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 |
3001 | 2011.01.25 12:00 | close | 1388 | 0.10 | 129.965 | 132.036 | 129.056 | 15010.00 | 3694030.00 |
3002 | 2011.01.25 12:15 | modify | 1389 | 0.10 | 131.278 | 130.836 | 128.286 | ||
3003 | 2011.01.26 19:10 | s/l | 1389 | 0.10 | 130.858 | 130.836 | 128.286 | 4200.00 | 3698230.00 |
3004 | 2011.01.31 13:15 | buy | 1390 | 0.10 | 130.751 | 129.916 | 133.516 | ||
3005 | 2011.02.02 09:30 | close | 1390 | 0.10 | 131.696 | 129.916 | 133.516 | 9450.00 | 3707680.00 |
3006 | 2011.02.02 11:45 | buy | 1391 | 0.10 | 131.949 | 131.549 | 134.929 | ||
3007 | 2011.02.03 12:00 | buy | 1392 | 0.10 | 132.735 | 132.156 | 137.506 | ||
3008 | 2011.02.03 17:10 | s/l | 1392 | 0.10 | 132.148 | 132.156 | 137.506 | -5870.00 | 3701810.00 |
3009 | 2011.02.03 18:15 | s/l | 1391 | 0.10 | 131.546 | 131.549 | 134.929 | -4030.00 | 3697780.00 |
3010 | 2011.02.04 16:00 | buy | 1393 | 0.10 | 131.558 | 130.717 | 134.317 | ||
3011 | 2011.02.04 17:00 | sell | 1394 | 0.10 | 131.306 | 131.887 | 128.907 | ||
3012 | 2011.02.04 18:35 | s/l | 1394 | 0.10 | 131.890 | 131.887 | 128.907 | -5840.00 | 3691940.00 |
3013 | 2011.02.07 12:00 | buy | 1395 | 0.10 | 133.008 | 132.431 | 137.781 | ||
3014 | 2011.02.08 10:13 | s/l | 1395 | 0.10 | 132.425 | 132.431 | 137.781 | -5830.00 | 3686110.00 |
3015 | 2011.02.08 12:15 | close | 1393 | 0.10 | 132.465 | 130.717 | 134.317 | 9070.00 | 3695180.00 |
3016 | 2011.02.09 11:00 | buy | 1396 | 0.10 | 132.828 | 132.212 | 135.192 | ||
3017 | 2011.02.09 11:45 | buy | 1397 | 0.10 | 132.920 | 131.936 | 136.286 | ||
3018 | 2011.02.09 19:00 | close | 1396 | 0.10 | 132.687 | 132.212 | 135.192 | -1410.00 | 3693770.00 |
3019 | 2011.02.09 20:00 | sell | 1398 | 0.10 | 132.567 | 133.108 | 127.758 | ||
3020 | 2011.02.10 04:00 | buy | 1399 | 0.10 | 133.013 | 132.396 | 135.376 | ||
3021 | 2011.02.10 15:00 | s/l | 1398 | 0.10 | 133.107 | 133.108 | 127.758 | -5400.00 | 3688370.00 |
3022 | 2011.02.10 15:15 | close | 1397 | 0.10 | 132.906 | 131.936 | 136.286 | -140.00 | 3688230.00 |
3023 | 2011.02.10 15:15 | sell | 1400 | 0.10 | 132.897 | 133.704 | 130.104 | ||
3024 | 2011.02.10 15:45 | buy | 1401 | 0.10 | 133.240 | 132.834 | 136.214 | ||
3025 | 2011.02.10 17:30 | close | 1400 | 0.10 | 133.437 | 133.704 | 130.104 | -5400.00 | 3682830.00 |
3026 | 2011.02.10 17:30 | buy | 1402 | 0.10 | 133.438 | 132.471 | 136.821 | ||
3027 | 2011.02.10 20:00 | buy | 1403 | 0.10 | 134.135 | 133.559 | 138.909 | ||
3028 | 2011.02.10 21:39 | s/l | 1385 | 0.10 | 134.241 | 134.236 | 129.257 | -33000.00 | 3649830.00 |
3029 | 2011.02.11 12:28 | s/l | 1403 | 0.10 | 133.551 | 133.559 | 138.909 | -5840.00 | 3643990.00 |
3030 | 2011.02.11 20:00 | buy | 1404 | 0.10 | 133.721 | 133.137 | 138.487 | ||
