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 |
| 2851 | 2018.05.03 13:45 | sell | 1328 | 0.10 | 148.831 | 149.771 | 145.421 | ||
| 2852 | 2018.05.07 10:00 | close | 1328 | 0.10 | 147.924 | 149.771 | 145.421 | 9070.00 | 2665220.00 |
| 2853 | 2018.05.10 14:00 | sell | 1329 | 0.10 | 148.938 | 149.780 | 146.180 | ||
| 2854 | 2018.05.14 10:15 | close | 1329 | 0.10 | 148.609 | 149.780 | 146.180 | 3290.00 | 2668510.00 |
| 2855 | 2018.05.17 00:15 | buy | 1330 | 0.10 | 149.035 | 148.193 | 151.793 | ||
| 2856 | 2018.05.18 09:45 | close | 1330 | 0.10 | 149.684 | 148.193 | 151.793 | 6490.00 | 2675000.00 |
| 2857 | 2018.05.18 09:45 | sell | 1331 | 0.10 | 149.687 | 150.489 | 146.889 | ||
| 2858 | 2018.05.22 06:00 | close | 1331 | 0.10 | 148.842 | 150.489 | 146.889 | 8450.00 | 2683450.00 |
| 2859 | 2018.05.23 12:45 | sell | 1332 | 0.10 | 146.300 | 147.252 | 142.902 | ||
| 2860 | 2018.05.24 11:31 | s/l | 1332 | 0.10 | 147.263 | 147.252 | 142.902 | -9630.00 | 2673820.00 |
| 2861 | 2018.05.25 10:30 | buy | 1333 | 0.10 | 146.153 | 145.339 | 148.939 | ||
| 2862 | 2018.05.25 16:44 | s/l | 1333 | 0.10 | 145.344 | 145.339 | 148.939 | -8090.00 | 2665730.00 |
| 2863 | 2018.05.28 15:30 | sell | 1334 | 0.10 | 145.533 | 146.478 | 142.128 | ||
| 2864 | 2018.05.29 11:45 | modify | 1334 | 0.10 | 145.533 | 144.502 | 142.128 | ||
| 2865 | 2018.05.29 13:13 | s/l | 1334 | 0.10 | 144.511 | 144.502 | 142.128 | 10220.00 | 2675950.00 |
| 2866 | 2018.05.31 10:00 | sell | 1335 | 0.10 | 144.617 | 145.413 | 141.813 | ||
| 2867 | 2018.05.31 18:00 | close | 1335 | 0.10 | 144.579 | 145.413 | 141.813 | 380.00 | 2676330.00 |
| 2868 | 2018.05.31 18:00 | buy | 1336 | 0.10 | 144.573 | 143.752 | 147.352 | ||
| 2869 | 2018.06.04 04:15 | modify | 1336 | 0.10 | 144.573 | 145.667 | 147.352 | ||
| 2870 | 2018.06.04 14:15 | close | 1336 | 0.10 | 146.544 | 145.667 | 147.352 | 19710.00 | 2696040.00 |
| 2871 | 2018.06.06 09:30 | buy | 1337 | 0.10 | 147.581 | 146.768 | 150.368 | ||
| 2872 | 2018.06.07 14:15 | close | 1337 | 0.10 | 147.831 | 146.768 | 150.368 | 2500.00 | 2698540.00 |
| 2873 | 2018.06.07 14:15 | sell | 1338 | 0.10 | 147.827 | 148.621 | 145.021 | ||
| 2874 | 2018.06.11 10:30 | close | 1338 | 0.10 | 147.835 | 148.621 | 145.021 | -80.00 | 2698460.00 |
| 2875 | 2018.06.12 11:30 | sell | 1339 | 0.10 | 147.698 | 148.504 | 144.904 | ||
| 2876 | 2018.06.14 07:45 | close | 1339 | 0.10 | 147.593 | 148.504 | 144.904 | 1050.00 | 2699510.00 |
| 2877 | 2018.06.15 16:30 | buy | 1340 | 0.10 | 146.875 | 146.049 | 149.649 | ||
| 2878 | 2018.06.19 02:40 | s/l | 1340 | 0.10 | 146.038 | 146.049 | 149.649 | -8370.00 | 2691140.00 |
| 2879 | 2018.06.26 18:00 | sell | 1341 | 0.10 | 145.384 | 146.194 | 142.594 | ||
| 2880 | 2018.06.28 14:15 | close | 1341 | 0.10 | 144.334 | 146.194 | 142.594 | 10500.00 | 2701640.00 |
