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 |
| 301 | 2009.03.10 09:00 | buy | 151 | 0.10 | 125.501 | 125.070 | 127.590 | ||
| 302 | 2009.03.10 10:00 | s/l | 151 | 0.10 | 125.070 | 125.070 | 127.590 | -4310.00 | 1129720.00 |
| 303 | 2009.03.10 14:45 | buy | 152 | 0.10 | 125.941 | 125.510 | 128.030 | ||
| 304 | 2009.03.10 15:40 | s/l | 152 | 0.10 | 125.510 | 125.510 | 128.030 | -4310.00 | 1125410.00 |
| 305 | 2009.03.10 15:40 | buy | 153 | 0.10 | 125.521 | 125.290 | 127.810 | ||
| 306 | 2009.03.10 17:44 | s/l | 153 | 0.10 | 125.290 | 125.290 | 127.810 | -2310.00 | 1123100.00 |
| 307 | 2009.03.12 03:45 | sell | 154 | 0.10 | 124.220 | 124.640 | 122.120 | ||
| 308 | 2009.03.12 09:48 | t/p | 154 | 0.10 | 122.120 | 124.640 | 122.120 | 21000.00 | 1144100.00 |
| 309 | 2009.03.12 09:48 | sell | 155 | 0.10 | 122.100 | 122.790 | 120.270 | ||
| 310 | 2009.03.12 10:52 | s/l | 155 | 0.10 | 122.790 | 122.790 | 120.270 | -6900.00 | 1137200.00 |
| 311 | 2009.03.16 09:15 | buy | 156 | 0.10 | 127.541 | 127.110 | 129.630 | ||
| 312 | 2009.03.16 15:30 | close | 156 | 0.10 | 127.820 | 127.110 | 129.630 | 2790.00 | 1139990.00 |
| 313 | 2009.03.17 23:45 | buy | 157 | 0.10 | 128.631 | 128.200 | 130.720 | ||
| 314 | 2009.03.18 02:10 | s/l | 157 | 0.10 | 128.200 | 128.200 | 130.720 | -4310.00 | 1135680.00 |
| 315 | 2009.03.18 13:45 | buy | 158 | 0.10 | 128.861 | 128.430 | 130.950 | ||
| 316 | 2009.03.18 15:37 | s/l | 158 | 0.10 | 128.430 | 128.430 | 130.950 | -4310.00 | 1131370.00 |
| 317 | 2009.03.18 19:30 | buy | 159 | 0.10 | 129.061 | 128.630 | 131.150 | ||
| 318 | 2009.03.18 19:31 | s/l | 159 | 0.10 | 128.630 | 128.630 | 131.150 | -4310.00 | 1127060.00 |
| 319 | 2009.03.18 19:45 | buy | 160 | 0.10 | 128.941 | 128.510 | 131.030 | ||
| 320 | 2009.03.18 19:47 | s/l | 160 | 0.10 | 128.510 | 128.510 | 131.030 | -4310.00 | 1122750.00 |
| 321 | 2009.03.18 20:00 | buy | 161 | 0.10 | 129.251 | 128.820 | 131.340 | ||
| 322 | 2009.03.19 01:30 | close | 161 | 0.10 | 129.590 | 128.820 | 131.340 | 3390.00 | 1126140.00 |
| 323 | 2009.03.20 13:30 | buy | 162 | 0.10 | 129.821 | 129.390 | 131.910 | ||
| 324 | 2009.03.23 03:44 | t/p | 162 | 0.10 | 131.910 | 129.390 | 131.910 | 20890.00 | 1147030.00 |
| 325 | 2009.03.23 03:44 | buy | 163 | 0.10 | 131.925 | 131.299 | 133.819 | ||
| 326 | 2009.03.23 05:50 | s/l | 163 | 0.10 | 131.299 | 131.299 | 133.819 | -6260.00 | 1140770.00 |
| 327 | 2009.03.26 08:45 | buy | 164 | 0.10 | 133.325 | 132.894 | 135.414 | ||
| 328 | 2009.03.26 09:11 | s/l | 164 | 0.10 | 132.894 | 132.894 | 135.414 | -4310.00 | 1136460.00 |
| 329 | 2009.03.26 12:00 | buy | 165 | 0.10 | 133.662 | 133.231 | 135.751 | ||
| 330 | 2009.03.26 15:17 | s/l | 165 | 0.10 | 133.231 | 133.231 | 135.751 | -4310.00 | 1132150.00 |
