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 |
| 2551 | 2016.12.16 19:45 | sell | 1183 | 0.10 | 146.984 | 147.794 | 144.194 | ||
| 2552 | 2016.12.19 15:45 | modify | 1183 | 0.10 | 146.984 | 145.900 | 144.194 | ||
| 2553 | 2016.12.20 07:14 | s/l | 1183 | 0.10 | 145.892 | 145.900 | 144.194 | 10920.00 | 2640030.00 |
| 2554 | 2016.12.20 17:15 | sell | 1184 | 0.10 | 145.412 | 146.218 | 142.618 | ||
| 2555 | 2016.12.22 03:00 | close | 1184 | 0.10 | 145.511 | 146.218 | 142.618 | -990.00 | 2639040.00 |
| 2556 | 2016.12.22 03:00 | buy | 1185 | 0.10 | 145.521 | 144.695 | 148.295 | ||
| 2557 | 2016.12.22 17:07 | s/l | 1185 | 0.10 | 144.691 | 144.695 | 148.295 | -8300.00 | 2630740.00 |
| 2558 | 2016.12.27 01:00 | buy | 1186 | 0.10 | 143.831 | 142.988 | 146.588 | ||
| 2559 | 2016.12.28 21:15 | close | 1186 | 0.10 | 143.093 | 142.988 | 146.588 | -7380.00 | 2623360.00 |
| 2560 | 2016.12.29 03:15 | sell | 1187 | 0.10 | 142.866 | 143.806 | 139.456 | ||
| 2561 | 2016.12.30 01:45 | close | 1187 | 0.10 | 142.960 | 143.806 | 139.456 | -940.00 | 2622420.00 |
| 2562 | 2016.12.30 01:45 | buy | 1188 | 0.10 | 142.957 | 142.127 | 145.727 | ||
| 2563 | 2017.01.02 22:30 | close | 1188 | 0.10 | 144.408 | 142.127 | 145.727 | 14510.00 | 2636930.00 |
| 2564 | 2017.01.03 10:00 | sell | 1189 | 0.10 | 144.800 | 145.592 | 141.992 | ||
| 2565 | 2017.01.03 19:00 | close | 1189 | 0.10 | 144.250 | 145.592 | 141.992 | 5500.00 | 2642430.00 |
| 2566 | 2017.01.03 19:00 | buy | 1190 | 0.10 | 144.243 | 143.426 | 147.026 | ||
| 2567 | 2017.01.05 05:06 | s/l | 1190 | 0.10 | 143.433 | 143.426 | 147.026 | -8100.00 | 2634330.00 |
| 2568 | 2017.01.06 13:15 | buy | 1191 | 0.10 | 143.449 | 142.626 | 146.226 | ||
| 2569 | 2017.01.06 17:15 | close | 1191 | 0.10 | 143.483 | 142.626 | 146.226 | 340.00 | 2634670.00 |
| 2570 | 2017.01.06 17:15 | sell | 1192 | 0.10 | 143.488 | 144.278 | 140.678 | ||
| 2571 | 2017.01.09 15:45 | modify | 1192 | 0.10 | 143.488 | 142.393 | 140.678 | ||
| 2572 | 2017.01.10 04:38 | t/p | 1192 | 0.10 | 140.666 | 142.393 | 140.678 | 28220.00 | 2662890.00 |
| 2573 | 2017.01.10 06:30 | sell | 1193 | 0.10 | 140.315 | 141.267 | 136.917 | ||
| 2574 | 2017.01.10 14:54 | s/l | 1193 | 0.10 | 141.278 | 141.267 | 136.917 | -9630.00 | 2653260.00 |
| 2575 | 2017.01.12 04:30 | sell | 1194 | 0.10 | 139.939 | 140.890 | 136.540 | ||
| 2576 | 2017.01.13 10:45 | close | 1194 | 0.10 | 139.862 | 140.890 | 136.540 | 770.00 | 2654030.00 |
| 2577 | 2017.01.13 10:45 | buy | 1195 | 0.10 | 139.879 | 139.052 | 142.652 | ||
| 2578 | 2017.01.16 00:00 | s/l | 1195 | 0.10 | 137.133 | 139.052 | 142.652 | -27460.00 | 2626570.00 |
| 2579 | 2017.01.16 09:15 | sell | 1196 | 0.10 | 136.797 | 137.748 | 133.398 | ||
| 2580 | 2017.01.16 10:48 | s/l | 1196 | 0.10 | 137.755 | 137.748 | 133.398 | -9580.00 | 2616990.00 |
