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 |
| 901 | 2009.09.18 19:15 | sell | 414 | 0.10 | 148.286 | 149.235 | 144.885 | ||
| 902 | 2009.09.21 09:30 | close | 414 | 0.10 | 148.776 | 149.235 | 144.885 | -4900.00 | 738580.00 |
| 903 | 2009.09.21 09:30 | buy | 415 | 0.10 | 148.780 | 147.935 | 151.535 | ||
| 904 | 2009.09.23 05:45 | close | 415 | 0.10 | 148.590 | 147.935 | 151.535 | -1900.00 | 736680.00 |
| 905 | 2009.09.24 10:45 | sell | 416 | 0.10 | 147.621 | 148.575 | 144.225 | ||
| 906 | 2009.09.25 03:15 | modify | 416 | 0.10 | 147.621 | 145.845 | 144.225 | ||
| 907 | 2009.09.25 15:24 | t/p | 416 | 0.10 | 144.223 | 145.845 | 144.225 | 33980.00 | 770660.00 |
| 908 | 2009.09.25 15:45 | sell | 417 | 0.10 | 144.001 | 144.945 | 140.595 | ||
| 909 | 2009.09.28 02:00 | modify | 417 | 0.10 | 144.001 | 142.770 | 140.595 | ||
| 910 | 2009.09.28 02:05 | t/p | 417 | 0.10 | 140.605 | 142.770 | 140.595 | 33960.00 | 804620.00 |
| 911 | 2009.10.01 06:45 | buy | 418 | 0.10 | 143.597 | 142.755 | 146.355 | ||
| 912 | 2009.10.02 00:04 | s/l | 418 | 0.10 | 142.729 | 142.755 | 146.355 | -8680.00 | 795940.00 |
| 913 | 2009.10.07 16:15 | sell | 419 | 0.10 | 141.760 | 142.570 | 138.970 | ||
| 914 | 2009.10.08 03:45 | close | 419 | 0.10 | 141.273 | 142.570 | 138.970 | 4870.00 | 800810.00 |
| 915 | 2009.10.08 03:45 | buy | 420 | 0.10 | 141.266 | 140.420 | 144.020 | ||
| 916 | 2009.10.09 19:15 | close | 420 | 0.10 | 142.485 | 140.420 | 144.020 | 12190.00 | 813000.00 |
| 917 | 2009.10.09 19:15 | sell | 421 | 0.10 | 142.500 | 143.295 | 139.695 | ||
| 918 | 2009.10.13 15:30 | close | 421 | 0.10 | 141.465 | 143.295 | 139.695 | 10350.00 | 823350.00 |
| 919 | 2009.10.19 03:00 | sell | 422 | 0.10 | 148.653 | 149.445 | 145.845 | ||
| 920 | 2009.10.20 23:15 | close | 422 | 0.10 | 148.545 | 149.445 | 145.845 | 1080.00 | 824430.00 |
| 921 | 2009.10.21 12:00 | buy | 423 | 0.10 | 150.439 | 149.445 | 153.795 | ||
| 922 | 2009.10.23 03:30 | modify | 423 | 0.10 | 150.439 | 151.440 | 153.795 | ||
| 923 | 2009.10.23 08:15 | close | 423 | 0.10 | 152.538 | 151.440 | 153.795 | 20990.00 | 845420.00 |
| 924 | 2009.10.23 09:30 | buy | 424 | 0.10 | 152.820 | 151.835 | 156.185 | ||
| 925 | 2009.10.23 11:30 | s/l | 424 | 0.10 | 151.800 | 151.835 | 156.185 | -10200.00 | 835220.00 |
| 926 | 2009.10.26 14:30 | buy | 425 | 0.10 | 150.096 | 149.255 | 152.855 | ||
| 927 | 2009.10.28 06:51 | s/l | 425 | 0.10 | 149.259 | 149.255 | 152.855 | -8370.00 | 826850.00 |
| 928 | 2009.10.30 12:30 | sell | 426 | 0.10 | 150.511 | 151.320 | 147.720 | ||
| 929 | 2009.10.30 20:15 | modify | 426 | 0.10 | 150.511 | 149.485 | 147.720 | ||
| 930 | 2009.10.30 23:01 | t/p | 426 | 0.10 | 147.717 | 149.485 | 147.720 | 27940.00 | 854790.00 |
