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 | |
| # | 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 |
| 1651 | 2009.02.04 19:00 | buy | 762 | 0.10 | 129.587 | 125.595 | 131.015 | ||
| 1652 | 2009.02.05 11:45 | buy | 763 | 0.10 | 130.134 | 129.285 | 132.885 | ||
| 1653 | 2009.02.05 12:15 | buy | 764 | 0.10 | 130.318 | 129.515 | 133.265 | ||
| 1654 | 2009.02.05 14:06 | t/p | 762 | 0.10 | 131.017 | 125.595 | 131.015 | 14300.00 | 2338410.00 |
| 1655 | 2009.02.05 14:45 | close | 764 | 0.10 | 130.943 | 129.515 | 133.265 | 6250.00 | 2344660.00 |
| 1656 | 2009.02.05 15:00 | buy | 765 | 0.10 | 131.080 | 130.280 | 134.030 | ||
| 1657 | 2009.02.05 16:00 | buy | 766 | 0.10 | 131.029 | 127.035 | 132.455 | ||
| 1658 | 2009.02.05 17:00 | close | 766 | 0.10 | 131.440 | 127.035 | 132.455 | 4110.00 | 2348770.00 |
| 1659 | 2009.02.05 18:26 | t/p | 763 | 0.10 | 132.890 | 129.285 | 132.885 | 27560.00 | 2376330.00 |
| 1660 | 2009.02.05 18:30 | modify | 765 | 0.10 | 131.080 | 131.315 | 134.030 | ||
| 1661 | 2009.02.05 19:05 | t/p | 765 | 0.10 | 134.051 | 131.315 | 134.030 | 29710.00 | 2406040.00 |
| 1662 | 2009.02.06 20:30 | buy | 767 | 0.10 | 136.424 | 135.440 | 139.790 | ||
| 1663 | 2009.02.09 03:45 | s/l | 767 | 0.10 | 135.437 | 135.440 | 139.790 | -9870.00 | 2396170.00 |
| 1664 | 2009.02.09 16:00 | buy | 768 | 0.10 | 137.003 | 136.420 | 141.770 | ||
| 1665 | 2009.02.09 17:04 | s/l | 768 | 0.10 | 136.398 | 136.420 | 141.770 | -6050.00 | 2390120.00 |
| 1666 | 2009.02.09 20:00 | buy | 769 | 0.10 | 136.988 | 136.400 | 141.750 | ||
| 1667 | 2009.02.09 21:26 | s/l | 769 | 0.10 | 136.387 | 136.400 | 141.750 | -6010.00 | 2384110.00 |
| 1668 | 2009.02.10 19:02 | sell | 770 | 0.10 | 132.354 | 133.145 | 129.545 | ||
| 1669 | 2009.02.10 20:30 | close | 770 | 0.10 | 131.388 | 133.145 | 129.545 | 9660.00 | 2393770.00 |
| 1670 | 2009.02.12 04:01 | buy | 771 | 0.10 | 129.847 | 129.025 | 132.625 | ||
| 1671 | 2009.02.12 10:06 | s/l | 771 | 0.10 | 129.011 | 129.025 | 132.625 | -8360.00 | 2385410.00 |
| 1672 | 2009.02.17 00:24 | sell | 772 | 0.10 | 130.912 | 131.735 | 128.135 | ||
| 1673 | 2009.02.17 05:46 | s/l | 772 | 0.10 | 131.743 | 131.735 | 128.135 | -8310.00 | 2377100.00 |
| 1674 | 2009.02.17 12:15 | sell | 773 | 0.10 | 131.146 | 131.950 | 128.350 | ||
| 1675 | 2009.02.17 17:51 | s/l | 773 | 0.10 | 131.951 | 131.950 | 128.350 | -8050.00 | 2369050.00 |
| 1676 | 2009.02.17 21:15 | buy | 774 | 0.10 | 132.150 | 131.375 | 135.125 | ||
| 1677 | 2009.02.18 00:06 | s/l | 774 | 0.10 | 131.370 | 131.375 | 135.125 | -7800.00 | 2361250.00 |
| 1678 | 2009.02.18 08:45 | buy | 775 | 0.10 | 131.958 | 131.160 | 134.910 | ||
| 1679 | 2009.02.18 10:15 | close | 775 | 0.10 | 131.750 | 131.160 | 134.910 | -2080.00 | 2359170.00 |
