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 |
| 1051 | 2012.02.15 16:15 | sell | 526 | 0.10 | 102.297 | 102.717 | 100.197 | ||
| 1052 | 2012.02.16 15:14 | s/l | 526 | 0.10 | 102.717 | 102.717 | 100.197 | -4200.00 | 1712990.00 |
| 1053 | 2012.02.16 19:15 | buy | 527 | 0.10 | 103.500 | 103.069 | 105.589 | ||
| 1054 | 2012.02.17 19:30 | close | 527 | 0.10 | 104.468 | 103.069 | 105.589 | 9680.00 | 1722670.00 |
| 1055 | 2012.02.20 00:15 | buy | 528 | 0.10 | 105.552 | 105.121 | 107.641 | ||
| 1056 | 2012.02.20 02:08 | s/l | 528 | 0.10 | 105.121 | 105.121 | 107.641 | -4310.00 | 1718360.00 |
| 1057 | 2012.02.20 02:08 | buy | 529 | 0.10 | 105.128 | 104.835 | 107.355 | ||
| 1058 | 2012.02.20 08:27 | s/l | 529 | 0.10 | 104.835 | 104.835 | 107.355 | -2930.00 | 1715430.00 |
| 1059 | 2012.02.21 04:15 | buy | 530 | 0.10 | 105.946 | 105.515 | 108.035 | ||
| 1060 | 2012.02.21 04:59 | s/l | 530 | 0.10 | 105.515 | 105.515 | 108.035 | -4310.00 | 1711120.00 |
| 1061 | 2012.02.21 07:45 | buy | 531 | 0.10 | 105.943 | 105.512 | 108.032 | ||
| 1062 | 2012.02.21 11:25 | s/l | 531 | 0.10 | 105.512 | 105.512 | 108.032 | -4310.00 | 1706810.00 |
| 1063 | 2012.02.22 09:00 | buy | 532 | 0.10 | 106.116 | 105.685 | 108.205 | ||
| 1064 | 2012.02.23 09:15 | close | 532 | 0.10 | 106.577 | 105.685 | 108.205 | 4610.00 | 1711420.00 |
| 1065 | 2012.02.23 10:45 | buy | 533 | 0.10 | 106.817 | 106.386 | 108.906 | ||
| 1066 | 2012.02.24 11:00 | close | 533 | 0.10 | 107.889 | 106.386 | 108.906 | 10720.00 | 1722140.00 |
| 1067 | 2012.02.24 11:00 | buy | 534 | 0.10 | 107.900 | 107.469 | 109.989 | ||
| 1068 | 2012.02.27 01:15 | close | 534 | 0.10 | 109.387 | 107.469 | 109.989 | 14870.00 | 1737010.00 |
| 1069 | 2012.03.01 09:15 | sell | 535 | 0.10 | 107.765 | 108.185 | 105.665 | ||
| 1070 | 2012.03.01 10:27 | s/l | 535 | 0.10 | 108.185 | 108.185 | 105.665 | -4200.00 | 1732810.00 |
| 1071 | 2012.03.02 08:00 | buy | 536 | 0.10 | 108.436 | 108.005 | 110.525 | ||
| 1072 | 2012.03.02 09:53 | s/l | 536 | 0.10 | 108.005 | 108.005 | 110.525 | -4310.00 | 1728500.00 |
| 1073 | 2012.03.02 13:15 | sell | 537 | 0.10 | 107.749 | 108.169 | 105.649 | ||
| 1074 | 2012.03.05 14:15 | close | 537 | 0.10 | 107.556 | 108.169 | 105.649 | 1930.00 | 1730430.00 |
| 1075 | 2012.03.06 10:30 | sell | 538 | 0.10 | 106.785 | 107.205 | 104.685 | ||
| 1076 | 2012.03.07 10:45 | close | 538 | 0.10 | 106.064 | 107.205 | 104.685 | 7210.00 | 1737640.00 |
| 1077 | 2012.03.13 10:00 | buy | 539 | 0.10 | 108.660 | 108.229 | 110.749 | ||
| 1078 | 2012.03.13 13:15 | s/l | 539 | 0.10 | 108.229 | 108.229 | 110.749 | -4310.00 | 1733330.00 |
| 1079 | 2012.03.14 09:45 | buy | 540 | 0.10 | 108.876 | 108.445 | 110.965 | ||
