Strategy Tester Report
Currency Bloom
| 通貨ペア | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
| 期間 | 15分足(M15) 2023.07.03 00:00 - 2023.07.19 02:45 (2023.07.01 - 2024.04.01) | ||||
| 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 | FixLot=0.01; TakeProfit=30; | ||||
| テストバー数 | 1264 | モデルティック数 | 1478837 | 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 | 200000.00 | スプレッド | 変動 | ||
| 純益 | 2399.70 | 総利益 | 4595.85 | 総損失 | -2196.15 |
| プロフィットファクタ | 2.09 | 期待利得 | 74.99 | ||
| 絶対ドローダウン | 4142.30 | 最大ドローダウン | 4555.00 (2.27%) | 相対ドローダウン | 2.27% (4555.00) |
| 総取引数 | 32 | 売りポジション(勝率%） | 15 (53.33%) | 買いポジション(勝率%） | 17 (52.94%) |
| 勝率(%) | 17 (53.12%) | 負率 (%) | 15 (46.88%) | ||
| 最大 | 勝トレード | 999.00 | 敗トレード | -410.00 | |
| 平均 | 勝トレード | 270.34 | 敗トレード | -146.41 | |
| 最大 | 連勝(金額) | 3 (1798.00) | 連敗(金額) | 4 (-1103.00) | |
| 最大 | 連勝(トレード数) | 1798.00 (3) | 連敗(トレード数) | -1103.00 (4) | |
| 平均 | 連勝 | 2 | 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 |
| 1 | 2023.07.03 21:00 | sell | 1 | 0.01 | 183.490 | 186.490 | 183.190 | ||
| 2 | 2023.07.03 21:57 | sell | 2 | 0.01 | 183.610 | 186.490 | 0.000 | ||
| 3 | 2023.07.03 21:57 | modify | 2 | 0.01 | 183.610 | 186.490 | 183.500 | ||
| 4 | 2023.07.03 21:57 | modify | 1 | 0.01 | 183.490 | 186.490 | 183.500 | ||
| 5 | 2023.07.04 03:01 | t/p | 1 | 0.01 | 183.500 | 186.490 | 183.500 | -55.15 | 199944.85 |
| 6 | 2023.07.04 03:01 | t/p | 2 | 0.01 | 183.500 | 186.490 | 183.500 | 64.85 | 200009.70 |
| 7 | 2023.07.04 12:00 | sell | 3 | 0.01 | 183.311 | 186.311 | 183.011 | ||
| 8 | 2023.07.04 13:13 | sell | 4 | 0.01 | 183.436 | 186.311 | 0.000 | ||
| 9 | 2023.07.04 13:13 | modify | 4 | 0.01 | 183.436 | 186.311 | 183.324 | ||
| 10 | 2023.07.04 13:13 | modify | 3 | 0.01 | 183.311 | 186.311 | 183.324 | ||
| 11 | 2023.07.04 13:51 | sell | 5 | 0.02 | 183.558 | 186.311 | 0.000 | ||
| 12 | 2023.07.04 13:51 | modify | 5 | 0.02 | 183.558 | 186.311 | 183.416 | ||
| 13 | 2023.07.04 13:51 | modify | 4 | 0.01 | 183.436 | 186.311 | 183.416 | ||
| 14 | 2023.07.04 13:51 | modify | 3 | 0.01 | 183.311 | 186.311 | 183.416 | ||
| 15 | 2023.07.04 14:30 | sell | 6 | 0.02 | 183.696 | 186.311 | 0.000 | ||
| 16 | 2023.07.04 14:30 | modify | 6 | 0.02 | 183.696 | 186.311 | 183.493 | ||
| 17 | 2023.07.04 14:30 | modify | 5 | 0.02 | 183.558 | 186.311 | 183.493 | ||
| 18 | 2023.07.04 14:30 | modify | 4 | 0.01 | 183.436 | 186.311 | 183.493 | ||
| 19 | 2023.07.04 14:30 | modify | 3 | 0.01 | 183.311 | 186.311 | 183.493 | ||
