Strategy Tester Report
EA_BBbandW_M15_forGJ_1.01
| 通貨ペア | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
| 期間 | 15分足(M15) 2007.01.01 02:00 - 2022.08.29 23:45 (2007.01.01 - 2022.08.30) | ||||
| 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=43101001; 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=""; 最大テイクプロフィット=320; 最大ストップロス=1000; | ||||
| テストバー数 | 391119 | モデルティック数 | 397124361 | モデリング品質 | 99.90% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 500000.00 | スプレッド | 変動 | ||
| 純益 | 5501210.00 | 総利益 | 10015350.00 | 総損失 | -4514140.00 |
| プロフィットファクタ | 2.22 | 期待利得 | 19370.46 | ||
| 絶対ドローダウン | 35220.00 | 最大ドローダウン | 740940.00 (33.85%) | 相対ドローダウン | 41.27% (386120.00) |
| 総取引数 | 284 | 売りポジション(勝率%） | 182 (66.48%) | 買いポジション(勝率%） | 102 (57.84%) |
| 勝率(%) | 180 (63.38%) | 負率 (%) | 104 (36.62%) | ||
| 最大 | 勝トレード | 88940.00 | 敗トレード | -200480.00 | |
| 平均 | 勝トレード | 55640.83 | 敗トレード | -43405.19 | |
| 最大 | 連勝(金額) | 20 (1280480.00) | 連敗(金額) | 13 (-230980.00) | |
| 最大 | 連勝(トレード数) | 1280480.00 (20) | 連敗(トレード数) | -254960.00 (4) | |
| 平均 | 連勝 | 4 | 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 | 2014.10.23 18:00 | buy | 151 | 0.20 | 173.400 | 167.763 | 176.578 | ||
| 302 | 2014.10.31 08:06 | t/p | 151 | 0.20 | 176.584 | 167.763 | 176.578 | 63680.00 | 3518030.00 |
| 303 | 2014.10.31 08:30 | buy | 152 | 0.20 | 176.695 | 167.763 | 179.878 | ||
| 304 | 2014.11.03 00:00 | t/p | 152 | 0.20 | 179.905 | 167.763 | 179.878 | 64200.00 | 3582230.00 |
| 305 | 2014.11.03 13:00 | buy | 153 | 0.20 | 181.307 | 171.286 | 184.486 | ||
| 306 | 2014.11.12 00:21 | t/p | 153 | 0.20 | 184.495 | 171.286 | 184.486 | 63760.00 | 3645990.00 |
| 307 | 2014.11.13 09:30 | buy | 154 | 0.20 | 182.732 | 172.719 | 185.919 | ||
| 308 | 2014.11.20 07:12 | t/p | 154 | 0.20 | 185.923 | 172.719 | 185.919 | 63820.00 | 3709810.00 |
| 309 | 2014.11.20 07:12 | buy | 155 | 0.10 | 185.941 | 175.684 | 188.884 | ||
| 310 | 2014.12.05 13:02 | t/p | 155 | 0.10 | 188.897 | 175.684 | 188.884 | 29560.00 | 3739370.00 |
| 311 | 2014.12.05 13:30 | buy | 156 | 0.10 | 188.981 | 178.952 | 192.152 | ||
| 312 | 2015.01.08 03:45 | buy | 157 | 0.10 | 180.567 | 170.550 | 183.750 | ||
| 313 | 2015.01.13 02:50 | s/l | 156 | 0.10 | 178.948 | 178.952 | 192.152 | -100330.00 | 3639040.00 |
| 314 | 2015.01.14 22:15 | buy | 158 | 0.10 | 178.593 | 168.568 | 181.768 | ||
| 315 | 2015.02.06 19:09 | t/p | 158 | 0.10 | 181.764 | 168.568 | 181.768 | 31710.00 | 3670750.00 |
