Strategy Tester Report
EA_HLband_M15_forGJ_1.03
| 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_Hl=22630101; Lots=0.1; 複利運用基準値=0; トレードモード=""; Slippage=3; 許容スプレッド=50; 再エントリー抑止足数=4; 最大テイクプロフィット=340; 最大ストップロス=95; | ||||
| 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 | 3083050.00 | 総利益 | 9474090.00 | 総損失 | -6391040.00 |
| プロフィットファクタ | 1.48 | 期待利得 | 1813.56 | ||
| 絶対ドローダウン | 720.00 | 最大ドローダウン | 227630.00 (24.70%) | 相対ドローダウン | 29.01% (91360.00) |
| 総取引数 | 1700 | 売りポジション(勝率%） | 869 (45.22%) | 買いポジション(勝率%） | 831 (47.77%) |
| 勝率(%) | 790 (46.47%) | 負率 (%) | 910 (53.53%) | ||
| 最大 | 勝トレード | 35050.00 | 敗トレード | -27460.00 | |
| 平均 | 勝トレード | 11992.52 | 敗トレード | -7023.12 | |
| 最大 | 連勝(金額) | 11 (109570.00) | 連敗(金額) | 8 (-69140.00) | |
| 最大 | 連勝(トレード数) | 109570.00 (11) | 連敗(トレード数) | -69140.00 (8) | |
| 平均 | 連勝 | 2 | 連敗 | 2 | |
1ページ目次へ
| # | 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 |
| 1 | 2007.01.03 13:01 | sell | 1 | 0.10 | 234.300 | 235.048 | 231.448 | ||
| 2 | 2007.01.04 10:45 | modify | 1 | 0.10 | 234.300 | 233.290 | 231.448 | ||
| 3 | 2007.01.04 22:09 | t/p | 1 | 0.10 | 231.451 | 233.290 | 231.448 | 28490.00 | 228490.00 |
| 4 | 2007.01.05 06:45 | sell | 2 | 0.10 | 229.030 | 229.980 | 225.630 | ||
| 5 | 2007.01.05 09:54 | s/l | 2 | 0.10 | 230.012 | 229.980 | 225.630 | -9820.00 | 218670.00 |
| 6 | 2007.01.08 02:45 | sell | 3 | 0.10 | 228.309 | 229.257 | 224.907 | ||
| 7 | 2007.01.08 13:20 | s/l | 3 | 0.10 | 229.270 | 229.257 | 224.907 | -9610.00 | 209060.00 |
| 8 | 2007.01.10 04:15 | sell | 4 | 0.10 | 231.008 | 231.806 | 228.206 | ||
| 9 | 2007.01.10 11:46 | close | 4 | 0.10 | 231.167 | 231.806 | 228.206 | -1590.00 | 207470.00 |
| 10 | 2007.01.10 11:46 | buy | 5 | 0.10 | 231.156 | 230.334 | 233.934 | ||
| 11 | 2007.01.11 12:00 | modify | 5 | 0.10 | 231.156 | 232.345 | 233.934 | ||
| 12 | 2007.01.11 14:00 | t/p | 5 | 0.10 | 234.143 | 232.345 | 233.934 | 29870.00 | 237340.00 |
| 13 | 2007.01.12 09:16 | buy | 6 | 0.10 | 235.054 | 234.048 | 238.398 | ||
| 14 | 2007.01.16 05:30 | close | 6 | 0.10 | 236.592 | 234.048 | 238.398 | 15380.00 | 252720.00 |
| 15 | 2007.01.17 15:15 | sell | 7 | 0.10 | 237.034 | 237.843 | 234.243 | ||
| 16 | 2007.01.17 17:45 | close | 7 | 0.10 | 237.548 | 237.843 | 234.243 | -5140.00 | 247580.00 |
| 17 | 2007.01.17 17:45 | buy | 8 | 0.10 | 237.528 | 236.564 | 240.914 | ||
