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 |
| 2401 | 2017.12.14 20:15 | sell | 1040 | 0.10 | 150.677 | 151.052 | 147.672 | ||
| 2402 | 2017.12.15 16:15 | modify | 1040 | 0.10 | 150.677 | 150.458 | 147.672 | ||
| 2403 | 2017.12.18 09:48 | s/l | 1040 | 0.10 | 150.451 | 150.458 | 147.672 | 2260.00 | 2308760.00 |
| 2404 | 2017.12.19 19:45 | buy | 1041 | 0.10 | 151.002 | 150.601 | 153.981 | ||
| 2405 | 2017.12.21 21:00 | close | 1041 | 0.10 | 151.730 | 150.601 | 153.981 | 7280.00 | 2316040.00 |
| 2406 | 2017.12.27 12:15 | buy | 1042 | 0.10 | 151.969 | 151.564 | 154.944 | ||
| 2407 | 2017.12.28 07:57 | s/l | 1042 | 0.10 | 151.574 | 151.564 | 154.944 | -3950.00 | 2312090.00 |
| 2408 | 2017.12.29 18:00 | buy | 1043 | 0.10 | 152.396 | 151.999 | 155.379 | ||
| 2409 | 2018.01.02 00:04 | s/l | 1043 | 0.10 | 151.972 | 151.999 | 155.379 | -4240.00 | 2307850.00 |
| 2410 | 2018.01.02 01:30 | buy | 1044 | 0.10 | 152.425 | 152.028 | 155.408 | ||
| 2411 | 2018.01.02 11:58 | s/l | 1044 | 0.10 | 152.025 | 152.028 | 155.408 | -4000.00 | 2303850.00 |
| 2412 | 2018.01.09 12:15 | sell | 1045 | 0.10 | 152.627 | 153.002 | 149.622 | ||
| 2413 | 2018.01.10 09:00 | modify | 1045 | 0.10 | 152.627 | 152.416 | 149.622 | ||
| 2414 | 2018.01.11 13:30 | close | 1045 | 0.10 | 150.625 | 152.416 | 149.622 | 20020.00 | 2323870.00 |
| 2415 | 2018.01.17 18:00 | buy | 1046 | 0.10 | 153.170 | 152.779 | 156.159 | ||
| 2416 | 2018.01.18 13:45 | modify | 1046 | 0.10 | 153.170 | 153.489 | 156.159 | ||
| 2417 | 2018.01.19 13:35 | s/l | 1046 | 0.10 | 153.481 | 153.489 | 156.159 | 3110.00 | 2326980.00 |
| 2418 | 2018.02.16 15:15 | sell | 1047 | 0.10 | 149.022 | 149.393 | 146.013 | ||
| 2419 | 2018.02.19 08:21 | s/l | 1047 | 0.10 | 149.391 | 149.393 | 146.013 | -3690.00 | 2323290.00 |
| 2420 | 2018.02.20 12:00 | buy | 1048 | 0.10 | 150.113 | 149.713 | 153.093 | ||
| 2421 | 2018.02.20 13:16 | s/l | 1048 | 0.10 | 149.704 | 149.713 | 153.093 | -4090.00 | 2319200.00 |
| 2422 | 2018.02.20 13:45 | buy | 1049 | 0.10 | 149.757 | 149.360 | 152.740 | ||
| 2423 | 2018.02.21 05:45 | modify | 1049 | 0.10 | 149.757 | 149.998 | 152.740 | ||
| 2424 | 2018.02.21 11:01 | s/l | 1049 | 0.10 | 149.987 | 149.998 | 152.740 | 2300.00 | 2321500.00 |
| 2425 | 2018.02.26 12:15 | buy | 1050 | 0.10 | 149.908 | 149.513 | 152.893 | ||
| 2426 | 2018.02.26 16:00 | s/l | 1050 | 0.10 | 149.518 | 149.513 | 152.893 | -3900.00 | 2317600.00 |
| 2427 | 2018.02.28 09:45 | sell | 1051 | 0.10 | 148.820 | 149.201 | 145.821 | ||
| 2428 | 2018.02.28 15:00 | modify | 1051 | 0.10 | 148.820 | 148.586 | 145.821 | ||
| 2429 | 2018.03.02 08:02 | t/p | 1051 | 0.10 | 145.823 | 148.586 | 145.821 | 29970.00 | 2347570.00 |
| 2430 | 2018.03.13 11:00 | buy | 1052 | 0.10 | 148.586 | 148.196 | 151.576 | ||
