Strategy Tester Report
EA_BBbandW_M15_forUJ_1.01
| 通貨ペア | USDJPY (US Dollar vs Japanese Yen) | ||||
| 期間 | 15分足(M15) 2007.01.02 02:00 - 2021.04.29 23:45 (2007.01.01 - 2021.04.30) | ||||
| 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=43100001; LotsL1=0.1; LotsL2=0.2; 複利運用基準値=0; トレンドモード=""; Slippage=3; timeframe=15; 許容スプレッド=50; 強制エントリー=""; | ||||
| テストバー数 | 354499 | モデルティック数 | 204791417 | モデリング品質 | n/a |
| 不整合チャートエラー | 716 | ||||
| 初期証拠金 | 500000.00 | スプレッド | 5 | ||
| 純益 | 2882300.00 | 総利益 | 4815070.00 | 総損失 | -1932770.00 |
| プロフィットファクタ | 2.49 | 期待利得 | 12586.46 | ||
| 絶対ドローダウン | 112900.00 | 最大ドローダウン | 214000.00 (35.60%) | 相対ドローダウン | 35.60% (214000.00) |
| 総取引数 | 229 | 売りポジション(勝率%） | 128 (70.31%) | 買いポジション(勝率%） | 101 (67.33%) |
| 勝率(%) | 158 (69.00%) | 負率 (%) | 71 (31.00%) | ||
| 最大 | 勝トレード | 36040.00 | 敗トレード | -160900.00 | |
| 平均 | 勝トレード | 30475.13 | 敗トレード | -27222.11 | |
| 最大 | 連勝(金額) | 17 (396000.00) | 連敗(金額) | 8 (-175460.00) | |
| 最大 | 連勝(トレード数) | 467800.00 (14) | 連敗(トレード数) | -175460.00 (8) | |
| 平均 | 連勝 | 5 | 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 | 2011.04.14 05:15 | sell | 76 | 0.10 | 83.456 | 85.614 | 81.656 | ||
| 152 | 2011.04.21 17:00 | t/p | 76 | 0.10 | 81.656 | 85.614 | 81.656 | 18000.00 | 1501560.00 |
| 153 | 2011.04.21 17:30 | sell | 77 | 0.10 | 81.664 | 85.614 | 79.864 | ||
| 154 | 2011.05.05 13:03 | t/p | 77 | 0.10 | 79.864 | 85.614 | 79.864 | 18000.00 | 1519560.00 |
| 155 | 2011.05.18 05:45 | sell | 78 | 0.10 | 81.287 | 85.614 | 79.487 | ||
| 156 | 2011.07.12 11:02 | t/p | 78 | 0.10 | 79.487 | 85.614 | 79.487 | 18000.00 | 1537560.00 |
| 157 | 2011.07.12 11:30 | sell | 79 | 0.10 | 79.533 | 85.614 | 77.733 | ||
| 158 | 2011.07.27 08:36 | t/p | 79 | 0.10 | 77.733 | 85.614 | 77.733 | 18000.00 | 1555560.00 |
| 159 | 2011.10.05 16:15 | buy | 80 | 0.20 | 76.799 | 75.857 | 78.594 | ||
| 160 | 2011.10.21 16:03 | s/l | 80 | 0.20 | 75.857 | 75.857 | 78.594 | -18840.00 | 1536720.00 |
| 161 | 2011.10.25 03:45 | buy | 81 | 0.20 | 76.171 | 75.710 | 77.966 | ||
| 162 | 2011.10.27 16:23 | s/l | 81 | 0.20 | 75.710 | 75.710 | 77.966 | -9220.00 | 1527500.00 |
| 163 | 2011.10.28 00:45 | buy | 82 | 0.20 | 75.977 | 75.552 | 77.772 | ||
| 164 | 2011.10.31 05:29 | t/p | 82 | 0.20 | 77.772 | 75.552 | 77.772 | 35900.00 | 1563400.00 |
| 165 | 2011.10.31 06:00 | buy | 83 | 0.20 | 78.378 | 75.470 | 80.173 | ||
