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 |
| 601 | 2009.09.23 11:32 | s/l | 253 | 0.10 | 149.349 | 149.350 | 145.600 | -7410.00 | 813900.00 |
| 602 | 2009.09.23 13:30 | buy | 254 | 0.10 | 149.748 | 148.970 | 152.720 | ||
| 603 | 2009.09.24 06:00 | s/l | 254 | 0.10 | 148.968 | 148.970 | 152.720 | -7800.00 | 806100.00 |
| 604 | 2009.09.24 10:15 | sell | 255 | 0.10 | 147.821 | 148.565 | 144.815 | ||
| 605 | 2009.09.24 12:15 | modify | 255 | 0.10 | 147.821 | 147.610 | 144.815 | ||
| 606 | 2009.09.24 14:00 | close | 255 | 0.10 | 146.933 | 147.610 | 144.815 | 8880.00 | 814980.00 |
| 607 | 2009.10.01 21:00 | sell | 256 | 0.10 | 142.950 | 143.695 | 139.945 | ||
| 608 | 2009.10.02 14:00 | modify | 256 | 0.10 | 142.950 | 142.585 | 139.945 | ||
| 609 | 2009.10.02 17:30 | close | 256 | 0.10 | 141.767 | 142.585 | 139.945 | 11830.00 | 826810.00 |
| 610 | 2009.10.06 14:00 | sell | 257 | 0.10 | 141.748 | 142.500 | 138.750 | ||
| 611 | 2009.10.07 09:30 | modify | 257 | 0.10 | 141.748 | 141.530 | 138.750 | ||
| 612 | 2009.10.07 14:00 | close | 257 | 0.10 | 140.525 | 141.530 | 138.750 | 12230.00 | 839040.00 |
| 613 | 2009.10.09 05:00 | buy | 258 | 0.10 | 142.832 | 142.035 | 145.785 | ||
| 614 | 2009.10.09 12:30 | s/l | 258 | 0.10 | 142.036 | 142.035 | 145.785 | -7960.00 | 831080.00 |
| 615 | 2009.10.12 08:30 | buy | 259 | 0.10 | 143.127 | 142.350 | 146.100 | ||
| 616 | 2009.10.12 10:13 | s/l | 259 | 0.10 | 142.343 | 142.350 | 146.100 | -7840.00 | 823240.00 |
| 617 | 2009.10.13 11:45 | sell | 260 | 0.10 | 141.476 | 142.225 | 138.475 | ||
| 618 | 2009.10.13 12:45 | close | 260 | 0.10 | 141.702 | 142.225 | 138.475 | -2260.00 | 820980.00 |
| 619 | 2009.10.13 15:15 | sell | 261 | 0.10 | 141.367 | 142.115 | 138.365 | ||
| 620 | 2009.10.13 16:08 | s/l | 261 | 0.10 | 142.109 | 142.115 | 138.365 | -7420.00 | 813560.00 |
| 621 | 2009.10.14 02:15 | buy | 262 | 0.10 | 143.058 | 142.285 | 146.035 | ||
| 622 | 2009.10.14 04:40 | s/l | 262 | 0.10 | 142.292 | 142.285 | 146.035 | -7660.00 | 805900.00 |
| 623 | 2009.10.14 14:15 | buy | 263 | 0.10 | 143.185 | 142.410 | 146.160 | ||
| 624 | 2009.10.14 16:35 | s/l | 263 | 0.10 | 142.366 | 142.410 | 146.160 | -8190.00 | 797710.00 |
| 625 | 2009.10.15 03:30 | buy | 264 | 0.10 | 143.570 | 142.795 | 146.545 | ||
| 626 | 2009.10.15 11:15 | modify | 264 | 0.10 | 143.570 | 143.800 | 146.545 | ||
| 627 | 2009.10.15 13:44 | t/p | 264 | 0.10 | 146.559 | 143.800 | 146.545 | 29890.00 | 827600.00 |
| 628 | 2009.10.20 18:00 | buy | 265 | 0.10 | 149.173 | 148.400 | 152.150 | ||
| 629 | 2009.10.20 19:00 | close | 265 | 0.10 | 148.774 | 148.400 | 152.150 | -3990.00 | 823610.00 |
