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 |
| 751 | 2010.10.01 11:30 | buy | 376 | 0.10 | 114.369 | 113.938 | 116.458 | ||
| 752 | 2010.10.04 10:42 | s/l | 376 | 0.10 | 113.938 | 113.938 | 116.458 | -4310.00 | 1535300.00 |
| 753 | 2010.10.05 19:45 | buy | 377 | 0.10 | 115.266 | 114.835 | 117.355 | ||
| 754 | 2010.10.06 13:04 | s/l | 377 | 0.10 | 114.835 | 114.835 | 117.355 | -4310.00 | 1530990.00 |
| 755 | 2010.10.06 18:15 | buy | 378 | 0.10 | 115.450 | 115.019 | 117.539 | ||
| 756 | 2010.10.07 14:35 | s/l | 378 | 0.10 | 115.019 | 115.019 | 117.539 | -4310.00 | 1526680.00 |
| 757 | 2010.10.07 19:45 | sell | 379 | 0.10 | 114.411 | 114.831 | 112.311 | ||
| 758 | 2010.10.08 04:26 | s/l | 379 | 0.10 | 114.831 | 114.831 | 112.311 | -4200.00 | 1522480.00 |
| 759 | 2010.10.08 15:15 | sell | 380 | 0.10 | 113.935 | 114.355 | 111.835 | ||
| 760 | 2010.10.08 21:42 | s/l | 380 | 0.10 | 114.355 | 114.355 | 111.835 | -4200.00 | 1518280.00 |
| 761 | 2010.10.12 07:45 | sell | 381 | 0.10 | 113.503 | 113.923 | 111.403 | ||
| 762 | 2010.10.12 21:11 | s/l | 381 | 0.10 | 113.923 | 113.923 | 111.403 | -4200.00 | 1514080.00 |
| 763 | 2010.10.14 15:45 | buy | 382 | 0.10 | 114.730 | 114.299 | 116.819 | ||
| 764 | 2010.10.15 02:11 | s/l | 382 | 0.10 | 114.299 | 114.299 | 116.819 | -4310.00 | 1509770.00 |
| 765 | 2010.10.15 16:15 | sell | 383 | 0.10 | 114.038 | 114.458 | 111.938 | ||
| 766 | 2010.10.18 17:15 | close | 383 | 0.10 | 113.321 | 114.458 | 111.938 | 7170.00 | 1516940.00 |
| 767 | 2010.10.19 19:15 | sell | 384 | 0.10 | 112.512 | 112.932 | 110.412 | ||
| 768 | 2010.10.20 16:06 | s/l | 384 | 0.10 | 112.932 | 112.932 | 110.412 | -4200.00 | 1512740.00 |
| 769 | 2010.10.25 04:30 | buy | 385 | 0.10 | 113.773 | 113.342 | 115.862 | ||
| 770 | 2010.10.25 09:18 | s/l | 385 | 0.10 | 113.342 | 113.342 | 115.862 | -4310.00 | 1508430.00 |
| 771 | 2010.10.25 16:45 | sell | 386 | 0.10 | 112.662 | 113.082 | 110.562 | ||
| 772 | 2010.10.26 09:43 | s/l | 386 | 0.10 | 113.082 | 113.082 | 110.562 | -4200.00 | 1504230.00 |
| 773 | 2010.10.27 10:00 | buy | 387 | 0.10 | 113.157 | 112.726 | 115.246 | ||
| 774 | 2010.10.27 11:26 | s/l | 387 | 0.10 | 112.726 | 112.726 | 115.246 | -4310.00 | 1499920.00 |
| 775 | 2010.10.27 17:00 | sell | 388 | 0.10 | 112.492 | 112.912 | 110.392 | ||
| 776 | 2010.10.28 17:15 | close | 388 | 0.10 | 112.636 | 112.912 | 110.392 | -1440.00 | 1498480.00 |
| 777 | 2010.10.29 03:30 | sell | 389 | 0.10 | 112.207 | 112.627 | 110.107 | ||
| 778 | 2010.11.01 01:00 | s/l | 389 | 0.10 | 112.627 | 112.627 | 110.107 | -4200.00 | 1494280.00 |
| 779 | 2010.11.02 11:45 | buy | 390 | 0.10 | 112.906 | 112.475 | 114.995 | ||
| 780 | 2010.11.03 12:00 | close | 390 | 0.10 | 113.508 | 112.475 | 114.995 | 6020.00 | 1500300.00 |