| 166 | 2011.10.31 06:45 | close | 83 | 0.20 | 79.193 | 75.470 | 80.173 | 16300.00 | 1579700.00 |
| 167 | 2011.11.01 04:00 | buy | 84 | 0.20 | 78.323 | 75.470 | 80.118 | ||
| 168 | 2012.01.25 00:15 | close | 84 | 0.20 | 77.717 | 75.470 | 80.118 | -12120.00 | 1567580.00 |
| 169 | 2012.01.25 05:45 | buy | 85 | 0.20 | 77.887 | 75.470 | 79.682 | ||
| 170 | 2012.02.20 02:00 | t/p | 85 | 0.20 | 79.682 | 75.470 | 79.682 | 35900.00 | 1603480.00 |
| 171 | 2012.02.20 02:00 | buy | 86 | 0.20 | 79.739 | 75.470 | 81.534 | ||
| 172 | 2012.02.27 02:00 | t/p | 86 | 0.20 | 81.534 | 75.470 | 81.534 | 35900.00 | 1639380.00 |
| 173 | 2012.03.05 09:30 | sell | 87 | 0.20 | 81.309 | 81.963 | 79.509 | ||
| 174 | 2012.03.09 16:30 | s/l | 87 | 0.20 | 81.963 | 81.963 | 79.509 | -13080.00 | 1626300.00 |
| 175 | 2012.03.12 11:30 | sell | 88 | 0.20 | 82.145 | 82.735 | 80.345 | ||
| 176 | 2012.03.13 11:56 | s/l | 88 | 0.20 | 82.735 | 82.735 | 80.345 | -11800.00 | 1614500.00 |
| 177 | 2012.03.15 14:45 | sell | 89 | 0.20 | 83.320 | 84.267 | 81.520 | ||
| 178 | 2012.04.06 15:41 | t/p | 89 | 0.20 | 81.520 | 84.267 | 81.520 | 36000.00 | 1650500.00 |
| 179 | 2012.04.06 16:00 | sell | 90 | 0.20 | 81.462 | 84.267 | 79.662 | ||
| 180 | 2012.05.01 10:04 | t/p | 90 | 0.20 | 79.662 | 84.267 | 79.662 | 36000.00 | 1686500.00 |
| 181 | 2012.05.21 10:00 | buy | 91 | 0.20 | 79.302 | 75.918 | 81.097 | ||
| 182 | 2012.06.25 05:30 | close | 91 | 0.20 | 80.289 | 75.918 | 81.097 | 19740.00 | 1706240.00 |
| 183 | 2012.06.25 05:30 | sell | 92 | 0.20 | 80.288 | 84.267 | 78.489 | ||
| 184 | 2012.07.17 08:15 | close | 92 | 0.20 | 78.932 | 84.267 | 78.489 | 27120.00 | 1733360.00 |
| 185 | 2012.07.17 08:15 | buy | 93 | 0.20 | 78.934 | 77.557 | 80.727 | ||
| 186 | 2012.09.13 15:30 | s/l | 93 | 0.20 | 77.557 | 77.557 | 80.727 | -27540.00 | 1705820.00 |
| 187 | 2012.09.14 07:15 | buy | 94 | 0.20 | 77.634 | 77.035 | 79.429 | ||
| 188 | 2012.10.18 17:00 | t/p | 94 | 0.20 | 79.429 | 77.035 | 79.429 | 35900.00 | 1741720.00 |
| 189 | 2012.10.23 11:30 | sell | 95 | 0.20 | 79.809 | 80.715 | 78.009 | ||
| 190 | 2012.11.15 07:50 | s/l | 95 | 0.20 | 80.715 | 80.715 | 78.009 | -18120.00 | 1723600.00 |
| 191 | 2012.11.16 08:30 | sell | 96 | 0.20 | 81.033 | 81.552 | 79.233 | ||
| 192 | 2012.11.19 02:59 | s/l | 96 | 0.20 | 81.552 | 81.552 | 79.233 | -10380.00 | 1713220.00 |
| 193 | 2012.11.19 15:15 | sell | 97 | 0.20 | 81.121 | 81.678 | 79.321 | ||
