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 |
| 301 | 2015.11.05 17:15 | sell | 151 | 0.20 | 1.51996 | 1.55510 | 1.50800 | ||
| 302 | 2015.11.06 14:01 | t/p | 151 | 0.20 | 1.50800 | 1.55510 | 1.50800 | 29017.59 | 3176028.65 |
| 303 | 2015.11.23 12:00 | sell | 152 | 0.20 | 1.54349 | 1.55764 | 1.53149 | ||
| 304 | 2015.11.24 18:12 | t/p | 152 | 0.20 | 1.53149 | 1.55764 | 1.53149 | 29114.64 | 3205143.29 |
| 305 | 2015.12.02 13:45 | sell | 153 | 0.20 | 1.54202 | 1.55764 | 1.53002 | ||
| 306 | 2015.12.02 21:40 | t/p | 153 | 0.20 | 1.53002 | 1.55764 | 1.53002 | 29114.64 | 3234257.93 |
| 307 | 2015.12.02 22:00 | sell | 154 | 0.20 | 1.52834 | 1.55764 | 1.51634 | ||
| 308 | 2015.12.03 17:06 | t/p | 154 | 0.20 | 1.51634 | 1.55764 | 1.51634 | 29114.64 | 3263372.57 |
| 309 | 2016.01.14 14:30 | sell | 155 | 0.20 | 1.44121 | 1.54121 | 1.42921 | ||
| 310 | 2016.01.15 17:50 | t/p | 155 | 0.20 | 1.42921 | 1.54121 | 1.42921 | 29114.64 | 3292487.21 |
| 311 | 2016.01.19 19:00 | sell | 156 | 0.20 | 1.42179 | 1.52179 | 1.40979 | ||
| 312 | 2016.02.09 16:52 | t/p | 156 | 0.20 | 1.40979 | 1.52179 | 1.40979 | 29114.64 | 3321601.85 |
| 313 | 2016.02.11 13:30 | sell | 157 | 0.20 | 1.39545 | 1.49545 | 1.38345 | ||
| 314 | 2016.02.24 13:21 | t/p | 157 | 0.20 | 1.38345 | 1.49545 | 1.38345 | 29114.64 | 3350716.49 |
| 315 | 2016.03.10 21:45 | sell | 158 | 0.20 | 1.40384 | 1.50384 | 1.39184 | ||
| 316 | 2016.03.16 11:07 | t/p | 158 | 0.20 | 1.39184 | 1.50384 | 1.39184 | 29114.64 | 3379831.13 |
| 317 | 2016.03.22 13:00 | sell | 159 | 0.20 | 1.38506 | 1.48506 | 1.37306 | ||
| 318 | 2016.03.23 19:57 | t/p | 159 | 0.20 | 1.37306 | 1.48506 | 1.37306 | 29114.64 | 3408945.77 |
| 319 | 2016.03.28 18:00 | buy | 160 | 0.20 | 1.38814 | 1.18503 | 1.39978 | ||
| 320 | 2016.04.05 19:00 | close | 160 | 0.20 | 1.35284 | 1.18503 | 1.39978 | -85625.80 | 3323319.97 |
| 321 | 2016.04.05 19:00 | sell | 161 | 0.20 | 1.35285 | 1.45284 | 1.34084 | ||
| 322 | 2016.05.10 14:00 | close | 161 | 0.20 | 1.40748 | 1.45284 | 1.34084 | -132544.40 | 3190775.57 |
| 323 | 2016.05.10 14:00 | buy | 162 | 0.20 | 1.40746 | 1.18503 | 1.41912 | ||
| 324 | 2016.05.17 11:12 | t/p | 162 | 0.20 | 1.41912 | 1.18503 | 1.41912 | 28283.20 | 3219058.77 |