| 316 | 2015.02.06 19:30 | buy | 159 | 0.10 | 181.706 | 171.683 | 184.883 | ||
| 317 | 2015.02.11 17:51 | t/p | 157 | 0.10 | 183.744 | 170.550 | 183.750 | 31770.00 | 3702520.00 |
| 318 | 2015.02.17 12:30 | buy | 160 | 0.10 | 182.951 | 172.932 | 186.132 | ||
| 319 | 2015.02.26 03:28 | t/p | 159 | 0.10 | 184.887 | 171.683 | 184.883 | 31810.00 | 3734330.00 |
| 320 | 2015.03.09 14:00 | buy | 161 | 0.10 | 182.683 | 172.660 | 185.860 | ||
| 321 | 2015.05.08 06:00 | t/p | 161 | 0.10 | 185.866 | 172.660 | 185.860 | 31830.00 | 3766160.00 |
| 322 | 2015.05.11 16:33 | t/p | 160 | 0.10 | 186.142 | 172.932 | 186.132 | 31910.00 | 3798070.00 |
| 323 | 2015.05.11 17:15 | buy | 162 | 0.10 | 186.590 | 176.565 | 189.765 | ||
| 324 | 2015.05.21 13:08 | t/p | 162 | 0.10 | 189.778 | 176.565 | 189.765 | 31880.00 | 3829950.00 |
| 325 | 2015.05.21 13:30 | buy | 163 | 0.10 | 189.865 | 179.853 | 193.053 | ||
| 326 | 2015.06.16 04:41 | t/p | 163 | 0.10 | 193.063 | 179.853 | 193.053 | 31980.00 | 3861930.00 |
| 327 | 2015.07.09 09:00 | buy | 164 | 0.10 | 187.144 | 177.116 | 190.316 | ||
| 328 | 2015.07.10 14:07 | t/p | 164 | 0.10 | 190.312 | 177.116 | 190.316 | 31680.00 | 3893610.00 |
| 329 | 2015.08.27 19:45 | buy | 165 | 0.10 | 186.634 | 176.621 | 189.821 | ||
| 330 | 2015.12.18 11:30 | close | 165 | 0.10 | 181.118 | 176.621 | 189.821 | -55160.00 | 3838450.00 |
| 331 | 2015.12.18 11:30 | sell | 166 | 0.20 | 181.123 | 186.591 | 177.923 | ||
| 332 | 2015.12.31 17:12 | t/p | 166 | 0.20 | 177.924 | 186.591 | 177.923 | 63980.00 | 3902430.00 |
| 333 | 2016.01.08 03:45 | buy | 167 | 0.20 | 172.926 | 170.507 | 176.106 | ||
| 334 | 2016.01.08 18:41 | s/l | 167 | 0.20 | 170.495 | 170.507 | 176.106 | -48620.00 | 3853810.00 |
| 335 | 2016.01.12 13:15 | sell | 168 | 0.20 | 170.081 | 180.090 | 166.890 | ||
| 336 | 2016.01.15 18:18 | t/p | 168 | 0.20 | 166.893 | 180.090 | 166.890 | 63760.00 | 3917570.00 |
| 337 | 2016.01.15 18:30 | sell | 169 | 0.20 | 167.131 | 177.127 | 163.927 | ||
| 338 | 2016.02.11 03:15 | t/p | 169 | 0.20 | 163.915 | 177.127 | 163.927 | 64320.00 | 3981890.00 |
| 339 | 2016.02.16 09:30 | sell | 170 | 0.20 | 165.004 | 175.001 | 161.801 | ||
| 340 | 2016.02.17 09:20 | t/p | 170 | 0.20 | 161.797 | 175.001 | 161.801 | 64140.00 | 4046030.00 |
| 341 | 2016.02.17 09:45 | sell | 171 | 0.20 | 161.871 | 171.872 | 158.672 | ||
| 342 | 2016.02.23 03:48 | t/p | 171 | 0.20 | 158.657 | 171.872 | 158.672 | 64280.00 | 4110310.00 |
