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 |
| 1201 | 2010.11.25 18:00 | sell | 554 | 0.10 | 131.728 | 132.520 | 128.920 | ||
| 1202 | 2010.11.29 14:15 | close | 554 | 0.10 | 131.219 | 132.520 | 128.920 | 5090.00 | 1032490.00 |
| 1203 | 2010.11.29 17:15 | buy | 555 | 0.10 | 131.162 | 130.346 | 133.946 | ||
| 1204 | 2010.11.30 10:51 | s/l | 555 | 0.10 | 130.341 | 130.346 | 133.946 | -8210.00 | 1024280.00 |
| 1205 | 2010.11.30 16:00 | sell | 556 | 0.10 | 129.361 | 130.303 | 125.953 | ||
| 1206 | 2010.11.30 17:59 | s/l | 556 | 0.10 | 130.309 | 130.303 | 125.953 | -9480.00 | 1014800.00 |
| 1207 | 2010.12.01 10:00 | buy | 557 | 0.10 | 130.234 | 129.401 | 133.001 | ||
| 1208 | 2010.12.03 06:15 | close | 557 | 0.10 | 130.499 | 129.401 | 133.001 | 2650.00 | 1017450.00 |
| 1209 | 2010.12.03 16:45 | buy | 558 | 0.10 | 129.875 | 129.051 | 132.651 | ||
| 1210 | 2010.12.07 13:00 | close | 558 | 0.10 | 130.474 | 129.051 | 132.651 | 5990.00 | 1023440.00 |
| 1211 | 2010.12.20 13:00 | buy | 559 | 0.10 | 130.474 | 129.657 | 133.257 | ||
| 1212 | 2010.12.20 17:17 | s/l | 559 | 0.10 | 129.667 | 129.657 | 133.257 | -8070.00 | 1015370.00 |
| 1213 | 2010.12.22 11:30 | sell | 560 | 0.10 | 128.993 | 130.026 | 125.676 | ||
| 1214 | 2010.12.24 07:45 | close | 560 | 0.10 | 128.072 | 130.026 | 125.676 | 9210.00 | 1024580.00 |
| 1215 | 2010.12.27 00:16 | buy | 561 | 0.10 | 128.008 | 127.141 | 130.741 | ||
| 1216 | 2010.12.28 10:00 | close | 561 | 0.10 | 127.182 | 127.141 | 130.741 | -8260.00 | 1016320.00 |
| 1217 | 2010.12.28 10:00 | sell | 562 | 0.10 | 127.182 | 128.123 | 123.773 | ||
| 1218 | 2010.12.30 06:15 | close | 562 | 0.10 | 126.295 | 128.123 | 123.773 | 8870.00 | 1025190.00 |
| 1219 | 2010.12.30 12:45 | sell | 563 | 0.10 | 125.826 | 126.786 | 122.436 | ||
| 1220 | 2010.12.30 17:00 | close | 563 | 0.10 | 126.522 | 126.786 | 122.436 | -6960.00 | 1018230.00 |
| 1221 | 2011.01.06 17:00 | sell | 564 | 0.10 | 128.965 | 129.771 | 126.171 | ||
| 1222 | 2011.01.10 13:15 | close | 564 | 0.10 | 129.172 | 129.771 | 126.171 | -2070.00 | 1016160.00 |
| 1223 | 2011.01.11 04:00 | sell | 565 | 0.10 | 129.098 | 129.907 | 126.307 | ||
| 1224 | 2011.01.11 17:23 | s/l | 565 | 0.10 | 129.905 | 129.907 | 126.307 | -8070.00 | 1008090.00 |
| 1225 | 2011.01.12 17:45 | buy | 566 | 0.10 | 130.648 | 129.666 | 134.016 | ||
| 1226 | 2011.01.13 15:45 | close | 566 | 0.10 | 130.837 | 129.666 | 134.016 | 1890.00 | 1009980.00 |
| 1227 | 2011.01.13 15:45 | sell | 567 | 0.10 | 130.835 | 131.638 | 128.038 | ||
| 1228 | 2011.01.13 17:45 | close | 567 | 0.10 | 131.358 | 131.638 | 128.038 | -5230.00 | 1004750.00 |
| 1229 | 2011.01.13 17:45 | buy | 568 | 0.10 | 131.360 | 130.392 | 134.742 | ||
