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 | |
| # | 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 | 2010.06.01 12:45 | buy | 76 | 0.20 | 1.69398 | 1.51140 | 1.70562 | ||
| 152 | 2010.06.02 08:23 | t/p | 76 | 0.20 | 1.70562 | 1.51140 | 1.70562 | 28234.68 | 1587581.42 |
| 153 | 2010.06.04 14:30 | sell | 77 | 0.20 | 1.68075 | 1.71165 | 1.66875 | ||
| 154 | 2010.06.08 11:56 | t/p | 77 | 0.20 | 1.66875 | 1.71165 | 1.66875 | 29114.64 | 1616696.06 |
| 155 | 2010.06.08 12:30 | sell | 78 | 0.20 | 1.66534 | 1.71165 | 1.65334 | ||
| 156 | 2010.06.17 10:30 | t/p | 78 | 0.20 | 1.65334 | 1.71165 | 1.65334 | 29114.64 | 1645810.70 |
| 157 | 2010.06.17 11:15 | sell | 79 | 0.20 | 1.64546 | 1.71165 | 1.63346 | ||
| 158 | 2010.06.22 11:30 | t/p | 79 | 0.20 | 1.63346 | 1.71165 | 1.63346 | 29114.64 | 1674925.34 |
| 159 | 2010.06.28 11:15 | sell | 80 | 0.20 | 1.63414 | 1.71165 | 1.62214 | ||
| 160 | 2010.06.30 12:09 | t/p | 80 | 0.20 | 1.62214 | 1.71165 | 1.62214 | 29114.64 | 1704039.98 |
| 161 | 2010.07.29 13:00 | sell | 81 | 0.20 | 1.63787 | 1.71165 | 1.62587 | ||
| 162 | 2010.07.29 17:46 | t/p | 81 | 0.20 | 1.62587 | 1.71165 | 1.62587 | 29114.64 | 1733154.62 |
| 163 | 2010.08.11 13:00 | sell | 82 | 0.20 | 1.65192 | 1.71165 | 1.63992 | ||
| 164 | 2010.08.12 15:56 | t/p | 82 | 0.20 | 1.63992 | 1.71165 | 1.63992 | 29114.64 | 1762269.26 |
| 165 | 2010.08.16 11:15 | sell | 83 | 0.20 | 1.62037 | 1.71165 | 1.60837 | ||
| 166 | 2010.08.19 17:05 | t/p | 83 | 0.20 | 1.60837 | 1.71165 | 1.60837 | 29114.64 | 1791383.90 |
| 167 | 2010.08.19 17:30 | sell | 84 | 0.20 | 1.60729 | 1.70729 | 1.59529 | ||
| 168 | 2010.08.24 17:04 | t/p | 84 | 0.20 | 1.59529 | 1.70729 | 1.59529 | 29114.64 | 1820498.54 |
| 169 | 2010.08.24 17:30 | sell | 85 | 0.20 | 1.59489 | 1.69489 | 1.58289 | ||
| 170 | 2010.08.31 03:37 | t/p | 85 | 0.20 | 1.58289 | 1.69489 | 1.58289 | 29114.64 | 1849613.18 |
| 171 | 2010.09.24 10:01 | sell | 86 | 0.20 | 1.53865 | 1.63865 | 1.52665 | ||
| 172 | 2010.10.06 15:33 | t/p | 86 | 0.20 | 1.52665 | 1.63865 | 1.52665 | 29114.64 | 1878727.82 |
| 173 | 2010.10.06 15:45 | sell | 87 | 0.20 | 1.52727 | 1.62727 | 1.51527 | ||
| 174 | 2010.10.12 17:59 | t/p | 87 | 0.20 | 1.51527 | 1.62727 | 1.51527 | 29114.64 | 1907842.46 |