| 1080 | 2012.03.15 10:00 | close | 540 | 0.10 | 109.300 | 108.445 | 110.965 | 4240.00 | 1737570.00 |
| 1081 | 2012.03.16 13:30 | buy | 541 | 0.10 | 109.730 | 109.299 | 111.819 | ||
| 1082 | 2012.03.19 09:10 | s/l | 541 | 0.10 | 109.299 | 109.299 | 111.819 | -4310.00 | 1733260.00 |
| 1083 | 2012.03.19 16:45 | buy | 542 | 0.10 | 110.455 | 110.024 | 112.544 | ||
| 1084 | 2012.03.20 17:00 | close | 542 | 0.10 | 110.557 | 110.024 | 112.544 | 1020.00 | 1734280.00 |
| 1085 | 2012.03.21 03:15 | buy | 543 | 0.10 | 110.931 | 110.500 | 113.020 | ||
| 1086 | 2012.03.21 16:24 | s/l | 543 | 0.10 | 110.500 | 110.500 | 113.020 | -4310.00 | 1729970.00 |
| 1087 | 2012.03.22 09:30 | sell | 544 | 0.10 | 109.624 | 110.044 | 107.524 | ||
| 1088 | 2012.03.22 13:45 | close | 544 | 0.10 | 109.468 | 110.044 | 107.524 | 1560.00 | 1731530.00 |
| 1089 | 2012.03.22 15:30 | sell | 545 | 0.10 | 108.806 | 109.226 | 106.706 | ||
| 1090 | 2012.03.23 01:26 | s/l | 545 | 0.10 | 109.226 | 109.226 | 106.706 | -4200.00 | 1727330.00 |
| 1091 | 2012.03.26 18:45 | buy | 546 | 0.10 | 110.424 | 109.993 | 112.513 | ||
| 1092 | 2012.03.27 19:00 | close | 546 | 0.10 | 110.864 | 109.993 | 112.513 | 4400.00 | 1731730.00 |
| 1093 | 2012.03.29 04:45 | sell | 547 | 0.10 | 109.974 | 110.394 | 107.874 | ||
| 1094 | 2012.03.30 03:00 | close | 547 | 0.10 | 109.722 | 110.394 | 107.874 | 2520.00 | 1734250.00 |
| 1095 | 2012.03.30 19:00 | buy | 548 | 0.10 | 110.173 | 109.742 | 112.262 | ||
| 1096 | 2012.04.02 14:58 | s/l | 548 | 0.10 | 109.742 | 109.742 | 112.262 | -4310.00 | 1729940.00 |
| 1097 | 2012.04.04 04:30 | sell | 549 | 0.10 | 109.046 | 109.466 | 106.946 | ||
| 1098 | 2012.04.05 04:45 | close | 549 | 0.10 | 108.127 | 109.466 | 106.946 | 9190.00 | 1739130.00 |
| 1099 | 2012.04.05 11:45 | sell | 550 | 0.10 | 107.227 | 107.647 | 105.127 | ||
| 1100 | 2012.04.05 16:07 | s/l | 550 | 0.10 | 107.647 | 107.647 | 105.127 | -4200.00 | 1734930.00 |
| 1101 | 2012.04.06 15:00 | sell | 551 | 0.10 | 106.707 | 107.127 | 104.607 | ||
| 1102 | 2012.04.09 16:00 | close | 551 | 0.10 | 106.242 | 107.127 | 104.607 | 4650.00 | 1739580.00 |
| 1103 | 2012.04.12 19:15 | buy | 552 | 0.10 | 106.746 | 106.315 | 108.835 | ||
| 1104 | 2012.04.13 11:24 | s/l | 552 | 0.10 | 106.315 | 106.315 | 108.835 | -4310.00 | 1735270.00 |
| 1105 | 2012.04.13 16:00 | sell | 553 | 0.10 | 106.160 | 106.580 | 104.060 | ||
| 1106 | 2012.04.16 17:00 | close | 553 | 0.10 | 104.983 | 106.580 | 104.060 | 11770.00 | 1747040.00 |
| 1107 | 2012.04.17 10:45 | buy | 554 | 0.10 | 105.993 | 105.562 | 108.082 | ||
| 1108 | 2012.04.18 11:00 | close | 554 | 0.10 | 106.670 | 105.562 | 108.082 | 6770.00 | 1753810.00 |
| 1109 | 2012.04.19 09:30 | buy | 555 | 0.10 | 107.057 | 106.626 | 109.146 | ||
