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 |
2851 | 2010.11.02 13:00 | close | 1315 | 0.10 | 128.976 | 128.620 | 131.600 | -2440.00 | 3440770.00 |
2852 | 2010.11.03 12:00 | buy | 1317 | 0.10 | 129.617 | 129.216 | 132.596 | ||
2853 | 2010.11.03 13:00 | buy | 1318 | 0.10 | 130.302 | 129.479 | 133.079 | ||
2854 | 2010.11.03 15:00 | buy | 1319 | 0.10 | 130.504 | 129.906 | 132.886 | ||
2855 | 2010.11.03 16:45 | modify | 1317 | 0.10 | 129.617 | 129.831 | 132.596 | ||
2856 | 2010.11.03 17:00 | t/p | 1314 | 0.10 | 131.202 | 126.463 | 131.184 | 16970.00 | 3457740.00 |
2857 | 2010.11.03 18:00 | buy | 1320 | 0.10 | 130.958 | 126.954 | 132.634 | ||
2858 | 2010.11.05 09:15 | close | 1318 | 0.10 | 131.138 | 129.479 | 133.079 | 8360.00 | 3466100.00 |
2859 | 2010.11.05 09:15 | buy | 1321 | 0.10 | 131.121 | 130.838 | 136.188 | ||
2860 | 2010.11.05 10:12 | s/l | 1321 | 0.10 | 130.847 | 130.838 | 136.188 | -2740.00 | 3463360.00 |
2861 | 2010.11.05 12:00 | buy | 1322 | 0.10 | 130.767 | 129.945 | 133.545 | ||
2862 | 2010.11.05 13:15 | close | 1317 | 0.10 | 130.670 | 129.831 | 132.596 | 10530.00 | 3473890.00 |
2863 | 2010.11.05 16:00 | buy | 1323 | 0.10 | 131.744 | 131.177 | 136.527 | ||
2864 | 2010.11.08 04:00 | s/l | 1323 | 0.10 | 131.182 | 131.177 | 136.527 | -5620.00 | 3468270.00 |
2865 | 2010.11.08 04:45 | close | 1322 | 0.10 | 130.897 | 129.945 | 133.545 | 1300.00 | 3469570.00 |
2866 | 2010.11.08 04:45 | sell | 1324 | 0.10 | 130.885 | 131.687 | 128.087 | ||
2867 | 2010.11.09 00:00 | close | 1319 | 0.10 | 130.958 | 129.906 | 132.886 | 4540.00 | 3474110.00 |
2868 | 2010.11.10 01:00 | close | 1324 | 0.10 | 130.472 | 131.687 | 128.087 | 4130.00 | 3478240.00 |
2869 | 2010.11.10 14:45 | buy | 1325 | 0.10 | 132.509 | 131.537 | 135.887 | ||
2870 | 2010.11.10 15:45 | t/p | 1320 | 0.10 | 132.630 | 126.954 | 132.634 | 16720.00 | 3494960.00 |
2871 | 2010.11.10 20:00 | buy | 1326 | 0.10 | 132.752 | 132.182 | 137.532 | ||
2872 | 2010.11.11 18:30 | close | 1325 | 0.10 | 133.015 | 131.537 | 135.887 | 5060.00 | 3500020.00 |
2873 | 2010.11.11 18:30 | sell | 1327 | 0.10 | 133.017 | 133.816 | 130.216 | ||
2874 | 2010.11.12 08:01 | s/l | 1326 | 0.10 | 132.170 | 132.182 | 137.532 | -5820.00 | 3494200.00 |
2875 | 2010.11.12 18:45 | close | 1327 | 0.10 | 133.243 | 133.816 | 130.216 | -2260.00 | 3491940.00 |
2876 | 2010.11.12 18:45 | buy | 1328 | 0.10 | 133.238 | 132.259 | 136.609 | ||
2877 | 2010.11.12 20:00 | buy | 1329 | 0.10 | 133.218 | 132.637 | 137.987 | ||
2878 | 2010.11.15 16:00 | close | 1328 | 0.10 | 133.463 | 132.259 | 136.609 | 2250.00 | 3494190.00 |
2879 | 2010.11.15 16:00 | sell | 1330 | 0.10 | 133.461 | 134.267 | 130.667 | ||
