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 |
| 2551 | 2018.11.22 13:25 | s/l | 1105 | 0.10 | 145.357 | 145.354 | 148.734 | -3880.00 | 2424790.00 |
| 2552 | 2018.11.22 13:30 | buy | 1106 | 0.10 | 145.350 | 144.951 | 148.331 | ||
| 2553 | 2018.11.23 10:30 | s/l | 1106 | 0.10 | 144.945 | 144.951 | 148.331 | -4050.00 | 2420740.00 |
| 2554 | 2018.11.28 20:30 | buy | 1107 | 0.10 | 145.762 | 145.354 | 148.734 | ||
| 2555 | 2018.11.29 08:06 | s/l | 1107 | 0.10 | 145.347 | 145.354 | 148.734 | -4150.00 | 2416590.00 |
| 2556 | 2018.12.03 12:30 | sell | 1108 | 0.10 | 144.609 | 144.988 | 141.608 | ||
| 2557 | 2018.12.04 10:15 | close | 1108 | 0.10 | 144.361 | 144.988 | 141.608 | 2480.00 | 2419070.00 |
| 2558 | 2018.12.10 00:31 | sell | 1109 | 0.10 | 143.209 | 143.555 | 140.175 | ||
| 2559 | 2018.12.10 10:05 | s/l | 1109 | 0.10 | 143.551 | 143.555 | 140.175 | -3420.00 | 2415650.00 |
| 2560 | 2018.12.19 14:45 | sell | 1110 | 0.10 | 141.922 | 142.310 | 138.930 | ||
| 2561 | 2018.12.20 20:00 | modify | 1110 | 0.10 | 141.922 | 141.681 | 138.930 | ||
| 2562 | 2018.12.21 16:00 | close | 1110 | 0.10 | 140.694 | 141.681 | 138.930 | 12280.00 | 2427930.00 |
| 2563 | 2018.12.24 14:45 | sell | 1111 | 0.10 | 140.369 | 140.755 | 137.375 | ||
| 2564 | 2018.12.26 21:59 | s/l | 1111 | 0.10 | 140.760 | 140.755 | 137.375 | -3910.00 | 2424020.00 |
| 2565 | 2018.12.28 10:15 | sell | 1112 | 0.10 | 139.713 | 140.085 | 136.705 | ||
| 2566 | 2018.12.28 13:35 | s/l | 1112 | 0.10 | 140.075 | 140.085 | 136.705 | -3620.00 | 2420400.00 |
| 2567 | 2018.12.31 14:15 | buy | 1113 | 0.10 | 140.489 | 140.088 | 143.468 | ||
| 2568 | 2018.12.31 17:56 | s/l | 1113 | 0.10 | 140.093 | 140.088 | 143.468 | -3960.00 | 2416440.00 |
| 2569 | 2018.12.31 21:30 | sell | 1114 | 0.10 | 139.581 | 139.971 | 136.591 | ||
| 2570 | 2019.01.02 00:06 | s/l | 1114 | 0.10 | 139.975 | 139.971 | 136.591 | -3940.00 | 2412500.00 |
| 2571 | 2019.01.02 04:45 | sell | 1115 | 0.10 | 139.270 | 139.647 | 136.267 | ||
| 2572 | 2019.01.02 15:00 | modify | 1115 | 0.10 | 139.270 | 139.000 | 136.267 | ||
| 2573 | 2019.01.03 00:34 | t/p | 1115 | 0.10 | 136.252 | 139.000 | 136.267 | 30180.00 | 2442680.00 |
| 2574 | 2019.01.10 04:15 | sell | 1116 | 0.10 | 137.920 | 138.307 | 134.927 | ||
| 2575 | 2019.01.10 18:00 | s/l | 1116 | 0.10 | 138.300 | 138.307 | 134.927 | -3800.00 | 2438880.00 |
| 2576 | 2019.01.22 17:30 | buy | 1117 | 0.10 | 141.669 | 141.274 | 144.654 | ||
| 2577 | 2019.01.23 13:45 | modify | 1117 | 0.10 | 141.669 | 141.871 | 144.654 | ||
| 2578 | 2019.01.24 18:45 | close | 1117 | 0.10 | 142.870 | 141.871 | 144.654 | 12010.00 | 2450890.00 |
| 2579 | 2019.01.29 22:00 | sell | 1118 | 0.10 | 143.127 | 143.507 | 140.127 | ||
