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 |
| 151 | 2007.03.16 20:30 | close | 69 | 0.10 | 226.961 | 227.902 | 224.302 | 3640.00 | 905710.00 |
| 152 | 2007.03.16 20:30 | buy | 70 | 0.10 | 226.957 | 226.118 | 229.718 | ||
| 153 | 2007.03.19 00:00 | s/l | 70 | 0.10 | 225.961 | 226.118 | 229.718 | -9960.00 | 895750.00 |
| 154 | 2007.03.19 02:00 | sell | 71 | 0.10 | 225.581 | 228.029 | 224.167 | ||
| 155 | 2007.03.19 11:37 | s/l | 71 | 0.10 | 228.056 | 228.029 | 224.167 | -24750.00 | 871000.00 |
| 156 | 2007.03.19 12:00 | buy | 72 | 0.10 | 228.327 | 227.539 | 231.289 | ||
| 157 | 2007.03.19 13:30 | close | 72 | 0.10 | 228.065 | 227.539 | 231.289 | -2620.00 | 868380.00 |
| 158 | 2007.03.19 14:45 | buy | 73 | 0.10 | 228.503 | 227.730 | 231.480 | ||
| 159 | 2007.03.20 11:30 | modify | 73 | 0.10 | 228.503 | 228.735 | 231.480 | ||
| 160 | 2007.03.20 15:00 | close | 73 | 0.10 | 230.380 | 228.735 | 231.480 | 18770.00 | 887150.00 |
| 161 | 2007.03.21 11:46 | buy | 74 | 0.10 | 230.916 | 230.094 | 233.844 | ||
| 162 | 2007.03.21 12:37 | s/l | 74 | 0.10 | 230.092 | 230.094 | 233.844 | -8240.00 | 878910.00 |
| 163 | 2007.03.21 22:45 | buy | 75 | 0.10 | 231.348 | 230.568 | 234.318 | ||
| 164 | 2007.03.22 23:00 | close | 75 | 0.10 | 231.987 | 230.568 | 234.318 | 6390.00 | 885300.00 |
| 165 | 2007.03.23 10:00 | sell | 76 | 0.10 | 232.134 | 232.930 | 229.330 | ||
| 166 | 2007.03.26 16:00 | buy | 77 | 0.10 | 232.404 | 231.616 | 235.366 | ||
| 167 | 2007.03.26 17:00 | close | 76 | 0.10 | 232.671 | 232.930 | 229.330 | -5370.00 | 879930.00 |
| 168 | 2007.03.26 17:00 | buy | 78 | 0.10 | 232.667 | 231.675 | 236.025 | ||
| 169 | 2007.03.26 17:15 | close | 77 | 0.10 | 232.042 | 231.616 | 235.366 | -3620.00 | 876310.00 |
| 170 | 2007.03.26 22:00 | buy | 79 | 0.10 | 232.515 | 231.744 | 235.494 | ||
| 171 | 2007.03.27 12:12 | s/l | 79 | 0.10 | 231.715 | 231.744 | 235.494 | -8000.00 | 868310.00 |
| 172 | 2007.03.27 12:12 | s/l | 78 | 0.10 | 231.512 | 231.675 | 236.025 | -11550.00 | 856760.00 |
| 173 | 2007.03.27 13:00 | buy | 80 | 0.10 | 232.146 | 231.320 | 234.920 | ||
| 174 | 2007.03.27 13:23 | s/l | 80 | 0.10 | 231.281 | 231.320 | 234.920 | -8650.00 | 848110.00 |
| 175 | 2007.03.28 06:02 | sell | 81 | 0.10 | 230.810 | 232.989 | 229.364 | ||
| 176 | 2007.03.28 09:00 | sell | 82 | 0.10 | 230.272 | 231.041 | 227.291 | ||
| 177 | 2007.03.28 09:14 | s/l | 82 | 0.10 | 231.103 | 231.041 | 227.291 | -8310.00 | 839800.00 |
| 178 | 2007.03.28 09:15 | sell | 83 | 0.10 | 230.307 | 231.019 | 227.269 | ||
| 179 | 2007.03.28 09:15 | s/l | 83 | 0.10 | 231.050 | 231.019 | 227.269 | -7430.00 | 832370.00 |
| 180 | 2007.03.28 09:30 | sell | 84 | 0.10 | 230.418 | 231.162 | 227.412 | ||