| 175 | 2010.10.12 18:00 | sell | 88 | 0.20 | 1.51450 | 1.61450 | 1.50250 | ||
| 176 | 2010.12.15 15:32 | t/p | 88 | 0.20 | 1.50250 | 1.61450 | 1.50250 | 29114.64 | 1936957.10 |
| 177 | 2010.12.28 11:30 | sell | 89 | 0.20 | 1.46846 | 1.56846 | 1.45646 | ||
| 178 | 2010.12.28 13:14 | t/p | 89 | 0.20 | 1.45646 | 1.56846 | 1.45646 | 29114.64 | 1966071.74 |
| 179 | 2010.12.28 13:30 | sell | 90 | 0.20 | 1.45965 | 1.55965 | 1.44765 | ||
| 180 | 2010.12.30 14:17 | t/p | 90 | 0.20 | 1.44765 | 1.55965 | 1.44765 | 29114.64 | 1995186.38 |
| 181 | 2010.12.30 14:17 | sell | 91 | 0.10 | 1.44723 | 1.54809 | 1.43609 | ||
| 182 | 2011.01.24 19:00 | sell | 92 | 0.10 | 1.51642 | 1.61642 | 1.50442 | ||
| 183 | 2011.01.25 12:32 | t/p | 92 | 0.10 | 1.50442 | 1.61642 | 1.50442 | 14557.32 | 2009743.70 |
| 184 | 2011.01.25 13:00 | sell | 93 | 0.10 | 1.49524 | 1.59524 | 1.48324 | ||
| 185 | 2011.02.07 10:32 | s/l | 91 | 0.10 | 1.54809 | 1.54809 | 1.43609 | -122354.27 | 1887389.43 |
| 186 | 2011.02.16 20:15 | sell | 94 | 0.10 | 1.54194 | 1.64194 | 1.52994 | ||
| 187 | 2011.02.22 10:48 | t/p | 94 | 0.10 | 1.52994 | 1.64194 | 1.52994 | 14557.32 | 1901946.75 |
| 188 | 2011.02.22 11:00 | sell | 95 | 0.10 | 1.52782 | 1.62782 | 1.51582 | ||
| 189 | 2011.02.22 19:27 | t/p | 95 | 0.10 | 1.51582 | 1.62782 | 1.51582 | 14557.32 | 1916504.07 |
| 190 | 2011.03.15 10:17 | t/p | 93 | 0.10 | 1.48324 | 1.59524 | 1.48324 | 14557.32 | 1931061.39 |
| 191 | 2011.03.15 10:30 | sell | 96 | 0.20 | 1.48355 | 1.58355 | 1.47155 | ||
| 192 | 2011.03.15 15:42 | t/p | 96 | 0.20 | 1.47155 | 1.58355 | 1.47155 | 29114.64 | 1960176.03 |
| 193 | 2011.03.16 19:30 | sell | 97 | 0.20 | 1.45640 | 1.55640 | 1.44440 | ||
| 194 | 2011.03.17 00:20 | t/p | 97 | 0.20 | 1.44440 | 1.55640 | 1.44440 | 29114.64 | 1989290.67 |
| 195 | 2011.03.17 00:45 | sell | 98 | 0.20 | 1.43951 | 1.53951 | 1.42751 | ||
| 196 | 2011.05.03 11:29 | t/p | 98 | 0.20 | 1.42751 | 1.53951 | 1.42751 | 29114.64 | 2018405.31 |
| 197 | 2011.05.03 12:00 | sell | 99 | 0.20 | 1.42655 | 1.52655 | 1.41455 | ||
| 198 | 2011.05.05 11:20 | t/p | 99 | 0.20 | 1.41455 | 1.52655 | 1.41455 | 29114.64 | 2047519.95 |
| 199 | 2011.05.05 11:30 | sell | 100 | 0.20 | 1.41182 | 1.51182 | 1.39982 | ||
| 200 | 2011.05.27 23:19 | t/p | 100 | 0.20 | 1.39982 | 1.51182 | 1.39982 | 29114.64 | 2076634.59 |
