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 |
| 1201 | 2012.10.15 03:00 | sell | 601 | 0.10 | 101.093 | 101.733 | 98.993 | ||
| 1202 | 2012.10.15 09:27 | s/l | 601 | 0.10 | 101.733 | 101.733 | 98.993 | -6400.00 | 1759990.00 |
| 1203 | 2012.10.15 10:30 | buy | 602 | 0.10 | 101.909 | 101.258 | 103.998 | ||
| 1204 | 2012.10.17 10:45 | close | 602 | 0.10 | 103.166 | 101.258 | 103.998 | 12570.00 | 1772560.00 |
| 1205 | 2012.10.30 07:15 | sell | 603 | 0.10 | 102.388 | 103.028 | 100.288 | ||
| 1206 | 2012.10.30 14:17 | s/l | 603 | 0.10 | 103.028 | 103.028 | 100.288 | -6400.00 | 1766160.00 |
| 1207 | 2012.10.30 17:15 | buy | 604 | 0.10 | 103.314 | 102.663 | 105.403 | ||
| 1208 | 2012.11.01 17:30 | close | 604 | 0.10 | 103.682 | 102.663 | 105.403 | 3680.00 | 1769840.00 |
| 1209 | 2012.11.02 10:15 | sell | 605 | 0.10 | 103.338 | 103.978 | 101.238 | ||
| 1210 | 2012.11.06 12:15 | close | 605 | 0.10 | 102.516 | 103.978 | 101.238 | 8220.00 | 1778060.00 |
| 1211 | 2012.11.13 03:30 | sell | 606 | 0.10 | 100.684 | 101.324 | 98.584 | ||
| 1212 | 2012.11.14 07:29 | s/l | 606 | 0.10 | 101.324 | 101.324 | 98.584 | -6400.00 | 1771660.00 |
| 1213 | 2012.11.20 13:00 | buy | 607 | 0.10 | 104.328 | 103.677 | 106.417 | ||
| 1214 | 2012.11.21 04:45 | close | 607 | 0.10 | 104.572 | 103.677 | 106.417 | 2440.00 | 1774100.00 |
| 1215 | 2012.11.23 15:00 | buy | 608 | 0.10 | 106.473 | 105.822 | 108.562 | ||
| 1216 | 2012.11.27 16:00 | close | 608 | 0.10 | 106.401 | 105.822 | 108.562 | -720.00 | 1773380.00 |
| 1217 | 2012.11.28 02:30 | sell | 609 | 0.10 | 105.985 | 106.625 | 103.885 | ||
| 1218 | 2012.11.28 16:45 | close | 609 | 0.10 | 105.779 | 106.625 | 103.885 | 2060.00 | 1775440.00 |
| 1219 | 2012.12.05 03:45 | buy | 610 | 0.10 | 107.619 | 106.968 | 109.708 | ||
| 1220 | 2012.12.06 15:15 | close | 610 | 0.10 | 107.286 | 106.968 | 109.708 | -3330.00 | 1772110.00 |
| 1221 | 2012.12.06 15:15 | sell | 611 | 0.10 | 107.286 | 107.926 | 105.186 | ||
| 1222 | 2012.12.07 14:45 | close | 611 | 0.10 | 106.649 | 107.926 | 105.186 | 6370.00 | 1778480.00 |
| 1223 | 2012.12.11 10:45 | buy | 612 | 0.10 | 106.882 | 106.231 | 108.971 | ||
| 1224 | 2012.12.12 19:15 | t/p | 612 | 0.10 | 108.971 | 106.231 | 108.971 | 20890.00 | 1799370.00 |
| 1225 | 2012.12.18 16:45 | buy | 613 | 0.10 | 110.898 | 110.247 | 112.987 | ||
| 1226 | 2012.12.19 16:30 | close | 613 | 0.10 | 111.748 | 110.247 | 112.987 | 8500.00 | 1807870.00 |
| 1227 | 2013.01.08 16:15 | sell | 614 | 0.10 | 114.076 | 114.496 | 111.976 | ||
| 1228 | 2013.01.09 06:34 | s/l | 614 | 0.10 | 114.496 | 114.496 | 111.976 | -4200.00 | 1803670.00 |
| 1229 | 2013.01.10 00:30 | buy | 615 | 0.10 | 115.077 | 114.646 | 117.166 | ||
| 1230 | 2013.01.10 22:10 | t/p | 615 | 0.10 | 117.166 | 114.646 | 117.166 | 20890.00 | 1824560.00 |
