Strategy Tester Report
EA_BBbandW_M15_forEG_1.00
| 通貨ペア | EURGBP (Euro vs Great Britain Pound) | ||||
| 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=43105001; 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 | 346937 | モデルティック数 | 229778816 | モデリング品質 | n/a |
| 不整合チャートエラー | 259 | ||||
| 初期証拠金 | 500000.00 | スプレッド | 10 | ||
| 純益 | 3153939.91 | 総利益 | 4921951.06 | 総損失 | -1768011.15 |
| プロフィットファクタ | 2.78 | 期待利得 | 10691.32 | ||
| 絶対ドローダウン | 53577.73 | 最大ドローダウン | 382041.36 (20.37%) | 相対ドローダウン | 20.39% (153701.62) |
| 総取引数 | 295 | 売りポジション(勝率%） | 98 (60.20%) | 買いポジション(勝率%） | 197 (71.57%) |
| 勝率(%) | 200 (67.80%) | 負率 (%) | 95 (32.20%) | ||
| 最大 | 勝トレード | 37541.69 | 敗トレード | -144909.76 | |
| 平均 | 勝トレード | 24609.76 | 敗トレード | -18610.64 | |
| 最大 | 連勝(金額) | 27 (522679.04) | 連敗(金額) | 11 (-47269.02) | |
| 最大 | 連勝(トレード数) | 721667.56 (26) | 連敗(トレード数) | -202462.54 (4) | |
| 平均 | 連勝 | 5 | 連敗 | 3 | |
前へ4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 |
| 451 | 2019.06.18 12:00 | sell | 226 | 0.20 | 0.89283 | 0.93410 | 0.88083 | ||
| 452 | 2019.06.20 12:15 | close | 226 | 0.20 | 0.88852 | 0.93410 | 0.88083 | 13438.93 | 3265221.54 |
| 453 | 2019.06.25 09:15 | sell | 227 | 0.20 | 0.89384 | 0.93410 | 0.88184 | ||
| 454 | 2019.07.25 16:15 | close | 227 | 0.20 | 0.89277 | 0.93410 | 0.88184 | 3336.35 | 3268557.89 |
| 455 | 2019.07.30 08:30 | buy | 228 | 0.10 | 0.91870 | 0.85860 | 0.93060 | ||
| 456 | 2019.07.31 12:00 | close | 228 | 0.10 | 0.91654 | 0.85860 | 0.93060 | -3367.10 | 3265190.79 |
| 457 | 2019.07.31 12:00 | sell | 229 | 0.20 | 0.91658 | 0.93410 | 0.90454 | ||
| 458 | 2019.08.05 10:45 | close | 229 | 0.20 | 0.91911 | 0.93410 | 0.90454 | -7888.74 | 3257302.05 |
| 459 | 2019.08.05 10:45 | buy | 230 | 0.10 | 0.91910 | 0.85901 | 0.93101 | ||
| 460 | 2019.08.06 12:15 | close | 230 | 0.10 | 0.91866 | 0.85901 | 0.93101 | -685.89 | 3256616.16 |
| 461 | 2019.08.06 12:15 | sell | 231 | 0.20 | 0.91865 | 0.93410 | 0.90666 | ||
| 462 | 2019.08.07 05:45 | close | 231 | 0.20 | 0.92188 | 0.93410 | 0.90666 | -10071.40 | 3246544.76 |
| 463 | 2019.08.07 05:45 | buy | 232 | 0.10 | 0.92179 | 0.86178 | 0.93378 | ||
| 464 | 2019.08.15 15:00 | close | 232 | 0.10 | 0.91904 | 0.86178 | 0.93378 | -4286.81 | 3242257.95 |
| 465 | 2019.08.15 15:00 | sell | 233 | 0.20 | 0.91905 | 0.93591 | 0.90704 | ||
| 466 | 2019.08.22 15:54 | t/p | 233 | 0.20 | 0.90704 | 0.93591 | 0.90704 | 37448.14 | 3279706.09 |
| 467 | 2019.08.22 16:15 | sell | 234 | 0.20 | 0.90646 | 0.93591 | 0.89446 | ||
| 468 | 2019.09.06 00:00 | t/p | 234 | 0.20 | 0.89446 | 0.93591 | 0.89446 | 37416.96 | 3317123.05 |
| 469 | 2019.09.16 11:45 | buy | 235 | 0.20 | 0.88952 | 0.84368 | 0.90142 | ||
| 470 | 2019.10.10 15:06 | t/p | 235 | 0.20 | 0.90142 | 0.84368 | 0.90142 | 37100.40 | 3354223.45 |
