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 |
| 3001 | 2021.03.19 15:00 | s/l | 1305 | 0.10 | 151.284 | 151.280 | 155.030 | -7710.00 | 2841080.00 |
| 3002 | 2021.03.19 16:00 | sell | 1306 | 0.10 | 151.228 | 151.985 | 148.235 | ||
| 3003 | 2021.03.23 12:30 | modify | 1306 | 0.10 | 151.228 | 150.998 | 148.235 | ||
| 3004 | 2021.03.23 17:15 | close | 1306 | 0.10 | 149.836 | 150.998 | 148.235 | 13920.00 | 2855000.00 |
| 3005 | 2021.03.23 17:45 | sell | 1307 | 0.10 | 149.719 | 150.459 | 146.709 | ||
| 3006 | 2021.03.24 10:45 | modify | 1307 | 0.10 | 149.719 | 149.503 | 146.709 | ||
| 3007 | 2021.03.25 11:33 | s/l | 1307 | 0.10 | 149.498 | 149.503 | 146.709 | 2210.00 | 2857210.00 |
| 3008 | 2021.03.26 11:15 | buy | 1308 | 0.10 | 150.657 | 149.881 | 153.631 | ||
| 3009 | 2021.03.29 15:30 | modify | 1308 | 0.10 | 150.657 | 150.872 | 153.631 | ||
| 3010 | 2021.03.30 12:30 | close | 1308 | 0.10 | 151.808 | 150.872 | 153.631 | 11510.00 | 2868720.00 |
| 3011 | 2021.03.31 04:00 | buy | 1309 | 0.10 | 152.123 | 151.359 | 155.109 | ||
| 3012 | 2021.04.02 05:15 | close | 1309 | 0.10 | 153.088 | 151.359 | 155.109 | 9650.00 | 2878370.00 |
| 3013 | 2021.04.06 17:45 | sell | 1310 | 0.10 | 152.128 | 152.880 | 149.130 | ||
| 3014 | 2021.04.07 17:00 | modify | 1310 | 0.10 | 152.128 | 151.853 | 149.130 | ||
| 3015 | 2021.04.08 19:00 | close | 1310 | 0.10 | 150.125 | 151.853 | 149.130 | 20030.00 | 2898400.00 |
| 3016 | 2021.04.13 14:15 | sell | 1311 | 0.10 | 149.862 | 150.620 | 146.870 | ||
| 3017 | 2021.04.15 15:30 | close | 1311 | 0.10 | 150.008 | 150.620 | 146.870 | -1460.00 | 2896940.00 |
| 3018 | 2021.04.19 16:00 | buy | 1312 | 0.10 | 150.938 | 150.167 | 153.917 | ||
| 3019 | 2021.04.21 16:04 | s/l | 1312 | 0.10 | 150.158 | 150.167 | 153.917 | -7800.00 | 2889140.00 |
| 3020 | 2021.04.22 12:15 | sell | 1313 | 0.10 | 150.102 | 150.855 | 147.105 | ||
| 3021 | 2021.04.26 13:30 | close | 1313 | 0.10 | 149.882 | 150.855 | 147.105 | 2200.00 | 2891340.00 |
| 3022 | 2021.04.27 13:45 | buy | 1314 | 0.10 | 150.681 | 149.906 | 153.656 | ||
| 3023 | 2021.04.29 10:00 | modify | 1314 | 0.10 | 150.681 | 150.962 | 153.656 | ||
| 3024 | 2021.04.29 15:00 | close | 1314 | 0.10 | 152.010 | 150.962 | 153.656 | 13290.00 | 2904630.00 |
| 3025 | 2021.04.29 15:00 | buy | 1315 | 0.10 | 152.020 | 151.257 | 155.007 | ||
| 3026 | 2021.04.30 15:35 | s/l | 1315 | 0.10 | 151.259 | 151.257 | 155.007 | -7610.00 | 2897020.00 |
| 3027 | 2021.05.10 01:30 | buy | 1316 | 0.10 | 152.240 | 151.469 | 155.219 | ||
| 3028 | 2021.05.10 12:00 | modify | 1316 | 0.10 | 152.240 | 152.461 | 155.219 | ||
| 3029 | 2021.05.12 02:45 | close | 1316 | 0.10 | 153.642 | 152.461 | 155.219 | 14020.00 | 2911040.00 |
| 3030 | 2021.05.12 15:45 | buy | 1317 | 0.10 | 154.096 | 153.326 | 157.076 | ||
