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 |
| 3001 | 2019.02.20 17:45 | sell | 1401 | 0.10 | 144.725 | 145.534 | 141.934 | ||
| 3002 | 2019.02.22 14:00 | close | 1401 | 0.10 | 144.265 | 145.534 | 141.934 | 4600.00 | 2785330.00 |
| 3003 | 2019.02.25 19:30 | buy | 1402 | 0.10 | 145.316 | 144.345 | 148.695 | ||
| 3004 | 2019.02.27 15:45 | close | 1402 | 0.10 | 147.498 | 144.345 | 148.695 | 21820.00 | 2807150.00 |
| 3005 | 2019.02.28 11:45 | sell | 1403 | 0.10 | 147.262 | 148.057 | 144.457 | ||
| 3006 | 2019.02.28 17:46 | s/l | 1403 | 0.10 | 148.058 | 148.057 | 144.457 | -7960.00 | 2799190.00 |
| 3007 | 2019.03.01 16:45 | buy | 1404 | 0.10 | 148.376 | 147.404 | 151.754 | ||
| 3008 | 2019.03.04 00:45 | close | 1404 | 0.10 | 147.924 | 147.404 | 151.754 | -4520.00 | 2794670.00 |
| 3009 | 2019.03.04 00:45 | sell | 1405 | 0.10 | 147.927 | 148.723 | 145.123 | ||
| 3010 | 2019.03.05 21:00 | close | 1405 | 0.10 | 147.340 | 148.723 | 145.123 | 5870.00 | 2800540.00 |
| 3011 | 2019.03.11 15:00 | buy | 1406 | 0.10 | 144.738 | 143.918 | 147.518 | ||
| 3012 | 2019.03.12 01:03 | t/p | 1406 | 0.10 | 147.523 | 143.918 | 147.518 | 27850.00 | 2828390.00 |
| 3013 | 2019.03.19 17:30 | sell | 1407 | 0.10 | 147.647 | 148.442 | 144.842 | ||
| 3014 | 2019.03.21 11:00 | modify | 1407 | 0.10 | 147.647 | 146.632 | 144.842 | ||
| 3015 | 2019.03.21 13:45 | close | 1407 | 0.10 | 145.196 | 146.632 | 144.842 | 24510.00 | 2852900.00 |
| 3016 | 2019.03.21 17:15 | sell | 1408 | 0.10 | 145.593 | 146.396 | 142.796 | ||
| 3017 | 2019.03.22 13:30 | close | 1408 | 0.10 | 145.016 | 146.396 | 142.796 | 5770.00 | 2858670.00 |
| 3018 | 2019.03.22 13:30 | buy | 1409 | 0.10 | 145.015 | 144.195 | 147.795 | ||
| 3019 | 2019.03.26 09:45 | close | 1409 | 0.10 | 145.262 | 144.195 | 147.795 | 2470.00 | 2861140.00 |
| 3020 | 2019.03.26 12:30 | buy | 1410 | 0.10 | 145.464 | 144.652 | 148.252 | ||
| 3021 | 2019.03.28 08:45 | close | 1410 | 0.10 | 145.350 | 144.652 | 148.252 | -1140.00 | 2860000.00 |
| 3022 | 2019.03.29 16:00 | sell | 1411 | 0.10 | 145.081 | 145.885 | 142.285 | ||
| 3023 | 2019.04.01 17:50 | s/l | 1411 | 0.10 | 145.887 | 145.885 | 142.285 | -8060.00 | 2851940.00 |
| 3024 | 2019.04.02 20:30 | buy | 1412 | 0.10 | 145.934 | 145.116 | 148.716 | ||
| 3025 | 2019.04.04 16:45 | close | 1412 | 0.10 | 146.272 | 145.116 | 148.716 | 3380.00 | 2855320.00 |
| 3026 | 2019.04.09 15:00 | sell | 1413 | 0.10 | 145.410 | 146.201 | 142.601 | ||
| 3027 | 2019.04.11 11:15 | close | 1413 | 0.10 | 145.420 | 146.201 | 142.601 | -100.00 | 2855220.00 |
| 3028 | 2019.04.25 10:45 | sell | 1414 | 0.10 | 144.272 | 145.228 | 140.878 | ||
| 3029 | 2019.04.26 04:00 | close | 1414 | 0.10 | 144.005 | 145.228 | 140.878 | 2670.00 | 2857890.00 |
| 3030 | 2019.04.26 04:00 | buy | 1415 | 0.10 | 143.987 | 143.177 | 146.777 | ||
