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 |
| 601 | 2007.10.08 14:45 | buy | 276 | 0.10 | 239.542 | 238.550 | 242.900 | ||
| 602 | 2007.10.08 16:00 | close | 275 | 0.10 | 239.568 | 238.280 | 240.985 | 15410.00 | 1311260.00 |
| 603 | 2007.10.09 00:45 | close | 276 | 0.10 | 239.154 | 238.550 | 242.900 | -3880.00 | 1307380.00 |
| 604 | 2007.10.09 00:45 | sell | 277 | 0.10 | 239.138 | 239.945 | 236.345 | ||
| 605 | 2007.10.09 16:00 | sell | 278 | 0.10 | 237.650 | 238.210 | 232.860 | ||
| 606 | 2007.10.09 16:00 | sell | 279 | 0.10 | 237.660 | 239.745 | 236.240 | ||
| 607 | 2007.10.09 17:00 | modify | 277 | 0.10 | 239.138 | 238.040 | 236.345 | ||
| 608 | 2007.10.09 18:10 | s/l | 277 | 0.10 | 238.044 | 238.040 | 236.345 | 10940.00 | 1318320.00 |
| 609 | 2007.10.09 21:46 | s/l | 278 | 0.10 | 238.207 | 238.210 | 232.860 | -5570.00 | 1312750.00 |
| 610 | 2007.10.09 21:46 | sell | 280 | 0.10 | 238.182 | 238.390 | 233.040 | ||
| 611 | 2007.10.09 21:47 | s/l | 280 | 0.10 | 238.396 | 238.390 | 233.040 | -2140.00 | 1310610.00 |
| 612 | 2007.10.10 10:50 | s/l | 279 | 0.10 | 239.757 | 239.745 | 236.240 | -20970.00 | 1289640.00 |
| 613 | 2007.10.10 11:30 | buy | 281 | 0.10 | 239.822 | 239.050 | 242.800 | ||
| 614 | 2007.10.10 12:30 | buy | 282 | 0.10 | 239.937 | 238.960 | 243.310 | ||
| 615 | 2007.10.10 15:00 | close | 281 | 0.10 | 239.640 | 239.050 | 242.800 | -1820.00 | 1287820.00 |
| 616 | 2007.10.10 20:34 | s/l | 282 | 0.10 | 238.964 | 238.960 | 243.310 | -9730.00 | 1278090.00 |
| 617 | 2007.10.11 11:45 | buy | 283 | 0.10 | 239.450 | 238.605 | 242.205 | ||
| 618 | 2007.10.11 21:18 | s/l | 283 | 0.10 | 238.596 | 238.605 | 242.205 | -8540.00 | 1269550.00 |
| 619 | 2007.10.12 08:15 | sell | 284 | 0.10 | 238.052 | 238.800 | 235.050 | ||
| 620 | 2007.10.12 10:00 | sell | 285 | 0.10 | 237.920 | 240.390 | 236.490 | ||
| 621 | 2007.10.12 15:41 | s/l | 284 | 0.10 | 238.804 | 238.800 | 235.050 | -7520.00 | 1262030.00 |
| 622 | 2007.10.15 13:15 | buy | 286 | 0.10 | 240.142 | 239.355 | 243.105 | ||
| 623 | 2007.10.15 13:51 | s/l | 285 | 0.10 | 240.380 | 240.390 | 236.490 | -24600.00 | 1237430.00 |
| 624 | 2007.10.15 16:00 | buy | 287 | 0.10 | 240.445 | 239.860 | 245.210 | ||
| 625 | 2007.10.15 16:15 | buy | 288 | 0.10 | 240.583 | 239.605 | 243.955 | ||
| 626 | 2007.10.15 17:53 | s/l | 287 | 0.10 | 239.851 | 239.860 | 245.210 | -5940.00 | 1231490.00 |
| 627 | 2007.10.15 18:03 | s/l | 288 | 0.10 | 239.605 | 239.605 | 243.955 | -9780.00 | 1221710.00 |
| 628 | 2007.10.15 18:06 | s/l | 286 | 0.10 | 239.355 | 239.355 | 243.105 | -7870.00 | 1213840.00 |
| 629 | 2007.10.15 22:15 | sell | 289 | 0.10 | 239.385 | 240.180 | 236.580 | ||
