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 |
| 2701 | 2017.07.20 10:45 | buy | 1255 | 0.10 | 145.928 | 145.116 | 148.716 | ||
| 2702 | 2017.07.20 17:39 | s/l | 1255 | 0.10 | 145.120 | 145.116 | 148.716 | -8080.00 | 2583880.00 |
| 2703 | 2017.08.08 14:15 | sell | 1256 | 0.10 | 143.805 | 144.756 | 140.406 | ||
| 2704 | 2017.08.10 10:30 | close | 1256 | 0.10 | 142.686 | 144.756 | 140.406 | 11190.00 | 2595070.00 |
| 2705 | 2017.08.10 18:00 | sell | 1257 | 0.10 | 142.029 | 142.977 | 138.627 | ||
| 2706 | 2017.08.14 14:15 | close | 1257 | 0.10 | 142.337 | 142.977 | 138.627 | -3080.00 | 2591990.00 |
| 2707 | 2017.08.14 17:15 | sell | 1258 | 0.10 | 141.958 | 142.763 | 139.163 | ||
| 2708 | 2017.08.15 03:26 | s/l | 1258 | 0.10 | 142.772 | 142.763 | 139.163 | -8140.00 | 2583850.00 |
| 2709 | 2017.08.15 17:15 | sell | 1259 | 0.10 | 142.268 | 143.072 | 139.472 | ||
| 2710 | 2017.08.16 11:30 | s/l | 1259 | 0.10 | 143.078 | 143.072 | 139.472 | -8100.00 | 2575750.00 |
| 2711 | 2017.08.16 18:15 | sell | 1260 | 0.10 | 142.395 | 143.185 | 139.585 | ||
| 2712 | 2017.08.18 14:30 | close | 1260 | 0.10 | 140.423 | 143.185 | 139.585 | 19720.00 | 2595470.00 |
| 2713 | 2017.08.18 14:30 | sell | 1261 | 0.10 | 140.400 | 141.343 | 136.993 | ||
| 2714 | 2017.08.22 10:45 | close | 1261 | 0.10 | 140.457 | 141.343 | 136.993 | -570.00 | 2594900.00 |
| 2715 | 2017.08.23 15:30 | sell | 1262 | 0.10 | 139.608 | 140.568 | 136.218 | ||
| 2716 | 2017.08.25 03:54 | s/l | 1262 | 0.10 | 140.572 | 140.568 | 136.218 | -9640.00 | 2585260.00 |
| 2717 | 2017.09.04 01:15 | buy | 1263 | 0.10 | 142.284 | 141.460 | 145.060 | ||
| 2718 | 2017.09.05 05:16 | s/l | 1263 | 0.10 | 141.462 | 141.460 | 145.060 | -8220.00 | 2577040.00 |
| 2719 | 2017.09.05 21:00 | buy | 1264 | 0.10 | 141.707 | 140.894 | 144.494 | ||
| 2720 | 2017.09.07 17:15 | close | 1264 | 0.10 | 142.202 | 140.894 | 144.494 | 4950.00 | 2581990.00 |
| 2721 | 2017.09.08 18:00 | sell | 1265 | 0.10 | 142.264 | 143.073 | 139.473 | ||
| 2722 | 2017.09.11 09:35 | s/l | 1265 | 0.10 | 143.074 | 143.073 | 139.473 | -8100.00 | 2573890.00 |
| 2723 | 2017.09.11 14:00 | buy | 1266 | 0.10 | 143.414 | 142.451 | 146.801 | ||
| 2724 | 2017.09.12 12:00 | modify | 1266 | 0.10 | 143.414 | 144.480 | 146.801 | ||
| 2725 | 2017.09.13 10:15 | close | 1266 | 0.10 | 146.642 | 144.480 | 146.801 | 32280.00 | 2606170.00 |
| 2726 | 2017.09.13 18:30 | sell | 1267 | 0.10 | 146.226 | 147.034 | 143.434 | ||
| 2727 | 2017.09.14 14:07 | s/l | 1267 | 0.10 | 147.030 | 147.034 | 143.434 | -8040.00 | 2598130.00 |
| 2728 | 2017.09.14 14:30 | buy | 1268 | 0.10 | 147.487 | 146.523 | 150.873 | ||
| 2729 | 2017.09.15 12:15 | modify | 1268 | 0.10 | 147.487 | 148.811 | 150.873 | ||
| 2730 | 2017.09.15 12:52 | t/p | 1268 | 0.10 | 150.880 | 148.811 | 150.873 | 33930.00 | 2632060.00 |
