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 | |
| # | 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 |
| 1501 | 2012.05.18 18:30 | close | 696 | 0.10 | 125.126 | 126.521 | 124.303 | 25700.00 | 1286400.00 |
| 1502 | 2012.05.23 05:45 | sell | 697 | 0.10 | 125.609 | 126.408 | 122.808 | ||
| 1503 | 2012.05.25 02:00 | close | 697 | 0.10 | 124.639 | 126.408 | 122.808 | 9700.00 | 1296100.00 |
| 1504 | 2012.05.29 17:15 | buy | 698 | 0.10 | 124.648 | 123.818 | 127.418 | ||
| 1505 | 2012.05.30 10:09 | s/l | 698 | 0.10 | 123.716 | 123.818 | 127.418 | -9320.00 | 1286780.00 |
| 1506 | 2012.05.30 10:45 | sell | 699 | 0.10 | 123.495 | 124.446 | 120.096 | ||
| 1507 | 2012.05.31 17:00 | modify | 699 | 0.10 | 123.495 | 122.489 | 120.096 | ||
| 1508 | 2012.06.01 07:00 | close | 699 | 0.10 | 120.622 | 122.489 | 120.096 | 28730.00 | 1315510.00 |
| 1509 | 2012.06.01 11:45 | sell | 700 | 0.10 | 119.598 | 120.542 | 116.192 | ||
| 1510 | 2012.06.01 16:32 | s/l | 700 | 0.10 | 120.552 | 120.542 | 116.192 | -9540.00 | 1305970.00 |
| 1511 | 2012.06.07 13:45 | sell | 701 | 0.10 | 122.856 | 123.655 | 120.055 | ||
| 1512 | 2012.06.07 14:26 | s/l | 701 | 0.10 | 123.658 | 123.655 | 120.055 | -8020.00 | 1297950.00 |
| 1513 | 2012.06.11 00:20 | buy | 702 | 0.10 | 123.473 | 122.610 | 126.210 | ||
| 1514 | 2012.06.12 01:12 | s/l | 702 | 0.10 | 122.600 | 122.610 | 126.210 | -8730.00 | 1289220.00 |
| 1515 | 2012.06.18 01:30 | buy | 703 | 0.10 | 124.440 | 123.592 | 127.192 | ||
| 1516 | 2012.06.18 14:10 | s/l | 703 | 0.10 | 123.600 | 123.592 | 127.192 | -8400.00 | 1280820.00 |
| 1517 | 2012.06.19 18:00 | buy | 704 | 0.10 | 124.185 | 123.355 | 126.955 | ||
| 1518 | 2012.06.21 14:15 | close | 704 | 0.10 | 125.532 | 123.355 | 126.955 | 13470.00 | 1294290.00 |
| 1519 | 2012.06.22 15:30 | buy | 705 | 0.10 | 125.345 | 124.523 | 128.123 | ||
| 1520 | 2012.06.25 03:15 | close | 705 | 0.10 | 125.339 | 124.523 | 128.123 | -60.00 | 1294230.00 |
| 1521 | 2012.06.25 03:15 | sell | 706 | 0.10 | 125.335 | 126.135 | 122.535 | ||
| 1522 | 2012.06.26 11:15 | close | 706 | 0.10 | 124.253 | 126.135 | 122.535 | 10820.00 | 1305050.00 |
| 1523 | 2012.06.26 11:15 | buy | 707 | 0.10 | 124.240 | 123.423 | 127.023 | ||
| 1524 | 2012.06.26 17:15 | close | 707 | 0.10 | 123.940 | 123.423 | 127.023 | -3000.00 | 1302050.00 |
| 1525 | 2012.06.26 17:15 | sell | 708 | 0.10 | 123.931 | 124.738 | 121.138 | ||
| 1526 | 2012.06.28 13:30 | close | 708 | 0.10 | 123.273 | 124.738 | 121.138 | 6580.00 | 1308630.00 |
| 1527 | 2012.07.02 08:30 | sell | 709 | 0.10 | 124.723 | 125.524 | 121.924 | ||
| 1528 | 2012.07.04 04:45 | close | 709 | 0.10 | 124.863 | 125.524 | 121.924 | -1400.00 | 1307230.00 |
| 1529 | 2012.07.05 15:45 | sell | 710 | 0.10 | 124.160 | 124.969 | 121.369 | ||
