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 |
| 1951 | 2014.09.19 04:00 | modify | 906 | 0.10 | 176.928 | 178.342 | 180.316 | ||
| 1952 | 2014.09.19 04:20 | t/p | 906 | 0.10 | 180.311 | 178.342 | 180.316 | 33830.00 | 1902910.00 |
| 1953 | 2014.09.24 18:15 | buy | 907 | 0.10 | 178.061 | 177.244 | 180.844 | ||
| 1954 | 2014.09.25 09:15 | close | 907 | 0.10 | 178.110 | 177.244 | 180.844 | 490.00 | 1903400.00 |
| 1955 | 2014.09.25 09:15 | sell | 908 | 0.10 | 178.101 | 178.907 | 175.307 | ||
| 1956 | 2014.09.25 17:30 | close | 908 | 0.10 | 177.738 | 178.907 | 175.307 | 3630.00 | 1907030.00 |
| 1957 | 2014.09.25 17:30 | buy | 909 | 0.10 | 177.732 | 176.922 | 180.522 | ||
| 1958 | 2014.09.29 10:45 | close | 909 | 0.10 | 177.940 | 176.922 | 180.522 | 2080.00 | 1909110.00 |
| 1959 | 2014.09.29 10:45 | sell | 910 | 0.10 | 177.943 | 178.746 | 175.146 | ||
| 1960 | 2014.10.01 07:00 | close | 910 | 0.10 | 177.931 | 178.746 | 175.146 | 120.00 | 1909230.00 |
| 1961 | 2014.10.01 17:00 | buy | 911 | 0.10 | 177.749 | 176.928 | 180.528 | ||
| 1962 | 2014.10.01 19:57 | s/l | 911 | 0.10 | 176.930 | 176.928 | 180.528 | -8190.00 | 1901040.00 |
| 1963 | 2014.10.02 16:15 | sell | 912 | 0.10 | 175.317 | 176.120 | 172.520 | ||
| 1964 | 2014.10.06 12:30 | close | 912 | 0.10 | 174.946 | 176.120 | 172.520 | 3710.00 | 1904750.00 |
| 1965 | 2014.10.07 09:30 | buy | 913 | 0.10 | 174.903 | 174.078 | 177.678 | ||
| 1966 | 2014.10.07 18:00 | close | 913 | 0.10 | 174.205 | 174.078 | 177.678 | -6980.00 | 1897770.00 |
| 1967 | 2014.10.07 18:00 | sell | 914 | 0.10 | 174.210 | 175.015 | 171.415 | ||
| 1968 | 2014.10.09 03:53 | s/l | 914 | 0.10 | 175.009 | 175.015 | 171.415 | -7990.00 | 1889780.00 |
| 1969 | 2014.10.09 09:45 | sell | 915 | 0.10 | 174.241 | 175.043 | 171.443 | ||
| 1970 | 2014.10.13 06:00 | close | 915 | 0.10 | 172.704 | 175.043 | 171.443 | 15370.00 | 1905150.00 |
| 1971 | 2014.10.13 23:00 | sell | 916 | 0.10 | 172.089 | 173.032 | 168.682 | ||
| 1972 | 2014.10.14 15:00 | modify | 916 | 0.10 | 172.089 | 171.088 | 168.682 | ||
| 1973 | 2014.10.15 09:53 | s/l | 916 | 0.10 | 171.097 | 171.088 | 168.682 | 9920.00 | 1915070.00 |
| 1974 | 2014.10.15 15:45 | buy | 917 | 0.10 | 170.051 | 169.241 | 172.841 | ||
| 1975 | 2014.10.15 16:30 | s/l | 917 | 0.10 | 169.240 | 169.241 | 172.841 | -8110.00 | 1906960.00 |
| 1976 | 2014.10.15 18:00 | sell | 918 | 0.10 | 169.320 | 170.277 | 165.927 | ||
| 1977 | 2014.10.15 23:45 | close | 918 | 0.10 | 169.690 | 170.277 | 165.927 | -3700.00 | 1903260.00 |
| 1978 | 2014.10.16 17:30 | sell | 919 | 0.10 | 169.839 | 170.647 | 167.047 | ||
| 1979 | 2014.10.16 20:03 | s/l | 919 | 0.10 | 170.638 | 170.647 | 167.047 | -7990.00 | 1895270.00 |
| 1980 | 2014.10.22 11:00 | buy | 920 | 0.10 | 171.993 | 171.178 | 174.778 | ||