| 194 | 2012.11.20 17:10 | s/l | 97 | 0.20 | 81.678 | 81.678 | 79.321 | -11140.00 | 1702080.00 |
| 195 | 2012.11.23 03:15 | sell | 98 | 0.20 | 82.336 | 82.931 | 80.536 | ||
| 196 | 2012.12.12 11:52 | s/l | 98 | 0.20 | 82.931 | 82.931 | 80.536 | -11900.00 | 1690180.00 |
| 197 | 2012.12.14 17:00 | sell | 99 | 0.20 | 83.606 | 84.057 | 81.806 | ||
| 198 | 2012.12.17 02:00 | s/l | 99 | 0.20 | 84.057 | 84.057 | 81.806 | -9020.00 | 1681160.00 |
| 199 | 2012.12.18 14:45 | sell | 100 | 0.20 | 83.830 | 84.305 | 82.030 | ||
| 200 | 2012.12.19 02:21 | s/l | 100 | 0.20 | 84.305 | 84.305 | 82.030 | -9500.00 | 1671660.00 |
| 201 | 2012.12.20 01:30 | sell | 101 | 0.20 | 84.182 | 84.710 | 82.382 | ||
| 202 | 2012.12.24 17:41 | s/l | 101 | 0.20 | 84.710 | 84.710 | 82.382 | -10560.00 | 1661100.00 |
| 203 | 2012.12.27 06:45 | buy | 102 | 0.20 | 85.806 | 77.035 | 87.601 | ||
| 204 | 2012.12.31 02:00 | close | 102 | 0.20 | 85.819 | 77.035 | 87.601 | 260.00 | 1661360.00 |
| 205 | 2012.12.31 02:00 | sell | 103 | 0.20 | 85.819 | 86.725 | 84.019 | ||
| 206 | 2012.12.31 18:30 | close | 103 | 0.20 | 86.353 | 86.725 | 84.019 | -10680.00 | 1650680.00 |
| 207 | 2012.12.31 18:30 | buy | 104 | 0.20 | 86.352 | 77.035 | 88.148 | ||
| 208 | 2013.01.04 11:10 | t/p | 104 | 0.20 | 88.148 | 77.035 | 88.148 | 35920.00 | 1686600.00 |
| 209 | 2013.01.04 11:30 | buy | 105 | 0.20 | 88.182 | 78.177 | 89.977 | ||
| 210 | 2013.01.17 22:58 | t/p | 105 | 0.20 | 89.977 | 78.177 | 89.977 | 35900.00 | 1722500.00 |
| 211 | 2013.01.17 23:15 | buy | 106 | 0.20 | 89.969 | 79.964 | 91.764 | ||
| 212 | 2013.02.01 01:29 | t/p | 106 | 0.20 | 91.764 | 79.964 | 91.764 | 35900.00 | 1758400.00 |
| 213 | 2013.02.01 01:45 | buy | 107 | 0.20 | 91.749 | 81.744 | 93.544 | ||
| 214 | 2013.02.05 23:25 | t/p | 107 | 0.20 | 93.544 | 81.744 | 93.544 | 35900.00 | 1794300.00 |
| 215 | 2013.02.06 01:45 | buy | 108 | 0.20 | 93.755 | 83.750 | 95.550 | ||
| 216 | 2013.03.08 11:48 | t/p | 108 | 0.20 | 95.550 | 83.750 | 95.550 | 35900.00 | 1830200.00 |
| 217 | 2013.03.08 12:15 | buy | 109 | 0.20 | 95.558 | 85.553 | 97.353 | ||
| 218 | 2013.04.05 20:58 | t/p | 109 | 0.20 | 97.353 | 85.553 | 97.353 | 35900.00 | 1866100.00 |
| 219 | 2013.04.05 21:45 | buy | 110 | 0.20 | 97.618 | 87.613 | 99.413 | ||
| 220 | 2013.04.09 00:26 | t/p | 110 | 0.20 | 99.413 | 87.613 | 99.413 | 35900.00 | 1902000.00 |
