Strategy Tester Report
EA_GJmulti_1.07
| 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 | Slippage=3; 許容スプレッド=50; 複利運用基準値=0; トレードモード=""; 最大ポジション=4; BBbreak_M15_MagicNumber=33100001; BBbreak_M15_Lots=0.1; BBbreak_M15_週末決済=""; BBbreak_M15_再エントリー抑止足数=1; BBbreak_M15_最大テイクプロフィット=300; BBbreak_M15_最大ストップロス=75; HLband_H4_MagicNumber=32610101; HLband_H4_Lots=0.1; HLband_H4_最大テイクプロフィット=480; HLband_H4_最大ストップロス=55; HLband_M15_MagicNumber=32630101; HLband_M15_Lots=0.1; HLband_M15_再エントリー抑止足数=4; HLband_M15_最大テイクプロフィット=340; HLband_M15_最大ストップロス=95; BBexpand_H1_MagicNumber=32015200; BBexpand_H1_Lots=0.1; BBexpand_H1_最大テイクプロフィット=240; BBexpand_H1_最大ストップロス=58; BBbW_M15_MagicNumber=33101001; BBbW_M15_LotsL1=0; BBbW_M15_LotsL2=0; BBbW_M15_最大テイクプロフィット=320; BBbW_M15_最大ストップロス=1000; BBHL_MagicNumberB=34101101; BBHL_MagicNumberS=34101201; BBHL_Lots=0.1; 両建て=""; BBHL_最大テイクプロフィット=168; BBHL_最大ストップロス=400; | ||||
| 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 | 500000.00 | スプレッド | 変動 | ||
| 純益 | 12650280.00 | 総利益 | 30492890.00 | 総損失 | -17842610.00 |
| プロフィットファクタ | 1.71 | 期待利得 | 2520.98 | ||
| 絶対ドローダウン | 3510.00 | 最大ドローダウン | 271850.00 (2.90%) | 相対ドローダウン | 22.09% (204820.00) |
| 総取引数 | 5018 | 売りポジション(勝率%） | 2553 (45.20%) | 買いポジション(勝率%） | 2465 (46.90%) |
| 勝率(%) | 2310 (46.03%) | 負率 (%) | 2708 (53.97%) | ||
| 最大 | 勝トレード | 59930.00 | 敗トレード | -40990.00 | |
| 平均 | 勝トレード | 13200.39 | 敗トレード | -6588.85 | |
| 最大 | 連勝(金額) | 15 (188390.00) | 連敗(金額) | 17 (-112640.00) | |
| 最大 | 連勝(トレード数) | 239680.00 (13) | 連敗(トレード数) | -122930.00 (10) | |
| 平均 | 連勝 | 2 | 連敗 | 3 | |
1ページ目次へ
| # | 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 |
| 1 | 2007.01.02 09:31 | buy | 1 | 0.10 | 233.537 | 232.724 | 236.474 | ||
| 2 | 2007.01.02 10:00 | buy | 2 | 0.10 | 233.478 | 232.866 | 235.846 | ||
| 3 | 2007.01.03 09:45 | close | 1 | 0.10 | 234.324 | 232.724 | 236.474 | 7870.00 | 507870.00 |
| 4 | 2007.01.03 13:00 | close | 2 | 0.10 | 234.242 | 232.866 | 235.846 | 7640.00 | 515510.00 |
| 5 | 2007.01.03 13:01 | sell | 3 | 0.10 | 234.296 | 235.048 | 231.448 | ||
| 6 | 2007.01.03 23:01 | sell | 4 | 0.10 | 232.726 | 234.820 | 231.031 | ||
| 7 | 2007.01.04 10:15 | sell | 5 | 0.10 | 232.300 | 233.053 | 229.303 | ||
| 8 | 2007.01.04 10:45 | modify | 3 | 0.10 | 234.296 | 233.290 | 231.448 | ||
| 9 | 2007.01.04 22:09 | t/p | 3 | 0.10 | 231.440 | 233.290 | 231.448 | 28560.00 | 544070.00 |
| 10 | 2007.01.05 00:45 | modify | 5 | 0.10 | 232.300 | 232.062 | 229.303 | ||