| 1680 | 2009.02.18 15:15 | buy | 776 | 0.10 | 132.093 | 131.320 | 135.070 | ||
| 1681 | 2009.02.18 18:45 | modify | 776 | 0.10 | 132.093 | 132.575 | 135.070 | ||
| 1682 | 2009.02.18 20:00 | buy | 777 | 0.10 | 133.314 | 129.305 | 134.725 | ||
| 1683 | 2009.02.19 11:00 | close | 777 | 0.10 | 134.560 | 129.305 | 134.725 | 12460.00 | 2371630.00 |
| 1684 | 2009.02.19 15:30 | close | 776 | 0.10 | 134.661 | 132.575 | 135.070 | 25680.00 | 2397310.00 |
| 1685 | 2009.02.20 21:15 | buy | 778 | 0.10 | 134.424 | 133.595 | 137.195 | ||
| 1686 | 2009.02.23 09:30 | buy | 779 | 0.10 | 135.817 | 135.030 | 138.780 | ||
| 1687 | 2009.02.23 11:30 | modify | 778 | 0.10 | 134.424 | 135.500 | 137.195 | ||
| 1688 | 2009.02.23 11:43 | t/p | 778 | 0.10 | 137.205 | 135.500 | 137.195 | 27810.00 | 2425120.00 |
| 1689 | 2009.02.23 12:00 | modify | 779 | 0.10 | 135.817 | 136.340 | 138.780 | ||
| 1690 | 2009.02.23 12:29 | t/p | 779 | 0.10 | 138.788 | 136.340 | 138.780 | 29710.00 | 2454830.00 |
| 1691 | 2009.02.23 16:00 | buy | 780 | 0.10 | 138.506 | 137.930 | 143.280 | ||
| 1692 | 2009.02.23 16:49 | s/l | 780 | 0.10 | 137.909 | 137.930 | 143.280 | -5970.00 | 2448860.00 |
| 1693 | 2009.02.23 20:00 | buy | 781 | 0.10 | 137.386 | 136.805 | 142.155 | ||
| 1694 | 2009.02.23 22:47 | s/l | 781 | 0.10 | 136.768 | 136.805 | 142.155 | -6180.00 | 2442680.00 |
| 1695 | 2009.02.24 04:00 | buy | 782 | 0.10 | 137.825 | 137.235 | 142.585 | ||
| 1696 | 2009.02.24 14:30 | buy | 783 | 0.10 | 139.563 | 138.585 | 142.935 | ||
| 1697 | 2009.02.25 13:48 | s/l | 783 | 0.10 | 138.589 | 138.585 | 142.935 | -9740.00 | 2432940.00 |
| 1698 | 2009.02.25 14:00 | buy | 784 | 0.10 | 138.824 | 137.980 | 141.580 | ||
| 1699 | 2009.02.25 17:05 | s/l | 784 | 0.10 | 137.975 | 137.980 | 141.580 | -8490.00 | 2424450.00 |
| 1700 | 2009.02.26 20:00 | close | 782 | 0.10 | 141.101 | 137.235 | 142.585 | 32760.00 | 2457210.00 |
| 1701 | 2009.02.26 20:00 | sell | 785 | 0.10 | 141.101 | 141.645 | 136.295 | ||
| 1702 | 2009.02.27 08:30 | sell | 786 | 0.10 | 139.749 | 140.545 | 136.945 | ||
| 1703 | 2009.02.27 15:36 | t/p | 786 | 0.10 | 136.930 | 140.545 | 136.945 | 28190.00 | 2485400.00 |
| 1704 | 2009.03.02 18:16 | t/p | 785 | 0.10 | 136.291 | 141.645 | 136.295 | 48100.00 | 2533500.00 |
| 1705 | 2009.03.04 12:00 | buy | 787 | 0.10 | 139.685 | 135.695 | 141.115 | ||
| 1706 | 2009.03.04 16:00 | close | 787 | 0.10 | 140.461 | 135.695 | 141.115 | 7760.00 | 2541260.00 |
| 1707 | 2009.03.05 14:00 | buy | 788 | 0.10 | 140.165 | 139.020 | 142.620 | ||
| 1708 | 2009.03.05 16:11 | s/l | 788 | 0.10 | 139.017 | 139.020 | 142.620 | -11480.00 | 2529780.00 |
| 1709 | 2009.03.06 17:15 | sell | 789 | 0.10 | 139.810 | 140.610 | 137.010 | ||