| 2881 | 2018.06.28 15:45 | sell | 1342 | 0.10 | 143.909 | 144.869 | 140.519 | ||
| 2882 | 2018.06.29 05:37 | s/l | 1342 | 0.10 | 144.882 | 144.869 | 140.519 | -9730.00 | 2691910.00 |
| 2883 | 2018.07.03 10:15 | buy | 1343 | 0.10 | 146.180 | 145.364 | 148.964 | ||
| 2884 | 2018.07.05 06:30 | close | 1343 | 0.10 | 145.935 | 145.364 | 148.964 | -2450.00 | 2689460.00 |
| 2885 | 2018.07.05 08:45 | buy | 1344 | 0.10 | 146.301 | 145.471 | 149.071 | ||
| 2886 | 2018.07.09 05:00 | close | 1344 | 0.10 | 146.845 | 145.471 | 149.071 | 5440.00 | 2694900.00 |
| 2887 | 2018.07.11 16:00 | buy | 1345 | 0.10 | 147.434 | 146.610 | 150.210 | ||
| 2888 | 2018.07.13 12:15 | close | 1345 | 0.10 | 147.848 | 146.610 | 150.210 | 4140.00 | 2699040.00 |
| 2889 | 2018.07.13 12:15 | buy | 1346 | 0.10 | 147.853 | 146.891 | 151.241 | ||
| 2890 | 2018.07.17 08:30 | close | 1346 | 0.10 | 148.904 | 146.891 | 151.241 | 10510.00 | 2709550.00 |
| 2891 | 2018.07.24 10:15 | buy | 1347 | 0.10 | 145.748 | 144.926 | 148.526 | ||
| 2892 | 2018.07.26 06:30 | close | 1347 | 0.10 | 146.233 | 144.926 | 148.526 | 4850.00 | 2714400.00 |
| 2893 | 2018.07.27 20:00 | sell | 1348 | 0.10 | 145.350 | 146.297 | 141.947 | ||
| 2894 | 2018.07.31 09:32 | s/l | 1348 | 0.10 | 146.307 | 146.297 | 141.947 | -9570.00 | 2704830.00 |
| 2895 | 2018.08.03 17:00 | sell | 1349 | 0.10 | 144.566 | 145.522 | 141.172 | ||
| 2896 | 2018.08.07 13:15 | close | 1349 | 0.10 | 144.203 | 145.522 | 141.172 | 3630.00 | 2708460.00 |
| 2897 | 2018.08.08 10:15 | sell | 1350 | 0.10 | 143.613 | 144.568 | 140.218 | ||
| 2898 | 2018.08.10 06:30 | close | 1350 | 0.10 | 142.386 | 144.568 | 140.218 | 12270.00 | 2720730.00 |
| 2899 | 2018.08.10 09:30 | sell | 1351 | 0.10 | 141.914 | 142.862 | 138.512 | ||
| 2900 | 2018.08.14 05:45 | close | 1351 | 0.10 | 141.504 | 142.862 | 138.512 | 4100.00 | 2724830.00 |
| 2901 | 2018.08.15 18:00 | sell | 1352 | 0.10 | 139.896 | 140.856 | 136.506 | ||
| 2902 | 2018.08.16 04:35 | s/l | 1352 | 0.10 | 140.858 | 140.856 | 136.506 | -9620.00 | 2715210.00 |
| 2903 | 2018.08.27 05:30 | sell | 1353 | 0.10 | 142.701 | 143.503 | 139.903 | ||
| 2904 | 2018.08.28 15:46 | s/l | 1353 | 0.10 | 143.502 | 143.503 | 139.903 | -8010.00 | 2707200.00 |
| 2905 | 2018.08.29 17:00 | buy | 1354 | 0.10 | 144.522 | 143.558 | 147.908 | ||
| 2906 | 2018.08.31 13:15 | close | 1354 | 0.10 | 144.010 | 143.558 | 147.908 | -5120.00 | 2702080.00 |
| 2907 | 2018.09.05 12:45 | sell | 1355 | 0.10 | 142.995 | 143.789 | 140.189 | ||
| 2908 | 2018.09.05 16:05 | s/l | 1355 | 0.10 | 143.796 | 143.789 | 140.189 | -8010.00 | 2694070.00 |
| 2909 | 2018.09.06 18:15 | sell | 1356 | 0.10 | 143.392 | 144.195 | 140.595 | ||
| 2910 | 2018.09.07 13:47 | s/l | 1356 | 0.10 | 144.209 | 144.195 | 140.595 | -8170.00 | 2685900.00 |
