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 |
| 3301 | 2020.09.17 03:15 | sell | 1545 | 0.10 | 135.957 | 136.749 | 133.149 | ||
| 3302 | 2020.09.18 23:30 | close | 1545 | 0.10 | 135.199 | 136.749 | 133.149 | 7580.00 | 3025350.00 |
| 3303 | 2020.09.18 23:30 | sell | 1546 | 0.10 | 135.182 | 136.129 | 131.779 | ||
| 3304 | 2020.09.22 19:45 | close | 1546 | 0.10 | 133.613 | 136.129 | 131.779 | 15690.00 | 3041040.00 |
| 3305 | 2020.09.25 14:30 | buy | 1547 | 0.10 | 134.161 | 133.332 | 136.932 | ||
| 3306 | 2020.09.29 10:45 | close | 1547 | 0.10 | 135.846 | 133.332 | 136.932 | 16850.00 | 3057890.00 |
| 3307 | 2020.10.02 08:15 | buy | 1548 | 0.10 | 135.473 | 134.659 | 138.259 | ||
| 3308 | 2020.10.06 04:30 | close | 1548 | 0.10 | 137.282 | 134.659 | 138.259 | 18090.00 | 3075980.00 |
| 3309 | 2020.10.06 14:00 | buy | 1549 | 0.10 | 136.641 | 135.817 | 139.417 | ||
| 3310 | 2020.10.08 10:15 | close | 1549 | 0.10 | 137.177 | 135.817 | 139.417 | 5360.00 | 3081340.00 |
| 3311 | 2020.10.08 14:00 | sell | 1550 | 0.10 | 136.726 | 137.518 | 133.918 | ||
| 3312 | 2020.10.09 18:51 | s/l | 1550 | 0.10 | 137.530 | 137.518 | 133.918 | -8040.00 | 3073300.00 |
| 3313 | 2020.10.09 19:30 | buy | 1551 | 0.10 | 137.537 | 136.565 | 140.915 | ||
| 3314 | 2020.10.13 15:45 | close | 1551 | 0.10 | 137.379 | 136.565 | 140.915 | -1580.00 | 3071720.00 |
| 3315 | 2020.10.14 12:15 | sell | 1552 | 0.10 | 136.277 | 137.077 | 133.477 | ||
| 3316 | 2020.10.14 15:31 | s/l | 1552 | 0.10 | 137.084 | 137.077 | 133.477 | -8070.00 | 3063650.00 |
| 3317 | 2020.10.15 17:15 | sell | 1553 | 0.10 | 136.087 | 136.886 | 133.286 | ||
| 3318 | 2020.10.16 15:15 | close | 1553 | 0.10 | 135.954 | 136.886 | 133.286 | 1330.00 | 3064980.00 |
| 3319 | 2020.10.16 15:15 | buy | 1554 | 0.10 | 135.951 | 135.128 | 138.728 | ||
| 3320 | 2020.10.20 11:30 | close | 1554 | 0.10 | 136.643 | 135.128 | 138.728 | 6920.00 | 3071900.00 |
| 3321 | 2020.10.20 16:45 | buy | 1555 | 0.10 | 136.791 | 135.975 | 139.575 | ||
| 3322 | 2020.10.22 13:00 | close | 1555 | 0.10 | 137.173 | 135.975 | 139.575 | 3820.00 | 3075720.00 |
| 3323 | 2020.10.28 13:00 | sell | 1556 | 0.10 | 135.186 | 136.132 | 131.782 | ||
| 3324 | 2020.10.30 09:15 | close | 1556 | 0.10 | 134.520 | 136.132 | 131.782 | 6660.00 | 3082380.00 |
| 3325 | 2020.11.09 15:30 | buy | 1557 | 0.10 | 138.321 | 137.349 | 141.699 | ||
| 3326 | 2020.11.11 11:45 | close | 1557 | 0.10 | 139.753 | 137.349 | 141.699 | 14320.00 | 3096700.00 |
| 3327 | 2020.11.16 14:30 | sell | 1558 | 0.10 | 138.305 | 139.111 | 135.511 | ||
| 3328 | 2020.11.18 10:45 | close | 1558 | 0.10 | 138.140 | 139.111 | 135.511 | 1650.00 | 3098350.00 |
| 3329 | 2020.11.25 10:45 | sell | 1559 | 0.10 | 139.321 | 140.115 | 136.515 | ||
