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 |
2701 | 2010.08.24 10:00 | modify | 1242 | 0.10 | 132.866 | 131.715 | 130.060 | ||
2702 | 2010.08.24 10:59 | t/p | 1242 | 0.10 | 130.068 | 131.715 | 130.060 | 27980.00 | 3466420.00 |
2703 | 2010.08.24 10:59 | sell | 1245 | 0.10 | 130.040 | 131.350 | 127.000 | ||
2704 | 2010.08.24 15:19 | t/p | 1243 | 0.10 | 129.429 | 132.135 | 129.425 | 29890.00 | 3496310.00 |
2705 | 2010.08.24 16:00 | close | 1244 | 0.10 | 129.277 | 132.845 | 127.495 | 30170.00 | 3526480.00 |
2706 | 2010.08.26 03:05 | s/l | 1245 | 0.10 | 131.351 | 131.350 | 127.000 | -13110.00 | 3513370.00 |
2707 | 2010.08.26 08:00 | buy | 1246 | 0.10 | 131.784 | 128.790 | 133.470 | ||
2708 | 2010.08.27 08:00 | buy | 1247 | 0.10 | 131.484 | 130.910 | 136.260 | ||
2709 | 2010.08.27 17:01 | s/l | 1247 | 0.10 | 130.891 | 130.910 | 136.260 | -5930.00 | 3507440.00 |
2710 | 2010.08.27 20:00 | buy | 1248 | 0.10 | 132.335 | 131.750 | 137.100 | ||
2711 | 2010.08.30 04:41 | t/p | 1246 | 0.10 | 133.476 | 128.790 | 133.470 | 16920.00 | 3524360.00 |
2712 | 2010.08.30 06:00 | buy | 1249 | 0.10 | 133.560 | 129.560 | 135.240 | ||
2713 | 2010.08.30 13:03 | s/l | 1248 | 0.10 | 131.749 | 131.750 | 137.100 | -5860.00 | 3518500.00 |
2714 | 2010.08.31 09:42 | s/l | 1249 | 0.10 | 129.550 | 129.560 | 135.240 | -40100.00 | 3478400.00 |
2715 | 2010.09.01 11:00 | buy | 1250 | 0.10 | 129.633 | 128.800 | 132.400 | ||
2716 | 2010.09.01 11:37 | s/l | 1250 | 0.10 | 128.793 | 128.800 | 132.400 | -8400.00 | 3470000.00 |
2717 | 2010.09.03 17:00 | buy | 1251 | 0.10 | 130.751 | 128.675 | 132.635 | ||
2718 | 2010.09.07 13:02 | s/l | 1251 | 0.10 | 128.659 | 128.675 | 132.635 | -20920.00 | 3449080.00 |
2719 | 2010.09.07 15:30 | sell | 1252 | 0.10 | 128.184 | 129.140 | 124.790 | ||
2720 | 2010.09.07 16:00 | sell | 1253 | 0.10 | 128.079 | 128.635 | 123.285 | ||
2721 | 2010.09.07 21:15 | s/l | 1253 | 0.10 | 128.630 | 128.635 | 123.285 | -5510.00 | 3443570.00 |
2722 | 2010.09.08 08:00 | sell | 1254 | 0.10 | 128.363 | 128.910 | 123.560 | ||
2723 | 2010.09.08 10:00 | close | 1252 | 0.10 | 128.771 | 129.140 | 124.790 | -5870.00 | 3437700.00 |
2724 | 2010.09.08 10:00 | buy | 1255 | 0.10 | 128.757 | 127.945 | 131.545 | ||
2725 | 2010.09.08 10:00 | s/l | 1254 | 0.10 | 128.922 | 128.910 | 123.560 | -5590.00 | 3432110.00 |
2726 | 2010.09.09 16:00 | buy | 1256 | 0.10 | 129.105 | 128.520 | 133.870 | ||
2727 | 2010.09.10 06:15 | close | 1255 | 0.10 | 129.668 | 127.945 | 131.545 | 9110.00 | 3441220.00 |
2728 | 2010.09.10 16:45 | sell | 1257 | 0.10 | 129.491 | 130.285 | 126.685 | ||
2729 | 2010.09.13 11:15 | buy | 1258 | 0.10 | 130.005 | 129.605 | 132.985 | ||
2730 | 2010.09.13 13:01 | s/l | 1258 | 0.10 | 129.603 | 129.605 | 132.985 | -4020.00 | 3437200.00 |