| 11 | 2007.01.05 01:25 | t/p | 4 | 0.10 | 231.035 | 234.820 | 231.031 | 16910.00 | 560980.00 |
| 12 | 2007.01.05 06:12 | t/p | 5 | 0.10 | 229.276 | 232.062 | 229.303 | 30240.00 | 591220.00 |
| 13 | 2007.01.05 06:45 | sell | 6 | 0.10 | 229.023 | 229.980 | 225.630 | ||
| 14 | 2007.01.05 09:54 | s/l | 6 | 0.10 | 230.001 | 229.980 | 225.630 | -9780.00 | 581440.00 |
| 15 | 2007.01.08 02:45 | sell | 7 | 0.10 | 228.301 | 229.257 | 224.907 | ||
| 16 | 2007.01.08 13:20 | s/l | 7 | 0.10 | 229.270 | 229.257 | 224.907 | -9690.00 | 571750.00 |
| 17 | 2007.01.10 04:15 | sell | 8 | 0.10 | 231.014 | 231.806 | 228.206 | ||
| 18 | 2007.01.10 11:46 | close | 8 | 0.10 | 231.162 | 231.806 | 228.206 | -1480.00 | 570270.00 |
| 19 | 2007.01.10 11:46 | buy | 9 | 0.10 | 231.158 | 230.334 | 233.934 | ||
| 20 | 2007.01.11 09:00 | buy | 10 | 0.10 | 231.923 | 231.142 | 234.892 | ||
| 21 | 2007.01.11 12:00 | modify | 10 | 0.10 | 231.923 | 232.445 | 234.892 | ||
| 22 | 2007.01.11 12:00 | modify | 9 | 0.10 | 231.158 | 232.345 | 233.934 | ||
| 23 | 2007.01.11 14:00 | t/p | 9 | 0.10 | 234.140 | 232.345 | 233.934 | 29820.00 | 600090.00 |
| 24 | 2007.01.12 08:51 | t/p | 10 | 0.10 | 234.890 | 232.445 | 234.892 | 29670.00 | 629760.00 |
| 25 | 2007.01.12 09:16 | buy | 11 | 0.10 | 235.049 | 234.048 | 238.398 | ||
| 26 | 2007.01.12 16:01 | buy | 12 | 0.10 | 235.212 | 234.666 | 240.016 | ||
| 27 | 2007.01.15 10:30 | buy | 13 | 0.10 | 236.284 | 235.501 | 239.251 | ||
| 28 | 2007.01.16 05:30 | close | 11 | 0.10 | 236.587 | 234.048 | 238.398 | 15380.00 | 645140.00 |
| 29 | 2007.01.16 10:45 | close | 13 | 0.10 | 236.796 | 235.501 | 239.251 | 5120.00 | 650260.00 |
| 30 | 2007.01.17 09:31 | buy | 14 | 0.10 | 237.180 | 236.373 | 240.123 | ||
| 31 | 2007.01.17 11:00 | buy | 15 | 0.10 | 237.076 | 233.869 | 238.498 | ||
| 32 | 2007.01.17 15:15 | sell | 16 | 0.10 | 237.041 | 237.843 | 234.243 | ||
| 33 | 2007.01.17 17:45 | close | 16 | 0.10 | 237.548 | 237.843 | 234.243 | -5070.00 | 645190.00 |
| 34 | 2007.01.17 17:45 | buy | 17 | 0.10 | 237.533 | 236.564 | 240.914 | ||
| 35 | 2007.01.18 06:07 | t/p | 15 | 0.10 | 238.501 | 233.869 | 238.498 | 14250.00 | 659440.00 |
| 36 | 2007.01.18 06:15 | modify | 14 | 0.10 | 237.180 | 237.422 | 240.123 | ||
| 37 | 2007.01.18 07:00 | buy | 18 | 0.10 | 238.382 | 234.964 | 239.809 | ||
| 38 | 2007.01.18 09:45 | close | 14 | 0.10 | 239.402 | 237.422 | 240.123 | 22220.00 | 681660.00 |
