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 | |
| # | 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 | 2010.02.02 16:00 | sell | 76 | 0.20 | 144.145 | 154.140 | 140.940 | ||
| 152 | 2010.02.04 18:36 | t/p | 76 | 0.20 | 140.935 | 154.140 | 140.940 | 64200.00 | 1967120.00 |
| 153 | 2010.02.04 19:00 | sell | 77 | 0.20 | 140.448 | 150.450 | 137.250 | ||
| 154 | 2010.02.25 08:26 | t/p | 77 | 0.20 | 137.246 | 150.450 | 137.250 | 64040.00 | 2031160.00 |
| 155 | 2010.02.25 09:00 | sell | 78 | 0.20 | 137.065 | 147.055 | 133.855 | ||
| 156 | 2010.03.01 12:54 | t/p | 78 | 0.20 | 133.865 | 147.055 | 133.855 | 64000.00 | 2095160.00 |
| 157 | 2010.03.01 13:15 | sell | 79 | 0.20 | 133.755 | 143.765 | 130.565 | ||
| 158 | 2010.04.02 15:31 | s/l | 79 | 0.20 | 143.761 | 143.765 | 130.565 | -200120.00 | 1895040.00 |
| 159 | 2010.04.06 05:00 | sell | 80 | 0.20 | 143.602 | 153.490 | 140.405 | ||
| 160 | 2010.04.19 00:00 | t/p | 80 | 0.20 | 140.413 | 153.490 | 140.405 | 63780.00 | 1958820.00 |
| 161 | 2010.04.19 00:45 | sell | 81 | 0.20 | 140.639 | 150.635 | 137.435 | ||
| 162 | 2010.05.06 18:48 | t/p | 81 | 0.20 | 137.442 | 150.635 | 137.435 | 63940.00 | 2022760.00 |
| 163 | 2010.05.06 19:15 | sell | 82 | 0.20 | 138.249 | 148.250 | 135.050 | ||
| 164 | 2010.05.06 21:10 | t/p | 82 | 0.20 | 135.041 | 148.250 | 135.050 | 64160.00 | 2086920.00 |
| 165 | 2010.05.11 07:30 | sell | 83 | 0.20 | 137.092 | 147.085 | 133.885 | ||
| 166 | 2010.05.14 13:03 | t/p | 83 | 0.20 | 133.893 | 147.085 | 133.885 | 63980.00 | 2150900.00 |
| 167 | 2010.05.14 13:30 | sell | 84 | 0.20 | 134.311 | 144.315 | 131.115 | ||
| 168 | 2010.05.19 02:56 | t/p | 84 | 0.20 | 131.119 | 144.315 | 131.115 | 63840.00 | 2214740.00 |
| 169 | 2010.05.19 03:15 | sell | 85 | 0.20 | 131.277 | 141.280 | 128.080 | ||
| 170 | 2010.05.20 17:14 | t/p | 85 | 0.20 | 128.051 | 141.280 | 128.080 | 64520.00 | 2279260.00 |
| 171 | 2010.05.24 13:45 | sell | 86 | 0.20 | 129.426 | 139.430 | 126.230 | ||
| 172 | 2010.10.25 14:00 | close | 86 | 0.20 | 126.980 | 139.430 | 126.230 | 48920.00 | 2328180.00 |
| 173 | 2010.10.27 18:30 | sell | 87 | 0.20 | 128.732 | 138.736 | 125.536 | ||
| 174 | 2010.12.30 15:52 | t/p | 87 | 0.20 | 125.532 | 138.736 | 125.536 | 64000.00 | 2392180.00 |
| 175 | 2010.12.30 16:00 | sell | 88 | 0.20 | 125.593 | 135.589 | 122.389 | ||
| 176 | 2011.03.17 01:00 | close | 88 | 0.20 | 123.606 | 135.589 | 122.389 | 39740.00 | 2431920.00 |
| 177 | 2011.03.23 08:45 | sell | 89 | 0.20 | 132.238 | 135.761 | 129.033 | ||
| 178 | 2011.04.01 18:45 | s/l | 89 | 0.20 | 135.772 | 135.761 | 129.033 | -70680.00 | 2361240.00 |
| 179 | 2011.04.01 19:00 | buy | 90 | 0.20 | 135.593 | 122.893 | 138.771 | ||