| 20 | 2023.07.04 15:59 | sell | 7 | 0.02 | 183.818 | 186.311 | 0.000 | ||
| 21 | 2023.07.04 15:59 | modify | 7 | 0.02 | 183.818 | 186.311 | 183.561 | ||
| 22 | 2023.07.04 15:59 | modify | 6 | 0.02 | 183.696 | 186.311 | 183.561 | ||
| 23 | 2023.07.04 15:59 | modify | 5 | 0.02 | 183.558 | 186.311 | 183.561 | ||
| 24 | 2023.07.04 15:59 | modify | 4 | 0.01 | 183.436 | 186.311 | 183.561 | ||
| 25 | 2023.07.04 15:59 | modify | 3 | 0.01 | 183.311 | 186.311 | 183.561 | ||
| 26 | 2023.07.04 16:47 | t/p | 3 | 0.01 | 183.561 | 186.311 | 183.561 | -250.00 | 199759.70 |
| 27 | 2023.07.04 16:47 | t/p | 4 | 0.01 | 183.561 | 186.311 | 183.561 | -125.00 | 199634.70 |
| 28 | 2023.07.04 16:47 | t/p | 5 | 0.02 | 183.561 | 186.311 | 183.561 | -6.00 | 199628.70 |
| 29 | 2023.07.04 16:47 | t/p | 6 | 0.02 | 183.561 | 186.311 | 183.561 | 270.00 | 199898.70 |
| 30 | 2023.07.04 16:47 | t/p | 7 | 0.02 | 183.561 | 186.311 | 183.561 | 514.00 | 200412.70 |
| 31 | 2023.07.05 10:15 | buy | 8 | 0.01 | 183.976 | 180.976 | 184.276 | ||
| 32 | 2023.07.05 10:26 | buy | 9 | 0.01 | 183.853 | 180.976 | 0.000 | ||
| 33 | 2023.07.05 10:26 | modify | 9 | 0.01 | 183.853 | 180.976 | 183.965 | ||
| 34 | 2023.07.05 10:26 | modify | 8 | 0.01 | 183.976 | 180.976 | 183.965 | ||
| 35 | 2023.07.05 10:30 | buy | 10 | 0.02 | 183.729 | 180.976 | 0.000 | ||
| 36 | 2023.07.05 10:30 | modify | 10 | 0.02 | 183.729 | 180.976 | 183.872 | ||
| 37 | 2023.07.05 10:30 | modify | 9 | 0.01 | 183.853 | 180.976 | 183.872 | ||
| 38 | 2023.07.05 10:30 | modify | 8 | 0.01 | 183.976 | 180.976 | 183.872 | ||
| 39 | 2023.07.05 10:58 | buy | 11 | 0.02 | 183.606 | 180.976 | 0.000 | ||
| 40 | 2023.07.05 10:58 | modify | 11 | 0.02 | 183.606 | 180.976 | 183.800 | ||
| 41 | 2023.07.05 10:58 | modify | 10 | 0.02 | 183.729 | 180.976 | 183.800 | ||
| 42 | 2023.07.05 10:58 | modify | 9 | 0.01 | 183.853 | 180.976 | 183.800 | ||
| 43 | 2023.07.05 10:58 | modify | 8 | 0.01 | 183.976 | 180.976 | 183.800 | ||
| 44 | 2023.07.05 11:00 | buy | 12 | 0.02 | 183.483 | 180.976 | 0.000 | ||
| 45 | 2023.07.05 11:00 | modify | 12 | 0.02 | 183.483 | 180.976 | 183.733 | ||
| 46 | 2023.07.05 11:00 | modify | 11 | 0.02 | 183.606 | 180.976 | 183.733 | ||
| 47 | 2023.07.05 11:00 | modify | 10 | 0.02 | 183.729 | 180.976 | 183.733 | ||
| 48 | 2023.07.05 11:00 | modify | 9 | 0.01 | 183.853 | 180.976 | 183.733 | ||
| 49 | 2023.07.05 11:00 | modify | 8 | 0.01 | 183.976 | 180.976 | 183.733 | ||
| 50 | 2023.07.05 11:02 | buy | 13 | 0.03 | 183.355 | 180.976 | 0.000 | ||