| 18 | 2007.01.18 10:30 | modify | 8 | 0.10 | 237.528 | 238.727 | 240.914 | ||
| 19 | 2007.01.18 14:30 | s/l | 8 | 0.10 | 238.713 | 238.727 | 240.914 | 11850.00 | 259430.00 |
| 20 | 2007.01.19 17:30 | sell | 9 | 0.10 | 239.256 | 240.059 | 236.459 | ||
| 21 | 2007.01.22 13:07 | s/l | 9 | 0.10 | 240.076 | 240.059 | 236.459 | -8200.00 | 251230.00 |
| 22 | 2007.01.22 13:45 | buy | 10 | 0.10 | 240.366 | 239.351 | 243.701 | ||
| 23 | 2007.01.24 07:45 | close | 10 | 0.10 | 240.880 | 239.351 | 243.701 | 5140.00 | 256370.00 |
| 24 | 2007.01.24 07:45 | sell | 11 | 0.10 | 240.889 | 241.690 | 238.090 | ||
| 25 | 2007.01.24 10:15 | modify | 11 | 0.10 | 240.889 | 239.725 | 238.090 | ||
| 26 | 2007.01.24 10:17 | t/p | 11 | 0.10 | 238.070 | 239.725 | 238.090 | 28190.00 | 284560.00 |
| 27 | 2007.01.30 02:45 | sell | 12 | 0.10 | 238.379 | 239.181 | 235.581 | ||
| 28 | 2007.01.30 07:57 | s/l | 12 | 0.10 | 239.209 | 239.181 | 235.581 | -8300.00 | 276260.00 |
| 29 | 2007.01.30 18:15 | buy | 13 | 0.10 | 238.520 | 237.708 | 241.308 | ||
| 30 | 2007.01.31 09:31 | s/l | 13 | 0.10 | 237.691 | 237.708 | 241.308 | -8290.00 | 267970.00 |
| 31 | 2007.02.05 19:45 | sell | 14 | 0.10 | 235.746 | 236.549 | 232.949 | ||
| 32 | 2007.02.06 10:32 | s/l | 14 | 0.10 | 236.562 | 236.549 | 232.949 | -8160.00 | 259810.00 |
| 33 | 2007.02.12 15:30 | sell | 15 | 0.10 | 237.042 | 237.846 | 234.246 | ||
| 34 | 2007.02.14 10:45 | close | 15 | 0.10 | 236.602 | 237.846 | 234.246 | 4400.00 | 264210.00 |
| 35 | 2007.02.14 10:45 | buy | 16 | 0.10 | 236.598 | 235.781 | 239.381 | ||
| 36 | 2007.02.15 03:03 | s/l | 16 | 0.10 | 235.778 | 235.781 | 239.381 | -8200.00 | 256010.00 |
| 37 | 2007.02.15 13:01 | sell | 17 | 0.10 | 235.042 | 235.972 | 231.622 | ||
| 38 | 2007.02.15 23:00 | modify | 17 | 0.10 | 235.042 | 233.917 | 231.622 | ||
| 39 | 2007.02.16 22:45 | close | 17 | 0.10 | 232.703 | 233.917 | 231.622 | 23390.00 | 279400.00 |
| 40 | 2007.02.16 22:45 | buy | 18 | 0.10 | 232.700 | 231.871 | 235.471 | ||
| 41 | 2007.02.19 00:31 | close | 18 | 0.10 | 233.199 | 231.871 | 235.471 | 4990.00 | 284390.00 |
| 42 | 2007.02.19 00:31 | sell | 19 | 0.10 | 233.197 | 234.017 | 230.417 | ||
| 43 | 2007.02.20 06:04 | s/l | 19 | 0.10 | 234.021 | 234.017 | 230.417 | -8240.00 | 276150.00 |
| 44 | 2007.02.22 10:00 | sell | 20 | 0.10 | 236.055 | 236.865 | 233.265 | ||