2731 | 2010.09.13 20:15 | sell | 1259 | 0.10 | 129.054 | 129.440 | 126.060 | ||
2732 | 2010.09.13 21:00 | sell | 1260 | 0.10 | 128.839 | 129.410 | 126.430 | ||
2733 | 2010.09.14 03:03 | s/l | 1256 | 0.10 | 128.516 | 128.520 | 133.870 | -5890.00 | 3431310.00 |
2734 | 2010.09.14 09:00 | close | 1260 | 0.10 | 128.584 | 129.410 | 126.430 | 2550.00 | 3433860.00 |
2735 | 2010.09.14 11:45 | modify | 1259 | 0.10 | 129.054 | 128.825 | 126.060 | ||
2736 | 2010.09.14 11:45 | close | 1259 | 0.10 | 128.531 | 128.825 | 126.060 | 5230.00 | 3439090.00 |
2737 | 2010.09.14 13:00 | close | 1257 | 0.10 | 128.336 | 130.285 | 126.685 | 11550.00 | 3450640.00 |
2738 | 2010.09.14 18:30 | buy | 1261 | 0.10 | 128.987 | 128.165 | 131.765 | ||
2739 | 2010.09.15 06:30 | modify | 1261 | 0.10 | 128.987 | 130.240 | 131.765 | ||
2740 | 2010.09.15 07:44 | t/p | 1261 | 0.10 | 131.768 | 130.240 | 131.765 | 27810.00 | 3478450.00 |
2741 | 2010.09.15 09:00 | buy | 1262 | 0.10 | 131.669 | 127.650 | 133.345 | ||
2742 | 2010.09.15 10:00 | close | 1262 | 0.10 | 131.449 | 127.650 | 133.345 | -2200.00 | 3476250.00 |
2743 | 2010.09.15 10:00 | buy | 1263 | 0.10 | 131.471 | 127.645 | 133.155 | ||
2744 | 2010.09.15 11:00 | close | 1263 | 0.10 | 132.579 | 127.645 | 133.155 | 11080.00 | 3487330.00 |
2745 | 2010.09.15 18:00 | buy | 1264 | 0.10 | 133.923 | 132.950 | 137.300 | ||
2746 | 2010.09.16 20:00 | buy | 1265 | 0.10 | 133.969 | 133.385 | 138.735 | ||
2747 | 2010.09.17 14:15 | close | 1264 | 0.10 | 134.454 | 132.950 | 137.300 | 5310.00 | 3492640.00 |
2748 | 2010.09.20 12:23 | s/l | 1265 | 0.10 | 133.384 | 133.385 | 138.735 | -5850.00 | 3486790.00 |
2749 | 2010.09.22 11:45 | buy | 1266 | 0.10 | 132.617 | 131.790 | 135.390 | ||
2750 | 2010.09.22 15:15 | sell | 1267 | 0.10 | 132.281 | 132.655 | 129.275 | ||
2751 | 2010.09.22 18:29 | s/l | 1266 | 0.10 | 131.797 | 131.790 | 135.390 | -8200.00 | 3478590.00 |
2752 | 2010.09.23 13:13 | s/l | 1267 | 0.10 | 132.649 | 132.655 | 129.275 | -3680.00 | 3474910.00 |
2753 | 2010.09.23 18:00 | sell | 1268 | 0.10 | 132.487 | 133.280 | 129.680 | ||
2754 | 2010.09.23 23:00 | sell | 1269 | 0.10 | 132.179 | 132.765 | 129.785 | ||
2755 | 2010.09.24 00:14 | close | 1269 | 0.10 | 132.295 | 132.765 | 129.785 | -1160.00 | 3473750.00 |
2756 | 2010.09.24 00:14 | buy | 1270 | 0.10 | 132.298 | 131.675 | 134.655 | ||
2757 | 2010.09.24 00:30 | close | 1268 | 0.10 | 132.377 | 133.280 | 129.680 | 1100.00 | 3474850.00 |
2758 | 2010.09.24 00:30 | buy | 1271 | 0.10 | 132.370 | 131.555 | 135.155 | ||
2759 | 2010.09.24 07:30 | close | 1271 | 0.10 | 133.446 | 131.555 | 135.155 | 10760.00 | 3485610.00 |
2760 | 2010.09.24 07:30 | sell | 1272 | 0.10 | 133.450 | 134.255 | 130.655 | ||