| 1710 | 2009.03.06 20:00 | modify | 789 | 0.10 | 139.810 | 138.740 | 137.010 | ||
| 1711 | 2009.03.09 00:22 | s/l | 789 | 0.10 | 138.752 | 138.740 | 137.010 | 10580.00 | 2540360.00 |
| 1712 | 2009.03.09 12:15 | sell | 790 | 0.10 | 137.532 | 138.280 | 134.530 | ||
| 1713 | 2009.03.09 16:00 | modify | 790 | 0.10 | 137.532 | 137.120 | 134.530 | ||
| 1714 | 2009.03.09 17:13 | s/l | 790 | 0.10 | 137.133 | 137.120 | 134.530 | 3990.00 | 2544350.00 |
| 1715 | 2009.03.09 17:13 | sell | 791 | 0.10 | 137.143 | 137.430 | 133.680 | ||
| 1716 | 2009.03.09 19:15 | modify | 791 | 0.10 | 137.143 | 136.895 | 133.680 | ||
| 1717 | 2009.03.09 19:30 | close | 791 | 0.10 | 136.732 | 136.895 | 133.680 | 4110.00 | 2548460.00 |
| 1718 | 2009.03.10 03:15 | sell | 792 | 0.10 | 136.325 | 137.115 | 133.515 | ||
| 1719 | 2009.03.10 19:30 | close | 792 | 0.10 | 136.150 | 137.115 | 133.515 | 1750.00 | 2550210.00 |
| 1720 | 2009.03.10 19:30 | buy | 793 | 0.10 | 136.148 | 135.320 | 138.920 | ||
| 1721 | 2009.03.10 21:14 | s/l | 793 | 0.10 | 135.318 | 135.320 | 138.920 | -8300.00 | 2541910.00 |
| 1722 | 2009.03.11 07:15 | sell | 794 | 0.10 | 134.778 | 135.535 | 131.785 | ||
| 1723 | 2009.03.11 10:56 | s/l | 794 | 0.10 | 135.533 | 135.535 | 131.785 | -7550.00 | 2534360.00 |
| 1724 | 2009.03.11 12:00 | sell | 795 | 0.10 | 134.842 | 135.590 | 131.840 | ||
| 1725 | 2009.03.11 12:31 | s/l | 795 | 0.10 | 135.602 | 135.590 | 131.840 | -7600.00 | 2526760.00 |
| 1726 | 2009.03.11 18:45 | sell | 796 | 0.10 | 134.679 | 135.425 | 131.675 | ||
| 1727 | 2009.03.12 07:15 | modify | 796 | 0.10 | 134.679 | 134.365 | 131.675 | ||
| 1728 | 2009.03.12 08:30 | sell | 797 | 0.10 | 133.818 | 134.615 | 131.015 | ||
| 1729 | 2009.03.12 11:48 | t/p | 796 | 0.10 | 131.670 | 134.365 | 131.675 | 30090.00 | 2556850.00 |
| 1730 | 2009.03.12 12:15 | modify | 797 | 0.10 | 133.818 | 132.680 | 131.015 | ||
| 1731 | 2009.03.12 12:59 | s/l | 797 | 0.10 | 132.692 | 132.680 | 131.015 | 11260.00 | 2568110.00 |
| 1732 | 2009.03.12 16:15 | sell | 798 | 0.10 | 133.538 | 134.345 | 130.745 | ||
| 1733 | 2009.03.12 17:04 | s/l | 798 | 0.10 | 134.374 | 134.345 | 130.745 | -8360.00 | 2559750.00 |
| 1734 | 2009.03.12 18:30 | sell | 799 | 0.10 | 135.146 | 135.940 | 132.340 | ||
| 1735 | 2009.03.12 20:40 | s/l | 799 | 0.10 | 135.945 | 135.940 | 132.340 | -7990.00 | 2551760.00 |
| 1736 | 2009.03.18 04:45 | buy | 800 | 0.10 | 138.315 | 137.475 | 141.075 | ||
| 1737 | 2009.03.18 10:52 | s/l | 800 | 0.10 | 137.472 | 137.475 | 141.075 | -8430.00 | 2543330.00 |
| 1738 | 2009.03.18 19:00 | sell | 801 | 0.10 | 137.036 | 137.780 | 134.030 | ||
| 1739 | 2009.03.18 21:45 | close | 801 | 0.10 | 136.968 | 137.780 | 134.030 | 680.00 | 2544010.00 |
