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 |
| 1051 | 2012.02.01 17:30 | buy | 448 | 0.10 | 120.747 | 119.971 | 123.721 | ||
| 1052 | 2012.02.03 18:45 | close | 448 | 0.10 | 120.760 | 119.971 | 123.721 | 130.00 | 1236090.00 |
| 1053 | 2012.02.03 19:15 | buy | 449 | 0.10 | 120.942 | 120.177 | 123.927 | ||
| 1054 | 2012.02.07 18:30 | modify | 449 | 0.10 | 120.942 | 121.231 | 123.927 | ||
| 1055 | 2012.02.07 20:30 | close | 449 | 0.10 | 122.215 | 121.231 | 123.927 | 12730.00 | 1248820.00 |
| 1056 | 2012.02.14 01:45 | sell | 450 | 0.10 | 121.887 | 122.638 | 118.888 | ||
| 1057 | 2012.02.14 09:37 | s/l | 450 | 0.10 | 122.650 | 122.638 | 118.888 | -7630.00 | 1241190.00 |
| 1058 | 2012.02.14 12:30 | buy | 451 | 0.10 | 123.019 | 122.254 | 126.004 | ||
| 1059 | 2012.02.16 13:45 | close | 451 | 0.10 | 123.502 | 122.254 | 126.004 | 4830.00 | 1246020.00 |
| 1060 | 2012.02.16 15:45 | buy | 452 | 0.10 | 123.796 | 123.388 | 126.768 | ||
| 1061 | 2012.02.17 03:30 | modify | 452 | 0.10 | 123.796 | 124.092 | 126.768 | ||
| 1062 | 2012.02.20 01:16 | t/p | 452 | 0.10 | 126.778 | 124.092 | 126.768 | 29820.00 | 1275840.00 |
| 1063 | 2012.02.24 07:00 | buy | 453 | 0.10 | 126.481 | 126.078 | 129.458 | ||
| 1064 | 2012.02.24 16:15 | modify | 453 | 0.10 | 126.481 | 126.704 | 129.458 | ||
| 1065 | 2012.02.27 00:09 | t/p | 453 | 0.10 | 129.462 | 126.704 | 129.458 | 29810.00 | 1305650.00 |
| 1066 | 2012.03.13 12:00 | buy | 454 | 0.10 | 129.532 | 129.121 | 132.501 | ||
| 1067 | 2012.03.14 11:30 | modify | 454 | 0.10 | 129.532 | 130.012 | 132.501 | ||
| 1068 | 2012.03.15 13:15 | close | 454 | 0.10 | 131.061 | 130.012 | 132.501 | 15290.00 | 1320940.00 |
| 1069 | 2012.03.16 12:00 | buy | 455 | 0.10 | 131.777 | 131.384 | 134.764 | ||
| 1070 | 2012.03.20 13:15 | modify | 455 | 0.10 | 131.777 | 132.027 | 134.764 | ||
| 1071 | 2012.03.20 13:15 | close | 455 | 0.10 | 132.913 | 132.027 | 134.764 | 11360.00 | 1332300.00 |
| 1072 | 2012.03.20 13:15 | buy | 456 | 0.10 | 132.915 | 132.524 | 135.904 | ||
| 1073 | 2012.03.20 16:47 | s/l | 456 | 0.10 | 132.519 | 132.524 | 135.904 | -3960.00 | 1328340.00 |
| 1074 | 2012.03.21 11:15 | buy | 457 | 0.10 | 133.026 | 132.633 | 136.013 | ||
| 1075 | 2012.03.21 12:45 | close | 457 | 0.10 | 133.043 | 132.633 | 136.013 | 170.00 | 1328510.00 |
| 1076 | 2012.03.21 13:30 | buy | 458 | 0.10 | 133.150 | 132.755 | 136.135 | ||
| 1077 | 2012.03.21 17:04 | s/l | 458 | 0.10 | 132.764 | 132.755 | 136.135 | -3860.00 | 1324650.00 |
| 1078 | 2012.04.04 12:15 | sell | 459 | 0.10 | 131.012 | 131.388 | 128.008 | ||
| 1079 | 2012.04.05 13:15 | modify | 459 | 0.10 | 131.012 | 130.752 | 128.008 | ||
| 1080 | 2012.04.06 11:42 | s/l | 459 | 0.10 | 130.752 | 130.752 | 128.008 | 2600.00 | 1327250.00 |
