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30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
43512013.02.15 11:49t/p20280.10142.782147.988142.79116910.005171040.00
43522013.02.15 13:45close20270.10143.610144.171141.4738560.005179600.00
43532013.02.15 15:43s/l20290.10144.928144.916141.316-8160.005171440.00
43542013.02.19 19:00sell20300.10144.354147.988142.665
43552013.02.20 07:30sell20310.10143.899144.651140.901
43562013.02.20 22:53t/p20300.10142.666147.988142.66516880.005188320.00
43572013.02.20 23:15modify20310.10143.899143.473140.901
43582013.02.21 00:00sell20320.10142.517146.517140.837
43592013.02.21 07:45close20310.10141.501143.473140.90123980.005212300.00
43602013.02.21 08:00close20320.10141.553146.517140.8379640.005221940.00
43612013.02.21 09:45sell20330.10141.881142.832138.482
43622013.02.21 20:00sell20340.10141.726142.281136.931
43632013.02.22 01:15close20330.10142.012142.832138.482-1310.005220630.00
43642013.02.22 01:15buy20350.10142.024141.180144.780
43652013.02.22 02:05s/l20340.10142.282142.281136.931-5560.005215070.00
43662013.02.25 18:00sell20360.10141.709142.289139.309
43672013.02.25 18:00sell20370.10141.715142.459138.709
43682013.02.25 18:45s/l20350.10141.183141.180144.780-8410.005206660.00
43692013.02.25 19:00sell20380.10141.070142.018137.668
43702013.02.25 20:00sell20390.10141.499145.504139.824
43712013.02.25 21:01t/p20390.10139.814145.504139.82416850.005223510.00
43722013.02.25 21:30modify20370.10141.715141.382138.709
43732013.02.25 21:30close20370.10140.869141.382138.7098460.005231970.00
43742013.02.25 21:30sell20400.10140.858141.606137.856
43752013.02.25 22:00sell20410.10140.657144.664138.984
43762013.02.25 22:29t/p20360.10139.261142.289139.30924480.005256450.00
43772013.02.25 22:30t/p20410.10138.974144.664138.98416830.005273280.00
43782013.02.25 22:45modify20400.10140.858140.022137.856
43792013.02.25 23:00modify20380.10141.070139.662137.668
43802013.02.25 23:00close20380.10138.506139.662137.66825640.005298920.00
43812013.02.26 00:00sell20420.10139.203139.741134.391
43822013.02.26 00:13s/l20420.10139.754139.741134.391-5510.005293410.00
43832013.02.26 00:15close20400.10139.763140.022137.85610950.005304360.00
43842013.03.01 20:00buy20430.10140.901140.136143.886
43852013.03.04 20:15close20430.10140.883140.136143.886-180.005304180.00
43862013.03.05 00:00buy20440.10141.326139.127142.740
43872013.03.07 06:00sell20450.10140.733141.510139.303
43882013.03.07 14:00s/l20450.10141.597141.510139.303-8640.005295540.00
43892013.03.07 14:15buy20460.10141.782141.013144.763
43902013.03.07 16:00buy20470.10142.331141.736144.716
43912013.03.07 18:31t/p20440.10142.746139.127142.74014200.005309740.00
43922013.03.08 05:00modify20460.10141.782142.013144.763
43932013.03.08 14:30close20460.10143.965142.013144.76321830.005331570.00
43942013.03.08 15:30t/p20470.10144.728141.736144.71623970.005355540.00
43952013.03.12 01:45buy20480.10144.112143.334147.084
43962013.03.12 11:20s/l20480.10143.341143.334147.084-7710.005347830.00
43972013.03.12 14:00sell20490.10142.498144.777141.079
43982013.03.13 10:45buy20500.10142.888142.059145.659
43992013.03.14 10:30buy20510.10143.696142.931146.681
