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 |
| 601 | 2010.01.20 05:15 | sell | 301 | 0.10 | 129.603 | 130.023 | 127.503 | ||
| 602 | 2010.01.20 15:30 | close | 301 | 0.10 | 129.008 | 130.023 | 127.503 | 5950.00 | 1459290.00 |
| 603 | 2010.01.21 16:45 | sell | 302 | 0.10 | 128.276 | 128.696 | 126.176 | ||
| 604 | 2010.01.21 17:15 | close | 302 | 0.10 | 127.666 | 128.696 | 126.176 | 6100.00 | 1465390.00 |
| 605 | 2010.01.21 17:30 | sell | 303 | 0.10 | 127.700 | 128.120 | 125.600 | ||
| 606 | 2010.01.21 18:15 | close | 303 | 0.10 | 127.690 | 128.120 | 125.600 | 100.00 | 1465490.00 |
| 607 | 2010.01.21 18:15 | sell | 304 | 0.10 | 127.679 | 128.099 | 125.579 | ||
| 608 | 2010.01.22 01:00 | close | 304 | 0.10 | 127.514 | 128.099 | 125.579 | 1650.00 | 1467140.00 |
| 609 | 2010.01.26 05:45 | sell | 305 | 0.10 | 126.922 | 127.342 | 124.822 | ||
| 610 | 2010.01.26 08:00 | close | 305 | 0.10 | 126.856 | 127.342 | 124.822 | 660.00 | 1467800.00 |
| 611 | 2010.01.26 10:46 | sell | 306 | 0.10 | 126.149 | 126.569 | 124.049 | ||
| 612 | 2010.01.26 17:45 | close | 306 | 0.10 | 126.207 | 126.569 | 124.049 | -580.00 | 1467220.00 |
| 613 | 2010.01.29 01:45 | sell | 307 | 0.10 | 124.921 | 125.341 | 122.821 | ||
| 614 | 2010.01.29 02:54 | s/l | 307 | 0.10 | 125.341 | 125.341 | 122.821 | -4200.00 | 1463020.00 |
| 615 | 2010.02.03 11:15 | buy | 308 | 0.10 | 126.663 | 126.232 | 128.752 | ||
| 616 | 2010.02.04 01:04 | s/l | 308 | 0.10 | 126.232 | 126.232 | 128.752 | -4310.00 | 1458710.00 |
| 617 | 2010.02.04 09:30 | sell | 309 | 0.10 | 125.910 | 126.330 | 123.810 | ||
| 618 | 2010.02.04 17:21 | t/p | 309 | 0.10 | 123.810 | 126.330 | 123.810 | 21000.00 | 1479710.00 |
| 619 | 2010.02.04 17:21 | sell | 310 | 0.10 | 123.802 | 124.741 | 122.221 | ||
| 620 | 2010.02.04 17:30 | close | 310 | 0.10 | 123.303 | 124.741 | 122.221 | 4990.00 | 1484700.00 |
| 621 | 2010.02.04 18:00 | sell | 311 | 0.10 | 122.603 | 123.023 | 120.503 | ||
| 622 | 2010.02.04 18:21 | close | 311 | 0.10 | 122.710 | 123.023 | 120.503 | -1070.00 | 1483630.00 |
| 623 | 2010.02.16 09:15 | buy | 312 | 0.10 | 122.917 | 122.266 | 125.006 | ||
| 624 | 2010.02.17 17:00 | close | 312 | 0.10 | 124.058 | 122.266 | 125.006 | 11410.00 | 1495040.00 |
| 625 | 2010.05.13 13:00 | sell | 313 | 0.10 | 116.769 | 117.189 | 114.669 | ||
| 626 | 2010.05.14 08:15 | close | 313 | 0.10 | 116.576 | 117.189 | 114.669 | 1930.00 | 1496970.00 |
| 627 | 2010.05.24 12:45 | sell | 314 | 0.10 | 111.395 | 111.815 | 109.295 | ||
| 628 | 2010.05.24 13:30 | s/l | 314 | 0.10 | 111.815 | 111.815 | 109.295 | -4200.00 | 1492770.00 |
| 629 | 2010.05.24 23:15 | sell | 315 | 0.10 | 111.329 | 111.749 | 109.229 | ||
