Strategy Tester Report
EA_BBbandW_M15_forAN_1.00
| 通貨ペア | AUDNZD (Australian Dollar vs New Zealand Dollar) | ||||
| 期間 | 15分足(M15) 2007.05.01 00:00 - 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=43106001; LotsL1=0.1; LotsL2=0.3; 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 | 336008 | モデルティック数 | 244177977 | モデリング品質 | 90.00% |
| 不整合チャートエラー | 2 | ||||
| 初期証拠金 | 500000.00 | スプレッド | 28 | ||
| 純益 | 2291636.66 | 総利益 | 3716781.81 | 総損失 | -1425145.15 |
| プロフィットファクタ | 2.61 | 期待利得 | 7139.06 | ||
| 絶対ドローダウン | 63962.04 | 最大ドローダウン | 280521.77 (32.19%) | 相対ドローダウン | 32.19% (280521.77) |
| 総取引数 | 321 | 売りポジション(勝率%） | 107 (85.05%) | 買いポジション(勝率%） | 214 (81.78%) |
| 勝率(%) | 266 (82.87%) | 負率 (%) | 55 (17.13%) | ||
| 最大 | 勝トレード | 19118.88 | 敗トレード | -138634.83 | |
| 平均 | 勝トレード | 13972.86 | 敗トレード | -25911.73 | |
| 最大 | 連勝(金額) | 25 (398077.73) | 連敗(金額) | 4 (-100006.84) | |
| 最大 | 連勝(トレード数) | 398077.73 (25) | 連敗(トレード数) | -184026.21 (3) | |
| 平均 | 連勝 | 8 | 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 | 2011.07.22 03:30 | buy | 151 | 0.30 | 1.25735 | 1.04120 | 1.26507 | ||
| 302 | 2011.07.27 04:03 | t/p | 151 | 0.30 | 1.26507 | 1.04120 | 1.26507 | 18443.23 | 1538903.40 |
| 303 | 2011.07.27 04:15 | buy | 152 | 0.30 | 1.26500 | 1.04120 | 1.27272 | ||
| 304 | 2011.08.10 17:15 | close | 152 | 0.30 | 1.25347 | 1.04120 | 1.27272 | -27545.40 | 1511358.00 |
| 305 | 2011.08.10 18:15 | buy | 153 | 0.30 | 1.25668 | 1.04120 | 1.26440 | ||
| 306 | 2011.08.10 18:30 | close | 153 | 0.30 | 1.25585 | 1.04120 | 1.26440 | -1982.88 | 1509375.12 |
| 307 | 2011.08.10 18:30 | buy | 154 | 0.30 | 1.25613 | 1.04120 | 1.26385 | ||
| 308 | 2011.08.10 18:45 | close | 154 | 0.30 | 1.25593 | 1.04120 | 1.26385 | -477.80 | 1508897.32 |
| 309 | 2011.08.10 18:45 | buy | 155 | 0.30 | 1.25621 | 1.04120 | 1.26393 | ||
| 310 | 2011.08.15 18:01 | t/p | 155 | 0.30 | 1.26393 | 1.04120 | 1.26393 | 18443.24 | 1527340.56 |
| 311 | 2011.08.15 18:15 | buy | 156 | 0.30 | 1.26393 | 1.04120 | 1.27165 | ||
| 312 | 2011.08.19 21:38 | t/p | 156 | 0.30 | 1.27165 | 1.04120 | 1.27165 | 18443.23 | 1545783.79 |
| 313 | 2011.08.19 22:00 | buy | 157 | 0.30 | 1.27143 | 1.04120 | 1.27915 | ||
| 314 | 2011.09.07 02:38 | t/p | 157 | 0.30 | 1.27915 | 1.04120 | 1.27915 | 18443.23 | 1564227.02 |
| 315 | 2011.09.07 03:00 | buy | 158 | 0.30 | 1.28053 | 1.04120 | 1.28825 | ||
| 316 | 2011.10.18 06:58 | t/p | 158 | 0.30 | 1.28825 | 1.04120 | 1.28825 | 18443.24 | 1582670.26 |
