Strategy Tester Report
EA_BBbreak_M15_forGJ_1.05
| 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=23000001; Lots=0.1; 複利運用基準値=0; トレンドモード="自動"; トレードモード="自動"; 週末決済="なし"; Slippage=3; timeframe=15; 許容スプレッド=50; カスタム設定=""; EMA期間=0; EMA価格差=0; ローソク足長（下限）=0; ローソク足長（上限）=0; 逆指値オフセット値=0; 指値オフセット値=0; BB期間=0; BB標準偏差倍率=0; BB幅=0; 保持期間=0; Stop変更ライン=0; Stop変更オフセット値=0; | ||||
| 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 | 200000.00 | スプレッド | 変動 | ||
| 純益 | 2954340.00 | 総利益 | 7266650.00 | 総損失 | -4312310.00 |
| プロフィットファクタ | 1.69 | 期待利得 | 2040.29 | ||
| 絶対ドローダウン | 2950.00 | 最大ドローダウン | 90580.00 (8.64%) | 相対ドローダウン | 18.20% (71280.00) |
| 総取引数 | 1448 | 売りポジション(勝率%） | 724 (44.34%) | 買いポジション(勝率%） | 724 (46.55%) |
| 勝率(%) | 658 (45.44%) | 負率 (%) | 790 (54.56%) | ||
| 最大 | 勝トレード | 30890.00 | 敗トレード | -18840.00 | |
| 平均 | 勝トレード | 11043.54 | 敗トレード | -5458.62 | |
| 最大 | 連勝(金額) | 8 (65540.00) | 連敗(金額) | 9 (-65960.00) | |
| 最大 | 連勝(トレード数) | 97900.00 (4) | 連敗(トレード数) | -65960.00 (9) | |
| 平均 | 連勝 | 2 | 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 |
| 1501 | 2014.02.06 23:00 | buy | 643 | 0.10 | 166.764 | 165.995 | 169.745 | ||
| 1502 | 2014.02.07 15:45 | close | 643 | 0.10 | 166.454 | 165.995 | 169.745 | -3100.00 | 1642750.00 |
| 1503 | 2014.02.07 16:15 | buy | 644 | 0.10 | 167.401 | 166.636 | 170.386 | ||
| 1504 | 2014.02.07 17:15 | close | 644 | 0.10 | 167.408 | 166.636 | 170.386 | 70.00 | 1642820.00 |
| 1505 | 2014.02.07 17:45 | buy | 645 | 0.10 | 167.567 | 166.795 | 170.545 | ||
| 1506 | 2014.02.10 18:00 | close | 645 | 0.10 | 167.302 | 166.795 | 170.545 | -2650.00 | 1640170.00 |
| 1507 | 2014.02.11 12:15 | buy | 646 | 0.10 | 168.404 | 167.627 | 171.377 | ||
| 1508 | 2014.02.12 12:30 | close | 646 | 0.10 | 168.749 | 167.627 | 171.377 | 3450.00 | 1643620.00 |
| 1509 | 2014.02.12 13:00 | buy | 647 | 0.10 | 169.397 | 168.624 | 172.374 | ||
| 1510 | 2014.02.13 13:15 | close | 647 | 0.10 | 169.666 | 168.624 | 172.374 | 2690.00 | 1646310.00 |
| 1511 | 2014.02.17 04:00 | buy | 648 | 0.10 | 170.868 | 170.104 | 173.854 | ||
| 1512 | 2014.02.18 04:15 | close | 648 | 0.10 | 170.508 | 170.104 | 173.854 | -3600.00 | 1642710.00 |
| 1513 | 2014.02.18 05:45 | buy | 649 | 0.10 | 171.285 | 170.512 | 174.262 | ||
| 1514 | 2014.02.18 11:45 | s/l | 649 | 0.10 | 170.514 | 170.512 | 174.262 | -7710.00 | 1635000.00 |
| 1515 | 2014.02.20 04:15 | sell | 650 | 0.10 | 169.923 | 170.674 | 166.924 | ||
