Strategy Tester Report
EA_HLband_M15_forGJ_1.03
| 通貨ペア | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
| 期間 | 15分足(M15) 2007.01.01 02:00 - 2022.08.29 23:45 (2007.01.01 - 2022.08.30) | ||||
| 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_Hl=22630101; Lots=0.1; 複利運用基準値=0; トレードモード=""; Slippage=3; 許容スプレッド=50; 再エントリー抑止足数=4; 最大テイクプロフィット=340; 最大ストップロス=95; | ||||
| テストバー数 | 391119 | モデルティック数 | 397124361 | モデリング品質 | 99.90% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 200000.00 | スプレッド | 変動 | ||
| 純益 | 3083050.00 | 総利益 | 9474090.00 | 総損失 | -6391040.00 |
| プロフィットファクタ | 1.48 | 期待利得 | 1813.56 | ||
| 絶対ドローダウン | 720.00 | 最大ドローダウン | 227630.00 (24.70%) | 相対ドローダウン | 29.01% (91360.00) |
| 総取引数 | 1700 | 売りポジション(勝率%） | 869 (45.22%) | 買いポジション(勝率%） | 831 (47.77%) |
| 勝率(%) | 790 (46.47%) | 負率 (%) | 910 (53.53%) | ||
| 最大 | 勝トレード | 35050.00 | 敗トレード | -27460.00 | |
| 平均 | 勝トレード | 11992.52 | 敗トレード | -7023.12 | |
| 最大 | 連勝(金額) | 11 (109570.00) | 連敗(金額) | 8 (-69140.00) | |
| 最大 | 連勝(トレード数) | 109570.00 (11) | 連敗(トレード数) | -69140.00 (8) | |
| 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 |
| 1651 | 2013.02.25 18:45 | s/l | 767 | 0.10 | 141.175 | 141.180 | 144.780 | -8490.00 | 1454770.00 |
| 1652 | 2013.02.25 19:00 | sell | 768 | 0.10 | 141.073 | 142.018 | 137.668 | ||
| 1653 | 2013.02.25 23:00 | modify | 768 | 0.10 | 141.073 | 139.662 | 137.668 | ||
| 1654 | 2013.02.25 23:00 | close | 768 | 0.10 | 138.503 | 139.662 | 137.668 | 25700.00 | 1480470.00 |
| 1655 | 2013.03.13 10:45 | buy | 769 | 0.10 | 142.869 | 142.059 | 145.659 | ||
| 1656 | 2013.03.14 22:45 | modify | 769 | 0.10 | 142.869 | 143.933 | 145.659 | ||
| 1657 | 2013.03.15 07:00 | close | 769 | 0.10 | 145.019 | 143.933 | 145.659 | 21500.00 | 1501970.00 |
| 1658 | 2013.03.15 11:00 | buy | 770 | 0.10 | 145.448 | 144.487 | 148.837 | ||
| 1659 | 2013.03.15 17:46 | s/l | 770 | 0.10 | 144.438 | 144.487 | 148.837 | -10100.00 | 1491870.00 |
| 1660 | 2013.03.18 19:45 | buy | 771 | 0.10 | 143.902 | 143.081 | 146.681 | ||
| 1661 | 2013.03.20 16:00 | close | 771 | 0.10 | 144.647 | 143.081 | 146.681 | 7450.00 | 1499320.00 |
| 1662 | 2013.03.21 12:30 | sell | 772 | 0.10 | 144.708 | 145.440 | 141.840 | ||
| 1663 | 2013.03.25 08:45 | close | 772 | 0.10 | 144.599 | 145.440 | 141.840 | 1090.00 | 1500410.00 |
| 1664 | 2013.03.29 10:15 | sell | 773 | 0.10 | 142.765 | 143.555 | 139.955 | ||
| 1665 | 2013.04.02 06:30 | close | 773 | 0.10 | 141.437 | 143.555 | 139.955 | 13280.00 | 1513690.00 |
