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 |
| 1201 | 2012.12.05 05:30 | buy | 515 | 0.10 | 132.587 | 132.181 | 135.561 | ||
| 1202 | 2012.12.05 13:54 | s/l | 515 | 0.10 | 132.190 | 132.181 | 135.561 | -3970.00 | 1413330.00 |
| 1203 | 2012.12.05 18:45 | buy | 516 | 0.10 | 132.668 | 132.270 | 135.650 | ||
| 1204 | 2012.12.06 18:12 | s/l | 516 | 0.10 | 132.272 | 132.270 | 135.650 | -3960.00 | 1409370.00 |
| 1205 | 2012.12.10 12:15 | sell | 517 | 0.10 | 131.788 | 132.172 | 128.792 | ||
| 1206 | 2012.12.10 15:39 | s/l | 517 | 0.10 | 132.173 | 132.172 | 128.792 | -3850.00 | 1405520.00 |
| 1207 | 2012.12.17 00:30 | buy | 518 | 0.10 | 136.267 | 135.835 | 139.215 | ||
| 1208 | 2012.12.17 02:05 | s/l | 518 | 0.10 | 135.838 | 135.835 | 139.215 | -4290.00 | 1401230.00 |
| 1209 | 2012.12.18 18:15 | buy | 519 | 0.10 | 136.555 | 135.776 | 139.526 | ||
| 1210 | 2012.12.19 14:00 | modify | 519 | 0.10 | 136.555 | 136.907 | 139.526 | ||
| 1211 | 2012.12.20 00:10 | s/l | 519 | 0.10 | 136.904 | 136.907 | 139.526 | 3490.00 | 1404720.00 |
| 1212 | 2012.12.26 01:45 | buy | 520 | 0.10 | 137.123 | 136.346 | 140.096 | ||
| 1213 | 2012.12.27 03:30 | modify | 520 | 0.10 | 137.123 | 137.435 | 140.096 | ||
| 1214 | 2012.12.27 10:00 | close | 520 | 0.10 | 138.235 | 137.435 | 140.096 | 11120.00 | 1415840.00 |
| 1215 | 2012.12.28 01:30 | buy | 521 | 0.10 | 139.331 | 138.539 | 142.289 | ||
| 1216 | 2012.12.28 11:21 | s/l | 521 | 0.10 | 138.533 | 138.539 | 142.289 | -7980.00 | 1407860.00 |
| 1217 | 2012.12.31 15:45 | buy | 522 | 0.10 | 139.649 | 138.882 | 142.632 | ||
| 1218 | 2012.12.31 19:15 | modify | 522 | 0.10 | 139.649 | 139.999 | 142.632 | ||
| 1219 | 2013.01.02 04:42 | t/p | 522 | 0.10 | 142.632 | 139.999 | 142.632 | 29830.00 | 1437690.00 |
| 1220 | 2013.01.08 09:15 | sell | 523 | 0.10 | 140.566 | 141.317 | 137.567 | ||
| 1221 | 2013.01.09 01:00 | modify | 523 | 0.10 | 140.566 | 140.349 | 137.567 | ||
| 1222 | 2013.01.09 03:56 | s/l | 523 | 0.10 | 140.340 | 140.349 | 137.567 | 2260.00 | 1439950.00 |
| 1223 | 2013.01.10 15:00 | buy | 524 | 0.10 | 141.696 | 140.912 | 144.662 | ||
| 1224 | 2013.01.10 23:30 | modify | 524 | 0.10 | 141.696 | 142.187 | 144.662 | ||
| 1225 | 2013.01.11 15:15 | close | 524 | 0.10 | 143.544 | 142.187 | 144.662 | 18480.00 | 1458430.00 |
| 1226 | 2013.01.22 06:30 | sell | 525 | 0.10 | 141.309 | 142.062 | 138.312 | ||
| 1227 | 2013.01.22 11:45 | modify | 525 | 0.10 | 141.309 | 141.013 | 138.312 | ||
| 1228 | 2013.01.22 16:04 | s/l | 525 | 0.10 | 141.008 | 141.013 | 138.312 | 3010.00 | 1461440.00 |
| 1229 | 2013.01.22 18:00 | sell | 526 | 0.10 | 140.486 | 141.228 | 137.478 | ||
| 1230 | 2013.01.23 18:15 | close | 526 | 0.10 | 140.282 | 141.228 | 137.478 | 2040.00 | 1463480.00 |
