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 |
| 3151 | 2020.02.27 15:30 | close | 1474 | 0.10 | 141.752 | 144.001 | 140.401 | 14570.00 | 2910750.00 |
| 3152 | 2020.02.28 00:50 | sell | 1475 | 0.10 | 141.169 | 142.048 | 137.698 | ||
| 3153 | 2020.02.28 17:15 | modify | 1475 | 0.10 | 141.169 | 140.011 | 137.698 | ||
| 3154 | 2020.02.28 17:58 | t/p | 1475 | 0.10 | 137.694 | 140.011 | 137.698 | 34750.00 | 2945500.00 |
| 3155 | 2020.03.03 12:30 | sell | 1476 | 0.10 | 138.092 | 138.885 | 135.285 | ||
| 3156 | 2020.03.04 12:30 | close | 1476 | 0.10 | 137.508 | 138.885 | 135.285 | 5840.00 | 2951340.00 |
| 3157 | 2020.03.04 12:30 | buy | 1477 | 0.10 | 137.491 | 136.679 | 140.279 | ||
| 3158 | 2020.03.05 13:00 | close | 1477 | 0.10 | 137.958 | 136.679 | 140.279 | 4670.00 | 2956010.00 |
| 3159 | 2020.03.05 13:00 | sell | 1478 | 0.10 | 137.945 | 138.749 | 135.149 | ||
| 3160 | 2020.03.09 02:15 | modify | 1478 | 0.10 | 137.945 | 136.752 | 135.149 | ||
| 3161 | 2020.03.09 04:49 | t/p | 1478 | 0.10 | 135.153 | 136.752 | 135.149 | 27920.00 | 2983930.00 |
| 3162 | 2020.03.09 05:00 | sell | 1479 | 0.10 | 133.755 | 134.644 | 130.294 | ||
| 3163 | 2020.03.09 05:15 | close | 1479 | 0.10 | 133.214 | 134.644 | 130.294 | 5410.00 | 2989340.00 |
| 3164 | 2020.03.12 12:15 | sell | 1480 | 0.10 | 132.355 | 133.301 | 128.951 | ||
| 3165 | 2020.03.12 20:05 | s/l | 1480 | 0.10 | 133.297 | 133.301 | 128.951 | -9420.00 | 2979920.00 |
| 3166 | 2020.03.13 10:45 | sell | 1481 | 0.10 | 133.004 | 133.806 | 130.206 | ||
| 3167 | 2020.03.13 11:25 | s/l | 1481 | 0.10 | 133.819 | 133.806 | 130.206 | -8150.00 | 2971770.00 |
| 3168 | 2020.03.16 01:48 | sell | 1482 | 0.10 | 131.933 | 132.547 | 128.947 | ||
| 3169 | 2020.03.16 02:00 | close | 1482 | 0.10 | 132.078 | 132.547 | 128.947 | -1450.00 | 2970320.00 |
| 3170 | 2020.03.16 03:00 | sell | 1483 | 0.10 | 132.035 | 132.828 | 129.228 | ||
| 3171 | 2020.03.16 13:00 | modify | 1483 | 0.10 | 132.035 | 130.934 | 129.228 | ||
| 3172 | 2020.03.16 15:49 | t/p | 1483 | 0.10 | 129.218 | 130.934 | 129.228 | 28170.00 | 2998490.00 |
| 3173 | 2020.03.16 16:00 | sell | 1484 | 0.10 | 129.248 | 130.199 | 125.849 | ||
| 3174 | 2020.03.16 16:53 | s/l | 1484 | 0.10 | 130.207 | 130.199 | 125.849 | -9590.00 | 2988900.00 |
| 3175 | 2020.03.18 03:15 | buy | 1485 | 0.10 | 130.276 | 129.463 | 133.063 | ||
| 3176 | 2020.03.18 09:04 | s/l | 1485 | 0.10 | 129.454 | 129.463 | 133.063 | -8220.00 | 2980680.00 |
| 3177 | 2020.03.18 10:15 | buy | 1486 | 0.10 | 129.538 | 128.700 | 132.300 | ||
| 3178 | 2020.03.18 13:27 | s/l | 1486 | 0.10 | 128.707 | 128.700 | 132.300 | -8310.00 | 2972370.00 |
| 3179 | 2020.03.18 14:30 | sell | 1487 | 0.10 | 128.013 | 128.973 | 124.623 | ||
| 3180 | 2020.03.18 19:53 | t/p | 1487 | 0.10 | 124.629 | 128.973 | 124.623 | 33840.00 | 3006210.00 |
