Strategy Tester Report
EA_BBbandW_M15_forAN_1.00
| 通貨ペア | AUDNZD (Australian Dollar vs New Zealand Dollar) | ||||
| 期間 | 15分足(M15) 2007.05.01 00:00 - 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=43106001; LotsL1=0.1; LotsL2=0.3; 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 | 336008 | モデルティック数 | 244177977 | モデリング品質 | 90.00% |
| 不整合チャートエラー | 2 | ||||
| 初期証拠金 | 500000.00 | スプレッド | 28 | ||
| 純益 | 2291636.66 | 総利益 | 3716781.81 | 総損失 | -1425145.15 |
| プロフィットファクタ | 2.61 | 期待利得 | 7139.06 | ||
| 絶対ドローダウン | 63962.04 | 最大ドローダウン | 280521.77 (32.19%) | 相対ドローダウン | 32.19% (280521.77) |
| 総取引数 | 321 | 売りポジション(勝率%） | 107 (85.05%) | 買いポジション(勝率%） | 214 (81.78%) |
| 勝率(%) | 266 (82.87%) | 負率 (%) | 55 (17.13%) | ||
| 最大 | 勝トレード | 19118.88 | 敗トレード | -138634.83 | |
| 平均 | 勝トレード | 13972.86 | 敗トレード | -25911.73 | |
| 最大 | 連勝(金額) | 25 (398077.73) | 連敗(金額) | 4 (-100006.84) | |
| 最大 | 連勝(トレード数) | 398077.73 (25) | 連敗(トレード数) | -184026.21 (3) | |
| 平均 | 連勝 | 8 | 連敗 | 2 | |
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 | 2007.05.03 17:00 | buy | 1 | 0.30 | 1.11878 | 1.04120 | 1.12650 | ||
| 2 | 2007.05.09 09:53 | t/p | 1 | 0.30 | 1.12650 | 1.04120 | 1.12650 | 18443.23 | 518443.23 |
| 3 | 2007.05.09 15:30 | buy | 2 | 0.30 | 1.12768 | 1.04120 | 1.13540 | ||
| 4 | 2007.05.10 15:56 | t/p | 2 | 0.30 | 1.13540 | 1.04120 | 1.13540 | 18443.24 | 536886.47 |
| 5 | 2007.05.10 19:15 | buy | 3 | 0.10 | 1.13758 | 1.04120 | 1.14530 | ||
| 6 | 2007.05.15 14:30 | buy | 4 | 0.20 | 1.12998 | 1.04120 | 1.13770 | ||
| 7 | 2007.08.10 04:08 | t/p | 4 | 0.20 | 1.13770 | 1.04120 | 1.13770 | 12295.49 | 549181.96 |
| 8 | 2007.08.14 06:08 | t/p | 3 | 0.10 | 1.14530 | 1.04120 | 1.14530 | 6147.74 | 555329.70 |
| 9 | 2007.09.10 08:00 | sell | 5 | 0.30 | 1.19260 | 1.36630 | 1.18460 | ||
| 10 | 2007.09.10 13:08 | t/p | 5 | 0.30 | 1.18460 | 1.36630 | 1.18460 | 19118.88 | 574448.58 |
| 11 | 2007.09.10 13:15 | sell | 6 | 0.30 | 1.18560 | 1.36630 | 1.17760 | ||
| 12 | 2007.09.12 02:14 | t/p | 6 | 0.30 | 1.17760 | 1.36630 | 1.17760 | 19118.88 | 593567.46 |
| 13 | 2007.09.12 02:30 | sell | 7 | 0.30 | 1.17720 | 1.36630 | 1.16920 | ||
| 14 | 2007.09.13 16:39 | t/p | 7 | 0.30 | 1.16920 | 1.36630 | 1.16920 | 19118.88 | 612686.34 |
| 15 | 2007.09.13 16:45 | sell | 8 | 0.30 | 1.16940 | 1.36630 | 1.16140 | ||
| 16 | 2007.09.20 13:41 | t/p | 8 | 0.30 | 1.16140 | 1.36630 | 1.16140 | 19118.88 | 631805.22 |
