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 |
| 2101 | 2016.08.12 16:30 | sell | 906 | 0.10 | 131.173 | 131.928 | 128.178 | ||
| 2102 | 2016.08.15 16:45 | close | 906 | 0.10 | 130.204 | 131.928 | 128.178 | 9690.00 | 2198490.00 |
| 2103 | 2016.08.16 09:30 | sell | 907 | 0.10 | 129.379 | 130.139 | 126.389 | ||
| 2104 | 2016.08.16 11:33 | s/l | 907 | 0.10 | 130.131 | 130.139 | 126.389 | -7520.00 | 2190970.00 |
| 2105 | 2016.08.16 15:00 | sell | 908 | 0.10 | 129.447 | 130.188 | 126.438 | ||
| 2106 | 2016.08.16 16:25 | s/l | 908 | 0.10 | 130.180 | 130.188 | 126.438 | -7330.00 | 2183640.00 |
| 2107 | 2016.08.18 11:45 | buy | 909 | 0.10 | 131.664 | 130.887 | 134.637 | ||
| 2108 | 2016.08.19 12:00 | close | 909 | 0.10 | 131.378 | 130.887 | 134.637 | -2860.00 | 2180780.00 |
| 2109 | 2016.08.23 11:30 | buy | 910 | 0.10 | 132.212 | 131.444 | 135.194 | ||
| 2110 | 2016.08.24 11:45 | close | 910 | 0.10 | 132.468 | 131.444 | 135.194 | 2560.00 | 2183340.00 |
| 2111 | 2016.08.24 12:30 | buy | 911 | 0.10 | 132.624 | 131.859 | 135.609 | ||
| 2112 | 2016.08.25 12:45 | close | 911 | 0.10 | 132.743 | 131.859 | 135.609 | 1190.00 | 2184530.00 |
| 2113 | 2016.08.26 18:45 | buy | 912 | 0.10 | 133.246 | 132.466 | 136.216 | ||
| 2114 | 2016.08.29 09:00 | modify | 912 | 0.10 | 133.246 | 133.450 | 136.216 | ||
| 2115 | 2016.08.29 18:01 | s/l | 912 | 0.10 | 133.445 | 133.450 | 136.216 | 1990.00 | 2186520.00 |
| 2116 | 2016.08.30 15:15 | buy | 913 | 0.10 | 134.193 | 133.433 | 137.183 | ||
| 2117 | 2016.08.31 11:30 | modify | 913 | 0.10 | 134.193 | 134.527 | 137.183 | ||
| 2118 | 2016.08.31 15:30 | close | 913 | 0.10 | 135.564 | 134.527 | 137.183 | 13710.00 | 2200230.00 |
| 2119 | 2016.09.01 11:45 | buy | 914 | 0.10 | 137.244 | 136.465 | 140.215 | ||
| 2120 | 2016.09.01 17:30 | close | 914 | 0.10 | 137.268 | 136.465 | 140.215 | 240.00 | 2200470.00 |
| 2121 | 2016.09.06 22:15 | sell | 915 | 0.10 | 137.116 | 137.874 | 134.124 | ||
| 2122 | 2016.09.07 05:00 | modify | 915 | 0.10 | 137.116 | 136.802 | 134.124 | ||
| 2123 | 2016.09.07 22:30 | close | 915 | 0.10 | 135.722 | 136.802 | 134.124 | 13940.00 | 2214410.00 |
| 2124 | 2016.09.12 12:30 | sell | 916 | 0.10 | 135.465 | 136.206 | 132.456 | ||
| 2125 | 2016.09.13 12:45 | close | 916 | 0.10 | 135.321 | 136.206 | 132.456 | 1440.00 | 2215850.00 |
| 2126 | 2016.09.13 13:15 | sell | 917 | 0.10 | 135.100 | 135.860 | 132.110 | ||
| 2127 | 2016.09.14 04:30 | s/l | 917 | 0.10 | 135.861 | 135.860 | 132.110 | -7610.00 | 2208240.00 |
| 2128 | 2016.09.15 15:30 | sell | 918 | 0.10 | 134.860 | 135.602 | 131.852 | ||
| 2129 | 2016.09.16 15:45 | close | 918 | 0.10 | 134.176 | 135.602 | 131.852 | 6840.00 | 2215080.00 |
| 2130 | 2016.09.16 15:45 | sell | 919 | 0.10 | 134.158 | 134.908 | 131.158 | ||