| 630 | 2009.10.21 10:30 | buy | 266 | 0.10 | 149.401 | 148.615 | 152.365 | ||
| 631 | 2009.10.21 12:30 | modify | 266 | 0.10 | 149.401 | 149.690 | 152.365 | ||
| 632 | 2009.10.22 10:45 | close | 266 | 0.10 | 151.533 | 149.690 | 152.365 | 21320.00 | 844930.00 |
| 633 | 2009.10.23 09:30 | buy | 267 | 0.10 | 152.812 | 152.035 | 155.785 | ||
| 634 | 2009.10.23 11:30 | s/l | 267 | 0.10 | 151.888 | 152.035 | 155.785 | -9240.00 | 835690.00 |
| 635 | 2009.10.28 04:15 | sell | 268 | 0.10 | 149.382 | 150.135 | 146.385 | ||
| 636 | 2009.10.29 03:30 | modify | 268 | 0.10 | 149.382 | 149.085 | 146.385 | ||
| 637 | 2009.10.29 04:30 | close | 268 | 0.10 | 148.390 | 149.085 | 146.385 | 9920.00 | 845610.00 |
| 638 | 2009.11.09 10:00 | buy | 269 | 0.10 | 151.267 | 150.490 | 154.240 | ||
| 639 | 2009.11.09 17:23 | s/l | 269 | 0.10 | 150.480 | 150.490 | 154.240 | -7870.00 | 837740.00 |
| 640 | 2009.11.11 18:00 | sell | 270 | 0.10 | 148.923 | 149.665 | 145.915 | ||
| 641 | 2009.11.12 16:08 | s/l | 270 | 0.10 | 149.670 | 149.665 | 145.915 | -7470.00 | 830270.00 |
| 642 | 2009.11.16 19:30 | buy | 271 | 0.10 | 150.241 | 149.455 | 153.205 | ||
| 643 | 2009.11.17 10:16 | s/l | 271 | 0.10 | 149.456 | 149.455 | 153.205 | -7850.00 | 822420.00 |
| 644 | 2009.11.17 18:00 | buy | 272 | 0.10 | 150.142 | 149.375 | 153.125 | ||
| 645 | 2009.11.18 17:15 | close | 272 | 0.10 | 149.490 | 149.375 | 153.125 | -6520.00 | 815900.00 |
| 646 | 2009.11.18 17:15 | sell | 273 | 0.10 | 149.485 | 150.245 | 146.495 | ||
| 647 | 2009.11.19 10:15 | modify | 273 | 0.10 | 149.485 | 149.085 | 146.495 | ||
| 648 | 2009.11.19 17:30 | close | 273 | 0.10 | 147.580 | 149.085 | 146.495 | 19050.00 | 834950.00 |
| 649 | 2009.11.25 21:15 | sell | 274 | 0.10 | 145.816 | 146.565 | 142.815 | ||
| 650 | 2009.11.26 06:30 | modify | 274 | 0.10 | 145.816 | 145.600 | 142.815 | ||
| 651 | 2009.11.26 17:22 | t/p | 274 | 0.10 | 142.824 | 145.600 | 142.815 | 29920.00 | 864870.00 |
| 652 | 2009.12.04 13:30 | buy | 275 | 0.10 | 147.043 | 146.265 | 150.015 | ||
| 653 | 2009.12.04 16:00 | modify | 275 | 0.10 | 147.043 | 147.255 | 150.015 | ||
| 654 | 2009.12.07 00:15 | close | 275 | 0.10 | 148.029 | 147.255 | 150.015 | 9860.00 | 874730.00 |
| 655 | 2009.12.15 17:15 | buy | 276 | 0.10 | 145.647 | 144.860 | 148.610 | ||
| 656 | 2009.12.16 15:30 | modify | 276 | 0.10 | 145.647 | 145.925 | 148.610 | ||
| 657 | 2009.12.16 17:30 | close | 276 | 0.10 | 146.672 | 145.925 | 148.610 | 10250.00 | 884980.00 |
| 658 | 2009.12.16 17:45 | buy | 277 | 0.10 | 146.805 | 146.025 | 149.775 | ||
| 659 | 2009.12.17 09:02 | s/l | 277 | 0.10 | 146.030 | 146.025 | 149.775 | -7750.00 | 877230.00 |
| 660 | 2009.12.22 03:15 | buy | 278 | 0.10 | 146.712 | 145.935 | 149.685 | ||
