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 | |
| # | 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 |
| 301 | 2016.06.27 01:15 | sell | 151 | 0.20 | 101.681 | 111.681 | 99.881 | ||
| 302 | 2016.08.16 14:46 | t/p | 151 | 0.20 | 99.881 | 111.681 | 99.881 | 36000.00 | 2740220.00 |
| 303 | 2016.08.17 19:15 | sell | 152 | 0.20 | 100.288 | 110.288 | 98.488 | ||
| 304 | 2016.11.09 07:30 | close | 152 | 0.20 | 101.595 | 110.288 | 98.488 | -26140.00 | 2714080.00 |
| 305 | 2016.11.11 06:45 | sell | 153 | 0.20 | 106.344 | 107.588 | 104.544 | ||
| 306 | 2016.11.14 05:23 | s/l | 153 | 0.20 | 107.588 | 107.588 | 104.544 | -24880.00 | 2689200.00 |
| 307 | 2016.11.17 02:00 | sell | 154 | 0.20 | 109.058 | 109.852 | 107.258 | ||
| 308 | 2016.11.17 21:54 | s/l | 154 | 0.20 | 109.852 | 109.852 | 107.258 | -15880.00 | 2673320.00 |
| 309 | 2016.11.18 16:15 | sell | 155 | 0.20 | 110.112 | 111.020 | 108.312 | ||
| 310 | 2016.11.21 02:00 | s/l | 155 | 0.20 | 111.020 | 111.020 | 108.312 | -18160.00 | 2655160.00 |
| 311 | 2016.11.21 16:15 | sell | 156 | 0.20 | 110.545 | 112.104 | 108.745 | ||
| 312 | 2016.11.23 18:00 | s/l | 156 | 0.20 | 112.104 | 112.104 | 108.745 | -31180.00 | 2623980.00 |
| 313 | 2016.11.25 11:45 | sell | 157 | 0.20 | 113.085 | 113.995 | 111.285 | ||
| 314 | 2016.11.30 20:03 | s/l | 157 | 0.20 | 113.995 | 113.995 | 111.285 | -18200.00 | 2605780.00 |
| 315 | 2016.12.01 10:45 | sell | 158 | 0.20 | 113.958 | 114.921 | 112.158 | ||
| 316 | 2016.12.09 15:58 | s/l | 158 | 0.20 | 114.921 | 114.921 | 112.158 | -19260.00 | 2586520.00 |
| 317 | 2016.12.12 21:45 | sell | 159 | 0.20 | 115.130 | 116.218 | 113.330 | ||
| 318 | 2016.12.14 23:11 | s/l | 159 | 0.20 | 116.218 | 116.218 | 113.330 | -21760.00 | 2564760.00 |
| 319 | 2016.12.16 20:45 | sell | 160 | 0.20 | 117.717 | 118.759 | 115.917 | ||
| 320 | 2017.01.05 10:37 | t/p | 160 | 0.20 | 115.917 | 118.759 | 115.917 | 36000.00 | 2600760.00 |
| 321 | 2017.01.05 11:15 | sell | 161 | 0.20 | 115.923 | 118.759 | 114.123 | ||
| 322 | 2017.01.12 12:13 | t/p | 161 | 0.20 | 114.123 | 118.759 | 114.123 | 36000.00 | 2636760.00 |
| 323 | 2017.01.12 12:30 | sell | 162 | 0.20 | 114.104 | 118.759 | 112.304 | ||
| 324 | 2017.01.31 18:58 | t/p | 162 | 0.20 | 112.304 | 118.759 | 112.304 | 36000.00 | 2672760.00 |
| 325 | 2017.01.31 19:45 | sell | 163 | 0.20 | 112.384 | 118.759 | 110.584 | ||
| 326 | 2017.02.27 12:45 | close | 163 | 0.20 | 112.292 | 118.759 | 110.584 | 1840.00 | 2674600.00 |
| 327 | 2017.02.27 12:45 | buy | 164 | 0.20 | 112.291 | 102.287 | 114.087 | ||
| 328 | 2017.03.02 03:39 | t/p | 164 | 0.20 | 114.087 | 102.287 | 114.087 | 35920.00 | 2710520.00 |
| 329 | 2017.03.02 04:15 | buy | 165 | 0.20 | 114.084 | 104.079 | 115.879 | ||
