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 |
| 901 | 2008.03.03 17:15 | close | 413 | 0.10 | 205.648 | 206.180 | 201.830 | -4020.00 | 1519780.00 |
| 902 | 2008.03.04 12:30 | sell | 415 | 0.10 | 204.893 | 205.685 | 202.085 | ||
| 903 | 2008.03.04 19:00 | sell | 416 | 0.10 | 203.829 | 204.580 | 200.830 | ||
| 904 | 2008.03.04 21:41 | s/l | 416 | 0.10 | 204.584 | 204.580 | 200.830 | -7550.00 | 1512230.00 |
| 905 | 2008.03.05 17:00 | s/l | 415 | 0.10 | 205.678 | 205.685 | 202.085 | -7850.00 | 1504380.00 |
| 906 | 2008.03.06 12:15 | buy | 417 | 0.10 | 206.266 | 205.415 | 209.015 | ||
| 907 | 2008.03.07 11:02 | s/l | 417 | 0.10 | 205.425 | 205.415 | 209.015 | -8410.00 | 1495970.00 |
| 908 | 2008.03.07 13:00 | sell | 418 | 0.10 | 205.163 | 207.770 | 203.740 | ||
| 909 | 2008.03.07 17:30 | sell | 419 | 0.10 | 207.133 | 207.930 | 204.330 | ||
| 910 | 2008.03.07 17:35 | s/l | 418 | 0.10 | 207.789 | 207.770 | 203.740 | -26260.00 | 1469710.00 |
| 911 | 2008.03.07 17:38 | s/l | 419 | 0.10 | 207.940 | 207.930 | 204.330 | -8070.00 | 1461640.00 |
| 912 | 2008.03.07 17:45 | buy | 420 | 0.10 | 207.737 | 206.950 | 210.700 | ||
| 913 | 2008.03.07 18:17 | s/l | 420 | 0.10 | 206.941 | 206.950 | 210.700 | -7960.00 | 1453680.00 |
| 914 | 2008.03.10 19:00 | sell | 421 | 0.10 | 205.301 | 206.050 | 202.300 | ||
| 915 | 2008.03.10 21:00 | sell | 422 | 0.10 | 204.879 | 207.990 | 203.450 | ||
| 916 | 2008.03.11 01:00 | close | 422 | 0.10 | 204.077 | 207.990 | 203.450 | 8020.00 | 1461700.00 |
| 917 | 2008.03.11 01:15 | modify | 421 | 0.10 | 205.301 | 204.910 | 202.300 | ||
| 918 | 2008.03.11 02:00 | sell | 423 | 0.10 | 204.547 | 207.990 | 203.120 | ||
| 919 | 2008.03.11 03:00 | close | 423 | 0.10 | 203.826 | 207.990 | 203.120 | 7210.00 | 1468910.00 |
| 920 | 2008.03.11 09:00 | close | 421 | 0.10 | 204.723 | 204.910 | 202.300 | 5780.00 | 1474690.00 |
| 921 | 2008.03.11 13:15 | buy | 424 | 0.10 | 205.809 | 204.970 | 208.570 | ||
| 922 | 2008.03.12 18:30 | close | 424 | 0.10 | 207.253 | 204.970 | 208.570 | 14440.00 | 1489130.00 |
| 923 | 2008.03.12 18:30 | sell | 425 | 0.10 | 207.266 | 208.060 | 204.460 | ||
| 924 | 2008.03.13 01:00 | modify | 425 | 0.10 | 207.266 | 206.130 | 204.460 | ||
| 925 | 2008.03.13 03:16 | s/l | 425 | 0.10 | 206.127 | 206.130 | 204.460 | 11390.00 | 1500520.00 |
| 926 | 2008.03.13 09:31 | sell | 426 | 0.10 | 203.110 | 203.970 | 199.620 | ||
| 927 | 2008.03.13 10:08 | s/l | 426 | 0.10 | 203.990 | 203.970 | 199.620 | -8800.00 | 1491720.00 |
| 928 | 2008.03.13 21:00 | buy | 427 | 0.10 | 205.201 | 204.360 | 207.960 | ||
| 929 | 2008.03.13 23:02 | s/l | 427 | 0.10 | 204.356 | 204.360 | 207.960 | -8450.00 | 1483270.00 |
