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 |
| 451 | 2015.04.30 00:30 | buy | 226 | 0.30 | 1.04953 | 0.99998 | 1.05725 | ||
| 452 | 2015.05.06 01:50 | t/p | 226 | 0.30 | 1.05725 | 0.99998 | 1.05725 | 18443.24 | 1668725.40 |
| 453 | 2015.05.06 02:15 | buy | 227 | 0.30 | 1.05813 | 0.99998 | 1.06585 | ||
| 454 | 2015.05.06 07:43 | t/p | 227 | 0.30 | 1.06585 | 0.99998 | 1.06585 | 18443.24 | 1687168.64 |
| 455 | 2015.05.06 07:45 | buy | 228 | 0.30 | 1.06557 | 0.99998 | 1.07329 | ||
| 456 | 2015.05.11 16:34 | t/p | 228 | 0.30 | 1.07329 | 0.99998 | 1.07329 | 18443.24 | 1705611.88 |
| 457 | 2015.05.11 17:00 | buy | 229 | 0.30 | 1.07401 | 0.99998 | 1.08173 | ||
| 458 | 2015.05.12 12:45 | t/p | 229 | 0.30 | 1.08173 | 0.99998 | 1.08173 | 18443.23 | 1724055.11 |
| 459 | 2015.05.12 15:30 | buy | 230 | 0.30 | 1.08234 | 0.99998 | 1.09006 | ||
| 460 | 2015.06.03 18:34 | t/p | 230 | 0.30 | 1.09006 | 0.99998 | 1.09006 | 18443.23 | 1742498.34 |
| 461 | 2015.06.03 19:00 | buy | 231 | 0.30 | 1.09145 | 0.99998 | 1.09917 | ||
| 462 | 2015.06.11 00:01 | t/p | 231 | 0.30 | 1.09917 | 0.99998 | 1.09917 | 18443.23 | 1760941.57 |
| 463 | 2015.06.11 00:30 | buy | 232 | 0.30 | 1.09526 | 0.99998 | 1.10298 | ||
| 464 | 2015.06.11 00:45 | close | 232 | 0.30 | 1.09551 | 0.99998 | 1.10298 | 597.25 | 1761538.82 |
| 465 | 2015.06.11 00:45 | buy | 233 | 0.30 | 1.09579 | 0.99998 | 1.10351 | ||
| 466 | 2015.06.11 01:00 | close | 233 | 0.30 | 1.09430 | 0.99998 | 1.10351 | -3559.64 | 1757979.18 |
| 467 | 2015.06.11 01:00 | buy | 234 | 0.30 | 1.09458 | 0.99998 | 1.10230 | ||
| 468 | 2015.06.11 01:15 | close | 234 | 0.30 | 1.09652 | 0.99998 | 1.10230 | 4634.70 | 1762613.88 |
| 469 | 2015.06.11 01:30 | buy | 235 | 0.30 | 1.09666 | 0.99998 | 1.10438 | ||
| 470 | 2015.06.11 01:45 | close | 235 | 0.30 | 1.09635 | 0.99998 | 1.10438 | -740.59 | 1761873.29 |
| 471 | 2015.06.11 01:45 | buy | 236 | 0.30 | 1.09663 | 0.99998 | 1.10435 | ||
| 472 | 2015.06.11 02:00 | close | 236 | 0.30 | 1.09576 | 0.99998 | 1.10435 | -2078.44 | 1759794.85 |
| 473 | 2015.06.11 02:00 | buy | 237 | 0.30 | 1.09604 | 0.99998 | 1.10376 | ||
| 474 | 2015.06.11 02:15 | close | 237 | 0.30 | 1.09641 | 0.99998 | 1.10376 | 883.94 | 1760678.79 |
| 475 | 2015.06.11 02:15 | buy | 238 | 0.30 | 1.09669 | 0.99998 | 1.10441 | ||
