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 |
1501 | 2008.12.15 15:30 | sell | 692 | 0.10 | 136.219 | 137.000 | 133.400 | ||
1502 | 2008.12.15 16:20 | s/l | 692 | 0.10 | 137.004 | 137.000 | 133.400 | -7850.00 | 2161490.00 |
1503 | 2008.12.16 22:15 | buy | 693 | 0.10 | 138.461 | 137.575 | 141.175 | ||
1504 | 2008.12.17 11:11 | s/l | 693 | 0.10 | 137.578 | 137.575 | 141.175 | -8830.00 | 2152660.00 |
1505 | 2008.12.17 14:03 | sell | 694 | 0.10 | 136.334 | 139.250 | 135.135 | ||
1506 | 2008.12.17 15:11 | t/p | 694 | 0.10 | 135.116 | 139.250 | 135.135 | 12180.00 | 2164840.00 |
1507 | 2008.12.17 16:00 | sell | 695 | 0.10 | 136.249 | 139.250 | 134.840 | ||
1508 | 2008.12.18 00:00 | close | 695 | 0.10 | 135.600 | 139.250 | 134.840 | 6490.00 | 2171330.00 |
1509 | 2008.12.18 11:15 | buy | 696 | 0.10 | 135.361 | 134.505 | 138.105 | ||
1510 | 2008.12.18 11:42 | t/p | 696 | 0.10 | 138.114 | 134.505 | 138.105 | 27530.00 | 2198860.00 |
1511 | 2008.12.22 12:45 | buy | 697 | 0.10 | 132.880 | 131.985 | 135.585 | ||
1512 | 2008.12.22 20:07 | close | 697 | 0.10 | 133.654 | 131.985 | 135.585 | 7740.00 | 2206600.00 |
1513 | 2008.12.22 20:07 | sell | 698 | 0.10 | 133.668 | 134.255 | 130.655 | ||
1514 | 2008.12.23 10:40 | s/l | 698 | 0.10 | 134.284 | 134.255 | 130.655 | -6160.00 | 2200440.00 |
1515 | 2008.12.24 03:48 | buy | 699 | 0.10 | 133.366 | 132.780 | 136.380 | ||
1516 | 2008.12.24 12:45 | sell | 700 | 0.10 | 132.910 | 133.605 | 129.855 | ||
1517 | 2008.12.24 12:50 | s/l | 699 | 0.10 | 132.749 | 132.780 | 136.380 | -6170.00 | 2194270.00 |
1518 | 2008.12.24 15:28 | s/l | 700 | 0.10 | 133.635 | 133.605 | 129.855 | -7250.00 | 2187020.00 |
1519 | 2008.12.24 18:30 | sell | 701 | 0.10 | 132.983 | 133.690 | 129.940 | ||
1520 | 2008.12.24 22:31 | s/l | 701 | 0.10 | 133.726 | 133.690 | 129.940 | -7430.00 | 2179590.00 |
1521 | 2008.12.25 00:35 | buy | 702 | 0.10 | 133.454 | 132.411 | 136.011 | ||
1522 | 2008.12.25 07:00 | sell | 703 | 0.10 | 133.103 | 133.689 | 130.709 | ||
1523 | 2008.12.25 16:00 | sell | 704 | 0.10 | 132.751 | 133.492 | 129.742 | ||
1524 | 2008.12.25 16:02 | s/l | 702 | 0.10 | 132.385 | 132.411 | 136.011 | -10690.00 | 2168900.00 |
1525 | 2008.12.25 18:00 | sell | 705 | 0.10 | 132.576 | 134.695 | 131.152 | ||
1526 | 2008.12.25 19:00 | close | 703 | 0.10 | 133.321 | 133.689 | 130.709 | -2180.00 | 2166720.00 |
1527 | 2008.12.25 19:21 | s/l | 704 | 0.10 | 133.492 | 133.492 | 129.742 | -7410.00 | 2159310.00 |
1528 | 2008.12.26 22:00 | sell | 706 | 0.10 | 132.860 | 133.450 | 130.470 | ||
1529 | 2008.12.26 23:34 | sell | 707 | 0.10 | 132.542 | 133.250 | 129.500 | ||
1530 | 2008.12.29 02:28 | s/l | 707 | 0.10 | 133.247 | 133.250 | 129.500 | -7050.00 | 2152260.00 |
