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 |
| 2551 | 2018.03.12 13:30 | sell | 1276 | 0.10 | 131.054 | 131.474 | 128.954 | ||
| 2552 | 2018.03.13 06:06 | s/l | 1276 | 0.10 | 131.474 | 131.474 | 128.954 | -4200.00 | 2346770.00 |
| 2553 | 2018.03.13 08:30 | buy | 1277 | 0.10 | 131.728 | 131.297 | 133.817 | ||
| 2554 | 2018.03.14 08:45 | close | 1277 | 0.10 | 132.071 | 131.297 | 133.817 | 3430.00 | 2350200.00 |
| 2555 | 2018.03.14 17:00 | sell | 1278 | 0.10 | 131.509 | 131.929 | 129.409 | ||
| 2556 | 2018.03.15 17:15 | close | 1278 | 0.10 | 131.003 | 131.929 | 129.409 | 5060.00 | 2355260.00 |
| 2557 | 2018.03.16 03:15 | sell | 1279 | 0.10 | 130.393 | 130.813 | 128.293 | ||
| 2558 | 2018.03.19 04:30 | close | 1279 | 0.10 | 129.882 | 130.813 | 128.293 | 5110.00 | 2360370.00 |
| 2559 | 2018.03.22 12:00 | sell | 1280 | 0.10 | 130.276 | 130.696 | 128.176 | ||
| 2560 | 2018.03.22 18:30 | close | 1280 | 0.10 | 130.204 | 130.696 | 128.176 | 720.00 | 2361090.00 |
| 2561 | 2018.03.22 22:45 | sell | 1281 | 0.10 | 129.579 | 129.999 | 127.479 | ||
| 2562 | 2018.03.23 23:00 | close | 1281 | 0.10 | 129.402 | 129.999 | 127.479 | 1770.00 | 2362860.00 |
| 2563 | 2018.03.26 16:30 | buy | 1282 | 0.10 | 130.732 | 130.301 | 132.821 | ||
| 2564 | 2018.03.27 16:45 | close | 1282 | 0.10 | 130.957 | 130.301 | 132.821 | 2250.00 | 2365110.00 |
| 2565 | 2018.03.28 21:00 | buy | 1283 | 0.10 | 131.558 | 131.127 | 133.647 | ||
| 2566 | 2018.03.29 10:18 | s/l | 1283 | 0.10 | 131.127 | 131.127 | 133.647 | -4310.00 | 2360800.00 |
| 2567 | 2018.03.29 18:15 | sell | 1284 | 0.10 | 130.713 | 131.133 | 128.613 | ||
| 2568 | 2018.03.29 21:46 | s/l | 1284 | 0.10 | 131.133 | 131.133 | 128.613 | -4200.00 | 2356600.00 |
| 2569 | 2018.04.02 18:15 | sell | 1285 | 0.10 | 130.585 | 131.005 | 128.485 | ||
| 2570 | 2018.04.03 18:30 | close | 1285 | 0.10 | 130.706 | 131.005 | 128.485 | -1210.00 | 2355390.00 |
| 2571 | 2018.04.04 18:00 | buy | 1286 | 0.10 | 131.052 | 130.621 | 133.141 | ||
| 2572 | 2018.04.05 18:15 | close | 1286 | 0.10 | 131.349 | 130.621 | 133.141 | 2970.00 | 2358360.00 |
| 2573 | 2018.04.06 16:45 | buy | 1287 | 0.10 | 131.577 | 131.146 | 133.666 | ||
| 2574 | 2018.04.09 02:03 | s/l | 1287 | 0.10 | 131.146 | 131.146 | 133.666 | -4310.00 | 2354050.00 |
| 2575 | 2018.04.09 02:30 | sell | 1288 | 0.10 | 131.161 | 131.801 | 129.061 | ||
| 2576 | 2018.04.09 11:30 | close | 1288 | 0.10 | 131.581 | 131.801 | 129.061 | -4200.00 | 2349850.00 |
| 2577 | 2018.04.09 11:30 | buy | 1289 | 0.10 | 131.581 | 130.930 | 133.670 | ||
| 2578 | 2018.04.11 11:45 | close | 1289 | 0.10 | 132.308 | 130.930 | 133.670 | 7270.00 | 2357120.00 |
| 2579 | 2018.04.12 12:00 | sell | 1290 | 0.10 | 131.882 | 132.522 | 129.782 | ||
| 2580 | 2018.04.13 04:33 | s/l | 1290 | 0.10 | 132.522 | 132.522 | 129.782 | -6400.00 | 2350720.00 |