| 476 | 2015.06.11 02:30 | close | 238 | 0.30 | 1.09658 | 0.99998 | 1.10441 | -262.79 | 1760416.00 |
| 477 | 2015.06.11 02:30 | buy | 239 | 0.30 | 1.09686 | 0.99998 | 1.10458 | ||
| 478 | 2015.06.11 04:30 | t/p | 239 | 0.30 | 1.10458 | 0.99998 | 1.10458 | 18443.23 | 1778859.23 |
| 479 | 2015.06.11 05:00 | buy | 240 | 0.30 | 1.10641 | 0.99998 | 1.11413 | ||
| 480 | 2015.06.18 01:45 | t/p | 240 | 0.30 | 1.11413 | 0.99998 | 1.11413 | 18443.23 | 1797302.46 |
| 481 | 2015.06.18 01:45 | buy | 241 | 0.10 | 1.11511 | 0.99998 | 1.11857 | ||
| 482 | 2015.06.18 02:04 | t/p | 241 | 0.10 | 1.11857 | 0.99998 | 1.11857 | 2755.33 | 1800057.79 |
| 483 | 2015.07.03 07:15 | sell | 242 | 0.30 | 1.12915 | 1.38118 | 1.12115 | ||
| 484 | 2015.07.03 23:49 | t/p | 242 | 0.30 | 1.12115 | 1.38118 | 1.12115 | 19118.88 | 1819176.67 |
| 485 | 2015.07.17 16:45 | sell | 243 | 0.30 | 1.12781 | 1.38118 | 1.11981 | ||
| 486 | 2015.07.20 08:05 | t/p | 243 | 0.30 | 1.11981 | 1.38118 | 1.11981 | 19118.88 | 1838295.55 |
| 487 | 2015.07.30 01:30 | buy | 244 | 0.30 | 1.09696 | 0.99998 | 1.10468 | ||
| 488 | 2015.07.30 17:26 | t/p | 244 | 0.30 | 1.10468 | 0.99998 | 1.10468 | 18443.23 | 1856738.78 |
| 489 | 2015.08.06 04:30 | sell | 245 | 0.30 | 1.12832 | 1.38118 | 1.12032 | ||
| 490 | 2015.08.06 07:17 | t/p | 245 | 0.30 | 1.12032 | 1.38118 | 1.12032 | 19118.88 | 1875857.66 |
| 491 | 2015.08.06 07:45 | sell | 246 | 0.30 | 1.12120 | 1.38118 | 1.11320 | ||
| 492 | 2015.08.12 04:16 | t/p | 246 | 0.30 | 1.11320 | 1.38118 | 1.11320 | 19118.88 | 1894976.54 |
| 493 | 2015.08.17 11:00 | sell | 247 | 0.30 | 1.12399 | 1.38118 | 1.11599 | ||
| 494 | 2015.08.18 08:42 | t/p | 247 | 0.30 | 1.11599 | 1.38118 | 1.11599 | 19118.88 | 1914095.42 |
| 495 | 2015.09.07 03:00 | buy | 248 | 0.10 | 1.10244 | 0.99998 | 1.11016 | ||
| 496 | 2015.09.08 11:49 | t/p | 248 | 0.10 | 1.11016 | 0.99998 | 1.11016 | 6147.74 | 1920243.16 |
| 497 | 2015.09.15 19:00 | sell | 249 | 0.30 | 1.12319 | 1.38118 | 1.11519 | ||
| 498 | 2015.09.24 00:01 | t/p | 249 | 0.30 | 1.11519 | 1.38118 | 1.11519 | 19118.88 | 1939362.04 |
| 499 | 2015.09.24 00:45 | sell | 250 | 0.30 | 1.11614 | 1.38118 | 1.10814 | ||
| 500 | 2015.09.24 10:19 | t/p | 250 | 0.30 | 1.10814 | 1.38118 | 1.10814 | 19118.88 | 1958480.92 |
