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 |
| 151 | 2008.09.29 08:45 | sell | 76 | 0.10 | 153.160 | 153.580 | 151.060 | ||
| 152 | 2008.09.29 17:49 | t/p | 76 | 0.10 | 151.060 | 153.580 | 151.060 | 21000.00 | 1026860.00 |
| 153 | 2008.10.01 15:30 | sell | 77 | 0.10 | 148.690 | 149.110 | 146.590 | ||
| 154 | 2008.10.01 17:15 | close | 77 | 0.10 | 148.181 | 149.110 | 146.590 | 5090.00 | 1031950.00 |
| 155 | 2008.10.01 17:15 | sell | 78 | 0.10 | 148.170 | 148.590 | 146.070 | ||
| 156 | 2008.10.01 17:24 | s/l | 78 | 0.10 | 148.590 | 148.590 | 146.070 | -4200.00 | 1027750.00 |
| 157 | 2008.10.02 04:15 | sell | 79 | 0.10 | 147.730 | 148.150 | 145.630 | ||
| 158 | 2008.10.02 14:36 | t/p | 79 | 0.10 | 145.630 | 148.150 | 145.630 | 21000.00 | 1048750.00 |
| 159 | 2008.10.06 00:15 | sell | 80 | 0.10 | 143.370 | 143.790 | 141.270 | ||
| 160 | 2008.10.06 00:30 | close | 80 | 0.10 | 143.571 | 143.790 | 141.270 | -2010.00 | 1046740.00 |
| 161 | 2008.10.06 00:30 | sell | 81 | 0.10 | 143.560 | 143.980 | 141.460 | ||
| 162 | 2008.10.06 00:45 | close | 81 | 0.10 | 143.721 | 143.980 | 141.460 | -1610.00 | 1045130.00 |
| 163 | 2008.10.06 00:45 | sell | 82 | 0.10 | 143.710 | 144.130 | 141.610 | ||
| 164 | 2008.10.06 04:00 | close | 82 | 0.10 | 142.621 | 144.130 | 141.610 | 10890.00 | 1056020.00 |
| 165 | 2008.11.18 18:00 | buy | 83 | 0.10 | 123.581 | 123.150 | 125.670 | ||
| 166 | 2008.11.18 18:10 | s/l | 83 | 0.10 | 123.150 | 123.150 | 125.670 | -4310.00 | 1051710.00 |
| 167 | 2008.11.19 15:30 | buy | 84 | 0.10 | 123.241 | 122.810 | 125.330 | ||
| 168 | 2008.11.19 15:45 | close | 84 | 0.10 | 123.820 | 122.810 | 125.330 | 5790.00 | 1057500.00 |
| 169 | 2008.11.19 16:00 | buy | 85 | 0.10 | 123.671 | 123.240 | 125.760 | ||
| 170 | 2008.11.19 16:24 | s/l | 85 | 0.10 | 123.240 | 123.240 | 125.760 | -4310.00 | 1053190.00 |
| 171 | 2008.11.19 16:30 | buy | 86 | 0.10 | 123.491 | 123.060 | 125.580 | ||
| 172 | 2008.11.19 16:32 | s/l | 86 | 0.10 | 123.060 | 123.060 | 125.580 | -4310.00 | 1048880.00 |
| 173 | 2008.11.19 22:00 | sell | 87 | 0.10 | 119.920 | 120.340 | 117.820 | ||
| 174 | 2008.11.19 22:15 | close | 87 | 0.10 | 120.101 | 120.340 | 117.820 | -1810.00 | 1047070.00 |
| 175 | 2008.11.19 22:15 | sell | 88 | 0.10 | 120.090 | 120.510 | 117.990 | ||
| 176 | 2008.11.20 07:00 | close | 88 | 0.10 | 119.111 | 120.510 | 117.990 | 9790.00 | 1056860.00 |
| 177 | 2008.11.28 10:30 | sell | 89 | 0.10 | 122.610 | 123.030 | 120.510 | ||
| 178 | 2008.11.28 11:45 | close | 89 | 0.10 | 122.661 | 123.030 | 120.510 | -510.00 | 1056350.00 |
| 179 | 2008.11.28 12:00 | sell | 90 | 0.10 | 122.560 | 122.980 | 120.460 | ||
| 180 | 2008.11.28 18:00 | close | 90 | 0.10 | 121.201 | 122.980 | 120.460 | 13590.00 | 1069940.00 |