| 1740 | 2009.03.19 15:30 | sell | 802 | 0.10 | 137.405 | 138.200 | 134.600 | ||
| 1741 | 2009.03.19 17:45 | close | 802 | 0.10 | 136.930 | 138.200 | 134.600 | 4750.00 | 2548760.00 |
| 1742 | 2009.03.19 17:45 | buy | 803 | 0.10 | 136.942 | 136.090 | 139.690 | ||
| 1743 | 2009.03.20 17:00 | buy | 804 | 0.10 | 138.108 | 134.870 | 139.530 | ||
| 1744 | 2009.03.20 21:00 | buy | 805 | 0.10 | 138.580 | 137.800 | 141.550 | ||
| 1745 | 2009.03.23 03:45 | modify | 803 | 0.10 | 136.942 | 137.985 | 139.690 | ||
| 1746 | 2009.03.23 04:28 | t/p | 804 | 0.10 | 139.527 | 134.870 | 139.530 | 14190.00 | 2562950.00 |
| 1747 | 2009.03.23 04:29 | t/p | 803 | 0.10 | 139.689 | 137.985 | 139.690 | 27470.00 | 2590420.00 |
| 1748 | 2009.03.23 05:30 | modify | 805 | 0.10 | 138.580 | 138.815 | 141.550 | ||
| 1749 | 2009.03.23 14:19 | t/p | 805 | 0.10 | 141.560 | 138.815 | 141.550 | 29800.00 | 2620220.00 |
| 1750 | 2009.03.24 03:45 | buy | 806 | 0.10 | 142.624 | 141.645 | 145.995 | ||
| 1751 | 2009.03.24 04:00 | buy | 807 | 0.10 | 143.308 | 142.715 | 148.065 | ||
| 1752 | 2009.03.24 13:00 | modify | 806 | 0.10 | 142.624 | 143.705 | 145.995 | ||
| 1753 | 2009.03.24 13:32 | s/l | 806 | 0.10 | 143.688 | 143.705 | 145.995 | 10640.00 | 2630860.00 |
| 1754 | 2009.03.24 20:00 | close | 807 | 0.10 | 144.727 | 142.715 | 148.065 | 14190.00 | 2645050.00 |
| 1755 | 2009.03.27 07:00 | buy | 808 | 0.10 | 142.431 | 141.590 | 145.190 | ||
| 1756 | 2009.03.27 09:32 | s/l | 808 | 0.10 | 141.578 | 141.590 | 145.190 | -8530.00 | 2636520.00 |
| 1757 | 2009.03.27 09:45 | sell | 809 | 0.10 | 141.452 | 142.195 | 138.445 | ||
| 1758 | 2009.03.27 12:00 | sell | 810 | 0.10 | 141.315 | 141.875 | 136.525 | ||
| 1759 | 2009.03.27 13:30 | modify | 809 | 0.10 | 141.452 | 140.980 | 138.445 | ||
| 1760 | 2009.03.27 15:45 | close | 809 | 0.10 | 140.110 | 140.980 | 138.445 | 13420.00 | 2649940.00 |
| 1761 | 2009.03.30 10:12 | t/p | 810 | 0.10 | 136.517 | 141.875 | 136.525 | 47980.00 | 2697920.00 |
| 1762 | 2009.04.01 10:00 | sell | 811 | 0.10 | 141.471 | 142.275 | 138.675 | ||
| 1763 | 2009.04.01 11:28 | s/l | 811 | 0.10 | 142.287 | 142.275 | 138.675 | -8160.00 | 2689760.00 |
| 1764 | 2009.04.02 13:00 | buy | 812 | 0.10 | 145.884 | 144.895 | 149.245 | ||
| 1765 | 2009.04.02 16:00 | buy | 813 | 0.10 | 146.199 | 145.630 | 150.980 | ||
| 1766 | 2009.04.02 16:25 | s/l | 813 | 0.10 | 145.629 | 145.630 | 150.980 | -5700.00 | 2684060.00 |
| 1767 | 2009.04.03 12:00 | modify | 812 | 0.10 | 145.884 | 147.050 | 149.245 | ||
| 1768 | 2009.04.03 13:22 | s/l | 812 | 0.10 | 147.054 | 147.050 | 149.245 | 11700.00 | 2695760.00 |
| 1769 | 2009.04.03 21:00 | buy | 814 | 0.10 | 148.464 | 147.460 | 151.810 | ||
| 1770 | 2009.04.06 04:45 | modify | 814 | 0.10 | 148.464 | 149.680 | 151.810 | ||