| 931 | 2009.11.03 05:45 | buy | 427 | 0.10 | 147.875 | 147.050 | 150.650 | ||
| 932 | 2009.11.03 09:39 | s/l | 427 | 0.10 | 147.058 | 147.050 | 150.650 | -8170.00 | 846620.00 |
| 933 | 2009.11.03 09:39 | buy | 428 | 0.10 | 147.098 | 146.570 | 150.170 | ||
| 934 | 2009.11.03 10:41 | s/l | 428 | 0.10 | 146.562 | 146.570 | 150.170 | -5360.00 | 841260.00 |
| 935 | 2009.11.06 11:30 | sell | 429 | 0.10 | 150.365 | 151.045 | 147.445 | ||
| 936 | 2009.11.09 09:25 | s/l | 429 | 0.10 | 151.054 | 151.045 | 147.445 | -6890.00 | 834370.00 |
| 937 | 2009.11.10 03:30 | sell | 430 | 0.10 | 150.713 | 151.510 | 147.910 | ||
| 938 | 2009.11.11 21:15 | modify | 430 | 0.10 | 150.713 | 149.620 | 147.910 | ||
| 939 | 2009.11.11 23:45 | close | 430 | 0.10 | 148.945 | 149.620 | 147.910 | 17680.00 | 852050.00 |
| 940 | 2009.11.13 17:00 | sell | 431 | 0.10 | 149.127 | 149.930 | 146.330 | ||
| 941 | 2009.11.16 01:35 | s/l | 431 | 0.10 | 149.931 | 149.930 | 146.330 | -8040.00 | 844010.00 |
| 942 | 2009.11.16 03:30 | buy | 432 | 0.10 | 149.602 | 148.775 | 152.375 | ||
| 943 | 2009.11.17 23:45 | close | 432 | 0.10 | 150.078 | 148.775 | 152.375 | 4760.00 | 848770.00 |
| 944 | 2009.11.25 11:45 | buy | 433 | 0.10 | 146.360 | 145.525 | 149.125 | ||
| 945 | 2009.11.25 15:30 | close | 433 | 0.10 | 146.188 | 145.525 | 149.125 | -1720.00 | 847050.00 |
| 946 | 2009.11.25 15:30 | sell | 434 | 0.10 | 146.184 | 147.095 | 142.745 | ||
| 947 | 2009.11.26 07:15 | modify | 434 | 0.10 | 146.184 | 144.995 | 142.745 | ||
| 948 | 2009.11.26 17:25 | t/p | 434 | 0.10 | 142.744 | 144.995 | 142.745 | 34400.00 | 881450.00 |
| 949 | 2009.11.27 01:30 | sell | 435 | 0.10 | 141.042 | 141.985 | 137.635 | ||
| 950 | 2009.11.27 01:45 | close | 435 | 0.10 | 139.696 | 141.985 | 137.635 | 13460.00 | 894910.00 |
| 951 | 2009.12.04 19:30 | buy | 436 | 0.10 | 148.585 | 147.755 | 151.355 | ||
| 952 | 2009.12.07 09:12 | s/l | 436 | 0.10 | 147.755 | 147.755 | 151.355 | -8300.00 | 886610.00 |
| 953 | 2009.12.07 10:45 | sell | 437 | 0.10 | 147.065 | 147.870 | 144.270 | ||
| 954 | 2009.12.08 12:30 | modify | 437 | 0.10 | 147.065 | 145.855 | 144.270 | ||
| 955 | 2009.12.08 14:03 | t/p | 437 | 0.10 | 144.271 | 145.855 | 144.270 | 27940.00 | 914550.00 |
| 956 | 2009.12.10 02:00 | buy | 438 | 0.10 | 143.450 | 142.585 | 146.185 | ||
| 957 | 2009.12.10 07:51 | s/l | 438 | 0.10 | 142.582 | 142.585 | 146.185 | -8680.00 | 905870.00 |
| 958 | 2009.12.14 02:15 | sell | 439 | 0.10 | 144.674 | 145.470 | 141.870 | ||
| 959 | 2009.12.15 15:28 | s/l | 439 | 0.10 | 145.477 | 145.470 | 141.870 | -8030.00 | 897840.00 |
| 960 | 2009.12.16 14:45 | buy | 440 | 0.10 | 146.695 | 145.845 | 149.445 | ||