| 3181 | 2020.03.18 20:00 | sell | 1488 | 0.10 | 124.908 | 126.048 | 121.698 | ||
| 3182 | 2020.03.18 20:47 | s/l | 1488 | 0.10 | 126.045 | 126.048 | 121.698 | -11370.00 | 2994840.00 |
| 3183 | 2020.03.19 15:30 | buy | 1489 | 0.10 | 127.260 | 126.404 | 130.004 | ||
| 3184 | 2020.03.19 18:30 | close | 1489 | 0.10 | 129.426 | 126.404 | 130.004 | 21660.00 | 3016500.00 |
| 3185 | 2020.03.25 18:45 | buy | 1490 | 0.10 | 130.304 | 129.481 | 133.081 | ||
| 3186 | 2020.03.25 23:45 | modify | 1490 | 0.10 | 130.304 | 131.503 | 133.081 | ||
| 3187 | 2020.03.26 01:39 | s/l | 1490 | 0.10 | 131.502 | 131.503 | 133.081 | 11980.00 | 3028480.00 |
| 3188 | 2020.03.30 10:30 | sell | 1491 | 0.10 | 133.368 | 134.172 | 130.572 | ||
| 3189 | 2020.03.30 14:36 | s/l | 1491 | 0.10 | 134.187 | 134.172 | 130.572 | -8190.00 | 3020290.00 |
| 3190 | 2020.03.30 23:30 | buy | 1492 | 0.10 | 133.805 | 132.965 | 136.565 | ||
| 3191 | 2020.03.31 15:45 | close | 1492 | 0.10 | 134.232 | 132.965 | 136.565 | 4270.00 | 3024560.00 |
| 3192 | 2020.03.31 15:45 | sell | 1493 | 0.10 | 134.222 | 135.023 | 131.423 | ||
| 3193 | 2020.03.31 21:00 | close | 1493 | 0.10 | 133.636 | 135.023 | 131.423 | 5860.00 | 3030420.00 |
| 3194 | 2020.03.31 21:00 | buy | 1494 | 0.10 | 133.644 | 132.804 | 136.404 | ||
| 3195 | 2020.04.01 09:03 | s/l | 1494 | 0.10 | 132.794 | 132.804 | 136.404 | -8500.00 | 3021920.00 |
| 3196 | 2020.04.02 16:30 | buy | 1495 | 0.10 | 132.750 | 131.934 | 135.534 | ||
| 3197 | 2020.04.06 12:45 | close | 1495 | 0.10 | 134.430 | 131.934 | 135.534 | 16800.00 | 3038720.00 |
| 3198 | 2020.04.07 03:00 | sell | 1496 | 0.10 | 133.459 | 134.261 | 130.661 | ||
| 3199 | 2020.04.07 10:15 | s/l | 1496 | 0.10 | 134.255 | 134.261 | 130.661 | -7960.00 | 3030760.00 |
| 3200 | 2020.04.07 16:00 | buy | 1497 | 0.10 | 134.825 | 133.865 | 138.215 | ||
| 3201 | 2020.04.07 17:55 | s/l | 1497 | 0.10 | 133.870 | 133.865 | 138.215 | -9550.00 | 3021210.00 |
| 3202 | 2020.04.09 03:45 | buy | 1498 | 0.10 | 135.254 | 134.279 | 138.629 | ||
| 3203 | 2020.04.09 15:30 | close | 1498 | 0.10 | 134.948 | 134.279 | 138.629 | -3060.00 | 3018150.00 |
| 3204 | 2020.04.09 15:30 | sell | 1499 | 0.10 | 134.948 | 135.753 | 132.153 | ||
| 3205 | 2020.04.09 16:20 | s/l | 1499 | 0.10 | 135.762 | 135.753 | 132.153 | -8140.00 | 3010010.00 |
| 3206 | 2020.04.14 18:30 | sell | 1500 | 0.10 | 134.837 | 135.631 | 132.031 | ||
| 3207 | 2020.04.16 14:45 | close | 1500 | 0.10 | 134.462 | 135.631 | 132.031 | 3750.00 | 3013760.00 |
| 3208 | 2020.04.17 01:15 | sell | 1501 | 0.10 | 134.671 | 135.480 | 131.880 | ||
| 3209 | 2020.04.20 01:12 | close | 1501 | 0.10 | 134.318 | 135.480 | 131.880 | 3530.00 | 3017290.00 |
| 3210 | 2020.04.20 01:12 | buy | 1502 | 0.10 | 134.323 | 133.613 | 137.213 | ||