| 325 | 2016.05.18 15:15 | buy | 163 | 0.20 | 1.42753 | 1.18503 | 1.43917 | ||
| 326 | 2016.05.18 22:59 | t/p | 163 | 0.20 | 1.43917 | 1.18503 | 1.43917 | 28234.68 | 3247293.45 |
| 327 | 2016.05.24 12:00 | buy | 164 | 0.20 | 1.44287 | 1.18503 | 1.45451 | ||
| 328 | 2016.05.25 15:09 | t/p | 164 | 0.20 | 1.45451 | 1.18503 | 1.45451 | 28234.69 | 3275528.14 |
| 329 | 2016.06.03 18:30 | sell | 165 | 0.20 | 1.41742 | 1.51742 | 1.40542 | ||
| 330 | 2016.06.06 03:08 | t/p | 165 | 0.20 | 1.40542 | 1.51742 | 1.40542 | 29114.64 | 3304642.78 |
| 331 | 2016.06.06 03:30 | sell | 166 | 0.20 | 1.40499 | 1.50499 | 1.39299 | ||
| 332 | 2016.06.08 21:23 | t/p | 166 | 0.20 | 1.39299 | 1.50499 | 1.39299 | 29114.64 | 3333757.42 |
| 333 | 2016.06.10 18:00 | sell | 167 | 0.20 | 1.38282 | 1.48282 | 1.37082 | ||
| 334 | 2016.06.10 21:53 | t/p | 167 | 0.20 | 1.37082 | 1.48282 | 1.37082 | 29114.64 | 3362872.06 |
| 335 | 2016.06.10 22:15 | sell | 168 | 0.20 | 1.37293 | 1.47293 | 1.36093 | ||
| 336 | 2016.06.14 11:19 | t/p | 168 | 0.20 | 1.36093 | 1.47293 | 1.36093 | 29114.64 | 3391986.70 |
| 337 | 2016.06.30 19:30 | sell | 169 | 0.10 | 1.29652 | 1.39652 | 1.28452 | ||
| 338 | 2016.07.05 10:31 | t/p | 169 | 0.10 | 1.28452 | 1.39652 | 1.28452 | 14557.32 | 3406544.02 |
| 339 | 2016.07.05 11:00 | sell | 170 | 0.10 | 1.28075 | 1.38075 | 1.26875 | ||
| 340 | 2016.07.05 17:48 | t/p | 170 | 0.10 | 1.26875 | 1.38075 | 1.26875 | 14557.32 | 3421101.34 |
| 341 | 2016.07.22 14:00 | sell | 171 | 0.20 | 1.29318 | 1.39318 | 1.28118 | ||
| 342 | 2016.07.29 17:48 | t/p | 171 | 0.20 | 1.28118 | 1.39318 | 1.28118 | 29114.64 | 3450215.98 |
| 343 | 2016.08.09 05:00 | sell | 172 | 0.20 | 1.27723 | 1.37723 | 1.26523 | ||
| 344 | 2016.08.11 11:59 | t/p | 172 | 0.20 | 1.26523 | 1.37723 | 1.26523 | 29114.64 | 3479330.62 |
| 345 | 2016.09.13 14:15 | sell | 173 | 0.20 | 1.28950 | 1.38950 | 1.27750 | ||
| 346 | 2016.09.16 21:20 | t/p | 173 | 0.20 | 1.27750 | 1.38950 | 1.27750 | 29114.64 | 3508445.26 |
| 347 | 2016.09.20 12:30 | sell | 174 | 0.20 | 1.27043 | 1.37043 | 1.25843 | ||
| 348 | 2016.09.23 14:57 | t/p | 174 | 0.20 | 1.25843 | 1.37043 | 1.25843 | 29114.64 | 3537559.90 |
| 349 | 2016.09.23 15:00 | sell | 175 | 0.20 | 1.25798 | 1.35798 | 1.24598 | ||
| 350 | 2016.10.03 01:00 | t/p | 175 | 0.20 | 1.24598 | 1.35798 | 1.24598 | 29114.64 | 3566674.54 |