| 630 | 2007.10.16 12:00 | sell | 290 | 0.10 | 237.685 | 240.705 | 236.275 | ||
| 631 | 2007.10.16 13:00 | modify | 289 | 0.10 | 239.385 | 238.180 | 236.580 | ||
| 632 | 2007.10.16 14:00 | close | 290 | 0.10 | 237.080 | 240.705 | 236.275 | 6050.00 | 1219890.00 |
| 633 | 2007.10.16 15:00 | sell | 291 | 0.10 | 237.177 | 240.705 | 235.750 | ||
| 634 | 2007.10.16 16:00 | close | 291 | 0.10 | 237.714 | 240.705 | 235.750 | -5370.00 | 1214520.00 |
| 635 | 2007.10.16 16:00 | sell | 292 | 0.10 | 237.484 | 240.705 | 236.210 | ||
| 636 | 2007.10.16 18:00 | close | 292 | 0.10 | 236.891 | 240.705 | 236.210 | 5930.00 | 1220450.00 |
| 637 | 2007.10.17 04:41 | t/p | 289 | 0.10 | 236.582 | 238.180 | 236.580 | 28030.00 | 1248480.00 |
| 638 | 2007.10.17 21:15 | buy | 293 | 0.10 | 236.993 | 236.145 | 239.745 | ||
| 639 | 2007.10.18 00:33 | close | 293 | 0.10 | 237.739 | 236.145 | 239.745 | 7460.00 | 1255940.00 |
| 640 | 2007.10.18 00:33 | sell | 294 | 0.10 | 237.742 | 238.535 | 234.935 | ||
| 641 | 2007.10.19 02:00 | sell | 295 | 0.10 | 235.997 | 240.000 | 234.580 | ||
| 642 | 2007.10.19 04:01 | sell | 296 | 0.10 | 235.395 | 236.280 | 232.530 | ||
| 643 | 2007.10.19 04:15 | modify | 294 | 0.10 | 237.742 | 236.530 | 234.935 | ||
| 644 | 2007.10.19 04:45 | close | 296 | 0.10 | 235.718 | 236.280 | 232.530 | -3230.00 | 1252710.00 |
| 645 | 2007.10.19 10:09 | t/p | 294 | 0.10 | 234.924 | 236.530 | 234.935 | 28180.00 | 1280890.00 |
| 646 | 2007.10.22 00:00 | t/p | 295 | 0.10 | 234.561 | 240.000 | 234.580 | 14360.00 | 1295250.00 |
| 647 | 2007.10.26 10:16 | buy | 297 | 0.10 | 235.180 | 234.405 | 238.155 | ||
| 648 | 2007.10.26 11:00 | buy | 298 | 0.10 | 235.200 | 232.335 | 236.615 | ||
| 649 | 2007.10.26 14:22 | s/l | 297 | 0.10 | 234.412 | 234.405 | 238.155 | -7680.00 | 1287570.00 |
| 650 | 2007.10.29 10:00 | buy | 299 | 0.10 | 235.184 | 234.415 | 238.165 | ||
| 651 | 2007.10.29 14:35 | t/p | 298 | 0.10 | 236.620 | 232.335 | 236.615 | 14200.00 | 1301770.00 |
| 652 | 2007.10.29 14:45 | modify | 299 | 0.10 | 235.184 | 235.415 | 238.165 | ||
| 653 | 2007.10.29 16:00 | buy | 300 | 0.10 | 236.279 | 232.840 | 237.695 | ||
| 654 | 2007.10.30 10:07 | s/l | 299 | 0.10 | 235.421 | 235.415 | 238.165 | 2370.00 | 1304140.00 |
| 655 | 2007.10.30 12:15 | sell | 301 | 0.10 | 236.739 | 237.540 | 233.940 | ||
| 656 | 2007.10.30 20:03 | s/l | 301 | 0.10 | 237.543 | 237.540 | 233.940 | -8040.00 | 1296100.00 |
| 657 | 2007.10.30 20:05 | t/p | 300 | 0.10 | 237.697 | 232.840 | 237.695 | 14180.00 | 1310280.00 |
| 658 | 2007.10.31 10:30 | buy | 302 | 0.10 | 237.935 | 237.155 | 240.905 | ||
| 659 | 2007.10.31 14:00 | buy | 303 | 0.10 | 238.549 | 234.545 | 239.965 | ||
| 660 | 2007.10.31 17:45 | modify | 302 | 0.10 | 237.935 | 238.230 | 240.905 | ||
