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 | |
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 | 2018.12.20 16:00 | sell | 226 | 0.20 | 141.443 | 149.962 | 138.241 | ||
| 452 | 2019.01.02 11:17 | t/p | 226 | 0.20 | 138.245 | 149.962 | 138.241 | 63960.00 | 4812510.00 |
| 453 | 2019.01.02 11:45 | sell | 227 | 0.10 | 138.258 | 148.251 | 135.051 | ||
| 454 | 2019.01.03 00:42 | t/p | 227 | 0.10 | 133.295 | 148.251 | 135.051 | 49630.00 | 4862140.00 |
| 455 | 2019.01.08 17:30 | sell | 228 | 0.10 | 138.308 | 148.318 | 135.118 | ||
| 456 | 2019.01.18 17:00 | sell | 229 | 0.10 | 141.363 | 149.962 | 138.164 | ||
| 457 | 2019.02.08 15:45 | close | 228 | 0.10 | 142.480 | 148.318 | 135.118 | -41720.00 | 4820420.00 |
| 458 | 2019.02.08 15:45 | close | 229 | 0.10 | 142.468 | 149.962 | 138.164 | -11050.00 | 4809370.00 |
| 459 | 2019.02.08 15:45 | buy | 230 | 0.20 | 142.482 | 140.372 | 145.650 | ||
| 460 | 2019.02.08 18:45 | close | 230 | 0.20 | 141.877 | 140.372 | 145.650 | -12100.00 | 4797270.00 |
| 461 | 2019.02.08 18:45 | sell | 231 | 0.20 | 141.890 | 149.962 | 138.686 | ||
| 462 | 2019.02.13 05:15 | close | 231 | 0.20 | 142.783 | 149.962 | 138.686 | -17860.00 | 4779410.00 |
| 463 | 2019.02.13 05:15 | buy | 232 | 0.20 | 142.773 | 140.876 | 145.958 | ||
| 464 | 2019.02.14 11:00 | close | 232 | 0.20 | 142.431 | 140.876 | 145.958 | -6840.00 | 4772570.00 |
| 465 | 2019.02.14 11:00 | sell | 233 | 0.20 | 142.422 | 149.962 | 139.225 | ||
| 466 | 2019.02.19 10:45 | close | 233 | 0.20 | 143.187 | 149.962 | 139.225 | -15300.00 | 4757270.00 |
| 467 | 2019.02.19 10:45 | buy | 234 | 0.20 | 143.183 | 140.756 | 146.362 | ||
| 468 | 2019.02.26 12:22 | t/p | 234 | 0.20 | 146.356 | 140.756 | 146.362 | 63460.00 | 4820730.00 |
| 469 | 2019.02.28 10:00 | sell | 235 | 0.20 | 147.158 | 148.294 | 143.953 | ||
| 470 | 2019.03.01 10:01 | s/l | 235 | 0.20 | 148.299 | 148.294 | 143.953 | -22820.00 | 4797910.00 |
| 471 | 2019.03.01 21:45 | sell | 236 | 0.20 | 147.755 | 149.962 | 144.561 | ||
| 472 | 2019.03.08 17:59 | t/p | 236 | 0.20 | 144.563 | 149.962 | 144.561 | 63840.00 | 4861750.00 |
| 473 | 2019.03.14 00:06 | buy | 237 | 0.20 | 148.211 | 138.175 | 151.375 | ||
| 474 | 2019.03.18 17:15 | close | 237 | 0.20 | 147.536 | 138.175 | 151.375 | -13500.00 | 4848250.00 |
| 475 | 2019.03.18 17:15 | sell | 238 | 0.20 | 147.525 | 149.123 | 144.332 | ||
| 476 | 2019.03.19 14:15 | close | 238 | 0.20 | 147.901 | 149.123 | 144.332 | -7520.00 | 4840730.00 |
| 477 | 2019.03.19 14:15 | buy | 239 | 0.20 | 147.889 | 137.872 | 151.072 | ||
| 478 | 2019.03.20 12:00 | close | 239 | 0.20 | 147.559 | 137.872 | 151.072 | -6600.00 | 4834130.00 |
| 479 | 2019.03.20 12:00 | sell | 240 | 0.20 | 147.541 | 149.123 | 144.352 | ||