| 661 | 2009.12.23 03:30 | close | 278 | 0.10 | 146.337 | 145.935 | 149.685 | -3750.00 | 873480.00 |
| 662 | 2009.12.24 09:30 | sell | 279 | 0.10 | 145.918 | 146.675 | 142.925 | ||
| 663 | 2009.12.25 09:45 | close | 279 | 0.10 | 145.992 | 146.675 | 142.925 | -740.00 | 872740.00 |
| 664 | 2009.12.25 10:30 | sell | 280 | 0.10 | 145.663 | 146.423 | 142.673 | ||
| 665 | 2009.12.28 10:45 | close | 280 | 0.10 | 146.123 | 146.423 | 142.673 | -4600.00 | 868140.00 |
| 666 | 2009.12.28 18:00 | buy | 281 | 0.10 | 146.659 | 145.870 | 149.620 | ||
| 667 | 2009.12.29 18:15 | close | 281 | 0.10 | 146.316 | 145.870 | 149.620 | -3430.00 | 864710.00 |
| 668 | 2009.12.30 17:00 | buy | 282 | 0.10 | 147.395 | 146.620 | 150.370 | ||
| 669 | 2009.12.30 18:45 | modify | 282 | 0.10 | 147.395 | 147.610 | 150.370 | ||
| 670 | 2009.12.31 17:15 | close | 282 | 0.10 | 150.214 | 147.610 | 150.370 | 28190.00 | 892900.00 |
| 671 | 2010.01.05 03:15 | sell | 283 | 0.10 | 148.329 | 149.080 | 145.330 | ||
| 672 | 2010.01.05 13:00 | modify | 283 | 0.10 | 148.329 | 148.095 | 145.330 | ||
| 673 | 2010.01.06 03:30 | close | 283 | 0.10 | 147.145 | 148.095 | 145.330 | 11840.00 | 904740.00 |
| 674 | 2010.01.08 00:15 | buy | 284 | 0.10 | 149.074 | 148.300 | 152.050 | ||
| 675 | 2010.01.08 15:30 | s/l | 284 | 0.10 | 148.235 | 148.300 | 152.050 | -8390.00 | 896350.00 |
| 676 | 2010.01.11 12:00 | buy | 285 | 0.10 | 149.323 | 148.545 | 152.295 | ||
| 677 | 2010.01.11 17:41 | s/l | 285 | 0.10 | 148.553 | 148.545 | 152.295 | -7700.00 | 888650.00 |
| 678 | 2010.01.12 11:30 | sell | 286 | 0.10 | 147.622 | 148.380 | 144.630 | ||
| 679 | 2010.01.13 10:54 | s/l | 286 | 0.10 | 148.378 | 148.380 | 144.630 | -7560.00 | 881090.00 |
| 680 | 2010.01.19 12:30 | buy | 287 | 0.10 | 148.943 | 148.170 | 151.920 | ||
| 681 | 2010.01.20 09:31 | s/l | 287 | 0.10 | 148.167 | 148.170 | 151.920 | -7760.00 | 873330.00 |
| 682 | 2010.01.21 17:45 | sell | 288 | 0.10 | 147.747 | 148.500 | 144.750 | ||
| 683 | 2010.01.21 19:00 | modify | 288 | 0.10 | 147.747 | 147.090 | 144.750 | ||
| 684 | 2010.01.22 02:00 | close | 288 | 0.10 | 146.541 | 147.090 | 144.750 | 12060.00 | 885390.00 |
| 685 | 2010.01.26 12:15 | sell | 289 | 0.10 | 144.321 | 145.075 | 141.325 | ||
| 686 | 2010.01.27 12:12 | s/l | 289 | 0.10 | 145.080 | 145.075 | 141.325 | -7590.00 | 877800.00 |
| 687 | 2010.02.03 17:00 | buy | 290 | 0.10 | 145.214 | 144.420 | 148.170 | ||
| 688 | 2010.02.04 02:30 | s/l | 290 | 0.10 | 144.419 | 144.420 | 148.170 | -7950.00 | 869850.00 |
| 689 | 2010.02.04 11:15 | sell | 291 | 0.10 | 144.024 | 144.775 | 141.025 | ||
| 690 | 2010.02.04 17:30 | modify | 291 | 0.10 | 144.024 | 143.560 | 141.025 | ||
