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 |
| 1651 | 2014.10.02 18:40 | t/p | 712 | 0.10 | 174.504 | 177.319 | 174.525 | 30240.00 | 1679710.00 |
| 1652 | 2014.10.06 10:15 | sell | 713 | 0.10 | 174.693 | 175.443 | 171.693 | ||
| 1653 | 2014.10.07 09:30 | close | 713 | 0.10 | 174.905 | 175.443 | 171.693 | -2120.00 | 1677590.00 |
| 1654 | 2014.10.07 12:15 | sell | 714 | 0.10 | 174.387 | 175.137 | 171.387 | ||
| 1655 | 2014.10.09 13:30 | close | 714 | 0.10 | 174.644 | 175.137 | 171.387 | -2570.00 | 1675020.00 |
| 1656 | 2014.10.10 12:15 | sell | 715 | 0.10 | 173.264 | 174.022 | 170.272 | ||
| 1657 | 2014.10.13 23:00 | modify | 715 | 0.10 | 173.264 | 173.023 | 170.272 | ||
| 1658 | 2014.10.14 13:30 | close | 715 | 0.10 | 170.828 | 173.023 | 170.272 | 24360.00 | 1699380.00 |
| 1659 | 2014.10.22 14:45 | sell | 716 | 0.10 | 171.661 | 172.421 | 168.671 | ||
| 1660 | 2014.10.22 18:15 | s/l | 716 | 0.10 | 172.430 | 172.421 | 168.671 | -7690.00 | 1691690.00 |
| 1661 | 2014.10.23 15:45 | buy | 717 | 0.10 | 172.758 | 171.983 | 175.733 | ||
| 1662 | 2014.10.24 18:15 | modify | 717 | 0.10 | 172.758 | 173.055 | 175.733 | ||
| 1663 | 2014.10.27 17:00 | close | 717 | 0.10 | 173.745 | 173.055 | 175.733 | 9870.00 | 1701560.00 |
| 1664 | 2014.10.28 13:45 | buy | 718 | 0.10 | 174.142 | 173.381 | 177.131 | ||
| 1665 | 2014.10.30 15:00 | close | 718 | 0.10 | 174.267 | 173.381 | 177.131 | 1250.00 | 1702810.00 |
| 1666 | 2014.10.30 19:30 | buy | 719 | 0.10 | 174.688 | 173.919 | 177.669 | ||
| 1667 | 2014.10.31 08:15 | modify | 719 | 0.10 | 174.688 | 175.259 | 177.669 | ||
| 1668 | 2014.10.31 10:01 | t/p | 719 | 0.10 | 177.673 | 175.259 | 177.669 | 29850.00 | 1732660.00 |
| 1669 | 2014.10.31 10:01 | buy | 720 | 0.10 | 177.659 | 176.747 | 180.497 | ||
| 1670 | 2014.10.31 14:00 | modify | 720 | 0.10 | 177.659 | 178.006 | 180.497 | ||
| 1671 | 2014.11.03 00:08 | t/p | 720 | 0.10 | 180.490 | 178.006 | 180.497 | 28310.00 | 1760970.00 |
| 1672 | 2014.11.05 06:30 | buy | 721 | 0.10 | 182.458 | 181.682 | 185.432 | ||
| 1673 | 2014.11.05 17:30 | close | 721 | 0.10 | 182.788 | 181.682 | 185.432 | 3300.00 | 1764270.00 |
| 1674 | 2014.11.05 17:45 | buy | 722 | 0.10 | 182.933 | 182.161 | 185.911 | ||
| 1675 | 2014.11.06 06:00 | modify | 722 | 0.10 | 182.933 | 183.319 | 185.911 | ||
| 1676 | 2014.11.06 06:10 | s/l | 722 | 0.10 | 183.242 | 183.319 | 185.911 | 3090.00 | 1767360.00 |
| 1677 | 2014.11.07 19:15 | sell | 723 | 0.10 | 181.630 | 182.388 | 178.638 | ||
| 1678 | 2014.11.11 06:30 | s/l | 723 | 0.10 | 182.385 | 182.388 | 178.638 | -7550.00 | 1759810.00 |
| 1679 | 2014.11.11 12:15 | buy | 724 | 0.10 | 183.870 | 183.094 | 186.844 | ||
| 1680 | 2014.11.12 12:37 | s/l | 724 | 0.10 | 183.084 | 183.094 | 186.844 | -7860.00 | 1751950.00 |
