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 |
| 1951 | 2015.12.24 15:15 | close | 844 | 0.10 | 179.556 | 180.267 | 176.887 | 3310.00 | 1841450.00 |
| 1952 | 2015.12.28 18:15 | sell | 845 | 0.10 | 179.120 | 179.509 | 176.129 | ||
| 1953 | 2015.12.29 09:00 | s/l | 845 | 0.10 | 179.515 | 179.509 | 176.129 | -3950.00 | 1837500.00 |
| 1954 | 2015.12.29 12:45 | sell | 846 | 0.10 | 178.813 | 179.186 | 175.806 | ||
| 1955 | 2015.12.31 14:00 | close | 846 | 0.10 | 178.399 | 179.186 | 175.806 | 4140.00 | 1841640.00 |
| 1956 | 2015.12.31 17:00 | sell | 847 | 0.10 | 178.000 | 178.384 | 175.004 | ||
| 1957 | 2016.01.04 04:15 | modify | 847 | 0.10 | 178.000 | 177.548 | 175.004 | ||
| 1958 | 2016.01.04 10:18 | t/p | 847 | 0.10 | 174.997 | 177.548 | 175.004 | 30030.00 | 1871670.00 |
| 1959 | 2016.01.12 14:15 | sell | 848 | 0.10 | 169.703 | 170.459 | 166.709 | ||
| 1960 | 2016.01.13 03:14 | s/l | 848 | 0.10 | 170.452 | 170.459 | 166.709 | -7490.00 | 1864180.00 |
| 1961 | 2016.01.14 01:45 | sell | 849 | 0.10 | 169.109 | 169.865 | 166.115 | ||
| 1962 | 2016.01.14 08:41 | s/l | 849 | 0.10 | 169.866 | 169.865 | 166.115 | -7570.00 | 1856610.00 |
| 1963 | 2016.01.15 11:00 | sell | 850 | 0.10 | 168.498 | 169.244 | 165.494 | ||
| 1964 | 2016.01.15 18:15 | modify | 850 | 0.10 | 168.498 | 168.136 | 165.494 | ||
| 1965 | 2016.01.18 10:15 | close | 850 | 0.10 | 167.602 | 168.136 | 165.494 | 8960.00 | 1865570.00 |
| 1966 | 2016.01.20 03:45 | sell | 851 | 0.10 | 165.771 | 166.529 | 162.779 | ||
| 1967 | 2016.01.20 10:45 | modify | 851 | 0.10 | 165.771 | 165.364 | 162.779 | ||
| 1968 | 2016.01.20 11:41 | s/l | 851 | 0.10 | 165.408 | 165.364 | 162.779 | 3630.00 | 1869200.00 |
| 1969 | 2016.01.28 12:45 | buy | 852 | 0.10 | 170.493 | 169.732 | 173.482 | ||
| 1970 | 2016.01.28 13:30 | close | 852 | 0.10 | 169.984 | 169.732 | 173.482 | -5090.00 | 1864110.00 |
| 1971 | 2016.01.28 16:00 | buy | 853 | 0.10 | 170.472 | 169.700 | 173.450 | ||
| 1972 | 2016.01.29 05:39 | t/p | 853 | 0.10 | 173.460 | 169.700 | 173.450 | 29880.00 | 1893990.00 |
| 1973 | 2016.02.04 14:30 | sell | 854 | 0.10 | 171.035 | 171.776 | 168.026 | ||
| 1974 | 2016.02.04 14:41 | s/l | 854 | 0.10 | 171.788 | 171.776 | 168.026 | -7530.00 | 1886460.00 |
| 1975 | 2016.02.04 16:00 | sell | 855 | 0.10 | 171.111 | 171.869 | 168.119 | ||
| 1976 | 2016.02.05 06:15 | modify | 855 | 0.10 | 171.111 | 170.866 | 168.119 | ||
| 1977 | 2016.02.05 16:15 | close | 855 | 0.10 | 169.928 | 170.866 | 168.119 | 11830.00 | 1898290.00 |
| 1978 | 2016.02.08 12:30 | sell | 856 | 0.10 | 168.926 | 169.685 | 165.935 | ||
| 1979 | 2016.02.08 14:30 | modify | 856 | 0.10 | 168.926 | 168.671 | 165.935 | ||
