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 |
2251 | 2009.11.26 08:35 | s/l | 1035 | 0.10 | 144.833 | 144.840 | 139.490 | -5350.00 | 2879120.00 |
2252 | 2009.11.26 17:22 | t/p | 1034 | 0.10 | 142.807 | 145.600 | 142.815 | 30170.00 | 2909290.00 |
2253 | 2009.11.26 17:25 | t/p | 1033 | 0.10 | 142.737 | 144.995 | 142.745 | 34510.00 | 2943800.00 |
2254 | 2009.11.27 01:30 | sell | 1036 | 0.10 | 141.031 | 141.985 | 137.635 | ||
2255 | 2009.11.27 01:45 | close | 1036 | 0.10 | 139.689 | 141.985 | 137.635 | 13420.00 | 2957220.00 |
2256 | 2009.11.27 20:00 | sell | 1037 | 0.10 | 143.081 | 143.640 | 138.290 | ||
2257 | 2009.11.30 00:05 | s/l | 1037 | 0.10 | 143.654 | 143.640 | 138.290 | -5730.00 | 2951490.00 |
2258 | 2009.11.30 20:00 | buy | 1038 | 0.10 | 141.531 | 140.955 | 146.305 | ||
2259 | 2009.12.01 16:00 | buy | 1039 | 0.10 | 144.144 | 140.150 | 145.570 | ||
2260 | 2009.12.01 21:00 | close | 1039 | 0.10 | 144.086 | 140.150 | 145.570 | -580.00 | 2950910.00 |
2261 | 2009.12.03 03:50 | t/p | 1038 | 0.10 | 146.303 | 140.955 | 146.305 | 47720.00 | 2998630.00 |
2262 | 2009.12.04 13:30 | buy | 1040 | 0.10 | 147.047 | 146.265 | 150.015 | ||
2263 | 2009.12.04 15:00 | buy | 1041 | 0.10 | 147.161 | 143.165 | 148.585 | ||
2264 | 2009.12.04 16:00 | modify | 1040 | 0.10 | 147.047 | 147.255 | 150.015 | ||
2265 | 2009.12.04 16:01 | t/p | 1041 | 0.10 | 148.584 | 143.165 | 148.585 | 14230.00 | 3012860.00 |
2266 | 2009.12.04 18:00 | buy | 1042 | 0.10 | 148.734 | 144.735 | 150.155 | ||
2267 | 2009.12.04 19:30 | buy | 1043 | 0.10 | 148.586 | 147.755 | 151.355 | ||
2268 | 2009.12.04 22:00 | close | 1042 | 0.10 | 149.019 | 144.735 | 150.155 | 2850.00 | 3015710.00 |
2269 | 2009.12.07 00:15 | close | 1040 | 0.10 | 148.012 | 147.255 | 150.015 | 9650.00 | 3025360.00 |
2270 | 2009.12.07 09:12 | s/l | 1043 | 0.10 | 147.745 | 147.755 | 151.355 | -8410.00 | 3016950.00 |
2271 | 2009.12.07 10:45 | sell | 1044 | 0.10 | 147.065 | 147.870 | 144.270 | ||
2272 | 2009.12.08 12:30 | modify | 1044 | 0.10 | 147.065 | 145.855 | 144.270 | ||
2273 | 2009.12.08 14:03 | t/p | 1044 | 0.10 | 144.274 | 145.855 | 144.270 | 27910.00 | 3044860.00 |
2274 | 2009.12.10 02:00 | buy | 1045 | 0.10 | 143.465 | 142.585 | 146.185 | ||
2275 | 2009.12.10 07:51 | s/l | 1045 | 0.10 | 142.585 | 142.585 | 146.185 | -8800.00 | 3036060.00 |
2276 | 2009.12.11 07:00 | buy | 1046 | 0.10 | 144.779 | 142.005 | 146.205 | ||
2277 | 2009.12.14 02:15 | sell | 1047 | 0.10 | 144.661 | 145.470 | 141.870 | ||
2278 | 2009.12.15 15:28 | s/l | 1047 | 0.10 | 145.468 | 145.470 | 141.870 | -8070.00 | 3027990.00 |
2279 | 2009.12.15 17:15 | buy | 1048 | 0.10 | 145.643 | 144.860 | 148.610 | ||
