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 |
| 151 | 2007.07.26 16:15 | sell | 71 | 0.10 | 244.065 | 245.025 | 240.675 | ||
| 152 | 2007.07.27 01:00 | modify | 71 | 0.10 | 244.065 | 242.660 | 240.675 | ||
| 153 | 2007.07.27 01:44 | s/l | 71 | 0.10 | 242.650 | 242.660 | 240.675 | 14150.00 | 311330.00 |
| 154 | 2007.07.27 08:45 | sell | 72 | 0.10 | 242.443 | 243.390 | 239.040 | ||
| 155 | 2007.07.27 19:30 | modify | 72 | 0.10 | 242.443 | 241.140 | 239.040 | ||
| 156 | 2007.07.30 00:43 | t/p | 72 | 0.10 | 239.030 | 241.140 | 239.040 | 34130.00 | 345460.00 |
| 157 | 2007.08.01 22:30 | buy | 73 | 0.10 | 240.264 | 239.450 | 243.050 | ||
| 158 | 2007.08.02 19:00 | modify | 73 | 0.10 | 240.264 | 241.310 | 243.050 | ||
| 159 | 2007.08.02 19:06 | t/p | 73 | 0.10 | 243.041 | 241.310 | 243.050 | 27770.00 | 373230.00 |
| 160 | 2007.08.03 17:15 | buy | 74 | 0.10 | 241.724 | 240.880 | 244.480 | ||
| 161 | 2007.08.03 22:58 | s/l | 74 | 0.10 | 240.880 | 240.880 | 244.480 | -8440.00 | 364790.00 |
| 162 | 2007.08.07 11:15 | sell | 75 | 0.10 | 240.536 | 241.300 | 237.700 | ||
| 163 | 2007.08.08 10:45 | close | 75 | 0.10 | 240.574 | 241.300 | 237.700 | -380.00 | 364410.00 |
| 164 | 2007.08.08 10:45 | buy | 76 | 0.10 | 240.585 | 239.740 | 243.340 | ||
| 165 | 2007.08.08 15:30 | modify | 76 | 0.10 | 240.585 | 241.630 | 243.340 | ||
| 166 | 2007.08.08 17:02 | t/p | 76 | 0.10 | 243.348 | 241.630 | 243.340 | 27630.00 | 392040.00 |
| 167 | 2007.08.09 11:00 | sell | 77 | 0.10 | 242.392 | 243.190 | 239.590 | ||
| 168 | 2007.08.09 14:45 | modify | 77 | 0.10 | 242.392 | 241.280 | 239.590 | ||
| 169 | 2007.08.09 15:43 | t/p | 77 | 0.10 | 239.582 | 241.280 | 239.590 | 28100.00 | 420140.00 |
| 170 | 2007.08.10 15:00 | sell | 78 | 0.10 | 236.480 | 237.435 | 233.085 | ||
| 171 | 2007.08.10 15:20 | s/l | 78 | 0.10 | 237.455 | 237.435 | 233.085 | -9750.00 | 410390.00 |
| 172 | 2007.08.13 13:00 | sell | 79 | 0.10 | 236.771 | 237.730 | 233.380 | ||
| 173 | 2007.08.13 14:05 | s/l | 79 | 0.10 | 237.744 | 237.730 | 233.380 | -9730.00 | 400660.00 |
| 174 | 2007.08.13 15:45 | sell | 80 | 0.10 | 238.321 | 239.130 | 235.530 | ||
| 175 | 2007.08.14 17:30 | modify | 80 | 0.10 | 238.321 | 236.965 | 235.530 | ||
| 176 | 2007.08.14 18:08 | t/p | 80 | 0.10 | 235.539 | 236.965 | 235.530 | 27820.00 | 428480.00 |
| 177 | 2007.08.14 18:15 | sell | 81 | 0.10 | 235.525 | 236.470 | 232.120 | ||
| 178 | 2007.08.14 18:52 | s/l | 81 | 0.10 | 236.488 | 236.470 | 232.120 | -9630.00 | 418850.00 |
| 179 | 2007.08.14 20:30 | sell | 82 | 0.10 | 235.715 | 236.660 | 232.310 | ||
| 180 | 2007.08.15 07:15 | modify | 82 | 0.10 | 235.715 | 234.635 | 232.310 | ||