| 17 | 2007.09.27 06:00 | sell | 9 | 0.30 | 1.17200 | 1.36630 | 1.16400 | ||
| 18 | 2007.09.28 12:10 | t/p | 9 | 0.30 | 1.16400 | 1.36630 | 1.16400 | 19118.88 | 650924.10 |
| 19 | 2007.10.08 16:45 | sell | 10 | 0.30 | 1.17240 | 1.36630 | 1.16440 | ||
| 20 | 2007.10.12 20:58 | t/p | 10 | 0.30 | 1.16440 | 1.36630 | 1.16440 | 19118.88 | 670042.98 |
| 21 | 2007.10.17 18:15 | sell | 11 | 0.30 | 1.18580 | 1.36630 | 1.17780 | ||
| 22 | 2007.11.12 11:08 | t/p | 11 | 0.30 | 1.17780 | 1.36630 | 1.17780 | 19118.88 | 689161.86 |
| 23 | 2007.11.12 11:30 | sell | 12 | 0.30 | 1.17780 | 1.36630 | 1.16980 | ||
| 24 | 2007.11.14 22:45 | t/p | 12 | 0.30 | 1.16980 | 1.36630 | 1.16980 | 19118.88 | 708280.74 |
| 25 | 2007.11.30 16:00 | buy | 13 | 0.10 | 1.15038 | 1.04120 | 1.15810 | ||
| 26 | 2007.11.30 18:38 | t/p | 13 | 0.10 | 1.15810 | 1.04120 | 1.15810 | 6147.74 | 714428.48 |
| 27 | 2007.12.10 02:15 | buy | 14 | 0.30 | 1.13168 | 1.04120 | 1.13940 | ||
| 28 | 2007.12.18 01:01 | t/p | 14 | 0.30 | 1.13940 | 1.04120 | 1.13940 | 18443.24 | 732871.72 |
| 29 | 2007.12.19 02:30 | buy | 15 | 0.30 | 1.14168 | 1.04120 | 1.14940 | ||
| 30 | 2008.01.09 01:41 | t/p | 15 | 0.30 | 1.14940 | 1.04120 | 1.14940 | 18443.24 | 751314.96 |
| 31 | 2008.01.09 02:00 | buy | 16 | 0.30 | 1.14808 | 1.04120 | 1.15580 | ||
| 32 | 2008.01.18 14:49 | t/p | 16 | 0.30 | 1.15580 | 1.04120 | 1.15580 | 18443.24 | 769758.20 |
| 33 | 2008.01.18 15:00 | buy | 17 | 0.10 | 1.15448 | 1.04120 | 1.16220 | ||
| 34 | 2008.01.24 00:15 | buy | 18 | 0.20 | 1.14368 | 1.04120 | 1.15140 | ||
| 35 | 2008.02.15 05:59 | t/p | 18 | 0.20 | 1.15140 | 1.04120 | 1.15140 | 12295.49 | 782053.69 |
| 36 | 2008.02.26 04:00 | buy | 19 | 0.20 | 1.14498 | 1.04120 | 1.15270 | ||
| 37 | 2008.02.27 18:32 | t/p | 19 | 0.20 | 1.15270 | 1.04120 | 1.15270 | 12295.49 | 794349.18 |
| 38 | 2008.02.27 19:15 | buy | 20 | 0.20 | 1.15128 | 1.04120 | 1.15900 | ||
| 39 | 2008.02.28 13:08 | t/p | 20 | 0.20 | 1.15900 | 1.04120 | 1.15900 | 12295.49 | 806644.67 |
| 40 | 2008.02.28 17:04 | t/p | 17 | 0.10 | 1.16220 | 1.04120 | 1.16220 | 6147.75 | 812792.42 |
| 41 | 2008.03.24 09:00 | buy | 21 | 0.30 | 1.14088 | 1.04120 | 1.14860 | ||
| 42 | 2008.03.28 16:14 | t/p | 21 | 0.30 | 1.14860 | 1.04120 | 1.14860 | 18443.23 | 831235.65 |
| 43 | 2008.03.28 16:30 | buy | 22 | 0.30 | 1.14868 | 1.04120 | 1.15640 | ||
