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 |
| 2701 | 2019.01.24 13:15 | sell | 1351 | 0.10 | 124.382 | 125.022 | 122.282 | ||
| 2702 | 2019.01.24 16:15 | close | 1351 | 0.10 | 124.509 | 125.022 | 122.282 | -1270.00 | 2402860.00 |
| 2703 | 2019.01.24 18:15 | sell | 1352 | 0.10 | 124.255 | 124.895 | 122.155 | ||
| 2704 | 2019.01.25 16:04 | s/l | 1352 | 0.10 | 124.895 | 124.895 | 122.155 | -6400.00 | 2396460.00 |
| 2705 | 2019.01.29 11:30 | buy | 1353 | 0.10 | 125.215 | 124.564 | 127.304 | ||
| 2706 | 2019.01.31 11:30 | close | 1353 | 0.10 | 124.857 | 124.564 | 127.304 | -3580.00 | 2392880.00 |
| 2707 | 2019.01.31 11:30 | sell | 1354 | 0.10 | 124.857 | 125.497 | 122.757 | ||
| 2708 | 2019.02.01 18:06 | s/l | 1354 | 0.10 | 125.497 | 125.497 | 122.757 | -6400.00 | 2386480.00 |
| 2709 | 2019.02.05 17:15 | sell | 1355 | 0.10 | 125.350 | 125.990 | 123.250 | ||
| 2710 | 2019.02.07 17:30 | close | 1355 | 0.10 | 124.663 | 125.990 | 123.250 | 6870.00 | 2393350.00 |
| 2711 | 2019.02.08 18:30 | sell | 1356 | 0.10 | 124.216 | 124.856 | 122.116 | ||
| 2712 | 2019.02.11 15:45 | close | 1356 | 0.10 | 124.823 | 124.856 | 122.116 | -6070.00 | 2387280.00 |
| 2713 | 2019.02.11 15:45 | buy | 1357 | 0.10 | 124.823 | 124.172 | 126.912 | ||
| 2714 | 2019.02.13 16:00 | close | 1357 | 0.10 | 125.157 | 124.172 | 126.912 | 3340.00 | 2390620.00 |
| 2715 | 2019.02.14 18:00 | sell | 1358 | 0.10 | 124.827 | 125.467 | 122.727 | ||
| 2716 | 2019.02.18 18:15 | close | 1358 | 0.10 | 125.037 | 125.467 | 122.727 | -2100.00 | 2388520.00 |
| 2717 | 2019.02.19 10:30 | buy | 1359 | 0.10 | 125.324 | 124.673 | 127.413 | ||
| 2718 | 2019.02.21 10:45 | close | 1359 | 0.10 | 125.705 | 124.673 | 127.413 | 3810.00 | 2392330.00 |
| 2719 | 2019.02.21 11:45 | sell | 1360 | 0.10 | 125.377 | 126.017 | 123.277 | ||
| 2720 | 2019.02.25 12:00 | close | 1360 | 0.10 | 125.629 | 126.017 | 123.277 | -2520.00 | 2389810.00 |
| 2721 | 2019.02.25 18:45 | buy | 1361 | 0.10 | 125.989 | 125.338 | 128.078 | ||
| 2722 | 2019.02.27 19:00 | close | 1361 | 0.10 | 126.107 | 125.338 | 128.078 | 1180.00 | 2390990.00 |
| 2723 | 2019.02.27 20:15 | buy | 1362 | 0.10 | 126.226 | 125.575 | 128.315 | ||
| 2724 | 2019.03.01 20:30 | close | 1362 | 0.10 | 127.222 | 125.575 | 128.315 | 9960.00 | 2400950.00 |
| 2725 | 2019.03.05 19:30 | sell | 1363 | 0.10 | 126.358 | 126.998 | 124.258 | ||
| 2726 | 2019.03.07 19:45 | close | 1363 | 0.10 | 125.247 | 126.998 | 124.258 | 11110.00 | 2412060.00 |
| 2727 | 2019.03.13 22:45 | buy | 1364 | 0.10 | 126.023 | 125.372 | 128.112 | ||
| 2728 | 2019.03.18 00:00 | close | 1364 | 0.10 | 126.218 | 125.372 | 128.112 | 1950.00 | 2414010.00 |
| 2729 | 2019.03.21 10:45 | sell | 1365 | 0.10 | 125.811 | 126.451 | 123.711 | ||
| 2730 | 2019.03.22 11:00 | close | 1365 | 0.10 | 124.920 | 126.451 | 123.711 | 8910.00 | 2422920.00 |