| 501 | 2015.10.06 07:45 | buy | 251 | 0.10 | 1.09723 | 0.99998 | 1.10495 | ||
| 502 | 2015.10.09 08:00 | buy | 252 | 0.20 | 1.09090 | 0.99998 | 1.09862 | ||
| 503 | 2015.11.17 12:51 | t/p | 252 | 0.20 | 1.09862 | 0.99998 | 1.09862 | 12295.49 | 1970776.41 |
| 504 | 2015.11.23 01:43 | t/p | 251 | 0.10 | 1.10495 | 0.99998 | 1.10495 | 6147.74 | 1976924.15 |
| 505 | 2015.12.17 09:00 | buy | 253 | 0.30 | 1.06769 | 0.99998 | 1.07541 | ||
| 506 | 2016.01.14 12:57 | t/p | 253 | 0.30 | 1.07541 | 0.99998 | 1.07541 | 18443.24 | 1995367.39 |
| 507 | 2016.01.14 13:00 | buy | 254 | 0.30 | 1.07571 | 0.99998 | 1.08343 | ||
| 508 | 2016.01.20 03:00 | t/p | 254 | 0.30 | 1.08343 | 0.99998 | 1.08343 | 18443.24 | 2013810.63 |
| 509 | 2016.01.20 03:15 | buy | 255 | 0.30 | 1.08208 | 0.99998 | 1.08980 | ||
| 510 | 2016.01.27 22:05 | t/p | 255 | 0.30 | 1.08980 | 0.99998 | 1.08980 | 18443.24 | 2032253.87 |
| 511 | 2016.01.27 22:30 | buy | 256 | 0.10 | 1.09040 | 0.99998 | 1.09812 | ||
| 512 | 2016.02.12 05:45 | buy | 257 | 0.20 | 1.06576 | 0.99998 | 1.07348 | ||
| 513 | 2016.02.12 23:45 | t/p | 257 | 0.20 | 1.07348 | 0.99998 | 1.07348 | 12295.49 | 2044549.36 |
| 514 | 2016.02.15 00:15 | buy | 258 | 0.20 | 1.07339 | 0.99998 | 1.08111 | ||
| 515 | 2016.02.16 04:11 | t/p | 258 | 0.20 | 1.08111 | 0.99998 | 1.08111 | 12295.48 | 2056844.84 |
| 516 | 2016.02.16 04:30 | buy | 259 | 0.20 | 1.08197 | 0.99998 | 1.08969 | ||
| 517 | 2016.03.02 03:07 | t/p | 259 | 0.20 | 1.08969 | 0.99998 | 1.08969 | 12295.49 | 2069140.33 |
| 518 | 2016.03.07 14:22 | t/p | 256 | 0.10 | 1.09812 | 0.99998 | 1.09812 | 6147.74 | 2075288.07 |
| 519 | 2016.03.16 21:15 | sell | 260 | 0.30 | 1.12255 | 1.38118 | 1.11455 | ||
| 520 | 2016.03.29 14:18 | t/p | 260 | 0.30 | 1.11455 | 1.38118 | 1.11455 | 19118.88 | 2094406.95 |
| 521 | 2016.03.29 14:45 | sell | 261 | 0.30 | 1.11315 | 1.38118 | 1.10515 | ||
| 522 | 2016.03.30 10:23 | t/p | 261 | 0.30 | 1.10515 | 1.38118 | 1.10515 | 19118.88 | 2113525.83 |
| 523 | 2016.03.30 10:45 | sell | 262 | 0.30 | 1.10638 | 1.38118 | 1.09838 | ||
| 524 | 2016.04.28 00:01 | t/p | 262 | 0.30 | 1.09838 | 1.38118 | 1.09838 | 19118.88 | 2132644.71 |
| 525 | 2016.05.03 06:30 | buy | 263 | 0.10 | 1.09317 | 0.99998 | 1.10089 | ||