2280 | 2009.12.16 11:31 | t/p | 1046 | 0.10 | 146.208 | 142.005 | 146.205 | 14290.00 | 3042280.00 |
2281 | 2009.12.16 14:00 | buy | 1049 | 0.10 | 146.675 | 143.140 | 148.100 | ||
2282 | 2009.12.16 14:45 | buy | 1050 | 0.10 | 146.689 | 145.845 | 149.445 | ||
2283 | 2009.12.16 15:30 | modify | 1048 | 0.10 | 145.643 | 145.925 | 148.610 | ||
2284 | 2009.12.16 17:30 | close | 1048 | 0.10 | 146.680 | 145.925 | 148.610 | 10370.00 | 3052650.00 |
2285 | 2009.12.16 17:45 | buy | 1051 | 0.10 | 146.807 | 146.025 | 149.775 | ||
2286 | 2009.12.17 09:02 | s/l | 1051 | 0.10 | 146.032 | 146.025 | 149.775 | -7750.00 | 3044900.00 |
2287 | 2009.12.17 09:06 | s/l | 1050 | 0.10 | 145.845 | 145.845 | 149.445 | -8440.00 | 3036460.00 |
2288 | 2009.12.18 12:15 | buy | 1052 | 0.10 | 146.414 | 145.575 | 149.175 | ||
2289 | 2009.12.18 18:18 | s/l | 1052 | 0.10 | 145.565 | 145.575 | 149.175 | -8490.00 | 3027970.00 |
2290 | 2009.12.21 11:30 | buy | 1053 | 0.10 | 145.685 | 144.860 | 148.460 | ||
2291 | 2009.12.21 16:45 | close | 1053 | 0.10 | 146.189 | 144.860 | 148.460 | 5040.00 | 3033010.00 |
2292 | 2009.12.21 16:45 | sell | 1054 | 0.10 | 146.190 | 146.985 | 143.385 | ||
2293 | 2009.12.22 03:15 | buy | 1055 | 0.10 | 146.725 | 145.935 | 149.685 | ||
2294 | 2009.12.22 03:20 | s/l | 1054 | 0.10 | 146.984 | 146.985 | 143.385 | -7940.00 | 3025070.00 |
2295 | 2009.12.22 17:15 | sell | 1056 | 0.10 | 146.379 | 147.180 | 143.580 | ||
2296 | 2009.12.23 03:30 | close | 1055 | 0.10 | 146.338 | 145.935 | 149.685 | -3870.00 | 3021200.00 |
2297 | 2009.12.24 09:30 | sell | 1057 | 0.10 | 145.927 | 146.675 | 142.925 | ||
2298 | 2009.12.24 13:30 | close | 1056 | 0.10 | 146.220 | 147.180 | 143.580 | 1590.00 | 3022790.00 |
2299 | 2009.12.24 21:06 | sell | 1058 | 0.10 | 145.891 | 146.455 | 143.475 | ||
2300 | 2009.12.24 22:00 | close | 1058 | 0.10 | 146.128 | 146.455 | 143.475 | -2370.00 | 3020420.00 |
2301 | 2009.12.25 00:15 | buy | 1059 | 0.10 | 146.145 | 145.303 | 148.903 | ||
2302 | 2009.12.25 02:01 | sell | 1060 | 0.10 | 146.029 | 146.581 | 143.601 | ||
2303 | 2009.12.25 08:00 | close | 1059 | 0.10 | 146.032 | 145.303 | 148.903 | -1130.00 | 3019290.00 |
2304 | 2009.12.25 08:00 | sell | 1061 | 0.10 | 146.025 | 146.832 | 143.232 | ||
2305 | 2009.12.25 09:45 | close | 1057 | 0.10 | 145.979 | 146.675 | 142.925 | -520.00 | 3018770.00 |
2306 | 2009.12.25 10:30 | sell | 1062 | 0.10 | 145.683 | 146.423 | 142.673 | ||
2307 | 2009.12.25 19:00 | close | 1060 | 0.10 | 145.789 | 146.581 | 143.601 | 2400.00 | 3021170.00 |
2308 | 2009.12.25 19:00 | buy | 1063 | 0.10 | 145.792 | 145.168 | 148.148 | ||
2309 | 2009.12.28 10:45 | close | 1062 | 0.10 | 146.130 | 146.423 | 142.673 | -4470.00 | 3016700.00 |
2310 | 2009.12.28 18:00 | buy | 1064 | 0.10 | 146.647 | 145.870 | 149.620 | ||