| 2581 | 2017.01.17 12:45 | buy | 1197 | 0.10 | 137.461 | 136.646 | 140.246 | ||
| 2582 | 2017.01.17 15:00 | modify | 1197 | 0.10 | 137.461 | 138.503 | 140.246 | ||
| 2583 | 2017.01.18 22:59 | t/p | 1197 | 0.10 | 140.252 | 138.503 | 140.246 | 27910.00 | 2644900.00 |
| 2584 | 2017.01.20 10:00 | sell | 1198 | 0.10 | 141.547 | 142.352 | 138.752 | ||
| 2585 | 2017.01.20 19:45 | close | 1198 | 0.10 | 141.754 | 142.352 | 138.752 | -2070.00 | 2642830.00 |
| 2586 | 2017.01.20 19:45 | buy | 1199 | 0.10 | 141.744 | 140.920 | 144.520 | ||
| 2587 | 2017.01.23 01:46 | s/l | 1199 | 0.10 | 140.929 | 140.920 | 144.520 | -8150.00 | 2634680.00 |
| 2588 | 2017.01.23 16:45 | sell | 1200 | 0.10 | 141.838 | 142.645 | 139.045 | ||
| 2589 | 2017.01.24 12:00 | close | 1200 | 0.10 | 141.303 | 142.645 | 139.045 | 5350.00 | 2640030.00 |
| 2590 | 2017.01.24 12:00 | buy | 1201 | 0.10 | 141.318 | 140.493 | 144.093 | ||
| 2591 | 2017.01.25 09:30 | close | 1201 | 0.10 | 141.972 | 140.493 | 144.093 | 6540.00 | 2646570.00 |
| 2592 | 2017.01.25 09:30 | sell | 1202 | 0.10 | 141.988 | 142.780 | 139.180 | ||
| 2593 | 2017.01.25 11:18 | s/l | 1202 | 0.10 | 142.863 | 142.780 | 139.180 | -8750.00 | 2637820.00 |
| 2594 | 2017.01.27 12:45 | sell | 1203 | 0.10 | 144.156 | 144.961 | 141.361 | ||
| 2595 | 2017.01.30 19:15 | modify | 1203 | 0.10 | 144.156 | 143.040 | 141.361 | ||
| 2596 | 2017.01.31 09:00 | close | 1203 | 0.10 | 141.875 | 143.040 | 141.361 | 22810.00 | 2660630.00 |
| 2597 | 2017.01.31 21:45 | buy | 1204 | 0.10 | 141.837 | 141.012 | 144.612 | ||
| 2598 | 2017.02.01 17:15 | modify | 1204 | 0.10 | 141.837 | 142.887 | 144.612 | ||
| 2599 | 2017.02.02 05:42 | s/l | 1204 | 0.10 | 142.879 | 142.887 | 144.612 | 10420.00 | 2671050.00 |
| 2600 | 2017.02.14 07:45 | sell | 1205 | 0.10 | 142.136 | 142.931 | 139.331 | ||
| 2601 | 2017.02.16 04:00 | close | 1205 | 0.10 | 141.868 | 142.931 | 139.331 | 2680.00 | 2673730.00 |
| 2602 | 2017.02.16 17:00 | sell | 1206 | 0.10 | 141.995 | 142.795 | 139.195 | ||
| 2603 | 2017.02.17 12:30 | modify | 1206 | 0.10 | 141.995 | 140.782 | 139.195 | ||
| 2604 | 2017.02.20 10:18 | s/l | 1206 | 0.10 | 140.788 | 140.782 | 139.195 | 12070.00 | 2685800.00 |
| 2605 | 2017.02.23 13:00 | sell | 1207 | 0.10 | 140.937 | 141.744 | 138.144 | ||
| 2606 | 2017.02.24 08:19 | s/l | 1207 | 0.10 | 141.761 | 141.744 | 138.144 | -8240.00 | 2677560.00 |
| 2607 | 2017.02.28 12:00 | sell | 1208 | 0.10 | 139.568 | 140.370 | 136.770 | ||
| 2608 | 2017.03.01 06:31 | s/l | 1208 | 0.10 | 140.369 | 140.370 | 136.770 | -8010.00 | 2669550.00 |
| 2609 | 2017.03.06 00:20 | buy | 1209 | 0.10 | 140.145 | 139.283 | 142.883 | ||
| 2610 | 2017.03.06 11:40 | s/l | 1209 | 0.10 | 139.289 | 139.283 | 142.883 | -8560.00 | 2660990.00 |
