Strategy Tester Report
EA_GJmulti_1.07
| 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 | Slippage=3; 許容スプレッド=50; 複利運用基準値=0; トレードモード=""; 最大ポジション=4; BBbreak_M15_MagicNumber=33100001; BBbreak_M15_Lots=0.1; BBbreak_M15_週末決済=""; BBbreak_M15_再エントリー抑止足数=1; BBbreak_M15_最大テイクプロフィット=300; BBbreak_M15_最大ストップロス=75; HLband_H4_MagicNumber=32610101; HLband_H4_Lots=0.1; HLband_H4_最大テイクプロフィット=480; HLband_H4_最大ストップロス=55; HLband_M15_MagicNumber=32630101; HLband_M15_Lots=0.1; HLband_M15_再エントリー抑止足数=4; HLband_M15_最大テイクプロフィット=340; HLband_M15_最大ストップロス=95; BBexpand_H1_MagicNumber=32015200; BBexpand_H1_Lots=0.1; BBexpand_H1_最大テイクプロフィット=240; BBexpand_H1_最大ストップロス=58; BBbW_M15_MagicNumber=33101001; BBbW_M15_LotsL1=0; BBbW_M15_LotsL2=0; BBbW_M15_最大テイクプロフィット=320; BBbW_M15_最大ストップロス=1000; BBHL_MagicNumberB=34101101; BBHL_MagicNumberS=34101201; BBHL_Lots=0.1; 両建て=""; BBHL_最大テイクプロフィット=168; BBHL_最大ストップロス=400; | ||||
| 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 | 500000.00 | スプレッド | 変動 | ||
| 純益 | 12650280.00 | 総利益 | 30492890.00 | 総損失 | -17842610.00 |
| プロフィットファクタ | 1.71 | 期待利得 | 2520.98 | ||
| 絶対ドローダウン | 3510.00 | 最大ドローダウン | 271850.00 (2.90%) | 相対ドローダウン | 22.09% (204820.00) |
| 総取引数 | 5018 | 売りポジション(勝率%） | 2553 (45.20%) | 買いポジション(勝率%） | 2465 (46.90%) |
| 勝率(%) | 2310 (46.03%) | 負率 (%) | 2708 (53.97%) | ||
| 最大 | 勝トレード | 59930.00 | 敗トレード | -40990.00 | |
| 平均 | 勝トレード | 13200.39 | 敗トレード | -6588.85 | |
| 最大 | 連勝(金額) | 15 (188390.00) | 連敗(金額) | 17 (-112640.00) | |
| 最大 | 連勝(トレード数) | 239680.00 (13) | 連敗(トレード数) | -122930.00 (10) | |
| 平均 | 連勝 | 2 | 連敗 | 3 | |
| # | 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 |
| 1951 | 2009.06.29 22:00 | modify | 898 | 0.10 | 157.189 | 158.205 | 159.968 | ||
| 1952 | 2009.06.29 23:00 | close | 898 | 0.10 | 159.041 | 158.205 | 159.968 | 18520.00 | 2574450.00 |
| 1953 | 2009.06.30 09:45 | close | 899 | 0.10 | 159.699 | 158.280 | 160.960 | 17150.00 | 2591600.00 |
| 1954 | 2009.07.01 08:45 | buy | 900 | 0.10 | 158.680 | 157.825 | 161.425 | ||
| 1955 | 2009.07.01 17:30 | buy | 901 | 0.10 | 159.958 | 159.175 | 162.925 | ||
| 1956 | 2009.07.01 18:22 | s/l | 901 | 0.10 | 159.167 | 159.175 | 162.925 | -7910.00 | 2583690.00 |
| 1957 | 2009.07.02 12:00 | sell | 902 | 0.10 | 158.063 | 162.060 | 156.380 | ||
| 1958 | 2009.07.02 15:39 | s/l | 900 | 0.10 | 157.828 | 157.825 | 161.425 | -8520.00 | 2575170.00 |
| 1959 | 2009.07.02 16:45 | sell | 903 | 0.10 | 157.063 | 157.820 | 154.070 | ||
| 1960 | 2009.07.03 09:28 | s/l | 903 | 0.10 | 157.815 | 157.820 | 154.070 | -7520.00 | 2567650.00 |
