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 |
| 2401 | 2017.04.20 10:45 | buy | 1201 | 0.10 | 117.096 | 116.445 | 119.185 | ||
| 2402 | 2017.04.24 00:02 | t/p | 1201 | 0.10 | 119.185 | 116.445 | 119.185 | 20890.00 | 2282620.00 |
| 2403 | 2017.05.03 17:00 | buy | 1202 | 0.10 | 122.673 | 122.022 | 124.762 | ||
| 2404 | 2017.05.05 17:15 | close | 1202 | 0.10 | 123.741 | 122.022 | 124.762 | 10680.00 | 2293300.00 |
| 2405 | 2017.05.10 14:15 | sell | 1203 | 0.10 | 123.569 | 124.209 | 121.469 | ||
| 2406 | 2017.05.10 20:32 | s/l | 1203 | 0.10 | 124.209 | 124.209 | 121.469 | -6400.00 | 2286900.00 |
| 2407 | 2017.05.11 15:00 | sell | 1204 | 0.10 | 123.616 | 124.256 | 121.516 | ||
| 2408 | 2017.05.15 09:59 | s/l | 1204 | 0.10 | 124.256 | 124.256 | 121.516 | -6400.00 | 2280500.00 |
| 2409 | 2017.05.15 10:00 | buy | 1205 | 0.10 | 124.258 | 123.607 | 126.347 | ||
| 2410 | 2017.05.17 10:15 | close | 1205 | 0.10 | 124.620 | 123.607 | 126.347 | 3620.00 | 2284120.00 |
| 2411 | 2017.05.25 10:30 | buy | 1206 | 0.10 | 125.631 | 124.980 | 127.720 | ||
| 2412 | 2017.05.26 05:00 | close | 1206 | 0.10 | 125.013 | 124.980 | 127.720 | -6180.00 | 2277940.00 |
| 2413 | 2017.05.26 05:00 | sell | 1207 | 0.10 | 125.013 | 125.653 | 122.913 | ||
| 2414 | 2017.05.30 05:15 | close | 1207 | 0.10 | 123.327 | 125.653 | 122.913 | 16860.00 | 2294800.00 |
| 2415 | 2017.06.06 04:15 | sell | 1208 | 0.10 | 123.996 | 124.636 | 121.896 | ||
| 2416 | 2017.06.08 04:30 | close | 1208 | 0.10 | 123.627 | 124.636 | 121.896 | 3690.00 | 2298490.00 |
| 2417 | 2017.06.12 16:45 | sell | 1209 | 0.10 | 123.210 | 123.850 | 121.110 | ||
| 2418 | 2017.06.14 17:00 | close | 1209 | 0.10 | 123.218 | 123.850 | 121.110 | -80.00 | 2298410.00 |
| 2419 | 2017.06.14 17:30 | sell | 1210 | 0.10 | 123.020 | 123.660 | 120.920 | ||
| 2420 | 2017.06.15 19:51 | s/l | 1210 | 0.10 | 123.660 | 123.660 | 120.920 | -6400.00 | 2292010.00 |
| 2421 | 2017.06.20 11:00 | buy | 1211 | 0.10 | 124.651 | 124.000 | 126.740 | ||
| 2422 | 2017.06.20 18:59 | s/l | 1211 | 0.10 | 124.000 | 124.000 | 126.740 | -6510.00 | 2285500.00 |
| 2423 | 2017.06.23 17:00 | buy | 1212 | 0.10 | 124.568 | 123.917 | 126.657 | ||
| 2424 | 2017.06.27 17:15 | close | 1212 | 0.10 | 126.403 | 123.917 | 126.657 | 18350.00 | 2303850.00 |
| 2425 | 2017.07.05 10:45 | buy | 1213 | 0.10 | 129.022 | 128.371 | 131.111 | ||
| 2426 | 2017.07.05 17:05 | s/l | 1213 | 0.10 | 128.371 | 128.371 | 131.111 | -6510.00 | 2297340.00 |
| 2427 | 2017.07.06 05:00 | sell | 1214 | 0.10 | 128.163 | 128.803 | 126.063 | ||
| 2428 | 2017.07.06 12:21 | s/l | 1214 | 0.10 | 128.803 | 128.803 | 126.063 | -6400.00 | 2290940.00 |
| 2429 | 2017.07.11 10:15 | buy | 1215 | 0.10 | 130.366 | 129.715 | 132.455 | ||
| 2430 | 2017.07.12 12:39 | s/l | 1215 | 0.10 | 129.715 | 129.715 | 132.455 | -6510.00 | 2284430.00 |
