Strategy Tester Report
EA_BBbandW_M15_forUJ_1.01
| 通貨ペア | USDJPY (US Dollar vs Japanese Yen) | ||||
| 期間 | 15分足(M15) 2007.01.02 02:00 - 2021.04.29 23:45 (2007.01.01 - 2021.04.30) | ||||
| 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 | MagicNumber=43100001; LotsL1=0.1; LotsL2=0.2; 複利運用基準値=0; トレンドモード=""; Slippage=3; timeframe=15; 許容スプレッド=50; 強制エントリー=""; | ||||
| テストバー数 | 354499 | モデルティック数 | 204791417 | モデリング品質 | n/a |
| 不整合チャートエラー | 716 | ||||
| 初期証拠金 | 500000.00 | スプレッド | 5 | ||
| 純益 | 2882300.00 | 総利益 | 4815070.00 | 総損失 | -1932770.00 |
| プロフィットファクタ | 2.49 | 期待利得 | 12586.46 | ||
| 絶対ドローダウン | 112900.00 | 最大ドローダウン | 214000.00 (35.60%) | 相対ドローダウン | 35.60% (214000.00) |
| 総取引数 | 229 | 売りポジション(勝率%） | 128 (70.31%) | 買いポジション(勝率%） | 101 (67.33%) |
| 勝率(%) | 158 (69.00%) | 負率 (%) | 71 (31.00%) | ||
| 最大 | 勝トレード | 36040.00 | 敗トレード | -160900.00 | |
| 平均 | 勝トレード | 30475.13 | 敗トレード | -27222.11 | |
| 最大 | 連勝(金額) | 17 (396000.00) | 連敗(金額) | 8 (-175460.00) | |
| 最大 | 連勝(トレード数) | 467800.00 (14) | 連敗(トレード数) | -175460.00 (8) | |
| 平均 | 連勝 | 5 | 連敗 | 2 | |
1ページ目次へ
| # | 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 |
| 1 | 2007.01.03 12:00 | buy | 1 | 0.20 | 118.955 | 114.310 | 120.750 | ||
| 2 | 2007.01.17 02:12 | t/p | 1 | 0.20 | 120.750 | 114.310 | 120.750 | 35900.00 | 535900.00 |
| 3 | 2007.01.17 02:30 | buy | 2 | 0.20 | 120.735 | 114.310 | 122.530 | ||
| 4 | 2007.04.11 18:30 | close | 2 | 0.20 | 119.350 | 114.310 | 122.530 | -27700.00 | 508200.00 |
| 5 | 2007.04.11 21:31 | buy | 3 | 0.20 | 119.445 | 114.310 | 121.240 | ||
| 6 | 2007.05.17 15:38 | t/p | 3 | 0.20 | 121.240 | 114.310 | 121.240 | 35900.00 | 544100.00 |
| 7 | 2007.05.17 16:00 | buy | 4 | 0.20 | 121.235 | 115.030 | 123.030 | ||
| 8 | 2007.06.14 15:31 | t/p | 4 | 0.20 | 123.030 | 115.030 | 123.030 | 35900.00 | 580000.00 |
| 9 | 2007.06.14 16:30 | buy | 5 | 0.20 | 123.075 | 115.030 | 124.870 | ||
| 10 | 2007.08.16 13:30 | s/l | 5 | 0.20 | 115.030 | 115.030 | 124.870 | -160900.00 | 419100.00 |
| 11 | 2007.08.17 16:00 | buy | 6 | 0.20 | 114.185 | 111.490 | 115.980 | ||
| 12 | 2007.08.23 03:32 | t/p | 6 | 0.20 | 115.980 | 111.490 | 115.980 | 35900.00 | 455000.00 |
| 13 | 2007.08.23 04:00 | buy | 7 | 0.20 | 115.975 | 111.490 | 117.770 | ||
| 14 | 2007.10.11 16:25 | t/p | 7 | 0.20 | 117.770 | 111.490 | 117.770 | 35900.00 | 490900.00 |
