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 |
| 301 | 2015.03.06 14:00 | sell | 151 | 0.10 | 0.72151 | 0.78151 | 0.70951 | ||
| 302 | 2015.03.10 20:05 | t/p | 151 | 0.10 | 0.70951 | 0.78151 | 0.70951 | 18708.48 | 1897221.42 |
| 303 | 2015.03.10 20:30 | sell | 152 | 0.10 | 0.71000 | 0.77000 | 0.69800 | ||
| 304 | 2015.03.25 11:00 | sell | 153 | 0.10 | 0.73433 | 0.79433 | 0.72233 | ||
| 305 | 2015.03.31 21:10 | t/p | 153 | 0.10 | 0.72233 | 0.79433 | 0.72233 | 18708.48 | 1915929.90 |
| 306 | 2015.04.06 10:45 | sell | 154 | 0.10 | 0.73521 | 0.79521 | 0.72321 | ||
| 307 | 2015.04.08 18:53 | t/p | 154 | 0.10 | 0.72321 | 0.79521 | 0.72321 | 18708.48 | 1934638.38 |
| 308 | 2015.04.08 22:00 | sell | 155 | 0.10 | 0.72509 | 0.78509 | 0.71309 | ||
| 309 | 2015.04.22 16:13 | t/p | 155 | 0.10 | 0.71309 | 0.78509 | 0.71309 | 18708.48 | 1953346.86 |
| 310 | 2015.05.04 11:15 | sell | 156 | 0.10 | 0.73809 | 0.79809 | 0.72609 | ||
| 311 | 2015.05.08 06:21 | t/p | 156 | 0.10 | 0.72609 | 0.79809 | 0.72609 | 18708.48 | 1972055.34 |
| 312 | 2015.05.08 22:15 | sell | 157 | 0.10 | 0.72517 | 0.78517 | 0.71317 | ||
| 313 | 2015.05.13 12:32 | t/p | 157 | 0.10 | 0.71317 | 0.78517 | 0.71317 | 18708.48 | 1990763.82 |
| 314 | 2015.05.13 12:45 | sell | 158 | 0.10 | 0.71430 | 0.77430 | 0.70230 | ||
| 315 | 2015.05.30 00:15 | close | 152 | 0.10 | 0.71867 | 0.77000 | 0.69800 | -13516.88 | 1977246.94 |
| 316 | 2015.05.30 00:15 | close | 158 | 0.10 | 0.71867 | 0.77430 | 0.70230 | -6813.01 | 1970433.93 |
| 317 | 2015.05.30 00:15 | buy | 159 | 0.20 | 0.71869 | 0.69788 | 0.73057 | ||
| 318 | 2015.06.03 17:13 | t/p | 159 | 0.20 | 0.73057 | 0.69788 | 0.73057 | 37038.04 | 2007471.97 |
| 319 | 2015.06.03 17:30 | buy | 160 | 0.20 | 0.73069 | 0.69788 | 0.74259 | ||
| 320 | 2015.07.16 11:38 | s/l | 160 | 0.20 | 0.69788 | 0.69788 | 0.74259 | -102291.08 | 1905180.89 |
| 321 | 2015.07.17 15:00 | buy | 161 | 0.20 | 0.69743 | 0.69084 | 0.70933 | ||
| 322 | 2015.07.23 20:21 | t/p | 161 | 0.20 | 0.70933 | 0.69084 | 0.70933 | 37100.39 | 1942281.28 |
| 323 | 2015.07.23 20:30 | buy | 162 | 0.20 | 0.70872 | 0.69005 | 0.72062 | ||
| 324 | 2015.08.21 16:34 | t/p | 162 | 0.20 | 0.72062 | 0.69005 | 0.72062 | 37100.39 | 1979381.67 |