| 2431 | 2017.07.14 15:45 | sell | 1216 | 0.10 | 128.732 | 129.372 | 126.632 | ||
| 2432 | 2017.07.17 17:52 | s/l | 1216 | 0.10 | 129.372 | 129.372 | 126.632 | -6400.00 | 2278030.00 |
| 2433 | 2017.07.17 18:15 | buy | 1217 | 0.10 | 129.420 | 128.769 | 131.509 | ||
| 2434 | 2017.07.19 13:00 | close | 1217 | 0.10 | 129.060 | 128.769 | 131.509 | -3600.00 | 2274430.00 |
| 2435 | 2017.07.19 13:00 | sell | 1218 | 0.10 | 129.060 | 129.700 | 126.960 | ||
| 2436 | 2017.07.20 15:45 | close | 1218 | 0.10 | 129.404 | 129.700 | 126.960 | -3440.00 | 2270990.00 |
| 2437 | 2017.07.27 20:00 | sell | 1219 | 0.10 | 129.839 | 130.479 | 127.739 | ||
| 2438 | 2017.07.31 18:59 | s/l | 1219 | 0.10 | 130.479 | 130.479 | 127.739 | -6400.00 | 2264590.00 |
| 2439 | 2017.08.02 07:00 | buy | 1220 | 0.10 | 130.729 | 130.078 | 132.818 | ||
| 2440 | 2017.08.03 17:15 | close | 1220 | 0.10 | 130.637 | 130.078 | 132.818 | -920.00 | 2263670.00 |
| 2441 | 2017.08.03 17:15 | sell | 1221 | 0.10 | 130.637 | 131.277 | 128.537 | ||
| 2442 | 2017.08.07 17:45 | close | 1221 | 0.10 | 130.520 | 131.277 | 128.537 | 1170.00 | 2264840.00 |
| 2443 | 2017.08.08 16:15 | sell | 1222 | 0.10 | 130.360 | 131.000 | 128.260 | ||
| 2444 | 2017.08.10 17:15 | close | 1222 | 0.10 | 128.287 | 131.000 | 128.260 | 20730.00 | 2285570.00 |
| 2445 | 2017.08.17 03:15 | sell | 1223 | 0.10 | 129.388 | 130.028 | 127.288 | ||
| 2446 | 2017.08.18 18:30 | close | 1223 | 0.10 | 128.144 | 130.028 | 127.288 | 12440.00 | 2298010.00 |
| 2447 | 2017.08.24 15:15 | buy | 1224 | 0.10 | 129.064 | 128.413 | 131.153 | ||
| 2448 | 2017.08.28 15:45 | close | 1224 | 0.10 | 130.468 | 128.413 | 131.153 | 14040.00 | 2312050.00 |
| 2449 | 2017.09.04 00:30 | sell | 1225 | 0.10 | 130.206 | 130.846 | 128.106 | ||
| 2450 | 2017.09.06 01:15 | close | 1225 | 0.10 | 129.481 | 130.846 | 128.106 | 7250.00 | 2319300.00 |
| 2451 | 2017.09.15 03:00 | sell | 1226 | 0.10 | 131.064 | 131.704 | 128.964 | ||
| 2452 | 2017.09.15 09:14 | s/l | 1226 | 0.10 | 131.704 | 131.704 | 128.964 | -6400.00 | 2312900.00 |
| 2453 | 2017.09.15 09:15 | buy | 1227 | 0.10 | 131.725 | 131.074 | 133.814 | ||
| 2454 | 2017.09.19 08:17 | t/p | 1227 | 0.10 | 133.814 | 131.074 | 133.814 | 20890.00 | 2333790.00 |
| 2455 | 2017.09.21 10:00 | buy | 1228 | 0.10 | 134.024 | 133.373 | 136.113 | ||
| 2456 | 2017.09.25 10:15 | close | 1228 | 0.10 | 133.703 | 133.373 | 136.113 | -3210.00 | 2330580.00 |
| 2457 | 2017.09.28 13:15 | buy | 1229 | 0.10 | 132.752 | 132.101 | 134.841 | ||
| 2458 | 2017.10.02 13:00 | close | 1229 | 0.10 | 132.427 | 132.101 | 134.841 | -3250.00 | 2327330.00 |
| 2459 | 2017.10.02 13:00 | sell | 1230 | 0.10 | 132.427 | 133.067 | 130.327 | ||
| 2460 | 2017.10.04 13:15 | close | 1230 | 0.10 | 132.401 | 133.067 | 130.327 | 260.00 | 2327590.00 |
