Strategy Tester Report
EA_BBbandW_M15_forUC_1.00
| 通貨ペア | USDCHF (US Dollar vs Swiss Franc) | ||||
| 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=43104001; 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 | 354856 | モデルティック数 | 157214392 | モデリング品質 | n/a |
| 不整合チャートエラー | 1052 | ||||
| 初期証拠金 | 500000.00 | スプレッド | 16 | ||
| 純益 | 3170142.82 | 総利益 | 4563960.66 | 総損失 | -1393817.84 |
| プロフィットファクタ | 3.27 | 期待利得 | 14813.75 | ||
| 絶対ドローダウン | 170944.08 | 最大ドローダウン | 407349.09 (16.82%) | 相対ドローダウン | 43.49% (253259.79) |
| 総取引数 | 214 | 売りポジション(勝率%） | 136 (63.24%) | 買いポジション(勝率%） | 78 (75.64%) |
| 勝率(%) | 145 (67.76%) | 負率 (%) | 69 (32.24%) | ||
| 最大 | 勝トレード | 36555.44 | 敗トレード | -229474.42 | |
| 平均 | 勝トレード | 31475.59 | 敗トレード | -20200.26 | |
| 最大 | 連勝(金額) | 24 (634435.87) | 連敗(金額) | 15 (-58328.48) | |
| 最大 | 連勝(トレード数) | 691786.20 (19) | 連敗(トレード数) | -229474.42 (1) | |
| 平均 | 連勝 | 7 | 連敗 | 3 | |
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 10:15 | buy | 1 | 0.20 | 1.21546 | 1.14850 | 1.23030 | ||
| 2 | 2007.01.04 11:49 | t/p | 1 | 0.20 | 1.23030 | 1.14850 | 1.23030 | 36013.12 | 536013.12 |
| 3 | 2007.01.05 17:00 | buy | 2 | 0.20 | 1.23766 | 1.14850 | 1.25250 | ||
| 4 | 2007.01.12 16:30 | t/p | 2 | 0.20 | 1.25250 | 1.14850 | 1.25250 | 36013.12 | 572026.24 |
| 5 | 2007.01.19 18:30 | buy | 3 | 0.20 | 1.25286 | 1.14850 | 1.26770 | ||
| 6 | 2007.10.30 23:45 | close | 3 | 0.20 | 1.15830 | 1.14850 | 1.26770 | -229474.42 | 342551.82 |
| 7 | 2007.12.21 10:30 | sell | 4 | 0.20 | 1.15240 | 1.16980 | 1.13740 | ||
| 8 | 2007.12.27 20:57 | t/p | 4 | 0.20 | 1.13740 | 1.16980 | 1.13740 | 36409.80 | 378961.62 |
| 9 | 2008.05.06 17:15 | sell | 5 | 0.20 | 1.04320 | 1.09050 | 1.02820 | ||
| 10 | 2008.05.21 14:44 | t/p | 5 | 0.20 | 1.02820 | 1.09050 | 1.02820 | 36409.80 | 415371.42 |
| 11 | 2008.05.21 14:45 | sell | 6 | 0.20 | 1.02800 | 1.08440 | 1.01300 | ||
| 12 | 2008.07.03 10:01 | t/p | 6 | 0.20 | 1.01300 | 1.08440 | 1.01300 | 36409.80 | 451781.22 |
| 13 | 2008.07.04 18:30 | sell | 7 | 0.20 | 1.02330 | 1.04230 | 1.00830 | ||
| 14 | 2008.07.15 10:51 | t/p | 7 | 0.20 | 1.00830 | 1.04230 | 1.00830 | 36409.80 | 488191.02 |
| 15 | 2008.07.21 23:45 | sell | 8 | 0.20 | 1.01750 | 1.04230 | 1.00250 | ||
| 16 | 2008.07.29 17:03 | s/l | 8 | 0.20 | 1.04230 | 1.04230 | 1.00250 | -60197.54 | 427993.48 |
| 17 | 2008.07.31 16:00 | sell | 9 | 0.20 | 1.04180 | 1.04230 | 1.02680 | ||