1531 | 2008.12.29 02:55 | s/l | 706 | 0.10 | 133.459 | 133.450 | 130.470 | -5990.00 | 2146270.00 |
1532 | 2008.12.29 05:51 | buy | 708 | 0.10 | 133.142 | 132.285 | 135.885 | ||
1533 | 2008.12.29 12:00 | sell | 709 | 0.10 | 132.768 | 133.355 | 130.375 | ||
1534 | 2008.12.29 12:47 | s/l | 708 | 0.10 | 132.266 | 132.285 | 135.885 | -8760.00 | 2137510.00 |
1535 | 2008.12.29 13:01 | sell | 710 | 0.10 | 132.161 | 133.155 | 129.405 | ||
1536 | 2008.12.29 16:00 | sell | 711 | 0.10 | 131.820 | 132.380 | 127.030 | ||
1537 | 2008.12.29 17:23 | t/p | 705 | 0.10 | 131.146 | 134.695 | 131.152 | 14300.00 | 2151810.00 |
1538 | 2008.12.29 19:00 | close | 709 | 0.10 | 131.639 | 133.355 | 130.375 | 11290.00 | 2163100.00 |
1539 | 2008.12.29 19:02 | sell | 712 | 0.10 | 131.547 | 134.100 | 130.120 | ||
1540 | 2008.12.29 19:16 | sell | 713 | 0.10 | 131.490 | 132.340 | 127.990 | ||
1541 | 2008.12.29 20:30 | modify | 710 | 0.10 | 132.161 | 131.585 | 129.405 | ||
1542 | 2008.12.29 21:00 | close | 712 | 0.10 | 130.480 | 134.100 | 130.120 | 10670.00 | 2173770.00 |
1543 | 2008.12.29 21:30 | close | 710 | 0.10 | 131.298 | 131.585 | 129.405 | 8630.00 | 2182400.00 |
1544 | 2008.12.29 22:00 | sell | 714 | 0.10 | 131.427 | 134.100 | 130.000 | ||
1545 | 2008.12.30 18:10 | t/p | 714 | 0.10 | 129.988 | 134.100 | 130.000 | 14390.00 | 2196790.00 |
1546 | 2008.12.31 08:07 | close | 713 | 0.10 | 130.475 | 132.340 | 127.990 | 10150.00 | 2206940.00 |
1547 | 2008.12.31 08:07 | buy | 715 | 0.10 | 130.481 | 129.695 | 133.295 | ||
1548 | 2008.12.31 15:10 | s/l | 711 | 0.10 | 132.394 | 132.380 | 127.030 | -5740.00 | 2201200.00 |
1549 | 2008.12.31 16:30 | modify | 715 | 0.10 | 130.481 | 131.545 | 133.295 | ||
1550 | 2008.12.31 17:56 | s/l | 715 | 0.10 | 131.290 | 131.545 | 133.295 | 8090.00 | 2209290.00 |
1551 | 2009.01.01 00:00 | buy | 716 | 0.10 | 132.571 | 132.005 | 137.355 | ||
1552 | 2009.01.02 10:18 | buy | 717 | 0.10 | 132.755 | 132.005 | 135.605 | ||
1553 | 2009.01.02 13:11 | s/l | 716 | 0.10 | 132.005 | 132.005 | 137.355 | -5660.00 | 2203630.00 |
1554 | 2009.01.02 13:11 | s/l | 717 | 0.10 | 132.000 | 132.005 | 135.605 | -7550.00 | 2196080.00 |
1555 | 2009.01.05 10:30 | buy | 718 | 0.10 | 134.375 | 133.585 | 137.335 | ||
1556 | 2009.01.05 12:00 | close | 718 | 0.10 | 134.646 | 133.585 | 137.335 | 2710.00 | 2198790.00 |
1557 | 2009.01.05 14:31 | buy | 719 | 0.10 | 135.657 | 134.775 | 138.375 | ||
1558 | 2009.01.06 11:30 | modify | 719 | 0.10 | 135.657 | 136.685 | 138.375 | ||
1559 | 2009.01.06 17:43 | t/p | 719 | 0.10 | 138.385 | 136.685 | 138.375 | 27280.00 | 2226070.00 |
1560 | 2009.01.06 19:30 | buy | 720 | 0.10 | 139.738 | 138.745 | 143.095 | ||
