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 |
| 751 | 2010.06.22 12:15 | sell | 316 | 0.10 | 133.179 | 133.935 | 130.185 | ||
| 752 | 2010.06.22 15:52 | s/l | 316 | 0.10 | 133.925 | 133.935 | 130.185 | -7460.00 | 995820.00 |
| 753 | 2010.06.24 14:00 | sell | 317 | 0.10 | 133.744 | 134.485 | 130.735 | ||
| 754 | 2010.06.25 14:15 | close | 317 | 0.10 | 133.704 | 134.485 | 130.735 | 400.00 | 996220.00 |
| 755 | 2010.06.28 18:30 | buy | 318 | 0.10 | 134.968 | 134.190 | 137.940 | ||
| 756 | 2010.06.29 06:41 | s/l | 318 | 0.10 | 134.192 | 134.190 | 137.940 | -7760.00 | 988460.00 |
| 757 | 2010.06.29 18:15 | sell | 319 | 0.10 | 133.294 | 134.050 | 130.300 | ||
| 758 | 2010.06.30 12:45 | close | 319 | 0.10 | 133.128 | 134.050 | 130.300 | 1660.00 | 990120.00 |
| 759 | 2010.06.30 19:00 | sell | 320 | 0.10 | 132.255 | 133.015 | 129.265 | ||
| 760 | 2010.07.01 19:15 | close | 320 | 0.10 | 132.023 | 133.015 | 129.265 | 2320.00 | 992440.00 |
| 761 | 2010.07.06 02:15 | sell | 321 | 0.10 | 132.425 | 133.185 | 129.435 | ||
| 762 | 2010.07.06 09:07 | s/l | 321 | 0.10 | 133.188 | 133.185 | 129.435 | -7630.00 | 984810.00 |
| 763 | 2010.07.07 10:00 | sell | 322 | 0.10 | 131.929 | 132.670 | 128.920 | ||
| 764 | 2010.07.07 17:34 | s/l | 322 | 0.10 | 132.660 | 132.670 | 128.920 | -7310.00 | 977500.00 |
| 765 | 2010.07.08 05:15 | buy | 323 | 0.10 | 134.433 | 133.650 | 137.400 | ||
| 766 | 2010.07.08 11:22 | s/l | 323 | 0.10 | 133.654 | 133.650 | 137.400 | -7790.00 | 969710.00 |
| 767 | 2010.07.13 11:00 | sell | 324 | 0.10 | 132.571 | 133.320 | 129.570 | ||
| 768 | 2010.07.13 12:18 | s/l | 324 | 0.10 | 133.312 | 133.320 | 129.570 | -7410.00 | 962300.00 |
| 769 | 2010.07.14 01:30 | buy | 325 | 0.10 | 134.772 | 133.985 | 137.735 | ||
| 770 | 2010.07.15 01:45 | close | 325 | 0.10 | 134.727 | 133.985 | 137.735 | -450.00 | 961850.00 |
| 771 | 2010.07.16 13:15 | sell | 326 | 0.10 | 134.038 | 134.790 | 131.040 | ||
| 772 | 2010.07.16 17:15 | modify | 326 | 0.10 | 134.038 | 133.720 | 131.040 | ||
| 773 | 2010.07.20 14:30 | close | 326 | 0.10 | 131.939 | 133.720 | 131.040 | 20990.00 | 982840.00 |
| 774 | 2010.08.09 18:45 | buy | 327 | 0.10 | 136.965 | 136.565 | 139.945 | ||
| 775 | 2010.08.09 19:30 | s/l | 327 | 0.10 | 136.551 | 136.565 | 139.945 | -4140.00 | 978700.00 |
| 776 | 2010.08.10 04:00 | sell | 328 | 0.10 | 135.960 | 136.330 | 132.950 | ||
| 777 | 2010.08.11 03:45 | modify | 328 | 0.10 | 135.960 | 135.660 | 132.950 | ||
| 778 | 2010.08.11 17:16 | t/p | 328 | 0.10 | 132.958 | 135.660 | 132.950 | 30020.00 | 1008720.00 |
| 779 | 2010.08.18 04:00 | sell | 329 | 0.10 | 132.871 | 133.255 | 129.875 | ||
