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 |
2551 | 2010.05.24 12:00 | buy | 1173 | 0.10 | 129.970 | 129.375 | 134.725 | ||
2552 | 2010.05.24 13:31 | s/l | 1173 | 0.10 | 129.366 | 129.375 | 134.725 | -6040.00 | 3448360.00 |
2553 | 2010.05.24 16:00 | buy | 1174 | 0.10 | 130.271 | 129.680 | 135.030 | ||
2554 | 2010.05.24 16:44 | s/l | 1174 | 0.10 | 129.663 | 129.680 | 135.030 | -6080.00 | 3442280.00 |
2555 | 2010.05.24 20:00 | buy | 1175 | 0.10 | 130.726 | 130.155 | 135.505 | ||
2556 | 2010.05.25 00:01 | s/l | 1175 | 0.10 | 130.129 | 130.155 | 135.505 | -5970.00 | 3436310.00 |
2557 | 2010.05.25 00:45 | buy | 1176 | 0.10 | 129.928 | 129.105 | 132.705 | ||
2558 | 2010.05.25 04:01 | s/l | 1176 | 0.10 | 129.101 | 129.105 | 132.705 | -8270.00 | 3428040.00 |
2559 | 2010.05.25 09:00 | sell | 1177 | 0.10 | 128.705 | 129.445 | 125.695 | ||
2560 | 2010.05.25 21:27 | s/l | 1177 | 0.10 | 129.476 | 129.445 | 125.695 | -7710.00 | 3420330.00 |
2561 | 2010.05.25 23:00 | buy | 1178 | 0.10 | 129.836 | 128.970 | 132.570 | ||
2562 | 2010.05.27 09:30 | buy | 1179 | 0.10 | 131.014 | 130.230 | 133.980 | ||
2563 | 2010.05.27 10:00 | buy | 1180 | 0.10 | 130.898 | 127.625 | 132.310 | ||
2564 | 2010.05.27 19:00 | modify | 1178 | 0.10 | 129.836 | 130.845 | 132.570 | ||
2565 | 2010.05.27 19:15 | modify | 1179 | 0.10 | 131.014 | 131.220 | 133.980 | ||
2566 | 2010.05.27 19:15 | close | 1178 | 0.10 | 132.127 | 130.845 | 132.570 | 22910.00 | 3443240.00 |
2567 | 2010.05.27 20:20 | t/p | 1180 | 0.10 | 132.300 | 127.625 | 132.310 | 14020.00 | 3457260.00 |
2568 | 2010.05.27 22:00 | buy | 1181 | 0.10 | 132.543 | 128.535 | 133.955 | ||
2569 | 2010.05.28 00:00 | close | 1181 | 0.10 | 132.729 | 128.535 | 133.955 | 1860.00 | 3459120.00 |
2570 | 2010.05.28 05:30 | close | 1179 | 0.10 | 132.590 | 131.220 | 133.980 | 15760.00 | 3474880.00 |
2571 | 2010.05.31 10:15 | buy | 1182 | 0.10 | 132.321 | 131.495 | 135.095 | ||
2572 | 2010.06.01 10:09 | s/l | 1182 | 0.10 | 131.493 | 131.495 | 135.095 | -8280.00 | 3466600.00 |
2573 | 2010.06.01 14:45 | sell | 1183 | 0.10 | 132.762 | 133.560 | 129.960 | ||
2574 | 2010.06.01 16:24 | s/l | 1183 | 0.10 | 133.571 | 133.560 | 129.960 | -8090.00 | 3458510.00 |
2575 | 2010.06.01 16:30 | buy | 1184 | 0.10 | 133.456 | 132.665 | 136.415 | ||
2576 | 2010.06.02 04:15 | modify | 1184 | 0.10 | 133.456 | 133.665 | 136.415 | ||
2577 | 2010.06.02 11:00 | close | 1184 | 0.10 | 134.842 | 133.665 | 136.415 | 13860.00 | 3472370.00 |
2578 | 2010.06.03 18:15 | sell | 1185 | 0.10 | 135.120 | 135.925 | 132.325 | ||
2579 | 2010.06.04 04:12 | s/l | 1185 | 0.10 | 135.921 | 135.925 | 132.325 | -8010.00 | 3464360.00 |
2580 | 2010.06.04 11:15 | buy | 1186 | 0.10 | 135.826 | 135.005 | 138.605 | ||