| 181 | 2007.03.28 09:32 | s/l | 84 | 0.10 | 231.160 | 231.162 | 227.412 | -7420.00 | 824950.00 |
| 182 | 2007.03.28 09:45 | sell | 85 | 0.10 | 230.382 | 231.129 | 227.379 | ||
| 183 | 2007.03.28 09:54 | s/l | 85 | 0.10 | 231.137 | 231.129 | 227.379 | -7550.00 | 817400.00 |
| 184 | 2007.03.28 10:00 | sell | 86 | 0.10 | 230.478 | 231.218 | 227.468 | ||
| 185 | 2007.03.28 10:00 | s/l | 86 | 0.10 | 231.254 | 231.218 | 227.468 | -7760.00 | 809640.00 |
| 186 | 2007.03.28 10:15 | sell | 87 | 0.10 | 230.464 | 231.207 | 227.457 | ||
| 187 | 2007.03.28 10:23 | s/l | 87 | 0.10 | 231.263 | 231.207 | 227.457 | -7990.00 | 801650.00 |
| 188 | 2007.03.28 10:30 | sell | 88 | 0.10 | 230.510 | 231.270 | 227.520 | ||
| 189 | 2007.03.28 10:38 | s/l | 88 | 0.10 | 231.264 | 231.270 | 227.520 | -7540.00 | 794110.00 |
| 190 | 2007.03.28 10:45 | sell | 89 | 0.10 | 230.519 | 231.275 | 227.525 | ||
| 191 | 2007.03.28 17:00 | close | 81 | 0.10 | 229.486 | 232.989 | 229.364 | 13240.00 | 807350.00 |
| 192 | 2007.03.28 18:00 | modify | 89 | 0.10 | 230.519 | 229.836 | 227.525 | ||
| 193 | 2007.03.29 03:09 | s/l | 89 | 0.10 | 229.853 | 229.836 | 227.525 | 6660.00 | 814010.00 |
| 194 | 2007.03.30 16:01 | sell | 90 | 0.10 | 231.372 | 232.070 | 228.470 | ||
| 195 | 2007.04.02 00:25 | close | 90 | 0.10 | 231.377 | 232.070 | 228.470 | -50.00 | 813960.00 |
| 196 | 2007.04.02 00:25 | buy | 91 | 0.10 | 231.359 | 230.650 | 234.250 | ||
| 197 | 2007.04.02 10:45 | buy | 92 | 0.10 | 232.150 | 231.360 | 235.110 | ||
| 198 | 2007.04.03 00:07 | buy | 93 | 0.10 | 233.127 | 232.490 | 237.840 | ||
| 199 | 2007.04.03 07:00 | modify | 92 | 0.10 | 232.150 | 232.520 | 235.110 | ||
| 200 | 2007.04.03 07:00 | modify | 91 | 0.10 | 231.359 | 232.420 | 234.250 | ||
| 201 | 2007.04.03 09:59 | t/p | 91 | 0.10 | 234.276 | 232.420 | 234.250 | 29170.00 | 843130.00 |
| 202 | 2007.04.03 15:00 | buy | 94 | 0.10 | 234.504 | 233.520 | 237.870 | ||
| 203 | 2007.04.03 18:52 | t/p | 92 | 0.10 | 235.111 | 232.520 | 235.110 | 29610.00 | 872740.00 |
| 204 | 2007.04.05 11:15 | close | 94 | 0.10 | 234.760 | 233.520 | 237.870 | 2560.00 | 875300.00 |
| 205 | 2007.04.05 12:30 | buy | 95 | 0.10 | 234.389 | 233.550 | 237.150 | ||
| 206 | 2007.04.05 16:58 | s/l | 95 | 0.10 | 233.543 | 233.550 | 237.150 | -8460.00 | 866840.00 |
| 207 | 2007.04.05 17:00 | sell | 96 | 0.10 | 233.672 | 235.130 | 232.260 | ||
| 208 | 2007.04.05 23:00 | buy | 97 | 0.10 | 233.969 | 233.340 | 236.320 | ||
| 209 | 2007.04.06 15:45 | sell | 98 | 0.10 | 234.200 | 234.970 | 231.370 | ||
| 210 | 2007.04.10 02:00 | close | 97 | 0.10 | 233.922 | 233.340 | 236.320 | -470.00 | 866370.00 |