| 961 | 2009.12.17 09:06 | s/l | 440 | 0.10 | 145.839 | 145.845 | 149.445 | -8560.00 | 889280.00 |
| 962 | 2009.12.18 12:15 | buy | 441 | 0.10 | 146.409 | 145.575 | 149.175 | ||
| 963 | 2009.12.18 18:18 | s/l | 441 | 0.10 | 145.577 | 145.575 | 149.175 | -8320.00 | 880960.00 |
| 964 | 2009.12.21 11:30 | buy | 442 | 0.10 | 145.683 | 144.860 | 148.460 | ||
| 965 | 2009.12.21 16:45 | close | 442 | 0.10 | 146.178 | 144.860 | 148.460 | 4950.00 | 885910.00 |
| 966 | 2009.12.21 16:45 | sell | 443 | 0.10 | 146.184 | 146.985 | 143.385 | ||
| 967 | 2009.12.22 03:20 | s/l | 443 | 0.10 | 146.975 | 146.985 | 143.385 | -7910.00 | 878000.00 |
| 968 | 2009.12.22 17:15 | sell | 444 | 0.10 | 146.379 | 147.180 | 143.580 | ||
| 969 | 2009.12.24 13:30 | close | 444 | 0.10 | 146.217 | 147.180 | 143.580 | 1620.00 | 879620.00 |
| 970 | 2009.12.25 00:15 | buy | 445 | 0.10 | 146.138 | 145.303 | 148.903 | ||
| 971 | 2009.12.25 08:00 | close | 445 | 0.10 | 146.028 | 145.303 | 148.903 | -1100.00 | 878520.00 |
| 972 | 2009.12.25 08:00 | sell | 446 | 0.10 | 146.041 | 146.832 | 143.232 | ||
| 973 | 2009.12.29 02:36 | s/l | 446 | 0.10 | 146.849 | 146.832 | 143.232 | -8080.00 | 870440.00 |
| 974 | 2009.12.30 17:45 | buy | 447 | 0.10 | 148.171 | 147.195 | 151.545 | ||
| 975 | 2009.12.31 16:00 | modify | 447 | 0.10 | 148.171 | 149.260 | 151.545 | ||
| 976 | 2010.01.01 14:00 | close | 447 | 0.10 | 150.367 | 149.260 | 151.545 | 21960.00 | 892400.00 |
| 977 | 2010.01.05 15:30 | sell | 448 | 0.10 | 147.087 | 147.880 | 144.280 | ||
| 978 | 2010.01.06 09:00 | close | 448 | 0.10 | 147.157 | 147.880 | 144.280 | -700.00 | 891700.00 |
| 979 | 2010.01.06 09:00 | buy | 449 | 0.10 | 147.159 | 146.325 | 149.925 | ||
| 980 | 2010.01.07 15:15 | close | 449 | 0.10 | 148.385 | 146.325 | 149.925 | 12260.00 | 903960.00 |
| 981 | 2010.01.07 15:15 | sell | 450 | 0.10 | 148.386 | 149.195 | 145.595 | ||
| 982 | 2010.01.08 00:09 | s/l | 450 | 0.10 | 149.202 | 149.195 | 145.595 | -8160.00 | 895800.00 |
| 983 | 2010.01.15 03:30 | buy | 451 | 0.10 | 148.773 | 147.945 | 151.545 | ||
| 984 | 2010.01.15 10:26 | s/l | 451 | 0.10 | 147.949 | 147.945 | 151.545 | -8240.00 | 887560.00 |
| 985 | 2010.01.19 11:45 | sell | 452 | 0.10 | 148.802 | 149.595 | 145.995 | ||
| 986 | 2010.01.21 04:15 | close | 452 | 0.10 | 148.672 | 149.595 | 145.995 | 1300.00 | 888860.00 |
| 987 | 2010.01.21 04:15 | buy | 453 | 0.10 | 148.686 | 147.860 | 151.460 | ||
| 988 | 2010.01.21 11:30 | close | 453 | 0.10 | 148.249 | 147.860 | 151.460 | -4370.00 | 884490.00 |
| 989 | 2010.01.21 11:30 | sell | 454 | 0.10 | 148.253 | 149.015 | 145.415 | ||
| 990 | 2010.01.21 19:00 | modify | 454 | 0.10 | 148.253 | 147.190 | 145.415 | ||
