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 |
| 601 | 2008.12.11 03:18 | sell | 277 | 0.10 | 136.973 | 137.745 | 134.145 | ||
| 602 | 2008.12.11 04:59 | s/l | 277 | 0.10 | 137.742 | 137.745 | 134.145 | -7690.00 | 757700.00 |
| 603 | 2008.12.11 05:37 | sell | 278 | 0.10 | 137.456 | 138.215 | 134.615 | ||
| 604 | 2008.12.11 08:04 | s/l | 278 | 0.10 | 138.206 | 138.215 | 134.615 | -7500.00 | 750200.00 |
| 605 | 2008.12.15 15:30 | sell | 279 | 0.10 | 136.229 | 137.000 | 133.400 | ||
| 606 | 2008.12.15 16:20 | s/l | 279 | 0.10 | 136.993 | 137.000 | 133.400 | -7640.00 | 742560.00 |
| 607 | 2008.12.16 22:15 | buy | 280 | 0.10 | 138.467 | 137.575 | 141.175 | ||
| 608 | 2008.12.17 11:11 | s/l | 280 | 0.10 | 137.576 | 137.575 | 141.175 | -8910.00 | 733650.00 |
| 609 | 2008.12.18 11:15 | buy | 281 | 0.10 | 135.362 | 134.505 | 138.105 | ||
| 610 | 2008.12.18 11:42 | t/p | 281 | 0.10 | 138.109 | 134.505 | 138.105 | 27470.00 | 761120.00 |
| 611 | 2008.12.22 12:45 | buy | 282 | 0.10 | 132.865 | 131.985 | 135.585 | ||
| 612 | 2008.12.22 20:07 | close | 282 | 0.10 | 133.654 | 131.985 | 135.585 | 7890.00 | 769010.00 |
| 613 | 2008.12.22 20:07 | sell | 283 | 0.10 | 133.663 | 134.255 | 130.655 | ||
| 614 | 2008.12.23 10:40 | s/l | 283 | 0.10 | 134.281 | 134.255 | 130.655 | -6180.00 | 762830.00 |
| 615 | 2008.12.24 03:48 | buy | 284 | 0.10 | 133.380 | 132.780 | 136.380 | ||
| 616 | 2008.12.24 12:50 | s/l | 284 | 0.10 | 132.753 | 132.780 | 136.380 | -6270.00 | 756560.00 |
| 617 | 2008.12.25 00:35 | buy | 285 | 0.10 | 133.464 | 132.411 | 136.011 | ||
| 618 | 2008.12.25 16:02 | s/l | 285 | 0.10 | 132.391 | 132.411 | 136.011 | -10730.00 | 745830.00 |
| 619 | 2008.12.29 05:51 | buy | 286 | 0.10 | 133.143 | 132.285 | 135.885 | ||
| 620 | 2008.12.29 12:47 | s/l | 286 | 0.10 | 132.257 | 132.285 | 135.885 | -8860.00 | 736970.00 |
| 621 | 2008.12.29 19:16 | sell | 287 | 0.10 | 131.507 | 132.340 | 127.990 | ||
| 622 | 2008.12.31 08:07 | close | 287 | 0.10 | 130.493 | 132.340 | 127.990 | 10140.00 | 747110.00 |
| 623 | 2008.12.31 08:07 | buy | 288 | 0.10 | 130.482 | 129.695 | 133.295 | ||
| 624 | 2008.12.31 16:30 | modify | 288 | 0.10 | 130.482 | 131.545 | 133.295 | ||
| 625 | 2008.12.31 17:56 | s/l | 288 | 0.10 | 131.293 | 131.545 | 133.295 | 8110.00 | 755220.00 |
| 626 | 2009.01.02 10:18 | buy | 289 | 0.10 | 132.750 | 132.005 | 135.605 | ||
| 627 | 2009.01.02 13:11 | s/l | 289 | 0.10 | 131.989 | 132.005 | 135.605 | -7610.00 | 747610.00 |
| 628 | 2009.01.05 14:31 | buy | 290 | 0.10 | 135.659 | 134.775 | 138.375 | ||
| 629 | 2009.01.06 11:30 | modify | 290 | 0.10 | 135.659 | 136.685 | 138.375 | ||
