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 |
| 2401 | 2016.05.30 09:30 | buy | 1115 | 0.10 | 162.901 | 161.930 | 166.280 | ||
| 2402 | 2016.05.31 11:01 | s/l | 1115 | 0.10 | 161.935 | 161.930 | 166.280 | -9660.00 | 2325860.00 |
| 2403 | 2016.05.31 11:45 | buy | 1116 | 0.10 | 162.116 | 161.297 | 164.897 | ||
| 2404 | 2016.05.31 16:30 | close | 1116 | 0.10 | 162.626 | 161.297 | 164.897 | 5100.00 | 2330960.00 |
| 2405 | 2016.05.31 16:30 | sell | 1117 | 0.10 | 162.629 | 163.432 | 159.832 | ||
| 2406 | 2016.05.31 19:30 | modify | 1117 | 0.10 | 162.629 | 161.621 | 159.832 | ||
| 2407 | 2016.06.01 08:02 | t/p | 1117 | 0.10 | 159.823 | 161.621 | 159.832 | 28060.00 | 2359020.00 |
| 2408 | 2016.06.02 15:45 | buy | 1118 | 0.10 | 157.440 | 156.629 | 160.229 | ||
| 2409 | 2016.06.02 16:35 | s/l | 1118 | 0.10 | 156.603 | 156.629 | 160.229 | -8370.00 | 2350650.00 |
| 2410 | 2016.06.03 04:00 | buy | 1119 | 0.10 | 157.051 | 156.238 | 159.838 | ||
| 2411 | 2016.06.03 15:30 | s/l | 1119 | 0.10 | 156.248 | 156.238 | 159.838 | -8030.00 | 2342620.00 |
| 2412 | 2016.06.03 17:30 | sell | 1120 | 0.10 | 155.118 | 156.061 | 151.711 | ||
| 2413 | 2016.06.06 03:00 | modify | 1120 | 0.10 | 155.118 | 154.069 | 151.711 | ||
| 2414 | 2016.06.06 05:59 | s/l | 1120 | 0.10 | 154.071 | 154.069 | 151.711 | 10470.00 | 2353090.00 |
| 2415 | 2016.06.06 14:15 | buy | 1121 | 0.10 | 154.425 | 153.596 | 157.196 | ||
| 2416 | 2016.06.07 07:10 | t/p | 1121 | 0.10 | 157.194 | 153.596 | 157.196 | 27690.00 | 2380780.00 |
| 2417 | 2016.06.07 18:00 | buy | 1122 | 0.10 | 156.125 | 155.296 | 158.896 | ||
| 2418 | 2016.06.08 04:50 | s/l | 1122 | 0.10 | 155.294 | 155.296 | 158.896 | -8310.00 | 2372470.00 |
| 2419 | 2016.06.08 15:15 | buy | 1123 | 0.10 | 156.022 | 155.209 | 158.809 | ||
| 2420 | 2016.06.08 17:09 | s/l | 1123 | 0.10 | 155.205 | 155.209 | 158.809 | -8170.00 | 2364300.00 |
| 2421 | 2016.06.13 04:15 | sell | 1124 | 0.10 | 151.026 | 151.983 | 147.633 | ||
| 2422 | 2016.06.13 17:00 | s/l | 1124 | 0.10 | 151.975 | 151.983 | 147.633 | -9490.00 | 2354810.00 |
| 2423 | 2016.06.15 05:00 | buy | 1125 | 0.10 | 150.086 | 149.270 | 152.870 | ||
| 2424 | 2016.06.15 19:15 | close | 1125 | 0.10 | 150.066 | 149.270 | 152.870 | -200.00 | 2354610.00 |
| 2425 | 2016.06.15 19:15 | sell | 1126 | 0.10 | 150.073 | 150.865 | 147.265 | ||
| 2426 | 2016.06.16 08:00 | modify | 1126 | 0.10 | 150.073 | 149.015 | 147.265 | ||
| 2427 | 2016.06.16 09:36 | t/p | 1126 | 0.10 | 147.273 | 149.015 | 147.265 | 28000.00 | 2382610.00 |
| 2428 | 2016.06.16 16:15 | sell | 1127 | 0.10 | 146.732 | 147.691 | 143.341 | ||
| 2429 | 2016.06.16 19:27 | s/l | 1127 | 0.10 | 147.697 | 147.691 | 143.341 | -9650.00 | 2372960.00 |
| 2430 | 2016.06.21 00:03 | sell | 1128 | 0.10 | 152.479 | 153.353 | 149.753 | ||
