Strategy Tester: EA_BBbandW_M15_forGC

Strategy Tester Report

EA_BBbandW_M15_forGC_1.00

通貨ペア		GBPCHF (Great Britain Pound vs Swiss Franc)
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=43103001; 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	355032	モデルティック数	236208392	モデリング品質	n/a
不整合チャートエラー	1046

初期証拠金	500000.00			スプレッド	36
純益	4174302.67	総利益	5330382.98	総損失	-1156080.31
プロフィットファクタ	4.61	期待利得	18389.00
絶対ドローダウン	131810.37	最大ドローダウン	268971.44 (7.85%)	相対ドローダウン	26.97% (135982.51)

総取引数	227	売りポジション(勝率%）	145 (93.10%)	買いポジション(勝率%）	82 (92.68%)
		勝率(%)	211 (92.95%)	負率 (%)	16 (7.05%)
最大		勝トレード	29235.95	敗トレード	-169519.99
平均		勝トレード	25262.48	敗トレード	-72255.02
最大		連勝(金額)	37 (1037141.32)	連敗(金額)	2 (-218170.20)
最大		連勝(トレード数)	1037141.32 (37)	連敗(トレード数)	-218170.20 (2)
平均		連勝	16	連敗	1

1ページ目次へ

#	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
1	2007.01.22 16:00	buy	1	0.10	2.47216	2.37180	2.48380
2	2007.03.02 16:25	s/l	1	0.10	2.37180	2.37180	2.48380	-121719.62	378280.38
3	2007.03.19 15:15	buy	2	0.20	2.35956	2.25920	2.37120
4	2007.03.20 12:52	t/p	2	0.20	2.37120	2.25920	2.37120	28234.68	406515.06
5	2007.03.22 13:00	buy	3	0.20	2.38506	2.28470	2.39670
6	2007.03.26 15:08	t/p	3	0.20	2.39670	2.28470	2.39670	28234.68	434749.74
7	2007.03.30 19:00	buy	4	0.20	2.39436	2.29400	2.40600
8	2007.04.03 09:02	t/p	4	0.20	2.40600	2.29400	2.40600	28234.68	462984.42
9	2007.04.17 12:00	buy	5	0.20	2.42266	2.32230	2.43430
10	2007.05.23 13:42	t/p	5	0.20	2.43430	2.32230	2.43430	28234.68	491219.10
11	2007.05.29 12:45	sell	6	0.20	2.43090	2.47620	2.41890
12	2007.05.30 18:00	t/p	6	0.20	2.41890	2.47620	2.41890	29114.64	520333.74
13	2007.06.05 15:15	sell	7	0.20	2.43020	2.47620	2.41820
14	2007.06.08 10:27	t/p	7	0.20	2.41820	2.47620	2.41820	29114.64	549448.38
15	2007.06.18 10:15	buy	8	0.20	2.45976	2.35940	2.47140
16	2007.06.21 10:00	t/p	8	0.20	2.47140	2.35940	2.47140	28234.68	577683.06
17	2007.06.28 10:45	buy	9	0.20	2.46286	2.36250	2.47450
18	2007.07.05 10:45	close	9	0.20	2.44730	2.36250	2.47450	-37743.27	539939.79
19	2007.07.05 10:45	sell	10	0.20	2.44715	2.47620	2.43530
20	2007.07.11 00:51	t/p	10	0.20	2.43530	2.47620	2.43530	28750.70	568690.49
21	2007.08.06 01:15	sell	11	0.20	2.41410	2.49700	2.40210
22	2007.08.16 19:56	t/p	11	0.20	2.40210	2.49700	2.40210	29114.64	597805.13
23	2007.08.17 10:15	sell	12	0.20	2.37940	2.49700	2.36740
24	2007.08.17 10:30	close	12	0.20	2.38096	2.49700	2.36740	-3784.90	594020.23
25	2007.08.17 10:30	sell	13	0.20	2.38060	2.49700	2.36860
26	2007.09.17 12:09	t/p	13	0.20	2.36860	2.49700	2.36860	29114.64	623134.87
27	2007.10.05 16:00	buy	14	0.20	2.40626	2.33460	2.41790
28	2007.10.10 12:34	t/p	14	0.20	2.41790	2.33460	2.41790	28234.68	651369.55
29	2007.10.29 15:15	buy	15	0.20	2.40056	2.34820	2.41220