| 780 | 2010.08.18 11:15 | close | 329 | 0.10 | 132.997 | 133.255 | 129.875 | -1260.00 | 1007460.00 |
| 781 | 2010.08.20 09:00 | sell | 330 | 0.10 | 132.676 | 133.055 | 129.675 | ||
| 782 | 2010.08.20 17:44 | s/l | 330 | 0.10 | 133.046 | 133.055 | 129.675 | -3700.00 | 1003760.00 |
| 783 | 2010.08.23 14:30 | sell | 331 | 0.10 | 132.427 | 132.805 | 129.425 | ||
| 784 | 2010.08.24 05:30 | modify | 331 | 0.10 | 132.427 | 132.135 | 129.425 | ||
| 785 | 2010.08.24 15:19 | t/p | 331 | 0.10 | 129.424 | 132.135 | 129.425 | 30030.00 | 1033790.00 |
| 786 | 2010.09.13 11:15 | buy | 332 | 0.10 | 130.009 | 129.605 | 132.985 | ||
| 787 | 2010.09.13 13:01 | s/l | 332 | 0.10 | 129.610 | 129.605 | 132.985 | -3990.00 | 1029800.00 |
| 788 | 2010.09.13 20:15 | sell | 333 | 0.10 | 129.055 | 129.440 | 126.060 | ||
| 789 | 2010.09.14 11:45 | modify | 333 | 0.10 | 129.055 | 128.825 | 126.060 | ||
| 790 | 2010.09.14 11:45 | close | 333 | 0.10 | 128.533 | 128.825 | 126.060 | 5220.00 | 1035020.00 |
| 791 | 2010.09.22 15:15 | sell | 334 | 0.10 | 132.273 | 132.655 | 129.275 | ||
| 792 | 2010.09.23 13:13 | s/l | 334 | 0.10 | 132.662 | 132.655 | 129.275 | -3890.00 | 1031130.00 |
| 793 | 2010.09.24 15:45 | buy | 335 | 0.10 | 133.111 | 132.700 | 136.080 | ||
| 794 | 2010.09.28 16:25 | s/l | 335 | 0.10 | 132.681 | 132.700 | 136.080 | -4300.00 | 1026830.00 |
| 795 | 2010.09.30 15:30 | sell | 336 | 0.10 | 131.765 | 131.990 | 128.610 | ||
| 796 | 2010.10.01 12:30 | s/l | 336 | 0.10 | 131.995 | 131.990 | 128.610 | -2300.00 | 1024530.00 |
| 797 | 2010.10.05 07:45 | buy | 337 | 0.10 | 132.645 | 132.235 | 135.615 | ||
| 798 | 2010.10.05 08:08 | s/l | 337 | 0.10 | 132.202 | 132.235 | 135.615 | -4430.00 | 1020100.00 |
| 799 | 2010.10.05 08:30 | buy | 338 | 0.10 | 132.453 | 132.035 | 135.415 | ||
| 800 | 2010.10.05 11:11 | s/l | 338 | 0.10 | 132.038 | 132.035 | 135.415 | -4150.00 | 1015950.00 |
| 801 | 2010.10.05 11:30 | buy | 339 | 0.10 | 132.515 | 132.100 | 135.480 | ||
| 802 | 2010.10.05 16:30 | s/l | 339 | 0.10 | 132.090 | 132.100 | 135.480 | -4250.00 | 1011700.00 |
| 803 | 2010.10.07 03:45 | sell | 340 | 0.10 | 131.495 | 131.865 | 128.485 | ||
| 804 | 2010.10.07 14:01 | s/l | 340 | 0.10 | 131.875 | 131.865 | 128.485 | -3800.00 | 1007900.00 |
| 805 | 2010.10.12 07:00 | sell | 341 | 0.10 | 130.226 | 130.605 | 127.225 | ||
| 806 | 2010.10.12 18:15 | modify | 341 | 0.10 | 130.226 | 129.990 | 127.225 | ||
| 807 | 2010.10.13 10:57 | s/l | 341 | 0.10 | 129.986 | 129.990 | 127.225 | 2400.00 | 1010300.00 |
| 808 | 2010.10.15 16:15 | buy | 342 | 0.10 | 130.655 | 130.240 | 133.620 | ||
| 809 | 2010.10.15 17:59 | s/l | 342 | 0.10 | 130.235 | 130.240 | 133.620 | -4200.00 | 1006100.00 |
| 810 | 2010.10.18 08:15 | sell | 343 | 0.10 | 129.381 | 129.755 | 126.375 | ||