| 39 | 2007.01.18 10:16 | buy | 19 | 0.10 | 239.765 | 238.977 | 242.727 | ||
| 40 | 2007.01.18 10:23 | t/p | 18 | 0.10 | 239.809 | 234.964 | 239.809 | 14270.00 | 695930.00 |
| 41 | 2007.01.18 10:30 | modify | 17 | 0.10 | 237.533 | 238.727 | 240.914 | ||
| 42 | 2007.01.18 14:23 | s/l | 19 | 0.10 | 238.972 | 238.977 | 242.727 | -7930.00 | 688000.00 |
| 43 | 2007.01.18 14:30 | s/l | 17 | 0.10 | 238.716 | 238.727 | 240.914 | 11830.00 | 699830.00 |
| 44 | 2007.01.19 17:30 | sell | 20 | 0.10 | 239.261 | 240.059 | 236.459 | ||
| 45 | 2007.01.22 12:15 | buy | 21 | 0.10 | 239.935 | 239.152 | 242.902 | ||
| 46 | 2007.01.22 12:29 | t/p | 12 | 0.10 | 240.028 | 234.666 | 240.016 | 48160.00 | 747990.00 |
| 47 | 2007.01.22 13:00 | buy | 22 | 0.10 | 239.939 | 236.529 | 241.364 | ||
| 48 | 2007.01.22 13:07 | s/l | 20 | 0.10 | 240.078 | 240.059 | 236.459 | -8170.00 | 739820.00 |
| 49 | 2007.01.22 13:45 | buy | 23 | 0.10 | 240.365 | 239.351 | 243.701 | ||
| 50 | 2007.01.22 16:00 | buy | 24 | 0.10 | 240.448 | 239.874 | 245.224 | ||
| 51 | 2007.01.23 12:30 | close | 21 | 0.10 | 240.935 | 239.152 | 242.902 | 10000.00 | 749820.00 |
| 52 | 2007.01.23 13:45 | buy | 25 | 0.10 | 241.248 | 240.446 | 244.196 | ||
| 53 | 2007.01.23 13:50 | t/p | 22 | 0.10 | 241.368 | 236.529 | 241.364 | 14290.00 | 764110.00 |
| 54 | 2007.01.24 07:45 | close | 23 | 0.10 | 240.883 | 239.351 | 243.701 | 5180.00 | 769290.00 |
| 55 | 2007.01.24 07:45 | sell | 26 | 0.10 | 240.890 | 241.690 | 238.090 | ||
| 56 | 2007.01.24 08:14 | s/l | 25 | 0.10 | 240.441 | 240.446 | 244.196 | -8070.00 | 761220.00 |
| 57 | 2007.01.24 08:41 | s/l | 24 | 0.10 | 239.858 | 239.874 | 245.224 | -5900.00 | 755320.00 |
| 58 | 2007.01.24 10:15 | modify | 26 | 0.10 | 240.890 | 239.725 | 238.090 | ||
| 59 | 2007.01.24 10:17 | t/p | 26 | 0.10 | 238.089 | 239.725 | 238.090 | 28010.00 | 783330.00 |
| 60 | 2007.01.29 09:15 | buy | 27 | 0.10 | 239.036 | 238.239 | 241.989 | ||
| 61 | 2007.01.30 02:45 | sell | 28 | 0.10 | 238.382 | 239.181 | 235.581 | ||
| 62 | 2007.01.30 06:00 | buy | 29 | 0.10 | 239.036 | 238.410 | 241.390 | ||
| 63 | 2007.01.30 07:57 | s/l | 28 | 0.10 | 239.212 | 239.181 | 235.581 | -8300.00 | 775030.00 |
| 64 | 2007.01.30 08:00 | buy | 30 | 0.10 | 239.175 | 236.343 | 240.588 | ||
| 65 | 2007.01.30 09:30 | close | 27 | 0.10 | 239.358 | 238.239 | 241.989 | 3220.00 | 778250.00 |
| 66 | 2007.01.30 09:30 | buy | 31 | 0.10 | 239.383 | 238.602 | 242.352 | ||
| 67 | 2007.01.30 17:00 | close | 29 | 0.10 | 238.769 | 238.410 | 241.390 | -2670.00 | 775580.00 |