| 630 | 2009.01.06 17:43 | t/p | 290 | 0.10 | 138.368 | 136.685 | 138.375 | 27090.00 | 774700.00 |
| 631 | 2009.01.06 19:30 | buy | 291 | 0.10 | 139.738 | 138.745 | 143.095 | ||
| 632 | 2009.01.06 20:00 | close | 291 | 0.10 | 140.474 | 138.745 | 143.095 | 7360.00 | 782060.00 |
| 633 | 2009.01.06 21:32 | buy | 292 | 0.10 | 140.262 | 139.220 | 143.570 | ||
| 634 | 2009.01.07 00:40 | s/l | 292 | 0.10 | 139.213 | 139.220 | 143.570 | -10490.00 | 771570.00 |
| 635 | 2009.01.07 11:16 | sell | 293 | 0.10 | 138.587 | 139.415 | 135.815 | ||
| 636 | 2009.01.07 13:53 | s/l | 293 | 0.10 | 139.420 | 139.415 | 135.815 | -8330.00 | 763240.00 |
| 637 | 2009.01.08 08:03 | sell | 294 | 0.10 | 139.072 | 139.835 | 136.235 | ||
| 638 | 2009.01.08 14:24 | s/l | 294 | 0.10 | 139.834 | 139.835 | 136.235 | -7620.00 | 755620.00 |
| 639 | 2009.01.08 15:15 | sell | 295 | 0.10 | 139.156 | 139.950 | 136.350 | ||
| 640 | 2009.01.08 16:16 | s/l | 295 | 0.10 | 139.944 | 139.950 | 136.350 | -7880.00 | 747740.00 |
| 641 | 2009.01.09 10:00 | sell | 296 | 0.10 | 138.851 | 139.620 | 136.020 | ||
| 642 | 2009.01.09 15:30 | s/l | 296 | 0.10 | 139.845 | 139.620 | 136.020 | -9940.00 | 737800.00 |
| 643 | 2009.01.09 15:52 | sell | 297 | 0.10 | 139.017 | 139.965 | 136.365 | ||
| 644 | 2009.01.09 18:00 | modify | 297 | 0.10 | 139.017 | 137.835 | 136.365 | ||
| 645 | 2009.01.09 18:23 | s/l | 297 | 0.10 | 137.835 | 137.835 | 136.365 | 11820.00 | 749620.00 |
| 646 | 2009.01.13 21:00 | sell | 298 | 0.10 | 129.048 | 129.975 | 125.625 | ||
| 647 | 2009.01.14 03:03 | s/l | 298 | 0.10 | 129.983 | 129.975 | 125.625 | -9350.00 | 740270.00 |
| 648 | 2009.01.14 12:15 | buy | 299 | 0.10 | 129.829 | 128.990 | 132.590 | ||
| 649 | 2009.01.14 22:56 | close | 299 | 0.10 | 129.726 | 128.990 | 132.590 | -1030.00 | 739240.00 |
| 650 | 2009.01.14 22:56 | sell | 300 | 0.10 | 129.716 | 130.460 | 126.860 | ||
| 651 | 2009.01.15 02:02 | s/l | 300 | 0.10 | 130.467 | 130.460 | 126.860 | -7510.00 | 731730.00 |
| 652 | 2009.01.16 02:46 | buy | 301 | 0.10 | 132.101 | 131.260 | 134.860 | ||
| 653 | 2009.01.16 08:15 | modify | 301 | 0.10 | 132.101 | 133.240 | 134.860 | ||
| 654 | 2009.01.16 11:15 | t/p | 301 | 0.10 | 134.862 | 133.240 | 134.860 | 27610.00 | 759340.00 |
| 655 | 2009.01.16 19:45 | buy | 302 | 0.10 | 132.365 | 131.550 | 135.150 | ||
| 656 | 2009.01.19 00:15 | modify | 302 | 0.10 | 132.365 | 133.874 | 135.150 | ||
| 657 | 2009.01.19 00:27 | t/p | 302 | 0.10 | 135.161 | 133.874 | 135.150 | 27960.00 | 787300.00 |
| 658 | 2009.01.19 09:30 | buy | 303 | 0.10 | 133.786 | 132.940 | 136.540 | ||
| 659 | 2009.01.19 09:44 | s/l | 303 | 0.10 | 132.939 | 132.940 | 136.540 | -8470.00 | 778830.00 |
| 660 | 2009.01.20 07:01 | sell | 304 | 0.10 | 127.997 | 128.825 | 124.475 | ||