| 317 | 2011.10.18 06:58 | buy | 159 | 0.10 | 1.28871 | 1.04120 | 1.29534 | ||
| 318 | 2011.10.18 07:45 | buy | 160 | 0.20 | 1.28702 | 1.04120 | 1.29474 | ||
| 319 | 2011.10.24 19:08 | t/p | 160 | 0.20 | 1.29474 | 1.04120 | 1.29474 | 12295.49 | 1594965.75 |
| 320 | 2011.10.24 19:12 | t/p | 159 | 0.10 | 1.29534 | 1.04120 | 1.29534 | 5279.74 | 1600245.49 |
| 321 | 2011.10.24 19:15 | buy | 161 | 0.10 | 1.29474 | 1.04120 | 1.30246 | ||
| 322 | 2011.10.25 09:25 | t/p | 161 | 0.10 | 1.30246 | 1.04120 | 1.30246 | 6147.75 | 1606393.24 |
| 323 | 2011.11.17 00:15 | sell | 162 | 0.30 | 1.31426 | 1.38118 | 1.30626 | ||
| 324 | 2011.11.25 02:34 | t/p | 162 | 0.30 | 1.30626 | 1.38118 | 1.30626 | 19118.88 | 1625512.12 |
| 325 | 2011.12.14 21:00 | sell | 163 | 0.30 | 1.31678 | 1.38118 | 1.30878 | ||
| 326 | 2011.12.16 16:20 | t/p | 163 | 0.30 | 1.30878 | 1.38118 | 1.30878 | 19118.88 | 1644631.00 |
| 327 | 2012.01.12 12:00 | buy | 164 | 0.10 | 1.29807 | 1.04120 | 1.30579 | ||
| 328 | 2012.01.30 22:30 | buy | 165 | 0.20 | 1.29358 | 1.04120 | 1.30130 | ||
| 329 | 2012.03.06 02:27 | t/p | 165 | 0.20 | 1.30130 | 1.04120 | 1.30130 | 12295.49 | 1656926.49 |
| 330 | 2012.03.14 05:30 | buy | 166 | 0.20 | 1.28412 | 1.04120 | 1.29184 | ||
| 331 | 2012.03.14 16:30 | t/p | 166 | 0.20 | 1.29184 | 1.04120 | 1.29184 | 12295.49 | 1669221.98 |
| 332 | 2012.03.14 16:45 | buy | 167 | 0.20 | 1.29223 | 1.04120 | 1.29995 | ||
| 333 | 2012.05.18 04:30 | close | 164 | 0.10 | 1.29624 | 1.04120 | 1.30579 | -1457.30 | 1667764.68 |
| 334 | 2012.05.18 04:30 | close | 167 | 0.20 | 1.29624 | 1.04120 | 1.29995 | 6386.64 | 1674151.32 |
| 335 | 2012.05.18 09:30 | buy | 168 | 0.10 | 1.29973 | 1.04120 | 1.30745 | ||
| 336 | 2012.05.28 17:45 | buy | 169 | 0.20 | 1.29483 | 1.04120 | 1.30255 | ||
| 337 | 2012.07.23 19:00 | t/p | 169 | 0.20 | 1.30255 | 1.04120 | 1.30255 | 12295.49 | 1686446.81 |
| 338 | 2012.07.25 16:31 | t/p | 168 | 0.10 | 1.30745 | 1.04120 | 1.30745 | 6147.74 | 1692594.55 |
| 339 | 2012.07.31 12:30 | buy | 170 | 0.10 | 1.30046 | 1.04120 | 1.30818 | ||
| 340 | 2012.08.07 17:15 | buy | 171 | 0.20 | 1.29246 | 1.04120 | 1.30018 | ||
| 341 | 2012.08.09 00:46 | t/p | 171 | 0.20 | 1.30018 | 1.04120 | 1.30018 | 12295.49 | 1704890.04 |
| 342 | 2012.08.21 06:15 | buy | 172 | 0.20 | 1.29268 | 1.04120 | 1.30040 | ||
| 343 | 2012.12.05 05:15 | close | 170 | 0.10 | 1.26967 | 1.04120 | 1.30818 | -24519.31 | 1680370.73 |
