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 |
| 2251 | 2017.03.22 12:00 | sell | 972 | 0.10 | 138.689 | 139.445 | 135.695 | ||
| 2252 | 2017.03.23 12:15 | close | 972 | 0.10 | 138.453 | 139.445 | 135.695 | 2360.00 | 2280710.00 |
| 2253 | 2017.03.24 18:30 | sell | 973 | 0.10 | 138.522 | 139.278 | 135.528 | ||
| 2254 | 2017.03.27 18:45 | close | 973 | 0.10 | 139.066 | 139.278 | 135.528 | -5440.00 | 2275270.00 |
| 2255 | 2017.03.28 11:45 | buy | 974 | 0.10 | 139.351 | 138.584 | 142.334 | ||
| 2256 | 2017.03.28 14:35 | s/l | 974 | 0.10 | 138.572 | 138.584 | 142.334 | -7790.00 | 2267480.00 |
| 2257 | 2017.03.29 03:15 | sell | 975 | 0.10 | 137.671 | 138.424 | 134.674 | ||
| 2258 | 2017.03.30 03:20 | s/l | 975 | 0.10 | 138.419 | 138.424 | 134.674 | -7480.00 | 2260000.00 |
| 2259 | 2017.03.30 21:15 | buy | 976 | 0.10 | 139.145 | 138.385 | 142.135 | ||
| 2260 | 2017.03.31 21:30 | close | 976 | 0.10 | 139.529 | 138.385 | 142.135 | 3840.00 | 2263840.00 |
| 2261 | 2017.04.04 04:00 | sell | 977 | 0.10 | 138.169 | 138.926 | 135.176 | ||
| 2262 | 2017.04.05 04:15 | close | 977 | 0.10 | 137.806 | 138.926 | 135.176 | 3630.00 | 2267470.00 |
| 2263 | 2017.04.07 13:15 | sell | 978 | 0.10 | 137.409 | 138.154 | 134.404 | ||
| 2264 | 2017.04.10 11:37 | s/l | 978 | 0.10 | 138.157 | 138.154 | 134.404 | -7480.00 | 2259990.00 |
| 2265 | 2017.04.11 11:00 | sell | 979 | 0.10 | 137.131 | 137.873 | 134.123 | ||
| 2266 | 2017.04.12 11:15 | close | 979 | 0.10 | 136.998 | 137.873 | 134.123 | 1330.00 | 2261320.00 |
| 2267 | 2017.04.13 20:15 | sell | 980 | 0.10 | 136.389 | 137.136 | 133.386 | ||
| 2268 | 2017.04.14 20:30 | close | 980 | 0.10 | 136.093 | 137.136 | 133.386 | 2960.00 | 2264280.00 |
| 2269 | 2017.04.17 02:45 | sell | 981 | 0.10 | 135.770 | 136.510 | 132.760 | ||
| 2270 | 2017.04.17 17:04 | s/l | 981 | 0.10 | 136.509 | 136.510 | 132.760 | -7390.00 | 2256890.00 |
| 2271 | 2017.04.18 13:45 | buy | 982 | 0.10 | 137.398 | 136.638 | 140.388 | ||
| 2272 | 2017.04.18 17:00 | modify | 982 | 0.10 | 137.398 | 137.644 | 140.388 | ||
| 2273 | 2017.04.19 14:00 | close | 982 | 0.10 | 139.759 | 137.644 | 140.388 | 23610.00 | 2280500.00 |
| 2274 | 2017.04.20 17:15 | buy | 983 | 0.10 | 140.192 | 139.416 | 143.166 | ||
| 2275 | 2017.04.21 13:36 | s/l | 983 | 0.10 | 139.407 | 139.416 | 143.166 | -7850.00 | 2272650.00 |
| 2276 | 2017.04.24 00:17 | buy | 984 | 0.10 | 141.562 | 140.748 | 144.498 | ||
| 2277 | 2017.04.24 04:35 | s/l | 984 | 0.10 | 140.755 | 140.748 | 144.498 | -8070.00 | 2264580.00 |
| 2278 | 2017.04.24 11:15 | buy | 985 | 0.10 | 141.209 | 140.448 | 144.198 | ||
| 2279 | 2017.04.24 17:58 | s/l | 985 | 0.10 | 140.437 | 140.448 | 144.198 | -7720.00 | 2256860.00 |
| 2280 | 2017.04.25 15:30 | buy | 986 | 0.10 | 141.913 | 141.136 | 144.886 | ||