| 201 | 2011.06.01 11:45 | sell | 101 | 0.20 | 1.39173 | 1.49173 | 1.37973 | ||
| 202 | 2011.06.01 16:08 | t/p | 101 | 0.20 | 1.37973 | 1.49173 | 1.37973 | 29114.64 | 2105749.23 |
| 203 | 2011.06.01 16:15 | sell | 102 | 0.20 | 1.37912 | 1.47912 | 1.36712 | ||
| 204 | 2011.06.03 15:30 | t/p | 102 | 0.20 | 1.36712 | 1.47912 | 1.36712 | 29114.64 | 2134863.87 |
| 205 | 2011.06.03 16:00 | sell | 103 | 0.10 | 1.36686 | 1.46686 | 1.35486 | ||
| 206 | 2011.06.22 12:00 | sell | 104 | 0.10 | 1.35880 | 1.45880 | 1.34680 | ||
| 207 | 2011.06.22 15:21 | t/p | 103 | 0.10 | 1.35486 | 1.46686 | 1.35486 | 14557.32 | 2149421.19 |
| 208 | 2011.06.22 15:30 | sell | 105 | 0.10 | 1.35466 | 1.45466 | 1.34266 | ||
| 209 | 2011.06.22 17:38 | t/p | 104 | 0.10 | 1.34680 | 1.45880 | 1.34680 | 14557.32 | 2163978.51 |
| 210 | 2011.06.22 17:45 | sell | 106 | 0.10 | 1.34775 | 1.44775 | 1.33575 | ||
| 211 | 2011.06.23 15:48 | t/p | 105 | 0.10 | 1.34266 | 1.45466 | 1.34266 | 14557.32 | 2178535.83 |
| 212 | 2011.06.24 13:07 | t/p | 106 | 0.10 | 1.33575 | 1.44775 | 1.33575 | 14557.32 | 2193093.15 |
| 213 | 2011.06.27 01:00 | sell | 107 | 0.20 | 1.33137 | 1.43137 | 1.31937 | ||
| 214 | 2011.07.12 11:02 | t/p | 107 | 0.20 | 1.31937 | 1.43137 | 1.31937 | 29114.64 | 2222207.79 |
| 215 | 2011.07.14 00:45 | sell | 108 | 0.20 | 1.30885 | 1.40885 | 1.29685 | ||
| 216 | 2011.07.29 15:34 | t/p | 108 | 0.20 | 1.29685 | 1.40885 | 1.29685 | 29114.64 | 2251322.43 |
| 217 | 2011.07.29 16:00 | sell | 109 | 0.20 | 1.29563 | 1.39563 | 1.28363 | ||
| 218 | 2011.08.01 14:30 | t/p | 109 | 0.20 | 1.28363 | 1.39563 | 1.28363 | 29114.64 | 2280437.07 |
| 219 | 2011.08.01 16:45 | sell | 110 | 0.20 | 1.27471 | 1.37471 | 1.26271 | ||
| 220 | 2011.08.01 17:11 | t/p | 110 | 0.20 | 1.26271 | 1.37471 | 1.26271 | 29114.64 | 2309551.71 |
| 221 | 2011.08.01 17:30 | sell | 111 | 0.10 | 1.26516 | 1.36516 | 1.25316 | ||
| 222 | 2011.08.02 19:47 | t/p | 111 | 0.10 | 1.25316 | 1.36516 | 1.25316 | 14557.32 | 2324109.03 |
| 223 | 2011.08.08 19:45 | sell | 112 | 0.10 | 1.23008 | 1.33008 | 1.21808 | ||
| 224 | 2011.08.09 12:04 | t/p | 112 | 0.10 | 1.21808 | 1.33008 | 1.21808 | 14557.32 | 2338666.35 |
| 225 | 2011.08.31 12:30 | sell | 113 | 0.20 | 1.31593 | 1.41593 | 1.30393 | ||