| 1231 | 2013.01.17 14:15 | buy | 616 | 0.10 | 119.329 | 118.898 | 121.418 | ||
| 1232 | 2013.01.18 02:15 | close | 616 | 0.10 | 119.812 | 118.898 | 121.418 | 4830.00 | 1829390.00 |
| 1233 | 2013.01.22 09:30 | sell | 617 | 0.10 | 118.792 | 119.212 | 116.692 | ||
| 1234 | 2013.01.22 10:45 | close | 617 | 0.10 | 117.972 | 119.212 | 116.692 | 8200.00 | 1837590.00 |
| 1235 | 2013.01.22 11:00 | sell | 618 | 0.10 | 117.922 | 118.342 | 115.822 | ||
| 1236 | 2013.01.22 11:06 | s/l | 618 | 0.10 | 118.342 | 118.342 | 115.822 | -4200.00 | 1833390.00 |
| 1237 | 2013.01.22 11:15 | sell | 619 | 0.10 | 118.270 | 118.690 | 116.170 | ||
| 1238 | 2013.01.22 12:15 | s/l | 619 | 0.10 | 118.690 | 118.690 | 116.170 | -4200.00 | 1829190.00 |
| 1239 | 2013.01.22 12:45 | sell | 620 | 0.10 | 118.381 | 118.801 | 116.281 | ||
| 1240 | 2013.01.23 10:45 | close | 620 | 0.10 | 117.883 | 118.801 | 116.281 | 4980.00 | 1834170.00 |
| 1241 | 2013.01.24 16:30 | buy | 621 | 0.10 | 120.099 | 119.668 | 122.188 | ||
| 1242 | 2013.01.25 10:17 | t/p | 621 | 0.10 | 122.188 | 119.668 | 122.188 | 20890.00 | 1855060.00 |
| 1243 | 2013.01.30 03:15 | buy | 622 | 0.10 | 122.698 | 122.267 | 124.787 | ||
| 1244 | 2013.01.31 03:30 | close | 622 | 0.10 | 123.298 | 122.267 | 124.787 | 6000.00 | 1861060.00 |
| 1245 | 2013.01.31 17:45 | buy | 623 | 0.10 | 124.021 | 123.590 | 126.110 | ||
| 1246 | 2013.02.01 11:00 | t/p | 623 | 0.10 | 126.110 | 123.590 | 126.110 | 20890.00 | 1881950.00 |
| 1247 | 2013.02.08 09:00 | sell | 624 | 0.10 | 124.293 | 124.713 | 122.193 | ||
| 1248 | 2013.02.08 09:45 | close | 624 | 0.10 | 124.134 | 124.713 | 122.193 | 1590.00 | 1883540.00 |
| 1249 | 2013.02.13 05:15 | sell | 625 | 0.10 | 124.889 | 125.309 | 122.789 | ||
| 1250 | 2013.02.13 07:09 | s/l | 625 | 0.10 | 125.309 | 125.309 | 122.789 | -4200.00 | 1879340.00 |
| 1251 | 2013.02.14 11:15 | sell | 626 | 0.10 | 124.889 | 125.309 | 122.789 | ||
| 1252 | 2013.02.15 07:45 | close | 626 | 0.10 | 124.000 | 125.309 | 122.789 | 8890.00 | 1888230.00 |
| 1253 | 2013.02.19 08:30 | sell | 627 | 0.10 | 124.728 | 125.148 | 122.628 | ||
| 1254 | 2013.02.19 11:00 | s/l | 627 | 0.10 | 125.148 | 125.148 | 122.628 | -4200.00 | 1884030.00 |
| 1255 | 2013.02.19 11:45 | sell | 628 | 0.10 | 124.753 | 125.173 | 122.653 | ||
| 1256 | 2013.02.19 15:51 | s/l | 628 | 0.10 | 125.173 | 125.173 | 122.653 | -4200.00 | 1879830.00 |
| 1257 | 2013.02.20 01:15 | buy | 629 | 0.10 | 125.697 | 125.266 | 127.786 | ||
| 1258 | 2013.02.20 03:27 | s/l | 629 | 0.10 | 125.266 | 125.266 | 127.786 | -4310.00 | 1875520.00 |
| 1259 | 2013.02.20 21:15 | sell | 630 | 0.10 | 124.489 | 124.909 | 122.389 | ||
| 1260 | 2013.02.21 12:55 | t/p | 630 | 0.10 | 122.389 | 124.909 | 122.389 | 21000.00 | 1896520.00 |
