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 | |
前へ3ページ目
| # | 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 | 2016.02.01 18:45 | sell | 151 | 0.20 | 1.01799 | 1.22680 | 1.00298 | ||
| 302 | 2016.02.03 22:08 | t/p | 151 | 0.20 | 1.00298 | 1.22680 | 1.00298 | 36434.08 | 2474683.45 |
| 303 | 2016.02.03 22:15 | sell | 152 | 0.20 | 1.00291 | 1.22680 | 0.98791 | ||
| 304 | 2016.02.08 20:01 | t/p | 152 | 0.20 | 0.98791 | 1.22680 | 0.98791 | 36409.80 | 2511093.25 |
| 305 | 2016.02.08 20:30 | sell | 153 | 0.20 | 0.98721 | 1.22680 | 0.97221 | ||
| 306 | 2016.02.09 17:55 | t/p | 153 | 0.20 | 0.97221 | 1.22680 | 0.97221 | 36409.80 | 2547503.05 |
| 307 | 2016.02.09 18:00 | sell | 154 | 0.20 | 0.97270 | 1.22680 | 0.95770 | ||
| 308 | 2016.03.11 02:15 | close | 154 | 0.20 | 0.98490 | 1.22680 | 0.95770 | -29613.31 | 2517889.74 |
| 309 | 2016.03.16 22:30 | sell | 155 | 0.20 | 0.97982 | 1.22680 | 0.96482 | ||
| 310 | 2016.03.30 12:00 | t/p | 155 | 0.20 | 0.96482 | 1.22680 | 0.96482 | 36409.80 | 2554299.54 |
| 311 | 2016.04.12 18:15 | buy | 156 | 0.20 | 0.95806 | 0.72674 | 0.97290 | ||
| 312 | 2016.04.20 23:09 | t/p | 156 | 0.20 | 0.97290 | 0.72674 | 0.97290 | 36013.11 | 2590312.65 |
| 313 | 2016.04.26 16:45 | sell | 157 | 0.20 | 0.97193 | 1.20960 | 0.95693 | ||
| 314 | 2016.04.29 18:53 | t/p | 157 | 0.20 | 0.95693 | 1.20960 | 0.95693 | 36409.80 | 2626722.45 |
| 315 | 2016.05.05 12:15 | buy | 158 | 0.20 | 0.96067 | 0.72674 | 0.97551 | ||
| 316 | 2016.05.10 21:13 | t/p | 158 | 0.20 | 0.97551 | 0.72674 | 0.97551 | 36013.12 | 2662735.57 |
| 317 | 2016.05.26 07:15 | sell | 159 | 0.20 | 0.98865 | 1.20960 | 0.97365 | ||
| 318 | 2016.06.06 16:15 | t/p | 159 | 0.20 | 0.97365 | 1.20960 | 0.97365 | 36409.80 | 2699145.37 |
| 319 | 2016.06.09 18:45 | buy | 160 | 0.20 | 0.96533 | 0.72674 | 0.98017 | ||
| 320 | 2016.06.24 07:52 | t/p | 160 | 0.20 | 0.98017 | 0.72674 | 0.98017 | 36013.12 | 2735158.49 |
| 321 | 2016.06.30 13:30 | sell | 161 | 0.20 | 0.97732 | 1.20960 | 0.96232 | ||
| 322 | 2016.07.05 19:00 | close | 161 | 0.20 | 0.97419 | 1.20960 | 0.96232 | 7597.51 | 2742756.00 |
| 323 | 2016.07.05 19:00 | buy | 162 | 0.10 | 0.97418 | 0.72674 | 0.98903 | ||
| 324 | 2016.07.12 23:55 | t/p | 162 | 0.10 | 0.98903 | 0.72674 | 0.98903 | 18018.69 | 2760774.69 |
| 325 | 2016.07.14 13:30 | sell | 163 | 0.20 | 0.98035 | 1.20960 | 0.96535 | ||