| 3211 | 2020.04.21 05:00 | close | 1502 | 0.10 | 133.729 | 133.613 | 137.213 | -5940.00 | 3011350.00 |
| 3212 | 2020.04.21 05:00 | sell | 1503 | 0.10 | 133.733 | 134.538 | 130.938 | ||
| 3213 | 2020.04.23 01:15 | close | 1503 | 0.10 | 132.978 | 134.538 | 130.938 | 7550.00 | 3018900.00 |
| 3214 | 2020.04.23 16:45 | sell | 1504 | 0.10 | 133.199 | 133.999 | 130.399 | ||
| 3215 | 2020.04.27 13:00 | close | 1504 | 0.10 | 133.265 | 133.999 | 130.399 | -660.00 | 3018240.00 |
| 3216 | 2020.04.30 00:52 | buy | 1505 | 0.10 | 133.087 | 132.199 | 135.799 | ||
| 3217 | 2020.04.30 22:30 | modify | 1505 | 0.10 | 133.087 | 134.179 | 135.799 | ||
| 3218 | 2020.05.01 11:02 | s/l | 1505 | 0.10 | 134.172 | 134.179 | 135.799 | 10850.00 | 3029090.00 |
| 3219 | 2020.05.05 10:15 | buy | 1506 | 0.10 | 133.028 | 132.215 | 135.815 | ||
| 3220 | 2020.05.06 03:11 | s/l | 1506 | 0.10 | 132.205 | 132.215 | 135.815 | -8230.00 | 3020860.00 |
| 3221 | 2020.05.06 12:15 | sell | 1507 | 0.10 | 131.568 | 132.526 | 128.176 | ||
| 3222 | 2020.05.07 09:45 | close | 1507 | 0.10 | 131.595 | 132.526 | 128.176 | -270.00 | 3020590.00 |
| 3223 | 2020.05.07 09:45 | buy | 1508 | 0.10 | 131.599 | 130.773 | 134.373 | ||
| 3224 | 2020.05.08 15:45 | close | 1508 | 0.10 | 131.796 | 130.773 | 134.373 | 1970.00 | 3022560.00 |
| 3225 | 2020.05.08 15:45 | sell | 1509 | 0.10 | 131.804 | 132.599 | 128.999 | ||
| 3226 | 2020.05.08 17:38 | s/l | 1509 | 0.10 | 132.606 | 132.599 | 128.999 | -8020.00 | 3014540.00 |
| 3227 | 2020.05.14 05:00 | sell | 1510 | 0.10 | 130.427 | 131.382 | 127.032 | ||
| 3228 | 2020.05.15 03:03 | s/l | 1510 | 0.10 | 131.391 | 131.382 | 127.032 | -9640.00 | 3004900.00 |
| 3229 | 2020.05.15 18:00 | sell | 1511 | 0.10 | 130.092 | 131.035 | 126.685 | ||
| 3230 | 2020.05.18 16:42 | s/l | 1511 | 0.10 | 131.041 | 131.035 | 126.685 | -9490.00 | 2995410.00 |
| 3231 | 2020.05.22 05:15 | sell | 1512 | 0.10 | 131.342 | 132.143 | 128.543 | ||
| 3232 | 2020.05.26 01:30 | close | 1512 | 0.10 | 131.338 | 132.143 | 128.543 | 40.00 | 2995450.00 |
| 3233 | 2020.05.27 13:15 | sell | 1513 | 0.10 | 132.747 | 133.555 | 129.955 | ||
| 3234 | 2020.05.28 12:15 | close | 1513 | 0.10 | 132.279 | 133.555 | 129.955 | 4680.00 | 3000130.00 |
| 3235 | 2020.05.28 12:15 | buy | 1514 | 0.10 | 132.279 | 131.455 | 135.055 | ||
| 3236 | 2020.06.01 08:30 | close | 1514 | 0.10 | 133.204 | 131.455 | 135.055 | 9250.00 | 3009380.00 |
| 3237 | 2020.06.01 17:00 | buy | 1515 | 0.10 | 133.782 | 132.790 | 137.140 | ||
| 3238 | 2020.06.02 16:00 | modify | 1515 | 0.10 | 133.782 | 134.899 | 137.140 | ||
| 3239 | 2020.06.03 13:15 | close | 1515 | 0.10 | 136.959 | 134.899 | 137.140 | 31770.00 | 3041150.00 |
| 3240 | 2020.06.03 16:45 | sell | 1516 | 0.10 | 136.463 | 137.263 | 133.663 | ||
