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 |
| 3451 | 2021.11.12 20:15 | close | 1618 | 0.10 | 152.859 | 153.594 | 149.244 | -1540.00 | 3200000.00 |
| 3452 | 2021.11.22 14:00 | sell | 1619 | 0.10 | 153.391 | 154.192 | 150.592 | ||
| 3453 | 2021.11.23 05:10 | s/l | 1619 | 0.10 | 154.200 | 154.192 | 150.592 | -8090.00 | 3191910.00 |
| 3454 | 2021.11.23 10:30 | sell | 1620 | 0.10 | 153.479 | 154.279 | 150.679 | ||
| 3455 | 2021.11.25 06:45 | close | 1620 | 0.10 | 153.984 | 154.279 | 150.679 | -5050.00 | 3186860.00 |
| 3456 | 2021.11.26 09:30 | sell | 1621 | 0.10 | 152.155 | 153.114 | 148.764 | ||
| 3457 | 2021.11.29 09:15 | close | 1621 | 0.10 | 151.261 | 153.114 | 148.764 | 8940.00 | 3195800.00 |
| 3458 | 2021.11.29 09:15 | buy | 1622 | 0.10 | 151.264 | 150.440 | 154.040 | ||
| 3459 | 2021.11.30 08:05 | s/l | 1622 | 0.10 | 150.433 | 150.440 | 154.040 | -8310.00 | 3187490.00 |
| 3460 | 2021.11.30 09:00 | buy | 1623 | 0.10 | 150.814 | 149.992 | 153.592 | ||
| 3461 | 2021.11.30 13:15 | close | 1623 | 0.10 | 150.555 | 149.992 | 153.592 | -2590.00 | 3184900.00 |
| 3462 | 2021.11.30 13:15 | sell | 1624 | 0.10 | 150.551 | 151.495 | 147.145 | ||
| 3463 | 2021.12.02 09:30 | close | 1624 | 0.10 | 150.371 | 151.495 | 147.145 | 1800.00 | 3186700.00 |
| 3464 | 2021.12.02 11:15 | buy | 1625 | 0.10 | 150.779 | 149.967 | 153.567 | ||
| 3465 | 2021.12.03 17:12 | s/l | 1625 | 0.10 | 149.963 | 149.967 | 153.567 | -8160.00 | 3178540.00 |
| 3466 | 2021.12.03 21:00 | sell | 1626 | 0.10 | 149.175 | 150.126 | 145.776 | ||
| 3467 | 2021.12.06 11:01 | s/l | 1626 | 0.10 | 150.119 | 150.126 | 145.776 | -9440.00 | 3169100.00 |
| 3468 | 2021.12.06 11:15 | buy | 1627 | 0.10 | 150.191 | 149.364 | 152.964 | ||
| 3469 | 2021.12.07 16:30 | close | 1627 | 0.10 | 150.218 | 149.364 | 152.964 | 270.00 | 3169370.00 |
| 3470 | 2021.12.07 16:30 | sell | 1628 | 0.10 | 150.215 | 151.010 | 147.410 | ||
| 3471 | 2021.12.09 12:45 | close | 1628 | 0.10 | 149.694 | 151.010 | 147.410 | 5210.00 | 3174580.00 |
| 3472 | 2021.12.10 16:15 | sell | 1629 | 0.10 | 149.961 | 150.765 | 147.165 | ||
| 3473 | 2021.12.13 15:42 | s/l | 1629 | 0.10 | 150.765 | 150.765 | 147.165 | -8040.00 | 3166540.00 |
| 3474 | 2021.12.27 15:15 | buy | 1630 | 0.10 | 153.927 | 152.949 | 157.299 | ||
| 3475 | 2021.12.29 11:30 | close | 1630 | 0.10 | 154.275 | 152.949 | 157.299 | 3480.00 | 3170020.00 |
| 3476 | 2021.12.29 16:00 | buy | 1631 | 0.10 | 154.680 | 153.720 | 158.070 | ||
| 3477 | 2021.12.31 12:15 | close | 1631 | 0.10 | 155.465 | 153.720 | 158.070 | 7850.00 | 3177870.00 |
| 3478 | 2022.01.04 10:15 | buy | 1632 | 0.10 | 156.241 | 155.268 | 159.618 | ||
| 3479 | 2022.01.06 06:30 | close | 1632 | 0.10 | 156.767 | 155.268 | 159.618 | 5260.00 | 3183130.00 |