| 18 | 2008.07.31 16:27 | s/l | 9 | 0.20 | 1.04230 | 1.04230 | 1.02680 | -1213.66 | 426779.82 |
| 19 | 2008.07.31 16:30 | sell | 10 | 0.20 | 1.04212 | 1.04230 | 1.02720 | ||
| 20 | 2008.07.31 16:30 | s/l | 10 | 0.20 | 1.04230 | 1.04230 | 1.02720 | -436.92 | 426342.90 |
| 21 | 2008.09.15 01:17 | sell | 11 | 0.20 | 1.12010 | 1.12160 | 1.10510 | ||
| 22 | 2008.09.15 06:30 | close | 11 | 0.20 | 1.10776 | 1.12160 | 1.10510 | 29953.13 | 456296.03 |
| 23 | 2008.09.17 20:45 | sell | 12 | 0.20 | 1.10760 | 1.12160 | 1.09260 | ||
| 24 | 2008.09.18 13:08 | t/p | 12 | 0.20 | 1.09260 | 1.12160 | 1.09260 | 36409.80 | 492705.83 |
| 25 | 2008.10.10 09:45 | sell | 13 | 0.20 | 1.11870 | 1.12860 | 1.10370 | ||
| 26 | 2008.10.10 19:44 | s/l | 13 | 0.20 | 1.12860 | 1.12860 | 1.10370 | -24030.47 | 468675.36 |
| 27 | 2008.10.30 18:45 | buy | 14 | 0.20 | 1.14446 | 1.05430 | 1.15930 | ||
| 28 | 2008.10.31 17:29 | t/p | 14 | 0.20 | 1.15930 | 1.05430 | 1.15930 | 36013.12 | 504688.48 |
| 29 | 2008.11.11 20:15 | buy | 15 | 0.20 | 1.18666 | 1.09650 | 1.20150 | ||
| 30 | 2008.11.18 09:21 | t/p | 15 | 0.20 | 1.20150 | 1.09650 | 1.20150 | 36013.12 | 540701.60 |
| 31 | 2008.12.24 11:45 | sell | 16 | 0.20 | 1.07990 | 1.16990 | 1.06490 | ||
| 32 | 2008.12.29 03:27 | t/p | 16 | 0.20 | 1.06490 | 1.16990 | 1.06490 | 36409.80 | 577111.40 |
| 33 | 2008.12.29 05:00 | sell | 17 | 0.20 | 1.05640 | 1.14640 | 1.04140 | ||
| 34 | 2008.12.29 18:34 | t/p | 17 | 0.20 | 1.04140 | 1.14640 | 1.04140 | 36409.80 | 613521.20 |
| 35 | 2009.01.07 11:45 | sell | 18 | 0.20 | 1.10430 | 1.19430 | 1.08930 | ||
| 36 | 2009.01.07 16:37 | t/p | 18 | 0.20 | 1.08930 | 1.19430 | 1.08930 | 36409.80 | 649931.00 |
| 37 | 2009.01.28 18:45 | buy | 19 | 0.20 | 1.14706 | 1.05690 | 1.16190 | ||
| 38 | 2009.01.30 15:01 | t/p | 19 | 0.20 | 1.16190 | 1.05690 | 1.16190 | 36013.11 | 685944.11 |
| 39 | 2009.02.05 16:45 | buy | 20 | 0.20 | 1.16516 | 1.07500 | 1.18000 | ||
| 40 | 2009.02.18 18:36 | t/p | 20 | 0.20 | 1.18000 | 1.07500 | 1.18000 | 36013.12 | 721957.23 |
| 41 | 2009.02.20 12:30 | buy | 21 | 0.20 | 1.18626 | 1.09610 | 1.20110 | ||
| 42 | 2009.03.12 16:15 | close | 21 | 0.20 | 1.18982 | 1.09610 | 1.20110 | 8639.26 | 730596.49 |
| 43 | 2009.03.27 12:45 | buy | 22 | 0.20 | 1.13446 | 1.04430 | 1.14930 | ||
