Strategy Tester Report
EA_BBbandW_M15_forEG_1.00
| 通貨ペア | EURGBP (Euro vs Great Britain Pound) | ||||
| 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=43105001; 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 | 346937 | モデルティック数 | 229778816 | モデリング品質 | n/a |
| 不整合チャートエラー | 259 | ||||
| 初期証拠金 | 500000.00 | スプレッド | 10 | ||
| 純益 | 3153939.91 | 総利益 | 4921951.06 | 総損失 | -1768011.15 |
| プロフィットファクタ | 2.78 | 期待利得 | 10691.32 | ||
| 絶対ドローダウン | 53577.73 | 最大ドローダウン | 382041.36 (20.37%) | 相対ドローダウン | 20.39% (153701.62) |
| 総取引数 | 295 | 売りポジション(勝率%） | 98 (60.20%) | 買いポジション(勝率%） | 197 (71.57%) |
| 勝率(%) | 200 (67.80%) | 負率 (%) | 95 (32.20%) | ||
| 最大 | 勝トレード | 37541.69 | 敗トレード | -144909.76 | |
| 平均 | 勝トレード | 24609.76 | 敗トレード | -18610.64 | |
| 最大 | 連勝(金額) | 27 (522679.04) | 連敗(金額) | 11 (-47269.02) | |
| 最大 | 連勝(トレード数) | 721667.56 (26) | 連敗(トレード数) | -202462.54 (4) | |
| 平均 | 連勝 | 5 | 連敗 | 3 | |
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 | 2007.01.02 03:45 | buy | 1 | 0.20 | 0.67310 | 0.65750 | 0.68500 | ||
| 2 | 2007.01.11 22:00 | close | 1 | 0.20 | 0.66260 | 0.65750 | 0.68500 | -32735.64 | 467264.36 |
| 3 | 2007.01.11 22:00 | sell | 2 | 0.10 | 0.66253 | 0.71440 | 0.65060 | ||
| 4 | 2007.01.29 14:30 | close | 2 | 0.10 | 0.66050 | 0.71440 | 0.65060 | 3164.85 | 470429.21 |
| 5 | 2007.01.29 14:30 | buy | 3 | 0.20 | 0.66070 | 0.64980 | 0.67240 | ||
| 6 | 2007.01.30 10:15 | close | 3 | 0.20 | 0.65950 | 0.64980 | 0.67240 | -3741.22 | 466687.99 |
| 7 | 2007.01.30 10:16 | sell | 4 | 0.10 | 0.65970 | 0.71440 | 0.64750 | ||
| 8 | 2007.01.31 08:34 | close | 4 | 0.10 | 0.66050 | 0.71440 | 0.64750 | -1247.23 | 465440.76 |
| 9 | 2007.01.31 08:35 | buy | 5 | 0.20 | 0.66040 | 0.64980 | 0.67240 | ||
| 10 | 2007.02.02 17:30 | close | 5 | 0.20 | 0.65930 | 0.64980 | 0.67240 | -3429.45 | 462011.31 |
| 11 | 2007.02.02 17:30 | sell | 6 | 0.10 | 0.65940 | 0.71440 | 0.64730 | ||
| 12 | 2007.02.05 12:45 | close | 6 | 0.10 | 0.66020 | 0.71440 | 0.64730 | -1247.23 | 460764.08 |
| 13 | 2007.02.05 12:46 | buy | 7 | 0.20 | 0.66040 | 0.64980 | 0.67210 | ||
| 14 | 2007.02.06 10:30 | close | 7 | 0.20 | 0.65890 | 0.64980 | 0.67210 | -4676.52 | 456087.56 |
| 15 | 2007.02.06 10:31 | sell | 8 | 0.10 | 0.65880 | 0.71440 | 0.64690 | ||
| 16 | 2007.02.07 12:45 | close | 8 | 0.10 | 0.65970 | 0.71440 | 0.64690 | -1403.14 | 454684.42 |
