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 |
| 451 | 2008.12.26 23:34 | sell | 191 | 0.10 | 132.551 | 133.250 | 129.500 | ||
| 452 | 2008.12.29 02:28 | s/l | 191 | 0.10 | 133.250 | 133.250 | 129.500 | -6990.00 | 630590.00 |
| 453 | 2008.12.29 13:01 | sell | 192 | 0.10 | 132.156 | 133.155 | 129.405 | ||
| 454 | 2008.12.29 20:30 | modify | 192 | 0.10 | 132.156 | 131.585 | 129.405 | ||
| 455 | 2008.12.29 21:30 | close | 192 | 0.10 | 131.309 | 131.585 | 129.405 | 8470.00 | 639060.00 |
| 456 | 2009.01.05 10:30 | buy | 193 | 0.10 | 134.365 | 133.585 | 137.335 | ||
| 457 | 2009.01.05 12:00 | close | 193 | 0.10 | 134.656 | 133.585 | 137.335 | 2910.00 | 641970.00 |
| 458 | 2009.01.09 17:30 | sell | 194 | 0.10 | 137.073 | 137.820 | 134.070 | ||
| 459 | 2009.01.09 18:23 | s/l | 194 | 0.10 | 137.812 | 137.820 | 134.070 | -7390.00 | 634580.00 |
| 460 | 2009.01.09 18:23 | sell | 195 | 0.10 | 137.731 | 138.075 | 134.325 | ||
| 461 | 2009.01.12 00:15 | modify | 195 | 0.10 | 137.731 | 137.155 | 134.325 | ||
| 462 | 2009.01.12 11:30 | close | 195 | 0.10 | 135.028 | 137.155 | 134.325 | 27030.00 | 661610.00 |
| 463 | 2009.01.30 18:00 | buy | 196 | 0.10 | 129.475 | 128.710 | 132.460 | ||
| 464 | 2009.01.30 20:30 | close | 196 | 0.10 | 129.961 | 128.710 | 132.460 | 4860.00 | 666470.00 |
| 465 | 2009.02.05 12:15 | buy | 197 | 0.10 | 130.308 | 129.515 | 133.265 | ||
| 466 | 2009.02.05 14:45 | close | 197 | 0.10 | 130.952 | 129.515 | 133.265 | 6440.00 | 672910.00 |
| 467 | 2009.02.05 15:00 | buy | 198 | 0.10 | 131.077 | 130.280 | 134.030 | ||
| 468 | 2009.02.05 18:30 | modify | 198 | 0.10 | 131.077 | 131.315 | 134.030 | ||
| 469 | 2009.02.05 19:05 | t/p | 198 | 0.10 | 134.052 | 131.315 | 134.030 | 29750.00 | 702660.00 |
| 470 | 2009.02.17 21:15 | buy | 199 | 0.10 | 132.143 | 131.375 | 135.125 | ||
| 471 | 2009.02.18 00:06 | s/l | 199 | 0.10 | 131.357 | 131.375 | 135.125 | -7860.00 | 694800.00 |
| 472 | 2009.02.18 08:45 | buy | 200 | 0.10 | 131.949 | 131.160 | 134.910 | ||
| 473 | 2009.02.18 10:15 | close | 200 | 0.10 | 131.743 | 131.160 | 134.910 | -2060.00 | 692740.00 |
| 474 | 2009.02.18 15:15 | buy | 201 | 0.10 | 132.096 | 131.320 | 135.070 | ||
| 475 | 2009.02.18 18:45 | modify | 201 | 0.10 | 132.096 | 132.575 | 135.070 | ||
| 476 | 2009.02.19 15:30 | close | 201 | 0.10 | 134.657 | 132.575 | 135.070 | 25610.00 | 718350.00 |
| 477 | 2009.02.23 09:30 | buy | 202 | 0.10 | 135.814 | 135.030 | 138.780 | ||
| 478 | 2009.02.23 12:00 | modify | 202 | 0.10 | 135.814 | 136.340 | 138.780 | ||
| 479 | 2009.02.23 12:29 | t/p | 202 | 0.10 | 138.787 | 136.340 | 138.780 | 29730.00 | 748080.00 |
