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 | |
| # | 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 | 2009.04.15 17:15 | buy | 76 | 0.30 | 1.25240 | 1.12212 | 1.26012 | ||
| 152 | 2009.04.16 02:32 | t/p | 76 | 0.30 | 1.26012 | 1.12212 | 1.26012 | 18443.23 | 1306196.58 |
| 153 | 2009.04.16 02:32 | buy | 77 | 0.10 | 1.26046 | 1.12865 | 1.26665 | ||
| 154 | 2009.04.16 10:19 | t/p | 77 | 0.10 | 1.26665 | 1.12865 | 1.26665 | 4929.34 | 1311125.92 |
| 155 | 2009.04.17 15:30 | buy | 78 | 0.10 | 1.26651 | 1.13623 | 1.27423 | ||
| 156 | 2009.04.17 22:37 | t/p | 78 | 0.10 | 1.27423 | 1.13623 | 1.27423 | 6147.75 | 1317273.67 |
| 157 | 2009.04.22 03:45 | buy | 79 | 0.10 | 1.26578 | 1.13550 | 1.27350 | ||
| 158 | 2009.04.22 21:04 | t/p | 79 | 0.10 | 1.27350 | 1.13550 | 1.27350 | 6147.74 | 1323421.41 |
| 159 | 2009.04.23 18:45 | buy | 80 | 0.10 | 1.27466 | 1.14438 | 1.28238 | ||
| 160 | 2009.04.29 23:00 | t/p | 80 | 0.10 | 1.28238 | 1.14438 | 1.28238 | 6147.75 | 1329569.16 |
| 161 | 2009.04.29 23:30 | buy | 81 | 0.10 | 1.28001 | 1.14973 | 1.28773 | ||
| 162 | 2009.04.29 23:45 | close | 81 | 0.10 | 1.28093 | 1.14973 | 1.28773 | 732.64 | 1330301.80 |
| 163 | 2009.04.30 00:00 | buy | 82 | 0.10 | 1.28195 | 1.15167 | 1.28967 | ||
| 164 | 2009.04.30 01:00 | close | 82 | 0.10 | 1.28318 | 1.15167 | 1.28967 | 979.50 | 1331281.30 |
| 165 | 2009.04.30 01:00 | buy | 83 | 0.10 | 1.28346 | 1.15318 | 1.29118 | ||
| 166 | 2009.04.30 01:30 | close | 83 | 0.10 | 1.28351 | 1.15318 | 1.29118 | 39.81 | 1331321.11 |
| 167 | 2009.04.30 01:45 | buy | 84 | 0.10 | 1.28368 | 1.15340 | 1.29140 | ||
| 168 | 2009.04.30 16:45 | t/p | 84 | 0.10 | 1.29140 | 1.15340 | 1.29140 | 6147.75 | 1337468.86 |
| 169 | 2009.05.04 17:30 | buy | 85 | 0.10 | 1.28497 | 1.15469 | 1.29269 | ||
| 170 | 2009.05.26 12:30 | buy | 86 | 0.20 | 1.26367 | 1.13339 | 1.27139 | ||
| 171 | 2009.05.28 04:11 | t/p | 86 | 0.20 | 1.27139 | 1.13339 | 1.27139 | 12295.49 | 1349764.35 |
| 172 | 2009.06.03 04:00 | buy | 87 | 0.20 | 1.25820 | 1.12792 | 1.26592 | ||
| 173 | 2009.06.03 11:09 | t/p | 87 | 0.20 | 1.26592 | 1.12792 | 1.26592 | 12295.49 | 1362059.84 |
| 174 | 2009.06.03 11:15 | buy | 88 | 0.20 | 1.26519 | 1.13491 | 1.27291 | ||