| 351 | 2016.10.11 21:15 | sell | 176 | 0.20 | 1.19860 | 1.29860 | 1.18660 | ||
| 352 | 2017.01.17 16:30 | close | 176 | 0.20 | 1.22606 | 1.29860 | 1.18660 | -66624.00 | 3500050.54 |
| 353 | 2017.01.17 16:30 | buy | 177 | 0.20 | 1.22607 | 1.13141 | 1.23770 | ||
| 354 | 2017.01.17 18:17 | t/p | 177 | 0.20 | 1.23770 | 1.13141 | 1.23770 | 28210.42 | 3528260.96 |
| 355 | 2017.01.17 18:30 | buy | 178 | 0.20 | 1.23739 | 1.13141 | 1.24903 | ||
| 356 | 2017.01.24 01:55 | t/p | 178 | 0.20 | 1.24903 | 1.13141 | 1.24903 | 28234.68 | 3556495.64 |
| 357 | 2017.02.07 22:30 | buy | 179 | 0.20 | 1.24864 | 1.13141 | 1.26028 | ||
| 358 | 2017.02.14 02:48 | t/p | 179 | 0.20 | 1.26028 | 1.13141 | 1.26028 | 28234.68 | 3584730.32 |
| 359 | 2017.02.21 20:00 | buy | 180 | 0.20 | 1.25879 | 1.13141 | 1.27043 | ||
| 360 | 2017.04.18 16:48 | t/p | 180 | 0.20 | 1.27043 | 1.13141 | 1.27043 | 28234.68 | 3612965.00 |
| 361 | 2017.04.18 17:00 | buy | 181 | 0.20 | 1.27138 | 1.13141 | 1.28302 | ||
| 362 | 2017.04.18 21:41 | t/p | 181 | 0.20 | 1.28302 | 1.13141 | 1.28302 | 28234.68 | 3641199.68 |
| 363 | 2017.04.26 19:00 | buy | 182 | 0.20 | 1.27912 | 1.13141 | 1.29076 | ||
| 364 | 2017.05.08 17:43 | t/p | 182 | 0.20 | 1.29076 | 1.13141 | 1.29076 | 28234.68 | 3669434.36 |
| 365 | 2017.06.15 15:30 | buy | 183 | 0.20 | 1.24530 | 1.13141 | 1.25694 | ||
| 366 | 2017.07.14 13:59 | t/p | 183 | 0.20 | 1.25694 | 1.13141 | 1.25694 | 28234.68 | 3697669.04 |
| 367 | 2017.07.25 16:00 | buy | 184 | 0.20 | 1.23850 | 1.13141 | 1.25014 | ||
| 368 | 2017.07.26 14:39 | t/p | 184 | 0.20 | 1.25014 | 1.13141 | 1.25014 | 28234.68 | 3725903.72 |
| 369 | 2017.08.02 12:15 | buy | 185 | 0.20 | 1.28012 | 1.13141 | 1.29176 | ||
| 370 | 2017.09.14 16:33 | t/p | 185 | 0.20 | 1.29176 | 1.13141 | 1.29176 | 28234.68 | 3754138.40 |
| 371 | 2017.09.14 16:45 | buy | 186 | 0.20 | 1.29073 | 1.13141 | 1.30237 | ||
| 372 | 2017.09.15 13:20 | t/p | 186 | 0.20 | 1.30237 | 1.13141 | 1.30237 | 28234.68 | 3782373.08 |
| 373 | 2017.09.20 18:45 | buy | 187 | 0.20 | 1.30676 | 1.13141 | 1.31840 | ||
| 374 | 2017.09.21 19:00 | t/p | 187 | 0.20 | 1.31840 | 1.13141 | 1.31840 | 28234.68 | 3810607.76 |
| 375 | 2017.10.09 15:15 | buy | 188 | 0.20 | 1.28900 | 1.13141 | 1.30064 | ||