| 471 | 2019.10.14 10:45 | buy | 236 | 0.20 | 0.87548 | 0.84368 | 0.88738 | ||
| 472 | 2019.12.04 14:00 | close | 236 | 0.20 | 0.84761 | 0.84368 | 0.88738 | -86889.75 | 3267333.70 |
| 473 | 2019.12.04 14:00 | sell | 237 | 0.10 | 0.84762 | 0.90761 | 0.83561 | ||
| 474 | 2019.12.12 16:15 | close | 237 | 0.10 | 0.84702 | 0.90761 | 0.83561 | 935.42 | 3268269.12 |
| 475 | 2019.12.12 16:15 | buy | 238 | 0.20 | 0.84701 | 0.83577 | 0.85892 | ||
| 476 | 2019.12.13 00:00 | s/l | 238 | 0.20 | 0.83577 | 0.83577 | 0.85892 | -35042.73 | 3233226.39 |
| 477 | 2019.12.13 00:30 | sell | 239 | 0.10 | 0.82929 | 0.88929 | 0.81729 | ||
| 478 | 2019.12.13 00:45 | close | 239 | 0.10 | 0.82877 | 0.88929 | 0.81729 | 810.70 | 3234037.09 |
| 479 | 2019.12.13 00:45 | sell | 240 | 0.10 | 0.82867 | 0.88867 | 0.81667 | ||
| 480 | 2019.12.13 01:00 | close | 240 | 0.10 | 0.83063 | 0.88867 | 0.81667 | -3055.72 | 3230981.37 |
| 481 | 2019.12.13 01:00 | sell | 241 | 0.10 | 0.83053 | 0.89053 | 0.81853 | ||
| 482 | 2019.12.13 01:15 | close | 241 | 0.10 | 0.83090 | 0.89053 | 0.81853 | -576.85 | 3230404.52 |
| 483 | 2019.12.13 01:15 | sell | 242 | 0.10 | 0.83080 | 0.89080 | 0.81880 | ||
| 484 | 2019.12.13 01:30 | close | 242 | 0.10 | 0.83170 | 0.89080 | 0.81880 | -1403.14 | 3229001.38 |
| 485 | 2019.12.13 01:45 | sell | 243 | 0.10 | 0.83016 | 0.89016 | 0.81816 | ||
| 486 | 2019.12.13 02:00 | close | 243 | 0.10 | 0.83009 | 0.89016 | 0.81816 | 109.14 | 3229110.52 |
| 487 | 2019.12.13 02:00 | sell | 244 | 0.10 | 0.82999 | 0.88999 | 0.81799 | ||
| 488 | 2019.12.13 02:15 | close | 244 | 0.10 | 0.83014 | 0.88999 | 0.81799 | -233.86 | 3228876.66 |
| 489 | 2019.12.13 02:15 | sell | 245 | 0.10 | 0.83004 | 0.89004 | 0.81804 | ||
| 490 | 2019.12.13 03:30 | close | 245 | 0.10 | 0.82947 | 0.89004 | 0.81804 | 888.65 | 3229765.31 |
| 491 | 2019.12.13 03:30 | sell | 246 | 0.10 | 0.82937 | 0.88937 | 0.81737 | ||
| 492 | 2019.12.13 03:45 | close | 246 | 0.10 | 0.82949 | 0.88937 | 0.81737 | -187.09 | 3229578.22 |
| 493 | 2019.12.16 04:15 | sell | 247 | 0.10 | 0.83205 | 0.89205 | 0.82005 | ||
| 494 | 2019.12.17 11:45 | close | 247 | 0.10 | 0.84684 | 0.89205 | 0.82005 | -23058.20 | 3206520.02 |
| 495 | 2019.12.17 11:45 | buy | 248 | 0.20 | 0.84683 | 0.82409 | 0.85874 | ||
| 496 | 2019.12.23 18:51 | t/p | 248 | 0.20 | 0.85874 | 0.82409 | 0.85874 | 37131.57 | 3243651.59 |
| 497 | 2019.12.23 19:45 | buy | 249 | 0.20 | 0.85793 | 0.82409 | 0.86983 | ||
| 498 | 2020.01.23 18:00 | close | 249 | 0.20 | 0.84186 | 0.82409 | 0.86983 | -50101.12 | 3193550.47 |
| 499 | 2020.01.23 18:00 | sell | 250 | 0.20 | 0.84187 | 0.90186 | 0.82986 | ||
| 500 | 2020.01.24 13:15 | close | 250 | 0.20 | 0.84301 | 0.90186 | 0.82986 | -3554.61 | 3189995.86 |