| 181 | 2008.11.28 18:00 | sell | 91 | 0.10 | 121.190 | 121.610 | 119.090 | ||
| 182 | 2008.12.01 09:30 | close | 91 | 0.10 | 119.601 | 121.610 | 119.090 | 15890.00 | 1085830.00 |
| 183 | 2008.12.04 10:15 | sell | 92 | 0.10 | 116.800 | 117.220 | 114.700 | ||
| 184 | 2008.12.04 10:30 | close | 92 | 0.10 | 116.951 | 117.220 | 114.700 | -1510.00 | 1084320.00 |
| 185 | 2008.12.04 10:45 | sell | 93 | 0.10 | 116.830 | 117.250 | 114.730 | ||
| 186 | 2008.12.04 13:05 | s/l | 93 | 0.10 | 117.250 | 117.250 | 114.730 | -4200.00 | 1080120.00 |
| 187 | 2008.12.05 15:00 | sell | 94 | 0.10 | 116.420 | 116.840 | 114.320 | ||
| 188 | 2008.12.05 15:15 | close | 94 | 0.10 | 116.661 | 116.840 | 114.320 | -2410.00 | 1077710.00 |
| 189 | 2008.12.05 16:15 | sell | 95 | 0.10 | 116.410 | 116.830 | 114.310 | ||
| 190 | 2008.12.05 18:07 | s/l | 95 | 0.10 | 116.830 | 116.830 | 114.310 | -4200.00 | 1073510.00 |
| 191 | 2008.12.08 08:15 | buy | 96 | 0.10 | 119.231 | 118.800 | 121.320 | ||
| 192 | 2008.12.08 09:30 | close | 96 | 0.10 | 120.740 | 118.800 | 121.320 | 15090.00 | 1088600.00 |
| 193 | 2008.12.10 08:15 | buy | 97 | 0.10 | 120.451 | 120.020 | 122.540 | ||
| 194 | 2008.12.10 08:58 | s/l | 97 | 0.10 | 120.020 | 120.020 | 122.540 | -4310.00 | 1084290.00 |
| 195 | 2008.12.10 16:30 | buy | 98 | 0.10 | 120.751 | 120.320 | 122.840 | ||
| 196 | 2008.12.10 16:53 | s/l | 98 | 0.10 | 120.320 | 120.320 | 122.840 | -4310.00 | 1079980.00 |
| 197 | 2008.12.10 17:15 | buy | 99 | 0.10 | 120.771 | 120.340 | 122.860 | ||
| 198 | 2008.12.10 20:00 | close | 99 | 0.10 | 120.630 | 120.340 | 122.860 | -1410.00 | 1078570.00 |
| 199 | 2008.12.11 07:45 | buy | 100 | 0.10 | 121.511 | 121.080 | 123.600 | ||
| 200 | 2008.12.11 09:39 | s/l | 100 | 0.10 | 121.080 | 121.080 | 123.600 | -4310.00 | 1074260.00 |
| 201 | 2008.12.11 18:00 | buy | 101 | 0.10 | 122.251 | 121.820 | 124.340 | ||
| 202 | 2008.12.12 01:12 | s/l | 101 | 0.10 | 121.820 | 121.820 | 124.340 | -4310.00 | 1069950.00 |
| 203 | 2008.12.16 21:15 | buy | 102 | 0.10 | 125.081 | 124.650 | 127.170 | ||
| 204 | 2008.12.16 22:30 | close | 102 | 0.10 | 125.030 | 124.650 | 127.170 | -510.00 | 1069440.00 |
| 205 | 2008.12.18 03:00 | buy | 103 | 0.10 | 126.641 | 126.210 | 128.730 | ||
| 206 | 2008.12.18 04:48 | s/l | 103 | 0.10 | 126.210 | 126.210 | 128.730 | -4310.00 | 1065130.00 |
| 207 | 2008.12.18 06:45 | buy | 104 | 0.10 | 127.121 | 126.690 | 129.210 | ||
| 208 | 2008.12.18 07:45 | close | 104 | 0.10 | 126.770 | 126.690 | 129.210 | -3510.00 | 1061620.00 |
| 209 | 2008.12.18 10:30 | buy | 105 | 0.10 | 127.381 | 126.950 | 129.470 | ||
| 210 | 2008.12.18 10:41 | t/p | 105 | 0.10 | 129.470 | 126.950 | 129.470 | 20890.00 | 1082510.00 |