| 661 | 2009.01.20 07:54 | s/l | 304 | 0.10 | 128.853 | 128.825 | 124.475 | -8560.00 | 770270.00 |
| 662 | 2009.01.20 09:15 | sell | 305 | 0.10 | 128.075 | 129.055 | 124.705 | ||
| 663 | 2009.01.20 14:00 | modify | 305 | 0.10 | 128.075 | 127.005 | 124.705 | ||
| 664 | 2009.01.20 22:03 | t/p | 305 | 0.10 | 124.688 | 127.005 | 124.705 | 33870.00 | 804140.00 |
| 665 | 2009.01.21 02:30 | sell | 306 | 0.10 | 124.393 | 125.350 | 121.000 | ||
| 666 | 2009.01.21 03:57 | s/l | 306 | 0.10 | 125.345 | 125.350 | 121.000 | -9520.00 | 794620.00 |
| 667 | 2009.01.21 17:15 | sell | 307 | 0.10 | 123.399 | 124.355 | 120.005 | ||
| 668 | 2009.01.21 18:00 | close | 307 | 0.10 | 120.384 | 124.355 | 120.005 | 30150.00 | 824770.00 |
| 669 | 2009.01.21 23:45 | sell | 308 | 0.10 | 125.025 | 125.790 | 122.190 | ||
| 670 | 2009.01.22 02:30 | modify | 308 | 0.10 | 125.025 | 123.645 | 122.190 | ||
| 671 | 2009.01.22 02:30 | s/l | 308 | 0.10 | 123.649 | 123.645 | 122.190 | 13760.00 | 838530.00 |
| 672 | 2009.01.29 06:15 | sell | 309 | 0.10 | 127.368 | 128.160 | 124.560 | ||
| 673 | 2009.01.29 13:01 | s/l | 309 | 0.10 | 128.163 | 128.160 | 124.560 | -7950.00 | 830580.00 |
| 674 | 2009.01.29 19:15 | buy | 310 | 0.10 | 128.241 | 127.350 | 130.950 | ||
| 675 | 2009.01.30 02:54 | s/l | 310 | 0.10 | 127.335 | 127.350 | 130.950 | -9060.00 | 821520.00 |
| 676 | 2009.01.30 16:15 | buy | 311 | 0.10 | 127.864 | 127.015 | 130.615 | ||
| 677 | 2009.01.30 20:15 | modify | 311 | 0.10 | 127.864 | 129.045 | 130.615 | ||
| 678 | 2009.01.30 23:06 | t/p | 311 | 0.10 | 130.606 | 129.045 | 130.615 | 27420.00 | 848940.00 |
| 679 | 2009.02.03 14:45 | sell | 312 | 0.10 | 127.616 | 128.420 | 124.820 | ||
| 680 | 2009.02.03 18:15 | s/l | 312 | 0.10 | 128.422 | 128.420 | 124.820 | -8060.00 | 840880.00 |
| 681 | 2009.02.04 13:30 | sell | 313 | 0.10 | 128.042 | 128.835 | 125.235 | ||
| 682 | 2009.02.04 15:23 | s/l | 313 | 0.10 | 128.843 | 128.835 | 125.235 | -8010.00 | 832870.00 |
| 683 | 2009.02.05 11:45 | buy | 314 | 0.10 | 130.130 | 129.285 | 132.885 | ||
| 684 | 2009.02.05 18:26 | t/p | 314 | 0.10 | 132.903 | 129.285 | 132.885 | 27730.00 | 860600.00 |
| 685 | 2009.02.06 20:30 | buy | 315 | 0.10 | 136.421 | 135.440 | 139.790 | ||
| 686 | 2009.02.09 03:45 | s/l | 315 | 0.10 | 135.444 | 135.440 | 139.790 | -9770.00 | 850830.00 |
| 687 | 2009.02.10 19:02 | sell | 316 | 0.10 | 132.354 | 133.145 | 129.545 | ||
| 688 | 2009.02.10 20:30 | close | 316 | 0.10 | 131.376 | 133.145 | 129.545 | 9780.00 | 860610.00 |
| 689 | 2009.02.12 04:01 | buy | 317 | 0.10 | 129.842 | 129.025 | 132.625 | ||
| 690 | 2009.02.12 10:06 | s/l | 317 | 0.10 | 129.014 | 129.025 | 132.625 | -8280.00 | 852330.00 |
