
| 2036 | 2015.10.28 10:45 | close | 1018 | 0.10 | 132.793 | 133.448 | 130.928 | 2350.00 | 2126970.00 |
| 2037 | 2015.10.28 20:30 | sell | 1019 | 0.10 | 132.087 | 132.507 | 129.987 | ||
| 2038 | 2015.10.28 20:45 | close | 1019 | 0.10 | 132.080 | 132.507 | 129.987 | 70.00 | 2127040.00 |
| 2039 | 2015.10.28 20:45 | sell | 1020 | 0.10 | 132.069 | 132.489 | 129.969 | ||
| 2040 | 2015.10.29 12:09 | s/l | 1020 | 0.10 | 132.489 | 132.489 | 129.969 | -4200.00 | 2122840.00 |
| 2041 | 2015.11.03 12:00 | sell | 1021 | 0.10 | 132.657 | 133.077 | 130.557 | ||
| 2042 | 2015.11.04 12:15 | close | 1021 | 0.10 | 132.532 | 133.077 | 130.557 | 1250.00 | 2124090.00 |
| 2043 | 2015.11.04 16:30 | sell | 1022 | 0.10 | 132.151 | 132.571 | 130.051 | ||
| 2044 | 2015.11.05 11:57 | s/l | 1022 | 0.10 | 132.571 | 132.571 | 130.051 | -4200.00 | 2119890.00 |
| 2045 | 2015.11.06 16:00 | sell | 1023 | 0.10 | 131.822 | 132.242 | 129.722 | ||
| 2046 | 2015.11.06 17:39 | s/l | 1023 | 0.10 | 132.242 | 132.242 | 129.722 | -4200.00 | 2115690.00 |
| 2047 | 2015.11.09 04:45 | buy | 1024 | 0.10 | 132.832 | 132.401 | 134.921 | ||
| 2048 | 2015.11.09 16:45 | s/l | 1024 | 0.10 | 132.401 | 132.401 | 134.921 | -4310.00 | 2111380.00 |
| 2049 | 2015.11.10 15:00 | sell | 1025 | 0.10 | 131.859 | 132.279 | 129.759 | ||
| 2050 | 2015.11.11 05:28 | s/l | 1025 | 0.10 | 132.279 | 132.279 | 129.759 | -4200.00 | 2107180.00 |
| 2051 | 2015.11.12 04:00 | buy | 1026 | 0.10 | 132.490 | 132.059 | 134.579 | ||
| 2052 | 2015.11.12 09:53 | s/l | 1026 | 0.10 | 132.059 | 132.059 | 134.579 | -4310.00 | 2102870.00 |
| 2053 | 2015.11.12 11:00 | sell | 1027 | 0.10 | 131.699 | 132.119 | 129.599 | ||
| 2054 | 2015.11.12 16:33 | s/l | 1027 | 0.10 | 132.119 | 132.119 | 129.599 | -4200.00 | 2098670.00 |
| 2055 | 2015.11.12 19:30 | buy | 1028 | 0.10 | 132.493 | 132.062 | 134.582 | ||
| 2056 | 2015.11.13 10:38 | s/l | 1028 | 0.10 | 132.062 | 132.062 | 134.582 | -4310.00 | 2094360.00 |
| 2057 | 2015.11.13 16:15 | sell | 1029 | 0.10 | 131.619 | 132.039 | 129.519 | ||
| 2058 | 2015.11.13 23:50 | s/l | 1029 | 0.10 | 132.039 | 132.039 | 129.519 | -4200.00 | 2090160.00 |
| 2059 | 2015.11.16 00:15 | sell | 1030 | 0.10 | 131.435 | 131.855 | 129.335 | ||
| 2060 | 2015.11.16 02:15 | close | 1030 | 0.10 | 131.249 | 131.855 | 129.335 | 1860.00 | 2092020.00 |
| 2061 | 2015.11.16 02:15 | sell | 1031 | 0.10 | 131.238 | 131.658 | 129.138 | ||
| 2062 | 2015.11.16 09:21 | s/l | 1031 | 0.10 | 131.658 | 131.658 | 129.138 | -4200.00 | 2087820.00 |
| 2063 | 2015.11.19 00:01 | buy | 1032 | 0.10 | 131.740 | 131.309 | 133.829 | ||
| 2064 | 2015.11.20 00:15 | close | 1032 | 0.10 | 131.899 | 131.309 | 133.829 | 1590.00 | 2089410.00 |
| 2065 | 2015.11.20 10:30 | sell | 1033 | 0.10 | 131.219 | 131.639 | 129.119 | ||
| 2066 | 2015.11.23 10:45 | close | 1033 | 0.10 | 130.956 | 131.639 | 129.119 | 2630.00 | 2092040.00 |
| 2067 | 2015.11.24 17:45 | sell | 1034 | 0.10 | 130.255 | 130.675 | 128.155 | ||
| 2068 | 2015.11.25 09:32 | s/l | 1034 | 0.10 | 130.675 | 130.675 | 128.155 | -4200.00 | 2087840.00 |
