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 |
2401 | 2010.02.12 17:15 | sell | 1104 | 0.10 | 140.696 | 141.500 | 137.900 | ||
2402 | 2010.02.16 07:00 | buy | 1105 | 0.10 | 141.247 | 140.625 | 143.605 | ||
2403 | 2010.02.16 13:30 | close | 1104 | 0.10 | 141.115 | 141.500 | 137.900 | -4190.00 | 3130040.00 |
2404 | 2010.02.16 14:45 | buy | 1106 | 0.10 | 140.939 | 140.120 | 143.720 | ||
2405 | 2010.02.16 16:15 | close | 1106 | 0.10 | 141.014 | 140.120 | 143.720 | 750.00 | 3130790.00 |
2406 | 2010.02.16 16:15 | sell | 1107 | 0.10 | 140.997 | 141.805 | 138.205 | ||
2407 | 2010.02.16 17:45 | buy | 1108 | 0.10 | 141.524 | 141.115 | 144.495 | ||
2408 | 2010.02.16 18:30 | s/l | 1107 | 0.10 | 141.799 | 141.805 | 138.205 | -8020.00 | 3122770.00 |
2409 | 2010.02.17 10:30 | modify | 1108 | 0.10 | 141.524 | 141.995 | 144.495 | ||
2410 | 2010.02.17 15:32 | t/p | 1105 | 0.10 | 143.611 | 140.625 | 143.605 | 23640.00 | 3146410.00 |
2411 | 2010.02.17 17:15 | close | 1108 | 0.10 | 143.059 | 141.995 | 144.495 | 15350.00 | 3161760.00 |
2412 | 2010.02.18 23:45 | buy | 1109 | 0.10 | 142.776 | 141.910 | 145.510 | ||
2413 | 2010.02.19 01:50 | s/l | 1109 | 0.10 | 141.901 | 141.910 | 145.510 | -8750.00 | 3153010.00 |
2414 | 2010.02.19 20:00 | buy | 1110 | 0.10 | 142.010 | 141.185 | 144.785 | ||
2415 | 2010.02.22 12:40 | s/l | 1110 | 0.10 | 141.188 | 141.185 | 144.785 | -8220.00 | 3144790.00 |
2416 | 2010.02.24 16:00 | buy | 1111 | 0.10 | 139.082 | 138.255 | 141.855 | ||
2417 | 2010.02.25 03:14 | s/l | 1111 | 0.10 | 138.253 | 138.255 | 141.855 | -8290.00 | 3136500.00 |
2418 | 2010.02.25 03:30 | sell | 1112 | 0.10 | 138.077 | 139.030 | 134.680 | ||
2419 | 2010.02.25 04:00 | sell | 1113 | 0.10 | 138.021 | 138.580 | 133.230 | ||
2420 | 2010.02.25 07:15 | sell | 1114 | 0.10 | 137.450 | 138.190 | 134.440 | ||
2421 | 2010.02.25 16:00 | modify | 1114 | 0.10 | 137.450 | 137.040 | 134.440 | ||
2422 | 2010.02.25 16:15 | modify | 1112 | 0.10 | 138.077 | 137.020 | 134.680 | ||
2423 | 2010.02.26 17:04 | t/p | 1112 | 0.10 | 134.679 | 137.020 | 134.680 | 33980.00 | 3170480.00 |
2424 | 2010.02.26 17:45 | close | 1114 | 0.10 | 135.354 | 137.040 | 134.440 | 20960.00 | 3191440.00 |
2425 | 2010.03.01 12:15 | sell | 1115 | 0.10 | 134.599 | 135.350 | 131.600 | ||
2426 | 2010.03.01 13:00 | sell | 1116 | 0.10 | 133.635 | 134.575 | 130.225 | ||
2427 | 2010.03.01 13:38 | t/p | 1113 | 0.10 | 133.233 | 138.580 | 133.230 | 47880.00 | 3239320.00 |
2428 | 2010.03.01 14:00 | modify | 1115 | 0.10 | 134.599 | 133.320 | 131.600 | ||
2429 | 2010.03.01 16:00 | sell | 1117 | 0.10 | 133.221 | 133.765 | 128.415 | ||
2430 | 2010.03.01 16:27 | s/l | 1115 | 0.10 | 133.330 | 133.320 | 131.600 | 12690.00 | 3252010.00 |
