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 |
# | 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 |
151 | 2011.10.26 11:45 | sell | 76 | 0.20 | 0.87438 | 0.91138 | 0.85938 | |
152 | 2011.10.27 20:07 | t/p | 76 | 0.20 | 0.85938 | 0.91138 | 0.85938 | 36409.80 | 1812537.87 |
153 | 2011.11.11 18:30 | sell | 77 | 0.20 | 0.90194 | 0.91138 | 0.88694 | |
154 | 2011.11.15 07:47 | s/l | 77 | 0.20 | 0.91138 | 0.91138 | 0.88694 | -22913.90 | 1789623.97 |
155 | 2011.11.18 15:00 | sell | 78 | 0.20 | 0.91028 | 0.91138 | 0.89528 | |
156 | 2011.11.18 15:07 | s/l | 78 | 0.20 | 0.91138 | 0.91138 | 0.89528 | -2670.05 | 1786953.92 |
157 | 2011.11.18 15:45 | sell | 79 | 0.20 | 0.90903 | 0.91138 | 0.89403 | |
158 | 2011.11.18 16:06 | s/l | 79 | 0.20 | 0.91138 | 0.91138 | 0.89403 | -5704.20 | 1781249.72 |
159 | 2011.11.30 16:32 | sell | 80 | 0.20 | 0.91273 | 0.91294 | 0.89818 | |
160 | 2011.11.30 16:32 | s/l | 80 | 0.20 | 0.91294 | 0.91294 | 0.89818 | -509.74 | 1780739.98 |
161 | 2011.11.30 16:45 | sell | 81 | 0.20 | 0.91011 | 0.91294 | 0.89511 | |
162 | 2011.11.30 21:14 | s/l | 81 | 0.20 | 0.91294 | 0.91294 | 0.89511 | -6869.31 | 1773870.67 |
163 | 2011.12.20 12:45 | sell | 82 | 0.20 | 0.93442 | 0.93463 | 0.91958 | |
164 | 2011.12.20 12:46 | s/l | 82 | 0.20 | 0.93463 | 0.93463 | 0.91958 | -509.74 | 1773360.93 |
165 | 2011.12.20 13:00 | sell | 83 | 0.20 | 0.93176 | 0.93463 | 0.91676 | |
166 | 2011.12.21 16:16 | s/l | 83 | 0.20 | 0.93463 | 0.93463 | 0.91676 | -6966.41 | 1766394.52 |
167 | 2011.12.28 15:00 | sell | 84 | 0.20 | 0.93259 | 0.93463 | 0.91759 | |
168 | 2011.12.28 17:24 | s/l | 84 | 0.20 | 0.93463 | 0.93463 | 0.91759 | -4951.73 | 1761442.79 |
169 | 2011.12.30 19:00 | sell | 85 | 0.20 | 0.93415 | 0.93463 | 0.92021 | |
170 | 2011.12.30 19:00 | s/l | 85 | 0.20 | 0.93463 | 0.93463 | 0.92021 | -1165.11 | 1760277.68 |
171 | 2011.12.30 19:25 | sell | 86 | 0.20 | 0.93443 | 0.93463 | 0.92012 | |
172 | 2011.12.30 19:25 | s/l | 86 | 0.20 | 0.93463 | 0.93463 | 0.92012 | -485.46 | 1759792.22 |
173 | 2011.12.30 19:31 | sell | 87 | 0.20 | 0.93439 | 0.93463 | 0.91964 | |
174 | 2011.12.30 19:31 | s/l | 87 | 0.20 | 0.93463 | 0.93463 | 0.91964 | -582.56 | 1759209.66 |
175 | 2011.12.30 19:45 | sell | 88 | 0.20 | 0.93444 | 0.93463 | 0.91944 | |
176 | 2011.12.30 19:45 | s/l | 88 | 0.20 | 0.93463 | 0.93463 | 0.91944 | -461.19 | 1758748.47 |
177 | 2012.01.03 13:03 | sell | 89 | 0.20 | 0.93443 | 0.93463 | 0.92100 | |
178 | 2012.01.03 13:24 | s/l | 89 | 0.20 | 0.93463 | 0.93463 | 0.92100 | -485.46 | 1758263.01 |
179 | 2012.01.03 13:30 | sell | 90 | 0.20 | 0.93399 | 0.93463 | 0.91899 | |