| 221 | 2013.04.09 01:00 | buy | 111 | 0.20 | 99.478 | 89.473 | 101.273 | ||
| 222 | 2013.05.10 10:30 | t/p | 111 | 0.20 | 101.273 | 89.473 | 101.273 | 35900.00 | 1937900.00 |
| 223 | 2013.05.10 11:15 | buy | 112 | 0.20 | 101.257 | 91.252 | 103.052 | ||
| 224 | 2013.05.17 17:06 | t/p | 112 | 0.20 | 103.052 | 91.252 | 103.052 | 35900.00 | 1973800.00 |
| 225 | 2013.05.17 17:45 | buy | 113 | 0.20 | 102.929 | 92.924 | 104.724 | ||
| 226 | 2013.08.12 04:30 | close | 113 | 0.20 | 96.135 | 92.924 | 104.724 | -135880.00 | 1837920.00 |
| 227 | 2013.08.12 05:45 | buy | 114 | 0.20 | 96.585 | 92.468 | 98.380 | ||
| 228 | 2013.08.14 08:33 | t/p | 114 | 0.20 | 98.380 | 92.468 | 98.380 | 35900.00 | 1873820.00 |
| 229 | 2013.08.14 09:00 | buy | 115 | 0.20 | 98.374 | 92.468 | 100.169 | ||
| 230 | 2013.09.05 17:33 | t/p | 115 | 0.20 | 100.169 | 92.468 | 100.169 | 35900.00 | 1909720.00 |
| 231 | 2013.09.05 17:45 | buy | 116 | 0.20 | 100.135 | 93.688 | 101.930 | ||
| 232 | 2013.11.27 17:42 | t/p | 116 | 0.20 | 101.930 | 93.688 | 101.930 | 35900.00 | 1945620.00 |
| 233 | 2013.11.27 18:15 | buy | 117 | 0.20 | 102.094 | 95.709 | 103.889 | ||
| 234 | 2013.12.13 08:26 | t/p | 117 | 0.20 | 103.889 | 95.709 | 103.889 | 35900.00 | 1981520.00 |
| 235 | 2013.12.13 08:45 | buy | 118 | 0.20 | 103.861 | 95.709 | 105.656 | ||
| 236 | 2014.03.12 14:30 | close | 118 | 0.20 | 102.726 | 95.709 | 105.656 | -22700.00 | 1958820.00 |
| 237 | 2014.03.13 03:15 | buy | 119 | 0.20 | 102.834 | 97.345 | 104.629 | ||
| 238 | 2014.06.05 20:00 | close | 119 | 0.20 | 102.443 | 97.345 | 104.629 | -7820.00 | 1951000.00 |
| 239 | 2014.06.06 17:15 | buy | 120 | 0.20 | 102.523 | 100.655 | 104.318 | ||
| 240 | 2014.09.01 06:00 | close | 120 | 0.20 | 104.152 | 100.655 | 104.318 | 32580.00 | 1983580.00 |
| 241 | 2014.09.01 12:45 | buy | 121 | 0.20 | 104.220 | 100.721 | 106.015 | ||
| 242 | 2014.09.08 20:11 | t/p | 121 | 0.20 | 106.015 | 100.721 | 106.015 | 35900.00 | 2019480.00 |
| 243 | 2014.09.08 20:30 | buy | 122 | 0.20 | 105.990 | 100.721 | 107.785 | ||
| 244 | 2014.09.17 21:00 | t/p | 122 | 0.20 | 107.785 | 100.721 | 107.785 | 35900.00 | 2055380.00 |
| 245 | 2014.09.17 21:30 | buy | 123 | 0.20 | 107.793 | 100.721 | 109.588 | ||
| 246 | 2014.09.29 08:05 | t/p | 123 | 0.20 | 109.588 | 100.721 | 109.588 | 35900.00 | 2091280.00 |
| 247 | 2014.09.29 08:30 | buy | 124 | 0.20 | 109.667 | 100.721 | 111.462 | ||
