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 |
2101 | 2009.09.11 18:48 | t/p | 964 | 0.10 | 150.535 | 153.275 | 150.540 | 14200.00 | 2673020.00 |
2102 | 2009.09.11 20:00 | sell | 969 | 0.10 | 150.826 | 153.140 | 149.410 | ||
2103 | 2009.09.14 00:15 | modify | 968 | 0.10 | 151.748 | 151.516 | 148.770 | ||
2104 | 2009.09.14 10:56 | t/p | 967 | 0.10 | 149.951 | 151.875 | 149.960 | 31540.00 | 2704560.00 |
2105 | 2009.09.14 11:45 | close | 968 | 0.10 | 150.183 | 151.516 | 148.770 | 15650.00 | 2720210.00 |
2106 | 2009.09.15 17:15 | sell | 970 | 0.10 | 149.781 | 150.530 | 146.780 | ||
2107 | 2009.09.16 09:04 | t/p | 969 | 0.10 | 149.415 | 153.140 | 149.410 | 14110.00 | 2734320.00 |
2108 | 2009.09.16 12:00 | sell | 971 | 0.10 | 148.689 | 149.635 | 145.285 | ||
2109 | 2009.09.16 16:00 | close | 949 | 0.10 | 149.072 | 153.965 | 148.615 | 43330.00 | 2777650.00 |
2110 | 2009.09.16 17:17 | s/l | 971 | 0.10 | 149.650 | 149.635 | 145.285 | -9610.00 | 2768040.00 |
2111 | 2009.09.16 17:30 | close | 970 | 0.10 | 149.940 | 150.530 | 146.780 | -1590.00 | 2766450.00 |
2112 | 2009.09.17 02:15 | buy | 972 | 0.10 | 149.969 | 149.125 | 152.725 | ||
2113 | 2009.09.17 16:00 | buy | 973 | 0.10 | 150.806 | 146.810 | 152.490 | ||
2114 | 2009.09.18 08:38 | s/l | 972 | 0.10 | 149.123 | 149.125 | 152.725 | -8460.00 | 2757990.00 |
2115 | 2009.09.18 09:45 | sell | 974 | 0.10 | 148.956 | 149.710 | 145.960 | ||
2116 | 2009.09.18 19:15 | sell | 975 | 0.10 | 148.295 | 149.235 | 144.885 | ||
2117 | 2009.09.18 20:00 | sell | 976 | 0.10 | 148.459 | 149.005 | 143.655 | ||
2118 | 2009.09.21 08:09 | s/l | 976 | 0.10 | 149.015 | 149.005 | 143.655 | -5560.00 | 2752430.00 |
2119 | 2009.09.21 08:09 | sell | 977 | 0.10 | 148.980 | 149.065 | 143.715 | ||
2120 | 2009.09.21 08:13 | s/l | 977 | 0.10 | 149.061 | 149.065 | 143.715 | -810.00 | 2751620.00 |
2121 | 2009.09.21 09:30 | close | 975 | 0.10 | 148.762 | 149.235 | 144.885 | -4670.00 | 2746950.00 |
2122 | 2009.09.21 09:30 | buy | 978 | 0.10 | 148.775 | 147.935 | 151.535 | ||
2123 | 2009.09.21 10:00 | close | 974 | 0.10 | 148.951 | 149.710 | 145.960 | 50.00 | 2747000.00 |
2124 | 2009.09.22 12:00 | buy | 979 | 0.10 | 149.255 | 148.675 | 154.025 | ||
2125 | 2009.09.22 16:25 | s/l | 979 | 0.10 | 148.684 | 148.675 | 154.025 | -5710.00 | 2741290.00 |
2126 | 2009.09.23 03:00 | sell | 980 | 0.10 | 148.595 | 149.350 | 145.600 | ||
2127 | 2009.09.23 04:00 | buy | 981 | 0.10 | 148.811 | 148.230 | 153.580 | ||
2128 | 2009.09.23 05:45 | close | 978 | 0.10 | 148.594 | 147.935 | 151.535 | -1810.00 | 2739480.00 |
2129 | 2009.09.23 11:32 | s/l | 980 | 0.10 | 149.344 | 149.350 | 145.600 | -7490.00 | 2731990.00 |