| 1666 | 2013.04.03 10:15 | sell | 774 | 0.10 | 140.956 | 141.912 | 137.562 | ||
| 1667 | 2013.04.03 11:30 | close | 774 | 0.10 | 141.402 | 141.912 | 137.562 | -4460.00 | 1509230.00 |
| 1668 | 2013.04.03 11:30 | buy | 775 | 0.10 | 141.402 | 140.565 | 144.165 | ||
| 1669 | 2013.04.03 17:15 | close | 775 | 0.10 | 140.726 | 140.565 | 144.165 | -6760.00 | 1502470.00 |
| 1670 | 2013.04.03 17:15 | sell | 776 | 0.10 | 140.721 | 141.680 | 137.330 | ||
| 1671 | 2013.04.03 18:15 | close | 776 | 0.10 | 140.673 | 141.680 | 137.330 | 480.00 | 1502950.00 |
| 1672 | 2013.04.03 18:15 | buy | 777 | 0.10 | 140.685 | 139.855 | 143.455 | ||
| 1673 | 2013.04.04 09:00 | modify | 777 | 0.10 | 140.685 | 141.687 | 143.455 | ||
| 1674 | 2013.04.04 09:23 | t/p | 777 | 0.10 | 143.457 | 141.687 | 143.455 | 27720.00 | 1530670.00 |
| 1675 | 2013.04.04 18:00 | buy | 778 | 0.10 | 146.310 | 145.333 | 149.683 | ||
| 1676 | 2013.04.05 17:30 | modify | 778 | 0.10 | 146.310 | 147.580 | 149.683 | ||
| 1677 | 2013.04.05 21:28 | t/p | 778 | 0.10 | 149.680 | 147.580 | 149.683 | 33700.00 | 1564370.00 |
| 1678 | 2013.04.05 21:30 | buy | 779 | 0.10 | 149.743 | 148.766 | 153.116 | ||
| 1679 | 2013.04.09 01:00 | modify | 779 | 0.10 | 149.743 | 150.769 | 153.116 | ||
| 1680 | 2013.04.09 10:17 | s/l | 779 | 0.10 | 150.765 | 150.769 | 153.116 | 10220.00 | 1574590.00 |
| 1681 | 2013.04.09 21:15 | buy | 780 | 0.10 | 152.278 | 151.308 | 155.658 | ||
| 1682 | 2013.04.10 15:15 | close | 780 | 0.10 | 151.708 | 151.308 | 155.658 | -5700.00 | 1568890.00 |
| 1683 | 2013.04.10 21:00 | buy | 781 | 0.10 | 152.841 | 151.864 | 156.214 | ||
| 1684 | 2013.04.12 12:18 | s/l | 781 | 0.10 | 151.853 | 151.864 | 156.214 | -9880.00 | 1559010.00 |
| 1685 | 2013.04.15 11:00 | sell | 782 | 0.10 | 150.514 | 151.317 | 147.717 | ||
| 1686 | 2013.04.15 23:00 | modify | 782 | 0.10 | 150.514 | 149.501 | 147.717 | ||
| 1687 | 2013.04.15 23:23 | t/p | 782 | 0.10 | 147.706 | 149.501 | 147.717 | 28080.00 | 1587090.00 |
| 1688 | 2013.04.19 06:00 | sell | 783 | 0.10 | 150.654 | 151.456 | 147.856 | ||
| 1689 | 2013.04.19 09:40 | s/l | 783 | 0.10 | 151.466 | 151.456 | 147.856 | -8120.00 | 1578970.00 |
| 1690 | 2013.04.23 17:30 | sell | 784 | 0.10 | 151.824 | 152.617 | 149.017 | ||
| 1691 | 2013.04.23 20:15 | close | 784 | 0.10 | 151.615 | 152.617 | 149.017 | 2090.00 | 1581060.00 |
| 1692 | 2013.04.23 20:15 | buy | 785 | 0.10 | 151.611 | 150.784 | 154.384 | ||
