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 |
| 901 | 2011.03.29 17:00 | buy | 451 | 0.10 | 115.849 | 115.418 | 117.938 | ||
| 902 | 2011.03.30 17:15 | close | 451 | 0.10 | 116.924 | 115.418 | 117.938 | 10750.00 | 1634810.00 |
| 903 | 2011.03.31 11:15 | buy | 452 | 0.10 | 117.820 | 117.389 | 119.909 | ||
| 904 | 2011.03.31 14:46 | s/l | 452 | 0.10 | 117.389 | 117.389 | 119.909 | -4310.00 | 1630500.00 |
| 905 | 2011.03.31 20:45 | buy | 453 | 0.10 | 117.885 | 117.454 | 119.974 | ||
| 906 | 2011.04.01 21:00 | close | 453 | 0.10 | 119.688 | 117.454 | 119.974 | 18030.00 | 1648530.00 |
| 907 | 2011.04.01 21:00 | buy | 454 | 0.10 | 119.699 | 119.268 | 121.788 | ||
| 908 | 2011.04.04 11:06 | s/l | 454 | 0.10 | 119.268 | 119.268 | 121.788 | -4310.00 | 1644220.00 |
| 909 | 2011.04.05 16:15 | buy | 455 | 0.10 | 119.907 | 119.256 | 121.996 | ||
| 910 | 2011.04.06 16:03 | t/p | 455 | 0.10 | 121.996 | 119.256 | 121.996 | 20890.00 | 1665110.00 |
| 911 | 2011.04.25 01:45 | buy | 456 | 0.10 | 119.610 | 118.959 | 121.699 | ||
| 912 | 2011.04.26 01:24 | s/l | 456 | 0.10 | 118.959 | 118.959 | 121.699 | -6510.00 | 1658600.00 |
| 913 | 2011.05.31 01:15 | buy | 457 | 0.10 | 116.000 | 115.349 | 118.089 | ||
| 914 | 2011.05.31 16:15 | close | 457 | 0.10 | 117.051 | 115.349 | 118.089 | 10510.00 | 1669110.00 |
| 915 | 2011.06.23 00:45 | sell | 458 | 0.10 | 115.068 | 115.708 | 112.968 | ||
| 916 | 2011.06.27 01:45 | close | 458 | 0.10 | 113.916 | 115.708 | 112.968 | 11520.00 | 1680630.00 |
| 917 | 2011.07.05 20:30 | sell | 459 | 0.10 | 116.907 | 117.547 | 114.807 | ||
| 918 | 2011.07.07 14:30 | close | 459 | 0.10 | 115.997 | 117.547 | 114.807 | 9100.00 | 1689730.00 |
| 919 | 2011.07.21 00:45 | buy | 460 | 0.10 | 112.476 | 111.825 | 114.565 | ||
| 920 | 2011.07.21 11:13 | s/l | 460 | 0.10 | 111.825 | 111.825 | 114.565 | -6510.00 | 1683220.00 |
| 921 | 2011.07.26 05:00 | buy | 461 | 0.10 | 113.054 | 112.403 | 115.143 | ||
| 922 | 2011.07.27 09:13 | s/l | 461 | 0.10 | 112.403 | 112.403 | 115.143 | -6510.00 | 1676710.00 |
| 923 | 2011.08.18 13:15 | sell | 462 | 0.10 | 109.989 | 110.629 | 107.889 | ||
| 924 | 2011.08.19 17:45 | close | 462 | 0.10 | 110.144 | 110.629 | 107.889 | -1550.00 | 1675160.00 |
| 925 | 2011.08.23 10:00 | buy | 463 | 0.10 | 110.862 | 110.211 | 112.951 | ||
| 926 | 2011.08.23 15:44 | s/l | 463 | 0.10 | 110.211 | 110.211 | 112.951 | -6510.00 | 1668650.00 |
| 927 | 2011.08.24 19:30 | buy | 464 | 0.10 | 111.083 | 110.432 | 113.172 | ||
| 928 | 2011.08.26 12:52 | s/l | 464 | 0.10 | 110.432 | 110.432 | 113.172 | -6510.00 | 1662140.00 |
| 929 | 2011.08.31 18:30 | sell | 465 | 0.10 | 110.168 | 110.808 | 108.068 | ||
| 930 | 2011.09.01 02:27 | s/l | 465 | 0.10 | 110.808 | 110.808 | 108.068 | -6400.00 | 1655740.00 |
