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 |
| 3151 | 2021.12.06 10:31 | s/l | 1371 | 0.10 | 149.961 | 149.964 | 146.584 | -3840.00 | 2967890.00 |
| 3152 | 2021.12.09 10:15 | sell | 1372 | 0.10 | 149.746 | 150.120 | 146.740 | ||
| 3153 | 2021.12.09 20:03 | s/l | 1372 | 0.10 | 150.121 | 150.120 | 146.740 | -3750.00 | 2964140.00 |
| 3154 | 2021.12.13 13:15 | buy | 1373 | 0.10 | 150.682 | 150.287 | 153.667 | ||
| 3155 | 2021.12.13 17:52 | s/l | 1373 | 0.10 | 150.284 | 150.287 | 153.667 | -3980.00 | 2960160.00 |
| 3156 | 2021.12.15 10:15 | buy | 1374 | 0.10 | 150.893 | 150.493 | 153.873 | ||
| 3157 | 2021.12.15 16:49 | s/l | 1374 | 0.10 | 150.485 | 150.493 | 153.873 | -4080.00 | 2956080.00 |
| 3158 | 2021.12.15 22:15 | buy | 1375 | 0.10 | 151.230 | 150.823 | 154.203 | ||
| 3159 | 2021.12.16 14:30 | modify | 1375 | 0.10 | 151.230 | 151.675 | 154.203 | ||
| 3160 | 2021.12.16 16:52 | s/l | 1375 | 0.10 | 151.683 | 151.675 | 154.203 | 4530.00 | 2960610.00 |
| 3161 | 2021.12.22 11:45 | buy | 1376 | 0.10 | 151.868 | 151.092 | 154.842 | ||
| 3162 | 2021.12.23 10:45 | modify | 1376 | 0.10 | 151.868 | 152.085 | 154.842 | ||
| 3163 | 2021.12.24 13:00 | close | 1376 | 0.10 | 153.403 | 152.085 | 154.842 | 15350.00 | 2975960.00 |
| 3164 | 2021.12.27 11:45 | buy | 1377 | 0.10 | 153.703 | 152.931 | 156.681 | ||
| 3165 | 2021.12.29 13:00 | close | 1377 | 0.10 | 154.401 | 152.931 | 156.681 | 6980.00 | 2982940.00 |
| 3166 | 2021.12.29 15:30 | buy | 1378 | 0.10 | 154.645 | 153.868 | 157.618 | ||
| 3167 | 2021.12.31 16:45 | close | 1378 | 0.10 | 155.487 | 153.868 | 157.618 | 8420.00 | 2991360.00 |
| 3168 | 2021.12.31 17:30 | buy | 1379 | 0.10 | 155.738 | 154.958 | 158.708 | ||
| 3169 | 2022.01.03 17:32 | s/l | 1379 | 0.10 | 154.963 | 154.958 | 158.708 | -7750.00 | 2983610.00 |
| 3170 | 2022.01.04 10:00 | buy | 1380 | 0.10 | 156.125 | 155.359 | 159.109 | ||
| 3171 | 2022.01.04 17:00 | modify | 1380 | 0.10 | 156.125 | 156.384 | 159.109 | ||
| 3172 | 2022.01.06 09:57 | s/l | 1380 | 0.10 | 156.378 | 156.384 | 159.109 | 2530.00 | 2986140.00 |
| 3173 | 2022.01.10 17:30 | sell | 1381 | 0.10 | 156.135 | 156.892 | 153.142 | ||
| 3174 | 2022.01.11 05:34 | s/l | 1381 | 0.10 | 156.887 | 156.892 | 153.142 | -7520.00 | 2978620.00 |
| 3175 | 2022.01.13 19:30 | sell | 1382 | 0.10 | 156.367 | 157.117 | 153.367 | ||
| 3176 | 2022.01.17 20:45 | close | 1382 | 0.10 | 156.420 | 157.117 | 153.367 | -530.00 | 2978090.00 |
| 3177 | 2022.01.18 14:45 | sell | 1383 | 0.10 | 155.775 | 156.525 | 152.775 | ||
| 3178 | 2022.01.20 16:00 | close | 1383 | 0.10 | 155.504 | 156.525 | 152.775 | 2710.00 | 2980800.00 |
| 3179 | 2022.01.21 02:15 | sell | 1384 | 0.10 | 154.845 | 155.599 | 151.849 | ||