| 480 | 2009.03.09 12:15 | sell | 203 | 0.10 | 137.537 | 138.280 | 134.530 | ||
| 481 | 2009.03.09 16:00 | modify | 203 | 0.10 | 137.537 | 137.120 | 134.530 | ||
| 482 | 2009.03.09 17:13 | s/l | 203 | 0.10 | 137.134 | 137.120 | 134.530 | 4030.00 | 752110.00 |
| 483 | 2009.03.09 17:13 | sell | 204 | 0.10 | 137.159 | 137.430 | 133.680 | ||
| 484 | 2009.03.09 19:15 | modify | 204 | 0.10 | 137.159 | 136.895 | 133.680 | ||
| 485 | 2009.03.09 19:30 | close | 204 | 0.10 | 136.722 | 136.895 | 133.680 | 4370.00 | 756480.00 |
| 486 | 2009.03.11 07:15 | sell | 205 | 0.10 | 134.788 | 135.535 | 131.785 | ||
| 487 | 2009.03.11 10:56 | s/l | 205 | 0.10 | 135.525 | 135.535 | 131.785 | -7370.00 | 749110.00 |
| 488 | 2009.03.11 12:00 | sell | 206 | 0.10 | 134.849 | 135.590 | 131.840 | ||
| 489 | 2009.03.11 12:31 | s/l | 206 | 0.10 | 135.595 | 135.590 | 131.840 | -7460.00 | 741650.00 |
| 490 | 2009.03.11 18:45 | sell | 207 | 0.10 | 134.674 | 135.425 | 131.675 | ||
| 491 | 2009.03.12 07:15 | modify | 207 | 0.10 | 134.674 | 134.365 | 131.675 | ||
| 492 | 2009.03.12 11:48 | t/p | 207 | 0.10 | 131.685 | 134.365 | 131.675 | 29890.00 | 771540.00 |
| 493 | 2009.03.18 19:00 | sell | 208 | 0.10 | 137.027 | 137.780 | 134.030 | ||
| 494 | 2009.03.18 21:45 | close | 208 | 0.10 | 136.955 | 137.780 | 134.030 | 720.00 | 772260.00 |
| 495 | 2009.03.20 21:00 | buy | 209 | 0.10 | 138.597 | 137.800 | 141.550 | ||
| 496 | 2009.03.23 05:30 | modify | 209 | 0.10 | 138.597 | 138.815 | 141.550 | ||
| 497 | 2009.03.23 14:19 | t/p | 209 | 0.10 | 141.556 | 138.815 | 141.550 | 29590.00 | 801850.00 |
| 498 | 2009.03.27 09:45 | sell | 210 | 0.10 | 141.450 | 142.195 | 138.445 | ||
| 499 | 2009.03.27 13:30 | modify | 210 | 0.10 | 141.450 | 140.980 | 138.445 | ||
| 500 | 2009.03.27 15:45 | close | 210 | 0.10 | 140.108 | 140.980 | 138.445 | 13420.00 | 815270.00 |
| 501 | 2009.04.13 03:19 | sell | 211 | 0.10 | 146.567 | 147.210 | 143.460 | ||
| 502 | 2009.04.13 04:04 | s/l | 211 | 0.10 | 147.225 | 147.210 | 143.460 | -6580.00 | 808690.00 |
| 503 | 2009.04.13 09:45 | buy | 212 | 0.10 | 147.743 | 146.940 | 150.690 | ||
| 504 | 2009.04.14 03:00 | modify | 212 | 0.10 | 147.743 | 148.155 | 150.690 | ||
| 505 | 2009.04.14 04:49 | s/l | 212 | 0.10 | 148.147 | 148.155 | 150.690 | 4040.00 | 812730.00 |
| 506 | 2009.04.17 12:15 | sell | 213 | 0.10 | 146.884 | 147.605 | 143.855 | ||
| 507 | 2009.04.20 04:45 | modify | 213 | 0.10 | 146.884 | 146.525 | 143.855 | ||
| 508 | 2009.04.20 12:21 | t/p | 213 | 0.10 | 143.864 | 146.525 | 143.855 | 30200.00 | 842930.00 |
| 509 | 2009.05.05 11:45 | buy | 214 | 0.10 | 149.500 | 148.730 | 152.480 | ||
| 510 | 2009.05.05 17:32 | s/l | 214 | 0.10 | 148.714 | 148.730 | 152.480 | -7860.00 | 835070.00 |