| 930 | 2008.03.14 08:00 | sell | 428 | 0.10 | 203.477 | 204.020 | 198.670 | ||
| 931 | 2008.03.14 09:05 | s/l | 428 | 0.10 | 204.030 | 204.020 | 198.670 | -5530.00 | 1477740.00 |
| 932 | 2008.03.14 16:45 | buy | 429 | 0.10 | 204.056 | 203.205 | 206.805 | ||
| 933 | 2008.03.14 16:57 | s/l | 429 | 0.10 | 203.184 | 203.205 | 206.805 | -8720.00 | 1469020.00 |
| 934 | 2008.03.17 00:02 | sell | 430 | 0.10 | 199.682 | 200.444 | 195.094 | ||
| 935 | 2008.03.17 03:15 | sell | 431 | 0.10 | 197.675 | 198.705 | 194.355 | ||
| 936 | 2008.03.17 03:30 | close | 431 | 0.10 | 195.643 | 198.705 | 194.355 | 20320.00 | 1489340.00 |
| 937 | 2008.03.17 03:30 | t/p | 430 | 0.10 | 195.090 | 200.444 | 195.094 | 45920.00 | 1535260.00 |
| 938 | 2008.03.19 12:30 | sell | 432 | 0.10 | 196.775 | 197.945 | 194.345 | ||
| 939 | 2008.03.19 14:35 | s/l | 432 | 0.10 | 197.955 | 197.945 | 194.345 | -11800.00 | 1523460.00 |
| 940 | 2008.03.20 17:45 | buy | 433 | 0.10 | 196.192 | 195.360 | 198.960 | ||
| 941 | 2008.03.20 18:35 | s/l | 433 | 0.10 | 195.358 | 195.360 | 198.960 | -8340.00 | 1515120.00 |
| 942 | 2008.03.24 06:48 | buy | 434 | 0.10 | 197.594 | 196.520 | 200.120 | ||
| 943 | 2008.03.24 12:17 | buy | 435 | 0.10 | 198.228 | 197.440 | 201.190 | ||
| 944 | 2008.03.24 15:19 | s/l | 435 | 0.10 | 197.430 | 197.440 | 201.190 | -7980.00 | 1507140.00 |
| 945 | 2008.03.24 16:45 | buy | 436 | 0.10 | 198.331 | 197.540 | 201.290 | ||
| 946 | 2008.03.24 17:45 | modify | 436 | 0.10 | 198.331 | 198.630 | 201.290 | ||
| 947 | 2008.03.24 19:00 | modify | 434 | 0.10 | 197.594 | 198.670 | 200.120 | ||
| 948 | 2008.03.24 19:02 | t/p | 434 | 0.10 | 200.125 | 198.670 | 200.120 | 25310.00 | 1532450.00 |
| 949 | 2008.03.25 15:45 | sell | 437 | 0.10 | 199.818 | 200.615 | 197.015 | ||
| 950 | 2008.03.25 17:00 | close | 436 | 0.10 | 199.569 | 198.630 | 201.290 | 12380.00 | 1544830.00 |
| 951 | 2008.03.25 20:34 | s/l | 437 | 0.10 | 200.610 | 200.615 | 197.015 | -7920.00 | 1536910.00 |
| 952 | 2008.03.26 11:15 | sell | 438 | 0.10 | 200.379 | 201.225 | 197.625 | ||
| 953 | 2008.03.26 13:30 | modify | 438 | 0.10 | 200.379 | 199.195 | 197.625 | ||
| 954 | 2008.03.26 15:00 | sell | 439 | 0.10 | 198.233 | 201.050 | 196.810 | ||
| 955 | 2008.03.26 15:34 | t/p | 438 | 0.10 | 197.613 | 199.195 | 197.625 | 27660.00 | 1564570.00 |
| 956 | 2008.03.27 15:30 | s/l | 439 | 0.10 | 201.060 | 201.050 | 196.810 | -28270.00 | 1536300.00 |
| 957 | 2008.03.28 23:00 | sell | 440 | 0.10 | 197.768 | 201.770 | 196.340 | ||
| 958 | 2008.03.31 02:00 | close | 440 | 0.10 | 197.310 | 201.770 | 196.340 | 4580.00 | 1540880.00 |
| 959 | 2008.04.03 17:15 | sell | 441 | 0.10 | 203.830 | 204.630 | 201.030 | ||
| 960 | 2008.04.04 04:34 | s/l | 441 | 0.10 | 204.640 | 204.630 | 201.030 | -8100.00 | 1532780.00 |