| 2431 | 2018.03.14 18:19 | s/l | 1052 | 0.10 | 148.192 | 148.196 | 151.576 | -3940.00 | 2343630.00 |
| 2432 | 2018.03.21 12:45 | buy | 1053 | 0.10 | 149.573 | 149.171 | 152.551 | ||
| 2433 | 2018.03.21 14:43 | s/l | 1053 | 0.10 | 149.162 | 149.171 | 152.551 | -4110.00 | 2339520.00 |
| 2434 | 2018.03.21 19:15 | buy | 1054 | 0.10 | 149.615 | 149.212 | 152.592 | ||
| 2435 | 2018.03.22 15:24 | s/l | 1054 | 0.10 | 149.208 | 149.212 | 152.592 | -4070.00 | 2335450.00 |
| 2436 | 2018.04.02 18:45 | sell | 1055 | 0.10 | 148.745 | 149.129 | 145.749 | ||
| 2437 | 2018.04.03 09:23 | s/l | 1055 | 0.10 | 149.135 | 149.129 | 145.749 | -3900.00 | 2331550.00 |
| 2438 | 2018.04.06 16:45 | buy | 1056 | 0.10 | 150.839 | 150.429 | 153.809 | ||
| 2439 | 2018.04.06 22:07 | s/l | 1056 | 0.10 | 150.436 | 150.429 | 153.809 | -4030.00 | 2327520.00 |
| 2440 | 2018.04.09 10:30 | buy | 1057 | 0.10 | 151.067 | 150.658 | 154.038 | ||
| 2441 | 2018.04.09 22:56 | s/l | 1057 | 0.10 | 150.665 | 150.658 | 154.038 | -4020.00 | 2323500.00 |
| 2442 | 2018.04.10 05:45 | buy | 1058 | 0.10 | 151.445 | 151.054 | 154.434 | ||
| 2443 | 2018.04.12 07:00 | close | 1058 | 0.10 | 151.571 | 151.054 | 154.434 | 1260.00 | 2324760.00 |
| 2444 | 2018.04.12 14:45 | buy | 1059 | 0.10 | 152.279 | 151.872 | 155.252 | ||
| 2445 | 2018.04.13 10:30 | modify | 1059 | 0.10 | 152.279 | 152.562 | 155.252 | ||
| 2446 | 2018.04.16 16:00 | close | 1059 | 0.10 | 153.573 | 152.562 | 155.252 | 12940.00 | 2337700.00 |
| 2447 | 2018.04.26 15:45 | buy | 1060 | 0.10 | 152.686 | 152.296 | 155.676 | ||
| 2448 | 2018.04.26 18:03 | s/l | 1060 | 0.10 | 152.304 | 152.296 | 155.676 | -3820.00 | 2333880.00 |
| 2449 | 2018.04.27 10:45 | sell | 1061 | 0.10 | 151.787 | 152.166 | 148.786 | ||
| 2450 | 2018.04.27 14:15 | modify | 1061 | 0.10 | 151.787 | 151.398 | 148.786 | ||
| 2451 | 2018.05.01 12:00 | close | 1061 | 0.10 | 149.970 | 151.398 | 148.786 | 18170.00 | 2352050.00 |
| 2452 | 2018.05.01 14:15 | sell | 1062 | 0.10 | 149.996 | 150.380 | 147.000 | ||
| 2453 | 2018.05.03 12:30 | modify | 1062 | 0.10 | 149.996 | 149.699 | 147.000 | ||
| 2454 | 2018.05.03 15:30 | close | 1062 | 0.10 | 148.584 | 149.699 | 147.000 | 14120.00 | 2366170.00 |
| 2455 | 2018.05.08 10:45 | sell | 1063 | 0.10 | 147.416 | 147.798 | 144.418 | ||
| 2456 | 2018.05.08 19:16 | s/l | 1063 | 0.10 | 147.806 | 147.798 | 144.418 | -3900.00 | 2362270.00 |
| 2457 | 2018.05.09 11:00 | buy | 1064 | 0.10 | 148.504 | 148.095 | 151.475 | ||
| 2458 | 2018.05.10 14:15 | close | 1064 | 0.10 | 148.249 | 148.095 | 151.475 | -2550.00 | 2359720.00 |
| 2459 | 2018.05.14 12:45 | buy | 1065 | 0.10 | 148.918 | 148.510 | 151.890 | ||
| 2460 | 2018.05.15 16:21 | s/l | 1065 | 0.10 | 148.508 | 148.510 | 151.890 | -4100.00 | 2355620.00 |