| 630 | 2010.05.25 12:00 | t/p | 315 | 0.10 | 109.229 | 111.749 | 109.229 | 21000.00 | 1513770.00 |
| 631 | 2010.06.01 10:45 | sell | 316 | 0.10 | 110.156 | 110.576 | 108.056 | ||
| 632 | 2010.06.01 13:02 | s/l | 316 | 0.10 | 110.576 | 110.576 | 108.056 | -4200.00 | 1509570.00 |
| 633 | 2010.06.01 13:02 | sell | 317 | 0.10 | 110.569 | 110.736 | 108.216 | ||
| 634 | 2010.06.01 13:15 | s/l | 317 | 0.10 | 110.736 | 110.736 | 108.216 | -1670.00 | 1507900.00 |
| 635 | 2010.06.03 03:15 | buy | 318 | 0.10 | 113.348 | 112.917 | 115.437 | ||
| 636 | 2010.06.03 16:14 | s/l | 318 | 0.10 | 112.917 | 112.917 | 115.437 | -4310.00 | 1503590.00 |
| 637 | 2010.06.08 16:45 | sell | 319 | 0.10 | 108.465 | 108.885 | 106.365 | ||
| 638 | 2010.06.08 17:17 | s/l | 319 | 0.10 | 108.885 | 108.885 | 106.365 | -4200.00 | 1499390.00 |
| 639 | 2010.06.10 11:30 | buy | 320 | 0.10 | 110.278 | 109.847 | 112.367 | ||
| 640 | 2010.06.10 12:05 | s/l | 320 | 0.10 | 109.847 | 109.847 | 112.367 | -4310.00 | 1495080.00 |
| 641 | 2010.06.10 15:30 | buy | 321 | 0.10 | 110.454 | 110.023 | 112.543 | ||
| 642 | 2010.06.10 17:45 | close | 321 | 0.10 | 110.039 | 110.023 | 112.543 | -4150.00 | 1490930.00 |
| 643 | 2010.06.10 22:00 | buy | 322 | 0.10 | 110.837 | 110.406 | 112.926 | ||
| 644 | 2010.06.11 14:45 | close | 322 | 0.10 | 110.620 | 110.406 | 112.926 | -2170.00 | 1488760.00 |
| 645 | 2010.06.14 01:15 | buy | 323 | 0.10 | 111.769 | 111.338 | 113.858 | ||
| 646 | 2010.06.14 09:00 | close | 323 | 0.10 | 111.699 | 111.338 | 113.858 | -700.00 | 1488060.00 |
| 647 | 2010.06.14 10:45 | buy | 324 | 0.10 | 112.357 | 111.926 | 114.446 | ||
| 648 | 2010.06.14 20:16 | s/l | 324 | 0.10 | 111.926 | 111.926 | 114.446 | -4310.00 | 1483750.00 |
| 649 | 2010.06.15 19:45 | buy | 325 | 0.10 | 113.023 | 112.592 | 115.112 | ||
| 650 | 2010.06.16 01:09 | s/l | 325 | 0.10 | 112.592 | 112.592 | 115.112 | -4310.00 | 1479440.00 |
| 651 | 2010.06.21 05:15 | buy | 326 | 0.10 | 112.810 | 112.379 | 114.899 | ||
| 652 | 2010.06.21 18:38 | s/l | 326 | 0.10 | 112.379 | 112.379 | 114.899 | -4310.00 | 1475130.00 |
| 653 | 2010.06.22 11:15 | sell | 327 | 0.10 | 111.311 | 111.731 | 109.211 | ||
| 654 | 2010.06.23 11:30 | close | 327 | 0.10 | 111.027 | 111.731 | 109.211 | 2840.00 | 1477970.00 |
| 655 | 2010.06.23 15:30 | sell | 328 | 0.10 | 110.456 | 110.876 | 108.356 | ||
| 656 | 2010.06.23 20:30 | s/l | 328 | 0.10 | 110.876 | 110.876 | 108.356 | -4200.00 | 1473770.00 |
| 657 | 2010.06.24 10:00 | sell | 329 | 0.10 | 110.166 | 110.586 | 108.066 | ||
| 658 | 2010.06.24 17:55 | s/l | 329 | 0.10 | 110.586 | 110.586 | 108.066 | -4200.00 | 1469570.00 |
| 659 | 2010.06.28 16:00 | sell | 330 | 0.10 | 109.808 | 110.228 | 107.708 | ||
| 660 | 2010.06.29 16:00 | t/p | 330 | 0.10 | 107.708 | 110.228 | 107.708 | 21000.00 | 1490570.00 |