2431 | 2010.03.01 18:08 | s/l | 1117 | 0.10 | 133.767 | 133.765 | 128.415 | -5460.00 | 3246550.00 |
2432 | 2010.03.02 17:45 | close | 1116 | 0.10 | 132.806 | 134.575 | 130.225 | 8290.00 | 3254840.00 |
2433 | 2010.03.02 17:45 | buy | 1118 | 0.10 | 132.810 | 131.980 | 135.580 | ||
2434 | 2010.03.04 08:45 | sell | 1119 | 0.10 | 132.672 | 133.425 | 129.675 | ||
2435 | 2010.03.04 12:07 | s/l | 1119 | 0.10 | 133.428 | 133.425 | 129.675 | -7560.00 | 3247280.00 |
2436 | 2010.03.04 14:00 | close | 1118 | 0.10 | 133.126 | 131.980 | 135.580 | 3160.00 | 3250440.00 |
2437 | 2010.03.04 16:15 | buy | 1120 | 0.10 | 134.369 | 133.590 | 137.340 | ||
2438 | 2010.03.04 17:45 | close | 1120 | 0.10 | 133.925 | 133.590 | 137.340 | -4440.00 | 3246000.00 |
2439 | 2010.03.05 04:00 | buy | 1121 | 0.10 | 134.330 | 133.565 | 137.315 | ||
2440 | 2010.03.05 16:15 | modify | 1121 | 0.10 | 134.330 | 134.625 | 137.315 | ||
2441 | 2010.03.08 02:01 | t/p | 1121 | 0.10 | 137.308 | 134.625 | 137.315 | 29780.00 | 3275780.00 |
2442 | 2010.03.10 10:15 | buy | 1122 | 0.10 | 134.252 | 133.435 | 137.035 | ||
2443 | 2010.03.11 11:45 | buy | 1123 | 0.10 | 135.835 | 135.060 | 138.810 | ||
2444 | 2010.03.11 14:15 | modify | 1122 | 0.10 | 134.252 | 135.295 | 137.035 | ||
2445 | 2010.03.12 06:30 | close | 1122 | 0.10 | 136.603 | 135.295 | 137.035 | 23510.00 | 3299290.00 |
2446 | 2010.03.12 09:45 | sell | 1124 | 0.10 | 136.138 | 136.940 | 133.340 | ||
2447 | 2010.03.12 10:28 | s/l | 1124 | 0.10 | 136.955 | 136.940 | 133.340 | -8170.00 | 3291120.00 |
2448 | 2010.03.12 13:45 | modify | 1123 | 0.10 | 135.835 | 136.110 | 138.810 | ||
2449 | 2010.03.12 19:00 | close | 1123 | 0.10 | 137.383 | 136.110 | 138.810 | 15480.00 | 3306600.00 |
2450 | 2010.03.16 13:15 | sell | 1125 | 0.10 | 136.646 | 137.445 | 133.845 | ||
2451 | 2010.03.16 18:37 | s/l | 1125 | 0.10 | 137.452 | 137.445 | 133.845 | -8060.00 | 3298540.00 |
2452 | 2010.03.19 11:00 | sell | 1126 | 0.10 | 137.255 | 139.375 | 135.845 | ||
2453 | 2010.03.19 18:15 | sell | 1127 | 0.10 | 135.984 | 136.735 | 132.985 | ||
2454 | 2010.03.19 18:53 | t/p | 1126 | 0.10 | 135.847 | 139.375 | 135.845 | 14080.00 | 3312620.00 |
2455 | 2010.03.19 20:00 | sell | 1128 | 0.10 | 135.718 | 139.375 | 134.300 | ||
2456 | 2010.03.22 09:00 | close | 1128 | 0.10 | 135.261 | 139.375 | 134.300 | 4570.00 | 3317190.00 |
2457 | 2010.03.22 16:30 | modify | 1127 | 0.10 | 135.984 | 135.780 | 132.985 | ||
2458 | 2010.03.22 17:45 | buy | 1129 | 0.10 | 135.700 | 134.860 | 138.460 | ||
2459 | 2010.03.22 17:46 | s/l | 1127 | 0.10 | 135.775 | 135.780 | 132.985 | 2090.00 | 3319280.00 |
2460 | 2010.03.23 10:45 | close | 1129 | 0.10 | 135.813 | 134.860 | 138.460 | 1130.00 | 3320410.00 |
