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 |
| 2251 | 2016.09.21 12:45 | sell | 1126 | 0.10 | 113.162 | 113.582 | 111.062 | ||
| 2252 | 2016.09.22 13:00 | close | 1126 | 0.10 | 113.142 | 113.582 | 111.062 | 200.00 | 2229370.00 |
| 2253 | 2016.09.23 20:15 | buy | 1127 | 0.10 | 113.467 | 113.036 | 115.556 | ||
| 2254 | 2016.09.26 10:24 | s/l | 1127 | 0.10 | 113.036 | 113.036 | 115.556 | -4310.00 | 2225060.00 |
| 2255 | 2016.09.27 15:00 | sell | 1128 | 0.10 | 112.580 | 113.000 | 110.480 | ||
| 2256 | 2016.09.28 11:55 | s/l | 1128 | 0.10 | 113.000 | 113.000 | 110.480 | -4200.00 | 2220860.00 |
| 2257 | 2016.09.29 03:15 | buy | 1129 | 0.10 | 113.287 | 112.856 | 115.376 | ||
| 2258 | 2016.09.29 20:00 | close | 1129 | 0.10 | 113.510 | 112.856 | 115.376 | 2230.00 | 2223090.00 |
| 2259 | 2016.09.30 10:15 | sell | 1130 | 0.10 | 112.845 | 113.265 | 110.745 | ||
| 2260 | 2016.09.30 16:15 | s/l | 1130 | 0.10 | 113.265 | 113.265 | 110.745 | -4200.00 | 2218890.00 |
| 2261 | 2016.10.04 03:15 | buy | 1131 | 0.10 | 114.291 | 113.860 | 116.380 | ||
| 2262 | 2016.10.05 03:30 | close | 1131 | 0.10 | 115.114 | 113.860 | 116.380 | 8230.00 | 2227120.00 |
| 2263 | 2016.10.10 18:30 | buy | 1132 | 0.10 | 115.687 | 115.256 | 117.776 | ||
| 2264 | 2016.10.11 13:13 | s/l | 1132 | 0.10 | 115.256 | 115.256 | 117.776 | -4310.00 | 2222810.00 |
| 2265 | 2016.10.11 14:00 | sell | 1133 | 0.10 | 114.926 | 115.346 | 112.826 | ||
| 2266 | 2016.10.12 14:15 | close | 1133 | 0.10 | 114.228 | 115.346 | 112.826 | 6980.00 | 2229790.00 |
| 2267 | 2016.10.14 13:15 | buy | 1134 | 0.10 | 115.041 | 114.610 | 117.130 | ||
| 2268 | 2016.10.14 18:23 | s/l | 1134 | 0.10 | 114.610 | 114.610 | 117.130 | -4310.00 | 2225480.00 |
| 2269 | 2016.10.17 03:00 | sell | 1135 | 0.10 | 114.085 | 114.505 | 111.985 | ||
| 2270 | 2016.10.17 06:02 | s/l | 1135 | 0.10 | 114.505 | 114.505 | 111.985 | -4200.00 | 2221280.00 |
| 2271 | 2016.10.18 10:15 | buy | 1136 | 0.10 | 114.634 | 114.203 | 116.723 | ||
| 2272 | 2016.10.18 17:00 | s/l | 1136 | 0.10 | 114.203 | 114.203 | 116.723 | -4310.00 | 2216970.00 |
| 2273 | 2016.10.18 17:15 | sell | 1137 | 0.10 | 114.115 | 114.535 | 112.015 | ||
| 2274 | 2016.10.19 17:30 | close | 1137 | 0.10 | 113.302 | 114.535 | 112.015 | 8130.00 | 2225100.00 |
| 2275 | 2016.10.19 17:30 | sell | 1138 | 0.10 | 113.291 | 113.711 | 111.191 | ||
| 2276 | 2016.10.20 03:46 | s/l | 1138 | 0.10 | 113.711 | 113.711 | 111.191 | -4200.00 | 2220900.00 |
| 2277 | 2016.10.21 08:30 | sell | 1139 | 0.10 | 113.290 | 113.710 | 111.190 | ||
| 2278 | 2016.10.24 08:45 | close | 1139 | 0.10 | 112.965 | 113.710 | 111.190 | 3250.00 | 2224150.00 |
| 2279 | 2016.10.24 18:00 | buy | 1140 | 0.10 | 113.484 | 113.053 | 115.573 | ||
| 2280 | 2016.10.25 18:15 | close | 1140 | 0.10 | 113.631 | 113.053 | 115.573 | 1470.00 | 2225620.00 |
