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 |
| 451 | 2009.08.03 01:30 | buy | 226 | 0.10 | 135.415 | 134.984 | 137.504 | ||
| 452 | 2009.08.03 03:01 | s/l | 226 | 0.10 | 134.984 | 134.984 | 137.504 | -4310.00 | 1267030.00 |
| 453 | 2009.08.03 10:45 | buy | 227 | 0.10 | 135.461 | 135.030 | 137.550 | ||
| 454 | 2009.08.04 03:36 | t/p | 227 | 0.10 | 137.550 | 135.030 | 137.550 | 20890.00 | 1287920.00 |
| 455 | 2009.08.06 14:45 | buy | 228 | 0.10 | 137.760 | 137.329 | 139.849 | ||
| 456 | 2009.08.06 15:48 | s/l | 228 | 0.10 | 137.329 | 137.329 | 139.849 | -4310.00 | 1283610.00 |
| 457 | 2009.08.07 15:00 | buy | 229 | 0.10 | 138.121 | 137.690 | 140.210 | ||
| 458 | 2009.08.07 15:15 | close | 229 | 0.10 | 138.412 | 137.690 | 140.210 | 2910.00 | 1286520.00 |
| 459 | 2009.08.07 15:15 | buy | 230 | 0.10 | 138.423 | 137.992 | 140.512 | ||
| 460 | 2009.08.10 02:27 | s/l | 230 | 0.10 | 137.992 | 137.992 | 140.512 | -4310.00 | 1282210.00 |
| 461 | 2009.08.11 04:45 | sell | 231 | 0.10 | 136.746 | 137.166 | 134.646 | ||
| 462 | 2009.08.11 08:59 | s/l | 231 | 0.10 | 137.166 | 137.166 | 134.646 | -4200.00 | 1278010.00 |
| 463 | 2009.08.11 15:15 | sell | 232 | 0.10 | 136.040 | 136.460 | 133.940 | ||
| 464 | 2009.08.12 12:15 | close | 232 | 0.10 | 135.633 | 136.460 | 133.940 | 4070.00 | 1282080.00 |
| 465 | 2009.08.14 15:45 | sell | 233 | 0.10 | 135.035 | 135.455 | 132.935 | ||
| 466 | 2009.08.17 13:18 | t/p | 233 | 0.10 | 132.935 | 135.455 | 132.935 | 21000.00 | 1303080.00 |
| 467 | 2009.08.19 09:00 | sell | 234 | 0.10 | 132.847 | 133.267 | 130.747 | ||
| 468 | 2009.08.19 16:01 | s/l | 234 | 0.10 | 133.267 | 133.267 | 130.747 | -4200.00 | 1298880.00 |
| 469 | 2009.08.21 05:30 | sell | 235 | 0.10 | 133.377 | 133.797 | 131.277 | ||
| 470 | 2009.08.21 08:57 | s/l | 235 | 0.10 | 133.797 | 133.797 | 131.277 | -4200.00 | 1294680.00 |
| 471 | 2009.08.21 16:30 | buy | 236 | 0.10 | 135.108 | 134.677 | 137.197 | ||
| 472 | 2009.08.24 09:00 | close | 236 | 0.10 | 135.450 | 134.677 | 137.197 | 3420.00 | 1298100.00 |
| 473 | 2009.08.27 02:45 | sell | 237 | 0.10 | 133.661 | 134.081 | 131.561 | ||
| 474 | 2009.08.27 20:15 | s/l | 237 | 0.10 | 134.081 | 134.081 | 131.561 | -4200.00 | 1293900.00 |
| 475 | 2009.08.31 03:00 | sell | 238 | 0.10 | 132.937 | 133.357 | 130.837 | ||
| 476 | 2009.08.31 19:58 | s/l | 238 | 0.10 | 133.357 | 133.357 | 130.837 | -4200.00 | 1289700.00 |
| 477 | 2009.09.01 19:15 | sell | 239 | 0.10 | 132.260 | 132.680 | 130.160 | ||
| 478 | 2009.09.02 19:30 | close | 239 | 0.10 | 131.621 | 132.680 | 130.160 | 6390.00 | 1296090.00 |
| 479 | 2009.09.04 18:15 | buy | 240 | 0.10 | 132.701 | 132.270 | 134.790 | ||
| 480 | 2009.09.07 19:30 | close | 240 | 0.10 | 133.120 | 132.270 | 134.790 | 4190.00 | 1300280.00 |