| 1961 | 2009.07.06 00:35 | t/p | 902 | 0.10 | 156.321 | 162.060 | 156.380 | 17420.00 | 2585070.00 |
| 1962 | 2009.07.06 06:00 | sell | 904 | 0.10 | 155.396 | 159.400 | 153.720 | ||
| 1963 | 2009.07.06 08:00 | sell | 905 | 0.10 | 155.470 | 156.215 | 152.465 | ||
| 1964 | 2009.07.06 10:00 | close | 904 | 0.10 | 154.181 | 159.400 | 153.720 | 12150.00 | 2597220.00 |
| 1965 | 2009.07.06 10:15 | modify | 905 | 0.10 | 155.470 | 155.060 | 152.465 | ||
| 1966 | 2009.07.06 11:15 | sell | 906 | 0.10 | 153.431 | 154.385 | 150.035 | ||
| 1967 | 2009.07.06 12:00 | sell | 907 | 0.10 | 153.533 | 154.080 | 148.730 | ||
| 1968 | 2009.07.06 15:53 | s/l | 907 | 0.10 | 154.092 | 154.080 | 148.730 | -5590.00 | 2591630.00 |
| 1969 | 2009.07.06 16:00 | sell | 908 | 0.10 | 153.947 | 154.500 | 149.150 | ||
| 1970 | 2009.07.06 19:16 | s/l | 906 | 0.10 | 154.384 | 154.385 | 150.035 | -9530.00 | 2582100.00 |
| 1971 | 2009.07.06 20:15 | s/l | 908 | 0.10 | 154.494 | 154.500 | 149.150 | -5470.00 | 2576630.00 |
| 1972 | 2009.07.06 22:45 | s/l | 905 | 0.10 | 155.063 | 155.060 | 152.465 | 4070.00 | 2580700.00 |
| 1973 | 2009.07.07 16:15 | sell | 909 | 0.10 | 154.308 | 155.105 | 151.505 | ||
| 1974 | 2009.07.08 03:00 | modify | 909 | 0.10 | 154.308 | 153.265 | 151.505 | ||
| 1975 | 2009.07.08 04:00 | sell | 910 | 0.10 | 152.216 | 152.760 | 147.410 | ||
| 1976 | 2009.07.08 08:47 | t/p | 909 | 0.10 | 151.515 | 153.265 | 151.505 | 27930.00 | 2608630.00 |
| 1977 | 2009.07.08 18:30 | sell | 911 | 0.10 | 149.031 | 149.975 | 145.625 | ||
| 1978 | 2009.07.08 19:00 | close | 911 | 0.10 | 148.894 | 149.975 | 145.625 | 1370.00 | 2610000.00 |
| 1979 | 2009.07.08 19:28 | t/p | 910 | 0.10 | 147.416 | 152.760 | 147.410 | 48000.00 | 2658000.00 |
| 1980 | 2009.07.13 18:45 | sell | 912 | 0.10 | 149.668 | 150.475 | 146.875 | ||
| 1981 | 2009.07.13 21:21 | s/l | 912 | 0.10 | 150.505 | 150.475 | 146.875 | -8370.00 | 2649630.00 |
| 1982 | 2009.07.16 11:00 | sell | 913 | 0.10 | 153.567 | 154.375 | 150.775 | ||
| 1983 | 2009.07.16 13:32 | s/l | 913 | 0.10 | 154.382 | 154.375 | 150.775 | -8150.00 | 2641480.00 |
| 1984 | 2009.07.17 22:45 | buy | 914 | 0.10 | 154.254 | 153.410 | 157.010 | ||
| 1985 | 2009.07.20 03:45 | buy | 915 | 0.10 | 154.866 | 154.100 | 157.850 | ||
| 1986 | 2009.07.20 05:00 | buy | 916 | 0.10 | 154.812 | 152.405 | 156.240 | ||
| 1987 | 2009.07.20 10:53 | t/p | 916 | 0.10 | 156.248 | 152.405 | 156.240 | 14360.00 | 2655840.00 |
| 1988 | 2009.07.20 11:15 | modify | 915 | 0.10 | 154.866 | 155.165 | 157.850 | ||
