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 |
| 301 | 2008.01.02 08:13 | buy | 137 | 0.10 | 221.384 | 220.785 | 224.385 | ||
| 302 | 2008.01.02 11:30 | close | 137 | 0.10 | 221.347 | 220.785 | 224.385 | -370.00 | 473440.00 |
| 303 | 2008.01.02 11:30 | sell | 138 | 0.10 | 221.360 | 222.310 | 218.710 | ||
| 304 | 2008.01.02 17:10 | t/p | 138 | 0.10 | 218.712 | 222.310 | 218.710 | 26480.00 | 499920.00 |
| 305 | 2008.01.03 11:45 | sell | 139 | 0.10 | 215.858 | 216.800 | 212.450 | ||
| 306 | 2008.01.03 13:15 | close | 139 | 0.10 | 213.911 | 216.800 | 212.450 | 19470.00 | 519390.00 |
| 307 | 2008.01.04 12:15 | sell | 140 | 0.10 | 216.589 | 217.395 | 213.795 | ||
| 308 | 2008.01.04 16:30 | modify | 140 | 0.10 | 216.589 | 215.090 | 213.795 | ||
| 309 | 2008.01.04 16:52 | t/p | 140 | 0.10 | 213.785 | 215.090 | 213.795 | 28040.00 | 547430.00 |
| 310 | 2008.01.08 22:45 | sell | 141 | 0.10 | 215.110 | 215.945 | 212.345 | ||
| 311 | 2008.01.09 07:17 | s/l | 141 | 0.10 | 215.956 | 215.945 | 212.345 | -8460.00 | 538970.00 |
| 312 | 2008.01.10 00:00 | sell | 142 | 0.10 | 215.418 | 216.270 | 212.670 | ||
| 313 | 2008.01.11 08:52 | t/p | 142 | 0.10 | 212.680 | 216.270 | 212.670 | 27380.00 | 566350.00 |
| 314 | 2008.01.11 09:00 | sell | 143 | 0.10 | 212.235 | 213.175 | 208.825 | ||
| 315 | 2008.01.11 10:16 | s/l | 143 | 0.10 | 213.183 | 213.175 | 208.825 | -9480.00 | 556870.00 |
| 316 | 2008.01.14 11:15 | sell | 144 | 0.10 | 211.334 | 212.285 | 207.935 | ||
| 317 | 2008.01.15 11:30 | close | 144 | 0.10 | 211.140 | 212.285 | 207.935 | 1940.00 | 558810.00 |
| 318 | 2008.01.15 13:45 | sell | 145 | 0.10 | 211.724 | 212.530 | 208.930 | ||
| 319 | 2008.01.15 23:45 | modify | 145 | 0.10 | 211.724 | 210.515 | 208.930 | ||
| 320 | 2008.01.16 01:23 | t/p | 145 | 0.10 | 208.923 | 210.515 | 208.930 | 28010.00 | 586820.00 |
| 321 | 2008.01.16 07:46 | sell | 146 | 0.10 | 207.794 | 208.875 | 204.525 | ||
| 322 | 2008.01.16 15:04 | s/l | 146 | 0.10 | 208.881 | 208.875 | 204.525 | -10870.00 | 575950.00 |
| 323 | 2008.01.21 12:46 | sell | 147 | 0.10 | 206.840 | 207.775 | 203.425 | ||
| 324 | 2008.01.22 03:45 | close | 147 | 0.10 | 206.609 | 207.775 | 203.425 | 2310.00 | 578260.00 |
| 325 | 2008.01.30 08:46 | sell | 148 | 0.10 | 212.196 | 213.025 | 209.425 | ||
| 326 | 2008.01.30 11:59 | s/l | 148 | 0.10 | 213.039 | 213.025 | 209.425 | -8430.00 | 569830.00 |
| 327 | 2008.02.06 22:30 | buy | 149 | 0.10 | 208.897 | 208.070 | 211.670 | ||
| 328 | 2008.02.07 11:35 | s/l | 149 | 0.10 | 208.072 | 208.070 | 211.670 | -8250.00 | 561580.00 |
| 329 | 2008.02.08 02:30 | buy | 150 | 0.10 | 208.302 | 207.465 | 211.065 | ||
| 330 | 2008.02.11 09:52 | s/l | 150 | 0.10 | 207.470 | 207.465 | 211.065 | -8320.00 | 553260.00 |
