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 |
| 2101 | 2015.03.17 13:00 | sell | 978 | 0.10 | 179.430 | 180.232 | 176.632 | ||
| 2102 | 2015.03.18 12:30 | close | 978 | 0.10 | 178.353 | 180.232 | 176.632 | 10770.00 | 1870660.00 |
| 2103 | 2015.03.18 12:30 | buy | 979 | 0.10 | 178.354 | 178.159 | 181.759 | ||
| 2104 | 2015.03.18 12:31 | s/l | 979 | 0.10 | 178.131 | 178.159 | 181.759 | -2230.00 | 1868430.00 |
| 2105 | 2015.03.18 14:15 | sell | 980 | 0.10 | 177.644 | 178.602 | 174.252 | ||
| 2106 | 2015.03.18 21:15 | s/l | 980 | 0.10 | 178.600 | 178.602 | 174.252 | -9560.00 | 1858870.00 |
| 2107 | 2015.03.18 21:30 | sell | 981 | 0.10 | 178.972 | 179.777 | 176.177 | ||
| 2108 | 2015.03.18 22:14 | s/l | 981 | 0.10 | 179.786 | 179.777 | 176.177 | -8140.00 | 1850730.00 |
| 2109 | 2015.03.23 10:00 | sell | 982 | 0.10 | 178.747 | 179.552 | 175.952 | ||
| 2110 | 2015.03.25 06:15 | close | 982 | 0.10 | 177.941 | 179.552 | 175.952 | 8060.00 | 1858790.00 |
| 2111 | 2015.03.26 09:00 | sell | 983 | 0.10 | 176.976 | 177.933 | 173.583 | ||
| 2112 | 2015.03.27 14:27 | s/l | 983 | 0.10 | 177.931 | 177.933 | 173.583 | -9550.00 | 1849240.00 |
| 2113 | 2015.03.30 03:15 | sell | 984 | 0.10 | 177.269 | 178.059 | 174.459 | ||
| 2114 | 2015.03.30 16:30 | close | 984 | 0.10 | 177.221 | 178.059 | 174.459 | 480.00 | 1849720.00 |
| 2115 | 2015.03.30 16:30 | buy | 985 | 0.10 | 177.221 | 176.405 | 180.005 | ||
| 2116 | 2015.03.31 19:00 | close | 985 | 0.10 | 178.116 | 176.405 | 180.005 | 8950.00 | 1858670.00 |
| 2117 | 2015.03.31 19:00 | sell | 986 | 0.10 | 178.124 | 178.918 | 175.318 | ||
| 2118 | 2015.04.02 15:15 | close | 986 | 0.10 | 177.129 | 178.918 | 175.318 | 9950.00 | 1868620.00 |
| 2119 | 2015.04.03 15:00 | sell | 987 | 0.10 | 177.540 | 178.338 | 174.738 | ||
| 2120 | 2015.04.07 07:29 | s/l | 987 | 0.10 | 178.335 | 178.338 | 174.738 | -7950.00 | 1860670.00 |
| 2121 | 2015.04.10 12:00 | sell | 988 | 0.10 | 176.066 | 177.007 | 172.657 | ||
| 2122 | 2015.04.13 10:30 | close | 988 | 0.10 | 176.125 | 177.007 | 172.657 | -590.00 | 1860080.00 |
| 2123 | 2015.04.13 10:30 | buy | 989 | 0.10 | 176.132 | 175.302 | 178.902 | ||
| 2124 | 2015.04.13 15:00 | close | 989 | 0.10 | 176.126 | 175.302 | 178.902 | -60.00 | 1860020.00 |
| 2125 | 2015.04.13 15:00 | sell | 990 | 0.10 | 176.116 | 176.926 | 173.326 | ||
| 2126 | 2015.04.13 16:00 | close | 990 | 0.10 | 175.827 | 176.926 | 173.326 | 2890.00 | 1862910.00 |
| 2127 | 2015.04.13 16:00 | buy | 991 | 0.10 | 175.840 | 175.013 | 178.613 | ||
| 2128 | 2015.04.14 11:35 | s/l | 991 | 0.10 | 175.010 | 175.013 | 178.613 | -8300.00 | 1854610.00 |
| 2129 | 2015.04.14 12:00 | sell | 992 | 0.10 | 174.963 | 175.920 | 171.570 | ||
| 2130 | 2015.04.14 14:30 | close | 992 | 0.10 | 175.675 | 175.920 | 171.570 | -7120.00 | 1847490.00 |