| 181 | 2007.08.15 09:13 | t/p | 82 | 0.10 | 232.315 | 234.635 | 232.310 | 34000.00 | 452850.00 |
| 182 | 2007.08.15 12:00 | sell | 83 | 0.10 | 232.369 | 233.325 | 228.975 | ||
| 183 | 2007.08.15 16:54 | s/l | 83 | 0.10 | 233.331 | 233.325 | 228.975 | -9620.00 | 443230.00 |
| 184 | 2007.08.16 06:45 | sell | 84 | 0.10 | 229.634 | 230.650 | 226.300 | ||
| 185 | 2007.08.16 07:38 | s/l | 84 | 0.10 | 230.653 | 230.650 | 226.300 | -10190.00 | 433040.00 |
| 186 | 2007.08.16 08:31 | sell | 85 | 0.10 | 230.258 | 231.240 | 226.890 | ||
| 187 | 2007.08.16 13:30 | modify | 85 | 0.10 | 230.258 | 228.990 | 226.890 | ||
| 188 | 2007.08.16 13:33 | t/p | 85 | 0.10 | 226.895 | 228.990 | 226.890 | 33630.00 | 466670.00 |
| 189 | 2007.08.24 17:15 | sell | 86 | 0.10 | 233.269 | 233.900 | 230.300 | ||
| 190 | 2007.08.24 21:05 | s/l | 86 | 0.10 | 233.891 | 233.900 | 230.300 | -6220.00 | 460450.00 |
| 191 | 2007.08.27 16:45 | sell | 87 | 0.10 | 233.809 | 234.670 | 231.070 | ||
| 192 | 2007.08.28 04:15 | modify | 87 | 0.10 | 233.809 | 232.750 | 231.070 | ||
| 193 | 2007.08.28 13:46 | s/l | 87 | 0.10 | 232.769 | 232.750 | 231.070 | 10400.00 | 470850.00 |
| 194 | 2007.09.05 06:17 | buy | 88 | 0.10 | 233.765 | 232.970 | 236.570 | ||
| 195 | 2007.09.05 07:27 | s/l | 88 | 0.10 | 232.968 | 232.970 | 236.570 | -7970.00 | 462880.00 |
| 196 | 2007.09.05 13:00 | sell | 89 | 0.10 | 232.893 | 233.630 | 230.030 | ||
| 197 | 2007.09.06 10:28 | s/l | 89 | 0.10 | 233.621 | 233.630 | 230.030 | -7280.00 | 455600.00 |
| 198 | 2007.09.06 20:15 | sell | 90 | 0.10 | 233.108 | 233.940 | 230.340 | ||
| 199 | 2007.09.07 02:16 | s/l | 90 | 0.10 | 233.943 | 233.940 | 230.340 | -8350.00 | 447250.00 |
| 200 | 2007.09.11 04:01 | sell | 91 | 0.10 | 229.919 | 230.680 | 227.080 | ||
| 201 | 2007.09.11 07:19 | s/l | 91 | 0.10 | 230.686 | 230.680 | 227.080 | -7670.00 | 439580.00 |
| 202 | 2007.09.11 13:16 | buy | 92 | 0.10 | 230.547 | 229.690 | 233.290 | ||
| 203 | 2007.09.12 16:45 | close | 92 | 0.10 | 231.778 | 229.690 | 233.290 | 12310.00 | 451890.00 |
| 204 | 2007.09.12 16:45 | sell | 93 | 0.10 | 231.761 | 232.570 | 228.970 | ||
| 205 | 2007.09.13 13:20 | s/l | 93 | 0.10 | 232.568 | 232.570 | 228.970 | -8070.00 | 443820.00 |
| 206 | 2007.09.17 01:42 | buy | 94 | 0.10 | 231.023 | 230.220 | 233.820 | ||
| 207 | 2007.09.17 10:19 | s/l | 94 | 0.10 | 230.226 | 230.220 | 233.820 | -7970.00 | 435850.00 |
| 208 | 2007.09.25 23:15 | buy | 95 | 0.10 | 231.896 | 231.055 | 234.655 | ||
| 209 | 2007.09.27 10:00 | modify | 95 | 0.10 | 231.896 | 232.910 | 234.655 | ||
| 210 | 2007.09.27 19:30 | close | 95 | 0.10 | 234.194 | 232.910 | 234.655 | 22980.00 | 458830.00 |