| 661 | 2010.07.02 02:30 | buy | 331 | 0.10 | 109.968 | 109.537 | 112.057 | ||
| 662 | 2010.07.05 03:45 | close | 331 | 0.10 | 110.191 | 109.537 | 112.057 | 2230.00 | 1492800.00 |
| 663 | 2010.07.06 09:30 | buy | 332 | 0.10 | 110.557 | 110.126 | 112.646 | ||
| 664 | 2010.07.07 06:07 | s/l | 332 | 0.10 | 110.126 | 110.126 | 112.646 | -4310.00 | 1488490.00 |
| 665 | 2010.07.08 02:30 | buy | 333 | 0.10 | 111.188 | 110.757 | 113.277 | ||
| 666 | 2010.07.09 02:45 | close | 333 | 0.10 | 112.230 | 110.757 | 113.277 | 10420.00 | 1498910.00 |
| 667 | 2010.07.13 10:00 | sell | 334 | 0.10 | 110.835 | 111.255 | 108.735 | ||
| 668 | 2010.07.13 11:30 | s/l | 334 | 0.10 | 111.255 | 111.255 | 108.735 | -4200.00 | 1494710.00 |
| 669 | 2010.07.13 17:45 | buy | 335 | 0.10 | 112.263 | 111.832 | 114.352 | ||
| 670 | 2010.07.14 18:00 | close | 335 | 0.10 | 112.979 | 111.832 | 114.352 | 7160.00 | 1501870.00 |
| 671 | 2010.07.15 14:30 | buy | 336 | 0.10 | 113.364 | 112.933 | 115.453 | ||
| 672 | 2010.07.15 14:38 | s/l | 336 | 0.10 | 112.933 | 112.933 | 115.453 | -4310.00 | 1497560.00 |
| 673 | 2010.07.16 16:15 | sell | 337 | 0.10 | 111.749 | 112.169 | 109.649 | ||
| 674 | 2010.07.16 19:36 | s/l | 337 | 0.10 | 112.169 | 112.169 | 109.649 | -4200.00 | 1493360.00 |
| 675 | 2010.07.19 00:15 | sell | 338 | 0.10 | 111.744 | 112.164 | 109.644 | ||
| 676 | 2010.07.19 09:15 | close | 338 | 0.10 | 111.945 | 112.164 | 109.644 | -2010.00 | 1491350.00 |
| 677 | 2010.07.20 14:15 | sell | 339 | 0.10 | 111.549 | 111.969 | 109.449 | ||
| 678 | 2010.07.20 14:44 | s/l | 339 | 0.10 | 111.969 | 111.969 | 109.449 | -4200.00 | 1487150.00 |
| 679 | 2010.07.21 12:00 | sell | 340 | 0.10 | 111.674 | 112.094 | 109.574 | ||
| 680 | 2010.07.21 15:00 | close | 340 | 0.10 | 111.773 | 112.094 | 109.574 | -990.00 | 1486160.00 |
| 681 | 2010.07.21 20:30 | sell | 341 | 0.10 | 110.993 | 111.413 | 108.893 | ||
| 682 | 2010.07.22 11:00 | s/l | 341 | 0.10 | 111.413 | 111.413 | 108.893 | -4200.00 | 1481960.00 |
| 683 | 2010.07.26 02:00 | buy | 342 | 0.10 | 113.270 | 112.839 | 115.359 | ||
| 684 | 2010.07.26 09:06 | s/l | 342 | 0.10 | 112.839 | 112.839 | 115.359 | -4310.00 | 1477650.00 |
| 685 | 2010.07.27 10:15 | buy | 343 | 0.10 | 113.624 | 113.193 | 115.713 | ||
| 686 | 2010.07.27 11:29 | s/l | 343 | 0.10 | 113.193 | 113.193 | 115.713 | -4310.00 | 1473340.00 |
| 687 | 2010.07.27 12:15 | buy | 344 | 0.10 | 113.629 | 113.198 | 115.718 | ||
| 688 | 2010.07.27 15:00 | close | 344 | 0.10 | 113.787 | 113.198 | 115.718 | 1580.00 | 1474920.00 |
| 689 | 2010.07.27 15:15 | buy | 345 | 0.10 | 113.959 | 113.528 | 116.048 | ||
| 690 | 2010.07.27 16:13 | s/l | 345 | 0.10 | 113.528 | 113.528 | 116.048 | -4310.00 | 1470610.00 |
