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 | Slippage=3; 許容スプレッド=50; 複利運用基準値=0; トレードモード=""; 最大ポジション=4; BBbreak_M15_MagicNumber=33100001; BBbreak_M15_Lots=0.1; BBbreak_M15_週末決済=""; BBbreak_M15_再エントリー抑止足数=1; BBbreak_M15_最大テイクプロフィット=300; BBbreak_M15_最大ストップロス=75; HLband_H4_MagicNumber=32610101; HLband_H4_Lots=0.1; HLband_H4_最大テイクプロフィット=480; HLband_H4_最大ストップロス=55; HLband_M15_MagicNumber=32630101; HLband_M15_Lots=0.1; HLband_M15_再エントリー抑止足数=4; HLband_M15_最大テイクプロフィット=340; HLband_M15_最大ストップロス=95; BBexpand_H1_MagicNumber=32015200; BBexpand_H1_Lots=0.1; BBexpand_H1_最大テイクプロフィット=240; BBexpand_H1_最大ストップロス=58; BBbW_M15_MagicNumber=33101001; BBbW_M15_LotsL1=0; BBbW_M15_LotsL2=0; BBbW_M15_最大テイクプロフィット=320; BBbW_M15_最大ストップロス=1000; BBHL_MagicNumberB=34101101; BBHL_MagicNumberS=34101201; BBHL_Lots=0.1; 両建て=""; BBHL_最大テイクプロフィット=168; BBHL_最大ストップロス=400; | ||||
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 | 12650280.00 | 総利益 | 30492890.00 | 総損失 | -17842610.00 |
プロフィットファクタ | 1.71 | 期待利得 | 2520.98 | ||
絶対ドローダウン | 3510.00 | 最大ドローダウン | 271850.00 (2.90%) | 相対ドローダウン | 22.09% (204820.00) |
総取引数 | 5018 | 売りポジション(勝率%) | 2553 (45.20%) | 買いポジション(勝率%) | 2465 (46.90%) |
勝率(%) | 2310 (46.03%) | 負率 (%) | 2708 (53.97%) | ||
最大 | 勝トレード | 59930.00 | 敗トレード | -40990.00 | |
平均 | 勝トレード | 13200.39 | 敗トレード | -6588.85 | |
最大 | 連勝(金額) | 15 (188390.00) | 連敗(金額) | 17 (-112640.00) | |
最大 | 連勝(トレード数) | 239680.00 (13) | 連敗(トレード数) | -122930.00 (10) | |
平均 | 連勝 | 2 | 連敗 | 3 |
# | 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 |
1351 | 2008.09.23 15:30 | buy | 621 | 0.10 | 195.670 | 194.805 | 198.405 | ||
1352 | 2008.09.24 02:18 | close | 621 | 0.10 | 196.056 | 194.805 | 198.405 | 3860.00 | 2019650.00 |
1353 | 2008.09.24 02:18 | sell | 622 | 0.10 | 196.052 | 196.780 | 193.180 | ||
1354 | 2008.09.24 09:47 | s/l | 622 | 0.10 | 196.779 | 196.780 | 193.180 | -7270.00 | 2012380.00 |
1355 | 2008.09.24 10:00 | buy | 623 | 0.10 | 197.241 | 196.465 | 200.215 | ||
1356 | 2008.09.24 14:49 | s/l | 623 | 0.10 | 196.413 | 196.465 | 200.215 | -8280.00 | 2004100.00 |
1357 | 2008.09.24 22:01 | sell | 624 | 0.10 | 196.105 | 196.880 | 193.280 | ||
1358 | 2008.09.25 10:00 | s/l | 624 | 0.10 | 196.894 | 196.880 | 193.280 | -7890.00 | 1996210.00 |
1359 | 2008.09.25 17:45 | sell | 625 | 0.10 | 196.464 | 197.265 | 193.665 | ||
1360 | 2008.09.26 04:01 | sell | 626 | 0.10 | 195.260 | 197.460 | 193.855 | ||
1361 | 2008.09.26 05:15 | sell | 627 | 0.10 | 195.098 | 195.850 | 192.100 | ||
