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 |
| 751 | 2009.04.21 12:00 | buy | 344 | 0.10 | 143.142 | 142.190 | 145.790 | ||
| 752 | 2009.04.21 17:15 | close | 344 | 0.10 | 143.631 | 142.190 | 145.790 | 4890.00 | 900710.00 |
| 753 | 2009.04.21 17:15 | sell | 345 | 0.10 | 143.621 | 144.425 | 140.825 | ||
| 754 | 2009.04.21 18:12 | s/l | 345 | 0.10 | 144.445 | 144.425 | 140.825 | -8240.00 | 892470.00 |
| 755 | 2009.04.27 12:15 | sell | 346 | 0.10 | 140.375 | 141.315 | 136.965 | ||
| 756 | 2009.04.27 15:39 | s/l | 346 | 0.10 | 141.313 | 141.315 | 136.965 | -9380.00 | 883090.00 |
| 757 | 2009.04.27 22:45 | buy | 347 | 0.10 | 141.870 | 141.030 | 144.630 | ||
| 758 | 2009.04.28 01:42 | s/l | 347 | 0.10 | 141.030 | 141.030 | 144.630 | -8400.00 | 874690.00 |
| 759 | 2009.04.28 09:00 | sell | 348 | 0.10 | 139.558 | 140.535 | 136.185 | ||
| 760 | 2009.04.28 14:04 | s/l | 348 | 0.10 | 140.528 | 140.535 | 136.185 | -9700.00 | 864990.00 |
| 761 | 2009.05.04 21:15 | sell | 349 | 0.10 | 148.160 | 148.930 | 145.330 | ||
| 762 | 2009.05.05 09:48 | s/l | 349 | 0.10 | 148.938 | 148.930 | 145.330 | -7780.00 | 857210.00 |
| 763 | 2009.05.05 10:00 | sell | 350 | 0.10 | 148.607 | 149.415 | 145.815 | ||
| 764 | 2009.05.05 11:40 | s/l | 350 | 0.10 | 149.405 | 149.415 | 145.815 | -7980.00 | 849230.00 |
| 765 | 2009.05.06 12:00 | sell | 351 | 0.10 | 148.506 | 149.310 | 145.710 | ||
| 766 | 2009.05.06 15:45 | s/l | 351 | 0.10 | 149.320 | 149.310 | 145.710 | -8140.00 | 841090.00 |
| 767 | 2009.05.06 17:15 | buy | 352 | 0.10 | 148.655 | 147.810 | 151.410 | ||
| 768 | 2009.05.08 09:00 | close | 352 | 0.10 | 149.064 | 147.810 | 151.410 | 4090.00 | 845180.00 |
| 769 | 2009.05.08 09:00 | sell | 353 | 0.10 | 149.069 | 149.875 | 146.275 | ||
| 770 | 2009.05.08 15:25 | s/l | 353 | 0.10 | 149.883 | 149.875 | 146.275 | -8140.00 | 837040.00 |
| 771 | 2009.05.11 08:30 | sell | 354 | 0.10 | 149.610 | 150.407 | 146.807 | ||
| 772 | 2009.05.11 11:00 | close | 354 | 0.10 | 149.281 | 150.407 | 146.807 | 3290.00 | 840330.00 |
| 773 | 2009.05.11 11:00 | buy | 355 | 0.10 | 149.280 | 148.345 | 151.945 | ||
| 774 | 2009.05.11 11:37 | s/l | 355 | 0.10 | 148.338 | 148.345 | 151.945 | -9420.00 | 830910.00 |
| 775 | 2009.05.12 19:00 | buy | 356 | 0.10 | 147.231 | 146.390 | 149.990 | ||
| 776 | 2009.05.12 19:58 | s/l | 356 | 0.10 | 146.373 | 146.390 | 149.990 | -8580.00 | 822330.00 |
| 777 | 2009.05.13 10:45 | buy | 357 | 0.10 | 146.955 | 146.125 | 149.725 | ||
| 778 | 2009.05.13 12:49 | s/l | 357 | 0.10 | 146.087 | 146.125 | 149.725 | -8680.00 | 813650.00 |
| 779 | 2009.05.15 11:30 | sell | 358 | 0.10 | 144.895 | 145.700 | 142.100 | ||