2581 | 2010.06.04 14:10 | s/l | 1186 | 0.10 | 134.995 | 135.005 | 138.605 | -8310.00 | 3456050.00 |
2582 | 2010.06.04 17:00 | sell | 1187 | 0.10 | 134.137 | 136.445 | 132.720 | ||
2583 | 2010.06.04 20:17 | t/p | 1187 | 0.10 | 132.719 | 136.445 | 132.720 | 14180.00 | 3470230.00 |
2584 | 2010.06.08 17:15 | sell | 1188 | 0.10 | 131.144 | 131.895 | 128.145 | ||
2585 | 2010.06.08 19:00 | close | 1188 | 0.10 | 131.667 | 131.895 | 128.145 | -5230.00 | 3465000.00 |
2586 | 2010.06.09 08:15 | buy | 1189 | 0.10 | 131.872 | 131.055 | 134.655 | ||
2587 | 2010.06.10 16:30 | buy | 1190 | 0.10 | 133.741 | 132.960 | 136.710 | ||
2588 | 2010.06.10 18:30 | modify | 1189 | 0.10 | 131.872 | 132.960 | 134.655 | ||
2589 | 2010.06.10 18:45 | close | 1190 | 0.10 | 133.390 | 132.960 | 136.710 | -3510.00 | 3461490.00 |
2590 | 2010.06.10 21:00 | buy | 1191 | 0.10 | 134.033 | 133.250 | 137.000 | ||
2591 | 2010.06.11 02:55 | t/p | 1189 | 0.10 | 134.653 | 132.960 | 134.655 | 27810.00 | 3489300.00 |
2592 | 2010.06.11 15:36 | s/l | 1191 | 0.10 | 133.238 | 133.250 | 137.000 | -7950.00 | 3481350.00 |
2593 | 2010.06.14 11:45 | buy | 1192 | 0.10 | 135.195 | 134.425 | 138.175 | ||
2594 | 2010.06.15 04:45 | sell | 1193 | 0.10 | 134.768 | 135.560 | 131.960 | ||
2595 | 2010.06.15 09:11 | s/l | 1192 | 0.10 | 134.424 | 134.425 | 138.175 | -7710.00 | 3473640.00 |
2596 | 2010.06.15 19:20 | s/l | 1193 | 0.10 | 135.550 | 135.560 | 131.960 | -7820.00 | 3465820.00 |
2597 | 2010.06.17 04:00 | sell | 1194 | 0.10 | 134.196 | 135.985 | 132.770 | ||
2598 | 2010.06.17 10:30 | sell | 1195 | 0.10 | 133.775 | 134.520 | 130.770 | ||
2599 | 2010.06.17 11:30 | close | 1195 | 0.10 | 134.362 | 134.520 | 130.770 | -5870.00 | 3459950.00 |
2600 | 2010.06.21 10:00 | buy | 1196 | 0.10 | 135.400 | 131.395 | 137.075 | ||
2601 | 2010.06.21 12:00 | buy | 1197 | 0.10 | 135.631 | 134.860 | 138.610 | ||
2602 | 2010.06.21 12:26 | s/l | 1194 | 0.10 | 135.980 | 135.985 | 132.770 | -17840.00 | 3442110.00 |
2603 | 2010.06.21 19:21 | s/l | 1197 | 0.10 | 134.868 | 134.860 | 138.610 | -7630.00 | 3434480.00 |
2604 | 2010.06.22 12:15 | sell | 1198 | 0.10 | 133.188 | 133.935 | 130.185 | ||
2605 | 2010.06.22 15:52 | s/l | 1198 | 0.10 | 133.940 | 133.935 | 130.185 | -7520.00 | 3426960.00 |
2606 | 2010.06.23 17:15 | buy | 1199 | 0.10 | 134.067 | 133.235 | 136.835 | ||
2607 | 2010.06.23 21:45 | close | 1199 | 0.10 | 134.280 | 133.235 | 136.835 | 2130.00 | 3429090.00 |
2608 | 2010.06.23 21:45 | sell | 1200 | 0.10 | 134.266 | 135.075 | 131.475 | ||
2609 | 2010.06.24 11:30 | close | 1200 | 0.10 | 134.178 | 135.075 | 131.475 | 880.00 | 3429970.00 |
2610 | 2010.06.24 11:30 | buy | 1201 | 0.10 | 134.178 | 133.345 | 136.945 | ||