| 2731 | 2017.09.20 11:45 | sell | 1269 | 0.10 | 151.302 | 152.094 | 148.494 | ||
| 2732 | 2017.09.20 21:00 | s/l | 1269 | 0.10 | 152.090 | 152.094 | 148.494 | -7880.00 | 2624180.00 |
| 2733 | 2017.09.21 19:00 | buy | 1270 | 0.10 | 152.475 | 151.497 | 155.847 | ||
| 2734 | 2017.09.22 11:15 | close | 1270 | 0.10 | 152.022 | 151.497 | 155.847 | -4530.00 | 2619650.00 |
| 2735 | 2017.09.22 11:15 | sell | 1271 | 0.10 | 152.013 | 152.820 | 149.220 | ||
| 2736 | 2017.09.26 07:30 | close | 1271 | 0.10 | 150.346 | 152.820 | 149.220 | 16670.00 | 2636320.00 |
| 2737 | 2017.09.28 13:45 | buy | 1272 | 0.10 | 151.178 | 150.357 | 153.957 | ||
| 2738 | 2017.09.28 18:15 | close | 1272 | 0.10 | 151.353 | 150.357 | 153.957 | 1750.00 | 2638070.00 |
| 2739 | 2017.09.28 18:15 | sell | 1273 | 0.10 | 151.349 | 152.156 | 148.556 | ||
| 2740 | 2017.09.29 11:45 | close | 1273 | 0.10 | 150.671 | 152.156 | 148.556 | 6780.00 | 2644850.00 |
| 2741 | 2017.09.29 11:45 | buy | 1274 | 0.10 | 150.673 | 149.849 | 153.449 | ||
| 2742 | 2017.10.02 15:10 | s/l | 1274 | 0.10 | 149.845 | 149.849 | 153.449 | -8280.00 | 2636570.00 |
| 2743 | 2017.10.12 19:15 | sell | 1275 | 0.10 | 148.533 | 149.336 | 145.736 | ||
| 2744 | 2017.10.16 15:30 | close | 1275 | 0.10 | 148.700 | 149.336 | 145.736 | -1670.00 | 2634900.00 |
| 2745 | 2017.10.19 11:00 | sell | 1276 | 0.10 | 148.625 | 149.421 | 145.821 | ||
| 2746 | 2017.10.19 12:15 | close | 1276 | 0.10 | 148.328 | 149.421 | 145.821 | 2970.00 | 2637870.00 |
| 2747 | 2017.10.19 12:15 | buy | 1277 | 0.10 | 148.325 | 147.504 | 151.104 | ||
| 2748 | 2017.10.23 03:00 | modify | 1277 | 0.10 | 148.325 | 149.337 | 151.104 | ||
| 2749 | 2017.10.23 08:30 | close | 1277 | 0.10 | 150.178 | 149.337 | 151.104 | 18530.00 | 2656400.00 |
| 2750 | 2017.10.25 13:45 | buy | 1278 | 0.10 | 151.188 | 150.219 | 154.569 | ||
| 2751 | 2017.10.26 11:39 | s/l | 1278 | 0.10 | 150.200 | 150.219 | 154.569 | -9880.00 | 2646520.00 |
| 2752 | 2017.11.01 10:45 | buy | 1279 | 0.10 | 151.463 | 150.492 | 154.842 | ||
| 2753 | 2017.11.02 15:00 | s/l | 1279 | 0.10 | 150.478 | 150.492 | 154.842 | -9850.00 | 2636670.00 |
| 2754 | 2017.11.07 17:15 | sell | 1280 | 0.10 | 149.755 | 150.556 | 146.956 | ||
| 2755 | 2017.11.09 13:30 | close | 1280 | 0.10 | 148.688 | 150.556 | 146.956 | 10670.00 | 2647340.00 |
| 2756 | 2017.11.17 04:30 | sell | 1281 | 0.10 | 148.844 | 149.648 | 146.048 | ||
| 2757 | 2017.11.20 10:00 | close | 1281 | 0.10 | 148.423 | 149.648 | 146.048 | 4210.00 | 2651550.00 |
| 2758 | 2017.11.20 10:00 | buy | 1282 | 0.10 | 148.416 | 147.593 | 151.193 | ||
| 2759 | 2017.11.21 11:45 | close | 1282 | 0.10 | 148.777 | 147.593 | 151.193 | 3610.00 | 2655160.00 |
| 2760 | 2017.11.21 11:45 | sell | 1283 | 0.10 | 148.773 | 149.574 | 145.974 | ||