| 325 | 2015.08.21 16:45 | buy | 163 | 0.20 | 0.72116 | 0.69005 | 0.73306 | ||
| 326 | 2015.08.24 10:48 | t/p | 163 | 0.20 | 0.73306 | 0.69005 | 0.73306 | 37100.39 | 2016482.06 |
| 327 | 2015.08.24 11:00 | buy | 164 | 0.20 | 0.73340 | 0.69005 | 0.74530 | ||
| 328 | 2015.10.13 12:16 | t/p | 164 | 0.20 | 0.74530 | 0.69005 | 0.74530 | 37100.39 | 2053582.45 |
| 329 | 2015.10.13 12:30 | buy | 165 | 0.20 | 0.74570 | 0.69005 | 0.75760 | ||
| 330 | 2015.12.03 17:45 | close | 165 | 0.20 | 0.72350 | 0.69005 | 0.75760 | -69212.50 | 1984369.95 |
| 331 | 2015.12.03 18:00 | buy | 166 | 0.20 | 0.71961 | 0.69005 | 0.73151 | ||
| 332 | 2015.12.03 20:30 | close | 166 | 0.20 | 0.72214 | 0.69005 | 0.73151 | 7887.74 | 1992257.69 |
| 333 | 2015.12.03 20:30 | buy | 167 | 0.20 | 0.72224 | 0.69005 | 0.73414 | ||
| 334 | 2015.12.03 20:45 | close | 167 | 0.20 | 0.72262 | 0.69005 | 0.73414 | 1184.72 | 1993442.41 |
| 335 | 2015.12.03 20:45 | buy | 168 | 0.20 | 0.72272 | 0.69005 | 0.73462 | ||
| 336 | 2015.12.03 21:00 | close | 168 | 0.20 | 0.72247 | 0.69005 | 0.73462 | -779.42 | 1992662.99 |
| 337 | 2015.12.03 21:00 | buy | 169 | 0.20 | 0.72257 | 0.69005 | 0.73447 | ||
| 338 | 2015.12.21 20:34 | t/p | 169 | 0.20 | 0.73447 | 0.69005 | 0.73447 | 37100.39 | 2029763.38 |
| 339 | 2015.12.21 21:15 | buy | 170 | 0.20 | 0.73307 | 0.69005 | 0.74497 | ||
| 340 | 2016.01.07 14:21 | t/p | 170 | 0.20 | 0.74497 | 0.69005 | 0.74497 | 37100.39 | 2066863.77 |
| 341 | 2016.01.07 14:30 | buy | 171 | 0.20 | 0.74529 | 0.69005 | 0.75719 | ||
| 342 | 2016.01.14 12:54 | t/p | 171 | 0.20 | 0.75719 | 0.69005 | 0.75719 | 37100.39 | 2103964.16 |
| 343 | 2016.01.14 13:30 | buy | 172 | 0.20 | 0.75741 | 0.69005 | 0.76931 | ||
| 344 | 2016.01.15 21:25 | t/p | 172 | 0.20 | 0.76931 | 0.69005 | 0.76931 | 37100.39 | 2141064.55 |
| 345 | 2016.01.15 21:30 | buy | 173 | 0.20 | 0.76871 | 0.69005 | 0.78061 | ||
| 346 | 2016.02.09 17:27 | t/p | 173 | 0.20 | 0.78061 | 0.69005 | 0.78061 | 37100.39 | 2178164.94 |
| 347 | 2016.02.09 17:30 | buy | 174 | 0.20 | 0.78043 | 0.69005 | 0.79233 | ||
| 348 | 2016.02.24 20:17 | t/p | 174 | 0.20 | 0.79233 | 0.69005 | 0.79233 | 37100.39 | 2215265.33 |
| 349 | 2016.03.02 13:00 | buy | 175 | 0.20 | 0.77905 | 0.69005 | 0.79095 | ||
| 350 | 2016.03.10 21:30 | close | 175 | 0.20 | 0.78188 | 0.69005 | 0.79095 | 8823.04 | 2224088.37 |