| 1530 | 2012.07.09 12:00 | close | 710 | 0.10 | 123.252 | 124.969 | 121.369 | 9080.00 | 1316310.00 |
| 1531 | 2012.07.12 12:00 | sell | 711 | 0.10 | 122.636 | 123.577 | 119.227 | ||
| 1532 | 2012.07.16 00:22 | s/l | 711 | 0.10 | 123.578 | 123.577 | 119.227 | -9420.00 | 1306890.00 |
| 1533 | 2012.07.17 17:45 | sell | 712 | 0.10 | 123.096 | 123.892 | 120.292 | ||
| 1534 | 2012.07.17 19:00 | close | 712 | 0.10 | 123.424 | 123.892 | 120.292 | -3280.00 | 1303610.00 |
| 1535 | 2012.07.17 19:00 | buy | 713 | 0.10 | 123.408 | 122.593 | 126.193 | ||
| 1536 | 2012.07.19 15:15 | close | 713 | 0.10 | 123.227 | 122.593 | 126.193 | -1810.00 | 1301800.00 |
| 1537 | 2012.07.23 05:30 | sell | 714 | 0.10 | 121.883 | 122.828 | 118.478 | ||
| 1538 | 2012.07.25 01:45 | close | 714 | 0.10 | 121.249 | 122.828 | 118.478 | 6340.00 | 1308140.00 |
| 1539 | 2012.07.26 07:30 | sell | 715 | 0.10 | 120.849 | 121.796 | 117.446 | ||
| 1540 | 2012.07.26 13:33 | s/l | 715 | 0.10 | 121.792 | 121.796 | 117.446 | -9430.00 | 1298710.00 |
| 1541 | 2012.07.26 17:15 | buy | 716 | 0.10 | 122.921 | 122.098 | 125.698 | ||
| 1542 | 2012.07.30 13:30 | close | 716 | 0.10 | 122.762 | 122.098 | 125.698 | -1590.00 | 1297120.00 |
| 1543 | 2012.08.09 15:00 | buy | 717 | 0.10 | 122.627 | 121.805 | 125.405 | ||
| 1544 | 2012.08.10 16:24 | s/l | 717 | 0.10 | 121.804 | 121.805 | 125.405 | -8230.00 | 1288890.00 |
| 1545 | 2012.08.13 10:45 | sell | 718 | 0.10 | 122.571 | 123.370 | 119.770 | ||
| 1546 | 2012.08.14 09:21 | s/l | 718 | 0.10 | 123.366 | 123.370 | 119.770 | -7950.00 | 1280940.00 |
| 1547 | 2012.08.15 11:45 | buy | 719 | 0.10 | 123.892 | 122.912 | 127.262 | ||
| 1548 | 2012.08.17 08:00 | close | 719 | 0.10 | 124.555 | 122.912 | 127.262 | 6630.00 | 1287570.00 |
| 1549 | 2012.08.17 14:00 | sell | 720 | 0.10 | 124.591 | 125.401 | 121.801 | ||
| 1550 | 2012.08.20 01:45 | close | 720 | 0.10 | 124.782 | 125.401 | 121.801 | -1910.00 | 1285660.00 |
| 1551 | 2012.08.20 01:45 | buy | 721 | 0.10 | 124.781 | 123.945 | 127.545 | ||
| 1552 | 2012.08.21 22:00 | close | 721 | 0.10 | 125.067 | 123.945 | 127.545 | 2860.00 | 1288520.00 |
| 1553 | 2012.09.06 17:45 | buy | 722 | 0.10 | 125.794 | 124.834 | 129.184 | ||
| 1554 | 2012.09.10 14:00 | close | 722 | 0.10 | 125.230 | 124.834 | 129.184 | -5640.00 | 1282880.00 |
| 1555 | 2012.09.14 12:45 | buy | 723 | 0.10 | 126.735 | 125.772 | 130.122 | ||
| 1556 | 2012.09.18 09:00 | close | 723 | 0.10 | 127.718 | 125.772 | 130.122 | 9830.00 | 1292710.00 |
| 1557 | 2012.09.19 07:45 | buy | 724 | 0.10 | 128.651 | 127.671 | 132.021 | ||
| 1558 | 2012.09.19 15:00 | s/l | 724 | 0.10 | 127.657 | 127.671 | 132.021 | -9940.00 | 1282770.00 |
| 1559 | 2012.10.01 00:00 | buy | 725 | 0.10 | 125.926 | 125.087 | 128.687 | ||