| 481 | 2009.09.08 17:30 | buy | 241 | 0.10 | 133.821 | 133.390 | 135.910 | ||
| 482 | 2009.09.09 17:45 | close | 241 | 0.10 | 133.870 | 133.390 | 135.910 | 490.00 | 1300770.00 |
| 483 | 2009.09.10 08:00 | buy | 242 | 0.10 | 134.341 | 133.910 | 136.430 | ||
| 484 | 2009.09.10 12:01 | s/l | 242 | 0.10 | 133.910 | 133.910 | 136.430 | -4310.00 | 1296460.00 |
| 485 | 2009.09.11 02:30 | sell | 243 | 0.10 | 133.500 | 133.920 | 131.400 | ||
| 486 | 2009.09.14 03:28 | t/p | 243 | 0.10 | 131.400 | 133.920 | 131.400 | 21000.00 | 1317460.00 |
| 487 | 2009.09.16 05:45 | buy | 244 | 0.10 | 133.671 | 133.240 | 135.760 | ||
| 488 | 2009.09.16 08:06 | s/l | 244 | 0.10 | 133.240 | 133.240 | 135.760 | -4310.00 | 1313150.00 |
| 489 | 2009.09.16 09:45 | sell | 245 | 0.10 | 132.720 | 133.140 | 130.620 | ||
| 490 | 2009.09.16 16:17 | s/l | 245 | 0.10 | 133.140 | 133.140 | 130.620 | -4200.00 | 1308950.00 |
| 491 | 2009.09.21 07:30 | buy | 246 | 0.10 | 134.901 | 134.470 | 136.990 | ||
| 492 | 2009.09.22 07:45 | close | 246 | 0.10 | 134.890 | 134.470 | 136.990 | -110.00 | 1308840.00 |
| 493 | 2009.09.23 05:15 | sell | 247 | 0.10 | 134.420 | 134.840 | 132.320 | ||
| 494 | 2009.09.23 12:23 | s/l | 247 | 0.10 | 134.840 | 134.840 | 132.320 | -4200.00 | 1304640.00 |
| 495 | 2009.09.24 05:15 | sell | 248 | 0.10 | 134.120 | 134.540 | 132.020 | ||
| 496 | 2009.09.25 02:15 | close | 248 | 0.10 | 133.351 | 134.540 | 132.020 | 7690.00 | 1312330.00 |
| 497 | 2009.09.25 03:00 | sell | 249 | 0.10 | 132.880 | 133.300 | 130.780 | ||
| 498 | 2009.09.25 06:35 | s/l | 249 | 0.10 | 133.300 | 133.300 | 130.780 | -4200.00 | 1308130.00 |
| 499 | 2009.09.25 12:30 | sell | 250 | 0.10 | 132.530 | 132.950 | 130.430 | ||
| 500 | 2009.09.28 01:06 | t/p | 250 | 0.10 | 130.430 | 132.950 | 130.430 | 21000.00 | 1329130.00 |
| 501 | 2009.10.01 01:30 | buy | 251 | 0.10 | 131.751 | 131.320 | 133.840 | ||
| 502 | 2009.10.01 03:36 | s/l | 251 | 0.10 | 131.320 | 131.320 | 133.840 | -4310.00 | 1324820.00 |
| 503 | 2009.10.01 13:45 | sell | 252 | 0.10 | 130.790 | 131.210 | 128.690 | ||
| 504 | 2009.10.02 14:00 | close | 252 | 0.10 | 129.851 | 131.210 | 128.690 | 9390.00 | 1334210.00 |
| 505 | 2009.10.05 02:30 | buy | 253 | 0.10 | 131.201 | 130.770 | 133.290 | ||
| 506 | 2009.10.06 02:45 | close | 253 | 0.10 | 131.130 | 130.770 | 133.290 | -710.00 | 1333500.00 |
| 507 | 2009.10.06 15:30 | sell | 254 | 0.10 | 130.760 | 131.180 | 128.660 | ||
| 508 | 2009.10.07 13:00 | close | 254 | 0.10 | 130.031 | 131.180 | 128.660 | 7290.00 | 1340790.00 |
| 509 | 2009.10.08 19:15 | buy | 255 | 0.10 | 130.921 | 130.490 | 133.010 | ||
| 510 | 2009.10.09 19:30 | close | 255 | 0.10 | 132.100 | 130.490 | 133.010 | 11790.00 | 1352580.00 |
