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 |
| 2701 | 2019.09.19 18:45 | close | 1171 | 0.10 | 134.737 | 134.107 | 137.857 | -1440.00 | 2595070.00 |
| 2702 | 2019.09.19 20:45 | buy | 1172 | 0.10 | 135.456 | 134.680 | 138.430 | ||
| 2703 | 2019.09.20 15:40 | s/l | 1172 | 0.10 | 134.681 | 134.680 | 138.430 | -7750.00 | 2587320.00 |
| 2704 | 2019.09.23 10:45 | sell | 1173 | 0.10 | 133.669 | 134.420 | 130.670 | ||
| 2705 | 2019.09.24 12:35 | s/l | 1173 | 0.10 | 134.412 | 134.420 | 130.670 | -7430.00 | 2579890.00 |
| 2706 | 2019.09.25 14:00 | sell | 1174 | 0.10 | 133.214 | 133.970 | 130.220 | ||
| 2707 | 2019.09.27 15:15 | close | 1174 | 0.10 | 133.151 | 133.970 | 130.220 | 630.00 | 2580520.00 |
| 2708 | 2019.10.01 11:45 | buy | 1175 | 0.10 | 133.312 | 132.538 | 136.288 | ||
| 2709 | 2019.10.01 15:37 | s/l | 1175 | 0.10 | 132.545 | 132.538 | 136.288 | -7670.00 | 2572850.00 |
| 2710 | 2019.10.01 16:30 | sell | 1176 | 0.10 | 132.412 | 133.171 | 129.421 | ||
| 2711 | 2019.10.03 17:45 | close | 1176 | 0.10 | 132.338 | 133.171 | 129.421 | 740.00 | 2573590.00 |
| 2712 | 2019.10.04 16:45 | sell | 1177 | 0.10 | 131.426 | 132.180 | 128.430 | ||
| 2713 | 2019.10.07 20:33 | s/l | 1177 | 0.10 | 132.183 | 132.180 | 128.430 | -7570.00 | 2566020.00 |
| 2714 | 2019.10.08 12:15 | sell | 1178 | 0.10 | 131.294 | 132.040 | 128.290 | ||
| 2715 | 2019.10.10 13:30 | close | 1178 | 0.10 | 131.624 | 132.040 | 128.290 | -3300.00 | 2562720.00 |
| 2716 | 2019.10.10 17:00 | buy | 1179 | 0.10 | 131.874 | 131.110 | 134.860 | ||
| 2717 | 2019.10.10 18:45 | modify | 1179 | 0.10 | 131.874 | 132.121 | 134.860 | ||
| 2718 | 2019.10.11 11:41 | t/p | 1179 | 0.10 | 134.865 | 132.121 | 134.860 | 29910.00 | 2592630.00 |
| 2719 | 2019.10.30 21:45 | buy | 1180 | 0.10 | 140.436 | 140.031 | 143.411 | ||
| 2720 | 2019.10.31 12:46 | s/l | 1180 | 0.10 | 140.027 | 140.031 | 143.411 | -4090.00 | 2588540.00 |
| 2721 | 2019.11.05 10:30 | buy | 1181 | 0.10 | 140.403 | 140.003 | 143.383 | ||
| 2722 | 2019.11.06 19:30 | s/l | 1181 | 0.10 | 140.006 | 140.003 | 143.383 | -3970.00 | 2584570.00 |
| 2723 | 2019.11.08 18:30 | sell | 1182 | 0.10 | 139.534 | 139.909 | 136.529 | ||
| 2724 | 2019.11.11 14:08 | s/l | 1182 | 0.10 | 139.920 | 139.909 | 136.529 | -3860.00 | 2580710.00 |
| 2725 | 2019.11.13 15:45 | sell | 1183 | 0.10 | 139.683 | 140.061 | 136.681 | ||
| 2726 | 2019.11.15 14:04 | s/l | 1183 | 0.10 | 140.068 | 140.061 | 136.681 | -3850.00 | 2576860.00 |
| 2727 | 2019.11.15 16:15 | buy | 1184 | 0.10 | 140.281 | 139.881 | 143.261 | ||
| 2728 | 2019.11.18 12:30 | modify | 1184 | 0.10 | 140.281 | 140.539 | 143.261 | ||
| 2729 | 2019.11.19 02:40 | s/l | 1184 | 0.10 | 140.548 | 140.539 | 143.261 | 2670.00 | 2579530.00 |