| 501 | 2020.01.24 13:15 | buy | 251 | 0.20 | 0.84300 | 0.82409 | 0.85491 | ||
| 502 | 2020.01.30 15:45 | close | 251 | 0.20 | 0.84130 | 0.82409 | 0.85491 | -5300.06 | 3184695.80 |
| 503 | 2020.01.30 15:45 | sell | 252 | 0.20 | 0.84129 | 0.90130 | 0.82930 | ||
| 504 | 2020.02.03 00:15 | close | 252 | 0.20 | 0.84168 | 0.90130 | 0.82930 | -1216.05 | 3183479.75 |
| 505 | 2020.02.03 00:15 | buy | 253 | 0.20 | 0.84169 | 0.82409 | 0.85358 | ||
| 506 | 2020.02.04 09:54 | t/p | 253 | 0.20 | 0.85358 | 0.82409 | 0.85358 | 37069.21 | 3220548.96 |
| 507 | 2020.02.04 10:00 | buy | 254 | 0.20 | 0.85362 | 0.82409 | 0.86552 | ||
| 508 | 2020.02.12 19:15 | close | 254 | 0.20 | 0.83881 | 0.82409 | 0.86552 | -46172.84 | 3174376.12 |
| 509 | 2020.02.12 19:15 | sell | 255 | 0.20 | 0.83882 | 0.89881 | 0.82681 | ||
| 510 | 2020.02.13 11:00 | close | 255 | 0.20 | 0.83995 | 0.89881 | 0.82681 | -3523.43 | 3170852.69 |
| 511 | 2020.02.13 11:00 | buy | 256 | 0.20 | 0.83996 | 0.82409 | 0.85185 | ||
| 512 | 2020.02.13 12:15 | close | 256 | 0.20 | 0.83830 | 0.82409 | 0.85185 | -5175.35 | 3165677.34 |
| 513 | 2020.02.13 12:15 | sell | 257 | 0.20 | 0.83831 | 0.89830 | 0.82630 | ||
| 514 | 2020.02.20 10:45 | close | 257 | 0.20 | 0.83750 | 0.89830 | 0.82630 | 2525.64 | 3168202.98 |
| 515 | 2020.02.20 10:45 | buy | 258 | 0.20 | 0.83751 | 0.82409 | 0.84940 | ||
| 516 | 2020.02.21 04:15 | close | 258 | 0.20 | 0.83690 | 0.82409 | 0.84940 | -1901.79 | 3166301.19 |
| 517 | 2020.02.21 04:15 | sell | 259 | 0.20 | 0.83689 | 0.89690 | 0.82490 | ||
| 518 | 2020.02.21 17:15 | close | 259 | 0.20 | 0.83811 | 0.89690 | 0.82490 | -3804.06 | 3162497.13 |
| 519 | 2020.02.21 17:15 | buy | 260 | 0.20 | 0.83812 | 0.82409 | 0.85001 | ||
| 520 | 2020.02.24 09:00 | close | 260 | 0.20 | 0.83567 | 0.82409 | 0.85001 | -7638.31 | 3154858.82 |
| 521 | 2020.02.24 09:00 | sell | 261 | 0.20 | 0.83566 | 0.89567 | 0.82367 | ||
| 522 | 2020.02.24 10:15 | close | 261 | 0.20 | 0.83713 | 0.89567 | 0.82367 | -4583.58 | 3150275.24 |
| 523 | 2020.02.24 10:15 | buy | 262 | 0.20 | 0.83714 | 0.82409 | 0.84903 | ||
| 524 | 2020.02.25 12:00 | close | 262 | 0.20 | 0.83500 | 0.82409 | 0.84903 | -6671.84 | 3143603.40 |
| 525 | 2020.02.25 12:00 | sell | 263 | 0.20 | 0.83499 | 0.89500 | 0.82300 | ||
| 526 | 2020.02.26 08:30 | close | 263 | 0.20 | 0.83733 | 0.89500 | 0.82300 | -7296.31 | 3136307.09 |
| 527 | 2020.02.26 08:30 | buy | 264 | 0.20 | 0.83732 | 0.82409 | 0.84923 | ||
| 528 | 2020.02.27 12:09 | t/p | 264 | 0.20 | 0.84923 | 0.82409 | 0.84923 | 37131.57 | 3173438.66 |
| 529 | 2020.02.27 12:45 | buy | 265 | 0.20 | 0.84964 | 0.82409 | 0.86154 | ||
| 530 | 2020.02.28 18:24 | t/p | 265 | 0.20 | 0.86154 | 0.82409 | 0.86154 | 37100.39 | 3210539.05 |