180 | 2012.01.03 13:33 | s/l | 90 | 0.20 | 0.93463 | 0.93463 | 0.91899 | -1553.48 | 1756709.53 |
181 | 2012.01.03 13:45 | sell | 91 | 0.20 | 0.93360 | 0.93463 | 0.91860 | |
182 | 2012.01.03 14:47 | s/l | 91 | 0.20 | 0.93463 | 0.93463 | 0.91860 | -2500.14 | 1754209.39 |
183 | 2012.01.23 14:00 | sell | 92 | 0.20 | 0.93067 | 0.93944 | 0.91567 | |
184 | 2012.01.27 19:27 | t/p | 92 | 0.20 | 0.91567 | 0.93944 | 0.91567 | 36409.80 | 1790619.19 |
185 | 2012.01.27 20:00 | sell | 93 | 0.20 | 0.91423 | 0.93944 | 0.89923 | |
186 | 2012.02.24 12:07 | t/p | 93 | 0.20 | 0.89923 | 0.93944 | 0.89923 | 36409.80 | 1827028.99 |
187 | 2012.03.08 12:45 | sell | 94 | 0.20 | 0.91226 | 0.93944 | 0.89726 | |
188 | 2012.05.15 16:10 | s/l | 94 | 0.20 | 0.93944 | 0.93944 | 0.89726 | -65974.56 | 1761054.43 |
189 | 2012.05.17 14:30 | buy | 95 | 0.20 | 0.94783 | 0.91306 | 0.96267 | |
190 | 2012.05.29 18:47 | t/p | 95 | 0.20 | 0.96267 | 0.91306 | 0.96267 | 36013.12 | 1797067.55 |
191 | 2012.05.29 19:00 | buy | 96 | 0.20 | 0.96198 | 0.91346 | 0.97682 | |
192 | 2012.06.01 15:48 | t/p | 96 | 0.20 | 0.97682 | 0.91346 | 0.97682 | 36013.12 | 1833080.67 |
193 | 2012.06.21 17:15 | buy | 97 | 0.20 | 0.95297 | 0.92014 | 0.96781 | |
194 | 2012.07.05 15:21 | t/p | 97 | 0.20 | 0.96781 | 0.92014 | 0.96781 | 36013.12 | 1869093.79 |
195 | 2012.07.05 15:30 | buy | 98 | 0.20 | 0.96795 | 0.92014 | 0.98279 | |
196 | 2012.07.11 21:07 | t/p | 98 | 0.20 | 0.98279 | 0.92014 | 0.98279 | 36013.12 | 1905106.91 |
197 | 2012.07.13 17:00 | sell | 99 | 0.20 | 0.98145 | 1.36090 | 0.96645 | |
198 | 2012.08.06 02:40 | t/p | 99 | 0.20 | 0.96645 | 1.36090 | 0.96645 | 36409.80 | 1941516.71 |
199 | 2012.08.13 14:00 | sell | 100 | 0.20 | 0.97330 | 1.36090 | 0.95830 | |
200 | 2012.08.22 21:35 | t/p | 100 | 0.20 | 0.95830 | 1.36090 | 0.95830 | 36409.80 | 1977926.51 |
201 | 2012.08.22 21:45 | sell | 101 | 0.20 | 0.95894 | 1.36090 | 0.94394 | |
202 | 2012.09.07 17:27 | t/p | 101 | 0.20 | 0.94394 | 1.36090 | 0.94394 | 36409.80 | 2014336.31 |
203 | 2012.09.07 17:30 | sell | 102 | 0.20 | 0.94390 | 1.30870 | 0.92890 | |
204 | 2012.09.14 14:01 | t/p | 102 | 0.20 | 0.92890 | 1.30870 | 0.92890 | 36409.80 | 2050746.11 |
205 | 2012.09.20 10:15 | buy | 103 | 0.10 | 0.93318 | 0.72674 | 0.94802 | |
206 | 2012.10.11 13:45 | close | 103 | 0.10 | 0.93529 | 0.72674 | 0.94802 | 2560.23 | 2053306.34 |
207 | 2012.10.11 13:45 | sell | 104 | 0.20 | 0.93527 | 1.30870 | 0.92029 | |
208 | 2012.10.18 21:30 | close | 104 | 0.20 | 0.92499 | 1.30870 | 0.92029 | 24952.85 | 2078259.19 |
209 | 2012.10.18 21:30 | buy | 105 | 0.10 | 0.92495 | 0.72674 | 0.93983 | |
210 | 2012.10.30 10:15 | close | 105 | 0.10 | 0.93424 | 0.72674 | 0.93983 | 11272.30 | 2089531.49 |
