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 | |
| # | 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 | 2009.03.12 19:00 | buy | 76 | 0.20 | 0.92670 | 0.86660 | 0.93860 | ||
| 152 | 2009.03.18 12:00 | t/p | 76 | 0.20 | 0.93860 | 0.86660 | 0.93860 | 37100.39 | 1285353.76 |
| 153 | 2009.03.18 15:00 | buy | 77 | 0.20 | 0.93890 | 0.87880 | 0.95080 | ||
| 154 | 2009.03.18 22:00 | close | 77 | 0.20 | 0.94370 | 0.87880 | 0.95080 | 14964.87 | 1300318.63 |
| 155 | 2009.04.20 13:00 | buy | 78 | 0.20 | 0.89110 | 0.83100 | 0.90300 | ||
| 156 | 2009.04.22 19:00 | close | 78 | 0.20 | 0.89750 | 0.83100 | 0.90300 | 19953.15 | 1320271.78 |
| 157 | 2009.04.22 22:00 | buy | 79 | 0.20 | 0.89750 | 0.83740 | 0.90940 | ||
| 158 | 2009.04.24 15:00 | close | 79 | 0.20 | 0.90740 | 0.83740 | 0.90940 | 30865.03 | 1351136.81 |
| 159 | 2009.05.01 11:00 | buy | 80 | 0.20 | 0.89820 | 0.83810 | 0.91010 | ||
| 160 | 2009.09.24 12:01 | t/p | 80 | 0.20 | 0.91010 | 0.83810 | 0.91010 | 37100.39 | 1388237.20 |
| 161 | 2009.09.24 12:15 | buy | 81 | 0.20 | 0.90980 | 0.84970 | 0.92170 | ||
| 162 | 2009.09.25 17:55 | t/p | 81 | 0.20 | 0.92170 | 0.84970 | 0.92170 | 37100.40 | 1425337.60 |
| 163 | 2009.09.25 18:00 | buy | 82 | 0.20 | 0.92140 | 0.86130 | 0.93330 | ||
| 164 | 2009.10.12 10:21 | t/p | 82 | 0.20 | 0.93330 | 0.86130 | 0.93330 | 37100.39 | 1462437.99 |
| 165 | 2009.10.12 11:00 | buy | 83 | 0.20 | 0.93270 | 0.87260 | 0.94460 | ||
| 166 | 2009.10.23 15:15 | close | 83 | 0.20 | 0.91770 | 0.87260 | 0.94460 | -46765.20 | 1415672.79 |
| 167 | 2009.10.23 15:15 | buy | 84 | 0.20 | 0.91780 | 0.85770 | 0.92970 | ||
| 168 | 2009.10.23 15:30 | close | 84 | 0.20 | 0.91860 | 0.85770 | 0.92970 | 2494.15 | 1418166.94 |
| 169 | 2009.10.23 15:30 | buy | 85 | 0.20 | 0.91870 | 0.85860 | 0.93060 | ||
| 170 | 2009.10.23 15:45 | close | 85 | 0.20 | 0.91850 | 0.85860 | 0.93060 | -623.54 | 1417543.40 |
| 171 | 2009.10.23 16:30 | buy | 86 | 0.20 | 0.91700 | 0.85690 | 0.92890 | ||
| 172 | 2010.03.22 15:45 | close | 86 | 0.20 | 0.90037 | 0.85690 | 0.92890 | -51847.02 | 1365696.38 |
| 173 | 2010.03.22 15:45 | sell | 87 | 0.20 | 0.90036 | 0.98370 | 0.88837 | ||
| 174 | 2010.03.30 19:25 | t/p | 87 | 0.20 | 0.88837 | 0.98370 | 0.88837 | 37385.78 | 1403082.16 |