2880 | 2010.11.16 17:35 | s/l | 1329 | 0.10 | 132.620 | 132.637 | 137.987 | -5980.00 | 3488210.00 |
2881 | 2010.11.16 19:00 | sell | 1331 | 0.10 | 132.464 | 135.065 | 130.785 | ||
2882 | 2010.11.17 12:15 | close | 1330 | 0.10 | 132.763 | 134.267 | 130.667 | 6980.00 | 3495190.00 |
2883 | 2010.11.17 15:45 | buy | 1332 | 0.10 | 132.581 | 131.766 | 135.366 | ||
2884 | 2010.11.18 20:00 | buy | 1333 | 0.10 | 133.999 | 133.437 | 138.787 | ||
2885 | 2010.11.19 12:00 | close | 1332 | 0.10 | 133.852 | 131.766 | 135.366 | 12710.00 | 3507900.00 |
2886 | 2010.11.19 15:14 | s/l | 1333 | 0.10 | 133.428 | 133.437 | 138.787 | -5710.00 | 3502190.00 |
2887 | 2010.11.19 15:14 | buy | 1334 | 0.10 | 133.452 | 133.296 | 138.646 | ||
2888 | 2010.11.19 15:21 | s/l | 1334 | 0.10 | 133.277 | 133.296 | 138.646 | -1750.00 | 3500440.00 |
2889 | 2010.11.24 13:15 | buy | 1335 | 0.10 | 131.546 | 130.715 | 134.315 | ||
2890 | 2010.11.25 18:00 | close | 1335 | 0.10 | 131.711 | 130.715 | 134.315 | 1650.00 | 3502090.00 |
2891 | 2010.11.25 18:00 | sell | 1336 | 0.10 | 131.723 | 132.520 | 128.920 | ||
2892 | 2010.11.26 13:00 | sell | 1337 | 0.10 | 131.248 | 131.627 | 128.247 | ||
2893 | 2010.11.26 14:09 | s/l | 1337 | 0.10 | 131.621 | 131.627 | 128.247 | -3730.00 | 3498360.00 |
2894 | 2010.11.26 15:15 | sell | 1338 | 0.10 | 131.264 | 131.645 | 128.265 | ||
2895 | 2010.11.26 16:00 | sell | 1339 | 0.10 | 131.106 | 131.690 | 128.710 | ||
2896 | 2010.11.26 19:00 | close | 1339 | 0.10 | 131.314 | 131.690 | 128.710 | -2080.00 | 3496280.00 |
2897 | 2010.11.29 03:00 | sell | 1340 | 0.10 | 131.012 | 131.587 | 128.607 | ||
2898 | 2010.11.29 04:00 | close | 1340 | 0.10 | 131.160 | 131.587 | 128.607 | -1480.00 | 3494800.00 |
2899 | 2010.11.29 11:00 | sell | 1341 | 0.10 | 130.900 | 131.487 | 128.507 | ||
2900 | 2010.11.29 14:15 | close | 1336 | 0.10 | 131.219 | 132.520 | 128.920 | 5040.00 | 3499840.00 |
2901 | 2010.11.29 17:15 | buy | 1342 | 0.10 | 131.164 | 130.346 | 133.946 | ||
2902 | 2010.11.30 06:04 | t/p | 1331 | 0.10 | 130.779 | 135.065 | 130.785 | 16850.00 | 3516690.00 |
2903 | 2010.11.30 10:51 | s/l | 1342 | 0.10 | 130.341 | 130.346 | 133.946 | -8230.00 | 3508460.00 |
2904 | 2010.11.30 12:45 | modify | 1338 | 0.10 | 131.264 | 131.037 | 128.265 | ||
2905 | 2010.11.30 16:00 | sell | 1343 | 0.10 | 129.347 | 130.303 | 125.953 | ||
2906 | 2010.11.30 16:30 | close | 1338 | 0.10 | 129.483 | 131.037 | 128.265 | 17810.00 | 3526270.00 |
2907 | 2010.11.30 17:00 | close | 1341 | 0.10 | 129.966 | 131.487 | 128.507 | 9340.00 | 3535610.00 |
2908 | 2010.11.30 17:59 | s/l | 1343 | 0.10 | 130.322 | 130.303 | 125.953 | -9750.00 | 3525860.00 |
2909 | 2010.12.01 10:00 | buy | 1344 | 0.10 | 130.230 | 129.401 | 133.001 | ||