| 3241 | 2020.06.03 18:18 | s/l | 1516 | 0.10 | 137.261 | 137.263 | 133.663 | -7980.00 | 3033170.00 |
| 3242 | 2020.06.03 18:30 | buy | 1517 | 0.10 | 137.283 | 136.322 | 140.672 | ||
| 3243 | 2020.06.04 12:29 | s/l | 1517 | 0.10 | 136.326 | 136.322 | 140.672 | -9570.00 | 3023600.00 |
| 3244 | 2020.06.04 18:15 | sell | 1518 | 0.10 | 137.278 | 138.086 | 134.486 | ||
| 3245 | 2020.06.04 20:45 | close | 1518 | 0.10 | 137.434 | 138.086 | 134.486 | -1560.00 | 3022040.00 |
| 3246 | 2020.06.04 20:45 | buy | 1519 | 0.10 | 137.442 | 136.470 | 140.820 | ||
| 3247 | 2020.06.05 18:00 | modify | 1519 | 0.10 | 137.442 | 138.468 | 140.820 | ||
| 3248 | 2020.06.08 12:45 | close | 1519 | 0.10 | 138.719 | 138.468 | 140.820 | 12770.00 | 3034810.00 |
| 3249 | 2020.06.08 12:45 | sell | 1520 | 0.10 | 138.725 | 139.515 | 135.915 | ||
| 3250 | 2020.06.09 11:00 | modify | 1520 | 0.10 | 138.725 | 137.614 | 135.915 | ||
| 3251 | 2020.06.10 09:00 | close | 1520 | 0.10 | 137.229 | 137.614 | 135.915 | 14960.00 | 3049770.00 |
| 3252 | 2020.06.12 11:45 | buy | 1521 | 0.10 | 135.519 | 134.699 | 138.299 | ||
| 3253 | 2020.06.12 17:53 | s/l | 1521 | 0.10 | 134.701 | 134.699 | 138.299 | -8180.00 | 3041590.00 |
| 3254 | 2020.06.24 11:45 | buy | 1522 | 0.10 | 133.174 | 132.360 | 135.960 | ||
| 3255 | 2020.06.24 14:30 | close | 1522 | 0.10 | 133.293 | 132.360 | 135.960 | 1190.00 | 3042780.00 |
| 3256 | 2020.06.24 14:30 | sell | 1523 | 0.10 | 133.302 | 134.103 | 130.503 | ||
| 3257 | 2020.06.26 10:45 | close | 1523 | 0.10 | 132.779 | 134.103 | 130.503 | 5230.00 | 3048010.00 |
| 3258 | 2020.06.29 17:30 | sell | 1524 | 0.10 | 132.373 | 133.165 | 129.565 | ||
| 3259 | 2020.06.30 17:54 | s/l | 1524 | 0.10 | 133.173 | 133.165 | 129.565 | -8000.00 | 3040010.00 |
| 3260 | 2020.07.07 11:00 | buy | 1525 | 0.10 | 134.435 | 133.613 | 137.213 | ||
| 3261 | 2020.07.09 07:15 | close | 1525 | 0.10 | 135.482 | 133.613 | 137.213 | 10470.00 | 3050480.00 |
| 3262 | 2020.07.13 13:45 | sell | 1526 | 0.10 | 134.844 | 135.648 | 132.048 | ||
| 3263 | 2020.07.15 10:00 | close | 1526 | 0.10 | 134.954 | 135.648 | 132.048 | -1100.00 | 3049380.00 |
| 3264 | 2020.07.21 09:15 | buy | 1527 | 0.10 | 136.192 | 135.219 | 139.569 | ||
| 3265 | 2020.07.22 00:39 | close | 1527 | 0.10 | 135.867 | 135.219 | 139.569 | -3250.00 | 3046130.00 |
| 3266 | 2020.07.22 00:39 | sell | 1528 | 0.10 | 135.879 | 136.570 | 132.970 | ||
| 3267 | 2020.07.22 20:00 | s/l | 1528 | 0.10 | 136.563 | 136.570 | 132.970 | -6840.00 | 3039290.00 |
| 3268 | 2020.07.22 20:30 | buy | 1529 | 0.10 | 136.612 | 135.651 | 140.001 | ||
| 3269 | 2020.07.24 06:34 | s/l | 1529 | 0.10 | 135.653 | 135.651 | 140.001 | -9590.00 | 3029700.00 |
| 3270 | 2020.07.28 13:00 | sell | 1530 | 0.10 | 135.498 | 136.288 | 132.688 | ||