| 1230 | 2011.01.17 14:00 | close | 568 | 0.10 | 131.230 | 130.392 | 134.742 | -1300.00 | 1003450.00 |
| 1231 | 2011.01.18 12:00 | buy | 569 | 0.10 | 132.419 | 131.438 | 135.788 | ||
| 1232 | 2011.01.19 04:38 | s/l | 569 | 0.10 | 131.443 | 131.438 | 135.788 | -9760.00 | 993690.00 |
| 1233 | 2011.01.31 13:15 | buy | 570 | 0.10 | 130.744 | 129.916 | 133.516 | ||
| 1234 | 2011.02.02 09:30 | close | 570 | 0.10 | 131.685 | 129.916 | 133.516 | 9410.00 | 1003100.00 |
| 1235 | 2011.02.04 16:00 | buy | 571 | 0.10 | 131.550 | 130.717 | 134.317 | ||
| 1236 | 2011.02.08 12:15 | close | 571 | 0.10 | 132.462 | 130.717 | 134.317 | 9120.00 | 1012220.00 |
| 1237 | 2011.02.09 11:45 | buy | 572 | 0.10 | 132.925 | 131.936 | 136.286 | ||
| 1238 | 2011.02.10 15:15 | close | 572 | 0.10 | 132.895 | 131.936 | 136.286 | -300.00 | 1011920.00 |
| 1239 | 2011.02.10 15:15 | sell | 573 | 0.10 | 132.900 | 133.704 | 130.104 | ||
| 1240 | 2011.02.10 17:30 | close | 573 | 0.10 | 133.444 | 133.704 | 130.104 | -5440.00 | 1006480.00 |
| 1241 | 2011.02.10 17:30 | buy | 574 | 0.10 | 133.443 | 132.471 | 136.821 | ||
| 1242 | 2011.02.14 13:45 | close | 574 | 0.10 | 133.425 | 132.471 | 136.821 | -180.00 | 1006300.00 |
| 1243 | 2011.02.15 13:30 | buy | 575 | 0.10 | 134.527 | 133.545 | 137.895 | ||
| 1244 | 2011.02.17 09:45 | close | 575 | 0.10 | 134.545 | 133.545 | 137.895 | 180.00 | 1006480.00 |
| 1245 | 2011.02.17 15:45 | sell | 576 | 0.10 | 134.582 | 135.374 | 131.774 | ||
| 1246 | 2011.02.18 11:30 | s/l | 576 | 0.10 | 135.478 | 135.374 | 131.774 | -8960.00 | 997520.00 |
| 1247 | 2011.02.22 00:15 | buy | 577 | 0.10 | 135.072 | 134.223 | 137.823 | ||
| 1248 | 2011.02.22 02:43 | s/l | 577 | 0.10 | 134.221 | 134.223 | 137.823 | -8510.00 | 989010.00 |
| 1249 | 2011.02.23 11:45 | sell | 578 | 0.10 | 134.375 | 135.168 | 131.568 | ||
| 1250 | 2011.02.24 10:15 | modify | 578 | 0.10 | 134.375 | 133.134 | 131.568 | ||
| 1251 | 2011.02.24 18:54 | t/p | 578 | 0.10 | 131.562 | 133.134 | 131.568 | 28130.00 | 1017140.00 |
| 1252 | 2011.02.25 09:45 | sell | 579 | 0.10 | 131.911 | 132.709 | 129.109 | ||
| 1253 | 2011.02.25 10:45 | close | 579 | 0.10 | 132.191 | 132.709 | 129.109 | -2800.00 | 1014340.00 |
| 1254 | 2011.02.25 10:45 | buy | 580 | 0.10 | 132.193 | 131.371 | 134.971 | ||
| 1255 | 2011.02.25 15:30 | s/l | 580 | 0.10 | 131.363 | 131.371 | 134.971 | -8300.00 | 1006040.00 |
| 1256 | 2011.03.01 19:15 | sell | 581 | 0.10 | 133.287 | 134.092 | 130.492 | ||
| 1257 | 2011.03.03 15:30 | close | 581 | 0.10 | 133.386 | 134.092 | 130.492 | -990.00 | 1005050.00 |
| 1258 | 2011.03.08 13:15 | buy | 582 | 0.10 | 133.587 | 132.766 | 136.366 | ||
| 1259 | 2011.03.10 09:30 | close | 582 | 0.10 | 133.873 | 132.766 | 136.366 | 2860.00 | 1007910.00 |
