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 |
| 1801 | 2015.04.22 12:45 | modify | 777 | 0.10 | 178.236 | 178.675 | 181.216 | ||
| 1802 | 2015.04.23 18:15 | close | 777 | 0.10 | 180.102 | 178.675 | 181.216 | 18660.00 | 1815450.00 |
| 1803 | 2015.04.24 11:00 | buy | 778 | 0.10 | 180.575 | 180.180 | 183.560 | ||
| 1804 | 2015.04.24 17:07 | s/l | 778 | 0.10 | 180.190 | 180.180 | 183.560 | -3850.00 | 1811600.00 |
| 1805 | 2015.04.28 15:00 | buy | 779 | 0.10 | 181.866 | 181.103 | 184.853 | ||
| 1806 | 2015.04.29 11:15 | modify | 779 | 0.10 | 181.866 | 182.098 | 184.853 | ||
| 1807 | 2015.04.30 13:00 | close | 779 | 0.10 | 183.302 | 182.098 | 184.853 | 14360.00 | 1825960.00 |
| 1808 | 2015.05.01 10:15 | buy | 780 | 0.10 | 183.999 | 183.232 | 186.982 | ||
| 1809 | 2015.05.01 11:45 | close | 780 | 0.10 | 183.553 | 183.232 | 186.982 | -4460.00 | 1821500.00 |
| 1810 | 2015.05.01 22:15 | sell | 781 | 0.10 | 181.849 | 182.601 | 178.851 | ||
| 1811 | 2015.05.05 16:59 | s/l | 781 | 0.10 | 182.599 | 182.601 | 178.851 | -7500.00 | 1814000.00 |
| 1812 | 2015.05.07 10:00 | sell | 782 | 0.10 | 181.637 | 182.008 | 178.628 | ||
| 1813 | 2015.05.07 18:17 | s/l | 782 | 0.10 | 182.002 | 182.008 | 178.628 | -3650.00 | 1810350.00 |
| 1814 | 2015.05.07 21:30 | buy | 783 | 0.10 | 182.802 | 182.032 | 185.782 | ||
| 1815 | 2015.05.08 00:30 | modify | 783 | 0.10 | 182.802 | 183.102 | 185.782 | ||
| 1816 | 2015.05.08 05:59 | t/p | 783 | 0.10 | 185.783 | 183.102 | 185.782 | 29810.00 | 1840160.00 |
| 1817 | 2015.05.14 12:30 | buy | 784 | 0.10 | 188.332 | 187.558 | 191.308 | ||
| 1818 | 2015.05.15 23:59 | s/l | 784 | 0.10 | 187.543 | 187.558 | 191.308 | -7890.00 | 1832270.00 |
| 1819 | 2015.05.19 11:00 | sell | 785 | 0.10 | 187.111 | 187.857 | 184.107 | ||
| 1820 | 2015.05.20 11:31 | s/l | 785 | 0.10 | 187.857 | 187.857 | 184.107 | -7460.00 | 1824810.00 |
| 1821 | 2015.05.21 11:45 | buy | 786 | 0.10 | 189.286 | 188.510 | 192.260 | ||
| 1822 | 2015.05.22 16:21 | s/l | 786 | 0.10 | 188.505 | 188.510 | 192.260 | -7810.00 | 1817000.00 |
| 1823 | 2015.05.26 18:30 | buy | 787 | 0.10 | 189.449 | 188.673 | 192.423 | ||
| 1824 | 2015.05.28 06:30 | modify | 787 | 0.10 | 189.449 | 189.677 | 192.423 | ||
| 1825 | 2015.05.28 13:52 | s/l | 787 | 0.10 | 189.668 | 189.677 | 192.423 | 2190.00 | 1819190.00 |
| 1826 | 2015.06.01 11:45 | sell | 788 | 0.10 | 188.911 | 189.665 | 185.915 | ||
| 1827 | 2015.06.01 14:45 | close | 788 | 0.10 | 189.079 | 189.665 | 185.915 | -1680.00 | 1817510.00 |
| 1828 | 2015.06.01 15:00 | sell | 789 | 0.10 | 188.887 | 189.629 | 185.879 | ||
| 1829 | 2015.06.01 17:00 | s/l | 789 | 0.10 | 189.641 | 189.629 | 185.879 | -7540.00 | 1809970.00 |
| 1830 | 2015.06.02 13:00 | buy | 790 | 0.10 | 190.365 | 189.586 | 193.336 | ||
