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 |
| 151 | 2007.07.11 00:07 | sell | 66 | 0.10 | 246.795 | 247.600 | 243.850 | ||
| 152 | 2007.07.11 01:30 | modify | 66 | 0.10 | 246.795 | 246.210 | 243.850 | ||
| 153 | 2007.07.11 01:40 | s/l | 66 | 0.10 | 246.217 | 246.210 | 243.850 | 5780.00 | 392320.00 |
| 154 | 2007.07.11 02:00 | sell | 67 | 0.10 | 246.011 | 246.630 | 242.880 | ||
| 155 | 2007.07.11 02:34 | s/l | 67 | 0.10 | 246.635 | 246.630 | 242.880 | -6240.00 | 386080.00 |
| 156 | 2007.07.13 14:46 | buy | 68 | 0.10 | 248.829 | 248.050 | 251.800 | ||
| 157 | 2007.07.13 23:22 | s/l | 68 | 0.10 | 248.036 | 248.050 | 251.800 | -7930.00 | 378150.00 |
| 158 | 2007.07.17 11:45 | buy | 69 | 0.10 | 248.674 | 247.900 | 251.650 | ||
| 159 | 2007.07.17 16:00 | modify | 69 | 0.10 | 248.674 | 248.990 | 251.650 | ||
| 160 | 2007.07.18 12:00 | close | 69 | 0.10 | 250.260 | 248.990 | 251.650 | 15860.00 | 394010.00 |
| 161 | 2007.07.20 05:00 | buy | 70 | 0.10 | 250.406 | 249.640 | 253.390 | ||
| 162 | 2007.07.20 17:19 | s/l | 70 | 0.10 | 249.631 | 249.640 | 253.390 | -7750.00 | 386260.00 |
| 163 | 2007.07.20 22:15 | sell | 71 | 0.10 | 249.084 | 249.840 | 246.090 | ||
| 164 | 2007.07.23 00:00 | s/l | 71 | 0.10 | 250.149 | 249.840 | 246.090 | -10650.00 | 375610.00 |
| 165 | 2007.07.23 04:01 | sell | 72 | 0.10 | 248.929 | 249.670 | 245.920 | ||
| 166 | 2007.07.23 12:36 | s/l | 72 | 0.10 | 249.667 | 249.670 | 245.920 | -7380.00 | 368230.00 |
| 167 | 2007.07.24 22:15 | sell | 73 | 0.10 | 247.970 | 248.720 | 244.970 | ||
| 168 | 2007.07.25 04:15 | modify | 73 | 0.10 | 247.970 | 247.450 | 244.970 | ||
| 169 | 2007.07.25 07:10 | s/l | 73 | 0.10 | 247.446 | 247.450 | 244.970 | 5240.00 | 373470.00 |
| 170 | 2007.07.26 14:15 | sell | 74 | 0.10 | 245.528 | 246.280 | 242.530 | ||
| 171 | 2007.07.26 16:30 | modify | 74 | 0.10 | 245.528 | 244.975 | 242.530 | ||
| 172 | 2007.07.26 19:30 | close | 74 | 0.10 | 244.475 | 244.975 | 242.530 | 10530.00 | 384000.00 |
| 173 | 2007.08.08 13:30 | buy | 75 | 0.10 | 242.073 | 241.300 | 245.050 | ||
| 174 | 2007.08.08 17:30 | modify | 75 | 0.10 | 242.073 | 242.350 | 245.050 | ||
| 175 | 2007.08.09 09:57 | s/l | 75 | 0.10 | 242.353 | 242.350 | 245.050 | 2800.00 | 386800.00 |
| 176 | 2007.09.04 12:17 | sell | 76 | 0.10 | 232.439 | 233.180 | 229.430 | ||
| 177 | 2007.09.04 17:06 | s/l | 76 | 0.10 | 233.185 | 233.180 | 229.430 | -7460.00 | 379340.00 |
| 178 | 2007.09.05 09:15 | sell | 77 | 0.10 | 232.390 | 233.130 | 229.380 | ||
| 179 | 2007.09.05 13:17 | s/l | 77 | 0.10 | 233.135 | 233.130 | 229.380 | -7450.00 | 371890.00 |
| 180 | 2007.09.07 15:45 | sell | 78 | 0.10 | 231.944 | 232.690 | 228.940 | ||
