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 |
| 451 | 2007.07.20 05:00 | buy | 211 | 0.10 | 250.400 | 249.640 | 253.390 | ||
| 452 | 2007.07.20 10:00 | buy | 212 | 0.10 | 250.669 | 250.060 | 253.040 | ||
| 453 | 2007.07.20 17:00 | close | 212 | 0.10 | 250.247 | 250.060 | 253.040 | -4220.00 | 867770.00 |
| 454 | 2007.07.20 17:19 | s/l | 211 | 0.10 | 249.634 | 249.640 | 253.390 | -7660.00 | 860110.00 |
| 455 | 2007.07.20 17:32 | s/l | 208 | 0.10 | 249.401 | 249.410 | 254.760 | -5980.00 | 854130.00 |
| 456 | 2007.07.20 17:33 | s/l | 210 | 0.10 | 249.241 | 249.240 | 252.840 | -8090.00 | 846040.00 |
| 457 | 2007.07.20 19:00 | sell | 213 | 0.10 | 249.159 | 251.120 | 247.470 | ||
| 458 | 2007.07.20 22:15 | sell | 214 | 0.10 | 249.080 | 249.840 | 246.090 | ||
| 459 | 2007.07.23 00:00 | s/l | 214 | 0.10 | 250.147 | 249.840 | 246.090 | -10670.00 | 835370.00 |
| 460 | 2007.07.23 04:01 | sell | 215 | 0.10 | 248.919 | 249.470 | 244.120 | ||
| 461 | 2007.07.23 04:01 | sell | 216 | 0.10 | 248.919 | 249.670 | 245.920 | ||
| 462 | 2007.07.23 12:33 | s/l | 215 | 0.10 | 249.464 | 249.470 | 244.120 | -5450.00 | 829920.00 |
| 463 | 2007.07.23 12:36 | s/l | 216 | 0.10 | 249.673 | 249.670 | 245.920 | -7540.00 | 822380.00 |
| 464 | 2007.07.23 23:30 | buy | 217 | 0.10 | 249.261 | 248.380 | 251.980 | ||
| 465 | 2007.07.24 22:02 | s/l | 217 | 0.10 | 248.375 | 248.380 | 251.980 | -8860.00 | 813520.00 |
| 466 | 2007.07.24 22:15 | sell | 218 | 0.10 | 247.967 | 248.720 | 244.970 | ||
| 467 | 2007.07.24 22:46 | t/p | 213 | 0.10 | 247.465 | 251.120 | 247.470 | 16940.00 | 830460.00 |
| 468 | 2007.07.25 00:01 | sell | 219 | 0.10 | 248.026 | 251.120 | 246.340 | ||
| 469 | 2007.07.25 03:30 | sell | 220 | 0.10 | 247.534 | 248.340 | 244.740 | ||
| 470 | 2007.07.25 04:00 | close | 219 | 0.10 | 246.580 | 251.120 | 246.340 | 14460.00 | 844920.00 |
| 471 | 2007.07.25 04:15 | modify | 218 | 0.10 | 247.967 | 247.450 | 244.970 | ||
| 472 | 2007.07.25 05:00 | sell | 221 | 0.10 | 246.971 | 250.980 | 245.300 | ||
| 473 | 2007.07.25 07:10 | s/l | 218 | 0.10 | 247.449 | 247.450 | 244.970 | 5180.00 | 850100.00 |
| 474 | 2007.07.26 14:15 | sell | 222 | 0.10 | 245.525 | 246.280 | 242.530 | ||
| 475 | 2007.07.26 14:18 | t/p | 221 | 0.10 | 245.309 | 250.980 | 245.300 | 16620.00 | 866720.00 |
| 476 | 2007.07.26 14:22 | t/p | 220 | 0.10 | 244.710 | 248.340 | 244.740 | 28240.00 | 894960.00 |
| 477 | 2007.07.26 16:00 | sell | 223 | 0.10 | 244.764 | 245.315 | 239.965 | ||
| 478 | 2007.07.26 16:15 | sell | 224 | 0.10 | 244.076 | 245.025 | 240.675 | ||
| 479 | 2007.07.26 16:30 | modify | 222 | 0.10 | 245.525 | 244.975 | 242.530 | ||
