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 |
1801 | 2009.04.21 17:15 | sell | 828 | 0.10 | 143.624 | 144.425 | 140.825 | ||
1802 | 2009.04.21 18:12 | s/l | 828 | 0.10 | 144.427 | 144.425 | 140.825 | -8030.00 | 2734570.00 |
1803 | 2009.04.27 12:15 | sell | 829 | 0.10 | 140.360 | 141.315 | 136.965 | ||
1804 | 2009.04.27 15:39 | s/l | 829 | 0.10 | 141.328 | 141.315 | 136.965 | -9680.00 | 2724890.00 |
1805 | 2009.04.27 22:45 | buy | 830 | 0.10 | 141.882 | 141.030 | 144.630 | ||
1806 | 2009.04.28 01:42 | s/l | 830 | 0.10 | 141.033 | 141.030 | 144.630 | -8490.00 | 2716400.00 |
1807 | 2009.04.28 08:01 | sell | 831 | 0.10 | 140.043 | 140.405 | 135.055 | ||
1808 | 2009.04.28 09:00 | sell | 832 | 0.10 | 139.575 | 140.535 | 136.185 | ||
1809 | 2009.04.28 13:29 | s/l | 831 | 0.10 | 140.415 | 140.405 | 135.055 | -3720.00 | 2712680.00 |
1810 | 2009.04.28 14:04 | s/l | 832 | 0.10 | 140.536 | 140.535 | 136.185 | -9610.00 | 2703070.00 |
1811 | 2009.04.29 06:01 | buy | 833 | 0.10 | 142.329 | 139.035 | 143.660 | ||
1812 | 2009.04.29 12:00 | close | 833 | 0.10 | 142.610 | 139.035 | 143.660 | 2810.00 | 2705880.00 |
1813 | 2009.05.04 21:15 | sell | 834 | 0.10 | 148.160 | 148.930 | 145.330 | ||
1814 | 2009.05.05 09:48 | s/l | 834 | 0.10 | 148.922 | 148.930 | 145.330 | -7620.00 | 2698260.00 |
1815 | 2009.05.05 10:00 | sell | 835 | 0.10 | 148.619 | 149.415 | 145.815 | ||
1816 | 2009.05.05 11:40 | s/l | 835 | 0.10 | 149.405 | 149.415 | 145.815 | -7860.00 | 2690400.00 |
1817 | 2009.05.05 11:45 | buy | 836 | 0.10 | 149.497 | 148.730 | 152.480 | ||
1818 | 2009.05.05 13:00 | buy | 837 | 0.10 | 149.507 | 145.500 | 150.920 | ||
1819 | 2009.05.05 17:32 | s/l | 836 | 0.10 | 148.720 | 148.730 | 152.480 | -7770.00 | 2682630.00 |
1820 | 2009.05.06 12:00 | sell | 838 | 0.10 | 148.510 | 149.310 | 145.710 | ||
1821 | 2009.05.06 15:45 | s/l | 838 | 0.10 | 149.325 | 149.310 | 145.710 | -8150.00 | 2674480.00 |
1822 | 2009.05.06 17:15 | buy | 839 | 0.10 | 148.647 | 147.810 | 151.410 | ||
1823 | 2009.05.07 12:30 | buy | 840 | 0.10 | 150.175 | 149.355 | 153.105 | ||
1824 | 2009.05.07 14:02 | s/l | 840 | 0.10 | 149.357 | 149.355 | 153.105 | -8180.00 | 2666300.00 |
1825 | 2009.05.08 09:00 | close | 839 | 0.10 | 149.066 | 147.810 | 151.410 | 4190.00 | 2670490.00 |
1826 | 2009.05.08 09:00 | sell | 841 | 0.10 | 149.067 | 149.875 | 146.275 | ||
1827 | 2009.05.08 15:25 | s/l | 841 | 0.10 | 149.875 | 149.875 | 146.275 | -8080.00 | 2662410.00 |
1828 | 2009.05.11 00:36 | buy | 842 | 0.10 | 150.305 | 149.560 | 153.310 | ||
1829 | 2009.05.11 06:19 | s/l | 842 | 0.10 | 149.551 | 149.560 | 153.310 | -7540.00 | 2654870.00 |