| 181 | 2007.09.07 18:00 | modify | 78 | 0.10 | 231.944 | 231.250 | 228.940 | ||
| 182 | 2007.09.07 18:45 | close | 78 | 0.10 | 229.913 | 231.250 | 228.940 | 20310.00 | 392200.00 |
| 183 | 2007.09.13 13:15 | buy | 79 | 0.10 | 232.503 | 231.740 | 235.490 | ||
| 184 | 2007.09.13 17:45 | modify | 79 | 0.10 | 232.503 | 232.920 | 235.490 | ||
| 185 | 2007.09.13 23:30 | close | 79 | 0.10 | 233.307 | 232.920 | 235.490 | 8040.00 | 400240.00 |
| 186 | 2007.09.28 23:46 | buy | 80 | 0.10 | 235.258 | 234.390 | 238.140 | ||
| 187 | 2007.10.01 13:45 | modify | 80 | 0.10 | 235.258 | 235.515 | 238.140 | ||
| 188 | 2007.10.01 14:26 | s/l | 80 | 0.10 | 235.510 | 235.515 | 238.140 | 2520.00 | 402760.00 |
| 189 | 2007.10.03 10:00 | buy | 81 | 0.10 | 237.111 | 236.315 | 240.065 | ||
| 190 | 2007.10.03 11:45 | s/l | 81 | 0.10 | 236.306 | 236.315 | 240.065 | -8050.00 | 394710.00 |
| 191 | 2007.10.03 14:15 | buy | 82 | 0.10 | 237.133 | 236.370 | 240.120 | ||
| 192 | 2007.10.04 07:36 | s/l | 82 | 0.10 | 236.356 | 236.370 | 240.120 | -7770.00 | 386940.00 |
| 193 | 2007.10.05 15:45 | buy | 83 | 0.10 | 238.024 | 237.235 | 240.985 | ||
| 194 | 2007.10.08 01:15 | modify | 83 | 0.10 | 238.024 | 238.280 | 240.985 | ||
| 195 | 2007.10.08 16:00 | close | 83 | 0.10 | 239.571 | 238.280 | 240.985 | 15470.00 | 402410.00 |
| 196 | 2007.10.10 11:30 | buy | 84 | 0.10 | 239.823 | 239.050 | 242.800 | ||
| 197 | 2007.10.10 15:00 | close | 84 | 0.10 | 239.639 | 239.050 | 242.800 | -1840.00 | 400570.00 |
| 198 | 2007.10.12 08:15 | sell | 85 | 0.10 | 238.057 | 238.800 | 235.050 | ||
| 199 | 2007.10.12 15:41 | s/l | 85 | 0.10 | 238.791 | 238.800 | 235.050 | -7340.00 | 393230.00 |
| 200 | 2007.10.15 13:15 | buy | 86 | 0.10 | 240.145 | 239.355 | 243.105 | ||
| 201 | 2007.10.15 18:06 | s/l | 86 | 0.10 | 239.364 | 239.355 | 243.105 | -7810.00 | 385420.00 |
| 202 | 2007.10.19 04:01 | sell | 87 | 0.10 | 235.386 | 236.280 | 232.530 | ||
| 203 | 2007.10.19 04:45 | close | 87 | 0.10 | 235.722 | 236.280 | 232.530 | -3360.00 | 382060.00 |
| 204 | 2007.10.26 10:16 | buy | 88 | 0.10 | 235.170 | 234.405 | 238.155 | ||
| 205 | 2007.10.26 14:22 | s/l | 88 | 0.10 | 234.402 | 234.405 | 238.155 | -7680.00 | 374380.00 |
| 206 | 2007.10.29 10:00 | buy | 89 | 0.10 | 235.181 | 234.415 | 238.165 | ||
| 207 | 2007.10.29 14:45 | modify | 89 | 0.10 | 235.181 | 235.415 | 238.165 | ||
| 208 | 2007.10.30 10:07 | s/l | 89 | 0.10 | 235.423 | 235.415 | 238.165 | 2420.00 | 376800.00 |
| 209 | 2007.10.31 10:30 | buy | 90 | 0.10 | 237.943 | 237.155 | 240.905 | ||
| 210 | 2007.10.31 17:45 | modify | 90 | 0.10 | 237.943 | 238.230 | 240.905 | ||