| 376 | 2017.10.23 03:52 | t/p | 188 | 0.20 | 1.30064 | 1.13141 | 1.30064 | 28234.68 | 3838842.44 |
| 377 | 2017.10.25 14:00 | buy | 189 | 0.20 | 1.30753 | 1.13141 | 1.31917 | ||
| 378 | 2017.10.30 18:01 | t/p | 189 | 0.20 | 1.31917 | 1.13141 | 1.31917 | 28234.68 | 3867077.12 |
| 379 | 2017.10.30 18:15 | buy | 190 | 0.20 | 1.31904 | 1.13141 | 1.33068 | ||
| 380 | 2017.11.01 14:30 | t/p | 190 | 0.20 | 1.33068 | 1.13141 | 1.33068 | 28234.68 | 3895311.80 |
| 381 | 2017.11.27 14:45 | buy | 191 | 0.20 | 1.31078 | 1.13141 | 1.32242 | ||
| 382 | 2017.11.29 18:07 | t/p | 191 | 0.20 | 1.32242 | 1.13141 | 1.32242 | 28234.69 | 3923546.49 |
| 383 | 2017.12.07 14:30 | buy | 192 | 0.20 | 1.32970 | 1.13141 | 1.34134 | ||
| 384 | 2017.12.08 03:48 | t/p | 192 | 0.20 | 1.34134 | 1.13141 | 1.34134 | 28234.68 | 3951781.17 |
| 385 | 2017.12.14 13:45 | buy | 193 | 0.20 | 1.32873 | 1.13141 | 1.34037 | ||
| 386 | 2018.01.22 19:41 | t/p | 193 | 0.20 | 1.34037 | 1.13141 | 1.34037 | 28234.68 | 3980015.85 |
| 387 | 2018.02.01 12:15 | buy | 194 | 0.20 | 1.32852 | 1.13141 | 1.34016 | ||
| 388 | 2018.03.19 16:08 | t/p | 194 | 0.20 | 1.34016 | 1.13141 | 1.34016 | 28234.69 | 4008250.54 |
| 389 | 2018.03.22 19:45 | sell | 195 | 0.20 | 1.33459 | 1.55764 | 1.32259 | ||
| 390 | 2018.05.23 13:56 | t/p | 195 | 0.20 | 1.32259 | 1.55764 | 1.32259 | 29114.64 | 4037365.18 |
| 391 | 2018.05.25 17:45 | sell | 196 | 0.20 | 1.31946 | 1.55764 | 1.30746 | ||
| 392 | 2018.05.29 22:29 | t/p | 196 | 0.20 | 1.30746 | 1.55764 | 1.30746 | 29114.64 | 4066479.82 |
| 393 | 2018.06.07 15:45 | sell | 197 | 0.20 | 1.31511 | 1.55764 | 1.30311 | ||
| 394 | 2018.06.29 01:10 | t/p | 197 | 0.20 | 1.30311 | 1.55764 | 1.30311 | 29114.64 | 4095594.46 |
| 395 | 2018.06.29 19:00 | buy | 198 | 0.20 | 1.31097 | 1.13141 | 1.32261 | ||
| 396 | 2018.07.12 17:20 | t/p | 198 | 0.20 | 1.32261 | 1.13141 | 1.32261 | 28234.68 | 4123829.14 |
| 397 | 2018.09.05 17:30 | buy | 199 | 0.20 | 1.26147 | 1.13141 | 1.27311 | ||
| 398 | 2018.09.11 10:21 | t/p | 199 | 0.20 | 1.27311 | 1.13141 | 1.27311 | 28234.68 | 4152063.82 |
| 399 | 2018.11.09 15:00 | sell | 200 | 0.20 | 1.30837 | 1.55764 | 1.29637 | ||
| 400 | 2018.11.12 12:40 | t/p | 200 | 0.20 | 1.29637 | 1.55764 | 1.29637 | 29114.64 | 4181178.46 |