| 3031 | 2021.05.14 17:00 | close | 1317 | 0.10 | 154.161 | 153.326 | 157.076 | 650.00 | 2911690.00 |
| 3032 | 2021.05.18 12:15 | buy | 1318 | 0.10 | 154.800 | 154.034 | 157.784 | ||
| 3033 | 2021.05.19 16:10 | s/l | 1318 | 0.10 | 154.036 | 154.034 | 157.784 | -7640.00 | 2904050.00 |
| 3034 | 2021.05.20 12:00 | sell | 1319 | 0.10 | 153.687 | 154.445 | 150.695 | ||
| 3035 | 2021.05.21 02:00 | s/l | 1319 | 0.10 | 154.454 | 154.445 | 150.695 | -7670.00 | 2896380.00 |
| 3036 | 2021.05.24 13:15 | sell | 1320 | 0.10 | 153.812 | 154.562 | 150.812 | ||
| 3037 | 2021.05.26 14:30 | close | 1320 | 0.10 | 154.247 | 154.562 | 150.812 | -4350.00 | 2892030.00 |
| 3038 | 2021.05.27 14:15 | buy | 1321 | 0.10 | 154.625 | 153.861 | 157.611 | ||
| 3039 | 2021.05.27 19:30 | modify | 1321 | 0.10 | 154.625 | 154.875 | 157.611 | ||
| 3040 | 2021.05.31 15:30 | close | 1321 | 0.10 | 155.532 | 154.875 | 157.611 | 9070.00 | 2901100.00 |
| 3041 | 2021.06.01 17:15 | sell | 1322 | 0.10 | 155.173 | 155.926 | 152.176 | ||
| 3042 | 2021.06.03 18:30 | close | 1322 | 0.10 | 155.549 | 155.926 | 152.176 | -3760.00 | 2897340.00 |
| 3043 | 2021.06.07 01:01 | sell | 1323 | 0.10 | 155.076 | 155.753 | 152.003 | ||
| 3044 | 2021.06.09 02:15 | close | 1323 | 0.10 | 154.950 | 155.753 | 152.003 | 1260.00 | 2898600.00 |
| 3045 | 2021.06.09 17:00 | sell | 1324 | 0.10 | 154.546 | 155.302 | 151.552 | ||
| 3046 | 2021.06.11 18:15 | close | 1324 | 0.10 | 154.992 | 155.302 | 151.552 | -4460.00 | 2894140.00 |
| 3047 | 2021.06.14 11:15 | sell | 1325 | 0.10 | 154.497 | 155.237 | 151.487 | ||
| 3048 | 2021.06.14 17:30 | s/l | 1325 | 0.10 | 155.231 | 155.237 | 151.487 | -7340.00 | 2886800.00 |
| 3049 | 2021.06.17 10:30 | sell | 1326 | 0.10 | 154.686 | 155.434 | 151.684 | ||
| 3050 | 2021.06.17 19:15 | modify | 1326 | 0.10 | 154.686 | 154.355 | 151.684 | ||
| 3051 | 2021.06.21 06:19 | t/p | 1326 | 0.10 | 151.682 | 154.355 | 151.684 | 30040.00 | 2916840.00 |
| 3052 | 2021.06.23 10:30 | buy | 1327 | 0.10 | 154.958 | 154.198 | 157.948 | ||
| 3053 | 2021.06.24 14:04 | s/l | 1327 | 0.10 | 154.187 | 154.198 | 157.948 | -7710.00 | 2909130.00 |
| 3054 | 2021.06.28 18:30 | sell | 1328 | 0.10 | 153.464 | 154.214 | 150.464 | ||
| 3055 | 2021.06.30 19:45 | close | 1328 | 0.10 | 153.286 | 154.214 | 150.464 | 1780.00 | 2910910.00 |
| 3056 | 2021.07.01 15:00 | buy | 1329 | 0.10 | 153.947 | 153.175 | 156.925 | ||
| 3057 | 2021.07.02 13:34 | s/l | 1329 | 0.10 | 153.166 | 153.175 | 156.925 | -7810.00 | 2903100.00 |
| 3058 | 2021.07.06 16:15 | sell | 1330 | 0.10 | 153.310 | 154.060 | 150.310 | ||
| 3059 | 2021.07.08 08:45 | modify | 1330 | 0.10 | 153.310 | 153.067 | 150.310 | ||
| 3060 | 2021.07.08 17:30 | close | 1330 | 0.10 | 151.026 | 153.067 | 150.310 | 22840.00 | 2925940.00 |
