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 |
| 1051 | 2010.04.07 13:30 | sell | 482 | 0.10 | 142.690 | 143.495 | 139.895 | ||
| 1052 | 2010.04.09 09:21 | s/l | 482 | 0.10 | 143.504 | 143.495 | 139.895 | -8140.00 | 947510.00 |
| 1053 | 2010.04.12 18:15 | sell | 483 | 0.10 | 143.419 | 144.215 | 140.615 | ||
| 1054 | 2010.04.14 09:17 | s/l | 483 | 0.10 | 144.206 | 144.215 | 140.615 | -7870.00 | 939640.00 |
| 1055 | 2010.04.26 03:45 | buy | 484 | 0.10 | 145.407 | 144.435 | 148.785 | ||
| 1056 | 2010.04.27 10:11 | s/l | 484 | 0.10 | 144.437 | 144.435 | 148.785 | -9700.00 | 929940.00 |
| 1057 | 2010.04.27 15:45 | sell | 485 | 0.10 | 143.558 | 144.350 | 140.750 | ||
| 1058 | 2010.04.29 12:00 | close | 485 | 0.10 | 143.131 | 144.350 | 140.750 | 4270.00 | 934210.00 |
| 1059 | 2010.05.20 16:45 | sell | 486 | 0.10 | 128.866 | 129.815 | 125.465 | ||
| 1060 | 2010.05.20 17:15 | close | 486 | 0.10 | 127.562 | 129.815 | 125.465 | 13040.00 | 947250.00 |
| 1061 | 2010.05.20 20:00 | sell | 487 | 0.10 | 128.025 | 128.965 | 124.615 | ||
| 1062 | 2010.05.20 20:13 | s/l | 487 | 0.10 | 128.982 | 128.965 | 124.615 | -9570.00 | 937680.00 |
| 1063 | 2010.05.21 07:30 | buy | 488 | 0.10 | 130.354 | 129.520 | 133.120 | ||
| 1064 | 2010.05.21 08:04 | s/l | 488 | 0.10 | 129.510 | 129.520 | 133.120 | -8440.00 | 929240.00 |
| 1065 | 2010.05.21 09:00 | buy | 489 | 0.10 | 130.478 | 129.635 | 133.235 | ||
| 1066 | 2010.05.21 10:22 | s/l | 489 | 0.10 | 129.591 | 129.635 | 133.235 | -8870.00 | 920370.00 |
| 1067 | 2010.05.21 17:15 | sell | 490 | 0.10 | 129.901 | 130.695 | 127.095 | ||
| 1068 | 2010.05.21 18:43 | s/l | 490 | 0.10 | 130.690 | 130.695 | 127.095 | -7890.00 | 912480.00 |
| 1069 | 2010.05.25 00:45 | buy | 491 | 0.10 | 129.941 | 129.105 | 132.705 | ||
| 1070 | 2010.05.25 04:01 | s/l | 491 | 0.10 | 129.115 | 129.105 | 132.705 | -8260.00 | 904220.00 |
| 1071 | 2010.05.25 23:00 | buy | 492 | 0.10 | 129.850 | 128.970 | 132.570 | ||
| 1072 | 2010.05.27 19:15 | modify | 492 | 0.10 | 129.850 | 131.120 | 132.570 | ||
| 1073 | 2010.05.27 19:15 | close | 492 | 0.10 | 132.128 | 131.120 | 132.570 | 22780.00 | 927000.00 |
| 1074 | 2010.05.31 10:15 | buy | 493 | 0.10 | 132.317 | 131.495 | 135.095 | ||
| 1075 | 2010.06.01 10:09 | s/l | 493 | 0.10 | 131.486 | 131.495 | 135.095 | -8310.00 | 918690.00 |
| 1076 | 2010.06.01 14:45 | sell | 494 | 0.10 | 132.759 | 133.560 | 129.960 | ||
| 1077 | 2010.06.01 16:24 | s/l | 494 | 0.10 | 133.565 | 133.560 | 129.960 | -8060.00 | 910630.00 |
| 1078 | 2010.06.03 18:15 | sell | 495 | 0.10 | 135.135 | 135.925 | 132.325 | ||
| 1079 | 2010.06.04 04:12 | s/l | 495 | 0.10 | 135.935 | 135.925 | 132.325 | -8000.00 | 902630.00 |
| 1080 | 2010.06.04 11:15 | buy | 496 | 0.10 | 135.819 | 135.005 | 138.605 | ||