| 2911 | 2018.09.11 17:30 | sell | 1357 | 0.10 | 145.008 | 145.815 | 142.215 | ||
| 2912 | 2018.09.12 20:00 | close | 1357 | 0.10 | 145.384 | 145.815 | 142.215 | -3760.00 | 2682140.00 |
| 2913 | 2018.09.12 20:00 | buy | 1358 | 0.10 | 145.388 | 144.565 | 148.165 | ||
| 2914 | 2018.09.14 15:30 | close | 1358 | 0.10 | 146.617 | 144.565 | 148.165 | 12290.00 | 2694430.00 |
| 2915 | 2018.09.14 15:30 | sell | 1359 | 0.10 | 146.628 | 147.414 | 143.814 | ||
| 2916 | 2018.09.17 16:00 | close | 1359 | 0.10 | 147.239 | 147.414 | 143.814 | -6110.00 | 2688320.00 |
| 2917 | 2018.09.17 16:00 | buy | 1360 | 0.10 | 147.239 | 146.275 | 150.625 | ||
| 2918 | 2018.09.19 12:15 | close | 1360 | 0.10 | 148.207 | 146.275 | 150.625 | 9680.00 | 2698000.00 |
| 2919 | 2018.09.19 13:15 | buy | 1361 | 0.10 | 148.108 | 147.148 | 151.498 | ||
| 2920 | 2018.09.21 09:30 | close | 1361 | 0.10 | 149.529 | 147.148 | 151.498 | 14210.00 | 2712210.00 |
| 2921 | 2018.09.26 10:45 | sell | 1362 | 0.10 | 148.410 | 149.219 | 145.619 | ||
| 2922 | 2018.09.28 07:00 | close | 1362 | 0.10 | 148.476 | 149.219 | 145.619 | -660.00 | 2711550.00 |
| 2923 | 2018.10.10 21:45 | sell | 1363 | 0.10 | 148.599 | 149.399 | 145.799 | ||
| 2924 | 2018.10.12 18:00 | close | 1363 | 0.10 | 147.522 | 149.399 | 145.799 | 10770.00 | 2722320.00 |
| 2925 | 2018.10.15 04:00 | sell | 1364 | 0.10 | 146.839 | 147.785 | 143.435 | ||
| 2926 | 2018.10.15 18:45 | close | 1364 | 0.10 | 147.294 | 147.785 | 143.435 | -4550.00 | 2717770.00 |
| 2927 | 2018.10.15 18:45 | buy | 1365 | 0.10 | 147.287 | 146.471 | 150.071 | ||
| 2928 | 2018.10.17 15:00 | close | 1365 | 0.10 | 147.166 | 146.471 | 150.071 | -1210.00 | 2716560.00 |
| 2929 | 2018.10.18 14:30 | sell | 1366 | 0.10 | 147.492 | 148.285 | 144.685 | ||
| 2930 | 2018.10.22 10:45 | close | 1366 | 0.10 | 147.469 | 148.285 | 144.685 | 230.00 | 2716790.00 |
| 2931 | 2018.10.22 16:30 | buy | 1367 | 0.10 | 146.389 | 145.562 | 149.162 | ||
| 2932 | 2018.10.23 09:05 | s/l | 1367 | 0.10 | 145.560 | 145.562 | 149.162 | -8290.00 | 2708500.00 |
| 2933 | 2018.10.23 17:15 | sell | 1368 | 0.10 | 145.469 | 146.419 | 142.069 | ||
| 2934 | 2018.10.25 13:30 | close | 1368 | 0.10 | 144.896 | 146.419 | 142.069 | 5730.00 | 2714230.00 |
| 2935 | 2018.10.26 06:30 | sell | 1369 | 0.10 | 143.744 | 144.689 | 140.339 | ||
| 2936 | 2018.10.30 02:45 | close | 1369 | 0.10 | 143.884 | 144.689 | 140.339 | -1400.00 | 2712830.00 |
| 2937 | 2018.10.30 14:45 | buy | 1370 | 0.10 | 143.909 | 143.096 | 146.696 | ||
| 2938 | 2018.11.01 11:00 | close | 1370 | 0.10 | 145.448 | 143.096 | 146.696 | 15390.00 | 2728220.00 |
| 2939 | 2018.11.05 11:00 | sell | 1371 | 0.10 | 147.045 | 147.847 | 144.247 | ||
| 2940 | 2018.11.05 13:00 | close | 1371 | 0.10 | 147.507 | 147.847 | 144.247 | -4620.00 | 2723600.00 |