| 330 | 2017.05.25 06:30 | close | 165 | 0.20 | 111.633 | 104.079 | 115.879 | -49020.00 | 2661500.00 |
| 331 | 2017.05.25 12:00 | buy | 166 | 0.20 | 111.838 | 108.029 | 113.633 | ||
| 332 | 2017.07.05 14:01 | t/p | 166 | 0.20 | 113.633 | 108.029 | 113.633 | 35900.00 | 2697400.00 |
| 333 | 2017.07.05 14:30 | buy | 167 | 0.20 | 113.626 | 108.029 | 115.421 | ||
| 334 | 2017.09.08 09:00 | s/l | 167 | 0.20 | 108.029 | 108.029 | 115.421 | -111940.00 | 2585460.00 |
| 335 | 2017.09.11 01:17 | buy | 168 | 0.20 | 108.152 | 107.214 | 109.947 | ||
| 336 | 2017.09.12 16:56 | t/p | 168 | 0.20 | 109.947 | 107.214 | 109.947 | 35900.00 | 2621360.00 |
| 337 | 2017.09.12 17:15 | buy | 169 | 0.20 | 109.934 | 107.214 | 111.729 | ||
| 338 | 2017.09.19 09:17 | t/p | 169 | 0.20 | 111.729 | 107.214 | 111.729 | 35900.00 | 2657260.00 |
| 339 | 2017.09.19 09:45 | buy | 170 | 0.20 | 111.824 | 107.214 | 113.619 | ||
| 340 | 2017.10.23 01:01 | t/p | 170 | 0.20 | 113.619 | 107.214 | 113.619 | 35900.00 | 2693160.00 |
| 341 | 2017.10.23 01:15 | buy | 171 | 0.20 | 113.834 | 107.214 | 115.629 | ||
| 342 | 2017.12.29 05:45 | close | 171 | 0.20 | 112.759 | 107.214 | 115.629 | -21500.00 | 2671660.00 |
| 343 | 2017.12.29 05:45 | sell | 172 | 0.20 | 112.757 | 114.834 | 110.959 | ||
| 344 | 2018.01.12 23:15 | t/p | 172 | 0.20 | 110.959 | 114.834 | 110.959 | 35960.00 | 2707620.00 |
| 345 | 2018.01.12 23:30 | sell | 173 | 0.20 | 110.982 | 114.834 | 109.182 | ||
| 346 | 2018.01.24 18:59 | t/p | 173 | 0.20 | 109.182 | 114.834 | 109.182 | 36000.00 | 2743620.00 |
| 347 | 2018.01.26 00:15 | buy | 174 | 0.20 | 109.290 | 108.034 | 111.085 | ||
| 348 | 2018.02.13 11:04 | s/l | 174 | 0.20 | 108.034 | 108.034 | 111.085 | -25120.00 | 2718500.00 |
| 349 | 2018.02.14 02:15 | buy | 175 | 0.20 | 107.809 | 107.307 | 109.604 | ||
| 350 | 2018.02.14 06:54 | s/l | 175 | 0.20 | 107.307 | 107.307 | 109.604 | -10040.00 | 2708460.00 |
| 351 | 2018.02.15 21:45 | buy | 176 | 0.20 | 106.683 | 106.074 | 108.478 | ||
| 352 | 2018.02.16 00:10 | s/l | 176 | 0.20 | 106.074 | 106.074 | 108.478 | -12180.00 | 2696280.00 |
| 353 | 2018.02.19 09:00 | buy | 177 | 0.20 | 106.397 | 105.445 | 108.192 | ||
| 354 | 2018.03.02 15:05 | s/l | 177 | 0.20 | 105.445 | 105.445 | 108.192 | -19040.00 | 2677240.00 |
| 355 | 2018.03.05 18:00 | buy | 178 | 0.20 | 105.668 | 105.148 | 107.463 | ||
| 356 | 2018.03.23 02:12 | s/l | 178 | 0.20 | 105.148 | 105.148 | 107.463 | -10400.00 | 2666840.00 |
| 357 | 2018.03.23 16:30 | buy | 179 | 0.20 | 105.122 | 104.538 | 106.917 | ||
| 358 | 2018.03.28 23:22 | t/p | 179 | 0.20 | 106.917 | 104.538 | 106.917 | 35900.00 | 2702740.00 |
| 359 | 2018.03.28 23:45 | buy | 180 | 0.20 | 106.927 | 104.528 | 108.722 | ||