| 51 | 2023.07.05 11:02 | modify | 13 | 0.03 | 183.355 | 180.976 | 183.644 | ||
| 52 | 2023.07.05 11:02 | modify | 12 | 0.02 | 183.483 | 180.976 | 183.644 | ||
| 53 | 2023.07.05 11:02 | modify | 11 | 0.02 | 183.606 | 180.976 | 183.644 | ||
| 54 | 2023.07.05 11:02 | modify | 10 | 0.02 | 183.729 | 180.976 | 183.644 | ||
| 55 | 2023.07.05 11:02 | modify | 9 | 0.01 | 183.853 | 180.976 | 183.644 | ||
| 56 | 2023.07.05 11:02 | modify | 8 | 0.01 | 183.976 | 180.976 | 183.644 | ||
| 57 | 2023.07.05 11:08 | buy | 14 | 0.03 | 183.233 | 180.976 | 0.000 | ||
| 58 | 2023.07.05 11:08 | modify | 14 | 0.03 | 183.233 | 180.976 | 183.566 | ||
| 59 | 2023.07.05 11:08 | modify | 13 | 0.03 | 183.355 | 180.976 | 183.566 | ||
| 60 | 2023.07.05 11:08 | modify | 12 | 0.02 | 183.483 | 180.976 | 183.566 | ||
| 61 | 2023.07.05 11:08 | modify | 11 | 0.02 | 183.606 | 180.976 | 183.566 | ||
| 62 | 2023.07.05 11:08 | modify | 10 | 0.02 | 183.729 | 180.976 | 183.566 | ||
| 63 | 2023.07.05 11:08 | modify | 9 | 0.01 | 183.853 | 180.976 | 183.566 | ||
| 64 | 2023.07.05 11:08 | modify | 8 | 0.01 | 183.976 | 180.976 | 183.566 | ||
| 65 | 2023.07.05 11:50 | t/p | 8 | 0.01 | 183.566 | 180.976 | 183.566 | -410.00 | 200002.70 |
| 66 | 2023.07.05 11:50 | t/p | 9 | 0.01 | 183.566 | 180.976 | 183.566 | -287.00 | 199715.70 |
| 67 | 2023.07.05 11:50 | t/p | 10 | 0.02 | 183.566 | 180.976 | 183.566 | -326.00 | 199389.70 |
| 68 | 2023.07.05 11:50 | t/p | 11 | 0.02 | 183.566 | 180.976 | 183.566 | -80.00 | 199309.70 |
| 69 | 2023.07.05 11:50 | t/p | 12 | 0.02 | 183.566 | 180.976 | 183.566 | 166.00 | 199475.70 |
| 70 | 2023.07.05 11:50 | t/p | 13 | 0.03 | 183.566 | 180.976 | 183.566 | 633.00 | 200108.70 |
| 71 | 2023.07.05 11:50 | t/p | 14 | 0.03 | 183.566 | 180.976 | 183.566 | 999.00 | 201107.70 |
| 72 | 2023.07.07 09:30 | sell | 15 | 0.01 | 182.809 | 185.809 | 182.509 | ||
| 73 | 2023.07.07 09:42 | sell | 16 | 0.01 | 182.929 | 185.809 | 0.000 | ||
| 74 | 2023.07.07 09:42 | modify | 16 | 0.01 | 182.929 | 185.809 | 182.819 | ||
| 75 | 2023.07.07 09:42 | modify | 15 | 0.01 | 182.809 | 185.809 | 182.819 | ||
| 76 | 2023.07.07 09:45 | t/p | 15 | 0.01 | 182.817 | 185.809 | 182.819 | -8.00 | 201099.70 |
| 77 | 2023.07.07 09:45 | t/p | 16 | 0.01 | 182.817 | 185.809 | 182.819 | 112.00 | 201211.70 |
| 78 | 2023.07.10 06:00 | buy | 17 | 0.01 | 183.096 | 180.096 | 183.396 | ||
| 79 | 2023.07.10 06:21 | buy | 18 | 0.01 | 182.975 | 180.096 | 0.000 | ||
| 80 | 2023.07.10 06:21 | modify | 18 | 0.01 | 182.975 | 180.096 | 183.086 | ||