1362 | 2008.09.26 08:30 | modify | 625 | 0.10 | 196.464 | 195.250 | 193.665 | ||
1363 | 2008.09.26 10:28 | t/p | 626 | 0.10 | 193.859 | 197.460 | 193.855 | 14010.00 | 2010220.00 |
1364 | 2008.09.26 10:30 | modify | 627 | 0.10 | 195.098 | 194.890 | 192.100 | ||
1365 | 2008.09.26 10:35 | t/p | 625 | 0.10 | 193.652 | 195.250 | 193.665 | 28120.00 | 2038340.00 |
1366 | 2008.09.26 12:00 | sell | 628 | 0.10 | 194.081 | 197.460 | 192.665 | ||
1367 | 2008.09.26 12:00 | close | 627 | 0.10 | 194.117 | 194.890 | 192.100 | 9810.00 | 2048150.00 |
1368 | 2008.09.26 13:00 | close | 628 | 0.10 | 193.805 | 197.460 | 192.665 | 2760.00 | 2050910.00 |
1369 | 2008.09.26 14:00 | sell | 629 | 0.10 | 193.940 | 197.460 | 192.510 | ||
1370 | 2008.09.26 15:00 | close | 629 | 0.10 | 193.831 | 197.460 | 192.510 | 1090.00 | 2052000.00 |
1371 | 2008.09.30 13:00 | buy | 630 | 0.10 | 190.115 | 189.305 | 192.905 | ||
1372 | 2008.09.30 13:24 | s/l | 630 | 0.10 | 189.313 | 189.305 | 192.905 | -8020.00 | 2043980.00 |
1373 | 2008.09.30 18:15 | buy | 631 | 0.10 | 189.196 | 188.340 | 191.940 | ||
1374 | 2008.09.30 18:29 | s/l | 631 | 0.10 | 188.328 | 188.340 | 191.940 | -8680.00 | 2035300.00 |
1375 | 2008.10.01 05:30 | sell | 632 | 0.10 | 188.541 | 189.340 | 185.740 | ||
1376 | 2008.10.01 09:45 | s/l | 632 | 0.10 | 189.346 | 189.340 | 185.740 | -8050.00 | 2027250.00 |
1377 | 2008.10.03 16:30 | buy | 633 | 0.10 | 185.085 | 184.240 | 187.840 | ||
1378 | 2008.10.03 17:53 | t/p | 633 | 0.10 | 187.841 | 184.240 | 187.840 | 27560.00 | 2054810.00 |
1379 | 2008.10.06 03:30 | sell | 634 | 0.10 | 184.076 | 185.030 | 180.680 | ||
1380 | 2008.10.06 07:15 | close | 634 | 0.10 | 181.798 | 185.030 | 180.680 | 22780.00 | 2077590.00 |
1381 | 2008.10.06 08:00 | sell | 635 | 0.10 | 181.506 | 182.060 | 176.710 | ||
1382 | 2008.10.06 09:50 | s/l | 635 | 0.10 | 182.065 | 182.060 | 176.710 | -5590.00 | 2072000.00 |
1383 | 2008.10.06 17:00 | sell | 636 | 0.10 | 179.774 | 180.725 | 176.375 | ||
1384 | 2008.10.06 17:15 | close | 636 | 0.10 | 177.585 | 180.725 | 176.375 | 21890.00 | 2093890.00 |
1385 | 2008.10.07 20:00 | sell | 637 | 0.10 | 178.421 | 178.920 | 173.570 | ||
1386 | 2008.10.07 20:02 | s/l | 637 | 0.10 | 178.944 | 178.920 | 173.570 | -5230.00 | 2088660.00 |
1387 | 2008.10.08 20:00 | sell | 638 | 0.10 | 171.893 | 172.430 | 167.080 | ||
1388 | 2008.10.08 20:02 | s/l | 638 | 0.10 | 172.459 | 172.430 | 167.080 | -5660.00 | 2083000.00 |
1389 | 2008.10.09 08:00 | sell | 639 | 0.10 | 173.976 | 174.475 | 169.125 | ||