| 211 | 2007.11.01 10:45 | close | 90 | 0.10 | 240.125 | 238.230 | 240.905 | 21820.00 | 398620.00 |
| 212 | 2007.11.05 13:15 | sell | 91 | 0.10 | 237.582 | 238.325 | 234.575 | ||
| 213 | 2007.11.05 17:00 | close | 91 | 0.10 | 237.605 | 238.325 | 234.575 | -230.00 | 398390.00 |
| 214 | 2007.11.07 15:15 | sell | 92 | 0.10 | 237.365 | 238.105 | 234.355 | ||
| 215 | 2007.11.07 15:52 | s/l | 92 | 0.10 | 238.104 | 238.105 | 234.355 | -7390.00 | 391000.00 |
| 216 | 2007.11.07 20:30 | sell | 93 | 0.10 | 237.577 | 238.320 | 234.570 | ||
| 217 | 2007.11.08 00:30 | modify | 93 | 0.10 | 237.577 | 236.945 | 234.570 | ||
| 218 | 2007.11.08 02:24 | s/l | 93 | 0.10 | 236.955 | 236.945 | 234.570 | 6220.00 | 397220.00 |
| 219 | 2007.11.09 11:45 | sell | 94 | 0.10 | 236.060 | 236.815 | 233.065 | ||
| 220 | 2007.11.09 13:00 | modify | 94 | 0.10 | 236.060 | 235.585 | 233.065 | ||
| 221 | 2007.11.09 14:00 | t/p | 94 | 0.10 | 233.050 | 235.585 | 233.065 | 30100.00 | 427320.00 |
| 222 | 2007.11.23 12:30 | sell | 95 | 0.10 | 222.648 | 223.390 | 219.640 | ||
| 223 | 2007.11.23 23:25 | s/l | 95 | 0.10 | 223.382 | 223.390 | 219.640 | -7340.00 | 419980.00 |
| 224 | 2007.12.04 12:45 | sell | 96 | 0.10 | 226.180 | 226.925 | 223.175 | ||
| 225 | 2007.12.05 06:56 | s/l | 96 | 0.10 | 226.926 | 226.925 | 223.175 | -7460.00 | 412520.00 |
| 226 | 2007.12.07 16:00 | buy | 97 | 0.10 | 226.826 | 226.025 | 229.775 | ||
| 227 | 2007.12.10 13:30 | modify | 97 | 0.10 | 226.826 | 227.095 | 229.775 | ||
| 228 | 2007.12.10 16:15 | close | 97 | 0.10 | 228.349 | 227.095 | 229.775 | 15230.00 | 427750.00 |
| 229 | 2007.12.19 09:00 | sell | 98 | 0.10 | 227.746 | 228.490 | 224.740 | ||
| 230 | 2007.12.19 12:00 | modify | 98 | 0.10 | 227.746 | 227.510 | 224.740 | ||
| 231 | 2007.12.19 14:45 | close | 98 | 0.10 | 226.691 | 227.510 | 224.740 | 10550.00 | 438300.00 |
| 232 | 2007.12.19 15:00 | sell | 99 | 0.10 | 226.409 | 227.140 | 223.390 | ||
| 233 | 2007.12.19 17:06 | s/l | 99 | 0.10 | 227.139 | 227.140 | 223.390 | -7300.00 | 431000.00 |
| 234 | 2007.12.19 17:06 | sell | 100 | 0.10 | 227.100 | 227.480 | 223.730 | ||
| 235 | 2007.12.20 07:45 | modify | 100 | 0.10 | 227.100 | 226.735 | 223.730 | ||
| 236 | 2007.12.20 17:15 | close | 100 | 0.10 | 224.081 | 226.735 | 223.730 | 30190.00 | 461190.00 |
| 237 | 2007.12.26 21:07 | buy | 101 | 0.10 | 226.584 | 225.790 | 229.540 | ||
| 238 | 2007.12.27 14:45 | modify | 101 | 0.10 | 226.584 | 227.260 | 229.540 | ||
| 239 | 2007.12.27 15:45 | close | 101 | 0.10 | 227.479 | 227.260 | 229.540 | 8950.00 | 470140.00 |
| 240 | 2007.12.28 19:00 | sell | 102 | 0.10 | 225.054 | 225.780 | 222.030 | ||
