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31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
45012013.05.02 20:00buy20980.10152.227151.632154.612
45022013.05.03 16:00close20980.10153.678151.632154.61214510.005531950.00
45032013.05.03 16:00modify20970.10152.128152.598155.111
45042013.05.03 16:45buy20990.10154.356153.376157.726
45052013.05.03 16:45t/p20910.10154.490149.966154.48814250.005546200.00
45062013.05.03 17:30close20970.10154.365152.598155.11122370.005568570.00
45072013.05.03 20:00buy21000.10154.250153.682159.032
45082013.05.07 04:24s/l21000.10153.686153.682159.032-5640.005562930.00
45092013.05.07 04:30close20990.10153.800153.376157.726-5560.005557370.00
45102013.05.07 04:30sell21010.10153.809154.602151.002
45112013.05.07 19:00sell21020.10153.102154.806151.431
45122013.05.07 20:00sell21030.10153.327153.867148.517
45132013.05.08 16:15close21010.10153.210154.602151.0025990.005563360.00
45142013.05.08 16:15buy21040.10153.222152.393155.993
45152013.05.08 18:09s/l21030.10153.871153.867148.517-5440.005557920.00
45162013.05.08 20:00sell21050.10153.838154.393149.043
45172013.05.09 20:15buy21060.10154.351153.581157.331
45182013.05.09 20:15s/l21050.10154.402154.393149.043-5640.005552280.00
45192013.05.09 20:56s/l21020.10154.840154.806151.431-17380.005534900.00
45202013.05.09 21:15modify21060.10154.351154.555157.331
45212013.05.09 21:15modify21040.10153.222154.455155.993
45222013.05.10 00:02buy21070.10155.465154.838160.188
45232013.05.10 00:02buy21080.10155.452152.744156.840
45242013.05.10 04:40t/p21040.10155.986154.455155.99327640.005562540.00
45252013.05.10 05:45buy21090.10156.033155.049159.399
45262013.05.10 11:00close21080.10156.425152.744156.8409730.005572270.00
45272013.05.10 20:30close21060.10155.917154.555157.33115660.005587930.00
45282013.05.13 15:45close21090.10156.348155.049159.3993150.005591080.00
45292013.05.13 15:45sell21100.10156.349157.151153.551
45302013.05.15 12:00close21100.10156.124157.151153.5512250.005593330.00
45312013.05.15 22:00buy21110.10155.736154.901158.501
45322013.05.16 12:45buy21120.10156.308155.528159.278
45332013.05.16 13:00buy21130.10156.241155.641158.621
45342013.05.17 13:00close21130.10156.036155.641158.621-2050.005591280.00
45352013.05.17 13:00close21120.10156.038155.528159.278-2700.005588580.00
45362013.05.17 17:30buy21140.10156.517155.738159.488
45372013.05.17 18:00buy21150.10156.441155.845158.825
45382013.05.17 18:15close21110.10156.330154.901158.5015940.005594520.00
45392013.05.20 00:36s/l21150.10155.827155.845158.825-6140.005588380.00
45402013.05.20 00:37s/l21140.10155.743155.738159.488-7740.005580640.00
45412013.05.20 12:00buy21160.10155.952155.125158.725
45422013.05.20 16:00sell21170.10155.718156.775154.028
45432013.05.21 05:00buy21180.10156.403155.800158.780
45442013.05.21 12:00close21180.10156.022155.800158.780-3810.005576830.00
45452013.05.21 14:00sell21190.10155.649156.395152.645
45462013.05.21 18:00sell21200.10155.254155.836152.856
45472013.05.22 08:15close21160.10155.311155.125158.725-6410.005570420.00
45482013.05.22 11:25s/l21200.10155.838155.836152.856-5840.005564580.00
45492013.05.22 13:30close21190.10155.444156.395152.6452050.005566630.00