| 175 | 2009.06.08 16:00 | t/p | 88 | 0.20 | 1.27291 | 1.13491 | 1.27291 | 12295.49 | 1374355.33 |
| 176 | 2009.06.19 08:45 | buy | 89 | 0.20 | 1.25811 | 1.12783 | 1.26583 | ||
| 177 | 2009.07.02 14:30 | t/p | 89 | 0.20 | 1.26583 | 1.12783 | 1.26583 | 12295.49 | 1386650.82 |
| 178 | 2009.07.03 15:45 | buy | 90 | 0.20 | 1.26542 | 1.13514 | 1.27314 | ||
| 179 | 2009.09.08 11:45 | close | 85 | 0.10 | 1.23790 | 1.15469 | 1.29269 | -37483.72 | 1349167.10 |
| 180 | 2009.09.08 11:45 | close | 90 | 0.20 | 1.23790 | 1.13514 | 1.27314 | -43830.56 | 1305336.54 |
| 181 | 2009.09.08 11:45 | buy | 91 | 0.30 | 1.23818 | 1.17270 | 1.24590 | ||
| 182 | 2009.09.09 23:00 | t/p | 91 | 0.30 | 1.24590 | 1.17270 | 1.24590 | 18443.24 | 1323779.78 |
| 183 | 2009.09.17 14:30 | buy | 92 | 0.30 | 1.22738 | 1.17650 | 1.23510 | ||
| 184 | 2009.10.12 02:58 | t/p | 92 | 0.30 | 1.23510 | 1.17650 | 1.23510 | 18443.23 | 1342223.01 |
| 185 | 2009.10.12 03:15 | buy | 93 | 0.30 | 1.23628 | 1.19050 | 1.24400 | ||
| 186 | 2009.10.28 21:46 | t/p | 93 | 0.30 | 1.24400 | 1.19050 | 1.24400 | 18443.23 | 1360666.24 |
| 187 | 2009.10.28 22:00 | buy | 94 | 0.30 | 1.24378 | 1.19050 | 1.25150 | ||
| 188 | 2009.10.29 23:44 | t/p | 94 | 0.30 | 1.25150 | 1.19050 | 1.25150 | 18443.23 | 1379109.47 |
| 189 | 2009.10.30 10:00 | buy | 95 | 0.30 | 1.25355 | 1.19050 | 1.26127 | ||
| 190 | 2009.11.05 01:39 | t/p | 95 | 0.30 | 1.26127 | 1.19050 | 1.26127 | 18443.24 | 1397552.71 |
| 191 | 2009.11.05 01:45 | buy | 96 | 0.30 | 1.26145 | 1.19050 | 1.26917 | ||
| 192 | 2009.11.25 00:46 | t/p | 96 | 0.30 | 1.26917 | 1.19050 | 1.26917 | 18443.23 | 1415995.94 |
| 193 | 2009.11.25 01:00 | buy | 97 | 0.30 | 1.26855 | 1.19050 | 1.27627 | ||
| 194 | 2009.11.26 13:52 | t/p | 97 | 0.30 | 1.27627 | 1.19050 | 1.27627 | 18443.24 | 1434439.18 |
| 195 | 2009.11.27 13:45 | buy | 98 | 0.30 | 1.27748 | 1.19050 | 1.28520 | ||
| 196 | 2010.02.04 00:15 | close | 98 | 0.30 | 1.26265 | 1.19050 | 1.28520 | -35429.17 | 1399010.01 |
| 197 | 2010.02.04 00:45 | buy | 99 | 0.30 | 1.26123 | 1.19050 | 1.26895 | ||
| 198 | 2010.02.11 01:39 | t/p | 99 | 0.30 | 1.26895 | 1.19050 | 1.26895 | 18443.24 | 1417453.25 |
| 199 | 2010.02.11 02:00 | buy | 100 | 0.30 | 1.26953 | 1.19050 | 1.27725 | ||
| 200 | 2010.02.16 16:59 | t/p | 100 | 0.30 | 1.27725 | 1.19050 | 1.27725 | 18443.24 | 1435896.49 |