| 3480 | 2022.01.07 15:45 | sell | 1633 | 0.10 | 156.813 | 157.617 | 154.017 | ||
| 3481 | 2022.01.11 12:00 | close | 1633 | 0.10 | 157.039 | 157.617 | 154.017 | -2260.00 | 3180870.00 |
| 3482 | 2022.01.21 19:45 | sell | 1634 | 0.10 | 154.093 | 155.044 | 150.694 | ||
| 3483 | 2022.01.25 16:00 | close | 1634 | 0.10 | 153.393 | 155.044 | 150.694 | 7000.00 | 3187870.00 |
| 3484 | 2022.01.26 22:30 | buy | 1635 | 0.10 | 154.219 | 153.398 | 156.998 | ||
| 3485 | 2022.01.28 18:45 | close | 1635 | 0.10 | 154.545 | 153.398 | 156.998 | 3260.00 | 3191130.00 |
| 3486 | 2022.02.03 16:00 | buy | 1636 | 0.10 | 156.003 | 155.193 | 158.793 | ||
| 3487 | 2022.02.07 12:15 | close | 1636 | 0.10 | 155.534 | 155.193 | 158.793 | -4690.00 | 3186440.00 |
| 3488 | 2022.02.10 11:30 | buy | 1637 | 0.10 | 157.116 | 156.154 | 160.504 | ||
| 3489 | 2022.02.11 21:02 | s/l | 1637 | 0.10 | 156.164 | 156.154 | 160.504 | -9520.00 | 3176920.00 |
| 3490 | 2022.02.17 01:45 | sell | 1638 | 0.10 | 156.693 | 157.489 | 153.889 | ||
| 3491 | 2022.02.18 17:00 | close | 1638 | 0.10 | 156.552 | 157.489 | 153.889 | 1410.00 | 3178330.00 |
| 3492 | 2022.02.18 17:00 | buy | 1639 | 0.10 | 156.560 | 155.731 | 159.331 | ||
| 3493 | 2022.02.22 01:14 | s/l | 1639 | 0.10 | 155.730 | 155.731 | 159.331 | -8300.00 | 3170030.00 |
| 3494 | 2022.02.22 18:15 | sell | 1640 | 0.10 | 156.255 | 157.054 | 153.454 | ||
| 3495 | 2022.02.24 12:15 | modify | 1640 | 0.10 | 156.255 | 155.128 | 153.454 | ||
| 3496 | 2022.02.24 14:30 | close | 1640 | 0.10 | 153.855 | 155.128 | 153.454 | 24000.00 | 3194030.00 |
| 3497 | 2022.02.25 03:30 | buy | 1641 | 0.10 | 154.654 | 153.838 | 157.438 | ||
| 3498 | 2022.02.28 23:45 | close | 1641 | 0.10 | 154.290 | 153.838 | 157.438 | -3640.00 | 3190390.00 |
| 3499 | 2022.03.01 18:30 | sell | 1642 | 0.10 | 153.243 | 154.194 | 149.844 | ||
| 3500 | 2022.03.02 18:07 | s/l | 1642 | 0.10 | 154.198 | 154.194 | 149.844 | -9550.00 | 3180840.00 |
| 3501 | 2022.03.04 16:45 | sell | 1643 | 0.10 | 152.457 | 153.416 | 149.066 | ||
| 3502 | 2022.03.08 13:00 | close | 1643 | 0.10 | 151.686 | 153.416 | 149.066 | 7710.00 | 3188550.00 |
| 3503 | 2022.03.10 16:30 | sell | 1644 | 0.10 | 152.598 | 153.395 | 149.795 | ||
| 3504 | 2022.03.11 14:22 | s/l | 1644 | 0.10 | 153.391 | 153.395 | 149.795 | -7930.00 | 3180620.00 |
| 3505 | 2022.03.15 11:45 | buy | 1645 | 0.10 | 153.463 | 152.638 | 156.238 | ||
| 3506 | 2022.03.16 20:15 | modify | 1645 | 0.10 | 153.463 | 154.472 | 156.238 | ||
| 3507 | 2022.03.17 01:23 | t/p | 1645 | 0.10 | 156.245 | 154.472 | 156.238 | 27820.00 | 3208440.00 |
| 3508 | 2022.03.18 18:15 | buy | 1646 | 0.10 | 156.851 | 155.879 | 160.229 | ||
| 3509 | 2022.03.22 12:30 | modify | 1646 | 0.10 | 156.851 | 157.863 | 160.229 | ||