44002013.03.14 19:16s/l20490.10144.784144.777141.079-22860.005324970.00
44012013.03.14 21:00modify20510.10143.696143.902146.681
44022013.03.14 22:45modify20500.10142.888143.933145.659
44032013.03.15 07:00close20500.10145.008143.933145.65921200.005346170.00
44042013.03.15 10:45close20510.10145.265143.902146.68115690.005361860.00
44052013.03.15 11:00buy20520.10145.459144.487148.837
44062013.03.15 17:46s/l20520.10144.436144.487148.837-10230.005351630.00
44072013.03.18 10:00sell20530.10142.699146.709141.029
44082013.03.18 19:45buy20540.10143.898143.081146.681
44092013.03.20 13:30buy20550.10144.568143.791147.541
44102013.03.20 15:45close20550.10144.201143.791147.541-3670.005347960.00
44112013.03.20 16:00buy20560.10144.664143.894147.644
44122013.03.20 16:00close20540.10144.654143.081146.6817560.005355520.00
44132013.03.21 12:30sell20570.10144.697145.440141.840
44142013.03.21 16:15close20560.10144.362143.894147.644-3020.005352500.00
44152013.03.22 13:15sell20580.10143.444144.194140.444
44162013.03.22 14:49s/l20580.10144.197144.194140.444-7530.005344970.00
44172013.03.25 08:45close20570.10144.593145.440141.8401040.005346010.00
44182013.03.25 17:45sell20590.10143.260144.006140.256
44192013.03.25 21:00close20590.10142.784144.006140.2564760.005350770.00
44202013.03.25 21:00sell20600.10142.762143.504139.754
44212013.03.26 10:32s/l20600.10143.505143.504139.754-7430.005343340.00
44222013.03.27 14:30sell20610.10142.433143.187139.437
44232013.03.28 14:45close20610.10142.708143.187139.437-2750.005340590.00
44242013.03.29 10:15sell20620.10142.746143.555139.955
44252013.04.01 10:15sell20630.10142.202142.962139.212
44262013.04.01 17:00sell20640.10142.304142.894139.914
44272013.04.02 06:30close20620.10141.435143.555139.95513110.005353700.00
44282013.04.02 10:30close20630.10141.480142.962139.2127220.005360920.00
44292013.04.02 15:29t/p20530.10141.021146.709141.02916780.005377700.00
44302013.04.02 15:30sell20650.10141.013141.769138.019
44312013.04.03 10:15sell20660.10140.954141.912137.562
44322013.04.03 11:30close20660.10141.395141.912137.562-4410.005373290.00
44332013.04.03 11:30buy20670.10141.390140.565144.165
44342013.04.03 15:45close20650.10141.250141.769138.019-2370.005370920.00
44352013.04.03 17:15close20670.10140.725140.565144.165-6650.005364270.00
44362013.04.03 17:15sell20680.10140.727141.680137.330
44372013.04.03 18:00sell20690.10140.540141.296137.546
44382013.04.03 18:15close20680.10140.670141.680137.330570.005364840.00
44392013.04.03 18:15buy20700.10140.673139.855143.455
44402013.04.04 07:41s/l20690.10141.290141.296137.546-7500.005357340.00
44412013.04.04 08:00close20640.10142.223142.894139.914810.005358150.00
44422013.04.04 09:00modify20700.10140.673141.687143.455
44432013.04.04 09:23t/p20700.10143.464141.687143.45527910.005386060.00
44442013.04.04 18:00buy20710.10146.312145.333149.683
44452013.04.04 20:00buy20720.10146.172145.594150.944
44462013.04.05 17:30modify20710.10146.312147.580149.683
44472013.04.05 21:28t/p20710.10149.683147.580149.68333710.005419770.00
44482013.04.05 21:30buy20730.10149.732148.766153.116
44492013.04.08 00:00close20720.10150.332145.594150.94441600.005461370.00
44502013.04.09 01:00modify20730.10149.732150.769153.116