| 3330 | 2020.11.27 07:00 | close | 1559 | 0.10 | 138.996 | 140.115 | 136.515 | 3250.00 | 3101600.00 |
| 3331 | 2020.11.30 14:45 | buy | 1560 | 0.10 | 138.858 | 138.034 | 141.634 | ||
| 3332 | 2020.12.02 11:00 | close | 1560 | 0.10 | 139.576 | 138.034 | 141.634 | 7180.00 | 3108780.00 |
| 3333 | 2020.12.04 11:45 | buy | 1561 | 0.10 | 139.902 | 139.074 | 142.674 | ||
| 3334 | 2020.12.07 10:02 | s/l | 1561 | 0.10 | 139.049 | 139.074 | 142.674 | -8530.00 | 3100250.00 |
| 3335 | 2020.12.08 16:00 | sell | 1562 | 0.10 | 138.964 | 139.763 | 136.163 | ||
| 3336 | 2020.12.09 10:15 | s/l | 1562 | 0.10 | 139.774 | 139.763 | 136.163 | -8100.00 | 3092150.00 |
| 3337 | 2020.12.14 02:15 | buy | 1563 | 0.10 | 138.475 | 137.657 | 141.257 | ||
| 3338 | 2020.12.15 22:30 | close | 1563 | 0.10 | 139.373 | 137.657 | 141.257 | 8980.00 | 3101130.00 |
| 3339 | 2020.12.18 10:15 | buy | 1564 | 0.10 | 140.118 | 139.302 | 142.902 | ||
| 3340 | 2020.12.21 00:00 | s/l | 1564 | 0.10 | 138.702 | 139.302 | 142.902 | -14160.00 | 3086970.00 |
| 3341 | 2020.12.22 10:15 | buy | 1565 | 0.10 | 139.018 | 138.202 | 141.802 | ||
| 3342 | 2020.12.22 12:01 | s/l | 1565 | 0.10 | 138.203 | 138.202 | 141.802 | -8150.00 | 3078820.00 |
| 3343 | 2020.12.24 11:45 | buy | 1566 | 0.10 | 140.901 | 139.941 | 144.291 | ||
| 3344 | 2020.12.28 12:26 | s/l | 1566 | 0.10 | 139.931 | 139.941 | 144.291 | -9700.00 | 3069120.00 |
| 3345 | 2021.01.04 11:15 | sell | 1567 | 0.10 | 140.603 | 141.393 | 137.793 | ||
| 3346 | 2021.01.06 07:30 | close | 1567 | 0.10 | 139.972 | 141.393 | 137.793 | 6310.00 | 3075430.00 |
| 3347 | 2021.01.12 12:00 | buy | 1568 | 0.10 | 141.689 | 140.728 | 145.078 | ||
| 3348 | 2021.01.14 08:15 | close | 1568 | 0.10 | 141.876 | 140.728 | 145.078 | 1870.00 | 3077300.00 |
| 3349 | 2021.01.14 17:45 | sell | 1569 | 0.10 | 141.902 | 142.712 | 139.112 | ||
| 3350 | 2021.01.18 14:00 | close | 1569 | 0.10 | 140.587 | 142.712 | 139.112 | 13150.00 | 3090450.00 |
| 3351 | 2021.01.26 20:00 | buy | 1570 | 0.10 | 142.369 | 141.409 | 145.759 | ||
| 3352 | 2021.01.28 16:15 | close | 1570 | 0.10 | 142.803 | 141.409 | 145.759 | 4340.00 | 3094790.00 |
| 3353 | 2021.01.28 17:15 | buy | 1571 | 0.10 | 143.187 | 142.210 | 146.560 | ||
| 3354 | 2021.02.01 13:30 | close | 1571 | 0.10 | 143.851 | 142.210 | 146.560 | 6640.00 | 3101430.00 |
| 3355 | 2021.02.05 14:00 | buy | 1572 | 0.10 | 144.597 | 143.621 | 147.971 | ||
| 3356 | 2021.02.09 10:15 | close | 1572 | 0.10 | 144.424 | 143.621 | 147.971 | -1730.00 | 3099700.00 |
| 3357 | 2021.02.10 13:30 | buy | 1573 | 0.10 | 145.034 | 144.062 | 148.412 | ||
| 3358 | 2021.02.12 09:45 | close | 1573 | 0.10 | 144.680 | 144.062 | 148.412 | -3540.00 | 3096160.00 |
| 3359 | 2021.02.12 17:45 | buy | 1574 | 0.10 | 145.291 | 144.325 | 148.675 | ||
| 3360 | 2021.02.16 06:00 | modify | 1574 | 0.10 | 145.291 | 146.293 | 148.675 | ||