| 511 | 2009.10.09 19:30 | buy | 256 | 0.10 | 132.111 | 131.680 | 134.200 | ||
| 512 | 2009.10.12 20:45 | close | 256 | 0.10 | 132.790 | 131.680 | 134.200 | 6790.00 | 1359370.00 |
| 513 | 2009.10.13 20:15 | buy | 257 | 0.10 | 133.201 | 132.770 | 135.290 | ||
| 514 | 2009.10.14 03:48 | s/l | 257 | 0.10 | 132.770 | 132.770 | 135.290 | -4310.00 | 1355060.00 |
| 515 | 2009.10.14 13:15 | buy | 258 | 0.10 | 133.461 | 133.030 | 135.550 | ||
| 516 | 2009.10.14 15:35 | s/l | 258 | 0.10 | 133.030 | 133.030 | 135.550 | -4310.00 | 1350750.00 |
| 517 | 2009.10.15 02:15 | buy | 259 | 0.10 | 133.761 | 133.330 | 135.850 | ||
| 518 | 2009.10.15 16:15 | close | 259 | 0.10 | 134.730 | 133.330 | 135.850 | 9690.00 | 1360440.00 |
| 519 | 2009.10.15 16:15 | buy | 260 | 0.10 | 134.741 | 134.310 | 136.830 | ||
| 520 | 2009.10.16 16:30 | close | 260 | 0.10 | 135.470 | 134.310 | 136.830 | 7290.00 | 1367730.00 |
| 521 | 2009.10.21 11:30 | buy | 261 | 0.10 | 135.881 | 135.450 | 137.970 | ||
| 522 | 2009.10.22 12:30 | close | 261 | 0.10 | 136.450 | 135.450 | 137.970 | 5690.00 | 1373420.00 |
| 523 | 2009.10.23 02:15 | buy | 262 | 0.10 | 137.621 | 137.190 | 139.710 | ||
| 524 | 2009.10.26 01:15 | close | 262 | 0.10 | 137.750 | 137.190 | 139.710 | 1290.00 | 1374710.00 |
| 525 | 2009.10.26 15:15 | buy | 263 | 0.10 | 138.411 | 137.980 | 140.500 | ||
| 526 | 2009.10.26 16:31 | s/l | 263 | 0.10 | 137.980 | 137.980 | 140.500 | -4310.00 | 1370400.00 |
| 527 | 2009.10.27 18:15 | sell | 264 | 0.10 | 135.820 | 136.240 | 133.720 | ||
| 528 | 2009.10.28 17:38 | t/p | 264 | 0.10 | 133.720 | 136.240 | 133.720 | 21000.00 | 1391400.00 |
| 529 | 2009.11.03 11:00 | sell | 265 | 0.10 | 132.111 | 132.531 | 130.011 | ||
| 530 | 2009.11.03 13:15 | close | 265 | 0.10 | 132.137 | 132.531 | 130.011 | -260.00 | 1391140.00 |
| 531 | 2009.11.04 16:00 | buy | 266 | 0.10 | 134.550 | 134.119 | 136.639 | ||
| 532 | 2009.11.04 20:30 | close | 266 | 0.10 | 134.934 | 134.119 | 136.639 | 3840.00 | 1394980.00 |
| 533 | 2009.11.10 15:15 | sell | 267 | 0.10 | 134.293 | 134.713 | 132.193 | ||
| 534 | 2009.11.11 08:17 | s/l | 267 | 0.10 | 134.713 | 134.713 | 132.193 | -4200.00 | 1390780.00 |
| 535 | 2009.11.11 10:45 | buy | 268 | 0.10 | 135.284 | 134.853 | 137.373 | ||
| 536 | 2009.11.11 15:01 | s/l | 268 | 0.10 | 134.853 | 134.853 | 137.373 | -4310.00 | 1386470.00 |
| 537 | 2009.11.13 10:30 | sell | 269 | 0.10 | 133.737 | 134.157 | 131.637 | ||
| 538 | 2009.11.16 05:37 | s/l | 269 | 0.10 | 134.157 | 134.157 | 131.637 | -4200.00 | 1382270.00 |
| 539 | 2009.11.17 09:15 | sell | 270 | 0.10 | 132.783 | 133.203 | 130.683 | ||
| 540 | 2009.11.18 09:30 | close | 270 | 0.10 | 132.858 | 133.203 | 130.683 | -750.00 | 1381520.00 |