| 1560 | 2012.10.02 20:15 | close | 725 | 0.10 | 126.211 | 125.087 | 128.687 | 2850.00 | 1285620.00 |
| 1561 | 2012.10.03 11:15 | buy | 726 | 0.10 | 126.126 | 125.302 | 128.902 | ||
| 1562 | 2012.10.05 07:30 | close | 726 | 0.10 | 126.808 | 125.302 | 128.902 | 6820.00 | 1292440.00 |
| 1563 | 2012.10.09 18:45 | sell | 727 | 0.10 | 124.968 | 125.908 | 121.558 | ||
| 1564 | 2012.10.11 13:30 | close | 727 | 0.10 | 125.373 | 125.908 | 121.558 | -4050.00 | 1288390.00 |
| 1565 | 2012.10.11 13:30 | buy | 728 | 0.10 | 125.366 | 124.546 | 128.146 | ||
| 1566 | 2012.10.15 09:45 | close | 728 | 0.10 | 125.893 | 124.546 | 128.146 | 5270.00 | 1293660.00 |
| 1567 | 2012.10.18 12:30 | buy | 729 | 0.10 | 128.096 | 127.128 | 131.478 | ||
| 1568 | 2012.10.18 21:43 | s/l | 729 | 0.10 | 127.127 | 127.128 | 131.478 | -9690.00 | 1283970.00 |
| 1569 | 2012.10.25 08:30 | buy | 730 | 0.10 | 128.536 | 127.562 | 131.912 | ||
| 1570 | 2012.10.29 04:45 | close | 730 | 0.10 | 128.155 | 127.562 | 131.912 | -3810.00 | 1280160.00 |
| 1571 | 2012.10.30 11:15 | buy | 731 | 0.10 | 127.767 | 126.940 | 130.540 | ||
| 1572 | 2012.11.01 07:30 | close | 731 | 0.10 | 129.163 | 126.940 | 130.540 | 13960.00 | 1294120.00 |
| 1573 | 2012.11.02 16:15 | sell | 732 | 0.10 | 129.159 | 129.952 | 126.352 | ||
| 1574 | 2012.11.06 12:30 | close | 732 | 0.10 | 128.245 | 129.952 | 126.352 | 9140.00 | 1303260.00 |
| 1575 | 2012.11.09 12:45 | sell | 733 | 0.10 | 126.393 | 127.343 | 122.993 | ||
| 1576 | 2012.11.12 10:30 | close | 733 | 0.10 | 126.407 | 127.343 | 122.993 | -140.00 | 1303120.00 |
| 1577 | 2012.11.12 10:30 | buy | 734 | 0.10 | 126.416 | 125.593 | 129.193 | ||
| 1578 | 2012.11.13 06:00 | close | 734 | 0.10 | 125.808 | 125.593 | 129.193 | -6080.00 | 1297040.00 |
| 1579 | 2012.11.13 06:00 | sell | 735 | 0.10 | 125.818 | 126.764 | 122.414 | ||
| 1580 | 2012.11.13 17:15 | close | 735 | 0.10 | 126.399 | 126.764 | 122.414 | -5810.00 | 1291230.00 |
| 1581 | 2012.11.13 17:15 | buy | 736 | 0.10 | 126.398 | 125.570 | 129.170 | ||
| 1582 | 2012.11.15 12:45 | modify | 736 | 0.10 | 126.398 | 127.563 | 129.170 | ||
| 1583 | 2012.11.15 13:30 | close | 736 | 0.10 | 128.547 | 127.563 | 129.170 | 21490.00 | 1312720.00 |
| 1584 | 2012.11.20 14:00 | buy | 737 | 0.10 | 129.680 | 128.715 | 133.065 | ||
| 1585 | 2012.11.22 01:30 | modify | 737 | 0.10 | 129.680 | 130.732 | 133.065 | ||
| 1586 | 2012.11.22 10:15 | close | 737 | 0.10 | 131.759 | 130.732 | 133.065 | 20790.00 | 1333510.00 |
| 1587 | 2012.11.22 10:45 | buy | 738 | 0.10 | 132.157 | 131.195 | 135.545 | ||
| 1588 | 2012.11.22 16:20 | s/l | 738 | 0.10 | 131.188 | 131.195 | 135.545 | -9690.00 | 1323820.00 |
| 1589 | 2012.11.22 16:30 | buy | 739 | 0.10 | 131.311 | 130.496 | 134.096 | ||