| 2281 | 2016.10.26 15:15 | buy | 1141 | 0.10 | 113.971 | 113.540 | 116.060 | ||
| 2282 | 2016.10.27 15:30 | close | 1141 | 0.10 | 114.355 | 113.540 | 116.060 | 3840.00 | 2229460.00 |
| 2283 | 2016.10.27 16:15 | buy | 1142 | 0.10 | 114.568 | 114.137 | 116.657 | ||
| 2284 | 2016.10.28 16:30 | close | 1142 | 0.10 | 114.979 | 114.137 | 116.657 | 4110.00 | 2233570.00 |
| 2285 | 2016.10.28 19:15 | buy | 1143 | 0.10 | 115.280 | 114.849 | 117.369 | ||
| 2286 | 2016.10.28 20:34 | s/l | 1143 | 0.10 | 114.849 | 114.849 | 117.369 | -4310.00 | 2229260.00 |
| 2287 | 2016.10.31 18:30 | buy | 1144 | 0.10 | 115.245 | 114.814 | 117.334 | ||
| 2288 | 2016.11.01 02:39 | s/l | 1144 | 0.10 | 114.814 | 114.814 | 117.334 | -4310.00 | 2224950.00 |
| 2289 | 2016.11.01 10:15 | buy | 1145 | 0.10 | 115.444 | 115.013 | 117.533 | ||
| 2290 | 2016.11.01 20:19 | s/l | 1145 | 0.10 | 115.013 | 115.013 | 117.533 | -4310.00 | 2220640.00 |
| 2291 | 2016.11.02 14:30 | sell | 1146 | 0.10 | 114.386 | 114.806 | 112.286 | ||
| 2292 | 2016.11.02 17:35 | s/l | 1146 | 0.10 | 114.806 | 114.806 | 112.286 | -4200.00 | 2216440.00 |
| 2293 | 2016.11.03 05:15 | sell | 1147 | 0.10 | 114.252 | 114.672 | 112.152 | ||
| 2294 | 2016.11.04 05:30 | close | 1147 | 0.10 | 114.317 | 114.672 | 112.152 | -650.00 | 2215790.00 |
| 2295 | 2016.11.04 17:00 | buy | 1148 | 0.10 | 114.658 | 114.227 | 116.747 | ||
| 2296 | 2016.11.07 18:15 | close | 1148 | 0.10 | 115.418 | 114.227 | 116.747 | 7600.00 | 2223390.00 |
| 2297 | 2016.11.08 13:45 | buy | 1149 | 0.10 | 115.694 | 115.263 | 117.783 | ||
| 2298 | 2016.11.09 04:00 | s/l | 1149 | 0.10 | 115.263 | 115.263 | 117.783 | -4310.00 | 2219080.00 |
| 2299 | 2016.11.09 11:30 | sell | 1150 | 0.10 | 114.313 | 114.733 | 112.213 | ||
| 2300 | 2016.11.09 15:04 | s/l | 1150 | 0.10 | 114.733 | 114.733 | 112.213 | -4200.00 | 2214880.00 |
| 2301 | 2016.11.10 13:00 | buy | 1151 | 0.10 | 116.242 | 115.811 | 118.331 | ||
| 2302 | 2016.11.10 17:39 | s/l | 1151 | 0.10 | 115.811 | 115.811 | 118.331 | -4310.00 | 2210570.00 |
| 2303 | 2016.11.14 22:30 | buy | 1152 | 0.10 | 116.411 | 115.980 | 118.500 | ||
| 2304 | 2016.11.15 22:45 | close | 1152 | 0.10 | 117.151 | 115.980 | 118.500 | 7400.00 | 2217970.00 |
| 2305 | 2016.11.15 22:45 | buy | 1153 | 0.10 | 117.162 | 116.731 | 119.251 | ||
| 2306 | 2016.11.16 18:26 | s/l | 1153 | 0.10 | 116.731 | 116.731 | 119.251 | -4310.00 | 2213660.00 |
| 2307 | 2016.11.18 04:45 | buy | 1154 | 0.10 | 117.327 | 116.896 | 119.416 | ||
| 2308 | 2016.11.18 14:22 | s/l | 1154 | 0.10 | 116.896 | 116.896 | 119.416 | -4310.00 | 2209350.00 |
| 2309 | 2016.11.21 00:30 | buy | 1155 | 0.10 | 117.586 | 117.155 | 119.675 | ||
| 2310 | 2016.11.21 23:15 | close | 1155 | 0.10 | 117.624 | 117.155 | 119.675 | 380.00 | 2209730.00 |