| 1989 | 2009.07.20 13:00 | buy | 917 | 0.10 | 155.903 | 152.400 | 157.315 | ||
| 1990 | 2009.07.20 14:00 | close | 917 | 0.10 | 156.091 | 152.400 | 157.315 | 1880.00 | 2657720.00 |
| 1991 | 2009.07.20 14:00 | modify | 914 | 0.10 | 154.254 | 155.305 | 157.010 | ||
| 1992 | 2009.07.21 03:40 | s/l | 914 | 0.10 | 155.303 | 155.305 | 157.010 | 10490.00 | 2668210.00 |
| 1993 | 2009.07.21 03:44 | s/l | 915 | 0.10 | 155.163 | 155.165 | 157.850 | 2970.00 | 2671180.00 |
| 1994 | 2009.07.23 11:00 | buy | 918 | 0.10 | 155.814 | 152.330 | 157.240 | ||
| 1995 | 2009.07.23 12:00 | close | 918 | 0.10 | 156.019 | 152.330 | 157.240 | 2050.00 | 2673230.00 |
| 1996 | 2009.07.23 12:30 | buy | 919 | 0.10 | 156.165 | 155.325 | 158.925 | ||
| 1997 | 2009.07.23 13:00 | buy | 920 | 0.10 | 156.070 | 152.315 | 157.490 | ||
| 1998 | 2009.07.23 15:00 | close | 920 | 0.10 | 155.735 | 152.315 | 157.490 | -3350.00 | 2669880.00 |
| 1999 | 2009.07.24 12:30 | close | 919 | 0.10 | 156.043 | 155.325 | 158.925 | -1220.00 | 2668660.00 |
| 2000 | 2009.07.24 12:30 | sell | 921 | 0.10 | 156.053 | 156.850 | 153.250 | ||
| 2001 | 2009.07.27 06:45 | close | 921 | 0.10 | 156.088 | 156.850 | 153.250 | -350.00 | 2668310.00 |
| 2002 | 2009.07.27 06:45 | buy | 922 | 0.10 | 156.077 | 155.235 | 158.835 | ||
| 2003 | 2009.07.27 18:30 | buy | 923 | 0.10 | 157.265 | 156.495 | 160.245 | ||
| 2004 | 2009.07.28 03:28 | s/l | 923 | 0.10 | 156.502 | 156.495 | 160.245 | -7630.00 | 2660680.00 |
| 2005 | 2009.07.28 17:21 | s/l | 922 | 0.10 | 155.228 | 155.235 | 158.835 | -8490.00 | 2652190.00 |
| 2006 | 2009.07.29 17:00 | sell | 924 | 0.10 | 156.089 | 156.880 | 153.280 | ||
| 2007 | 2009.07.30 11:50 | s/l | 924 | 0.10 | 156.875 | 156.880 | 153.280 | -7860.00 | 2644330.00 |
| 2008 | 2009.07.30 16:45 | buy | 925 | 0.10 | 157.415 | 156.630 | 160.380 | ||
| 2009 | 2009.07.30 17:45 | buy | 926 | 0.10 | 157.871 | 156.890 | 161.240 | ||
| 2010 | 2009.07.30 20:00 | buy | 927 | 0.10 | 157.950 | 157.355 | 162.705 | ||
| 2011 | 2009.07.30 22:43 | s/l | 927 | 0.10 | 157.361 | 157.355 | 162.705 | -5890.00 | 2638440.00 |
| 2012 | 2009.07.31 04:00 | buy | 928 | 0.10 | 157.782 | 157.195 | 162.545 | ||
| 2013 | 2009.07.31 14:30 | modify | 925 | 0.10 | 157.415 | 157.640 | 160.380 | ||
| 2014 | 2009.07.31 15:37 | s/l | 925 | 0.10 | 157.640 | 157.640 | 160.380 | 2250.00 | 2640690.00 |
| 2015 | 2009.07.31 16:07 | s/l | 928 | 0.10 | 157.200 | 157.195 | 162.545 | -5820.00 | 2634870.00 |
| 2016 | 2009.07.31 20:00 | buy | 929 | 0.10 | 158.027 | 157.430 | 162.780 | ||