| 1693 | 2013.04.25 16:30 | close | 785 | 0.10 | 153.509 | 150.784 | 154.384 | 18980.00 | 1600040.00 |
| 1694 | 2013.04.29 11:15 | buy | 786 | 0.10 | 152.091 | 151.267 | 154.867 | ||
| 1695 | 2013.04.30 09:39 | s/l | 786 | 0.10 | 151.265 | 151.267 | 154.867 | -8260.00 | 1591780.00 |
| 1696 | 2013.05.03 16:45 | buy | 787 | 0.10 | 154.356 | 153.376 | 157.726 | ||
| 1697 | 2013.05.07 04:30 | close | 787 | 0.10 | 153.812 | 153.376 | 157.726 | -5440.00 | 1586340.00 |
| 1698 | 2013.05.07 04:30 | sell | 788 | 0.10 | 153.799 | 154.602 | 151.002 | ||
| 1699 | 2013.05.08 16:15 | close | 788 | 0.10 | 153.210 | 154.602 | 151.002 | 5890.00 | 1592230.00 |
| 1700 | 2013.05.08 16:15 | buy | 789 | 0.10 | 153.216 | 152.393 | 155.993 | ||
| 1701 | 2013.05.09 21:15 | modify | 789 | 0.10 | 153.216 | 154.455 | 155.993 | ||
| 1702 | 2013.05.10 04:40 | t/p | 789 | 0.10 | 156.003 | 154.455 | 155.993 | 27870.00 | 1620100.00 |
| 1703 | 2013.05.10 05:45 | buy | 790 | 0.10 | 156.020 | 155.049 | 159.399 | ||
| 1704 | 2013.05.13 15:45 | close | 790 | 0.10 | 156.352 | 155.049 | 159.399 | 3320.00 | 1623420.00 |
| 1705 | 2013.05.13 15:45 | sell | 791 | 0.10 | 156.347 | 157.151 | 153.551 | ||
| 1706 | 2013.05.15 12:00 | close | 791 | 0.10 | 156.124 | 157.151 | 153.551 | 2230.00 | 1625650.00 |
| 1707 | 2013.05.15 22:00 | buy | 792 | 0.10 | 155.727 | 154.901 | 158.501 | ||
| 1708 | 2013.05.17 18:15 | close | 792 | 0.10 | 156.330 | 154.901 | 158.501 | 6030.00 | 1631680.00 |
| 1709 | 2013.05.20 12:00 | buy | 793 | 0.10 | 155.939 | 155.125 | 158.725 | ||
| 1710 | 2013.05.22 08:15 | close | 793 | 0.10 | 155.304 | 155.125 | 158.725 | -6350.00 | 1625330.00 |
| 1711 | 2013.05.23 00:02 | buy | 794 | 0.10 | 155.260 | 154.423 | 158.023 | ||
| 1712 | 2013.05.23 03:30 | close | 794 | 0.10 | 155.384 | 154.423 | 158.023 | 1240.00 | 1626570.00 |
| 1713 | 2013.05.23 03:30 | sell | 795 | 0.10 | 155.386 | 156.176 | 152.576 | ||
| 1714 | 2013.05.23 09:17 | t/p | 795 | 0.10 | 152.566 | 156.176 | 152.576 | 28200.00 | 1654770.00 |
| 1715 | 2013.05.24 08:15 | sell | 796 | 0.10 | 153.145 | 153.941 | 150.341 | ||
| 1716 | 2013.05.24 11:29 | s/l | 796 | 0.10 | 153.962 | 153.941 | 150.341 | -8170.00 | 1646600.00 |
| 1717 | 2013.05.24 12:15 | sell | 797 | 0.10 | 153.696 | 154.490 | 150.890 | ||
| 1718 | 2013.05.28 08:30 | close | 797 | 0.10 | 154.052 | 154.490 | 150.890 | -3560.00 | 1643040.00 |
| 1719 | 2013.05.31 11:30 | buy | 798 | 0.10 | 152.611 | 151.769 | 155.369 | ||