| 1081 | 2010.06.04 14:10 | s/l | 496 | 0.10 | 135.006 | 135.005 | 138.605 | -8130.00 | 894500.00 |
| 1082 | 2010.06.09 08:15 | buy | 497 | 0.10 | 131.885 | 131.055 | 134.655 | ||
| 1083 | 2010.06.10 18:30 | modify | 497 | 0.10 | 131.885 | 132.960 | 134.655 | ||
| 1084 | 2010.06.11 02:55 | t/p | 497 | 0.10 | 134.646 | 132.960 | 134.655 | 27610.00 | 922110.00 |
| 1085 | 2010.06.15 04:45 | sell | 498 | 0.10 | 134.757 | 135.560 | 131.960 | ||
| 1086 | 2010.06.15 19:20 | s/l | 498 | 0.10 | 135.557 | 135.560 | 131.960 | -8000.00 | 914110.00 |
| 1087 | 2010.06.23 17:15 | buy | 499 | 0.10 | 134.071 | 133.235 | 136.835 | ||
| 1088 | 2010.06.23 21:45 | close | 499 | 0.10 | 134.272 | 133.235 | 136.835 | 2010.00 | 916120.00 |
| 1089 | 2010.06.23 21:45 | sell | 500 | 0.10 | 134.279 | 135.075 | 131.475 | ||
| 1090 | 2010.06.24 11:30 | close | 500 | 0.10 | 134.166 | 135.075 | 131.475 | 1130.00 | 917250.00 |
| 1091 | 2010.06.24 11:30 | buy | 501 | 0.10 | 134.160 | 133.345 | 136.945 | ||
| 1092 | 2010.06.25 12:02 | s/l | 501 | 0.10 | 133.341 | 133.345 | 136.945 | -8190.00 | 909060.00 |
| 1093 | 2010.06.25 12:30 | buy | 502 | 0.10 | 133.607 | 132.785 | 136.385 | ||
| 1094 | 2010.06.29 08:45 | close | 502 | 0.10 | 133.909 | 132.785 | 136.385 | 3020.00 | 912080.00 |
| 1095 | 2010.07.01 18:45 | buy | 503 | 0.10 | 132.448 | 131.610 | 135.210 | ||
| 1096 | 2010.07.02 20:30 | close | 503 | 0.10 | 132.987 | 131.610 | 135.210 | 5390.00 | 917470.00 |
| 1097 | 2010.07.02 20:30 | sell | 504 | 0.10 | 132.980 | 133.790 | 130.190 | ||
| 1098 | 2010.07.06 16:45 | close | 504 | 0.10 | 133.293 | 133.790 | 130.190 | -3130.00 | 914340.00 |
| 1099 | 2010.07.13 05:00 | buy | 505 | 0.10 | 133.513 | 132.675 | 136.275 | ||
| 1100 | 2010.07.13 09:08 | s/l | 505 | 0.10 | 132.669 | 132.675 | 136.275 | -8440.00 | 905900.00 |
| 1101 | 2010.07.14 21:15 | sell | 506 | 0.10 | 134.563 | 135.355 | 131.755 | ||
| 1102 | 2010.07.15 13:45 | s/l | 506 | 0.10 | 135.351 | 135.355 | 131.755 | -7880.00 | 898020.00 |
| 1103 | 2010.07.15 23:00 | sell | 507 | 0.10 | 135.050 | 135.860 | 132.260 | ||
| 1104 | 2010.07.16 17:07 | t/p | 507 | 0.10 | 132.265 | 135.860 | 132.260 | 27850.00 | 925870.00 |
| 1105 | 2010.07.20 05:15 | buy | 508 | 0.10 | 132.579 | 131.745 | 135.345 | ||
| 1106 | 2010.07.20 13:10 | s/l | 508 | 0.10 | 131.750 | 131.745 | 135.345 | -8290.00 | 917580.00 |
| 1107 | 2010.07.21 12:45 | buy | 509 | 0.10 | 133.131 | 132.305 | 135.905 | ||
| 1108 | 2010.07.21 21:02 | s/l | 509 | 0.10 | 132.300 | 132.305 | 135.905 | -8310.00 | 909270.00 |
| 1109 | 2010.07.26 14:30 | sell | 510 | 0.10 | 134.827 | 135.620 | 132.020 | ||
| 1110 | 2010.07.27 13:09 | s/l | 510 | 0.10 | 135.629 | 135.620 | 132.020 | -8020.00 | 901250.00 |