| 991 | 2010.01.22 09:55 | s/l | 454 | 0.10 | 147.193 | 147.190 | 145.415 | 10600.00 | 895090.00 |
| 992 | 2010.01.22 10:00 | sell | 455 | 0.10 | 146.925 | 147.730 | 144.130 | ||
| 993 | 2010.01.22 22:15 | modify | 455 | 0.10 | 146.925 | 145.785 | 144.130 | ||
| 994 | 2010.01.25 09:14 | s/l | 455 | 0.10 | 145.777 | 145.785 | 144.130 | 11480.00 | 906570.00 |
| 995 | 2010.01.25 09:15 | buy | 456 | 0.10 | 145.814 | 144.980 | 148.580 | ||
| 996 | 2010.01.26 11:25 | s/l | 456 | 0.10 | 144.967 | 144.980 | 148.580 | -8470.00 | 898100.00 |
| 997 | 2010.01.26 13:00 | sell | 457 | 0.10 | 144.301 | 145.255 | 140.905 | ||
| 998 | 2010.01.27 12:14 | s/l | 457 | 0.10 | 145.265 | 145.255 | 140.905 | -9640.00 | 888460.00 |
| 999 | 2010.01.29 18:45 | buy | 458 | 0.10 | 144.678 | 143.840 | 147.440 | ||
| 1000 | 2010.02.01 00:00 | s/l | 458 | 0.10 | 143.289 | 143.840 | 147.440 | -13890.00 | 874570.00 |
| 1001 | 2010.02.01 17:45 | buy | 459 | 0.10 | 144.590 | 143.755 | 147.355 | ||
| 1002 | 2010.02.03 14:00 | close | 459 | 0.10 | 144.695 | 143.755 | 147.355 | 1050.00 | 875620.00 |
| 1003 | 2010.02.04 18:00 | sell | 460 | 0.10 | 142.546 | 143.500 | 139.150 | ||
| 1004 | 2010.02.04 18:45 | close | 460 | 0.10 | 140.036 | 143.500 | 139.150 | 25100.00 | 900720.00 |
| 1005 | 2010.02.08 16:45 | buy | 461 | 0.10 | 139.171 | 138.345 | 141.945 | ||
| 1006 | 2010.02.10 02:45 | modify | 461 | 0.10 | 139.171 | 140.335 | 141.945 | ||
| 1007 | 2010.02.10 07:22 | s/l | 461 | 0.10 | 140.327 | 140.335 | 141.945 | 11560.00 | 912280.00 |
| 1008 | 2010.02.11 15:45 | sell | 462 | 0.10 | 140.146 | 140.950 | 137.350 | ||
| 1009 | 2010.02.11 21:29 | s/l | 462 | 0.10 | 140.941 | 140.950 | 137.350 | -7950.00 | 904330.00 |
| 1010 | 2010.02.12 17:15 | sell | 463 | 0.10 | 140.700 | 141.500 | 137.900 | ||
| 1011 | 2010.02.16 13:30 | close | 463 | 0.10 | 141.121 | 141.500 | 137.900 | -4210.00 | 900120.00 |
| 1012 | 2010.02.16 14:45 | buy | 464 | 0.10 | 140.938 | 140.120 | 143.720 | ||
| 1013 | 2010.02.16 16:15 | close | 464 | 0.10 | 141.010 | 140.120 | 143.720 | 720.00 | 900840.00 |
| 1014 | 2010.02.16 16:15 | sell | 465 | 0.10 | 141.005 | 141.805 | 138.205 | ||
| 1015 | 2010.02.16 18:30 | s/l | 465 | 0.10 | 141.809 | 141.805 | 138.205 | -8040.00 | 892800.00 |
| 1016 | 2010.02.18 23:45 | buy | 466 | 0.10 | 142.777 | 141.910 | 145.510 | ||
| 1017 | 2010.02.19 01:50 | s/l | 466 | 0.10 | 141.891 | 141.910 | 145.510 | -8860.00 | 883940.00 |
| 1018 | 2010.02.19 20:00 | buy | 467 | 0.10 | 142.011 | 141.185 | 144.785 | ||
| 1019 | 2010.02.22 12:40 | s/l | 467 | 0.10 | 141.193 | 141.185 | 144.785 | -8180.00 | 875760.00 |
| 1020 | 2010.02.24 16:00 | buy | 468 | 0.10 | 139.089 | 138.255 | 141.855 | ||