| 1771 | 2009.04.06 15:30 | s/l | 814 | 0.10 | 149.678 | 149.680 | 151.810 | 12140.00 | 2707900.00 |
| 1772 | 2009.04.07 00:03 | buy | 815 | 0.10 | 149.217 | 148.580 | 153.930 | ||
| 1773 | 2009.04.07 01:23 | s/l | 815 | 0.10 | 148.589 | 148.580 | 153.930 | -6280.00 | 2701620.00 |
| 1774 | 2009.04.08 12:00 | sell | 816 | 0.10 | 146.279 | 146.820 | 141.470 | ||
| 1775 | 2009.04.08 13:27 | s/l | 816 | 0.10 | 146.823 | 146.820 | 141.470 | -5440.00 | 2696180.00 |
| 1776 | 2009.04.09 08:00 | sell | 817 | 0.10 | 147.137 | 147.940 | 144.340 | ||
| 1777 | 2009.04.09 09:34 | s/l | 817 | 0.10 | 147.945 | 147.940 | 144.340 | -8080.00 | 2688100.00 |
| 1778 | 2009.04.13 03:19 | sell | 818 | 0.10 | 146.564 | 147.210 | 143.460 | ||
| 1779 | 2009.04.13 04:04 | s/l | 818 | 0.10 | 147.238 | 147.210 | 143.460 | -6740.00 | 2681360.00 |
| 1780 | 2009.04.13 08:01 | buy | 819 | 0.10 | 147.373 | 146.780 | 149.760 | ||
| 1781 | 2009.04.13 09:45 | buy | 820 | 0.10 | 147.744 | 146.940 | 150.690 | ||
| 1782 | 2009.04.13 12:03 | buy | 821 | 0.10 | 148.223 | 145.735 | 149.565 | ||
| 1783 | 2009.04.14 03:00 | modify | 820 | 0.10 | 147.744 | 148.155 | 150.690 | ||
| 1784 | 2009.04.14 04:49 | s/l | 820 | 0.10 | 148.157 | 148.155 | 150.690 | 4130.00 | 2685490.00 |
| 1785 | 2009.04.14 05:00 | close | 819 | 0.10 | 148.180 | 146.780 | 149.760 | 8070.00 | 2693560.00 |
| 1786 | 2009.04.14 12:30 | sell | 822 | 0.10 | 148.236 | 149.045 | 145.445 | ||
| 1787 | 2009.04.14 14:49 | s/l | 822 | 0.10 | 149.044 | 149.045 | 145.445 | -8080.00 | 2685480.00 |
| 1788 | 2009.04.15 13:45 | sell | 823 | 0.10 | 148.782 | 149.575 | 145.975 | ||
| 1789 | 2009.04.16 03:23 | s/l | 823 | 0.10 | 149.580 | 149.575 | 145.975 | -7980.00 | 2677500.00 |
| 1790 | 2009.04.16 03:23 | t/p | 821 | 0.10 | 149.570 | 145.735 | 149.565 | 13470.00 | 2690970.00 |
| 1791 | 2009.04.16 09:00 | sell | 824 | 0.10 | 148.080 | 148.870 | 145.270 | ||
| 1792 | 2009.04.17 12:15 | sell | 825 | 0.10 | 146.870 | 147.605 | 143.855 | ||
| 1793 | 2009.04.20 04:30 | modify | 824 | 0.10 | 148.080 | 146.965 | 145.270 | ||
| 1794 | 2009.04.20 04:45 | modify | 825 | 0.10 | 146.870 | 146.525 | 143.855 | ||
| 1795 | 2009.04.20 05:15 | close | 824 | 0.10 | 145.506 | 146.965 | 145.270 | 25740.00 | 2716710.00 |
| 1796 | 2009.04.20 12:21 | t/p | 825 | 0.10 | 143.853 | 146.525 | 143.855 | 30170.00 | 2746880.00 |
| 1797 | 2009.04.21 09:00 | buy | 826 | 0.10 | 143.428 | 142.535 | 146.135 | ||
| 1798 | 2009.04.21 09:37 | s/l | 826 | 0.10 | 142.537 | 142.535 | 146.135 | -8910.00 | 2737970.00 |
| 1799 | 2009.04.21 12:00 | buy | 827 | 0.10 | 143.152 | 142.190 | 145.790 | ||
| 1800 | 2009.04.21 17:15 | close | 827 | 0.10 | 143.615 | 142.190 | 145.790 | 4630.00 | 2742600.00 |