| 691 | 2010.07.27 16:45 | buy | 346 | 0.10 | 113.971 | 113.540 | 116.060 | ||
| 692 | 2010.07.28 17:00 | close | 346 | 0.10 | 113.912 | 113.540 | 116.060 | -590.00 | 1470020.00 |
| 693 | 2010.07.30 02:30 | sell | 347 | 0.10 | 113.024 | 113.444 | 110.924 | ||
| 694 | 2010.08.02 04:45 | close | 347 | 0.10 | 113.173 | 113.444 | 110.924 | -1490.00 | 1468530.00 |
| 695 | 2010.08.02 16:00 | buy | 348 | 0.10 | 113.718 | 113.287 | 115.807 | ||
| 696 | 2010.08.03 16:00 | s/l | 348 | 0.10 | 113.287 | 113.287 | 115.807 | -4310.00 | 1464220.00 |
| 697 | 2010.08.04 02:45 | sell | 349 | 0.10 | 113.208 | 113.628 | 111.108 | ||
| 698 | 2010.08.04 14:30 | close | 349 | 0.10 | 113.306 | 113.628 | 111.108 | -980.00 | 1463240.00 |
| 699 | 2010.08.05 11:30 | buy | 350 | 0.10 | 113.861 | 113.430 | 115.950 | ||
| 700 | 2010.08.05 14:30 | s/l | 350 | 0.10 | 113.430 | 113.430 | 115.950 | -4310.00 | 1458930.00 |
| 701 | 2010.08.09 08:30 | buy | 351 | 0.10 | 113.812 | 113.381 | 115.901 | ||
| 702 | 2010.08.09 13:35 | s/l | 351 | 0.10 | 113.381 | 113.381 | 115.901 | -4310.00 | 1454620.00 |
| 703 | 2010.08.10 03:15 | sell | 352 | 0.10 | 113.125 | 113.545 | 111.025 | ||
| 704 | 2010.08.11 03:30 | close | 352 | 0.10 | 111.740 | 113.545 | 111.025 | 13850.00 | 1468470.00 |
| 705 | 2010.08.11 03:30 | sell | 353 | 0.10 | 111.729 | 112.149 | 109.629 | ||
| 706 | 2010.08.11 04:15 | s/l | 353 | 0.10 | 112.149 | 112.149 | 109.629 | -4200.00 | 1464270.00 |
| 707 | 2010.08.11 08:15 | sell | 354 | 0.10 | 111.491 | 111.911 | 109.391 | ||
| 708 | 2010.08.11 23:14 | t/p | 354 | 0.10 | 109.391 | 111.911 | 109.391 | 21000.00 | 1485270.00 |
| 709 | 2010.08.16 02:45 | sell | 355 | 0.10 | 109.374 | 109.794 | 107.274 | ||
| 710 | 2010.08.16 06:25 | s/l | 355 | 0.10 | 109.794 | 109.794 | 107.274 | -4200.00 | 1481070.00 |
| 711 | 2010.08.19 02:00 | sell | 356 | 0.10 | 109.358 | 109.778 | 107.258 | ||
| 712 | 2010.08.19 04:01 | s/l | 356 | 0.10 | 109.778 | 109.778 | 107.258 | -4200.00 | 1476870.00 |
| 713 | 2010.08.19 16:15 | sell | 357 | 0.10 | 109.425 | 109.845 | 107.325 | ||
| 714 | 2010.08.20 16:30 | close | 357 | 0.10 | 108.687 | 109.845 | 107.325 | 7380.00 | 1484250.00 |
| 715 | 2010.08.23 16:45 | sell | 358 | 0.10 | 107.872 | 108.292 | 105.772 | ||
| 716 | 2010.08.24 10:30 | close | 358 | 0.10 | 106.514 | 108.292 | 105.772 | 13580.00 | 1497830.00 |
| 717 | 2010.08.24 10:30 | sell | 359 | 0.10 | 106.503 | 106.923 | 104.403 | ||
| 718 | 2010.08.24 16:15 | close | 359 | 0.10 | 106.270 | 106.923 | 104.403 | 2330.00 | 1500160.00 |
| 719 | 2010.08.27 07:15 | buy | 360 | 0.10 | 107.879 | 107.448 | 109.968 | ||
| 720 | 2010.08.27 16:02 | s/l | 360 | 0.10 | 107.448 | 107.448 | 109.968 | -4310.00 | 1495850.00 |