| 1110 | 2012.04.19 14:38 | s/l | 555 | 0.10 | 106.626 | 106.626 | 109.146 | -4310.00 | 1749500.00 |
| 1111 | 2012.04.19 16:45 | buy | 556 | 0.10 | 107.201 | 106.770 | 109.290 | ||
| 1112 | 2012.04.20 17:00 | close | 556 | 0.10 | 107.774 | 106.770 | 109.290 | 5730.00 | 1755230.00 |
| 1113 | 2012.04.26 11:30 | sell | 557 | 0.10 | 107.170 | 107.810 | 105.070 | ||
| 1114 | 2012.04.27 06:00 | close | 557 | 0.10 | 107.399 | 107.810 | 105.070 | -2290.00 | 1752940.00 |
| 1115 | 2012.05.04 15:15 | sell | 558 | 0.10 | 105.130 | 105.770 | 103.030 | ||
| 1116 | 2012.05.08 16:15 | close | 558 | 0.10 | 103.704 | 105.770 | 103.030 | 14260.00 | 1767200.00 |
| 1117 | 2012.05.14 12:00 | sell | 559 | 0.10 | 102.964 | 103.604 | 100.864 | ||
| 1118 | 2012.05.16 12:15 | close | 559 | 0.10 | 102.213 | 103.604 | 100.864 | 7510.00 | 1774710.00 |
| 1119 | 2012.05.17 12:30 | sell | 560 | 0.10 | 101.972 | 102.612 | 99.872 | ||
| 1120 | 2012.05.21 13:30 | close | 560 | 0.10 | 101.228 | 102.612 | 99.872 | 7440.00 | 1782150.00 |
| 1121 | 2012.05.25 15:00 | sell | 561 | 0.10 | 99.506 | 100.146 | 97.406 | ||
| 1122 | 2012.05.28 00:00 | s/l | 561 | 0.10 | 100.146 | 100.146 | 97.406 | -6400.00 | 1775750.00 |
| 1123 | 2012.05.29 17:45 | sell | 562 | 0.10 | 99.207 | 99.847 | 97.107 | ||
| 1124 | 2012.05.31 15:56 | t/p | 562 | 0.10 | 97.107 | 99.847 | 97.107 | 21000.00 | 1796750.00 |
| 1125 | 2012.06.06 05:45 | buy | 563 | 0.10 | 98.632 | 98.201 | 100.721 | ||
| 1126 | 2012.06.07 06:00 | close | 563 | 0.10 | 99.691 | 98.201 | 100.721 | 10590.00 | 1807340.00 |
| 1127 | 2012.06.07 15:15 | buy | 564 | 0.10 | 100.444 | 100.013 | 102.533 | ||
| 1128 | 2012.06.07 16:18 | s/l | 564 | 0.10 | 100.013 | 100.013 | 102.533 | -4310.00 | 1803030.00 |
| 1129 | 2012.06.11 00:15 | buy | 565 | 0.10 | 100.808 | 100.377 | 102.897 | ||
| 1130 | 2012.06.11 00:30 | close | 565 | 0.10 | 100.766 | 100.377 | 102.897 | -420.00 | 1802610.00 |
| 1131 | 2012.06.11 00:30 | buy | 566 | 0.10 | 100.777 | 100.346 | 102.866 | ||
| 1132 | 2012.06.11 01:34 | s/l | 566 | 0.10 | 100.346 | 100.346 | 102.866 | -4310.00 | 1798300.00 |
| 1133 | 2012.06.13 11:30 | buy | 567 | 0.10 | 99.966 | 99.535 | 102.055 | ||
| 1134 | 2012.06.13 15:06 | s/l | 567 | 0.10 | 99.535 | 99.535 | 102.055 | -4310.00 | 1793990.00 |
| 1135 | 2012.06.13 17:30 | buy | 568 | 0.10 | 99.942 | 99.511 | 102.031 | ||
| 1136 | 2012.06.14 10:54 | s/l | 568 | 0.10 | 99.511 | 99.511 | 102.031 | -4310.00 | 1789680.00 |
| 1137 | 2012.06.14 21:15 | buy | 569 | 0.10 | 100.136 | 99.705 | 102.225 | ||
| 1138 | 2012.06.15 06:49 | s/l | 569 | 0.10 | 99.705 | 99.705 | 102.225 | -4310.00 | 1785370.00 |
| 1139 | 2012.06.15 12:00 | sell | 570 | 0.10 | 99.360 | 99.780 | 97.260 | ||