| 2611 | 2017.03.08 06:00 | sell | 1210 | 0.10 | 138.794 | 139.737 | 135.387 | ||
| 2612 | 2017.03.09 10:51 | s/l | 1210 | 0.10 | 139.730 | 139.737 | 135.387 | -9360.00 | 2651630.00 |
| 2613 | 2017.03.09 12:15 | sell | 1211 | 0.10 | 139.364 | 140.169 | 136.569 | ||
| 2614 | 2017.03.10 02:22 | s/l | 1211 | 0.10 | 140.171 | 140.169 | 136.569 | -8070.00 | 2643560.00 |
| 2615 | 2017.03.10 18:00 | sell | 1212 | 0.10 | 139.859 | 140.666 | 137.066 | ||
| 2616 | 2017.03.14 14:15 | close | 1212 | 0.10 | 139.606 | 140.666 | 137.066 | 2530.00 | 2646090.00 |
| 2617 | 2017.03.15 21:15 | buy | 1213 | 0.10 | 139.735 | 138.916 | 142.516 | ||
| 2618 | 2017.03.16 09:01 | s/l | 1213 | 0.10 | 138.911 | 138.916 | 142.516 | -8240.00 | 2637850.00 |
| 2619 | 2017.03.17 14:15 | sell | 1214 | 0.10 | 140.011 | 140.819 | 137.219 | ||
| 2620 | 2017.03.21 10:15 | close | 1214 | 0.10 | 139.573 | 140.819 | 137.219 | 4380.00 | 2642230.00 |
| 2621 | 2017.03.21 10:15 | buy | 1215 | 0.10 | 139.569 | 138.754 | 142.354 | ||
| 2622 | 2017.03.22 11:49 | s/l | 1215 | 0.10 | 138.757 | 138.754 | 142.354 | -8120.00 | 2634110.00 |
| 2623 | 2017.03.22 16:30 | sell | 1216 | 0.10 | 138.206 | 139.158 | 134.808 | ||
| 2624 | 2017.03.23 04:41 | s/l | 1216 | 0.10 | 139.162 | 139.158 | 134.808 | -9560.00 | 2624550.00 |
| 2625 | 2017.03.23 12:30 | buy | 1217 | 0.10 | 138.671 | 137.843 | 141.443 | ||
| 2626 | 2017.03.27 08:45 | close | 1217 | 0.10 | 138.215 | 137.843 | 141.443 | -4560.00 | 2619990.00 |
| 2627 | 2017.03.27 17:45 | buy | 1218 | 0.10 | 138.932 | 138.111 | 141.711 | ||
| 2628 | 2017.03.28 18:14 | s/l | 1218 | 0.10 | 138.111 | 138.111 | 141.711 | -8210.00 | 2611780.00 |
| 2629 | 2017.03.29 14:15 | buy | 1219 | 0.10 | 138.181 | 137.354 | 140.954 | ||
| 2630 | 2017.03.31 10:30 | close | 1219 | 0.10 | 139.264 | 137.354 | 140.954 | 10830.00 | 2622610.00 |
| 2631 | 2017.03.31 21:15 | sell | 1220 | 0.10 | 139.486 | 140.277 | 136.677 | ||
| 2632 | 2017.04.03 12:45 | close | 1220 | 0.10 | 139.294 | 140.277 | 136.677 | 1920.00 | 2624530.00 |
| 2633 | 2017.04.03 12:45 | buy | 1221 | 0.10 | 139.309 | 138.480 | 142.080 | ||
| 2634 | 2017.04.03 17:56 | s/l | 1221 | 0.10 | 138.465 | 138.480 | 142.080 | -8440.00 | 2616090.00 |
| 2635 | 2017.04.04 09:45 | sell | 1222 | 0.10 | 137.242 | 138.202 | 133.852 | ||
| 2636 | 2017.04.05 11:31 | s/l | 1222 | 0.10 | 138.195 | 138.202 | 133.852 | -9530.00 | 2606560.00 |
| 2637 | 2017.04.05 15:00 | buy | 1223 | 0.10 | 138.659 | 137.834 | 141.434 | ||
| 2638 | 2017.04.06 01:26 | s/l | 1223 | 0.10 | 137.829 | 137.834 | 141.434 | -8300.00 | 2598260.00 |
| 2639 | 2017.04.11 21:15 | sell | 1224 | 0.10 | 136.914 | 137.857 | 133.507 | ||
| 2640 | 2017.04.12 22:30 | close | 1224 | 0.10 | 136.923 | 137.857 | 133.507 | -90.00 | 2598170.00 |