| 2431 | 2016.06.21 08:39 | s/l | 1128 | 0.10 | 153.345 | 153.353 | 149.753 | -8660.00 | 2364300.00 |
| 2432 | 2016.06.21 09:00 | sell | 1129 | 0.10 | 153.366 | 154.165 | 150.565 | ||
| 2433 | 2016.06.21 11:55 | s/l | 1129 | 0.10 | 154.172 | 154.165 | 150.565 | -8060.00 | 2356240.00 |
| 2434 | 2016.06.22 21:30 | buy | 1130 | 0.10 | 153.420 | 152.582 | 156.182 | ||
| 2435 | 2016.06.23 12:20 | t/p | 1130 | 0.10 | 156.185 | 152.582 | 156.182 | 27650.00 | 2383890.00 |
| 2436 | 2016.06.28 05:30 | buy | 1131 | 0.10 | 135.800 | 134.972 | 138.572 | ||
| 2437 | 2016.06.29 12:00 | close | 1131 | 0.10 | 137.305 | 134.972 | 138.572 | 15050.00 | 2398940.00 |
| 2438 | 2016.06.29 12:00 | sell | 1132 | 0.10 | 137.316 | 138.108 | 134.508 | ||
| 2439 | 2016.06.29 14:10 | s/l | 1132 | 0.10 | 138.106 | 138.108 | 134.508 | -7900.00 | 2391040.00 |
| 2440 | 2016.06.30 12:30 | sell | 1133 | 0.10 | 138.476 | 139.285 | 135.685 | ||
| 2441 | 2016.06.30 16:45 | close | 1133 | 0.10 | 138.008 | 139.285 | 135.685 | 4680.00 | 2395720.00 |
| 2442 | 2016.06.30 16:45 | buy | 1134 | 0.10 | 138.005 | 137.178 | 140.778 | ||
| 2443 | 2016.06.30 18:00 | s/l | 1134 | 0.10 | 137.153 | 137.178 | 140.778 | -8520.00 | 2387200.00 |
| 2444 | 2016.07.04 19:00 | sell | 1135 | 0.10 | 136.314 | 137.118 | 133.518 | ||
| 2445 | 2016.07.05 10:30 | modify | 1135 | 0.10 | 136.314 | 135.210 | 133.518 | ||
| 2446 | 2016.07.05 11:44 | t/p | 1135 | 0.10 | 133.506 | 135.210 | 133.518 | 28080.00 | 2415280.00 |
| 2447 | 2016.07.05 18:45 | sell | 1136 | 0.10 | 132.458 | 133.398 | 129.048 | ||
| 2448 | 2016.07.06 04:45 | modify | 1136 | 0.10 | 132.458 | 131.403 | 129.048 | ||
| 2449 | 2016.07.06 05:05 | t/p | 1136 | 0.10 | 129.053 | 131.403 | 129.048 | 34050.00 | 2449330.00 |
| 2450 | 2016.07.07 20:15 | sell | 1137 | 0.10 | 129.616 | 130.569 | 126.219 | ||
| 2451 | 2016.07.08 03:26 | s/l | 1137 | 0.10 | 130.567 | 130.569 | 126.219 | -9510.00 | 2439820.00 |
| 2452 | 2016.07.14 17:00 | buy | 1138 | 0.10 | 140.548 | 139.728 | 143.328 | ||
| 2453 | 2016.07.15 05:45 | modify | 1138 | 0.10 | 140.548 | 141.593 | 143.328 | ||
| 2454 | 2016.07.15 08:02 | s/l | 1138 | 0.10 | 141.561 | 141.593 | 143.328 | 10130.00 | 2449950.00 |
| 2455 | 2016.07.19 09:15 | sell | 1139 | 0.10 | 140.116 | 140.914 | 137.314 | ||
| 2456 | 2016.07.20 11:30 | close | 1139 | 0.10 | 139.451 | 140.914 | 137.314 | 6650.00 | 2456600.00 |
| 2457 | 2016.07.20 11:30 | buy | 1140 | 0.10 | 139.461 | 138.608 | 142.208 | ||
| 2458 | 2016.07.21 00:07 | t/p | 1140 | 0.10 | 142.203 | 138.608 | 142.208 | 27420.00 | 2484020.00 |
| 2459 | 2016.07.25 17:45 | sell | 1141 | 0.10 | 138.876 | 139.680 | 136.080 | ||
| 2460 | 2016.07.26 07:45 | modify | 1141 | 0.10 | 138.876 | 137.745 | 136.080 | ||