| 360 | 2018.04.23 21:51 | t/p | 180 | 0.20 | 108.722 | 104.528 | 108.722 | 35900.00 | 2738640.00 |
| 361 | 2018.04.24 11:15 | buy | 181 | 0.20 | 108.870 | 104.528 | 110.665 | ||
| 362 | 2018.05.17 12:33 | t/p | 181 | 0.20 | 110.665 | 104.528 | 110.665 | 35900.00 | 2774540.00 |
| 363 | 2018.05.25 05:45 | buy | 182 | 0.20 | 109.673 | 104.528 | 111.468 | ||
| 364 | 2018.07.11 19:17 | t/p | 182 | 0.20 | 111.468 | 104.528 | 111.468 | 35900.00 | 2810440.00 |
| 365 | 2018.07.13 17:00 | sell | 183 | 0.20 | 112.509 | 112.900 | 110.709 | ||
| 366 | 2018.07.17 18:36 | s/l | 183 | 0.20 | 112.900 | 112.900 | 110.709 | -7820.00 | 2802620.00 |
| 367 | 2018.07.18 16:30 | sell | 184 | 0.20 | 112.774 | 113.235 | 110.974 | ||
| 368 | 2018.07.23 04:08 | t/p | 184 | 0.20 | 110.974 | 113.235 | 110.974 | 36000.00 | 2838620.00 |
| 369 | 2018.08.01 20:00 | sell | 185 | 0.20 | 111.728 | 113.267 | 109.928 | ||
| 370 | 2018.08.21 02:45 | t/p | 185 | 0.20 | 109.928 | 113.267 | 109.928 | 36000.00 | 2874620.00 |
| 371 | 2018.08.21 13:15 | buy | 186 | 0.20 | 110.208 | 106.516 | 112.003 | ||
| 372 | 2018.08.24 16:00 | close | 186 | 0.20 | 111.307 | 106.516 | 112.003 | 21980.00 | 2896600.00 |
| 373 | 2018.08.24 16:00 | sell | 187 | 0.20 | 111.304 | 113.267 | 109.507 | ||
| 374 | 2018.09.27 18:57 | s/l | 187 | 0.20 | 113.267 | 113.267 | 109.507 | -39260.00 | 2857340.00 |
| 375 | 2018.09.28 16:30 | sell | 188 | 0.20 | 113.344 | 113.743 | 111.544 | ||
| 376 | 2018.10.01 01:09 | s/l | 188 | 0.20 | 113.743 | 113.743 | 111.544 | -7980.00 | 2849360.00 |
| 377 | 2018.10.02 05:30 | sell | 189 | 0.20 | 113.880 | 114.157 | 112.080 | ||
| 378 | 2018.10.03 19:24 | s/l | 189 | 0.20 | 114.157 | 114.157 | 112.080 | -5540.00 | 2843820.00 |
| 379 | 2018.10.04 11:45 | sell | 190 | 0.20 | 114.241 | 114.646 | 112.441 | ||
| 380 | 2018.10.10 23:13 | t/p | 190 | 0.20 | 112.441 | 114.646 | 112.441 | 36000.00 | 2879820.00 |
| 381 | 2018.10.10 23:30 | sell | 191 | 0.20 | 112.544 | 114.646 | 110.744 | ||
| 382 | 2018.12.24 17:52 | t/p | 191 | 0.20 | 110.744 | 114.646 | 110.744 | 36000.00 | 2915820.00 |
| 383 | 2019.01.03 21:15 | buy | 192 | 0.20 | 107.992 | 104.620 | 109.787 | ||
| 384 | 2019.01.18 20:58 | t/p | 192 | 0.20 | 109.787 | 104.620 | 109.787 | 35900.00 | 2951720.00 |
| 385 | 2019.01.18 21:15 | buy | 193 | 0.20 | 109.777 | 104.620 | 111.572 | ||
| 386 | 2019.03.01 04:57 | t/p | 193 | 0.20 | 111.572 | 104.620 | 111.572 | 35900.00 | 2987620.00 |
| 387 | 2019.03.04 12:15 | sell | 194 | 0.20 | 111.874 | 114.303 | 110.074 | ||
| 388 | 2019.03.22 17:50 | t/p | 194 | 0.20 | 110.074 | 114.303 | 110.074 | 36000.00 | 3023620.00 |
| 389 | 2019.03.25 14:00 | buy | 195 | 0.20 | 110.215 | 104.620 | 112.010 | ||
