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 |
| 751 | 2007.12.19 17:06 | sell | 345 | 0.10 | 227.081 | 227.480 | 223.730 | ||
| 752 | 2007.12.19 17:15 | sell | 346 | 0.10 | 227.183 | 227.960 | 224.360 | ||
| 753 | 2007.12.20 07:45 | modify | 345 | 0.10 | 227.081 | 226.735 | 223.730 | ||
| 754 | 2007.12.20 11:45 | modify | 346 | 0.10 | 227.183 | 225.885 | 224.360 | ||
| 755 | 2007.12.20 17:03 | t/p | 346 | 0.10 | 224.358 | 225.885 | 224.360 | 28250.00 | 1397810.00 |
| 756 | 2007.12.20 17:15 | close | 345 | 0.10 | 224.070 | 226.735 | 223.730 | 30110.00 | 1427920.00 |
| 757 | 2007.12.21 09:15 | buy | 347 | 0.10 | 224.846 | 224.000 | 227.600 | ||
| 758 | 2007.12.25 05:30 | close | 347 | 0.10 | 225.161 | 224.000 | 227.600 | 3150.00 | 1431070.00 |
| 759 | 2007.12.25 12:15 | buy | 348 | 0.10 | 226.026 | 225.188 | 228.788 | ||
| 760 | 2007.12.26 12:06 | buy | 349 | 0.10 | 226.443 | 225.825 | 228.805 | ||
| 761 | 2007.12.26 13:04 | close | 349 | 0.10 | 226.234 | 225.825 | 228.805 | -2090.00 | 1428980.00 |
| 762 | 2007.12.26 13:04 | sell | 350 | 0.10 | 226.228 | 226.810 | 223.830 | ||
| 763 | 2007.12.26 17:07 | close | 350 | 0.10 | 226.141 | 226.810 | 223.830 | 870.00 | 1429850.00 |
| 764 | 2007.12.26 17:07 | buy | 351 | 0.10 | 226.147 | 225.780 | 228.760 | ||
| 765 | 2007.12.26 21:07 | buy | 352 | 0.10 | 226.588 | 225.790 | 229.540 | ||
| 766 | 2007.12.26 23:05 | buy | 353 | 0.10 | 226.886 | 222.865 | 228.545 | ||
| 767 | 2007.12.27 08:30 | close | 348 | 0.10 | 226.997 | 225.188 | 228.788 | 9710.00 | 1439560.00 |
| 768 | 2007.12.27 14:45 | modify | 352 | 0.10 | 226.588 | 227.260 | 229.540 | ||
| 769 | 2007.12.27 15:45 | close | 352 | 0.10 | 227.471 | 227.260 | 229.540 | 8830.00 | 1448390.00 |
| 770 | 2007.12.27 16:00 | close | 353 | 0.10 | 227.456 | 222.865 | 228.545 | 5700.00 | 1454090.00 |
| 771 | 2007.12.27 16:00 | close | 351 | 0.10 | 227.456 | 225.780 | 228.760 | 13090.00 | 1467180.00 |
| 772 | 2007.12.27 16:00 | buy | 354 | 0.10 | 227.278 | 223.495 | 229.175 | ||
| 773 | 2007.12.27 21:30 | sell | 355 | 0.10 | 226.782 | 227.580 | 223.980 | ||
| 774 | 2007.12.28 02:54 | s/l | 355 | 0.10 | 227.581 | 227.580 | 223.980 | -7990.00 | 1459190.00 |
| 775 | 2007.12.28 19:00 | sell | 356 | 0.10 | 225.040 | 225.780 | 222.030 | ||
| 776 | 2007.12.28 21:00 | close | 356 | 0.10 | 224.962 | 225.780 | 222.030 | 780.00 | 1459970.00 |
| 777 | 2007.12.31 03:58 | s/l | 354 | 0.10 | 223.481 | 223.495 | 229.175 | -37970.00 | 1422000.00 |
| 778 | 2007.12.31 05:30 | sell | 357 | 0.10 | 223.307 | 224.250 | 219.900 | ||
| 779 | 2007.12.31 12:06 | s/l | 357 | 0.10 | 224.248 | 224.250 | 219.900 | -9410.00 | 1412590.00 |
| 780 | 2007.12.31 20:07 | sell | 358 | 0.10 | 221.615 | 222.029 | 216.679 | ||