2611 | 2010.06.24 14:00 | sell | 1202 | 0.10 | 133.726 | 134.485 | 130.735 | ||
2612 | 2010.06.25 12:02 | s/l | 1201 | 0.10 | 133.329 | 133.345 | 136.945 | -8490.00 | 3421480.00 |
2613 | 2010.06.25 12:30 | buy | 1203 | 0.10 | 133.610 | 132.785 | 136.385 | ||
2614 | 2010.06.25 14:15 | close | 1202 | 0.10 | 133.693 | 134.485 | 130.735 | 330.00 | 3421810.00 |
2615 | 2010.06.28 18:30 | buy | 1204 | 0.10 | 134.979 | 134.190 | 137.940 | ||
2616 | 2010.06.29 06:41 | s/l | 1204 | 0.10 | 134.187 | 134.190 | 137.940 | -7920.00 | 3413890.00 |
2617 | 2010.06.29 08:45 | close | 1203 | 0.10 | 133.920 | 132.785 | 136.385 | 3100.00 | 3416990.00 |
2618 | 2010.06.29 18:15 | sell | 1205 | 0.10 | 133.296 | 134.050 | 130.300 | ||
2619 | 2010.06.30 12:45 | close | 1205 | 0.10 | 133.132 | 134.050 | 130.300 | 1640.00 | 3418630.00 |
2620 | 2010.06.30 19:00 | sell | 1206 | 0.10 | 132.271 | 133.015 | 129.265 | ||
2621 | 2010.07.01 14:34 | s/l | 1196 | 0.10 | 131.405 | 131.395 | 137.075 | -39950.00 | 3378680.00 |
2622 | 2010.07.01 18:45 | buy | 1207 | 0.10 | 132.432 | 131.610 | 135.210 | ||
2623 | 2010.07.01 19:15 | close | 1206 | 0.10 | 132.015 | 133.015 | 129.265 | 2560.00 | 3381240.00 |
2624 | 2010.07.02 20:30 | close | 1207 | 0.10 | 132.993 | 131.610 | 135.210 | 5610.00 | 3386850.00 |
2625 | 2010.07.02 20:30 | sell | 1208 | 0.10 | 132.998 | 133.790 | 130.190 | ||
2626 | 2010.07.06 02:15 | sell | 1209 | 0.10 | 132.445 | 133.185 | 129.435 | ||
2627 | 2010.07.06 09:07 | s/l | 1209 | 0.10 | 133.187 | 133.185 | 129.435 | -7420.00 | 3379430.00 |
2628 | 2010.07.06 16:45 | close | 1208 | 0.10 | 133.290 | 133.790 | 130.190 | -2920.00 | 3376510.00 |
2629 | 2010.07.07 10:00 | sell | 1210 | 0.10 | 131.916 | 132.670 | 128.920 | ||
2630 | 2010.07.07 17:34 | s/l | 1210 | 0.10 | 132.678 | 132.670 | 128.920 | -7620.00 | 3368890.00 |
2631 | 2010.07.08 05:15 | buy | 1211 | 0.10 | 134.417 | 133.650 | 137.400 | ||
2632 | 2010.07.08 07:00 | buy | 1212 | 0.10 | 134.220 | 130.230 | 135.910 | ||
2633 | 2010.07.08 11:22 | s/l | 1211 | 0.10 | 133.649 | 133.650 | 137.400 | -7680.00 | 3361210.00 |
2634 | 2010.07.13 05:00 | buy | 1213 | 0.10 | 133.506 | 132.675 | 136.275 | ||
2635 | 2010.07.13 09:08 | s/l | 1213 | 0.10 | 132.667 | 132.675 | 136.275 | -8390.00 | 3352820.00 |
2636 | 2010.07.13 11:00 | sell | 1214 | 0.10 | 132.570 | 133.320 | 129.570 | ||
2637 | 2010.07.13 12:18 | s/l | 1214 | 0.10 | 133.330 | 133.320 | 129.570 | -7600.00 | 3345220.00 |
2638 | 2010.07.14 01:30 | buy | 1215 | 0.10 | 134.763 | 133.985 | 137.735 | ||
2639 | 2010.07.14 21:15 | sell | 1216 | 0.10 | 134.564 | 135.355 | 131.755 | ||
2640 | 2010.07.15 01:45 | close | 1215 | 0.10 | 134.732 | 133.985 | 137.735 | -310.00 | 3344910.00 |