| 480 | 2007.07.26 19:30 | close | 222 | 0.10 | 244.461 | 244.975 | 242.530 | 10640.00 | 905600.00 |
| 481 | 2007.07.27 01:00 | modify | 224 | 0.10 | 244.076 | 242.660 | 240.675 | ||
| 482 | 2007.07.27 01:44 | s/l | 224 | 0.10 | 242.668 | 242.660 | 240.675 | 14080.00 | 919680.00 |
| 483 | 2007.07.27 08:45 | sell | 225 | 0.10 | 242.450 | 243.390 | 239.040 | ||
| 484 | 2007.07.27 19:30 | modify | 225 | 0.10 | 242.450 | 241.140 | 239.040 | ||
| 485 | 2007.07.27 20:00 | close | 223 | 0.10 | 240.573 | 245.315 | 239.965 | 41910.00 | 961590.00 |
| 486 | 2007.07.30 00:43 | t/p | 225 | 0.10 | 239.040 | 241.140 | 239.040 | 34100.00 | 995690.00 |
| 487 | 2007.07.30 12:00 | sell | 226 | 0.10 | 240.680 | 241.230 | 235.880 | ||
| 488 | 2007.07.30 23:31 | s/l | 226 | 0.10 | 241.253 | 241.230 | 235.880 | -5730.00 | 989960.00 |
| 489 | 2007.08.01 12:00 | sell | 227 | 0.10 | 237.990 | 238.530 | 233.180 | ||
| 490 | 2007.08.01 12:52 | s/l | 227 | 0.10 | 238.535 | 238.530 | 233.180 | -5450.00 | 984510.00 |
| 491 | 2007.08.01 22:30 | buy | 228 | 0.10 | 240.256 | 239.450 | 243.050 | ||
| 492 | 2007.08.02 19:00 | modify | 228 | 0.10 | 240.256 | 241.310 | 243.050 | ||
| 493 | 2007.08.02 19:06 | t/p | 228 | 0.10 | 243.043 | 241.310 | 243.050 | 27870.00 | 1012380.00 |
| 494 | 2007.08.03 17:15 | buy | 229 | 0.10 | 241.733 | 240.880 | 244.480 | ||
| 495 | 2007.08.03 22:58 | s/l | 229 | 0.10 | 240.872 | 240.880 | 244.480 | -8610.00 | 1003770.00 |
| 496 | 2007.08.07 11:15 | sell | 230 | 0.10 | 240.527 | 241.300 | 237.700 | ||
| 497 | 2007.08.08 10:45 | close | 230 | 0.10 | 240.589 | 241.300 | 237.700 | -620.00 | 1003150.00 |
| 498 | 2007.08.08 10:45 | buy | 231 | 0.10 | 240.577 | 239.740 | 243.340 | ||
| 499 | 2007.08.08 13:30 | buy | 232 | 0.10 | 242.088 | 241.300 | 245.050 | ||
| 500 | 2007.08.08 15:30 | modify | 231 | 0.10 | 240.577 | 241.630 | 243.340 | ||
| 501 | 2007.08.08 17:02 | t/p | 231 | 0.10 | 243.336 | 241.630 | 243.340 | 27590.00 | 1030740.00 |
| 502 | 2007.08.08 17:30 | modify | 232 | 0.10 | 242.088 | 242.350 | 245.050 | ||
| 503 | 2007.08.09 09:57 | s/l | 232 | 0.10 | 242.344 | 242.350 | 245.050 | 2560.00 | 1033300.00 |
| 504 | 2007.08.09 11:00 | sell | 233 | 0.10 | 242.395 | 243.190 | 239.590 | ||
| 505 | 2007.08.09 14:45 | modify | 233 | 0.10 | 242.395 | 241.280 | 239.590 | ||
| 506 | 2007.08.09 15:43 | t/p | 233 | 0.10 | 239.588 | 241.280 | 239.590 | 28070.00 | 1061370.00 |
| 507 | 2007.08.10 15:00 | sell | 234 | 0.10 | 236.493 | 237.435 | 233.085 | ||
| 508 | 2007.08.10 15:20 | s/l | 234 | 0.10 | 237.440 | 237.435 | 233.085 | -9470.00 | 1051900.00 |
| 509 | 2007.08.10 16:00 | sell | 235 | 0.10 | 237.453 | 238.000 | 232.650 | ||
| 510 | 2007.08.10 16:24 | s/l | 235 | 0.10 | 237.991 | 238.000 | 232.650 | -5380.00 | 1046520.00 |
