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 |
| 1201 | 2008.07.16 16:00 | close | 554 | 0.10 | 208.789 | 209.240 | 203.890 | -920.00 | 1635450.00 |
| 1202 | 2008.07.16 17:53 | s/l | 553 | 0.10 | 209.612 | 209.605 | 205.255 | -9600.00 | 1625850.00 |
| 1203 | 2008.07.16 20:00 | sell | 555 | 0.10 | 209.334 | 209.875 | 204.525 | ||
| 1204 | 2008.07.16 22:40 | s/l | 555 | 0.10 | 209.882 | 209.875 | 204.525 | -5480.00 | 1620370.00 |
| 1205 | 2008.07.17 10:45 | buy | 556 | 0.10 | 210.970 | 210.140 | 213.740 | ||
| 1206 | 2008.07.17 21:15 | modify | 556 | 0.10 | 210.970 | 212.070 | 213.740 | ||
| 1207 | 2008.07.18 01:00 | s/l | 556 | 0.10 | 212.062 | 212.070 | 213.740 | 10920.00 | 1631290.00 |
| 1208 | 2008.07.18 16:00 | sell | 557 | 0.10 | 212.949 | 213.755 | 210.155 | ||
| 1209 | 2008.07.18 23:15 | s/l | 557 | 0.10 | 213.749 | 213.755 | 210.155 | -8000.00 | 1623290.00 |
| 1210 | 2008.07.23 04:00 | buy | 558 | 0.10 | 213.765 | 213.160 | 216.140 | ||
| 1211 | 2008.07.23 05:15 | buy | 559 | 0.10 | 214.074 | 213.100 | 217.450 | ||
| 1212 | 2008.07.23 09:30 | buy | 560 | 0.10 | 214.288 | 213.880 | 217.260 | ||
| 1213 | 2008.07.23 12:00 | buy | 561 | 0.10 | 214.754 | 214.165 | 219.515 | ||
| 1214 | 2008.07.23 14:15 | modify | 560 | 0.10 | 214.288 | 214.530 | 217.260 | ||
| 1215 | 2008.07.23 17:00 | close | 558 | 0.10 | 215.281 | 213.160 | 216.140 | 15160.00 | 1638450.00 |
| 1216 | 2008.07.24 11:05 | s/l | 560 | 0.10 | 214.537 | 214.530 | 217.260 | 2490.00 | 1640940.00 |
| 1217 | 2008.07.24 11:16 | s/l | 561 | 0.10 | 214.174 | 214.165 | 219.515 | -5800.00 | 1635140.00 |
| 1218 | 2008.07.24 12:00 | buy | 562 | 0.10 | 213.966 | 213.390 | 218.740 | ||
| 1219 | 2008.07.24 17:59 | s/l | 562 | 0.10 | 213.389 | 213.390 | 218.740 | -5770.00 | 1629370.00 |
| 1220 | 2008.07.24 18:34 | s/l | 559 | 0.10 | 213.106 | 213.100 | 217.450 | -9680.00 | 1619690.00 |
| 1221 | 2008.07.29 21:15 | sell | 563 | 0.10 | 213.796 | 214.555 | 210.805 | ||
| 1222 | 2008.07.30 06:00 | sell | 564 | 0.10 | 213.882 | 214.470 | 211.490 | ||
| 1223 | 2008.07.30 13:00 | sell | 565 | 0.10 | 213.738 | 215.890 | 212.050 | ||
| 1224 | 2008.07.30 21:30 | close | 563 | 0.10 | 214.273 | 214.555 | 210.805 | -4770.00 | 1614920.00 |
| 1225 | 2008.07.31 09:30 | sell | 566 | 0.10 | 213.446 | 214.190 | 210.440 | ||
| 1226 | 2008.07.31 10:00 | close | 564 | 0.10 | 213.849 | 214.470 | 211.490 | 330.00 | 1615250.00 |
| 1227 | 2008.07.31 10:44 | s/l | 566 | 0.10 | 214.197 | 214.190 | 210.440 | -7510.00 | 1607740.00 |
| 1228 | 2008.07.31 13:00 | buy | 567 | 0.10 | 214.511 | 213.895 | 216.875 | ||
| 1229 | 2008.07.31 14:30 | buy | 568 | 0.10 | 214.489 | 213.700 | 217.450 | ||
| 1230 | 2008.07.31 15:39 | s/l | 567 | 0.10 | 213.868 | 213.895 | 216.875 | -6430.00 | 1601310.00 |
