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 |
| 1801 | 2013.09.30 16:45 | close | 835 | 0.10 | 157.908 | 159.245 | 155.645 | 5280.00 | 1749480.00 |
| 1802 | 2013.10.01 16:45 | sell | 836 | 0.10 | 158.911 | 159.714 | 156.114 | ||
| 1803 | 2013.10.03 13:00 | close | 836 | 0.10 | 158.682 | 159.714 | 156.114 | 2290.00 | 1751770.00 |
| 1804 | 2013.10.04 10:15 | sell | 837 | 0.10 | 156.534 | 157.340 | 153.740 | ||
| 1805 | 2013.10.08 06:30 | close | 837 | 0.10 | 155.827 | 157.340 | 153.740 | 7070.00 | 1758840.00 |
| 1806 | 2013.10.08 06:30 | sell | 838 | 0.10 | 155.810 | 156.759 | 152.409 | ||
| 1807 | 2013.10.08 12:45 | close | 838 | 0.10 | 155.755 | 156.759 | 152.409 | 550.00 | 1759390.00 |
| 1808 | 2013.10.08 12:45 | buy | 839 | 0.10 | 155.748 | 154.937 | 158.537 | ||
| 1809 | 2013.10.09 14:30 | close | 839 | 0.10 | 155.242 | 154.937 | 158.537 | -5060.00 | 1754330.00 |
| 1810 | 2013.10.09 14:30 | sell | 840 | 0.10 | 155.240 | 156.188 | 151.838 | ||
| 1811 | 2013.10.10 15:50 | s/l | 840 | 0.10 | 156.184 | 156.188 | 151.838 | -9440.00 | 1744890.00 |
| 1812 | 2013.10.17 11:15 | buy | 841 | 0.10 | 157.397 | 156.574 | 160.174 | ||
| 1813 | 2013.10.21 07:30 | close | 841 | 0.10 | 158.346 | 156.574 | 160.174 | 9490.00 | 1754380.00 |
| 1814 | 2013.10.23 07:00 | sell | 842 | 0.10 | 158.492 | 159.284 | 155.684 | ||
| 1815 | 2013.10.25 03:15 | close | 842 | 0.10 | 157.556 | 159.284 | 155.684 | 9360.00 | 1763740.00 |
| 1816 | 2013.11.05 03:30 | sell | 843 | 0.10 | 157.230 | 158.030 | 154.430 | ||
| 1817 | 2013.11.05 17:59 | s/l | 843 | 0.10 | 158.043 | 158.030 | 154.430 | -8130.00 | 1755610.00 |
| 1818 | 2013.11.07 15:15 | buy | 844 | 0.10 | 158.618 | 157.795 | 161.395 | ||
| 1819 | 2013.11.07 20:28 | s/l | 844 | 0.10 | 157.804 | 157.795 | 161.395 | -8140.00 | 1747470.00 |
| 1820 | 2013.11.08 15:30 | sell | 845 | 0.10 | 158.223 | 158.310 | 154.710 | ||
| 1821 | 2013.11.08 15:46 | s/l | 845 | 0.10 | 158.316 | 158.310 | 154.710 | -930.00 | 1746540.00 |
| 1822 | 2013.11.14 04:15 | buy | 846 | 0.10 | 159.558 | 158.583 | 162.933 | ||
| 1823 | 2013.11.15 17:30 | modify | 846 | 0.10 | 159.558 | 160.609 | 162.933 | ||
| 1824 | 2013.11.18 00:30 | close | 846 | 0.10 | 161.614 | 160.609 | 162.933 | 20560.00 | 1767100.00 |
| 1825 | 2013.11.21 09:15 | buy | 847 | 0.10 | 162.119 | 161.159 | 165.509 | ||
| 1826 | 2013.11.22 19:00 | modify | 847 | 0.10 | 162.119 | 163.129 | 165.509 | ||
| 1827 | 2013.11.25 05:30 | close | 847 | 0.10 | 164.997 | 163.129 | 165.509 | 28780.00 | 1795880.00 |
| 1828 | 2013.11.26 17:00 | buy | 848 | 0.10 | 164.193 | 163.350 | 166.950 | ||
| 1829 | 2013.11.27 17:00 | modify | 848 | 0.10 | 164.193 | 165.204 | 166.950 | ||
| 1830 | 2013.11.28 10:02 | t/p | 848 | 0.10 | 166.956 | 165.204 | 166.950 | 27630.00 | 1823510.00 |
