Strategy Tester Report
EA_BBbandW_M15_forGJ_1.01
| 通貨ペア | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
| 期間 | 15分足(M15) 2007.01.01 02:00 - 2022.08.29 23:45 (2007.01.01 - 2022.08.30) | ||||
| 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=43101001; 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=""; 最大テイクプロフィット=320; 最大ストップロス=1000; | ||||
| テストバー数 | 391119 | モデルティック数 | 397124361 | モデリング品質 | 99.90% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 500000.00 | スプレッド | 変動 | ||
| 純益 | 5501210.00 | 総利益 | 10015350.00 | 総損失 | -4514140.00 |
| プロフィットファクタ | 2.22 | 期待利得 | 19370.46 | ||
| 絶対ドローダウン | 35220.00 | 最大ドローダウン | 740940.00 (33.85%) | 相対ドローダウン | 41.27% (386120.00) |
| 総取引数 | 284 | 売りポジション(勝率%） | 182 (66.48%) | 買いポジション(勝率%） | 102 (57.84%) |
| 勝率(%) | 180 (63.38%) | 負率 (%) | 104 (36.62%) | ||
| 最大 | 勝トレード | 88940.00 | 敗トレード | -200480.00 | |
| 平均 | 勝トレード | 55640.83 | 敗トレード | -43405.19 | |
| 最大 | 連勝(金額) | 20 (1280480.00) | 連敗(金額) | 13 (-230980.00) | |
| 最大 | 連勝(トレード数) | 1280480.00 (20) | 連敗(トレード数) | -254960.00 (4) | |
| 平均 | 連勝 | 4 | 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 | 2008.01.08 23:30 | sell | 1 | 0.20 | 214.764 | 224.765 | 211.565 | ||
| 2 | 2008.01.14 11:04 | t/p | 1 | 0.20 | 211.545 | 224.765 | 211.565 | 64380.00 | 564380.00 |
| 3 | 2008.01.14 11:30 | sell | 2 | 0.20 | 211.445 | 221.415 | 208.215 | ||
| 4 | 2008.01.16 06:29 | t/p | 2 | 0.20 | 208.216 | 221.415 | 208.215 | 64580.00 | 628960.00 |
| 5 | 2008.01.16 06:54 | sell | 3 | 0.20 | 208.361 | 218.270 | 205.070 | ||
| 6 | 2008.01.22 01:53 | t/p | 3 | 0.20 | 205.071 | 218.270 | 205.070 | 65800.00 | 694760.00 |
| 7 | 2008.01.23 12:45 | sell | 4 | 0.20 | 207.410 | 217.400 | 204.200 | ||
| 8 | 2008.03.03 08:29 | t/p | 4 | 0.20 | 204.187 | 217.400 | 204.200 | 64460.00 | 759220.00 |
| 9 | 2008.03.04 13:00 | sell | 5 | 0.20 | 204.651 | 214.660 | 201.460 | ||
| 10 | 2008.03.14 21:21 | t/p | 5 | 0.20 | 201.454 | 214.660 | 201.460 | 63940.00 | 823160.00 |
| 11 | 2008.03.14 21:45 | sell | 6 | 0.20 | 200.689 | 210.690 | 197.490 | ||
| 12 | 2008.03.17 03:24 | t/p | 6 | 0.20 | 197.465 | 210.690 | 197.490 | 64480.00 | 887640.00 |
| 13 | 2008.03.25 17:30 | sell | 7 | 0.20 | 199.294 | 209.300 | 196.100 | ||
| 14 | 2008.05.30 23:16 | s/l | 7 | 0.20 | 209.307 | 209.300 | 196.100 | -200260.00 | 687380.00 |
| 15 | 2008.06.02 10:00 | sell | 8 | 0.20 | 207.476 | 217.485 | 204.285 | ||