| 1111 | 2010.07.27 15:45 | buy | 511 | 0.10 | 136.310 | 135.335 | 139.685 | ||
| 1112 | 2010.07.28 16:30 | close | 511 | 0.10 | 136.715 | 135.335 | 139.685 | 4050.00 | 905300.00 |
| 1113 | 2010.07.28 16:30 | sell | 512 | 0.10 | 136.717 | 137.520 | 133.920 | ||
| 1114 | 2010.07.30 06:15 | modify | 512 | 0.10 | 136.717 | 135.670 | 133.920 | ||
| 1115 | 2010.07.30 12:45 | close | 512 | 0.10 | 134.548 | 135.670 | 133.920 | 21690.00 | 926990.00 |
| 1116 | 2010.08.03 11:00 | sell | 513 | 0.10 | 137.065 | 137.875 | 134.275 | ||
| 1117 | 2010.08.05 07:15 | close | 513 | 0.10 | 136.708 | 137.875 | 134.275 | 3570.00 | 930560.00 |
| 1118 | 2010.08.05 16:45 | buy | 514 | 0.10 | 136.399 | 135.570 | 139.170 | ||
| 1119 | 2010.08.06 15:37 | s/l | 514 | 0.10 | 135.546 | 135.570 | 139.170 | -8530.00 | 922030.00 |
| 1120 | 2010.08.10 06:00 | sell | 515 | 0.10 | 135.733 | 136.535 | 132.935 | ||
| 1121 | 2010.08.11 13:00 | modify | 515 | 0.10 | 135.733 | 134.680 | 132.935 | ||
| 1122 | 2010.08.11 17:16 | t/p | 515 | 0.10 | 132.922 | 134.680 | 132.935 | 28110.00 | 950140.00 |
| 1123 | 2010.08.12 17:15 | sell | 516 | 0.10 | 133.755 | 134.560 | 130.960 | ||
| 1124 | 2010.08.13 05:37 | s/l | 516 | 0.10 | 134.560 | 134.560 | 130.960 | -8050.00 | 942090.00 |
| 1125 | 2010.08.17 02:45 | buy | 517 | 0.10 | 133.423 | 132.595 | 136.195 | ||
| 1126 | 2010.08.18 06:30 | close | 517 | 0.10 | 132.731 | 132.595 | 136.195 | -6920.00 | 935170.00 |
| 1127 | 2010.08.18 06:30 | sell | 518 | 0.10 | 132.739 | 133.690 | 129.340 | ||
| 1128 | 2010.08.18 15:17 | s/l | 518 | 0.10 | 133.700 | 133.690 | 129.340 | -9610.00 | 925560.00 |
| 1129 | 2010.08.23 10:45 | sell | 519 | 0.10 | 132.857 | 133.660 | 130.060 | ||
| 1130 | 2010.08.24 10:00 | modify | 519 | 0.10 | 132.857 | 131.715 | 130.060 | ||
| 1131 | 2010.08.24 10:59 | t/p | 519 | 0.10 | 130.053 | 131.715 | 130.060 | 28040.00 | 953600.00 |
| 1132 | 2010.08.24 10:59 | sell | 520 | 0.10 | 130.030 | 131.350 | 127.000 | ||
| 1133 | 2010.08.26 03:05 | s/l | 520 | 0.10 | 131.346 | 131.350 | 127.000 | -13160.00 | 940440.00 |
| 1134 | 2010.09.01 11:00 | buy | 521 | 0.10 | 129.623 | 128.800 | 132.400 | ||
| 1135 | 2010.09.01 11:37 | s/l | 521 | 0.10 | 128.797 | 128.800 | 132.400 | -8260.00 | 932180.00 |
| 1136 | 2010.09.07 15:30 | sell | 522 | 0.10 | 128.182 | 129.140 | 124.790 | ||
| 1137 | 2010.09.08 10:00 | close | 522 | 0.10 | 128.770 | 129.140 | 124.790 | -5880.00 | 926300.00 |
| 1138 | 2010.09.08 10:00 | buy | 523 | 0.10 | 128.773 | 127.945 | 131.545 | ||
| 1139 | 2010.09.10 06:15 | close | 523 | 0.10 | 129.663 | 127.945 | 131.545 | 8900.00 | 935200.00 |
| 1140 | 2010.09.10 16:45 | sell | 524 | 0.10 | 129.476 | 130.285 | 126.685 | ||