| 351 | 2016.03.10 21:30 | buy | 176 | 0.20 | 0.78198 | 0.69005 | 0.79388 | ||
| 352 | 2016.03.10 21:45 | close | 176 | 0.20 | 0.78426 | 0.69005 | 0.79388 | 7108.31 | 2231196.68 |
| 353 | 2016.03.14 23:45 | buy | 177 | 0.20 | 0.77629 | 0.69005 | 0.78819 | ||
| 354 | 2016.03.16 16:48 | t/p | 177 | 0.20 | 0.78819 | 0.69005 | 0.78819 | 37100.39 | 2268297.07 |
| 355 | 2016.03.21 05:30 | buy | 178 | 0.20 | 0.78089 | 0.69005 | 0.79279 | ||
| 356 | 2016.03.23 21:05 | t/p | 178 | 0.20 | 0.79279 | 0.69005 | 0.79279 | 37100.39 | 2305397.46 |
| 357 | 2016.04.06 11:45 | sell | 179 | 0.20 | 0.80273 | 0.84348 | 0.79073 | ||
| 358 | 2016.04.14 07:15 | close | 179 | 0.20 | 0.79623 | 0.84348 | 0.79073 | 20267.52 | 2325664.98 |
| 359 | 2016.04.27 09:15 | buy | 180 | 0.20 | 0.77532 | 0.69005 | 0.78722 | ||
| 360 | 2016.05.03 12:43 | t/p | 180 | 0.20 | 0.78722 | 0.69005 | 0.78722 | 37100.39 | 2362765.37 |
| 361 | 2016.05.20 11:15 | buy | 181 | 0.20 | 0.77088 | 0.69005 | 0.78278 | ||
| 362 | 2016.06.04 00:12 | t/p | 181 | 0.20 | 0.78278 | 0.69005 | 0.78278 | 37100.39 | 2399865.76 |
| 363 | 2016.06.22 12:45 | buy | 182 | 0.20 | 0.76881 | 0.69005 | 0.78071 | ||
| 364 | 2016.06.24 03:17 | t/p | 182 | 0.20 | 0.78071 | 0.69005 | 0.78071 | 37100.39 | 2436966.15 |
| 365 | 2016.06.24 03:45 | buy | 183 | 0.20 | 0.77503 | 0.69005 | 0.78693 | ||
| 366 | 2016.06.24 05:06 | t/p | 183 | 0.20 | 0.78693 | 0.69005 | 0.78693 | 37100.39 | 2474066.54 |
| 367 | 2016.06.27 11:30 | buy | 184 | 0.20 | 0.82193 | 0.76183 | 0.83383 | ||
| 368 | 2016.06.27 13:55 | t/p | 184 | 0.20 | 0.83383 | 0.76183 | 0.83383 | 37100.39 | 2511166.93 |
| 369 | 2016.06.27 14:00 | buy | 185 | 0.20 | 0.83136 | 0.77126 | 0.84326 | ||
| 370 | 2016.07.05 10:50 | t/p | 185 | 0.20 | 0.84326 | 0.77126 | 0.84326 | 37100.40 | 2548267.33 |
| 371 | 2016.07.05 10:50 | buy | 186 | 0.10 | 0.84347 | 0.78280 | 0.85480 | ||
| 372 | 2016.07.06 05:54 | t/p | 186 | 0.10 | 0.85480 | 0.78280 | 0.85480 | 17661.66 | 2565928.99 |
| 373 | 2016.07.06 06:30 | buy | 187 | 0.10 | 0.85863 | 0.79853 | 0.87053 | ||
| 374 | 2016.07.13 15:45 | buy | 188 | 0.10 | 0.83503 | 0.77493 | 0.84693 | ||
| 375 | 2016.07.14 03:16 | t/p | 188 | 0.10 | 0.84693 | 0.77493 | 0.84693 | 18550.19 | 2584479.18 |
