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 |
| 2101 | 2015.12.28 03:30 | buy | 1051 | 0.10 | 132.174 | 131.523 | 134.263 | ||
| 2102 | 2015.12.29 15:15 | close | 1051 | 0.10 | 131.861 | 131.523 | 134.263 | -3130.00 | 2107040.00 |
| 2103 | 2015.12.29 15:15 | sell | 1052 | 0.10 | 131.861 | 132.501 | 129.761 | ||
| 2104 | 2015.12.31 15:30 | close | 1052 | 0.10 | 131.026 | 132.501 | 129.761 | 8350.00 | 2115390.00 |
| 2105 | 2015.12.31 15:30 | sell | 1053 | 0.10 | 131.015 | 131.655 | 128.915 | ||
| 2106 | 2016.01.04 17:58 | t/p | 1053 | 0.10 | 128.915 | 131.655 | 128.915 | 21000.00 | 2136390.00 |
| 2107 | 2016.01.13 04:45 | buy | 1054 | 0.10 | 128.077 | 127.426 | 130.166 | ||
| 2108 | 2016.01.15 05:00 | close | 1054 | 0.10 | 128.331 | 127.426 | 130.166 | 2540.00 | 2138930.00 |
| 2109 | 2016.01.19 06:30 | buy | 1055 | 0.10 | 128.055 | 127.404 | 130.144 | ||
| 2110 | 2016.01.20 09:15 | close | 1055 | 0.10 | 127.736 | 127.404 | 130.144 | -3190.00 | 2135740.00 |
| 2111 | 2016.01.20 09:15 | sell | 1056 | 0.10 | 127.736 | 128.376 | 125.636 | ||
| 2112 | 2016.01.21 16:00 | close | 1056 | 0.10 | 126.265 | 128.376 | 125.636 | 14710.00 | 2150450.00 |
| 2113 | 2016.01.26 20:15 | buy | 1057 | 0.10 | 128.606 | 127.955 | 130.695 | ||
| 2114 | 2016.01.28 20:30 | close | 1057 | 0.10 | 130.043 | 127.955 | 130.695 | 14370.00 | 2164820.00 |
| 2115 | 2016.02.17 23:00 | sell | 1058 | 0.10 | 126.670 | 127.310 | 124.570 | ||
| 2116 | 2016.02.19 23:15 | close | 1058 | 0.10 | 125.410 | 127.310 | 124.570 | 12600.00 | 2177420.00 |
| 2117 | 2016.02.22 14:30 | sell | 1059 | 0.10 | 124.852 | 125.492 | 122.752 | ||
| 2118 | 2016.02.24 12:13 | t/p | 1059 | 0.10 | 122.752 | 125.492 | 122.752 | 21000.00 | 2198420.00 |
| 2119 | 2016.03.22 08:30 | buy | 1060 | 0.10 | 126.217 | 125.566 | 128.306 | ||
| 2120 | 2016.03.22 09:55 | s/l | 1060 | 0.10 | 125.566 | 125.566 | 128.306 | -6510.00 | 2191910.00 |
| 2121 | 2016.03.24 15:15 | sell | 1061 | 0.10 | 125.410 | 126.050 | 123.310 | ||
| 2122 | 2016.03.24 19:58 | s/l | 1061 | 0.10 | 126.050 | 126.050 | 123.310 | -6400.00 | 2185510.00 |
| 2123 | 2016.03.28 05:30 | buy | 1062 | 0.10 | 126.744 | 126.093 | 128.833 | ||
| 2124 | 2016.03.30 05:45 | close | 1062 | 0.10 | 127.043 | 126.093 | 128.833 | 2990.00 | 2188500.00 |
| 2125 | 2016.03.30 15:17 | buy | 1063 | 0.10 | 127.450 | 126.799 | 129.539 | ||
| 2126 | 2016.04.01 15:30 | close | 1063 | 0.10 | 127.951 | 126.799 | 129.539 | 5010.00 | 2193510.00 |
| 2127 | 2016.04.06 21:00 | sell | 1064 | 0.10 | 125.086 | 125.726 | 122.986 | ||
| 2128 | 2016.04.07 16:11 | t/p | 1064 | 0.10 | 122.986 | 125.726 | 122.986 | 21000.00 | 2214510.00 |
| 2129 | 2016.04.13 16:45 | sell | 1065 | 0.10 | 123.246 | 123.886 | 121.146 | ||
