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 |
| 1051 | 2008.05.20 18:00 | buy | 483 | 0.10 | 204.410 | 203.610 | 207.360 | ||
| 1052 | 2008.05.21 03:55 | s/l | 483 | 0.10 | 203.620 | 203.610 | 207.360 | -7900.00 | 1624990.00 |
| 1053 | 2008.05.21 07:45 | close | 481 | 0.10 | 203.105 | 202.555 | 206.155 | -2780.00 | 1622210.00 |
| 1054 | 2008.05.22 11:00 | sell | 484 | 0.10 | 203.550 | 204.350 | 200.750 | ||
| 1055 | 2008.05.22 11:33 | s/l | 484 | 0.10 | 204.357 | 204.350 | 200.750 | -8070.00 | 1614140.00 |
| 1056 | 2008.05.22 16:45 | buy | 485 | 0.10 | 205.562 | 204.795 | 208.545 | ||
| 1057 | 2008.05.22 17:04 | t/p | 475 | 0.10 | 205.792 | 200.370 | 205.790 | 14310.00 | 1628450.00 |
| 1058 | 2008.05.22 19:00 | buy | 486 | 0.10 | 205.845 | 202.630 | 207.260 | ||
| 1059 | 2008.05.22 20:00 | close | 486 | 0.10 | 206.004 | 202.630 | 207.260 | 1590.00 | 1630040.00 |
| 1060 | 2008.05.22 20:00 | buy | 487 | 0.10 | 206.046 | 202.635 | 207.460 | ||
| 1061 | 2008.05.22 21:00 | close | 487 | 0.10 | 205.980 | 202.635 | 207.460 | -660.00 | 1629380.00 |
| 1062 | 2008.05.23 12:45 | s/l | 485 | 0.10 | 204.782 | 204.795 | 208.545 | -7800.00 | 1621580.00 |
| 1063 | 2008.05.26 14:30 | buy | 488 | 0.10 | 204.641 | 203.830 | 207.430 | ||
| 1064 | 2008.05.27 12:45 | buy | 489 | 0.10 | 205.328 | 204.550 | 208.300 | ||
| 1065 | 2008.05.27 17:00 | buy | 490 | 0.10 | 205.661 | 202.730 | 207.160 | ||
| 1066 | 2008.05.28 10:45 | close | 488 | 0.10 | 206.001 | 203.830 | 207.430 | 13600.00 | 1635180.00 |
| 1067 | 2008.05.28 12:30 | modify | 489 | 0.10 | 205.328 | 205.810 | 208.300 | ||
| 1068 | 2008.05.28 12:31 | t/p | 490 | 0.10 | 207.170 | 202.730 | 207.160 | 15090.00 | 1650270.00 |
| 1069 | 2008.05.28 13:00 | close | 489 | 0.10 | 206.915 | 205.810 | 208.300 | 15870.00 | 1666140.00 |
| 1070 | 2008.05.28 14:00 | buy | 491 | 0.10 | 206.752 | 204.150 | 208.175 | ||
| 1071 | 2008.05.28 14:00 | buy | 492 | 0.10 | 206.762 | 205.970 | 209.720 | ||
| 1072 | 2008.05.29 11:15 | sell | 493 | 0.10 | 207.164 | 207.960 | 204.360 | ||
| 1073 | 2008.05.29 12:45 | s/l | 493 | 0.10 | 207.976 | 207.960 | 204.360 | -8120.00 | 1658020.00 |
| 1074 | 2008.05.29 13:15 | sell | 494 | 0.10 | 207.498 | 208.295 | 204.695 | ||
| 1075 | 2008.05.29 14:15 | close | 492 | 0.10 | 207.852 | 205.970 | 209.720 | 10900.00 | 1668920.00 |
| 1076 | 2008.05.29 14:52 | t/p | 491 | 0.10 | 208.170 | 204.150 | 208.175 | 14180.00 | 1683100.00 |
| 1077 | 2008.05.29 14:57 | s/l | 494 | 0.10 | 208.303 | 208.295 | 204.695 | -8050.00 | 1675050.00 |
| 1078 | 2008.05.29 20:15 | buy | 495 | 0.10 | 208.930 | 207.970 | 212.320 | ||
| 1079 | 2008.05.30 09:53 | s/l | 495 | 0.10 | 207.966 | 207.970 | 212.320 | -9640.00 | 1665410.00 |