3031 | 2011.02.14 13:45 | close | 1402 | 0.10 | 133.422 | 132.471 | 136.821 | -160.00 | 3643830.00 |
3032 | 2011.02.14 17:00 | close | 1401 | 0.10 | 133.533 | 132.834 | 136.214 | 2930.00 | 3646760.00 |
3033 | 2011.02.15 09:45 | buy | 1405 | 0.10 | 133.947 | 133.550 | 136.930 | ||
3034 | 2011.02.15 13:00 | close | 1399 | 0.10 | 134.248 | 132.396 | 135.376 | 12350.00 | 3659110.00 |
3035 | 2011.02.15 13:00 | buy | 1406 | 0.10 | 134.268 | 133.669 | 136.649 | ||
3036 | 2011.02.15 13:30 | buy | 1407 | 0.10 | 134.516 | 133.545 | 137.895 | ||
3037 | 2011.02.15 15:15 | modify | 1405 | 0.10 | 133.947 | 134.177 | 136.930 | ||
3038 | 2011.02.16 13:02 | s/l | 1405 | 0.10 | 134.170 | 134.177 | 136.930 | 2230.00 | 3661340.00 |
3039 | 2011.02.17 09:45 | close | 1407 | 0.10 | 134.554 | 133.545 | 137.895 | 380.00 | 3661720.00 |
3040 | 2011.02.17 15:45 | sell | 1408 | 0.10 | 134.568 | 135.374 | 131.774 | ||
3041 | 2011.02.18 10:00 | buy | 1409 | 0.10 | 134.937 | 134.545 | 137.925 | ||
3042 | 2011.02.18 11:30 | s/l | 1408 | 0.10 | 135.479 | 135.374 | 131.774 | -9110.00 | 3652610.00 |
3043 | 2011.02.18 18:00 | close | 1406 | 0.10 | 135.072 | 133.669 | 136.649 | 8040.00 | 3660650.00 |
3044 | 2011.02.21 00:08 | buy | 1410 | 0.10 | 135.145 | 134.467 | 137.447 | ||
3045 | 2011.02.22 00:15 | buy | 1411 | 0.10 | 135.055 | 134.223 | 137.823 | ||
3046 | 2011.02.22 01:00 | close | 1410 | 0.10 | 134.873 | 134.467 | 137.447 | -2720.00 | 3657930.00 |
3047 | 2011.02.22 02:30 | s/l | 1409 | 0.10 | 134.543 | 134.545 | 137.925 | -3940.00 | 3653990.00 |
3048 | 2011.02.22 02:43 | s/l | 1411 | 0.10 | 134.226 | 134.223 | 137.823 | -8290.00 | 3645700.00 |
3049 | 2011.02.22 04:00 | sell | 1412 | 0.10 | 134.406 | 135.531 | 132.736 | ||
3050 | 2011.02.22 04:30 | sell | 1413 | 0.10 | 134.477 | 134.852 | 131.472 | ||
3051 | 2011.02.22 06:25 | s/l | 1413 | 0.10 | 134.852 | 134.852 | 131.472 | -3750.00 | 3641950.00 |
3052 | 2011.02.22 09:45 | sell | 1414 | 0.10 | 134.304 | 134.694 | 131.314 | ||
3053 | 2011.02.22 10:00 | sell | 1415 | 0.10 | 134.441 | 135.017 | 132.037 | ||
3054 | 2011.02.22 15:00 | close | 1415 | 0.10 | 134.461 | 135.017 | 132.037 | -200.00 | 3641750.00 |
3055 | 2011.02.23 11:45 | sell | 1416 | 0.10 | 134.378 | 135.168 | 131.568 | ||
3056 | 2011.02.24 07:47 | s/l | 1404 | 0.10 | 133.147 | 133.137 | 138.487 | -5740.00 | 3636010.00 |
3057 | 2011.02.24 08:00 | modify | 1414 | 0.10 | 134.304 | 134.069 | 131.314 | ||
3058 | 2011.02.24 09:33 | t/p | 1412 | 0.10 | 132.736 | 135.531 | 132.736 | 16700.00 | 3652710.00 |
3059 | 2011.02.24 10:15 | modify | 1416 | 0.10 | 134.378 | 133.134 | 131.568 | ||
3060 | 2011.02.24 11:00 | sell | 1417 | 0.10 | 132.256 | 135.531 | 130.578 | ||