| 480 | 2019.03.21 19:27 | t/p | 240 | 0.20 | 144.354 | 149.123 | 144.352 | 63740.00 | 4897870.00 |
| 481 | 2019.04.04 13:30 | sell | 241 | 0.10 | 146.502 | 148.635 | 143.311 | ||
| 482 | 2019.04.26 09:00 | close | 241 | 0.10 | 144.188 | 148.635 | 143.311 | 23140.00 | 4921010.00 |
| 483 | 2019.04.26 09:00 | buy | 242 | 0.10 | 144.195 | 143.517 | 147.372 | ||
| 484 | 2019.05.08 10:45 | close | 242 | 0.10 | 143.624 | 143.517 | 147.372 | -5710.00 | 4915300.00 |
| 485 | 2019.05.08 10:45 | sell | 243 | 0.20 | 143.619 | 149.123 | 140.414 | ||
| 486 | 2019.05.15 15:41 | t/p | 243 | 0.20 | 140.417 | 149.123 | 140.414 | 64040.00 | 4979340.00 |
| 487 | 2019.05.15 16:00 | sell | 244 | 0.10 | 140.491 | 149.123 | 137.300 | ||
| 488 | 2019.05.31 09:32 | t/p | 244 | 0.10 | 137.300 | 149.123 | 137.300 | 31910.00 | 5011250.00 |
| 489 | 2019.05.31 09:45 | sell | 245 | 0.10 | 137.312 | 147.304 | 134.104 | ||
| 490 | 2019.07.16 13:46 | t/p | 245 | 0.10 | 134.107 | 147.304 | 134.104 | 32050.00 | 5043300.00 |
| 491 | 2019.10.17 09:30 | sell | 246 | 0.10 | 138.720 | 146.754 | 135.525 | ||
| 492 | 2019.11.18 10:30 | close | 246 | 0.10 | 141.131 | 146.754 | 135.525 | -24110.00 | 5019190.00 |
| 493 | 2019.11.18 10:30 | buy | 247 | 0.20 | 141.134 | 139.113 | 144.313 | ||
| 494 | 2019.11.19 16:45 | close | 247 | 0.20 | 140.547 | 139.113 | 144.313 | -11740.00 | 5007450.00 |
| 495 | 2019.11.19 16:45 | sell | 248 | 0.10 | 140.550 | 141.825 | 137.344 | ||
| 496 | 2019.11.27 20:30 | close | 248 | 0.10 | 141.232 | 141.825 | 137.344 | -6820.00 | 5000630.00 |
| 497 | 2019.11.27 20:30 | buy | 249 | 0.20 | 141.232 | 139.068 | 144.416 | ||
| 498 | 2019.12.02 21:15 | close | 249 | 0.20 | 140.953 | 139.068 | 144.416 | -5580.00 | 4995050.00 |
| 499 | 2019.12.02 21:15 | sell | 250 | 0.10 | 140.970 | 142.090 | 137.759 | ||
| 500 | 2019.12.03 10:30 | close | 250 | 0.10 | 141.641 | 142.090 | 137.759 | -6710.00 | 4988340.00 |
| 501 | 2019.12.03 10:30 | buy | 251 | 0.10 | 141.636 | 139.068 | 144.816 | ||
| 502 | 2019.12.04 09:45 | close | 251 | 0.10 | 140.888 | 139.068 | 144.816 | -7480.00 | 4980860.00 |
| 503 | 2019.12.04 09:45 | sell | 252 | 0.10 | 140.892 | 142.090 | 137.687 | ||
| 504 | 2019.12.04 10:30 | close | 252 | 0.10 | 141.428 | 142.090 | 137.687 | -5360.00 | 4975500.00 |
| 505 | 2019.12.04 10:30 | buy | 253 | 0.20 | 141.447 | 139.068 | 144.618 | ||
| 506 | 2019.12.13 00:01 | t/p | 253 | 0.20 | 145.894 | 139.068 | 144.618 | 88940.00 | 5064440.00 |
| 507 | 2019.12.17 01:15 | sell | 254 | 0.20 | 145.589 | 148.205 | 142.379 | ||
| 508 | 2019.12.19 17:02 | t/p | 254 | 0.20 | 142.381 | 148.205 | 142.379 | 64160.00 | 5128600.00 |