| 2281 | 2017.04.26 15:45 | close | 986 | 0.10 | 143.184 | 141.136 | 144.886 | 12710.00 | 2269570.00 |
| 2282 | 2017.04.27 10:15 | buy | 987 | 0.10 | 143.604 | 142.824 | 146.574 | ||
| 2283 | 2017.04.28 10:30 | close | 987 | 0.10 | 143.804 | 142.824 | 146.574 | 2000.00 | 2271570.00 |
| 2284 | 2017.04.28 10:45 | buy | 988 | 0.10 | 143.950 | 143.177 | 146.927 | ||
| 2285 | 2017.05.01 11:00 | close | 988 | 0.10 | 144.462 | 143.177 | 146.927 | 5120.00 | 2276690.00 |
| 2286 | 2017.05.02 12:15 | buy | 989 | 0.10 | 144.674 | 143.908 | 147.658 | ||
| 2287 | 2017.05.03 12:30 | close | 989 | 0.10 | 144.896 | 143.908 | 147.658 | 2220.00 | 2278910.00 |
| 2288 | 2017.05.04 11:30 | buy | 990 | 0.10 | 145.450 | 144.664 | 148.414 | ||
| 2289 | 2017.05.05 11:45 | close | 990 | 0.10 | 145.296 | 144.664 | 148.414 | -1540.00 | 2277370.00 |
| 2290 | 2017.05.05 16:00 | buy | 991 | 0.10 | 145.780 | 145.007 | 148.757 | ||
| 2291 | 2017.05.09 10:30 | modify | 991 | 0.10 | 145.780 | 146.091 | 148.757 | ||
| 2292 | 2017.05.09 17:15 | close | 991 | 0.10 | 147.454 | 146.091 | 148.757 | 16740.00 | 2294110.00 |
| 2293 | 2017.05.16 17:45 | sell | 992 | 0.10 | 145.891 | 146.275 | 142.895 | ||
| 2294 | 2017.05.16 18:55 | s/l | 992 | 0.10 | 146.284 | 146.275 | 142.895 | -3930.00 | 2290180.00 |
| 2295 | 2017.05.17 02:15 | sell | 993 | 0.10 | 145.661 | 146.043 | 142.663 | ||
| 2296 | 2017.05.17 17:15 | modify | 993 | 0.10 | 145.661 | 145.240 | 142.663 | ||
| 2297 | 2017.05.18 11:45 | close | 993 | 0.10 | 144.700 | 145.240 | 142.663 | 9610.00 | 2299790.00 |
| 2298 | 2017.05.23 09:45 | sell | 994 | 0.10 | 143.980 | 144.368 | 140.988 | ||
| 2299 | 2017.05.23 10:14 | s/l | 994 | 0.10 | 144.368 | 144.368 | 140.988 | -3880.00 | 2295910.00 |
| 2300 | 2017.05.25 11:30 | buy | 995 | 0.10 | 145.424 | 145.022 | 148.402 | ||
| 2301 | 2017.05.25 11:31 | s/l | 995 | 0.10 | 145.001 | 145.022 | 148.402 | -4230.00 | 2291680.00 |
| 2302 | 2017.05.26 03:45 | sell | 996 | 0.10 | 144.136 | 144.522 | 141.142 | ||
| 2303 | 2017.05.26 11:45 | modify | 996 | 0.10 | 144.136 | 143.928 | 141.142 | ||
| 2304 | 2017.05.30 05:00 | close | 996 | 0.10 | 141.906 | 143.928 | 141.142 | 22300.00 | 2313980.00 |
| 2305 | 2017.05.30 09:30 | sell | 997 | 0.10 | 142.040 | 142.427 | 139.047 | ||
| 2306 | 2017.05.30 10:05 | s/l | 997 | 0.10 | 142.427 | 142.427 | 139.047 | -3870.00 | 2310110.00 |
| 2307 | 2017.06.20 10:15 | buy | 998 | 0.10 | 142.498 | 142.101 | 145.481 | ||
| 2308 | 2017.06.20 10:30 | s/l | 998 | 0.10 | 142.077 | 142.101 | 145.481 | -4210.00 | 2305900.00 |
| 2309 | 2017.06.23 10:00 | buy | 999 | 0.10 | 141.611 | 141.217 | 144.597 | ||
| 2310 | 2017.06.27 11:15 | close | 999 | 0.10 | 142.148 | 141.217 | 144.597 | 5370.00 | 2311270.00 |