| 2580 | 2019.01.30 16:05 | s/l | 1118 | 0.10 | 143.512 | 143.507 | 140.127 | -3850.00 | 2447040.00 |
| 2581 | 2019.01.31 15:30 | sell | 1119 | 0.10 | 142.447 | 142.827 | 139.447 | ||
| 2582 | 2019.01.31 17:48 | s/l | 1119 | 0.10 | 142.821 | 142.827 | 139.447 | -3740.00 | 2443300.00 |
| 2583 | 2019.02.01 12:00 | sell | 1120 | 0.10 | 142.091 | 142.464 | 139.084 | ||
| 2584 | 2019.02.01 16:25 | s/l | 1120 | 0.10 | 142.466 | 142.464 | 139.084 | -3750.00 | 2439550.00 |
| 2585 | 2019.02.07 12:15 | sell | 1121 | 0.10 | 141.786 | 142.165 | 138.785 | ||
| 2586 | 2019.02.07 15:35 | s/l | 1121 | 0.10 | 142.158 | 142.165 | 138.785 | -3720.00 | 2435830.00 |
| 2587 | 2019.02.12 17:00 | buy | 1122 | 0.10 | 142.418 | 142.012 | 145.392 | ||
| 2588 | 2019.02.14 15:40 | s/l | 1122 | 0.10 | 142.009 | 142.012 | 145.392 | -4090.00 | 2431740.00 |
| 2589 | 2019.02.19 15:00 | buy | 1123 | 0.10 | 143.398 | 143.000 | 146.380 | ||
| 2590 | 2019.02.19 21:45 | modify | 1123 | 0.10 | 143.398 | 143.629 | 146.380 | ||
| 2591 | 2019.02.21 16:15 | close | 1123 | 0.10 | 144.745 | 143.629 | 146.380 | 13470.00 | 2445210.00 |
| 2592 | 2019.02.22 15:45 | sell | 1124 | 0.10 | 143.839 | 144.220 | 140.840 | ||
| 2593 | 2019.02.22 16:50 | s/l | 1124 | 0.10 | 144.214 | 144.220 | 140.840 | -3750.00 | 2441460.00 |
| 2594 | 2019.02.22 16:50 | sell | 1125 | 0.10 | 144.202 | 144.401 | 141.021 | ||
| 2595 | 2019.02.22 17:26 | s/l | 1125 | 0.10 | 144.410 | 144.401 | 141.021 | -2080.00 | 2439380.00 |
| 2596 | 2019.02.25 02:45 | buy | 1126 | 0.10 | 144.846 | 144.455 | 147.835 | ||
| 2597 | 2019.02.25 04:42 | s/l | 1126 | 0.10 | 144.463 | 144.455 | 147.835 | -3830.00 | 2435550.00 |
| 2598 | 2019.02.25 14:00 | buy | 1127 | 0.10 | 144.927 | 144.524 | 147.904 | ||
| 2599 | 2019.02.26 12:15 | modify | 1127 | 0.10 | 144.927 | 145.204 | 147.904 | ||
| 2600 | 2019.02.27 15:15 | close | 1127 | 0.10 | 147.234 | 145.204 | 147.904 | 23070.00 | 2458620.00 |
| 2601 | 2019.03.01 16:45 | buy | 1128 | 0.10 | 148.375 | 147.974 | 151.354 | ||
| 2602 | 2019.03.01 18:15 | s/l | 1128 | 0.10 | 147.978 | 147.974 | 151.354 | -3970.00 | 2454650.00 |
| 2603 | 2019.03.07 14:30 | sell | 1129 | 0.10 | 146.678 | 147.059 | 143.679 | ||
| 2604 | 2019.03.08 08:00 | modify | 1129 | 0.10 | 146.678 | 146.361 | 143.679 | ||
| 2605 | 2019.03.11 15:45 | close | 1129 | 0.10 | 144.899 | 146.361 | 143.679 | 17790.00 | 2472440.00 |
| 2606 | 2019.03.20 15:30 | sell | 1130 | 0.10 | 147.127 | 147.498 | 144.118 | ||
| 2607 | 2019.03.20 23:15 | modify | 1130 | 0.10 | 147.127 | 146.913 | 144.118 | ||
| 2608 | 2019.03.22 16:45 | close | 1130 | 0.10 | 145.342 | 146.913 | 144.118 | 17850.00 | 2490290.00 |
| 2609 | 2019.03.26 14:45 | buy | 1131 | 0.10 | 146.214 | 145.823 | 149.203 | ||
| 2610 | 2019.03.27 03:50 | s/l | 1131 | 0.10 | 145.820 | 145.823 | 149.203 | -3940.00 | 2486350.00 |