| 1831 | 2013.11.28 10:02 | buy | 849 | 0.10 | 167.036 | 165.787 | 170.137 | ||
| 1832 | 2013.11.29 12:00 | close | 849 | 0.10 | 166.910 | 165.787 | 170.137 | -1260.00 | 1822250.00 |
| 1833 | 2013.12.02 02:45 | buy | 850 | 0.10 | 168.466 | 167.492 | 171.842 | ||
| 1834 | 2013.12.03 12:15 | close | 850 | 0.10 | 168.487 | 167.492 | 171.842 | 210.00 | 1822460.00 |
| 1835 | 2013.12.09 19:15 | buy | 851 | 0.10 | 169.405 | 168.441 | 172.791 | ||
| 1836 | 2013.12.11 09:42 | s/l | 851 | 0.10 | 168.449 | 168.441 | 172.791 | -9560.00 | 1812900.00 |
| 1837 | 2013.12.18 22:30 | buy | 852 | 0.10 | 170.269 | 169.295 | 173.645 | ||
| 1838 | 2013.12.20 16:30 | close | 852 | 0.10 | 170.638 | 169.295 | 173.645 | 3690.00 | 1816590.00 |
| 1839 | 2013.12.20 16:30 | sell | 853 | 0.10 | 170.630 | 171.430 | 167.830 | ||
| 1840 | 2013.12.24 12:45 | close | 853 | 0.10 | 170.496 | 171.430 | 167.830 | 1340.00 | 1817930.00 |
| 1841 | 2013.12.26 02:45 | buy | 854 | 0.10 | 171.501 | 170.540 | 174.890 | ||
| 1842 | 2013.12.27 14:00 | modify | 854 | 0.10 | 171.501 | 172.755 | 174.890 | ||
| 1843 | 2013.12.27 23:00 | close | 854 | 0.10 | 173.230 | 172.755 | 174.890 | 17290.00 | 1835220.00 |
| 1844 | 2013.12.31 11:15 | sell | 855 | 0.10 | 173.682 | 174.479 | 170.879 | ||
| 1845 | 2013.12.31 18:30 | close | 855 | 0.10 | 174.223 | 174.479 | 170.879 | -5410.00 | 1829810.00 |
| 1846 | 2013.12.31 18:30 | buy | 856 | 0.10 | 174.210 | 173.245 | 177.595 | ||
| 1847 | 2014.01.02 15:57 | s/l | 856 | 0.10 | 173.233 | 173.245 | 177.595 | -9770.00 | 1820040.00 |
| 1848 | 2014.01.15 15:15 | sell | 857 | 0.10 | 170.856 | 171.661 | 168.061 | ||
| 1849 | 2014.01.16 04:58 | s/l | 857 | 0.10 | 171.656 | 171.661 | 168.061 | -8000.00 | 1812040.00 |
| 1850 | 2014.01.20 03:00 | sell | 858 | 0.10 | 170.550 | 171.350 | 167.750 | ||
| 1851 | 2014.01.20 11:05 | s/l | 858 | 0.10 | 171.369 | 171.350 | 167.750 | -8190.00 | 1803850.00 |
| 1852 | 2014.01.22 05:30 | sell | 859 | 0.10 | 171.817 | 172.616 | 169.016 | ||
| 1853 | 2014.01.22 11:46 | s/l | 859 | 0.10 | 172.617 | 172.616 | 169.016 | -8000.00 | 1795850.00 |
| 1854 | 2014.01.29 02:15 | buy | 860 | 0.10 | 171.168 | 170.355 | 173.955 | ||
| 1855 | 2014.01.29 12:48 | s/l | 860 | 0.10 | 170.345 | 170.355 | 173.955 | -8230.00 | 1787620.00 |
| 1856 | 2014.01.30 18:00 | sell | 861 | 0.10 | 169.450 | 170.253 | 166.653 | ||
| 1857 | 2014.01.31 07:30 | close | 861 | 0.10 | 168.878 | 170.253 | 166.653 | 5720.00 | 1793340.00 |
| 1858 | 2014.01.31 07:30 | buy | 862 | 0.10 | 168.894 | 168.064 | 171.664 | ||
| 1859 | 2014.01.31 15:15 | close | 862 | 0.10 | 168.169 | 168.064 | 171.664 | -7250.00 | 1786090.00 |
| 1860 | 2014.01.31 15:15 | sell | 863 | 0.10 | 168.183 | 169.129 | 164.779 | ||