| 1516 | 2014.02.20 15:59 | s/l | 650 | 0.10 | 170.683 | 170.674 | 166.924 | -7600.00 | 1627400.00 |
| 1517 | 2014.02.21 16:15 | buy | 651 | 0.10 | 171.294 | 170.532 | 174.282 | ||
| 1518 | 2014.02.21 23:06 | s/l | 651 | 0.10 | 170.535 | 170.532 | 174.282 | -7590.00 | 1619810.00 |
| 1519 | 2014.02.26 16:30 | sell | 652 | 0.10 | 170.221 | 170.972 | 167.222 | ||
| 1520 | 2014.02.27 16:45 | close | 652 | 0.10 | 170.259 | 170.972 | 167.222 | -380.00 | 1619430.00 |
| 1521 | 2014.02.28 07:00 | sell | 653 | 0.10 | 169.471 | 170.229 | 166.479 | ||
| 1522 | 2014.02.28 09:05 | s/l | 653 | 0.10 | 170.231 | 170.229 | 166.479 | -7600.00 | 1611830.00 |
| 1523 | 2014.03.03 11:15 | sell | 654 | 0.10 | 169.296 | 170.049 | 166.299 | ||
| 1524 | 2014.03.04 09:28 | s/l | 654 | 0.10 | 170.054 | 170.049 | 166.299 | -7580.00 | 1604250.00 |
| 1525 | 2014.03.05 14:45 | buy | 655 | 0.10 | 171.257 | 170.481 | 174.231 | ||
| 1526 | 2014.03.06 17:15 | modify | 655 | 0.10 | 171.257 | 171.472 | 174.231 | ||
| 1527 | 2014.03.07 16:00 | close | 655 | 0.10 | 173.522 | 171.472 | 174.231 | 22650.00 | 1626900.00 |
| 1528 | 2014.03.07 16:00 | buy | 656 | 0.10 | 173.536 | 172.771 | 176.521 | ||
| 1529 | 2014.03.07 17:53 | s/l | 656 | 0.10 | 172.774 | 172.771 | 176.521 | -7620.00 | 1619280.00 |
| 1530 | 2014.03.11 20:30 | sell | 657 | 0.10 | 171.150 | 171.904 | 168.154 | ||
| 1531 | 2014.03.13 19:45 | modify | 657 | 0.10 | 171.150 | 170.667 | 168.154 | ||
| 1532 | 2014.03.13 21:45 | close | 657 | 0.10 | 169.007 | 170.667 | 168.154 | 21430.00 | 1640710.00 |
| 1533 | 2014.03.13 21:45 | sell | 658 | 0.10 | 169.000 | 169.741 | 165.991 | ||
| 1534 | 2014.03.17 23:00 | close | 658 | 0.10 | 169.265 | 169.741 | 165.991 | -2650.00 | 1638060.00 |
| 1535 | 2014.03.18 16:30 | sell | 659 | 0.10 | 168.220 | 168.979 | 165.229 | ||
| 1536 | 2014.03.19 12:10 | s/l | 659 | 0.10 | 168.983 | 168.979 | 165.229 | -7630.00 | 1630430.00 |
| 1537 | 2014.03.25 15:45 | buy | 660 | 0.10 | 169.191 | 168.428 | 172.178 | ||
| 1538 | 2014.03.27 17:00 | close | 660 | 0.10 | 169.907 | 168.428 | 172.178 | 7160.00 | 1637590.00 |
| 1539 | 2014.03.27 17:00 | buy | 661 | 0.10 | 169.938 | 169.167 | 172.917 | ||
| 1540 | 2014.03.28 18:45 | modify | 661 | 0.10 | 169.938 | 170.316 | 172.917 | ||
| 1541 | 2014.03.31 18:15 | close | 661 | 0.10 | 171.746 | 170.316 | 172.917 | 18080.00 | 1655670.00 |
| 1542 | 2014.04.02 04:15 | buy | 662 | 0.10 | 172.758 | 171.984 | 175.734 | ||