| 2131 | 2015.04.14 16:15 | sell | 993 | 0.10 | 176.303 | 177.097 | 173.497 | ||
| 2132 | 2015.04.15 20:15 | close | 993 | 0.10 | 176.447 | 177.097 | 173.497 | -1440.00 | 1846050.00 |
| 2133 | 2015.04.15 20:15 | buy | 994 | 0.10 | 176.443 | 175.633 | 179.233 | ||
| 2134 | 2015.04.17 12:15 | modify | 994 | 0.10 | 176.443 | 177.512 | 179.233 | ||
| 2135 | 2015.04.17 16:30 | close | 994 | 0.10 | 178.436 | 177.512 | 179.233 | 19930.00 | 1865980.00 |
| 2136 | 2015.04.21 12:15 | sell | 995 | 0.10 | 177.771 | 178.563 | 174.963 | ||
| 2137 | 2015.04.21 18:05 | s/l | 995 | 0.10 | 178.570 | 178.563 | 174.963 | -7990.00 | 1857990.00 |
| 2138 | 2015.04.22 12:30 | buy | 996 | 0.10 | 179.591 | 178.625 | 182.975 | ||
| 2139 | 2015.04.24 08:45 | close | 996 | 0.10 | 179.924 | 178.625 | 182.975 | 3330.00 | 1861320.00 |
| 2140 | 2015.04.24 11:45 | buy | 997 | 0.10 | 180.735 | 179.763 | 184.113 | ||
| 2141 | 2015.04.28 08:00 | close | 997 | 0.10 | 181.428 | 179.763 | 184.113 | 6930.00 | 1868250.00 |
| 2142 | 2015.04.28 15:00 | buy | 998 | 0.10 | 181.881 | 180.903 | 185.253 | ||
| 2143 | 2015.04.29 19:15 | modify | 998 | 0.10 | 181.881 | 182.978 | 185.253 | ||
| 2144 | 2015.04.30 07:19 | s/l | 998 | 0.10 | 182.972 | 182.978 | 185.253 | 10910.00 | 1879160.00 |
| 2145 | 2015.05.05 09:15 | buy | 999 | 0.10 | 181.807 | 180.980 | 184.580 | ||
| 2146 | 2015.05.07 06:15 | close | 999 | 0.10 | 182.199 | 180.980 | 184.580 | 3920.00 | 1883080.00 |
| 2147 | 2015.05.08 00:30 | buy | 1000 | 0.10 | 184.474 | 183.479 | 187.829 | ||
| 2148 | 2015.05.11 17:15 | modify | 1000 | 0.10 | 184.474 | 185.512 | 187.829 | ||
| 2149 | 2015.05.11 20:45 | close | 1000 | 0.10 | 187.216 | 185.512 | 187.829 | 27420.00 | 1910500.00 |
| 2150 | 2015.05.12 12:15 | buy | 1001 | 0.10 | 187.932 | 186.961 | 191.311 | ||
| 2151 | 2015.05.13 11:45 | close | 1001 | 0.10 | 188.335 | 186.961 | 191.311 | 4030.00 | 1914530.00 |
| 2152 | 2015.05.13 11:45 | sell | 1002 | 0.10 | 188.335 | 189.127 | 185.527 | ||
| 2153 | 2015.05.15 08:00 | close | 1002 | 0.10 | 188.304 | 189.127 | 185.527 | 310.00 | 1914840.00 |
| 2154 | 2015.05.20 04:15 | buy | 1003 | 0.10 | 187.612 | 186.800 | 190.400 | ||
| 2155 | 2015.05.21 13:30 | modify | 1003 | 0.10 | 187.612 | 188.829 | 190.400 | ||
| 2156 | 2015.05.22 00:30 | close | 1003 | 0.10 | 189.552 | 188.829 | 190.400 | 19400.00 | 1934240.00 |
| 2157 | 2015.05.28 05:45 | buy | 1004 | 0.10 | 190.328 | 189.356 | 193.706 | ||
| 2158 | 2015.05.28 17:15 | close | 1004 | 0.10 | 189.844 | 189.356 | 193.706 | -4840.00 | 1929400.00 |
| 2159 | 2015.05.28 17:15 | sell | 1005 | 0.10 | 189.861 | 190.654 | 187.054 | ||
| 2160 | 2015.06.01 13:30 | close | 1005 | 0.10 | 188.810 | 190.654 | 187.054 | 10510.00 | 1939910.00 |
