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 |
| 451 | 2008.07.07 15:15 | sell | 207 | 0.10 | 211.563 | 212.360 | 208.760 | ||
| 452 | 2008.07.09 11:30 | close | 207 | 0.10 | 211.780 | 212.360 | 208.760 | -2170.00 | 554980.00 |
| 453 | 2008.07.10 04:00 | sell | 208 | 0.10 | 211.546 | 212.350 | 208.750 | ||
| 454 | 2008.07.10 12:45 | close | 208 | 0.10 | 211.778 | 212.350 | 208.750 | -2320.00 | 552660.00 |
| 455 | 2008.07.10 12:45 | buy | 209 | 0.10 | 211.766 | 210.940 | 214.540 | ||
| 456 | 2008.07.11 15:01 | s/l | 209 | 0.10 | 210.928 | 210.940 | 214.540 | -8380.00 | 544280.00 |
| 457 | 2008.07.14 02:45 | buy | 210 | 0.10 | 211.674 | 210.780 | 214.380 | ||
| 458 | 2008.07.15 13:40 | s/l | 210 | 0.10 | 210.788 | 210.780 | 214.380 | -8860.00 | 535420.00 |
| 459 | 2008.07.15 17:45 | sell | 211 | 0.10 | 209.124 | 210.080 | 205.730 | ||
| 460 | 2008.07.15 18:27 | s/l | 211 | 0.10 | 210.092 | 210.080 | 205.730 | -9680.00 | 525740.00 |
| 461 | 2008.07.16 11:45 | sell | 212 | 0.10 | 208.651 | 209.605 | 205.255 | ||
| 462 | 2008.07.16 17:53 | s/l | 212 | 0.10 | 209.597 | 209.605 | 205.255 | -9460.00 | 516280.00 |
| 463 | 2008.07.17 10:45 | buy | 213 | 0.10 | 210.975 | 210.140 | 213.740 | ||
| 464 | 2008.07.17 21:15 | modify | 213 | 0.10 | 210.975 | 212.070 | 213.740 | ||
| 465 | 2008.07.18 01:00 | s/l | 213 | 0.10 | 212.073 | 212.070 | 213.740 | 10980.00 | 527260.00 |
| 466 | 2008.07.18 16:00 | sell | 214 | 0.10 | 212.954 | 213.755 | 210.155 | ||
| 467 | 2008.07.18 23:15 | s/l | 214 | 0.10 | 213.748 | 213.755 | 210.155 | -7940.00 | 519320.00 |
| 468 | 2008.07.23 05:15 | buy | 215 | 0.10 | 214.084 | 213.100 | 217.450 | ||
| 469 | 2008.07.24 18:34 | s/l | 215 | 0.10 | 213.107 | 213.100 | 217.450 | -9770.00 | 509550.00 |
| 470 | 2008.08.01 11:30 | sell | 216 | 0.10 | 212.422 | 213.230 | 209.630 | ||
| 471 | 2008.08.05 07:45 | close | 216 | 0.10 | 212.063 | 213.230 | 209.630 | 3590.00 | 513140.00 |
| 472 | 2008.08.08 04:45 | sell | 217 | 0.10 | 212.126 | 212.935 | 209.335 | ||
| 473 | 2008.08.11 03:00 | modify | 217 | 0.10 | 212.126 | 211.120 | 209.335 | ||
| 474 | 2008.08.11 04:18 | s/l | 217 | 0.10 | 211.131 | 211.120 | 209.335 | 9950.00 | 523090.00 |
| 475 | 2008.08.12 10:15 | sell | 218 | 0.10 | 209.018 | 209.970 | 205.620 | ||
| 476 | 2008.08.13 03:30 | modify | 218 | 0.10 | 209.018 | 207.920 | 205.620 | ||
| 477 | 2008.08.13 05:21 | t/p | 218 | 0.10 | 205.614 | 207.920 | 205.620 | 34040.00 | 557130.00 |
| 478 | 2008.08.13 14:15 | sell | 219 | 0.10 | 204.240 | 205.230 | 200.880 | ||
| 479 | 2008.08.13 16:30 | close | 219 | 0.10 | 203.685 | 205.230 | 200.880 | 5550.00 | 562680.00 |
| 480 | 2008.08.15 14:45 | sell | 220 | 0.10 | 205.716 | 206.530 | 202.930 | ||