| 16 | 2008.06.03 09:29 | t/p | 8 | 0.20 | 204.263 | 217.485 | 204.285 | 64260.00 | 751640.00 |
| 17 | 2008.06.03 09:45 | sell | 9 | 0.20 | 204.222 | 214.230 | 201.030 | ||
| 18 | 2008.07.23 09:25 | s/l | 9 | 0.20 | 214.232 | 214.230 | 201.030 | -200200.00 | 551440.00 |
| 19 | 2008.07.24 10:30 | sell | 10 | 0.20 | 214.873 | 216.120 | 211.680 | ||
| 20 | 2008.07.25 09:37 | t/p | 10 | 0.20 | 211.675 | 216.120 | 211.680 | 63960.00 | 615400.00 |
| 21 | 2008.07.28 09:30 | sell | 11 | 0.20 | 214.080 | 216.120 | 210.870 | ||
| 22 | 2008.08.05 10:08 | t/p | 11 | 0.20 | 210.871 | 216.120 | 210.870 | 64180.00 | 679580.00 |
| 23 | 2008.08.05 10:30 | sell | 12 | 0.20 | 211.096 | 216.120 | 207.900 | ||
| 24 | 2008.08.12 22:01 | t/p | 12 | 0.20 | 207.891 | 216.120 | 207.900 | 64100.00 | 743680.00 |
| 25 | 2008.08.12 22:30 | sell | 13 | 0.20 | 207.523 | 216.120 | 204.320 | ||
| 26 | 2008.08.13 14:00 | t/p | 13 | 0.20 | 204.317 | 216.120 | 204.320 | 64120.00 | 807800.00 |
| 27 | 2008.08.18 17:15 | sell | 14 | 0.20 | 205.535 | 215.540 | 202.340 | ||
| 28 | 2008.08.21 14:23 | t/p | 14 | 0.20 | 202.347 | 215.540 | 202.340 | 63760.00 | 871560.00 |
| 29 | 2008.08.21 15:00 | sell | 15 | 0.20 | 202.063 | 212.050 | 198.850 | ||
| 30 | 2008.08.29 11:08 | t/p | 15 | 0.20 | 198.844 | 212.050 | 198.850 | 64380.00 | 935940.00 |
| 31 | 2008.08.29 11:45 | sell | 16 | 0.20 | 198.640 | 208.640 | 195.440 | ||
| 32 | 2008.09.01 04:16 | t/p | 16 | 0.20 | 195.445 | 208.640 | 195.440 | 63900.00 | 999840.00 |
| 33 | 2008.09.02 01:45 | sell | 17 | 0.20 | 192.994 | 202.985 | 189.785 | ||
| 34 | 2008.09.04 21:11 | t/p | 17 | 0.20 | 189.789 | 202.985 | 189.785 | 64100.00 | 1063940.00 |
| 35 | 2008.09.04 21:30 | sell | 18 | 0.20 | 189.572 | 199.570 | 186.370 | ||
| 36 | 2008.09.05 01:07 | t/p | 18 | 0.20 | 186.354 | 199.570 | 186.370 | 64360.00 | 1128300.00 |
| 37 | 2008.09.11 03:15 | sell | 19 | 0.20 | 188.077 | 198.030 | 184.830 | ||
| 38 | 2008.09.16 14:25 | t/p | 19 | 0.20 | 184.825 | 198.030 | 184.830 | 65040.00 | 1193340.00 |
| 39 | 2008.09.25 20:00 | sell | 20 | 0.20 | 195.548 | 205.550 | 192.350 | ||
| 40 | 2008.09.29 10:27 | t/p | 20 | 0.20 | 192.347 | 205.550 | 192.350 | 64020.00 | 1257360.00 |
| 41 | 2008.09.29 11:00 | sell | 21 | 0.20 | 192.232 | 202.230 | 189.030 | ||
| 42 | 2008.09.29 20:47 | t/p | 21 | 0.20 | 189.024 | 202.230 | 189.030 | 64160.00 | 1321520.00 |