| 531 | 2020.02.28 19:00 | buy | 266 | 0.20 | 0.86103 | 0.82409 | 0.87293 | ||
| 532 | 2020.03.02 17:54 | t/p | 266 | 0.20 | 0.87293 | 0.82409 | 0.87293 | 37100.39 | 3247639.44 |
| 533 | 2020.03.02 18:15 | buy | 267 | 0.20 | 0.87321 | 0.82409 | 0.88511 | ||
| 534 | 2020.03.12 15:19 | t/p | 267 | 0.20 | 0.88511 | 0.82409 | 0.88511 | 37100.39 | 3284739.83 |
| 535 | 2020.03.12 17:45 | buy | 268 | 0.20 | 0.88359 | 0.82409 | 0.89549 | ||
| 536 | 2020.03.13 19:51 | t/p | 268 | 0.20 | 0.89549 | 0.82409 | 0.89549 | 37100.39 | 3321840.22 |
| 537 | 2020.03.17 14:30 | sell | 269 | 0.20 | 0.90925 | 0.93591 | 0.89725 | ||
| 538 | 2020.03.18 15:45 | close | 269 | 0.20 | 0.92434 | 0.93591 | 0.89725 | -47051.83 | 3274788.39 |
| 539 | 2020.03.18 15:45 | buy | 270 | 0.10 | 0.92435 | 0.86424 | 0.93624 | ||
| 540 | 2020.03.18 16:15 | buy | 271 | 0.10 | 0.92197 | 0.86187 | 0.93387 | ||
| 541 | 2020.03.18 19:49 | t/p | 271 | 0.10 | 0.93387 | 0.86187 | 0.93387 | 18550.20 | 3293338.59 |
| 542 | 2020.03.18 19:51 | t/p | 270 | 0.10 | 0.93624 | 0.86424 | 0.93624 | 18534.61 | 3311873.20 |
| 543 | 2020.03.20 10:00 | sell | 272 | 0.20 | 0.91869 | 0.95351 | 0.90669 | ||
| 544 | 2020.03.20 17:09 | t/p | 272 | 0.20 | 0.90669 | 0.95351 | 0.90669 | 37416.96 | 3349290.16 |
| 545 | 2020.03.23 02:15 | buy | 273 | 0.10 | 0.92446 | 0.86436 | 0.93636 | ||
| 546 | 2020.03.23 02:30 | buy | 274 | 0.10 | 0.92365 | 0.86355 | 0.93555 | ||
| 547 | 2020.03.23 18:24 | t/p | 274 | 0.10 | 0.93555 | 0.86355 | 0.93555 | 18550.19 | 3367840.35 |
| 548 | 2020.03.23 18:54 | t/p | 273 | 0.10 | 0.93636 | 0.86436 | 0.93636 | 18550.19 | 3386390.54 |
| 549 | 2020.03.23 19:00 | buy | 275 | 0.10 | 0.93635 | 0.87625 | 0.94825 | ||
| 550 | 2020.03.24 14:15 | close | 275 | 0.10 | 0.92266 | 0.87625 | 0.94825 | -21340.52 | 3365050.02 |
| 551 | 2020.03.24 14:15 | sell | 276 | 0.20 | 0.92265 | 0.95351 | 0.91066 | ||
| 552 | 2020.03.25 11:39 | t/p | 276 | 0.20 | 0.91066 | 0.95351 | 0.91066 | 37385.78 | 3402435.80 |
| 553 | 2020.03.25 11:45 | sell | 277 | 0.20 | 0.91064 | 0.95351 | 0.89864 | ||
| 554 | 2020.03.25 18:00 | close | 277 | 0.20 | 0.92372 | 0.95351 | 0.89864 | -40784.49 | 3361651.31 |
| 555 | 2020.03.25 18:00 | buy | 278 | 0.20 | 0.92371 | 0.86362 | 0.93562 | ||
| 556 | 2020.03.25 18:15 | close | 278 | 0.20 | 0.92373 | 0.86362 | 0.93562 | 62.36 | 3361713.67 |
| 557 | 2020.03.25 18:15 | buy | 279 | 0.20 | 0.92383 | 0.86373 | 0.93573 | ||
| 558 | 2020.03.25 18:30 | close | 279 | 0.20 | 0.92469 | 0.86373 | 0.93573 | 2681.21 | 3364394.88 |
| 559 | 2020.03.25 18:30 | buy | 280 | 0.10 | 0.92479 | 0.86469 | 0.93669 | ||
| 560 | 2020.03.26 14:15 | close | 280 | 0.10 | 0.91569 | 0.86469 | 0.93669 | -14185.44 | 3350209.44 |