| 1681 | 2014.11.17 11:15 | sell | 725 | 0.10 | 181.326 | 182.073 | 178.323 | ||
| 1682 | 2014.11.17 13:44 | s/l | 725 | 0.10 | 182.075 | 182.073 | 178.323 | -7490.00 | 1744460.00 |
| 1683 | 2014.11.18 11:45 | buy | 726 | 0.10 | 183.143 | 182.372 | 186.122 | ||
| 1684 | 2014.11.18 12:13 | s/l | 726 | 0.10 | 182.379 | 182.372 | 186.122 | -7640.00 | 1736820.00 |
| 1685 | 2014.11.18 12:13 | buy | 727 | 0.10 | 182.359 | 182.281 | 186.031 | ||
| 1686 | 2014.11.18 12:13 | s/l | 727 | 0.10 | 182.281 | 182.281 | 186.031 | -780.00 | 1736040.00 |
| 1687 | 2014.11.19 08:15 | buy | 728 | 0.10 | 183.280 | 182.516 | 186.266 | ||
| 1688 | 2014.11.19 13:15 | modify | 728 | 0.10 | 183.280 | 183.533 | 186.266 | ||
| 1689 | 2014.11.21 03:45 | close | 728 | 0.10 | 184.555 | 183.533 | 186.266 | 12750.00 | 1748790.00 |
| 1690 | 2014.11.24 16:45 | buy | 729 | 0.10 | 185.770 | 184.995 | 188.745 | ||
| 1691 | 2014.11.25 02:15 | close | 729 | 0.10 | 185.676 | 184.995 | 188.745 | -940.00 | 1747850.00 |
| 1692 | 2014.11.26 20:30 | buy | 730 | 0.10 | 185.968 | 185.198 | 188.948 | ||
| 1693 | 2014.11.27 06:49 | s/l | 730 | 0.10 | 185.196 | 185.198 | 188.948 | -7720.00 | 1740130.00 |
| 1694 | 2014.12.01 00:30 | buy | 731 | 0.10 | 185.986 | 185.198 | 188.948 | ||
| 1695 | 2014.12.01 11:09 | s/l | 731 | 0.10 | 185.208 | 185.198 | 188.948 | -7780.00 | 1732350.00 |
| 1696 | 2014.12.01 12:45 | buy | 732 | 0.10 | 186.027 | 185.263 | 189.013 | ||
| 1697 | 2014.12.03 14:00 | close | 732 | 0.10 | 187.009 | 185.263 | 189.013 | 9820.00 | 1742170.00 |
| 1698 | 2014.12.03 15:15 | buy | 733 | 0.10 | 187.205 | 186.427 | 190.177 | ||
| 1699 | 2014.12.05 11:30 | modify | 733 | 0.10 | 187.205 | 187.621 | 190.177 | ||
| 1700 | 2014.12.05 16:30 | close | 733 | 0.10 | 189.241 | 187.621 | 190.177 | 20360.00 | 1762530.00 |
| 1701 | 2014.12.05 17:00 | buy | 734 | 0.10 | 189.572 | 188.793 | 192.543 | ||
| 1702 | 2014.12.08 08:50 | s/l | 734 | 0.10 | 188.800 | 188.793 | 192.543 | -7720.00 | 1754810.00 |
| 1703 | 2014.12.09 14:00 | sell | 735 | 0.10 | 187.674 | 188.427 | 184.677 | ||
| 1704 | 2014.12.09 17:30 | modify | 735 | 0.10 | 187.674 | 186.976 | 184.677 | ||
| 1705 | 2014.12.09 18:00 | close | 735 | 0.10 | 186.691 | 186.976 | 184.677 | 9830.00 | 1764640.00 |
| 1706 | 2014.12.15 17:15 | sell | 736 | 0.10 | 185.368 | 186.118 | 182.368 | ||
| 1707 | 2014.12.15 20:45 | modify | 736 | 0.10 | 185.368 | 185.109 | 182.368 | ||
| 1708 | 2014.12.16 11:17 | t/p | 736 | 0.10 | 182.367 | 185.109 | 182.368 | 30010.00 | 1794650.00 |
| 1709 | 2014.12.18 11:30 | buy | 737 | 0.10 | 185.504 | 184.726 | 188.476 | ||
| 1710 | 2014.12.18 17:30 | modify | 737 | 0.10 | 185.504 | 185.731 | 188.476 | ||