| 1080 | 2008.05.30 20:00 | buy | 496 | 0.10 | 208.701 | 208.130 | 213.480 | ||
| 1081 | 2008.05.30 23:46 | buy | 497 | 0.10 | 209.225 | 208.430 | 212.180 | ||
| 1082 | 2008.06.02 00:00 | s/l | 496 | 0.10 | 207.332 | 208.130 | 213.480 | -13690.00 | 1651720.00 |
| 1083 | 2008.06.02 00:00 | s/l | 497 | 0.10 | 207.350 | 208.430 | 212.180 | -18750.00 | 1632970.00 |
| 1084 | 2008.06.05 15:45 | buy | 498 | 0.10 | 207.159 | 206.360 | 210.110 | ||
| 1085 | 2008.06.05 16:00 | buy | 499 | 0.10 | 207.108 | 203.980 | 208.530 | ||
| 1086 | 2008.06.06 16:00 | close | 498 | 0.10 | 207.769 | 206.360 | 210.110 | 6100.00 | 1639070.00 |
| 1087 | 2008.06.06 17:30 | sell | 500 | 0.10 | 207.404 | 208.190 | 204.590 | ||
| 1088 | 2008.06.09 10:45 | close | 500 | 0.10 | 207.495 | 208.190 | 204.590 | -910.00 | 1638160.00 |
| 1089 | 2008.06.09 10:45 | buy | 501 | 0.10 | 207.498 | 206.660 | 210.260 | ||
| 1090 | 2008.06.09 11:31 | t/p | 499 | 0.10 | 208.528 | 203.980 | 208.530 | 14200.00 | 1652360.00 |
| 1091 | 2008.06.09 11:45 | buy | 502 | 0.10 | 208.382 | 207.600 | 211.350 | ||
| 1092 | 2008.06.09 16:00 | buy | 503 | 0.10 | 209.514 | 208.915 | 214.265 | ||
| 1093 | 2008.06.09 16:30 | modify | 502 | 0.10 | 208.382 | 208.680 | 211.350 | ||
| 1094 | 2008.06.09 16:30 | modify | 501 | 0.10 | 207.498 | 208.580 | 210.260 | ||
| 1095 | 2008.06.10 03:19 | t/p | 501 | 0.10 | 210.255 | 208.580 | 210.260 | 27570.00 | 1679930.00 |
| 1096 | 2008.06.10 03:19 | buy | 504 | 0.10 | 210.252 | 208.915 | 213.265 | ||
| 1097 | 2008.06.10 11:08 | s/l | 503 | 0.10 | 208.902 | 208.915 | 214.265 | -6120.00 | 1673810.00 |
| 1098 | 2008.06.10 11:08 | s/l | 504 | 0.10 | 208.911 | 208.915 | 213.265 | -13410.00 | 1660400.00 |
| 1099 | 2008.06.10 11:35 | s/l | 502 | 0.10 | 208.675 | 208.680 | 211.350 | 2930.00 | 1663330.00 |
| 1100 | 2008.06.10 20:00 | buy | 505 | 0.10 | 209.520 | 208.960 | 214.310 | ||
| 1101 | 2008.06.11 08:30 | buy | 506 | 0.10 | 210.630 | 209.850 | 213.600 | ||
| 1102 | 2008.06.11 11:30 | s/l | 506 | 0.10 | 209.857 | 209.850 | 213.600 | -7730.00 | 1655600.00 |
| 1103 | 2008.06.11 16:45 | sell | 507 | 0.10 | 209.697 | 210.500 | 206.900 | ||
| 1104 | 2008.06.12 12:15 | close | 507 | 0.10 | 209.801 | 210.500 | 206.900 | -1040.00 | 1654560.00 |
| 1105 | 2008.06.12 12:15 | buy | 508 | 0.10 | 209.800 | 208.980 | 212.580 | ||
| 1106 | 2008.06.13 11:30 | buy | 509 | 0.10 | 210.405 | 209.610 | 213.360 | ||
| 1107 | 2008.06.13 15:45 | close | 509 | 0.10 | 210.164 | 209.610 | 213.360 | -2410.00 | 1652150.00 |
| 1108 | 2008.06.13 18:30 | buy | 510 | 0.10 | 210.561 | 209.710 | 213.460 | ||
| 1109 | 2008.06.13 19:00 | buy | 511 | 0.10 | 210.429 | 209.810 | 212.790 | ||
| 1110 | 2008.06.16 08:30 | close | 508 | 0.10 | 211.207 | 208.980 | 212.580 | 14070.00 | 1666220.00 |