| 343 | 2016.02.23 04:15 | sell | 172 | 0.20 | 158.559 | 168.564 | 155.364 | ||
| 344 | 2016.02.24 12:43 | t/p | 172 | 0.20 | 155.367 | 168.564 | 155.364 | 63840.00 | 4174150.00 |
| 345 | 2016.02.24 13:00 | sell | 173 | 0.20 | 155.407 | 165.404 | 152.204 | ||
| 346 | 2016.04.07 12:35 | t/p | 173 | 0.20 | 152.197 | 165.404 | 152.204 | 64200.00 | 4238350.00 |
| 347 | 2016.04.07 13:00 | sell | 174 | 0.20 | 152.401 | 162.406 | 149.206 | ||
| 348 | 2016.04.26 16:45 | s/l | 174 | 0.20 | 162.414 | 162.406 | 149.206 | -200260.00 | 4038090.00 |
| 349 | 2016.04.27 18:15 | sell | 175 | 0.20 | 161.728 | 171.728 | 158.528 | ||
| 350 | 2016.04.28 06:03 | t/p | 175 | 0.20 | 158.508 | 171.728 | 158.528 | 64400.00 | 4102490.00 |
| 351 | 2016.04.28 06:30 | sell | 176 | 0.20 | 158.910 | 168.907 | 155.707 | ||
| 352 | 2016.04.29 22:39 | t/p | 176 | 0.20 | 155.699 | 168.907 | 155.707 | 64220.00 | 4166710.00 |
| 353 | 2016.04.29 23:15 | sell | 177 | 0.20 | 155.415 | 165.425 | 152.225 | ||
| 354 | 2016.06.10 20:51 | t/p | 177 | 0.20 | 152.215 | 165.425 | 152.225 | 64000.00 | 4230710.00 |
| 355 | 2016.06.10 21:30 | sell | 178 | 0.20 | 151.937 | 161.940 | 148.740 | ||
| 356 | 2016.06.16 05:45 | t/p | 178 | 0.20 | 148.741 | 161.940 | 148.740 | 63920.00 | 4294630.00 |
| 357 | 2016.06.16 06:15 | sell | 179 | 0.10 | 148.737 | 158.733 | 145.533 | ||
| 358 | 2016.06.16 17:37 | t/p | 179 | 0.10 | 145.522 | 158.733 | 145.533 | 32150.00 | 4326780.00 |
| 359 | 2016.06.22 12:00 | sell | 180 | 0.20 | 153.080 | 163.075 | 149.875 | ||
| 360 | 2016.06.24 02:17 | t/p | 180 | 0.20 | 149.616 | 163.075 | 149.875 | 69280.00 | 4396060.00 |
| 361 | 2016.11.25 10:30 | sell | 181 | 0.10 | 140.141 | 150.145 | 136.945 | ||
| 362 | 2016.12.14 13:15 | sell | 182 | 0.10 | 145.507 | 146.958 | 142.299 | ||
| 363 | 2016.12.14 21:00 | s/l | 182 | 0.10 | 146.967 | 146.958 | 142.299 | -14600.00 | 4381460.00 |
| 364 | 2016.12.15 19:15 | sell | 183 | 0.10 | 146.602 | 148.706 | 143.411 | ||
| 365 | 2016.12.28 20:55 | t/p | 183 | 0.10 | 143.404 | 148.706 | 143.411 | 31980.00 | 4413440.00 |
| 366 | 2017.01.16 08:39 | t/p | 181 | 0.10 | 136.899 | 150.145 | 136.945 | 32420.00 | 4445860.00 |
| 367 | 2017.01.18 14:45 | sell | 184 | 0.10 | 139.314 | 148.706 | 136.105 | ||
| 368 | 2017.04.14 15:30 | t/p | 184 | 0.10 | 136.111 | 148.706 | 136.105 | 32030.00 | 4477890.00 |
| 369 | 2017.04.21 12:00 | sell | 185 | 0.10 | 139.677 | 148.706 | 136.482 | ||