| 2581 | 2018.04.13 10:45 | buy | 1291 | 0.10 | 132.834 | 132.183 | 134.923 | ||
| 2582 | 2018.04.16 07:33 | s/l | 1291 | 0.10 | 132.183 | 132.183 | 134.923 | -6510.00 | 2344210.00 |
| 2583 | 2018.04.16 16:00 | buy | 1292 | 0.10 | 132.872 | 132.221 | 134.961 | ||
| 2584 | 2018.04.17 17:47 | s/l | 1292 | 0.10 | 132.221 | 132.221 | 134.961 | -6510.00 | 2337700.00 |
| 2585 | 2018.04.17 19:00 | sell | 1293 | 0.10 | 132.194 | 132.834 | 130.094 | ||
| 2586 | 2018.04.18 06:51 | s/l | 1293 | 0.10 | 132.834 | 132.834 | 130.094 | -6400.00 | 2331300.00 |
| 2587 | 2018.04.19 19:00 | sell | 1294 | 0.10 | 132.527 | 133.167 | 130.427 | ||
| 2588 | 2018.04.23 19:15 | close | 1294 | 0.10 | 132.671 | 133.167 | 130.427 | -1440.00 | 2329860.00 |
| 2589 | 2018.04.23 19:45 | buy | 1295 | 0.10 | 132.774 | 132.123 | 134.863 | ||
| 2590 | 2018.04.25 20:00 | close | 1295 | 0.10 | 133.107 | 132.123 | 134.863 | 3330.00 | 2333190.00 |
| 2591 | 2018.04.26 14:30 | sell | 1296 | 0.10 | 132.966 | 133.606 | 130.866 | ||
| 2592 | 2018.04.30 14:45 | close | 1296 | 0.10 | 132.107 | 133.606 | 130.866 | 8590.00 | 2341780.00 |
| 2593 | 2018.04.30 19:15 | sell | 1297 | 0.10 | 131.884 | 132.524 | 129.784 | ||
| 2594 | 2018.05.02 19:30 | close | 1297 | 0.10 | 131.519 | 132.524 | 129.784 | 3650.00 | 2345430.00 |
| 2595 | 2018.05.02 19:30 | sell | 1298 | 0.10 | 131.508 | 132.148 | 129.408 | ||
| 2596 | 2018.05.04 19:45 | close | 1298 | 0.10 | 130.399 | 132.148 | 129.408 | 11090.00 | 2356520.00 |
| 2597 | 2018.05.07 21:00 | sell | 1299 | 0.10 | 130.019 | 130.659 | 127.919 | ||
| 2598 | 2018.05.09 21:15 | close | 1299 | 0.10 | 130.141 | 130.659 | 127.919 | -1220.00 | 2355300.00 |
| 2599 | 2018.05.14 10:30 | buy | 1300 | 0.10 | 131.133 | 130.482 | 133.222 | ||
| 2600 | 2018.05.15 16:00 | close | 1300 | 0.10 | 130.558 | 130.482 | 133.222 | -5750.00 | 2349550.00 |
| 2601 | 2018.05.15 16:00 | sell | 1301 | 0.10 | 130.558 | 131.198 | 128.458 | ||
| 2602 | 2018.05.16 16:30 | close | 1301 | 0.10 | 129.989 | 131.198 | 128.458 | 5690.00 | 2355240.00 |
| 2603 | 2018.05.22 10:30 | buy | 1302 | 0.10 | 131.094 | 130.443 | 133.183 | ||
| 2604 | 2018.05.23 04:19 | s/l | 1302 | 0.10 | 130.443 | 130.443 | 133.183 | -6510.00 | 2348730.00 |
| 2605 | 2018.05.23 04:45 | sell | 1303 | 0.10 | 129.955 | 130.595 | 127.855 | ||
| 2606 | 2018.05.24 17:34 | t/p | 1303 | 0.10 | 127.855 | 130.595 | 127.855 | 21000.00 | 2369730.00 |
| 2607 | 2018.06.13 22:15 | buy | 1304 | 0.10 | 130.277 | 129.626 | 132.366 | ||
| 2608 | 2018.06.14 14:49 | s/l | 1304 | 0.10 | 129.626 | 129.626 | 132.366 | -6510.00 | 2363220.00 |
| 2609 | 2018.06.14 15:15 | sell | 1305 | 0.10 | 129.158 | 129.798 | 127.058 | ||
| 2610 | 2018.06.18 15:30 | close | 1305 | 0.10 | 128.353 | 129.798 | 127.058 | 8050.00 | 2371270.00 |