1390 | 2008.10.09 10:40 | s/l | 639 | 0.10 | 174.477 | 174.475 | 169.125 | -5010.00 | 2077990.00 |
1391 | 2008.10.09 20:00 | sell | 640 | 0.10 | 172.539 | 173.090 | 167.740 | ||
1392 | 2008.10.09 20:12 | s/l | 640 | 0.10 | 173.089 | 173.090 | 167.740 | -5500.00 | 2072490.00 |
1393 | 2008.10.10 00:16 | sell | 641 | 0.10 | 170.042 | 171.130 | 165.780 | ||
1394 | 2008.10.10 04:00 | close | 641 | 0.10 | 168.377 | 171.130 | 165.780 | 16650.00 | 2089140.00 |
1395 | 2008.10.10 04:45 | sell | 642 | 0.10 | 168.253 | 169.210 | 164.860 | ||
1396 | 2008.10.10 16:26 | s/l | 642 | 0.10 | 169.205 | 169.210 | 164.860 | -9520.00 | 2079620.00 |
1397 | 2008.10.13 16:00 | buy | 643 | 0.10 | 174.450 | 173.855 | 179.205 | ||
1398 | 2008.10.14 03:14 | t/p | 643 | 0.10 | 179.215 | 173.855 | 179.205 | 47650.00 | 2127270.00 |
1399 | 2008.10.15 17:00 | buy | 644 | 0.10 | 177.781 | 176.940 | 180.540 | ||
1400 | 2008.10.15 17:59 | s/l | 644 | 0.10 | 176.948 | 176.940 | 180.540 | -8330.00 | 2118940.00 |
1401 | 2008.10.17 21:15 | sell | 645 | 0.10 | 176.040 | 176.830 | 173.230 | ||
1402 | 2008.10.20 07:19 | s/l | 645 | 0.10 | 176.833 | 176.830 | 173.230 | -7930.00 | 2111010.00 |
1403 | 2008.10.20 18:00 | buy | 646 | 0.10 | 174.075 | 173.250 | 176.850 | ||
1404 | 2008.10.21 09:53 | s/l | 646 | 0.10 | 173.239 | 173.250 | 176.850 | -8360.00 | 2102650.00 |
1405 | 2008.10.22 08:02 | sell | 647 | 0.10 | 162.385 | 162.855 | 157.505 | ||
1406 | 2008.10.22 09:38 | s/l | 647 | 0.10 | 162.851 | 162.855 | 157.505 | -4660.00 | 2097990.00 |
1407 | 2008.10.22 18:45 | sell | 648 | 0.10 | 159.570 | 160.525 | 156.175 | ||
1408 | 2008.10.22 19:57 | s/l | 648 | 0.10 | 160.538 | 160.525 | 156.175 | -9680.00 | 2088310.00 |
1409 | 2008.10.23 01:32 | sell | 649 | 0.10 | 158.320 | 159.260 | 154.910 | ||
1410 | 2008.10.23 03:00 | close | 649 | 0.10 | 158.419 | 159.260 | 154.910 | -990.00 | 2087320.00 |
1411 | 2008.10.23 20:00 | sell | 650 | 0.10 | 155.992 | 156.955 | 152.605 | ||
1412 | 2008.10.23 22:59 | s/l | 650 | 0.10 | 156.957 | 156.955 | 152.605 | -9650.00 | 2077670.00 |
1413 | 2008.10.24 01:46 | buy | 651 | 0.10 | 157.484 | 156.960 | 160.560 | ||
1414 | 2008.10.24 02:30 | close | 651 | 0.10 | 157.998 | 156.960 | 160.560 | 5140.00 | 2082810.00 |
1415 | 2008.10.24 04:04 | sell | 652 | 0.10 | 156.877 | 157.130 | 151.780 | ||
1416 | 2008.10.24 04:05 | s/l | 652 | 0.10 | 157.127 | 157.130 | 151.780 | -2500.00 | 2080310.00 |