| 781 | 2010.11.03 14:45 | buy | 391 | 0.10 | 114.151 | 113.720 | 116.240 | ||
| 782 | 2010.11.04 15:00 | close | 391 | 0.10 | 115.103 | 113.720 | 116.240 | 9520.00 | 1509820.00 |
| 783 | 2010.11.08 10:15 | sell | 392 | 0.10 | 112.848 | 113.268 | 110.748 | ||
| 784 | 2010.11.08 15:21 | s/l | 392 | 0.10 | 113.268 | 113.268 | 110.748 | -4200.00 | 1505620.00 |
| 785 | 2010.11.09 09:15 | sell | 393 | 0.10 | 111.796 | 112.216 | 109.696 | ||
| 786 | 2010.11.09 10:39 | s/l | 393 | 0.10 | 112.216 | 112.216 | 109.696 | -4200.00 | 1501420.00 |
| 787 | 2010.11.12 01:00 | sell | 394 | 0.10 | 112.261 | 112.681 | 110.161 | ||
| 788 | 2010.11.12 11:30 | close | 394 | 0.10 | 112.420 | 112.681 | 110.161 | -1590.00 | 1499830.00 |
| 789 | 2010.11.15 02:45 | buy | 395 | 0.10 | 113.531 | 113.100 | 115.620 | ||
| 790 | 2010.11.15 04:42 | s/l | 395 | 0.10 | 113.100 | 113.100 | 115.620 | -4310.00 | 1495520.00 |
| 791 | 2010.11.16 18:15 | sell | 396 | 0.10 | 112.524 | 112.944 | 110.424 | ||
| 792 | 2010.11.17 18:30 | close | 396 | 0.10 | 112.607 | 112.944 | 110.424 | -830.00 | 1494690.00 |
| 793 | 2010.11.18 02:30 | buy | 397 | 0.10 | 112.899 | 112.468 | 114.988 | ||
| 794 | 2010.11.19 02:45 | close | 397 | 0.10 | 113.791 | 112.468 | 114.988 | 8920.00 | 1503610.00 |
| 795 | 2010.11.22 00:15 | buy | 398 | 0.10 | 114.517 | 114.086 | 116.606 | ||
| 796 | 2010.11.22 14:02 | s/l | 398 | 0.10 | 114.086 | 114.086 | 116.606 | -4310.00 | 1499300.00 |
| 797 | 2010.11.23 15:00 | sell | 399 | 0.10 | 112.326 | 112.746 | 110.226 | ||
| 798 | 2010.11.24 11:30 | close | 399 | 0.10 | 110.905 | 112.746 | 110.226 | 14210.00 | 1513510.00 |
| 799 | 2010.11.26 10:45 | sell | 400 | 0.10 | 110.935 | 111.355 | 108.835 | ||
| 800 | 2010.11.26 15:53 | s/l | 400 | 0.10 | 111.355 | 111.355 | 108.835 | -4200.00 | 1509310.00 |
| 801 | 2010.11.29 12:30 | sell | 401 | 0.10 | 110.728 | 111.148 | 108.628 | ||
| 802 | 2010.11.30 12:45 | close | 401 | 0.10 | 109.363 | 111.148 | 108.628 | 13650.00 | 1522960.00 |
| 803 | 2010.11.30 12:45 | sell | 402 | 0.10 | 109.352 | 109.772 | 107.252 | ||
| 804 | 2010.11.30 15:45 | close | 402 | 0.10 | 108.717 | 109.772 | 107.252 | 6350.00 | 1529310.00 |
| 805 | 2010.11.30 15:45 | sell | 403 | 0.10 | 108.706 | 109.126 | 106.606 | ||
| 806 | 2010.12.01 09:11 | s/l | 403 | 0.10 | 109.126 | 109.126 | 106.606 | -4200.00 | 1525110.00 |
| 807 | 2010.12.06 01:00 | buy | 404 | 0.10 | 111.046 | 110.615 | 113.135 | ||
| 808 | 2010.12.06 03:01 | s/l | 404 | 0.10 | 110.615 | 110.615 | 113.135 | -4310.00 | 1520800.00 |
| 809 | 2010.12.06 10:00 | sell | 405 | 0.10 | 110.187 | 110.607 | 108.087 | ||
| 810 | 2010.12.07 10:15 | close | 405 | 0.10 | 110.416 | 110.607 | 108.087 | -2290.00 | 1518510.00 |