| 1980 | 2016.02.09 03:05 | t/p | 856 | 0.10 | 165.907 | 168.671 | 165.935 | 30190.00 | 1928480.00 |
| 1981 | 2016.02.10 18:45 | sell | 857 | 0.10 | 164.995 | 165.742 | 161.992 | ||
| 1982 | 2016.02.11 06:30 | modify | 857 | 0.10 | 164.995 | 164.522 | 161.992 | ||
| 1983 | 2016.02.11 10:19 | t/p | 857 | 0.10 | 161.993 | 164.522 | 161.992 | 30020.00 | 1958500.00 |
| 1984 | 2016.02.19 02:45 | sell | 858 | 0.10 | 161.964 | 162.713 | 158.963 | ||
| 1985 | 2016.02.19 18:30 | close | 858 | 0.10 | 161.519 | 162.713 | 158.963 | 4450.00 | 1962950.00 |
| 1986 | 2016.03.01 19:30 | buy | 859 | 0.10 | 158.979 | 158.218 | 161.968 | ||
| 1987 | 2016.03.02 14:00 | modify | 859 | 0.10 | 158.979 | 159.180 | 161.968 | ||
| 1988 | 2016.03.02 19:45 | close | 859 | 0.10 | 160.111 | 159.180 | 161.968 | 11320.00 | 1974270.00 |
| 1989 | 2016.03.03 22:30 | buy | 860 | 0.10 | 161.157 | 160.395 | 164.145 | ||
| 1990 | 2016.03.04 21:15 | modify | 860 | 0.10 | 161.157 | 161.436 | 164.145 | ||
| 1991 | 2016.03.04 22:45 | close | 860 | 0.10 | 162.137 | 161.436 | 164.145 | 9800.00 | 1984070.00 |
| 1992 | 2016.03.04 22:45 | buy | 861 | 0.10 | 162.165 | 161.395 | 165.145 | ||
| 1993 | 2016.03.07 03:11 | s/l | 861 | 0.10 | 161.385 | 161.395 | 165.145 | -7800.00 | 1976270.00 |
| 1994 | 2016.03.08 16:45 | sell | 862 | 0.10 | 159.829 | 160.573 | 156.823 | ||
| 1995 | 2016.03.09 17:00 | close | 862 | 0.10 | 160.368 | 160.573 | 156.823 | -5390.00 | 1970880.00 |
| 1996 | 2016.03.11 10:15 | buy | 863 | 0.10 | 162.436 | 161.658 | 165.408 | ||
| 1997 | 2016.03.11 18:45 | modify | 863 | 0.10 | 162.436 | 162.794 | 165.408 | ||
| 1998 | 2016.03.14 10:30 | close | 863 | 0.10 | 163.600 | 162.794 | 165.408 | 11640.00 | 1982520.00 |
| 1999 | 2016.03.17 08:00 | sell | 864 | 0.10 | 159.424 | 160.181 | 156.431 | ||
| 2000 | 2016.03.17 15:09 | s/l | 864 | 0.10 | 160.178 | 160.181 | 156.431 | -7540.00 | 1974980.00 |
| 2001 | 2016.03.22 11:00 | sell | 865 | 0.10 | 160.278 | 161.036 | 157.286 | ||
| 2002 | 2016.03.22 12:15 | modify | 865 | 0.10 | 160.278 | 160.073 | 157.286 | ||
| 2003 | 2016.03.23 11:15 | close | 865 | 0.10 | 159.670 | 160.073 | 157.286 | 6080.00 | 1981060.00 |
| 2004 | 2016.03.28 02:45 | buy | 866 | 0.10 | 160.337 | 159.570 | 163.320 | ||
| 2005 | 2016.03.28 17:00 | modify | 866 | 0.10 | 160.337 | 160.678 | 163.320 | ||
| 2006 | 2016.03.29 03:00 | close | 866 | 0.10 | 161.662 | 160.678 | 163.320 | 13250.00 | 1994310.00 |
| 2007 | 2016.03.30 17:15 | buy | 867 | 0.10 | 162.419 | 161.655 | 165.405 | ||
| 2008 | 2016.03.30 20:22 | s/l | 867 | 0.10 | 161.663 | 161.655 | 165.405 | -7560.00 | 1986750.00 |
| 2009 | 2016.04.01 05:00 | sell | 868 | 0.10 | 160.921 | 161.672 | 157.922 | ||
| 2010 | 2016.04.01 16:15 | modify | 868 | 0.10 | 160.921 | 160.499 | 157.922 | ||