| 1261 | 2013.02.21 12:55 | sell | 631 | 0.10 | 122.366 | 122.980 | 120.460 | ||
| 1262 | 2013.02.21 14:05 | s/l | 631 | 0.10 | 122.980 | 122.980 | 120.460 | -6140.00 | 1890380.00 |
| 1263 | 2013.02.25 20:15 | sell | 632 | 0.10 | 121.501 | 121.921 | 119.401 | ||
| 1264 | 2013.02.25 20:30 | close | 632 | 0.10 | 121.719 | 121.921 | 119.401 | -2180.00 | 1888200.00 |
| 1265 | 2013.02.25 20:30 | sell | 633 | 0.10 | 121.708 | 122.128 | 119.608 | ||
| 1266 | 2013.02.25 21:30 | close | 633 | 0.10 | 119.901 | 122.128 | 119.608 | 18070.00 | 1906270.00 |
| 1267 | 2013.03.01 13:30 | sell | 634 | 0.10 | 120.578 | 120.998 | 118.478 | ||
| 1268 | 2013.03.01 16:13 | s/l | 634 | 0.10 | 120.998 | 120.998 | 118.478 | -4200.00 | 1902070.00 |
| 1269 | 2013.03.01 18:45 | buy | 635 | 0.10 | 121.717 | 121.286 | 123.806 | ||
| 1270 | 2013.03.04 08:00 | s/l | 635 | 0.10 | 121.286 | 121.286 | 123.806 | -4310.00 | 1897760.00 |
| 1271 | 2013.03.05 06:30 | sell | 636 | 0.10 | 121.189 | 121.609 | 119.089 | ||
| 1272 | 2013.03.05 09:04 | s/l | 636 | 0.10 | 121.609 | 121.609 | 119.089 | -4200.00 | 1893560.00 |
| 1273 | 2013.03.06 10:00 | buy | 637 | 0.10 | 121.983 | 121.552 | 124.072 | ||
| 1274 | 2013.03.06 17:00 | s/l | 637 | 0.10 | 121.552 | 121.552 | 124.072 | -4310.00 | 1889250.00 |
| 1275 | 2013.03.06 19:00 | buy | 638 | 0.10 | 122.004 | 121.573 | 124.093 | ||
| 1276 | 2013.03.07 16:40 | t/p | 638 | 0.10 | 124.093 | 121.573 | 124.093 | 20890.00 | 1910140.00 |
| 1277 | 2013.03.07 16:40 | buy | 639 | 0.10 | 124.108 | 123.581 | 126.101 | ||
| 1278 | 2013.03.08 15:00 | close | 639 | 0.10 | 125.069 | 123.581 | 126.101 | 9610.00 | 1919750.00 |
| 1279 | 2013.03.11 23:30 | buy | 640 | 0.10 | 125.872 | 125.441 | 127.961 | ||
| 1280 | 2013.03.12 07:17 | s/l | 640 | 0.10 | 125.441 | 125.441 | 127.961 | -4310.00 | 1915440.00 |
| 1281 | 2013.03.13 15:30 | sell | 641 | 0.10 | 124.224 | 124.644 | 122.124 | ||
| 1282 | 2013.03.14 08:28 | s/l | 641 | 0.10 | 124.644 | 124.644 | 122.124 | -4200.00 | 1911240.00 |
| 1283 | 2013.03.14 20:45 | buy | 642 | 0.10 | 125.021 | 124.590 | 127.110 | ||
| 1284 | 2013.03.15 15:57 | s/l | 642 | 0.10 | 124.590 | 124.590 | 127.110 | -4310.00 | 1906930.00 |
| 1285 | 2013.03.18 00:15 | sell | 643 | 0.10 | 122.682 | 123.102 | 120.582 | ||
| 1286 | 2013.03.18 00:30 | close | 643 | 0.10 | 122.545 | 123.102 | 120.582 | 1370.00 | 1908300.00 |
| 1287 | 2013.03.18 00:30 | sell | 644 | 0.10 | 122.534 | 122.954 | 120.434 | ||
| 1288 | 2013.03.18 00:45 | close | 644 | 0.10 | 122.396 | 122.954 | 120.434 | 1380.00 | 1909680.00 |
| 1289 | 2013.03.18 00:45 | sell | 645 | 0.10 | 122.385 | 122.805 | 120.285 | ||
| 1290 | 2013.03.18 09:00 | close | 645 | 0.10 | 122.419 | 122.805 | 120.285 | -340.00 | 1909340.00 |