| 811 | 2010.12.07 15:15 | buy | 406 | 0.10 | 110.887 | 110.456 | 112.976 | ||
| 812 | 2010.12.08 15:30 | close | 406 | 0.10 | 111.205 | 110.456 | 112.976 | 3180.00 | 1521690.00 |
| 813 | 2010.12.08 15:45 | buy | 407 | 0.10 | 111.430 | 110.999 | 113.519 | ||
| 814 | 2010.12.09 10:49 | s/l | 407 | 0.10 | 110.999 | 110.999 | 113.519 | -4310.00 | 1517380.00 |
| 815 | 2010.12.13 08:30 | buy | 408 | 0.10 | 111.187 | 110.756 | 113.276 | ||
| 816 | 2010.12.14 08:45 | close | 408 | 0.10 | 111.997 | 110.756 | 113.276 | 8100.00 | 1525480.00 |
| 817 | 2010.12.15 20:30 | sell | 409 | 0.10 | 111.494 | 111.914 | 109.394 | ||
| 818 | 2010.12.16 20:45 | close | 409 | 0.10 | 111.216 | 111.914 | 109.394 | 2780.00 | 1528260.00 |
| 819 | 2010.12.17 07:30 | buy | 410 | 0.10 | 111.760 | 111.329 | 113.849 | ||
| 820 | 2010.12.17 13:19 | s/l | 410 | 0.10 | 111.329 | 111.329 | 113.849 | -4310.00 | 1523950.00 |
| 821 | 2010.12.17 16:30 | sell | 411 | 0.10 | 110.967 | 111.387 | 108.867 | ||
| 822 | 2010.12.20 17:30 | close | 411 | 0.10 | 109.838 | 111.387 | 108.867 | 11290.00 | 1535240.00 |
| 823 | 2010.12.22 15:30 | sell | 412 | 0.10 | 109.333 | 109.753 | 107.233 | ||
| 824 | 2010.12.23 15:45 | close | 412 | 0.10 | 108.557 | 109.753 | 107.233 | 7760.00 | 1543000.00 |
| 825 | 2010.12.28 02:00 | buy | 413 | 0.10 | 109.439 | 109.008 | 111.528 | ||
| 826 | 2010.12.28 07:30 | s/l | 413 | 0.10 | 109.008 | 109.008 | 111.528 | -4310.00 | 1538690.00 |
| 827 | 2010.12.28 14:00 | sell | 414 | 0.10 | 108.396 | 108.816 | 106.296 | ||
| 828 | 2010.12.29 14:15 | close | 414 | 0.10 | 107.977 | 108.816 | 106.296 | 4190.00 | 1542880.00 |
| 829 | 2011.01.03 02:30 | sell | 415 | 0.10 | 108.106 | 108.526 | 106.006 | ||
| 830 | 2011.01.03 13:27 | s/l | 415 | 0.10 | 108.526 | 108.526 | 106.006 | -4200.00 | 1538680.00 |
| 831 | 2011.01.03 17:00 | buy | 416 | 0.10 | 109.168 | 108.737 | 111.257 | ||
| 832 | 2011.01.04 17:15 | close | 416 | 0.10 | 109.177 | 108.737 | 111.257 | 90.00 | 1538770.00 |
| 833 | 2011.01.06 17:00 | sell | 417 | 0.10 | 108.423 | 108.843 | 106.323 | ||
| 834 | 2011.01.07 17:15 | close | 417 | 0.10 | 107.700 | 108.843 | 106.323 | 7230.00 | 1546000.00 |
| 835 | 2011.01.07 17:15 | sell | 418 | 0.10 | 107.689 | 108.109 | 105.589 | ||
| 836 | 2011.01.10 18:15 | close | 418 | 0.10 | 107.108 | 108.109 | 105.589 | 5810.00 | 1551810.00 |
| 837 | 2011.01.12 15:00 | buy | 419 | 0.10 | 108.597 | 108.166 | 110.686 | ||
| 838 | 2011.01.13 15:15 | close | 419 | 0.10 | 109.843 | 108.166 | 110.686 | 12460.00 | 1564270.00 |
| 839 | 2011.01.13 15:15 | buy | 420 | 0.10 | 109.854 | 109.423 | 111.943 | ||
| 840 | 2011.01.14 15:30 | close | 420 | 0.10 | 110.491 | 109.423 | 111.943 | 6370.00 | 1570640.00 |