| 344 | 2012.12.05 05:15 | close | 172 | 0.20 | 1.26967 | 1.04120 | 1.30040 | -36647.56 | 1643723.17 |
| 345 | 2012.12.14 09:30 | buy | 173 | 0.30 | 1.25060 | 1.04120 | 1.25832 | ||
| 346 | 2012.12.20 12:21 | t/p | 173 | 0.30 | 1.25832 | 1.04120 | 1.25832 | 18443.24 | 1662166.41 |
| 347 | 2012.12.20 12:30 | buy | 174 | 0.30 | 1.25772 | 1.04120 | 1.26544 | ||
| 348 | 2012.12.21 12:24 | t/p | 174 | 0.30 | 1.26544 | 1.04120 | 1.26544 | 18443.24 | 1680609.65 |
| 349 | 2012.12.21 12:30 | buy | 175 | 0.30 | 1.26582 | 1.04120 | 1.27354 | ||
| 350 | 2013.05.02 01:15 | close | 175 | 0.30 | 1.20779 | 1.04120 | 1.27354 | -138634.83 | 1541974.82 |
| 351 | 2013.05.08 04:00 | buy | 176 | 0.30 | 1.21376 | 1.04120 | 1.22148 | ||
| 352 | 2013.06.04 12:00 | close | 176 | 0.30 | 1.20402 | 1.04120 | 1.22148 | -23269.06 | 1518705.76 |
| 353 | 2013.09.04 04:00 | buy | 177 | 0.30 | 1.16552 | 1.04120 | 1.17324 | ||
| 354 | 2013.09.05 16:15 | close | 177 | 0.30 | 1.15626 | 1.04120 | 1.17324 | -22122.32 | 1496583.44 |
| 355 | 2013.09.05 16:15 | sell | 178 | 0.10 | 1.15616 | 1.27017 | 1.14826 | ||
| 356 | 2013.09.06 14:31 | t/p | 178 | 0.10 | 1.14826 | 1.27017 | 1.14826 | 6293.30 | 1502876.74 |
| 357 | 2013.10.10 10:00 | buy | 179 | 0.30 | 1.14379 | 1.04120 | 1.15151 | ||
| 358 | 2013.10.11 09:00 | close | 179 | 0.30 | 1.13817 | 1.04120 | 1.15151 | -13426.30 | 1489450.44 |
| 359 | 2013.10.11 09:00 | sell | 180 | 0.10 | 1.13814 | 1.26817 | 1.13017 | ||
| 360 | 2013.10.14 10:04 | t/p | 180 | 0.10 | 1.13017 | 1.26817 | 1.13017 | 6349.06 | 1495799.50 |
| 361 | 2013.10.14 10:15 | sell | 181 | 0.10 | 1.13136 | 1.26136 | 1.12336 | ||
| 362 | 2013.10.21 08:30 | close | 181 | 0.10 | 1.13985 | 1.26136 | 1.12336 | -6763.31 | 1489036.19 |
| 363 | 2013.10.21 08:30 | buy | 182 | 0.30 | 1.13985 | 1.04120 | 1.14757 | ||
| 364 | 2013.10.23 03:30 | t/p | 182 | 0.30 | 1.14757 | 1.04120 | 1.14757 | 18443.23 | 1507479.42 |
| 365 | 2013.10.23 04:00 | buy | 183 | 0.30 | 1.14773 | 1.04120 | 1.15545 | ||
| 366 | 2013.10.25 04:38 | t/p | 183 | 0.30 | 1.15545 | 1.04120 | 1.15545 | 18443.24 | 1525922.66 |
| 367 | 2013.10.30 19:15 | buy | 184 | 0.30 | 1.15175 | 1.04120 | 1.15947 | ||
| 368 | 2013.11.14 01:45 | close | 184 | 0.30 | 1.12596 | 1.04120 | 1.15947 | -61612.83 | 1464309.83 |
| 369 | 2013.11.14 01:45 | sell | 185 | 0.10 | 1.12602 | 1.25596 | 1.11796 | ||