| 15 | 2007.10.11 22:45 | sell | 8 | 0.20 | 117.140 | 124.230 | 115.340 | ||
| 16 | 2007.10.18 15:10 | t/p | 8 | 0.20 | 115.340 | 124.230 | 115.340 | 36000.00 | 526900.00 |
| 17 | 2007.10.18 15:30 | sell | 9 | 0.20 | 115.470 | 124.230 | 113.670 | ||
| 18 | 2007.10.22 02:01 | t/p | 9 | 0.20 | 113.670 | 124.230 | 113.670 | 36000.00 | 562900.00 |
| 19 | 2007.10.22 02:30 | sell | 10 | 0.20 | 113.870 | 123.870 | 112.070 | ||
| 20 | 2007.11.08 01:17 | t/p | 10 | 0.20 | 112.070 | 123.870 | 112.070 | 36000.00 | 598900.00 |
| 21 | 2007.11.08 01:45 | sell | 11 | 0.20 | 112.380 | 122.380 | 110.580 | ||
| 22 | 2007.11.09 17:39 | t/p | 11 | 0.20 | 110.580 | 122.380 | 110.580 | 36000.00 | 634900.00 |
| 23 | 2007.11.09 18:00 | sell | 12 | 0.20 | 110.630 | 120.630 | 108.830 | ||
| 24 | 2007.11.21 09:25 | t/p | 12 | 0.20 | 108.830 | 120.630 | 108.830 | 36000.00 | 670900.00 |
| 25 | 2007.11.21 09:45 | sell | 13 | 0.20 | 108.900 | 118.900 | 107.100 | ||
| 26 | 2008.01.15 16:31 | t/p | 13 | 0.20 | 107.100 | 118.900 | 107.100 | 36000.00 | 706900.00 |
| 27 | 2008.01.15 17:30 | sell | 14 | 0.20 | 106.780 | 116.780 | 104.980 | ||
| 28 | 2008.01.23 16:34 | t/p | 14 | 0.20 | 104.980 | 116.780 | 104.980 | 36000.00 | 742900.00 |
| 29 | 2008.01.23 17:00 | sell | 15 | 0.20 | 105.270 | 115.270 | 103.470 | ||
| 30 | 2008.03.03 02:03 | t/p | 15 | 0.20 | 103.470 | 115.270 | 103.470 | 36000.00 | 778900.00 |
| 31 | 2008.03.03 02:30 | sell | 16 | 0.20 | 103.280 | 113.280 | 101.480 | ||
| 32 | 2008.03.07 16:39 | t/p | 16 | 0.20 | 101.480 | 113.280 | 101.480 | 36000.00 | 814900.00 |
| 33 | 2008.03.10 08:45 | sell | 17 | 0.20 | 102.030 | 112.030 | 100.230 | ||
| 34 | 2008.03.13 06:28 | t/p | 17 | 0.20 | 100.230 | 112.030 | 100.230 | 36000.00 | 850900.00 |
| 35 | 2008.03.13 06:45 | sell | 18 | 0.10 | 100.520 | 110.520 | 98.720 | ||
| 36 | 2008.03.17 02:00 | t/p | 18 | 0.10 | 98.720 | 110.520 | 98.720 | 18000.00 | 868900.00 |
| 37 | 2008.03.25 07:45 | sell | 19 | 0.10 | 100.300 | 110.300 | 98.500 | ||
| 38 | 2008.04.03 16:30 | sell | 20 | 0.10 | 102.170 | 112.170 | 100.370 | ||
| 39 | 2008.04.10 12:14 | t/p | 20 | 0.10 | 100.370 | 112.170 | 100.370 | 18000.00 | 886900.00 |
| 40 | 2008.04.21 11:15 | sell | 21 | 0.10 | 103.440 | 113.440 | 101.640 | ||
| 41 | 2008.06.17 20:15 | close | 19 | 0.10 | 108.025 | 110.300 | 98.500 | -77250.00 | 809650.00 |