| 2130 | 2016.04.15 06:00 | close | 1065 | 0.10 | 123.552 | 123.886 | 121.146 | -3060.00 | 2211450.00 |
| 2131 | 2016.04.15 06:00 | buy | 1066 | 0.10 | 123.552 | 122.901 | 125.641 | ||
| 2132 | 2016.04.15 12:32 | s/l | 1066 | 0.10 | 122.901 | 122.901 | 125.641 | -6510.00 | 2204940.00 |
| 2133 | 2016.04.21 15:15 | buy | 1067 | 0.10 | 124.497 | 123.846 | 126.586 | ||
| 2134 | 2016.04.21 16:45 | close | 1067 | 0.10 | 124.146 | 123.846 | 126.586 | -3510.00 | 2201430.00 |
| 2135 | 2016.04.26 15:15 | buy | 1068 | 0.10 | 125.458 | 124.807 | 127.547 | ||
| 2136 | 2016.04.28 06:01 | s/l | 1068 | 0.10 | 124.807 | 124.807 | 127.547 | -6510.00 | 2194920.00 |
| 2137 | 2016.05.04 04:30 | buy | 1069 | 0.10 | 122.906 | 122.255 | 124.995 | ||
| 2138 | 2016.05.05 13:45 | close | 1069 | 0.10 | 122.479 | 122.255 | 124.995 | -4270.00 | 2190650.00 |
| 2139 | 2016.05.05 13:45 | sell | 1070 | 0.10 | 122.479 | 123.119 | 120.379 | ||
| 2140 | 2016.05.09 08:00 | close | 1070 | 0.10 | 122.559 | 123.119 | 120.379 | -800.00 | 2189850.00 |
| 2141 | 2016.05.09 08:00 | buy | 1071 | 0.10 | 122.559 | 121.908 | 124.648 | ||
| 2142 | 2016.05.11 08:15 | close | 1071 | 0.10 | 123.841 | 121.908 | 124.648 | 12820.00 | 2202670.00 |
| 2143 | 2016.05.12 08:15 | buy | 1072 | 0.10 | 124.403 | 123.752 | 126.492 | ||
| 2144 | 2016.05.12 18:58 | s/l | 1072 | 0.10 | 123.752 | 123.752 | 126.492 | -6510.00 | 2196160.00 |
| 2145 | 2016.05.19 14:15 | sell | 1073 | 0.10 | 123.056 | 123.696 | 120.956 | ||
| 2146 | 2016.05.20 10:15 | s/l | 1073 | 0.10 | 123.696 | 123.696 | 120.956 | -6400.00 | 2189760.00 |
| 2147 | 2016.05.25 16:00 | buy | 1074 | 0.10 | 123.025 | 122.374 | 125.114 | ||
| 2148 | 2016.05.26 03:14 | s/l | 1074 | 0.10 | 122.374 | 122.374 | 125.114 | -6510.00 | 2183250.00 |
| 2149 | 2016.05.26 04:00 | sell | 1075 | 0.10 | 122.380 | 123.020 | 120.280 | ||
| 2150 | 2016.05.26 12:53 | s/l | 1075 | 0.10 | 123.020 | 123.020 | 120.280 | -6400.00 | 2176850.00 |
| 2151 | 2016.05.27 15:00 | sell | 1076 | 0.10 | 122.444 | 123.084 | 120.344 | ||
| 2152 | 2016.05.30 01:54 | s/l | 1076 | 0.10 | 123.084 | 123.084 | 120.344 | -6400.00 | 2170450.00 |
| 2153 | 2016.05.31 16:45 | buy | 1077 | 0.10 | 124.116 | 123.465 | 126.205 | ||
| 2154 | 2016.05.31 18:00 | s/l | 1077 | 0.10 | 123.465 | 123.465 | 126.205 | -6510.00 | 2163940.00 |
| 2155 | 2016.05.31 18:15 | sell | 1078 | 0.10 | 123.447 | 124.087 | 121.347 | ||
| 2156 | 2016.06.02 16:37 | t/p | 1078 | 0.10 | 121.347 | 124.087 | 121.347 | 21000.00 | 2184940.00 |
| 2157 | 2016.06.09 10:30 | sell | 1079 | 0.10 | 121.324 | 121.964 | 119.224 | ||
| 2158 | 2016.06.13 07:36 | t/p | 1079 | 0.10 | 119.224 | 121.964 | 119.224 | 21000.00 | 2205940.00 |
| 2159 | 2016.06.23 00:45 | buy | 1080 | 0.10 | 118.740 | 118.309 | 120.829 | ||
| 2160 | 2016.06.23 09:10 | s/l | 1080 | 0.10 | 118.309 | 118.309 | 120.829 | -4310.00 | 2201630.00 |