| 3061 | 2021.07.08 17:45 | sell | 1331 | 0.10 | 150.955 | 151.698 | 147.948 | ||
| 3062 | 2021.07.09 08:05 | s/l | 1331 | 0.10 | 151.700 | 151.698 | 147.948 | -7450.00 | 2918490.00 |
| 3063 | 2021.07.14 19:00 | sell | 1332 | 0.10 | 152.431 | 153.178 | 149.428 | ||
| 3064 | 2021.07.16 20:15 | close | 1332 | 0.10 | 151.714 | 153.178 | 149.428 | 7170.00 | 2925660.00 |
| 3065 | 2021.07.19 10:15 | sell | 1333 | 0.10 | 150.978 | 151.723 | 147.973 | ||
| 3066 | 2021.07.19 16:30 | modify | 1333 | 0.10 | 150.978 | 150.754 | 147.973 | ||
| 3067 | 2021.07.20 17:00 | close | 1333 | 0.10 | 149.211 | 150.754 | 147.973 | 17670.00 | 2943330.00 |
| 3068 | 2021.07.23 15:15 | buy | 1334 | 0.10 | 152.113 | 151.334 | 155.084 | ||
| 3069 | 2021.07.27 16:30 | close | 1334 | 0.10 | 151.944 | 151.334 | 155.084 | -1690.00 | 2941640.00 |
| 3070 | 2021.07.28 16:15 | buy | 1335 | 0.10 | 152.891 | 152.113 | 155.863 | ||
| 3071 | 2021.07.30 17:30 | close | 1335 | 0.10 | 152.841 | 152.113 | 155.863 | -500.00 | 2941140.00 |
| 3072 | 2021.08.02 15:15 | sell | 1336 | 0.10 | 152.125 | 152.878 | 149.128 | ||
| 3073 | 2021.08.04 16:30 | close | 1336 | 0.10 | 151.742 | 152.878 | 149.128 | 3830.00 | 2944970.00 |
| 3074 | 2021.08.05 11:00 | buy | 1337 | 0.10 | 152.592 | 151.812 | 155.562 | ||
| 3075 | 2021.08.09 12:15 | close | 1337 | 0.10 | 152.838 | 151.812 | 155.562 | 2460.00 | 2947430.00 |
| 3076 | 2021.08.10 11:15 | buy | 1338 | 0.10 | 153.145 | 152.368 | 156.118 | ||
| 3077 | 2021.08.12 12:30 | close | 1338 | 0.10 | 153.055 | 152.368 | 156.118 | -900.00 | 2946530.00 |
| 3078 | 2021.08.16 16:45 | sell | 1339 | 0.10 | 151.206 | 151.953 | 148.203 | ||
| 3079 | 2021.08.18 18:00 | close | 1339 | 0.10 | 151.183 | 151.953 | 148.203 | 230.00 | 2946760.00 |
| 3080 | 2021.08.19 11:15 | sell | 1340 | 0.10 | 150.186 | 150.933 | 147.183 | ||
| 3081 | 2021.08.19 13:00 | close | 1340 | 0.10 | 150.172 | 150.933 | 147.183 | 140.00 | 2946900.00 |
| 3082 | 2021.08.19 13:00 | sell | 1341 | 0.10 | 150.145 | 150.894 | 147.144 | ||
| 3083 | 2021.08.23 14:15 | close | 1341 | 0.10 | 150.557 | 150.894 | 147.144 | -4120.00 | 2942780.00 |
| 3084 | 2021.08.25 11:30 | buy | 1342 | 0.10 | 150.902 | 150.142 | 153.892 | ||
| 3085 | 2021.08.27 12:45 | close | 1342 | 0.10 | 150.879 | 150.142 | 153.892 | -230.00 | 2942550.00 |
| 3086 | 2021.09.01 13:00 | buy | 1343 | 0.10 | 151.727 | 150.955 | 154.705 | ||
| 3087 | 2021.09.03 14:15 | close | 1343 | 0.10 | 151.958 | 150.955 | 154.705 | 2310.00 | 2944860.00 |
| 3088 | 2021.09.08 11:15 | sell | 1344 | 0.10 | 151.597 | 152.341 | 148.591 | ||
| 3089 | 2021.09.10 09:58 | s/l | 1344 | 0.10 | 152.346 | 152.341 | 148.591 | -7490.00 | 2937370.00 |
| 3090 | 2021.09.10 11:15 | buy | 1345 | 0.10 | 152.629 | 151.866 | 155.616 | ||