| 201 | 2010.02.16 17:00 | buy | 101 | 0.30 | 1.27758 | 1.19050 | 1.28530 | ||
| 202 | 2010.02.19 14:31 | t/p | 101 | 0.30 | 1.28530 | 1.19050 | 1.28530 | 18443.24 | 1454339.73 |
| 203 | 2010.02.19 14:31 | buy | 102 | 0.10 | 1.28574 | 1.19050 | 1.29181 | ||
| 204 | 2010.02.25 04:33 | t/p | 102 | 0.10 | 1.29181 | 1.19050 | 1.29181 | 4833.79 | 1459173.52 |
| 205 | 2010.03.01 08:00 | buy | 103 | 0.10 | 1.28533 | 1.19050 | 1.29305 | ||
| 206 | 2010.03.02 08:37 | t/p | 103 | 0.10 | 1.29305 | 1.19050 | 1.29305 | 6147.75 | 1465321.27 |
| 207 | 2010.03.02 09:00 | buy | 104 | 0.10 | 1.29342 | 1.19050 | 1.30114 | ||
| 208 | 2010.03.03 08:51 | t/p | 104 | 0.10 | 1.30114 | 1.19050 | 1.30114 | 6147.75 | 1471469.02 |
| 209 | 2010.03.03 09:15 | buy | 105 | 0.10 | 1.30233 | 1.19050 | 1.31005 | ||
| 210 | 2010.03.04 16:28 | t/p | 105 | 0.10 | 1.31005 | 1.19050 | 1.31005 | 6147.75 | 1477616.77 |
| 211 | 2010.03.04 16:45 | buy | 106 | 0.10 | 1.31107 | 1.19050 | 1.31879 | ||
| 212 | 2010.04.06 10:32 | t/p | 106 | 0.10 | 1.31879 | 1.19050 | 1.31879 | 6147.75 | 1483764.52 |
| 213 | 2010.04.06 10:45 | buy | 107 | 0.10 | 1.31911 | 1.19050 | 1.32683 | ||
| 214 | 2010.04.27 18:15 | buy | 108 | 0.20 | 1.28939 | 1.19050 | 1.29711 | ||
| 215 | 2010.08.11 12:15 | close | 107 | 0.10 | 1.25929 | 1.19050 | 1.32683 | -47637.06 | 1436127.46 |
| 216 | 2010.08.11 12:15 | close | 108 | 0.20 | 1.25929 | 1.19050 | 1.29711 | -47939.67 | 1388187.79 |
| 217 | 2010.08.12 14:15 | buy | 109 | 0.30 | 1.26097 | 1.20702 | 1.26869 | ||
| 218 | 2010.08.16 12:55 | t/p | 109 | 0.30 | 1.26869 | 1.20702 | 1.26869 | 18443.23 | 1406631.02 |
| 219 | 2010.08.16 13:00 | buy | 110 | 0.30 | 1.26914 | 1.20702 | 1.27686 | ||
| 220 | 2010.09.01 03:24 | t/p | 110 | 0.30 | 1.27686 | 1.20702 | 1.27686 | 18443.24 | 1425074.26 |
| 221 | 2010.09.01 04:00 | buy | 111 | 0.30 | 1.28044 | 1.20702 | 1.28816 | ||
| 222 | 2010.09.15 23:21 | t/p | 111 | 0.30 | 1.28816 | 1.20702 | 1.28816 | 18443.23 | 1443517.49 |
| 223 | 2010.09.15 23:45 | buy | 112 | 0.10 | 1.28986 | 1.20702 | 1.29758 | ||
| 224 | 2010.09.20 15:11 | t/p | 112 | 0.10 | 1.29758 | 1.20702 | 1.29758 | 6147.75 | 1449665.24 |
| 225 | 2010.09.20 18:30 | buy | 113 | 0.10 | 1.29921 | 1.20702 | 1.30693 | ||