| 2311 | 2017.06.27 14:45 | buy | 1000 | 0.10 | 142.712 | 142.317 | 145.697 | ||
| 2312 | 2017.06.27 22:30 | modify | 1000 | 0.10 | 142.712 | 142.939 | 145.697 | ||
| 2313 | 2017.06.29 10:00 | t/p | 1000 | 0.10 | 145.690 | 142.939 | 145.697 | 29780.00 | 2341050.00 |
| 2314 | 2017.07.06 12:30 | buy | 1001 | 0.10 | 146.762 | 146.364 | 149.744 | ||
| 2315 | 2017.07.06 16:39 | s/l | 1001 | 0.10 | 146.357 | 146.364 | 149.744 | -4050.00 | 2337000.00 |
| 2316 | 2017.07.06 18:30 | buy | 1002 | 0.10 | 146.826 | 146.427 | 149.807 | ||
| 2317 | 2017.07.07 15:30 | s/l | 1002 | 0.10 | 146.413 | 146.427 | 149.807 | -4130.00 | 2332870.00 |
| 2318 | 2017.07.11 10:00 | buy | 1003 | 0.10 | 147.358 | 146.962 | 150.342 | ||
| 2319 | 2017.07.11 16:08 | s/l | 1003 | 0.10 | 146.970 | 146.962 | 150.342 | -3880.00 | 2328990.00 |
| 2320 | 2017.07.20 14:00 | sell | 1004 | 0.10 | 145.343 | 145.718 | 142.338 | ||
| 2321 | 2017.07.21 18:45 | modify | 1004 | 0.10 | 145.343 | 145.077 | 142.338 | ||
| 2322 | 2017.07.24 15:15 | close | 1004 | 0.10 | 144.489 | 145.077 | 142.338 | 8540.00 | 2337530.00 |
| 2323 | 2017.07.27 13:00 | buy | 1005 | 0.10 | 146.418 | 146.011 | 149.391 | ||
| 2324 | 2017.07.27 17:07 | s/l | 1005 | 0.10 | 146.003 | 146.011 | 149.391 | -4150.00 | 2333380.00 |
| 2325 | 2017.08.01 12:00 | buy | 1006 | 0.10 | 146.089 | 145.693 | 149.073 | ||
| 2326 | 2017.08.01 16:55 | s/l | 1006 | 0.10 | 145.699 | 145.693 | 149.073 | -3900.00 | 2329480.00 |
| 2327 | 2017.08.02 07:15 | buy | 1007 | 0.10 | 146.341 | 145.938 | 149.318 | ||
| 2328 | 2017.08.02 17:58 | s/l | 1007 | 0.10 | 145.924 | 145.938 | 149.318 | -4170.00 | 2325310.00 |
| 2329 | 2017.08.07 17:30 | sell | 1008 | 0.10 | 144.241 | 144.631 | 141.251 | ||
| 2330 | 2017.08.09 01:30 | modify | 1008 | 0.10 | 144.241 | 144.038 | 141.251 | ||
| 2331 | 2017.08.09 18:45 | close | 1008 | 0.10 | 142.919 | 144.038 | 141.251 | 13220.00 | 2338530.00 |
| 2332 | 2017.08.10 17:15 | sell | 1009 | 0.10 | 142.130 | 142.505 | 139.125 | ||
| 2333 | 2017.08.14 06:55 | s/l | 1009 | 0.10 | 142.518 | 142.505 | 139.125 | -3880.00 | 2334650.00 |
| 2334 | 2017.08.16 11:45 | buy | 1010 | 0.10 | 143.014 | 142.624 | 146.004 | ||
| 2335 | 2017.08.16 13:33 | s/l | 1010 | 0.10 | 142.619 | 142.624 | 146.004 | -3950.00 | 2330700.00 |
| 2336 | 2017.08.22 16:00 | sell | 1011 | 0.10 | 140.174 | 140.553 | 137.173 | ||
| 2337 | 2017.08.22 19:56 | s/l | 1011 | 0.10 | 140.556 | 140.553 | 137.173 | -3820.00 | 2326880.00 |
| 2338 | 2017.08.23 11:15 | sell | 1012 | 0.10 | 140.107 | 140.483 | 137.103 | ||
| 2339 | 2017.08.25 03:53 | s/l | 1012 | 0.10 | 140.484 | 140.483 | 137.103 | -3770.00 | 2323110.00 |
| 2340 | 2017.08.28 16:45 | buy | 1013 | 0.10 | 141.270 | 140.861 | 144.241 | ||