| 3361 | 2021.02.16 14:00 | close | 1574 | 0.10 | 146.763 | 146.293 | 148.675 | 14720.00 | 3110880.00 |
| 3362 | 2021.02.16 20:15 | buy | 1575 | 0.10 | 147.346 | 146.381 | 150.731 | ||
| 3363 | 2021.02.17 15:45 | close | 1575 | 0.10 | 147.120 | 146.381 | 150.731 | -2260.00 | 3108620.00 |
| 3364 | 2021.02.17 15:45 | sell | 1576 | 0.10 | 147.118 | 147.914 | 144.314 | ||
| 3365 | 2021.02.18 15:45 | close | 1576 | 0.10 | 147.724 | 147.914 | 144.314 | -6060.00 | 3102560.00 |
| 3366 | 2021.02.18 15:45 | buy | 1577 | 0.10 | 147.721 | 146.757 | 151.107 | ||
| 3367 | 2021.02.19 10:45 | close | 1577 | 0.10 | 147.371 | 146.757 | 151.107 | -3500.00 | 3099060.00 |
| 3368 | 2021.02.19 10:45 | sell | 1578 | 0.10 | 147.361 | 148.161 | 144.561 | ||
| 3369 | 2021.02.19 17:15 | close | 1578 | 0.10 | 148.039 | 148.161 | 144.561 | -6780.00 | 3092280.00 |
| 3370 | 2021.02.19 17:15 | buy | 1579 | 0.10 | 148.056 | 147.079 | 151.429 | ||
| 3371 | 2021.02.23 13:30 | close | 1579 | 0.10 | 148.281 | 147.079 | 151.429 | 2250.00 | 3094530.00 |
| 3372 | 2021.02.23 20:45 | buy | 1580 | 0.10 | 148.438 | 147.471 | 151.821 | ||
| 3373 | 2021.02.25 17:00 | close | 1580 | 0.10 | 150.303 | 147.471 | 151.821 | 18650.00 | 3113180.00 |
| 3374 | 2021.03.04 18:45 | buy | 1581 | 0.10 | 150.671 | 149.692 | 154.042 | ||
| 3375 | 2021.03.04 20:00 | close | 1581 | 0.10 | 150.082 | 149.692 | 154.042 | -5890.00 | 3107290.00 |
| 3376 | 2021.03.05 15:45 | buy | 1582 | 0.10 | 149.845 | 149.035 | 152.635 | ||
| 3377 | 2021.03.09 12:00 | close | 1582 | 0.10 | 151.005 | 149.035 | 152.635 | 11600.00 | 3118890.00 |
| 3378 | 2021.03.11 07:15 | buy | 1583 | 0.10 | 151.482 | 150.504 | 154.854 | ||
| 3379 | 2021.03.15 03:30 | close | 1583 | 0.10 | 151.949 | 150.504 | 154.854 | 4670.00 | 3123560.00 |
| 3380 | 2021.03.18 10:30 | buy | 1584 | 0.10 | 152.426 | 151.452 | 155.802 | ||
| 3381 | 2021.03.18 19:00 | close | 1584 | 0.10 | 151.867 | 151.452 | 155.802 | -5590.00 | 3117970.00 |
| 3382 | 2021.03.18 19:00 | sell | 1585 | 0.10 | 151.863 | 152.671 | 149.071 | ||
| 3383 | 2021.03.22 15:15 | close | 1585 | 0.10 | 150.804 | 152.671 | 149.071 | 10590.00 | 3128560.00 |
| 3384 | 2021.03.23 11:30 | sell | 1586 | 0.10 | 150.187 | 150.993 | 147.393 | ||
| 3385 | 2021.03.25 07:45 | close | 1586 | 0.10 | 149.238 | 150.993 | 147.393 | 9490.00 | 3138050.00 |
| 3386 | 2021.04.01 17:00 | buy | 1587 | 0.10 | 152.966 | 151.988 | 156.338 | ||
| 3387 | 2021.04.05 13:15 | close | 1587 | 0.10 | 153.233 | 151.988 | 156.338 | 2670.00 | 3140720.00 |
| 3388 | 2021.04.12 04:45 | sell | 1588 | 0.10 | 150.128 | 150.926 | 147.326 | ||
| 3389 | 2021.04.14 01:00 | close | 1588 | 0.10 | 149.987 | 150.926 | 147.326 | 1410.00 | 3142130.00 |
| 3390 | 2021.05.07 16:00 | buy | 1589 | 0.10 | 151.539 | 150.709 | 154.309 | ||