| 326 | 2016.07.29 19:01 | t/p | 163 | 0.20 | 0.96535 | 1.20960 | 0.96535 | 36409.80 | 2797184.49 |
| 327 | 2016.08.03 12:45 | buy | 164 | 0.20 | 0.96805 | 0.72674 | 0.98289 | ||
| 328 | 2016.08.05 17:41 | t/p | 164 | 0.20 | 0.98289 | 0.72674 | 0.98289 | 36013.12 | 2833197.61 |
| 329 | 2016.08.10 04:30 | sell | 165 | 0.20 | 0.97968 | 1.20960 | 0.96468 | ||
| 330 | 2016.08.16 11:37 | t/p | 165 | 0.20 | 0.96468 | 1.20960 | 0.96468 | 36409.80 | 2869607.41 |
| 331 | 2016.08.24 15:45 | buy | 166 | 0.20 | 0.96704 | 0.72674 | 0.98188 | ||
| 332 | 2016.08.30 17:38 | t/p | 166 | 0.20 | 0.98188 | 0.72674 | 0.98188 | 36013.12 | 2905620.53 |
| 333 | 2016.09.08 20:00 | buy | 167 | 0.20 | 0.97268 | 0.72674 | 0.98752 | ||
| 334 | 2016.10.11 14:52 | t/p | 167 | 0.20 | 0.98752 | 0.72674 | 0.98752 | 36013.12 | 2941633.65 |
| 335 | 2016.10.20 15:45 | sell | 168 | 0.20 | 0.98734 | 1.20960 | 0.97234 | ||
| 336 | 2016.11.02 11:27 | t/p | 168 | 0.20 | 0.97234 | 1.20960 | 0.97234 | 36409.80 | 2978043.45 |
| 337 | 2016.11.08 22:45 | buy | 169 | 0.10 | 0.97891 | 0.72674 | 0.99375 | ||
| 338 | 2016.11.09 18:00 | close | 169 | 0.10 | 0.97888 | 0.72674 | 0.99375 | -36.41 | 2978007.04 |
| 339 | 2016.11.25 11:30 | sell | 170 | 0.20 | 1.01343 | 1.20960 | 0.99843 | ||
| 340 | 2017.01.23 07:03 | t/p | 170 | 0.20 | 0.99843 | 1.20960 | 0.99843 | 36409.80 | 3014416.84 |
| 341 | 2017.01.27 18:15 | sell | 171 | 0.20 | 0.99725 | 1.20960 | 0.98225 | ||
| 342 | 2017.03.27 17:31 | t/p | 171 | 0.20 | 0.98225 | 1.20960 | 0.98225 | 36409.80 | 3050826.64 |
| 343 | 2017.03.28 22:00 | buy | 172 | 0.10 | 0.98776 | 0.72674 | 1.00260 | ||
| 344 | 2017.04.01 00:18 | t/p | 172 | 0.10 | 1.00260 | 0.72674 | 1.00260 | 18006.56 | 3068833.20 |
| 345 | 2017.04.12 18:45 | sell | 173 | 0.20 | 1.00513 | 1.20960 | 0.99013 | ||
| 346 | 2017.04.28 13:06 | t/p | 173 | 0.20 | 0.99013 | 1.20960 | 0.99013 | 36409.80 | 3105243.00 |
| 347 | 2017.05.02 19:45 | sell | 174 | 0.20 | 0.99243 | 1.20960 | 0.97743 | ||
| 348 | 2017.05.18 14:45 | t/p | 174 | 0.20 | 0.97743 | 1.20960 | 0.97743 | 36409.80 | 3141652.80 |
| 349 | 2017.05.30 02:15 | buy | 175 | 0.20 | 0.97909 | 0.72674 | 0.99393 | ||
| 350 | 2017.10.25 14:53 | t/p | 175 | 0.20 | 0.99393 | 0.72674 | 0.99393 | 36013.12 | 3177665.92 |
| 351 | 2017.10.30 21:30 | sell | 176 | 0.20 | 0.99549 | 1.17631 | 0.98049 | ||