| 1291 | 2013.03.19 18:00 | sell | 646 | 0.10 | 122.066 | 122.486 | 119.966 | ||
| 1292 | 2013.03.19 19:24 | s/l | 646 | 0.10 | 122.486 | 122.486 | 119.966 | -4200.00 | 1905140.00 |
| 1293 | 2013.03.19 19:24 | sell | 647 | 0.10 | 122.510 | 122.618 | 120.098 | ||
| 1294 | 2013.03.19 20:14 | s/l | 647 | 0.10 | 122.618 | 122.618 | 120.098 | -1080.00 | 1904060.00 |
| 1295 | 2013.03.20 20:15 | buy | 648 | 0.10 | 124.316 | 123.885 | 126.405 | ||
| 1296 | 2013.03.21 06:00 | s/l | 648 | 0.10 | 123.885 | 123.885 | 126.405 | -4310.00 | 1899750.00 |
| 1297 | 2013.03.21 18:30 | sell | 649 | 0.10 | 122.340 | 122.760 | 120.240 | ||
| 1298 | 2013.03.22 12:17 | s/l | 649 | 0.10 | 122.760 | 122.760 | 120.240 | -4200.00 | 1895550.00 |
| 1299 | 2013.03.25 01:00 | buy | 650 | 0.10 | 123.493 | 123.062 | 125.582 | ||
| 1300 | 2013.03.25 08:34 | s/l | 650 | 0.10 | 123.062 | 123.062 | 125.582 | -4310.00 | 1891240.00 |
| 1301 | 2013.03.25 16:30 | sell | 651 | 0.10 | 121.608 | 122.028 | 119.508 | ||
| 1302 | 2013.03.25 19:00 | close | 651 | 0.10 | 121.112 | 122.028 | 119.508 | 4960.00 | 1896200.00 |
| 1303 | 2013.03.25 19:00 | sell | 652 | 0.10 | 121.101 | 121.521 | 119.001 | ||
| 1304 | 2013.03.26 02:43 | s/l | 652 | 0.10 | 121.521 | 121.521 | 119.001 | -4200.00 | 1892000.00 |
| 1305 | 2013.03.27 11:45 | sell | 653 | 0.10 | 120.589 | 121.009 | 118.489 | ||
| 1306 | 2013.03.28 10:45 | close | 653 | 0.10 | 120.153 | 121.009 | 118.489 | 4360.00 | 1896360.00 |
| 1307 | 2013.04.01 03:15 | sell | 654 | 0.10 | 120.340 | 120.760 | 118.240 | ||
| 1308 | 2013.04.02 03:30 | close | 654 | 0.10 | 119.801 | 120.760 | 118.240 | 5390.00 | 1901750.00 |
| 1309 | 2013.04.02 05:45 | sell | 655 | 0.10 | 119.291 | 119.711 | 117.191 | ||
| 1310 | 2013.04.02 11:35 | s/l | 655 | 0.10 | 119.711 | 119.711 | 117.191 | -4200.00 | 1897550.00 |
| 1311 | 2013.04.03 19:30 | sell | 656 | 0.10 | 119.240 | 119.660 | 117.140 | ||
| 1312 | 2013.04.04 06:40 | s/l | 656 | 0.10 | 119.660 | 119.660 | 117.140 | -4200.00 | 1893350.00 |
| 1313 | 2013.04.04 07:15 | buy | 657 | 0.10 | 120.801 | 120.370 | 122.890 | ||
| 1314 | 2013.04.04 07:30 | close | 657 | 0.10 | 120.948 | 120.370 | 122.890 | 1470.00 | 1894820.00 |
| 1315 | 2013.04.04 07:30 | buy | 658 | 0.10 | 120.959 | 120.528 | 123.048 | ||
| 1316 | 2013.04.04 08:30 | close | 658 | 0.10 | 122.469 | 120.528 | 123.048 | 15100.00 | 1909920.00 |
| 1317 | 2013.04.04 08:45 | buy | 659 | 0.10 | 122.156 | 121.725 | 124.245 | ||
| 1318 | 2013.04.04 14:39 | s/l | 659 | 0.10 | 121.725 | 121.725 | 124.245 | -4310.00 | 1905610.00 |
| 1319 | 2013.04.10 09:45 | buy | 660 | 0.10 | 130.275 | 129.844 | 132.364 | ||
| 1320 | 2013.04.10 14:00 | s/l | 660 | 0.10 | 129.844 | 129.844 | 132.364 | -4310.00 | 1901300.00 |