| 2731 | 2019.03.27 16:45 | sell | 1366 | 0.10 | 124.125 | 124.765 | 122.025 | ||
| 2732 | 2019.03.29 03:30 | close | 1366 | 0.10 | 124.518 | 124.765 | 122.025 | -3930.00 | 2418990.00 |
| 2733 | 2019.03.29 03:30 | buy | 1367 | 0.10 | 124.518 | 123.867 | 126.607 | ||
| 2734 | 2019.04.02 04:45 | close | 1367 | 0.10 | 124.695 | 123.867 | 126.607 | 1770.00 | 2420760.00 |
| 2735 | 2019.04.02 18:30 | sell | 1368 | 0.10 | 124.527 | 125.167 | 122.427 | ||
| 2736 | 2019.04.03 04:48 | s/l | 1368 | 0.10 | 125.167 | 125.167 | 122.427 | -6400.00 | 2414360.00 |
| 2737 | 2019.04.03 05:00 | buy | 1369 | 0.10 | 125.100 | 124.449 | 127.189 | ||
| 2738 | 2019.04.05 05:15 | close | 1369 | 0.10 | 125.363 | 124.449 | 127.189 | 2630.00 | 2416990.00 |
| 2739 | 2019.04.10 16:15 | sell | 1370 | 0.10 | 124.880 | 125.520 | 122.780 | ||
| 2740 | 2019.04.11 17:02 | s/l | 1370 | 0.10 | 125.520 | 125.520 | 122.780 | -6400.00 | 2410590.00 |
| 2741 | 2019.04.18 11:00 | sell | 1371 | 0.10 | 126.031 | 126.671 | 123.931 | ||
| 2742 | 2019.04.22 11:15 | close | 1371 | 0.10 | 125.844 | 126.671 | 123.931 | 1870.00 | 2412460.00 |
| 2743 | 2019.04.23 17:15 | sell | 1372 | 0.10 | 125.394 | 126.034 | 123.294 | ||
| 2744 | 2019.04.25 17:30 | close | 1372 | 0.10 | 124.444 | 126.034 | 123.294 | 9500.00 | 2421960.00 |
| 2745 | 2019.05.01 23:00 | sell | 1373 | 0.10 | 124.803 | 125.443 | 122.703 | ||
| 2746 | 2019.05.03 23:15 | close | 1373 | 0.10 | 124.455 | 125.443 | 122.703 | 3480.00 | 2425440.00 |
| 2747 | 2019.05.06 00:30 | sell | 1374 | 0.10 | 123.644 | 124.284 | 121.544 | ||
| 2748 | 2019.05.06 21:48 | s/l | 1374 | 0.10 | 124.284 | 124.284 | 121.544 | -6400.00 | 2419040.00 |
| 2749 | 2019.05.07 16:15 | sell | 1375 | 0.10 | 123.608 | 124.248 | 121.508 | ||
| 2750 | 2019.05.09 16:30 | close | 1375 | 0.10 | 122.898 | 124.248 | 121.508 | 7100.00 | 2426140.00 |
| 2751 | 2019.05.10 05:30 | buy | 1376 | 0.10 | 123.515 | 122.864 | 125.604 | ||
| 2752 | 2019.05.13 15:18 | s/l | 1376 | 0.10 | 122.864 | 122.864 | 125.604 | -6510.00 | 2419630.00 |
| 2753 | 2019.05.13 15:45 | sell | 1377 | 0.10 | 122.854 | 123.494 | 120.754 | ||
| 2754 | 2019.05.15 16:00 | close | 1377 | 0.10 | 122.212 | 123.494 | 120.754 | 6420.00 | 2426050.00 |
| 2755 | 2019.05.17 09:45 | sell | 1378 | 0.10 | 122.501 | 123.141 | 120.401 | ||
| 2756 | 2019.05.20 04:03 | s/l | 1378 | 0.10 | 123.141 | 123.141 | 120.401 | -6400.00 | 2419650.00 |
| 2757 | 2019.05.21 15:15 | buy | 1379 | 0.10 | 123.274 | 122.623 | 125.363 | ||
| 2758 | 2019.05.23 11:30 | close | 1379 | 0.10 | 122.713 | 122.623 | 125.363 | -5610.00 | 2414040.00 |
| 2759 | 2019.05.23 11:30 | sell | 1380 | 0.10 | 122.713 | 123.353 | 120.613 | ||
| 2760 | 2019.05.27 11:45 | close | 1380 | 0.10 | 122.621 | 123.353 | 120.613 | 920.00 | 2414960.00 |