| 248 | 2014.10.31 10:24 | t/p | 124 | 0.20 | 111.462 | 100.721 | 111.462 | 35900.00 | 2127180.00 |
| 249 | 2014.10.31 10:45 | buy | 125 | 0.20 | 111.261 | 101.256 | 113.056 | ||
| 250 | 2014.11.03 13:17 | t/p | 125 | 0.20 | 113.056 | 101.256 | 113.056 | 35900.00 | 2163080.00 |
| 251 | 2014.11.03 14:00 | buy | 126 | 0.20 | 113.284 | 103.279 | 115.079 | ||
| 252 | 2014.11.06 05:59 | t/p | 126 | 0.20 | 115.079 | 103.279 | 115.079 | 35900.00 | 2198980.00 |
| 253 | 2014.11.06 06:30 | buy | 127 | 0.20 | 115.229 | 105.224 | 117.024 | ||
| 254 | 2014.11.17 02:56 | t/p | 127 | 0.20 | 117.024 | 105.224 | 117.024 | 35900.00 | 2234880.00 |
| 255 | 2014.11.17 18:15 | buy | 128 | 0.20 | 116.481 | 106.476 | 118.276 | ||
| 256 | 2014.11.20 06:18 | t/p | 128 | 0.20 | 118.276 | 106.476 | 118.276 | 35900.00 | 2270780.00 |
| 257 | 2014.11.20 06:45 | buy | 129 | 0.20 | 118.257 | 108.252 | 120.052 | ||
| 258 | 2014.12.04 18:17 | t/p | 129 | 0.20 | 120.052 | 108.252 | 120.052 | 35900.00 | 2306680.00 |
| 259 | 2014.12.04 19:30 | buy | 130 | 0.20 | 120.074 | 110.069 | 121.869 | ||
| 260 | 2015.03.03 22:15 | close | 130 | 0.20 | 119.565 | 110.069 | 121.869 | -10180.00 | 2296500.00 |
| 261 | 2015.03.04 09:00 | buy | 131 | 0.20 | 119.765 | 109.760 | 121.560 | ||
| 262 | 2015.03.10 03:33 | t/p | 131 | 0.20 | 121.560 | 109.760 | 121.560 | 35900.00 | 2332400.00 |
| 263 | 2015.03.10 04:00 | buy | 132 | 0.20 | 121.427 | 111.422 | 123.222 | ||
| 264 | 2015.05.26 16:59 | t/p | 132 | 0.20 | 123.222 | 111.422 | 123.222 | 35900.00 | 2368300.00 |
| 265 | 2015.05.26 17:15 | buy | 133 | 0.20 | 123.106 | 115.750 | 124.901 | ||
| 266 | 2015.06.01 20:56 | t/p | 133 | 0.20 | 124.901 | 115.750 | 124.901 | 35900.00 | 2404200.00 |
| 267 | 2015.06.01 20:56 | buy | 134 | 0.10 | 124.907 | 116.772 | 126.639 | ||
| 268 | 2015.06.11 06:15 | buy | 135 | 0.10 | 123.009 | 116.772 | 124.804 | ||
| 269 | 2015.08.05 18:00 | t/p | 135 | 0.10 | 124.804 | 116.772 | 124.804 | 17950.00 | 2422150.00 |
| 270 | 2015.08.24 17:11 | s/l | 134 | 0.10 | 116.772 | 116.772 | 126.639 | -81350.00 | 2340800.00 |
| 271 | 2015.08.25 06:30 | buy | 136 | 0.20 | 120.028 | 116.031 | 121.823 | ||
| 272 | 2015.11.05 11:58 | t/p | 136 | 0.20 | 121.823 | 116.031 | 121.823 | 35900.00 | 2376700.00 |
| 273 | 2015.11.05 12:15 | buy | 137 | 0.20 | 121.727 | 116.031 | 123.522 | ||
| 274 | 2015.11.09 13:16 | t/p | 137 | 0.20 | 123.522 | 116.031 | 123.522 | 35900.00 | 2412600.00 |