45502013.05.22 21:37s/l21070.10154.825154.838160.188-6400.005560230.00
45512013.05.22 22:30sell21210.10154.666155.426151.676
45522013.05.23 00:02buy21220.10155.262154.423158.023
45532013.05.23 03:14s/l21210.10155.436155.426151.676-7700.005552530.00
45542013.05.23 03:30close21220.10155.370154.423158.0231080.005553610.00
45552013.05.23 03:30sell21230.10155.379156.176152.576
45562013.05.23 06:45sell21240.10154.777155.520151.770
45572013.05.23 08:26t/p21170.10154.018156.775154.02817000.005570610.00
45582013.05.23 09:15modify21240.10154.777154.386151.770
45592013.05.23 09:17t/p21230.10152.570156.176152.57628090.005598700.00
45602013.05.23 12:15close21240.10153.123154.386151.77016540.005615240.00
45612013.05.23 13:00sell21250.10152.550156.556150.876
45622013.05.24 08:15sell21260.10153.138153.941150.341
45632013.05.24 11:29s/l21260.10153.974153.941150.341-8360.005606880.00
45642013.05.24 12:15sell21270.10153.681154.490150.890
45652013.05.28 08:30close21270.10154.046154.490150.890-3650.005603230.00
45662013.05.28 17:00buy21280.10154.616153.753157.503
45672013.05.28 17:30close21280.10154.163153.753157.503-4530.005598700.00
45682013.05.31 11:30buy21290.10152.610151.769155.369
45692013.06.03 17:45sell21300.10152.293153.047149.297
45702013.06.04 07:45close21290.10152.836151.769155.3692260.005600960.00
45712013.06.04 08:39s/l21300.10153.056153.047149.297-7630.005593330.00
45722013.06.05 06:45sell21310.10153.463154.258150.658
45732013.06.06 02:45sell21320.10152.374153.121149.371
45742013.06.06 08:05s/l21320.10153.119153.121149.371-7450.005585880.00
45752013.06.06 10:15close21310.10153.307154.258150.6581560.005587440.00
45762013.06.06 10:15buy21330.10153.298152.485156.085
45772013.06.06 16:00buy21340.10153.490152.722156.472
45782013.06.06 17:52s/l21340.10152.723152.722156.472-7670.005579770.00
45792013.06.06 18:54s/l21330.10152.430152.485156.085-8680.005571090.00
45802013.06.06 19:00sell21350.10152.418153.000150.020
45812013.06.06 19:00sell21360.10152.424153.170149.420
45822013.06.06 19:24t/p21250.10150.875156.556150.87616750.005587840.00
45832013.06.06 19:45modify21360.10152.424151.537149.420
45842013.06.06 20:00sell21370.10150.903151.457146.107
45852013.06.06 20:00close21350.10150.942153.000150.02014760.005602600.00
45862013.06.06 20:06s/l21370.10151.453151.457146.107-5500.005597100.00
45872013.06.06 20:07s/l21360.10151.545151.537149.4208790.005605890.00
45882013.06.06 20:08sell21380.10151.516151.657147.907
45892013.06.06 20:08s/l21380.10151.656151.657147.907-1400.005604490.00
45902013.06.06 20:30sell21390.10151.630152.384148.634
45912013.06.06 21:00sell21400.10151.444155.446149.766
45922013.06.07 00:00sell21410.10151.279151.797146.447
45932013.06.07 00:00sell21420.10151.265152.197147.847
45942013.06.07 00:44s/l21410.10151.795151.797146.447-5160.005599330.00
45952013.06.07 04:00sell21430.10151.774152.315146.965
45962013.06.07 05:45modify21390.10151.630151.322148.634
45972013.06.07 07:17t/p21400.10149.761155.446149.76616830.005616160.00
45982013.06.07 07:30close21390.10150.291151.322148.63413390.005629550.00
45992013.06.07 08:00close21430.10150.290152.315146.96514840.005644390.00
46002013.06.07 08:00sell21440.10150.264150.819145.469