| 1720 | 2013.06.04 07:45 | close | 798 | 0.10 | 152.835 | 151.769 | 155.369 | 2240.00 | 1645280.00 |
| 1721 | 2013.06.05 06:45 | sell | 799 | 0.10 | 153.468 | 154.258 | 150.658 | ||
| 1722 | 2013.06.06 10:15 | close | 799 | 0.10 | 153.317 | 154.258 | 150.658 | 1510.00 | 1646790.00 |
| 1723 | 2013.06.06 10:15 | buy | 800 | 0.10 | 153.313 | 152.485 | 156.085 | ||
| 1724 | 2013.06.06 18:54 | s/l | 800 | 0.10 | 152.435 | 152.485 | 156.085 | -8780.00 | 1638010.00 |
| 1725 | 2013.06.07 00:00 | sell | 801 | 0.10 | 151.277 | 152.197 | 147.847 | ||
| 1726 | 2013.06.07 13:15 | modify | 801 | 0.10 | 151.277 | 150.194 | 147.847 | ||
| 1727 | 2013.06.07 16:15 | s/l | 801 | 0.10 | 150.189 | 150.194 | 147.847 | 10880.00 | 1648890.00 |
| 1728 | 2013.06.13 09:15 | sell | 802 | 0.10 | 147.556 | 148.503 | 144.153 | ||
| 1729 | 2013.06.13 20:04 | s/l | 802 | 0.10 | 148.500 | 148.503 | 144.153 | -9440.00 | 1639450.00 |
| 1730 | 2013.06.18 11:45 | sell | 803 | 0.10 | 149.261 | 150.054 | 146.454 | ||
| 1731 | 2013.06.18 14:30 | close | 803 | 0.10 | 148.845 | 150.054 | 146.454 | 4160.00 | 1643610.00 |
| 1732 | 2013.06.18 14:30 | buy | 804 | 0.10 | 148.862 | 148.035 | 151.635 | ||
| 1733 | 2013.06.19 21:00 | close | 804 | 0.10 | 149.238 | 148.035 | 151.635 | 3760.00 | 1647370.00 |
| 1734 | 2013.06.19 21:00 | sell | 805 | 0.10 | 149.237 | 150.045 | 146.445 | ||
| 1735 | 2013.06.19 21:40 | s/l | 805 | 0.10 | 150.042 | 150.045 | 146.445 | -8050.00 | 1639320.00 |
| 1736 | 2013.06.19 23:30 | buy | 806 | 0.10 | 149.175 | 148.335 | 151.935 | ||
| 1737 | 2013.06.20 10:45 | modify | 806 | 0.10 | 149.175 | 150.246 | 151.935 | ||
| 1738 | 2013.06.21 17:36 | s/l | 806 | 0.10 | 150.242 | 150.246 | 151.935 | 10670.00 | 1649990.00 |
| 1739 | 2013.06.24 01:30 | sell | 807 | 0.10 | 150.977 | 151.779 | 148.179 | ||
| 1740 | 2013.06.25 21:45 | close | 807 | 0.10 | 150.798 | 151.779 | 148.179 | 1790.00 | 1651780.00 |
| 1741 | 2013.07.01 17:15 | buy | 808 | 0.10 | 151.994 | 151.173 | 154.773 | ||
| 1742 | 2013.07.03 10:30 | close | 808 | 0.10 | 152.064 | 151.173 | 154.773 | 700.00 | 1652480.00 |
| 1743 | 2013.07.03 10:30 | sell | 809 | 0.10 | 152.055 | 152.862 | 149.262 | ||
| 1744 | 2013.07.03 19:30 | s/l | 809 | 0.10 | 152.856 | 152.862 | 149.262 | -8010.00 | 1644470.00 |
| 1745 | 2013.07.03 20:30 | sell | 810 | 0.10 | 152.727 | 153.518 | 149.918 | ||
| 1746 | 2013.07.04 14:30 | modify | 810 | 0.10 | 152.727 | 151.596 | 149.918 | ||