| 2161 | 2016.06.23 12:15 | buy | 1081 | 0.10 | 119.060 | 118.629 | 121.149 | ||
| 2162 | 2016.06.23 13:45 | close | 1081 | 0.10 | 120.817 | 118.629 | 121.149 | 17570.00 | 2219200.00 |
| 2163 | 2016.06.23 14:00 | buy | 1082 | 0.10 | 120.511 | 120.080 | 122.600 | ||
| 2164 | 2016.06.23 16:52 | s/l | 1082 | 0.10 | 120.080 | 120.080 | 122.600 | -4310.00 | 2214890.00 |
| 2165 | 2016.06.30 00:30 | buy | 1083 | 0.10 | 114.510 | 114.079 | 116.599 | ||
| 2166 | 2016.06.30 04:05 | s/l | 1083 | 0.10 | 114.079 | 114.079 | 116.599 | -4310.00 | 2210580.00 |
| 2167 | 2016.06.30 23:30 | buy | 1084 | 0.10 | 114.679 | 114.248 | 116.768 | ||
| 2168 | 2016.07.01 04:50 | s/l | 1084 | 0.10 | 114.248 | 114.248 | 116.768 | -4310.00 | 2206270.00 |
| 2169 | 2016.07.05 04:15 | sell | 1085 | 0.10 | 113.929 | 114.349 | 111.829 | ||
| 2170 | 2016.07.06 02:22 | t/p | 1085 | 0.10 | 111.829 | 114.349 | 111.829 | 21000.00 | 2227270.00 |
| 2171 | 2016.07.06 02:30 | sell | 1086 | 0.10 | 112.012 | 112.432 | 109.912 | ||
| 2172 | 2016.07.06 06:45 | close | 1086 | 0.10 | 111.507 | 112.432 | 109.912 | 5050.00 | 2232320.00 |
| 2173 | 2016.07.11 14:45 | buy | 1087 | 0.10 | 113.065 | 112.634 | 115.154 | ||
| 2174 | 2016.07.12 10:23 | t/p | 1087 | 0.10 | 115.154 | 112.634 | 115.154 | 20890.00 | 2253210.00 |
| 2175 | 2016.07.14 06:15 | buy | 1088 | 0.10 | 116.376 | 115.945 | 118.465 | ||
| 2176 | 2016.07.14 09:30 | close | 1088 | 0.10 | 117.535 | 115.945 | 118.465 | 11590.00 | 2264800.00 |
| 2177 | 2016.07.14 09:45 | buy | 1089 | 0.10 | 117.235 | 116.804 | 119.324 | ||
| 2178 | 2016.07.15 02:37 | s/l | 1089 | 0.10 | 116.804 | 116.804 | 119.324 | -4310.00 | 2260490.00 |
| 2179 | 2016.07.15 05:45 | buy | 1090 | 0.10 | 118.324 | 117.893 | 120.413 | ||
| 2180 | 2016.07.15 07:50 | s/l | 1090 | 0.10 | 117.893 | 117.893 | 120.413 | -4310.00 | 2256180.00 |
| 2181 | 2016.07.20 04:00 | sell | 1091 | 0.10 | 116.609 | 117.029 | 114.509 | ||
| 2182 | 2016.07.20 09:11 | s/l | 1091 | 0.10 | 117.029 | 117.029 | 114.509 | -4200.00 | 2251980.00 |
| 2183 | 2016.07.20 22:15 | buy | 1092 | 0.10 | 117.836 | 117.405 | 119.925 | ||
| 2184 | 2016.07.21 00:02 | s/l | 1092 | 0.10 | 117.405 | 117.405 | 119.925 | -4310.00 | 2247670.00 |
| 2185 | 2016.07.21 00:15 | buy | 1093 | 0.10 | 118.024 | 117.593 | 120.113 | ||
| 2186 | 2016.07.21 11:33 | s/l | 1093 | 0.10 | 117.593 | 117.593 | 120.113 | -4310.00 | 2243360.00 |
| 2187 | 2016.07.26 03:00 | sell | 1094 | 0.10 | 116.033 | 116.453 | 113.933 | ||
| 2188 | 2016.07.27 03:15 | close | 1094 | 0.10 | 115.478 | 116.453 | 113.933 | 5550.00 | 2248910.00 |
| 2189 | 2016.07.28 21:15 | buy | 1095 | 0.10 | 116.637 | 116.206 | 118.726 | ||
| 2190 | 2016.07.29 01:33 | s/l | 1095 | 0.10 | 116.206 | 116.206 | 118.726 | -4310.00 | 2244600.00 |