| 45 | 2007.02.22 16:55 | s/l | 20 | 0.10 | 236.866 | 236.865 | 233.265 | -8110.00 | 268040.00 |
| 46 | 2007.02.23 13:15 | buy | 21 | 0.10 | 237.714 | 236.895 | 240.495 | ||
| 47 | 2007.02.26 10:50 | s/l | 21 | 0.10 | 236.869 | 236.895 | 240.495 | -8450.00 | 259590.00 |
| 48 | 2007.02.27 22:15 | sell | 22 | 0.10 | 231.015 | 231.921 | 227.571 | ||
| 49 | 2007.02.28 00:49 | s/l | 22 | 0.10 | 231.943 | 231.921 | 227.571 | -9280.00 | 250310.00 |
| 50 | 2007.03.01 16:31 | sell | 23 | 0.10 | 230.449 | 231.278 | 226.928 | ||
| 51 | 2007.03.02 14:00 | modify | 23 | 0.10 | 230.449 | 229.228 | 226.928 | ||
| 52 | 2007.03.02 15:30 | close | 23 | 0.10 | 227.099 | 229.228 | 226.928 | 33500.00 | 283810.00 |
| 53 | 2007.03.05 01:30 | sell | 24 | 0.10 | 225.572 | 226.525 | 222.175 | ||
| 54 | 2007.03.05 02:15 | close | 24 | 0.10 | 222.968 | 226.525 | 222.175 | 26040.00 | 309850.00 |
| 55 | 2007.03.05 09:15 | sell | 25 | 0.10 | 221.828 | 222.775 | 218.425 | ||
| 56 | 2007.03.05 16:44 | s/l | 25 | 0.10 | 222.796 | 222.775 | 218.425 | -9680.00 | 300170.00 |
| 57 | 2007.03.16 15:31 | sell | 26 | 0.10 | 227.329 | 227.902 | 224.302 | ||
| 58 | 2007.03.16 20:30 | close | 26 | 0.10 | 226.959 | 227.902 | 224.302 | 3700.00 | 303870.00 |
| 59 | 2007.03.16 20:30 | buy | 27 | 0.10 | 226.951 | 226.118 | 229.718 | ||
| 60 | 2007.03.19 00:00 | s/l | 27 | 0.10 | 225.960 | 226.118 | 229.718 | -9910.00 | 293960.00 |
| 61 | 2007.03.23 10:00 | sell | 28 | 0.10 | 232.131 | 232.930 | 229.330 | ||
| 62 | 2007.03.26 17:00 | close | 28 | 0.10 | 232.663 | 232.930 | 229.330 | -5320.00 | 288640.00 |
| 63 | 2007.03.26 17:00 | buy | 29 | 0.10 | 232.664 | 231.675 | 236.025 | ||
| 64 | 2007.03.27 12:12 | s/l | 29 | 0.10 | 231.522 | 231.675 | 236.025 | -11420.00 | 277220.00 |
| 65 | 2007.03.27 13:00 | buy | 30 | 0.10 | 232.142 | 231.320 | 234.920 | ||
| 66 | 2007.03.27 13:23 | s/l | 30 | 0.10 | 231.271 | 231.320 | 234.920 | -8710.00 | 268510.00 |
| 67 | 2007.03.30 16:01 | sell | 31 | 0.10 | 231.356 | 232.070 | 228.470 | ||
| 68 | 2007.04.02 00:25 | close | 31 | 0.10 | 231.379 | 232.070 | 228.470 | -230.00 | 268280.00 |
| 69 | 2007.04.02 00:25 | buy | 32 | 0.10 | 231.367 | 230.650 | 234.250 | ||
| 70 | 2007.04.03 07:00 | modify | 32 | 0.10 | 231.367 | 232.420 | 234.250 | ||
| 71 | 2007.04.03 09:59 | t/p | 32 | 0.10 | 234.271 | 232.420 | 234.250 | 29040.00 | 297320.00 |