| 931 | 2011.09.08 13:45 | sell | 466 | 0.10 | 108.187 | 108.827 | 106.087 | ||
| 932 | 2011.09.09 16:23 | t/p | 466 | 0.10 | 106.087 | 108.827 | 106.087 | 21000.00 | 1676740.00 |
| 933 | 2011.10.10 10:00 | buy | 467 | 0.10 | 103.756 | 103.325 | 105.845 | ||
| 934 | 2011.10.11 10:15 | close | 467 | 0.10 | 104.552 | 103.325 | 105.845 | 7960.00 | 1684700.00 |
| 935 | 2011.10.12 10:00 | buy | 468 | 0.10 | 104.901 | 104.470 | 106.990 | ||
| 936 | 2011.10.12 16:30 | t/p | 468 | 0.10 | 106.990 | 104.470 | 106.990 | 20890.00 | 1705590.00 |
| 937 | 2011.10.12 16:30 | buy | 469 | 0.10 | 107.021 | 106.513 | 109.033 | ||
| 938 | 2011.10.12 22:19 | s/l | 469 | 0.10 | 106.513 | 106.513 | 109.033 | -5080.00 | 1700510.00 |
| 939 | 2011.10.14 15:15 | buy | 470 | 0.10 | 106.693 | 106.262 | 108.782 | ||
| 940 | 2011.10.17 11:30 | close | 470 | 0.10 | 107.249 | 106.262 | 108.782 | 5560.00 | 1706070.00 |
| 941 | 2011.10.19 11:15 | buy | 471 | 0.10 | 106.376 | 105.945 | 108.465 | ||
| 942 | 2011.10.19 15:33 | s/l | 471 | 0.10 | 105.945 | 105.945 | 108.465 | -4310.00 | 1701760.00 |
| 943 | 2011.10.20 07:15 | sell | 472 | 0.10 | 105.143 | 105.563 | 103.043 | ||
| 944 | 2011.10.20 11:23 | s/l | 472 | 0.10 | 105.563 | 105.563 | 103.043 | -4200.00 | 1697560.00 |
| 945 | 2011.10.24 08:00 | buy | 473 | 0.10 | 106.215 | 105.784 | 108.304 | ||
| 946 | 2011.10.24 10:18 | s/l | 473 | 0.10 | 105.784 | 105.784 | 108.304 | -4310.00 | 1693250.00 |
| 947 | 2011.10.24 13:00 | sell | 474 | 0.10 | 105.175 | 105.595 | 103.075 | ||
| 948 | 2011.10.24 14:54 | s/l | 474 | 0.10 | 105.595 | 105.595 | 103.075 | -4200.00 | 1689050.00 |
| 949 | 2011.10.25 17:00 | sell | 475 | 0.10 | 105.324 | 105.744 | 103.224 | ||
| 950 | 2011.10.25 18:30 | s/l | 475 | 0.10 | 105.744 | 105.744 | 103.224 | -4200.00 | 1684850.00 |
| 951 | 2011.10.26 16:15 | sell | 476 | 0.10 | 105.386 | 105.806 | 103.286 | ||
| 952 | 2011.10.26 20:34 | s/l | 476 | 0.10 | 105.806 | 105.806 | 103.286 | -4200.00 | 1680650.00 |
| 953 | 2011.10.27 03:45 | buy | 477 | 0.10 | 106.212 | 105.781 | 108.301 | ||
| 954 | 2011.10.28 04:00 | close | 477 | 0.10 | 107.560 | 105.781 | 108.301 | 13480.00 | 1694130.00 |
| 955 | 2011.10.31 04:00 | buy | 478 | 0.10 | 110.437 | 110.006 | 112.526 | ||
| 956 | 2011.10.31 04:04 | s/l | 478 | 0.10 | 110.006 | 110.006 | 112.526 | -4310.00 | 1689820.00 |
| 957 | 2011.10.31 04:15 | buy | 479 | 0.10 | 110.432 | 110.001 | 112.521 | ||
| 958 | 2011.10.31 10:30 | close | 479 | 0.10 | 110.162 | 110.001 | 112.521 | -2700.00 | 1687120.00 |
| 959 | 2011.11.03 03:15 | sell | 480 | 0.10 | 106.808 | 107.228 | 104.708 | ||
| 960 | 2011.11.03 11:09 | s/l | 480 | 0.10 | 107.228 | 107.228 | 104.708 | -4200.00 | 1682920.00 |