| 1081 | 2012.04.13 23:15 | sell | 460 | 0.10 | 128.249 | 128.629 | 125.249 | ||
| 1082 | 2012.04.17 11:48 | s/l | 460 | 0.10 | 128.631 | 128.629 | 125.249 | -3820.00 | 1323430.00 |
| 1083 | 2012.04.27 09:30 | sell | 461 | 0.10 | 130.418 | 130.798 | 127.418 | ||
| 1084 | 2012.04.27 10:20 | s/l | 461 | 0.10 | 130.798 | 130.798 | 127.418 | -3800.00 | 1319630.00 |
| 1085 | 2012.04.27 10:45 | sell | 462 | 0.10 | 130.495 | 130.883 | 127.503 | ||
| 1086 | 2012.04.27 12:29 | s/l | 462 | 0.10 | 130.885 | 130.883 | 127.503 | -3900.00 | 1315730.00 |
| 1087 | 2012.04.30 16:45 | sell | 463 | 0.10 | 129.834 | 130.221 | 126.841 | ||
| 1088 | 2012.05.02 03:13 | s/l | 463 | 0.10 | 130.211 | 130.221 | 126.841 | -3770.00 | 1311960.00 |
| 1089 | 2012.05.04 15:30 | sell | 464 | 0.10 | 129.269 | 129.966 | 126.586 | ||
| 1090 | 2012.05.04 15:34 | s/l | 464 | 0.10 | 129.959 | 129.966 | 126.586 | -6900.00 | 1305060.00 |
| 1091 | 2012.05.04 16:00 | sell | 465 | 0.10 | 129.559 | 129.934 | 126.554 | ||
| 1092 | 2012.05.08 17:15 | close | 465 | 0.10 | 128.723 | 129.934 | 126.554 | 8360.00 | 1313420.00 |
| 1093 | 2012.05.09 12:00 | sell | 466 | 0.10 | 128.501 | 128.883 | 125.503 | ||
| 1094 | 2012.05.10 14:35 | s/l | 466 | 0.10 | 128.913 | 128.883 | 125.503 | -4120.00 | 1309300.00 |
| 1095 | 2012.05.14 16:30 | sell | 467 | 0.10 | 128.144 | 128.519 | 125.139 | ||
| 1096 | 2012.05.14 17:51 | s/l | 467 | 0.10 | 128.510 | 128.519 | 125.139 | -3660.00 | 1305640.00 |
| 1097 | 2012.05.15 13:45 | sell | 468 | 0.10 | 128.187 | 128.577 | 125.197 | ||
| 1098 | 2012.05.15 20:29 | s/l | 468 | 0.10 | 128.580 | 128.577 | 125.197 | -3930.00 | 1301710.00 |
| 1099 | 2012.05.16 10:30 | sell | 469 | 0.10 | 128.132 | 128.514 | 125.134 | ||
| 1100 | 2012.05.17 14:30 | modify | 469 | 0.10 | 128.132 | 127.927 | 125.134 | ||
| 1101 | 2012.05.18 04:02 | t/p | 469 | 0.10 | 125.128 | 127.927 | 125.134 | 30040.00 | 1331750.00 |
| 1102 | 2012.05.22 16:15 | buy | 470 | 0.10 | 126.035 | 125.639 | 129.019 | ||
| 1103 | 2012.05.23 05:37 | s/l | 470 | 0.10 | 125.643 | 125.639 | 129.019 | -3920.00 | 1327830.00 |
| 1104 | 2012.05.29 18:30 | sell | 471 | 0.10 | 124.443 | 124.817 | 121.437 | ||
| 1105 | 2012.05.30 12:45 | modify | 471 | 0.10 | 124.443 | 124.062 | 121.437 | ||
| 1106 | 2012.05.31 16:43 | t/p | 471 | 0.10 | 121.434 | 124.062 | 121.437 | 30090.00 | 1357920.00 |
| 1107 | 2012.06.05 21:15 | buy | 472 | 0.10 | 121.105 | 120.329 | 124.079 | ||
| 1108 | 2012.06.06 11:00 | modify | 472 | 0.10 | 121.105 | 121.341 | 124.079 | ||
| 1109 | 2012.06.07 15:31 | t/p | 472 | 0.10 | 124.092 | 121.341 | 124.079 | 29870.00 | 1387790.00 |
| 1110 | 2012.06.15 08:00 | sell | 473 | 0.10 | 122.574 | 122.947 | 119.567 | ||