| 3091 | 2021.09.13 00:10 | s/l | 1345 | 0.10 | 151.834 | 151.866 | 155.616 | -7950.00 | 2929420.00 |
| 3092 | 2021.09.14 11:00 | buy | 1346 | 0.10 | 152.651 | 151.888 | 155.638 | ||
| 3093 | 2021.09.14 17:42 | s/l | 1346 | 0.10 | 151.895 | 151.888 | 155.638 | -7560.00 | 2921860.00 |
| 3094 | 2021.09.16 17:15 | sell | 1347 | 0.10 | 150.983 | 151.731 | 147.981 | ||
| 3095 | 2021.09.17 08:22 | s/l | 1347 | 0.10 | 151.732 | 151.731 | 147.981 | -7490.00 | 2914370.00 |
| 3096 | 2021.09.20 01:01 | sell | 1348 | 0.10 | 150.998 | 151.769 | 148.019 | ||
| 3097 | 2021.09.20 11:45 | modify | 1348 | 0.10 | 150.998 | 150.795 | 148.019 | ||
| 3098 | 2021.09.22 02:15 | close | 1348 | 0.10 | 149.181 | 150.795 | 148.019 | 18170.00 | 2932540.00 |
| 3099 | 2021.09.23 13:00 | buy | 1349 | 0.10 | 150.386 | 149.614 | 153.364 | ||
| 3100 | 2021.09.24 03:30 | modify | 1349 | 0.10 | 150.386 | 150.604 | 153.364 | ||
| 3101 | 2021.09.27 14:15 | close | 1349 | 0.10 | 152.135 | 150.604 | 153.364 | 17490.00 | 2950030.00 |
| 3102 | 2021.09.27 14:15 | buy | 1350 | 0.10 | 152.161 | 151.387 | 155.137 | ||
| 3103 | 2021.09.28 15:19 | s/l | 1350 | 0.10 | 151.385 | 151.387 | 155.137 | -7760.00 | 2942270.00 |
| 3104 | 2021.09.29 11:45 | sell | 1351 | 0.10 | 150.289 | 151.043 | 147.293 | ||
| 3105 | 2021.10.01 13:00 | close | 1351 | 0.10 | 150.014 | 151.043 | 147.293 | 2750.00 | 2945020.00 |
| 3106 | 2021.10.04 13:45 | buy | 1352 | 0.10 | 151.158 | 150.395 | 154.145 | ||
| 3107 | 2021.10.06 15:00 | close | 1352 | 0.10 | 151.126 | 150.395 | 154.145 | -320.00 | 2944700.00 |
| 3108 | 2021.10.08 17:15 | buy | 1353 | 0.10 | 152.694 | 151.922 | 155.672 | ||
| 3109 | 2021.10.11 09:15 | modify | 1353 | 0.10 | 152.694 | 153.015 | 155.672 | ||
| 3110 | 2021.10.12 18:30 | close | 1353 | 0.10 | 154.591 | 153.015 | 155.672 | 18970.00 | 2963670.00 |
| 3111 | 2021.10.13 10:45 | buy | 1354 | 0.10 | 154.737 | 153.973 | 157.723 | ||
| 3112 | 2021.10.15 06:00 | modify | 1354 | 0.10 | 154.737 | 154.961 | 157.723 | ||
| 3113 | 2021.10.15 12:00 | close | 1354 | 0.10 | 156.818 | 154.961 | 157.723 | 20810.00 | 2984480.00 |
| 3114 | 2021.10.15 12:00 | buy | 1355 | 0.10 | 156.841 | 156.076 | 159.826 | ||
| 3115 | 2021.10.19 13:15 | close | 1355 | 0.10 | 157.640 | 156.076 | 159.826 | 7990.00 | 2992470.00 |
| 3116 | 2021.10.19 13:15 | buy | 1356 | 0.10 | 157.674 | 156.900 | 160.650 | ||
| 3117 | 2021.10.21 14:30 | close | 1356 | 0.10 | 157.523 | 156.900 | 160.650 | -1510.00 | 2990960.00 |
| 3118 | 2021.10.22 17:45 | sell | 1357 | 0.10 | 156.373 | 157.130 | 153.380 | ||
| 3119 | 2021.10.26 10:03 | s/l | 1357 | 0.10 | 157.138 | 157.130 | 153.380 | -7650.00 | 2983310.00 |
| 3120 | 2021.10.26 15:45 | buy | 1358 | 0.10 | 157.536 | 156.769 | 160.519 | ||