| 2161 | 2015.06.04 12:15 | buy | 1006 | 0.10 | 191.060 | 190.089 | 194.439 | ||
| 2162 | 2015.06.05 15:45 | close | 1006 | 0.10 | 191.392 | 190.089 | 194.439 | 3320.00 | 1943230.00 |
| 2163 | 2015.06.05 15:45 | sell | 1007 | 0.10 | 191.407 | 192.199 | 188.599 | ||
| 2164 | 2015.06.05 20:45 | close | 1007 | 0.10 | 191.818 | 192.199 | 188.599 | -4110.00 | 1939120.00 |
| 2165 | 2015.06.05 20:45 | buy | 1008 | 0.10 | 191.809 | 190.848 | 195.198 | ||
| 2166 | 2015.06.08 12:46 | s/l | 1008 | 0.10 | 190.844 | 190.848 | 195.198 | -9650.00 | 1929470.00 |
| 2167 | 2015.06.10 08:30 | sell | 1009 | 0.10 | 189.514 | 190.322 | 186.722 | ||
| 2168 | 2015.06.10 13:39 | s/l | 1009 | 0.10 | 190.331 | 190.322 | 186.722 | -8170.00 | 1921300.00 |
| 2169 | 2015.06.15 00:15 | buy | 1010 | 0.10 | 191.661 | 190.822 | 194.422 | ||
| 2170 | 2015.06.16 11:45 | close | 1010 | 0.10 | 192.299 | 190.822 | 194.422 | 6380.00 | 1927680.00 |
| 2171 | 2015.06.16 11:45 | buy | 1011 | 0.10 | 192.326 | 191.350 | 195.700 | ||
| 2172 | 2015.06.16 12:00 | close | 1011 | 0.10 | 192.108 | 191.350 | 195.700 | -2180.00 | 1925500.00 |
| 2173 | 2015.06.17 10:30 | buy | 1012 | 0.10 | 193.441 | 192.464 | 196.814 | ||
| 2174 | 2015.06.17 21:15 | modify | 1012 | 0.10 | 193.441 | 194.462 | 196.814 | ||
| 2175 | 2015.06.18 09:01 | s/l | 1012 | 0.10 | 194.465 | 194.462 | 196.814 | 10240.00 | 1935740.00 |
| 2176 | 2015.06.18 11:30 | sell | 1013 | 0.10 | 195.435 | 195.879 | 192.279 | ||
| 2177 | 2015.06.22 07:45 | close | 1013 | 0.10 | 195.130 | 195.879 | 192.279 | 3050.00 | 1938790.00 |
| 2178 | 2015.06.24 08:45 | sell | 1014 | 0.10 | 195.315 | 196.116 | 192.516 | ||
| 2179 | 2015.06.26 05:00 | close | 1014 | 0.10 | 194.205 | 196.116 | 192.516 | 11100.00 | 1949890.00 |
| 2180 | 2015.06.30 19:30 | sell | 1015 | 0.10 | 191.875 | 192.666 | 189.066 | ||
| 2181 | 2015.07.01 09:24 | s/l | 1015 | 0.10 | 192.656 | 192.666 | 189.066 | -7810.00 | 1942080.00 |
| 2182 | 2015.07.03 03:30 | sell | 1016 | 0.10 | 191.851 | 192.646 | 189.046 | ||
| 2183 | 2015.07.06 00:15 | modify | 1016 | 0.10 | 191.851 | 190.517 | 189.046 | ||
| 2184 | 2015.07.06 01:02 | s/l | 1016 | 0.10 | 190.544 | 190.517 | 189.046 | 13070.00 | 1955150.00 |
| 2185 | 2015.07.07 13:30 | sell | 1017 | 0.10 | 189.392 | 190.332 | 185.982 | ||
| 2186 | 2015.07.08 11:00 | modify | 1017 | 0.10 | 189.392 | 188.251 | 185.982 | ||
| 2187 | 2015.07.08 17:02 | t/p | 1017 | 0.10 | 185.978 | 188.251 | 185.982 | 34140.00 | 1989290.00 |
| 2188 | 2015.07.14 13:00 | sell | 1018 | 0.10 | 192.315 | 193.108 | 189.508 | ||
| 2189 | 2015.07.15 04:34 | s/l | 1018 | 0.10 | 193.100 | 193.108 | 189.508 | -7850.00 | 1981440.00 |
| 2190 | 2015.07.15 11:45 | buy | 1019 | 0.10 | 193.171 | 192.345 | 195.945 | ||