| 43 | 2008.10.01 16:30 | sell | 22 | 0.20 | 187.773 | 197.765 | 184.565 | ||
| 44 | 2008.10.06 02:49 | t/p | 22 | 0.20 | 184.537 | 197.765 | 184.565 | 64720.00 | 1386240.00 |
| 45 | 2008.10.14 21:30 | sell | 23 | 0.20 | 177.582 | 187.590 | 174.390 | ||
| 46 | 2008.10.15 21:00 | t/p | 23 | 0.20 | 174.391 | 187.590 | 174.390 | 63820.00 | 1450060.00 |
| 47 | 2008.10.15 21:30 | sell | 24 | 0.20 | 175.094 | 185.100 | 171.900 | ||
| 48 | 2008.10.16 00:12 | t/p | 24 | 0.20 | 171.908 | 185.100 | 171.900 | 63720.00 | 1513780.00 |
| 49 | 2008.10.21 10:45 | sell | 25 | 0.20 | 172.937 | 182.930 | 169.730 | ||
| 50 | 2008.10.21 18:51 | t/p | 25 | 0.20 | 169.719 | 182.930 | 169.730 | 64360.00 | 1578140.00 |
| 51 | 2008.10.23 15:45 | sell | 26 | 0.20 | 156.294 | 166.295 | 153.095 | ||
| 52 | 2008.10.24 06:36 | t/p | 26 | 0.20 | 153.069 | 166.295 | 153.095 | 64500.00 | 1642640.00 |
| 53 | 2008.11.06 20:36 | sell | 27 | 0.20 | 153.966 | 164.065 | 150.865 | ||
| 54 | 2008.11.07 02:48 | t/p | 27 | 0.20 | 150.853 | 164.065 | 150.865 | 62260.00 | 1704900.00 |
| 55 | 2008.11.10 19:15 | sell | 28 | 0.20 | 153.640 | 163.600 | 150.400 | ||
| 56 | 2008.11.11 17:48 | t/p | 28 | 0.20 | 150.392 | 163.600 | 150.400 | 64960.00 | 1769860.00 |
| 57 | 2008.11.11 18:31 | sell | 29 | 0.20 | 150.403 | 160.500 | 147.300 | ||
| 58 | 2008.11.12 15:59 | t/p | 29 | 0.20 | 147.300 | 160.500 | 147.300 | 62060.00 | 1831920.00 |
| 59 | 2008.11.13 20:30 | sell | 30 | 0.20 | 139.816 | 149.755 | 136.555 | ||
| 60 | 2008.11.17 00:15 | close | 30 | 0.20 | 141.023 | 149.755 | 136.555 | -24140.00 | 1807780.00 |
| 61 | 2008.11.17 00:16 | sell | 31 | 0.20 | 141.010 | 150.885 | 137.685 | ||
| 62 | 2008.12.02 10:17 | t/p | 31 | 0.20 | 137.679 | 150.885 | 137.685 | 66620.00 | 1874400.00 |
| 63 | 2008.12.02 10:45 | sell | 32 | 0.20 | 137.537 | 147.540 | 134.340 | ||
| 64 | 2008.12.04 11:02 | t/p | 32 | 0.20 | 134.324 | 147.540 | 134.340 | 64260.00 | 1938660.00 |
| 65 | 2008.12.04 11:30 | sell | 33 | 0.20 | 135.090 | 145.090 | 131.890 | ||
| 66 | 2008.12.12 06:30 | close | 33 | 0.20 | 133.692 | 145.090 | 131.890 | 27960.00 | 1966620.00 |
| 67 | 2008.12.12 06:49 | sell | 34 | 0.20 | 134.462 | 145.175 | 131.975 | ||
| 68 | 2008.12.29 13:04 | t/p | 34 | 0.20 | 131.965 | 145.175 | 131.975 | 49940.00 | 2016560.00 |
| 69 | 2008.12.29 13:30 | sell | 35 | 0.20 | 132.163 | 142.160 | 128.960 | ||