| 509 | 2019.12.19 17:15 | sell | 255 | 0.20 | 142.448 | 148.205 | 139.247 | ||
| 510 | 2020.01.06 11:30 | close | 255 | 0.20 | 141.708 | 148.205 | 139.247 | 14800.00 | 5143400.00 |
| 511 | 2020.01.06 11:30 | buy | 256 | 0.10 | 141.685 | 140.570 | 144.868 | ||
| 512 | 2020.02.21 13:59 | t/p | 256 | 0.10 | 144.867 | 140.570 | 144.868 | 31820.00 | 5175220.00 |
| 513 | 2020.02.28 06:00 | sell | 257 | 0.10 | 140.508 | 148.205 | 137.309 | ||
| 514 | 2020.03.02 13:26 | t/p | 257 | 0.10 | 137.304 | 148.205 | 137.309 | 32040.00 | 5207260.00 |
| 515 | 2020.03.03 15:00 | sell | 258 | 0.10 | 137.658 | 147.649 | 134.449 | ||
| 516 | 2020.03.09 04:49 | t/p | 258 | 0.10 | 134.454 | 147.649 | 134.449 | 32040.00 | 5239300.00 |
| 517 | 2020.06.05 11:00 | buy | 259 | 0.20 | 138.590 | 129.045 | 141.767 | ||
| 518 | 2020.06.08 13:45 | close | 259 | 0.20 | 138.207 | 129.045 | 141.767 | -7660.00 | 5231640.00 |
| 519 | 2020.06.08 13:45 | sell | 260 | 0.10 | 138.211 | 145.207 | 135.002 | ||
| 520 | 2020.06.11 17:45 | t/p | 260 | 0.10 | 134.989 | 145.207 | 135.002 | 32220.00 | 5263860.00 |
| 521 | 2020.07.31 14:30 | buy | 261 | 0.20 | 137.685 | 133.727 | 140.861 | ||
| 522 | 2020.08.28 04:40 | t/p | 261 | 0.20 | 140.871 | 133.727 | 140.861 | 63720.00 | 5327580.00 |
| 523 | 2020.09.02 16:45 | sell | 262 | 0.10 | 141.580 | 142.962 | 138.373 | ||
| 524 | 2020.09.08 15:09 | t/p | 262 | 0.10 | 138.380 | 142.962 | 138.373 | 32000.00 | 5359580.00 |
| 525 | 2020.09.09 16:45 | buy | 263 | 0.20 | 137.873 | 136.484 | 141.061 | ||
| 526 | 2020.09.10 18:47 | s/l | 263 | 0.20 | 136.477 | 136.484 | 141.061 | -27920.00 | 5331660.00 |
| 527 | 2020.10.05 16:45 | buy | 264 | 0.20 | 137.060 | 132.785 | 140.247 | ||
| 528 | 2020.11.11 11:32 | t/p | 264 | 0.20 | 140.273 | 132.785 | 140.247 | 64260.00 | 5395920.00 |
| 529 | 2020.11.20 18:45 | buy | 265 | 0.10 | 138.029 | 134.619 | 141.199 | ||
| 530 | 2020.12.24 12:23 | t/p | 265 | 0.10 | 141.208 | 134.619 | 141.199 | 31790.00 | 5427710.00 |
| 531 | 2020.12.28 11:45 | sell | 266 | 0.10 | 140.172 | 141.461 | 136.962 | ||
| 532 | 2021.01.12 11:20 | s/l | 266 | 0.10 | 141.462 | 141.461 | 136.962 | -12900.00 | 5414810.00 |
| 533 | 2021.01.12 11:45 | buy | 267 | 0.20 | 141.573 | 132.785 | 144.750 | ||
| 534 | 2021.01.15 12:00 | close | 267 | 0.20 | 141.380 | 132.785 | 144.750 | -3860.00 | 5410950.00 |
| 535 | 2021.01.15 12:00 | sell | 268 | 0.20 | 141.394 | 142.507 | 138.190 | ||
| 536 | 2021.01.19 04:30 | close | 268 | 0.20 | 141.425 | 142.507 | 138.190 | -620.00 | 5410330.00 |
| 537 | 2021.01.19 04:30 | buy | 269 | 0.20 | 141.429 | 132.785 | 144.613 | ||
| 538 | 2021.01.20 17:45 | close | 269 | 0.20 | 141.329 | 132.785 | 144.613 | -2000.00 | 5408330.00 |