| 3180 | 2022.01.24 11:30 | modify | 1384 | 0.10 | 154.845 | 154.580 | 151.849 | ||
| 3181 | 2022.01.25 03:30 | close | 1384 | 0.10 | 153.618 | 154.580 | 151.849 | 12270.00 | 2993070.00 |
| 3182 | 2022.01.26 17:00 | buy | 1385 | 0.10 | 154.433 | 153.660 | 157.410 | ||
| 3183 | 2022.01.28 18:15 | close | 1385 | 0.10 | 154.486 | 153.660 | 157.410 | 530.00 | 2993600.00 |
| 3184 | 2022.01.31 11:45 | buy | 1386 | 0.10 | 155.191 | 154.421 | 158.171 | ||
| 3185 | 2022.02.02 13:00 | close | 1386 | 0.10 | 155.024 | 154.421 | 158.171 | -1670.00 | 2991930.00 |
| 3186 | 2022.02.03 14:00 | buy | 1387 | 0.10 | 155.785 | 155.023 | 158.773 | ||
| 3187 | 2022.02.07 15:15 | close | 1387 | 0.10 | 155.387 | 155.023 | 158.773 | -3980.00 | 2987950.00 |
| 3188 | 2022.02.08 17:15 | buy | 1388 | 0.10 | 156.482 | 155.722 | 159.472 | ||
| 3189 | 2022.02.10 17:30 | modify | 1388 | 0.10 | 156.482 | 156.703 | 159.472 | ||
| 3190 | 2022.02.10 18:30 | close | 1388 | 0.10 | 157.900 | 156.703 | 159.472 | 14180.00 | 3002130.00 |
| 3191 | 2022.02.10 18:30 | buy | 1389 | 0.10 | 157.923 | 157.156 | 160.906 | ||
| 3192 | 2022.02.11 02:26 | s/l | 1389 | 0.10 | 157.152 | 157.156 | 160.906 | -7710.00 | 2994420.00 |
| 3193 | 2022.02.14 10:15 | sell | 1390 | 0.10 | 155.948 | 156.695 | 152.945 | ||
| 3194 | 2022.02.15 10:09 | s/l | 1390 | 0.10 | 156.703 | 156.695 | 152.945 | -7550.00 | 2986870.00 |
| 3195 | 2022.02.18 10:45 | buy | 1391 | 0.10 | 157.155 | 156.377 | 160.127 | ||
| 3196 | 2022.02.18 16:34 | s/l | 1391 | 0.10 | 156.369 | 156.377 | 160.127 | -7860.00 | 2979010.00 |
| 3197 | 2022.02.18 19:45 | sell | 1392 | 0.10 | 156.284 | 157.026 | 153.276 | ||
| 3198 | 2022.02.22 21:00 | close | 1392 | 0.10 | 156.151 | 157.026 | 153.276 | 1330.00 | 2980340.00 |
| 3199 | 2022.02.24 02:30 | sell | 1393 | 0.10 | 155.539 | 156.285 | 152.535 | ||
| 3200 | 2022.02.24 09:45 | modify | 1393 | 0.10 | 155.539 | 155.184 | 152.535 | ||
| 3201 | 2022.02.24 18:15 | close | 1393 | 0.10 | 153.949 | 155.184 | 152.535 | 15900.00 | 2996240.00 |
| 3202 | 2022.02.28 21:15 | sell | 1394 | 0.10 | 153.996 | 154.744 | 150.994 | ||
| 3203 | 2022.03.01 19:45 | modify | 1394 | 0.10 | 153.996 | 153.786 | 150.994 | ||
| 3204 | 2022.03.02 15:16 | s/l | 1394 | 0.10 | 153.794 | 153.786 | 150.994 | 2020.00 | 2998260.00 |
| 3205 | 2022.03.11 13:30 | buy | 1395 | 0.10 | 153.235 | 152.466 | 156.216 | ||
| 3206 | 2022.03.15 07:00 | modify | 1395 | 0.10 | 153.235 | 153.463 | 156.216 | ||
| 3207 | 2022.03.15 11:24 | s/l | 1395 | 0.10 | 153.463 | 153.463 | 156.216 | 2280.00 | 3000540.00 |
| 3208 | 2022.03.16 14:30 | buy | 1396 | 0.10 | 154.742 | 153.979 | 157.729 | ||
| 3209 | 2022.03.16 22:45 | modify | 1396 | 0.10 | 154.742 | 155.002 | 157.729 | ||
| 3210 | 2022.03.17 15:15 | close | 1396 | 0.10 | 155.649 | 155.002 | 157.729 | 9070.00 | 3009610.00 |