| 331 | 2009.04.02 09:45 | buy | 166 | 0.10 | 131.581 | 131.150 | 133.670 | ||
| 332 | 2009.04.02 13:15 | close | 166 | 0.10 | 133.006 | 131.150 | 133.670 | 14250.00 | 1146400.00 |
| 333 | 2009.04.02 13:15 | buy | 167 | 0.10 | 133.017 | 132.586 | 135.106 | ||
| 334 | 2009.04.02 13:35 | s/l | 167 | 0.10 | 132.586 | 132.586 | 135.106 | -4310.00 | 1142090.00 |
| 335 | 2009.04.02 13:35 | buy | 168 | 0.10 | 132.594 | 132.461 | 134.981 | ||
| 336 | 2009.04.02 13:40 | s/l | 168 | 0.10 | 132.461 | 132.461 | 134.981 | -1330.00 | 1140760.00 |
| 337 | 2009.04.02 13:45 | buy | 169 | 0.10 | 132.607 | 132.176 | 134.696 | ||
| 338 | 2009.04.03 02:15 | t/p | 169 | 0.10 | 134.696 | 132.176 | 134.696 | 20890.00 | 1161650.00 |
| 339 | 2009.04.03 21:00 | buy | 170 | 0.10 | 135.184 | 134.753 | 137.273 | ||
| 340 | 2009.04.06 10:20 | t/p | 170 | 0.10 | 137.273 | 134.753 | 137.273 | 20890.00 | 1182540.00 |
| 341 | 2009.04.10 03:15 | sell | 171 | 0.10 | 131.581 | 132.001 | 129.481 | ||
| 342 | 2009.04.10 11:35 | s/l | 171 | 0.10 | 132.001 | 132.001 | 129.481 | -4200.00 | 1178340.00 |
| 343 | 2009.04.13 10:15 | buy | 172 | 0.10 | 133.027 | 132.596 | 135.116 | ||
| 344 | 2009.04.13 11:49 | s/l | 172 | 0.10 | 132.596 | 132.596 | 135.116 | -4310.00 | 1174030.00 |
| 345 | 2009.04.13 12:15 | buy | 173 | 0.10 | 132.749 | 132.318 | 134.838 | ||
| 346 | 2009.04.14 02:30 | close | 173 | 0.10 | 133.681 | 132.318 | 134.838 | 9320.00 | 1183350.00 |
| 347 | 2009.04.14 15:00 | sell | 174 | 0.10 | 131.514 | 131.934 | 129.414 | ||
| 348 | 2009.04.15 10:00 | close | 174 | 0.10 | 130.621 | 131.934 | 129.414 | 8930.00 | 1192280.00 |
| 349 | 2009.04.16 09:15 | sell | 175 | 0.10 | 129.994 | 130.414 | 127.894 | ||
| 350 | 2009.04.16 12:29 | s/l | 175 | 0.10 | 130.414 | 130.414 | 127.894 | -4200.00 | 1188080.00 |
| 351 | 2009.04.17 10:30 | sell | 176 | 0.10 | 129.643 | 130.063 | 127.543 | ||
| 352 | 2009.04.17 10:53 | s/l | 176 | 0.10 | 130.063 | 130.063 | 127.543 | -4200.00 | 1183880.00 |
| 353 | 2009.04.17 13:30 | sell | 177 | 0.10 | 129.440 | 129.860 | 127.340 | ||
| 354 | 2009.04.20 14:45 | close | 177 | 0.10 | 127.524 | 129.860 | 127.340 | 19160.00 | 1203040.00 |
| 355 | 2009.04.23 22:45 | buy | 178 | 0.10 | 128.857 | 128.426 | 130.946 | ||
| 356 | 2009.04.24 02:00 | s/l | 178 | 0.10 | 128.426 | 128.426 | 130.946 | -4310.00 | 1198730.00 |
| 357 | 2009.04.24 17:15 | buy | 179 | 0.10 | 129.183 | 128.752 | 131.272 | ||
| 358 | 2009.04.24 18:48 | s/l | 179 | 0.10 | 128.752 | 128.752 | 131.272 | -4310.00 | 1194420.00 |
| 359 | 2009.04.27 05:45 | sell | 180 | 0.10 | 127.286 | 127.706 | 125.186 | ||
| 360 | 2009.04.28 05:19 | t/p | 180 | 0.10 | 125.186 | 127.706 | 125.186 | 21000.00 | 1215420.00 |