| 1747 | 2013.07.05 11:40 | t/p | 810 | 0.10 | 149.906 | 151.596 | 149.918 | 28210.00 | 1672680.00 |
| 1748 | 2013.07.11 17:30 | buy | 811 | 0.10 | 149.348 | 148.520 | 152.120 | ||
| 1749 | 2013.07.15 11:00 | close | 811 | 0.10 | 150.077 | 148.520 | 152.120 | 7290.00 | 1679970.00 |
| 1750 | 2013.07.15 11:00 | sell | 812 | 0.10 | 150.092 | 150.882 | 147.282 | ||
| 1751 | 2013.07.15 14:56 | s/l | 812 | 0.10 | 150.875 | 150.882 | 147.282 | -7830.00 | 1672140.00 |
| 1752 | 2013.07.16 12:00 | buy | 813 | 0.10 | 150.047 | 149.204 | 152.804 | ||
| 1753 | 2013.07.17 11:45 | close | 813 | 0.10 | 151.578 | 149.204 | 152.804 | 15310.00 | 1687450.00 |
| 1754 | 2013.07.17 11:45 | sell | 814 | 0.10 | 151.586 | 152.388 | 148.788 | ||
| 1755 | 2013.07.18 11:35 | s/l | 814 | 0.10 | 152.384 | 152.388 | 148.788 | -7980.00 | 1679470.00 |
| 1756 | 2013.07.19 23:30 | buy | 815 | 0.10 | 153.382 | 152.391 | 156.741 | ||
| 1757 | 2013.07.22 03:10 | s/l | 815 | 0.10 | 152.382 | 152.391 | 156.741 | -10000.00 | 1669470.00 |
| 1758 | 2013.07.23 03:15 | buy | 816 | 0.10 | 152.796 | 151.961 | 155.561 | ||
| 1759 | 2013.07.24 23:30 | close | 816 | 0.10 | 153.552 | 151.961 | 155.561 | 7560.00 | 1677030.00 |
| 1760 | 2013.07.26 00:48 | sell | 817 | 0.10 | 152.638 | 153.449 | 149.849 | ||
| 1761 | 2013.07.29 05:00 | modify | 817 | 0.10 | 152.638 | 151.605 | 149.849 | ||
| 1762 | 2013.07.29 21:00 | close | 817 | 0.10 | 150.089 | 151.605 | 149.849 | 25490.00 | 1702520.00 |
| 1763 | 2013.07.31 12:15 | sell | 818 | 0.10 | 148.590 | 149.531 | 145.181 | ||
| 1764 | 2013.08.01 09:47 | s/l | 818 | 0.10 | 149.521 | 149.531 | 145.181 | -9310.00 | 1693210.00 |
| 1765 | 2013.08.01 10:45 | buy | 819 | 0.10 | 149.613 | 148.794 | 152.394 | ||
| 1766 | 2013.08.05 07:00 | close | 819 | 0.10 | 150.825 | 148.794 | 152.394 | 12120.00 | 1705330.00 |
| 1767 | 2013.08.05 11:45 | sell | 820 | 0.10 | 151.172 | 151.970 | 148.370 | ||
| 1768 | 2013.08.07 04:15 | modify | 820 | 0.10 | 151.172 | 150.166 | 148.370 | ||
| 1769 | 2013.08.07 08:00 | close | 820 | 0.10 | 149.112 | 150.166 | 148.370 | 20600.00 | 1725930.00 |
| 1770 | 2013.08.07 14:00 | sell | 821 | 0.10 | 150.270 | 151.074 | 147.474 | ||
| 1771 | 2013.08.07 19:00 | close | 821 | 0.10 | 150.058 | 151.074 | 147.474 | 2120.00 | 1728050.00 |
| 1772 | 2013.08.07 19:00 | buy | 822 | 0.10 | 150.068 | 149.246 | 152.846 | ||
| 1773 | 2013.08.07 23:22 | s/l | 822 | 0.10 | 149.246 | 149.246 | 152.846 | -8220.00 | 1719830.00 |