| 2730 | 2019.11.22 11:15 | sell | 1185 | 0.10 | 139.943 | 140.333 | 136.953 | ||
| 2731 | 2019.11.25 15:46 | s/l | 1185 | 0.10 | 140.324 | 140.333 | 136.953 | -3810.00 | 2575720.00 |
| 2732 | 2019.11.27 18:00 | buy | 1186 | 0.10 | 140.854 | 140.460 | 143.840 | ||
| 2733 | 2019.11.29 19:15 | close | 1186 | 0.10 | 141.562 | 140.460 | 143.840 | 7080.00 | 2582800.00 |
| 2734 | 2019.12.04 13:15 | buy | 1187 | 0.10 | 141.887 | 141.481 | 144.861 | ||
| 2735 | 2019.12.05 09:45 | modify | 1187 | 0.10 | 141.887 | 142.136 | 144.861 | ||
| 2736 | 2019.12.06 14:30 | close | 1187 | 0.10 | 142.608 | 142.136 | 144.861 | 7210.00 | 2590010.00 |
| 2737 | 2019.12.10 13:15 | buy | 1188 | 0.10 | 143.170 | 142.779 | 146.159 | ||
| 2738 | 2019.12.11 00:03 | s/l | 1188 | 0.10 | 142.761 | 142.779 | 146.159 | -4090.00 | 2585920.00 |
| 2739 | 2019.12.12 22:15 | buy | 1189 | 0.10 | 144.042 | 143.636 | 147.016 | ||
| 2740 | 2019.12.13 00:05 | t/p | 1189 | 0.10 | 147.019 | 143.636 | 147.016 | 29770.00 | 2615690.00 |
| 2741 | 2019.12.19 14:00 | sell | 1190 | 0.10 | 143.045 | 143.434 | 140.054 | ||
| 2742 | 2019.12.19 14:00 | s/l | 1190 | 0.10 | 143.431 | 143.434 | 140.054 | -3860.00 | 2611830.00 |
| 2743 | 2019.12.19 15:15 | sell | 1191 | 0.10 | 143.075 | 143.456 | 140.076 | ||
| 2744 | 2019.12.23 13:15 | modify | 1191 | 0.10 | 143.075 | 142.845 | 140.076 | ||
| 2745 | 2019.12.23 16:30 | close | 1191 | 0.10 | 141.459 | 142.845 | 140.076 | 16160.00 | 2627990.00 |
| 2746 | 2019.12.23 16:45 | sell | 1192 | 0.10 | 141.411 | 141.781 | 138.401 | ||
| 2747 | 2019.12.24 14:41 | s/l | 1192 | 0.10 | 141.784 | 141.781 | 138.401 | -3730.00 | 2624260.00 |
| 2748 | 2019.12.31 17:15 | buy | 1193 | 0.10 | 143.627 | 143.219 | 146.599 | ||
| 2749 | 2020.01.02 15:37 | s/l | 1193 | 0.10 | 143.221 | 143.219 | 146.599 | -4060.00 | 2620200.00 |
| 2750 | 2020.01.13 11:45 | sell | 1194 | 0.10 | 142.481 | 142.859 | 139.479 | ||
| 2751 | 2020.01.13 19:31 | s/l | 1194 | 0.10 | 142.853 | 142.859 | 139.479 | -3720.00 | 2616480.00 |
| 2752 | 2020.01.14 18:45 | buy | 1195 | 0.10 | 143.225 | 142.830 | 146.210 | ||
| 2753 | 2020.01.15 11:30 | s/l | 1195 | 0.10 | 142.715 | 142.830 | 146.210 | -5100.00 | 2611380.00 |
| 2754 | 2020.01.16 10:45 | buy | 1196 | 0.10 | 143.680 | 143.289 | 146.669 | ||
| 2755 | 2020.01.17 11:45 | close | 1196 | 0.10 | 143.804 | 143.289 | 146.669 | 1240.00 | 2612620.00 |
| 2756 | 2020.01.22 13:30 | buy | 1197 | 0.10 | 143.941 | 143.531 | 146.911 | ||
| 2757 | 2020.01.23 16:16 | s/l | 1197 | 0.10 | 143.526 | 143.531 | 146.911 | -4150.00 | 2608470.00 |
| 2758 | 2020.01.24 17:30 | sell | 1198 | 0.10 | 143.058 | 143.428 | 140.048 | ||
| 2759 | 2020.01.28 10:30 | modify | 1198 | 0.10 | 143.058 | 142.846 | 140.048 | ||
| 2760 | 2020.01.28 18:45 | close | 1198 | 0.10 | 141.856 | 142.846 | 140.048 | 12020.00 | 2620490.00 |
