通貨ペア | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
期間 | 4時間足(H4) 2007.01.01 00:00 - 2022.08.29 20:00 (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=22610101; Lots=0.1; 複利運用基準値=0; トレードモード=""; Slippage=3; 許容スプレッド=50; カスタム設定="無効"; EMA期間=7; EMA価格差=200; 水平ライン開始位置(ブレイク)=9; 水平ライン期間(ブレイク)=110; 水平ライン開始位置(反発)=23; 水平ライン期間(反発)=200; ローソク足長(下限)(ブレイク)=100; ローソク足長(下限)(反発)=250; ローソク足長(上限)=1750; 逆指値オフセット値=550; 指値オフセット値=4800; 保持期間=90; | ||||
テストバー数 | 24549 | 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 | 200000.00 | スプレッド | 変動 | ||
純益 | 2763620.00 | 総利益 | 5241020.00 | 総損失 | -2477400.00 |
プロフィットファクタ | 2.12 | 期待利得 | 4629.18 | ||
絶対ドローダウン | 2650.00 | 最大ドローダウン | 121050.00 (13.64%) | 相対ドローダウン | 24.15% (65320.00) |
総取引数 | 597 | 売りポジション(勝率%) | 312 (24.68%) | 買いポジション(勝率%) | 285 (27.72%) |
勝率(%) | 156 (26.13%) | 負率 (%) | 441 (73.87%) | ||
最大 | 勝トレード | 59760.00 | 敗トレード | -16860.00 | |
平均 | 勝トレード | 33596.28 | 敗トレード | -5617.69 | |
最大 | 連勝(金額) | 5 (125760.00) | 連敗(金額) | 16 (-92230.00) | |
最大 | 連勝(トレード数) | 144190.00 (3) | 連敗(トレード数) | -92230.00 (16) | |
平均 | 連勝 | 1 | 連敗 | 4 |
# | 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 |
1051 | 2020.05.06 12:00 | sell | 526 | 0.10 | 131.607 | 132.160 | 126.810 | ||
1052 | 2020.05.08 17:11 | s/l | 526 | 0.10 | 132.168 | 132.160 | 126.810 | -5610.00 | 2660920.00 |
1053 | 2020.05.14 08:00 | sell | 527 | 0.10 | 130.502 | 131.050 | 125.700 | ||
1054 | 2020.05.14 22:17 | s/l | 527 | 0.10 | 131.053 | 131.050 | 125.700 | -5510.00 | 2655410.00 |
1055 | 2020.05.15 16:00 | sell | 528 | 0.10 | 130.234 | 130.782 | 125.432 | ||
1056 | 2020.05.18 15:31 | s/l | 528 | 0.10 | 130.790 | 130.782 | 125.432 | -5560.00 | 2649850.00 |
1057 | 2020.06.01 04:00 | buy | 529 | 0.10 | 133.391 | 132.813 | 138.163 | ||
1058 | 2020.06.05 08:57 | t/p | 529 | 0.10 | 138.169 | 132.813 | 138.163 | 47780.00 | 2697630.00 |
1059 | 2020.06.05 09:00 | buy | 530 | 0.10 | 138.085 | 137.124 | 142.474 | ||
1060 | 2020.06.09 07:48 | s/l | 530 | 0.10 | 137.116 | 137.124 | 142.474 | -9690.00 | 2687940.00 |
1061 | 2020.06.09 12:00 | sell | 531 | 0.10 | 136.383 | 136.931 | 131.581 | ||
1062 | 2020.06.09 14:41 | s/l | 531 | 0.10 | 136.925 | 136.931 | 131.581 | -5420.00 | 2682520.00 |
1063 | 2020.07.21 12:00 | buy | 532 | 0.10 | 136.235 | 135.660 | 141.010 | ||
1064 | 2020.07.22 10:24 | s/l | 532 | 0.10 | 135.646 | 135.660 | 141.010 | -5890.00 | 2676630.00 |
1065 | 2020.07.22 16:00 | buy | 533 | 0.10 | 136.149 | 135.574 | 140.924 | ||
1066 | 2020.07.24 06:41 | s/l | 533 | 0.10 | 135.581 | 135.574 | 140.924 | -5680.00 | 2670950.00 |
1067 | 2020.07.30 16:00 | buy | 534 | 0.10 | 136.916 | 136.339 | 141.689 | ||
1068 | 2020.08.17 12:00 | close | 534 | 0.10 | 139.401 | 136.339 | 141.689 | 24850.00 | 2695800.00 |
1069 | 2020.08.17 12:00 | sell | 535 | 0.10 | 139.389 | 139.942 | 134.592 | ||