| 1981 | 2014.10.22 11:40 | s/l | 920 | 0.10 | 171.178 | 171.178 | 174.778 | -8150.00 | 1887120.00 |
| 1982 | 2014.10.23 05:30 | buy | 921 | 0.10 | 172.264 | 171.446 | 175.046 | ||
| 1983 | 2014.10.27 01:45 | close | 921 | 0.10 | 174.144 | 171.446 | 175.046 | 18800.00 | 1905920.00 |
| 1984 | 2014.10.28 15:45 | buy | 922 | 0.10 | 174.371 | 173.554 | 177.154 | ||
| 1985 | 2014.10.30 11:45 | close | 922 | 0.10 | 174.363 | 173.554 | 177.154 | -80.00 | 1905840.00 |
| 1986 | 2014.10.30 11:45 | sell | 923 | 0.10 | 174.376 | 175.168 | 171.568 | ||
| 1987 | 2014.10.30 21:04 | s/l | 923 | 0.10 | 175.170 | 175.168 | 171.568 | -7940.00 | 1897900.00 |
| 1988 | 2014.10.31 08:00 | buy | 924 | 0.10 | 176.193 | 175.209 | 179.559 | ||
| 1989 | 2014.10.31 10:30 | close | 924 | 0.10 | 177.946 | 175.209 | 179.559 | 17530.00 | 1915430.00 |
| 1990 | 2014.10.31 17:45 | buy | 925 | 0.10 | 179.433 | 178.455 | 182.805 | ||
| 1991 | 2014.11.03 14:00 | modify | 925 | 0.10 | 179.433 | 180.618 | 182.805 | ||
| 1992 | 2014.11.04 11:00 | close | 925 | 0.10 | 181.761 | 180.618 | 182.805 | 23280.00 | 1938710.00 |
| 1993 | 2014.11.04 11:00 | sell | 926 | 0.10 | 181.764 | 182.556 | 178.956 | ||
| 1994 | 2014.11.04 16:15 | close | 926 | 0.10 | 181.768 | 182.556 | 178.956 | -40.00 | 1938670.00 |
| 1995 | 2014.11.04 16:15 | buy | 927 | 0.10 | 181.772 | 180.954 | 184.554 | ||
| 1996 | 2014.11.05 08:45 | close | 927 | 0.10 | 182.209 | 180.954 | 184.554 | 4370.00 | 1943040.00 |
| 1997 | 2014.11.05 16:15 | buy | 928 | 0.10 | 183.190 | 182.222 | 186.572 | ||
| 1998 | 2014.11.06 06:15 | close | 928 | 0.10 | 183.037 | 182.222 | 186.572 | -1530.00 | 1941510.00 |
| 1999 | 2014.11.07 15:45 | buy | 929 | 0.10 | 182.082 | 181.269 | 184.869 | ||
| 2000 | 2014.11.07 20:47 | s/l | 929 | 0.10 | 181.264 | 181.269 | 184.869 | -8180.00 | 1933330.00 |
| 2001 | 2014.11.12 00:30 | buy | 930 | 0.10 | 184.661 | 183.663 | 188.013 | ||
| 2002 | 2014.11.12 04:19 | s/l | 930 | 0.10 | 183.654 | 183.663 | 188.013 | -10070.00 | 1923260.00 |
| 2003 | 2014.11.13 12:30 | buy | 931 | 0.10 | 182.179 | 181.349 | 184.949 | ||
| 2004 | 2014.11.17 08:45 | close | 931 | 0.10 | 181.853 | 181.349 | 184.949 | -3260.00 | 1920000.00 |
| 2005 | 2014.11.19 21:30 | buy | 932 | 0.10 | 184.959 | 183.988 | 188.338 | ||
| 2006 | 2014.11.21 12:01 | s/l | 932 | 0.10 | 183.989 | 183.988 | 188.338 | -9700.00 | 1910300.00 |
| 2007 | 2014.11.28 17:45 | sell | 933 | 0.10 | 185.343 | 186.137 | 182.537 | ||
| 2008 | 2014.12.01 10:34 | s/l | 933 | 0.10 | 186.131 | 186.137 | 182.537 | -7880.00 | 1902420.00 |
| 2009 | 2014.12.01 10:45 | sell | 934 | 0.10 | 185.506 | 186.307 | 182.707 | ||
| 2010 | 2014.12.01 13:22 | s/l | 934 | 0.10 | 186.316 | 186.307 | 182.707 | -8100.00 | 1894320.00 |