| 2131 | 2016.09.19 00:00 | modify | 919 | 0.10 | 134.158 | 133.888 | 131.158 | ||
| 2132 | 2016.09.19 16:00 | close | 919 | 0.10 | 133.085 | 133.888 | 131.158 | 10730.00 | 2225810.00 |
| 2133 | 2016.09.20 11:30 | sell | 920 | 0.10 | 132.285 | 133.031 | 129.281 | ||
| 2134 | 2016.09.21 07:30 | close | 920 | 0.10 | 132.574 | 133.031 | 129.281 | -2890.00 | 2222920.00 |
| 2135 | 2016.09.21 14:45 | sell | 921 | 0.10 | 131.353 | 132.106 | 128.356 | ||
| 2136 | 2016.09.22 15:00 | close | 921 | 0.10 | 131.758 | 132.106 | 128.356 | -4050.00 | 2218870.00 |
| 2137 | 2016.09.26 10:30 | sell | 922 | 0.10 | 130.104 | 130.853 | 127.103 | ||
| 2138 | 2016.09.27 04:48 | s/l | 922 | 0.10 | 130.851 | 130.853 | 127.103 | -7470.00 | 2211400.00 |
| 2139 | 2016.09.28 10:45 | buy | 923 | 0.10 | 131.155 | 130.381 | 134.131 | ||
| 2140 | 2016.09.29 09:15 | modify | 923 | 0.10 | 131.155 | 131.379 | 134.131 | ||
| 2141 | 2016.09.29 11:00 | close | 923 | 0.10 | 132.083 | 131.379 | 134.131 | 9280.00 | 2220680.00 |
| 2142 | 2016.10.03 10:15 | sell | 924 | 0.10 | 130.499 | 131.250 | 127.500 | ||
| 2143 | 2016.10.04 04:39 | s/l | 924 | 0.10 | 131.254 | 131.250 | 127.500 | -7550.00 | 2213130.00 |
| 2144 | 2016.10.05 16:30 | buy | 925 | 0.10 | 131.406 | 130.627 | 134.377 | ||
| 2145 | 2016.10.06 16:45 | close | 925 | 0.10 | 131.522 | 130.627 | 134.377 | 1160.00 | 2214290.00 |
| 2146 | 2016.10.11 10:15 | sell | 926 | 0.10 | 127.457 | 128.212 | 124.462 | ||
| 2147 | 2016.10.11 19:00 | modify | 926 | 0.10 | 127.457 | 127.108 | 124.462 | ||
| 2148 | 2016.10.11 21:15 | close | 926 | 0.10 | 125.613 | 127.108 | 124.462 | 18440.00 | 2232730.00 |
| 2149 | 2016.10.11 21:30 | sell | 927 | 0.10 | 125.338 | 126.095 | 122.345 | ||
| 2150 | 2016.10.12 01:38 | s/l | 927 | 0.10 | 126.100 | 126.095 | 122.345 | -7620.00 | 2225110.00 |
| 2151 | 2016.10.18 13:00 | buy | 928 | 0.10 | 127.753 | 126.987 | 130.737 | ||
| 2152 | 2016.10.19 09:42 | s/l | 928 | 0.10 | 126.975 | 126.987 | 130.737 | -7780.00 | 2217330.00 |
| 2153 | 2016.10.21 14:00 | sell | 929 | 0.10 | 126.607 | 127.359 | 123.609 | ||
| 2154 | 2016.10.24 14:15 | close | 929 | 0.10 | 127.230 | 127.359 | 123.609 | -6230.00 | 2211100.00 |
| 2155 | 2016.10.27 13:30 | buy | 930 | 0.10 | 128.281 | 127.502 | 131.252 | ||
| 2156 | 2016.10.28 13:45 | close | 930 | 0.10 | 127.718 | 127.502 | 131.252 | -5630.00 | 2205470.00 |
| 2157 | 2016.10.31 19:00 | buy | 931 | 0.10 | 128.345 | 127.569 | 131.319 | ||
| 2158 | 2016.11.01 19:15 | close | 931 | 0.10 | 127.684 | 127.569 | 131.319 | -6610.00 | 2198860.00 |
| 2159 | 2016.11.02 04:30 | sell | 932 | 0.10 | 127.068 | 127.812 | 124.062 | ||
| 2160 | 2016.11.03 04:45 | close | 932 | 0.10 | 127.288 | 127.812 | 124.062 | -2200.00 | 2196660.00 |