| 780 | 2009.05.15 16:18 | s/l | 358 | 0.10 | 145.694 | 145.700 | 142.100 | -7990.00 | 805660.00 |
| 781 | 2009.05.18 11:30 | sell | 359 | 0.10 | 145.107 | 145.910 | 142.310 | ||
| 782 | 2009.05.18 11:46 | s/l | 359 | 0.10 | 145.914 | 145.910 | 142.310 | -8070.00 | 797590.00 |
| 783 | 2009.05.21 20:15 | sell | 360 | 0.10 | 149.761 | 150.575 | 146.975 | ||
| 784 | 2009.05.22 20:25 | s/l | 360 | 0.10 | 150.583 | 150.575 | 146.975 | -8220.00 | 789370.00 |
| 785 | 2009.05.25 09:15 | buy | 361 | 0.10 | 151.498 | 150.500 | 154.850 | ||
| 786 | 2009.05.25 11:01 | s/l | 361 | 0.10 | 150.499 | 150.500 | 154.850 | -9990.00 | 779380.00 |
| 787 | 2009.05.26 04:15 | sell | 362 | 0.10 | 150.532 | 151.340 | 147.740 | ||
| 788 | 2009.05.26 18:41 | s/l | 362 | 0.10 | 151.351 | 151.340 | 147.740 | -8190.00 | 771190.00 |
| 789 | 2009.05.27 02:30 | buy | 363 | 0.10 | 152.179 | 151.190 | 155.540 | ||
| 790 | 2009.05.28 03:00 | close | 363 | 0.10 | 152.517 | 151.190 | 155.540 | 3380.00 | 774570.00 |
| 791 | 2009.05.28 03:00 | sell | 364 | 0.10 | 152.521 | 153.285 | 149.685 | ||
| 792 | 2009.05.28 05:24 | s/l | 364 | 0.10 | 153.277 | 153.285 | 149.685 | -7560.00 | 767010.00 |
| 793 | 2009.05.28 07:45 | buy | 365 | 0.10 | 153.637 | 152.625 | 156.975 | ||
| 794 | 2009.05.29 04:15 | close | 365 | 0.10 | 153.665 | 152.625 | 156.975 | 280.00 | 767290.00 |
| 795 | 2009.05.29 04:15 | sell | 366 | 0.10 | 153.666 | 154.460 | 150.860 | ||
| 796 | 2009.05.29 08:47 | s/l | 366 | 0.10 | 154.480 | 154.460 | 150.860 | -8140.00 | 759150.00 |
| 797 | 2009.06.01 16:15 | buy | 367 | 0.10 | 156.772 | 155.780 | 160.130 | ||
| 798 | 2009.06.01 17:45 | close | 367 | 0.10 | 158.100 | 155.780 | 160.130 | 13280.00 | 772430.00 |
| 799 | 2009.06.02 18:00 | sell | 368 | 0.10 | 158.924 | 159.730 | 156.130 | ||
| 800 | 2009.06.03 08:48 | s/l | 368 | 0.10 | 159.738 | 159.730 | 156.130 | -8140.00 | 764290.00 |
| 801 | 2009.06.03 09:00 | buy | 369 | 0.10 | 159.691 | 158.695 | 163.045 | ||
| 802 | 2009.06.03 12:15 | close | 369 | 0.10 | 158.897 | 158.695 | 163.045 | -7940.00 | 756350.00 |
| 803 | 2009.06.04 12:00 | buy | 370 | 0.10 | 158.295 | 157.470 | 161.070 | ||
| 804 | 2009.06.04 14:56 | s/l | 370 | 0.10 | 157.468 | 157.470 | 161.070 | -8270.00 | 748080.00 |
| 805 | 2009.06.04 15:30 | buy | 371 | 0.10 | 156.980 | 155.980 | 159.580 | ||
| 806 | 2009.06.04 16:25 | s/l | 371 | 0.10 | 155.976 | 155.980 | 159.580 | -10040.00 | 738040.00 |
| 807 | 2009.06.05 15:45 | sell | 372 | 0.10 | 157.630 | 158.440 | 154.840 | ||
| 808 | 2009.06.08 22:35 | s/l | 372 | 0.10 | 158.440 | 158.440 | 154.840 | -8100.00 | 729940.00 |
| 809 | 2009.06.10 14:30 | buy | 373 | 0.10 | 161.319 | 160.340 | 164.690 | ||