| 511 | 2009.05.07 12:30 | buy | 215 | 0.10 | 150.166 | 149.355 | 153.105 | ||
| 512 | 2009.05.07 14:02 | s/l | 215 | 0.10 | 149.356 | 149.355 | 153.105 | -8100.00 | 826970.00 |
| 513 | 2009.05.11 00:36 | buy | 216 | 0.10 | 150.298 | 149.560 | 153.310 | ||
| 514 | 2009.05.11 06:19 | s/l | 216 | 0.10 | 149.559 | 149.560 | 153.310 | -7390.00 | 819580.00 |
| 515 | 2009.05.13 13:00 | sell | 217 | 0.10 | 145.675 | 146.430 | 142.680 | ||
| 516 | 2009.05.13 22:45 | modify | 217 | 0.10 | 145.675 | 145.305 | 142.680 | ||
| 517 | 2009.05.14 13:15 | close | 217 | 0.10 | 144.250 | 145.305 | 142.680 | 14250.00 | 833830.00 |
| 518 | 2009.05.20 18:30 | buy | 218 | 0.10 | 149.670 | 148.875 | 152.625 | ||
| 519 | 2009.05.20 19:28 | s/l | 218 | 0.10 | 148.857 | 148.875 | 152.625 | -8130.00 | 825700.00 |
| 520 | 2009.05.20 21:45 | buy | 219 | 0.10 | 149.774 | 148.980 | 152.730 | ||
| 521 | 2009.05.21 02:23 | s/l | 219 | 0.10 | 148.979 | 148.980 | 152.730 | -7950.00 | 817750.00 |
| 522 | 2009.05.21 19:45 | buy | 220 | 0.10 | 149.915 | 149.110 | 152.860 | ||
| 523 | 2009.05.22 02:40 | s/l | 220 | 0.10 | 149.103 | 149.110 | 152.860 | -8120.00 | 809630.00 |
| 524 | 2009.05.22 17:45 | buy | 221 | 0.10 | 150.253 | 149.460 | 153.210 | ||
| 525 | 2009.05.25 09:30 | modify | 221 | 0.10 | 150.253 | 150.550 | 153.210 | ||
| 526 | 2009.05.25 10:57 | s/l | 221 | 0.10 | 150.545 | 150.550 | 153.210 | 2920.00 | 812550.00 |
| 527 | 2009.05.27 02:15 | buy | 222 | 0.10 | 151.864 | 151.070 | 154.820 | ||
| 528 | 2009.05.27 22:00 | modify | 222 | 0.10 | 151.864 | 152.080 | 154.820 | ||
| 529 | 2009.05.27 23:59 | s/l | 222 | 0.10 | 152.045 | 152.080 | 154.820 | 1810.00 | 814360.00 |
| 530 | 2009.06.01 10:45 | buy | 223 | 0.10 | 155.183 | 154.395 | 158.145 | ||
| 531 | 2009.06.01 16:00 | modify | 223 | 0.10 | 155.183 | 155.425 | 158.145 | ||
| 532 | 2009.06.01 17:24 | t/p | 223 | 0.10 | 158.154 | 155.425 | 158.145 | 29710.00 | 844070.00 |
| 533 | 2009.06.01 17:24 | buy | 224 | 0.10 | 158.165 | 157.005 | 160.755 | ||
| 534 | 2009.06.02 12:55 | s/l | 224 | 0.10 | 157.004 | 157.005 | 160.755 | -11610.00 | 832460.00 |
| 535 | 2009.06.09 10:15 | buy | 225 | 0.10 | 158.921 | 158.135 | 161.885 | ||
| 536 | 2009.06.09 11:13 | s/l | 225 | 0.10 | 158.140 | 158.135 | 161.885 | -7810.00 | 824650.00 |
| 537 | 2009.06.09 14:15 | buy | 226 | 0.10 | 158.859 | 158.065 | 161.815 | ||
| 538 | 2009.06.10 10:00 | modify | 226 | 0.10 | 158.859 | 159.305 | 161.815 | ||
| 539 | 2009.06.10 12:45 | close | 226 | 0.10 | 160.161 | 159.305 | 161.815 | 13020.00 | 837670.00 |
| 540 | 2009.06.12 09:30 | buy | 227 | 0.10 | 162.499 | 161.705 | 165.455 | ||