| 81 | 2023.07.10 06:21 | modify | 17 | 0.01 | 183.096 | 180.096 | 183.086 | ||
| 82 | 2023.07.10 06:46 | buy | 19 | 0.02 | 182.853 | 180.096 | 0.000 | ||
| 83 | 2023.07.10 06:46 | modify | 19 | 0.02 | 182.853 | 180.096 | 182.994 | ||
| 84 | 2023.07.10 06:46 | modify | 18 | 0.01 | 182.975 | 180.096 | 182.994 | ||
| 85 | 2023.07.10 06:46 | modify | 17 | 0.01 | 183.096 | 180.096 | 182.994 | ||
| 86 | 2023.07.10 07:12 | t/p | 17 | 0.01 | 183.000 | 180.096 | 182.994 | -96.00 | 201115.70 |
| 87 | 2023.07.10 07:12 | t/p | 18 | 0.01 | 183.000 | 180.096 | 182.994 | 25.00 | 201140.70 |
| 88 | 2023.07.10 07:12 | t/p | 19 | 0.02 | 183.000 | 180.096 | 182.994 | 294.00 | 201434.70 |
| 89 | 2023.07.11 06:00 | sell | 20 | 0.01 | 181.074 | 184.074 | 180.774 | ||
| 90 | 2023.07.11 06:03 | sell | 21 | 0.01 | 181.195 | 184.074 | 0.000 | ||
| 91 | 2023.07.11 06:03 | modify | 21 | 0.01 | 181.195 | 184.074 | 181.085 | ||
| 92 | 2023.07.11 06:03 | modify | 20 | 0.01 | 181.074 | 184.074 | 181.085 | ||
| 93 | 2023.07.11 06:42 | sell | 22 | 0.02 | 181.315 | 184.074 | 0.000 | ||
| 94 | 2023.07.11 06:42 | modify | 22 | 0.02 | 181.315 | 184.074 | 181.175 | ||
| 95 | 2023.07.11 06:42 | modify | 21 | 0.01 | 181.195 | 184.074 | 181.175 | ||
| 96 | 2023.07.11 06:42 | modify | 20 | 0.01 | 181.074 | 184.074 | 181.175 | ||
| 97 | 2023.07.11 07:10 | t/p | 20 | 0.01 | 181.163 | 184.074 | 181.175 | -89.00 | 201345.70 |
| 98 | 2023.07.11 07:10 | t/p | 21 | 0.01 | 181.163 | 184.074 | 181.175 | 32.00 | 201377.70 |
| 99 | 2023.07.11 07:10 | t/p | 22 | 0.02 | 181.163 | 184.074 | 181.175 | 304.00 | 201681.70 |
| 100 | 2023.07.13 10:30 | buy | 23 | 0.01 | 180.226 | 177.226 | 180.526 | ||
| 101 | 2023.07.13 10:36 | buy | 24 | 0.01 | 180.104 | 177.226 | 0.000 | ||
| 102 | 2023.07.13 10:36 | modify | 24 | 0.01 | 180.104 | 177.226 | 180.215 | ||
| 103 | 2023.07.13 10:36 | modify | 23 | 0.01 | 180.226 | 177.226 | 180.215 | ||
| 104 | 2023.07.13 10:47 | t/p | 23 | 0.01 | 180.216 | 177.226 | 180.215 | -10.00 | 201671.70 |
| 105 | 2023.07.13 10:47 | t/p | 24 | 0.01 | 180.216 | 177.226 | 180.215 | 112.00 | 201783.70 |
| 106 | 2023.07.13 12:45 | buy | 25 | 0.01 | 181.192 | 178.192 | 181.492 | ||
| 107 | 2023.07.13 12:48 | buy | 26 | 0.01 | 181.070 | 178.192 | 0.000 | ||
| 108 | 2023.07.13 12:48 | modify | 26 | 0.01 | 181.070 | 178.192 | 181.181 | ||
| 109 | 2023.07.13 12:48 | modify | 25 | 0.01 | 181.192 | 178.192 | 181.181 | ||
| 110 | 2023.07.13 13:01 | buy | 27 | 0.02 | 180.947 | 178.192 | 0.000 | ||