| 370 | 2013.11.19 00:15 | close | 185 | 0.10 | 1.12677 | 1.25596 | 1.11796 | -597.47 | 1463712.36 |
| 371 | 2013.11.19 00:15 | buy | 186 | 0.30 | 1.12676 | 1.04120 | 1.13449 | ||
| 372 | 2013.11.22 00:00 | close | 186 | 0.30 | 1.12188 | 1.04120 | 1.13449 | -11658.42 | 1452053.94 |
| 373 | 2013.11.22 00:00 | sell | 187 | 0.10 | 1.12218 | 1.25188 | 1.11388 | ||
| 374 | 2013.11.25 04:51 | t/p | 187 | 0.10 | 1.11388 | 1.25188 | 1.11388 | 6611.94 | 1458665.88 |
| 375 | 2013.11.25 05:00 | sell | 188 | 0.10 | 1.11376 | 1.24376 | 1.10576 | ||
| 376 | 2013.12.03 18:15 | t/p | 188 | 0.10 | 1.10576 | 1.24376 | 1.10576 | 6372.96 | 1465038.84 |
| 377 | 2014.01.13 22:30 | sell | 189 | 0.10 | 1.08034 | 1.21207 | 1.07234 | ||
| 378 | 2014.01.14 11:39 | t/p | 189 | 0.10 | 1.07234 | 1.21207 | 1.07234 | 6372.96 | 1471411.80 |
| 379 | 2014.02.06 17:00 | sell | 190 | 0.10 | 1.08302 | 1.20498 | 1.07502 | ||
| 380 | 2014.02.13 11:05 | t/p | 190 | 0.10 | 1.07502 | 1.20498 | 1.07502 | 6372.96 | 1477784.76 |
| 381 | 2014.02.20 04:45 | sell | 191 | 0.10 | 1.08310 | 1.20052 | 1.07510 | ||
| 382 | 2014.02.27 01:31 | t/p | 191 | 0.10 | 1.07510 | 1.20052 | 1.07510 | 6372.96 | 1484157.72 |
| 383 | 2014.02.27 02:00 | sell | 192 | 0.10 | 1.07358 | 1.18541 | 1.06558 | ||
| 384 | 2014.02.28 09:34 | t/p | 192 | 0.10 | 1.06558 | 1.18541 | 1.06558 | 6372.96 | 1490530.68 |
| 385 | 2014.02.28 11:00 | sell | 193 | 0.10 | 1.06414 | 1.18541 | 1.05614 | ||
| 386 | 2014.03.12 06:36 | t/p | 193 | 0.10 | 1.05614 | 1.18541 | 1.05614 | 6372.96 | 1496903.64 |
| 387 | 2014.03.12 06:45 | sell | 194 | 0.10 | 1.05651 | 1.17575 | 1.04851 | ||
| 388 | 2014.05.13 03:00 | sell | 195 | 0.20 | 1.08451 | 1.16003 | 1.07651 | ||
| 389 | 2014.05.21 10:32 | t/p | 195 | 0.20 | 1.07651 | 1.16003 | 1.07651 | 12745.92 | 1509649.56 |
| 390 | 2014.06.02 00:00 | sell | 196 | 0.20 | 1.09577 | 1.16003 | 1.08777 | ||
| 391 | 2014.06.12 02:50 | t/p | 196 | 0.20 | 1.08777 | 1.16003 | 1.08777 | 12745.92 | 1522395.48 |
| 392 | 2014.06.12 03:15 | sell | 197 | 0.20 | 1.08566 | 1.16003 | 1.07766 | ||
| 393 | 2014.06.18 02:18 | t/p | 197 | 0.20 | 1.07766 | 1.16003 | 1.07766 | 12745.92 | 1535141.40 |
| 394 | 2014.06.18 18:00 | sell | 198 | 0.20 | 1.07619 | 1.16003 | 1.06819 | ||
| 395 | 2014.07.03 14:30 | t/p | 198 | 0.20 | 1.06819 | 1.16003 | 1.06819 | 12745.92 | 1547887.32 |
| 396 | 2014.07.07 16:45 | sell | 199 | 0.20 | 1.06934 | 1.13877 | 1.06134 | ||