| 17 | 2007.02.07 12:46 | buy | 9 | 0.20 | 0.65950 | 0.64980 | 0.67160 | ||
| 18 | 2007.02.07 15:30 | close | 9 | 0.20 | 0.65850 | 0.64980 | 0.67160 | -3117.68 | 451566.74 |
| 19 | 2007.02.07 15:35 | sell | 10 | 0.10 | 0.65860 | 0.71440 | 0.64650 | ||
| 20 | 2007.02.07 18:00 | close | 10 | 0.10 | 0.66010 | 0.71440 | 0.64650 | -2338.56 | 449228.18 |
| 21 | 2007.02.07 18:00 | buy | 11 | 0.20 | 0.66030 | 0.64980 | 0.67200 | ||
| 22 | 2007.02.15 18:00 | t/p | 11 | 0.20 | 0.67200 | 0.64980 | 0.67200 | 36476.86 | 485705.04 |
| 23 | 2007.02.15 18:15 | buy | 12 | 0.20 | 0.67210 | 0.64980 | 0.68400 | ||
| 24 | 2007.03.05 03:14 | t/p | 12 | 0.20 | 0.68400 | 0.64980 | 0.68400 | 37100.39 | 522805.43 |
| 25 | 2007.03.05 03:30 | buy | 13 | 0.20 | 0.68270 | 0.64980 | 0.69460 | ||
| 26 | 2007.09.17 11:57 | t/p | 13 | 0.20 | 0.69460 | 0.64980 | 0.69460 | 37100.39 | 559905.82 |
| 27 | 2007.09.18 11:00 | sell | 14 | 0.20 | 0.69440 | 0.70580 | 0.68240 | ||
| 28 | 2007.09.19 14:00 | close | 14 | 0.20 | 0.69860 | 0.70580 | 0.68240 | -13095.94 | 546809.88 |
| 29 | 2007.09.19 14:01 | buy | 15 | 0.10 | 0.69860 | 0.64980 | 0.71050 | ||
| 30 | 2007.09.21 12:00 | close | 15 | 0.10 | 0.69830 | 0.64980 | 0.71050 | -467.65 | 546342.23 |
| 31 | 2007.09.21 12:00 | sell | 16 | 0.20 | 0.69834 | 0.70580 | 0.68630 | ||
| 32 | 2007.09.25 07:00 | close | 16 | 0.20 | 0.69940 | 0.70580 | 0.68630 | -3305.16 | 543037.07 |
| 33 | 2007.09.25 07:02 | buy | 17 | 0.10 | 0.69940 | 0.64980 | 0.71130 | ||
| 34 | 2007.09.27 18:30 | close | 17 | 0.10 | 0.69860 | 0.64980 | 0.71130 | -1247.08 | 541789.99 |
| 35 | 2007.09.27 18:32 | sell | 18 | 0.20 | 0.69830 | 0.70620 | 0.68660 | ||
| 36 | 2007.09.28 06:00 | close | 18 | 0.20 | 0.69950 | 0.70620 | 0.68660 | -3741.70 | 538048.29 |
| 37 | 2007.09.28 06:01 | buy | 19 | 0.10 | 0.69950 | 0.64980 | 0.71140 | ||
| 38 | 2007.09.28 13:15 | close | 19 | 0.10 | 0.69830 | 0.64980 | 0.71140 | -1870.61 | 536177.68 |
| 39 | 2007.09.28 13:15 | sell | 20 | 0.20 | 0.69820 | 0.70620 | 0.68630 | ||
| 40 | 2007.10.12 10:31 | close | 20 | 0.20 | 0.70030 | 0.70620 | 0.68630 | -6547.96 | 529629.72 |
| 41 | 2007.10.12 10:32 | buy | 21 | 0.10 | 0.70030 | 0.64980 | 0.71220 | ||
| 42 | 2007.10.12 15:15 | close | 21 | 0.10 | 0.69830 | 0.64980 | 0.71220 | -3117.68 | 526512.04 |
| 43 | 2007.10.12 15:18 | sell | 22 | 0.20 | 0.69840 | 0.70620 | 0.68630 | ||