1830 | 2009.05.11 08:30 | sell | 843 | 0.10 | 149.602 | 150.407 | 146.807 | ||
1831 | 2009.05.11 11:00 | close | 843 | 0.10 | 149.295 | 150.407 | 146.807 | 3070.00 | 2657940.00 |
1832 | 2009.05.11 11:00 | buy | 844 | 0.10 | 149.276 | 148.345 | 151.945 | ||
1833 | 2009.05.11 11:37 | s/l | 844 | 0.10 | 148.346 | 148.345 | 151.945 | -9300.00 | 2648640.00 |
1834 | 2009.05.12 19:00 | buy | 845 | 0.10 | 147.223 | 146.390 | 149.990 | ||
1835 | 2009.05.12 19:58 | s/l | 845 | 0.10 | 146.376 | 146.390 | 149.990 | -8470.00 | 2640170.00 |
1836 | 2009.05.13 10:45 | buy | 846 | 0.10 | 146.955 | 146.125 | 149.725 | ||
1837 | 2009.05.13 12:49 | s/l | 846 | 0.10 | 146.082 | 146.125 | 149.725 | -8730.00 | 2631440.00 |
1838 | 2009.05.13 12:58 | s/l | 837 | 0.10 | 145.492 | 145.500 | 150.920 | -40150.00 | 2591290.00 |
1839 | 2009.05.13 13:00 | sell | 847 | 0.10 | 145.674 | 146.430 | 142.680 | ||
1840 | 2009.05.13 22:45 | modify | 847 | 0.10 | 145.674 | 145.305 | 142.680 | ||
1841 | 2009.05.14 13:15 | close | 847 | 0.10 | 144.250 | 145.305 | 142.680 | 14240.00 | 2605530.00 |
1842 | 2009.05.15 11:30 | sell | 848 | 0.10 | 144.901 | 145.700 | 142.100 | ||
1843 | 2009.05.15 16:18 | s/l | 848 | 0.10 | 145.700 | 145.700 | 142.100 | -7990.00 | 2597540.00 |
1844 | 2009.05.18 11:30 | sell | 849 | 0.10 | 145.113 | 145.910 | 142.310 | ||
1845 | 2009.05.18 11:46 | s/l | 849 | 0.10 | 145.920 | 145.910 | 142.310 | -8070.00 | 2589470.00 |
1846 | 2009.05.20 18:30 | buy | 850 | 0.10 | 149.657 | 148.875 | 152.625 | ||
1847 | 2009.05.20 19:28 | s/l | 850 | 0.10 | 148.862 | 148.875 | 152.625 | -7950.00 | 2581520.00 |
1848 | 2009.05.20 21:45 | buy | 851 | 0.10 | 149.764 | 148.980 | 152.730 | ||
1849 | 2009.05.21 02:23 | s/l | 851 | 0.10 | 148.972 | 148.980 | 152.730 | -7920.00 | 2573600.00 |
1850 | 2009.05.21 19:45 | buy | 852 | 0.10 | 149.900 | 149.110 | 152.860 | ||
1851 | 2009.05.21 20:00 | buy | 853 | 0.10 | 149.923 | 145.890 | 151.310 | ||
1852 | 2009.05.21 20:15 | sell | 854 | 0.10 | 149.752 | 150.575 | 146.975 | ||
1853 | 2009.05.22 02:40 | s/l | 852 | 0.10 | 149.114 | 149.110 | 152.860 | -7860.00 | 2565740.00 |
1854 | 2009.05.22 17:45 | buy | 855 | 0.10 | 150.253 | 149.460 | 153.210 | ||
1855 | 2009.05.22 20:25 | s/l | 854 | 0.10 | 150.572 | 150.575 | 146.975 | -8200.00 | 2557540.00 |
1856 | 2009.05.25 00:01 | buy | 856 | 0.10 | 150.614 | 150.117 | 155.467 | ||
1857 | 2009.05.25 03:16 | s/l | 856 | 0.10 | 150.116 | 150.117 | 155.467 | -4980.00 | 2552560.00 |
1858 | 2009.05.25 08:18 | t/p | 853 | 0.10 | 151.312 | 145.890 | 151.310 | 13890.00 | 2566450.00 |
1859 | 2009.05.25 09:15 | buy | 857 | 0.10 | 151.490 | 150.500 | 154.850 | ||
1860 | 2009.05.25 09:30 | modify | 855 | 0.10 | 150.253 | 150.550 | 153.210 | ||