| 226 | 2010.09.23 08:41 | t/p | 113 | 0.10 | 1.30693 | 1.20702 | 1.30693 | 6147.75 | 1455812.99 |
| 227 | 2010.10.07 05:15 | buy | 114 | 0.10 | 1.30538 | 1.20702 | 1.31310 | ||
| 228 | 2010.10.15 08:47 | t/p | 114 | 0.10 | 1.31310 | 1.20702 | 1.31310 | 6147.74 | 1461960.73 |
| 229 | 2010.10.27 03:00 | sell | 115 | 0.30 | 1.30601 | 1.32492 | 1.29801 | ||
| 230 | 2010.10.28 16:07 | t/p | 115 | 0.30 | 1.29801 | 1.32492 | 1.29801 | 19118.88 | 1481079.61 |
| 231 | 2010.10.28 16:15 | sell | 116 | 0.30 | 1.29808 | 1.32492 | 1.29008 | ||
| 232 | 2010.10.29 10:42 | t/p | 116 | 0.30 | 1.29008 | 1.32492 | 1.29008 | 19118.88 | 1500198.49 |
| 233 | 2010.10.29 10:45 | sell | 117 | 0.30 | 1.28958 | 1.32492 | 1.28158 | ||
| 234 | 2010.10.29 14:55 | t/p | 117 | 0.30 | 1.28158 | 1.32492 | 1.28158 | 19118.88 | 1519317.37 |
| 235 | 2010.10.29 15:15 | sell | 118 | 0.30 | 1.28202 | 1.32492 | 1.27402 | ||
| 236 | 2010.11.03 23:33 | t/p | 118 | 0.30 | 1.27402 | 1.32492 | 1.27402 | 19118.88 | 1538436.25 |
| 237 | 2010.11.04 01:30 | sell | 119 | 0.30 | 1.27723 | 1.32492 | 1.26923 | ||
| 238 | 2010.11.16 09:10 | t/p | 119 | 0.30 | 1.26923 | 1.32492 | 1.26923 | 19118.88 | 1557555.13 |
| 239 | 2010.11.26 00:45 | sell | 120 | 0.30 | 1.28298 | 1.32492 | 1.27498 | ||
| 240 | 2010.12.13 22:49 | s/l | 120 | 0.30 | 1.32492 | 1.32492 | 1.27498 | -100230.73 | 1457324.40 |
| 241 | 2010.12.29 10:15 | sell | 121 | 0.30 | 1.32942 | 1.35286 | 1.32142 | ||
| 242 | 2010.12.30 10:51 | t/p | 121 | 0.30 | 1.32142 | 1.35286 | 1.32142 | 19118.88 | 1476443.28 |
| 243 | 2010.12.30 11:15 | sell | 122 | 0.30 | 1.32061 | 1.35286 | 1.31261 | ||
| 244 | 2010.12.31 11:06 | t/p | 122 | 0.30 | 1.31261 | 1.35286 | 1.31261 | 19118.88 | 1495562.16 |
| 245 | 2010.12.31 11:30 | sell | 123 | 0.30 | 1.31033 | 1.35286 | 1.30233 | ||
| 246 | 2011.01.10 17:21 | t/p | 123 | 0.30 | 1.30233 | 1.35286 | 1.30233 | 19118.88 | 1514681.04 |
| 247 | 2011.01.10 17:30 | sell | 124 | 0.30 | 1.30214 | 1.35286 | 1.29414 | ||
| 248 | 2011.01.11 02:46 | t/p | 124 | 0.30 | 1.29414 | 1.35286 | 1.29414 | 19118.88 | 1533799.92 |
| 249 | 2011.01.11 03:00 | sell | 125 | 0.30 | 1.29454 | 1.35286 | 1.28654 | ||
| 250 | 2011.01.14 13:53 | t/p | 125 | 0.30 | 1.28654 | 1.35286 | 1.28654 | 19118.88 | 1552918.80 |