| 44 | 2007.10.26 15:45 | close | 22 | 0.20 | 0.70100 | 0.70620 | 0.68630 | -8107.01 | 518405.03 |
| 45 | 2007.10.26 15:46 | buy | 23 | 0.10 | 0.70110 | 0.64980 | 0.71290 | ||
| 46 | 2007.10.29 13:45 | close | 23 | 0.10 | 0.70000 | 0.64980 | 0.71290 | -1714.72 | 516690.31 |
| 47 | 2007.10.29 13:45 | sell | 24 | 0.20 | 0.69990 | 0.70620 | 0.68800 | ||
| 48 | 2007.11.09 20:00 | close | 24 | 0.20 | 0.70120 | 0.70620 | 0.68800 | -4053.51 | 512636.80 |
| 49 | 2007.11.09 20:01 | buy | 25 | 0.10 | 0.70120 | 0.64980 | 0.71310 | ||
| 50 | 2007.11.14 19:40 | t/p | 25 | 0.10 | 0.71310 | 0.64980 | 0.71310 | 18550.19 | 531186.99 |
| 51 | 2007.11.14 19:45 | buy | 26 | 0.10 | 0.71310 | 0.64980 | 0.72500 | ||
| 52 | 2007.12.21 18:04 | t/p | 26 | 0.10 | 0.72500 | 0.64980 | 0.72500 | 18550.20 | 549737.19 |
| 53 | 2007.12.21 18:46 | buy | 27 | 0.10 | 0.72440 | 0.66430 | 0.73630 | ||
| 54 | 2007.12.28 17:00 | t/p | 27 | 0.10 | 0.73630 | 0.66430 | 0.73630 | 18550.19 | 568287.38 |
| 55 | 2008.01.22 07:30 | buy | 28 | 0.10 | 0.74470 | 0.68460 | 0.75660 | ||
| 56 | 2008.02.19 13:41 | t/p | 28 | 0.10 | 0.75660 | 0.68460 | 0.75660 | 18550.19 | 586837.57 |
| 57 | 2008.02.19 13:45 | buy | 29 | 0.10 | 0.75660 | 0.69650 | 0.76850 | ||
| 58 | 2008.03.05 10:48 | t/p | 29 | 0.10 | 0.76850 | 0.69650 | 0.76850 | 18550.20 | 605387.77 |
| 59 | 2008.03.05 11:00 | buy | 30 | 0.10 | 0.76780 | 0.70770 | 0.77970 | ||
| 60 | 2008.03.17 02:33 | t/p | 30 | 0.10 | 0.77970 | 0.70770 | 0.77970 | 18550.20 | 623937.97 |
| 61 | 2008.03.17 03:00 | buy | 31 | 0.10 | 0.78000 | 0.71990 | 0.79190 | ||
| 62 | 2008.03.17 05:30 | close | 31 | 0.10 | 0.79070 | 0.71990 | 0.79190 | 16679.59 | 640617.56 |
| 63 | 2008.03.19 08:30 | buy | 32 | 0.10 | 0.78280 | 0.72270 | 0.79470 | ||
| 64 | 2008.03.31 10:39 | t/p | 32 | 0.10 | 0.79470 | 0.72270 | 0.79470 | 18550.20 | 659167.76 |
| 65 | 2008.03.31 10:45 | buy | 33 | 0.10 | 0.79470 | 0.73460 | 0.80660 | ||
| 66 | 2008.04.16 13:02 | t/p | 33 | 0.10 | 0.80660 | 0.73460 | 0.80660 | 18550.19 | 677717.95 |
| 67 | 2008.04.16 13:15 | buy | 34 | 0.10 | 0.80710 | 0.74700 | 0.81900 | ||
| 68 | 2008.05.30 11:45 | buy | 35 | 0.10 | 0.78600 | 0.72590 | 0.79790 | ||
| 69 | 2008.06.06 10:16 | t/p | 35 | 0.10 | 0.79790 | 0.72590 | 0.79790 | 18550.20 | 696268.15 |
| 70 | 2008.06.10 15:00 | buy | 36 | 0.10 | 0.79340 | 0.73330 | 0.80530 | ||