| 361 | 2009.05.01 02:45 | buy | 181 | 0.10 | 131.391 | 130.960 | 133.480 | ||
| 362 | 2009.05.01 03:38 | s/l | 181 | 0.10 | 130.960 | 130.960 | 133.480 | -4310.00 | 1211110.00 |
| 363 | 2009.05.01 09:15 | buy | 182 | 0.10 | 131.865 | 131.434 | 133.954 | ||
| 364 | 2009.05.01 13:15 | close | 182 | 0.10 | 131.804 | 131.434 | 133.954 | -610.00 | 1210500.00 |
| 365 | 2009.05.04 17:15 | buy | 183 | 0.10 | 132.833 | 132.402 | 134.922 | ||
| 366 | 2009.05.04 17:44 | s/l | 183 | 0.10 | 132.402 | 132.402 | 134.922 | -4310.00 | 1206190.00 |
| 367 | 2009.05.07 11:30 | buy | 184 | 0.10 | 132.079 | 131.648 | 134.168 | ||
| 368 | 2009.05.07 16:00 | close | 184 | 0.10 | 133.029 | 131.648 | 134.168 | 9500.00 | 1215690.00 |
| 369 | 2009.05.07 16:00 | buy | 185 | 0.10 | 133.040 | 132.609 | 135.129 | ||
| 370 | 2009.05.07 16:08 | s/l | 185 | 0.10 | 132.609 | 132.609 | 135.129 | -4310.00 | 1211380.00 |
| 371 | 2009.05.08 21:45 | buy | 186 | 0.10 | 134.201 | 133.770 | 136.290 | ||
| 372 | 2009.05.11 00:15 | close | 186 | 0.10 | 134.374 | 133.770 | 136.290 | 1730.00 | 1213110.00 |
| 373 | 2009.05.11 00:15 | buy | 187 | 0.10 | 134.385 | 133.954 | 136.474 | ||
| 374 | 2009.05.11 09:40 | s/l | 187 | 0.10 | 133.954 | 133.954 | 136.474 | -4310.00 | 1208800.00 |
| 375 | 2009.05.12 18:15 | sell | 188 | 0.10 | 131.326 | 131.746 | 129.226 | ||
| 376 | 2009.05.12 21:34 | s/l | 188 | 0.10 | 131.746 | 131.746 | 129.226 | -4200.00 | 1204600.00 |
| 377 | 2009.05.15 11:15 | sell | 189 | 0.10 | 128.649 | 129.069 | 126.549 | ||
| 378 | 2009.05.15 14:34 | s/l | 189 | 0.10 | 129.069 | 129.069 | 126.549 | -4200.00 | 1200400.00 |
| 379 | 2009.05.15 19:45 | sell | 190 | 0.10 | 128.074 | 128.494 | 125.974 | ||
| 380 | 2009.05.18 09:15 | close | 190 | 0.10 | 128.274 | 128.494 | 125.974 | -2000.00 | 1198400.00 |
| 381 | 2009.05.20 04:45 | sell | 191 | 0.10 | 129.855 | 130.275 | 127.755 | ||
| 382 | 2009.05.20 06:00 | s/l | 191 | 0.10 | 130.275 | 130.275 | 127.755 | -4200.00 | 1194200.00 |
| 383 | 2009.05.20 07:45 | sell | 192 | 0.10 | 129.850 | 130.270 | 127.750 | ||
| 384 | 2009.05.20 08:59 | s/l | 192 | 0.10 | 130.270 | 130.270 | 127.750 | -4200.00 | 1190000.00 |
| 385 | 2009.05.22 15:15 | buy | 193 | 0.10 | 131.908 | 131.477 | 133.997 | ||
| 386 | 2009.05.25 16:30 | close | 193 | 0.10 | 133.030 | 131.477 | 133.997 | 11220.00 | 1201220.00 |
| 387 | 2009.05.28 08:30 | buy | 194 | 0.10 | 133.738 | 133.307 | 135.827 | ||
| 388 | 2009.05.28 09:15 | close | 194 | 0.10 | 133.897 | 133.307 | 135.827 | 1590.00 | 1202810.00 |
| 389 | 2009.05.28 09:15 | buy | 195 | 0.10 | 133.908 | 133.477 | 135.997 | ||
| 390 | 2009.05.29 09:30 | close | 195 | 0.10 | 135.391 | 133.477 | 135.997 | 14830.00 | 1217640.00 |
