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 |
| 2251 | 2015.10.22 14:00 | buy | 1047 | 0.10 | 185.337 | 184.526 | 188.126 | ||
| 2252 | 2015.10.26 10:15 | close | 1047 | 0.10 | 185.367 | 184.526 | 188.126 | 300.00 | 2037690.00 |
| 2253 | 2015.10.28 21:15 | buy | 1048 | 0.10 | 184.558 | 183.720 | 187.320 | ||
| 2254 | 2015.10.30 17:30 | close | 1048 | 0.10 | 185.184 | 183.720 | 187.320 | 6260.00 | 2043950.00 |
| 2255 | 2015.10.30 19:15 | buy | 1049 | 0.10 | 186.491 | 185.512 | 189.862 | ||
| 2256 | 2015.11.03 15:30 | close | 1049 | 0.10 | 185.958 | 185.512 | 189.862 | -5330.00 | 2038620.00 |
| 2257 | 2015.11.04 17:15 | sell | 1050 | 0.10 | 186.612 | 187.403 | 183.803 | ||
| 2258 | 2015.11.05 09:58 | s/l | 1050 | 0.10 | 187.398 | 187.403 | 183.803 | -7860.00 | 2030760.00 |
| 2259 | 2015.11.05 12:15 | buy | 1051 | 0.10 | 187.620 | 186.656 | 191.006 | ||
| 2260 | 2015.11.05 14:06 | s/l | 1051 | 0.10 | 186.656 | 186.656 | 191.006 | -9640.00 | 2021120.00 |
| 2261 | 2015.11.06 15:45 | sell | 1052 | 0.10 | 184.627 | 185.423 | 181.823 | ||
| 2262 | 2015.11.06 17:36 | s/l | 1052 | 0.10 | 185.422 | 185.423 | 181.823 | -7950.00 | 2013170.00 |
| 2263 | 2015.11.17 17:15 | buy | 1053 | 0.10 | 187.805 | 186.835 | 191.185 | ||
| 2264 | 2015.11.19 11:30 | close | 1053 | 0.10 | 187.832 | 186.835 | 191.185 | 270.00 | 2013440.00 |
| 2265 | 2015.11.19 11:30 | sell | 1054 | 0.10 | 187.851 | 188.616 | 185.016 | ||
| 2266 | 2015.11.23 07:45 | close | 1054 | 0.10 | 186.941 | 188.616 | 185.016 | 9100.00 | 2022540.00 |
| 2267 | 2015.11.25 11:30 | buy | 1055 | 0.10 | 184.882 | 184.068 | 187.668 | ||
| 2268 | 2015.11.26 10:45 | close | 1055 | 0.10 | 184.940 | 184.068 | 187.668 | 580.00 | 2023120.00 |
| 2269 | 2015.11.26 10:45 | sell | 1056 | 0.10 | 184.931 | 185.736 | 182.136 | ||
| 2270 | 2015.11.30 07:00 | close | 1056 | 0.10 | 184.438 | 185.736 | 182.136 | 4930.00 | 2028050.00 |
| 2271 | 2015.12.02 21:45 | sell | 1057 | 0.10 | 183.992 | 184.951 | 180.601 | ||
| 2272 | 2015.12.03 11:45 | close | 1057 | 0.10 | 184.420 | 184.951 | 180.601 | -4280.00 | 2023770.00 |
| 2273 | 2015.12.03 11:45 | buy | 1058 | 0.10 | 184.421 | 183.609 | 187.209 | ||
| 2274 | 2015.12.07 08:00 | close | 1058 | 0.10 | 186.125 | 183.609 | 187.209 | 17040.00 | 2040810.00 |
| 2275 | 2015.12.11 17:45 | sell | 1059 | 0.10 | 184.289 | 185.083 | 181.483 | ||
| 2276 | 2015.12.14 11:45 | close | 1059 | 0.10 | 183.804 | 185.083 | 181.483 | 4850.00 | 2045660.00 |
| 2277 | 2015.12.14 11:45 | buy | 1060 | 0.10 | 183.800 | 182.977 | 186.577 | ||
| 2278 | 2015.12.14 13:15 | close | 1060 | 0.10 | 183.503 | 182.977 | 186.577 | -2970.00 | 2042690.00 |
| 2279 | 2015.12.14 13:15 | sell | 1061 | 0.10 | 183.498 | 184.444 | 180.094 | ||