| 2461 | 2017.10.05 14:00 | sell | 1231 | 0.10 | 132.232 | 132.872 | 130.132 | ||
| 2462 | 2017.10.09 14:15 | close | 1231 | 0.10 | 132.290 | 132.872 | 130.132 | -580.00 | 2327010.00 |
| 2463 | 2017.10.10 06:15 | buy | 1232 | 0.10 | 132.658 | 132.007 | 134.747 | ||
| 2464 | 2017.10.12 06:30 | close | 1232 | 0.10 | 133.430 | 132.007 | 134.747 | 7720.00 | 2334730.00 |
| 2465 | 2017.10.18 12:30 | buy | 1233 | 0.10 | 132.339 | 131.688 | 134.428 | ||
| 2466 | 2017.10.20 12:45 | close | 1233 | 0.10 | 133.750 | 131.688 | 134.428 | 14110.00 | 2348840.00 |
| 2467 | 2017.10.26 15:15 | sell | 1234 | 0.10 | 133.747 | 134.387 | 131.647 | ||
| 2468 | 2017.10.30 15:30 | close | 1234 | 0.10 | 132.155 | 134.387 | 131.647 | 15920.00 | 2364760.00 |
| 2469 | 2017.11.02 13:15 | buy | 1235 | 0.10 | 132.925 | 132.274 | 135.014 | ||
| 2470 | 2017.11.03 16:00 | close | 1235 | 0.10 | 132.619 | 132.274 | 135.014 | -3060.00 | 2361700.00 |
| 2471 | 2017.11.03 16:00 | sell | 1236 | 0.10 | 132.619 | 133.259 | 130.519 | ||
| 2472 | 2017.11.07 17:15 | close | 1236 | 0.10 | 132.225 | 133.259 | 130.519 | 3940.00 | 2365640.00 |
| 2473 | 2017.11.08 14:15 | sell | 1237 | 0.10 | 131.685 | 132.325 | 129.585 | ||
| 2474 | 2017.11.10 14:30 | close | 1237 | 0.10 | 132.100 | 132.325 | 129.585 | -4150.00 | 2361490.00 |
| 2475 | 2017.11.17 16:30 | sell | 1238 | 0.10 | 132.581 | 133.221 | 130.481 | ||
| 2476 | 2017.11.21 16:45 | close | 1238 | 0.10 | 131.676 | 133.221 | 130.481 | 9050.00 | 2370540.00 |
| 2477 | 2017.11.22 03:15 | sell | 1239 | 0.10 | 131.729 | 132.369 | 129.629 | ||
| 2478 | 2017.11.24 03:30 | close | 1239 | 0.10 | 131.931 | 132.369 | 129.629 | -2020.00 | 2368520.00 |
| 2479 | 2017.11.29 16:00 | buy | 1240 | 0.10 | 132.584 | 131.933 | 134.673 | ||
| 2480 | 2017.12.01 16:15 | close | 1240 | 0.10 | 133.750 | 131.933 | 134.673 | 11660.00 | 2380180.00 |
| 2481 | 2017.12.05 11:15 | sell | 1241 | 0.10 | 133.267 | 133.907 | 131.167 | ||
| 2482 | 2017.12.07 11:30 | close | 1241 | 0.10 | 132.892 | 133.907 | 131.167 | 3750.00 | 2383930.00 |
| 2483 | 2017.12.07 20:00 | buy | 1242 | 0.10 | 133.050 | 132.399 | 135.139 | ||
| 2484 | 2017.12.11 20:15 | close | 1242 | 0.10 | 133.740 | 132.399 | 135.139 | 6900.00 | 2390830.00 |
| 2485 | 2017.12.12 16:30 | sell | 1243 | 0.10 | 133.386 | 134.026 | 131.286 | ||
| 2486 | 2017.12.14 03:00 | close | 1243 | 0.10 | 133.510 | 134.026 | 131.286 | -1240.00 | 2389590.00 |
| 2487 | 2017.12.14 03:00 | buy | 1244 | 0.10 | 133.510 | 132.859 | 135.599 | ||
| 2488 | 2017.12.14 17:30 | close | 1244 | 0.10 | 132.869 | 132.859 | 135.599 | -6410.00 | 2383180.00 |
| 2489 | 2017.12.14 17:30 | sell | 1245 | 0.10 | 132.869 | 133.509 | 130.769 | ||
| 2490 | 2017.12.18 12:00 | close | 1245 | 0.10 | 132.803 | 133.509 | 130.769 | 660.00 | 2383840.00 |