| 44 | 2009.03.30 11:23 | t/p | 22 | 0.20 | 1.14930 | 1.04430 | 1.14930 | 36013.12 | 766609.61 |
| 45 | 2009.04.09 18:15 | buy | 23 | 0.20 | 1.15517 | 1.09060 | 1.17001 | ||
| 46 | 2009.04.20 03:29 | t/p | 23 | 0.20 | 1.17001 | 1.09060 | 1.17001 | 36013.12 | 802622.73 |
| 47 | 2009.05.07 10:15 | buy | 24 | 0.20 | 1.13929 | 1.13585 | 1.15413 | ||
| 48 | 2009.05.07 13:06 | s/l | 24 | 0.20 | 1.13585 | 1.13585 | 1.15413 | -8348.05 | 794274.68 |
| 49 | 2009.05.14 21:45 | sell | 25 | 0.20 | 1.10260 | 1.19260 | 1.08760 | ||
| 50 | 2009.05.22 10:19 | t/p | 25 | 0.20 | 1.08760 | 1.19260 | 1.08760 | 36409.80 | 830684.48 |
| 51 | 2009.05.29 13:45 | sell | 26 | 0.20 | 1.07210 | 1.16210 | 1.05710 | ||
| 52 | 2009.08.03 17:52 | t/p | 26 | 0.20 | 1.05710 | 1.16210 | 1.05710 | 36409.80 | 867094.28 |
| 53 | 2009.08.12 14:00 | sell | 27 | 0.20 | 1.07790 | 1.10620 | 1.06290 | ||
| 54 | 2009.08.19 19:00 | t/p | 27 | 0.20 | 1.06290 | 1.10620 | 1.06290 | 36409.80 | 903504.08 |
| 55 | 2009.08.19 19:30 | sell | 28 | 0.20 | 1.06320 | 1.10620 | 1.04820 | ||
| 56 | 2009.09.08 12:51 | t/p | 28 | 0.20 | 1.04820 | 1.10620 | 1.04820 | 36409.80 | 939913.88 |
| 57 | 2009.09.08 13:00 | sell | 29 | 0.20 | 1.04790 | 1.08220 | 1.03290 | ||
| 58 | 2009.09.15 02:56 | t/p | 29 | 0.20 | 1.03290 | 1.08220 | 1.03290 | 36409.80 | 976323.68 |
| 59 | 2009.10.02 16:15 | sell | 30 | 0.20 | 1.03770 | 1.07560 | 1.02270 | ||
| 60 | 2009.10.13 13:17 | t/p | 30 | 0.20 | 1.02270 | 1.07560 | 1.02270 | 36409.80 | 1012733.48 |
| 61 | 2009.10.29 18:15 | sell | 31 | 0.20 | 1.01900 | 1.07330 | 1.00400 | ||
| 62 | 2009.11.11 11:24 | t/p | 31 | 0.20 | 1.00400 | 1.07330 | 1.00400 | 36409.80 | 1049143.28 |
| 63 | 2009.11.13 20:15 | sell | 32 | 0.20 | 1.01202 | 1.06830 | 0.99702 | ||
| 64 | 2009.11.25 22:23 | t/p | 32 | 0.20 | 0.99702 | 1.06830 | 0.99702 | 36409.80 | 1085553.08 |
| 65 | 2009.12.29 11:20 | sell | 33 | 0.20 | 1.03046 | 1.03066 | 1.01587 | ||
| 66 | 2009.12.29 13:29 | s/l | 33 | 0.20 | 1.03066 | 1.03066 | 1.01587 | -485.46 | 1085067.62 |
| 67 | 2009.12.31 10:00 | sell | 34 | 0.20 | 1.02988 | 1.03066 | 1.01488 | ||
| 68 | 2009.12.31 10:03 | s/l | 34 | 0.20 | 1.03066 | 1.03066 | 1.01488 | -1893.31 | 1083174.31 |
| 69 | 2009.12.31 10:15 | sell | 35 | 0.20 | 1.03000 | 1.03066 | 1.01500 | ||
| 70 | 2009.12.31 10:18 | s/l | 35 | 0.20 | 1.03066 | 1.03066 | 1.01500 | -1602.03 | 1081572.28 |