| 2941 | 2018.11.05 13:00 | buy | 1372 | 0.10 | 147.506 | 146.680 | 150.280 | ||
| 2942 | 2018.11.07 09:15 | close | 1372 | 0.10 | 148.367 | 146.680 | 150.280 | 8610.00 | 2732210.00 |
| 2943 | 2018.11.07 17:30 | buy | 1373 | 0.10 | 149.058 | 148.089 | 152.439 | ||
| 2944 | 2018.11.09 10:05 | s/l | 1373 | 0.10 | 148.096 | 148.089 | 152.439 | -9620.00 | 2722590.00 |
| 2945 | 2018.11.14 18:00 | sell | 1374 | 0.10 | 148.116 | 148.926 | 145.326 | ||
| 2946 | 2018.11.15 11:15 | close | 1374 | 0.10 | 145.980 | 148.926 | 145.326 | 21360.00 | 2743950.00 |
| 2947 | 2018.11.15 11:15 | buy | 1375 | 0.10 | 145.980 | 145.152 | 148.752 | ||
| 2948 | 2018.11.15 11:37 | s/l | 1375 | 0.10 | 145.160 | 145.152 | 148.752 | -8200.00 | 2735750.00 |
| 2949 | 2018.11.16 16:30 | sell | 1376 | 0.10 | 145.095 | 145.894 | 142.294 | ||
| 2950 | 2018.11.19 20:45 | close | 1376 | 0.10 | 144.767 | 145.894 | 142.294 | 3280.00 | 2739030.00 |
| 2951 | 2018.11.19 20:45 | buy | 1377 | 0.10 | 144.748 | 143.937 | 147.537 | ||
| 2952 | 2018.11.21 17:00 | close | 1377 | 0.10 | 144.498 | 143.937 | 147.537 | -2500.00 | 2736530.00 |
| 2953 | 2018.11.23 18:00 | sell | 1378 | 0.10 | 144.366 | 145.164 | 141.564 | ||
| 2954 | 2018.11.26 07:26 | s/l | 1378 | 0.10 | 145.161 | 145.164 | 141.564 | -7950.00 | 2728580.00 |
| 2955 | 2018.11.30 12:00 | sell | 1379 | 0.10 | 144.843 | 145.649 | 142.049 | ||
| 2956 | 2018.12.04 08:15 | close | 1379 | 0.10 | 144.219 | 145.649 | 142.049 | 6240.00 | 2734820.00 |
| 2957 | 2018.12.04 18:45 | sell | 1380 | 0.10 | 143.718 | 144.677 | 140.327 | ||
| 2958 | 2018.12.06 15:00 | close | 1380 | 0.10 | 143.992 | 144.677 | 140.327 | -2740.00 | 2732080.00 |
| 2959 | 2018.12.06 15:00 | buy | 1381 | 0.10 | 143.996 | 143.169 | 146.769 | ||
| 2960 | 2018.12.07 10:15 | close | 1381 | 0.10 | 143.789 | 143.169 | 146.769 | -2070.00 | 2730010.00 |
| 2961 | 2018.12.07 10:15 | sell | 1382 | 0.10 | 143.787 | 144.585 | 140.985 | ||
| 2962 | 2018.12.10 18:15 | modify | 1382 | 0.10 | 143.787 | 142.629 | 140.985 | ||
| 2963 | 2018.12.11 06:30 | close | 1382 | 0.10 | 142.250 | 142.629 | 140.985 | 15370.00 | 2745380.00 |
| 2964 | 2018.12.17 14:15 | sell | 1383 | 0.10 | 142.942 | 143.747 | 140.147 | ||
| 2965 | 2018.12.19 10:30 | close | 1383 | 0.10 | 142.368 | 143.747 | 140.147 | 5740.00 | 2751120.00 |
| 2966 | 2018.12.20 17:45 | sell | 1384 | 0.10 | 141.077 | 142.034 | 137.684 | ||
| 2967 | 2018.12.24 10:15 | close | 1384 | 0.10 | 140.702 | 142.034 | 137.684 | 3750.00 | 2754870.00 |
| 2968 | 2018.12.24 10:15 | buy | 1385 | 0.10 | 140.687 | 139.873 | 143.473 | ||
| 2969 | 2018.12.25 01:58 | s/l | 1385 | 0.10 | 139.874 | 139.873 | 143.473 | -8130.00 | 2746740.00 |
| 2970 | 2018.12.25 08:25 | sell | 1386 | 0.10 | 139.642 | 140.519 | 136.169 | ||