| 2011 | 2016.04.04 05:15 | close | 868 | 0.10 | 158.528 | 160.499 | 157.922 | 23930.00 | 2010680.00 |
| 2012 | 2016.04.05 09:30 | sell | 869 | 0.10 | 157.522 | 158.282 | 154.532 | ||
| 2013 | 2016.04.05 17:30 | modify | 869 | 0.10 | 157.522 | 157.209 | 154.532 | ||
| 2014 | 2016.04.06 09:45 | close | 869 | 0.10 | 155.779 | 157.209 | 154.532 | 17430.00 | 2028110.00 |
| 2015 | 2016.04.12 11:45 | buy | 870 | 0.10 | 154.808 | 154.036 | 157.786 | ||
| 2016 | 2016.04.12 15:30 | close | 870 | 0.10 | 154.522 | 154.036 | 157.786 | -2860.00 | 2025250.00 |
| 2017 | 2016.04.15 17:15 | sell | 871 | 0.10 | 154.120 | 154.867 | 151.117 | ||
| 2018 | 2016.04.18 05:15 | modify | 871 | 0.10 | 154.120 | 153.918 | 151.117 | ||
| 2019 | 2016.04.18 11:45 | s/l | 871 | 0.10 | 153.920 | 153.918 | 151.117 | 2000.00 | 2027250.00 |
| 2020 | 2016.04.21 15:00 | buy | 872 | 0.10 | 157.893 | 157.129 | 160.879 | ||
| 2021 | 2016.04.21 16:52 | s/l | 872 | 0.10 | 157.136 | 157.129 | 160.879 | -7570.00 | 2019680.00 |
| 2022 | 2016.04.22 07:45 | buy | 873 | 0.10 | 158.004 | 157.228 | 160.978 | ||
| 2023 | 2016.04.22 14:30 | modify | 873 | 0.10 | 158.004 | 158.305 | 160.978 | ||
| 2024 | 2016.04.22 21:01 | t/p | 873 | 0.10 | 160.988 | 158.305 | 160.978 | 29840.00 | 2049520.00 |
| 2025 | 2016.04.26 15:00 | buy | 874 | 0.10 | 161.574 | 160.807 | 164.557 | ||
| 2026 | 2016.04.27 13:45 | modify | 874 | 0.10 | 161.574 | 161.860 | 164.557 | ||
| 2027 | 2016.04.27 15:15 | close | 874 | 0.10 | 162.341 | 161.860 | 164.557 | 7670.00 | 2057190.00 |
| 2028 | 2016.05.03 14:45 | sell | 875 | 0.10 | 154.998 | 155.753 | 152.003 | ||
| 2029 | 2016.05.04 00:38 | s/l | 875 | 0.10 | 155.882 | 155.753 | 152.003 | -8840.00 | 2048350.00 |
| 2030 | 2016.05.06 10:15 | sell | 876 | 0.10 | 154.674 | 155.421 | 151.671 | ||
| 2031 | 2016.05.09 10:30 | close | 876 | 0.10 | 154.516 | 155.421 | 151.671 | 1580.00 | 2049930.00 |
| 2032 | 2016.05.09 16:45 | buy | 877 | 0.10 | 156.411 | 155.637 | 159.387 | ||
| 2033 | 2016.05.10 12:45 | modify | 877 | 0.10 | 156.411 | 156.663 | 159.387 | ||
| 2034 | 2016.05.10 17:00 | close | 877 | 0.10 | 157.509 | 156.663 | 159.387 | 10980.00 | 2060910.00 |
| 2035 | 2016.05.12 14:15 | buy | 878 | 0.10 | 158.127 | 157.363 | 161.113 | ||
| 2036 | 2016.05.12 17:00 | close | 878 | 0.10 | 158.012 | 157.363 | 161.113 | -1150.00 | 2059760.00 |
| 2037 | 2016.05.13 21:30 | sell | 879 | 0.10 | 156.011 | 156.769 | 153.019 | ||
| 2038 | 2016.05.16 17:57 | s/l | 879 | 0.10 | 156.767 | 156.769 | 153.019 | -7560.00 | 2052200.00 |
| 2039 | 2016.05.17 08:45 | buy | 880 | 0.10 | 157.969 | 157.195 | 160.945 | ||
| 2040 | 2016.05.18 03:38 | s/l | 880 | 0.10 | 157.198 | 157.195 | 160.945 | -7710.00 | 2044490.00 |