| 481 | 2008.08.15 15:37 | s/l | 220 | 0.10 | 206.559 | 206.530 | 202.930 | -8430.00 | 554250.00 |
| 482 | 2008.08.21 15:00 | sell | 221 | 0.10 | 202.069 | 203.000 | 198.650 | ||
| 483 | 2008.08.21 16:39 | s/l | 221 | 0.10 | 203.007 | 203.000 | 198.650 | -9380.00 | 544870.00 |
| 484 | 2008.08.22 21:15 | sell | 222 | 0.10 | 203.605 | 204.410 | 200.810 | ||
| 485 | 2008.08.26 12:30 | modify | 222 | 0.10 | 203.605 | 202.340 | 200.810 | ||
| 486 | 2008.08.26 16:27 | t/p | 222 | 0.10 | 200.750 | 202.340 | 200.810 | 28550.00 | 573420.00 |
| 487 | 2008.08.27 11:15 | sell | 223 | 0.10 | 200.632 | 201.585 | 197.235 | ||
| 488 | 2008.08.27 15:29 | s/l | 223 | 0.10 | 201.587 | 201.585 | 197.235 | -9550.00 | 563870.00 |
| 489 | 2008.08.28 09:00 | sell | 224 | 0.10 | 200.119 | 201.065 | 196.715 | ||
| 490 | 2008.08.29 18:15 | modify | 224 | 0.10 | 200.119 | 198.925 | 196.715 | ||
| 491 | 2008.09.01 00:05 | t/p | 224 | 0.10 | 196.699 | 198.925 | 196.715 | 34200.00 | 598070.00 |
| 492 | 2008.09.01 06:45 | sell | 225 | 0.10 | 195.272 | 196.220 | 191.870 | ||
| 493 | 2008.09.02 01:45 | modify | 225 | 0.10 | 195.272 | 193.640 | 191.870 | ||
| 494 | 2008.09.02 02:01 | s/l | 225 | 0.10 | 193.648 | 193.640 | 191.870 | 16240.00 | 614310.00 |
| 495 | 2008.09.03 18:30 | sell | 226 | 0.10 | 192.252 | 193.200 | 188.850 | ||
| 496 | 2008.09.04 09:15 | close | 226 | 0.10 | 192.300 | 193.200 | 188.850 | -480.00 | 613830.00 |
| 497 | 2008.09.04 11:00 | sell | 227 | 0.10 | 193.074 | 193.830 | 190.230 | ||
| 498 | 2008.09.04 18:20 | t/p | 227 | 0.10 | 190.017 | 193.830 | 190.230 | 30570.00 | 644400.00 |
| 499 | 2008.09.04 21:30 | sell | 228 | 0.10 | 189.572 | 190.520 | 186.170 | ||
| 500 | 2008.09.05 00:30 | close | 228 | 0.10 | 186.956 | 190.520 | 186.170 | 26160.00 | 670560.00 |
| 501 | 2008.09.05 00:31 | sell | 229 | 0.10 | 186.788 | 187.765 | 183.415 | ||
| 502 | 2008.09.05 01:15 | close | 229 | 0.10 | 186.694 | 187.765 | 183.415 | 940.00 | 671500.00 |
| 503 | 2008.09.08 01:32 | buy | 230 | 0.10 | 192.882 | 191.915 | 195.515 | ||
| 504 | 2008.09.08 01:45 | close | 230 | 0.10 | 193.808 | 191.915 | 195.515 | 9260.00 | 680760.00 |
| 505 | 2008.09.08 19:15 | sell | 231 | 0.10 | 189.310 | 190.100 | 186.500 | ||
| 506 | 2008.09.08 22:56 | s/l | 231 | 0.10 | 190.112 | 190.100 | 186.500 | -8020.00 | 672740.00 |
| 507 | 2008.09.10 12:45 | buy | 232 | 0.10 | 189.110 | 188.265 | 191.865 | ||
| 508 | 2008.09.10 14:41 | s/l | 232 | 0.10 | 188.263 | 188.265 | 191.865 | -8470.00 | 664270.00 |
| 509 | 2008.09.10 17:45 | buy | 233 | 0.10 | 189.285 | 188.430 | 192.030 | ||
| 510 | 2008.09.11 00:22 | s/l | 233 | 0.10 | 188.370 | 188.430 | 192.030 | -9150.00 | 655120.00 |