| 2341 | 2017.08.29 00:23 | s/l | 1013 | 0.10 | 140.866 | 140.861 | 144.241 | -4040.00 | 2319070.00 |
| 2342 | 2017.08.29 21:15 | buy | 1014 | 0.10 | 141.402 | 140.995 | 144.375 | ||
| 2343 | 2017.08.30 19:15 | modify | 1014 | 0.10 | 141.402 | 141.623 | 144.375 | ||
| 2344 | 2017.08.31 18:45 | s/l | 1014 | 0.10 | 141.579 | 141.623 | 144.375 | 1770.00 | 2320840.00 |
| 2345 | 2017.09.01 18:00 | buy | 1015 | 0.10 | 142.951 | 142.556 | 145.936 | ||
| 2346 | 2017.09.04 00:00 | s/l | 1015 | 0.10 | 141.923 | 142.556 | 145.936 | -10280.00 | 2310560.00 |
| 2347 | 2017.09.04 10:15 | sell | 1016 | 0.10 | 141.738 | 142.117 | 138.737 | ||
| 2348 | 2017.09.04 14:05 | s/l | 1016 | 0.10 | 142.115 | 142.117 | 138.737 | -3770.00 | 2306790.00 |
| 2349 | 2017.09.11 00:44 | buy | 1017 | 0.10 | 142.802 | 142.363 | 145.743 | ||
| 2350 | 2017.09.11 21:00 | modify | 1017 | 0.10 | 142.802 | 143.062 | 145.743 | ||
| 2351 | 2017.09.12 13:41 | t/p | 1017 | 0.10 | 145.734 | 143.062 | 145.743 | 29320.00 | 2336110.00 |
| 2352 | 2017.09.14 14:15 | buy | 1018 | 0.10 | 146.949 | 146.550 | 149.930 | ||
| 2353 | 2017.09.14 18:30 | modify | 1018 | 0.10 | 146.949 | 147.216 | 149.930 | ||
| 2354 | 2017.09.15 01:01 | s/l | 1018 | 0.10 | 147.226 | 147.216 | 149.930 | 2770.00 | 2338880.00 |
| 2355 | 2017.09.20 11:45 | buy | 1019 | 0.10 | 151.314 | 150.914 | 154.294 | ||
| 2356 | 2017.09.20 12:20 | s/l | 1019 | 0.10 | 150.903 | 150.914 | 154.294 | -4110.00 | 2334770.00 |
| 2357 | 2017.09.20 17:45 | buy | 1020 | 0.10 | 151.349 | 150.945 | 154.325 | ||
| 2358 | 2017.09.21 20:15 | modify | 1020 | 0.10 | 151.349 | 151.705 | 154.325 | ||
| 2359 | 2017.09.22 05:52 | s/l | 1020 | 0.10 | 151.698 | 151.705 | 154.325 | 3490.00 | 2338260.00 |
| 2360 | 2017.09.28 18:00 | buy | 1021 | 0.10 | 151.565 | 151.164 | 154.544 | ||
| 2361 | 2017.09.28 19:46 | s/l | 1021 | 0.10 | 151.162 | 151.164 | 154.544 | -4030.00 | 2334230.00 |
| 2362 | 2017.09.29 10:45 | sell | 1022 | 0.10 | 150.715 | 151.100 | 147.720 | ||
| 2363 | 2017.09.29 18:01 | s/l | 1022 | 0.10 | 151.102 | 151.100 | 147.720 | -3870.00 | 2330360.00 |
| 2364 | 2017.10.02 11:30 | sell | 1023 | 0.10 | 150.376 | 150.748 | 147.368 | ||
| 2365 | 2017.10.04 09:00 | modify | 1023 | 0.10 | 150.376 | 150.153 | 147.368 | ||
| 2366 | 2017.10.04 12:45 | close | 1023 | 0.10 | 149.425 | 150.153 | 147.368 | 9510.00 | 2339870.00 |
| 2367 | 2017.10.05 10:15 | sell | 1024 | 0.10 | 148.651 | 149.029 | 145.649 | ||
| 2368 | 2017.10.06 13:15 | modify | 1024 | 0.10 | 148.651 | 148.443 | 145.649 | ||
| 2369 | 2017.10.09 11:30 | close | 1024 | 0.10 | 147.779 | 148.443 | 145.649 | 8720.00 | 2348590.00 |
| 2370 | 2017.10.11 21:15 | buy | 1025 | 0.10 | 148.606 | 148.208 | 151.588 | ||