| 1140 | 2012.06.18 00:00 | s/l | 570 | 0.10 | 99.780 | 99.780 | 97.260 | -4200.00 | 1781170.00 |
| 1141 | 2012.06.18 00:15 | buy | 571 | 0.10 | 100.638 | 100.207 | 102.727 | ||
| 1142 | 2012.06.18 00:30 | close | 571 | 0.10 | 100.811 | 100.207 | 102.727 | 1730.00 | 1782900.00 |
| 1143 | 2012.06.18 00:30 | buy | 572 | 0.10 | 100.822 | 100.391 | 102.911 | ||
| 1144 | 2012.06.18 00:45 | close | 572 | 0.10 | 100.760 | 100.391 | 102.911 | -620.00 | 1782280.00 |
| 1145 | 2012.06.18 00:45 | buy | 573 | 0.10 | 100.771 | 100.340 | 102.860 | ||
| 1146 | 2012.06.18 10:06 | s/l | 573 | 0.10 | 100.340 | 100.340 | 102.860 | -4310.00 | 1777970.00 |
| 1147 | 2012.06.19 19:30 | buy | 574 | 0.10 | 100.389 | 99.958 | 102.478 | ||
| 1148 | 2012.06.20 03:00 | s/l | 574 | 0.10 | 99.958 | 99.958 | 102.478 | -4310.00 | 1773660.00 |
| 1149 | 2012.06.20 15:30 | buy | 575 | 0.10 | 100.687 | 100.256 | 102.776 | ||
| 1150 | 2012.06.21 15:45 | close | 575 | 0.10 | 101.292 | 100.256 | 102.776 | 6050.00 | 1779710.00 |
| 1151 | 2012.06.25 08:45 | sell | 576 | 0.10 | 100.097 | 100.737 | 97.997 | ||
| 1152 | 2012.06.27 09:00 | close | 576 | 0.10 | 99.413 | 100.737 | 97.997 | 6840.00 | 1786550.00 |
| 1153 | 2012.06.28 10:00 | sell | 577 | 0.10 | 98.951 | 99.591 | 96.851 | ||
| 1154 | 2012.06.29 05:00 | close | 577 | 0.10 | 99.300 | 99.591 | 96.851 | -3490.00 | 1783060.00 |
| 1155 | 2012.07.04 16:45 | sell | 578 | 0.10 | 100.025 | 100.665 | 97.925 | ||
| 1156 | 2012.07.06 15:50 | t/p | 578 | 0.10 | 97.925 | 100.665 | 97.925 | 21000.00 | 1804060.00 |
| 1157 | 2012.07.10 09:30 | sell | 579 | 0.10 | 97.365 | 98.005 | 95.265 | ||
| 1158 | 2012.07.11 16:00 | close | 579 | 0.10 | 97.481 | 98.005 | 95.265 | -1160.00 | 1802900.00 |
| 1159 | 2012.07.12 09:00 | sell | 580 | 0.10 | 97.024 | 97.664 | 94.924 | ||
| 1160 | 2012.07.13 15:45 | close | 580 | 0.10 | 96.925 | 97.664 | 94.924 | 990.00 | 1803890.00 |
| 1161 | 2012.07.16 11:00 | sell | 581 | 0.10 | 96.517 | 97.157 | 94.417 | ||
| 1162 | 2012.07.17 03:29 | s/l | 581 | 0.10 | 97.157 | 97.157 | 94.417 | -6400.00 | 1797490.00 |
| 1163 | 2012.07.18 12:45 | sell | 582 | 0.10 | 96.640 | 97.280 | 94.540 | ||
| 1164 | 2012.07.20 13:00 | close | 582 | 0.10 | 96.111 | 97.280 | 94.540 | 5290.00 | 1802780.00 |
| 1165 | 2012.07.20 13:00 | sell | 583 | 0.10 | 96.100 | 96.740 | 94.000 | ||
| 1166 | 2012.07.24 14:00 | close | 583 | 0.10 | 94.613 | 96.740 | 94.000 | 14870.00 | 1817650.00 |
| 1167 | 2012.08.01 09:30 | buy | 584 | 0.10 | 96.379 | 95.728 | 98.468 | ||
| 1168 | 2012.08.02 14:45 | close | 584 | 0.10 | 95.953 | 95.728 | 98.468 | -4260.00 | 1813390.00 |
| 1169 | 2012.08.02 15:15 | sell | 585 | 0.10 | 95.492 | 96.132 | 93.392 | ||
| 1170 | 2012.08.03 12:51 | s/l | 585 | 0.10 | 96.132 | 96.132 | 93.392 | -6400.00 | 1806990.00 |