1070 | 2020.08.19 09:07 | s/l | 535 | 0.10 | 139.941 | 139.942 | 134.592 | -5520.00 | 2690280.00 |
1071 | 2020.08.27 20:00 | buy | 536 | 0.10 | 140.647 | 140.083 | 145.433 | ||
1072 | 2020.08.28 13:47 | s/l | 536 | 0.10 | 140.083 | 140.083 | 145.433 | -5640.00 | 2684640.00 |
1073 | 2020.08.28 20:00 | buy | 537 | 0.10 | 140.480 | 139.917 | 145.267 | ||
1074 | 2020.09.03 04:00 | close | 537 | 0.10 | 141.583 | 139.917 | 145.267 | 11030.00 | 2695670.00 |
1075 | 2020.09.03 04:00 | sell | 538 | 0.10 | 141.581 | 142.127 | 136.777 | ||
1076 | 2020.09.09 09:41 | t/p | 538 | 0.10 | 136.787 | 142.127 | 136.777 | 47940.00 | 2743610.00 |
1077 | 2020.09.10 01:01 | sell | 539 | 0.10 | 138.006 | 138.447 | 133.097 | ||
1078 | 2020.09.22 10:45 | t/p | 539 | 0.10 | 133.087 | 138.447 | 133.097 | 49190.00 | 2792800.00 |
1079 | 2020.09.23 12:00 | sell | 540 | 0.10 | 133.497 | 134.039 | 128.689 | ||
1080 | 2020.09.23 15:55 | s/l | 540 | 0.10 | 134.047 | 134.039 | 128.689 | -5500.00 | 2787300.00 |
1081 | 2020.10.09 20:00 | buy | 541 | 0.10 | 137.633 | 137.064 | 142.414 | ||
1082 | 2020.10.13 16:26 | s/l | 541 | 0.10 | 137.057 | 137.064 | 142.414 | -5760.00 | 2781540.00 |
1083 | 2020.10.29 16:00 | sell | 542 | 0.10 | 134.998 | 135.544 | 130.194 | ||
1084 | 2020.10.30 14:01 | s/l | 542 | 0.10 | 135.553 | 135.544 | 130.194 | -5550.00 | 2775990.00 |
1085 | 2020.11.09 16:00 | buy | 543 | 0.10 | 138.230 | 137.670 | 143.020 | ||
1086 | 2020.11.09 20:00 | close | 543 | 0.10 | 138.580 | 137.670 | 143.020 | 3500.00 | 2779490.00 |
1087 | 2020.12.11 16:00 | sell | 544 | 0.10 | 137.128 | 137.680 | 132.330 | ||
1088 | 2020.12.11 17:43 | s/l | 544 | 0.10 | 137.697 | 137.680 | 132.330 | -5690.00 | 2773800.00 |
1089 | 2020.12.24 12:00 | buy | 545 | 0.10 | 140.965 | 140.391 | 145.741 | ||
1090 | 2020.12.24 17:39 | s/l | 545 | 0.10 | 140.397 | 140.391 | 145.741 | -5680.00 | 2768120.00 |
1091 | 2020.12.24 18:02 | buy | 546 | 0.10 | 140.381 | 140.341 | 145.691 | ||
1092 | 2020.12.24 18:02 | s/l | 546 | 0.10 | 140.343 | 140.341 | 145.691 | -380.00 | 2767740.00 |
1093 | 2021.01.12 12:00 | buy | 547 | 0.10 | 141.707 | 141.128 | 146.478 | ||
1094 | 2021.01.15 16:00 | close | 547 | 0.10 | 141.153 | 141.128 | 146.478 | -5540.00 | 2762200.00 |
1095 | 2021.01.15 16:00 | sell | 548 | 0.10 | 141.159 | 141.713 | 136.363 | ||
1096 | 2021.01.19 12:05 | s/l | 548 | 0.10 | 141.714 | 141.713 | 136.363 | -5550.00 | 2756650.00 |
1097 | 2021.01.25 12:00 | sell | 549 | 0.10 | 141.926 | 142.473 | 137.123 | ||
1098 | 2021.01.27 00:04 | s/l | 549 | 0.10 | 142.496 | 142.473 | 137.123 | -5700.00 | 2750950.00 |
1099 | 2021.02.01 20:00 | buy | 550 | 0.10 | 143.611 | 143.037 | 148.387 | ||
1100 | 2021.02.04 05:45 | s/l | 550 | 0.10 | 143.037 | 143.037 | 148.387 | -5740.00 | 2745210.00 |