| 3510 | 2022.03.22 14:30 | close | 1646 | 0.10 | 159.714 | 157.863 | 160.229 | 28630.00 | 3237070.00 |
| 3511 | 2022.03.22 17:00 | buy | 1647 | 0.10 | 160.039 | 159.071 | 163.421 | ||
| 3512 | 2022.03.23 15:33 | s/l | 1647 | 0.10 | 159.081 | 159.071 | 163.421 | -9580.00 | 3227490.00 |
| 3513 | 2022.03.24 20:00 | buy | 1648 | 0.10 | 161.297 | 160.327 | 164.677 | ||
| 3514 | 2022.03.25 03:30 | close | 1648 | 0.10 | 161.093 | 160.327 | 164.677 | -2040.00 | 3225450.00 |
| 3515 | 2022.03.28 05:00 | buy | 1649 | 0.10 | 161.842 | 160.880 | 165.230 | ||
| 3516 | 2022.03.28 12:15 | modify | 1649 | 0.10 | 161.842 | 163.113 | 165.230 | ||
| 3517 | 2022.03.28 12:49 | s/l | 1649 | 0.10 | 163.119 | 163.113 | 165.230 | 12770.00 | 3238220.00 |
| 3518 | 2022.03.28 14:00 | buy | 1650 | 0.10 | 163.494 | 162.527 | 166.877 | ||
| 3519 | 2022.03.28 15:13 | s/l | 1650 | 0.10 | 162.525 | 162.527 | 166.877 | -9690.00 | 3228530.00 |
| 3520 | 2022.03.29 03:15 | sell | 1651 | 0.10 | 161.744 | 162.550 | 158.950 | ||
| 3521 | 2022.03.29 03:58 | s/l | 1651 | 0.10 | 162.545 | 162.550 | 158.950 | -8010.00 | 3220520.00 |
| 3522 | 2022.03.29 04:45 | sell | 1652 | 0.10 | 161.885 | 162.680 | 159.080 | ||
| 3523 | 2022.03.30 05:45 | modify | 1652 | 0.10 | 161.885 | 160.875 | 159.080 | ||
| 3524 | 2022.03.30 06:19 | t/p | 1652 | 0.10 | 159.083 | 160.875 | 159.080 | 28020.00 | 3248540.00 |
| 3525 | 2022.04.01 01:15 | buy | 1653 | 0.10 | 160.081 | 159.243 | 162.843 | ||
| 3526 | 2022.04.04 18:00 | close | 1653 | 0.10 | 160.947 | 159.243 | 162.843 | 8660.00 | 3257200.00 |
| 3527 | 2022.04.04 18:00 | sell | 1654 | 0.10 | 160.953 | 161.756 | 158.156 | ||
| 3528 | 2022.04.05 16:51 | s/l | 1654 | 0.10 | 161.760 | 161.756 | 158.156 | -8070.00 | 3249130.00 |
| 3529 | 2022.04.06 21:15 | sell | 1655 | 0.10 | 161.691 | 162.496 | 158.896 | ||
| 3530 | 2022.04.08 17:30 | close | 1655 | 0.10 | 161.946 | 162.496 | 158.896 | -2550.00 | 3246580.00 |
| 3531 | 2022.04.13 23:15 | buy | 1656 | 0.10 | 164.770 | 163.785 | 168.135 | ||
| 3532 | 2022.04.15 19:30 | close | 1656 | 0.10 | 165.013 | 163.785 | 168.135 | 2430.00 | 3249010.00 |
| 3533 | 2022.04.18 18:15 | buy | 1657 | 0.10 | 165.076 | 164.259 | 167.859 | ||
| 3534 | 2022.04.19 12:00 | modify | 1657 | 0.10 | 165.076 | 166.327 | 167.859 | ||
| 3535 | 2022.04.20 01:15 | t/p | 1657 | 0.10 | 167.868 | 166.327 | 167.859 | 27920.00 | 3276930.00 |
| 3536 | 2022.04.20 01:30 | buy | 1658 | 0.10 | 168.300 | 167.307 | 171.657 | ||
| 3537 | 2022.04.20 06:11 | s/l | 1658 | 0.10 | 167.309 | 167.307 | 171.657 | -9910.00 | 3267020.00 |
| 3538 | 2022.04.26 06:00 | buy | 1659 | 0.10 | 163.121 | 162.305 | 165.905 | ||
| 3539 | 2022.04.26 11:00 | close | 1659 | 0.10 | 162.577 | 162.305 | 165.905 | -5440.00 | 3261580.00 |
| 3540 | 2022.04.26 11:00 | sell | 1660 | 0.10 | 162.589 | 163.380 | 159.780 | ||