| 68 | 2007.01.30 17:29 | s/l | 31 | 0.10 | 238.579 | 238.602 | 242.352 | -8040.00 | 767540.00 |
| 69 | 2007.01.30 18:15 | buy | 32 | 0.10 | 238.536 | 237.708 | 241.308 | ||
| 70 | 2007.01.31 09:31 | s/l | 32 | 0.10 | 237.685 | 237.708 | 241.308 | -8510.00 | 759030.00 |
| 71 | 2007.01.31 11:00 | sell | 33 | 0.10 | 237.131 | 237.880 | 234.130 | ||
| 72 | 2007.02.01 11:15 | close | 33 | 0.10 | 236.668 | 237.880 | 234.130 | 4630.00 | 763660.00 |
| 73 | 2007.02.05 12:59 | s/l | 30 | 0.10 | 236.346 | 236.343 | 240.588 | -28290.00 | 735370.00 |
| 74 | 2007.02.05 13:00 | sell | 34 | 0.10 | 236.279 | 237.030 | 233.280 | ||
| 75 | 2007.02.05 19:45 | sell | 35 | 0.10 | 235.739 | 236.549 | 232.949 | ||
| 76 | 2007.02.06 10:32 | s/l | 35 | 0.10 | 236.543 | 236.549 | 232.949 | -8040.00 | 727330.00 |
| 77 | 2007.02.06 13:15 | close | 34 | 0.10 | 236.555 | 237.030 | 233.280 | -2760.00 | 724570.00 |
| 78 | 2007.02.07 11:00 | buy | 36 | 0.10 | 237.475 | 235.357 | 238.889 | ||
| 79 | 2007.02.07 13:31 | buy | 37 | 0.10 | 237.893 | 237.119 | 240.869 | ||
| 80 | 2007.02.08 13:45 | close | 37 | 0.10 | 238.614 | 237.119 | 240.869 | 7210.00 | 731780.00 |
| 81 | 2007.02.08 15:00 | close | 36 | 0.10 | 237.867 | 235.357 | 238.889 | 3920.00 | 735700.00 |
| 82 | 2007.02.09 11:00 | sell | 38 | 0.10 | 236.756 | 240.746 | 235.066 | ||
| 83 | 2007.02.12 15:30 | sell | 39 | 0.10 | 237.037 | 237.846 | 234.246 | ||
| 84 | 2007.02.13 11:46 | sell | 40 | 0.10 | 235.839 | 236.532 | 232.782 | ||
| 85 | 2007.02.14 10:00 | s/l | 40 | 0.10 | 236.525 | 236.532 | 232.782 | -6860.00 | 728840.00 |
| 86 | 2007.02.14 10:45 | close | 39 | 0.10 | 236.605 | 237.846 | 234.246 | 4320.00 | 733160.00 |
| 87 | 2007.02.14 10:45 | buy | 41 | 0.10 | 236.600 | 235.781 | 239.381 | ||
| 88 | 2007.02.15 03:03 | s/l | 41 | 0.10 | 235.781 | 235.781 | 239.381 | -8190.00 | 724970.00 |
| 89 | 2007.02.15 12:52 | t/p | 38 | 0.10 | 235.053 | 240.746 | 235.066 | 17030.00 | 742000.00 |
| 90 | 2007.02.15 13:01 | sell | 42 | 0.10 | 235.037 | 235.772 | 232.022 | ||
| 91 | 2007.02.15 13:01 | sell | 43 | 0.10 | 235.044 | 235.972 | 231.622 | ||
| 92 | 2007.02.15 14:01 | sell | 44 | 0.10 | 235.056 | 239.073 | 233.393 | ||
| 93 | 2007.02.15 16:01 | sell | 45 | 0.10 | 234.992 | 235.447 | 230.097 | ||
| 94 | 2007.02.15 18:00 | close | 44 | 0.10 | 233.440 | 239.073 | 233.393 | 16160.00 | 758160.00 |
| 95 | 2007.02.15 18:00 | modify | 42 | 0.10 | 235.037 | 234.557 | 232.022 | ||