| 2761 | 2020.01.30 10:15 | sell | 1199 | 0.10 | 141.422 | 141.801 | 138.421 | ||
| 2762 | 2020.01.30 11:56 | s/l | 1199 | 0.10 | 141.806 | 141.801 | 138.421 | -3840.00 | 2616650.00 |
| 2763 | 2020.01.30 19:00 | buy | 1200 | 0.10 | 142.533 | 142.138 | 145.518 | ||
| 2764 | 2020.01.30 20:57 | s/l | 1200 | 0.10 | 142.134 | 142.138 | 145.518 | -3990.00 | 2612660.00 |
| 2765 | 2020.01.30 23:00 | buy | 1201 | 0.10 | 142.619 | 142.227 | 145.607 | ||
| 2766 | 2020.02.03 11:20 | s/l | 1201 | 0.10 | 142.237 | 142.227 | 145.607 | -3820.00 | 2608840.00 |
| 2767 | 2020.02.07 12:45 | sell | 1202 | 0.10 | 141.907 | 142.277 | 138.897 | ||
| 2768 | 2020.02.07 15:06 | s/l | 1202 | 0.10 | 142.273 | 142.277 | 138.897 | -3660.00 | 2605180.00 |
| 2769 | 2020.02.07 18:30 | sell | 1203 | 0.10 | 141.744 | 142.126 | 138.746 | ||
| 2770 | 2020.02.11 11:23 | s/l | 1203 | 0.10 | 142.118 | 142.126 | 138.746 | -3740.00 | 2601440.00 |
| 2771 | 2020.02.11 17:00 | buy | 1204 | 0.10 | 142.372 | 141.970 | 145.350 | ||
| 2772 | 2020.02.13 18:15 | close | 1204 | 0.10 | 143.261 | 141.970 | 145.350 | 8890.00 | 2610330.00 |
| 2773 | 2020.02.13 18:30 | buy | 1205 | 0.10 | 143.414 | 143.007 | 146.387 | ||
| 2774 | 2020.02.14 11:10 | s/l | 1205 | 0.10 | 143.014 | 143.007 | 146.387 | -4000.00 | 2606330.00 |
| 2775 | 2020.02.18 10:15 | sell | 1206 | 0.10 | 142.411 | 142.791 | 139.411 | ||
| 2776 | 2020.02.18 12:17 | s/l | 1206 | 0.10 | 142.783 | 142.791 | 139.411 | -3720.00 | 2602610.00 |
| 2777 | 2020.02.19 11:45 | buy | 1207 | 0.10 | 143.413 | 143.016 | 146.396 | ||
| 2778 | 2020.02.20 12:00 | modify | 1207 | 0.10 | 143.413 | 143.641 | 146.396 | ||
| 2779 | 2020.02.21 13:00 | close | 1207 | 0.10 | 144.333 | 143.641 | 146.396 | 9200.00 | 2611810.00 |
| 2780 | 2020.02.21 14:00 | buy | 1208 | 0.10 | 144.867 | 144.472 | 147.852 | ||
| 2781 | 2020.02.21 17:02 | s/l | 1208 | 0.10 | 144.479 | 144.472 | 147.852 | -3880.00 | 2607930.00 |
| 2782 | 2020.02.26 11:45 | sell | 1209 | 0.10 | 142.847 | 143.218 | 139.838 | ||
| 2783 | 2020.02.27 13:15 | modify | 1209 | 0.10 | 142.847 | 142.543 | 139.838 | ||
| 2784 | 2020.02.28 13:00 | close | 1209 | 0.10 | 139.974 | 142.543 | 139.838 | 28730.00 | 2636660.00 |
| 2785 | 2020.03.03 20:45 | sell | 1210 | 0.10 | 137.087 | 137.839 | 134.089 | ||
| 2786 | 2020.03.03 22:15 | close | 1210 | 0.10 | 137.484 | 137.839 | 134.089 | -3970.00 | 2632690.00 |
| 2787 | 2020.03.06 04:15 | sell | 1211 | 0.10 | 137.197 | 137.954 | 134.204 | ||
| 2788 | 2020.03.09 02:15 | modify | 1211 | 0.10 | 137.197 | 136.652 | 134.204 | ||
| 2789 | 2020.03.09 02:15 | close | 1211 | 0.10 | 136.274 | 136.652 | 134.204 | 9230.00 | 2641920.00 |
| 2790 | 2020.03.09 02:15 | sell | 1212 | 0.10 | 136.248 | 136.990 | 133.240 | ||