2910 | 2010.12.03 06:15 | close | 1344 | 0.10 | 130.496 | 129.401 | 133.001 | 2660.00 | 3528520.00 |
2911 | 2010.12.03 16:45 | buy | 1345 | 0.10 | 129.887 | 129.051 | 132.651 | ||
2912 | 2010.12.06 11:45 | sell | 1346 | 0.10 | 129.678 | 130.056 | 126.676 | ||
2913 | 2010.12.06 14:10 | s/l | 1346 | 0.10 | 130.061 | 130.056 | 126.676 | -3830.00 | 3524690.00 |
2914 | 2010.12.07 13:00 | close | 1345 | 0.10 | 130.468 | 129.051 | 132.651 | 5810.00 | 3530500.00 |
2915 | 2010.12.14 12:15 | sell | 1347 | 0.10 | 132.031 | 132.417 | 129.037 | ||
2916 | 2010.12.14 14:00 | sell | 1348 | 0.10 | 131.513 | 134.236 | 129.840 | ||
2917 | 2010.12.14 17:15 | close | 1347 | 0.10 | 131.730 | 132.417 | 129.037 | 3010.00 | 3533510.00 |
2918 | 2010.12.17 11:45 | sell | 1349 | 0.10 | 130.835 | 131.220 | 127.840 | ||
2919 | 2010.12.20 13:00 | buy | 1350 | 0.10 | 130.483 | 129.657 | 133.257 | ||
2920 | 2010.12.20 15:30 | close | 1349 | 0.10 | 130.318 | 131.220 | 127.840 | 5170.00 | 3538680.00 |
2921 | 2010.12.20 17:12 | t/p | 1348 | 0.10 | 129.843 | 134.236 | 129.840 | 16700.00 | 3555380.00 |
2922 | 2010.12.20 17:17 | s/l | 1350 | 0.10 | 129.647 | 129.657 | 133.257 | -8360.00 | 3547020.00 |
2923 | 2010.12.21 12:00 | sell | 1351 | 0.10 | 129.714 | 130.086 | 126.706 | ||
2924 | 2010.12.22 10:00 | sell | 1352 | 0.10 | 129.398 | 129.985 | 127.005 | ||
2925 | 2010.12.22 11:30 | sell | 1353 | 0.10 | 128.996 | 130.026 | 125.676 | ||
2926 | 2010.12.22 12:00 | sell | 1354 | 0.10 | 129.063 | 129.617 | 124.267 | ||
2927 | 2010.12.22 16:45 | modify | 1351 | 0.10 | 129.714 | 129.349 | 126.706 | ||
2928 | 2010.12.23 13:15 | close | 1351 | 0.10 | 127.667 | 129.349 | 126.706 | 20470.00 | 3567490.00 |
2929 | 2010.12.23 15:00 | close | 1352 | 0.10 | 128.290 | 129.985 | 127.005 | 11080.00 | 3578570.00 |
2930 | 2010.12.24 07:45 | close | 1353 | 0.10 | 128.054 | 130.026 | 125.676 | 9420.00 | 3587990.00 |
2931 | 2010.12.27 00:16 | buy | 1355 | 0.10 | 128.009 | 127.141 | 130.741 | ||
2932 | 2010.12.27 15:45 | sell | 1356 | 0.10 | 127.583 | 127.966 | 124.586 | ||
2933 | 2010.12.28 02:15 | s/l | 1356 | 0.10 | 127.970 | 127.966 | 124.586 | -3870.00 | 3584120.00 |
2934 | 2010.12.28 10:00 | sell | 1357 | 0.10 | 127.176 | 127.753 | 124.773 | ||
2935 | 2010.12.28 10:00 | close | 1355 | 0.10 | 127.171 | 127.141 | 130.741 | -8380.00 | 3575740.00 |
2936 | 2010.12.28 10:00 | sell | 1358 | 0.10 | 127.166 | 128.123 | 123.773 | ||
2937 | 2010.12.28 11:15 | sell | 1359 | 0.10 | 127.168 | 127.547 | 124.167 | ||
2938 | 2010.12.30 06:15 | close | 1358 | 0.10 | 126.297 | 128.123 | 123.773 | 8690.00 | 3584430.00 |
2939 | 2010.12.30 12:30 | close | 1359 | 0.10 | 126.001 | 127.547 | 124.167 | 11670.00 | 3596100.00 |
2940 | 2010.12.30 12:30 | sell | 1360 | 0.10 | 125.966 | 126.347 | 122.967 | ||