| 526 | 2016.05.09 16:00 | buy | 264 | 0.20 | 1.08180 | 0.99998 | 1.08952 | ||
| 527 | 2016.05.10 11:26 | t/p | 264 | 0.20 | 1.08952 | 0.99998 | 1.08952 | 12295.49 | 2144940.20 |
| 528 | 2016.05.10 11:26 | buy | 265 | 0.20 | 1.08981 | 0.99998 | 1.09641 | ||
| 529 | 2016.09.06 07:00 | close | 263 | 0.10 | 1.04292 | 0.99998 | 1.10089 | -40016.09 | 2104924.11 |
| 530 | 2016.09.06 07:00 | close | 265 | 0.20 | 1.04292 | 0.99998 | 1.09641 | -74680.76 | 2030243.35 |
| 531 | 2016.09.06 07:00 | buy | 266 | 0.30 | 1.04320 | 0.99998 | 1.05092 | ||
| 532 | 2016.09.23 10:32 | t/p | 266 | 0.30 | 1.05092 | 0.99998 | 1.05092 | 18443.24 | 2048686.59 |
| 533 | 2016.09.23 13:00 | buy | 267 | 0.30 | 1.05218 | 0.99998 | 1.05990 | ||
| 534 | 2016.10.05 02:31 | t/p | 267 | 0.30 | 1.05990 | 0.99998 | 1.05990 | 18443.24 | 2067129.83 |
| 535 | 2016.10.05 02:45 | buy | 268 | 0.30 | 1.05994 | 0.99998 | 1.06766 | ||
| 536 | 2016.10.11 03:34 | t/p | 268 | 0.30 | 1.06766 | 0.99998 | 1.06766 | 18443.23 | 2085573.06 |
| 537 | 2016.10.12 04:45 | buy | 269 | 0.30 | 1.07018 | 0.99998 | 1.07790 | ||
| 538 | 2017.02.15 14:00 | close | 269 | 0.30 | 1.06889 | 0.99998 | 1.07790 | -3081.83 | 2082491.23 |
| 539 | 2017.02.17 06:45 | buy | 270 | 0.30 | 1.06949 | 0.99998 | 1.07721 | ||
| 540 | 2017.03.03 16:10 | t/p | 270 | 0.30 | 1.07721 | 0.99998 | 1.07721 | 18443.23 | 2100934.46 |
| 541 | 2017.03.03 16:45 | buy | 271 | 0.10 | 1.07827 | 0.99998 | 1.08599 | ||
| 542 | 2017.03.07 03:00 | t/p | 271 | 0.10 | 1.08599 | 0.99998 | 1.08599 | 6147.75 | 2107082.21 |
| 543 | 2017.03.17 12:15 | sell | 272 | 0.30 | 1.09666 | 1.38118 | 1.08866 | ||
| 544 | 2017.03.22 06:32 | t/p | 272 | 0.30 | 1.08866 | 1.38118 | 1.08866 | 19118.88 | 2126201.09 |
| 545 | 2017.04.10 04:30 | buy | 273 | 0.10 | 1.08309 | 0.99998 | 1.09081 | ||
| 546 | 2017.04.20 17:15 | buy | 274 | 0.20 | 1.07461 | 0.99998 | 1.08233 | ||
| 547 | 2017.04.25 10:07 | t/p | 274 | 0.20 | 1.08233 | 0.99998 | 1.08233 | 12295.49 | 2138496.58 |
| 548 | 2017.04.28 23:45 | t/p | 273 | 0.10 | 1.09081 | 0.99998 | 1.09081 | 6147.75 | 2144644.33 |
| 549 | 2017.05.11 00:30 | buy | 275 | 0.30 | 1.07307 | 0.99998 | 1.08079 | ||
| 550 | 2017.05.19 11:45 | t/p | 275 | 0.30 | 1.08079 | 0.99998 | 1.08079 | 18443.24 | 2163087.57 |