| 2611 | 2019.04.09 15:45 | sell | 1132 | 0.10 | 145.278 | 145.653 | 142.273 | ||
| 2612 | 2019.04.10 14:32 | s/l | 1132 | 0.10 | 145.664 | 145.653 | 142.273 | -3860.00 | 2482490.00 |
| 2613 | 2019.04.11 17:15 | buy | 1133 | 0.10 | 145.704 | 145.303 | 148.683 | ||
| 2614 | 2019.04.12 15:30 | modify | 1133 | 0.10 | 145.704 | 146.003 | 148.683 | ||
| 2615 | 2019.04.15 18:30 | close | 1133 | 0.10 | 146.778 | 146.003 | 148.683 | 10740.00 | 2493230.00 |
| 2616 | 2019.04.18 11:15 | sell | 1134 | 0.10 | 145.501 | 145.879 | 142.499 | ||
| 2617 | 2019.04.22 12:30 | close | 1134 | 0.10 | 145.403 | 145.879 | 142.499 | 980.00 | 2494210.00 |
| 2618 | 2019.04.23 16:00 | sell | 1135 | 0.10 | 145.101 | 145.472 | 142.092 | ||
| 2619 | 2019.04.25 17:00 | modify | 1135 | 0.10 | 145.101 | 144.891 | 142.092 | ||
| 2620 | 2019.04.25 17:15 | close | 1135 | 0.10 | 143.990 | 144.891 | 142.092 | 11110.00 | 2505320.00 |
| 2621 | 2019.04.25 17:15 | sell | 1136 | 0.10 | 143.980 | 144.360 | 140.980 | ||
| 2622 | 2019.04.26 13:33 | s/l | 1136 | 0.10 | 144.361 | 144.360 | 140.980 | -3810.00 | 2501510.00 |
| 2623 | 2019.04.30 12:15 | buy | 1137 | 0.10 | 144.680 | 144.286 | 147.666 | ||
| 2624 | 2019.05.02 11:15 | modify | 1137 | 0.10 | 144.680 | 144.925 | 147.666 | ||
| 2625 | 2019.05.02 13:30 | close | 1137 | 0.10 | 145.563 | 144.925 | 147.666 | 8830.00 | 2510340.00 |
| 2626 | 2019.05.03 18:00 | buy | 1138 | 0.10 | 145.892 | 145.490 | 148.870 | ||
| 2627 | 2019.05.06 00:00 | s/l | 1138 | 0.10 | 145.373 | 145.490 | 148.870 | -5190.00 | 2505150.00 |
| 2628 | 2019.05.13 15:30 | sell | 1139 | 0.10 | 142.336 | 142.711 | 139.331 | ||
| 2629 | 2019.05.15 13:00 | modify | 1139 | 0.10 | 142.336 | 142.026 | 139.331 | ||
| 2630 | 2019.05.15 16:45 | close | 1139 | 0.10 | 140.369 | 142.026 | 139.331 | 19670.00 | 2524820.00 |
| 2631 | 2019.05.17 10:45 | sell | 1140 | 0.10 | 140.191 | 140.571 | 137.191 | ||
| 2632 | 2019.05.21 12:00 | close | 1140 | 0.10 | 139.800 | 140.571 | 137.191 | 3910.00 | 2528730.00 |
| 2633 | 2019.05.21 16:45 | buy | 1141 | 0.10 | 140.641 | 140.246 | 143.626 | ||
| 2634 | 2019.05.22 09:03 | s/l | 1141 | 0.10 | 140.238 | 140.246 | 143.626 | -4030.00 | 2524700.00 |
| 2635 | 2019.05.28 11:15 | sell | 1142 | 0.10 | 138.346 | 138.720 | 135.340 | ||
| 2636 | 2019.05.28 14:53 | s/l | 1142 | 0.10 | 138.731 | 138.720 | 135.340 | -3850.00 | 2520850.00 |
| 2637 | 2019.05.29 10:45 | sell | 1143 | 0.10 | 138.108 | 138.484 | 135.104 | ||
| 2638 | 2019.05.29 17:16 | s/l | 1143 | 0.10 | 138.484 | 138.484 | 135.104 | -3760.00 | 2517090.00 |
| 2639 | 2019.05.29 18:30 | sell | 1144 | 0.10 | 137.962 | 138.350 | 134.970 | ||
| 2640 | 2019.05.29 20:51 | s/l | 1144 | 0.10 | 138.359 | 138.350 | 134.970 | -3970.00 | 2513120.00 |