| 1831 | 2015.06.03 11:30 | s/l | 790 | 0.10 | 189.575 | 189.586 | 193.336 | -7900.00 | 1802070.00 |
| 1832 | 2015.06.04 12:00 | buy | 791 | 0.10 | 191.001 | 190.237 | 193.987 | ||
| 1833 | 2015.06.08 13:15 | close | 791 | 0.10 | 190.864 | 190.237 | 193.987 | -1370.00 | 1800700.00 |
| 1834 | 2015.06.09 10:45 | sell | 792 | 0.10 | 190.289 | 191.029 | 187.279 | ||
| 1835 | 2015.06.09 18:22 | s/l | 792 | 0.10 | 191.032 | 191.029 | 187.279 | -7430.00 | 1793270.00 |
| 1836 | 2015.06.10 07:45 | sell | 793 | 0.10 | 189.931 | 190.686 | 186.936 | ||
| 1837 | 2015.06.10 13:40 | s/l | 793 | 0.10 | 190.696 | 190.686 | 186.936 | -7650.00 | 1785620.00 |
| 1838 | 2015.06.15 19:00 | buy | 794 | 0.10 | 192.149 | 191.377 | 195.127 | ||
| 1839 | 2015.06.17 08:30 | modify | 794 | 0.10 | 192.149 | 192.367 | 195.127 | ||
| 1840 | 2015.06.17 13:05 | t/p | 794 | 0.10 | 195.138 | 192.367 | 195.127 | 29890.00 | 1815510.00 |
| 1841 | 2015.06.17 13:30 | buy | 795 | 0.10 | 195.165 | 194.399 | 198.149 | ||
| 1842 | 2015.06.18 09:02 | s/l | 795 | 0.10 | 194.402 | 194.399 | 198.149 | -7630.00 | 1807880.00 |
| 1843 | 2015.06.23 20:30 | sell | 796 | 0.10 | 194.675 | 195.423 | 191.673 | ||
| 1844 | 2015.06.24 08:31 | s/l | 796 | 0.10 | 195.423 | 195.423 | 191.673 | -7480.00 | 1800400.00 |
| 1845 | 2015.06.24 09:45 | buy | 797 | 0.10 | 195.645 | 194.871 | 198.621 | ||
| 1846 | 2015.06.24 18:50 | s/l | 797 | 0.10 | 194.866 | 194.871 | 198.621 | -7790.00 | 1792610.00 |
| 1847 | 2015.06.24 19:30 | sell | 798 | 0.10 | 194.602 | 195.362 | 191.612 | ||
| 1848 | 2015.06.25 13:30 | close | 798 | 0.10 | 194.254 | 195.362 | 191.612 | 3480.00 | 1796090.00 |
| 1849 | 2015.06.29 00:17 | sell | 799 | 0.10 | 192.180 | 192.937 | 189.187 | ||
| 1850 | 2015.06.29 00:30 | close | 799 | 0.10 | 192.182 | 192.937 | 189.187 | -20.00 | 1796070.00 |
| 1851 | 2015.06.29 00:30 | sell | 800 | 0.10 | 192.143 | 192.898 | 189.148 | ||
| 1852 | 2015.06.29 00:45 | close | 800 | 0.10 | 192.124 | 192.898 | 189.148 | 190.00 | 1796260.00 |
| 1853 | 2015.06.29 00:45 | sell | 801 | 0.10 | 192.059 | 192.798 | 189.048 | ||
| 1854 | 2015.06.29 01:15 | close | 801 | 0.10 | 192.158 | 192.798 | 189.048 | -990.00 | 1795270.00 |
| 1855 | 2015.06.29 01:20 | sell | 802 | 0.10 | 192.040 | 192.836 | 189.086 | ||
| 1856 | 2015.06.29 01:47 | s/l | 802 | 0.10 | 192.859 | 192.836 | 189.086 | -8190.00 | 1787080.00 |
| 1857 | 2015.06.29 02:00 | sell | 803 | 0.10 | 192.515 | 193.269 | 189.519 | ||
| 1858 | 2015.06.29 03:09 | s/l | 803 | 0.10 | 193.286 | 193.269 | 189.519 | -7710.00 | 1779370.00 |
| 1859 | 2015.06.29 07:45 | sell | 804 | 0.10 | 192.607 | 193.356 | 189.606 | ||