| 1260 | 2011.03.10 14:00 | sell | 583 | 0.10 | 134.041 | 134.902 | 131.302 | ||
| 1261 | 2011.03.11 08:30 | close | 583 | 0.10 | 133.610 | 134.902 | 131.302 | 4310.00 | 1012220.00 |
| 1262 | 2011.03.11 08:30 | buy | 584 | 0.10 | 133.612 | 132.775 | 136.375 | ||
| 1263 | 2011.03.11 09:53 | s/l | 584 | 0.10 | 132.779 | 132.775 | 136.375 | -8330.00 | 1003890.00 |
| 1264 | 2011.03.15 06:00 | sell | 585 | 0.10 | 131.670 | 132.476 | 128.876 | ||
| 1265 | 2011.03.15 15:45 | modify | 585 | 0.10 | 131.670 | 130.667 | 128.876 | ||
| 1266 | 2011.03.16 10:00 | close | 585 | 0.10 | 130.120 | 130.667 | 128.876 | 15500.00 | 1019390.00 |
| 1267 | 2011.03.16 10:00 | buy | 586 | 0.10 | 130.118 | 129.287 | 132.887 | ||
| 1268 | 2011.03.16 17:36 | s/l | 586 | 0.10 | 129.292 | 129.287 | 132.887 | -8260.00 | 1011130.00 |
| 1269 | 2011.03.16 19:00 | sell | 587 | 0.10 | 128.477 | 129.431 | 125.081 | ||
| 1270 | 2011.03.17 00:15 | close | 587 | 0.10 | 125.103 | 129.431 | 125.081 | 33740.00 | 1044870.00 |
| 1271 | 2011.03.21 00:15 | sell | 588 | 0.10 | 131.058 | 131.856 | 128.256 | ||
| 1272 | 2011.03.21 10:54 | s/l | 588 | 0.10 | 131.871 | 131.856 | 128.256 | -8130.00 | 1036740.00 |
| 1273 | 2011.03.23 03:15 | sell | 589 | 0.10 | 132.459 | 133.251 | 129.651 | ||
| 1274 | 2011.03.24 20:15 | modify | 589 | 0.10 | 132.459 | 131.293 | 129.651 | ||
| 1275 | 2011.03.24 23:30 | close | 589 | 0.10 | 130.467 | 131.293 | 129.651 | 19920.00 | 1056660.00 |
| 1276 | 2011.04.01 11:00 | buy | 590 | 0.10 | 134.465 | 133.490 | 137.840 | ||
| 1277 | 2011.04.05 07:15 | close | 590 | 0.10 | 136.045 | 133.490 | 137.840 | 15800.00 | 1072460.00 |
| 1278 | 2011.04.05 10:45 | buy | 591 | 0.10 | 136.277 | 135.296 | 139.646 | ||
| 1279 | 2011.04.06 00:15 | modify | 591 | 0.10 | 136.277 | 137.283 | 139.646 | ||
| 1280 | 2011.04.06 04:43 | t/p | 591 | 0.10 | 139.655 | 137.283 | 139.646 | 33780.00 | 1106240.00 |
| 1281 | 2011.04.08 10:45 | buy | 592 | 0.10 | 139.974 | 138.991 | 143.341 | ||
| 1282 | 2011.04.08 18:38 | s/l | 592 | 0.10 | 138.986 | 138.991 | 143.341 | -9880.00 | 1096360.00 |
| 1283 | 2011.04.11 00:19 | sell | 593 | 0.10 | 139.061 | 139.686 | 136.086 | ||
| 1284 | 2011.04.12 05:45 | modify | 593 | 0.10 | 139.061 | 137.866 | 136.086 | ||
| 1285 | 2011.04.12 06:16 | t/p | 593 | 0.10 | 136.080 | 137.866 | 136.086 | 29810.00 | 1126170.00 |
| 1286 | 2011.04.13 13:00 | buy | 594 | 0.10 | 136.773 | 135.950 | 139.550 | ||
| 1287 | 2011.04.14 04:11 | s/l | 594 | 0.10 | 135.941 | 135.950 | 139.550 | -8320.00 | 1117850.00 |
| 1288 | 2011.04.15 14:00 | sell | 595 | 0.10 | 136.216 | 137.010 | 133.410 | ||
| 1289 | 2011.04.18 17:57 | t/p | 595 | 0.10 | 133.411 | 137.010 | 133.410 | 28050.00 | 1145900.00 |
| 1290 | 2011.04.21 10:00 | buy | 596 | 0.10 | 135.210 | 134.370 | 137.970 | ||