| 2461 | 2018.05.17 02:15 | buy | 1066 | 0.10 | 149.459 | 149.067 | 152.447 | ||
| 2462 | 2018.05.17 13:00 | close | 1066 | 0.10 | 149.422 | 149.067 | 152.447 | -370.00 | 2355250.00 |
| 2463 | 2018.05.21 19:30 | sell | 1067 | 0.10 | 148.913 | 149.294 | 145.914 | ||
| 2464 | 2018.05.22 10:12 | s/l | 1067 | 0.10 | 149.292 | 149.294 | 145.914 | -3790.00 | 2351460.00 |
| 2465 | 2018.05.23 04:45 | sell | 1068 | 0.10 | 148.245 | 148.632 | 145.252 | ||
| 2466 | 2018.05.23 11:45 | modify | 1068 | 0.10 | 148.245 | 147.974 | 145.252 | ||
| 2467 | 2018.05.25 06:00 | close | 1068 | 0.10 | 146.498 | 147.974 | 145.252 | 17470.00 | 2368930.00 |
| 2468 | 2018.05.29 04:15 | sell | 1069 | 0.10 | 145.085 | 145.468 | 142.088 | ||
| 2469 | 2018.05.29 11:45 | modify | 1069 | 0.10 | 145.085 | 144.402 | 142.088 | ||
| 2470 | 2018.05.29 12:58 | s/l | 1069 | 0.10 | 144.392 | 144.402 | 142.088 | 6930.00 | 2375860.00 |
| 2471 | 2018.06.01 12:00 | buy | 1070 | 0.10 | 145.205 | 144.809 | 148.189 | ||
| 2472 | 2018.06.04 03:15 | modify | 1070 | 0.10 | 145.205 | 145.457 | 148.189 | ||
| 2473 | 2018.06.05 13:15 | close | 1070 | 0.10 | 146.853 | 145.457 | 148.189 | 16480.00 | 2392340.00 |
| 2474 | 2018.06.14 15:30 | sell | 1071 | 0.10 | 147.237 | 147.612 | 144.232 | ||
| 2475 | 2018.06.18 11:15 | modify | 1071 | 0.10 | 147.237 | 147.028 | 144.232 | ||
| 2476 | 2018.06.18 16:45 | close | 1071 | 0.10 | 146.250 | 147.028 | 144.232 | 9870.00 | 2402210.00 |
| 2477 | 2018.06.18 16:45 | sell | 1072 | 0.10 | 146.236 | 146.609 | 143.229 | ||
| 2478 | 2018.06.19 10:00 | modify | 1072 | 0.10 | 146.236 | 145.942 | 143.229 | ||
| 2479 | 2018.06.20 18:00 | close | 1072 | 0.10 | 145.089 | 145.942 | 143.229 | 11470.00 | 2413680.00 |
| 2480 | 2018.06.27 10:45 | sell | 1073 | 0.10 | 145.015 | 145.385 | 142.005 | ||
| 2481 | 2018.06.27 14:46 | s/l | 1073 | 0.10 | 145.379 | 145.385 | 142.005 | -3640.00 | 2410040.00 |
| 2482 | 2018.06.27 14:47 | sell | 1074 | 0.10 | 145.231 | 145.253 | 141.873 | ||
| 2483 | 2018.06.27 14:47 | s/l | 1074 | 0.10 | 145.253 | 145.253 | 141.873 | -220.00 | 2409820.00 |
| 2484 | 2018.06.27 19:45 | sell | 1075 | 0.10 | 144.948 | 145.319 | 141.939 | ||
| 2485 | 2018.06.28 16:15 | modify | 1075 | 0.10 | 144.948 | 144.698 | 141.939 | ||
| 2486 | 2018.06.29 05:36 | s/l | 1075 | 0.10 | 144.701 | 144.698 | 141.939 | 2470.00 | 2412290.00 |
| 2487 | 2018.07.05 09:00 | buy | 1076 | 0.10 | 146.433 | 146.038 | 149.418 | ||
| 2488 | 2018.07.05 16:38 | s/l | 1076 | 0.10 | 146.039 | 146.038 | 149.418 | -3940.00 | 2408350.00 |
| 2489 | 2018.07.09 03:15 | buy | 1077 | 0.10 | 146.915 | 146.524 | 149.904 | ||
| 2490 | 2018.07.09 17:00 | close | 1077 | 0.10 | 147.239 | 146.524 | 149.904 | 3240.00 | 2411590.00 |