| 810 | 2009.06.10 15:34 | s/l | 373 | 0.10 | 160.330 | 160.340 | 164.690 | -9890.00 | 720050.00 |
| 811 | 2009.06.11 14:45 | buy | 374 | 0.10 | 161.563 | 160.590 | 164.940 | ||
| 812 | 2009.06.12 10:15 | close | 374 | 0.10 | 161.692 | 160.590 | 164.940 | 1290.00 | 721340.00 |
| 813 | 2009.06.12 12:00 | sell | 375 | 0.10 | 161.584 | 162.380 | 158.780 | ||
| 814 | 2009.06.15 19:15 | modify | 375 | 0.10 | 161.584 | 160.417 | 158.780 | ||
| 815 | 2009.06.16 02:54 | t/p | 375 | 0.10 | 158.752 | 160.417 | 158.780 | 28320.00 | 749660.00 |
| 816 | 2009.06.17 05:15 | sell | 376 | 0.10 | 157.789 | 158.583 | 154.983 | ||
| 817 | 2009.06.17 06:52 | s/l | 376 | 0.10 | 158.613 | 158.583 | 154.983 | -8240.00 | 741420.00 |
| 818 | 2009.06.17 11:15 | buy | 377 | 0.10 | 157.772 | 156.908 | 160.508 | ||
| 819 | 2009.06.17 12:03 | s/l | 377 | 0.10 | 156.906 | 156.908 | 160.508 | -8660.00 | 732760.00 |
| 820 | 2009.06.18 03:45 | buy | 378 | 0.10 | 157.125 | 156.310 | 159.910 | ||
| 821 | 2009.06.18 11:30 | s/l | 378 | 0.10 | 156.295 | 156.310 | 159.910 | -8300.00 | 724460.00 |
| 822 | 2009.06.22 03:15 | sell | 379 | 0.10 | 158.135 | 158.930 | 155.330 | ||
| 823 | 2009.06.23 02:45 | modify | 379 | 0.10 | 158.135 | 157.100 | 155.330 | ||
| 824 | 2009.06.23 04:06 | t/p | 379 | 0.10 | 155.329 | 157.100 | 155.330 | 28060.00 | 752520.00 |
| 825 | 2009.06.23 05:45 | sell | 380 | 0.10 | 154.796 | 155.600 | 152.000 | ||
| 826 | 2009.06.23 06:47 | s/l | 380 | 0.10 | 155.607 | 155.600 | 152.000 | -8110.00 | 744410.00 |
| 827 | 2009.06.23 17:00 | buy | 381 | 0.10 | 156.488 | 155.650 | 159.250 | ||
| 828 | 2009.06.23 17:29 | s/l | 381 | 0.10 | 155.660 | 155.650 | 159.250 | -8280.00 | 736130.00 |
| 829 | 2009.06.24 22:45 | sell | 382 | 0.10 | 156.801 | 157.605 | 154.005 | ||
| 830 | 2009.06.25 03:17 | s/l | 382 | 0.10 | 157.601 | 157.605 | 154.005 | -8000.00 | 728130.00 |
| 831 | 2009.06.25 11:00 | buy | 383 | 0.10 | 157.620 | 156.780 | 160.380 | ||
| 832 | 2009.06.25 13:49 | s/l | 383 | 0.10 | 156.761 | 156.780 | 160.380 | -8590.00 | 719540.00 |
| 833 | 2009.06.26 02:45 | buy | 384 | 0.10 | 157.199 | 156.368 | 159.968 | ||
| 834 | 2009.06.29 22:00 | modify | 384 | 0.10 | 157.199 | 158.205 | 159.968 | ||
| 835 | 2009.06.29 23:00 | close | 384 | 0.10 | 159.041 | 158.205 | 159.968 | 18420.00 | 737960.00 |
| 836 | 2009.07.01 08:45 | buy | 385 | 0.10 | 158.671 | 157.825 | 161.425 | ||
| 837 | 2009.07.02 15:39 | s/l | 385 | 0.10 | 157.820 | 157.825 | 161.425 | -8510.00 | 729450.00 |
| 838 | 2009.07.06 11:15 | sell | 386 | 0.10 | 153.445 | 154.385 | 150.035 | ||
| 839 | 2009.07.06 19:16 | s/l | 386 | 0.10 | 154.389 | 154.385 | 150.035 | -9440.00 | 720010.00 |
| 840 | 2009.07.07 16:15 | sell | 387 | 0.10 | 154.295 | 155.105 | 151.505 | ||