| 511 | 2008.09.11 16:45 | sell | 234 | 0.10 | 186.166 | 187.070 | 182.720 | ||
| 512 | 2008.09.11 17:15 | close | 234 | 0.10 | 186.567 | 187.070 | 182.720 | -4010.00 | 651110.00 |
| 513 | 2008.09.15 10:30 | sell | 235 | 0.10 | 190.587 | 191.365 | 187.765 | ||
| 514 | 2008.09.15 11:53 | t/p | 235 | 0.10 | 187.744 | 191.365 | 187.765 | 28430.00 | 679540.00 |
| 515 | 2008.09.16 14:45 | sell | 236 | 0.10 | 185.103 | 186.050 | 181.700 | ||
| 516 | 2008.09.16 14:57 | s/l | 236 | 0.10 | 186.059 | 186.050 | 181.700 | -9560.00 | 669980.00 |
| 517 | 2008.09.16 16:30 | sell | 237 | 0.10 | 184.677 | 185.630 | 181.280 | ||
| 518 | 2008.09.16 17:23 | s/l | 237 | 0.10 | 185.636 | 185.630 | 181.280 | -9590.00 | 660390.00 |
| 519 | 2008.09.17 17:00 | sell | 238 | 0.10 | 188.368 | 189.165 | 185.565 | ||
| 520 | 2008.09.17 20:22 | s/l | 238 | 0.10 | 189.178 | 189.165 | 185.565 | -8100.00 | 652290.00 |
| 521 | 2008.09.23 03:03 | sell | 239 | 0.10 | 195.969 | 196.570 | 192.970 | ||
| 522 | 2008.09.23 15:30 | close | 239 | 0.10 | 195.661 | 196.570 | 192.970 | 3080.00 | 655370.00 |
| 523 | 2008.09.23 15:30 | buy | 240 | 0.10 | 195.659 | 194.805 | 198.405 | ||
| 524 | 2008.09.24 02:18 | close | 240 | 0.10 | 196.067 | 194.805 | 198.405 | 4080.00 | 659450.00 |
| 525 | 2008.09.24 02:18 | sell | 241 | 0.10 | 196.051 | 196.780 | 193.180 | ||
| 526 | 2008.09.24 09:47 | s/l | 241 | 0.10 | 196.777 | 196.780 | 193.180 | -7260.00 | 652190.00 |
| 527 | 2008.09.24 22:01 | sell | 242 | 0.10 | 196.100 | 196.880 | 193.280 | ||
| 528 | 2008.09.25 10:00 | s/l | 242 | 0.10 | 196.899 | 196.880 | 193.280 | -7990.00 | 644200.00 |
| 529 | 2008.09.25 17:45 | sell | 243 | 0.10 | 196.455 | 197.265 | 193.665 | ||
| 530 | 2008.09.26 08:30 | modify | 243 | 0.10 | 196.455 | 195.250 | 193.665 | ||
| 531 | 2008.09.26 10:35 | t/p | 243 | 0.10 | 193.646 | 195.250 | 193.665 | 28090.00 | 672290.00 |
| 532 | 2008.09.30 13:00 | buy | 244 | 0.10 | 190.133 | 189.305 | 192.905 | ||
| 533 | 2008.09.30 13:24 | s/l | 244 | 0.10 | 189.306 | 189.305 | 192.905 | -8270.00 | 664020.00 |
| 534 | 2008.09.30 18:15 | buy | 245 | 0.10 | 189.215 | 188.340 | 191.940 | ||
| 535 | 2008.09.30 18:29 | s/l | 245 | 0.10 | 188.344 | 188.340 | 191.940 | -8710.00 | 655310.00 |
| 536 | 2008.10.01 05:30 | sell | 246 | 0.10 | 188.530 | 189.340 | 185.740 | ||
| 537 | 2008.10.01 09:45 | s/l | 246 | 0.10 | 189.348 | 189.340 | 185.740 | -8180.00 | 647130.00 |
| 538 | 2008.10.03 16:30 | buy | 247 | 0.10 | 185.082 | 184.240 | 187.840 | ||
| 539 | 2008.10.03 17:53 | t/p | 247 | 0.10 | 187.833 | 184.240 | 187.840 | 27510.00 | 674640.00 |
| 540 | 2008.10.06 03:30 | sell | 248 | 0.10 | 184.087 | 185.030 | 180.680 | ||