| 2311 | 2016.11.22 21:15 | buy | 1156 | 0.10 | 118.049 | 117.618 | 120.138 | ||
| 2312 | 2016.11.23 21:30 | close | 1156 | 0.10 | 118.736 | 117.618 | 120.138 | 6870.00 | 2216600.00 |
| 2313 | 2016.11.23 21:30 | buy | 1157 | 0.10 | 118.747 | 118.316 | 120.836 | ||
| 2314 | 2016.11.24 21:45 | close | 1157 | 0.10 | 119.633 | 118.316 | 120.836 | 8860.00 | 2225460.00 |
| 2315 | 2016.11.29 14:45 | buy | 1158 | 0.10 | 119.604 | 119.173 | 121.693 | ||
| 2316 | 2016.11.30 15:00 | close | 1158 | 0.10 | 120.472 | 119.173 | 121.693 | 8680.00 | 2234140.00 |
| 2317 | 2016.11.30 18:15 | buy | 1159 | 0.10 | 120.847 | 120.416 | 122.936 | ||
| 2318 | 2016.12.01 18:30 | close | 1159 | 0.10 | 121.606 | 120.416 | 122.936 | 7590.00 | 2241730.00 |
| 2319 | 2016.12.02 08:00 | buy | 1160 | 0.10 | 121.872 | 121.441 | 123.961 | ||
| 2320 | 2016.12.02 10:48 | s/l | 1160 | 0.10 | 121.441 | 121.441 | 123.961 | -4310.00 | 2237420.00 |
| 2321 | 2016.12.08 11:30 | buy | 1161 | 0.10 | 122.617 | 122.186 | 124.706 | ||
| 2322 | 2016.12.08 13:44 | s/l | 1161 | 0.10 | 122.186 | 122.186 | 124.706 | -4310.00 | 2233110.00 |
| 2323 | 2016.12.08 15:00 | buy | 1162 | 0.10 | 122.612 | 122.181 | 124.701 | ||
| 2324 | 2016.12.08 15:33 | s/l | 1162 | 0.10 | 122.181 | 122.181 | 124.701 | -4310.00 | 2228800.00 |
| 2325 | 2016.12.08 16:00 | sell | 1163 | 0.10 | 121.777 | 122.197 | 119.677 | ||
| 2326 | 2016.12.09 16:15 | close | 1163 | 0.10 | 121.554 | 122.197 | 119.677 | 2230.00 | 2231030.00 |
| 2327 | 2016.12.12 06:30 | buy | 1164 | 0.10 | 121.935 | 121.504 | 124.024 | ||
| 2328 | 2016.12.13 06:45 | close | 1164 | 0.10 | 122.398 | 121.504 | 124.024 | 4630.00 | 2235660.00 |
| 2329 | 2016.12.14 10:45 | sell | 1165 | 0.10 | 122.152 | 122.572 | 120.052 | ||
| 2330 | 2016.12.14 17:30 | s/l | 1165 | 0.10 | 122.572 | 122.572 | 120.052 | -4200.00 | 2231460.00 |
| 2331 | 2016.12.14 20:15 | buy | 1166 | 0.10 | 122.776 | 122.345 | 124.865 | ||
| 2332 | 2016.12.15 13:30 | close | 1166 | 0.10 | 123.612 | 122.345 | 124.865 | 8360.00 | 2239820.00 |
| 2333 | 2016.12.19 06:15 | sell | 1167 | 0.10 | 122.716 | 123.136 | 120.616 | ||
| 2334 | 2016.12.20 06:30 | close | 1167 | 0.10 | 122.205 | 123.136 | 120.616 | 5110.00 | 2244930.00 |
| 2335 | 2016.12.21 18:00 | buy | 1168 | 0.10 | 122.854 | 122.423 | 124.943 | ||
| 2336 | 2016.12.22 18:15 | close | 1168 | 0.10 | 122.869 | 122.423 | 124.943 | 150.00 | 2245080.00 |
| 2337 | 2016.12.26 10:45 | sell | 1169 | 0.10 | 122.353 | 122.773 | 120.253 | ||
| 2338 | 2016.12.27 11:00 | close | 1169 | 0.10 | 122.544 | 122.773 | 120.253 | -1910.00 | 2243170.00 |
| 2339 | 2016.12.28 03:00 | buy | 1170 | 0.10 | 123.049 | 122.618 | 125.138 | ||
| 2340 | 2016.12.28 13:28 | s/l | 1170 | 0.10 | 122.618 | 122.618 | 125.138 | -4310.00 | 2238860.00 |