1561 | 2009.01.06 20:00 | close | 720 | 0.10 | 140.478 | 138.745 | 143.095 | 7400.00 | 2233470.00 |
1562 | 2009.01.06 20:00 | buy | 721 | 0.10 | 140.573 | 139.920 | 145.270 | ||
1563 | 2009.01.06 20:14 | s/l | 721 | 0.10 | 139.909 | 139.920 | 145.270 | -6640.00 | 2226830.00 |
1564 | 2009.01.06 21:32 | buy | 722 | 0.10 | 140.270 | 139.220 | 143.570 | ||
1565 | 2009.01.07 00:40 | s/l | 722 | 0.10 | 139.210 | 139.220 | 143.570 | -10600.00 | 2216230.00 |
1566 | 2009.01.07 04:02 | buy | 723 | 0.10 | 139.942 | 139.315 | 144.665 | ||
1567 | 2009.01.07 10:01 | s/l | 723 | 0.10 | 139.321 | 139.315 | 144.665 | -6210.00 | 2210020.00 |
1568 | 2009.01.07 11:16 | sell | 724 | 0.10 | 138.580 | 139.415 | 135.815 | ||
1569 | 2009.01.07 13:53 | s/l | 724 | 0.10 | 139.415 | 139.415 | 135.815 | -8350.00 | 2201670.00 |
1570 | 2009.01.07 16:00 | buy | 725 | 0.10 | 139.983 | 139.420 | 144.770 | ||
1571 | 2009.01.07 20:00 | close | 725 | 0.10 | 140.609 | 139.420 | 144.770 | 6260.00 | 2207930.00 |
1572 | 2009.01.08 08:03 | sell | 726 | 0.10 | 139.061 | 139.835 | 136.235 | ||
1573 | 2009.01.08 14:24 | s/l | 726 | 0.10 | 139.849 | 139.835 | 136.235 | -7880.00 | 2200050.00 |
1574 | 2009.01.08 15:15 | sell | 727 | 0.10 | 139.146 | 139.950 | 136.350 | ||
1575 | 2009.01.08 16:16 | s/l | 727 | 0.10 | 139.948 | 139.950 | 136.350 | -8020.00 | 2192030.00 |
1576 | 2009.01.09 10:00 | sell | 728 | 0.10 | 138.845 | 139.620 | 136.020 | ||
1577 | 2009.01.09 15:30 | s/l | 728 | 0.10 | 139.842 | 139.620 | 136.020 | -9970.00 | 2182060.00 |
1578 | 2009.01.09 15:52 | sell | 729 | 0.10 | 139.013 | 139.965 | 136.365 | ||
1579 | 2009.01.09 17:30 | sell | 730 | 0.10 | 137.064 | 137.820 | 134.070 | ||
1580 | 2009.01.09 18:00 | modify | 729 | 0.10 | 139.013 | 137.835 | 136.365 | ||
1581 | 2009.01.09 18:23 | s/l | 730 | 0.10 | 137.829 | 137.820 | 134.070 | -7650.00 | 2174410.00 |
1582 | 2009.01.09 18:23 | s/l | 729 | 0.10 | 137.846 | 137.835 | 136.365 | 11670.00 | 2186080.00 |
1583 | 2009.01.09 18:23 | sell | 731 | 0.10 | 137.746 | 138.075 | 134.325 | ||
1584 | 2009.01.09 22:00 | sell | 732 | 0.10 | 136.873 | 140.870 | 135.450 | ||
1585 | 2009.01.12 00:15 | modify | 731 | 0.10 | 137.746 | 137.155 | 134.325 | ||
1586 | 2009.01.12 01:00 | close | 732 | 0.10 | 135.804 | 140.870 | 135.450 | 10690.00 | 2196770.00 |
1587 | 2009.01.12 11:30 | close | 731 | 0.10 | 135.025 | 137.155 | 134.325 | 27210.00 | 2223980.00 |
1588 | 2009.01.13 21:00 | sell | 733 | 0.10 | 129.060 | 129.975 | 125.625 | ||
1589 | 2009.01.14 00:32 | sell | 734 | 0.10 | 129.636 | 130.090 | 124.740 | ||
1590 | 2009.01.14 03:03 | s/l | 733 | 0.10 | 129.973 | 129.975 | 125.625 | -9130.00 | 2214850.00 |