| 3541 | 2022.04.26 18:15 | modify | 1660 | 0.10 | 162.589 | 161.477 | 159.780 | ||
| 3542 | 2022.04.27 01:03 | t/p | 1660 | 0.10 | 159.779 | 161.477 | 159.780 | 28100.00 | 3289680.00 |
| 3543 | 2022.04.27 18:15 | buy | 1661 | 0.10 | 160.635 | 159.812 | 163.412 | ||
| 3544 | 2022.04.28 09:00 | modify | 1661 | 0.10 | 160.635 | 161.709 | 163.412 | ||
| 3545 | 2022.04.28 09:50 | t/p | 1661 | 0.10 | 163.409 | 161.709 | 163.412 | 27740.00 | 3317420.00 |
| 3546 | 2022.05.03 14:30 | buy | 1662 | 0.10 | 162.755 | 161.943 | 165.543 | ||
| 3547 | 2022.05.04 21:56 | s/l | 1662 | 0.10 | 161.946 | 161.943 | 165.543 | -8090.00 | 3309330.00 |
| 3548 | 2022.05.09 19:15 | buy | 1663 | 0.10 | 161.026 | 160.201 | 163.801 | ||
| 3549 | 2022.05.10 03:20 | s/l | 1663 | 0.10 | 160.192 | 160.201 | 163.801 | -8340.00 | 3300990.00 |
| 3550 | 2022.05.11 14:30 | buy | 1664 | 0.10 | 160.156 | 159.327 | 162.927 | ||
| 3551 | 2022.05.11 20:13 | s/l | 1664 | 0.10 | 159.314 | 159.327 | 162.927 | -8420.00 | 3292570.00 |
| 3552 | 2022.05.11 20:30 | sell | 1665 | 0.10 | 159.117 | 160.073 | 155.723 | ||
| 3553 | 2022.05.12 11:30 | modify | 1665 | 0.10 | 159.117 | 157.752 | 155.723 | ||
| 3554 | 2022.05.12 16:37 | t/p | 1665 | 0.10 | 155.723 | 157.752 | 155.723 | 33940.00 | 3326510.00 |
| 3555 | 2022.05.13 06:45 | buy | 1666 | 0.10 | 157.816 | 156.984 | 160.584 | ||
| 3556 | 2022.05.13 10:00 | s/l | 1666 | 0.10 | 156.982 | 156.984 | 160.584 | -8340.00 | 3318170.00 |
| 3557 | 2022.05.13 15:30 | sell | 1667 | 0.10 | 157.102 | 157.900 | 154.300 | ||
| 3558 | 2022.05.13 17:20 | s/l | 1667 | 0.10 | 157.899 | 157.900 | 154.300 | -7970.00 | 3310200.00 |
| 3559 | 2022.05.16 10:00 | sell | 1668 | 0.10 | 157.555 | 158.364 | 154.764 | ||
| 3560 | 2022.05.16 10:33 | s/l | 1668 | 0.10 | 158.371 | 158.364 | 154.764 | -8160.00 | 3302040.00 |
| 3561 | 2022.05.20 12:00 | buy | 1669 | 0.10 | 159.965 | 159.133 | 162.733 | ||
| 3562 | 2022.05.20 20:02 | s/l | 1669 | 0.10 | 159.123 | 159.133 | 162.733 | -8420.00 | 3293620.00 |
| 3563 | 2022.05.25 18:00 | buy | 1670 | 0.10 | 159.766 | 158.950 | 162.550 | ||
| 3564 | 2022.05.26 10:15 | close | 1670 | 0.10 | 159.559 | 158.950 | 162.550 | -2070.00 | 3291550.00 |
| 3565 | 2022.05.26 10:15 | sell | 1671 | 0.10 | 159.577 | 160.368 | 156.768 | ||
| 3566 | 2022.05.27 00:11 | s/l | 1671 | 0.10 | 160.369 | 160.368 | 156.768 | -7920.00 | 3283630.00 |
| 3567 | 2022.05.27 11:45 | sell | 1672 | 0.10 | 160.252 | 161.059 | 157.459 | ||
| 3568 | 2022.05.30 13:35 | s/l | 1672 | 0.10 | 161.053 | 161.059 | 157.459 | -8010.00 | 3275620.00 |
| 3569 | 2022.05.31 21:00 | buy | 1673 | 0.10 | 162.275 | 161.312 | 165.662 | ||
| 3570 | 2022.06.02 17:15 | close | 1673 | 0.10 | 163.080 | 161.312 | 165.662 | 8050.00 | 3283670.00 |