| 42 | 2008.06.17 20:15 | close | 21 | 0.10 | 108.025 | 113.440 | 101.640 | -45850.00 | 763800.00 |
| 43 | 2008.06.18 20:30 | sell | 22 | 0.20 | 107.790 | 108.690 | 105.990 | ||
| 44 | 2008.06.27 20:32 | t/p | 22 | 0.20 | 105.990 | 108.690 | 105.990 | 36000.00 | 799800.00 |
| 45 | 2008.06.30 08:15 | sell | 23 | 0.20 | 106.010 | 108.680 | 104.210 | ||
| 46 | 2008.07.15 17:02 | t/p | 23 | 0.20 | 104.210 | 108.680 | 104.210 | 36000.00 | 835800.00 |
| 47 | 2008.07.15 18:00 | sell | 24 | 0.20 | 104.350 | 108.680 | 102.550 | ||
| 48 | 2008.08.06 12:58 | s/l | 24 | 0.20 | 108.680 | 108.680 | 102.550 | -86600.00 | 749200.00 |
| 49 | 2008.08.07 15:15 | sell | 25 | 0.20 | 109.330 | 109.980 | 107.530 | ||
| 50 | 2008.08.08 15:42 | s/l | 25 | 0.20 | 109.980 | 109.980 | 107.530 | -13000.00 | 736200.00 |
| 51 | 2008.08.11 11:30 | sell | 26 | 0.20 | 109.810 | 110.470 | 108.010 | ||
| 52 | 2008.08.15 10:23 | s/l | 26 | 0.20 | 110.470 | 110.470 | 108.010 | -13200.00 | 723000.00 |
| 53 | 2008.08.18 01:45 | sell | 27 | 0.20 | 110.320 | 110.760 | 108.520 | ||
| 54 | 2008.08.21 14:30 | t/p | 27 | 0.20 | 108.520 | 110.760 | 108.520 | 36000.00 | 759000.00 |
| 55 | 2008.08.21 15:30 | sell | 28 | 0.20 | 108.270 | 110.760 | 106.470 | ||
| 56 | 2008.09.05 00:23 | t/p | 28 | 0.20 | 106.470 | 110.760 | 106.470 | 36000.00 | 795000.00 |
| 57 | 2008.09.05 00:45 | sell | 29 | 0.20 | 106.550 | 110.760 | 104.750 | ||
| 58 | 2008.09.15 11:36 | t/p | 29 | 0.20 | 104.750 | 110.760 | 104.750 | 36000.00 | 831000.00 |
| 59 | 2008.09.15 23:15 | sell | 30 | 0.20 | 104.870 | 110.760 | 103.070 | ||
| 60 | 2008.10.06 07:17 | t/p | 30 | 0.20 | 103.070 | 110.760 | 103.070 | 36000.00 | 867000.00 |
| 61 | 2008.10.06 08:00 | sell | 31 | 0.20 | 103.180 | 110.760 | 101.380 | ||
| 62 | 2008.10.06 17:17 | t/p | 31 | 0.20 | 101.380 | 110.760 | 101.380 | 36000.00 | 903000.00 |
| 63 | 2008.10.06 17:45 | sell | 32 | 0.10 | 100.900 | 110.760 | 99.100 | ||
| 64 | 2008.10.07 23:00 | sell | 33 | 0.10 | 101.320 | 110.760 | 99.520 | ||
| 65 | 2008.10.08 12:06 | t/p | 33 | 0.10 | 99.520 | 110.760 | 99.520 | 18000.00 | 921000.00 |
| 66 | 2008.10.08 12:33 | t/p | 32 | 0.10 | 99.100 | 110.760 | 99.100 | 18000.00 | 939000.00 |
| 67 | 2008.10.08 13:15 | sell | 34 | 0.10 | 99.280 | 109.280 | 97.480 | ||
| 68 | 2008.10.14 21:15 | sell | 35 | 0.10 | 101.770 | 110.760 | 99.970 | ||