46012013.06.07 08:00sell21450.10150.262154.269148.589
46022013.06.07 08:20s/l21440.10150.818150.819145.469-5540.005638850.00
46032013.06.07 12:00close21450.10150.218154.269148.589440.005639290.00
46042013.06.07 13:15modify21420.10151.265150.194147.847
46052013.06.07 16:15s/l21420.10150.202150.194147.84710630.005649920.00
46062013.06.10 00:14sell21460.10152.061152.381147.031
46072013.06.10 01:22s/l21460.10152.398152.381147.031-3370.005646550.00
46082013.06.13 09:15sell21470.10147.545148.503144.153
46092013.06.13 12:00sell21480.10147.746148.290142.940
46102013.06.13 16:02s/l21480.10148.281148.290142.940-5350.005641200.00
46112013.06.13 20:04s/l21470.10148.501148.503144.153-9560.005631640.00
46122013.06.18 11:45sell21490.10149.255150.054146.454
46132013.06.18 14:30close21490.10148.860150.054146.4543950.005635590.00
46142013.06.18 14:30buy21500.10148.854148.035151.635
46152013.06.19 01:45buy21510.10149.422148.629152.379
46162013.06.19 03:00buy21520.10149.439145.434151.114
46172013.06.19 10:29s/l21510.10148.629148.629152.379-7930.005627660.00
46182013.06.19 10:30sell21530.10148.586149.340145.590
46192013.06.19 20:59s/l21530.10149.349149.340145.590-7630.005620030.00
46202013.06.19 21:00close21500.10149.236148.035151.6353820.005623850.00
46212013.06.19 21:00sell21540.10149.249150.045146.445
46222013.06.19 21:15buy21550.10149.623148.828152.578
46232013.06.19 21:40s/l21540.10150.053150.045146.445-8040.005615810.00
46242013.06.19 22:00close21550.10149.280148.828152.578-3430.005612380.00
46252013.06.19 22:15buy21560.10149.721148.930152.680
46262013.06.19 23:00buy21570.10149.580148.964151.944
46272013.06.19 23:15close21560.10149.120148.930152.680-6010.005606370.00
46282013.06.19 23:17s/l21570.10148.957148.964151.944-6230.005600140.00
46292013.06.19 23:30buy21580.10149.182148.335151.935
46302013.06.20 00:43sell21590.10149.301149.854146.874
46312013.06.20 01:45buy21600.10149.669148.879152.629
46322013.06.20 02:00close21590.10149.593149.854146.874-2920.005597220.00
46332013.06.20 02:00buy21610.10149.594148.979151.959
46342013.06.20 03:24s/l21610.10148.982148.979151.959-6120.005591100.00
46352013.06.20 04:48s/l21600.10148.882148.879152.629-7870.005583230.00
46362013.06.20 06:00buy21620.10149.507148.896151.876
46372013.06.20 07:00buy21630.10150.006149.206152.956
46382013.06.20 10:21t/p21520.10151.114145.434151.11416750.005599980.00
46392013.06.20 10:45modify21630.10150.006150.346152.956
46402013.06.20 10:45modify21580.10149.182150.246151.935
46412013.06.20 11:00close21620.10151.511148.896151.87620040.005620020.00
46422013.06.20 19:45close21630.10151.565150.346152.95615590.005635610.00
46432013.06.21 17:36s/l21580.10150.245150.246151.93510630.005646240.00
46442013.06.24 01:30sell21640.10150.976151.779148.179
46452013.06.25 12:00sell21650.10149.826150.566146.816
46462013.06.25 13:29s/l21650.10150.565150.566146.816-7390.005638850.00
46472013.06.25 21:45close21640.10150.785151.779148.1791910.005640760.00
46482013.06.26 11:15sell21660.10150.076150.827147.077
46492013.06.28 05:19s/l21660.10150.842150.827147.077-7660.005633100.00
46502013.06.28 07:00buy21670.10150.935146.943152.623
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