| 841 | 2009.07.08 03:00 | modify | 387 | 0.10 | 154.295 | 153.265 | 151.505 | ||
| 842 | 2009.07.08 08:47 | t/p | 387 | 0.10 | 151.497 | 153.265 | 151.505 | 27980.00 | 747990.00 |
| 843 | 2009.07.08 18:30 | sell | 388 | 0.10 | 149.015 | 149.975 | 145.625 | ||
| 844 | 2009.07.08 19:00 | close | 388 | 0.10 | 148.894 | 149.975 | 145.625 | 1210.00 | 749200.00 |
| 845 | 2009.07.13 18:45 | sell | 389 | 0.10 | 149.684 | 150.475 | 146.875 | ||
| 846 | 2009.07.13 21:21 | s/l | 389 | 0.10 | 150.496 | 150.475 | 146.875 | -8120.00 | 741080.00 |
| 847 | 2009.07.16 11:00 | sell | 390 | 0.10 | 153.572 | 154.375 | 150.775 | ||
| 848 | 2009.07.16 13:32 | s/l | 390 | 0.10 | 154.384 | 154.375 | 150.775 | -8120.00 | 732960.00 |
| 849 | 2009.07.17 22:45 | buy | 391 | 0.10 | 154.246 | 153.410 | 157.010 | ||
| 850 | 2009.07.20 14:00 | modify | 391 | 0.10 | 154.246 | 155.305 | 157.010 | ||
| 851 | 2009.07.21 03:40 | s/l | 391 | 0.10 | 155.296 | 155.305 | 157.010 | 10500.00 | 743460.00 |
| 852 | 2009.07.23 12:30 | buy | 392 | 0.10 | 156.150 | 155.325 | 158.925 | ||
| 853 | 2009.07.24 12:30 | close | 392 | 0.10 | 156.043 | 155.325 | 158.925 | -1070.00 | 742390.00 |
| 854 | 2009.07.24 12:30 | sell | 393 | 0.10 | 156.040 | 156.850 | 153.250 | ||
| 855 | 2009.07.27 06:45 | close | 393 | 0.10 | 156.070 | 156.850 | 153.250 | -300.00 | 742090.00 |
| 856 | 2009.07.27 06:45 | buy | 394 | 0.10 | 156.071 | 155.235 | 158.835 | ||
| 857 | 2009.07.28 17:21 | s/l | 394 | 0.10 | 155.223 | 155.235 | 158.835 | -8480.00 | 733610.00 |
| 858 | 2009.07.29 17:00 | sell | 395 | 0.10 | 156.072 | 156.880 | 153.280 | ||
| 859 | 2009.07.30 11:50 | s/l | 395 | 0.10 | 156.885 | 156.880 | 153.280 | -8130.00 | 725480.00 |
| 860 | 2009.07.30 17:45 | buy | 396 | 0.10 | 157.868 | 156.890 | 161.240 | ||
| 861 | 2009.08.03 12:45 | modify | 396 | 0.10 | 157.868 | 159.025 | 161.240 | ||
| 862 | 2009.08.03 14:00 | close | 396 | 0.10 | 159.863 | 159.025 | 161.240 | 19950.00 | 745430.00 |
| 863 | 2009.08.03 17:15 | buy | 397 | 0.10 | 161.021 | 160.040 | 164.390 | ||
| 864 | 2009.08.04 11:51 | s/l | 397 | 0.10 | 160.018 | 160.040 | 164.390 | -10030.00 | 735400.00 |
| 865 | 2009.08.04 21:30 | buy | 398 | 0.10 | 161.323 | 160.500 | 164.100 | ||
| 866 | 2009.08.05 08:20 | s/l | 398 | 0.10 | 160.490 | 160.500 | 164.100 | -8330.00 | 727070.00 |
| 867 | 2009.08.06 05:00 | sell | 399 | 0.10 | 161.581 | 162.385 | 158.785 | ||
| 868 | 2009.08.06 13:29 | s/l | 399 | 0.10 | 162.409 | 162.385 | 158.785 | -8280.00 | 718790.00 |
| 869 | 2009.08.06 13:30 | buy | 400 | 0.10 | 162.390 | 161.420 | 165.770 | ||
| 870 | 2009.08.06 14:00 | s/l | 400 | 0.10 | 161.406 | 161.420 | 165.770 | -9840.00 | 708950.00 |