| 2761 | 2017.11.23 08:00 | close | 1283 | 0.10 | 148.320 | 149.574 | 145.974 | 4530.00 | 2659690.00 |
| 2762 | 2017.11.27 15:00 | buy | 1284 | 0.10 | 148.469 | 147.653 | 151.253 | ||
| 2763 | 2017.11.28 15:11 | s/l | 1284 | 0.10 | 147.649 | 147.653 | 151.253 | -8200.00 | 2651490.00 |
| 2764 | 2017.11.28 18:45 | sell | 1285 | 0.10 | 147.088 | 148.045 | 143.695 | ||
| 2765 | 2017.11.28 19:46 | s/l | 1285 | 0.10 | 148.048 | 148.045 | 143.695 | -9600.00 | 2641890.00 |
| 2766 | 2017.11.30 03:45 | buy | 1286 | 0.10 | 150.794 | 149.818 | 154.168 | ||
| 2767 | 2017.12.04 00:01 | close | 1286 | 0.10 | 151.577 | 149.818 | 154.168 | 7830.00 | 2649720.00 |
| 2768 | 2017.12.04 13:45 | buy | 1287 | 0.10 | 152.634 | 151.660 | 156.010 | ||
| 2769 | 2017.12.04 17:52 | s/l | 1287 | 0.10 | 151.664 | 151.660 | 156.010 | -9700.00 | 2640020.00 |
| 2770 | 2017.12.06 12:15 | sell | 1288 | 0.10 | 149.960 | 150.770 | 147.170 | ||
| 2771 | 2017.12.07 10:56 | s/l | 1288 | 0.10 | 150.766 | 150.770 | 147.170 | -8060.00 | 2631960.00 |
| 2772 | 2017.12.08 10:00 | buy | 1289 | 0.10 | 153.122 | 152.143 | 156.493 | ||
| 2773 | 2017.12.08 15:21 | s/l | 1289 | 0.10 | 152.145 | 152.143 | 156.493 | -9770.00 | 2622190.00 |
| 2774 | 2017.12.12 13:00 | buy | 1290 | 0.10 | 151.355 | 150.535 | 154.135 | ||
| 2775 | 2017.12.12 16:00 | close | 1290 | 0.10 | 151.471 | 150.535 | 154.135 | 1160.00 | 2623350.00 |
| 2776 | 2017.12.12 16:00 | sell | 1291 | 0.10 | 151.470 | 152.280 | 148.680 | ||
| 2777 | 2017.12.13 16:45 | close | 1291 | 0.10 | 151.131 | 152.280 | 148.680 | 3390.00 | 2626740.00 |
| 2778 | 2017.12.13 16:45 | buy | 1292 | 0.10 | 151.130 | 150.317 | 153.917 | ||
| 2779 | 2017.12.14 16:00 | close | 1292 | 0.10 | 151.200 | 150.317 | 153.917 | 700.00 | 2627440.00 |
| 2780 | 2017.12.14 16:00 | sell | 1293 | 0.10 | 151.196 | 152.001 | 148.401 | ||
| 2781 | 2017.12.18 12:15 | close | 1293 | 0.10 | 150.427 | 152.001 | 148.401 | 7690.00 | 2635130.00 |
| 2782 | 2017.12.22 11:45 | buy | 1294 | 0.10 | 151.700 | 150.878 | 154.478 | ||
| 2783 | 2017.12.26 23:45 | close | 1294 | 0.10 | 151.383 | 150.878 | 154.478 | -3170.00 | 2631960.00 |
| 2784 | 2018.01.05 04:30 | buy | 1295 | 0.10 | 152.967 | 152.004 | 156.354 | ||
| 2785 | 2018.01.09 00:45 | close | 1295 | 0.10 | 153.484 | 152.004 | 156.354 | 5170.00 | 2637130.00 |
| 2786 | 2018.01.17 06:45 | buy | 1296 | 0.10 | 152.776 | 151.952 | 155.552 | ||
| 2787 | 2018.01.19 03:00 | close | 1296 | 0.10 | 154.276 | 151.952 | 155.552 | 15000.00 | 2652130.00 |
| 2788 | 2018.01.22 18:45 | buy | 1297 | 0.10 | 154.829 | 153.862 | 158.212 | ||
| 2789 | 2018.01.23 14:04 | s/l | 1297 | 0.10 | 153.860 | 153.862 | 158.212 | -9690.00 | 2642440.00 |
| 2790 | 2018.01.25 00:04 | buy | 1298 | 0.10 | 155.560 | 154.556 | 158.906 | ||