| 541 | 2008.10.06 07:15 | close | 248 | 0.10 | 181.810 | 185.030 | 180.680 | 22770.00 | 697410.00 |
| 542 | 2008.10.06 17:00 | sell | 249 | 0.10 | 179.772 | 180.725 | 176.375 | ||
| 543 | 2008.10.06 17:15 | close | 249 | 0.10 | 177.603 | 180.725 | 176.375 | 21690.00 | 719100.00 |
| 544 | 2008.10.10 04:45 | sell | 250 | 0.10 | 168.266 | 169.210 | 164.860 | ||
| 545 | 2008.10.10 16:26 | s/l | 250 | 0.10 | 169.200 | 169.210 | 164.860 | -9340.00 | 709760.00 |
| 546 | 2008.10.15 17:00 | buy | 251 | 0.10 | 177.785 | 176.940 | 180.540 | ||
| 547 | 2008.10.15 17:59 | s/l | 251 | 0.10 | 176.948 | 176.940 | 180.540 | -8370.00 | 701390.00 |
| 548 | 2008.10.17 21:15 | sell | 252 | 0.10 | 176.033 | 176.830 | 173.230 | ||
| 549 | 2008.10.20 07:19 | s/l | 252 | 0.10 | 176.820 | 176.830 | 173.230 | -7870.00 | 693520.00 |
| 550 | 2008.10.20 18:00 | buy | 253 | 0.10 | 174.072 | 173.250 | 176.850 | ||
| 551 | 2008.10.21 09:53 | s/l | 253 | 0.10 | 173.236 | 173.250 | 176.850 | -8360.00 | 685160.00 |
| 552 | 2008.10.22 18:45 | sell | 254 | 0.10 | 159.567 | 160.525 | 156.175 | ||
| 553 | 2008.10.22 19:57 | s/l | 254 | 0.10 | 160.534 | 160.525 | 156.175 | -9670.00 | 675490.00 |
| 554 | 2008.10.23 01:32 | sell | 255 | 0.10 | 158.305 | 159.260 | 154.910 | ||
| 555 | 2008.10.23 03:00 | close | 255 | 0.10 | 158.427 | 159.260 | 154.910 | -1220.00 | 674270.00 |
| 556 | 2008.10.23 20:00 | sell | 256 | 0.10 | 156.003 | 156.955 | 152.605 | ||
| 557 | 2008.10.23 22:59 | s/l | 256 | 0.10 | 156.948 | 156.955 | 152.605 | -9450.00 | 664820.00 |
| 558 | 2008.10.24 01:46 | buy | 257 | 0.10 | 157.487 | 156.960 | 160.560 | ||
| 559 | 2008.10.24 02:30 | close | 257 | 0.10 | 157.991 | 156.960 | 160.560 | 5040.00 | 669860.00 |
| 560 | 2008.11.07 17:01 | buy | 258 | 0.10 | 154.331 | 153.250 | 156.850 | ||
| 561 | 2008.11.10 00:00 | t/p | 258 | 0.10 | 156.986 | 153.250 | 156.850 | 26550.00 | 696410.00 |
| 562 | 2008.11.14 10:30 | sell | 259 | 0.10 | 143.892 | 144.625 | 141.025 | ||
| 563 | 2008.11.14 15:15 | modify | 259 | 0.10 | 143.892 | 142.880 | 141.025 | ||
| 564 | 2008.11.14 15:30 | close | 259 | 0.10 | 141.398 | 142.880 | 141.025 | 24940.00 | 721350.00 |
| 565 | 2008.11.14 16:45 | sell | 260 | 0.10 | 143.612 | 144.095 | 140.495 | ||
| 566 | 2008.11.14 16:55 | s/l | 260 | 0.10 | 144.119 | 144.095 | 140.495 | -5070.00 | 716280.00 |
| 567 | 2008.11.17 09:45 | buy | 261 | 0.10 | 143.224 | 142.390 | 145.990 | ||
| 568 | 2008.11.17 16:45 | modify | 261 | 0.10 | 143.224 | 144.260 | 145.990 | ||
| 569 | 2008.11.17 18:48 | t/p | 261 | 0.10 | 145.993 | 144.260 | 145.990 | 27690.00 | 743970.00 |
| 570 | 2008.11.18 20:37 | buy | 262 | 0.10 | 144.318 | 143.770 | 147.370 | ||