| 1231 | 2013.01.30 09:30 | buy | 527 | 0.10 | 143.403 | 142.639 | 146.389 | ||
| 1232 | 2013.01.31 09:45 | close | 527 | 0.10 | 143.776 | 142.639 | 146.389 | 3730.00 | 1467210.00 |
| 1233 | 2013.01.31 18:00 | buy | 528 | 0.10 | 144.702 | 143.922 | 147.672 | ||
| 1234 | 2013.02.01 06:30 | modify | 528 | 0.10 | 144.702 | 144.906 | 147.672 | ||
| 1235 | 2013.02.01 16:35 | s/l | 528 | 0.10 | 144.905 | 144.906 | 147.672 | 2030.00 | 1469240.00 |
| 1236 | 2013.02.05 11:15 | buy | 529 | 0.10 | 146.352 | 145.584 | 149.334 | ||
| 1237 | 2013.02.06 11:30 | close | 529 | 0.10 | 146.768 | 145.584 | 149.334 | 4160.00 | 1473400.00 |
| 1238 | 2013.02.07 12:15 | buy | 530 | 0.10 | 147.870 | 147.100 | 150.850 | ||
| 1239 | 2013.02.07 14:40 | s/l | 530 | 0.10 | 147.100 | 147.100 | 150.850 | -7700.00 | 1465700.00 |
| 1240 | 2013.02.07 14:40 | buy | 531 | 0.10 | 147.075 | 146.661 | 150.411 | ||
| 1241 | 2013.02.07 16:04 | s/l | 531 | 0.10 | 146.658 | 146.661 | 150.411 | -4170.00 | 1461530.00 |
| 1242 | 2013.02.12 02:15 | buy | 532 | 0.10 | 147.496 | 146.717 | 150.467 | ||
| 1243 | 2013.02.12 11:17 | s/l | 532 | 0.10 | 146.723 | 146.717 | 150.467 | -7730.00 | 1453800.00 |
| 1244 | 2013.02.14 13:30 | sell | 533 | 0.10 | 144.473 | 145.223 | 141.473 | ||
| 1245 | 2013.02.15 07:00 | modify | 533 | 0.10 | 144.473 | 144.171 | 141.473 | ||
| 1246 | 2013.02.15 13:45 | close | 533 | 0.10 | 143.611 | 144.171 | 141.473 | 8620.00 | 1462420.00 |
| 1247 | 2013.02.20 07:30 | sell | 534 | 0.10 | 143.900 | 144.651 | 140.901 | ||
| 1248 | 2013.02.20 23:15 | modify | 534 | 0.10 | 143.900 | 143.473 | 140.901 | ||
| 1249 | 2013.02.21 07:45 | close | 534 | 0.10 | 141.506 | 143.473 | 140.901 | 23940.00 | 1486360.00 |
| 1250 | 2013.02.25 18:00 | sell | 535 | 0.10 | 141.718 | 142.459 | 138.709 | ||
| 1251 | 2013.02.25 21:30 | modify | 535 | 0.10 | 141.718 | 141.382 | 138.709 | ||
| 1252 | 2013.02.25 21:30 | close | 535 | 0.10 | 140.875 | 141.382 | 138.709 | 8430.00 | 1494790.00 |
| 1253 | 2013.02.25 21:30 | sell | 536 | 0.10 | 140.863 | 141.606 | 137.856 | ||
| 1254 | 2013.02.25 22:45 | modify | 536 | 0.10 | 140.863 | 140.022 | 137.856 | ||
| 1255 | 2013.02.26 00:15 | close | 536 | 0.10 | 139.762 | 140.022 | 137.856 | 11010.00 | 1505800.00 |
| 1256 | 2013.03.01 20:00 | buy | 537 | 0.10 | 140.913 | 140.136 | 143.886 | ||
| 1257 | 2013.03.04 20:15 | close | 537 | 0.10 | 140.867 | 140.136 | 143.886 | -460.00 | 1505340.00 |
| 1258 | 2013.03.07 14:15 | buy | 538 | 0.10 | 141.786 | 141.013 | 144.763 | ||
| 1259 | 2013.03.08 05:00 | modify | 538 | 0.10 | 141.786 | 142.013 | 144.763 | ||
| 1260 | 2013.03.08 14:30 | close | 538 | 0.10 | 143.967 | 142.013 | 144.763 | 21810.00 | 1527150.00 |