| 2041 | 2016.05.18 14:15 | buy | 881 | 0.10 | 158.791 | 158.015 | 161.765 | ||
| 2042 | 2016.05.18 17:15 | modify | 881 | 0.10 | 158.791 | 159.098 | 161.765 | ||
| 2043 | 2016.05.19 14:30 | close | 881 | 0.10 | 160.592 | 159.098 | 161.765 | 18010.00 | 2062500.00 |
| 2044 | 2016.05.23 10:00 | sell | 882 | 0.10 | 159.196 | 159.952 | 156.202 | ||
| 2045 | 2016.05.23 11:30 | close | 882 | 0.10 | 159.363 | 159.952 | 156.202 | -1670.00 | 2060830.00 |
| 2046 | 2016.05.23 12:45 | sell | 883 | 0.10 | 158.997 | 159.749 | 155.999 | ||
| 2047 | 2016.05.24 12:06 | s/l | 883 | 0.10 | 159.744 | 159.749 | 155.999 | -7470.00 | 2053360.00 |
| 2048 | 2016.05.27 15:45 | sell | 884 | 0.10 | 160.158 | 160.912 | 157.162 | ||
| 2049 | 2016.05.27 17:16 | s/l | 884 | 0.10 | 160.916 | 160.912 | 157.162 | -7580.00 | 2045780.00 |
| 2050 | 2016.05.30 02:15 | buy | 885 | 0.10 | 161.893 | 161.126 | 164.876 | ||
| 2051 | 2016.05.31 02:30 | close | 885 | 0.10 | 162.308 | 161.126 | 164.876 | 4150.00 | 2049930.00 |
| 2052 | 2016.06.03 15:45 | sell | 886 | 0.10 | 156.402 | 157.162 | 153.412 | ||
| 2053 | 2016.06.03 17:45 | modify | 886 | 0.10 | 156.402 | 156.011 | 153.412 | ||
| 2054 | 2016.06.06 02:08 | t/p | 886 | 0.10 | 153.419 | 156.011 | 153.412 | 29830.00 | 2079760.00 |
| 2055 | 2016.06.09 05:00 | sell | 887 | 0.10 | 154.506 | 155.254 | 151.504 | ||
| 2056 | 2016.06.09 22:46 | s/l | 887 | 0.10 | 155.256 | 155.254 | 151.504 | -7500.00 | 2072260.00 |
| 2057 | 2016.06.10 16:45 | sell | 888 | 0.10 | 153.408 | 154.160 | 150.410 | ||
| 2058 | 2016.06.10 21:15 | modify | 888 | 0.10 | 153.408 | 153.168 | 150.410 | ||
| 2059 | 2016.06.13 07:24 | t/p | 888 | 0.10 | 150.418 | 153.168 | 150.410 | 29900.00 | 2102160.00 |
| 2060 | 2016.06.16 06:00 | sell | 889 | 0.10 | 148.669 | 149.427 | 145.677 | ||
| 2061 | 2016.06.16 08:30 | modify | 889 | 0.10 | 148.669 | 148.412 | 145.677 | ||
| 2062 | 2016.06.16 14:45 | close | 889 | 0.10 | 147.598 | 148.412 | 145.677 | 10710.00 | 2112870.00 |
| 2063 | 2016.06.23 00:33 | buy | 890 | 0.10 | 155.449 | 154.480 | 158.230 | ||
| 2064 | 2016.06.23 09:10 | s/l | 890 | 0.10 | 154.480 | 154.480 | 158.230 | -9690.00 | 2103180.00 |
| 2065 | 2016.06.23 12:15 | buy | 891 | 0.10 | 155.300 | 154.528 | 158.278 | ||
| 2066 | 2016.06.23 13:45 | modify | 891 | 0.10 | 155.300 | 156.001 | 158.278 | ||
| 2067 | 2016.06.23 13:45 | close | 891 | 0.10 | 157.938 | 156.001 | 158.278 | 26380.00 | 2129560.00 |
| 2068 | 2016.07.01 10:30 | sell | 892 | 0.10 | 136.396 | 137.138 | 133.388 | ||
| 2069 | 2016.07.04 10:45 | close | 892 | 0.10 | 136.403 | 137.138 | 133.388 | -70.00 | 2129490.00 |
| 2070 | 2016.07.05 03:30 | sell | 893 | 0.10 | 135.782 | 136.528 | 132.778 | ||