| 2611 | 2018.06.19 05:15 | sell | 1306 | 0.10 | 127.795 | 128.435 | 125.695 | ||
| 2612 | 2018.06.19 18:30 | close | 1306 | 0.10 | 127.371 | 128.435 | 125.695 | 4240.00 | 2375510.00 |
| 2613 | 2018.06.27 11:00 | sell | 1307 | 0.10 | 127.881 | 128.521 | 125.781 | ||
| 2614 | 2018.06.29 05:39 | s/l | 1307 | 0.10 | 128.521 | 128.521 | 125.781 | -6400.00 | 2369110.00 |
| 2615 | 2018.07.05 08:45 | buy | 1308 | 0.10 | 129.130 | 128.479 | 131.219 | ||
| 2616 | 2018.07.09 09:00 | close | 1308 | 0.10 | 129.986 | 128.479 | 131.219 | 8560.00 | 2377670.00 |
| 2617 | 2018.07.17 11:45 | buy | 1309 | 0.10 | 131.882 | 131.231 | 133.971 | ||
| 2618 | 2018.07.18 11:15 | close | 1309 | 0.10 | 131.334 | 131.231 | 133.971 | -5480.00 | 2372190.00 |
| 2619 | 2018.07.18 11:15 | sell | 1310 | 0.10 | 131.334 | 131.974 | 129.234 | ||
| 2620 | 2018.07.20 11:30 | close | 1310 | 0.10 | 131.063 | 131.974 | 129.234 | 2710.00 | 2374900.00 |
| 2621 | 2018.07.20 20:15 | sell | 1311 | 0.10 | 130.749 | 131.389 | 128.649 | ||
| 2622 | 2018.07.24 20:30 | close | 1311 | 0.10 | 129.917 | 131.389 | 128.649 | 8320.00 | 2383220.00 |
| 2623 | 2018.07.25 17:45 | sell | 1312 | 0.10 | 129.707 | 130.347 | 127.607 | ||
| 2624 | 2018.07.27 18:00 | close | 1312 | 0.10 | 129.317 | 130.347 | 127.607 | 3900.00 | 2387120.00 |
| 2625 | 2018.07.30 12:45 | buy | 1313 | 0.10 | 129.807 | 129.156 | 131.896 | ||
| 2626 | 2018.08.01 13:00 | close | 1313 | 0.10 | 130.844 | 129.156 | 131.896 | 10370.00 | 2397490.00 |
| 2627 | 2018.08.09 18:00 | sell | 1314 | 0.10 | 128.363 | 129.003 | 126.263 | ||
| 2628 | 2018.08.10 16:45 | close | 1314 | 0.10 | 126.828 | 129.003 | 126.263 | 15350.00 | 2412840.00 |
| 2629 | 2018.08.17 15:15 | sell | 1315 | 0.10 | 125.735 | 126.375 | 123.635 | ||
| 2630 | 2018.08.17 21:31 | s/l | 1315 | 0.10 | 126.375 | 126.375 | 123.635 | -6400.00 | 2406440.00 |
| 2631 | 2018.08.17 21:45 | buy | 1316 | 0.10 | 126.507 | 125.856 | 128.596 | ||
| 2632 | 2018.08.21 22:00 | close | 1316 | 0.10 | 127.775 | 125.856 | 128.596 | 12680.00 | 2419120.00 |
| 2633 | 2018.08.23 17:00 | buy | 1317 | 0.10 | 128.599 | 127.948 | 130.688 | ||
| 2634 | 2018.08.27 17:15 | close | 1317 | 0.10 | 129.399 | 127.948 | 130.688 | 8000.00 | 2427120.00 |
| 2635 | 2018.08.29 17:00 | buy | 1318 | 0.10 | 130.278 | 129.627 | 132.367 | ||
| 2636 | 2018.08.30 11:30 | close | 1318 | 0.10 | 130.298 | 129.627 | 132.367 | 200.00 | 2427320.00 |
| 2637 | 2018.09.04 14:45 | sell | 1319 | 0.10 | 128.588 | 129.228 | 126.488 | ||
| 2638 | 2018.09.05 03:55 | s/l | 1319 | 0.10 | 129.228 | 129.228 | 126.488 | -6400.00 | 2420920.00 |
| 2639 | 2018.09.05 04:30 | buy | 1320 | 0.10 | 129.437 | 128.786 | 131.526 | ||
| 2640 | 2018.09.05 10:16 | s/l | 1320 | 0.10 | 128.786 | 128.786 | 131.526 | -6510.00 | 2414410.00 |