| 211 | 2007.04.10 02:00 | sell | 99 | 0.10 | 233.923 | 234.500 | 231.520 | ||
| 212 | 2007.04.10 05:00 | sell | 100 | 0.10 | 233.701 | 234.460 | 230.710 | ||
| 213 | 2007.04.10 08:50 | s/l | 100 | 0.10 | 234.463 | 234.460 | 230.710 | -7620.00 | 858750.00 |
| 214 | 2007.04.10 08:50 | s/l | 99 | 0.10 | 234.538 | 234.500 | 231.520 | -6150.00 | 852600.00 |
| 215 | 2007.04.10 11:45 | buy | 101 | 0.10 | 234.744 | 233.970 | 237.720 | ||
| 216 | 2007.04.10 12:00 | buy | 102 | 0.10 | 234.793 | 234.180 | 237.160 | ||
| 217 | 2007.04.10 12:00 | close | 98 | 0.10 | 234.795 | 234.970 | 231.370 | -5950.00 | 846650.00 |
| 218 | 2007.04.10 14:02 | s/l | 96 | 0.10 | 235.127 | 235.130 | 232.260 | -14550.00 | 832100.00 |
| 219 | 2007.04.11 06:15 | buy | 103 | 0.10 | 235.340 | 234.350 | 238.700 | ||
| 220 | 2007.04.11 10:00 | modify | 101 | 0.10 | 234.744 | 235.060 | 237.720 | ||
| 221 | 2007.04.12 13:00 | close | 101 | 0.10 | 235.800 | 235.060 | 237.720 | 10560.00 | 842660.00 |
| 222 | 2007.04.13 02:30 | close | 103 | 0.10 | 235.598 | 234.350 | 238.700 | 2580.00 | 845240.00 |
| 223 | 2007.04.13 03:16 | buy | 104 | 0.10 | 235.699 | 234.830 | 238.430 | ||
| 224 | 2007.04.13 11:45 | s/l | 104 | 0.10 | 234.831 | 234.830 | 238.430 | -8680.00 | 836560.00 |
| 225 | 2007.04.13 13:00 | sell | 105 | 0.10 | 234.825 | 236.305 | 233.410 | ||
| 226 | 2007.04.13 17:38 | s/l | 105 | 0.10 | 236.314 | 236.305 | 233.410 | -14890.00 | 821670.00 |
| 227 | 2007.04.13 17:45 | buy | 106 | 0.10 | 236.514 | 235.720 | 239.470 | ||
| 228 | 2007.04.13 18:00 | close | 102 | 0.10 | 236.522 | 234.180 | 237.160 | 17290.00 | 838960.00 |
| 229 | 2007.04.13 18:15 | buy | 107 | 0.10 | 236.848 | 235.840 | 240.190 | ||
| 230 | 2007.04.16 01:33 | t/p | 93 | 0.10 | 237.845 | 232.490 | 237.840 | 47180.00 | 886140.00 |
| 231 | 2007.04.16 01:45 | modify | 106 | 0.10 | 236.514 | 236.760 | 239.470 | ||
| 232 | 2007.04.16 03:16 | s/l | 106 | 0.10 | 236.748 | 236.760 | 239.470 | 2340.00 | 888480.00 |
| 233 | 2007.04.16 07:15 | buy | 108 | 0.10 | 237.450 | 236.670 | 240.420 | ||
| 234 | 2007.04.16 19:00 | modify | 108 | 0.10 | 237.450 | 237.670 | 240.420 | ||
| 235 | 2007.04.17 08:15 | close | 107 | 0.10 | 237.918 | 235.840 | 240.190 | 10700.00 | 899180.00 |
| 236 | 2007.04.17 08:15 | sell | 109 | 0.10 | 237.917 | 238.720 | 235.120 | ||
| 237 | 2007.04.17 08:56 | s/l | 108 | 0.10 | 237.668 | 237.670 | 240.420 | 2180.00 | 901360.00 |
| 238 | 2007.04.17 12:00 | buy | 110 | 0.10 | 238.402 | 237.770 | 243.120 | ||
| 239 | 2007.04.17 13:14 | s/l | 109 | 0.10 | 238.717 | 238.720 | 235.120 | -8000.00 | 893360.00 |
| 240 | 2007.04.17 13:30 | buy | 111 | 0.10 | 239.066 | 238.260 | 242.010 | ||