| 1111 | 2008.06.16 09:30 | buy | 512 | 0.10 | 211.618 | 210.625 | 214.975 | ||
| 1112 | 2008.06.16 10:15 | modify | 510 | 0.10 | 210.561 | 210.975 | 213.460 | ||
| 1113 | 2008.06.16 13:56 | t/p | 511 | 0.10 | 212.800 | 209.810 | 212.790 | 23710.00 | 1689930.00 |
| 1114 | 2008.06.16 18:45 | close | 510 | 0.10 | 212.423 | 210.975 | 213.460 | 18620.00 | 1708550.00 |
| 1115 | 2008.06.18 05:45 | close | 512 | 0.10 | 210.862 | 210.625 | 214.975 | -7560.00 | 1700990.00 |
| 1116 | 2008.06.19 13:00 | buy | 513 | 0.10 | 212.055 | 210.290 | 213.480 | ||
| 1117 | 2008.06.19 15:30 | buy | 514 | 0.10 | 212.420 | 211.630 | 215.380 | ||
| 1118 | 2008.06.19 19:00 | buy | 515 | 0.10 | 213.012 | 212.040 | 216.390 | ||
| 1119 | 2008.06.20 15:45 | close | 514 | 0.10 | 212.482 | 211.630 | 215.380 | 620.00 | 1701610.00 |
| 1120 | 2008.06.20 17:02 | s/l | 515 | 0.10 | 212.031 | 212.040 | 216.390 | -9810.00 | 1691800.00 |
| 1121 | 2008.06.23 14:45 | sell | 516 | 0.10 | 211.237 | 211.990 | 208.240 | ||
| 1122 | 2008.06.23 20:23 | s/l | 516 | 0.10 | 211.984 | 211.990 | 208.240 | -7470.00 | 1684330.00 |
| 1123 | 2008.06.24 12:00 | close | 505 | 0.10 | 212.380 | 208.960 | 214.310 | 28600.00 | 1712930.00 |
| 1124 | 2008.06.24 12:00 | sell | 517 | 0.10 | 212.369 | 212.920 | 207.570 | ||
| 1125 | 2008.06.24 19:15 | buy | 518 | 0.10 | 212.669 | 211.870 | 215.620 | ||
| 1126 | 2008.06.25 12:46 | s/l | 517 | 0.10 | 212.939 | 212.920 | 207.570 | -5700.00 | 1707230.00 |
| 1127 | 2008.06.25 19:30 | close | 518 | 0.10 | 213.076 | 211.870 | 215.620 | 4070.00 | 1711300.00 |
| 1128 | 2008.06.25 19:30 | buy | 519 | 0.10 | 213.108 | 212.330 | 216.080 | ||
| 1129 | 2008.06.26 09:23 | t/p | 513 | 0.10 | 213.480 | 210.290 | 213.480 | 14250.00 | 1725550.00 |
| 1130 | 2008.06.26 11:00 | buy | 520 | 0.10 | 213.441 | 211.105 | 214.865 | ||
| 1131 | 2008.06.26 12:00 | buy | 521 | 0.10 | 213.440 | 212.860 | 218.210 | ||
| 1132 | 2008.06.26 13:00 | buy | 522 | 0.10 | 213.600 | 212.605 | 216.955 | ||
| 1133 | 2008.06.26 19:38 | s/l | 521 | 0.10 | 212.853 | 212.860 | 218.210 | -5870.00 | 1719680.00 |
| 1134 | 2008.06.26 19:45 | close | 519 | 0.10 | 212.877 | 212.330 | 216.080 | -2310.00 | 1717370.00 |
| 1135 | 2008.06.26 19:51 | s/l | 522 | 0.10 | 212.591 | 212.605 | 216.955 | -10090.00 | 1707280.00 |
| 1136 | 2008.06.27 10:57 | s/l | 520 | 0.10 | 211.092 | 211.105 | 214.865 | -23490.00 | 1683790.00 |
| 1137 | 2008.06.27 12:00 | sell | 523 | 0.10 | 211.057 | 211.810 | 208.060 | ||
| 1138 | 2008.06.27 17:36 | s/l | 523 | 0.10 | 211.810 | 211.810 | 208.060 | -7530.00 | 1676260.00 |
| 1139 | 2008.07.02 09:45 | sell | 524 | 0.10 | 211.775 | 212.580 | 208.980 | ||
| 1140 | 2008.07.03 09:45 | close | 524 | 0.10 | 211.007 | 212.580 | 208.980 | 7680.00 | 1683940.00 |