| 1231 | 2008.07.31 17:00 | buy | 569 | 0.10 | 214.445 | 213.855 | 216.835 | ||
| 1232 | 2008.07.31 19:12 | s/l | 569 | 0.10 | 213.847 | 213.855 | 216.835 | -5980.00 | 1595330.00 |
| 1233 | 2008.07.31 21:22 | s/l | 568 | 0.10 | 213.690 | 213.700 | 217.450 | -7990.00 | 1587340.00 |
| 1234 | 2008.08.01 07:45 | sell | 570 | 0.10 | 213.344 | 214.100 | 210.350 | ||
| 1235 | 2008.08.01 10:45 | modify | 570 | 0.10 | 213.344 | 213.090 | 210.350 | ||
| 1236 | 2008.08.01 10:51 | t/p | 565 | 0.10 | 212.029 | 215.890 | 212.050 | 17090.00 | 1604430.00 |
| 1237 | 2008.08.01 11:30 | sell | 571 | 0.10 | 212.415 | 213.230 | 209.630 | ||
| 1238 | 2008.08.01 12:00 | sell | 572 | 0.10 | 212.754 | 215.890 | 211.070 | ||
| 1239 | 2008.08.04 08:00 | close | 570 | 0.10 | 212.742 | 213.090 | 210.350 | 6020.00 | 1610450.00 |
| 1240 | 2008.08.05 07:45 | close | 571 | 0.10 | 212.068 | 213.230 | 209.630 | 3470.00 | 1613920.00 |
| 1241 | 2008.08.05 08:30 | sell | 573 | 0.10 | 211.944 | 212.695 | 208.945 | ||
| 1242 | 2008.08.05 09:58 | t/p | 572 | 0.10 | 211.066 | 215.890 | 211.070 | 16880.00 | 1630800.00 |
| 1243 | 2008.08.05 10:30 | modify | 573 | 0.10 | 211.944 | 211.585 | 208.945 | ||
| 1244 | 2008.08.05 11:45 | close | 573 | 0.10 | 211.156 | 211.585 | 208.945 | 7880.00 | 1638680.00 |
| 1245 | 2008.08.05 11:45 | sell | 574 | 0.10 | 211.128 | 211.880 | 208.130 | ||
| 1246 | 2008.08.05 12:00 | sell | 575 | 0.10 | 211.379 | 215.385 | 209.705 | ||
| 1247 | 2008.08.06 02:48 | s/l | 574 | 0.10 | 211.878 | 211.880 | 208.130 | -7500.00 | 1631180.00 |
| 1248 | 2008.08.08 04:45 | sell | 576 | 0.10 | 212.125 | 212.935 | 209.335 | ||
| 1249 | 2008.08.11 03:00 | modify | 576 | 0.10 | 212.125 | 211.120 | 209.335 | ||
| 1250 | 2008.08.11 04:00 | close | 575 | 0.10 | 210.800 | 215.385 | 209.705 | 5790.00 | 1636970.00 |
| 1251 | 2008.08.11 04:18 | s/l | 576 | 0.10 | 211.139 | 211.120 | 209.335 | 9860.00 | 1646830.00 |
| 1252 | 2008.08.12 04:30 | sell | 577 | 0.10 | 209.927 | 210.705 | 206.955 | ||
| 1253 | 2008.08.12 10:15 | sell | 578 | 0.10 | 209.015 | 209.970 | 205.620 | ||
| 1254 | 2008.08.12 17:45 | modify | 577 | 0.10 | 209.927 | 209.650 | 206.955 | ||
| 1255 | 2008.08.13 00:00 | sell | 579 | 0.10 | 207.246 | 207.805 | 202.455 | ||
| 1256 | 2008.08.13 01:32 | t/p | 577 | 0.10 | 206.949 | 209.650 | 206.955 | 29780.00 | 1676610.00 |
| 1257 | 2008.08.13 03:30 | modify | 578 | 0.10 | 209.015 | 207.920 | 205.620 | ||
| 1258 | 2008.08.13 05:21 | t/p | 578 | 0.10 | 205.626 | 207.920 | 205.620 | 33890.00 | 1710500.00 |
| 1259 | 2008.08.13 14:15 | sell | 580 | 0.10 | 204.240 | 205.230 | 200.880 | ||
| 1260 | 2008.08.13 16:30 | close | 580 | 0.10 | 203.678 | 205.230 | 200.880 | 5620.00 | 1716120.00 |