2130 | 2009.09.23 13:30 | buy | 982 | 0.10 | 149.753 | 148.970 | 152.720 | ||
2131 | 2009.09.24 06:00 | s/l | 982 | 0.10 | 148.962 | 148.970 | 152.720 | -7910.00 | 2724080.00 |
2132 | 2009.09.24 09:46 | s/l | 981 | 0.10 | 148.237 | 148.230 | 153.580 | -5740.00 | 2718340.00 |
2133 | 2009.09.24 10:15 | sell | 983 | 0.10 | 147.823 | 148.565 | 144.815 | ||
2134 | 2009.09.24 10:45 | sell | 984 | 0.10 | 147.631 | 148.575 | 144.225 | ||
2135 | 2009.09.24 11:26 | s/l | 973 | 0.10 | 146.808 | 146.810 | 152.490 | -39980.00 | 2678360.00 |
2136 | 2009.09.24 12:00 | sell | 985 | 0.10 | 146.709 | 147.260 | 141.910 | ||
2137 | 2009.09.24 12:15 | modify | 983 | 0.10 | 147.823 | 147.610 | 144.815 | ||
2138 | 2009.09.24 14:00 | close | 983 | 0.10 | 146.948 | 147.610 | 144.815 | 8750.00 | 2687110.00 |
2139 | 2009.09.25 03:15 | modify | 984 | 0.10 | 147.631 | 145.845 | 144.225 | ||
2140 | 2009.09.25 15:24 | t/p | 984 | 0.10 | 144.217 | 145.845 | 144.225 | 34140.00 | 2721250.00 |
2141 | 2009.09.25 15:45 | sell | 986 | 0.10 | 143.993 | 144.945 | 140.595 | ||
2142 | 2009.09.28 01:22 | t/p | 985 | 0.10 | 141.910 | 147.260 | 141.910 | 47990.00 | 2769240.00 |
2143 | 2009.09.28 02:00 | modify | 986 | 0.10 | 143.993 | 142.770 | 140.595 | ||
2144 | 2009.09.28 02:05 | t/p | 986 | 0.10 | 140.585 | 142.770 | 140.595 | 34080.00 | 2803320.00 |
2145 | 2009.10.01 06:45 | buy | 987 | 0.10 | 143.595 | 142.755 | 146.355 | ||
2146 | 2009.10.01 19:00 | sell | 988 | 0.10 | 143.092 | 144.560 | 141.675 | ||
2147 | 2009.10.01 21:00 | sell | 989 | 0.10 | 142.938 | 143.695 | 139.945 | ||
2148 | 2009.10.02 00:04 | s/l | 987 | 0.10 | 142.745 | 142.755 | 146.355 | -8500.00 | 2794820.00 |
2149 | 2009.10.02 13:45 | t/p | 988 | 0.10 | 141.669 | 144.560 | 141.675 | 14230.00 | 2809050.00 |
2150 | 2009.10.02 14:00 | modify | 989 | 0.10 | 142.938 | 142.585 | 139.945 | ||
2151 | 2009.10.02 15:00 | sell | 990 | 0.10 | 141.596 | 144.560 | 140.170 | ||
2152 | 2009.10.02 17:30 | close | 989 | 0.10 | 141.782 | 142.585 | 139.945 | 11560.00 | 2820610.00 |
2153 | 2009.10.06 14:00 | sell | 991 | 0.10 | 141.754 | 142.500 | 138.750 | ||
2154 | 2009.10.07 09:30 | modify | 991 | 0.10 | 141.754 | 141.530 | 138.750 | ||
2155 | 2009.10.07 11:28 | t/p | 990 | 0.10 | 140.179 | 144.560 | 140.170 | 14170.00 | 2834780.00 |
2156 | 2009.10.07 12:00 | sell | 992 | 0.10 | 140.287 | 143.980 | 138.870 | ||
2157 | 2009.10.07 13:00 | close | 992 | 0.10 | 140.231 | 143.980 | 138.870 | 560.00 | 2835340.00 |
2158 | 2009.10.07 14:00 | close | 991 | 0.10 | 140.520 | 141.530 | 138.750 | 12340.00 | 2847680.00 |
2159 | 2009.10.07 16:15 | sell | 993 | 0.10 | 141.770 | 142.570 | 138.970 | ||
2160 | 2009.10.08 03:45 | close | 993 | 0.10 | 141.274 | 142.570 | 138.970 | 4960.00 | 2852640.00 |