| 376 | 2016.07.15 14:15 | buy | 189 | 0.10 | 0.83458 | 0.77448 | 0.84648 | ||
| 377 | 2016.07.29 17:53 | t/p | 189 | 0.10 | 0.84648 | 0.77448 | 0.84648 | 18550.19 | 2603029.37 |
| 378 | 2016.07.29 18:00 | buy | 190 | 0.10 | 0.84615 | 0.78605 | 0.85805 | ||
| 379 | 2016.08.10 17:48 | t/p | 190 | 0.10 | 0.85805 | 0.78605 | 0.85805 | 18550.19 | 2621579.56 |
| 380 | 2016.08.16 10:42 | t/p | 187 | 0.10 | 0.87053 | 0.79853 | 0.87053 | 18550.20 | 2640129.76 |
| 381 | 2016.08.16 10:45 | buy | 191 | 0.10 | 0.87069 | 0.81059 | 0.88259 | ||
| 382 | 2016.08.25 10:30 | buy | 192 | 0.10 | 0.85270 | 0.79260 | 0.86460 | ||
| 383 | 2016.09.23 14:56 | t/p | 192 | 0.10 | 0.86460 | 0.79260 | 0.86460 | 18550.19 | 2658679.95 |
| 384 | 2016.09.23 15:00 | buy | 193 | 0.10 | 0.86511 | 0.80501 | 0.87701 | ||
| 385 | 2016.10.04 19:39 | t/p | 193 | 0.10 | 0.87701 | 0.80501 | 0.87701 | 18550.20 | 2677230.15 |
| 386 | 2016.10.05 10:23 | t/p | 191 | 0.10 | 0.88259 | 0.81059 | 0.88259 | 18550.20 | 2695780.35 |
| 387 | 2016.10.05 10:45 | buy | 194 | 0.10 | 0.88356 | 0.82346 | 0.89546 | ||
| 388 | 2016.10.07 03:07 | t/p | 194 | 0.10 | 0.89546 | 0.82346 | 0.89546 | 18550.20 | 2714330.55 |
| 389 | 2016.10.07 03:30 | buy | 195 | 0.10 | 0.90145 | 0.84135 | 0.91335 | ||
| 390 | 2016.10.07 04:00 | close | 195 | 0.10 | 0.89922 | 0.84135 | 0.91335 | -3476.22 | 2710854.33 |
| 391 | 2016.10.07 04:30 | buy | 196 | 0.10 | 0.89448 | 0.83438 | 0.90638 | ||
| 392 | 2016.10.07 05:30 | close | 196 | 0.10 | 0.89936 | 0.83438 | 0.90638 | 7607.14 | 2718461.47 |
| 393 | 2016.10.08 00:15 | buy | 197 | 0.10 | 0.90079 | 0.84069 | 0.91269 | ||
| 394 | 2016.10.11 21:01 | t/p | 197 | 0.10 | 0.91269 | 0.84069 | 0.91269 | 18550.20 | 2737011.67 |
| 395 | 2016.10.11 21:30 | buy | 198 | 0.10 | 0.91175 | 0.85165 | 0.92365 | ||
| 396 | 2016.11.05 00:00 | buy | 199 | 0.10 | 0.89015 | 0.83005 | 0.90205 | ||
| 397 | 2016.11.09 09:53 | t/p | 199 | 0.10 | 0.90205 | 0.83005 | 0.90205 | 18550.19 | 2755561.86 |
| 398 | 2016.11.14 11:45 | buy | 200 | 0.10 | 0.86190 | 0.80180 | 0.87380 | ||
| 399 | 2016.11.21 17:26 | s/l | 198 | 0.10 | 0.85165 | 0.85165 | 0.92365 | -93686.28 | 2661875.58 |
| 400 | 2016.11.22 13:00 | buy | 201 | 0.10 | 0.85245 | 0.79235 | 0.86435 | ||