| 211 | 2008.12.23 20:00 | buy | 106 | 0.10 | 126.711 | 126.280 | 128.800 | ||
| 212 | 2008.12.24 02:09 | s/l | 106 | 0.10 | 126.280 | 126.280 | 128.800 | -4310.00 | 1078200.00 |
| 213 | 2008.12.26 08:15 | buy | 107 | 0.10 | 127.161 | 126.730 | 129.250 | ||
| 214 | 2008.12.29 09:30 | close | 107 | 0.10 | 128.760 | 126.730 | 129.250 | 15990.00 | 1094190.00 |
| 215 | 2008.12.29 09:30 | buy | 108 | 0.10 | 128.771 | 128.340 | 130.860 | ||
| 216 | 2008.12.29 12:15 | close | 108 | 0.10 | 128.910 | 128.340 | 130.860 | 1390.00 | 1095580.00 |
| 217 | 2008.12.29 12:30 | buy | 109 | 0.10 | 129.171 | 128.740 | 131.260 | ||
| 218 | 2008.12.29 15:50 | s/l | 109 | 0.10 | 128.740 | 128.740 | 131.260 | -4310.00 | 1091270.00 |
| 219 | 2008.12.31 12:45 | sell | 110 | 0.10 | 126.600 | 127.020 | 124.500 | ||
| 220 | 2008.12.31 15:15 | close | 110 | 0.10 | 126.351 | 127.020 | 124.500 | 2490.00 | 1093760.00 |
| 221 | 2009.01.02 22:15 | buy | 111 | 0.10 | 127.961 | 127.530 | 130.050 | ||
| 222 | 2009.01.05 03:15 | close | 111 | 0.10 | 127.720 | 127.530 | 130.050 | -2410.00 | 1091350.00 |
| 223 | 2009.01.06 06:30 | sell | 112 | 0.10 | 125.940 | 126.360 | 123.840 | ||
| 224 | 2009.01.06 12:30 | close | 112 | 0.10 | 125.831 | 126.360 | 123.840 | 1090.00 | 1092440.00 |
| 225 | 2009.01.06 13:30 | sell | 113 | 0.10 | 125.260 | 125.680 | 123.160 | ||
| 226 | 2009.01.06 13:53 | s/l | 113 | 0.10 | 125.680 | 125.680 | 123.160 | -4200.00 | 1088240.00 |
| 227 | 2009.01.06 13:53 | sell | 114 | 0.10 | 125.690 | 125.720 | 123.200 | ||
| 228 | 2009.01.06 13:54 | s/l | 114 | 0.10 | 125.720 | 125.720 | 123.200 | -300.00 | 1087940.00 |
| 229 | 2009.01.08 02:00 | sell | 115 | 0.10 | 125.890 | 126.310 | 123.790 | ||
| 230 | 2009.01.08 02:42 | s/l | 115 | 0.10 | 126.310 | 126.310 | 123.790 | -4200.00 | 1083740.00 |
| 231 | 2009.01.08 03:30 | sell | 116 | 0.10 | 125.930 | 126.350 | 123.830 | ||
| 232 | 2009.01.08 14:45 | close | 116 | 0.10 | 124.701 | 126.350 | 123.830 | 12290.00 | 1096030.00 |
| 233 | 2009.01.09 15:30 | sell | 117 | 0.10 | 123.470 | 123.890 | 121.370 | ||
| 234 | 2009.01.09 15:45 | close | 117 | 0.10 | 122.981 | 123.890 | 121.370 | 4890.00 | 1100920.00 |
| 235 | 2009.01.09 16:00 | sell | 118 | 0.10 | 122.800 | 123.220 | 120.700 | ||
| 236 | 2009.01.09 16:30 | close | 118 | 0.10 | 122.271 | 123.220 | 120.700 | 5290.00 | 1106210.00 |
| 237 | 2009.01.09 17:00 | sell | 119 | 0.10 | 121.830 | 122.250 | 119.730 | ||
| 238 | 2009.01.09 17:15 | close | 119 | 0.10 | 121.781 | 122.250 | 119.730 | 490.00 | 1106700.00 |
| 239 | 2009.01.09 17:15 | sell | 120 | 0.10 | 121.770 | 122.190 | 119.670 | ||
| 240 | 2009.01.12 16:06 | t/p | 120 | 0.10 | 119.670 | 122.190 | 119.670 | 21000.00 | 1127700.00 |