| 3121 | 2021.10.27 10:27 | s/l | 1358 | 0.10 | 156.763 | 156.769 | 160.519 | -7730.00 | 2975580.00 |
| 3122 | 2021.10.27 16:45 | sell | 1359 | 0.10 | 155.852 | 156.601 | 152.851 | ||
| 3123 | 2021.10.28 17:28 | s/l | 1359 | 0.10 | 156.612 | 156.601 | 152.851 | -7600.00 | 2967980.00 |
| 3124 | 2021.10.29 13:45 | buy | 1360 | 0.10 | 156.904 | 156.129 | 159.879 | ||
| 3125 | 2021.10.29 18:20 | s/l | 1360 | 0.10 | 156.126 | 156.129 | 159.879 | -7780.00 | 2960200.00 |
| 3126 | 2021.11.01 21:30 | sell | 1361 | 0.10 | 155.613 | 156.365 | 152.615 | ||
| 3127 | 2021.11.03 22:45 | close | 1361 | 0.10 | 155.924 | 156.365 | 152.615 | -3110.00 | 2957090.00 |
| 3128 | 2021.11.04 15:15 | sell | 1362 | 0.10 | 154.427 | 155.168 | 151.418 | ||
| 3129 | 2021.11.04 18:45 | modify | 1362 | 0.10 | 154.427 | 154.176 | 151.418 | ||
| 3130 | 2021.11.08 16:30 | close | 1362 | 0.10 | 153.260 | 154.176 | 151.418 | 11670.00 | 2968760.00 |
| 3131 | 2021.11.09 18:30 | sell | 1363 | 0.10 | 152.774 | 153.530 | 149.780 | ||
| 3132 | 2021.11.10 16:35 | s/l | 1363 | 0.10 | 153.527 | 153.530 | 149.780 | -7530.00 | 2961230.00 |
| 3133 | 2021.11.10 21:45 | sell | 1364 | 0.10 | 152.669 | 153.420 | 149.670 | ||
| 3134 | 2021.11.12 23:00 | close | 1364 | 0.10 | 152.856 | 153.420 | 149.670 | -1870.00 | 2959360.00 |
| 3135 | 2021.11.15 17:15 | buy | 1365 | 0.10 | 153.249 | 152.486 | 156.236 | ||
| 3136 | 2021.11.17 09:15 | modify | 1365 | 0.10 | 153.249 | 153.465 | 156.236 | ||
| 3137 | 2021.11.17 18:30 | close | 1365 | 0.10 | 154.184 | 153.465 | 156.236 | 9350.00 | 2968710.00 |
| 3138 | 2021.11.19 11:30 | sell | 1366 | 0.10 | 153.429 | 154.181 | 150.431 | ||
| 3139 | 2021.11.23 05:02 | s/l | 1366 | 0.10 | 154.183 | 154.181 | 150.431 | -7540.00 | 2961170.00 |
| 3140 | 2021.11.26 02:00 | sell | 1367 | 0.10 | 153.180 | 153.939 | 150.189 | ||
| 3141 | 2021.11.26 10:00 | modify | 1367 | 0.10 | 153.180 | 152.816 | 150.189 | ||
| 3142 | 2021.11.26 10:45 | close | 1367 | 0.10 | 152.002 | 152.816 | 150.189 | 11780.00 | 2972950.00 |
| 3143 | 2021.11.26 11:00 | sell | 1368 | 0.10 | 152.150 | 152.892 | 149.142 | ||
| 3144 | 2021.11.26 18:15 | modify | 1368 | 0.10 | 152.150 | 151.823 | 149.142 | ||
| 3145 | 2021.11.29 01:21 | s/l | 1368 | 0.10 | 151.816 | 151.823 | 149.142 | 3340.00 | 2976290.00 |
| 3146 | 2021.11.30 13:15 | sell | 1369 | 0.10 | 150.541 | 150.925 | 147.545 | ||
| 3147 | 2021.11.30 13:58 | s/l | 1369 | 0.10 | 150.926 | 150.925 | 147.545 | -3850.00 | 2972440.00 |
| 3148 | 2021.11.30 13:58 | sell | 1370 | 0.10 | 150.886 | 150.953 | 147.573 | ||
| 3149 | 2021.11.30 17:44 | s/l | 1370 | 0.10 | 150.957 | 150.953 | 147.573 | -710.00 | 2971730.00 |
| 3150 | 2021.12.03 17:45 | sell | 1371 | 0.10 | 149.577 | 149.964 | 146.584 | ||