| 811 | 2010.10.19 19:30 | modify | 343 | 0.10 | 129.381 | 129.165 | 126.375 | ||
| 812 | 2010.10.20 09:30 | close | 343 | 0.10 | 127.891 | 129.165 | 126.375 | 14900.00 | 1021000.00 |
| 813 | 2010.10.25 09:00 | sell | 344 | 0.10 | 127.303 | 127.687 | 124.307 | ||
| 814 | 2010.10.26 10:31 | s/l | 344 | 0.10 | 127.691 | 127.687 | 124.307 | -3880.00 | 1017120.00 |
| 815 | 2010.10.29 10:00 | sell | 345 | 0.10 | 128.320 | 128.696 | 125.316 | ||
| 816 | 2010.10.29 13:56 | s/l | 345 | 0.10 | 128.704 | 128.696 | 125.316 | -3840.00 | 1013280.00 |
| 817 | 2010.11.01 03:16 | buy | 346 | 0.10 | 129.584 | 129.126 | 132.506 | ||
| 818 | 2010.11.01 10:46 | s/l | 346 | 0.10 | 129.134 | 129.126 | 132.506 | -4500.00 | 1008780.00 |
| 819 | 2010.11.02 12:15 | buy | 347 | 0.10 | 129.671 | 129.279 | 132.659 | ||
| 820 | 2010.11.02 12:41 | s/l | 347 | 0.10 | 129.276 | 129.279 | 132.659 | -3950.00 | 1004830.00 |
| 821 | 2010.11.03 12:00 | buy | 348 | 0.10 | 129.621 | 129.216 | 132.596 | ||
| 822 | 2010.11.03 16:45 | modify | 348 | 0.10 | 129.621 | 129.831 | 132.596 | ||
| 823 | 2010.11.05 13:15 | close | 348 | 0.10 | 130.681 | 129.831 | 132.596 | 10600.00 | 1015430.00 |
| 824 | 2010.11.26 13:00 | sell | 349 | 0.10 | 131.254 | 131.627 | 128.247 | ||
| 825 | 2010.11.26 14:09 | s/l | 349 | 0.10 | 131.636 | 131.627 | 128.247 | -3820.00 | 1011610.00 |
| 826 | 2010.11.26 15:15 | sell | 350 | 0.10 | 131.262 | 131.645 | 128.265 | ||
| 827 | 2010.11.30 12:45 | modify | 350 | 0.10 | 131.262 | 131.037 | 128.265 | ||
| 828 | 2010.11.30 16:30 | close | 350 | 0.10 | 129.472 | 131.037 | 128.265 | 17900.00 | 1029510.00 |
| 829 | 2010.12.06 11:45 | sell | 351 | 0.10 | 129.682 | 130.056 | 126.676 | ||
| 830 | 2010.12.06 14:10 | s/l | 351 | 0.10 | 130.069 | 130.056 | 126.676 | -3870.00 | 1025640.00 |
| 831 | 2010.12.14 12:15 | sell | 352 | 0.10 | 132.044 | 132.417 | 129.037 | ||
| 832 | 2010.12.14 17:15 | close | 352 | 0.10 | 131.716 | 132.417 | 129.037 | 3280.00 | 1028920.00 |
| 833 | 2010.12.17 11:45 | sell | 353 | 0.10 | 130.836 | 131.220 | 127.840 | ||
| 834 | 2010.12.20 15:30 | close | 353 | 0.10 | 130.331 | 131.220 | 127.840 | 5050.00 | 1033970.00 |
| 835 | 2010.12.21 12:00 | sell | 354 | 0.10 | 129.713 | 130.086 | 126.706 | ||
| 836 | 2010.12.22 16:45 | modify | 354 | 0.10 | 129.713 | 129.349 | 126.706 | ||
| 837 | 2010.12.23 13:15 | close | 354 | 0.10 | 127.664 | 129.349 | 126.706 | 20490.00 | 1054460.00 |
| 838 | 2010.12.27 15:45 | sell | 355 | 0.10 | 127.594 | 127.966 | 124.586 | ||
| 839 | 2010.12.28 02:15 | s/l | 355 | 0.10 | 127.978 | 127.966 | 124.586 | -3840.00 | 1050620.00 |
| 840 | 2010.12.28 11:15 | sell | 356 | 0.10 | 127.172 | 127.547 | 124.167 | ||