| 571 | 2008.11.18 21:09 | s/l | 262 | 0.10 | 143.775 | 143.770 | 147.370 | -5430.00 | 738540.00 |
| 572 | 2008.11.18 22:38 | buy | 263 | 0.10 | 144.183 | 143.220 | 146.820 | ||
| 573 | 2008.11.19 16:18 | t/p | 263 | 0.10 | 146.815 | 143.220 | 146.820 | 26320.00 | 764860.00 |
| 574 | 2008.11.20 23:46 | sell | 264 | 0.10 | 137.709 | 138.650 | 134.300 | ||
| 575 | 2008.11.21 00:00 | close | 264 | 0.10 | 138.041 | 138.650 | 134.300 | -3320.00 | 761540.00 |
| 576 | 2008.11.21 09:01 | buy | 265 | 0.10 | 141.131 | 140.350 | 143.950 | ||
| 577 | 2008.11.21 11:45 | close | 265 | 0.10 | 142.836 | 140.350 | 143.950 | 17050.00 | 778590.00 |
| 578 | 2008.11.25 14:15 | sell | 266 | 0.10 | 145.334 | 146.085 | 142.485 | ||
| 579 | 2008.11.25 15:39 | s/l | 266 | 0.10 | 146.096 | 146.085 | 142.485 | -7620.00 | 770970.00 |
| 580 | 2008.11.26 06:45 | sell | 267 | 0.10 | 146.186 | 146.980 | 143.380 | ||
| 581 | 2008.11.26 11:03 | s/l | 267 | 0.10 | 147.007 | 146.980 | 143.380 | -8210.00 | 762760.00 |
| 582 | 2008.11.26 12:00 | sell | 268 | 0.10 | 146.495 | 147.290 | 143.690 | ||
| 583 | 2008.11.26 18:15 | close | 268 | 0.10 | 146.133 | 147.290 | 143.690 | 3620.00 | 766380.00 |
| 584 | 2008.11.26 18:15 | buy | 269 | 0.10 | 146.134 | 145.100 | 148.700 | ||
| 585 | 2008.11.26 18:30 | s/l | 269 | 0.10 | 145.032 | 145.100 | 148.700 | -11020.00 | 755360.00 |
| 586 | 2008.11.28 02:31 | sell | 270 | 0.10 | 146.682 | 147.515 | 143.915 | ||
| 587 | 2008.11.28 12:15 | close | 270 | 0.10 | 146.805 | 147.515 | 143.915 | -1230.00 | 754130.00 |
| 588 | 2008.11.28 12:15 | buy | 271 | 0.10 | 146.817 | 145.965 | 149.565 | ||
| 589 | 2008.11.28 14:17 | s/l | 271 | 0.10 | 145.947 | 145.965 | 149.565 | -8700.00 | 745430.00 |
| 590 | 2008.11.28 20:31 | sell | 272 | 0.10 | 146.971 | 147.750 | 144.150 | ||
| 591 | 2008.12.01 10:22 | t/p | 272 | 0.10 | 144.147 | 147.750 | 144.150 | 28240.00 | 773670.00 |
| 592 | 2008.12.02 23:01 | buy | 273 | 0.10 | 138.960 | 138.115 | 141.715 | ||
| 593 | 2008.12.03 10:15 | close | 273 | 0.10 | 138.889 | 138.115 | 141.715 | -710.00 | 772960.00 |
| 594 | 2008.12.03 10:15 | sell | 274 | 0.10 | 138.884 | 139.690 | 136.090 | ||
| 595 | 2008.12.03 11:30 | modify | 274 | 0.10 | 138.884 | 137.815 | 136.090 | ||
| 596 | 2008.12.03 17:52 | s/l | 274 | 0.10 | 137.815 | 137.815 | 136.090 | 10690.00 | 783650.00 |
| 597 | 2008.12.04 10:45 | sell | 275 | 0.10 | 135.577 | 136.560 | 132.210 | ||
| 598 | 2008.12.04 18:17 | s/l | 275 | 0.10 | 136.551 | 136.560 | 132.210 | -9740.00 | 773910.00 |
| 599 | 2008.12.08 16:00 | buy | 276 | 0.10 | 138.928 | 138.075 | 141.675 | ||
| 600 | 2008.12.08 16:54 | s/l | 276 | 0.10 | 138.076 | 138.075 | 141.675 | -8520.00 | 765390.00 |