| 551 | 2017.05.19 12:00 | buy | 276 | 0.10 | 1.08094 | 0.99998 | 1.08866 | ||
| 552 | 2017.06.05 06:00 | buy | 277 | 0.20 | 1.04633 | 0.99998 | 1.05405 | ||
| 553 | 2017.06.15 06:06 | t/p | 277 | 0.20 | 1.05405 | 0.99998 | 1.05405 | 12295.49 | 2175383.06 |
| 554 | 2017.06.15 06:07 | buy | 278 | 0.20 | 1.05438 | 0.99998 | 1.06041 | ||
| 555 | 2017.07.14 11:37 | t/p | 278 | 0.20 | 1.06041 | 0.99998 | 1.06041 | 9603.86 | 2184986.92 |
| 556 | 2017.07.14 11:37 | buy | 279 | 0.20 | 1.06071 | 0.99998 | 1.06800 | ||
| 557 | 2017.07.18 01:45 | t/p | 279 | 0.20 | 1.06800 | 0.99998 | 1.06800 | 11610.64 | 2196597.56 |
| 558 | 2017.07.18 02:15 | buy | 280 | 0.20 | 1.07121 | 0.99998 | 1.07893 | ||
| 559 | 2017.07.18 12:25 | t/p | 280 | 0.20 | 1.07893 | 0.99998 | 1.07893 | 12295.49 | 2208893.05 |
| 560 | 2017.07.18 12:25 | buy | 281 | 0.20 | 1.07928 | 0.99998 | 1.08609 | ||
| 561 | 2017.08.16 19:19 | t/p | 281 | 0.20 | 1.08609 | 0.99998 | 1.08609 | 10846.15 | 2219739.20 |
| 562 | 2017.08.23 03:57 | t/p | 276 | 0.10 | 1.08866 | 0.99998 | 1.08866 | 6147.74 | 2225886.94 |
| 563 | 2017.08.29 01:30 | sell | 282 | 0.30 | 1.09468 | 1.38118 | 1.08668 | ||
| 564 | 2017.09.21 11:43 | t/p | 282 | 0.30 | 1.08668 | 1.38118 | 1.08668 | 19118.88 | 2245005.82 |
| 565 | 2017.09.27 07:15 | sell | 283 | 0.30 | 1.09167 | 1.38118 | 1.08367 | ||
| 566 | 2017.09.29 15:55 | t/p | 283 | 0.30 | 1.08367 | 1.38118 | 1.08367 | 19118.88 | 2264124.70 |
| 567 | 2017.10.06 06:30 | sell | 284 | 0.30 | 1.09172 | 1.38118 | 1.08372 | ||
| 568 | 2018.01.12 23:15 | close | 284 | 0.30 | 1.09141 | 1.38118 | 1.08372 | 740.86 | 2264865.56 |
| 569 | 2018.01.18 08:00 | sell | 285 | 0.30 | 1.09261 | 1.38118 | 1.08461 | ||
| 570 | 2018.02.02 15:29 | t/p | 285 | 0.30 | 1.08461 | 1.38118 | 1.08461 | 19118.88 | 2283984.44 |
| 571 | 2018.02.12 12:45 | buy | 286 | 0.10 | 1.08057 | 0.99998 | 1.08829 | ||
| 572 | 2018.02.20 05:45 | buy | 287 | 0.20 | 1.07553 | 0.99998 | 1.08325 | ||
| 573 | 2018.05.11 11:33 | t/p | 287 | 0.20 | 1.08325 | 0.99998 | 1.08325 | 12295.49 | 2296279.93 |
| 574 | 2018.05.14 16:49 | t/p | 286 | 0.10 | 1.08829 | 0.99998 | 1.08829 | 6147.75 | 2302427.68 |
| 575 | 2018.05.24 14:45 | sell | 288 | 0.30 | 1.09127 | 1.38118 | 1.08327 | ||