| 70 | 2009.01.13 22:13 | t/p | 35 | 0.20 | 128.949 | 142.160 | 128.960 | 64280.00 | 2080840.00 |
| 71 | 2009.01.21 10:45 | sell | 36 | 0.20 | 123.279 | 133.275 | 120.075 | ||
| 72 | 2009.01.21 18:01 | t/p | 36 | 0.20 | 120.078 | 133.275 | 120.075 | 64020.00 | 2144860.00 |
| 73 | 2009.01.23 10:15 | sell | 37 | 0.20 | 121.096 | 131.095 | 117.895 | ||
| 74 | 2009.02.05 14:09 | s/l | 37 | 0.20 | 131.109 | 131.095 | 117.895 | -200260.00 | 1944600.00 |
| 75 | 2009.02.10 11:30 | sell | 38 | 0.20 | 134.623 | 144.760 | 131.560 | ||
| 76 | 2009.02.10 20:21 | t/p | 38 | 0.20 | 131.545 | 144.760 | 131.560 | 61560.00 | 2006160.00 |
| 77 | 2009.02.12 11:30 | sell | 39 | 0.20 | 127.748 | 137.750 | 124.550 | ||
| 78 | 2009.02.23 12:08 | s/l | 39 | 0.20 | 137.754 | 137.750 | 124.550 | -200120.00 | 1806040.00 |
| 79 | 2009.02.25 14:15 | sell | 40 | 0.20 | 138.978 | 148.980 | 135.780 | ||
| 80 | 2009.03.02 18:52 | t/p | 40 | 0.20 | 135.778 | 148.980 | 135.780 | 64000.00 | 1870040.00 |
| 81 | 2009.03.02 19:15 | sell | 41 | 0.20 | 136.175 | 146.185 | 132.985 | ||
| 82 | 2009.03.12 10:36 | t/p | 41 | 0.20 | 132.973 | 146.185 | 132.985 | 64040.00 | 1934080.00 |
| 83 | 2009.03.12 11:00 | sell | 42 | 0.20 | 133.236 | 143.235 | 130.035 | ||
| 84 | 2009.03.24 03:50 | s/l | 42 | 0.20 | 143.259 | 143.235 | 130.035 | -200460.00 | 1733620.00 |
| 85 | 2009.03.25 04:30 | sell | 43 | 0.20 | 143.061 | 153.055 | 139.855 | ||
| 86 | 2009.03.27 13:56 | t/p | 43 | 0.20 | 139.853 | 153.055 | 139.855 | 64160.00 | 1797780.00 |
| 87 | 2009.03.27 14:15 | sell | 44 | 0.20 | 140.325 | 150.320 | 137.120 | ||
| 88 | 2009.03.30 09:12 | t/p | 44 | 0.20 | 137.119 | 150.320 | 137.120 | 64120.00 | 1861900.00 |
| 89 | 2009.03.30 09:30 | sell | 45 | 0.20 | 137.087 | 147.090 | 133.890 | ||
| 90 | 2009.04.03 02:52 | s/l | 45 | 0.20 | 147.095 | 147.090 | 133.890 | -200160.00 | 1661740.00 |
| 91 | 2009.04.06 18:30 | sell | 46 | 0.20 | 148.393 | 158.390 | 145.190 | ||
| 92 | 2009.04.20 09:34 | t/p | 46 | 0.20 | 145.189 | 158.390 | 145.190 | 64080.00 | 1725820.00 |
| 93 | 2009.04.20 10:00 | sell | 47 | 0.20 | 145.283 | 155.290 | 142.090 | ||
| 94 | 2009.04.20 20:17 | t/p | 47 | 0.20 | 142.091 | 155.290 | 142.090 | 63840.00 | 1789660.00 |
| 95 | 2009.04.22 12:15 | sell | 48 | 0.20 | 142.930 | 152.945 | 139.745 | ||
| 96 | 2009.04.28 07:27 | t/p | 48 | 0.20 | 139.745 | 152.945 | 139.745 | 63700.00 | 1853360.00 |