| 2461 | 2016.07.26 10:01 | t/p | 1141 | 0.10 | 136.085 | 137.745 | 136.080 | 27910.00 | 2511930.00 |
| 2462 | 2016.07.27 17:30 | sell | 1142 | 0.10 | 138.857 | 139.661 | 136.061 | ||
| 2463 | 2016.07.29 06:44 | t/p | 1142 | 0.10 | 136.018 | 139.661 | 136.061 | 28390.00 | 2540320.00 |
| 2464 | 2016.08.02 05:15 | buy | 1143 | 0.10 | 135.506 | 134.676 | 138.276 | ||
| 2465 | 2016.08.02 09:03 | s/l | 1143 | 0.10 | 134.671 | 134.676 | 138.276 | -8350.00 | 2531970.00 |
| 2466 | 2016.08.02 09:15 | buy | 1144 | 0.10 | 134.649 | 133.832 | 137.432 | ||
| 2467 | 2016.08.03 12:15 | close | 1144 | 0.10 | 134.865 | 133.832 | 137.432 | 2160.00 | 2534130.00 |
| 2468 | 2016.08.03 12:15 | sell | 1145 | 0.10 | 134.877 | 135.674 | 132.074 | ||
| 2469 | 2016.08.04 16:15 | modify | 1145 | 0.10 | 134.877 | 133.839 | 132.074 | ||
| 2470 | 2016.08.05 08:30 | close | 1145 | 0.10 | 132.824 | 133.839 | 132.074 | 20530.00 | 2554660.00 |
| 2471 | 2016.08.05 12:30 | buy | 1146 | 0.10 | 132.822 | 132.009 | 135.609 | ||
| 2472 | 2016.08.09 08:45 | close | 1146 | 0.10 | 132.987 | 132.009 | 135.609 | 1650.00 | 2556310.00 |
| 2473 | 2016.08.10 10:00 | sell | 1147 | 0.10 | 132.171 | 133.112 | 128.762 | ||
| 2474 | 2016.08.10 16:15 | close | 1147 | 0.10 | 132.231 | 133.112 | 128.762 | -600.00 | 2555710.00 |
| 2475 | 2016.08.10 16:15 | buy | 1148 | 0.10 | 132.243 | 131.418 | 135.018 | ||
| 2476 | 2016.08.11 00:15 | close | 1148 | 0.10 | 131.642 | 131.418 | 135.018 | -6010.00 | 2549700.00 |
| 2477 | 2016.08.11 00:15 | sell | 1149 | 0.10 | 131.626 | 132.582 | 128.232 | ||
| 2478 | 2016.08.12 20:30 | close | 1149 | 0.10 | 130.691 | 132.582 | 128.232 | 9350.00 | 2559050.00 |
| 2479 | 2016.08.15 16:15 | sell | 1150 | 0.10 | 130.157 | 131.109 | 126.759 | ||
| 2480 | 2016.08.17 01:37 | s/l | 1150 | 0.10 | 131.133 | 131.109 | 126.759 | -9760.00 | 2549290.00 |
| 2481 | 2016.08.26 12:00 | sell | 1151 | 0.10 | 132.710 | 133.507 | 129.907 | ||
| 2482 | 2016.08.26 17:15 | close | 1151 | 0.10 | 132.817 | 133.507 | 129.907 | -1070.00 | 2548220.00 |
| 2483 | 2016.08.26 17:15 | buy | 1152 | 0.10 | 132.809 | 131.997 | 135.597 | ||
| 2484 | 2016.08.30 13:30 | close | 1152 | 0.10 | 133.899 | 131.997 | 135.597 | 10900.00 | 2559120.00 |
| 2485 | 2016.08.30 17:00 | buy | 1153 | 0.10 | 134.704 | 133.713 | 138.063 | ||
| 2486 | 2016.09.01 12:00 | modify | 1153 | 0.10 | 134.704 | 136.215 | 138.063 | ||
| 2487 | 2016.09.01 13:15 | close | 1153 | 0.10 | 137.273 | 136.215 | 138.063 | 25690.00 | 2584810.00 |
| 2488 | 2016.09.02 14:45 | buy | 1154 | 0.10 | 137.351 | 136.537 | 140.137 | ||
| 2489 | 2016.09.05 08:45 | close | 1154 | 0.10 | 137.621 | 136.537 | 140.137 | 2700.00 | 2587510.00 |
| 2490 | 2016.09.05 08:45 | sell | 1155 | 0.10 | 137.623 | 138.418 | 134.818 | ||