| 2791 | 2020.03.09 04:52 | t/p | 1212 | 0.10 | 133.231 | 136.990 | 133.240 | 30170.00 | 2672090.00 |
| 2792 | 2020.03.09 04:52 | sell | 1213 | 0.10 | 133.177 | 136.043 | 132.293 | ||
| 2793 | 2020.03.09 05:15 | close | 1213 | 0.10 | 133.213 | 136.043 | 132.293 | -360.00 | 2671730.00 |
| 2794 | 2020.03.11 23:30 | sell | 1214 | 0.10 | 134.052 | 134.795 | 131.045 | ||
| 2795 | 2020.03.12 05:00 | modify | 1214 | 0.10 | 134.052 | 133.656 | 131.045 | ||
| 2796 | 2020.03.12 17:15 | close | 1214 | 0.10 | 132.336 | 133.656 | 131.045 | 17160.00 | 2688890.00 |
| 2797 | 2020.03.18 12:30 | sell | 1215 | 0.10 | 128.862 | 129.606 | 125.856 | ||
| 2798 | 2020.03.18 15:00 | modify | 1215 | 0.10 | 128.862 | 128.530 | 125.856 | ||
| 2799 | 2020.03.18 19:51 | t/p | 1215 | 0.10 | 125.847 | 128.530 | 125.856 | 30150.00 | 2719040.00 |
| 2800 | 2020.03.24 16:00 | buy | 1216 | 0.10 | 130.209 | 129.446 | 133.196 | ||
| 2801 | 2020.03.25 08:15 | modify | 1216 | 0.10 | 130.209 | 130.483 | 133.196 | ||
| 2802 | 2020.03.25 12:53 | t/p | 1216 | 0.10 | 133.196 | 130.483 | 133.196 | 29870.00 | 2748910.00 |
| 2803 | 2020.03.26 19:00 | buy | 1217 | 0.10 | 132.856 | 132.078 | 135.828 | ||
| 2804 | 2020.03.27 19:15 | close | 1217 | 0.10 | 133.911 | 132.078 | 135.828 | 10550.00 | 2759460.00 |
| 2805 | 2020.03.31 17:30 | buy | 1218 | 0.10 | 134.542 | 133.772 | 137.522 | ||
| 2806 | 2020.03.31 17:52 | s/l | 1218 | 0.10 | 133.777 | 133.772 | 137.522 | -7650.00 | 2751810.00 |
| 2807 | 2020.04.01 12:00 | sell | 1219 | 0.10 | 132.945 | 133.695 | 129.945 | ||
| 2808 | 2020.04.02 12:15 | close | 1219 | 0.10 | 133.279 | 133.695 | 129.945 | -3340.00 | 2748470.00 |
| 2809 | 2020.04.06 10:30 | buy | 1220 | 0.10 | 134.335 | 133.571 | 137.321 | ||
| 2810 | 2020.04.06 22:20 | s/l | 1220 | 0.10 | 133.560 | 133.571 | 137.321 | -7750.00 | 2740720.00 |
| 2811 | 2020.04.07 15:45 | buy | 1221 | 0.10 | 134.798 | 134.016 | 137.766 | ||
| 2812 | 2020.04.07 17:53 | s/l | 1221 | 0.10 | 134.003 | 134.016 | 137.766 | -7950.00 | 2732770.00 |
| 2813 | 2020.04.08 18:30 | buy | 1222 | 0.10 | 135.007 | 134.230 | 137.980 | ||
| 2814 | 2020.04.09 18:45 | close | 1222 | 0.10 | 135.031 | 134.230 | 137.980 | 240.00 | 2733010.00 |
| 2815 | 2020.04.13 17:45 | sell | 1223 | 0.10 | 134.615 | 135.369 | 131.619 | ||
| 2816 | 2020.04.14 07:24 | s/l | 1223 | 0.10 | 135.370 | 135.369 | 131.619 | -7550.00 | 2725460.00 |
| 2817 | 2020.04.14 21:45 | buy | 1224 | 0.10 | 135.346 | 134.585 | 138.335 | ||
| 2818 | 2020.04.15 10:01 | s/l | 1224 | 0.10 | 134.590 | 134.585 | 138.335 | -7560.00 | 2717900.00 |
| 2819 | 2020.04.15 10:30 | sell | 1225 | 0.10 | 134.347 | 135.099 | 131.349 | ||
| 2820 | 2020.04.16 10:45 | close | 1225 | 0.10 | 134.615 | 135.099 | 131.349 | -2680.00 | 2715220.00 |