| 2161 | 2016.11.08 18:15 | buy | 933 | 0.10 | 130.214 | 129.451 | 133.201 | ||
| 2162 | 2016.11.09 02:45 | s/l | 933 | 0.10 | 129.441 | 129.451 | 133.201 | -7730.00 | 2188930.00 |
| 2163 | 2016.11.09 03:00 | buy | 934 | 0.10 | 130.327 | 129.535 | 133.285 | ||
| 2164 | 2016.11.09 03:58 | s/l | 934 | 0.10 | 129.526 | 129.535 | 133.285 | -8010.00 | 2180920.00 |
| 2165 | 2016.11.14 13:15 | buy | 935 | 0.10 | 135.272 | 134.499 | 138.249 | ||
| 2166 | 2016.11.15 10:38 | s/l | 935 | 0.10 | 134.497 | 134.499 | 138.249 | -7750.00 | 2173170.00 |
| 2167 | 2016.11.15 21:00 | buy | 936 | 0.10 | 135.647 | 134.886 | 138.636 | ||
| 2168 | 2016.11.16 21:15 | close | 936 | 0.10 | 136.015 | 134.886 | 138.636 | 3680.00 | 2176850.00 |
| 2169 | 2016.11.17 23:45 | buy | 937 | 0.10 | 136.854 | 136.072 | 139.822 | ||
| 2170 | 2016.11.18 14:46 | s/l | 937 | 0.10 | 136.060 | 136.072 | 139.822 | -7940.00 | 2168910.00 |
| 2171 | 2016.11.21 15:30 | buy | 938 | 0.10 | 138.014 | 137.236 | 140.986 | ||
| 2172 | 2016.11.21 23:15 | close | 938 | 0.10 | 138.184 | 137.236 | 140.986 | 1700.00 | 2170610.00 |
| 2173 | 2016.11.23 16:00 | buy | 939 | 0.10 | 138.860 | 138.094 | 141.844 | ||
| 2174 | 2016.11.23 18:15 | modify | 939 | 0.10 | 138.860 | 139.174 | 141.844 | ||
| 2175 | 2016.11.24 16:15 | close | 939 | 0.10 | 141.055 | 139.174 | 141.844 | 21950.00 | 2192560.00 |
| 2176 | 2016.12.05 10:15 | buy | 940 | 0.10 | 144.996 | 144.216 | 147.966 | ||
| 2177 | 2016.12.05 18:00 | close | 940 | 0.10 | 145.345 | 144.216 | 147.966 | 3490.00 | 2196050.00 |
| 2178 | 2016.12.07 14:00 | sell | 941 | 0.10 | 143.577 | 144.323 | 140.573 | ||
| 2179 | 2016.12.08 14:15 | close | 941 | 0.10 | 143.948 | 144.323 | 140.573 | -3710.00 | 2192340.00 |
| 2180 | 2016.12.09 16:00 | buy | 942 | 0.10 | 144.658 | 143.879 | 147.629 | ||
| 2181 | 2016.12.12 10:00 | modify | 942 | 0.10 | 144.658 | 144.968 | 147.629 | ||
| 2182 | 2016.12.12 16:15 | close | 942 | 0.10 | 146.276 | 144.968 | 147.629 | 16180.00 | 2208520.00 |
| 2183 | 2016.12.14 21:00 | buy | 943 | 0.10 | 146.775 | 145.813 | 149.563 | ||
| 2184 | 2016.12.15 12:30 | modify | 943 | 0.10 | 146.775 | 147.105 | 149.563 | ||
| 2185 | 2016.12.15 14:30 | close | 943 | 0.10 | 147.325 | 147.105 | 149.563 | 5500.00 | 2214020.00 |
| 2186 | 2016.12.19 13:00 | sell | 944 | 0.10 | 146.163 | 146.905 | 143.155 | ||
| 2187 | 2016.12.19 15:45 | modify | 944 | 0.10 | 146.163 | 145.800 | 143.155 | ||
| 2188 | 2016.12.20 05:04 | s/l | 944 | 0.10 | 145.807 | 145.800 | 143.155 | 3560.00 | 2217580.00 |
| 2189 | 2016.12.22 17:15 | sell | 945 | 0.10 | 144.847 | 145.606 | 141.856 | ||
| 2190 | 2016.12.23 15:45 | modify | 945 | 0.10 | 144.847 | 144.523 | 141.856 | ||