| 251 | 2011.01.14 14:15 | sell | 126 | 0.30 | 1.28549 | 1.35286 | 1.27749 | ||
| 252 | 2011.01.28 05:29 | t/p | 126 | 0.30 | 1.27749 | 1.35286 | 1.27749 | 19118.88 | 1572037.68 |
| 253 | 2011.02.02 14:45 | sell | 127 | 0.30 | 1.29101 | 1.35286 | 1.28301 | ||
| 254 | 2011.02.15 11:15 | close | 127 | 0.30 | 1.32934 | 1.35286 | 1.28301 | -91603.33 | 1480434.35 |
| 255 | 2011.02.15 11:15 | buy | 128 | 0.10 | 1.32936 | 1.20702 | 1.33706 | ||
| 256 | 2011.02.21 04:45 | close | 128 | 0.10 | 1.32468 | 1.20702 | 1.33706 | -3726.87 | 1476707.48 |
| 257 | 2011.02.21 04:45 | sell | 129 | 0.30 | 1.32467 | 1.35286 | 1.31668 | ||
| 258 | 2011.02.22 02:00 | close | 129 | 0.30 | 1.33107 | 1.35286 | 1.31668 | -15295.10 | 1461412.38 |
| 259 | 2011.02.22 02:00 | buy | 130 | 0.10 | 1.33103 | 1.20702 | 1.33879 | ||
| 260 | 2011.02.22 09:59 | t/p | 130 | 0.10 | 1.33879 | 1.20702 | 1.33879 | 6179.60 | 1467591.98 |
| 261 | 2011.04.05 02:30 | sell | 131 | 0.30 | 1.34578 | 1.38118 | 1.33778 | ||
| 262 | 2011.04.06 16:10 | t/p | 131 | 0.30 | 1.33778 | 1.38118 | 1.33778 | 19118.88 | 1486710.86 |
| 263 | 2011.04.06 16:30 | sell | 132 | 0.30 | 1.33884 | 1.38118 | 1.33084 | ||
| 264 | 2011.04.07 09:15 | close | 132 | 0.30 | 1.34937 | 1.38118 | 1.33084 | -25165.23 | 1461545.63 |
| 265 | 2011.04.07 09:15 | buy | 133 | 0.10 | 1.34928 | 1.24833 | 1.35709 | ||
| 266 | 2011.04.11 23:30 | close | 133 | 0.10 | 1.34342 | 1.24833 | 1.35709 | -4666.56 | 1456879.07 |
| 267 | 2011.04.11 23:30 | sell | 134 | 0.30 | 1.34333 | 1.38118 | 1.33542 | ||
| 268 | 2011.04.12 11:55 | t/p | 134 | 0.30 | 1.33542 | 1.38118 | 1.33542 | 18903.79 | 1475782.86 |
| 269 | 2011.04.12 12:15 | sell | 135 | 0.30 | 1.33507 | 1.38118 | 1.32707 | ||
| 270 | 2011.04.13 10:47 | t/p | 135 | 0.30 | 1.32707 | 1.38118 | 1.32707 | 19118.88 | 1494901.74 |
| 271 | 2011.04.14 04:45 | sell | 136 | 0.30 | 1.32655 | 1.38118 | 1.31855 | ||
| 272 | 2011.04.27 23:45 | close | 136 | 0.30 | 1.35290 | 1.38118 | 1.31855 | -62972.81 | 1431928.93 |
| 273 | 2011.04.27 23:45 | buy | 137 | 0.10 | 1.35309 | 1.25650 | 1.36062 | ||
| 274 | 2011.04.28 12:34 | t/p | 137 | 0.10 | 1.36062 | 1.25650 | 1.36062 | 5996.44 | 1437925.37 |
| 275 | 2011.05.03 01:00 | buy | 138 | 0.10 | 1.35840 | 1.25877 | 1.36612 | ||