| 2071 | 2016.07.05 10:15 | modify | 893 | 0.10 | 135.782 | 135.249 | 132.778 | ||
| 2072 | 2016.07.05 15:58 | t/p | 893 | 0.10 | 132.770 | 135.249 | 132.778 | 30120.00 | 2159610.00 |
| 2073 | 2016.07.11 15:15 | buy | 894 | 0.10 | 133.086 | 132.307 | 136.057 | ||
| 2074 | 2016.07.12 04:45 | modify | 894 | 0.10 | 133.086 | 133.401 | 136.057 | ||
| 2075 | 2016.07.12 10:23 | t/p | 894 | 0.10 | 136.064 | 133.401 | 136.057 | 29780.00 | 2189390.00 |
| 2076 | 2016.07.19 20:45 | sell | 895 | 0.10 | 138.938 | 139.697 | 135.947 | ||
| 2077 | 2016.07.20 11:33 | s/l | 895 | 0.10 | 139.690 | 139.697 | 135.947 | -7520.00 | 2181870.00 |
| 2078 | 2016.07.26 02:15 | sell | 896 | 0.10 | 138.455 | 139.211 | 135.461 | ||
| 2079 | 2016.07.26 05:30 | modify | 896 | 0.10 | 138.455 | 138.166 | 135.461 | ||
| 2080 | 2016.07.26 16:45 | close | 896 | 0.10 | 137.598 | 138.166 | 135.461 | 8570.00 | 2190440.00 |
| 2081 | 2016.07.29 03:45 | sell | 897 | 0.10 | 137.349 | 138.100 | 134.350 | ||
| 2082 | 2016.07.29 05:35 | s/l | 897 | 0.10 | 138.144 | 138.100 | 134.350 | -7950.00 | 2182490.00 |
| 2083 | 2016.07.29 05:36 | sell | 898 | 0.10 | 137.933 | 137.966 | 134.216 | ||
| 2084 | 2016.07.29 05:36 | s/l | 898 | 0.10 | 137.977 | 137.966 | 134.216 | -440.00 | 2182050.00 |
| 2085 | 2016.07.29 07:00 | sell | 899 | 0.10 | 136.595 | 137.355 | 133.605 | ||
| 2086 | 2016.07.29 17:30 | modify | 899 | 0.10 | 136.595 | 136.318 | 133.605 | ||
| 2087 | 2016.07.29 17:45 | close | 899 | 0.10 | 135.916 | 136.318 | 133.605 | 6790.00 | 2188840.00 |
| 2088 | 2016.08.02 11:00 | sell | 900 | 0.10 | 134.190 | 134.936 | 131.186 | ||
| 2089 | 2016.08.02 15:14 | s/l | 900 | 0.10 | 134.933 | 134.936 | 131.186 | -7430.00 | 2181410.00 |
| 2090 | 2016.08.02 17:45 | sell | 901 | 0.10 | 134.291 | 135.036 | 131.286 | ||
| 2091 | 2016.08.03 03:39 | s/l | 901 | 0.10 | 135.032 | 135.036 | 131.286 | -7410.00 | 2174000.00 |
| 2092 | 2016.08.03 07:30 | sell | 902 | 0.10 | 134.203 | 134.960 | 131.210 | ||
| 2093 | 2016.08.03 11:44 | s/l | 902 | 0.10 | 134.950 | 134.960 | 131.210 | -7470.00 | 2166530.00 |
| 2094 | 2016.08.04 14:00 | sell | 903 | 0.10 | 134.631 | 135.252 | 131.502 | ||
| 2095 | 2016.08.04 14:30 | modify | 903 | 0.10 | 134.631 | 134.380 | 131.502 | ||
| 2096 | 2016.08.05 14:15 | close | 903 | 0.10 | 132.982 | 134.380 | 131.502 | 16490.00 | 2183020.00 |
| 2097 | 2016.08.09 13:15 | sell | 904 | 0.10 | 132.579 | 133.338 | 129.588 | ||
| 2098 | 2016.08.10 13:30 | close | 904 | 0.10 | 132.298 | 133.338 | 129.588 | 2810.00 | 2185830.00 |
| 2099 | 2016.08.10 18:00 | sell | 905 | 0.10 | 131.757 | 132.500 | 128.750 | ||
| 2100 | 2016.08.11 18:15 | close | 905 | 0.10 | 131.460 | 132.500 | 128.750 | 2970.00 | 2188800.00 |