| 539 | 2021.01.20 17:45 | sell | 270 | 0.20 | 141.314 | 142.586 | 138.123 | ||
| 540 | 2021.01.21 10:30 | close | 270 | 0.20 | 141.926 | 142.586 | 138.123 | -12240.00 | 5396090.00 |
| 541 | 2021.01.21 10:30 | buy | 271 | 0.20 | 141.936 | 132.785 | 145.105 | ||
| 542 | 2021.02.12 16:39 | t/p | 271 | 0.20 | 145.099 | 132.785 | 145.105 | 63260.00 | 5459350.00 |
| 543 | 2021.02.12 17:00 | buy | 272 | 0.20 | 145.240 | 135.214 | 148.414 | ||
| 544 | 2021.02.23 20:35 | t/p | 272 | 0.20 | 148.420 | 135.214 | 148.414 | 63600.00 | 5522950.00 |
| 545 | 2021.02.23 21:30 | buy | 273 | 0.20 | 148.574 | 138.544 | 151.744 | ||
| 546 | 2021.03.11 22:30 | t/p | 273 | 0.20 | 151.771 | 138.544 | 151.744 | 63940.00 | 5586890.00 |
| 547 | 2021.03.12 01:15 | buy | 274 | 0.20 | 151.883 | 141.869 | 155.069 | ||
| 548 | 2021.05.27 16:33 | t/p | 274 | 0.20 | 155.078 | 141.869 | 155.069 | 63900.00 | 5650790.00 |
| 549 | 2021.05.27 17:00 | buy | 275 | 0.20 | 155.165 | 145.141 | 158.341 | ||
| 550 | 2021.10.28 17:15 | close | 275 | 0.20 | 156.468 | 145.141 | 158.341 | 26060.00 | 5676850.00 |
| 551 | 2021.10.28 17:30 | buy | 276 | 0.20 | 156.574 | 148.207 | 159.749 | ||
| 552 | 2022.03.22 14:16 | t/p | 276 | 0.20 | 159.757 | 148.207 | 159.749 | 63660.00 | 5740510.00 |
| 553 | 2022.03.22 14:30 | buy | 277 | 0.20 | 159.723 | 149.704 | 162.904 | ||
| 554 | 2022.03.28 10:56 | t/p | 277 | 0.20 | 162.896 | 149.704 | 162.904 | 63460.00 | 5803970.00 |
| 555 | 2022.03.28 10:56 | buy | 278 | 0.10 | 162.929 | 152.723 | 165.923 | ||
| 556 | 2022.04.19 05:07 | t/p | 278 | 0.10 | 165.926 | 152.723 | 165.923 | 29970.00 | 5833940.00 |
| 557 | 2022.04.28 04:15 | buy | 279 | 0.10 | 161.539 | 151.503 | 164.703 | ||
| 558 | 2022.05.13 05:30 | buy | 280 | 0.10 | 157.664 | 148.725 | 160.843 | ||
| 559 | 2022.05.17 10:58 | t/p | 280 | 0.10 | 160.846 | 148.725 | 160.843 | 31820.00 | 5865760.00 |
| 560 | 2022.05.20 13:15 | buy | 281 | 0.10 | 159.993 | 149.964 | 163.164 | ||
| 561 | 2022.06.01 10:09 | t/p | 281 | 0.10 | 163.177 | 149.964 | 163.164 | 31840.00 | 5897600.00 |
| 562 | 2022.06.06 17:37 | t/p | 279 | 0.10 | 164.709 | 151.503 | 164.703 | 31700.00 | 5929300.00 |
| 563 | 2022.06.15 14:30 | buy | 282 | 0.10 | 163.017 | 153.006 | 166.206 | ||
| 564 | 2022.06.17 13:08 | t/p | 282 | 0.10 | 166.220 | 153.006 | 166.206 | 32030.00 | 5961330.00 |
| 565 | 2022.07.07 11:30 | buy | 283 | 0.10 | 162.989 | 152.971 | 166.171 | ||
| 566 | 2022.07.20 03:16 | t/p | 283 | 0.10 | 166.175 | 152.971 | 166.171 | 31860.00 | 5993190.00 |
| 567 | 2022.08.02 19:15 | buy | 284 | 0.10 | 161.581 | 151.558 | 164.758 | ||
| 568 | 2022.08.29 23:59 | close at stop | 284 | 0.10 | 162.383 | 151.558 | 164.758 | 8020.00 | 6001210.00 |
前へ4ページ目