| 241 | 2007.04.17 13:30 | buy | 112 | 0.10 | 239.061 | 238.060 | 242.410 | ||
| 242 | 2007.04.18 03:29 | s/l | 111 | 0.10 | 238.258 | 238.260 | 242.010 | -8080.00 | 885280.00 |
| 243 | 2007.04.18 06:05 | s/l | 112 | 0.10 | 238.052 | 238.060 | 242.410 | -10090.00 | 875190.00 |
| 244 | 2007.04.18 14:50 | s/l | 110 | 0.10 | 237.760 | 237.770 | 243.120 | -6420.00 | 868770.00 |
| 245 | 2007.04.18 16:00 | sell | 113 | 0.10 | 237.415 | 239.435 | 236.000 | ||
| 246 | 2007.04.19 06:45 | sell | 114 | 0.10 | 236.386 | 237.140 | 233.390 | ||
| 247 | 2007.04.19 08:00 | sell | 115 | 0.10 | 236.159 | 236.700 | 231.350 | ||
| 248 | 2007.04.19 08:03 | t/p | 113 | 0.10 | 236.008 | 239.435 | 236.000 | 14070.00 | 882840.00 |
| 249 | 2007.04.19 08:04 | sell | 116 | 0.10 | 235.963 | 239.435 | 234.730 | ||
| 250 | 2007.04.19 10:00 | modify | 114 | 0.10 | 236.386 | 236.185 | 233.390 | ||
| 251 | 2007.04.19 10:02 | s/l | 114 | 0.10 | 236.198 | 236.185 | 233.390 | 1880.00 | 884720.00 |
| 252 | 2007.04.19 14:00 | close | 116 | 0.10 | 235.748 | 239.435 | 234.730 | 2150.00 | 886870.00 |
| 253 | 2007.04.19 16:59 | s/l | 115 | 0.10 | 236.696 | 236.700 | 231.350 | -5370.00 | 881500.00 |
| 254 | 2007.04.24 04:15 | sell | 117 | 0.10 | 236.664 | 237.410 | 233.660 | ||
| 255 | 2007.04.24 06:00 | sell | 118 | 0.10 | 236.304 | 238.390 | 234.870 | ||
| 256 | 2007.04.24 06:30 | close | 117 | 0.10 | 236.660 | 237.410 | 233.660 | 40.00 | 881540.00 |
| 257 | 2007.04.26 02:15 | sell | 119 | 0.10 | 237.397 | 238.190 | 234.590 | ||
| 258 | 2007.04.26 09:01 | buy | 120 | 0.10 | 238.053 | 237.220 | 240.970 | ||
| 259 | 2007.04.26 09:07 | s/l | 119 | 0.10 | 238.208 | 238.190 | 234.590 | -8110.00 | 873430.00 |
| 260 | 2007.04.26 09:38 | s/l | 118 | 0.10 | 238.388 | 238.390 | 234.870 | -20840.00 | 852590.00 |
| 261 | 2007.04.26 19:00 | sell | 121 | 0.10 | 237.802 | 238.610 | 235.010 | ||
| 262 | 2007.04.27 13:39 | s/l | 121 | 0.10 | 238.603 | 238.610 | 235.010 | -8010.00 | 844580.00 |
| 263 | 2007.04.27 18:30 | modify | 120 | 0.10 | 238.053 | 238.310 | 240.970 | ||
| 264 | 2007.04.30 00:00 | s/l | 120 | 0.10 | 238.236 | 238.310 | 240.970 | 1830.00 | 846410.00 |
| 265 | 2007.04.30 08:31 | sell | 122 | 0.10 | 238.269 | 239.070 | 235.470 | ||
| 266 | 2007.04.30 21:59 | s/l | 122 | 0.10 | 239.074 | 239.070 | 235.470 | -8050.00 | 838360.00 |
| 267 | 2007.05.01 13:15 | buy | 123 | 0.10 | 239.528 | 238.730 | 242.480 | ||
| 268 | 2007.05.01 14:45 | buy | 124 | 0.10 | 239.738 | 238.750 | 243.100 | ||
| 269 | 2007.05.01 16:00 | buy | 125 | 0.10 | 239.501 | 238.920 | 244.270 | ||
| 270 | 2007.05.02 08:55 | s/l | 125 | 0.10 | 238.913 | 238.920 | 244.270 | -5880.00 | 832480.00 |