| 2017 | 2009.08.03 11:00 | buy | 930 | 0.10 | 159.239 | 158.460 | 162.210 | ||
| 2018 | 2009.08.03 12:45 | modify | 926 | 0.10 | 157.871 | 159.025 | 161.240 | ||
| 2019 | 2009.08.03 14:00 | close | 926 | 0.10 | 159.869 | 159.025 | 161.240 | 19980.00 | 2654850.00 |
| 2020 | 2009.08.03 17:15 | buy | 931 | 0.10 | 161.019 | 160.040 | 164.390 | ||
| 2021 | 2009.08.03 17:30 | modify | 930 | 0.10 | 159.239 | 160.090 | 162.210 | ||
| 2022 | 2009.08.04 10:30 | close | 930 | 0.10 | 160.895 | 160.090 | 162.210 | 16560.00 | 2671410.00 |
| 2023 | 2009.08.04 11:51 | s/l | 931 | 0.10 | 160.019 | 160.040 | 164.390 | -10000.00 | 2661410.00 |
| 2024 | 2009.08.04 21:30 | buy | 932 | 0.10 | 161.327 | 160.500 | 164.100 | ||
| 2025 | 2009.08.05 08:20 | s/l | 932 | 0.10 | 160.503 | 160.500 | 164.100 | -8240.00 | 2653170.00 |
| 2026 | 2009.08.05 14:00 | buy | 933 | 0.10 | 162.059 | 161.280 | 165.030 | ||
| 2027 | 2009.08.05 15:45 | close | 933 | 0.10 | 161.829 | 161.280 | 165.030 | -2300.00 | 2650870.00 |
| 2028 | 2009.08.06 05:00 | sell | 934 | 0.10 | 161.581 | 162.385 | 158.785 | ||
| 2029 | 2009.08.06 13:29 | s/l | 934 | 0.10 | 162.410 | 162.385 | 158.785 | -8290.00 | 2642580.00 |
| 2030 | 2009.08.06 13:30 | buy | 935 | 0.10 | 162.384 | 161.620 | 165.370 | ||
| 2031 | 2009.08.06 13:30 | buy | 936 | 0.10 | 162.392 | 161.420 | 165.770 | ||
| 2032 | 2009.08.06 14:00 | s/l | 935 | 0.10 | 161.608 | 161.620 | 165.370 | -7760.00 | 2634820.00 |
| 2033 | 2009.08.06 14:00 | s/l | 936 | 0.10 | 161.403 | 161.420 | 165.770 | -9890.00 | 2624930.00 |
| 2034 | 2009.08.06 20:00 | sell | 937 | 0.10 | 160.296 | 162.475 | 158.880 | ||
| 2035 | 2009.08.07 00:00 | close | 929 | 0.10 | 160.120 | 157.430 | 162.780 | 20930.00 | 2645860.00 |
| 2036 | 2009.08.07 00:00 | sell | 938 | 0.10 | 160.127 | 160.725 | 155.375 | ||
| 2037 | 2009.08.07 05:00 | sell | 939 | 0.10 | 159.793 | 160.535 | 156.785 | ||
| 2038 | 2009.08.07 15:30 | s/l | 939 | 0.10 | 160.612 | 160.535 | 156.785 | -8190.00 | 2637670.00 |
| 2039 | 2009.08.07 15:30 | s/l | 938 | 0.10 | 160.804 | 160.725 | 155.375 | -6770.00 | 2630900.00 |
| 2040 | 2009.08.07 16:34 | s/l | 937 | 0.10 | 162.475 | 162.475 | 158.880 | -21790.00 | 2609110.00 |
| 2041 | 2009.08.13 05:15 | sell | 940 | 0.10 | 158.142 | 158.950 | 155.350 | ||
| 2042 | 2009.08.13 08:50 | s/l | 940 | 0.10 | 158.946 | 158.950 | 155.350 | -8040.00 | 2601070.00 |
| 2043 | 2009.08.14 10:30 | sell | 941 | 0.10 | 157.102 | 157.860 | 154.110 | ||
| 2044 | 2009.08.14 18:15 | sell | 942 | 0.10 | 156.422 | 157.230 | 153.630 | ||