| 2491 | 2017.12.18 12:00 | buy | 1246 | 0.10 | 132.803 | 132.152 | 134.892 | ||
| 2492 | 2017.12.20 12:15 | close | 1246 | 0.10 | 133.963 | 132.152 | 134.892 | 11600.00 | 2395440.00 |
| 2493 | 2017.12.27 12:15 | buy | 1247 | 0.10 | 134.725 | 134.074 | 136.814 | ||
| 2494 | 2017.12.29 12:30 | close | 1247 | 0.10 | 134.827 | 134.074 | 136.814 | 1020.00 | 2396460.00 |
| 2495 | 2017.12.29 14:45 | buy | 1248 | 0.10 | 135.004 | 134.353 | 137.093 | ||
| 2496 | 2018.01.03 12:30 | close | 1248 | 0.10 | 135.089 | 134.353 | 137.093 | 850.00 | 2397310.00 |
| 2497 | 2018.01.03 12:30 | sell | 1249 | 0.10 | 135.089 | 135.729 | 132.989 | ||
| 2498 | 2018.01.04 12:30 | close | 1249 | 0.10 | 135.670 | 135.729 | 132.989 | -5810.00 | 2391500.00 |
| 2499 | 2018.01.04 12:30 | buy | 1250 | 0.10 | 135.670 | 135.019 | 137.759 | ||
| 2500 | 2018.01.08 12:45 | close | 1250 | 0.10 | 135.778 | 135.019 | 137.759 | 1080.00 | 2392580.00 |
| 2501 | 2018.01.18 12:45 | buy | 1251 | 0.10 | 136.087 | 135.436 | 138.176 | ||
| 2502 | 2018.01.19 15:15 | close | 1251 | 0.10 | 135.531 | 135.436 | 138.176 | -5560.00 | 2387020.00 |
| 2503 | 2018.01.19 15:15 | sell | 1252 | 0.10 | 135.531 | 136.171 | 133.431 | ||
| 2504 | 2018.01.22 19:30 | close | 1252 | 0.10 | 135.976 | 136.171 | 133.431 | -4450.00 | 2382570.00 |
| 2505 | 2018.01.22 19:30 | buy | 1253 | 0.10 | 135.976 | 135.325 | 138.065 | ||
| 2506 | 2018.01.23 10:35 | s/l | 1253 | 0.10 | 135.325 | 135.325 | 138.065 | -6510.00 | 2376060.00 |
| 2507 | 2018.01.25 16:00 | buy | 1254 | 0.10 | 135.913 | 135.262 | 138.002 | ||
| 2508 | 2018.01.26 16:30 | close | 1254 | 0.10 | 135.389 | 135.262 | 138.002 | -5240.00 | 2370820.00 |
| 2509 | 2018.01.30 06:45 | sell | 1255 | 0.10 | 134.533 | 135.173 | 132.433 | ||
| 2510 | 2018.01.30 15:21 | s/l | 1255 | 0.10 | 135.173 | 135.173 | 132.433 | -6400.00 | 2364420.00 |
| 2511 | 2018.02.06 03:30 | sell | 1256 | 0.10 | 135.047 | 135.467 | 132.947 | ||
| 2512 | 2018.02.06 07:15 | close | 1256 | 0.10 | 134.636 | 135.467 | 132.947 | 4110.00 | 2368530.00 |
| 2513 | 2018.02.07 18:00 | sell | 1257 | 0.10 | 134.310 | 134.730 | 132.210 | ||
| 2514 | 2018.02.07 20:45 | close | 1257 | 0.10 | 134.216 | 134.730 | 132.210 | 940.00 | 2369470.00 |
| 2515 | 2018.02.07 20:45 | sell | 1258 | 0.10 | 134.205 | 134.625 | 132.105 | ||
| 2516 | 2018.02.08 07:59 | s/l | 1258 | 0.10 | 134.625 | 134.625 | 132.105 | -4200.00 | 2365270.00 |
| 2517 | 2018.02.08 18:15 | sell | 1259 | 0.10 | 133.682 | 134.102 | 131.582 | ||
| 2518 | 2018.02.09 09:54 | s/l | 1259 | 0.10 | 134.102 | 134.102 | 131.582 | -4200.00 | 2361070.00 |
| 2519 | 2018.02.09 19:00 | sell | 1260 | 0.10 | 132.607 | 133.027 | 130.507 | ||
| 2520 | 2018.02.09 21:00 | close | 1260 | 0.10 | 132.460 | 133.027 | 130.507 | 1470.00 | 2362540.00 |