| 1291 | 2011.04.25 06:15 | close | 596 | 0.10 | 135.794 | 134.370 | 137.970 | 5840.00 | 1151740.00 |
| 1292 | 2011.04.25 16:45 | sell | 597 | 0.10 | 135.171 | 135.971 | 132.371 | ||
| 1293 | 2011.04.27 01:45 | close | 597 | 0.10 | 134.616 | 135.971 | 132.371 | 5550.00 | 1157290.00 |
| 1294 | 2011.04.27 01:45 | buy | 598 | 0.10 | 134.624 | 133.777 | 137.377 | ||
| 1295 | 2011.04.27 18:15 | modify | 598 | 0.10 | 134.624 | 135.641 | 137.377 | ||
| 1296 | 2011.04.28 11:00 | close | 598 | 0.10 | 136.040 | 135.641 | 137.377 | 14160.00 | 1171450.00 |
| 1297 | 2011.04.28 11:00 | sell | 599 | 0.10 | 136.038 | 136.834 | 133.234 | ||
| 1298 | 2011.05.02 00:18 | close | 599 | 0.10 | 135.691 | 136.834 | 133.234 | 3470.00 | 1174920.00 |
| 1299 | 2011.05.02 00:18 | buy | 600 | 0.10 | 135.697 | 134.922 | 138.522 | ||
| 1300 | 2011.05.02 06:30 | close | 600 | 0.10 | 135.839 | 134.922 | 138.522 | 1420.00 | 1176340.00 |
| 1301 | 2011.05.02 06:30 | sell | 601 | 0.10 | 135.834 | 136.634 | 133.034 | ||
| 1302 | 2011.05.03 11:45 | modify | 601 | 0.10 | 135.834 | 134.674 | 133.034 | ||
| 1303 | 2011.05.03 14:41 | t/p | 601 | 0.10 | 133.029 | 134.674 | 133.034 | 28050.00 | 1204390.00 |
| 1304 | 2011.05.05 11:30 | sell | 602 | 0.10 | 132.290 | 133.240 | 128.890 | ||
| 1305 | 2011.05.09 07:45 | close | 602 | 0.10 | 132.026 | 133.240 | 128.890 | 2640.00 | 1207030.00 |
| 1306 | 2011.05.09 11:45 | sell | 603 | 0.10 | 132.037 | 132.827 | 129.227 | ||
| 1307 | 2011.05.09 16:00 | close | 603 | 0.10 | 131.728 | 132.827 | 129.227 | 3090.00 | 1210120.00 |
| 1308 | 2011.05.09 16:00 | buy | 604 | 0.10 | 131.717 | 130.897 | 134.497 | ||
| 1309 | 2011.05.11 12:15 | close | 604 | 0.10 | 132.320 | 130.897 | 134.497 | 6030.00 | 1216150.00 |
| 1310 | 2011.05.16 04:45 | buy | 605 | 0.10 | 130.966 | 130.127 | 133.727 | ||
| 1311 | 2011.05.17 12:00 | modify | 605 | 0.10 | 130.966 | 132.094 | 133.727 | ||
| 1312 | 2011.05.17 15:52 | s/l | 605 | 0.10 | 132.093 | 132.094 | 133.727 | 11270.00 | 1227420.00 |
| 1313 | 2011.05.19 10:30 | sell | 606 | 0.10 | 131.981 | 132.787 | 129.187 | ||
| 1314 | 2011.05.19 16:20 | s/l | 606 | 0.10 | 132.786 | 132.787 | 129.187 | -8050.00 | 1219370.00 |
| 1315 | 2011.05.24 12:00 | sell | 607 | 0.10 | 131.975 | 132.785 | 129.185 | ||
| 1316 | 2011.05.24 16:06 | s/l | 607 | 0.10 | 132.801 | 132.785 | 129.185 | -8260.00 | 1211110.00 |
| 1317 | 2011.05.27 09:00 | buy | 608 | 0.10 | 133.206 | 132.368 | 135.968 | ||
| 1318 | 2011.05.27 15:30 | close | 608 | 0.10 | 133.447 | 132.368 | 135.968 | 2410.00 | 1213520.00 |
| 1319 | 2011.05.27 15:30 | sell | 609 | 0.10 | 133.455 | 134.226 | 130.626 | ||
| 1320 | 2011.05.31 05:41 | s/l | 609 | 0.10 | 134.219 | 134.226 | 130.626 | -7640.00 | 1205880.00 |