| 175 | 2010.04.23 14:15 | buy | 88 | 0.20 | 0.86603 | 0.76580 | 0.87793 | ||
| 176 | 2010.05.07 08:00 | close | 88 | 0.20 | 0.86017 | 0.76580 | 0.87793 | -18269.60 | 1384812.56 |
| 177 | 2010.05.07 08:45 | buy | 89 | 0.20 | 0.86578 | 0.76580 | 0.87768 | ||
| 178 | 2010.05.07 12:29 | t/p | 89 | 0.20 | 0.87768 | 0.76580 | 0.87768 | 37100.39 | 1421912.95 |
| 179 | 2010.05.12 14:00 | buy | 90 | 0.20 | 0.84967 | 0.76580 | 0.86157 | ||
| 180 | 2010.05.14 10:30 | t/p | 90 | 0.20 | 0.86157 | 0.76580 | 0.86157 | 37100.39 | 1459013.34 |
| 181 | 2010.05.14 10:45 | buy | 91 | 0.20 | 0.86151 | 0.76580 | 0.87341 | ||
| 182 | 2010.05.21 04:56 | t/p | 91 | 0.20 | 0.87341 | 0.76580 | 0.87341 | 37100.39 | 1496113.73 |
| 183 | 2010.05.25 22:30 | buy | 92 | 0.20 | 0.85700 | 0.76580 | 0.86890 | ||
| 184 | 2010.10.01 11:45 | t/p | 92 | 0.20 | 0.86890 | 0.76580 | 0.86890 | 37100.39 | 1533214.12 |
| 185 | 2010.10.01 17:15 | buy | 93 | 0.20 | 0.86971 | 0.76580 | 0.88161 | ||
| 186 | 2010.10.12 21:46 | t/p | 93 | 0.20 | 0.88161 | 0.76580 | 0.88161 | 37100.39 | 1570314.51 |
| 187 | 2010.10.18 13:00 | buy | 94 | 0.20 | 0.87482 | 0.76580 | 0.88672 | ||
| 188 | 2010.10.21 10:29 | t/p | 94 | 0.20 | 0.88672 | 0.76580 | 0.88672 | 37100.39 | 1607414.90 |
| 189 | 2010.10.27 20:00 | buy | 95 | 0.20 | 0.87408 | 0.76580 | 0.88598 | ||
| 190 | 2011.04.12 11:30 | t/p | 95 | 0.20 | 0.88598 | 0.76580 | 0.88598 | 37100.40 | 1644515.30 |
| 191 | 2011.04.19 10:00 | buy | 96 | 0.20 | 0.87682 | 0.80320 | 0.88872 | ||
| 192 | 2011.04.26 16:02 | t/p | 96 | 0.20 | 0.88872 | 0.80320 | 0.88872 | 37100.39 | 1681615.69 |
| 193 | 2011.05.04 19:15 | sell | 97 | 0.20 | 0.89848 | 0.94460 | 0.88648 | ||
| 194 | 2011.05.05 21:04 | t/p | 97 | 0.20 | 0.88648 | 0.94460 | 0.88648 | 37416.96 | 1719032.65 |
| 195 | 2011.05.10 10:45 | buy | 98 | 0.20 | 0.87710 | 0.80320 | 0.88900 | ||
| 196 | 2011.06.03 12:19 | t/p | 98 | 0.20 | 0.88900 | 0.80320 | 0.88900 | 37100.39 | 1756133.04 |
| 197 | 2011.06.08 15:45 | sell | 99 | 0.20 | 0.89252 | 0.94460 | 0.88052 | ||
| 198 | 2011.06.10 09:45 | close | 99 | 0.20 | 0.88861 | 0.94460 | 0.88052 | 12191.69 | 1768324.73 |
| 199 | 2011.06.16 16:00 | buy | 100 | 0.20 | 0.87700 | 0.80320 | 0.88890 | ||
| 200 | 2011.06.22 11:15 | t/p | 100 | 0.20 | 0.88890 | 0.80320 | 0.88890 | 37100.39 | 1805425.12 |