| 511 | 2007.08.13 13:00 | sell | 236 | 0.10 | 236.778 | 237.730 | 233.380 | ||
| 512 | 2007.08.13 14:05 | s/l | 236 | 0.10 | 237.730 | 237.730 | 233.380 | -9520.00 | 1037000.00 |
| 513 | 2007.08.13 15:45 | sell | 237 | 0.10 | 238.330 | 239.130 | 235.530 | ||
| 514 | 2007.08.14 17:30 | modify | 237 | 0.10 | 238.330 | 236.965 | 235.530 | ||
| 515 | 2007.08.14 18:08 | t/p | 237 | 0.10 | 235.532 | 236.965 | 235.530 | 27980.00 | 1064980.00 |
| 516 | 2007.08.14 18:15 | sell | 238 | 0.10 | 235.530 | 236.470 | 232.120 | ||
| 517 | 2007.08.14 18:52 | s/l | 238 | 0.10 | 236.478 | 236.470 | 232.120 | -9480.00 | 1055500.00 |
| 518 | 2007.08.14 20:00 | sell | 239 | 0.10 | 236.054 | 236.600 | 231.250 | ||
| 519 | 2007.08.14 20:30 | sell | 240 | 0.10 | 235.707 | 236.660 | 232.310 | ||
| 520 | 2007.08.15 07:15 | modify | 240 | 0.10 | 235.707 | 234.635 | 232.310 | ||
| 521 | 2007.08.15 09:13 | t/p | 240 | 0.10 | 232.309 | 234.635 | 232.310 | 33980.00 | 1089480.00 |
| 522 | 2007.08.15 12:00 | sell | 241 | 0.10 | 232.370 | 233.325 | 228.975 | ||
| 523 | 2007.08.15 16:54 | s/l | 241 | 0.10 | 233.317 | 233.325 | 228.975 | -9470.00 | 1080010.00 |
| 524 | 2007.08.16 00:33 | t/p | 239 | 0.10 | 231.228 | 236.600 | 231.250 | 48260.00 | 1128270.00 |
| 525 | 2007.08.16 06:45 | sell | 242 | 0.10 | 229.643 | 230.650 | 226.300 | ||
| 526 | 2007.08.16 07:38 | s/l | 242 | 0.10 | 230.649 | 230.650 | 226.300 | -10060.00 | 1118210.00 |
| 527 | 2007.08.16 08:31 | sell | 243 | 0.10 | 230.265 | 231.240 | 226.890 | ||
| 528 | 2007.08.16 13:30 | modify | 243 | 0.10 | 230.265 | 228.990 | 226.890 | ||
| 529 | 2007.08.16 13:33 | t/p | 243 | 0.10 | 226.891 | 228.990 | 226.890 | 33740.00 | 1151950.00 |
| 530 | 2007.08.24 17:15 | sell | 244 | 0.10 | 233.261 | 233.900 | 230.300 | ||
| 531 | 2007.08.24 21:05 | s/l | 244 | 0.10 | 233.907 | 233.900 | 230.300 | -6460.00 | 1145490.00 |
| 532 | 2007.08.27 16:45 | sell | 245 | 0.10 | 233.814 | 234.670 | 231.070 | ||
| 533 | 2007.08.28 04:15 | modify | 245 | 0.10 | 233.814 | 232.750 | 231.070 | ||
| 534 | 2007.08.28 13:46 | s/l | 245 | 0.10 | 232.750 | 232.750 | 231.070 | 10640.00 | 1156130.00 |
| 535 | 2007.09.04 12:01 | sell | 246 | 0.10 | 232.622 | 235.520 | 231.190 | ||
| 536 | 2007.09.04 12:17 | sell | 247 | 0.10 | 232.431 | 233.180 | 229.430 | ||
| 537 | 2007.09.04 17:06 | s/l | 247 | 0.10 | 233.187 | 233.180 | 229.430 | -7560.00 | 1148570.00 |
| 538 | 2007.09.05 06:17 | buy | 248 | 0.10 | 233.761 | 232.970 | 236.570 | ||
| 539 | 2007.09.05 07:27 | s/l | 248 | 0.10 | 232.970 | 232.970 | 236.570 | -7910.00 | 1140660.00 |
| 540 | 2007.09.05 09:15 | sell | 249 | 0.10 | 232.407 | 233.130 | 229.380 | ||