| 226 | 2011.08.31 17:28 | t/p | 113 | 0.20 | 1.30393 | 1.41593 | 1.30393 | 29114.64 | 2367780.99 |
| 227 | 2011.09.28 13:00 | sell | 114 | 0.20 | 1.39720 | 1.49720 | 1.38520 | ||
| 228 | 2011.10.27 18:13 | t/p | 114 | 0.20 | 1.38520 | 1.49720 | 1.38520 | 29114.64 | 2396895.63 |
| 229 | 2011.10.27 18:15 | sell | 115 | 0.20 | 1.38619 | 1.48619 | 1.37419 | ||
| 230 | 2011.12.12 15:30 | close | 115 | 0.20 | 1.45606 | 1.48619 | 1.37419 | -169519.99 | 2227375.64 |
| 231 | 2011.12.12 15:30 | buy | 116 | 0.20 | 1.45608 | 1.14579 | 1.46770 | ||
| 232 | 2011.12.14 11:27 | t/p | 116 | 0.20 | 1.46770 | 1.14579 | 1.46770 | 28186.17 | 2255561.81 |
| 233 | 2011.12.20 11:15 | buy | 117 | 0.20 | 1.45965 | 1.14579 | 1.47129 | ||
| 234 | 2011.12.21 19:56 | t/p | 117 | 0.20 | 1.47129 | 1.14579 | 1.47129 | 28234.68 | 2283796.49 |
| 235 | 2012.01.04 16:15 | buy | 118 | 0.20 | 1.46764 | 1.14579 | 1.47928 | ||
| 236 | 2012.01.06 10:40 | t/p | 118 | 0.20 | 1.47928 | 1.14579 | 1.47928 | 28234.68 | 2312031.17 |
| 237 | 2012.01.31 17:45 | buy | 119 | 0.20 | 1.44682 | 1.14579 | 1.45846 | ||
| 238 | 2012.02.06 16:57 | t/p | 119 | 0.20 | 1.45846 | 1.14579 | 1.45846 | 28234.68 | 2340265.85 |
| 239 | 2012.02.15 16:30 | buy | 120 | 0.20 | 1.44756 | 1.14579 | 1.45920 | ||
| 240 | 2012.03.14 18:05 | t/p | 120 | 0.20 | 1.45920 | 1.14579 | 1.45920 | 28234.68 | 2368500.53 |
| 241 | 2012.03.19 15:15 | buy | 121 | 0.20 | 1.45656 | 1.14579 | 1.46820 | ||
| 242 | 2012.04.18 11:50 | t/p | 121 | 0.20 | 1.46820 | 1.14579 | 1.46820 | 28234.68 | 2396735.21 |
| 243 | 2012.04.18 12:00 | buy | 122 | 0.20 | 1.46772 | 1.14579 | 1.47936 | ||
| 244 | 2012.05.02 11:35 | t/p | 122 | 0.20 | 1.47936 | 1.14579 | 1.47936 | 28234.68 | 2424969.89 |
| 245 | 2012.05.07 01:15 | buy | 123 | 0.20 | 1.49042 | 1.14579 | 1.50206 | ||
| 246 | 2012.05.14 15:18 | t/p | 123 | 0.20 | 1.50206 | 1.14579 | 1.50206 | 28234.68 | 2453204.57 |
| 247 | 2012.05.14 18:15 | buy | 124 | 0.20 | 1.50806 | 1.14579 | 1.51970 | ||
| 248 | 2012.07.10 17:41 | t/p | 124 | 0.20 | 1.51970 | 1.14579 | 1.51970 | 28234.68 | 2481439.25 |
| 249 | 2012.07.10 17:45 | buy | 125 | 0.20 | 1.51941 | 1.14579 | 1.53105 | ||
| 250 | 2012.07.16 13:43 | t/p | 125 | 0.20 | 1.53105 | 1.14579 | 1.53105 | 28234.68 | 2509673.93 |