| 2491 | 2018.07.10 11:00 | buy | 1078 | 0.10 | 147.607 | 147.217 | 150.597 | ||
| 2492 | 2018.07.10 11:45 | s/l | 1078 | 0.10 | 147.209 | 147.217 | 150.597 | -3980.00 | 2407610.00 |
| 2493 | 2018.07.10 16:00 | buy | 1079 | 0.10 | 147.628 | 147.218 | 150.598 | ||
| 2494 | 2018.07.11 00:01 | s/l | 1079 | 0.10 | 147.221 | 147.218 | 150.598 | -4070.00 | 2403540.00 |
| 2495 | 2018.07.11 19:45 | buy | 1080 | 0.10 | 147.908 | 147.509 | 150.889 | ||
| 2496 | 2018.07.13 21:00 | close | 1080 | 0.10 | 148.625 | 147.509 | 150.889 | 7170.00 | 2410710.00 |
| 2497 | 2018.07.24 04:30 | sell | 1081 | 0.10 | 145.593 | 145.963 | 142.583 | ||
| 2498 | 2018.07.24 10:32 | s/l | 1081 | 0.10 | 145.953 | 145.963 | 142.583 | -3600.00 | 2407110.00 |
| 2499 | 2018.07.31 07:15 | buy | 1082 | 0.10 | 146.115 | 145.722 | 149.102 | ||
| 2500 | 2018.08.02 08:30 | close | 1082 | 0.10 | 146.187 | 145.722 | 149.102 | 720.00 | 2407830.00 |
| 2501 | 2018.08.08 10:30 | sell | 1083 | 0.10 | 143.415 | 143.788 | 140.408 | ||
| 2502 | 2018.08.10 04:15 | modify | 1083 | 0.10 | 143.415 | 143.190 | 140.408 | ||
| 2503 | 2018.08.10 11:45 | close | 1083 | 0.10 | 141.400 | 143.190 | 140.408 | 20150.00 | 2427980.00 |
| 2504 | 2018.08.15 14:30 | sell | 1084 | 0.10 | 140.928 | 141.316 | 137.936 | ||
| 2505 | 2018.08.15 18:15 | close | 1084 | 0.10 | 140.478 | 141.316 | 137.936 | 4500.00 | 2432480.00 |
| 2506 | 2018.08.21 17:00 | buy | 1085 | 0.10 | 142.129 | 141.722 | 145.102 | ||
| 2507 | 2018.08.23 18:15 | close | 1085 | 0.10 | 142.642 | 141.722 | 145.102 | 5130.00 | 2437610.00 |
| 2508 | 2018.08.24 13:15 | buy | 1086 | 0.10 | 143.142 | 142.738 | 146.118 | ||
| 2509 | 2018.08.24 20:41 | s/l | 1086 | 0.10 | 142.737 | 142.738 | 146.118 | -4050.00 | 2433560.00 |
| 2510 | 2018.08.29 17:00 | buy | 1087 | 0.10 | 144.532 | 144.128 | 147.508 | ||
| 2511 | 2018.08.31 10:18 | s/l | 1087 | 0.10 | 144.135 | 144.128 | 147.508 | -3970.00 | 2429590.00 |
| 2512 | 2018.09.13 14:00 | buy | 1088 | 0.10 | 145.714 | 145.261 | 148.641 | ||
| 2513 | 2018.09.14 02:00 | modify | 1088 | 0.10 | 145.714 | 145.946 | 148.641 | ||
| 2514 | 2018.09.17 15:15 | close | 1088 | 0.10 | 147.158 | 145.946 | 148.641 | 14440.00 | 2444030.00 |
| 2515 | 2018.09.17 15:15 | buy | 1089 | 0.10 | 147.170 | 146.772 | 150.152 | ||
| 2516 | 2018.09.18 10:15 | close | 1089 | 0.10 | 147.150 | 146.772 | 150.152 | -200.00 | 2443830.00 |
| 2517 | 2018.09.20 11:15 | buy | 1090 | 0.10 | 148.159 | 147.757 | 151.137 | ||
| 2518 | 2018.09.20 22:45 | modify | 1090 | 0.10 | 148.159 | 148.375 | 151.137 | ||
| 2519 | 2018.09.21 15:01 | s/l | 1090 | 0.10 | 148.376 | 148.375 | 151.137 | 2170.00 | 2446000.00 |
| 2520 | 2018.09.28 14:45 | sell | 1091 | 0.10 | 147.786 | 148.162 | 144.782 | ||