| 1021 | 2010.02.25 03:14 | s/l | 468 | 0.10 | 138.263 | 138.255 | 141.855 | -8260.00 | 867500.00 |
| 1022 | 2010.02.25 03:30 | sell | 469 | 0.10 | 138.071 | 139.030 | 134.680 | ||
| 1023 | 2010.02.25 16:15 | modify | 469 | 0.10 | 138.071 | 137.020 | 134.680 | ||
| 1024 | 2010.02.26 17:04 | t/p | 469 | 0.10 | 134.666 | 137.020 | 134.680 | 34050.00 | 901550.00 |
| 1025 | 2010.03.01 13:00 | sell | 470 | 0.10 | 133.620 | 134.575 | 130.225 | ||
| 1026 | 2010.03.02 17:45 | close | 470 | 0.10 | 132.813 | 134.575 | 130.225 | 8070.00 | 909620.00 |
| 1027 | 2010.03.02 17:45 | buy | 471 | 0.10 | 132.801 | 131.980 | 135.580 | ||
| 1028 | 2010.03.04 14:00 | close | 471 | 0.10 | 133.133 | 131.980 | 135.580 | 3320.00 | 912940.00 |
| 1029 | 2010.03.10 10:15 | buy | 472 | 0.10 | 134.255 | 133.435 | 137.035 | ||
| 1030 | 2010.03.11 14:15 | modify | 472 | 0.10 | 134.255 | 135.295 | 137.035 | ||
| 1031 | 2010.03.12 06:30 | close | 472 | 0.10 | 136.591 | 135.295 | 137.035 | 23360.00 | 936300.00 |
| 1032 | 2010.03.12 09:45 | sell | 473 | 0.10 | 136.149 | 136.940 | 133.340 | ||
| 1033 | 2010.03.12 10:28 | s/l | 473 | 0.10 | 136.942 | 136.940 | 133.340 | -7930.00 | 928370.00 |
| 1034 | 2010.03.16 13:15 | sell | 474 | 0.10 | 136.644 | 137.445 | 133.845 | ||
| 1035 | 2010.03.16 18:37 | s/l | 474 | 0.10 | 137.436 | 137.445 | 133.845 | -7920.00 | 920450.00 |
| 1036 | 2010.03.22 17:45 | buy | 475 | 0.10 | 135.703 | 134.860 | 138.460 | ||
| 1037 | 2010.03.23 10:45 | close | 475 | 0.10 | 135.810 | 134.860 | 138.460 | 1070.00 | 921520.00 |
| 1038 | 2010.03.23 10:45 | sell | 476 | 0.10 | 135.806 | 136.615 | 133.015 | ||
| 1039 | 2010.03.24 11:34 | s/l | 476 | 0.10 | 136.610 | 136.615 | 133.015 | -8040.00 | 913480.00 |
| 1040 | 2010.03.26 13:00 | buy | 477 | 0.10 | 137.391 | 136.580 | 140.180 | ||
| 1041 | 2010.03.30 09:15 | close | 477 | 0.10 | 139.009 | 136.580 | 140.180 | 16180.00 | 929660.00 |
| 1042 | 2010.03.30 14:30 | buy | 478 | 0.10 | 139.679 | 138.700 | 143.050 | ||
| 1043 | 2010.03.31 18:15 | modify | 478 | 0.10 | 139.679 | 140.725 | 143.050 | ||
| 1044 | 2010.04.01 10:45 | close | 478 | 0.10 | 142.588 | 140.725 | 143.050 | 29090.00 | 958750.00 |
| 1045 | 2010.04.01 14:45 | buy | 479 | 0.10 | 142.630 | 141.645 | 145.995 | ||
| 1046 | 2010.04.02 15:45 | close | 479 | 0.10 | 143.582 | 141.645 | 145.995 | 9520.00 | 968270.00 |
| 1047 | 2010.04.02 15:45 | sell | 480 | 0.10 | 143.577 | 144.375 | 140.775 | ||
| 1048 | 2010.04.02 17:00 | close | 480 | 0.10 | 143.867 | 144.375 | 140.775 | -2900.00 | 965370.00 |
| 1049 | 2010.04.02 17:00 | buy | 481 | 0.10 | 143.865 | 142.885 | 147.235 | ||
| 1050 | 2010.04.06 10:09 | s/l | 481 | 0.10 | 142.893 | 142.885 | 147.235 | -9720.00 | 955650.00 |