| 2641 | 2017.04.12 22:30 | buy | 1225 | 0.10 | 136.928 | 136.105 | 139.705 | ||
| 2642 | 2017.04.13 22:45 | close | 1225 | 0.10 | 136.396 | 136.105 | 139.705 | -5320.00 | 2592850.00 |
| 2643 | 2017.04.13 22:45 | sell | 1226 | 0.10 | 136.402 | 137.351 | 133.001 | ||
| 2644 | 2017.04.17 19:00 | close | 1226 | 0.10 | 136.519 | 137.351 | 133.001 | -1170.00 | 2591680.00 |
| 2645 | 2017.04.20 19:15 | buy | 1227 | 0.10 | 140.340 | 139.370 | 143.720 | ||
| 2646 | 2017.04.21 11:15 | close | 1227 | 0.10 | 139.914 | 139.370 | 143.720 | -4260.00 | 2587420.00 |
| 2647 | 2017.04.21 11:15 | sell | 1228 | 0.10 | 139.912 | 140.714 | 137.114 | ||
| 2648 | 2017.04.24 00:01 | s/l | 1228 | 0.10 | 141.873 | 140.714 | 137.114 | -19610.00 | 2567810.00 |
| 2649 | 2017.04.25 16:45 | buy | 1229 | 0.10 | 141.978 | 141.015 | 145.365 | ||
| 2650 | 2017.04.27 06:45 | close | 1229 | 0.10 | 142.999 | 141.015 | 145.365 | 10210.00 | 2578020.00 |
| 2651 | 2017.04.27 06:45 | sell | 1230 | 0.10 | 143.003 | 143.793 | 140.193 | ||
| 2652 | 2017.04.27 14:30 | close | 1230 | 0.10 | 143.698 | 143.793 | 140.193 | -6950.00 | 2571070.00 |
| 2653 | 2017.04.27 14:30 | buy | 1231 | 0.10 | 143.692 | 142.725 | 147.075 | ||
| 2654 | 2017.04.28 12:00 | close | 1231 | 0.10 | 143.869 | 142.725 | 147.075 | 1770.00 | 2572840.00 |
| 2655 | 2017.04.28 12:00 | sell | 1232 | 0.10 | 143.867 | 144.665 | 141.065 | ||
| 2656 | 2017.04.28 19:45 | close | 1232 | 0.10 | 144.304 | 144.665 | 141.065 | -4370.00 | 2568470.00 |
| 2657 | 2017.04.28 19:45 | buy | 1233 | 0.10 | 144.309 | 143.330 | 147.680 | ||
| 2658 | 2017.05.02 11:45 | close | 1233 | 0.10 | 144.533 | 143.330 | 147.680 | 2240.00 | 2570710.00 |
| 2659 | 2017.05.02 11:45 | sell | 1234 | 0.10 | 144.528 | 145.335 | 141.735 | ||
| 2660 | 2017.05.02 13:00 | close | 1234 | 0.10 | 144.888 | 145.335 | 141.735 | -3600.00 | 2567110.00 |
| 2661 | 2017.05.02 13:00 | buy | 1235 | 0.10 | 144.898 | 143.918 | 148.268 | ||
| 2662 | 2017.05.04 09:15 | close | 1235 | 0.10 | 145.219 | 143.918 | 148.268 | 3210.00 | 2570320.00 |
| 2663 | 2017.05.04 12:15 | buy | 1236 | 0.10 | 145.639 | 144.661 | 149.011 | ||
| 2664 | 2017.05.05 15:45 | close | 1236 | 0.10 | 145.517 | 144.661 | 149.011 | -1220.00 | 2569100.00 |
| 2665 | 2017.05.05 15:45 | sell | 1237 | 0.10 | 145.528 | 146.326 | 142.726 | ||
| 2666 | 2017.05.05 18:30 | close | 1237 | 0.10 | 146.006 | 146.326 | 142.726 | -4780.00 | 2564320.00 |
| 2667 | 2017.05.05 18:30 | buy | 1238 | 0.10 | 146.017 | 145.037 | 149.387 | ||
| 2668 | 2017.05.09 14:45 | close | 1238 | 0.10 | 147.060 | 145.037 | 149.387 | 10430.00 | 2574750.00 |
| 2669 | 2017.05.09 17:15 | buy | 1239 | 0.10 | 147.476 | 146.503 | 150.853 | ||
| 2670 | 2017.05.11 13:30 | close | 1239 | 0.10 | 147.380 | 146.503 | 150.853 | -960.00 | 2573790.00 |