| 1860 | 2015.06.29 16:00 | s/l | 804 | 0.10 | 193.351 | 193.356 | 189.606 | -7440.00 | 1771930.00 |
| 1861 | 2015.07.03 15:45 | sell | 805 | 0.10 | 191.750 | 192.506 | 188.756 | ||
| 1862 | 2015.07.06 00:15 | modify | 805 | 0.10 | 191.750 | 190.417 | 188.756 | ||
| 1863 | 2015.07.06 01:02 | s/l | 805 | 0.10 | 190.427 | 190.417 | 188.756 | 13230.00 | 1785160.00 |
| 1864 | 2015.07.06 01:03 | sell | 806 | 0.10 | 190.309 | 190.430 | 186.680 | ||
| 1865 | 2015.07.06 01:03 | s/l | 806 | 0.10 | 190.457 | 190.430 | 186.680 | -1480.00 | 1783680.00 |
| 1866 | 2015.07.06 01:30 | sell | 807 | 0.10 | 190.367 | 191.121 | 187.371 | ||
| 1867 | 2015.07.06 14:11 | s/l | 807 | 0.10 | 191.129 | 191.121 | 187.371 | -7620.00 | 1776060.00 |
| 1868 | 2015.07.07 12:00 | sell | 808 | 0.10 | 190.199 | 190.948 | 187.198 | ||
| 1869 | 2015.07.07 15:00 | modify | 808 | 0.10 | 190.199 | 189.866 | 187.198 | ||
| 1870 | 2015.07.08 10:41 | t/p | 808 | 0.10 | 187.202 | 189.866 | 187.198 | 29970.00 | 1806030.00 |
| 1871 | 2015.07.14 13:15 | buy | 809 | 0.10 | 192.315 | 191.542 | 195.292 | ||
| 1872 | 2015.07.15 10:15 | modify | 809 | 0.10 | 192.315 | 192.546 | 195.292 | ||
| 1873 | 2015.07.16 14:30 | close | 809 | 0.10 | 193.437 | 192.546 | 195.292 | 11220.00 | 1817250.00 |
| 1874 | 2015.07.17 09:45 | buy | 810 | 0.10 | 194.338 | 193.561 | 197.311 | ||
| 1875 | 2015.07.17 13:59 | s/l | 810 | 0.10 | 193.549 | 193.561 | 197.311 | -7890.00 | 1809360.00 |
| 1876 | 2015.07.21 13:15 | sell | 811 | 0.10 | 193.141 | 193.889 | 190.139 | ||
| 1877 | 2015.07.22 17:17 | s/l | 811 | 0.10 | 193.891 | 193.889 | 190.139 | -7500.00 | 1801860.00 |
| 1878 | 2015.07.23 19:15 | sell | 812 | 0.10 | 192.175 | 192.919 | 189.169 | ||
| 1879 | 2015.07.27 20:30 | close | 812 | 0.10 | 191.711 | 192.919 | 189.169 | 4640.00 | 1806500.00 |
| 1880 | 2015.07.28 17:00 | buy | 813 | 0.10 | 192.893 | 192.135 | 195.885 | ||
| 1881 | 2015.07.29 18:00 | modify | 813 | 0.10 | 192.893 | 193.178 | 195.885 | ||
| 1882 | 2015.07.29 21:00 | s/l | 813 | 0.10 | 193.139 | 193.178 | 195.885 | 2460.00 | 1808960.00 |
| 1883 | 2015.07.30 12:45 | buy | 814 | 0.10 | 194.039 | 193.273 | 197.023 | ||
| 1884 | 2015.07.31 10:48 | s/l | 814 | 0.10 | 193.271 | 193.273 | 197.023 | -7680.00 | 1801280.00 |
| 1885 | 2015.08.03 11:00 | buy | 815 | 0.10 | 194.226 | 193.450 | 197.200 | ||
| 1886 | 2015.08.03 14:43 | s/l | 815 | 0.10 | 193.452 | 193.450 | 197.200 | -7740.00 | 1793540.00 |
| 1887 | 2015.08.03 19:30 | sell | 816 | 0.10 | 193.210 | 193.952 | 190.202 | ||
| 1888 | 2015.08.05 11:19 | s/l | 816 | 0.10 | 193.945 | 193.952 | 190.202 | -7350.00 | 1786190.00 |
| 1889 | 2015.08.05 13:00 | buy | 817 | 0.10 | 193.871 | 193.100 | 196.850 | ||
| 1890 | 2015.08.05 17:30 | modify | 817 | 0.10 | 193.871 | 194.154 | 196.850 | ||