| 3571 | 2022.06.03 16:15 | buy | 1674 | 0.10 | 163.666 | 162.689 | 167.039 | ||
| 3572 | 2022.06.07 04:30 | modify | 1674 | 0.10 | 163.666 | 164.738 | 167.039 | ||
| 3573 | 2022.06.07 12:30 | close | 1674 | 0.10 | 165.859 | 164.738 | 167.039 | 21930.00 | 3305600.00 |
| 3574 | 2022.06.07 18:00 | buy | 1675 | 0.10 | 166.665 | 165.703 | 170.053 | ||
| 3575 | 2022.06.09 14:15 | close | 1675 | 0.10 | 167.189 | 165.703 | 170.053 | 5240.00 | 3310840.00 |
| 3576 | 2022.06.14 22:15 | sell | 1676 | 0.10 | 161.794 | 162.586 | 158.986 | ||
| 3577 | 2022.06.15 00:42 | s/l | 1676 | 0.10 | 162.586 | 162.586 | 158.986 | -7920.00 | 3302920.00 |
| 3578 | 2022.06.15 21:15 | sell | 1677 | 0.10 | 162.289 | 163.095 | 159.495 | ||
| 3579 | 2022.06.15 22:22 | s/l | 1677 | 0.10 | 163.105 | 163.095 | 159.495 | -8160.00 | 3294760.00 |
| 3580 | 2022.06.16 14:30 | sell | 1678 | 0.10 | 160.950 | 161.740 | 158.140 | ||
| 3581 | 2022.06.16 15:27 | s/l | 1678 | 0.10 | 161.749 | 161.740 | 158.140 | -7990.00 | 3286770.00 |
| 3582 | 2022.06.16 17:00 | sell | 1679 | 0.10 | 162.512 | 163.318 | 159.718 | ||
| 3583 | 2022.06.16 19:27 | s/l | 1679 | 0.10 | 163.322 | 163.318 | 159.718 | -8100.00 | 3278670.00 |
| 3584 | 2022.06.24 10:30 | buy | 1680 | 0.10 | 165.053 | 164.241 | 167.841 | ||
| 3585 | 2022.06.28 07:15 | close | 1680 | 0.10 | 166.055 | 164.241 | 167.841 | 10020.00 | 3288690.00 |
| 3586 | 2022.06.28 19:30 | buy | 1681 | 0.10 | 166.211 | 165.394 | 168.994 | ||
| 3587 | 2022.06.30 08:25 | s/l | 1681 | 0.10 | 165.390 | 165.394 | 168.994 | -8210.00 | 3280480.00 |
| 3588 | 2022.06.30 08:30 | sell | 1682 | 0.10 | 165.389 | 166.191 | 162.591 | ||
| 3589 | 2022.06.30 11:45 | close | 1682 | 0.10 | 165.606 | 166.191 | 162.591 | -2170.00 | 3278310.00 |
| 3590 | 2022.06.30 11:45 | buy | 1683 | 0.10 | 165.604 | 164.782 | 168.382 | ||
| 3591 | 2022.06.30 17:30 | close | 1683 | 0.10 | 165.285 | 164.782 | 168.382 | -3190.00 | 3275120.00 |
| 3592 | 2022.06.30 17:30 | sell | 1684 | 0.10 | 165.278 | 166.088 | 162.488 | ||
| 3593 | 2022.07.01 14:15 | modify | 1684 | 0.10 | 165.278 | 164.166 | 162.488 | ||
| 3594 | 2022.07.01 15:20 | t/p | 1684 | 0.10 | 162.478 | 164.166 | 162.488 | 28000.00 | 3303120.00 |
| 3595 | 2022.07.07 10:30 | buy | 1685 | 0.10 | 162.395 | 161.573 | 165.173 | ||
| 3596 | 2022.07.08 15:30 | close | 1685 | 0.10 | 163.031 | 161.573 | 165.173 | 6360.00 | 3309480.00 |
| 3597 | 2022.07.08 15:30 | sell | 1686 | 0.10 | 163.045 | 163.962 | 160.362 | ||
| 3598 | 2022.07.11 02:45 | s/l | 1686 | 0.10 | 163.974 | 163.962 | 160.362 | -9290.00 | 3300190.00 |
| 3599 | 2022.07.11 14:45 | sell | 1687 | 0.10 | 163.739 | 164.543 | 160.943 | ||
| 3600 | 2022.07.13 11:00 | close | 1687 | 0.10 | 163.147 | 164.543 | 160.943 | 5920.00 | 3306110.00 |