| 841 | 2011.01.18 15:30 | buy | 421 | 0.10 | 110.774 | 110.343 | 112.863 | ||
| 842 | 2011.01.18 17:00 | close | 421 | 0.10 | 110.731 | 110.343 | 112.863 | -430.00 | 1570210.00 |
| 843 | 2011.01.20 12:30 | buy | 422 | 0.10 | 110.971 | 110.540 | 113.060 | ||
| 844 | 2011.01.21 12:45 | close | 422 | 0.10 | 112.062 | 110.540 | 113.060 | 10910.00 | 1581120.00 |
| 845 | 2011.01.24 16:45 | buy | 423 | 0.10 | 112.887 | 112.456 | 114.976 | ||
| 846 | 2011.01.24 18:53 | s/l | 423 | 0.10 | 112.456 | 112.456 | 114.976 | -4310.00 | 1576810.00 |
| 847 | 2011.01.26 19:00 | buy | 424 | 0.10 | 112.805 | 112.374 | 114.894 | ||
| 848 | 2011.01.27 19:15 | close | 424 | 0.10 | 113.640 | 112.374 | 114.894 | 8350.00 | 1585160.00 |
| 849 | 2011.01.28 18:00 | sell | 425 | 0.10 | 111.576 | 111.996 | 109.476 | ||
| 850 | 2011.01.31 10:18 | s/l | 425 | 0.10 | 111.996 | 111.996 | 109.476 | -4200.00 | 1580960.00 |
| 851 | 2011.02.02 03:15 | buy | 426 | 0.10 | 112.846 | 112.415 | 114.935 | ||
| 852 | 2011.02.02 13:01 | s/l | 426 | 0.10 | 112.415 | 112.415 | 114.935 | -4310.00 | 1576650.00 |
| 853 | 2011.02.03 13:00 | sell | 427 | 0.10 | 112.369 | 112.789 | 110.269 | ||
| 854 | 2011.02.04 13:15 | close | 427 | 0.10 | 111.280 | 112.789 | 110.269 | 10890.00 | 1587540.00 |
| 855 | 2011.02.09 07:45 | buy | 428 | 0.10 | 112.516 | 112.085 | 114.605 | ||
| 856 | 2011.02.10 08:00 | close | 428 | 0.10 | 113.097 | 112.085 | 114.605 | 5810.00 | 1593350.00 |
| 857 | 2011.02.14 01:45 | sell | 429 | 0.10 | 112.557 | 112.977 | 110.457 | ||
| 858 | 2011.02.15 02:00 | close | 429 | 0.10 | 112.435 | 112.977 | 110.457 | 1220.00 | 1594570.00 |
| 859 | 2011.02.15 10:15 | buy | 430 | 0.10 | 113.006 | 112.575 | 115.095 | ||
| 860 | 2011.02.16 10:30 | close | 430 | 0.10 | 113.365 | 112.575 | 115.095 | 3590.00 | 1598160.00 |
| 861 | 2011.02.18 11:30 | sell | 431 | 0.10 | 113.106 | 113.526 | 111.006 | ||
| 862 | 2011.02.18 13:56 | s/l | 431 | 0.10 | 113.526 | 113.526 | 111.006 | -4200.00 | 1593960.00 |
| 863 | 2011.02.18 14:15 | buy | 432 | 0.10 | 113.638 | 113.207 | 115.727 | ||
| 864 | 2011.02.21 15:15 | close | 432 | 0.10 | 113.558 | 113.207 | 115.727 | -800.00 | 1593160.00 |
| 865 | 2011.02.22 01:30 | sell | 433 | 0.10 | 113.402 | 113.822 | 111.302 | ||
| 866 | 2011.02.22 11:45 | close | 433 | 0.10 | 113.070 | 113.822 | 111.302 | 3320.00 | 1596480.00 |
| 867 | 2011.02.24 08:15 | sell | 434 | 0.10 | 112.808 | 113.228 | 110.708 | ||
| 868 | 2011.02.25 00:21 | s/l | 434 | 0.10 | 113.228 | 113.228 | 110.708 | -4200.00 | 1592280.00 |
| 869 | 2011.02.25 15:00 | sell | 435 | 0.10 | 112.378 | 112.798 | 110.278 | ||
| 870 | 2011.02.28 09:47 | s/l | 435 | 0.10 | 112.798 | 112.798 | 110.278 | -4200.00 | 1588080.00 |