| 1861 | 2014.02.03 13:00 | modify | 863 | 0.10 | 168.183 | 167.117 | 164.779 | ||
| 1862 | 2014.02.03 19:21 | t/p | 863 | 0.10 | 164.781 | 167.117 | 164.779 | 34020.00 | 1820110.00 |
| 1863 | 2014.02.03 22:00 | sell | 864 | 0.10 | 164.440 | 165.394 | 161.044 | ||
| 1864 | 2014.02.04 11:30 | s/l | 864 | 0.10 | 165.405 | 165.394 | 161.044 | -9650.00 | 1810460.00 |
| 1865 | 2014.02.06 04:00 | buy | 865 | 0.10 | 165.474 | 164.653 | 168.253 | ||
| 1866 | 2014.02.07 16:45 | modify | 865 | 0.10 | 165.474 | 166.833 | 168.253 | ||
| 1867 | 2014.02.10 00:15 | close | 865 | 0.10 | 168.095 | 166.833 | 168.253 | 26210.00 | 1836670.00 |
| 1868 | 2014.02.11 17:30 | buy | 866 | 0.10 | 168.732 | 167.904 | 171.504 | ||
| 1869 | 2014.02.13 13:45 | close | 866 | 0.10 | 169.613 | 167.904 | 171.504 | 8810.00 | 1845480.00 |
| 1870 | 2014.02.13 21:45 | buy | 867 | 0.10 | 170.322 | 169.503 | 173.103 | ||
| 1871 | 2014.02.14 05:12 | s/l | 867 | 0.10 | 169.493 | 169.503 | 173.103 | -8290.00 | 1837190.00 |
| 1872 | 2014.02.14 15:45 | buy | 868 | 0.10 | 170.273 | 169.459 | 173.059 | ||
| 1873 | 2014.02.18 12:00 | close | 868 | 0.10 | 170.651 | 169.459 | 173.059 | 3780.00 | 1840970.00 |
| 1874 | 2014.02.18 14:15 | buy | 869 | 0.10 | 171.169 | 170.356 | 173.956 | ||
| 1875 | 2014.02.19 11:30 | s/l | 869 | 0.10 | 170.350 | 170.356 | 173.956 | -8190.00 | 1832780.00 |
| 1876 | 2014.02.25 17:00 | sell | 870 | 0.10 | 170.697 | 171.505 | 167.905 | ||
| 1877 | 2014.02.26 11:45 | close | 870 | 0.10 | 170.768 | 171.505 | 167.905 | -710.00 | 1832070.00 |
| 1878 | 2014.02.26 11:45 | buy | 871 | 0.10 | 170.755 | 169.941 | 173.541 | ||
| 1879 | 2014.02.27 11:20 | s/l | 871 | 0.10 | 169.947 | 169.941 | 173.541 | -8080.00 | 1823990.00 |
| 1880 | 2014.03.06 18:15 | buy | 872 | 0.10 | 172.424 | 171.444 | 175.794 | ||
| 1881 | 2014.03.07 15:30 | close | 872 | 0.10 | 172.981 | 171.444 | 175.794 | 5570.00 | 1829560.00 |
| 1882 | 2014.03.07 15:30 | sell | 873 | 0.10 | 172.986 | 173.267 | 169.667 | ||
| 1883 | 2014.03.07 15:30 | s/l | 873 | 0.10 | 173.280 | 173.267 | 169.667 | -2940.00 | 1826620.00 |
| 1884 | 2014.03.12 13:30 | sell | 874 | 0.10 | 170.541 | 171.348 | 167.748 | ||
| 1885 | 2014.03.13 07:56 | s/l | 874 | 0.10 | 171.342 | 171.348 | 167.748 | -8010.00 | 1818610.00 |
| 1886 | 2014.03.13 20:15 | buy | 875 | 0.10 | 169.363 | 168.538 | 172.138 | ||
| 1887 | 2014.03.14 14:09 | s/l | 875 | 0.10 | 168.532 | 168.538 | 172.138 | -8310.00 | 1810300.00 |
| 1888 | 2014.03.14 15:00 | sell | 876 | 0.10 | 168.167 | 169.122 | 164.772 | ||
| 1889 | 2014.03.17 09:03 | s/l | 876 | 0.10 | 169.117 | 169.122 | 164.772 | -9500.00 | 1800800.00 |
| 1890 | 2014.03.20 15:30 | sell | 877 | 0.10 | 168.960 | 169.735 | 166.135 | ||