| 3391 | 2021.05.10 15:45 | modify | 1589 | 0.10 | 151.539 | 152.628 | 154.309 | ||
| 3392 | 2021.05.11 12:15 | close | 1589 | 0.10 | 153.901 | 152.628 | 154.309 | 23620.00 | 3165750.00 |
| 3393 | 2021.05.11 17:00 | buy | 1590 | 0.10 | 153.666 | 152.844 | 156.444 | ||
| 3394 | 2021.05.13 13:15 | close | 1590 | 0.10 | 153.600 | 152.844 | 156.444 | -660.00 | 3165090.00 |
| 3395 | 2021.05.27 16:30 | buy | 1591 | 0.10 | 155.014 | 154.049 | 158.399 | ||
| 3396 | 2021.05.31 12:45 | close | 1591 | 0.10 | 155.477 | 154.049 | 158.399 | 4630.00 | 3169720.00 |
| 3397 | 2021.06.09 15:45 | sell | 1592 | 0.10 | 154.739 | 155.529 | 151.929 | ||
| 3398 | 2021.06.11 12:00 | close | 1592 | 0.10 | 155.085 | 155.529 | 151.929 | -3460.00 | 3166260.00 |
| 3399 | 2021.06.17 10:15 | sell | 1593 | 0.10 | 154.675 | 155.480 | 151.880 | ||
| 3400 | 2021.06.18 10:15 | modify | 1593 | 0.10 | 154.675 | 153.554 | 151.880 | ||
| 3401 | 2021.06.21 06:07 | t/p | 1593 | 0.10 | 151.882 | 153.554 | 151.880 | 27930.00 | 3194190.00 |
| 3402 | 2021.06.21 06:30 | sell | 1594 | 0.10 | 151.584 | 152.533 | 148.183 | ||
| 3403 | 2021.06.21 12:19 | s/l | 1594 | 0.10 | 152.532 | 152.533 | 148.183 | -9480.00 | 3184710.00 |
| 3404 | 2021.06.30 11:30 | buy | 1595 | 0.10 | 152.888 | 152.062 | 155.662 | ||
| 3405 | 2021.07.02 07:45 | close | 1595 | 0.10 | 153.655 | 152.062 | 155.662 | 7670.00 | 3192380.00 |
| 3406 | 2021.07.08 05:15 | buy | 1596 | 0.10 | 152.445 | 151.631 | 155.231 | ||
| 3407 | 2021.07.08 10:04 | s/l | 1596 | 0.10 | 151.631 | 151.631 | 155.231 | -8140.00 | 3184240.00 |
| 3408 | 2021.07.08 15:15 | sell | 1597 | 0.10 | 150.817 | 151.768 | 147.418 | ||
| 3409 | 2021.07.09 11:34 | s/l | 1597 | 0.10 | 151.770 | 151.768 | 147.418 | -9530.00 | 3174710.00 |
| 3410 | 2021.07.19 14:15 | sell | 1598 | 0.10 | 150.405 | 151.355 | 147.005 | ||
| 3411 | 2021.07.21 10:30 | close | 1598 | 0.10 | 149.607 | 151.355 | 147.005 | 7980.00 | 3182690.00 |
| 3412 | 2021.07.21 12:15 | sell | 1599 | 0.10 | 149.875 | 150.672 | 147.072 | ||
| 3413 | 2021.07.21 16:41 | s/l | 1599 | 0.10 | 150.680 | 150.672 | 147.072 | -8050.00 | 3174640.00 |
| 3414 | 2021.07.29 10:15 | buy | 1600 | 0.10 | 153.216 | 152.396 | 155.996 | ||
| 3415 | 2021.08.02 00:10 | s/l | 1600 | 0.10 | 152.375 | 152.396 | 155.996 | -8410.00 | 3166230.00 |
| 3416 | 2021.08.17 09:45 | sell | 1601 | 0.10 | 150.955 | 151.910 | 147.560 | ||
| 3417 | 2021.08.19 06:00 | close | 1601 | 0.10 | 151.141 | 151.910 | 147.560 | -1860.00 | 3164370.00 |
| 3418 | 2021.08.19 15:00 | sell | 1602 | 0.10 | 149.912 | 150.859 | 146.509 | ||
| 3419 | 2021.08.23 11:15 | close | 1602 | 0.10 | 150.139 | 150.859 | 146.509 | -2270.00 | 3162100.00 |
| 3420 | 2021.09.03 18:00 | buy | 1603 | 0.10 | 152.127 | 151.302 | 154.902 | ||