| 1261 | 2008.08.13 20:00 | close | 579 | 0.10 | 203.897 | 207.805 | 202.455 | 33490.00 | 1749610.00 |
| 1262 | 2008.08.14 16:00 | sell | 581 | 0.10 | 205.195 | 205.755 | 200.405 | ||
| 1263 | 2008.08.14 17:50 | s/l | 581 | 0.10 | 205.753 | 205.755 | 200.405 | -5580.00 | 1744030.00 |
| 1264 | 2008.08.15 14:45 | sell | 582 | 0.10 | 205.729 | 206.530 | 202.930 | ||
| 1265 | 2008.08.15 15:37 | s/l | 582 | 0.10 | 206.568 | 206.530 | 202.930 | -8390.00 | 1735640.00 |
| 1266 | 2008.08.19 00:07 | buy | 583 | 0.10 | 205.290 | 204.835 | 210.185 | ||
| 1267 | 2008.08.19 03:41 | s/l | 583 | 0.10 | 204.817 | 204.835 | 210.185 | -4730.00 | 1730910.00 |
| 1268 | 2008.08.19 09:00 | sell | 584 | 0.10 | 204.529 | 205.280 | 201.530 | ||
| 1269 | 2008.08.19 20:16 | s/l | 584 | 0.10 | 205.285 | 205.280 | 201.530 | -7560.00 | 1723350.00 |
| 1270 | 2008.08.21 08:30 | sell | 585 | 0.10 | 203.379 | 204.075 | 200.325 | ||
| 1271 | 2008.08.21 14:45 | modify | 585 | 0.10 | 203.379 | 203.165 | 200.325 | ||
| 1272 | 2008.08.21 15:00 | sell | 586 | 0.10 | 202.063 | 203.000 | 198.650 | ||
| 1273 | 2008.08.21 16:00 | sell | 587 | 0.10 | 202.177 | 202.735 | 197.385 | ||
| 1274 | 2008.08.21 16:37 | s/l | 587 | 0.10 | 202.731 | 202.735 | 197.385 | -5540.00 | 1717810.00 |
| 1275 | 2008.08.21 16:39 | s/l | 586 | 0.10 | 203.002 | 203.000 | 198.650 | -9390.00 | 1708420.00 |
| 1276 | 2008.08.21 16:46 | s/l | 585 | 0.10 | 203.161 | 203.165 | 200.325 | 2180.00 | 1710600.00 |
| 1277 | 2008.08.22 21:15 | sell | 588 | 0.10 | 203.609 | 204.410 | 200.810 | ||
| 1278 | 2008.08.25 19:30 | sell | 589 | 0.10 | 202.543 | 203.290 | 199.540 | ||
| 1279 | 2008.08.26 04:00 | sell | 590 | 0.10 | 202.067 | 204.640 | 200.650 | ||
| 1280 | 2008.08.26 12:30 | modify | 589 | 0.10 | 202.543 | 202.240 | 199.540 | ||
| 1281 | 2008.08.26 12:30 | modify | 588 | 0.10 | 203.609 | 202.340 | 200.810 | ||
| 1282 | 2008.08.26 16:00 | sell | 591 | 0.10 | 201.407 | 202.005 | 196.655 | ||
| 1283 | 2008.08.26 16:27 | t/p | 588 | 0.10 | 200.751 | 202.340 | 200.810 | 28580.00 | 1739180.00 |
| 1284 | 2008.08.26 17:34 | s/l | 591 | 0.10 | 202.013 | 202.005 | 196.655 | -6060.00 | 1733120.00 |
| 1285 | 2008.08.26 19:45 | close | 589 | 0.10 | 201.660 | 202.240 | 199.540 | 8830.00 | 1741950.00 |
| 1286 | 2008.08.26 20:00 | sell | 592 | 0.10 | 201.663 | 202.215 | 196.865 | ||
| 1287 | 2008.08.27 11:15 | sell | 593 | 0.10 | 200.641 | 201.385 | 197.635 | ||
| 1288 | 2008.08.27 11:15 | sell | 594 | 0.10 | 200.627 | 201.585 | 197.235 | ||
| 1289 | 2008.08.27 11:16 | t/p | 590 | 0.10 | 200.648 | 204.640 | 200.650 | 14190.00 | 1756140.00 |
| 1290 | 2008.08.27 15:07 | s/l | 593 | 0.10 | 201.392 | 201.385 | 197.635 | -7510.00 | 1748630.00 |