| 71 | 2008.08.28 03:18 | t/p | 36 | 0.10 | 0.80530 | 0.73330 | 0.80530 | 18550.19 | 714818.34 |
| 72 | 2008.08.28 04:30 | buy | 37 | 0.10 | 0.80500 | 0.74490 | 0.81690 | ||
| 73 | 2008.09.03 20:23 | t/p | 37 | 0.10 | 0.81690 | 0.74490 | 0.81690 | 18550.20 | 733368.54 |
| 74 | 2008.09.03 20:30 | buy | 38 | 0.10 | 0.81710 | 0.75700 | 0.82900 | ||
| 75 | 2008.10.24 12:38 | t/p | 34 | 0.10 | 0.81900 | 0.74700 | 0.81900 | 18550.20 | 751918.74 |
| 76 | 2008.10.24 12:45 | close | 38 | 0.10 | 0.81710 | 0.75700 | 0.82900 | 0.00 | 751918.74 |
| 77 | 2008.10.24 13:00 | buy | 39 | 0.20 | 0.81340 | 0.75330 | 0.82530 | ||
| 78 | 2008.11.12 18:22 | t/p | 39 | 0.20 | 0.82530 | 0.75330 | 0.82530 | 37100.39 | 789019.13 |
| 79 | 2008.11.12 18:45 | buy | 40 | 0.20 | 0.82820 | 0.76810 | 0.84010 | ||
| 80 | 2008.11.12 19:15 | close | 40 | 0.20 | 0.83710 | 0.76810 | 0.84010 | 27747.35 | 816766.48 |
| 81 | 2008.11.12 20:00 | buy | 41 | 0.20 | 0.83660 | 0.77650 | 0.84850 | ||
| 82 | 2008.11.12 20:15 | close | 41 | 0.20 | 0.83750 | 0.77650 | 0.84850 | 2805.91 | 819572.39 |
| 83 | 2008.11.13 14:15 | buy | 42 | 0.20 | 0.83790 | 0.77780 | 0.84980 | ||
| 84 | 2008.11.13 20:50 | t/p | 42 | 0.20 | 0.84980 | 0.77780 | 0.84980 | 37100.39 | 856672.78 |
| 85 | 2008.11.13 20:50 | buy | 43 | 0.10 | 0.84990 | 0.78930 | 0.86130 | ||
| 86 | 2008.11.13 22:15 | close | 43 | 0.10 | 0.85920 | 0.78930 | 0.86130 | 14497.21 | 871169.99 |
| 87 | 2008.11.13 22:15 | buy | 44 | 0.10 | 0.85930 | 0.79920 | 0.87120 | ||
| 88 | 2008.11.13 23:00 | close | 44 | 0.10 | 0.86460 | 0.79920 | 0.87120 | 8261.85 | 879431.84 |
| 89 | 2008.11.18 16:45 | buy | 45 | 0.20 | 0.84420 | 0.78410 | 0.85610 | ||
| 90 | 2008.11.25 16:37 | t/p | 45 | 0.20 | 0.85610 | 0.78410 | 0.85610 | 37100.39 | 916532.23 |
| 91 | 2008.11.25 16:45 | buy | 46 | 0.20 | 0.85530 | 0.79520 | 0.86720 | ||
| 92 | 2008.12.04 11:48 | t/p | 46 | 0.20 | 0.86720 | 0.79520 | 0.86720 | 37100.40 | 953632.63 |
| 93 | 2008.12.04 12:00 | buy | 47 | 0.10 | 0.86630 | 0.80620 | 0.87820 | ||
| 94 | 2008.12.10 17:58 | t/p | 47 | 0.10 | 0.87820 | 0.80620 | 0.87820 | 18550.20 | 972182.83 |
| 95 | 2008.12.10 18:00 | buy | 48 | 0.10 | 0.87820 | 0.81810 | 0.89010 | ||
| 96 | 2008.12.11 17:27 | t/p | 48 | 0.10 | 0.89010 | 0.81810 | 0.89010 | 18550.19 | 990733.02 |
| 97 | 2008.12.11 17:30 | buy | 49 | 0.10 | 0.89020 | 0.83010 | 0.90210 | ||