| 2280 | 2015.12.15 10:15 | close | 1061 | 0.10 | 182.908 | 184.444 | 180.094 | 5900.00 | 2048590.00 |
| 2281 | 2015.12.15 10:15 | buy | 1062 | 0.10 | 182.918 | 182.090 | 185.690 | ||
| 2282 | 2015.12.16 21:15 | close | 1062 | 0.10 | 183.032 | 182.090 | 185.690 | 1140.00 | 2049730.00 |
| 2283 | 2015.12.16 21:15 | sell | 1063 | 0.10 | 183.028 | 183.823 | 180.223 | ||
| 2284 | 2015.12.18 05:52 | s/l | 1063 | 0.10 | 183.836 | 183.823 | 180.223 | -8080.00 | 2041650.00 |
| 2285 | 2015.12.18 06:00 | sell | 1064 | 0.10 | 183.327 | 184.125 | 180.525 | ||
| 2286 | 2015.12.18 11:15 | modify | 1064 | 0.10 | 183.327 | 182.175 | 180.525 | ||
| 2287 | 2015.12.18 23:56 | t/p | 1064 | 0.10 | 180.504 | 182.175 | 180.525 | 28230.00 | 2069880.00 |
| 2288 | 2015.12.21 07:15 | buy | 1065 | 0.10 | 181.155 | 180.335 | 183.935 | ||
| 2289 | 2015.12.21 17:57 | s/l | 1065 | 0.10 | 180.334 | 180.335 | 183.935 | -8210.00 | 2061670.00 |
| 2290 | 2015.12.21 18:15 | sell | 1066 | 0.10 | 180.185 | 181.134 | 176.784 | ||
| 2291 | 2015.12.23 12:15 | close | 1066 | 0.10 | 179.808 | 181.134 | 176.784 | 3770.00 | 2065440.00 |
| 2292 | 2015.12.23 12:15 | buy | 1067 | 0.10 | 179.815 | 178.987 | 182.587 | ||
| 2293 | 2015.12.24 11:00 | s/l | 1067 | 0.10 | 178.990 | 178.987 | 182.587 | -8250.00 | 2057190.00 |
| 2294 | 2015.12.25 03:45 | buy | 1068 | 0.10 | 179.679 | 178.860 | 182.460 | ||
| 2295 | 2015.12.28 00:07 | close | 1068 | 0.10 | 179.265 | 178.860 | 182.460 | -4140.00 | 2053050.00 |
| 2296 | 2015.12.28 00:07 | sell | 1069 | 0.10 | 179.262 | 179.811 | 176.211 | ||
| 2297 | 2015.12.28 02:55 | s/l | 1069 | 0.10 | 179.816 | 179.811 | 176.211 | -5540.00 | 2047510.00 |
| 2298 | 2015.12.28 18:00 | buy | 1070 | 0.10 | 179.350 | 178.536 | 182.136 | ||
| 2299 | 2015.12.29 12:45 | close | 1070 | 0.10 | 178.797 | 178.536 | 182.136 | -5530.00 | 2041980.00 |
| 2300 | 2015.12.29 12:45 | sell | 1071 | 0.10 | 178.796 | 179.756 | 175.406 | ||
| 2301 | 2015.12.31 09:00 | close | 1071 | 0.10 | 178.535 | 179.756 | 175.406 | 2610.00 | 2044590.00 |
| 2302 | 2015.12.31 17:15 | sell | 1072 | 0.10 | 177.906 | 178.847 | 174.497 | ||
| 2303 | 2016.01.04 08:00 | modify | 1072 | 0.10 | 177.906 | 176.866 | 174.497 | ||
| 2304 | 2016.01.05 12:08 | t/p | 1072 | 0.10 | 174.507 | 176.866 | 174.497 | 33990.00 | 2078580.00 |
| 2305 | 2016.01.06 04:45 | sell | 1073 | 0.10 | 173.723 | 174.678 | 170.328 | ||
| 2306 | 2016.01.07 11:00 | modify | 1073 | 0.10 | 173.723 | 172.500 | 170.328 | ||
| 2307 | 2016.01.08 01:00 | close | 1073 | 0.10 | 172.035 | 172.500 | 170.328 | 16880.00 | 2095460.00 |
| 2308 | 2016.01.08 03:15 | buy | 1074 | 0.10 | 172.355 | 171.535 | 175.135 | ||
| 2309 | 2016.01.08 17:22 | s/l | 1074 | 0.10 | 171.535 | 171.535 | 175.135 | -8200.00 | 2087260.00 |