| 96 | 2007.02.15 19:00 | sell | 46 | 0.10 | 233.254 | 237.263 | 231.583 | ||
| 97 | 2007.02.15 20:00 | close | 46 | 0.10 | 233.352 | 237.263 | 231.583 | -980.00 | 757180.00 |
| 98 | 2007.02.15 20:00 | sell | 47 | 0.10 | 233.307 | 237.316 | 231.636 | ||
| 99 | 2007.02.15 21:00 | close | 47 | 0.10 | 233.246 | 237.316 | 231.636 | 610.00 | 757790.00 |
| 100 | 2007.02.15 23:00 | modify | 43 | 0.10 | 235.044 | 233.917 | 231.622 | ||
| 101 | 2007.02.16 13:15 | close | 42 | 0.10 | 232.544 | 234.557 | 232.022 | 24930.00 | 782720.00 |
| 102 | 2007.02.16 22:45 | close | 43 | 0.10 | 232.705 | 233.917 | 231.622 | 23390.00 | 806110.00 |
| 103 | 2007.02.16 22:45 | buy | 48 | 0.10 | 232.712 | 231.871 | 235.471 | ||
| 104 | 2007.02.19 00:31 | close | 48 | 0.10 | 233.201 | 231.871 | 235.471 | 4890.00 | 811000.00 |
| 105 | 2007.02.19 00:31 | sell | 49 | 0.10 | 233.200 | 234.017 | 230.417 | ||
| 106 | 2007.02.20 06:00 | buy | 50 | 0.10 | 233.920 | 232.156 | 235.337 | ||
| 107 | 2007.02.20 06:04 | s/l | 49 | 0.10 | 234.025 | 234.017 | 230.417 | -8250.00 | 802750.00 |
| 108 | 2007.02.20 13:45 | buy | 51 | 0.10 | 234.453 | 233.684 | 237.434 | ||
| 109 | 2007.02.21 03:01 | t/p | 50 | 0.10 | 235.351 | 232.156 | 235.337 | 14310.00 | 817060.00 |
| 110 | 2007.02.21 04:48 | s/l | 45 | 0.10 | 235.559 | 235.447 | 230.097 | -5670.00 | 811390.00 |
| 111 | 2007.02.21 10:15 | modify | 51 | 0.10 | 234.453 | 234.773 | 237.434 | ||
| 112 | 2007.02.21 14:00 | close | 51 | 0.10 | 235.704 | 234.773 | 237.434 | 12510.00 | 823900.00 |
| 113 | 2007.02.22 10:00 | sell | 52 | 0.10 | 236.064 | 236.865 | 233.265 | ||
| 114 | 2007.02.22 16:55 | s/l | 52 | 0.10 | 236.868 | 236.865 | 233.265 | -8040.00 | 815860.00 |
| 115 | 2007.02.23 13:15 | buy | 53 | 0.10 | 237.721 | 236.895 | 240.495 | ||
| 116 | 2007.02.26 10:50 | s/l | 53 | 0.10 | 236.870 | 236.895 | 240.495 | -8510.00 | 807350.00 |
| 117 | 2007.02.26 16:01 | sell | 54 | 0.10 | 236.603 | 240.635 | 234.955 | ||
| 118 | 2007.02.27 03:45 | sell | 55 | 0.10 | 236.344 | 237.103 | 233.353 | ||
| 119 | 2007.02.27 10:02 | t/p | 54 | 0.10 | 234.942 | 240.635 | 234.955 | 16610.00 | 823960.00 |
| 120 | 2007.02.27 10:15 | modify | 55 | 0.10 | 236.344 | 235.957 | 233.353 | ||
| 121 | 2007.02.27 11:00 | sell | 56 | 0.10 | 234.952 | 238.954 | 233.274 | ||
| 122 | 2007.02.27 16:00 | close | 56 | 0.10 | 233.381 | 238.954 | 233.274 | 15710.00 | 839670.00 |