| 2191 | 2016.12.23 17:30 | close | 945 | 0.10 | 143.758 | 144.523 | 141.856 | 10890.00 | 2228470.00 |
| 2192 | 2016.12.28 03:00 | buy | 946 | 0.10 | 144.485 | 143.718 | 147.468 | ||
| 2193 | 2016.12.28 14:59 | s/l | 946 | 0.10 | 143.708 | 143.718 | 147.468 | -7770.00 | 2220700.00 |
| 2194 | 2016.12.28 21:00 | sell | 947 | 0.10 | 143.125 | 143.868 | 140.118 | ||
| 2195 | 2016.12.29 21:15 | close | 947 | 0.10 | 142.688 | 143.868 | 140.118 | 4370.00 | 2225070.00 |
| 2196 | 2017.01.03 09:30 | buy | 948 | 0.10 | 144.729 | 143.955 | 147.705 | ||
| 2197 | 2017.01.03 20:01 | s/l | 948 | 0.10 | 143.962 | 143.955 | 147.705 | -7670.00 | 2217400.00 |
| 2198 | 2017.01.05 03:00 | sell | 949 | 0.10 | 143.673 | 144.426 | 140.676 | ||
| 2199 | 2017.01.06 03:15 | close | 949 | 0.10 | 143.632 | 144.426 | 140.676 | 410.00 | 2217810.00 |
| 2200 | 2017.01.09 09:00 | sell | 950 | 0.10 | 142.963 | 143.713 | 139.963 | ||
| 2201 | 2017.01.09 15:15 | modify | 950 | 0.10 | 142.963 | 142.689 | 139.963 | ||
| 2202 | 2017.01.10 09:15 | close | 950 | 0.10 | 140.553 | 142.689 | 139.963 | 24100.00 | 2241910.00 |
| 2203 | 2017.01.11 20:00 | sell | 951 | 0.10 | 140.278 | 141.031 | 137.281 | ||
| 2204 | 2017.01.11 20:45 | close | 951 | 0.10 | 140.497 | 141.031 | 137.281 | -2190.00 | 2239720.00 |
| 2205 | 2017.01.12 02:45 | sell | 952 | 0.10 | 140.185 | 140.943 | 137.193 | ||
| 2206 | 2017.01.12 19:15 | modify | 952 | 0.10 | 140.185 | 139.945 | 137.193 | ||
| 2207 | 2017.01.13 03:00 | close | 952 | 0.10 | 139.831 | 139.945 | 137.193 | 3540.00 | 2243260.00 |
| 2208 | 2017.01.16 00:30 | sell | 953 | 0.10 | 137.682 | 138.356 | 134.606 | ||
| 2209 | 2017.01.16 10:00 | close | 953 | 0.10 | 137.389 | 138.356 | 134.606 | 2930.00 | 2246190.00 |
| 2210 | 2017.01.19 10:15 | buy | 954 | 0.10 | 141.313 | 140.547 | 144.297 | ||
| 2211 | 2017.01.20 10:30 | close | 954 | 0.10 | 141.609 | 140.547 | 144.297 | 2960.00 | 2249150.00 |
| 2212 | 2017.01.24 18:00 | buy | 955 | 0.10 | 141.787 | 141.026 | 144.776 | ||
| 2213 | 2017.01.25 12:00 | modify | 955 | 0.10 | 141.787 | 142.114 | 144.776 | ||
| 2214 | 2017.01.25 18:15 | close | 955 | 0.10 | 143.373 | 142.114 | 144.776 | 15860.00 | 2265010.00 |
| 2215 | 2017.01.25 18:15 | buy | 956 | 0.10 | 143.386 | 142.625 | 146.375 | ||
| 2216 | 2017.01.26 18:30 | close | 956 | 0.10 | 144.167 | 142.625 | 146.375 | 7810.00 | 2272820.00 |
| 2217 | 2017.01.26 18:45 | buy | 957 | 0.10 | 144.331 | 143.569 | 147.319 | ||
| 2218 | 2017.01.27 19:00 | close | 957 | 0.10 | 144.283 | 143.569 | 147.319 | -480.00 | 2272340.00 |
| 2219 | 2017.01.30 19:45 | sell | 958 | 0.10 | 141.742 | 142.500 | 138.750 | ||
| 2220 | 2017.01.31 18:00 | close | 958 | 0.10 | 141.752 | 142.500 | 138.750 | -100.00 | 2272240.00 |