2461 | 2010.03.23 10:45 | sell | 1130 | 0.10 | 135.810 | 136.615 | 133.015 | ||
2462 | 2010.03.24 07:00 | sell | 1131 | 0.10 | 135.610 | 136.185 | 133.205 | ||
2463 | 2010.03.24 11:27 | s/l | 1131 | 0.10 | 136.175 | 136.185 | 133.205 | -5650.00 | 3314760.00 |
2464 | 2010.03.24 11:34 | s/l | 1130 | 0.10 | 136.620 | 136.615 | 133.015 | -8100.00 | 3306660.00 |
2465 | 2010.03.24 14:00 | buy | 1132 | 0.10 | 136.449 | 132.455 | 138.135 | ||
2466 | 2010.03.24 14:30 | buy | 1133 | 0.10 | 136.545 | 136.140 | 139.520 | ||
2467 | 2010.03.24 15:00 | buy | 1134 | 0.10 | 136.725 | 136.115 | 139.095 | ||
2468 | 2010.03.25 14:15 | modify | 1133 | 0.10 | 136.545 | 136.805 | 139.520 | ||
2469 | 2010.03.25 21:00 | close | 1134 | 0.10 | 137.595 | 136.115 | 139.095 | 8700.00 | 3315360.00 |
2470 | 2010.03.26 13:00 | buy | 1135 | 0.10 | 137.396 | 136.580 | 140.180 | ||
2471 | 2010.03.26 15:45 | close | 1133 | 0.10 | 137.648 | 136.805 | 139.520 | 11030.00 | 3326390.00 |
2472 | 2010.03.26 20:00 | close | 1132 | 0.10 | 137.381 | 132.455 | 138.135 | 9320.00 | 3335710.00 |
2473 | 2010.03.29 05:30 | buy | 1136 | 0.10 | 138.245 | 137.825 | 141.205 | ||
2474 | 2010.03.29 07:00 | buy | 1137 | 0.10 | 138.329 | 134.325 | 140.005 | ||
2475 | 2010.03.30 09:15 | close | 1135 | 0.10 | 139.011 | 136.580 | 140.180 | 16150.00 | 3351860.00 |
2476 | 2010.03.30 10:00 | modify | 1136 | 0.10 | 138.245 | 138.520 | 141.205 | ||
2477 | 2010.03.30 14:30 | buy | 1138 | 0.10 | 139.676 | 138.700 | 143.050 | ||
2478 | 2010.03.30 16:00 | buy | 1139 | 0.10 | 139.905 | 139.335 | 144.685 | ||
2479 | 2010.03.30 16:07 | t/p | 1137 | 0.10 | 140.003 | 134.325 | 140.005 | 16740.00 | 3368600.00 |
2480 | 2010.03.30 19:00 | buy | 1140 | 0.10 | 140.208 | 136.200 | 141.880 | ||
2481 | 2010.03.31 06:45 | close | 1136 | 0.10 | 140.823 | 138.520 | 141.205 | 25780.00 | 3394380.00 |
2482 | 2010.03.31 18:11 | t/p | 1140 | 0.10 | 141.875 | 136.200 | 141.880 | 16670.00 | 3411050.00 |
2483 | 2010.03.31 18:15 | modify | 1138 | 0.10 | 139.676 | 140.725 | 143.050 | ||
2484 | 2010.04.01 10:45 | close | 1138 | 0.10 | 142.583 | 140.725 | 143.050 | 29070.00 | 3440120.00 |
2485 | 2010.04.01 14:45 | buy | 1141 | 0.10 | 142.613 | 141.645 | 145.995 | ||
2486 | 2010.04.02 15:45 | close | 1141 | 0.10 | 143.569 | 141.645 | 145.995 | 9560.00 | 3449680.00 |
2487 | 2010.04.02 15:45 | sell | 1142 | 0.10 | 143.570 | 144.375 | 140.775 | ||
2488 | 2010.04.02 17:00 | close | 1142 | 0.10 | 143.861 | 144.375 | 140.775 | -2910.00 | 3446770.00 |
2489 | 2010.04.02 17:00 | buy | 1143 | 0.10 | 143.871 | 142.885 | 147.235 | ||
2490 | 2010.04.05 00:00 | t/p | 1139 | 0.10 | 144.680 | 139.335 | 144.685 | 47750.00 | 3494520.00 |