2941 | 2010.12.30 12:45 | sell | 1361 | 0.10 | 125.841 | 126.786 | 122.436 | ||
2942 | 2010.12.30 16:57 | s/l | 1360 | 0.10 | 126.359 | 126.347 | 122.967 | -3930.00 | 3592170.00 |
2943 | 2010.12.30 17:00 | close | 1357 | 0.10 | 126.521 | 127.753 | 124.773 | 6550.00 | 3598720.00 |
2944 | 2010.12.30 17:00 | close | 1361 | 0.10 | 126.510 | 126.786 | 122.436 | -6690.00 | 3592030.00 |
2945 | 2010.12.30 18:00 | sell | 1362 | 0.10 | 125.821 | 126.198 | 122.818 | ||
2946 | 2010.12.31 12:20 | s/l | 1362 | 0.10 | 126.199 | 126.198 | 122.818 | -3780.00 | 3588250.00 |
2947 | 2011.01.03 16:00 | close | 1354 | 0.10 | 126.375 | 129.617 | 124.267 | 26880.00 | 3615130.00 |
2948 | 2011.01.03 16:00 | buy | 1363 | 0.10 | 126.381 | 125.788 | 131.138 | ||
2949 | 2011.01.04 04:00 | buy | 1364 | 0.10 | 126.841 | 126.231 | 129.211 | ||
2950 | 2011.01.04 04:45 | buy | 1365 | 0.10 | 126.880 | 126.477 | 129.857 | ||
2951 | 2011.01.04 05:00 | buy | 1366 | 0.10 | 126.943 | 125.499 | 128.613 | ||
2952 | 2011.01.04 11:45 | modify | 1365 | 0.10 | 126.880 | 127.208 | 129.857 | ||
2953 | 2011.01.05 07:00 | close | 1364 | 0.10 | 127.564 | 126.231 | 129.211 | 7230.00 | 3622360.00 |
2954 | 2011.01.05 15:16 | t/p | 1366 | 0.10 | 128.636 | 125.499 | 128.613 | 16930.00 | 3639290.00 |
2955 | 2011.01.05 17:00 | buy | 1367 | 0.10 | 128.952 | 125.520 | 130.529 | ||
2956 | 2011.01.06 06:00 | close | 1365 | 0.10 | 129.073 | 127.208 | 129.857 | 21930.00 | 3661220.00 |
2957 | 2011.01.06 17:00 | sell | 1368 | 0.10 | 128.971 | 129.771 | 126.171 | ||
2958 | 2011.01.07 17:45 | buy | 1369 | 0.10 | 129.412 | 128.997 | 132.377 | ||
2959 | 2011.01.07 19:29 | s/l | 1369 | 0.10 | 129.005 | 128.997 | 132.377 | -4070.00 | 3657150.00 |
2960 | 2011.01.10 13:15 | close | 1368 | 0.10 | 129.180 | 129.771 | 126.171 | -2090.00 | 3655060.00 |
2961 | 2011.01.10 14:00 | buy | 1370 | 0.10 | 129.197 | 128.587 | 131.567 | ||
2962 | 2011.01.10 16:59 | s/l | 1370 | 0.10 | 128.578 | 128.587 | 131.567 | -6190.00 | 3648870.00 |
2963 | 2011.01.10 18:00 | buy | 1371 | 0.10 | 128.819 | 128.207 | 131.187 | ||
2964 | 2011.01.11 04:00 | sell | 1372 | 0.10 | 129.105 | 129.907 | 126.307 | ||
2965 | 2011.01.11 12:00 | close | 1371 | 0.10 | 129.028 | 128.207 | 131.187 | 2090.00 | 3650960.00 |
2966 | 2011.01.11 16:00 | buy | 1373 | 0.10 | 129.471 | 128.866 | 131.846 | ||
2967 | 2011.01.11 16:00 | buy | 1374 | 0.10 | 129.479 | 129.066 | 132.446 | ||
2968 | 2011.01.11 17:23 | s/l | 1372 | 0.10 | 129.905 | 129.907 | 126.307 | -8000.00 | 3642960.00 |
2969 | 2011.01.12 13:00 | close | 1373 | 0.10 | 129.751 | 128.866 | 131.846 | 2800.00 | 3645760.00 |
2970 | 2011.01.12 15:59 | t/p | 1367 | 0.10 | 130.523 | 125.520 | 130.529 | 15710.00 | 3661470.00 |