| 2221 | 2017.02.06 13:30 | sell | 959 | 0.10 | 140.041 | 140.799 | 137.049 | ||
| 2222 | 2017.02.07 10:30 | modify | 959 | 0.10 | 140.041 | 139.735 | 137.049 | ||
| 2223 | 2017.02.07 13:45 | close | 959 | 0.10 | 138.994 | 139.735 | 137.049 | 10470.00 | 2282710.00 |
| 2224 | 2017.02.09 10:15 | buy | 960 | 0.10 | 141.136 | 140.359 | 144.109 | ||
| 2225 | 2017.02.10 03:15 | modify | 960 | 0.10 | 141.136 | 141.337 | 144.109 | ||
| 2226 | 2017.02.10 10:30 | close | 960 | 0.10 | 141.861 | 141.337 | 144.109 | 7250.00 | 2289960.00 |
| 2227 | 2017.02.16 17:15 | sell | 961 | 0.10 | 141.692 | 142.441 | 138.691 | ||
| 2228 | 2017.02.17 11:45 | modify | 961 | 0.10 | 141.692 | 141.479 | 138.691 | ||
| 2229 | 2017.02.17 17:30 | close | 961 | 0.10 | 140.296 | 141.479 | 138.691 | 13960.00 | 2303920.00 |
| 2230 | 2017.02.17 17:45 | sell | 962 | 0.10 | 140.249 | 140.998 | 137.248 | ||
| 2231 | 2017.02.20 11:00 | s/l | 962 | 0.10 | 140.996 | 140.998 | 137.248 | -7470.00 | 2296450.00 |
| 2232 | 2017.02.24 15:45 | sell | 963 | 0.10 | 140.611 | 141.359 | 137.609 | ||
| 2233 | 2017.02.24 22:15 | modify | 963 | 0.10 | 140.611 | 140.394 | 137.609 | ||
| 2234 | 2017.02.27 16:00 | close | 963 | 0.10 | 139.502 | 140.394 | 137.609 | 11090.00 | 2307540.00 |
| 2235 | 2017.02.28 19:30 | sell | 964 | 0.10 | 138.929 | 139.671 | 135.921 | ||
| 2236 | 2017.02.28 23:07 | s/l | 964 | 0.10 | 139.675 | 139.671 | 135.921 | -7460.00 | 2300080.00 |
| 2237 | 2017.03.06 03:15 | sell | 965 | 0.10 | 139.759 | 140.503 | 136.753 | ||
| 2238 | 2017.03.07 03:30 | close | 965 | 0.10 | 139.632 | 140.503 | 136.753 | 1270.00 | 2301350.00 |
| 2239 | 2017.03.07 10:30 | sell | 966 | 0.10 | 138.990 | 139.748 | 135.998 | ||
| 2240 | 2017.03.08 10:45 | close | 966 | 0.10 | 138.673 | 139.748 | 135.998 | 3170.00 | 2304520.00 |
| 2241 | 2017.03.08 13:45 | sell | 967 | 0.10 | 138.471 | 139.216 | 135.466 | ||
| 2242 | 2017.03.08 15:00 | s/l | 967 | 0.10 | 139.208 | 139.216 | 135.466 | -7370.00 | 2297150.00 |
| 2243 | 2017.03.09 16:00 | buy | 968 | 0.10 | 139.923 | 139.148 | 142.898 | ||
| 2244 | 2017.03.10 16:15 | close | 968 | 0.10 | 140.328 | 139.148 | 142.898 | 4050.00 | 2301200.00 |
| 2245 | 2017.03.14 15:15 | sell | 969 | 0.10 | 139.398 | 140.146 | 136.396 | ||
| 2246 | 2017.03.15 09:11 | s/l | 969 | 0.10 | 140.169 | 140.146 | 136.396 | -7710.00 | 2293490.00 |
| 2247 | 2017.03.16 04:00 | sell | 970 | 0.10 | 138.993 | 139.747 | 135.997 | ||
| 2248 | 2017.03.16 15:03 | s/l | 970 | 0.10 | 139.754 | 139.747 | 135.997 | -7610.00 | 2285880.00 |
| 2249 | 2017.03.20 19:30 | sell | 971 | 0.10 | 139.070 | 139.815 | 136.065 | ||
| 2250 | 2017.03.21 12:00 | s/l | 971 | 0.10 | 139.823 | 139.815 | 136.065 | -7530.00 | 2278350.00 |