2491 | 2010.04.06 00:05 | buy | 1144 | 0.10 | 144.353 | 143.745 | 149.095 | ||
2492 | 2010.04.06 03:52 | s/l | 1144 | 0.10 | 143.740 | 143.745 | 149.095 | -6130.00 | 3488390.00 |
2493 | 2010.04.06 08:00 | sell | 1145 | 0.10 | 142.990 | 144.910 | 141.565 | ||
2494 | 2010.04.06 10:09 | s/l | 1143 | 0.10 | 142.882 | 142.885 | 147.235 | -9890.00 | 3478500.00 |
2495 | 2010.04.07 12:00 | sell | 1146 | 0.10 | 143.289 | 143.840 | 138.490 | ||
2496 | 2010.04.07 13:30 | sell | 1147 | 0.10 | 142.693 | 143.495 | 139.895 | ||
2497 | 2010.04.08 09:29 | t/p | 1145 | 0.10 | 141.573 | 144.910 | 141.565 | 14170.00 | 3492670.00 |
2498 | 2010.04.08 12:00 | sell | 1148 | 0.10 | 141.480 | 144.910 | 140.070 | ||
2499 | 2010.04.09 09:21 | s/l | 1147 | 0.10 | 143.488 | 143.495 | 139.895 | -7950.00 | 3484720.00 |
2500 | 2010.04.09 11:15 | s/l | 1146 | 0.10 | 143.841 | 143.840 | 138.490 | -5520.00 | 3479200.00 |
2501 | 2010.04.12 18:15 | sell | 1149 | 0.10 | 143.413 | 144.215 | 140.615 | ||
2502 | 2010.04.14 09:17 | s/l | 1149 | 0.10 | 144.218 | 144.215 | 140.615 | -8050.00 | 3471150.00 |
2503 | 2010.04.15 05:12 | s/l | 1148 | 0.10 | 144.900 | 144.910 | 140.070 | -34200.00 | 3436950.00 |
2504 | 2010.04.22 09:30 | buy | 1150 | 0.10 | 143.918 | 143.500 | 146.880 | ||
2505 | 2010.04.22 10:58 | s/l | 1150 | 0.10 | 143.498 | 143.500 | 146.880 | -4200.00 | 3432750.00 |
2506 | 2010.04.22 12:00 | buy | 1151 | 0.10 | 144.085 | 143.685 | 147.065 | ||
2507 | 2010.04.22 12:25 | s/l | 1151 | 0.10 | 143.679 | 143.685 | 147.065 | -4060.00 | 3428690.00 |
2508 | 2010.04.23 14:00 | buy | 1152 | 0.10 | 143.765 | 143.150 | 146.130 | ||
2509 | 2010.04.23 14:45 | buy | 1153 | 0.10 | 144.098 | 143.680 | 147.060 | ||
2510 | 2010.04.26 03:45 | buy | 1154 | 0.10 | 145.409 | 144.435 | 148.785 | ||
2511 | 2010.04.26 04:00 | buy | 1155 | 0.10 | 145.457 | 144.870 | 150.220 | ||
2512 | 2010.04.26 04:00 | modify | 1153 | 0.10 | 144.098 | 144.485 | 147.060 | ||
2513 | 2010.04.26 17:00 | close | 1152 | 0.10 | 145.470 | 143.150 | 146.130 | 17050.00 | 3445740.00 |
2514 | 2010.04.27 03:50 | s/l | 1155 | 0.10 | 144.870 | 144.870 | 150.220 | -5870.00 | 3439870.00 |
2515 | 2010.04.27 08:00 | buy | 1156 | 0.10 | 145.093 | 144.510 | 149.860 | ||
2516 | 2010.04.27 10:10 | s/l | 1156 | 0.10 | 144.510 | 144.510 | 149.860 | -5830.00 | 3434040.00 |
2517 | 2010.04.27 10:10 | s/l | 1153 | 0.10 | 144.493 | 144.485 | 147.060 | 3950.00 | 3437990.00 |
2518 | 2010.04.27 10:11 | s/l | 1154 | 0.10 | 144.432 | 144.435 | 148.785 | -9770.00 | 3428220.00 |
2519 | 2010.04.27 15:00 | sell | 1157 | 0.10 | 143.892 | 145.980 | 142.205 | ||
2520 | 2010.04.27 15:45 | sell | 1158 | 0.10 | 143.540 | 144.350 | 140.750 | ||