| 1111 | 2012.06.15 16:44 | s/l | 473 | 0.10 | 122.945 | 122.947 | 119.567 | -3710.00 | 1384080.00 |
| 1112 | 2012.06.20 15:00 | buy | 474 | 0.10 | 124.605 | 124.207 | 127.587 | ||
| 1113 | 2012.06.21 15:00 | modify | 474 | 0.10 | 124.605 | 124.806 | 127.587 | ||
| 1114 | 2012.06.22 02:58 | s/l | 474 | 0.10 | 124.805 | 124.806 | 127.587 | 2000.00 | 1386080.00 |
| 1115 | 2012.06.28 11:00 | sell | 475 | 0.10 | 123.591 | 123.973 | 120.593 | ||
| 1116 | 2012.06.29 06:02 | s/l | 475 | 0.10 | 123.968 | 123.973 | 120.593 | -3770.00 | 1382310.00 |
| 1117 | 2012.07.06 15:45 | sell | 476 | 0.10 | 123.713 | 124.084 | 120.704 | ||
| 1118 | 2012.07.10 11:45 | close | 476 | 0.10 | 123.291 | 124.084 | 120.704 | 4220.00 | 1386530.00 |
| 1119 | 2012.07.10 18:15 | sell | 477 | 0.10 | 123.004 | 123.386 | 120.006 | ||
| 1120 | 2012.07.11 10:17 | s/l | 477 | 0.10 | 123.393 | 123.386 | 120.006 | -3890.00 | 1382640.00 |
| 1121 | 2012.07.12 10:00 | sell | 478 | 0.10 | 122.768 | 123.158 | 119.778 | ||
| 1122 | 2012.07.13 17:11 | s/l | 478 | 0.10 | 123.170 | 123.158 | 119.778 | -4020.00 | 1378620.00 |
| 1123 | 2012.07.20 17:00 | sell | 479 | 0.10 | 122.853 | 123.241 | 119.861 | ||
| 1124 | 2012.07.23 06:00 | modify | 479 | 0.10 | 122.853 | 122.598 | 119.861 | ||
| 1125 | 2012.07.24 18:15 | close | 479 | 0.10 | 121.407 | 122.598 | 119.861 | 14460.00 | 1393080.00 |
| 1126 | 2012.08.01 12:30 | sell | 480 | 0.10 | 122.125 | 122.870 | 119.120 | ||
| 1127 | 2012.08.03 13:45 | close | 480 | 0.10 | 121.921 | 122.870 | 119.120 | 2040.00 | 1395120.00 |
| 1128 | 2012.08.10 15:45 | sell | 481 | 0.10 | 122.025 | 122.772 | 119.022 | ||
| 1129 | 2012.08.10 17:43 | s/l | 481 | 0.10 | 122.774 | 122.772 | 119.022 | -7490.00 | 1387630.00 |
| 1130 | 2012.08.14 10:15 | buy | 482 | 0.10 | 123.345 | 122.945 | 126.325 | ||
| 1131 | 2012.08.16 11:30 | close | 482 | 0.10 | 124.107 | 122.945 | 126.325 | 7620.00 | 1395250.00 |
| 1132 | 2012.08.16 11:45 | buy | 483 | 0.10 | 124.212 | 123.822 | 127.202 | ||
| 1133 | 2012.08.20 13:00 | close | 483 | 0.10 | 124.850 | 123.822 | 127.202 | 6380.00 | 1401630.00 |
| 1134 | 2012.08.21 11:15 | buy | 484 | 0.10 | 125.273 | 124.881 | 128.261 | ||
| 1135 | 2012.08.22 03:09 | s/l | 484 | 0.10 | 124.889 | 124.881 | 128.261 | -3840.00 | 1397790.00 |
| 1136 | 2012.08.22 11:30 | buy | 485 | 0.10 | 125.454 | 125.053 | 128.433 | ||
| 1137 | 2012.08.22 14:29 | s/l | 485 | 0.10 | 125.044 | 125.053 | 128.433 | -4100.00 | 1393690.00 |
| 1138 | 2012.08.23 17:15 | sell | 486 | 0.10 | 124.457 | 124.843 | 121.463 | ||
| 1139 | 2012.08.27 18:30 | close | 486 | 0.10 | 124.322 | 124.843 | 121.463 | 1350.00 | 1395040.00 |
| 1140 | 2012.08.28 05:30 | sell | 487 | 0.10 | 123.737 | 124.125 | 120.745 | ||