| 1543 | 2014.04.04 05:30 | close | 662 | 0.10 | 172.365 | 171.984 | 175.734 | -3930.00 | 1651740.00 |
| 1544 | 2014.04.04 16:45 | sell | 663 | 0.10 | 171.936 | 172.686 | 168.936 | ||
| 1545 | 2014.04.07 08:30 | modify | 663 | 0.10 | 171.936 | 171.608 | 168.936 | ||
| 1546 | 2014.04.07 17:11 | s/l | 663 | 0.10 | 171.607 | 171.608 | 168.936 | 3290.00 | 1655030.00 |
| 1547 | 2014.04.08 20:00 | sell | 664 | 0.10 | 170.614 | 171.356 | 167.606 | ||
| 1548 | 2014.04.10 01:22 | s/l | 664 | 0.10 | 171.359 | 171.356 | 167.606 | -7450.00 | 1647580.00 |
| 1549 | 2014.04.10 12:15 | sell | 665 | 0.10 | 170.249 | 171.009 | 167.259 | ||
| 1550 | 2014.04.14 13:30 | close | 665 | 0.10 | 170.195 | 171.009 | 167.259 | 540.00 | 1648120.00 |
| 1551 | 2014.04.15 11:30 | sell | 666 | 0.10 | 169.522 | 170.254 | 166.504 | ||
| 1552 | 2014.04.15 12:02 | s/l | 666 | 0.10 | 170.251 | 170.254 | 166.504 | -7290.00 | 1640830.00 |
| 1553 | 2014.04.15 17:00 | buy | 667 | 0.10 | 170.621 | 169.849 | 173.599 | ||
| 1554 | 2014.04.15 17:30 | close | 667 | 0.10 | 170.215 | 169.849 | 173.599 | -4060.00 | 1636770.00 |
| 1555 | 2014.04.16 05:00 | buy | 668 | 0.10 | 170.842 | 170.067 | 173.817 | ||
| 1556 | 2014.04.16 12:15 | modify | 668 | 0.10 | 170.842 | 171.126 | 173.817 | ||
| 1557 | 2014.04.18 06:15 | close | 668 | 0.10 | 171.961 | 171.126 | 173.817 | 11190.00 | 1647960.00 |
| 1558 | 2014.04.21 04:15 | buy | 669 | 0.10 | 172.365 | 171.601 | 175.351 | ||
| 1559 | 2014.04.23 05:30 | close | 669 | 0.10 | 172.569 | 171.601 | 175.351 | 2040.00 | 1650000.00 |
| 1560 | 2014.04.23 17:15 | sell | 670 | 0.10 | 171.738 | 172.492 | 168.742 | ||
| 1561 | 2014.04.25 18:30 | close | 670 | 0.10 | 171.551 | 172.492 | 168.742 | 1870.00 | 1651870.00 |
| 1562 | 2014.04.28 16:15 | buy | 671 | 0.10 | 172.391 | 171.627 | 175.377 | ||
| 1563 | 2014.04.30 17:30 | close | 671 | 0.10 | 172.452 | 171.627 | 175.377 | 610.00 | 1652480.00 |
| 1564 | 2014.05.01 13:00 | buy | 672 | 0.10 | 172.892 | 172.132 | 175.882 | ||
| 1565 | 2014.05.05 04:45 | s/l | 672 | 0.10 | 172.124 | 172.132 | 175.882 | -7680.00 | 1644800.00 |
| 1566 | 2014.05.05 05:45 | sell | 673 | 0.10 | 171.976 | 172.733 | 168.983 | ||
| 1567 | 2014.05.06 10:33 | s/l | 673 | 0.10 | 172.739 | 172.733 | 168.983 | -7630.00 | 1637170.00 |
| 1568 | 2014.05.07 15:30 | buy | 674 | 0.10 | 172.824 | 172.054 | 175.804 | ||
| 1569 | 2014.05.08 18:00 | close | 674 | 0.10 | 172.242 | 172.054 | 175.804 | -5820.00 | 1631350.00 |