| 251 | 2012.07.27 18:00 | sell | 126 | 0.20 | 1.52526 | 2.01810 | 1.51326 | ||
| 252 | 2012.08.06 02:40 | t/p | 126 | 0.20 | 1.51326 | 2.01810 | 1.51326 | 29114.64 | 2538788.57 |
| 253 | 2012.08.21 15:45 | sell | 127 | 0.20 | 1.52057 | 1.89700 | 1.50857 | ||
| 254 | 2012.09.11 10:31 | t/p | 127 | 0.20 | 1.50857 | 1.89700 | 1.50857 | 29114.64 | 2567903.21 |
| 255 | 2012.09.28 12:15 | sell | 128 | 0.20 | 1.51480 | 1.86970 | 1.50280 | ||
| 256 | 2012.10.05 19:14 | t/p | 128 | 0.20 | 1.50280 | 1.86970 | 1.50280 | 29114.64 | 2597017.85 |
| 257 | 2012.10.24 12:00 | buy | 129 | 0.20 | 1.49201 | 1.14579 | 1.50365 | ||
| 258 | 2012.10.25 17:05 | t/p | 129 | 0.20 | 1.50365 | 1.14579 | 1.50365 | 28234.68 | 2625252.53 |
| 259 | 2012.11.27 16:45 | buy | 130 | 0.20 | 1.49243 | 1.14579 | 1.50407 | ||
| 260 | 2012.12.11 11:08 | t/p | 130 | 0.20 | 1.50407 | 1.14579 | 1.50407 | 28234.69 | 2653487.22 |
| 261 | 2012.12.12 18:15 | sell | 131 | 0.20 | 1.49649 | 1.81172 | 1.48449 | ||
| 262 | 2012.12.14 19:06 | t/p | 131 | 0.20 | 1.48449 | 1.81172 | 1.48449 | 29114.64 | 2682601.86 |
| 263 | 2012.12.28 14:30 | buy | 132 | 0.20 | 1.47828 | 1.14579 | 1.48992 | ||
| 264 | 2013.01.02 19:11 | t/p | 132 | 0.20 | 1.48992 | 1.14579 | 1.48992 | 28234.69 | 2710836.55 |
| 265 | 2013.01.09 13:00 | buy | 133 | 0.20 | 1.48614 | 1.14579 | 1.49778 | ||
| 266 | 2013.01.16 03:37 | t/p | 133 | 0.20 | 1.49778 | 1.14579 | 1.49778 | 28234.68 | 2739071.23 |
| 267 | 2013.02.07 18:00 | buy | 134 | 0.20 | 1.43730 | 1.14579 | 1.44894 | ||
| 268 | 2013.02.08 15:47 | t/p | 134 | 0.20 | 1.44894 | 1.14579 | 1.44894 | 28234.68 | 2767305.91 |
| 269 | 2013.02.28 14:15 | buy | 135 | 0.20 | 1.41473 | 1.14579 | 1.42637 | ||
| 270 | 2013.03.05 12:32 | t/p | 135 | 0.20 | 1.42637 | 1.14579 | 1.42637 | 28234.68 | 2795540.59 |
| 271 | 2013.03.21 14:15 | buy | 136 | 0.20 | 1.43854 | 1.14579 | 1.45018 | ||
| 272 | 2013.04.24 17:21 | t/p | 136 | 0.20 | 1.45018 | 1.14579 | 1.45018 | 28234.68 | 2823775.27 |
| 273 | 2013.04.25 12:00 | buy | 137 | 0.20 | 1.45770 | 1.14579 | 1.46934 | ||
| 274 | 2013.05.10 10:10 | t/p | 137 | 0.20 | 1.46934 | 1.14579 | 1.46934 | 28234.68 | 2852009.95 |
| 275 | 2013.05.28 04:15 | buy | 138 | 0.20 | 1.45995 | 1.14579 | 1.47159 | ||