| 1141 | 2012.08.28 13:07 | s/l | 487 | 0.10 | 124.137 | 124.125 | 120.745 | -4000.00 | 1391040.00 |
| 1142 | 2012.09.05 11:15 | sell | 488 | 0.10 | 124.063 | 124.434 | 121.054 | ||
| 1143 | 2012.09.05 12:34 | s/l | 488 | 0.10 | 124.428 | 124.434 | 121.054 | -3650.00 | 1387390.00 |
| 1144 | 2012.09.05 15:15 | buy | 489 | 0.10 | 124.854 | 124.449 | 127.829 | ||
| 1145 | 2012.09.07 11:00 | modify | 489 | 0.10 | 124.854 | 125.212 | 127.829 | ||
| 1146 | 2012.09.07 15:36 | s/l | 489 | 0.10 | 125.204 | 125.212 | 127.829 | 3500.00 | 1390890.00 |
| 1147 | 2012.09.11 12:15 | sell | 490 | 0.10 | 124.904 | 125.277 | 121.897 | ||
| 1148 | 2012.09.12 04:36 | s/l | 490 | 0.10 | 125.272 | 125.277 | 121.897 | -3680.00 | 1387210.00 |
| 1149 | 2012.09.12 11:30 | buy | 491 | 0.10 | 125.477 | 125.033 | 128.413 | ||
| 1150 | 2012.09.13 11:12 | s/l | 491 | 0.10 | 125.019 | 125.033 | 128.413 | -4580.00 | 1382630.00 |
| 1151 | 2012.09.13 16:15 | sell | 492 | 0.10 | 124.761 | 125.135 | 121.755 | ||
| 1152 | 2012.09.13 19:37 | s/l | 492 | 0.10 | 125.148 | 125.135 | 121.755 | -3870.00 | 1378760.00 |
| 1153 | 2012.09.14 11:15 | buy | 493 | 0.10 | 125.938 | 125.530 | 128.910 | ||
| 1154 | 2012.09.14 18:15 | modify | 493 | 0.10 | 125.938 | 126.342 | 128.910 | ||
| 1155 | 2012.09.18 12:30 | close | 493 | 0.10 | 127.709 | 126.342 | 128.910 | 17710.00 | 1396470.00 |
| 1156 | 2012.09.19 07:15 | buy | 494 | 0.10 | 128.526 | 128.133 | 131.513 | ||
| 1157 | 2012.09.19 11:58 | s/l | 494 | 0.10 | 128.127 | 128.133 | 131.513 | -3990.00 | 1392480.00 |
| 1158 | 2012.09.19 11:58 | buy | 495 | 0.10 | 128.164 | 128.122 | 131.502 | ||
| 1159 | 2012.09.19 11:58 | s/l | 495 | 0.10 | 128.113 | 128.122 | 131.502 | -510.00 | 1391970.00 |
| 1160 | 2012.09.24 12:00 | sell | 496 | 0.10 | 126.375 | 126.757 | 123.377 | ||
| 1161 | 2012.09.26 13:15 | close | 496 | 0.10 | 125.781 | 126.757 | 123.377 | 5940.00 | 1397910.00 |
| 1162 | 2012.09.26 15:15 | sell | 497 | 0.10 | 125.560 | 125.932 | 122.552 | ||
| 1163 | 2012.09.27 09:04 | s/l | 497 | 0.10 | 125.943 | 125.932 | 122.552 | -3830.00 | 1394080.00 |
| 1164 | 2012.09.28 17:30 | sell | 498 | 0.10 | 125.513 | 125.891 | 122.511 | ||
| 1165 | 2012.09.28 19:57 | s/l | 498 | 0.10 | 125.894 | 125.891 | 122.511 | -3810.00 | 1390270.00 |
| 1166 | 2012.10.01 17:15 | buy | 499 | 0.10 | 126.231 | 125.840 | 129.220 | ||
| 1167 | 2012.10.01 19:49 | s/l | 499 | 0.10 | 125.842 | 125.840 | 129.220 | -3890.00 | 1386380.00 |
| 1168 | 2012.10.02 12:30 | buy | 500 | 0.10 | 126.385 | 125.982 | 129.362 | ||
| 1169 | 2012.10.02 17:02 | s/l | 500 | 0.10 | 125.974 | 125.982 | 129.362 | -4110.00 | 1382270.00 |
| 1170 | 2012.10.03 16:30 | buy | 501 | 0.10 | 126.363 | 125.960 | 129.340 | ||