| 352 | 2017.11.23 02:04 | t/p | 176 | 0.20 | 0.98049 | 1.17631 | 0.98049 | 36409.80 | 3214075.72 |
| 353 | 2017.11.28 12:00 | buy | 177 | 0.20 | 0.98356 | 0.72674 | 0.99840 | ||
| 354 | 2018.05.02 17:49 | t/p | 177 | 0.20 | 0.99840 | 0.72674 | 0.99840 | 36013.11 | 3250088.83 |
| 355 | 2018.05.08 19:45 | sell | 178 | 0.20 | 1.00077 | 1.15298 | 0.98577 | ||
| 356 | 2018.05.29 22:30 | t/p | 178 | 0.20 | 0.98577 | 1.15298 | 0.98577 | 36409.80 | 3286498.63 |
| 357 | 2018.06.08 15:00 | buy | 179 | 0.20 | 0.98426 | 0.72674 | 0.99910 | ||
| 358 | 2018.06.18 15:15 | close | 179 | 0.20 | 0.99442 | 0.72674 | 0.99910 | 24655.88 | 3311154.51 |
| 359 | 2018.06.18 15:15 | sell | 180 | 0.20 | 0.99440 | 1.15298 | 0.97942 | ||
| 360 | 2018.07.31 19:00 | close | 180 | 0.20 | 0.98997 | 1.15298 | 0.97942 | 10753.03 | 3321907.54 |
| 361 | 2018.07.31 19:00 | buy | 181 | 0.10 | 0.98998 | 0.72674 | 1.00481 | ||
| 362 | 2018.08.03 18:45 | close | 181 | 0.10 | 0.99266 | 0.72674 | 1.00481 | 3251.86 | 3325159.40 |
| 363 | 2018.08.03 18:45 | sell | 182 | 0.20 | 0.99272 | 1.15298 | 0.97766 | ||
| 364 | 2018.08.28 12:17 | t/p | 182 | 0.20 | 0.97766 | 1.15298 | 0.97766 | 36555.44 | 3361714.84 |
| 365 | 2018.09.04 10:30 | buy | 183 | 0.20 | 0.97142 | 0.72674 | 0.98626 | ||
| 366 | 2018.10.03 12:01 | t/p | 183 | 0.20 | 0.98626 | 0.72674 | 0.98626 | 36013.12 | 3397727.96 |
| 367 | 2018.10.03 12:01 | buy | 184 | 0.10 | 0.98642 | 0.72674 | 1.00121 | ||
| 368 | 2018.10.22 12:30 | close | 184 | 0.10 | 0.99423 | 0.72674 | 1.00121 | 9476.50 | 3407204.46 |
| 369 | 2018.10.22 12:30 | sell | 185 | 0.20 | 0.99426 | 1.15298 | 0.97923 | ||
| 370 | 2018.12.28 17:56 | t/p | 185 | 0.20 | 0.97923 | 1.15298 | 0.97923 | 36482.62 | 3443687.08 |
| 371 | 2019.01.15 13:15 | buy | 186 | 0.10 | 0.98466 | 0.72674 | 0.99950 | ||
| 372 | 2019.01.23 19:45 | close | 186 | 0.10 | 0.99591 | 0.72674 | 0.99950 | 13650.53 | 3457337.61 |
| 373 | 2019.01.23 19:45 | sell | 187 | 0.20 | 0.99590 | 1.15298 | 0.98091 | ||
| 374 | 2019.04.18 19:45 | close | 187 | 0.20 | 1.01475 | 1.15298 | 0.98091 | -45754.98 | 3411582.63 |
| 375 | 2019.04.18 19:45 | buy | 188 | 0.20 | 1.01469 | 0.99998 | 1.02959 | ||
| 376 | 2019.05.01 13:15 | close | 188 | 0.20 | 1.01624 | 0.99998 | 1.02959 | 3761.48 | 3415344.11 |
| 377 | 2019.05.01 13:15 | sell | 189 | 0.20 | 1.01626 | 1.04749 | 1.00124 | ||