| 1291 | 2008.08.27 15:29 | s/l | 594 | 0.10 | 201.583 | 201.585 | 197.235 | -9560.00 | 1739070.00 |
| 1292 | 2008.08.27 15:49 | s/l | 592 | 0.10 | 202.211 | 202.215 | 196.865 | -5480.00 | 1733590.00 |
| 1293 | 2008.08.27 20:00 | sell | 595 | 0.10 | 201.100 | 201.615 | 196.265 | ||
| 1294 | 2008.08.28 07:45 | sell | 596 | 0.10 | 200.510 | 201.260 | 197.510 | ||
| 1295 | 2008.08.28 08:00 | sell | 597 | 0.10 | 200.443 | 203.937 | 199.030 | ||
| 1296 | 2008.08.28 09:00 | sell | 598 | 0.10 | 200.111 | 201.065 | 196.715 | ||
| 1297 | 2008.08.29 08:00 | close | 596 | 0.10 | 199.828 | 201.260 | 197.510 | 6820.00 | 1740410.00 |
| 1298 | 2008.08.29 09:45 | sell | 599 | 0.10 | 199.326 | 200.080 | 196.330 | ||
| 1299 | 2008.08.29 10:34 | t/p | 597 | 0.10 | 199.037 | 203.937 | 199.030 | 14060.00 | 1754470.00 |
| 1300 | 2008.08.29 18:15 | modify | 599 | 0.10 | 199.326 | 198.825 | 196.330 | ||
| 1301 | 2008.08.29 18:15 | modify | 598 | 0.10 | 200.111 | 198.925 | 196.715 | ||
| 1302 | 2008.09.01 00:05 | t/p | 598 | 0.10 | 196.694 | 198.925 | 196.715 | 34170.00 | 1788640.00 |
| 1303 | 2008.09.01 00:29 | t/p | 599 | 0.10 | 196.334 | 198.825 | 196.330 | 29920.00 | 1818560.00 |
| 1304 | 2008.09.01 01:00 | t/p | 595 | 0.10 | 196.254 | 201.615 | 196.265 | 48460.00 | 1867020.00 |
| 1305 | 2008.09.01 06:45 | sell | 600 | 0.10 | 195.274 | 196.220 | 191.870 | ||
| 1306 | 2008.09.02 01:45 | modify | 600 | 0.10 | 195.274 | 193.640 | 191.870 | ||
| 1307 | 2008.09.02 02:01 | s/l | 600 | 0.10 | 193.637 | 193.640 | 191.870 | 16370.00 | 1883390.00 |
| 1308 | 2008.09.02 20:00 | sell | 601 | 0.10 | 193.935 | 194.495 | 189.145 | ||
| 1309 | 2008.09.03 07:15 | sell | 602 | 0.10 | 192.966 | 193.720 | 189.970 | ||
| 1310 | 2008.09.03 18:30 | sell | 603 | 0.10 | 192.250 | 193.200 | 188.850 | ||
| 1311 | 2008.09.04 05:00 | modify | 602 | 0.10 | 192.966 | 192.690 | 189.970 | ||
| 1312 | 2008.09.04 07:30 | close | 602 | 0.10 | 191.704 | 192.690 | 189.970 | 12620.00 | 1896010.00 |
| 1313 | 2008.09.04 09:15 | close | 603 | 0.10 | 192.299 | 193.200 | 188.850 | -490.00 | 1895520.00 |
| 1314 | 2008.09.04 11:00 | sell | 604 | 0.10 | 193.062 | 193.830 | 190.230 | ||
| 1315 | 2008.09.04 18:15 | sell | 605 | 0.10 | 190.989 | 191.740 | 187.990 | ||
| 1316 | 2008.09.04 18:20 | t/p | 604 | 0.10 | 190.017 | 193.830 | 190.230 | 30450.00 | 1925970.00 |
| 1317 | 2008.09.04 21:30 | modify | 605 | 0.10 | 190.989 | 190.570 | 187.990 | ||
| 1318 | 2008.09.04 21:30 | sell | 606 | 0.10 | 189.578 | 190.520 | 186.170 | ||
| 1319 | 2008.09.05 00:16 | t/p | 601 | 0.10 | 189.150 | 194.495 | 189.145 | 47850.00 | 1973820.00 |
| 1320 | 2008.09.05 00:21 | t/p | 605 | 0.10 | 187.986 | 190.570 | 187.990 | 30030.00 | 2003850.00 |