| 2310 | 2016.01.11 00:23 | sell | 1075 | 0.10 | 169.512 | 170.837 | 166.487 | ||
| 2311 | 2016.01.11 10:00 | close | 1075 | 0.10 | 170.485 | 170.837 | 166.487 | -9730.00 | 2077530.00 |
| 2312 | 2016.01.15 12:30 | sell | 1076 | 0.10 | 168.392 | 169.352 | 165.002 | ||
| 2313 | 2016.01.19 08:45 | close | 1076 | 0.10 | 168.161 | 169.352 | 165.002 | 2310.00 | 2079840.00 |
| 2314 | 2016.01.20 03:45 | sell | 1077 | 0.10 | 165.778 | 166.729 | 162.379 | ||
| 2315 | 2016.01.21 02:47 | s/l | 1077 | 0.10 | 166.732 | 166.729 | 162.379 | -9540.00 | 2070300.00 |
| 2316 | 2016.01.21 12:30 | sell | 1078 | 0.10 | 165.679 | 166.481 | 162.881 | ||
| 2317 | 2016.01.21 18:10 | s/l | 1078 | 0.10 | 166.479 | 166.481 | 162.881 | -8000.00 | 2062300.00 |
| 2318 | 2016.01.26 15:30 | buy | 1079 | 0.10 | 168.679 | 167.868 | 171.468 | ||
| 2319 | 2016.01.27 12:15 | close | 1079 | 0.10 | 168.903 | 167.868 | 171.468 | 2240.00 | 2064540.00 |
| 2320 | 2016.01.27 12:15 | sell | 1080 | 0.10 | 168.886 | 169.693 | 166.093 | ||
| 2321 | 2016.01.27 14:52 | s/l | 1080 | 0.10 | 169.704 | 169.693 | 166.093 | -8180.00 | 2056360.00 |
| 2322 | 2016.02.01 11:00 | buy | 1081 | 0.10 | 173.273 | 172.449 | 176.049 | ||
| 2323 | 2016.02.02 07:45 | close | 1081 | 0.10 | 173.200 | 172.449 | 176.049 | -730.00 | 2055630.00 |
| 2324 | 2016.02.02 07:45 | sell | 1082 | 0.10 | 173.202 | 174.004 | 170.404 | ||
| 2325 | 2016.02.02 12:33 | s/l | 1082 | 0.10 | 174.009 | 174.004 | 170.404 | -8070.00 | 2047560.00 |
| 2326 | 2016.02.02 15:15 | sell | 1083 | 0.10 | 173.784 | 174.579 | 170.979 | ||
| 2327 | 2016.02.03 17:45 | modify | 1083 | 0.10 | 173.784 | 172.536 | 170.979 | ||
| 2328 | 2016.02.04 09:15 | close | 1083 | 0.10 | 172.241 | 172.536 | 170.979 | 15430.00 | 2062990.00 |
| 2329 | 2016.02.04 09:15 | buy | 1084 | 0.10 | 172.259 | 171.430 | 175.030 | ||
| 2330 | 2016.02.04 14:00 | s/l | 1084 | 0.10 | 171.367 | 171.430 | 175.030 | -8920.00 | 2054070.00 |
| 2331 | 2016.02.11 07:00 | sell | 1085 | 0.10 | 163.700 | 164.658 | 160.308 | ||
| 2332 | 2016.02.11 10:40 | t/p | 1085 | 0.10 | 160.298 | 164.658 | 160.308 | 34020.00 | 2088090.00 |
| 2333 | 2016.02.16 11:30 | sell | 1086 | 0.10 | 165.133 | 165.938 | 162.338 | ||
| 2334 | 2016.02.16 16:45 | modify | 1086 | 0.10 | 165.133 | 164.111 | 162.338 | ||
| 2335 | 2016.02.17 08:43 | t/p | 1086 | 0.10 | 162.324 | 164.111 | 162.338 | 28090.00 | 2116180.00 |
| 2336 | 2016.02.17 23:15 | buy | 1087 | 0.10 | 162.845 | 162.011 | 165.611 | ||
| 2337 | 2016.02.18 14:30 | close | 1087 | 0.10 | 163.592 | 162.011 | 165.611 | 7470.00 | 2123650.00 |
| 2338 | 2016.02.18 14:30 | sell | 1088 | 0.10 | 163.583 | 164.390 | 160.790 | ||
| 2339 | 2016.02.19 04:15 | modify | 1088 | 0.10 | 163.583 | 162.413 | 160.790 | ||
| 2340 | 2016.02.19 18:04 | t/p | 1088 | 0.10 | 160.793 | 162.413 | 160.790 | 27900.00 | 2151550.00 |