| 69 | 2008.10.15 23:22 | t/p | 35 | 0.10 | 99.970 | 110.760 | 99.970 | 18000.00 | 957000.00 |
| 70 | 2008.10.21 09:30 | sell | 36 | 0.10 | 101.540 | 110.760 | 99.740 | ||
| 71 | 2008.10.22 07:27 | t/p | 36 | 0.10 | 99.740 | 110.760 | 99.740 | 18000.00 | 975000.00 |
| 72 | 2008.10.22 22:22 | t/p | 34 | 0.10 | 97.480 | 109.280 | 97.480 | 18000.00 | 993000.00 |
| 73 | 2008.11.05 11:45 | sell | 37 | 0.10 | 99.030 | 109.030 | 97.230 | ||
| 74 | 2008.11.07 02:26 | t/p | 37 | 0.10 | 97.230 | 109.030 | 97.230 | 18000.00 | 1011000.00 |
| 75 | 2008.11.10 18:15 | sell | 38 | 0.10 | 98.870 | 108.870 | 97.070 | ||
| 76 | 2008.11.12 14:05 | t/p | 38 | 0.10 | 97.070 | 108.870 | 97.070 | 18000.00 | 1029000.00 |
| 77 | 2009.02.27 04:45 | sell | 39 | 0.10 | 97.721 | 103.150 | 95.921 | ||
| 78 | 2009.03.05 03:00 | sell | 40 | 0.10 | 99.016 | 102.510 | 97.216 | ||
| 79 | 2009.03.06 10:07 | t/p | 40 | 0.10 | 97.216 | 102.510 | 97.216 | 18000.00 | 1047000.00 |
| 80 | 2009.03.12 11:46 | t/p | 39 | 0.10 | 95.921 | 103.150 | 95.921 | 18000.00 | 1065000.00 |
| 81 | 2009.03.18 05:00 | sell | 41 | 0.10 | 98.458 | 100.640 | 96.658 | ||
| 82 | 2009.03.18 21:18 | t/p | 41 | 0.10 | 96.658 | 100.640 | 96.658 | 18000.00 | 1083000.00 |
| 83 | 2009.03.18 22:00 | sell | 42 | 0.10 | 96.309 | 100.640 | 94.509 | ||
| 84 | 2009.03.19 15:15 | t/p | 42 | 0.10 | 94.509 | 100.640 | 94.509 | 18000.00 | 1101000.00 |
| 85 | 2009.03.24 22:30 | sell | 43 | 0.10 | 97.816 | 99.767 | 96.016 | ||
| 86 | 2009.03.30 11:43 | t/p | 43 | 0.10 | 96.016 | 99.767 | 96.016 | 18000.00 | 1119000.00 |
| 87 | 2009.03.30 12:00 | sell | 44 | 0.10 | 96.171 | 99.767 | 94.371 | ||
| 88 | 2009.04.02 12:36 | s/l | 44 | 0.10 | 99.767 | 99.767 | 94.371 | -35960.00 | 1083040.00 |
| 89 | 2009.04.07 03:15 | sell | 45 | 0.20 | 100.433 | 101.530 | 98.633 | ||
| 90 | 2009.04.15 04:47 | t/p | 45 | 0.20 | 98.633 | 101.530 | 98.633 | 36000.00 | 1119040.00 |
| 91 | 2009.04.15 06:00 | sell | 46 | 0.20 | 98.527 | 101.530 | 96.727 | ||
| 92 | 2009.04.24 09:33 | t/p | 46 | 0.20 | 96.727 | 101.530 | 96.727 | 36000.00 | 1155040.00 |
| 93 | 2009.04.24 10:15 | sell | 47 | 0.10 | 96.718 | 101.530 | 94.918 | ||
| 94 | 2009.05.04 19:00 | sell | 48 | 0.10 | 99.109 | 101.530 | 97.309 | ||
| 95 | 2009.05.11 16:38 | t/p | 48 | 0.10 | 97.309 | 101.530 | 97.309 | 18000.00 | 1173040.00 |
| 96 | 2009.05.15 12:14 | t/p | 47 | 0.10 | 94.918 | 101.530 | 94.918 | 18000.00 | 1191040.00 |