2311 | 2009.12.29 02:36 | s/l | 1061 | 0.10 | 146.833 | 146.832 | 143.232 | -8080.00 | 3008620.00 |
2312 | 2009.12.29 18:00 | close | 1063 | 0.10 | 146.668 | 145.168 | 148.148 | 8760.00 | 3017380.00 |
2313 | 2009.12.29 18:15 | close | 1064 | 0.10 | 146.323 | 145.870 | 149.620 | -3240.00 | 3014140.00 |
2314 | 2009.12.30 17:00 | buy | 1065 | 0.10 | 147.395 | 146.620 | 150.370 | ||
2315 | 2009.12.30 17:42 | t/p | 1049 | 0.10 | 148.090 | 143.140 | 148.100 | 14150.00 | 3028290.00 |
2316 | 2009.12.30 17:45 | buy | 1066 | 0.10 | 148.188 | 147.195 | 151.545 | ||
2317 | 2009.12.30 18:45 | modify | 1065 | 0.10 | 147.395 | 147.610 | 150.370 | ||
2318 | 2009.12.31 16:00 | buy | 1067 | 0.10 | 150.199 | 149.605 | 154.955 | ||
2319 | 2009.12.31 16:00 | modify | 1066 | 0.10 | 148.188 | 149.260 | 151.545 | ||
2320 | 2009.12.31 17:15 | close | 1065 | 0.10 | 150.219 | 147.610 | 150.370 | 28240.00 | 3056530.00 |
2321 | 2010.01.01 14:00 | close | 1066 | 0.10 | 150.367 | 149.260 | 151.545 | 21790.00 | 3078320.00 |
2322 | 2010.01.04 01:56 | s/l | 1067 | 0.10 | 149.600 | 149.605 | 154.955 | -5990.00 | 3072330.00 |
2323 | 2010.01.04 16:00 | sell | 1068 | 0.10 | 149.715 | 150.275 | 144.925 | ||
2324 | 2010.01.04 19:00 | sell | 1069 | 0.10 | 149.072 | 153.070 | 147.390 | ||
2325 | 2010.01.05 03:15 | sell | 1070 | 0.10 | 148.324 | 149.080 | 145.330 | ||
2326 | 2010.01.05 11:58 | t/p | 1069 | 0.10 | 147.388 | 153.070 | 147.390 | 16840.00 | 3089170.00 |
2327 | 2010.01.05 13:00 | modify | 1070 | 0.10 | 148.324 | 148.095 | 145.330 | ||
2328 | 2010.01.05 15:30 | sell | 1071 | 0.10 | 147.072 | 147.880 | 144.280 | ||
2329 | 2010.01.06 03:30 | close | 1070 | 0.10 | 147.136 | 148.095 | 145.330 | 11880.00 | 3101050.00 |
2330 | 2010.01.06 09:00 | close | 1071 | 0.10 | 147.158 | 147.880 | 144.280 | -860.00 | 3100190.00 |
2331 | 2010.01.06 09:00 | buy | 1072 | 0.10 | 147.165 | 146.325 | 149.925 | ||
2332 | 2010.01.07 15:15 | close | 1072 | 0.10 | 148.393 | 146.325 | 149.925 | 12280.00 | 3112470.00 |
2333 | 2010.01.07 15:15 | sell | 1073 | 0.10 | 148.398 | 149.195 | 145.595 | ||
2334 | 2010.01.08 00:09 | s/l | 1073 | 0.10 | 149.210 | 149.195 | 145.595 | -8120.00 | 3104350.00 |
2335 | 2010.01.08 00:15 | buy | 1074 | 0.10 | 149.086 | 148.300 | 152.050 | ||
2336 | 2010.01.08 15:30 | s/l | 1074 | 0.10 | 148.226 | 148.300 | 152.050 | -8600.00 | 3095750.00 |
2337 | 2010.01.11 12:00 | buy | 1075 | 0.10 | 149.320 | 148.545 | 152.295 | ||
2338 | 2010.01.11 17:41 | s/l | 1075 | 0.10 | 148.551 | 148.545 | 152.295 | -7690.00 | 3088060.00 |
2339 | 2010.01.12 11:30 | sell | 1076 | 0.10 | 147.632 | 148.380 | 144.630 | ||
2340 | 2010.01.13 10:54 | s/l | 1076 | 0.10 | 148.370 | 148.380 | 144.630 | -7380.00 | 3080680.00 |