| 378 | 2019.05.24 11:44 | t/p | 189 | 0.20 | 1.00124 | 1.04749 | 1.00124 | 36458.34 | 3451802.45 |
| 379 | 2019.05.31 21:45 | sell | 190 | 0.20 | 1.00050 | 1.04240 | 0.98550 | ||
| 380 | 2019.06.05 16:37 | t/p | 190 | 0.20 | 0.98550 | 1.04240 | 0.98550 | 36409.80 | 3488212.25 |
| 381 | 2019.06.19 13:30 | sell | 191 | 0.20 | 0.99766 | 1.01433 | 0.98266 | ||
| 382 | 2019.06.20 18:30 | t/p | 191 | 0.20 | 0.98266 | 1.01433 | 0.98266 | 36409.80 | 3524622.05 |
| 383 | 2019.07.01 01:15 | buy | 192 | 0.20 | 0.97887 | 0.72674 | 0.99371 | ||
| 384 | 2019.07.08 17:28 | t/p | 192 | 0.20 | 0.99371 | 0.72674 | 0.99371 | 36013.12 | 3560635.17 |
| 385 | 2019.07.16 16:45 | buy | 193 | 0.10 | 0.98810 | 0.72674 | 1.00294 | ||
| 386 | 2019.07.25 13:45 | buy | 194 | 0.10 | 0.98717 | 0.72674 | 1.00201 | ||
| 387 | 2019.10.01 19:45 | close | 193 | 0.10 | 0.99361 | 0.72674 | 1.00294 | 6685.72 | 3567320.89 |
| 388 | 2019.10.01 19:45 | close | 194 | 0.10 | 0.99361 | 0.72674 | 1.00201 | 7814.17 | 3575135.06 |
| 389 | 2019.10.01 19:45 | sell | 195 | 0.20 | 0.99360 | 1.01433 | 0.97861 | ||
| 390 | 2019.10.21 19:30 | close | 195 | 0.20 | 0.98760 | 1.01433 | 0.97861 | 14563.92 | 3589698.98 |
| 391 | 2019.10.21 19:30 | buy | 196 | 0.20 | 0.98768 | 0.72674 | 1.00244 | ||
| 392 | 2019.11.11 16:15 | close | 196 | 0.20 | 0.99390 | 0.72674 | 1.00244 | 15094.44 | 3604793.42 |
| 393 | 2019.11.11 16:15 | sell | 197 | 0.20 | 0.99387 | 1.01433 | 0.97890 | ||
| 394 | 2019.11.15 13:15 | close | 197 | 0.20 | 0.99075 | 1.01433 | 0.97890 | 7573.24 | 3612366.66 |
| 395 | 2019.11.15 13:15 | buy | 198 | 0.10 | 0.99089 | 0.72674 | 1.00559 | ||
| 396 | 2019.11.29 02:45 | close | 198 | 0.10 | 0.99790 | 0.72674 | 1.00559 | 8505.79 | 3620872.45 |
| 397 | 2019.11.29 02:45 | sell | 199 | 0.20 | 0.99785 | 1.01433 | 0.98290 | ||
| 398 | 2019.12.06 17:45 | close | 199 | 0.20 | 0.99049 | 1.01433 | 0.98290 | 17865.07 | 3638737.52 |
| 399 | 2019.12.06 17:45 | buy | 200 | 0.10 | 0.99042 | 0.72674 | 1.00533 | ||
| 400 | 2020.01.07 14:30 | buy | 201 | 0.10 | 0.97150 | 0.72674 | 0.98634 | ||
| 401 | 2020.03.19 20:56 | t/p | 201 | 0.10 | 0.98634 | 0.72674 | 0.98634 | 18006.56 | 3656744.08 |
| 402 | 2020.04.02 17:00 | buy | 202 | 0.10 | 0.96971 | 0.72674 | 0.98455 | ||
| 403 | 2020.06.02 12:30 | close | 200 | 0.10 | 0.95800 | 0.72674 | 1.00533 | -39337.78 | 3617406.30 |