| 44 | 2008.03.31 00:44 | t/p | 22 | 0.30 | 1.15640 | 1.04120 | 1.15640 | 18443.24 | 849678.89 |
| 45 | 2008.03.31 00:45 | buy | 23 | 0.10 | 1.15548 | 1.04120 | 1.16320 | ||
| 46 | 2008.03.31 23:53 | t/p | 23 | 0.10 | 1.16320 | 1.04120 | 1.16320 | 6147.75 | 855826.64 |
| 47 | 2008.04.03 01:00 | buy | 24 | 0.10 | 1.15908 | 1.04120 | 1.16680 | ||
| 48 | 2008.04.03 22:36 | t/p | 24 | 0.10 | 1.16680 | 1.04120 | 1.16680 | 6147.74 | 861974.38 |
| 49 | 2008.04.18 14:45 | sell | 25 | 0.30 | 1.18140 | 1.36630 | 1.17340 | ||
| 50 | 2008.05.22 06:30 | close | 25 | 0.30 | 1.22148 | 1.36630 | 1.17340 | -95785.59 | 766188.79 |
| 51 | 2008.05.22 06:45 | sell | 26 | 0.30 | 1.22230 | 1.36630 | 1.21430 | ||
| 52 | 2008.05.27 04:59 | t/p | 26 | 0.30 | 1.21430 | 1.36630 | 1.21430 | 19118.88 | 785307.67 |
| 53 | 2008.05.27 05:45 | sell | 27 | 0.30 | 1.21550 | 1.36630 | 1.20750 | ||
| 54 | 2008.09.09 08:20 | t/p | 27 | 0.30 | 1.20750 | 1.36630 | 1.20750 | 19118.88 | 804426.55 |
| 55 | 2008.09.15 14:45 | sell | 28 | 0.30 | 1.22290 | 1.36630 | 1.21490 | ||
| 56 | 2008.09.16 00:46 | t/p | 28 | 0.30 | 1.21490 | 1.36630 | 1.21490 | 19118.88 | 823545.43 |
| 57 | 2008.09.16 01:15 | sell | 29 | 0.30 | 1.21630 | 1.36630 | 1.20830 | ||
| 58 | 2008.09.16 10:12 | t/p | 29 | 0.30 | 1.20830 | 1.36630 | 1.20830 | 19118.88 | 842664.31 |
| 59 | 2008.09.24 17:45 | sell | 30 | 0.30 | 1.22010 | 1.36630 | 1.21210 | ||
| 60 | 2008.09.26 06:35 | t/p | 30 | 0.30 | 1.21210 | 1.36630 | 1.21210 | 19118.88 | 861783.19 |
| 61 | 2008.10.16 22:15 | buy | 31 | 0.30 | 1.11668 | 1.06080 | 1.12440 | ||
| 62 | 2008.10.17 04:14 | t/p | 31 | 0.30 | 1.12440 | 1.06080 | 1.12440 | 18443.24 | 880226.43 |
| 63 | 2008.10.17 04:30 | buy | 32 | 0.30 | 1.12258 | 1.06080 | 1.13030 | ||
| 64 | 2008.10.17 16:00 | close | 32 | 0.30 | 1.12540 | 1.06080 | 1.13030 | 6737.04 | 886963.47 |
| 65 | 2008.10.17 19:30 | buy | 33 | 0.30 | 1.13328 | 1.06080 | 1.14100 | ||
| 66 | 2008.10.20 09:00 | t/p | 33 | 0.30 | 1.14100 | 1.06080 | 1.14100 | 18443.23 | 905406.70 |
| 67 | 2008.10.22 14:15 | buy | 34 | 0.30 | 1.12988 | 1.06080 | 1.13760 | ||
| 68 | 2008.10.22 16:30 | t/p | 34 | 0.30 | 1.13760 | 1.06080 | 1.13760 | 18443.23 | 923849.93 |
| 69 | 2008.10.22 17:15 | buy | 35 | 0.30 | 1.13438 | 1.06080 | 1.14210 | ||
| 70 | 2008.10.22 20:15 | t/p | 35 | 0.30 | 1.14210 | 1.06080 | 1.14210 | 18443.23 | 942293.16 |