44512013.04.09 10:17s/l20730.10150.771150.769153.11610390.005471760.00
44522013.04.09 20:00buy20740.10151.918151.352156.702
44532013.04.09 20:30buy20750.10152.132151.356155.106
44542013.04.09 21:15buy20760.10152.283151.308155.658
44552013.04.10 15:15close20760.10151.701151.308155.658-5820.005465940.00
44562013.04.10 20:45close20750.10152.722151.356155.1065900.005471840.00
44572013.04.10 21:00buy20770.10152.840152.064155.814
44582013.04.10 21:00buy20780.10152.838151.864156.214
44592013.04.11 21:15close20770.10153.711152.064155.8148710.005480550.00
44602013.04.11 21:30buy20790.10153.769152.998156.748
44612013.04.12 06:44s/l20790.10152.994152.998156.748-7750.005472800.00
44622013.04.12 12:18s/l20780.10151.861151.864156.214-9770.005463030.00
44632013.04.12 20:00close20740.10151.989151.352156.702710.005463740.00
44642013.04.12 20:00sell20800.10152.003152.549147.199
44652013.04.12 20:00sell20810.10151.996153.879150.579
44662013.04.15 00:00close20810.10150.740153.879150.57912560.005476300.00
44672013.04.15 01:00sell20820.10150.863153.879149.394
44682013.04.15 01:15sell20830.10151.073151.831148.081
44692013.04.15 06:00close20820.10150.439153.879149.3944240.005480540.00
44702013.04.15 07:15modify20830.10151.073150.521148.081
44712013.04.15 10:30s/l20830.10150.520150.521148.0815530.005486070.00
44722013.04.15 11:00sell20840.10150.520151.317147.717
44732013.04.15 23:00modify20840.10150.520149.501147.717
44742013.04.15 23:23t/p20840.10147.721149.501147.71727990.005514060.00
44752013.04.16 00:18t/p20800.10147.183152.549147.19948200.005562260.00
44762013.04.19 06:00sell20850.10150.658151.456147.856
44772013.04.19 09:15buy20860.10150.862150.095153.845
44782013.04.19 09:40s/l20850.10151.453151.456147.856-7950.005554310.00
44792013.04.19 11:00modify20860.10150.862151.311153.845
44802013.04.19 19:02s/l20860.10151.314151.311153.8454520.005558830.00
44812013.04.23 08:00sell20870.10150.816152.535149.389
44822013.04.23 17:30sell20880.10151.817152.617149.017
44832013.04.23 20:15close20880.10151.603152.617149.0172140.005560970.00
44842013.04.23 20:15buy20890.10151.609150.784154.384
44852013.04.25 11:30s/l20870.10152.548152.535149.389-17320.005543650.00
44862013.04.25 11:45buy20900.10152.797152.033155.783
44872013.04.25 13:00buy20910.10153.065149.966154.488
44882013.04.25 16:30close20890.10153.509150.784154.38419000.005562650.00
44892013.04.26 08:25s/l20900.10152.025152.033155.783-7720.005554930.00
44902013.04.29 11:15buy20920.10152.079151.267154.867
44912013.04.30 09:39s/l20920.10151.269151.267154.867-8100.005546830.00
44922013.04.30 12:45sell20930.10151.182151.934148.184
44932013.05.01 04:00sell20940.10150.924151.502148.522
44942013.05.01 10:11s/l20940.10151.508151.502148.522-5840.005540990.00
44952013.05.01 11:28s/l20930.10151.943151.934148.184-7610.005533380.00
44962013.05.01 22:00buy20950.10151.843151.245154.225
44972013.05.02 02:53s/l20950.10151.248151.245154.225-5950.005527430.00
44982013.05.02 15:30buy20960.10152.715151.716155.466
44992013.05.02 16:30s/l20960.10151.716151.716155.466-9990.005517440.00
45002013.05.02 17:15buy20970.10152.128151.361155.111
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