| 2641 | 2018.09.12 18:30 | buy | 1321 | 0.10 | 129.661 | 129.010 | 131.750 | ||
| 2642 | 2018.09.14 18:45 | close | 1321 | 0.10 | 130.703 | 129.010 | 131.750 | 10420.00 | 2424830.00 |
| 2643 | 2018.09.20 13:45 | buy | 1322 | 0.10 | 131.487 | 130.836 | 133.576 | ||
| 2644 | 2018.09.24 14:00 | close | 1322 | 0.10 | 132.475 | 130.836 | 133.576 | 9880.00 | 2434710.00 |
| 2645 | 2018.09.26 22:45 | sell | 1323 | 0.10 | 132.576 | 133.216 | 130.476 | ||
| 2646 | 2018.09.28 23:00 | close | 1323 | 0.10 | 131.908 | 133.216 | 130.476 | 6680.00 | 2441390.00 |
| 2647 | 2018.10.02 09:15 | sell | 1324 | 0.10 | 131.295 | 131.935 | 129.195 | ||
| 2648 | 2018.10.03 05:00 | close | 1324 | 0.10 | 131.560 | 131.935 | 129.195 | -2650.00 | 2438740.00 |
| 2649 | 2018.10.05 19:00 | sell | 1325 | 0.10 | 130.613 | 131.253 | 128.513 | ||
| 2650 | 2018.10.08 04:17 | s/l | 1325 | 0.10 | 131.253 | 131.253 | 128.513 | -6400.00 | 2432340.00 |
| 2651 | 2018.10.08 10:45 | sell | 1326 | 0.10 | 130.781 | 131.421 | 128.681 | ||
| 2652 | 2018.10.09 17:30 | close | 1326 | 0.10 | 130.060 | 131.421 | 128.681 | 7210.00 | 2439550.00 |
| 2653 | 2018.10.16 10:30 | buy | 1327 | 0.10 | 129.944 | 129.293 | 132.033 | ||
| 2654 | 2018.10.17 15:00 | close | 1327 | 0.10 | 129.469 | 129.293 | 132.033 | -4750.00 | 2434800.00 |
| 2655 | 2018.10.17 15:00 | sell | 1328 | 0.10 | 129.469 | 130.109 | 127.369 | ||
| 2656 | 2018.10.19 15:15 | close | 1328 | 0.10 | 129.050 | 130.109 | 127.369 | 4190.00 | 2438990.00 |
| 2657 | 2018.10.26 06:15 | sell | 1329 | 0.10 | 127.558 | 128.198 | 125.458 | ||
| 2658 | 2018.10.29 13:26 | s/l | 1329 | 0.10 | 128.198 | 128.198 | 125.458 | -6400.00 | 2432590.00 |
| 2659 | 2018.10.31 18:00 | sell | 1330 | 0.10 | 127.879 | 128.519 | 125.779 | ||
| 2660 | 2018.11.01 11:02 | s/l | 1330 | 0.10 | 128.519 | 128.519 | 125.779 | -6400.00 | 2426190.00 |
| 2661 | 2018.11.08 22:30 | sell | 1331 | 0.10 | 129.501 | 130.141 | 127.401 | ||
| 2662 | 2018.11.12 22:45 | close | 1331 | 0.10 | 127.891 | 130.141 | 127.401 | 16100.00 | 2442290.00 |
| 2663 | 2018.11.15 11:45 | sell | 1332 | 0.10 | 128.237 | 128.877 | 126.137 | ||
| 2664 | 2018.11.15 21:25 | s/l | 1332 | 0.10 | 128.877 | 128.877 | 126.137 | -6400.00 | 2435890.00 |
| 2665 | 2018.11.19 10:45 | buy | 1333 | 0.10 | 128.890 | 128.239 | 130.979 | ||
| 2666 | 2018.11.20 11:00 | close | 1333 | 0.10 | 128.431 | 128.239 | 130.979 | -4590.00 | 2431300.00 |
| 2667 | 2018.11.20 11:00 | sell | 1334 | 0.10 | 128.431 | 129.071 | 126.331 | ||
| 2668 | 2018.11.21 13:32 | s/l | 1334 | 0.10 | 129.071 | 129.071 | 126.331 | -6400.00 | 2424900.00 |
| 2669 | 2018.11.23 10:45 | sell | 1335 | 0.10 | 128.390 | 129.030 | 126.290 | ||
| 2670 | 2018.11.27 11:00 | close | 1335 | 0.10 | 128.509 | 129.030 | 126.290 | -1190.00 | 2423710.00 |