| 1570 | 2014.05.08 18:00 | sell | 675 | 0.10 | 172.254 | 172.998 | 169.248 | ||
| 1571 | 2014.05.12 19:15 | close | 675 | 0.10 | 172.298 | 172.998 | 169.248 | -440.00 | 1630910.00 |
| 1572 | 2014.05.14 11:45 | sell | 676 | 0.10 | 171.438 | 172.189 | 168.439 | ||
| 1573 | 2014.05.15 18:45 | modify | 676 | 0.10 | 171.438 | 171.162 | 168.439 | ||
| 1574 | 2014.05.16 13:00 | close | 676 | 0.10 | 170.562 | 171.162 | 168.439 | 8760.00 | 1639670.00 |
| 1575 | 2014.05.19 12:45 | sell | 677 | 0.10 | 170.127 | 170.882 | 167.132 | ||
| 1576 | 2014.05.20 11:30 | s/l | 677 | 0.10 | 170.900 | 170.882 | 167.132 | -7730.00 | 1631940.00 |
| 1577 | 2014.05.21 09:45 | sell | 678 | 0.10 | 169.993 | 170.739 | 166.989 | ||
| 1578 | 2014.05.21 11:30 | s/l | 678 | 0.10 | 170.744 | 170.739 | 166.989 | -7510.00 | 1624430.00 |
| 1579 | 2014.05.21 16:00 | buy | 679 | 0.10 | 171.139 | 170.374 | 174.124 | ||
| 1580 | 2014.05.23 17:15 | close | 679 | 0.10 | 171.543 | 170.374 | 174.124 | 4040.00 | 1628470.00 |
| 1581 | 2014.05.28 10:15 | sell | 680 | 0.10 | 170.709 | 171.455 | 167.705 | ||
| 1582 | 2014.05.30 11:30 | close | 680 | 0.10 | 170.241 | 171.455 | 167.705 | 4680.00 | 1633150.00 |
| 1583 | 2014.06.02 15:45 | buy | 681 | 0.10 | 171.211 | 170.440 | 174.190 | ||
| 1584 | 2014.06.04 17:00 | close | 681 | 0.10 | 171.828 | 170.440 | 174.190 | 6170.00 | 1639320.00 |
| 1585 | 2014.06.04 17:15 | buy | 682 | 0.10 | 171.999 | 171.223 | 174.973 | ||
| 1586 | 2014.06.06 18:30 | close | 682 | 0.10 | 172.159 | 171.223 | 174.973 | 1600.00 | 1640920.00 |
| 1587 | 2014.06.10 13:00 | sell | 683 | 0.10 | 171.888 | 172.628 | 168.878 | ||
| 1588 | 2014.06.12 14:15 | close | 683 | 0.10 | 171.771 | 172.628 | 168.878 | 1170.00 | 1642090.00 |
| 1589 | 2014.06.13 08:30 | buy | 684 | 0.10 | 172.941 | 172.173 | 175.923 | ||
| 1590 | 2014.06.17 09:45 | close | 684 | 0.10 | 173.120 | 172.173 | 175.923 | 1790.00 | 1643880.00 |
| 1591 | 2014.06.17 16:45 | buy | 685 | 0.10 | 173.279 | 172.515 | 176.265 | ||
| 1592 | 2014.06.19 18:00 | close | 685 | 0.10 | 173.627 | 172.515 | 176.265 | 3480.00 | 1647360.00 |
| 1593 | 2014.06.24 12:00 | sell | 686 | 0.10 | 173.122 | 173.872 | 170.122 | ||
| 1594 | 2014.06.26 13:15 | close | 686 | 0.10 | 173.285 | 173.872 | 170.122 | -1630.00 | 1645730.00 |
| 1595 | 2014.06.26 18:00 | sell | 687 | 0.10 | 172.698 | 173.452 | 169.702 | ||
| 1596 | 2014.06.30 19:15 | close | 687 | 0.10 | 173.330 | 173.452 | 169.702 | -6320.00 | 1639410.00 |