| 2191 | 2016.07.29 03:30 | sell | 1096 | 0.10 | 115.768 | 116.188 | 113.668 | ||
| 2192 | 2016.07.29 05:35 | s/l | 1096 | 0.10 | 116.188 | 116.188 | 113.668 | -4200.00 | 2240400.00 |
| 2193 | 2016.07.29 05:36 | sell | 1097 | 0.10 | 115.587 | 115.711 | 113.191 | ||
| 2194 | 2016.07.29 05:37 | s/l | 1097 | 0.10 | 115.711 | 115.711 | 113.191 | -1240.00 | 2239160.00 |
| 2195 | 2016.07.29 07:00 | sell | 1098 | 0.10 | 114.789 | 115.209 | 112.689 | ||
| 2196 | 2016.07.29 07:15 | close | 1098 | 0.10 | 114.589 | 115.209 | 112.689 | 2000.00 | 2241160.00 |
| 2197 | 2016.07.29 07:15 | sell | 1099 | 0.10 | 114.578 | 114.998 | 112.478 | ||
| 2198 | 2016.07.29 07:30 | close | 1099 | 0.10 | 114.243 | 114.998 | 112.478 | 3350.00 | 2244510.00 |
| 2199 | 2016.07.29 07:30 | sell | 1100 | 0.10 | 114.232 | 114.652 | 112.132 | ||
| 2200 | 2016.07.29 08:02 | s/l | 1100 | 0.10 | 114.652 | 114.652 | 112.132 | -4200.00 | 2240310.00 |
| 2201 | 2016.07.29 08:02 | sell | 1101 | 0.10 | 114.658 | 114.874 | 112.354 | ||
| 2202 | 2016.07.29 09:07 | s/l | 1101 | 0.10 | 114.874 | 114.874 | 112.354 | -2160.00 | 2238150.00 |
| 2203 | 2016.07.29 09:07 | sell | 1102 | 0.10 | 114.875 | 115.209 | 112.689 | ||
| 2204 | 2016.07.29 11:12 | s/l | 1102 | 0.10 | 115.209 | 115.209 | 112.689 | -3340.00 | 2234810.00 |
| 2205 | 2016.08.02 11:00 | sell | 1103 | 0.10 | 113.851 | 114.271 | 111.751 | ||
| 2206 | 2016.08.03 11:15 | close | 1103 | 0.10 | 113.252 | 114.271 | 111.751 | 5990.00 | 2240800.00 |
| 2207 | 2016.08.03 21:15 | sell | 1104 | 0.10 | 112.784 | 113.204 | 110.684 | ||
| 2208 | 2016.08.04 09:00 | s/l | 1104 | 0.10 | 113.204 | 113.204 | 110.684 | -4200.00 | 2236600.00 |
| 2209 | 2016.08.08 05:45 | buy | 1105 | 0.10 | 113.267 | 112.836 | 115.356 | ||
| 2210 | 2016.08.09 06:00 | close | 1105 | 0.10 | 113.443 | 112.836 | 115.356 | 1760.00 | 2238360.00 |
| 2211 | 2016.08.09 16:00 | sell | 1106 | 0.10 | 113.137 | 113.557 | 111.037 | ||
| 2212 | 2016.08.10 16:15 | close | 1106 | 0.10 | 113.135 | 113.557 | 111.037 | 20.00 | 2238380.00 |
| 2213 | 2016.08.11 11:00 | sell | 1107 | 0.10 | 112.872 | 113.292 | 110.772 | ||
| 2214 | 2016.08.11 18:10 | s/l | 1107 | 0.10 | 113.292 | 113.292 | 110.772 | -4200.00 | 2234180.00 |
| 2215 | 2016.08.11 19:30 | buy | 1108 | 0.10 | 113.417 | 112.986 | 115.506 | ||
| 2216 | 2016.08.12 15:45 | close | 1108 | 0.10 | 113.475 | 112.986 | 115.506 | 580.00 | 2234760.00 |
| 2217 | 2016.08.16 05:45 | sell | 1109 | 0.10 | 112.576 | 112.996 | 110.476 | ||
| 2218 | 2016.08.16 10:43 | s/l | 1109 | 0.10 | 112.996 | 112.996 | 110.476 | -4200.00 | 2230560.00 |
| 2219 | 2016.08.17 08:00 | buy | 1110 | 0.10 | 113.606 | 113.175 | 115.695 | ||
| 2220 | 2016.08.17 16:53 | s/l | 1110 | 0.10 | 113.175 | 113.175 | 115.695 | -4310.00 | 2226250.00 |