| 1891 | 2015.08.06 14:00 | s/l | 817 | 0.10 | 194.150 | 194.154 | 196.850 | 2790.00 | 1788980.00 |
| 1892 | 2015.08.07 17:00 | sell | 818 | 0.10 | 192.588 | 193.330 | 189.580 | ||
| 1893 | 2015.08.10 15:51 | s/l | 818 | 0.10 | 193.338 | 193.330 | 189.580 | -7500.00 | 1781480.00 |
| 1894 | 2015.08.17 12:15 | buy | 819 | 0.10 | 194.908 | 194.136 | 197.886 | ||
| 1895 | 2015.08.17 17:43 | s/l | 819 | 0.10 | 194.145 | 194.136 | 197.886 | -7630.00 | 1773850.00 |
| 1896 | 2015.08.18 13:15 | buy | 820 | 0.10 | 195.160 | 194.400 | 198.150 | ||
| 1897 | 2015.08.19 17:31 | s/l | 820 | 0.10 | 194.393 | 194.400 | 198.150 | -7670.00 | 1766180.00 |
| 1898 | 2015.08.20 11:45 | sell | 821 | 0.10 | 193.717 | 194.468 | 190.718 | ||
| 1899 | 2015.08.20 13:15 | close | 821 | 0.10 | 193.839 | 194.468 | 190.718 | -1220.00 | 1764960.00 |
| 1900 | 2015.08.20 18:00 | sell | 822 | 0.10 | 193.625 | 194.376 | 190.626 | ||
| 1901 | 2015.08.21 14:15 | modify | 822 | 0.10 | 193.625 | 193.150 | 190.626 | ||
| 1902 | 2015.08.24 02:01 | t/p | 822 | 0.10 | 190.622 | 193.150 | 190.626 | 30030.00 | 1794990.00 |
| 1903 | 2015.09.22 11:00 | sell | 823 | 0.10 | 185.796 | 186.177 | 182.797 | ||
| 1904 | 2015.09.22 17:30 | modify | 823 | 0.10 | 185.796 | 185.582 | 182.797 | ||
| 1905 | 2015.09.24 12:15 | close | 823 | 0.10 | 183.072 | 185.582 | 182.797 | 27240.00 | 1822230.00 |
| 1906 | 2015.10.02 14:45 | buy | 824 | 0.10 | 182.314 | 181.904 | 185.284 | ||
| 1907 | 2015.10.02 15:30 | s/l | 824 | 0.10 | 181.867 | 181.904 | 185.284 | -4470.00 | 1817760.00 |
| 1908 | 2015.10.02 16:30 | sell | 825 | 0.10 | 180.949 | 181.337 | 177.957 | ||
| 1909 | 2015.10.02 17:41 | s/l | 825 | 0.10 | 181.340 | 181.337 | 177.957 | -3910.00 | 1813850.00 |
| 1910 | 2015.10.02 17:41 | sell | 826 | 0.10 | 181.316 | 181.342 | 177.962 | ||
| 1911 | 2015.10.02 18:04 | s/l | 826 | 0.10 | 181.343 | 181.342 | 177.962 | -270.00 | 1813580.00 |
| 1912 | 2015.10.06 16:45 | buy | 827 | 0.10 | 183.070 | 182.673 | 186.053 | ||
| 1913 | 2015.10.07 05:42 | s/l | 827 | 0.10 | 182.645 | 182.673 | 186.053 | -4250.00 | 1809330.00 |
| 1914 | 2015.10.08 22:00 | buy | 828 | 0.10 | 184.213 | 183.813 | 187.193 | ||
| 1915 | 2015.10.12 23:15 | close | 828 | 0.10 | 184.115 | 183.813 | 187.193 | -980.00 | 1808350.00 |
| 1916 | 2015.10.13 06:45 | sell | 829 | 0.10 | 183.577 | 183.967 | 180.587 | ||
| 1917 | 2015.10.13 09:02 | s/l | 829 | 0.10 | 183.972 | 183.967 | 180.587 | -3950.00 | 1804400.00 |
| 1918 | 2015.10.13 11:15 | sell | 830 | 0.10 | 183.437 | 183.815 | 180.435 | ||
| 1919 | 2015.10.13 15:30 | modify | 830 | 0.10 | 183.437 | 182.907 | 180.435 | ||
| 1920 | 2015.10.14 06:02 | s/l | 830 | 0.10 | 182.912 | 182.907 | 180.435 | 5250.00 | 1809650.00 |