| 2191 | 2015.07.16 11:00 | close | 1019 | 0.10 | 193.573 | 192.345 | 195.945 | 4020.00 | 1985460.00 |
| 2192 | 2015.07.16 11:00 | sell | 1020 | 0.10 | 193.570 | 194.374 | 190.774 | ||
| 2193 | 2015.07.17 09:51 | s/l | 1020 | 0.10 | 194.375 | 194.374 | 190.774 | -8050.00 | 1977410.00 |
| 2194 | 2015.07.17 18:00 | sell | 1021 | 0.10 | 193.777 | 194.586 | 190.986 | ||
| 2195 | 2015.07.21 14:15 | close | 1021 | 0.10 | 193.325 | 194.586 | 190.986 | 4520.00 | 1981930.00 |
| 2196 | 2015.07.22 13:30 | buy | 1022 | 0.10 | 193.564 | 192.737 | 196.337 | ||
| 2197 | 2015.07.23 17:56 | s/l | 1022 | 0.10 | 192.732 | 192.737 | 196.337 | -8320.00 | 1973610.00 |
| 2198 | 2015.07.31 15:45 | buy | 1023 | 0.10 | 193.809 | 192.982 | 196.582 | ||
| 2199 | 2015.08.04 12:00 | close | 1023 | 0.10 | 193.182 | 192.982 | 196.582 | -6270.00 | 1967340.00 |
| 2200 | 2015.08.05 16:30 | buy | 1024 | 0.10 | 194.513 | 193.538 | 197.888 | ||
| 2201 | 2015.08.06 14:09 | s/l | 1024 | 0.10 | 193.530 | 193.538 | 197.888 | -9830.00 | 1957510.00 |
| 2202 | 2015.08.07 15:45 | buy | 1025 | 0.10 | 193.414 | 192.589 | 196.189 | ||
| 2203 | 2015.08.07 16:59 | s/l | 1025 | 0.10 | 192.580 | 192.589 | 196.189 | -8340.00 | 1949170.00 |
| 2204 | 2015.08.19 15:45 | buy | 1026 | 0.10 | 194.847 | 194.035 | 197.635 | ||
| 2205 | 2015.08.19 19:21 | s/l | 1026 | 0.10 | 194.035 | 194.035 | 197.635 | -8120.00 | 1941050.00 |
| 2206 | 2015.08.21 05:45 | sell | 1027 | 0.10 | 193.058 | 193.848 | 190.248 | ||
| 2207 | 2015.08.24 02:00 | modify | 1027 | 0.10 | 193.058 | 191.942 | 190.248 | ||
| 2208 | 2015.08.24 02:13 | t/p | 1027 | 0.10 | 190.254 | 191.942 | 190.248 | 28040.00 | 1969090.00 |
| 2209 | 2015.08.24 04:45 | sell | 1028 | 0.10 | 189.896 | 190.851 | 186.501 | ||
| 2210 | 2015.08.24 16:10 | t/p | 1028 | 0.10 | 186.459 | 190.851 | 186.501 | 34370.00 | 2003460.00 |
| 2211 | 2015.08.25 10:45 | buy | 1029 | 0.10 | 188.524 | 187.696 | 191.296 | ||
| 2212 | 2015.08.25 20:46 | s/l | 1029 | 0.10 | 187.693 | 187.696 | 191.296 | -8310.00 | 1995150.00 |
| 2213 | 2015.08.27 04:45 | buy | 1030 | 0.10 | 186.299 | 185.482 | 189.082 | ||
| 2214 | 2015.08.27 15:19 | s/l | 1030 | 0.10 | 185.476 | 185.482 | 189.082 | -8230.00 | 1986920.00 |
| 2215 | 2015.08.28 12:15 | buy | 1031 | 0.10 | 185.814 | 184.989 | 188.589 | ||
| 2216 | 2015.08.31 09:15 | close | 1031 | 0.10 | 186.852 | 184.989 | 188.589 | 10380.00 | 1997300.00 |
| 2217 | 2015.08.31 09:15 | sell | 1032 | 0.10 | 186.846 | 187.647 | 184.047 | ||
| 2218 | 2015.09.01 11:15 | modify | 1032 | 0.10 | 186.846 | 185.626 | 184.047 | ||
| 2219 | 2015.09.01 11:19 | t/p | 1032 | 0.10 | 184.044 | 185.626 | 184.047 | 28020.00 | 2025320.00 |
| 2220 | 2015.09.02 00:15 | sell | 1033 | 0.10 | 182.526 | 183.482 | 179.132 | ||