| 71 | 2009.12.31 10:30 | sell | 36 | 0.20 | 1.03005 | 1.03066 | 1.01505 | ||
| 72 | 2009.12.31 10:41 | s/l | 36 | 0.20 | 1.03066 | 1.03066 | 1.01505 | -1480.66 | 1080091.62 |
| 73 | 2010.01.06 19:30 | sell | 37 | 0.20 | 1.02786 | 1.03066 | 1.01286 | ||
| 74 | 2010.01.07 09:54 | s/l | 37 | 0.20 | 1.03066 | 1.03066 | 1.01286 | -6796.49 | 1073295.13 |
| 75 | 2010.01.08 17:00 | sell | 38 | 0.20 | 1.02708 | 1.03066 | 1.01208 | ||
| 76 | 2010.01.08 17:48 | s/l | 38 | 0.20 | 1.03066 | 1.03066 | 1.01208 | -8689.80 | 1064605.33 |
| 77 | 2010.01.08 23:49 | sell | 39 | 0.20 | 1.02361 | 1.03066 | 1.00861 | ||
| 78 | 2010.01.11 06:30 | close | 39 | 0.20 | 1.01427 | 1.03066 | 1.00861 | 22671.17 | 1087276.50 |
| 79 | 2010.03.03 19:15 | sell | 40 | 0.20 | 1.06667 | 1.06975 | 1.05167 | ||
| 80 | 2010.03.04 08:27 | s/l | 40 | 0.20 | 1.06975 | 1.06975 | 1.05167 | -7476.15 | 1079800.35 |
| 81 | 2010.03.08 05:02 | sell | 41 | 0.20 | 1.06943 | 1.06975 | 1.05511 | ||
| 82 | 2010.03.08 05:09 | s/l | 41 | 0.20 | 1.06975 | 1.06975 | 1.05511 | -776.74 | 1079023.61 |
| 83 | 2010.03.08 05:15 | sell | 42 | 0.20 | 1.06920 | 1.06975 | 1.05420 | ||
| 84 | 2010.03.08 06:37 | s/l | 42 | 0.20 | 1.06975 | 1.06975 | 1.05420 | -1335.03 | 1077688.58 |
| 85 | 2010.03.10 19:01 | sell | 43 | 0.20 | 1.06952 | 1.06975 | 1.05477 | ||
| 86 | 2010.03.10 19:01 | s/l | 43 | 0.20 | 1.06975 | 1.06975 | 1.05477 | -558.28 | 1077130.30 |
| 87 | 2010.03.10 19:15 | sell | 44 | 0.20 | 1.06899 | 1.06975 | 1.05399 | ||
| 88 | 2010.03.10 19:30 | s/l | 44 | 0.20 | 1.06975 | 1.06975 | 1.05399 | -1844.76 | 1075285.54 |
| 89 | 2010.03.12 12:00 | sell | 45 | 0.20 | 1.06448 | 1.06975 | 1.04948 | ||
| 90 | 2010.03.24 12:07 | s/l | 45 | 0.20 | 1.06975 | 1.06975 | 1.04948 | -12791.98 | 1062493.56 |
| 91 | 2010.03.26 17:30 | sell | 46 | 0.20 | 1.06441 | 1.06975 | 1.04941 | ||
| 92 | 2010.03.31 19:39 | t/p | 46 | 0.20 | 1.04941 | 1.06975 | 1.04941 | 36409.80 | 1098903.36 |
| 93 | 2010.04.01 17:45 | sell | 47 | 0.20 | 1.04629 | 1.06975 | 1.03129 | ||
| 94 | 2010.04.06 15:17 | s/l | 47 | 0.20 | 1.06975 | 1.06975 | 1.03129 | -56944.93 | 1041958.43 |
| 95 | 2010.04.09 18:30 | sell | 48 | 0.20 | 1.06619 | 1.06975 | 1.05119 | ||
| 96 | 2010.04.14 05:38 | t/p | 48 | 0.20 | 1.05119 | 1.06975 | 1.05119 | 36409.80 | 1078368.23 |
| 97 | 2010.04.15 12:15 | buy | 49 | 0.20 | 1.05855 | 0.98420 | 1.07339 | ||