2161 | 2009.10.08 03:45 | buy | 994 | 0.10 | 141.259 | 140.420 | 144.020 | ||
2162 | 2009.10.09 05:00 | buy | 995 | 0.10 | 142.816 | 142.035 | 145.785 | ||
2163 | 2009.10.09 12:30 | s/l | 995 | 0.10 | 142.031 | 142.035 | 145.785 | -7850.00 | 2844790.00 |
2164 | 2009.10.09 19:15 | close | 994 | 0.10 | 142.502 | 140.420 | 144.020 | 12430.00 | 2857220.00 |
2165 | 2009.10.09 19:15 | sell | 996 | 0.10 | 142.490 | 143.295 | 139.695 | ||
2166 | 2009.10.12 08:30 | buy | 997 | 0.10 | 143.135 | 142.350 | 146.100 | ||
2167 | 2009.10.12 10:13 | s/l | 997 | 0.10 | 142.342 | 142.350 | 146.100 | -7930.00 | 2849290.00 |
2168 | 2009.10.12 19:00 | sell | 998 | 0.10 | 141.597 | 143.250 | 140.180 | ||
2169 | 2009.10.13 11:45 | sell | 999 | 0.10 | 141.472 | 142.225 | 138.475 | ||
2170 | 2009.10.13 12:45 | close | 999 | 0.10 | 141.699 | 142.225 | 138.475 | -2270.00 | 2847020.00 |
2171 | 2009.10.13 15:15 | sell | 1000 | 0.10 | 141.367 | 142.115 | 138.365 | ||
2172 | 2009.10.13 15:30 | close | 996 | 0.10 | 141.460 | 143.295 | 139.695 | 10300.00 | 2857320.00 |
2173 | 2009.10.13 16:08 | s/l | 1000 | 0.10 | 142.112 | 142.115 | 138.365 | -7450.00 | 2849870.00 |
2174 | 2009.10.13 21:01 | s/l | 998 | 0.10 | 143.253 | 143.250 | 140.180 | -16560.00 | 2833310.00 |
2175 | 2009.10.14 02:15 | buy | 1001 | 0.10 | 143.069 | 142.285 | 146.035 | ||
2176 | 2009.10.14 04:40 | s/l | 1001 | 0.10 | 142.287 | 142.285 | 146.035 | -7820.00 | 2825490.00 |
2177 | 2009.10.14 14:15 | buy | 1002 | 0.10 | 143.195 | 142.410 | 146.160 | ||
2178 | 2009.10.14 16:35 | s/l | 1002 | 0.10 | 142.367 | 142.410 | 146.160 | -8280.00 | 2817210.00 |
2179 | 2009.10.15 03:30 | buy | 1003 | 0.10 | 143.562 | 142.795 | 146.545 | ||
2180 | 2009.10.15 11:15 | modify | 1003 | 0.10 | 143.562 | 143.800 | 146.545 | ||
2181 | 2009.10.15 13:44 | t/p | 1003 | 0.10 | 146.553 | 143.800 | 146.545 | 29910.00 | 2847120.00 |
2182 | 2009.10.19 03:00 | sell | 1004 | 0.10 | 148.649 | 149.445 | 145.845 | ||
2183 | 2009.10.20 18:00 | buy | 1005 | 0.10 | 149.166 | 148.400 | 152.150 | ||
2184 | 2009.10.20 19:00 | close | 1005 | 0.10 | 148.774 | 148.400 | 152.150 | -3920.00 | 2843200.00 |
2185 | 2009.10.20 23:15 | close | 1004 | 0.10 | 148.535 | 149.445 | 145.845 | 1140.00 | 2844340.00 |
2186 | 2009.10.21 10:30 | buy | 1006 | 0.10 | 149.395 | 148.615 | 152.365 | ||
2187 | 2009.10.21 12:00 | buy | 1007 | 0.10 | 150.434 | 149.845 | 155.195 | ||
2188 | 2009.10.21 12:00 | buy | 1008 | 0.10 | 150.437 | 149.445 | 153.795 | ||
2189 | 2009.10.21 12:30 | modify | 1006 | 0.10 | 149.395 | 149.690 | 152.365 | ||
2190 | 2009.10.22 10:45 | close | 1006 | 0.10 | 151.520 | 149.690 | 152.365 | 21250.00 | 2865590.00 |