| 401 | 2018.11.22 14:45 | buy | 201 | 0.20 | 1.28319 | 1.13141 | 1.29483 | ||
| 402 | 2019.01.23 12:37 | t/p | 201 | 0.20 | 1.29483 | 1.13141 | 1.29483 | 28234.68 | 4209413.14 |
| 403 | 2019.02.12 17:45 | buy | 202 | 0.20 | 1.29961 | 1.13141 | 1.31125 | ||
| 404 | 2019.02.26 00:13 | t/p | 202 | 0.20 | 1.31125 | 1.13141 | 1.31125 | 28234.69 | 4237647.83 |
| 405 | 2019.03.08 18:15 | sell | 203 | 0.20 | 1.31560 | 1.55764 | 1.30360 | ||
| 406 | 2019.03.21 15:16 | t/p | 203 | 0.20 | 1.30360 | 1.55764 | 1.30360 | 29114.64 | 4266762.47 |
| 407 | 2019.05.08 11:15 | sell | 204 | 0.20 | 1.32936 | 1.55764 | 1.31736 | ||
| 408 | 2019.05.09 17:56 | t/p | 204 | 0.20 | 1.31736 | 1.55764 | 1.31736 | 29114.64 | 4295877.11 |
| 409 | 2019.08.07 17:45 | sell | 205 | 0.10 | 1.18019 | 1.28019 | 1.16819 | ||
| 410 | 2019.08.12 03:31 | t/p | 205 | 0.10 | 1.16819 | 1.28019 | 1.16819 | 14557.32 | 4310434.43 |
| 411 | 2019.08.22 16:15 | buy | 206 | 0.20 | 1.19660 | 1.13141 | 1.20824 | ||
| 412 | 2019.08.27 17:21 | t/p | 206 | 0.20 | 1.20824 | 1.13141 | 1.20824 | 28234.68 | 4338669.11 |
| 413 | 2019.08.27 17:30 | buy | 207 | 0.20 | 1.20806 | 1.13141 | 1.21970 | ||
| 414 | 2019.09.06 15:26 | t/p | 207 | 0.20 | 1.21970 | 1.13141 | 1.21970 | 28234.68 | 4366903.79 |
| 415 | 2019.09.09 13:15 | buy | 208 | 0.20 | 1.22282 | 1.13141 | 1.23446 | ||
| 416 | 2019.09.13 20:06 | t/p | 208 | 0.20 | 1.23446 | 1.13141 | 1.23446 | 28234.68 | 4395138.47 |
| 417 | 2019.09.17 17:30 | buy | 209 | 0.20 | 1.23796 | 1.13141 | 1.24960 | ||
| 418 | 2019.10.11 13:04 | t/p | 209 | 0.20 | 1.24960 | 1.13141 | 1.24960 | 28234.69 | 4423373.16 |
| 419 | 2019.10.15 18:45 | buy | 210 | 0.20 | 1.27237 | 1.13141 | 1.28401 | ||
| 420 | 2019.10.17 13:35 | t/p | 210 | 0.20 | 1.28401 | 1.13141 | 1.28401 | 28234.69 | 4451607.85 |
| 421 | 2019.12.04 13:15 | buy | 211 | 0.20 | 1.28978 | 1.13141 | 1.30142 | ||
| 422 | 2019.12.05 18:47 | t/p | 211 | 0.20 | 1.30142 | 1.13141 | 1.30142 | 28234.69 | 4479842.54 |
| 423 | 2019.12.23 17:15 | sell | 212 | 0.20 | 1.26796 | 1.33142 | 1.25596 | ||
| 424 | 2020.01.14 16:47 | t/p | 212 | 0.20 | 1.25596 | 1.33142 | 1.25596 | 29114.64 | 4508957.18 |
| 425 | 2020.01.21 13:45 | buy | 213 | 0.20 | 1.26267 | 1.13141 | 1.27431 | ||