| 98 | 2010.04.22 12:50 | t/p | 49 | 0.20 | 1.07339 | 0.98420 | 1.07339 | 36013.12 | 1114381.35 |
| 99 | 2010.04.22 13:15 | buy | 50 | 0.20 | 1.07429 | 0.98420 | 1.08913 | ||
| 100 | 2010.04.28 00:30 | t/p | 50 | 0.20 | 1.08913 | 0.98420 | 1.08913 | 36013.12 | 1150394.47 |
| 101 | 2010.05.04 16:00 | buy | 51 | 0.20 | 1.09629 | 0.98420 | 1.11113 | ||
| 102 | 2010.05.05 15:35 | t/p | 51 | 0.20 | 1.11113 | 0.98420 | 1.11113 | 36013.12 | 1186407.59 |
| 103 | 2010.06.23 16:45 | buy | 52 | 0.20 | 1.11231 | 1.06343 | 1.12715 | ||
| 104 | 2010.07.01 15:46 | s/l | 52 | 0.20 | 1.06343 | 1.06343 | 1.12715 | -118620.03 | 1067787.56 |
| 105 | 2010.07.06 06:45 | sell | 53 | 0.20 | 1.06019 | 1.15019 | 1.04519 | ||
| 106 | 2010.07.15 15:56 | t/p | 53 | 0.20 | 1.04519 | 1.15019 | 1.04519 | 36409.80 | 1104197.36 |
| 107 | 2010.07.20 18:15 | sell | 54 | 0.20 | 1.04615 | 1.13615 | 1.03115 | ||
| 108 | 2010.08.19 15:41 | t/p | 54 | 0.20 | 1.03115 | 1.13615 | 1.03115 | 36409.80 | 1140607.16 |
| 109 | 2010.08.19 16:00 | sell | 55 | 0.20 | 1.03044 | 1.12044 | 1.01544 | ||
| 110 | 2010.08.31 17:46 | t/p | 55 | 0.20 | 1.01544 | 1.12044 | 1.01544 | 36409.80 | 1177016.96 |
| 111 | 2010.09.01 16:00 | sell | 56 | 0.20 | 1.00782 | 1.09782 | 0.99282 | ||
| 112 | 2010.09.22 10:35 | t/p | 56 | 0.20 | 0.99282 | 1.09782 | 0.99282 | 36409.80 | 1213426.76 |
| 113 | 2010.11.02 16:45 | sell | 57 | 0.20 | 0.97833 | 1.04240 | 0.96333 | ||
| 114 | 2010.11.04 16:55 | t/p | 57 | 0.20 | 0.96333 | 1.04240 | 0.96333 | 36409.80 | 1249836.56 |
| 115 | 2010.11.30 04:45 | sell | 58 | 0.20 | 0.99655 | 1.01083 | 0.98155 | ||
| 116 | 2010.12.03 16:45 | t/p | 58 | 0.20 | 0.98155 | 1.01083 | 0.98155 | 36409.80 | 1286246.36 |
| 117 | 2010.12.03 17:00 | sell | 59 | 0.20 | 0.97866 | 1.01083 | 0.96366 | ||
| 118 | 2010.12.14 13:10 | t/p | 59 | 0.20 | 0.96366 | 1.01083 | 0.96366 | 36409.80 | 1322656.16 |
| 119 | 2010.12.21 12:45 | sell | 60 | 0.20 | 0.95953 | 0.99170 | 0.94453 | ||
| 120 | 2010.12.28 13:14 | t/p | 60 | 0.20 | 0.94453 | 0.99170 | 0.94453 | 36409.80 | 1359065.96 |
| 121 | 2011.01.12 22:00 | sell | 61 | 0.20 | 0.96641 | 0.98655 | 0.95141 | ||
| 122 | 2011.01.24 18:32 | t/p | 61 | 0.20 | 0.95141 | 0.98655 | 0.95141 | 36409.80 | 1395475.76 |
| 123 | 2011.01.24 18:45 | sell | 62 | 0.20 | 0.94852 | 0.98655 | 0.93352 | ||
| 124 | 2011.02.02 08:06 | t/p | 62 | 0.20 | 0.93352 | 0.98655 | 0.93352 | 36409.80 | 1431885.56 |