| 3421 | 2021.09.07 14:15 | close | 1603 | 0.10 | 151.680 | 151.302 | 154.902 | -4470.00 | 3157630.00 |
| 3422 | 2021.09.10 10:30 | buy | 1604 | 0.10 | 152.497 | 151.532 | 155.882 | ||
| 3423 | 2021.09.14 06:45 | close | 1604 | 0.10 | 152.362 | 151.532 | 155.882 | -1350.00 | 3156280.00 |
| 3424 | 2021.09.15 17:15 | sell | 1605 | 0.10 | 151.279 | 152.077 | 148.477 | ||
| 3425 | 2021.09.17 13:30 | close | 1605 | 0.10 | 151.606 | 152.077 | 148.477 | -3270.00 | 3153010.00 |
| 3426 | 2021.09.20 10:00 | sell | 1606 | 0.10 | 150.361 | 151.304 | 146.954 | ||
| 3427 | 2021.09.21 09:15 | close | 1606 | 0.10 | 149.863 | 151.304 | 146.954 | 4980.00 | 3157990.00 |
| 3428 | 2021.09.21 09:15 | buy | 1607 | 0.10 | 149.871 | 149.049 | 152.649 | ||
| 3429 | 2021.09.21 17:50 | s/l | 1607 | 0.10 | 149.048 | 149.049 | 152.649 | -8230.00 | 3149760.00 |
| 3430 | 2021.10.01 14:30 | buy | 1608 | 0.10 | 150.524 | 149.702 | 153.302 | ||
| 3431 | 2021.10.05 10:45 | close | 1608 | 0.10 | 151.270 | 149.702 | 153.302 | 7460.00 | 3157220.00 |
| 3432 | 2021.10.08 17:45 | buy | 1609 | 0.10 | 152.761 | 151.796 | 156.146 | ||
| 3433 | 2021.10.12 14:00 | close | 1609 | 0.10 | 154.345 | 151.796 | 156.146 | 15840.00 | 3173060.00 |
| 3434 | 2021.10.12 15:45 | buy | 1610 | 0.10 | 154.773 | 153.810 | 158.160 | ||
| 3435 | 2021.10.14 12:00 | close | 1610 | 0.10 | 155.509 | 153.810 | 158.160 | 7360.00 | 3180420.00 |
| 3436 | 2021.10.15 03:45 | buy | 1611 | 0.10 | 155.719 | 154.759 | 159.109 | ||
| 3437 | 2021.10.19 00:00 | close | 1611 | 0.10 | 156.859 | 154.759 | 159.109 | 11400.00 | 3191820.00 |
| 3438 | 2021.10.19 13:15 | buy | 1612 | 0.10 | 157.666 | 156.700 | 161.050 | ||
| 3439 | 2021.10.21 09:30 | close | 1612 | 0.10 | 157.427 | 156.700 | 161.050 | -2390.00 | 3189430.00 |
| 3440 | 2021.10.22 04:15 | buy | 1613 | 0.10 | 157.564 | 156.750 | 160.350 | ||
| 3441 | 2021.10.22 16:09 | s/l | 1613 | 0.10 | 156.742 | 156.750 | 160.350 | -8220.00 | 3181210.00 |
| 3442 | 2021.10.28 17:45 | sell | 1614 | 0.10 | 156.385 | 157.179 | 153.579 | ||
| 3443 | 2021.11.01 14:00 | close | 1614 | 0.10 | 156.006 | 157.179 | 153.579 | 3790.00 | 3185000.00 |
| 3444 | 2021.11.04 15:45 | sell | 1615 | 0.10 | 154.408 | 155.199 | 151.599 | ||
| 3445 | 2021.11.08 10:45 | close | 1615 | 0.10 | 152.991 | 155.199 | 151.599 | 14170.00 | 3199170.00 |
| 3446 | 2021.11.08 10:45 | buy | 1616 | 0.10 | 152.981 | 152.162 | 155.762 | ||
| 3447 | 2021.11.08 14:15 | close | 1616 | 0.10 | 153.187 | 152.162 | 155.762 | 2060.00 | 3201230.00 |
| 3448 | 2021.11.08 14:15 | sell | 1617 | 0.10 | 153.193 | 153.994 | 150.394 | ||
| 3449 | 2021.11.10 10:30 | close | 1617 | 0.10 | 153.162 | 153.994 | 150.394 | 310.00 | 3201540.00 |
| 3450 | 2021.11.11 00:07 | sell | 1618 | 0.10 | 152.705 | 153.594 | 149.244 | ||