| 2069 | 2015.11.25 11:45 | sell | 1035 | 0.10 | 130.171 | 130.591 | 128.071 | ||
| 2070 | 2015.11.26 12:00 | close | 1035 | 0.10 | 130.099 | 130.591 | 128.071 | 720.00 | 2088560.00 |
| 2071 | 2015.11.27 10:45 | sell | 1036 | 0.10 | 129.893 | 130.313 | 127.793 | ||
| 2072 | 2015.11.30 11:00 | close | 1036 | 0.10 | 130.037 | 130.313 | 127.793 | -1440.00 | 2087120.00 |
| 2073 | 2015.12.01 11:00 | buy | 1037 | 0.10 | 130.450 | 130.019 | 132.539 | ||
| 2074 | 2015.12.02 11:15 | close | 1037 | 0.10 | 130.775 | 130.019 | 132.539 | 3250.00 | 2090370.00 |
| 2075 | 2015.12.02 20:45 | buy | 1038 | 0.10 | 130.882 | 130.451 | 132.971 | ||
| 2076 | 2015.12.03 11:19 | s/l | 1038 | 0.10 | 130.451 | 130.451 | 132.971 | -4310.00 | 2086060.00 |
| 2077 | 2015.12.03 11:30 | sell | 1039 | 0.10 | 130.371 | 130.791 | 128.271 | ||
| 2078 | 2015.12.03 14:37 | s/l | 1039 | 0.10 | 130.791 | 130.791 | 128.271 | -4200.00 | 2081860.00 |
| 2079 | 2015.12.03 14:38 | sell | 1040 | 0.10 | 130.528 | 130.623 | 128.103 | ||
| 2080 | 2015.12.03 14:38 | s/l | 1040 | 0.10 | 130.623 | 130.623 | 128.103 | -950.00 | 2080910.00 |
| 2081 | 2015.12.03 15:15 | buy | 1041 | 0.10 | 131.582 | 131.151 | 133.671 | ||
| 2082 | 2015.12.03 15:30 | close | 1041 | 0.10 | 131.556 | 131.151 | 133.671 | -260.00 | 2080650.00 |
| 2083 | 2015.12.03 15:30 | buy | 1042 | 0.10 | 131.567 | 131.136 | 133.656 | ||
| 2084 | 2015.12.03 15:44 | t/p | 1042 | 0.10 | 133.656 | 131.136 | 133.656 | 20890.00 | 2101540.00 |
| 2085 | 2015.12.03 16:00 | buy | 1043 | 0.10 | 133.279 | 132.848 | 135.368 | ||
| 2086 | 2015.12.03 16:15 | close | 1043 | 0.10 | 132.990 | 132.848 | 135.368 | -2890.00 | 2098650.00 |
| 2087 | 2015.12.03 16:15 | buy | 1044 | 0.10 | 133.001 | 132.570 | 135.090 | ||
| 2088 | 2015.12.03 16:30 | close | 1044 | 0.10 | 133.196 | 132.570 | 135.090 | 1950.00 | 2100600.00 |
| 2089 | 2015.12.03 16:30 | buy | 1045 | 0.10 | 133.207 | 132.776 | 135.296 | ||
| 2090 | 2015.12.04 16:45 | close | 1045 | 0.10 | 134.392 | 132.776 | 135.296 | 11850.00 | 2112450.00 |
| 2091 | 2015.12.08 20:15 | buy | 1046 | 0.10 | 133.903 | 133.252 | 135.992 | ||
| 2092 | 2015.12.10 11:15 | close | 1046 | 0.10 | 133.608 | 133.252 | 135.992 | -2950.00 | 2109500.00 |
| 2093 | 2015.12.10 11:15 | sell | 1047 | 0.10 | 133.608 | 134.248 | 131.508 | ||
| 2094 | 2015.12.14 11:30 | close | 1047 | 0.10 | 132.649 | 134.248 | 131.508 | 9590.00 | 2119090.00 |
| 2095 | 2015.12.15 02:45 | buy | 1048 | 0.10 | 133.233 | 132.582 | 135.322 | ||
| 2096 | 2015.12.16 22:30 | close | 1048 | 0.10 | 133.240 | 132.582 | 135.322 | 70.00 | 2119160.00 |
| 2097 | 2015.12.17 12:30 | sell | 1049 | 0.10 | 132.692 | 133.332 | 130.592 | ||
| 2098 | 2015.12.18 05:50 | s/l | 1049 | 0.10 | 133.332 | 133.332 | 130.592 | -6400.00 | 2112760.00 |
| 2099 | 2015.12.23 15:15 | sell | 1050 | 0.10 | 131.915 | 132.555 | 129.815 | ||
| 2100 | 2015.12.28 03:30 | close | 1050 | 0.10 | 132.174 | 132.555 | 129.815 | -2590.00 | 2110170.00 |