| 2761 | 2019.05.28 11:15 | sell | 1381 | 0.10 | 122.259 | 122.899 | 120.159 | ||
| 2762 | 2019.05.30 11:30 | close | 1381 | 0.10 | 122.202 | 122.899 | 120.159 | 570.00 | 2415530.00 |
| 2763 | 2019.05.31 04:00 | sell | 1382 | 0.10 | 121.658 | 122.298 | 119.558 | ||
| 2764 | 2019.06.04 04:15 | close | 1382 | 0.10 | 121.383 | 122.298 | 119.558 | 2750.00 | 2418280.00 |
| 2765 | 2019.06.05 12:00 | buy | 1383 | 0.10 | 122.097 | 121.446 | 124.186 | ||
| 2766 | 2019.06.06 09:05 | s/l | 1383 | 0.10 | 121.446 | 121.446 | 124.186 | -6510.00 | 2411770.00 |
| 2767 | 2019.06.14 12:15 | sell | 1384 | 0.10 | 121.915 | 122.555 | 119.815 | ||
| 2768 | 2019.06.18 12:30 | close | 1384 | 0.10 | 121.150 | 122.555 | 119.815 | 7650.00 | 2419420.00 |
| 2769 | 2019.06.18 12:30 | sell | 1385 | 0.10 | 121.139 | 121.779 | 119.039 | ||
| 2770 | 2019.06.20 11:15 | close | 1385 | 0.10 | 121.679 | 121.779 | 119.039 | -5400.00 | 2414020.00 |
| 2771 | 2019.06.20 11:15 | buy | 1386 | 0.10 | 121.679 | 121.028 | 123.768 | ||
| 2772 | 2019.06.21 05:52 | s/l | 1386 | 0.10 | 121.028 | 121.028 | 123.768 | -6510.00 | 2407510.00 |
| 2773 | 2019.06.25 10:30 | sell | 1387 | 0.10 | 121.854 | 122.494 | 119.754 | ||
| 2774 | 2019.06.26 12:15 | close | 1387 | 0.10 | 122.398 | 122.494 | 119.754 | -5440.00 | 2402070.00 |
| 2775 | 2019.06.26 12:15 | buy | 1388 | 0.10 | 122.398 | 121.747 | 124.487 | ||
| 2776 | 2019.06.28 12:30 | close | 1388 | 0.10 | 122.608 | 121.747 | 124.487 | 2100.00 | 2404170.00 |
| 2777 | 2019.07.01 01:15 | buy | 1389 | 0.10 | 123.047 | 122.396 | 125.136 | ||
| 2778 | 2019.07.01 20:32 | s/l | 1389 | 0.10 | 122.396 | 122.396 | 125.136 | -6510.00 | 2397660.00 |
| 2779 | 2019.07.05 16:00 | buy | 1390 | 0.10 | 121.919 | 121.268 | 124.008 | ||
| 2780 | 2019.07.09 16:15 | close | 1390 | 0.10 | 121.906 | 121.268 | 124.008 | -130.00 | 2397530.00 |
| 2781 | 2019.07.25 15:00 | sell | 1391 | 0.10 | 120.182 | 120.822 | 118.082 | ||
| 2782 | 2019.07.25 16:00 | close | 1391 | 0.10 | 120.672 | 120.822 | 118.082 | -4900.00 | 2392630.00 |
| 2783 | 2019.07.25 16:00 | buy | 1392 | 0.10 | 120.672 | 120.021 | 122.761 | ||
| 2784 | 2019.07.29 16:15 | close | 1392 | 0.10 | 120.856 | 120.021 | 122.761 | 1840.00 | 2394470.00 |
| 2785 | 2019.07.31 21:30 | sell | 1393 | 0.10 | 120.793 | 121.433 | 118.693 | ||
| 2786 | 2019.08.02 04:12 | t/p | 1393 | 0.10 | 118.693 | 121.433 | 118.693 | 21000.00 | 2415470.00 |
| 2787 | 2019.08.08 14:45 | sell | 1394 | 0.10 | 118.605 | 119.245 | 116.505 | ||
| 2788 | 2019.08.12 15:00 | close | 1394 | 0.10 | 117.640 | 119.245 | 116.505 | 9650.00 | 2425120.00 |
| 2789 | 2019.08.19 12:15 | buy | 1395 | 0.10 | 118.349 | 117.698 | 120.438 | ||
| 2790 | 2019.08.20 15:51 | s/l | 1395 | 0.10 | 117.698 | 117.698 | 120.438 | -6510.00 | 2418610.00 |