211 | 2012.10.30 10:15 | sell | 106 | 0.20 | 0.93420 | 1.30870 | 0.91924 | |
212 | 2012.12.04 12:15 | close | 106 | 0.20 | 0.92793 | 1.30870 | 0.91924 | 15219.29 | 2104750.78 |
213 | 2012.12.04 12:15 | buy | 107 | 0.10 | 0.92794 | 0.72674 | 0.94277 | |
214 | 2012.12.28 13:30 | buy | 108 | 0.10 | 0.91808 | 0.72674 | 0.93292 | |
215 | 2013.01.15 21:57 | t/p | 108 | 0.10 | 0.93292 | 0.72674 | 0.93292 | 18006.56 | 2122757.34 |
216 | 2013.01.22 13:45 | close | 107 | 0.10 | 0.92820 | 0.72674 | 0.94277 | 315.48 | 2123072.82 |
217 | 2013.01.22 13:45 | sell | 109 | 0.20 | 0.92821 | 1.30870 | 0.91320 | |
218 | 2013.01.30 18:16 | t/p | 109 | 0.20 | 0.91320 | 1.30870 | 0.91320 | 36434.08 | 2159506.90 |
219 | 2013.02.06 10:45 | buy | 110 | 0.20 | 0.91296 | 0.72674 | 0.92780 | |
220 | 2013.02.20 22:03 | t/p | 110 | 0.20 | 0.92780 | 0.72674 | 0.92780 | 36013.12 | 2195520.02 |
221 | 2013.02.20 22:15 | buy | 111 | 0.10 | 0.92763 | 0.72674 | 0.94247 | |
222 | 2013.03.01 17:10 | t/p | 111 | 0.10 | 0.94247 | 0.72674 | 0.94247 | 18006.56 | 2213526.58 |
223 | 2013.03.07 17:00 | sell | 112 | 0.20 | 0.94306 | 1.30870 | 0.92806 | |
224 | 2013.04.11 13:31 | t/p | 112 | 0.20 | 0.92806 | 1.30870 | 0.92806 | 36409.80 | 2249936.38 |
225 | 2013.04.17 17:15 | buy | 113 | 0.10 | 0.92900 | 0.72674 | 0.94384 | |
226 | 2013.04.23 21:15 | t/p | 113 | 0.10 | 0.94384 | 0.72674 | 0.94384 | 18006.56 | 2267942.94 |
227 | 2013.04.26 15:45 | sell | 114 | 0.20 | 0.94039 | 1.30870 | 0.92539 | |
228 | 2013.05.01 15:16 | t/p | 114 | 0.20 | 0.92539 | 1.30870 | 0.92539 | 36409.80 | 2304352.74 |
229 | 2013.05.08 15:45 | sell | 115 | 0.20 | 0.93572 | 1.30870 | 0.92072 | |
230 | 2013.06.12 18:52 | t/p | 115 | 0.20 | 0.92072 | 1.30870 | 0.92072 | 36409.80 | 2340762.54 |
231 | 2013.06.17 18:30 | buy | 116 | 0.20 | 0.92696 | 0.72674 | 0.94180 | |
232 | 2013.06.26 14:45 | t/p | 116 | 0.20 | 0.94180 | 0.72674 | 0.94180 | 36013.12 | 2376775.66 |
233 | 2013.07.03 18:15 | sell | 117 | 0.20 | 0.94591 | 1.30870 | 0.93091 | |
234 | 2013.07.11 02:00 | close | 117 | 0.20 | 0.94338 | 1.30870 | 0.93091 | 6141.12 | 2382916.78 |
235 | 2013.07.16 13:30 | sell | 118 | 0.20 | 0.94346 | 1.30870 | 0.92846 | |
236 | 2013.07.24 20:30 | close | 118 | 0.20 | 0.93828 | 1.30870 | 0.92846 | 12573.52 | 2395490.30 |
237 | 2013.07.24 20:30 | buy | 119 | 0.10 | 0.93828 | 0.72674 | 0.95312 | |
238 | 2013.07.29 15:45 | buy | 120 | 0.10 | 0.93114 | 0.72674 | 0.94598 | |
239 | 2014.02.18 17:15 | close | 119 | 0.10 | 0.88741 | 0.72674 | 0.95312 | -61724.64 | 2333765.66 |
240 | 2014.02.18 17:15 | close | 120 | 0.10 | 0.88741 | 0.72674 | 0.94598 | -53061.10 | 2280704.56 |