| 871 | 2009.08.13 05:15 | sell | 401 | 0.10 | 158.154 | 158.950 | 155.350 | ||
| 872 | 2009.08.13 08:50 | s/l | 401 | 0.10 | 158.942 | 158.950 | 155.350 | -7880.00 | 701070.00 |
| 873 | 2009.08.14 18:15 | sell | 402 | 0.10 | 156.431 | 157.230 | 153.630 | ||
| 874 | 2009.08.17 11:30 | modify | 402 | 0.10 | 156.431 | 155.350 | 153.630 | ||
| 875 | 2009.08.17 18:06 | t/p | 402 | 0.10 | 153.621 | 155.350 | 153.630 | 28100.00 | 729170.00 |
| 876 | 2009.08.20 17:15 | sell | 403 | 0.10 | 155.347 | 156.155 | 152.555 | ||
| 877 | 2009.08.21 17:06 | s/l | 403 | 0.10 | 156.285 | 156.155 | 152.555 | -9380.00 | 719790.00 |
| 878 | 2009.08.26 16:30 | sell | 404 | 0.10 | 152.375 | 153.325 | 148.975 | ||
| 879 | 2009.08.28 11:16 | s/l | 404 | 0.10 | 153.318 | 153.325 | 148.975 | -9430.00 | 710360.00 |
| 880 | 2009.08.28 21:30 | sell | 405 | 0.10 | 152.376 | 153.170 | 149.570 | ||
| 881 | 2009.08.31 06:45 | modify | 405 | 0.10 | 152.376 | 151.295 | 149.570 | ||
| 882 | 2009.08.31 14:28 | s/l | 405 | 0.10 | 151.295 | 151.295 | 149.570 | 10810.00 | 721170.00 |
| 883 | 2009.09.01 17:15 | sell | 406 | 0.10 | 151.286 | 152.095 | 148.495 | ||
| 884 | 2009.09.02 03:00 | modify | 406 | 0.10 | 151.286 | 150.170 | 148.495 | ||
| 885 | 2009.09.02 04:46 | s/l | 406 | 0.10 | 150.180 | 150.170 | 148.495 | 11060.00 | 732230.00 |
| 886 | 2009.09.02 17:45 | buy | 407 | 0.10 | 150.116 | 149.295 | 152.895 | ||
| 887 | 2009.09.04 09:15 | close | 407 | 0.10 | 151.258 | 149.295 | 152.895 | 11420.00 | 743650.00 |
| 888 | 2009.09.04 09:15 | sell | 408 | 0.10 | 151.266 | 152.060 | 148.460 | ||
| 889 | 2009.09.04 15:34 | s/l | 408 | 0.10 | 152.069 | 152.060 | 148.460 | -8030.00 | 735620.00 |
| 890 | 2009.09.09 17:45 | buy | 409 | 0.10 | 152.060 | 151.215 | 154.815 | ||
| 891 | 2009.09.09 21:15 | close | 409 | 0.10 | 152.320 | 151.215 | 154.815 | 2600.00 | 738220.00 |
| 892 | 2009.09.09 21:15 | sell | 410 | 0.10 | 152.320 | 153.120 | 149.520 | ||
| 893 | 2009.09.10 15:32 | s/l | 410 | 0.10 | 153.131 | 153.120 | 149.520 | -8110.00 | 730110.00 |
| 894 | 2009.09.10 15:32 | sell | 411 | 0.10 | 153.113 | 153.560 | 149.960 | ||
| 895 | 2009.09.11 18:45 | modify | 411 | 0.10 | 153.113 | 151.875 | 149.960 | ||
| 896 | 2009.09.14 10:56 | t/p | 411 | 0.10 | 149.954 | 151.875 | 149.960 | 31590.00 | 761700.00 |
| 897 | 2009.09.16 12:00 | sell | 412 | 0.10 | 148.675 | 149.635 | 145.285 | ||
| 898 | 2009.09.16 17:17 | s/l | 412 | 0.10 | 149.659 | 149.635 | 145.285 | -9840.00 | 751860.00 |
| 899 | 2009.09.17 02:15 | buy | 413 | 0.10 | 149.962 | 149.125 | 152.725 | ||
| 900 | 2009.09.18 08:38 | s/l | 413 | 0.10 | 149.124 | 149.125 | 152.725 | -8380.00 | 743480.00 |