| 391 | 2009.06.01 15:15 | buy | 196 | 0.10 | 135.712 | 135.281 | 137.801 | ||
| 392 | 2009.06.02 02:15 | close | 196 | 0.10 | 136.042 | 135.281 | 137.801 | 3300.00 | 1220940.00 |
| 393 | 2009.06.03 08:15 | buy | 197 | 0.10 | 137.358 | 136.927 | 139.447 | ||
| 394 | 2009.06.03 10:39 | s/l | 197 | 0.10 | 136.927 | 136.927 | 139.447 | -4310.00 | 1216630.00 |
| 395 | 2009.06.05 15:00 | buy | 198 | 0.10 | 138.021 | 137.590 | 140.110 | ||
| 396 | 2009.06.05 15:15 | close | 198 | 0.10 | 137.900 | 137.590 | 140.110 | -1210.00 | 1215420.00 |
| 397 | 2009.06.05 15:15 | buy | 199 | 0.10 | 137.911 | 137.480 | 140.000 | ||
| 398 | 2009.06.05 15:23 | s/l | 199 | 0.10 | 137.480 | 137.480 | 140.000 | -4310.00 | 1211110.00 |
| 399 | 2009.06.05 21:45 | buy | 200 | 0.10 | 138.114 | 137.683 | 140.203 | ||
| 400 | 2009.06.08 00:00 | s/l | 200 | 0.10 | 137.683 | 137.683 | 140.203 | -4310.00 | 1206800.00 |
| 401 | 2009.06.09 06:00 | sell | 201 | 0.10 | 135.958 | 136.378 | 133.858 | ||
| 402 | 2009.06.09 08:22 | s/l | 201 | 0.10 | 136.378 | 136.378 | 133.858 | -4200.00 | 1202600.00 |
| 403 | 2009.06.10 07:15 | buy | 202 | 0.10 | 137.532 | 137.101 | 139.621 | ||
| 404 | 2009.06.10 17:18 | s/l | 202 | 0.10 | 137.101 | 137.101 | 139.621 | -4310.00 | 1198290.00 |
| 405 | 2009.06.12 08:15 | buy | 203 | 0.10 | 138.164 | 137.733 | 140.253 | ||
| 406 | 2009.06.12 09:16 | s/l | 203 | 0.10 | 137.733 | 137.733 | 140.253 | -4310.00 | 1193980.00 |
| 407 | 2009.06.15 02:15 | sell | 204 | 0.10 | 137.272 | 137.692 | 135.172 | ||
| 408 | 2009.06.15 17:06 | t/p | 204 | 0.10 | 135.172 | 137.692 | 135.172 | 21000.00 | 1214980.00 |
| 409 | 2009.06.15 17:06 | sell | 205 | 0.10 | 135.140 | 135.942 | 133.422 | ||
| 410 | 2009.06.16 03:10 | t/p | 205 | 0.10 | 133.422 | 135.942 | 133.422 | 17180.00 | 1232160.00 |
| 411 | 2009.06.17 17:15 | sell | 206 | 0.10 | 132.512 | 132.932 | 130.412 | ||
| 412 | 2009.06.17 18:23 | s/l | 206 | 0.10 | 132.932 | 132.932 | 130.412 | -4200.00 | 1227960.00 |
| 413 | 2009.06.22 02:15 | sell | 207 | 0.10 | 133.607 | 134.027 | 131.507 | ||
| 414 | 2009.06.22 16:15 | close | 207 | 0.10 | 133.010 | 134.027 | 131.507 | 5970.00 | 1233930.00 |
| 415 | 2009.06.23 03:00 | sell | 208 | 0.10 | 131.958 | 132.378 | 129.858 | ||
| 416 | 2009.06.23 09:04 | s/l | 208 | 0.10 | 132.378 | 132.378 | 129.858 | -4200.00 | 1229730.00 |
| 417 | 2009.06.26 18:30 | sell | 209 | 0.10 | 133.728 | 134.148 | 131.628 | ||
| 418 | 2009.06.26 18:47 | s/l | 209 | 0.10 | 134.148 | 134.148 | 131.628 | -4200.00 | 1225530.00 |
| 419 | 2009.06.29 08:15 | sell | 210 | 0.10 | 133.433 | 133.853 | 131.333 | ||
| 420 | 2009.06.29 09:16 | s/l | 210 | 0.10 | 133.853 | 133.853 | 131.333 | -4200.00 | 1221330.00 |