| 72 | 2007.04.03 15:00 | buy | 33 | 0.10 | 234.499 | 233.520 | 237.870 | ||
| 73 | 2007.04.05 11:15 | close | 33 | 0.10 | 234.757 | 233.520 | 237.870 | 2580.00 | 299900.00 |
| 74 | 2007.04.05 12:30 | buy | 34 | 0.10 | 234.383 | 233.550 | 237.150 | ||
| 75 | 2007.04.05 16:58 | s/l | 34 | 0.10 | 233.549 | 233.550 | 237.150 | -8340.00 | 291560.00 |
| 76 | 2007.04.06 15:45 | sell | 35 | 0.10 | 234.191 | 234.970 | 231.370 | ||
| 77 | 2007.04.10 12:00 | close | 35 | 0.10 | 234.804 | 234.970 | 231.370 | -6130.00 | 285430.00 |
| 78 | 2007.04.11 06:15 | buy | 36 | 0.10 | 235.323 | 234.350 | 238.700 | ||
| 79 | 2007.04.13 02:30 | close | 36 | 0.10 | 235.592 | 234.350 | 238.700 | 2690.00 | 288120.00 |
| 80 | 2007.04.13 03:16 | buy | 37 | 0.10 | 235.688 | 234.830 | 238.430 | ||
| 81 | 2007.04.13 11:45 | s/l | 37 | 0.10 | 234.839 | 234.830 | 238.430 | -8490.00 | 279630.00 |
| 82 | 2007.04.13 18:15 | buy | 38 | 0.10 | 236.832 | 235.840 | 240.190 | ||
| 83 | 2007.04.17 08:15 | close | 38 | 0.10 | 237.920 | 235.840 | 240.190 | 10880.00 | 290510.00 |
| 84 | 2007.04.17 08:15 | sell | 39 | 0.10 | 237.918 | 238.720 | 235.120 | ||
| 85 | 2007.04.17 13:14 | s/l | 39 | 0.10 | 238.720 | 238.720 | 235.120 | -8020.00 | 282490.00 |
| 86 | 2007.04.17 13:30 | buy | 40 | 0.10 | 239.056 | 238.060 | 242.410 | ||
| 87 | 2007.04.18 06:05 | s/l | 40 | 0.10 | 238.060 | 238.060 | 242.410 | -9960.00 | 272530.00 |
| 88 | 2007.04.26 02:15 | sell | 41 | 0.10 | 237.389 | 238.190 | 234.590 | ||
| 89 | 2007.04.26 09:07 | s/l | 41 | 0.10 | 238.202 | 238.190 | 234.590 | -8130.00 | 264400.00 |
| 90 | 2007.04.26 19:00 | sell | 42 | 0.10 | 237.806 | 238.610 | 235.010 | ||
| 91 | 2007.04.27 13:39 | s/l | 42 | 0.10 | 238.610 | 238.610 | 235.010 | -8040.00 | 256360.00 |
| 92 | 2007.04.30 08:31 | sell | 43 | 0.10 | 238.278 | 239.070 | 235.470 | ||
| 93 | 2007.04.30 21:59 | s/l | 43 | 0.10 | 239.069 | 239.070 | 235.470 | -7910.00 | 248450.00 |
| 94 | 2007.05.01 14:45 | buy | 44 | 0.10 | 239.723 | 238.750 | 243.100 | ||
| 95 | 2007.05.02 08:59 | s/l | 44 | 0.10 | 238.731 | 238.750 | 243.100 | -9920.00 | 238530.00 |
| 96 | 2007.05.02 09:15 | buy | 45 | 0.10 | 238.992 | 238.120 | 241.720 | ||
| 97 | 2007.05.03 19:15 | close | 45 | 0.10 | 239.005 | 238.120 | 241.720 | 130.00 | 238660.00 |