| 691 | 2009.02.17 00:24 | sell | 318 | 0.10 | 130.911 | 131.735 | 128.135 | ||
| 692 | 2009.02.17 05:46 | s/l | 318 | 0.10 | 131.757 | 131.735 | 128.135 | -8460.00 | 843870.00 |
| 693 | 2009.02.17 12:15 | sell | 319 | 0.10 | 131.158 | 131.950 | 128.350 | ||
| 694 | 2009.02.17 17:51 | s/l | 319 | 0.10 | 131.954 | 131.950 | 128.350 | -7960.00 | 835910.00 |
| 695 | 2009.02.20 21:15 | buy | 320 | 0.10 | 134.406 | 133.595 | 137.195 | ||
| 696 | 2009.02.23 11:30 | modify | 320 | 0.10 | 134.406 | 135.500 | 137.195 | ||
| 697 | 2009.02.23 11:43 | t/p | 320 | 0.10 | 137.210 | 135.500 | 137.195 | 28040.00 | 863950.00 |
| 698 | 2009.02.24 14:30 | buy | 321 | 0.10 | 139.572 | 138.585 | 142.935 | ||
| 699 | 2009.02.25 13:48 | s/l | 321 | 0.10 | 138.592 | 138.585 | 142.935 | -9800.00 | 854150.00 |
| 700 | 2009.02.25 14:00 | buy | 322 | 0.10 | 138.818 | 137.980 | 141.580 | ||
| 701 | 2009.02.25 17:05 | s/l | 322 | 0.10 | 137.976 | 137.980 | 141.580 | -8420.00 | 845730.00 |
| 702 | 2009.02.27 08:30 | sell | 323 | 0.10 | 139.741 | 140.545 | 136.945 | ||
| 703 | 2009.02.27 15:36 | t/p | 323 | 0.10 | 136.931 | 140.545 | 136.945 | 28100.00 | 873830.00 |
| 704 | 2009.03.05 14:00 | buy | 324 | 0.10 | 140.163 | 139.020 | 142.620 | ||
| 705 | 2009.03.05 16:11 | s/l | 324 | 0.10 | 139.022 | 139.020 | 142.620 | -11410.00 | 862420.00 |
| 706 | 2009.03.06 17:15 | sell | 325 | 0.10 | 139.808 | 140.610 | 137.010 | ||
| 707 | 2009.03.06 20:00 | modify | 325 | 0.10 | 139.808 | 138.740 | 137.010 | ||
| 708 | 2009.03.09 00:22 | s/l | 325 | 0.10 | 138.743 | 138.740 | 137.010 | 10650.00 | 873070.00 |
| 709 | 2009.03.10 03:15 | sell | 326 | 0.10 | 136.322 | 137.115 | 133.515 | ||
| 710 | 2009.03.10 19:30 | close | 326 | 0.10 | 136.153 | 137.115 | 133.515 | 1690.00 | 874760.00 |
| 711 | 2009.03.10 19:30 | buy | 327 | 0.10 | 136.163 | 135.320 | 138.920 | ||
| 712 | 2009.03.10 21:14 | s/l | 327 | 0.10 | 135.324 | 135.320 | 138.920 | -8390.00 | 866370.00 |
| 713 | 2009.03.12 08:30 | sell | 328 | 0.10 | 133.811 | 134.615 | 131.015 | ||
| 714 | 2009.03.12 12:15 | modify | 328 | 0.10 | 133.811 | 132.680 | 131.015 | ||
| 715 | 2009.03.12 12:59 | s/l | 328 | 0.10 | 132.698 | 132.680 | 131.015 | 11130.00 | 877500.00 |
| 716 | 2009.03.12 16:15 | sell | 329 | 0.10 | 133.539 | 134.345 | 130.745 | ||
| 717 | 2009.03.12 17:04 | s/l | 329 | 0.10 | 134.366 | 134.345 | 130.745 | -8270.00 | 869230.00 |
| 718 | 2009.03.12 18:30 | sell | 330 | 0.10 | 135.132 | 135.940 | 132.340 | ||
| 719 | 2009.03.12 20:40 | s/l | 330 | 0.10 | 135.933 | 135.940 | 132.340 | -8010.00 | 861220.00 |
| 720 | 2009.03.18 04:45 | buy | 331 | 0.10 | 138.313 | 137.475 | 141.075 | ||