| 2011 | 2014.12.02 10:00 | buy | 935 | 0.10 | 186.699 | 185.722 | 190.072 | ||
| 2012 | 2014.12.03 12:15 | close | 935 | 0.10 | 186.860 | 185.722 | 190.072 | 1610.00 | 1895930.00 |
| 2013 | 2014.12.03 12:15 | sell | 936 | 0.10 | 186.858 | 187.664 | 184.064 | ||
| 2014 | 2014.12.03 14:15 | close | 936 | 0.10 | 187.090 | 187.664 | 184.064 | -2320.00 | 1893610.00 |
| 2015 | 2014.12.03 14:15 | buy | 937 | 0.10 | 187.088 | 186.125 | 190.475 | ||
| 2016 | 2014.12.04 16:00 | close | 937 | 0.10 | 187.965 | 186.125 | 190.475 | 8770.00 | 1902380.00 |
| 2017 | 2014.12.04 16:00 | sell | 938 | 0.10 | 187.968 | 188.771 | 185.171 | ||
| 2018 | 2014.12.04 19:00 | close | 938 | 0.10 | 187.958 | 188.771 | 185.171 | 100.00 | 1902480.00 |
| 2019 | 2014.12.04 19:00 | buy | 939 | 0.10 | 187.955 | 187.141 | 190.741 | ||
| 2020 | 2014.12.08 15:15 | close | 939 | 0.10 | 189.204 | 187.141 | 190.741 | 12490.00 | 1914970.00 |
| 2021 | 2014.12.11 15:45 | buy | 940 | 0.10 | 186.007 | 185.182 | 188.782 | ||
| 2022 | 2014.12.12 12:00 | close | 940 | 0.10 | 185.909 | 185.182 | 188.782 | -980.00 | 1913990.00 |
| 2023 | 2014.12.12 12:00 | sell | 941 | 0.10 | 185.901 | 186.708 | 183.108 | ||
| 2024 | 2014.12.12 16:30 | s/l | 941 | 0.10 | 186.702 | 186.708 | 183.108 | -8010.00 | 1905980.00 |
| 2025 | 2014.12.15 15:15 | sell | 942 | 0.10 | 186.058 | 186.866 | 183.266 | ||
| 2026 | 2014.12.15 21:30 | modify | 942 | 0.10 | 186.058 | 185.006 | 183.266 | ||
| 2027 | 2014.12.16 10:21 | t/p | 942 | 0.10 | 183.259 | 185.006 | 183.266 | 27990.00 | 1933970.00 |
| 2028 | 2014.12.16 10:45 | sell | 943 | 0.10 | 182.628 | 183.577 | 179.227 | ||
| 2029 | 2014.12.16 16:54 | s/l | 943 | 0.10 | 183.583 | 183.577 | 179.227 | -9550.00 | 1924420.00 |
| 2030 | 2014.12.17 04:30 | buy | 944 | 0.10 | 183.437 | 182.625 | 186.225 | ||
| 2031 | 2014.12.18 10:45 | close | 944 | 0.10 | 184.560 | 182.625 | 186.225 | 11230.00 | 1935650.00 |
| 2032 | 2014.12.18 10:45 | sell | 945 | 0.10 | 184.565 | 185.359 | 181.759 | ||
| 2033 | 2014.12.18 11:20 | s/l | 945 | 0.10 | 185.366 | 185.359 | 181.759 | -8010.00 | 1927640.00 |
| 2034 | 2014.12.19 16:30 | sell | 946 | 0.10 | 186.602 | 187.403 | 183.803 | ||
| 2035 | 2014.12.22 10:00 | s/l | 946 | 0.10 | 187.398 | 187.403 | 183.803 | -7960.00 | 1919680.00 |
| 2036 | 2014.12.23 11:45 | buy | 947 | 0.10 | 186.979 | 186.159 | 189.759 | ||
| 2037 | 2014.12.25 08:00 | close | 947 | 0.10 | 186.916 | 186.159 | 189.759 | -630.00 | 1919050.00 |
| 2038 | 2014.12.29 18:00 | sell | 948 | 0.10 | 187.255 | 188.053 | 184.453 | ||
| 2039 | 2014.12.30 17:30 | modify | 948 | 0.10 | 187.255 | 186.213 | 184.453 | ||
| 2040 | 2014.12.31 07:12 | s/l | 948 | 0.10 | 186.219 | 186.213 | 184.453 | 10360.00 | 1929410.00 |