| 97 | 2009.05.19 14:45 | sell | 49 | 0.10 | 96.160 | 101.530 | 94.360 | ||
| 98 | 2009.05.21 03:09 | t/p | 49 | 0.10 | 94.360 | 101.530 | 94.360 | 18000.00 | 1209040.00 |
| 99 | 2009.05.29 03:30 | sell | 50 | 0.10 | 96.530 | 101.530 | 94.730 | ||
| 100 | 2009.06.01 04:26 | t/p | 50 | 0.10 | 94.730 | 101.530 | 94.730 | 18000.00 | 1227040.00 |
| 101 | 2009.06.02 13:15 | sell | 51 | 0.10 | 96.000 | 101.530 | 94.200 | ||
| 102 | 2009.06.08 21:00 | sell | 52 | 0.10 | 98.320 | 101.530 | 96.520 | ||
| 103 | 2009.06.16 08:22 | t/p | 52 | 0.10 | 96.520 | 101.530 | 96.520 | 18000.00 | 1245040.00 |
| 104 | 2009.07.08 07:43 | t/p | 51 | 0.10 | 94.200 | 101.530 | 94.200 | 18000.00 | 1263040.00 |
| 105 | 2009.07.28 03:45 | sell | 53 | 0.10 | 95.040 | 101.530 | 93.240 | ||
| 106 | 2009.08.10 14:15 | sell | 54 | 0.10 | 97.120 | 101.530 | 95.320 | ||
| 107 | 2009.08.12 09:51 | t/p | 54 | 0.10 | 95.320 | 101.530 | 95.320 | 18000.00 | 1281040.00 |
| 108 | 2009.08.27 21:28 | t/p | 53 | 0.10 | 93.240 | 101.530 | 93.240 | 18000.00 | 1299040.00 |
| 109 | 2009.12.23 19:00 | sell | 55 | 0.10 | 91.426 | 97.750 | 89.626 | ||
| 110 | 2010.01.26 08:10 | t/p | 55 | 0.10 | 89.626 | 97.750 | 89.626 | 18000.00 | 1317040.00 |
| 111 | 2010.02.02 11:30 | sell | 56 | 0.10 | 90.528 | 93.848 | 88.728 | ||
| 112 | 2010.02.04 19:42 | t/p | 56 | 0.10 | 88.728 | 93.848 | 88.728 | 18000.00 | 1335040.00 |
| 113 | 2010.02.18 13:30 | sell | 57 | 0.10 | 90.757 | 93.848 | 88.957 | ||
| 114 | 2010.02.25 17:04 | t/p | 57 | 0.10 | 88.957 | 93.848 | 88.957 | 18000.00 | 1353040.00 |
| 115 | 2010.03.08 12:00 | sell | 58 | 0.10 | 90.270 | 93.848 | 88.470 | ||
| 116 | 2010.03.30 00:15 | sell | 59 | 0.10 | 92.456 | 93.848 | 90.656 | ||
| 117 | 2010.04.01 15:17 | s/l | 58 | 0.10 | 93.848 | 93.848 | 88.470 | -35780.00 | 1317260.00 |
| 118 | 2010.04.01 15:17 | s/l | 59 | 0.10 | 93.848 | 93.848 | 90.656 | -13920.00 | 1303340.00 |
| 119 | 2010.04.02 05:45 | sell | 60 | 0.20 | 93.730 | 94.135 | 91.930 | ||
| 120 | 2010.04.02 15:30 | s/l | 60 | 0.20 | 94.135 | 94.135 | 91.930 | -8100.00 | 1295240.00 |
| 121 | 2010.04.05 19:45 | sell | 61 | 0.20 | 94.175 | 94.783 | 92.375 | ||
| 122 | 2010.04.16 17:15 | t/p | 61 | 0.20 | 92.375 | 94.783 | 92.375 | 36000.00 | 1331240.00 |
| 123 | 2010.04.16 17:45 | sell | 62 | 0.20 | 92.416 | 94.783 | 90.616 | ||