| 241 | 2009.01.14 15:00 | sell | 121 | 0.10 | 116.810 | 117.230 | 114.710 | ||
| 242 | 2009.01.14 17:33 | s/l | 121 | 0.10 | 117.230 | 117.230 | 114.710 | -4200.00 | 1123500.00 |
| 243 | 2009.01.14 17:33 | sell | 122 | 0.10 | 117.231 | 117.290 | 114.770 | ||
| 244 | 2009.01.14 17:33 | s/l | 122 | 0.10 | 117.290 | 117.290 | 114.770 | -590.00 | 1122910.00 |
| 245 | 2009.01.23 07:15 | sell | 123 | 0.10 | 114.310 | 114.730 | 112.210 | ||
| 246 | 2009.01.23 08:05 | s/l | 123 | 0.10 | 114.730 | 114.730 | 112.210 | -4200.00 | 1118710.00 |
| 247 | 2009.01.23 08:45 | sell | 124 | 0.10 | 114.120 | 114.540 | 112.020 | ||
| 248 | 2009.01.23 09:15 | close | 124 | 0.10 | 113.271 | 114.540 | 112.020 | 8490.00 | 1127200.00 |
| 249 | 2009.01.23 09:15 | sell | 125 | 0.10 | 113.260 | 113.680 | 111.160 | ||
| 250 | 2009.01.23 09:52 | s/l | 125 | 0.10 | 113.680 | 113.680 | 111.160 | -4200.00 | 1123000.00 |
| 251 | 2009.01.23 09:52 | sell | 126 | 0.10 | 113.672 | 113.850 | 111.330 | ||
| 252 | 2009.01.23 14:06 | s/l | 126 | 0.10 | 113.850 | 113.850 | 111.330 | -1780.00 | 1121220.00 |
| 253 | 2009.02.02 10:00 | sell | 127 | 0.10 | 113.520 | 113.940 | 111.420 | ||
| 254 | 2009.02.02 11:15 | close | 127 | 0.10 | 113.611 | 113.940 | 111.420 | -910.00 | 1120310.00 |
| 255 | 2009.02.02 11:30 | sell | 128 | 0.10 | 113.290 | 113.710 | 111.190 | ||
| 256 | 2009.02.02 12:39 | s/l | 128 | 0.10 | 113.710 | 113.710 | 111.190 | -4200.00 | 1116110.00 |
| 257 | 2009.02.04 13:45 | sell | 129 | 0.10 | 114.240 | 114.660 | 112.140 | ||
| 258 | 2009.02.04 14:22 | s/l | 129 | 0.10 | 114.660 | 114.660 | 112.140 | -4200.00 | 1111910.00 |
| 259 | 2009.02.05 17:30 | buy | 130 | 0.10 | 116.361 | 115.930 | 118.450 | ||
| 260 | 2009.02.05 18:09 | t/p | 130 | 0.10 | 118.450 | 115.930 | 118.450 | 20890.00 | 1132800.00 |
| 261 | 2009.02.05 18:09 | buy | 131 | 0.10 | 118.501 | 116.410 | 118.930 | ||
| 262 | 2009.02.05 18:15 | close | 131 | 0.10 | 117.940 | 116.410 | 118.930 | -5610.00 | 1127190.00 |
| 263 | 2009.02.05 18:30 | buy | 132 | 0.10 | 118.011 | 117.580 | 120.100 | ||
| 264 | 2009.02.05 18:45 | close | 132 | 0.10 | 117.930 | 117.580 | 120.100 | -810.00 | 1126380.00 |
| 265 | 2009.02.05 18:45 | buy | 133 | 0.10 | 117.941 | 117.510 | 120.030 | ||
| 266 | 2009.02.05 19:18 | s/l | 133 | 0.10 | 117.510 | 117.510 | 120.030 | -4310.00 | 1122070.00 |
| 267 | 2009.02.05 19:18 | buy | 134 | 0.10 | 117.521 | 117.370 | 119.890 | ||
| 268 | 2009.02.05 19:22 | s/l | 134 | 0.10 | 117.370 | 117.370 | 119.890 | -1510.00 | 1120560.00 |
| 269 | 2009.02.05 19:30 | buy | 135 | 0.10 | 117.401 | 116.970 | 119.490 | ||
| 270 | 2009.02.05 20:59 | s/l | 135 | 0.10 | 116.970 | 116.970 | 119.490 | -4310.00 | 1116250.00 |