| 1921 | 2015.10.19 17:00 | buy | 831 | 0.10 | 184.931 | 184.525 | 187.905 | ||
| 1922 | 2015.10.21 18:15 | close | 831 | 0.10 | 185.432 | 184.525 | 187.905 | 5010.00 | 1814660.00 |
| 1923 | 2015.10.22 18:30 | buy | 832 | 0.10 | 185.717 | 185.319 | 188.699 | ||
| 1924 | 2015.10.23 10:18 | s/l | 832 | 0.10 | 185.326 | 185.319 | 188.699 | -3910.00 | 1810750.00 |
| 1925 | 2015.10.27 07:30 | sell | 833 | 0.10 | 185.103 | 185.481 | 182.101 | ||
| 1926 | 2015.10.28 14:15 | modify | 833 | 0.10 | 185.103 | 184.897 | 182.101 | ||
| 1927 | 2015.10.28 21:00 | s/l | 833 | 0.10 | 184.940 | 184.897 | 182.101 | 1630.00 | 1812380.00 |
| 1928 | 2015.11.03 18:15 | buy | 834 | 0.10 | 186.626 | 186.232 | 189.612 | ||
| 1929 | 2015.11.05 14:15 | close | 834 | 0.10 | 186.382 | 186.232 | 189.612 | -2440.00 | 1809940.00 |
| 1930 | 2015.11.11 05:45 | buy | 835 | 0.10 | 186.485 | 186.094 | 189.474 | ||
| 1931 | 2015.11.13 07:00 | close | 835 | 0.10 | 186.466 | 186.094 | 189.474 | -190.00 | 1809750.00 |
| 1932 | 2015.11.16 01:00 | sell | 836 | 0.10 | 186.300 | 186.680 | 183.300 | ||
| 1933 | 2015.11.16 09:22 | s/l | 836 | 0.10 | 186.672 | 186.680 | 183.300 | -3720.00 | 1806030.00 |
| 1934 | 2015.11.16 17:30 | buy | 837 | 0.10 | 187.165 | 186.774 | 190.154 | ||
| 1935 | 2015.11.18 18:45 | close | 837 | 0.10 | 187.748 | 186.774 | 190.154 | 5830.00 | 1811860.00 |
| 1936 | 2015.11.18 21:15 | buy | 838 | 0.10 | 188.091 | 187.318 | 191.068 | ||
| 1937 | 2015.11.20 14:28 | s/l | 838 | 0.10 | 187.317 | 187.318 | 191.068 | -7740.00 | 1804120.00 |
| 1938 | 2015.11.20 16:30 | sell | 839 | 0.10 | 187.227 | 187.603 | 184.223 | ||
| 1939 | 2015.11.23 18:15 | modify | 839 | 0.10 | 187.227 | 186.936 | 184.223 | ||
| 1940 | 2015.11.24 17:45 | close | 839 | 0.10 | 184.488 | 186.936 | 184.223 | 27390.00 | 1831510.00 |
| 1941 | 2015.11.27 09:15 | sell | 840 | 0.10 | 184.632 | 185.014 | 181.634 | ||
| 1942 | 2015.11.30 15:34 | s/l | 840 | 0.10 | 185.013 | 185.014 | 181.634 | -3810.00 | 1827700.00 |
| 1943 | 2015.12.10 14:15 | sell | 841 | 0.10 | 183.749 | 184.134 | 180.754 | ||
| 1944 | 2015.12.10 16:18 | s/l | 841 | 0.10 | 184.127 | 184.134 | 180.754 | -3780.00 | 1823920.00 |
| 1945 | 2015.12.17 18:00 | sell | 842 | 0.10 | 182.569 | 182.954 | 179.574 | ||
| 1946 | 2015.12.17 21:58 | s/l | 842 | 0.10 | 182.957 | 182.954 | 179.574 | -3880.00 | 1820040.00 |
| 1947 | 2015.12.18 06:30 | sell | 843 | 0.10 | 182.261 | 182.634 | 179.254 | ||
| 1948 | 2015.12.18 11:30 | modify | 843 | 0.10 | 182.261 | 181.898 | 179.254 | ||
| 1949 | 2015.12.22 07:45 | close | 843 | 0.10 | 180.451 | 181.898 | 179.254 | 18100.00 | 1838140.00 |
| 1950 | 2015.12.22 14:00 | sell | 844 | 0.10 | 179.887 | 180.267 | 176.887 | ||