| 1590 | 2012.11.26 12:45 | close | 739 | 0.10 | 131.440 | 130.496 | 134.096 | 1290.00 | 1325110.00 |
| 1591 | 2012.11.30 10:00 | buy | 740 | 0.10 | 132.702 | 131.733 | 136.083 | ||
| 1592 | 2012.12.03 12:04 | s/l | 740 | 0.10 | 131.734 | 131.733 | 136.083 | -9680.00 | 1315430.00 |
| 1593 | 2012.12.04 10:00 | sell | 741 | 0.10 | 131.933 | 132.738 | 129.138 | ||
| 1594 | 2012.12.05 19:01 | s/l | 741 | 0.10 | 132.740 | 132.738 | 129.138 | -8070.00 | 1307360.00 |
| 1595 | 2012.12.11 20:15 | buy | 742 | 0.10 | 132.903 | 131.925 | 136.275 | ||
| 1596 | 2012.12.13 07:45 | modify | 742 | 0.10 | 132.903 | 133.926 | 136.275 | ||
| 1597 | 2012.12.13 16:30 | close | 742 | 0.10 | 134.687 | 133.926 | 136.275 | 17840.00 | 1325200.00 |
| 1598 | 2012.12.13 19:30 | sell | 743 | 0.10 | 134.446 | 135.239 | 131.639 | ||
| 1599 | 2012.12.14 05:02 | s/l | 743 | 0.10 | 135.235 | 135.239 | 131.639 | -7890.00 | 1317310.00 |
| 1600 | 2012.12.14 05:45 | buy | 744 | 0.10 | 135.249 | 134.285 | 138.635 | ||
| 1601 | 2012.12.18 02:00 | close | 744 | 0.10 | 135.974 | 134.285 | 138.635 | 7250.00 | 1324560.00 |
| 1602 | 2012.12.18 18:15 | buy | 745 | 0.10 | 136.545 | 135.576 | 139.926 | ||
| 1603 | 2012.12.20 14:30 | close | 745 | 0.10 | 136.754 | 135.576 | 139.926 | 2090.00 | 1326650.00 |
| 1604 | 2012.12.25 10:15 | sell | 746 | 0.10 | 136.806 | 137.596 | 133.996 | ||
| 1605 | 2012.12.25 20:01 | close | 746 | 0.10 | 136.687 | 137.596 | 133.996 | 1190.00 | 1327840.00 |
| 1606 | 2012.12.25 20:01 | buy | 747 | 0.10 | 136.703 | 135.820 | 139.420 | ||
| 1607 | 2012.12.27 12:45 | modify | 747 | 0.10 | 136.703 | 137.756 | 139.420 | ||
| 1608 | 2012.12.27 16:15 | close | 747 | 0.10 | 138.938 | 137.756 | 139.420 | 22350.00 | 1350190.00 |
| 1609 | 2012.12.28 03:00 | buy | 748 | 0.10 | 139.458 | 138.470 | 142.820 | ||
| 1610 | 2012.12.28 11:21 | s/l | 748 | 0.10 | 138.471 | 138.470 | 142.820 | -9870.00 | 1340320.00 |
| 1611 | 2012.12.31 00:15 | buy | 749 | 0.10 | 138.832 | 137.946 | 141.546 | ||
| 1612 | 2012.12.31 19:15 | modify | 749 | 0.10 | 138.832 | 139.899 | 141.546 | ||
| 1613 | 2013.01.02 03:32 | t/p | 749 | 0.10 | 141.544 | 139.899 | 141.546 | 27120.00 | 1367440.00 |
| 1614 | 2013.01.11 00:00 | buy | 750 | 0.10 | 143.553 | 142.573 | 146.923 | ||
| 1615 | 2013.01.14 20:15 | close | 750 | 0.10 | 143.573 | 142.573 | 146.923 | 200.00 | 1367640.00 |
| 1616 | 2013.01.18 11:15 | sell | 751 | 0.10 | 143.270 | 144.064 | 140.464 | ||
| 1617 | 2013.01.22 02:15 | close | 751 | 0.10 | 141.890 | 144.064 | 140.464 | 13800.00 | 1381440.00 |
| 1618 | 2013.01.22 02:15 | buy | 752 | 0.10 | 141.894 | 141.074 | 144.674 | ||
| 1619 | 2013.01.22 06:00 | close | 752 | 0.10 | 142.370 | 141.074 | 144.674 | 4760.00 | 1386200.00 |
| 1620 | 2013.01.22 06:00 | sell | 753 | 0.10 | 142.370 | 143.164 | 139.564 | ||