| 2641 | 2019.05.31 04:00 | sell | 1145 | 0.10 | 137.770 | 138.154 | 134.774 | ||
| 2642 | 2019.05.31 15:15 | modify | 1145 | 0.10 | 137.770 | 137.558 | 134.774 | ||
| 2643 | 2019.06.04 05:15 | close | 1145 | 0.10 | 136.635 | 137.558 | 134.774 | 11350.00 | 2524470.00 |
| 2644 | 2019.06.05 11:30 | buy | 1146 | 0.10 | 137.640 | 137.232 | 140.612 | ||
| 2645 | 2019.06.06 08:45 | s/l | 1146 | 0.10 | 137.242 | 137.232 | 140.612 | -3980.00 | 2520490.00 |
| 2646 | 2019.06.06 17:45 | buy | 1147 | 0.10 | 137.735 | 137.332 | 140.712 | ||
| 2647 | 2019.06.10 11:45 | close | 1147 | 0.10 | 137.801 | 137.332 | 140.712 | 660.00 | 2521150.00 |
| 2648 | 2019.06.11 12:15 | buy | 1148 | 0.10 | 138.172 | 137.781 | 141.161 | ||
| 2649 | 2019.06.12 18:43 | s/l | 1148 | 0.10 | 137.774 | 137.781 | 141.161 | -3980.00 | 2517170.00 |
| 2650 | 2019.06.14 12:15 | sell | 1149 | 0.10 | 136.811 | 137.189 | 133.809 | ||
| 2651 | 2019.06.18 05:15 | modify | 1149 | 0.10 | 136.811 | 136.581 | 133.809 | ||
| 2652 | 2019.06.18 13:30 | close | 1149 | 0.10 | 135.707 | 136.581 | 133.809 | 11040.00 | 2528210.00 |
| 2653 | 2019.06.25 16:15 | sell | 1150 | 0.10 | 136.155 | 136.910 | 133.160 | ||
| 2654 | 2019.06.27 05:05 | s/l | 1150 | 0.10 | 136.915 | 136.910 | 133.160 | -7600.00 | 2520610.00 |
| 2655 | 2019.07.01 01:01 | buy | 1151 | 0.10 | 137.490 | 137.002 | 140.382 | ||
| 2656 | 2019.07.01 11:23 | s/l | 1151 | 0.10 | 137.002 | 137.002 | 140.382 | -4880.00 | 2515730.00 |
| 2657 | 2019.07.02 17:30 | sell | 1152 | 0.10 | 136.292 | 137.033 | 133.283 | ||
| 2658 | 2019.07.04 18:45 | close | 1152 | 0.10 | 135.634 | 137.033 | 133.283 | 6580.00 | 2522310.00 |
| 2659 | 2019.07.09 18:30 | sell | 1153 | 0.10 | 135.494 | 136.244 | 132.494 | ||
| 2660 | 2019.07.11 19:45 | close | 1153 | 0.10 | 135.741 | 136.244 | 132.494 | -2470.00 | 2519840.00 |
| 2661 | 2019.07.16 11:00 | sell | 1154 | 0.10 | 134.728 | 135.485 | 131.735 | ||
| 2662 | 2019.07.18 12:15 | close | 1154 | 0.10 | 134.474 | 135.485 | 131.735 | 2540.00 | 2522380.00 |
| 2663 | 2019.07.24 12:15 | buy | 1155 | 0.10 | 134.822 | 134.060 | 137.810 | ||
| 2664 | 2019.07.26 13:30 | close | 1155 | 0.10 | 135.115 | 134.060 | 137.810 | 2930.00 | 2525310.00 |
| 2665 | 2019.07.29 12:00 | sell | 1156 | 0.10 | 133.914 | 134.657 | 130.907 | ||
| 2666 | 2019.07.30 04:30 | modify | 1156 | 0.10 | 133.914 | 133.713 | 130.907 | ||
| 2667 | 2019.07.31 13:15 | close | 1156 | 0.10 | 132.130 | 133.713 | 130.907 | 17840.00 | 2543150.00 |
| 2668 | 2019.08.01 15:45 | sell | 1157 | 0.10 | 131.686 | 132.430 | 128.680 | ||
| 2669 | 2019.08.01 21:30 | modify | 1157 | 0.10 | 131.686 | 131.468 | 128.680 | ||
| 2670 | 2019.08.05 05:26 | t/p | 1157 | 0.10 | 128.681 | 131.468 | 128.680 | 30050.00 | 2573200.00 |