| 201 | 2011.06.28 14:15 | sell | 101 | 0.20 | 0.89345 | 0.94460 | 0.88145 | ||
| 202 | 2011.07.11 14:58 | t/p | 101 | 0.20 | 0.88145 | 0.94460 | 0.88145 | 37416.96 | 1842842.08 |
| 203 | 2011.07.15 15:00 | buy | 102 | 0.20 | 0.87795 | 0.80320 | 0.88985 | ||
| 204 | 2012.02.14 07:00 | close | 102 | 0.20 | 0.83749 | 0.80320 | 0.88985 | -126141.34 | 1716700.74 |
| 205 | 2012.02.14 12:45 | buy | 103 | 0.20 | 0.83768 | 0.80320 | 0.84958 | ||
| 206 | 2012.02.23 23:23 | t/p | 103 | 0.20 | 0.84958 | 0.80320 | 0.84958 | 37100.39 | 1753801.13 |
| 207 | 2012.02.23 23:45 | buy | 104 | 0.20 | 0.84968 | 0.80320 | 0.86158 | ||
| 208 | 2012.05.09 17:10 | s/l | 104 | 0.20 | 0.80320 | 0.80320 | 0.86158 | -144909.76 | 1608891.37 |
| 209 | 2012.05.09 22:00 | sell | 105 | 0.10 | 0.80184 | 0.86184 | 0.78984 | ||
| 210 | 2012.05.10 10:30 | close | 105 | 0.10 | 0.80357 | 0.86184 | 0.78984 | -2697.14 | 1606194.23 |
| 211 | 2012.05.10 10:30 | buy | 106 | 0.20 | 0.80356 | 0.79669 | 0.81547 | ||
| 212 | 2012.05.10 15:00 | close | 106 | 0.20 | 0.80138 | 0.79669 | 0.81547 | -6796.54 | 1599397.69 |
| 213 | 2012.05.10 15:00 | sell | 107 | 0.10 | 0.80143 | 0.86138 | 0.78938 | ||
| 214 | 2012.05.11 10:45 | close | 107 | 0.10 | 0.80248 | 0.86138 | 0.78938 | -1636.99 | 1597760.70 |
| 215 | 2012.05.11 10:45 | buy | 108 | 0.20 | 0.80244 | 0.79609 | 0.81438 | ||
| 216 | 2012.05.14 15:15 | close | 108 | 0.20 | 0.79990 | 0.79609 | 0.81438 | -7918.91 | 1589841.79 |
| 217 | 2012.05.14 15:15 | sell | 109 | 0.10 | 0.80006 | 0.85990 | 0.78790 | ||
| 218 | 2012.05.15 13:30 | close | 109 | 0.10 | 0.80088 | 0.85990 | 0.78790 | -1278.42 | 1588563.37 |
| 219 | 2012.05.15 13:30 | buy | 110 | 0.20 | 0.80086 | 0.79277 | 0.81278 | ||
| 220 | 2012.05.15 18:00 | close | 110 | 0.20 | 0.79653 | 0.79277 | 0.81278 | -13499.55 | 1575063.82 |
| 221 | 2012.05.15 18:00 | sell | 111 | 0.10 | 0.79650 | 0.85653 | 0.78453 | ||
| 222 | 2012.05.17 08:00 | close | 111 | 0.10 | 0.80079 | 0.85653 | 0.78453 | -6688.28 | 1568375.54 |
| 223 | 2012.05.17 08:00 | buy | 112 | 0.20 | 0.80082 | 0.79146 | 0.81269 | ||
| 224 | 2012.05.25 16:00 | close | 112 | 0.20 | 0.79820 | 0.79146 | 0.81269 | -8168.32 | 1560207.22 |
| 225 | 2012.05.25 16:00 | sell | 113 | 0.10 | 0.79822 | 0.85820 | 0.78620 | ||