| 331 | 2008.02.14 08:31 | sell | 151 | 0.10 | 212.313 | 213.100 | 209.500 | ||
| 332 | 2008.02.14 09:11 | s/l | 151 | 0.10 | 213.093 | 213.100 | 209.500 | -7800.00 | 545460.00 |
| 333 | 2008.02.15 14:45 | sell | 152 | 0.10 | 211.363 | 212.160 | 208.560 | ||
| 334 | 2008.02.19 11:00 | close | 152 | 0.10 | 210.275 | 212.160 | 208.560 | 10880.00 | 556340.00 |
| 335 | 2008.02.20 04:31 | buy | 153 | 0.10 | 210.164 | 209.300 | 212.900 | ||
| 336 | 2008.02.20 09:24 | s/l | 153 | 0.10 | 209.265 | 209.300 | 212.900 | -8990.00 | 547350.00 |
| 337 | 2008.02.20 19:30 | sell | 154 | 0.10 | 210.319 | 210.950 | 207.350 | ||
| 338 | 2008.02.21 02:30 | close | 154 | 0.10 | 209.964 | 210.950 | 207.350 | 3550.00 | 550900.00 |
| 339 | 2008.02.21 02:30 | buy | 155 | 0.10 | 209.961 | 209.095 | 212.695 | ||
| 340 | 2008.02.22 22:45 | close | 155 | 0.10 | 210.929 | 209.095 | 212.695 | 9680.00 | 560580.00 |
| 341 | 2008.02.28 14:00 | buy | 156 | 0.10 | 210.909 | 210.090 | 213.690 | ||
| 342 | 2008.02.28 18:05 | s/l | 156 | 0.10 | 210.100 | 210.090 | 213.690 | -8090.00 | 552490.00 |
| 343 | 2008.03.03 00:31 | sell | 157 | 0.10 | 205.233 | 206.180 | 201.830 | ||
| 344 | 2008.03.03 17:15 | close | 157 | 0.10 | 205.646 | 206.180 | 201.830 | -4130.00 | 548360.00 |
| 345 | 2008.03.04 12:30 | sell | 158 | 0.10 | 204.894 | 205.685 | 202.085 | ||
| 346 | 2008.03.05 17:00 | s/l | 158 | 0.10 | 205.676 | 205.685 | 202.085 | -7820.00 | 540540.00 |
| 347 | 2008.03.06 12:15 | buy | 159 | 0.10 | 206.266 | 205.415 | 209.015 | ||
| 348 | 2008.03.07 11:02 | s/l | 159 | 0.10 | 205.406 | 205.415 | 209.015 | -8600.00 | 531940.00 |
| 349 | 2008.03.07 17:30 | sell | 160 | 0.10 | 207.126 | 207.930 | 204.330 | ||
| 350 | 2008.03.07 17:38 | s/l | 160 | 0.10 | 207.944 | 207.930 | 204.330 | -8180.00 | 523760.00 |
| 351 | 2008.03.11 13:15 | buy | 161 | 0.10 | 205.808 | 204.970 | 208.570 | ||
| 352 | 2008.03.12 18:30 | close | 161 | 0.10 | 207.259 | 204.970 | 208.570 | 14510.00 | 538270.00 |
| 353 | 2008.03.12 18:30 | sell | 162 | 0.10 | 207.251 | 208.060 | 204.460 | ||
| 354 | 2008.03.13 01:00 | modify | 162 | 0.10 | 207.251 | 206.130 | 204.460 | ||
| 355 | 2008.03.13 03:16 | s/l | 162 | 0.10 | 206.139 | 206.130 | 204.460 | 11120.00 | 549390.00 |
| 356 | 2008.03.13 09:31 | sell | 163 | 0.10 | 203.098 | 203.970 | 199.620 | ||
| 357 | 2008.03.13 10:08 | s/l | 163 | 0.10 | 203.979 | 203.970 | 199.620 | -8810.00 | 540580.00 |
| 358 | 2008.03.13 21:00 | buy | 164 | 0.10 | 205.193 | 204.360 | 207.960 | ||
| 359 | 2008.03.13 23:02 | s/l | 164 | 0.10 | 204.350 | 204.360 | 207.960 | -8430.00 | 532150.00 |
| 360 | 2008.03.14 16:45 | buy | 165 | 0.10 | 204.056 | 203.205 | 206.805 | ||