| 1891 | 2014.03.24 11:45 | close | 877 | 0.10 | 169.199 | 169.735 | 166.135 | -2390.00 | 1798410.00 |
| 1892 | 2014.03.25 13:00 | buy | 878 | 0.10 | 168.684 | 167.856 | 171.456 | ||
| 1893 | 2014.03.27 09:15 | close | 878 | 0.10 | 169.432 | 167.856 | 171.456 | 7480.00 | 1805890.00 |
| 1894 | 2014.04.03 04:15 | buy | 879 | 0.10 | 172.997 | 172.034 | 176.384 | ||
| 1895 | 2014.04.04 15:01 | s/l | 879 | 0.10 | 172.024 | 172.034 | 176.384 | -9730.00 | 1796160.00 |
| 1896 | 2014.04.04 15:30 | buy | 880 | 0.10 | 171.881 | 171.391 | 174.991 | ||
| 1897 | 2014.04.04 19:03 | s/l | 880 | 0.10 | 171.393 | 171.391 | 174.991 | -4880.00 | 1791280.00 |
| 1898 | 2014.04.08 11:45 | sell | 881 | 0.10 | 171.266 | 172.060 | 168.460 | ||
| 1899 | 2014.04.10 08:00 | close | 881 | 0.10 | 170.834 | 172.060 | 168.460 | 4320.00 | 1795600.00 |
| 1900 | 2014.04.10 10:00 | buy | 882 | 0.10 | 170.743 | 169.931 | 173.531 | ||
| 1901 | 2014.04.11 14:04 | s/l | 882 | 0.10 | 169.922 | 169.931 | 173.531 | -8210.00 | 1787390.00 |
| 1902 | 2014.04.15 19:15 | buy | 883 | 0.10 | 170.085 | 169.258 | 172.858 | ||
| 1903 | 2014.04.17 15:30 | close | 883 | 0.10 | 171.717 | 169.258 | 172.858 | 16320.00 | 1803710.00 |
| 1904 | 2014.04.21 03:00 | sell | 884 | 0.10 | 172.130 | 172.938 | 169.338 | ||
| 1905 | 2014.04.22 23:15 | close | 884 | 0.10 | 172.663 | 172.938 | 169.338 | -5330.00 | 1798380.00 |
| 1906 | 2014.04.29 16:00 | buy | 885 | 0.10 | 172.892 | 171.924 | 176.274 | ||
| 1907 | 2014.05.01 12:15 | close | 885 | 0.10 | 172.741 | 171.924 | 176.274 | -1510.00 | 1796870.00 |
| 1908 | 2014.05.07 17:30 | buy | 886 | 0.10 | 172.590 | 171.760 | 175.360 | ||
| 1909 | 2014.05.09 13:45 | close | 886 | 0.10 | 171.976 | 171.760 | 175.360 | -6140.00 | 1790730.00 |
| 1910 | 2014.05.12 03:30 | buy | 887 | 0.10 | 171.968 | 171.149 | 174.749 | ||
| 1911 | 2014.05.13 23:45 | close | 887 | 0.10 | 172.065 | 171.149 | 174.749 | 970.00 | 1791700.00 |
| 1912 | 2014.05.14 14:00 | sell | 888 | 0.10 | 170.801 | 171.750 | 167.400 | ||
| 1913 | 2014.05.16 10:15 | close | 888 | 0.10 | 170.574 | 171.750 | 167.400 | 2270.00 | 1793970.00 |
| 1914 | 2014.05.19 14:15 | sell | 889 | 0.10 | 170.075 | 171.029 | 166.679 | ||
| 1915 | 2014.05.21 10:30 | close | 889 | 0.10 | 170.075 | 171.029 | 166.679 | 0.00 | 1793970.00 |
| 1916 | 2014.06.05 15:45 | buy | 890 | 0.10 | 171.994 | 171.165 | 174.765 | ||
| 1917 | 2014.06.05 17:15 | close | 890 | 0.10 | 171.968 | 171.165 | 174.765 | -260.00 | 1793710.00 |
| 1918 | 2014.06.05 17:15 | sell | 891 | 0.10 | 171.974 | 172.767 | 169.167 | ||
| 1919 | 2014.06.09 13:30 | close | 891 | 0.10 | 172.257 | 172.767 | 169.167 | -2830.00 | 1790880.00 |
| 1920 | 2014.06.13 07:15 | buy | 892 | 0.10 | 172.981 | 172.008 | 176.358 | ||