| 226 | 2012.05.28 04:45 | close | 113 | 0.10 | 0.80199 | 0.85820 | 0.78620 | -5877.58 | 1554329.64 |
| 227 | 2012.05.28 04:45 | buy | 114 | 0.20 | 0.80200 | 0.79146 | 0.81389 | ||
| 228 | 2012.06.05 04:12 | t/p | 114 | 0.20 | 0.81389 | 0.79146 | 0.81389 | 37069.22 | 1591398.86 |
| 229 | 2012.06.05 09:00 | buy | 115 | 0.20 | 0.81340 | 0.79146 | 0.82530 | ||
| 230 | 2012.07.10 15:26 | s/l | 115 | 0.20 | 0.79146 | 0.79146 | 0.82530 | -68401.90 | 1522996.96 |
| 231 | 2012.07.10 16:45 | sell | 116 | 0.20 | 0.79094 | 0.85094 | 0.77894 | ||
| 232 | 2012.07.12 18:15 | close | 116 | 0.20 | 0.79128 | 0.85094 | 0.77894 | -1060.14 | 1521936.82 |
| 233 | 2012.07.12 18:15 | buy | 117 | 0.20 | 0.79126 | 0.78355 | 0.80318 | ||
| 234 | 2012.07.13 12:45 | close | 117 | 0.20 | 0.78965 | 0.78355 | 0.80318 | -5019.47 | 1516917.35 |
| 235 | 2012.07.13 12:45 | sell | 118 | 0.20 | 0.78969 | 0.84965 | 0.77765 | ||
| 236 | 2012.07.20 14:40 | t/p | 118 | 0.20 | 0.77765 | 0.84965 | 0.77765 | 37541.69 | 1554459.04 |
| 237 | 2012.07.20 16:00 | sell | 119 | 0.10 | 0.77822 | 0.83822 | 0.76622 | ||
| 238 | 2012.07.27 18:00 | close | 119 | 0.10 | 0.78723 | 0.83822 | 0.76622 | -14046.95 | 1540412.09 |
| 239 | 2012.07.27 18:00 | buy | 120 | 0.20 | 0.78724 | 0.77272 | 0.79913 | ||
| 240 | 2012.07.30 03:15 | close | 120 | 0.20 | 0.78167 | 0.77272 | 0.79913 | -17365.47 | 1523046.62 |
| 241 | 2012.07.30 03:15 | sell | 121 | 0.10 | 0.78167 | 0.84167 | 0.76967 | ||
| 242 | 2012.07.31 15:45 | close | 121 | 0.10 | 0.78526 | 0.84167 | 0.76967 | -5596.95 | 1517449.67 |
| 243 | 2012.07.31 15:45 | buy | 122 | 0.20 | 0.78523 | 0.77272 | 0.79716 | ||
| 244 | 2012.08.02 16:30 | close | 122 | 0.20 | 0.78448 | 0.77272 | 0.79716 | -2338.26 | 1515111.41 |
| 245 | 2012.08.02 16:30 | sell | 123 | 0.20 | 0.78447 | 0.84448 | 0.77248 | ||
| 246 | 2012.08.03 10:30 | close | 123 | 0.20 | 0.78625 | 0.84448 | 0.77248 | -5550.18 | 1509561.23 |
| 247 | 2012.08.03 10:30 | buy | 124 | 0.20 | 0.78630 | 0.77272 | 0.79815 | ||
| 248 | 2012.09.07 15:39 | t/p | 124 | 0.20 | 0.79815 | 0.77272 | 0.79815 | 36944.51 | 1546505.74 |
| 249 | 2012.09.07 15:45 | buy | 125 | 0.20 | 0.79811 | 0.77272 | 0.81001 | ||
| 250 | 2012.09.14 16:56 | t/p | 125 | 0.20 | 0.81001 | 0.77272 | 0.81001 | 37100.40 | 1583606.14 |