| 3031 | 2019.04.30 00:15 | close | 1415 | 0.10 | 144.406 | 143.177 | 146.777 | 4190.00 | 2862080.00 |
| 3032 | 2019.05.02 14:15 | sell | 1416 | 0.10 | 145.398 | 146.202 | 142.602 | ||
| 3033 | 2019.05.03 18:07 | s/l | 1416 | 0.10 | 146.196 | 146.202 | 142.602 | -7980.00 | 2854100.00 |
| 3034 | 2019.05.08 07:00 | sell | 1417 | 0.10 | 143.707 | 144.652 | 140.302 | ||
| 3035 | 2019.05.10 03:15 | close | 1417 | 0.10 | 143.000 | 144.652 | 140.302 | 7070.00 | 2861170.00 |
| 3036 | 2019.05.13 17:30 | sell | 1418 | 0.10 | 141.922 | 142.863 | 138.513 | ||
| 3037 | 2019.05.15 13:45 | close | 1418 | 0.10 | 141.233 | 142.863 | 138.513 | 6890.00 | 2868060.00 |
| 3038 | 2019.05.15 14:45 | sell | 1419 | 0.10 | 140.958 | 141.918 | 137.568 | ||
| 3039 | 2019.05.17 11:00 | close | 1419 | 0.10 | 140.302 | 141.918 | 137.568 | 6560.00 | 2874620.00 |
| 3040 | 2019.05.17 11:45 | sell | 1420 | 0.10 | 140.088 | 141.046 | 136.696 | ||
| 3041 | 2019.05.21 08:00 | close | 1420 | 0.10 | 140.191 | 141.046 | 136.696 | -1030.00 | 2873590.00 |
| 3042 | 2019.05.23 05:30 | sell | 1421 | 0.10 | 139.423 | 140.367 | 136.017 | ||
| 3043 | 2019.05.24 16:00 | close | 1421 | 0.10 | 138.773 | 140.367 | 136.017 | 6500.00 | 2880090.00 |
| 3044 | 2019.05.24 16:00 | buy | 1422 | 0.10 | 138.774 | 137.944 | 141.544 | ||
| 3045 | 2019.05.28 13:15 | close | 1422 | 0.10 | 138.340 | 137.944 | 141.544 | -4340.00 | 2875750.00 |
| 3046 | 2019.05.28 13:15 | sell | 1423 | 0.10 | 138.337 | 139.287 | 134.937 | ||
| 3047 | 2019.05.30 09:30 | close | 1423 | 0.10 | 138.599 | 139.287 | 134.937 | -2620.00 | 2873130.00 |
| 3048 | 2019.05.31 06:15 | sell | 1424 | 0.10 | 137.728 | 138.679 | 134.329 | ||
| 3049 | 2019.06.04 02:30 | close | 1424 | 0.10 | 136.819 | 138.679 | 134.329 | 9090.00 | 2882220.00 |
| 3050 | 2019.06.12 13:30 | buy | 1425 | 0.10 | 138.217 | 137.399 | 140.999 | ||
| 3051 | 2019.06.13 05:10 | s/l | 1425 | 0.10 | 137.402 | 137.399 | 140.999 | -8150.00 | 2874070.00 |
| 3052 | 2019.06.17 20:30 | sell | 1426 | 0.10 | 136.287 | 137.227 | 132.877 | ||
| 3053 | 2019.06.19 16:45 | close | 1426 | 0.10 | 136.601 | 137.227 | 132.877 | -3140.00 | 2870930.00 |
| 3054 | 2019.07.03 13:15 | sell | 1427 | 0.10 | 135.330 | 136.274 | 131.924 | ||
| 3055 | 2019.07.05 09:30 | close | 1427 | 0.10 | 135.865 | 136.274 | 131.924 | -5350.00 | 2865580.00 |
| 3056 | 2019.07.05 16:30 | sell | 1428 | 0.10 | 135.551 | 136.344 | 132.744 | ||
| 3057 | 2019.07.09 12:45 | close | 1428 | 0.10 | 135.707 | 136.344 | 132.744 | -1560.00 | 2864020.00 |
| 3058 | 2019.07.16 10:45 | sell | 1429 | 0.10 | 134.851 | 135.801 | 131.451 | ||
| 3059 | 2019.07.18 07:00 | close | 1429 | 0.10 | 134.008 | 135.801 | 131.451 | 8430.00 | 2872450.00 |
| 3060 | 2019.07.29 14:15 | sell | 1430 | 0.10 | 133.675 | 134.618 | 130.268 | ||