30	2007.11.01 06:32	t/p	15	0.20	2.41220	2.34820	2.41220	28234.68	679604.23
31	2007.11.21 12:45	sell	16	0.20	2.27400	2.37400	2.26200
32	2007.11.23 05:32	t/p	16	0.20	2.26200	2.37400	2.26200	29114.64	708718.87
33	2007.12.04 15:15	sell	17	0.20	2.30610	2.40610	2.29410
34	2007.12.05 11:16	t/p	17	0.20	2.29410	2.40610	2.29410	29114.64	737833.51
35	2007.12.19 14:45	sell	18	0.20	2.30830	2.40830	2.29630
36	2007.12.20 18:05	t/p	18	0.20	2.29630	2.40830	2.29630	29114.64	766948.15
37	2007.12.27 18:45	sell	19	0.20	2.27300	2.37300	2.26100
38	2007.12.28 13:21	t/p	19	0.20	2.26100	2.37300	2.26100	29114.64	796062.79
39	2008.01.10 21:00	sell	20	0.10	2.15810	2.25810	2.14610
40	2008.01.11 09:53	t/p	20	0.10	2.14610	2.25810	2.14610	14557.32	810620.11
41	2008.01.23 07:30	sell	21	0.10	2.13800	2.23800	2.12600
42	2008.01.23 16:09	t/p	21	0.10	2.12600	2.23800	2.12600	14557.32	825177.43
43	2008.01.23 16:30	sell	22	0.10	2.12420	2.22420	2.11220
44	2008.01.31 00:15	sell	23	0.10	2.15670	2.25670	2.14470
45	2008.01.31 15:51	t/p	23	0.10	2.14470	2.25670	2.14470	14557.32	839734.75
46	2008.02.07 13:00	sell	24	0.10	2.13880	2.23880	2.12680
47	2008.02.11 11:09	t/p	24	0.10	2.12680	2.23880	2.12680	14557.32	854292.07
48	2008.02.11 11:30	sell	25	0.10	2.12730	2.22730	2.11530
49	2008.02.27 21:43	t/p	25	0.10	2.11530	2.22730	2.11530	14557.32	868849.39
50	2008.02.27 22:21	t/p	22	0.10	2.11220	2.22420	2.11220	14557.32	883406.71
51	2008.03.14 21:00	sell	26	0.10	2.03120	2.13120	2.01920
52	2008.03.14 21:37	t/p	26	0.10	2.01920	2.13120	2.01920	14557.32	897964.03
53	2008.03.14 21:45	sell	27	0.10	2.01990	2.11990	2.00790
54	2008.03.17 02:00	t/p	27	0.10	2.00790	2.11990	2.00790	14557.32	912521.35
55	2008.03.17 02:15	sell	28	0.10	1.99960	2.09960	1.98760
56	2008.03.17 03:29	t/p	28	0.10	1.98760	2.09960	1.98760	14557.32	927078.67
57	2008.03.26 13:00	sell	29	0.10	2.00370	2.10370	1.99170
58	2008.03.26 13:15	close	29	0.10	1.99466	2.10370	1.99170	10966.52	938045.19
59	2008.03.26 13:30	sell	30	0.10	1.99530	2.09530	1.98330
60	2008.03.26 13:45	close	30	0.10	1.99456	2.09530	1.98330	897.70	938942.89
61	2008.03.26 13:45	sell	31	0.10	1.99420	2.09420	1.98220
62	2008.03.26 14:00	close	31	0.10	1.99096	2.09420	1.98220	3930.47	942873.36
63	2008.03.26 14:15	sell	32	0.10	1.99340	2.09340	1.98140
64	2008.03.28 22:20	t/p	32	0.10	1.98140	2.09340	1.98140	14557.32	957430.68
65	2008.03.31 10:45	sell	33	0.10	1.97380	2.07380	1.96180
66	2008.04.10 11:35	t/p	33	0.10	1.96180	2.07380	1.96180	14557.32	971988.00
67	2008.04.15 11:00	sell	34	0.10	1.96360	2.06360	1.95160
68	2008.04.21 11:15	close	34	0.10	2.01196	2.06360	1.95160	-58666.00	913322.00
69	2008.05.15 10:15	sell	35	0.20	2.04100	2.14100	2.02900
70	2008.05.21 13:28	t/p	35	0.20	2.02900	2.14100	2.02900	29114.64	942436.64