| 541 | 2009.11.19 09:00 | sell | 271 | 0.10 | 132.288 | 132.708 | 130.188 | ||
| 542 | 2009.11.19 20:25 | s/l | 271 | 0.10 | 132.708 | 132.708 | 130.188 | -4200.00 | 1377320.00 |
| 543 | 2009.11.23 16:00 | buy | 272 | 0.10 | 133.312 | 132.881 | 135.401 | ||
| 544 | 2009.11.24 01:06 | s/l | 272 | 0.10 | 132.881 | 132.881 | 135.401 | -4310.00 | 1373010.00 |
| 545 | 2009.11.25 10:45 | sell | 273 | 0.10 | 131.789 | 132.209 | 129.689 | ||
| 546 | 2009.11.25 12:45 | s/l | 273 | 0.10 | 132.209 | 132.209 | 129.689 | -4200.00 | 1368810.00 |
| 547 | 2009.11.25 15:30 | sell | 274 | 0.10 | 131.841 | 132.261 | 129.741 | ||
| 548 | 2009.11.25 17:40 | s/l | 274 | 0.10 | 132.261 | 132.261 | 129.741 | -4200.00 | 1364610.00 |
| 549 | 2009.11.26 04:00 | sell | 275 | 0.10 | 131.778 | 132.198 | 129.678 | ||
| 550 | 2009.11.26 17:15 | t/p | 275 | 0.10 | 129.678 | 132.198 | 129.678 | 21000.00 | 1385610.00 |
| 551 | 2009.11.26 17:15 | sell | 276 | 0.10 | 129.666 | 130.101 | 127.581 | ||
| 552 | 2009.11.27 00:41 | t/p | 276 | 0.10 | 127.581 | 130.101 | 127.581 | 20850.00 | 1406460.00 |
| 553 | 2009.12.02 09:45 | buy | 277 | 0.10 | 131.861 | 131.430 | 133.950 | ||
| 554 | 2009.12.02 13:12 | s/l | 277 | 0.10 | 131.430 | 131.430 | 133.950 | -4310.00 | 1402150.00 |
| 555 | 2009.12.03 01:00 | buy | 278 | 0.10 | 132.023 | 131.592 | 134.112 | ||
| 556 | 2009.12.04 01:15 | close | 278 | 0.10 | 132.710 | 131.592 | 134.112 | 6870.00 | 1409020.00 |
| 557 | 2009.12.04 14:45 | buy | 279 | 0.10 | 133.958 | 133.527 | 136.047 | ||
| 558 | 2009.12.07 00:45 | close | 279 | 0.10 | 133.803 | 133.527 | 136.047 | -1550.00 | 1407470.00 |
| 559 | 2009.12.08 12:30 | sell | 280 | 0.10 | 131.139 | 131.559 | 129.039 | ||
| 560 | 2009.12.09 09:37 | t/p | 280 | 0.10 | 129.039 | 131.559 | 129.039 | 21000.00 | 1428470.00 |
| 561 | 2009.12.14 04:45 | sell | 281 | 0.10 | 129.295 | 129.715 | 127.195 | ||
| 562 | 2009.12.14 05:20 | s/l | 281 | 0.10 | 129.715 | 129.715 | 127.195 | -4200.00 | 1424270.00 |
| 563 | 2009.12.15 16:15 | buy | 282 | 0.10 | 130.457 | 130.026 | 132.546 | ||
| 564 | 2009.12.16 01:07 | s/l | 282 | 0.10 | 130.026 | 130.026 | 132.546 | -4310.00 | 1419960.00 |
| 565 | 2009.12.16 10:00 | buy | 283 | 0.10 | 130.675 | 130.244 | 132.764 | ||
| 566 | 2009.12.17 02:49 | s/l | 283 | 0.10 | 130.244 | 130.244 | 132.764 | -4310.00 | 1415650.00 |
| 567 | 2009.12.17 04:00 | sell | 284 | 0.10 | 129.883 | 130.303 | 127.783 | ||
| 568 | 2009.12.18 01:36 | t/p | 284 | 0.10 | 127.783 | 130.303 | 127.783 | 21000.00 | 1436650.00 |
| 569 | 2009.12.18 01:36 | sell | 285 | 0.10 | 127.691 | 128.679 | 126.159 | ||
| 570 | 2009.12.18 02:00 | close | 285 | 0.10 | 128.231 | 128.679 | 126.159 | -5400.00 | 1431250.00 |