| 397 | 2014.07.17 07:00 | close | 194 | 0.10 | 1.07723 | 1.17575 | 1.04851 | -16505.96 | 1531381.36 |
| 398 | 2014.07.17 07:00 | close | 199 | 0.20 | 1.07723 | 1.13877 | 1.06134 | -12570.67 | 1518810.69 |
| 399 | 2014.07.30 14:15 | sell | 200 | 0.30 | 1.10005 | 1.12090 | 1.09205 | ||
| 400 | 2014.08.01 22:55 | t/p | 200 | 0.30 | 1.09205 | 1.12090 | 1.09205 | 19118.88 | 1537929.57 |
| 401 | 2014.08.07 04:15 | sell | 201 | 0.30 | 1.09770 | 1.10725 | 1.08970 | ||
| 402 | 2014.08.19 05:03 | s/l | 201 | 0.30 | 1.10725 | 1.10725 | 1.08970 | -22823.17 | 1515106.40 |
| 403 | 2014.09.01 14:00 | sell | 202 | 0.30 | 1.11365 | 1.12106 | 1.10565 | ||
| 404 | 2014.09.03 10:32 | s/l | 202 | 0.30 | 1.12106 | 1.12106 | 1.10565 | -17708.86 | 1497397.54 |
| 405 | 2014.09.08 10:15 | sell | 203 | 0.30 | 1.12436 | 1.13153 | 1.11636 | ||
| 406 | 2014.09.09 16:11 | t/p | 203 | 0.30 | 1.11636 | 1.13153 | 1.11636 | 19118.88 | 1516516.42 |
| 407 | 2014.09.09 16:30 | sell | 204 | 0.30 | 1.11635 | 1.13153 | 1.10835 | ||
| 408 | 2014.09.12 07:40 | t/p | 204 | 0.30 | 1.10835 | 1.13153 | 1.10835 | 19118.88 | 1535635.30 |
| 409 | 2014.09.15 09:15 | sell | 205 | 0.30 | 1.10439 | 1.13153 | 1.09639 | ||
| 410 | 2014.09.22 00:00 | t/p | 205 | 0.30 | 1.09639 | 1.13153 | 1.09639 | 19118.88 | 1554754.18 |
| 411 | 2014.09.22 00:15 | sell | 206 | 0.30 | 1.09597 | 1.13153 | 1.08797 | ||
| 412 | 2014.11.26 10:33 | t/p | 206 | 0.30 | 1.08797 | 1.13153 | 1.08797 | 19118.88 | 1573873.06 |
| 413 | 2014.11.26 11:00 | sell | 207 | 0.30 | 1.08674 | 1.13226 | 1.07874 | ||
| 414 | 2014.12.01 15:17 | t/p | 207 | 0.30 | 1.07874 | 1.13226 | 1.07874 | 19118.88 | 1592991.94 |
| 415 | 2014.12.01 17:45 | sell | 208 | 0.30 | 1.07655 | 1.13226 | 1.06855 | ||
| 416 | 2014.12.10 22:01 | t/p | 208 | 0.30 | 1.06855 | 1.13226 | 1.06855 | 19118.88 | 1612110.82 |
| 417 | 2014.12.10 22:30 | sell | 209 | 0.10 | 1.06554 | 1.13226 | 1.05754 | ||
| 418 | 2014.12.11 15:03 | t/p | 209 | 0.10 | 1.05754 | 1.13226 | 1.05754 | 6372.96 | 1618483.78 |
| 419 | 2014.12.15 03:15 | sell | 210 | 0.10 | 1.05662 | 1.13226 | 1.04862 | ||
| 420 | 2014.12.17 23:45 | t/p | 210 | 0.10 | 1.04862 | 1.13226 | 1.04862 | 6372.96 | 1624856.74 |
| 421 | 2014.12.18 18:00 | sell | 211 | 0.10 | 1.05250 | 1.13226 | 1.04450 | ||
| 422 | 2014.12.29 21:23 | t/p | 211 | 0.10 | 1.04450 | 1.13226 | 1.04450 | 6372.96 | 1631229.70 |
| 423 | 2014.12.29 21:30 | sell | 212 | 0.10 | 1.04425 | 1.13226 | 1.03625 | ||