| 251 | 2012.09.14 17:00 | buy | 126 | 0.20 | 0.81024 | 0.77272 | 0.82214 | ||
| 252 | 2012.12.27 20:01 | t/p | 126 | 0.20 | 0.82214 | 0.77272 | 0.82214 | 37100.40 | 1620706.54 |
| 253 | 2012.12.27 20:15 | buy | 127 | 0.20 | 0.82188 | 0.77272 | 0.83378 | ||
| 254 | 2013.01.17 12:52 | t/p | 127 | 0.20 | 0.83378 | 0.77272 | 0.83378 | 37100.39 | 1657806.93 |
| 255 | 2013.01.17 13:00 | buy | 128 | 0.20 | 0.83346 | 0.77272 | 0.84536 | ||
| 256 | 2013.01.24 16:24 | t/p | 128 | 0.20 | 0.84536 | 0.77272 | 0.84536 | 37100.39 | 1694907.32 |
| 257 | 2013.01.24 16:45 | buy | 129 | 0.20 | 0.84620 | 0.77272 | 0.85810 | ||
| 258 | 2013.01.28 19:30 | t/p | 129 | 0.20 | 0.85810 | 0.77272 | 0.85810 | 37100.39 | 1732007.71 |
| 259 | 2013.02.11 10:45 | buy | 130 | 0.20 | 0.84823 | 0.77272 | 0.86013 | ||
| 260 | 2013.02.12 12:19 | t/p | 130 | 0.20 | 0.86013 | 0.77272 | 0.86013 | 37100.39 | 1769108.10 |
| 261 | 2013.02.21 06:45 | sell | 131 | 0.20 | 0.87086 | 0.91176 | 0.85886 | ||
| 262 | 2013.02.25 22:00 | close | 131 | 0.20 | 0.86489 | 0.91176 | 0.85886 | 18614.94 | 1787723.04 |
| 263 | 2013.02.28 13:30 | sell | 132 | 0.20 | 0.86526 | 0.91176 | 0.85326 | ||
| 264 | 2013.03.01 11:15 | close | 132 | 0.20 | 0.86299 | 0.91176 | 0.85326 | 7078.04 | 1794801.08 |
| 265 | 2013.03.08 13:15 | sell | 133 | 0.20 | 0.87094 | 0.91176 | 0.85894 | ||
| 266 | 2013.03.15 15:45 | close | 133 | 0.20 | 0.86332 | 0.91176 | 0.85894 | 23759.77 | 1818560.85 |
| 267 | 2013.03.26 14:00 | buy | 134 | 0.20 | 0.84854 | 0.77272 | 0.86044 | ||
| 268 | 2013.04.17 11:31 | t/p | 134 | 0.20 | 0.86044 | 0.77272 | 0.86044 | 37100.39 | 1855661.24 |
| 269 | 2013.04.26 10:45 | buy | 135 | 0.20 | 0.84421 | 0.77272 | 0.85611 | ||
| 270 | 2013.05.22 11:30 | t/p | 135 | 0.20 | 0.85611 | 0.77272 | 0.85611 | 37100.39 | 1892761.63 |
| 271 | 2013.06.06 16:45 | buy | 136 | 0.20 | 0.85033 | 0.77272 | 0.86223 | ||
| 272 | 2013.07.04 14:16 | t/p | 136 | 0.20 | 0.86223 | 0.77272 | 0.86223 | 37100.40 | 1929862.03 |
| 273 | 2013.07.17 12:15 | sell | 137 | 0.20 | 0.86554 | 0.91176 | 0.85354 | ||
| 274 | 2013.07.18 09:15 | close | 137 | 0.20 | 0.86349 | 0.91176 | 0.85354 | 6392.06 | 1936254.09 |
| 275 | 2013.08.01 10:30 | sell | 138 | 0.20 | 0.87386 | 0.91176 | 0.86186 | ||