| 426 | 2020.01.22 16:12 | t/p | 213 | 0.20 | 1.27431 | 1.13141 | 1.27431 | 28234.68 | 4537191.86 |
| 427 | 2020.02.13 16:15 | buy | 214 | 0.20 | 1.27350 | 1.13141 | 1.28514 | ||
| 428 | 2020.03.09 06:15 | close | 214 | 0.20 | 1.20617 | 1.13141 | 1.28514 | -163319.69 | 4373872.17 |
| 429 | 2020.03.09 06:15 | sell | 215 | 0.20 | 1.20618 | 1.30617 | 1.19417 | ||
| 430 | 2020.03.12 13:32 | t/p | 215 | 0.20 | 1.19417 | 1.30617 | 1.19417 | 29138.90 | 4403011.07 |
| 431 | 2020.03.18 13:15 | sell | 216 | 0.10 | 1.15392 | 1.25392 | 1.14192 | ||
| 432 | 2020.03.18 15:39 | t/p | 216 | 0.10 | 1.14192 | 1.25392 | 1.14192 | 14557.32 | 4417568.39 |
| 433 | 2020.03.18 16:00 | sell | 217 | 0.10 | 1.14537 | 1.24537 | 1.13337 | ||
| 434 | 2020.03.18 20:42 | t/p | 217 | 0.10 | 1.13337 | 1.24537 | 1.13337 | 14557.32 | 4432125.71 |
| 435 | 2020.03.18 21:30 | sell | 218 | 0.10 | 1.12273 | 1.22273 | 1.11073 | ||
| 436 | 2020.03.19 01:03 | t/p | 218 | 0.10 | 1.11073 | 1.22273 | 1.11073 | 14557.32 | 4446683.03 |
| 437 | 2020.04.15 12:15 | sell | 219 | 0.20 | 1.20549 | 1.30549 | 1.19349 | ||
| 438 | 2020.04.21 16:10 | t/p | 219 | 0.20 | 1.19349 | 1.30549 | 1.19349 | 29114.64 | 4475797.67 |
| 439 | 2020.04.21 16:15 | sell | 220 | 0.20 | 1.19339 | 1.29339 | 1.18139 | ||
| 440 | 2020.05.15 17:23 | t/p | 220 | 0.20 | 1.18139 | 1.29339 | 1.18139 | 29114.64 | 4504912.31 |
| 441 | 2020.05.15 17:30 | sell | 221 | 0.20 | 1.18033 | 1.28033 | 1.16833 | ||
| 442 | 2020.06.29 01:05 | t/p | 221 | 0.20 | 1.16833 | 1.28033 | 1.16833 | 29114.64 | 4534026.95 |
| 443 | 2020.07.07 18:15 | buy | 222 | 0.20 | 1.18397 | 1.10912 | 1.19561 | ||
| 444 | 2020.07.31 16:02 | t/p | 222 | 0.20 | 1.19561 | 1.10912 | 1.19561 | 28234.68 | 4562261.63 |
| 445 | 2020.08.28 17:45 | buy | 223 | 0.20 | 1.20443 | 1.10912 | 1.21607 | ||
| 446 | 2020.09.01 14:20 | t/p | 223 | 0.20 | 1.21607 | 1.10912 | 1.21607 | 28234.69 | 4590496.32 |
| 447 | 2020.09.01 14:30 | buy | 224 | 0.20 | 1.21662 | 1.10912 | 1.22826 | ||
| 448 | 2021.02.01 12:58 | t/p | 224 | 0.20 | 1.22826 | 1.10912 | 1.22826 | 28234.68 | 4618731.00 |
| 449 | 2021.02.04 16:30 | buy | 225 | 0.20 | 1.23149 | 1.10912 | 1.24313 | ||
| 450 | 2021.02.17 12:12 | t/p | 225 | 0.20 | 1.24313 | 1.10912 | 1.24313 | 28234.69 | 4646965.69 |