| 3061 | 2019.07.30 08:00 | modify | 1430 | 0.10 | 133.675 | 132.654 | 130.268 | ||
| 3062 | 2019.07.31 10:30 | close | 1430 | 0.10 | 132.145 | 132.654 | 130.268 | 15300.00 | 2887750.00 |
| 3063 | 2019.08.01 16:30 | sell | 1431 | 0.10 | 131.224 | 132.175 | 127.825 | ||
| 3064 | 2019.08.02 18:00 | modify | 1431 | 0.10 | 131.224 | 130.202 | 127.825 | ||
| 3065 | 2019.08.05 12:45 | close | 1431 | 0.10 | 128.951 | 130.202 | 127.825 | 22730.00 | 2910480.00 |
| 3066 | 2019.08.08 16:30 | sell | 1432 | 0.10 | 128.529 | 129.331 | 125.731 | ||
| 3067 | 2019.08.12 10:30 | close | 1432 | 0.10 | 127.293 | 129.331 | 125.731 | 12360.00 | 2922840.00 |
| 3068 | 2019.08.12 10:30 | sell | 1433 | 0.10 | 127.275 | 128.215 | 123.865 | ||
| 3069 | 2019.08.13 16:50 | s/l | 1433 | 0.10 | 128.216 | 128.215 | 123.865 | -9410.00 | 2913430.00 |
| 3070 | 2019.08.15 09:45 | sell | 1434 | 0.10 | 128.390 | 129.193 | 125.593 | ||
| 3071 | 2019.08.16 12:07 | s/l | 1434 | 0.10 | 129.188 | 129.193 | 125.593 | -7980.00 | 2905450.00 |
| 3072 | 2019.08.20 17:00 | sell | 1435 | 0.10 | 128.974 | 129.782 | 126.182 | ||
| 3073 | 2019.08.22 13:15 | close | 1435 | 0.10 | 129.037 | 129.782 | 126.182 | -630.00 | 2904820.00 |
| 3074 | 2019.09.05 12:45 | buy | 1436 | 0.10 | 131.081 | 130.111 | 134.461 | ||
| 3075 | 2019.09.06 12:15 | close | 1436 | 0.10 | 131.595 | 130.111 | 134.461 | 5140.00 | 2909960.00 |
| 3076 | 2019.09.06 12:15 | sell | 1437 | 0.10 | 131.596 | 132.390 | 128.790 | ||
| 3077 | 2019.09.09 13:29 | s/l | 1437 | 0.10 | 132.388 | 132.390 | 128.790 | -7920.00 | 2902040.00 |
| 3078 | 2019.09.09 18:45 | buy | 1438 | 0.10 | 132.483 | 131.514 | 135.864 | ||
| 3079 | 2019.09.11 15:00 | close | 1438 | 0.10 | 132.929 | 131.514 | 135.864 | 4460.00 | 2906500.00 |
| 3080 | 2019.09.13 10:00 | buy | 1439 | 0.10 | 133.928 | 132.956 | 137.306 | ||
| 3081 | 2019.09.17 06:15 | close | 1439 | 0.10 | 134.299 | 132.956 | 137.306 | 3710.00 | 2910210.00 |
| 3082 | 2019.09.17 20:30 | buy | 1440 | 0.10 | 135.363 | 134.397 | 138.747 | ||
| 3083 | 2019.09.19 13:35 | s/l | 1440 | 0.10 | 134.387 | 134.397 | 138.747 | -9760.00 | 2900450.00 |
| 3084 | 2019.09.20 11:00 | buy | 1441 | 0.10 | 135.694 | 134.718 | 139.068 | ||
| 3085 | 2019.09.20 14:47 | s/l | 1441 | 0.10 | 134.715 | 134.718 | 139.068 | -9790.00 | 2890660.00 |
| 3086 | 2019.09.20 15:00 | sell | 1442 | 0.10 | 134.815 | 135.616 | 132.016 | ||
| 3087 | 2019.09.24 11:15 | close | 1442 | 0.10 | 133.652 | 135.616 | 132.016 | 11630.00 | 2902290.00 |
| 3088 | 2019.10.02 15:15 | sell | 1443 | 0.10 | 132.010 | 132.811 | 129.211 | ||
| 3089 | 2019.10.03 10:15 | close | 1443 | 0.10 | 131.742 | 132.811 | 129.211 | 2680.00 | 2904970.00 |
| 3090 | 2019.10.03 10:15 | buy | 1444 | 0.10 | 131.758 | 130.931 | 134.531 | ||