| 2041 | 2015.01.06 10:45 | sell | 949 | 0.10 | 181.131 | 182.072 | 177.722 | ||
| 2042 | 2015.01.07 10:15 | close | 949 | 0.10 | 180.469 | 182.072 | 177.722 | 6620.00 | 1936030.00 |
| 2043 | 2015.01.07 10:15 | buy | 950 | 0.10 | 180.466 | 179.656 | 183.256 | ||
| 2044 | 2015.01.07 11:31 | s/l | 950 | 0.10 | 179.660 | 179.656 | 183.256 | -8060.00 | 1927970.00 |
| 2045 | 2015.01.07 13:00 | buy | 951 | 0.10 | 180.403 | 179.584 | 183.184 | ||
| 2046 | 2015.01.07 21:45 | close | 951 | 0.10 | 179.939 | 179.584 | 183.184 | -4640.00 | 1923330.00 |
| 2047 | 2015.01.07 21:45 | sell | 952 | 0.10 | 179.955 | 180.748 | 177.148 | ||
| 2048 | 2015.01.08 03:49 | s/l | 952 | 0.10 | 180.753 | 180.748 | 177.148 | -7980.00 | 1915350.00 |
| 2049 | 2015.01.09 16:00 | sell | 953 | 0.10 | 180.693 | 181.500 | 177.900 | ||
| 2050 | 2015.01.12 17:45 | close | 953 | 0.10 | 179.522 | 181.500 | 177.900 | 11710.00 | 1927060.00 |
| 2051 | 2015.01.12 17:45 | buy | 954 | 0.10 | 179.513 | 178.703 | 182.303 | ||
| 2052 | 2015.01.13 03:05 | s/l | 954 | 0.10 | 178.708 | 178.703 | 182.303 | -8050.00 | 1919010.00 |
| 2053 | 2015.01.13 18:15 | sell | 955 | 0.10 | 179.619 | 180.416 | 176.816 | ||
| 2054 | 2015.01.14 07:45 | modify | 955 | 0.10 | 179.619 | 178.602 | 176.816 | ||
| 2055 | 2015.01.14 20:30 | close | 955 | 0.10 | 178.174 | 178.602 | 176.816 | 14450.00 | 1933460.00 |
| 2056 | 2015.01.14 20:30 | buy | 956 | 0.10 | 178.162 | 177.347 | 180.947 | ||
| 2057 | 2015.01.15 11:49 | s/l | 956 | 0.10 | 177.347 | 177.347 | 180.947 | -8150.00 | 1925310.00 |
| 2058 | 2015.01.15 12:15 | sell | 957 | 0.10 | 177.717 | 178.517 | 174.917 | ||
| 2059 | 2015.01.16 11:15 | close | 957 | 0.10 | 177.266 | 178.517 | 174.917 | 4510.00 | 1929820.00 |
| 2060 | 2015.01.16 11:15 | buy | 958 | 0.10 | 177.271 | 176.445 | 180.045 | ||
| 2061 | 2015.01.19 05:15 | close | 958 | 0.10 | 177.167 | 176.445 | 180.045 | -1040.00 | 1928780.00 |
| 2062 | 2015.01.19 05:15 | sell | 959 | 0.10 | 177.153 | 177.961 | 174.361 | ||
| 2063 | 2015.01.19 11:43 | s/l | 959 | 0.10 | 177.957 | 177.961 | 174.361 | -8040.00 | 1920740.00 |
| 2064 | 2015.01.27 12:30 | sell | 960 | 0.10 | 177.962 | 178.759 | 175.159 | ||
| 2065 | 2015.01.27 17:39 | s/l | 960 | 0.10 | 178.756 | 178.759 | 175.159 | -7940.00 | 1912800.00 |
| 2066 | 2015.01.27 19:00 | sell | 961 | 0.10 | 178.731 | 179.524 | 175.924 | ||
| 2067 | 2015.01.28 19:30 | close | 961 | 0.10 | 178.808 | 179.524 | 175.924 | -770.00 | 1912030.00 |
| 2068 | 2015.01.28 19:30 | buy | 962 | 0.10 | 178.804 | 177.978 | 181.578 | ||
| 2069 | 2015.01.28 22:28 | s/l | 962 | 0.10 | 177.985 | 177.978 | 181.578 | -8190.00 | 1903840.00 |
| 2070 | 2015.01.29 14:15 | buy | 963 | 0.10 | 178.727 | 177.910 | 181.510 | ||