| 721 | 2010.08.27 17:00 | buy | 361 | 0.10 | 108.067 | 107.636 | 110.156 | ||
| 722 | 2010.08.30 05:15 | close | 361 | 0.10 | 109.110 | 107.636 | 110.156 | 10430.00 | 1506280.00 |
| 723 | 2010.09.03 11:15 | buy | 362 | 0.10 | 108.357 | 107.926 | 110.446 | ||
| 724 | 2010.09.03 16:15 | close | 362 | 0.10 | 108.592 | 107.926 | 110.446 | 2350.00 | 1508630.00 |
| 725 | 2010.09.07 02:00 | sell | 363 | 0.10 | 107.894 | 108.314 | 105.794 | ||
| 726 | 2010.09.08 02:15 | close | 363 | 0.10 | 106.359 | 108.314 | 105.794 | 15350.00 | 1523980.00 |
| 727 | 2010.09.10 14:30 | buy | 364 | 0.10 | 107.052 | 106.621 | 109.141 | ||
| 728 | 2010.09.13 15:45 | close | 364 | 0.10 | 107.760 | 106.621 | 109.141 | 7080.00 | 1531060.00 |
| 729 | 2010.09.14 11:15 | sell | 365 | 0.10 | 107.020 | 107.440 | 104.920 | ||
| 730 | 2010.09.14 16:24 | s/l | 365 | 0.10 | 107.440 | 107.440 | 104.920 | -4200.00 | 1526860.00 |
| 731 | 2010.09.14 18:00 | buy | 366 | 0.10 | 108.086 | 107.655 | 110.175 | ||
| 732 | 2010.09.15 04:00 | close | 366 | 0.10 | 109.230 | 107.655 | 110.175 | 11440.00 | 1538300.00 |
| 733 | 2010.09.15 04:00 | buy | 367 | 0.10 | 109.241 | 108.810 | 111.330 | ||
| 734 | 2010.09.15 04:15 | close | 367 | 0.10 | 109.546 | 108.810 | 111.330 | 3050.00 | 1541350.00 |
| 735 | 2010.09.15 04:15 | buy | 368 | 0.10 | 109.557 | 109.126 | 111.646 | ||
| 736 | 2010.09.15 04:30 | close | 368 | 0.10 | 109.509 | 109.126 | 111.646 | -480.00 | 1540870.00 |
| 737 | 2010.09.15 04:30 | buy | 369 | 0.10 | 109.520 | 109.089 | 111.609 | ||
| 738 | 2010.09.16 04:45 | close | 369 | 0.10 | 110.994 | 109.089 | 111.609 | 14740.00 | 1555610.00 |
| 739 | 2010.09.21 11:30 | buy | 370 | 0.10 | 112.447 | 112.016 | 114.536 | ||
| 740 | 2010.09.21 13:09 | s/l | 370 | 0.10 | 112.016 | 112.016 | 114.536 | -4310.00 | 1551300.00 |
| 741 | 2010.09.21 20:45 | buy | 371 | 0.10 | 112.796 | 112.365 | 114.885 | ||
| 742 | 2010.09.22 09:30 | close | 371 | 0.10 | 112.740 | 112.365 | 114.885 | -560.00 | 1550740.00 |
| 743 | 2010.09.24 06:45 | buy | 372 | 0.10 | 113.683 | 113.252 | 115.772 | ||
| 744 | 2010.09.24 07:19 | s/l | 372 | 0.10 | 113.252 | 113.252 | 115.772 | -4310.00 | 1546430.00 |
| 745 | 2010.09.28 08:45 | sell | 373 | 0.10 | 113.086 | 113.506 | 110.986 | ||
| 746 | 2010.09.28 11:55 | s/l | 373 | 0.10 | 113.506 | 113.506 | 110.986 | -4200.00 | 1542230.00 |
| 747 | 2010.09.28 17:30 | buy | 374 | 0.10 | 113.799 | 113.368 | 115.888 | ||
| 748 | 2010.09.29 17:45 | close | 374 | 0.10 | 113.957 | 113.368 | 115.888 | 1580.00 | 1543810.00 |
| 749 | 2010.09.30 07:15 | sell | 375 | 0.10 | 113.514 | 113.934 | 111.414 | ||
| 750 | 2010.09.30 15:35 | s/l | 375 | 0.10 | 113.934 | 113.934 | 111.414 | -4200.00 | 1539610.00 |