1417 | 2008.10.29 12:00 | buy | 653 | 0.10 | 156.502 | 155.925 | 161.275 | ||
1418 | 2008.10.29 12:28 | s/l | 653 | 0.10 | 155.890 | 155.925 | 161.275 | -6120.00 | 2074190.00 |
1419 | 2008.11.07 17:01 | buy | 654 | 0.10 | 154.328 | 153.250 | 156.850 | ||
1420 | 2008.11.10 00:00 | t/p | 654 | 0.10 | 156.987 | 153.250 | 156.850 | 26590.00 | 2100780.00 |
1421 | 2008.11.14 10:30 | sell | 655 | 0.10 | 143.887 | 144.625 | 141.025 | ||
1422 | 2008.11.14 15:15 | modify | 655 | 0.10 | 143.887 | 142.880 | 141.025 | ||
1423 | 2008.11.14 15:30 | close | 655 | 0.10 | 141.388 | 142.880 | 141.025 | 24990.00 | 2125770.00 |
1424 | 2008.11.14 16:45 | sell | 656 | 0.10 | 143.602 | 144.095 | 140.495 | ||
1425 | 2008.11.14 16:55 | s/l | 656 | 0.10 | 144.120 | 144.095 | 140.495 | -5180.00 | 2120590.00 |
1426 | 2008.11.17 09:45 | buy | 657 | 0.10 | 143.220 | 142.390 | 145.990 | ||
1427 | 2008.11.17 16:45 | modify | 657 | 0.10 | 143.220 | 144.260 | 145.990 | ||
1428 | 2008.11.17 18:48 | t/p | 657 | 0.10 | 145.995 | 144.260 | 145.990 | 27750.00 | 2148340.00 |
1429 | 2008.11.18 20:37 | buy | 658 | 0.10 | 144.314 | 143.770 | 147.370 | ||
1430 | 2008.11.18 21:09 | s/l | 658 | 0.10 | 143.765 | 143.770 | 147.370 | -5490.00 | 2142850.00 |
1431 | 2008.11.18 22:38 | buy | 659 | 0.10 | 144.186 | 143.220 | 146.820 | ||
1432 | 2008.11.19 13:15 | buy | 660 | 0.10 | 146.128 | 145.335 | 149.085 | ||
1433 | 2008.11.19 15:03 | s/l | 660 | 0.10 | 145.299 | 145.335 | 149.085 | -8290.00 | 2134560.00 |
1434 | 2008.11.19 16:15 | buy | 661 | 0.10 | 146.265 | 145.480 | 149.230 | ||
1435 | 2008.11.19 16:18 | t/p | 659 | 0.10 | 146.834 | 143.220 | 146.820 | 26480.00 | 2161040.00 |
1436 | 2008.11.19 17:00 | modify | 661 | 0.10 | 146.265 | 146.545 | 149.230 | ||
1437 | 2008.11.19 17:36 | s/l | 661 | 0.10 | 146.554 | 146.545 | 149.230 | 2890.00 | 2163930.00 |
1438 | 2008.11.19 17:42 | buy | 662 | 0.10 | 146.783 | 146.670 | 150.420 | ||
1439 | 2008.11.19 17:46 | s/l | 662 | 0.10 | 146.656 | 146.670 | 150.420 | -1270.00 | 2162660.00 |
1440 | 2008.11.20 01:01 | sell | 663 | 0.10 | 143.277 | 147.180 | 141.760 | ||
1441 | 2008.11.20 10:02 | t/p | 663 | 0.10 | 141.753 | 147.180 | 141.760 | 15240.00 | 2177900.00 |
1442 | 2008.11.20 23:46 | sell | 664 | 0.10 | 137.715 | 138.650 | 134.300 | ||
1443 | 2008.11.21 00:00 | close | 664 | 0.10 | 138.038 | 138.650 | 134.300 | -3230.00 | 2174670.00 |
1444 | 2008.11.21 00:01 | sell | 665 | 0.10 | 137.962 | 138.470 | 133.120 | ||