| 781 | 2007.12.31 23:49 | s/l | 358 | 0.10 | 222.055 | 222.029 | 216.679 | -4400.00 | 1408190.00 |
| 782 | 2008.01.02 08:13 | buy | 359 | 0.10 | 221.381 | 220.785 | 224.385 | ||
| 783 | 2008.01.02 11:30 | close | 359 | 0.10 | 221.342 | 220.785 | 224.385 | -390.00 | 1407800.00 |
| 784 | 2008.01.02 11:30 | sell | 360 | 0.10 | 221.345 | 222.310 | 218.710 | ||
| 785 | 2008.01.02 15:00 | sell | 361 | 0.10 | 220.806 | 221.595 | 217.845 | ||
| 786 | 2008.01.02 17:10 | t/p | 360 | 0.10 | 218.712 | 222.310 | 218.710 | 26330.00 | 1434130.00 |
| 787 | 2008.01.02 17:15 | modify | 361 | 0.10 | 220.806 | 220.590 | 217.845 | ||
| 788 | 2008.01.02 17:36 | t/p | 361 | 0.10 | 217.798 | 220.590 | 217.845 | 30080.00 | 1464210.00 |
| 789 | 2008.01.02 17:36 | sell | 362 | 0.10 | 217.730 | 219.715 | 215.965 | ||
| 790 | 2008.01.02 17:45 | close | 362 | 0.10 | 218.176 | 219.715 | 215.965 | -4460.00 | 1459750.00 |
| 791 | 2008.01.02 17:45 | sell | 363 | 0.10 | 218.113 | 218.880 | 215.130 | ||
| 792 | 2008.01.02 18:00 | close | 363 | 0.10 | 217.214 | 218.880 | 215.130 | 8990.00 | 1468740.00 |
| 793 | 2008.01.02 18:00 | sell | 364 | 0.10 | 217.177 | 217.915 | 214.165 | ||
| 794 | 2008.01.02 18:15 | close | 364 | 0.10 | 217.136 | 217.915 | 214.165 | 410.00 | 1469150.00 |
| 795 | 2008.01.02 18:16 | sell | 365 | 0.10 | 217.165 | 217.830 | 214.080 | ||
| 796 | 2008.01.02 20:02 | sell | 366 | 0.10 | 216.627 | 217.070 | 211.720 | ||
| 797 | 2008.01.02 21:02 | s/l | 366 | 0.10 | 217.064 | 217.070 | 211.720 | -4370.00 | 1464780.00 |
| 798 | 2008.01.03 11:45 | modify | 365 | 0.10 | 217.165 | 216.915 | 214.080 | ||
| 799 | 2008.01.03 11:45 | sell | 367 | 0.10 | 215.860 | 216.800 | 212.450 | ||
| 800 | 2008.01.03 13:00 | t/p | 365 | 0.10 | 214.065 | 216.915 | 214.080 | 31000.00 | 1495780.00 |
| 801 | 2008.01.03 13:15 | close | 367 | 0.10 | 213.901 | 216.800 | 212.450 | 19590.00 | 1515370.00 |
| 802 | 2008.01.04 12:15 | sell | 368 | 0.10 | 216.590 | 217.395 | 213.795 | ||
| 803 | 2008.01.04 16:00 | sell | 369 | 0.10 | 214.737 | 215.290 | 209.940 | ||
| 804 | 2008.01.04 16:30 | modify | 368 | 0.10 | 216.590 | 215.090 | 213.795 | ||
| 805 | 2008.01.04 16:52 | t/p | 368 | 0.10 | 213.798 | 215.090 | 213.795 | 27920.00 | 1543290.00 |
| 806 | 2008.01.07 10:11 | s/l | 369 | 0.10 | 215.296 | 215.290 | 209.940 | -5590.00 | 1537700.00 |
| 807 | 2008.01.08 12:00 | buy | 370 | 0.10 | 217.072 | 216.475 | 221.825 | ||
| 808 | 2008.01.08 13:19 | s/l | 370 | 0.10 | 216.482 | 216.475 | 221.825 | -5900.00 | 1531800.00 |
| 809 | 2008.01.08 22:45 | sell | 371 | 0.10 | 215.125 | 215.945 | 212.345 | ||
| 810 | 2008.01.09 07:17 | s/l | 371 | 0.10 | 215.948 | 215.945 | 212.345 | -8230.00 | 1523570.00 |
