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
Graph
前へ16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
22512009.11.26 08:35s/l10350.10144.833144.840139.490-5350.002879120.00
22522009.11.26 17:22t/p10340.10142.807145.600142.81530170.002909290.00
22532009.11.26 17:25t/p10330.10142.737144.995142.74534510.002943800.00
22542009.11.27 01:30sell10360.10141.031141.985137.635
22552009.11.27 01:45close10360.10139.689141.985137.63513420.002957220.00
22562009.11.27 20:00sell10370.10143.081143.640138.290
22572009.11.30 00:05s/l10370.10143.654143.640138.290-5730.002951490.00
22582009.11.30 20:00buy10380.10141.531140.955146.305
22592009.12.01 16:00buy10390.10144.144140.150145.570
22602009.12.01 21:00close10390.10144.086140.150145.570-580.002950910.00
22612009.12.03 03:50t/p10380.10146.303140.955146.30547720.002998630.00
22622009.12.04 13:30buy10400.10147.047146.265150.015
22632009.12.04 15:00buy10410.10147.161143.165148.585
22642009.12.04 16:00modify10400.10147.047147.255150.015
22652009.12.04 16:01t/p10410.10148.584143.165148.58514230.003012860.00
22662009.12.04 18:00buy10420.10148.734144.735150.155
22672009.12.04 19:30buy10430.10148.586147.755151.355
22682009.12.04 22:00close10420.10149.019144.735150.1552850.003015710.00
22692009.12.07 00:15close10400.10148.012147.255150.0159650.003025360.00
22702009.12.07 09:12s/l10430.10147.745147.755151.355-8410.003016950.00
22712009.12.07 10:45sell10440.10147.065147.870144.270
22722009.12.08 12:30modify10440.10147.065145.855144.270
22732009.12.08 14:03t/p10440.10144.274145.855144.27027910.003044860.00
22742009.12.10 02:00buy10450.10143.465142.585146.185
22752009.12.10 07:51s/l10450.10142.585142.585146.185-8800.003036060.00
22762009.12.11 07:00buy10460.10144.779142.005146.205
22772009.12.14 02:15sell10470.10144.661145.470141.870
22782009.12.15 15:28s/l10470.10145.468145.470141.870-8070.003027990.00
22792009.12.15 17:15buy10480.10145.643144.860148.610
22802009.12.16 11:31t/p10460.10146.208142.005146.20514290.003042280.00
22812009.12.16 14:00buy10490.10146.675143.140148.100
22822009.12.16 14:45buy10500.10146.689145.845149.445
22832009.12.16 15:30modify10480.10145.643145.925148.610
22842009.12.16 17:30close10480.10146.680145.925148.61010370.003052650.00
22852009.12.16 17:45buy10510.10146.807146.025149.775
22862009.12.17 09:02s/l10510.10146.032146.025149.775-7750.003044900.00
22872009.12.17 09:06s/l10500.10145.845145.845149.445-8440.003036460.00
22882009.12.18 12:15buy10520.10146.414145.575149.175
22892009.12.18 18:18s/l10520.10145.565145.575149.175-8490.003027970.00
22902009.12.21 11:30buy10530.10145.685144.860148.460
22912009.12.21 16:45close10530.10146.189144.860148.4605040.003033010.00
22922009.12.21 16:45sell10540.10146.190146.985143.385
22932009.12.22 03:15buy10550.10146.725145.935149.685
22942009.12.22 03:20s/l10540.10146.984146.985143.385-7940.003025070.00
22952009.12.22 17:15sell10560.10146.379147.180143.580
22962009.12.23 03:30close10550.10146.338145.935149.685-3870.003021200.00
22972009.12.24 09:30sell10570.10145.927146.675142.925
22982009.12.24 13:30close10560.10146.220147.180143.5801590.003022790.00
22992009.12.24 21:06sell10580.10145.891146.455143.475