| 1597 | 2014.07.01 11:45 | buy | 688 | 0.10 | 173.852 | 173.078 | 176.828 | ||
| 1598 | 2014.07.03 13:00 | close | 688 | 0.10 | 174.798 | 173.078 | 176.828 | 9460.00 | 1648870.00 |
| 1599 | 2014.07.03 16:15 | buy | 689 | 0.10 | 175.125 | 174.345 | 178.095 | ||
| 1600 | 2014.07.07 15:19 | s/l | 689 | 0.10 | 174.339 | 174.345 | 178.095 | -7860.00 | 1641010.00 |
| 1601 | 2014.07.08 11:45 | sell | 690 | 0.10 | 173.875 | 174.623 | 170.873 | ||
| 1602 | 2014.07.10 13:00 | close | 690 | 0.10 | 173.523 | 174.623 | 170.873 | 3520.00 | 1644530.00 |
| 1603 | 2014.07.10 13:45 | sell | 691 | 0.10 | 173.356 | 174.103 | 170.353 | ||
| 1604 | 2014.07.14 15:00 | close | 691 | 0.10 | 173.617 | 174.103 | 170.353 | -2610.00 | 1641920.00 |
| 1605 | 2014.07.15 11:45 | buy | 692 | 0.10 | 174.048 | 173.287 | 177.037 | ||
| 1606 | 2014.07.17 13:00 | close | 692 | 0.10 | 173.697 | 173.287 | 177.037 | -3510.00 | 1638410.00 |
| 1607 | 2014.07.17 18:30 | sell | 693 | 0.10 | 173.241 | 173.998 | 170.248 | ||
| 1608 | 2014.07.21 19:45 | close | 693 | 0.10 | 172.966 | 173.998 | 170.248 | 2750.00 | 1641160.00 |
| 1609 | 2014.07.23 12:15 | sell | 694 | 0.10 | 172.739 | 173.497 | 169.747 | ||
| 1610 | 2014.07.25 13:30 | close | 694 | 0.10 | 172.868 | 173.497 | 169.747 | -1290.00 | 1639870.00 |
| 1611 | 2014.07.30 16:00 | buy | 695 | 0.10 | 173.395 | 172.633 | 176.383 | ||
| 1612 | 2014.08.01 17:15 | close | 695 | 0.10 | 172.949 | 172.633 | 176.383 | -4460.00 | 1635410.00 |
| 1613 | 2014.08.01 17:45 | sell | 696 | 0.10 | 172.833 | 173.578 | 169.828 | ||
| 1614 | 2014.08.05 19:00 | close | 696 | 0.10 | 173.422 | 173.578 | 169.828 | -5890.00 | 1629520.00 |
| 1615 | 2014.08.06 13:15 | sell | 697 | 0.10 | 172.308 | 173.066 | 169.316 | ||
| 1616 | 2014.08.08 05:15 | modify | 697 | 0.10 | 172.308 | 171.995 | 169.316 | ||
| 1617 | 2014.08.08 14:30 | close | 697 | 0.10 | 171.409 | 171.995 | 169.316 | 8990.00 | 1638510.00 |
| 1618 | 2014.08.13 10:45 | buy | 698 | 0.10 | 172.418 | 171.638 | 175.388 | ||
| 1619 | 2014.08.13 12:34 | s/l | 698 | 0.10 | 171.648 | 171.638 | 175.388 | -7700.00 | 1630810.00 |
| 1620 | 2014.08.13 12:34 | buy | 699 | 0.10 | 171.670 | 171.441 | 175.191 | ||
| 1621 | 2014.08.13 12:40 | s/l | 699 | 0.10 | 171.433 | 171.441 | 175.191 | -2370.00 | 1628440.00 |
| 1622 | 2014.08.15 18:30 | sell | 700 | 0.10 | 170.714 | 171.458 | 167.708 | ||
| 1623 | 2014.08.18 10:10 | s/l | 700 | 0.10 | 171.456 | 171.458 | 167.708 | -7420.00 | 1621020.00 |