2341 | 2010.01.15 03:30 | buy | 1077 | 0.10 | 148.785 | 147.945 | 151.545 | ||
2342 | 2010.01.15 10:26 | s/l | 1077 | 0.10 | 147.948 | 147.945 | 151.545 | -8370.00 | 3072310.00 |
2343 | 2010.01.15 12:00 | sell | 1078 | 0.10 | 148.018 | 151.630 | 146.340 | ||
2344 | 2010.01.19 11:45 | sell | 1079 | 0.10 | 148.799 | 149.595 | 145.995 | ||
2345 | 2010.01.19 12:30 | buy | 1080 | 0.10 | 148.956 | 148.170 | 151.920 | ||
2346 | 2010.01.20 09:31 | s/l | 1080 | 0.10 | 148.161 | 148.170 | 151.920 | -7950.00 | 3064360.00 |
2347 | 2010.01.21 04:15 | close | 1079 | 0.10 | 148.679 | 149.595 | 145.995 | 1200.00 | 3065560.00 |
2348 | 2010.01.21 04:15 | buy | 1081 | 0.10 | 148.690 | 147.860 | 151.460 | ||
2349 | 2010.01.21 11:30 | close | 1081 | 0.10 | 148.247 | 147.860 | 151.460 | -4430.00 | 3061130.00 |
2350 | 2010.01.21 11:30 | sell | 1082 | 0.10 | 148.263 | 149.015 | 145.415 | ||
2351 | 2010.01.21 17:45 | sell | 1083 | 0.10 | 147.759 | 148.500 | 144.750 | ||
2352 | 2010.01.21 18:44 | t/p | 1078 | 0.10 | 146.342 | 151.630 | 146.340 | 16760.00 | 3077890.00 |
2353 | 2010.01.21 19:00 | modify | 1083 | 0.10 | 147.759 | 147.090 | 144.750 | ||
2354 | 2010.01.21 19:00 | modify | 1082 | 0.10 | 148.263 | 147.190 | 145.415 | ||
2355 | 2010.01.22 02:00 | close | 1083 | 0.10 | 146.546 | 147.090 | 144.750 | 12130.00 | 3090020.00 |
2356 | 2010.01.22 09:55 | s/l | 1082 | 0.10 | 147.185 | 147.190 | 145.415 | 10780.00 | 3100800.00 |
2357 | 2010.01.22 10:00 | sell | 1084 | 0.10 | 146.924 | 147.730 | 144.130 | ||
2358 | 2010.01.22 14:50 | t/p | 1068 | 0.10 | 144.924 | 150.275 | 144.925 | 47910.00 | 3148710.00 |
2359 | 2010.01.22 16:00 | sell | 1085 | 0.10 | 145.083 | 145.640 | 140.290 | ||
2360 | 2010.01.22 18:30 | s/l | 1085 | 0.10 | 145.646 | 145.640 | 140.290 | -5630.00 | 3143080.00 |
2361 | 2010.01.22 22:15 | modify | 1084 | 0.10 | 146.924 | 145.785 | 144.130 | ||
2362 | 2010.01.25 09:14 | s/l | 1084 | 0.10 | 145.786 | 145.785 | 144.130 | 11380.00 | 3154460.00 |
2363 | 2010.01.25 09:15 | buy | 1086 | 0.10 | 145.820 | 144.980 | 148.580 | ||
2364 | 2010.01.26 04:00 | buy | 1087 | 0.10 | 147.169 | 143.170 | 148.850 | ||
2365 | 2010.01.26 11:25 | s/l | 1086 | 0.10 | 144.965 | 144.980 | 148.580 | -8550.00 | 3145910.00 |
2366 | 2010.01.26 12:15 | sell | 1088 | 0.10 | 144.318 | 145.075 | 141.325 | ||
2367 | 2010.01.26 13:00 | sell | 1089 | 0.10 | 144.310 | 145.255 | 140.905 | ||
2368 | 2010.01.27 12:12 | s/l | 1088 | 0.10 | 145.066 | 145.075 | 141.325 | -7480.00 | 3138430.00 |
2369 | 2010.01.27 12:14 | s/l | 1089 | 0.10 | 145.253 | 145.255 | 140.905 | -9430.00 | 3129000.00 |
2370 | 2010.01.28 10:00 | close | 1087 | 0.10 | 146.965 | 143.170 | 148.850 | -2040.00 | 3126960.00 |