2521 | 2010.04.27 18:57 | t/p | 1157 | 0.10 | 142.188 | 145.980 | 142.205 | 17040.00 | 3445260.00 |
2522 | 2010.04.27 21:00 | sell | 1159 | 0.10 | 142.476 | 145.980 | 140.795 | ||
2523 | 2010.04.27 22:00 | close | 1159 | 0.10 | 142.091 | 145.980 | 140.795 | 3850.00 | 3449110.00 |
2524 | 2010.04.29 12:00 | close | 1158 | 0.10 | 143.148 | 144.350 | 140.750 | 3920.00 | 3453030.00 |
2525 | 2010.05.05 23:00 | sell | 1160 | 0.10 | 141.536 | 145.535 | 139.855 | ||
2526 | 2010.05.06 10:00 | close | 1160 | 0.10 | 140.414 | 145.535 | 139.855 | 11220.00 | 3464250.00 |
2527 | 2010.05.06 11:00 | sell | 1161 | 0.10 | 140.814 | 144.820 | 139.140 | ||
2528 | 2010.05.06 12:00 | close | 1161 | 0.10 | 141.312 | 144.820 | 139.140 | -4980.00 | 3459270.00 |
2529 | 2010.05.06 20:00 | sell | 1162 | 0.10 | 137.877 | 138.435 | 133.085 | ||
2530 | 2010.05.06 21:22 | t/p | 1162 | 0.10 | 133.082 | 138.435 | 133.085 | 47950.00 | 3507220.00 |
2531 | 2010.05.20 16:45 | sell | 1163 | 0.10 | 128.858 | 129.815 | 125.465 | ||
2532 | 2010.05.20 17:15 | close | 1163 | 0.10 | 127.566 | 129.815 | 125.465 | 12920.00 | 3520140.00 |
2533 | 2010.05.20 20:00 | sell | 1164 | 0.10 | 128.017 | 128.565 | 123.215 | ||
2534 | 2010.05.20 20:00 | sell | 1165 | 0.10 | 128.013 | 128.965 | 124.615 | ||
2535 | 2010.05.20 20:11 | s/l | 1164 | 0.10 | 128.572 | 128.565 | 123.215 | -5550.00 | 3514590.00 |
2536 | 2010.05.20 20:13 | s/l | 1165 | 0.10 | 128.977 | 128.965 | 124.615 | -9640.00 | 3504950.00 |
2537 | 2010.05.21 00:27 | sell | 1166 | 0.10 | 128.347 | 129.305 | 123.955 | ||
2538 | 2010.05.21 02:54 | s/l | 1166 | 0.10 | 129.308 | 129.305 | 123.955 | -9610.00 | 3495340.00 |
2539 | 2010.05.21 07:30 | buy | 1167 | 0.10 | 130.356 | 129.520 | 133.120 | ||
2540 | 2010.05.21 08:04 | s/l | 1167 | 0.10 | 129.520 | 129.520 | 133.120 | -8360.00 | 3486980.00 |
2541 | 2010.05.21 09:00 | buy | 1168 | 0.10 | 130.466 | 129.635 | 133.235 | ||
2542 | 2010.05.21 10:22 | s/l | 1168 | 0.10 | 129.583 | 129.635 | 133.235 | -8830.00 | 3478150.00 |
2543 | 2010.05.21 12:00 | sell | 1169 | 0.10 | 129.701 | 130.230 | 124.880 | ||
2544 | 2010.05.21 12:13 | s/l | 1169 | 0.10 | 130.238 | 130.230 | 124.880 | -5370.00 | 3472780.00 |
2545 | 2010.05.21 16:00 | sell | 1170 | 0.10 | 128.908 | 129.460 | 124.110 | ||
2546 | 2010.05.21 16:50 | s/l | 1170 | 0.10 | 129.468 | 129.460 | 124.110 | -5600.00 | 3467180.00 |
2547 | 2010.05.21 17:15 | sell | 1171 | 0.10 | 129.889 | 130.695 | 127.095 | ||
2548 | 2010.05.21 18:43 | s/l | 1171 | 0.10 | 130.705 | 130.695 | 127.095 | -8160.00 | 3459020.00 |
2549 | 2010.05.21 20:00 | sell | 1172 | 0.10 | 129.700 | 130.160 | 124.810 | ||
2550 | 2010.05.21 20:49 | s/l | 1172 | 0.10 | 130.162 | 130.160 | 124.810 | -4620.00 | 3454400.00 |