| 2671 | 2017.05.16 11:45 | sell | 1240 | 0.10 | 146.903 | 147.699 | 144.099 | ||
| 2672 | 2017.05.16 13:15 | close | 1240 | 0.10 | 146.514 | 147.699 | 144.099 | 3890.00 | 2577680.00 |
| 2673 | 2017.05.16 13:15 | buy | 1241 | 0.10 | 146.512 | 145.689 | 149.289 | ||
| 2674 | 2017.05.17 01:46 | s/l | 1241 | 0.10 | 145.683 | 145.689 | 149.289 | -8290.00 | 2569390.00 |
| 2675 | 2017.05.18 20:45 | buy | 1242 | 0.10 | 144.042 | 143.230 | 146.830 | ||
| 2676 | 2017.05.22 17:00 | close | 1242 | 0.10 | 144.701 | 143.230 | 146.830 | 6590.00 | 2575980.00 |
| 2677 | 2017.05.26 11:15 | sell | 1243 | 0.10 | 143.099 | 144.047 | 139.697 | ||
| 2678 | 2017.05.30 07:30 | close | 1243 | 0.10 | 142.115 | 144.047 | 139.697 | 9840.00 | 2585820.00 |
| 2679 | 2017.05.30 14:45 | buy | 1244 | 0.10 | 142.957 | 142.132 | 145.732 | ||
| 2680 | 2017.05.31 00:30 | s/l | 1244 | 0.10 | 142.139 | 142.132 | 145.732 | -8180.00 | 2577640.00 |
| 2681 | 2017.05.31 09:15 | buy | 1245 | 0.10 | 142.174 | 141.353 | 144.953 | ||
| 2682 | 2017.06.02 05:30 | close | 1245 | 0.10 | 143.746 | 141.353 | 144.953 | 15720.00 | 2593360.00 |
| 2683 | 2017.06.06 10:15 | sell | 1246 | 0.10 | 141.586 | 142.527 | 138.177 | ||
| 2684 | 2017.06.08 03:02 | s/l | 1246 | 0.10 | 142.522 | 142.527 | 138.177 | -9360.00 | 2584000.00 |
| 2685 | 2017.06.09 02:30 | sell | 1247 | 0.10 | 140.284 | 141.232 | 136.882 | ||
| 2686 | 2017.06.12 22:45 | close | 1247 | 0.10 | 139.004 | 141.232 | 136.882 | 12800.00 | 2596800.00 |
| 2687 | 2017.06.13 09:15 | buy | 1248 | 0.10 | 139.519 | 138.707 | 142.307 | ||
| 2688 | 2017.06.15 05:30 | close | 1248 | 0.10 | 139.704 | 138.707 | 142.307 | 1850.00 | 2598650.00 |
| 2689 | 2017.06.27 18:45 | buy | 1249 | 0.10 | 143.550 | 142.578 | 146.928 | ||
| 2690 | 2017.06.28 10:15 | close | 1249 | 0.10 | 143.785 | 142.578 | 146.928 | 2350.00 | 2601000.00 |
| 2691 | 2017.06.28 10:15 | sell | 1250 | 0.10 | 143.798 | 144.588 | 140.988 | ||
| 2692 | 2017.06.28 16:35 | s/l | 1250 | 0.10 | 144.598 | 144.588 | 140.988 | -8000.00 | 2593000.00 |
| 2693 | 2017.06.28 17:15 | buy | 1251 | 0.10 | 145.338 | 144.363 | 148.713 | ||
| 2694 | 2017.06.30 13:30 | close | 1251 | 0.10 | 145.354 | 144.363 | 148.713 | 160.00 | 2593160.00 |
| 2695 | 2017.07.03 18:30 | buy | 1252 | 0.10 | 146.769 | 145.791 | 150.141 | ||
| 2696 | 2017.07.05 11:15 | close | 1252 | 0.10 | 146.518 | 145.791 | 150.141 | -2510.00 | 2590650.00 |
| 2697 | 2017.07.05 11:15 | sell | 1253 | 0.10 | 146.511 | 147.315 | 143.715 | ||
| 2698 | 2017.07.05 21:15 | close | 1253 | 0.10 | 146.451 | 147.315 | 143.715 | 600.00 | 2591250.00 |
| 2699 | 2017.07.05 21:15 | buy | 1254 | 0.10 | 146.468 | 145.640 | 149.240 | ||
| 2700 | 2017.07.07 17:30 | close | 1254 | 0.10 | 146.539 | 145.640 | 149.240 | 710.00 | 2591960.00 |