1591 | 2009.01.14 03:06 | s/l | 734 | 0.10 | 130.109 | 130.090 | 124.740 | -4730.00 | 2210120.00 |
1592 | 2009.01.14 12:00 | sell | 735 | 0.10 | 129.611 | 130.155 | 124.805 | ||
1593 | 2009.01.14 12:15 | buy | 736 | 0.10 | 129.823 | 128.990 | 132.590 | ||
1594 | 2009.01.14 12:31 | s/l | 735 | 0.10 | 130.148 | 130.155 | 124.805 | -5370.00 | 2204750.00 |
1595 | 2009.01.14 16:00 | sell | 737 | 0.10 | 129.445 | 130.070 | 124.720 | ||
1596 | 2009.01.14 17:01 | s/l | 737 | 0.10 | 130.074 | 130.070 | 124.720 | -6290.00 | 2198460.00 |
1597 | 2009.01.14 22:56 | close | 736 | 0.10 | 129.724 | 128.990 | 132.590 | -990.00 | 2197470.00 |
1598 | 2009.01.14 22:56 | sell | 738 | 0.10 | 129.720 | 130.460 | 126.860 | ||
1599 | 2009.01.15 02:02 | s/l | 738 | 0.10 | 130.453 | 130.460 | 126.860 | -7330.00 | 2190140.00 |
1600 | 2009.01.15 22:00 | buy | 739 | 0.10 | 131.448 | 128.845 | 132.850 | ||
1601 | 2009.01.16 02:46 | buy | 740 | 0.10 | 132.095 | 131.260 | 134.860 | ||
1602 | 2009.01.16 03:41 | t/p | 739 | 0.10 | 132.871 | 128.845 | 132.850 | 14230.00 | 2204370.00 |
1603 | 2009.01.16 05:00 | buy | 741 | 0.10 | 133.422 | 129.235 | 134.655 | ||
1604 | 2009.01.16 06:00 | close | 741 | 0.10 | 133.315 | 129.235 | 134.655 | -1070.00 | 2203300.00 |
1605 | 2009.01.16 08:15 | modify | 740 | 0.10 | 132.095 | 133.240 | 134.860 | ||
1606 | 2009.01.16 11:15 | t/p | 740 | 0.10 | 134.875 | 133.240 | 134.860 | 27800.00 | 2231100.00 |
1607 | 2009.01.16 19:45 | buy | 742 | 0.10 | 132.371 | 131.550 | 135.150 | ||
1608 | 2009.01.19 00:15 | modify | 742 | 0.10 | 132.371 | 133.874 | 135.150 | ||
1609 | 2009.01.19 00:27 | t/p | 742 | 0.10 | 135.160 | 133.874 | 135.150 | 27890.00 | 2258990.00 |
1610 | 2009.01.19 09:30 | buy | 743 | 0.10 | 133.773 | 132.940 | 136.540 | ||
1611 | 2009.01.19 09:44 | s/l | 743 | 0.10 | 132.935 | 132.940 | 136.540 | -8380.00 | 2250610.00 |
1612 | 2009.01.20 07:01 | sell | 744 | 0.10 | 128.004 | 128.825 | 124.475 | ||
1613 | 2009.01.20 07:54 | s/l | 744 | 0.10 | 128.843 | 128.825 | 124.475 | -8390.00 | 2242220.00 |
1614 | 2009.01.20 08:02 | sell | 745 | 0.10 | 128.736 | 129.295 | 123.945 | ||
1615 | 2009.01.20 09:15 | sell | 746 | 0.10 | 128.085 | 129.055 | 124.705 | ||
1616 | 2009.01.20 14:00 | modify | 746 | 0.10 | 128.085 | 127.005 | 124.705 | ||
1617 | 2009.01.20 22:03 | t/p | 746 | 0.10 | 124.685 | 127.005 | 124.705 | 34000.00 | 2276220.00 |
1618 | 2009.01.21 02:30 | sell | 747 | 0.10 | 124.400 | 125.350 | 121.000 | ||
1619 | 2009.01.21 03:57 | s/l | 747 | 0.10 | 125.363 | 125.350 | 121.000 | -9630.00 | 2266590.00 |
1620 | 2009.01.21 08:00 | close | 745 | 0.10 | 125.701 | 129.295 | 123.945 | 30350.00 | 2296940.00 |