| 961 | 2008.04.04 12:00 | buy | 442 | 0.10 | 204.980 | 204.175 | 207.925 | ||
| 962 | 2008.04.04 15:30 | s/l | 442 | 0.10 | 204.143 | 204.175 | 207.925 | -8370.00 | 1524410.00 |
| 963 | 2008.04.04 15:45 | buy | 443 | 0.10 | 204.267 | 203.435 | 207.035 | ||
| 964 | 2008.04.04 16:15 | s/l | 443 | 0.10 | 203.436 | 203.435 | 207.035 | -8310.00 | 1516100.00 |
| 965 | 2008.04.04 19:00 | sell | 444 | 0.10 | 202.932 | 205.130 | 201.520 | ||
| 966 | 2008.04.07 22:45 | buy | 445 | 0.10 | 203.683 | 202.850 | 206.450 | ||
| 967 | 2008.04.08 09:54 | s/l | 445 | 0.10 | 202.843 | 202.850 | 206.450 | -8400.00 | 1507700.00 |
| 968 | 2008.04.08 10:15 | sell | 446 | 0.10 | 202.379 | 203.125 | 199.375 | ||
| 969 | 2008.04.08 10:39 | t/p | 444 | 0.10 | 201.525 | 205.130 | 201.520 | 14070.00 | 1521770.00 |
| 970 | 2008.04.09 07:45 | modify | 446 | 0.10 | 202.379 | 202.065 | 199.375 | ||
| 971 | 2008.04.09 10:30 | close | 446 | 0.10 | 201.404 | 202.065 | 199.375 | 9750.00 | 1531520.00 |
| 972 | 2008.04.09 16:45 | sell | 447 | 0.10 | 201.830 | 202.630 | 199.030 | ||
| 973 | 2008.04.10 03:30 | sell | 448 | 0.10 | 200.223 | 200.920 | 197.170 | ||
| 974 | 2008.04.10 07:15 | modify | 447 | 0.10 | 201.830 | 200.640 | 199.030 | ||
| 975 | 2008.04.10 08:54 | t/p | 447 | 0.10 | 199.030 | 200.640 | 199.030 | 28000.00 | 1559520.00 |
| 976 | 2008.04.10 09:15 | modify | 448 | 0.10 | 200.223 | 200.000 | 197.170 | ||
| 977 | 2008.04.10 10:40 | s/l | 448 | 0.10 | 199.993 | 200.000 | 197.170 | 2300.00 | 1561820.00 |
| 978 | 2008.04.10 21:30 | buy | 449 | 0.10 | 200.618 | 199.780 | 203.380 | ||
| 979 | 2008.04.11 13:53 | s/l | 449 | 0.10 | 199.772 | 199.780 | 203.380 | -8460.00 | 1553360.00 |
| 980 | 2008.04.15 09:30 | sell | 450 | 0.10 | 199.316 | 200.120 | 196.520 | ||
| 981 | 2008.04.16 09:56 | s/l | 450 | 0.10 | 200.113 | 200.120 | 196.520 | -7970.00 | 1545390.00 |
| 982 | 2008.04.16 10:15 | buy | 451 | 0.10 | 200.616 | 199.840 | 203.590 | ||
| 983 | 2008.04.16 11:12 | s/l | 451 | 0.10 | 199.847 | 199.840 | 203.590 | -7690.00 | 1537700.00 |
| 984 | 2008.04.16 18:30 | buy | 452 | 0.10 | 200.549 | 199.760 | 203.510 | ||
| 985 | 2008.04.16 20:00 | buy | 453 | 0.10 | 200.511 | 198.105 | 201.930 | ||
| 986 | 2008.04.17 12:42 | t/p | 453 | 0.10 | 201.933 | 198.105 | 201.930 | 14220.00 | 1551920.00 |
| 987 | 2008.04.17 13:00 | modify | 452 | 0.10 | 200.549 | 200.960 | 203.510 | ||
| 988 | 2008.04.17 18:36 | t/p | 452 | 0.10 | 203.503 | 200.960 | 203.510 | 29540.00 | 1581460.00 |
| 989 | 2008.04.18 14:00 | buy | 454 | 0.10 | 206.383 | 205.375 | 209.725 | ||
| 990 | 2008.04.18 15:00 | close | 454 | 0.10 | 208.055 | 205.375 | 209.725 | 16720.00 | 1598180.00 |