| 404 | 2020.06.02 12:30 | close | 202 | 0.10 | 0.95800 | 0.72674 | 0.98455 | -14208.68 | 3603197.62 |
| 405 | 2020.06.02 12:30 | sell | 203 | 0.20 | 0.95806 | 0.97004 | 0.94300 | ||
| 406 | 2020.06.03 15:30 | close | 203 | 0.20 | 0.96457 | 0.97004 | 0.94300 | -15801.85 | 3587395.77 |
| 407 | 2020.06.03 15:30 | buy | 204 | 0.20 | 0.96456 | 0.79109 | 0.97941 | ||
| 408 | 2020.06.04 16:00 | close | 204 | 0.20 | 0.95820 | 0.79109 | 0.97941 | -15434.20 | 3571961.57 |
| 409 | 2020.06.04 16:00 | sell | 205 | 0.20 | 0.95819 | 0.97004 | 0.94320 | ||
| 410 | 2020.06.05 16:45 | close | 205 | 0.20 | 0.96186 | 0.97004 | 0.94320 | -8908.27 | 3563053.30 |
| 411 | 2020.06.05 16:45 | buy | 206 | 0.20 | 0.96187 | 0.79109 | 0.97670 | ||
| 412 | 2020.06.08 17:15 | close | 206 | 0.20 | 0.95821 | 0.79109 | 0.97670 | -8881.94 | 3554171.36 |
| 413 | 2020.06.08 17:15 | sell | 207 | 0.20 | 0.95819 | 0.97004 | 0.94321 | ||
| 414 | 2020.06.10 22:15 | t/p | 207 | 0.20 | 0.94321 | 0.97004 | 0.94321 | 36361.25 | 3590532.61 |
| 415 | 2020.09.28 14:15 | sell | 208 | 0.20 | 0.92644 | 0.93325 | 0.91144 | ||
| 416 | 2020.10.09 18:55 | t/p | 208 | 0.20 | 0.91144 | 0.93325 | 0.91144 | 36409.80 | 3626942.41 |
| 417 | 2020.10.14 18:45 | sell | 209 | 0.20 | 0.91174 | 0.92675 | 0.89674 | ||
| 418 | 2020.12.02 17:11 | t/p | 209 | 0.20 | 0.89674 | 0.92675 | 0.89674 | 36409.80 | 3663352.21 |
| 419 | 2021.01.12 22:45 | sell | 210 | 0.20 | 0.88758 | 0.90074 | 0.87258 | ||
| 420 | 2021.02.01 13:00 | close | 210 | 0.20 | 0.89527 | 0.90074 | 0.87258 | -18666.09 | 3644686.12 |
| 421 | 2021.02.01 13:00 | buy | 211 | 0.20 | 0.89526 | 0.83889 | 0.91011 | ||
| 422 | 2021.02.26 21:42 | t/p | 211 | 0.20 | 0.91011 | 0.83889 | 0.91011 | 36037.38 | 3680723.50 |
| 423 | 2021.02.26 21:45 | buy | 212 | 0.20 | 0.91020 | 0.83889 | 0.92504 | ||
| 424 | 2021.03.04 15:14 | t/p | 212 | 0.20 | 0.92504 | 0.83889 | 0.92504 | 36013.12 | 3716736.62 |
| 425 | 2021.03.04 15:15 | buy | 213 | 0.20 | 0.92502 | 0.83889 | 0.93986 | ||
| 426 | 2021.03.25 21:02 | t/p | 213 | 0.20 | 0.93986 | 0.83889 | 0.93986 | 36013.11 | 3752749.73 |
| 427 | 2021.03.30 12:45 | buy | 214 | 0.20 | 0.94230 | 0.83889 | 0.95714 | ||
| 428 | 2021.04.29 23:59 | close at stop | 214 | 0.20 | 0.90826 | 0.83889 | 0.95714 | -82606.91 | 3670142.82 |
前へ3ページ目