| 71 | 2008.10.22 20:30 | buy | 36 | 0.30 | 1.14228 | 1.06080 | 1.15000 | ||
| 72 | 2008.10.27 10:15 | close | 36 | 0.30 | 1.12840 | 1.06080 | 1.15000 | -33159.60 | 909133.56 |
| 73 | 2008.10.27 13:00 | buy | 37 | 0.30 | 1.12628 | 1.06080 | 1.13400 | ||
| 74 | 2008.10.28 17:08 | t/p | 37 | 0.30 | 1.13400 | 1.06080 | 1.13400 | 18443.23 | 927576.79 |
| 75 | 2008.10.28 17:30 | buy | 38 | 0.30 | 1.13838 | 1.06080 | 1.14610 | ||
| 76 | 2008.10.29 23:35 | t/p | 38 | 0.30 | 1.14610 | 1.06080 | 1.14610 | 18443.23 | 946020.02 |
| 77 | 2008.10.30 00:15 | buy | 39 | 0.30 | 1.15098 | 1.06080 | 1.15870 | ||
| 78 | 2008.10.30 03:25 | t/p | 39 | 0.30 | 1.15870 | 1.06080 | 1.15870 | 18443.23 | 964463.25 |
| 79 | 2008.11.03 03:30 | buy | 40 | 0.30 | 1.15098 | 1.06080 | 1.15870 | ||
| 80 | 2008.11.10 16:59 | t/p | 40 | 0.30 | 1.15870 | 1.06080 | 1.15870 | 18443.23 | 982906.48 |
| 81 | 2008.11.13 13:30 | buy | 41 | 0.30 | 1.14998 | 1.06080 | 1.15770 | ||
| 82 | 2008.11.13 19:48 | t/p | 41 | 0.30 | 1.15770 | 1.06080 | 1.15770 | 18443.23 | 1001349.71 |
| 83 | 2008.11.13 20:00 | buy | 42 | 0.30 | 1.15438 | 1.06080 | 1.16210 | ||
| 84 | 2008.11.13 22:20 | t/p | 42 | 0.30 | 1.16210 | 1.06080 | 1.16210 | 18443.23 | 1019792.94 |
| 85 | 2008.11.13 23:15 | buy | 43 | 0.30 | 1.16348 | 1.06080 | 1.17120 | ||
| 86 | 2008.11.14 13:10 | t/p | 43 | 0.30 | 1.17120 | 1.06080 | 1.17120 | 18443.23 | 1038236.17 |
| 87 | 2008.11.14 14:15 | buy | 44 | 0.30 | 1.17768 | 1.06080 | 1.18540 | ||
| 88 | 2008.11.18 16:18 | t/p | 44 | 0.30 | 1.18540 | 1.06080 | 1.18540 | 18443.24 | 1056679.41 |
| 89 | 2008.11.18 16:45 | buy | 45 | 0.30 | 1.18338 | 1.06080 | 1.19110 | ||
| 90 | 2008.11.24 18:57 | t/p | 45 | 0.30 | 1.19110 | 1.06080 | 1.19110 | 18443.23 | 1075122.64 |
| 91 | 2008.11.24 19:00 | buy | 46 | 0.30 | 1.18948 | 1.06080 | 1.19720 | ||
| 92 | 2008.12.01 08:37 | t/p | 46 | 0.30 | 1.19720 | 1.06080 | 1.19720 | 18443.23 | 1093565.87 |
| 93 | 2008.12.01 09:15 | buy | 47 | 0.30 | 1.19948 | 1.06920 | 1.20720 | ||
| 94 | 2008.12.01 19:47 | t/p | 47 | 0.30 | 1.20720 | 1.06920 | 1.20720 | 18443.23 | 1112009.10 |
| 95 | 2008.12.01 21:00 | buy | 48 | 0.30 | 1.20558 | 1.07530 | 1.21330 | ||
| 96 | 2008.12.02 14:36 | t/p | 48 | 0.30 | 1.21330 | 1.07530 | 1.21330 | 18443.24 | 1130452.34 |
| 97 | 2008.12.02 16:15 | buy | 49 | 0.30 | 1.21328 | 1.08300 | 1.22100 | ||