| 124 | 2010.05.04 03:48 | s/l | 62 | 0.20 | 94.783 | 94.783 | 90.616 | -47340.00 | 1283900.00 |
| 125 | 2010.05.04 15:00 | sell | 63 | 0.20 | 94.480 | 95.075 | 92.680 | ||
| 126 | 2010.05.06 18:43 | t/p | 63 | 0.20 | 92.680 | 95.075 | 92.680 | 36000.00 | 1319900.00 |
| 127 | 2010.05.06 19:15 | sell | 64 | 0.20 | 92.675 | 95.078 | 90.875 | ||
| 128 | 2010.05.06 21:10 | t/p | 64 | 0.20 | 90.875 | 95.078 | 90.875 | 36000.00 | 1355900.00 |
| 129 | 2010.05.06 21:10 | sell | 65 | 0.10 | 90.855 | 95.078 | 89.933 | ||
| 130 | 2010.05.06 21:21 | t/p | 65 | 0.10 | 89.933 | 95.078 | 89.933 | 9220.00 | 1365120.00 |
| 131 | 2010.05.07 18:15 | sell | 66 | 0.10 | 91.384 | 95.078 | 89.584 | ||
| 132 | 2010.05.11 03:30 | sell | 67 | 0.10 | 92.914 | 95.078 | 91.114 | ||
| 133 | 2010.05.19 13:30 | t/p | 67 | 0.10 | 91.114 | 95.078 | 91.114 | 18000.00 | 1383120.00 |
| 134 | 2010.05.20 17:14 | t/p | 66 | 0.10 | 89.584 | 95.078 | 89.584 | 18000.00 | 1401120.00 |
| 135 | 2010.05.20 17:45 | sell | 68 | 0.10 | 89.418 | 95.078 | 87.618 | ||
| 136 | 2010.06.04 14:30 | sell | 69 | 0.10 | 92.535 | 95.078 | 90.735 | ||
| 137 | 2010.06.17 16:43 | t/p | 69 | 0.10 | 90.735 | 95.078 | 90.735 | 18000.00 | 1419120.00 |
| 138 | 2010.07.01 15:28 | t/p | 68 | 0.10 | 87.618 | 95.078 | 87.618 | 18000.00 | 1437120.00 |
| 139 | 2010.07.05 14:45 | sell | 70 | 0.10 | 87.691 | 95.078 | 85.891 | ||
| 140 | 2010.08.03 10:51 | t/p | 70 | 0.10 | 85.891 | 95.078 | 85.891 | 18000.00 | 1455120.00 |
| 141 | 2010.11.30 05:15 | sell | 71 | 0.10 | 84.138 | 88.210 | 82.338 | ||
| 142 | 2010.12.28 12:32 | t/p | 71 | 0.10 | 82.338 | 88.210 | 82.338 | 18000.00 | 1473120.00 |
| 143 | 2011.02.14 03:45 | sell | 72 | 0.10 | 83.289 | 84.594 | 81.489 | ||
| 144 | 2011.03.14 02:00 | t/p | 72 | 0.10 | 81.489 | 84.594 | 81.489 | 18000.00 | 1491120.00 |
| 145 | 2011.03.30 21:15 | sell | 73 | 0.10 | 82.829 | 84.594 | 81.029 | ||
| 146 | 2011.04.01 16:45 | s/l | 73 | 0.10 | 84.594 | 84.594 | 81.029 | -17650.00 | 1473470.00 |
| 147 | 2011.04.04 10:30 | sell | 74 | 0.10 | 84.022 | 84.813 | 82.222 | ||
| 148 | 2011.04.05 21:36 | s/l | 74 | 0.10 | 84.813 | 84.813 | 82.222 | -7910.00 | 1465560.00 |
| 149 | 2011.04.07 07:45 | sell | 75 | 0.10 | 85.244 | 85.614 | 83.444 | ||
| 150 | 2011.04.14 04:49 | t/p | 75 | 0.10 | 83.444 | 85.614 | 83.444 | 18000.00 | 1483560.00 |
1ページ目次へ