3061 | 2011.02.24 11:00 | close | 1414 | 0.10 | 132.280 | 134.069 | 131.314 | 20240.00 | 3672950.00 |
3062 | 2011.02.24 18:54 | t/p | 1416 | 0.10 | 131.570 | 133.134 | 131.568 | 28080.00 | 3701030.00 |
3063 | 2011.02.25 09:45 | sell | 1418 | 0.10 | 131.901 | 132.709 | 129.109 | ||
3064 | 2011.02.25 10:45 | close | 1418 | 0.10 | 132.196 | 132.709 | 129.109 | -2950.00 | 3698080.00 |
3065 | 2011.02.25 10:45 | buy | 1419 | 0.10 | 132.205 | 131.371 | 134.971 | ||
3066 | 2011.02.25 15:30 | s/l | 1419 | 0.10 | 131.352 | 131.371 | 134.971 | -8530.00 | 3689550.00 |
3067 | 2011.03.01 19:15 | sell | 1420 | 0.10 | 133.297 | 134.092 | 130.492 | ||
3068 | 2011.03.03 15:00 | buy | 1421 | 0.10 | 133.266 | 132.661 | 135.641 | ||
3069 | 2011.03.03 15:30 | close | 1420 | 0.10 | 133.397 | 134.092 | 130.492 | -1000.00 | 3688550.00 |
3070 | 2011.03.03 16:00 | buy | 1422 | 0.10 | 133.981 | 133.570 | 136.950 | ||
3071 | 2011.03.04 11:00 | close | 1421 | 0.10 | 133.897 | 132.661 | 135.641 | 6310.00 | 3694860.00 |
3072 | 2011.03.07 05:36 | s/l | 1422 | 0.10 | 133.575 | 133.570 | 136.950 | -4060.00 | 3690800.00 |
3073 | 2011.03.07 16:00 | sell | 1423 | 0.10 | 133.467 | 134.037 | 131.057 | ||
3074 | 2011.03.07 19:00 | sell | 1424 | 0.10 | 133.058 | 133.433 | 130.053 | ||
3075 | 2011.03.08 00:16 | s/l | 1424 | 0.10 | 133.434 | 133.433 | 130.053 | -3760.00 | 3687040.00 |
3076 | 2011.03.08 13:15 | buy | 1425 | 0.10 | 133.600 | 132.766 | 136.366 | ||
3077 | 2011.03.09 09:26 | s/l | 1423 | 0.10 | 134.048 | 134.037 | 131.057 | -5810.00 | 3681230.00 |
3078 | 2011.03.09 11:00 | buy | 1426 | 0.10 | 134.094 | 133.691 | 137.071 | ||
3079 | 2011.03.09 16:38 | s/l | 1426 | 0.10 | 133.691 | 133.691 | 137.071 | -4030.00 | 3677200.00 |
3080 | 2011.03.09 18:00 | buy | 1427 | 0.10 | 134.097 | 133.496 | 136.476 | ||
3081 | 2011.03.10 09:30 | close | 1425 | 0.10 | 133.871 | 132.766 | 136.366 | 2710.00 | 3679910.00 |
3082 | 2011.03.10 10:27 | s/l | 1427 | 0.10 | 133.489 | 133.496 | 136.476 | -6080.00 | 3673830.00 |
3083 | 2011.03.10 13:00 | buy | 1428 | 0.10 | 134.219 | 133.611 | 136.591 | ||
3084 | 2011.03.10 14:00 | sell | 1429 | 0.10 | 134.034 | 134.902 | 131.302 | ||
3085 | 2011.03.10 15:41 | s/l | 1428 | 0.10 | 133.607 | 133.611 | 136.591 | -6120.00 | 3667710.00 |
3086 | 2011.03.10 18:00 | sell | 1430 | 0.10 | 133.238 | 133.824 | 130.844 | ||
3087 | 2011.03.10 22:15 | sell | 1431 | 0.10 | 133.132 | 133.517 | 130.137 | ||
3088 | 2011.03.11 08:12 | s/l | 1431 | 0.10 | 133.523 | 133.517 | 130.137 | -3910.00 | 3663800.00 |
3089 | 2011.03.11 08:30 | close | 1429 | 0.10 | 133.611 | 134.902 | 131.302 | 4230.00 | 3668030.00 |
3090 | 2011.03.11 08:30 | buy | 1432 | 0.10 | 133.597 | 132.775 | 136.375 | ||