1101 | 2021.02.05 00:00 | buy | 551 | 0.10 | 144.294 | 143.711 | 149.061 | ||
1102 | 2021.02.24 03:05 | t/p | 551 | 0.10 | 149.053 | 143.711 | 149.061 | 47590.00 | 2792800.00 |
1103 | 2021.02.24 03:05 | buy | 552 | 0.10 | 149.086 | 147.918 | 153.268 | ||
1104 | 2021.02.26 08:00 | close | 552 | 0.10 | 148.140 | 147.918 | 153.268 | -9460.00 | 2783340.00 |
1105 | 2021.02.26 08:00 | sell | 553 | 0.10 | 148.147 | 148.687 | 143.337 | ||
1106 | 2021.02.26 16:12 | s/l | 553 | 0.10 | 148.683 | 148.687 | 143.337 | -5360.00 | 2777980.00 |
1107 | 2021.03.01 01:00 | sell | 554 | 0.10 | 148.482 | 148.885 | 143.535 | ||
1108 | 2021.03.01 01:43 | s/l | 554 | 0.10 | 148.879 | 148.885 | 143.535 | -3970.00 | 2774010.00 |
1109 | 2021.03.09 04:00 | buy | 555 | 0.10 | 150.786 | 150.216 | 155.566 | ||
1110 | 2021.03.16 12:00 | close | 555 | 0.10 | 150.927 | 150.216 | 155.566 | 1410.00 | 2775420.00 |
1111 | 2021.03.16 12:00 | sell | 556 | 0.10 | 150.924 | 151.483 | 146.133 | ||
1112 | 2021.03.16 18:57 | s/l | 556 | 0.10 | 151.490 | 151.483 | 146.133 | -5660.00 | 2769760.00 |
1113 | 2021.03.18 12:00 | buy | 557 | 0.10 | 152.288 | 151.713 | 157.063 | ||
1114 | 2021.03.18 22:05 | s/l | 557 | 0.10 | 151.704 | 151.713 | 157.063 | -5840.00 | 2763920.00 |
1115 | 2021.03.31 20:00 | buy | 558 | 0.10 | 152.638 | 152.077 | 157.427 | ||
1116 | 2021.04.06 15:57 | s/l | 558 | 0.10 | 152.071 | 152.077 | 157.427 | -5670.00 | 2758250.00 |
1117 | 2021.04.06 16:00 | sell | 559 | 0.10 | 152.103 | 152.656 | 147.306 | ||
1118 | 2021.04.27 20:00 | close | 559 | 0.10 | 151.130 | 152.656 | 147.306 | 9730.00 | 2767980.00 |
1119 | 2021.05.10 04:00 | buy | 560 | 0.10 | 152.567 | 151.995 | 157.345 | ||
1120 | 2021.05.28 01:00 | close | 560 | 0.10 | 155.966 | 151.995 | 157.345 | 33990.00 | 2801970.00 |
1121 | 2021.06.17 20:00 | sell | 561 | 0.10 | 153.280 | 153.836 | 148.486 | ||
1122 | 2021.06.18 12:00 | close | 561 | 0.10 | 152.876 | 153.836 | 148.486 | 4040.00 | 2806010.00 |
1123 | 2021.07.08 16:00 | sell | 562 | 0.10 | 150.908 | 151.465 | 146.115 | ||
1124 | 2021.07.09 02:38 | s/l | 562 | 0.10 | 151.476 | 151.465 | 146.115 | -5680.00 | 2800330.00 |
1125 | 2021.07.19 12:00 | sell | 563 | 0.10 | 150.464 | 151.011 | 145.661 | ||
1126 | 2021.07.21 17:40 | s/l | 563 | 0.10 | 151.024 | 151.011 | 145.661 | -5600.00 | 2794730.00 |
1127 | 2021.07.21 20:00 | buy | 564 | 0.10 | 151.119 | 150.546 | 155.896 | ||
1128 | 2021.08.12 00:02 | close | 564 | 0.10 | 153.066 | 150.546 | 155.896 | 19470.00 | 2814200.00 |
1129 | 2021.08.19 16:00 | sell | 565 | 0.10 | 150.059 | 150.600 | 145.250 | ||
1130 | 2021.08.23 14:36 | s/l | 565 | 0.10 | 150.601 | 150.600 | 145.250 | -5420.00 | 2808780.00 |
1131 | 2021.09.20 12:00 | sell | 566 | 0.10 | 149.974 | 150.526 | 145.176 | ||