| 2791 | 2018.01.25 11:15 | close | 1298 | 0.10 | 155.425 | 154.556 | 158.906 | -1350.00 | 2641090.00 |
| 2792 | 2018.01.25 17:15 | sell | 1299 | 0.10 | 155.525 | 156.328 | 152.728 | ||
| 2793 | 2018.01.26 11:30 | close | 1299 | 0.10 | 155.558 | 156.328 | 152.728 | -330.00 | 2640760.00 |
| 2794 | 2018.01.26 11:30 | buy | 1300 | 0.10 | 155.558 | 154.539 | 158.139 | ||
| 2795 | 2018.01.26 16:59 | s/l | 1300 | 0.10 | 154.533 | 154.539 | 158.139 | -10250.00 | 2630510.00 |
| 2796 | 2018.01.30 16:15 | sell | 1301 | 0.10 | 153.352 | 154.161 | 150.561 | ||
| 2797 | 2018.01.31 02:24 | s/l | 1301 | 0.10 | 154.170 | 154.161 | 150.561 | -8180.00 | 2622330.00 |
| 2798 | 2018.01.31 13:30 | sell | 1302 | 0.10 | 153.801 | 154.611 | 151.011 | ||
| 2799 | 2018.01.31 17:29 | s/l | 1302 | 0.10 | 154.609 | 154.611 | 151.011 | -8080.00 | 2614250.00 |
| 2800 | 2018.02.01 11:30 | buy | 1303 | 0.10 | 156.326 | 155.362 | 159.712 | ||
| 2801 | 2018.02.01 15:45 | close | 1303 | 0.10 | 155.653 | 155.362 | 159.712 | -6730.00 | 2607520.00 |
| 2802 | 2018.02.07 09:30 | sell | 1304 | 0.10 | 152.502 | 153.302 | 149.702 | ||
| 2803 | 2018.02.08 14:00 | s/l | 1304 | 0.10 | 153.302 | 153.302 | 149.702 | -8000.00 | 2599520.00 |
| 2804 | 2018.02.08 19:45 | buy | 1305 | 0.10 | 151.416 | 150.594 | 154.194 | ||
| 2805 | 2018.02.09 03:30 | close | 1305 | 0.10 | 151.729 | 150.594 | 154.194 | 3130.00 | 2602650.00 |
| 2806 | 2018.02.09 03:30 | sell | 1306 | 0.10 | 151.738 | 152.537 | 148.937 | ||
| 2807 | 2018.02.09 08:00 | close | 1306 | 0.10 | 151.986 | 152.537 | 148.937 | -2480.00 | 2600170.00 |
| 2808 | 2018.02.09 08:00 | buy | 1307 | 0.10 | 151.986 | 151.164 | 154.764 | ||
| 2809 | 2018.02.09 13:38 | s/l | 1307 | 0.10 | 151.166 | 151.164 | 154.764 | -8200.00 | 2591970.00 |
| 2810 | 2018.02.09 14:30 | sell | 1308 | 0.10 | 150.351 | 151.301 | 146.951 | ||
| 2811 | 2018.02.13 10:45 | close | 1308 | 0.10 | 149.230 | 151.301 | 146.951 | 11210.00 | 2603180.00 |
| 2812 | 2018.02.14 06:15 | sell | 1309 | 0.10 | 148.644 | 149.603 | 145.253 | ||
| 2813 | 2018.02.14 18:44 | s/l | 1309 | 0.10 | 149.602 | 149.603 | 145.253 | -9580.00 | 2593600.00 |
| 2814 | 2018.02.21 17:30 | sell | 1310 | 0.10 | 150.250 | 151.054 | 147.454 | ||
| 2815 | 2018.02.23 13:45 | close | 1310 | 0.10 | 149.169 | 151.054 | 147.454 | 10810.00 | 2604410.00 |
| 2816 | 2018.02.28 14:45 | sell | 1311 | 0.10 | 147.690 | 148.636 | 144.286 | ||
| 2817 | 2018.03.01 18:45 | close | 1311 | 0.10 | 147.028 | 148.636 | 144.286 | 6620.00 | 2611030.00 |
| 2818 | 2018.03.01 18:45 | buy | 1312 | 0.10 | 147.047 | 146.217 | 149.817 | ||
| 2819 | 2018.03.01 20:48 | s/l | 1312 | 0.10 | 146.212 | 146.217 | 149.817 | -8350.00 | 2602680.00 |
| 2820 | 2018.03.01 21:00 | sell | 1313 | 0.10 | 146.153 | 147.110 | 142.760 | ||