| 541 | 2009.06.12 10:06 | s/l | 227 | 0.10 | 161.697 | 161.705 | 165.455 | -8020.00 | 829650.00 |
| 542 | 2009.06.15 18:30 | sell | 228 | 0.10 | 159.648 | 160.389 | 156.639 | ||
| 543 | 2009.06.15 23:00 | close | 228 | 0.10 | 159.611 | 160.389 | 156.639 | 370.00 | 830020.00 |
| 544 | 2009.06.29 14:30 | buy | 229 | 0.10 | 157.981 | 157.210 | 160.960 | ||
| 545 | 2009.06.29 20:30 | modify | 229 | 0.10 | 157.981 | 158.280 | 160.960 | ||
| 546 | 2009.06.30 09:45 | close | 229 | 0.10 | 159.685 | 158.280 | 160.960 | 17040.00 | 847060.00 |
| 547 | 2009.07.01 17:30 | buy | 230 | 0.10 | 159.955 | 159.175 | 162.925 | ||
| 548 | 2009.07.01 18:22 | s/l | 230 | 0.10 | 159.180 | 159.175 | 162.925 | -7750.00 | 839310.00 |
| 549 | 2009.07.02 16:45 | sell | 231 | 0.10 | 157.065 | 157.820 | 154.070 | ||
| 550 | 2009.07.03 09:28 | s/l | 231 | 0.10 | 157.834 | 157.820 | 154.070 | -7690.00 | 831620.00 |
| 551 | 2009.07.06 08:00 | sell | 232 | 0.10 | 155.466 | 156.215 | 152.465 | ||
| 552 | 2009.07.06 10:15 | modify | 232 | 0.10 | 155.466 | 155.060 | 152.465 | ||
| 553 | 2009.07.06 22:45 | s/l | 232 | 0.10 | 155.066 | 155.060 | 152.465 | 4000.00 | 835620.00 |
| 554 | 2009.07.20 03:45 | buy | 233 | 0.10 | 154.868 | 154.100 | 157.850 | ||
| 555 | 2009.07.20 11:15 | modify | 233 | 0.10 | 154.868 | 155.165 | 157.850 | ||
| 556 | 2009.07.21 03:44 | s/l | 233 | 0.10 | 155.160 | 155.165 | 157.850 | 2920.00 | 838540.00 |
| 557 | 2009.07.27 18:30 | buy | 234 | 0.10 | 157.274 | 156.495 | 160.245 | ||
| 558 | 2009.07.28 03:28 | s/l | 234 | 0.10 | 156.502 | 156.495 | 160.245 | -7720.00 | 830820.00 |
| 559 | 2009.07.30 16:45 | buy | 235 | 0.10 | 157.422 | 156.630 | 160.380 | ||
| 560 | 2009.07.31 14:30 | modify | 235 | 0.10 | 157.422 | 157.640 | 160.380 | ||
| 561 | 2009.07.31 15:37 | s/l | 235 | 0.10 | 157.639 | 157.640 | 160.380 | 2170.00 | 832990.00 |
| 562 | 2009.08.03 11:00 | buy | 236 | 0.10 | 159.234 | 158.460 | 162.210 | ||
| 563 | 2009.08.03 17:30 | modify | 236 | 0.10 | 159.234 | 160.090 | 162.210 | ||
| 564 | 2009.08.04 10:30 | close | 236 | 0.10 | 160.893 | 160.090 | 162.210 | 16590.00 | 849580.00 |
| 565 | 2009.08.05 14:00 | buy | 237 | 0.10 | 162.063 | 161.280 | 165.030 | ||
| 566 | 2009.08.05 15:45 | close | 237 | 0.10 | 161.830 | 161.280 | 165.030 | -2330.00 | 847250.00 |
| 567 | 2009.08.06 13:30 | buy | 238 | 0.10 | 162.389 | 161.620 | 165.370 | ||
| 568 | 2009.08.06 14:00 | s/l | 238 | 0.10 | 161.608 | 161.620 | 165.370 | -7810.00 | 839440.00 |
| 569 | 2009.08.07 05:00 | sell | 239 | 0.10 | 159.790 | 160.535 | 156.785 | ||
| 570 | 2009.08.07 15:30 | s/l | 239 | 0.10 | 160.605 | 160.535 | 156.785 | -8150.00 | 831290.00 |