| 691 | 2010.02.04 18:27 | t/p | 291 | 0.10 | 141.031 | 143.560 | 141.025 | 29930.00 | 899780.00 |
| 692 | 2010.02.04 18:27 | sell | 292 | 0.10 | 141.000 | 143.075 | 139.325 | ||
| 693 | 2010.02.04 18:45 | close | 292 | 0.10 | 140.025 | 143.075 | 139.325 | 9750.00 | 909530.00 |
| 694 | 2010.02.04 18:45 | sell | 293 | 0.10 | 140.019 | 140.735 | 136.985 | ||
| 695 | 2010.02.04 18:55 | s/l | 293 | 0.10 | 140.737 | 140.735 | 136.985 | -7180.00 | 902350.00 |
| 696 | 2010.02.16 17:45 | buy | 294 | 0.10 | 141.525 | 141.115 | 144.495 | ||
| 697 | 2010.02.17 10:30 | modify | 294 | 0.10 | 141.525 | 141.995 | 144.495 | ||
| 698 | 2010.02.17 17:15 | close | 294 | 0.10 | 143.063 | 141.995 | 144.495 | 15380.00 | 917730.00 |
| 699 | 2010.02.25 07:15 | sell | 295 | 0.10 | 137.449 | 138.190 | 134.440 | ||
| 700 | 2010.02.25 16:00 | modify | 295 | 0.10 | 137.449 | 137.040 | 134.440 | ||
| 701 | 2010.02.26 17:45 | close | 295 | 0.10 | 135.361 | 137.040 | 134.440 | 20880.00 | 938610.00 |
| 702 | 2010.03.01 12:15 | sell | 296 | 0.10 | 134.590 | 135.350 | 131.600 | ||
| 703 | 2010.03.01 14:00 | modify | 296 | 0.10 | 134.590 | 133.320 | 131.600 | ||
| 704 | 2010.03.01 16:27 | s/l | 296 | 0.10 | 133.319 | 133.320 | 131.600 | 12710.00 | 951320.00 |
| 705 | 2010.03.04 08:45 | sell | 297 | 0.10 | 132.668 | 133.425 | 129.675 | ||
| 706 | 2010.03.04 12:07 | s/l | 297 | 0.10 | 133.427 | 133.425 | 129.675 | -7590.00 | 943730.00 |
| 707 | 2010.03.04 16:15 | buy | 298 | 0.10 | 134.358 | 133.590 | 137.340 | ||
| 708 | 2010.03.04 17:45 | close | 298 | 0.10 | 133.939 | 133.590 | 137.340 | -4190.00 | 939540.00 |
| 709 | 2010.03.05 04:00 | buy | 299 | 0.10 | 134.336 | 133.565 | 137.315 | ||
| 710 | 2010.03.05 16:15 | modify | 299 | 0.10 | 134.336 | 134.625 | 137.315 | ||
| 711 | 2010.03.08 02:01 | t/p | 299 | 0.10 | 137.315 | 134.625 | 137.315 | 29790.00 | 969330.00 |
| 712 | 2010.03.11 11:45 | buy | 300 | 0.10 | 135.833 | 135.060 | 138.810 | ||
| 713 | 2010.03.12 13:45 | modify | 300 | 0.10 | 135.833 | 136.110 | 138.810 | ||
| 714 | 2010.03.12 19:00 | close | 300 | 0.10 | 137.377 | 136.110 | 138.810 | 15440.00 | 984770.00 |
| 715 | 2010.03.19 18:15 | sell | 301 | 0.10 | 135.989 | 136.735 | 132.985 | ||
| 716 | 2010.03.22 16:30 | modify | 301 | 0.10 | 135.989 | 135.780 | 132.985 | ||
| 717 | 2010.03.22 17:46 | s/l | 301 | 0.10 | 135.787 | 135.780 | 132.985 | 2020.00 | 986790.00 |
| 718 | 2010.03.24 14:30 | buy | 302 | 0.10 | 136.541 | 136.140 | 139.520 | ||
| 719 | 2010.03.25 14:15 | modify | 302 | 0.10 | 136.541 | 136.805 | 139.520 | ||
| 720 | 2010.03.26 15:45 | close | 302 | 0.10 | 137.650 | 136.805 | 139.520 | 11090.00 | 997880.00 |