| 2821 | 2018.03.05 10:15 | close | 1313 | 0.10 | 145.310 | 147.110 | 142.760 | 8430.00 | 2611110.00 |
| 2822 | 2018.03.05 10:15 | buy | 1314 | 0.10 | 145.305 | 144.485 | 148.085 | ||
| 2823 | 2018.03.06 02:45 | modify | 1314 | 0.10 | 145.305 | 146.339 | 148.085 | ||
| 2824 | 2018.03.07 00:30 | close | 1314 | 0.10 | 147.293 | 146.339 | 148.085 | 19880.00 | 2630990.00 |
| 2825 | 2018.03.07 00:30 | sell | 1315 | 0.10 | 147.295 | 148.088 | 144.488 | ||
| 2826 | 2018.03.07 16:45 | close | 1315 | 0.10 | 147.229 | 148.088 | 144.488 | 660.00 | 2631650.00 |
| 2827 | 2018.03.07 16:45 | buy | 1316 | 0.10 | 147.238 | 146.418 | 150.018 | ||
| 2828 | 2018.03.08 15:00 | close | 1316 | 0.10 | 147.268 | 146.418 | 150.018 | 300.00 | 2631950.00 |
| 2829 | 2018.03.08 15:00 | sell | 1317 | 0.10 | 147.268 | 148.069 | 144.469 | ||
| 2830 | 2018.03.09 16:18 | s/l | 1317 | 0.10 | 148.079 | 148.069 | 144.469 | -8110.00 | 2623840.00 |
| 2831 | 2018.03.12 01:15 | buy | 1318 | 0.10 | 148.120 | 147.289 | 150.889 | ||
| 2832 | 2018.03.13 21:30 | close | 1318 | 0.10 | 148.972 | 147.289 | 150.889 | 8520.00 | 2632360.00 |
| 2833 | 2018.03.21 21:45 | buy | 1319 | 0.10 | 150.214 | 149.240 | 153.590 | ||
| 2834 | 2018.03.22 15:15 | close | 1319 | 0.10 | 149.508 | 149.240 | 153.590 | -7060.00 | 2625300.00 |
| 2835 | 2018.03.22 15:15 | sell | 1320 | 0.10 | 149.507 | 150.309 | 146.709 | ||
| 2836 | 2018.03.26 11:30 | close | 1320 | 0.10 | 149.096 | 150.309 | 146.709 | 4110.00 | 2629410.00 |
| 2837 | 2018.04.06 17:00 | buy | 1321 | 0.10 | 150.904 | 149.939 | 154.289 | ||
| 2838 | 2018.04.10 13:15 | close | 1321 | 0.10 | 151.589 | 149.939 | 154.289 | 6850.00 | 2636260.00 |
| 2839 | 2018.04.10 17:45 | buy | 1322 | 0.10 | 151.887 | 150.918 | 155.268 | ||
| 2840 | 2018.04.12 14:00 | close | 1322 | 0.10 | 152.015 | 150.918 | 155.268 | 1280.00 | 2637540.00 |
| 2841 | 2018.04.12 17:30 | buy | 1323 | 0.10 | 152.570 | 151.601 | 155.951 | ||
| 2842 | 2018.04.16 13:45 | close | 1323 | 0.10 | 153.417 | 151.601 | 155.951 | 8470.00 | 2646010.00 |
| 2843 | 2018.04.19 11:45 | buy | 1324 | 0.10 | 152.280 | 151.453 | 155.053 | ||
| 2844 | 2018.04.19 20:31 | s/l | 1324 | 0.10 | 151.459 | 151.453 | 155.053 | -8210.00 | 2637800.00 |
| 2845 | 2018.04.25 20:00 | sell | 1325 | 0.10 | 152.246 | 153.049 | 149.449 | ||
| 2846 | 2018.04.27 16:15 | close | 1325 | 0.10 | 150.440 | 153.049 | 149.449 | 18060.00 | 2655860.00 |
| 2847 | 2018.05.01 12:30 | buy | 1326 | 0.10 | 150.059 | 149.248 | 152.848 | ||
| 2848 | 2018.05.01 16:30 | close | 1326 | 0.10 | 149.531 | 149.248 | 152.848 | -5280.00 | 2650580.00 |
| 2849 | 2018.05.01 16:30 | sell | 1327 | 0.10 | 149.517 | 150.476 | 146.126 | ||
| 2850 | 2018.05.03 12:45 | close | 1327 | 0.10 | 148.960 | 150.476 | 146.126 | 5570.00 | 2656150.00 |