| 241 | 2007.12.28 21:00 | close | 102 | 0.10 | 224.947 | 225.780 | 222.030 | 1070.00 | 471210.00 |
| 242 | 2008.01.02 15:00 | sell | 103 | 0.10 | 220.811 | 221.595 | 217.845 | ||
| 243 | 2008.01.02 17:15 | modify | 103 | 0.10 | 220.811 | 220.590 | 217.845 | ||
| 244 | 2008.01.02 17:36 | t/p | 103 | 0.10 | 217.794 | 220.590 | 217.845 | 30170.00 | 501380.00 |
| 245 | 2008.01.02 17:36 | sell | 104 | 0.10 | 217.741 | 219.715 | 215.965 | ||
| 246 | 2008.01.02 17:45 | close | 104 | 0.10 | 218.174 | 219.715 | 215.965 | -4330.00 | 497050.00 |
| 247 | 2008.01.02 17:45 | sell | 105 | 0.10 | 218.130 | 218.880 | 215.130 | ||
| 248 | 2008.01.02 18:00 | close | 105 | 0.10 | 217.210 | 218.880 | 215.130 | 9200.00 | 506250.00 |
| 249 | 2008.01.02 18:00 | sell | 106 | 0.10 | 217.182 | 217.915 | 214.165 | ||
| 250 | 2008.01.02 18:15 | close | 106 | 0.10 | 217.136 | 217.915 | 214.165 | 460.00 | 506710.00 |
| 251 | 2008.01.02 18:17 | sell | 107 | 0.10 | 217.157 | 217.830 | 214.080 | ||
| 252 | 2008.01.03 11:45 | modify | 107 | 0.10 | 217.157 | 216.915 | 214.080 | ||
| 253 | 2008.01.03 13:00 | t/p | 107 | 0.10 | 214.068 | 216.915 | 214.080 | 30890.00 | 537600.00 |
| 254 | 2008.01.10 19:46 | sell | 108 | 0.10 | 213.651 | 214.525 | 210.775 | ||
| 255 | 2008.01.10 21:51 | s/l | 108 | 0.10 | 214.516 | 214.525 | 210.775 | -8650.00 | 528950.00 |
| 256 | 2008.01.11 08:00 | sell | 109 | 0.10 | 213.505 | 214.265 | 210.515 | ||
| 257 | 2008.01.11 09:15 | modify | 109 | 0.10 | 213.505 | 213.125 | 210.515 | ||
| 258 | 2008.01.11 10:14 | s/l | 109 | 0.10 | 213.127 | 213.125 | 210.515 | 3780.00 | 532730.00 |
| 259 | 2008.01.11 10:14 | sell | 110 | 0.10 | 213.037 | 213.425 | 209.675 | ||
| 260 | 2008.01.11 14:49 | s/l | 110 | 0.10 | 213.427 | 213.425 | 209.675 | -3900.00 | 528830.00 |
| 261 | 2008.01.30 15:30 | buy | 111 | 0.10 | 213.319 | 212.635 | 216.385 | ||
| 262 | 2008.01.30 22:38 | s/l | 111 | 0.10 | 212.622 | 212.635 | 216.385 | -6970.00 | 521860.00 |
| 263 | 2008.02.01 16:00 | sell | 112 | 0.10 | 209.744 | 210.485 | 206.735 | ||
| 264 | 2008.02.04 09:39 | s/l | 112 | 0.10 | 210.496 | 210.485 | 206.735 | -7520.00 | 514340.00 |
| 265 | 2008.02.06 01:15 | sell | 113 | 0.10 | 209.030 | 209.780 | 206.030 | ||
| 266 | 2008.02.06 10:30 | modify | 113 | 0.10 | 209.030 | 208.810 | 206.030 | ||
| 267 | 2008.02.06 10:59 | s/l | 113 | 0.10 | 208.826 | 208.810 | 206.030 | 2040.00 | 516380.00 |
| 268 | 2008.02.07 12:30 | sell | 114 | 0.10 | 207.746 | 208.500 | 204.750 | ||
| 269 | 2008.02.07 15:15 | modify | 114 | 0.10 | 207.746 | 207.230 | 204.750 | ||
| 270 | 2008.02.07 16:33 | s/l | 114 | 0.10 | 207.236 | 207.230 | 204.750 | 5100.00 | 521480.00 |