| 111 | 2023.07.13 13:01 | modify | 27 | 0.02 | 180.947 | 178.192 | 181.089 | ||
| 112 | 2023.07.13 13:01 | modify | 26 | 0.01 | 181.070 | 178.192 | 181.089 | ||
| 113 | 2023.07.13 13:01 | modify | 25 | 0.01 | 181.192 | 178.192 | 181.089 | ||
| 114 | 2023.07.13 15:28 | buy | 28 | 0.02 | 180.827 | 178.192 | 0.000 | ||
| 115 | 2023.07.13 15:28 | modify | 28 | 0.02 | 180.827 | 178.192 | 181.018 | ||
| 116 | 2023.07.13 15:28 | modify | 27 | 0.02 | 180.947 | 178.192 | 181.018 | ||
| 117 | 2023.07.13 15:28 | modify | 26 | 0.01 | 181.070 | 178.192 | 181.018 | ||
| 118 | 2023.07.13 15:28 | modify | 25 | 0.01 | 181.192 | 178.192 | 181.018 | ||
| 119 | 2023.07.13 15:30 | buy | 29 | 0.02 | 180.703 | 178.192 | 0.000 | ||
| 120 | 2023.07.13 15:30 | modify | 29 | 0.02 | 180.703 | 178.192 | 180.952 | ||
| 121 | 2023.07.13 15:30 | modify | 28 | 0.02 | 180.827 | 178.192 | 180.952 | ||
| 122 | 2023.07.13 15:30 | modify | 27 | 0.02 | 180.947 | 178.192 | 180.952 | ||
| 123 | 2023.07.13 15:30 | modify | 26 | 0.01 | 181.070 | 178.192 | 180.952 | ||
| 124 | 2023.07.13 15:30 | modify | 25 | 0.01 | 181.192 | 178.192 | 180.952 | ||
| 125 | 2023.07.13 15:31 | t/p | 25 | 0.01 | 180.953 | 178.192 | 180.952 | -239.00 | 201544.70 |
| 126 | 2023.07.13 15:31 | t/p | 26 | 0.01 | 180.953 | 178.192 | 180.952 | -117.00 | 201427.70 |
| 127 | 2023.07.13 15:31 | t/p | 27 | 0.02 | 180.953 | 178.192 | 180.952 | 12.00 | 201439.70 |
| 128 | 2023.07.13 15:31 | t/p | 28 | 0.02 | 180.953 | 178.192 | 180.952 | 252.00 | 201691.70 |
| 129 | 2023.07.13 15:31 | t/p | 29 | 0.02 | 180.953 | 178.192 | 180.952 | 500.00 | 202191.70 |
| 130 | 2023.07.17 04:00 | sell | 30 | 0.01 | 181.179 | 184.179 | 180.879 | ||
| 131 | 2023.07.17 04:09 | sell | 31 | 0.01 | 181.299 | 184.179 | 0.000 | ||
| 132 | 2023.07.17 04:10 | modify | 31 | 0.01 | 181.299 | 184.179 | 181.189 | ||
| 133 | 2023.07.17 04:10 | modify | 30 | 0.01 | 181.179 | 184.179 | 181.189 | ||
| 134 | 2023.07.17 04:18 | sell | 32 | 0.02 | 181.419 | 184.179 | 0.000 | ||
| 135 | 2023.07.17 04:18 | modify | 32 | 0.02 | 181.419 | 184.179 | 181.279 | ||
| 136 | 2023.07.17 04:18 | modify | 31 | 0.01 | 181.299 | 184.179 | 181.279 | ||
| 137 | 2023.07.17 04:18 | modify | 30 | 0.01 | 181.179 | 184.179 | 181.279 | ||
| 138 | 2023.07.17 04:41 | t/p | 30 | 0.01 | 181.277 | 184.179 | 181.279 | -98.00 | 202093.70 |
| 139 | 2023.07.17 04:41 | t/p | 31 | 0.01 | 181.277 | 184.179 | 181.279 | 22.00 | 202115.70 |
| 140 | 2023.07.17 04:41 | t/p | 32 | 0.02 | 181.277 | 184.179 | 181.279 | 284.00 | 202399.70 |