| 811 | 2008.01.10 00:00 | sell | 372 | 0.10 | 215.409 | 216.270 | 212.670 | ||
| 812 | 2008.01.10 19:46 | sell | 373 | 0.10 | 213.641 | 214.525 | 210.775 | ||
| 813 | 2008.01.10 21:51 | s/l | 373 | 0.10 | 214.535 | 214.525 | 210.775 | -8940.00 | 1514630.00 |
| 814 | 2008.01.11 08:00 | sell | 374 | 0.10 | 213.522 | 214.265 | 210.515 | ||
| 815 | 2008.01.11 08:52 | t/p | 372 | 0.10 | 212.678 | 216.270 | 212.670 | 27310.00 | 1541940.00 |
| 816 | 2008.01.11 09:00 | sell | 375 | 0.10 | 212.227 | 213.175 | 208.825 | ||
| 817 | 2008.01.11 09:15 | modify | 374 | 0.10 | 213.522 | 213.125 | 210.515 | ||
| 818 | 2008.01.11 10:14 | s/l | 374 | 0.10 | 213.115 | 213.125 | 210.515 | 4070.00 | 1546010.00 |
| 819 | 2008.01.11 10:14 | sell | 376 | 0.10 | 213.038 | 213.425 | 209.675 | ||
| 820 | 2008.01.11 10:16 | s/l | 375 | 0.10 | 213.175 | 213.175 | 208.825 | -9480.00 | 1536530.00 |
| 821 | 2008.01.11 12:00 | sell | 377 | 0.10 | 212.669 | 213.225 | 207.875 | ||
| 822 | 2008.01.11 13:04 | s/l | 377 | 0.10 | 213.221 | 213.225 | 207.875 | -5520.00 | 1531010.00 |
| 823 | 2008.01.11 14:49 | s/l | 376 | 0.10 | 213.430 | 213.425 | 209.675 | -3920.00 | 1527090.00 |
| 824 | 2008.01.11 16:01 | sell | 378 | 0.10 | 213.121 | 213.685 | 208.335 | ||
| 825 | 2008.01.11 18:11 | s/l | 378 | 0.10 | 213.705 | 213.685 | 208.335 | -5840.00 | 1521250.00 |
| 826 | 2008.01.11 20:00 | sell | 379 | 0.10 | 213.347 | 213.880 | 208.530 | ||
| 827 | 2008.01.14 11:15 | sell | 380 | 0.10 | 211.345 | 212.285 | 207.935 | ||
| 828 | 2008.01.15 11:30 | close | 380 | 0.10 | 211.139 | 212.285 | 207.935 | 2060.00 | 1523310.00 |
| 829 | 2008.01.15 13:45 | sell | 381 | 0.10 | 211.733 | 212.530 | 208.930 | ||
| 830 | 2008.01.15 23:45 | modify | 381 | 0.10 | 211.733 | 210.515 | 208.930 | ||
| 831 | 2008.01.16 01:23 | t/p | 381 | 0.10 | 208.918 | 210.515 | 208.930 | 28150.00 | 1551460.00 |
| 832 | 2008.01.16 06:25 | t/p | 379 | 0.10 | 208.529 | 213.880 | 208.530 | 48180.00 | 1599640.00 |
| 833 | 2008.01.16 07:46 | sell | 382 | 0.10 | 207.794 | 208.875 | 204.525 | ||
| 834 | 2008.01.16 15:04 | s/l | 382 | 0.10 | 208.883 | 208.875 | 204.525 | -10890.00 | 1588750.00 |
| 835 | 2008.01.18 20:00 | sell | 383 | 0.10 | 209.195 | 212.410 | 207.775 | ||
| 836 | 2008.01.18 23:00 | close | 383 | 0.10 | 208.475 | 212.410 | 207.775 | 7200.00 | 1595950.00 |
| 837 | 2008.01.18 23:01 | sell | 384 | 0.10 | 208.463 | 212.385 | 206.965 | ||
| 838 | 2008.01.21 09:00 | close | 384 | 0.10 | 207.796 | 212.385 | 206.965 | 6670.00 | 1602620.00 |
| 839 | 2008.01.21 12:46 | sell | 385 | 0.10 | 206.841 | 207.775 | 203.425 | ||
| 840 | 2008.01.21 16:02 | sell | 386 | 0.10 | 206.615 | 207.345 | 201.995 | ||