| 3271 | 2020.07.29 14:59 | s/l | 1530 | 0.10 | 136.292 | 136.288 | 132.688 | -7940.00 | 3021760.00 |
| 3272 | 2020.07.30 14:45 | buy | 1531 | 0.10 | 136.923 | 135.944 | 140.294 | ||
| 3273 | 2020.07.31 17:15 | modify | 1531 | 0.10 | 136.923 | 138.084 | 140.294 | ||
| 3274 | 2020.08.03 11:00 | close | 1531 | 0.10 | 138.454 | 138.084 | 140.294 | 15310.00 | 3037070.00 |
| 3275 | 2020.08.03 19:15 | buy | 1532 | 0.10 | 138.711 | 137.883 | 141.483 | ||
| 3276 | 2020.08.04 11:15 | close | 1532 | 0.10 | 138.419 | 137.883 | 141.483 | -2920.00 | 3034150.00 |
| 3277 | 2020.08.04 11:15 | sell | 1533 | 0.10 | 138.410 | 139.209 | 135.609 | ||
| 3278 | 2020.08.06 07:30 | close | 1533 | 0.10 | 138.600 | 139.209 | 135.609 | -1900.00 | 3032250.00 |
| 3279 | 2020.08.11 17:00 | buy | 1534 | 0.10 | 139.471 | 138.502 | 142.852 | ||
| 3280 | 2020.08.13 14:15 | close | 1534 | 0.10 | 140.113 | 138.502 | 142.852 | 6420.00 | 3038670.00 |
| 3281 | 2020.08.13 16:45 | buy | 1535 | 0.10 | 140.162 | 139.202 | 143.552 | ||
| 3282 | 2020.08.17 13:00 | close | 1535 | 0.10 | 139.486 | 139.202 | 143.552 | -6760.00 | 3031910.00 |
| 3283 | 2020.08.24 12:30 | buy | 1536 | 0.10 | 138.776 | 137.958 | 141.558 | ||
| 3284 | 2020.08.26 08:45 | close | 1536 | 0.10 | 139.653 | 137.958 | 141.558 | 8770.00 | 3040680.00 |
| 3285 | 2020.08.27 16:15 | sell | 1537 | 0.10 | 140.093 | 140.903 | 137.303 | ||
| 3286 | 2020.08.27 18:15 | close | 1537 | 0.10 | 140.467 | 140.903 | 137.303 | -3740.00 | 3036940.00 |
| 3287 | 2020.08.27 18:15 | buy | 1538 | 0.10 | 140.465 | 139.488 | 143.838 | ||
| 3288 | 2020.08.28 13:30 | close | 1538 | 0.10 | 140.274 | 139.488 | 143.838 | -1910.00 | 3035030.00 |
| 3289 | 2020.08.28 13:30 | sell | 1539 | 0.10 | 140.272 | 141.074 | 137.474 | ||
| 3290 | 2020.08.31 01:11 | s/l | 1539 | 0.10 | 141.065 | 141.074 | 137.474 | -7930.00 | 3027100.00 |
| 3291 | 2020.09.01 12:45 | buy | 1540 | 0.10 | 142.171 | 141.195 | 145.545 | ||
| 3292 | 2020.09.02 17:09 | s/l | 1540 | 0.10 | 141.186 | 141.195 | 145.545 | -9850.00 | 3017250.00 |
| 3293 | 2020.09.08 16:30 | sell | 1541 | 0.10 | 138.060 | 139.011 | 134.661 | ||
| 3294 | 2020.09.09 17:00 | close | 1541 | 0.10 | 138.073 | 139.011 | 134.661 | -130.00 | 3017120.00 |
| 3295 | 2020.09.09 17:00 | buy | 1542 | 0.10 | 138.069 | 137.246 | 140.846 | ||
| 3296 | 2020.09.10 15:10 | s/l | 1542 | 0.10 | 137.250 | 137.246 | 140.846 | -8190.00 | 3008930.00 |
| 3297 | 2020.09.10 19:00 | sell | 1543 | 0.10 | 136.395 | 137.353 | 133.003 | ||
| 3298 | 2020.09.11 17:15 | close | 1543 | 0.10 | 135.923 | 137.353 | 133.003 | 4720.00 | 3013650.00 |
| 3299 | 2020.09.11 17:15 | buy | 1544 | 0.10 | 135.925 | 135.101 | 138.701 | ||
| 3300 | 2020.09.15 13:30 | close | 1544 | 0.10 | 136.337 | 135.101 | 138.701 | 4120.00 | 3017770.00 |