| 1171 | 2012.08.07 13:45 | buy | 586 | 0.10 | 97.493 | 96.842 | 99.582 | ||
| 1172 | 2012.08.08 11:36 | s/l | 586 | 0.10 | 96.842 | 96.842 | 99.582 | -6510.00 | 1800480.00 |
| 1173 | 2012.08.09 17:45 | sell | 587 | 0.10 | 96.508 | 97.148 | 94.408 | ||
| 1174 | 2012.08.13 18:45 | close | 587 | 0.10 | 96.690 | 97.148 | 94.408 | -1820.00 | 1798660.00 |
| 1175 | 2012.08.15 14:45 | sell | 588 | 0.10 | 96.655 | 97.295 | 94.555 | ||
| 1176 | 2012.08.16 02:27 | s/l | 588 | 0.10 | 97.295 | 97.295 | 94.555 | -6400.00 | 1792260.00 |
| 1177 | 2012.08.21 09:30 | buy | 589 | 0.10 | 98.413 | 97.762 | 100.502 | ||
| 1178 | 2012.08.22 20:45 | close | 589 | 0.10 | 98.251 | 97.762 | 100.502 | -1620.00 | 1790640.00 |
| 1179 | 2012.08.22 20:45 | sell | 590 | 0.10 | 98.251 | 98.891 | 96.151 | ||
| 1180 | 2012.08.24 21:00 | close | 590 | 0.10 | 98.521 | 98.891 | 96.151 | -2700.00 | 1787940.00 |
| 1181 | 2012.08.28 04:15 | sell | 591 | 0.10 | 98.020 | 98.660 | 95.920 | ||
| 1182 | 2012.08.28 11:30 | s/l | 591 | 0.10 | 98.660 | 98.660 | 95.920 | -6400.00 | 1781540.00 |
| 1183 | 2012.08.30 16:30 | sell | 592 | 0.10 | 98.397 | 99.037 | 96.297 | ||
| 1184 | 2012.09.03 17:30 | close | 592 | 0.10 | 98.679 | 99.037 | 96.297 | -2820.00 | 1778720.00 |
| 1185 | 2012.09.12 10:30 | buy | 593 | 0.10 | 100.283 | 99.632 | 102.372 | ||
| 1186 | 2012.09.13 15:15 | close | 593 | 0.10 | 99.955 | 99.632 | 102.372 | -3280.00 | 1775440.00 |
| 1187 | 2012.09.13 15:15 | sell | 594 | 0.10 | 99.955 | 100.595 | 97.855 | ||
| 1188 | 2012.09.13 18:45 | close | 594 | 0.10 | 100.203 | 100.595 | 97.855 | -2480.00 | 1772960.00 |
| 1189 | 2012.09.24 03:30 | sell | 595 | 0.10 | 101.025 | 101.665 | 98.925 | ||
| 1190 | 2012.09.26 03:45 | close | 595 | 0.10 | 100.416 | 101.665 | 98.925 | 6090.00 | 1779050.00 |
| 1191 | 2012.09.27 17:30 | sell | 596 | 0.10 | 99.734 | 100.374 | 97.634 | ||
| 1192 | 2012.09.28 09:40 | s/l | 596 | 0.10 | 100.374 | 100.374 | 97.634 | -6400.00 | 1772650.00 |
| 1193 | 2012.09.28 11:00 | buy | 597 | 0.10 | 100.463 | 99.812 | 102.552 | ||
| 1194 | 2012.10.01 01:16 | s/l | 597 | 0.10 | 99.812 | 99.812 | 102.552 | -6510.00 | 1766140.00 |
| 1195 | 2012.10.01 02:00 | sell | 598 | 0.10 | 99.830 | 100.470 | 97.730 | ||
| 1196 | 2012.10.01 10:36 | s/l | 598 | 0.10 | 100.470 | 100.470 | 97.730 | -6400.00 | 1759740.00 |
| 1197 | 2012.10.03 14:30 | buy | 599 | 0.10 | 101.240 | 100.589 | 103.329 | ||
| 1198 | 2012.10.05 14:45 | close | 599 | 0.10 | 102.545 | 100.589 | 103.329 | 13050.00 | 1772790.00 |
| 1199 | 2012.10.11 01:30 | sell | 600 | 0.10 | 100.281 | 100.921 | 98.181 | ||
| 1200 | 2012.10.11 12:30 | s/l | 600 | 0.10 | 100.921 | 100.921 | 98.181 | -6400.00 | 1766390.00 |