| 1321 | 2013.04.11 12:15 | buy | 661 | 0.10 | 130.751 | 130.320 | 132.840 | ||
| 1322 | 2013.04.11 14:41 | s/l | 661 | 0.10 | 130.320 | 130.320 | 132.840 | -4310.00 | 1896990.00 |
| 1323 | 2013.04.11 19:30 | buy | 662 | 0.10 | 130.760 | 130.329 | 132.849 | ||
| 1324 | 2013.04.12 05:44 | s/l | 662 | 0.10 | 130.329 | 130.329 | 132.849 | -4310.00 | 1892680.00 |
| 1325 | 2013.04.15 04:45 | sell | 663 | 0.10 | 128.426 | 128.846 | 126.326 | ||
| 1326 | 2013.04.15 20:15 | close | 663 | 0.10 | 126.955 | 128.846 | 126.326 | 14710.00 | 1907390.00 |
| 1327 | 2013.04.15 20:30 | sell | 664 | 0.10 | 126.944 | 127.364 | 124.844 | ||
| 1328 | 2013.04.15 23:45 | close | 664 | 0.10 | 125.822 | 127.364 | 124.844 | 11220.00 | 1918610.00 |
| 1329 | 2013.04.17 18:45 | sell | 665 | 0.10 | 126.900 | 127.320 | 124.800 | ||
| 1330 | 2013.04.17 19:39 | s/l | 665 | 0.10 | 127.320 | 127.320 | 124.800 | -4200.00 | 1914410.00 |
| 1331 | 2013.04.19 04:45 | buy | 666 | 0.10 | 128.860 | 128.429 | 130.949 | ||
| 1332 | 2013.04.19 14:30 | close | 666 | 0.10 | 129.833 | 128.429 | 130.949 | 9730.00 | 1924140.00 |
| 1333 | 2013.04.19 16:15 | buy | 667 | 0.10 | 130.154 | 129.723 | 132.243 | ||
| 1334 | 2013.04.19 16:52 | s/l | 667 | 0.10 | 129.723 | 129.723 | 132.243 | -4310.00 | 1919830.00 |
| 1335 | 2013.04.25 03:30 | buy | 668 | 0.10 | 129.820 | 129.389 | 131.909 | ||
| 1336 | 2013.04.25 07:54 | s/l | 668 | 0.10 | 129.389 | 129.389 | 131.909 | -4310.00 | 1915520.00 |
| 1337 | 2013.04.26 02:30 | sell | 669 | 0.10 | 128.894 | 129.314 | 126.794 | ||
| 1338 | 2013.04.26 05:41 | s/l | 669 | 0.10 | 129.314 | 129.314 | 126.794 | -4200.00 | 1911320.00 |
| 1339 | 2013.04.26 05:41 | sell | 670 | 0.10 | 129.319 | 129.341 | 126.821 | ||
| 1340 | 2013.04.26 05:46 | s/l | 670 | 0.10 | 129.341 | 129.341 | 126.821 | -220.00 | 1911100.00 |
| 1341 | 2013.04.26 07:00 | sell | 671 | 0.10 | 128.745 | 129.165 | 126.645 | ||
| 1342 | 2013.04.26 08:30 | close | 671 | 0.10 | 128.605 | 129.165 | 126.645 | 1400.00 | 1912500.00 |
| 1343 | 2013.04.26 08:30 | sell | 672 | 0.10 | 128.594 | 129.014 | 126.494 | ||
| 1344 | 2013.04.26 17:15 | close | 672 | 0.10 | 127.573 | 129.014 | 126.494 | 10210.00 | 1922710.00 |
| 1345 | 2013.04.26 17:15 | sell | 673 | 0.10 | 127.562 | 127.982 | 125.462 | ||
| 1346 | 2013.04.26 20:27 | s/l | 673 | 0.10 | 127.982 | 127.982 | 125.462 | -4200.00 | 1918510.00 |
| 1347 | 2013.05.01 10:45 | buy | 674 | 0.10 | 128.772 | 128.341 | 130.861 | ||
| 1348 | 2013.05.01 15:54 | s/l | 674 | 0.10 | 128.341 | 128.341 | 130.861 | -4310.00 | 1914200.00 |
| 1349 | 2013.05.02 14:30 | buy | 675 | 0.10 | 129.182 | 128.751 | 131.271 | ||
| 1350 | 2013.05.02 14:45 | close | 675 | 0.10 | 129.607 | 128.751 | 131.271 | 4250.00 | 1918450.00 |