| 2341 | 2016.02.22 03:15 | buy | 1089 | 0.10 | 161.487 | 160.653 | 164.253 | ||
| 2342 | 2016.02.22 09:03 | s/l | 1089 | 0.10 | 160.653 | 160.653 | 164.253 | -8340.00 | 2143210.00 |
| 2343 | 2016.02.23 04:00 | sell | 1090 | 0.10 | 158.524 | 159.471 | 155.121 | ||
| 2344 | 2016.02.24 04:30 | modify | 1090 | 0.10 | 158.524 | 157.353 | 155.121 | ||
| 2345 | 2016.02.24 17:25 | t/p | 1090 | 0.10 | 155.123 | 157.353 | 155.121 | 34010.00 | 2177220.00 |
| 2346 | 2016.02.25 03:00 | buy | 1091 | 0.10 | 156.204 | 155.387 | 158.987 | ||
| 2347 | 2016.02.26 10:30 | modify | 1091 | 0.10 | 156.204 | 157.234 | 158.987 | ||
| 2348 | 2016.02.26 23:15 | close | 1091 | 0.10 | 158.032 | 157.234 | 158.987 | 18280.00 | 2195500.00 |
| 2349 | 2016.03.03 19:30 | sell | 1092 | 0.10 | 160.483 | 161.275 | 157.675 | ||
| 2350 | 2016.03.03 22:45 | s/l | 1092 | 0.10 | 161.279 | 161.275 | 157.675 | -7960.00 | 2187540.00 |
| 2351 | 2016.03.04 15:45 | sell | 1093 | 0.10 | 160.827 | 161.624 | 158.024 | ||
| 2352 | 2016.03.04 17:54 | s/l | 1093 | 0.10 | 161.618 | 161.624 | 158.024 | -7910.00 | 2179630.00 |
| 2353 | 2016.03.09 13:15 | buy | 1094 | 0.10 | 160.006 | 159.179 | 162.779 | ||
| 2354 | 2016.03.10 17:09 | t/p | 1094 | 0.10 | 162.789 | 159.179 | 162.779 | 27830.00 | 2207460.00 |
| 2355 | 2016.03.11 02:45 | sell | 1095 | 0.10 | 161.486 | 162.293 | 158.693 | ||
| 2356 | 2016.03.11 05:30 | close | 1095 | 0.10 | 161.733 | 162.293 | 158.693 | -2470.00 | 2204990.00 |
| 2357 | 2016.03.11 05:30 | buy | 1096 | 0.10 | 161.731 | 160.902 | 164.502 | ||
| 2358 | 2016.03.11 19:00 | modify | 1096 | 0.10 | 161.731 | 163.029 | 164.502 | ||
| 2359 | 2016.03.14 11:53 | s/l | 1096 | 0.10 | 163.029 | 163.029 | 164.502 | 12980.00 | 2217970.00 |
| 2360 | 2016.03.18 16:15 | sell | 1097 | 0.10 | 161.529 | 162.322 | 158.722 | ||
| 2361 | 2016.03.22 11:45 | modify | 1097 | 0.10 | 161.529 | 160.408 | 158.722 | ||
| 2362 | 2016.03.22 12:30 | close | 1097 | 0.10 | 159.502 | 160.408 | 158.722 | 20270.00 | 2238240.00 |
| 2363 | 2016.03.22 13:00 | sell | 1098 | 0.10 | 159.664 | 160.472 | 156.872 | ||
| 2364 | 2016.03.24 09:15 | close | 1098 | 0.10 | 158.936 | 160.472 | 156.872 | 7280.00 | 2245520.00 |
| 2365 | 2016.03.24 13:45 | buy | 1099 | 0.10 | 159.184 | 158.357 | 161.957 | ||
| 2366 | 2016.03.28 10:00 | close | 1099 | 0.10 | 160.607 | 158.357 | 161.957 | 14230.00 | 2259750.00 |
| 2367 | 2016.03.30 05:30 | sell | 1100 | 0.10 | 161.684 | 162.481 | 158.881 | ||
| 2368 | 2016.03.30 17:19 | s/l | 1100 | 0.10 | 162.490 | 162.481 | 158.881 | -8060.00 | 2251690.00 |
| 2369 | 2016.04.05 04:15 | sell | 1101 | 0.10 | 158.333 | 159.273 | 154.923 | ||
| 2370 | 2016.04.05 17:30 | modify | 1101 | 0.10 | 158.333 | 157.309 | 154.923 | ||