1621 | 2009.01.21 17:15 | sell | 748 | 0.10 | 123.395 | 124.355 | 120.005 | ||
1622 | 2009.01.21 18:00 | close | 748 | 0.10 | 120.383 | 124.355 | 120.005 | 30120.00 | 2327060.00 |
1623 | 2009.01.21 23:45 | sell | 749 | 0.10 | 125.039 | 125.790 | 122.190 | ||
1624 | 2009.01.22 00:06 | sell | 750 | 0.10 | 124.736 | 125.365 | 120.015 | ||
1625 | 2009.01.22 00:59 | s/l | 750 | 0.10 | 125.367 | 125.365 | 120.015 | -6310.00 | 2320750.00 |
1626 | 2009.01.22 02:30 | modify | 749 | 0.10 | 125.039 | 123.645 | 122.190 | ||
1627 | 2009.01.22 02:30 | s/l | 749 | 0.10 | 123.645 | 123.645 | 122.190 | 13940.00 | 2334690.00 |
1628 | 2009.01.22 04:00 | sell | 751 | 0.10 | 124.274 | 124.820 | 119.470 | ||
1629 | 2009.01.22 04:03 | s/l | 751 | 0.10 | 124.819 | 124.820 | 119.470 | -5450.00 | 2329240.00 |
1630 | 2009.01.22 12:00 | sell | 752 | 0.10 | 123.602 | 124.155 | 118.805 | ||
1631 | 2009.01.22 16:00 | close | 752 | 0.10 | 122.125 | 124.155 | 118.805 | 14770.00 | 2344010.00 |
1632 | 2009.01.26 20:00 | buy | 753 | 0.10 | 124.099 | 123.505 | 128.855 | ||
1633 | 2009.01.26 21:07 | s/l | 753 | 0.10 | 123.503 | 123.505 | 128.855 | -5960.00 | 2338050.00 |
1634 | 2009.01.27 00:08 | buy | 754 | 0.10 | 124.702 | 124.070 | 129.420 | ||
1635 | 2009.01.28 12:00 | close | 754 | 0.10 | 127.453 | 124.070 | 129.420 | 27510.00 | 2365560.00 |
1636 | 2009.01.29 06:15 | sell | 755 | 0.10 | 127.375 | 128.160 | 124.560 | ||
1637 | 2009.01.29 13:01 | s/l | 755 | 0.10 | 128.164 | 128.160 | 124.560 | -7890.00 | 2357670.00 |
1638 | 2009.01.29 19:15 | buy | 756 | 0.10 | 128.249 | 127.350 | 130.950 | ||
1639 | 2009.01.30 02:54 | s/l | 756 | 0.10 | 127.347 | 127.350 | 130.950 | -9020.00 | 2348650.00 |
1640 | 2009.01.30 16:15 | buy | 757 | 0.10 | 127.869 | 127.015 | 130.615 | ||
1641 | 2009.01.30 18:00 | buy | 758 | 0.10 | 129.466 | 128.710 | 132.460 | ||
1642 | 2009.01.30 19:00 | buy | 759 | 0.10 | 129.573 | 125.480 | 130.900 | ||
1643 | 2009.01.30 20:15 | modify | 757 | 0.10 | 127.869 | 129.045 | 130.615 | ||
1644 | 2009.01.30 20:30 | close | 758 | 0.10 | 129.961 | 128.710 | 132.460 | 4950.00 | 2353600.00 |
1645 | 2009.01.30 23:06 | t/p | 757 | 0.10 | 130.610 | 129.045 | 130.615 | 27410.00 | 2381010.00 |
1646 | 2009.02.02 14:16 | s/l | 759 | 0.10 | 125.474 | 125.480 | 130.900 | -40990.00 | 2340020.00 |
1647 | 2009.02.03 14:45 | sell | 760 | 0.10 | 127.625 | 128.420 | 124.820 | ||
1648 | 2009.02.03 18:15 | s/l | 760 | 0.10 | 128.419 | 128.420 | 124.820 | -7940.00 | 2332080.00 |
1649 | 2009.02.04 13:30 | sell | 761 | 0.10 | 128.028 | 128.835 | 125.235 | ||
1650 | 2009.02.04 15:23 | s/l | 761 | 0.10 | 128.825 | 128.835 | 125.235 | -7970.00 | 2324110.00 |