| 561 | 2020.03.26 14:15 | sell | 281 | 0.20 | 0.91570 | 0.95351 | 0.90369 | ||
| 562 | 2020.03.26 22:54 | t/p | 281 | 0.20 | 0.90369 | 0.95351 | 0.90369 | 37448.14 | 3387657.58 |
| 563 | 2020.03.26 23:00 | sell | 282 | 0.20 | 0.90398 | 0.95351 | 0.89198 | ||
| 564 | 2020.03.27 18:48 | t/p | 282 | 0.20 | 0.89198 | 0.95351 | 0.89198 | 37416.96 | 3425074.54 |
| 565 | 2020.03.27 19:00 | sell | 283 | 0.20 | 0.89479 | 0.95351 | 0.88279 | ||
| 566 | 2020.03.31 05:00 | close | 283 | 0.20 | 0.89339 | 0.95351 | 0.88279 | 4365.31 | 3429439.85 |
| 567 | 2020.04.03 11:45 | buy | 284 | 0.20 | 0.87734 | 0.82409 | 0.88924 | ||
| 568 | 2020.05.15 15:39 | t/p | 284 | 0.20 | 0.88924 | 0.82409 | 0.88924 | 37100.39 | 3466540.24 |
| 569 | 2020.05.19 18:00 | sell | 285 | 0.20 | 0.89350 | 0.95351 | 0.88150 | ||
| 570 | 2020.05.27 10:15 | close | 285 | 0.20 | 0.89066 | 0.95351 | 0.88150 | 8855.35 | 3475395.59 |
| 571 | 2020.05.28 10:30 | sell | 286 | 0.20 | 0.89673 | 0.95351 | 0.88473 | ||
| 572 | 2020.06.02 17:45 | close | 286 | 0.20 | 0.89120 | 0.95351 | 0.88473 | 17242.98 | 3492638.57 |
| 573 | 2020.06.05 10:30 | sell | 287 | 0.20 | 0.89718 | 0.95351 | 0.88518 | ||
| 574 | 2020.06.08 12:30 | close | 287 | 0.20 | 0.89102 | 0.95351 | 0.88518 | 19207.37 | 3511845.94 |
| 575 | 2020.06.12 11:00 | sell | 288 | 0.20 | 0.89679 | 0.95351 | 0.88479 | ||
| 576 | 2020.08.27 12:15 | close | 288 | 0.20 | 0.89610 | 0.95351 | 0.88479 | 2151.47 | 3513997.41 |
| 577 | 2020.09.09 19:00 | sell | 289 | 0.20 | 0.90759 | 0.95351 | 0.89559 | ||
| 578 | 2020.11.04 02:07 | t/p | 289 | 0.20 | 0.89559 | 0.95351 | 0.89559 | 37416.96 | 3551414.37 |
| 579 | 2020.11.05 17:30 | sell | 290 | 0.20 | 0.90302 | 0.95351 | 0.89102 | ||
| 580 | 2020.11.10 11:54 | t/p | 290 | 0.20 | 0.89102 | 0.95351 | 0.89102 | 37416.96 | 3588831.33 |
| 581 | 2020.11.24 12:00 | buy | 291 | 0.20 | 0.88934 | 0.82409 | 0.90124 | ||
| 582 | 2020.12.02 09:49 | t/p | 291 | 0.20 | 0.90124 | 0.82409 | 0.90124 | 37100.39 | 3625931.72 |
| 583 | 2020.12.03 09:00 | sell | 292 | 0.20 | 0.90456 | 0.95351 | 0.89256 | ||
| 584 | 2020.12.28 01:15 | close | 292 | 0.20 | 0.89999 | 0.95351 | 0.89256 | 14249.62 | 3640181.34 |
| 585 | 2020.12.29 11:15 | sell | 293 | 0.20 | 0.90587 | 0.95351 | 0.89387 | ||
| 586 | 2020.12.31 21:27 | t/p | 293 | 0.20 | 0.89387 | 0.95351 | 0.89387 | 37416.96 | 3677598.30 |
| 587 | 2021.01.05 17:00 | sell | 294 | 0.20 | 0.90177 | 0.95351 | 0.88977 | ||
| 588 | 2021.01.13 11:30 | t/p | 294 | 0.20 | 0.88977 | 0.95351 | 0.88977 | 37416.96 | 3715015.26 |
| 589 | 2021.01.15 11:00 | buy | 295 | 0.20 | 0.88878 | 0.82409 | 0.90068 | ||
| 590 | 2021.04.29 23:54 | close at stop | 295 | 0.20 | 0.86919 | 0.82409 | 0.90068 | -61075.35 | 3653939.91 |
前へ4ページ目