| 571 | 2009.08.14 10:30 | sell | 240 | 0.10 | 157.111 | 157.860 | 154.110 | ||
| 572 | 2009.08.17 03:15 | modify | 240 | 0.10 | 157.111 | 156.860 | 154.110 | ||
| 573 | 2009.08.17 10:45 | close | 240 | 0.10 | 154.835 | 156.860 | 154.110 | 22760.00 | 854050.00 |
| 574 | 2009.08.21 06:30 | sell | 241 | 0.10 | 154.234 | 154.975 | 151.225 | ||
| 575 | 2009.08.21 10:05 | s/l | 241 | 0.10 | 154.993 | 154.975 | 151.225 | -7590.00 | 846460.00 |
| 576 | 2009.08.24 06:45 | buy | 242 | 0.10 | 156.800 | 155.995 | 159.745 | ||
| 577 | 2009.08.24 09:54 | s/l | 242 | 0.10 | 155.992 | 155.995 | 159.745 | -8080.00 | 838380.00 |
| 578 | 2009.08.26 14:30 | sell | 243 | 0.10 | 152.965 | 153.720 | 149.970 | ||
| 579 | 2009.08.26 17:15 | close | 243 | 0.10 | 153.186 | 153.720 | 149.970 | -2210.00 | 836170.00 |
| 580 | 2009.08.27 03:45 | sell | 244 | 0.10 | 152.390 | 153.135 | 149.385 | ||
| 581 | 2009.08.27 17:30 | modify | 244 | 0.10 | 152.390 | 152.135 | 149.385 | ||
| 582 | 2009.08.27 21:16 | s/l | 244 | 0.10 | 152.153 | 152.135 | 149.385 | 2370.00 | 838540.00 |
| 583 | 2009.08.31 04:15 | sell | 245 | 0.10 | 150.725 | 151.465 | 147.715 | ||
| 584 | 2009.08.31 18:59 | s/l | 245 | 0.10 | 151.462 | 151.465 | 147.715 | -7370.00 | 831170.00 |
| 585 | 2009.09.01 20:45 | sell | 246 | 0.10 | 150.071 | 150.820 | 147.070 | ||
| 586 | 2009.09.02 21:00 | close | 246 | 0.10 | 150.111 | 150.820 | 147.070 | -400.00 | 830770.00 |
| 587 | 2009.09.04 20:00 | buy | 247 | 0.10 | 152.365 | 151.585 | 155.335 | ||
| 588 | 2009.09.07 19:35 | s/l | 247 | 0.10 | 151.579 | 151.585 | 155.335 | -7860.00 | 822910.00 |
| 589 | 2009.09.10 13:00 | sell | 248 | 0.10 | 151.962 | 152.710 | 148.960 | ||
| 590 | 2009.09.10 14:00 | s/l | 248 | 0.10 | 152.752 | 152.710 | 148.960 | -7900.00 | 815010.00 |
| 591 | 2009.09.10 14:45 | buy | 249 | 0.10 | 152.957 | 152.180 | 155.930 | ||
| 592 | 2009.09.11 10:04 | s/l | 249 | 0.10 | 152.175 | 152.180 | 155.930 | -7820.00 | 807190.00 |
| 593 | 2009.09.11 11:30 | sell | 250 | 0.10 | 151.740 | 152.520 | 148.770 | ||
| 594 | 2009.09.14 00:15 | modify | 250 | 0.10 | 151.740 | 151.516 | 148.770 | ||
| 595 | 2009.09.14 11:45 | close | 250 | 0.10 | 150.187 | 151.516 | 148.770 | 15530.00 | 822720.00 |
| 596 | 2009.09.15 17:15 | sell | 251 | 0.10 | 149.776 | 150.530 | 146.780 | ||
| 597 | 2009.09.16 17:30 | close | 251 | 0.10 | 149.931 | 150.530 | 146.780 | -1550.00 | 821170.00 |
| 598 | 2009.09.18 09:45 | sell | 252 | 0.10 | 148.956 | 149.710 | 145.960 | ||
| 599 | 2009.09.21 10:00 | close | 252 | 0.10 | 148.942 | 149.710 | 145.960 | 140.00 | 821310.00 |
| 600 | 2009.09.23 03:00 | sell | 253 | 0.10 | 148.608 | 149.350 | 145.600 | ||