| 180 | 2011.04.04 18:30 | close | 90 | 0.20 | 135.329 | 122.893 | 138.771 | -5280.00 | 2355960.00 |
| 181 | 2011.04.04 18:30 | sell | 91 | 0.20 | 135.325 | 136.371 | 132.128 | ||
| 182 | 2011.04.05 06:30 | close | 91 | 0.20 | 136.054 | 136.371 | 132.128 | -14580.00 | 2341380.00 |
| 183 | 2011.04.05 06:30 | buy | 92 | 0.20 | 136.062 | 129.865 | 139.229 | ||
| 184 | 2011.04.06 04:26 | t/p | 92 | 0.20 | 139.233 | 129.865 | 139.229 | 63420.00 | 2404800.00 |
| 185 | 2011.04.07 19:15 | sell | 93 | 0.20 | 138.493 | 139.935 | 135.294 | ||
| 186 | 2011.04.08 10:41 | s/l | 93 | 0.20 | 139.933 | 139.935 | 135.294 | -28800.00 | 2376000.00 |
| 187 | 2011.04.12 02:30 | sell | 94 | 0.20 | 138.086 | 140.278 | 134.880 | ||
| 188 | 2011.04.18 09:52 | t/p | 94 | 0.20 | 134.876 | 140.278 | 134.880 | 64200.00 | 2440200.00 |
| 189 | 2011.04.18 10:00 | sell | 95 | 0.20 | 134.876 | 140.278 | 131.670 | ||
| 190 | 2011.05.05 13:01 | t/p | 95 | 0.20 | 131.662 | 140.278 | 131.670 | 64280.00 | 2504480.00 |
| 191 | 2011.05.05 13:15 | sell | 96 | 0.20 | 131.847 | 140.278 | 128.646 | ||
| 192 | 2011.06.23 16:47 | t/p | 96 | 0.20 | 128.641 | 140.278 | 128.646 | 64120.00 | 2568600.00 |
| 193 | 2011.06.23 17:00 | sell | 97 | 0.20 | 128.573 | 138.576 | 125.376 | ||
| 194 | 2011.07.12 11:03 | t/p | 97 | 0.20 | 125.379 | 138.576 | 125.376 | 63880.00 | 2632480.00 |
| 195 | 2011.07.12 11:30 | sell | 98 | 0.20 | 125.588 | 136.031 | 122.831 | ||
| 196 | 2011.09.09 18:35 | t/p | 98 | 0.20 | 122.824 | 136.031 | 122.831 | 55280.00 | 2687760.00 |
| 197 | 2011.09.09 19:30 | sell | 99 | 0.20 | 122.652 | 132.652 | 119.452 | ||
| 198 | 2011.09.21 11:34 | t/p | 99 | 0.20 | 119.435 | 132.652 | 119.452 | 64340.00 | 2752100.00 |
| 199 | 2011.09.21 12:00 | sell | 100 | 0.20 | 119.446 | 129.455 | 116.255 | ||
| 200 | 2012.02.22 12:15 | close | 100 | 0.20 | 125.976 | 129.455 | 116.255 | -130600.00 | 2621500.00 |
| 201 | 2012.02.24 19:15 | buy | 101 | 0.20 | 128.304 | 120.231 | 131.488 | ||
| 202 | 2012.02.27 15:00 | close | 101 | 0.20 | 127.433 | 120.231 | 131.488 | -17420.00 | 2604080.00 |
| 203 | 2012.02.27 15:00 | sell | 102 | 0.20 | 127.439 | 130.013 | 124.243 | ||
| 204 | 2012.02.29 02:45 | close | 102 | 0.20 | 128.263 | 130.013 | 124.243 | -16480.00 | 2587600.00 |
| 205 | 2012.02.29 02:45 | buy | 103 | 0.20 | 128.263 | 121.423 | 131.439 | ||
| 206 | 2012.03.06 11:45 | close | 103 | 0.20 | 127.938 | 121.423 | 131.439 | -6500.00 | 2581100.00 |
| 207 | 2012.03.06 11:45 | sell | 104 | 0.20 | 127.939 | 130.349 | 124.735 | ||
| 208 | 2012.03.08 11:00 | close | 104 | 0.20 | 128.601 | 130.349 | 124.735 | -13240.00 | 2567860.00 |
| 209 | 2012.03.08 11:00 | buy | 105 | 0.20 | 128.619 | 125.213 | 131.769 | ||
| 210 | 2012.03.16 11:46 | t/p | 105 | 0.20 | 131.775 | 125.213 | 131.769 | 63120.00 | 2630980.00 |