1861 | 2009.05.25 10:00 | buy | 858 | 0.10 | 151.191 | 147.190 | 152.610 | ||
1862 | 2009.05.25 10:57 | s/l | 855 | 0.10 | 150.557 | 150.550 | 153.210 | 3040.00 | 2569490.00 |
1863 | 2009.05.25 11:01 | s/l | 857 | 0.10 | 150.491 | 150.500 | 154.850 | -9990.00 | 2559500.00 |
1864 | 2009.05.25 16:00 | buy | 859 | 0.10 | 151.203 | 150.600 | 155.950 | ||
1865 | 2009.05.25 20:05 | s/l | 859 | 0.10 | 150.595 | 150.600 | 155.950 | -6080.00 | 2553420.00 |
1866 | 2009.05.26 04:15 | sell | 860 | 0.10 | 150.530 | 151.340 | 147.740 | ||
1867 | 2009.05.26 18:41 | s/l | 860 | 0.10 | 151.346 | 151.340 | 147.740 | -8160.00 | 2545260.00 |
1868 | 2009.05.27 02:15 | buy | 861 | 0.10 | 151.862 | 151.070 | 154.820 | ||
1869 | 2009.05.27 02:30 | buy | 862 | 0.10 | 152.189 | 151.190 | 155.540 | ||
1870 | 2009.05.27 04:00 | buy | 863 | 0.10 | 151.876 | 151.290 | 156.640 | ||
1871 | 2009.05.27 11:52 | t/p | 858 | 0.10 | 152.617 | 147.190 | 152.610 | 14260.00 | 2559520.00 |
1872 | 2009.05.27 13:00 | buy | 864 | 0.10 | 152.719 | 148.725 | 154.145 | ||
1873 | 2009.05.27 14:00 | close | 864 | 0.10 | 152.526 | 148.725 | 154.145 | -1930.00 | 2557590.00 |
1874 | 2009.05.27 14:00 | buy | 865 | 0.10 | 152.537 | 148.545 | 153.965 | ||
1875 | 2009.05.27 22:00 | modify | 861 | 0.10 | 151.862 | 152.080 | 154.820 | ||
1876 | 2009.05.27 23:59 | s/l | 861 | 0.10 | 152.057 | 152.080 | 154.820 | 1950.00 | 2559540.00 |
1877 | 2009.05.28 03:00 | close | 862 | 0.10 | 152.512 | 151.190 | 155.540 | 3230.00 | 2562770.00 |
1878 | 2009.05.28 03:00 | sell | 866 | 0.10 | 152.524 | 153.285 | 149.685 | ||
1879 | 2009.05.28 05:24 | s/l | 866 | 0.10 | 153.278 | 153.285 | 149.685 | -7540.00 | 2555230.00 |
1880 | 2009.05.28 07:45 | buy | 867 | 0.10 | 153.649 | 152.625 | 156.975 | ||
1881 | 2009.05.28 09:06 | t/p | 865 | 0.10 | 153.960 | 148.545 | 153.965 | 14230.00 | 2569460.00 |
1882 | 2009.05.29 04:15 | close | 867 | 0.10 | 153.652 | 152.625 | 156.975 | 30.00 | 2569490.00 |
1883 | 2009.05.29 04:15 | sell | 868 | 0.10 | 153.666 | 154.460 | 150.860 | ||
1884 | 2009.05.29 08:47 | s/l | 868 | 0.10 | 154.479 | 154.460 | 150.860 | -8130.00 | 2561360.00 |
1885 | 2009.06.01 10:45 | buy | 869 | 0.10 | 155.174 | 154.395 | 158.145 | ||
1886 | 2009.06.01 16:00 | modify | 869 | 0.10 | 155.174 | 155.425 | 158.145 | ||
1887 | 2009.06.01 16:14 | t/p | 863 | 0.10 | 156.647 | 151.290 | 156.640 | 47710.00 | 2609070.00 |
1888 | 2009.06.01 16:14 | buy | 870 | 0.10 | 156.688 | 155.620 | 160.970 | ||
1889 | 2009.06.01 16:15 | buy | 871 | 0.10 | 156.779 | 155.780 | 160.130 | ||
1890 | 2009.06.01 17:24 | t/p | 869 | 0.10 | 158.137 | 155.425 | 158.145 | 29630.00 | 2638700.00 |