| 2671 | 2019.08.06 01:00 | sell | 1158 | 0.10 | 128.316 | 129.016 | 125.266 | ||
| 2672 | 2019.08.06 04:15 | s/l | 1158 | 0.10 | 129.025 | 129.016 | 125.266 | -7090.00 | 2566110.00 |
| 2673 | 2019.08.07 15:15 | sell | 1159 | 0.10 | 128.278 | 129.038 | 125.288 | ||
| 2674 | 2019.08.07 21:10 | s/l | 1159 | 0.10 | 129.043 | 129.038 | 125.288 | -7650.00 | 2558460.00 |
| 2675 | 2019.08.09 12:30 | sell | 1160 | 0.10 | 128.138 | 128.895 | 125.145 | ||
| 2676 | 2019.08.09 23:15 | modify | 1160 | 0.10 | 128.138 | 127.923 | 125.145 | ||
| 2677 | 2019.08.12 12:45 | close | 1160 | 0.10 | 126.971 | 127.923 | 125.145 | 11670.00 | 2570130.00 |
| 2678 | 2019.08.16 12:00 | buy | 1161 | 0.10 | 129.128 | 128.364 | 132.114 | ||
| 2679 | 2019.08.19 12:15 | close | 1161 | 0.10 | 129.269 | 128.364 | 132.114 | 1410.00 | 2571540.00 |
| 2680 | 2019.08.22 15:15 | buy | 1162 | 0.10 | 129.617 | 128.849 | 132.599 | ||
| 2681 | 2019.08.23 15:30 | close | 1162 | 0.10 | 130.142 | 128.849 | 132.599 | 5250.00 | 2576790.00 |
| 2682 | 2019.08.28 13:00 | sell | 1163 | 0.10 | 129.031 | 129.772 | 126.022 | ||
| 2683 | 2019.08.29 13:15 | close | 1163 | 0.10 | 129.540 | 129.772 | 126.022 | -5090.00 | 2571700.00 |
| 2684 | 2019.09.02 01:30 | sell | 1164 | 0.10 | 129.003 | 129.747 | 125.997 | ||
| 2685 | 2019.09.03 01:45 | close | 1164 | 0.10 | 128.119 | 129.747 | 125.997 | 8840.00 | 2580540.00 |
| 2686 | 2019.09.03 09:45 | sell | 1165 | 0.10 | 127.314 | 128.067 | 124.317 | ||
| 2687 | 2019.09.03 13:47 | s/l | 1165 | 0.10 | 128.080 | 128.067 | 124.317 | -7660.00 | 2572880.00 |
| 2688 | 2019.09.04 19:15 | buy | 1166 | 0.10 | 129.740 | 128.979 | 132.729 | ||
| 2689 | 2019.09.05 13:00 | modify | 1166 | 0.10 | 129.740 | 130.161 | 132.729 | ||
| 2690 | 2019.09.05 19:30 | close | 1166 | 0.10 | 131.831 | 130.161 | 132.729 | 20910.00 | 2593790.00 |
| 2691 | 2019.09.09 12:45 | buy | 1167 | 0.10 | 132.231 | 131.454 | 135.204 | ||
| 2692 | 2019.09.10 13:00 | close | 1167 | 0.10 | 132.236 | 131.454 | 135.204 | 50.00 | 2593840.00 |
| 2693 | 2019.09.11 10:45 | buy | 1168 | 0.10 | 133.285 | 132.520 | 136.270 | ||
| 2694 | 2019.09.12 11:00 | close | 1168 | 0.10 | 132.951 | 132.520 | 136.270 | -3340.00 | 2590500.00 |
| 2695 | 2019.09.12 19:00 | buy | 1169 | 0.10 | 133.430 | 132.665 | 136.415 | ||
| 2696 | 2019.09.13 13:00 | modify | 1169 | 0.10 | 133.430 | 133.635 | 136.415 | ||
| 2697 | 2019.09.13 19:15 | close | 1169 | 0.10 | 134.808 | 133.635 | 136.415 | 13780.00 | 2604280.00 |
| 2698 | 2019.09.13 19:15 | buy | 1170 | 0.10 | 134.840 | 134.064 | 137.814 | ||
| 2699 | 2019.09.16 11:52 | s/l | 1170 | 0.10 | 134.063 | 134.064 | 137.814 | -7770.00 | 2596510.00 |
| 2700 | 2019.09.17 17:30 | buy | 1171 | 0.10 | 134.881 | 134.107 | 137.857 | ||