| 211 | 2007.09.28 14:15 | sell | 96 | 0.10 | 234.058 | 234.855 | 231.255 | ||
| 212 | 2007.09.28 17:45 | close | 96 | 0.10 | 233.787 | 234.855 | 231.255 | 2710.00 | 461540.00 |
| 213 | 2007.09.28 17:45 | buy | 97 | 0.10 | 233.801 | 232.960 | 236.560 | ||
| 214 | 2007.10.01 10:30 | modify | 97 | 0.10 | 233.801 | 234.920 | 236.560 | ||
| 215 | 2007.10.01 15:36 | t/p | 97 | 0.10 | 236.557 | 234.920 | 236.560 | 27560.00 | 489100.00 |
| 216 | 2007.10.01 17:00 | buy | 98 | 0.10 | 236.947 | 235.960 | 240.310 | ||
| 217 | 2007.10.02 04:56 | s/l | 98 | 0.10 | 235.961 | 235.960 | 240.310 | -9860.00 | 479240.00 |
| 218 | 2007.10.03 17:15 | buy | 99 | 0.10 | 237.778 | 236.780 | 241.130 | ||
| 219 | 2007.10.04 06:46 | s/l | 99 | 0.10 | 236.770 | 236.780 | 241.130 | -10080.00 | 469160.00 |
| 220 | 2007.10.04 16:00 | buy | 100 | 0.10 | 237.192 | 236.340 | 239.940 | ||
| 221 | 2007.10.08 07:00 | modify | 100 | 0.10 | 237.192 | 238.215 | 239.940 | ||
| 222 | 2007.10.08 12:15 | close | 100 | 0.10 | 238.988 | 238.215 | 239.940 | 17960.00 | 487120.00 |
| 223 | 2007.10.08 14:45 | buy | 101 | 0.10 | 239.534 | 238.550 | 242.900 | ||
| 224 | 2007.10.09 00:45 | close | 101 | 0.10 | 239.135 | 238.550 | 242.900 | -3990.00 | 483130.00 |
| 225 | 2007.10.09 00:45 | sell | 102 | 0.10 | 239.135 | 239.945 | 236.345 | ||
| 226 | 2007.10.09 17:00 | modify | 102 | 0.10 | 239.135 | 238.040 | 236.345 | ||
| 227 | 2007.10.09 18:10 | s/l | 102 | 0.10 | 238.045 | 238.040 | 236.345 | 10900.00 | 494030.00 |
| 228 | 2007.10.10 12:30 | buy | 103 | 0.10 | 239.937 | 238.960 | 243.310 | ||
| 229 | 2007.10.10 20:34 | s/l | 103 | 0.10 | 238.959 | 238.960 | 243.310 | -9780.00 | 484250.00 |
| 230 | 2007.10.11 11:45 | buy | 104 | 0.10 | 239.433 | 238.605 | 242.205 | ||
| 231 | 2007.10.11 21:18 | s/l | 104 | 0.10 | 238.596 | 238.605 | 242.205 | -8370.00 | 475880.00 |
| 232 | 2007.10.15 16:15 | buy | 105 | 0.10 | 240.581 | 239.605 | 243.955 | ||
| 233 | 2007.10.15 18:03 | s/l | 105 | 0.10 | 239.595 | 239.605 | 243.955 | -9860.00 | 466020.00 |
| 234 | 2007.10.15 22:15 | sell | 106 | 0.10 | 239.387 | 240.180 | 236.580 | ||
| 235 | 2007.10.16 13:00 | modify | 106 | 0.10 | 239.387 | 238.180 | 236.580 | ||
| 236 | 2007.10.17 04:41 | t/p | 106 | 0.10 | 236.568 | 238.180 | 236.580 | 28190.00 | 494210.00 |
| 237 | 2007.10.17 21:15 | buy | 107 | 0.10 | 236.991 | 236.145 | 239.745 | ||
| 238 | 2007.10.18 00:33 | close | 107 | 0.10 | 237.738 | 236.145 | 239.745 | 7470.00 | 501680.00 |
| 239 | 2007.10.18 00:33 | sell | 108 | 0.10 | 237.749 | 238.535 | 234.935 | ||
| 240 | 2007.10.19 04:15 | modify | 108 | 0.10 | 237.749 | 236.530 | 234.935 | ||