| 370 | 2017.05.03 08:00 | sell | 186 | 0.10 | 144.727 | 148.706 | 141.535 | ||
| 371 | 2017.05.31 11:39 | t/p | 186 | 0.10 | 141.531 | 148.706 | 141.535 | 31960.00 | 4509850.00 |
| 372 | 2017.06.02 15:30 | sell | 187 | 0.10 | 143.058 | 148.706 | 139.990 | ||
| 373 | 2017.06.09 00:03 | t/p | 187 | 0.10 | 139.794 | 148.706 | 139.990 | 32640.00 | 4542490.00 |
| 374 | 2017.06.30 12:15 | sell | 188 | 0.10 | 145.220 | 148.357 | 142.027 | ||
| 375 | 2017.08.10 17:59 | t/p | 188 | 0.10 | 142.024 | 148.357 | 142.027 | 31960.00 | 4574450.00 |
| 376 | 2017.08.31 14:30 | sell | 189 | 0.10 | 142.219 | 148.357 | 139.018 | ||
| 377 | 2017.09.12 14:00 | close | 185 | 0.10 | 145.797 | 148.706 | 136.482 | -61200.00 | 4513250.00 |
| 378 | 2017.09.12 14:00 | close | 189 | 0.10 | 145.796 | 148.357 | 139.018 | -35770.00 | 4477480.00 |
| 379 | 2017.09.12 14:00 | buy | 190 | 0.20 | 145.795 | 139.753 | 148.985 | ||
| 380 | 2017.09.14 12:15 | close | 190 | 0.20 | 145.656 | 139.753 | 148.985 | -2780.00 | 4474700.00 |
| 381 | 2017.09.14 12:15 | sell | 191 | 0.20 | 145.655 | 148.357 | 142.453 | ||
| 382 | 2017.09.14 14:45 | close | 191 | 0.20 | 147.433 | 148.357 | 142.453 | -35560.00 | 4439140.00 |
| 383 | 2017.09.14 14:45 | buy | 192 | 0.20 | 147.413 | 139.753 | 150.603 | ||
| 384 | 2017.09.15 12:20 | t/p | 192 | 0.20 | 150.607 | 139.753 | 150.603 | 63880.00 | 4503020.00 |
| 385 | 2017.09.15 12:20 | buy | 193 | 0.10 | 150.623 | 139.753 | 153.063 | ||
| 386 | 2017.12.08 07:21 | t/p | 193 | 0.10 | 153.061 | 139.753 | 153.063 | 24380.00 | 4527400.00 |
| 387 | 2018.01.19 12:30 | sell | 194 | 0.10 | 153.850 | 154.829 | 150.644 | ||
| 388 | 2018.01.22 18:15 | s/l | 194 | 0.10 | 154.824 | 154.829 | 150.644 | -9740.00 | 4517660.00 |
| 389 | 2018.01.23 12:30 | sell | 195 | 0.10 | 154.233 | 155.646 | 151.026 | ||
| 390 | 2018.01.24 23:57 | s/l | 195 | 0.10 | 155.675 | 155.646 | 151.026 | -14420.00 | 4503240.00 |
| 391 | 2018.01.25 18:45 | sell | 196 | 0.10 | 155.108 | 156.333 | 151.902 | ||
| 392 | 2018.02.01 11:21 | s/l | 196 | 0.10 | 156.337 | 156.333 | 151.902 | -12290.00 | 4490950.00 |
| 393 | 2018.02.02 18:45 | sell | 197 | 0.20 | 155.852 | 156.857 | 152.650 | ||
| 394 | 2018.02.05 22:59 | t/p | 197 | 0.20 | 152.639 | 156.857 | 152.650 | 64260.00 | 4555210.00 |
| 395 | 2018.02.05 23:15 | sell | 198 | 0.10 | 152.502 | 156.857 | 149.294 | ||
| 396 | 2018.02.09 19:26 | t/p | 198 | 0.10 | 149.279 | 156.857 | 149.294 | 32230.00 | 4587440.00 |