| 390 | 2019.04.02 19:15 | close | 195 | 0.20 | 111.296 | 104.620 | 112.010 | 21620.00 | 3045240.00 |
| 391 | 2019.04.02 19:15 | sell | 196 | 0.20 | 111.298 | 114.133 | 109.496 | ||
| 392 | 2019.05.09 19:41 | t/p | 196 | 0.20 | 109.496 | 114.133 | 109.496 | 36040.00 | 3081280.00 |
| 393 | 2019.05.10 06:15 | buy | 197 | 0.20 | 109.995 | 104.620 | 111.790 | ||
| 394 | 2019.08.02 06:30 | close | 197 | 0.20 | 107.093 | 104.620 | 111.790 | -58040.00 | 3023240.00 |
| 395 | 2019.08.06 05:45 | buy | 198 | 0.20 | 106.299 | 105.419 | 108.094 | ||
| 396 | 2019.08.09 19:29 | s/l | 198 | 0.20 | 105.419 | 105.419 | 108.094 | -17600.00 | 3005640.00 |
| 397 | 2019.08.13 07:00 | buy | 199 | 0.20 | 105.516 | 104.947 | 107.311 | ||
| 398 | 2019.08.26 01:02 | s/l | 199 | 0.20 | 104.947 | 104.947 | 107.311 | -11380.00 | 2994260.00 |
| 399 | 2019.08.26 12:00 | buy | 200 | 0.20 | 105.742 | 104.349 | 107.537 | ||
| 400 | 2019.09.11 00:23 | t/p | 200 | 0.20 | 107.537 | 104.349 | 107.537 | 35900.00 | 3030160.00 |
| 401 | 2019.09.11 00:45 | buy | 201 | 0.20 | 107.550 | 104.349 | 109.345 | ||
| 402 | 2019.11.07 19:51 | t/p | 201 | 0.20 | 109.345 | 104.349 | 109.345 | 35900.00 | 3066060.00 |
| 403 | 2019.11.07 20:15 | buy | 202 | 0.20 | 109.282 | 104.349 | 111.077 | ||
| 404 | 2020.02.04 12:30 | close | 202 | 0.20 | 109.047 | 104.349 | 111.077 | -4700.00 | 3061360.00 |
| 405 | 2020.02.04 12:45 | buy | 203 | 0.20 | 109.041 | 106.380 | 110.836 | ||
| 406 | 2020.02.19 18:52 | t/p | 203 | 0.20 | 110.836 | 106.380 | 110.836 | 35900.00 | 3097260.00 |
| 407 | 2020.02.21 12:00 | sell | 204 | 0.20 | 111.729 | 112.325 | 109.929 | ||
| 408 | 2020.02.25 23:08 | t/p | 204 | 0.20 | 109.929 | 112.325 | 109.929 | 36000.00 | 3133260.00 |
| 409 | 2020.03.03 01:30 | buy | 205 | 0.20 | 108.314 | 107.261 | 110.109 | ||
| 410 | 2020.03.03 19:15 | s/l | 205 | 0.20 | 107.261 | 107.261 | 110.109 | -21060.00 | 3112200.00 |
| 411 | 2020.03.04 11:30 | buy | 206 | 0.20 | 107.548 | 106.742 | 109.343 | ||
| 412 | 2020.03.05 18:34 | s/l | 206 | 0.20 | 106.742 | 106.742 | 109.343 | -16120.00 | 3096080.00 |
| 413 | 2020.03.10 04:15 | buy | 207 | 0.20 | 102.871 | 101.077 | 104.666 | ||
| 414 | 2020.03.10 09:15 | t/p | 207 | 0.20 | 104.666 | 101.077 | 104.666 | 35900.00 | 3131980.00 |
| 415 | 2020.03.10 09:45 | buy | 208 | 0.20 | 104.713 | 101.077 | 106.508 | ||
| 416 | 2020.03.13 14:14 | t/p | 208 | 0.20 | 106.508 | 101.077 | 106.508 | 35900.00 | 3167880.00 |
| 417 | 2020.03.13 14:30 | buy | 209 | 0.20 | 106.350 | 101.077 | 108.145 | ||
| 418 | 2020.03.13 22:55 | t/p | 209 | 0.20 | 108.145 | 101.077 | 108.145 | 35900.00 | 3203780.00 |
| 419 | 2020.03.17 05:30 | buy | 210 | 0.20 | 106.851 | 101.077 | 108.646 | ||
| 420 | 2020.03.18 21:49 | t/p | 210 | 0.20 | 108.646 | 101.077 | 108.646 | 35900.00 | 3239680.00 |