| 3211 | 2022.03.18 17:15 | buy | 1397 | 0.10 | 156.825 | 156.046 | 159.796 | ||
| 3212 | 2022.03.22 07:45 | modify | 1397 | 0.10 | 156.825 | 157.065 | 159.796 | ||
| 3213 | 2022.03.22 14:19 | t/p | 1397 | 0.10 | 159.795 | 157.065 | 159.796 | 29700.00 | 3039310.00 |
| 3214 | 2022.03.22 14:20 | buy | 1398 | 0.10 | 159.822 | 158.935 | 162.685 | ||
| 3215 | 2022.03.23 03:15 | modify | 1398 | 0.10 | 159.822 | 160.063 | 162.685 | ||
| 3216 | 2022.03.23 11:22 | s/l | 1398 | 0.10 | 160.055 | 160.063 | 162.685 | 2330.00 | 3041640.00 |
| 3217 | 2022.03.24 19:45 | buy | 1399 | 0.10 | 161.191 | 160.429 | 164.179 | ||
| 3218 | 2022.03.25 03:30 | close | 1399 | 0.10 | 161.094 | 160.429 | 164.179 | -970.00 | 3040670.00 |
| 3219 | 2022.03.28 04:45 | buy | 1400 | 0.10 | 161.650 | 160.869 | 164.619 | ||
| 3220 | 2022.03.28 11:15 | modify | 1400 | 0.10 | 161.650 | 162.008 | 164.619 | ||
| 3221 | 2022.03.28 11:51 | t/p | 1400 | 0.10 | 164.629 | 162.008 | 164.619 | 29790.00 | 3070460.00 |
| 3222 | 2022.03.28 11:51 | buy | 1401 | 0.10 | 164.516 | 162.873 | 166.623 | ||
| 3223 | 2022.03.28 12:15 | close | 1401 | 0.10 | 163.476 | 162.873 | 166.623 | -10400.00 | 3060060.00 |
| 3224 | 2022.03.28 12:45 | buy | 1402 | 0.10 | 163.450 | 162.675 | 166.425 | ||
| 3225 | 2022.03.28 13:33 | s/l | 1402 | 0.10 | 162.678 | 162.675 | 166.425 | -7720.00 | 3052340.00 |
| 3226 | 2022.04.05 10:30 | buy | 1403 | 0.10 | 161.330 | 160.561 | 164.311 | ||
| 3227 | 2022.04.07 11:45 | close | 1403 | 0.10 | 161.936 | 160.561 | 164.311 | 6060.00 | 3058400.00 |
| 3228 | 2022.04.07 14:45 | buy | 1404 | 0.10 | 162.189 | 161.420 | 165.170 | ||
| 3229 | 2022.04.11 12:45 | modify | 1404 | 0.10 | 162.189 | 162.568 | 165.170 | ||
| 3230 | 2022.04.11 16:00 | close | 1404 | 0.10 | 163.682 | 162.568 | 165.170 | 14930.00 | 3073330.00 |
| 3231 | 2022.04.11 16:30 | buy | 1405 | 0.10 | 163.587 | 162.816 | 166.566 | ||
| 3232 | 2022.04.12 15:55 | s/l | 1405 | 0.10 | 162.811 | 162.816 | 166.566 | -7760.00 | 3065570.00 |
| 3233 | 2022.04.13 09:30 | buy | 1406 | 0.10 | 163.917 | 163.140 | 166.890 | ||
| 3234 | 2022.04.15 04:45 | modify | 1406 | 0.10 | 163.917 | 164.145 | 166.890 | ||
| 3235 | 2022.04.15 10:45 | close | 1406 | 0.10 | 165.236 | 164.145 | 166.890 | 13190.00 | 3078760.00 |
| 3236 | 2022.04.19 04:15 | buy | 1407 | 0.10 | 165.785 | 165.009 | 168.759 | ||
| 3237 | 2022.04.19 11:30 | modify | 1407 | 0.10 | 165.785 | 165.996 | 168.759 | ||
| 3238 | 2022.04.20 06:15 | close | 1407 | 0.10 | 167.232 | 165.996 | 168.759 | 14470.00 | 3093230.00 |
| 3239 | 2022.04.22 11:45 | sell | 1408 | 0.10 | 165.262 | 166.015 | 162.265 | ||
| 3240 | 2022.04.22 18:15 | close | 1408 | 0.10 | 165.729 | 166.015 | 162.265 | -4670.00 | 3088560.00 |