| 97 | 2009.04.28 07:46 | sell | 49 | 0.20 | 140.004 | 149.965 | 136.765 | ||
| 98 | 2009.05.07 12:02 | s/l | 49 | 0.20 | 149.970 | 149.965 | 136.765 | -199320.00 | 1654040.00 |
| 99 | 2009.05.11 11:30 | sell | 50 | 0.20 | 148.739 | 151.775 | 145.530 | ||
| 100 | 2009.05.13 13:02 | t/p | 50 | 0.20 | 145.517 | 151.775 | 145.530 | 64440.00 | 1718480.00 |
| 101 | 2009.05.13 13:15 | sell | 51 | 0.20 | 146.071 | 151.775 | 142.865 | ||
| 102 | 2009.05.27 02:06 | s/l | 51 | 0.20 | 151.769 | 151.775 | 142.865 | -113960.00 | 1604520.00 |
| 103 | 2009.05.29 04:30 | sell | 52 | 0.20 | 153.601 | 155.140 | 150.385 | ||
| 104 | 2009.05.29 09:27 | s/l | 52 | 0.20 | 155.152 | 155.140 | 150.385 | -31020.00 | 1573500.00 |
| 105 | 2009.06.02 12:45 | sell | 53 | 0.20 | 157.349 | 159.440 | 154.145 | ||
| 106 | 2009.06.03 08:40 | s/l | 53 | 0.20 | 159.462 | 159.440 | 154.145 | -42260.00 | 1531240.00 |
| 107 | 2009.06.03 17:15 | sell | 54 | 0.20 | 157.368 | 160.720 | 154.165 | ||
| 108 | 2009.06.10 12:05 | s/l | 54 | 0.20 | 160.754 | 160.720 | 154.165 | -67720.00 | 1463520.00 |
| 109 | 2009.06.12 12:30 | sell | 55 | 0.20 | 161.491 | 162.835 | 158.285 | ||
| 110 | 2009.06.16 03:40 | t/p | 55 | 0.20 | 158.271 | 162.835 | 158.285 | 64400.00 | 1527920.00 |
| 111 | 2009.06.16 04:31 | sell | 56 | 0.20 | 157.278 | 162.835 | 154.100 | ||
| 112 | 2009.07.06 10:02 | t/p | 56 | 0.20 | 154.104 | 162.835 | 154.100 | 63480.00 | 1591400.00 |
| 113 | 2009.07.06 10:30 | sell | 57 | 0.20 | 153.800 | 162.835 | 150.590 | ||
| 114 | 2009.07.08 18:13 | t/p | 57 | 0.20 | 150.588 | 162.835 | 150.590 | 64240.00 | 1655640.00 |
| 115 | 2009.07.08 18:45 | sell | 58 | 0.20 | 149.520 | 159.510 | 146.310 | ||
| 116 | 2009.07.08 19:30 | close | 58 | 0.20 | 146.853 | 159.510 | 146.310 | 53340.00 | 1708980.00 |
| 117 | 2009.07.10 13:30 | sell | 59 | 0.20 | 150.252 | 160.250 | 147.050 | ||
| 118 | 2009.08.03 16:15 | s/l | 59 | 0.20 | 160.249 | 160.250 | 147.050 | -199940.00 | 1509040.00 |
| 119 | 2009.08.04 12:30 | sell | 60 | 0.20 | 160.373 | 162.835 | 157.165 | ||
| 120 | 2009.08.07 17:42 | s/l | 60 | 0.20 | 162.845 | 162.835 | 157.165 | -49440.00 | 1459600.00 |
| 121 | 2009.08.10 11:30 | sell | 61 | 0.20 | 161.836 | 163.330 | 158.645 | ||
| 122 | 2009.08.11 13:15 | t/p | 61 | 0.20 | 158.644 | 163.330 | 158.645 | 63840.00 | 1523440.00 |
| 123 | 2009.08.11 13:30 | sell | 62 | 0.20 | 158.754 | 163.330 | 155.550 | ||