| 421 | 2020.03.18 22:00 | buy | 211 | 0.20 | 108.439 | 101.077 | 110.234 | ||
| 422 | 2020.03.19 21:00 | t/p | 211 | 0.20 | 110.234 | 101.077 | 110.234 | 35900.00 | 3275580.00 |
| 423 | 2020.03.24 06:30 | sell | 212 | 0.20 | 110.184 | 112.325 | 108.384 | ||
| 424 | 2020.03.27 06:22 | t/p | 212 | 0.20 | 108.384 | 112.325 | 108.384 | 36000.00 | 3311580.00 |
| 425 | 2020.03.30 12:45 | buy | 213 | 0.20 | 108.140 | 101.077 | 109.935 | ||
| 426 | 2020.06.08 07:30 | close | 213 | 0.20 | 109.466 | 101.077 | 109.935 | 26520.00 | 3338100.00 |
| 427 | 2020.06.08 07:30 | sell | 214 | 0.20 | 109.461 | 112.325 | 107.666 | ||
| 428 | 2020.06.09 18:01 | t/p | 214 | 0.20 | 107.666 | 112.325 | 107.666 | 35900.00 | 3374000.00 |
| 429 | 2020.06.12 08:00 | buy | 215 | 0.20 | 107.072 | 101.077 | 108.867 | ||
| 430 | 2020.09.11 03:30 | close | 215 | 0.20 | 106.123 | 101.077 | 108.867 | -18980.00 | 3355020.00 |
| 431 | 2020.09.11 11:15 | buy | 216 | 0.20 | 106.223 | 104.089 | 108.018 | ||
| 432 | 2020.09.21 10:24 | s/l | 216 | 0.20 | 104.089 | 104.089 | 108.018 | -42680.00 | 3312340.00 |
| 433 | 2020.09.21 17:15 | buy | 217 | 0.20 | 104.541 | 103.900 | 106.336 | ||
| 434 | 2020.11.05 14:39 | s/l | 217 | 0.20 | 103.900 | 103.900 | 106.336 | -12820.00 | 3299520.00 |
| 435 | 2020.11.09 07:45 | buy | 218 | 0.20 | 103.479 | 103.075 | 105.274 | ||
| 436 | 2020.11.09 16:54 | t/p | 218 | 0.20 | 105.274 | 103.075 | 105.274 | 35900.00 | 3335420.00 |
| 437 | 2020.11.09 17:15 | buy | 219 | 0.20 | 105.263 | 103.075 | 107.058 | ||
| 438 | 2020.12.17 11:54 | s/l | 219 | 0.20 | 103.075 | 103.075 | 107.058 | -43760.00 | 3291660.00 |
| 439 | 2020.12.18 02:45 | buy | 220 | 0.20 | 103.185 | 102.769 | 104.980 | ||
| 440 | 2021.01.04 10:45 | s/l | 220 | 0.20 | 102.769 | 102.769 | 104.980 | -8320.00 | 3283340.00 |
| 441 | 2021.01.04 17:45 | buy | 221 | 0.20 | 103.180 | 102.612 | 104.975 | ||
| 442 | 2021.01.05 19:10 | s/l | 221 | 0.20 | 102.612 | 102.612 | 104.975 | -11360.00 | 3271980.00 |
| 443 | 2021.01.06 11:30 | buy | 222 | 0.20 | 102.836 | 102.492 | 104.631 | ||
| 444 | 2021.01.29 10:25 | t/p | 222 | 0.20 | 104.631 | 102.492 | 104.631 | 35900.00 | 3307880.00 |
| 445 | 2021.01.29 10:45 | buy | 223 | 0.20 | 104.640 | 102.492 | 106.435 | ||
| 446 | 2021.02.26 11:58 | t/p | 223 | 0.20 | 106.435 | 102.492 | 106.435 | 35900.00 | 3343780.00 |
| 447 | 2021.02.26 12:15 | buy | 224 | 0.20 | 106.396 | 102.492 | 108.191 | ||
| 448 | 2021.03.05 08:12 | t/p | 224 | 0.20 | 108.191 | 102.492 | 108.191 | 35900.00 | 3379680.00 |
| 449 | 2021.03.09 11:15 | sell | 225 | 0.20 | 108.625 | 109.333 | 106.825 | ||
| 450 | 2021.03.15 09:06 | s/l | 225 | 0.20 | 109.333 | 109.333 | 106.825 | -14160.00 | 3365520.00 |