| 1321 | 2011.05.31 08:30 | buy | 610 | 0.10 | 134.540 | 133.557 | 137.907 | ||
| 1322 | 2011.05.31 18:19 | s/l | 610 | 0.10 | 133.552 | 133.557 | 137.907 | -9880.00 | 1196000.00 |
| 1323 | 2011.06.02 17:15 | buy | 611 | 0.10 | 132.223 | 131.399 | 134.999 | ||
| 1324 | 2011.06.03 12:21 | s/l | 611 | 0.10 | 131.396 | 131.399 | 134.999 | -8270.00 | 1187730.00 |
| 1325 | 2011.06.08 05:15 | buy | 612 | 0.10 | 131.136 | 130.302 | 133.902 | ||
| 1326 | 2011.06.10 01:30 | close | 612 | 0.10 | 131.530 | 130.302 | 133.902 | 3940.00 | 1191670.00 |
| 1327 | 2011.06.10 09:15 | sell | 613 | 0.10 | 130.485 | 131.438 | 127.088 | ||
| 1328 | 2011.06.13 21:47 | s/l | 613 | 0.10 | 131.440 | 131.438 | 127.088 | -9550.00 | 1182120.00 |
| 1329 | 2011.06.17 11:00 | sell | 614 | 0.10 | 129.528 | 130.478 | 126.128 | ||
| 1330 | 2011.06.21 07:15 | close | 614 | 0.10 | 129.994 | 130.478 | 126.128 | -4660.00 | 1177460.00 |
| 1331 | 2011.06.22 10:15 | sell | 615 | 0.10 | 130.121 | 130.926 | 127.326 | ||
| 1332 | 2011.06.24 06:30 | close | 615 | 0.10 | 128.935 | 130.926 | 127.326 | 11860.00 | 1189320.00 |
| 1333 | 2011.06.27 00:06 | sell | 616 | 0.10 | 128.188 | 129.104 | 124.754 | ||
| 1334 | 2011.06.27 10:05 | s/l | 616 | 0.10 | 129.109 | 129.104 | 124.754 | -9210.00 | 1180110.00 |
| 1335 | 2011.06.28 17:45 | sell | 617 | 0.10 | 129.385 | 130.187 | 126.587 | ||
| 1336 | 2011.06.30 14:00 | close | 617 | 0.10 | 128.780 | 130.187 | 126.587 | 6050.00 | 1186160.00 |
| 1337 | 2011.07.08 16:45 | buy | 618 | 0.10 | 129.555 | 128.732 | 132.332 | ||
| 1338 | 2011.07.11 13:54 | s/l | 618 | 0.10 | 128.737 | 128.732 | 132.332 | -8180.00 | 1177980.00 |
| 1339 | 2011.07.11 18:00 | sell | 619 | 0.10 | 127.685 | 128.627 | 124.277 | ||
| 1340 | 2011.07.13 00:30 | modify | 619 | 0.10 | 127.685 | 125.971 | 124.277 | ||
| 1341 | 2011.07.13 00:41 | s/l | 619 | 0.10 | 125.981 | 125.971 | 124.277 | 17040.00 | 1195020.00 |
| 1342 | 2011.07.19 10:15 | buy | 620 | 0.10 | 127.221 | 126.390 | 129.990 | ||
| 1343 | 2011.07.21 06:30 | close | 620 | 0.10 | 127.118 | 126.390 | 129.990 | -1030.00 | 1193990.00 |
| 1344 | 2011.07.21 08:30 | sell | 621 | 0.10 | 127.494 | 128.304 | 124.704 | ||
| 1345 | 2011.07.22 03:55 | s/l | 621 | 0.10 | 128.295 | 128.304 | 124.704 | -8010.00 | 1185980.00 |
| 1346 | 2011.07.25 01:15 | buy | 622 | 0.10 | 127.827 | 126.988 | 130.588 | ||
| 1347 | 2011.07.26 05:15 | close | 622 | 0.10 | 127.626 | 126.988 | 130.588 | -2010.00 | 1183970.00 |
| 1348 | 2011.07.26 05:15 | sell | 623 | 0.10 | 127.625 | 128.416 | 124.816 | ||
| 1349 | 2011.07.28 01:30 | close | 623 | 0.10 | 127.290 | 128.416 | 124.816 | 3350.00 | 1187320.00 |
| 1350 | 2011.08.01 18:00 | sell | 624 | 0.10 | 124.574 | 125.527 | 121.177 | ||