71	2008.06.06 17:15	sell	36	0.20	2.01690	2.11690	2.00490
72	2008.06.09 01:01	t/p	36	0.20	2.00490	2.11690	2.00490	29114.64	971551.28
73	2008.06.17 13:30	sell	37	0.20	2.03220	2.13220	2.02020
74	2008.07.02 22:11	t/p	37	0.20	2.02020	2.13220	2.02020	29114.64	1000665.92
75	2008.09.29 17:00	sell	38	0.20	1.97950	2.07950	1.96750
76	2008.09.29 20:46	t/p	38	0.20	1.96750	2.07950	1.96750	29114.64	1029780.56
77	2008.10.08 18:30	sell	39	0.20	1.95360	2.05360	1.94160
78	2008.10.08 21:10	t/p	39	0.20	1.94160	2.05360	1.94160	29114.64	1058895.20
79	2008.10.15 23:30	sell	40	0.20	1.95700	2.05700	1.94500
80	2008.10.16 00:30	close	40	0.20	1.94556	2.05700	1.94500	27755.96	1086651.16
81	2008.10.16 01:00	sell	41	0.20	1.94010	2.04010	1.92810
82	2008.10.21 22:34	t/p	41	0.20	1.92810	2.04010	1.92810	29114.64	1115765.80
83	2008.10.21 23:15	sell	42	0.20	1.92490	2.02490	1.91290
84	2008.10.21 23:30	close	42	0.20	1.92676	2.02490	1.91290	-4512.77	1111253.03
85	2008.10.21 23:30	sell	43	0.20	1.92640	2.02640	1.91440
86	2008.10.21 23:45	close	43	0.20	1.92626	2.02640	1.91440	339.67	1111592.70
87	2008.10.22 00:00	sell	44	0.20	1.92320	2.02320	1.91120
88	2008.10.22 02:51	t/p	44	0.20	1.91120	2.02320	1.91120	29114.64	1140707.34
89	2008.12.01 13:30	sell	45	0.20	1.82040	1.92040	1.80840
90	2008.12.01 13:45	close	45	0.20	1.81676	1.92040	1.80840	8831.44	1149538.78
91	2008.12.01 14:00	sell	46	0.20	1.81690	1.91690	1.80490
92	2008.12.01 18:00	t/p	46	0.20	1.80490	1.91690	1.80490	29114.64	1178653.42
93	2008.12.12 11:15	sell	47	0.20	1.76220	1.86220	1.75020
94	2008.12.12 19:18	t/p	47	0.20	1.75020	1.86220	1.75020	29114.64	1207768.06
95	2009.02.10 19:30	sell	48	0.20	1.68770	1.78770	1.67570
96	2009.02.10 19:45	close	48	0.20	1.68586	1.78770	1.67570	4464.24	1212232.30
97	2009.02.10 19:45	sell	49	0.20	1.68550	1.78550	1.67350
98	2009.02.10 20:00	close	49	0.20	1.68436	1.78550	1.67350	2765.89	1214998.19
99	2009.02.10 20:00	sell	50	0.20	1.68400	1.78400	1.67200
100	2009.02.11 08:43	t/p	50	0.20	1.67200	1.78400	1.67200	29114.64	1244112.83
101	2009.03.02 17:30	sell	51	0.20	1.64690	1.74690	1.63490
102	2009.03.06 18:45	t/p	51	0.20	1.63490	1.74690	1.63490	29114.64	1273227.47
103	2009.03.18 13:15	sell	52	0.20	1.63470	1.73470	1.62270
104	2009.03.18 21:18	t/p	52	0.20	1.62270	1.73470	1.62270	29114.64	1302342.11
105	2009.04.13 16:00	sell	53	0.20	1.68481	1.78481	1.67281
106	2009.04.22 16:15	close	53	0.20	1.68432	1.78481	1.67281	1188.85	1303530.96
107	2009.04.22 16:15	sell	54	0.20	1.68396	1.78396	1.67196
108	2009.04.22 16:30	close	54	0.20	1.68285	1.78396	1.67196	2693.10	1306224.06
109	2009.04.22 16:30	sell	55	0.20	1.68249	1.78249	1.67049
110	2009.04.22 16:45	close	55	0.20	1.68528	1.78249	1.67049	-6769.15	1299454.91
111	2009.04.24 11:45	sell	56	0.20	1.66825	1.76825	1.65625