| 2221 | 2016.08.19 03:45 | buy | 1111 | 0.10 | 113.850 | 113.419 | 115.939 | ||
| 2222 | 2016.08.19 10:25 | s/l | 1111 | 0.10 | 113.419 | 113.419 | 115.939 | -4310.00 | 2221940.00 |
| 2223 | 2016.08.22 00:15 | buy | 1112 | 0.10 | 113.881 | 113.450 | 115.970 | ||
| 2224 | 2016.08.22 15:44 | s/l | 1112 | 0.10 | 113.450 | 113.450 | 115.970 | -4310.00 | 2217630.00 |
| 2225 | 2016.08.23 19:00 | sell | 1113 | 0.10 | 113.296 | 113.716 | 111.196 | ||
| 2226 | 2016.08.24 19:15 | close | 1113 | 0.10 | 113.138 | 113.716 | 111.196 | 1580.00 | 2219210.00 |
| 2227 | 2016.08.26 18:45 | buy | 1114 | 0.10 | 113.651 | 113.220 | 115.740 | ||
| 2228 | 2016.08.29 19:00 | close | 1114 | 0.10 | 114.188 | 113.220 | 115.740 | 5370.00 | 2224580.00 |
| 2229 | 2016.08.30 18:00 | buy | 1115 | 0.10 | 114.611 | 114.180 | 116.700 | ||
| 2230 | 2016.08.31 18:15 | close | 1115 | 0.10 | 115.278 | 114.180 | 116.700 | 6670.00 | 2231250.00 |
| 2231 | 2016.09.01 13:30 | buy | 1116 | 0.10 | 115.562 | 115.131 | 117.651 | ||
| 2232 | 2016.09.02 13:45 | close | 1116 | 0.10 | 115.796 | 115.131 | 117.651 | 2340.00 | 2233590.00 |
| 2233 | 2016.09.02 16:30 | buy | 1117 | 0.10 | 116.121 | 115.690 | 118.210 | ||
| 2234 | 2016.09.05 05:46 | s/l | 1117 | 0.10 | 115.690 | 115.690 | 118.210 | -4310.00 | 2229280.00 |
| 2235 | 2016.09.06 17:15 | sell | 1118 | 0.10 | 114.881 | 115.301 | 112.781 | ||
| 2236 | 2016.09.07 17:30 | close | 1118 | 0.10 | 114.261 | 115.301 | 112.781 | 6200.00 | 2235480.00 |
| 2237 | 2016.09.09 00:00 | buy | 1119 | 0.10 | 115.400 | 114.969 | 117.489 | ||
| 2238 | 2016.09.12 00:15 | close | 1119 | 0.10 | 115.195 | 114.969 | 117.489 | -2050.00 | 2233430.00 |
| 2239 | 2016.09.12 11:30 | sell | 1120 | 0.10 | 114.894 | 115.314 | 112.794 | ||
| 2240 | 2016.09.13 11:45 | close | 1120 | 0.10 | 114.396 | 115.314 | 112.794 | 4980.00 | 2238410.00 |
| 2241 | 2016.09.13 20:45 | buy | 1121 | 0.10 | 115.279 | 114.848 | 117.368 | ||
| 2242 | 2016.09.14 21:00 | close | 1121 | 0.10 | 115.157 | 114.848 | 117.368 | -1220.00 | 2237190.00 |
| 2243 | 2016.09.15 05:00 | sell | 1122 | 0.10 | 114.715 | 115.135 | 112.615 | ||
| 2244 | 2016.09.15 07:46 | s/l | 1122 | 0.10 | 115.135 | 115.135 | 112.615 | -4200.00 | 2232990.00 |
| 2245 | 2016.09.16 02:00 | sell | 1123 | 0.10 | 114.579 | 114.999 | 112.479 | ||
| 2246 | 2016.09.19 02:15 | close | 1123 | 0.10 | 114.121 | 114.999 | 112.479 | 4580.00 | 2237570.00 |
| 2247 | 2016.09.19 11:15 | sell | 1124 | 0.10 | 113.528 | 113.948 | 111.428 | ||
| 2248 | 2016.09.19 18:09 | s/l | 1124 | 0.10 | 113.948 | 113.948 | 111.428 | -4200.00 | 2233370.00 |
| 2249 | 2016.09.20 18:00 | sell | 1125 | 0.10 | 113.543 | 113.963 | 111.443 | ||
| 2250 | 2016.09.21 07:28 | s/l | 1125 | 0.10 | 113.963 | 113.963 | 111.443 | -4200.00 | 2229170.00 |