| 2221 | 2015.09.02 03:07 | s/l | 1033 | 0.10 | 183.487 | 183.482 | 179.132 | -9610.00 | 2015710.00 |
| 2222 | 2015.09.03 12:30 | sell | 1034 | 0.10 | 183.727 | 184.537 | 180.937 | ||
| 2223 | 2015.09.04 07:30 | modify | 1034 | 0.10 | 183.727 | 182.591 | 180.937 | ||
| 2224 | 2015.09.04 15:53 | t/p | 1034 | 0.10 | 180.941 | 182.591 | 180.937 | 27860.00 | 2043570.00 |
| 2225 | 2015.09.04 20:45 | sell | 1035 | 0.10 | 180.584 | 181.529 | 177.179 | ||
| 2226 | 2015.09.07 04:34 | s/l | 1035 | 0.10 | 181.527 | 181.529 | 177.179 | -9430.00 | 2034140.00 |
| 2227 | 2015.09.07 09:15 | buy | 1036 | 0.10 | 181.307 | 180.488 | 184.088 | ||
| 2228 | 2015.09.08 09:30 | modify | 1036 | 0.10 | 181.307 | 182.608 | 184.088 | ||
| 2229 | 2015.09.08 09:31 | t/p | 1036 | 0.10 | 184.105 | 182.608 | 184.088 | 27980.00 | 2062120.00 |
| 2230 | 2015.09.10 08:00 | sell | 1037 | 0.10 | 185.172 | 185.964 | 182.364 | ||
| 2231 | 2015.09.10 11:21 | s/l | 1037 | 0.10 | 185.974 | 185.964 | 182.364 | -8020.00 | 2054100.00 |
| 2232 | 2015.09.14 10:45 | buy | 1038 | 0.10 | 185.983 | 185.168 | 188.768 | ||
| 2233 | 2015.09.14 16:00 | s/l | 1038 | 0.10 | 185.175 | 185.168 | 188.768 | -8080.00 | 2046020.00 |
| 2234 | 2015.09.16 09:15 | buy | 1039 | 0.10 | 184.466 | 183.636 | 187.236 | ||
| 2235 | 2015.09.16 17:30 | modify | 1039 | 0.10 | 184.466 | 185.769 | 187.236 | ||
| 2236 | 2015.09.17 03:05 | t/p | 1039 | 0.10 | 187.243 | 185.769 | 187.236 | 27770.00 | 2073790.00 |
| 2237 | 2015.09.18 01:15 | sell | 1040 | 0.10 | 187.074 | 187.876 | 184.276 | ||
| 2238 | 2015.09.21 21:30 | close | 1040 | 0.10 | 186.672 | 187.876 | 184.276 | 4020.00 | 2077810.00 |
| 2239 | 2015.09.25 05:30 | buy | 1041 | 0.10 | 182.911 | 182.082 | 185.682 | ||
| 2240 | 2015.09.28 16:54 | s/l | 1041 | 0.10 | 182.080 | 182.082 | 185.682 | -8310.00 | 2069500.00 |
| 2241 | 2015.09.29 18:45 | buy | 1042 | 0.10 | 181.695 | 180.874 | 184.474 | ||
| 2242 | 2015.09.30 18:09 | s/l | 1042 | 0.10 | 180.871 | 180.874 | 184.474 | -8240.00 | 2061260.00 |
| 2243 | 2015.10.01 10:30 | buy | 1043 | 0.10 | 181.770 | 180.948 | 184.548 | ||
| 2244 | 2015.10.02 16:15 | s/l | 1043 | 0.10 | 180.949 | 180.948 | 184.548 | -8210.00 | 2053050.00 |
| 2245 | 2015.10.08 21:00 | sell | 1044 | 0.10 | 183.700 | 184.484 | 180.884 | ||
| 2246 | 2015.10.09 08:37 | s/l | 1044 | 0.10 | 184.489 | 184.484 | 180.884 | -7890.00 | 2045160.00 |
| 2247 | 2015.10.19 05:15 | sell | 1045 | 0.10 | 184.257 | 185.048 | 181.448 | ||
| 2248 | 2015.10.19 13:59 | s/l | 1045 | 0.10 | 185.048 | 185.048 | 181.448 | -7910.00 | 2037250.00 |
| 2249 | 2015.10.19 14:30 | buy | 1046 | 0.10 | 185.015 | 184.041 | 188.391 | ||
| 2250 | 2015.10.21 10:45 | close | 1046 | 0.10 | 185.029 | 184.041 | 188.391 | 140.00 | 2037390.00 |