3091 | 2011.03.11 09:53 | s/l | 1432 | 0.10 | 132.774 | 132.775 | 136.375 | -8230.00 | 3659800.00 |
3092 | 2011.03.11 20:00 | close | 1430 | 0.10 | 131.573 | 133.824 | 130.844 | 16650.00 | 3676450.00 |
3093 | 2011.03.14 01:11 | t/p | 1417 | 0.10 | 130.579 | 135.531 | 130.578 | 16770.00 | 3693220.00 |
3094 | 2011.03.15 06:00 | sell | 1433 | 0.10 | 131.676 | 132.476 | 128.876 | ||
3095 | 2011.03.15 15:45 | modify | 1433 | 0.10 | 131.676 | 130.667 | 128.876 | ||
3096 | 2011.03.15 16:00 | sell | 1434 | 0.10 | 129.520 | 130.061 | 124.711 | ||
3097 | 2011.03.15 17:16 | s/l | 1434 | 0.10 | 130.066 | 130.061 | 124.711 | -5460.00 | 3687760.00 |
3098 | 2011.03.16 10:00 | close | 1433 | 0.10 | 130.118 | 130.667 | 128.876 | 15580.00 | 3703340.00 |
3099 | 2011.03.16 10:00 | buy | 1435 | 0.10 | 130.118 | 129.287 | 132.887 | ||
3100 | 2011.03.16 17:36 | s/l | 1435 | 0.10 | 129.293 | 129.287 | 132.887 | -8250.00 | 3695090.00 |
3101 | 2011.03.16 19:00 | sell | 1436 | 0.10 | 128.473 | 129.431 | 125.081 | ||
3102 | 2011.03.16 20:00 | sell | 1437 | 0.10 | 128.455 | 129.011 | 123.661 | ||
3103 | 2011.03.17 00:15 | close | 1436 | 0.10 | 125.092 | 129.431 | 125.081 | 33810.00 | 3728900.00 |
3104 | 2011.03.17 00:24 | t/p | 1437 | 0.10 | 123.642 | 129.011 | 123.661 | 48130.00 | 3777030.00 |
3105 | 2011.03.21 00:15 | sell | 1438 | 0.10 | 131.048 | 131.856 | 128.256 | ||
3106 | 2011.03.21 10:54 | s/l | 1438 | 0.10 | 131.865 | 131.856 | 128.256 | -8170.00 | 3768860.00 |
3107 | 2011.03.23 03:15 | sell | 1439 | 0.10 | 132.446 | 133.251 | 129.651 | ||
3108 | 2011.03.24 20:15 | modify | 1439 | 0.10 | 132.446 | 131.293 | 129.651 | ||
3109 | 2011.03.24 23:30 | close | 1439 | 0.10 | 130.475 | 131.293 | 129.651 | 19710.00 | 3788570.00 |
3110 | 2011.03.29 12:45 | buy | 1440 | 0.10 | 131.135 | 130.730 | 134.110 | ||
3111 | 2011.03.29 13:00 | buy | 1441 | 0.10 | 131.168 | 130.564 | 133.544 | ||
3112 | 2011.03.29 14:00 | buy | 1442 | 0.10 | 131.075 | 130.115 | 132.491 | ||
3113 | 2011.03.30 05:00 | modify | 1440 | 0.10 | 131.135 | 131.460 | 134.110 | ||
3114 | 2011.03.30 05:00 | t/p | 1442 | 0.10 | 132.488 | 130.115 | 132.491 | 14130.00 | 3802700.00 |
3115 | 2011.03.30 06:00 | buy | 1443 | 0.10 | 132.501 | 130.115 | 133.918 | ||
3116 | 2011.03.30 11:42 | t/p | 1441 | 0.10 | 133.555 | 130.564 | 133.544 | 23870.00 | 3826570.00 |
3117 | 2011.03.30 12:00 | close | 1443 | 0.10 | 133.447 | 130.115 | 133.918 | 9460.00 | 3836030.00 |
3118 | 2011.03.30 13:00 | buy | 1444 | 0.10 | 133.495 | 130.121 | 134.913 | ||
3119 | 2011.03.31 14:00 | close | 1440 | 0.10 | 133.344 | 131.460 | 134.110 | 22090.00 | 3858120.00 |
3120 | 2011.04.01 04:15 | buy | 1445 | 0.10 | 133.916 | 133.521 | 136.901 | ||