2191 | 2009.10.23 03:30 | modify | 1008 | 0.10 | 150.437 | 151.440 | 153.795 | ||
2192 | 2009.10.23 08:15 | close | 1008 | 0.10 | 152.546 | 151.440 | 153.795 | 21090.00 | 2886680.00 |
2193 | 2009.10.23 09:30 | buy | 1009 | 0.10 | 152.824 | 152.035 | 155.785 | ||
2194 | 2009.10.23 09:30 | buy | 1010 | 0.10 | 152.820 | 151.835 | 156.185 | ||
2195 | 2009.10.23 11:30 | s/l | 1009 | 0.10 | 151.885 | 152.035 | 155.785 | -9390.00 | 2877290.00 |
2196 | 2009.10.23 11:30 | s/l | 1010 | 0.10 | 151.803 | 151.835 | 156.185 | -10170.00 | 2867120.00 |
2197 | 2009.10.23 15:00 | sell | 1011 | 0.10 | 150.293 | 153.260 | 148.865 | ||
2198 | 2009.10.26 02:46 | s/l | 1007 | 0.10 | 149.853 | 149.845 | 155.195 | -5810.00 | 2861310.00 |
2199 | 2009.10.26 06:00 | close | 1011 | 0.10 | 149.210 | 153.260 | 148.865 | 10830.00 | 2872140.00 |
2200 | 2009.10.26 14:30 | buy | 1012 | 0.10 | 150.086 | 149.255 | 152.855 | ||
2201 | 2009.10.28 04:15 | sell | 1013 | 0.10 | 149.388 | 150.135 | 146.385 | ||
2202 | 2009.10.28 06:51 | s/l | 1012 | 0.10 | 149.242 | 149.255 | 152.855 | -8440.00 | 2863700.00 |
2203 | 2009.10.28 07:00 | sell | 1014 | 0.10 | 149.237 | 153.230 | 147.810 | ||
2204 | 2009.10.29 03:30 | modify | 1013 | 0.10 | 149.388 | 149.085 | 146.385 | ||
2205 | 2009.10.29 04:30 | close | 1013 | 0.10 | 148.374 | 149.085 | 146.385 | 10140.00 | 2873840.00 |
2206 | 2009.10.29 06:04 | t/p | 1014 | 0.10 | 147.801 | 153.230 | 147.810 | 14360.00 | 2888200.00 |
2207 | 2009.10.29 06:05 | sell | 1015 | 0.10 | 147.774 | 151.205 | 146.450 | ||
2208 | 2009.10.29 16:37 | s/l | 1015 | 0.10 | 151.220 | 151.205 | 146.450 | -34460.00 | 2853740.00 |
2209 | 2009.10.30 12:30 | sell | 1016 | 0.10 | 150.524 | 151.320 | 147.720 | ||
2210 | 2009.10.30 20:15 | modify | 1016 | 0.10 | 150.524 | 149.485 | 147.720 | ||
2211 | 2009.10.30 23:01 | t/p | 1016 | 0.10 | 147.709 | 149.485 | 147.720 | 28150.00 | 2881890.00 |
2212 | 2009.11.03 05:45 | buy | 1017 | 0.10 | 147.878 | 147.050 | 150.650 | ||
2213 | 2009.11.03 09:39 | s/l | 1017 | 0.10 | 147.050 | 147.050 | 150.650 | -8280.00 | 2873610.00 |
2214 | 2009.11.03 09:39 | buy | 1018 | 0.10 | 147.096 | 146.570 | 150.170 | ||
2215 | 2009.11.03 10:41 | s/l | 1018 | 0.10 | 146.572 | 146.570 | 150.170 | -5240.00 | 2868370.00 |
2216 | 2009.11.06 11:30 | sell | 1019 | 0.10 | 150.377 | 151.045 | 147.445 | ||
2217 | 2009.11.09 09:25 | s/l | 1019 | 0.10 | 151.058 | 151.045 | 147.445 | -6810.00 | 2861560.00 |
2218 | 2009.11.09 10:00 | buy | 1020 | 0.10 | 151.260 | 150.490 | 154.240 | ||
2219 | 2009.11.09 17:23 | s/l | 1020 | 0.10 | 150.472 | 150.490 | 154.240 | -7880.00 | 2853680.00 |
2220 | 2009.11.10 03:30 | sell | 1021 | 0.10 | 150.707 | 151.510 | 147.910 | ||