| 361 | 2008.03.14 16:57 | s/l | 165 | 0.10 | 203.195 | 203.205 | 206.805 | -8610.00 | 523540.00 |
| 362 | 2008.03.17 03:15 | sell | 166 | 0.10 | 197.677 | 198.705 | 194.355 | ||
| 363 | 2008.03.17 03:30 | close | 166 | 0.10 | 195.645 | 198.705 | 194.355 | 20320.00 | 543860.00 |
| 364 | 2008.03.19 12:30 | sell | 167 | 0.10 | 196.774 | 197.945 | 194.345 | ||
| 365 | 2008.03.19 14:35 | s/l | 167 | 0.10 | 197.940 | 197.945 | 194.345 | -11660.00 | 532200.00 |
| 366 | 2008.03.20 17:45 | buy | 168 | 0.10 | 196.200 | 195.360 | 198.960 | ||
| 367 | 2008.03.20 18:35 | s/l | 168 | 0.10 | 195.342 | 195.360 | 198.960 | -8580.00 | 523620.00 |
| 368 | 2008.03.24 06:48 | buy | 169 | 0.10 | 197.597 | 196.520 | 200.120 | ||
| 369 | 2008.03.24 19:00 | modify | 169 | 0.10 | 197.597 | 198.670 | 200.120 | ||
| 370 | 2008.03.24 19:02 | t/p | 169 | 0.10 | 200.113 | 198.670 | 200.120 | 25160.00 | 548780.00 |
| 371 | 2008.03.25 15:45 | sell | 170 | 0.10 | 199.809 | 200.615 | 197.015 | ||
| 372 | 2008.03.25 20:34 | s/l | 170 | 0.10 | 200.613 | 200.615 | 197.015 | -8040.00 | 540740.00 |
| 373 | 2008.03.26 11:15 | sell | 171 | 0.10 | 200.383 | 201.225 | 197.625 | ||
| 374 | 2008.03.26 13:30 | modify | 171 | 0.10 | 200.383 | 199.195 | 197.625 | ||
| 375 | 2008.03.26 15:34 | t/p | 171 | 0.10 | 197.627 | 199.195 | 197.625 | 27560.00 | 568300.00 |
| 376 | 2008.04.03 17:15 | sell | 172 | 0.10 | 203.823 | 204.630 | 201.030 | ||
| 377 | 2008.04.04 04:34 | s/l | 172 | 0.10 | 204.627 | 204.630 | 201.030 | -8040.00 | 560260.00 |
| 378 | 2008.04.04 15:45 | buy | 173 | 0.10 | 204.279 | 203.435 | 207.035 | ||
| 379 | 2008.04.04 16:15 | s/l | 173 | 0.10 | 203.435 | 203.435 | 207.035 | -8440.00 | 551820.00 |
| 380 | 2008.04.07 22:45 | buy | 174 | 0.10 | 203.673 | 202.850 | 206.450 | ||
| 381 | 2008.04.08 09:54 | s/l | 174 | 0.10 | 202.842 | 202.850 | 206.450 | -8310.00 | 543510.00 |
| 382 | 2008.04.09 16:45 | sell | 175 | 0.10 | 201.823 | 202.630 | 199.030 | ||
| 383 | 2008.04.10 07:15 | modify | 175 | 0.10 | 201.823 | 200.640 | 199.030 | ||
| 384 | 2008.04.10 08:54 | t/p | 175 | 0.10 | 199.020 | 200.640 | 199.030 | 28030.00 | 571540.00 |
| 385 | 2008.04.10 21:30 | buy | 176 | 0.10 | 200.629 | 199.780 | 203.380 | ||
| 386 | 2008.04.11 13:53 | s/l | 176 | 0.10 | 199.787 | 199.780 | 203.380 | -8420.00 | 563120.00 |
| 387 | 2008.04.15 09:30 | sell | 177 | 0.10 | 199.321 | 200.120 | 196.520 | ||
| 388 | 2008.04.16 09:56 | s/l | 177 | 0.10 | 200.121 | 200.120 | 196.520 | -8000.00 | 555120.00 |
| 389 | 2008.04.18 14:00 | buy | 178 | 0.10 | 206.389 | 205.375 | 209.725 | ||
| 390 | 2008.04.18 15:00 | close | 178 | 0.10 | 208.067 | 205.375 | 209.725 | 16780.00 | 571900.00 |