| 1141 | 2008.07.03 09:45 | buy | 525 | 0.10 | 210.994 | 210.160 | 213.760 | ||
| 1142 | 2008.07.03 11:00 | sell | 526 | 0.10 | 210.879 | 211.460 | 208.480 | ||
| 1143 | 2008.07.03 13:24 | s/l | 526 | 0.10 | 211.464 | 211.460 | 208.480 | -5850.00 | 1678090.00 |
| 1144 | 2008.07.03 16:00 | buy | 527 | 0.10 | 211.571 | 210.955 | 213.935 | ||
| 1145 | 2008.07.03 16:15 | buy | 528 | 0.10 | 211.871 | 211.090 | 214.840 | ||
| 1146 | 2008.07.03 17:00 | close | 527 | 0.10 | 211.131 | 210.955 | 213.935 | -4400.00 | 1673690.00 |
| 1147 | 2008.07.03 17:00 | s/l | 528 | 0.10 | 211.066 | 211.090 | 214.840 | -8050.00 | 1665640.00 |
| 1148 | 2008.07.03 18:00 | buy | 529 | 0.10 | 211.551 | 210.930 | 213.910 | ||
| 1149 | 2008.07.04 10:00 | close | 529 | 0.10 | 211.600 | 210.930 | 213.910 | 490.00 | 1666130.00 |
| 1150 | 2008.07.04 11:00 | close | 525 | 0.10 | 211.544 | 210.160 | 213.760 | 5500.00 | 1671630.00 |
| 1151 | 2008.07.04 11:00 | sell | 530 | 0.10 | 211.531 | 212.335 | 208.735 | ||
| 1152 | 2008.07.07 04:00 | close | 530 | 0.10 | 211.615 | 212.335 | 208.735 | -840.00 | 1670790.00 |
| 1153 | 2008.07.07 04:00 | buy | 531 | 0.10 | 211.612 | 210.790 | 214.390 | ||
| 1154 | 2008.07.07 06:00 | buy | 532 | 0.10 | 211.924 | 211.300 | 214.280 | ||
| 1155 | 2008.07.07 08:15 | buy | 533 | 0.10 | 212.011 | 211.230 | 214.980 | ||
| 1156 | 2008.07.07 13:00 | close | 532 | 0.10 | 211.645 | 211.300 | 214.280 | -2790.00 | 1668000.00 |
| 1157 | 2008.07.07 15:15 | close | 531 | 0.10 | 211.550 | 210.790 | 214.390 | -620.00 | 1667380.00 |
| 1158 | 2008.07.07 15:15 | sell | 534 | 0.10 | 211.562 | 212.360 | 208.760 | ||
| 1159 | 2008.07.07 19:57 | s/l | 533 | 0.10 | 211.228 | 211.230 | 214.980 | -7830.00 | 1659550.00 |
| 1160 | 2008.07.08 04:00 | sell | 535 | 0.10 | 211.419 | 211.990 | 209.010 | ||
| 1161 | 2008.07.08 08:45 | sell | 536 | 0.10 | 211.117 | 211.870 | 208.120 | ||
| 1162 | 2008.07.08 12:00 | sell | 537 | 0.10 | 210.415 | 213.930 | 208.740 | ||
| 1163 | 2008.07.09 09:00 | close | 536 | 0.10 | 211.413 | 211.870 | 208.120 | -2960.00 | 1656590.00 |
| 1164 | 2008.07.09 10:34 | s/l | 535 | 0.10 | 211.995 | 211.990 | 209.010 | -5760.00 | 1650830.00 |
| 1165 | 2008.07.09 11:30 | close | 534 | 0.10 | 211.789 | 212.360 | 208.760 | -2270.00 | 1648560.00 |
| 1166 | 2008.07.10 04:00 | sell | 538 | 0.10 | 211.559 | 212.350 | 208.750 | ||
| 1167 | 2008.07.10 12:45 | close | 538 | 0.10 | 211.765 | 212.350 | 208.750 | -2060.00 | 1646500.00 |
| 1168 | 2008.07.10 12:45 | buy | 539 | 0.10 | 211.774 | 210.940 | 214.540 | ||
| 1169 | 2008.07.11 10:00 | buy | 540 | 0.10 | 212.026 | 211.420 | 214.400 | ||
| 1170 | 2008.07.11 14:42 | s/l | 540 | 0.10 | 211.406 | 211.420 | 214.400 | -6200.00 | 1640300.00 |