2221 | 2009.11.11 18:00 | sell | 1022 | 0.10 | 148.925 | 149.665 | 145.915 | ||
2222 | 2009.11.11 19:00 | sell | 1023 | 0.10 | 148.962 | 151.630 | 147.540 | ||
2223 | 2009.11.11 21:15 | modify | 1021 | 0.10 | 150.707 | 149.620 | 147.910 | ||
2224 | 2009.11.11 23:45 | close | 1021 | 0.10 | 148.940 | 149.620 | 147.910 | 17670.00 | 2871350.00 |
2225 | 2009.11.12 16:08 | s/l | 1022 | 0.10 | 149.675 | 149.665 | 145.915 | -7500.00 | 2863850.00 |
2226 | 2009.11.13 17:00 | sell | 1024 | 0.10 | 149.138 | 149.930 | 146.330 | ||
2227 | 2009.11.16 01:35 | s/l | 1024 | 0.10 | 149.940 | 149.930 | 146.330 | -8020.00 | 2855830.00 |
2228 | 2009.11.16 03:30 | buy | 1025 | 0.10 | 149.601 | 148.775 | 152.375 | ||
2229 | 2009.11.16 19:30 | buy | 1026 | 0.10 | 150.243 | 149.455 | 153.205 | ||
2230 | 2009.11.17 10:16 | s/l | 1026 | 0.10 | 149.440 | 149.455 | 153.205 | -8030.00 | 2847800.00 |
2231 | 2009.11.17 12:00 | buy | 1027 | 0.10 | 150.024 | 149.430 | 152.410 | ||
2232 | 2009.11.17 12:48 | s/l | 1027 | 0.10 | 149.389 | 149.430 | 152.410 | -6350.00 | 2841450.00 |
2233 | 2009.11.17 15:00 | buy | 1028 | 0.10 | 149.915 | 149.310 | 152.290 | ||
2234 | 2009.11.17 18:00 | buy | 1029 | 0.10 | 150.138 | 149.375 | 153.125 | ||
2235 | 2009.11.17 23:45 | close | 1025 | 0.10 | 150.077 | 148.775 | 152.375 | 4760.00 | 2846210.00 |
2236 | 2009.11.18 10:00 | close | 1028 | 0.10 | 149.775 | 149.310 | 152.290 | -1400.00 | 2844810.00 |
2237 | 2009.11.18 17:00 | sell | 1030 | 0.10 | 149.655 | 150.240 | 147.260 | ||
2238 | 2009.11.18 17:15 | close | 1029 | 0.10 | 149.499 | 149.375 | 153.125 | -6390.00 | 2838420.00 |
2239 | 2009.11.18 17:15 | sell | 1031 | 0.10 | 149.501 | 150.245 | 146.495 | ||
2240 | 2009.11.19 10:15 | modify | 1031 | 0.10 | 149.501 | 149.085 | 146.495 | ||
2241 | 2009.11.19 16:40 | t/p | 1023 | 0.10 | 147.545 | 151.630 | 147.540 | 14170.00 | 2852590.00 |
2242 | 2009.11.19 17:30 | close | 1031 | 0.10 | 147.599 | 149.085 | 146.495 | 19020.00 | 2871610.00 |
2243 | 2009.11.19 19:00 | close | 1030 | 0.10 | 148.197 | 150.240 | 147.260 | 14580.00 | 2886190.00 |
2244 | 2009.11.25 11:45 | buy | 1032 | 0.10 | 146.359 | 145.525 | 149.125 | ||
2245 | 2009.11.25 15:30 | close | 1032 | 0.10 | 146.187 | 145.525 | 149.125 | -1720.00 | 2884470.00 |
2246 | 2009.11.25 15:30 | sell | 1033 | 0.10 | 146.188 | 147.095 | 142.745 | ||
2247 | 2009.11.25 21:15 | sell | 1034 | 0.10 | 145.824 | 146.565 | 142.815 | ||
2248 | 2009.11.26 06:30 | modify | 1034 | 0.10 | 145.824 | 145.600 | 142.815 | ||
2249 | 2009.11.26 07:15 | modify | 1033 | 0.10 | 146.188 | 144.995 | 142.745 | ||
2250 | 2009.11.26 08:00 | sell | 1035 | 0.10 | 144.298 | 144.840 | 139.490 |