| 2045 | 2009.08.14 19:00 | sell | 943 | 0.10 | 156.427 | 160.380 | 155.000 | ||
| 2046 | 2009.08.17 03:15 | modify | 941 | 0.10 | 157.102 | 156.860 | 154.110 | ||
| 2047 | 2009.08.17 06:00 | close | 943 | 0.10 | 155.383 | 160.380 | 155.000 | 10440.00 | 2611510.00 |
| 2048 | 2009.08.17 10:45 | close | 941 | 0.10 | 154.835 | 156.860 | 154.110 | 22670.00 | 2634180.00 |
| 2049 | 2009.08.17 11:30 | modify | 942 | 0.10 | 156.422 | 155.350 | 153.630 | ||
| 2050 | 2009.08.17 18:06 | t/p | 942 | 0.10 | 153.631 | 155.350 | 153.630 | 27910.00 | 2662090.00 |
| 2051 | 2009.08.20 17:15 | sell | 944 | 0.10 | 155.360 | 156.155 | 152.555 | ||
| 2052 | 2009.08.21 06:30 | sell | 945 | 0.10 | 154.226 | 154.975 | 151.225 | ||
| 2053 | 2009.08.21 08:00 | sell | 946 | 0.10 | 153.744 | 157.535 | 152.325 | ||
| 2054 | 2009.08.21 10:05 | s/l | 945 | 0.10 | 154.990 | 154.975 | 151.225 | -7640.00 | 2654450.00 |
| 2055 | 2009.08.21 17:06 | s/l | 944 | 0.10 | 156.299 | 156.155 | 152.555 | -9390.00 | 2645060.00 |
| 2056 | 2009.08.24 06:45 | buy | 947 | 0.10 | 156.796 | 155.995 | 159.745 | ||
| 2057 | 2009.08.24 09:54 | s/l | 947 | 0.10 | 155.999 | 155.995 | 159.745 | -7970.00 | 2637090.00 |
| 2058 | 2009.08.25 09:00 | close | 946 | 0.10 | 153.955 | 157.535 | 152.325 | -2110.00 | 2634980.00 |
| 2059 | 2009.08.25 10:00 | sell | 948 | 0.10 | 153.885 | 156.840 | 152.475 | ||
| 2060 | 2009.08.26 12:00 | sell | 949 | 0.10 | 153.405 | 153.965 | 148.615 | ||
| 2061 | 2009.08.26 14:30 | sell | 950 | 0.10 | 152.961 | 153.720 | 149.970 | ||
| 2062 | 2009.08.26 16:28 | t/p | 948 | 0.10 | 152.472 | 156.840 | 152.475 | 14130.00 | 2649110.00 |
| 2063 | 2009.08.26 16:30 | sell | 951 | 0.10 | 152.365 | 153.325 | 148.975 | ||
| 2064 | 2009.08.26 17:15 | close | 950 | 0.10 | 153.175 | 153.720 | 149.970 | -2140.00 | 2646970.00 |
| 2065 | 2009.08.27 03:45 | sell | 952 | 0.10 | 152.376 | 153.135 | 149.385 | ||
| 2066 | 2009.08.27 05:00 | sell | 953 | 0.10 | 152.297 | 156.290 | 150.870 | ||
| 2067 | 2009.08.27 17:30 | modify | 952 | 0.10 | 152.376 | 152.135 | 149.385 | ||
| 2068 | 2009.08.27 21:16 | s/l | 952 | 0.10 | 152.143 | 152.135 | 149.385 | 2330.00 | 2649300.00 |
| 2069 | 2009.08.28 11:16 | s/l | 951 | 0.10 | 153.323 | 153.325 | 148.975 | -9580.00 | 2639720.00 |
| 2070 | 2009.08.28 21:30 | sell | 954 | 0.10 | 152.369 | 153.170 | 149.570 | ||
| 2071 | 2009.08.31 04:14 | t/p | 953 | 0.10 | 150.878 | 156.290 | 150.870 | 14190.00 | 2653910.00 |
| 2072 | 2009.08.31 04:15 | sell | 955 | 0.10 | 150.718 | 151.465 | 147.715 | ||