| 1171 | 2012.10.05 16:00 | modify | 501 | 0.10 | 126.363 | 126.726 | 129.340 | ||
| 1172 | 2012.10.05 17:45 | close | 501 | 0.10 | 127.357 | 126.726 | 129.340 | 9940.00 | 1392210.00 |
| 1173 | 2012.10.15 11:30 | buy | 502 | 0.10 | 126.294 | 125.904 | 129.284 | ||
| 1174 | 2012.10.17 12:45 | close | 502 | 0.10 | 127.249 | 125.904 | 129.284 | 9550.00 | 1401760.00 |
| 1175 | 2012.10.18 12:00 | buy | 503 | 0.10 | 127.830 | 127.433 | 130.813 | ||
| 1176 | 2012.10.18 21:28 | s/l | 503 | 0.10 | 127.428 | 127.433 | 130.813 | -4020.00 | 1397740.00 |
| 1177 | 2012.10.30 09:00 | sell | 504 | 0.10 | 127.364 | 127.741 | 124.361 | ||
| 1178 | 2012.10.30 11:05 | s/l | 504 | 0.10 | 127.732 | 127.741 | 124.361 | -3680.00 | 1394060.00 |
| 1179 | 2012.10.30 12:15 | sell | 505 | 0.10 | 127.523 | 127.893 | 124.513 | ||
| 1180 | 2012.10.30 16:23 | s/l | 505 | 0.10 | 127.903 | 127.893 | 124.513 | -3800.00 | 1390260.00 |
| 1181 | 2012.10.31 13:45 | buy | 506 | 0.10 | 128.728 | 128.337 | 131.717 | ||
| 1182 | 2012.11.02 15:00 | close | 506 | 0.10 | 129.077 | 128.337 | 131.717 | 3490.00 | 1393750.00 |
| 1183 | 2012.11.05 11:00 | sell | 507 | 0.10 | 128.448 | 128.831 | 125.451 | ||
| 1184 | 2012.11.07 09:35 | s/l | 507 | 0.10 | 128.825 | 128.831 | 125.451 | -3770.00 | 1389980.00 |
| 1185 | 2012.11.07 15:45 | sell | 508 | 0.10 | 127.679 | 128.056 | 124.676 | ||
| 1186 | 2012.11.09 13:00 | modify | 508 | 0.10 | 127.679 | 127.293 | 124.676 | ||
| 1187 | 2012.11.09 17:00 | close | 508 | 0.10 | 126.291 | 127.293 | 124.676 | 13880.00 | 1403860.00 |
| 1188 | 2012.11.13 10:45 | sell | 509 | 0.10 | 125.688 | 126.078 | 122.698 | ||
| 1189 | 2012.11.13 12:25 | s/l | 509 | 0.10 | 126.086 | 126.078 | 122.698 | -3980.00 | 1399880.00 |
| 1190 | 2012.11.14 12:45 | buy | 510 | 0.10 | 126.865 | 126.475 | 129.855 | ||
| 1191 | 2012.11.14 17:45 | close | 510 | 0.10 | 127.077 | 126.475 | 129.855 | 2120.00 | 1402000.00 |
| 1192 | 2012.11.20 13:45 | buy | 511 | 0.10 | 129.654 | 129.262 | 132.642 | ||
| 1193 | 2012.11.21 11:30 | modify | 511 | 0.10 | 129.654 | 129.899 | 132.642 | ||
| 1194 | 2012.11.22 15:00 | close | 511 | 0.10 | 131.763 | 129.899 | 132.642 | 21090.00 | 1423090.00 |
| 1195 | 2012.11.23 18:30 | buy | 512 | 0.10 | 132.034 | 131.640 | 135.020 | ||
| 1196 | 2012.11.26 08:18 | s/l | 512 | 0.10 | 131.632 | 131.640 | 135.020 | -4020.00 | 1419070.00 |
| 1197 | 2012.11.28 03:45 | sell | 513 | 0.10 | 131.161 | 131.551 | 128.171 | ||
| 1198 | 2012.11.28 17:45 | close | 513 | 0.10 | 130.971 | 131.551 | 128.171 | 1900.00 | 1420970.00 |
| 1199 | 2012.12.04 18:00 | sell | 514 | 0.10 | 131.783 | 132.154 | 128.774 | ||
| 1200 | 2012.12.05 04:40 | s/l | 514 | 0.10 | 132.150 | 132.154 | 128.774 | -3670.00 | 1417300.00 |