1445 | 2008.11.21 00:15 | s/l | 665 | 0.10 | 138.531 | 138.470 | 133.120 | -5690.00 | 2168980.00 |
1446 | 2008.11.21 09:01 | buy | 666 | 0.10 | 141.118 | 140.350 | 143.950 | ||
1447 | 2008.11.21 11:45 | close | 666 | 0.10 | 142.835 | 140.350 | 143.950 | 17170.00 | 2186150.00 |
1448 | 2008.11.25 14:15 | sell | 667 | 0.10 | 145.326 | 146.085 | 142.485 | ||
1449 | 2008.11.25 15:39 | s/l | 667 | 0.10 | 146.092 | 146.085 | 142.485 | -7660.00 | 2178490.00 |
1450 | 2008.11.26 06:45 | sell | 668 | 0.10 | 146.173 | 146.980 | 143.380 | ||
1451 | 2008.11.26 11:03 | s/l | 668 | 0.10 | 147.005 | 146.980 | 143.380 | -8320.00 | 2170170.00 |
1452 | 2008.11.26 12:00 | sell | 669 | 0.10 | 146.486 | 147.290 | 143.690 | ||
1453 | 2008.11.26 18:15 | close | 669 | 0.10 | 146.140 | 147.290 | 143.690 | 3460.00 | 2173630.00 |
1454 | 2008.11.26 18:15 | buy | 670 | 0.10 | 146.139 | 145.100 | 148.700 | ||
1455 | 2008.11.26 18:30 | s/l | 670 | 0.10 | 145.034 | 145.100 | 148.700 | -11050.00 | 2162580.00 |
1456 | 2008.11.27 12:15 | buy | 671 | 0.10 | 147.855 | 147.060 | 150.810 | ||
1457 | 2008.11.27 13:26 | s/l | 671 | 0.10 | 147.065 | 147.060 | 150.810 | -7900.00 | 2154680.00 |
1458 | 2008.11.28 02:31 | sell | 672 | 0.10 | 146.673 | 147.515 | 143.915 | ||
1459 | 2008.11.28 12:15 | close | 672 | 0.10 | 146.809 | 147.515 | 143.915 | -1360.00 | 2153320.00 |
1460 | 2008.11.28 12:15 | buy | 673 | 0.10 | 146.817 | 145.965 | 149.565 | ||
1461 | 2008.11.28 14:17 | s/l | 673 | 0.10 | 145.959 | 145.965 | 149.565 | -8580.00 | 2144740.00 |
1462 | 2008.11.28 20:31 | sell | 674 | 0.10 | 146.960 | 147.750 | 144.150 | ||
1463 | 2008.12.01 08:45 | sell | 675 | 0.10 | 145.756 | 146.500 | 142.750 | ||
1464 | 2008.12.01 10:22 | t/p | 674 | 0.10 | 144.142 | 147.750 | 144.150 | 28180.00 | 2172920.00 |
1465 | 2008.12.01 10:45 | modify | 675 | 0.10 | 145.756 | 144.625 | 142.750 | ||
1466 | 2008.12.01 11:15 | close | 675 | 0.10 | 143.299 | 144.625 | 142.750 | 24570.00 | 2197490.00 |
1467 | 2008.12.01 11:15 | sell | 676 | 0.10 | 143.246 | 143.995 | 140.245 | ||
1468 | 2008.12.01 12:30 | modify | 676 | 0.10 | 143.246 | 142.740 | 140.245 | ||
1469 | 2008.12.01 16:44 | t/p | 676 | 0.10 | 140.228 | 142.740 | 140.245 | 30180.00 | 2227670.00 |
1470 | 2008.12.02 23:01 | buy | 677 | 0.10 | 138.947 | 138.115 | 141.715 | ||
1471 | 2008.12.03 10:15 | close | 677 | 0.10 | 138.892 | 138.115 | 141.715 | -550.00 | 2227120.00 |
1472 | 2008.12.03 10:15 | sell | 678 | 0.10 | 138.897 | 139.690 | 136.090 | ||