2761 | 2010.09.24 08:00 | close | 1270 | 0.10 | 133.540 | 131.675 | 134.655 | 12420.00 | 3498030.00 |
2762 | 2010.09.24 09:00 | buy | 1273 | 0.10 | 133.083 | 129.090 | 134.770 | ||
2763 | 2010.09.24 15:45 | buy | 1274 | 0.10 | 133.105 | 132.700 | 136.080 | ||
2764 | 2010.09.24 18:00 | buy | 1275 | 0.10 | 133.219 | 132.600 | 135.580 | ||
2765 | 2010.09.27 17:00 | close | 1275 | 0.10 | 133.284 | 132.600 | 135.580 | 650.00 | 3498680.00 |
2766 | 2010.09.28 03:45 | close | 1272 | 0.10 | 133.386 | 134.255 | 130.655 | 640.00 | 3499320.00 |
2767 | 2010.09.28 10:45 | buy | 1276 | 0.10 | 133.072 | 132.250 | 135.850 | ||
2768 | 2010.09.28 13:15 | close | 1276 | 0.10 | 133.510 | 132.250 | 135.850 | 4380.00 | 3503700.00 |
2769 | 2010.09.28 13:15 | sell | 1277 | 0.10 | 133.513 | 134.320 | 130.720 | ||
2770 | 2010.09.28 15:45 | close | 1277 | 0.10 | 133.409 | 134.320 | 130.720 | 1040.00 | 3504740.00 |
2771 | 2010.09.28 15:45 | buy | 1278 | 0.10 | 133.415 | 132.585 | 136.185 | ||
2772 | 2010.09.28 16:25 | s/l | 1274 | 0.10 | 132.684 | 132.700 | 136.080 | -4210.00 | 3500530.00 |
2773 | 2010.09.28 16:26 | s/l | 1278 | 0.10 | 132.571 | 132.585 | 136.185 | -8440.00 | 3492090.00 |
2774 | 2010.09.30 12:45 | sell | 1279 | 0.10 | 132.295 | 133.095 | 129.495 | ||
2775 | 2010.09.30 15:30 | sell | 1280 | 0.10 | 131.746 | 131.990 | 128.610 | ||
2776 | 2010.10.01 12:30 | s/l | 1280 | 0.10 | 131.999 | 131.990 | 128.610 | -2530.00 | 3489560.00 |
2777 | 2010.10.04 09:00 | close | 1279 | 0.10 | 131.752 | 133.095 | 129.495 | 5430.00 | 3494990.00 |
2778 | 2010.10.05 07:45 | buy | 1281 | 0.10 | 132.650 | 132.235 | 135.615 | ||
2779 | 2010.10.05 08:08 | s/l | 1281 | 0.10 | 132.196 | 132.235 | 135.615 | -4540.00 | 3490450.00 |
2780 | 2010.10.05 08:30 | buy | 1282 | 0.10 | 132.450 | 132.035 | 135.415 | ||
2781 | 2010.10.05 11:11 | s/l | 1282 | 0.10 | 132.031 | 132.035 | 135.415 | -4190.00 | 3486260.00 |
2782 | 2010.10.05 11:30 | buy | 1283 | 0.10 | 132.500 | 132.100 | 135.480 | ||
2783 | 2010.10.05 16:30 | s/l | 1283 | 0.10 | 132.092 | 132.100 | 135.480 | -4080.00 | 3482180.00 |
2784 | 2010.10.06 15:00 | sell | 1284 | 0.10 | 131.809 | 132.385 | 129.405 | ||
2785 | 2010.10.07 03:45 | sell | 1285 | 0.10 | 131.482 | 131.865 | 128.485 | ||
2786 | 2010.10.07 13:00 | close | 1284 | 0.10 | 131.464 | 132.385 | 129.405 | 3450.00 | 3485630.00 |
2787 | 2010.10.07 14:01 | s/l | 1285 | 0.10 | 131.881 | 131.865 | 128.485 | -3990.00 | 3481640.00 |
2788 | 2010.10.08 11:30 | sell | 1286 | 0.10 | 130.324 | 131.265 | 126.915 | ||
2789 | 2010.10.12 07:00 | sell | 1287 | 0.10 | 130.215 | 130.605 | 127.225 | ||
2790 | 2010.10.12 07:45 | close | 1286 | 0.10 | 130.281 | 131.265 | 126.915 | 430.00 | 3482070.00 |