| 276 | 2013.09.05 17:15 | t/p | 138 | 0.20 | 1.47159 | 1.14579 | 1.47159 | 28234.68 | 2880244.63 |
| 277 | 2013.09.13 16:30 | buy | 139 | 0.20 | 1.47767 | 1.14579 | 1.48931 | ||
| 278 | 2013.12.02 12:28 | t/p | 139 | 0.20 | 1.48931 | 1.14579 | 1.48931 | 28234.68 | 2908479.31 |
| 279 | 2013.12.18 13:30 | buy | 140 | 0.20 | 1.45569 | 1.14579 | 1.46733 | ||
| 280 | 2013.12.19 12:18 | t/p | 140 | 0.20 | 1.46733 | 1.14579 | 1.46733 | 28234.68 | 2936713.99 |
| 281 | 2014.03.04 11:15 | buy | 141 | 0.20 | 1.47573 | 1.14579 | 1.48737 | ||
| 282 | 2014.04.22 09:14 | t/p | 141 | 0.20 | 1.48737 | 1.14579 | 1.48737 | 28234.68 | 2964948.67 |
| 283 | 2014.04.28 09:45 | buy | 142 | 0.20 | 1.48407 | 1.14579 | 1.49571 | ||
| 284 | 2014.05.12 03:51 | t/p | 142 | 0.20 | 1.49571 | 1.14579 | 1.49571 | 28234.68 | 2993183.35 |
| 285 | 2014.05.14 12:00 | sell | 143 | 0.20 | 1.49417 | 1.67617 | 1.48217 | ||
| 286 | 2015.01.15 13:31 | t/p | 143 | 0.20 | 1.48217 | 1.67617 | 1.48217 | 29114.64 | 3022297.99 |
| 287 | 2015.01.21 13:15 | sell | 144 | 0.10 | 1.31362 | 1.41362 | 1.30162 | ||
| 288 | 2015.01.21 14:00 | close | 144 | 0.10 | 1.30699 | 1.41362 | 1.30162 | 8042.92 | 3030340.91 |
| 289 | 2015.03.04 19:00 | sell | 145 | 0.20 | 1.46681 | 1.55510 | 1.45481 | ||
| 290 | 2015.03.20 13:28 | t/p | 145 | 0.20 | 1.45481 | 1.55510 | 1.45481 | 29114.64 | 3059455.55 |
| 291 | 2015.03.23 17:00 | sell | 146 | 0.20 | 1.44428 | 1.54428 | 1.43228 | ||
| 292 | 2015.03.24 13:30 | t/p | 146 | 0.20 | 1.43228 | 1.54428 | 1.43228 | 29114.64 | 3088570.19 |
| 293 | 2015.06.05 11:45 | sell | 147 | 0.20 | 1.42630 | 1.52630 | 1.41430 | ||
| 294 | 2015.06.09 12:05 | t/p | 147 | 0.20 | 1.41430 | 1.52630 | 1.41430 | 29114.64 | 3117684.83 |
| 295 | 2015.06.25 15:00 | buy | 148 | 0.20 | 1.47674 | 1.18503 | 1.48838 | ||
| 296 | 2015.07.15 19:26 | t/p | 148 | 0.20 | 1.48838 | 1.18503 | 1.48838 | 28234.68 | 3145919.51 |
| 297 | 2015.08.04 19:00 | buy | 149 | 0.20 | 1.51796 | 1.41760 | 1.52960 | ||
| 298 | 2015.08.05 15:21 | t/p | 149 | 0.20 | 1.52960 | 1.41760 | 1.52960 | 28234.69 | 3174154.20 |
| 299 | 2015.08.10 17:15 | buy | 150 | 0.20 | 1.53119 | 1.43083 | 1.54283 | ||
| 300 | 2015.11.05 17:15 | close | 150 | 0.20 | 1.52000 | 1.43083 | 1.54283 | -27143.14 | 3147011.06 |