| 211 | 2012.04.09 20:00 | buy | 106 | 0.10 | 129.515 | 128.579 | 132.698 | ||
| 212 | 2012.04.10 10:31 | s/l | 106 | 0.10 | 128.570 | 128.579 | 132.698 | -9450.00 | 2621530.00 |
| 213 | 2012.04.11 09:45 | buy | 107 | 0.10 | 128.653 | 127.620 | 131.836 | ||
| 214 | 2012.04.16 08:02 | s/l | 107 | 0.10 | 127.611 | 127.620 | 131.836 | -10420.00 | 2611110.00 |
| 215 | 2012.04.16 08:45 | sell | 108 | 0.20 | 127.535 | 133.734 | 124.342 | ||
| 216 | 2012.04.17 11:00 | close | 108 | 0.20 | 128.318 | 133.734 | 124.342 | -15660.00 | 2595450.00 |
| 217 | 2012.04.17 11:00 | buy | 109 | 0.10 | 128.302 | 126.856 | 131.496 | ||
| 218 | 2012.04.17 11:15 | buy | 110 | 0.10 | 128.234 | 126.856 | 131.411 | ||
| 219 | 2012.04.20 11:30 | t/p | 110 | 0.10 | 131.464 | 126.856 | 131.411 | 32300.00 | 2627750.00 |
| 220 | 2012.04.20 11:30 | t/p | 109 | 0.10 | 131.535 | 126.856 | 131.496 | 32330.00 | 2660080.00 |
| 221 | 2012.05.07 15:00 | buy | 111 | 0.10 | 129.146 | 128.130 | 132.317 | ||
| 222 | 2012.05.09 14:13 | s/l | 111 | 0.10 | 128.120 | 128.130 | 132.317 | -10260.00 | 2649820.00 |
| 223 | 2012.05.10 15:00 | buy | 112 | 0.10 | 128.941 | 127.563 | 132.109 | ||
| 224 | 2012.05.17 12:22 | s/l | 112 | 0.10 | 127.565 | 127.563 | 132.109 | -13760.00 | 2636060.00 |
| 225 | 2012.05.17 14:00 | sell | 113 | 0.20 | 127.261 | 133.734 | 124.062 | ||
| 226 | 2012.05.29 18:46 | t/p | 113 | 0.20 | 124.067 | 133.734 | 124.062 | 63880.00 | 2699940.00 |
| 227 | 2012.05.29 19:00 | sell | 114 | 0.20 | 124.133 | 133.734 | 120.942 | ||
| 228 | 2012.05.31 17:45 | t/p | 114 | 0.20 | 120.932 | 133.734 | 120.942 | 64020.00 | 2763960.00 |
| 229 | 2012.05.31 18:30 | sell | 115 | 0.20 | 120.454 | 130.452 | 117.252 | ||
| 230 | 2012.09.06 18:00 | close | 115 | 0.20 | 125.832 | 130.452 | 117.252 | -107560.00 | 2656400.00 |
| 231 | 2012.09.06 18:00 | buy | 116 | 0.20 | 125.824 | 123.443 | 129.013 | ||
| 232 | 2012.09.07 16:00 | close | 116 | 0.20 | 125.113 | 123.443 | 129.013 | -14220.00 | 2642180.00 |
| 233 | 2012.09.07 16:00 | sell | 117 | 0.20 | 125.107 | 133.734 | 121.922 | ||
| 234 | 2012.09.14 07:15 | close | 117 | 0.20 | 125.755 | 133.734 | 121.922 | -12960.00 | 2629220.00 |
| 235 | 2012.09.14 07:15 | buy | 118 | 0.20 | 125.751 | 123.443 | 128.926 | ||
| 236 | 2012.09.26 09:15 | close | 118 | 0.20 | 125.570 | 123.443 | 128.926 | -3620.00 | 2625600.00 |
| 237 | 2012.09.26 09:15 | sell | 119 | 0.20 | 125.588 | 132.066 | 122.377 | ||
| 238 | 2012.09.27 08:45 | close | 119 | 0.20 | 125.884 | 132.066 | 122.377 | -5920.00 | 2619680.00 |
| 239 | 2012.09.27 08:45 | buy | 120 | 0.20 | 125.867 | 124.190 | 129.071 | ||
| 240 | 2012.09.28 17:00 | close | 120 | 0.20 | 125.544 | 124.190 | 129.071 | -6460.00 | 2613220.00 |