| 421 | 2009.06.29 18:30 | buy | 211 | 0.10 | 135.087 | 134.656 | 137.176 | ||
| 422 | 2009.06.30 08:45 | close | 211 | 0.10 | 135.073 | 134.656 | 137.176 | -140.00 | 1221190.00 |
| 423 | 2009.07.01 05:15 | buy | 212 | 0.10 | 135.862 | 135.431 | 137.951 | ||
| 424 | 2009.07.02 05:30 | close | 212 | 0.10 | 136.325 | 135.431 | 137.951 | 4630.00 | 1225820.00 |
| 425 | 2009.07.06 03:30 | sell | 213 | 0.10 | 133.596 | 134.016 | 131.496 | ||
| 426 | 2009.07.07 03:45 | close | 213 | 0.10 | 133.078 | 134.016 | 131.496 | 5180.00 | 1231000.00 |
| 427 | 2009.07.08 01:45 | sell | 214 | 0.10 | 131.516 | 131.936 | 129.416 | ||
| 428 | 2009.07.08 09:30 | close | 214 | 0.10 | 131.297 | 131.936 | 129.416 | 2190.00 | 1233190.00 |
| 429 | 2009.07.10 11:45 | sell | 215 | 0.10 | 128.682 | 129.102 | 126.582 | ||
| 430 | 2009.07.10 13:09 | s/l | 215 | 0.10 | 129.102 | 129.102 | 126.582 | -4200.00 | 1228990.00 |
| 431 | 2009.07.10 14:00 | sell | 216 | 0.10 | 128.535 | 128.955 | 126.435 | ||
| 432 | 2009.07.10 14:45 | close | 216 | 0.10 | 128.360 | 128.955 | 126.435 | 1750.00 | 1230740.00 |
| 433 | 2009.07.10 14:45 | sell | 217 | 0.10 | 128.349 | 128.769 | 126.249 | ||
| 434 | 2009.07.10 15:00 | close | 217 | 0.10 | 128.615 | 128.769 | 126.249 | -2660.00 | 1228080.00 |
| 435 | 2009.07.10 15:15 | sell | 218 | 0.10 | 128.270 | 128.690 | 126.170 | ||
| 436 | 2009.07.10 15:42 | s/l | 218 | 0.10 | 128.690 | 128.690 | 126.170 | -4200.00 | 1223880.00 |
| 437 | 2009.07.10 15:42 | sell | 219 | 0.10 | 128.691 | 128.807 | 126.287 | ||
| 438 | 2009.07.10 15:49 | s/l | 219 | 0.10 | 128.807 | 128.807 | 126.287 | -1160.00 | 1222720.00 |
| 439 | 2009.07.10 17:15 | sell | 220 | 0.10 | 128.295 | 128.715 | 126.195 | ||
| 440 | 2009.07.10 17:45 | close | 220 | 0.10 | 128.486 | 128.715 | 126.195 | -1910.00 | 1220810.00 |
| 441 | 2009.07.15 08:15 | buy | 221 | 0.10 | 131.250 | 130.819 | 133.339 | ||
| 442 | 2009.07.15 19:48 | t/p | 221 | 0.10 | 133.339 | 130.819 | 133.339 | 20890.00 | 1241700.00 |
| 443 | 2009.07.17 15:15 | buy | 222 | 0.10 | 132.852 | 132.421 | 134.941 | ||
| 444 | 2009.07.20 16:30 | close | 222 | 0.10 | 134.368 | 132.421 | 134.941 | 15160.00 | 1256860.00 |
| 445 | 2009.07.23 04:00 | buy | 223 | 0.10 | 133.710 | 133.279 | 135.799 | ||
| 446 | 2009.07.23 20:00 | close | 223 | 0.10 | 135.135 | 133.279 | 135.799 | 14250.00 | 1271110.00 |
| 447 | 2009.07.27 09:00 | buy | 224 | 0.10 | 135.404 | 134.973 | 137.493 | ||
| 448 | 2009.07.28 09:15 | close | 224 | 0.10 | 135.858 | 134.973 | 137.493 | 4540.00 | 1275650.00 |
| 449 | 2009.07.31 13:15 | buy | 225 | 0.10 | 135.381 | 134.950 | 137.470 | ||
| 450 | 2009.07.31 14:33 | s/l | 225 | 0.10 | 134.950 | 134.950 | 137.470 | -4310.00 | 1271340.00 |