23002009.12.24 22:00close10580.10146.128146.455143.475-2370.003020420.00
23012009.12.25 00:15buy10590.10146.145145.303148.903
23022009.12.25 02:01sell10600.10146.029146.581143.601
23032009.12.25 08:00close10590.10146.032145.303148.903-1130.003019290.00
23042009.12.25 08:00sell10610.10146.025146.832143.232
23052009.12.25 09:45close10570.10145.979146.675142.925-520.003018770.00
23062009.12.25 10:30sell10620.10145.683146.423142.673
23072009.12.25 19:00close10600.10145.789146.581143.6012400.003021170.00
23082009.12.25 19:00buy10630.10145.792145.168148.148
23092009.12.28 10:45close10620.10146.130146.423142.673-4470.003016700.00
23102009.12.28 18:00buy10640.10146.647145.870149.620
23112009.12.29 02:36s/l10610.10146.833146.832143.232-8080.003008620.00
23122009.12.29 18:00close10630.10146.668145.168148.1488760.003017380.00
23132009.12.29 18:15close10640.10146.323145.870149.620-3240.003014140.00
23142009.12.30 17:00buy10650.10147.395146.620150.370
23152009.12.30 17:42t/p10490.10148.090143.140148.10014150.003028290.00
23162009.12.30 17:45buy10660.10148.188147.195151.545
23172009.12.30 18:45modify10650.10147.395147.610150.370
23182009.12.31 16:00buy10670.10150.199149.605154.955
23192009.12.31 16:00modify10660.10148.188149.260151.545
23202009.12.31 17:15close10650.10150.219147.610150.37028240.003056530.00
23212010.01.01 14:00close10660.10150.367149.260151.54521790.003078320.00
23222010.01.04 01:56s/l10670.10149.600149.605154.955-5990.003072330.00
23232010.01.04 16:00sell10680.10149.715150.275144.925
23242010.01.04 19:00sell10690.10149.072153.070147.390
23252010.01.05 03:15sell10700.10148.324149.080145.330
23262010.01.05 11:58t/p10690.10147.388153.070147.39016840.003089170.00
23272010.01.05 13:00modify10700.10148.324148.095145.330
23282010.01.05 15:30sell10710.10147.072147.880144.280
23292010.01.06 03:30close10700.10147.136148.095145.33011880.003101050.00
23302010.01.06 09:00close10710.10147.158147.880144.280-860.003100190.00
23312010.01.06 09:00buy10720.10147.165146.325149.925
23322010.01.07 15:15close10720.10148.393146.325149.92512280.003112470.00
23332010.01.07 15:15sell10730.10148.398149.195145.595
23342010.01.08 00:09s/l10730.10149.210149.195145.595-8120.003104350.00
23352010.01.08 00:15buy10740.10149.086148.300152.050
23362010.01.08 15:30s/l10740.10148.226148.300152.050-8600.003095750.00
23372010.01.11 12:00buy10750.10149.320148.545152.295
23382010.01.11 17:41s/l10750.10148.551148.545152.295-7690.003088060.00
23392010.01.12 11:30sell10760.10147.632148.380144.630
23402010.01.13 10:54s/l10760.10148.370148.380144.630-7380.003080680.00
23412010.01.15 03:30buy10770.10148.785147.945151.545
23422010.01.15 10:26s/l10770.10147.948147.945151.545-8370.003072310.00
23432010.01.15 12:00sell10780.10148.018151.630146.340
23442010.01.19 11:45sell10790.10148.799149.595145.995
23452010.01.19 12:30buy10800.10148.956148.170151.920
23462010.01.20 09:31s/l10800.10148.161148.170151.920-7950.003064360.00
23472010.01.21 04:15close10790.10148.679149.595145.9951200.003065560.00
23482010.01.21 04:15buy10810.10148.690147.860151.460
23492010.01.21 11:30close10810.10148.247147.860151.460-4430.003061130.00
23502010.01.21 11:30sell10820.10148.263149.015145.415