| 2491 | 2016.09.07 05:00 | close | 1155 | 0.10 | 135.987 | 138.418 | 134.818 | 16360.00 | 2603870.00 |
| 2492 | 2016.09.12 10:30 | buy | 1156 | 0.10 | 135.867 | 135.038 | 138.638 | ||
| 2493 | 2016.09.13 16:59 | s/l | 1156 | 0.10 | 135.032 | 135.038 | 138.638 | -8350.00 | 2595520.00 |
| 2494 | 2016.09.15 11:30 | buy | 1157 | 0.10 | 135.475 | 134.641 | 138.241 | ||
| 2495 | 2016.09.16 10:23 | s/l | 1157 | 0.10 | 134.629 | 134.641 | 138.241 | -8460.00 | 2587060.00 |
| 2496 | 2016.09.19 11:00 | sell | 1158 | 0.10 | 133.258 | 134.068 | 130.468 | ||
| 2497 | 2016.09.21 07:15 | close | 1158 | 0.10 | 132.217 | 134.068 | 130.468 | 10410.00 | 2597470.00 |
| 2498 | 2016.09.21 17:45 | sell | 1159 | 0.10 | 130.650 | 131.597 | 127.247 | ||
| 2499 | 2016.09.22 11:12 | s/l | 1159 | 0.10 | 131.590 | 131.597 | 127.247 | -9400.00 | 2588070.00 |
| 2500 | 2016.09.26 10:45 | sell | 1160 | 0.10 | 130.064 | 131.018 | 126.668 | ||
| 2501 | 2016.09.27 04:48 | s/l | 1160 | 0.10 | 131.021 | 131.018 | 126.668 | -9570.00 | 2578500.00 |
| 2502 | 2016.09.28 17:15 | sell | 1161 | 0.10 | 130.613 | 131.421 | 127.821 | ||
| 2503 | 2016.09.29 02:08 | s/l | 1161 | 0.10 | 131.424 | 131.421 | 127.821 | -8110.00 | 2570390.00 |
| 2504 | 2016.09.30 16:15 | buy | 1162 | 0.10 | 131.393 | 130.581 | 134.181 | ||
| 2505 | 2016.10.03 10:01 | s/l | 1162 | 0.10 | 130.584 | 130.581 | 134.181 | -8090.00 | 2562300.00 |
| 2506 | 2016.10.04 03:00 | buy | 1163 | 0.10 | 130.962 | 130.150 | 133.750 | ||
| 2507 | 2016.10.05 23:15 | close | 1163 | 0.10 | 131.984 | 130.150 | 133.750 | 10220.00 | 2572520.00 |
| 2508 | 2016.10.14 10:00 | sell | 1164 | 0.10 | 126.889 | 127.679 | 124.079 | ||
| 2509 | 2016.10.14 13:11 | s/l | 1164 | 0.10 | 127.675 | 127.679 | 124.079 | -7860.00 | 2564660.00 |
| 2510 | 2016.10.20 15:45 | buy | 1165 | 0.10 | 126.872 | 126.052 | 129.652 | ||
| 2511 | 2016.10.24 12:00 | close | 1165 | 0.10 | 127.138 | 126.052 | 129.652 | 2660.00 | 2567320.00 |
| 2512 | 2016.11.04 18:15 | buy | 1166 | 0.10 | 129.308 | 128.334 | 132.684 | ||
| 2513 | 2016.11.08 14:30 | close | 1166 | 0.10 | 129.826 | 128.334 | 132.684 | 5180.00 | 2572500.00 |
| 2514 | 2016.11.09 05:00 | sell | 1167 | 0.10 | 127.867 | 128.667 | 125.067 | ||
| 2515 | 2016.11.09 05:30 | close | 1167 | 0.10 | 126.923 | 128.667 | 125.067 | 9440.00 | 2581940.00 |
| 2516 | 2016.11.09 08:30 | sell | 1168 | 0.10 | 127.745 | 128.541 | 124.941 | ||
| 2517 | 2016.11.09 10:14 | s/l | 1168 | 0.10 | 128.541 | 128.541 | 124.941 | -7960.00 | 2573980.00 |
| 2518 | 2016.11.09 17:15 | buy | 1169 | 0.10 | 129.616 | 128.789 | 132.389 | ||
| 2519 | 2016.11.09 22:15 | modify | 1169 | 0.10 | 129.616 | 130.680 | 132.389 | ||
| 2520 | 2016.11.10 03:54 | s/l | 1169 | 0.10 | 130.688 | 130.680 | 132.389 | 10720.00 | 2584700.00 |