| 98 | 2008.12.16 20:08 | t/p | 49 | 0.10 | 0.90210 | 0.83010 | 0.90210 | 18550.19 | 1009283.21 |
| 99 | 2008.12.16 20:45 | buy | 50 | 0.10 | 0.90160 | 0.84150 | 0.91350 | ||
| 100 | 2008.12.17 13:42 | t/p | 50 | 0.10 | 0.91350 | 0.84150 | 0.91350 | 18550.20 | 1027833.41 |
| 101 | 2008.12.17 13:45 | buy | 51 | 0.10 | 0.91470 | 0.85460 | 0.92660 | ||
| 102 | 2008.12.17 15:15 | close | 51 | 0.10 | 0.91950 | 0.85460 | 0.92660 | 7482.43 | 1035315.84 |
| 103 | 2008.12.17 15:30 | buy | 52 | 0.10 | 0.91980 | 0.85970 | 0.93170 | ||
| 104 | 2008.12.17 15:45 | close | 52 | 0.10 | 0.91940 | 0.85970 | 0.93170 | -623.53 | 1034692.31 |
| 105 | 2008.12.17 15:45 | buy | 53 | 0.10 | 0.91950 | 0.85940 | 0.93140 | ||
| 106 | 2008.12.17 19:00 | close | 53 | 0.10 | 0.92820 | 0.85940 | 0.93140 | 13561.91 | 1048254.22 |
| 107 | 2008.12.18 10:00 | buy | 54 | 0.10 | 0.93040 | 0.87030 | 0.94230 | ||
| 108 | 2008.12.18 12:42 | t/p | 54 | 0.10 | 0.94230 | 0.87030 | 0.94230 | 18550.19 | 1066804.41 |
| 109 | 2008.12.18 13:00 | buy | 55 | 0.10 | 0.94540 | 0.88530 | 0.95730 | ||
| 110 | 2008.12.18 13:15 | close | 55 | 0.10 | 0.94310 | 0.88530 | 0.95730 | -3585.34 | 1063219.07 |
| 111 | 2008.12.18 13:15 | buy | 56 | 0.10 | 0.94320 | 0.88310 | 0.95510 | ||
| 112 | 2008.12.18 13:45 | close | 56 | 0.10 | 0.94430 | 0.88310 | 0.95510 | 1714.72 | 1064933.79 |
| 113 | 2008.12.18 14:00 | buy | 57 | 0.10 | 0.94540 | 0.88530 | 0.95730 | ||
| 114 | 2008.12.18 15:45 | close | 57 | 0.10 | 0.95330 | 0.88530 | 0.95730 | 12314.83 | 1077248.62 |
| 115 | 2008.12.22 06:45 | buy | 58 | 0.10 | 0.93860 | 0.87850 | 0.95050 | ||
| 116 | 2008.12.22 13:45 | t/p | 58 | 0.10 | 0.95050 | 0.87850 | 0.95050 | 18550.20 | 1095798.82 |
| 117 | 2008.12.22 14:00 | buy | 59 | 0.10 | 0.95120 | 0.89110 | 0.96310 | ||
| 118 | 2008.12.29 06:03 | t/p | 59 | 0.10 | 0.96310 | 0.89110 | 0.96310 | 18550.19 | 1114349.01 |
| 119 | 2008.12.29 06:15 | buy | 60 | 0.10 | 0.96350 | 0.90340 | 0.97540 | ||
| 120 | 2008.12.29 13:32 | t/p | 60 | 0.10 | 0.97540 | 0.90340 | 0.97540 | 18550.20 | 1132899.21 |
| 121 | 2009.01.13 00:00 | buy | 61 | 0.20 | 0.90260 | 0.84250 | 0.91450 | ||
| 122 | 2009.01.13 01:00 | close | 61 | 0.20 | 0.90170 | 0.84250 | 0.91450 | -2805.91 | 1130093.30 |
| 123 | 2009.01.13 02:00 | buy | 62 | 0.20 | 0.90210 | 0.84200 | 0.91400 | ||
| 124 | 2009.01.19 11:00 | close | 62 | 0.20 | 0.90340 | 0.84200 | 0.91400 | 4052.98 | 1134146.28 |