| 661 | 2007.10.31 21:46 | t/p | 303 | 0.10 | 239.968 | 234.545 | 239.965 | 14190.00 | 1324470.00 |
| 662 | 2007.11.01 10:45 | close | 302 | 0.10 | 240.116 | 238.230 | 240.905 | 21810.00 | 1346280.00 |
| 663 | 2007.11.01 14:45 | buy | 304 | 0.10 | 241.018 | 240.020 | 244.370 | ||
| 664 | 2007.11.01 15:48 | s/l | 304 | 0.10 | 240.019 | 240.020 | 244.370 | -9990.00 | 1336290.00 |
| 665 | 2007.11.01 17:30 | buy | 305 | 0.10 | 238.719 | 237.855 | 241.455 | ||
| 666 | 2007.11.01 19:30 | close | 305 | 0.10 | 239.886 | 237.855 | 241.455 | 11670.00 | 1347960.00 |
| 667 | 2007.11.01 19:30 | sell | 306 | 0.10 | 239.887 | 240.715 | 237.115 | ||
| 668 | 2007.11.02 02:30 | modify | 306 | 0.10 | 239.887 | 238.825 | 237.115 | ||
| 669 | 2007.11.02 04:56 | s/l | 306 | 0.10 | 238.826 | 238.825 | 237.115 | 10610.00 | 1358570.00 |
| 670 | 2007.11.05 13:15 | sell | 307 | 0.10 | 237.571 | 238.325 | 234.575 | ||
| 671 | 2007.11.05 17:00 | close | 307 | 0.10 | 237.604 | 238.325 | 234.575 | -330.00 | 1358240.00 |
| 672 | 2007.11.06 06:00 | buy | 308 | 0.10 | 238.740 | 237.905 | 241.505 | ||
| 673 | 2007.11.07 12:11 | s/l | 308 | 0.10 | 237.908 | 237.905 | 241.505 | -8320.00 | 1349920.00 |
| 674 | 2007.11.07 15:15 | sell | 309 | 0.10 | 237.360 | 238.105 | 234.355 | ||
| 675 | 2007.11.07 15:52 | s/l | 309 | 0.10 | 238.110 | 238.105 | 234.355 | -7500.00 | 1342420.00 |
| 676 | 2007.11.07 20:30 | sell | 310 | 0.10 | 237.579 | 238.320 | 234.570 | ||
| 677 | 2007.11.08 00:30 | modify | 310 | 0.10 | 237.579 | 236.945 | 234.570 | ||
| 678 | 2007.11.08 02:24 | s/l | 310 | 0.10 | 236.942 | 236.945 | 234.570 | 6370.00 | 1348790.00 |
| 679 | 2007.11.08 11:30 | buy | 311 | 0.10 | 237.565 | 236.715 | 240.315 | ||
| 680 | 2007.11.08 21:30 | s/l | 311 | 0.10 | 236.716 | 236.715 | 240.315 | -8490.00 | 1340300.00 |
| 681 | 2007.11.08 22:45 | buy | 312 | 0.10 | 237.767 | 236.925 | 240.525 | ||
| 682 | 2007.11.09 11:15 | s/l | 312 | 0.10 | 236.917 | 236.925 | 240.525 | -8500.00 | 1331800.00 |
| 683 | 2007.11.09 11:45 | sell | 313 | 0.10 | 236.067 | 236.815 | 233.065 | ||
| 684 | 2007.11.09 13:00 | modify | 313 | 0.10 | 236.067 | 235.585 | 233.065 | ||
| 685 | 2007.11.09 14:00 | t/p | 313 | 0.10 | 233.046 | 235.585 | 233.065 | 30210.00 | 1362010.00 |
| 686 | 2007.11.12 05:45 | sell | 314 | 0.10 | 228.532 | 229.400 | 225.050 | ||
| 687 | 2007.11.12 07:49 | s/l | 314 | 0.10 | 229.401 | 229.400 | 225.050 | -8690.00 | 1353320.00 |
| 688 | 2007.11.12 08:02 | sell | 315 | 0.10 | 229.529 | 230.140 | 224.790 | ||
| 689 | 2007.11.12 09:35 | s/l | 315 | 0.10 | 230.143 | 230.140 | 224.790 | -6140.00 | 1347180.00 |
| 690 | 2007.11.12 12:00 | sell | 316 | 0.10 | 229.643 | 230.180 | 224.830 | ||