| 3091 | 2019.10.04 18:15 | close | 1444 | 0.10 | 131.386 | 130.931 | 134.531 | -3720.00 | 2901250.00 |
| 3092 | 2019.10.04 18:15 | sell | 1445 | 0.10 | 131.405 | 132.346 | 127.996 | ||
| 3093 | 2019.10.08 14:30 | close | 1445 | 0.10 | 130.527 | 132.346 | 127.996 | 8780.00 | 2910030.00 |
| 3094 | 2019.10.08 16:30 | sell | 1446 | 0.10 | 130.495 | 131.442 | 127.092 | ||
| 3095 | 2019.10.09 11:18 | s/l | 1446 | 0.10 | 131.441 | 131.442 | 127.092 | -9460.00 | 2900570.00 |
| 3096 | 2019.10.11 13:45 | buy | 1447 | 0.10 | 136.199 | 135.227 | 139.577 | ||
| 3097 | 2019.10.15 10:00 | close | 1447 | 0.10 | 137.124 | 135.227 | 139.577 | 9250.00 | 2909820.00 |
| 3098 | 2019.10.15 17:45 | buy | 1448 | 0.10 | 138.439 | 137.464 | 141.814 | ||
| 3099 | 2019.10.16 15:30 | close | 1448 | 0.10 | 138.984 | 137.464 | 141.814 | 5450.00 | 2915270.00 |
| 3100 | 2019.10.16 15:30 | sell | 1449 | 0.10 | 138.968 | 139.776 | 136.176 | ||
| 3101 | 2019.10.16 18:30 | close | 1449 | 0.10 | 139.568 | 139.776 | 136.176 | -6000.00 | 2909270.00 |
| 3102 | 2019.10.16 18:30 | buy | 1450 | 0.10 | 139.555 | 138.587 | 142.937 | ||
| 3103 | 2019.10.18 14:45 | close | 1450 | 0.10 | 139.982 | 138.587 | 142.937 | 4270.00 | 2913540.00 |
| 3104 | 2019.10.21 01:30 | buy | 1451 | 0.10 | 139.697 | 138.865 | 142.465 | ||
| 3105 | 2019.10.21 10:15 | close | 1451 | 0.10 | 140.153 | 138.865 | 142.465 | 4560.00 | 2918100.00 |
| 3106 | 2019.10.21 10:15 | sell | 1452 | 0.10 | 140.147 | 140.953 | 137.353 | ||
| 3107 | 2019.10.21 11:11 | s/l | 1452 | 0.10 | 140.944 | 140.953 | 137.353 | -7970.00 | 2910130.00 |
| 3108 | 2019.10.22 21:30 | buy | 1453 | 0.10 | 140.899 | 140.089 | 143.689 | ||
| 3109 | 2019.10.22 21:31 | s/l | 1453 | 0.10 | 140.095 | 140.089 | 143.689 | -8040.00 | 2902090.00 |
| 3110 | 2019.10.24 16:30 | sell | 1454 | 0.10 | 139.939 | 140.740 | 137.140 | ||
| 3111 | 2019.10.28 12:45 | close | 1454 | 0.10 | 139.719 | 140.740 | 137.140 | 2200.00 | 2904290.00 |
| 3112 | 2019.10.30 11:30 | sell | 1455 | 0.10 | 140.125 | 140.927 | 137.327 | ||
| 3113 | 2019.11.01 07:45 | close | 1455 | 0.10 | 140.017 | 140.927 | 137.327 | 1080.00 | 2905370.00 |
| 3114 | 2019.11.28 00:30 | buy | 1456 | 0.10 | 141.835 | 140.844 | 145.194 | ||
| 3115 | 2019.11.29 20:45 | close | 1456 | 0.10 | 141.548 | 140.844 | 145.194 | -2870.00 | 2902500.00 |
| 3116 | 2019.12.04 14:00 | buy | 1457 | 0.10 | 141.927 | 140.956 | 145.306 | ||
| 3117 | 2019.12.06 10:15 | close | 1457 | 0.10 | 142.836 | 140.956 | 145.306 | 9090.00 | 2911590.00 |
| 3118 | 2019.12.12 04:00 | buy | 1458 | 0.10 | 143.576 | 142.596 | 146.946 | ||
| 3119 | 2019.12.12 15:42 | s/l | 1458 | 0.10 | 142.602 | 142.596 | 146.946 | -9740.00 | 2901850.00 |
| 3120 | 2019.12.12 17:45 | sell | 1459 | 0.10 | 143.242 | 144.050 | 140.450 | ||