| 1261 | 2013.03.12 01:45 | buy | 539 | 0.10 | 144.112 | 143.334 | 147.084 | ||
| 1262 | 2013.03.12 11:20 | s/l | 539 | 0.10 | 143.327 | 143.334 | 147.084 | -7850.00 | 1519300.00 |
| 1263 | 2013.03.14 10:30 | buy | 540 | 0.10 | 143.700 | 142.931 | 146.681 | ||
| 1264 | 2013.03.14 21:00 | modify | 540 | 0.10 | 143.700 | 143.902 | 146.681 | ||
| 1265 | 2013.03.15 10:45 | close | 540 | 0.10 | 145.252 | 143.902 | 146.681 | 15520.00 | 1534820.00 |
| 1266 | 2013.03.20 13:30 | buy | 541 | 0.10 | 144.569 | 143.791 | 147.541 | ||
| 1267 | 2013.03.20 15:45 | close | 541 | 0.10 | 144.199 | 143.791 | 147.541 | -3700.00 | 1531120.00 |
| 1268 | 2013.03.20 16:00 | buy | 542 | 0.10 | 144.660 | 143.894 | 147.644 | ||
| 1269 | 2013.03.21 16:15 | close | 542 | 0.10 | 144.375 | 143.894 | 147.644 | -2850.00 | 1528270.00 |
| 1270 | 2013.03.22 13:15 | sell | 543 | 0.10 | 143.436 | 144.194 | 140.444 | ||
| 1271 | 2013.03.22 14:49 | s/l | 543 | 0.10 | 144.195 | 144.194 | 140.444 | -7590.00 | 1520680.00 |
| 1272 | 2013.03.25 17:45 | sell | 544 | 0.10 | 143.257 | 144.006 | 140.256 | ||
| 1273 | 2013.03.25 21:00 | close | 544 | 0.10 | 142.780 | 144.006 | 140.256 | 4770.00 | 1525450.00 |
| 1274 | 2013.03.25 21:00 | sell | 545 | 0.10 | 142.750 | 143.504 | 139.754 | ||
| 1275 | 2013.03.26 10:32 | s/l | 545 | 0.10 | 143.498 | 143.504 | 139.754 | -7480.00 | 1517970.00 |
| 1276 | 2013.03.27 14:30 | sell | 546 | 0.10 | 142.446 | 143.187 | 139.437 | ||
| 1277 | 2013.03.28 14:45 | close | 546 | 0.10 | 142.705 | 143.187 | 139.437 | -2590.00 | 1515380.00 |
| 1278 | 2013.04.01 10:15 | sell | 547 | 0.10 | 142.212 | 142.962 | 139.212 | ||
| 1279 | 2013.04.02 10:30 | close | 547 | 0.10 | 141.478 | 142.962 | 139.212 | 7340.00 | 1522720.00 |
| 1280 | 2013.04.02 15:30 | sell | 548 | 0.10 | 141.019 | 141.769 | 138.019 | ||
| 1281 | 2013.04.03 15:45 | close | 548 | 0.10 | 141.259 | 141.769 | 138.019 | -2400.00 | 1520320.00 |
| 1282 | 2013.04.03 18:00 | sell | 549 | 0.10 | 140.552 | 141.296 | 137.546 | ||
| 1283 | 2013.04.04 07:41 | s/l | 549 | 0.10 | 141.305 | 141.296 | 137.546 | -7530.00 | 1512790.00 |
| 1284 | 2013.04.09 20:30 | buy | 550 | 0.10 | 152.119 | 151.356 | 155.106 | ||
| 1285 | 2013.04.10 20:45 | close | 550 | 0.10 | 152.714 | 151.356 | 155.106 | 5950.00 | 1518740.00 |
| 1286 | 2013.04.10 21:00 | buy | 551 | 0.10 | 152.843 | 152.064 | 155.814 | ||
| 1287 | 2013.04.11 21:15 | close | 551 | 0.10 | 153.699 | 152.064 | 155.814 | 8560.00 | 1527300.00 |
| 1288 | 2013.04.11 21:30 | buy | 552 | 0.10 | 153.771 | 152.998 | 156.748 | ||
| 1289 | 2013.04.12 06:44 | s/l | 552 | 0.10 | 152.996 | 152.998 | 156.748 | -7750.00 | 1519550.00 |
| 1290 | 2013.04.15 01:15 | sell | 553 | 0.10 | 151.086 | 151.831 | 148.081 | ||