| 397 | 2018.04.04 11:30 | sell | 199 | 0.10 | 149.388 | 150.839 | 146.191 | ||
| 398 | 2018.04.06 16:45 | s/l | 199 | 0.10 | 150.851 | 150.839 | 146.191 | -14630.00 | 4572810.00 |
| 399 | 2018.04.11 10:45 | buy | 200 | 0.20 | 152.200 | 144.735 | 155.389 | ||
| 400 | 2018.04.11 14:45 | close | 200 | 0.20 | 151.437 | 144.735 | 155.389 | -15260.00 | 4557550.00 |
| 401 | 2018.04.11 14:45 | sell | 201 | 0.20 | 151.437 | 152.492 | 148.237 | ||
| 402 | 2018.04.12 14:30 | close | 201 | 0.20 | 152.151 | 152.492 | 148.237 | -14280.00 | 4543270.00 |
| 403 | 2018.04.12 14:30 | buy | 202 | 0.20 | 152.150 | 144.735 | 155.323 | ||
| 404 | 2018.04.19 21:15 | close | 202 | 0.20 | 151.228 | 144.735 | 155.323 | -18440.00 | 4524830.00 |
| 405 | 2018.04.19 21:15 | sell | 203 | 0.20 | 151.231 | 154.102 | 148.028 | ||
| 406 | 2018.04.23 17:45 | close | 203 | 0.20 | 151.340 | 154.102 | 148.028 | -2180.00 | 4522650.00 |
| 407 | 2018.04.23 17:45 | buy | 204 | 0.20 | 151.362 | 144.735 | 154.523 | ||
| 408 | 2018.04.27 12:00 | close | 204 | 0.20 | 151.151 | 144.735 | 154.523 | -4220.00 | 4518430.00 |
| 409 | 2018.04.27 12:00 | sell | 205 | 0.20 | 151.154 | 154.102 | 147.959 | ||
| 410 | 2018.05.03 17:39 | t/p | 205 | 0.20 | 147.954 | 154.102 | 147.959 | 64000.00 | 4582430.00 |
| 411 | 2018.05.03 17:40 | sell | 206 | 0.10 | 147.930 | 154.008 | 145.141 | ||
| 412 | 2018.05.29 04:09 | t/p | 206 | 0.10 | 145.139 | 154.008 | 145.141 | 27910.00 | 4610340.00 |
| 413 | 2018.06.07 15:00 | sell | 207 | 0.10 | 147.386 | 149.973 | 144.190 | ||
| 414 | 2018.06.28 15:07 | t/p | 207 | 0.10 | 144.186 | 149.973 | 144.190 | 32000.00 | 4642340.00 |
| 415 | 2018.07.09 19:15 | sell | 208 | 0.10 | 146.473 | 147.861 | 143.272 | ||
| 416 | 2018.07.11 19:31 | s/l | 208 | 0.10 | 147.867 | 147.861 | 143.272 | -13940.00 | 4628400.00 |
| 417 | 2018.07.12 10:30 | buy | 209 | 0.20 | 148.546 | 142.945 | 151.716 | ||
| 418 | 2018.07.13 08:15 | close | 209 | 0.20 | 148.348 | 142.945 | 151.716 | -3960.00 | 4624440.00 |
| 419 | 2018.07.13 08:15 | sell | 210 | 0.20 | 148.352 | 149.143 | 145.153 | ||
| 420 | 2018.07.16 12:35 | s/l | 210 | 0.20 | 149.141 | 149.143 | 145.153 | -15780.00 | 4608660.00 |
| 421 | 2018.07.16 12:45 | buy | 211 | 0.20 | 149.133 | 142.945 | 152.316 | ||
| 422 | 2018.07.17 16:15 | close | 211 | 0.20 | 148.211 | 142.945 | 152.316 | -18440.00 | 4590220.00 |
| 423 | 2018.07.17 16:15 | sell | 212 | 0.20 | 148.199 | 149.560 | 145.003 | ||