| 961 | 2011.11.03 21:15 | buy | 481 | 0.10 | 108.026 | 107.595 | 110.115 | ||
| 962 | 2011.11.04 05:05 | s/l | 481 | 0.10 | 107.595 | 107.595 | 110.115 | -4310.00 | 1678610.00 |
| 963 | 2011.11.07 08:45 | sell | 482 | 0.10 | 107.315 | 107.735 | 105.215 | ||
| 964 | 2011.11.07 12:15 | close | 482 | 0.10 | 107.461 | 107.735 | 105.215 | -1460.00 | 1677150.00 |
| 965 | 2011.11.09 08:45 | sell | 483 | 0.10 | 107.000 | 107.420 | 104.900 | ||
| 966 | 2011.11.10 08:10 | t/p | 483 | 0.10 | 104.900 | 107.420 | 104.900 | 21000.00 | 1698150.00 |
| 967 | 2011.11.14 15:15 | sell | 484 | 0.10 | 104.975 | 105.395 | 102.875 | ||
| 968 | 2011.11.15 03:44 | s/l | 484 | 0.10 | 105.395 | 105.395 | 102.875 | -4200.00 | 1693950.00 |
| 969 | 2011.11.15 12:45 | sell | 485 | 0.10 | 104.024 | 104.444 | 101.924 | ||
| 970 | 2011.11.15 13:41 | s/l | 485 | 0.10 | 104.444 | 104.444 | 101.924 | -4200.00 | 1689750.00 |
| 971 | 2011.11.16 03:30 | sell | 486 | 0.10 | 103.783 | 104.203 | 101.683 | ||
| 972 | 2011.11.16 11:00 | s/l | 486 | 0.10 | 104.203 | 104.203 | 101.683 | -4200.00 | 1685550.00 |
| 973 | 2011.11.21 09:15 | sell | 487 | 0.10 | 103.408 | 103.828 | 101.308 | ||
| 974 | 2011.11.21 17:11 | s/l | 487 | 0.10 | 103.828 | 103.828 | 101.308 | -4200.00 | 1681350.00 |
| 975 | 2011.11.23 03:15 | sell | 488 | 0.10 | 103.633 | 104.053 | 101.533 | ||
| 976 | 2011.11.24 03:30 | close | 488 | 0.10 | 103.018 | 104.053 | 101.533 | 6150.00 | 1687500.00 |
| 977 | 2011.11.24 15:45 | sell | 489 | 0.10 | 102.763 | 103.183 | 100.663 | ||
| 978 | 2011.11.25 02:45 | s/l | 489 | 0.10 | 103.183 | 103.183 | 100.663 | -4200.00 | 1683300.00 |
| 979 | 2011.11.25 10:15 | sell | 490 | 0.10 | 102.646 | 103.066 | 100.546 | ||
| 980 | 2011.11.25 15:46 | s/l | 490 | 0.10 | 103.066 | 103.066 | 100.546 | -4200.00 | 1679100.00 |
| 981 | 2011.11.28 02:15 | buy | 491 | 0.10 | 103.340 | 102.909 | 105.429 | ||
| 982 | 2011.11.29 02:30 | close | 491 | 0.10 | 104.147 | 102.909 | 105.429 | 8070.00 | 1687170.00 |
| 983 | 2011.11.30 08:15 | sell | 492 | 0.10 | 103.484 | 103.904 | 101.384 | ||
| 984 | 2011.11.30 11:57 | s/l | 492 | 0.10 | 103.904 | 103.904 | 101.384 | -4200.00 | 1682970.00 |
| 985 | 2011.11.30 14:30 | buy | 493 | 0.10 | 104.344 | 103.913 | 106.433 | ||
| 986 | 2011.12.01 14:45 | close | 493 | 0.10 | 104.785 | 103.913 | 106.433 | 4410.00 | 1687380.00 |
| 987 | 2011.12.02 12:15 | buy | 494 | 0.10 | 105.070 | 104.639 | 107.159 | ||
| 988 | 2011.12.02 14:45 | close | 494 | 0.10 | 104.997 | 104.639 | 107.159 | -730.00 | 1686650.00 |
| 989 | 2011.12.05 20:15 | sell | 495 | 0.10 | 104.193 | 104.613 | 102.093 | ||
| 990 | 2011.12.06 20:30 | close | 495 | 0.10 | 104.083 | 104.613 | 102.093 | 1100.00 | 1687750.00 |