3121 | 2011.04.01 11:00 | buy | 1446 | 0.10 | 134.477 | 133.490 | 137.840 | ||
3122 | 2011.04.01 15:31 | t/p | 1444 | 0.10 | 134.903 | 130.121 | 134.913 | 14080.00 | 3872200.00 |
3123 | 2011.04.01 16:00 | buy | 1447 | 0.10 | 134.784 | 134.218 | 139.568 | ||
3124 | 2011.04.01 17:00 | modify | 1445 | 0.10 | 133.916 | 134.273 | 136.901 | ||
3125 | 2011.04.01 18:00 | buy | 1448 | 0.10 | 135.237 | 131.247 | 136.667 | ||
3126 | 2011.04.01 20:00 | close | 1448 | 0.10 | 135.585 | 131.247 | 136.667 | 3480.00 | 3875680.00 |
3127 | 2011.04.01 20:00 | buy | 1449 | 0.10 | 135.603 | 131.613 | 137.033 | ||
3128 | 2011.04.01 21:00 | close | 1449 | 0.10 | 135.741 | 131.613 | 137.033 | 1380.00 | 3877060.00 |
3129 | 2011.04.01 21:00 | buy | 1450 | 0.10 | 135.762 | 131.763 | 137.183 | ||
3130 | 2011.04.05 05:30 | close | 1445 | 0.10 | 135.917 | 134.273 | 136.901 | 20010.00 | 3897070.00 |
3131 | 2011.04.05 07:15 | close | 1446 | 0.10 | 136.046 | 133.490 | 137.840 | 15690.00 | 3912760.00 |
3132 | 2011.04.05 10:45 | buy | 1451 | 0.10 | 136.274 | 135.296 | 139.646 | ||
3133 | 2011.04.05 16:02 | t/p | 1450 | 0.10 | 137.182 | 131.763 | 137.183 | 14200.00 | 3926960.00 |
3134 | 2011.04.06 00:15 | modify | 1451 | 0.10 | 136.274 | 137.283 | 139.646 | ||
3135 | 2011.04.06 04:42 | t/p | 1447 | 0.10 | 139.580 | 134.218 | 139.568 | 47960.00 | 3974920.00 |
3136 | 2011.04.06 04:43 | t/p | 1451 | 0.10 | 139.636 | 137.283 | 139.646 | 33620.00 | 4008540.00 |
3137 | 2011.04.07 12:00 | buy | 1452 | 0.10 | 139.285 | 138.717 | 144.067 | ||
3138 | 2011.04.07 13:46 | s/l | 1452 | 0.10 | 138.706 | 138.717 | 144.067 | -5790.00 | 4002750.00 |
3139 | 2011.04.08 10:45 | buy | 1453 | 0.10 | 139.964 | 138.991 | 143.341 | ||
3140 | 2011.04.08 12:00 | buy | 1454 | 0.10 | 139.821 | 139.254 | 144.604 | ||
3141 | 2011.04.08 18:01 | s/l | 1454 | 0.10 | 139.252 | 139.254 | 144.604 | -5690.00 | 3997060.00 |
3142 | 2011.04.08 18:38 | s/l | 1453 | 0.10 | 138.992 | 138.991 | 143.341 | -9720.00 | 3987340.00 |
3143 | 2011.04.11 00:19 | sell | 1455 | 0.10 | 139.058 | 139.686 | 136.086 | ||
3144 | 2011.04.11 20:00 | sell | 1456 | 0.10 | 138.522 | 139.076 | 133.726 | ||
3145 | 2011.04.12 05:45 | modify | 1455 | 0.10 | 139.058 | 137.866 | 136.086 | ||
3146 | 2011.04.12 06:16 | t/p | 1455 | 0.10 | 136.078 | 137.866 | 136.086 | 29800.00 | 4017140.00 |
3147 | 2011.04.13 13:00 | buy | 1457 | 0.10 | 136.774 | 135.950 | 139.550 | ||
3148 | 2011.04.14 04:11 | s/l | 1457 | 0.10 | 135.950 | 135.950 | 139.550 | -8240.00 | 4008900.00 |
3149 | 2011.04.15 14:00 | sell | 1458 | 0.10 | 136.218 | 137.010 | 133.410 | ||
3150 | 2011.04.18 17:46 | t/p | 1456 | 0.10 | 133.717 | 139.076 | 133.726 | 48050.00 | 4056950.00 |