| 2073 | 2009.08.31 06:45 | modify | 954 | 0.10 | 152.369 | 151.295 | 149.570 | ||
| 2074 | 2009.08.31 07:00 | sell | 956 | 0.10 | 150.488 | 154.135 | 149.065 | ||
| 2075 | 2009.08.31 14:28 | s/l | 954 | 0.10 | 151.290 | 151.295 | 149.570 | 10790.00 | 2664700.00 |
| 2076 | 2009.08.31 18:59 | s/l | 955 | 0.10 | 151.457 | 151.465 | 147.715 | -7390.00 | 2657310.00 |
| 2077 | 2009.09.01 17:15 | sell | 957 | 0.10 | 151.285 | 152.095 | 148.495 | ||
| 2078 | 2009.09.01 20:45 | sell | 958 | 0.10 | 150.076 | 150.820 | 147.070 | ||
| 2079 | 2009.09.02 03:00 | modify | 957 | 0.10 | 151.285 | 150.170 | 148.495 | ||
| 2080 | 2009.09.02 04:46 | s/l | 957 | 0.10 | 150.161 | 150.170 | 148.495 | 11240.00 | 2668550.00 |
| 2081 | 2009.09.02 11:06 | t/p | 956 | 0.10 | 149.060 | 154.135 | 149.065 | 14280.00 | 2682830.00 |
| 2082 | 2009.09.02 17:45 | buy | 959 | 0.10 | 150.130 | 149.295 | 152.895 | ||
| 2083 | 2009.09.02 21:00 | close | 958 | 0.10 | 150.120 | 150.820 | 147.070 | -440.00 | 2682390.00 |
| 2084 | 2009.09.04 09:15 | close | 959 | 0.10 | 151.267 | 149.295 | 152.895 | 11370.00 | 2693760.00 |
| 2085 | 2009.09.04 09:15 | sell | 960 | 0.10 | 151.255 | 152.060 | 148.460 | ||
| 2086 | 2009.09.04 15:34 | s/l | 960 | 0.10 | 152.067 | 152.060 | 148.460 | -8120.00 | 2685640.00 |
| 2087 | 2009.09.04 20:00 | buy | 961 | 0.10 | 152.380 | 151.585 | 155.335 | ||
| 2088 | 2009.09.07 19:35 | s/l | 961 | 0.10 | 151.584 | 151.585 | 155.335 | -7960.00 | 2677680.00 |
| 2089 | 2009.09.09 17:45 | buy | 962 | 0.10 | 152.041 | 151.215 | 154.815 | ||
| 2090 | 2009.09.09 21:15 | close | 962 | 0.10 | 152.314 | 151.215 | 154.815 | 2730.00 | 2680410.00 |
| 2091 | 2009.09.09 21:15 | sell | 963 | 0.10 | 152.328 | 153.120 | 149.520 | ||
| 2092 | 2009.09.10 13:00 | sell | 964 | 0.10 | 151.955 | 153.275 | 150.540 | ||
| 2093 | 2009.09.10 13:00 | sell | 965 | 0.10 | 151.954 | 152.540 | 149.560 | ||
| 2094 | 2009.09.10 14:00 | s/l | 965 | 0.10 | 152.538 | 152.540 | 149.560 | -5840.00 | 2674570.00 |
| 2095 | 2009.09.10 14:45 | buy | 966 | 0.10 | 152.962 | 152.180 | 155.930 | ||
| 2096 | 2009.09.10 15:32 | s/l | 963 | 0.10 | 153.120 | 153.120 | 149.520 | -7920.00 | 2666650.00 |
| 2097 | 2009.09.10 15:32 | sell | 967 | 0.10 | 153.105 | 153.560 | 149.960 | ||
| 2098 | 2009.09.11 10:04 | s/l | 966 | 0.10 | 152.179 | 152.180 | 155.930 | -7830.00 | 2658820.00 |
| 2099 | 2009.09.11 11:30 | sell | 968 | 0.10 | 151.748 | 152.520 | 148.770 | ||
| 2100 | 2009.09.11 18:45 | modify | 967 | 0.10 | 153.105 | 151.875 | 149.960 | ||