| 2341 | 2016.12.28 17:00 | sell | 1171 | 0.10 | 122.242 | 122.662 | 120.142 | ||
| 2342 | 2016.12.29 17:15 | close | 1171 | 0.10 | 122.111 | 122.662 | 120.142 | 1310.00 | 2240170.00 |
| 2343 | 2016.12.30 01:30 | buy | 1172 | 0.10 | 122.483 | 122.052 | 124.572 | ||
| 2344 | 2016.12.30 02:00 | close | 1172 | 0.10 | 122.911 | 122.052 | 124.572 | 4280.00 | 2244450.00 |
| 2345 | 2016.12.30 02:00 | buy | 1173 | 0.10 | 122.922 | 122.491 | 125.011 | ||
| 2346 | 2016.12.30 18:00 | close | 1173 | 0.10 | 123.034 | 122.491 | 125.011 | 1120.00 | 2245570.00 |
| 2347 | 2017.01.03 09:45 | buy | 1174 | 0.10 | 123.276 | 122.845 | 125.365 | ||
| 2348 | 2017.01.03 13:20 | s/l | 1174 | 0.10 | 122.845 | 122.845 | 125.365 | -4310.00 | 2241260.00 |
| 2349 | 2017.01.03 17:15 | sell | 1175 | 0.10 | 122.658 | 123.078 | 120.558 | ||
| 2350 | 2017.01.04 17:30 | close | 1175 | 0.10 | 122.727 | 123.078 | 120.558 | -690.00 | 2240570.00 |
| 2351 | 2017.01.05 09:00 | sell | 1176 | 0.10 | 122.297 | 122.717 | 120.197 | ||
| 2352 | 2017.01.06 03:19 | s/l | 1176 | 0.10 | 122.717 | 122.717 | 120.197 | -4200.00 | 2236370.00 |
| 2353 | 2017.01.06 09:45 | buy | 1177 | 0.10 | 123.045 | 122.614 | 125.134 | ||
| 2354 | 2017.01.09 10:00 | close | 1177 | 0.10 | 123.696 | 122.614 | 125.134 | 6510.00 | 2242880.00 |
| 2355 | 2017.01.10 21:30 | sell | 1178 | 0.10 | 122.172 | 122.592 | 120.072 | ||
| 2356 | 2017.01.11 04:11 | s/l | 1178 | 0.10 | 122.592 | 122.592 | 120.072 | -4200.00 | 2238680.00 |
| 2357 | 2017.01.11 16:30 | sell | 1179 | 0.10 | 121.944 | 122.364 | 119.844 | ||
| 2358 | 2017.01.12 16:45 | close | 1179 | 0.10 | 121.722 | 122.364 | 119.844 | 2220.00 | 2240900.00 |
| 2359 | 2017.01.13 16:15 | buy | 1180 | 0.10 | 122.306 | 121.875 | 124.395 | ||
| 2360 | 2017.01.13 20:53 | s/l | 1180 | 0.10 | 121.875 | 121.875 | 124.395 | -4310.00 | 2236590.00 |
| 2361 | 2017.01.16 00:30 | sell | 1181 | 0.10 | 121.407 | 121.827 | 119.307 | ||
| 2362 | 2017.01.17 00:45 | close | 1181 | 0.10 | 120.978 | 121.827 | 119.307 | 4290.00 | 2240880.00 |
| 2363 | 2017.01.17 11:15 | sell | 1182 | 0.10 | 120.582 | 121.002 | 118.482 | ||
| 2364 | 2017.01.17 13:53 | s/l | 1182 | 0.10 | 121.002 | 121.002 | 118.482 | -4200.00 | 2236680.00 |
| 2365 | 2017.01.17 21:30 | sell | 1183 | 0.10 | 120.643 | 121.063 | 118.543 | ||
| 2366 | 2017.01.18 07:19 | s/l | 1183 | 0.10 | 121.063 | 121.063 | 118.543 | -4200.00 | 2232480.00 |
| 2367 | 2017.01.18 22:15 | buy | 1184 | 0.10 | 121.443 | 121.012 | 123.532 | ||
| 2368 | 2017.01.19 15:45 | close | 1184 | 0.10 | 121.982 | 121.012 | 123.532 | 5390.00 | 2237870.00 |
| 2369 | 2017.01.20 18:15 | buy | 1185 | 0.10 | 122.896 | 122.465 | 124.985 | ||
| 2370 | 2017.01.20 21:07 | s/l | 1185 | 0.10 | 122.465 | 122.465 | 124.985 | -4310.00 | 2233560.00 |