| 241 | 2012.09.28 17:00 | sell | 121 | 0.20 | 125.546 | 132.066 | 122.344 | ||
| 242 | 2012.10.01 12:15 | close | 121 | 0.20 | 126.062 | 132.066 | 122.344 | -10320.00 | 2602900.00 |
| 243 | 2012.10.01 12:15 | buy | 122 | 0.20 | 126.065 | 125.092 | 129.246 | ||
| 244 | 2012.10.08 13:15 | close | 122 | 0.20 | 125.489 | 125.092 | 129.246 | -11520.00 | 2591380.00 |
| 245 | 2012.10.08 13:15 | sell | 123 | 0.20 | 125.473 | 132.066 | 122.280 | ||
| 246 | 2012.10.09 07:30 | close | 123 | 0.20 | 125.784 | 132.066 | 122.280 | -6220.00 | 2585160.00 |
| 247 | 2012.10.09 07:31 | buy | 124 | 0.20 | 125.817 | 124.884 | 128.973 | ||
| 248 | 2012.10.09 18:15 | close | 124 | 0.20 | 125.141 | 124.884 | 128.973 | -13520.00 | 2571640.00 |
| 249 | 2012.10.09 18:15 | sell | 125 | 0.20 | 125.138 | 132.066 | 121.937 | ||
| 250 | 2012.10.10 17:30 | close | 125 | 0.20 | 125.606 | 132.066 | 121.937 | -9360.00 | 2562280.00 |
| 251 | 2012.10.10 17:30 | buy | 126 | 0.20 | 125.607 | 124.691 | 128.777 | ||
| 252 | 2012.10.11 04:15 | close | 126 | 0.20 | 124.880 | 124.691 | 128.777 | -14540.00 | 2547740.00 |
| 253 | 2012.10.11 04:15 | sell | 127 | 0.20 | 124.874 | 132.066 | 121.677 | ||
| 254 | 2012.10.11 14:00 | close | 127 | 0.20 | 125.612 | 132.066 | 121.677 | -14760.00 | 2532980.00 |
| 255 | 2012.10.11 14:00 | buy | 128 | 0.20 | 125.617 | 124.490 | 128.790 | ||
| 256 | 2012.10.25 09:28 | t/p | 128 | 0.20 | 128.784 | 124.490 | 128.790 | 63340.00 | 2596320.00 |
| 257 | 2012.10.26 07:30 | sell | 129 | 0.10 | 129.015 | 129.896 | 125.806 | ||
| 258 | 2012.11.13 06:01 | t/p | 129 | 0.10 | 125.796 | 129.896 | 125.806 | 32190.00 | 2628510.00 |
| 259 | 2012.11.13 14:00 | buy | 130 | 0.10 | 126.518 | 125.420 | 129.699 | ||
| 260 | 2012.11.19 02:00 | t/p | 130 | 0.10 | 129.698 | 125.420 | 129.699 | 31800.00 | 2660310.00 |
| 261 | 2012.11.20 16:15 | buy | 131 | 0.20 | 130.015 | 119.985 | 133.185 | ||
| 262 | 2012.12.12 05:45 | t/p | 131 | 0.20 | 133.192 | 119.985 | 133.185 | 63540.00 | 2723850.00 |
| 263 | 2012.12.12 09:15 | buy | 132 | 0.20 | 133.308 | 123.286 | 136.486 | ||
| 264 | 2012.12.18 17:47 | t/p | 132 | 0.20 | 136.491 | 123.286 | 136.486 | 63660.00 | 2787510.00 |
| 265 | 2012.12.18 18:00 | buy | 133 | 0.20 | 136.445 | 126.433 | 139.633 | ||
| 266 | 2012.12.31 15:45 | t/p | 133 | 0.20 | 139.645 | 126.433 | 139.633 | 64000.00 | 2851510.00 |
| 267 | 2012.12.31 16:15 | buy | 134 | 0.20 | 140.035 | 130.002 | 143.202 | ||
| 268 | 2013.01.10 23:12 | t/p | 134 | 0.20 | 143.199 | 130.002 | 143.202 | 63280.00 | 2914790.00 |
| 269 | 2013.01.10 23:30 | buy | 135 | 0.20 | 143.084 | 133.074 | 146.274 | ||
| 270 | 2013.02.01 06:41 | t/p | 135 | 0.20 | 146.285 | 133.074 | 146.274 | 64020.00 | 2978810.00 |