| 424 | 2018.08.03 16:06 | t/p | 212 | 0.20 | 144.988 | 149.560 | 145.003 | 64220.00 | 4654440.00 |
| 425 | 2018.08.13 17:15 | buy | 213 | 0.10 | 141.764 | 139.989 | 144.934 | ||
| 426 | 2018.08.15 16:30 | close | 213 | 0.10 | 140.620 | 139.989 | 144.934 | -11440.00 | 4643000.00 |
| 427 | 2018.08.15 16:30 | sell | 214 | 0.10 | 140.633 | 150.626 | 137.426 | ||
| 428 | 2018.08.20 14:30 | close | 214 | 0.10 | 141.169 | 150.626 | 137.426 | -5360.00 | 4637640.00 |
| 429 | 2018.08.20 14:30 | buy | 215 | 0.20 | 141.153 | 139.646 | 144.343 | ||
| 430 | 2018.08.29 16:59 | t/p | 215 | 0.20 | 144.360 | 139.646 | 144.343 | 64140.00 | 4701780.00 |
| 431 | 2018.09.14 15:15 | sell | 216 | 0.20 | 146.518 | 147.264 | 143.311 | ||
| 432 | 2018.09.17 15:30 | close | 216 | 0.20 | 147.110 | 147.264 | 143.311 | -11840.00 | 4689940.00 |
| 433 | 2018.09.17 15:30 | buy | 217 | 0.20 | 147.114 | 139.646 | 150.286 | ||
| 434 | 2018.10.18 18:30 | close | 217 | 0.20 | 146.697 | 139.646 | 150.286 | -8340.00 | 4681600.00 |
| 435 | 2018.10.18 18:30 | sell | 218 | 0.20 | 146.689 | 149.759 | 143.494 | ||
| 436 | 2018.10.19 17:00 | close | 218 | 0.20 | 146.942 | 149.759 | 143.494 | -5060.00 | 4676540.00 |
| 437 | 2018.10.19 17:00 | buy | 219 | 0.20 | 146.958 | 139.646 | 150.127 | ||
| 438 | 2018.10.22 15:30 | close | 219 | 0.20 | 146.510 | 139.646 | 150.127 | -8960.00 | 4667580.00 |
| 439 | 2018.10.22 15:30 | sell | 220 | 0.20 | 146.508 | 149.759 | 143.310 | ||
| 440 | 2018.10.26 12:34 | t/p | 220 | 0.20 | 143.307 | 149.759 | 143.310 | 64020.00 | 4731600.00 |
| 441 | 2018.11.02 11:00 | buy | 221 | 0.20 | 147.178 | 139.646 | 150.361 | ||
| 442 | 2018.11.12 10:30 | close | 221 | 0.20 | 146.674 | 139.646 | 150.361 | -10080.00 | 4721520.00 |
| 443 | 2018.11.12 10:30 | sell | 222 | 0.20 | 146.657 | 149.735 | 143.465 | ||
| 444 | 2018.11.13 11:00 | close | 222 | 0.20 | 147.293 | 149.735 | 143.465 | -12720.00 | 4708800.00 |
| 445 | 2018.11.13 11:00 | buy | 223 | 0.20 | 147.292 | 139.646 | 150.464 | ||
| 446 | 2018.11.14 20:30 | close | 223 | 0.20 | 146.694 | 139.646 | 150.464 | -11960.00 | 4696840.00 |
| 447 | 2018.11.14 20:30 | sell | 224 | 0.20 | 146.713 | 149.735 | 143.503 | ||
| 448 | 2018.12.04 19:03 | t/p | 224 | 0.20 | 143.482 | 149.735 | 143.503 | 64620.00 | 4761460.00 |
| 449 | 2018.12.11 11:45 | buy | 225 | 0.10 | 142.723 | 140.924 | 145.904 | ||
| 450 | 2018.12.20 16:00 | close | 225 | 0.10 | 141.432 | 140.924 | 145.904 | -12910.00 | 4748550.00 |