| 2371 | 2017.01.26 12:00 | buy | 1186 | 0.10 | 122.395 | 121.744 | 124.484 | ||
| 2372 | 2017.01.30 12:15 | close | 1186 | 0.10 | 122.633 | 121.744 | 124.484 | 2380.00 | 2235940.00 |
| 2373 | 2017.02.06 03:00 | sell | 1187 | 0.10 | 121.117 | 121.757 | 119.017 | ||
| 2374 | 2017.02.08 03:15 | close | 1187 | 0.10 | 120.076 | 121.757 | 119.017 | 10410.00 | 2246350.00 |
| 2375 | 2017.02.08 10:15 | sell | 1188 | 0.10 | 119.547 | 120.187 | 117.447 | ||
| 2376 | 2017.02.09 10:07 | s/l | 1188 | 0.10 | 120.187 | 120.187 | 117.447 | -6400.00 | 2239950.00 |
| 2377 | 2017.02.16 21:45 | sell | 1189 | 0.10 | 120.702 | 121.342 | 118.602 | ||
| 2378 | 2017.02.20 22:00 | close | 1189 | 0.10 | 120.069 | 121.342 | 118.602 | 6330.00 | 2246280.00 |
| 2379 | 2017.02.21 11:30 | sell | 1190 | 0.10 | 119.832 | 120.472 | 117.732 | ||
| 2380 | 2017.02.22 17:45 | close | 1190 | 0.10 | 119.377 | 120.472 | 117.732 | 4550.00 | 2250830.00 |
| 2381 | 2017.02.24 12:30 | sell | 1191 | 0.10 | 119.004 | 119.644 | 116.904 | ||
| 2382 | 2017.02.28 12:45 | close | 1191 | 0.10 | 119.050 | 119.644 | 116.904 | -460.00 | 2250370.00 |
| 2383 | 2017.03.03 12:45 | buy | 1192 | 0.10 | 120.526 | 119.875 | 122.615 | ||
| 2384 | 2017.03.07 13:00 | close | 1192 | 0.10 | 120.457 | 119.875 | 122.615 | -690.00 | 2249680.00 |
| 2385 | 2017.03.08 15:30 | buy | 1193 | 0.10 | 120.800 | 120.149 | 122.889 | ||
| 2386 | 2017.03.10 15:45 | close | 1193 | 0.10 | 122.514 | 120.149 | 122.889 | 17140.00 | 2266820.00 |
| 2387 | 2017.03.16 09:30 | sell | 1194 | 0.10 | 121.324 | 121.964 | 119.224 | ||
| 2388 | 2017.03.16 21:21 | s/l | 1194 | 0.10 | 121.964 | 121.964 | 119.224 | -6400.00 | 2260420.00 |
| 2389 | 2017.03.16 21:30 | buy | 1195 | 0.10 | 122.037 | 121.386 | 124.126 | ||
| 2390 | 2017.03.17 13:58 | s/l | 1195 | 0.10 | 121.386 | 121.386 | 124.126 | -6510.00 | 2253910.00 |
| 2391 | 2017.03.27 18:00 | buy | 1196 | 0.10 | 120.233 | 119.582 | 122.322 | ||
| 2392 | 2017.03.29 10:45 | close | 1196 | 0.10 | 119.788 | 119.582 | 122.322 | -4450.00 | 2249460.00 |
| 2393 | 2017.03.29 10:45 | sell | 1197 | 0.10 | 119.788 | 120.428 | 117.688 | ||
| 2394 | 2017.03.31 04:00 | close | 1197 | 0.10 | 119.764 | 120.428 | 117.688 | 240.00 | 2249700.00 |
| 2395 | 2017.03.31 04:00 | buy | 1198 | 0.10 | 119.764 | 119.113 | 121.853 | ||
| 2396 | 2017.03.31 17:27 | s/l | 1198 | 0.10 | 119.113 | 119.113 | 121.853 | -6510.00 | 2243190.00 |
| 2397 | 2017.03.31 17:30 | sell | 1199 | 0.10 | 119.158 | 119.798 | 117.058 | ||
| 2398 | 2017.04.04 17:45 | close | 1199 | 0.10 | 117.827 | 119.798 | 117.058 | 13310.00 | 2256500.00 |
| 2399 | 2017.04.13 11:15 | sell | 1200 | 0.10 | 115.964 | 116.604 | 113.864 | ||
| 2400 | 2017.04.17 00:02 | close | 1200 | 0.10 | 115.441 | 116.604 | 113.864 | 5230.00 | 2261730.00 |