2641 | 2010.07.15 13:45 | s/l | 1216 | 0.10 | 135.369 | 135.355 | 131.755 | -8050.00 | 3336860.00 |
2642 | 2010.07.15 23:00 | sell | 1217 | 0.10 | 135.058 | 135.860 | 132.260 | ||
2643 | 2010.07.16 13:15 | sell | 1218 | 0.10 | 134.038 | 134.790 | 131.040 | ||
2644 | 2010.07.16 17:07 | t/p | 1217 | 0.10 | 132.253 | 135.860 | 132.260 | 28050.00 | 3364910.00 |
2645 | 2010.07.16 17:15 | modify | 1218 | 0.10 | 134.038 | 133.720 | 131.040 | ||
2646 | 2010.07.20 05:15 | buy | 1219 | 0.10 | 132.581 | 131.745 | 135.345 | ||
2647 | 2010.07.20 13:10 | s/l | 1219 | 0.10 | 131.753 | 131.745 | 135.345 | -8280.00 | 3356630.00 |
2648 | 2010.07.20 14:30 | close | 1218 | 0.10 | 131.950 | 133.720 | 131.040 | 20880.00 | 3377510.00 |
2649 | 2010.07.21 12:45 | buy | 1220 | 0.10 | 133.150 | 132.305 | 135.905 | ||
2650 | 2010.07.21 21:02 | s/l | 1220 | 0.10 | 132.303 | 132.305 | 135.905 | -8470.00 | 3369040.00 |
2651 | 2010.07.23 12:00 | close | 1212 | 0.10 | 134.099 | 130.230 | 135.910 | -1210.00 | 3367830.00 |
2652 | 2010.07.23 14:00 | buy | 1221 | 0.10 | 134.619 | 130.610 | 136.290 | ||
2653 | 2010.07.26 07:00 | close | 1221 | 0.10 | 135.524 | 130.610 | 136.290 | 9050.00 | 3376880.00 |
2654 | 2010.07.26 14:30 | sell | 1222 | 0.10 | 134.818 | 135.620 | 132.020 | ||
2655 | 2010.07.27 13:09 | s/l | 1222 | 0.10 | 135.612 | 135.620 | 132.020 | -7940.00 | 3368940.00 |
2656 | 2010.07.27 15:45 | buy | 1223 | 0.10 | 136.306 | 135.335 | 139.685 | ||
2657 | 2010.07.27 16:00 | buy | 1224 | 0.10 | 136.124 | 135.525 | 140.875 | ||
2658 | 2010.07.28 16:30 | close | 1223 | 0.10 | 136.721 | 135.335 | 139.685 | 4150.00 | 3373090.00 |
2659 | 2010.07.28 16:30 | sell | 1225 | 0.10 | 136.713 | 137.520 | 133.920 | ||
2660 | 2010.07.29 15:00 | sell | 1226 | 0.10 | 135.650 | 137.570 | 133.965 | ||
2661 | 2010.07.29 15:27 | s/l | 1224 | 0.10 | 135.530 | 135.525 | 140.875 | -5940.00 | 3367150.00 |
2662 | 2010.07.29 20:00 | sell | 1227 | 0.10 | 135.297 | 135.845 | 130.495 | ||
2663 | 2010.07.29 21:47 | s/l | 1227 | 0.10 | 135.845 | 135.845 | 130.495 | -5480.00 | 3361670.00 |
2664 | 2010.07.30 06:15 | modify | 1225 | 0.10 | 136.713 | 135.670 | 133.920 | ||
2665 | 2010.07.30 12:45 | close | 1225 | 0.10 | 134.542 | 135.670 | 133.920 | 21710.00 | 3383380.00 |
2666 | 2010.07.30 17:00 | close | 1226 | 0.10 | 135.069 | 137.570 | 133.965 | 5810.00 | 3389190.00 |
2667 | 2010.07.30 20:00 | sell | 1228 | 0.10 | 135.655 | 136.205 | 130.855 | ||
2668 | 2010.08.02 03:27 | s/l | 1228 | 0.10 | 136.202 | 136.205 | 130.855 | -5470.00 | 3383720.00 |
2669 | 2010.08.03 11:00 | sell | 1229 | 0.10 | 137.080 | 137.875 | 134.275 | ||
2670 | 2010.08.04 08:00 | sell | 1230 | 0.10 | 136.032 | 137.795 | 134.355 | ||