| 3241 | 2022.05.04 17:15 | sell | 1409 | 0.10 | 162.264 | 163.024 | 159.274 | ||
| 3242 | 2022.05.04 22:30 | close | 1409 | 0.10 | 162.478 | 163.024 | 159.274 | -2140.00 | 3086420.00 |
| 3243 | 2022.05.05 07:45 | sell | 1410 | 0.10 | 162.118 | 162.868 | 159.118 | ||
| 3244 | 2022.05.05 12:16 | s/l | 1410 | 0.10 | 162.873 | 162.868 | 159.118 | -7550.00 | 3078870.00 |
| 3245 | 2022.05.05 14:15 | sell | 1411 | 0.10 | 161.609 | 162.354 | 158.604 | ||
| 3246 | 2022.05.06 10:15 | modify | 1411 | 0.10 | 161.609 | 161.276 | 158.604 | ||
| 3247 | 2022.05.06 14:05 | s/l | 1411 | 0.10 | 161.281 | 161.276 | 158.604 | 3280.00 | 3082150.00 |
| 3248 | 2022.05.09 18:30 | sell | 1412 | 0.10 | 160.279 | 161.025 | 157.275 | ||
| 3249 | 2022.05.09 19:00 | close | 1412 | 0.10 | 160.847 | 161.025 | 157.275 | -5680.00 | 3076470.00 |
| 3250 | 2022.05.10 03:30 | sell | 1413 | 0.10 | 160.182 | 160.936 | 157.186 | ||
| 3251 | 2022.05.10 05:01 | s/l | 1413 | 0.10 | 160.930 | 160.936 | 157.186 | -7480.00 | 3068990.00 |
| 3252 | 2022.05.10 11:45 | sell | 1414 | 0.10 | 160.325 | 161.084 | 157.334 | ||
| 3253 | 2022.05.11 16:19 | s/l | 1414 | 0.10 | 161.082 | 161.084 | 157.334 | -7570.00 | 3061420.00 |
| 3254 | 2022.05.11 19:30 | sell | 1415 | 0.10 | 160.071 | 160.812 | 157.062 | ||
| 3255 | 2022.05.11 21:00 | modify | 1415 | 0.10 | 160.071 | 159.798 | 157.062 | ||
| 3256 | 2022.05.12 10:38 | t/p | 1415 | 0.10 | 157.063 | 159.798 | 157.062 | 30080.00 | 3091500.00 |
| 3257 | 2022.05.16 21:30 | buy | 1416 | 0.10 | 159.156 | 158.392 | 162.142 | ||
| 3258 | 2022.05.17 10:30 | modify | 1416 | 0.10 | 159.156 | 159.529 | 162.142 | ||
| 3259 | 2022.05.18 16:39 | s/l | 1416 | 0.10 | 159.526 | 159.529 | 162.142 | 3700.00 | 3095200.00 |
| 3260 | 2022.05.23 09:00 | buy | 1417 | 0.10 | 160.473 | 159.694 | 163.444 | ||
| 3261 | 2022.05.24 11:30 | s/l | 1417 | 0.10 | 159.690 | 159.694 | 163.444 | -7830.00 | 3087370.00 |
| 3262 | 2022.05.30 12:15 | buy | 1418 | 0.10 | 160.974 | 160.207 | 163.957 | ||
| 3263 | 2022.05.31 17:45 | modify | 1418 | 0.10 | 160.974 | 161.190 | 163.957 | ||
| 3264 | 2022.06.01 13:30 | close | 1418 | 0.10 | 163.036 | 161.190 | 163.957 | 20620.00 | 3107990.00 |
| 3265 | 2022.06.01 13:30 | buy | 1419 | 0.10 | 163.067 | 162.288 | 166.038 | ||
| 3266 | 2022.06.01 16:39 | s/l | 1419 | 0.10 | 162.290 | 162.288 | 166.038 | -7770.00 | 3100220.00 |
| 3267 | 2022.06.02 17:15 | buy | 1420 | 0.10 | 163.095 | 162.333 | 166.083 | ||
| 3268 | 2022.06.06 11:30 | modify | 1420 | 0.10 | 163.095 | 163.533 | 166.083 | ||
| 3269 | 2022.06.06 18:30 | close | 1420 | 0.10 | 164.922 | 163.533 | 166.083 | 18270.00 | 3118490.00 |
| 3270 | 2022.06.06 19:00 | buy | 1421 | 0.10 | 165.042 | 164.268 | 168.018 | ||