| 2671 | 2018.11.27 18:15 | sell | 1336 | 0.10 | 128.392 | 129.032 | 126.292 | ||
| 2672 | 2018.11.28 19:15 | close | 1336 | 0.10 | 128.965 | 129.032 | 126.292 | -5730.00 | 2417980.00 |
| 2673 | 2018.11.28 19:15 | buy | 1337 | 0.10 | 128.965 | 128.314 | 131.054 | ||
| 2674 | 2018.11.30 17:00 | close | 1337 | 0.10 | 128.766 | 128.314 | 131.054 | -1990.00 | 2415990.00 |
| 2675 | 2018.11.30 17:00 | sell | 1338 | 0.10 | 128.766 | 129.406 | 126.666 | ||
| 2676 | 2018.12.04 17:15 | close | 1338 | 0.10 | 128.499 | 129.406 | 126.666 | 2670.00 | 2418660.00 |
| 2677 | 2018.12.04 17:30 | sell | 1339 | 0.10 | 128.446 | 129.086 | 126.346 | ||
| 2678 | 2018.12.06 17:45 | close | 1339 | 0.10 | 128.011 | 129.086 | 126.346 | 4350.00 | 2423010.00 |
| 2679 | 2018.12.10 10:15 | buy | 1340 | 0.10 | 128.791 | 128.140 | 130.880 | ||
| 2680 | 2018.12.11 17:45 | close | 1340 | 0.10 | 128.276 | 128.140 | 130.880 | -5150.00 | 2417860.00 |
| 2681 | 2018.12.11 17:45 | sell | 1341 | 0.10 | 128.276 | 128.916 | 126.176 | ||
| 2682 | 2018.12.13 03:27 | s/l | 1341 | 0.10 | 128.916 | 128.916 | 126.176 | -6400.00 | 2411460.00 |
| 2683 | 2018.12.14 10:45 | sell | 1342 | 0.10 | 128.442 | 129.082 | 126.342 | ||
| 2684 | 2018.12.18 11:00 | close | 1342 | 0.10 | 127.877 | 129.082 | 126.342 | 5650.00 | 2417110.00 |
| 2685 | 2018.12.19 12:30 | buy | 1343 | 0.10 | 128.154 | 127.503 | 130.243 | ||
| 2686 | 2018.12.20 07:45 | close | 1343 | 0.10 | 127.601 | 127.503 | 130.243 | -5530.00 | 2411580.00 |
| 2687 | 2018.12.20 07:45 | sell | 1344 | 0.10 | 127.601 | 128.241 | 125.501 | ||
| 2688 | 2018.12.20 11:21 | s/l | 1344 | 0.10 | 128.241 | 128.241 | 125.501 | -6400.00 | 2405180.00 |
| 2689 | 2018.12.20 17:30 | sell | 1345 | 0.10 | 127.598 | 128.238 | 125.498 | ||
| 2690 | 2018.12.21 17:15 | close | 1345 | 0.10 | 126.940 | 128.238 | 125.498 | 6580.00 | 2411760.00 |
| 2691 | 2019.01.09 09:30 | buy | 1346 | 0.10 | 124.947 | 124.296 | 127.036 | ||
| 2692 | 2019.01.10 16:45 | close | 1346 | 0.10 | 124.482 | 124.296 | 127.036 | -4650.00 | 2407110.00 |
| 2693 | 2019.01.10 16:45 | sell | 1347 | 0.10 | 124.482 | 125.122 | 122.382 | ||
| 2694 | 2019.01.14 17:00 | close | 1347 | 0.10 | 124.031 | 125.122 | 122.382 | 4510.00 | 2411620.00 |
| 2695 | 2019.01.15 03:45 | buy | 1348 | 0.10 | 124.600 | 123.949 | 126.689 | ||
| 2696 | 2019.01.15 12:52 | s/l | 1348 | 0.10 | 123.949 | 123.949 | 126.689 | -6510.00 | 2405110.00 |
| 2697 | 2019.01.16 22:30 | buy | 1349 | 0.10 | 124.376 | 123.725 | 126.465 | ||
| 2698 | 2019.01.18 22:45 | close | 1349 | 0.10 | 124.743 | 123.725 | 126.465 | 3670.00 | 2408780.00 |
| 2699 | 2019.01.23 16:15 | buy | 1350 | 0.10 | 124.847 | 124.196 | 126.936 | ||
| 2700 | 2019.01.24 13:15 | close | 1350 | 0.10 | 124.382 | 124.196 | 126.936 | -4650.00 | 2404130.00 |