2371 | 2010.01.28 11:00 | buy | 1090 | 0.10 | 147.148 | 143.145 | 148.825 | ||
2372 | 2010.01.29 18:45 | buy | 1091 | 0.10 | 144.676 | 143.840 | 147.440 | ||
2373 | 2010.02.01 00:00 | s/l | 1091 | 0.10 | 143.280 | 143.840 | 147.440 | -13960.00 | 3113000.00 |
2374 | 2010.02.01 12:26 | s/l | 1090 | 0.10 | 143.152 | 143.145 | 148.825 | -39960.00 | 3073040.00 |
2375 | 2010.02.01 17:45 | buy | 1092 | 0.10 | 144.588 | 143.755 | 147.355 | ||
2376 | 2010.02.03 14:00 | close | 1092 | 0.10 | 144.697 | 143.755 | 147.355 | 1090.00 | 3074130.00 |
2377 | 2010.02.03 17:00 | buy | 1093 | 0.10 | 145.218 | 144.420 | 148.170 | ||
2378 | 2010.02.04 02:30 | s/l | 1093 | 0.10 | 144.416 | 144.420 | 148.170 | -8020.00 | 3066110.00 |
2379 | 2010.02.04 11:00 | sell | 1094 | 0.10 | 144.110 | 144.685 | 141.705 | ||
2380 | 2010.02.04 11:15 | sell | 1095 | 0.10 | 144.021 | 144.775 | 141.025 | ||
2381 | 2010.02.04 17:30 | modify | 1095 | 0.10 | 144.021 | 143.560 | 141.025 | ||
2382 | 2010.02.04 18:00 | sell | 1096 | 0.10 | 142.542 | 143.500 | 139.150 | ||
2383 | 2010.02.04 18:21 | t/p | 1094 | 0.10 | 141.699 | 144.685 | 141.705 | 24110.00 | 3090220.00 |
2384 | 2010.02.04 18:27 | t/p | 1095 | 0.10 | 141.029 | 143.560 | 141.025 | 29920.00 | 3120140.00 |
2385 | 2010.02.04 18:27 | sell | 1097 | 0.10 | 141.012 | 143.075 | 139.325 | ||
2386 | 2010.02.04 18:45 | close | 1097 | 0.10 | 140.032 | 143.075 | 139.325 | 9800.00 | 3129940.00 |
2387 | 2010.02.04 18:45 | close | 1096 | 0.10 | 140.032 | 143.500 | 139.150 | 25100.00 | 3155040.00 |
2388 | 2010.02.04 18:45 | sell | 1098 | 0.10 | 140.002 | 140.735 | 136.985 | ||
2389 | 2010.02.04 18:55 | s/l | 1098 | 0.10 | 140.743 | 140.735 | 136.985 | -7410.00 | 3147630.00 |
2390 | 2010.02.04 20:00 | sell | 1099 | 0.10 | 140.652 | 141.205 | 135.855 | ||
2391 | 2010.02.05 02:13 | s/l | 1099 | 0.10 | 141.207 | 141.205 | 135.855 | -5550.00 | 3142080.00 |
2392 | 2010.02.08 12:00 | sell | 1100 | 0.10 | 139.233 | 139.780 | 134.430 | ||
2393 | 2010.02.08 16:45 | buy | 1101 | 0.10 | 139.171 | 138.345 | 141.945 | ||
2394 | 2010.02.08 18:07 | s/l | 1100 | 0.10 | 139.775 | 139.780 | 134.430 | -5420.00 | 3136660.00 |
2395 | 2010.02.09 00:03 | sell | 1102 | 0.10 | 139.013 | 139.620 | 134.270 | ||
2396 | 2010.02.09 04:06 | s/l | 1102 | 0.10 | 139.622 | 139.620 | 134.270 | -6090.00 | 3130570.00 |
2397 | 2010.02.10 02:45 | modify | 1101 | 0.10 | 139.171 | 140.335 | 141.945 | ||
2398 | 2010.02.10 07:22 | s/l | 1101 | 0.10 | 140.345 | 140.335 | 141.945 | 11740.00 | 3142310.00 |
2399 | 2010.02.11 15:45 | sell | 1103 | 0.10 | 140.146 | 140.950 | 137.350 | ||
2400 | 2010.02.11 21:29 | s/l | 1103 | 0.10 | 140.954 | 140.950 | 137.350 | -8080.00 | 3134230.00 |