241 | 2014.02.18 17:15 | sell | 121 | 0.20 | 0.88735 | 0.89907 | 0.87241 | |
242 | 2014.02.20 13:30 | close | 121 | 0.20 | 0.89128 | 0.89907 | 0.87241 | -9539.37 | 2271165.19 |
243 | 2014.02.20 13:30 | buy | 122 | 0.20 | 0.89129 | 0.72674 | 0.90612 | |
244 | 2014.02.21 18:00 | close | 122 | 0.20 | 0.88759 | 0.72674 | 0.90612 | -8979.01 | 2262186.18 |
245 | 2014.02.21 18:00 | sell | 123 | 0.20 | 0.88751 | 0.89907 | 0.87259 | |
246 | 2014.02.26 16:30 | close | 123 | 0.20 | 0.88945 | 0.89907 | 0.87259 | -4709.00 | 2257477.18 |
247 | 2014.02.26 16:30 | buy | 124 | 0.20 | 0.88947 | 0.72674 | 0.90429 | |
248 | 2014.02.27 19:15 | close | 124 | 0.20 | 0.88793 | 0.72674 | 0.90429 | -3737.21 | 2253739.97 |
249 | 2014.02.27 19:15 | sell | 125 | 0.20 | 0.88756 | 0.89563 | 0.87293 | |
250 | 2014.03.13 07:32 | t/p | 125 | 0.20 | 0.87293 | 0.89563 | 0.87293 | 35511.69 | 2289251.66 |
251 | 2014.03.24 12:15 | buy | 126 | 0.20 | 0.88497 | 0.72674 | 0.89981 | |
252 | 2014.03.24 21:00 | close | 126 | 0.20 | 0.87869 | 0.72674 | 0.89981 | -15240.06 | 2274011.60 |
253 | 2014.03.24 21:00 | sell | 127 | 0.20 | 0.87870 | 0.89563 | 0.86369 | |
254 | 2014.03.28 11:15 | close | 127 | 0.20 | 0.88959 | 0.89563 | 0.86369 | -26433.52 | 2247578.08 |
255 | 2014.03.28 11:15 | buy | 128 | 0.20 | 0.88960 | 0.72674 | 0.90443 | |
256 | 2014.04.01 15:45 | close | 128 | 0.20 | 0.88177 | 0.72674 | 0.90443 | -19001.53 | 2228576.55 |
257 | 2014.04.01 15:45 | sell | 129 | 0.20 | 0.88176 | 0.89563 | 0.86677 | |
258 | 2014.04.02 16:30 | close | 129 | 0.20 | 0.88536 | 0.89563 | 0.86677 | -8738.36 | 2219838.19 |
259 | 2014.04.02 16:30 | buy | 130 | 0.20 | 0.88541 | 0.72674 | 0.90020 | |
260 | 2014.04.09 16:30 | close | 130 | 0.20 | 0.88171 | 0.72674 | 0.90020 | -8979.01 | 2210859.18 |
261 | 2014.04.09 16:30 | sell | 131 | 0.20 | 0.88172 | 0.89563 | 0.86671 | |
262 | 2014.04.21 18:30 | close | 131 | 0.20 | 0.88477 | 0.89563 | 0.86671 | -7403.33 | 2203455.85 |
263 | 2014.04.21 18:30 | buy | 132 | 0.20 | 0.88477 | 0.72674 | 0.89961 | |
264 | 2014.04.28 10:30 | close | 132 | 0.20 | 0.87825 | 0.72674 | 0.89961 | -15822.48 | 2187633.37 |
265 | 2014.04.28 10:30 | sell | 133 | 0.20 | 0.87826 | 0.88812 | 0.86325 | |
266 | 2014.04.29 15:15 | close | 133 | 0.20 | 0.88248 | 0.88812 | 0.86325 | -10243.29 | 2177390.08 |
267 | 2014.04.29 15:15 | buy | 134 | 0.20 | 0.88249 | 0.72674 | 0.89732 | |
268 | 2014.05.06 10:30 | close | 134 | 0.20 | 0.87556 | 0.72674 | 0.89732 | -16817.44 | 2160572.64 |
269 | 2014.05.06 10:30 | sell | 135 | 0.20 | 0.87547 | 0.88812 | 0.86056 | |
270 | 2014.05.12 17:59 | s/l | 135 | 0.20 | 0.88812 | 0.88812 | 0.86056 | -30705.60 | 2129867.04 |