| 2521 | 2016.11.10 03:54 | buy | 1170 | 0.10 | 130.695 | 129.853 | 134.203 | ||
| 2522 | 2016.11.10 15:00 | modify | 1170 | 0.10 | 130.695 | 131.734 | 134.203 | ||
| 2523 | 2016.11.10 20:54 | t/p | 1170 | 0.10 | 134.200 | 131.734 | 134.203 | 35050.00 | 2619750.00 |
| 2524 | 2016.11.11 10:45 | buy | 1171 | 0.10 | 134.303 | 133.335 | 137.685 | ||
| 2525 | 2016.11.15 05:30 | close | 1171 | 0.10 | 135.057 | 133.335 | 137.685 | 7540.00 | 2627290.00 |
| 2526 | 2016.11.15 05:30 | sell | 1172 | 0.10 | 135.058 | 135.866 | 132.266 | ||
| 2527 | 2016.11.15 21:09 | s/l | 1172 | 0.10 | 135.862 | 135.866 | 132.266 | -8040.00 | 2619250.00 |
| 2528 | 2016.11.18 00:54 | buy | 1173 | 0.10 | 136.881 | 135.993 | 140.343 | ||
| 2529 | 2016.11.18 14:47 | s/l | 1173 | 0.10 | 135.996 | 135.993 | 140.343 | -8850.00 | 2610400.00 |
| 2530 | 2016.11.21 00:04 | sell | 1174 | 0.10 | 137.019 | 137.698 | 134.098 | ||
| 2531 | 2016.11.21 15:26 | s/l | 1174 | 0.10 | 137.697 | 137.698 | 134.098 | -6780.00 | 2603620.00 |
| 2532 | 2016.11.23 16:00 | buy | 1175 | 0.10 | 138.863 | 137.894 | 142.244 | ||
| 2533 | 2016.11.24 10:30 | modify | 1175 | 0.10 | 138.863 | 139.916 | 142.244 | ||
| 2534 | 2016.11.25 12:15 | close | 1175 | 0.10 | 140.748 | 139.916 | 142.244 | 18850.00 | 2622470.00 |
| 2535 | 2016.11.30 18:15 | buy | 1176 | 0.10 | 142.615 | 141.637 | 145.987 | ||
| 2536 | 2016.12.01 14:30 | modify | 1176 | 0.10 | 142.615 | 143.641 | 145.987 | ||
| 2537 | 2016.12.01 20:57 | s/l | 1176 | 0.10 | 143.641 | 143.641 | 145.987 | 10260.00 | 2632730.00 |
| 2538 | 2016.12.02 16:45 | buy | 1177 | 0.10 | 143.877 | 143.054 | 146.654 | ||
| 2539 | 2016.12.05 00:04 | s/l | 1177 | 0.10 | 142.977 | 143.054 | 146.654 | -9000.00 | 2623730.00 |
| 2540 | 2016.12.05 00:20 | buy | 1178 | 0.10 | 143.386 | 142.419 | 146.019 | ||
| 2541 | 2016.12.05 12:30 | modify | 1178 | 0.10 | 143.386 | 144.510 | 146.019 | ||
| 2542 | 2016.12.05 17:30 | t/p | 1178 | 0.10 | 146.016 | 144.510 | 146.019 | 26300.00 | 2650030.00 |
| 2543 | 2016.12.06 02:15 | sell | 1179 | 0.10 | 144.755 | 145.556 | 141.956 | ||
| 2544 | 2016.12.06 08:58 | s/l | 1179 | 0.10 | 145.555 | 145.556 | 141.956 | -8000.00 | 2642030.00 |
| 2545 | 2016.12.06 15:00 | buy | 1180 | 0.10 | 145.152 | 144.328 | 147.928 | ||
| 2546 | 2016.12.06 19:37 | s/l | 1180 | 0.10 | 144.319 | 144.328 | 147.928 | -8330.00 | 2633700.00 |
| 2547 | 2016.12.12 14:15 | buy | 1181 | 0.10 | 146.289 | 145.328 | 149.678 | ||
| 2548 | 2016.12.13 17:45 | close | 1181 | 0.10 | 146.055 | 145.328 | 149.678 | -2340.00 | 2631360.00 |
| 2549 | 2016.12.14 22:45 | buy | 1182 | 0.10 | 147.111 | 146.133 | 150.483 | ||
| 2550 | 2016.12.16 19:00 | close | 1182 | 0.10 | 146.886 | 146.133 | 150.483 | -2250.00 | 2629110.00 |