112	2009.05.21 11:45	close	56	0.20	1.71421	1.76825	1.65625	-111509.07	1187945.84
113	2009.07.06 10:15	sell	57	0.20	1.76112	1.81172	1.74912
114	2009.07.08 13:46	t/p	57	0.20	1.74912	1.81172	1.74912	29114.64	1217060.48
115	2009.07.17 11:00	sell	58	0.20	1.75632	1.81172	1.74432
116	2009.08.21 19:59	t/p	58	0.20	1.74432	1.81172	1.74432	29114.64	1246175.12
117	2009.08.27 21:45	sell	59	0.20	1.72013	1.81172	1.70813
118	2009.09.15 14:44	t/p	59	0.20	1.70813	1.81172	1.70813	29114.64	1275289.76
119	2009.09.24 11:15	sell	60	0.20	1.66300	1.76300	1.65100
120	2009.09.24 17:59	t/p	60	0.20	1.65100	1.76300	1.65100	29114.64	1304404.40
121	2009.10.23 13:15	sell	61	0.20	1.65270	1.75270	1.64070
122	2009.10.23 13:30	close	61	0.20	1.65186	1.75270	1.64070	2038.02	1306442.42
123	2009.10.23 13:30	sell	62	0.20	1.65150	1.75150	1.63950
124	2009.10.23 13:45	close	62	0.20	1.64846	1.75150	1.63950	7375.71	1313818.13
125	2009.10.23 14:00	sell	63	0.20	1.65120	1.75120	1.63920
126	2009.10.23 14:15	close	63	0.20	1.65086	1.75120	1.63920	824.91	1314643.04
127	2009.10.23 14:15	sell	64	0.20	1.65050	1.75050	1.63850
128	2009.10.26 04:25	t/p	64	0.20	1.63850	1.75050	1.63850	29114.64	1343757.68
129	2009.11.02 11:30	sell	65	0.20	1.67409	1.77409	1.66209
130	2009.11.26 05:02	t/p	65	0.20	1.66209	1.77409	1.66209	29114.64	1372872.32
131	2009.12.08 13:00	sell	66	0.20	1.66258	1.76258	1.65058
132	2009.12.24 16:47	t/p	66	0.20	1.65058	1.76258	1.65058	29114.64	1401986.96
133	2009.12.30 19:00	buy	67	0.20	1.66606	1.51140	1.67770
134	2010.01.04 13:15	t/p	67	0.20	1.67770	1.51140	1.67770	28234.68	1430221.64
135	2010.01.08 11:45	buy	68	0.20	1.65374	1.51140	1.66538
136	2010.01.14 17:21	t/p	68	0.20	1.66538	1.51140	1.66538	28234.68	1458456.32
137	2010.01.19 13:00	buy	69	0.20	1.68935	1.51140	1.70099
138	2010.01.20 17:30	t/p	69	0.20	1.70099	1.51140	1.70099	28234.68	1486691.00
139	2010.02.11 19:30	buy	70	0.20	1.68316	1.51140	1.69480
140	2010.02.12 11:38	t/p	70	0.20	1.69480	1.51140	1.69480	28234.68	1514925.68
141	2010.03.04 17:30	buy	71	0.20	1.61978	1.51140	1.63142
142	2010.03.19 11:15	close	71	0.20	1.60191	1.51140	1.63142	-43346.54	1471579.14
143	2010.03.19 11:15	sell	72	0.20	1.60196	1.70191	1.58991
144	2010.03.22 06:29	t/p	72	0.20	1.58991	1.70191	1.58991	29235.95	1500815.09
145	2010.04.19 01:15	sell	73	0.20	1.62658	1.71165	1.61458
146	2010.05.07 08:30	close	73	0.20	1.62573	1.71165	1.61458	2062.29	1502877.38
147	2010.05.19 17:45	buy	74	0.20	1.66047	1.51140	1.67211
148	2010.05.24 10:06	t/p	74	0.20	1.67211	1.51140	1.67211	28234.68	1531112.06
149	2010.05.27 12:45	buy	75	0.20	1.68097	1.51140	1.69261
150	2010.06.01 12:32	t/p	75	0.20	1.69261	1.51140	1.69261	28234.68	1559346.74

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