| 2371 | 2016.04.06 14:28 | t/p | 1101 | 0.10 | 154.910 | 157.309 | 154.923 | 34230.00 | 2285920.00 |
| 2372 | 2016.04.07 05:30 | sell | 1102 | 0.10 | 154.248 | 155.204 | 150.854 | ||
| 2373 | 2016.04.07 13:00 | modify | 1102 | 0.10 | 154.248 | 153.150 | 150.854 | ||
| 2374 | 2016.04.08 04:17 | s/l | 1102 | 0.10 | 153.145 | 153.150 | 150.854 | 11030.00 | 2296950.00 |
| 2375 | 2016.04.15 03:15 | buy | 1103 | 0.10 | 154.829 | 154.001 | 157.601 | ||
| 2376 | 2016.04.18 00:00 | s/l | 1103 | 0.10 | 153.647 | 154.001 | 157.601 | -11820.00 | 2285130.00 |
| 2377 | 2016.04.22 15:00 | buy | 1104 | 0.10 | 159.368 | 158.555 | 162.155 | ||
| 2378 | 2016.04.25 00:15 | modify | 1104 | 0.10 | 159.368 | 160.717 | 162.155 | ||
| 2379 | 2016.04.25 03:25 | s/l | 1104 | 0.10 | 160.720 | 160.717 | 162.155 | 13520.00 | 2298650.00 |
| 2380 | 2016.04.26 04:00 | buy | 1105 | 0.10 | 161.039 | 160.228 | 163.828 | ||
| 2381 | 2016.04.26 09:00 | close | 1105 | 0.10 | 160.689 | 160.228 | 163.828 | -3500.00 | 2295150.00 |
| 2382 | 2016.04.26 09:00 | sell | 1106 | 0.10 | 160.682 | 161.491 | 157.891 | ||
| 2383 | 2016.04.26 11:43 | s/l | 1106 | 0.10 | 161.491 | 161.491 | 157.891 | -8090.00 | 2287060.00 |
| 2384 | 2016.04.26 16:00 | buy | 1107 | 0.10 | 162.207 | 161.247 | 165.597 | ||
| 2385 | 2016.04.27 14:00 | close | 1107 | 0.10 | 162.479 | 161.247 | 165.597 | 2720.00 | 2289780.00 |
| 2386 | 2016.04.27 14:00 | sell | 1108 | 0.10 | 162.479 | 163.272 | 159.672 | ||
| 2387 | 2016.04.28 06:01 | t/p | 1108 | 0.10 | 159.654 | 163.272 | 159.672 | 28250.00 | 2318030.00 |
| 2388 | 2016.04.28 06:15 | buy | 1109 | 0.10 | 158.857 | 158.024 | 161.624 | ||
| 2389 | 2016.04.28 06:30 | close | 1109 | 0.10 | 158.898 | 158.024 | 161.624 | 410.00 | 2318440.00 |
| 2390 | 2016.05.04 12:30 | buy | 1110 | 0.10 | 154.894 | 154.066 | 157.666 | ||
| 2391 | 2016.05.05 20:15 | close | 1110 | 0.10 | 155.219 | 154.066 | 157.666 | 3250.00 | 2321690.00 |
| 2392 | 2016.05.05 20:15 | sell | 1111 | 0.10 | 155.213 | 156.017 | 152.417 | ||
| 2393 | 2016.05.09 03:30 | close | 1111 | 0.10 | 155.099 | 156.017 | 152.417 | 1140.00 | 2322830.00 |
| 2394 | 2016.05.09 03:30 | buy | 1112 | 0.10 | 155.100 | 154.283 | 157.883 | ||
| 2395 | 2016.05.10 11:45 | modify | 1112 | 0.10 | 155.100 | 156.131 | 157.883 | ||
| 2396 | 2016.05.10 12:47 | t/p | 1112 | 0.10 | 157.893 | 156.131 | 157.883 | 27930.00 | 2350760.00 |
| 2397 | 2016.05.25 16:00 | buy | 1113 | 0.10 | 162.247 | 161.282 | 165.632 | ||
| 2398 | 2016.05.26 03:14 | s/l | 1113 | 0.10 | 161.282 | 161.282 | 165.632 | -9650.00 | 2341110.00 |
| 2399 | 2016.05.26 11:30 | sell | 1114 | 0.10 | 161.933 | 162.740 | 159.140 | ||
| 2400 | 2016.05.30 07:45 | close | 1114 | 0.10 | 162.492 | 162.740 | 159.140 | -5590.00 | 2335520.00 |