| 98 | 2008.12.08 04:13 | t/p | 49 | 0.30 | 1.22100 | 1.08300 | 1.22100 | 18443.23 | 1148895.57 |
| 99 | 2008.12.08 04:45 | buy | 50 | 0.30 | 1.22168 | 1.09140 | 1.22940 | ||
| 100 | 2009.01.26 04:23 | t/p | 50 | 0.30 | 1.22940 | 1.09140 | 1.22940 | 18443.24 | 1167338.81 |
| 101 | 2009.01.26 04:23 | buy | 51 | 0.30 | 1.23598 | 1.10570 | 1.24370 | ||
| 102 | 2009.01.26 04:30 | close | 51 | 0.30 | 1.23750 | 1.10570 | 1.24370 | 3631.31 | 1170970.12 |
| 103 | 2009.01.26 04:45 | buy | 52 | 0.10 | 1.23798 | 1.10770 | 1.24570 | ||
| 104 | 2009.01.26 05:00 | close | 52 | 0.10 | 1.23630 | 1.10770 | 1.24570 | -1337.85 | 1169632.27 |
| 105 | 2009.01.26 05:00 | buy | 53 | 0.30 | 1.23658 | 1.10630 | 1.24430 | ||
| 106 | 2009.01.26 05:15 | close | 53 | 0.30 | 1.23670 | 1.10630 | 1.24430 | 286.68 | 1169918.95 |
| 107 | 2009.01.26 05:15 | buy | 54 | 0.10 | 1.23698 | 1.10670 | 1.24470 | ||
| 108 | 2009.01.26 05:30 | close | 54 | 0.10 | 1.23660 | 1.10670 | 1.24470 | -302.61 | 1169616.34 |
| 109 | 2009.01.26 05:30 | buy | 55 | 0.10 | 1.23688 | 1.10660 | 1.24460 | ||
| 110 | 2009.01.26 05:45 | close | 55 | 0.10 | 1.23580 | 1.10660 | 1.24460 | -860.05 | 1168756.29 |
| 111 | 2009.01.26 05:45 | buy | 56 | 0.30 | 1.23608 | 1.10580 | 1.24380 | ||
| 112 | 2009.01.26 06:00 | close | 56 | 0.30 | 1.23720 | 1.10580 | 1.24380 | 2675.70 | 1171431.99 |
| 113 | 2009.01.26 06:15 | buy | 57 | 0.10 | 1.23868 | 1.10840 | 1.24640 | ||
| 114 | 2009.01.26 06:30 | close | 57 | 0.10 | 1.23800 | 1.10840 | 1.24640 | -541.51 | 1170890.48 |
| 115 | 2009.01.26 06:30 | buy | 58 | 0.10 | 1.23828 | 1.10800 | 1.24600 | ||
| 116 | 2009.01.26 09:45 | t/p | 58 | 0.10 | 1.24600 | 1.10800 | 1.24600 | 6147.74 | 1177038.22 |
| 117 | 2009.01.28 08:00 | buy | 59 | 0.10 | 1.25918 | 1.12890 | 1.26690 | ||
| 118 | 2009.01.28 21:13 | t/p | 59 | 0.10 | 1.26690 | 1.12890 | 1.26690 | 6147.75 | 1183185.97 |
| 119 | 2009.01.28 21:45 | buy | 60 | 0.10 | 1.26628 | 1.13600 | 1.27400 | ||
| 120 | 2009.01.28 22:00 | close | 60 | 0.10 | 1.26960 | 1.13600 | 1.27400 | 2643.84 | 1185829.81 |
| 121 | 2009.01.28 22:15 | buy | 61 | 0.10 | 1.26768 | 1.13740 | 1.27540 | ||
| 122 | 2009.01.29 05:10 | t/p | 61 | 0.10 | 1.27540 | 1.13740 | 1.27540 | 6147.75 | 1191977.56 |
| 123 | 2009.02.03 06:00 | buy | 62 | 0.10 | 1.26078 | 1.13050 | 1.26850 | ||