| 2371 | 2017.10.12 13:36 | s/l | 1025 | 0.10 | 148.207 | 148.208 | 151.588 | -3990.00 | 2344600.00 |
| 2372 | 2017.10.16 18:30 | sell | 1026 | 0.10 | 148.305 | 148.683 | 145.303 | ||
| 2373 | 2017.10.16 21:14 | s/l | 1026 | 0.10 | 148.687 | 148.683 | 145.303 | -3820.00 | 2340780.00 |
| 2374 | 2017.10.16 21:30 | sell | 1027 | 0.10 | 148.321 | 148.710 | 145.330 | ||
| 2375 | 2017.10.16 22:14 | s/l | 1027 | 0.10 | 148.718 | 148.710 | 145.330 | -3970.00 | 2336810.00 |
| 2376 | 2017.10.17 11:15 | buy | 1028 | 0.10 | 149.019 | 148.621 | 152.001 | ||
| 2377 | 2017.10.17 12:23 | s/l | 1028 | 0.10 | 148.615 | 148.621 | 152.001 | -4040.00 | 2332770.00 |
| 2378 | 2017.10.17 14:00 | sell | 1029 | 0.10 | 148.169 | 148.558 | 145.178 | ||
| 2379 | 2017.10.18 11:30 | s/l | 1029 | 0.10 | 148.588 | 148.558 | 145.178 | -4190.00 | 2328580.00 |
| 2380 | 2017.10.25 12:00 | buy | 1030 | 0.10 | 150.388 | 149.989 | 153.369 | ||
| 2381 | 2017.10.26 12:15 | s/l | 1030 | 0.10 | 149.992 | 149.989 | 153.369 | -3960.00 | 2324620.00 |
| 2382 | 2017.10.31 17:30 | buy | 1031 | 0.10 | 150.280 | 149.870 | 153.250 | ||
| 2383 | 2017.11.01 10:30 | modify | 1031 | 0.10 | 150.280 | 150.482 | 153.250 | ||
| 2384 | 2017.11.01 17:30 | close | 1031 | 0.10 | 151.163 | 150.482 | 153.250 | 8830.00 | 2333450.00 |
| 2385 | 2017.11.07 11:15 | buy | 1032 | 0.10 | 150.288 | 149.898 | 153.278 | ||
| 2386 | 2017.11.07 13:45 | s/l | 1032 | 0.10 | 149.901 | 149.898 | 153.278 | -3870.00 | 2329580.00 |
| 2387 | 2017.11.08 14:45 | sell | 1033 | 0.10 | 148.750 | 149.123 | 145.743 | ||
| 2388 | 2017.11.08 19:54 | s/l | 1033 | 0.10 | 149.127 | 149.123 | 145.743 | -3770.00 | 2325810.00 |
| 2389 | 2017.11.15 11:45 | sell | 1034 | 0.10 | 148.439 | 148.820 | 145.440 | ||
| 2390 | 2017.11.15 17:35 | s/l | 1034 | 0.10 | 148.846 | 148.820 | 145.440 | -4070.00 | 2321740.00 |
| 2391 | 2017.11.17 13:30 | sell | 1035 | 0.10 | 148.477 | 148.849 | 145.469 | ||
| 2392 | 2017.11.20 10:46 | s/l | 1035 | 0.10 | 148.845 | 148.849 | 145.469 | -3680.00 | 2318060.00 |
| 2393 | 2017.11.22 14:15 | sell | 1036 | 0.10 | 148.468 | 148.842 | 145.462 | ||
| 2394 | 2017.11.24 15:30 | close | 1036 | 0.10 | 148.335 | 148.842 | 145.462 | 1330.00 | 2319390.00 |
| 2395 | 2017.11.28 15:00 | sell | 1037 | 0.10 | 147.722 | 148.100 | 144.720 | ||
| 2396 | 2017.11.28 19:46 | s/l | 1037 | 0.10 | 148.105 | 148.100 | 144.720 | -3830.00 | 2315560.00 |
| 2397 | 2017.12.13 15:45 | sell | 1038 | 0.10 | 150.907 | 151.284 | 147.904 | ||
| 2398 | 2017.12.13 16:48 | s/l | 1038 | 0.10 | 151.277 | 151.284 | 147.904 | -3700.00 | 2311860.00 |
| 2399 | 2017.12.13 21:00 | sell | 1039 | 0.10 | 150.680 | 151.205 | 147.825 | ||
| 2400 | 2017.12.14 00:53 | s/l | 1039 | 0.10 | 151.216 | 151.205 | 147.825 | -5360.00 | 2306500.00 |