| 241 | 2007.10.19 10:09 | t/p | 108 | 0.10 | 234.932 | 236.530 | 234.935 | 28170.00 | 529850.00 |
| 242 | 2007.10.30 12:15 | sell | 109 | 0.10 | 236.745 | 237.540 | 233.940 | ||
| 243 | 2007.10.30 20:03 | s/l | 109 | 0.10 | 237.545 | 237.540 | 233.940 | -8000.00 | 521850.00 |
| 244 | 2007.11.01 14:45 | buy | 110 | 0.10 | 241.020 | 240.020 | 244.370 | ||
| 245 | 2007.11.01 15:48 | s/l | 110 | 0.10 | 240.012 | 240.020 | 244.370 | -10080.00 | 511770.00 |
| 246 | 2007.11.01 17:30 | buy | 111 | 0.10 | 238.710 | 237.855 | 241.455 | ||
| 247 | 2007.11.01 19:30 | close | 111 | 0.10 | 239.885 | 237.855 | 241.455 | 11750.00 | 523520.00 |
| 248 | 2007.11.01 19:30 | sell | 112 | 0.10 | 239.900 | 240.715 | 237.115 | ||
| 249 | 2007.11.02 02:30 | modify | 112 | 0.10 | 239.900 | 238.825 | 237.115 | ||
| 250 | 2007.11.02 04:56 | s/l | 112 | 0.10 | 238.824 | 238.825 | 237.115 | 10760.00 | 534280.00 |
| 251 | 2007.11.06 06:00 | buy | 113 | 0.10 | 238.745 | 237.905 | 241.505 | ||
| 252 | 2007.11.07 12:11 | s/l | 113 | 0.10 | 237.915 | 237.905 | 241.505 | -8300.00 | 525980.00 |
| 253 | 2007.11.08 11:30 | buy | 114 | 0.10 | 237.555 | 236.715 | 240.315 | ||
| 254 | 2007.11.08 21:30 | s/l | 114 | 0.10 | 236.715 | 236.715 | 240.315 | -8400.00 | 517580.00 |
| 255 | 2007.11.08 22:45 | buy | 115 | 0.10 | 237.771 | 236.925 | 240.525 | ||
| 256 | 2007.11.09 11:15 | s/l | 115 | 0.10 | 236.923 | 236.925 | 240.525 | -8480.00 | 509100.00 |
| 257 | 2007.11.12 05:45 | sell | 116 | 0.10 | 228.542 | 229.400 | 225.050 | ||
| 258 | 2007.11.12 07:49 | s/l | 116 | 0.10 | 229.402 | 229.400 | 225.050 | -8600.00 | 500500.00 |
| 259 | 2007.11.14 19:47 | sell | 117 | 0.10 | 229.455 | 230.340 | 226.740 | ||
| 260 | 2007.11.15 10:30 | close | 117 | 0.10 | 228.972 | 230.340 | 226.740 | 4830.00 | 505330.00 |
| 261 | 2007.11.15 10:30 | buy | 118 | 0.10 | 228.964 | 228.125 | 231.725 | ||
| 262 | 2007.11.15 11:07 | s/l | 118 | 0.10 | 228.095 | 228.125 | 231.725 | -8690.00 | 496640.00 |
| 263 | 2007.11.21 12:15 | sell | 119 | 0.10 | 222.824 | 223.790 | 219.440 | ||
| 264 | 2007.11.21 14:02 | s/l | 119 | 0.10 | 223.786 | 223.790 | 219.440 | -9620.00 | 487020.00 |
| 265 | 2007.11.22 17:00 | sell | 120 | 0.10 | 224.171 | 224.980 | 221.380 | ||
| 266 | 2007.11.23 13:15 | modify | 120 | 0.10 | 224.171 | 222.995 | 221.380 | ||
| 267 | 2007.11.23 17:03 | t/p | 120 | 0.10 | 221.381 | 222.995 | 221.380 | 27900.00 | 514920.00 |
| 268 | 2007.11.27 05:30 | sell | 121 | 0.10 | 224.412 | 225.140 | 221.540 | ||
| 269 | 2007.11.27 05:39 | s/l | 121 | 0.10 | 225.132 | 225.140 | 221.540 | -7200.00 | 507720.00 |
| 270 | 2007.11.27 10:15 | buy | 122 | 0.10 | 223.648 | 222.900 | 226.500 | ||