| 991 | 2008.04.18 16:00 | buy | 455 | 0.10 | 207.531 | 206.930 | 212.280 | ||
| 992 | 2008.04.18 19:00 | buy | 456 | 0.10 | 208.759 | 207.780 | 212.130 | ||
| 993 | 2008.04.18 20:00 | close | 455 | 0.10 | 207.897 | 206.930 | 212.280 | 3660.00 | 1601840.00 |
| 994 | 2008.04.18 20:01 | s/l | 456 | 0.10 | 207.777 | 207.780 | 212.130 | -9820.00 | 1592020.00 |
| 995 | 2008.04.21 16:00 | buy | 457 | 0.10 | 205.338 | 204.750 | 210.100 | ||
| 996 | 2008.04.21 17:20 | s/l | 457 | 0.10 | 204.755 | 204.750 | 210.100 | -5830.00 | 1586190.00 |
| 997 | 2008.04.23 12:15 | sell | 458 | 0.10 | 205.734 | 206.545 | 202.945 | ||
| 998 | 2008.04.24 15:30 | sell | 459 | 0.10 | 204.821 | 205.045 | 201.295 | ||
| 999 | 2008.04.24 15:44 | s/l | 459 | 0.10 | 205.049 | 205.045 | 201.295 | -2280.00 | 1583910.00 |
| 1000 | 2008.04.24 19:45 | buy | 460 | 0.10 | 205.864 | 205.080 | 208.830 | ||
| 1001 | 2008.04.25 04:01 | buy | 461 | 0.10 | 206.079 | 203.375 | 207.490 | ||
| 1002 | 2008.04.25 08:30 | close | 458 | 0.10 | 205.533 | 206.545 | 202.945 | 2010.00 | 1585920.00 |
| 1003 | 2008.04.25 12:51 | t/p | 461 | 0.10 | 207.509 | 203.375 | 207.490 | 14300.00 | 1600220.00 |
| 1004 | 2008.04.25 13:00 | modify | 460 | 0.10 | 205.864 | 206.180 | 208.830 | ||
| 1005 | 2008.04.25 14:00 | buy | 462 | 0.10 | 207.277 | 203.375 | 208.690 | ||
| 1006 | 2008.04.25 16:00 | close | 462 | 0.10 | 207.204 | 203.375 | 208.690 | -730.00 | 1599490.00 |
| 1007 | 2008.04.25 16:00 | buy | 463 | 0.10 | 207.243 | 203.360 | 208.655 | ||
| 1008 | 2008.04.25 16:45 | close | 460 | 0.10 | 206.674 | 206.180 | 208.830 | 8100.00 | 1607590.00 |
| 1009 | 2008.04.28 14:30 | sell | 464 | 0.10 | 207.615 | 208.405 | 204.805 | ||
| 1010 | 2008.04.28 15:07 | s/l | 464 | 0.10 | 208.413 | 208.405 | 204.805 | -7980.00 | 1599610.00 |
| 1011 | 2008.04.28 19:00 | close | 463 | 0.10 | 207.601 | 203.360 | 208.655 | 3580.00 | 1603190.00 |
| 1012 | 2008.04.29 00:06 | sell | 465 | 0.10 | 207.298 | 208.200 | 204.600 | ||
| 1013 | 2008.04.29 15:00 | modify | 465 | 0.10 | 207.298 | 206.190 | 204.600 | ||
| 1014 | 2008.04.29 17:14 | t/p | 465 | 0.10 | 204.595 | 206.190 | 204.600 | 27030.00 | 1630220.00 |
| 1015 | 2008.05.01 17:15 | sell | 466 | 0.10 | 205.074 | 205.865 | 202.265 | ||
| 1016 | 2008.05.01 19:43 | s/l | 466 | 0.10 | 205.872 | 205.865 | 202.265 | -7980.00 | 1622240.00 |
| 1017 | 2008.05.02 10:30 | buy | 467 | 0.10 | 207.525 | 206.750 | 210.500 | ||
| 1018 | 2008.05.02 12:00 | buy | 468 | 0.10 | 207.984 | 203.975 | 209.395 | ||
| 1019 | 2008.05.02 16:00 | modify | 467 | 0.10 | 207.525 | 207.800 | 210.500 | ||
| 1020 | 2008.05.02 16:30 | close | 467 | 0.10 | 208.116 | 207.800 | 210.500 | 5910.00 | 1628150.00 |