| 391 | 2008.04.18 19:00 | buy | 179 | 0.10 | 208.745 | 207.780 | 212.130 | ||
| 392 | 2008.04.18 20:01 | s/l | 179 | 0.10 | 207.777 | 207.780 | 212.130 | -9680.00 | 562220.00 |
| 393 | 2008.04.23 12:15 | sell | 180 | 0.10 | 205.740 | 206.545 | 202.945 | ||
| 394 | 2008.04.25 08:30 | close | 180 | 0.10 | 205.531 | 206.545 | 202.945 | 2090.00 | 564310.00 |
| 395 | 2008.04.28 14:30 | sell | 181 | 0.10 | 207.601 | 208.405 | 204.805 | ||
| 396 | 2008.04.28 15:07 | s/l | 181 | 0.10 | 208.410 | 208.405 | 204.805 | -8090.00 | 556220.00 |
| 397 | 2008.04.29 00:06 | sell | 182 | 0.10 | 207.304 | 208.200 | 204.600 | ||
| 398 | 2008.04.29 15:00 | modify | 182 | 0.10 | 207.304 | 206.190 | 204.600 | ||
| 399 | 2008.04.29 17:14 | t/p | 182 | 0.10 | 204.601 | 206.190 | 204.600 | 27030.00 | 583250.00 |
| 400 | 2008.05.01 17:15 | sell | 183 | 0.10 | 205.071 | 205.865 | 202.265 | ||
| 401 | 2008.05.01 19:43 | s/l | 183 | 0.10 | 205.855 | 205.865 | 202.265 | -7840.00 | 575410.00 |
| 402 | 2008.05.07 02:25 | buy | 184 | 0.10 | 206.831 | 205.830 | 209.430 | ||
| 403 | 2008.05.07 10:25 | s/l | 184 | 0.10 | 205.802 | 205.830 | 209.430 | -10290.00 | 565120.00 |
| 404 | 2008.05.09 10:30 | sell | 185 | 0.10 | 201.822 | 202.615 | 199.015 | ||
| 405 | 2008.05.09 15:45 | modify | 185 | 0.10 | 201.822 | 200.740 | 199.015 | ||
| 406 | 2008.05.09 16:01 | s/l | 185 | 0.10 | 200.730 | 200.740 | 199.015 | 10920.00 | 576040.00 |
| 407 | 2008.05.12 07:45 | buy | 186 | 0.10 | 201.430 | 200.590 | 204.190 | ||
| 408 | 2008.05.12 14:15 | modify | 186 | 0.10 | 201.430 | 202.455 | 204.190 | ||
| 409 | 2008.05.13 06:40 | s/l | 186 | 0.10 | 202.440 | 202.455 | 204.190 | 10100.00 | 586140.00 |
| 410 | 2008.05.15 09:45 | buy | 187 | 0.10 | 203.994 | 203.140 | 206.740 | ||
| 411 | 2008.05.15 16:34 | s/l | 187 | 0.10 | 203.141 | 203.140 | 206.740 | -8530.00 | 577610.00 |
| 412 | 2008.05.16 17:30 | buy | 188 | 0.10 | 203.631 | 202.820 | 206.420 | ||
| 413 | 2008.05.16 18:13 | s/l | 188 | 0.10 | 202.812 | 202.820 | 206.420 | -8190.00 | 569420.00 |
| 414 | 2008.05.19 11:30 | buy | 189 | 0.10 | 203.388 | 202.555 | 206.155 | ||
| 415 | 2008.05.21 07:45 | close | 189 | 0.10 | 203.096 | 202.555 | 206.155 | -2920.00 | 566500.00 |
| 416 | 2008.05.22 11:00 | sell | 190 | 0.10 | 203.554 | 204.350 | 200.750 | ||
| 417 | 2008.05.22 11:33 | s/l | 190 | 0.10 | 204.343 | 204.350 | 200.750 | -7890.00 | 558610.00 |
| 418 | 2008.05.26 14:30 | buy | 191 | 0.10 | 204.651 | 203.830 | 207.430 | ||
| 419 | 2008.05.28 10:45 | close | 191 | 0.10 | 205.992 | 203.830 | 207.430 | 13410.00 | 572020.00 |
| 420 | 2008.05.29 11:15 | sell | 192 | 0.10 | 207.157 | 207.960 | 204.360 | ||