1132 | 2021.09.23 14:08 | s/l | 566 | 0.10 | 150.522 | 150.526 | 145.176 | -5480.00 | 2803300.00 |
1133 | 2021.10.11 04:00 | buy | 567 | 0.10 | 153.179 | 152.608 | 157.958 | ||
1134 | 2021.10.19 14:28 | t/p | 567 | 0.10 | 157.971 | 152.608 | 157.958 | 47920.00 | 2851220.00 |
1135 | 2021.10.19 16:00 | buy | 568 | 0.10 | 157.863 | 157.294 | 162.644 | ||
1136 | 2021.10.20 14:46 | s/l | 568 | 0.10 | 157.297 | 157.294 | 162.644 | -5660.00 | 2845560.00 |
1137 | 2021.10.20 15:00 | buy | 569 | 0.10 | 157.236 | 157.104 | 162.454 | ||
1138 | 2021.10.20 15:03 | s/l | 569 | 0.10 | 157.096 | 157.104 | 162.454 | -1400.00 | 2844160.00 |
1139 | 2021.10.20 20:00 | buy | 570 | 0.10 | 157.808 | 157.233 | 162.583 | ||
1140 | 2021.10.21 09:44 | s/l | 570 | 0.10 | 157.241 | 157.233 | 162.583 | -5670.00 | 2838490.00 |
1141 | 2021.10.21 12:00 | sell | 571 | 0.10 | 157.374 | 157.923 | 152.573 | ||
1142 | 2021.11.11 10:18 | t/p | 571 | 0.10 | 152.565 | 157.923 | 152.573 | 48090.00 | 2886580.00 |
1143 | 2021.11.11 16:00 | sell | 572 | 0.10 | 152.675 | 153.231 | 147.881 | ||
1144 | 2021.11.15 17:12 | s/l | 572 | 0.10 | 153.241 | 153.231 | 147.881 | -5660.00 | 2880920.00 |
1145 | 2021.11.26 12:00 | sell | 573 | 0.10 | 151.720 | 152.278 | 146.928 | ||
1146 | 2021.11.26 15:06 | s/l | 573 | 0.10 | 152.272 | 152.278 | 146.928 | -5520.00 | 2875400.00 |
1147 | 2021.11.26 16:00 | sell | 574 | 0.10 | 151.873 | 152.417 | 147.067 | ||
1148 | 2021.12.08 16:00 | close | 574 | 0.10 | 150.513 | 152.417 | 147.067 | 13600.00 | 2889000.00 |
1149 | 2021.12.08 16:00 | buy | 575 | 0.10 | 150.516 | 149.943 | 155.293 | ||
1150 | 2021.12.09 09:05 | s/l | 575 | 0.10 | 149.943 | 149.943 | 155.293 | -5730.00 | 2883270.00 |
1151 | 2021.12.27 16:00 | buy | 576 | 0.10 | 154.066 | 153.502 | 158.852 | ||
1152 | 2022.01.17 20:00 | close | 576 | 0.10 | 156.457 | 153.502 | 158.852 | 23910.00 | 2907180.00 |
1153 | 2022.01.24 12:00 | sell | 577 | 0.10 | 153.638 | 154.196 | 148.846 | ||
1154 | 2022.01.26 10:35 | s/l | 577 | 0.10 | 154.189 | 154.196 | 148.846 | -5510.00 | 2901670.00 |
1155 | 2022.02.10 12:00 | buy | 578 | 0.10 | 157.148 | 156.586 | 161.936 | ||
1156 | 2022.02.11 20:48 | s/l | 578 | 0.10 | 156.590 | 156.586 | 161.936 | -5580.00 | 2896090.00 |
1157 | 2022.02.24 16:00 | sell | 579 | 0.10 | 153.485 | 154.041 | 148.691 | ||
1158 | 2022.02.24 18:18 | s/l | 579 | 0.10 | 154.051 | 154.041 | 148.691 | -5660.00 | 2890430.00 |
1159 | 2022.03.01 20:00 | sell | 580 | 0.10 | 152.884 | 153.424 | 148.074 | ||
1160 | 2022.03.02 03:33 | s/l | 580 | 0.10 | 153.425 | 153.424 | 148.074 | -5410.00 | 2885020.00 |
1161 | 2022.03.02 04:00 | sell | 581 | 0.10 | 153.310 | 153.858 | 148.508 | ||
1162 | 2022.03.02 15:27 | s/l | 581 | 0.10 | 153.849 | 153.858 | 148.508 | -5390.00 | 2879630.00 |
1163 | 2022.03.04 20:00 | sell | 582 | 0.10 | 151.809 | 152.363 | 147.013 | ||