| 691 | 2007.11.12 16:00 | close | 316 | 0.10 | 225.826 | 230.180 | 224.830 | 38170.00 | 1385350.00 |
| 692 | 2007.11.14 16:00 | buy | 317 | 0.10 | 230.788 | 230.200 | 235.550 | ||
| 693 | 2007.11.14 17:08 | s/l | 317 | 0.10 | 230.209 | 230.200 | 235.550 | -5790.00 | 1379560.00 |
| 694 | 2007.11.14 19:47 | sell | 318 | 0.10 | 229.467 | 230.340 | 226.740 | ||
| 695 | 2007.11.15 10:30 | close | 318 | 0.10 | 228.962 | 230.340 | 226.740 | 5050.00 | 1384610.00 |
| 696 | 2007.11.15 10:30 | buy | 319 | 0.10 | 228.975 | 228.125 | 231.725 | ||
| 697 | 2007.11.15 11:07 | s/l | 319 | 0.10 | 228.107 | 228.125 | 231.725 | -8680.00 | 1375930.00 |
| 698 | 2007.11.21 12:15 | sell | 320 | 0.10 | 222.837 | 223.790 | 219.440 | ||
| 699 | 2007.11.21 14:02 | s/l | 320 | 0.10 | 223.801 | 223.790 | 219.440 | -9640.00 | 1366290.00 |
| 700 | 2007.11.22 00:17 | sell | 321 | 0.10 | 223.846 | 224.400 | 219.050 | ||
| 701 | 2007.11.22 04:24 | s/l | 321 | 0.10 | 224.406 | 224.400 | 219.050 | -5600.00 | 1360690.00 |
| 702 | 2007.11.22 17:00 | sell | 322 | 0.10 | 224.177 | 224.980 | 221.380 | ||
| 703 | 2007.11.23 12:30 | sell | 323 | 0.10 | 222.635 | 223.390 | 219.640 | ||
| 704 | 2007.11.23 13:15 | modify | 322 | 0.10 | 224.177 | 222.995 | 221.380 | ||
| 705 | 2007.11.23 16:00 | sell | 324 | 0.10 | 221.906 | 222.455 | 217.105 | ||
| 706 | 2007.11.23 17:03 | t/p | 322 | 0.10 | 221.388 | 222.995 | 221.380 | 27890.00 | 1388580.00 |
| 707 | 2007.11.23 18:47 | s/l | 324 | 0.10 | 222.455 | 222.455 | 217.105 | -5490.00 | 1383090.00 |
| 708 | 2007.11.23 23:25 | s/l | 323 | 0.10 | 223.385 | 223.390 | 219.640 | -7500.00 | 1375590.00 |
| 709 | 2007.11.26 20:00 | buy | 325 | 0.10 | 224.001 | 223.415 | 228.765 | ||
| 710 | 2007.11.26 22:00 | s/l | 325 | 0.10 | 223.416 | 223.415 | 228.765 | -5850.00 | 1369740.00 |
| 711 | 2007.11.27 05:30 | sell | 326 | 0.10 | 224.429 | 225.140 | 221.540 | ||
| 712 | 2007.11.27 05:39 | s/l | 326 | 0.10 | 225.131 | 225.140 | 221.540 | -7020.00 | 1362720.00 |
| 713 | 2007.11.27 10:15 | buy | 327 | 0.10 | 223.635 | 222.900 | 226.500 | ||
| 714 | 2007.11.27 14:53 | s/l | 327 | 0.10 | 222.898 | 222.900 | 226.500 | -7370.00 | 1355350.00 |
| 715 | 2007.11.27 16:00 | buy | 328 | 0.10 | 223.614 | 223.085 | 228.435 | ||
| 716 | 2007.11.28 19:02 | t/p | 328 | 0.10 | 228.444 | 223.085 | 228.435 | 48300.00 | 1403650.00 |
| 717 | 2007.12.03 03:15 | sell | 329 | 0.10 | 227.701 | 228.505 | 224.905 | ||
| 718 | 2007.12.03 12:56 | s/l | 329 | 0.10 | 228.503 | 228.505 | 224.905 | -8020.00 | 1395630.00 |
| 719 | 2007.12.03 15:45 | buy | 330 | 0.10 | 227.855 | 227.005 | 230.605 | ||
| 720 | 2007.12.04 11:16 | s/l | 330 | 0.10 | 227.012 | 227.005 | 230.605 | -8430.00 | 1387200.00 |