| 871 | 2011.03.03 15:00 | buy | 436 | 0.10 | 114.666 | 114.235 | 116.755 | ||
| 872 | 2011.03.03 15:30 | close | 436 | 0.10 | 114.664 | 114.235 | 116.755 | -20.00 | 1588060.00 |
| 873 | 2011.03.03 15:30 | buy | 437 | 0.10 | 114.675 | 114.244 | 116.764 | ||
| 874 | 2011.03.04 15:45 | close | 437 | 0.10 | 115.146 | 114.244 | 116.764 | 4710.00 | 1592770.00 |
| 875 | 2011.03.09 13:15 | buy | 438 | 0.10 | 115.227 | 114.796 | 117.316 | ||
| 876 | 2011.03.10 08:01 | s/l | 438 | 0.10 | 114.796 | 114.796 | 117.316 | -4310.00 | 1588460.00 |
| 877 | 2011.03.10 08:15 | sell | 439 | 0.10 | 114.605 | 115.025 | 112.505 | ||
| 878 | 2011.03.11 08:30 | close | 439 | 0.10 | 114.633 | 115.025 | 112.505 | -280.00 | 1588180.00 |
| 879 | 2011.03.11 11:00 | sell | 440 | 0.10 | 114.036 | 114.456 | 111.936 | ||
| 880 | 2011.03.11 11:30 | close | 440 | 0.10 | 113.162 | 114.456 | 111.936 | 8740.00 | 1596920.00 |
| 881 | 2011.03.11 11:30 | sell | 441 | 0.10 | 113.151 | 113.571 | 111.051 | ||
| 882 | 2011.03.11 13:24 | s/l | 441 | 0.10 | 113.571 | 113.571 | 111.051 | -4200.00 | 1592720.00 |
| 883 | 2011.03.11 13:24 | sell | 442 | 0.10 | 113.562 | 113.783 | 111.263 | ||
| 884 | 2011.03.11 20:17 | s/l | 442 | 0.10 | 113.783 | 113.783 | 111.263 | -2210.00 | 1590510.00 |
| 885 | 2011.03.15 05:00 | sell | 443 | 0.10 | 113.433 | 113.853 | 111.333 | ||
| 886 | 2011.03.15 07:15 | s/l | 443 | 0.10 | 113.853 | 113.853 | 111.333 | -4200.00 | 1586310.00 |
| 887 | 2011.03.15 08:30 | sell | 444 | 0.10 | 113.391 | 113.811 | 111.291 | ||
| 888 | 2011.03.15 15:15 | close | 444 | 0.10 | 112.933 | 113.811 | 111.291 | 4580.00 | 1590890.00 |
| 889 | 2011.03.16 16:15 | sell | 445 | 0.10 | 112.076 | 112.496 | 109.976 | ||
| 890 | 2011.03.16 19:45 | close | 445 | 0.10 | 111.414 | 112.496 | 109.976 | 6620.00 | 1597510.00 |
| 891 | 2011.03.16 19:45 | sell | 446 | 0.10 | 111.403 | 111.823 | 109.303 | ||
| 892 | 2011.03.16 22:13 | t/p | 446 | 0.10 | 109.303 | 111.823 | 109.303 | 21000.00 | 1618510.00 |
| 893 | 2011.03.16 22:13 | sell | 447 | 0.10 | 109.285 | 111.021 | 108.501 | ||
| 894 | 2011.03.16 22:14 | t/p | 447 | 0.10 | 108.501 | 111.021 | 108.501 | 7840.00 | 1626350.00 |
| 895 | 2011.03.23 22:15 | sell | 448 | 0.10 | 113.964 | 114.384 | 111.864 | ||
| 896 | 2011.03.24 10:47 | s/l | 448 | 0.10 | 114.384 | 114.384 | 111.864 | -4200.00 | 1622150.00 |
| 897 | 2011.03.28 00:45 | sell | 449 | 0.10 | 114.242 | 114.662 | 112.142 | ||
| 898 | 2011.03.28 03:29 | s/l | 449 | 0.10 | 114.662 | 114.662 | 112.142 | -4200.00 | 1617950.00 |
| 899 | 2011.03.28 16:45 | buy | 450 | 0.10 | 115.227 | 114.796 | 117.316 | ||
| 900 | 2011.03.29 17:00 | close | 450 | 0.10 | 115.838 | 114.796 | 117.316 | 6110.00 | 1624060.00 |