| 2791 | 2019.08.20 16:45 | sell | 1396 | 0.10 | 117.626 | 118.266 | 115.526 | ||
| 2792 | 2019.08.21 06:05 | s/l | 1396 | 0.10 | 118.266 | 118.266 | 115.526 | -6400.00 | 2412210.00 |
| 2793 | 2019.08.22 12:30 | sell | 1397 | 0.10 | 117.839 | 118.479 | 115.739 | ||
| 2794 | 2019.08.26 10:00 | close | 1397 | 0.10 | 117.619 | 118.479 | 115.739 | 2200.00 | 2414410.00 |
| 2795 | 2019.08.29 11:30 | buy | 1398 | 0.10 | 117.655 | 117.004 | 119.744 | ||
| 2796 | 2019.08.30 17:15 | close | 1398 | 0.10 | 117.171 | 117.004 | 119.744 | -4840.00 | 2409570.00 |
| 2797 | 2019.08.30 17:15 | sell | 1399 | 0.10 | 117.171 | 117.811 | 115.071 | ||
| 2798 | 2019.09.03 17:30 | close | 1399 | 0.10 | 116.100 | 117.811 | 115.071 | 10710.00 | 2420280.00 |
| 2799 | 2019.09.09 16:15 | buy | 1400 | 0.10 | 118.278 | 117.627 | 120.367 | ||
| 2800 | 2019.09.11 16:30 | close | 1400 | 0.10 | 118.511 | 117.627 | 120.367 | 2330.00 | 2422610.00 |
| 2801 | 2019.09.19 05:15 | sell | 1401 | 0.10 | 119.290 | 119.930 | 117.190 | ||
| 2802 | 2019.09.23 05:30 | close | 1401 | 0.10 | 118.748 | 119.930 | 117.190 | 5420.00 | 2428030.00 |
| 2803 | 2019.09.26 14:00 | sell | 1402 | 0.10 | 117.576 | 118.216 | 115.476 | ||
| 2804 | 2019.09.27 13:30 | close | 1402 | 0.10 | 118.078 | 118.216 | 115.476 | -5020.00 | 2423010.00 |
| 2805 | 2019.09.27 13:30 | buy | 1403 | 0.10 | 118.078 | 117.427 | 120.167 | ||
| 2806 | 2019.10.01 13:45 | close | 1403 | 0.10 | 118.036 | 117.427 | 120.167 | -420.00 | 2422590.00 |
| 2807 | 2019.10.02 11:45 | sell | 1404 | 0.10 | 117.404 | 118.044 | 115.304 | ||
| 2808 | 2019.10.04 12:00 | close | 1404 | 0.10 | 117.191 | 118.044 | 115.304 | 2130.00 | 2424720.00 |
| 2809 | 2019.10.07 17:00 | buy | 1405 | 0.10 | 117.581 | 116.930 | 119.670 | ||
| 2810 | 2019.10.09 17:15 | close | 1405 | 0.10 | 117.877 | 116.930 | 119.670 | 2960.00 | 2427680.00 |
| 2811 | 2019.10.15 17:45 | buy | 1406 | 0.10 | 119.843 | 119.192 | 121.932 | ||
| 2812 | 2019.10.17 18:00 | close | 1406 | 0.10 | 120.762 | 119.192 | 121.932 | 9190.00 | 2436870.00 |
| 2813 | 2019.10.21 11:30 | buy | 1407 | 0.10 | 121.463 | 120.812 | 123.552 | ||
| 2814 | 2019.10.22 11:33 | s/l | 1407 | 0.10 | 120.812 | 120.812 | 123.552 | -6510.00 | 2430360.00 |
| 2815 | 2019.10.22 16:15 | sell | 1408 | 0.10 | 120.808 | 121.448 | 118.708 | ||
| 2816 | 2019.10.24 16:30 | close | 1408 | 0.10 | 120.896 | 121.448 | 118.708 | -880.00 | 2429480.00 |
| 2817 | 2019.10.30 21:30 | buy | 1409 | 0.10 | 121.243 | 120.592 | 123.332 | ||
| 2818 | 2019.10.31 13:46 | s/l | 1409 | 0.10 | 120.592 | 120.592 | 123.332 | -6510.00 | 2422970.00 |
| 2819 | 2019.11.08 17:30 | sell | 1410 | 0.10 | 120.332 | 120.972 | 118.232 | ||
| 2820 | 2019.11.12 17:45 | close | 1410 | 0.10 | 120.206 | 120.972 | 118.232 | 1260.00 | 2424230.00 |