| 271 | 2008.02.11 16:45 | sell | 115 | 0.10 | 207.579 | 208.325 | 204.575 | ||
| 272 | 2008.02.11 19:47 | s/l | 115 | 0.10 | 208.337 | 208.325 | 204.575 | -7580.00 | 513900.00 |
| 273 | 2008.02.12 17:45 | buy | 116 | 0.10 | 210.372 | 209.590 | 213.340 | ||
| 274 | 2008.02.13 08:07 | s/l | 116 | 0.10 | 209.566 | 209.590 | 213.340 | -8060.00 | 505840.00 |
| 275 | 2008.02.19 07:30 | sell | 117 | 0.10 | 210.169 | 210.975 | 207.225 | ||
| 276 | 2008.02.19 13:00 | modify | 117 | 0.10 | 210.169 | 209.830 | 207.225 | ||
| 277 | 2008.02.19 14:26 | s/l | 117 | 0.10 | 209.823 | 209.830 | 207.225 | 3460.00 | 509300.00 |
| 278 | 2008.02.19 18:15 | sell | 118 | 0.10 | 209.571 | 210.320 | 206.570 | ||
| 279 | 2008.02.20 01:46 | s/l | 118 | 0.10 | 210.329 | 210.320 | 206.570 | -7580.00 | 501720.00 |
| 280 | 2008.02.21 15:30 | buy | 119 | 0.10 | 211.717 | 210.925 | 214.675 | ||
| 281 | 2008.02.21 17:03 | s/l | 119 | 0.10 | 210.919 | 210.925 | 214.675 | -7980.00 | 493740.00 |
| 282 | 2008.02.25 11:45 | buy | 120 | 0.10 | 211.737 | 210.950 | 214.700 | ||
| 283 | 2008.02.26 12:00 | close | 120 | 0.10 | 212.387 | 210.950 | 214.700 | 6500.00 | 500240.00 |
| 284 | 2008.03.04 19:00 | sell | 121 | 0.10 | 203.831 | 204.580 | 200.830 | ||
| 285 | 2008.03.04 21:41 | s/l | 121 | 0.10 | 204.584 | 204.580 | 200.830 | -7530.00 | 492710.00 |
| 286 | 2008.03.07 17:45 | buy | 122 | 0.10 | 207.740 | 206.950 | 210.700 | ||
| 287 | 2008.03.07 18:17 | s/l | 122 | 0.10 | 206.943 | 206.950 | 210.700 | -7970.00 | 484740.00 |
| 288 | 2008.03.10 19:00 | sell | 123 | 0.10 | 205.294 | 206.050 | 202.300 | ||
| 289 | 2008.03.11 01:15 | modify | 123 | 0.10 | 205.294 | 204.910 | 202.300 | ||
| 290 | 2008.03.11 09:00 | close | 123 | 0.10 | 204.738 | 204.910 | 202.300 | 5560.00 | 490300.00 |
| 291 | 2008.03.24 12:17 | buy | 124 | 0.10 | 198.228 | 197.440 | 201.190 | ||
| 292 | 2008.03.24 15:19 | s/l | 124 | 0.10 | 197.441 | 197.440 | 201.190 | -7870.00 | 482430.00 |
| 293 | 2008.03.24 16:45 | buy | 125 | 0.10 | 198.321 | 197.540 | 201.290 | ||
| 294 | 2008.03.24 17:45 | modify | 125 | 0.10 | 198.321 | 198.630 | 201.290 | ||
| 295 | 2008.03.25 17:00 | close | 125 | 0.10 | 199.566 | 198.630 | 201.290 | 12450.00 | 494880.00 |
| 296 | 2008.04.04 12:00 | buy | 126 | 0.10 | 204.980 | 204.175 | 207.925 | ||
| 297 | 2008.04.04 15:30 | s/l | 126 | 0.10 | 204.157 | 204.175 | 207.925 | -8230.00 | 486650.00 |
| 298 | 2008.04.08 10:15 | sell | 127 | 0.10 | 202.370 | 203.125 | 199.375 | ||
| 299 | 2008.04.09 07:45 | modify | 127 | 0.10 | 202.370 | 202.065 | 199.375 | ||
| 300 | 2008.04.09 10:30 | close | 127 | 0.10 | 201.396 | 202.065 | 199.375 | 9740.00 | 496390.00 |