| 2071 | 2015.01.29 17:42 | s/l | 963 | 0.10 | 177.908 | 177.910 | 181.510 | -8190.00 | 1895650.00 |
| 2072 | 2015.02.06 15:30 | sell | 964 | 0.10 | 180.167 | 180.368 | 176.768 | ||
| 2073 | 2015.02.06 15:33 | s/l | 964 | 0.10 | 180.383 | 180.368 | 176.768 | -2160.00 | 1893490.00 |
| 2074 | 2015.02.09 12:00 | sell | 965 | 0.10 | 180.502 | 181.305 | 177.705 | ||
| 2075 | 2015.02.10 12:47 | s/l | 965 | 0.10 | 181.303 | 181.305 | 177.705 | -8010.00 | 1885480.00 |
| 2076 | 2015.02.10 16:30 | buy | 966 | 0.10 | 181.991 | 181.029 | 185.379 | ||
| 2077 | 2015.02.12 12:45 | close | 966 | 0.10 | 183.012 | 181.029 | 185.379 | 10210.00 | 1895690.00 |
| 2078 | 2015.02.12 15:30 | sell | 967 | 0.10 | 183.672 | 184.621 | 181.021 | ||
| 2079 | 2015.02.12 17:15 | close | 967 | 0.10 | 183.056 | 184.621 | 181.021 | 6160.00 | 1901850.00 |
| 2080 | 2015.02.12 17:15 | buy | 968 | 0.10 | 183.063 | 182.239 | 185.839 | ||
| 2081 | 2015.02.16 13:30 | close | 968 | 0.10 | 182.420 | 182.239 | 185.839 | -6430.00 | 1895420.00 |
| 2082 | 2015.02.18 09:15 | sell | 969 | 0.10 | 182.771 | 183.567 | 179.967 | ||
| 2083 | 2015.02.18 11:30 | s/l | 969 | 0.10 | 183.570 | 183.567 | 179.967 | -7990.00 | 1887430.00 |
| 2084 | 2015.02.24 10:15 | buy | 970 | 0.10 | 184.379 | 183.410 | 187.760 | ||
| 2085 | 2015.02.26 06:30 | close | 970 | 0.10 | 184.958 | 183.410 | 187.760 | 5790.00 | 1893220.00 |
| 2086 | 2015.02.27 15:45 | sell | 971 | 0.10 | 184.177 | 184.969 | 181.369 | ||
| 2087 | 2015.02.27 18:31 | s/l | 971 | 0.10 | 184.975 | 184.969 | 181.369 | -7980.00 | 1885240.00 |
| 2088 | 2015.03.05 12:30 | buy | 972 | 0.10 | 183.227 | 182.405 | 186.005 | ||
| 2089 | 2015.03.06 12:17 | s/l | 972 | 0.10 | 182.401 | 182.405 | 186.005 | -8260.00 | 1876980.00 |
| 2090 | 2015.03.06 12:45 | sell | 973 | 0.10 | 182.229 | 183.032 | 179.432 | ||
| 2091 | 2015.03.09 18:50 | s/l | 973 | 0.10 | 183.042 | 183.032 | 179.432 | -8130.00 | 1868850.00 |
| 2092 | 2015.03.11 12:45 | buy | 974 | 0.10 | 182.799 | 181.981 | 185.581 | ||
| 2093 | 2015.03.11 16:52 | s/l | 974 | 0.10 | 181.990 | 181.981 | 185.581 | -8090.00 | 1860760.00 |
| 2094 | 2015.03.11 20:45 | sell | 975 | 0.10 | 180.950 | 181.892 | 177.542 | ||
| 2095 | 2015.03.12 15:45 | close | 975 | 0.10 | 181.409 | 181.892 | 177.542 | -4590.00 | 1856170.00 |
| 2096 | 2015.03.12 15:45 | buy | 976 | 0.10 | 181.407 | 180.580 | 184.180 | ||
| 2097 | 2015.03.12 19:35 | s/l | 976 | 0.10 | 180.565 | 180.580 | 184.180 | -8420.00 | 1847750.00 |
| 2098 | 2015.03.12 19:45 | sell | 977 | 0.10 | 180.519 | 181.479 | 177.129 | ||
| 2099 | 2015.03.13 20:45 | modify | 977 | 0.10 | 180.519 | 179.305 | 177.129 | ||
| 2100 | 2015.03.16 11:31 | s/l | 977 | 0.10 | 179.305 | 179.305 | 177.129 | 12140.00 | 1859890.00 |