| 98 | 2007.05.03 19:15 | sell | 46 | 0.10 | 239.012 | 239.810 | 236.210 | ||
| 99 | 2007.05.04 15:30 | s/l | 46 | 0.10 | 239.891 | 239.810 | 236.210 | -8790.00 | 229870.00 |
| 100 | 2007.05.04 15:45 | buy | 47 | 0.10 | 239.051 | 238.225 | 241.825 | ||
| 101 | 2007.05.08 12:00 | close | 47 | 0.10 | 238.819 | 238.225 | 241.825 | -2320.00 | 227550.00 |
| 102 | 2007.05.10 14:00 | sell | 48 | 0.10 | 239.236 | 239.920 | 236.320 | ||
| 103 | 2007.05.10 20:30 | modify | 48 | 0.10 | 239.236 | 238.220 | 236.320 | ||
| 104 | 2007.05.11 17:54 | s/l | 48 | 0.10 | 238.213 | 238.220 | 236.320 | 10230.00 | 237780.00 |
| 105 | 2007.05.18 14:45 | sell | 49 | 0.10 | 238.253 | 239.050 | 235.450 | ||
| 106 | 2007.05.18 17:15 | s/l | 49 | 0.10 | 239.051 | 239.050 | 235.450 | -7980.00 | 229800.00 |
| 107 | 2007.05.21 03:17 | buy | 50 | 0.10 | 239.375 | 238.550 | 242.150 | ||
| 108 | 2007.05.22 23:30 | close | 50 | 0.10 | 240.076 | 238.550 | 242.150 | 7010.00 | 236810.00 |
| 109 | 2007.05.23 05:45 | buy | 51 | 0.10 | 240.334 | 239.350 | 243.700 | ||
| 110 | 2007.05.25 02:00 | close | 51 | 0.10 | 240.878 | 239.350 | 243.700 | 5440.00 | 242250.00 |
| 111 | 2007.05.29 13:00 | sell | 52 | 0.10 | 241.199 | 242.000 | 238.400 | ||
| 112 | 2007.05.31 09:15 | close | 52 | 0.10 | 240.120 | 242.000 | 238.400 | 10790.00 | 253040.00 |
| 113 | 2007.06.01 21:00 | buy | 53 | 0.10 | 241.985 | 241.000 | 245.350 | ||
| 114 | 2007.06.05 17:15 | close | 53 | 0.10 | 242.281 | 241.000 | 245.350 | 2960.00 | 256000.00 |
| 115 | 2007.06.07 14:30 | buy | 54 | 0.10 | 241.167 | 240.330 | 243.930 | ||
| 116 | 2007.06.07 18:11 | s/l | 54 | 0.10 | 240.328 | 240.330 | 243.930 | -8390.00 | 247610.00 |
| 117 | 2007.06.13 03:00 | sell | 55 | 0.10 | 239.937 | 240.740 | 237.140 | ||
| 118 | 2007.06.13 07:04 | s/l | 55 | 0.10 | 240.741 | 240.740 | 237.140 | -8040.00 | 239570.00 |
| 119 | 2007.06.15 11:45 | buy | 56 | 0.10 | 243.184 | 242.200 | 246.550 | ||
| 120 | 2007.06.18 20:00 | modify | 56 | 0.10 | 243.184 | 244.200 | 246.550 | ||
| 121 | 2007.06.19 08:00 | close | 56 | 0.10 | 245.211 | 244.200 | 246.550 | 20270.00 | 259840.00 |
| 122 | 2007.06.19 16:30 | sell | 57 | 0.10 | 245.177 | 245.985 | 242.385 | ||
| 123 | 2007.06.20 11:00 | close | 57 | 0.10 | 245.253 | 245.985 | 242.385 | -760.00 | 259080.00 |
| 124 | 2007.06.20 11:00 | buy | 58 | 0.10 | 245.253 | 244.420 | 248.020 | ||