| 2821 | 2020.04.16 17:30 | sell | 1226 | 0.10 | 133.916 | 134.676 | 130.926 | ||
| 2822 | 2020.04.17 00:31 | s/l | 1226 | 0.10 | 134.670 | 134.676 | 130.926 | -7540.00 | 2707680.00 |
| 2823 | 2020.04.20 23:15 | sell | 1227 | 0.10 | 133.875 | 134.624 | 130.874 | ||
| 2824 | 2020.04.21 12:30 | modify | 1227 | 0.10 | 133.875 | 133.662 | 130.874 | ||
| 2825 | 2020.04.21 23:30 | close | 1227 | 0.10 | 132.594 | 133.662 | 130.874 | 12810.00 | 2720490.00 |
| 2826 | 2020.04.24 11:30 | sell | 1228 | 0.10 | 132.431 | 133.187 | 129.437 | ||
| 2827 | 2020.04.27 04:18 | s/l | 1228 | 0.10 | 133.199 | 133.187 | 129.437 | -7680.00 | 2712810.00 |
| 2828 | 2020.04.27 07:45 | buy | 1229 | 0.10 | 133.332 | 132.565 | 136.315 | ||
| 2829 | 2020.04.28 08:00 | close | 1229 | 0.10 | 133.152 | 132.565 | 136.315 | -1800.00 | 2711010.00 |
| 2830 | 2020.04.29 10:45 | sell | 1230 | 0.10 | 132.572 | 133.318 | 129.568 | ||
| 2831 | 2020.04.30 11:00 | close | 1230 | 0.10 | 132.906 | 133.318 | 129.568 | -3340.00 | 2707670.00 |
| 2832 | 2020.04.30 17:15 | buy | 1231 | 0.10 | 133.397 | 132.629 | 136.379 | ||
| 2833 | 2020.04.30 18:15 | modify | 1231 | 0.10 | 133.397 | 133.944 | 136.379 | ||
| 2834 | 2020.05.01 14:07 | s/l | 1231 | 0.10 | 133.937 | 133.944 | 136.379 | 5400.00 | 2713070.00 |
| 2835 | 2020.05.05 20:00 | sell | 1232 | 0.10 | 132.496 | 133.250 | 129.500 | ||
| 2836 | 2020.05.06 14:30 | modify | 1232 | 0.10 | 132.496 | 132.255 | 129.500 | ||
| 2837 | 2020.05.06 20:15 | close | 1232 | 0.10 | 131.004 | 132.255 | 129.500 | 14920.00 | 2727990.00 |
| 2838 | 2020.05.08 18:30 | buy | 1233 | 0.10 | 132.458 | 131.680 | 135.430 | ||
| 2839 | 2020.05.11 18:45 | close | 1233 | 0.10 | 132.753 | 131.680 | 135.430 | 2950.00 | 2730940.00 |
| 2840 | 2020.05.13 03:00 | sell | 1234 | 0.10 | 131.293 | 132.047 | 128.297 | ||
| 2841 | 2020.05.14 03:15 | close | 1234 | 0.10 | 130.787 | 132.047 | 128.297 | 5060.00 | 2736000.00 |
| 2842 | 2020.05.15 15:00 | sell | 1235 | 0.10 | 130.100 | 130.845 | 127.095 | ||
| 2843 | 2020.05.18 15:15 | close | 1235 | 0.10 | 130.465 | 130.845 | 127.095 | -3650.00 | 2732350.00 |
| 2844 | 2020.05.19 10:00 | buy | 1236 | 0.10 | 131.706 | 130.945 | 134.695 | ||
| 2845 | 2020.05.20 10:15 | close | 1236 | 0.10 | 131.780 | 130.945 | 134.695 | 740.00 | 2733090.00 |
| 2846 | 2020.05.22 07:30 | sell | 1237 | 0.10 | 131.152 | 131.901 | 128.151 | ||
| 2847 | 2020.05.25 07:45 | close | 1237 | 0.10 | 131.208 | 131.901 | 128.151 | -560.00 | 2732530.00 |
| 2848 | 2020.05.26 10:00 | buy | 1238 | 0.10 | 132.199 | 131.436 | 135.186 | ||
| 2849 | 2020.05.27 10:15 | close | 1238 | 0.10 | 132.339 | 131.436 | 135.186 | 1400.00 | 2733930.00 |
| 2850 | 2020.05.28 19:45 | buy | 1239 | 0.10 | 132.858 | 132.078 | 135.828 | ||