| 1774 | 2013.08.15 23:00 | sell | 823 | 0.10 | 152.090 | 152.898 | 149.298 | ||
| 1775 | 2013.08.16 17:15 | close | 823 | 0.10 | 152.422 | 152.898 | 149.298 | -3320.00 | 1716510.00 |
| 1776 | 2013.08.16 17:15 | buy | 824 | 0.10 | 152.411 | 151.600 | 155.200 | ||
| 1777 | 2013.08.20 13:30 | close | 824 | 0.10 | 152.401 | 151.600 | 155.200 | -100.00 | 1716410.00 |
| 1778 | 2013.08.20 19:30 | buy | 825 | 0.10 | 152.479 | 151.665 | 155.265 | ||
| 1779 | 2013.08.22 15:45 | close | 825 | 0.10 | 153.606 | 151.665 | 155.265 | 11270.00 | 1727680.00 |
| 1780 | 2013.08.23 03:00 | buy | 826 | 0.10 | 154.219 | 153.239 | 157.589 | ||
| 1781 | 2013.08.26 23:09 | s/l | 826 | 0.10 | 153.233 | 153.239 | 157.589 | -9860.00 | 1717820.00 |
| 1782 | 2013.08.27 20:30 | sell | 827 | 0.10 | 150.762 | 151.571 | 147.971 | ||
| 1783 | 2013.08.28 16:00 | s/l | 827 | 0.10 | 151.574 | 151.571 | 147.971 | -8120.00 | 1709700.00 |
| 1784 | 2013.08.28 16:15 | sell | 828 | 0.10 | 151.318 | 152.125 | 148.525 | ||
| 1785 | 2013.08.29 09:51 | s/l | 828 | 0.10 | 152.141 | 152.125 | 148.525 | -8230.00 | 1701470.00 |
| 1786 | 2013.08.30 11:00 | buy | 829 | 0.10 | 152.190 | 151.361 | 154.961 | ||
| 1787 | 2013.09.02 11:00 | modify | 829 | 0.10 | 152.190 | 153.396 | 154.961 | ||
| 1788 | 2013.09.03 03:58 | t/p | 829 | 0.10 | 154.972 | 153.396 | 154.961 | 27820.00 | 1729290.00 |
| 1789 | 2013.09.03 11:30 | buy | 830 | 0.10 | 155.366 | 154.259 | 158.609 | ||
| 1790 | 2013.09.05 07:45 | close | 830 | 0.10 | 155.763 | 154.259 | 158.609 | 3970.00 | 1733260.00 |
| 1791 | 2013.09.09 02:45 | buy | 831 | 0.10 | 156.434 | 155.465 | 159.815 | ||
| 1792 | 2013.09.10 23:00 | close | 831 | 0.10 | 157.825 | 155.465 | 159.815 | 13910.00 | 1747170.00 |
| 1793 | 2013.09.11 06:00 | buy | 832 | 0.10 | 158.021 | 157.043 | 161.393 | ||
| 1794 | 2013.09.12 09:12 | s/l | 832 | 0.10 | 157.028 | 157.043 | 161.393 | -9930.00 | 1737240.00 |
| 1795 | 2013.09.16 00:15 | sell | 833 | 0.10 | 157.388 | 158.165 | 154.565 | ||
| 1796 | 2013.09.17 10:42 | s/l | 833 | 0.10 | 158.174 | 158.165 | 154.565 | -7860.00 | 1729380.00 |
| 1797 | 2013.09.18 21:15 | buy | 834 | 0.10 | 157.844 | 157.021 | 160.621 | ||
| 1798 | 2013.09.19 17:45 | modify | 834 | 0.10 | 157.844 | 158.932 | 160.621 | ||
| 1799 | 2013.09.20 17:30 | close | 834 | 0.10 | 159.326 | 158.932 | 160.621 | 14820.00 | 1744200.00 |
| 1800 | 2013.09.26 20:30 | sell | 835 | 0.10 | 158.436 | 159.245 | 155.645 | ||