| 125 | 2007.06.22 07:15 | close | 58 | 0.10 | 246.763 | 244.420 | 248.020 | 15100.00 | 274180.00 |
| 126 | 2007.06.22 09:15 | buy | 59 | 0.10 | 247.224 | 246.200 | 250.550 | ||
| 127 | 2007.06.26 05:30 | close | 59 | 0.10 | 246.965 | 246.200 | 250.550 | -2590.00 | 271590.00 |
| 128 | 2007.07.02 09:15 | sell | 60 | 0.10 | 247.161 | 247.965 | 244.365 | ||
| 129 | 2007.07.04 05:30 | close | 60 | 0.10 | 246.898 | 247.965 | 244.365 | 2630.00 | 274220.00 |
| 130 | 2007.07.05 11:30 | buy | 61 | 0.10 | 247.157 | 246.310 | 249.910 | ||
| 131 | 2007.07.05 17:15 | close | 61 | 0.10 | 247.164 | 246.310 | 249.910 | 70.00 | 274290.00 |
| 132 | 2007.07.05 17:15 | sell | 62 | 0.10 | 247.172 | 247.970 | 244.370 | ||
| 133 | 2007.07.06 15:33 | s/l | 62 | 0.10 | 247.983 | 247.970 | 244.370 | -8110.00 | 266180.00 |
| 134 | 2007.07.09 00:34 | buy | 63 | 0.10 | 248.286 | 247.330 | 251.680 | ||
| 135 | 2007.07.10 16:21 | s/l | 63 | 0.10 | 247.311 | 247.330 | 251.680 | -9750.00 | 256430.00 |
| 136 | 2007.07.11 14:45 | buy | 64 | 0.10 | 247.030 | 246.200 | 249.800 | ||
| 137 | 2007.07.12 16:45 | close | 64 | 0.10 | 248.329 | 246.200 | 249.800 | 12990.00 | 269420.00 |
| 138 | 2007.07.12 16:45 | sell | 65 | 0.10 | 248.337 | 249.130 | 245.530 | ||
| 139 | 2007.07.16 09:00 | close | 65 | 0.10 | 248.270 | 249.130 | 245.530 | 670.00 | 270090.00 |
| 140 | 2007.07.16 09:00 | buy | 66 | 0.10 | 248.266 | 247.420 | 251.020 | ||
| 141 | 2007.07.17 19:00 | modify | 66 | 0.10 | 248.266 | 249.360 | 251.020 | ||
| 142 | 2007.07.18 05:15 | close | 66 | 0.10 | 249.736 | 249.360 | 251.020 | 14700.00 | 284790.00 |
| 143 | 2007.07.18 13:00 | sell | 67 | 0.10 | 250.178 | 250.980 | 247.380 | ||
| 144 | 2007.07.19 13:30 | close | 67 | 0.10 | 250.067 | 250.980 | 247.380 | 1110.00 | 285900.00 |
| 145 | 2007.07.19 13:30 | buy | 68 | 0.10 | 250.061 | 249.240 | 252.840 | ||
| 146 | 2007.07.20 17:33 | s/l | 68 | 0.10 | 249.237 | 249.240 | 252.840 | -8240.00 | 277660.00 |
| 147 | 2007.07.23 23:30 | buy | 69 | 0.10 | 249.271 | 248.380 | 251.980 | ||
| 148 | 2007.07.24 22:02 | s/l | 69 | 0.10 | 248.386 | 248.380 | 251.980 | -8850.00 | 268810.00 |
| 149 | 2007.07.25 03:30 | sell | 70 | 0.10 | 247.537 | 248.340 | 244.740 | ||
| 150 | 2007.07.26 14:22 | t/p | 70 | 0.10 | 244.700 | 248.340 | 244.740 | 28370.00 | 297180.00 |
1ページ目次へ