1164 | 2022.03.09 11:50 | s/l | 582 | 0.10 | 152.374 | 152.363 | 147.013 | -5650.00 | 2873980.00 |
1165 | 2022.03.18 20:00 | buy | 583 | 0.10 | 157.143 | 156.577 | 161.927 | ||
1166 | 2022.03.21 14:02 | s/l | 583 | 0.10 | 156.584 | 156.577 | 161.927 | -5590.00 | 2868390.00 |
1167 | 2022.03.21 16:00 | buy | 584 | 0.10 | 156.837 | 156.257 | 161.607 | ||
1168 | 2022.03.28 04:23 | t/p | 584 | 0.10 | 161.601 | 156.257 | 161.607 | 47640.00 | 2916030.00 |
1169 | 2022.03.28 08:00 | buy | 585 | 0.10 | 161.778 | 161.215 | 166.565 | ||
1170 | 2022.03.28 19:12 | s/l | 585 | 0.10 | 161.222 | 161.215 | 166.565 | -5560.00 | 2910470.00 |
1171 | 2022.03.28 20:00 | buy | 586 | 0.10 | 161.540 | 160.974 | 166.324 | ||
1172 | 2022.03.29 16:49 | s/l | 586 | 0.10 | 160.963 | 160.974 | 166.324 | -5770.00 | 2904700.00 |
1173 | 2022.03.29 20:00 | sell | 587 | 0.10 | 160.470 | 161.015 | 155.665 | ||
1174 | 2022.03.29 22:04 | s/l | 587 | 0.10 | 161.014 | 161.015 | 155.665 | -5440.00 | 2899260.00 |
1175 | 2022.03.30 04:00 | sell | 588 | 0.10 | 160.438 | 160.980 | 155.630 | ||
1176 | 2022.04.01 05:52 | s/l | 588 | 0.10 | 160.980 | 160.980 | 155.630 | -5420.00 | 2893840.00 |
1177 | 2022.04.14 01:00 | buy | 589 | 0.10 | 164.870 | 164.077 | 169.427 | ||
1178 | 2022.04.14 17:10 | s/l | 589 | 0.10 | 164.085 | 164.077 | 169.427 | -7850.00 | 2885990.00 |
1179 | 2022.04.15 04:00 | buy | 590 | 0.10 | 164.937 | 164.361 | 169.711 | ||
1180 | 2022.04.22 12:00 | close | 590 | 0.10 | 165.288 | 164.361 | 169.711 | 3510.00 | 2889500.00 |
1181 | 2022.04.22 12:00 | sell | 591 | 0.10 | 165.293 | 165.837 | 160.487 | ||
1182 | 2022.04.22 14:00 | s/l | 591 | 0.10 | 165.829 | 165.837 | 160.487 | -5360.00 | 2884140.00 |
1183 | 2022.04.22 20:00 | sell | 592 | 0.10 | 165.434 | 165.988 | 160.638 | ||
1184 | 2022.04.26 17:47 | t/p | 592 | 0.10 | 160.644 | 165.988 | 160.638 | 47900.00 | 2932040.00 |
1185 | 2022.05.12 01:00 | sell | 593 | 0.10 | 159.204 | 159.606 | 154.256 | ||
1186 | 2022.05.17 01:00 | close | 593 | 0.10 | 159.059 | 159.606 | 154.256 | 1450.00 | 2933490.00 |
1187 | 2022.05.17 01:00 | buy | 594 | 0.10 | 159.070 | 158.443 | 163.793 | ||
1188 | 2022.05.18 20:43 | s/l | 594 | 0.10 | 158.444 | 158.443 | 163.793 | -6260.00 | 2927230.00 |
1189 | 2022.06.02 08:00 | buy | 595 | 0.10 | 162.398 | 161.818 | 167.168 | ||
1190 | 2022.06.08 02:06 | t/p | 595 | 0.10 | 167.174 | 161.818 | 167.168 | 47760.00 | 2974990.00 |
1191 | 2022.06.09 12:00 | buy | 596 | 0.10 | 167.410 | 166.839 | 172.189 | ||
1192 | 2022.06.10 10:27 | s/l | 596 | 0.10 | 166.828 | 166.839 | 172.189 | -5820.00 | 2969170.00 |
1193 | 2022.08.02 08:00 | sell | 597 | 0.10 | 160.099 | 160.654 | 155.304 | ||
1194 | 2022.08.02 17:40 | s/l | 597 | 0.10 | 160.654 | 160.654 | 155.304 | -5550.00 | 2963620.00 |