| 841 | 2008.01.22 03:45 | close | 385 | 0.10 | 206.590 | 207.775 | 203.425 | 2510.00 | 1605130.00 |
| 842 | 2008.01.22 10:45 | s/l | 386 | 0.10 | 207.354 | 207.345 | 201.995 | -7390.00 | 1597740.00 |
| 843 | 2008.01.30 08:46 | sell | 387 | 0.10 | 212.204 | 213.025 | 209.425 | ||
| 844 | 2008.01.30 11:59 | s/l | 387 | 0.10 | 213.036 | 213.025 | 209.425 | -8320.00 | 1589420.00 |
| 845 | 2008.01.30 15:30 | buy | 388 | 0.10 | 213.309 | 212.635 | 216.385 | ||
| 846 | 2008.01.30 22:38 | s/l | 388 | 0.10 | 212.633 | 212.635 | 216.385 | -6760.00 | 1582660.00 |
| 847 | 2008.01.31 01:00 | sell | 389 | 0.10 | 211.235 | 213.720 | 209.815 | ||
| 848 | 2008.02.01 15:44 | t/p | 389 | 0.10 | 209.805 | 213.720 | 209.815 | 14300.00 | 1596960.00 |
| 849 | 2008.02.01 16:00 | sell | 390 | 0.10 | 209.732 | 210.485 | 206.735 | ||
| 850 | 2008.02.04 09:39 | s/l | 390 | 0.10 | 210.486 | 210.485 | 206.735 | -7540.00 | 1589420.00 |
| 851 | 2008.02.06 01:15 | sell | 391 | 0.10 | 209.028 | 209.780 | 206.030 | ||
| 852 | 2008.02.06 03:00 | sell | 392 | 0.10 | 209.371 | 212.385 | 207.960 | ||
| 853 | 2008.02.06 09:53 | t/p | 392 | 0.10 | 207.958 | 212.385 | 207.960 | 14130.00 | 1603550.00 |
| 854 | 2008.02.06 10:30 | modify | 391 | 0.10 | 209.028 | 208.810 | 206.030 | ||
| 855 | 2008.02.06 10:59 | s/l | 391 | 0.10 | 208.817 | 208.810 | 206.030 | 2110.00 | 1605660.00 |
| 856 | 2008.02.06 11:00 | sell | 393 | 0.10 | 208.828 | 212.385 | 207.400 | ||
| 857 | 2008.02.06 12:00 | close | 393 | 0.10 | 208.255 | 212.385 | 207.400 | 5730.00 | 1611390.00 |
| 858 | 2008.02.06 22:30 | buy | 394 | 0.10 | 208.903 | 208.070 | 211.670 | ||
| 859 | 2008.02.07 11:35 | s/l | 394 | 0.10 | 208.079 | 208.070 | 211.670 | -8240.00 | 1603150.00 |
| 860 | 2008.02.07 12:30 | sell | 395 | 0.10 | 207.760 | 208.500 | 204.750 | ||
| 861 | 2008.02.07 15:15 | modify | 395 | 0.10 | 207.760 | 207.230 | 204.750 | ||
| 862 | 2008.02.07 16:00 | sell | 396 | 0.10 | 206.395 | 210.400 | 204.980 | ||
| 863 | 2008.02.07 16:33 | s/l | 395 | 0.10 | 207.230 | 207.230 | 204.750 | 5300.00 | 1608450.00 |
| 864 | 2008.02.08 02:30 | buy | 397 | 0.10 | 208.313 | 207.465 | 211.065 | ||
| 865 | 2008.02.11 09:52 | s/l | 397 | 0.10 | 207.452 | 207.465 | 211.065 | -8610.00 | 1599840.00 |
| 866 | 2008.02.11 16:45 | sell | 398 | 0.10 | 207.577 | 208.325 | 204.575 | ||
| 867 | 2008.02.11 19:47 | s/l | 398 | 0.10 | 208.323 | 208.325 | 204.575 | -7460.00 | 1592380.00 |
| 868 | 2008.02.12 17:02 | s/l | 396 | 0.10 | 210.396 | 210.400 | 204.980 | -40010.00 | 1552370.00 |
| 869 | 2008.02.12 17:45 | buy | 399 | 0.10 | 210.383 | 209.590 | 213.340 | ||
| 870 | 2008.02.13 08:07 | s/l | 399 | 0.10 | 209.569 | 209.590 | 213.340 | -8140.00 | 1544230.00 |