23512010.01.21 17:45sell10830.10147.759148.500144.750
23522010.01.21 18:44t/p10780.10146.342151.630146.34016760.003077890.00
23532010.01.21 19:00modify10830.10147.759147.090144.750
23542010.01.21 19:00modify10820.10148.263147.190145.415
23552010.01.22 02:00close10830.10146.546147.090144.75012130.003090020.00
23562010.01.22 09:55s/l10820.10147.185147.190145.41510780.003100800.00
23572010.01.22 10:00sell10840.10146.924147.730144.130
23582010.01.22 14:50t/p10680.10144.924150.275144.92547910.003148710.00
23592010.01.22 16:00sell10850.10145.083145.640140.290
23602010.01.22 18:30s/l10850.10145.646145.640140.290-5630.003143080.00
23612010.01.22 22:15modify10840.10146.924145.785144.130
23622010.01.25 09:14s/l10840.10145.786145.785144.13011380.003154460.00
23632010.01.25 09:15buy10860.10145.820144.980148.580
23642010.01.26 04:00buy10870.10147.169143.170148.850
23652010.01.26 11:25s/l10860.10144.965144.980148.580-8550.003145910.00
23662010.01.26 12:15sell10880.10144.318145.075141.325
23672010.01.26 13:00sell10890.10144.310145.255140.905
23682010.01.27 12:12s/l10880.10145.066145.075141.325-7480.003138430.00
23692010.01.27 12:14s/l10890.10145.253145.255140.905-9430.003129000.00
23702010.01.28 10:00close10870.10146.965143.170148.850-2040.003126960.00
23712010.01.28 11:00buy10900.10147.148143.145148.825
23722010.01.29 18:45buy10910.10144.676143.840147.440
23732010.02.01 00:00s/l10910.10143.280143.840147.440-13960.003113000.00
23742010.02.01 12:26s/l10900.10143.152143.145148.825-39960.003073040.00
23752010.02.01 17:45buy10920.10144.588143.755147.355
23762010.02.03 14:00close10920.10144.697143.755147.3551090.003074130.00
23772010.02.03 17:00buy10930.10145.218144.420148.170
23782010.02.04 02:30s/l10930.10144.416144.420148.170-8020.003066110.00
23792010.02.04 11:00sell10940.10144.110144.685141.705
23802010.02.04 11:15sell10950.10144.021144.775141.025
23812010.02.04 17:30modify10950.10144.021143.560141.025
23822010.02.04 18:00sell10960.10142.542143.500139.150
23832010.02.04 18:21t/p10940.10141.699144.685141.70524110.003090220.00
23842010.02.04 18:27t/p10950.10141.029143.560141.02529920.003120140.00
23852010.02.04 18:27sell10970.10141.012143.075139.325
23862010.02.04 18:45close10970.10140.032143.075139.3259800.003129940.00
23872010.02.04 18:45close10960.10140.032143.500139.15025100.003155040.00
23882010.02.04 18:45sell10980.10140.002140.735136.985
23892010.02.04 18:55s/l10980.10140.743140.735136.985-7410.003147630.00
23902010.02.04 20:00sell10990.10140.652141.205135.855
23912010.02.05 02:13s/l10990.10141.207141.205135.855-5550.003142080.00
23922010.02.08 12:00sell11000.10139.233139.780134.430
23932010.02.08 16:45buy11010.10139.171138.345141.945
23942010.02.08 18:07s/l11000.10139.775139.780134.430-5420.003136660.00
23952010.02.09 00:03sell11020.10139.013139.620134.270
23962010.02.09 04:06s/l11020.10139.622139.620134.270-6090.003130570.00
23972010.02.10 02:45modify11010.10139.171140.335141.945
23982010.02.10 07:22s/l11010.10140.345140.335141.94511740.003142310.00
23992010.02.11 15:45sell11030.10140.146140.950137.350
24002010.02.11 21:29s/l11030.10140.954140.950137.350-8080.003134230.00
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