| 1291 | 2013.04.15 07:15 | modify | 553 | 0.10 | 151.086 | 150.521 | 148.081 | ||
| 1292 | 2013.04.15 10:30 | s/l | 553 | 0.10 | 150.521 | 150.521 | 148.081 | 5650.00 | 1525200.00 |
| 1293 | 2013.04.19 09:15 | buy | 554 | 0.10 | 150.879 | 150.095 | 153.845 | ||
| 1294 | 2013.04.19 11:00 | modify | 554 | 0.10 | 150.879 | 151.311 | 153.845 | ||
| 1295 | 2013.04.19 19:02 | s/l | 554 | 0.10 | 151.309 | 151.311 | 153.845 | 4300.00 | 1529500.00 |
| 1296 | 2013.04.25 11:45 | buy | 555 | 0.10 | 152.814 | 152.033 | 155.783 | ||
| 1297 | 2013.04.26 08:25 | s/l | 555 | 0.10 | 152.026 | 152.033 | 155.783 | -7880.00 | 1521620.00 |
| 1298 | 2013.04.30 12:45 | sell | 556 | 0.10 | 151.184 | 151.934 | 148.184 | ||
| 1299 | 2013.05.01 11:28 | s/l | 556 | 0.10 | 151.958 | 151.934 | 148.184 | -7740.00 | 1513880.00 |
| 1300 | 2013.05.02 15:30 | buy | 557 | 0.10 | 152.710 | 151.716 | 155.466 | ||
| 1301 | 2013.05.02 16:30 | s/l | 557 | 0.10 | 151.720 | 151.716 | 155.466 | -9900.00 | 1503980.00 |
| 1302 | 2013.05.02 17:15 | buy | 558 | 0.10 | 152.128 | 151.361 | 155.111 | ||
| 1303 | 2013.05.03 16:00 | modify | 558 | 0.10 | 152.128 | 152.598 | 155.111 | ||
| 1304 | 2013.05.03 17:30 | close | 558 | 0.10 | 154.378 | 152.598 | 155.111 | 22500.00 | 1526480.00 |
| 1305 | 2013.05.09 20:15 | buy | 559 | 0.10 | 154.360 | 153.581 | 157.331 | ||
| 1306 | 2013.05.09 21:30 | modify | 559 | 0.10 | 154.360 | 154.710 | 157.331 | ||
| 1307 | 2013.05.10 20:30 | close | 559 | 0.10 | 155.923 | 154.710 | 157.331 | 15630.00 | 1542110.00 |
| 1308 | 2013.05.16 12:45 | buy | 560 | 0.10 | 156.308 | 155.528 | 159.278 | ||
| 1309 | 2013.05.17 13:00 | close | 560 | 0.10 | 156.024 | 155.528 | 159.278 | -2840.00 | 1539270.00 |
| 1310 | 2013.05.17 17:30 | buy | 561 | 0.10 | 156.518 | 155.738 | 159.488 | ||
| 1311 | 2013.05.20 00:37 | s/l | 561 | 0.10 | 155.746 | 155.738 | 159.488 | -7720.00 | 1531550.00 |
| 1312 | 2013.05.21 14:00 | sell | 562 | 0.10 | 155.640 | 156.395 | 152.645 | ||
| 1313 | 2013.05.22 13:30 | close | 562 | 0.10 | 155.453 | 156.395 | 152.645 | 1870.00 | 1533420.00 |
| 1314 | 2013.05.22 22:30 | sell | 563 | 0.10 | 154.666 | 155.426 | 151.676 | ||
| 1315 | 2013.05.23 03:14 | s/l | 563 | 0.10 | 155.432 | 155.426 | 151.676 | -7660.00 | 1525760.00 |
| 1316 | 2013.05.23 06:45 | sell | 564 | 0.10 | 154.771 | 155.520 | 151.770 | ||
| 1317 | 2013.05.23 09:15 | modify | 564 | 0.10 | 154.771 | 154.386 | 151.770 | ||
| 1318 | 2013.05.23 12:15 | close | 564 | 0.10 | 153.117 | 154.386 | 151.770 | 16540.00 | 1542300.00 |
| 1319 | 2013.05.28 17:00 | buy | 565 | 0.10 | 154.608 | 153.753 | 157.503 | ||
| 1320 | 2013.05.28 17:30 | close | 565 | 0.10 | 154.161 | 153.753 | 157.503 | -4470.00 | 1537830.00 |