| 1021 | 2008.05.02 19:00 | close | 468 | 0.10 | 208.057 | 203.975 | 209.395 | 730.00 | 1628880.00 |
| 1022 | 2008.05.06 11:45 | sell | 469 | 0.10 | 206.025 | 206.770 | 203.020 | ||
| 1023 | 2008.05.06 19:51 | s/l | 469 | 0.10 | 206.761 | 206.770 | 203.020 | -7360.00 | 1621520.00 |
| 1024 | 2008.05.07 02:25 | buy | 470 | 0.10 | 206.836 | 205.830 | 209.430 | ||
| 1025 | 2008.05.07 10:25 | s/l | 470 | 0.10 | 205.804 | 205.830 | 209.430 | -10320.00 | 1611200.00 |
| 1026 | 2008.05.07 10:30 | sell | 471 | 0.10 | 205.923 | 206.665 | 202.915 | ||
| 1027 | 2008.05.07 21:45 | modify | 471 | 0.10 | 205.923 | 205.625 | 202.915 | ||
| 1028 | 2008.05.08 10:42 | t/p | 471 | 0.10 | 202.914 | 205.625 | 202.915 | 30090.00 | 1641290.00 |
| 1029 | 2008.05.09 10:30 | sell | 472 | 0.10 | 201.813 | 202.615 | 199.015 | ||
| 1030 | 2008.05.09 15:45 | modify | 472 | 0.10 | 201.813 | 200.740 | 199.015 | ||
| 1031 | 2008.05.09 16:01 | s/l | 472 | 0.10 | 200.744 | 200.740 | 199.015 | 10690.00 | 1651980.00 |
| 1032 | 2008.05.12 07:45 | buy | 473 | 0.10 | 201.442 | 200.590 | 204.190 | ||
| 1033 | 2008.05.12 14:15 | modify | 473 | 0.10 | 201.442 | 202.455 | 204.190 | ||
| 1034 | 2008.05.13 06:40 | s/l | 473 | 0.10 | 202.452 | 202.455 | 204.190 | 10100.00 | 1662080.00 |
| 1035 | 2008.05.14 11:15 | buy | 474 | 0.10 | 204.455 | 203.680 | 207.430 | ||
| 1036 | 2008.05.14 13:00 | buy | 475 | 0.10 | 204.361 | 200.370 | 205.790 | ||
| 1037 | 2008.05.15 09:30 | s/l | 474 | 0.10 | 203.673 | 203.680 | 207.430 | -7820.00 | 1654260.00 |
| 1038 | 2008.05.15 09:45 | buy | 476 | 0.10 | 203.988 | 203.140 | 206.740 | ||
| 1039 | 2008.05.15 16:34 | s/l | 476 | 0.10 | 203.148 | 203.140 | 206.740 | -8400.00 | 1645860.00 |
| 1040 | 2008.05.16 17:30 | buy | 477 | 0.10 | 203.646 | 202.820 | 206.420 | ||
| 1041 | 2008.05.16 18:00 | sell | 478 | 0.10 | 203.313 | 204.070 | 200.320 | ||
| 1042 | 2008.05.16 18:13 | s/l | 477 | 0.10 | 202.815 | 202.820 | 206.420 | -8310.00 | 1637550.00 |
| 1043 | 2008.05.16 18:45 | close | 478 | 0.10 | 203.400 | 204.070 | 200.320 | -870.00 | 1636680.00 |
| 1044 | 2008.05.16 19:15 | sell | 479 | 0.10 | 203.197 | 203.950 | 200.200 | ||
| 1045 | 2008.05.19 03:03 | s/l | 479 | 0.10 | 203.958 | 203.950 | 200.200 | -7610.00 | 1629070.00 |
| 1046 | 2008.05.19 11:00 | sell | 480 | 0.10 | 203.182 | 203.940 | 200.190 | ||
| 1047 | 2008.05.19 11:30 | buy | 481 | 0.10 | 203.383 | 202.555 | 206.155 | ||
| 1048 | 2008.05.20 05:00 | sell | 482 | 0.10 | 203.293 | 203.870 | 200.890 | ||
| 1049 | 2008.05.20 11:00 | close | 482 | 0.10 | 203.084 | 203.870 | 200.890 | 2090.00 | 1631160.00 |
| 1050 | 2008.05.20 11:15 | close | 480 | 0.10 | 203.009 | 203.940 | 200.190 | 1730.00 | 1632890.00 |