| 541 | 2007.09.05 13:00 | sell | 250 | 0.10 | 232.885 | 233.630 | 230.030 | ||
| 542 | 2007.09.05 13:17 | s/l | 249 | 0.10 | 233.137 | 233.130 | 229.380 | -7300.00 | 1133360.00 |
| 543 | 2007.09.06 10:28 | s/l | 250 | 0.10 | 233.620 | 233.630 | 230.030 | -7350.00 | 1126010.00 |
| 544 | 2007.09.06 20:15 | sell | 251 | 0.10 | 233.120 | 233.940 | 230.340 | ||
| 545 | 2007.09.07 02:16 | s/l | 251 | 0.10 | 233.939 | 233.940 | 230.340 | -8190.00 | 1117820.00 |
| 546 | 2007.09.07 15:45 | sell | 252 | 0.10 | 231.932 | 232.690 | 228.940 | ||
| 547 | 2007.09.07 16:12 | t/p | 246 | 0.10 | 231.195 | 235.520 | 231.190 | 14270.00 | 1132090.00 |
| 548 | 2007.09.07 18:00 | modify | 252 | 0.10 | 231.932 | 231.250 | 228.940 | ||
| 549 | 2007.09.07 18:45 | close | 252 | 0.10 | 229.930 | 231.250 | 228.940 | 20020.00 | 1152110.00 |
| 550 | 2007.09.07 19:00 | sell | 253 | 0.10 | 230.346 | 234.340 | 228.920 | ||
| 551 | 2007.09.07 20:00 | close | 253 | 0.10 | 230.092 | 234.340 | 228.920 | 2540.00 | 1154650.00 |
| 552 | 2007.09.11 04:01 | sell | 254 | 0.10 | 229.904 | 230.680 | 227.080 | ||
| 553 | 2007.09.11 07:19 | s/l | 254 | 0.10 | 230.678 | 230.680 | 227.080 | -7740.00 | 1146910.00 |
| 554 | 2007.09.11 13:16 | buy | 255 | 0.10 | 230.542 | 229.690 | 233.290 | ||
| 555 | 2007.09.12 16:45 | close | 255 | 0.10 | 231.774 | 229.690 | 233.290 | 12320.00 | 1159230.00 |
| 556 | 2007.09.12 16:45 | sell | 256 | 0.10 | 231.770 | 232.570 | 228.970 | ||
| 557 | 2007.09.13 13:15 | buy | 257 | 0.10 | 232.502 | 231.740 | 235.490 | ||
| 558 | 2007.09.13 13:20 | s/l | 256 | 0.10 | 232.568 | 232.570 | 228.970 | -7980.00 | 1151250.00 |
| 559 | 2007.09.13 17:45 | modify | 257 | 0.10 | 232.502 | 232.920 | 235.490 | ||
| 560 | 2007.09.13 23:30 | close | 257 | 0.10 | 233.306 | 232.920 | 235.490 | 8040.00 | 1159290.00 |
| 561 | 2007.09.17 01:42 | buy | 258 | 0.10 | 231.040 | 230.220 | 233.820 | ||
| 562 | 2007.09.17 10:19 | s/l | 258 | 0.10 | 230.218 | 230.220 | 233.820 | -8220.00 | 1151070.00 |
| 563 | 2007.09.25 23:15 | buy | 259 | 0.10 | 231.898 | 231.055 | 234.655 | ||
| 564 | 2007.09.26 18:00 | buy | 260 | 0.10 | 233.194 | 229.190 | 234.870 | ||
| 565 | 2007.09.27 10:00 | modify | 259 | 0.10 | 231.898 | 232.910 | 234.655 | ||
| 566 | 2007.09.27 19:30 | close | 259 | 0.10 | 234.193 | 232.910 | 234.655 | 22950.00 | 1174020.00 |
| 567 | 2007.09.28 14:15 | sell | 261 | 0.10 | 234.064 | 234.855 | 231.255 | ||
| 568 | 2007.09.28 17:45 | close | 261 | 0.10 | 233.791 | 234.855 | 231.255 | 2730.00 | 1176750.00 |
| 569 | 2007.09.28 17:45 | buy | 262 | 0.10 | 233.803 | 232.960 | 236.560 | ||
| 570 | 2007.09.28 22:29 | t/p | 260 | 0.10 | 234.862 | 229.190 | 234.870 | 16680.00 | 1193430.00 |