1891 | 2009.06.01 17:24 | buy | 872 | 0.10 | 158.183 | 157.005 | 160.755 | ||
1892 | 2009.06.01 17:45 | close | 871 | 0.10 | 158.095 | 155.780 | 160.130 | 13160.00 | 2651860.00 |
1893 | 2009.06.02 12:55 | s/l | 872 | 0.10 | 157.015 | 157.005 | 160.755 | -11680.00 | 2640180.00 |
1894 | 2009.06.02 18:00 | sell | 873 | 0.10 | 158.921 | 159.730 | 156.130 | ||
1895 | 2009.06.03 08:48 | s/l | 873 | 0.10 | 159.742 | 159.730 | 156.130 | -8210.00 | 2631970.00 |
1896 | 2009.06.03 09:00 | buy | 874 | 0.10 | 159.682 | 158.695 | 163.045 | ||
1897 | 2009.06.03 12:15 | close | 874 | 0.10 | 158.886 | 158.695 | 163.045 | -7960.00 | 2624010.00 |
1898 | 2009.06.04 12:00 | buy | 875 | 0.10 | 158.311 | 157.470 | 161.070 | ||
1899 | 2009.06.04 14:56 | s/l | 875 | 0.10 | 157.461 | 157.470 | 161.070 | -8500.00 | 2615510.00 |
1900 | 2009.06.04 15:01 | s/l | 870 | 0.10 | 155.581 | 155.620 | 160.970 | -11070.00 | 2604440.00 |
1901 | 2009.06.04 15:30 | buy | 876 | 0.10 | 156.969 | 155.980 | 159.580 | ||
1902 | 2009.06.04 16:25 | s/l | 876 | 0.10 | 155.978 | 155.980 | 159.580 | -9910.00 | 2594530.00 |
1903 | 2009.06.04 20:00 | sell | 877 | 0.10 | 155.595 | 156.140 | 150.790 | ||
1904 | 2009.06.04 20:26 | s/l | 877 | 0.10 | 156.140 | 156.140 | 150.790 | -5450.00 | 2589080.00 |
1905 | 2009.06.05 15:45 | sell | 878 | 0.10 | 157.637 | 158.440 | 154.840 | ||
1906 | 2009.06.08 22:35 | s/l | 878 | 0.10 | 158.454 | 158.440 | 154.840 | -8170.00 | 2580910.00 |
1907 | 2009.06.09 10:15 | buy | 879 | 0.10 | 158.911 | 158.135 | 161.885 | ||
1908 | 2009.06.09 11:13 | s/l | 879 | 0.10 | 158.129 | 158.135 | 161.885 | -7820.00 | 2573090.00 |
1909 | 2009.06.09 14:15 | buy | 880 | 0.10 | 158.842 | 158.065 | 161.815 | ||
1910 | 2009.06.09 22:00 | buy | 881 | 0.10 | 159.145 | 155.150 | 160.570 | ||
1911 | 2009.06.10 09:00 | close | 881 | 0.10 | 159.777 | 155.150 | 160.570 | 6320.00 | 2579410.00 |
1912 | 2009.06.10 10:00 | modify | 880 | 0.10 | 158.842 | 159.305 | 161.815 | ||
1913 | 2009.06.10 12:45 | close | 880 | 0.10 | 160.156 | 159.305 | 161.815 | 13140.00 | 2592550.00 |
1914 | 2009.06.10 14:30 | buy | 882 | 0.10 | 161.330 | 160.340 | 164.690 | ||
1915 | 2009.06.10 15:34 | s/l | 882 | 0.10 | 160.334 | 160.340 | 164.690 | -9960.00 | 2582590.00 |
1916 | 2009.06.10 16:00 | buy | 883 | 0.10 | 160.558 | 159.910 | 165.260 | ||
1917 | 2009.06.10 20:21 | s/l | 883 | 0.10 | 159.901 | 159.910 | 165.260 | -6570.00 | 2576020.00 |
1918 | 2009.06.11 00:00 | buy | 884 | 0.10 | 160.486 | 159.887 | 165.237 | ||
1919 | 2009.06.11 14:45 | buy | 885 | 0.10 | 161.571 | 160.590 | 164.940 | ||
1920 | 2009.06.12 09:30 | buy | 886 | 0.10 | 162.505 | 161.705 | 165.455 | ||