| 1621 | 2013.01.22 11:30 | modify | 753 | 0.10 | 142.370 | 141.316 | 139.564 | ||
| 1622 | 2013.01.23 08:45 | t/p | 753 | 0.10 | 139.574 | 141.316 | 139.564 | 27960.00 | 1414160.00 |
| 1623 | 2013.01.23 15:45 | buy | 754 | 0.10 | 140.505 | 139.680 | 143.280 | ||
| 1624 | 2013.01.24 23:30 | modify | 754 | 0.10 | 140.505 | 141.670 | 143.280 | ||
| 1625 | 2013.01.25 10:42 | t/p | 754 | 0.10 | 143.276 | 141.670 | 143.280 | 27710.00 | 1441870.00 |
| 1626 | 2013.01.28 17:00 | sell | 755 | 0.10 | 142.551 | 143.347 | 139.747 | ||
| 1627 | 2013.01.29 08:15 | close | 755 | 0.10 | 142.603 | 143.347 | 139.747 | -520.00 | 1441350.00 |
| 1628 | 2013.01.29 08:15 | buy | 756 | 0.10 | 142.607 | 141.778 | 145.378 | ||
| 1629 | 2013.01.31 04:30 | close | 756 | 0.10 | 143.642 | 141.778 | 145.378 | 10350.00 | 1451700.00 |
| 1630 | 2013.01.31 20:00 | buy | 757 | 0.10 | 144.980 | 144.013 | 148.363 | ||
| 1631 | 2013.02.04 16:45 | close | 757 | 0.10 | 145.841 | 144.013 | 148.363 | 8610.00 | 1460310.00 |
| 1632 | 2013.02.05 10:30 | buy | 758 | 0.10 | 145.534 | 144.714 | 148.314 | ||
| 1633 | 2013.02.05 12:00 | close | 758 | 0.10 | 146.513 | 144.714 | 148.314 | 9790.00 | 1470100.00 |
| 1634 | 2013.02.05 12:00 | sell | 759 | 0.10 | 146.527 | 147.319 | 143.719 | ||
| 1635 | 2013.02.07 08:15 | close | 759 | 0.10 | 146.683 | 147.319 | 143.719 | -1560.00 | 1468540.00 |
| 1636 | 2013.02.07 10:45 | sell | 760 | 0.10 | 146.944 | 147.742 | 144.142 | ||
| 1637 | 2013.02.07 12:08 | s/l | 760 | 0.10 | 147.734 | 147.742 | 144.142 | -7900.00 | 1460640.00 |
| 1638 | 2013.02.07 18:00 | buy | 761 | 0.10 | 146.369 | 145.552 | 149.152 | ||
| 1639 | 2013.02.08 10:17 | s/l | 761 | 0.10 | 145.556 | 145.552 | 149.152 | -8130.00 | 1452510.00 |
| 1640 | 2013.02.11 12:15 | sell | 762 | 0.10 | 146.430 | 147.228 | 143.628 | ||
| 1641 | 2013.02.11 17:30 | close | 762 | 0.10 | 146.303 | 147.228 | 143.628 | 1270.00 | 1453780.00 |
| 1642 | 2013.02.11 17:30 | buy | 763 | 0.10 | 146.309 | 145.491 | 149.091 | ||
| 1643 | 2013.02.12 11:15 | close | 763 | 0.10 | 146.760 | 145.491 | 149.091 | 4510.00 | 1458290.00 |
| 1644 | 2013.02.12 11:15 | sell | 764 | 0.10 | 146.748 | 147.551 | 143.951 | ||
| 1645 | 2013.02.14 07:30 | close | 764 | 0.10 | 145.308 | 147.551 | 143.951 | 14400.00 | 1472690.00 |
| 1646 | 2013.02.14 19:30 | sell | 765 | 0.10 | 144.111 | 144.916 | 141.316 | ||
| 1647 | 2013.02.15 15:43 | s/l | 765 | 0.10 | 144.921 | 144.916 | 141.316 | -8100.00 | 1464590.00 |
| 1648 | 2013.02.21 09:45 | sell | 766 | 0.10 | 141.874 | 142.832 | 138.482 | ||
| 1649 | 2013.02.22 01:15 | close | 766 | 0.10 | 142.007 | 142.832 | 138.482 | -1330.00 | 1463260.00 |
| 1650 | 2013.02.22 01:15 | buy | 767 | 0.10 | 142.024 | 141.180 | 144.780 | ||