| 841 | 2010.12.30 12:30 | close | 356 | 0.10 | 125.990 | 127.547 | 124.167 | 11820.00 | 1062440.00 |
| 842 | 2010.12.30 12:30 | sell | 357 | 0.10 | 125.971 | 126.347 | 122.967 | ||
| 843 | 2010.12.30 16:57 | s/l | 357 | 0.10 | 126.343 | 126.347 | 122.967 | -3720.00 | 1058720.00 |
| 844 | 2010.12.30 18:00 | sell | 358 | 0.10 | 125.817 | 126.198 | 122.818 | ||
| 845 | 2010.12.31 12:20 | s/l | 358 | 0.10 | 126.209 | 126.198 | 122.818 | -3920.00 | 1054800.00 |
| 846 | 2011.01.04 04:45 | buy | 359 | 0.10 | 126.888 | 126.477 | 129.857 | ||
| 847 | 2011.01.04 11:45 | modify | 359 | 0.10 | 126.888 | 127.208 | 129.857 | ||
| 848 | 2011.01.06 06:00 | close | 359 | 0.10 | 129.071 | 127.208 | 129.857 | 21830.00 | 1076630.00 |
| 849 | 2011.01.07 17:45 | buy | 360 | 0.10 | 129.395 | 128.997 | 132.377 | ||
| 850 | 2011.01.07 19:29 | s/l | 360 | 0.10 | 128.989 | 128.997 | 132.377 | -4060.00 | 1072570.00 |
| 851 | 2011.01.11 16:00 | buy | 361 | 0.10 | 129.475 | 129.066 | 132.446 | ||
| 852 | 2011.01.12 16:45 | modify | 361 | 0.10 | 129.475 | 129.716 | 132.446 | ||
| 853 | 2011.01.13 17:15 | close | 361 | 0.10 | 131.080 | 129.716 | 132.446 | 16050.00 | 1088620.00 |
| 854 | 2011.01.14 13:15 | buy | 362 | 0.10 | 131.359 | 130.957 | 134.337 | ||
| 855 | 2011.01.14 17:16 | s/l | 362 | 0.10 | 130.955 | 130.957 | 134.337 | -4040.00 | 1084580.00 |
| 856 | 2011.01.14 18:00 | buy | 363 | 0.10 | 131.552 | 131.137 | 134.517 | ||
| 857 | 2011.01.17 13:51 | s/l | 363 | 0.10 | 131.133 | 131.137 | 134.517 | -4190.00 | 1080390.00 |
| 858 | 2011.01.18 10:15 | buy | 364 | 0.10 | 131.807 | 131.398 | 134.778 | ||
| 859 | 2011.01.19 10:17 | s/l | 364 | 0.10 | 131.389 | 131.398 | 134.778 | -4180.00 | 1076210.00 |
| 860 | 2011.01.25 10:30 | sell | 365 | 0.10 | 131.292 | 131.666 | 128.286 | ||
| 861 | 2011.01.25 12:00 | modify | 365 | 0.10 | 131.292 | 131.085 | 128.286 | ||
| 862 | 2011.01.26 21:47 | s/l | 365 | 0.10 | 131.090 | 131.085 | 128.286 | 2020.00 | 1078230.00 |
| 863 | 2011.02.02 11:45 | buy | 366 | 0.10 | 131.961 | 131.549 | 134.929 | ||
| 864 | 2011.02.03 18:15 | s/l | 366 | 0.10 | 131.541 | 131.549 | 134.929 | -4200.00 | 1074030.00 |
| 865 | 2011.02.10 15:45 | buy | 367 | 0.10 | 133.246 | 132.834 | 136.214 | ||
| 866 | 2011.02.14 17:00 | close | 367 | 0.10 | 133.536 | 132.834 | 136.214 | 2900.00 | 1076930.00 |
| 867 | 2011.02.15 09:45 | buy | 368 | 0.10 | 133.956 | 133.550 | 136.930 | ||
| 868 | 2011.02.15 15:15 | modify | 368 | 0.10 | 133.956 | 134.177 | 136.930 | ||
| 869 | 2011.02.16 13:02 | s/l | 368 | 0.10 | 134.169 | 134.177 | 136.930 | 2130.00 | 1079060.00 |
| 870 | 2011.02.18 10:00 | buy | 369 | 0.10 | 134.945 | 134.545 | 137.925 | ||