| 123 | 2007.02.27 18:00 | t/p | 55 | 0.10 | 233.337 | 235.957 | 233.353 | 30070.00 | 869740.00 |
| 124 | 2007.02.27 22:15 | sell | 57 | 0.10 | 231.024 | 231.921 | 227.571 | ||
| 125 | 2007.02.28 00:00 | sell | 58 | 0.10 | 231.364 | 231.913 | 226.563 | ||
| 126 | 2007.02.28 00:49 | s/l | 57 | 0.10 | 231.933 | 231.921 | 227.571 | -9090.00 | 860650.00 |
| 127 | 2007.02.28 00:49 | s/l | 58 | 0.10 | 231.936 | 231.913 | 226.563 | -5720.00 | 854930.00 |
| 128 | 2007.02.28 08:00 | sell | 59 | 0.10 | 231.812 | 232.372 | 227.022 | ||
| 129 | 2007.02.28 08:18 | s/l | 59 | 0.10 | 232.396 | 232.372 | 227.022 | -5840.00 | 849090.00 |
| 130 | 2007.02.28 12:00 | sell | 60 | 0.10 | 231.613 | 232.163 | 226.813 | ||
| 131 | 2007.02.28 15:00 | s/l | 60 | 0.10 | 232.170 | 232.163 | 226.813 | -5570.00 | 843520.00 |
| 132 | 2007.02.28 16:00 | sell | 61 | 0.10 | 232.060 | 232.629 | 227.279 | ||
| 133 | 2007.02.28 17:47 | s/l | 61 | 0.10 | 232.635 | 232.629 | 227.279 | -5750.00 | 837770.00 |
| 134 | 2007.03.01 14:45 | sell | 62 | 0.10 | 230.766 | 231.515 | 227.765 | ||
| 135 | 2007.03.01 16:31 | sell | 63 | 0.10 | 230.441 | 231.278 | 226.928 | ||
| 136 | 2007.03.01 20:00 | sell | 64 | 0.10 | 230.072 | 230.623 | 225.273 | ||
| 137 | 2007.03.01 21:01 | s/l | 64 | 0.10 | 230.624 | 230.623 | 225.273 | -5520.00 | 832250.00 |
| 138 | 2007.03.02 12:00 | modify | 62 | 0.10 | 230.766 | 230.498 | 227.765 | ||
| 139 | 2007.03.02 14:00 | modify | 63 | 0.10 | 230.441 | 229.228 | 226.928 | ||
| 140 | 2007.03.02 14:11 | t/p | 62 | 0.10 | 227.737 | 230.498 | 227.765 | 30290.00 | 862540.00 |
| 141 | 2007.03.02 15:30 | close | 63 | 0.10 | 227.113 | 229.228 | 226.928 | 33280.00 | 895820.00 |
| 142 | 2007.03.05 01:30 | sell | 65 | 0.10 | 225.585 | 226.525 | 222.175 | ||
| 143 | 2007.03.05 02:15 | close | 65 | 0.10 | 222.974 | 226.525 | 222.175 | 26110.00 | 921930.00 |
| 144 | 2007.03.05 09:15 | sell | 66 | 0.10 | 221.831 | 222.775 | 218.425 | ||
| 145 | 2007.03.05 16:44 | s/l | 66 | 0.10 | 222.783 | 222.775 | 218.425 | -9520.00 | 912410.00 |
| 146 | 2007.03.08 03:00 | sell | 67 | 0.10 | 223.239 | 224.023 | 220.273 | ||
| 147 | 2007.03.08 04:38 | s/l | 67 | 0.10 | 224.027 | 224.023 | 220.273 | -7880.00 | 904530.00 |
| 148 | 2007.03.08 11:46 | buy | 68 | 0.10 | 226.068 | 225.361 | 229.111 | ||
| 149 | 2007.03.08 14:45 | close | 68 | 0.10 | 225.822 | 225.361 | 229.111 | -2460.00 | 902070.00 |
| 150 | 2007.03.16 15:31 | sell | 69 | 0.10 | 227.325 | 227.902 | 224.302 | ||
1ページ目次へ