| 1711 | 2014.12.18 18:00 | close | 737 | 0.10 | 185.804 | 185.731 | 188.476 | 3000.00 | 1797650.00 |
| 1712 | 2014.12.22 10:15 | buy | 738 | 0.10 | 187.383 | 186.621 | 190.371 | ||
| 1713 | 2014.12.23 10:30 | close | 738 | 0.10 | 187.276 | 186.621 | 190.371 | -1070.00 | 1796580.00 |
| 1714 | 2014.12.29 05:15 | buy | 739 | 0.10 | 187.610 | 186.838 | 190.588 | ||
| 1715 | 2014.12.30 04:21 | s/l | 739 | 0.10 | 186.839 | 186.838 | 190.588 | -7710.00 | 1788870.00 |
| 1716 | 2014.12.30 09:15 | sell | 740 | 0.10 | 186.406 | 187.155 | 183.405 | ||
| 1717 | 2014.12.30 17:30 | modify | 740 | 0.10 | 186.406 | 186.113 | 183.405 | ||
| 1718 | 2014.12.31 07:11 | s/l | 740 | 0.10 | 186.106 | 186.113 | 183.405 | 3000.00 | 1791870.00 |
| 1719 | 2015.01.02 17:45 | sell | 741 | 0.10 | 184.839 | 185.583 | 181.833 | ||
| 1720 | 2015.01.05 00:30 | modify | 741 | 0.10 | 184.839 | 184.633 | 181.833 | ||
| 1721 | 2015.01.05 17:42 | t/p | 741 | 0.10 | 181.840 | 184.633 | 181.833 | 29990.00 | 1821860.00 |
| 1722 | 2015.01.09 18:15 | sell | 742 | 0.10 | 179.633 | 180.382 | 176.632 | ||
| 1723 | 2015.01.12 12:18 | s/l | 742 | 0.10 | 180.378 | 180.382 | 176.632 | -7450.00 | 1814410.00 |
| 1724 | 2015.01.13 03:00 | sell | 743 | 0.10 | 178.791 | 179.535 | 175.785 | ||
| 1725 | 2015.01.13 07:21 | s/l | 743 | 0.10 | 179.540 | 179.535 | 175.785 | -7490.00 | 1806920.00 |
| 1726 | 2015.01.13 20:30 | sell | 744 | 0.10 | 178.632 | 179.385 | 175.635 | ||
| 1727 | 2015.01.14 08:30 | modify | 744 | 0.10 | 178.632 | 178.288 | 175.635 | ||
| 1728 | 2015.01.14 09:15 | close | 744 | 0.10 | 177.635 | 178.288 | 175.635 | 9970.00 | 1816890.00 |
| 1729 | 2015.01.20 08:30 | buy | 745 | 0.10 | 178.598 | 177.834 | 181.584 | ||
| 1730 | 2015.01.20 14:00 | modify | 745 | 0.10 | 178.598 | 178.825 | 181.584 | ||
| 1731 | 2015.01.21 05:29 | s/l | 745 | 0.10 | 178.826 | 178.825 | 181.584 | 2280.00 | 1819170.00 |
| 1732 | 2015.01.23 10:00 | sell | 746 | 0.10 | 177.051 | 177.809 | 174.059 | ||
| 1733 | 2015.01.26 02:00 | modify | 746 | 0.10 | 177.051 | 176.801 | 174.059 | ||
| 1734 | 2015.01.26 02:14 | s/l | 746 | 0.10 | 176.816 | 176.801 | 174.059 | 2350.00 | 1821520.00 |
| 1735 | 2015.01.29 18:45 | sell | 747 | 0.10 | 177.755 | 178.509 | 174.759 | ||
| 1736 | 2015.01.30 01:08 | s/l | 747 | 0.10 | 178.523 | 178.509 | 174.759 | -7680.00 | 1813840.00 |
| 1737 | 2015.01.30 09:15 | sell | 748 | 0.10 | 177.455 | 178.213 | 174.463 | ||
| 1738 | 2015.01.30 18:00 | modify | 748 | 0.10 | 177.455 | 177.147 | 174.463 | ||
| 1739 | 2015.01.30 21:30 | s/l | 748 | 0.10 | 177.147 | 177.147 | 174.463 | 3080.00 | 1816920.00 |
| 1740 | 2015.02.03 06:15 | sell | 749 | 0.10 | 175.976 | 176.723 | 172.973 | ||