| 1171 | 2008.07.11 15:00 | sell | 541 | 0.10 | 211.091 | 211.835 | 208.085 | ||
| 1172 | 2008.07.11 15:01 | s/l | 539 | 0.10 | 210.924 | 210.940 | 214.540 | -8500.00 | 1631800.00 |
| 1173 | 2008.07.11 18:00 | sell | 542 | 0.10 | 210.827 | 211.410 | 208.430 | ||
| 1174 | 2008.07.11 20:26 | s/l | 542 | 0.10 | 211.406 | 211.410 | 208.430 | -5790.00 | 1626010.00 |
| 1175 | 2008.07.11 21:50 | s/l | 541 | 0.10 | 211.831 | 211.835 | 208.085 | -7400.00 | 1618610.00 |
| 1176 | 2008.07.11 23:00 | sell | 543 | 0.10 | 211.366 | 211.950 | 208.970 | ||
| 1177 | 2008.07.14 01:00 | close | 543 | 0.10 | 211.366 | 211.950 | 208.970 | 0.00 | 1618610.00 |
| 1178 | 2008.07.14 01:37 | buy | 544 | 0.10 | 211.649 | 210.720 | 213.700 | ||
| 1179 | 2008.07.14 02:45 | buy | 545 | 0.10 | 211.662 | 210.780 | 214.380 | ||
| 1180 | 2008.07.14 15:15 | buy | 546 | 0.10 | 212.212 | 211.440 | 215.190 | ||
| 1181 | 2008.07.14 17:02 | s/l | 546 | 0.10 | 211.431 | 211.440 | 215.190 | -7810.00 | 1610800.00 |
| 1182 | 2008.07.14 19:00 | close | 544 | 0.10 | 211.588 | 210.720 | 213.700 | -610.00 | 1610190.00 |
| 1183 | 2008.07.15 10:00 | sell | 547 | 0.10 | 211.217 | 211.795 | 208.815 | ||
| 1184 | 2008.07.15 11:30 | s/l | 547 | 0.10 | 211.808 | 211.795 | 208.815 | -5910.00 | 1604280.00 |
| 1185 | 2008.07.15 13:40 | s/l | 545 | 0.10 | 210.781 | 210.780 | 214.380 | -8810.00 | 1595470.00 |
| 1186 | 2008.07.15 13:45 | sell | 548 | 0.10 | 210.641 | 211.390 | 207.640 | ||
| 1187 | 2008.07.15 14:00 | sell | 549 | 0.10 | 210.580 | 211.160 | 208.180 | ||
| 1188 | 2008.07.15 17:45 | modify | 548 | 0.10 | 210.641 | 210.220 | 207.640 | ||
| 1189 | 2008.07.15 17:45 | sell | 550 | 0.10 | 209.133 | 210.080 | 205.730 | ||
| 1190 | 2008.07.15 18:00 | close | 549 | 0.10 | 209.264 | 211.160 | 208.180 | 13160.00 | 1608630.00 |
| 1191 | 2008.07.15 18:27 | s/l | 550 | 0.10 | 210.091 | 210.080 | 205.730 | -9580.00 | 1599050.00 |
| 1192 | 2008.07.15 19:00 | close | 537 | 0.10 | 210.057 | 213.930 | 208.740 | 3580.00 | 1602630.00 |
| 1193 | 2008.07.15 19:00 | sell | 551 | 0.10 | 210.042 | 213.930 | 208.360 | ||
| 1194 | 2008.07.15 19:31 | s/l | 548 | 0.10 | 210.222 | 210.220 | 207.640 | 4190.00 | 1606820.00 |
| 1195 | 2008.07.15 19:32 | sell | 552 | 0.10 | 210.168 | 210.720 | 206.970 | ||
| 1196 | 2008.07.16 10:00 | modify | 552 | 0.10 | 210.168 | 209.515 | 206.970 | ||
| 1197 | 2008.07.16 11:45 | sell | 553 | 0.10 | 208.652 | 209.605 | 205.255 | ||
| 1198 | 2008.07.16 12:00 | sell | 554 | 0.10 | 208.697 | 209.240 | 203.890 | ||
| 1199 | 2008.07.16 13:00 | close | 551 | 0.10 | 208.590 | 213.930 | 208.360 | 14520.00 | 1621340.00 |
| 1200 | 2008.07.16 15:15 | close | 552 | 0.10 | 208.665 | 209.515 | 206.970 | 15030.00 | 1636370.00 |