| 2521 | 2018.09.28 17:57 | s/l | 1091 | 0.10 | 148.167 | 148.162 | 144.782 | -3810.00 | 2442190.00 |
| 2522 | 2018.10.01 11:00 | buy | 1092 | 0.10 | 148.860 | 148.470 | 151.850 | ||
| 2523 | 2018.10.01 14:47 | s/l | 1092 | 0.10 | 148.477 | 148.470 | 151.850 | -3830.00 | 2438360.00 |
| 2524 | 2018.10.01 15:45 | buy | 1093 | 0.10 | 148.931 | 148.537 | 151.917 | ||
| 2525 | 2018.10.01 18:30 | s/l | 1093 | 0.10 | 148.535 | 148.537 | 151.917 | -3960.00 | 2434400.00 |
| 2526 | 2018.10.05 09:45 | buy | 1094 | 0.10 | 148.655 | 148.253 | 151.633 | ||
| 2527 | 2018.10.05 11:24 | s/l | 1094 | 0.10 | 148.243 | 148.253 | 151.633 | -4120.00 | 2430280.00 |
| 2528 | 2018.10.05 15:45 | buy | 1095 | 0.10 | 148.768 | 148.363 | 151.743 | ||
| 2529 | 2018.10.05 17:15 | close | 1095 | 0.10 | 148.628 | 148.363 | 151.743 | -1400.00 | 2428880.00 |
| 2530 | 2018.10.05 17:30 | buy | 1096 | 0.10 | 148.836 | 148.434 | 151.814 | ||
| 2531 | 2018.10.08 11:18 | s/l | 1096 | 0.10 | 148.440 | 148.434 | 151.814 | -3960.00 | 2424920.00 |
| 2532 | 2018.10.12 17:00 | sell | 1097 | 0.10 | 147.860 | 148.233 | 144.853 | ||
| 2533 | 2018.10.15 00:15 | modify | 1097 | 0.10 | 147.860 | 147.627 | 144.853 | ||
| 2534 | 2018.10.16 09:44 | s/l | 1097 | 0.10 | 147.634 | 147.627 | 144.853 | 2260.00 | 2427180.00 |
| 2535 | 2018.10.24 11:45 | sell | 1098 | 0.10 | 145.466 | 145.853 | 142.473 | ||
| 2536 | 2018.10.25 02:00 | modify | 1098 | 0.10 | 145.466 | 145.263 | 142.473 | ||
| 2537 | 2018.10.26 13:00 | close | 1098 | 0.10 | 143.331 | 145.263 | 142.473 | 21350.00 | 2448530.00 |
| 2538 | 2018.10.30 20:00 | sell | 1099 | 0.10 | 143.299 | 143.676 | 140.296 | ||
| 2539 | 2018.10.30 23:55 | s/l | 1099 | 0.10 | 143.668 | 143.676 | 140.296 | -3690.00 | 2444840.00 |
| 2540 | 2018.10.31 14:30 | buy | 1100 | 0.10 | 144.488 | 144.087 | 147.467 | ||
| 2541 | 2018.10.31 19:00 | close | 1100 | 0.10 | 144.214 | 144.087 | 147.467 | -2740.00 | 2442100.00 |
| 2542 | 2018.11.19 14:00 | sell | 1101 | 0.10 | 144.447 | 144.820 | 141.440 | ||
| 2543 | 2018.11.19 15:24 | s/l | 1101 | 0.10 | 144.820 | 144.820 | 141.440 | -3730.00 | 2438370.00 |
| 2544 | 2018.11.20 11:00 | sell | 1102 | 0.10 | 144.281 | 144.659 | 141.279 | ||
| 2545 | 2018.11.20 12:29 | s/l | 1102 | 0.10 | 144.658 | 144.659 | 141.279 | -3770.00 | 2434600.00 |
| 2546 | 2018.11.20 15:00 | sell | 1103 | 0.10 | 144.259 | 144.648 | 141.268 | ||
| 2547 | 2018.11.20 17:45 | close | 1103 | 0.10 | 144.489 | 144.648 | 141.268 | -2300.00 | 2432300.00 |
| 2548 | 2018.11.20 20:00 | sell | 1104 | 0.10 | 144.235 | 144.607 | 141.227 | ||
| 2549 | 2018.11.21 08:56 | s/l | 1104 | 0.10 | 144.598 | 144.607 | 141.227 | -3630.00 | 2428670.00 |
| 2550 | 2018.11.22 12:30 | buy | 1105 | 0.10 | 145.745 | 145.354 | 148.734 | ||