| 3271 | 2022.06.07 11:30 | modify | 1421 | 0.10 | 165.042 | 165.267 | 168.018 | ||
| 3272 | 2022.06.08 13:46 | t/p | 1421 | 0.10 | 168.022 | 165.267 | 168.018 | 29800.00 | 3148290.00 |
| 3273 | 2022.06.10 16:30 | sell | 1422 | 0.10 | 166.139 | 166.899 | 163.149 | ||
| 3274 | 2022.06.13 09:30 | modify | 1422 | 0.10 | 166.139 | 165.906 | 163.149 | ||
| 3275 | 2022.06.13 16:07 | t/p | 1422 | 0.10 | 163.144 | 165.906 | 163.149 | 29950.00 | 3178240.00 |
| 3276 | 2022.06.16 11:30 | sell | 1423 | 0.10 | 161.513 | 162.259 | 158.509 | ||
| 3277 | 2022.06.16 13:15 | close | 1423 | 0.10 | 162.149 | 162.259 | 158.509 | -6360.00 | 3171880.00 |
| 3278 | 2022.06.16 14:30 | sell | 1424 | 0.10 | 160.947 | 161.690 | 157.940 | ||
| 3279 | 2022.06.16 14:45 | close | 1424 | 0.10 | 161.329 | 161.690 | 157.940 | -3820.00 | 3168060.00 |
| 3280 | 2022.06.16 15:00 | sell | 1425 | 0.10 | 161.158 | 161.905 | 158.155 | ||
| 3281 | 2022.06.16 15:30 | close | 1425 | 0.10 | 161.773 | 161.905 | 158.155 | -6150.00 | 3161910.00 |
| 3282 | 2022.06.17 04:00 | buy | 1426 | 0.10 | 164.215 | 163.433 | 167.183 | ||
| 3283 | 2022.06.17 05:57 | s/l | 1426 | 0.10 | 163.367 | 163.433 | 167.183 | -8480.00 | 3153430.00 |
| 3284 | 2022.06.21 04:15 | buy | 1427 | 0.10 | 165.831 | 165.070 | 168.820 | ||
| 3285 | 2022.06.21 15:15 | modify | 1427 | 0.10 | 165.831 | 166.167 | 168.820 | ||
| 3286 | 2022.06.21 17:30 | close | 1427 | 0.10 | 166.929 | 166.167 | 168.820 | 10980.00 | 3164410.00 |
| 3287 | 2022.06.21 17:30 | buy | 1428 | 0.10 | 166.963 | 166.187 | 169.937 | ||
| 3288 | 2022.06.22 10:06 | s/l | 1428 | 0.10 | 166.174 | 166.187 | 169.937 | -7890.00 | 3156520.00 |
| 3289 | 2022.06.23 16:00 | sell | 1429 | 0.10 | 165.244 | 165.994 | 162.244 | ||
| 3290 | 2022.06.24 12:29 | s/l | 1429 | 0.10 | 165.992 | 165.994 | 162.244 | -7480.00 | 3149040.00 |
| 3291 | 2022.06.27 19:00 | buy | 1430 | 0.10 | 166.478 | 165.706 | 169.456 | ||
| 3292 | 2022.06.29 02:21 | s/l | 1430 | 0.10 | 165.700 | 165.706 | 169.456 | -7780.00 | 3141260.00 |
| 3293 | 2022.06.30 10:30 | sell | 1431 | 0.10 | 165.153 | 165.893 | 162.143 | ||
| 3294 | 2022.07.01 06:45 | modify | 1431 | 0.10 | 165.153 | 164.826 | 162.143 | ||
| 3295 | 2022.07.01 11:00 | close | 1431 | 0.10 | 163.879 | 164.826 | 162.143 | 12740.00 | 3154000.00 |
| 3296 | 2022.07.01 12:15 | sell | 1432 | 0.10 | 163.818 | 164.575 | 160.825 | ||
| 3297 | 2022.07.01 15:45 | modify | 1432 | 0.10 | 163.818 | 163.288 | 160.825 | ||
| 3298 | 2022.07.01 18:30 | close | 1432 | 0.10 | 162.670 | 163.288 | 160.825 | 11480.00 | 3165480.00 |
| 3299 | 2022.07.05 15:15 | sell | 1433 | 0.10 | 162.804 | 163.558 | 159.808 | ||
| 3300 | 2022.07.05 18:45 | modify | 1433 | 0.10 | 162.804 | 162.523 | 159.808 | ||