| 271 | 2013.02.01 07:30 | buy | 136 | 0.20 | 146.343 | 136.322 | 149.522 | ||
| 272 | 2013.04.05 21:16 | t/p | 136 | 0.20 | 149.529 | 136.322 | 149.522 | 63720.00 | 3042530.00 |
| 273 | 2013.04.05 21:45 | buy | 137 | 0.20 | 149.770 | 139.752 | 152.952 | ||
| 274 | 2013.04.10 22:06 | t/p | 137 | 0.20 | 152.947 | 139.752 | 152.952 | 63540.00 | 3106070.00 |
| 275 | 2013.04.10 22:30 | buy | 138 | 0.20 | 153.008 | 142.975 | 156.175 | ||
| 276 | 2013.05.10 04:41 | t/p | 138 | 0.20 | 156.181 | 142.975 | 156.175 | 63460.00 | 3169530.00 |
| 277 | 2013.05.13 02:45 | buy | 139 | 0.20 | 156.554 | 146.521 | 159.721 | ||
| 278 | 2013.09.19 16:12 | t/p | 139 | 0.20 | 159.713 | 146.521 | 159.721 | 63180.00 | 3232710.00 |
| 279 | 2013.09.19 16:30 | buy | 140 | 0.20 | 159.825 | 149.798 | 162.998 | ||
| 280 | 2013.11.21 17:24 | t/p | 140 | 0.20 | 162.997 | 149.798 | 162.998 | 63440.00 | 3296150.00 |
| 281 | 2013.11.22 00:00 | buy | 141 | 0.20 | 163.870 | 153.839 | 167.039 | ||
| 282 | 2013.11.28 10:02 | t/p | 141 | 0.20 | 167.036 | 153.839 | 167.039 | 63320.00 | 3359470.00 |
| 283 | 2013.11.28 10:30 | buy | 142 | 0.20 | 166.960 | 156.947 | 170.147 | ||
| 284 | 2013.12.18 22:01 | t/p | 142 | 0.20 | 170.146 | 156.947 | 170.147 | 63720.00 | 3423190.00 |
| 285 | 2013.12.18 22:15 | buy | 143 | 0.20 | 170.174 | 160.145 | 173.345 | ||
| 286 | 2013.12.27 13:35 | t/p | 143 | 0.20 | 173.344 | 160.145 | 173.345 | 63400.00 | 3486590.00 |
| 287 | 2013.12.27 14:15 | buy | 144 | 0.20 | 173.464 | 163.453 | 176.653 | ||
| 288 | 2014.06.02 14:45 | close | 144 | 0.20 | 170.852 | 163.453 | 176.653 | -52240.00 | 3434350.00 |
| 289 | 2014.06.02 16:00 | buy | 145 | 0.20 | 171.249 | 163.626 | 174.436 | ||
| 290 | 2014.07.02 16:06 | t/p | 145 | 0.20 | 174.445 | 163.626 | 174.436 | 63920.00 | 3498270.00 |
| 291 | 2014.07.02 16:15 | buy | 146 | 0.20 | 174.460 | 164.432 | 177.632 | ||
| 292 | 2014.09.18 08:39 | t/p | 146 | 0.20 | 177.624 | 164.432 | 177.632 | 63280.00 | 3561550.00 |
| 293 | 2014.09.18 09:00 | buy | 147 | 0.20 | 177.504 | 169.092 | 180.692 | ||
| 294 | 2014.09.19 04:37 | t/p | 147 | 0.20 | 180.697 | 169.092 | 180.692 | 63860.00 | 3625410.00 |
| 295 | 2014.09.19 05:00 | buy | 148 | 0.20 | 180.122 | 170.098 | 183.298 | ||
| 296 | 2014.10.14 14:30 | s/l | 148 | 0.20 | 170.098 | 170.098 | 183.298 | -200480.00 | 3424930.00 |
| 297 | 2014.10.15 09:30 | buy | 149 | 0.20 | 170.783 | 169.092 | 173.964 | ||
| 298 | 2014.10.15 16:40 | s/l | 149 | 0.20 | 169.079 | 169.092 | 173.964 | -34080.00 | 3390850.00 |
| 299 | 2014.10.16 18:45 | buy | 150 | 0.20 | 170.275 | 167.763 | 173.448 | ||
| 300 | 2014.10.23 17:53 | t/p | 150 | 0.20 | 173.450 | 167.763 | 173.448 | 63500.00 | 3454350.00 |