| 991 | 2011.12.08 10:30 | sell | 496 | 0.10 | 103.786 | 104.206 | 101.686 | ||
| 992 | 2011.12.09 10:45 | close | 496 | 0.10 | 103.601 | 104.206 | 101.686 | 1850.00 | 1689600.00 |
| 993 | 2011.12.09 12:15 | buy | 497 | 0.10 | 104.305 | 103.874 | 106.394 | ||
| 994 | 2011.12.09 14:03 | s/l | 497 | 0.10 | 103.874 | 103.874 | 106.394 | -4310.00 | 1685290.00 |
| 995 | 2011.12.12 14:15 | sell | 498 | 0.10 | 103.096 | 103.516 | 100.996 | ||
| 996 | 2011.12.13 14:30 | close | 498 | 0.10 | 102.615 | 103.516 | 100.996 | 4810.00 | 1690100.00 |
| 997 | 2011.12.13 16:45 | sell | 499 | 0.10 | 102.061 | 102.481 | 99.961 | ||
| 998 | 2011.12.14 17:00 | close | 499 | 0.10 | 101.159 | 102.481 | 99.961 | 9020.00 | 1699120.00 |
| 999 | 2011.12.15 10:45 | sell | 500 | 0.10 | 101.075 | 101.495 | 98.975 | ||
| 1000 | 2011.12.16 02:02 | s/l | 500 | 0.10 | 101.495 | 101.495 | 98.975 | -4200.00 | 1694920.00 |
| 1001 | 2011.12.16 18:00 | sell | 501 | 0.10 | 101.122 | 101.542 | 99.022 | ||
| 1002 | 2011.12.19 04:18 | s/l | 501 | 0.10 | 101.542 | 101.542 | 99.022 | -4200.00 | 1690720.00 |
| 1003 | 2011.12.20 11:00 | buy | 502 | 0.10 | 101.863 | 101.432 | 103.952 | ||
| 1004 | 2011.12.21 11:15 | close | 502 | 0.10 | 102.263 | 101.432 | 103.952 | 4000.00 | 1694720.00 |
| 1005 | 2011.12.21 11:30 | buy | 503 | 0.10 | 102.388 | 101.957 | 104.477 | ||
| 1006 | 2011.12.21 11:56 | s/l | 503 | 0.10 | 101.957 | 101.957 | 104.477 | -4310.00 | 1690410.00 |
| 1007 | 2011.12.22 09:45 | buy | 504 | 0.10 | 102.327 | 101.896 | 104.416 | ||
| 1008 | 2011.12.22 11:33 | s/l | 504 | 0.10 | 101.896 | 101.896 | 104.416 | -4310.00 | 1686100.00 |
| 1009 | 2011.12.28 15:30 | sell | 505 | 0.10 | 101.088 | 101.508 | 98.988 | ||
| 1010 | 2011.12.29 15:45 | close | 505 | 0.10 | 100.435 | 101.508 | 98.988 | 6530.00 | 1692630.00 |
| 1011 | 2011.12.30 12:00 | sell | 506 | 0.10 | 100.048 | 100.468 | 97.948 | ||
| 1012 | 2012.01.02 13:15 | close | 506 | 0.10 | 99.556 | 100.468 | 97.948 | 4920.00 | 1697550.00 |
| 1013 | 2012.01.04 12:30 | sell | 507 | 0.10 | 99.527 | 99.947 | 97.427 | ||
| 1014 | 2012.01.05 12:45 | close | 507 | 0.10 | 98.661 | 99.947 | 97.427 | 8660.00 | 1706210.00 |
| 1015 | 2012.01.06 15:00 | sell | 508 | 0.10 | 98.336 | 98.756 | 96.236 | ||
| 1016 | 2012.01.09 16:00 | close | 508 | 0.10 | 97.930 | 98.756 | 96.236 | 4060.00 | 1710270.00 |
| 1017 | 2012.01.11 12:30 | sell | 509 | 0.10 | 97.810 | 98.230 | 95.710 | ||
| 1018 | 2012.01.12 12:45 | close | 509 | 0.10 | 98.015 | 98.230 | 95.710 | -2050.00 | 1708220.00 |
| 1019 | 2012.01.12 16:00 | buy | 510 | 0.10 | 98.391 | 97.960 | 100.480 | ||
| 1020 | 2012.01.13 14:47 | s/l | 510 | 0.10 | 97.960 | 97.960 | 100.480 | -4310.00 | 1703910.00 |