| 124 | 2009.08.17 04:12 | t/p | 62 | 0.20 | 155.554 | 163.330 | 155.550 | 64000.00 | 1587440.00 |
| 125 | 2009.08.17 04:15 | sell | 63 | 0.20 | 155.532 | 163.330 | 152.340 | ||
| 126 | 2009.08.26 16:30 | t/p | 63 | 0.20 | 152.345 | 163.330 | 152.340 | 63740.00 | 1651180.00 |
| 127 | 2009.08.26 16:45 | sell | 64 | 0.20 | 152.480 | 162.475 | 149.275 | ||
| 128 | 2009.09.02 02:37 | t/p | 64 | 0.20 | 149.280 | 162.475 | 149.275 | 64000.00 | 1715180.00 |
| 129 | 2009.09.07 19:00 | sell | 65 | 0.20 | 152.208 | 162.205 | 149.005 | ||
| 130 | 2009.09.16 10:25 | t/p | 65 | 0.20 | 149.008 | 162.205 | 149.005 | 64000.00 | 1779180.00 |
| 131 | 2009.09.16 11:00 | sell | 66 | 0.20 | 148.752 | 158.745 | 145.545 | ||
| 132 | 2009.09.25 02:47 | t/p | 66 | 0.20 | 145.555 | 158.745 | 145.545 | 63940.00 | 1843120.00 |
| 133 | 2009.09.25 03:15 | sell | 67 | 0.20 | 145.235 | 155.230 | 142.030 | ||
| 134 | 2009.09.28 01:22 | t/p | 67 | 0.20 | 142.030 | 155.230 | 142.030 | 64100.00 | 1907220.00 |
| 135 | 2009.09.30 17:15 | sell | 68 | 0.20 | 143.115 | 153.120 | 139.920 | ||
| 136 | 2009.10.07 13:22 | t/p | 68 | 0.20 | 139.918 | 153.120 | 139.920 | 63940.00 | 1971160.00 |
| 137 | 2009.10.07 13:45 | sell | 69 | 0.20 | 139.805 | 149.795 | 136.595 | ||
| 138 | 2009.10.21 11:30 | s/l | 69 | 0.20 | 149.788 | 149.795 | 136.595 | -199660.00 | 1771500.00 |
| 139 | 2009.10.23 12:30 | sell | 70 | 0.20 | 150.778 | 160.780 | 147.580 | ||
| 140 | 2009.11.02 00:00 | t/p | 70 | 0.20 | 147.148 | 160.780 | 147.580 | 72600.00 | 1844100.00 |
| 141 | 2009.11.03 10:15 | sell | 71 | 0.20 | 146.979 | 156.970 | 143.770 | ||
| 142 | 2009.11.26 10:05 | t/p | 71 | 0.20 | 143.770 | 156.970 | 143.770 | 64180.00 | 1908280.00 |
| 143 | 2009.11.26 10:30 | sell | 72 | 0.20 | 143.839 | 153.840 | 140.640 | ||
| 144 | 2009.11.27 01:27 | t/p | 72 | 0.20 | 140.630 | 153.840 | 140.640 | 64180.00 | 1972460.00 |
| 145 | 2009.11.27 02:01 | sell | 73 | 0.20 | 140.021 | 149.900 | 136.700 | ||
| 146 | 2009.12.31 14:37 | s/l | 73 | 0.20 | 149.903 | 149.900 | 136.700 | -197640.00 | 1774820.00 |
| 147 | 2010.01.04 00:49 | sell | 74 | 0.20 | 149.928 | 159.930 | 146.730 | ||
| 148 | 2010.01.05 16:16 | t/p | 74 | 0.20 | 146.719 | 159.930 | 146.730 | 64180.00 | 1839000.00 |
| 149 | 2010.01.05 18:45 | sell | 75 | 0.20 | 146.470 | 156.465 | 143.265 | ||
| 150 | 2010.02.01 12:22 | t/p | 75 | 0.20 | 143.274 | 156.465 | 143.265 | 63920.00 | 1902920.00 |
1ページ目次へ