| 2971 | 2018.12.26 02:55 | s/l | 1386 | 0.10 | 140.522 | 140.519 | 136.169 | -8800.00 | 2737940.00 |
| 2972 | 2019.01.02 05:30 | sell | 1387 | 0.10 | 139.237 | 140.187 | 135.837 | ||
| 2973 | 2019.01.03 00:15 | modify | 1387 | 0.10 | 139.237 | 138.224 | 135.837 | ||
| 2974 | 2019.01.03 00:35 | t/p | 1387 | 0.10 | 135.829 | 138.224 | 135.837 | 34080.00 | 2772020.00 |
| 2975 | 2019.01.08 14:45 | sell | 1388 | 0.10 | 138.615 | 139.422 | 135.822 | ||
| 2976 | 2019.01.09 09:15 | close | 1388 | 0.10 | 138.769 | 139.422 | 135.822 | -1540.00 | 2770480.00 |
| 2977 | 2019.01.09 09:15 | buy | 1389 | 0.10 | 138.780 | 137.950 | 141.550 | ||
| 2978 | 2019.01.09 15:00 | close | 1389 | 0.10 | 138.743 | 137.950 | 141.550 | -370.00 | 2770110.00 |
| 2979 | 2019.01.09 15:00 | sell | 1390 | 0.10 | 138.740 | 139.538 | 135.938 | ||
| 2980 | 2019.01.09 18:30 | close | 1390 | 0.10 | 138.094 | 139.538 | 135.938 | 6460.00 | 2776570.00 |
| 2981 | 2019.01.09 18:30 | buy | 1391 | 0.10 | 138.106 | 137.276 | 140.876 | ||
| 2982 | 2019.01.11 14:45 | close | 1391 | 0.10 | 138.790 | 137.276 | 140.876 | 6840.00 | 2783410.00 |
| 2983 | 2019.01.14 14:15 | sell | 1392 | 0.10 | 139.022 | 139.817 | 136.217 | ||
| 2984 | 2019.01.14 17:54 | s/l | 1392 | 0.10 | 139.817 | 139.817 | 136.217 | -7950.00 | 2775460.00 |
| 2985 | 2019.01.17 14:30 | buy | 1393 | 0.10 | 140.415 | 139.594 | 143.194 | ||
| 2986 | 2019.01.18 17:30 | close | 1393 | 0.10 | 141.355 | 139.594 | 143.194 | 9400.00 | 2784860.00 |
| 2987 | 2019.01.18 17:30 | sell | 1394 | 0.10 | 141.355 | 142.158 | 138.558 | ||
| 2988 | 2019.01.22 13:45 | close | 1394 | 0.10 | 141.201 | 142.158 | 138.558 | 1540.00 | 2786400.00 |
| 2989 | 2019.01.23 11:30 | buy | 1395 | 0.10 | 142.401 | 141.423 | 145.773 | ||
| 2990 | 2019.01.25 07:45 | close | 1395 | 0.10 | 144.175 | 141.423 | 145.773 | 17740.00 | 2804140.00 |
| 2991 | 2019.01.25 19:30 | buy | 1396 | 0.10 | 144.529 | 143.550 | 147.900 | ||
| 2992 | 2019.01.28 13:45 | close | 1396 | 0.10 | 143.994 | 143.550 | 147.900 | -5350.00 | 2798790.00 |
| 2993 | 2019.01.28 13:45 | sell | 1397 | 0.10 | 143.991 | 144.793 | 141.193 | ||
| 2994 | 2019.01.29 10:45 | close | 1397 | 0.10 | 143.876 | 144.793 | 141.193 | 1150.00 | 2799940.00 |
| 2995 | 2019.01.29 10:45 | buy | 1398 | 0.10 | 143.886 | 143.058 | 146.658 | ||
| 2996 | 2019.01.29 22:03 | s/l | 1398 | 0.10 | 143.064 | 143.058 | 146.658 | -8220.00 | 2791720.00 |
| 2997 | 2019.01.30 16:15 | buy | 1399 | 0.10 | 143.536 | 142.708 | 146.308 | ||
| 2998 | 2019.01.31 07:48 | s/l | 1399 | 0.10 | 142.714 | 142.708 | 146.308 | -8220.00 | 2783500.00 |
| 2999 | 2019.02.20 03:45 | buy | 1400 | 0.10 | 145.002 | 144.026 | 148.376 | ||
| 3000 | 2019.02.20 17:45 | close | 1400 | 0.10 | 144.725 | 144.026 | 148.376 | -2770.00 | 2780730.00 |