| 124 | 2009.02.03 20:09 | t/p | 62 | 0.10 | 1.26850 | 1.13050 | 1.26850 | 6147.74 | 1198125.30 |
| 125 | 2009.02.12 23:15 | buy | 63 | 0.10 | 1.25318 | 1.12290 | 1.26090 | ||
| 126 | 2009.02.17 09:24 | t/p | 63 | 0.10 | 1.26090 | 1.12290 | 1.26090 | 6147.75 | 1204273.05 |
| 127 | 2009.02.17 09:30 | buy | 64 | 0.10 | 1.25968 | 1.12940 | 1.26740 | ||
| 128 | 2009.02.19 23:45 | t/p | 64 | 0.10 | 1.26740 | 1.12940 | 1.26740 | 6147.75 | 1210420.80 |
| 129 | 2009.02.20 00:15 | buy | 65 | 0.10 | 1.26928 | 1.13900 | 1.27700 | ||
| 130 | 2009.02.26 15:43 | t/p | 65 | 0.10 | 1.27700 | 1.13900 | 1.27700 | 6147.74 | 1216568.54 |
| 131 | 2009.02.26 16:30 | buy | 66 | 0.10 | 1.27728 | 1.14700 | 1.28500 | ||
| 132 | 2009.03.02 07:20 | t/p | 66 | 0.10 | 1.28500 | 1.14700 | 1.28500 | 6147.74 | 1222716.28 |
| 133 | 2009.03.09 16:45 | buy | 67 | 0.10 | 1.27928 | 1.14900 | 1.28700 | ||
| 134 | 2009.03.10 09:57 | t/p | 67 | 0.10 | 1.28700 | 1.14900 | 1.28700 | 6147.74 | 1228864.02 |
| 135 | 2009.03.17 21:45 | buy | 68 | 0.30 | 1.24828 | 1.11800 | 1.25600 | ||
| 136 | 2009.03.31 23:00 | close | 68 | 0.30 | 1.23400 | 1.11800 | 1.25600 | -34115.21 | 1194748.81 |
| 137 | 2009.03.31 23:15 | buy | 69 | 0.30 | 1.23209 | 1.10181 | 1.23981 | ||
| 138 | 2009.04.01 00:01 | close | 69 | 0.30 | 1.23335 | 1.10181 | 1.23981 | 3010.17 | 1197758.98 |
| 139 | 2009.04.01 00:15 | buy | 70 | 0.30 | 1.23403 | 1.10375 | 1.24175 | ||
| 140 | 2009.04.01 00:30 | close | 70 | 0.30 | 1.23310 | 1.10375 | 1.24175 | -2221.79 | 1195537.19 |
| 141 | 2009.04.01 00:30 | buy | 71 | 0.30 | 1.23338 | 1.10310 | 1.24110 | ||
| 142 | 2009.04.01 07:42 | t/p | 71 | 0.30 | 1.24110 | 1.10310 | 1.24110 | 18443.23 | 1213980.42 |
| 143 | 2009.04.07 07:00 | buy | 72 | 0.30 | 1.22360 | 1.09332 | 1.23132 | ||
| 144 | 2009.04.07 11:17 | t/p | 72 | 0.30 | 1.23132 | 1.09332 | 1.23132 | 18443.24 | 1232423.66 |
| 145 | 2009.04.07 11:30 | buy | 73 | 0.30 | 1.22943 | 1.09915 | 1.23715 | ||
| 146 | 2009.04.07 16:00 | t/p | 73 | 0.30 | 1.23715 | 1.09915 | 1.23715 | 18443.23 | 1250866.89 |
| 147 | 2009.04.07 16:15 | buy | 74 | 0.30 | 1.23392 | 1.10364 | 1.24164 | ||
| 148 | 2009.04.14 16:40 | t/p | 74 | 0.30 | 1.24164 | 1.10364 | 1.24164 | 18443.23 | 1269310.12 |
| 149 | 2009.04.14 17:00 | buy | 75 | 0.30 | 1.24227 | 1.11199 | 1.24999 | ||
| 150 | 2009.04.15 16:12 | t/p | 75 | 0.30 | 1.24999 | 1.11199 | 1.24999 | 18443.23 | 1287753.35 |
1ページ目次へ