| 2821 | 2019.11.20 03:45 | sell | 1411 | 0.10 | 120.094 | 120.734 | 117.994 | ||
| 2822 | 2019.11.21 12:30 | close | 1411 | 0.10 | 120.408 | 120.734 | 117.994 | -3140.00 | 2421090.00 |
| 2823 | 2019.11.21 12:30 | buy | 1412 | 0.10 | 120.408 | 119.757 | 122.497 | ||
| 2824 | 2019.11.22 11:15 | close | 1412 | 0.10 | 119.965 | 119.757 | 122.497 | -4430.00 | 2416660.00 |
| 2825 | 2019.11.22 11:15 | sell | 1413 | 0.10 | 119.965 | 120.605 | 117.865 | ||
| 2826 | 2019.11.26 11:30 | close | 1413 | 0.10 | 119.985 | 120.605 | 117.865 | -200.00 | 2416460.00 |
| 2827 | 2019.12.02 17:15 | buy | 1414 | 0.10 | 120.978 | 120.327 | 123.067 | ||
| 2828 | 2019.12.03 12:30 | close | 1414 | 0.10 | 120.464 | 120.327 | 123.067 | -5140.00 | 2411320.00 |
| 2829 | 2019.12.03 12:30 | sell | 1415 | 0.10 | 120.464 | 121.104 | 118.364 | ||
| 2830 | 2019.12.05 12:45 | close | 1415 | 0.10 | 120.859 | 121.104 | 118.364 | -3950.00 | 2407370.00 |
| 2831 | 2019.12.06 17:00 | sell | 1416 | 0.10 | 120.336 | 120.976 | 118.236 | ||
| 2832 | 2019.12.10 17:15 | close | 1416 | 0.10 | 120.378 | 120.976 | 118.236 | -420.00 | 2406950.00 |
| 2833 | 2019.12.10 18:15 | buy | 1417 | 0.10 | 120.590 | 119.939 | 122.679 | ||
| 2834 | 2019.12.12 18:30 | close | 1417 | 0.10 | 121.459 | 119.939 | 122.679 | 8690.00 | 2415640.00 |
| 2835 | 2019.12.19 15:45 | sell | 1418 | 0.10 | 121.608 | 122.248 | 119.508 | ||
| 2836 | 2019.12.23 16:00 | close | 1418 | 0.10 | 121.213 | 122.248 | 119.508 | 3950.00 | 2419590.00 |
| 2837 | 2020.01.02 16:45 | sell | 1419 | 0.10 | 121.401 | 122.041 | 119.301 | ||
| 2838 | 2020.01.06 17:00 | close | 1419 | 0.10 | 120.944 | 122.041 | 119.301 | 4570.00 | 2424160.00 |
| 2839 | 2020.01.08 01:30 | sell | 1420 | 0.10 | 120.546 | 121.186 | 118.446 | ||
| 2840 | 2020.01.08 18:45 | s/l | 1420 | 0.10 | 121.186 | 121.186 | 118.446 | -6400.00 | 2417760.00 |
| 2841 | 2020.01.10 17:45 | buy | 1421 | 0.10 | 121.818 | 121.167 | 123.907 | ||
| 2842 | 2020.01.14 18:00 | close | 1421 | 0.10 | 122.396 | 121.167 | 123.907 | 5780.00 | 2423540.00 |
| 2843 | 2020.01.21 05:00 | sell | 1422 | 0.10 | 122.022 | 122.662 | 119.922 | ||
| 2844 | 2020.01.23 05:15 | close | 1422 | 0.10 | 121.586 | 122.662 | 119.922 | 4360.00 | 2427900.00 |
| 2845 | 2020.01.30 19:45 | sell | 1423 | 0.10 | 119.819 | 120.459 | 117.719 | ||
| 2846 | 2020.01.30 23:15 | close | 1423 | 0.10 | 120.241 | 120.459 | 117.719 | -4220.00 | 2423680.00 |
| 2847 | 2020.01.30 23:15 | buy | 1424 | 0.10 | 120.241 | 119.590 | 122.330 | ||
| 2848 | 2020.02.03 12:45 | close | 1424 | 0.10 | 120.034 | 119.590 | 122.330 | -2070.00 | 2421610.00 |
| 2849 | 2020.02.03 12:45 | sell | 1425 | 0.10 | 120.034 | 120.674 | 117.934 | ||
| 2850 | 2020.02.04 10:30 | close | 1425 | 0.10 | 120.566 | 120.674 | 117.934 | -5320.00 | 2416290.00 |