| 125 | 2009.01.19 16:00 | buy | 63 | 0.20 | 0.90470 | 0.84460 | 0.91660 | ||
| 126 | 2009.01.20 08:00 | t/p | 63 | 0.20 | 0.91660 | 0.84460 | 0.91660 | 37100.39 | 1171246.67 |
| 127 | 2009.01.20 09:00 | buy | 64 | 0.10 | 0.91140 | 0.85130 | 0.92330 | ||
| 128 | 2009.01.20 11:00 | t/p | 64 | 0.10 | 0.92330 | 0.85130 | 0.92330 | 18550.19 | 1189796.86 |
| 129 | 2009.01.23 18:00 | buy | 65 | 0.10 | 0.94010 | 0.88000 | 0.95200 | ||
| 130 | 2009.02.02 15:00 | close | 65 | 0.10 | 0.90540 | 0.88000 | 0.95200 | -54091.74 | 1135705.12 |
| 131 | 2009.02.10 20:00 | buy | 66 | 0.20 | 0.88780 | 0.82770 | 0.89970 | ||
| 132 | 2009.02.10 22:00 | close | 66 | 0.20 | 0.88880 | 0.82770 | 0.89970 | 3117.68 | 1138822.80 |
| 133 | 2009.02.10 23:00 | buy | 67 | 0.20 | 0.88830 | 0.82820 | 0.90020 | ||
| 134 | 2009.02.11 00:00 | close | 67 | 0.20 | 0.88750 | 0.82820 | 0.90020 | -2494.14 | 1136328.66 |
| 135 | 2009.02.11 02:00 | buy | 68 | 0.20 | 0.88750 | 0.82740 | 0.89940 | ||
| 136 | 2009.02.11 03:00 | close | 68 | 0.20 | 0.88660 | 0.82740 | 0.89940 | -2805.91 | 1133522.75 |
| 137 | 2009.02.11 03:00 | buy | 69 | 0.20 | 0.88670 | 0.82660 | 0.89860 | ||
| 138 | 2009.02.11 04:00 | close | 69 | 0.20 | 0.88920 | 0.82660 | 0.89860 | 7794.20 | 1141316.95 |
| 139 | 2009.02.11 05:00 | buy | 70 | 0.20 | 0.88780 | 0.82770 | 0.89970 | ||
| 140 | 2009.02.11 06:00 | close | 70 | 0.20 | 0.88800 | 0.82770 | 0.89970 | 623.54 | 1141940.49 |
| 141 | 2009.02.11 06:00 | buy | 71 | 0.20 | 0.88810 | 0.82800 | 0.90000 | ||
| 142 | 2009.02.11 07:00 | close | 71 | 0.20 | 0.88810 | 0.82800 | 0.90000 | 0.00 | 1141940.49 |
| 143 | 2009.02.11 07:00 | buy | 72 | 0.20 | 0.88820 | 0.82810 | 0.90010 | ||
| 144 | 2009.02.11 09:00 | close | 72 | 0.20 | 0.89510 | 0.82810 | 0.90010 | 21511.99 | 1163452.48 |
| 145 | 2009.02.20 21:00 | buy | 73 | 0.20 | 0.88610 | 0.82600 | 0.89800 | ||
| 146 | 2009.03.02 18:00 | t/p | 73 | 0.20 | 0.89800 | 0.82600 | 0.89800 | 37100.39 | 1200552.87 |
| 147 | 2009.03.02 20:00 | buy | 74 | 0.20 | 0.89940 | 0.83930 | 0.91130 | ||
| 148 | 2009.03.09 15:00 | t/p | 74 | 0.20 | 0.91130 | 0.83930 | 0.91130 | 37100.39 | 1237653.26 |
| 149 | 2009.03.09 17:00 | buy | 75 | 0.20 | 0.91260 | 0.85250 | 0.92450 | ||
| 150 | 2009.03.09 18:00 | close | 75 | 0.20 | 0.91600 | 0.85250 | 0.92450 | 10600.11 | 1248253.37 |
1ページ目次へ