271 | 2014.05.13 13:15 | buy | 136 | 0.20 | 0.88951 | 0.72674 | 0.90435 | |
272 | 2014.07.25 15:18 | t/p | 136 | 0.20 | 0.90435 | 0.72674 | 0.90435 | 36013.12 | 2165880.16 |
273 | 2014.07.25 16:00 | buy | 137 | 0.20 | 0.90464 | 0.72674 | 0.91948 | |
274 | 2014.09.01 20:26 | t/p | 137 | 0.20 | 0.91948 | 0.72674 | 0.91948 | 36013.11 | 2201893.27 |
275 | 2014.09.04 14:30 | buy | 138 | 0.20 | 0.91987 | 0.72674 | 0.93471 | |
276 | 2014.09.08 20:14 | t/p | 138 | 0.20 | 0.93471 | 0.72674 | 0.93471 | 36013.12 | 2237906.39 |
277 | 2014.09.09 23:00 | sell | 139 | 0.20 | 0.93197 | 1.30450 | 0.91697 | |
278 | 2015.01.15 13:38 | t/p | 139 | 0.20 | 0.91697 | 1.30450 | 0.91697 | 36409.80 | 2274316.19 |
279 | 2015.01.22 20:00 | buy | 140 | 0.20 | 0.86934 | 0.83889 | 0.88418 | |
280 | 2015.01.26 12:30 | t/p | 140 | 0.20 | 0.88418 | 0.83889 | 0.88418 | 36013.12 | 2310329.31 |
281 | 2015.02.03 18:00 | sell | 141 | 0.20 | 0.92197 | 1.01197 | 0.90697 | |
282 | 2015.02.11 21:00 | close | 141 | 0.20 | 0.92889 | 1.01197 | 0.90697 | -16797.05 | 2293532.26 |
283 | 2015.02.11 21:00 | buy | 142 | 0.20 | 0.92901 | 0.83873 | 0.94373 | |
284 | 2015.02.18 20:23 | t/p | 142 | 0.20 | 0.94373 | 0.83873 | 0.94373 | 35721.90 | 2329254.16 |
285 | 2015.02.19 15:15 | buy | 143 | 0.20 | 0.94715 | 0.85699 | 0.96199 | |
286 | 2015.03.04 08:42 | t/p | 143 | 0.20 | 0.96199 | 0.85699 | 0.96199 | 36013.12 | 2365267.28 |
287 | 2015.03.04 20:45 | buy | 144 | 0.20 | 0.96499 | 0.87483 | 0.97983 | |
288 | 2015.03.06 17:35 | t/p | 144 | 0.20 | 0.97983 | 0.87483 | 0.97983 | 36013.12 | 2401280.40 |
289 | 2015.03.06 18:15 | buy | 145 | 0.20 | 0.98168 | 0.89152 | 0.99652 | |
290 | 2015.03.10 17:05 | t/p | 145 | 0.20 | 0.99652 | 0.89152 | 0.99652 | 36013.12 | 2437293.52 |
291 | 2015.04.06 23:15 | buy | 146 | 0.20 | 0.95793 | 0.86777 | 0.97277 | |
292 | 2015.04.09 17:40 | t/p | 146 | 0.20 | 0.97277 | 0.86777 | 0.97277 | 36013.12 | 2473306.64 |
293 | 2015.04.13 12:30 | buy | 147 | 0.20 | 0.98356 | 0.89340 | 0.99840 | |
294 | 2015.11.06 17:30 | t/p | 147 | 0.20 | 0.99840 | 0.89340 | 0.99840 | 36013.11 | 2509319.75 |
295 | 2015.12.08 16:45 | sell | 148 | 0.20 | 0.99478 | 1.22680 | 0.97978 | |
296 | 2015.12.14 19:24 | t/p | 148 | 0.20 | 0.97978 | 1.22680 | 0.97978 | 36409.80 | 2545729.55 |
297 | 2015.12.14 19:30 | sell | 149 | 0.20 | 0.97925 | 1.22680 | 0.96425 | |
298 | 2016.01.29 13:30 | close | 149 | 0.20 | 1.02075 | 1.22680 | 0.96425 | -100733.78 | 2444995.77 |
299 | 2016.01.29 13:30 | buy | 150 | 0.20 | 1.02076 | 0.99559 | 1.03559 | |
300 | 2016.02.01 18:45 | close | 150 | 0.20 | 1.01798 | 0.99559 | 1.03559 | -6746.40 | 2438249.37 |