| 271 | 2009.02.12 10:00 | sell | 136 | 0.10 | 115.660 | 116.080 | 113.560 | ||
| 272 | 2009.02.12 14:33 | s/l | 136 | 0.10 | 116.080 | 116.080 | 113.560 | -4200.00 | 1112050.00 |
| 273 | 2009.02.12 15:30 | sell | 137 | 0.10 | 115.280 | 115.700 | 113.180 | ||
| 274 | 2009.02.12 16:39 | s/l | 137 | 0.10 | 115.700 | 115.700 | 113.180 | -4200.00 | 1107850.00 |
| 275 | 2009.02.17 09:30 | sell | 138 | 0.10 | 116.260 | 116.680 | 114.160 | ||
| 276 | 2009.02.17 20:07 | s/l | 138 | 0.10 | 116.680 | 116.680 | 114.160 | -4200.00 | 1103650.00 |
| 277 | 2009.02.18 14:45 | buy | 139 | 0.10 | 117.121 | 116.690 | 119.210 | ||
| 278 | 2009.02.18 15:45 | close | 139 | 0.10 | 117.240 | 116.690 | 119.210 | 1190.00 | 1104840.00 |
| 279 | 2009.02.18 15:45 | buy | 140 | 0.10 | 117.251 | 116.820 | 119.340 | ||
| 280 | 2009.02.18 16:10 | s/l | 140 | 0.10 | 116.820 | 116.820 | 119.340 | -4310.00 | 1100530.00 |
| 281 | 2009.02.18 16:30 | buy | 141 | 0.10 | 117.431 | 117.000 | 119.520 | ||
| 282 | 2009.02.19 14:49 | t/p | 141 | 0.10 | 119.520 | 117.000 | 119.520 | 20890.00 | 1121420.00 |
| 283 | 2009.02.19 14:49 | buy | 142 | 0.10 | 119.541 | 118.810 | 121.330 | ||
| 284 | 2009.02.19 15:15 | close | 142 | 0.10 | 120.270 | 118.810 | 121.330 | 7290.00 | 1128710.00 |
| 285 | 2009.02.23 08:30 | buy | 143 | 0.10 | 120.741 | 120.310 | 122.830 | ||
| 286 | 2009.02.23 12:15 | close | 143 | 0.10 | 121.140 | 120.310 | 122.830 | 3990.00 | 1132700.00 |
| 287 | 2009.02.24 10:15 | buy | 144 | 0.10 | 121.931 | 121.500 | 124.020 | ||
| 288 | 2009.02.24 19:38 | t/p | 144 | 0.10 | 124.020 | 121.500 | 124.020 | 20890.00 | 1153590.00 |
| 289 | 2009.02.26 11:15 | buy | 145 | 0.10 | 125.151 | 124.720 | 127.240 | ||
| 290 | 2009.02.26 14:30 | close | 145 | 0.10 | 125.100 | 124.720 | 127.240 | -510.00 | 1153080.00 |
| 291 | 2009.02.26 17:00 | buy | 146 | 0.10 | 125.511 | 125.080 | 127.600 | ||
| 292 | 2009.02.27 00:36 | s/l | 146 | 0.10 | 125.080 | 125.080 | 127.600 | -4310.00 | 1148770.00 |
| 293 | 2009.03.04 13:15 | buy | 147 | 0.10 | 124.471 | 124.040 | 126.560 | ||
| 294 | 2009.03.05 13:30 | close | 147 | 0.10 | 124.290 | 124.040 | 126.560 | -1810.00 | 1146960.00 |
| 295 | 2009.03.09 00:15 | buy | 148 | 0.10 | 124.791 | 124.360 | 126.880 | ||
| 296 | 2009.03.09 04:38 | s/l | 148 | 0.10 | 124.360 | 124.360 | 126.880 | -4310.00 | 1142650.00 |
| 297 | 2009.03.10 05:00 | buy | 149 | 0.10 | 125.451 | 125.020 | 127.540 | ||
| 298 | 2009.03.10 05:49 | s/l | 149 | 0.10 | 125.020 | 125.020 | 127.540 | -4310.00 | 1138340.00 |
| 299 | 2009.03.10 06:45 | buy | 150 | 0.10 | 125.621 | 125.190 | 127.710 | ||
| 300 | 2009.03.10 06:59 | s/l | 150 | 0.10 | 125.190 | 125.190 | 127.710 | -4310.00 | 1134030.00 |