1921 | 2009.06.12 10:06 | s/l | 886 | 0.10 | 161.698 | 161.705 | 165.455 | -8070.00 | 2567950.00 |
1922 | 2009.06.12 10:15 | close | 885 | 0.10 | 161.700 | 160.590 | 164.940 | 1290.00 | 2569240.00 |
1923 | 2009.06.12 12:00 | sell | 887 | 0.10 | 161.577 | 162.380 | 158.780 | ||
1924 | 2009.06.15 16:51 | s/l | 884 | 0.10 | 159.866 | 159.887 | 165.237 | -6200.00 | 2563040.00 |
1925 | 2009.06.15 18:30 | sell | 888 | 0.10 | 159.639 | 160.389 | 156.639 | ||
1926 | 2009.06.15 19:15 | modify | 887 | 0.10 | 161.577 | 160.417 | 158.780 | ||
1927 | 2009.06.15 20:00 | sell | 889 | 0.10 | 159.517 | 160.060 | 154.710 | ||
1928 | 2009.06.15 23:00 | close | 888 | 0.10 | 159.600 | 160.389 | 156.639 | 390.00 | 2563430.00 |
1929 | 2009.06.16 02:54 | t/p | 887 | 0.10 | 158.743 | 160.417 | 158.780 | 28340.00 | 2591770.00 |
1930 | 2009.06.16 15:30 | s/l | 889 | 0.10 | 160.105 | 160.060 | 154.710 | -5880.00 | 2585890.00 |
1931 | 2009.06.17 05:15 | sell | 890 | 0.10 | 157.784 | 158.583 | 154.983 | ||
1932 | 2009.06.17 06:52 | s/l | 890 | 0.10 | 158.609 | 158.583 | 154.983 | -8250.00 | 2577640.00 |
1933 | 2009.06.17 11:15 | buy | 891 | 0.10 | 157.766 | 156.908 | 160.508 | ||
1934 | 2009.06.17 12:03 | s/l | 891 | 0.10 | 156.911 | 156.908 | 160.508 | -8550.00 | 2569090.00 |
1935 | 2009.06.18 03:45 | buy | 892 | 0.10 | 157.136 | 156.310 | 159.910 | ||
1936 | 2009.06.18 11:30 | s/l | 892 | 0.10 | 156.297 | 156.310 | 159.910 | -8390.00 | 2560700.00 |
1937 | 2009.06.22 03:15 | sell | 893 | 0.10 | 158.136 | 158.930 | 155.330 | ||
1938 | 2009.06.23 02:45 | modify | 893 | 0.10 | 158.136 | 157.100 | 155.330 | ||
1939 | 2009.06.23 04:06 | t/p | 893 | 0.10 | 155.331 | 157.100 | 155.330 | 28050.00 | 2588750.00 |
1940 | 2009.06.23 05:45 | sell | 894 | 0.10 | 154.801 | 155.600 | 152.000 | ||
1941 | 2009.06.23 06:47 | s/l | 894 | 0.10 | 155.610 | 155.600 | 152.000 | -8090.00 | 2580660.00 |
1942 | 2009.06.23 17:00 | buy | 895 | 0.10 | 156.486 | 155.650 | 159.250 | ||
1943 | 2009.06.23 17:29 | s/l | 895 | 0.10 | 155.642 | 155.650 | 159.250 | -8440.00 | 2572220.00 |
1944 | 2009.06.24 22:45 | sell | 896 | 0.10 | 156.809 | 157.605 | 154.005 | ||
1945 | 2009.06.25 03:17 | s/l | 896 | 0.10 | 157.597 | 157.605 | 154.005 | -7880.00 | 2564340.00 |
1946 | 2009.06.25 11:00 | buy | 897 | 0.10 | 157.620 | 156.780 | 160.380 | ||
1947 | 2009.06.25 13:49 | s/l | 897 | 0.10 | 156.779 | 156.780 | 160.380 | -8410.00 | 2555930.00 |
1948 | 2009.06.26 02:45 | buy | 898 | 0.10 | 157.189 | 156.368 | 159.968 | ||
1949 | 2009.06.29 14:30 | buy | 899 | 0.10 | 157.984 | 157.210 | 160.960 | ||
1950 | 2009.06.29 20:30 | modify | 899 | 0.10 | 157.984 | 158.280 | 160.960 |