| 276 | 2013.08.06 10:00 | close | 138 | 0.20 | 0.86427 | 0.91176 | 0.86186 | 29902.39 | 1966156.48 |
| 277 | 2013.08.07 13:15 | sell | 139 | 0.20 | 0.86562 | 0.91011 | 0.85362 | ||
| 278 | 2013.08.08 10:15 | close | 139 | 0.20 | 0.86188 | 0.91011 | 0.85362 | 11661.62 | 1977818.10 |
| 279 | 2013.09.05 13:15 | buy | 140 | 0.20 | 0.84550 | 0.77272 | 0.85740 | ||
| 280 | 2013.10.29 17:22 | t/p | 140 | 0.20 | 0.85740 | 0.77272 | 0.85740 | 37100.39 | 2014918.49 |
| 281 | 2013.11.06 10:45 | buy | 141 | 0.20 | 0.84061 | 0.77272 | 0.85251 | ||
| 282 | 2014.06.10 16:30 | close | 141 | 0.20 | 0.80806 | 0.77272 | 0.85251 | -101480.48 | 1913438.01 |
| 283 | 2014.06.16 15:45 | buy | 142 | 0.20 | 0.79853 | 0.77272 | 0.81043 | ||
| 284 | 2015.01.15 04:10 | s/l | 142 | 0.20 | 0.77272 | 0.77272 | 0.81043 | -80467.32 | 1832970.69 |
| 285 | 2015.01.16 15:15 | sell | 143 | 0.10 | 0.76190 | 0.82190 | 0.74990 | ||
| 286 | 2015.01.19 11:00 | close | 143 | 0.10 | 0.76388 | 0.82190 | 0.74990 | -3086.90 | 1829883.79 |
| 287 | 2015.01.19 11:00 | buy | 144 | 0.20 | 0.76389 | 0.75597 | 0.77578 | ||
| 288 | 2015.01.22 18:30 | close | 144 | 0.20 | 0.75830 | 0.75597 | 0.77578 | -17427.84 | 1812455.95 |
| 289 | 2015.01.22 18:30 | sell | 145 | 0.10 | 0.75832 | 0.81830 | 0.74630 | ||
| 290 | 2015.01.23 16:00 | t/p | 145 | 0.10 | 0.74630 | 0.81830 | 0.74630 | 18739.66 | 1831195.61 |
| 291 | 2015.01.23 16:30 | sell | 146 | 0.10 | 0.74535 | 0.80535 | 0.73335 | ||
| 292 | 2015.02.03 18:30 | close | 146 | 0.10 | 0.75693 | 0.80535 | 0.73335 | -18053.69 | 1813141.92 |
| 293 | 2015.02.03 18:30 | buy | 147 | 0.20 | 0.75694 | 0.73688 | 0.76883 | ||
| 294 | 2015.02.04 12:30 | close | 147 | 0.20 | 0.75574 | 0.73688 | 0.76883 | -3741.22 | 1809400.70 |
| 295 | 2015.02.04 12:30 | sell | 148 | 0.20 | 0.75575 | 0.81574 | 0.74374 | ||
| 296 | 2015.02.06 17:30 | t/p | 148 | 0.20 | 0.74374 | 0.81574 | 0.74374 | 37448.14 | 1846848.84 |
| 297 | 2015.02.06 17:30 | sell | 149 | 0.10 | 0.74230 | 0.80599 | 0.73399 | ||
| 298 | 2015.02.23 20:31 | t/p | 149 | 0.10 | 0.73399 | 0.80599 | 0.73399 | 12955.62 | 1859804.46 |
| 299 | 2015.02.23 20:45 | sell | 150 | 0.10 | 0.73346 | 0.79346 | 0.72146 | ||
| 300 | 2015.03.06 13:17 | t/p | 150 | 0.10 | 0.72146 | 0.79346 | 0.72146 | 18708.48 | 1878512.94 |