2971 | 2011.01.12 16:45 | modify | 1374 | 0.10 | 129.479 | 129.716 | 132.446 | ||
2972 | 2011.01.12 17:45 | buy | 1375 | 0.10 | 130.647 | 129.666 | 134.016 | ||
2973 | 2011.01.12 19:16 | t/p | 1363 | 0.10 | 131.148 | 125.788 | 131.138 | 47670.00 | 3709140.00 |
2974 | 2011.01.13 15:45 | close | 1375 | 0.10 | 130.847 | 129.666 | 134.016 | 2000.00 | 3711140.00 |
2975 | 2011.01.13 15:45 | sell | 1376 | 0.10 | 130.840 | 131.638 | 128.038 | ||
2976 | 2011.01.13 17:15 | close | 1374 | 0.10 | 131.076 | 129.716 | 132.446 | 15970.00 | 3727110.00 |
2977 | 2011.01.13 17:45 | close | 1376 | 0.10 | 131.362 | 131.638 | 128.038 | -5220.00 | 3721890.00 |
2978 | 2011.01.13 17:45 | buy | 1377 | 0.10 | 131.367 | 130.392 | 134.742 | ||
2979 | 2011.01.14 12:00 | buy | 1378 | 0.10 | 131.246 | 130.680 | 136.030 | ||
2980 | 2011.01.14 13:15 | buy | 1379 | 0.10 | 131.362 | 130.957 | 134.337 | ||
2981 | 2011.01.14 17:16 | s/l | 1379 | 0.10 | 130.948 | 130.957 | 134.337 | -4140.00 | 3717750.00 |
2982 | 2011.01.14 18:00 | buy | 1380 | 0.10 | 131.551 | 131.137 | 134.517 | ||
2983 | 2011.01.17 13:51 | s/l | 1380 | 0.10 | 131.144 | 131.137 | 134.517 | -4070.00 | 3713680.00 |
2984 | 2011.01.17 14:00 | close | 1377 | 0.10 | 131.236 | 130.392 | 134.742 | -1310.00 | 3712370.00 |
2985 | 2011.01.18 10:15 | buy | 1381 | 0.10 | 131.795 | 131.398 | 134.778 | ||
2986 | 2011.01.18 12:00 | buy | 1382 | 0.10 | 132.422 | 131.438 | 135.788 | ||
2987 | 2011.01.19 03:00 | buy | 1383 | 0.10 | 132.064 | 131.450 | 134.430 | ||
2988 | 2011.01.19 04:37 | s/l | 1383 | 0.10 | 131.452 | 131.450 | 134.430 | -6120.00 | 3706250.00 |
2989 | 2011.01.19 04:38 | s/l | 1382 | 0.10 | 131.445 | 131.438 | 135.788 | -9770.00 | 3696480.00 |
2990 | 2011.01.19 10:17 | s/l | 1381 | 0.10 | 131.398 | 131.398 | 134.778 | -3970.00 | 3692510.00 |
2991 | 2011.01.19 17:00 | sell | 1384 | 0.10 | 131.186 | 131.767 | 128.787 | ||
2992 | 2011.01.19 21:00 | sell | 1385 | 0.10 | 130.941 | 134.236 | 129.257 | ||
2993 | 2011.01.19 22:00 | close | 1384 | 0.10 | 131.205 | 131.767 | 128.787 | -190.00 | 3692320.00 |
2994 | 2011.01.19 22:00 | buy | 1386 | 0.10 | 131.220 | 130.608 | 133.588 | ||
2995 | 2011.01.20 03:00 | close | 1386 | 0.10 | 131.038 | 130.608 | 133.588 | -1820.00 | 3690500.00 |
2996 | 2011.01.20 03:00 | sell | 1387 | 0.10 | 131.038 | 131.617 | 128.637 | ||
2997 | 2011.01.20 09:15 | s/l | 1378 | 0.10 | 130.678 | 130.680 | 136.030 | -5680.00 | 3684820.00 |
2998 | 2011.01.20 15:22 | s/l | 1387 | 0.10 | 131.618 | 131.617 | 128.637 | -5800.00 | 3679020.00 |
2999 | 2011.01.25 10:00 | sell | 1388 | 0.10 | 131.466 | 132.036 | 129.056 | ||
3000 | 2011.01.25 10:30 | sell | 1389 | 0.10 | 131.278 | 131.666 | 128.286 |