| 571 | 2007.09.28 23:46 | buy | 263 | 0.10 | 235.242 | 234.390 | 238.140 | ||
| 572 | 2007.10.01 00:00 | buy | 264 | 0.10 | 234.726 | 234.130 | 239.480 | ||
| 573 | 2007.10.01 06:00 | buy | 265 | 0.10 | 235.336 | 231.315 | 236.995 | ||
| 574 | 2007.10.01 10:00 | close | 265 | 0.10 | 235.663 | 231.315 | 236.995 | 3270.00 | 1196700.00 |
| 575 | 2007.10.01 10:00 | buy | 266 | 0.10 | 235.680 | 231.690 | 237.370 | ||
| 576 | 2007.10.01 10:30 | modify | 262 | 0.10 | 233.803 | 234.920 | 236.560 | ||
| 577 | 2007.10.01 11:00 | close | 266 | 0.10 | 236.287 | 231.690 | 237.370 | 6070.00 | 1202770.00 |
| 578 | 2007.10.01 12:00 | buy | 267 | 0.10 | 235.966 | 231.960 | 237.640 | ||
| 579 | 2007.10.01 12:45 | modify | 263 | 0.10 | 235.242 | 235.455 | 238.140 | ||
| 580 | 2007.10.01 13:00 | close | 267 | 0.10 | 236.011 | 231.960 | 237.640 | 450.00 | 1203220.00 |
| 581 | 2007.10.01 13:00 | buy | 268 | 0.10 | 236.051 | 232.060 | 237.740 | ||
| 582 | 2007.10.01 14:26 | s/l | 263 | 0.10 | 235.454 | 235.455 | 238.140 | 2120.00 | 1205340.00 |
| 583 | 2007.10.01 15:36 | t/p | 262 | 0.10 | 236.564 | 234.920 | 236.560 | 27610.00 | 1232950.00 |
| 584 | 2007.10.01 17:00 | buy | 269 | 0.10 | 236.959 | 235.960 | 240.310 | ||
| 585 | 2007.10.02 04:56 | s/l | 269 | 0.10 | 235.963 | 235.960 | 240.310 | -9960.00 | 1222990.00 |
| 586 | 2007.10.03 10:00 | buy | 270 | 0.10 | 237.096 | 236.315 | 240.065 | ||
| 587 | 2007.10.03 11:45 | s/l | 270 | 0.10 | 236.311 | 236.315 | 240.065 | -7850.00 | 1215140.00 |
| 588 | 2007.10.03 14:15 | buy | 271 | 0.10 | 237.146 | 236.370 | 240.120 | ||
| 589 | 2007.10.03 17:15 | buy | 272 | 0.10 | 237.779 | 236.780 | 241.130 | ||
| 590 | 2007.10.03 17:15 | t/p | 268 | 0.10 | 237.730 | 232.060 | 237.740 | 16790.00 | 1231930.00 |
| 591 | 2007.10.03 19:01 | buy | 273 | 0.10 | 237.836 | 233.780 | 239.460 | ||
| 592 | 2007.10.04 06:46 | s/l | 272 | 0.10 | 236.783 | 236.780 | 241.130 | -9960.00 | 1221970.00 |
| 593 | 2007.10.04 07:36 | s/l | 271 | 0.10 | 236.354 | 236.370 | 240.120 | -7920.00 | 1214050.00 |
| 594 | 2007.10.04 16:00 | buy | 274 | 0.10 | 237.191 | 236.340 | 239.940 | ||
| 595 | 2007.10.05 15:45 | buy | 275 | 0.10 | 238.027 | 237.235 | 240.985 | ||
| 596 | 2007.10.08 01:15 | modify | 275 | 0.10 | 238.027 | 238.280 | 240.985 | ||
| 597 | 2007.10.08 07:00 | modify | 274 | 0.10 | 237.191 | 238.215 | 239.940 | ||
| 598 | 2007.10.08 12:15 | close | 274 | 0.10 | 238.991 | 238.215 | 239.940 | 18000.00 | 1232050.00 |
| 599 | 2007.10.08 14:07 | t/p | 273 | 0.10 | 239.463 | 233.780 | 239.460 | 16270.00 | 1248320.00 |
| 600 | 2007.10.08 14:44 | t/p | 264 | 0.10 | 239.479 | 234.130 | 239.480 | 47530.00 | 1295850.00 |