| 401 | 2016.12.30 03:40 | t/p | 201 | 0.10 | 0.86435 | 0.79235 | 0.86435 | 18550.19 | 2680425.77 |
| 402 | 2016.12.30 04:00 | buy | 202 | 0.10 | 0.86011 | 0.80001 | 0.87201 | ||
| 403 | 2017.01.10 04:50 | t/p | 202 | 0.10 | 0.87201 | 0.80001 | 0.87201 | 18550.20 | 2698975.97 |
| 404 | 2017.01.10 05:45 | buy | 203 | 0.10 | 0.87194 | 0.81184 | 0.88384 | ||
| 405 | 2017.01.10 12:16 | t/p | 200 | 0.10 | 0.87380 | 0.80180 | 0.87380 | 18550.19 | 2717526.16 |
| 406 | 2017.01.10 13:00 | buy | 204 | 0.10 | 0.87484 | 0.81474 | 0.88674 | ||
| 407 | 2017.01.16 02:02 | t/p | 203 | 0.10 | 0.88384 | 0.81184 | 0.88384 | 18550.20 | 2736076.36 |
| 408 | 2017.01.16 03:15 | buy | 205 | 0.10 | 0.88321 | 0.82311 | 0.89511 | ||
| 409 | 2017.06.28 09:49 | t/p | 204 | 0.10 | 0.88674 | 0.81474 | 0.88674 | 18550.19 | 2754626.55 |
| 410 | 2017.06.28 10:00 | buy | 206 | 0.10 | 0.88716 | 0.82706 | 0.89906 | ||
| 411 | 2017.07.20 18:31 | t/p | 205 | 0.10 | 0.89511 | 0.82311 | 0.89511 | 18550.19 | 2773176.74 |
| 412 | 2017.07.20 19:15 | buy | 207 | 0.10 | 0.89553 | 0.83543 | 0.90743 | ||
| 413 | 2017.07.21 19:20 | t/p | 206 | 0.10 | 0.89906 | 0.82706 | 0.89906 | 18550.20 | 2791726.94 |
| 414 | 2017.07.21 19:30 | buy | 208 | 0.10 | 0.89885 | 0.83875 | 0.91075 | ||
| 415 | 2017.07.27 13:15 | close | 207 | 0.10 | 0.89214 | 0.83543 | 0.90743 | -5284.47 | 2786442.47 |
| 416 | 2017.07.27 13:15 | close | 208 | 0.10 | 0.89214 | 0.83875 | 0.91075 | -10459.81 | 2775982.66 |
| 417 | 2017.07.27 13:15 | sell | 209 | 0.20 | 0.89213 | 0.93400 | 0.88014 | ||
| 418 | 2017.09.15 13:20 | t/p | 209 | 0.20 | 0.88014 | 0.93400 | 0.88014 | 37385.78 | 2813368.44 |
| 419 | 2017.09.15 13:45 | sell | 210 | 0.20 | 0.88132 | 0.93410 | 0.86932 | ||
| 420 | 2017.12.08 12:14 | t/p | 210 | 0.20 | 0.86932 | 0.93410 | 0.86932 | 37416.96 | 2850785.40 |
| 421 | 2017.12.12 12:15 | sell | 211 | 0.20 | 0.88190 | 0.93410 | 0.86990 | ||
| 422 | 2018.01.23 14:15 | close | 211 | 0.20 | 0.87849 | 0.93410 | 0.86990 | 10632.65 | 2861418.05 |
| 423 | 2018.02.07 11:15 | sell | 212 | 0.20 | 0.88691 | 0.93410 | 0.87491 | ||
| 424 | 2018.02.08 16:05 | t/p | 212 | 0.20 | 0.87491 | 0.93410 | 0.87491 | 37416.96 | 2898835.01 |
| 425 | 2018.02.12 12:45 | sell | 213 | 0.20 | 0.88527 | 0.93410 | 0.87327 | ||