| 1141 | 2010.09.14 13:00 | close | 524 | 0.10 | 128.331 | 130.285 | 126.685 | 11450.00 | 946650.00 |
| 1142 | 2010.09.14 18:30 | buy | 525 | 0.10 | 128.988 | 128.165 | 131.765 | ||
| 1143 | 2010.09.15 06:30 | modify | 525 | 0.10 | 128.988 | 130.240 | 131.765 | ||
| 1144 | 2010.09.15 07:44 | t/p | 525 | 0.10 | 131.760 | 130.240 | 131.765 | 27720.00 | 974370.00 |
| 1145 | 2010.09.15 18:00 | buy | 526 | 0.10 | 133.918 | 132.950 | 137.300 | ||
| 1146 | 2010.09.17 14:15 | close | 526 | 0.10 | 134.442 | 132.950 | 137.300 | 5240.00 | 979610.00 |
| 1147 | 2010.09.22 11:45 | buy | 527 | 0.10 | 132.613 | 131.790 | 135.390 | ||
| 1148 | 2010.09.22 18:29 | s/l | 527 | 0.10 | 131.786 | 131.790 | 135.390 | -8270.00 | 971340.00 |
| 1149 | 2010.09.23 18:00 | sell | 528 | 0.10 | 132.474 | 133.280 | 129.680 | ||
| 1150 | 2010.09.24 00:30 | close | 528 | 0.10 | 132.384 | 133.280 | 129.680 | 900.00 | 972240.00 |
| 1151 | 2010.09.24 00:30 | buy | 529 | 0.10 | 132.370 | 131.555 | 135.155 | ||
| 1152 | 2010.09.24 07:30 | close | 529 | 0.10 | 133.455 | 131.555 | 135.155 | 10850.00 | 983090.00 |
| 1153 | 2010.09.24 07:30 | sell | 530 | 0.10 | 133.456 | 134.255 | 130.655 | ||
| 1154 | 2010.09.28 03:45 | close | 530 | 0.10 | 133.386 | 134.255 | 130.655 | 700.00 | 983790.00 |
| 1155 | 2010.09.28 10:45 | buy | 531 | 0.10 | 133.061 | 132.250 | 135.850 | ||
| 1156 | 2010.09.28 13:15 | close | 531 | 0.10 | 133.517 | 132.250 | 135.850 | 4560.00 | 988350.00 |
| 1157 | 2010.09.28 13:15 | sell | 532 | 0.10 | 133.530 | 134.320 | 130.720 | ||
| 1158 | 2010.09.28 15:45 | close | 532 | 0.10 | 133.422 | 134.320 | 130.720 | 1080.00 | 989430.00 |
| 1159 | 2010.09.28 15:45 | buy | 533 | 0.10 | 133.415 | 132.585 | 136.185 | ||
| 1160 | 2010.09.28 16:26 | s/l | 533 | 0.10 | 132.585 | 132.585 | 136.185 | -8300.00 | 981130.00 |
| 1161 | 2010.09.30 12:45 | sell | 534 | 0.10 | 132.293 | 133.095 | 129.495 | ||
| 1162 | 2010.10.04 09:00 | close | 534 | 0.10 | 131.754 | 133.095 | 129.495 | 5390.00 | 986520.00 |
| 1163 | 2010.10.08 11:30 | sell | 535 | 0.10 | 130.310 | 131.265 | 126.915 | ||
| 1164 | 2010.10.12 07:45 | close | 535 | 0.10 | 130.284 | 131.265 | 126.915 | 260.00 | 986780.00 |
| 1165 | 2010.10.12 16:30 | sell | 536 | 0.10 | 129.625 | 130.570 | 126.220 | ||
| 1166 | 2010.10.14 12:45 | close | 536 | 0.10 | 130.091 | 130.570 | 126.220 | -4660.00 | 982120.00 |
| 1167 | 2010.10.15 16:00 | sell | 537 | 0.10 | 130.384 | 131.180 | 127.580 | ||
| 1168 | 2010.10.19 12:15 | close | 537 | 0.10 | 128.783 | 131.180 | 127.580 | 16010.00 | 998130.00 |
| 1169 | 2010.10.19 13:15 | sell | 538 | 0.10 | 128.589 | 129.545 | 125.195 | ||
| 1170 | 2010.10.21 09:30 | close | 538 | 0.10 | 128.093 | 129.545 | 125.195 | 4960.00 | 1003090.00 |