| 1321 | 2008.09.05 00:30 | close | 606 | 0.10 | 186.951 | 190.520 | 186.170 | 26270.00 | 2030120.00 |
| 1322 | 2008.09.05 00:31 | sell | 607 | 0.10 | 186.783 | 187.765 | 183.415 | ||
| 1323 | 2008.09.05 01:15 | close | 607 | 0.10 | 186.705 | 187.765 | 183.415 | 780.00 | 2030900.00 |
| 1324 | 2008.09.08 01:32 | buy | 608 | 0.10 | 192.890 | 191.915 | 195.515 | ||
| 1325 | 2008.09.08 01:45 | close | 608 | 0.10 | 193.806 | 191.915 | 195.515 | 9160.00 | 2040060.00 |
| 1326 | 2008.09.08 19:15 | sell | 609 | 0.10 | 189.308 | 190.100 | 186.500 | ||
| 1327 | 2008.09.08 22:56 | s/l | 609 | 0.10 | 190.105 | 190.100 | 186.500 | -7970.00 | 2032090.00 |
| 1328 | 2008.09.10 12:45 | buy | 610 | 0.10 | 189.116 | 188.265 | 191.865 | ||
| 1329 | 2008.09.10 14:41 | s/l | 610 | 0.10 | 188.267 | 188.265 | 191.865 | -8490.00 | 2023600.00 |
| 1330 | 2008.09.10 17:45 | buy | 611 | 0.10 | 189.273 | 188.430 | 192.030 | ||
| 1331 | 2008.09.11 00:22 | s/l | 611 | 0.10 | 188.389 | 188.430 | 192.030 | -8840.00 | 2014760.00 |
| 1332 | 2008.09.11 11:45 | sell | 612 | 0.10 | 187.252 | 188.010 | 184.260 | ||
| 1333 | 2008.09.11 14:00 | sell | 613 | 0.10 | 186.946 | 190.940 | 185.520 | ||
| 1334 | 2008.09.11 16:45 | sell | 614 | 0.10 | 186.163 | 187.070 | 182.720 | ||
| 1335 | 2008.09.11 17:00 | modify | 612 | 0.10 | 187.252 | 187.020 | 184.260 | ||
| 1336 | 2008.09.11 17:15 | close | 612 | 0.10 | 186.562 | 187.020 | 184.260 | 6900.00 | 2021660.00 |
| 1337 | 2008.09.11 17:15 | close | 614 | 0.10 | 186.561 | 187.070 | 182.720 | -3980.00 | 2017680.00 |
| 1338 | 2008.09.11 22:00 | close | 613 | 0.10 | 187.029 | 190.940 | 185.520 | -830.00 | 2016850.00 |
| 1339 | 2008.09.15 10:30 | sell | 615 | 0.10 | 190.573 | 191.365 | 187.765 | ||
| 1340 | 2008.09.15 11:53 | t/p | 615 | 0.10 | 187.751 | 191.365 | 187.765 | 28220.00 | 2045070.00 |
| 1341 | 2008.09.16 14:45 | sell | 616 | 0.10 | 185.113 | 186.050 | 181.700 | ||
| 1342 | 2008.09.16 14:57 | s/l | 616 | 0.10 | 186.047 | 186.050 | 181.700 | -9340.00 | 2035730.00 |
| 1343 | 2008.09.16 16:00 | sell | 617 | 0.10 | 185.161 | 185.710 | 180.360 | ||
| 1344 | 2008.09.16 16:30 | sell | 618 | 0.10 | 184.684 | 185.630 | 181.280 | ||
| 1345 | 2008.09.16 17:23 | s/l | 618 | 0.10 | 185.627 | 185.630 | 181.280 | -9430.00 | 2026300.00 |
| 1346 | 2008.09.16 17:33 | s/l | 617 | 0.10 | 185.705 | 185.710 | 180.360 | -5440.00 | 2020860.00 |
| 1347 | 2008.09.17 17:00 | sell | 619 | 0.10 | 188.365 | 189.165 | 185.565 | ||
| 1348 | 2008.09.17 20:22 | s/l | 619 | 0.10 | 189.178 | 189.165 | 185.565 | -8130.00 | 2012730.00 |
| 1349 | 2008.09.23 03:03 | sell | 620 | 0.10 | 195.973 | 196.570 | 192.970 | ||
| 1350 | 2008.09.23 15:30 | close | 620 | 0.10 | 195.667 | 196.570 | 192.970 | 3060.00 | 2015790.00 |