| 1321 | 2013.06.03 17:45 | sell | 566 | 0.10 | 152.307 | 153.047 | 149.297 | ||
| 1322 | 2013.06.04 08:39 | s/l | 566 | 0.10 | 153.058 | 153.047 | 149.297 | -7510.00 | 1530320.00 |
| 1323 | 2013.06.06 02:45 | sell | 567 | 0.10 | 152.381 | 153.121 | 149.371 | ||
| 1324 | 2013.06.06 08:05 | s/l | 567 | 0.10 | 153.111 | 153.121 | 149.371 | -7300.00 | 1523020.00 |
| 1325 | 2013.06.06 16:00 | buy | 568 | 0.10 | 153.490 | 152.722 | 156.472 | ||
| 1326 | 2013.06.06 17:52 | s/l | 568 | 0.10 | 152.717 | 152.722 | 156.472 | -7730.00 | 1515290.00 |
| 1327 | 2013.06.06 19:00 | sell | 569 | 0.10 | 152.419 | 153.170 | 149.420 | ||
| 1328 | 2013.06.06 19:45 | modify | 569 | 0.10 | 152.419 | 151.537 | 149.420 | ||
| 1329 | 2013.06.06 20:07 | s/l | 569 | 0.10 | 151.541 | 151.537 | 149.420 | 8780.00 | 1524070.00 |
| 1330 | 2013.06.06 20:08 | sell | 570 | 0.10 | 151.513 | 151.657 | 147.907 | ||
| 1331 | 2013.06.06 20:08 | s/l | 570 | 0.10 | 151.669 | 151.657 | 147.907 | -1560.00 | 1522510.00 |
| 1332 | 2013.06.06 20:30 | sell | 571 | 0.10 | 151.626 | 152.384 | 148.634 | ||
| 1333 | 2013.06.07 05:45 | modify | 571 | 0.10 | 151.626 | 151.322 | 148.634 | ||
| 1334 | 2013.06.07 07:30 | close | 571 | 0.10 | 150.289 | 151.322 | 148.634 | 13370.00 | 1535880.00 |
| 1335 | 2013.06.19 01:45 | buy | 572 | 0.10 | 149.405 | 148.629 | 152.379 | ||
| 1336 | 2013.06.19 10:29 | s/l | 572 | 0.10 | 148.636 | 148.629 | 152.379 | -7690.00 | 1528190.00 |
| 1337 | 2013.06.19 10:30 | sell | 573 | 0.10 | 148.581 | 149.340 | 145.590 | ||
| 1338 | 2013.06.19 20:59 | s/l | 573 | 0.10 | 149.343 | 149.340 | 145.590 | -7620.00 | 1520570.00 |
| 1339 | 2013.06.19 21:15 | buy | 574 | 0.10 | 149.615 | 148.828 | 152.578 | ||
| 1340 | 2013.06.19 22:00 | close | 574 | 0.10 | 149.293 | 148.828 | 152.578 | -3220.00 | 1517350.00 |
| 1341 | 2013.06.19 22:15 | buy | 575 | 0.10 | 149.734 | 148.930 | 152.680 | ||
| 1342 | 2013.06.19 23:15 | close | 575 | 0.10 | 149.134 | 148.930 | 152.680 | -6000.00 | 1511350.00 |
| 1343 | 2013.06.20 01:45 | buy | 576 | 0.10 | 149.655 | 148.879 | 152.629 | ||
| 1344 | 2013.06.20 04:48 | s/l | 576 | 0.10 | 148.865 | 148.879 | 152.629 | -7900.00 | 1503450.00 |
| 1345 | 2013.06.20 07:00 | buy | 577 | 0.10 | 149.995 | 149.206 | 152.956 | ||
| 1346 | 2013.06.20 10:45 | modify | 577 | 0.10 | 149.995 | 150.346 | 152.956 | ||
| 1347 | 2013.06.20 19:45 | close | 577 | 0.10 | 151.572 | 150.346 | 152.956 | 15770.00 | 1519220.00 |
| 1348 | 2013.06.25 12:00 | sell | 578 | 0.10 | 149.824 | 150.566 | 146.816 | ||
| 1349 | 2013.06.25 13:29 | s/l | 578 | 0.10 | 150.567 | 150.566 | 146.816 | -7430.00 | 1511790.00 |
| 1350 | 2013.06.26 11:15 | sell | 579 | 0.10 | 150.081 | 150.827 | 147.077 | ||