| 1741 | 2015.02.03 12:38 | s/l | 749 | 0.10 | 176.715 | 176.723 | 172.973 | -7390.00 | 1809530.00 |
| 1742 | 2015.02.05 15:30 | buy | 750 | 0.10 | 179.503 | 178.593 | 182.343 | ||
| 1743 | 2015.02.06 15:45 | close | 750 | 0.10 | 180.662 | 178.593 | 182.343 | 11590.00 | 1821120.00 |
| 1744 | 2015.02.10 15:30 | buy | 751 | 0.10 | 182.017 | 181.248 | 184.998 | ||
| 1745 | 2015.02.11 12:15 | modify | 751 | 0.10 | 182.017 | 182.279 | 184.998 | ||
| 1746 | 2015.02.11 15:45 | close | 751 | 0.10 | 183.210 | 182.279 | 184.998 | 11930.00 | 1833050.00 |
| 1747 | 2015.02.12 14:15 | buy | 752 | 0.10 | 183.939 | 183.166 | 186.916 | ||
| 1748 | 2015.02.12 15:45 | close | 752 | 0.10 | 183.486 | 183.166 | 186.916 | -4530.00 | 1828520.00 |
| 1749 | 2015.02.16 12:30 | sell | 753 | 0.10 | 182.457 | 183.204 | 179.454 | ||
| 1750 | 2015.02.17 12:45 | close | 753 | 0.10 | 182.828 | 183.204 | 179.454 | -3710.00 | 1824810.00 |
| 1751 | 2015.02.18 11:45 | buy | 754 | 0.10 | 183.774 | 183.004 | 186.754 | ||
| 1752 | 2015.02.19 12:00 | close | 754 | 0.10 | 183.601 | 183.004 | 186.754 | -1730.00 | 1823080.00 |
| 1753 | 2015.02.20 13:00 | sell | 755 | 0.10 | 182.439 | 183.180 | 179.430 | ||
| 1754 | 2015.02.20 17:45 | close | 755 | 0.10 | 182.646 | 183.180 | 179.430 | -2070.00 | 1821010.00 |
| 1755 | 2015.02.24 10:15 | buy | 756 | 0.10 | 184.387 | 183.610 | 187.360 | ||
| 1756 | 2015.02.24 20:12 | s/l | 756 | 0.10 | 183.610 | 183.610 | 187.360 | -7770.00 | 1813240.00 |
| 1757 | 2015.02.26 04:00 | buy | 757 | 0.10 | 184.931 | 184.160 | 187.910 | ||
| 1758 | 2015.02.26 15:04 | s/l | 757 | 0.10 | 184.157 | 184.160 | 187.910 | -7740.00 | 1805500.00 |
| 1759 | 2015.03.03 15:00 | sell | 758 | 0.10 | 183.843 | 184.599 | 180.849 | ||
| 1760 | 2015.03.04 15:15 | close | 758 | 0.10 | 183.435 | 184.599 | 180.849 | 4080.00 | 1809580.00 |
| 1761 | 2015.03.04 15:15 | sell | 759 | 0.10 | 183.451 | 184.032 | 180.282 | ||
| 1762 | 2015.03.05 15:30 | close | 759 | 0.10 | 183.566 | 184.032 | 180.282 | -1150.00 | 1808430.00 |
| 1763 | 2015.03.06 12:00 | sell | 760 | 0.10 | 182.461 | 183.212 | 179.462 | ||
| 1764 | 2015.03.06 15:45 | close | 760 | 0.10 | 182.953 | 183.212 | 179.462 | -4920.00 | 1803510.00 |
| 1765 | 2015.03.06 18:15 | sell | 761 | 0.10 | 182.201 | 182.956 | 179.206 | ||
| 1766 | 2015.03.09 18:19 | s/l | 761 | 0.10 | 182.962 | 182.956 | 179.206 | -7610.00 | 1795900.00 |
| 1767 | 2015.03.10 06:30 | buy | 762 | 0.10 | 183.861 | 183.083 | 186.833 | ||
| 1768 | 2015.03.10 14:19 | s/l | 762 | 0.10 | 183.076 | 183.083 | 186.833 | -7850.00 | 1788050.00 |
| 1769 | 2015.03.11 17:15 | sell | 763 | 0.10 | 181.911 | 182.662 | 178.912 | ||
| 1770 | 2015.03.12 17:30 | close | 763 | 0.10 | 180.995 | 182.662 | 178.912 | 9160.00 | 1797210.00 |