| 871 | 2011.02.22 02:30 | s/l | 369 | 0.10 | 134.537 | 134.545 | 137.925 | -4080.00 | 1074980.00 |
| 872 | 2011.02.22 04:30 | sell | 370 | 0.10 | 134.463 | 134.852 | 131.472 | ||
| 873 | 2011.02.22 06:25 | s/l | 370 | 0.10 | 134.860 | 134.852 | 131.472 | -3970.00 | 1071010.00 |
| 874 | 2011.02.22 09:45 | sell | 371 | 0.10 | 134.323 | 134.694 | 131.314 | ||
| 875 | 2011.02.24 08:00 | modify | 371 | 0.10 | 134.323 | 134.069 | 131.314 | ||
| 876 | 2011.02.24 11:00 | close | 371 | 0.10 | 132.282 | 134.069 | 131.314 | 20410.00 | 1091420.00 |
| 877 | 2011.03.03 16:00 | buy | 372 | 0.10 | 133.984 | 133.570 | 136.950 | ||
| 878 | 2011.03.07 05:36 | s/l | 372 | 0.10 | 133.578 | 133.570 | 136.950 | -4060.00 | 1087360.00 |
| 879 | 2011.03.07 19:00 | sell | 373 | 0.10 | 133.051 | 133.433 | 130.053 | ||
| 880 | 2011.03.08 00:16 | s/l | 373 | 0.10 | 133.441 | 133.433 | 130.053 | -3900.00 | 1083460.00 |
| 881 | 2011.03.09 11:00 | buy | 374 | 0.10 | 134.103 | 133.691 | 137.071 | ||
| 882 | 2011.03.09 16:38 | s/l | 374 | 0.10 | 133.696 | 133.691 | 137.071 | -4070.00 | 1079390.00 |
| 883 | 2011.03.10 22:15 | sell | 375 | 0.10 | 133.129 | 133.517 | 130.137 | ||
| 884 | 2011.03.11 08:12 | s/l | 375 | 0.10 | 133.513 | 133.517 | 130.137 | -3840.00 | 1075550.00 |
| 885 | 2011.03.29 12:45 | buy | 376 | 0.10 | 131.135 | 130.730 | 134.110 | ||
| 886 | 2011.03.30 05:00 | modify | 376 | 0.10 | 131.135 | 131.460 | 134.110 | ||
| 887 | 2011.03.31 14:00 | close | 376 | 0.10 | 133.358 | 131.460 | 134.110 | 22230.00 | 1097780.00 |
| 888 | 2011.04.01 04:15 | buy | 377 | 0.10 | 133.920 | 133.521 | 136.901 | ||
| 889 | 2011.04.01 17:00 | modify | 377 | 0.10 | 133.920 | 134.273 | 136.901 | ||
| 890 | 2011.04.05 05:30 | close | 377 | 0.10 | 135.918 | 134.273 | 136.901 | 19980.00 | 1117760.00 |
| 891 | 2011.04.25 02:45 | buy | 378 | 0.10 | 135.748 | 135.331 | 138.711 | ||
| 892 | 2011.04.25 16:00 | s/l | 378 | 0.10 | 135.340 | 135.331 | 138.711 | -4080.00 | 1113680.00 |
| 893 | 2011.04.26 02:30 | sell | 379 | 0.10 | 134.758 | 135.137 | 131.757 | ||
| 894 | 2011.04.26 11:51 | s/l | 379 | 0.10 | 135.133 | 135.137 | 131.757 | -3750.00 | 1109930.00 |
| 895 | 2011.05.03 00:15 | sell | 380 | 0.10 | 135.212 | 135.596 | 132.216 | ||
| 896 | 2011.05.03 11:30 | modify | 380 | 0.10 | 135.212 | 134.989 | 132.216 | ||
| 897 | 2011.05.05 01:30 | close | 380 | 0.10 | 133.084 | 134.989 | 132.216 | 21280.00 | 1131210.00 |
| 898 | 2011.05.11 01:45 | buy | 381 | 0.10 | 132.654 | 132.255 | 135.635 | ||
| 899 | 2011.05.11 03:49 | s/l | 381 | 0.10 | 132.261 | 132.255 | 135.635 | -3930.00 | 1127280.00 |
| 900 | 2011.05.11 04:30 | buy | 382 | 0.10 | 132.601 | 132.203 | 135.583 | ||