2791 | 2010.10.12 09:00 | sell | 1288 | 0.10 | 129.980 | 130.565 | 127.585 | ||
2792 | 2010.10.12 16:30 | sell | 1289 | 0.10 | 129.623 | 130.570 | 126.220 | ||
2793 | 2010.10.12 17:59 | s/l | 1273 | 0.10 | 129.090 | 129.090 | 134.770 | -39930.00 | 3442140.00 |
2794 | 2010.10.12 18:15 | modify | 1287 | 0.10 | 130.215 | 129.990 | 127.225 | ||
2795 | 2010.10.13 10:57 | s/l | 1287 | 0.10 | 129.999 | 129.990 | 127.225 | 2160.00 | 3444300.00 |
2796 | 2010.10.13 16:00 | sell | 1290 | 0.10 | 129.553 | 130.105 | 124.755 | ||
2797 | 2010.10.13 19:35 | s/l | 1290 | 0.10 | 130.107 | 130.105 | 124.755 | -5540.00 | 3438760.00 |
2798 | 2010.10.14 12:45 | close | 1289 | 0.10 | 130.099 | 130.570 | 126.220 | -4760.00 | 3434000.00 |
2799 | 2010.10.15 15:36 | s/l | 1288 | 0.10 | 130.557 | 130.565 | 127.585 | -5770.00 | 3428230.00 |
2800 | 2010.10.15 16:00 | sell | 1291 | 0.10 | 130.370 | 131.180 | 127.580 | ||
2801 | 2010.10.15 16:15 | buy | 1292 | 0.10 | 130.636 | 130.240 | 133.620 | ||
2802 | 2010.10.15 17:59 | s/l | 1292 | 0.10 | 130.239 | 130.240 | 133.620 | -3970.00 | 3424260.00 |
2803 | 2010.10.18 08:15 | sell | 1293 | 0.10 | 129.377 | 129.755 | 126.375 | ||
2804 | 2010.10.18 09:00 | sell | 1294 | 0.10 | 129.282 | 129.860 | 126.880 | ||
2805 | 2010.10.18 12:00 | sell | 1295 | 0.10 | 128.853 | 129.405 | 124.055 | ||
2806 | 2010.10.18 15:24 | s/l | 1295 | 0.10 | 129.396 | 129.405 | 124.055 | -5430.00 | 3418830.00 |
2807 | 2010.10.19 12:00 | sell | 1296 | 0.10 | 128.777 | 129.325 | 123.975 | ||
2808 | 2010.10.19 12:15 | close | 1291 | 0.10 | 128.788 | 131.180 | 127.580 | 15820.00 | 3434650.00 |
2809 | 2010.10.19 13:15 | sell | 1297 | 0.10 | 128.601 | 129.545 | 125.195 | ||
2810 | 2010.10.19 19:30 | modify | 1293 | 0.10 | 129.377 | 129.165 | 126.375 | ||
2811 | 2010.10.20 09:30 | close | 1293 | 0.10 | 127.881 | 129.165 | 126.375 | 14960.00 | 3449610.00 |
2812 | 2010.10.21 09:30 | close | 1297 | 0.10 | 128.085 | 129.545 | 125.195 | 5160.00 | 3454770.00 |
2813 | 2010.10.21 10:00 | sell | 1298 | 0.10 | 127.779 | 128.585 | 124.985 | ||
2814 | 2010.10.21 12:00 | close | 1296 | 0.10 | 127.965 | 129.325 | 123.975 | 8120.00 | 3462890.00 |
2815 | 2010.10.21 12:00 | buy | 1299 | 0.10 | 127.948 | 127.385 | 132.735 | ||
2816 | 2010.10.21 12:00 | close | 1294 | 0.10 | 127.951 | 129.860 | 126.880 | 13310.00 | 3476200.00 |
2817 | 2010.10.22 08:00 | close | 1298 | 0.10 | 127.744 | 128.585 | 124.985 | 350.00 | 3476550.00 |
2818 | 2010.10.22 08:00 | buy | 1300 | 0.10 | 127.739 | 126.920 | 130.520 | ||
2819 | 2010.10.22 10:12 | s/l | 1299 | 0.10 | 127.378 | 127.385 | 132.735 | -5700.00 | 3470850.00 |
2820 | 2010.10.25 09:00 | sell | 1301 | 0.10 | 127.298 | 127.687 | 124.307 | ||