| 1771 | 2015.03.13 13:15 | sell | 764 | 0.10 | 180.104 | 180.851 | 177.101 | ||
| 1772 | 2015.03.13 17:15 | modify | 764 | 0.10 | 180.104 | 179.766 | 177.101 | ||
| 1773 | 2015.03.16 13:30 | close | 764 | 0.10 | 179.579 | 179.766 | 177.101 | 5250.00 | 1802460.00 |
| 1774 | 2015.03.18 12:45 | sell | 765 | 0.10 | 177.886 | 178.637 | 174.887 | ||
| 1775 | 2015.03.18 19:00 | close | 765 | 0.10 | 177.590 | 178.637 | 174.887 | 2960.00 | 1805420.00 |
| 1776 | 2015.03.24 13:45 | sell | 766 | 0.10 | 178.103 | 178.843 | 175.093 | ||
| 1777 | 2015.03.25 14:00 | close | 766 | 0.10 | 177.965 | 178.843 | 175.093 | 1380.00 | 1806800.00 |
| 1778 | 2015.03.26 07:15 | sell | 767 | 0.10 | 177.310 | 178.067 | 174.317 | ||
| 1779 | 2015.03.27 07:30 | close | 767 | 0.10 | 177.076 | 178.067 | 174.317 | 2340.00 | 1809140.00 |
| 1780 | 2015.03.30 20:00 | buy | 768 | 0.10 | 177.878 | 177.104 | 180.854 | ||
| 1781 | 2015.03.31 20:15 | close | 768 | 0.10 | 178.108 | 177.104 | 180.854 | 2300.00 | 1811440.00 |
| 1782 | 2015.04.01 08:15 | buy | 769 | 0.10 | 178.382 | 177.602 | 181.352 | ||
| 1783 | 2015.04.01 10:46 | s/l | 769 | 0.10 | 177.604 | 177.602 | 181.352 | -7780.00 | 1803660.00 |
| 1784 | 2015.04.02 13:00 | sell | 770 | 0.10 | 176.930 | 177.679 | 173.929 | ||
| 1785 | 2015.04.02 18:09 | s/l | 770 | 0.10 | 177.680 | 177.679 | 173.929 | -7500.00 | 1796160.00 |
| 1786 | 2015.04.06 16:15 | buy | 771 | 0.10 | 177.998 | 177.229 | 180.979 | ||
| 1787 | 2015.04.07 11:45 | close | 771 | 0.10 | 178.017 | 177.229 | 180.979 | 190.00 | 1796350.00 |
| 1788 | 2015.04.07 14:15 | buy | 772 | 0.10 | 178.568 | 177.798 | 181.548 | ||
| 1789 | 2015.04.08 07:35 | s/l | 772 | 0.10 | 177.798 | 177.798 | 181.548 | -7700.00 | 1788650.00 |
| 1790 | 2015.04.08 13:00 | buy | 773 | 0.10 | 178.977 | 178.202 | 181.952 | ||
| 1791 | 2015.04.09 10:24 | s/l | 773 | 0.10 | 178.209 | 178.202 | 181.952 | -7680.00 | 1780970.00 |
| 1792 | 2015.04.09 17:00 | sell | 774 | 0.10 | 177.577 | 178.320 | 174.570 | ||
| 1793 | 2015.04.10 12:00 | modify | 774 | 0.10 | 177.577 | 177.184 | 174.570 | ||
| 1794 | 2015.04.10 17:15 | close | 774 | 0.10 | 176.094 | 177.184 | 174.570 | 14830.00 | 1795800.00 |
| 1795 | 2015.04.14 08:45 | sell | 775 | 0.10 | 175.511 | 175.885 | 172.505 | ||
| 1796 | 2015.04.14 14:15 | s/l | 775 | 0.10 | 175.892 | 175.885 | 172.505 | -3810.00 | 1791990.00 |
| 1797 | 2015.04.16 12:45 | buy | 776 | 0.10 | 177.134 | 176.730 | 180.110 | ||
| 1798 | 2015.04.17 12:15 | modify | 776 | 0.10 | 177.134 | 177.612 | 180.110 | ||
| 1799 | 2015.04.17 19:19 | s/l | 776 | 0.10 | 177.614 | 177.612 | 180.110 | 4800.00 | 1796790.00 |
| 1800 | 2015.04.21 17:00 | buy | 777 | 0.10 | 178.236 | 177.836 | 181.216 | ||