2671 | 2010.08.05 07:15 | close | 1229 | 0.10 | 136.704 | 137.875 | 134.275 | 3760.00 | 3387480.00 |
2672 | 2010.08.05 16:45 | buy | 1231 | 0.10 | 136.387 | 135.570 | 139.170 | ||
2673 | 2010.08.06 15:37 | s/l | 1231 | 0.10 | 135.549 | 135.570 | 139.170 | -8380.00 | 3379100.00 |
2674 | 2010.08.09 18:45 | buy | 1232 | 0.10 | 136.969 | 136.565 | 139.945 | ||
2675 | 2010.08.09 19:30 | s/l | 1232 | 0.10 | 136.555 | 136.565 | 139.945 | -4140.00 | 3374960.00 |
2676 | 2010.08.10 04:00 | sell | 1233 | 0.10 | 135.946 | 136.330 | 132.950 | ||
2677 | 2010.08.10 06:00 | sell | 1234 | 0.10 | 135.740 | 136.535 | 132.935 | ||
2678 | 2010.08.11 03:45 | modify | 1233 | 0.10 | 135.946 | 135.660 | 132.950 | ||
2679 | 2010.08.11 10:22 | t/p | 1230 | 0.10 | 134.350 | 137.795 | 134.355 | 16820.00 | 3391780.00 |
2680 | 2010.08.11 13:00 | modify | 1234 | 0.10 | 135.740 | 134.680 | 132.935 | ||
2681 | 2010.08.11 17:16 | t/p | 1233 | 0.10 | 132.954 | 135.660 | 132.950 | 29920.00 | 3421700.00 |
2682 | 2010.08.11 17:16 | t/p | 1234 | 0.10 | 132.916 | 134.680 | 132.935 | 28240.00 | 3449940.00 |
2683 | 2010.08.12 17:15 | sell | 1235 | 0.10 | 133.751 | 134.560 | 130.960 | ||
2684 | 2010.08.13 05:37 | s/l | 1235 | 0.10 | 134.570 | 134.560 | 130.960 | -8190.00 | 3441750.00 |
2685 | 2010.08.17 02:45 | buy | 1236 | 0.10 | 133.416 | 132.595 | 136.195 | ||
2686 | 2010.08.18 04:00 | sell | 1237 | 0.10 | 132.879 | 133.255 | 129.875 | ||
2687 | 2010.08.18 06:30 | close | 1236 | 0.10 | 132.738 | 132.595 | 136.195 | -6780.00 | 3434970.00 |
2688 | 2010.08.18 06:30 | sell | 1238 | 0.10 | 132.738 | 133.690 | 129.340 | ||
2689 | 2010.08.18 11:15 | close | 1237 | 0.10 | 132.998 | 133.255 | 129.875 | -1190.00 | 3433780.00 |
2690 | 2010.08.18 15:17 | s/l | 1238 | 0.10 | 133.699 | 133.690 | 129.340 | -9610.00 | 3424170.00 |
2691 | 2010.08.19 03:00 | sell | 1239 | 0.10 | 132.952 | 133.540 | 130.560 | ||
2692 | 2010.08.19 04:59 | s/l | 1239 | 0.10 | 133.541 | 133.540 | 130.560 | -5890.00 | 3418280.00 |
2693 | 2010.08.19 16:00 | sell | 1240 | 0.10 | 133.534 | 134.105 | 131.125 | ||
2694 | 2010.08.20 09:00 | sell | 1241 | 0.10 | 132.672 | 133.055 | 129.675 | ||
2695 | 2010.08.20 17:44 | s/l | 1241 | 0.10 | 133.065 | 133.055 | 129.675 | -3930.00 | 3414350.00 |
2696 | 2010.08.23 10:45 | sell | 1242 | 0.10 | 132.866 | 133.660 | 130.060 | ||
2697 | 2010.08.23 14:30 | sell | 1243 | 0.10 | 132.418 | 132.805 | 129.425 | ||
2698 | 2010.08.23 16:00 | sell | 1244 | 0.10 | 132.294 | 132.845 | 127.495 | ||
2699 | 2010.08.24 05:30 | modify | 1243 | 0.10 | 132.418 | 132.135 | 129.425 | ||
2700 | 2010.08.24 07:09 | t/p | 1240 | 0.10 | 131.125 | 134.105 | 131.125 | 24090.00 | 3438440.00 |