2821 | 2010.10.25 10:15 | close | 1300 | 0.10 | 127.084 | 126.920 | 130.520 | -6550.00 | 3464300.00 |
2822 | 2010.10.25 10:15 | sell | 1302 | 0.10 | 127.088 | 128.037 | 123.687 | ||
2823 | 2010.10.25 12:00 | sell | 1303 | 0.10 | 126.638 | 127.198 | 121.848 | ||
2824 | 2010.10.25 20:45 | s/l | 1303 | 0.10 | 127.195 | 127.198 | 121.848 | -5570.00 | 3458730.00 |
2825 | 2010.10.25 20:45 | sell | 1304 | 0.10 | 127.186 | 127.504 | 122.154 | ||
2826 | 2010.10.26 09:32 | s/l | 1304 | 0.10 | 127.504 | 127.504 | 122.154 | -3180.00 | 3455550.00 |
2827 | 2010.10.26 09:32 | sell | 1305 | 0.10 | 127.465 | 127.616 | 122.266 | ||
2828 | 2010.10.26 10:09 | s/l | 1305 | 0.10 | 127.615 | 127.616 | 122.266 | -1500.00 | 3454050.00 |
2829 | 2010.10.26 10:31 | s/l | 1301 | 0.10 | 127.695 | 127.687 | 124.307 | -3970.00 | 3450080.00 |
2830 | 2010.10.26 10:45 | s/l | 1302 | 0.10 | 128.043 | 128.037 | 123.687 | -9550.00 | 3440530.00 |
2831 | 2010.10.26 13:00 | buy | 1306 | 0.10 | 128.473 | 126.448 | 130.149 | ||
2832 | 2010.10.28 13:45 | buy | 1307 | 0.10 | 129.190 | 128.366 | 131.966 | ||
2833 | 2010.10.29 04:00 | close | 1307 | 0.10 | 128.929 | 128.366 | 131.966 | -2610.00 | 3437920.00 |
2834 | 2010.10.29 04:00 | sell | 1308 | 0.10 | 128.939 | 129.736 | 126.136 | ||
2835 | 2010.10.29 05:00 | sell | 1309 | 0.10 | 128.707 | 129.277 | 126.297 | ||
2836 | 2010.10.29 10:00 | sell | 1310 | 0.10 | 128.306 | 128.696 | 125.316 | ||
2837 | 2010.10.29 12:00 | close | 1309 | 0.10 | 128.489 | 129.277 | 126.297 | 2180.00 | 3440100.00 |
2838 | 2010.10.29 13:56 | s/l | 1310 | 0.10 | 128.691 | 128.696 | 125.316 | -3850.00 | 3436250.00 |
2839 | 2010.10.29 16:30 | close | 1308 | 0.10 | 128.986 | 129.736 | 126.136 | -470.00 | 3435780.00 |
2840 | 2010.10.29 16:30 | buy | 1311 | 0.10 | 128.973 | 128.156 | 131.756 | ||
2841 | 2010.11.01 03:00 | t/p | 1306 | 0.10 | 130.157 | 126.448 | 130.149 | 16840.00 | 3452620.00 |
2842 | 2010.11.01 03:16 | buy | 1312 | 0.10 | 129.592 | 129.126 | 132.506 | ||
2843 | 2010.11.01 04:00 | buy | 1313 | 0.10 | 129.427 | 128.837 | 131.817 | ||
2844 | 2010.11.01 05:00 | buy | 1314 | 0.10 | 129.505 | 126.463 | 131.184 | ||
2845 | 2010.11.01 10:46 | s/l | 1312 | 0.10 | 129.122 | 129.126 | 132.506 | -4700.00 | 3447920.00 |
2846 | 2010.11.01 11:00 | close | 1313 | 0.10 | 129.039 | 128.837 | 131.817 | -3880.00 | 3444040.00 |
2847 | 2010.11.01 13:00 | buy | 1315 | 0.10 | 129.220 | 128.620 | 131.600 | ||
2848 | 2010.11.02 12:15 | buy | 1316 | 0.10 | 129.680 | 129.279 | 132.659 | ||
2849 | 2010.11.02 12:41 | s/l | 1316 | 0.10 | 129.281 | 129.279 | 132.659 | -3990.00 | 3440050.00 |
2850 | 2010.11.02 12:45 | close | 1311 | 0.10 | 129.289 | 128.156 | 131.756 | 3160.00 | 3443210.00 |