| 276 | 2011.05.03 09:15 | close | 138 | 0.10 | 1.35324 | 1.25877 | 1.36612 | -4109.12 | 1433816.25 |
| 277 | 2011.05.03 09:15 | sell | 139 | 0.30 | 1.35335 | 1.38118 | 1.34524 | ||
| 278 | 2011.05.03 20:30 | close | 139 | 0.30 | 1.35922 | 1.38118 | 1.34524 | -14028.48 | 1419787.77 |
| 279 | 2011.05.03 20:30 | buy | 140 | 0.10 | 1.35919 | 1.25877 | 1.36694 | ||
| 280 | 2011.05.04 08:10 | t/p | 140 | 0.10 | 1.36694 | 1.25877 | 1.36694 | 6171.64 | 1425959.41 |
| 281 | 2011.05.05 04:00 | sell | 141 | 0.30 | 1.35113 | 1.38118 | 1.34313 | ||
| 282 | 2011.05.10 00:30 | close | 141 | 0.30 | 1.36225 | 1.38118 | 1.34313 | -26575.25 | 1399384.16 |
| 283 | 2011.05.10 00:30 | buy | 142 | 0.10 | 1.36221 | 1.26142 | 1.36997 | ||
| 284 | 2011.05.11 19:00 | close | 142 | 0.10 | 1.35485 | 1.26142 | 1.36997 | -5861.06 | 1393523.10 |
| 285 | 2011.05.11 19:00 | sell | 143 | 0.30 | 1.35482 | 1.38118 | 1.34685 | ||
| 286 | 2011.05.12 03:30 | t/p | 143 | 0.30 | 1.34685 | 1.38118 | 1.34685 | 19047.19 | 1412570.29 |
| 287 | 2011.05.12 04:00 | sell | 144 | 0.30 | 1.34091 | 1.38118 | 1.33291 | ||
| 288 | 2011.05.23 12:21 | t/p | 144 | 0.30 | 1.33291 | 1.38118 | 1.33291 | 19118.88 | 1431689.17 |
| 289 | 2011.05.23 13:30 | sell | 145 | 0.30 | 1.33194 | 1.38118 | 1.32394 | ||
| 290 | 2011.05.24 05:21 | t/p | 145 | 0.30 | 1.32394 | 1.38118 | 1.32394 | 19118.88 | 1450808.05 |
| 291 | 2011.05.24 05:45 | sell | 146 | 0.30 | 1.32404 | 1.38118 | 1.31604 | ||
| 292 | 2011.05.25 17:02 | t/p | 146 | 0.30 | 1.31604 | 1.38118 | 1.31604 | 19118.88 | 1469926.93 |
| 293 | 2011.05.25 17:15 | sell | 147 | 0.30 | 1.31664 | 1.38118 | 1.30864 | ||
| 294 | 2011.05.26 07:51 | t/p | 147 | 0.30 | 1.30864 | 1.38118 | 1.30864 | 19118.88 | 1489045.81 |
| 295 | 2011.05.26 08:15 | sell | 148 | 0.30 | 1.30852 | 1.38118 | 1.30052 | ||
| 296 | 2011.05.31 03:32 | t/p | 148 | 0.30 | 1.30052 | 1.38118 | 1.30052 | 19118.88 | 1508164.69 |
| 297 | 2011.06.13 03:45 | buy | 149 | 0.10 | 1.29240 | 1.04120 | 1.30012 | ||
| 298 | 2011.06.13 11:59 | t/p | 149 | 0.10 | 1.30012 | 1.04120 | 1.30012 | 6147.74 | 1514312.43 |
| 299 | 2011.07.12 01:45 | buy | 150 | 0.10 | 1.28725 | 1.04120 | 1.29497 | ||
| 300 | 2011.07.12 08:01 | t/p | 150 | 0.10 | 1.29497 | 1.04120 | 1.29497 | 6147.74 | 1520460.17 |