| 1921 | 2014.06.17 03:30 | close | 892 | 0.10 | 172.955 | 172.008 | 176.358 | -260.00 | 1790620.00 |
| 1922 | 2014.06.17 17:30 | buy | 893 | 0.10 | 173.442 | 172.467 | 176.817 | ||
| 1923 | 2014.06.19 13:45 | close | 893 | 0.10 | 173.317 | 172.467 | 176.817 | -1250.00 | 1789370.00 |
| 1924 | 2014.06.20 11:30 | buy | 894 | 0.10 | 173.973 | 173.002 | 177.352 | ||
| 1925 | 2014.06.24 07:45 | close | 894 | 0.10 | 173.534 | 173.002 | 177.352 | -4390.00 | 1784980.00 |
| 1926 | 2014.07.02 15:30 | buy | 895 | 0.10 | 174.341 | 173.373 | 177.723 | ||
| 1927 | 2014.07.04 11:45 | close | 895 | 0.10 | 174.977 | 173.373 | 177.723 | 6360.00 | 1791340.00 |
| 1928 | 2014.07.22 15:45 | sell | 896 | 0.10 | 173.118 | 173.908 | 170.308 | ||
| 1929 | 2014.07.24 12:00 | close | 896 | 0.10 | 172.823 | 173.908 | 170.308 | 2950.00 | 1794290.00 |
| 1930 | 2014.08.01 19:00 | sell | 897 | 0.10 | 172.438 | 173.378 | 169.028 | ||
| 1931 | 2014.08.05 15:15 | close | 897 | 0.10 | 173.172 | 173.378 | 169.028 | -7340.00 | 1786950.00 |
| 1932 | 2014.08.06 13:30 | sell | 898 | 0.10 | 172.280 | 173.233 | 168.883 | ||
| 1933 | 2014.08.08 09:45 | close | 898 | 0.10 | 170.772 | 173.233 | 168.883 | 15080.00 | 1802030.00 |
| 1934 | 2014.08.22 17:15 | sell | 899 | 0.10 | 172.243 | 173.044 | 169.444 | ||
| 1935 | 2014.08.26 13:30 | close | 899 | 0.10 | 172.238 | 173.044 | 169.444 | 50.00 | 1802080.00 |
| 1936 | 2014.08.29 23:30 | buy | 900 | 0.10 | 172.815 | 171.848 | 176.198 | ||
| 1937 | 2014.09.02 19:45 | close | 900 | 0.10 | 173.311 | 171.848 | 176.198 | 4960.00 | 1807040.00 |
| 1938 | 2014.09.04 18:00 | sell | 901 | 0.10 | 172.331 | 173.129 | 169.529 | ||
| 1939 | 2014.09.08 00:15 | modify | 901 | 0.10 | 172.331 | 170.722 | 169.529 | ||
| 1940 | 2014.09.08 12:16 | t/p | 901 | 0.10 | 169.532 | 170.722 | 169.529 | 27990.00 | 1835030.00 |
| 1941 | 2014.09.08 12:30 | sell | 902 | 0.10 | 169.368 | 170.321 | 165.971 | ||
| 1942 | 2014.09.08 16:43 | s/l | 902 | 0.10 | 170.313 | 170.321 | 165.971 | -9450.00 | 1825580.00 |
| 1943 | 2014.09.08 20:15 | buy | 903 | 0.10 | 171.088 | 170.260 | 173.860 | ||
| 1944 | 2014.09.10 16:30 | close | 903 | 0.10 | 172.366 | 170.260 | 173.860 | 12780.00 | 1838360.00 |
| 1945 | 2014.09.11 14:45 | buy | 904 | 0.10 | 174.082 | 173.118 | 177.468 | ||
| 1946 | 2014.09.15 11:00 | close | 904 | 0.10 | 174.376 | 173.118 | 177.468 | 2940.00 | 1841300.00 |
| 1947 | 2014.09.16 19:00 | buy | 905 | 0.10 | 174.025 | 173.196 | 176.796 | ||
| 1948 | 2014.09.17 22:45 | modify | 905 | 0.10 | 174.025 | 175.060 | 176.796 | ||
| 1949 | 2014.09.18 07:03 | t/p | 905 | 0.10 | 176.803 | 175.060 | 176.796 | 27780.00 | 1869080.00 |
| 1950 | 2014.09.18 08:15 | buy | 906 | 0.10 | 176.928 | 175.966 | 180.316 | ||