| 721 | 2010.03.29 05:30 | buy | 303 | 0.10 | 138.255 | 137.825 | 141.205 | ||
| 722 | 2010.03.30 10:00 | modify | 303 | 0.10 | 138.255 | 138.520 | 141.205 | ||
| 723 | 2010.03.31 06:45 | close | 303 | 0.10 | 140.810 | 138.520 | 141.205 | 25550.00 | 1023430.00 |
| 724 | 2010.04.22 09:30 | buy | 304 | 0.10 | 143.916 | 143.500 | 146.880 | ||
| 725 | 2010.04.22 10:58 | s/l | 304 | 0.10 | 143.494 | 143.500 | 146.880 | -4220.00 | 1019210.00 |
| 726 | 2010.04.22 12:00 | buy | 305 | 0.10 | 144.082 | 143.685 | 147.065 | ||
| 727 | 2010.04.22 12:25 | s/l | 305 | 0.10 | 143.677 | 143.685 | 147.065 | -4050.00 | 1015160.00 |
| 728 | 2010.04.23 14:45 | buy | 306 | 0.10 | 144.090 | 143.680 | 147.060 | ||
| 729 | 2010.04.26 04:00 | modify | 306 | 0.10 | 144.090 | 144.485 | 147.060 | ||
| 730 | 2010.04.27 10:10 | s/l | 306 | 0.10 | 144.479 | 144.485 | 147.060 | 3890.00 | 1019050.00 |
| 731 | 2010.05.25 09:00 | sell | 307 | 0.10 | 128.702 | 129.445 | 125.695 | ||
| 732 | 2010.05.25 21:27 | s/l | 307 | 0.10 | 129.474 | 129.445 | 125.695 | -7720.00 | 1011330.00 |
| 733 | 2010.05.27 09:30 | buy | 308 | 0.10 | 131.013 | 130.230 | 133.980 | ||
| 734 | 2010.05.27 19:15 | modify | 308 | 0.10 | 131.013 | 131.220 | 133.980 | ||
| 735 | 2010.05.28 05:30 | close | 308 | 0.10 | 132.593 | 131.220 | 133.980 | 15800.00 | 1027130.00 |
| 736 | 2010.06.01 16:30 | buy | 309 | 0.10 | 133.455 | 132.665 | 136.415 | ||
| 737 | 2010.06.02 04:15 | modify | 309 | 0.10 | 133.455 | 133.665 | 136.415 | ||
| 738 | 2010.06.02 11:00 | close | 309 | 0.10 | 134.850 | 133.665 | 136.415 | 13950.00 | 1041080.00 |
| 739 | 2010.06.08 17:15 | sell | 310 | 0.10 | 131.148 | 131.895 | 128.145 | ||
| 740 | 2010.06.08 19:00 | close | 310 | 0.10 | 131.676 | 131.895 | 128.145 | -5280.00 | 1035800.00 |
| 741 | 2010.06.10 16:30 | buy | 311 | 0.10 | 133.736 | 132.960 | 136.710 | ||
| 742 | 2010.06.10 18:45 | close | 311 | 0.10 | 133.395 | 132.960 | 136.710 | -3410.00 | 1032390.00 |
| 743 | 2010.06.10 21:00 | buy | 312 | 0.10 | 134.028 | 133.250 | 137.000 | ||
| 744 | 2010.06.11 15:36 | s/l | 312 | 0.10 | 133.250 | 133.250 | 137.000 | -7780.00 | 1024610.00 |
| 745 | 2010.06.14 11:45 | buy | 313 | 0.10 | 135.195 | 134.425 | 138.175 | ||
| 746 | 2010.06.15 09:11 | s/l | 313 | 0.10 | 134.419 | 134.425 | 138.175 | -7760.00 | 1016850.00 |
| 747 | 2010.06.17 10:30 | sell | 314 | 0.10 | 133.763 | 134.520 | 130.770 | ||
| 748 | 2010.06.17 11:30 | close | 314 | 0.10 | 134.345 | 134.520 | 130.770 | -5820.00 | 1011030.00 |
| 749 | 2010.06.21 12:00 | buy | 315 | 0.10 | 135.629 | 134.860 | 138.610 | ||
| 750 | 2010.06.21 19:21 | s/l | 315 | 0.10 | 134.854 | 134.860 | 138.610 | -7750.00 | 1003280.00 |