| 1021 | 2012.01.13 16:00 | sell | 511 | 0.10 | 97.541 | 97.961 | 95.441 | ||
| 1022 | 2012.01.16 17:00 | close | 511 | 0.10 | 97.225 | 97.961 | 95.441 | 3160.00 | 1707070.00 |
| 1023 | 2012.01.17 03:30 | buy | 512 | 0.10 | 97.634 | 97.203 | 99.723 | ||
| 1024 | 2012.01.18 03:45 | close | 512 | 0.10 | 98.015 | 97.203 | 99.723 | 3810.00 | 1710880.00 |
| 1025 | 2012.01.18 11:15 | buy | 513 | 0.10 | 98.480 | 98.049 | 100.569 | ||
| 1026 | 2012.01.19 11:30 | close | 513 | 0.10 | 98.904 | 98.049 | 100.569 | 4240.00 | 1715120.00 |
| 1027 | 2012.01.19 17:00 | buy | 514 | 0.10 | 99.360 | 98.929 | 101.449 | ||
| 1028 | 2012.01.20 17:15 | close | 514 | 0.10 | 99.695 | 98.929 | 101.449 | 3350.00 | 1718470.00 |
| 1029 | 2012.01.23 15:45 | buy | 515 | 0.10 | 100.319 | 99.888 | 102.408 | ||
| 1030 | 2012.01.24 16:00 | close | 515 | 0.10 | 100.897 | 99.888 | 102.408 | 5780.00 | 1724250.00 |
| 1031 | 2012.01.24 17:45 | buy | 516 | 0.10 | 101.073 | 100.642 | 103.162 | ||
| 1032 | 2012.01.25 18:00 | close | 516 | 0.10 | 101.383 | 100.642 | 103.162 | 3100.00 | 1727350.00 |
| 1033 | 2012.01.25 22:00 | buy | 517 | 0.10 | 101.930 | 101.499 | 104.019 | ||
| 1034 | 2012.01.26 20:04 | s/l | 517 | 0.10 | 101.499 | 101.499 | 104.019 | -4310.00 | 1723040.00 |
| 1035 | 2012.01.30 12:15 | sell | 518 | 0.10 | 100.532 | 100.952 | 98.432 | ||
| 1036 | 2012.01.31 12:30 | close | 518 | 0.10 | 100.767 | 100.952 | 98.432 | -2350.00 | 1720690.00 |
| 1037 | 2012.01.31 16:45 | sell | 519 | 0.10 | 99.858 | 100.278 | 97.758 | ||
| 1038 | 2012.02.01 13:36 | s/l | 519 | 0.10 | 100.278 | 100.278 | 97.758 | -4200.00 | 1716490.00 |
| 1039 | 2012.02.03 14:45 | buy | 520 | 0.10 | 100.614 | 100.183 | 102.703 | ||
| 1040 | 2012.02.03 15:11 | s/l | 520 | 0.10 | 100.183 | 100.183 | 102.703 | -4310.00 | 1712180.00 |
| 1041 | 2012.02.03 18:45 | buy | 521 | 0.10 | 100.589 | 100.158 | 102.678 | ||
| 1042 | 2012.02.06 07:45 | s/l | 521 | 0.10 | 100.158 | 100.158 | 102.678 | -4310.00 | 1707870.00 |
| 1043 | 2012.02.07 11:00 | buy | 522 | 0.10 | 100.917 | 100.486 | 103.006 | ||
| 1044 | 2012.02.08 11:15 | close | 522 | 0.10 | 102.185 | 100.486 | 103.006 | 12680.00 | 1720550.00 |
| 1045 | 2012.02.09 05:45 | buy | 523 | 0.10 | 102.441 | 102.010 | 104.530 | ||
| 1046 | 2012.02.10 06:00 | close | 523 | 0.10 | 102.956 | 102.010 | 104.530 | 5150.00 | 1725700.00 |
| 1047 | 2012.02.14 00:15 | sell | 524 | 0.10 | 101.859 | 102.279 | 99.759 | ||
| 1048 | 2012.02.14 04:55 | s/l | 524 | 0.10 | 102.279 | 102.279 | 99.759 | -4200.00 | 1721500.00 |
| 1049 | 2012.02.15 05:00 | buy | 525 | 0.10 | 103.464 | 103.033 | 105.553 | ||
| 1050 | 2012.02.15 14:07 | s/l | 525 | 0.10 | 103.033 | 103.033 | 105.553 | -4310.00 | 1717190.00 |