| 571 | 2009.12.21 16:15 | buy | 286 | 0.10 | 130.234 | 129.803 | 132.323 | ||
| 572 | 2009.12.22 16:30 | close | 286 | 0.10 | 131.059 | 129.803 | 132.323 | 8250.00 | 1439500.00 |
| 573 | 2009.12.23 15:15 | buy | 287 | 0.10 | 131.075 | 130.644 | 133.164 | ||
| 574 | 2009.12.24 15:30 | close | 287 | 0.10 | 131.669 | 130.644 | 133.164 | 5940.00 | 1445440.00 |
| 575 | 2009.12.24 16:15 | buy | 288 | 0.10 | 131.791 | 131.360 | 133.880 | ||
| 576 | 2009.12.28 21:30 | close | 288 | 0.10 | 131.698 | 131.360 | 133.880 | -930.00 | 1444510.00 |
| 577 | 2009.12.29 09:30 | buy | 289 | 0.10 | 132.138 | 131.707 | 134.227 | ||
| 578 | 2009.12.30 10:00 | close | 289 | 0.10 | 132.146 | 131.707 | 134.227 | 80.00 | 1444590.00 |
| 579 | 2009.12.30 17:00 | buy | 290 | 0.10 | 132.551 | 132.120 | 134.640 | ||
| 580 | 2009.12.31 17:15 | close | 290 | 0.10 | 133.326 | 132.120 | 134.640 | 7750.00 | 1452340.00 |
| 581 | 2009.12.31 17:45 | buy | 291 | 0.10 | 133.547 | 133.116 | 135.636 | ||
| 582 | 2010.01.04 00:00 | s/l | 291 | 0.10 | 133.116 | 133.116 | 135.636 | -4310.00 | 1448030.00 |
| 583 | 2010.01.04 11:00 | buy | 292 | 0.10 | 133.583 | 133.152 | 135.672 | ||
| 584 | 2010.01.04 16:27 | s/l | 292 | 0.10 | 133.152 | 133.152 | 135.672 | -4310.00 | 1443720.00 |
| 585 | 2010.01.05 15:30 | sell | 293 | 0.10 | 132.137 | 132.557 | 130.037 | ||
| 586 | 2010.01.05 16:15 | close | 293 | 0.10 | 131.865 | 132.557 | 130.037 | 2720.00 | 1446440.00 |
| 587 | 2010.01.05 16:15 | sell | 294 | 0.10 | 131.854 | 132.274 | 129.754 | ||
| 588 | 2010.01.06 02:30 | close | 294 | 0.10 | 131.973 | 132.274 | 129.754 | -1190.00 | 1445250.00 |
| 589 | 2010.01.06 16:30 | buy | 295 | 0.10 | 133.214 | 132.783 | 135.303 | ||
| 590 | 2010.01.07 04:41 | s/l | 295 | 0.10 | 132.783 | 132.783 | 135.303 | -4310.00 | 1440940.00 |
| 591 | 2010.01.07 23:15 | buy | 296 | 0.10 | 133.898 | 133.467 | 135.987 | ||
| 592 | 2010.01.08 02:38 | s/l | 296 | 0.10 | 133.467 | 133.467 | 135.987 | -4310.00 | 1436630.00 |
| 593 | 2010.01.11 04:15 | buy | 297 | 0.10 | 133.951 | 133.520 | 136.040 | ||
| 594 | 2010.01.11 16:44 | s/l | 297 | 0.10 | 133.520 | 133.520 | 136.040 | -4310.00 | 1432320.00 |
| 595 | 2010.01.12 09:45 | sell | 298 | 0.10 | 133.172 | 133.592 | 131.072 | ||
| 596 | 2010.01.13 10:00 | close | 298 | 0.10 | 132.455 | 133.592 | 131.072 | 7170.00 | 1439490.00 |
| 597 | 2010.01.15 03:00 | sell | 299 | 0.10 | 131.396 | 131.816 | 129.296 | ||
| 598 | 2010.01.18 04:15 | close | 299 | 0.10 | 130.464 | 131.816 | 129.296 | 9320.00 | 1448810.00 |
| 599 | 2010.01.19 04:30 | sell | 300 | 0.10 | 130.183 | 130.603 | 128.083 | ||
| 600 | 2010.01.20 04:45 | close | 300 | 0.10 | 129.730 | 130.603 | 128.083 | 4530.00 | 1453340.00 |