| 2521 | 2018.02.09 21:00 | sell | 1261 | 0.10 | 132.449 | 132.869 | 130.349 | ||
| 2522 | 2018.02.09 21:10 | s/l | 1261 | 0.10 | 132.869 | 132.869 | 130.349 | -4200.00 | 2358340.00 |
| 2523 | 2018.02.13 09:30 | sell | 1262 | 0.10 | 132.964 | 133.384 | 130.864 | ||
| 2524 | 2018.02.14 09:45 | close | 1262 | 0.10 | 132.879 | 133.384 | 130.864 | 850.00 | 2359190.00 |
| 2525 | 2018.02.14 16:00 | sell | 1263 | 0.10 | 131.948 | 132.368 | 129.848 | ||
| 2526 | 2018.02.14 16:52 | s/l | 1263 | 0.10 | 132.368 | 132.368 | 129.848 | -4200.00 | 2354990.00 |
| 2527 | 2018.02.14 16:52 | sell | 1264 | 0.10 | 132.358 | 132.597 | 130.077 | ||
| 2528 | 2018.02.14 17:09 | s/l | 1264 | 0.10 | 132.597 | 132.597 | 130.077 | -2390.00 | 2352600.00 |
| 2529 | 2018.02.16 12:45 | sell | 1265 | 0.10 | 132.477 | 132.897 | 130.377 | ||
| 2530 | 2018.02.19 13:00 | close | 1265 | 0.10 | 132.348 | 132.897 | 130.377 | 1290.00 | 2353890.00 |
| 2531 | 2018.02.21 03:15 | buy | 1266 | 0.10 | 132.627 | 132.196 | 134.716 | ||
| 2532 | 2018.02.22 01:08 | s/l | 1266 | 0.10 | 132.196 | 132.196 | 134.716 | -4310.00 | 2349580.00 |
| 2533 | 2018.02.22 01:30 | sell | 1267 | 0.10 | 132.055 | 132.475 | 129.955 | ||
| 2534 | 2018.02.23 01:45 | close | 1267 | 0.10 | 131.661 | 132.475 | 129.955 | 3940.00 | 2353520.00 |
| 2535 | 2018.02.23 14:30 | sell | 1268 | 0.10 | 131.380 | 131.800 | 129.280 | ||
| 2536 | 2018.02.26 14:45 | close | 1268 | 0.10 | 131.606 | 131.800 | 129.280 | -2260.00 | 2351260.00 |
| 2537 | 2018.02.27 04:00 | buy | 1269 | 0.10 | 132.031 | 131.600 | 134.120 | ||
| 2538 | 2018.02.27 15:59 | s/l | 1269 | 0.10 | 131.600 | 131.600 | 134.120 | -4310.00 | 2346950.00 |
| 2539 | 2018.02.27 22:30 | sell | 1270 | 0.10 | 131.322 | 131.742 | 129.222 | ||
| 2540 | 2018.02.28 22:45 | close | 1270 | 0.10 | 130.196 | 131.742 | 129.222 | 11260.00 | 2358210.00 |
| 2541 | 2018.03.02 08:15 | sell | 1271 | 0.10 | 129.828 | 130.248 | 127.728 | ||
| 2542 | 2018.03.02 22:23 | s/l | 1271 | 0.10 | 130.248 | 130.248 | 127.728 | -4200.00 | 2354010.00 |
| 2543 | 2018.03.05 09:15 | sell | 1272 | 0.10 | 129.553 | 129.973 | 127.453 | ||
| 2544 | 2018.03.05 10:41 | s/l | 1272 | 0.10 | 129.973 | 129.973 | 127.453 | -4200.00 | 2349810.00 |
| 2545 | 2018.03.05 17:45 | buy | 1273 | 0.10 | 130.482 | 130.051 | 132.571 | ||
| 2546 | 2018.03.06 18:00 | close | 1273 | 0.10 | 131.449 | 130.051 | 132.571 | 9670.00 | 2359480.00 |
| 2547 | 2018.03.08 15:15 | buy | 1274 | 0.10 | 131.833 | 131.402 | 133.922 | ||
| 2548 | 2018.03.08 16:26 | s/l | 1274 | 0.10 | 131.402 | 131.402 | 133.922 | -4310.00 | 2355170.00 |
| 2549 | 2018.03.08 19:00 | sell | 1275 | 0.10 | 130.634 | 131.054 | 128.534 | ||
| 2550 | 2018.03.09 02:34 | s/l | 1275 | 0.10 | 131.054 | 131.054 | 128.534 | -4200.00 | 2350970.00 |