| 426 | 2018.02.21 12:30 | close | 213 | 0.20 | 0.88250 | 0.93410 | 0.87327 | 8637.08 | 2907472.09 |
| 427 | 2018.03.01 16:30 | sell | 214 | 0.20 | 0.88540 | 0.93410 | 0.87340 | ||
| 428 | 2018.03.21 13:31 | t/p | 214 | 0.20 | 0.87340 | 0.93410 | 0.87340 | 37416.96 | 2944889.05 |
| 429 | 2018.04.17 12:45 | buy | 215 | 0.20 | 0.86434 | 0.75296 | 0.87624 | ||
| 430 | 2018.04.19 21:34 | t/p | 215 | 0.20 | 0.87624 | 0.75296 | 0.87624 | 37100.39 | 2981989.44 |
| 431 | 2018.07.19 10:15 | sell | 216 | 0.20 | 0.89053 | 0.93410 | 0.87853 | ||
| 432 | 2018.07.25 12:45 | close | 216 | 0.20 | 0.88963 | 0.93410 | 0.87853 | 2806.27 | 2984795.71 |
| 433 | 2018.07.31 11:45 | sell | 217 | 0.20 | 0.89106 | 0.93410 | 0.87906 | ||
| 434 | 2018.08.06 10:45 | close | 217 | 0.20 | 0.89089 | 0.93410 | 0.87906 | 530.07 | 2985325.78 |
| 435 | 2018.08.09 12:00 | sell | 218 | 0.20 | 0.89986 | 0.93410 | 0.88786 | ||
| 436 | 2018.09.11 12:00 | close | 218 | 0.20 | 0.89059 | 0.93410 | 0.88786 | 28904.60 | 3014230.38 |
| 437 | 2018.09.24 10:45 | sell | 219 | 0.20 | 0.89545 | 0.93410 | 0.88345 | ||
| 438 | 2018.09.28 17:15 | close | 219 | 0.20 | 0.89096 | 0.93410 | 0.88345 | 14000.18 | 3028230.56 |
| 439 | 2018.10.08 13:45 | buy | 220 | 0.20 | 0.88000 | 0.82690 | 0.89190 | ||
| 440 | 2018.10.30 17:49 | t/p | 220 | 0.20 | 0.89190 | 0.82690 | 0.89190 | 37100.39 | 3065330.95 |
| 441 | 2018.10.31 11:00 | sell | 221 | 0.20 | 0.89170 | 0.93410 | 0.87970 | ||
| 442 | 2018.11.01 18:46 | t/p | 221 | 0.20 | 0.87970 | 0.93410 | 0.87970 | 37416.96 | 3102747.91 |
| 443 | 2018.11.02 14:00 | buy | 222 | 0.20 | 0.87884 | 0.82690 | 0.89074 | ||
| 444 | 2018.11.19 13:51 | t/p | 222 | 0.20 | 0.89074 | 0.82690 | 0.89074 | 37100.39 | 3139848.30 |
| 445 | 2018.12.11 10:30 | sell | 223 | 0.20 | 0.90299 | 0.93410 | 0.89099 | ||
| 446 | 2019.01.03 00:31 | t/p | 223 | 0.20 | 0.89099 | 0.93410 | 0.89099 | 37416.96 | 3177265.26 |
| 447 | 2019.01.03 19:00 | sell | 224 | 0.20 | 0.90231 | 0.93410 | 0.89031 | ||
| 448 | 2019.01.14 17:49 | t/p | 224 | 0.20 | 0.89031 | 0.93410 | 0.89031 | 37416.96 | 3214682.22 |
| 449 | 2019.01.18 11:00 | buy | 225 | 0.20 | 0.88056 | 0.82774 | 0.89246 | ||
| 450 | 2019.06.10 14:04 | t/p | 225 | 0.20 | 0.89246 | 0.82774 | 0.89246 | 37100.39 | 3251782.61 |