| 421 | 2008.05.29 12:45 | s/l | 192 | 0.10 | 207.969 | 207.960 | 204.360 | -8120.00 | 563900.00 |
| 422 | 2008.05.29 13:15 | sell | 193 | 0.10 | 207.503 | 208.295 | 204.695 | ||
| 423 | 2008.05.29 14:57 | s/l | 193 | 0.10 | 208.309 | 208.295 | 204.695 | -8060.00 | 555840.00 |
| 424 | 2008.05.29 20:15 | buy | 194 | 0.10 | 208.932 | 207.970 | 212.320 | ||
| 425 | 2008.05.30 09:53 | s/l | 194 | 0.10 | 207.956 | 207.970 | 212.320 | -9760.00 | 546080.00 |
| 426 | 2008.06.06 17:30 | sell | 195 | 0.10 | 207.406 | 208.190 | 204.590 | ||
| 427 | 2008.06.09 10:45 | close | 195 | 0.10 | 207.510 | 208.190 | 204.590 | -1040.00 | 545040.00 |
| 428 | 2008.06.09 10:45 | buy | 196 | 0.10 | 207.499 | 206.660 | 210.260 | ||
| 429 | 2008.06.09 16:30 | modify | 196 | 0.10 | 207.499 | 208.580 | 210.260 | ||
| 430 | 2008.06.10 03:19 | t/p | 196 | 0.10 | 210.272 | 208.580 | 210.260 | 27730.00 | 572770.00 |
| 431 | 2008.06.10 03:19 | buy | 197 | 0.10 | 210.244 | 208.915 | 213.265 | ||
| 432 | 2008.06.10 11:08 | s/l | 197 | 0.10 | 208.904 | 208.915 | 213.265 | -13400.00 | 559370.00 |
| 433 | 2008.06.11 16:45 | sell | 198 | 0.10 | 209.702 | 210.500 | 206.900 | ||
| 434 | 2008.06.12 12:15 | close | 198 | 0.10 | 209.803 | 210.500 | 206.900 | -1010.00 | 558360.00 |
| 435 | 2008.06.12 12:15 | buy | 199 | 0.10 | 209.795 | 208.980 | 212.580 | ||
| 436 | 2008.06.16 08:30 | close | 199 | 0.10 | 211.218 | 208.980 | 212.580 | 14230.00 | 572590.00 |
| 437 | 2008.06.16 09:30 | buy | 200 | 0.10 | 211.622 | 210.625 | 214.975 | ||
| 438 | 2008.06.18 05:45 | close | 200 | 0.10 | 210.857 | 210.625 | 214.975 | -7650.00 | 564940.00 |
| 439 | 2008.06.19 19:00 | buy | 201 | 0.10 | 213.017 | 212.040 | 216.390 | ||
| 440 | 2008.06.20 17:02 | s/l | 201 | 0.10 | 212.032 | 212.040 | 216.390 | -9850.00 | 555090.00 |
| 441 | 2008.06.26 13:00 | buy | 202 | 0.10 | 213.585 | 212.605 | 216.955 | ||
| 442 | 2008.06.26 19:51 | s/l | 202 | 0.10 | 212.590 | 212.605 | 216.955 | -9950.00 | 545140.00 |
| 443 | 2008.07.02 09:45 | sell | 203 | 0.10 | 211.770 | 212.580 | 208.980 | ||
| 444 | 2008.07.03 09:45 | close | 203 | 0.10 | 211.005 | 212.580 | 208.980 | 7650.00 | 552790.00 |
| 445 | 2008.07.03 09:45 | buy | 204 | 0.10 | 210.991 | 210.160 | 213.760 | ||
| 446 | 2008.07.04 11:00 | close | 204 | 0.10 | 211.544 | 210.160 | 213.760 | 5530.00 | 558320.00 |
| 447 | 2008.07.04 11:00 | sell | 205 | 0.10 | 211.539 | 212.335 | 208.735 | ||
| 448 | 2008.07.07 04:00 | close | 205 | 0.10 | 211.602 | 212.335 | 208.735 | -630.00 | 557690.00 |
| 449 | 2008.07.07 04:00 | buy | 206 | 0.10 | 211.612 | 210.790 | 214.390 | ||
| 450 | 2008.07.07 15:15 | close | 206 | 0.10 | 211.558 | 210.790 | 214.390 | -540.00 | 557150.00 |