| 3121 | 2019.12.12 22:07 | s/l | 1459 | 0.10 | 144.062 | 144.050 | 140.450 | -8200.00 | 2893650.00 |
| 3122 | 2019.12.13 00:04 | buy | 1460 | 0.10 | 147.023 | 144.943 | 149.293 | ||
| 3123 | 2019.12.13 00:15 | close | 1460 | 0.10 | 147.443 | 144.943 | 149.293 | 4200.00 | 2897850.00 |
| 3124 | 2019.12.19 14:15 | sell | 1461 | 0.10 | 143.437 | 144.234 | 140.634 | ||
| 3125 | 2019.12.23 10:30 | close | 1461 | 0.10 | 142.426 | 144.234 | 140.634 | 10110.00 | 2907960.00 |
| 3126 | 2019.12.31 12:00 | buy | 1462 | 0.10 | 142.935 | 142.116 | 145.716 | ||
| 3127 | 2020.01.03 03:58 | s/l | 1462 | 0.10 | 142.104 | 142.116 | 145.716 | -8310.00 | 2899650.00 |
| 3128 | 2020.01.06 01:00 | sell | 1463 | 0.10 | 140.843 | 141.803 | 137.453 | ||
| 3129 | 2020.01.06 11:35 | s/l | 1463 | 0.10 | 141.802 | 141.803 | 137.453 | -9590.00 | 2890060.00 |
| 3130 | 2020.01.07 08:15 | buy | 1464 | 0.10 | 142.719 | 141.893 | 145.493 | ||
| 3131 | 2020.01.08 01:21 | s/l | 1464 | 0.10 | 141.887 | 141.893 | 145.493 | -8320.00 | 2881740.00 |
| 3132 | 2020.01.08 12:15 | buy | 1465 | 0.10 | 142.307 | 141.487 | 145.087 | ||
| 3133 | 2020.01.10 08:30 | close | 1465 | 0.10 | 143.367 | 141.487 | 145.087 | 10600.00 | 2892340.00 |
| 3134 | 2020.01.14 18:00 | buy | 1466 | 0.10 | 143.196 | 142.369 | 145.969 | ||
| 3135 | 2020.01.16 14:15 | close | 1466 | 0.10 | 143.681 | 142.369 | 145.969 | 4850.00 | 2897190.00 |
| 3136 | 2020.01.28 03:15 | buy | 1467 | 0.10 | 142.325 | 141.512 | 145.112 | ||
| 3137 | 2020.01.28 11:02 | s/l | 1467 | 0.10 | 141.501 | 141.512 | 145.112 | -8240.00 | 2888950.00 |
| 3138 | 2020.02.03 20:30 | sell | 1468 | 0.10 | 141.195 | 142.139 | 137.789 | ||
| 3139 | 2020.02.04 11:00 | close | 1468 | 0.10 | 141.615 | 142.139 | 137.789 | -4200.00 | 2884750.00 |
| 3140 | 2020.02.04 11:00 | buy | 1469 | 0.10 | 141.614 | 140.801 | 144.401 | ||
| 3141 | 2020.02.06 07:15 | close | 1469 | 0.10 | 142.661 | 140.801 | 144.401 | 10470.00 | 2895220.00 |
| 3142 | 2020.02.13 02:00 | sell | 1470 | 0.10 | 142.371 | 143.161 | 139.561 | ||
| 3143 | 2020.02.13 14:45 | close | 1470 | 0.10 | 143.050 | 143.161 | 139.561 | -6790.00 | 2888430.00 |
| 3144 | 2020.02.13 14:45 | buy | 1471 | 0.10 | 143.047 | 142.226 | 145.826 | ||
| 3145 | 2020.02.17 11:00 | close | 1471 | 0.10 | 143.237 | 142.226 | 145.826 | 1900.00 | 2890330.00 |
| 3146 | 2020.02.19 15:30 | buy | 1472 | 0.10 | 143.615 | 142.637 | 146.987 | ||
| 3147 | 2020.02.21 11:45 | close | 1472 | 0.10 | 144.431 | 142.637 | 146.987 | 8160.00 | 2898490.00 |
| 3148 | 2020.02.25 11:00 | buy | 1473 | 0.10 | 143.429 | 142.615 | 146.215 | ||
| 3149 | 2020.02.25 19:15 | close | 1473 | 0.10 | 143.198 | 142.615 | 146.215 | -2310.00 | 2896180.00 |
| 3150 | 2020.02.25 19:15 | sell | 1474 | 0.10 | 143.209 | 144.001 | 140.401 | ||