| 721 | 2009.03.18 10:52 | s/l | 331 | 0.10 | 137.467 | 137.475 | 141.075 | -8460.00 | 852760.00 |
| 722 | 2009.03.19 15:30 | sell | 332 | 0.10 | 137.410 | 138.200 | 134.600 | ||
| 723 | 2009.03.19 17:45 | close | 332 | 0.10 | 136.939 | 138.200 | 134.600 | 4710.00 | 857470.00 |
| 724 | 2009.03.19 17:45 | buy | 333 | 0.10 | 136.928 | 136.090 | 139.690 | ||
| 725 | 2009.03.23 03:30 | modify | 333 | 0.10 | 136.928 | 137.935 | 139.690 | ||
| 726 | 2009.03.23 04:29 | t/p | 333 | 0.10 | 139.682 | 137.935 | 139.690 | 27540.00 | 885010.00 |
| 727 | 2009.03.24 03:45 | buy | 334 | 0.10 | 142.622 | 141.645 | 145.995 | ||
| 728 | 2009.03.24 13:00 | modify | 334 | 0.10 | 142.622 | 143.705 | 145.995 | ||
| 729 | 2009.03.24 13:32 | s/l | 334 | 0.10 | 143.702 | 143.705 | 145.995 | 10800.00 | 895810.00 |
| 730 | 2009.03.27 07:00 | buy | 335 | 0.10 | 142.428 | 141.590 | 145.190 | ||
| 731 | 2009.03.27 09:32 | s/l | 335 | 0.10 | 141.590 | 141.590 | 145.190 | -8380.00 | 887430.00 |
| 732 | 2009.04.01 10:00 | sell | 336 | 0.10 | 141.475 | 142.275 | 138.675 | ||
| 733 | 2009.04.01 11:28 | s/l | 336 | 0.10 | 142.285 | 142.275 | 138.675 | -8100.00 | 879330.00 |
| 734 | 2009.04.02 13:00 | buy | 337 | 0.10 | 145.874 | 144.895 | 149.245 | ||
| 735 | 2009.04.03 12:00 | modify | 337 | 0.10 | 145.874 | 147.050 | 149.245 | ||
| 736 | 2009.04.03 13:22 | s/l | 337 | 0.10 | 147.042 | 147.050 | 149.245 | 11680.00 | 891010.00 |
| 737 | 2009.04.03 21:00 | buy | 338 | 0.10 | 148.455 | 147.460 | 151.810 | ||
| 738 | 2009.04.06 04:45 | modify | 338 | 0.10 | 148.455 | 149.680 | 151.810 | ||
| 739 | 2009.04.06 15:30 | s/l | 338 | 0.10 | 149.668 | 149.680 | 151.810 | 12130.00 | 903140.00 |
| 740 | 2009.04.09 08:00 | sell | 339 | 0.10 | 147.129 | 147.940 | 144.340 | ||
| 741 | 2009.04.09 09:34 | s/l | 339 | 0.10 | 147.933 | 147.940 | 144.340 | -8040.00 | 895100.00 |
| 742 | 2009.04.14 12:30 | sell | 340 | 0.10 | 148.246 | 149.045 | 145.445 | ||
| 743 | 2009.04.14 14:49 | s/l | 340 | 0.10 | 149.049 | 149.045 | 145.445 | -8030.00 | 887070.00 |
| 744 | 2009.04.15 13:45 | sell | 341 | 0.10 | 148.774 | 149.575 | 145.975 | ||
| 745 | 2009.04.16 03:23 | s/l | 341 | 0.10 | 149.578 | 149.575 | 145.975 | -8040.00 | 879030.00 |
| 746 | 2009.04.16 09:00 | sell | 342 | 0.10 | 148.078 | 148.870 | 145.270 | ||
| 747 | 2009.04.20 04:30 | modify | 342 | 0.10 | 148.078 | 146.965 | 145.270 | ||
| 748 | 2009.04.20 05:15 | close | 342 | 0.10 | 145.521 | 146.965 | 145.270 | 25570.00 | 904600.00 |
| 749 | 2009.04.21 09:00 | buy | 343 | 0.10 | 143.416 | 142.535 | 146.135 | ||
| 750 | 2009.04.21 09:37 | s/l | 343 | 0.10 | 142.538 | 142.535 | 146.135 | -8780.00 | 895820.00 |