| 1171 | 2010.10.21 10:00 | sell | 539 | 0.10 | 127.788 | 128.585 | 124.985 | ||
| 1172 | 2010.10.22 08:00 | close | 539 | 0.10 | 127.752 | 128.585 | 124.985 | 360.00 | 1003450.00 |
| 1173 | 2010.10.22 08:00 | buy | 540 | 0.10 | 127.748 | 126.920 | 130.520 | ||
| 1174 | 2010.10.25 10:15 | close | 540 | 0.10 | 127.097 | 126.920 | 130.520 | -6510.00 | 996940.00 |
| 1175 | 2010.10.25 10:15 | sell | 541 | 0.10 | 127.097 | 128.037 | 123.687 | ||
| 1176 | 2010.10.26 10:45 | s/l | 541 | 0.10 | 128.038 | 128.037 | 123.687 | -9410.00 | 987530.00 |
| 1177 | 2010.10.28 13:45 | buy | 542 | 0.10 | 129.195 | 128.366 | 131.966 | ||
| 1178 | 2010.10.29 04:00 | close | 542 | 0.10 | 128.936 | 128.366 | 131.966 | -2590.00 | 984940.00 |
| 1179 | 2010.10.29 04:00 | sell | 543 | 0.10 | 128.932 | 129.736 | 126.136 | ||
| 1180 | 2010.10.29 16:30 | close | 543 | 0.10 | 128.982 | 129.736 | 126.136 | -500.00 | 984440.00 |
| 1181 | 2010.10.29 16:30 | buy | 544 | 0.10 | 128.980 | 128.156 | 131.756 | ||
| 1182 | 2010.11.02 12:45 | close | 544 | 0.10 | 129.298 | 128.156 | 131.756 | 3180.00 | 987620.00 |
| 1183 | 2010.11.03 13:00 | buy | 545 | 0.10 | 130.306 | 129.479 | 133.079 | ||
| 1184 | 2010.11.05 09:15 | close | 545 | 0.10 | 131.125 | 129.479 | 133.079 | 8190.00 | 995810.00 |
| 1185 | 2010.11.05 12:00 | buy | 546 | 0.10 | 130.757 | 129.945 | 133.545 | ||
| 1186 | 2010.11.08 04:45 | close | 546 | 0.10 | 130.877 | 129.945 | 133.545 | 1200.00 | 997010.00 |
| 1187 | 2010.11.08 04:45 | sell | 547 | 0.10 | 130.886 | 131.687 | 128.087 | ||
| 1188 | 2010.11.10 01:00 | close | 547 | 0.10 | 130.477 | 131.687 | 128.087 | 4090.00 | 1001100.00 |
| 1189 | 2010.11.10 14:45 | buy | 548 | 0.10 | 132.500 | 131.537 | 135.887 | ||
| 1190 | 2010.11.11 18:30 | close | 548 | 0.10 | 133.018 | 131.537 | 135.887 | 5180.00 | 1006280.00 |
| 1191 | 2010.11.11 18:30 | sell | 549 | 0.10 | 133.019 | 133.816 | 130.216 | ||
| 1192 | 2010.11.12 18:45 | close | 549 | 0.10 | 133.243 | 133.816 | 130.216 | -2240.00 | 1004040.00 |
| 1193 | 2010.11.12 18:45 | buy | 550 | 0.10 | 133.240 | 132.259 | 136.609 | ||
| 1194 | 2010.11.15 16:00 | close | 550 | 0.10 | 133.460 | 132.259 | 136.609 | 2200.00 | 1006240.00 |
| 1195 | 2010.11.15 16:00 | sell | 551 | 0.10 | 133.467 | 134.267 | 130.667 | ||
| 1196 | 2010.11.17 12:15 | close | 551 | 0.10 | 132.776 | 134.267 | 130.667 | 6910.00 | 1013150.00 |
| 1197 | 2010.11.17 15:45 | buy | 552 | 0.10 | 132.598 | 131.766 | 135.366 | ||
| 1198 | 2010.11.19 12:00 | close | 552 | 0.10 | 133.838 | 131.766 | 135.366 | 12400.00 | 1025550.00 |
| 1199 | 2010.11.24 13:15 | buy | 553 | 0.10 | 131.540 | 130.715 | 134.315 | ||
| 1200 | 2010.11.25 18:00 | close | 553 | 0.10 | 131.725 | 130.715 | 134.315 | 1850.00 | 1027400.00 |