| 275 | 2015.11.09 13:45 | buy | 138 | 0.20 | 123.576 | 116.031 | 125.371 | ||
| 276 | 2015.12.29 04:45 | close | 138 | 0.20 | 120.246 | 116.031 | 125.371 | -66600.00 | 2346000.00 |
| 277 | 2015.12.29 04:45 | sell | 139 | 0.20 | 120.245 | 124.671 | 118.446 | ||
| 278 | 2016.01.06 05:22 | t/p | 139 | 0.20 | 118.446 | 124.671 | 118.446 | 35980.00 | 2381980.00 |
| 279 | 2016.01.06 05:45 | sell | 140 | 0.20 | 118.636 | 123.851 | 116.836 | ||
| 280 | 2016.01.11 02:17 | t/p | 140 | 0.20 | 116.836 | 123.851 | 116.836 | 36000.00 | 2417980.00 |
| 281 | 2016.02.01 19:15 | sell | 141 | 0.20 | 120.928 | 123.851 | 119.128 | ||
| 282 | 2016.02.03 17:24 | t/p | 141 | 0.20 | 119.128 | 123.851 | 119.128 | 36000.00 | 2453980.00 |
| 283 | 2016.02.03 17:45 | sell | 142 | 0.20 | 119.360 | 123.851 | 117.560 | ||
| 284 | 2016.02.03 19:30 | t/p | 142 | 0.20 | 117.560 | 123.851 | 117.560 | 36000.00 | 2489980.00 |
| 285 | 2016.02.12 08:15 | buy | 143 | 0.20 | 112.695 | 110.879 | 114.490 | ||
| 286 | 2016.02.15 19:45 | t/p | 143 | 0.20 | 114.490 | 110.879 | 114.490 | 35900.00 | 2525880.00 |
| 287 | 2016.02.15 20:00 | buy | 144 | 0.20 | 114.493 | 110.879 | 116.288 | ||
| 288 | 2016.02.26 10:00 | close | 144 | 0.20 | 112.609 | 110.879 | 116.288 | -37680.00 | 2488200.00 |
| 289 | 2016.02.26 10:00 | sell | 145 | 0.20 | 112.610 | 122.609 | 110.809 | ||
| 290 | 2016.03.17 15:45 | t/p | 145 | 0.20 | 110.809 | 122.609 | 110.809 | 36020.00 | 2524220.00 |
| 291 | 2016.03.18 05:00 | sell | 146 | 0.20 | 111.032 | 121.032 | 109.232 | ||
| 292 | 2016.04.07 06:24 | t/p | 146 | 0.20 | 109.232 | 121.032 | 109.232 | 36000.00 | 2560220.00 |
| 293 | 2016.04.07 06:45 | sell | 147 | 0.20 | 109.300 | 119.300 | 107.500 | ||
| 294 | 2016.04.29 05:30 | t/p | 147 | 0.20 | 107.500 | 119.300 | 107.500 | 36000.00 | 2596220.00 |
| 295 | 2016.04.29 06:00 | sell | 148 | 0.20 | 107.381 | 117.381 | 105.581 | ||
| 296 | 2016.05.03 11:55 | t/p | 148 | 0.20 | 105.581 | 117.381 | 105.581 | 36000.00 | 2632220.00 |
| 297 | 2016.05.03 12:00 | sell | 149 | 0.20 | 105.574 | 115.574 | 103.774 | ||
| 298 | 2016.06.16 10:36 | t/p | 149 | 0.20 | 103.774 | 115.574 | 103.774 | 36000.00 | 2668220.00 |
| 299 | 2016.06.16 11:15 | sell | 150 | 0.20 | 103.788 | 113.788 | 101.988 | ||
| 300 | 2016.06.24 06:42 | t/p | 150 | 0.20 | 101.988 | 113.788 | 101.988 | 36000.00 | 2704220.00 |