| 1624 | 2014.08.20 11:45 | buy | 701 | 0.10 | 171.992 | 171.218 | 174.968 | ||
| 1625 | 2014.08.22 13:00 | close | 701 | 0.10 | 171.904 | 171.218 | 174.968 | -880.00 | 1620140.00 |
| 1626 | 2014.08.22 17:45 | buy | 702 | 0.10 | 172.599 | 171.828 | 175.578 | ||
| 1627 | 2014.08.26 19:00 | close | 702 | 0.10 | 172.530 | 171.828 | 175.578 | -690.00 | 1619450.00 |
| 1628 | 2014.08.28 13:00 | sell | 703 | 0.10 | 171.858 | 172.603 | 168.853 | ||
| 1629 | 2014.08.29 22:48 | s/l | 703 | 0.10 | 172.596 | 172.603 | 168.853 | -7380.00 | 1612070.00 |
| 1630 | 2014.09.04 18:30 | sell | 704 | 0.10 | 172.182 | 172.927 | 169.177 | ||
| 1631 | 2014.09.05 18:00 | modify | 704 | 0.10 | 172.182 | 171.947 | 169.177 | ||
| 1632 | 2014.09.08 19:45 | close | 704 | 0.10 | 170.832 | 171.947 | 169.177 | 13500.00 | 1625570.00 |
| 1633 | 2014.09.10 09:30 | buy | 705 | 0.10 | 171.837 | 171.058 | 174.808 | ||
| 1634 | 2014.09.10 21:30 | modify | 705 | 0.10 | 171.837 | 172.263 | 174.808 | ||
| 1635 | 2014.09.12 10:45 | close | 705 | 0.10 | 174.263 | 172.263 | 174.808 | 24260.00 | 1649830.00 |
| 1636 | 2014.09.16 13:00 | sell | 706 | 0.10 | 173.249 | 173.996 | 170.246 | ||
| 1637 | 2014.09.16 18:56 | s/l | 706 | 0.10 | 173.988 | 173.996 | 170.246 | -7390.00 | 1642440.00 |
| 1638 | 2014.09.17 10:45 | buy | 707 | 0.10 | 174.928 | 174.152 | 177.902 | ||
| 1639 | 2014.09.17 22:45 | modify | 707 | 0.10 | 174.928 | 175.160 | 177.902 | ||
| 1640 | 2014.09.18 15:23 | t/p | 707 | 0.10 | 177.913 | 175.160 | 177.902 | 29850.00 | 1672290.00 |
| 1641 | 2014.09.23 10:45 | sell | 708 | 0.10 | 177.321 | 178.066 | 174.316 | ||
| 1642 | 2014.09.23 15:05 | s/l | 708 | 0.10 | 178.064 | 178.066 | 174.316 | -7430.00 | 1664860.00 |
| 1643 | 2014.09.23 21:45 | buy | 709 | 0.10 | 178.513 | 177.741 | 181.491 | ||
| 1644 | 2014.09.24 11:00 | s/l | 709 | 0.10 | 177.749 | 177.741 | 181.491 | -7640.00 | 1657220.00 |
| 1645 | 2014.09.25 17:30 | sell | 710 | 0.10 | 177.723 | 178.472 | 174.722 | ||
| 1646 | 2014.09.29 19:00 | close | 710 | 0.10 | 177.968 | 178.472 | 174.722 | -2450.00 | 1654770.00 |
| 1647 | 2014.09.30 10:15 | buy | 711 | 0.10 | 178.049 | 177.272 | 181.022 | ||
| 1648 | 2014.10.01 17:15 | close | 711 | 0.10 | 177.519 | 177.272 | 181.022 | -5300.00 | 1649470.00 |
| 1649 | 2014.10.01 17:15 | sell | 712 | 0.10 | 177.528 | 178.275 | 174.525 | ||
| 1650 | 2014.10.01 23:15 | modify | 712 | 0.10 | 177.528 | 177.319 | 174.525 | ||