| 271 | 2007.11.27 14:53 | s/l | 122 | 0.10 | 222.900 | 222.900 | 226.500 | -7480.00 | 500240.00 |
| 272 | 2007.12.03 03:15 | sell | 123 | 0.10 | 227.705 | 228.505 | 224.905 | ||
| 273 | 2007.12.03 12:56 | s/l | 123 | 0.10 | 228.496 | 228.505 | 224.905 | -7910.00 | 492330.00 |
| 274 | 2007.12.03 15:45 | buy | 124 | 0.10 | 227.856 | 227.005 | 230.605 | ||
| 275 | 2007.12.04 11:16 | s/l | 124 | 0.10 | 226.997 | 227.005 | 230.605 | -8590.00 | 483740.00 |
| 276 | 2007.12.07 07:11 | sell | 125 | 0.10 | 225.054 | 225.955 | 222.355 | ||
| 277 | 2007.12.07 11:33 | s/l | 125 | 0.10 | 225.959 | 225.955 | 222.355 | -9050.00 | 474690.00 |
| 278 | 2007.12.10 09:30 | sell | 126 | 0.10 | 226.628 | 227.430 | 223.830 | ||
| 279 | 2007.12.10 10:43 | s/l | 126 | 0.10 | 227.433 | 227.430 | 223.830 | -8050.00 | 466640.00 |
| 280 | 2007.12.13 10:31 | sell | 127 | 0.10 | 227.590 | 228.320 | 224.720 | ||
| 281 | 2007.12.13 11:04 | s/l | 127 | 0.10 | 228.315 | 228.320 | 224.720 | -7250.00 | 459390.00 |
| 282 | 2007.12.13 19:00 | buy | 128 | 0.10 | 228.955 | 228.115 | 231.715 | ||
| 283 | 2007.12.14 12:00 | close | 128 | 0.10 | 228.815 | 228.115 | 231.715 | -1400.00 | 457990.00 |
| 284 | 2007.12.14 12:00 | sell | 129 | 0.10 | 228.820 | 229.625 | 226.025 | ||
| 285 | 2007.12.18 08:15 | close | 129 | 0.10 | 228.634 | 229.625 | 226.025 | 1860.00 | 459850.00 |
| 286 | 2007.12.18 18:45 | sell | 130 | 0.10 | 228.168 | 228.965 | 225.365 | ||
| 287 | 2007.12.19 04:00 | close | 130 | 0.10 | 228.206 | 228.965 | 225.365 | -380.00 | 459470.00 |
| 288 | 2007.12.19 04:00 | buy | 131 | 0.10 | 228.200 | 227.355 | 230.955 | ||
| 289 | 2007.12.19 11:30 | s/l | 131 | 0.10 | 227.260 | 227.355 | 230.955 | -9400.00 | 450070.00 |
| 290 | 2007.12.19 17:15 | sell | 132 | 0.10 | 227.197 | 227.960 | 224.360 | ||
| 291 | 2007.12.20 11:45 | modify | 132 | 0.10 | 227.197 | 225.885 | 224.360 | ||
| 292 | 2007.12.20 17:03 | t/p | 132 | 0.10 | 224.366 | 225.885 | 224.360 | 28310.00 | 478380.00 |
| 293 | 2007.12.21 09:15 | buy | 133 | 0.10 | 224.850 | 224.000 | 227.600 | ||
| 294 | 2007.12.25 05:30 | close | 133 | 0.10 | 225.167 | 224.000 | 227.600 | 3170.00 | 481550.00 |
| 295 | 2007.12.25 12:15 | buy | 134 | 0.10 | 226.027 | 225.188 | 228.788 | ||
| 296 | 2007.12.27 08:30 | close | 134 | 0.10 | 227.005 | 225.188 | 228.788 | 9780.00 | 491330.00 |
| 297 | 2007.12.27 21:30 | sell | 135 | 0.10 | 226.771 | 227.580 | 223.980 | ||
| 298 | 2007.12.28 02:54 | s/l | 135 | 0.10 | 227.579 | 227.580 | 223.980 | -8080.00 | 483250.00 |
| 299 | 2007.12.31 05:30 | sell | 136 | 0.10 | 223.315 | 224.250 | 219.900 | ||
| 300 | 2007.12.31 12:06 | s/l | 136 | 0.10 | 224.259 | 224.250 | 219.900 | -9440.00 | 473810.00 |