| 125 | 2011.02.09 21:15 | sell | 63 | 0.20 | 0.95644 | 0.98655 | 0.94144 | ||
| 126 | 2011.02.22 13:42 | t/p | 63 | 0.20 | 0.94144 | 0.98655 | 0.94144 | 36409.80 | 1468295.36 |
| 127 | 2011.02.22 13:45 | sell | 64 | 0.20 | 0.94202 | 0.98655 | 0.92702 | ||
| 128 | 2011.02.24 10:59 | t/p | 64 | 0.20 | 0.92702 | 0.98655 | 0.92702 | 36409.80 | 1504705.16 |
| 129 | 2011.03.02 17:45 | sell | 65 | 0.20 | 0.92256 | 0.98655 | 0.90756 | ||
| 130 | 2011.03.16 19:17 | t/p | 65 | 0.20 | 0.90756 | 0.98655 | 0.90756 | 36409.80 | 1541114.96 |
| 131 | 2011.04.06 10:45 | sell | 66 | 0.20 | 0.91760 | 0.95826 | 0.90260 | ||
| 132 | 2011.04.12 06:09 | t/p | 66 | 0.20 | 0.90260 | 0.95826 | 0.90260 | 36409.80 | 1577524.76 |
| 133 | 2011.04.12 06:15 | sell | 67 | 0.20 | 0.90216 | 0.95826 | 0.88716 | ||
| 134 | 2011.04.21 04:17 | t/p | 67 | 0.20 | 0.88716 | 0.95826 | 0.88716 | 36409.80 | 1613934.56 |
| 135 | 2011.05.16 18:00 | sell | 68 | 0.20 | 0.87994 | 0.96994 | 0.86494 | ||
| 136 | 2011.05.27 00:01 | t/p | 68 | 0.20 | 0.86494 | 0.96994 | 0.86494 | 36409.80 | 1650344.36 |
| 137 | 2011.06.17 12:30 | sell | 69 | 0.20 | 0.84625 | 0.91394 | 0.83125 | ||
| 138 | 2011.06.28 16:09 | t/p | 69 | 0.20 | 0.83125 | 0.91394 | 0.83125 | 36409.80 | 1686754.16 |
| 139 | 2011.06.28 17:15 | sell | 70 | 0.20 | 0.82943 | 0.91943 | 0.81443 | ||
| 140 | 2011.07.14 00:05 | t/p | 70 | 0.20 | 0.81443 | 0.91943 | 0.81443 | 36409.80 | 1723163.96 |
| 141 | 2011.08.31 12:30 | sell | 71 | 0.20 | 0.80780 | 0.83504 | 0.79280 | ||
| 142 | 2011.09.01 18:06 | t/p | 71 | 0.20 | 0.79280 | 0.83504 | 0.79280 | 36409.80 | 1759573.76 |
| 143 | 2011.09.15 13:45 | sell | 72 | 0.20 | 0.87229 | 0.87249 | 0.85745 | ||
| 144 | 2011.09.15 13:45 | s/l | 72 | 0.20 | 0.87249 | 0.87249 | 0.85745 | -485.47 | 1759088.29 |
| 145 | 2011.09.15 16:30 | sell | 73 | 0.20 | 0.86817 | 0.87249 | 0.85317 | ||
| 146 | 2011.09.16 04:39 | s/l | 73 | 0.20 | 0.87249 | 0.87249 | 0.85317 | -10486.03 | 1748602.26 |
| 147 | 2011.09.27 16:30 | sell | 74 | 0.20 | 0.89443 | 0.89809 | 0.87943 | ||
| 148 | 2011.09.28 03:11 | s/l | 74 | 0.20 | 0.89809 | 0.89809 | 0.87943 | -8883.99 | 1739718.27 |
| 149 | 2011.10.12 11:30 | sell | 75 | 0.20 | 0.90193 | 0.91138 | 0.88693 | ||
| 150 | 2011.10.21 04:39 | t/p | 75 | 0.20 | 0.88693 | 0.91138 | 0.88693 | 36409.80 | 1776128.07 |
1ページ目次へ