| 424 | 2015.01.07 20:59 | t/p | 212 | 0.10 | 1.03625 | 1.13226 | 1.03625 | 6372.96 | 1637602.66 |
| 425 | 2015.01.23 05:30 | sell | 213 | 0.30 | 1.06637 | 1.13226 | 1.05837 | ||
| 426 | 2015.01.23 16:06 | t/p | 213 | 0.30 | 1.05837 | 1.13226 | 1.05837 | 19118.88 | 1656721.54 |
| 427 | 2015.01.23 16:15 | sell | 214 | 0.10 | 1.05864 | 1.13226 | 1.05064 | ||
| 428 | 2015.01.28 01:15 | sell | 215 | 0.20 | 1.06266 | 1.13226 | 1.05466 | ||
| 429 | 2015.02.03 20:31 | t/p | 215 | 0.20 | 1.05466 | 1.13226 | 1.05466 | 12745.92 | 1669467.46 |
| 430 | 2015.02.06 15:30 | t/p | 214 | 0.10 | 1.05064 | 1.13226 | 1.05064 | 6372.96 | 1675840.42 |
| 431 | 2015.02.09 11:45 | sell | 216 | 0.10 | 1.05080 | 1.13226 | 1.04280 | ||
| 432 | 2015.02.12 02:30 | t/p | 216 | 0.10 | 1.04280 | 1.13226 | 1.04280 | 6372.96 | 1682213.38 |
| 433 | 2015.02.12 03:00 | sell | 217 | 0.10 | 1.04239 | 1.13226 | 1.03439 | ||
| 434 | 2015.02.13 23:52 | t/p | 217 | 0.10 | 1.03439 | 1.13226 | 1.03439 | 6372.96 | 1688586.34 |
| 435 | 2015.02.16 00:15 | sell | 218 | 0.10 | 1.03825 | 1.13226 | 1.03025 | ||
| 436 | 2015.02.19 10:26 | t/p | 218 | 0.10 | 1.03025 | 1.13226 | 1.03025 | 6372.96 | 1694959.30 |
| 437 | 2015.02.23 17:15 | sell | 219 | 0.10 | 1.03564 | 1.13226 | 1.02764 | ||
| 438 | 2015.03.13 10:45 | close | 219 | 0.10 | 1.04443 | 1.13226 | 1.02764 | -7002.29 | 1687957.01 |
| 439 | 2015.03.13 10:45 | buy | 220 | 0.30 | 1.04444 | 1.02618 | 1.05215 | ||
| 440 | 2015.03.20 17:54 | s/l | 220 | 0.30 | 1.02618 | 1.02618 | 1.05215 | -43623.51 | 1644333.50 |
| 441 | 2015.03.24 15:30 | buy | 221 | 0.30 | 1.03272 | 1.01983 | 1.04044 | ||
| 442 | 2015.03.30 13:45 | s/l | 221 | 0.30 | 1.01983 | 1.01983 | 1.04044 | -30794.46 | 1613539.04 |
| 443 | 2015.04.01 02:15 | buy | 222 | 0.30 | 1.02131 | 1.01353 | 1.02903 | ||
| 444 | 2015.04.02 09:40 | s/l | 222 | 0.30 | 1.01353 | 1.01353 | 1.02903 | -18586.58 | 1594952.46 |
| 445 | 2015.04.16 05:15 | buy | 223 | 0.30 | 1.02139 | 0.99998 | 1.02911 | ||
| 446 | 2015.04.24 06:39 | t/p | 223 | 0.30 | 1.02911 | 0.99998 | 1.02911 | 18443.23 | 1613395.69 |
| 447 | 2015.04.28 03:00 | buy | 224 | 0.30 | 1.03145 | 0.99998 | 1.03917 | ||
| 448 | 2015.04.28 23:46 | t/p | 224 | 0.30 | 1.03917 | 0.99998 | 1.03917 | 18443.23 | 1631838.92 |
| 449 | 2015.04.29 00:05 | buy | 225 | 0.30 | 1.03874 | 0.99998 | 1.04646 | ||
| 450 | 2015.04.30 00:07 | t/p | 225 | 0.30 | 1.04646 | 0.99998 | 1.04646 | 18443.24 | 1650282.16 |