| 721 | 2007.12.04 12:45 | sell | 331 | 0.10 | 226.165 | 226.925 | 223.175 | ||
| 722 | 2007.12.04 15:00 | sell | 332 | 0.10 | 226.252 | 229.355 | 224.835 | ||
| 723 | 2007.12.05 06:56 | s/l | 331 | 0.10 | 226.934 | 226.925 | 223.175 | -7690.00 | 1379510.00 |
| 724 | 2007.12.05 11:30 | t/p | 332 | 0.10 | 224.813 | 229.355 | 224.835 | 14390.00 | 1393900.00 |
| 725 | 2007.12.07 07:11 | sell | 333 | 0.10 | 225.059 | 225.955 | 222.355 | ||
| 726 | 2007.12.07 11:33 | s/l | 333 | 0.10 | 225.964 | 225.955 | 222.355 | -9050.00 | 1384850.00 |
| 727 | 2007.12.07 16:00 | buy | 334 | 0.10 | 226.814 | 226.025 | 229.775 | ||
| 728 | 2007.12.10 09:30 | sell | 335 | 0.10 | 226.635 | 227.430 | 223.830 | ||
| 729 | 2007.12.10 10:43 | s/l | 335 | 0.10 | 227.427 | 227.430 | 223.830 | -7920.00 | 1376930.00 |
| 730 | 2007.12.10 13:00 | modify | 334 | 0.10 | 226.814 | 227.025 | 229.775 | ||
| 731 | 2007.12.10 16:15 | close | 334 | 0.10 | 228.361 | 227.025 | 229.775 | 15470.00 | 1392400.00 |
| 732 | 2007.12.13 10:31 | sell | 336 | 0.10 | 227.597 | 228.320 | 224.720 | ||
| 733 | 2007.12.13 11:04 | s/l | 336 | 0.10 | 228.334 | 228.320 | 224.720 | -7370.00 | 1385030.00 |
| 734 | 2007.12.13 19:00 | buy | 337 | 0.10 | 228.959 | 228.115 | 231.715 | ||
| 735 | 2007.12.14 12:00 | close | 337 | 0.10 | 228.831 | 228.115 | 231.715 | -1280.00 | 1383750.00 |
| 736 | 2007.12.14 12:00 | sell | 338 | 0.10 | 228.825 | 229.625 | 226.025 | ||
| 737 | 2007.12.18 08:15 | close | 338 | 0.10 | 228.633 | 229.625 | 226.025 | 1920.00 | 1385670.00 |
| 738 | 2007.12.18 18:45 | sell | 339 | 0.10 | 228.152 | 228.965 | 225.365 | ||
| 739 | 2007.12.19 04:00 | close | 339 | 0.10 | 228.208 | 228.965 | 225.365 | -560.00 | 1385110.00 |
| 740 | 2007.12.19 04:00 | buy | 340 | 0.10 | 228.206 | 227.355 | 230.955 | ||
| 741 | 2007.12.19 09:00 | sell | 341 | 0.10 | 227.735 | 228.320 | 225.340 | ||
| 742 | 2007.12.19 09:00 | sell | 342 | 0.10 | 227.747 | 228.490 | 224.740 | ||
| 743 | 2007.12.19 10:00 | close | 341 | 0.10 | 227.949 | 228.320 | 225.340 | -2140.00 | 1382970.00 |
| 744 | 2007.12.19 10:00 | buy | 343 | 0.10 | 227.940 | 227.315 | 230.295 | ||
| 745 | 2007.12.19 11:30 | s/l | 340 | 0.10 | 227.259 | 227.355 | 230.955 | -9470.00 | 1373500.00 |
| 746 | 2007.12.19 11:30 | s/l | 343 | 0.10 | 227.251 | 227.315 | 230.295 | -6890.00 | 1366610.00 |
| 747 | 2007.12.19 12:00 | modify | 342 | 0.10 | 227.747 | 227.510 | 224.740 | ||
| 748 | 2007.12.19 14:45 | close | 342 | 0.10 | 226.703 | 227.510 | 224.740 | 10440.00 | 1377050.00 |
| 749 | 2007.12.19 15:00 | sell | 344 | 0.10 | 226.392 | 227.140 | 223.390 | ||
| 750 | 2007.12.19 17:06 | s/l | 344 | 0.10 | 227.141 | 227.140 | 223.390 | -7490.00 | 1369560.00 |