| 871 | 2008.02.14 08:31 | sell | 400 | 0.10 | 212.322 | 213.100 | 209.500 | ||
| 872 | 2008.02.14 09:11 | s/l | 400 | 0.10 | 213.108 | 213.100 | 209.500 | -7860.00 | 1536370.00 |
| 873 | 2008.02.15 14:45 | sell | 401 | 0.10 | 211.364 | 212.160 | 208.560 | ||
| 874 | 2008.02.15 17:00 | sell | 402 | 0.10 | 211.046 | 213.900 | 209.625 | ||
| 875 | 2008.02.19 07:30 | sell | 403 | 0.10 | 210.163 | 210.975 | 207.225 | ||
| 876 | 2008.02.19 11:00 | close | 401 | 0.10 | 210.273 | 212.160 | 208.560 | 10910.00 | 1547280.00 |
| 877 | 2008.02.19 11:39 | t/p | 402 | 0.10 | 209.623 | 213.900 | 209.625 | 14230.00 | 1561510.00 |
| 878 | 2008.02.19 13:00 | modify | 403 | 0.10 | 210.163 | 209.830 | 207.225 | ||
| 879 | 2008.02.19 14:00 | sell | 404 | 0.10 | 209.549 | 213.540 | 208.120 | ||
| 880 | 2008.02.19 14:26 | s/l | 403 | 0.10 | 209.825 | 209.830 | 207.225 | 3380.00 | 1564890.00 |
| 881 | 2008.02.19 18:15 | sell | 405 | 0.10 | 209.561 | 210.320 | 206.570 | ||
| 882 | 2008.02.20 01:46 | s/l | 405 | 0.10 | 210.322 | 210.320 | 206.570 | -7610.00 | 1557280.00 |
| 883 | 2008.02.20 04:31 | buy | 406 | 0.10 | 210.172 | 209.300 | 212.900 | ||
| 884 | 2008.02.20 09:24 | s/l | 406 | 0.10 | 209.267 | 209.300 | 212.900 | -9050.00 | 1548230.00 |
| 885 | 2008.02.20 19:30 | sell | 407 | 0.10 | 210.311 | 210.950 | 207.350 | ||
| 886 | 2008.02.21 02:30 | close | 407 | 0.10 | 209.957 | 210.950 | 207.350 | 3540.00 | 1551770.00 |
| 887 | 2008.02.21 02:30 | buy | 408 | 0.10 | 209.968 | 209.095 | 212.695 | ||
| 888 | 2008.02.21 14:00 | buy | 409 | 0.10 | 211.724 | 207.720 | 213.400 | ||
| 889 | 2008.02.21 15:30 | buy | 410 | 0.10 | 211.712 | 210.925 | 214.675 | ||
| 890 | 2008.02.21 17:03 | s/l | 410 | 0.10 | 210.917 | 210.925 | 214.675 | -7950.00 | 1543820.00 |
| 891 | 2008.02.22 22:45 | close | 408 | 0.10 | 210.913 | 209.095 | 212.695 | 9450.00 | 1553270.00 |
| 892 | 2008.02.25 11:45 | buy | 411 | 0.10 | 211.736 | 210.950 | 214.700 | ||
| 893 | 2008.02.26 12:00 | close | 411 | 0.10 | 212.400 | 210.950 | 214.700 | 6640.00 | 1559910.00 |
| 894 | 2008.02.27 00:52 | t/p | 409 | 0.10 | 213.394 | 207.720 | 213.400 | 16700.00 | 1576610.00 |
| 895 | 2008.02.27 01:24 | s/l | 404 | 0.10 | 213.560 | 213.540 | 208.120 | -40110.00 | 1536500.00 |
| 896 | 2008.02.28 14:00 | buy | 412 | 0.10 | 210.908 | 210.090 | 213.690 | ||
| 897 | 2008.02.28 18:05 | s/l | 412 | 0.10 | 210.094 | 210.090 | 213.690 | -8140.00 | 1528360.00 |
| 898 | 2008.03.03 00:31 | sell | 413 | 0.10 | 205.246 | 206.180 | 201.830 | ||
| 899 | 2008.03.03 04:15 | sell | 414 | 0.10 | 204.420 | 205.220 | 199.870 | ||
| 900 | 2008.03.03 08:00 | close | 414 | 0.10 | 204.876 | 205.220 | 199.870 | -4560.00 | 1523800.00 |