| 271 | 2007.05.02 08:59 | s/l | 124 | 0.10 | 238.736 | 238.750 | 243.100 | -10020.00 | 822460.00 |
| 272 | 2007.05.02 08:59 | s/l | 123 | 0.10 | 238.700 | 238.730 | 242.480 | -8280.00 | 814180.00 |
| 273 | 2007.05.02 09:15 | buy | 126 | 0.10 | 238.997 | 238.120 | 241.720 | ||
| 274 | 2007.05.02 12:00 | buy | 127 | 0.10 | 239.460 | 238.870 | 244.220 | ||
| 275 | 2007.05.02 16:40 | s/l | 127 | 0.10 | 238.873 | 238.870 | 244.220 | -5870.00 | 808310.00 |
| 276 | 2007.05.03 16:00 | sell | 128 | 0.10 | 239.286 | 239.835 | 234.485 | ||
| 277 | 2007.05.03 19:15 | close | 126 | 0.10 | 239.014 | 238.120 | 241.720 | 170.00 | 808480.00 |
| 278 | 2007.05.03 19:15 | sell | 129 | 0.10 | 239.009 | 239.810 | 236.210 | ||
| 279 | 2007.05.03 22:01 | buy | 130 | 0.10 | 239.422 | 238.790 | 241.770 | ||
| 280 | 2007.05.04 10:55 | s/l | 130 | 0.10 | 238.796 | 238.790 | 241.770 | -6260.00 | 802220.00 |
| 281 | 2007.05.04 11:45 | sell | 131 | 0.10 | 238.840 | 239.585 | 235.835 | ||
| 282 | 2007.05.04 15:30 | s/l | 131 | 0.10 | 239.651 | 239.585 | 235.835 | -8110.00 | 794110.00 |
| 283 | 2007.05.04 15:30 | s/l | 128 | 0.10 | 239.904 | 239.835 | 234.485 | -6180.00 | 787930.00 |
| 284 | 2007.05.04 15:30 | s/l | 129 | 0.10 | 239.890 | 239.810 | 236.210 | -8810.00 | 779120.00 |
| 285 | 2007.05.04 15:45 | buy | 132 | 0.10 | 239.058 | 238.225 | 241.825 | ||
| 286 | 2007.05.04 16:00 | sell | 133 | 0.10 | 238.970 | 239.530 | 234.180 | ||
| 287 | 2007.05.04 18:00 | buy | 134 | 0.10 | 239.484 | 238.870 | 241.850 | ||
| 288 | 2007.05.04 19:00 | buy | 135 | 0.10 | 239.480 | 238.720 | 242.470 | ||
| 289 | 2007.05.04 19:40 | s/l | 133 | 0.10 | 239.547 | 239.530 | 234.180 | -5770.00 | 773350.00 |
| 290 | 2007.05.07 04:00 | close | 134 | 0.10 | 239.240 | 238.870 | 241.850 | -2440.00 | 770910.00 |
| 291 | 2007.05.07 04:00 | sell | 136 | 0.10 | 239.225 | 239.780 | 234.430 | ||
| 292 | 2007.05.08 05:00 | sell | 137 | 0.10 | 238.987 | 239.570 | 236.590 | ||
| 293 | 2007.05.08 06:30 | close | 135 | 0.10 | 238.991 | 238.720 | 242.470 | -4890.00 | 766020.00 |
| 294 | 2007.05.08 06:30 | sell | 138 | 0.10 | 238.991 | 239.690 | 235.940 | ||
| 295 | 2007.05.08 12:00 | close | 132 | 0.10 | 238.803 | 238.225 | 241.825 | -2550.00 | 763470.00 |
| 296 | 2007.05.08 13:00 | sell | 139 | 0.10 | 238.930 | 239.790 | 237.260 | ||
| 297 | 2007.05.09 00:09 | close | 137 | 0.10 | 238.782 | 239.570 | 236.590 | 2050.00 | 765520.00 |
| 298 | 2007.05.09 00:09 | buy | 140 | 0.10 | 238.786 | 238.180 | 241.160 | ||
| 299 | 2007.05.09 04:16 | s/l | 140 | 0.10 | 238.171 | 238.180 | 241.160 | -6150.00 | 759370.00 |
| 300 | 2007.05.10 07:45 | close | 138 | 0.10 | 239.423 | 239.690 | 235.940 | -4320.00 | 755050.00 |