1473 | 2008.12.03 11:30 | modify | 678 | 0.10 | 138.897 | 137.815 | 136.090 | ||
1474 | 2008.12.03 12:00 | sell | 679 | 0.10 | 136.447 | 136.970 | 131.620 | ||
1475 | 2008.12.03 12:40 | s/l | 679 | 0.10 | 136.998 | 136.970 | 131.620 | -5510.00 | 2221610.00 |
1476 | 2008.12.03 16:00 | sell | 680 | 0.10 | 137.163 | 137.710 | 132.360 | ||
1477 | 2008.12.03 17:51 | s/l | 680 | 0.10 | 137.719 | 137.710 | 132.360 | -5560.00 | 2216050.00 |
1478 | 2008.12.03 17:52 | s/l | 678 | 0.10 | 137.820 | 137.815 | 136.090 | 10770.00 | 2226820.00 |
1479 | 2008.12.04 10:45 | sell | 681 | 0.10 | 135.595 | 136.560 | 132.210 | ||
1480 | 2008.12.04 12:00 | sell | 682 | 0.10 | 134.962 | 135.510 | 130.160 | ||
1481 | 2008.12.04 14:04 | s/l | 682 | 0.10 | 135.527 | 135.510 | 130.160 | -5650.00 | 2221170.00 |
1482 | 2008.12.04 18:17 | s/l | 681 | 0.10 | 136.554 | 136.560 | 132.210 | -9590.00 | 2211580.00 |
1483 | 2008.12.08 16:00 | buy | 683 | 0.10 | 138.914 | 138.075 | 141.675 | ||
1484 | 2008.12.08 16:54 | s/l | 683 | 0.10 | 138.061 | 138.075 | 141.675 | -8530.00 | 2203050.00 |
1485 | 2008.12.09 12:00 | buy | 684 | 0.10 | 136.653 | 136.035 | 141.385 | ||
1486 | 2008.12.09 15:26 | s/l | 684 | 0.10 | 136.028 | 136.035 | 141.385 | -6250.00 | 2196800.00 |
1487 | 2008.12.09 20:00 | buy | 685 | 0.10 | 136.704 | 136.120 | 141.470 | ||
1488 | 2008.12.09 20:20 | s/l | 685 | 0.10 | 136.105 | 136.120 | 141.470 | -5990.00 | 2190810.00 |
1489 | 2008.12.11 03:18 | sell | 686 | 0.10 | 136.971 | 137.745 | 134.145 | ||
1490 | 2008.12.11 04:59 | s/l | 686 | 0.10 | 137.740 | 137.745 | 134.145 | -7690.00 | 2183120.00 |
1491 | 2008.12.11 05:37 | sell | 687 | 0.10 | 137.459 | 138.215 | 134.615 | ||
1492 | 2008.12.11 08:04 | s/l | 687 | 0.10 | 138.214 | 138.215 | 134.615 | -7550.00 | 2175570.00 |
1493 | 2008.12.11 08:16 | buy | 688 | 0.10 | 138.066 | 137.310 | 141.060 | ||
1494 | 2008.12.11 10:45 | close | 688 | 0.10 | 137.592 | 137.310 | 141.060 | -4740.00 | 2170830.00 |
1495 | 2008.12.12 08:03 | buy | 689 | 0.10 | 134.518 | 133.795 | 139.145 | ||
1496 | 2008.12.12 08:03 | sell | 690 | 0.10 | 134.480 | 138.345 | 132.925 | ||
1497 | 2008.12.12 08:35 | s/l | 689 | 0.10 | 133.771 | 133.795 | 139.145 | -7470.00 | 2163360.00 |
1498 | 2008.12.12 09:00 | close | 690 | 0.10 | 134.344 | 138.345 | 132.925 | 1360.00 | 2164720.00 |
1499 | 2008.12.12 09:00 | sell | 691 | 0.10 | 134.317 | 138.235 | 132.815 | ||
1500 | 2008.12.12 10:00 | close | 691 | 0.10 | 133.855 | 138.235 | 132.815 | 4620.00 | 2169340.00 |