| 576 | 2018.05.30 14:00 | t/p | 288 | 0.30 | 1.08327 | 1.38118 | 1.08327 | 19118.88 | 2321546.56 |
| 577 | 2018.06.20 08:15 | buy | 289 | 0.30 | 1.07154 | 0.99998 | 1.07926 | ||
| 578 | 2018.06.26 19:59 | t/p | 289 | 0.30 | 1.07926 | 0.99998 | 1.07926 | 18443.24 | 2339989.80 |
| 579 | 2018.07.05 06:15 | sell | 290 | 0.30 | 1.08995 | 1.38118 | 1.08195 | ||
| 580 | 2018.09.11 19:15 | close | 290 | 0.30 | 1.09121 | 1.38118 | 1.08195 | -3011.22 | 2336978.58 |
| 581 | 2018.09.20 02:15 | sell | 291 | 0.30 | 1.09312 | 1.38118 | 1.08512 | ||
| 582 | 2018.09.24 12:30 | close | 291 | 0.30 | 1.09118 | 1.38118 | 1.08512 | 4636.33 | 2341614.91 |
| 583 | 2018.10.10 02:15 | sell | 292 | 0.30 | 1.09572 | 1.38118 | 1.08772 | ||
| 584 | 2018.10.16 00:05 | t/p | 292 | 0.30 | 1.08772 | 1.38118 | 1.08772 | 19118.88 | 2360733.79 |
| 585 | 2019.03.04 15:15 | buy | 293 | 0.30 | 1.04201 | 0.99998 | 1.04973 | ||
| 586 | 2019.04.04 14:04 | t/p | 293 | 0.30 | 1.04973 | 0.99998 | 1.04973 | 18443.23 | 2379177.02 |
| 587 | 2019.04.04 14:15 | buy | 294 | 0.30 | 1.05053 | 0.99998 | 1.05825 | ||
| 588 | 2019.04.09 09:22 | t/p | 294 | 0.30 | 1.05825 | 0.99998 | 1.05825 | 18443.24 | 2397620.26 |
| 589 | 2019.04.09 09:30 | buy | 295 | 0.30 | 1.05856 | 0.99998 | 1.06628 | ||
| 590 | 2019.04.17 01:51 | t/p | 295 | 0.30 | 1.06628 | 0.99998 | 1.06628 | 18443.24 | 2416063.50 |
| 591 | 2019.04.17 02:15 | buy | 296 | 0.30 | 1.06858 | 0.99998 | 1.07630 | ||
| 592 | 2019.08.21 20:30 | close | 296 | 0.30 | 1.05916 | 0.99998 | 1.07630 | -22504.57 | 2393558.93 |
| 593 | 2019.08.22 15:30 | buy | 297 | 0.30 | 1.06132 | 0.99998 | 1.06904 | ||
| 594 | 2019.08.30 20:24 | t/p | 297 | 0.30 | 1.06904 | 0.99998 | 1.06904 | 18443.23 | 2412002.16 |
| 595 | 2019.08.30 20:30 | buy | 298 | 0.30 | 1.06924 | 0.99998 | 1.07696 | ||
| 596 | 2019.09.13 16:09 | t/p | 298 | 0.30 | 1.07696 | 0.99998 | 1.07696 | 18443.24 | 2430445.40 |
| 597 | 2019.09.13 16:15 | buy | 299 | 0.30 | 1.07712 | 0.99998 | 1.08484 | ||
| 598 | 2019.11.07 17:39 | t/p | 299 | 0.30 | 1.08484 | 0.99998 | 1.08484 | 18443.24 | 2448888.64 |
| 599 | 2019.12.11 03:30 | buy | 300 | 0.30 | 1.04313 | 0.99998 | 1.05085 | ||
| 600 | 2020.03.04 00:39 | t/p | 300 | 0.30 | 1.05085 | 0.99998 | 1.05085 | 18443.24 | 2467331.88 |